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 COM88025U10927,166304,185SH DFND1304,118067
111 INCADS68247Q1028513,424SH DFND113,42400
1347 PROPERTY INSURANCE HOLDCOM68244P1074510,206SH DFND110,20600
1-800-FLOWERS.COM INC-CL ACL A68243Q1067,326365,982SH DFND1365,8540128
1-800-FLOWERS.COM INC-CL ACL A68243Q1065286SH DFND1 228600
1LIFE HEALTHCARE INCCOM68269G10716,265447,834SH DFND1447,83400
1ST CONSTITUTION BANCORPCOM31986N1021,525122,993SH DFND1122,99300
1ST SOURCE CORPCOM3369011039,891278,012SH DFND1278,01200
1ST SOURCE CORPCOM33690110304SH DFND1 2400
21VIANET GROUP INC-ADRSPONSORED ADS A90138A1031,34056,186SH DFND156,18600
22ND CENTURY GROUP INCCOM90137F103744973,637SH DFND1973,63700
2U INCCOM90214J10128,811759,008SH DFND1759,00800
360 FINANCE INC -ADRADS88557W10179974,693SH DFND174,69300
360 FINANCE INC -ADRADS88557W1011122SH DFND1 212200
3D SYSTEMS CORPCOM NEW88554D20511,8611,696,894SH DFND11,696,5890305
3D SYSTEMS CORPCOM NEW88554D20506SH DFND1 2600
3M COCOM88579Y1011,291,5368,293,010SH DFND18,267,302025,708
51JOB INC-ADRSPONSORED ADS3168271047,04198,546SH DFND198,3180228
51JOB INC-ADRSPONSORED ADS31682710403SH DFND1 2300
58.COM INC-ADRSPON ADR REP A31680Q10414,189264,704SH DFND1264,4660238
89BIO INCCOM2825591031,41470,954SH DFND170,95400
8X8 INCCOM28291410023,0491,440,620SH DFND11,440,62000
9 METERS BIOPHARMA INCCOM65440510977136,146SH DFND1136,14600
A H BELO CORP-ACOM CL A00128210216695,973SH DFND195,97300
A10 NETWORKS INCCOM0021211015,874862,697SH DFND1862,69700
A10 NETWORKS INCCOM0021211013457SH DFND1 245700
AAOI 5 03/15/24NOTE 5.000% 3/103823UAB8493600,000PRN DFND1600,00000
AAON INCCOM PAR $0.00400036020634,869642,279SH DFND1642,27900
AAON INCCOM PAR $0.004000360206127SH DFND1 22700
AAR CORPCOM00036110512,139587,285SH DFND1586,8130472
AAR CORPCOM000361105019SH DFND1 21900
AARON'S INCCOM PAR $0.5000253530047,1551,038,678SH DFND11,022,581016,097
AARON'S INCCOM PAR $0.500025353004104SH DFND1 210400
ABB LTD-SPON ADRSPONSORED ADR00037520443119,109SH DFND115,20703,902
ABBOTT LABORATORIESCOM0028241002,303,10725,238,671SH DFND125,160,043078,628
ABBOTT LABORATORIESCOM002824100223SH DFND1 22300
ABBVIE INCCOM00287Y1092,838,82028,958,589SH DFND128,880,688077,901
ABBVIE INCCOM00287Y10903SH DFND1 2300
ABEONA THERAPEUTICS INCCOM00289Y1072,777952,825SH DFND1952,82500
ABERCROMBIE & FITCH CO-CL ACL A0028962079,475890,568SH DFND1890,1650403
ABIOMED INCCOM003654100177,900737,777SH DFND1735,79301,984
ABIOMED INCCOM00365410001SH DFND1 2100
ABM INDUSTRIES INCCOM00095710034,646954,438SH DFND1954,43800
ABM INDUSTRIES INCCOM0009571003104SH DFND1 210400
ABRAXAS PETROLEUM CORPCOM0038301063141,347,459SH DFND11,347,45900
AC IMMUNE SASHSH0026310527040,225SH DFND140,22500
ACACIA COMMUNICATIONS INCCOM00401C10838,302570,067SH DFND1570,06700
ACACIA COMMUNICATIONS INCCOM00401C10812193SH DFND1 219300
ACACIA RESEARCH CORPACACIA TCH COM0038813072,660650,464SH DFND1650,46400
ACADIA HEALTHCARE CO INCCOM00404A10926,8541,069,032SH DFND11,047,805021,227
ACADIA PHARMACEUTICALS INCCOM00422510866,4271,370,482SH DFND11,370,421061
ACADIA PHARMACEUTICALS INCCOM004225108121SH DFND1 22100
ACADIA REALTY TRUSTCOM SH BEN INT00423910920,2571,560,687SH DFND11,560,68700
ACASTI PHARMA INCCL A NEW00430K4022861,235SH DFND161,23500
ACCEL ENTERTAINMENT INCCOM CL A100436Q1065,575578,983SH DFND1578,98300
ACCELERATE DIAGNOSTICS INCCOM00430H1027,125470,012SH DFND1469,8180194
ACCELERON PHARMA INCCOM00434H10853,158557,980SH DFND1557,98000
ACCENTURE PLC-CL ASHS CLASS AG1151C1012,019,5219,421,039SH DFND19,392,460028,579
ACCO BRANDS CORPCOM00081T1089,5471,344,675SH DFND11,344,67500
ACCURAY INCCOM0043971052,8501,404,064SH DFND11,404,06400
ACELRX PHARMACEUTICALS INCCOM00444T1001,5151,252,107SH DFND11,252,10700
ACER THERAPEUTICS INCCOM00444P10814341,729SH DFND141,72900
ACHIEVE LIFE SCIENCES INCCOM NEW0044682031436,136SH DFND136,13600
ACI WORLDWIDE INCCOM00449810147,4821,759,267SH DFND11,731,605027,662
ACLARIS THERAPEUTICS INCCOM00461U105668412,575SH DFND1412,57500
ACM RESEARCH INC-CLASS ACOM CL A00108J1094,79576,899SH DFND176,89900
ACME UNITED CORPCOM00481610454323,648SH DFND123,64800
ACNB CORPCOM0008681093,374128,905SH DFND1128,90500
ACORDA THERAPEUTICS INCCOM00484M106268364,908SH DFND1364,90800
ACTINIUM PHARMACEUTICALS INCCOM00507W1079182,613,395SH DFND12,613,39500
ACTIVISION BLIZZARD INCCOM00507V109892,90411,783,219SH DFND111,722,586060,633
ACTIVISION BLIZZARD INCCOM00507V109347SH DFND1 24700
ACUITY BRANDS INCCOM00508Y10248,438505,937SH DFND1496,44909,488
ACUITY BRANDS INCCOM00508Y102224SH DFND1 22400
ACUSHNET HOLDINGS CORPCOM00509810817,224495,108SH DFND1495,10800
ADAMAS PHARMACEUTICALS INCCOM00548A106403157,645SH DFND1157,64500
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208357664,920SH DFND1664,92000
ADAMS RESOURCES & ENERGY INCCOM NEW00635130872327,027SH DFND127,02700
ADAPTHEALTH CORPCOM CL A00653Q1021,42788,638SH DFND188,63800
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10761060,952SH DFND160,95200
ADAPTIVE BIOTECHNOLOGIESCOM00650F10925,938536,132SH DFND1536,068064
ADDUS HOMECARE CORPCOM00673910618,739202,453SH DFND1202,45300
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433064111,928SH DFND111,92800
ADECOAGRO SACOML008491067016,257SH DFND116,25700
ADIAL PHARMACEUTICALS INCCOM00688A10610877,985SH DFND177,98500
ADIENT PLC ORD SHSG0084W10121,6741,320,029SH DFND11,299,095020,934
ADIENT PLC ORD SHSG0084W101018SH DFND1 21800
ADMA BIOLOGICS INCCOM0008991043,1901,088,995SH DFND11,088,99500
ADOBE INCCOM00724F1013,472,8817,991,017SH DFND17,953,318037,699
ADT INCCOM00090Q1039,3191,167,832SH DFND11,166,26401,568
ADTALEM GLOBAL EDUCATION INCCOM00737L10323,286747,576SH DFND1735,079012,497
ADTRAN INCCOM00738A1068,201750,381SH DFND1750,38100
ADTRAN INCCOM00738A1063276SH DFND1 227600
ADURO BIOTECH INCCOM00739L1012,110913,711SH DFND1913,71100
ADVANCE AUTO PARTS INCCOM00751Y106156,0231,097,370SH DFND11,094,41902,951
ADVANCE AUTO PARTS INCCOM00751Y106217SH DFND1 21700
ADVANCED DISPOSAL SERVICES ICOM00790X10130,6971,017,490SH DFND11,017,49000
ADVANCED DRAINAGE SYSTEMS INCOM00790R10437,229753,631SH DFND1753,63100
ADVANCED EMISSIONS SOLUTIONSCOM00770C1011,298267,823SH DFND1267,82300
ADVANCED EMISSIONS SOLUTIONSCOM00770C1010134SH DFND1 213400
ADVANCED ENERGY INDUSTRIESCOM00797310038,611569,576SH DFND1569,57600
ADVANCED MICRO DEVICESCOM007903107911,37717,357,829SH DFND117,265,866091,963
ADVANCED MICRO DEVICESCOM007903107011SH DFND1 21100
ADVANSIX INCCOM00773T1014,730402,938SH DFND1402,93800
ADVANSIX INCCOM00773T10109SH DFND1 2900
ADVAXIS INCCOM NEW007624307223416,918SH DFND1416,91800
ADVERUM BIOTECHNOLOGIES INCCOM00773U10821,8631,047,083SH DFND11,047,08300
AECOMCOM00766T10067,7461,802,724SH DFND11,764,528038,196
AECOMCOM00766T100254SH DFND1 25400
AEGION CORPCOM00770F1047,536474,862SH DFND1474,0080854
AEGLEA BIOTHERAPEUTICS INCCOM00773J1035,389582,644SH DFND1582,64400
AEGON N.V.-NY REG SHRNY REGISTRY SHS00792410314449,257SH DFND145,81703,440
AEHR TEST SYSTEMSCOM00760J108220112,964SH DFND1112,96400
AEMETIS INCCOM NEW00770K2025773,506SH DFND173,50600
AERCAP HOLDINGS NVSHSN0098510619,259628,360SH DFND1628,36000
AERIE PHARMACEUTICALS INCCOM00771V1089,029611,772SH DFND1611,5160256
AEROJET ROCKETDYNE HOLDINGSCOM00780010540,9001,031,801SH DFND11,031,80100
AEROVIRONMENT INCCOM00807310825,999326,506SH DFND1326,50600
AEROVIRONMENT INCCOM00807310804SH DFND1 2400
AERPIO PHARMACEUTICALS INCCOM00810B105143114,900SH DFND1114,90000
AES CORPCOM00130H105165,97911,474,321SH DFND111,445,925028,396
AETERNA ZENTARIS INCCOM0079754021923,853SH DFND123,85300
AETHLON MEDICAL INCCOM00808Y3073517,321SH DFND117,32100
AFFILIATED MANAGERS GROUPCOM00825210855,884749,519SH DFND1738,191011,328
AFFIMED NVCOMN010451082,928634,590SH DFND1631,59602,994
AFLAC INCCOM001055102381,71210,610,482SH DFND110,577,942032,540
AFLAC INCCOM0010551024115SH DFND1 211500
AFYA LTD-CLASS ACL A COMG0112510689138,038SH DFND138,03800
AG MORTGAGE INVESTMENT TRUSTCOM001228105900282,201SH DFND1282,20100
AGCO CORPCOM00108410267,1771,211,277SH DFND11,196,446014,831
AGENUS INCCOM NEW00847G7058,0422,046,315SH DFND12,046,31500
AGENUS INCCOM NEW00847G7050102SH DFND1 210200
AGEX THERAPEUTICS INCCOM00848H1089398,398SH DFND198,39800
AGILE THERAPEUTICS INCCOM00847L1002,8091,010,463SH DFND11,010,46300
AGILENT TECHNOLOGIES INCCOM00846U101436,3914,947,369SH DFND14,933,609013,760
AGILENT TECHNOLOGIES INCCOM00846U101117SH DFND1 21700
AGILYSYS INCCOM00847J1057,706429,571SH DFND1429,57100
AGILYSYS INCCOM00847J1054276SH DFND1 227600
AGIOS PHARMACEUTICALS INCCOM00847X10439,342735,652SH DFND1735,563089
AGIOS PHARMACEUTICALS INCCOM00847X10401SH DFND1 2100
AGNC INVESTMENT CORPCOM00123Q10488,0626,831,900SH DFND16,831,1790721
AGNICO EAGLE MINES LTDCOM00847410826,027407,869SH DFND1407,6040265
AGREE REALTY CORPCOM00849210067,8851,033,109SH DFND11,019,596013,513
AGROFRESH SOLUTIONS INCCOM00856G1091,301429,507SH DFND1426,46403,043
AILERON THERAPEUTICS INCCOM00887A105167141,772SH DFND1141,77200
AIM IMMUNOTECH INCCOM00901B105383154,782SH DFND1154,78200
AIMMUNE THERAPEUTICS INCCOM00900T10711,392681,780SH DFND1681,78000
AIMMUNE THERAPEUTICS INCCOM00900T10708SH DFND1 2800
AIR INDUSTRIES GROUPCOM NEW00912N2055748,697SH DFND148,69700
AIR LEASE CORPCL A00912X30237,3651,275,725SH DFND11,275,5180207
AIR LEASE CORPCL A00912X302141SH DFND1 24100
AIR PRODUCTS & CHEMICALS INCCOM009158106790,6483,278,799SH DFND13,269,20709,592
AIR TRANSPORT SERVICES GROUPCOM00922R10519,765887,542SH DFND1887,54200
AIRGAIN INCCOM00938A10478072,662SH DFND172,66200
AKAMAI TECHNOLOGIES INCCOM00971T101301,9242,823,558SH DFND12,816,47307,085
AKAMAI TECHNOLOGIES INCCOM00971T10106SH DFND1 2600
AKCEA THERAPEUTICS INCCOM00972L1074,534330,979SH DFND1330,97900
AKEBIA THERAPEUTICS INCCOM00972D10528,5402,101,653SH DFND12,100,8580795
AKEBIA THERAPEUTICS INCCOM00972D105056SH DFND1 25600
AKERO THERAPEUTICS INCCOM00973Y1083,487139,967SH DFND1139,96700
AKOUSTIS TECHNOLOGIES INCCOM00973N1023,467418,307SH DFND1418,30700
ALAMO GROUP INCCOM01131110714,448140,764SH DFND1140,76400
ALAMOS GOLD INC-CLASS ACOM CL A011532108933100,088SH DFND1100,08800
ALAMOS GOLD INC-CLASS ACOM CL A0115321082295SH DFND1 229500
ALARM.COM HOLDINGS INCCOM01164210542,303652,733SH DFND1652,73300
ALASKA AIR GROUP INCCOM01165910976,2842,106,270SH DFND12,101,12905,141
ALASKA AIR GROUP INCCOM011659109013SH DFND1 21300
ALASKA COMM SYSTEMS GROUPCOM01167P1012,001717,507SH DFND1717,50700
ALBANY INTL CORP-CL ACL A01234810825,635436,648SH DFND1436,64800
ALBEMARLE CORPCOM012653101136,1071,765,931SH DFND11,761,25604,675
ALBIREO PHARMA INCCOM01345P1065,033190,031SH DFND1190,03100
ALCOA CORPCOM01387210629,7532,647,098SH DFND12,642,22404,874
ALCON INCORD SHSH013011283095,408SH DFND15,0530355
ALDEYRA THERAPEUTICS INCCOM01438T106999239,598SH DFND1239,59800
ALECTOR INCCOM01444210715,931651,854SH DFND1651,85400
ALERUS FINANCIAL CORPCOM01446U1032,308116,820SH DFND1116,82000
ALEXANDER & BALDWIN INCCOM01449110412,6651,039,004SH DFND11,018,204020,800
ALEXANDER'S INCCOM0147521097,49531,116SH DFND130,5750541
ALEXANDRIA REAL ESTATE EQUITCOM015271109402,7562,485,986SH DFND12,480,40405,582
ALEXION PHARMACEUTICALS INCCOM015351109424,7713,791,068SH DFND13,773,816017,252
ALEXION PHARMACEUTICALS INCCOM015351109551SH DFND1 25100
ALGONQUIN POWER & UTILITIESCOM01585710511,555897,035SH DFND1897,03500
ALGONQUIN POWER & UTILITIESCOM01585710509SH DFND1 2900
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W1021,120,0225,224,050SH DFND15,222,86901,181
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W10216SH DFND1 2600
ALICO INCCOM0162301041,94162,299SH DFND162,29900
ALIGN TECHNOLOGY INCCOM016255101338,2831,234,070SH DFND11,228,19705,873
ALIMERA SCIENCES INCCOM NEW0162592028713,906SH DFND113,90600
ALJ REGIONAL HOLDINGS INCCOM0016271082347,893SH DFND147,89300
ALKALINE WATER CO INC/THECOM NEW01643A207452316,702SH DFND1316,70200
ALKERMES PLCSHSG0176710537,0471,909,177SH DFND11,909,0530124
ALKERMES PLCSHSG017671052104SH DFND1 210400
ALLAKOS INCCOM01671P10028,275393,483SH DFND1393,48300
ALLEGHANY CORPCOM01717510078,683160,996SH DFND1157,58203,414
ALLEGHANY CORPCOM01717510002SH DFND1 2200
ALLEGHENY TECHNOLOGIES INCCOM01741R10218,8041,845,366SH DFND11,814,754030,612
ALLEGIANCE BANCSHARES INCCOM01748H1077,359289,841SH DFND1289,84100
ALLEGIANT TRAVEL COCOM01748X10222,078202,163SH DFND1202,16300
ALLEGION PLCORD SHSG0176J109156,6241,534,933SH DFND11,530,99403,939
ALLEGION PLCORD SHSG0176J10905SH DFND1 2500
ALLENA PHARMACEUTICALS INCCOM018119107197124,906SH DFND1124,90600
ALLETE INCCOM NEW01852230046,347848,704SH DFND1836,352012,352
ALLETE INCCOM NEW01852230009SH DFND1 2900
ALLIANCE DATA SYSTEMS CORPCOM01858110829,223647,644SH DFND1637,305010,339
ALLIANCE DATA SYSTEMS CORPCOM0185811088192SH DFND1 219200
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R108408125,443SH DFND1125,44300
ALLIANT ENERGY CORPCOM018802108200,6004,200,078SH DFND14,189,417010,661
ALLIED HEALTHCARE PRODUCTSCOM NEW01922220723920,351SH DFND120,35100
ALLIED MOTION TECHNOLOGIESCOM0193301093,962112,238SH DFND1112,23800
ALLIED MOTION TECHNOLOGIESCOM019330109139SH DFND1 23900
ALLISON TRANSMISSION HOLDINGCOM01973R10164,3511,749,639SH DFND11,749,63900
ALLISON TRANSMISSION HOLDINGCOM01973R101395SH DFND1 29500
ALLOGENE THERAPEUTICS INCCOM01977010638,798906,077SH DFND1906,07700
ALLOT LTDSHSM0854Q10522221,262SH DFND121,26200
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10818,8562,785,296SH DFND12,785,29600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1084595SH DFND1 259500
ALLSTATE CORPCOM020002101481,5584,973,708SH DFND14,960,343013,365
ALLSTATE CORPCOM020002101334SH DFND1 23400
ALLY FINANCIAL INCCOM02005N10089,3044,506,855SH DFND14,506,85500
ALNYLAM PHARMACEUTICALS INCCOM02043Q107190,0531,284,296SH DFND11,284,1540142
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,283301,751SH DFND1301,75100
ALPHA PRO TECH LTDCOM0207721092,245126,868SH DFND1126,86800
ALPHABET INC-CL ACAP STK CL A02079K3056,837,2374,829,955SH DFND14,807,451022,504
ALPHABET INC-CL ACAP STK CL A02079K30543SH DFND1 2300
ALPHABET INC-CL CCAP STK CL C02079K1076,211,5354,402,730SH DFND14,380,719022,011
ALPHATEC HOLDINGS INCCOM NEW02081G2013,005639,464SH DFND1639,46400
ALPINE IMMUNE SCIENCES INCCOM02083G10037638,774SH DFND138,77400
ALPINE INCOME PROPERTY TRUSTCOM02083X1031,40786,572SH DFND186,57200
ALTA EQUIPMENT GROUP INCCOMMON STOCK02128L1062,215285,317SH DFND1285,31700
ALTA EQUIPMENT GROUP INC-CW24*W EXP 02/14/20202128L114133128,155SH DFND1128,15500
ALTA EQUIPMENT GROUP INC-CW24*W EXP 02/14/20202128L114108103,532SH DFND1 2103,53200
ALTAIR ENGINEERING INC - ACOM CL A02136910323,895601,142SH DFND1601,14200
ALTERITY THERAPEUTICS-ADRSPONSORED ADR02155X1061412,128SH DFND112,12800
ALTERYX INC - CLASS ACOM CL A02156B10391,370556,188SH DFND1555,9720216
ALTICE USA INC- ACL A02156K10364,9902,886,524SH DFND12,885,9660558
ALTICE USA INC- ACL A02156K1032122SH DFND1 212200
ALTIMMUNE INCCOM NEW02155H20095389,034SH DFND189,010024
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1041,813123,064SH DFND1123,06400
ALTISOURCE PORTFOLIO SOLREG SHSL0175J10402SH DFND1 2200
ALTRA INDUSTRIAL MOTION CORPCOM02208R10630,786966,302SH DFND1966,30200
ALTRA INDUSTRIAL MOTION CORPCOM02208R10607SH DFND1 2700
ALTRIA GROUP INCCOM02209S1031,069,98227,306,251SH DFND127,227,166079,085
ALTRIA GROUP INCCOM02209S103260SH DFND1 26000
AMAG PHARMACEUTICALS INCCOM00163U1063,824499,916SH DFND1499,1570759
AMALGAMATED BK OF NEW YORK-ACLASS A0226631082,987236,328SH DFND1236,32800
AMARIN CORP PLC -ADRSPONS ADR NEW0231112062,158311,905SH DFND1311,90500
A-MARK PRECIOUS METALS INCCOM00181T10797050,921SH DFND150,92100
AMAZON.COM INCCOM02313510617,251,6226,265,689SH DFND16,233,698031,991
AMAZON.COM INCCOM02313510621SH DFND1 2100
AMBAC FINANCIAL GROUP INCCOM NEW0231398849,301649,521SH DFND1648,5730948
AMBARELLA INCSHSG037AX10124,159527,506SH DFND1527,50600
AMBARELLA INCSHSG037AX101013SH DFND1 21300
AMBEV SA-ADRSPONSORED ADR02319V1032,238847,935SH DFND1847,93500
AMBEV SA-ADRSPONSORED ADR02319V1030193SH DFND1 219300
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1043,169738,790SH DFND1738,79000
AMC NETWORKS INC-ACL A00164V10314,885636,397SH DFND1626,76909,628
AMC NETWORKS INC-ACL A00164V103168SH DFND1 26800
AMCI ACQUISITION CORP-CW23*W EXP 05/20/20200165R119612,346SH DFND112,34600
AMCOR PLCORDG0250X107258,13225,212,741SH DFND125,145,488067,253
AMDOCS LTDSHSG0260210384,2211,382,717SH DFND11,382,71700
AMDOCS LTDSHSG02602103010SH DFND1 21000
AMEDISYS INCCOM02343610877,644391,075SH DFND1383,35107,724
AMER NATL BNKSHS/DANVILLE VACOM0277451083,936157,196SH DFND1157,19600
AMER NATL BNKSHS/DANVILLE VACOM027745108025SH DFND1 22500
AMERANT BANCORP INCCL A0235761015,376357,513SH DFND1357,51300
AMERCOCOM02358610032,671108,213SH DFND1108,21300
AMEREN CORPORATIONCOM023608102288,1844,103,257SH DFND14,092,786010,471
AMERESCO INC-CL ACL A02361E1088,394302,189SH DFND1301,7580431
AMERI HOLDINGS INCCOM NEW02362F3021610,788SH DFND110,78800
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10716139,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102111,3288,527,820SH DFND18,506,591021,229
AMERICAN ASSETS TRUST INCCOM02401310428,2591,015,066SH DFND11,002,353012,713
AMERICAN AXLE & MFG HOLDINGSCOM02406110312,3171,620,683SH DFND11,619,6900993
AMERICAN CAMPUS COMMUNITIESCOM02483510073,6492,106,679SH DFND12,073,878032,801
AMERICAN EAGLE OUTFITTERSCOM02553E10624,0252,204,141SH DFND12,166,280037,861
AMERICAN ELECTRIC POWERCOM025537101556,2466,998,718SH DFND16,977,399021,319
AMERICAN EQUITY INVT LIFE HLCOM02567620631,9621,293,501SH DFND11,293,50100
AMERICAN EXPRESS COCOM025816109881,4199,278,486SH DFND19,250,381028,105
AMERICAN EXPRESS COCOM025816109333SH DFND1 23300
AMERICAN FINANCE TRUST INCCOM CLASS A02607T10913,0991,650,868SH DFND11,650,86800
AMERICAN FINANCIAL GROUP INCCOM02593210461,069962,527SH DFND1943,898018,629
AMERICAN FINANCIAL GROUP INCCOM025932104243SH DFND1 24300
AMERICAN HOMES 4 RENT- ACL A02665T306111,8554,158,180SH DFND14,090,799067,381
AMERICAN INTERNATIONAL GROUPCOM NEW026874784391,22812,573,212SH DFND112,535,679037,533
AMERICAN INTERNATIONAL GROUPCOM NEW026874784149SH DFND1 24900
AMERICAN NATIONAL INSURANCECOMSTK0285911058,820122,393SH DFND1122,39300
AMERICAN NATIONAL INSURANCECOMSTK028591105229SH DFND1 22900
AMERICAN PUBLIC EDUCATIONCOM02913V1037,354248,462SH DFND1248,46200
AMERICAN PUBLIC EDUCATIONCOM02913V103272SH DFND1 27200
AMERICAN REALTY INVESTORS INCOM02917410913014,479SH DFND114,47900
AMERICAN RENAL ASSOCIATES HOCOM0292271051,353207,594SH DFND1207,59400
AMERICAN RIVER BANKSHRS (CA)COM02932610523221,707SH DFND121,70700
AMERICAN SOFTWARE INC-CL ACL A0296831096,858435,194SH DFND1435,19400
AMERICAN STATES WATER COCOM02989910142,328538,327SH DFND1536,39701,930
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112072,355289,719SH DFND1289,71900
AMERICAN TOWER CORPCOM03027X1001,709,2676,623,650SH DFND16,580,891042,759
AMERICAN VANGUARD CORPCOM0303711085,458396,688SH DFND1396,68800
AMERICAN WATER WORKS CO INCCOM030420103394,5923,072,266SH DFND13,055,102017,164
AMERICAN WATER WORKS CO INCCOM03042010302SH DFND1 2200
AMERICAN WOODMARK CORPCOM03050610918,686247,010SH DFND1247,01000
AMERICAN WOODMARK CORPCOM03050610903SH DFND1 2300
AMERICA'S CAR-MART INCCOM03062T1058,18593,152SH DFND193,15200
AMERICOLD REALTY TRUSTCOM03064D108108,8342,998,184SH DFND12,997,6970487
AMERIPRISE FINANCIAL INCCOM03076C106346,2082,311,017SH DFND12,305,40805,609
AMERIPRISE FINANCIAL INCCOM03076C1061388SH DFND1 28800
AMERIS BANCORPCOM03076K10823,9191,013,969SH DFND11,013,96900
AMERISAFE INCCOM03071H10020,668337,946SH DFND1337,94600
AMERISERV FINANCIAL INCCOM03074A1025217,060SH DFND117,06000
