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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACL A68243Q1061,35271,620SH DFND1555,088016,532
1-800-FLOWERS.COM INC-CL ACL A68243Q1061,39974,094SH DFND4874,09400
1ST CONSTITUTION BANCORPCOM31986N10221811,789SH DFND155,91305,876
1ST CONSTITUTION BANCORPCOM31986N10230016,253SH DFND4816,25300
1ST SOURCE CORPCOM3369011033,93184,716SH DFND1567,156017,560
1ST SOURCE CORPCOM3369011031,89040,740SH DFND4840,74000
1ST SOURCE CORPCOM336901103521,110SH DFND491,11000
22ND CENTURY GROUP INCCOM90137F10311756,045SH DFND1538,588017,457
22ND CENTURY GROUP INCCOM90137F103627299,889SH DFND48299,88900
2U INCCOM90214J10110,764285,967SH DFND15211,628074,339
2U INCCOM90214J10136,565971,433SH DFND22971,43300
2U INCCOM90214J1015,945157,943SH DFND48141,951015,992
2U INCCOM90214J10118474SH OTR4904740
2U INCCOM90214J10122574SH DFND4957400
2U INCCOM90214J1013108,228SH DFND597,6490579
3D SYSTEMS CORPCOM88554D2055,393592,617SH DFND15471,1390121,478
3D SYSTEMS CORPCOM88554D2053,756412,798SH DFND22412,79800
3D SYSTEMS CORPCOM88554D2054430SH DFND443000
3D SYSTEMS CORPCOM88554D2052,842312,314SH DFND48312,31400
3D SYSTEMS CORPCOM88554D205020SH OTR490200
3D SYSTEMS CORPCOM88554D205353,850SH DFND493,5500300
3M COCOM88579Y101401,6322,317,019SH DFND151,650,7490666,270
3M COCOM88579Y10120,663119,206SH DFND22119,20600
3M COCOM88579Y10110,09458,230SH DFND22,1558,23000
3M COCOM88579Y10135201SH DFND3820100
3M COCOM88579Y1013,02517,452SH DFND417,45200
3M COCOM88579Y1014832,786SH OTR41,4641,3220
3M COCOM88579Y101320,8361,850,905SH DFND481,684,5900166,315
3M COCOM88579Y10124,268140,000SH DFND48140,00000
3M COCOM88579Y10185,047490,638SH DFND49476,999013,639
3M COCOM88579Y10155,492320,133SH OTR49104,551117,84397,739
3M COCOM88579Y1015203,000SH DFND513,00000
3M COCOM88579Y1015,14329,672SH DFND5928,12001,552
51JOB INC-ADRSPON3168271041,03013,641SH DFND1512,9410700
51JOB INC-ADRSPON3168271045,11667,767SH DFND22,3867,76700
51JOB INC-ADRSPON3168271048,142107,839SH DFND38107,83900
51JOB INC-ADRSPON31682710412,020159,210SH DFND40118,544040,666
51JOB INC-ADRSPON3168271044,97465,875SH OTR48,3865,87500
51JOB INC-ADRSPON3168271041,48719,701SH DFND4819,70100
58.COM INC-ADRSPON31680Q1044,58173,678SH DFND1569,77903,899
58.COM INC-ADRSPON31680Q104350SH DFND22,155000
58.COM INC-ADRSPON31680Q1044,67375,164SH DFND4875,16400
58.COM INC-ADRSPON31680Q10433537SH DFND4953700
58.COM INC-ADRSPON31680Q1041,13918,317SH DFND5917,9650352
8X8 INCCOM28291410010,622440,741SH DFND15395,914044,827
8X8 INCCOM2829141008,320345,216SH DFND22345,21600
8X8 INCCOM2829141006,227258,391SH DFND48258,39100
8X8 INCCOM28291410067227,892SH DFND4927,89200
A H BELO CORP-ACOM0012821026417,400SH DFND1517,40000
A H BELO CORP-ACOM0012821025815,691SH DFND4815,69100
A10 NETWORKS INCCOM00212110138957,006SH DFND1543,048013,958
A10 NETWORKS INCCOM0021211011,339196,381SH DFND48196,38100
AAON INCCOM00036020613,188262,812SH DFND15244,601018,211
AAON INCCOM00036020695619,059SH OTR22,6919,05900
AAON INCCOM0003602062,04540,763SH OTR22,7140,76300
AAON INCCOM0003602067,355146,573SH DFND22146,57300
AAON INCCOM0003602065,573111,069SH DFND48111,06900
AAON INCCOM000360206811,605SH OTR49001,605
AAON INCCOM000360206851,685SH DFND491,68500
AAON INCCOM0003602068163SH DFND5916300
AAR CORPCOM0003611059,047245,902SH DFND15208,424037,478
AAR CORPCOM00036110591724,920SH OTR22,8324,92000
AAR CORPCOM0003611054,368118,720SH DFND22118,72000
AAR CORPCOM0003611053,59297,637SH DFND4897,63700
AAR CORPCOM000361105010SH OTR490100
AAR CORPCOM00036110540811,080SH DFND4911,08000
AARON'S INCCOM00253530021,353347,710SH DFND15309,239038,471
AARON'S INCCOM00253530088414,398SH OTR22,6914,39800
AARON'S INCCOM0025353007,067115,084SH DFND22115,08400
AARON'S INCCOM00253530020320SH DFND432000
AARON'S INCCOM00253530019,947324,819SH DFND48324,81900
AARON'S INCCOM00253530082813,490SH DFND4913,49000
ABB LTD-SPON ADRSPON00037520423111,550SH DFND411,55000
ABB LTD-SPON ADRSPON0003752043170SH OTR417000
ABB LTD-SPON ADRSPON0003752049,459472,238SH DFND42472,23800
ABB LTD-SPON ADRSPON00037520434817,389SH OTR498,7362,8685,785
ABB LTD-SPON ADRSPON0003752044,867242,971SH DFND49242,97100
ABB LTD-SPON ADRSPON000375204773,855SH DFND593,801054
ABBOTT LABORATORIESCOM002824100526,9716,266,000SH DFND154,226,03202,039,968
ABBOTT LABORATORIESCOM00282410057,350681,930SH OTR22,70681,93000
ABBOTT LABORATORIESCOM00282410015,007178,448SH DFND22,15178,44800
ABBOTT LABORATORIESCOM00282410059,506707,566SH DFND22707,56600
ABBOTT LABORATORIESCOM00282410014,987178,208SH DFND22,38178,20800
ABBOTT LABORATORIESCOM00282410043,801520,817SH DFND38520,81700
ABBOTT LABORATORIESCOM0028241006,61978,703SH DFND478,673300
ABBOTT LABORATORIESCOM0028241006667,923SH OTR42,2305,6930
ABBOTT LABORATORIESCOM002824100367,3074,367,498SH DFND404,259,7500107,748
ABBOTT LABORATORIESCOM0028241002,60831,010SH DFND4231,01000
ABBOTT LABORATORIESCOM002824100472,9345,623,477SH DFND485,115,3770508,100
ABBOTT LABORATORIESCOM0028241005,78868,825SH OTR48,3868,82500
ABBOTT LABORATORIESCOM002824100217,9862,591,989SH DFND492,555,09154036,358
ABBOTT LABORATORIESCOM00282410058,787699,015SH OTR49237,751440,76720,497
ABBOTT LABORATORIESCOM0028241007,18785,460SH DFND5984,6860774
ABBVIE INCCOM00287Y109543,0667,467,901SH DFND155,718,64101,749,260
ABBVIE INCCOM00287Y10940,048550,720SH OTR22,70550,72000
ABBVIE INCCOM00287Y10941,928576,561SH DFND22576,56100
ABBVIE INCCOM00287Y10910,918150,143SH DFND22,15150,14300
ABBVIE INCCOM00287Y1093755,163SH OTR45404,6230
ABBVIE INCCOM00287Y1092,38032,731SH DFND432,711200
ABBVIE INCCOM00287Y109357,0174,909,478SH DFND484,463,6830445,795
ABBVIE INCCOM00287Y109102,6601,411,711SH DFND491,395,093016,618
ABBVIE INCCOM00287Y10943,357596,214SH OTR49194,212377,93424,068
ABBVIE INCCOM00287Y1097,13598,111SH DFND5996,98701,124
ABEONA THERAPEUTICS INCCOM00289Y10732167,058SH DFND1530,494036,564
ABEONA THERAPEUTICS INCCOM00289Y10743691,262SH DFND4891,26200
ABEONA THERAPEUTICS INCCOM00289Y1072400SH OTR4904000
ABEONA THERAPEUTICS INCCOM00289Y10703SH DFND 300
ABERCROMBIE & FITCH CO-CL ACL A00289620718,4891,152,679SH DFND151,020,7910131,888
ABERCROMBIE & FITCH CO-CL ACL A0028962074,213262,680SH DFND15,66262,68000
ABERCROMBIE & FITCH CO-CL ACL A0028962074,959309,160SH DFND22309,16000
ABERCROMBIE & FITCH CO-CL ACL A00289620713815SH DFND481500
ABERCROMBIE & FITCH CO-CL ACL A0028962073,014187,936SH DFND48187,93600
ABERCROMBIE & FITCH CO-CL ACL A00289620725415,815SH DFND4915,81500
ABERDEEN TTL DYN DIVIDCOM00326L1009211,000SH DFND4911,00000
ABIOMED INCCOM00365410052,909203,112SH DFND15148,109055,003
ABIOMED INCCOM00365410065,524251,541SH DFND22251,54100
ABIOMED INCCOM0036541008,92934,279SH OTR22,7134,27900
ABIOMED INCCOM0036541001,1914,572SH DFND22,154,57200
ABIOMED INCCOM003654100100382SH DFND438200
ABIOMED INCCOM00365410040,472155,368SH DFND48142,687012,681
ABIOMED INCCOM0036541003,10011,899SH DFND4911,89900
ABIOMED INCCOM0036541001,0273,943SH OTR498403,1030
ABIOMED INCCOM0036541001,2034,619SH DFND594,61900
ABM INDUSTRIES INCCOM00095710028,071701,772SH DFND15632,759069,013
ABM INDUSTRIES INCCOM0009571001,74043,490SH OTR22,8343,49000
ABM INDUSTRIES INCCOM0009571009,493237,330SH DFND22237,33000
ABM INDUSTRIES INCCOM00095710014345SH DFND434500
ABM INDUSTRIES INCCOM0009571007,457186,430SH DFND48186,43000
ABM INDUSTRIES INCCOM00095710095123,786SH DFND4923,78600
ABRAXAS PETROLEUM CORPCOM003830106205199,359SH DFND1542,4220156,937
ABRAXAS PETROLEUM CORPCOM003830106472458,289SH DFND48458,28900
ABRAXAS PETROLEUM CORPCOM00383010602SH DFND 200
ACACIA COMMUNICATIONS INCCOM00401C10819,696417,639SH DFND15401,835015,804
ACACIA COMMUNICATIONS INCCOM00401C1084,32091,612SH DFND4891,61200
ACACIA RESEARCH CORPACAC00388130721572,658SH DFND1520,626052,032
ACACIA RESEARCH CORPACAC003881307379128,095SH DFND48128,09500
ACACIA RESEARCH CORPACAC00388130772,220SH DFND492,22000
ACADIA HEALTHCARE CO INCCOM00404A10916,414469,637SH DFND15427,750041,887
ACADIA HEALTHCARE CO INCCOM00404A1096,374182,378SH DFND22182,37800
ACADIA HEALTHCARE CO INCCOM00404A1091,98556,800SH OTR22,7756,80000
ACADIA HEALTHCARE CO INCCOM00404A1099245SH DFND424500
ACADIA HEALTHCARE CO INCCOM00404A10911,648333,280SH DFND48308,828024,452
ACADIA HEALTHCARE CO INCCOM00404A10958716,803SH DFND4916,766037
ACADIA HEALTHCARE CO INCCOM00404A109131SH DFND592308
ACADIA PHARMACEUTICALS INCCOM0042251084,458166,781SH DFND15118,084048,697
ACADIA PHARMACEUTICALS INCCOM00422510828310,580SH OTR22,10410,58000
ACADIA PHARMACEUTICALS INCCOM0042251087,962297,869SH DFND48297,86900
ACADIA PHARMACEUTICALS INCCOM004225108401,480SH DFND491,48000
ACADIA REALTY TRUSTCOM00423910916,214592,397SH DFND15508,540083,857
ACADIA REALTY TRUSTCOM0042391098,070294,857SH DFND22294,85700
ACADIA REALTY TRUSTCOM0042391099,116333,053SH DFND48333,05300
ACADIA REALTY TRUSTCOM0042391091,18443,262SH DFND4943,26200
ACCELERATE DIAGNOSTICS INCCOM00430H10295441,678SH DFND1529,182012,496
ACCELERATE DIAGNOSTICS INCCOM00430H1021,68173,481SH DFND4873,48100
ACCELERATE DIAGNOSTICS INCCOM00430H102270SH DFND497000
ACCELERON PHARMA INCCOM00434H1085,334129,855SH DFND1593,083036,772
ACCELERON PHARMA INCCOM00434H1088,899216,637SH DFND22216,63700
ACCELERON PHARMA INCCOM00434H1085,352130,291SH DFND48130,29100
ACCELERON PHARMA INCCOM00434H10810233SH OTR4902330
ACCENTURE PLC-CL ASHSG1151C101460,9972,494,979SH DFND151,743,7110751,268
ACCENTURE PLC-CL ASHSG1151C10111,91364,474SH DFND22,1564,47400
ACCENTURE PLC-CL ASHSG1151C10135,940194,514SH DFND22194,51400
ACCENTURE PLC-CL ASHSG1151C10122,861123,728SH DFND22,38123,72800
ACCENTURE PLC-CL ASHSG1151C10142,495229,986SH DFND38229,98600
ACCENTURE PLC-CL ASHSG1151C1016,54635,430SH DFND435,42190
ACCENTURE PLC-CL ASHSG1151C1016913,741SH OTR49662,7750
ACCENTURE PLC-CL ASHSG1151C101477,5482,584,555SH DFND402,401,7230182,832
ACCENTURE PLC-CL ASHSG1151C1012,43413,171SH DFND4213,17100
ACCENTURE PLC-CL ASHSG1151C1017,31139,567SH OTR48,3839,56700
ACCENTURE PLC-CL ASHSG1151C101384,7212,082,164SH DFND481,889,7170192,447
ACCENTURE PLC-CL ASHSG1151C1019,42351,000SH DFND4851,00000
ACCENTURE PLC-CL ASHSG1151C10153,739290,845SH OTR49112,55086,82791,468
ACCENTURE PLC-CL ASHSG1151C101202,1071,093,832SH DFND491,066,52321427,095
ACCENTURE PLC-CL ASHSG1151C1015543,000SH DFND513,00000
ACCENTURE PLC-CL ASHSG1151C10118,11098,014SH DFND5996,01302,001
ACCENTURE PLC-CL ASHSG1151C1011,5618,450SH DFND648,45000
ACCO BRANDS CORPCOM00081T1088,1711,038,280SH DFND15922,9240115,356
ACCO BRANDS CORPCOM00081T108394,990SH DFND44,99000
ACCO BRANDS CORPCOM00081T1082,224282,584SH DFND48282,58400
ACCO BRANDS CORPCOM00081T10817922,766SH OTR4918,5404,2260
ACCO BRANDS CORPCOM00081T1081,052133,657SH DFND49131,84401,813
ACCURAY INCCOM004397105513132,589SH DFND1599,556033,033
ACCURAY INCCOM0043971051,016262,590SH OTR22,77262,59000
ACCURAY INCCOM004397105884228,344SH DFND48228,34400
ACCURAY INCCOM0043971052465SH DFND4946500
ACCURAY INCCOM004397105020SH DFND 2000
ACELRX PHARMACEUTICALS INCCOM00444T10014456,777SH DFND1512,487044,290
ACELRX PHARMACEUTICALS INCCOM00444T100499197,197SH DFND48197,19700
ACER THERAPEUTICS INCCOM00444P1083780SH DFND1500780
ACER THERAPEUTICS INCCOM00444P108399,994SH DFND489,99400
ACHILLION PHARMACEUTICALSCOM00448Q201749279,425SH DFND15141,6770137,748
ACHILLION PHARMACEUTICALSCOM00448Q201995371,167SH DFND48371,16700
ACI WORLDWIDE INCCOM00449810115,884462,548SH DFND15410,542052,006
ACI WORLDWIDE INCCOM0044981016,418186,883SH DFND22186,88300
ACI WORLDWIDE INCCOM0044981011,94356,572SH OTR22,8756,57200
ACI WORLDWIDE INCCOM00449810118,009524,435SH DFND48524,43500
ACI WORLDWIDE INCCOM00449810135410,314SH DFND4910,31400
ACI WORLDWIDE INCCOM0044981012406,975SH OTR494,30002,675
ACI WORLDWIDE INCCOM0044981011,54344,946SH DFND5944,94600
ACLARIS THERAPEUTICS INCCOM00461U1058137,108SH DFND157,226029,882
ACLARIS THERAPEUTICS INCCOM00461U1057233,054SH OTR22,8733,05400
ACLARIS THERAPEUTICS INCCOM00461U10520191,617SH DFND4891,61700
ACLARIS THERAPEUTICS INCCOM00461U10583,430SH DFND493,43000
ACM RESEARCH INC-CLASS ACOM00108J10919612,536SH DFND1512,53600
ACM RESEARCH INC-CLASS ACOM00108J1092148SH DFND4814800
ACM RESEARCH INC-CLASS ACOM00108J109185SH DFND498500
ACNB CORPCOM00086810963516,041SH DFND1510,72705,314
ACNB CORPCOM00086810965116,455SH DFND4816,45500
ACORDA THERAPEUTICS INCCOM00484M1061,692220,562SH DFND15176,316044,246
ACORDA THERAPEUTICS INCCOM00484M1061,115145,381SH DFND22145,38100
ACORDA THERAPEUTICS INCCOM00484M106864112,692SH DFND48112,69200
ACORDA THERAPEUTICS INCCOM00484M106273,535SH DFND493,53500
ACORDA THERAPEUTICS INCNOTE00484MAA41,1871,400,000SH DFND151,400,00000
ACTIVISION BLIZZARD INCCOM00507V109130,7612,770,363SH DFND151,445,78401,324,579
ACTIVISION BLIZZARD INCCOM00507V1092,78759,056SH OTR22,8059,05600
ACTIVISION BLIZZARD INCCOM00507V1093,68177,988SH DFND22,1577,98800
ACTIVISION BLIZZARD INCCOM00507V10937,285789,942SH DFND22789,94200
ACTIVISION BLIZZARD INCCOM00507V1091152,440SH OTR42,44000
ACTIVISION BLIZZARD INCCOM00507V109992,106SH DFND42,10600
ACTIVISION BLIZZARD INCCOM00507V109124,2812,633,062SH DFND482,411,8040221,258
ACTIVISION BLIZZARD INCCOM00507V1091,10023,300SH DFND4823,30000
ACTIVISION BLIZZARD INCCOM00507V1095,396114,314SH DFND49113,6140700
ACTIVISION BLIZZARD INCCOM00507V10954511,548SH OTR491,4306,1283,990
ACTIVISION BLIZZARD INCCOM00507V1092,21346,880SH DFND5946,826054
ACTUANT CORP-ACL A00508X2037,829315,553SH DFND15269,133046,420
ACTUANT CORP-ACL A00508X2031,17647,385SH OTR22,7747,38500
ACTUANT CORP-ACL A00508X2035,409218,000SH DFND22218,00000
ACTUANT CORP-ACL A00508X2034,128166,371SH DFND48166,37100
ACTUANT CORP-ACL A00508X203642,560SH DFND492,56000
ACUITY BRANDS INCCOM00508Y10232,163233,217SH DFND15210,183023,034
ACUITY BRANDS INCCOM00508Y1029,35767,848SH DFND2267,84800
ACUITY BRANDS INCCOM00508Y10210,81578,420SH DFND3878,42000
ACUITY BRANDS INCCOM00508Y10215108SH DFND410800
ACUITY BRANDS INCCOM00508Y10221,220153,872SH DFND48142,010011,862
ACUITY BRANDS INCCOM00508Y1022,36717,165SH DFND4917,16500
ACUITY BRANDS INCCOM00508Y1024333,141SH DFND592,8700271
ACUSHNET HOLDINGS CORPCOM00509810810,271391,138SH DFND15357,559033,579
ACUSHNET HOLDINGS CORPCOM0050981081,13643,276SH OTR22,8643,27600
ACUSHNET HOLDINGS CORPCOM0050981082,30187,613SH DFND4887,61300
ADAMAS PHARMACEUTICALS INCCOM00548A10615725,353SH DFND156,324019,029
ADAMAS PHARMACEUTICALS INCCOM00548A10636759,155SH DFND4859,15500
ADAMAS PHARMACEUTICALS INCCOM00548A106040SH DFND494000
ADAMIS PHARMACEUTICALS CORPCOM00547W2083526,664SH DFND4826,66400
ADAMIS PHARMACEUTICALS CORPCOM00547W20802SH DFND 200
ADAMS RESOURCES & ENERGY INCCOM00635130863318,474SH DFND1518,47400
ADAMS RESOURCES & ENERGY INCCOM006351308531,545SH DFND481,54500
ADAMS RESOURCES & ENERGY INCCOM006351308265SH DFND496500
ADDUS HOMECARE CORPCOM0067391064,02153,650SH DFND1549,33904,311
ADDUS HOMECARE CORPCOM0067391062,67735,716SH DFND2235,71600
ADDUS HOMECARE CORPCOM0067391062,02326,985SH DFND4826,98500
ADDUS HOMECARE CORPCOM00673910624325SH DFND4932500
ADDUS HOMECARE CORPCOM0067391062012,680SH DFND592,67604
ADESTO TECHNOLOGIES CORPCOM00687D101657,924SH DFND153,11204,812
ADESTO TECHNOLOGIES CORPCOM00687D10159673,099SH DFND4873,09900
ADESTO TECHNOLOGIES CORPCOM00687D101050SH DFND495000
ADIENT PLCORDG0084W10110,862447,557SH DFND15355,100092,457
ADIENT PLCORDG0084W1014,142170,661SH DFND22170,66100
ADIENT PLCORDG0084W1016235SH DFND423500
ADIENT PLCORDG0084W1019,781403,013SH DFND48403,01300
ADIENT PLCORDG0084W10187135,888SH DFND4935,7655073
ADIENT PLCORDG0084W10129212,016SH OTR4932311,63459
ADIENT PLCORDG0084W101793,269SH DFND593,26900
ADMA BIOLOGICS INCCOM000899104297,592SH DFND153,23104,361
ADMA BIOLOGICS INCCOM00089910428874,519SH DFND4874,51900
ADMA BIOLOGICS INCCOM000899104065SH DFND496500
ADOBE INCCOM00724F101510,5921,732,877SH DFND151,158,9900573,887
ADOBE INCCOM00724F10114,54249,354SH DFND22,1549,35400
ADOBE INCCOM00724F10148,706165,300SH DFND22,51165,30000
ADOBE INCCOM00724F101120,073407,512SH DFND22407,51200
ADOBE INCCOM00724F10145154SH DFND3815400
ADOBE INCCOM00724F101277939SH OTR45244150
ADOBE INCCOM00724F1017,05923,956SH DFND423,912440
ADOBE INCCOM00724F10120,35569,082SH OTR48,5169,08200
ADOBE INCCOM00724F101466,6951,583,896SH DFND481,437,7510146,145
ADOBE INCCOM00724F101259,964882,281SH DFND49866,53418915,558
ADOBE INCCOM00724F10119,82867,295SH OTR4936,61929,4191,257
ADOBE INCCOM00724F101946,9673,213,871SH DFND512,572,3640641,507
ADOBE INCCOM00724F101161,263547,304SH OTR51,94547,30400
ADOBE INCCOM00724F1017,72326,212SH DFND5926,0680144
ADT INCCOM00090Q1038,4551,381,577SH DFND151,315,142066,435
ADT INCCOM00090Q1031,194195,133SH DFND48167,053028,080
ADT INCCOM00090Q103437,045SH DFND497,04500
ADTALEM GLOBAL EDUCATION INCCOM00737L10330,050667,036SH DFND15576,952090,084
ADTALEM GLOBAL EDUCATION INCCOM00737L1033,20171,061SH OTR15,11271,06100
ADTALEM GLOBAL EDUCATION INCCOM00737L10324,646547,079SH DFND22547,07900
ADTALEM GLOBAL EDUCATION INCCOM00737L103010SH DFND41000
ADTALEM GLOBAL EDUCATION INCCOM00737L10317,450387,356SH DFND48387,35600
ADTALEM GLOBAL EDUCATION INCCOM00737L1033507,765SH DFND497,76500
ADTRAN INCCOM00738A1068,193537,241SH DFND15484,247052,994
ADTRAN INCCOM00738A1062,619171,762SH DFND22171,76200
ADTRAN INCCOM00738A1061,939127,143SH DFND48127,14300
ADTRAN INCCOM00738A106654,275SH DFND494,27500
ADURO BIOTECH INCCOM00739L10111876,318SH DFND1547,916028,402
ADURO BIOTECH INCCOM00739L101242157,051SH DFND48157,05100
ADVANCE AUTO PARTS INCCOM00751Y10633,815219,379SH DFND15147,805071,574
ADVANCE AUTO PARTS INCCOM00751Y1064,87931,651SH DFND2231,65100
ADVANCE AUTO PARTS INCCOM00751Y1061,1227,281SH DFND22,157,28100
ADVANCE AUTO PARTS INCCOM00751Y106960SH DFND46000
ADVANCE AUTO PARTS INCCOM00751Y10633,738218,882SH DFND48198,435020,447
ADVANCE AUTO PARTS INCCOM00751Y10616107SH OTR4910160
ADVANCE AUTO PARTS INCCOM00751Y1061,57010,188SH DFND4910,172016
ADVANCE AUTO PARTS INCCOM00751Y1061275SH DFND597005
ADVANCED DISPOSAL SERVICES ICOM00790X1012,66183,399SH DFND1548,969034,430
ADVANCED DISPOSAL SERVICES ICOM00790X1016,026188,847SH DFND48188,84700
ADVANCED DISPOSAL SERVICES ICOM00790X10110307SH DFND5930700
ADVANCED DRAINAGE SYSTEMS INCOM00790R10410,159309,821SH DFND15,66309,82100
ADVANCED DRAINAGE SYSTEMS INCOM00790R10412,997396,366SH DFND15310,661085,705
ADVANCED DRAINAGE SYSTEMS INCOM00790R1042,76484,303SH DFND2284,30300
ADVANCED DRAINAGE SYSTEMS INCOM00790R1043,422104,368SH DFND48104,36800
ADVANCED EMISSIONS SOLUTIONSCOM00770C1014,494355,555SH DFND15350,84404,711
ADVANCED EMISSIONS SOLUTIONSCOM00770C10153542,296SH DFND4842,29600
ADVANCED EMISSIONS SOLUTIONSCOM00770C101191,475SH DFND491,47500
ADVANCED ENERGY INDUSTRIESCOM00797310014,084250,291SH DFND15231,771018,520
ADVANCED ENERGY INDUSTRIESCOM0079731007,700136,845SH DFND22136,84500
ADVANCED ENERGY INDUSTRIESCOM00797310014240SH DFND424000
ADVANCED ENERGY INDUSTRIESCOM0079731005,902104,893SH DFND48104,89300
ADVANCED ENERGY INDUSTRIESCOM00797310075613,441SH DFND4913,44100
ADVANCED MICRO DEVICESCOM007903107105,2453,465,411SH DFND152,081,54601,383,865
ADVANCED MICRO DEVICESCOM0079031072,74090,219SH DFND22,1590,21900
ADVANCED MICRO DEVICESCOM00790310748,9961,613,317SH DFND221,613,31700
ADVANCED MICRO DEVICESCOM0079031072,91996,115SH DFND495,7253900
ADVANCED MICRO DEVICESCOM0079031071655,430SH OTR42,1803,2500
ADVANCED MICRO DEVICESCOM00790310794,0923,098,193SH DFND482,803,4300294,763
ADVANCED MICRO DEVICESCOM0079031073,626119,410SH OTR4961,18555,5852,640
ADVANCED MICRO DEVICESCOM00790310798,3253,237,570SH DFND493,201,2601,60034,710
ADVANCED MICRO DEVICESCOM00790310735811,783SH DFND5911,770013
ADVANCED MICRO DEVICESNOTE007903BD82,925750,000SH DFND15750,00000
ADVANSIX INCCOM00773T1014,343177,782SH DFND15147,133030,649
ADVANSIX INCCOM00773T1012,516102,988SH DFND22102,98800
ADVANSIX INCCOM00773T1018345SH DFND434500
ADVANSIX INCCOM00773T1011,84575,526SH DFND4875,52600
ADVANSIX INCCOM00773T1011054,286SH DFND494,28600
ADVANSIX INCCOM00773T10112500SH OTR49442580
ADVANSIX INCCOM00773T101280SH DFND598000
ADVERUM BIOTECHNOLOGIES INCCOM00773U10845137,900SH DFND1516,174021,726
ADVERUM BIOTECHNOLOGIES INCCOM00773U10883270,006SH OTR22,6970,00600
ADVERUM BIOTECHNOLOGIES INCCOM00773U1081,810152,206SH DFND48152,20600
ADVERUM BIOTECHNOLOGIES INCCOM00773U108185SH DFND498500
AECOMCOM00766T10025,480673,176SH DFND15591,378081,798
AECOMCOM00766T10011,296298,435SH DFND22298,43500
AECOMCOM00766T10013335SH DFND433500
AECOMCOM00766T10023,177612,335SH DFND48567,008045,327
AECOMCOM00766T1001,51540,020SH DFND4939,988032
AECOMCOM00766T10065017,184SH OTR4915417,0300
AEGION CORPCOM00770F1042,919158,640SH DFND15122,678035,962
AEGION CORPCOM00770F1042,150116,821SH DFND22116,82100
AEGION CORPCOM00770F1041,59386,576SH DFND4886,57600
AEGION CORPCOM00770F1041387,505SH DFND497,50500
AEGLEA BIOTHERAPEUTICS INCCOM00773J10314020,493SH DFND152,851017,642
AEGLEA BIOTHERAPEUTICS INCCOM00773J10351475,020SH DFND4875,02000
AEGON N.V.-NY REG SHRNY R00792410317134,561SH DFND4934,56100
AEGON N.V.-NY REG SHRNY R00792410301SH DFND59100
AEHR TEST SYSTEMSCOM00760J1083118,700SH DFND4818,70000
AEMETIS INCCOM00770K2021113,000SH DFND1513,00000
AERCAP HOLDINGS NVSHSN009851066,189118,990SH DFND15111,29107,699
