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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X GENOMICS INC-CLASS ACL A COM88025U1096,85289,872SH DFND189,87200
1-800-FLOWERS.COM INC-CL ACL A68243Q1065,259362,741SH DFND1361,31601,425
1ST CONSTITUTION BANCORPCOM31986N1022,415109,133SH DFND1109,13300
1ST SOURCE CORPCOM33690110312,493240,821SH DFND1240,82100
21VIANET GROUP INC-ADRSPONSORED ADS A90138A10328839,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1031,6621,510,959SH DFND11,510,95900
2U INCCOM90214J10116,688695,646SH DFND1695,64600
360 FINANCE INC -ADRADS88557W10114014,374SH DFND114,37400
3D SYSTEMS CORPCOM NEW88554D20513,2531,514,739SH DFND11,514,73900
3M COCOM88579Y1011,653,0209,384,624SH DFND19,357,229027,395
3M COCOM88579Y10102SH DFND1 2200
51JOB INC-ADRSPONSORED ADS3168271047,90593,637SH DFND193,4090228
58.COM INC-ADRSPON ADR REP A31680Q10415,400239,759SH DFND1239,5210238
89BIO INCCOM2825591031,47356,033SH DFND156,03300
8X8 INCCOM28291410023,3131,273,968SH DFND11,273,96800
A H BELO CORP-ACOM CL A001282102291103,526SH DFND1103,52600
A10 NETWORKS INCCOM0021211014,888711,564SH DFND1711,56400
AAON INCCOM PAR $0.00400036020630,655620,436SH DFND1620,43600
AAR CORPCOM00036110524,619545,876SH DFND1545,87600
AARON'S INCCOM PAR $0.5000253530053,439935,737SH DFND1919,301016,436
AARON'S INCCOM PAR $0.500025353001352,380SH DFND1 22,38000
AAWW 1.875 06/01/24NOTE 1.875% 6/0049164BJ48,80510,444,000PRN DFND1 210,444,00000
AAWW 1.875 06/01/24NOTE 1.875% 6/0049164BJ48471,000,000PRN DFND11,000,00000
ABB LTD-SPON ADRSPONSORED ADR00037520454622,702SH DFND118,80003,902
ABBOTT LABORATORIESCOM0028241002,167,24025,003,698SH DFND124,919,812083,886
ABBOTT LABORATORIESCOM00282410011127SH DFND1 212700
ABBVIE INCCOM00287Y1092,157,65524,410,658SH DFND124,340,709069,949
ABBVIE INCCOM00287Y1091,60418,119SH DFND1 218,11900
ABEONA THERAPEUTICS INCCOM00289Y1071,633499,414SH DFND1499,41400
ABERCROMBIE & FITCH CO-CL ACL A00289620714,137817,659SH DFND1817,2560403
ABERDEEN AUSTRALIA EQUITY FDCOM00301110321539,798SH DFND1 239,79800
ABERDEEN GLBL DYN DIVIDCOM00302M10612912,485SH DFND1 212,48500
ABERDEEN JAPAN EQUITY FUND ICOM00306J10952066,953SH DFND1 266,95300
ABERDEEN TTL DYN DIVIDCOM SH BEN INT00326L10018220,432SH DFND1 220,43200
ABIOMED INCCOM003654100120,769709,391SH DFND1707,27402,117
ABIOMED INCCOM00365410083492SH DFND1 249200
ABM INDUSTRIES INCCOM00095710032,469861,019SH DFND1861,01900
ABRAXAS PETROLEUM CORPCOM0038301067362,098,007SH DFND12,098,00700
AC IMMUNE SASHSH0026310527532,299SH DFND132,29900
ACACIA COMMUNICATIONS INCCOM00401C10835,167518,621SH DFND1518,62100
ACACIA COMMUNICATIONS INCCOM00401C1082,28433,691SH DFND1 233,69100
ACACIA RESEARCH CORPACACIA TCH COM0038813071,624610,841SH DFND1610,84100
ACADIA HEALTHCARE CO INCCOM00404A10933,7321,015,413SH DFND1993,708021,705
ACADIA PHARMACEUTICALS INCCOM00422510869,1771,617,061SH DFND11,617,06100
ACADIA PHARMACEUTICALS INCCOM0042251081713,998SH DFND1 23,99800
ACADIA REALTY TRUSTCOM SH BEN INT00423910938,3891,480,503SH DFND11,480,50300
ACASTI PHARMA INCCL A NEW00430K40215061,235SH DFND161,23500
ACCEL ENTERTAINMENT INC-CW*W EXP 11/20/20200436Q114737250,000SH DFND1 2250,00000
ACCELERATE DIAGNOSTICS INCCOM00430H1026,464382,510SH DFND1382,3160194
ACCELERON PHARMA INCCOM00434H10833,923639,834SH DFND1639,83400
ACCENTURE PLC-CL ASHS CLASS AG1151C1012,215,99510,540,443SH DFND110,510,176030,267
ACCO BRANDS CORPCOM00081T10812,1761,300,925SH DFND11,300,92500
ACCO BRANDS CORPCOM00081T108566,006SH DFND1 26,00600
ACCURAY INCCOM0043971053,4611,227,493SH DFND11,227,49300
ACELRX PHARMACEUTICALS INCCOM00444T1002,3011,090,684SH DFND11,090,68400
ACER THERAPEUTICS INCCOM00444P10830375,753SH DFND175,75300
ACHIEVE LIFE SCIENCES INCCOM NEW0044682031936,136SH DFND136,13600
ACHILLION PHARMACEUTICALSCOMSTK00448Q20111,3751,886,547SH DFND11,886,54700
ACHILLION PHARMACEUTICALSCOMSTK00448Q2011,026170,231SH DFND1 2170,23100
ACI WORLDWIDE INCCOM00449810161,0121,610,478SH DFND11,582,161028,317
ACLARIS THERAPEUTICS INCCOM00461U1051,098581,183SH DFND1581,18300
ACM RESEARCH INC-CLASS ACOM CL A00108J1091,25968,284SH DFND168,28400
ACME UNITED CORPCOM00481610453622,544SH DFND122,54400
ACNB CORPCOM0008681093,12782,702SH DFND182,70200
ACORDA THERAPEUTICS INCCOM00484M1061,408690,679SH DFND1690,67900
ACT II GLOBAL ACQUISITIO-ACL A SHSG0080J1041,011100,000SH DFND1 2100,00000
ACT II GLOBAL ACQUISITIO-ACL A SHSG0080J10415215,000SH DFND115,00000
ACTINIUM PHARMACEUTICALS INCCOM00507W107129595,952SH DFND1595,95200
ACTIVISION BLIZZARD INCCOM00507V109668,17611,269,362SH DFND111,203,124066,238
ACTIVISION BLIZZARD INCCOM00507V10950858SH DFND1 285800
ACTUANT CORP-ACOMSTK00508X20318,506710,980SH DFND1710,98000
ACUITY BRANDS INCCOM00508Y10269,602504,782SH DFND1495,07709,705
ACUSHNET HOLDINGS CORPCOM00509810814,966460,509SH DFND1460,50900
ADAMAS PHARMACEUTICALS INCCOM00548A1061,138300,457SH DFND1300,45700
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208441629,742SH DFND1629,74200
ADAMS DIVERSIFIED EQUITYCOM0062121042,386151,345SH DFND1 2151,34500
ADAMS NATURAL RESOURCES FUNDCOM00548F1051,55294,344SH DFND1 294,34400
ADAMS RESOURCES & ENERGY INCCOM NEW00635130846812,297SH DFND112,29700
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10711798,007SH DFND198,00700
ADAPTIVE BIOTECHNOLOGIESCOM00650F1096,782226,696SH DFND1226,69600
ADDUS HOMECARE CORPCOM00673910616,794172,748SH DFND1172,74800
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062911,928SH DFND111,92800
ADECOAGRO SACOML0084910620324,324SH DFND1 224,32400
ADECOAGRO SACOML0084910617521,015SH DFND121,01500
ADESTO TECHNOLOGIES CORPCOM00687D1013,174373,484SH DFND1373,48400
ADIAL PHARMACEUTICALS INCCOM00688A10618777,985SH DFND177,98500
ADIENT PLC ORD SHSG0084W10124,6151,158,374SH DFND11,136,896021,478
ADIENT PLC ORD SHSG0084W10134416,213SH DFND1 216,21300
ADMA BIOLOGICS INCCOM0008991042,866716,608SH DFND1716,60800
ADOBE INCCOM00724F1012,261,8066,872,215SH DFND16,830,780041,435
ADOBE INCCOM00724F10172219SH DFND1 221900
ADT INCCOM00090Q1039,6321,214,652SH DFND11,212,00302,649
ADTALEM GLOBAL EDUCATION INCCOM00737L10325,042716,113SH DFND1702,881013,232
ADTALEM GLOBAL EDUCATION INCCOM00737L1032527,231SH DFND1 27,23100
ADTRAN INCCOM00738A1066,548662,163SH DFND1662,16300
ADTRAN INCCOM00738A10646246,777SH DFND1 246,77700
ADURO BIOTECH INCCOM00739L1011,023867,685SH DFND1867,68500
ADVANCE AUTO PARTS INCCOM00751Y106167,6671,049,086SH DFND11,045,97403,112
ADVANCE AUTO PARTS INCCOM00751Y10650316SH DFND1 231600
ADVANCED DISPOSAL SERVICES ICOM00790X10129,930910,565SH DFND1910,56500
ADVANCED DISPOSAL SERVICES ICOM00790X1012,43274,008SH DFND1 274,00800
ADVANCED DRAINAGE SYSTEMS INCOM00790R10425,519657,044SH DFND1657,04400
ADVANCED DRAINAGE SYSTEMS INCOM00790R1041173,022SH DFND1 23,02200
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,574245,230SH DFND1245,23000
ADVANCED ENERGY INDUSTRIESCOM00797310037,127521,456SH DFND1521,45600
ADVANCED MICRO DEVICESCOM007903107815,10917,808,405SH DFND117,713,457094,948
ADVANSIX INCCOM00773T1017,497375,609SH DFND1375,60900
ADVANSIX INCCOM00773T10155127,631SH DFND1 227,63100
ADVAXIS INCCOM NEW007624307387452,146SH DFND1452,14600
ADVERUM BIOTECHNOLOGIES INCCOM00773U1088,867769,789SH DFND1769,78900
AECOMCOM00766T10077,7051,801,655SH DFND11,763,182038,473
AEGION CORPCOM00770F1049,842439,972SH DFND1439,97200
AEGLEA BIOTHERAPEUTICS INCCOM00773J1032,392313,171SH DFND1313,17100
AEGON N.V.-NY REG SHRNY REGISTRY SHS00792410319142,215SH DFND138,77503,440
AEHR TEST SYSTEMSCOM00760J10819999,830SH DFND199,83000
AEMETIS INCCOM NEW00770K2025061,019SH DFND161,01900
AERCAP HOLDINGS NVSHSN0098510633,433546,791SH DFND1546,79100
AERIE PHARMACEUTICALS INCCOM00771V10814,312592,163SH DFND1592,16300
AEROJET ROCKETDYNE HOLDINGSCOM00780010544,705979,090SH DFND1979,09000
AEROVIRONMENT INCCOM00807310818,248295,568SH DFND1295,56800
AERPIO PHARMACEUTICALS INCCOM00810B10571114,900SH DFND1114,90000
AES CORPCOM00130H105247,00812,433,614SH DFND112,403,897029,717
AETERNA ZENTARIS INCCOM0079754022123,853SH DFND123,85300
AEVI GENOMIC MEDICINE INCCOM00835P10524167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210869,327818,117SH DFND1806,043012,074
AFFILIATED MANAGERS GROUPCOM0082521081,66819,693SH DFND1 219,69300
AFFIMED NVCOMN010451081,811661,081SH DFND1651,71409,367
AFLAC INCCOM001055102578,07910,949,098SH DFND110,914,091035,007
AFLAC INCCOM00105510249938SH DFND1 293800
AG MORTGAGE INVESTMENT TRUSTCOM0012281056,954451,003SH DFND1451,00300
AGCO CORPCOM00108410289,2051,154,766SH DFND11,139,404015,362
AGENUS INCCOM NEW00847G7055,8661,441,417SH DFND11,441,41700
AGENUS INCCOM NEW00847G70527868,418SH DFND1 268,41800
AGEX THERAPEUTICS INCCOM00848H108363199,451SH DFND1199,45100
AGILE THERAPEUTICS INCCOM00847L1001,060424,056SH DFND1424,05600
AGILENT TECHNOLOGIES INCCOM00846U101413,3824,855,052SH DFND14,840,245014,807
AGILENT TECHNOLOGIES INCCOM00846U1019114SH DFND1 211400
AGILYSYS INCCOM00847J10510,835426,442SH DFND1426,44200
AGILYSYS INCCOM00847J10566626,228SH DFND1 226,22800
AGIOS PHARMACEUTICALS INCCOM00847X10432,607682,871SH DFND1682,87100
AGNC INVESTMENT CORPCOM00123Q104121,5776,857,871SH DFND16,857,1500721
AGNICO EAGLE MINES LTDCOM00847410820,598336,908SH DFND1336,6430265
AGNICO EAGLE MINES LTDCOM00847410832521SH DFND1 252100
AGREE REALTY CORPCOM00849210041,278588,259SH DFND1577,561010,698
AGROFRESH SOLUTIONS INCCOM00856G109530205,503SH DFND1202,46003,043
AILERON THERAPEUTICS INCCOM00887A1055291,895SH DFND191,89500
AIMMUNE THERAPEUTICS INCCOM00900T10720,206603,714SH DFND1603,71400
AIR LEASE CORPCL A00912X30255,7421,173,023SH DFND11,173,02300
AIR PRODUCTS & CHEMICALS INCCOM009158106786,6393,353,625SH DFND13,343,532010,093
AIR TRANSPORT SERVICES GROUPCOM00922R10519,038811,546SH DFND1811,54600
AIRCASTLE LTDCOMG0129K10421,621675,447SH DFND1675,44700
AIRCASTLE LTDCOMG0129K10462619,570SH DFND1 219,57000
AIRGAIN INCCOM00938A1041,249116,878SH DFND1116,87800
AK STEEL HOLDING CORPCOM00154710813,4224,079,920SH DFND14,079,92000
AKAMAI TECHNOLOGIES INCCOM00971T101218,7542,537,423SH DFND12,530,16507,258
AKAMAI TECHNOLOGIES INCCOM00971T101931,086SH DFND1 21,08600
AKCEA THERAPEUTICS INCCOM00972L1074,258251,391SH DFND1251,39100
AKEBIA THERAPEUTICS INCCOM00972D10510,4771,657,828SH DFND11,656,79901,029
AKERO THERAPEUTICS INCCOM00973Y1081,75879,244SH DFND179,24400
AKORN INCCOM0097281062,5371,691,881SH DFND11,691,88100
AKORN INCCOM009728106317211,493SH DFND1 2211,49300
AKOUSTIS TECHNOLOGIES INCCOM00973N1022,727340,999SH DFND1340,99900
ALAMO GROUP INCCOM01131110716,106128,288SH DFND1128,28800
ALAMOS GOLD INC-CLASS ACOM CL A01153210836360,342SH DFND160,34200
ALARM.COM HOLDINGS INCCOM01164210521,997511,933SH DFND1511,93300
ALASKA AIR GROUP INCCOM011659109134,9161,994,069SH DFND11,988,53705,532
ALASKA COMM SYSTEMS GROUPCOM01167P101663374,956SH DFND1374,95600
ALBANY INTL CORP-CL ACL A01234810830,163397,301SH DFND1397,30100
ALBANY INTL CORP-CL ACL A0123481081,30517,202SH DFND1 217,20200
ALBEMARLE CORPCOM012653101122,4951,680,426SH DFND11,675,67004,756
ALBIREO PHARMA INCCOM01345P1063,615142,213SH DFND1142,21300
ALCOA CORPCOM01387210645,9562,136,535SH DFND12,135,7230812
ALCOA CORPCOM013872106311,487SH DFND1 21,48700
ALCON INCORD SHSH013011284457,881SH DFND17,5260355
ALDEYRA THERAPEUTICS INCCOM01438T1061,915329,692SH DFND1329,69200
ALECTOR INCCOM0144421077,018407,356SH DFND1407,35600
ALERUS FINANCIAL CORPCOM01446U10373332,118SH DFND132,11800
ALEXANDER & BALDWIN INCCOM01449110419,648937,434SH DFND1896,391041,043
ALEXANDER'S INCCOM01475210910,18630,836SH DFND130,2860550
ALEXANDRIA REAL ESTATE EQUITCOM015271109286,8871,779,157SH DFND11,773,98105,176
ALEXION PHARMACEUTICALS INCCOM015351109345,0713,197,738SH DFND13,179,002018,736
ALEXION PHARMACEUTICALS INCCOM0153511091081,006SH DFND1 21,00600
ALGONQUIN POWER & UTILITIESCOM01585710510,520748,892SH DFND1748,89200
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102892,5194,240,522SH DFND14,239,8020720
ALICO INCCOM0162301041,73448,403SH DFND148,40300
ALIGN TECHNOLOGY INCCOM016255101373,0661,339,280SH DFND11,332,92706,353
ALIMERA SCIENCES INCCOM NEW0162592027710,279SH DFND110,27900
ALJ REGIONAL HOLDINGS INCCOM0016271083026,791SH DFND126,79100
ALKALINE WATER CO INC/THECOM NEW01643A207402316,702SH DFND1316,70200
ALKERMES PLCSHSG0176710536,2201,775,504SH DFND11,775,3800124
ALKERMES PLCSHSG0176710553226,108SH DFND1 226,10800
ALLAKOS INCCOM01671P10031,358328,843SH DFND1328,84300
ALLAKOS INCCOM01671P10034361SH DFND1 236100
ALLEGHANY CORPCOM017175100131,021164,010SH DFND1160,48303,527
ALLEGHANY CORPCOM0171751005974SH DFND1 27400
ALLEGHENY TECHNOLOGIES INCCOM01741R10234,5831,673,944SH DFND11,642,552031,392
ALLEGHENY TECHNOLOGIES INCCOM01741R1021527,392SH DFND1 27,39200
ALLEGIANCE BANCSHARES INCCOM01748H10710,039267,021SH DFND1267,02100
ALLEGIANT TRAVEL COCOM01748X10231,807182,762SH DFND1182,76200
ALLEGION PLCORD SHSG0176J109185,2951,490,831SH DFND11,486,65704,174
ALLEGION PLCORD SHSG0176J109326SH DFND1 22600
ALLEGRO MERGER CORP-RTSRIGHT 12/31/202301749N129159500,000SH DFND1 2500,00000
ALLEGRO MERGER CORP-RTSRIGHT 12/31/202301749N1291850,000SH DFND150,00000
ALLENA PHARMACEUTICALS INCCOM018119107288105,854SH DFND1105,85400
ALLERGAN PLCSHSG0177J108903,0664,733,183SH DFND14,717,713015,470
ALLERGAN PLCSHSG0177J1083,42917,941SH DFND1 217,94100
ALLETE INCCOM NEW01852230061,481757,438SH DFND1744,776012,662
ALLIANCE DATA SYSTEMS CORPCOM01858110883,540745,905SH DFND1743,59902,306
ALLIANCE DATA SYSTEMS CORPCOM0185811083643,251SH DFND1 23,25100
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10898290,821SH DFND190,82100
ALLIANT ENERGY CORPCOM018802108221,6794,058,860SH DFND14,048,053010,807
ALLIED MOTION TECHNOLOGIESCOM0193301095,034103,805SH DFND1103,80500
ALLISON TRANSMISSION HOLDINGCOM01973R10191,4761,886,632SH DFND11,886,63200
ALLISON TRANSMISSION HOLDINGCOM01973R1011,01420,997SH DFND1 220,99700
ALLOGENE THERAPEUTICS INCCOM01977010617,641679,054SH DFND1679,05400
ALLOT LTDSHSM0854Q10518021,262SH DFND121,26200
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10827,0712,758,162SH DFND12,718,370039,792
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10874976,346SH DFND1 276,34600
ALLSTATE CORPCOM020002101568,5355,065,810SH DFND15,051,259014,551
ALLSTATE CORPCOM02000210138338SH DFND1 233800
ALLY FINANCIAL INCCOM02005N100150,6154,932,421SH DFND14,932,42100
ALLY FINANCIAL INCCOM02005N100481,590SH DFND1 21,59000
ALNYLAM PHARMACEUTICALS INCCOM02043Q107142,6221,239,487SH DFND11,239,3630124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,509257,651SH DFND1257,65100
ALPHABET INC-CL ACAP STK CL A02079K3056,254,5424,678,846SH DFND14,654,316024,530
ALPHABET INC-CL ACAP STK CL A02079K30565SH DFND1 2500
ALPHABET INC-CL CCAP STK CL C02079K1075,676,0664,254,922SH DFND14,230,311024,611
ALPHATEC HOLDINGS INCCOM NEW02081G2013,534498,175SH DFND1498,17500
ALPINE IMMUNE SCIENCES INCCOM02083G10014337,436SH DFND137,43600
ALTAIR ENGINEERING INC - ACOM CL A02136910318,758522,364SH DFND1522,36400
ALTERITY THERAPEUTICS-ADRSPONSORED ADR02155X106912,128SH DFND112,12800
ALTERYX INC - CLASS ACOM CL A02156B10350,147501,129SH DFND1500,8360293
ALTICE USA INC- ACL A02156K10383,1843,044,003SH DFND13,044,00300
ALTICE USA INC- ACL A02156K103391,435SH DFND1 21,43500
ALTIMMUNE INCCOM NEW02155H20016286,175SH DFND186,151024
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,348121,508SH DFND1121,50800
ALTRA INDUSTRIAL MOTION CORPCOM02208R10631,972882,971SH DFND1882,97100
ALTRIA GROUP INCCOM02209S1031,289,36825,882,957SH DFND125,799,061083,896
ALTRIA GROUP INCCOM02209S10311235SH DFND1 223500
ALTUS MIDSTREAM CO -ACL A02215L1002,544889,742SH DFND1889,74200
ALUMINUM CORP OF CHINA-ADRSPON ADR H SHS02227610910912,598SH DFND110,79201,806
AMAG PHARMACEUTICALS INCCOM00163U1065,776474,626SH DFND1474,4990127
AMALGAMATED BK OF NEW YORK-ACLASS A0226631083,756193,125SH DFND1193,12500
AMARIN CORP PLC -ADRSPONS ADR NEW0231112065,424252,987SH DFND1252,98700
A-MARK PRECIOUS METALS INCCOM00181T10715819,162SH DFND119,16200
AMAZON.COM INCCOM02313510610,878,2335,900,291SH DFND15,865,500034,791
AMAZON.COM INCCOM0231351061,389752SH DFND1 275200
AMBAC FINANCIAL GROUP INCCOM NEW02313988413,737636,879SH DFND1636,87900
AMBARELLA INCSHSG037AX10128,099463,987SH DFND1463,98700
AMBEV SA-ADRSPONSORED ADR02319V1033,593771,148SH DFND1771,14800
AMBEV SA-ADRSPONSORED ADR02319V10318639,918SH DFND1 239,91800
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1044,929680,858SH DFND1680,85800
AMC NETWORKS INC-ACL A00164V10319,627496,897SH DFND1486,072010,825
AMCI ACQUISITION CORP-CW23*W EXP 05/20/20200165R11955180,000SH DFND1 2180,00000
AMCI ACQUISITION CORP-CW23*W EXP 05/20/20200165R119620,000SH DFND120,00000
AMCOR PLCORDG0250X107224,80020,789,891SH DFND120,717,124072,767
AMDOCS LTDSHSG02602103105,5391,461,652SH DFND11,461,65200
AMEDISYS INCCOM02343610878,415469,777SH DFND1461,87207,905
AMER NATL BNKSHS/DANVILLE VACOM0277451085,720144,558SH DFND1144,55800
AMER NATL BNKSHS/DANVILLE VACOM027745108741,895SH DFND1 21,89500
AMERANT BANCORP INCCL A0235761016,194284,296SH DFND1284,29600
AMERCOCOM02358610039,592105,434SH DFND1105,43400
AMEREN CORPORATIONCOM023608102306,2133,994,982SH DFND13,983,927011,055
AMEREN CORPORATIONCOM02360810261806SH DFND1 280600
AMERESCO INC-CL ACL A02361E1084,628264,487SH DFND1264,48700
AMERI HOLDINGS INCCOM NEW02362F3022410,788SH DFND110,78800
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10730139,141SH DFND139,14100
AMERICA MOVIL-SPN ADR CL LSPON ADR L SHS02364W10521513,486SH DFND113,48600
AMERICA MOVIL-SPN ADR CL LSPON ADR L SHS02364W1051358,444SH DFND1 28,44400
AMERICAN AIRLINES GROUP INCCOM02376R102177,7576,207,365SH DFND16,172,438034,927
AMERICAN ASSETS TRUST INCCOM02401310442,737931,093SH DFND1918,623012,470
AMERICAN AXLE & MFG HOLDINGSCOM02406110315,8571,473,772SH DFND11,473,77200
AMERICAN CAMPUS COMMUNITIESCOM024835100103,9312,209,903SH DFND12,176,230033,673
AMERICAN EAGLE OUTFITTERSCOM02553E10630,5332,077,138SH DFND12,037,450039,688
AMERICAN EAGLE OUTFITTERSCOM02553E1061157,852SH DFND1 27,85200
AMERICAN ELECTRIC POWERCOM025537101655,3286,949,650SH DFND16,927,257022,393
AMERICAN EQUITY INVT LIFE HLCOM02567620635,0421,170,800SH DFND11,170,80000
AMERICAN EXPRESS COCOM0258161091,130,6039,103,419SH DFND19,073,288030,131
AMERICAN FINANCE TRUST INCCOM CLASS A02607T10919,1731,446,000SH DFND11,446,00000
AMERICAN FINANCIAL GROUP INCCOM025932104104,818956,754SH DFND1936,535020,219
AMERICAN HOMES 4 RENT- ACL A02665T306100,8203,846,633SH DFND13,779,983066,650
AMERICAN INTERNATIONAL GROUPCOM NEW026874784608,98211,891,727SH DFND111,852,647039,080
AMERICAN INTERNATIONAL GROUPCOM NEW0268747844268,318SH DFND1 28,31800
AMERICAN NATIONAL INSURANCECOM02859110514,426122,595SH DFND1122,59500
AMERICAN NATIONAL INSURANCECOM02859110533286SH DFND1 228600
AMERICAN OUTDOOR BRANDS CORPCOM02874P1036,957749,759SH DFND1749,75900
AMERICAN PUBLIC EDUCATIONCOM02913V1036,669243,511SH DFND1243,51100
AMERICAN PUBLIC EDUCATIONCOM02913V1031997,295SH DFND1 27,29500
AMERICAN REALTY INVESTORS INCOM02917410924114,091SH DFND114,09100
AMERICAN RENAL ASSOCIATES HOCOM0292271052,355227,187SH DFND1227,18700
AMERICAN RIVER BANKSHRS (CA)COM02932610531621,314SH DFND121,31400
AMERICAN SOFTWARE INC-CL ACL A0296831096,241419,434SH DFND1419,43400
AMERICAN STATES WATER COCOM02989910142,743493,341SH DFND1491,31202,029
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112072,046260,719SH DFND1260,71900
AMERICAN TOWER CORPCOM03027X1001,460,4746,368,646SH DFND16,323,796044,850
AMERICAN VANGUARD CORPCOM0303711086,979358,473SH DFND1358,47300
AMERICAN WATER WORKS CO INCCOM030420103381,7773,113,378SH DFND13,095,296018,082
AMERICAN WATER WORKS CO INCCOM030420103873SH DFND1 27300
AMERICAN WOODMARK CORPCOM03050610923,011220,180SH DFND1220,18000
AMERICAN WOODMARK CORPCOM0305061097046,742SH DFND1 26,74200
AMERICA'S CAR-MART INCCOM03062T1059,48586,501SH DFND186,50100
AMERICOLD REALTY TRUSTCOM03064D10895,5192,724,460SH DFND12,724,46000
AMERIPRISE FINANCIAL INCCOM03076C106395,7052,379,502SH DFND12,372,87606,626
AMERIPRISE FINANCIAL INCCOM03076C1061,3958,376SH DFND1 28,37600
AMERIS BANCORPCOM03076K10837,603883,963SH DFND1883,96300
AMERISAFE INCCOM03071H10019,684298,119SH DFND1298,11900
AMERISERV FINANCIAL INCCOM03074A1026114,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105205,0902,417,094SH DFND12,409,28107,813
AMERISOURCEBERGEN CORPCOM03073E10537436SH DFND1 243600
AMES NATIONAL CORPCOM0310011002,75098,022SH DFND198,02200
AMETEK INCCOM031100100347,2333,488,615SH DFND13,478,374010,241
AMETEK INCCOM0311001001,41114,149SH DFND1 214,14900