AMERISOURCEBERGEN CORPCOM03073E105253,4682,519,771SH DFND12,513,43006,341
AMERISOURCEBERGEN CORPCOM03073E105222SH DFND1 22200
AMES NATIONAL CORPCOM0310011002,123107,573SH DFND1107,57300
AMETEK INCCOM031100100331,0263,710,887SH DFND13,700,95109,936
AMETEK INCCOM03110010013155SH DFND1 215500
AMGEN INCCOM0311621002,362,15110,029,463SH DFND19,983,092046,371
AMGEN INCCOM031162100314SH DFND1 21400
AMICUS THERAPEUTICS INCCOM03152W10958,4103,873,390SH DFND13,873,0240366
AMKOR TECHNOLOGY INCCOM03165210022,8881,859,344SH DFND11,859,34400
AMKOR TECHNOLOGY INCCOM0316521001121SH DFND1 212100
AMN HEALTHCARE SERVICES INCCOM00174410129,940661,814SH DFND1661,81400
AMN HEALTHCARE SERVICES INCCOM001744101011SH DFND1 21100
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1057,7371,625,596SH DFND11,625,59600
AMPCO-PITTSBURGH CORPCOM03203710315651,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R10312,139540,513SH DFND1540,51300
AMPHASTAR PHARMACEUTICALS INCOM03209R10307SH DFND1 2700
AMPHENOL CORP-CL ACL A032095101467,6194,889,076SH DFND14,876,504012,572
AMPIO PHARMACEUTICALS INCCOM03209T109517812,062SH DFND1812,06200
AMPLIFY ENERGY CORPCOM03212B103225183,587SH DFND1183,58700
AMPLITUDE HEALTHCARE AC-CW26*W EXP 12/01/20203212A1131516,750SH DFND116,75000
AMPLITUDE HEALTHCARE ACQ-ACOM CL A03212A10533533,500SH DFND133,50000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250439681,461SH DFND181,46100
AMYRIS INCCOM NEW03236M2004,5171,058,062SH DFND11,057,3390723
ANALOG DEVICES INCCOM032654105680,8755,561,145SH DFND15,531,915029,230
ANALOG DEVICES INCCOM032654105115SH DFND1 21500
ANAPLAN INCCOM03272L10850,5491,115,635SH DFND11,115,587048
ANAPTYSBIO INCCOM0327241067,811349,650SH DFND1349,65000
ANAVEX LIFE SCIENCES CORPCOM NEW0327973003,545720,725SH DFND1720,72500
ANDERSONS INC/THECOM0341641036,564477,087SH DFND1477,08700
ANGI HOMESERVICES INC- ACOM CL A00183L1026,588542,245SH DFND1542,24500
ANGI HOMESERVICES INC- ACOM CL A00183L1021131SH DFND1 213100
ANGIODYNAMICS INCCOM03475V1015,706561,097SH DFND1561,09700
ANGIODYNAMICS INCCOM03475V10101SH DFND1 2100
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1084238,594SH DFND18,59400
ANI PHARMACEUTICALS INCCOM00182C1034,530140,089SH DFND1140,08900
ANI PHARMACEUTICALS INCCOM00182C103143SH DFND1 24300
ANIKA THERAPEUTICS INCCOM0352551088,758232,129SH DFND1232,0070122
ANIXA BIOSCIENCES INCCOM03528H109313102,487SH DFND1102,48700
ANNALY CAPITAL MANAGEMENT INCOM035710409104,98416,017,612SH DFND116,016,8330779
ANSYS INCCOM03662Q105413,5251,420,019SH DFND11,413,41206,607
ANTARES PHARMA INCCOM0366421066,4302,338,263SH DFND12,338,26300
ANTERIX INCCOM03676C1009,027199,111SH DFND1199,11100
ANTERO MIDSTREAM CORPCOM03676B10216,1113,159,172SH DFND13,077,480081,692
ANTERO RESOURCES CORPCOM03674X1068,1363,203,204SH DFND13,203,20400
ANTHEM INCCOM036752103991,6213,777,127SH DFND13,766,153010,974
ANTHEM INCCOM0367521031041SH DFND1 24100
ANWORTH MORTGAGE ASSET CORPCOM0373471012,6361,550,715SH DFND11,550,71500
AON PLC-CLASS ASHS CL AG0403H108706,4793,673,354SH DFND13,663,280010,074
APACHE CORPCOM03741110587,8266,513,185SH DFND16,497,105016,080
APACHE CORPCOM037411105011SH DFND1 21100
APARTMENT INVT & MGMT CO -ACL A03748R754122,0993,246,705SH DFND13,240,42106,284
APELLIS PHARMACEUTICALS INCCOM03753U10628,279865,879SH DFND1865,87900
APELLIS PHARMACEUTICALS INCCOM03753U106019SH DFND1 21900
APEX GLOBAL BRANDS INCCOM NEW03755M2012623,876SH DFND123,87600
APHRIA INCCOM03765K104803187,542SH DFND1187,54200
API GROUP CORPCOM STK00187Y10020,4491,683,110SH DFND11,683,11000
APOGEE ENTERPRISES INCCOM0375981099,159397,549SH DFND1397,54900
APOLLO COMMERCIAL REAL ESTATCOM03762U10520,9212,132,645SH DFND12,132,64500
APOLLO ENDOSURGERY INCCOM03767D10810062,325SH DFND162,32500
APOLLO GLOBAL MANAGEMENT INCCOM CL A03768E10598,7931,980,675SH DFND11,980,5110164
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2075,271319,471SH DFND1319,47100
APPFOLIO INC - ACOM CL A03783C10039,106240,344SH DFND1240,274070
APPFOLIO INC - ACOM CL A03783C100216SH DFND1 21600
APPIAN CORPCL A03782L10125,847504,351SH DFND1504,35100
APPIAN CORPCL A03782L10104SH DFND1 2400
APPLE HOSPITALITY REIT INCCOM NEW03784Y20035,7703,702,984SH DFND13,649,634053,350
APPLE INCCOM03783310022,913,45962,923,854SH DFND162,626,3830297,471
APPLIED DNA SCIENCES INCCOM03815U30018422,854SH DFND122,85400
APPLIED GENETIC TECHNOLOGIESCOM03820J1001,544278,740SH DFND1278,74000
APPLIED INDUSTRIAL TECH INCCOM03820C10536,814590,063SH DFND1590,06300
APPLIED INDUSTRIAL TECH INCCOM03820C10507SH DFND1 2700
APPLIED MATERIALS INCCOM038222105847,15514,039,524SH DFND113,967,485072,039
APPLIED MATERIALS INCCOM0382221056111SH DFND1 211100
APPLIED MOLECULAR TRANSPORTCOM03824M10943017,132SH DFND117,13200
APPLIED OPTOELECTRONICS INCCOM03823U1023,250299,000SH DFND1298,904096
APPLIED THERAPEUTICS INCCOM03828A1015,998165,920SH DFND1165,92000
APREA THERAPEUTICS INCCOM03836J1024,117106,167SH DFND1106,16700
APTARGROUP INCCOM03833610393,494834,922SH DFND1819,616015,306
APTEVO THERAPEUTICS INCCOM NEW03835L2078910,705SH DFND110,3030402
APTINYX INCCOM03836N1031,565375,498SH DFND1375,49800
APTIV PLCSHSG6095L109332,0674,269,625SH DFND14,258,129011,496
APTOSE BIOSCIENCES INCCOM NEW03835T20028845,727SH DFND145,72700
APYX MEDICAL CORPCOM03837C1062,432438,247SH DFND1438,24700
AQUA METALS INCCOM03837J101521372,630SH DFND1372,63000
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20024375,700SH DFND175,70000
AQUESTIVE THERAPEUTICS INCCOM03843E1041,314270,446SH DFND1270,0300416
ARAMARKCOM03852U10661,9272,746,055SH DFND12,745,8050250
ARAMARKCOM03852U106159SH DFND1 25900
ARAVIVE INCCOM03890D1081,914164,505SH DFND1164,50500
ARBOR REALTY TRUST INCCOM03892310812,8161,387,082SH DFND11,387,08200
ARBUTUS BIOPHARMA CORPCOM03879J100569313,030SH DFND1313,03000
ARC DOCUMENT SOLUTIONS INCCOM00191G103249249,287SH DFND1249,28700
ARCADIA BIOSCIENCES INCCOM NEW03901420418449,105SH DFND149,10500
ARCBEST CORPCOM03937C10510,936412,544SH DFND1411,9270617
ARCBEST CORPCOM03937C105010SH DFND1 21000
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20312311,548SH DFND110,9060642
ARCH CAPITAL GROUP LTDORDG0450A105144,7545,056,267SH DFND15,055,9720295
ARCH RESOURCES INCCL A03940R1076,218218,872SH DFND1218,87200
ARCHER-DANIELS-MIDLAND COCOM039483102359,9499,037,652SH DFND19,014,002023,650
ARCHROCK INCCOM03957W10611,8761,829,963SH DFND11,829,96300
ARCHROCK INCCOM03957W1064625SH DFND1 262500
ARCIMOTO INCCOM039587100682128,200SH DFND1128,20000
ARCO PLATFORM LTD - CLASS ACOM CL AG0455310697822,512SH DFND122,51200
ARCONIC CORPCOM03966V10721,8021,565,172SH DFND11,564,8720300
ARCOS DORADOS HOLDINGS INC-ASHS CLASS -A -G0457F10711928,497SH DFND128,49700
ARCOSA INCCOM03965310029,058688,582SH DFND1688,1430439
ARCOSA INCCOM03965310006SH DFND1 2600
ARCTURUS THERAPEUTICS HOLDINCOM03969T1099,915212,145SH DFND1212,14500
ARCTURUS THERAPEUTICS HOLDINCOM03969T109256SH DFND1 25600
ARCUS BIOSCIENCES INCCOM03969F10913,673552,689SH DFND1552,68900
ARCUTIS BIOTHERAPEUTICS INCCOM03969K1084,604152,262SH DFND1152,26200
ARDAGH GROUP SACL AL0223L10182864,177SH DFND164,17700
ARDELYX INCCOM0396971077,6501,105,538SH DFND11,105,53800
ARDMORE SHIPPING CORPCOMY0207T100958220,738SH DFND1220,73800
ARENA PHARMACEUTICALS INCCOM NEW04004760754,292862,476SH DFND1862,422054
ARES COMMERCIAL REAL ESTATECOM04013V1084,160456,242SH DFND1456,24200
ARES MANAGEMENT CORP - ACL A COM STK03990B10135,111884,409SH DFND1884,40900
ARGAN INCCOM04010E1099,303196,352SH DFND1196,35200
ARGAN INCCOM04010E10907SH DFND1 2700
ARGENX SE - ADRSPONSORED ADR04016X1014,02517,872SH DFND117,87200
ARGO GROUP INTERNATIONALCOMG0464B10716,566475,628SH DFND1475,62800
ARISTA NETWORKS INCCOM040413106206,319983,932SH DFND1981,64202,290
ARISTA NETWORKS INCCOM04041310603SH DFND1 2300
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562051,632549,639SH DFND1543,92205,717
ARLO TECHNOLOGIES INCCOM04206A1012,8091,088,899SH DFND11,088,89900
ARMADA HOFFLER PROPERTIES INCOM04208T1088,342838,399SH DFND1824,228014,171
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155078,695926,072SH DFND1926,07200
ARMSTRONG FLOORING INCCOM04238R106532177,940SH DFND1177,94000
ARMSTRONG WORLD INDUSTRIESCOM04247X10242,579546,174SH DFND1546,17400
ARMSTRONG WORLD INDUSTRIESCOM04247X10208SH DFND1 2800
ARROW ELECTRONICS INCCOM04273510064,566940,699SH DFND1921,938018,761
ARROW ELECTRONICS INCCOM04273510002SH DFND1 2200
ARROW FINANCIAL CORPCOM0427441026,048203,460SH DFND1203,46000
ARROW FINANCIAL CORPCOM0427441026210SH DFND1 221000
ARROWHEAD PHARMACEUTICALS INCOM04280A10067,1521,554,456SH DFND11,529,658024,798
ARTESIAN RESOURCES CORP-CL ACL A0431132084,127113,749SH DFND1113,74900
ARTHUR J GALLAGHER & COCOM363576109310,7563,190,758SH DFND13,182,70808,050
ARTISAN PARTNERS ASSET MA -ACL A04316A10831,055955,565SH DFND1955,1300435
ARTISAN PARTNERS ASSET MA -ACL A04316A10810311SH DFND1 231100
ART'S-WAY MANUFACTURING COCOM0431681037532,042SH DFND132,04200
ARVINAS INCCOM04335A10511,307337,143SH DFND1337,14300
ASBURY AUTOMOTIVE GROUPCOM04343610422,169286,682SH DFND1286,68200
ASBURY AUTOMOTIVE GROUPCOM04343610403SH DFND1 2300
ASCENA RETAIL GROUP INCCOM NEW04351G20010471,773SH DFND171,77300
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1015,66038,273SH DFND138,27300
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W100706155,566SH DFND1145,66509,901
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W10051,241SH DFND1 21,24100
ASGN INCCOM00191U10249,405740,938SH DFND1728,406012,532
ASGN INCCOM00191U102010SH DFND1 21000
ASHFORD HOSPITALITY TRUSTREIT044103109524726,005SH DFND1719,56106,444
ASHFORD INCCOM04410410710610,488SH DFND110,478010
ASHLAND GLOBAL HOLDINGS INCCOM04418610447,055680,972SH DFND1666,314014,658
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921025,03068,009SH DFND165,28502,724
ASPEN AEROGELS INCCOM04523Y1051,905289,661SH DFND1289,66100
ASPEN GROUP INCCOM NEW04530L2032,272251,080SH DFND1251,08000
ASPEN TECHNOLOGY INCCOM04532710383,607806,059SH DFND1806,05900
ASPIRA WOMEN'S HEALTH INCCOM04537Y1092,878749,601SH DFND1749,60100
ASSEMBLY BIOSCIENCES INCCOM04539610810,396445,805SH DFND1445,80500
ASSERTIO HOLDINGS INCCOM04546C106735858,474SH DFND1858,47400
ASSETMARK FINANCIAL HOLDINGSCOM04546L1065,609205,555SH DFND1205,55500
ASSOCIATED BANC-CORPCOM04548710524,0501,758,110SH DFND11,721,432036,678
ASSOCIATED CAPITAL GROUP - ACL A0455281061,56042,541SH DFND142,3360205
ASSURANT INCCOM04621X108102,300992,147SH DFND1989,59902,548
ASSURED GUARANTY LTDCOMG0585R10622,945940,017SH DFND1940,01700
ASSURED GUARANTY LTDCOMG0585R106029SH DFND1 22900
ASTA FUNDING INCCOM04622010950338,958SH DFND138,95800
ASTEC INDUSTRIES INCCOM04622410115,566336,137SH DFND1336,13700
ASTEC INDUSTRIES INCCOM04622410106SH DFND1 2600
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR04635310810,180192,492SH DFND1190,54001,952
ASTRONICS CORPCOM0464331084,210398,740SH DFND1397,23501,505
ASTRONICS CORPCOM0464331084429SH DFND1 242900
ASTRONOVA INCCOM04638F10846258,158SH DFND158,15800
ASTROTECH CORPCOM NEW0464842008429,724SH DFND129,72400
ASURE SOFTWARE INCCOM04649U1021,239192,744SH DFND1192,74400
AT HOME GROUP INCCOM04650Y1004,457686,764SH DFND1686,2480516
AT&T INCCOM00206R1023,298,338109,306,598SH DFND1108,991,2230315,375
AT&T INCCOM00206R1024142SH DFND1 214200
ATARA BIOTHERAPEUTICS INCCOM04651310712,889884,674SH DFND1884,3370337
ATHENE HOLDING LTD-CLASS ACL AG0684D10743,7801,404,972SH DFND11,404,6250347
ATHENEX INCCOM04685N10313,020946,255SH DFND1946,25500
ATHERSYS INCCOM04744L1066,6422,406,868SH DFND12,406,86800
ATHERSYS INCCOM04744L106014SH DFND1 21400
ATIF HOLDINGS LTDSHSG0602B1005026,801SH DFND126,80100
ATKORE INTERNATIONAL GROUP ICOM04764910821,552788,033SH DFND1788,03300
ATKORE INTERNATIONAL GROUP ICOM047649108297SH DFND1 29700
ATLANTIC CAPITAL BANCSHARESCOM0482692034,269351,142SH DFND1350,2890853
ATLANTIC POWER CORPCOM NEW04878Q8631,583791,580SH DFND1779,980011,600
ATLANTIC UNION BANKSHARES COCOM04911A10727,0191,166,627SH DFND11,166,62700
ATLANTICA SUSTAINABLE INFRASSHSG0751N1032,40482,638SH DFND181,8400798
ATLANTICA SUSTAINABLE INFRASSHSG0751N103164SH DFND1 26400
ATLANTICUS HOLDINGS CORPCOM04914Y10294591,469SH DFND191,46900
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420517,405404,507SH DFND1404,50700
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW049164205261SH DFND1 26100
ATLAS CORPSHSY0436Q10910513,817SH DFND113,81700
ATLAS FINANCIAL HOLDINGS INCSHS NEWG062071154364,817SH DFND164,81700
ATLAS TECHNICAL CONSULTANTS - 21*W EXP 11/26/2020494301191948,800SH DFND148,80000
ATLASSIAN CORP PLC-CLASS ACL AG0624210432,919182,612SH DFND1182,61200
ATLASSIAN CORP PLC-CLASS ACL AG06242104213SH DFND1 21300
ATMOS ENERGY CORPCOM049560105195,8491,970,342SH DFND11,958,379011,963
ATN INTERNATIONAL INCCOM00215F10710,410171,879SH DFND1171,87900
ATOMERA INCCOM04965B1001,654183,869SH DFND1183,86900
ATOSSA THERAPEUTICS INCCOM04962H50634189,903SH DFND189,90300
ATRECA INC - ACL A COM04965G1094,341204,006SH DFND1204,00600
ATRECA INC - ACL A COM04965G109010SH DFND1 21000
ATRICURE INCCOM04963C20928,005623,043SH DFND1623,04300
ATRICURE INCCOM04963C20907SH DFND1 2700
ATRION CORPORATIONCOM04990410514,33722,508SH DFND122,50800
ATYR PHARMA INCCOM NEW00212020220446,130SH DFND146,13000
AUBURN NATL BANCORPORATIONCOM0504731071,61728,332SH DFND128,33200
AUDIOCODES LTDORDM1534210455017,314SH DFND117,31400
AUDIOCODES LTDORDM15342104027SH DFND1 22700
AUDIOEYE INCCOM NEW05073420132832,855SH DFND132,85500
AURINIA PHARMACEUTICALS INCCOM05156V1021,59097,906SH DFND197,90600
AURORA CANNABIS INCCOM05156X88427121,983SH DFND121,98300
AURORA MOBILE LTD-ADRADS0518571002012,607SH DFND112,60700
AUTODESK INCCOM052769106771,1073,230,340SH DFND13,213,190017,150
AUTODESK INCCOM05276910617SH DFND1 2700
AUTOHOME INC-ADRSP ADR RP CL A05278C10712,816170,776SH DFND1170,77600
AUTOHOME INC-ADRSP ADR RP CL A05278C10709SH DFND1 2900
AUTOLIV INCCOM05280010943,809679,838SH DFND1679,83800
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BRIGHAM MINERALS INC-CL ACL A COM10918L1035,164418,165SH DFND1418,16500
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BRIGHTCOVECOM10921T1014,484569,137SH DFND1569,13700
BRIGHTHOUSE FINANCIAL INCCOM10922N10336,7181,319,402SH DFND11,296,373023,029
BRIGHTSPHERE INVESTMENT GROUCOM10948W10310,969880,390SH DFND1880,39000
BRIGHTVIEW HOLDINGS INCCOM10948C1074,992445,791SH DFND1445,79100
BRINKER INTERNATIONAL INCCOM10964110017,204716,845SH DFND1716,84500
BRINK'S CO/THECOM10969610433,207729,669SH DFND1717,615012,054
BRINK'S CO/THECOM10969610405SH DFND1 2500
BRISTOL-MYERS SQUIBB COCOM1101221081,934,63232,957,290SH DFND132,856,4950100,795
BRISTOL-MYERS SQUIBB COCOM110122108470SH DFND1 27000
BRISTOL-MYERS SQUIBB-CVRRIGHT 99/99/999911012215731086,520SH DFND185,50001,020
BRISTOW GROUP INCCOM11040G1031,24489,339SH DFND189,33900
BRITISH AMERICAN TOB-SP ADRSPONSORED ADR1104481074,017103,494SH DFND1103,49400
BRIXMOR PROPERTY GROUP INCCOM11120U10562,7964,898,308SH DFND14,825,466072,842
BROADCOM INCCOM11135F1011,838,3375,835,011SH DFND15,803,571031,440
BROADCOM INCCOM11135F10102SH DFND1 2200
BROADMARK REALTY CAPITAL INCCOM11135B10015,2141,606,632SH DFND11,606,63200
BROADRIDGE FINANCIAL SOLUTIOCOM11133T103240,2491,906,866SH DFND11,901,71705,149
BROADWIND INCCOM NEW11161T20732687,020SH DFND187,02000
BROOGE ENERGY LTDSHSG1611B10728135,126SH DFND135,12600
BROOGE HOLDINGS LTD*W EXP 12/20/202G1611B1154395,985SH DFND195,98500
BROOGE HOLDINGS LTD*W EXP 12/20/202G1611B115274610,408SH DFND1 2610,40800
BROOKDALE SENIOR LIVING INCCOM1124631047,6502,593,526SH DFND12,593,52600
BROOKDALE SENIOR LIVING INCCOM1124631041600SH DFND1 260000
BROOKFIELD ASSET MANAGE-CL ACL A LTD VT SH11258510477,4622,330,852SH DFND12,328,07002,782
BROOKFIELD ASSET MANAGE-CL ACL A LTD VT SH112585104270SH DFND1 27000
BROOKFIELD INFRASTRUCTURE PALP INT UNITG162521013498,494SH DFND1008,494
BROOKFIELD INFRASTRUCTURE-ACOM SB VTG SHS A11275Q1079,370205,657SH DFND1204,31701,340
BROOKFIELD PROPERTY PARTNERSUNIT LTD PARTNG162491073,192322,206SH DFND1322,20600
BROOKFIELD PROPERTY REIT I-ACL A11282X1032,032204,024SH DFND1204,02400
BROOKLINE BANCORP INCCOM11373M10712,4341,233,584SH DFND11,233,58400
BROOKS AUTOMATION INCCOM11434010248,3511,092,934SH DFND11,092,93400
BROOKS AUTOMATION INCCOM11434010207SH DFND1 2700
BROWN & BROWN INCCOM115236101121,3902,974,911SH DFND12,918,818056,093
BROWN & BROWN INCCOM115236101011SH DFND1 21100
BROWN-FORMAN CORP-CLASS ACL A11563710013,684237,695SH DFND1237,69500
BROWN-FORMAN CORP-CLASS BCL B115637209207,8293,271,255SH DFND13,263,45807,797
BROWN-FORMAN CORP-CLASS BCL B115637209128SH DFND1 22800
BRP GROUP INC-ACOM CL A05589G1026,447373,330SH DFND1373,33000
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W2001,79742,156SH DFND142,15600
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W20003SH DFND1 2300
BRT APARTMENTS CORPCOM0556453031,993184,232SH DFND1184,23200
BRUKER CORPCOM11679410854,7811,346,654SH DFND11,346,65400
BRUNSWICK CORPCOM11704310960,924951,792SH DFND1932,926018,866
BRYN MAWR BANK CORPCOM1176651098,320300,828SH DFND1300,82800
BSQUARE CORPCOM NEW11776U3008655,005SH DFND155,00500
BUCKLE INC/THECOM1184401066,430410,107SH DFND1410,10700
BUILD-A-BEAR WORKSHOP INCCOM12007610421096,345SH DFND196,34500
BUILDERS FIRSTSOURCE INCCOM12008R10735,9281,735,671SH DFND11,735,67100
BUILDERS FIRSTSOURCE INCCOM12008R10707SH DFND1 2700
BUNGE LTDCOMG1696210566,1141,608,812SH DFND11,608,6450167
BURLINGTON STORES INCCOM122017106143,618729,911SH DFND1729,860051
BURNING ROCK BIOTECH LTD-ADRSPONSORED ADS12233L1072007,416SH DFND17,41600
BUSINESS FIRST BANCSHARESCOM12326C1053,231210,532SH DFND1210,53200
BWX TECHNOLOGIES INCCOM05605H10059,7641,055,170SH DFND11,055,17000
BYLINE BANCORP INCCOM1244111094,567348,682SH DFND1348,68200
C & F FINANCIAL CORPCOM12466Q1041,44643,510SH DFND143,51000
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209200,5532,540,024SH DFND12,534,27805,746
CABALETTA BIO INCCOM12674W1092,057184,700SH DFND1184,70000
CABLE ONE INCCOM12685J105125,80770,918SH DFND169,66301,255
CABLE ONE INCCOM12685J10511SH DFND1 2100
CABOT CORPCOM12705510123,695639,555SH DFND1626,056013,499
CABOT CORPCOM127055101013SH DFND1 21300
CABOT MICROELECTRONICS CORPCOM12709P10361,616441,571SH DFND1434,63506,936
CABOT OIL & GAS CORPCOM127097103109,9626,412,113SH DFND16,395,010017,103
CABOT OIL & GAS CORPCOM1270971036406SH DFND1 240600
CACI INTERNATIONAL INC -CL ACL A12719030463,229291,542SH DFND1285,55805,984
CACI INTERNATIONAL INC -CL ACL A12719030402SH DFND1 2200
CACTUS INC - ACL A12720310713,747666,373SH DFND1666,37300
CACTUS INC - ACL A127203107183SH DFND1 28300
CADENCE BANCORPCL A12739A10017,0131,920,284SH DFND11,920,28400
CADENCE DESIGN SYS INCCOM127387108524,6085,474,277SH DFND15,452,755021,522
CADIZ INCCOM NEW1275372074,026396,321SH DFND1396,32100
CAE INCCOM1247651087,238447,530SH DFND1445,99801,532
CAESARS ENTERTAINMENT CORPCOM12768610384,5366,969,180SH DFND16,835,3670133,813
CAESARSTONE LTDORD SHSM205981042,093176,683SH DFND1176,68300
CAESARSTONE LTDORD SHSM20598104045SH DFND1 24500
CAI INTERNATIONAL INCCOM12477X1063,956237,461SH DFND1237,46100
CALADRIUS BIOSCIENCES INCCOM NEW1280582038246,538SH DFND146,53800
CALAMP CORPCOM1281261093,986497,719SH DFND1497,71900
CALAMP CORPCOM128126109061SH DFND1 26100
CALAVO GROWERS INCCOM12824610515,490246,234SH DFND1246,23400
CALEDONIA MINING CORP PLCSHS NEWG1757E1131,23871,502SH DFND171,50200
CALERES INCCOM1295001044,779573,120SH DFND1572,8190301
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CALIFORNIA BANCORP INCCOM13005U10186558,092SH DFND158,09200
CALIFORNIA RESOURCES CORPCOM NEW13057Q206848695,626SH DFND1695,62600
CALIFORNIA WATER SERVICE GRPCOM13078810234,029713,398SH DFND1710,84902,549