AERCAP HOLDINGS NVSHSN009851063226,188SH DFND226,18800
AERCAP HOLDINGS NVSHSN009851066,482124,627SH DFND48124,62700
AERCAP HOLDINGS NVSHSN009851061,01919,589SH OTR49016,0543,535
AERCAP HOLDINGS NVSHSN0098510681315,635SH DFND493,860011,775
AERCAP HOLDINGS NVSHSN009851062,69051,726SH DFND5951,6050121
AERIE PHARMACEUTICALS INCCOM00771V10815,831535,738SH DFND15464,147071,591
AERIE PHARMACEUTICALS INCCOM00771V1081,64055,497SH OTR15,11255,49700
AERIE PHARMACEUTICALS INCCOM00771V10820,381689,727SH DFND22689,72700
AERIE PHARMACEUTICALS INCCOM00771V10895932,453SH OTR22,8732,45300
AERIE PHARMACEUTICALS INCCOM00771V1087,390250,072SH DFND48250,07200
AERIE PHARMACEUTICALS INCCOM00771V1087234SH DFND4923400
AEROHIVE NETWORKS INCCOM0077861066013,615SH DFND156,63906,976
AEROHIVE NETWORKS INCCOM007786106449101,318SH DFND48101,31800
AEROJET ROCKETDYNE HLDGNOTE007800AB1448250,000SH DFND15250,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010515,303341,819SH DFND15,66341,81900
AEROJET ROCKETDYNE HOLDINGSCOM00780010526,187584,925SH DFND15462,8940122,031
AEROJET ROCKETDYNE HOLDINGSCOM00780010515,747351,721SH DFND22351,72100
AEROJET ROCKETDYNE HOLDINGSCOM00780010510,529235,174SH DFND48235,17400
AEROJET ROCKETDYNE HOLDINGSCOM0078001054139,215SH DFND499,21500
AEROVIRONMENT INCCOM0080731086,504114,571SH DFND15,66114,57100
AEROVIRONMENT INCCOM00807310810,075177,472SH DFND15141,721035,751
AEROVIRONMENT INCCOM0080731086,045106,485SH DFND22106,48500
AEROVIRONMENT INCCOM0080731083,61763,714SH DFND4863,71400
AEROVIRONMENT INCCOM0080731081302,295SH DFND492,29500
AES CORPCOM00130H10576,6934,575,951SH DFND153,908,1460667,805
AES CORPCOM00130H1051,07163,923SH DFND22,1563,92300
AES CORPCOM00130H10521,6001,288,795SH DFND221,288,79500
AES CORPCOM00130H105412,460SH DFND42,46000
AES CORPCOM00130H10563,3773,781,421SH DFND483,589,2340192,187
AES CORPCOM00130H1058485SH OTR49425600
AES CORPCOM00130H1051,817108,434SH DFND49108,43400
AES CORPCOM00130H1051,851110,433SH DFND59107,91802,515
AFFILIATED MANAGERS GROUPCOM00825210822,602245,299SH DFND15192,015053,284
AFFILIATED MANAGERS GROUPCOM0082521085195,630SH DFND22,155,63000
AFFILIATED MANAGERS GROUPCOM0082521081,54316,751SH DFND2216,75100
AFFILIATED MANAGERS GROUPCOM008252108559SH DFND45900
AFFILIATED MANAGERS GROUPCOM00825210816,381177,789SH DFND48162,142015,647
AFFILIATED MANAGERS GROUPCOM00825210896010,421SH DFND4910,395026
AFFILIATED MANAGERS GROUPCOM0082521084014,352SH OTR491554,1970
AFFILIATED MANAGERS GROUPCOM00825210818SH DFND59206
AFFIMED NVCOMN010451085519,150SH DFND159,66909,481
AFFIMED NVCOMN0104510827294,943SH DFND4894,94300
AFLAC INCCOM001055102154,8602,825,397SH DFND151,945,2290880,168
AFLAC INCCOM0010551028,289151,223SH DFND22151,22300
AFLAC INCCOM0010551024,10474,881SH DFND22,1574,88100
AFLAC INCCOM0010551021,53127,929SH OTR22,8027,92900
AFLAC INCCOM001055102551,000SH OTR401,0000
AFLAC INCCOM0010551022624,785SH DFND44,78500
AFLAC INCCOM001055102133,2122,430,429SH DFND482,213,0480217,381
AFLAC INCCOM0010551023,08856,339SH OTR4913,47040,4692,400
AFLAC INCCOM00105510219,620357,964SH DFND49355,87502,089
AFLAC INCCOM0010551021,95735,696SH DFND5934,8300866
AG MORTGAGE INVESTMENT TRUSTCOM00122810587955,294SH DFND1523,161032,133
AG MORTGAGE INVESTMENT TRUSTCOM0012281051,28480,783SH DFND4880,78300
AGCO CORPCOM00108410235,012451,362SH DFND15415,784035,578
AGCO CORPCOM00108410286811,185SH OTR22,6911,18500
AGCO CORPCOM00108410210,046129,514SH DFND22129,51400
AGCO CORPCOM00108410218235SH DFND423500
AGCO CORPCOM00108410219,868256,132SH DFND48237,364018,768
AGCO CORPCOM0010841021,67621,611SH DFND4921,4110200
AGENUS INCCOM00847G705455151,608SH DFND15104,743046,865
AGENUS INCCOM00847G705927308,963SH DFND48308,96300
AGENUS INCCOM00847G705010SH DFND 1000
AGEX THERAPEUTICS INCCOM00848H108205,449SH DFND152,07503,374
AGEX THERAPEUTICS INCCOM00848H10821057,264SH DFND4857,26400
AGILE THERAPEUTICS INCCOM00847L1001611,000SH DFND1511,00000
AGILE THERAPEUTICS INCCOM00847L1002919,829SH DFND4819,82900
AGILENT TECHNOLOGIES INCCOM00846U10176,3571,022,593SH DFND15700,0300322,563
AGILENT TECHNOLOGIES INCCOM00846U1012,40832,246SH DFND22,1532,24600
AGILENT TECHNOLOGIES INCCOM00846U10117,486234,182SH DFND22234,18200
AGILENT TECHNOLOGIES INCCOM00846U1011151,535SH OTR41,3352000
AGILENT TECHNOLOGIES INCCOM00846U1012433,250SH DFND43,25000
AGILENT TECHNOLOGIES INCCOM00846U10179,2171,060,898SH DFND48967,720093,178
AGILENT TECHNOLOGIES INCCOM00846U1011,73623,247SH OTR4914,3828,720145
AGILENT TECHNOLOGIES INCCOM00846U10123,718317,640SH DFND49314,341353,264
AGILENT TECHNOLOGIES INCCOM00846U10132432SH DFND5943200
AGILYSYS INCCOM00847J1051,78983,313SH DFND1572,118011,195
AGILYSYS INCCOM00847J1051,33161,984SH DFND2261,98400
AGILYSYS INCCOM00847J1051,38564,531SH DFND4864,53100
AGILYSYS INCCOM00847J105612,834SH DFND492,83400
AGIOS PHARMACEUTICALS INCCOM00847X1044,52790,759SH DFND1563,640027,119
AGIOS PHARMACEUTICALS INCCOM00847X10484516,936SH DFND2216,93600
AGIOS PHARMACEUTICALS INCCOM00847X1044,71494,512SH DFND4879,884014,628
AGIOS PHARMACEUTICALS INCCOM00847X1041823,645SH DFND493,64500
AGIOS PHARMACEUTICALS INCCOM00847X10415292SH OTR493723619
AGNC INVESTMENT CORPCOM00123Q10419,9701,187,303SH DFND15876,0360311,267
AGNC INVESTMENT CORPCOM00123Q1041,62196,390SH DFND2296,39000
AGNC INVESTMENT CORPCOM00123Q1043150SH DFND415000
AGNC INVESTMENT CORPCOM00123Q10416,483979,972SH DFND48823,5680156,404
AGNC INVESTMENT CORPCOM00123Q10440323,959SH DFND4923,95900
AGNC INVESTMENT CORPCOM00123Q10484150,000SH OTR4950,00000
AGNC INVESTMENT CORPCOM00123Q1041247,373SH DFND597,2480125
AGNICO EAGLE MINES LTDCOM0084741087,279142,063SH DFND15130,938011,125
AGNICO EAGLE MINES LTDCOM0084741086,452125,926SH DFND48125,92600
AGNICO EAGLE MINES LTDCOM0084741081232,393SH DFND492,39300
AGNICO EAGLE MINES LTDCOM00847410852810,300SH OTR4910,30000
AGNICO EAGLE MINES LTDCOM0084741081172,276SH DFND592,187089
AGREE REALTY CORPCOM00849210025,671400,794SH DFND15318,719082,075
AGREE REALTY CORPCOM00849210012,657197,615SH DFND15,66197,61500
AGREE REALTY CORPCOM00849210012,073188,498SH DFND22188,49800
AGREE REALTY CORPCOM0084921006,840106,799SH DFND48106,79900
AGREE REALTY CORPCOM0084921001,06016,554SH DFND4916,55400
AGROFRESH SOLUTIONS INCCOM00856G1093623,886SH DFND4823,88600
AIMMUNE THERAPEUTICS INCCOM00900T1072,883138,484SH DFND15120,014018,470
AIMMUNE THERAPEUTICS INCCOM00900T1071,30662,745SH DFND2262,74500
AIMMUNE THERAPEUTICS INCCOM00900T10776836,911SH OTR22,8736,91100
AIMMUNE THERAPEUTICS INCCOM00900T1072,463118,299SH DFND48118,29900
AIMMUNE THERAPEUTICS INCCOM00900T10711528SH DFND4952800
AIR LEASE CORPCL A00912X30216,204391,957SH DFND15341,784050,173
AIR LEASE CORPCL A00912X30267216,245SH DFND2216,24500
AIR LEASE CORPCL A00912X3021,58138,247SH OTR22,8038,24700
AIR LEASE CORPCL A00912X302256SH DFND45600
AIR LEASE CORPCL A00912X3027,601183,864SH DFND48155,609028,255
AIR LEASE CORPCL A00912X3021052,551SH DFND492,55100
AIR LEASE CORPCL A00912X30272817,607SH OTR49017,6070
AIR LEASE CORPCL A00912X3021393,368SH DFND593,36800
AIR PRODUCTS & CHEMICALS INCCOM009158106359,8911,589,835SH DFND151,334,5840255,251
AIR PRODUCTS & CHEMICALS INCCOM00915810630,798136,050SH OTR22,70136,05000
AIR PRODUCTS & CHEMICALS INCCOM0091581065,05622,334SH DFND22,1522,33400
AIR PRODUCTS & CHEMICALS INCCOM00915810625,002110,449SH DFND22110,44900
AIR PRODUCTS & CHEMICALS INCCOM0091581063,39715,006SH DFND414,943630
AIR PRODUCTS & CHEMICALS INCCOM0091581065342,357SH OTR41,3571,0000
AIR PRODUCTS & CHEMICALS INCCOM009158106157,662696,481SH DFND48631,899064,582
AIR PRODUCTS & CHEMICALS INCCOM00915810686,098380,340SH DFND49371,41408,926
AIR PRODUCTS & CHEMICALS INCCOM00915810619,21284,870SH OTR4937,92744,8722,071
AIR PRODUCTS & CHEMICALS INCCOM0091581065662,500SH DFND512,50000
AIR PRODUCTS & CHEMICALS INCCOM00915810610,04044,353SH DFND5942,24002,113
AIR T FUNDING W E00919P112110,441SH DFND4810,44100
AIR TRANSPORT SERVICES GNOTE00922RAB1753750,000SH DFND15750,00000
AIR TRANSPORT SERVICES GNOTE00922RAB155,000SH DFND495,00000
AIR TRANSPORT SERVICES GROUPCOM00922R1053,495143,244SH DFND15116,859026,385
AIR TRANSPORT SERVICES GROUPCOM00922R1053,774154,676SH DFND48154,67600
AIRCASTLE LTDCOMG0129K1042,473116,311SH DFND1558,658057,653
AIRCASTLE LTDCOMG0129K1043,320156,181SH DFND48156,18100
AIRCASTLE LTDCOMG0129K104231,060SH DFND491,06000
AIRGAIN INCCOM00938A104433,062SH DFND151,60501,457
AIRGAIN INCCOM00938A10431722,411SH DFND4822,41100
AIRGAIN INCCOM00938A104715,000SH DFND495,00000
AK STEEL HOLDING CORPCOM0015471084,4681,885,050SH DFND151,630,0010255,049
AK STEEL HOLDING CORPCOM0015471082,6841,132,465SH DFND221,132,46500
AK STEEL HOLDING CORPCOM0015471082,293967,476SH DFND48967,47600
AK STEEL HOLDING CORPCOM00154710872,942SH DFND492,8020140
AKAMAI TECHNOLOGIES INCCOM00971T10138,792484,053SH DFND15317,0340167,019
AKAMAI TECHNOLOGIES INCCOM00971T1011,33916,704SH DFND22,1516,70400
AKAMAI TECHNOLOGIES INCCOM00971T1013,93449,092SH DFND2249,09200
AKAMAI TECHNOLOGIES INCCOM00971T10154673SH DFND467300
AKAMAI TECHNOLOGIES INCCOM00971T10142,036524,528SH DFND48476,543047,985
AKAMAI TECHNOLOGIES INCCOM00971T1012,97637,135SH OTR4927,11010,0250
AKAMAI TECHNOLOGIES INCCOM00971T1012,91736,393SH DFND4936,373020
AKAMAI TECHNOLOGIES INCCOM00971T1013,28540,993SH DFND5940,3930600
AKAMAI TECHNOLOGIES INCNOTE00971TAJ01,0711,000,000SH DFND151,000,00000
AKCEA THERAPEUTICS INCCOM00972L10749220,999SH DFND1518,70802,291
AKCEA THERAPEUTICS INCCOM00972L10786336,804SH DFND4836,80400
AKEBIA THERAPEUTICS INCCOM00972D105995205,645SH DFND1598,2760107,369
AKEBIA THERAPEUTICS INCCOM00972D10540283,153SH OTR22,8783,15300
AKEBIA THERAPEUTICS INCCOM00972D1051,346278,089SH DFND48278,08900
AKEBIA THERAPEUTICS INCCOM00972D105503103,987SH DFND49103,98700
AKEBIA THERAPEUTICS INCCOM00972D105102,000SH OTR49002,000
AKORN INCCOM0097281062,595503,815SH DFND15415,497088,318
AKORN INCCOM0097281061,693328,768SH DFND22328,76800
AKORN INCCOM0097281061,416275,025SH DFND48275,02500
AKORN INCCOM009728106316,047SH DFND496,04700
AKORN INCCOM0097281061256SH DFND59201055
AKOUSTIS TECHNOLOGIES INCCOM00973N102528,087SH DFND154,13403,953
AKOUSTIS TECHNOLOGIES INCCOM00973N10250679,059SH DFND4879,05900
ALAMO GROUP INCCOM0113111076,55465,587SH DFND1559,92105,666
ALAMO GROUP INCCOM0113111073,42234,246SH DFND2234,24600
ALAMO GROUP INCCOM0113111071,36313,640SH OTR22,8313,64000
ALAMO GROUP INCCOM0113111072,66526,665SH DFND4826,66500
ALAMO GROUP INCCOM01131110757570SH DFND4957000
ALAMOS GOLD INC-CLASS ACOM0115321087,2651,200,881SH DFND151,200,88100
ALAMOS GOLD INC-CLASS ACOM0115321083,754620,453SH OTR15,112620,45300
ALAMOS GOLD INC-CLASS ACOM01153210823,9973,966,371SH DFND223,966,37100
ALAMOS GOLD INC-CLASS ACOM0115321083,904645,260SH DFND48645,26000
ALAMOS GOLD INC-CLASS ACOM011532108013SH DFND 1300
ALARM.COM HOLDINGS INCCOM0116421058,904166,426SH DFND15150,264016,162
ALARM.COM HOLDINGS INCCOM0116421052,15740,313SH OTR22,7140,31300
ALARM.COM HOLDINGS INCCOM0116421056,754126,246SH DFND22126,24600
ALARM.COM HOLDINGS INCCOM0116421055,25098,123SH DFND4898,12300
ALARM.COM HOLDINGS INCCOM011642105601,115SH DFND491,11500
ALARM.COM HOLDINGS INCCOM0116421053636,779SH DFND596,3890390
ALASKA AIR GROUP INCCOM01165910932,430507,439SH DFND15390,1820117,257
ALASKA AIR GROUP INCCOM01165910979312,408SH DFND22,1512,40800
ALASKA AIR GROUP INCCOM0116591091,57724,673SH DFND2224,67300
ALASKA AIR GROUP INCCOM01165910910159SH DFND415900
ALASKA AIR GROUP INCCOM01165910926,166409,419SH DFND48374,132035,287
ALASKA AIR GROUP INCCOM01165910976812,022SH DFND4912,02200
ALASKA AIR GROUP INCCOM01165910960935SH DFND5993500
ALASKA COMM SYSTEMS GROUPCOM01167P10110360,031SH DFND4860,03100
ALBANY INTL CORP-CL ACL A01234810815,667188,960SH DFND15175,260013,700
ALBANY INTL CORP-CL ACL A0123481081,89822,890SH OTR22,10422,89000
ALBANY INTL CORP-CL ACL A0123481089,046109,104SH DFND22109,10400
ALBANY INTL CORP-CL ACL A01234810890310,888SH OTR22,8610,88800
ALBANY INTL CORP-CL ACL A0123481087,29587,982SH DFND4887,98200
ALBANY INTL CORP-CL ACL A0123481081,05112,674SH DFND4912,67400
ALBANY INTL CORP-CL ACL A0123481081481,781SH OTR4901,156625
ALBANY INTL CORP-CL ACL A0123481081,40416,934SH DFND5916,93400
ALBEMARLE CORPCOM01265310128,875410,095SH DFND15303,1380106,957
ALBEMARLE CORPCOM01265310175110,672SH DFND22,1510,67200
ALBEMARLE CORPCOM0126531012,86140,640SH DFND2240,64000
ALBEMARLE CORPCOM01265310136509SH DFND3850900
ALBEMARLE CORPCOM012653101573SH DFND47300
ALBEMARLE CORPCOM01265310195,7101,359,330SH DFND401,328,471030,859
ALBEMARLE CORPCOM0126531016338,996SH DFND428,99600
ALBEMARLE CORPCOM01265310125,359360,160SH DFND48329,094031,066
ALBEMARLE CORPCOM0126531015007,097SH OTR48,387,09700
ALBEMARLE CORPCOM0126531011,75224,889SH DFND4924,868021
ALBEMARLE CORPCOM01265310171410,135SH OTR49851510,035
ALBEMARLE CORPCOM01265310117245SH DFND5924104
ALBIREO PHARMA INCCOM01345P1061454,501SH DFND152,84801,653
ALBIREO PHARMA INCCOM01345P10689027,591SH DFND4827,59100
ALCENTRA CAPITAL CORPCOM01374T102915109,214SH DFND49109,21400
ALCENTRA CAPITAL CORPCOM01374T1024,750566,816SH OTR 0566,8160
ALCOA CORPCOM0138721066,102260,655SH DFND15166,319094,336
ALCOA CORPCOM0138721068333SH OTR433300
ALCOA CORPCOM013872106321,350SH DFND41,35000
ALCOA CORPCOM0138721067,845335,132SH DFND48281,258053,874
ALCOA CORPCOM0138721061,02643,844SH DFND4943,84400
ALCOA CORPCOM01387210653222,742SH OTR495,85615,7321,154
ALCON INCORDH0130112826,824433,864SH DFND15406,370027,494
ALCON INCORDH0130112815,628252,780SH DFND22,51252,78000
ALCON INCORDH0130112823,668382,817SH DFND22,38382,81700
ALCON INCORDH013011282,64142,718SH DFND2242,71800
ALCON INCORDH013011282,14534,687SH DFND3834,68700
ALCON INCORDH0130112812194SH OTR4141800
ALCON INCORDH013011281091,768SH DFND41,76800
ALCON INCORDH01301128217,1223,511,854SH DFND403,348,8420163,012
ALCON INCORDH013011282,10234,006SH DFND4234,00600
ALCON INCORDH013011286,394103,417SH OTR48,38103,41700
ALCON INCORDH0130112825,556413,360SH DFND48413,36000
ALCON INCORDH013011282,60342,095SH OTR48,5142,09500
ALCON INCORDH013011281,27820,666SH OTR495,4384,02811,200
ALCON INCORDH013011282,79445,191SH DFND4944,7530438
ALCON INCORDH0130112821,998355,803SH OTR51,94347,34308,460
ALCON INCORDH01301128119,0701,925,909SH DFND511,120,9880804,921
ALCON INCORDH013011282313,739SH OTR51003,739
ALCON INCORDH0130112899616,116SH DFND5915,9790137
ALDER BIOPHARMACEUTICALSNOTE014339AA3704750,000SH DFND15750,00000
ALDER BIOPHARMACEUTICALS INCCOM0143391051,14297,040SH DFND1568,994028,046
ALDER BIOPHARMACEUTICALS INCCOM0143391052,245190,761SH DFND48190,76100
ALDER BIOPHARMACEUTICALS INCCOM0143391058659SH DFND4965900
ALDEYRA THERAPEUTICS INCCOM01438T106386,323SH DFND152,73403,589
ALDEYRA THERAPEUTICS INCCOM01438T10641469,005SH DFND4869,00500
ALDEYRA THERAPEUTICS INCCOM01438T106025SH DFND492500
ALECTOR INCCOM0144421071085,675SH DFND154,10701,568
ALECTOR INCCOM01444210750326,481SH DFND4826,48100
ALERIAN MLP ETFALER00162Q8661,675170,079SH DFND49170,07900
ALERIAN MLP ETFALER00162Q866919,241SH DFND598,7090532
ALEXANDER & BALDWIN INCCOM0144911047,426321,476SH DFND15247,985073,491
ALEXANDER & BALDWIN INCCOM0144911042,610113,003SH DFND22113,00300
ALEXANDER & BALDWIN INCCOM0144911042068,920SH OTR48,578,92000
ALEXANDER & BALDWIN INCCOM0144911047,362318,697SH DFND48318,69700
ALEXANDER & BALDWIN INCCOM0144911041295,591SH OTR495,59100
ALEXANDER & BALDWIN INCCOM0144911041215,250SH DFND495,25000
ALEXANDER'S INCCOM0147521096,52317,615SH DFND1516,54801,067
ALEXANDER'S INCCOM0147521092,6817,241SH DFND487,24100
ALEXANDRIA REAL ESTATE EQUITCOM01527110967,725480,011SH DFND15278,3020201,709
ALEXANDRIA REAL ESTATE EQUITCOM0152711099,84769,789SH OTR22,5769,78900
ALEXANDRIA REAL ESTATE EQUITCOM01527110919,951141,403SH DFND22141,40300
ALEXANDRIA REAL ESTATE EQUITCOM0152711091,60711,389SH DFND22,1511,38900
ALEXANDRIA REAL ESTATE EQUITCOM01527110936252SH DFND425200
ALEXANDRIA REAL ESTATE EQUITCOM0152711097,66154,296SH OTR48,5754,29600
ALEXANDRIA REAL ESTATE EQUITCOM01527110954,835388,655SH DFND48356,074032,581
ALEXANDRIA REAL ESTATE EQUITCOM0152711091,45710,328SH DFND4910,32800
ALEXANDRIA REAL ESTATE EQUITCOM015271109644SH OTR4911330
ALEXANDRIA REAL ESTATE EQUITCOM01527110987620SH DFND5962000
ALEXION PHARMACEUTICALS INCCOM015351109104,545798,175SH DFND15544,2740253,901
ALEXION PHARMACEUTICALS INCCOM0153511092,98922,818SH DFND22,1522,81800
ALEXION PHARMACEUTICALS INCCOM0153511095,88744,948SH DFND2244,94800
ALEXION PHARMACEUTICALS INCCOM01535110977591SH DFND459100
ALEXION PHARMACEUTICALS INCCOM01535110992,679707,582SH DFND48643,871063,711
ALEXION PHARMACEUTICALS INCCOM01535110985649SH OTR495251240
ALEXION PHARMACEUTICALS INCCOM0153511094,69935,875SH DFND4935,7320143
ALEXION PHARMACEUTICALS INCCOM0153511091,74413,314SH DFND5913,31400
ALIBABA GROUP HOLDING-SP ADRSPON01609W102154,184909,910SH DFND15849,925059,985
ALIBABA GROUP HOLDING-SP ADRSPON01609W10290,547534,356SH DFND22534,35600
ALIBABA GROUP HOLDING-SP ADRSPON01609W1025,94735,098SH DFND22,1535,09800
ALIBABA GROUP HOLDING-SP ADRSPON01609W10225,197148,700SH DFND22,38148,70000
ALIBABA GROUP HOLDING-SP ADRSPON01609W10220,449120,676SH DFND38120,67600
ALIBABA GROUP HOLDING-SP ADRSPON01609W10272427SH OTR4274000
ALIBABA GROUP HOLDING-SP ADRSPON01609W1023672,163SH DFND42,16300
ALIBABA GROUP HOLDING-SP ADRSPON01609W10232,893194,119SH DFND40149,936044,183
ALIBABA GROUP HOLDING-SP ADRSPON01609W1025,58232,939SH DFND4232,93900
ALIBABA GROUP HOLDING-SP ADRSPON01609W102193,1481,139,851SH DFND481,139,85100
ALIBABA GROUP HOLDING-SP ADRSPON01609W10216,38696,703SH OTR48,3896,70300
ALIBABA GROUP HOLDING-SP ADRSPON01609W10233,777199,333SH DFND49199,2230110
ALIBABA GROUP HOLDING-SP ADRSPON01609W1021,3998,254SH OTR494617,233560
ALIBABA GROUP HOLDING-SP ADRSPON01609W1022,65315,658SH DFND5915,611047
ALIBABA GROUP HOLDING-SP ADRSPON01609W1022541,500SHCallDFND49000
ALICO INCCOM01623010447715,731SH DFND1513,02902,702
ALICO INCCOM01623010436011,881SH DFND4811,88100
ALIGN TECHNOLOGY INCCOM016255101121,559444,132SH DFND15362,199081,933
ALIGN TECHNOLOGY INCCOM0162551017,50827,431SH OTR22,7127,43100
ALIGN TECHNOLOGY INCCOM0162551012,0007,306SH DFND22,157,30600
ALIGN TECHNOLOGY INCCOM01625510154,679199,776SH DFND22199,77600
ALIGN TECHNOLOGY INCCOM01625510193340SH OTR41172230
ALIGN TECHNOLOGY INCCOM0162551011,6065,869SH DFND45,859100
ALIGN TECHNOLOGY INCCOM0162551016,75324,674SH DFND4024,67400
ALIGN TECHNOLOGY INCCOM01625510167,731247,466SH DFND48223,847023,619
ALIGN TECHNOLOGY INCCOM01625510155,044201,112SH DFND49198,376462,690
ALIGN TECHNOLOGY INCCOM0162551012,78810,186SH OTR495,6704,323193
ALIGN TECHNOLOGY INCCOM016255101106388SH DFND59369019
ALIMERA SCIENCES INCCOM0162591032325,594SH DFND4825,59400
ALKERMES PLCSHSG017671056,963308,896SH DFND15223,440085,456
ALKERMES PLCSHSG0176710538116,925SH DFND2216,92500
ALKERMES PLCSHSG017671056,448286,049SH DFND48240,761045,288
ALKERMES PLCSHSG017671051948,585SH DFND498,58500
ALKERMES PLCSHSG0176710520900SH OTR4990000
ALLAKOS INCCOM01671P10095322,001SH DFND1515,07206,929
ALLAKOS INCCOM01671P1001,63337,677SH DFND4837,67700
ALLEGHANY CORPCOM01717510050,18473,679SH DFND1565,70907,970
ALLEGHANY CORPCOM01717510010,05814,767SH OTR22,8014,76700
ALLEGHANY CORPCOM01717510016,61724,397SH DFND2224,39700
ALLEGHANY CORPCOM0171751002536SH DFND43600
ALLEGHANY CORPCOM01717510038,40256,381SH DFND4852,24604,135
ALLEGHANY CORPCOM01717510032,49347,706SH DFND4947,70402
ALLEGHANY CORPCOM01717510011SH DFND59100
ALLEGHENY TECHNOLOGIESNOTE01741RAG7375200,000SH DFND15200,00000
ALLEGHENY TECHNOLOGIES INCCOM01741R10216,371649,647SH DFND15519,2780130,369
ALLEGHENY TECHNOLOGIES INCCOM01741R1022,627104,230SH DFND22,15104,23000
ALLEGHENY TECHNOLOGIES INCCOM01741R10213,656541,909SH DFND22541,90900
ALLEGHENY TECHNOLOGIES INCCOM01741R10210400SH OTR404000
ALLEGHENY TECHNOLOGIES INCCOM01741R1028330SH DFND433000
ALLEGHENY TECHNOLOGIES INCCOM01741R10215,198603,091SH DFND48603,09100
ALLEGHENY TECHNOLOGIES INCCOM01741R102712,800SH OTR492,80000
ALLEGHENY TECHNOLOGIES INCCOM01741R1024,836191,885SH DFND49190,16801,717
ALLEGHENY TECHNOLOGIES INCCOM01741R10272128,622SH DFND5928,62200
ALLEGIANCE BANCSHARES INCCOM01748H1071,31039,300SH DFND1520,275019,025
ALLEGIANCE BANCSHARES INCCOM01748H1071,43943,148SH DFND4843,14800
ALLEGIANT TRAVEL COCOM01748X10218,886131,609SH DFND15125,04206,567
ALLEGIANT TRAVEL COCOM01748X1021,98413,826SH OTR22,7113,82600
ALLEGIANT TRAVEL COCOM01748X1026,66346,429SH DFND2246,42900
ALLEGIANT TRAVEL COCOM01748X1025,10635,584SH DFND4835,58400
ALLEGIANT TRAVEL COCOM01748X1024032,810SH DFND492,81000
ALLEGION PLCORDG0176J10927,107245,202SH DFND15142,4340102,768
ALLEGION PLCORDG0176J1091,0189,212SH DFND22,159,21200
ALLEGION PLCORDG0176J10924,218219,069SH DFND22219,06900
ALLEGION PLCORDG0176J1091271,145SH DFND41,14500
ALLEGION PLCORDG0176J10936,155327,044SH DFND48299,229027,815
ALLEGION PLCORDG0176J1095895,328SH OTR493,4341,86628
ALLEGION PLCORDG0176J1092,47022,347SH DFND4922,2470100
ALLEGION PLCORDG0176J1099798,859SH DFND598,837022
ALLENA PHARMACEUTICALS INCCOM0181191079623,674SH DFND4823,67400
ALLENA PHARMACEUTICALS INCCOM018119107045SH DFND494500
ALLERGAN PLCSHSG0177J108207,0701,236,758SH DFND15857,0300379,728
ALLERGAN PLCSHSG0177J1085,28031,536SH DFND22,1531,53600