AMGEN INCCOM0311621002,413,63910,028,908SH DFND19,977,023051,885
AMGEN INCCOM03116210065273SH DFND1 227300
AMICUS THERAPEUTICS INCCOM03152W10934,1493,506,071SH DFND13,506,07100
AMKOR TECHNOLOGY INCCOM03165210028,3142,178,031SH DFND12,178,03100
AMKOR TECHNOLOGY INCCOM03165210020916,146SH DFND1 216,14600
AMN HEALTHCARE SERVICES INCCOM00174410137,235597,577SH DFND1597,57700
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1057,2941,513,322SH DFND11,513,32200
AMPCO-PITTSBURGH CORPCOM03203710315351,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R1039,738504,828SH DFND1504,82800
AMPHENOL CORP-CL ACL A032095101508,7504,709,840SH DFND14,696,504013,336
AMPHENOL CORP-CL ACL A03209510130278SH DFND1 227800
AMPIO PHARMACEUTICALS INCCOM03209T109412707,683SH DFND1707,68300
AMPLIFY ENERGY CORPCOM03212B1031,642248,426SH DFND1248,42600
AMPLITUDE HEALTHCARE ACQUISIUNIT 12/01/202603212A2042,070206,000SH DFND1 2206,00000
AMPLITUDE HEALTHCARE ACQUISIUNIT 12/01/202603212A20433733,500SH DFND133,50000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250454375,846SH DFND175,84600
AMYRIS INCCOM NEW03236M2002,105681,392SH DFND1681,39200
ANALOG DEVICES INCCOM032654105626,4755,283,266SH DFND15,251,230032,036
ANALOG DEVICES INCCOM03265410525214SH DFND1 221400
ANAPLAN INCCOM03272L10845,381866,059SH DFND1866,05900
ANAPTYSBIO INCCOM0327241065,706351,192SH DFND1351,19200
ANAVEX LIFE SCIENCES CORPCOM NEW0327973001,587613,119SH DFND1613,11900
ANDERSONS INC/THECOM03416410311,294446,774SH DFND1446,77400
ANDINA ACQUISITION CORP-CW24*W EXP 07/31/202G0441512450275,700SH DFND1 2275,70000
ANDINA ACQUISITION CORP-CW24*W EXP 07/31/202G04415124530,000SH DFND130,00000
ANGI HOMESERVICES INC- ACOM CL A00183L1024,963585,974SH DFND1585,97400
ANGIODYNAMICS INCCOM03475V1018,158509,562SH DFND1509,56200
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,17214,297SH DFND114,29700
ANI PHARMACEUTICALS INCCOM00182C1037,703124,922SH DFND1124,92200
ANIKA THERAPEUTICS INCCOM03525510811,554222,854SH DFND1222,7320122
ANIXA BIOSCIENCES INCCOM03528H109336102,487SH DFND1102,48700
ANIXTER INTERNATIONAL INCCOM03529010536,232393,361SH DFND1393,36100
ANIXTER INTERNATIONAL INCCOM0352901058289,000SH DFND1 29,00000
ANNALY CAPITAL MANAGEMENT INCOM035710409157,53516,696,234SH DFND116,689,10907,125
ANSYS INCCOM03662Q105394,7321,536,198SH DFND11,529,00707,191
ANSYS INCCOM03662Q105729SH DFND1 22900
ANTARES PHARMA INCCOM0366421069,9792,123,201SH DFND12,123,20100
ANTERIX INCCOM03676C1006,748156,188SH DFND1156,18800
ANTERO MIDSTREAM CORPCOM03676B10223,4333,087,362SH DFND12,998,252089,110
ANTERO RESOURCES CORPCOM03674X1067,2052,528,136SH DFND12,528,13600
ANTHEM INCCOM0367521031,121,9453,722,383SH DFND13,710,762011,621
ANTHEM INCCOM036752103104346SH DFND1 234600
ANWORTH MORTGAGE ASSET CORPCOM0373471015,1511,463,541SH DFND11,463,54100
AON PLCSHS CL AG0408V102790,2143,801,284SH DFND13,790,770010,514
APACHE CORPCOM037411105147,4435,773,764SH DFND15,756,904016,860
APARTMENT INVT & MGMT CO -ACL A03748R754157,7603,057,660SH DFND13,050,95706,703
APELLIS PHARMACEUTICALS INCCOM03753U10620,146657,937SH DFND1657,93700
APERGY CORPCOM03755L10429,298867,337SH DFND1848,355018,982
APEX GLOBAL BRANDS INCCOM NEW03755M2011823,876SH DFND123,87600
APHRIA INCCOM03765K10420539,398SH DFND139,39800
APOGEE ENTERPRISES INCCOM03759810911,779362,456SH DFND1362,45600
APOGEE ENTERPRISES INCCOM03759810931954SH DFND1 295400
APOLLO COMMERCIAL REAL ESTATCOM03762U10534,4801,885,184SH DFND11,885,18400
APOLLO ENDOSURGERY INCCOM03767D10817762,325SH DFND162,32500
APOLLO GLOBAL MANAGEMENT INCCOM CL A03768E10570,7161,482,213SH DFND11,482,21300
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2075,160280,319SH DFND1280,31900
APPFOLIO INC - ACOM CL A03783C10022,679206,272SH DFND1206,0420230
APPFOLIO INC - ACOM CL A03783C10063581SH DFND1 258100
APPIAN CORPCL A03782L10116,895442,183SH DFND1442,18300
APPLE HOSPITALITY REIT INCCOM NEW03784Y20065,1964,012,085SH DFND13,957,630054,455
APPLE INCCOM03783310018,311,05462,482,078SH DFND162,148,6690333,409
APPLE INCCOM037833100312SH DFND1 21200
APPLIED DNA SCIENCES INCCOM03815U3008921,460SH DFND121,46000
APPLIED GENETIC TECHNOLOGIESCOM03820J10039286,933SH DFND186,93300
APPLIED INDUSTRIAL TECH INCCOM03820C10535,197527,778SH DFND1527,77800
APPLIED MATERIALS INCCOM038222105884,16714,508,430SH DFND114,428,904079,526
APPLIED MATERIALS INCCOM03822210583513,683SH DFND1 213,68300
APPLIED OPTOELECTRONICS INCCOM03823U1023,372283,908SH DFND1283,812096
APPLIED THERAPEUTICS INCCOM03828A1011,84867,750SH DFND167,75000
APREA THERAPEUTICS INCCOM03836J1024,00887,342SH DFND187,34200
APTARGROUP INCCOM03833610393,633809,838SH DFND1794,171015,667
APTEVO THERAPEUTICS INCCOM03835L10894144,370SH DFND1144,277093
APTINYX INCCOM03836N10326778,262SH DFND178,26200
APTIV PLCSHSG6095L109375,9433,966,704SH DFND13,955,218011,486
APTOSE BIOSCIENCES INCCOM NEW03835T20018432,455SH DFND132,45500
APYX MEDICAL CORPCOM03837C1063,347395,670SH DFND1395,67000
AQUA AMERICA INCCOM03836W103113,8732,428,128SH DFND12,363,340064,788
AQUA METALS INCCOM03837J101281372,630SH DFND1372,63000
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20015973,518SH DFND173,51800
AQUAVENTURE HOLDINGS LTDSHSG0443N1076,722247,895SH DFND1247,89500
AQUESTIVE THERAPEUTICS INCCOM03843E10451288,068SH DFND188,06800
ARAMARKCOM03852U106119,2742,750,774SH DFND12,750,77400
ARAMARKCOM03852U1062465,673SH DFND1 25,67300
ARAVIVE INCCOM03890D10892267,515SH DFND167,51500
ARBOR REALTY TRUST INCCOM0389231088,509593,035SH DFND1593,03500
ARBUTUS BIOPHARMA CORPCOM03879J100354127,513SH DFND1127,51300
ARC DOCUMENT SOLUTIONS INCCOM00191G103346249,287SH DFND1249,28700
ARCADIA BIOSCIENCES INCCOM NEW03901420420938,223SH DFND138,22300
ARCBEST CORPCOM03937C10510,908395,246SH DFND1394,4790767
ARCBEST CORPCOM03937C10543715,860SH DFND1 215,86000
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20323513,437SH DFND112,7950642
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L203191,119SH DFND1 21,11900
ARCH CAPITAL GROUP LTDORDG0450A105233,5755,447,347SH DFND15,447,34700
ARCH CAPITAL GROUP LTDORDG0450A105511,205SH DFND1 21,20500
ARCH COAL INC - ACL A03938040714,081196,283SH DFND1196,28300
ARCHER-DANIELS-MIDLAND COCOM039483102396,0868,563,280SH DFND18,538,274025,006
ARCHER-DANIELS-MIDLAND COCOM03948310224529SH DFND1 252900
ARCHROCK INCCOM03957W10619,4951,941,823SH DFND11,941,82300
ARCHROCK INCCOM03957W106616,112SH DFND1 26,11200
ARCIMOTO INCCOM03958710012980,414SH DFND180,41400
ARCO PLATFORM LTD - CLASS ACOM CL AG045531061533,463SH DFND13,46300
ARCO PLATFORM LTD - CLASS ACOM CL AG04553106661,511SH DFND1 21,51100
ARCONIC INCCOM03965L100216,7977,058,197SH DFND17,039,622018,575
ARCONIC INCCOM03965L100341,108SH DFND1 21,10800
ARCOS DORADOS HOLDINGS INC-ASHS CLASS -A -G0457F10723028,497SH DFND128,49700
ARCOSA INCCOM03965310028,026629,095SH DFND1628,6560439
ARCTURUS THERAPEUTICS HOLDINCOM03969T10991884,495SH DFND184,49500
ARCUS BIOSCIENCES INCCOM03969F1093,989394,994SH DFND1394,99400
ARDAGH GROUP SACL AL0223L1011,16659,596SH DFND159,59600
ARDELYX INCCOM0396971076,208827,218SH DFND1827,21800
ARDMORE SHIPPING CORPCOMY0207T1001,596176,430SH DFND1176,43000
ARENA PHARMACEUTICALS INCCOM NEW04004760731,779699,681SH DFND1699,68100
ARES COMMERCIAL REAL ESTATECOM04013V1085,700359,871SH DFND1359,87100
ARES MANAGEMENT CORP - ACL A COM STK03990B10132,865920,851SH DFND1920,85100
ARGAN INCCOM04010E1097,320182,368SH DFND1182,36800
ARGENX SE - ADRSPONSORED ADR04016X1012,35914,698SH DFND114,69800
ARGO GROUP INTERNATIONALCOMG0464B10728,784437,791SH DFND1437,79100
ARI 4.75 08/23/22NOTE 4.750% 8/203762UAB14,5184,500,000PRN DFND1 24,500,00000
ARI 4.75 08/23/22NOTE 4.750% 8/203762UAB1506500,000PRN DFND1500,00000
ARI 5.375 10/15/23NOTE 5.375%10/103762UAC96,5866,500,000PRN DFND1 26,500,00000
ARI 5.375 10/15/23NOTE 5.375%10/103762UAC9814800,000PRN DFND1800,00000
ARISTA NETWORKS INCCOM040413106196,777969,164SH DFND1966,73202,432
ARISTA NETWORKS INCCOM040413106946SH DFND1 24600
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,953530,333SH DFND1524,61605,717
ARLO TECHNOLOGIES INCCOM04206A1014,158987,785SH DFND1987,78500
ARMADA HOFFLER PROPERTIES INCOM04208T10813,239721,505SH DFND1707,301014,204
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550715,504867,603SH DFND1867,60300
ARMSTRONG FLOORING INCCOM04238R1061,233288,874SH DFND1288,87400
ARMSTRONG FLOORING INCCOM04238R10627764,929SH DFND1 264,92900
ARMSTRONG WORLD INDUSTRIESCOM04247X10247,698507,595SH DFND1507,59500
ARMSTRONG WORLD INDUSTRIESCOM04247X10237394SH DFND1 239400
ARQULE INCCOMSTK04269E10731,5041,578,373SH DFND11,578,37300
ARROW ELECTRONICS INCCOM04273510079,645940,759SH DFND1920,796019,963
ARROW FINANCIAL CORPCOM0427441026,944183,726SH DFND1183,72600
ARROW FINANCIAL CORPCOM0427441022536,718SH DFND1 26,71800
ARROWHEAD PHARMACEUTICALS INCOM04280A10090,8541,432,361SH DFND11,406,609025,752
ARTESIAN RESOURCES CORP-CL ACL A0431132084,487120,593SH DFND1120,59300
ARTHUR J GALLAGHER & COCOM363576109291,6003,068,035SH DFND13,059,63408,401
ARTISAN PARTNERS ASSET MA -ACL A04316A10828,361877,511SH DFND1876,21701,294
ARTISAN PARTNERS ASSET MA -ACL A04316A1081,38542,855SH DFND1 242,85500
ART'S-WAY MANUFACTURING COCOM0431681035732,042SH DFND132,04200
ARVINAS INCCOM04335A10510,347251,823SH DFND1251,82300
ARVINAS INCCOM04335A105982,389SH DFND1 22,38900
ASA GOLD AND PRECIOUS METALSSHSG3156P10325718,914SH DFND1 218,91400
ASBURY AUTOMOTIVE GROUPCOM04343610429,659265,316SH DFND1265,31600
ASCENA RETAIL GROUP INCCOM NEW04351G200873113,901SH DFND1113,90100
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1014,54132,647SH DFND132,64700
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W10051893,252SH DFND188,42704,825
ASGN INCCOM00191U10248,681685,939SH DFND1673,000012,939
ASHFORD HOSPITALITY TRUSTCOM SHS0441031094,3761,568,730SH DFND11,539,063029,667
ASHFORD INCCOM04410410724910,560SH DFND110,550010
ASHLAND GLOBAL HOLDINGS INCCOM04418610450,710662,628SH DFND1647,862014,766
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921015,37651,959SH DFND148,94703,012
ASPEN AEROGELS INCCOM04523Y1051,159149,414SH DFND1149,41400
ASPEN GROUP INCCOM NEW04530L20342853,565SH DFND153,56500
ASPEN TECHNOLOGY INCCOM04532710394,007776,214SH DFND1776,21400
ASRT 2.5 09/01/21NOTE 2.500% 9/0249908AA26,3278,590,000PRN DFND1 28,590,00000
ASRT 2.5 09/01/21NOTE 2.500% 9/0249908AA2662910,000PRN DFND1910,00000
ASSEMBLY BIOSCIENCES INCCOM0453961086,949339,646SH DFND1339,64600
ASSERTIO THERAPEUTICS INCCOM04545L1071,2591,007,203SH DFND11,007,20300
ASSETMARK FINANCIAL HOLDINGSCOM04546L1064,947170,495SH DFND1170,49500
ASSOCIATED BANC-CORPCOM04548710540,2371,825,641SH DFND11,786,596039,045
ASSOCIATED CAPITAL GROUP - ACL A0455281061,51138,551SH DFND138,55100
ASSURANT INCCOM04621X108128,835984,786SH DFND1982,07702,709
ASSURED GUARANTY LTDCOMG0585R10652,4681,070,346SH DFND11,070,34600
ASTA FUNDING INCCOM04622010940739,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM04622410112,963308,662SH DFND1308,66200
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR04635310810,027201,117SH DFND1199,16501,952
ASTRONICS CORPCOM04643310810,713383,298SH DFND1383,29800
ASTRONICS CORPCOM04643310829310,493SH DFND1 210,49300
ASTRONOVA INCCOM04638F1081,19987,407SH DFND187,40700
ASTROTECH CORPCOM NEW0464842005128,550SH DFND128,55000
ASURE SOFTWARE INCCOM04649U10272989,178SH DFND189,17800
AT HOME GROUP INCCOM04650Y1003,426622,964SH DFND1622,96400
AT&T INCCOM00206R1024,271,909109,531,036SH DFND1109,188,6400342,396
AT&T INCCOM00206R1023839,825SH DFND1 29,82500
ATARA BIOTHERAPEUTICS INCCOM04651310712,079733,447SH DFND1733,44700
ATHENE HOLDING LTD-CLASS ACL AG0684D10761,4591,308,377SH DFND11,308,37700
ATHENEX INCCOM04685N10312,137794,851SH DFND1794,85100
ATHERSYS INCCOM04744L1062,0201,642,749SH DFND11,642,74900
ATKORE INTERNATIONAL GROUP ICOM04764910829,939739,978SH DFND1739,97800
ATKORE INTERNATIONAL GROUP ICOM0476491082,77068,478SH DFND1 268,47800
ATLANTIC CAPITAL BANCSHARESCOM0482692035,874320,117SH DFND1319,2640853
ATLANTIC POWER CORPCOM NEW04878Q8631,571674,541SH DFND1662,941011,600
ATLANTIC UNION BANKSHARES COCOM04911A10741,0351,092,817SH DFND11,092,81700
ATLANTICA YIELD PLCSHSG0751N1032,23984,848SH DFND182,27402,574
ATLANTICA YIELD PLCSHSG0751N103762,881SH DFND1 22,88100
ATLANTICUS HOLDINGS CORPCOM04914Y10249955,402SH DFND155,40200
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW0491642059,567347,028SH DFND1347,02800
ATLAS FINANCIAL HOLDINGS INCSHS NEWG062071152764,817SH DFND164,81700
ATLASSIAN CORP PLC-CLASS ACL AG0624210447,354393,509SH DFND1393,50900
ATLASSIAN CORP PLC-CLASS ACL AG0624210450419SH DFND1 241900
ATMOS ENERGY CORPCOM049560105214,8231,924,288SH DFND11,912,358011,930
ATN INTERNATIONAL INCCOM00215F1078,787158,650SH DFND1158,65000
ATOMERA INCCOM04965B10023977,700SH DFND177,70000
ATOSSA THERAPEUTICS INCCOM PAR04962H50614189,903SH DFND189,90300
ATRECA INC - ACL A COM04965G1091,39690,242SH DFND190,24200
ATRICURE INCCOM04963C20917,238530,241SH DFND1530,24100
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AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M10434846,220SH DFND146,22000
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AVANTOR INCCOM05352A10047,1122,595,746SH DFND12,595,74600
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AVAYA HOLDINGS CORPCOM05351X10102SH DFND1 2200
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AVEO PHARMACEUTICALS INCCOM053588109609976,013SH DFND1976,01300
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AVINGER INCCOM0537346042522,052SH DFND122,05200
AVIS BUDGET GROUP INCCOM05377410526,223813,399SH DFND1799,469013,930
AVISTA CORPCOM05379B10741,792869,047SH DFND1869,04700
AVNET INCCOM05380710357,9011,364,317SH DFND11,339,571024,746
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AVON PRODUCTS INCCOMSTK05430310219,2303,409,711SH DFND13,408,17601,535
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AVX CORPCOM00244410712,638617,420SH DFND1616,8710549
AWARE INC/MASSCOM05453N10012035,720SH DFND135,72000
AXA EQUITABLE HOLDINGS INCCOMSTK054561105129,0135,210,536SH DFND15,210,53600
AXA EQUITABLE HOLDINGS INCCOMSTK0545611051,04041,971SH DFND1 241,97100
AXALTA COATING SYSTEMS LTDCOMG0750C10867,6762,228,151SH DFND12,228,15100
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AXCELIS TECHNOLOGIES INCCOM NEW05454020811,093460,420SH DFND1460,42000
AXCELIS TECHNOLOGIES INCCOM NEW054540208351,478SH DFND1 21,47800
AXCELLA HEALTH INCCOM05454B10515538,893SH DFND138,89300
AXIS CAPITAL HOLDINGS LTDSHSG0692U10953,332897,243SH DFND1897,24300
AXOGEN INCCOM05463X1068,480474,018SH DFND1473,2160802
AXON ENTERPRISE INCCOM05464C10159,963818,283SH DFND1803,694014,589
AXONICS MODULATION TECHNOLOGCOM05465P1015,825210,246SH DFND1210,24600
AXOS FINANCIAL INCCOM05465C10021,818720,559SH DFND1720,55900
AXOVANT GENE THERAPIES LTDCOMG0750W20318335,847SH DFND135,84700
AXSOME THERAPEUTICS INCCOM05464T10438,038368,021SH DFND1368,02100
AXT INCCOM00246W1032,143492,866SH DFND1492,86600
AYTU BIOSCIENCE INCCOM PAR0547547006365,457SH DFND165,45700
AZZ INCCOM00247410418,040392,621SH DFND1392,62100
B COMMUNICATIONS LTDSHSM156291042011,465SH DFND111,46500
B RILEY PRINCIPAL MERGE-CW24*W EXP 04/08/20205586Y114332405,086SH DFND1 2405,08600
B RILEY PRINCIPAL MERGE-CW24*W EXP 04/08/20205586Y1143645,415SH DFND145,41500
B&G FOODS INCCOM05508R10615,093841,784SH DFND1841,78400
B. RILEY FINANCIAL INCCOM05580M1085,890233,955SH DFND1233,95500
B. RILEY FINANCIAL INCCOM05580M10826310,446SH DFND1 210,44600
B2GOLD CORPCOM11777Q209908226,409SH DFND1226,40900
B2GOLD CORPCOM11777Q209830206,896SH DFND1 2206,89600
BABCOCK & WILCOX ENTERPRCOM05614L209721198,097SH DFND1198,09700
BADGER METER INCCOM05652510826,862413,712SH DFND1413,71200
BADGER METER INCCOM0565251081522,350SH DFND1 22,35000
BAIDU INC - SPON ADRSPON ADR REP A056752108109,176869,111SH DFND1857,822011,289
BAKER HUGHES COCL A05722G100261,70610,231,263SH DFND110,202,150029,113
BAKER HUGHES COCL A05722G100873,419SH DFND1 23,41900
BALCHEM CORPCOM05766520044,576438,617SH DFND1438,61700
BALL CORPCOM058498106332,5795,152,959SH DFND15,138,252014,707
BALL CORPCOM0584981063755,806SH DFND1 25,80600
BALLANTYNE STRONG INCCOM05851610521466,351SH DFND166,35100
BALLARD POWER SYSTEMS INCCOM0585861081,310183,454SH DFND1183,45400
BANC OF CALIFORNIA INCCOM05990K1069,798570,319SH DFND1570,31900
BANCFIRST CORPCOM05945F10322,410358,915SH DFND1358,91500
BANCFIRST CORPCOM05945F1032614,192SH DFND1 24,19200
BANCO BILBAO VIZCAYA-SP ADRSPONSORED ADR05946K10145281,004SH DFND173,27007,734
BANCO MACRO SA-ADRSPON ADR B05961W1054,202116,811SH DFND1116,81100
BANCO MACRO SA-ADRSPON ADR B05961W10533929SH DFND1 292900
BANCO SANTANDER SA-SPON ADRADR05964H105635153,418SH DFND1142,557010,861
BANCOLOMBIA S.A.-SPONS ADRSPON ADR PREF05968L10291216,659SH DFND116,3710288
BANCORP INC/THECOM05969A1059,505732,863SH DFND1732,86300
BANCORP INC/THECOM05969A10525519,735SH DFND1 219,73500
BANCORPSOUTH BANKCOM05971J10240,2141,280,322SH DFND11,256,811023,511
BANCROFT FUND LTDCOM05969510635213,527SH DFND1 213,52700
BANDWIDTH INC-CLASS ACOM CL A05988J10313,425209,613SH DFND1209,61300
BANK FIRST CORPCOM06211J1005,08172,578SH DFND172,57800
BANK OF AMERICA CORPCOM0605051044,102,018116,704,918SH DFND1116,330,7560374,162
BANK OF AMERICA CORPCOM0605051045164SH DFND1 216400
BANK OF COMMERCE HOLDINGSCOM06424J1032,586223,552SH DFND1223,55200
BANK OF HAWAII CORPCOM06254010948,970514,612SH DFND1504,72809,884
BANK OF MARIN BANCORP/CACOM0634251028,227182,620SH DFND1182,62000
BANK OF MARIN BANCORP/CACOM063425102461,032SH DFND1 21,03200
BANK OF MONTREALCOM06367110172,971936,290SH DFND1935,5910699
BANK OF N.T. BUTTERFIELD&SONSHS NEWG0772R20811,423308,566SH DFND1308,56600
BANK OF N.T. BUTTERFIELD&SONSHS NEWG0772R20814396SH DFND1 239600
BANK OF NEW YORK MELLON CORPCOM064058100592,50511,798,203SH DFND111,759,995038,208
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BANK OF NOVA SCOTIACOM064149107100,8431,776,365SH DFND11,775,7040661
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BANK OZKCOM06417N10345,5411,492,921SH DFND11,463,298029,623
BANK7 CORPCOM06652N10736619,332SH DFND119,33200
BANKFINANCIAL CORPCOM06643P1042,750210,255SH DFND1210,25500
BANKUNITED INCCOM06652K10337,3781,022,388SH DFND11,022,38800
BANKWELL FINANCIAL GROUP INCCOM06654A1032,81397,539SH DFND197,53900
BANNER CORPORATIONCOM NEW06652V20828,606505,508SH DFND1505,50800
BAOZUN INC-SPN ADRSPONSORED ADR06684L1034,579139,111SH DFND1138,5640547
BAR HARBOR BANKSHARESCOM0668491004,699185,091SH DFND1185,09100
BARCLAYS PLC-SPONS ADRADR06738E20447449,842SH DFND147,05302,789
BARCLAYS PLC-SPONS ADRADR06738E204464,877SH DFND1 24,87700
BARNES & NOBLE EDUCATION INCCOM06777U1012,239524,494SH DFND1524,3110183
BARNES GROUP INCCOM06780610938,023613,677SH DFND1613,67700
BARNWELL INDUSTRIES INCCOM0682211001414,145SH DFND114,14500
BARRETT BUSINESS SVCS INCCOM06846310812,637139,707SH DFND1139,1670540
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BARRICK GOLD CORPCOM06790110847,9012,571,881SH DFND12,569,91101,970
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BASSETT FURNITURE INDSCOM0702031042,083124,899SH DFND1124,89900
BAT GROUP INCCOM07039P1042516,515SH DFND116,51500
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BAUDAX BIO INCCOM07160F107223,220SH DFND1 23,22000
BAUSCH HEALTH COS INCCOM07173410713,117441,576SH DFND1441,3310245
BAXTER INTERNATIONAL INCCOM071813109601,3977,208,045SH DFND17,183,495024,550
BAXTER INTERNATIONAL INCCOM07181310944533SH DFND1 253300
BAYCOM CORPCOM07272M1073,417150,289SH DFND1150,28900
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BCB BANCORP INCCOM0552981032,222161,167SH DFND1161,16700
BCE INCCOM NEW05534B76019,587385,128SH DFND1383,87001,258
BCE INCCOM NEW05534B76015340SH DFND1 234000
BEACON ROOFING SUPPLY INCCOM07368510929,555924,172SH DFND1924,17200
BEASLEY BROADCAST GRP INC -ACL A0740141016922,555SH DFND122,55500
BEAZER HOMES USA INCCOM NEW07556Q8815,451385,805SH DFND1385,80500
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BECTON DICKINSON AND COCOM0758871091,001,8373,692,242SH DFND13,679,496012,746
BED BATH & BEYOND INCCOM07589610030,2361,747,754SH DFND11,714,931032,823
BEIGENE LTD-ADRSPONSORED ADR07725L10228,317173,372SH DFND1173,2500122
BEL FUSE INC-CL BCL B0773473003,081150,321SH DFND1150,32100
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BELLRING BRANDS INC-CLASS ACOM CL A07982310010,686501,935SH DFND1501,93500
BENCHMARK ELECTRONICS INCCOM08160H10119,478566,904SH DFND1566,90400