CALITHERA BIOSCIENCES INCCOM13089P1014,660882,708SH DFND1882,70800
CALIX INCCOM13100M50914,513974,083SH DFND1974,08300
CALIX INCCOM13100M5094298SH DFND1 229800
CALLAWAY GOLF COMPANYCOM13119310423,3401,332,963SH DFND11,332,96300
CALLON PETROLEUM COCOM13123X1024,2143,664,729SH DFND13,664,72900
CAL-MAINE FOODS INCCOM NEW12803020223,808535,259SH DFND1535,25900
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610314061,788SH DFND161,78800
CALYXT INCCOM13173L107695141,166SH DFND1141,16600
CAMBIUM NETWORKS CORPSHSG1776610928438,648SH DFND138,64800
CAMBRIDGE BANCORPCOM1321521095,37890,795SH DFND190,79500
CAMDEN NATIONAL CORPCOM1330341088,092234,292SH DFND1234,29200
CAMDEN PROPERTY TRUSTSH BEN INT133131102147,5851,618,842SH DFND11,595,559023,283
CAMECO CORPCOM13321L1086,853671,838SH DFND1671,83800
CAMPBELL SOUP COCOM134429109135,5142,735,183SH DFND12,727,16508,018
CAMPING WORLD HOLDINGS INC-ACL A13462K10912,618464,593SH DFND1464,59300
CAMTEK LTDORDM2079110530224,085SH DFND124,08500
CAMTEK LTDORDM20791105012SH DFND1 21200
CAN IMPERIAL BK OF COMMERCECOM13606910154,701810,845SH DFND1810,4880357
CANADA GOOSE HOLDINGS INCSHS SUB VTG1350861062319,992SH DFND19,99200
CANADIAN NATL RAILWAY COCOM136375102118,2111,330,529SH DFND11,329,7930736
CANADIAN NATL RAILWAY COCOM136375102112SH DFND1 21200
CANADIAN NATURAL RESOURCESCOM13638510137,0602,105,153SH DFND12,105,15300
CANADIAN NATURAL RESOURCESCOM1363851014249SH DFND1 224900
CANADIAN PACIFIC RAILWAY LTDCOM13645T10065,818257,601SH DFND1257,4470154
CANADIAN PACIFIC RAILWAY LTDCOM13645T100315SH DFND1 21500
CANADIAN SOLAR INCCOM13663510993148,339SH DFND148,33900
CANNAE HOLDINGS INCCOM13765N10756,6011,377,157SH DFND11,377,15700
CANON INC-SPONS ADRSPONSORED ADR1380063092,220111,184SH DFND1108,76102,423
CANOPY GROWTH CORPCOM1380351001,32984,231SH DFND184,23100
CANTEL MEDICAL CORPCOM13809810823,907540,533SH DFND1531,69208,841
CAPITAL BANCORP INC/MDCOM13973710081075,740SH DFND175,74000
CAPITAL CITY BANK GROUP INCCOM1396741054,207200,830SH DFND1200,83000
CAPITAL ONE FINANCIAL CORPCOM14040H105399,0376,388,688SH DFND16,369,318019,370
CAPITAL ONE FINANCIAL CORPCOM14040H105351SH DFND1 25100
CAPITAL PRODUCT PARTNERS LPPARTNERSHP UNITSY1108220610012,420SH DFND112,42000
CAPITAL SENIOR LIVING CORPCOM140475104151213,172SH DFND1213,17200
CAPITAL SOUTHWEST CORPCOM14050110716512,254SH DFND112,25400
CAPITOL FEDERAL FINANCIAL INCOM14057J10122,9792,087,150SH DFND12,087,15000
CAPITOL FEDERAL FINANCIAL INCOM14057J101019SH DFND1 21900
CAPRI HOLDINGS LTDSHSG1890L10729,3991,880,957SH DFND11,880,95700
CAPRI HOLDINGS LTDSHSG1890L107018SH DFND1 21800
CAPRICOR THERAPEUTICS INCCOM NEW14070B30914431,385SH DFND131,38500
CAPSTAR FINANCIAL HOLDINGS ICOM14070T1022,777231,467SH DFND1231,46700
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,6581,395,079SH DFND11,394,5920487
CAPSTONE TURBINE CORPCOM14067D50815852,484SH DFND152,48400
CARA THERAPEUTICS INCCOM14075510910,803631,764SH DFND1631,76400
CARDIFF ONCOLOGY INCCOM14147L10820140,276SH DFND140,27600
CARDINAL HEALTH INCCOM14149Y108257,1154,932,177SH DFND14,918,951013,226
CARDINAL HEALTH INCCOM14149Y108251SH DFND1 25100
CARDIOVASCULAR SYSTEMS INCCOM14161910619,252610,223SH DFND1610,22300
CARDIOVASCULAR SYSTEMS INCCOM141619106132SH DFND1 23200
CARDLYTICS INCCOM14161W10525,050357,969SH DFND1357,930039
CARDTRONICS PLC - ASHS CL AG1991C10513,100546,328SH DFND1545,8970431
CAREDX INCCOM14167L10321,601609,706SH DFND1609,3800326
CARETRUST REIT INCCOM14174T10731,8711,857,293SH DFND11,833,157024,136
CARGURUS INCCOM CL A14178810930,4101,199,633SH DFND11,199,63300
CARGURUS INCCOM CL A141788109159SH DFND1 25900
CARLISLE COS INCCOM14233910074,672623,989SH DFND1610,811013,178
CARLISLE COS INCCOM142339100223SH DFND1 22300
CARLYLE GROUP INC/THECOM14316J10842,6221,529,046SH DFND11,529,04600
CARLYLE GROUP INC/THECOM14316J108017SH DFND1 21700
CARMAX INCCOM143130102230,3992,577,639SH DFND12,570,61907,020
CARNIVAL CORPUNIT 99/99/9999143658300122,6387,482,959SH DFND17,461,366021,593
CARPENTER TECHNOLOGYCOM14428510316,641685,412SH DFND1673,977011,435
CARPENTER TECHNOLOGYCOM144285103171SH DFND1 27100
CARRIAGE SERVICES INCCOM1439051074,218232,810SH DFND1232,81000
CARRIER GLOBAL CORPCOM14448C104299,05113,482,904SH DFND113,448,360034,544
CARRIER GLOBAL CORPCOM14448C1043137SH DFND1 213700
CARROLS RESTAURANT GROUP INCCOM14574X1042,866592,322SH DFND1591,7010621
CARS.COM INCCOM14575E1055,631977,773SH DFND1976,9990774
CARS.COM INCCOM14575E1050102SH DFND1 210200
CARTER BANK & TRUSTCOM1461021082,766342,815SH DFND1342,81500
CARTER'S INCCOM14622910939,830493,560SH DFND1483,156010,404
CARTER'S INCCOM14622910906SH DFND1 2600
CARVANA COCL A14686910267,865564,608SH DFND1564,512096
CASA SYSTEMS INCCOM14713L1021,940466,550SH DFND1466,55000
CASELLA WASTE SYSTEMS INC-ACL A14744810435,111673,668SH DFND1673,66800
CASEY'S GENERAL STORES INCCOM14752810367,203449,460SH DFND1440,64408,816
CASEY'S GENERAL STORES INCCOM147528103113SH DFND1 21300
CASI PHARMACEUTICALS INCCOM14757U1091,953781,473SH DFND1781,47300
CASPER SLEEP INCCOM14762610585595,368SH DFND195,36800
CASS INFORMATION SYSTEMS INCCOM14808P1098,283212,227SH DFND1212,22700
CASSAVA SCIENCES INCCOM14817C107802260,579SH DFND1260,57900
CASTLE BIOSCIENCES INCCOM14843C1054,215111,845SH DFND1111,84500
CASTLIGHT HEALTH INC-BCL B14862Q100500602,988SH DFND1602,98800
CASTLIGHT HEALTH INC-BCL B14862Q10012,115SH DFND1 22,11500
CATABASIS PHARMACEUTICALS INCOM NEW14875P2061,476229,601SH DFND1229,60100
CATALENT INCCOM148806102135,1811,845,711SH DFND11,806,787038,924
CATALYST BIOSCIENCES INCCOM NEW14888D2081,422242,405SH DFND1241,7530652
CATALYST PHARMACEUTICALS INCCOM14888U1017,2731,574,393SH DFND11,574,39300
CATALYST PHARMACEUTICALS INCCOM14888U101099SH DFND1 29900
CATASYS INCCOMSTK1490495042,479100,221SH DFND1100,22100
CATCHMARK TIMBER TRUST INC-ACL A14912Y2026,586744,265SH DFND1731,953012,312
CATERPILLAR INCCOM149123101963,5437,630,987SH DFND17,606,716024,271
CATERPILLAR INCCOM14912310118SH DFND1 2800
CATHAY GENERAL BANCORPCOM14915010433,5141,274,313SH DFND11,256,269018,044
CATHAY GENERAL BANCORPCOM149150104035SH DFND1 23500
CATO CORP-CLASS ACL A1492051062,644323,328SH DFND1323,32800
CAVCO INDUSTRIES INCCOM14956810727,748143,888SH DFND1143,88800
CAVCO INDUSTRIES INCCOM14956810718SH DFND1 2800
CB FINANCIAL SERVICES INCCOM12479G1011,65475,832SH DFND175,83200
CBDMD INCCOM12482W101523273,955SH DFND1273,95500
CBIZ INCCOM12480510218,081754,345SH DFND1754,34500
CBL & ASSOCIATES PROPERTIESCOM1248301003881,426,832SH DFND11,415,916010,916
CBOE GLOBAL MARKETS INCCOM12503M108172,0111,844,994SH DFND11,840,23704,757
CBOE GLOBAL MARKETS INCCOM12503M108675SH DFND1 27500
CBRE GROUP INC - ACL A12504L109270,2275,985,870SH DFND15,971,560014,310
CBRE GROUP INC - ACL A12504L109140SH DFND1 24000
CBTX INCCOM12481V1045,720272,428SH DFND1272,42800
CDK GLOBAL INCCOM12508E10166,9481,617,373SH DFND11,588,052029,321
CDW CORP/DECOM12514G108268,1202,311,955SH DFND12,300,949011,006
CDW CORP/DECOM12514G108113SH DFND1 21300
CECO ENVIRONMENTAL CORPCOM1251411013,031460,058SH DFND1460,05800
CEDAR REALTY TRUST INCCOM NEW150602209667674,028SH DFND1674,02800
CELANESE CORPCOM150870103169,2661,963,958SH DFND11,958,92105,037
CELANESE CORPCOM150870103229SH DFND1 22900
CELCUITY INCCOM15102K10013719,819SH DFND119,81900
CELESTICA INCSUB VTG SHS15101Q10815622,850SH DFND122,85000
CELESTICA INCSUB VTG SHS15101Q1081161SH DFND1 216100
CELLDEX THERAPEUTICS INCCOM NEW15117B2021,693130,237SH DFND1130,0230214
CELLECTIS - ADRSPON ADS15117K10339622,281SH DFND122,28100
CELLECTIS - ADRSPON ADS15117K103018SH DFND1 21800
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1022,613174,606SH DFND1174,60600
CEL-SCI CORPCOM PAR NEW1508376077,030471,235SH DFND1471,23500
CELSION CORPCOM PAR NEW15117N503789212,358SH DFND1212,35800
CELSIUS HOLDINGS INCCOM NEW15118V2075,672481,963SH DFND1481,96300
CENOVUS ENERGY INCCOM15135U1098,1091,736,579SH DFND11,736,57900
CENTENE CORPCOM15135B101521,0918,216,919SH DFND18,191,649025,270
CENTENE CORPCOM15135B10101SH DFND1 2100
CENTENNIAL RESOURCE DEVELO-ACL A15136A1021,6561,861,476SH DFND11,861,47600
CENTERPOINT ENERGY INCCOM15189T107160,2898,600,998SH DFND18,547,059053,939
CENTOGENE NVCOMN1976T10958725,676SH DFND125,67600
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452025,1521,455,414SH DFND11,455,2870127
CENTRAL GARDEN & PET COCOM1535271061,17632,688SH DFND132,68800
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720523,534696,489SH DFND1696,413076
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604096,552408,764SH DFND1408,76400
CENTRAL PACIFIC FINANCIAL COCOM NEW15476040902SH DFND1 2200
CENTRAL PUERTO-SPONSORED ADRSPONSORED ADR1550382015722,701SH DFND122,70100
CENTRAL VALLEY COMM BANCORPCOM1556851002,597168,781SH DFND1168,78100
CENTRUS ENERGY CORP-CLASS ACL A15643U10424624,534SH DFND124,53400
CENTURY ALUMINUM COMPANYCOM1564311085,410758,849SH DFND1757,9820867
CENTURY BANCORP INC -CL ACL A NON VTG1564321064,03151,878SH DFND151,87800
CENTURY CASINOS INCCOM1564921001,660400,232SH DFND1400,23200
CENTURY COMMUNITIES INCCOM15650430012,694414,037SH DFND1414,03700
CENTURY COMMUNITIES INCCOM156504300018SH DFND1 21800
CENTURYLINK INCCOM156700106180,69418,032,075SH DFND117,987,837044,238
CENTURYLINK INCCOM156700106101,061SH DFND1 21,06100
CERAGON NETWORKS LTDORDM220131028840,973SH DFND140,97300
CERECOR INCCOM15671L109957368,263SH DFND1368,26300
CERENCE INCCOM15672710922,122541,693SH DFND1541,5260167
CERIDIAN HCM HOLDING INCCOM15677J10891,9571,160,049SH DFND11,135,833024,216
CERNER CORPCOM156782104417,0556,092,606SH DFND16,069,130023,476
CERNER CORPCOM156782104353SH DFND1 25300
CERUS CORPCOM15708510116,6032,515,705SH DFND12,515,70500
CERUS CORPCOM157085101080SH DFND1 28000
CEVA INCCOM15721010511,991320,464SH DFND1320,46400
CF INDUSTRIES HOLDINGS INCCOM125269100116,1184,132,783SH DFND14,122,498010,285
CF INDUSTRIES HOLDINGS INCCOM1252691004146SH DFND1 214600
CGI INCCL A SUB VTG12532H10428,201448,211SH DFND1447,7920419
CGI INCCL A SUB VTG12532H104352SH DFND1 25200
CHAMPIONS ONCOLOGY INCCOM NEW15870P30787991,972SH DFND191,97200
CHAMPIONS ONCOLOGY INCCOM NEW15870P307032SH DFND1 23200
CHAMPIONX CORPCOM15872M10426,1652,680,911SH DFND12,636,598044,313
CHAMPIONX CORPCOM15872M104041SH DFND1 24100
CHANGE HEALTHCARE INCCOM15912K10030,6012,732,260SH DFND12,732,26000
CHANNELADVISOR CORPCOM1591791006,033380,933SH DFND1380,93300
CHANNELADVISOR CORPCOM1591791002148SH DFND1 214800
CHAPARRAL ENERGY INC-CLASS ACOM CL A15942R208171264,012SH DFND1264,01200
CHARAH SOLUTIONS INCCOM15957P1059831,003SH DFND131,00300
CHARLES & COLVARD LTDCOM159765106100138,185SH DFND1138,18500
CHARLES RIVER LABORATORIESCOM15986410796,754554,945SH DFND1543,100011,845
CHART INDUSTRIES INCCOM PAR $0.0116115Q30826,554547,632SH DFND1547,540092
CHARTER COMMUNICATIONS INC-ACL A16119P1081,143,6792,246,762SH DFND12,232,984013,778
CHARTER COMMUNICATIONS INC-ACL A16119P10825SH DFND1 2500
CHASE CORPCOM16150R10411,386111,084SH DFND1111,08400
CHATHAM LODGING TRUSTCOM16208T1025,377878,753SH DFND1867,044011,709
CHECK POINT SOFTWARE TECHORDM22465104101,093940,642SH DFND1935,70504,937
CHECK POINT SOFTWARE TECHORDM22465104548SH DFND1 24800
CHECKPOINT THERAPEUTICS INCCOM162828107947478,320SH DFND1478,32000
CHEESECAKE FACTORY INC/THECOM16307210114,497632,510SH DFND1632,51000
CHEFS' WAREHOUSE INC/THECOM1630861015,621413,951SH DFND1413,7620189
CHEFS' WAREHOUSE INC/THECOM163086101040SH DFND1 24000
CHEGG INCCOM16309210990,2531,341,865SH DFND11,341,4920373
CHEGG INCCOM163092109013SH DFND1 21300
CHEMBIO DIAGNOSTICS INCCOM NEW163572209776239,025SH DFND1239,02500
CHEMED CORPCOM16359R10388,957197,207SH DFND1193,42103,786
CHEMED CORPCOM16359R10326SH DFND1 2600
CHEMOCENTRYX INCCOM16383L10640,786708,831SH DFND1708,6280203
CHEMOURS CO/THECOM16385110828,7721,874,443SH DFND11,834,525039,918
CHEMUNG FINANCIAL CORPCOM1640241011,40851,602SH DFND151,60200
CHENIERE ENERGY INCCOM NEW16411R208114,5442,372,697SH DFND12,360,691012,006
CHENIERE ENERGY INCCOM NEW16411R208380SH DFND1 28000
CHERRY HILL MORTGAGE INVESTMCOM1646511012,166240,144SH DFND1240,14400
CHESAPEAKE UTILITIES CORPCOM16530310819,715234,714SH DFND1233,8540860
CHEVRON CORPCOM1667641002,502,78828,093,217SH DFND128,013,757079,460
CHEWY INC - CLASS ACL A16679L10918,858421,983SH DFND1421,98300
CHEWY INC - CLASS ACL A16679L10901SH DFND1 2100
CHGG 0.25 05/15/23NOTE 0.250% 5/1163092AB53,5851,400,000PRN DFND11,400,00000
CHIASMA INCCOM16706W1022,845528,826SH DFND1528,82600
CHICO'S FAS INCCOM1686151022,3411,696,427SH DFND11,696,1270300
CHILDREN'S PLACE INC/THECOM1689051078,224219,796SH DFND1219,79600
CHIMERA INVESTMENT CORPCOM NEW16934Q20825,7882,683,543SH DFND12,683,54300
CHIMERIX INCCOM16934W1062,899935,319SH DFND1935,31900
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1054214,729SH DFND114,72900
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151043,15830,916SH DFND130,91600
CHINA CERAMICS CO LTDSHSG2113X134710,848SH DFND110,84800
CHINA CUSTOMER RELATIONS CENCOMG2118P1025211,412SH DFND111,41200
CHINA HGS REAL ESTATE INCCOM16948W1001113,939SH DFND113,93900
CHINA JO-JO DRUGSTORES INCCOM NEW16949A2066547,150SH DFND147,15000
CHINA LIFE INSURANCE CO-ADRSPON ADR REP H16939P10613313,205SH DFND18,31904,886
CHINA NATURAL RESOURCES INCCOMG2110U1091412,136SH DFND112,13600
CHINA XD PLASTICS CO LTDCOM16948F1073732,740SH DFND132,74000
CHIPOTLE MEXICAN GRILL INCCOM169656105437,036416,060SH DFND1414,92201,138
CHOICE HOTELS INTL INCCOM16990510630,341384,558SH DFND1377,00607,552
CHOICEONE FINANCIAL SVCS INCCOM1703861061,33545,167SH DFND145,16700
CHP MERGER CORP-CLASS ACOM CL A12558Y10614915,000SH DFND115,00000
CHROMADEX CORPCOM NEW1710774072,813612,982SH DFND1612,98200
CHUBB LTDCOMH1467J104852,5356,744,698SH DFND16,725,054019,644
CHUBB LTDCOMH1467J104110SH DFND1 21000
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5021,12328,545SH DFND127,09101,454
CHURCH & DWIGHT CO INCCOM171340102313,8194,063,127SH DFND14,052,629010,498
CHURCHILL DOWNS INCCOM17148410873,283550,381SH DFND1542,01508,366
CHUY'S HOLDINGS INCCOM1716041013,692248,175SH DFND1248,17500
CHUY'S HOLDINGS INCCOM17160410106SH DFND1 2600
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD2044096015225,650SH DFND117,42408,226
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD20440960121,193SH DFND1 21,19300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10233732,112SH DFND110,663021,449
CIDARA THERAPEUTICS INCCOM1717571071,619438,754SH DFND1438,75400
CIENA CORPCOM NEW171779309110,8572,046,857SH DFND12,010,211036,646
CIENA CORPCOM NEW171779309017SH DFND1 21700
CIGNA CORPCOM1255231001,020,6565,449,790SH DFND15,433,355016,435
CIGNA CORPCOM125523100422SH DFND1 22200
CIIG MERGER CORPUNIT 12/31/202612559C20251050,000SH DFND150,00000
CIM COMMERCIAL TRUST CORPCOM NEW12552558497690,575SH DFND190,57500
CIMAREX ENERGY COCOM17179810131,9611,162,667SH DFND11,138,353024,314
CIMPRESS PLCSHS EUROG2143T10324,603322,293SH DFND1322,29300
CINCINNATI BELL INCCOM NEW17187150210,663718,083SH DFND1718,08300
CINCINNATI FINANCIAL CORPCOM172062101159,8632,501,139SH DFND12,494,45006,689
CINCINNATI FINANCIAL CORPCOM172062101126SH DFND1 22600
CINEDIGM CORP - ACOM NEW172406209531278,467SH DFND1278,46700
CINEMARK HOLDINGS INCCOM17243V10218,2661,581,156SH DFND11,555,688025,468
CINEMARK HOLDINGS INCCOM17243V1023297SH DFND1 229700
CINTAS CORPCOM172908105407,5831,532,752SH DFND11,525,56507,187
CINTAS CORPCOM17290810502SH DFND1 2200
CIRCOR INTERNATIONAL INCCOM17273K1097,772305,039SH DFND1304,8680171
CIRRUS LOGIC INCCOM17275510053,769870,237SH DFND1856,313013,924
CIRRUS LOGIC INCCOM172755100118SH DFND1 21800
CISCO SYSTEMS INCCOM17275R1023,046,41365,429,207SH DFND165,096,9680332,239
CISCO SYSTEMS INCCOM17275R102486SH DFND1 28600
CIT GROUP INCCOM NEW12558180129,5801,426,941SH DFND11,402,913024,028
CITI TRENDS INCCOM17306X1023,518174,032SH DFND1174,03200
CITIGROUP INCCOM NEW1729674241,612,14531,600,216SH DFND131,508,455091,761
CITIUS PHARMACEUTICALS INCCOM NEW17322U2077869,247SH DFND169,24700
CITIZENS & NORTHERN CORPCOM1729221063,978192,673SH DFND1192,67300
CITIZENS COMMUNITY BANCORP ICOM17490310415722,945SH DFND122,94500
CITIZENS FINANCIAL GROUPCOM174610105176,7127,013,176SH DFND16,994,959018,217
CITIZENS HOLDING COMPANYCOM1747151021,35154,076SH DFND154,07600
CITIZENS INCCL A1747401004,097684,116SH DFND1684,11600
CITRIX SYSTEMS INCCOM177376100307,0092,078,055SH DFND12,068,82409,231
CITRIX SYSTEMS INCCOM177376100431SH DFND1 23100
CITY HOLDING COCOM17783510516,056246,374SH DFND1246,37400
CITY OFFICE REIT INCCOM1785871018,883883,058SH DFND1883,05800
CIVISTA BANCSHARES INCCOM NO PAR1788671073,502227,409SH DFND1227,40900
CIVISTA BANCSHARES INCCOM NO PAR178867107058SH DFND1 25800
CLARIVATE PLCORD SHSG2181010939417,674SH DFND117,67400
CLARUS CORPCOM18270P1094,030348,014SH DFND1348,01400
CLEAN ENERGY FUELS CORPCOM1844991014,9232,217,951SH DFND12,217,95100
CLEAN HARBORS INCCOM18449610735,022583,903SH DFND1571,699012,204
CLEAR CHANNEL OUTDOOR HOLDINCOM18453H1063,0172,901,866SH DFND12,900,34501,521
CLEARFIELD INCCOM18482P1031,976141,601SH DFND1141,60100
CLEARONE INCCOM18506U104215107,797SH DFND1107,79700
CLEARPOINT NEURO INCCOM18507C1033810,849SH DFND110,84900
CLEARSIDE BIOMEDICAL INCCOM185063104613326,195SH DFND1326,19500
CLEARSIGN TECHNOLOGIES CORPCOM185064102320154,181SH DFND1154,18100
CLEARWATER PAPER CORPCOM18538R1038,412232,827SH DFND1232,733094
CLEARWAY ENERGY INC-ACL A18539C10510,919520,704SH DFND1518,77101,933
CLEARWAY ENERGY INC-CCL C18539C20427,9101,210,334SH DFND11,210,33400
CLEVELAND BIOLABS INCCOM NEW1858602024517,598SH DFND117,59800
CLEVELAND-CLIFFS INCCOM18589910131,3685,682,758SH DFND15,681,58701,171
CLIPPER REALTY INCCOM18885T3061,598197,344SH DFND1197,34400
CLOROX COMPANYCOM189054109522,2182,384,111SH DFND12,378,49005,621
CLOUDERA INCCOM18914U10044,0523,463,209SH DFND13,463,20900
CLOUDERA INCCOM18914U1002215SH DFND1 221500
CLOUDFLARE INC - CLASS ACL A COM18915M10723,310648,423SH DFND1648,42300
CLOVIS ONCOLOGY INCCOM1894641008,3411,235,788SH DFND11,235,6870101
CLOVIS ONCOLOGY INCCOM189464100057SH DFND1 25700
CME GROUP INCCOM12572Q105912,3605,621,826SH DFND15,605,762016,064
CMS ENERGY CORPCOM125896100284,0704,871,092SH DFND14,858,868012,224
CNA FINANCIAL CORPCOM12611710010,105314,334SH DFND1313,4570877
CNB FINANCIAL CORP/PACOM1261281073,924218,882SH DFND1218,88200
CNB FINANCIAL CORP/PACOM126128107029SH DFND1 22900
CNO FINANCIAL GROUP INCCOM12621E10331,4832,022,038SH DFND11,987,750034,288
CNO FINANCIAL GROUP INCCOM12621E10309SH DFND1 2900
CNX RESOURCES CORPCOM12653C10823,3132,695,156SH DFND12,650,562044,594
CNX RESOURCES CORPCOM12653C108064SH DFND1 26400
COASTAL FINANCIAL CORP/WACOM NEW19046P2091,715118,136SH DFND1118,13600
COCA-COLA CO/THECOM1912161002,476,45355,523,796SH DFND155,351,0940172,702
COCA-COLA CO/THECOM1912161005114SH DFND1 211400
COCA-COLA CONSOLIDATED INCCOM19109810220,70690,346SH DFND190,34600
COCA-COLA EUROPEAN PARTNERSSHSG2583910431,142829,212SH DFND1828,6120600
COCA-COLA EUROPEAN PARTNERSSHSG2583910411309SH DFND1 230900
COCRYSTAL PHARMA INCCOM19188J300400263,746SH DFND1263,74600
CODA OCTOPUS GROUP INCCOM NEW19188U20617433,806SH DFND133,80600
CODEXIS INCCOM1920051068,761768,587SH DFND1767,7140873
CO-DIAGNOSTICS INCCOM1897631056,394330,448SH DFND1330,44800
CODORUS VALLEY BANCORP INCCOM1920251041,778128,562SH DFND1128,56200
COEUR MINING INCCOM NEW19210850418,1333,569,665SH DFND13,568,66101,004
COEUR MINING INCCOM NEW192108504054SH DFND1 25400
COFFEE HOLDING CO INCCOM19217610513244,422SH DFND144,42200
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30255,985723,706SH DFND1723,70600
COGENT COMMUNICATIONS HOLDINCOM NEW19239V302230SH DFND1 23000
COGNEX CORPCOM192422103131,1232,197,250SH DFND12,156,294040,956
