SEC FORM 13F-HR

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 COVER PAGE

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

Report for the Calendar Year or Quarter Ended:09-30-2018
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:SEI INVESTMENTS CO
Address:1 FREEDOM VALLEY DRIVE
OAKS, PA  19456-1100
Form 13F File Number:028-16454

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:Michael N. Peterson
Title:Executive Vice President
Phone:610-676-1000
Signature, Place, and Date of Signing:
Michael N. PetersonOaksPA11-08-2018
[Signature][City, State][Date]
SEI Investments Company (SEI) is the parent holding company of certain institutional investment managers, as defined by Section 13(f) of the Securities Exchange Act of 1934, as amended (the "Act"). For purposes of the reporting requirements under Section 13(f) of the Act, and the rules promulgated thereunder, SEI does not exercise, and therefore disclaims, investment discretion with respect to any Section 13(f) securities positions over which its investment operating subsidiaries exercise such discretion. To the extent, however, that SEI's ownership interest in such subsidiaries may nevertheless give rise to a Form 13F obligation for SEI, the information required by Form 13F is reported herein on behalf of the following subsidiaries: SEI Investments Management Corporation ("SIMC"), SEI Trust Company and SEI Investments Canada Company (SEI Canada). Voting authority with respect to the Section 13(f) securities reported herein resides with and is exercised by SEI's operating subsidiaries, unless otherwise indicated. Although SEI has not been delegated voting authority over such Section 13(f) securities, and disclaims such voting authority, pursuant to instruction 12b.viii of Form 13F, and for that purpose only, such Section 13(f) securities are reported as "Sole Voting Authority." SIMC and SEI Canada each serve as an investment adviser to a number of pooled investment vehicles, which may include mutual funds, hedge funds, private equity funds, collective investment trusts and offshore investment funds (together, the "Pooled Investment Vehicles"). In addition, SIMC sponsor and may serve as adviser to, separately managed account programs (SMA Programs) . SIMC and SEI Canada may act as a "manager of managers" whereby each retain, subject to SIMC's and SEI Canada's oversight, respectively, sub-advisers to buy and sell securities on behalf of such Pooled Investment Vehicles and SMA Programs. To the extent that SIMC's and SEI Canada's role as a manager of managers could give rise to a Form 13F obligation, SIMC or SEI Canada has instructed its sub-advisers to file a Form 13F with respect to such securities and has included such sub-advisers in the "list of other managers reporting for this manager" below.
Report Type (Check only one.):
  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
X13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File NumberName
028-05990Acadian Asset Management LLC
028-05508AJO, LP
028-10562AllianceBernstein L.P.
028-04895Analytic Investors, LLC
028-10120AQR Capital Management LLC
028-17137Arcus
028-12990Ares Management LLC
028-13791ArrowMark Partners
028-05615Axiom International Investors
028-18146Benefit Street Partners
028-02951Beutel Goodman Capital Management
028-18913Blackcrane Capital, LLC
028-12820Brigade Capital Management, LP
028-18355Caerus Investors, LLC
028-13067Cardinal Capital Management
028-05573CastleArk Management LLC
028-11728Causeway
028-05577CenterSquare Investment Management Inc
028-11563Coho Partners
028-14070EAM Investors, LLC
028-10492Falcon Point Capital
028-14036Fiera Capital Corp.
028-12836Guggenheim Capital Llc
028-11957Hillsdale Investment Management Inc.
028-04211Intech Investment Management LLC
028-12634Investec Asset Management Ltd.
028-11937JP Morgan Investment Management
028-17689Kettle Hill Capital Management, LLC
028-10469Lazard Asset Management Ltd
028-13608LMCG Investments, LLC
028-06580LSV Asset Management
028-13124Macquarie Investment Management
028-03673ManuLife Asset Management LLC
028-17488Maple-Brown Abbott
028-13243Mar Vista Investment Partners, LLC
028-13628Montrusco Bolton Investments Inc.
028-13573Neuberger Berman Group LLC
028-01474NWQ Investment Management Company, LLC
028-00203OppenheimerFunds Inc.
028-03042PanAgora Asset Management Inc.
028-04558Parametric Portfolio Associates LLC
028-12690PCJ Investment Counsel Ltd
028-14009QS Investors LLC
028-11173Quantiative Management Associates
028-10674Ramius Advisors LLC
028-10467Rice Hall James
028-14481RWC Asset Management LLP
028-10613Snow Capital Management LP
028-11300Spectrum Asset Management, Inc.
028-00733State Street Bank & Trust
028-10640Towle & Co
028-07104WCM Investment Management/CA
028-17022William Blair & Co
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:13
Form 13F Information Table Entry Total:4,132
Form 13F Information Table Value Total:27,589,305
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No.Form 13F File NumberName
1028-16475SEI Investment Management Corporation
2028-10297SEI Trust Company
3028-16449SEI Investments Canada Company
4028-15144SEI Huntington Steele, LLC
5 Ceredex Value Advisors LLC
6 EARNEST Partners LLC
7 Fondsmaeglerselskabet Maj Invest A/S
8 Integrity Asset Management LLC
9 Jupiter Asset Management Ltd
10 KBI Global Investors
11 Mountaineer
12 Poplar Forest Capital LLC
13 Sionna Investment Managers Inc.

SEC FORM 13-F Information Table

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
21VIANET GROUP INCSPONSORED ADR90138A103807,966SH SOLE27,96600
2U INCCOM90214J10133400SH SOLE140000
2U INCCOM90214J1015,82177,420SH SOLE277,42000
3M COCOM88579Y1013,13115,102SH SOLE115,10200
3M COCOM88579Y10111,97456,827SH SOLE256,82700
51JOB INCSP ADR REP COM3168271041,67721,785SH SOLE221,78500
58 COM INCSPON ADR REP A31680Q10411,290153,395SH SOLE2153,39500
8X8 INC NEWCOM2829141001085,080SH SOLE25,08000
AAON INCCOM PAR $0.004000360206661,555SH SOLE11,55500
AAR CORPCOM0003611054,895102,205SH SOLE2102,20500
AARONS INCCOM PAR $0.500025353005179,500SH SOLE29,50000
ABB LTDSPONSORED ADR0003752044,656196,324SH SOLE1196,32400
ABBOTT LABSCOM0028241002,38632,427SH SOLE132,42700
ABBOTT LABSCOM0028241002,47833,778SH DFND1233,77800
ABBOTT LABSCOM00282410015,062205,312SH DFND5205,31200
ABBOTT LABSCOM00282410034,937476,246SH SOLE2476,24600
ABBVIE INCCOM00287Y1091,55516,441SH DFND116,44100
ABBVIE INCCOM00287Y1092,89630,551SH SOLE130,55100
ABBVIE INCCOM00287Y10924,076254,559SH SOLE2254,55900
ABIOMED INCCOM003654100835SH SOLE13500
ABIOMED INCCOM00365410026,01857,850SH SOLE257,85000
ABM INDS INCCOM000957100774,312SH SOLE14,31200
ACADIA HEALTHCARE COMPANY INCOM00404A1091414,043SH SOLE14,04300
ACADIA HEALTHCARE COMPANY INCOM00404A10918,285519,459SH SOLE2519,45900
ACADIA PHARMACEUTICALS INCCOM004225108914,381SH SOLE24,38100