ALLERGAN PLCSHSG0177J10814,58887,131SH DFND2287,13100
ALLERGAN PLCSHSG0177J1082,13712,763SH DFND412,76300
ALLERGAN PLCSHSG0177J1081811,083SH OTR46424410
ALLERGAN PLCSHSG0177J108165,869990,677SH DFND48893,757096,920
ALLERGAN PLCSHSG0177J1084,52527,025SH OTR4918,3007,5491,176
ALLERGAN PLCSHSG0177J10871,208425,297SH DFND49411,4777613,744
ALLERGAN PLCSHSG0177J1086,31737,727SH DFND5937,692035
ALLETE INCCOM01852230030,611367,873SH DFND15313,520054,353
ALLETE INCCOM0185223007,30487,776SH DFND2287,77600
ALLETE INCCOM0185223003,93847,330SH OTR22,9647,33000
ALLETE INCCOM01852230017200SH DFND420000
ALLETE INCCOM01852230021,025252,678SH DFND48252,67800
ALLETE INCCOM01852230042500SH OTR4905000
ALLETE INCCOM0185223001,77721,353SH DFND4921,35300
ALLIANCE DATA SYSTEMS CORPCOM01858110863,806455,336SH DFND15407,368047,968
ALLIANCE DATA SYSTEMS CORPCOM0185811081,55711,110SH OTR22,8011,11000
ALLIANCE DATA SYSTEMS CORPCOM0185811086924,940SH DFND22,154,94000
ALLIANCE DATA SYSTEMS CORPCOM0185811082,47617,670SH DFND2217,67000
ALLIANCE DATA SYSTEMS CORPCOM01858110850358SH DFND435800
ALLIANCE DATA SYSTEMS CORPCOM018581108130928SH OTR4850780
ALLIANCE DATA SYSTEMS CORPCOM01858110820,796148,405SH DFND48134,481013,924
ALLIANCE DATA SYSTEMS CORPCOM0185811086794,847SH OTR499923,8505
ALLIANCE DATA SYSTEMS CORPCOM0185811085,21537,213SH DFND4937,21300
ALLIANCE DATA SYSTEMS CORPCOM0185811081611,151SH DFND591,0490102
ALLIANCEBERNSTEIN HOLDING LPUNIT01881G1061765,928SH DFND495,92800
ALLIANCEBERNSTEIN HOLDING LPUNIT01881G1061163,900SH OTR491,5002,4000
ALLIANT ENERGY CORPCOM01880210863,5311,294,431SH DFND151,058,5000235,931
ALLIANT ENERGY CORPCOM0188021081,51230,799SH OTR22,8030,79900
ALLIANT ENERGY CORPCOM0188021082,34347,742SH DFND2247,74200
ALLIANT ENERGY CORPCOM0188021081,12722,963SH DFND22,1522,96300
ALLIANT ENERGY CORPCOM01880210828577SH DFND457700
ALLIANT ENERGY CORPCOM01880210851,6081,051,516SH DFND48982,492069,024
ALLIANT ENERGY CORPCOM0188021082815,718SH OTR492,3793,3390
ALLIANT ENERGY CORPCOM0188021084,56993,088SH DFND4993,08800
ALLIED MOTION TECHNOLOGIESCOM0193301091,68544,466SH DFND1543,15001,316
ALLIED MOTION TECHNOLOGIESCOM0193301091,33535,218SH OTR22,8335,21800
ALLIED MOTION TECHNOLOGIESCOM01933010997925,844SH DFND2225,84400
ALLIED MOTION TECHNOLOGIESCOM01933010987423,066SH DFND4823,06600
ALLISON TRANSMISSION HOLDINGCOM01973R10125,707554,624SH DFND15493,568061,056
ALLISON TRANSMISSION HOLDINGCOM01973R1017,615164,295SH DFND22164,29500
ALLISON TRANSMISSION HOLDINGCOM01973R1012,26648,890SH DFND22,1548,89000
ALLISON TRANSMISSION HOLDINGCOM01973R10113,223285,289SH DFND48250,200035,089
ALLISON TRANSMISSION HOLDINGCOM01973R10143924SH OTR498200104
ALLISON TRANSMISSION HOLDINGCOM01973R1012,40451,856SH DFND4951,3160540
ALLISON TRANSMISSION HOLDINGCOM01973R1014599,910SH DFND599,91000
ALLOGENE THERAPEUTICS INCCOM0197701061,21445,216SH DFND1529,198016,018
ALLOGENE THERAPEUTICS INCCOM0197701062,37988,594SH DFND4888,59400
ALLSCRIPTS HEALTHCARE SONOTE01988PAD0801800,000SH DFND15800,00000
ALLSCRIPTS HEALTHCARE SONOTE01988PAD077,000SH DFND497,00000
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1089,829845,100SH DFND15669,3300175,770
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1083,272281,299SH DFND22281,29900
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1081,927165,660SH OTR22,77165,66000
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1081,318113,290SH OTR22,83113,29000
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1089,389807,297SH DFND48807,29700
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10831827,349SH DFND4927,34900
ALLSTATE CORPCOM020002101130,9461,287,694SH DFND15897,6790390,015
ALLSTATE CORPCOM0200021018,36282,234SH DFND2282,23400
ALLSTATE CORPCOM0200021013,39633,394SH DFND22,1533,39400
ALLSTATE CORPCOM0200021015,82257,257SH OTR22,8057,25700
ALLSTATE CORPCOM0200021011041,019SH DFND41,01900
ALLSTATE CORPCOM0200021011081,058SH OTR41,05800
ALLSTATE CORPCOM020002101109,5971,077,752SH DFND48980,923096,829
ALLSTATE CORPCOM0200021013,81737,539SH OTR4928,2488,1161,175
ALLSTATE CORPCOM02000210119,671193,444SH DFND49190,07303,371
ALLSTATE CORPCOM0200021015,64955,555SH DFND5954,7670788
ALLY FINANCIAL INCCOM02005N10060,7791,961,254SH DFND151,403,7480557,506
ALLY FINANCIAL INCCOM02005N10015,101487,272SH DFND22487,27200
ALLY FINANCIAL INCCOM02005N10015500SH OTR450000
ALLY FINANCIAL INCCOM02005N10032810,580SH DFND410,58000
ALLY FINANCIAL INCCOM02005N10026,709861,870SH DFND48739,6440122,226
ALLY FINANCIAL INCCOM02005N1001013,250SH OTR493,1101400
ALLY FINANCIAL INCCOM02005N1006,274202,465SH DFND49200,39402,071
ALLY FINANCIAL INCCOM02005N10068222,020SH DFND5922,02000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10714,146194,953SH DFND15138,341056,612
ALNYLAM PHARMACEUTICALS INCCOM02043Q10793312,857SH DFND2212,85700
ALNYLAM PHARMACEUTICALS INCCOM02043Q107340SH DFND44000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10713,312183,461SH DFND48155,552027,909
ALNYLAM PHARMACEUTICALS INCCOM02043Q1076809,367SH DFND499,36700
ALNYLAM PHARMACEUTICALS INCCOM02043Q107115SH OTR490015
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10435838,296SH DFND1515,345022,951
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10447350,676SH DFND4850,67600
ALPHABET INC-CL ACAP02079K3051,052,330971,860SH DFND15613,6620358,198
ALPHABET INC-CL ACAP02079K30532,84330,332SH DFND22,1530,33200
ALPHABET INC-CL ACAP02079K305143,824132,826SH DFND22132,82600
ALPHABET INC-CL ACAP02079K30558,59554,114SH DFND3854,11400
ALPHABET INC-CL ACAP02079K3051,9071,761SH OTR44771,2840
ALPHABET INC-CL ACAP02079K3059,3248,611SH DFND48,601100
ALPHABET INC-CL ACAP02079K305365,722337,756SH DFND40298,764038,992
ALPHABET INC-CL ACAP02079K3055,2334,833SH DFND424,83300
ALPHABET INC-CL ACAP02079K3051,063,545982,217SH DFND48892,652089,565
ALPHABET INC-CL ACAP02079K3053,2292,982SH OTR48,512,98200
ALPHABET INC-CL ACAP02079K3053,7953,505SH OTR48,383,50500
ALPHABET INC-CL ACAP02079K305420,637388,472SH DFND49383,514754,883
ALPHABET INC-CL ACAP02079K30569,82964,489SH OTR4913,90223,27027,317
ALPHABET INC-CL ACAP02079K30543,01139,722SH DFND5125,272014,450
ALPHABET INC-CL ACAP02079K30515,42114,242SH OTR51,9414,24200
ALPHABET INC-CL ACAP02079K3057,4976,924SH DFND596,92004
ALPHABET INC-CL ACAP02079K305217200SHCallDFND49000
ALPHABET INC-CL CCAP02079K1071,105,0581,022,340SH DFND15667,1450355,195
ALPHABET INC-CL CCAP02079K107102,14094,494SH OTR22,7094,49400
ALPHABET INC-CL CCAP02079K10740,53737,503SH DFND22,5137,50300
ALPHABET INC-CL CCAP02079K107264,518244,718SH DFND22244,71800
ALPHABET INC-CL CCAP02079K10733,55731,045SH DFND22,1531,04500
ALPHABET INC-CL CCAP02079K1078579SH DFND387900
ALPHABET INC-CL CCAP02079K1074,0973,790SH DFND43,761290
ALPHABET INC-CL CCAP02079K1072,1261,967SH OTR45651,4020
ALPHABET INC-CL CCAP02079K107591547SH DFND4054700
ALPHABET INC-CL CCAP02079K10716,78015,524SH OTR48,5115,52400
ALPHABET INC-CL CCAP02079K1071,083,6581,002,542SH DFND48911,373091,169
ALPHABET INC-CL CCAP02079K10725,51723,607SH OTR4911,03211,3671,208
ALPHABET INC-CL CCAP02079K107192,959178,515SH DFND49173,288155,212
ALPHABET INC-CL CCAP02079K107701,559649,045SH DFND51533,1310115,914
ALPHABET INC-CL CCAP02079K107120,917111,866SH OTR51,94111,86600
ALPHABET INC-CL CCAP02079K1076,4125,932SH DFND595,922010
ALPHATEC HOLDINGS INCCOM02081G201459,844SH DFND155,14504,699
ALPHATEC HOLDINGS INCCOM02081G20133674,089SH DFND4874,08900
ALPHATEC HOLDINGS INCCOM02081G201163,500SH DFND493,50000
ALTABA INCCOM0213461016158,868SH DFND48,86800
ALTABA INCCOM0213461017,283104,994SH DFND4996,29408,700
ALTABA INCCOM0213461015978,605SH OTR496,6251,9800
ALTABA INCCOM0213461011,05815,250SH DFND5915,25000
ALTAIR ENGINEERING INC - ACOM0213691031,71242,383SH DFND1526,035016,348
ALTAIR ENGINEERING INC - ACOM0213691033759,284SH OTR22,1149,28400
ALTAIR ENGINEERING INC - ACOM0213691033,64590,239SH DFND4890,23900
ALTAIR ENGINEERING INC - ACOM0213691039212SH DFND5921200
ALTERYX INCNOTE02156BAB9499200,000SH DFND15200,00000
ALTERYX INC - CLASS ACOM02156B1036,45359,138SH DFND1538,366020,772
ALTERYX INC - CLASS ACOM02156B1037196,591SH OTR22,696,59100
ALTERYX INC - CLASS ACOM02156B1036345,812SH OTR22,785,81200
ALTERYX INC - CLASS ACOM02156B1038,62979,079SH DFND4868,847010,232
ALTERYX INC - CLASS ACOM02156B1031831,680SH DFND491,68000
ALTICE USA INC- ACL A02156K10310,633436,689SH DFND15287,4140149,275
ALTICE USA INC- ACL A02156K1032,35496,688SH OTR22,8096,68800
ALTICE USA INC- ACL A02156K1038,273339,767SH DFND48265,722074,045
ALTICE USA INC- ACL A02156K1037274SH OTR49241033
ALTICE USA INC- ACL A02156K1032018,245SH DFND598,24500
ALTIMMUNE INCCOM02155H2007933,239SH DFND4833,23900
ALTISOURCE PORTFOLIO SOLREGL0175J10430115,296SH DFND155,109010,187
ALTISOURCE PORTFOLIO SOLREGL0175J10448724,774SH DFND4824,77400
ALTISOURCE PORTFOLIO SOLREGL0175J104241,220SH DFND491,22000
ALTRA INDUSTRIAL MOTION CORPCOM02208R10613,826385,330SH DFND15321,692063,638
ALTRA INDUSTRIAL MOTION CORPCOM02208R1065,698158,817SH DFND48158,81700
ALTRA INDUSTRIAL MOTION CORPCOM02208R10621592SH DFND4959200
ALTRA INDUSTRIAL MOTION CORPCOM02208R1061,22934,256SH DFND5934,241015
ALTRIA GROUP INCCOM02209S103431,2099,106,838SH DFND157,598,77701,508,061
ALTRIA GROUP INCCOM02209S1039,015190,388SH DFND22,15190,38800
ALTRIA GROUP INCCOM02209S10343,933927,838SH DFND22927,83800
ALTRIA GROUP INCCOM02209S10346,729986,885SH OTR22,70986,88500
ALTRIA GROUP INCCOM02209S10353511,307SH DFND3811,30700
ALTRIA GROUP INCCOM02209S103781,650SH OTR46001,0500
ALTRIA GROUP INCCOM02209S10389818,956SH DFND418,95600
ALTRIA GROUP INCCOM02209S103116,6852,464,305SH DFND402,091,0360373,269
ALTRIA GROUP INCCOM02209S1032,16245,663SH DFND4245,66300
ALTRIA GROUP INCCOM02209S1031,65734,994SH OTR48,3834,99400
ALTRIA GROUP INCCOM02209S103291,8766,164,224SH DFND485,608,0550556,169
ALTRIA GROUP INCCOM02209S10340,121847,332SH DFND49841,80705,525
ALTRIA GROUP INCCOM02209S1036,167130,253SH OTR4982,30947,543401
ALTRIA GROUP INCCOM02209S1033888,200SH DFND518,20000
ALTRIA GROUP INCCOM02209S1034,999105,580SH DFND59103,15602,424
ALTUS MIDSTREAM CO -ACL A02215L1005915,780SH DFND157,84907,931
ALTUS MIDSTREAM CO -ACL A02215L100524140,775SH DFND48140,77500
AMAG PHARMACEUTICALS INCCOM00163U1061,878187,976SH DFND15149,901038,075
AMAG PHARMACEUTICALS INCCOM00163U1061,265126,640SH DFND22126,64000
AMAG PHARMACEUTICALS INCCOM00163U1061,039103,993SH DFND48103,99300
AMAG PHARMACEUTICALS INCCOM00163U106535,315SH DFND495,31500
AMAG PHARMACEUTICALS INCNOTE00163UAD8594750,000SH DFND15750,00000
AMALGAMATED BK OF NEW YORK-ACLAS02266310851429,481SH DFND1519,011010,470
AMALGAMATED BK OF NEW YORK-ACLAS02266310858433,469SH DFND4833,46900
AMALGAMATED BK OF NEW YORK-ACLAS022663108452,564SH OTR492,56400
AMARIN CORP PLC -ADRSPON02311120697250,111SH OTR22,7850,11100
AMARIN CORP PLC -ADRSPON023111206583,000SH DFND493,00000
AMARIN CORP PLC -ADRSPON0231112063129SH DFND5912900
AMAZON.COM INCCOM0231351062,805,1021,481,336SH DFND15995,3790485,957
AMAZON.COM INCCOM02313510670,27337,110SH OTR22,7037,11000
AMAZON.COM INCCOM023135106531,216280,528SH DFND22280,52800
AMAZON.COM INCCOM02313510679,38341,921SH DFND22,1541,92100
AMAZON.COM INCCOM02313510647,73325,207SH DFND3825,20700
AMAZON.COM INCCOM02313510615,3768,120SH DFND48,093270
AMAZON.COM INCCOM0231351061,9411,025SH OTR45734520
AMAZON.COM INCCOM023135106124,67865,841SH DFND4060,55405,287
AMAZON.COM INCCOM0231351063,2121,696SH DFND421,69600
AMAZON.COM INCCOM02313510614,7707,800SH DFND487,80000
AMAZON.COM INCCOM0231351062,558,7221,351,226SH DFND481,227,5960123,630
AMAZON.COM INCCOM0231351062,3101,220SH OTR48,381,22000
AMAZON.COM INCCOM023135106735,986388,664SH DFND49380,122818,461
AMAZON.COM INCCOM02313510666,14834,932SH OTR4918,33715,892703
AMAZON.COM INCCOM02313510618,4509,743SH DFND599,733010
AMBAC FINANCIAL GROUP INCCOM0231398846,849406,470SH DFND15358,025048,445
AMBAC FINANCIAL GROUP INCCOM0231398842,762163,918SH DFND22163,91800
AMBAC FINANCIAL GROUP INCCOM0231398842,040121,091SH DFND48121,09100
AMBAC FINANCIAL GROUP INCCOM023139884372,220SH DFND492,22000
AMBARELLA INCSHSG037AX1012,34253,065SH DFND1526,873026,192
AMBARELLA INCSHSG037AX1012,63259,636SH DFND4859,63600
AMBARELLA INCSHSG037AX10153012,000SH DFND4912,00000
AMBARELLA INCSHSG037AX10181918,552SH DFND5918,528024
AMBER ROAD INCCOM02318Y1081,15288,202SH DFND1583,99104,211
AMBER ROAD INCCOM02318Y1081,17790,118SH DFND4890,11800
AMBEV SA-ADRSPON02319V1034,9571,061,466SH DFND401,061,46600
AMBEV SA-ADRSPON02319V103275,833SH DFND495,83300
AMBEV SA-ADRSPON02319V10310622,654SH OTR490022,654
AMBEV SA-ADRSPON02319V1036,5451,401,600SH OTR511,401,60000
AMBEV SA-ADRSPON02319V1033,321711,100SH DFND51599,0000112,100
AMBEV SA-ADRSPON02319V1033725SH DFND5972500
AMC ENTERTAINMENT HLDS-CL ACL A00165C1045,237561,333SH DFND15502,174059,159
AMC ENTERTAINMENT HLDS-CL ACL A00165C1041,216130,352SH DFND48130,35200
AMC ENTERTAINMENT HLDS-CL ACL A00165C104050SH DFND495000
AMC NETWORKS INC-ACL A00164V10320,458375,444SH DFND15351,241024,203
AMC NETWORKS INC-ACL A00164V1032,42344,460SH DFND22,1544,46000
AMC NETWORKS INC-ACL A00164V1038,108148,794SH DFND22148,79400
AMC NETWORKS INC-ACL A00164V10312215SH DFND421500
AMC NETWORKS INC-ACL A00164V1039,775179,395SH DFND48166,614012,781
AMC NETWORKS INC-ACL A00164V103621,140SH OTR491,14000
AMC NETWORKS INC-ACL A00164V1033,95372,553SH DFND4971,8830670
AMC NETWORKS INC-ACL A00164V1031392,553SH DFND592,55300
AMCOR PLCORDG0250X10722,2961,940,453SH DFND151,203,7180736,735
AMCOR PLCORDG0250X1074,858422,792SH DFND22422,79200
AMCOR PLCORDG0250X1071,890164,517SH DFND22,15164,51700
AMCOR PLCORDG0250X1075408SH DFND440800
AMCOR PLCORDG0250X10744,7103,891,174SH DFND483,891,17400
AMCOR PLCORDG0250X107175SH OTR490750
AMCOR PLCORDG0250X1071,547134,671SH DFND49134,67100
AMCOR PLCORDG0250X10768059,142SH DFND5957,89401,248
AMDOCS LTDSHSG0260210310,977176,792SH DFND15106,592070,200
AMDOCS LTDSHSG026021032,07033,338SH OTR22,8033,33800
AMDOCS LTDSHSG026021032,66942,989SH DFND2242,98900
AMDOCS LTDSHSG026021039,297149,732SH DFND48108,921040,811
AMDOCS LTDSHSG0260210337600SH OTR4960000
AMDOCS LTDSHSG0260210366110,650SH DFND4910,614036
AMDOCS LTDSHSG0260210368110,976SH DFND5910,8600116
AMEDISYS INCCOM02343610822,246183,227SH DFND15156,109027,118
AMEDISYS INCCOM0234361087,12558,687SH DFND15,6658,68700
AMEDISYS INCCOM0234361081681,380SH DFND22,151,38000
AMEDISYS INCCOM0234361086085,009SH OTR22,1045,00900
AMEDISYS INCCOM02343610812,868105,989SH DFND22105,98900
AMEDISYS INCCOM02343610818,230150,156SH DFND48150,15600
AMEDISYS INCCOM0234361084,07533,568SH DFND4933,2210347
AMEDISYS INCCOM02343610870580SH OTR4958000
AMEDISYS INCCOM0234361088376,896SH DFND596,6380258
AMER NATL BNKSHS/DANVILLE VACOM0277451081,46137,692SH DFND1526,974010,718
AMER NATL BNKSHS/DANVILLE VACOM0277451081,06127,369SH DFND4827,36900
AMERANT BANCORP INCCL A02357610132016,216SH DFND152,692013,524
AMERANT BANCORP INCCL A02357610167634,319SH DFND4834,31900
AMERCOCOM02358610010,43927,577SH DFND1522,75304,824
AMERCOCOM0235861005,52914,605SH DFND4812,51202,093
AMERCOCOM0235861001,3253,500SH DFND483,50000
AMERCOCOM023586100164433SH DFND4943300
AMERCOCOM023586100924SH DFND592400
AMEREN CORPORATIONCOM02360810251,550686,327SH DFND15439,8780246,449
AMEREN CORPORATIONCOM0236081021,85424,680SH DFND22,1524,68000
AMEREN CORPORATIONCOM0236081027,723102,819SH DFND22102,81900
AMEREN CORPORATIONCOM023608102871,160SH DFND41,16000
AMEREN CORPORATIONCOM02360810253,545712,885SH DFND48641,909070,976
AMEREN CORPORATIONCOM0236081021421,892SH OTR493751,44770
AMEREN CORPORATIONCOM0236081023,50046,599SH DFND4946,548051
AMEREN CORPORATIONCOM0236081022,26930,208SH DFND5929,2580950
AMERESCO INC-CL ACL A02361E10888259,850SH DFND1545,463014,387
AMERESCO INC-CL ACL A02361E10875951,511SH DFND4851,51100
AMERICA MOVIL-SPN ADR CL LSPON02364W1058,788603,564SH DFND22603,56400
AMERICA MOVIL-SPN ADR CL LSPON02364W1051,931132,648SH DFND49132,2484000
AMERICA MOVIL-SPN ADR CL LSPON02364W10516211,100SH OTR492,4008,7000
AMERICAN AIRLINES GROUP INCCOM02376R10260,7671,863,449SH DFND151,463,3340400,115
AMERICAN AIRLINES GROUP INCCOM02376R1023,23999,320SH DFND2299,32000
AMERICAN AIRLINES GROUP INCCOM02376R1021,37642,184SH DFND22,1542,18400
AMERICAN AIRLINES GROUP INCCOM02376R1024125SH DFND412500
AMERICAN AIRLINES GROUP INCCOM02376R10239,0901,198,723SH DFND481,078,0900120,633
AMERICAN AIRLINES GROUP INCCOM02376R1029272SH OTR4910555112
AMERICAN AIRLINES GROUP INCCOM02376R1021,17736,084SH DFND4936,08400
AMERICAN AIRLINES GROUP INCCOM02376R10202SH DFND59200
AMERICAN AIRLINES GROUP INCCOM02376R10204SH DFND 400
AMERICAN ASSETS TRUST INCCOM02401310412,579266,961SH DFND15246,384020,577
AMERICAN ASSETS TRUST INCCOM0240131047,937168,432SH DFND22168,43200
AMERICAN ASSETS TRUST INCCOM024013104511,075SH DFND41,07500
AMERICAN ASSETS TRUST INCCOM0240131048,572181,915SH DFND48181,91500
AMERICAN ASSETS TRUST INCCOM0240131041,56533,216SH DFND4933,21600
AMERICAN ASSETS TRUST INCCOM02401310463813,534SH DFND5913,53400
AMERICAN AXLE & MFG HOLDINGSCOM02406110315,0541,179,814SH DFND151,058,7250121,089
AMERICAN AXLE & MFG HOLDINGSCOM0240611035,097399,490SH DFND22399,49000
AMERICAN AXLE & MFG HOLDINGSCOM024061103131,055SH DFND41,05500
AMERICAN AXLE & MFG HOLDINGSCOM0240611034,137324,208SH DFND48324,20800
AMERICAN AXLE & MFG HOLDINGSCOM0240611031128,800SH DFND498,80000
AMERICAN CAMPUS COMMUNITIESCOM02483510037,140804,600SH DFND15737,506067,094
AMERICAN CAMPUS COMMUNITIESCOM02483510010,759233,079SH DFND22233,07900
AMERICAN CAMPUS COMMUNITIESCOM02483510018385SH DFND438500
AMERICAN CAMPUS COMMUNITIESCOM02483510032,020693,683SH DFND48654,198039,485
AMERICAN CAMPUS COMMUNITIESCOM0248351001,44631,332SH DFND4931,33200
AMERICAN CAMPUS COMMUNITIESCOM024835100371SH OTR4901061
AMERICAN CAMPUS COMMUNITIESCOM0248351001,16225,164SH DFND5924,1860978
AMERICAN EAGLE OUTFITTERSCOM02553E10628,5871,691,529SH DFND151,603,282088,247
AMERICAN EAGLE OUTFITTERSCOM02553E1064,669276,293SH DFND22276,29300
AMERICAN EAGLE OUTFITTERSCOM02553E1061,885111,540SH DFND22,15111,54000
AMERICAN EAGLE OUTFITTERSCOM02553E10610565SH DFND456500
AMERICAN EAGLE OUTFITTERSCOM02553E10613,171779,327SH DFND48779,32700
AMERICAN EAGLE OUTFITTERSCOM02553E1062,807166,066SH DFND49164,88601,180
AMERICAN EAGLE OUTFITTERSCOM02553E106331,980SH OTR491,98000
AMERICAN ELECTRIC POWERCOM025537101138,4831,573,497SH DFND15950,5630622,934
AMERICAN ELECTRIC POWERCOM0255371014,42250,247SH DFND22,1550,24700
AMERICAN ELECTRIC POWERCOM02553710114,757167,672SH DFND22167,67200
AMERICAN ELECTRIC POWERCOM0255371012,46327,991SH OTR22,8027,99100
AMERICAN ELECTRIC POWERCOM0255371012282,588SH DFND42,58800
AMERICAN ELECTRIC POWERCOM0255371011231,400SH OTR401,4000
AMERICAN ELECTRIC POWERCOM025537101128,8541,464,080SH DFND481,319,8290144,251
AMERICAN ELECTRIC POWERCOM0255371015856,647SH OTR494,6362,0110
AMERICAN ELECTRIC POWERCOM0255371019,192104,437SH DFND49104,3310106
AMERICAN ELECTRIC POWERCOM025537101227SH DFND592700
AMERICAN EQUITY INVT LIFE HLCOM02567620616,950624,069SH DFND15529,692094,377
AMERICAN EQUITY INVT LIFE HLCOM0256762068,885327,124SH DFND22327,12400
AMERICAN EQUITY INVT LIFE HLCOM025676206431,580SH DFND41,58000
AMERICAN EQUITY INVT LIFE HLCOM0256762067,647281,559SH DFND48281,55900
AMERICAN EQUITY INVT LIFE HLCOM0256762061545,680SH OTR494,4501,2300
AMERICAN EQUITY INVT LIFE HLCOM0256762061,71163,002SH DFND4963,00200
AMERICAN EQUITY INVT LIFE HLCOM02567620673126,930SH DFND5926,863067
AMERICAN EXPRESS COCOM025816109380,1723,079,813SH DFND152,254,8960824,917
AMERICAN EXPRESS COCOM0258161098,53369,126SH DFND22,1569,12600
AMERICAN EXPRESS COCOM02581610931,407254,434SH DFND22254,43400
AMERICAN EXPRESS COCOM02581610939,966323,765SH OTR22,70323,76500
AMERICAN EXPRESS COCOM02581610954437SH DFND3843700
AMERICAN EXPRESS COCOM0258161092,60621,108SH OTR412,8938,2150
AMERICAN EXPRESS COCOM0258161092,98524,182SH DFND424,18200
AMERICAN EXPRESS COCOM025816109282,0042,284,540SH DFND482,080,0290204,511
AMERICAN EXPRESS COCOM02581610921,783176,465SH OTR4964,004111,1141,347
AMERICAN EXPRESS COCOM02581610993,090754,130SH DFND49729,5905224,488
AMERICAN EXPRESS COCOM0258161091,77414,369SH DFND5914,1730196
AMERICAN FINANCE TRUST INCCOM02607T1094,979456,792SH DFND15360,682096,110
AMERICAN FINANCE TRUST INCCOM02607T1092,370217,444SH DFND48217,44400
AMERICAN FINANCE TRUST INCCOM02607T1095415SH DFND4941500
AMERICAN FINANCIAL GROUP INCCOM02593210448,675475,017SH DFND15432,231042,786
AMERICAN FINANCIAL GROUP INCCOM02593210412,795124,863SH DFND22124,86300
AMERICAN FINANCIAL GROUP INCCOM02593210429287SH DFND428700
AMERICAN FINANCIAL GROUP INCCOM02593210428,702280,105SH DFND48259,436020,669
AMERICAN FINANCIAL GROUP INCCOM0259321042,75326,864SH DFND4926,794070
AMERICAN FINANCIAL GROUP INCCOM0259321047,99978,060SH OTR49110077,950
AMERICAN FINANCIAL GROUP INCCOM02593210401SH DFND59100
AMERICAN HOMES 4 RENT- ACL A02665T30611,434470,325SH DFND15336,1750134,150
AMERICAN HOMES 4 RENT- ACL A02665T3062,11486,965SH OTR22,8086,96500
AMERICAN HOMES 4 RENT- ACL A02665T3067,608312,940SH OTR22,57312,94000
AMERICAN HOMES 4 RENT- ACL A02665T3061,25251,497SH DFND4051,49700
AMERICAN HOMES 4 RENT- ACL A02665T3065,494226,000SH OTR48,57226,00000