COGNIZANT TECH SOLUTIONS-ACL A192446102473,2748,345,279SH DFND18,303,358041,921
COGNIZANT TECH SOLUTIONS-ACL A192446102472SH DFND1 27200
COHBAR INCCOM19249J109534344,748SH DFND1344,74800
COHEN & STEERS INCCOM19247A10027,201399,721SH DFND1399,72100
COHEN & STEERS INCCOM19247A100577SH DFND1 27700
COHERENT INCCOM19247910338,241291,961SH DFND1286,17705,784
COHERUS BIOSCIENCES INCCOM19249H10317,055954,959SH DFND1954,95900
COHU INCCOM19257610610,620612,498SH DFND1612,49800
COHU INCCOM192576106015SH DFND1 21500
COLFAX CORPCOM19401410628,4531,019,846SH DFND1999,426020,420
COLGATE-PALMOLIVE COCOM1941621031,022,39213,976,518SH DFND113,939,653036,865
COLLECTORS UNIVERSECOM NEW19421R2004,984145,407SH DFND1145,40700
COLLECTORS UNIVERSECOM NEW19421R200158SH DFND1 25800
COLLEGIUM PHARMACEUTICAL INCCOM19459J1048,889507,963SH DFND1507,2770686
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931071,99534,773SH DFND134,77300
COLONY BANKCORPCOM19623P10189075,651SH DFND175,65100
COLONY CAPITAL INCCL A COM19626G10817,4297,262,256SH DFND17,134,2610127,995
COLONY CREDIT REAL ESTATE INCOM CL A19625T1018,3801,193,815SH DFND11,193,81500
COLUMBIA BANKING SYSTEM INCCOM19723610230,4581,074,551SH DFND11,074,55100
COLUMBIA FINANCIAL INCCOM19764110311,116796,582SH DFND1796,58200
COLUMBIA PROPERTY TRUST INCCOM NEW19828720329,9672,280,620SH DFND12,280,62000
COLUMBIA SPORTSWEAR COCOM19851610630,049372,909SH DFND1366,12806,781
COLUMBUS MCKINNON CORP/NYCOM19933310512,096361,616SH DFND1361,61600
COMCAST CORP-CLASS ACL A20030N1012,768,40271,145,936SH DFND170,786,5050359,431
COMERICA INCCOM20034010792,7112,437,432SH DFND12,431,49705,935
COMFORT SYSTEMS USA INCCOM19990810421,410525,412SH DFND1525,1200292
COMMERCE BANCSHARES INCCOM20052510377,6071,304,986SH DFND11,281,047023,939
COMMERCIAL METALS COCOM20172310337,9711,861,346SH DFND11,832,917028,429
COMMERCIAL METALS COCOM201723103180SH DFND1 28000
COMMERCIAL VEHICLE GROUP INCCOM202608105743257,222SH DFND1257,22200
COMMSCOPE HOLDING CO INCCOM20337X10921,8842,627,191SH DFND12,623,99603,195
COMMSCOPE HOLDING CO INCCOM20337X1092334SH DFND1 233400
COMMUNICATIONS SYSTEMS INCCOM20390010519438,281SH DFND138,28100
COMMUNITY BANK SYSTEM INCCOM20360710641,919735,177SH DFND1735,17700
COMMUNITY BANK SYSTEM INCCOM20360710603SH DFND1 2300
COMMUNITY BANKERS TRUST CORPCOM2036121061,980360,036SH DFND1360,03600
COMMUNITY FINANCIAL CORP/THECOM20368X1011,83075,007SH DFND175,00700
COMMUNITY HEALTH SYSTEMS INCCOM2036681084,4931,492,736SH DFND11,492,73600
COMMUNITY HEALTH SYSTEMS INCCOM2036681080250SH DFND1 225000
COMMUNITY HEALTHCARE TRUST ICOM20369C10615,998391,151SH DFND1385,82705,324
COMMUNITY TRUST BANCORP INCCOM2041491088,631263,485SH DFND1263,48500
COMMUNITY TRUST BANCORP INCCOM20414910804SH DFND1 2400
COMMVAULT SYSTEMS INCCOM20416610228,274730,598SH DFND1720,474010,124
COMPASS MINERALS INTERNATIONCOM20451N10123,842489,068SH DFND1480,77608,292
COMPUGEN LTDORDM2572210584656,355SH DFND156,35500
COMPUTER PROGRAMS & SYSTEMSCOM2053061034,337190,339SH DFND1190,33900
COMPUTER PROGRAMS & SYSTEMSCOM20530610303SH DFND1 2300
COMPUTER TASK GROUP INCCOM20547710231979,381SH DFND179,38100
COMPX INTERNATIONAL INCCL A20563P10114810,716SH DFND110,71600
COMSCORE INCCOM20564W1052,607841,078SH DFND1841,07800
COMSTOCK MINING INCCOM NEW2057503001011,228SH DFND111,22800
COMSTOCK RESOURCES INCCOM2057683022,426553,907SH DFND1553,90700
COMSTOCK RESOURCES INCCOM2057683021234SH DFND1 223400
COMTECH TELECOMMUNICATIONSCOM NEW2058262096,323374,387SH DFND1374,338049
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CONAGRA BRANDS INCCOM205887102272,5607,764,229SH DFND17,742,491021,738
CONAGRA BRANDS INCCOM20588710205SH DFND1 2500
CONCERT PHARMACEUTICALS INCCOM2060221053,551356,913SH DFND1356,91300
CONCHO RESOURCES INCCOM20605P101161,4933,141,569SH DFND13,133,17008,399
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CONCRETE PUMPING HOLDINGS INCOM2067041081,441414,341SH DFND1413,5310810
CONDOR HOSPITALITY TRUST INCCOM NEW20676Y4035112,539SH DFND112,53900
CONDOR HOSPITALITY TRUST INCCOM NEW20676Y403102,501SH DFND1 22,50100
CONDUENT INCCOM2067871036,0042,512,411SH DFND12,509,94002,471
CONDUENT INCCOM2067871030236SH DFND1 223600
CONFORMIS INCCOM20717E101574700,320SH DFND1700,32000
CONIFER HOLDINGS INCCOM20731J1024016,708SH DFND116,70800
CONMED CORPCOM20741010128,429394,905SH DFND1394,90500
CONMED CORPCOM207410101012SH DFND1 21200
CONNECTONE BANCORP INCCOM20786W1078,864549,894SH DFND1549,89400
CONN'S INCCOM2082421072,931290,565SH DFND1290,56500
CONOCOPHILLIPSCOM20825C104688,35016,411,892SH DFND116,366,243045,649
CONOCOPHILLIPSCOM20825C10404SH DFND1 2400
CONSOL ENERGY INCCOM20854L1081,968388,217SH DFND1388,21700
CONSOLIDATED COMMUNICATIONSCOM2090341078,4431,247,247SH DFND11,247,24700
CONSOLIDATED EDISON INCCOM209115104405,3315,644,840SH DFND15,613,157031,683
CONSOLIDATED WATER CO-ORD SHORDG237731071,582109,684SH DFND1109,68400
CONSTELLATION BRANDS INC-ACL A21036P108408,1422,337,918SH DFND12,330,77307,145
CONSTELLATION BRANDS INC-ACL A21036P10801SH DFND1 2100
CONSTELLATION PHARMACEUTICALCOM21037310611,688388,963SH DFND1388,96300
CONSTELLATION PHARMACEUTICALCOM21037310605SH DFND1 2500
CONSTRUCTION PARTNERS INC-ACOM CL A21044C1076,995393,896SH DFND1393,5910305
CONSUMER PORTFOLIO SERVICESCOM210502100330116,676SH DFND1116,67600
CONTAINER STORE GROUP INC/THCOM210751103660203,735SH DFND1203,73500
CONTANGO OIL & GASCOM NEW21075N2042,6371,151,738SH DFND11,151,73800
CONTINENTAL RESOURCES INC/OKCOM21201510116,184923,218SH DFND1923,21800
CONTRAFECT CORPCOM NEW2123263001,576246,789SH DFND1246,78900
CONTURA ENERGY INCCOM21241B100436143,749SH DFND1143,74900
COOPER COS INC/THECOM NEW216648402219,453775,159SH DFND1773,06702,092
COOPER COS INC/THECOM NEW21664840228SH DFND1 2800
COOPER TIRE & RUBBERCOM21683110719,892720,485SH DFND1720,48500
COOPER-STANDARD HOLDINGCOM21676P1033,234244,126SH DFND1243,7080418
COPA HOLDINGS SA-CLASS ACL AP310761055,410107,015SH DFND1107,01500
COPART INCCOM217204106287,1753,454,680SH DFND13,437,785016,895
CORBUS PHARMACEUTICALS HOLDICOM21833P1037,922944,269SH DFND1944,26900
CORBUS PHARMACEUTICALS HOLDICOM21833P1030100SH DFND1 210000
CORCEPT THERAPEUTICS INCCOM21835210225,6321,523,954SH DFND11,523,95400
CORE LABORATORIES N.V.COMN227171077,124350,634SH DFND1350,63400
CORE MOLDING TECHNOLOGIES INCOM21868310016941,150SH DFND141,15000
CORECIVIC INCCOM21871N10119,1152,042,292SH DFND11,983,654058,638
CORELOGIC INCCOM21871D10360,943906,631SH DFND1886,823019,808
CORE-MARK HOLDING CO INCCOM21868110417,621706,141SH DFND1706,14100
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5021,795196,292SH DFND1195,6280664
COREPOINT LODGING INCCOM21872L1042,529600,932SH DFND1589,548011,384
CORESITE REALTY CORPCOM21870Q10559,965495,339SH DFND1475,422019,917
CORMEDIX INCCOM21900C3082,287363,126SH DFND1363,12600
CORNERSTONE BUILDING BRANDSCOM21925D1094,183690,390SH DFND1690,39000
CORNERSTONE ONDEMAND INCCOM21925Y10335,667924,996SH DFND1924,99600
CORNERSTONE ONDEMAND INCCOM21925Y103142SH DFND1 24200
CORNING INCCOM219350105319,75012,362,531SH DFND112,330,303032,228
CORNING INCCOM2193501053141SH DFND1 214100
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10843,4821,715,948SH DFND11,689,187026,761
CORTEVA INCCOM22052L104331,61912,400,851SH DFND112,368,205032,646
CORTEVA INCCOM22052L1043122SH DFND1 212200
CORTEXYME INCCOM22053A1077,876170,126SH DFND1170,12600
CORVEL CORPCOM22100610913,378188,721SH DFND1188,72100
CORVUS PHARMACEUTICALS INCCOM221015100392144,362SH DFND1144,36200
COSAN LTD-CLASS A SHARESSHS AG2534310720013,281SH DFND113,28100
COSAN LTD-CLASS A SHARESSHS AG253431075342SH DFND1 234200
COSTAMARE INCSHSY1771G1022,232401,602SH DFND1401,0880514
COSTAR GROUP INCCOM22160N109316,499445,733SH DFND1444,33001,403
COSTAR GROUP INCCOM22160N10924SH DFND1 2400
COSTCO WHOLESALE CORPCOM22160K1051,995,0246,592,727SH DFND16,558,005034,722
COSTCO WHOLESALE CORPCOM22160K10516SH DFND1 2600
COTY INC-CL ACOM CL A22207020321,9654,919,827SH DFND14,907,138012,689
COTY INC-CL ACOM CL A2220702033821SH DFND1 282100
COUNTY BANCORP INCCOM2219071081,55974,487SH DFND174,48700
COUPA SOFTWARE INCCOM22266L106208,220752,176SH DFND1752,0090167
COUPA SOFTWARE INCCOM22266L10601SH DFND1 2100
COUSINS PROPERTIES INCCOM NEW22279550268,3392,290,970SH DFND12,255,369035,601
COVANTA HOLDING CORPCOM22282E10215,9391,662,074SH DFND11,662,07400
COVENANT LOGISTICS GROUP INCCL A22284P1052,738189,760SH DFND1189,76000
COVETRUS INCCOM22304C10026,4481,478,416SH DFND11,478,2650151
COVETRUS INCCOM22304C10008SH DFND1 2800
COVIA HOLDINGS CORPCOM22305A103106221,855SH DFND1221,85500
COWEN INC - ACL A NEW2236226066,745416,127SH DFND1415,8340293
CPI AEROSTRUCTURES INCCOM NEW12591930822969,739SH DFND169,73900
CPS TECHNOLOGIES CORPCOM12619F10410041,373SH DFND141,37300
CRA INTERNATIONAL INCCOM12618T1054,882123,598SH DFND1123,59800
CRACKER BARREL OLD COUNTRYCOM22410J10640,222362,663SH DFND1356,85205,811
CRAFT BREW ALLIANCE INCCOM2241221012,788181,207SH DFND1181,20700
CRAFT BREW ALLIANCE INCCOM22412210111769SH DFND1 276900
CRANE COCOM22439910537,991638,948SH DFND1627,180011,768
CRANE COCOM224399105248SH DFND1 24800
CRAWFORD & CO -CL BCL B22463310764992,328SH DFND192,32800
CRAWFORD & COMPANY -CL ACL A2246332061,554197,029SH DFND1197,02900
CREATIVE REALITIES INCCOM NEW22530J2006727,236SH DFND127,23600
CREDICORP LTDCOMG2519Y10831,525237,036SH DFND1236,8600176
CREDIT ACCEPTANCE CORPCOM22531010167,485160,862SH DFND1160,86200
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR2254011081,934187,678SH DFND1186,37401,304
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR2254011084449SH DFND1 244900
CREE INCCOM22544710178,1331,320,050SH DFND11,294,191025,859
CRESCENT POINT ENERGY CORPCOM22576C10115596,047SH DFND196,04700
CRESUD S.A.-SPONS ADRSPONSORED ADR2264061067124,152SH DFND124,15200
CRH PLC-SPONSORED ADRADR12626K2037,942231,489SH DFND1230,5070982
CRINETICS PHARMACEUTICALS INCOM22663K1075,545316,541SH DFND1316,54100
CRINETICS PHARMACEUTICALS INCOM22663K107019SH DFND1 21900
CRISPR THERAPEUTICS AGNAMEN AKTH171821083,48347,399SH DFND147,39900
CRITEO SA-SPON ADRSPONS ADS22671810472063,262SH DFND163,26200
CRITEO SA-SPON ADRSPONS ADS2267181048767SH DFND1 276700
CROCS INCCOM22704610940,8461,109,349SH DFND11,109,34900
CRONOS GROUP INCCOM22717L1013,457575,248SH DFND1575,24800
CROSS COUNTRY HEALTHCARE INCCOM2274831043,255528,508SH DFND1528,50800
CROSS COUNTRY HEALTHCARE INCCOM2274831040103SH DFND1 210300
CROSSFIRST BANKSHARES INCCOM22766M1093,716380,029SH DFND1380,02900
CROWDSTRIKE HOLDINGS INC - ACL A22788C10562,116620,346SH DFND1620,2010145
CROWDSTRIKE HOLDINGS INC - ACL A22788C10508SH DFND1 2800
CROWN CASTLE INTL CORPCOM22822V1011,055,1396,314,077SH DFND16,273,918040,159
CROWN CRAFTS INCCOM2283091008617,744SH DFND117,74400
CROWN HOLDINGS INCCOM22836810697,7731,502,466SH DFND11,502,46600
CRYOLIFE INCCOM22890310010,060524,830SH DFND1524,83000
CRYOPORT INCCOM PAR $0.00122905030716,002528,992SH DFND1528,4970495
CSG SYSTEMS INTL INCCOM12634910920,662499,213SH DFND1499,21300
CSI COMPRESSCO LPCOM UNIT12637A10379107,213SH DFND1107,21300
CSP INCCOM1263891058410,365SH DFND110,36500
CSW INDUSTRIALS INCCOM12640210615,944230,705SH DFND1230,70500
CSW INDUSTRIALS INCCOM126402106238SH DFND1 23800
CSX CORPCOM126408103826,02711,862,377SH DFND111,801,672060,705
CSX CORPCOM126408103240SH DFND1 24000
CTI BIOPHARMA CORPCOM12648L601491423,585SH DFND1423,58500
CTO REALTY GROWTH INCCOM22948P1032,85272,226SH DFND172,22600
CTS CORPCOM1265011059,393468,741SH DFND1468,74100
CTS CORPCOM126501105194SH DFND1 29400
CUBESMART COM22966310983,3733,089,066SH DFND13,039,927049,139
CUBIC CORPCOM22966910621,918456,348SH DFND1456,0500298
CUE BIOPHARMA INCCOM22978P1069,246377,238SH DFND1377,23800
CULLEN/FROST BANKERS INCCOM22989910948,345647,114SH DFND1633,539013,575
CULP INCCOM23021510565976,601SH DFND176,60100
CUMBERLAND PHARMACEUTICALSCOM23077010917352,117SH DFND152,11700
CUMMINS INCCOM231021106483,8592,795,614SH DFND12,788,67106,943
CUMMINS INCCOM23102110619SH DFND1 2900
CUMULUS MEDIA INC-CL ACOM CLASS A231082801492124,768SH DFND1124,76800
CURIS INCCOM NEW231269200314259,739SH DFND1259,73900
CURO GROUP HOLDINGS CORPCOM23131L1071,843225,675SH DFND1225,67500
CURO GROUP HOLDINGS CORPCOM23131L1071224SH DFND1 222400
CURTISS-WRIGHT CORPCOM23156110142,474475,745SH DFND1465,80809,937
CURTISS-WRIGHT CORPCOM23156110111132SH DFND1 213200
CUSHMAN & WAKEFIELD PLCSHSG2717B1088,746701,973SH DFND1701,97300
CUSTOMERS BANCORP INCCOM23204G1005,008416,691SH DFND1416,69100
CUTERA INCCOM2321091082,775228,058SH DFND1228,05800
CUTERA INCCOM232109108184SH DFND1 28400
CVB FINANCIAL CORPCOM12660010536,4431,944,692SH DFND11,944,69200
CVD EQUIPMENT CORPCOM12660110312341,459SH DFND141,45900
CVR ENERGY INCCOM12662P1088,416418,518SH DFND1418,51800
CVS HEALTH CORPCOM1266501001,274,07819,645,262SH DFND119,587,431057,831
CVS HEALTH CORPCOM126650100463SH DFND1 26300
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V10817,943181,088SH DFND1181,08800
CYBEROPTICS CORPCOM2325171023,356104,197SH DFND1104,19700
CYBEROPTICS CORPCOM232517102011SH DFND1 21100
CYCLERION THERAPEUTICS INCCOM23255M1051,868316,153SH DFND1316,15300
CYMABAY THERAPEUTICS INCCOM23257D1033,6851,056,003SH DFND11,055,0930910
CYRUSONE INCCOM23283R100104,3141,433,874SH DFND11,376,923056,951
CYTOKINETICS INCCOM NEW23282W60520,531871,066SH DFND1871,06600
CYTOMX THERAPEUTICS INCCOM23284F1055,905708,889SH DFND1708,88900
CYTOSORBENTS CORPCOM NEW23283X2064,530457,654SH DFND1457,65400
CYTOSORBENTS CORPCOM NEW23283X2061103SH DFND1 210300
DADA NEXUS LTD-ADRADS23344D1082079,314SH DFND19,31400
DAILY JOURNAL CORPCOM2339121044,21415,610SH DFND115,61000
DAKTRONICS INCCOM2342641092,431558,851SH DFND1558,85100
DAKTRONICS INCCOM234264109039SH DFND1 23900
DANA INCCOM23582520525,5342,094,673SH DFND12,060,233034,440
DANAHER CORPCOM2358511021,631,7029,245,526SH DFND19,217,384028,142
DARDEN RESTAURANTS INCCOM237194105163,0452,155,318SH DFND12,149,22606,092
DARE BIOSCIENCE INCCOM23666P1018788,219SH DFND188,21900
DARIOHEALTH CORPCOM NEW23725P2099615,145SH DFND115,14500
DARLING INGREDIENTS INCCOM23726610159,1702,403,340SH DFND12,363,817039,523
DASAN ZHONE SOLUTIONS INCCOM NEW23305L2061,378154,320SH DFND1154,32000
DASEKE INCCOM23753F1072,937747,425SH DFND1747,42500
DASEKE INCCOM23753F1072670SH DFND1 267000
DATA I/O CORPCOM23769010213740,918SH DFND140,91800
DATADOG INC - CLASS ACL A COM23804L10365,711756,740SH DFND1756,5780162
DAVE & BUSTER'S ENTERTAINMENCOM2383371099,156686,905SH DFND1686,90500
DAVIDSTEA INCCOM2386611022121,923SH DFND121,92300
DAVITA INCCOM23918K108124,2691,572,745SH DFND11,569,10103,644
DAVITA INCCOM23918K108569SH DFND1 26900
DAWSON GEOPHYSICAL COCOM239360100202140,783SH DFND1140,78300
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10113430,746SH DFND130,74600
DECIPHERA PHARMACEUTICALS INCOM24344T10126,919450,768SH DFND1450,76800
DECKERS OUTDOOR CORPCOM24353710799,457506,428SH DFND1499,74906,679
DECKERS OUTDOOR CORPCOM24353710703SH DFND1 2300
DEERE & COCOM244199105683,6894,359,692SH DFND14,346,113013,579
DEERE & COCOM24419910519SH DFND1 2900
DEL TACO RESTAURANTS INCCOM2454961042,990504,231SH DFND1502,83401,397
DELEK US HOLDINGS INCCOM24665A10317,030978,226SH DFND1978,22600
DELEK US HOLDINGS INCCOM24665A103038SH DFND1 23800
DELL TECHNOLOGIES -CCL C24703L20278,7481,435,606SH DFND11,435,60600
DELL TECHNOLOGIES -CCL C24703L202475SH DFND1 27500
DELMAR BANCORPCOM NEW24703520742364,415SH DFND164,41500
DELPHI TECHNOLOGIES PLCSHSG2709G1079,930698,810SH DFND1678,279020,531
DELPHI TECHNOLOGIES PLCSHSG2709G107181,320SH DFND1 21,32000
DELTA AIR LINES INCCOM NEW247361702266,5319,514,162SH DFND19,489,958024,204
DELTA APPAREL INCCOM24736810354945,335SH DFND145,33500
DELUXE CORPCOM24801910116,719710,249SH DFND1700,29509,954
DELUXE CORPCOM2480191014177SH DFND1 217700
DENALI THERAPEUTICS INCCOM24823R10526,1371,080,950SH DFND11,080,95000
DENBURY RESOURCES INCCOM NEW2479162081,1234,068,982SH DFND14,068,98200
DENBURY RESOURCES INCCOM NEW247916208023SH DFND1 22300
DENNY'S CORPCOM24869P1048,586850,117SH DFND1850,11700
DENTSPLY SIRONA INCCOM24906P109161,6673,675,762SH DFND13,666,34709,415
DENTSPLY SIRONA INCCOM24906P109142SH DFND1 24200
DERMTECH INCCOM24984K10580160,579SH DFND160,57900
DESCARTES SYSTEMS GRP/THECOM2499061084,48985,062SH DFND185,06200
DESIGNER BRANDS INC-CLASS ACL A2505651085,593826,226SH DFND1826,22600
DESTINATION XL GROUP INCCOM25065K104163250,764SH DFND1250,76400
DEVON ENERGY CORPCOM25179M10376,0456,713,647SH DFND16,697,185016,462
DEVON ENERGY CORPCOM25179M1032196SH DFND1 219600
DEXCOM INCCOM252131107591,5391,461,753SH DFND11,454,43707,316
DEXCOM INCCOM25213110738SH DFND1 2800
DFP HEALTHCARE ACQUISITIONSUNIT 03/31/202523343Q20952250,000SH DFND150,00000
DHI GROUP INCCOM23331S1001,532729,797SH DFND1729,79700
DHT HOLDINGS INCSHS NEWY2065G1215,3611,045,187SH DFND11,045,18700
DHT HOLDINGS INCSHS NEWY2065G1211230SH DFND1 223000
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052,57019,129SH DFND119,12900
DIAMEDICA THERAPEUTICS INCCOM NEW25253X20739056,412SH DFND156,41200
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2075,92952,161SH DFND152,16100
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20705SH DFND1 2500
DIAMOND S SHIPPING INCCOMY206761052,831354,361SH DFND1354,36100
DIAMONDBACK ENERGY INCCOM25278X109118,3802,835,446SH DFND12,828,71606,730
DIAMONDROCK HOSPITALITY COCOM25278430120,4033,689,627SH DFND13,639,169050,458
DICERNA PHARMACEUTICALS INCCOM25303110823,869939,743SH DFND1939,74300
DICK'S SPORTING GOODS INCCOM25339310233,877821,066SH DFND1805,514015,552
DIEBOLD NIXDORF INCCOM2536511036,4001,056,201SH DFND11,056,0010200
DIFFUSION PHARMACEUTICALS INCOM PAR253748305331339,818SH DFND1339,81800
DIGI INTERNATIONAL INCCOM2537981025,360460,114SH DFND1460,11400
DIGIMARC CORPCOM25381B1012,856178,646SH DFND1178,64600
DIGITAL ALLY INCCOM NEW25382P20823976,217SH DFND176,21700
DIGITAL REALTY TRUST INCCOM253868103726,5925,120,789SH DFND15,040,898079,891
DIGITAL TURBINE INCCOM NEW25400W10216,1791,287,191SH DFND11,286,5080683
DIGITAL TURBINE INCCOM NEW25400W102015SH DFND1 21500
DILLARDS INC-CL ACL A2540671013,140121,770SH DFND1121,77000
DILLARDS INC-CL ACL A254067101024SH DFND1 22400
DIME COMMUNITY BANCSHARESCOM2539221086,377464,494SH DFND1464,49400
DINE BRANDS GLOBAL INCCOM25442310610,139240,840SH DFND1240,84000
DINE BRANDS GLOBAL INCCOM254423106022SH DFND1 22200
DIODES INCCOM25454310134,658683,598SH DFND1683,59800
DISCOVER FINANCIAL SERVICESCOM254709108249,0144,980,137SH DFND14,967,154012,983
DISCOVER FINANCIAL SERVICESCOM25470910803SH DFND1 2300
DISCOVERY INC - ACOM SER A25470F10461,8992,938,536SH DFND12,931,45507,081
DISCOVERY INC - ACOM SER A25470F1046318SH DFND1 231800
DISCOVERY INC-CCOM SER C25470F302101,6695,288,016SH DFND15,274,049013,967
DISCOVERY INC-CCOM SER C25470F302031SH DFND1 23100
DISH NETWORK CORP-ACL A25470M109160,4994,658,182SH DFND14,646,984011,198
DISH NETWORK CORP-ACL A25470M109266SH DFND1 26600
DIVERSIFIED HEALTHCARE TRUSTCOM SH BEN INT25525P10722,0094,973,845SH DFND14,912,933060,912
DIXIE GROUP INCCL A2555191006165,372SH DFND165,37200
DMC GLOBAL INCCOM23291C1036,078220,234SH DFND1220,23400
DMY TECHNOLOGY GROUP INCUNIT 99/99/999923325320246643,871SH DFND143,87100
DOCUMENT SECURITY SYSTEMSCOM NEW25614T30910112,476SH DFND112,47600
DOCUSIGN INCCOM256163106290,9131,690,884SH DFND11,684,35006,534
DOCUSIGN INCCOM256163106214SH DFND1 21400
DOLBY LABORATORIES INC-CL ACOM CL A25659T10754,858832,828SH DFND1832,82800
DOLLAR GENERAL CORPCOM256677105705,9303,712,606SH DFND13,701,855010,751
DOLLAR GENERAL CORPCOM256677105317SH DFND1 21700
DOLLAR TREE INCCOM256746108359,5953,886,994SH DFND13,868,692018,302