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BERKSHIRE HATHAWAY INC-CL ACL A0846701083,39510SH DFND11000
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BERKSHIRE HILLS BANCORP INCCOM08468010718,758570,511SH DFND1570,51100
BERRY GLOBAL GROUP INCCOM08579W10369,7621,469,003SH DFND11,469,00300
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BERRY PETROLEUM CORPCOM08579X1016,476686,842SH DFND1686,84200
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BEST BUY CO INCCOM086516101325,0793,709,609SH DFND13,697,981011,628
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BEST INC - ADRSPONSORED ADS08653C1062,587469,176SH DFND1469,17600
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BEYOND MEAT INCCOM08862E10919,934263,678SH DFND1263,67800
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BG STAFFING INCCOM05544A1092,525115,379SH DFND1115,1030276
BGC PARTNERS INC-CL ACL A05541T10119,5363,288,925SH DFND13,287,64901,276
BHP GROUP LTD-SPON ADRSPONSORED ADS0886061081,45926,678SH DFND125,04501,633
BHP GROUP LTD-SPON ADRSPONSORED ADS0886061081522,782SH DFND1 22,78200
BHP GROUP PLC-ADRSPONSORED ADR05545E2091,45030,862SH DFND130,1090753
BHP GROUP PLC-ADRSPONSORED ADR05545E2093988,478SH DFND1 28,47800
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BIG LOTS INCCOM08930210314,475504,006SH DFND1504,00600
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BILIBILI INC-SPONSORED ADRSPONS ADS REP Z0900401061,25367,299SH DFND167,29900
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BLACKROCK INCCOM09247X101811,6571,618,327SH DFND11,612,56805,759
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BLACKROCK RESOURCES & COMMODSHS09257A10815118,785SH DFND1 218,78500
BLACKROCK TCP CAPITAL CORPCOM09259E10814310,228SH DFND1 210,22800
BLACKROCK TCP CAPITAL CORPCOM09259E108141,053SH DFND11,05300
BLACKSTONE GROUP INC/THE-ACOM CL A09260D107275,7204,935,530SH DFND14,935,53000
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BMC STOCK HOLDINGS INCCOM05591B10927,297951,450SH DFND1949,54101,909
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BONANZA CREEK ENERGY INCCOM NEW0977934006,026258,197SH DFND1258,19700
BOOKING HOLDINGS INCCOM09857L1081,409,376687,395SH DFND1683,80103,594
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BOOT BARN HOLDINGS INCCOM09940610016,229364,465SH DFND1364,46500
BOOZ ALLEN HAMILTON HOLDINGSCL A099502106118,7661,671,155SH DFND11,671,15500
BOOZ ALLEN HAMILTON HOLDINGSCL A09950210626371SH DFND1 237100
BORGWARNER INCCOM099724106174,3724,026,222SH DFND14,016,95409,268
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BOSTON BEER COMPANY INC-ACL A10055710751,250135,638SH DFND1133,37902,259
BOSTON OMAHA CORP-CL ACOM1010441052,918138,691SH DFND1138,69100
BOSTON PRIVATE FINL HOLDINGCOM10111910514,5421,208,868SH DFND11,208,86800
BOSTON PROPERTIES INCCOM101121101386,3932,807,204SH DFND12,800,74406,460
BOSTON SCIENTIFIC CORPCOM101137107857,69619,011,579SH DFND118,948,981062,598
BOTTOMLINE TECHNOLOGIES (DE)COM10138810629,662553,409SH DFND1553,40900
BOULDER GROWTH & INCOME FUNDCOM10150710150042,486SH DFND1 242,48600
BOX INC - CLASS ACL A10316T10436,9222,200,407SH DFND12,200,40700
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BOXWOOD MERGER CORP - 21*W EXP 11/26/20210319T1195921,033,333SH DFND1 21,033,33300
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BOXWOOD MERGER CORP-CLASS ACOM CL A10319T10110210,000SH DFND110,00000
BOYD GAMING CORPCOM10330410131,3651,047,625SH DFND11,028,011019,614
BP PLC-SPONS ADRSPONSORED ADR05562210419,804524,758SH DFND1524,75800
BRADY CORPORATION - CL ACL A10467410642,889749,032SH DFND1749,03200
BRAEMAR HOTELS & RESORTS INCCOM10482B1013,805426,166SH DFND1418,41807,748
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E201613143,236SH DFND1143,23600
BRANDYWINE REALTY TRUSTSH BEN INT NEW10536820340,7202,585,437SH DFND12,585,43700
BRF SA-ADRSPONSORED ADR10552T1071,052120,962SH DFND1119,18701,775
BRICKELL BIOTECH INCCOM10802T1052315,954SH DFND115,95400
BRIDGE BANCORP INCCOM1080351068,502253,566SH DFND1253,56600
BRIDGEBIO PHARMA INCCOM10806X10212,175347,378SH DFND1347,37800
BRIDGEWATER BANCSHARES INCCOM ACCD INV1086211033,905283,398SH DFND1283,39800
BRIDGFORD FOODS CORPCOM10876310338015,342SH DFND115,34200
BRIGGS & STRATTONCOM1090431093,741561,835SH DFND1561,83500
BRIGHAM MINERALS INC-CL ACL A COM10918L1036,503303,345SH DFND1303,34500
BRIGHT HORIZONS FAMILY SOLUTCOM109194100100,618669,371SH DFND1669,37100
BRIGHTCOVECOM10921T1014,227486,422SH DFND1486,42200
BRIGHTCOVECOM10921T1017818SH DFND1 281800
BRIGHTHOUSE FINANCIAL INCCOM10922N10351,7131,318,219SH DFND11,290,764027,455
BRIGHTHOUSE FINANCIAL INCCOM10922N1032005,116SH DFND1 25,11600
BRIGHTSPHERE INVESTMENT GROUCOM10948W1038,677849,112SH DFND1849,11200
BRIGHTVIEW HOLDINGS INCCOM10948C1076,802403,244SH DFND1403,24400
BRINKER INTERNATIONAL INCCOM10964110024,322579,101SH DFND1569,97609,125
BRINKER INTERNATIONAL INCCOM1096411001513,608SH DFND1 23,60800
BRINK'S CO/THECOM10969610459,658657,904SH DFND1645,645012,259
BRISTOL-MYERS SQUIBB COCOM1101221082,462,97238,437,009SH DFND138,327,3750109,634
BRISTOL-MYERS SQUIBB COCOM11012210848748SH DFND1 274800
BRISTOL-MYERS SQUIBB-CVRRIGHT 99/99/9999110122157304100,973SH DFND199,95301,020
BRITISH AMERICAN TOB-SP ADRSPONSORED ADR1104481074,562112,250SH DFND1112,25000
BRITISH AMERICAN TOB-SP ADRSPONSORED ADR1104481075134SH DFND1 213400
BRIXMOR PROPERTY GROUP INCCOM11120U105126,9935,876,616SH DFND15,800,808075,808
BROADCOM INCCOM11135F1011,758,4465,575,122SH DFND15,540,789034,333
BROADCOM INCCOM11135F101929SH DFND1 22900
BROADMARK REALTY CAPITAL INCCOM11135B10012710,000SH DFND1 210,00000
BROADRIDGE FINANCIAL SOLUTIOCOM11133T103226,1771,834,303SH DFND11,828,86505,438
BROADWIND ENERGY INCCOM NEW11161T20713984,042SH DFND184,04200
BROOGE HOLDINGS LTD*W EXP 12/20/202G1611B115416562,500SH DFND1 2562,50000
BROOGE HOLDINGS LTDSHSG1611B10714016,033SH DFND1 216,03300
BROOGE HOLDINGS LTD*W EXP 12/20/202G1611B1154162,500SH DFND162,50000
BROOGE HOLDINGS LTDSHSG1611B107253,100SH DFND13,10000
BROOKDALE SENIOR LIVING INCCOM11246310417,8402,454,017SH DFND12,454,01700
BROOKFIELD ASSET MANAGE-CL ACL A LTD VT SH11258510474,9001,289,392SH DFND11,287,53701,855
BROOKFIELD INFRASTRUCTURE PALP INT UNITG162521013967,922SH DFND1007,922
BROOKFIELD PROPERTY PARTNERSUNIT LTD PARTNG162491075,624307,797SH DFND1307,79700
BROOKFIELD PROPERTY REIT I-ACL A11282X1033,423185,595SH DFND1185,59500
BROOKFIELD REAL ASSETS INCOMSHS BEN INT11283010472533,975SH DFND1 233,97500
BROOKLINE BANCORP INCCOM11373M10718,4711,122,190SH DFND11,122,19000
BROOKS AUTOMATION INCCOM11434010241,512989,335SH DFND1989,33500
BROWN & BROWN INCCOM115236101111,4022,824,158SH DFND12,766,850057,308
BROWN & BROWN INCCOM1152361012897,326SH DFND1 27,32600
BROWN-FORMAN CORP-CLASS ACL A11563710013,243210,988SH DFND1210,98800
BROWN-FORMAN CORP-CLASS BCL B115637209241,7203,582,860SH DFND13,574,69408,166
BRP GROUP INC-ACOM CL A05589G1023,665228,395SH DFND1228,39500
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W2003,08767,765SH DFND1 267,76500
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W2001,78139,101SH DFND139,10100
BRT APARTMENTS CORPCOM0556453033,349197,360SH DFND1197,36000
BRUKER CORPCOM11679410874,6961,465,548SH DFND11,465,54800
BRUKER CORPCOM11679410857411,278SH DFND1 211,27800
BRUNSWICK CORPCOM11704310954,129902,466SH DFND1882,475019,991
BRYN MAWR BANK CORPCOM11766510911,233272,392SH DFND1272,39200
BSQUARE CORPCOM NEW11776U3007151,409SH DFND151,40900
BUCKLE INC/THECOM11844010610,211377,644SH DFND1377,64400
BUCKLE INC/THECOM1184401061846,841SH DFND1 26,84100
BUILD-A-BEAR WORKSHOP INCCOM12007610431296,345SH DFND196,34500
BUILDERS FIRSTSOURCE INCCOM12008R10741,4571,631,527SH DFND11,631,52700
BUILDERS FIRSTSOURCE INCCOM12008R10776230,007SH DFND1 230,00700
BUNGE LTDCOMG1696210587,8391,527,762SH DFND11,527,76200
BURLINGTON STORES INCCOM122017106170,377747,841SH DFND1747,84100
BUSINESS FIRST BANCSHARESCOM12326C1054,026161,527SH DFND1161,52700
BWX TECHNOLOGIES INCCOM05605H10062,3611,004,542SH DFND11,004,54200
BYLINE BANCORP INCCOM1244111096,037308,525SH DFND1308,52500
C & F FINANCIAL CORPCOM12466Q1042,13338,553SH DFND138,55300
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209177,4232,272,960SH DFND12,266,83706,123
CABALETTA BIO INCCOM12674W1091,547110,774SH DFND1110,77400
CABLE ONE INCCOM12685J105113,18976,045SH DFND174,81301,232
CABLE ONE INCCOM12685J105357240SH DFND1 224000
CABOT CORPCOM12705510130,224636,034SH DFND1622,070013,964
CABOT MICROELECTRONICS CORPCOM12709P10358,117402,697SH DFND1395,56407,133
CABOT OIL & GAS CORPCOM127097103112,7416,488,822SH DFND16,470,483018,339
CABOT OIL & GAS CORPCOM127097103422,425SH DFND1 22,42500
CACI INTERNATIONAL INC -CL ACL A12719030470,009280,048SH DFND1273,91106,137
CACTUS INC - ACL A12720310721,272619,829SH DFND1619,82900
CACTUS INC - ACL A1272031073359,776SH DFND1 29,77600
CADENCE BANCORPCL A12739A10030,0411,656,999SH DFND11,656,99900
CADENCE DESIGN SYS INCCOM127387108401,8275,801,552SH DFND15,777,769023,783
CADENCE DESIGN SYS INCCOM1273871081,21217,475SH DFND1 217,47500
CADIZ INCCOM NEW1275372073,016273,746SH DFND1273,74600
CAE INCCOM12476510810,189386,931SH DFND1385,39901,532
CAE INCCOM124765108391,500SH DFND1 21,50000
CAESARS ENTERTAINMENT CORPCOM12768610389,9786,616,031SH DFND16,479,2500136,781
CAESARS ENTERTAINMENT CORPCOM12768610359343,646SH DFND1 243,64600
CAESARSTONE LTDORD SHSM205981042,288151,844SH DFND1151,84400
CAESARSTONE LTDORD SHSM2059810461340,678SH DFND1 240,67800
CAI INTERNATIONAL INCCOM12477X1066,344218,912SH DFND1218,91200
CALADRIUS BIOSCIENCES INCCOM NEW12805820311646,538SH DFND146,53800
CALAMP CORPCOM1281261094,436463,113SH DFND1463,11300
CALAVO GROWERS INCCOM12824610520,446225,703SH DFND1225,70300
CALERES INCCOM12950010412,406522,395SH DFND1522,39500
CALIFORNIA RESOURCES CORPCOM NEW13057Q2065,613621,683SH DFND1621,68300
CALIFORNIA WATER SERVICE GRPCOM13078810232,419628,765SH DFND1626,11302,652
CALITHERA BIOSCIENCES INCCOM13089P1013,810667,358SH DFND1667,35800
CALIX INCCOM13100M5097,661957,735SH DFND1957,73500
CALLAWAY GOLF COMPANYCOM13119310425,8161,217,770SH DFND11,217,77000
CALLON PETROLEUM COCOM13123X10224,2575,022,336SH DFND15,022,33600
CALLON PETROLEUM COCOM13123X10211423,740SH DFND1 223,74000
CAL-MAINE FOODS INCCOM NEW12803020218,459431,794SH DFND1431,79400
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610322561,788SH DFND161,78800
CALYXT INCCOM13173L107954136,110SH DFND1136,11000
CAMBIUM NETWORKS CORPSHSG1776610928132,249SH DFND132,24900
CAMBRIDGE BANCORPCOM1321521094,95861,860SH DFND161,86000
CAMDEN NATIONAL CORPCOM1330341089,725211,159SH DFND1211,15900
CAMDEN PROPERTY TRUSTSH BEN INT133131102167,7941,582,234SH DFND11,558,504023,730
CAMECO CORPCOM13321L1084,825547,281SH DFND1547,28100
CAMPBELL SOUP COCOM134429109127,0922,577,029SH DFND12,568,68108,348
CAMPING WORLD HOLDINGS INC-ACL A13462K1096,165418,252SH DFND1418,25200
CAMTEK LTDORDM2079110520719,186SH DFND119,18600
CAMTEK LTDORDM20791105282,594SH DFND1 22,59400
CAN IMPERIAL BK OF COMMERCECOM13606910155,523663,879SH DFND1663,5220357
CANADA GOOSE HOLDINGS INCSHS SUB VTG1350861063619,992SH DFND19,99200
CANADIAN NATL RAILWAY COCOM136375102100,8821,115,074SH DFND11,114,3380736
CANADIAN NATURAL RESOURCESCOM13638510157,2431,751,928SH DFND11,751,92800
CANADIAN NATURAL RESOURCESCOM13638510142713,219SH DFND1 213,21900
CANADIAN PACIFIC RAILWAY LTDCOM13645T10054,829215,020SH DFND1214,8660154
CANADIAN PACIFIC RAILWAY LTDCOM13645T100205806SH DFND1 280600
CANADIAN SOLAR INCCOM1366351091,26257,117SH DFND157,11700
CANNAE HOLDINGS INCCOM13765N10740,1391,079,317SH DFND11,079,31700
CANNAE HOLDINGS INCCOM13765N107721,938SH DFND1 21,93800
CANON INC-SPONS ADRSPONSORED ADR1380063092,762101,000SH DFND198,57702,423
CANOPY GROWTH CORPCOM1380351001,26662,021SH DFND162,02100
CANTEL MEDICAL CORPCOM13809810830,922436,141SH DFND1426,95909,182
CAPITAL BANCORP INC/MDCOM13973710091961,742SH DFND161,74200
CAPITAL CITY BANK GROUP INCCOM1396741055,716187,432SH DFND1187,43200
CAPITAL ONE FINANCIAL CORPCOM14040H105689,9646,719,363SH DFND16,698,440020,923
CAPITAL ONE FINANCIAL CORPCOM14040H10533327SH DFND1 232700
CAPITAL SENIOR LIVING CORPCOM140475104677219,245SH DFND1219,24500
CAPITAL SOUTHWEST CORPCOM14050110724111,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10126,3451,918,809SH DFND11,918,80900
CAPRI HOLDINGS LTDSHSG1890L10793,7282,461,589SH DFND12,454,78706,802
CAPRICOR THERAPEUTICS INCCOM NEW14070B3091613,045SH DFND113,04500
CAPSTAR FINANCIAL HOLDINGS ICOM14070T1023,242194,736SH DFND1194,73600
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5069,8121,238,891SH DFND11,228,99109,900
CAPSTONE TURBINE CORPCOM14067D50816052,484SH DFND152,48400
CARA THERAPEUTICS INCCOM1407551098,706540,460SH DFND1540,46000
CARDINAL HEALTH INCCOM14149Y108249,9454,948,164SH DFND14,933,823014,341
CARDINAL HEALTH INCCOM14149Y1083987,888SH DFND1 27,88800
CARDIOVASCULAR SYSTEMS INCCOM14161910626,979555,242SH DFND1555,24200
CARDLYTICS INCCOM14161W10515,158241,141SH DFND1241,14100
CARDTRONICS PLC - ASHS CL AG1991C10522,870512,212SH DFND1511,4220790
CARE.COM INCCOM1416331075,018333,889SH DFND1333,88900
CAREDX INCCOM14167L10311,868550,209SH DFND1549,7920417
CARETRUST REIT INCCOM14174T10727,5631,336,066SH DFND11,311,433024,633
CARGURUS INCCOM CL A14178810939,5321,123,718SH DFND11,123,71800
CARGURUS INCCOM CL A14178810932919SH DFND1 291900
CARLISLE COS INCCOM142339100100,996624,051SH DFND1610,162013,889
CARLYLE GROUP INC/THECOMSTK14309L1022,89990,394SH DFND190,39400
CARMAX INCCOM143130102220,3142,518,273SH DFND12,510,89707,376
CARMAX INCCOM14313010262708SH DFND1 270800
CARNIVAL CORPUNIT 99/99/9999143658300277,7505,477,254SH DFND15,457,932019,322
CARNIVAL CORPUNIT 99/99/9999143658300571,125SH DFND1 21,12500
CARNIVAL PLC-ADRADR14365C1031,66134,502SH DFND1 234,50200
CARNIVAL PLC-ADRADR14365C1034739,842SH DFND19,4420400
CAROLINA FINANCIAL CORPCOM14387310712,782295,691SH DFND1295,69100
CAROLINA FINANCIAL CORPCOM14387310759713,825SH DFND1 213,82500
CARPENTER TECHNOLOGYCOM14428510331,509632,969SH DFND1621,275011,694
CARRIAGE SERVICES INCCOM1439051075,537216,291SH DFND1216,29100
CARROLS RESTAURANT GROUP INCCOM14574X1043,735529,894SH DFND1529,89400
CARS.COM INCCOM14575E10510,763880,846SH DFND1880,5230323
CARS.COM INCCOM14575E10520516,800SH DFND1 216,80000
CARTER BANK & TRUSTCOM1461021087,041296,879SH DFND1296,87900
CARTER'S INCCOM14622910952,746482,412SH DFND1471,593010,819
CARVANA COCL A14686910246,401504,089SH DFND1504,08900
CASA SYSTEMS INCCOM14713L1021,806441,746SH DFND1441,74600
CASELLA WASTE SYSTEMS INC-ACL A14744810428,869627,193SH DFND1627,19300
CASEY'S GENERAL STORES INCCOM14752810368,657431,833SH DFND1422,81909,014
CASEY'S GENERAL STORES INCCOM14752810338242SH DFND1 224200
CASI PHARMACEUTICALS INCCOM14757U1092,104681,046SH DFND1681,04600
CASS INFORMATION SYSTEMS INCCOM14808P10911,360196,754SH DFND1196,75400
CASSAVA SCIENCES INCCOM14817C107750144,251SH DFND1144,25100
CASTLE BIOSCIENCES INCCOM14843C1052,01858,735SH DFND158,73500
CASTLIGHT HEALTH INC-BCL B14862Q1001,5221,145,064SH DFND11,145,06400
CASTLIGHT HEALTH INC-BCL B14862Q100555417,565SH DFND1 2417,56500
CATABASIS PHARMACEUTICALS INCOM NEW14875P20647680,543SH DFND180,54300
CATALENT INCCOM14880610290,8971,614,516SH DFND11,578,660035,856
CATALYST BIOSCIENCES INCCOM NEW14888D208725106,592SH DFND1106,59200
CATALYST PHARMACEUTICALS INCCOM14888U1015,4641,457,214SH DFND11,457,21400
CATALYST PHARMACEUTICALS INCCOM14888U10117647,107SH DFND1 247,10700
CATASYS INCCOM PAR1490495041,914117,354SH DFND1117,35400
CATCHMARK TIMBER TRUST INC-ACL A14912Y2027,582661,111SH DFND1648,464012,647
CATERPILLAR INCCOM1491231011,117,5987,584,548SH DFND17,557,989026,559
CATERPILLAR INCCOM14912310103SH DFND1 2300
CATHAY GENERAL BANCORPCOM14915010446,0471,210,193SH DFND11,191,639018,554
CATO CORP-CLASS ACL A1492051065,222300,129SH DFND1300,12900
CATO CORP-CLASS ACL A149205106163SH DFND1 26300
CAVCO INDUSTRIES INCCOM14956810726,962138,000SH DFND1138,00000
CB FINANCIAL SERVICES INCCOM12479G1011,36145,164SH DFND145,16400
CBDMD INCCOM12482W101359158,887SH DFND1158,88700
CBIZ INCCOM12480510218,710694,023SH DFND1694,02300
CBL & ASSOCIATES PROPERTIESCOM1248301003,1182,969,719SH DFND12,958,803010,916
CBOE GLOBAL MARKETS INCCOM12503M108215,2351,796,311SH DFND11,791,31304,998
CBOE GLOBAL MARKETS INCCOM12503M10820167SH DFND1 216700
CBRE GROUP INC - ACL A12504L109316,9855,182,430SH DFND15,167,419015,011
CBRE GROUP INC - ACL A12504L1091452,378SH DFND1 22,37800
CBTX INCCOM12481V1047,613244,641SH DFND1244,64100
CDK GLOBAL INCCOM12508E10187,8401,607,698SH DFND11,577,596030,102
CDW CORP/DECOM12514G108335,9532,356,527SH DFND12,344,364012,163
CDW CORP/DECOM12514G108644SH DFND1 24400
CECO ENVIRONMENTAL CORPCOM1251411013,252424,593SH DFND1424,59300
CEDAR REALTY TRUST INCCOM NEW1506022093,3491,135,376SH DFND11,135,37600
CELANESE CORPCOM150870103232,9901,896,237SH DFND11,890,80505,432
CELANESE CORPCOM1508701031,35010,973SH DFND1 210,97300
CELCUITY INCCOM15102K10049746,754SH DFND146,75400
CELESTICA INCSUB VTG SHS15101Q10833940,909SH DFND1 240,90900
CELESTICA INCSUB VTG SHS15101Q10820925,240SH DFND125,24000
CELLDEX THERAPEUTICS INCCOM NEW15117B202231103,983SH DFND1103,965018
CELLECTIS - ADRSPONSORED ADS15117K10332719,144SH DFND119,14400
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1022,539156,391SH DFND1156,39100
CEL-SCI CORPCOM PAR NEW1508376073,489381,334SH DFND1381,33400
CELSION CORPCOM PAR NEW15117N50311064,684SH DFND164,68400
CELSIUS HOLDINGS INCCOM NEW15118V2071,855384,190SH DFND1384,19000
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW1512908891,816480,476SH DFND1 2480,47600
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW15129088919652,042SH DFND149,87402,168
CENOVUS ENERGY INCCOM15135U10914,8251,469,472SH DFND11,469,47200
CENOVUS ENERGY INCCOM15135U109414,129SH DFND1 24,12900
CENTENE CORPCOM15135B101402,8746,421,252SH DFND16,402,662018,590
CENTENE CORPCOM15135B10130487SH DFND1 248700
CENTENNIAL RESOURCE DEVELO-ACL A15136A10211,0152,384,400SH DFND12,384,40000
CENTENNIAL RESOURCE DEVELO-ACL A15136A10211324,672SH DFND1 224,67200
CENTERPOINT ENERGY INCCOM15189T107216,3437,949,653SH DFND17,897,330052,323
CENTERSTATE BANK CORPCOM15201P10942,0301,682,562SH DFND11,682,56200
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452025,8411,289,567SH DFND11,270,420019,147
CENTRAL GARDEN & PET COCOM15352710688228,399SH DFND128,39900
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720520,040682,583SH DFND1682,507076
CENTRAL PACIFIC FINANCIAL COCOM NEW15476040911,171377,676SH DFND1377,67600
CENTRAL PUERTO-SPONSORED ADRSPONSORED ADR15503820111022,701SH DFND122,70100
CENTRAL SECURITIES CORPCOM1551231022,28869,126SH DFND1 269,12600
CENTRAL VALLEY COMM BANCORPCOM1556851003,372155,632SH DFND1155,63200
CENTRIC BRANDS INCCOM15644G104378174,640SH DFND1174,64000
CENTRUS ENERGY CORP-CLASS ACL A15643U10416824,534SH DFND124,53400
CENTURY ALUMINUM COMPANYCOM1564311085,207692,980SH DFND1692,98000
CENTURY BANCORP INC -CL ACL A NON VTG1564321064,19146,590SH DFND146,59000
CENTURY CASINOS INCCOM1564921002,866361,973SH DFND1361,97300
CENTURY COMMUNITIES INCCOM1565043009,450345,545SH DFND1345,54500
CENTURYLINK INCCOM156700106243,49918,455,035SH DFND118,406,688048,347
CENTURYLINK INCCOM15670010666950,656SH DFND1 250,65600
CERAGON NETWORKS LTDORDM220131027636,506SH DFND136,50600
CERECOR INCCOM15671L1091,297240,806SH DFND1240,80600
CERENCE INCCOM1567271099,503419,935SH DFND1419,3650570
CERIDIAN HCM HOLDING INCCOM15677J10870,8371,043,573SH DFND11,018,873024,700
CERNER CORPCOM156782104368,5935,032,452SH DFND15,005,858026,594
CERNER CORPCOM1567821044155,664SH DFND1 25,66400
CERUS CORPCOM1570851018,0281,902,399SH DFND11,902,39900
CEVA INCCOM1572101058,129301,525SH DFND1301,52500
CEVA INCCOM1572101051445,349SH DFND1 25,34900
CF INDUSTRIES HOLDINGS INCCOM125269100188,9353,964,519SH DFND13,953,503011,016
CF INDUSTRIES HOLDINGS INCCOM12526910050210,530SH DFND1 210,53000
CFX 5 3/4 01/15/22UNIT 01/15/2022T19401420510,61067,500PRN DFND1 267,50000
CFX 5 3/4 01/15/22UNIT 01/15/2022T1940142051,1867,500PRN DFND17,50000
CGI INCCL A SUB VTG12532H10430,326364,783SH DFND1364,3640419
CGI INCCL A SUB VTG12532H10456678SH DFND1 267800
CHAMPIONS ONCOLOGY INCCOM NEW15870P30736243,531SH DFND143,53100
CHANGE HEALTHCARE INCCOM15912K1009,358570,985SH DFND1570,98500
CHANGYOU.COM LTD-ADRADS REP CL A15911M10764766,148SH DFND1 266,14800
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CHANNELADVISOR CORPCOM1591791003,042336,528SH DFND1336,52800