ACADIA PHARMACEUTICALS INCCOM00422510822510,450SH SOLE110,45000
ACADIA RLTY TRCOM SH BEN INT0042391096,330225,842SH SOLE2225,84200
ACCELERON PHARMA INCCOM00434H1081,53926,900SH SOLE226,90000
ACCENTURE PLC IRELANDSHS CLASS AG1151C101103605SH DFND160500
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,23913,043SH SOLE113,04300
ACCENTURE PLC IRELANDSHS CLASS AG1151C10114,11382,918SH SOLE282,91800
ACCO BRANDS CORPCOM00081T1083205SH SOLE120500
ACCURAY INCCOM0043971057015,536SH SOLE115,53600
ACI WORLDWIDE INCCOM004498101712,516SH SOLE12,51600
ACI WORLDWIDE INCCOM00449810112,234434,749SH SOLE2434,74900
ACLARIS THERAPEUTICS INCCOM00461U105036SH SOLE13600
ACORDA THERAPEUTICS INCCOM00484M1061,40471,475SH SOLE271,47500
ACTIVISION BLIZZARD INCCOM00507V1093,04236,067SH SOLE136,06700
ACTIVISION BLIZZARD INCCOM00507V10972,135867,116SH SOLE2867,11600
ACTUANT CORPCL A NEW00508X203521,860SH SOLE21,86000
ACTUANT CORPCL A NEW00508X2031595,580SH SOLE15,58000
ACUITY BRANDS INCCOM00508Y1029325,931SH DFND85,93100
ACUITY BRANDS INCCOM00508Y1029395,894SH SOLE15,89400
ACUITY BRANDS INCCOM00508Y1022,17113,810SH SOLE213,81000
ACUSHNET HOLDINGS CORPCOM0050981082056,903SH SOLE16,90300
ACXIOM HOLDINGS INCCOM0051251091312,656SH SOLE12,65600
ACXIOM HOLDINGS INCCOM00512510934,591700,086SH SOLE2700,08600
ADAMS RES & ENERGY INCCOM NEW0063513083130SH SOLE113000
ADDUS HOMECARE CORPCOM0067391061,38819,793SH SOLE219,79300
ADECOAGRO S ACOML0084910628138,197SH SOLE238,19700
ADIENT PLCORD SHSG0084W101611,559SH SOLE21,55900
ADOBE SYS INCCOM00724F1015,67220,946SH SOLE120,94600
ADOBE SYS INCCOM00724F101140,866521,823SH SOLE2521,82300
ADTALEM GLOBAL ED INCCOM00737L1036,749140,020SH SOLE2140,02000
ADVANCE AUTO PARTS INCCOM00751Y10641258SH SOLE125800
ADVANCE AUTO PARTS INCCOM00751Y1062,77416,481SH DFND1216,48100
ADVANCE AUTO PARTS INCCOM00751Y1068,27049,130SH SOLE249,13000
ADVANCED DISP SVCS INC DELCOM00790X10142215,589SH SOLE215,58900
ADVANCED ENERGY INDSCOM0079731005,310102,816SH SOLE2102,81600
ADVANCED MICRO DEVICES INCCOM0079031076318SH SOLE131800
ADVANCED MICRO DEVICES INCCOM0079031076,585213,186SH SOLE2213,18600
ADVANSIX INCCOM00773T101411,155SH SOLE11,15500
AECOMCOM00766T100752,148SH SOLE12,14800
AECOMCOM00766T1004,024123,218SH SOLE2123,21800
AEGION CORPCOM00770F104389SH SOLE18900
AEGON N VNY REGISTRY SH0079241033,279510,000SH SOLE2510,00000
AERCAP HOLDINGS NVSHSN0098510675013,141SH SOLE113,14100
AERCAP HOLDINGS NVSHSN0098510612,628219,541SH SOLE2219,54100
AERIE PHARMACEUTICALS INCCOM00771V108328SH SOLE12800
AERIE PHARMACEUTICALS INCCOM00771V1083565,785SH SOLE25,78500
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB111681,000SH SOLE281,00000
AEROJET ROCKETDYNE HLDGS INCCOM00780010566419,530SH DFND819,53000
AEROJET ROCKETDYNE HLDGS INCCOM0078001056,049177,965SH SOLE2177,96500
AEROVIRONMENT INCCOM0080731082942,540SH SOLE12,54000
AES CORPCOM00130H10516613,088SH SOLE113,08800
AES CORPCOM00130H1051,939138,513SH SOLE2138,51300
AETNA INC NEWCOM00817Y1081,4837,348SH SOLE17,34800
AETNA INC NEWCOM00817Y10812,86263,404SH SOLE263,40400
AETNA INC NEWCOM00817Y10822,185109,364SH DFND7109,36400
AFFILIATED MANAGERS GROUPCOM00825210847420SH SOLE142000
AFFILIATED MANAGERS GROUPCOM0082521086614,837SH DFND84,83700
AFFILIATED MANAGERS GROUPCOM00825210815,914116,395SH SOLE2116,39500
AFLAC INCCOM0010551021,03421,968SH DFND121,96800
AFLAC INCCOM0010551023,00362,539SH SOLE162,53900
AFLAC INCCOM0010551024,39293,317SH SOLE293,31700
AFLAC INCCOM00105510219,119406,186SH DFND7406,18600
AG MTG INVT TR INCCOM001228105764,185SH DFND14,18500
AG MTG INVT TR INCCOM0012281051,01956,072SH SOLE256,07200
AGCO CORPCOM0010841026199,985SH SOLE19,98500
AGCO CORPCOM0010841023,88963,967SH SOLE263,96700
AGILENT TECHNOLOGIES INCCOM00846U1011,94728,168SH SOLE128,16800
AGILENT TECHNOLOGIES INCCOM00846U1014,50863,909SH SOLE263,90900
AGILYSYS INCCOM00847J10555734,160SH SOLE234,16000
AGIOS PHARMACEUTICALS INCCOM00847X10419274SH SOLE127400
AGIOS PHARMACEUTICALS INCCOM00847X10480610,457SH SOLE210,45700
AGNC INVT CORPCOM00123Q10472538,522SH SOLE138,52200
AGNC INVT CORPCOM00123Q10497752,440SH DFND152,44000
AGNC INVT CORPCOM00123Q1041,52882,025SH DFND882,02500
AGNC INVT CORPCOM00123Q1043,093166,010SH SOLE2166,01000
AGNICO EAGLE MINES LTDCOM008474108621,808SH SOLE21,80800
AGNICO EAGLE MINES LTDCOM0084741081122,826SH SOLE12,82600
AGREE REALTY CORPCOM0084921007,461140,463SH SOLE2140,46300
AIR LEASE CORPCL A00912X3022274,952SH SOLE24,95200
AIR PRODS & CHEMS INCCOM0091581068,05248,203SH SOLE248,20300
AIR PRODS & CHEMS INCCOM00915810613,44280,465SH DFND580,46500
AIR TRANSPORT SERVICES GRP ICOM00922R105502,345SH SOLE12,34500
AIR TRANSPORT SERVICES GRP ICOM00922R1051,54271,802SH SOLE271,80200
AIRCASTLE LTDCOMG0129K1047,124325,133SH SOLE2325,13300
AK STL HLDG CORPCOM0015471085110,413SH SOLE210,41300
AKAMAI TECHNOLOGIES INCCOM00971T10139396SH SOLE139600
AKAMAI TECHNOLOGIES INCCOM00971T1012112,880SH DFND12,88000
AKAMAI TECHNOLOGIES INCCOM00971T1013,99954,668SH SOLE254,66800
AKORN INCCOM009728106161,245SH SOLE21,24500
ALAMOS GOLD INC NEWCOM CL A0115321081,541334,168SH SOLE2334,16800
ALARM COM HLDGS INCCOM0116421051302,407SH SOLE12,40700
ALASKA AIR GROUP INCCOM01165910977311,221SH DFND811,22100
ALASKA AIR GROUP INCCOM0116591091,79526,153SH SOLE126,15300
ALASKA AIR GROUP INCCOM0116591095,76583,714SH SOLE283,71400
ALASKA COMMUNICATIONS SYS GRCOM01167P101138,577SH SOLE18,57700
ALBANY INTL CORPCL A0123481087,07388,972SH SOLE288,97200
ALBEMARLE CORPCOM0126531011201,055SH SOLE11,05500
ALBEMARLE CORPCOM01265310119,917199,609SH SOLE2199,60900
ALCOA CORPCOM01387210625757SH SOLE175700
ALCOA CORPCOM0138721064,339107,409SH SOLE2107,40900
ALEXANDER & BALDWIN INC NEWCOM014491104261,134SH SOLE21,13400
ALEXANDRIA REAL ESTATE EQ INCOM0152711097265,750SH SOLE15,75000
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,46911,676SH DFND811,67600
ALEXANDRIA REAL ESTATE EQ INCOM0152711099,79577,865SH SOLE277,86500
ALEXION PHARMACEUTICALS INCCOM0153511091681,229SH SOLE11,22900
ALEXION PHARMACEUTICALS INCCOM01535110928,384204,185SH SOLE2204,18500
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1023,81023,454SH SOLE123,45400
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102180,4191,095,044SH SOLE21,095,04400
ALIGN TECHNOLOGY INCCOM016255101242626SH SOLE162600
ALIGN TECHNOLOGY INCCOM0162551012,7787,100SH DFND17,10000
ALIGN TECHNOLOGY INCCOM01625510131,46280,420SH SOLE280,42000
ALKERMES PLCSHSG017671055,454128,509SH SOLE2128,50900
ALLEGHANY CORP DELCOM0171751005,7948,879SH SOLE28,87900
ALLEGHENY TECHNOLOGIES INCCOM01741R1021434,727SH SOLE14,72700
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,48450,229SH DFND850,22900
ALLEGHENY TECHNOLOGIES INCCOM01741R1022,29377,601SH DFND1177,60100
ALLEGHENY TECHNOLOGIES INCCOM01741R1023,312112,083SH SOLE2112,08300
ALLEGIANT TRAVEL COCOM01748X10270518SH SOLE151800
ALLEGION PUB LTD COORD SHSG0176J109911,000SH SOLE21,00000