DOLLAR TREE INCCOM256746108231SH DFND1 23100
DOMINION ENERGY INCCOM25746U1091,008,12112,426,138SH DFND112,389,711036,427
DOMINION ENERGY INCCOM25746U109117SH DFND1 21700
DOMINO'S PIZZA INCCOM25754A201244,218661,294SH DFND1659,56401,730
DOMINO'S PIZZA INCCOM25754A201514SH DFND1 21400
DOMO INC - CLASS BCOM CL B25755410512,403385,551SH DFND1385,55100
DOMO INC - CLASS BCOM CL B2575541057238SH DFND1 223800
DOMTAR CORPCOM NEW25755920316,590785,914SH DFND1772,797013,117
DOMTAR CORPCOM NEW257559203158SH DFND1 25800
DONALDSON CO INCCOM25765110970,4211,513,792SH DFND11,483,701030,091
DONALDSON CO INCCOM257651109123SH DFND1 22300
DONEGAL GROUP INC-CL ACL A2577012013,008211,540SH DFND1211,54000
DONEGAL GROUP INC-CL ACL A2577012011137SH DFND1 213700
DONNELLEY FINANCIAL SOLUTIONCOM25787G1003,851458,454SH DFND1458,45400
DONNELLEY FINANCIAL SOLUTIONCOM25787G100091SH DFND1 29100
DORCHESTER MINERALS LPCOM UNIT25820R10534126,737SH DFND126,73700
DORIAN LPG LTDSHS USDY2106R1103,574461,831SH DFND1461,83100
DORMAN PRODUCTS INCCOM25827810029,233435,868SH DFND1435,86800
DOUGLAS DYNAMICS INCCOM25960R10511,486327,060SH DFND1326,7490311
DOUGLAS DYNAMICS INCCOM25960R105146SH DFND1 24600
DOUGLAS EMMETT INCCOM25960P10986,2162,812,022SH DFND12,772,719039,303
DOUYU INTERNATIONAL HOLD-ADRSPONSORED ADS25985W10554347,075SH DFND147,07500
DOVER CORPCOM260003108227,3242,358,636SH DFND12,351,71806,918
DOVER CORPCOM260003108336SH DFND1 23600
DOVER MOTORSPORTS INCCOM2601741075032,679SH DFND132,67900
DOW INCCOM260557103448,22811,018,599SH DFND110,985,446033,153
DPW HOLDINGS INCCOM26140E6004317,818SH DFND117,81800
DR HORTON INCCOM23331A109340,1126,143,605SH DFND16,129,495014,110
DR. REDDY'S LABORATORIES-ADRADR2561352031,75333,456SH DFND132,20301,253
DRAFTKINGS INC - CL ACOM CL A26142R10468,4592,058,302SH DFND12,058,30200
DRIL-QUIP INCCOM26203710414,872499,255SH DFND1499,25500
DRIVE SHACK INCCOM262077100844456,339SH DFND1456,33900
DROPBOX INC-CLASS ACL A26210C10471,0563,266,411SH DFND13,266,41100
DROPBOX INC-CLASS ACL A26210C1044214SH DFND1 221400
DSP GROUP INCCOM23332B1065,350336,938SH DFND1336,93800
DTE ENERGY COMPANYCOM233331107353,6623,295,578SH DFND13,287,10008,478
DUCOMMUN INCCOM2641471095,440156,012SH DFND1156,01200
DUKE ENERGY CORPCOM NEW26441C204878,58710,998,026SH DFND110,966,261031,765
DUKE ENERGY CORPCOM NEW26441C204234SH DFND1 23400
DUKE REALTY CORPCOM NEW264411505255,0977,219,086SH DFND17,203,154015,932
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,322179,417SH DFND1179,41700
DUNKIN' BRANDS GROUP INCCOM26550410068,5081,050,265SH DFND11,030,681019,584
DUNKIN' BRANDS GROUP INCCOM265504100010SH DFND1 21000
DUPONT DE NEMOURS INCCOM26614N102604,28111,371,013SH DFND111,338,690032,323
DUPONT DE NEMOURS INCCOM26614N102484SH DFND1 28400
DURECT CORPORATIONCOM2666051046,6992,887,635SH DFND12,887,63500
DURECT CORPORATIONCOM2666051041633SH DFND1 263300
DXC TECHNOLOGY COCOM23355L10675,2954,568,268SH DFND14,555,474012,794
DXC TECHNOLOGY COCOM23355L1065338SH DFND1 233800
DXP ENTERPRISES INCCOM NEW2333774074,799241,058SH DFND1241,05800
DYADIC INTERNATIONAL INCCOM26745T1012,533292,598SH DFND1292,59800
DYCOM INDUSTRIES INCCOM26747510118,394449,848SH DFND1442,06807,780
DYCOM INDUSTRIES INCCOM26747510106SH DFND1 2600
DYNATRACE INCCOM26815010970,1721,729,999SH DFND11,729,99900
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820112,3981,397,793SH DFND11,397,79300
DYNEX CAPITAL INCCOM26817Q8864,690327,978SH DFND1327,4190559
E TRADE FINANCIAL CORPCOM NEW269246401183,8863,704,193SH DFND13,694,38009,813
E TRADE FINANCIAL CORPCOM NEW269246401130SH DFND1 23000
EAGLE BANCORP INCCOM26894810615,845483,846SH DFND1483,84600
EAGLE BANCORP INCCOM268948106131SH DFND1 23100
EAGLE BANCORP MONTANA INCCOM26942G1001,32075,989SH DFND175,98900
EAGLE BULK SHIPPING INCSHS NEWY2187A1432,069945,086SH DFND1942,87502,211
EAGLE MATERIALS INCCOM26969P10833,323474,554SH DFND1464,63909,915
EAGLE PHARMACEUTICALS INCCOM2697961087,966166,037SH DFND1166,03700
EARTHSTONE ENERGY INC - ACL A27032D304923325,333SH DFND1325,33300
EAST WEST BANCORP INCCOM27579R10470,5011,946,656SH DFND11,912,831033,825
EASTERLY GOVERNMENT PROPERTICOM27616P10331,6801,370,259SH DFND11,370,25900
EASTERN CO/THECOM2763171041,30272,902SH DFND172,90200
EASTGROUP PROPERTIES INCCOM27727610192,126776,716SH DFND1767,38909,327
EASTMAN CHEMICAL COCOM277432100183,9132,644,918SH DFND12,637,82507,093
EASTMAN CHEMICAL COCOM27743210004SH DFND1 2400
EASTMAN KODAK COCOM NEW277461406737330,790SH DFND1330,79000
EATON CORP PLCSHSG29183103505,4425,787,605SH DFND15,769,029018,576
EATON CORP PLCSHSG29183103112SH DFND1 21200
EATON VANCE CORPCOM NON VTG27826510361,8111,601,346SH DFND11,574,137027,209
EATON VANCE CORPCOM NON VTG2782651035153SH DFND1 215300
EBAY INCCOM278642103544,79710,400,706SH DFND110,347,049053,657
EBAY INCCOM27864210314283SH DFND1 228300
EBIX INCCOM NEW2787152068,417376,465SH DFND1376,46500
ECHO GLOBAL LOGISTICS INCCOM27875T1018,733403,954SH DFND1403,95400
ECHOSTAR CORP-ACL A27876810615,926569,615SH DFND1569,61500
ECHOSTAR CORP-ACL A278768106013SH DFND1 21300
ECOLAB INCCOM278865100728,6133,666,996SH DFND13,656,056010,940
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA5876900,000PRN DFND1900,00000
EDAP TMS SA -ADRSPONSORED ADR2683111078333,404SH DFND133,40400
EDGEWELL PERSONAL CARE COCOM28035Q10224,622790,188SH DFND1776,974013,214
EDGEWELL PERSONAL CARE COCOM28035Q102142SH DFND1 24200
EDISON INTERNATIONALCOM281020107322,4565,948,493SH DFND15,912,393036,100
EDITAS MEDICINE INCCOM28106W10326,316889,679SH DFND1889,67900
EDUCATIONAL DEVELOPMENT CORPCOM28147910547749,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108700,47610,152,797SH DFND110,125,714027,083
EDWARDS LIFESCIENCES CORPCOM28176E108117SH DFND1 21700
EGAIN CORPCOM NEW28225C8063,358302,300SH DFND1302,30000
EGAIN CORPCOM NEW28225C806016SH DFND1 21600
EHEALTH INCCOM28238P10939,678403,893SH DFND1403,856037
EIDOS THERAPEUTICS INCCOM28249H1046,928145,345SH DFND1145,34500
EIDOS THERAPEUTICS INCCOM28249H10403SH DFND1 2300
EIGER BIOPHARMACEUTICALS INCCOM28249U1053,361350,150SH DFND1350,15000
EKSO BIONICS HOLDINGS INCCOM28264430122226,438SH DFND126,43800
EL PASO ELECTRIC COCOM NEW28367785439,298586,545SH DFND1586,54500
EL PASO ELECTRIC COCOM NEW2836778549140SH DFND1 214000
EL POLLO LOCO HOLDINGS INCCOM2686031074,363295,606SH DFND1295,60600
ELANCO ANIMAL HEALTH INCCOM28414H10389,1914,162,175SH DFND14,161,6500525
ELASTIC NVORD SHSN1450610439,999433,783SH DFND1433,78300
ELASTIC NVORD SHSN14506104114SH DFND1 21400
ELBIT SYSTEMS LTDORDM3760D1014,64833,918SH DFND133,91800
ELDORADO GOLD CORPCOM28490250927528,530SH DFND128,53000
ELDORADO GOLD CORPCOM2849025091125SH DFND1 212500
ELDORADO RESORTS INCCOMSTK28470R10250,5611,262,144SH DFND11,242,252019,892
ELECTRAMECCANICA VEHICLES COCOM NEW2848492058035,747SH DFND135,74700
ELECTROCORE INCCOM28531P103218265,980SH DFND1265,98000
ELECTROMED INCCOM2854091081,29984,407SH DFND184,40700
ELECTRONIC ARTS INCCOM285512109605,8874,595,771SH DFND14,573,003022,768
ELECTRONIC ARTS INCCOM285512109754SH DFND1 25400
ELEMENT SOLUTIONS INCCOM28618M10626,7702,467,284SH DFND12,466,8810403
ELEVATE CREDIT INCCOM28621V101262177,048SH DFND1177,04800
ELF BEAUTY INCCOM26856L1037,173376,164SH DFND1375,9690195
ELI LILLY & COCOM5324571082,066,92612,612,057SH DFND112,574,621037,436
ELI LILLY & COCOM53245710806SH DFND1 2600
ELLINGTON FINANCIAL INCCOM28852N1096,880584,115SH DFND1584,11500
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT2885781071,211117,603SH DFND1117,60300
ELOXX PHARMACEUTICALS INCCOM29014R1031,202396,993SH DFND1396,99300
EMAGIN CORPORATIONCOM NEW29076N2065165,621SH DFND165,62100
EMCOR GROUP INCCOM29084Q10077,9191,178,096SH DFND11,164,432013,664
EMCOR GROUP INCCOM29084Q100349SH DFND1 24900
EMCORE CORPCOM NEW290846203617194,272SH DFND1194,27200
EMERALD HOLDING INCCOM29103W1041,104358,556SH DFND1358,55600
EMERALD HOLDING INCCOM29103W104032SH DFND1 23200
EMERGENT BIOSOLUTIONS INCCOM29089Q10551,770654,665SH DFND1654,4790186
EMERSON ELECTRIC COCOM291011104529,9588,559,708SH DFND18,531,921027,787
EMERSON ELECTRIC COCOM291011104586SH DFND1 28600
EMERSON RADIO CORPCOM NEW2910872033248,121SH DFND148,12100
EMPIRE STATE REALTY TRUST-ACL A29210410615,6982,242,690SH DFND12,242,69000
EMPLOYERS HOLDINGS INCCOM29221810413,502447,857SH DFND1447,85700
ENANTA PHARMACEUTICALS INCCOM29251M10613,391266,717SH DFND1266,71700
ENBRIDGE INCCOM29250N105113,5153,687,633SH DFND13,568,1150119,518
ENBRIDGE INCCOM29250N105294SH DFND1 29400
ENCOMPASS HEALTH CORPCOM29261A10069,3451,119,734SH DFND11,095,559024,175
ENCORE CAPITAL GROUP INCCOM29255410215,179444,119SH DFND1444,11900
ENCORE CAPITAL GROUP INCCOM29255410208SH DFND1 2800
ENCORE WIRE CORPCOM29256210518,876386,647SH DFND1386,64700
ENCORE WIRE CORPCOM292562105371SH DFND1 27100
ENDEAVOUR SILVER CORPCOM29258Y1037031,094SH DFND131,09400
ENDO INTERNATIONAL PLCSHSG3040110611,7613,428,951SH DFND13,428,95100
ENDO INTERNATIONAL PLCSHSG304011062782SH DFND1 278200
ENDOLOGIX INCCOM NEW29266S304110137,967SH DFND1137,96700
ENDRA LIFE SCIENCES INCCOM29273B1046163,928SH DFND163,92800
ENDURANCE INTERNATIONAL GROUCOM29272B1054,7521,179,372SH DFND11,179,37200
ENDURANCE INTERNATIONAL GROUCOM29272B1053869SH DFND1 286900
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10423831,754SH DFND129,35502,399
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104162,205SH DFND1 22,20500
ENERGIZER HOLDINGS INCCOM29272W10933,691709,444SH DFND1694,252015,192
ENERGOUS CORPCOM29272C103561198,966SH DFND1198,96600
ENERGY FOCUS INCCOM29268T4098011,585SH DFND111,58500
ENERGY FUELS INCCOM NEW2926717081,241825,550SH DFND1825,55000
ENERGY RECOVERY INCCOM29270J1004,109541,015SH DFND1541,01500
ENERGY TRANSFER LPCOM UT LTD PTN29273V100863121,264SH DFND100121,264
ENERPAC TOOL GROUP CORPCL A COM29276510413,610773,316SH DFND1773,31600
ENERPLUS CORPCOM29276610213447,384SH DFND147,38400
ENERPLUS CORPCOM292766102076SH DFND1 27600
ENERSYSCOM29275Y10244,151685,789SH DFND1675,655010,134
ENGLOBAL CORPCOM2933061067572,924SH DFND172,92400
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10854028,040SH DFND128,04000
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1003313,571SH DFND10013,571
ENNIS INCCOM2933891026,823376,179SH DFND1376,17900
ENOCHIAN BIOSCIENCES INCCOM29350E1041,140270,820SH DFND1270,82000
ENOVA INTERNATIONAL INCCOM29357K1038,962602,746SH DFND1602,6300116
ENOVA INTERNATIONAL INCCOM29357K1032144SH DFND1 214400
ENPHASE ENERGY INCCOM29355A10753,9421,133,800SH DFND11,114,233019,567
ENPRO INDUSTRIES INCCOM29355X10714,242288,955SH DFND1288,95500
ENSERVCO CORPCOM29358Y1021698,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10131,740758,424SH DFND1758,42400
ENSTAR GROUP LTDSHSG3075P10131,975209,304SH DFND1209,30400
ENTEGRIS INCCOM29362U10493,1211,576,990SH DFND11,576,99000
ENTERCOM COMMUNICATIONS-CL ACL A2936391002,3301,688,517SH DFND11,684,99503,522
ENTERCOM COMMUNICATIONS-CL ACL A2936391000719SH DFND1 271900
ENTERGY CORPCOM29364G103304,7703,254,794SH DFND13,245,97008,824
ENTERPRISE BANCORP INCCOM2936681092,971124,734SH DFND1124,73400
ENTERPRISE FINANCIAL SERVICECOM29371210512,315395,740SH DFND1395,74000
ENTERPRISE PRODUCTS PARTNERSCOM2937921071,49582,287SH DFND14,500077,787
ENTRAVISION COMMUNICATIONS-ACL A29382R1071,150804,708SH DFND1804,70800
ENV 1 3/4 06/01/23NOTE 1.750% 6/029404KAB21,2361,000,000PRN DFND11,000,00000
ENVELA CORPCOM29402E10242469,658SH DFND169,65800
ENVESTNET INCCOM29404K10655,442753,902SH DFND1753,90200
ENVISTA HOLDINGS CORPCOM29415F10436,0881,711,170SH DFND11,711,17000
ENZO BIOCHEM INCCOM2941001021,288575,005SH DFND1575,00500
EOG RESOURCES INCCOM26875P101430,6778,518,479SH DFND18,493,722024,757
EOG RESOURCES INCCOM26875P10105SH DFND1 2500
EPAM SYSTEMS INCCOM29414B104145,432577,619SH DFND1577,596023
EPIZYME INCCOM29428V10420,8971,301,243SH DFND11,301,24300
EPLUS INCCOM29426810714,904210,879SH DFND1210,87900
EPR PROPERTIESCOM SH BEN INT26884U10940,3381,217,569SH DFND11,179,212038,357
EQT CORPCOM26884L10939,3813,309,356SH DFND13,248,335061,021
EQT CORPCOM26884L1092209SH DFND1 220900
EQUIFAX INCCOM294429105327,3761,908,306SH DFND11,903,05105,255
EQUINIX INCCOM29444U700939,9621,340,936SH DFND11,314,533026,403
EQUINOR ASA-SPON ADRSPONSORED ADR29446M1021,827126,232SH DFND1126,23200
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10207SH DFND1 2700
EQUINOX GOLD CORPCOM29446Y50245540,766SH DFND140,76600
EQUINOX GOLD CORPCOM29446Y502018SH DFND1 21800
EQUITABLE HOLDINGS INCCOM29452E10194,8424,919,596SH DFND14,919,59600
EQUITRANS MIDSTREAM CORPCOM29460010138,4904,631,865SH DFND14,534,952096,913
EQUITY BANCSHARES INC - CL ACOM CL A29460X1093,849220,706SH DFND1220,70600
EQUITY COMMONWEALTHCOM SH BEN INT29462810258,2441,808,833SH DFND11,808,5890244
EQUITY LIFESTYLE PROPERTIESCOM29472R108184,3732,946,177SH DFND12,901,782044,395
EQUITY RESIDENTIALSH BEN INT29476L107408,0506,947,980SH DFND16,932,883015,097
EQUITY RESIDENTIALSH BEN INT29476L107014SH DFND1 21400
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,817302,941SH DFND1298,18804,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10263,350330,350SH DFND1330,35000
EROS INTERNATIONAL PLCSHS NEWG3788M1141,460462,184SH DFND1461,05301,131
ESCALADE INCCOM2960561041,654118,516SH DFND1118,51600
ESCO TECHNOLOGIES INCCOM29631510430,885365,382SH DFND1365,38200
ESPERION THERAPEUTICS INCCOM29664W10519,929388,417SH DFND1388,2790138
ESQUIRE FINANCIAL HOLDINGS ICOM29667J1011,29676,705SH DFND176,70500
ESSA BANCORP INCCOM29667D1041,672120,170SH DFND1120,17000
ESSENT GROUP LTDCOMG3198U10275,7112,085,786SH DFND12,059,379026,407
ESSENTIAL PROPERTIES REALTYCOM29670E10725,4651,716,007SH DFND11,692,177023,830
ESSENTIAL UTILITIES INCCOM29670G102109,1432,586,004SH DFND12,521,167064,837
ESSEX PROPERTY TRUST INCCOM297178105312,4911,364,004SH DFND11,361,15902,845
ESSEX PROPERTY TRUST INCCOM29717810503SH DFND1 2300
ESTABLISHMENT LABS HOLDINGSCOMG3124910828215,129SH DFND115,12900
ESTEE LAUDER COMPANIES-CL ACL A518439104590,2003,134,635SH DFND13,124,67309,962
ETHAN ALLEN INTERIORS INCCOM2976021044,714398,540SH DFND1398,54000
ETON PHARMACEUTICALS INCCOM29772L108577106,012SH DFND1106,01200
ETSY INCCOM29786A106158,1801,489,042SH DFND11,460,592028,450
ETSY INCCOM29786A10611107SH DFND1 210700
EURONET WORLDWIDE INCCOM29873610966,442693,406SH DFND1693,353053
EURONET WORLDWIDE INCCOM298736109113SH DFND1 21300
EVANS BANCORP INCCOM NEW29911Q2081,30055,892SH DFND155,89200
EVANS BANCORP INCCOM NEW29911Q20809SH DFND1 2900
EVELO BIOSCIENCES INCCOM299734103779159,078SH DFND1159,07800
EVENTBRITE INC-CLASS ACOM CL A29975E1095,923691,182SH DFND1690,8260356
EVENTBRITE INC-CLASS ACOM CL A29975E1090104SH DFND1 210400
EVERBRIDGE INCCOM29978A10458,339421,650SH DFND1421,65000
EVERCORE INC - ACLASS A29977A10529,086493,658SH DFND1483,514010,144
EVERCORE INC - ACLASS A29977A105236SH DFND1 23600
EVEREST RE GROUP LTDCOMG3223R108142,532692,461SH DFND1690,75301,708
EVERGY INCCOM30034W106221,6503,745,140SH DFND13,734,892010,248
EVERI HOLDINGS INCCOM30034T1036,1141,184,931SH DFND11,184,93100
EVERQUOTE INC - CLASS ACOM CL A30041R10810,987188,925SH DFND1188,92500
EVERQUOTE INC - CLASS ACOM CL A30041R108240SH DFND1 24000
EVERSOURCE ENERGYCOM30040W108468,2645,633,380SH DFND15,601,220032,160
EVERSPIN TECHNOLOGIES INCCOM30041T10455078,412SH DFND178,41200
EVERSPIN TECHNOLOGIES INCCOM30041T104041SH DFND1 24100
EVERTEC INCCOM30040P10328,6451,019,404SH DFND11,018,4240980
EVI INDUSTRIES INCCOM26929N1021,34461,951SH DFND161,95100
EVO PAYMENTS INC-CLASS ACL A COM26927E10413,931610,228SH DFND1610,22800
EVOFEM BIOSCIENCES INCCOM30048L1041,517536,314SH DFND1536,31400
EVOKE PHARMA INCCOM30049G104667188,514SH DFND1188,51400
EVOLENT HEALTH INC - ACL A30050B1017,8711,105,509SH DFND11,105,50900
EVOLUS INCCOM30052C1071,794338,574SH DFND1337,9600614
EVOLUTION PETROLEUM CORPCOM30049A1071,047374,276SH DFND1374,27600
EVOLVING SYSTEMS INCCOM NEW30049R2094440,976SH DFND140,97600
EVOQUA WATER TECHNOLOGIES COCOM30057T10521,7341,168,509SH DFND11,168,50900
EW SCRIPPS CO/THE-ACL A NEW8110544027,397845,409SH DFND1845,40900
EXACT SCIENCES CORPCOM30063P105137,6961,585,226SH DFND11,585,0020224
EXAGEN INCCOM30068X10397878,878SH DFND178,87800
EXANTAS CAPITAL CORPCOM NEW30068N105658248,493SH DFND1248,49300
EXELA TECHNOLOGIES INCCOM30162V102335605,887SH DFND1605,88700
EXELIXIS INCCOM30161Q10487,9293,703,835SH DFND13,630,098073,737
EXELIXIS INCCOM30161Q104296SH DFND1 29600
EXELON CORPCOM30161N101558,02115,405,421SH DFND115,329,387076,034
EXELON CORPCOM30161N101389SH DFND1 28900
EXFO INCSUB VTG SHS3020461073913,715SH DFND113,71500
EXICURE INCCOM30205M1012,5161,031,156SH DFND11,031,15600
EXLSERVICE HOLDINGS INCCOM30208110432,189507,722SH DFND1507,72200
EXONE CO/THECOM3021041041,426166,804SH DFND1166,80400
EXP WORLD HOLDINGS INCCOM30212W1006,461378,995SH DFND1378,99500
EXP WORLD HOLDINGS INCCOM30212W1002154SH DFND1 215400
EXPEDIA GROUP INCCOM NEW30212P303184,2482,245,418SH DFND12,234,900010,518
EXPEDITORS INTL WASH INCCOM302130109219,7192,894,405SH DFND12,887,29907,106
EXPEDITORS INTL WASH INCCOM302130109236SH DFND1 23600
EXPONENT INCCOM30214U10270,272868,310SH DFND1868,31000
EXPONENT INCCOM30214U102225SH DFND1 22500
EXPRESS INCCOM30219E1031,466952,367SH DFND1950,65101,716
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20029,3662,624,349SH DFND12,624,34900
EXTERRAN CORPCOM30227H1062,237415,034SH DFND1415,03400
EXTRA SPACE STORAGE INCCOM30225T102242,4272,628,417SH DFND12,590,765037,652
EXTRA SPACE STORAGE INCCOM30225T10208SH DFND1 2800
EXTREME NETWORKS INCCOM30226D1067,6131,754,228SH DFND11,754,22800
EXXON MOBIL CORPCOM30231G1022,839,17863,592,947SH DFND163,412,9900179,957
EYEGATE PHARMACEUTICALSCOM NEW30233M50316834,838SH DFND134,83800
EYENOVIA INCCOM30234E10421876,893SH DFND176,89300
EYEPOINT PHARMACEUTICALS INCCOM30233G100393519,797SH DFND1519,79700
EZCORP INC-CL ACL A NON VTG3023011064,971789,087SH DFND1789,08700
F5 NETWORKS INCCOM315616102149,9711,077,037SH DFND11,074,44402,593
F5 NETWORKS INCCOM31561610202SH DFND1 2200
FABRINETSHSG3323L10032,439519,696SH DFND1519,69600
FACEBOOK INC-CLASS ACL A30303M1028,386,75437,004,637SH DFND136,833,3930171,244
FACEBOOK INC-CLASS ACL A30303M10229SH DFND1 2900
FACTSET RESEARCH SYSTEMS INCCOM303075105175,254533,640SH DFND1524,56409,076
FACTSET RESEARCH SYSTEMS INCCOM30307510515SH DFND1 2500
FAIR ISAAC CORPCOM303250104142,365340,835SH DFND1333,91606,919
FAIR ISAAC CORPCOM30325010427SH DFND1 2700
FALCON MINERALS CORPCL A COM30607B1091,907595,962SH DFND1595,96200
FALCON MINERALS CORPCL A COM30607B109039SH DFND1 23900
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10394347,165SH DFND147,16500
FARMER BROS COCOM3076751081,679228,804SH DFND1228,80400
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,183149,903SH DFND1149,90300
FARMERS NATL BANC CORPCOM3096271074,808405,426SH DFND1405,42600
FARMERS NATL BANC CORPCOM3096271072251SH DFND1 225100
FARMLAND PARTNERS INCCOM31154R1093,064447,315SH DFND1440,71806,597
FARO TECHNOLOGIES INCCOM31164210214,079262,669SH DFND1262,66900
FARO TECHNOLOGIES INCCOM311642102119SH DFND1 21900
FASTENAL COCOM311900104461,25710,783,173SH DFND110,738,103045,070
FASTLY INC - CLASS ACL A31188V10037,921445,458SH DFND1445,3400118
FASTLY INC - CLASS ACL A31188V100114SH DFND1 21400
FATE THERAPEUTICS INCCOM31189P10235,3841,031,326SH DFND11,031,32600
FB FINANCIAL CORPCOM30257X1046,520263,231SH DFND1263,23100
FBL FINANCIAL GROUP INC-CL ACL A30239F1065,058140,940SH DFND1140,94000
FBL FINANCIAL GROUP INC-CL ACL A30239F106384SH DFND1 28400
FEDERAL AGRIC MTG CORP-CL CCL C3131483069,752152,360SH DFND1152,36000
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206124,2451,460,194SH DFND11,457,22902,965
FEDERAL SIGNAL CORPCOM31385510825,615861,589SH DFND1861,58900