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CHARAH SOLUTIONS INCCOM15957P10518475,655SH DFND175,65500
CHARLES & COLVARD LTDCOM159765106168118,719SH DFND1118,71900
CHARLES RIVER LABORATORIESCOM15986410779,601521,088SH DFND1509,119011,969
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CHARTER COMMUNICATIONS INC-ACL A16119P1081,103,8292,280,522SH DFND12,264,718015,804
CHARTER COMMUNICATIONS INC-ACL A16119P1083982SH DFND1 28200
CHASE CORPCOM16150R10412,056101,759SH DFND1101,75900
CHASERG TECHNOLOGY ACQ-CW23*W EXP 04/10/20216166A1114420,056SH DFND1 220,05600
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CHECK POINT SOFTWARE TECHORDM22465104112,5381,013,891SH DFND11,007,84006,051
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CHECKPOINT THERAPEUTICS INCCOM162828107500291,201SH DFND1291,20100
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CHEETAH MOBILE INC - ADRADR163075104690190,103SH DFND1 2190,10300
CHEETAH MOBILE INC - ADRADR1630751047019,417SH DFND119,41700
CHEFS' WAREHOUSE INC/THECOM16308610113,069342,932SH DFND1342,93200
CHEGG INCCOM16309210956,9641,502,623SH DFND11,502,62300
CHEMBIO DIAGNOSTICS INCCOM NEW163572209495108,715SH DFND1108,71500
CHEMED CORPCOM16359R10390,161205,261SH DFND1201,33803,923
CHEMED CORPCOM16359R10365148SH DFND1 214800
CHEMOCENTRYX INCCOM16383L10622,684573,553SH DFND1572,8460707
CHEMOURS CO/THECOM16385110832,7241,808,996SH DFND11,768,243040,753
CHEMUNG FINANCIAL CORPCOM1640241012,06848,679SH DFND148,67900
CHENIERE ENERGY INCCOM NEW16411R208141,5562,320,337SH DFND12,307,573012,764
CHENIERE ENERGY INCCOM NEW16411R20837607SH DFND1 260700
CHERRY HILL MORTGAGE INVESTMCOM1646511013,444236,081SH DFND1231,82504,256
CHESAPEAKE ENERGY CORPCOM16516710710,81713,102,971SH DFND112,815,6440287,327
CHESAPEAKE UTILITIES CORPCOM16530310820,761216,653SH DFND1215,7490904
CHEVRON CORPCOM1667641003,328,58527,672,867SH DFND127,587,950084,917
CHEVRON CORPCOM166764100656SH DFND1 25600
CHEWY INC - CLASS ACL A16679L10911,726404,368SH DFND1404,36800
CHF SOLUTIONS INCCOM PAR12542Q7068599,730SH DFND199,73000
CHIASMA INCCOM16706W1022,226448,981SH DFND1448,98100
CHICO'S FAS INCCOM1686151026,0031,575,809SH DFND11,575,5090300
CHILDREN'S PLACE INC/THECOM16890510713,306212,841SH DFND1212,84100
CHILDREN'S PLACE INC/THECOM16890510734558SH DFND1 255800
CHIMERA INVESTMENT CORPCOM NEW16934Q20856,7342,737,128SH DFND12,737,12800
CHIMERIX INCCOM16934W1061,808891,021SH DFND1891,02100
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1054113,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151043,25928,006SH DFND128,00600
CHINA CERAMICS CO LTDSHSG2113X134710,848SH DFND110,84800
CHINA HGS REAL ESTATE INCCOM16948W100913,939SH DFND113,93900
CHINA INTERNET NATIONWIDE FISHSG2120A1011311,616SH DFND111,61600
CHINA JO-JO DRUGSTORES INCCOM NEW16949A206191105,303SH DFND1105,30300
CHINA LIFE INSURANCE CO-ADRSPON ADR REP H16939P10641029,715SH DFND124,82904,886
CHINA NATURAL RESOURCES INCCOMG2110U1092211,233SH DFND111,23300
CHINA RECYCLING ENERGY CORPCOM NEW168913200932,325SH DFND132,32500
CHINA XD PLASTICS CO LTDCOM16948F1074726,293SH DFND126,29300
CHINA YUCHAI INTL LTDCOMG2108210560945,746SH DFND1 245,74600
CHINA YUCHAI INTL LTDCOMG21082105624,726SH DFND14,72600
CHIPOTLE MEXICAN GRILL INCCOM169656105356,067426,175SH DFND1425,02601,149
CHOICE HOTELS INTL INCCOM16990510636,279350,762SH DFND1342,94807,814
CHROMADEX CORPCOM NEW1710774072,150498,933SH DFND1498,93300
CHUBB LTDCOMH1467J1041,039,7366,693,249SH DFND16,672,731020,518
CHUBB LTDCOMH1467J10418122SH DFND1 212200
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q50274820,289SH DFND118,83501,454
CHURCH & DWIGHT CO INCCOM171340102279,5833,981,041SH DFND13,970,031011,010
CHURCH & DWIGHT CO INCCOM17134010239555SH DFND1 255500
CHURCHILL DOWNS INCCOM17148410867,036488,601SH DFND1479,90908,692
CHUY'S HOLDINGS INCCOM1716041015,967230,221SH DFND1230,22100
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910469236,498SH DFND1 236,49800
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR204429104975,152SH DFND15,15200
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601413121,218SH DFND1112,99208,226
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CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B4071468,669SH DFND1 28,66900
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CIDARA THERAPEUTICS INCCOM171757107452117,738SH DFND1117,73800
CIENA CORPCOM NEW17177930998,4102,305,242SH DFND12,267,330037,912
CIENA CORPCOM NEW17177930973517,221SH DFND1 217,22100
CIGNA CORPCOM1255231001,113,0595,454,876SH DFND15,437,370017,506
CIGNA CORPCOM125523100842SH DFND1 24200
CIIG MERGER CORPUNIT 12/31/202612559C2021,012100,000SH DFND1 2100,00000
CIIG MERGER CORPUNIT 12/31/202612559C20250750,000SH DFND150,00000
CIM COMMERCIAL TRUST CORPCOM NEW12552558457939,994SH DFND139,99400
CIMAREX ENERGY COCOM17179810187,9941,678,621SH DFND11,674,06504,556
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CIMPRESS PLCSHS EUROG2143T10340,208319,698SH DFND1319,69800
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CINEDIGM CORP - ACOM NEW1724062092029,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10244,1771,304,987SH DFND11,278,862026,125
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CINTAS CORPCOM172908105419,0051,559,887SH DFND11,552,00607,881
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CIRCOR INTERNATIONAL INCCOM17273K10911,913257,641SH DFND1257,64100
CIRRUS LOGIC INCCOM17275510087,5661,062,569SH DFND11,048,422014,147
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CIT GROUP INCCOM NEW12558180148,5771,064,586SH DFND11,064,58600
CIT GROUP INCCOM NEW1255818013437,526SH DFND1 27,52600
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CITIGROUP INCCOM NEW1729674242,545,71431,935,382SH DFND131,837,335098,047
CITIGROUP INCCOM NEW17296742431393SH DFND1 239300
CITIZENS & NORTHERN CORPCOM1729221064,619163,531SH DFND1163,53100
CITIZENS COMMUNITY BANCORP ICOM17490310425921,213SH DFND121,21300
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CITIZENS HOLDING COMPANYCOM17471510241919,183SH DFND119,18300
CITIZENS INCCL A1747401004,220625,258SH DFND1625,25800
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CIVEO CORPCOM17878Y1084434,400SH DFND1 234,40000
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CLEARWATER PAPER CORPCOM18538R1034,608215,765SH DFND1215,76500
CLEARWAY ENERGY INC-ACL A18539C10510,863568,195SH DFND1567,6840511
CLEARWAY ENERGY INC-CCL C18539C20422,4191,123,768SH DFND11,123,3730395
CLEVELAND BIOLABS INCCOM NEW1858602021017,598SH DFND117,59800
CLEVELAND-CLIFFS INCCOM18589910129,1993,476,176SH DFND13,475,00501,171
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CLOROX COMPANYCOM189054109350,9862,289,986SH DFND12,284,04905,937
CLOUDERA INCCOM18914U10036,4583,134,839SH DFND13,134,83900
CLOUDFLARE INC - CLASS ACL A COM18915M1075,051296,094SH DFND1296,09400
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CLOVIS ONCOLOGY INCCOM1894641007,480717,582SH DFND1717,4810101
CME GROUP INCCOM12572Q1051,123,6065,605,150SH DFND15,588,159016,991
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CMS ENERGY CORPCOM125896100298,0974,752,843SH DFND14,740,095012,748
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CNB FINANCIAL CORP/PACOM1261281076,548200,393SH DFND1200,39300
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COMCAST CORP-CLASS ACL A20030N1013,016,50067,213,294SH DFND166,819,3970393,897
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COMMUNITY BANKERS TRUST CORPCOM2036121062,863322,497SH DFND1322,49700
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COMPX INTERNATIONAL INCCL A20563P10114810,165SH DFND110,16500
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CONSOLIDATED EDISON INCCOM20911510414156SH DFND1 215600
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CONSTELLATION BRANDS INC-ACL A21036P108431,6372,280,101SH DFND12,272,57707,524
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CONSTRUCTION PARTNERS INC-ACOM CL A21044C1075,683336,893SH DFND1336,89300
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CONTURA ENERGY INCCOM21241B1002,152237,802SH DFND1237,80200
COOPER COS INC/THECOM NEW216648402244,615762,926SH DFND1760,70302,223
COOPER COS INC/THECOM NEW2166484021446SH DFND1 24600
COOPER TIRE & RUBBERCOM21683110719,195667,659SH DFND1667,65900
COOPER-STANDARD HOLDINGCOM21676P1037,173216,342SH DFND1216,34200
COPA HOLDINGS SA-CLASS ACL AP3107610510,66698,693SH DFND198,69300
COPART INCCOM217204106307,8193,391,364SH DFND13,372,936018,428
COPART INCCOM21720410617195SH DFND1 219500
CORBUS PHARMACEUTICALS HOLDICOM21833P1034,258779,955SH DFND1779,95500
CORCEPT THERAPEUTICS INCCOM21835210217,3341,432,606SH DFND11,432,60600
CORE LABORATORIES N.V.COMN2271710713,228351,179SH DFND1340,305010,874
CORE MOLDING TECHNOLOGIES INCOM21868310013341,150SH DFND141,15000
CORECIVIC INCCOM21871N10132,5911,875,217SH DFND11,815,294059,923
CORELOGIC INCCOM21871D10341,202942,629SH DFND1921,935020,694
CORE-MARK HOLDING CO INCCOM21868110418,610684,457SH DFND1684,45700
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5027,902176,770SH DFND1174,92901,841
COREPOINT LODGING INCCOM21872L1047,682719,376SH DFND1704,182015,194
CORESITE REALTY CORPCOM21870Q10546,837417,748SH DFND1398,799018,949
CORMEDIX INCCOM21900C3082,253309,599SH DFND1309,59900
CORNERSTONE BUILDING BRANDSCOM21925D1095,171607,706SH DFND1607,70600
CORNERSTONE BUILDING BRANDSCOM21925D10921325,045SH DFND1 225,04500
CORNERSTONE ONDEMAND INCCOM21925Y10347,058803,738SH DFND1803,73800
CORNING INCCOM219350105338,97611,669,151SH DFND111,634,610034,541
CORNING INCCOM219350105782,688SH DFND1 22,68800
CORP AMERICA AIRPORTS SACOML1995B1077913,234SH DFND1 213,23400
CORP AMERICA AIRPORTS SACOML1995B10781,367SH DFND11,36700
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10849,6301,689,246SH DFND11,661,784027,462
CORREVIO PHARMA CORPCOM22026V1051845,429SH DFND145,42900
CORTEVA INCCOM22052L104353,08811,967,657SH DFND111,933,626034,031
CORTEVA INCCOM22052L1041003,415SH DFND1 23,41500
CORTEXYME INCCOM22053A1075,998106,841SH DFND1106,84100
CORVEL CORPCOM22100610917,636201,885SH DFND1201,88500
CORVEL CORPCOM2210061095896,745SH DFND1 26,74500
CORVUS PHARMACEUTICALS INCCOM221015100748137,555SH DFND1137,55500
COSTAMARE INCSHSY1771G1023,482365,414SH DFND1360,67904,735
COSTAMARE INCSHSY1771G10249752,153SH DFND1 252,15300
COSTAR GROUP INCCOM22160N109249,175416,840SH DFND1415,38401,456
COSTAR GROUP INCCOM22160N109399668SH DFND1 266800
COSTCO WHOLESALE CORPCOM22160K1051,903,9256,491,724SH DFND16,453,712038,012
COSTCO WHOLESALE CORPCOM22160K1051,3004,426SH DFND1 24,42600
COTT CORPORATIONCOM22163N10634325,142SH DFND125,14200
COTY INC-CL ACOM CL A22207020371,2496,342,901SH DFND16,329,712013,189
COTY INC-CL ACOM CL A22207020362855,902SH DFND1 255,90200
COUNTERPATH CORPCOM PAR22228P3021617,127SH DFND117,12700
COUNTY BANCORP INCCOM2219071081,10042,938SH DFND142,93800
COUPA SOFTWARE INCCOM22266L106102,606701,584SH DFND1701,2930291
COUSINS PROPERTIES INCCOM NEW22279550290,3782,193,653SH DFND12,157,687035,966
COVANTA HOLDING CORPCOM22282E10222,6601,526,962SH DFND11,526,0810881
COVENANT TRANSPORT GRP-CL ACL A22284P1052,285176,832SH DFND1176,83200
COVETRUS INCCOM22304C10015,1171,145,276SH DFND11,145,27600
COVIA HOLDINGS CORPCOM22305A103905443,665SH DFND1443,66500
COWEN INC - ACL A NEW2236226066,135389,566SH DFND1389,56600
CPI AEROSTRUCTURES INCCOM NEW12591930846969,739SH DFND169,73900
CPI CARD GROUP INCCOM NEW12634H2001820,190SH DFND120,0190171
CRA INTERNATIONAL INCCOM12618T1056,362116,804SH DFND1116,80400
CRACKER BARREL OLD COUNTRYCOM22410J10660,064390,129SH DFND1384,08506,044
CRAFT BREW ALLIANCE INCCOM2241221012,784168,778SH DFND1168,77800
CRANE COCOM22439910551,506596,275SH DFND1583,780012,495
CRAWFORD & CO -CL BCL B22463310794693,245SH DFND193,24500
CRAWFORD & COMPANY -CL ACL A2246332062,136186,311SH DFND1186,31100
CREDICORP LTDCOMG2519Y10848,432228,530SH DFND1228,3540176
CREDIT ACCEPTANCE CORPCOM22531010185,108192,189SH DFND1192,18900
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR2254011083,556264,391SH DFND1263,08701,304
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR2254011081,27895,065SH DFND1 295,06500
CREE INCCOM22544710158,1771,260,625SH DFND11,234,228026,397
CRESCENT POINT ENERGY CORPCOM22576C10131670,942SH DFND170,94200
CRESTWOOD EQUITY PARTNERS LPUNIT LTD PARTNER2263442081444,700SH DFND1 24,70000
CRESTWOOD EQUITY PARTNERS LPUNIT LTD PARTNER226344208922,989SH DFND128102,708
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610617024,152SH DFND124,15200
CRH PLC-SPONSORED ADRADR12626K2035,487136,065SH DFND1135,0830982
CRH PLC-SPONSORED ADRADR12626K20314370SH DFND1 237000
CRINETICS PHARMACEUTICALS INCOM22663K1073,221128,409SH DFND1128,40900
CRISPR THERAPEUTICS AGNAMEN AKTH171821082,35738,700SH DFND138,70000
CRISPR THERAPEUTICS AGNAMEN AKTH1718210832534SH DFND1 253400
CRITEO SA-SPON ADRSPONS ADS2267181043,008173,577SH DFND1 2173,57700
CRITEO SA-SPON ADRSPONS ADS2267181041,06061,167SH DFND161,16700
CROCS INCCOM22704610946,3231,105,842SH DFND11,105,84200
CRONOS GROUP INCCOM22717L1012,599340,234SH DFND1340,23400
CROSS COUNTRY HEALTHCARE INCCOM2274831045,646485,909SH DFND1485,90900
CROSSFIRST BANKSHARES INCCOM22766M1091,26687,833SH DFND187,83300
CROWDSTRIKE HOLDINGS INC - ACL A22788C1058,209164,617SH DFND1164,61700
CROWN CASTLE INTL CORPCOM22822V101862,1796,077,065SH DFND16,035,376041,689
CROWN CRAFTS INCCOM22830910010417,001SH DFND117,00100
CROWN HOLDINGS INCCOM228368106109,5861,512,022SH DFND11,512,02200
CRYOLIFE INCCOM22890310012,900476,212SH DFND1476,21200
CRYOPORT INCCOM PAR $0.0012290503077,599461,692SH DFND1460,28801,404
CSG SYSTEMS INTL INCCOM12634910925,180486,297SH DFND1486,29700
CSI COMPRESSCO LPCOM UNIT12637A10316761,682SH DFND161,68200
CSS INDUSTRIES INCCOM12590610724856,455SH DFND156,45500
CSW INDUSTRIALS INCCOM12640210616,784217,984SH DFND1217,98400
CSW INDUSTRIALS INCCOM1264021061,40318,227SH DFND1 218,22700
CSX CORPCOM126408103848,93111,751,133SH DFND111,683,466067,667
CSX CORPCOM12640810350694SH DFND1 269400
CTI BIOPHARMA CORPCOM12648L601634401,743SH DFND1401,74300
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB217,95617,713,000PRN DFND1 217,713,00000
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB21,5091,500,000PRN DFND11,500,00000
CTS CORPCOM12650110512,904430,015SH DFND1430,01500
CUBESMART COM22966310996,1933,055,687SH DFND13,005,887049,800
CUBIC CORPCOM22966910626,078410,229SH DFND1410,22900
CUE BIOPHARMA INCCOM22978P1064,178263,206SH DFND1263,20600
CUI GLOBAL INCCOM NEW126576206133121,210SH DFND1121,21000
CULLEN/FROST BANKERS INCCOM22989910961,322627,150SH DFND1613,199013,951
CULP INCCOM2302151051,727126,834SH DFND1126,83400
CUMBERLAND PHARMACEUTICALSCOM23077010925048,610SH DFND148,61000
CUMMINS INCCOM231021106494,9192,770,116SH DFND12,762,00308,113
CUMMINS INCCOM2310211063872,163SH DFND1 22,16300
CUMULUS MEDIA INC-CL ACOM CLASS A2310828013,455196,649SH DFND1196,64900
CUMULUS MEDIA INC-CL ACOM CLASS A23108280124213,812SH DFND1 213,81200
CURIS INCCOM NEW231269200451265,467SH DFND1265,46700
CURO GROUP HOLDINGS CORPCOM23131L1072,513206,373SH DFND1206,37300
CURO GROUP HOLDINGS CORPCOM23131L10717314,256SH DFND1 214,25600
CURTISS-WRIGHT CORPCOM23156110167,887481,845SH DFND1471,383010,462
CURTISS-WRIGHT CORPCOM2315611018736,200SH DFND1 26,20000
CUSHING RENAISSANCE FUND/THECOM23164710846234,144SH DFND1 234,14400
CUSHMAN & WAKEFIELD PLCSHSG2717B10811,964585,368SH DFND1585,36800
CUSTOMERS BANCORP INCCOM23204G1009,263389,053SH DFND1389,05300
CUTERA INCCOM2321091086,886192,308SH DFND1192,30800
CUTERA INCCOM23210910866918,684SH DFND1 218,68400
CVB FINANCIAL CORPCOM12660010539,4031,825,929SH DFND11,825,92900
CVD EQUIPMENT CORPCOM12660110313040,414SH DFND140,41400
CVR ENERGY INCCOM12662P10815,424381,521SH DFND1381,52100
CVS HEALTH CORPCOM1266501001,383,67118,663,481SH DFND118,602,839060,642
CVS HEALTH CORPCOM1266501003464,662SH DFND1 24,66200
CY 2 02/01/23NOTE 2.000% 2/0232806AP47,2706,000,000PRN DFND1 26,000,00000
CY 4.5 01/15/22NOTE 4.500% 1/1232806AM18,7175,000,000PRN DFND1 25,000,00000
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V10820,143173,144SH DFND1173,14400
CYBEROPTICS CORPCOM23251710293650,952SH DFND150,95200
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4055481,343SH DFND181,34300
CYCLERION THERAPEUTICS INCCOM23255M105817300,373SH DFND1300,37300
CYMABAY THERAPEUTICS INCCOM23257D1032,0141,027,920SH DFND11,027,92000
CYPRESS SEMICONDUCTOR CORPCOM232806109100,5134,308,355SH DFND14,215,389092,966
CYPRESS SEMICONDUCTOR CORPCOM23280610964527,677SH DFND1 227,67700
CYRUSONE INCCOM23283R10087,7491,341,124SH DFND11,284,367056,757
CYTOKINETICS INCCOM NEW23282W6058,487799,972SH DFND1799,97200
CYTOMX THERAPEUTICS INCCOM23284F1055,453656,257SH DFND1656,25700
CYTOSORBENTS CORPCOM NEW23283X2061,384359,652SH DFND1359,65200
DAILY JOURNAL CORPCOM2339121044,24014,600SH DFND114,60000
DAKTRONICS INCCOM2342641093,208526,797SH DFND1526,79700
DANA INCCOM23582520535,0521,925,961SH DFND11,890,689035,272
DANAHER CORPCOM2358511021,451,6859,478,631SH DFND19,449,456029,175
DANAHER CORPCOM235851102746SH DFND1 24600
DAQO NEW ENERGY CORP-ADRSPNSRD ADR NEW23703Q2032304,494SH DFND1 24,49400
DAQO NEW ENERGY CORP-ADRSPNSRD ADR NEW23703Q2031442,831SH DFND12,83100
DARDEN RESTAURANTS INCCOM237194105213,3161,960,630SH DFND11,954,27206,358
DARDEN RESTAURANTS INCCOM23719410537345SH DFND1 234500
DARE BIOSCIENCE INCCOM23666P101118144,054SH DFND1144,05400
DARIOHEALTH CORPCOM NEW23725P2098513,040SH DFND113,04000
DARLING INGREDIENTS INCCOM23726610159,8732,132,251SH DFND12,132,25100
DASAN ZHONE SOLUTIONS INCCOM NEW23305L206993112,164SH DFND1112,16400
DASEKE INCCOM23753F1072,240708,891SH DFND1708,89100
DASEKE INC-CW20*W EXP 02/27/20223753F1152622,222,892SH DFND1 22,222,89200
DATA I/O CORPCOM23769010217140,918SH DFND140,91800
DATADOG INC - CLASS ACL A COM23804L1037,898209,055SH DFND1209,05500
DAVE & BUSTER'S ENTERTAINMENCOM23833710917,437434,104SH DFND1434,10400
DAVIDSTEA INCCOM2386611023221,923SH DFND121,92300
DAVITA INCCOM23918K108126,7611,692,448SH DFND11,688,44304,005
DAVITA INCCOM23918K1083875,170SH DFND1 25,17000
DAWSON GEOPHYSICAL COCOM239360100333139,137SH DFND1139,13700
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10131028,997SH DFND128,99700
DECIPHERA PHARMACEUTICALS INCOM24344T10118,474296,820SH DFND1296,82000
DECKERS OUTDOOR CORPCOM24353710784,500500,417SH DFND1493,56106,856
DECKERS OUTDOOR CORPCOM2435371076433,808SH DFND1 23,80800
DEERE & COCOM244199105741,9054,291,879SH DFND14,277,475014,404
DEL TACO RESTAURANTS INCCOM2454961043,715470,079SH DFND1470,07900
DELEK US HOLDINGS INCCOM24665A10333,6851,004,623SH DFND11,004,62300
DELEK US HOLDINGS INCCOM24665A1032667,963SH DFND1 27,96300
DELL TECHNOLOGIES -CCL C24703L20272,9751,421,629SH DFND11,421,62900
DELL TECHNOLOGIES -CCL C24703L2022615,081SH DFND1 25,08100
DELPHI TECHNOLOGIES PLCSHSG2709G1078,822687,638SH DFND1666,477021,161
DELTA AIR LINES INCCOM NEW247361702476,1008,155,409SH DFND18,129,553025,856
DELTA AIR LINES INCCOM NEW247361702671,159SH DFND1 21,15900
DELTA APPAREL INCCOM2473681032,38176,567SH DFND176,56700
DELUXE CORPCOM24801910135,418709,501SH DFND1699,183010,318
DELUXE CORPCOM2480191013406,824SH DFND1 26,82400
DENALI THERAPEUTICS INCCOM24823R10515,113867,618SH DFND1867,61800
DENBURY RESOURCES INCCOM NEW2479162088,9556,352,005SH DFND16,352,00500
DENBURY RESOURCES INCCOM NEW247916208220156,224SH DFND1 2156,22400
DENNY'S CORPCOM24869P10416,434826,703SH DFND1826,70300
DENTSPLY SIRONA INCCOM24906P109206,3263,653,020SH DFND13,643,05809,962
DENTSPLY SIRONA INCCOM24906P109841,490SH DFND1 21,49000
DERMIRA INCCOM24983L1049,819647,703SH DFND1647,70300
DESCARTES SYSTEMS GRP/THECOM2499061083,54382,911SH DFND182,91100
DESIGNER BRANDS INC-CLASS ACL A25056510811,995762,134SH DFND1762,13400
DESTINATION XL GROUP INCCOM25065K104315246,175SH DFND1246,17500
DEVON ENERGY CORPCOM25179M103167,3096,454,934SH DFND16,437,525017,409
DEXCOM INCCOM252131107244,3121,117,827SH DFND11,117,82700
DEXCOM INCCOM2521311074472,047SH DFND1 22,04700
DHI GROUP INCCOM23331S1002,056683,130SH DFND1683,13000
DHI GROUP INCCOM23331S10062,200SH DFND1 22,20000
DHT 4.5 08/15/21NOTE 4.500% 8/123335SAD85,6354,067,000PRN DFND1 24,067,00000
DHT HOLDINGS INCSHS NEWY2065G1218,9721,083,671SH DFND11,083,67100
DHT HOLDINGS INCSHS NEWY2065G12131638,198SH DFND1 238,19800
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2055,05129,993SH DFND129,99300
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q20503SH DFND1 2300