ALLERGAN PLCSHSG0177J1083912,120SH SOLE12,12000
ALLERGAN PLCSHSG0177J10813,79572,423SH SOLE272,42300
ALLETE INCCOM NEW0185223002753,742SH SOLE13,74200
ALLETE INCCOM NEW01852230010,348137,950SH SOLE2137,95000
ALLIANCE DATA SYSTEMS CORPCOM018581108222939SH SOLE293900
ALLIANCE RES PARTNER L PUT LTD PART01877R108452,194SH SOLE22,19400
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1062026,646SH SOLE26,64600
ALLIANT ENERGY CORPCOM0188021081,53336,012SH DFND836,01200
ALLIANT ENERGY CORPCOM0188021089,003211,489SH SOLE2211,48900
ALLISON TRANSMISSION HLDGS ICOM01973R101621,179SH SOLE11,17900
ALLISON TRANSMISSION HLDGS ICOM01973R1012484,775SH SOLE24,77500
ALLISON TRANSMISSION HLDGS ICOM01973R10182915,936SH DFND115,93600
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10817012,062SH SOLE112,06200
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1081,557109,297SH SOLE2109,29700
ALLSTATE CORPCOM0200021011,49415,233SH SOLE115,23300
ALLSTATE CORPCOM0200021016,04061,197SH DFND561,19700
ALLSTATE CORPCOM02000210121,389216,712SH SOLE2216,71200
ALLY FINL INCCOM02005N10066723,994SH SOLE123,99400
ALLY FINL INCCOM02005N1002,18982,769SH DFND1282,76900
ALLY FINL INCCOM02005N1002,40991,080SH DFND891,08000
ALLY FINL INCCOM02005N1006,615250,100SH SOLE2250,10000
ALNYLAM PHARMACEUTICALS INCCOM02043Q107385SH SOLE18500
ALNYLAM PHARMACEUTICALS INCCOM02043Q1073,67742,015SH SOLE242,01500
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104443,799SH SOLE23,79900
ALPHABET INCCAP STK CL C02079K1075,2534,433SH SOLE14,43300
ALPHABET INCCAP STK CL A02079K30513,18110,947SH SOLE110,94700
ALPHABET INCCAP STK CL C02079K107206,898173,358SH SOLE2173,35800
ALPHABET INCCAP STK CL A02079K305218,542181,050SH SOLE2181,05000
ALTABA INCCOM0213461015,15375,652SH SOLE275,65200
ALTAIR ENGR INCCOM CL A021369103811,894SH SOLE11,89400
ALTICE USA INCCL A02156K1031266,962SH SOLE26,96200
ALTRA INDL MOTION CORPCOM02208R106461,192SH SOLE11,19200
ALTRA INDL MOTION CORPCOM02208R1067,420179,672SH SOLE2179,67200
ALTRIA GROUP INCCOM02209S1039,045149,508SH SOLE1149,50800
ALTRIA GROUP INCCOM02209S10313,986231,896SH SOLE2231,89600
AMAG PHARMACEUTICALS INCCOM00163U106271,282SH SOLE11,28200
AMAG PHARMACEUTICALS INCCOM00163U10611,676583,780SH SOLE2583,78000
AMALGAMATED BK NEW YORK N YCLASS A02266310813699SH SOLE269900
AMARIN CORP PLCSPONS ADR NEW02311120652132,043SH SOLE232,04300
AMAZON COM INCCOM0231351063,5851,790SH DFND11,79000
AMAZON COM INCCOM02313510615,4267,713SH SOLE17,71300
AMAZON COM INCCOM023135106159,26379,512SH SOLE479,51200
AMAZON COM INCCOM023135106291,535145,549SH SOLE2145,54900
AMBARELLA INCSHSG037AX1013,30085,311SH SOLE285,31100
AMBEV SASPONSORED ADR02319V10318140,544SH SOLE140,54400
AMBEV SASPONSORED ADR02319V1034,7271,034,293SH SOLE21,034,29300
AMC ENTMT HLDGS INCCL A COM00165C1042,095102,173SH SOLE2102,17300
AMDOCS LTDSHSG026021033,63955,146SH SOLE255,14600
AMDOCS LTDSHSG026021034,10362,075SH SOLE162,07500
AMEDISYS INCCOM02343610859470SH DFND147000
AMEDISYS INCCOM0234361087595,913SH SOLE15,91300
AMEDISYS INCCOM02343610814,615116,958SH SOLE2116,95800
AMEREN CORPCOM0236081021171,831SH SOLE11,83100
AMEREN CORPCOM0236081026,642105,068SH SOLE2105,06800
AMERESCO INCCL A02361E1081228,964SH SOLE28,96400
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10515,397958,731SH SOLE2958,73100
AMERICAN AIRLS GROUP INCCOM02376R10254813,492SH SOLE113,49200
AMERICAN AIRLS GROUP INCCOM02376R1027,944192,208SH SOLE2192,20800
AMERICAN ASSETS TR INCCOM02401310410,948293,600SH SOLE2293,60000
AMERICAN AXLE & MFG HLDGS INCOM024061103211,207SH SOLE11,20700
AMERICAN AXLE & MFG HLDGS INCOM024061103291,675SH SOLE21,67500
AMERICAN CAMPUS CMNTYS INCCOM02483510040980SH SOLE198000
AMERICAN CAMPUS CMNTYS INCCOM0248351001,47235,767SH DFND835,76700
AMERICAN CAMPUS CMNTYS INCCOM02483510021,145513,738SH SOLE2513,73800
AMERICAN EAGLE OUTFITTERS NECOM02553E10690336,351SH DFND836,35100
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,13045,520SH DFND145,52000
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,91777,217SH SOLE277,21700
AMERICAN ELEC PWR INCCOM0255371011812,573SH SOLE12,57300
AMERICAN ELEC PWR INCCOM0255371018,906125,655SH SOLE2125,65500
AMERICAN EQTY INVT LIFE HLDCOM0256762069256SH SOLE125600
AMERICAN EQTY INVT LIFE HLDCOM02567620681723,119SH DFND823,11900
AMERICAN EQTY INVT LIFE HLDCOM0256762065,684160,737SH SOLE2160,73700
AMERICAN EXPRESS COCOM0258161093363,227SH SOLE13,22700
AMERICAN EXPRESS COCOM02581610920,766195,000SH SOLE2195,00000
AMERICAN FINL GROUP INC OHIOCOM0259321041,14510,315SH DFND110,31500
AMERICAN FINL GROUP INC OHIOCOM0259321042,10218,946SH DFND818,94600
AMERICAN FINL GROUP INC OHIOCOM0259321042,23319,807SH SOLE119,80700
AMERICAN FINL GROUP INC OHIOCOM0259321044,28338,596SH SOLE238,59600
AMERICAN HOMES 4 RENTCL A02665T30658726,798SH SOLE126,79800
AMERICAN HOMES 4 RENTCL A02665T30616,709763,327SH SOLE2763,32700
AMERICAN INTL GROUP INCCOM NEW02687478454957SH SOLE195700
AMERICAN INTL GROUP INCCOM NEW0268747842,32743,706SH DFND1243,70600
AMERICAN INTL GROUP INCCOM NEW0268747845,651106,142SH DFND7106,14200
AMERICAN INTL GROUP INCCOM NEW02687478412,467234,175SH DFND5234,17500
AMERICAN INTL GROUP INCCOM NEW02687478420,255380,451SH SOLE2380,45100
AMERICAN NATL INS COCOM0285911051,1899,347SH SOLE19,34700
AMERICAN PUBLIC EDUCATION INCOM02913V10312506SH SOLE150600
AMERICAN PUBLIC EDUCATION INCOM02913V103571,714SH SOLE21,71400
AMERICAN RENAL ASSOCIATES HOCOM029227105673,085SH SOLE23,08500
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB0483479,000SH SOLE2479,00000
AMERICAN SOFTWARE INCCL A02968310922918,895SH SOLE218,89500
AMERICAN STS WTR COCOM02989910130497SH SOLE249700
AMERICAN TOWER CORP NEWCOM03027X1009746,790SH SOLE16,79000
AMERICAN TOWER CORP NEWCOM03027X10060,433415,920SH SOLE2415,92000
AMERICAN WOODMARK CORPORATIOCOM0305061094,63259,040SH SOLE259,04000
AMERICAN WTR WKS CO INC NEWCOM03042010310,039114,114SH SOLE2114,11400
AMERICAS CAR MART INCCOM03062T1052002,552SH SOLE22,55200
AMERICOLD RLTY TRCOM03064D108311,411SH SOLE11,41100
AMERICOLD RLTY TRCOM03064D1089,193367,408SH SOLE2367,40800
AMERIPRISE FINL INCCOM03076C1062,81318,955SH SOLE118,95500
AMERIPRISE FINL INCCOM03076C10620,646139,819SH SOLE2139,81900
AMERISAFE INCCOM03071H1001,52624,632SH SOLE224,63200
AMERISOURCEBERGEN CORPCOM03073E1052,56428,105SH SOLE128,10500
AMERISOURCEBERGEN CORPCOM03073E1052,73729,683SH DFND1229,68300
AMERISOURCEBERGEN CORPCOM03073E1054,03243,722SH SOLE243,72200
AMERISOURCEBERGEN CORPCOM03073E10510,849117,638SH DFND5117,63800
AMETEK INC NEWCOM031100100811,188SH SOLE11,18800
AMETEK INC NEWCOM03110010014,427182,343SH SOLE2182,34300
AMGEN INCCOM0311621004,40821,294SH SOLE121,29400
AMGEN INCCOM03116210044,105212,768SH SOLE2212,76800
AMICUS THERAPEUTICS INCCOM03152W1093,399281,146SH SOLE2281,14600
AMN HEALTHCARE SERVICES INCCOM00174410143773SH SOLE177300