FEDERAL SIGNAL CORPCOM313855108165SH DFND1 26500
FEDERATED HERMES INCCL B31421110338,5851,628,087SH DFND11,604,764023,323
FEDERATED HERMES INCCL B3142111036287SH DFND1 228700
FEDEX CORPCOM31428X106471,7413,371,454SH DFND13,361,228010,226
FEDNAT HOLDING COCOM31431B1091,705154,079SH DFND1154,07900
FENNEC PHARMACEUTICALS INCCOM31447P1001,254150,200SH DFND1150,20000
FERRO CORPCOM31540510013,9691,169,975SH DFND11,169,97500
FERROGLOBE PLCSHSG33856108102206,385SH DFND1206,38500
FFBW INCCOM30260M1038810,312SH DFND110,31200
FIBROGEN INCCOM31572Q80851,3601,267,223SH DFND11,267,22300
FIDELITY D&D BANCORP INCCOM31609R1002,41750,278SH DFND150,27800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303107,4243,506,605SH DFND13,506,60500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035178SH DFND1 217800
FIDELITY NATIONAL INFO SERVCOM31620M1061,222,8869,137,515SH DFND19,110,454027,061
FIESTA RESTAURANT GROUPCOM31660B1011,953306,235SH DFND1306,23500
FIFTH THIRD BANCORPCOM316773100238,70412,399,632SH DFND112,367,756031,876
FINANCIAL INSTITUTIONS INCCOM3175854044,817258,881SH DFND1258,88100
FINANCIAL INSTITUTIONS INCCOM317585404015SH DFND1 21500
FINJAN HOLDINGS INCCOM NEW31788H303182118,269SH DFND1118,26900
FIREEYE INCCOM31816Q10131,9202,621,785SH DFND12,621,78500
FIRST AMERICAN FINANCIALCOM31847R10292,1481,918,970SH DFND11,892,391026,579
FIRST BANCORP INC/MECOM31866P1022,952136,058SH DFND1136,05800
FIRST BANCORP PUERTO RICOCOM NEW31867270620,9763,752,588SH DFND13,752,58800
FIRST BANCORP PUERTO RICOCOM NEW3186727061221SH DFND1 222100
FIRST BANCORP/NCCOM31891010611,379453,734SH DFND1453,73400
FIRST BANCSHARES INC/MSCOM3189161036,943308,622SH DFND1308,62200
FIRST BANK/HAMILTON NJCOM31931U1021,456223,452SH DFND1223,45200
FIRST BUSEY CORPCOM NEW31938320414,637784,865SH DFND1784,3490516
FIRST BUSINESS FINANCIAL SERCOM3193901001,716104,334SH DFND1104,33400
FIRST CAPITAL INCCOM31942S1043,15645,439SH DFND145,43900
FIRST CHOICE BANCORPCOM31948P1042,075126,695SH DFND1126,69500
FIRST CHOICE BANCORPCOM31948P10404SH DFND1 2400
FIRST CITIZENS BCSHS -CL ACL A31946M10336,88091,059SH DFND191,05900
FIRST CITIZENS BCSHS -CL ACL A31946M10313SH DFND1 2300
FIRST COMMONWEALTH FINL CORPCOM31982910711,6611,408,448SH DFND11,408,44800
FIRST COMMONWEALTH FINL CORPCOM319829107038SH DFND1 23800
FIRST COMMUNITY BANKSHARESCOM31983A1035,434242,056SH DFND1242,05600
FIRST COMMUNITY CORPCOM3198351041,815119,827SH DFND1119,82700
FIRST FINANCIAL BANCORPCOM32020910920,3441,464,717SH DFND11,464,71700
FIRST FINANCIAL CORP/INDIANACOM3202181007,749210,356SH DFND1210,35600
FIRST FINANCIAL NORTHWESTCOM32022K10256057,861SH DFND157,86100
FIRST FINL BANKSHARES INCCOM32020R10962,7152,170,834SH DFND12,136,941033,893
FIRST FOUNDATION INCCOM32026V1049,737595,928SH DFND1595,92800
FIRST GUARANTY BANCSHARES INCOM32043P10646237,815SH DFND137,81500
FIRST HAWAIIAN INCCOM32051X10828,2391,638,047SH DFND11,638,04700
FIRST HORIZON NATIONAL CORPCOM32051710540,5644,072,708SH DFND13,998,204074,504
FIRST INDUSTRIAL REALTY TRCOM32054K10374,5621,939,705SH DFND11,909,154030,551
FIRST INTERNET BANCORPCOM3205571012,305138,725SH DFND1138,72500
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20118,910610,802SH DFND1610,80200
FIRST MAJESTIC SILVER CORPCOM32076V10334835,034SH DFND135,03400
FIRST MERCHANTS CORPCOM32081710922,041799,489SH DFND1799,48900
FIRST MID BANCSHARES INCCOM3208661065,378205,059SH DFND1205,05900
FIRST MIDWEST BANCORP INC/ILCOM32086710422,7961,707,570SH DFND11,707,57000
FIRST NORTHWEST BANCORPCOM3358341071,522122,563SH DFND1122,56300
FIRST OF LONG ISLAND CORPCOM3207341065,824356,474SH DFND1356,47400
FIRST REPUBLIC BANK/CACOM33616C100287,5192,717,791SH DFND12,710,20207,589
FIRST SAVINGS FINANCIAL GRPCOM33621E10978418,094SH DFND118,09400
FIRST SOLAR INCCOM33643310751,0401,031,119SH DFND11,012,921018,198
FIRST UNITED CORPCOM33741H1071,14485,762SH DFND185,76200
FIRST US BANCSHARES INCCOM33744V1038612,507SH DFND112,50700
FIRST WESTERN FINANCIAL INCCOM33751L10574752,461SH DFND152,46100
FIRSTCASH INCCOM33767D10542,236625,915SH DFND1616,02909,886
FIRSTCASH INCCOM33767D10505SH DFND1 2500
FIRSTENERGY CORPCOM337932107334,6278,644,862SH DFND18,618,679026,183
FIRSTENERGY CORPCOM337932107015SH DFND1 21500
FIRSTSERVICE CORPCOM33767E2024,07240,422SH DFND140,42200
FISERV INCCOM337738108857,2058,797,241SH DFND18,749,364047,877
FITBIT INC - ACL A33812L10221,5443,335,534SH DFND13,335,53400
FITBIT INC - ACL A33812L10291,486SH DFND1 21,48600
FIVE BELOWCOM33829M10171,068664,748SH DFND1651,419013,329
FIVE PRIME THERAPEUTICS INCCOM33830X1043,027496,260SH DFND1496,26000
FIVE STAR SENIOR LIVING INCCOM NEW33832D2051,118286,762SH DFND1286,695067
FIVE9 INCCOM33830710180,677728,912SH DFND1728,91200
FIVE9 INCCOM338307101222SH DFND1 22200
FIVERR INTERNATIONAL LTDORD SHSM4R82T1062152,925SH DFND12,92500
FIVERR INTERNATIONAL LTDORD SHSM4R82T106123SH DFND1 22300
FLAGSTAR BANCORP INCCOM PAR .00133793070514,996509,559SH DFND1509,55900
FLEETCOR TECHNOLOGIES INCCOM339041105328,6961,308,915SH DFND11,305,23703,678
FLEETCOR TECHNOLOGIES INCCOM339041105417SH DFND1 21700
FLEX LTDORDY2573F1024,236413,302SH DFND1413,30200
FLEXION THERAPEUTICS INCCOM33938J1067,780591,672SH DFND1590,7240948
FLEXSHOPPER INCCOM NEW33939J30312471,524SH DFND171,52400
FLEXSTEEL INDSCOM3393821031,10387,404SH DFND187,40400
FLIR SYSTEMS INCCOM30244510199,8052,463,868SH DFND12,458,30505,563
FLIR SYSTEMS INCCOM302445101260SH DFND1 26000
FLOOR & DECOR HOLDINGS INC-ACL A33975010146,546807,399SH DFND1807,39900
FLOTEK INDUSTRIES INCCOM343389102506422,275SH DFND1422,27500
FLOWERS FOODS INCCOM34349810152,4982,347,880SH DFND12,301,537046,343
FLOWSERVE CORPCOM34354P10561,5532,160,821SH DFND12,154,96105,860
FLOWSERVE CORPCOM34354P105025SH DFND1 22500
FLUENT INCCOM34380C1021,102619,215SH DFND1619,21500
FLUIDIGM CORPCOM34385P1084,3261,078,875SH DFND11,078,87500
FLUIDIGM CORPCOM34385P108043SH DFND1 24300
FLUOR CORPCOM34341210225,7442,131,201SH DFND12,097,673033,528
FLUSHING FINANCIAL CORPCOM3438731055,039437,461SH DFND1437,46100
FMC CORPCOM NEW302491303203,5132,046,667SH DFND12,041,07105,596
FMC CORPCOM NEW302491303116SH DFND1 21600
FNB CORPCOM30252010127,5523,673,668SH DFND13,596,427077,241
FNCB BANCORP INCCOM3025781091,201208,888SH DFND1208,88800
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P10015,489468,681SH DFND1468,5410140
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P10005SH DFND1 2500
FOLEY TRASIMENE ACQUISITIONUNIT 99/99/999934431F20325623,990SH DFND123,99000
FONAR CORPCOM NEW3444374051,96491,930SH DFND191,93000
FOOT LOCKER INCCOM34484910436,9661,267,606SH DFND11,242,373025,233
FORD MOTOR COCOM345370860388,94064,085,837SH DFND163,908,4810177,356
FORESCOUT TECHNOLOGIES INCCOM34553D10113,386631,441SH DFND1631,44100
FORESCOUT TECHNOLOGIES INCCOM34553D1018400SH DFND1 240000
FORESTAR GROUP INCCOM3462321013,625240,394SH DFND1240,39400
FORMA THERAPEUTICS HOLDINGSSHS34633R10496220,695SH DFND120,69500
FORMFACTOR INCCOM34637510834,6741,182,226SH DFND11,182,22600
FORMFACTOR INCCOM346375108159SH DFND1 25900
FORRESTER RESEARCH INCCOM3465631095,377167,837SH DFND1167,83700
FORTE BIOSCIENCES INCCOM34962G10928319,450SH DFND119,45000
FORTERRA INCCOM34960W1066,384572,118SH DFND1571,8490269
FORTINET INCCOM34959E109352,6592,572,178SH DFND12,566,43405,744
FORTINET INCCOM34959E109431SH DFND1 23100
FORTIS INCCOM34955310741,0981,021,598SH DFND1992,566029,032
FORTIVE CORPCOM34959J108317,0454,694,730SH DFND14,681,837012,893
FORTIVE CORPCOM34959J108233SH DFND1 23300
FORTRESS BIOTECH INCCOM34960Q1092,018753,358SH DFND1753,35800
FORTRESS BIOTECH INCCOM34960Q1091618SH DFND1 261800
FORTUNA SILVER MINES INCCOM34991510815230,089SH DFND130,08900
FORTUNA SILVER MINES INCCOM349915108094SH DFND1 29400
FORTUNE BRANDS HOME & SECURICOM34964C106174,0602,726,732SH DFND12,720,76805,964
FORTUNE BRANDS HOME & SECURICOM34964C10610159SH DFND1 215900
FORUM ENERGY TECHNOLOGIES INCOM34984V100337639,089SH DFND1639,08900
FORWARD AIR CORPCOM34985310121,170424,938SH DFND1424,93800
FORWARD AIR CORPCOM349853101498SH DFND1 29800
FORWARD INDUSTRIES INCCOM NEW3498623002418,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1063,199688,155SH DFND1687,5860569
FOSTER (LB) CO-ACOM3500601091,831143,383SH DFND1143,38300
FOUNDATION BUILDING MATERIALCOM3503921064,223270,574SH DFND1269,35801,216
FOUNDATION BUILDING MATERIALCOM35039210607SH DFND1 2700
FOUR CORNERS PROPERTY TRUSTCOM35086T10932,4571,330,206SH DFND11,311,669018,537
FOX CORP - CLASS ACL A COM35137L105161,3466,025,858SH DFND15,998,163027,695
FOX CORP - CLASS ACL A COM35137L105020SH DFND1 22000
FOX CORP - CLASS BCL B COM35137L20472,1482,692,972SH DFND12,677,056015,916
FOX FACTORY HOLDING CORPCOM35138V10249,068593,978SH DFND1593,97800
FRANCESCAS HOLDINGS CORPCOM NEW3517932037419,279SH DFND119,27900
FRANCHISE GROUP INCCOM35180X1054,784218,680SH DFND1218,68000
FRANCO-NEVADA CORPCOM35185810545,140324,143SH DFND1323,9040239
FRANCO-NEVADA CORPCOM351858105324SH DFND1 22400
FRANKLIN COVEY COCOM3534691093,527164,835SH DFND1164,83500
FRANKLIN ELECTRIC CO INCCOM35351410232,898626,405SH DFND1626,40500
FRANKLIN ELECTRIC CO INCCOM353514102015SH DFND1 21500
FRANKLIN FINANCIAL NETWORKCOM35352P1044,901190,333SH DFND1190,33300
FRANKLIN FINANCIAL SERVICESCOM3535251081,41354,572SH DFND154,57200
FRANKLIN RESOURCES INCCOM35461310193,7584,479,009SH DFND14,467,138011,871
FRANKLIN RESOURCES INCCOM3546131015281SH DFND1 228100
FRANKLIN STREET PROPERTIES CCOM35471R10610,0111,966,864SH DFND11,966,86400
FRANK'S INTERNATIONAL NVCOMN334621073,9841,786,635SH DFND11,786,63500
FRANK'S INTERNATIONAL NVCOMN33462107025SH DFND1 22500
FREEDOM HOLDING CORP/NVCOM35639010469937,429SH DFND137,42900
FREEDOM HOLDING CORP/NVCOM3563901042147SH DFND1 214700
FREEPORT-MCMORAN INCCL B35671D857270,61523,432,533SH DFND123,366,880065,653
FREIGHTCAR AMERICA INCCOM35702310010181,534SH DFND181,53400
FREQUENCY ELECTRONICS INCCOM35801010624127,517SH DFND127,51700
FREQUENCY THERAPEUTICS INCCOM35803L1085,726246,285SH DFND1246,28500
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291064,29399,197SH DFND198,2370960
FRESH DEL MONTE PRODUCE INCORDG3673810510,724435,599SH DFND1435,59900
FRESHPET INCCOM35803910546,885560,427SH DFND1560,342085
FRIEDMAN INDUSTRIESCOM35843510514328,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G1078,141935,850SH DFND1922,877012,973
FRONTDOOR INCCOM35905A10970,7371,595,697SH DFND11,595,3180379
FRONTDOOR INCCOM35905A10906SH DFND1 2600
FRONTLINE LTDSHS NEWG3682E1925,387771,826SH DFND1771,82600
FRP HOLDINGS INCCOM30292L1074,330106,722SH DFND1106,72200
FS BANCORP INCCOM30263Y1042,49164,584SH DFND164,58400
FTI CONSULTING INCCOM30294110953,953470,840SH DFND1461,92608,914
FTS INTERNATIONAL INCCOM NEW30283W20311016,059SH DFND116,05900
FUEL TECH INCCOM359523107162193,817SH DFND1193,81700
FUELCELL ENERGY INCCOM35952H6016,8633,036,910SH DFND13,036,91000
FULCRUM THERAPEUTICS INCCOM3596161092,306126,122SH DFND1126,12200
FULGENT GENETICS INCCOM3596641092,499156,237SH DFND1156,23700
FULL HOUSE RESORTS INCCOM359678109179135,218SH DFND1135,21800
FULTON FINANCIAL CORPCOM36027110028,8532,740,119SH DFND12,701,548038,571
FUNKO INC-CLASS ACOM CL A3610081051,844318,080SH DFND1318,08000
FUSION ACQUISITION CORPUNIT 99/99/999936118H20425525,000SH DFND125,00000
FUTU HOLDINGS LTD-ADRSPON ADS CL A36118L10640817,263SH DFND117,26300
FUTU HOLDINGS LTD-ADRSPON ADS CL A36118L106174SH DFND1 27400
FUTURE FINTECH GROUP INCCOM36117V1053328,665SH DFND128,66500
FUTUREFUEL CORPCOM36116M1065,521462,079SH DFND1462,07900
FVCBANKCORP INCCOM36120Q1011,687156,801SH DFND1156,80100
G1 THERAPEUTICS INCCOM3621LQ10911,351467,921SH DFND1467,92100
GAIA INCCL A36269P1041,519181,326SH DFND1181,32600
GAIN CAPITAL HOLDINGS INCCOM36268W1001,462242,934SH DFND1242,93400
GALAPAGOS NV-SPON ADRSPON ADR36315X1011,2826,500SH DFND16,50000
GALAPAGOS NV-SPON ADRSPON ADR36315X10103SH DFND1 2300
GALECTIN THERAPEUTICS INCCOM NEW3632252021,816593,700SH DFND1593,70000
GALERA THERAPEUTICS INCCOM36338D10867294,185SH DFND194,18500
GALILEO ACQUISITION CORP*W EXP 10/31/202G3770A1102351,001SH DFND151,00100
GALMED PHARMACEUTICALS LTDSHSM472381069519,960SH DFND119,96000
GAMCO INVESTORS INC-ACL A COM36143810483462,682SH DFND162,68200
GAMESTOP CORP-CLASS ACL A36467W1093,960912,612SH DFND1911,9060706
GAMIDA CELL LTDSHSM473641008318,175SH DFND118,17500
GAMING AND LEISURE PROPERTIECOM36467J108106,9233,090,159SH DFND13,038,441051,718
GAN LTDORD SHSG3728V1091,52760,039SH DFND160,03900
GANNETT CO INCCOM36472T1092,5621,856,932SH DFND11,856,5780354
GAP INC/THECOM36476010843,1653,424,614SH DFND13,415,53909,075
GARMIN LTDSHSH2906T109288,5682,963,893SH DFND12,957,45306,440
GARRETT MOTION INCCOM3665051053,318599,035SH DFND1599,03500
GARTNER INCCOM366651107167,5711,383,767SH DFND11,379,87503,892
GARTNER INCCOM366651107116SH DFND1 21600
GASLOG LTDSHSG3758510925591,038SH DFND191,03800
GASLOG LTDSHSG375851090256SH DFND1 225600
GATES INDUSTRIAL CORP PLCORD SHSG391081085,583543,156SH DFND1543,15600
GATX CORPCOM36144810330,639502,459SH DFND1494,14308,316
GCAP 5 08/15/22NOTE 5.000% 8/136268WAF7801800,000PRN DFND1800,00000
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30581,9251,151,930SH DFND11,151,890040
GCP APPLIED TECHNOLOGIESCOM36164Y10113,696737,148SH DFND1737,14800
GDS HOLDINGS LTD - ADRSPONSORED ADS36165L10823,319294,105SH DFND1294,10500
GENASYS INCCOM36872P1032,232459,362SH DFND1459,36200
GENCO SHIPPING & TRADING LTDSHSY2685T1311,486236,658SH DFND1233,80002,858
GENCOR INDUSTRIES INCCOM3686781081,448114,560SH DFND1114,56000
GENERAC HOLDINGS INCCOM36873610494,361773,687SH DFND1758,614015,073
GENERAL DYNAMICS CORPCOM369550108491,7653,297,318SH DFND13,287,43109,887
GENERAL ELECTRIC COCOM369604103855,131125,462,192SH DFND1125,075,5300386,662
GENERAL ELECTRIC COCOM3696041030134SH DFND1 213400
GENERAL FINANCE CORPCOM3698221011,331198,482SH DFND1198,48200
GENERAL MILLS INCCOM370334104557,5299,061,164SH DFND19,033,279027,885
GENERAL MOLY INCCOM37037310253267,745SH DFND1267,74500
GENERAL MOTORS COCOM37045V100462,72918,327,047SH DFND118,273,496053,551
GENERAL MOTORS COCOM37045V1003140SH DFND1 214000
GENERATION BIO COCOM37148K10051224,381SH DFND124,38100
GENESCO INCCOM3715321024,461205,961SH DFND1205,96100
GENESIS HEALTHCARE INCCL A COM37185X106213309,096SH DFND1309,09600
GENIE ENERGY LTD-BCL B3722842081,823247,732SH DFND1247,73200
GENIUS BRANDS INTERNATIONALCOM37229T301637283,270SH DFND1283,27000
GENMAB A/S -SP ADRSPONSORED ADS3723032061,40741,524SH DFND138,17503,349
GENMARK DIAGNOSTICS INCCOM37230910417,3491,179,459SH DFND11,179,45900
GENMARK DIAGNOSTICS INCCOM372309104188SH DFND1 28800
GENOCEA BIOSCIENCES INCCOM NEW372427401388169,001SH DFND1169,00100
GENPACT LTDSHSG3922B10779,8052,184,137SH DFND12,184,13700
GENPREX INCCOM3724461041,088346,506SH DFND1346,50600
GENTEX CORPCOM37190110999,0523,835,632SH DFND13,775,702059,930
GENTEX CORPCOM3719011096262SH DFND1 226200
GENTHERM INCCOM37253A10318,698480,679SH DFND1480,599080
GENTHERM INCCOM37253A10305SH DFND1 2500
GENUINE PARTS COCOM372460105201,3522,319,744SH DFND12,313,44106,303
GENUINE PARTS COCOM37246010501SH DFND1 2100
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10616,7547,253,843SH DFND17,129,5220124,321
GEO GROUP INC/THECOM36162J10622,9741,942,061SH DFND11,883,321058,740
GEOSPACE TECHNOLOGIES CORPCOM37364X109978130,065SH DFND1130,06500
GERMAN AMERICAN BANCORPCOM37386510411,947384,175SH DFND1384,17500
GERMAN AMERICAN BANCORPCOM37386510402SH DFND1 2200
GERON CORPCOM3741631038,7504,014,105SH DFND14,013,9090196
GETTY REALTY CORPCOM37429710919,338651,572SH DFND1643,04608,526
GEVO INCCOM PAR3743964067696,362SH DFND196,36200
GIBRALTAR INDUSTRIES INCCOM37468910724,328506,748SH DFND1506,74800
G-III APPAREL GROUP LTDCOM36237H1018,767659,694SH DFND1659,69400
G-III APPAREL GROUP LTDCOM36237H10101SH DFND1 2100
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411822735,678SH DFND135,67800
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411871,199SH DFND1 21,19900
GILDAN ACTIVEWEAR INCCOM3759161034,987323,672SH DFND1323,67200
GILEAD SCIENCES INCCOM3755581031,510,86519,665,300SH DFND119,566,543098,757
GILEAD SCIENCES INCCOM37555810310135SH DFND1 213500
GLACIER BANCORP INCCOM37637Q10549,4451,401,114SH DFND11,379,952021,162
GLACIER BANCORP INCCOM37637Q105020SH DFND1 22000
GLADSTONE COMMERCIAL CORPCOM37653610810,147541,212SH DFND1532,71408,498
GLADSTONE LAND CORPCOM3765491014,959312,724SH DFND1307,93204,792
GLATFELTERCOM3773161049,969621,143SH DFND1621,14300
GLAUKOS CORPCOM37732210222,101575,253SH DFND1575,25300
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1057,198176,481SH DFND1174,50501,976
GLEN BURNIE BANCORPCOM37740710115318,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10845,202716,024SH DFND1715,987037
GLOBAL BLOOD THERAPEUTICS INCOM37890U108010SH DFND1 21000
GLOBAL EAGLE ENTERTAINMENT ICOM NEW37951D3009219,491SH DFND119,49100
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,403100,386SH DFND1100,38600
GLOBAL MEDICAL REIT INCCOM NEW37954A2046,785598,878SH DFND1586,802012,076
GLOBAL NET LEASE INCCOM NEW37937820127,6291,651,465SH DFND11,628,688022,777
GLOBAL PAYMENTS INCCOM37940X102720,7284,257,543SH DFND14,244,403013,140
GLOBAL SELF STORAGE INCCOM37955N106398101,782SH DFND1101,78200
GLOBAL WATER RESOURCES INCCOM3794631021,257119,352SH DFND1119,35200
GLOBALSCAPE INCCOM37940G1091,819186,566SH DFND1186,56600
GLOBALSTAR INCCOM3789734081,6204,960,229SH DFND14,960,22900
GLOBANT SACOML4438510932,116214,981SH DFND1214,98100
GLOBANT SACOML4438510902SH DFND1 2200
GLOBE LIFE INCCOM37959E102121,8941,645,035SH DFND11,640,85104,184
GLOBE LIFE INCCOM37959E10208SH DFND1 2800
GLOBUS MEDICAL INC - ACL A37957720843,923920,636SH DFND1902,584018,052
GLOBUS MEDICAL INC - ACL A379577208131SH DFND1 23100
GLU MOBILE INCCOM37989010618,6922,016,434SH DFND12,015,6730761
GLU MOBILE INCCOM3798901063393SH DFND1 239300
GLYCOMIMETICS INCCOM38000Q1022,028539,399SH DFND1538,4110988
GMS INCCOM36251C10316,369665,684SH DFND1664,8150869
GMS INCCOM36251C103012SH DFND1 21200
GODADDY INC - CLASS ACL A380237107127,4841,740,155SH DFND11,739,9280227
GODADDY INC - CLASS ACL A38023710710139SH DFND1 213900
GOGO 6 05/15/22NOTE 6.000% 5/138046CAD1333500,000PRN DFND1500,00000
GOGO INCCOM38046C1092,585818,246SH DFND1818,24600
GOLAR LNG LTDSHSG9456A1004,727653,032SH DFND1653,03200
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10210440,472SH DFND140,47200
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T10613714,583SH DFND112,73801,845
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T1062295SH DFND1 229500
GOLD RESOURCE CORPCOM38068T1054,1381,007,019SH DFND11,007,01900
GOLDEN ENTERTAINMENT INCCOM3810131012,616293,296SH DFND1293,29600
GOLDEN MINERALS COCOM381119106101236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205517133,330SH DFND1133,33000
GOLDFIELD CORPCOM381370105547147,672SH DFND1147,67200
GOLDMAN SACHS GROUP INCCOM38141G104922,3914,676,352SH DFND14,662,223014,129
GOLDMAN SACHS GROUP INCCOM38141G10401SH DFND1 2100
GOOD TIMES RESTAURANTS INCCOM NEW3821408797158,037SH DFND158,03700
GOODRICH PETROLEUM CORPCOM PAR382410843833115,699SH DFND1115,69900
GOODYEAR TIRE & RUBBER COCOM38255010132,8253,669,666SH DFND13,613,405056,261
GOOSEHEAD INSURANCE INC -ACOM CL A38267D10917,439232,028SH DFND1232,02800
GOPRO INC-CLASS ACL A38268T1039,0821,908,054SH DFND11,908,05400
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J114143165,000SH DFND1165,00000
GORES METROPOULOS INC-CL ACOM CL A38287210910610,000SH DFND110,00000
GORMAN-RUPP COCOM3830821048,583276,174SH DFND1276,17400
GORMAN-RUPP COCOM383082104023SH DFND1 22300
GOSSAMER BIO INCCOM38341P1029,770751,578SH DFND1751,57800