AMERICAN HOMES 4 RENT- ACL A02665T30619,328795,061SH DFND48718,834076,227
AMERICAN HOMES 4 RENT- ACL A02665T3061978,114SH DFND498,11400
AMERICAN HOMES 4 RENT- ACL A02665T30620819SH OTR496072120
AMERICAN HOMES 4 RENT- ACL A02665T30649820,499SH DFND5920,472027
AMERICAN INTERNATIONAL GROUPCOM026874784310,8825,834,868SH DFND154,774,31901,060,549
AMERICAN INTERNATIONAL GROUPCOM02687478491,8961,724,768SH DFND221,724,76800
AMERICAN INTERNATIONAL GROUPCOM0268747844,72888,740SH DFND22,1588,74000
AMERICAN INTERNATIONAL GROUPCOM0268747841623,036SH OTR49062,1300
AMERICAN INTERNATIONAL GROUPCOM0268747842,53747,621SH DFND447,4611600
AMERICAN INTERNATIONAL GROUPCOM026874784157,9102,963,779SH DFND482,707,1460256,633
AMERICAN INTERNATIONAL GROUPCOM02687478475,2271,411,926SH DFND491,394,46166016,805
AMERICAN INTERNATIONAL GROUPCOM0268747842,88454,124SH OTR4930,70923,032383
AMERICAN INTERNATIONAL GROUPCOM0268747844,77389,575SH DFND5989,2520323
AMERICAN NATIONAL INSURANCECOM02859110510,28788,326SH DFND1583,74304,583
AMERICAN NATIONAL INSURANCECOM028591105540SH DFND44000
AMERICAN NATIONAL INSURANCECOM0285911051,66414,289SH DFND4812,17702,112
AMERICAN NATIONAL INSURANCECOM02859110519165SH OTR4901650
AMERICAN NATIONAL INSURANCECOM0285911052582,219SH DFND492,21900
AMERICAN OUTDOOR BRANDS CORPCOM02874P1031,002111,231SH DFND1570,566040,665
AMERICAN OUTDOOR BRANDS CORPCOM02874P1031,399155,261SH DFND48155,26100
AMERICAN OUTDOOR BRANDS CORPCOM02874P1034390SH DFND4939000
AMERICAN PUBLIC EDUCATIONCOM02913V1032,967100,289SH DFND1580,426019,863
AMERICAN PUBLIC EDUCATIONCOM02913V1031,72558,315SH DFND2258,31500
AMERICAN PUBLIC EDUCATIONCOM02913V1031,15539,034SH DFND4839,03400
AMERICAN PUBLIC EDUCATIONCOM02913V103401,340SH DFND491,34000
AMERICAN RENAL ASSOCIATES HOCOM0292271059012,152SH DFND152,28809,864
AMERICAN RENAL ASSOCIATES HOCOM02922710546262,068SH DFND4862,06800
AMERICAN SOFTWARE INC-CL ACL A0296831093,539269,150SH DFND15246,173022,977
AMERICAN SOFTWARE INC-CL ACL A0296831091,645125,100SH OTR22,74125,10000
AMERICAN SOFTWARE INC-CL ACL A02968310999775,848SH DFND4875,84800
AMERICAN SOFTWARE INC-CL ACL A029683109433,286SH DFND493,28600
AMERICAN STATES WATER COCOM02989910120,038266,327SH DFND15249,469016,858
AMERICAN STATES WATER COCOM0298991019,818130,491SH DFND22130,49100
AMERICAN STATES WATER COCOM0298991011,31017,410SH OTR22,8317,41000
AMERICAN STATES WATER COCOM0298991011,30217,309SH OTR22,8617,30900
AMERICAN STATES WATER COCOM02989910137490SH DFND449000
AMERICAN STATES WATER COCOM0298991017,806103,743SH DFND48103,74300
AMERICAN STATES WATER COCOM0298991011,51320,109SH DFND4920,10900
AMERICAN SUPERCONDUCTOR CORPSHS03011120759263,840SH DFND1551,319012,521
AMERICAN SUPERCONDUCTOR CORPSHS03011120767072,246SH DFND4872,24600
AMERICAN TOWER CORPCOM03027X100292,0541,428,488SH DFND15912,1540516,334
AMERICAN TOWER CORPCOM03027X10048,643237,922SH DFND22237,92200
AMERICAN TOWER CORPCOM03027X1009,21745,084SH DFND22,1545,08400
AMERICAN TOWER CORPCOM03027X10046226SH DFND3822600
AMERICAN TOWER CORPCOM03027X1004422,162SH OTR46381,5240
AMERICAN TOWER CORPCOM03027X1006,88733,684SH DFND433,595890
AMERICAN TOWER CORPCOM03027X100290,8991,422,838SH DFND481,291,3960131,442
AMERICAN TOWER CORPCOM03027X10013,76267,312SH OTR4923,90639,5993,807
AMERICAN TOWER CORPCOM03027X100220,5501,078,750SH DFND491,067,72634810,676
AMERICAN TOWER CORPCOM03027X1007,80038,149SH DFND5936,45001,700
AMERICAN VANGUARD CORPCOM0303711082,612169,497SH DFND15134,971034,526
AMERICAN VANGUARD CORPCOM0303711081,36788,699SH DFND2288,69900
AMERICAN VANGUARD CORPCOM0303711081,18176,624SH DFND4876,62400
AMERICAN VANGUARD CORPCOM030371108382,470SH DFND492,47000
AMERICAN WATER WORKS CO INCCOM03042010358,379503,270SH DFND15317,5790185,691
AMERICAN WATER WORKS CO INCCOM0304201037,40763,852SH DFND2263,85200
AMERICAN WATER WORKS CO INCCOM0304201032,09118,026SH DFND22,1518,02600
AMERICAN WATER WORKS CO INCCOM03042010315132SH DFND413200
AMERICAN WATER WORKS CO INCCOM03042010372,527625,232SH DFND48572,346052,886
AMERICAN WATER WORKS CO INCCOM0304201034,02334,678SH DFND4933,8680810
AMERICAN WATER WORKS CO INCCOM0304201032161,859SH OTR494721,3870
AMERICAN WATER WORKS CO INCCOM0304201031361,174SH DFND591,127047
AMERICAN WOODMARK CORPCOM0305061096,86681,144SH DFND1573,32607,818
AMERICAN WOODMARK CORPCOM0305061094,53953,637SH DFND2253,63700
AMERICAN WOODMARK CORPCOM03050610919220SH DFND422000
AMERICAN WOODMARK CORPCOM0305061094,58654,196SH DFND4854,19600
AMERICAN WOODMARK CORPCOM0305061094765,622SH DFND495,62200
AMERICA'S CAR-MART INCCOM03062T1051,83621,330SH DFND1517,77503,555
AMERICA'S CAR-MART INCCOM03062T1051,49717,385SH DFND4817,38500
AMERICOLD REALTY TRUSTCOM03064D10813,185406,700SH DFND15287,8360118,864
AMERICOLD REALTY TRUSTCOM03064D1086,031186,014SH OTR22,57186,01400
AMERICOLD REALTY TRUSTCOM03064D10897129,953SH OTR22,6929,95300
AMERICOLD REALTY TRUSTCOM03064D10898330,320SH OTR22,7830,32000
AMERICOLD REALTY TRUSTCOM03064D10824,157745,136SH DFND22745,13600
AMERICOLD REALTY TRUSTCOM03064D108521,590SH DFND41,59000
AMERICOLD REALTY TRUSTCOM03064D1084,592141,643SH OTR48,57141,64300
AMERICOLD REALTY TRUSTCOM03064D10811,716361,374SH DFND48318,261043,113
AMERICOLD REALTY TRUSTCOM03064D1081,31440,540SH DFND4940,54000
AMERICOLD REALTY TRUSTCOM03064D1082106,480SH OTR495,8606200
AMERICOLD REALTY TRUSTCOM03064D10868621,147SH DFND5920,6750472
AMERIPRISE FINANCIAL INCCOM03076C106230,2101,585,904SH DFND151,421,6770164,227
AMERIPRISE FINANCIAL INCCOM03076C1062,01213,858SH DFND22,1513,85800
AMERIPRISE FINANCIAL INCCOM03076C10698,484678,453SH DFND22678,45300
AMERIPRISE FINANCIAL INCCOM03076C1065193,578SH DFND43,507710
AMERIPRISE FINANCIAL INCCOM03076C1065373,696SH OTR42,1001,5960
AMERIPRISE FINANCIAL INCCOM03076C10669,665479,922SH DFND48439,457040,465
AMERIPRISE FINANCIAL INCCOM03076C1066,01041,401SH OTR4914,15025,7121,539
AMERIPRISE FINANCIAL INCCOM03076C10640,149276,584SH DFND49272,49204,092
AMERIPRISE FINANCIAL INCCOM03076C1067735,322SH DFND595,32200
AMERIS BANCORPCOM03076K10811,760300,074SH DFND15258,673041,401
AMERIS BANCORPCOM03076K1081,04226,598SH OTR15,11226,59800
AMERIS BANCORPCOM03076K10814,834378,522SH DFND22378,52200
AMERIS BANCORPCOM03076K1086,252159,538SH DFND48159,53800
AMERIS BANCORPCOM03076K10851713,203SH DFND4913,20300
AMERISAFE INCCOM03071H1008,181128,286SH DFND15108,281020,005
AMERISAFE INCCOM03071H1004,39968,981SH DFND2268,98100
AMERISAFE INCCOM03071H1001,41022,110SH OTR22,8322,11000
AMERISAFE INCCOM03071H1003,25551,049SH DFND4851,04900
AMERISAFE INCCOM03071H1002964,646SH DFND494,64600
AMERISAFE INCCOM03071H10053836SH DFND5983600
AMERISERV FINANCIAL INCCOM03074A1024811,626SH DFND4811,62600
AMERISERV FINANCIAL INCCOM03074A1021256SH DFND4925600
AMERISOURCEBERGEN CORPCOM03073E105111,4481,307,160SH DFND151,144,1760162,984
AMERISOURCEBERGEN CORPCOM03073E1055,31562,342SH DFND2262,34200
AMERISOURCEBERGEN CORPCOM03073E1051,35715,914SH DFND22,1515,91400
AMERISOURCEBERGEN CORPCOM03073E1053,63342,612SH OTR22,8042,61200
AMERISOURCEBERGEN CORPCOM03073E105891,049SH DFND41,04900
AMERISOURCEBERGEN CORPCOM03073E10543,942515,390SH DFND48469,241046,149
AMERISOURCEBERGEN CORPCOM03073E1053183,726SH OTR492,3301,3915
AMERISOURCEBERGEN CORPCOM03073E1054,90957,573SH DFND4957,496077
AMERISOURCEBERGEN CORPCOM03073E1051,23114,442SH DFND5913,7310711
AMES NATIONAL CORPCOM03100110090833,522SH DFND1524,50909,013
AMES NATIONAL CORPCOM03100110064423,762SH DFND4823,76200
AMETEK INCCOM03110010054,738602,579SH DFND15370,1490232,430
AMETEK INCCOM0311001008,21190,385SH OTR22,8090,38500
AMETEK INCCOM03110010011,790129,794SH DFND22129,79400
AMETEK INCCOM0311001002,07822,877SH DFND22,1522,87700
AMETEK INCCOM03110010024260SH DFND426000
AMETEK INCCOM03110010066,047727,075SH DFND48659,354067,721
AMETEK INCCOM0311001001,20813,300SH DFND4813,30000
AMETEK INCCOM0311001004,10445,178SH DFND4945,088090
AMETEK INCCOM031100100779SH OTR490079
AMETEK INCCOM0311001001,31514,477SH DFND5913,8910586
AMGEN INCCOM031162100671,4703,643,750SH DFND152,918,5130725,237
AMGEN INCCOM03116210041,298224,107SH DFND22224,10700
AMGEN INCCOM03116210011,35961,642SH DFND22,1561,64200
AMGEN INCCOM03116210050273SH DFND3827300
AMGEN INCCOM03116210083448SH OTR42442040
AMGEN INCCOM0311621001,1156,051SH DFND46,04650
AMGEN INCCOM031162100378,1922,052,269SH DFND481,868,1260184,143
AMGEN INCCOM0311621003,50119,000SH DFND4819,00000
AMGEN INCCOM03116210016,02086,936SH OTR4944,84041,181915
AMGEN INCCOM031162100105,840574,345SH DFND49560,530013,815
AMGEN INCCOM0311621004,06722,070SH DFND5921,6400430
AMICUS THERAPEUTICS INCCOM03152W1096,944556,421SH DFND15407,6180148,803
AMICUS THERAPEUTICS INCCOM03152W10911,264902,549SH DFND22902,54900
AMICUS THERAPEUTICS INCCOM03152W1098,413674,100SH DFND48674,10000
AMICUS THERAPEUTICS INCCOM03152W1097555SH DFND4955500
AMKOR TECHNOLOGY INCCOM0316521004,625619,912SH DFND15517,3760102,536
AMKOR TECHNOLOGY INCCOM0316521002,248301,372SH DFND48301,37200
AMKOR TECHNOLOGY INCCOM031652100375,000SH DFND495,00000
AMN HEALTHCARE SERVICES INCCOM00174410121,722400,409SH DFND15337,764062,645
AMN HEALTHCARE SERVICES INCCOM00174410110,084185,874SH DFND15,66185,87400
AMN HEALTHCARE SERVICES INCCOM0017441014408,116SH OTR22,1148,11600
AMN HEALTHCARE SERVICES INCCOM00174410166012,160SH OTR22,10412,16000
AMN HEALTHCARE SERVICES INCCOM00174410111,666215,046SH DFND22215,04600
AMN HEALTHCARE SERVICES INCCOM00174410135640SH DFND464000
AMN HEALTHCARE SERVICES INCCOM0017441017,526138,727SH DFND48138,72700
AMN HEALTHCARE SERVICES INCCOM00174410197017,873SH DFND4917,87300
AMN HEALTHCARE SERVICES INCCOM0017441011182,180SH OTR491,7804000
AMN HEALTHCARE SERVICES INCCOM0017441014307,927SH DFND597,4830444
AMNEAL PHARMACEUTICALS INCCOM03168L105992138,393SH DFND1598,840039,553
AMNEAL PHARMACEUTICALS INCCOM03168L105938130,800SH OTR22,77130,80000
AMNEAL PHARMACEUTICALS INCCOM03168L1051,659231,360SH DFND48231,36000
AMNEAL PHARMACEUTICALS INCCOM03168L1056855SH DFND4985500
AMPCO-PITTSBURGH CORPCOM032037103297,200SH DFND157,20000
AMPCO-PITTSBURGH CORPCOM0320371038922,093SH DFND4822,09300
AMPHASTAR PHARMACEUTICALS INCOM03209R1033,679174,274SH DFND15158,149016,125
AMPHASTAR PHARMACEUTICALS INCOM03209R1032,630124,608SH DFND22124,60800
AMPHASTAR PHARMACEUTICALS INCOM03209R1031,90190,046SH DFND4890,04600
AMPHASTAR PHARMACEUTICALS INCOM03209R10320970SH DFND4997000
AMPHENOL CORP-CL ACL A032095101106,1301,106,212SH DFND15805,6260300,586
AMPHENOL CORP-CL ACL A03209510140,420421,300SH DFND22,51421,30000
AMPHENOL CORP-CL ACL A0320951012,89030,125SH DFND22,1530,12500
AMPHENOL CORP-CL ACL A03209510118,399191,780SH DFND22191,78000
AMPHENOL CORP-CL ACL A03209510112,937134,842SH OTR22,71134,84200
AMPHENOL CORP-CL ACL A03209510115160SH OTR401600
AMPHENOL CORP-CL ACL A0320951011021,064SH DFND41,06400
AMPHENOL CORP-CL ACL A03209510192,196960,980SH DFND48872,877088,103
AMPHENOL CORP-CL ACL A03209510119,296201,122SH OTR48,51201,12200
AMPHENOL CORP-CL ACL A0320951018799,158SH OTR491,7146,824620
AMPHENOL CORP-CL ACL A0320951018,71790,861SH DFND4990,1920669
AMPHENOL CORP-CL ACL A032095101135,5911,413,286SH OTR51,941,413,28600
AMPHENOL CORP-CL ACL A032095101831,9338,671,387SH DFND516,967,99801,703,389
AMPHENOL CORP-CL ACL A0320951012312,412SH DFND592,41200
AMPIO PHARMACEUTICALS INCCOM03209T1091641,876SH DFND4841,87600
AMTECH SYSTEMS INCCOM03233250410719,508SH DFND4819,50800
AMYRIS INCCOM03236M2009326,110SH DFND154,978021,132
AMYRIS INCCOM03236M200382107,211SH DFND48107,21100
AMYRIS INCCOM03236M200205,595SH DFND495,59500
ANADARKO PETROLEUM CORPCOM032511107123,8761,755,607SH DFND151,167,4730588,134
ANADARKO PETROLEUM CORPCOM0325111077,246102,694SH DFND22102,69400
ANADARKO PETROLEUM CORPCOM0325111073,55350,357SH DFND22,1550,35700
ANADARKO PETROLEUM CORPCOM03251110710140SH OTR401400
ANADARKO PETROLEUM CORPCOM0325111072773,924SH DFND43,92400
ANADARKO PETROLEUM CORPCOM032511107113,3981,607,115SH DFND481,458,5730148,542
ANADARKO PETROLEUM CORPCOM0325111072,11629,982SH OTR498,14714,4157,420
ANADARKO PETROLEUM CORPCOM03251110722,531319,311SH DFND49317,41401,897
ANADARKO PETROLEUM CORPCOM03251110796013,609SH DFND5913,60900
ANALOG DEVICES INCCOM032654105152,8561,354,267SH DFND15928,6490425,618
ANALOG DEVICES INCCOM0326541054,25937,735SH DFND22,1537,73500
ANALOG DEVICES INCCOM03265410512,444110,251SH DFND22110,25100
ANALOG DEVICES INCCOM0326541059548,454SH DFND48,428260
ANALOG DEVICES INCCOM032654105437SH OTR43700
ANALOG DEVICES INCCOM032654105132,5141,174,037SH DFND481,065,8030108,234
ANALOG DEVICES INCCOM03265410526,093231,181SH DFND49228,50202,679
ANALOG DEVICES INCCOM0326541052,31920,549SH OTR498,1239,6652,761
ANALOG DEVICES INCCOM0326541051481,314SH DFND591,242072
ANAPLAN INCCOM03272L1083,27664,918SH DFND1530,334034,584
ANAPLAN INCCOM03272L10898619,533SH OTR22,6919,53300
ANAPLAN INCCOM03272L1084,61391,408SH DFND4872,945018,463
ANAPLAN INCCOM03272L10841816SH DFND4981600
ANAPLAN INCCOM03272L10845900SH OTR4990000
ANAPTYSBIO INCCOM0327241062,08336,915SH DFND1525,386011,529
ANAPTYSBIO INCCOM0327241063,55563,006SH DFND4863,00600
ANAPTYSBIO INCCOM032724106584SH OTR490840
ANAVEX LIFE SCIENCES CORPCOM0327973004713,988SH DFND157,23006,758
ANAVEX LIFE SCIENCES CORPCOM032797300402119,401SH DFND48119,40100
ANDERSONS INC/THECOM0341641036,675245,045SH DFND15212,988032,057
ANDERSONS INC/THECOM03416410376928,220SH OTR22,8328,22000
ANDERSONS INC/THECOM0341641032,60495,594SH DFND2295,59400
ANDERSONS INC/THECOM0341641032,16579,470SH DFND4879,47000
ANDERSONS INC/THECOM0341641032007,345SH DFND497,34500
ANGI HOMESERVICES INC- ACOM00183L10223718,244SH DFND1518,24400
ANGI HOMESERVICES INC- ACOM00183L10250839,030SH DFND4839,03000
ANGI HOMESERVICES INC- ACOM00183L10216412,610SH DFND4912,61000
ANGIODYNAMICS INCCOM03475V1014,143210,395SH DFND15169,339041,056
ANGIODYNAMICS INCCOM03475V1012,675135,877SH DFND22135,87700
ANGIODYNAMICS INCCOM03475V1011,983100,713SH DFND48100,71300
ANGIODYNAMICS INCCOM03475V101452,295SH DFND492,29500
ANHEUSER-BUSCH INBEV-SPN ADRSPON03524A10817,315195,625SH OTR22,70195,62500
ANHEUSER-BUSCH INBEV-SPN ADRSPON03524A1081421,600SH DFND481,60000
ANHEUSER-BUSCH INBEV-SPN ADRSPON03524A1081721,948SH OTR491,3486000
ANHEUSER-BUSCH INBEV-SPN ADRSPON03524A10891610,349SH DFND4910,34900
ANHEUSER-BUSCH INBEV-SPN ADRSPON03524A1083,59340,593SH DFND5939,6070986
ANI PHARMACEUTICALS INCCOM00182C1033,90247,465SH DFND1542,19305,272
ANI PHARMACEUTICALS INCCOM00182C1032,44629,760SH DFND2229,76000
ANI PHARMACEUTICALS INCCOM00182C1032,46629,996SH DFND4829,99600
ANI PHARMACEUTICALS INCCOM00182C1031682,042SH DFND492,04200
ANI PHARMACEUTICALS INCNOTE00182CAA1300250,000SH DFND15250,00000
ANIKA THERAPEUTICS INCCOM0352551083,67690,489SH DFND1575,487015,002
ANIKA THERAPEUTICS INCCOM0352551082,87670,794SH OTR22,7470,79400
ANIKA THERAPEUTICS INCCOM0352551082,01249,530SH DFND2249,53000
ANIKA THERAPEUTICS INCCOM0352551081,74943,062SH DFND4843,06200
ANIKA THERAPEUTICS INCCOM035255108631,550SH DFND491,55000
ANIKA THERAPEUTICS INCCOM035255108377SH DFND597700
ANIXA BIOSCIENCES INCCOM03528H10914439,758SH DFND4839,75800
ANIXTER INTERNATIONAL INCCOM03529010513,196221,008SH DFND15188,762032,246
ANIXTER INTERNATIONAL INCCOM0352901056,145102,915SH DFND22102,91500
ANIXTER INTERNATIONAL INCCOM0352901054,95382,953SH DFND4882,95300
ANIXTER INTERNATIONAL INCCOM0352901052554,269SH DFND494,26900
ANNALY CAPITAL MANAGEMENT INCOM03571040927,4773,009,560SH DFND152,166,9720842,588
ANNALY CAPITAL MANAGEMENT INCOM0357104092,131233,405SH DFND22233,40500
ANNALY CAPITAL MANAGEMENT INCOM035710409273,000SH OTR4003,000
ANNALY CAPITAL MANAGEMENT INCOM0357104096610SH DFND461000
ANNALY CAPITAL MANAGEMENT INCOM03571040921,1542,316,933SH DFND481,913,8420403,091
ANNALY CAPITAL MANAGEMENT INCOM03571040937140,600SH OTR491,45039,1500
ANNALY CAPITAL MANAGEMENT INCOM03571040965271,361SH DFND4971,0610300
ANNALY CAPITAL MANAGEMENT INCOM03571040942746,814SH DFND5943,99902,815
ANSYS INCCOM03662Q105139,581681,479SH DFND15596,733084,746
ANSYS INCCOM03662Q1051,8028,799SH DFND22,158,79900
ANSYS INCCOM03662Q1058,04339,268SH DFND2239,26800
ANSYS INCCOM03662Q10511,74757,352SH OTR22,7157,35200
ANSYS INCCOM03662Q1056,41131,300SH DFND22,5131,30000
ANSYS INCCOM03662Q10570342SH DFND434200
ANSYS INCCOM03662Q10554,941268,239SH DFND48243,426024,813
ANSYS INCCOM03662Q1054272,087SH OTR4972,0800
ANSYS INCCOM03662Q1054,68022,848SH DFND4922,838010
ANSYS INCCOM03662Q1055,36626,200SH DFND5126,20000
ANSYS INCCOM03662Q1052,10010,251SH DFND599,9300321
ANTARES PHARMA INCCOM036642106674204,758SH DFND15142,709062,049
ANTARES PHARMA INCCOM0366421061,427433,845SH DFND48433,84500
ANTERO MIDSTREAM CORPCOM03676B1024,143361,497SH DFND15269,987091,510
ANTERO MIDSTREAM CORPCOM03676B1023,881338,627SH DFND48289,206049,421
ANTERO MIDSTREAM CORPCOM03676B102383,304SH DFND493,30400
ANTERO RESOURCES CORPCOM03674X1062,811508,347SH DFND15379,9910128,356
ANTERO RESOURCES CORPCOM03674X1062,316418,748SH DFND48349,663069,085
ANTERO RESOURCES CORPCOM03674X10613323,966SH DFND4923,5850381
ANTERO RESOURCES CORPCOM03674X10681,383SH OTR4901,158225
ANTHEM INCCOM036752103353,0541,251,032SH DFND15940,2780310,754
ANTHEM INCCOM0367521037,34726,034SH DFND22,1526,03400
ANTHEM INCCOM03675210399,205351,528SH DFND22351,52800
ANTHEM INCCOM0367521033521,246SH DFND41,213330
ANTHEM INCCOM03675210330107SH OTR401070
ANTHEM INCCOM036752103240,370851,741SH DFND48775,126076,615
ANTHEM INCCOM0367521038473,000SH DFND483,00000
ANTHEM INCCOM0367521039963,528SH OTR491,8571,61061
ANTHEM INCCOM03675210324,70587,542SH DFND4987,3030239
ANTHEM INCCOM0367521031,9426,882SH DFND596,7300152
ANWORTH MORTGAGE ASSET CORPCOM037347101677178,645SH DFND1569,3580109,287
ANWORTH MORTGAGE ASSET CORPCOM037347101984259,550SH DFND48259,55000
ANWORTH MORTGAGE ASSET CORPCOM0373471014950SH DFND4995000
AON PLCSHSG0408V102155,623806,421SH DFND15524,9770281,444
AON PLCSHSG0408V1029,97351,680SH DFND2251,68000
AON PLCSHSG0408V1024,67624,229SH DFND22,1524,22900
AON PLCSHSG0408V1028,01841,546SH OTR22,8041,54600
AON PLCSHSG0408V1027633,956SH DFND43,95600
AON PLCSHSG0408V102149,867776,593SH DFND48704,568072,025
AON PLCSHSG0408V10221,555111,697SH DFND49105,87505,822
AON PLCSHSG0408V1022,20211,409SH OTR495,6835,439287
AON PLCSHSG0408V1025,67229,392SH DFND5928,9710421
APACHE CORPCOM03741110537,3061,287,737SH DFND15908,8470378,890
APACHE CORPCOM0374111051,11738,574SH DFND22,1538,57400
APACHE CORPCOM0374111052,33480,561SH DFND2280,56100
APACHE CORPCOM037411105361,242SH DFND41,24200
APACHE CORPCOM03741110534,0711,176,076SH DFND481,064,7510111,325
APACHE CORPCOM0374111052,64591,300SH DFND4991,205095
APACHE CORPCOM037411105632,187SH OTR49899998290
APACHE CORPCOM0374111051153,973SH DFND593,97300
APARTMENT INVT & MGMT CO -ACL A03748R75432,003638,526SH DFND15491,2040147,322
APARTMENT INVT & MGMT CO -ACL A03748R75477515,459SH DFND22,1515,45900
APARTMENT INVT & MGMT CO -ACL A03748R7546,376127,210SH DFND22127,21000
APARTMENT INVT & MGMT CO -ACL A03748R75436727SH DFND472700
APARTMENT INVT & MGMT CO -ACL A03748R7545,012100,000SH DFND48100,00000
APARTMENT INVT & MGMT CO -ACL A03748R75438,547769,093SH DFND48724,315044,778
APARTMENT INVT & MGMT CO -ACL A03748R7541242,478SH OTR492,47800
APARTMENT INVT & MGMT CO -ACL A03748R7542,32046,298SH DFND4946,239059
APARTMENT INVT & MGMT CO -ACL A03748R7544048,052SH DFND598,041011
APELLIS PHARMACEUTICALS INCCOM03753U1061,62063,928SH DFND1543,196020,732
APELLIS PHARMACEUTICALS INCCOM03753U1063,004118,549SH DFND48118,54900
APELLIS PHARMACEUTICALS INCCOM03753U10644517,580SH DFND4917,58000
APERGY CORPCOM03755L1048,259246,235SH DFND15,66246,23500
APERGY CORPCOM03755L10454,4551,623,587SH DFND151,463,5560160,031
APERGY CORPCOM03755L10498429,330SH DFND22,1529,33000
APERGY CORPCOM03755L1041,89156,385SH OTR22,8056,38500
APERGY CORPCOM03755L10427,732826,840SH DFND22826,84000
APERGY CORPCOM03755L104932,782SH OTR42,4003820
APERGY CORPCOM03755L1041023,038SH DFND42,9261120
APERGY CORPCOM03755L10412,413370,100SH DFND48347,816022,284
APERGY CORPCOM03755L10454816,344SH OTR4910,8924,912540
APERGY CORPCOM03755L1047,041209,941SH DFND49205,05404,887
APERGY CORPCOM03755L10455616,575SH DFND5916,509066
APOGEE ENTERPRISES INCCOM03759810910,823249,145SH DFND15232,435016,710
APOGEE ENTERPRISES INCCOM0375981094,08193,937SH DFND2293,93700
APOGEE ENTERPRISES INCCOM0375981093,21473,988SH DFND4873,98800
APOGEE ENTERPRISES INCCOM03759810966115,219SH DFND4915,21900
APOLLO CMMRL REAL EST FINOTE03762UAC9699700,000SH DFND15700,00000
APOLLO COMMERCIAL REAL ESTATCOM03762U10513,753747,847SH DFND15592,6760155,171
APOLLO COMMERCIAL REAL ESTATCOM03762U1059,013490,128SH DFND22490,12800
APOLLO COMMERCIAL REAL ESTATCOM03762U1059,020490,480SH DFND48490,48000
APOLLO COMMERCIAL REAL ESTATCOM03762U1052,207120,000SH OTR49120,00000
APOLLO COMMERCIAL REAL ESTATCOM03762U1051739,384SH DFND499,38400
APOLLO COMMERCIAL REAL ESTATCOM03762U10542322,982SH DFND5922,951031
APOLLO ENDOSURGERY INCCOM03767D1083811,663SH DFND4811,66300
APOLLO MEDICAL HOLDINGS INCCOM03763A20758434,932SH DFND1528,48006,452
APOLLO MEDICAL HOLDINGS INCCOM03763A20744126,415SH DFND4826,41500
APPFOLIO INC - ACOM03783C1002,28922,379SH DFND1515,54106,838
APPFOLIO INC - ACOM03783C1001,49514,622SH OTR22,8614,62200