AMN HEALTHCARE SERVICES INCCOM0017441017,218131,957SH SOLE2131,95700
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1051346,004SH SOLE16,00400
AMPHASTAR PHARMACEUTICALS INCOM03209R1031,30767,934SH SOLE267,93400
AMPHENOL CORP NEWCL A0320951013,15833,433SH SOLE133,43300
AMPHENOL CORP NEWCL A0320951014,30845,820SH SOLE245,82000
AMYRIS INCCOM NEW03236M20032841,255SH SOLE241,25500
ANADARKO PETE CORPCOM0325111076139,255SH SOLE19,25500
ANADARKO PETE CORPCOM03251110721,722322,233SH SOLE2322,23300
ANALOG DEVICES INCCOM0326541052,83630,618SH SOLE130,61800
ANALOG DEVICES INCCOM0326541054,42947,902SH SOLE247,90200
ANALOG DEVICES INCCOM03265410510,651115,195SH DFND5115,19500
ANAPTYSBIO INCCOM0327241061,09610,984SH SOLE210,98400
ANDEAVORCOM03349M1051,2388,052SH SOLE18,05200
ANDEAVORCOM03349M1053,95925,793SH SOLE225,79300
ANDERSONS INCCOM034164103143SH SOLE14300
ANDERSONS INCCOM0341641032356,233SH SOLE26,23300
ANGIODYNAMICS INCCOM03475V10187540,260SH SOLE240,26000
ANGLOGOLD ASHANTI LTDSPONSORED ADR035128206364,184SH SOLE24,18400
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,66930,478SH SOLE230,47800
ANI PHARMACEUTICALS INCCOM00182C10343779SH SOLE177900
ANIXTER INTL INCCOM0352901053975,653SH DFND15,65300
ANNALY CAP MGMT INCCOM035710409474,548SH SOLE24,54800
ANNALY CAP MGMT INCCOM035710409666,489SH DFND16,48900
ANNALY CAP MGMT INCCOM03571040974170,875SH SOLE170,87500
ANSYS INCCOM03662Q1054362,411SH SOLE12,41100
ANSYS INCCOM03662Q10518,33998,240SH SOLE298,24000
ANTERO MIDSTREAM GP LPCOM SHS REPSTG03675Y1033,970234,640SH SOLE2234,64000
ANTERO RES CORPCOM03674X106834,677SH SOLE24,67700
ANTERO RES CORPCOM03674X1061,796101,407SH DFND12101,40700
ANTHEM INCCOM0367521031,3924,896SH SOLE14,89600
ANTHEM INCCOM036752103122,877448,376SH SOLE2448,37600
AON PLCSHS CL AG0408V1022,43115,804SH SOLE115,80400
AON PLCSHS CL AG0408V10244,029286,312SH SOLE2286,31200
APACHE CORPCOM03741110510,981230,348SH SOLE2230,34800
APARTMENT INVT & MGMT COCL A03748R1013888,808SH SOLE18,80800
APARTMENT INVT & MGMT COCL A03748R1011,62736,878SH DFND836,87800
APARTMENT INVT & MGMT COCL A03748R10121,511487,450SH SOLE2487,45000
APERGY CORPCOM03755L10414431SH SOLE143100
APERGY CORPCOM03755L10466215,203SH SOLE215,20300
APOGEE ENTERPRISES INCCOM03759810935865SH SOLE186500
APOGEE ENTERPRISES INCCOM03759810946511,256SH SOLE211,25600
APOLLO COML REAL EST FIN INCCOM03762U1051698,375SH SOLE18,37500
APOLLO COML REAL EST FIN INCCOM03762U10529415,560SH DFND115,56000
APOLLO COML REAL EST FIN INCCOM03762U10580842,818SH SOLE242,81800
APOLLO GLOBAL MGMT LLCCL A SHS0376123064,233122,525SH SOLE2122,52500
APPFOLIO INCCOM CL A03783C10079810,174SH SOLE210,17400
APPLE HOSPITALITY REIT INCCOM NEW03784Y2001,863106,526SH SOLE1106,52600
APPLE INCCOM0378331009134,044SH DFND14,04400
APPLE INCCOM0378331001,1925,280SH SOLE45,28000
APPLE INCCOM0378331006,48628,733SH DFND528,73300
APPLE INCCOM03783310014,19462,861SH SOLE162,86100
APPLE INCCOM037833100194,806862,966SH SOLE2862,96600
APPLIED MATLS INCCOM0382221052,99275,440SH SOLE175,44000
APPLIED MATLS INCCOM03822210533,361863,166SH SOLE2863,16600
APPTIO INCCL A03835C1082,08656,432SH SOLE256,43200
APTARGROUP INCCOM0383361031551,263SH SOLE11,26300
APTARGROUP INCCOM03833610317,931166,430SH SOLE2166,43000
APTEVO THERAPEUTICS INCCOM03835L1085410,583SH SOLE210,58300
APTIV PLCSHSG6095L1091,38015,230SH SOLE115,23000
APTIV PLCSHSG6095L10993,9511,119,803SH SOLE21,119,80300
AQUA AMERICA INCCOM03836W10349113,302SH SOLE213,30200
AQUAVENTURE HLDGS LTDSHSG0443N10736720,285SH SOLE220,28500
ARAMARKCOM03852U10632691SH SOLE169100
ARAMARKCOM03852U1061,31430,537SH DFND830,53700
ARAMARKCOM03852U10611,169259,633SH SOLE2259,63300
ARBOR RLTY TR INCCOM038923108877,552SH DFND17,55200
ARCBEST CORPCOM03937C105541,075SH SOLE11,07500
ARCBEST CORPCOM03937C1052,69955,585SH SOLE255,58500
ARCH CAP GROUP LTDORDG0450A1054,061136,415SH SOLE1136,41500
ARCHER DANIELS MIDLAND COCOM0394831021,79635,090SH SOLE135,09000
ARCHER DANIELS MIDLAND COCOM03948310217,849355,061SH SOLE2355,06100
ARCONIC INCCOM03965L10017,697804,035SH SOLE2804,03500
ARDAGH GROUP S ACL AL0223L10110210,735SH SOLE110,73500
ARDAGH GROUP S ACL AL0223L1011106,566SH SOLE26,56600
ARDMORE SHIPPING CORPCOMY0207T1002,894445,227SH SOLE2445,22700
ARES COML REAL ESTATE CORPCOM04013V108444,201SH SOLE14,20100
ARES COML REAL ESTATE CORPCOM04013V10819013,620SH SOLE213,62000
ARES MGMT LPCOM SHS REG INT04014Y1012,01086,624SH SOLE286,62400
ARGO GROUP INTL HLDGS LTDCOMG0464B1072,30236,509SH SOLE236,50900
ARISTA NETWORKS INCCOM0404131061,0523,956SH DFND13,95600
ARISTA NETWORKS INCCOM0404131061,4345,379SH SOLE15,37900
ARISTA NETWORKS INCCOM0404131066,86725,830SH SOLE225,83000
ARLO TECHNOLOGIES INCCOM04206A10122215,300SH SOLE215,30000
ARMADA HOFFLER PPTYS INCCOM04208T10879252,427SH SOLE252,42700
ARMSTRONG FLOORING INCCOM04238R10627815,364SH SOLE215,36400
ARMSTRONG WORLD INDS INC NEWCOM04247X1021472,415SH SOLE12,41500
ARMSTRONG WORLD INDS INC NEWCOM04247X1025678,141SH SOLE28,14100
ARRAY BIOPHARMA INCCOM04269X105331,953SH SOLE11,95300
ARRAY BIOPHARMA INCCOM04269X1051368,937SH SOLE28,93700
ARRIS INTL INCSHSG0551A10329911,523SH SOLE111,52300
ARROW ELECTRS INCCOM04273510071963SH SOLE196300
ARROW ELECTRS INCCOM0427351001,16315,782SH DFND815,78200
ARROW ELECTRS INCCOM0427351002,39632,499SH SOLE232,49900
ARTISAN PARTNERS ASSET MGMTCL A04316A1081,39643,074SH SOLE243,07400
ASBURY AUTOMOTIVE GROUP INCCOM0434361041151,664SH SOLE11,66400
ASBURY AUTOMOTIVE GROUP INCCOM0434361042393,470SH SOLE23,47000
ASE TECHNOLOGY HOLDING CO LTSPONSORED ADS00215W1001,012209,877SH SOLE1209,87700
ASE TECHNOLOGY HOLDING CO LTSPONSORED ADS00215W10024,0154,972,092SH SOLE24,972,09200
ASGN INCCOM00191U1021381,711SH SOLE11,71100
ASGN INCCOM00191U1029,365118,655SH SOLE2118,65500
ASHLAND GLOBAL HLDGS INCCOM04418610430379SH SOLE137900
ASHLAND GLOBAL HLDGS INCCOM0441861041,38716,536SH SOLE216,53600
ASML HOLDING N VN Y REGISTRY SHSN070592102,28712,086SH SOLE112,08600
ASML HOLDING N VN Y REGISTRY SHSN0705921091,067484,350SH SOLE2484,35000
ASPEN INSURANCE HOLDINGS LTDSHSG053841053257,765SH SOLE27,76500
ASPEN TECHNOLOGY INCCOM0453271031841,746SH SOLE11,74600
ASPEN TECHNOLOGY INCCOM0453271031,0599,300SH DFND19,30000
ASPEN TECHNOLOGY INCCOM04532710314,986131,561SH SOLE2131,56100
ASSERTIO THERAPEUTICS INCCOM04545L1079616,333SH SOLE216,33300
ASSURANT INC6.50% CONV PFD D04621X2072131,889SH SOLE21,88900
ASSURANT INCCOM04621X1081,0759,955SH DFND89,95500
ASSURANT INCCOM04621X1081,22010,970SH SOLE110,97000
ASSURANT INCCOM04621X1082,12919,720SH SOLE219,72000
ASSURED GUARANTY LTDCOMG0585R10670316,834SH SOLE116,83400
ASTRAZENECA PLCSPONSORED ADR0463531084,334108,957SH SOLE1108,95700
ASTRAZENECA PLCSPONSORED ADR04635310840,2211,016,440SH SOLE21,016,44000
AT HOME GROUP INCCOM04650Y10021928SH SOLE192800
AT HOME GROUP INCCOM04650Y1001354,293SH SOLE24,29300
AT&T INCCOM00206R102581,721SH DFND11,72100