GP STRATEGIES CORPCOM36225V1041,636190,777SH DFND1190,77700
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC1493700,000PRN DFND1700,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF17971,000,000PRN DFND11,000,00000
GRACO INCCOM384109104102,5362,131,696SH DFND12,091,957039,739
GRACO INCCOM3841091044104SH DFND1 210400
GRAFTECH INTERNATIONAL LTDCOM3843135085,418679,024SH DFND1678,5730451
GRAHAM CORPCOM3845561061,677131,644SH DFND1131,64400
GRAHAM HOLDINGS CO-CLASS BCOM CL B38463710416,58148,390SH DFND147,34301,047
GRAHAM HOLDINGS CO-CLASS BCOM CL B38463710426SH DFND1 2600
GRAND CANYON EDUCATION INCCOM38526M10652,226576,900SH DFND1565,451011,449
GRANITE CONSTRUCTION INCCOM38732810712,741665,677SH DFND1665,0040673
GRANITE POINT MORTGAGE TRUSTCOM STK38741L1076,035840,631SH DFND1840,63100
GRAPHIC PACKAGING HOLDING COCOM38868910153,0873,794,683SH DFND13,794,68300
GRAPHIC PACKAGING HOLDING COCOM3886891017517SH DFND1 251700
GRAY TELEVISION INCCOM38937510617,4971,254,290SH DFND11,253,6140676
GRAY TELEVISION INCCOM389375106015SH DFND1 21500
GREAT AJAX CORPCOM38983D3002,698293,355SH DFND1293,35500
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209427183,487SH DFND1183,48700
GREAT LAKES DREDGE & DOCK COCOM3906071099,8401,062,636SH DFND11,059,42603,210
GREAT LAKES DREDGE & DOCK COCOM3906071091204SH DFND1 220400
GREAT SOUTHERN BANCORP INCCOM3909051078,784217,661SH DFND1217,66100
GREAT SOUTHERN BANCORP INCCOM39090510703SH DFND1 2300
GREAT WESTERN BANCORP INCCOM39141610411,253817,873SH DFND1817,6930180
GREEN BRICK PARTNERS INCCOM3927091014,438374,529SH DFND1374,52900
GREEN BRICK PARTNERS INCCOM3927091012223SH DFND1 222300
GREEN DOT CORP-CLASS ACL A39304D10234,397700,836SH DFND1700,83600
GREEN DOT CORP-CLASS ACL A39304D102258SH DFND1 25800
GREEN PLAINS INCCOM3932221045,323521,166SH DFND1521,16600
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110612518,721SH DFND118,72100
GREENBRIER COMPANIES INCCOM39365710110,459459,740SH DFND1459,6210119
GREENE COUNTY BANCORP INCCOM39435710756225,223SH DFND125,22300
GREENHILL & CO INCCOM3952591042,125212,731SH DFND1212,3460385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1092,922448,305SH DFND1448,30500
GREENPRO CAPITAL CORPCOM39540F1016338,241SH DFND138,24100
GREENSKY INC-CLASS ACL A39572G1003,799775,480SH DFND1775,48000
GREIF INC-CL ACL A39762410713,022378,465SH DFND1372,12306,342
GREIF INC-CL BCL B3976242063,43082,013SH DFND182,01300
GRID DYNAMICS HOLDINGS INCCL A39813G1092,533367,174SH DFND1367,17400
GRID DYNAMICS HOLDINGS INC-CW23*W EXP 03/05/20239813G1171110,000SH DFND110,00000
GRIFFIN INDUSTRIAL REALTY INCOM3982311001,88234,754SH DFND134,75400
GRIFFON CORPCOM39843310210,804583,420SH DFND1583,42000
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,381130,548SH DFND1129,49001,058
GRITSTONE ONCOLOGY INCCOM39868T1052,582388,932SH DFND1388,5340398
GROCERY OUTLET HOLDING CORPCOM39874R10132,564798,138SH DFND1782,743015,395
GROUP 1 AUTOMOTIVE INCCOM39890510918,202275,925SH DFND1275,92500
GROUP 1 AUTOMOTIVE INCCOM398905109121SH DFND1 22100
GROUPON INCCOM NEW3994732066,498358,657SH DFND1358,65700
GROUPON INCCOM NEW399473206043SH DFND1 24300
GROWGENERATION CORPCOM39986L1092,998438,430SH DFND1438,43000
GRUBHUB INCCOM40011010273,4721,045,125SH DFND11,023,104022,021
GRUBHUB INCCOM40011010217246SH DFND1 224600
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011022787,508SH DFND14,97002,538
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B4005061012082,906SH DFND142702,479
GRUPO FINANCIERO GALICIA-ADRSPONSORED ADR39990910068570,668SH DFND170,66800
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J2067113,684SH DFND113,4340250
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J20661,208SH DFND1 21,20800
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG9288300,000PRN DFND1300,00000
GSE SYSTEMS INCCOM36227K1063333,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U1061,578219,780SH DFND1219,78000
GSX TECHEDU INC- ADRSPONSORED ADS36257Y10912,336206,982SH DFND1206,98200
GTT COMMUNICATIONS INCCOM3623931003,633445,285SH DFND1444,8520433
GTY TECHNOLOGY HOLDINGS INCCOM3624091042,622629,635SH DFND1629,63500
GUARANTY BANCSHARES INCCOM4007641063,190123,320SH DFND1123,32000
GUARDANT HEALTH INCCOM40131M10960,895750,597SH DFND1750,59700
GUARDION HEALTH SCIENCES INCCOM NEW40145Q203121276,337SH DFND1276,33700
GUESS INCCOM4016171055,994619,862SH DFND1619,86200
GUIDEWIRE SOFTWARE INCCOM40171V100102,519925,618SH DFND1925,61800
GULF ISLAND FABRICATION INCCOM40230710228894,057SH DFND194,05700
GULFPORT ENERGY CORPCOM NEW4026353042,4772,272,480SH DFND12,272,48000
GULFPORT ENERGY CORPCOM NEW4026353040177SH DFND1 217700
GW PHARMACEUTICALS -ADRADS36197T1033,13925,584SH DFND125,58400
GWG HOLDINGS INCCOM36192A10913417,551SH DFND117,55100
GX ACQUISITION CORPUNIT 05/24/202636251A20610310,000SH DFND110,00000
GX ACQUISITION CORP -CW26*W EXP 05/24/20236251A115202200,000SH DFND1200,00000
GX ACQUISITION CORP -CW26*W EXP 05/24/20236251A11533,300SH DFND1 23,30000
H&E EQUIPMENT SERVICES INCCOM4040301088,976485,723SH DFND1485,72300
H&E EQUIPMENT SERVICES INCCOM40403010807SH DFND1 2700
H&R BLOCK INCCOM09367110547,2603,313,238SH DFND13,304,48908,749
H&R BLOCK INCCOM093671105039SH DFND1 23900
H.B. FULLER CO.COM35969410632,468727,983SH DFND1727,98300
HACKETT GROUP INC/THECOM4046091095,583412,354SH DFND1412,35400
HACKETT GROUP INC/THECOM4046091092189SH DFND1 218900
HAEMONETICS CORP/MASSCOM40502410054,485608,371SH DFND1595,971012,400
HAEMONETICS CORP/MASSCOM40502410007SH DFND1 2700
HAIN CELESTIAL GROUP INCCOM40521710030,942981,981SH DFND1962,963019,018
HALLADOR ENERGY COCOM40609P10590138,112SH DFND1138,11200
HALLIBURTON COCOM406216101181,97014,045,549SH DFND114,008,087037,462
HALLIBURTON COCOM40621610106SH DFND1 2600
HALLMARK FINL SERVICES INCCOM NEW40624Q203442126,703SH DFND1126,70300
HALOZYME THERAPEUTICS INCCOM40637H10951,2161,910,341SH DFND11,910,34100
HAMILTON BEACH BRAND-ACOM CL A40701T1041,06189,206SH DFND189,20600
HAMILTON LANE INC-CLASS ACL A40749710627,456407,543SH DFND1407,54300
HAMILTON LANE INC-CLASS ACL A407497106237SH DFND1 23700
HANCOCK WHITNEY CORPCOM41012010929,6411,398,166SH DFND11,377,603020,563
HANESBRANDS INCCOM41034510271,6906,356,927SH DFND16,341,572015,355
HANGER INCCOM NEW41043F2088,908537,975SH DFND1537,97500
HANMI FINANCIAL CORPORATIONCOM NEW4104952044,628476,630SH DFND1476,63000
HANNON ARMSTRONG SUSTAINABLECOM41068X10029,4951,036,395SH DFND11,036,2860109
HANOVER INSURANCE GROUP INC/COM41086710551,755510,762SH DFND1501,69409,068
HARBORONE BANCORP INCCOM NEW41165Y1007,446872,004SH DFND1872,00400
HARLEY-DAVIDSON INCCOM41282210843,6541,836,526SH DFND11,799,466037,060
HARLEY-DAVIDSON INCCOM412822108011SH DFND1 21100
HARMONIC INCCOM4131601026,9511,463,537SH DFND11,463,53700
HARPOON THERAPEUTICS INCCOM41358P1062,169130,670SH DFND1130,67000
HARPOON THERAPEUTICS INCCOM41358P10609SH DFND1 2900
HARROW HEALTH INCCOM4158581091,709328,130SH DFND1328,13000
HARSCO CORPCOM41586410715,1561,121,895SH DFND11,121,89500
HARTE-HANKS INCCOM4161962027725,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104246,5786,406,807SH DFND16,390,816015,991
HARTFORD FINANCIAL SVCS GRPCOM4165151045155SH DFND1 215500
HARVARD BIOSCIENCE INCCOM4169061051,613520,461SH DFND1520,46100
HARVARD BIOSCIENCE INCCOM4169061050189SH DFND1 218900
HASBRO INCCOM418056107161,9422,164,398SH DFND12,158,91305,485
HAVERTY FURNITURECOM4195961014,518282,437SH DFND1282,43700
HAVERTY FURNITURECOM4195961012138SH DFND1 213800
HAWAIIAN ELECTRIC INDSCOM41987010048,0691,333,054SH DFND11,307,008026,046
HAWAIIAN HOLDINGS INCCOM4198791019,983711,088SH DFND1711,08800
HAWAIIAN HOLDINGS INCCOM419879101039SH DFND1 23900
HAWKINS INCCOM4202611096,100143,282SH DFND1143,28200
HAWKINS INCCOM420261109128SH DFND1 22800
HAWTHORN BANCSHARES INCCOM4204761032,009102,061SH DFND1102,06100
HAYNES INTERNATIONAL INCCOM NEW4208772014,356186,477SH DFND1186,47700
HBT FINANCIAL INC/DECOM4041111061,980148,584SH DFND1148,58400
HC2 HOLDINGS INCCOM4041391072,097628,023SH DFND1625,91602,107
HCA HEALTHCARE INCCOM40412C101369,0283,809,911SH DFND13,798,627011,284
HCA HEALTHCARE INCCOM40412C101668SH DFND1 26800
HCI GROUP INCCOM40416E1034,39895,238SH DFND195,158080
HD SUPPLY HOLDINGS INCCOM40416M10572,0112,079,757SH DFND12,079,5450212
HD SUPPLY HOLDINGS INCCOM40416M10502SH DFND1 2200
HDFC BANK LTD-ADRSPONSORED ADS40415F1011,95643,017SH DFND142,5610456
HEADHUNTER GROUP PLC-ADRSPONSORED ADS42207L10627511,775SH DFND111,77500
HEALTH CATALYST INCCOM42225T1078,602294,921SH DFND1294,92100
HEALTHCARE REALTY TRUST INCCOM42194610474,1702,532,271SH DFND12,465,894066,377
HEALTHCARE SERVICES GROUPCOM42190610829,0381,187,185SH DFND11,169,439017,746
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50188,4343,334,627SH DFND13,279,335055,292
HEALTHEQUITY INCCOM42226A10762,6151,067,248SH DFND11,050,137017,111
HEALTHPEAK PROPERTIES INCCOM42250P103297,84910,823,017SH DFND110,662,4190160,598
HEALTHSTREAM INCCOM42222N1038,939403,962SH DFND1403,96200
HEARTLAND EXPRESS INCCOM42234710416,028769,842SH DFND1769,84200
HEARTLAND FINANCIAL USA INCCOM42234Q10217,341518,575SH DFND1518,57500
HEARTLAND FINANCIAL USA INCCOM42234Q102025SH DFND1 22500
HEAT BIOLOGICS INCCOM NEW42237K300289343,669SH DFND1343,66900
HECLA MINING COCOM42270410625,0367,656,363SH DFND17,655,00401,359
HECLA MINING COCOM4227041061320SH DFND1 232000
HEICO CORPCOM42280610959,556598,062SH DFND1598,06200
HEICO CORP-CLASS ACL A42280620855,619685,283SH DFND1685,28300
HEIDRICK & STRUGGLES INTLCOM4228191028,077373,610SH DFND1373,2200390
HEIDRICK & STRUGGLES INTLCOM4228191023180SH DFND1 218000
HELEN OF TROY LTDCOMG4388N10675,448400,128SH DFND1394,11206,016
HELIOS TECHNOLOGIES INCCOM42328H10916,590445,377SH DFND1445,37700
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V50456132,054SH DFND1132,05400
HELIX ENERGY SOLUTIONS GROUPCOM42330P1077,1142,050,371SH DFND12,050,37100
HELMERICH & PAYNECOM42345210124,3201,246,589SH DFND11,246,58900
HELMERICH & PAYNECOM423452101049SH DFND1 24900
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,527257,100SH DFND1257,10000
HENNESSY ADVISORS INCCOM42588510013016,535SH DFND116,53500
HENNESSY CAPITAL ACQUIS-CW25*W EXP 09/05/20242589C112199173,198SH DFND1173,19800
HENRY SCHEIN INCCOM806407102138,3552,373,731SH DFND12,367,67406,057
HERBALIFE NUTRITION LTDCOM SHSG4412G10152,6821,170,489SH DFND11,170,1670322
HERBALIFE NUTRITION LTDCOM SHSG4412G101135SH DFND1 23500
HERC HOLDINGS INCCOM42704L10411,025358,782SH DFND1358,6780104
HERITAGE COMMERCE CORPCOM4269271096,721895,551SH DFND1895,55100
HERITAGE COMMERCE CORPCOM426927109016SH DFND1 21600
HERITAGE FINANCIAL CORPCOM42722X10610,904545,236SH DFND1545,23600
HERITAGE INSURANCE HOLDINGSCOM42727J1024,945377,841SH DFND1377,84100
HERITAGE-CRYSTAL CLEAN INCCOM42726M1063,745214,510SH DFND1214,51000
HERMAN MILLER INCCOM60054410023,8021,008,157SH DFND1994,150014,007
HERON THERAPEUTICS INCCOM42774610218,6551,268,186SH DFND11,268,0210165
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255003,989692,652SH DFND1684,05208,600
HERSHEY CO/THECOM427866108367,0062,833,825SH DFND12,826,69507,130
HERSHEY CO/THECOM42786610805SH DFND1 2500
HERTZ GLOBAL HOLDINGS INCCOM42806J106769545,707SH DFND1542,37403,333
HESKA CORPCOM RESTRC NEW42805E30610,701114,865SH DFND1114,86500
HESS CORPCOM42809H107215,5574,168,405SH DFND14,157,257011,148
HEWLETT PACKARD ENTERPRISECOM42824C109206,58421,258,621SH DFND121,203,750054,871
HEWLETT PACKARD ENTERPRISECOM42824C1095542SH DFND1 254200
HEXCEL CORPCOM42829110843,291957,363SH DFND1936,449020,914
HEXCEL CORPCOM42829110809SH DFND1 2900
HF FOODS GROUP INCCOM40417F1094,860537,075SH DFND1537,07500
HIBBETT SPORTS INCCOM4285671015,559265,511SH DFND1265,51100
HI-CRUSH INCCOM42833710999657,933SH DFND1657,93300
HIGHPOINT RESOURCES CORPCOM43114K108262889,315SH DFND1889,31500
HIGHWOODS PROPERTIES INCCOM43128410859,0401,581,577SH DFND11,556,786024,791
HILL INTERNATIONAL INCCOM431466101346227,989SH DFND1227,98900
HILLENBRAND INCCOM43157110830,2491,117,455SH DFND11,117,45500
HILL-ROM HOLDINGS INCCOM431475102109,648998,800SH DFND1982,722016,078
HILL-ROM HOLDINGS INCCOM43147510204SH DFND1 2400
HILLTOP HOLDINGS INCCOM43274810120,6681,120,243SH DFND11,120,24300
HILTON GRAND VACATIONS INCCOM43283X10523,8251,218,703SH DFND11,218,70300
HILTON WORLDWIDE HOLDINGS INCOM43300A203321,4464,384,748SH DFND14,371,775012,973
HILTON WORLDWIDE HOLDINGS INCOM43300A203232SH DFND1 23200
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10625762,287SH DFND162,28700
HINGHAM INSTITUTION FOR SVGSCOM4333231023,88923,181SH DFND123,18100
HINGHAM INSTITUTION FOR SVGSCOM43332310216SH DFND1 2600
HIREQUEST INCCOM43353510112820,172SH DFND120,17200
HISTOGEN INCCOM43358Y1039123,907SH DFND123,809098
HMS HOLDINGS CORPCOM40425J10145,3831,401,167SH DFND11,401,16700
HNI CORPCOM40425110019,093624,579SH DFND1614,401010,178
HOLLYFRONTIER CORPCOM43610610876,1332,611,618SH DFND12,605,35306,265
HOLLYFRONTIER CORPCOM436106108029SH DFND1 22900
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710584463,497SH DFND163,49700
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710510797SH DFND1 279700
HOLOGIC INCCOM436440101270,5444,752,668SH DFND14,741,496011,172
HOLOGIC INCCOM436440101361SH DFND1 26100
HOME BANCORP INCCOM43689E1072,852106,651SH DFND1106,65100
HOME BANCSHARES INCCOM43689320035,8902,333,573SH DFND12,296,930036,643
HOME DEPOT INCCOM4370761024,143,87216,569,171SH DFND116,521,658047,513
HOME DEPOT INCCOM43707610202SH DFND1 2200
HOMESTREET INCCOM43785V1028,910362,064SH DFND1362,06400
HOMETRUST BANCSHARES INCCOM4378721043,850240,682SH DFND1240,68200
HOMOLOGY MEDICINES INCCOM4380831076,814448,638SH DFND1448,63800
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830865725,740SH DFND123,03702,703
HONEYWELL INTERNATIONAL INCCOM4385161061,468,02210,171,525SH DFND110,141,654029,871
HONEYWELL INTERNATIONAL INCCOM438516106214SH DFND1 21400
HOOKER FURNITURE CORPCOM4390381003,254167,337SH DFND1167,33700
HOOKIPA PHARMA INCCOM43906K1001,667143,520SH DFND1143,52000
HOPE BANCORP INCCOM43940T10917,1331,858,322SH DFND11,858,32200
HORACE MANN EDUCATORSCOM44032710423,760646,898SH DFND1646,89800
HORIZON BANCORP INC/INCOM4404071046,730629,575SH DFND1629,57500
HORIZON BANCORP INC/INCOM440407104012SH DFND1 21200
HORIZON GLOBAL CORPCOM44052W104385175,350SH DFND1175,35000
HORIZON THERAPEUTICS PLCSHSG46188101123,9052,229,315SH DFND12,229,1990116
HORMEL FOODS CORPCOM440452100230,6694,781,173SH DFND14,768,407012,766
HORMEL FOODS CORPCOM44045210003SH DFND1 2300
HOST HOTELS & RESORTS INCCOM44107P104156,44414,519,388SH DFND114,307,0150212,373
HOSTESS BRANDS INCCL A44109J10622,5201,842,937SH DFND11,842,1740763
HOTH THERAPEUTICS INCCOM44148G1054818,792SH DFND118,79200
HOUGHTON MIFFLIN HARCOURT COCOM44157R1092,8471,573,168SH DFND11,571,54601,622
HOUGHTON MIFFLIN HARCOURT COCOM44157R109054SH DFND1 25400
HOULIHAN LOKEY INCCL A44159310039,857716,347SH DFND1716,34700
HOULIHAN LOKEY INCCL A441593100236SH DFND1 23600
HOUSTON AMERICAN ENERGY CORPCOM44183U10018135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10922696,160SH DFND196,16000
HOVNANIAN ENTERPRISES-ACL A NEW44248740187237,298SH DFND137,29800
HOWARD BANCORP INCCOM4424961051,966185,156SH DFND1185,15600
HOWARD HUGHES CORP/THECOM44267D10726,378507,762SH DFND1507,674088
HOWMET AEROSPACE INCCOM443201108117,1127,400,004SH DFND17,382,175017,829
HOWMET AEROSPACE INCCOM443201108168SH DFND1 26800
HP INCCOM40434L105422,58824,279,458SH DFND124,215,607063,851
HP INCCOM40434L1053215SH DFND1 221500
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW4042804069,642413,328SH DFND1410,55702,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104277385,645SH DFND1385,64500
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10616,705478,911SH DFND1478,2230688
HUB GROUP INC-CL ACL A44332010623,964500,723SH DFND1500,72300
HUBBELL INCCOM44351060784,088670,775SH DFND1657,845012,930
HUBBELL INCCOM4435106071190SH DFND1 29000
HUBSPOT INCCOM443573100101,417452,049SH DFND1452,031018
HUDBAY MINERALS INCCOM44362810212541,381SH DFND141,38100
HUDSON CAPITAL INCSHSG4645C109711,616SH DFND111,61600
HUDSON GLOBAL INCCOM NEW4437872058910,235SH DFND110,23500
HUDSON LTD-CLASS ACOM CL AG464081031,561320,592SH DFND1320,59200
HUDSON LTD-CLASS ACOM CL AG464081031323SH DFND1 232300
HUDSON PACIFIC PROPERTIES INCOM44409710958,7422,334,755SH DFND12,297,757036,998
HUDSON TECHNOLOGIES INCCOM444144109294291,167SH DFND1291,16700
HUMANA INCCOM444859102743,2691,920,710SH DFND11,914,95505,755
HUMANA INCCOM444859102822SH DFND1 22200
HUNT (JB) TRANSPRT SVCS INCCOM445658107170,7431,421,311SH DFND11,417,70603,605
HUNT COMPANIES FINANCE TRUSTCOM44558T10025997,862SH DFND197,86200
HUNTINGTON BANCSHARES INCCOM446150104155,24017,212,132SH DFND117,168,680043,452
HUNTINGTON INGALLS INDUSTRIECOM446413106116,615669,505SH DFND1667,78001,725
HUNTINGTON INGALLS INDUSTRIECOM446413106319SH DFND1 21900
HUNTSMAN CORPCOM44701110759,4573,308,733SH DFND13,306,91901,814
HUNTSMAN CORPCOM447011107028SH DFND1 22800
HURCO COMPANIES INCCOM4473241043,201114,462SH DFND1114,46200
HURON CONSULTING GROUP INCCOM44746210215,348346,869SH DFND1346,86900
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1035,755209,881SH DFND1209,88100
HUTTIG BUILDING PRODUCTS INCCOM448451104129115,753SH DFND1115,75300
HUYA INC-ADRADS REP SHS A44852D1082,989161,179SH DFND1161,17900
HYATT HOTELS CORP - CL ACOM CL A44857910219,564389,038SH DFND1389,03800
HYATT HOTELS CORP - CL ACOM CL A448579102011SH DFND1 21100
HYRECAR INCCOM44916T10727192,727SH DFND192,72700
HYSTER-YALE MATERIALSCL A4491721055,475141,637SH DFND1141,63700
HYSTER-YALE MATERIALSCL A449172105014SH DFND1 21400
HZNP 2.5 03/15/22NOTE 2.500% 3/144052TAB71,9141,000,000PRN DFND11,000,00000
I3 VERTICALS INC-CLASS ACOM CL A46571Y1076,539216,197SH DFND1216,19700
IAA INCCOM44925310358,0851,505,988SH DFND11,505,98800
IAC INTERACTIVECORPCOMSTK44919P5081,6185,004SH DFND15,00400
IAC/INTERACTIVECORPCOMSTK44919P50877,659809,486SH DFND1809,397089
IAMGOLD CORPCOM45091310833785,077SH DFND185,07700
IAMGOLD CORPCOM4509131081391SH DFND1 239100
IBERIABANK CORPCOMSTK45082810836,404799,386SH DFND1799,38600
IBIO INCCOM NEW4510332031,560702,749SH DFND1702,74900
ICAD INCCOM NEW44934S2062,962296,559SH DFND1296,55900
ICAD INCCOM NEW44934S206075SH DFND1 27500
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001017,991164,801SH DFND1164,80100
ICF INTERNATIONAL INCCOM44925C10318,100279,205SH DFND1279,20500
ICHOR HOLDINGS LTDSHSG4740B1058,829332,193SH DFND1332,19300
ICICI BANK LTD-SPON ADRADR45104G10468473,705SH DFND170,73302,972
ICL GROUP LTDSHSM532131007524,845SH DFND124,84500
ICL GROUP LTDSHSM5321310062,204SH DFND1 22,20400
ICLICK INTERACTIVE ASIA-ADRSPONSORED ADR45113Y10412423,395SH DFND123,39500
ICON PLCSHSG4705A1007,62845,286SH DFND145,28600
ICONIX BRAND GROUP INCCOM NEW4510553053437,615SH DFND137,61500
ICU MEDICAL INCCOM44930G10743,479235,902SH DFND1231,28004,622
IDACORP INCCOM45110710658,100664,990SH DFND1652,942012,048
IDEANOMICS INCCOM45166V106309154,152SH DFND1154,15200
IDEAYA BIOSCIENCES INCCOM45166A1021,623114,256SH DFND1114,25600
IDENTIV INCCOM NEW45170X20542483,172SH DFND183,17200
IDERA PHARMACEUTICALS INCCOM PAR45168K405320178,959SH DFND1178,95900
IDEX CORPCOM45167R104214,5801,359,990SH DFND11,356,77203,218
IDEX CORPCOM45167R10418SH DFND1 2800
IDEXX LABORATORIES INCCOM45168D104458,5111,390,568SH DFND11,383,92106,647
IDEXX LABORATORIES INCCOM45168D1041136SH DFND1 23600
IDT CORP-CLASS BCL B NEW4489475071,678257,091SH DFND1257,09100
IEC ELECTRONICS CORPCOM44949L10554957,013SH DFND157,01300
IES HOLDINGS INCCOM44951W1062,883124,439SH DFND1124,43900
IFRESH INCCOM4495381074138,553SH DFND138,55300
IGM BIOSCIENCES INCCOM44958510811,745160,903SH DFND1160,90300