APPFOLIO INC - ACOM03783C1003,95938,711SH DFND4838,71100
APPFOLIO INC - ACOM03783C10013131SH OTR4901310
APPFOLIO INC - ACOM03783C1001311,285SH DFND591,233052
APPIAN CORPCL A03782L1011,05429,209SH DFND1516,969012,240
APPIAN CORPCL A03782L10181122,481SH OTR22,8622,48100
APPIAN CORPCL A03782L1012,70574,995SH DFND4874,99500
APPIAN CORPCL A03782L1018226SH DFND4922600
APPLE HOSPITALITY REIT INCCOM03784Y20017,8111,122,991SH DFND151,006,8820116,109
APPLE HOSPITALITY REIT INCCOM03784Y20044528,060SH DFND2228,06000
APPLE HOSPITALITY REIT INCCOM03784Y2006375SH DFND437500
APPLE HOSPITALITY REIT INCCOM03784Y20010,404655,993SH DFND48593,505062,488
APPLE HOSPITALITY REIT INCCOM03784Y20054234,150SH DFND4934,15000
APPLE HOSPITALITY REIT INCCOM03784Y2006350SH OTR4935000
APPLE HOSPITALITY REIT INCCOM03784Y20053733,843SH DFND5933,797046
APPLE INCCOM0378331003,451,27917,437,749SH DFND1512,117,20205,320,547
APPLE INCCOM037833100146,549740,445SH OTR22,70740,44500
APPLE INCCOM037833100372,2291,880,706SH DFND221,880,70600
APPLE INCCOM03783310087,697443,092SH DFND22,15443,09200
APPLE INCCOM03783310043,557220,076SH DFND38220,07600
APPLE INCCOM03783310010,04950,775SH OTR424,39126,3840
APPLE INCCOM03783310022,070111,509SH DFND4111,4001090
APPLE INCCOM037833100291,3471,472,042SH DFND401,346,8820125,160
APPLE INCCOM0378331003,07415,532SH DFND4215,53200
APPLE INCCOM0378331002,884,33014,573,209SH DFND4813,187,45401,385,755
APPLE INCCOM0378331002,34811,863SH OTR48,3811,86300
APPLE INCCOM037833100833,1084,209,318SH DFND494,134,88426774,167
APPLE INCCOM037833100158,557801,117SH OTR49313,009384,096104,012
APPLE INCCOM03783310021,105106,632SH DFND59103,67102,961
APPLE INCCOM03783310059300SH DFND6430000
APPLE INCCOM0378331001,97910,000SHCallDFND49000
APPLIANCE RECYCLING CTRS AMRCOM03814F40391,940SH DFND151,94000
APPLIANCE RECYCLING CTRS AMRCOM03814F4037116,279SH DFND4816,27900
APPLIED GENETIC TECHNOLOGIESCOM03820J1004110,795SH DFND4810,79500
APPLIED INDUSTRIAL TECH INCCOM03820C10520,816338,304SH DFND15320,190018,114
APPLIED INDUSTRIAL TECH INCCOM03820C1058,433137,058SH DFND22137,05800
APPLIED INDUSTRIAL TECH INCCOM03820C10518290SH DFND429000
APPLIED INDUSTRIAL TECH INCCOM03820C1056,738109,500SH DFND48109,50000
APPLIED INDUSTRIAL TECH INCCOM03820C1051,60126,023SH DFND4926,02300
APPLIED MATERIALS INCCOM038222105352,3687,846,087SH DFND156,733,79701,112,290
APPLIED MATERIALS INCCOM0382221056,159137,132SH DFND22,38137,13200
APPLIED MATERIALS INCCOM0382221059,368208,584SH DFND22208,58400
APPLIED MATERIALS INCCOM0382221054,22193,999SH DFND22,1593,99900
APPLIED MATERIALS INCCOM03822210541,831931,445SH DFND38931,44500
APPLIED MATERIALS INCCOM03822210511250SH OTR402500
APPLIED MATERIALS INCCOM0382221051232,739SH DFND42,73900
APPLIED MATERIALS INCCOM038222105308,3236,865,343SH DFND406,141,9000723,443
APPLIED MATERIALS INCCOM0382221051,95643,562SH DFND4243,56200
APPLIED MATERIALS INCCOM0382221057,528167,631SH OTR48,38167,63100
APPLIED MATERIALS INCCOM038222105138,2213,077,726SH DFND482,794,9650282,761
APPLIED MATERIALS INCCOM03822210511,281251,182SH DFND49250,622400160
APPLIED MATERIALS INCCOM0382221052,53856,507SH OTR4949,1377,3700
APPLIED MATERIALS INCCOM0382221053978,829SH DFND598,82900
APPLIED OPTOELECTRONICS INCCOM03823U1021,224119,047SH DFND1598,103020,944
APPLIED OPTOELECTRONICS INCCOM03823U10273771,741SH DFND2271,74100
APPLIED OPTOELECTRONICS INCCOM03823U10253652,138SH DFND4852,13800
APPLIED OPTOELECTRONICS INCCOM03823U102676,535SH DFND496,53500
APPLIED THERAPEUTICS INCCOM03828A101161,930SH DFND151,93000
APPLIED THERAPEUTICS INCCOM03828A10115618,888SH DFND4818,88800
APTARGROUP INCCOM03833610352,101419,023SH DFND15368,371050,652
APTARGROUP INCCOM03833610352,872425,225SH DFND22425,22500
APTARGROUP INCCOM038336103322SH DFND42200
APTARGROUP INCCOM03833610332,874264,386SH DFND48246,083018,303
APTARGROUP INCCOM038336103326SH OTR490521
APTARGROUP INCCOM0383361031,85314,900SH DFND4914,90000
APTARGROUP INCCOM0383361038676,973SH DFND596,926047
APTEVO THERAPEUTICS INCCOM03835L1085056,620SH DFND4856,62000
APTIV PLCSHSG6095L109111,5741,380,352SH DFND151,114,8490265,503
APTIV PLCSHSG6095L1092,13226,382SH DFND22,1526,38200
APTIV PLCSHSG6095L1094,78159,149SH DFND2259,14900
APTIV PLCSHSG6095L10937462SH DFND446200
APTIV PLCSHSG6095L10965,666812,396SH DFND48735,889076,507
APTIV PLCSHSG6095L1091351,676SH OTR491821,47222
APTIV PLCSHSG6095L1092,76234,167SH DFND4934,132035
APTIV PLCSHSG6095L1097248,953SH DFND598,942011
APYX MEDICAL CORPCOM03837C10618527,473SH DFND155,168022,305
APYX MEDICAL CORPCOM03837C10658587,114SH DFND4887,11400
AQUA AMERICA INCCOM03836W10354,1451,308,788SH DFND151,199,0240109,764
AQUA AMERICA INCCOM03836W10316,595401,140SH DFND22401,14000
AQUA AMERICA INCCOM03836W103832,000SH OTR402,0000
AQUA AMERICA INCCOM03836W10326631SH DFND463100
AQUA AMERICA INCCOM03836W10334,212826,965SH DFND48765,489061,476
AQUA AMERICA INCCOM03836W1032,01148,612SH DFND4948,532080
AQUA AMERICA INCCOM03836W1031,58238,238SH OTR4912,35625,8820
AQUA AMERICA INCCOM03836W10368316,500SH DFND5116,50000
AQUA AMERICA INCCOM03836W10364815,674SH DFND5915,67400
AQUA METALS INCCOM03837J1015231,408SH DFND4831,40800
AQUANTIA CORPCOM03842Q1081088,278SH DFND153,58604,692
AQUANTIA CORPCOM03842Q10888267,713SH DFND4867,71300
AQUAVENTURE HOLDINGS LTDSHSG0443N10726113,079SH DFND154,83108,248
AQUAVENTURE HOLDINGS LTDSHSG0443N10758829,426SH DFND4829,42600
AQUAVENTURE HOLDINGS LTDSHSG0443N10724012,000SH OTR49012,0000
AQUAVENTURE HOLDINGS LTDSHSG0443N1076285SH DFND4928500
AQUINOX PHARMACEUTICALS INCCOM03842B1013916,478SH DFND4816,47800
ARAMARKCOM03852U10627,537763,649SH DFND15630,3400133,309
ARAMARKCOM03852U106972,690SH DFND222,69000
ARAMARKCOM03852U106250SH DFND45000
ARAMARKCOM03852U10616,588460,009SH DFND48389,407070,602
ARAMARKCOM03852U1066175SH DFND4917500
ARAMARKCOM03852U1064110SH OTR4900110
ARATANA THERAPEUTICS INCCOM03874P10115630,241SH DFND1513,732016,509
ARATANA THERAPEUTICS INCCOM03874P101690133,673SH DFND48133,67300
ARATANA THERAPEUTICS INCCOM03874P101285,370SH DFND495,37000
ARAVIVE INCCOM03890D1088113,445SH DFND4813,44500
ARBOR REALTY TRUST INCCOM03892310828823,797SH DFND1523,79700
ARBOR REALTY TRUST INCCOM03892310880466,314SH DFND4866,31400
ARBOR REALTY TRUST INCCOM038923108020SH DFND492000
ARC DOCUMENT SOLUTIONS INCCOM00191G1039848,162SH DFND1548,16200
ARC DOCUMENT SOLUTIONS INCCOM00191G1039847,969SH DFND4847,96900
ARCBEST CORPCOM03937C1056,260222,695SH DFND15192,968029,727
ARCBEST CORPCOM03937C1052,59392,244SH DFND2292,24400
ARCBEST CORPCOM03937C1052,02772,103SH DFND4872,10300
ARCBEST CORPCOM03937C1051204,253SH DFND494,25300
ARCH CAPITAL GROUP LTDORDG0450A10529,523796,187SH DFND15575,9650220,222
ARCH CAPITAL GROUP LTDORDG0450A105385SH DFND48500
ARCH CAPITAL GROUP LTDORDG0450A10526,298709,235SH DFND48596,6800112,555
ARCH CAPITAL GROUP LTDORDG0450A1055126SH OTR4901260
ARCH CAPITAL GROUP LTDORDG0450A1051,30735,250SH DFND4935,25000
ARCH CAPITAL GROUP LTDORDG0450A105982,631SH DFND592,63100
ARCH COAL INC - ACL A03938040713,419142,435SH DFND15129,897012,538
ARCH COAL INC - ACL A0393804074,57548,562SH DFND4848,56200
ARCH COAL INC - ACL A039380407220SH DFND492000
ARCHER-DANIELS-MIDLAND COCOM039483102183,1194,488,221SH DFND153,884,3930603,828
ARCHER-DANIELS-MIDLAND COCOM0394831022,33057,113SH DFND22,1557,11300
ARCHER-DANIELS-MIDLAND COCOM03948310240,121983,365SH DFND22983,36500
ARCHER-DANIELS-MIDLAND COCOM039483102130SH OTR40300
ARCHER-DANIELS-MIDLAND COCOM0394831021323,226SH DFND43,156700
ARCHER-DANIELS-MIDLAND COCOM0394831025,630138,000SH DFND48138,00000
ARCHER-DANIELS-MIDLAND COCOM03948310274,4131,823,840SH DFND481,660,9710162,869
ARCHER-DANIELS-MIDLAND COCOM03948310260214,750SH OTR499,7884,92240
ARCHER-DANIELS-MIDLAND COCOM0394831026,955170,456SH DFND49170,1810275
ARCHER-DANIELS-MIDLAND COCOM0394831022,57062,991SH DFND5962,8910100
ARCHROCK INCCOM03957W10621,0921,989,856SH DFND151,845,1450144,711
ARCHROCK INCCOM03957W1065,001471,771SH DFND22471,77100
ARCHROCK INCCOM03957W1069820SH DFND482000
ARCHROCK INCCOM03957W1063,754354,181SH DFND48354,18100
ARCHROCK INCCOM03957W10669265,304SH DFND4965,30400
ARCHROCK INCCOM03957W10681777,088SH DFND5977,08800
ARCO PLATFORM LTD - CLASS ACOMG045531061,84442,115SH DFND22,3842,11500
ARCO PLATFORM LTD - CLASS ACOMG045531062,99468,393SH DFND3868,39300
ARCO PLATFORM LTD - CLASS ACOMG045531063,89588,958SH DFND4063,843025,115
ARCO PLATFORM LTD - CLASS ACOMG045531061,83741,964SH OTR48,3841,96400
ARCONIC INCCOM03965L10038,6561,497,119SH DFND151,066,3410430,778
ARCONIC INCCOM03965L1002,47996,007SH DFND2296,00700
ARCONIC INCCOM03965L1001,10542,781SH DFND22,1542,78100
ARCONIC INCCOM03965L100399SH OTR49900
ARCONIC INCCOM03965L10011435SH DFND443500
ARCONIC INCCOM03965L10031,9371,236,907SH DFND481,117,5540119,353
ARCONIC INCCOM03965L1001,30450,496SH OTR494,39842,6323,466
ARCONIC INCCOM03965L1001,80269,783SH DFND4969,5620221
ARCONIC INCCOM03965L10036614,181SH DFND5912,12402,057
ARCONIC INCNOTE74973WAB31,7191,700,000SH DFND151,700,00000
ARCOSA INCCOM0396531009,007239,355SH DFND15190,469048,886
ARCOSA INCCOM0396531006,573174,670SH DFND22174,67000
ARCOSA INCCOM03965310088723,565SH OTR22,6923,56500
ARCOSA INCCOM03965310013358SH DFND435800
ARCOSA INCCOM0396531004,932131,054SH DFND48131,05400
ARCOSA INCCOM03965310081421,636SH DFND4921,63600
ARCOSA INCCOM0396531001012,676SH OTR490102,666
ARCUS BIOSCIENCES INCCOM03969F10939950,161SH DFND1526,507023,654
ARCUS BIOSCIENCES INCCOM03969F10953166,802SH DFND4866,80200
ARCUS BIOSCIENCES INCCOM03969F109020SH DFND492000
ARDAGH GROUP SACL AL0223L10126615,219SH DFND156,54008,679
ARDAGH GROUP SACL AL0223L10132818,731SH DFND4813,46005,271
ARDAGH GROUP SACL AL0223L1015305SH DFND4930500
ARDAGH GROUP SACL AL0223L101392,242SH DFND592,24200
ARDELYX INCCOM03969710713550,286SH DFND157,496042,790
ARDELYX INCCOM039697107363134,933SH DFND48134,93300
ARDMORE SHIPPING CORPCOMY0207T1001,720211,047SH DFND15185,868025,179
ARDMORE SHIPPING CORPCOMY0207T100946116,083SH OTR15,112116,08300
ARDMORE SHIPPING CORPCOMY0207T1005,988734,769SH DFND22734,76900
ARDMORE SHIPPING CORPCOMY0207T1001,563191,808SH DFND48191,80800
ARDMORE SHIPPING CORPCOMY0207T1001160SH DFND4916000
ARENA PHARMACEUTICALS INCCOM0400476074,88783,347SH DFND1554,580028,767
ARENA PHARMACEUTICALS INCCOM04004760785014,496SH OTR22,6914,49600
ARENA PHARMACEUTICALS INCCOM0400476077,705131,409SH DFND48131,40900
ARENA PHARMACEUTICALS INCCOM040047607355SH DFND495500
ARES CAPITAL CORPCOM04010L1032,925163,063SH DFND22163,06300
ARES CAPITAL CORPCOM04010L103492,735SH OTR42,73500
ARES CAPITAL CORPCOM04010L1031,77598,938SH DFND498,7581800
ARES CAPITAL CORPCOM04010L103251,413SH DFND481,41300
ARES CAPITAL CORPCOM04010L1031,58288,169SH OTR4959,63328,5360
ARES CAPITAL CORPCOM04010L10320,0341,116,722SH DFND491,109,17807,544
ARES CAPITAL CORPCOM04010L1031005,568SH DFND595,2800288
ARES CAPITAL CORPNOTE04010LAT0507500,000SH DFND15500,00000
ARES CAPITAL CORPNOTE04010LAW3516500,000SH DFND15500,00000
ARES COMMERCIAL REAL ESTATECOM04013V10897965,879SH DFND1542,330023,549
ARES COMMERCIAL REAL ESTATECOM04013V1081,14577,037SH DFND4877,03700
ARES MANAGEMENT CORP - ACL A03990B1018,028306,764SH DFND15281,494025,270
ARES MANAGEMENT CORP - ACL A03990B1014,091156,324SH DFND48156,32400
ARES MANAGEMENT CORP - ACL A03990B1012459,352SH OTR493,9855,224143
ARES MANAGEMENT CORP - ACL A03990B101652,500SH DFND492,50000
ARES MANAGEMENT CORP - ACL A03990B10148718,601SH DFND5918,1800421
ARGAN INCCOM04010E1093,92796,809SH DFND1588,29708,512
ARGAN INCCOM04010E1091,69341,730SH DFND4841,73000
ARGENX SE - ADRSPON04016X1011,0167,179SH OTR22,787,17900
ARGO GROUP INTERNATIONALCOMG0464B1074,28257,827SH DFND1524,577033,250
ARGO GROUP INTERNATIONALCOMG0464B1076,78791,661SH DFND4891,66100
ARGO GROUP INTERNATIONALCOMG0464B1075667,645SH DFND497,64500
ARGO GROUP INTERNATIONALCOMG0464B10719262SH DFND59212050
ARISTA NETWORKS INCCOM04041310638,993150,191SH DFND1592,882057,309
ARISTA NETWORKS INCCOM0404131068,43332,484SH DFND2232,48400
ARISTA NETWORKS INCCOM0404131061,3585,231SH DFND22,155,23100
ARISTA NETWORKS INCCOM040413106110424SH OTR41682560
ARISTA NETWORKS INCCOM0404131061,5966,149SH DFND46,14900
ARISTA NETWORKS INCCOM04041310644,464171,266SH DFND48154,073017,193
ARISTA NETWORKS INCCOM04041310649,677191,345SH DFND49188,6581162,571
ARISTA NETWORKS INCCOM0404131062,1448,259SH OTR494,1654,08410
ARK INDUSTRIAL INNOVATIONINDL00214Q20350514,970SH OTR4914,97000
ARLINGTON ASSET INVESTMENT-ACL A0413562052,080302,396SH DFND15273,437028,959
ARLINGTON ASSET INVESTMENT-ACL A04135620562590,787SH DFND4890,78700
ARLINGTON ASSET INVESTMENT-ACL A04135620515522,543SH DFND5921,5510992
ARLO TECHNOLOGIES INCCOM04206A1011,606400,549SH DFND15321,741078,808
ARLO TECHNOLOGIES INCCOM04206A1011,111277,112SH DFND22277,11200
ARLO TECHNOLOGIES INCCOM04206A101851212,339SH DFND48212,33900
ARLO TECHNOLOGIES INCCOM04206A101399,603SH DFND499,60300
ARMADA HOFFLER PROPERTIES INCOM04208T1086,447389,554SH DFND15345,565043,989
ARMADA HOFFLER PROPERTIES INCOM04208T1083,025182,793SH DFND22182,79300
ARMADA HOFFLER PROPERTIES INCOM04208T1082,295138,658SH DFND48138,65800
ARMADA HOFFLER PROPERTIES INCOM04208T10846628,180SH DFND4928,18000
ARMADA HOFFLER PROPERTIES INCOM04208T10815897SH DFND5989700
ARMOUR RESIDENTIAL REIT INCCOM0423155075,034270,053SH DFND15210,704059,349
ARMOUR RESIDENTIAL REIT INCCOM0423155073,527189,220SH DFND22189,22000
ARMOUR RESIDENTIAL REIT INCCOM042315507201,055SH DFND41,05500
ARMOUR RESIDENTIAL REIT INCCOM0423155072,869153,905SH DFND48153,90500
ARMOUR RESIDENTIAL REIT INCCOM04231550743223,200SH DFND4923,20000
ARMOUR RESIDENTIAL REIT INCCOM04231550700SH DFND59000
ARMSTRONG FLOORING INCCOM04238R10629529,995SH DFND158,833021,162
ARMSTRONG FLOORING INCCOM04238R10659460,309SH DFND4860,30900
ARMSTRONG FLOORING INCCOM04238R106017SH DFND490017
ARMSTRONG WORLD INDUSTRIESCOM04247X10213,832142,307SH DFND15118,517023,790
ARMSTRONG WORLD INDUSTRIESCOM04247X1029319,574SH OTR22,699,57400
ARMSTRONG WORLD INDUSTRIESCOM04247X1022,02020,786SH OTR22,8720,78600
ARMSTRONG WORLD INDUSTRIESCOM04247X1028,98492,433SH DFND4878,144014,289
ARMSTRONG WORLD INDUSTRIESCOM04247X102971,000SH DFND49968032
ARMSTRONG WORLD INDUSTRIESCOM04247X1026346,525SH DFND596,462063
AROTECH CORPCOM0426822032512,657SH DFND4812,65700
ARQULE INCCOM04269E1071,703154,684SH DFND15101,548053,136
ARQULE INCCOM04269E1071,154104,844SH OTR22,69104,84400
ARQULE INCCOM04269E1072,985271,106SH DFND48271,10600
ARQULE INCCOM04269E1074364SH OTR4903640
ARQULE INCCOM04269E107185SH DFND498500
ARRAY BIOPHARMA INCCOM04269X10515,701338,905SH DFND15239,487099,418
ARRAY BIOPHARMA INCCOM04269X1051,51132,620SH OTR22,7832,62000
ARRAY BIOPHARMA INCCOM04269X10527,911602,444SH DFND48602,44400
ARRAY BIOPHARMA INCCOM04269X10543921SH OTR4909210
ARRAY BIOPHARMA INCCOM04269X10515320SH DFND4932000
ARROW ELECTRONICS INCCOM04273510037,229522,369SH DFND15470,171052,198
ARROW ELECTRONICS INCCOM0427351002,60136,491SH OTR22,8036,49100
ARROW ELECTRONICS INCCOM04273510010,207143,215SH DFND22143,21500
ARROW ELECTRONICS INCCOM04273510021290SH DFND429000
ARROW ELECTRONICS INCCOM04273510024,080337,876SH DFND48312,614025,262
ARROW ELECTRONICS INCCOM0427351001,85326,001SH DFND4926,00100
ARROW ELECTRONICS INCCOM0427351006479,082SH OTR4909,0820
ARROW ELECTRONICS INCCOM042735100111SH DFND591100
ARROW FINANCIAL CORPCOM0427441022,12961,293SH DFND1546,227015,066
ARROW FINANCIAL CORPCOM0427441021,19034,272SH DFND4834,27200
ARROW FINANCIAL CORPCOM04274410217495SH DFND4949500
ARROWHEAD PHARMACEUTICALS INCOM04280A10011,958451,227SH DFND15409,901041,326
ARROWHEAD PHARMACEUTICALS INCOM04280A1008,961338,140SH DFND22338,14000
ARROWHEAD PHARMACEUTICALS INCOM04280A1007,015264,729SH DFND48264,72900
ARROWHEAD PHARMACEUTICALS INCOM04280A1002599,760SH DFND499,76000
ARTESIAN RESOURCES CORP-CL ACL A0431132082,13757,491SH DFND1550,69106,800
ARTESIAN RESOURCES CORP-CL ACL A04311320884222,650SH DFND4822,65000
ARTESIAN RESOURCES CORP-CL ACL A0431132089245SH DFND4924500
ARTHUR J GALLAGHER & COCOM36357610953,764613,817SH DFND15425,0300188,787
ARTHUR J GALLAGHER & COCOM3635761093,24237,016SH DFND2237,01600
ARTHUR J GALLAGHER & COCOM3635761091,64618,797SH DFND22,1518,79700
ARTHUR J GALLAGHER & COCOM36357610944500SH OTR4504500
ARTHUR J GALLAGHER & COCOM3635761091,34915,402SH DFND415,382200
ARTHUR J GALLAGHER & COCOM36357610950,227573,434SH DFND48520,656052,778
ARTHUR J GALLAGHER & COCOM3635761091,53817,558SH OTR499,7667,73062
ARTHUR J GALLAGHER & COCOM36357610930,056343,148SH DFND49341,71801,430
ARTHUR J GALLAGHER & COCOM3635761098,26594,357SH DFND5989,50404,853
ARTISAN PARTNERS ASSET MA -ACL A04316A10813,977507,881SH DFND15468,777039,104
ARTISAN PARTNERS ASSET MA -ACL A04316A1083,831139,194SH DFND48139,19400
ARTISAN PARTNERS ASSET MA -ACL A04316A108833,032SH OTR492,2970735
ARTISAN PARTNERS ASSET MA -ACL A04316A108592,159SH DFND492,15900
ART'S-WAY MANUFACTURING COCOM0431681032814,101SH DFND4814,10100
ARVINAS INCCOM04335A10542719,413SH DFND1512,44606,967
ARVINAS INCCOM04335A10581637,092SH DFND4837,09200
ASBURY AUTOMOTIVE GROUPCOM04343610412,891152,840SH DFND15143,63909,201
ASBURY AUTOMOTIVE GROUPCOM0434361045,86869,576SH DFND2269,57600
ASBURY AUTOMOTIVE GROUPCOM0434361044,85257,526SH DFND4857,52600
ASBURY AUTOMOTIVE GROUPCOM0434361041451,717SH DFND491,71700
ASCENA RETAIL GROUP INCCOM04351G101529867,386SH DFND15683,9260183,460
ASCENA RETAIL GROUP INCCOM04351G101390638,939SH DFND22638,93900
ASCENA RETAIL GROUP INCCOM04351G101325532,136SH DFND48532,13600
ASCENA RETAIL GROUP INCCOM04351G101078SH DFND497800
ASGN INCCOM00191U10212,986214,292SH DFND15187,298026,994
ASGN INCCOM00191U10280913,350SH OTR22,10413,35000
ASGN INCCOM00191U1025,44889,906SH DFND2289,90600
ASGN INCCOM00191U10217275SH DFND427500
ASGN INCCOM00191U10215,105249,252SH DFND48249,25200
ASGN INCCOM00191U1025769,501SH DFND499,50100
ASHFORD HOSPITALITY TRUSTCOM0441031092,218746,809SH DFND15659,927086,882
ASHFORD HOSPITALITY TRUSTCOM044103109980329,937SH DFND48329,93700
ASHFORD HOSPITALITY TRUSTCOM044103109124,030SH DFND494,03000
ASHLAND GLOBAL HOLDINGS INCCOM04418610426,102326,396SH DFND15294,023032,373
ASHLAND GLOBAL HOLDINGS INCCOM0441861049,243115,579SH DFND22115,57900
ASHLAND GLOBAL HOLDINGS INCCOM04418610414173SH DFND417300
ASHLAND GLOBAL HOLDINGS INCCOM04418610419,606245,161SH DFND48227,257017,904
ASHLAND GLOBAL HOLDINGS INCCOM0441861041,73821,728SH DFND4921,72800
ASHLAND GLOBAL HOLDINGS INCCOM0441861046017,510SH DFND597,51000
ASML HOLDING NV-NY REG SHSN YN070592105,46026,261SH DFND1526,26100
ASML HOLDING NV-NY REG SHSN YN0705921052,446252,230SH OTR22,70252,23000
ASML HOLDING NV-NY REG SHSN YN070592103,40116,355SH DFND4916,35500
ASML HOLDING NV-NY REG SHSN YN07059210114546SH OTR49445020
ASML HOLDING NV-NY REG SHSN YN070592102,84113,665SH DFND5913,619046
ASPEN AEROGELS INCCOM04523Y10510414,647SH DFND4814,64700
ASPEN TECHNOLOGY INCCOM04532710315,925128,137SH DFND1592,394035,743
ASPEN TECHNOLOGY INCCOM04532710354432SH DFND2243200
ASPEN TECHNOLOGY INCCOM0453271037716,207SH OTR22,786,20700
ASPEN TECHNOLOGY INCCOM04532710316,607133,628SH DFND48112,555021,073
ASPEN TECHNOLOGY INCCOM0453271035654,544SH DFND494,504040
ASPEN TECHNOLOGY INCCOM04532710359473SH OTR49104630
ASPEN TECHNOLOGY INCCOM0453271035274,241SH DFND594,0100231
ASSEMBLY BIOSCIENCES INCCOM04539610852538,886SH DFND1520,691018,195
ASSEMBLY BIOSCIENCES INCCOM04539610887765,031SH DFND4865,03100
ASSEMBLY BIOSCIENCES INCCOM0453961082115SH DFND4911500
ASSERTIO THERAPEUTICS INCCOM04545L1071,219353,366SH DFND15286,261067,105
ASSERTIO THERAPEUTICS INCCOM04545L107825239,163SH DFND22239,16300
ASSERTIO THERAPEUTICS INCCOM04545L107632183,145SH DFND48183,14500
ASSERTIO THERAPEUTICS INCCOM04545L107174,984SH DFND494,98400
ASSOCIATED BANC-CORPCOM0454871058,961423,898SH DFND15,66423,89800
ASSOCIATED BANC-CORPCOM04548710526,5121,254,123SH DFND151,077,2920176,831
ASSOCIATED BANC-CORPCOM04548710511,133526,651SH DFND22526,65100
ASSOCIATED BANC-CORPCOM0454871053120SH DFND412000
ASSOCIATED BANC-CORPCOM04548710513,583642,546SH DFND48594,810047,736
ASSOCIATED BANC-CORPCOM0454871051,19256,385SH DFND4956,38500
ASSOCIATED BANC-CORPCOM045487105160SH OTR490600
ASSOCIATED CAPITAL GROUP - ACL A0455281062045,450SH DFND152,03403,416
ASSOCIATED CAPITAL GROUP - ACL A0455281062145,711SH DFND485,71100
ASSOCIATED CAPITAL GROUP - ACL A045528106982,610SH DFND492,61000
ASSURANT INCCOM04621X108115,6621,087,254SH DFND15987,295099,959
ASSURANT INCCOM04621X1086576,173SH DFND22,156,17300
ASSURANT INCCOM04621X10857,939544,646SH DFND22544,64600
ASSURANT INCCOM04621X10815140SH OTR401400
ASSURANT INCCOM04621X1081401,319SH DFND41,279400
ASSURANT INCCOM04621X10827,656259,978SH DFND48242,549017,429
ASSURANT INCCOM04621X1087,47670,275SH DFND4970,27500
ASSURANT INCCOM04621X1081,49214,024SH OTR493,63510,36326
ASSURANT INCCOM04621X1084,40741,427SH DFND5939,24302,184
ASSURED GUARANTY LTDCOMG0585R1065,937141,081SH DFND1588,863052,218
ASSURED GUARANTY LTDCOMG0585R10695922,780SH DFND2222,78000
ASSURED GUARANTY LTDCOMG0585R1068180SH DFND418000
ASSURED GUARANTY LTDCOMG0585R1068,528202,661SH DFND48170,120032,541
ASSURED GUARANTY LTDCOMG0585R10645110,728SH DFND4910,72800
ASSURED GUARANTY LTDCOMG0585R1064106SH OTR4901060