AT&T INCCOM00206R1028,124240,335SH SOLE1240,33500
AT&T INCCOM00206R10217,580523,516SH DFND7523,51600
AT&T INCCOM00206R10227,906831,045SH SOLE2831,04500
ATENTO S ASHSL0427L10556575,385SH SOLE275,38500
ATHENAHEALTH INCCOM04685W1031,1388,515SH SOLE28,51500
ATHENE HLDG LTDCL AG0684D10739795SH SOLE179500
ATHENE HLDG LTDCL AG0684D1072595,004SH SOLE25,00400
ATKORE INTL GROUP INCCOM0476491081696,357SH DFND16,35700
ATKORE INTL GROUP INCCOM0476491082217,398SH SOLE17,39800
ATLANTIC PWR CORPCOM NEW04878Q8635224,439SH SOLE124,43900
ATLANTICA YIELD PLCSHSG0751N1031,20858,699SH SOLE258,69900
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642053584,824SH SOLE14,82400
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420586513,564SH SOLE213,56400
ATLASSIAN CORP PLCCL AG0624210464,374669,584SH SOLE2669,58400
ATMOS ENERGY CORPCOM0495601051,20112,788SH DFND812,78800
ATMOS ENERGY CORPCOM04956010513,616144,993SH SOLE2144,99300
ATN INTL INCCOM00215F1072,22430,108SH SOLE230,10800
ATRICURE INCCOM04963C2098216SH SOLE221600
ATRICURE INCCOM04963C209952,704SH SOLE12,70400
ATRION CORPCOM049904105477686SH SOLE268600
ATTUNITY LTDSHS NEWM1533212121611,432SH SOLE211,43200
AU OPTRONICS CORPSPONSORED ADR0022551077718,214SH SOLE218,21400
AUDIOCODES LTDORDM15342104434,256SH SOLE24,25600
AUTODESK INCCOM0527691064,90931,377SH SOLE131,37700
AUTODESK INCCOM05276910612,93882,875SH SOLE282,87500
AUTOHOME INCSP ADR RP CL A05278C1075206,723SH DFND16,72300
AUTOHOME INCSP ADR RP CL A05278C10710,452135,019SH SOLE2135,01900
AUTOMATIC DATA PROCESSING INCOM0530151034,84632,279SH SOLE132,27900
AUTOMATIC DATA PROCESSING INCOM05301510333,246220,668SH SOLE2220,66800
AUTONATION INCCOM05329W10216376SH SOLE137600
AUTONATION INCCOM05329W1021613,863SH SOLE23,86300
AUTOZONE INCCOM053332102713900SH SOLE190000
AUTOZONE INCCOM0533321021,5532,002SH SOLE22,00200
AVALONBAY CMNTYS INCCOM0534841018454,675SH SOLE14,67500
AVALONBAY CMNTYS INCCOM05348410139,670218,991SH SOLE2218,99100
AVANGRID INCCOM05351W1033226,710SH SOLE26,71000
AVANGRID INCCOM05351W1031,14523,256SH SOLE123,25600
AVANOS MED INCCOM05350V1065498,190SH SOLE18,19000
AVANOS MED INCCOM05350V1061,13616,590SH SOLE216,59000
AVAYA HLDGS CORPCOM05351X10140018,076SH SOLE218,07600
AVERY DENNISON CORPCOM0536111096476,272SH SOLE16,27200
AVERY DENNISON CORPCOM0536111092,68924,816SH SOLE224,81600
AVIANCA HLDGS SASPON ADR REP PFD05367G100549,628SH SOLE29,62800
AVIS BUDGET GROUPCOM053774105742,286SH SOLE12,28600
AVIS BUDGET GROUPCOM0537741051283,975SH SOLE23,97500
AVIS BUDGET GROUPCOM05377410547114,666SH DFND114,66600
AVNET INCCOM05380710354212,379SH SOLE112,37900
AVNET INCCOM0538071031,49633,412SH SOLE233,41200
AXA EQUITABLE HLDGS INCCOM0545611051,03747,882SH SOLE147,88200
AXA EQUITABLE HLDGS INCCOM0545611051,60274,680SH SOLE274,68000
AXALTA COATING SYS LTDCOMG0750C10856118,418SH SOLE118,41800
AXALTA COATING SYS LTDCOMG0750C1081,79361,495SH SOLE261,49500
AXCELIS TECHNOLOGIES INCCOM NEW0545402085266SH SOLE226600
AXIS CAPITAL HOLDINGS LTDSHSG0692U10985714,848SH SOLE214,84800
AXOGEN INCCOM05463X106498SH SOLE29800
AXOS FINL INCCOM05465C100611,321SH SOLE11,32100
AZZ INCCOM0024741042,47949,089SH SOLE249,08900
B & G FOODS INC NEWCOM05508R10600SH SOLE2000
B & G FOODS INC NEWCOM05508R106491,951SH SOLE11,95100
B2GOLD CORPCOM11777Q2090349SH SOLE134900
BABCOCK & WILCOX ENTERPRIS ICOM05614L1002526,874SH SOLE126,87400
BAIDU INCSPON ADR REP A0567521084,03517,628SH SOLE117,62800
BAIDU INCSPON ADR REP A05675210811,53050,420SH DFND650,42000
BAIDU INCSPON ADR REP A05675210881,299355,513SH SOLE2355,51300
BAKER HUGHES A GE COCL A05722G1001,87955,531SH DFND1255,53100
BAKER HUGHES A GE COCL A05722G10010,168300,560SH SOLE2300,56000
BALCHEM CORPCOM0576652002852,759SH SOLE12,75900
BALL CORPCOM0584981063,20672,875SH SOLE272,87500
BANC OF CALIFORNIA INCCOM05990K106311,638SH SOLE21,63800
BANC OF CALIFORNIA INCCOM05990K106502,729SH SOLE12,72900
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K10125742,674SH SOLE142,67400
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1018,4421,340,000SH SOLE21,340,00000
BANCO BRADESCO S ASP ADR PFD NEW05946030328539,295SH SOLE139,29500
BANCO BRADESCO S ASP ADR PFD NEW05946030316,2612,296,751SH DFND62,296,75100
BANCO BRADESCO S ASP ADR PFD NEW05946030328,1913,981,750SH SOLE23,981,75000
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A107959108,855SH SOLE2108,85500
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10915502SH SOLE150200
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10941613,000SH SOLE213,00000
BANCO SANTANDER S ASPONSORED ADR B05969B103121,375SH SOLE11,37500
BANCO SANTANDER S ASPONSORED ADR B05969B1036,891888,046SH SOLE2888,04600
BANCO SANTANDER SAADR05964H105152,837SH SOLE12,83700
BANCOLOMBIA S ASPON ADR PREF05968L10247711,544SH SOLE111,54400
BANCOLOMBIA S ASPON ADR PREF05968L10217,413417,383SH SOLE2417,38300
BANCOLOMBIA S ASPON ADR PREF05968L10218,024432,024SH DFND6432,02400
BANCORP INC DELCOM05969A1052157SH SOLE115700
BANCORP INC DELCOM05969A105525,425SH SOLE25,42500
BANCORPSOUTH BK TUPELO MISSCOM05971J1021345,385SH SOLE15,38500
BANDWIDTH INCCOM CL A05988J10382515,408SH SOLE215,40800
BANK AMER CORPCOM0605051042,61988,887SH DFND1288,88700
BANK AMER CORP7.25%CNV PFD L0605056824,6393,584SH SOLE23,58400
BANK AMER CORPCOM0605051047,753262,270SH SOLE1262,27000
BANK AMER CORPCOM06050510411,151378,512SH DFND5378,51200
BANK AMER CORPCOM060505104218,2407,408,010SH SOLE27,408,01000
BANK HAWAII CORPCOM0625401093,92849,779SH SOLE249,77900
BANK MONTREAL QUECOM06367110115186SH SOLE118600
BANK MONTREAL QUECOM0636711016377,718SH SOLE27,71800
BANK NEW YORK MELLON CORPCOM0640581001,37227,048SH SOLE127,04800
BANK NEW YORK MELLON CORPCOM06405810031,663620,965SH SOLE2620,96500
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R2081282,504SH SOLE12,50400
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R2085169,950SH SOLE29,95000
BANK OZKCOM06417N103932,446SH SOLE12,44600
BANK OZKCOM06417N1034,660122,752SH SOLE2122,75200
BANKUNITED INCCOM06652K1032506,956SH SOLE16,95600
BANKUNITED INCCOM06652K1031,24935,285SH DFND835,28500
BANKUNITED INCCOM06652K1037,916223,611SH SOLE2223,61100
BANNER CORPCOM NEW06652V2083,90362,783SH SOLE262,78300
BAOZUN INCSPONSORED ADR06684L1031,25025,730SH SOLE225,73000
BARCLAYS BK PLCDJUBS CMDT ETN3606738C778288SH SOLE18800
BARCLAYS BK PLCIPATH S&P500 VIX06746L42213786SH SOLE178600
BARCLAYS PLCADR06738E2043,988443,606SH SOLE1443,60600
BARNES GROUP INCCOM067806109731,044SH SOLE11,04400
BARNES GROUP INCCOM0678061097,130100,376SH SOLE2100,37600
BARRETT BUSINESS SERVICES INCOM0684631081562,332SH SOLE22,33200
BAUSCH HEALTH COS INCCOM07173410739115,224SH SOLE215,22400
BAXTER INTL INCCOM0718131091,28216,632SH DFND116,63200
BAXTER INTL INCCOM0718131094,84363,167SH SOLE163,16700
BAXTER INTL INCCOM07181310916,927219,570SH SOLE2219,57000
BAYCOM CORPCOM07272M1071937,252SH SOLE27,25200
BB&T CORPCOM05493710792618,235SH SOLE118,23500