DIAMEDICA THERAPEUTICS INCCOM NEW25253X2078517,557SH DFND117,55700
DIAMOND EAGLE ACQUI -CW26*W EXP 06/30/20225258L1171,296540,000SH DFND1 2540,00000
DIAMOND EAGLE ACQUI -CW26*W EXP 06/30/20225258L11714460,000SH DFND160,00000
DIAMOND EAGLE ACQUISIT-CL ACOM CL A25258L1091,745163,162SH DFND1 2163,16200
DIAMOND EAGLE ACQUISIT-CL ACOM CL A25258L109635,954SH DFND15,95400
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,99049,769SH DFND149,76900
DIAMOND OFFSHORE DRILLINGCOM25271C1025,961829,149SH DFND1829,14900
DIAMOND S SHIPPING INCCOMY206761054,772285,085SH DFND1285,08500
DIAMONDBACK ENERGY INCCOM25278X109245,1372,644,935SH DFND12,637,69407,241
DIAMONDBACK ENERGY INCCOM25278X10912137SH DFND1 213700
DIAMONDPEAK HOLDINGS CO-CW24*W EXP 02/22/20225280H1183445,000SH DFND1 245,00000
DIAMONDPEAK HOLDINGS CO-CW24*W EXP 02/22/20225280H11835,000SH DFND15,00000
DIAMONDPEAK HOLDINGS CORP-ACOM CL A25280H100995100,000SH DFND1 2100,00000
DIAMONDPEAK HOLDINGS CORP-ACOM CL A25280H1009910,000SH DFND110,00000
DIAMONDROCK HOSPITALITY COCOM25278430140,5173,656,835SH DFND13,604,878051,957
DICERNA PHARMACEUTICALS INCCOM25303110817,292784,930SH DFND1784,93000
DICK'S SPORTING GOODS INCCOM25339310239,805804,307SH DFND1788,721015,586
DIEBOLD NIXDORF INCCOM25365110310,5991,003,752SH DFND11,003,5520200
DIEBOLD NIXDORF INCCOM25365110318517,545SH DFND1 217,54500
DIFFUSION PHARMACEUTICALS INCOM PAR253748305115251,163SH DFND1251,16300
DIGI INTERNATIONAL INCCOM2537981027,415418,506SH DFND1418,50600
DIGI INTERNATIONAL INCCOM25379810240422,849SH DFND1 222,84900
DIGIMARC CORPCOM25381B1015,573166,075SH DFND1166,07500
DIGITAL ALLY INCCOM NEW25382P2087473,408SH DFND173,40800
DIGITAL REALTY TRUST INCCOM253868103488,1934,083,756SH DFND14,020,317063,439
DIGITAL TURBINE INCCOM NEW25400W1026,742945,716SH DFND1942,56503,151
DIGITAL TURBINE INCCOM NEW25400W10218325,668SH DFND1 225,66800
DILLARDS INC-CL ACL A25406710110,087137,278SH DFND1134,86202,416
DIME COMMUNITY BANCSHARESCOM2539221089,436451,736SH DFND1451,73600
DINE BRANDS GLOBAL INCCOM25442310618,901226,314SH DFND1226,31400
DIODES INCCOM25454310135,929637,387SH DFND1637,38700
DIPLOMAT PHARMACY INCCOM25456K1013,081770,483SH DFND1770,48300
DIRTT ENVIRONMENTAL SOLUTIONCOM25490H10627483,887SH DFND1 283,88700
DIRTT ENVIRONMENTAL SOLUTIONCOM25490H1067021,667SH DFND121,66700
DISCOVER FINANCIAL SERVICESCOM254709108437,6545,168,009SH DFND15,152,561015,448
DISCOVERY INC - ACOM SER A25470F10492,2502,823,586SH DFND12,816,33407,252
DISCOVERY INC - ACOM SER A25470F104782,389SH DFND1 22,38900
DISCOVERY INC-CCOM SER C25470F302163,4155,369,690SH DFND15,354,054015,636
DISH NETWORK CORP-ACL A25470M109182,9555,166,168SH DFND15,154,671011,497
DISH NETWORK CORP-ACL A25470M10984923,958SH DFND1 223,95800
DIVERSIFIED RESTAURANT HOLDICOM25532M1058178,132SH DFND178,13200
DIVIDEND AND INCOME FUNDCOM NEW25538A2043,328247,313SH DFND1 2247,31300
DIXIE GROUP INCCL A2555191007465,372SH DFND165,37200
DMC GLOBAL INCCOM23291C1038,874197,467SH DFND1197,46700
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2001653,936SH DFND153,93600
DOCUSIGN INCCOM256163106111,9331,511,356SH DFND11,511,35600
DOCUSIGN INCCOM2561631065948,025SH DFND1 28,02500
DOLBY LABORATORIES INC-CL ACOM CL A25659T10754,135786,851SH DFND1786,85100
DOLLAR GENERAL CORPCOM256677105647,1494,157,032SH DFND14,145,598011,434
DOLLAR GENERAL CORPCOM25667710537243SH DFND1 224300
DOLLAR TREE INCCOM256746108350,1913,730,998SH DFND13,710,962020,036
DOLLAR TREE INCCOM25674610862661SH DFND1 266100
DOMINION ENERGY INCCOM25746U109986,29311,919,307SH DFND111,881,662037,645
DOMINO'S PIZZA INCCOM25754A201139,532474,077SH DFND1464,054010,023
DOMO INC - CLASS BCOM CL B2575541055,698262,365SH DFND1262,36500
DOMTAR CORPCOM NEW25755920333,026863,675SH DFND1848,542015,133
DOMTAR CORPCOM NEW2575592033158,247SH DFND1 28,24700
DONALDSON CO INCCOM25765110984,7371,470,624SH DFND11,439,606031,018
DONEGAL GROUP INC-CL ACL A2577012012,807189,425SH DFND1189,42500
DONNELLEY FINANCIAL SOLUTIONCOM25787G1004,530432,710SH DFND1432,71000
DONNELLEY FINANCIAL SOLUTIONCOM25787G10013813,218SH DFND1 213,21800
DORCHESTER MINERALS LPCOM UNIT25820R10553827,616SH DFND127,61600
DORIAN LPG LTDSHS USDY2106R1105,876379,605SH DFND1379,60500
DORMAN PRODUCTS INCCOM25827810031,602417,364SH DFND1417,36400
DOUGLAS DYNAMICS INCCOM25960R10516,204294,621SH DFND1293,9920629
DOUGLAS EMMETT INCCOM25960P109123,4402,811,852SH DFND12,771,458040,394
DOVER CORPCOM260003108264,2252,297,031SH DFND12,289,70107,330
DOVER CORPCOM26000310891793SH DFND1 279300
DOVER MOTORSPORTS INCCOM2601741076032,679SH DFND132,67900
DOW INCCOM260557103573,62110,503,663SH DFND110,465,784037,879
DOW INCCOM26055710311219SH DFND1 221900
DPW HOLDINGS INCCOM26140E6002117,818SH DFND117,81800
DR HORTON INCCOM23331A109309,7445,882,704SH DFND15,867,608015,096
DR HORTON INCCOM23331A1091282,440SH DFND1 22,44000
DR. REDDY'S LABORATORIES-ADRADR25613520383421,126SH DFND119,87301,253
DRIL-QUIP INCCOM26203710422,127471,702SH DFND1471,70200
DRIVE SHACK INCCOM2620771002,680732,318SH DFND1732,31800
DROPBOX INC-CLASS ACL A26210C10449,9312,790,370SH DFND12,790,37000
DROPBOX INC-CLASS ACL A26210C10470939,603SH DFND1 239,60300
DSP GROUP INCCOM23332B1064,934313,477SH DFND1313,47700
DTE ENERGY COMPANYCOM233331107407,9323,147,096SH DFND13,138,16808,928
DTE ENERGY COMPANYCOM233331107972SH DFND1 27200
DUCOMMUN INCCOM2641471097,333145,129SH DFND1145,12900
DUKE ENERGY CORPCOM NEW26441C204980,10910,766,102SH DFND110,732,900033,202
DUKE ENERGY CORPCOM NEW26441C204453SH DFND1 25300
DUKE REALTY CORPCOM NEW264411505252,7107,300,697SH DFND17,284,166016,531
DUKE REALTY CORPCOM NEW2644115059280SH DFND1 228000
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,968186,941SH DFND1186,94100
DUNKIN' BRANDS GROUP INCCOM26550410076,2151,008,941SH DFND1988,639020,302
DUNKIN' BRANDS GROUP INCCOM26550410037496SH DFND1 249600
DUPONT DE NEMOURS INCCOM26614N102702,81710,970,022SH DFND110,936,765033,257
DUPONT DE NEMOURS INCCOM26614N1022,94945,950SH DFND1 245,95000
DURECT CORPORATIONCOM2666051045,7801,521,080SH DFND11,521,08000
DXC TECHNOLOGY COCOM23355L106152,6704,069,675SH DFND14,057,892011,783
DXP ENTERPRISES INCCOM NEW2333774078,883223,146SH DFND1223,14600
DYADIC INTERNATIONAL INCCOM26745T101909175,483SH DFND1175,48300
DYCOM INDUSTRIES INCCOM26747510119,259408,475SH DFND1400,38408,091
DYNATRACE INCCOM26815010917,283683,161SH DFND1683,16100
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582016,5801,150,352SH DFND11,150,35200
DYNEX CAPITAL INCCOM26817Q8865,095300,777SH DFND1292,09008,687
E TRADE FINANCIAL CORPCOM NEW269246401166,7453,682,627SH DFND13,672,077010,550
EAGLE BANCORP INCCOM26894810622,078454,013SH DFND1454,01300
EAGLE BANCORP INCCOM26894810621452SH DFND1 245200
EAGLE BANCORP MONTANA INCCOM26942G10030514,274SH DFND114,27400
EAGLE BULK SHIPPING INCSHS NEWY2187A1434,159904,241SH DFND1904,24100
EAGLE MATERIALS INCCOM26969P10844,255488,151SH DFND1477,948010,203
EAGLE MATERIALS INCCOM26969P10836403SH DFND1 240300
EAGLE PHARMACEUTICALS INCCOM2697961089,379156,122SH DFND1156,12200
EAGLE PHARMACEUTICALS INCCOM2697961083004,995SH DFND1 24,99500
EARTHSTONE ENERGY INC - ACL A27032D3041,698268,256SH DFND1268,25600
EAST WEST BANCORP INCCOM27579R10495,5871,963,408SH DFND11,927,722035,686
EASTERLY GOVERNMENT PROPERTICOM27616P10329,5221,244,086SH DFND11,244,08600
EASTERN CO/THECOM2763171042,11269,194SH DFND169,19400
EASTGROUP PROPERTIES INCCOM27727610192,938700,527SH DFND1691,11409,413
EASTMAN CHEMICAL COCOM277432100206,2162,606,146SH DFND12,599,73506,411
EASTMAN CHEMICAL COCOM27743210047603SH DFND1 260300
EASTMAN KODAK COCOM NEW2774614061,212260,723SH DFND1260,72300
EATON CORP PLCSHSG29183103553,0445,849,784SH DFND15,829,161020,623
EATON CORP PLCSHSG2918310350534SH DFND1 253400
EATON VANCE CORPCOM NON VTG27826510374,9351,606,138SH DFND11,578,412027,726
EBAY INCCOM278642103407,56911,303,543SH DFND111,235,479068,064
EBAY INCCOM2786421031,74848,421SH DFND1 248,42100
EBIX INCCOM NEW27871520610,663319,161SH DFND1319,16100
EBIX INCCOM NEW2787152061153,460SH DFND1 23,46000
ECHO GLOBAL LOGISTICS INCCOM27875T1017,763375,027SH DFND1375,02700
ECHOSTAR CORP-ACL A27876810623,606545,052SH DFND1545,05200
ECOLAB INCCOM278865100707,7943,674,510SH DFND13,663,154011,356
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA59,5879,000,000PRN DFND1 29,000,00000
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA5956900,000PRN DFND1900,00000
EDAP TMS SA -ADRSPONSORED ADR26831110714733,404SH DFND133,40400
EDGEWELL PERSONAL CARE COCOM28035Q10222,553728,481SH DFND1715,197013,284
EDISON INTERNATIONALCOM281020107421,4145,599,723SH DFND15,563,871035,852
EDITAS MEDICINE INCCOM28106W10321,015709,750SH DFND1709,75000
EDUCATIONAL DEVELOPMENT CORPCOM28147910530649,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108817,7383,511,604SH DFND13,502,23709,367
EDWARDS LIFESCIENCES CORPCOM28176E108127545SH DFND1 254500
EGAIN CORPCOM NEW28225C8062,082262,886SH DFND1262,88600
EHEALTH INCCOM28238P10928,375295,334SH DFND1295,33400
EIDOS THERAPEUTICS INCCOM28249H1047,019122,305SH DFND1122,30500
EIGER BIOPHARMACEUTICALS INCCOM28249U1054,509302,671SH DFND1302,67100
EKSO BIONICS HOLDINGS INCCOM NEW282644202155396,526SH DFND1396,52600
EL PASO ELECTRIC COCOM NEW28367785435,503522,958SH DFND1522,95800
EL PASO ELECTRIC COCOM NEW2836778546199,126SH DFND1 29,12600
EL POLLO LOCO HOLDINGS INCCOM2686031074,357287,807SH DFND1287,80700
ELANCO ANIMAL HEALTH INCCOM28414H103111,5783,792,357SH DFND13,792,35700
ELASTIC NVORD SHSN1450610423,120359,569SH DFND1359,56900
ELBIT SYSTEMS LTDORDM3760D1015,10132,900SH DFND132,90000
ELDORADO GOLD CORPCOM28490250918723,292SH DFND123,29200
ELDORADO RESORTS INCCOM28470R10254,204908,854SH DFND1892,845016,009
ELECTROCORE INCCOM28531P103256161,578SH DFND1161,57800
ELECTROMED INCCOM28540910820123,277SH DFND123,27700
ELECTRONIC ARTS INCCOM285512109475,1724,428,362SH DFND14,403,145025,217
ELECTRONIC ARTS INCCOM28551210972674SH DFND1 267400
ELEMENT SOLUTIONS INCCOM28618M10627,4232,347,893SH DFND12,347,89300
ELEVATE CREDIT INCCOM28621V1011,031231,875SH DFND1231,87500
ELEVATE CREDIT INCCOM28621V10118040,600SH DFND1 240,60000
ELF BEAUTY INCCOM26856L1035,636349,452SH DFND1349,45200
ELF BEAUTY INCCOM26856L10371144,091SH DFND1 244,09100
ELI LILLY & COCOM5324571081,623,41912,376,856SH DFND112,337,118039,738
ELI LILLY & COCOM53245710819151SH DFND1 215100
ELLINGTON FINANCIAL INCCOM28852N1097,920432,130SH DFND1432,13000
ELLINGTON FINANCIAL INCCOM28852N1096342SH DFND1 234200
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810765059,968SH DFND159,96800
ELOXX PHARMACEUTICALS INCCOM29014R1032,547346,152SH DFND1346,15200
EMAGIN CORPORATIONCOM NEW29076N2062265,621SH DFND165,62100
EMCOR GROUP INCCOM29084Q100105,1291,218,182SH DFND11,204,421013,761
EMCOR GROUP INCCOM29084Q10068788SH DFND1 278800
EMCORE CORPCOM NEW290846203570187,590SH DFND1187,59000
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,725353,166SH DFND1353,16600
EMERGENT BIOSOLUTIONS INCCOM29089Q10532,441601,327SH DFND1601,1410186
EMERSON ELECTRIC COCOM291011104648,0878,515,116SH DFND18,485,297029,819
EMERSON ELECTRIC COCOM2910111042152,824SH DFND1 22,82400
EMERSON RADIO CORPCOM NEW2910872033948,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540015739,057SH DFND139,05700
EMPIRE STATE REALTY TRUST-ACL A29210410631,8302,280,089SH DFND12,280,08900
EMPLOYERS HOLDINGS INCCOM29221810418,003431,225SH DFND1431,22500
ENANTA PHARMACEUTICALS INCCOM29251M10614,305231,555SH DFND1231,55500
ENBRIDGE INCCOM29250N105124,3463,102,152SH DFND12,990,7330111,419
ENCOMPASS HEALTH CORPCOM29261A10080,5061,162,272SH DFND11,137,407024,865
ENCOMPASS HEALTH CORPCOM29261A10037537SH DFND1 253700
ENCORE CAPITAL GROUP INCCOM29255410214,410407,554SH DFND1407,55400
ENCORE WIRE CORPCOM29256210521,182369,030SH DFND1369,03000
ENCORE WIRE CORPCOM2925621052434,244SH DFND1 24,24400
ENDEAVOUR SILVER CORPCOM29258Y1037431,094SH DFND131,09400
ENDO INTERNATIONAL PLCSHSG3040110614,3073,050,684SH DFND13,050,68400
ENDO INTERNATIONAL PLCSHSG30401106650138,785SH DFND1 2138,78500
ENDOLOGIX INCCOM NEW29266S304221140,002SH DFND1140,00200
ENDRA LIFE SCIENCES INCCOM29273B10410562,875SH DFND162,87500
ENDURANCE INTERNATIONAL GROUCOM29272B1055,0801,081,038SH DFND11,081,03800
ENEL AMERICAS SA-ADRSPONSORED ADR29274F1041,697154,633SH DFND1 2154,63300
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10432729,809SH DFND127,41002,399
ENEL CHILE SA-ADRSPONSORED ADR29278D1051,234259,960SH DFND1 2259,96000
ENEL CHILE SA-ADRSPONSORED ADR29278D10513428,419SH DFND127,01701,402
ENERGIZER HOLDINGS INCCOM29272W10935,278702,486SH DFND1686,720015,766
ENERGOUS CORPCOM29272C103570322,383SH DFND1322,38300
ENERGY FOCUS INCCOM NEW29268T3002757,940SH DFND157,94000
ENERGY FUELS INCCOM NEW292671708936490,345SH DFND1490,34500
ENERGY RECOVERY INCCOM29270J1004,745484,728SH DFND1484,72800
ENERGY TRANSFER LPCOM UT LTD PTN29273V1001,747136,179SH DFND19,2080126,971
ENERPLUS CORPCOM29276610235249,533SH DFND149,53300
ENERPLUS CORPCOM29276610229942,052SH DFND1 242,05200
ENERSYSCOM29275Y10247,930640,529SH DFND1630,153010,376
ENGLOBAL CORPCOM2933061066870,044SH DFND170,04400
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10874724,145SH DFND124,14500
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1008714,238SH DFND10014,238
ENNIS INCCOM2933891027,465344,812SH DFND1343,9350877
ENOCHIAN BIOSCIENCES INCCOM29350E1041,094218,036SH DFND1218,03600
ENOVA INTERNATIONAL INCCOM29357K10314,982622,699SH DFND1621,43401,265
ENOVA INTERNATIONAL INCCOM29357K1036262SH DFND1 226200
ENPHASE ENERGY INCCOM29355A10732,8431,256,918SH DFND11,256,91800
ENPRO INDUSTRIES INCCOM29355X10717,939268,235SH DFND1268,23500
ENSERVCO CORPCOM29358Y1021898,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10131,369691,409SH DFND1691,40900
ENSTAR GROUP LTDSHSG3075P10139,957193,164SH DFND1193,16400
ENTEGRIS INCCOM29362U10475,3831,504,961SH DFND11,504,96100
ENTERCOM COMMUNICATIONS-CL ACL A2936391007,3891,592,526SH DFND11,589,00403,522
ENTERGY CORPCOM29364G103384,2273,213,572SH DFND13,204,28309,289
ENTERPRISE BANCORP INCCOM2936681093,761111,044SH DFND1111,04400
ENTERPRISE FINANCIAL SERVICECOM29371210517,193356,642SH DFND1356,64200
ENTERPRISE PRODUCTS PARTNERSCOM2937921072,73096,961SH DFND114,993081,968
ENTRAVISION COMMUNICATIONS-ACL A29382R1072,028774,105SH DFND1774,10500
ENTRAVISION COMMUNICATIONS-ACL A29382R1071583SH DFND1 258300
ENVESTNET INCCOM29404K10645,340651,161SH DFND1651,16100
ENVISTA HOLDINGS CORPCOM29415F10446,9471,583,908SH DFND11,583,90800
ENZO BIOCHEM INCCOM2941001021,351513,792SH DFND1513,79200
EOG RESOURCES INCCOM26875P101687,4648,226,021SH DFND18,199,887026,134
EOG RESOURCES INCCOM26875P10130369SH DFND1 236900
EPAM SYSTEMS INCCOM29414B104128,764607,477SH DFND1607,47700
EPIZYME INCCOM29428V10426,0911,060,625SH DFND11,060,62500
EPIZYME INCCOM29428V104743,015SH DFND1 23,01500
EPLUS INCCOM29426810716,900200,502SH DFND1200,50200
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20829,392926,908PRN DFND1 2926,90800
EPR PROPERTIESCOM SH BEN INT26884U10965,690929,939SH DFND1890,531039,408
EQT CORPCOM26884L10931,9392,930,248SH DFND12,867,601062,647
EQUIFAX INCCOM294429105253,4831,812,908SH DFND11,807,46905,439
EQUINIX INCCOM29444U700738,3991,267,746SH DFND11,241,833025,913
EQUINOR ASA-SPON ADRSPONSORED ADR29446M1022,519126,521SH DFND1126,52100
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10226213,190SH DFND1 213,19000
EQUITRANS MIDSTREAM CORPCOM29460010130,3872,274,487SH DFND12,224,543049,944
EQUITY BANCSHARES INC - CL ACOM CL A29460X1096,310204,417SH DFND1204,41700
EQUITY COMMONWEALTHCOM SH BEN INT29462810261,3931,870,033SH DFND11,870,03300
EQUITY LIFESTYLE PROPERTIESCOM29472R108215,0873,054,475SH DFND13,009,514044,961
EQUITY RESIDENTIALSH BEN INT29476L107561,8206,954,239SH DFND16,938,565015,674
EQUITY RESIDENTIALSH BEN INT29476L10713173SH DFND1 217300
ERA GROUP INCCOM26885G1092,427238,714SH DFND1238,71400
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,571292,880SH DFND1288,12704,753
ERICSSON (LM) TEL-SP ADRADR B SEK 1029482160821624,631SH DFND1 224,63100
ERIE INDEMNITY COMPANY-CL ACL A29530P10249,695299,608SH DFND1299,60800
EROS INTERNATIONAL PLCSHS NEWG3788M1141,312387,231SH DFND1386,9520279
ESCALADE INCCOM29605610498199,868SH DFND199,86800
ESCO TECHNOLOGIES INCCOM29631510430,990335,037SH DFND1335,03700
ESCO TECHNOLOGIES INCCOM29631510418200SH DFND1 220000
ESPERION THERAPEUTICS INCCOM29664W10520,636346,076SH DFND1346,07600
ESQUIRE FINANCIAL HOLDINGS ICOM29667J1011,79668,901SH DFND168,90100
ESQUIRE FINANCIAL HOLDINGS ICOM29667J1011204,619SH DFND1 24,61900
ESSA BANCORP INCCOM29667D1041,65997,911SH DFND197,91100
ESSENT GROUP LTDCOMG3198U10296,8341,860,285SH DFND11,860,28500
ESSENTIAL PROPERTIES REALTYCOM29670E10726,9191,085,043SH DFND11,058,798026,245
ESSEX PROPERTY TRUST INCCOM297178105419,8651,397,040SH DFND11,394,07102,969
ESSEX PROPERTY TRUST INCCOM2971781051137SH DFND1 23700
ESTEE LAUDER COMPANIES-CL ACL A518439104633,9093,076,266SH DFND13,065,970010,296
ESTEE LAUDER COMPANIES-CL ACL A51843910484410SH DFND1 241000
ETHAN ALLEN INTERIORS INCCOM29760210410,559553,988SH DFND1553,98800
ETSY INCCOM29786A10659,7581,348,953SH DFND11,319,915029,038
EURONET WORLDWIDE INCCOM29873610999,715632,871SH DFND1632,87100
EVANS BANCORP INCCOM NEW29911Q2082,05951,353SH DFND151,35300
EVELO BIOSCIENCES INCCOM299734103514126,718SH DFND1126,71800
EVENTBRITE INC-CLASS ACOM CL A29975E1099,513471,647SH DFND1471,64700
EVERBRIDGE INCCOM29978A10435,742457,765SH DFND1457,76500
EVERCORE INC - ACLASS A29977A10534,703464,194SH DFND1454,147010,047
EVERCORE INC - ACLASS A29977A1054556,089SH DFND1 26,08900
EVEREST RE GROUP LTDCOMG3223R108189,977687,535SH DFND1685,71001,825
EVEREST RE GROUP LTDCOMG3223R108934SH DFND1 23400
EVERGY INCCOM30034W106234,4823,609,746SH DFND13,599,502010,244
EVERGY INCCOM30034W1068131SH DFND1 213100
EVERI HOLDINGS INCCOM30034T10317,2841,287,040SH DFND11,287,04000
EVERI HOLDINGS INCCOM30034T10391368,033SH DFND1 268,03300
EVERQUOTE INC - CLASS ACOM CL A30041R1084,640135,102SH DFND1135,10200
EVERQUOTE INC - CLASS ACOM CL A30041R10843012,546SH DFND1 212,54600
EVERSOURCE ENERGYCOM30040W108456,1665,372,544SH DFND15,340,176032,368
EVERSPIN TECHNOLOGIES INCCOM30041T10443282,191SH DFND182,19100
EVERTEC INCCOM30040P10333,230976,218SH DFND1974,77701,441
EVI INDUSTRIES INCCOM26929N1021,51956,201SH DFND156,20100
EVO PAYMENTS INC-CLASS ACL A COM26927E10413,378506,573SH DFND1506,57300
EVOFEM BIOSCIENCES INCCOM30048L1041,608260,625SH DFND1260,62500
EVOKE PHARMA INCCOM30049G104327202,268SH DFND1202,26800
EVOLENT HEALTH INC - ACL A30050B1018,795971,854SH DFND1971,85400
EVOLUS INCCOM30052C1073,555292,163SH DFND1292,16300
EVOLUTION PETROLEUM CORPCOM30049A1072,006366,856SH DFND1366,85600
EVOLVING SYSTEMS INCCOM NEW30049R2093539,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T10517,948947,176SH DFND1947,17600
EVOQUA WATER TECHNOLOGIES COCOM30057T105241,319SH DFND1 21,31900
EW SCRIPPS CO/THE-ACL A NEW81105440211,979762,554SH DFND1762,55400
EXACT SCIENCES CORPCOM30063P105145,2301,571,881SH DFND11,571,6370244
EXAGEN INCCOM30068X1031,38254,432SH DFND154,43200
EXANTAS CAPITAL CORPCOM NEW30068N1054,815407,769SH DFND1407,76900
EXELA TECHNOLOGIES INCCOM30162V102293720,658SH DFND1720,65800
EXELIXIS INCCOM30161Q10461,3523,481,969SH DFND13,406,928075,041
EXELON CORPCOM30161N101677,84314,899,182SH DFND114,816,077083,105
EXELON CORPCOM30161N10119435SH DFND1 243500
EXFO INCSUB VTG SHS3020461075311,624SH DFND111,62400
EXICURE INCCOM30205M1011,385484,584SH DFND1484,58400
EXLSERVICE HOLDINGS INCCOM30208110432,711470,943SH DFND1470,94300
EXONE CO/THECOM30210410469493,059SH DFND193,05900
EXP WORLD HOLDINGS INCCOM30212W1003,580315,991SH DFND1315,99100
EXPEDIA GROUP INCCOM NEW30212P303235,9012,185,792SH DFND12,172,863012,929
EXPEDIA GROUP INCCOM NEW30212P3038067,460SH DFND1 27,46000
EXPEDITORS INTL WASH INCCOM302130109221,5992,845,707SH DFND12,837,97507,732
EXPEDITORS INTL WASH INCCOM302130109237SH DFND1 23700
EXPONENT INCCOM30214U10256,997825,926SH DFND1825,92600
EXPONENT INCCOM30214U1021892,747SH DFND1 22,74700
EXPRESS INCCOM30219E1034,409905,493SH DFND1905,49300
EXPRESS INCCOM30219E1036313,040SH DFND1 213,04000
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20066,8404,498,005SH DFND14,498,00500
EXTERRAN CORPCOM30227H1063,081393,520SH DFND1393,52000
EXTRA SPACE STORAGE INCCOM30225T102275,0662,608,412SH DFND12,570,007038,405
EXTRACTION OIL & GAS INCCOM30227M1052,7111,279,204SH DFND11,279,20400
EXTREME NETWORKS INCCOM30226D10612,0571,636,055SH DFND11,636,05500