ASSURED GUARANTY LTDCOMG0585R1065119SH DFND5911900
ASTEC INDUSTRIES INCCOM0462241015,636173,082SH DFND15,66173,08200
ASTEC INDUSTRIES INCCOM0462241019,282285,075SH DFND15222,495062,580
ASTEC INDUSTRIES INCCOM0462241014,212129,365SH DFND22129,36500
ASTEC INDUSTRIES INCCOM0462241012,07563,719SH DFND4863,71900
ASTEC INDUSTRIES INCCOM04622410134110,475SH DFND4910,47500
ASTRAZENECA PLC-SPONS ADRSPON04635310863815,466SH OTR4911,3153,404747
ASTRAZENECA PLC-SPONS ADRSPON0463531082,08850,570SH DFND4950,57000
ASTRAZENECA PLC-SPONS ADRSPON0463531082,01948,904SH DFND5948,7980106
ASTRONICS CORPCOM0464331088,985223,392SH DFND15,66223,39200
ASTRONICS CORPCOM0464331087,888196,120SH DFND15134,822061,298
ASTRONICS CORPCOM0464331082,39759,608SH DFND2259,60800
ASTRONICS CORPCOM0464331082,69166,911SH DFND4866,91100
ASTRONICS CORPCOM0464331081223,030SH DFND493,03000
ASTRONOVA INCCOM04638F10835313,671SH DFND1512,59501,076
ASTRONOVA INCCOM04638F10842516,445SH DFND4816,44500
ASURE SOFTWARE INCCOM04649U10219623,849SH DFND4823,84900
ASURE SOFTWARE INCCOM04649U102475,735SH DFND495,73500
AT HOME GROUP INCCOM04650Y100711106,806SH DFND1562,244044,562
AT HOME GROUP INCCOM04650Y100770115,562SH DFND48115,56200
AT HOME GROUP INCCOM04650Y10005SH DFND49500
AT&T INCCOM00206R1021,063,04331,723,163SH DFND1522,883,51108,839,652
AT&T INCCOM00206R10224,761738,917SH DFND22,15738,91700
AT&T INCCOM00206R102213,4616,370,062SH DFND226,370,06200
AT&T INCCOM00206R102521,559SH DFND381,55900
AT&T INCCOM00206R1023,05591,174SH DFND490,6854890
AT&T INCCOM00206R1021,73551,766SH OTR429,95621,8100
AT&T INCCOM00206R102799,27423,851,804SH DFND4821,715,46602,136,338
AT&T INCCOM00206R102139,8584,173,629SH DFND494,109,631063,998
AT&T INCCOM00206R10228,649854,929SH OTR49457,080357,14440,705
AT&T INCCOM00206R10266319,800SH DFND5119,80000
AT&T INCCOM00206R10221,212633,006SH DFND59618,853014,154
AT&T INCCOM00206R10267020,000SH DFND6420,00000
ATARA BIOTHERAPEUTICS INCCOM0465131071,30364,779SH DFND1544,208020,571
ATARA BIOTHERAPEUTICS INCCOM0465131072,569127,750SH DFND48127,75000
ATARA BIOTHERAPEUTICS INCCOM04651310719925SH DFND4992500
ATHENE HOLDING LTD-CLASS ACL AG0684D10714,849344,834SH DFND15255,938088,896
ATHENE HOLDING LTD-CLASS ACL AG0684D10711,706271,845SH DFND48225,459046,386
ATHENE HOLDING LTD-CLASS ACL AG0684D107115SH DFND491500
ATHENE HOLDING LTD-CLASS ACL AG0684D107251SH OTR490051
ATHENEX INCCOM04685N1031,52577,007SH DFND1551,686025,321
ATHENEX INCCOM04685N1032,792141,020SH DFND48141,02000
ATHERSYS INCCOM04744L1066840,345SH DFND1519,589020,756
ATHERSYS INCCOM04744L106559332,737SH DFND48332,73700
ATKORE INTERNATIONAL GROUP ICOM0476491083,433132,691SH DFND15112,712019,979
ATKORE INTERNATIONAL GROUP ICOM0476491081,38653,585SH OTR22,8353,58500
ATKORE INTERNATIONAL GROUP ICOM0476491083,041117,540SH DFND48117,54000
ATLANTIC AMERICAN CORPCOM0482091006325,812SH DFND4825,81200
ATLANTIC CAPITAL BANCSHARESCOM04826920351930,305SH OTR15,11230,30500
ATLANTIC CAPITAL BANCSHARESCOM0482692031,69098,710SH DFND1577,323021,387
ATLANTIC CAPITAL BANCSHARESCOM0482692033,313193,528SH DFND22193,52800
ATLANTIC CAPITAL BANCSHARESCOM0482692031,65596,696SH DFND4896,69600
ATLANTIC POWER CORPCOM04878Q863370153,016SH DFND1555,067097,949
ATLANTIC POWER CORPCOM04878Q863841347,700SH OTR22,77347,70000
ATLANTIC POWER CORPCOM04878Q863625258,290SH OTR22,83258,29000
ATLANTIC POWER CORPCOM04878Q863728300,634SH DFND48300,63400
ATLANTIC UNION BANKSHARES COCOM04911A1072,06158,329SH OTR15,11258,32900
ATLANTIC UNION BANKSHARES COCOM04911A10718,967536,858SH DFND15396,4670140,391
ATLANTIC UNION BANKSHARES COCOM04911A1079,101257,611SH DFND15,66257,61100
ATLANTIC UNION BANKSHARES COCOM04911A10715,632442,464SH DFND22442,46400
ATLANTIC UNION BANKSHARES COCOM04911A1071,74449,350SH OTR22,10449,35000
ATLANTIC UNION BANKSHARES COCOM04911A1079,367265,127SH DFND48265,12700
ATLANTIC UNION BANKSHARES COCOM04911A107972,750SH DFND492,75000
ATLANTICUS HOLDINGS CORPCOM04914Y1024110,155SH DFND4810,15500
ATLAS AIR WORLDWIDE HLDGNOTE049164BH8496500,000SH DFND15500,00000
ATLAS AIR WORLDWIDE HLDGNOTE049164BH855,000SH DFND495,00000
ATLAS AIR WORLDWIDE HOLDINGSCOM0491642058,586192,334SH DFND15165,238027,096
ATLAS AIR WORLDWIDE HOLDINGSCOM0491642054,11092,081SH DFND2292,08100
ATLAS AIR WORLDWIDE HOLDINGSCOM0491642053,12569,996SH DFND4869,99600
ATLAS AIR WORLDWIDE HOLDINGSCOM0491642052696,015SH DFND496,01500
ATLASSIAN CORP PLC-CLASS ACL AG0624210411,04984,446SH DFND1532,045052,401
ATLASSIAN CORP PLC-CLASS ACL AG062421048,30863,494SH DFND2263,49400
ATLASSIAN CORP PLC-CLASS ACL AG06242104123939SH OTR43805590
ATLASSIAN CORP PLC-CLASS ACL AG062421042,10116,057SH DFND416,05700
ATLASSIAN CORP PLC-CLASS ACL AG0624210412,04792,074SH DFND4861,939030,135
ATLASSIAN CORP PLC-CLASS ACL AG0624210468,358522,456SH DFND49515,765856,606
ATLASSIAN CORP PLC-CLASS ACL AG062421042,20716,870SH OTR499,5577,27043
ATMOS ENERGY CORPCOM04956010558,902557,992SH DFND15438,9200119,072
ATMOS ENERGY CORPCOM0495601052,98728,297SH DFND2228,29700
ATMOS ENERGY CORPCOM0495601051,24011,747SH DFND22,1511,74700
ATMOS ENERGY CORPCOM04956010531292SH DFND429200
ATMOS ENERGY CORPCOM04956010544,543421,972SH DFND48388,549033,423
ATMOS ENERGY CORPCOM0495601051401,323SH OTR496701,256
ATMOS ENERGY CORPCOM0495601052,71425,709SH DFND4925,70900
ATMOS ENERGY CORPCOM049560105655SH DFND595500
ATN INTERNATIONAL INCCOM00215F1074,99486,511SH DFND1573,975012,536
ATN INTERNATIONAL INCCOM00215F1072,26739,270SH DFND2239,27000
ATN INTERNATIONAL INCCOM00215F1071,58227,408SH DFND4827,40800
ATN INTERNATIONAL INCCOM00215F1071182,045SH DFND492,04500
ATOMERA INCCOM04965B10010120,048SH DFND4820,04800
ATRICURE INCCOM04963C2093,567119,547SH DFND15105,954013,593
ATRICURE INCCOM04963C2091,53051,289SH DFND2251,28900
ATRICURE INCCOM04963C2091,11937,500SH OTR22,7737,50000
ATRICURE INCCOM04963C2093,132104,954SH DFND48104,95400
ATRICURE INCCOM04963C2091103,700SH DFND493,70000
ATRICURE INCCOM04963C209331,100SH OTR491,10000
ATRION CORPORATIONCOM0499041054,9295,780SH DFND155,0510729
ATRION CORPORATIONCOM0499041053,1793,728SH DFND483,72800
ATRION CORPORATIONCOM0499041052023SH DFND492300
AU OPTRONICS CORP-SPON ADRSPON0022551077726,073SH DFND5925,7090364
AUDENTES THERAPEUTICS INCCOM05070R1042,24459,264SH DFND1540,329018,935
AUDENTES THERAPEUTICS INCCOM05070R1044,058107,177SH DFND48107,17700
AURORA CANNABIS INCCOM05156X1083,237413,916SH DFND15380,110033,806
AURORA CANNABIS INCCOM05156X1082,899370,760SH DFND48370,76000
AURORA CANNABIS INCCOM05156X108526,662SH DFND496,66200
AUTODESK INCCOM052769106135,769833,452SH DFND15578,6150254,837
AUTODESK INCCOM0527691063,63822,331SH DFND22,1522,33100
AUTODESK INCCOM05276910616,872103,573SH DFND22103,57300
AUTODESK INCCOM052769106162993SH DFND499300
AUTODESK INCCOM052769106115,604709,664SH DFND48644,387065,277
AUTODESK INCCOM0527691063201,963SH OTR49660880423
AUTODESK INCCOM05276910610,01861,495SH DFND4961,423072
AUTODESK INCCOM0527691066323,877SH DFND593,87304
AUTOHOME INC-ADRSP A05278C1073,89545,487SH DFND1543,39202,095
AUTOHOME INC-ADRSP A05278C10710,179118,886SH DFND22,38118,88600
AUTOHOME INC-ADRSP A05278C1072,03323,749SH DFND2223,74900
AUTOHOME INC-ADRSP A05278C10716,460192,240SH DFND38192,24000
AUTOHOME INC-ADRSP A05278C10726,536309,932SH DFND40237,829072,103
AUTOHOME INC-ADRSP A05278C10710,065117,558SH OTR48,38117,55800
AUTOHOME INC-ADRSP A05278C1074,03547,123SH DFND4847,12300
AUTOHOME INC-ADRSP A05278C10755637SH DFND4963700
AUTOLIV INCCOM0528001094,32561,336SH DFND1557,34503,991
AUTOLIV INCCOM052800109336SH DFND43600
AUTOLIV INCCOM0528001094,97070,492SH DFND4870,49200
AUTOLIV INCCOM0528001095998,489SH OTR4920008,289
AUTOLIV INCCOM0528001094286,073SH DFND496,048025
AUTOMATIC DATA PROCESSINGCOM053015103367,0842,220,313SH DFND151,710,7060509,607
AUTOMATIC DATA PROCESSINGCOM05301510314,05685,020SH OTR22,7085,02000
AUTOMATIC DATA PROCESSINGCOM05301510341,035248,200SH DFND22,51248,20000
AUTOMATIC DATA PROCESSINGCOM05301510318,152109,793SH DFND22109,79300
AUTOMATIC DATA PROCESSINGCOM0530151037,31144,219SH DFND22,1544,21900
AUTOMATIC DATA PROCESSINGCOM05301510330180SH DFND3818000
AUTOMATIC DATA PROCESSINGCOM0530151033,23619,570SH DFND419,56190
AUTOMATIC DATA PROCESSINGCOM0530151034692,834SH OTR42,0348000
AUTOMATIC DATA PROCESSINGCOM05301510318,776113,568SH OTR48,51113,56800
AUTOMATIC DATA PROCESSINGCOM053015103232,5501,406,583SH DFND481,276,1580130,425
AUTOMATIC DATA PROCESSINGCOM05301510323,288140,860SH OTR4984,25155,693916
AUTOMATIC DATA PROCESSINGCOM05301510373,688445,701SH DFND49431,95813213,611
AUTOMATIC DATA PROCESSINGCOM053015103121,816736,804SH OTR51,94736,80400
AUTOMATIC DATA PROCESSINGCOM053015103582,6333,524,058SH DFND512,696,6470827,411
AUTOMATIC DATA PROCESSINGCOM05301510311,09767,121SH DFND5963,36903,753
AUTONATION INCCOM05329W10215,430367,895SH DFND15341,739026,156
AUTONATION INCCOM05329W1024,270101,818SH DFND22101,81800
AUTONATION INCCOM05329W1029,366223,313SH DFND48207,468015,845
AUTONATION INCCOM05329W1021,00023,836SH DFND4923,805031
AUTOWEB INCCOM05335B10020357,300SH DFND1557,30000
AUTOWEB INCCOM05335B1006618,529SH DFND4818,52900
AUTOZONE INCCOM05333210294,74186,170SH DFND1560,708025,462
AUTOZONE INCCOM0533321021,8821,712SH OTR22,801,71200
AUTOZONE INCCOM0533321022,6962,452SH DFND22,152,45200
AUTOZONE INCCOM05333210210,6609,696SH DFND229,69600
AUTOZONE INCCOM053332102170155SH DFND415500
AUTOZONE INCCOM05333210291,62183,332SH DFND4875,79607,536
AUTOZONE INCCOM0533321028,4097,648SH DFND497,636012
AUTOZONE INCCOM053332102367334SH OTR49315514
AUTOZONE INCCOM0533321023,9703,611SH DFND593,4790132
AVALARA INCCOM05338G1062,49834,603SH DFND1515,487019,116
AVALARA INCCOM05338G1061,15015,927SH OTR22,6915,92700
AVALARA INCCOM05338G1061,15115,944SH OTR22,7815,94400
AVALARA INCCOM05338G1067089,812SH OTR22,1149,81200
AVALARA INCCOM05338G1064,99769,204SH DFND4859,61009,594
AVALARA INCCOM05338G1063,73151,673SH DFND4951,67300
AVALON GLOBOCARE CORPCOM05344R104103,936SH DFND1552503,411
AVALON GLOBOCARE CORPCOM05344R1047830,019SH DFND4830,01900
AVALONBAY COMMUNITIES INCCOM05348410194,077463,021SH DFND15319,6880143,333
AVALONBAY COMMUNITIES INCCOM0534841019,10544,813SH DFND2244,81300
AVALONBAY COMMUNITIES INCCOM0534841012,85314,040SH DFND22,1514,04000
AVALONBAY COMMUNITIES INCCOM05348410122,756112,000SH OTR22,57112,00000
AVALONBAY COMMUNITIES INCCOM05348410167329SH DFND432900
AVALONBAY COMMUNITIES INCCOM053484101123,824609,429SH DFND48569,068040,361
AVALONBAY COMMUNITIES INCCOM05348410117,06784,000SH OTR48,5784,00000
AVALONBAY COMMUNITIES INCCOM0534841014,28421,087SH DFND4921,041046
AVALONBAY COMMUNITIES INCCOM0534841013151,552SH OTR491,54750
AVALONBAY COMMUNITIES INCCOM05348410137184SH DFND5918400
AVANGRID INCCOM05351W10315,131299,616SH DFND15266,860032,756
AVANGRID INCCOM05351W1034,68992,860SH DFND2292,86000
AVANGRID INCCOM05351W1034,14582,073SH DFND4866,155015,918
AVANGRID INCCOM05351W1034879,643SH DFND499,64300
AVANOS MEDICAL INCCOM05350V10610,333236,952SH DFND15185,189051,763
AVANOS MEDICAL INCCOM05350V1063,46179,367SH DFND2279,36700
AVANOS MEDICAL INCCOM05350V1061,27929,325SH OTR22,10429,32500
AVANOS MEDICAL INCCOM05350V106487SH DFND48700
AVANOS MEDICAL INCCOM05350V1069,634220,904SH DFND48220,90400
AVANOS MEDICAL INCCOM05350V1061,28429,439SH DFND4929,43900
AVANOS MEDICAL INCCOM05350V1061533,515SH OTR491,7981,530187
AVANOS MEDICAL INCCOM05350V10600SH DFND59000
AVANTOR INCCOM05352A1001,975103,467SH OTR22,80103,46700
AVANTOR INCCOM05352A1003,044159,456SH DFND48159,45600
AVANTOR INCCOM05352A100221,162SH DFND591,16200
AVANTOR INC6.2505352A20966110,000SH DFND 10,00000
AVAYA HOLDINGS CORPCOM05351X1012,598218,132SH DFND1599,0960119,036
AVAYA HOLDINGS CORPCOM05351X1013,324279,063SH DFND48279,06300
AVAYA HOLDINGS CORPCOM05351X10104SH DFND 400
AVEO PHARMACEUTICALS INCCOM0535881096698,115SH DFND4898,11500
AVERY DENNISON CORPCOM05361110955,722481,687SH DFND15393,137088,550
AVERY DENNISON CORPCOM0536111094,58839,660SH OTR22,8039,66000
AVERY DENNISON CORPCOM0536111099938,582SH DFND22,158,58200
AVERY DENNISON CORPCOM0536111093,99834,559SH DFND2234,55900
AVERY DENNISON CORPCOM0536111092,82524,420SH OTR22,7724,42000
AVERY DENNISON CORPCOM053611109651SH DFND45100
AVERY DENNISON CORPCOM0536111093,29728,500SH DFND4828,50000
AVERY DENNISON CORPCOM05361110934,304296,546SH DFND48270,786025,760
AVERY DENNISON CORPCOM0536111091371,186SH OTR4965650030
AVERY DENNISON CORPCOM0536111096,02252,055SH DFND4951,4550600
AVERY DENNISON CORPCOM0536111091,53613,276SH DFND5913,232044
AVID BIOSERVICES INCCOM05368M10617330,813SH DFND1520,93609,877
AVID BIOSERVICES INCCOM05368M106767136,973SH DFND48136,97300
AVID BIOSERVICES INCCOM05368M10605SH DFND 500
AVID TECHNOLOGY INCCOM05367P10011712,850SH DFND157,65405,196
AVID TECHNOLOGY INCCOM05367P10073981,082SH DFND4881,08200
AVID TECHNOLOGY INCNOTE05367PAB6734750,000SH DFND15750,00000
AVIS BUDGET GROUP INCCOM05377410513,392380,880SH DFND15351,590029,290
AVIS BUDGET GROUP INCCOM0537741051,43840,900SH OTR22,7740,90000
AVIS BUDGET GROUP INCCOM0537741053,820108,648SH DFND22108,64800
AVIS BUDGET GROUP INCCOM05377410510,746305,637SH DFND48305,63700
AVIS BUDGET GROUP INCCOM05377410555115,681SH OTR4949015,1910
AVIS BUDGET GROUP INCCOM0537741051,48942,352SH DFND4942,0620290
AVISTA CORPCOM05379B10717,273387,276SH DFND15,66387,27600
AVISTA CORPCOM05379B10736,859826,446SH DFND15671,0710155,375
AVISTA CORPCOM05379B10715,071337,914SH DFND22337,91400
AVISTA CORPCOM05379B10712275SH DFND427500
AVISTA CORPCOM05379B1078,973201,190SH DFND48201,19000
AVISTA CORPCOM05379B1071,59835,836SH DFND4935,83600
AVNET INCCOM05380710335,829791,443SH DFND15730,034061,409
AVNET INCCOM0538071038,120179,376SH DFND22179,37600
AVNET INCCOM05380710325555SH DFND455500
AVNET INCCOM05380710319,238424,958SH DFND48391,073033,885
AVNET INCCOM053807103010SH OTR490100
AVNET INCCOM0538071031,85040,858SH DFND4940,85800
AVNET INCCOM0538071031282,833SH DFND592,785048
AVON PRODUCTS INCCOM0543031026,5651,691,960SH DFND151,691,96000
AVON PRODUCTS INCCOM0543031026,0901,569,502SH DFND221,569,50200
AVON PRODUCTS INCCOM0543031021,400360,949SH DFND48360,94900
AVON PRODUCTS INCCOM0543031029925,513SH DFND4925,51300
AVON PRODUCTS INCCOM05430310209SH DFND 900
AVROBIO INCCOM05455M10024515,040SH DFND1512,52702,513
AVROBIO INCCOM05455M10056934,999SH DFND4834,99900
AVX CORPCOM00244410716,001963,934SH DFND15912,396051,538
AVX CORPCOM0024441072,078125,202SH DFND48125,20200
AVX CORPCOM0024441073182SH DFND4918200
AWARE INC/MASSCOM05453N1006619,864SH DFND4819,86400
AXA EQUITABLE HOLDINGS INCCOM05456110522,7721,089,586SH DFND15940,6010148,985
AXA EQUITABLE HOLDINGS INCCOM0545611058,830422,498SH DFND48353,108069,390
AXA EQUITABLE HOLDINGS INCCOM05456110510486SH DFND4948600
AXA EQUITABLE HOLDINGS INCCOM054561105297SH DFND599700
AXALTA COATING SYSTEMS LTDCOMG0750C1089,801329,230SH DFND15203,8950125,335
AXALTA COATING SYSTEMS LTDCOMG0750C10811,864398,506SH DFND48336,686061,820
AXALTA COATING SYSTEMS LTDCOMG0750C108481,608SH DFND491,60800
AXALTA COATING SYSTEMS LTDCOMG0750C10839913,393SH DFND5913,39300
AXCELIS TECHNOLOGIES INCCOM0545402083,060203,353SH DFND15170,713032,640
AXCELIS TECHNOLOGIES INCCOM0545402081,757116,725SH DFND22116,72500
AXCELIS TECHNOLOGIES INCCOM054540208140SH DFND44000
AXCELIS TECHNOLOGIES INCCOM0545402081,35690,094SH DFND4890,09400
AXCELIS TECHNOLOGIES INCCOM054540208261,710SH DFND491,71000
AXIS CAPITAL HOLDINGS LTDSHSG0692U1096,860114,998SH DFND1573,961041,037
AXIS CAPITAL HOLDINGS LTDSHSG0692U1099,288155,709SH DFND48131,876023,833
AXIS CAPITAL HOLDINGS LTDSHSG0692U10960910,210SH DFND4910,21000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10924401SH DFND5940100
AXOGEN INCCOM05463X1064,146209,386SH DFND15192,205017,181
AXOGEN INCCOM05463X1061,93597,732SH OTR15,11297,73200
AXOGEN INCCOM05463X10611,798595,876SH DFND22595,87600
AXOGEN INCCOM05463X1063,784191,120SH DFND48191,12000
AXOGEN INCCOM05463X106261,305SH DFND491,30500
AXOGEN INCCOM05463X1061899,564SH DFND599,550014
AXON ENTERPRISE INCCOM05464C10113,178205,236SH DFND15179,038026,198
AXON ENTERPRISE INCCOM05464C1016,457100,562SH DFND22100,56200
AXON ENTERPRISE INCCOM05464C1019140SH DFND414000
AXON ENTERPRISE INCCOM05464C10118,668290,734SH DFND48290,73400
AXON ENTERPRISE INCCOM05464C10150775SH OTR4900775
AXON ENTERPRISE INCCOM05464C10182312,818SH DFND4912,81800
AXONICS MODULATION TECHNOLOGCOM05465P10171117,362SH DFND1511,27906,083
AXONICS MODULATION TECHNOLOGCOM05465P10182720,177SH OTR22,6920,17700
AXONICS MODULATION TECHNOLOGCOM05465P1011,53537,475SH DFND4837,47500
AXONICS MODULATION TECHNOLOGCOM05465P10139955SH DFND4995500
AXOS FINANCIAL INCCOM05465C1008,889326,189SH DFND15285,200040,989
AXOS FINANCIAL INCCOM05465C1001,08839,922SH OTR22,7139,92200
AXOS FINANCIAL INCCOM05465C1005,246192,509SH DFND22192,50900
AXOS FINANCIAL INCCOM05465C1002,57594,495SH OTR22,8794,49500
AXOS FINANCIAL INCCOM05465C1004,679171,721SH DFND48171,72100
AXOS FINANCIAL INCCOM05465C10076928,215SH DFND4928,21500
AXSOME THERAPEUTICS INCCOM05464T10483832,534SH DFND1522,98009,554
AXSOME THERAPEUTICS INCCOM05464T10496937,646SH OTR22,6937,64600
AXSOME THERAPEUTICS INCCOM05464T10459423,080SH OTR22,10423,08000
AXSOME THERAPEUTICS INCCOM05464T1041,83271,136SH DFND4871,13600
AXT INCCOM00246W103439110,838SH DFND1563,531047,307
AXT INCCOM00246W10336391,647SH DFND4891,64700
AYTU BIOSCIENCE INCCOM0547547007539,798SH DFND4839,79800
AYTU BIOSCIENCE INCCOM05475470001SH DFND 100
AZZ INCCOM0024741049,122198,218SH DFND15174,366023,852
AZZ INCCOM0024741044,36494,824SH DFND2294,82400
AZZ INCCOM0024741043,77782,072SH DFND4882,07200
AZZ INCCOM00247410414295SH DFND4929500
B&G FOODS INCCOM05508R10620,608990,751SH DFND15924,494066,257
B&G FOODS INCCOM05508R1064,868234,021SH DFND22234,02100
B&G FOODS INCCOM05508R1064,042194,315SH DFND48194,31500
B&G FOODS INCCOM05508R10677537,276SH DFND4937,27600
B&G FOODS INCCOM05508R10646122,145SH DFND5922,14500
B. RILEY FINANCIAL INCCOM05580M1081,89290,715SH DFND1564,085026,630
B. RILEY FINANCIAL INCCOM05580M10899347,594SH DFND4847,59400
B. RILEY FINANCIAL INCCOM05580M10820910,000SH DFND4910,00000
B2GOLD CORPCOM11777Q20926487,237SH DFND150087,237
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BABCOCK & WILCOX ENTERPRCOM05614L100123359,319SH OTR22,77359,31900
BABCOCK & WILCOX ENTERPRCOM05614L10037108,038SH DFND48108,03800
BABCOCK & WILCOX ENTERPRCOM05614L10097283,150SH DFND49283,15000
BADGER METER INCCOM05652510811,695195,928SH DFND15182,154013,774
BADGER METER INCCOM0565251082,47741,500SH OTR22,7441,50000
BADGER METER INCCOM0565251086,265104,955SH DFND22104,95500
BADGER METER INCCOM0565251085,25488,018SH DFND4888,01800
BADGER METER INCCOM0565251083,67161,508SH OTR492,508059,000
BADGER METER INCCOM0565251081322,219SH DFND492,21900
BADGER METER INCCOM0565251089155SH DFND5915500
BAIDU INC - SPON ADRSPON05675210834,557294,453SH DFND15282,802011,651
BAIDU INC - SPON ADRSPON05675210810,26587,469SH DFND22,3887,46900
BAIDU INC - SPON ADRSPON0567521082412,050SH DFND22,152,05000
BAIDU INC - SPON ADRSPON056752108113967SH DFND3896700
BAIDU INC - SPON ADRSPON0567521081581,347SH DFND41,34700
BAIDU INC - SPON ADRSPON05675210820170SH OTR4201500
BAIDU INC - SPON ADRSPON0567521084,12635,159SH DFND4235,15900
BAIDU INC - SPON ADRSPON05675210826,052221,986SH DFND48221,98600
BAIDU INC - SPON ADRSPON0567521083,39028,888SH OTR48,3828,88800
BAIDU INC - SPON ADRSPON0567521083633,093SH OTR499963011,796
BAIDU INC - SPON ADRSPON0567521083,65831,169SH DFND4930,7690400
BAIDU INC - SPON ADRSPON0567521081,52412,988SH DFND5912,98206
BAKER HUGHES A GE COCL A05722G10086,3103,504,265SH DFND153,004,8930499,372
BAKER HUGHES A GE COCL A05722G1002,644107,354SH DFND22107,35400
BAKER HUGHES A GE COCL A05722G1001,25751,036SH DFND22,1551,03600
BAKER HUGHES A GE COCL A05722G10021870SH DFND487000
BAKER HUGHES A GE COCL A05722G10040,4631,642,842SH DFND481,492,5300150,312
BAKER HUGHES A GE COCL A05722G1001,45358,994SH DFND4958,8940100
BAKER HUGHES A GE COCL A05722G100321,282SH OTR49809364109
BAKER HUGHES A GE COCL A05722G10062125,195SH DFND5925,168027
BALCHEM CORPCOM05766520017,630176,349SH DFND15160,707015,642
BALCHEM CORPCOM0576652001,95419,550SH OTR22,10419,55000
BALCHEM CORPCOM05766520011,573115,767SH DFND22115,76700
BALCHEM CORPCOM0576652002,04520,461SH OTR22,7120,46100
BALCHEM CORPCOM05766520017170SH DFND417000
BALCHEM CORPCOM0576652009,04190,434SH DFND4890,43400
BALCHEM CORPCOM05766520077775SH OTR4900775
BALCHEM CORPCOM0576652007267,264SH DFND497,26400
BALCHEM CORPCOM0576652002272,269SH DFND592,26603
BALL CORPCOM05849810691,7591,311,027SH DFND15965,5280345,499
BALL CORPCOM0584981062,38934,131SH DFND22,1534,13100
BALL CORPCOM05849810620,808297,303SH DFND22297,30300
BALL CORPCOM05849810636517SH DFND451700
BALL CORPCOM05849810675,6051,080,220SH DFND48980,0020100,218
BALL CORPCOM0584981065,99285,613SH DFND4985,4230190
BALL CORPCOM0584981061,06015,142SH OTR499,7195,40419
BALL CORPCOM0584981063134,471SH DFND594,389082
BALLANTYNE STRONG INCCOM0585161055416,632SH DFND4816,63200
BANC OF CALIFORNIA INCCOM05990K1064,766341,168SH DFND15295,766045,402
BANC OF CALIFORNIA INCCOM05990K1062,096150,008SH DFND22150,00800
BANC OF CALIFORNIA INCCOM05990K1061,712122,522SH DFND48122,52200
BANC OF CALIFORNIA INCCOM05990K10615911,401SH DFND4911,40100