BB&T CORPCOM05493710721,658446,197SH SOLE2446,19700
BCE INCCOM NEW05534B7601,27731,272SH SOLE131,27200
BCE INCCOM NEW05534B7603,08876,205SH SOLE276,20500
BEACON ROOFING SUPPLY INCCOM0736851091734,008SH SOLE14,00800
BEACON ROOFING SUPPLY INCCOM0736851096,935191,621SH SOLE2191,62100
BECTON DICKINSON & COPFD SHS CONV A075887208059SH SOLE15900
BECTON DICKINSON & COPFD SHS CONV A0758872081,47822,609SH SOLE222,60900
BECTON DICKINSON & COCOM0758871092,4409,352SH SOLE19,35200
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CURO GROUP HLDGS CORPCOM23131L10799432,875SH SOLE232,87500
CURTISS WRIGHT CORPCOM231561101334SH SOLE13400
CURTISS WRIGHT CORPCOM2315611019,34868,027SH SOLE268,02700
CUSTOMERS BANCORP INCCOM23204G1003,133133,138SH SOLE2133,13800
CUTERA INCCOM2321091084113SH SOLE211300
CVR REFNG LPCOMUNIT REP LT12663P107603,021SH SOLE23,02100
CVS HEALTH CORPCOM1266501003,44743,280SH SOLE143,28000
CVS HEALTH CORPCOM12665010028,848366,459SH SOLE2366,45900
CYBERARK SOFTWARE LTDSHSM2682V1082,96037,075SH SOLE237,07500
CYPRESS SEMICONDUCTOR CORPCOM23280610916010,772SH SOLE110,77200
CYPRESS SEMICONDUCTOR CORPCOM23280610991262,956SH DFND862,95600
CYPRESS SEMICONDUCTOR CORPCOM2328061097,893544,731SH SOLE2544,73100
CYRUSONE INCCOM23283R1001121,731SH SOLE11,73100
CYRUSONE INCCOM23283R10022,176349,779SH SOLE2349,77900
D R HORTON INCCOM23331A1092535,920SH SOLE15,92000
D R HORTON INCCOM23331A1093,09273,300SH SOLE273,30000
DANAHER CORP DELCOM2358511024,83544,487SH SOLE144,48700
DANAHER CORP DELCOM23585110227,045248,900SH SOLE2248,90000
DANAOS CORPORATIONSHSY1968P10525,955SH SOLE15,95500
DARDEN RESTAURANTS INCCOM2371941055595,716SH SOLE15,71600
DARDEN RESTAURANTS INCCOM2371941058137,316SH SOLE27,31600
DARLING INGREDIENTS INCCOM2372661011548,344SH SOLE18,34400
DARLING INGREDIENTS INCCOM2372661017,239374,674SH SOLE2374,67400
DAVE & BUSTERS ENTMT INCCOM238337109466SH SOLE16600
DAVE & BUSTERS ENTMT INCCOM2383371099133SH SOLE213300
DAVITA INCCOM23918K1081061,486SH SOLE21,48600
DAVITA INCCOM23918K1086218,667SH DFND128,66700
DAVITA INCCOM23918K1081,75924,391SH SOLE124,39100
DBX ETF TRXTRACK USD HIGH23305143227644SH SOLE164400
DBX ETF TRXTRACK MSCI JAPN2330515071433,179SH SOLE13,17900
DBX ETF TRXTRACK MSCI EURP2330518531776,324SH SOLE16,32400
DBX ETF TRXTRACK MSCI EAFE2330512001825,656SH SOLE15,65600
DDR CORPCOM23317H8541,674124,985SH DFND8124,98500
DDR CORPCOM23317H8549,206687,493SH SOLE2687,49300
DEAN FOODS CO NEWCOM NEW24237020313919,631SH SOLE219,63100
DECKERS OUTDOOR CORPCOM2435371074293,620SH DFND13,62000
DECKERS OUTDOOR CORPCOM2435371079277,806SH SOLE17,80600
DEERE & COCOM2441991057575,052SH SOLE15,05200
DEERE & COCOM2441991056,51743,351SH DFND543,35100
DEERE & COCOM24419910510,77971,703SH SOLE271,70300
DEL FRISCOS RESTAURANT GROUPCOM245077102213,896SH SOLE13,89600
DEL FRISCOS RESTAURANT GROUPCOM24507710212114,632SH SOLE214,63200
DEL FRISCOS RESTAURANT GROUPCOM24507710276892,500SH DFND192,50000
DEL TACO RESTAURANTS INCCOM24549610464954,993SH SOLE254,99300
DELEK US HLDGS INC NEWCOM24665A103711,387SH SOLE11,38700
DELEK US HLDGS INC NEWCOM24665A10344110,394SH DFND110,39400
DELEK US HLDGS INC NEWCOM24665A1031,22428,856SH DFND828,85600
DELEK US HLDGS INC NEWCOM24665A1032,79665,888SH SOLE265,88800
DELL TECHNOLOGIES INCCOM CL V24703L1038399,000SH SOLE19,00000
DELL TECHNOLOGIES INCCOM CL V24703L1037,89981,336SH SOLE281,33600
DELPHI TECHNOLOGIES PLCSHSG2709G1075,324169,775SH SOLE2169,77500
DELTA AIR LINES INC DELCOM NEW2473617021,22520,405SH SOLE120,40500
DELTA AIR LINES INC DELCOM NEW2473617022,20838,186SH DFND1138,18600
DELTA AIR LINES INC DELCOM NEW2473617026,753116,774SH SOLE2116,77400
DELUXE CORPCOM2480191016,113107,354SH SOLE2107,35400
DENBURY RES INCCOM NEW247916208304,872SH SOLE24,87200
DENNYS CORPCOM24869P104283,370SH SOLE13,37000
DENNYS CORPCOM24869P10440927,812SH SOLE227,81200
DENTSPLY SIRONA INCCOM24906P1091344,101SH SOLE14,10100
DENTSPLY SIRONA INCCOM24906P1094,292113,717SH SOLE2113,71700
DESCARTES SYS GROUP INCCOM249906108611,539SH SOLE11,53900
DEVON ENERGY CORP NEWCOM25179M103932,298SH SOLE12,29800
DEVON ENERGY CORP NEWCOM25179M1031,45236,354SH DFND1236,35400
DEVON ENERGY CORP NEWCOM25179M1034,658116,633SH SOLE2116,63300
DEXCOM INCCOM2521311072,54617,828SH SOLE117,82800
DEXCOM INCCOM2521311078,46759,191SH SOLE259,19100
DIAGEO P L CSPON ADR NEW25243Q2054,06728,551SH SOLE128,55100
DIAGEO P L CSPON ADR NEW25243Q2055,43238,343SH SOLE238,34300
DIAMOND OFFSHORE DRILLING INCOM25271C102462,323SH SOLE22,32300
DIAMONDBACK ENERGY INCCOM25278X1092,05515,200SH SOLE215,20000
DIAMONDROCK HOSPITALITY COCOM252784301716,555SH SOLE16,55500
DIAMONDROCK HOSPITALITY COCOM25278430195381,647SH DFND881,64700
DIAMONDROCK HOSPITALITY COCOM2527843011,903163,103SH SOLE2163,10300
DICKS SPORTING GOODS INCCOM25339310233810,528SH SOLE110,52800
DICKS SPORTING GOODS INCCOM25339310242812,058SH DFND112,05800
DIEBOLD NXDF INCCOM253651103235,925SH SOLE15,92500
DIEBOLD NXDF INCCOM253651103969215,319SH SOLE2215,31900
DIGIMARC CORP NEWCOM25381B10179025,134SH SOLE225,13400
DIGITAL RLTY TR INCCOM2538681033312,943SH SOLE12,94300
DIGITAL RLTY TR INCCOM25386810349,569440,693SH SOLE2440,69300
DILLARDS INCCL A2540671014015,609SH SOLE15,60900
DINE BRANDS GLOBAL INCCOM2544231064916,035SH SOLE26,03500
DINE BRANDS GLOBAL INCCOM2544231066507,934SH SOLE17,93400
DISCOVER FINL SVCSCOM2547091082,09527,125SH SOLE127,12500
DISCOVER FINL SVCSCOM2547091086,28682,228SH SOLE282,22800
DISCOVERY INCCOM SER A25470F1041,07233,500SH SOLE233,50000
DISCOVERY INCCOM SER C25470F3021,20640,756SH SOLE240,75600
DISH NETWORK CORPNOTE 2.375% 3/125470MAD1109123,000SH SOLE2123,00000
DISH NETWORK CORPNOTE 3.375% 8/125470MAB5530556,000SH SOLE2556,00000
DISH NETWORK CORPCL A25470M1091,82150,909SH DFND150,90900
DISH NETWORK CORPCL A25470M1093,605100,806SH SOLE2100,80600
DISNEY WALT COCOM DISNEY2546871062261,929SH SOLE41,92900
DISNEY WALT COCOM DISNEY2546871062,40620,501SH SOLE120,50100
DISNEY WALT COCOM DISNEY2546871067,14561,102SH SOLE261,10200
DOCUSIGN INCCOM2561631064138SH SOLE113800
DOLBY LABORATORIES INCCOM25659T1071,41720,245SH SOLE220,24500
DOLLAR GEN CORP NEWCOM2566771053,87735,535SH SOLE135,53500
DOLLAR GEN CORP NEWCOM25667710517,377158,986SH SOLE2158,98600
DOLLAR TREE INCCOM2567461081,02612,103SH SOLE112,10300
DOLLAR TREE INCCOM25674610813,916170,647SH SOLE2170,64700
DOMINION ENERGY INCCOM25746U1095,55579,043SH SOLE279,04300
DOMINOS PIZZA INCCOM25754A2017692,633SH SOLE12,63300
DOMINOS PIZZA INCCOM25754A2011,4454,900SH DFND14,90000
DOMINOS PIZZA INCCOM25754A2011,5665,312SH SOLE25,31200
DOMTAR CORPCOM NEW2575592031472,782SH SOLE12,78200
DOMTAR CORPCOM NEW2575592031,44627,724SH SOLE227,72400
DONALDSON INCCOM257651109881,594SH SOLE11,59400
DONALDSON INCCOM2576511091,38823,820SH SOLE223,82000
DONNELLEY FINL SOLUTIONS INCCOM25787G10005SH SOLE1500
DONNELLEY FINL SOLUTIONS INCCOM25787G1001,51884,689SH SOLE284,68900