IHEARTMEDIA INC - CLASS ACOM CL A45174J5097,153856,693SH DFND1856,69300
IHS MARKIT LTDSHSG47567105475,8306,313,908SH DFND16,296,451017,457
IHS MARKIT LTDSHSG47567105119SH DFND1 21900
II-VI INCCOM90210410863,2461,339,411SH DFND11,318,394021,017
ILLINOIS TOOL WORKSCOM452308109823,5564,717,329SH DFND14,704,703012,626
ILLINOIS TOOL WORKSCOM45230810916SH DFND1 2600
ILLUMINA INCCOM452327109897,1052,426,676SH DFND12,415,145011,531
ILLUMINA INCCOM45232710928SH DFND1 2800
IMARA INCCOM45249V1072,27582,346SH DFND182,34600
IMAX CORPCOM45245E1093,558317,431SH DFND1317,43100
IMAX CORPCOM45245E1091128SH DFND1 212800
IMEDIA BRANDS INCCOM CL A45246520615043,331SH DFND143,33100
IMMERSION CORPORATIONCOM4525211072,449393,228SH DFND1393,22800
IMMUCELL CORPCOM PAR4525253069620,434SH DFND120,43400
IMMUNIC INCCOM4525EP10141934,582SH DFND134,58200
IMMUNOGEN INCCOM45253H10112,8572,795,189SH DFND12,794,3370852
IMMUNOMEDICS INCCOM45290710888,6772,502,182SH DFND12,501,8950287
IMMUNOVANT INCCOM45258J1028,804361,569SH DFND1361,56900
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P50815290,195SH DFND190,19500
IMPERIAL OIL LTDCOM NEW4530384086,998435,602SH DFND1435,60200
IMPINJ INCCOM4532041096,570239,199SH DFND1239,19900
IMV INCCOM44974L1037123,339SH DFND123,33900
INARI MEDICAL INCCOM45332Y1091,70435,178SH DFND135,17800
INCYTE CORPCOM45337C102324,1243,122,863SH DFND13,107,492015,371
INCYTE CORPCOM45337C102220SH DFND1 22000
INDEPENDENCE CONTRACT DRILLICOM45341560613935,790SH DFND135,79000
INDEPENDENCE HOLDING COCOM NEW4534403072,69688,162SH DFND188,16200
INDEPENDENCE REALTY TRUST INCOM45378A10619,7811,721,654SH DFND11,721,65400
INDEPENDENT BANK CORP - MICHCOM NEW4538386095,170348,154SH DFND1348,15400
INDEPENDENT BANK CORP - MICHCOM NEW453838609057SH DFND1 25700
INDEPENDENT BANK CORP/MACOM45383610833,153494,171SH DFND1494,17100
INDEPENDENT BANK CORP/MACOM45383610803SH DFND1 2300
INDEPENDENT BANK GROUP INCCOM45384B10623,829588,096SH DFND1587,9880108
INDIA GLOBALIZATION CAPITALCOM NEW45408X308156261,671SH DFND1261,67100
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT45623710625,6841,249,864SH DFND11,249,86400
INFINERA CORPCOM45667G10314,0212,368,450SH DFND12,368,0290421
INFINITY PHARMACEUTICALS INCCOM45665G303336371,860SH DFND1371,5340326
INFLARX NVCOMN4482110114732,104SH DFND132,10400
INFORMATION SERVICES GROUPCOM45675Y104757365,981SH DFND1365,98100
INFOSYS LTD-SP ADRSPONSORED ADR45678810813,8471,436,478SH DFND11,431,03005,448
INFRASTRUCTURE AND ENERGY ALCOM45686J10419849,991SH DFND149,99100
INFUSYSTEM HOLDINGS INCCOM45685K1022,044177,141SH DFND1177,14100
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710340258,322SH DFND155,29403,028
INGERSOLL-RAND INCCOM45687V106156,4275,572,996SH DFND15,557,448015,548
INGEVITY CORPCOM45688C10730,987589,454SH DFND1579,55209,902
INGEVITY CORPCOM45688C10703SH DFND1 2300
INGLES MARKETS INC-CLASS ACL A45703010411,981278,190SH DFND1278,19000
INGLES MARKETS INC-CLASS ACL A457030104013SH DFND1 21300
INGREDION INCCOM45718710270,867854,405SH DFND1838,231016,174
INMODE LTDSHSM5425M10377227,285SH DFND127,28500
INNERWORKINGS INCCOM45773Y105484366,697SH DFND1366,69700
INNODATA INCCOM NEW45764220510376,599SH DFND176,59900
INNOSPEC INCCOM45768S10530,169390,547SH DFND1390,54700
INNOSPEC INCCOM45768S105227SH DFND1 22700
INNOVATIVE INDUSTRIAL PROPERCOM45781V1011,17113,308SH DFND113,0830225
INNOVATIVE SOLUTIONS & SUPPCOM45769N10530561,123SH DFND161,12300
INNOVIVA INCCOM45781M10114,2691,020,704SH DFND11,020,70400
INOGEN INCCOM45780L1049,593270,093SH DFND1269,8640229
INOGEN INCCOM45780L10407SH DFND1 2700
INOVALON HOLDINGS INC - ACOM CL A45781D10122,8291,185,336SH DFND11,185,33600
INOVIO PHARMACEUTICALS INCCOM NEW45773H20158,8162,182,420SH DFND12,182,2560164
INPHI CORPCOM45772F10766,320564,350SH DFND1564,35000
INPHI CORPCOM45772F107117SH DFND1 21700
INSEEGO CORPCOM45782B10412,4851,076,296SH DFND11,076,29600
INSIGHT ENTERPRISES INCCOM45765U10328,721583,772SH DFND1583,77200
INSIGNIA SYSTEMS INCCOM45765Y1052940,657SH DFND140,65700
INSMED INCCOM PAR $.0145766930742,2011,532,359SH DFND11,532,1670192
INSPERITY INCCOM45778Q10733,606519,178SH DFND1510,47508,703
INSPIRE MEDICAL SYSTEMS INCCOM45773010925,409291,992SH DFND1291,99200
INSPIRE MEDICAL SYSTEMS INCCOM457730109224SH DFND1 22400
INSPIRED ENTERTAINMENT INCCOM45782N108335115,682SH DFND1115,68200
INSTALLED BUILDING PRODUCTSCOM45780R10122,073320,932SH DFND1320,93200
INSTALLED BUILDING PRODUCTSCOM45780R1019143SH DFND1 214300
INSTEEL INDUSTRIES INCCOM45774W1085,262275,967SH DFND1275,96700
INSULET CORPCOM45784P101141,591729,438SH DFND1729,343095
INSURANCE ACQUISITION CORPUNIT 03/31/202445786730714310,000SH DFND110,00000
INTEC PHARMA LTDSHSM53644106727,156SH DFND127,15600
INTEGER HOLDINGS CORPCOM45826H10937,049507,186SH DFND1506,8410345
INTEGER HOLDINGS CORPCOM45826H10904SH DFND1 2400
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520841,785889,244SH DFND1872,449016,795
INTEL CORPCOM4581401004,166,63169,748,844SH DFND169,415,6420333,202
INTEL CORPCOM458140100593SH DFND1 29300
INTELLIA THERAPEUTICS INCCOM45826J10513,775655,355SH DFND1655,35500
INTELLICHECK INCCOM NEW45817G2011,575208,694SH DFND1208,69400
INTELLIGENT SYSTEMS CORPCOM45816D1003,16092,747SH DFND192,6200127
INTER PARFUMS INCCOM45833410913,375277,780SH DFND1277,78000
INTER PARFUMS INCCOM458334109012SH DFND1 21200
INTERACTIVE BROKERS GRO-CL ACOM CL A45841N10738,877930,748SH DFND1912,311018,437
INTERCEPT PHARMACEUTICALS INCOM45845P10818,994396,462SH DFND1396,371091
INTERCONTINENTAL EXCHANGE INCOM45866F104747,2118,170,495SH DFND18,146,599023,896
INTERCONTINENTAL EXCHANGE INCOM45866F10408SH DFND1 2800
INTERCONTINENTAL HOTELS-ADRSPONSORED ADS45857P8062515,670SH DFND14,7740896
INTERDIGITAL INCCOM45867G10126,385465,923SH DFND1458,59107,332
INTERFACE INCCOM4586653047,217886,716SH DFND1886,71600
INTERFACE INCCOM4586653045672SH DFND1 267200
INTERNATIONAL BANCSHARES CRPCOM45904410330,731959,751SH DFND1946,477013,274
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1086,877772,736SH DFND1772,73600
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1085656SH DFND1 265600
INTERNATIONAL GENERAL INSURASHSG4809J1068011,500SH DFND111,50000
INTERNATIONAL GENERAL-CW25*W EXP 03/17/202G4809J114495,000SH DFND195,00000
INTERNATIONAL GENERAL-CW25*W EXP 03/17/202G4809J114277816,714SH DFND1 2816,71400
INTERNATIONAL MONEY EXPRESSCOM46005L1014,029323,418SH DFND1323,41800
INTERNATIONAL PAPER COCOM460146103238,7576,791,145SH DFND16,774,363016,782
INTERNATIONAL PAPER COCOM460146103012SH DFND1 21200
INTERNATIONAL SEAWAYS INCCOMY410531026,014368,069SH DFND1368,06900
INTERPACE BIOSCIENCES INCCOM46062X30315132,476SH DFND132,47600
INTERPUBLIC GROUP OF COS INCCOM460690100121,7837,102,223SH DFND17,084,086018,137
INTERSECT ENT INCCOM46071F1036,398472,566SH DFND1472,56600
INTERSECT ENT INCCOM46071F103053SH DFND1 25300
INTEST CORPCOM46114710013941,472SH DFND141,47200
INTEVAC INCCOM4611481081,712313,656SH DFND1313,65600
INTL BUSINESS MACHINES CORPCOM4592001011,577,13413,082,390SH DFND113,043,031039,359
INTL BUSINESS MACHINES CORPCOM459200101222SH DFND1 22200
INTL FCSTONE INCCOMSTK46116V10515,914289,350SH DFND1289,35000
INTL FCSTONE INCCOMSTK46116V105478SH DFND1 27800
INTL FLAVORS & FRAGRANCESCOM459506101207,2131,695,034SH DFND11,690,33504,699
INTRA-CELLULAR THERAPIES INCCOM46116X10121,640843,024SH DFND1843,02400
INTREPID POTASH INCCOM46121Y1021,3441,357,952SH DFND11,357,95200
INTRICON CORPCOM46121H1091,506111,403SH DFND1111,40300
INTUIT INCCOM4612021031,172,5893,966,319SH DFND13,945,713020,606
INTUIT INCCOM461202103517SH DFND1 21700
INTUITIVE SURGICAL INCCOM NEW46120E602966,7111,699,557SH DFND11,690,42309,134
INUVO INCCOM NEW46122W20457106,848SH DFND1106,84800
INVACARE CORPCOM4612031013,191500,967SH DFND1500,96700
INVESCO LTDSHSG491BT10887,7748,139,378SH DFND18,123,314016,064
INVESCO MORTGAGE CAPITALCOM46131B1009,4602,529,413SH DFND12,527,01402,399
INVESTAR HOLDING CORPCOM46134L1052,184150,635SH DFND1150,63500
INVESTCORP CREDIT MANAGEMENTCOM46090R1044112,109SH DFND112,10900
INVESTORS BANCORP INCCOM46146L10130,9513,641,399SH DFND13,641,39900
INVESTORS REAL ESTATE TRUSTSH BEN INT46173050915,567220,846SH DFND1220,84600
INVESTORS TITLE COCOM4618041062,56121,116SH DFND121,11600
INVITAE CORPCOM46185L10350,7591,675,793SH DFND11,674,9740819
INVITATION HOMES INCCOM46187W107215,9927,851,017SH DFND17,711,1350139,882
INVITATION HOMES INCCOM46187W107157SH DFND1 25700
ION GEOPHYSICAL CORPCOM NEW46204420719081,296SH DFND181,29600
IONIS PHARMACEUTICALS INCCOM46222210090,3571,533,785SH DFND11,533,5850200
IOVANCE BIOTHERAPEUTICS INCCOM46226010043,9501,601,129SH DFND11,601,12900
IOVANCE BIOTHERAPEUTICS INCCOM462260100017SH DFND1 21700
IPG PHOTONICS CORPCOM44980X109100,840629,750SH DFND1628,24301,507
IQIYI INC-ADRSPONSORED ADS46267X10819,527845,896SH DFND1845,89600
IQVIA HOLDINGS INCCOM46266C105400,6982,829,649SH DFND12,821,83407,815
IQVIA HOLDINGS INCCOM46266C105219SH DFND1 21900
IRADIMED CORPCOM46266A1091,98485,522SH DFND185,52200
IRHYTHM TECHNOLOGIES INCCOM45005610646,350399,950SH DFND1399,7940156
IRHYTHM TECHNOLOGIES INCCOM45005610604SH DFND1 2400
IRIDEX CORPCOM46268410111152,493SH DFND152,49300
IRIDIUM COMMUNICATIONS INCCOM46269C10241,6901,638,786SH DFND11,638,6210165
IROBOT CORPCOM46272610034,674413,288SH DFND1413,28800
IROBOT CORPCOM462726100225SH DFND1 22500
IRON MOUNTAIN INCCOM46284V101133,4105,085,489SH DFND15,000,166085,323
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10824,9442,417,058SH DFND12,417,05800
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108019SH DFND1 21900
ISHARES 20 YEAR TREASURY BO20 YR TR BD ETF4642874326063,700PRN DFND13,70000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10322,746477,863PRN DFND1477,86300
ISHARES CORE S&P 500 ETFCORE S&P500 ETF4642872001,3544,374PRN DFND14,37400
ISHARES INDIA 50 ETFINDIA 50 ETF46428952980526,061PRN DFND126,06100
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723422,629565,879PRN DFND1565,87900
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59823,307803,123PRN DFND1803,12300
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77236,440906,035PRN DFND1906,03500
ISORAY INCCOM46489V104179323,736SH DFND1323,73600
ISSUER DIRECT CORPCOM NEW46520M20436435,897SH DFND135,89700
ISTAR INCCOM45031U10113,9431,131,762SH DFND11,131,76200
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD4655621064,9661,058,857SH DFND11,055,09503,762
ITERIS INCCOM46564T1072,710569,973SH DFND1569,97300
ITRON INCCOM46574110637,405564,607SH DFND1564,60700
ITT INCCOM45073V10861,1841,041,612SH DFND11,021,041020,571
ITURAN LOCATION AND CONTROLSHSM6158M10444427,722SH DFND127,72200
ITURAN LOCATION AND CONTROLSHSM6158M10407SH DFND1 2700
IVERIC BIO INCCOM46583P1022,880564,803SH DFND1564,80300
IZEA WORLDWIDE INCCOM46604H105127111,683SH DFND1111,68300
J & J SNACK FOODS CORPCOM46603210930,458239,587SH DFND1239,58700
J & J SNACK FOODS CORPCOM466032109113SH DFND1 21300
J ALEXANDER'S HOLDINGSCOM46609J10647095,647SH DFND195,64700
J. JILL INCCOM46620W1026696,659SH DFND196,65900
J2 GLOBAL INCCOM48123V10249,480782,284SH DFND1771,471010,813
J2 GLOBAL INCCOM48123V10209SH DFND1 2900
JABIL INCCOM46631310357,4161,789,781SH DFND11,757,027032,754
JACK HENRY & ASSOCIATES INCCOM426281101250,4421,362,830SH DFND11,359,55803,272
JACK IN THE BOX INCCOM46636710925,693346,783SH DFND1341,38005,403
JACOBS ENGINEERING GROUP INCCOM469814107180,9002,137,074SH DFND12,131,51105,563
JAKKS PACIFIC INCCOMSTK47012E106102125,322SH DFND1123,78401,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10720,348452,180SH DFND1452,18000
JANUS HENDERSON GROUP PLCORD SHSG4474Y21430,2231,428,572SH DFND11,391,791036,781
JAZZ 1.875 08/15/21NOTE 1.875% 8/1472145AB7586600,000PRN DFND1600,00000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110594,871860,357SH DFND1860,35700
JAZZ PHARMACEUTICALS PLCSHS USDG50871105550SH DFND1 25000
JBG SMITH PROPERTIESCOM46590V10054,0411,827,581SH DFND11,768,440059,141
JD.COM INC-ADRSPON ADR CL A47215P106182,8943,054,182SH DFND13,021,136033,046
JD.COM INC-ADRSPON ADR CL A47215P1066106SH DFND1 210600
JEFFERIES FINANCIAL GROUP INCOM47233W10946,0202,959,514SH DFND12,905,660053,854
JEFFERIES FINANCIAL GROUP INCOM47233W1094265SH DFND1 226500
JELD-WEN HOLDING INCCOM47580P10315,543964,828SH DFND1964,82800
JERNIGAN CAPITAL INCCOM4764051054,699343,514SH DFND1343,51400
JETBLUE AIRWAYS CORPCOM47714310137,8303,470,719SH DFND13,406,460064,259
JETBLUE AIRWAYS CORPCOM477143101050SH DFND1 25000
JM SMUCKER CO/THECOM NEW832696405199,4941,888,826SH DFND11,883,53805,288
JM SMUCKER CO/THECOM NEW832696405219SH DFND1 21900
JOHN B. SANFILIPPO & SON INCCOM80042210712,636148,093SH DFND1147,7560337
JOHN BEAN TECHNOLOGIES CORPCOM47783910438,368446,041SH DFND1446,04100
JOHNSON & JOHNSONCOM4781601045,555,57739,573,721SH DFND139,458,1090115,612
JOHNSON & JOHNSONCOM478160104216SH DFND1 21600
JOHNSON CONTROLS INTERNATIONSHSG51502105408,92312,000,240SH DFND111,968,621031,619
JOHNSON CONTROLS INTERNATIONSHSG51502105260SH DFND1 26000
JOHNSON OUTDOORS INC-ACL A47916710810,023110,122SH DFND1110,12200
JOHNSON OUTDOORS INC-ACL A47916710805SH DFND1 2500
JOINT CORP/THECOM47973J1022,833185,562SH DFND1185,56200
JONES LANG LASALLE INCCOM48020Q10762,919608,715SH DFND1596,402012,313
JONES LANG LASALLE INCCOM48020Q10706SH DFND1 2600
JOUNCE THERAPEUTICS INCCOM4811161011,698246,144SH DFND1245,9090235
JOYY INCADS REPSTG COM A46591M10919,946226,248SH DFND1226,1140134
JOYY INCADS REPSTG COM A46591M109116SH DFND1 21600
JPMORGAN CHASE & COCOM46625H1004,119,47043,878,052SH DFND143,744,0780133,974
JPMORGAN CHASE & COCOM46625H100226SH DFND1 22600
JUNIPER INDUSTRIAL HLDG-CW26*W EXP 11/13/20248205G1145255,000SH DFND155,00000
JUNIPER NETWORKS INCCOM48203R104131,9385,774,905SH DFND15,759,878015,027
JUNIPER NETWORKS INCCOM48203R104026SH DFND1 22600
K12 INCCOM48273U10215,399565,312SH DFND1564,9860326
KADANT INCCOM48282T10416,279163,352SH DFND1163,35200
KADMON HOLDINGS INCCOM48283N10611,8362,311,830SH DFND12,311,83000
KAISER ALUMINUM CORPCOM PAR $0.0148300770417,201233,648SH DFND1233,64800
KAISER ALUMINUM CORPCOM PAR $0.01483007704115SH DFND1 21500
KALA PHARMACEUTICALS INCCOM4831191036,617629,665SH DFND1629,66500
KALEIDO BIOSCIENCES INCCOM4833471001,024137,860SH DFND1137,86000
KALEYRA INC - CW23*W EXP 12/12/202483379111155239,991SH DFND1239,99100
KALEYRA INC - CW23*W EXP 12/12/2024833791118681,336,217SH DFND1 21,336,21700
KALVISTA PHARMACEUTICALS INCCOM4834971032,399198,285SH DFND1198,28500
KAMADA LTDSHSM6240T10918624,022SH DFND124,02200
KAMAN CORPCOM48354810317,355417,200SH DFND1417,20000
KANDI TECHNOLOGIES GROUP INCCOM48370910116038,330SH DFND138,33000
KANSAS CITY SOUTHERNCOM NEW485170302254,4851,707,435SH DFND11,703,34804,087
KANSAS CITY SOUTHERNCOM NEW485170302112SH DFND1 21200
KAR AUCTION SERVICES INCCOM48238T10929,7912,165,111SH DFND12,133,498031,613
KARUNA THERAPEUTICS INCCOM48576A10022,880205,283SH DFND1205,28300
KARYOPHARM THERAPEUTICS INCCOM48576U10619,5571,032,592SH DFND11,031,8860706
KB FINANCIAL GROUP INC-ADRSPONSORED ADR48241A10552018,697SH DFND117,06101,636
KB HOMECOM48666K10944,3521,445,648SH DFND11,424,877020,771
KB HOMECOM48666K109019SH DFND1 21900
KBR INCCOM48242W10647,9992,128,596SH DFND12,093,504035,092
KBR INCCOM48242W106018SH DFND1 21800
KEARNY FINANCIAL CORP/MDCOM48716P1089,8011,198,240SH DFND11,198,24000
KELLOGG COCOM487836108258,9863,927,969SH DFND13,916,681011,288
KELLY SERVICES INC -ACL A4881522088,137514,514SH DFND1514,51400
KELLY SERVICES INC -ACL A488152208191SH DFND1 29100
KEMPER CORPCOM48840110051,064704,140SH DFND1689,495014,645
KENNAMETAL INCCOM48917010034,2831,194,127SH DFND11,174,336019,791
KENNEDY-WILSON HOLDINGS INCCOM48939810727,8461,829,581SH DFND11,829,58100
KEROS THERAPEUTICS INCCOM4923271014,022107,228SH DFND1107,22800
KEURIG DR PEPPER INCCOM49271V10082,5532,910,122SH DFND12,910,12200
KEWAUNEE SCIENTIFIC CPCOM49285410413714,828SH DFND114,82800
KEY TRONIC CORPCOM49314410919236,755SH DFND136,75500
KEYCORPCOM493267108198,54216,329,247SH DFND116,281,452047,795
KEYSIGHT TECHNOLOGIES INCOM49338L103306,9303,050,478SH DFND13,042,47008,008
KEYSIGHT TECHNOLOGIES INCOM49338L103222SH DFND1 22200
KEZAR LIFE SCIENCES INCCOM49372L1002,170418,999SH DFND1418,99900
KFORCE INCCOM49373210111,375388,922SH DFND1388,92200
KFORCE INCCOM4937321015200SH DFND1 220000
KILROY REALTY CORPCOM49427F10896,3911,642,097SH DFND11,616,591025,506
KIMBALL ELECTRONICS INCCOM49428J1095,989442,321SH DFND1442,32100
KIMBALL ELECTRONICS INCCOM49428J109019SH DFND1 21900
KIMBALL INTERNATIONAL-BCL B4942741039,130789,844SH DFND1789,84400
KIMBALL INTERNATIONAL-BCL B494274103198SH DFND1 29800
KIMBERLY-CLARK CORPCOM494368103794,1165,625,707SH DFND15,611,216014,491
KIMBERLY-CLARK CORPCOM49436810307SH DFND1 2700
KIMCO REALTY CORPCOM49446R109115,8959,034,720SH DFND19,016,276018,444
KINDER MORGAN INCCOM49456B101433,05328,604,921SH DFND128,420,4130184,508
KINDER MORGAN INCCOM49456B1017470SH DFND1 247000
KINDRED BIOSCIENCES INCCOM4945771092,688598,787SH DFND1598,78700
KINGSOFT CLOUD HOLDINGS-ADRADS49639K10142313,432SH DFND113,43200
KINGSTONE COS INCCOM49671910526760,504SH DFND160,50400
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1015,987234,986SH DFND1234,98600
KINROSS GOLD CORPCOM49690240415,1792,109,761SH DFND12,109,1510610
KINROSS GOLD CORPCOM4969024041232SH DFND1 223200
KINSALE CAPITAL GROUP INCCOM49714P10851,084329,129SH DFND1329,12900
KINSALE CAPITAL GROUP INCCOM49714P10819SH DFND1 2900
KIRBY CORPCOM49726610638,694722,451SH DFND1707,896014,555
KIRKLAND LAKE GOLD LTDCOM49741E10020,465489,288SH DFND1489,28800
KIRKLAND LAKE GOLD LTDCOM49741E100272SH DFND1 27200
KIRKLAND'S INCCOM497498105349129,057SH DFND1129,05700
KITE REALTY GROUP TRUSTCOM NEW49803T30018,1341,571,462SH DFND11,571,46200
KKR & CO INCCOM48251W104172,3555,586,411SH DFND15,585,8190592
KKR REAL ESTATE FINANCE TRUSCOM48251K1006,408386,495SH DFND1386,49500
KLA CORPCOM NEW482480100504,1222,596,749SH DFND12,584,548012,201
KLX ENERGY SERVICES HOLDINGCOM48253L106505235,240SH DFND1235,24000
KNIGHT-SWIFT TRANSPORTATIONCL A49904910462,1621,491,532SH DFND11,462,191029,341
KNOLL INCCOM NEW4989042009,550783,430SH DFND1783,1670263
KNOWLES CORPCOM49926D10919,1881,257,443SH DFND11,257,44300
KODIAK SCIENCES INCCOM50015M10922,748420,326SH DFND1420,32600
KOHLS CORPCOM50025510456,5242,724,529SH DFND12,717,78506,744
KOHLS CORPCOM500255104032SH DFND1 23200
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230363013,470SH DFND111,88201,588
KONTOOR BRANDS INCCOM50050N10312,441698,541SH DFND1698,54100
KONTOOR BRANDS INCCOM50050N103043SH DFND1 24300
KOPIN CORPCOM500600101770579,661SH DFND1579,66100
KOPPERS HOLDINGS INCCOM50060P1065,630298,861SH DFND1298,86100
KOREA ELEC POWER CORP-SP ADRSPONSORED ADR50063110615919,951SH DFND117,85502,096
KOREA ELEC POWER CORP-SP ADRSPONSORED ADR5006311062299SH DFND1 229900
KORN FERRYCOM NEW50064320024,709804,085SH DFND1804,08500
KORN FERRYCOM NEW500643200026SH DFND1 22600
KORNIT DIGITAL LTDSHSM6372Q1132,34443,914SH DFND143,91400
KORNIT DIGITAL LTDSHSM6372Q11301SH DFND1 2100
KOSMOS ENERGY LTDCOM50068810611,2906,801,410SH DFND16,801,41000
KRAFT HEINZ CO/THECOM500754106320,99910,082,240SH DFND110,012,184070,056
KRAFT HEINZ CO/THECOM500754106147SH DFND1 24700
KRATON CORPCOM50077C1067,894456,866SH DFND1456,4620404
KRATOS DEFENSE & SECURITYCOM NEW50077B20724,6181,575,106SH DFND11,575,10600
KREF 6.125 05/15/23NOTE 6.125% 5/148251KAB6385400,000PRN DFND1400,00000
KROGER COCOM501044101477,60614,131,765SH DFND114,096,374035,391
KROGER COCOM5010441013112SH DFND1 211200
KRONOS WORLDWIDE INCCOM50105F1053,493335,576SH DFND1335,4400136
KRYSTAL BIOTECH INCCOM5011471027,469180,346SH DFND1180,34600
KULICKE & SOFFA INDUSTRIESCOM501242101