BANCFIRST CORPCOM05945F1034,93888,711SH DFND1569,385019,326
BANCFIRST CORPCOM05945F1032,76249,631SH DFND4849,63100
BANCFIRST CORPCOM05945F1037130SH DFND4913000
BANCO BILBAO VIZCAYA-SP ADRSPON05946K101580104,355SH DFND49104,35500
BANCO BILBAO VIZCAYA-SP ADRSPON05946K10123842,716SH OTR490042,716
BANCO MACRO SA-ADRSPON05961W10588212,112SH DFND159,60002,512
BANCO MACRO SA-ADRSPON05961W1052,82738,800SH DFND4838,80000
BANCO MACRO SA-ADRSPON05961W105110SH DFND491000
BANCO SANTANDER SA-SPON ADRADR05964H10520745,300SH DFND4845,30000
BANCO SANTANDER SA-SPON ADRADR05964H105183,863SH OTR493,86300
BANCO SANTANDER SA-SPON ADRADR05964H105939205,088SH DFND49205,08800
BANCO SANTANDER SA-SPON ADRADR05964H105461100,657SH DFND59100,3740283
BANCO SANTANDER SA-SPON ADRADR05964H10508SH DFND 800
BANCOLOMBIA S.A.-SPONS ADRSPON05968L10254510,679SH DFND22,1510,67900
BANCOLOMBIA S.A.-SPONS ADRSPON05968L1021,10621,673SH DFND2221,67300
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BANCORP INC/THECOM05969A1051,852207,633SH DFND15158,355049,278
BANCORP INC/THECOM05969A1051,427159,970SH DFND48159,97000
BANCORP OF NEW JERSEY INCCOM059915108664,725SH DFND484,72500
BANCORP OF NEW JERSEY INCCOM05991510823016,537SH DFND4916,53700
BANCORPSOUTH BANKCOM05971J10216,099554,359SH DFND15454,596099,763
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BANCORPSOUTH BANKCOM05971J10212,753439,139SH DFND48439,13900
BANCORPSOUTH BANKCOM05971J1021,72959,529SH DFND4959,52900
BANCORPSOUTH BANKCOM05971J10233111,412SH DFND5911,396016
BANDWIDTH INC-CLASS ACOM05988J10320,402271,960SH DFND15226,322045,638
BANDWIDTH INC-CLASS ACOM05988J10379110,541SH OTR22,6910,54100
BANDWIDTH INC-CLASS ACOM05988J10363,181842,187SH DFND22842,18700
BANDWIDTH INC-CLASS ACOM05988J10389411,920SH OTR22,10411,92000
BANDWIDTH INC-CLASS ACOM05988J1036,12981,698SH DFND4881,69800
BANDWIDTH INC-CLASS ACOM05988J10341543SH DFND5954300
BANK FIRST NATIONAL CORPCOM06211J1003334,829SH DFND152,56202,267
BANK FIRST NATIONAL CORPCOM06211J1006779,814SH DFND489,81400
BANK OF AMERICA CORPCOM0605051041,095,50737,776,091SH DFND1527,205,063010,571,028
BANK OF AMERICA CORPCOM060505104207,4377,153,006SH DFND227,153,00600
BANK OF AMERICA CORPCOM06050510425,966895,367SH DFND22,15895,36700
BANK OF AMERICA CORPCOM0605051046,981240,739SH DFND4240,1595800
BANK OF AMERICA CORPCOM06050510494932,724SH OTR421,66011,0640
BANK OF AMERICA CORPCOM060505104831,61728,676,457SH DFND4826,120,68502,555,772
BANK OF AMERICA CORPCOM060505104330,62611,400,907SH DFND4911,285,7323,202111,973
BANK OF AMERICA CORPCOM06050510421,700748,277SH OTR49353,572383,44811,257
BANK OF AMERICA CORPCOM0605051043,200110,334SH DFND59109,3900944
BANK OF AMERICA CORP7.250605056821,5171,106SH DFND491,10600
BANK OF COMMERCE HOLDINGSCOM06424J10344341,410SH DFND1528,359013,051
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BANK OF COMMERCE HOLDINGSCOM06424J103323,000SH OTR4903,0000
BANK OF HAWAII CORPCOM06254010920,076242,144SH DFND15221,034021,110
BANK OF HAWAII CORPCOM0625401093,89546,980SH OTR22,7446,98000
BANK OF HAWAII CORPCOM0625401095,73569,177SH DFND2269,17700
BANK OF HAWAII CORPCOM0625401091,49418,020SH OTR22,8318,02000
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BANK OF HAWAII CORPCOM06254010913,767166,044SH DFND48154,146011,898
BANK OF HAWAII CORPCOM0625401091,44617,436SH DFND4917,43600
BANK OF HAWAII CORPCOM0625401095666,823SH DFND596,82300
BANK OF MARIN BANCORP/CACOM0634251021,84945,066SH DFND1531,732013,334
BANK OF MARIN BANCORP/CACOM0634251021,42334,698SH DFND4834,69800
BANK OF MARIN BANCORP/CACOM06342510215360SH DFND4936000
BANK OF MONTREALCOM06367110166,517881,609SH DFND15849,246032,363
BANK OF MONTREALCOM06367110125,857342,708SH DFND48342,70800
BANK OF MONTREALCOM0636711012443,234SH DFND493,23400
BANK OF MONTREALCOM0636711013775,000SH OTR495,00000
BANK OF MONTREALCOM063671101871,157SH DFND591,117040
BANK OF N.T. BUTTERFIELD&SONSHSG0772R2082,21664,239SH DFND1516,082048,157
BANK OF N.T. BUTTERFIELD&SONSHSG0772R20825720SH DFND472000
BANK OF N.T. BUTTERFIELD&SONSHSG0772R2083,932113,963SH DFND48113,96300
BANK OF N.T. BUTTERFIELD&SONSHSG0772R20867619,590SH DFND4919,59000
BANK OF N.T. BUTTERFIELD&SONSHSG0772R2081333,859SH OTR492,7001,040119
BANK OF NEW YORK MELLON CORPCOM064058100129,5502,934,312SH DFND151,953,9230980,389
BANK OF NEW YORK MELLON CORPCOM0640581007,802176,713SH DFND22176,71300
BANK OF NEW YORK MELLON CORPCOM0640581003,95889,646SH DFND22,1589,64600
BANK OF NEW YORK MELLON CORPCOM0640581003,61681,913SH DFND481,91300
BANK OF NEW YORK MELLON CORPCOM064058100112,8822,556,789SH DFND482,304,3900252,399
BANK OF NEW YORK MELLON CORPCOM0640581002,66260,305SH DFND4960,1780127
BANK OF NEW YORK MELLON CORPCOM06405810026589SH DFND5958900
BANK OF NOVA SCOTIACOM06414910777,4501,425,027SH DFND151,362,679062,348
BANK OF NOVA SCOTIACOM06414910735,723657,282SH DFND48657,28200
BANK OF NOVA SCOTIACOM0641491071973,626SH DFND493,62600
BANK OF NOVA SCOTIACOM0641491075329,790SH OTR 009,790
BANK OZKCOM06417N10325,947862,304SH DFND15798,260064,044
BANK OZKCOM06417N1031,64354,615SH OTR22,8754,61500
BANK OZKCOM06417N1036,804226,124SH DFND22226,12400
BANK OZKCOM06417N10311350SH DFND435000
BANK OZKCOM06417N10314,371477,610SH DFND48442,315035,295
BANK OZKCOM06417N1031,06635,443SH DFND4935,44300
BANK OZKCOM06417N103120SH OTR490200
BANKFINANCIAL CORPCOM06643P1041,33495,369SH DFND1580,639014,730
BANKFINANCIAL CORPCOM06643P10450235,894SH DFND4835,89400
BANKFINANCIAL CORPCOM06643P1044270SH DFND4927000
BANKUNITED INCCOM06652K10310,802320,160SH DFND15270,259049,901
BANKUNITED INCCOM06652K1031,11933,170SH OTR22,7733,17000
BANKUNITED INCCOM06652K1036,193183,544SH DFND48153,191030,353
BANKUNITED INCCOM06652K10327803SH DFND4980300
BANKUNITED INCCOM06652K10311335SH OTR4903350
BANKUNITED INCCOM06652K10362018,373SH DFND5918,349024
BANKWELL FINANCIAL GROUP INCCOM06654A10362621,801SH DFND1516,44205,359
BANKWELL FINANCIAL GROUP INCCOM06654A10359520,743SH DFND4820,74300
BANNER CORPORATIONCOM06652V2089,685178,854SH DFND15,66178,85400
BANNER CORPORATIONCOM06652V20819,399358,248SH DFND15281,259076,989
BANNER CORPORATIONCOM06652V2088,715160,945SH DFND22160,94500
BANNER CORPORATIONCOM06652V2083,69268,177SH OTR22,9668,17700
BANNER CORPORATIONCOM06652V2085,760106,368SH DFND48106,36800
BANNER CORPORATIONCOM06652V20857610,633SH DFND4910,63300
BAOZUN INC-SPN ADRSPON06684L1031,30626,195SH DFND1524,09002,105
BAOZUN INC-SPN ADRSPON06684L1031,54831,044SH DFND4831,04400
BAOZUN INC-SPN ADRSPON06684L1036111SH DFND4911100
BAR HARBOR BANKSHARESCOM0668491001,77966,898SH DFND1551,228015,670
BAR HARBOR BANKSHARESCOM0668491001,09541,178SH DFND4841,17800
BARCLAYS ETN SELECT MLP ETNETN06742C7231,36267,440SH DFND4967,44000
BARCLAYS PLC-SPONS ADRADR06738E20435947,230SH DFND447,23000
BARCLAYS PLC-SPONS ADRADR06738E2045620SH OTR462000
BARCLAYS PLC-SPONS ADRADR06738E20410,0181,316,377SH DFND421,316,37700
BARCLAYS PLC-SPONS ADRADR06738E20433443,835SH OTR4924,0809,50010,255
BARCLAYS PLC-SPONS ADRADR06738E2046,126804,984SH DFND49804,98400
BARCLAYS PLC-SPONS ADRADR06738E20427035,481SH DFND5935,3730108
BARINGS CORPORATE INVESTORSCOM06759X10740425,800SH DFND4925,80000
BARNES & NOBLE EDUCATION INCCOM06777U101607180,594SH DFND15141,209039,385
BARNES & NOBLE EDUCATION INCCOM06777U101466138,566SH DFND22138,56600
BARNES & NOBLE EDUCATION INCCOM06777U101385114,627SH DFND48114,62700
BARNES & NOBLE EDUCATION INCCOM06777U101195,795SH DFND495,79500
BARNES & NOBLE INCCOM0677741098,7901,313,944SH DFND151,251,934062,010
BARNES & NOBLE INCCOM0677741091,407210,241SH DFND22210,24100
BARNES & NOBLE INCCOM0677741091,070159,943SH DFND48159,94300
BARNES & NOBLE INCCOM067774109274,090SH DFND494,09000
BARNES GROUP INCCOM06780610917,298307,020SH DFND15261,585045,435
BARNES GROUP INCCOM0678061099,458167,865SH DFND22167,86500
BARNES GROUP INCCOM0678061091,54527,430SH OTR22,7127,43000
BARNES GROUP INCCOM0678061097,475132,683SH DFND48132,68300
BARNES GROUP INCCOM0678061091,70530,260SH DFND4930,26000
BARNES GROUP INCCOM067806109243SH DFND590043
BARNWELL INDUSTRIES INCCOM0682211001210,179SH DFND4810,17900
BARRETT BUSINESS SVCS INCCOM0684631082,71532,872SH DFND1530,22202,650
BARRETT BUSINESS SVCS INCCOM0684631081,51918,391SH DFND4818,39100
BARRETT BUSINESS SVCS INCCOM06846310859710SH DFND4971000
BARRICK GOLD CORPCOM06790110843,4042,752,293SH DFND152,614,8940137,399
BARRICK GOLD CORPCOM06790110814,276905,254SH DFND22,38905,25400
BARRICK GOLD CORPCOM06790110847,9623,041,324SH DFND403,041,32400
BARRICK GOLD CORPCOM06790110865741,651SH OTR48,3841,65100
BARRICK GOLD CORPCOM06790110814,821939,837SH DFND48939,83700
BARRICK GOLD CORPCOM067901108362,269SH DFND492,26900
BARRICK GOLD CORPCOM067901108271,717SH OTR491,4590258
BARRICK GOLD CORPCOM06790110860738,464SH DFND5938,367097
BASIC ENERGY SERVICES INCCOM06985P20910555,432SH DFND4855,43200
BASSETT FURNITURE INDSCOM0702031041,45895,627SH DFND1587,92507,702
BASSETT FURNITURE INDSCOM07020310440326,396SH DFND4826,39600
BASSETT FURNITURE INDSCOM070203104020SH DFND492000
BAUSCH HEALTH COS INCCOM0717341074,513178,933SH DFND15164,069014,864
BAUSCH HEALTH COS INCCOM0717341074,282169,790SH DFND48169,79000
BAUSCH HEALTH COS INCCOM0717341073108SH DFND4910800
BAUSCH HEALTH COS INCCOM0717341078310SH OTR4903100
BAXTER INTERNATIONAL INCCOM071813109171,9402,099,388SH DFND151,534,8660564,522
BAXTER INTERNATIONAL INCCOM07181310931,286382,001SH DFND22382,00100
BAXTER INTERNATIONAL INCCOM0718131093,98348,630SH DFND22,1548,63000
BAXTER INTERNATIONAL INCCOM0718131091922,340SH OTR42,1701700
BAXTER INTERNATIONAL INCCOM0718131097489,133SH DFND49,13300
BAXTER INTERNATIONAL INCCOM071813109127,0091,550,787SH DFND481,406,6670144,120
BAXTER INTERNATIONAL INCCOM0718131093,14538,400SH DFND4838,40000
BAXTER INTERNATIONAL INCCOM0718131093,97848,570SH OTR4911,61735,1591,794
BAXTER INTERNATIONAL INCCOM07181310921,191258,746SH DFND49258,19565486
BAXTER INTERNATIONAL INCCOM0718131095136,267SH DFND595,3650902
BAYCOM CORPCOM07272M10754024,679SH DFND1518,20606,473
BAYCOM CORPCOM07272M10753324,351SH DFND4824,35100
BAYTEX ENERGY CORPCOM07317Q1052013,227SH DFND4813,22700
BAYTEX ENERGY CORPCOM07317Q10502SH DFND 200
BB&T CORPCOM054937107137,9492,807,829SH DFND151,910,3990897,430
BB&T CORPCOM0549371078,097164,809SH DFND22164,80900
BB&T CORPCOM0549371073,79977,324SH DFND22,1577,32400
BB&T CORPCOM05493710725515SH OTR405150
BB&T CORPCOM0549371071022,084SH DFND42,08400
BB&T CORPCOM054937107117,6412,394,478SH DFND482,169,5170224,961
BB&T CORPCOM05493710712,657257,615SH DFND49249,1793008,136
BB&T CORPCOM0549371071,24125,253SH OTR4915,9169,23899
BB&T CORPCOM0549371074,31787,867SH DFND5987,86700
BBVA ARGENTINA SA-ADRSPON07329M10014512,800SH DFND1512,80000
BBVA ARGENTINA SA-ADRSPON07329M10079069,800SH DFND4869,80000
BBX CAPITAL CORPCL A05491N1041,717349,774SH DFND15287,184062,590
BBX CAPITAL CORPCL A05491N104824167,797SH DFND48167,79700
BCB BANCORP INCCOM0552981031,08578,305SH DFND1567,945010,360
BCB BANCORP INCCOM05529810354139,026SH DFND4839,02600
BCE INCCOM05534B76012,639277,912SH DFND15271,02306,889
BCE INCCOM05534B7603,68781,079SH DFND4881,07900
BCE INCCOM05534B7602685,900SH OTR495,90000
BCE INCCOM05534B7603607,920SH DFND497,92000
BCE INCCOM05534B7603146,900SH DFND516,90000
BCE INCCOM05534B7603,27972,091SH DFND5970,40901,682
BEACON ROOFING SUPPLY INCCOM0736851094,148112,962SH DFND1550,875062,087
BEACON ROOFING SUPPLY INCCOM07368510973520,017SH OTR22,7120,01700
BEACON ROOFING SUPPLY INCCOM0736851097,013190,997SH DFND48190,99700
BEACON ROOFING SUPPLY INCCOM0736851091173,175SH DFND493,17500
BEACON ROOFING SUPPLY INCCOM07368510910285SH DFND5928500
BEASLEY BROADCAST GRP INC -ACL A0740141013310,259SH DFND4810,25900
BEASLEY BROADCAST GRP INC -ACL A0740141011240SH DFND4924000
BEAZER HOMES USA INCCOM07556Q8811,215126,476SH DFND1589,733036,743
BEAZER HOMES USA INCCOM07556Q88179682,812SH DFND4882,81200
BEAZER HOMES USA INCCOM07556Q881160SH DFND496000
BECTON DICKINSON AND COCOM075887109267,8751,062,954SH DFND15741,3550321,599
BECTON DICKINSON AND COCOM0758871096,87827,292SH DFND22,1527,29200
BECTON DICKINSON AND COCOM07588710926,537105,301SH DFND22105,30100
BECTON DICKINSON AND COCOM07588710932127SH DFND3812700
BECTON DICKINSON AND COCOM0758871099633,821SH DFND43,82100
BECTON DICKINSON AND COCOM075887109217,160861,711SH DFND48783,800077,911
BECTON DICKINSON AND COCOM07588710926,869106,619SH DFND49105,8770742
BECTON DICKINSON AND COCOM0758871099,60538,112SH OTR4927,01511,0970
BECTON DICKINSON AND COCOM0758871099,80838,921SH DFND5937,70001,221
BECTON DICKINSON AND COCOM0758871096052,400SH DFND642,40000
BED BATH & BEYOND INCCOM07589610033,3892,873,395SH DFND152,733,6750139,720
BED BATH & BEYOND INCCOM0758961002,819242,607SH DFND22242,60700
BED BATH & BEYOND INCCOM07589610023820,500SH DFND22,1520,50000
BED BATH & BEYOND INCCOM0758961009770SH DFND477000
BED BATH & BEYOND INCCOM0758961007,163616,443SH DFND48616,44300
BED BATH & BEYOND INCCOM07589610036131,030SH DFND4931,03000
BED BATH & BEYOND INCCOM0758961004327SH OTR4900327
BEIGENE LTD-ADRSPON07725L1023,46427,945SH DFND1525,72202,223
BEIGENE LTD-ADRSPON07725L1021931,554SH DFND221,55400
BEIGENE LTD-ADRSPON07725L1024,22834,114SH DFND4834,11400
BEIGENE LTD-ADRSPON07725L102432SH DFND493200
BEIGENE LTD-ADRSPON07725L1021561,257SH DFND591,25700
BEL FUSE INC-CL BCL B0773473001,43083,303SH DFND1566,965016,338
BEL FUSE INC-CL BCL B07734730065137,935SH DFND2237,93500
BEL FUSE INC-CL BCL B07734730044025,602SH DFND4825,60200
BEL FUSE INC-CL BCL B077347300241,395SH DFND491,39500
BELDEN INCCOM07745410636,052605,207SH DFND15563,986041,221
BELDEN INCCOM0774541063,95966,458SH DFND2266,45800
BELDEN INCCOM07745410611,065185,744SH DFND48185,74400
BELDEN INCCOM0774541064978,347SH DFND498,34700
BELLEROPHON THERAPEUTICS INCCOM078771102102170,672SH DFND49170,67200
BELLICUM PHARMACEUTICALS INCCOM0794811075733,697SH DFND4833,69700
BENCHMARK ELECTRONICS INCCOM08160H10111,989477,258SH DFND15432,492044,766
BENCHMARK ELECTRONICS INCCOM08160H1013,426136,397SH DFND22136,39700
BENCHMARK ELECTRONICS INCCOM08160H10119770SH DFND477000
BENCHMARK ELECTRONICS INCCOM08160H1012,763109,981SH DFND48109,98100
BENCHMARK ELECTRONICS INCCOM08160H10191536,445SH DFND4936,44500
BENCHMARK ELECTRONICS INCCOM08160H101873,479SH OTR492,8506290
BENEFITFOCUS INCCOM08180D10695235,074SH DFND1522,465012,609
BENEFITFOCUS INCCOM08180D1062,07276,324SH DFND4876,32400
BENEFITFOCUS INCCOM08180D106461,680SH DFND491,68000
BERKSHIRE HATHAWAY INC-CL ACL A0846701084,77515SH DFND151500
BERKSHIRE HATHAWAY INC-CL ACL A08467010837,565118SH OTR22,7011800
BERKSHIRE HATHAWAY INC-CL ACL A0846701086,36720SH OTR40200
BERKSHIRE HATHAWAY INC-CL ACL A0846701087,00422SH DFND42200
BERKSHIRE HATHAWAY INC-CL ACL A08467010896,460303SH OTR499851154
BERKSHIRE HATHAWAY INC-CL ACL A08467010837,565118SH DFND4911404
BERKSHIRE HATHAWAY INC-CL BCL B0846707021,447,7926,791,723SH DFND154,481,65002,310,073
BERKSHIRE HATHAWAY INC-CL BCL B084670702201,625945,840SH DFND22945,84000
BERKSHIRE HATHAWAY INC-CL BCL B08467070241,852196,333SH DFND22,15196,33300
BERKSHIRE HATHAWAY INC-CL BCL B0846707024572,144SH OTR47441,4000
BERKSHIRE HATHAWAY INC-CL BCL B0846707024,12619,355SH DFND419,270850
BERKSHIRE HATHAWAY INC-CL BCL B0846707021,326,6066,223,231SH DFND485,651,6500571,581
BERKSHIRE HATHAWAY INC-CL BCL B084670702175,396822,798SH DFND49797,4525525,291
BERKSHIRE HATHAWAY INC-CL BCL B08467070279,458372,747SH OTR4960,63641,513270,598
BERKSHIRE HATHAWAY INC-CL BCL B0846707022,76812,986SH DFND5912,925061
BERKSHIRE HATHAWAY INC-CL BCL B0846707027463,500SH DFND643,50000
BERKSHIRE HILLS BANCORP INCCOM08468010711,080352,977SH DFND15307,930045,047
BERKSHIRE HILLS BANCORP INCCOM0846801075,122163,176SH DFND22163,17600
BERKSHIRE HILLS BANCORP INCCOM0846801073,993127,201SH DFND48127,20100
BERKSHIRE HILLS BANCORP INCCOM0846801071,08934,680SH DFND4934,68000
BERRY GLOBAL GROUP INCCOM08579W10314,129268,654SH DFND15201,492067,162
BERRY GLOBAL GROUP INCCOM08579W10312,813243,637SH DFND48204,752038,885
BERRY GLOBAL GROUP INCCOM08579W103871,645SH DFND491,64500
BERRY GLOBAL GROUP INCCOM08579W1033997,589SH DFND597,58405
BERRY PETROLEUM CORPCOM08579X1017,436701,493SH DFND15640,828060,665
BERRY PETROLEUM CORPCOM08579X1011,436135,475SH DFND48135,47500
BEST BUY CO INCCOM086516101245,4243,519,639SH DFND153,280,6080239,031
BEST BUY CO INCCOM08651610115,806226,670SH DFND22226,67000
BEST BUY CO INCCOM0865161011,85026,537SH DFND22,1526,53700
BEST BUY CO INCCOM08651610145640SH OTR406400
BEST BUY CO INCCOM0865161011051,505SH DFND41,50500
BEST BUY CO INCCOM08651610152,602754,374SH DFND48685,235069,139
BEST BUY CO INCCOM0865161015858,389SH OTR497,2961,00984
BEST BUY CO INCCOM08651610114,927214,070SH DFND49212,87001,200
BEST BUY CO INCCOM0865161011,19417,130SH DFND5917,13000
BEYOND MEAT INCCOM08862E1091,0896,776SH DFND153,08603,690
BEYOND MEAT INCCOM08862E1092,27014,128SH DFND4812,01202,116
BEYOND MEAT INCCOM08862E109142885SH DFND4988500
BEYOND MEAT INCCOM08862E10934210SH OTR4921000
BEYONDSPRING INCSHSG10830100783,283SH DFND151,59701,686
BEYONDSPRING INCSHSG1083010043818,495SH DFND4818,49500
BG STAFFING INCCOM05544A1092,156114,193SH DFND15109,27304,920
BG STAFFING INCCOM05544A10947925,380SH DFND4825,38000
BGC PARTNERS INC-CL ACL A05541T10110,7072,047,180SH DFND151,920,2520126,928
BGC PARTNERS INC-CL ACL A05541T1012,476473,493SH DFND48396,597076,896
BGC PARTNERS INC-CL ACL A05541T10115529,680SH DFND4929,68000
BGC PARTNERS INC-CL ACL A05541T101810154,957SH DFND59154,5580399
BGC PARTNERS INC-CL ACL A05541T10103SH DFND 300
BHP GROUP LTD-SPON ADRSPON08860610885414,700SH DFND4814,70000
BHP GROUP LTD-SPON ADRSPON08860610832545SH OTR49490055
BHP GROUP LTD-SPON ADRSPON0886061081,37323,634SH DFND4923,63400
BHP GROUP LTD-SPON ADRSPON0886061081,66828,708SH DFND5927,9510757
BHP GROUP PLC-ADRSPON05545E20973914,450SH DFND4914,45000
BHP GROUP PLC-ADRSPON05545E2091,76934,606SH DFND5934,60600
BIG 5 SPORTING GOODS CORPCOM08915P1012714,067SH DFND4814,06700
BIG 5 SPORTING GOODS CORPCOM08915P10100SH DFND59000
BIG LOTS INCCOM08930210318,428644,101SH DFND15602,333041,768
BIG LOTS INCCOM0893021034,097143,215SH DFND22143,21500
BIG LOTS INCCOM0893021033,007105,115SH DFND48105,11500
BIG LOTS INCCOM0893021031264,388SH DFND494,38800
BIGLARI HOLDINGS INC-BCOM08986R3091661,600SH DFND158200780
BIGLARI HOLDINGS INC-BCOM08986R3094294,132SH DFND484,13200
BIOCRYST PHARMACEUTICALS INCCOM09058V103581153,426SH DFND1599,934053,492
BIOCRYST PHARMACEUTICALS INCCOM09058V1031,133298,856SH DFND48298,85600
BIODELIVERY SCIENCES INTLCOM09060J10611324,201SH DFND1511,360012,841
BIODELIVERY SCIENCES INTLCOM09060J106697149,969SH OTR22,69149,96900
BIODELIVERY SCIENCES INTLCOM09060J106870187,028SH DFND48187,02800
BIOGEN INCCOM09062X103212,816909,975SH DFND15680,8130229,162
BIOGEN INCCOM09062X1034,56019,496SH DFND22,1519,49600
BIOGEN INCCOM09062X10311,71650,096SH DFND2250,09600
BIOGEN INCCOM09062X10331132SH DFND3813200
BIOGEN INCCOM09062X103231987SH DFND498700
BIOGEN INCCOM09062X103141602SH OTR4565370
BIOGEN INCCOM09062X103150,790644,759SH DFND48587,315057,444
BIOGEN INCCOM09062X1033,25613,924SH OTR494,9026,7852,237
BIOGEN INCCOM09062X10318,85980,637SH DFND4980,3360301
BIOGEN INCCOM09062X1031,6086,877SH DFND596,87700
BIOHAVEN PHARMACEUTICAL HOLDCOMG111961055,086116,148SH DFND1587,370028,778
BIOHAVEN PHARMACEUTICAL HOLDCOMG1119610511,928272,401SH DFND22272,40100
BIOHAVEN PHARMACEUTICAL HOLDCOMG111961053167,215SH OTR22,1047,21500
BIOHAVEN PHARMACEUTICAL HOLDCOMG1119610566615,205SH OTR22,6915,20500
BIOHAVEN PHARMACEUTICAL HOLDCOMG111961051,02423,386SH OTR22,7823,38600
BIOHAVEN PHARMACEUTICAL HOLDCOMG111961054,837110,448SH DFND48110,44800
BIOHAVEN PHARMACEUTICAL HOLDCOMG111961056130SH DFND4913000
BIOHAVEN PHARMACEUTICAL HOLDCOMG1119610529661SH OTR4906610
BIOLASE INCCOM0909112071610,762SH DFND4810,76200
BIOLIFE SOLUTIONS INCCOM09062W20499258,512SH DFND1557,46101,051
BIOLIFE SOLUTIONS INCCOM09062W20432218,991SH DFND4818,99100
BIOLIFE SOLUTIONS INCCOM09062W20402SH DFND 200
BIOMARIN PHARMACEUTICALNOTE09061GAH4884850,000SH DFND15850,00000
BIOMARIN PHARMACEUTICALNOTE09061GAH488,000SH DFND498,00000
BIOMARIN PHARMACEUTICAL INCCOM09061G10154,023630,745SH DFND15522,7680107,977
BIOMARIN PHARMACEUTICAL INCCOM09061G10133,444390,475SH DFND22390,47500
BIOMARIN PHARMACEUTICAL INCCOM09061G10117195SH OTR4651300
BIOMARIN PHARMACEUTICAL INCCOM09061G10168789SH DFND4749400
BIOMARIN PHARMACEUTICAL INCCOM09061G10127,471320,740SH DFND48268,155052,585
BIOMARIN PHARMACEUTICAL INCCOM09061G1012292,673SH OTR491,68397020
BIOMARIN PHARMACEUTICAL INCCOM09061G1015,61165,508SH DFND4965,498010
BIOMARIN PHARMACEUTICAL INCCOM09061G1015045,881SH DFND595,88100
BIO-RAD LABORATORIES-ACL A09057220736,931118,144SH DFND15107,627010,517
BIO-RAD LABORATORIES-ACL A09057220713,50543,204SH DFND2243,20400
BIO-RAD LABORATORIES-ACL A0905722071,7975,750SH DFND22,155,75000
BIO-RAD LABORATORIES-ACL A09057220727SH DFND4700
BIO-RAD LABORATORIES-ACL A09057220725,00579,994SH DFND4873,83906,155
BIO-RAD LABORATORIES-ACL A09057220782261SH OTR4926100
BIO-RAD LABORATORIES-ACL A0905722075,41517,322SH DFND4917,1680154
BIO-RAD LABORATORIES-ACL A0905722071,0043,211SH DFND593,21100
BIOSCRIP INCCOM09069N108392150,765SH DFND1550,903099,862