DONNELLEY R R & SONS COCOM2578672001612,739SH SOLE112,73900
DORCHESTER MINERALS LPCOM UNIT25820R10537318,274SH SOLE218,27400
DORMAN PRODUCTS INCCOM2582781001632,115SH SOLE22,11500
DORMAN PRODUCTS INCCOM2582781003404,043SH SOLE14,04300
DOUGLAS EMMETT INCCOM25960P1091894,976SH SOLE14,97600
DOUGLAS EMMETT INCCOM25960P10915,697416,140SH SOLE2416,14000
DOVER CORPCOM26000310842494SH SOLE149400
DOVER CORPCOM2600031083,81843,129SH SOLE243,12900
DOWDUPONT INCCOM26078J1003,24550,212SH SOLE150,21200
DOWDUPONT INCCOM26078J10014,316222,611SH DFND5222,61100
DOWDUPONT INCCOM26078J10028,022435,738SH SOLE2435,73800
DRIL-QUIP INCCOM2620371042865,301SH SOLE15,30100
DRIL-QUIP INCCOM2620371042,92555,981SH SOLE255,98100
DROPBOX INCCL A26210C10429410,955SH SOLE210,95500
DSP GROUP INCCOM23332B10617514,724SH SOLE214,72400
DSW INCCL A23334L10236010,612SH DFND110,61200
DSW INCCL A23334L1025,374158,622SH SOLE2158,62200
DTE ENERGY COUNIT 99/99/99992333318831152,233SH SOLE22,23300
DTE ENERGY COCOM2333311071,0439,557SH SOLE19,55700
DTE ENERGY COCOM2333311075,77052,875SH SOLE252,87500
DUKE ENERGY CORP NEWCOM NEW26441C2042,05425,103SH SOLE125,10300
DUKE ENERGY CORP NEWCOM NEW26441C2047,91998,963SH SOLE298,96300
DUKE REALTY CORPCOM NEW264411505652,249SH SOLE12,24900
DUKE REALTY CORPCOM NEW2644115051,69459,706SH DFND859,70600
DUKE REALTY CORPCOM NEW26441150525,693905,629SH SOLE2905,62900
DULUTH HLDGS INCCOM CL B26443V101642,030SH SOLE22,03000
DUN & BRADSTREET CORP DEL NECOM26483E1002,60718,296SH SOLE218,29600
DUNKIN BRANDS GROUP INCCOM2655041002443,516SH SOLE13,51600
DUNKIN BRANDS GROUP INCCOM26550410023,678321,185SH SOLE2321,18500
DXC TECHNOLOGY COCOM23355L1063,60138,913SH SOLE138,91300
DXC TECHNOLOGY COCOM23355L1065,55959,438SH SOLE259,43800
DYCOM INDS INCCOM26747510121250SH SOLE125000
DYCOM INDS INCNOTE 0.750% 9/1267475AB7279252,000SH SOLE2252,00000
DYCOM INDS INCCOM2674751011,56318,472SH DFND818,47200
DYCOM INDS INCCOM26747510116,840199,058SH SOLE2199,05800
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820191,018SH SOLE11,01800
DYNEX CAP INCCOM NEW26817Q506426,642SH DFND16,64200
E TRADE FINANCIAL CORPCOM NEW26924640165811,889SH SOLE111,88900
E TRADE FINANCIAL CORPCOM NEW26924640192417,632SH DFND817,63200
E TRADE FINANCIAL CORPCOM NEW2692464016,897131,652SH SOLE2131,65200
EAGLE BANCORP INC MDCOM268948106781,326SH SOLE11,32600
EAGLE BANCORP INC MDCOM2689481062474,875SH SOLE24,87500
EAGLE MATERIALS INCCOM26969P10818220SH SOLE122000
EAGLE PHARMACEUTICALS INCCOM2697961088,167117,802SH SOLE2117,80200
EARTHSTONE ENERGY INCCL A27032D30438340,871SH SOLE240,87100
EAST WEST BANCORP INCCOM27579R104901,429SH SOLE11,42900
EAST WEST BANCORP INCCOM27579R1041402,327SH DFND12,32700
EAST WEST BANCORP INCCOM27579R10414,559241,158SH SOLE2241,15800
EASTERLY GOVT PPTYS INCCOM27616P1035,507284,288SH SOLE2284,28800
EASTMAN CHEM COCOM2774321001,17511,845SH SOLE111,84500
EASTMAN CHEM COCOM2774321003,60737,685SH SOLE237,68500
EATON CORP PLCSHSG291831033,23736,901SH SOLE136,90100
EATON CORP PLCSHSG291831038,44797,393SH SOLE297,39300
EBAY INCCOM2786421032,72182,844SH SOLE182,84400
EBAY INCCOM27864210310,107306,084SH SOLE2306,08400
EBIX INCCOM NEW2787152064826,095SH SOLE26,09500
ECHO GLOBAL LOGISTICS INCCOM27875T101421,278SH SOLE11,27800
ECHO GLOBAL LOGISTICS INCCOM27875T1011143,695SH DFND13,69500
ECHOSTAR CORPCL A27876810615303SH SOLE130300
ECHOSTAR CORPCL A2787681063,24069,870SH SOLE269,87000
ECOLAB INCCOM2788651002,52016,075SH SOLE216,07500
ECOLAB INCCOM2788651002,62316,471SH SOLE116,47100
ECOPETROL S ASPONSORED ADS2791581098,983333,582SH SOLE2333,58200
EDGEWELL PERS CARE COCOM28035Q10266114,292SH SOLE214,29200
EDISON INTLCOM28102010734462SH SOLE146200
EDISON INTLCOM28102010726,742395,126SH SOLE2395,12600
EDWARDS LIFESCIENCES CORPCOM28176E1081,99011,411SH SOLE111,41100
EDWARDS LIFESCIENCES CORPCOM28176E10831,340180,013SH SOLE2180,01300
EGAIN CORPCOM NEW28225C80671,141SH SOLE11,14100
EHEALTH INCCOM28238P10923830SH SOLE283000
EL PASO ENERGY CAP TR IPFD CV TR SECS2836782091964,168SH SOLE24,16800
ELANCO ANIMAL HEALTH INCCOM28414H1032,58374,032SH SOLE274,03200
ELDORADO GOLD CORP NEWCOM28490210311,668SH SOLE21,66800
ELDORADO RESORTS INCCOM28470R102571,184SH SOLE11,18400
ELDORADO RESORTS INCCOM28470R1023,22466,346SH SOLE266,34600
ELECTRONIC ARTS INCCOM2855121095,79048,507SH SOLE148,50700
ELECTRONIC ARTS INCCOM28551210927,822230,906SH SOLE2230,90600
ELECTRONICS FOR IMAGING INCCOM2860821027,128209,141SH SOLE2209,14100
ELLIE MAE INCCOM28849P10061595SH SOLE159500
EMBRAER S ASP ADR REP 4 COM29082A1071537,852SH SOLE17,85200
EMBRAER S ASP ADR REP 4 COM29082A1075,846298,393SH SOLE2298,39300
EMCOR GROUP INCCOM29084Q1002402,841SH SOLE12,84100
EMCOR GROUP INCCOM29084Q1001,17615,654SH DFND815,65400
EMCOR GROUP INCCOM29084Q1009,614127,994SH SOLE2127,99400
EMERGENT BIOSOLUTIONS INCCOM29089Q1057101SH SOLE210100
EMERGENT BIOSOLUTIONS INCCOM29089Q1051592,627SH SOLE12,62700
EMERSON ELEC COCOM2910111041391,761SH SOLE11,76100
EMERSON ELEC COCOM2910111048,864115,746SH SOLE2115,74600
EMERSON ELEC COCOM29101110410,447136,418SH DFND5136,41800
EMPIRE ST RLTY TR INCCL A29210410611,318681,386SH SOLE2681,38600
ENANTA PHARMACEUTICALS INCCOM29251M10617464SH SOLE146400
ENANTA PHARMACEUTICALS INCCOM29251M1061,30415,264SH SOLE215,26400
ENBRIDGE ENERGY PARTNERS L PCOM29250R10689881,700SH SOLE281,70000
ENBRIDGE INCCOM29250N1052146,533SH SOLE16,53300
ENBRIDGE INCCOM29250N1058,823273,253SH SOLE2273,25300
ENCANA CORPCOM2925051041,05680,539SH SOLE280,53900
ENCANA CORPCOM2925051042,984229,831SH SOLE1229,83100
ENCOMPASS HEALTH CORPCOM29261A1002432,918SH SOLE12,91800
ENCOMPASS HEALTH CORPCOM29261A1001,44318,510SH DFND818,51000
ENCOMPASS HEALTH CORPCOM29261A10014,321183,715SH SOLE2183,71500
ENCORE CAP GROUP INCCOM2925541024109SH SOLE110900
ENCORE CAP GROUP INCCOM29255410229801SH SOLE280100
ENCORE WIRE CORPCOM2925621056190SH SOLE119000
ENEL AMERICAS S ASPONSORED ADR29274F1041,851239,400SH SOLE2239,40000
ENEL CHILE S ASPONSORED ADR29278D105603120,425SH SOLE2120,42500
ENERGEN CORPCOM29265N1081,06012,299SH DFND812,29900
ENERGEN CORPCOM29265N1088,994104,371SH SOLE2104,37100
ENERGIZER HLDGS INC NEWCOM29272W10938481SH SOLE148100
ENERGIZER HLDGS INC NEWCOM29272W10981913,971SH DFND813,97100
ENERGIZER HLDGS INC NEWCOM29272W1093,36257,321SH SOLE257,32100
ENERGY RECOVERY INCCOM29270J100293,228SH SOLE23,22800
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10084848,637SH SOLE248,63700
ENERGY TRANSFER PARTNERS LPUNIT LTD PRT INT29278N1037303SH SOLE230300
ENERPLUS CORPCOM29276610214311,600SH SOLE211,60000
ENERSYSCOM29275Y1021,19713,733SH DFND813,73300
ENERSYSCOM29275Y1024,99157,280SH SOLE257,28000
ENI S P ASPONSORED ADR26874R10817439SH SOLE143900
ENI S P ASPONSORED ADR26874R10825654SH SOLE265400
ENNIS INCCOM29338910227313,357SH SOLE213,35700
ENOVA INTL INCCOM29357K103411,413SH SOLE11,41300
ENOVA INTL INCCOM29357K1031153,994SH DFND13,99400