EXXON MOBIL CORPCOM30231G1024,315,89961,969,806SH DFND161,779,7910190,015
EYEGATE PHARMACEUTICALSCOM NEW30233M50333733,686SH DFND133,68600
EYENOVIA INCCOM30234E10433474,739SH DFND174,73900
EYEPOINT PHARMACEUTICALS INCCOM30233G1001,271820,231SH DFND1820,23100
EZCORP INC-CL ACL A NON VTG3023011064,967728,432SH DFND1728,43200
F5 NETWORKS INCCOM315616102159,8871,146,875SH DFND11,144,14202,733
F5 NETWORKS INCCOM31561610237265SH DFND1 226500
FABRINETSHSG3323L10030,874476,157SH DFND1476,15700
FACEBOOK INC-CLASS ACL A30303M1026,980,97934,087,826SH DFND133,901,0490186,777
FACEBOOK INC-CLASS ACL A30303M102173846SH DFND1 284600
FACTSET RESEARCH SYSTEMS INCCOM303075105152,640568,906SH DFND1559,60709,299
FAIR ISAAC CORPCOM303250104138,105368,596SH DFND1361,49807,098
FAIR ISAAC CORPCOM303250104254680SH DFND1 268000
FALCON MINERALS CORPCL A COM30607B1093,527499,714SH DFND1499,71400
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A1031,01939,266SH DFND139,26600
FAR POINT ACQUISITION -CW25*W EXP 06/01/20230734W1176450,000SH DFND1 250,00000
FAR POINT ACQUISITION -CW25*W EXP 06/01/20230734W11755,000SH DFND15,00000
FARMER BROS COCOM3076751082,691178,723SH DFND1178,72300
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,900129,356SH DFND1129,35600
FARMERS NATL BANC CORPCOM3096271075,636345,398SH DFND1345,39800
FARMERS NATL BANC CORPCOM309627107211,300SH DFND1 21,30000
FARMLAND PARTNERS INCCOM31154R1092,779409,901SH DFND1402,73007,171
FARO TECHNOLOGIES INCCOM31164210211,867235,699SH DFND1235,69900
FASTENAL COCOM311900104386,99310,491,607SH DFND110,442,252049,355
FASTLY INC - CLASS ACL A31188V1002,060102,654SH DFND1102,65400
FATE THERAPEUTICS INCCOM31189P10217,159876,835SH DFND1876,83500
FB FINANCIAL CORPCOM30257X1049,072229,165SH DFND1229,16500
FBL FINANCIAL GROUP INC-CL ACL A30239F1067,909134,224SH DFND1134,22400
FEDERAL AGRIC MTG CORP-CL CCL C31314830612,303147,344SH DFND1147,34400
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206183,3421,426,525SH DFND11,423,35203,173
FEDERAL SIGNAL CORPCOM31385510825,359786,331SH DFND1786,33100
FEDERAL SIGNAL CORPCOM3138551082748,504SH DFND1 28,50400
FEDERATED INVESTORS INC-CL BCL B31421110345,1251,384,637SH DFND11,360,653023,984
FEDEX CORPCOM31428X106493,8223,273,524SH DFND13,262,741010,783
FEDEX CORPCOM31428X10637246SH DFND1 224600
FEDNAT HOLDING COCOM31431B1092,399144,297SH DFND1144,29700
FERRARI NVCOMN3167Y1032011,215SH DFND1 21,21500
FERRARI NVCOMN3167Y103142863SH DFND186300
FERRO CORPCOM31540510015,8321,067,580SH DFND11,067,58000
FERRO CORPCOM31540510032521,979SH DFND1 221,97900
FERROGLOBE PLCSHSG33856108146155,898SH DFND1155,89800
FERROGLOBE PLCSHSG338561085356,928SH DFND1 256,92800
FGL HOLDINGSORD SHSG3402M10218,9691,781,169SH DFND11,781,16900
FIAT CHRYSLER AUTOMOBILES NVSHSN317381022,209150,402SH DFND1 2150,40200
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810223315,906SH DFND115,0360870
FIBROGEN INCCOM31572Q80847,8871,116,525SH DFND11,116,52500
FIDELITY D&D BANCORP INCCOM31609R1002,36838,078SH DFND138,07800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303153,3023,383,187SH DFND13,383,18700
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303601,343SH DFND1 21,34300
FIDELITY NATIONAL INFO SERVCOM31620M1061,248,3708,994,573SH DFND18,966,332028,241
FIDUCIARY/CLAYM ENRGY INFRACOM31647Q1069512,089SH DFND1 212,08900
FIESTA RESTAURANT GROUPCOM31660B1013,220325,634SH DFND1325,63400
FIFTH THIRD BANCORPCOM316773100370,50412,075,621SH DFND112,042,029033,592
FIFTH THIRD BANCORPCOM316773100268SH DFND1 26800
FINANCIAL INSTITUTIONS INCCOM3175854047,975248,456SH DFND1248,45600
FINJAN HOLDINGS INCCOM NEW31788H303237118,269SH DFND1118,26900
FINTECH ACQUISITION CORP - ACOM CL A31811A1011,013100,000SH DFND1 2100,00000
FINVOLUTION GROUPSPONSORED ADS31810T101350132,095SH DFND1 2132,09500
FINVOLUTION GROUPSPONSORED ADS31810T1013613,706SH DFND113,70600
FIREEYE INCCOM31816Q10138,1632,308,726SH DFND12,308,72600
FIRST AMERICAN FINANCIALCOM31847R102104,9031,798,756SH DFND11,771,226027,530
FIRST BANCORP INC/MECOM31866P1023,487115,374SH DFND1115,37400
FIRST BANCORP PUERTO RICOCOM NEW31867270634,9873,303,816SH DFND13,303,81600
FIRST BANCORP/NCCOM31891010616,558414,890SH DFND1414,89000
FIRST BANCSHARES INC/MSCOM3189161038,560241,014SH DFND1241,01400
FIRST BANK/HAMILTON NJCOM31931U1022,120191,891SH DFND1191,89100
FIRST BUSEY CORPCOM NEW31938320419,355703,839SH DFND1703,3230516
FIRST BUSINESS FINANCIAL SERCOM3193901002,48294,286SH DFND194,28600
FIRST CAPITAL INCCOM31942S1042,91839,984SH DFND139,98400
FIRST CHOICE BANCORPCOM31948P1042,983110,652SH DFND1110,65200
FIRST CITIZENS BCSHS -CL ACL A31946M10351,55996,879SH DFND196,87900
FIRST CITIZENS BCSHS -CL ACL A31946M103346651SH DFND1 265100
FIRST COMMONWEALTH FINL CORPCOM31982910718,7871,294,822SH DFND11,294,82200
FIRST COMMUNITY BANKSHARESCOM31983A1035,960192,162SH DFND1192,16200
FIRST COMMUNITY CORPCOM3198351041,52770,674SH DFND170,67400
FIRST DEFIANCE FINL CORPCOM32006W1069,510302,014SH DFND1302,01400
FIRST DEFIANCE FINL CORPCOM32006W1062859,074SH DFND1 29,07400
FIRST FINANCIAL BANCORPCOM32020910934,2901,347,910SH DFND11,347,91000
FIRST FINANCIAL CORP/INDIANACOM3202181008,379183,276SH DFND1183,27600
FIRST FINANCIAL NORTHWESTCOM32022K1021,40293,853SH DFND193,85300
FIRST FINL BANKSHARES INCCOM32020R10969,4381,978,297SH DFND11,945,008033,289
FIRST FOUNDATION INCCOM32026V1049,434542,231SH DFND1542,23100
FIRST GUARANTY BANCSHARES INCOM32043P10676535,165SH DFND135,16500
FIRST HAWAIIAN INCCOM32051X10843,5191,508,476SH DFND11,508,47600
FIRST HORIZON NATIONAL CORPCOM32051710562,5773,778,942SH DFND13,702,684076,258
FIRST INDUSTRIAL REALTY TRCOM32054K10390,4502,178,995SH DFND12,147,882031,113
FIRST INTERNET BANCORPCOM3205571013,128131,967SH DFND1131,96700
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20122,914546,618SH DFND1546,61800
FIRST MAJESTIC SILVER CORPCOM32076V10334327,984SH DFND127,98400
FIRST MERCHANTS CORPCOM32081710931,539758,346SH DFND1758,34600
FIRST MID BANCSHARES INCCOM3208661066,567186,308SH DFND1186,30800
FIRST MIDWEST BANCORP INC/ILCOM32086710433,9921,474,092SH DFND11,474,09200
FIRST NORTHWEST BANCORPCOM3358341072,048112,999SH DFND1112,99900
FIRST OF LONG ISLAND CORPCOM3207341068,248328,888SH DFND1328,88800
FIRST REPUBLIC BANK/CACOM33616C100314,3602,681,899SH DFND12,674,32807,571
FIRST SAVINGS FINANCIAL GRPCOM33621E1093965,905SH DFND15,90500
FIRST SOLAR INCCOM33643310752,123931,449SH DFND1912,850018,599
FIRST TRUST ABERDEEN EMG OPPCOM33731K10248534,032SH DFND1 234,03200
FIRST UNITED CORPCOM33741H1071,01041,960SH DFND141,96000
FIRST US BANCSHARES INCCOM33744V10313711,875SH DFND111,87500
FIRST WESTERN FINANCIAL INCCOM33751L10520712,629SH DFND112,62900
FIRSTCASH INCCOM33767D10547,799592,825SH DFND1582,371010,454
FIRSTENERGY CORPCOM337932107415,4418,565,358SH DFND18,537,918027,440
FIRSTSERVICE CORPCOM33767E2023,48137,414SH DFND137,41400
FISERV INCCOM3377381081,143,2789,905,351SH DFND19,852,680052,671
FISERV INCCOM337738108763SH DFND1 26300
FITBIT INC - ACL A33812L10219,8803,027,122SH DFND13,027,12200
FITBIT INC - ACL A33812L1024,061618,136SH DFND1 2618,13600
FIVE BELOWCOM33829M10180,816632,067SH DFND1618,424013,643
FIVE PRIME THERAPEUTICS INCCOM33830X1042,367515,824SH DFND1515,82400
FIVE STAR SENIOR LIVING INCCOM NEW33832D20510728,880SH DFND128,88000
FIVE9 INCCOM33830710154,338828,580SH DFND1828,58000
FLAGSTAR BANCORP INCCOM PAR .00133793070517,106447,228SH DFND1447,22800
FLEETCOR TECHNOLOGIES INCCOM339041105382,1921,331,108SH DFND11,327,21103,897
FLEETCOR TECHNOLOGIES INCCOM339041105101353SH DFND1 235300
FLEX LTDORDY2573F1025,186415,874SH DFND1415,87400
FLEXION THERAPEUTICS INCCOM33938J1069,467457,347SH DFND1457,34700
FLEXION THERAPEUTICS INCCOM33938J10633416,170SH DFND1 216,17000
FLEXSHOPPER INCCOM NEW33939J30315460,932SH DFND160,93200
FLEXSTEEL INDSCOM3393821032,578129,438SH DFND1129,43800
FLIR SYSTEMS INCCOM302445101122,7412,361,587SH DFND12,355,60105,986
FLIR SYSTEMS INCCOM30244510136705SH DFND1 270500
FLOOR & DECOR HOLDINGS INC-ACL A33975010136,457717,524SH DFND1717,52400
FLOTEK INDUSTRIES INCCOM3433891021,405702,734SH DFND1696,54506,189
FLOWERS FOODS INCCOM34349810149,7402,287,959SH DFND12,240,413047,546
FLOWSERVE CORPCOM34354P105103,4742,083,209SH DFND12,077,01606,193
FLUENT INCCOM34380C1021,447578,891SH DFND1578,89100
FLUIDIGM CORPCOM34385P1083,364966,667SH DFND1966,66700
FLUOR CORPCOM34341210229,0961,541,109SH DFND11,506,762034,347
FLUOR CORPCOM34341210219710,471SH DFND1 210,47100
FLUSHING FINANCIAL CORPCOM3438731058,434390,396SH DFND1390,39600
FMC CORPCOM NEW302491303199,4102,001,790SH DFND11,995,99005,800
FNB CORPCOM30252010148,0133,780,613SH DFND13,700,991079,622
FNB CORPCOM30252010116312,881SH DFND1 212,88100
FNCB BANCORP INCCOM3025781091,659196,375SH DFND1196,37500
FOAMIX PHARMACEUTICALS LTDSHSM4613510514543,737SH DFND143,73700
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P10012,220414,679SH DFND1414,67900
FONAR CORPCOM NEW34443740599950,761SH DFND150,76100
FOOT LOCKER INCCOM34484910448,9401,255,201SH DFND11,228,425026,776
FOOT LOCKER INCCOM34484910442510,904SH DFND1 210,90400
FORD MOTOR COCOM345370860548,32959,020,730SH DFND158,829,3450191,385
FORD MOTOR COCOM34537086017719,105SH DFND1 219,10500
FORESCOUT TECHNOLOGIES INCCOM34553D10116,973517,471SH DFND1517,47100
FORESTAR GROUP INCCOM3462321013,744179,572SH DFND1179,57200
FORMFACTOR INCCOM34637510829,3881,131,624SH DFND11,131,62400
FORRESTER RESEARCH INCCOM3465631096,688160,401SH DFND1160,40100
FORTERRA INCCOM34960W1067,050609,910SH DFND1609,91000
FORTINET INCCOM34959E109277,7652,606,330SH DFND12,599,97006,360
FORTINET INCCOM34959E1096636,216SH DFND1 26,21600
FORTIS INCCOM34955310729,050699,013SH DFND1671,963027,050
FORTIS INCCOM349553107260SH DFND1 26000
FORTIVE CORPCOM34959J108342,8344,497,418SH DFND14,483,911013,507
FORTIVE CORPCOM34959J1088113SH DFND1 211300
FORTRESS BIOTECH INCCOM34960Q109898349,498SH DFND1349,49800
FORTUNA SILVER MINES INCCOM34991510811929,283SH DFND129,28300
FORTUNE BRANDS HOME & SECURICOM34964C106153,9512,360,566SH DFND12,354,31006,256
FORTUNE BRANDS HOME & SECURICOM34964C1062543,888SH DFND1 23,88800
FORTY SEVEN INCCOM34983P10414,783375,503SH DFND1375,50300
FORUM ENERGY TECHNOLOGIES INCOM34984V1001,8281,088,378SH DFND11,088,37800
FORUM ENERGY TECHNOLOGIES INCOM34984V10011166,126SH DFND1 266,12600
FORUM MERGER II CORP - W*W EXP 09/30/20234986F111170371,100SH DFND1 2371,10000
FORWARD AIR CORPCOM34985310127,370391,286SH DFND1391,28600
FORWARD AIR CORPCOM3498531014796,851SH DFND1 26,85100
FORWARD INDUSTRIES INCCOM NEW3498623001818,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1064,983632,392SH DFND1632,39200
FOSTER (LB) CO-ACOM3500601092,640136,259SH DFND1136,25900
FOUNDATION BUILDING MATERIALCOM3503921064,661240,892SH DFND1238,55202,340
FOUR CORNERS PROPERTY TRUSTCOM35086T10926,238930,756SH DFND1912,355018,401
FOX CORP - CLASS ACL A COM35137L105217,6525,882,032SH DFND15,850,509031,523
FOX CORP - CLASS ACL A COM35137L105381,047SH DFND1 21,04700
FOX CORP - CLASS BCL B COM35137L20494,6242,605,561SH DFND12,587,921017,640
FOX FACTORY HOLDING CORPCOM35138V10236,730527,971SH DFND1527,97100
FRANCESCAS HOLDINGS CORPCOM NEW35179320320019,279SH DFND119,27900
FRANCO-NEVADA CORPCOM35185810528,673276,156SH DFND1275,9170239
FRANKLIN COVEY COCOM3534691094,044125,480SH DFND1125,48000
FRANKLIN COVEY COCOM35346910944413,795SH DFND1 213,79500
FRANKLIN ELECTRIC CO INCCOM35351410233,512584,648SH DFND1584,64800
FRANKLIN FINANCIAL NETWORKCOM35352P1045,741167,248SH DFND1167,24800
FRANKLIN FINANCIAL SERVICESCOM3535251081,94250,216SH DFND150,21600
FRANKLIN RESOURCES INCCOM354613101111,0934,285,270SH DFND14,272,814012,456
FRANKLIN RESOURCES INCCOM3546131011,45055,830SH DFND1 255,83000
FRANKLIN STREET PROPERTIES CCOM35471R10615,5911,821,416SH DFND11,821,41600
FRANK'S INTERNATIONAL NVCOMN334621076,8881,332,404SH DFND11,332,40400
FREEPORT-MCMORAN INCCL B35671D857308,80423,583,132SH DFND123,518,113065,019
FREEPORT-MCMORAN INCCL B35671D85718914,453SH DFND1 214,45300
FREIGHTCAR AMERICA INCCOM35702310016881,534SH DFND181,53400
FREQUENCY ELECTRONICS INCCOM35801010627226,666SH DFND126,66600
FREQUENCY THERAPEUTICS INCCOM35803L1081,24871,233SH DFND171,23300
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291062,84477,223SH DFND176,2630960
FRESH DEL MONTE PRODUCE INCORDG3673810513,990399,956SH DFND1399,95600
FRESHPET INCCOM35803910525,853437,522SH DFND1437,52200
FRIEDMAN INDUSTRIESCOM35843510517128,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G10710,461847,797SH DFND1835,022012,775
FRONTDOOR INCCOM35905A10985,6581,806,381SH DFND11,806,38100
FRONTDOOR INCCOM35905A1092174,593SH DFND1 24,59300
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3061,3791,551,199SH DFND11,545,37105,828
FRONTIER COMMUNICATIONS CORPCOM NEW35906A306113127,529SH DFND1 2127,52900
FRONTLINE LTDSHS NEWG3682E19232725,441SH DFND125,44100
FRONTLINE LTDSHS NEWG3682E192251,948SH DFND1 21,94800
FRP HOLDINGS INCCOM30292L1074,91998,771SH DFND198,77100
FS BANCORP INCCOM30263Y1043,66757,495SH DFND157,49500
FS KKR CAPITAL CORPCOM30263510728346,179SH DFND1 246,17900
FS KKR CAPITAL CORPCOM302635107274,466SH DFND14,46600
FTI CONSULTING INCCOM30294110962,853567,992SH DFND1558,76909,223
FTS INTERNATIONAL INCCOM30283W104456438,824SH DFND1438,82400
FTV 5 07/01/21 S-A5% PFD CNV SER A34959J2079731,000PRN DFND1 21,00000
FUEL TECH INCCOM359523107180193,817SH DFND1193,81700
FUELCELL ENERGY INCCOM35952H6013,5591,418,266SH DFND11,418,26600
FULCRUM THERAPEUTICS INCCOM35961610997658,701SH DFND158,70100
FULGENT GENETICS INCCOM3596641091,20993,793SH DFND193,79300
FULL HOUSE RESORTS INCCOM359678109452135,218SH DFND1135,21800
FULTON FINANCIAL CORPCOM36027110045,4102,605,281SH DFND12,565,065040,216
FUNKO INC-CLASS ACOM CL A3610081054,261248,363SH DFND1248,36300
FUTURE FINTECH GROUP INCCOM36117V1051023,108SH DFND123,10800
FUTUREFUEL CORPCOM36116M1065,875474,251SH DFND1474,25100
FVCBANKCORP INCCOM36120Q1012,515143,969SH DFND1143,96900
G1 THERAPEUTICS INCCOM3621LQ10910,987415,705SH DFND1415,70500
GABELLI GLOBAL SMALL & MCOM36249W10449942,160SH DFND1 242,16000
GAIA INCCL A36269P1041,401175,382SH DFND1175,38200
GAIN CAPITAL HOLDINGS INCCOM36268W1001,150291,140SH DFND1291,14000
GALAPAGOS NV-SPON ADRSPON ADR36315X1011,3426,490SH DFND16,49000
GALAPAGOS NV-SPON ADRSPON ADR36315X1011,1325,475SH DFND1 25,47500
GALECTIN THERAPEUTICS INCCOM NEW3632252021,557544,573SH DFND1544,57300
GALERA THERAPEUTICS INCCOM36338D10849137,374SH DFND137,37400
GALMED PHARMACEUTICALS LTDSHSM4723810611519,960SH DFND119,96000
GAMCO INVESTORS INC-ACL A COM3614381041,11857,373SH DFND157,37300
GAMESTOP CORP-CLASS ACL A36467W1097,2621,194,560SH DFND11,194,56000
GAMESTOP CORP-CLASS ACL A36467W109426,918SH DFND1 26,91800
GAMING AND LEISURE PROPERTIECOM36467J108135,7913,154,360SH DFND13,101,896052,464
GANNETT CO INCCOM36472T1099,9651,561,922SH DFND11,561,5680354
GAP INC/THECOM36476010859,7923,388,749SH DFND13,379,13309,616
GAP INC/THECOM364760108171,016SH DFND1 21,01600
GARDNER DENVER HOLDINGS INCCOM36555P10752,2471,424,414SH DFND11,424,41400
GARMIN LTDSHSH2906T109306,3683,144,569SH DFND13,137,85206,717
GARRETT MOTION INCCOM3665051055,742574,831SH DFND1574,83100
GARTNER INCCOM366651107204,2411,328,235SH DFND11,324,21604,019
GARTNER INCCOM36665110738249SH DFND1 224900
GASLOG LTDSHSG375851094,622472,160SH DFND1472,16000
GASLOG LTDSHSG37585109959,773SH DFND1 29,77300
GATES INDUSTRIAL CORP PLCORD SHSG391081087,804567,176SH DFND1567,17600
GATX CORPCOM36144810338,252461,702SH DFND1453,10108,601
GCAP 5 08/15/22NOTE 5.000% 8/136268WAF73,8994,500,000PRN DFND1 24,500,00000
GCAP 5 08/15/22NOTE 5.000% 8/136268WAF7438500,000PRN DFND1500,00000
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30579,1791,117,572SH DFND11,117,57200
GCP APPLIED TECHNOLOGIESCOM36164Y10116,065707,423SH DFND1707,42300
GDS HOLDINGS LTD - ADRSPONSORED ADS36165L10810,337201,618SH DFND1201,61800
GENCO SHIPPING & TRADING LTDSHSY2685T1312,328219,238SH DFND1214,13705,101
GENCO SHIPPING & TRADING LTDSHSY2685T131151,462SH DFND1 21,46200
GENCOR INDUSTRIES INCCOM3686781081,236105,972SH DFND1105,97200
GENERAC HOLDINGS INCCOM36873610491,081905,470SH DFND1905,47000
GENERAL AMERICAN INVESTORSCOM36880210499326,338SH DFND1 226,33800
GENERAL DYNAMICS CORPCOM369550108569,9033,239,200SH DFND13,228,675010,525
GENERAL DYNAMICS CORPCOM36955010840227SH DFND1 222700
GENERAL ELECTRIC COCOM3696041031,337,151120,094,376SH DFND1119,688,7490405,627
GENERAL ELECTRIC COCOM369604103151,364SH DFND1 21,36400
GENERAL FINANCE CORPCOM3698221012,133192,691SH DFND1192,69100
GENERAL MILLS INCCOM370334104477,7418,937,473SH DFND18,907,655029,818
GENERAL MILLS INCCOM37033410424449SH DFND1 244900
GENERAL MOLY INCCOM37037310260267,745SH DFND1267,74500
GENERAL MOTORS COCOM37045V100654,59617,910,363SH DFND117,853,920056,443
GENERAL MOTORS COCOM37045V1003659,977SH DFND1 29,97700
GENESCO INCCOM3715321029,288193,837SH DFND1193,83700
GENESCO INCCOM3715321024018,378SH DFND1 28,37800
GENESIS HEALTHCARE INCCL A COM37185X1061,128688,297SH DFND1688,29700
GENIE ENERGY LTD-BCL B3722842081,793232,025SH DFND1232,02500
GENMAB A/S -SP ADRSPONSORED ADS37230320639517,708SH DFND117,70800
GENMARK DIAGNOSTICS INCCOM3723091043,661761,242SH DFND1761,24200
GENOCEA BIOSCIENCES INCCOM NEW372427401312150,965SH DFND1150,96500
GENPACT LTDSHSG3922B10793,0722,206,567SH DFND12,206,56700
GENTEX CORPCOM371901109114,7663,948,905SH DFND13,885,348063,557
GENTEX CORPCOM3719011091073,723SH DFND1 23,72300
GENTHERM INCCOM37253A10320,554463,037SH DFND1462,957080
GENUINE PARTS COCOM372460105235,3202,219,836SH DFND12,212,48407,352
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10629,2836,655,516SH DFND16,527,9440127,572
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10622050,000SH DFND1 250,00000
GEO GROUP INC/THECOM36162J10628,7051,728,181SH DFND11,667,755060,426
GEOSPACE TECHNOLOGIES CORPCOM37364X1093,297196,636SH DFND1196,63600
GERDAU SA -SPON ADRSPON ADR REP PFD3737371057815,950SH DFND110,94805,002
GERMAN AMERICAN BANCORPCOM37386510412,455349,669SH DFND1349,66900
GERON CORPCOM3741631033,3642,473,903SH DFND12,473,7070196
GETTY REALTY CORPCOM37429710915,355467,161SH DFND1458,55208,609
GEVO INCCOM PAR37439640619183,082SH DFND183,08200
GIBRALTAR INDUSTRIES INCCOM37468910723,869473,224SH DFND1473,22400
G-III APPAREL GROUP LTDCOM36237H10119,630585,998SH DFND1585,99800
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411818023,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOM3759161038,542291,103SH DFND1290,04901,054
GILEAD SCIENCES INCCOM3755581031,246,23919,213,344SH DFND119,102,2890111,055
GILEAD SCIENCES INCCOM37555810369410,693SH DFND1 210,69300
GLACIER BANCORP INCCOM37637Q10554,3941,182,754SH DFND11,182,75400
GLADSTONE COMMERCIAL CORPCOM3765361089,452432,420SH DFND1424,51407,906
GLADSTONE LAND CORPCOM3765491013,400262,168SH DFND1257,42504,743
GLATFELTERCOM37731610410,814590,975SH DFND1588,84502,130
GLATFELTERCOM37731610420010,972SH DFND1 210,97200
GLAUKOS CORPCOM37732210227,277500,779SH DFND1500,77900
GLAUKOS CORPCOM377322102631,163SH DFND1 21,16300
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W10512,053256,503SH DFND1254,52701,976
GLEN BURNIE BANCORPCOM37740710121418,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10865,288821,344SH DFND1821,34400
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102243487,346SH DFND1487,34600
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,73592,321SH DFND192,32100
GLOBAL MEDICAL REIT INCCOM NEW37954A2046,019455,001SH DFND1446,64708,354
GLOBAL NET LEASE INCCOM NEW37937820123,8251,174,804SH DFND11,151,572023,232
GLOBAL PAYMENTS INCCOM37940X102848,8834,659,436SH DFND14,645,703013,733
GLOBAL SELF STORAGE INCCOM37955N106437101,779SH DFND1101,77900
GLOBAL WATER RESOURCES INCCOM3794631021,29598,531SH DFND198,53100
GLOBALSCAPE INCCOM37940G10996097,689SH DFND197,68900
GLOBALSCAPE INCCOM37940G10939239,970SH DFND1 239,97000
GLOBALSTAR INCCOM3789734082,6485,105,823SH DFND15,105,82300
GLOBANT SACOML443851099,22187,628SH DFND187,62800
GLOBE LIFE INCCOM37959E102169,1771,610,588SH DFND11,606,13004,458
GLOBE LIFE INCCOM37959E10224236SH DFND1 223600
GLOBUS MEDICAL INC - ACL A37957720859,4391,009,509SH DFND1990,645018,864
GLOWPOINT INCCOM3798875084734,074SH DFND134,07400
GLRE 4 08/01/23NOTE 4.000% 8/0395366AB36,6737,000,000PRN DFND1 27,000,00000
GLRE 4 08/01/23NOTE 4.000% 8/0395366AB3677700,000PRN DFND1700,00000
GLU MOBILE INCCOM3798901069,6821,600,421SH DFND11,596,61103,810
GLYCOMIMETICS INCCOM38000Q1022,594490,369SH DFND1490,36900
GMS INCCOM36251C10315,412569,131SH DFND1568,2620869