BIOSCRIP INCCOM09069N108858329,997SH DFND48329,99700
BIOSIG TECHNOLOGIES INCCOM09073N201485,104SH DFND152,63702,467
BIOSIG TECHNOLOGIES INCCOM09073N20127329,070SH DFND4829,07000
BIOSPECIFICS TECHNOLOGIESCOM0909311061,52525,538SH DFND1524,5540984
BIOSPECIFICS TECHNOLOGIESCOM0909311061,31622,034SH OTR22,8722,03400
BIOSPECIFICS TECHNOLOGIESCOM09093110698116,434SH DFND4816,43400
BIO-TECHNE CORPCOM09073M10445,053216,094SH DFND15197,315018,779
BIO-TECHNE CORPCOM09073M1043,24715,572SH OTR22,7115,57200
BIO-TECHNE CORPCOM09073M10415,74375,509SH DFND2275,50900
BIO-TECHNE CORPCOM09073M1042199SH DFND49900
BIO-TECHNE CORPCOM09073M10430,625146,890SH DFND48135,814011,076
BIO-TECHNE CORPCOM09073M10487415SH OTR49450370
BIO-TECHNE CORPCOM09073M1042,19910,545SH DFND4910,518027
BIO-TECHNE CORPCOM09073M1048113,888SH DFND593,6300258
BIOTELEMETRY INCCOM09067210619,122397,125SH DFND15382,596014,529
BIOTELEMETRY INCCOM0906721065,783120,110SH DFND22120,11000
BIOTELEMETRY INCCOM0906721064,983103,479SH DFND48103,47900
BIOTELEMETRY INCCOM0906721061092,258SH DFND492,25800
BIOTIME INCCOM09066L1058073,129SH DFND1518,284054,845
BIOTIME INCCOM09066L105369335,738SH DFND48335,73800
BIOTIME INCCOM09066L105037SH DFND 3700
BIOXCEL THERAPEUTICS INCCOM09075P105121,095SH DFND151460949
BIOXCEL THERAPEUTICS INCCOM09075P10518616,988SH DFND4816,98800
BJ'S RESTAURANTS INCCOM09180C1066,499147,907SH DFND15136,182011,725
BJ'S RESTAURANTS INCCOM09180C1063,33875,964SH DFND2275,96400
BJ'S RESTAURANTS INCCOM09180C1062686,106SH OTR22,876,10600
BJ'S RESTAURANTS INCCOM09180C10622490SH DFND449000
BJ'S RESTAURANTS INCCOM09180C1062,68861,170SH DFND4861,17000
BJ'S RESTAURANTS INCCOM09180C106962,190SH OTR491,8203700
BJ'S RESTAURANTS INCCOM09180C10668115,508SH DFND4915,50800
BJ'S WHOLESALE CLUB HOLDINGSCOM05550J1014,807182,091SH DFND1588,433093,658
BJ'S WHOLESALE CLUB HOLDINGSCOM05550J1018,237312,025SH DFND48312,02500
BJ'S WHOLESALE CLUB HOLDINGSCOM05550J1013110SH DFND4911000
BJ'S WHOLESALE CLUB HOLDINGSCOM05550J1011043,939SH DFND593,93900
BK TECHNOLOGIES CORPCOM05587G10410123,595SH DFND4823,59500
BLACK HILLS CORPCOM09211310934,354439,479SH DFND15377,780061,699
BLACK HILLS CORPCOM0921131097,838100,270SH DFND22100,27000
BLACK HILLS CORPCOM09211310915195SH DFND419500
BLACK HILLS CORPCOM09211310921,999281,427SH DFND48281,42700
BLACK HILLS CORPCOM0921131096,29180,481SH DFND4979,9210560
BLACK HILLS CORPCOM0921131091161,486SH OTR4994050046
BLACK HILLS CORPCOM0921131093604,606SH DFND594,3310275
BLACK KNIGHT INCCOM09215C10519,502324,218SH DFND15220,7960103,422
BLACK KNIGHT INCCOM09215C10531,462523,051SH DFND22523,05100
BLACK KNIGHT INCCOM09215C10512200SH DFND420000
BLACK KNIGHT INCCOM09215C10518,366305,332SH DFND48262,956042,376
BLACK KNIGHT INCCOM09215C1055799,634SH DFND499,63400
BLACK KNIGHT INCCOM09215C10519311SH OTR49260510
BLACK KNIGHT INCCOM09215C10538636SH DFND59606030
BLACKBAUD INCCOM09227Q10026,161313,301SH DFND15291,834021,467
BLACKBAUD INCCOM09227Q1001,94423,287SH OTR22,7123,28700
BLACKBAUD INCCOM09227Q1006,92282,902SH DFND2282,90200
BLACKBAUD INCCOM09227Q10014165SH DFND416500
BLACKBAUD INCCOM09227Q10019,330231,502SH DFND48231,50200
BLACKBAUD INCCOM09227Q1002,66031,858SH DFND4931,85800
BLACKBAUD INCCOM09227Q100921,107SH OTR490147960
BLACKBAUD INCCOM09227Q100450SH DFND595000
BLACKBERRY LTDCOM09228F1032,221297,781SH DFND15269,819027,962
BLACKBERRY LTDCOM09228F1032,047274,432SH DFND48274,43200
BLACKBERRY LTDCOM09228F103141,858SH DFND491,85800
BLACKLINE INCCOM09239B1092,74251,242SH DFND1532,211019,031
BLACKLINE INCCOM09239B1094698,772SH OTR22,788,77200
BLACKLINE INCCOM09239B1094,81790,013SH OTR22,7190,01300
BLACKLINE INCCOM09239B1096,239116,595SH DFND48116,59500
BLACKLINE INCCOM09239B109911,705SH OTR4905551,150
BLACKLINE INCCOM09239B1094368,157SH DFND597,5640593
BLACKROCK CAPITAL INVESTNOTE092533AC2500500,000SH DFND15500,00000
BLACKROCK CAPITAL INVESTNOTE092533AC255,000SH DFND495,00000
BLACKROCK CREDIT ALLOCATIONCOM09250810017613,600SH DFND4913,60000
BLACKROCK ENHANCED EQUITY DICOM09251A10410511,886SH DFND4911,88600
BLACKROCK ENHANCED EQUITY DICOM09251A10400SH DFND59000
BLACKROCK INCCOM09247X101217,796464,088SH DFND15323,4730140,615
BLACKROCK INCCOM09247X1015,62311,981SH DFND22,1511,98100
BLACKROCK INCCOM09247X10166,542141,790SH OTR22,70141,79000
BLACKROCK INCCOM09247X10111,46624,432SH DFND2224,43200
BLACKROCK INCCOM09247X10148102SH DFND3810200
BLACKROCK INCCOM09247X101244520SH DFND452000
BLACKROCK INCCOM09247X101175,527374,018SH DFND48339,110034,908
BLACKROCK INCCOM09247X10126,60156,682SH DFND4956,5450137
BLACKROCK INCCOM09247X1011,7543,738SH OTR495833,1550
BLACKROCK INCCOM09247X1014,96810,586SH DFND5910,521065
BLACKROCK TAXABLE MUNICIPALSHS09248X100833,500SH OTR43,50000
BLACKROCK TAXABLE MUNICIPALSHS09248X1001787,500SH DFND497,50000
BLACKROCK TCP CAP CORPNOTE87238QAB92,5252,500,000SH DFND152,500,00000
BLACKROCK TCP CAP CORPNOTE87238QAD5254250,000SH DFND15250,00000
BLACKROCK TCP CAP CORPNOTE87238QAD52525,000SH DFND4925,00000
BLACKSTONE GROUP LP/THECOM09253U1082,25750,821SH OTR4936,20014,6210
BLACKSTONE GROUP LP/THECOM09253U1083,86587,015SH DFND4985,16501,850
BLACKSTONE GROUP LP/THECOM09253U1081272,852SH DFND592,6780174
BLACKSTONE MORTGAGE TRNOTE09257WAB61,0461,000,000SH DFND151,000,00000
BLACKSTONE MORTGAGE TRNOTE09257WAB666,000SH DFND496,00000
BLACKSTONE MORTGAGE TRU-CL ACOM09257W1008,889249,827SH DFND15122,9180126,909
BLACKSTONE MORTGAGE TRU-CL ACOM09257W10011,611326,323SH DFND48326,32300
BLACKSTONE MORTGAGE TRU-CL ACOM09257W10052714,812SH DFND4914,81200
BLACKSTONE MORTGAGE TRU-CL ACOM09257W10010291SH DFND5929100
BLOOM ENERGY CORP- ACOM09371210781066,016SH DFND1514,530051,486
BLOOM ENERGY CORP- ACOM09371210777763,358SH OTR22,8663,35800
BLOOM ENERGY CORP- ACOM0937121071,361110,945SH DFND48110,94500
BLOOM ENERGY CORP- ACOM093712107252,033SH DFND492,03300
BLOOMIN' BRANDS INCCOM09423510816,219857,675SH DFND15816,715040,960
BLOOMIN' BRANDS INCCOM0942351086,193327,481SH DFND22327,48100
BLOOMIN' BRANDS INCCOM0942351084,814254,588SH DFND48254,58800
BLOOMIN' BRANDS INCCOM094235108191,005SH DFND491,00500
BLUCORA INCCOM0952291007,443245,067SH DFND15214,974030,093
BLUCORA INCCOM0952291005,314174,969SH DFND22174,96900
BLUCORA INCCOM0952291004,522148,893SH DFND48148,89300
BLUCORA INCCOM095229100391,285SH DFND491,28500
BLUE BIRD CORPCOM0953061061,971100,111SH DFND15,66100,11100
BLUE BIRD CORPCOM0953061062,133108,352SH DFND1578,546029,806
BLUE BIRD CORPCOM09530610653126,991SH DFND2226,99100
BLUE BIRD CORPCOM09530610672937,034SH DFND4837,03400
BLUE CAPITAL REINSURANCE HOLCOMG1190F107598,900SH DFND158,90000
BLUE CAPITAL REINSURANCE HOLCOMG1190F107203,084SH DFND483,08400
BLUEBIRD BIO INCCOM09609G10012,15095,515SH DFND1566,675028,840
BLUEBIRD BIO INCCOM09609G1009457,433SH DFND227,43300
BLUEBIRD BIO INCCOM09609G100214SH DFND41400
BLUEBIRD BIO INCCOM09609G10012,65599,490SH DFND4883,889015,601
BLUEBIRD BIO INCCOM09609G100323SH OTR492300
BLUEBIRD BIO INCCOM09609G1005194,081SH DFND494,08100
BLUEBIRD BIO INCCOM09609G10022172SH DFND5917200
BLUEGREEN VACATIONS CORPCOM09629F1086,732575,901SH DFND15570,81305,088
BLUEGREEN VACATIONS CORPCOM09629F10832227,522SH DFND4827,52200
BLUELINX HOLDINGS INCCOM09624H20852026,273SH DFND1519,67406,599
BLUELINX HOLDINGS INCCOM09624H20846723,567SH DFND4823,56700
BLUEPRINT MEDICINES CORPCOM09627Y1096,55669,498SH DFND1547,817021,681
BLUEPRINT MEDICINES CORPCOM09627Y1091,02110,822SH OTR22,7810,82200
BLUEPRINT MEDICINES CORPCOM09627Y10912,256129,925SH DFND48129,92500
BLUEPRINT MEDICINES CORPCOM09627Y10917179SH OTR4901790
BLUEPRINT MEDICINES CORPCOM09627Y1092782,949SH DFND492,94900
BLUEROCK RESIDENTIAL GROWTHCOM09627J1021,390118,261SH DFND15113,91004,351
BLUEROCK RESIDENTIAL GROWTHCOM09627J10294980,762SH DFND4880,76200
BLUEROCK RESIDENTIAL GROWTHCOM09627J102312,655SH DFND492,65500
BMC STOCK HOLDINGS INCCOM05591B1094,584216,227SH DFND15148,656067,571
BMC STOCK HOLDINGS INCCOM05591B1091,74582,310SH OTR22,8382,31000
BMC STOCK HOLDINGS INCCOM05591B10920920SH DFND492000
BMC STOCK HOLDINGS INCCOM05591B1093,983187,868SH DFND48187,86800
BMC STOCK HOLDINGS INCCOM05591B109864,070SH OTR493,3507200
BMC STOCK HOLDINGS INCCOM05591B10949023,090SH DFND4923,09000
BNY MELLON ALCENTRA GLOBAL CCOM05588N10829030,965SH DFND4930,96500
BNYM HIGH YIELD STRATSH B09660L1057023,000SH DFND4923,00000
BOEING CO/THECOM097023105655,9781,802,087SH DFND151,189,9400612,147
BOEING CO/THECOM09702310519,27852,960SH DFND22,1552,96000
BOEING CO/THECOM09702310574,856205,644SH DFND22205,64400
BOEING CO/THECOM0970231054,74213,027SH DFND412,981460
BOEING CO/THECOM0970231057442,043SH OTR41,2807630
BOEING CO/THECOM097023105623,5241,712,932SH DFND481,553,9590158,973
BOEING CO/THECOM097023105223,130612,979SH DFND49608,0701004,809
BOEING CO/THECOM09702310518,95352,067SH OTR4921,69529,762610
BOEING CO/THECOM0970231053,5489,746SH DFND599,728018
BOEING CO/THECOM0970231055461,500SHCallDFND49000
BOINGO WIRELESS INCCOM09739C10210,488583,662SH DFND15560,483023,179
BOINGO WIRELESS INCCOM09739C10231017,262SH OTR22,11417,26200
BOINGO WIRELESS INCCOM09739C10267137,339SH OTR22,8637,33900
BOINGO WIRELESS INCCOM09739C1021,846102,744SH OTR22,87102,74400
BOINGO WIRELESS INCCOM09739C1022,185121,600SH DFND48121,60000
BOINGO WIRELESS INCCOM09739C10205SH DFND49500
BOINGO WIRELESS INCCOM09739C10239622,016SH DFND5922,01600
BOISE CASCADE COCOM09739D10010,595376,923SH DFND15342,344034,579
BOISE CASCADE COCOM09739D1003,873137,783SH DFND22137,78300
BOISE CASCADE COCOM09739D1003,336118,662SH DFND48118,66200
BOISE CASCADE COCOM09739D10045416,135SH DFND4916,13500
BOK FINANCIAL CORPORATIONCOM05561Q20110,528139,476SH DFND15122,968016,508
BOK FINANCIAL CORPORATIONCOM05561Q2016768,956SH DFND228,95600
BOK FINANCIAL CORPORATIONCOM05561Q2014,54860,253SH DFND4851,01009,243
BOK FINANCIAL CORPORATIONCOM05561Q2013484,606SH DFND494,60600
BONANZA CREEK ENERGY INCCOM0977934004,001191,622SH DFND15171,946019,676
BONANZA CREEK ENERGY INCCOM0977934001,40167,115SH DFND2267,11500
BONANZA CREEK ENERGY INCCOM0977934001,06150,832SH DFND4850,83200
BONANZA CREEK ENERGY INCCOM0977934001446,920SH DFND496,92000
BONANZA CREEK ENERGY INCCOM09779340003SH DFND 300
BOOKING HOLDINGS INCCOM09857L108269,617143,818SH DFND1592,552051,266
BOOKING HOLDINGS INCCOM09857L10817,0699,105SH DFND229,10500
BOOKING HOLDINGS INCCOM09857L1088,1914,369SH DFND22,154,36900
BOOKING HOLDINGS INCCOM09857L10839,76321,210SH DFND22,5121,21000
BOOKING HOLDINGS INCCOM09857L1083016SH DFND381600
BOOKING HOLDINGS INCCOM09857L108341182SH DFND418200
BOOKING HOLDINGS INCCOM09857L10819,62810,470SH OTR48,5110,47000
BOOKING HOLDINGS INCCOM09857L108263,136140,361SH DFND48127,161013,200
BOOKING HOLDINGS INCCOM09857L1083,4041,816SH OTR494101,226180
BOOKING HOLDINGS INCCOM09857L10818,6919,970SH DFND499,948166
BOOKING HOLDINGS INCCOM09857L108123,22565,730SH OTR51,9465,73000
BOOKING HOLDINGS INCCOM09857L108553,921295,470SH DFND51219,280076,190
BOOKING HOLDINGS INCCOM09857L108666355SH DFND5934609
BOOKING HOLDINGS INCCOM09857L108375200SH DFND6420000
BOOKING HOLDINGS INCNOTE741503AS51,4381,000,000SH DFND151,000,00000
BOOKING HOLDINGS INCNOTE741503AX41,3731,200,000SH DFND151,200,00000
BOOT BARN HOLDINGS INCCOM0994061005,605157,256SH DFND15142,006015,250
BOOT BARN HOLDINGS INCCOM0994061003,636102,017SH DFND22102,01700
BOOT BARN HOLDINGS INCCOM0994061003,31392,947SH DFND4892,94700
BOOT BARN HOLDINGS INCCOM0994061001153,230SH DFND493,23000
BOOZ ALLEN HAMILTON HOLDINGSCL A09950210642,220637,668SH DFND15569,700067,968
BOOZ ALLEN HAMILTON HOLDINGSCL A0995021066429,690SH OTR22,699,69000
BOOZ ALLEN HAMILTON HOLDINGSCL A09950210617,725267,710SH DFND48226,644041,066
BOOZ ALLEN HAMILTON HOLDINGSCL A0995021067101SH OTR4903665
BOOZ ALLEN HAMILTON HOLDINGSCL A0995021061,32920,070SH DFND4920,07000
BOOZ ALLEN HAMILTON HOLDINGSCL A0995021065167,788SH DFND597,5750213
BORGWARNER INCCOM09972410659,8691,426,143SH DFND151,214,2660211,877
BORGWARNER INCCOM0997241062,26453,920SH DFND2253,92000
BORGWARNER INCCOM09972410686520,613SH DFND22,1520,61300
BORGWARNER INCCOM09972410631741SH DFND474100
BORGWARNER INCCOM09972410629,003690,884SH DFND48629,728061,156
BORGWARNER INCCOM0997241061,81843,300SH DFND4843,30000
BORGWARNER INCCOM0997241062,17151,721SH DFND4951,72100
BORGWARNER INCCOM099724106551,300SH OTR491,1615584
BOSTON BEER COMPANY INC-ACL A10055710712,10832,052SH DFND15,6632,05200
BOSTON BEER COMPANY INC-ACL A10055710722,69760,084SH DFND1548,832011,252
BOSTON BEER COMPANY INC-ACL A1005571078,83423,384SH DFND2223,38400
BOSTON BEER COMPANY INC-ACL A10055710715,72641,630SH DFND4841,63000
BOSTON BEER COMPANY INC-ACL A1005571071,3343,532SH DFND493,53200
BOSTON OMAHA CORP-CL ACOM1010441051626,977SH DFND152,75504,222
BOSTON OMAHA CORP-CL ACOM10104410561926,743SH DFND4826,74300
BOSTON PRIVATE FINL HOLDINGCOM10111910513,5881,125,772SH DFND15883,9790241,793
BOSTON PRIVATE FINL HOLDINGCOM1011191058,300687,668SH DFND15,66687,66800
BOSTON PRIVATE FINL HOLDINGCOM1011191055,927491,018SH DFND22491,01800
BOSTON PRIVATE FINL HOLDINGCOM1011191052,811232,886SH DFND48232,88600
BOSTON PRIVATE FINL HOLDINGCOM10111910589874,407SH DFND4974,40700
BOSTON PRIVATE FINL HOLDINGCOM101119105867,146SH DFND597,14600
BOSTON PROPERTIES INCCOM10112110181,476631,594SH DFND15354,7580276,836
BOSTON PROPERTIES INCCOM1011211017,63459,177SH OTR22,8059,17700
BOSTON PROPERTIES INCCOM1011211012,02915,726SH DFND22,1515,72600
BOSTON PROPERTIES INCCOM10112110111,16086,510SH OTR22,5786,51000
BOSTON PROPERTIES INCCOM10112110126,142202,649SH DFND22202,64900
BOSTON PROPERTIES INCCOM10112110143332SH DFND433200
BOSTON PROPERTIES INCCOM1011211011291,000SH OTR401,0000
BOSTON PROPERTIES INCCOM1011211017,66159,387SH OTR48,5759,38700
BOSTON PROPERTIES INCCOM10112110194,022728,856SH DFND48683,687045,169
BOSTON PROPERTIES INCCOM101121101119920SH OTR492236970
BOSTON PROPERTIES INCCOM1011211011,91314,826SH DFND4914,808018
BOSTON PROPERTIES INCCOM10112110129224SH DFND5922400
BOSTON SCIENTIFIC CORPCOM101137107284,9676,630,227SH DFND154,948,76901,681,458
BOSTON SCIENTIFIC CORPCOM1011371076,044140,616SH DFND22,15140,61600
BOSTON SCIENTIFIC CORPCOM101137107138,5933,224,595SH DFND223,224,59500
BOSTON SCIENTIFIC CORPCOM1011371072,68662,504SH OTR22,8062,50400
BOSTON SCIENTIFIC CORPCOM1011371071754,070SH OTR41,3502,7200
BOSTON SCIENTIFIC CORPCOM1011371073,28576,437SH DFND475,8176200
BOSTON SCIENTIFIC CORPCOM101137107197,5134,595,452SH DFND484,183,0120412,440
BOSTON SCIENTIFIC CORPCOM1011371074,802111,728SH OTR4955,33553,8232,570
BOSTON SCIENTIFIC CORPCOM101137107119,7402,785,939SH DFND492,759,4441,10025,395
BOSTON SCIENTIFIC CORPCOM1011371071,43133,289SH DFND5933,275014
BOTTOMLINE TECHNOLOGIES (DE)COM10138810615,230344,269SH DFND15308,048036,221
BOTTOMLINE TECHNOLOGIES (DE)COM10138810682518,648SH OTR15,11218,64800
BOTTOMLINE TECHNOLOGIES (DE)COM10138810612,360279,392SH DFND22279,39200
BOTTOMLINE TECHNOLOGIES (DE)COM1013881061,02323,125SH OTR22,10423,12500
BOTTOMLINE TECHNOLOGIES (DE)COM1013881061,89342,795SH OTR22,7142,79500
BOTTOMLINE TECHNOLOGIES (DE)COM1013881067,655173,031SH DFND48173,03100
BOTTOMLINE TECHNOLOGIES (DE)COM10138810637828SH DFND4982800
BOTTOMLINE TECHNOLOGIES (DE)COM1013881061884,249SH OTR491,81302,436
BOX INC - CLASS ACL A10316T1042,905164,975SH DFND15105,177059,798
BOX INC - CLASS ACL A10316T10438621,922SH OTR22,7821,92200
BOX INC - CLASS ACL A10316T1046,750383,290SH DFND48383,29000
BOX INC - CLASS ACL A10316T10467838,502SH DFND4938,50200
BOX INC - CLASS ACL A10316T104351,993SH DFND591,99300
BOYD GAMING CORPCOM10330410118,791697,512SH DFND15517,1030180,409
BOYD GAMING CORPCOM1033041018,842328,222SH DFND22328,22200
BOYD GAMING CORPCOM10330410111,683433,664SH DFND48433,66400
BOYD GAMING CORPCOM103304101592,190SH OTR492,19000
BOYD GAMING CORPCOM1033041013,839142,496SH DFND49141,20601,290
BP PLC-SPONS ADRSPON05562210421500SH DFND450000
BP PLC-SPONS ADRSPON0556221043137,500SH DFND487,50000
BP PLC-SPONS ADRSPON0556221047,259174,087SH DFND49174,08700
BP PLC-SPONS ADRSPON05562210417,301414,895SH OTR49388,56614,69111,638
BP PLC-SPONS ADRSPON0556221044,235101,556SH DFND5999,43402,122
BRADY CORPORATION - CL ACL A10467410620,360412,805SH DFND15384,179028,626
BRADY CORPORATION - CL ACL A1046741068,701176,415SH DFND22176,41500
BRADY CORPORATION - CL ACL A1046741066,649134,820SH DFND48134,82000
BRADY CORPORATION - CL ACL A10467410681416,502SH DFND4916,50200
BRAEMAR HOTELS & RESORTS INCCOM10482B1011,506152,156SH DFND15125,041027,115
BRAEMAR HOTELS & RESORTS INCCOM10482B10177978,683SH DFND4878,68300
BRAEMAR HOTELS & RESORTS INCCOM10482B101010SH DFND491000
BRAINSTORM CELL THERAPEUTICSCOM10501E2015714,462SH DFND4814,46200
BRANDYWINE REALTY TRUSTSH B10536820311,229784,164SH DFND15697,007087,157
BRANDYWINE REALTY TRUSTSH B1053682032,415168,640SH OTR22,57168,64000
BRANDYWINE REALTY TRUSTSH B1053682037,741540,542SH DFND48488,516052,026
BRANDYWINE REALTY TRUSTSH B1053682032,201153,690SH OTR48,57153,69000
BRANDYWINE REALTY TRUSTSH B105368203916,324SH OTR493246,0000
BRANDYWINE REALTY TRUSTSH B10536820320314,171SH DFND4914,17100
BRANDYWINE REALTY TRUSTSH B10536820349334,455SH DFND5934,408047
BRIDGE BANCORP INCCOM1080351062,07270,347SH DFND1553,973016,374
BRIDGE BANCORP INCCOM1080351061,30044,131SH DFND4844,13100
BRIDGELINE DIGITAL INCCOM10807Q7006526,478SH DFND4826,47800
BRIDGELINE DIGITAL INCCOM10807Q70001SH DFND 100
BRIDGEWATER BANCSHARES INCCOM10862110325822,355SH DFND152,454019,901
BRIDGEWATER BANCSHARES INCCOM10862110360352,276SH DFND4852,27600
BRIGGS & STRATTONCOM1090431095,406527,909SH DFND15477,739050,170
BRIGGS & STRATTONCOM1090431091,571153,374SH DFND22153,37400
BRIGGS & STRATTONCOM1090431091,110108,424SH DFND48108,42400
BRIGGS & STRATTONCOM109043109989,582SH DFND499,58200
BRIGGS & STRATTONCOM109043109706,805SH DFND596,4390366
BRIGHAM MINERALS INC-CL ACL A10918L1031667,722SH DFND152,66205,060
BRIGHAM MINERALS INC-CL ACL A10918L10378036,368SH DFND4836,36800
BRIGHT HORIZONS FAMILY SOLUTCOM10919410016,199107,369SH DFND1579,440027,929
BRIGHT HORIZONS FAMILY SOLUTCOM1091941009526,308SH OTR22,696,30800
BRIGHT HORIZONS FAMILY SOLUTCOM1091941004,02626,684SH OTR22,7126,68400
BRIGHT HORIZONS FAMILY SOLUTCOM109194100318SH DFND41800
BRIGHT HORIZONS FAMILY SOLUTCOM10919410016,241107,648SH DFND4890,620017,028
BRIGHT HORIZONS FAMILY SOLUTCOM109194100108717SH DFND4971700
BRIGHT HORIZONS FAMILY SOLUTCOM109194100121799SH OTR4907918
BRIGHT HORIZONS FAMILY SOLUTCOM1091941009176,081SH DFND596,08100
BRIGHTCOVECOM10921T10147245,738SH DFND1530,688015,050
BRIGHTCOVECOM10921T1011,172113,422SH DFND48113,42200
BRIGHTCOVECOM10921T1011135SH DFND4913500
BRIGHTHOUSE FINANCIAL INCCOM10922N10333,611916,081SH DFND15846,783069,298
BRIGHTHOUSE FINANCIAL INCCOM10922N1037,171195,443SH DFND22195,44300
BRIGHTHOUSE FINANCIAL INCCOM10922N10314370SH DFND437000
BRIGHTHOUSE FINANCIAL INCCOM10922N10316,634453,373SH DFND48418,905034,468
BRIGHTHOUSE FINANCIAL INCCOM10922N1031,00927,511SH DFND4927,51100
BRIGHTHOUSE FINANCIAL INCCOM10922N10312324SH OTR491082160
BRIGHTHOUSE FINANCIAL INCCOM10922N103013SH DFND591300
BRIGHTSPHERE INVESTMENT GROUSHSG1644T1091,407123,300SH DFND1551,963071,337
BRIGHTSPHERE INVESTMENT GROUSHSG1644T1091,501131,532SH DFND48131,53200
BRIGHTVIEW HOLDINGS INCCOM10948C10775440,296SH DFND1510,332029,964
BRIGHTVIEW HOLDINGS INCCOM10948C1071,29469,157SH DFND4869,15700
BRIGHTVIEW HOLDINGS INCCOM10948C107331,770SH DFND491,77000
BRIGHTVIEW HOLDINGS INCCOM10948C1071276,775SH OTR495,28301,492
BRINKER INTERNATIONAL INCCOM10964110019,152486,710SH DFND15462,529024,181
BRINKER INTERNATIONAL INCCOM1096411002,79771,074SH DFND2271,07400
BRINKER INTERNATIONAL INCCOM109641100531,335SH DFND41,33500
BRINKER INTERNATIONAL INCCOM1096411007,528191,306SH DFND48191,30600
BRINKER INTERNATIONAL INCCOM1096411003,00976,464SH DFND4976,2040260
BRINKER INTERNATIONAL INCCOM1096411001824,630SH OTR493,6909400
BRINKER INTERNATIONAL INCCOM10964110008SH DFND59800
BRINK'S CO/THECOM10969610417,519215,806SH DFND15192,058023,748
BRINK'S CO/THECOM1096961046,89184,891SH DFND2284,89100
BRINK'S CO/THECOM10969610494311,620SH OTR22,11411,62000
BRINK'S CO/THECOM10969610417205SH DFND420500
BRINK'S CO/THECOM10969610418,987233,892SH DFND48233,89200
BRINK'S CO/THECOM109696104557SH OTR490057
BRINK'S CO/THECOM1096961041,10013,555SH DFND4913,55500
BRISTOL-MYERS SQUIBB COCOM110122108343,3827,571,826SH DFND155,623,86701,947,959
BRISTOL-MYERS SQUIBB COCOM1101221087,515165,706SH DFND22,15165,70600
BRISTOL-MYERS SQUIBB COCOM11012210862,3901,375,741SH DFND221,375,74100
BRISTOL-MYERS SQUIBB COCOM11012210841908SH DFND3890800
BRISTOL-MYERS SQUIBB COCOM11012210893920,709SH OTR48,58212,1270
BRISTOL-MYERS SQUIBB COCOM1101221083,10568,457SH DFND468,427300
BRISTOL-MYERS SQUIBB COCOM110122108247,2215,451,408SH DFND484,967,8250483,583
BRISTOL-MYERS SQUIBB COCOM11012210817,582387,688SH OTR49198,333185,8873,468
BRISTOL-MYERS SQUIBB COCOM110122108106,1792,341,328SH DFND492,308,32673732,265
BRISTOL-MYERS SQUIBB COCOM1101221083,58278,975SH DFND5977,58201,393
BRITISH AMERICAN TOB-SP ADRSPON11044810733936SH DFND1593600
BRITISH AMERICAN TOB-SP ADRSPON1104481073,627104,014SH DFND22,38104,01400
BRITISH AMERICAN TOB-SP ADRSPON1104481074,432127,096SH DFND38127,09600