GMS INCCOM36251C1032368,731SH DFND1 28,73100
GNC HOLDINGS INC-CL ACOM CL A36191G1073,0011,111,488SH DFND11,110,6150873
GODADDY INC - CLASS ACL A380237107120,0981,770,027SH DFND11,770,02700
GODADDY INC - CLASS ACL A38023710736538SH DFND1 253800
GOGO INCCOM38046C1095,060790,757SH DFND1790,75700
GOL LINHAS AEREAS INTEL-ADRSPON ADR PFD NEW38045R2062,259125,065SH DFND1 2125,06500
GOL LINHAS AEREAS INTEL-ADRSPON ADR PFD NEW38045R2061,00555,123SH DFND155,12300
GOLAR LNG LTDSHSG9456A1007,922557,120SH DFND1557,12000
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10235740,472SH DFND140,47200
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T10623335,317SH DFND133,47201,845
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T10615122,937SH DFND1 222,93700
GOLD RESOURCE CORPCOM38068T1054,797865,971SH DFND1865,97100
GOLDEN ENTERTAINMENT INCCOM3810131015,129266,891SH DFND1266,89100
GOLDEN MINERALS COCOM38111910673236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205689118,725SH DFND1118,72500
GOLDEN STAR RESOURCES LTDCOM38119T80722260,000SH DFND160,00000
GOLDFIELD CORPCOM381370105517145,817SH DFND1145,81700
GOLDMAN SACHS GROUP INCCOM38141G1041,035,9634,515,748SH DFND14,501,434014,314
GOLDMAN SACHS GROUP INCCOM38141G1043771,643SH DFND1 21,64300
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW3821408799056,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR3824108431,051104,764SH DFND1104,76400
GOODYEAR TIRE & RUBBER COCOM38255010145,9362,953,176SH DFND12,896,181056,995
GOODYEAR TIRE & RUBBER COCOM382550101392,511SH DFND1 22,51100
GOOSEHEAD INSURANCE INC -ACOM CL A38267D10910,931257,825SH DFND1257,82500
GOPRO INC-CLASS ACL A38268T1037,3911,703,066SH DFND11,703,06600
GORES HOLDINGS III INC-CW23*W EXP 09/11/20238286G1171,074693,100SH DFND1 2693,10000
GORES HOLDINGS III INC-CW23*W EXP 09/11/20238286G11743,900SH DFND13,90000
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1143,3441,697,875SH DFND1 21,697,87500
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J114285170,000SH DFND1170,00000
GORES METROPOULOS INC-C-CW24*W EXP 01/28/20238287211713397,001SH DFND1 297,00100
GORMAN-RUPP COCOM3830821049,723259,289SH DFND1259,28900
GORMAN-RUPP COCOM38308210415400SH DFND1 240000
GOSSAMER BIO INCCOM38341P1028,243527,405SH DFND1527,40500
GP STRATEGIES CORPCOM36225V1042,370179,161SH DFND1179,16100
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC14,6854,500,000PRN DFND1 24,500,00000
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC11,1481,100,000PRN DFND11,100,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF18,3929,000,000PRN DFND1 29,000,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF19421,000,000PRN DFND11,000,00000
GRACO INCCOM384109104101,1691,945,558SH DFND11,904,684040,874
GRACO INCCOM3841091041072,075SH DFND1 22,07500
GRAF INDUSTRIAL CORP-CW25*W EXP 12/31/202384278115219500,000SH DFND1 2500,00000
GRAF INDUSTRIAL CORP-CW25*W EXP 12/31/2023842781151850,000SH DFND150,00000
GRAFTECH INTERNATIONAL LTDCOM3843135087,706663,237SH DFND1662,4250812
GRAHAM CORPCOM3845561062,604119,019SH DFND1119,01900
GRAHAM HOLDINGS CO-CLASS BCOM38463710430,80848,214SH DFND147,14801,066
GRAND CANYON EDUCATION INCCOM38526M10654,181565,630SH DFND1553,812011,818
GRAND CANYON EDUCATION INCCOM38526M10616177SH DFND1 217700
GRANITE CONSTRUCTION INCCOM38732810716,861609,393SH DFND1609,39300
GRANITE POINT MORTGAGE TRUSTCOM38741L10713,045709,752SH DFND1709,75200
GRAPHIC PACKAGING HOLDING COCOM38868910159,5203,574,804SH DFND13,574,80400
GRAY TELEVISION INCCOM38937510624,3811,137,200SH DFND11,136,5240676
GREAT AJAX CORPCOM38983D3003,410230,270SH DFND1230,27000
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209612183,487SH DFND1183,48700
GREAT LAKES DREDGE & DOCK COCOM39060710911,4771,012,986SH DFND11,000,632012,354
GREAT LAKES DREDGE & DOCK COCOM39060710922319,717SH DFND1 219,71700
GREAT SOUTHERN BANCORP INCCOM39090510713,354210,904SH DFND1210,90400
GREAT SOUTHERN BANCORP INCCOM39090510721346SH DFND1 234600
GREAT WESTERN BANCORP INCCOM39141610425,162724,317SH DFND1724,31700
GREEN BRICK PARTNERS INCCOM3927091013,866336,830SH DFND1336,83000
GREEN DOT CORP-CLASS ACL A39304D10214,880638,636SH DFND1627,055011,581
GREEN DOT CORP-CLASS ACL A39304D1021235,306SH DFND1 25,30600
GREEN PLAINS INCCOM3932221047,519487,313SH DFND1487,31300
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110621415,501SH DFND115,50100
GREENBRIER COMPANIES INCCOM39365710113,622420,048SH DFND1419,9290119
GREENE COUNTY BANCORP INCCOM39435710765022,593SH DFND122,59300
GREENHILL & CO INCCOM3952591043,554208,121SH DFND1207,7360385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1093,930388,777SH DFND1388,77700
GREENSKY INC-CLASS ACL A39572G1003,127351,382SH DFND1351,38200
GREIF INC-CL ACL A39762410715,177343,372SH DFND1336,76606,606
GREIF INC-CL BCL B3976242064,21481,415SH DFND181,41500
GRIFFIN INDUSTRIAL REALTY INCOM39823110089422,605SH DFND122,60500
GRIFFON CORPCOM39843310210,658524,256SH DFND1524,25600
GRIFOLS SA-ADRSP ADR REP B NVT3984384083,503150,450SH DFND1149,39201,058
GRITSTONE ONCOLOGY INCCOM39868T1052,758307,542SH DFND1307,54200
GROCERY OUTLET HOLDING CORPCOM39874R10112,952399,153SH DFND1399,15300
GROUP 1 AUTOMOTIVE INCCOM39890510926,723267,238SH DFND1267,23800
GROUP 1 AUTOMOTIVE INCCOM3989051091011,015SH DFND1 21,01500
GROUPON INCCOM39947310714,9136,239,752SH DFND16,239,75200
GROUPON INCCOM399473107481201,656SH DFND1 2201,65600
GRUBHUB INCCOM40011010247,754982,660SH DFND1960,249022,411
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011023966,619SH DFND14,25002,369
GRUPO AEROPORTUARIO CEN-ADRSPON ADR40050110229499SH DFND1 249900
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B4005061014243,580SH DFND11,24902,331
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B400506101107906SH DFND1 290600
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E2024302,299SH DFND11,04301,256
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E2023321,777SH DFND1 21,77700
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W10111313,069SH DFND19,32603,743
GRUPO FINANCIERO GALICIA-ADRSPONSORED ADR3999091004,969308,107SH DFND1308,10700
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J20615413,159SH DFND1 213,15900
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J206534,548SH DFND14,2980250
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG96,1875,500,000PRN DFND1 25,500,00000
GSE SYSTEMS INCCOM36227K1065533,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U1061,326187,072SH DFND1187,07200
GTT COMMUNICATIONS INCCOM3623931004,638408,698SH DFND1408,69800
GTY TECHNOLOGY HOLDINGS INCCOM3624091043,158536,222SH DFND1536,22200
GUANGSHEN RAILWAY-SPONS ADRSPONSORED ADR40065W10725115,176SH DFND114,01501,161
GUARANTY BANCSHARES INCCOM4007641063,918119,171SH DFND1119,17100
GUARDANT HEALTH INCCOM40131M10935,644456,166SH DFND1456,16600
GUESS INCCOM40161710512,841573,807SH DFND1573,80700
GUIDEWIRE SOFTWARE INCCOM40171V10094,927865,620SH DFND1865,62000
GUIDEWIRE SOFTWARE INCCOM40171V10038353SH DFND1 235300
GULF ISLAND FABRICATION INCCOM40230710246992,572SH DFND192,57200
GULFPORT ENERGY CORPCOM NEW4026353046,9212,276,890SH DFND12,276,89000
GW PHARMACEUTICALS -ADRADS36197T1032,37422,707SH DFND122,70700
GWG HOLDINGS INCCOM36192A10912012,300SH DFND112,30000
GX ACQUISITION CORP -CW26*W EXP 05/24/20236251A1153140,000SH DFND1 240,00000
H&E EQUIPMENT SERVICES INCCOM40403010814,569435,820SH DFND1435,82000
H&R BLOCK INCCOM09367110584,3573,597,008SH DFND13,587,57209,436
H&R BLOCK INCCOM09367110563627,098SH DFND1 227,09800
H.B. FULLER CO.COM35969410634,029659,869SH DFND1659,86900
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1033,119299,055SH DFND1299,05500
HACKETT GROUP INC/THECOM4046091096,111378,634SH DFND1378,63400
HAEMONETICS CORP/MASSCOM40502410085,943747,988SH DFND1735,080012,908
HAEMONETICS CORP/MASSCOM40502410032282SH DFND1 228200
HAIN CELESTIAL GROUP INCCOM40521710024,894959,141SH DFND1939,453019,688
HALLADOR ENERGY COCOM40609P105701236,043SH DFND1236,04300
HALLIBURTON COCOM406216101328,03613,433,452SH DFND113,394,004039,448
HALLMARK FINL SERVICES INCCOM NEW40624Q2033,301187,883SH DFND1187,88300
HALOZYME THERAPEUTICS INCCOM40637H10933,4181,884,833SH DFND11,884,83300
HAMILTON BEACH BRAND-ACOM CL A40701T1041,64686,195SH DFND186,19500
HAMILTON LANE INC-CLASS ACL A40749710619,694330,451SH DFND1330,45100
HANCOCK WHITNEY CORPCOM41012010962,0221,413,456SH DFND11,392,085021,371
HANESBRANDS INCCOM41034510286,6575,847,179SH DFND15,829,536017,643
HANGER INCCOM NEW41043F20813,133475,696SH DFND1475,69600
HANMI FINANCIAL CORPORATIONCOM NEW4104952048,825441,361SH DFND1441,36100
HANNON ARMSTRONG SUSTAINABLECOM41068X10026,989838,709SH DFND1838,70900
HANOVER INSURANCE GROUP INC/COM41086710571,630524,114SH DFND1514,46109,653
HARBORONE BANCORP INCCOM NEW41165Y1007,125648,392SH DFND1648,39200
HARLEY-DAVIDSON INCCOM412822108101,1792,725,482SH DFND12,717,73607,746
HARLEY-DAVIDSON INCCOM41282210832875SH DFND1 287500
HARMONIC INCCOM4131601029,5711,227,118SH DFND11,227,11800
HARMONY GOLD MNG-SPON ADRSPONSORED ADR4132163006518,100SH DFND1 218,10000
HARMONY GOLD MNG-SPON ADRSPONSORED ADR413216300154,393SH DFND11,88002,513
HARPOON THERAPEUTICS INCCOM41358P1061,29387,427SH DFND187,42700
HARROW HEALTH INCCOM4158581091,524195,978SH DFND1195,97800
HARSCO CORPCOM41586410723,5181,022,116SH DFND11,022,11600
HARTE-HANKS INCCOM4161962029025,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104380,6846,275,139SH DFND16,258,237016,902
HARTFORD FINANCIAL SVCS GRPCOM416515104791,316SH DFND1 21,31600
HARVARD BIOSCIENCE INCCOM416906105832272,843SH DFND1272,84300
HASBRO INCCOM418056107209,8491,991,049SH DFND11,985,06405,985
HAVERTY FURNITURECOM4195961016,565325,660SH DFND1325,66000
HAWAIIAN ELECTRIC INDSCOM41987010058,3151,244,454SH DFND11,217,747026,707
HAWAIIAN HOLDINGS INCCOM41987910118,925646,132SH DFND1646,13200
HAWAIIAN HOLDINGS INCCOM419879101301,032SH DFND1 21,03200
HAWKINS INCCOM4202611096,109133,374SH DFND1133,37400
HAWTHORN BANCSHARES INCCOM4204761032,35892,476SH DFND192,47600
HAYNES INTERNATIONAL INCCOM NEW4208772016,217173,766SH DFND1173,76600
HBT FINANCIAL INC/DECOM4041111062,444128,723SH DFND1128,72300
HC2 HOLDINGS INCCOM404139107605278,907SH DFND1264,109014,798
HCA HEALTHCARE INCCOM40412C101533,6303,618,767SH DFND13,606,879011,888
HCA HEALTHCARE INCCOM40412C1013442,329SH DFND1 22,32900
HCI GROUP INCCOM40416E1034,15090,911SH DFND190,831080
HD SUPPLY HOLDINGS INCCOM40416M10577,3251,924,202SH DFND11,924,20200
HD SUPPLY HOLDINGS INCCOM40416M10529731SH DFND1 273100
HDFC BANK LTD-ADRSPONSORED ADS40415F1012,34336,981SH DFND136,5250456
HEALTH CATALYST INCCOM42225T1073,535101,889SH DFND1101,88900
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1062,857148,115SH DFND1148,11500
HEALTHCARE MERGER CORPUNIT 12/17/202142227L20144743,087SH DFND143,08700
HEALTHCARE REALTY TRUST INCCOM42194610478,8282,362,262SH DFND12,295,320066,942
HEALTHCARE SERVICES GROUPCOM42190610826,5811,092,976SH DFND11,074,813018,163
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50169,2932,288,409SH DFND12,235,053053,356
HEALTHEQUITY INCCOM42226A10775,0081,012,673SH DFND1995,303017,370
HEALTHPEAK PROPERTIES INCCOM42250P103338,5189,836,402SH DFND19,686,1580150,244
HEALTHSTREAM INCCOM42222N10310,630390,844SH DFND1390,84400
HEARTLAND EXPRESS INCCOM42234710414,751700,788SH DFND1700,78800
HEARTLAND FINANCIAL USA INCCOM42234Q10223,180466,028SH DFND1466,02800
HEAT BIOLOGICS INCCOM NEW42237K30086181,516SH DFND1181,51600
HECLA MINING COCOM42270410622,6886,692,707SH DFND16,692,70700
HECLA MINING COCOM4227041067321,631SH DFND1 221,63100
HEICO CORPCOM42280610977,407678,605SH DFND1678,60500
HEICO CORPCOM42280610936317SH DFND1 231700
HEICO CORP-CLASS ACL A42280620864,121716,910SH DFND1716,91000
HEICO CORP-CLASS ACL A42280620836408SH DFND1 240800
HEIDRICK & STRUGGLES INTLCOM42281910212,156374,056SH DFND1373,6660390
HEIDRICK & STRUGGLES INTLCOM42281910247114,513SH DFND1 214,51300
HELEN OF TROY LTDCOMG4388N10667,189373,709SH DFND1367,54206,167
HELIOS TECHNOLOGIES INCCOM42328H10919,177414,818SH DFND1414,81800
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V504128132,054SH DFND1132,05400
HELIX ENERGY SOLUTIONS GROUPCOM42330P10717,6831,836,277SH DFND11,836,27700
HELMERICH & PAYNECOM42345210181,0171,785,705SH DFND11,780,79504,910
HEMISPHERE MEDIA GROUP INCCL A42365Q1033,547238,886SH DFND1238,88600
HENNESSY ADVISORS INCCOM42588510013613,564SH DFND113,56400
HENNESSY CAPITAL ACQUIS-CW25*W EXP 09/05/20242589C112730912,512SH DFND1 2912,51200
HENNESSY CAPITAL ACQUIS-CW25*W EXP 09/05/20242589C1127698,198SH DFND198,19800
HENRY SCHEIN INCCOM806407102155,4712,334,905SH DFND12,328,33206,573
HENRY SCHEIN INCCOM80640710237563SH DFND1 256300
HEPION PHARMACEUTICALS INCCOM4268971047413,927SH DFND113,92700
HERBALIFE NUTRITION LTDCOM SHSG4412G10164,5691,354,509SH DFND11,354,50900
HERC HOLDINGS INCCOM42704L10416,283332,732SH DFND1332,73200
HERC HOLDINGS INCCOM42704L104551,128SH DFND1 21,12800
HERITAGE COMMERCE CORPCOM4269271099,738759,078SH DFND1759,07800
HERITAGE COMMERCE CORPCOM426927109594,622SH DFND1 24,62200
HERITAGE FINANCIAL CORPCOM42722X10613,991494,401SH DFND1494,40100
HERITAGE INSURANCE HOLDINGSCOM42727J1024,606347,654SH DFND1347,65400
HERITAGE-CRYSTAL CLEAN INCCOM42726M1066,266199,750SH DFND1199,75000
HERMAN MILLER INCCOM60054410049,8311,196,443SH DFND11,181,970014,473
HERMAN MILLER INCCOM600544100691,670SH DFND1 21,67000
HERON THERAPEUTICS INCCOM42774610226,2671,117,777SH DFND11,117,77700
HERON THERAPEUTICS INCCOM42774610234014,483SH DFND1 214,48300
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255009,057622,511SH DFND1613,64808,863
HERSHEY CO/THECOM427866108442,1703,010,117SH DFND13,002,25707,860
HERTZ GLOBAL HOLDINGS INCCOM42806J10620,4641,299,318SH DFND11,299,31800
HESKA CORPCOM RESTRC NEW42805E30610,508109,684SH DFND1109,68400
HESS CORPCOM42809H107266,3513,995,039SH DFND13,983,428011,611
HESS CORPCOM42809H10754812SH DFND1 281200
HEWLETT PACKARD ENTERPRISECOM42824C109331,43720,927,822SH DFND120,869,594058,228
HEWLETT PACKARD ENTERPRISECOM42824C109603,798SH DFND1 23,79800
HEXCEL CORPCOM42829110865,325891,087SH DFND1889,55901,528
HEXCEL CORPCOM42829110836497SH DFND1 249700
HEXO CORPCOM4283041095836,646SH DFND136,64600
HF FOODS GROUP INCCOM40417F1095,618288,146SH DFND1288,14600
HIBBETT SPORTS INCCOM4285671017,345261,960SH DFND1261,96000
HIBBETT SPORTS INCCOM42856710127996SH DFND1 299600
HI-CRUSH INCCOM428337109580657,933SH DFND1657,93300
HI-CRUSH INCCOM42833710994106,808SH DFND1 2106,80800
HIGH INCOME SECURITIES FUNDSHS BEN INT42968F10844749,983SH DFND1 249,98300
HIGHPOINT RESOURCES CORPCOM43114K1082,4861,471,110SH DFND11,471,11000
HIGHWOODS PROPERTIES INCCOM43128410876,2581,559,153SH DFND11,533,729025,424
HILL INTERNATIONAL INCCOM431466101706223,529SH DFND1223,52900
HILLENBRAND INCCOM43157110837,5101,126,096SH DFND11,126,09600
HILL-ROM HOLDINGS INCCOM431475102106,965942,181SH DFND1925,620016,561
HILLTOP HOLDINGS INCCOM43274810123,404938,820SH DFND1938,82000
HILTON GRAND VACATIONS INCCOM43283X10531,565917,858SH DFND1917,85800
HILTON WORLDWIDE HOLDINGS INCOM43300A203474,1814,284,259SH DFND14,271,585012,674
HILTON WORLDWIDE HOLDINGS INCOM43300A20315136SH DFND1 213600
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10615156,996SH DFND156,99600
HINGHAM INSTITUTION FOR SVGSCOM4333231024,42621,058SH DFND121,05800
HIREQUEST INCCOM43353510113919,736SH DFND119,73600
HMS HOLDINGS CORPCOM40425J10139,9131,348,424SH DFND11,348,42400
HNI CORPCOM40425110021,542575,082SH DFND1564,582010,500
HOLLYFRONTIER CORPCOM436106108137,3072,711,852SH DFND12,705,17706,675
HOLLYFRONTIER CORPCOM43610610888017,367SH DFND1 217,36700
HOLLYSYS AUTOMATION TECHNOLOSHSG456671052,251137,174SH DFND1 2137,17400
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,28478,262SH DFND178,26200
HOLOGIC INCCOM436440101261,7305,020,989SH DFND15,008,908012,081
HOLOGIC INCCOM43644010147914SH DFND1 291400
HOME BANCORP INCCOM43689E1073,75595,830SH DFND195,83000
HOME BANCSHARES INCCOM43689320042,8172,177,879SH DFND12,139,831038,048
HOME DEPOT INCCOM4370761023,655,21716,765,401SH DFND116,714,463050,938
HOME DEPOT INCCOM43707610238178SH DFND1 217800
HOMESTREET INCCOM43785V10211,798347,028SH DFND1347,02800
HOMETRUST BANCSHARES INCCOM4378721045,966222,368SH DFND1222,36800
HOMOLOGY MEDICINES INCCOM4380831077,378356,465SH DFND1356,46500
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830891632,377SH DFND129,67402,703
HONEYWELL INTERNATIONAL INCCOM4385161061,776,64810,057,872SH DFND110,025,785032,087
HONEYWELL INTERNATIONAL INCCOM4385161061269SH DFND1 26900
HOOKER FURNITURE CORPCOM4390381004,050157,665SH DFND1157,66500
HOOKIPA PHARMA INCCOM43906K1001,254102,581SH DFND1102,58100
HOPE BANCORP INCCOM43940T10926,1161,757,521SH DFND11,757,52100
HORACE MANN EDUCATORSCOM44032710426,456605,961SH DFND1605,96100
HORIZON BANCORP INC/INCOM44040710410,179535,773SH DFND1535,77300
HORIZON GLOBAL CORPCOM44052W104611175,350SH DFND1175,35000
HORIZON TECHNOLOGY FINANCE CCOM44045A10215712,178SH DFND112,17800
HORIZON THERAPEUTICS PLCSHSG4618810176,8472,122,863SH DFND12,122,86300
HORMEL FOODS CORPCOM440452100205,0284,551,342SH DFND14,538,007013,335
HOST HOTELS & RESORTS INCCOM44107P104279,02815,062,839SH DFND114,842,8570219,982
HOST HOTELS & RESORTS INCCOM44107P104321,741SH DFND1 21,74100
HOSTESS BRANDS INCCL A44109J10623,8851,642,719SH DFND11,642,71900
HOUGHTON MIFFLIN HARCOURT COCOM44157R1099,0321,445,239SH DFND11,445,23900
HOULIHAN LOKEY INCCL A44159310029,138596,254SH DFND1596,25400
HOUSTON AMERICAN ENERGY CORPCOM44183U10019135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10942496,160SH DFND196,16000
HOVNANIAN ENTERPRISES-ACL A NEW44248740180838,741SH DFND138,3940347
HOWARD BANCORP INCCOM4424961052,670158,179SH DFND1158,17900
HOWARD HUGHES CORP/THECOM44267D10757,274451,688SH DFND1451,68800
HP INCCOM40434L105444,67421,677,008SH DFND121,598,853078,155
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040620,690529,299SH DFND1526,52802,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104270385,645SH DFND1385,64500
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10617,665443,437SH DFND1442,7490688
HUB GROUP INC-CL ACL A44332010623,434456,903SH DFND1456,90300
HUBBELL INCCOM443510607104,262705,338SH DFND1692,009013,329
HUBBELL INCCOM4435106071,4079,525SH DFND1 29,52500
HUBSPOT INCCOM44357310066,464419,332SH DFND1419,33200
HUDBAY MINERALS INCCOM44362810211828,641SH DFND128,64100
HUDSON GLOBAL INCCOM NEW44378720512110,143SH DFND110,14300
HUDSON LTD-CLASS ACOM CL AG464081033,239211,155SH DFND1211,15500
HUDSON PACIFIC PROPERTIES INCOM44409710985,8982,281,498SH DFND12,281,49800
HUDSON TECHNOLOGIES INCCOM444144109284291,167SH DFND1291,16700
HUMANA INCCOM444859102660,9581,807,558SH DFND11,801,56105,997
HUMANA INCCOM44485910290246SH DFND1 224600
HUNT (JB) TRANSPRT SVCS INCCOM445658107158,5001,359,929SH DFND11,356,09903,830
HUNT COMPANIES FINANCE TRUSTCOM44558T10031697,862SH DFND197,86200
HUNTINGTON BANCSHARES INCCOM446150104258,78717,193,929SH DFND117,147,269046,660
HUNTINGTON INGALLS INDUSTRIECOM446413106160,204639,878SH DFND1638,04301,835
HUNTSMAN CORPCOM44701110791,5873,790,867SH DFND13,789,05301,814
HURCO COMPANIES INCCOM4473241044,197109,429SH DFND1109,42900
HURCO COMPANIES INCCOM447324104571,504SH DFND1 21,50400
HURON CONSULTING GROUP INCCOM44746210222,014320,348SH DFND1320,34800
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1033,926157,806SH DFND1157,80600
HUTTIG BUILDING PRODUCTS INCCOM448451104176114,833SH DFND1114,83300
HUYA INC-ADRADS REP SHS A44852D1082,563144,034SH DFND1144,03400
HYATT HOTELS CORP - CL ACOM CL A44857910235,494395,654SH DFND1395,65400
HYRECAR INCCOM44916T10720377,229SH DFND177,22900
HYSTER-YALE MATERIALSCL A4491721057,742131,311SH DFND1131,31100
I 4.5 06/15/25NOTE 4.500% 6/145790VAB61,8132,700,000PRN DFND1 22,700,00000
I 4.5 06/15/25NOTE 4.500% 6/145790VAB6198300,000PRN DFND1300,00000
I3 VERTICALS INC-CLASS ACOM CL A46571Y1075,314188,132SH DFND1188,13200
IAA INCCOM44925310366,5621,414,411SH DFND11,414,41100
IAC/INTERACTIVECORPCOM44919P508198,133796,145SH DFND1796,14500
IAC/INTERACTIVECORPCOM44919P5081,2455,000SH DFND1 25,00000
IAMGOLD CORPCOM45091310826370,673SH DFND170,67300
IBERIABANK CORPCOM45082810856,542755,619SH DFND1755,61900
IBIO INCCOM NEW451033203834,266SH DFND134,26600
ICAD INCCOM NEW44934S2061,077138,635SH DFND1138,63500
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001018,524138,616SH DFND1138,61600
ICF INTERNATIONAL INCCOM44925C10323,652258,161SH DFND1258,16100
ICHOR HOLDINGS LTDSHSG4740B10510,224307,318SH DFND1307,31800
ICICI BANK LTD-SPON ADRADR45104G1041,01767,437SH DFND164,46502,972
ICON PLCSHSG4705A1007,62444,147SH DFND144,14700
ICONIX BRAND GROUP INCCOM NEW4510553055037,615SH DFND137,61500
ICU MEDICAL INCCOM44930G10741,990224,402SH DFND1219,69004,712
IDACORP INCCOM45110710661,600576,787SH DFND1564,436012,351
IDEANOMICS INCCOM45166V106318371,823SH DFND1371,82300
IDENTIV INCCOM NEW45170X20542375,155SH DFND175,15500
IDERA PHARMACEUTICALS INCCOM PAR45168K405325178,959SH DFND1178,95900
IDEX CORPCOM45167R104237,8451,385,230SH DFND11,381,80003,430
IDEX CORPCOM45167R10419111SH DFND1 211100
IDEXX LABORATORIES INCCOM45168D104404,0581,549,800SH DFND11,542,53207,268
IDEXX LABORATORIES INCCOM45168D1044871,866SH DFND1 21,86600
IDT CORP-CLASS BCL B NEW4489475071,768245,276SH DFND1245,27600
IDT CORP-CLASS BCL B NEW4489475079813,609SH DFND1 213,60900
IEC ELECTRONICS CORPCOM44949L10550255,262SH DFND155,26200
IES HOLDINGS INCCOM44951W1062,774108,117SH DFND1108,11700
IFRESH INCCOM4495381072050,723SH DFND150,72300
IGM BIOSCIENCES INCCOM4495851084,676122,554SH DFND1122,55400
IHEARTMEDIA INC - CLASS ACOM CL A45174J5097,386437,061SH DFND1437,06100
IHS MARKIT LTDSHSG47567105472,6996,285,874SH DFND16,267,865018,009
IHS MARKIT LTDSHSG47567105688SH DFND1 28800
II-VI INCCOM90210410841,0171,218,214SH DFND11,196,840021,374
ILLINOIS TOOL WORKSCOM452308109847,3534,723,409SH DFND14,709,277014,132
ILLUMINA INCCOM452327109790,4852,387,524SH DFND12,375,079012,445
ILLUMINA INCCOM452327109246742SH DFND1 274200
IMAX CORPCOM45245E1095,507269,572SH DFND1269,57200
IMEDIA BRANDS INCCOM CL A45246520615538,860SH DFND138,86000
IMMERSION CORPORATIONCOM4525211073,218433,164SH DFND1433,16400
IMMUNOGEN INCCOM45253H10112,1662,383,171SH DFND12,382,3190852
IMMUNOGEN INCCOM45253H10118836,844SH DFND1 236,84400
IMMUNOMEDICS INCCOM45290710853,7672,540,994SH DFND12,540,99400
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P50847490,195SH DFND190,19500
IMPERIAL OIL LTDCOM NEW4530384089,732369,807SH DFND1369,80700
IMPERIAL OIL LTDCOM NEW453038408451,710SH DFND1 21,71000
IMPINJ INCCOM4532041095,207201,386SH DFND1201,38600
INCYTE CORPCOM45337C102256,6082,944,434SH DFND12,927,867016,567
INCYTE CORPCOM45337C1021,26714,521SH DFND1 214,52100
INDEPENDENCE CONTRACT DRILLICOM453415309524525,684SH DFND1525,68400
INDEPENDENCE HOLDING COCOM NEW4534403073,51083,429SH DFND183,42900
INDEPENDENCE REALTY TRUST INCOM45378A10621,6371,536,730SH DFND11,536,73000
INDEPENDENT BANK CORP - MICHCOM NEW4538386097,461329,409SH DFND1329,40900
INDEPENDENT BANK CORP - MICHCOM NEW45383860967429,795SH DFND1 229,79500
INDEPENDENT BANK CORP/MACOM45383610839,145470,216SH DFND1470,21600
INDEPENDENT BANK GROUP INCCOM45384B10628,257509,696SH DFND1509,69600
INDEPENDENT BANK GROUP INCCOM45384B10682314,850SH DFND1 214,85000
INDIA FUND INCCOM45408910364532,089SH DFND1 232,08900
INDIA GLOBALIZATION CAPITALCOM NEW45408X308164261,671SH DFND1261,67100
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT45623710620,033893,549SH DFND1893,54900
INFINERA CORPCOM45667G10317,7662,237,632SH DFND12,237,63200
INFINITY PHARMACEUTICALS INCCOM45665G303349363,617SH DFND1363,2910326
INFLARX NVCOMN4482110134787,779SH DFND187,77900
INFORMATION SERVICES GROUPCOM45675Y104794314,086SH DFND1314,08600
INFOSYS LTD-SP ADRSPONSORED ADR4567881087,521735,568SH DFND1730,12005,448
INFOSYS LTD-SP ADRSPONSORED ADR45678810828627,804SH DFND1 227,80400
INFRASTRUCTURE AND ENERGY ALCOM45686J10416049,991SH DFND149,99100
INFUSYSTEM HOLDINGS INCCOM45685K10243150,533SH DFND150,53300
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710331325,992SH DFND122,96403,028
INGERSOLL-RAND PLCSHSG47791101494,6433,728,978SH DFND13,717,657011,321
INGERSOLL-RAND PLCSHSG47791101221SH DFND1 22100
INGEVITY CORPCOM45688C10748,241552,094SH DFND1541,779010,315
INGLES MARKETS INC-CLASS ACL A45703010413,238278,650SH DFND1278,65000
INGLES MARKETS INC-CLASS ACL A4570301042835,960SH DFND1 25,96000
INGREDION INCCOM45718710282,180884,832SH DFND1868,271016,561
INNERWORKINGS INCCOM45773Y1053,391615,537SH DFND1615,53700
INNODATA INCCOM NEW4576422058272,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1088,914278,765SH DFND1278,76500
INNOPHOS HOLDINGS INCCOM45774N10879925,000SH DFND1 225,00000
INNOSPEC INCCOM45768S10537,253360,148SH DFND1360,14800
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F10563113,968SH DFND1113,96800
INNOVATIVE INDUSTRIAL PROPERCOM45781V1012943,882SH DFND13,6140268
INNOVATIVE SOLUTIONS & SUPPCOM45769N10534959,762SH DFND159,76200
INNOVIVA INCCOM45781M10113,357943,294SH DFND1943,29400
INOGEN INCCOM45780L10417,008248,913SH DFND1248,6840229
INOVALON HOLDINGS INC - ACOM CL A45781D10119,2571,023,270SH DFND11,023,27000
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,4561,351,081SH DFND11,351,08100
INPHI CORPCOM45772F10743,266584,522SH DFND1584,52200
INSEEGO CORPCOM45782B1045,102696,096SH DFND1696,09600
INSIGHT ENTERPRISES INCCOM45765U10340,152571,247SH DFND1571,24700
INSIGNIA SYSTEMS INCCOM45765Y1052535,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930729,0191,215,211SH DFND11,215,21100
INSPERITY INCCOM45778Q10743,770508,717SH DFND1499,50309,214
INSPIRE MEDICAL SYSTEMS INCCOM45773010913,330179,633SH DFND1179,63300
INSPIRED ENTERTAINMENT INCCOM45782N1081,036153,562SH DFND1153,56200
INSTALLED BUILDING PRODUCTSCOM45780R10120,372295,807SH DFND1295,80700
INSTALLED BUILDING PRODUCTSCOM45780R1011,77825,820SH DFND1 225,82000
INSTEEL INDUSTRIES INCCOM45774W1085,422252,346SH DFND1252,34600
INSTRUCTURE INCCOM45781U10321,089437,447SH DFND1437,44700
INSTRUCTURE INCCOM45781U1031262,619SH DFND1 22,61900
INSULET CORPCOM45784P101121,445709,987SH DFND1709,98700
INSULET CORPCOM45784P10130180SH DFND1 218000
INTEC PHARMA LTDSHSM536441061327,156SH DFND127,15600
INTEGER HOLDINGS CORPCOM45826H10939,718493,830SH DFND1493,0750755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520849,278845,539SH DFND1828,073017,466
INTEL CORPCOM4581401004,124,17669,029,505SH DFND168,652,9520376,553
INTEL CORPCOM458140100891,492SH DFND1 21,49200
INTELLIA THERAPEUTICS INCCOM45826J1058,047548,563SH DFND1548,56300
INTELLICHECK INCCOM NEW45817G20162683,697SH DFND183,69700
INTELLIGENT SYSTEMS CORPCOM45816D1003,07977,103SH DFND176,7280375
INTELSAT SACOML5140P1012,614371,827SH DFND1371,82700
INTER PARFUMS INCCOM45833410918,543255,040SH DFND1255,04000
INTERACTIVE BROKERS GRO-CL ACOM CL A45841N10739,019836,960SH DFND1817,601019,359
INTERCEPT PHARMACEUTICALS INCOM45845P10844,227356,901SH DFND1356,885016
INTERCEPT PHARMACEUTICALS INCOM45845P1082952,381SH DFND1 22,38100
INTERCONTINENTAL EXCHANGE INCOM45866F104749,2038,111,568SH DFND18,086,565025,003
INTERCONTINENTAL HOTELS-ADRSPONSORED ADS45857P80682311,997SH DFND111,1010896
INTERDIGITAL INCCOM45867G10123,676434,517SH DFND1426,88707,630
INTERFACE INCCOM45866530413,489813,109SH DFND1813,10900
INTERNAP CORPCOM PAR45885A409164149,733SH DFND1149,3900343
INTERNATIONAL BANCSHARES CRPCOM45904410340,551941,525SH DFND1927,467014,058
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10811,186747,242SH DFND1747,24200
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10832421,677SH DFND1 221,67700
INTERNATIONAL MONEY EXPRESSCOM46005L1013,482289,263SH DFND1289,26300
INTERNATIONAL MONEY EXPRESSCOM46005L101534,483SH DFND1 24,48300
INTERNATIONAL PAPER COCOM460146103299,8746,522,299SH DFND16,503,187019,112
INTERNATIONAL SEAWAYS INCCOMY4105310210,054337,869SH DFND1337,86900
INTERNATIONAL SEAWAYS INCCOMY41053102441,481SH DFND1 21,48100
INTERPACE BIOSCIENCES INCCOMSTK46062X204162324,725SH DFND1324,72500
INTERPUBLIC GROUP OF COS INCCOM460690100148,0566,415,988SH DFND16,397,753018,235
INTERSECT ENT INCCOM46071F10310,495421,524SH DFND1421,52400
INTERXION HOLDING NVSHSN472791091,38716,581SH DFND116,58100
INTERXION HOLDING NVSHSN472791091,25715,000SH DFND1 215,00000
INTEST CORPCOM46114710024641,472SH DFND141,47200
INTEVAC INCCOM4611481081,043147,806SH DFND1147,80600
INTL BUSINESS MACHINES CORPCOM4592001011,717,60012,839,537SH DFND112,797,181042,356
INTL BUSINESS MACHINES CORPCOM45920010171531SH DFND1 253100
INTL FCSTONE INCCOM46116V10514,008286,876SH DFND1286,87600
INTL FCSTONE INCCOM46116V1053497,155SH DFND1 27,15500
INTL FLAVORS & FRAGRANCESCOM459506101211,0121,638,829SH DFND11,633,88204,947
INTRA-CELLULAR THERAPIES INCCOM46116X10121,941639,498SH DFND1639,49800
INTREPID POTASH INCCOM46121Y1023,4731,281,906SH DFND11,281,90600
INTREXON CORPCOM46122T1025,8871,074,435SH DFND11,074,43500
INTRICON CORPCOM46121H1091,865103,638SH DFND1103,63800
INTUIT INCCOM4612021031,177,1034,502,032SH DFND14,479,396022,636
INTUITIVE SURGICAL INCCOM NEW46120E602952,0111,613,934SH DFND11,604,09609,838
INUVO INCCOM NEW46122W20431106,848SH DFND1106,84800
INVACARE CORPCOM4612031014,352482,505SH DFND1482,50500
INVACARE CORPCOM46120310111913,208SH DFND1 213,20800
INVESCO LTDSHSG491BT108137,5477,638,739SH DFND17,621,985016,754
INVESCO MORTGAGE CAPITALCOM46131B10031,3521,883,017SH DFND11,878,73404,283
INVESTAR HOLDING CORPCOM46134L1052,910121,271SH DFND1121,27100
INVESTCORP CREDIT MANAGEMENTCOM46090R1046810,178SH DFND110,17800
INVESTORS BANCORP INCCOM46146L10142,4133,559,643SH DFND13,559,64300
INVESTORS REAL ESTATE TRUSTSH BEN INT46173050911,433157,698SH DFND1157,69800
INVESTORS TITLE COCOM4618041063,02018,974SH DFND118,97400
INVITAE CORPCOM46185L10318,9261,173,454SH DFND11,172,6350819
INVITATION HOMES INCCOM46187W107238,4327,961,120SH DFND17,822,4340138,686
INVIVO THERAPEUTICS HOLDINGSCOM46186M407210,036SH DFND110,03600
ION GEOPHYSICAL CORPCOM NEW46204420775386,805SH DFND186,80500
IONIS PHARMACEUTICALS INCCOM46222210087,1341,443,742SH DFND11,443,5420200
IOVANCE BIOTHERAPEUTICS INCCOM46226010045,8671,657,058SH DFND11,657,05800
IPG PHOTONICS CORPCOM44980X10989,014615,351SH DFND1613,75001,601
IQIYI INC-ADRSPONSORED ADS46267X10811,296537,608SH DFND1537,60800
IQVIA HOLDINGS INCCOM46266C105426,1622,763,774SH DFND12,755,67508,099
IQVIA HOLDINGS INCCOM46266C10526171SH DFND1 217100
IRADIMED CORPCOM46266A1091,60968,826SH DFND168,82600
IRHYTHM TECHNOLOGIES INCCOM45005610624,491359,694SH DFND1359,4350259
IRIDEX CORPCOM46268410111149,568SH DFND149,56800
IRIDIUM COMMUNICATIONS INCCOM46269C10233,3831,354,831SH DFND11,354,2000631
IROBOT CORPCOM46272610018,929373,879SH DFND1373,87900
IRON MOUNTAIN INCCOM46284V101150,2514,723,681SH DFND14,636,653087,028
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10829,1012,186,409SH DFND12,186,40900
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1081027,679SH DFND1 27,67900
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8031,12937,000PRN DFND137,00000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10326,345490,049PRN DFND1490,04900
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59822,338635,509PRN DFND1635,50900
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77230,896751,185PRN DFND1751,18500
ISHARES RUSSELL 2000 ETFRUSSELL 2000 ETF4642876552,48515,000PRN DFND1 215,00000
ISORAY INCCOM46489V104170272,669SH DFND1272,66900
ISRAEL CHEMICALS LTDSHSM5920A10910522,016SH DFND122,01600
ISRAEL CHEMICALS LTDSHSM5920A1099219,742SH DFND1 219,74200
ISSUER DIRECT CORPCOM NEW46520M20441935,897SH DFND135,89700
ISTAR INCCOM45031U10111,322780,305SH DFND1780,30500
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD4655621068,713952,262SH DFND1948,50003,762
ITERIS INCCOM46564T1072,578516,744SH DFND1516,74400
ITRON INCCOM46574110644,645531,815SH DFND1531,81500
ITT INCCOM45073V10877,5621,049,420SH DFND11,027,926021,494
ITURAN LOCATION AND CONTROLSHSM6158M10455221,981SH DFND121,98100
IVERIC BIO INCCOM46583P1021,850215,709SH DFND1215,70900
IZEA WORLDWIDE INCCOM46604H105524,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210941,005222,528SH DFND1222,52800
J ALEXANDER'S HOLDINGSCOM46609J1061,461152,840SH DFND1152,84000
J. JILL INCCOM46620W102210186,066SH DFND1186,06600
J.C. PENNEY CO INCCOM7081601064,5904,098,470SH DFND14,098,47000
J2 GLOBAL INCCOM48123V10268,134727,073SH DFND1715,727011,346
J2 GLOBAL INCCOM48123V10237395SH DFND1 239500
JABIL INCCOM46631310372,9171,764,277SH DFND11,730,231034,046
JABIL INCCOM4663131034129,973SH DFND1 29,97300
JACK HENRY & ASSOCIATES INCCOM426281101195,9201,347,273SH DFND11,343,83203,441
JACK HENRY & ASSOCIATES INCCOM42628110137260SH DFND1 226000
JACK IN THE BOX INCCOM46636710928,684367,614SH DFND1361,81805,796
JACOBS ENGINEERING GROUP INCCOM469814107194,7912,172,774SH DFND12,166,69306,081
JACOBS ENGINEERING GROUP INCCOM46981410738424SH DFND1 242400
JAGGED PEAK ENERGY INCCOMSTK47009K1076,900812,754SH DFND1812,75400
JAKKS PACIFIC INCCOM47012E106129125,322SH DFND1123,78401,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10717,208417,586SH DFND1417,58600
JANUS HENDERSON GROUP PLCORD SHSG4474Y21444,1041,803,882SH DFND11,765,559038,323
JAPAN SMALLER CAPITALIZATIONCOM47109U1042,507280,294SH DFND1 2280,29400
JASON INDUSTRIES INCCOM4711721063184,439SH DFND184,43900
JAZZ PHARMACEUTICALS PLCSHS USDG50871105126,386847,187SH DFND1847,18700
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,1877,954SH DFND1 27,95400
JBG SMITH PROPERTIESCOM46590V10073,0061,830,200SH DFND11,769,589060,611
JD.COM INC-ADRSPON ADR CL A47215P10685,1872,432,389SH DFND12,394,602037,787
JD.COM INC-ADRSPON ADR CL A47215P1061,38439,297SH DFND1 239,29700
JEFFERIES FINANCIAL GROUP INCOM47233W10979,3313,714,987SH DFND13,653,257061,730
JELD-WEN HOLDING INCCOM47580P10320,378870,524SH DFND1870,52400
JERNIGAN CAPITAL INCCOM4764051055,477286,193SH DFND1286,19300
JETBLUE AIRWAYS CORPCOM47714310172,3603,865,436SH DFND13,794,685070,751
JINKOSOLAR HOLDING CO-ADRSPONSORED ADR47759T1002129,433SH DFND19,43300
JM SMUCKER CO/THECOM NEW832696405186,5021,794,702SH DFND11,789,14705,555
JM SMUCKER CO/THECOM NEW83269640591880SH DFND1 288000
JOHN B. SANFILIPPO & SON INCCOM80042210712,554137,536SH DFND1137,1990337
JOHN B. SANFILIPPO & SON INCCOM80042210770777SH DFND1 277700
JOHN BEAN TECHNOLOGIES CORPCOM47783910445,853407,004SH DFND1407,00400
JOHN HANCOCK TAX-ADVANTAGEDTAX ADV GLB SH41013P74913118,606SH DFND1 218,60600
JOHNSON & JOHNSONCOM4781601045,589,13138,392,826SH DFND138,271,1490121,677
JOHNSON & JOHNSONCOM47816010436253SH DFND1 225300
JOHNSON CONTROLS INTERNATIONSHSG51502105443,07210,906,223SH DFND110,871,577034,646
JOHNSON CONTROLS INTERNATIONSHSG51502105711,750SH DFND1 21,75000
JOHNSON OUTDOORS INC-ACL A4791671087,860102,482SH DFND1102,48200
JOINT CORP/THECOM47973J1022,645163,915SH DFND1163,91500
JONES LANG LASALLE INCCOM48020Q107100,332576,850SH DFND1564,220012,630
JOUNCE THERAPEUTICS INCCOM4811161012,266259,634SH DFND1259,3990235
JOUNCE THERAPEUTICS INCCOM4811161012326SH DFND1 232600
JOYY INCADS REPSTG COM A46591M1099,874188,188SH DFND1188,0540134
JOYY INCADS REPSTG COM A46591M1091,61330,562SH DFND1 230,56200
JPMORGAN CHASE & COCOM46625H1006,178,29244,411,768SH DFND144,269,3860142,382
JUNIPER INDUSTRIAL HLDG-CW26*W EXP 11/13/20248205G114210270,000SH DFND1 2270,00000
JUNIPER INDUSTRIAL HLDG-CW26*W EXP 11/13/20248205G1142230,000SH DFND130,00000
JUNIPER INDUSTRIAL HLDGS - ACOM CL A48205G1062,939299,944SH DFND1 2299,94400
JUNIPER NETWORKS INCCOM48203R104138,5995,632,009SH DFND15,615,959016,050
JUNIPER NETWORKS INCCOM48203R104371,534SH DFND1 21,53400
JUST ENERGY GROUP INCCOM48213W1012414,385SH DFND114,38500
K12 INCCOM48273U10210,266504,474SH DFND1504,1480326
K12 INCCOM48273U10245222,255SH DFND1 222,25500
KADANT INCCOM48282T10415,326145,496SH DFND1145,49600
KADMON HOLDINGS INCCOM48283N1068,5471,886,963SH DFND11,886,96300
KAISER ALUMINUM CORPCOM PAR $0.0148300770424,235218,552SH DFND1218,55200
KAISER ALUMINUM CORPCOM PAR $0.0148300770443388SH DFND1 238800
KALA PHARMACEUTICALS INCCOM4831191031,245337,412SH DFND1337,41200
KALEIDO BIOSCIENCES INCCOM483347100561111,858SH DFND1111,85800
KALEYRA INC - CW23*W EXP 12/12/2024833791112,8082,485,150SH DFND1 22,485,15000
KALEYRA INC - CW23*W EXP 12/12/202483379111290250,000SH DFND1250,00000
KALVISTA PHARMACEUTICALS INCCOM4834971032,919163,906SH DFND1163,90600
KAMADA LTDSHSM6240T10914421,224SH DFND121,22400
KAMAN CORPCOM48354810325,842392,035SH DFND1392,03500
KANDI TECHNOLOGIES GROUP INCCOM48370910121445,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302264,9141,732,822SH DFND11,728,37004,452
KANSAS CITY SOUTHERNCOM NEW48517030243286SH DFND1 228600
KAR AUCTION SERVICES INCCOM48238T10941,7391,915,497SH DFND11,882,577032,920
KARUNA THERAPEUTICS INCCOM48576A1006,69088,802SH DFND188,80200
KARYOPHARM THERAPEUTICS INCCOM48576U10615,853826,972SH DFND1826,97200
KB FINANCIAL GROUP INC-ADRSPONSORED ADR48241A1051,13127,343SH DFND125,70701,636
KB HOMECOM48666K10943,8441,279,376SH DFND11,258,371021,005
KB HOMECOM48666K109371,103SH DFND1 21,10300
KBR INCCOM48242W10657,1101,872,465SH DFND11,836,424036,041
KEARNY FINANCIAL CORP/MDCOM48716P10815,4751,119,007SH DFND11,119,00700
KELLOGG COCOM487836108267,3263,873,350SH DFND13,861,522011,828
KELLY SERVICES INC -ACL A48815220811,241497,847SH DFND1497,84700
KELLY SERVICES INC -ACL A488152208924,110SH DFND1 24,11000
KEMET CORPCOM NEW48836020720,121743,895SH DFND1743,89500
KEMET CORPCOM NEW4883602071,13742,049SH DFND1 242,04900
KEMPER CORPCOM48840110053,678692,620SH DFND1677,267015,353
KEMPHARM INCCOM48844510774196,997SH DFND1196,99700
KENNAMETAL INCCOM48917010039,7221,076,786SH DFND11,056,481020,305
KENNEDY-WILSON HOLDINGS INCCOM48939810737,9141,700,210SH DFND11,700,21000
KEURIG DR PEPPER INCCOM49271V10062,4632,157,626SH DFND12,157,62600
KEWAUNEE SCIENTIFIC CPCOM49285410419914,828SH DFND114,82800
KEY TRONIC CORPCOM49314410919135,271SH DFND135,27100
KEYCORPCOM493267108325,15716,096,430SH DFND116,046,900049,530
KEYSIGHT TECHNOLOGIES INCOM49338L103318,0213,104,199SH DFND13,095,78908,410
KEYSIGHT TECHNOLOGIES INCOM49338L1031,0199,937SH DFND1 29,93700
KEZAR LIFE SCIENCES INCCOM49372L100519129,448SH DFND1129,44800
KFORCE INCCOM49373210116,553416,975SH DFND1416,97500
KFORCE INCCOM4937321013438,649SH DFND1 28,64900
KILROY REALTY CORPCOM49427F108124,6611,485,829SH DFND11,461,927023,902
KIMBALL ELECTRONICS INCCOM49428J1097,534429,338SH DFND1429,33800
KIMBALL INTERNATIONAL-BCL B49427410315,720760,541SH DFND1760,54100
KIMBALL INTERNATIONAL-BCL B49427410321510,433SH DFND1 210,43300
KIMBERLY-CLARK CORPCOM494368103791,6555,766,300SH DFND15,750,912015,388
KIMCO REALTY CORPCOM49446R109178,2848,621,969SH DFND18,603,004018,965
KINDER MORGAN INCCOM49456B101603,51628,570,795SH DFND128,376,0300194,765
KINDER MORGAN INCCOM49456B10136217,114SH DFND1 217,11400
KINDRED BIOSCIENCES INCCOM4945771094,002472,047SH DFND1472,04700
KINGSTONE COS INCCOM49671910544857,807SH DFND157,80700
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1012,107190,518SH DFND1190,51800
KINROSS GOLD CORPCOM4969024048,0451,708,292SH DFND11,707,6820610
KINSALE CAPITAL GROUP INCCOM49714P10828,967284,942SH DFND1284,94200
KIRBY CORPCOM49726610658,933658,250SH DFND1643,559014,691
KIRKLAND LAKE GOLD LTDCOM49741E10013,285302,857SH DFND1302,85700
KIRKLAND LAKE GOLD LTDCOM49741E1003507,951SH DFND1 27,95100
KIRKLAND'S INCCOM497498105163132,089SH DFND1132,08900
KITE REALTY GROUP TRUSTCOM NEW49803T30030,0151,536,872SH DFND11,536,87200
KKR & CO INC -ACL A48251W104121,6234,174,455SH DFND14,174,45500
KKR REAL ESTATE FINANCE TRUSCOM48251K1006,408313,829SH DFND1313,82900
KLA CORPCOM NEW482480100467,4932,627,910SH DFND12,614,311013,599
KLA CORPCOM NEW4824801001,3397,520SH DFND1 27,52000
KLX ENERGY SERVICES HOLDINGCOM48253L1062,232346,701SH DFND1346,70100
KNIGHT-SWIFT TRANSPORTATIONCL A49904910450,9441,422,678SH DFND11,392,568030,110
KNIGHT-SWIFT TRANSPORTATIONCL A499049104381,063SH DFND1 21,06300
KNOLL INCCOM NEW49890420017,641698,401SH DFND1697,4210980
KNOLL INCCOM NEW4989042001777,037SH DFND1 27,03700
KNOWLES CORPCOM49926D10923,1421,094,204SH DFND11,094,20400
KODIAK SCIENCES INCCOM50015M10923,530327,036SH DFND1327,03600
KOHLS CORPCOM500255104132,2632,600,896SH DFND12,592,78808,108
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230380116,431SH DFND114,84301,588
KONTOOR BRANDS INCCOM50050N10324,642586,855SH DFND1586,7130142
KOPIN CORPCOM500600101209521,920SH DFND1521,92000
KOPPERS HOLDINGS INCCOM50060P10610,748281,230SH DFND1281,23000
KOREA ELEC POWER CORP-SP ADRSPONSORED ADR50063110646539,391SH DFND137,29502,096
KOREA FUND INCCOM NEW50063420973824,753SH DFND1 224,75300
KORN FERRYCOM NEW50064320032,642769,861SH DFND1769,86100
KORN FERRYCOM NEW5006432003698,718SH DFND1 28,71800
KORNIT DIGITAL LTDSHSM6372Q1131,17034,205SH DFND134,20500
KOSMOS ENERGY LTDCOM50068810622,0183,862,924SH DFND13,862,92400
KRAFT HEINZ CO/THECOM500754106316,8639,880,740SH DFND19,803,005077,735
KRAFT HEINZ CO/THECOM50075410639712,367</