ENOVA INTL INCCOM29357K1032,21776,992SH SOLE276,99200
ENPRO INDS INCCOM29355X107981,240SH SOLE11,24000
ENPRO INDS INCCOM29355X1074,98168,301SH SOLE268,30100
ENSCO PLCSHS CLASS AG3157S106121,402SH SOLE21,40200
ENTEGRIS INCCOM29362U1043,238111,842SH SOLE2111,84200
ENTERCOM COMMUNICATIONS CORPCL A29363910039149,440SH DFND149,44000
ENTERGY CORP NEWCOM29364G1031481,821SH DFND11,82100
ENTERGY CORP NEWCOM29364G1031,36116,537SH SOLE116,53700
ENTERGY CORP NEWCOM29364G1035,52568,105SH SOLE268,10500
ENTERPRISE FINL SVCS CORPCOM2937121051,91036,007SH SOLE236,00700
ENTERPRISE PRODS PARTNERS LCOM29379210794332,824SH SOLE432,82400
ENTERPRISE PRODS PARTNERS LCOM2937921077,754269,905SH SOLE2269,90500
ENTRAVISION COMMUNICATIONS CCL A29382R107971198,079SH SOLE2198,07900
ENVESTNET INCCOM29404K106831,395SH SOLE11,39500
ENVISION HEALTHCARE CORPCOM29414D1002064,397SH SOLE14,39700
ENVISION HEALTHCARE CORPCOM29414D1007,328160,251SH SOLE2160,25100
ENZO BIOCHEM INCCOM29410010210024,225SH SOLE224,22500
EOG RES INCCOM26875P1013,56027,941SH SOLE127,94100
EOG RES INCCOM26875P10115,889124,549SH SOLE2124,54900
EPAM SYS INCCOM29414B1041,50710,946SH SOLE210,94600
EPLUS INCCOM29426810764628SH SOLE162800
EPR PPTYSCOM SH BEN INT26884U1093,42350,039SH SOLE250,03900
EQT CORPCOM26884L10933706SH SOLE170600
EQT CORPCOM26884L10914,178320,550SH SOLE2320,55000
EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1003636,881SH SOLE26,88100
EQUIFAX INCCOM29442910552400SH SOLE240000
EQUIFAX INCCOM2944291058616,602SH SOLE16,60200
EQUINIX INCCOM PAR $0.00129444U7001,7464,054SH SOLE14,05400
EQUINIX INCCOM PAR $0.00129444U70031,24172,168SH SOLE272,16800
EQUINOR ASASPONSORED ADR29446M10233413,042SH SOLE113,04200
EQUINOR ASASPONSORED ADR29446M10228,142997,932SH SOLE2997,93200
EQUINOR ASASPONSORED ADR29446M10231,0631,101,522SH DFND61,101,52200
EQUITY COMWLTHCOM SH BEN INT294628102371,056SH SOLE11,05600
EQUITY COMWLTHCOM SH BEN INT29462810225,942808,414SH SOLE2808,41400
EQUITY LIFESTYLE PPTYS INCCOM29472R10830,707318,369SH SOLE2318,36900
EQUITY RESIDENTIALSH BEN INT29476L1074526,863SH SOLE16,86300
EQUITY RESIDENTIALSH BEN INT29476L10731,242471,507SH SOLE2471,50700
ERICSSONADR B SEK 102948216085,876667,716SH SOLE2667,71600
ERIE INDTY COCL A29530P1021,54212,061SH SOLE112,06100
ERIE INDTY COCL A29530P1023,60928,301SH SOLE228,30100
ESCO TECHNOLOGIES INCCOM2963151041662,436SH SOLE22,43600
ESPERION THERAPEUTICS INC NECOM29664W105119SH SOLE21900
ESSA BANCORP INCCOM29667D10421011,946SH SOLE111,94600
ESSENT GROUP LTDCOMG3198U10245710,496SH SOLE110,49600
ESSENT GROUP LTDCOMG3198U1024,35098,310SH SOLE298,31000
ESSENTIAL PPTYS RLTY TR INCCOM29670E10752336,824SH SOLE236,82400
ESSEX PPTY TR INCCOM29717810549203SH SOLE120300
ESSEX PPTY TR INCCOM29717810537,408151,628SH SOLE2151,62800
ESTERLINE TECHNOLOGIES CORPCOM29742510053610SH SOLE161000
ESTERLINE TECHNOLOGIES CORPCOM29742510095010,445SH DFND810,44500
ESTERLINE TECHNOLOGIES CORPCOM2974251003,13134,425SH SOLE234,42500
ETSY INCCOM29786A10691517,805SH SOLE217,80500
EURONET WORLDWIDE INCCOM2987361096046,073SH SOLE16,07300
EURONET WORLDWIDE INCCOM29873610918,780187,390SH SOLE2187,39000
EVERBRIDGE INCCOM29978A104991,703SH SOLE11,70300
EVERBRIDGE INCCOM29978A1045709,897SH SOLE29,89700
EVERCORE INCCLASS A29977A10546434SH SOLE143400
EVERCORE INCCLASS A29977A1057447,404SH SOLE27,40400
EVEREST RE GROUP LTDCOMG3223R1083,09013,292SH SOLE113,29200
EVEREST RE GROUP LTDCOMG3223R10823,633103,442SH DFND6103,44200
EVEREST RE GROUP LTDCOMG3223R10837,139162,557SH SOLE2162,55700
EVERGY INCCOM30034W106641,334SH SOLE11,33400
EVERGY INCCOM30034W10655210,050SH DFND110,05000
EVERGY INCCOM30034W1061,41425,747SH DFND825,74700
EVERGY INCCOM30034W10615,199276,757SH SOLE2276,75700
EVERSOURCE ENERGYCOM30040W1081,38222,636SH SOLE122,63600
EVERSOURCE ENERGYCOM30040W1084,47172,770SH SOLE272,77000
EVERTEC INCCOM30040P103311,290SH DFND11,29000
EVERTEC INCCOM30040P1032,08486,492SH SOLE286,49200
EVO PMTS INCCL A COM26927E1041,79575,100SH SOLE275,10000
EVOLENT HEALTH INCCL A30050B10172625,547SH SOLE225,54700
EVOQUA WATER TECHNOLOGIES COCOM30057T10531317,579SH SOLE217,57900
EXACT SCIENCES CORPCOM30063P10592411,173SH SOLE111,17300
EXACT SCIENCES CORPCOM30063P1055,27266,807SH SOLE266,80700
EXANTAS CAP CORPCOM NEW30068N105423,821SH DFND13,82100
EXANTAS CAP CORPCOM NEW30068N1051,121102,064SH SOLE2102,06400
EXELIXIS INCCOM30161Q10413987SH SOLE198700
EXELIXIS INCCOM30161Q10459533,559SH SOLE233,55900
EXELON CORPCOM30161N1011,21127,740SH DFND127,74000
EXELON CORPCOM30161N1012,75862,509SH SOLE162,50900
EXELON CORPCOM30161N1014,758108,971SH SOLE2108,97100
EXLSERVICE HOLDINGS INCCOM302081104741,093SH SOLE11,09300
EXPEDIA GROUP INCCOM NEW30212P30303SH SOLE1300
EXPEDIA GROUP INCCOM NEW30212P30321,597165,522SH SOLE2165,52200
EXPEDITORS INTL WASH INCCOM3021301091,10415,017SH DFND115,01700
EXPEDITORS INTL WASH INCCOM3021301092,18628,953SH SOLE128,95300
EXPEDITORS INTL WASH INCCOM30213010915,823215,194SH SOLE2215,19400
EXPONENT INCCOM30214U102590SH SOLE29000
EXPONENT INCCOM30214U1021803,260SH SOLE13,26000
EXPRESS INCCOM30219E10310510,125SH SOLE110,12500
EXPRESS INCCOM30219E10313412,112SH DFND112,11200
EXPRESS INCCOM30219E10334230,919SH SOLE230,91900
EXPRESS SCRIPTS HLDG COCOM30219G10897910,300SH DFND110,30000
EXPRESS SCRIPTS HLDG COCOM30219G1082,10022,006SH SOLE122,00600
EXPRESS SCRIPTS HLDG COCOM30219G10831,447330,989SH SOLE2330,98900
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20074136,636SH DFND136,63600
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20012,757630,582SH SOLE2630,58200
EXTERRAN CORPCOM30227H1068314SH SOLE231400
EXTERRAN CORPCOM30227H106582,565SH SOLE12,56500
EXTRA SPACE STORAGE INCCOM30225T10275868SH SOLE186800
EXTRA SPACE STORAGE INCCOM30225T10222,840263,619SH SOLE2263,61900
EXTRACTION OIL AND GAS INCCOM30227M1051,07395,003SH DFND895,00300
EXTRACTION OIL AND GAS INCCOM30227M1052,663235,871SH SOLE2235,87100
EXTREME NETWORKS INCCOM30226D106447,972SH SOLE27,97200
EXXON MOBIL CORPCOM30231G1025,51764,431SH SOLE164,43100
EXXON MOBIL CORPCOM30231G10226,063306,547SH SOLE2306,54700
F M C CORPCOM NEW3024913031321,524SH SOLE11,52400
F M C CORPCOM NEW3024913039,747111,802SH SOLE2111,80200
F5 NETWORKS INCCOM3156161023391,633SH SOLE11,63300
F5 NETWORKS INCCOM3156161021,9459,752SH SOLE29,75200
FACEBOOK INCCL A30303M1027,12243,657SH SOLE143,65700
FACEBOOK INCCL A30303M10281,523495,699SH SOLE2495,69900
FACTSET RESH SYS INCCOM3030751054552,052SH SOLE12,05200
FACTSET RESH SYS INCCOM3030751052,2129,890SH SOLE29,89000
FAIR ISAAC CORPCOM303250104104462SH SOLE146200
FAIR ISAAC CORPCOM3032501041,6967,420SH SOLE27,42000
FARFETCH LTDORD SH CL A30744W1074,744174,207SH SOLE2174,20700
FASTENAL COCOM31190010493515,697SH SOLE115,69700
FASTENAL COCOM3119001044,86483,834SH SOLE283,83400
FATE THERAPEUTICS INCCOM31189P102714,360SH SOLE24,36000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061821,393SH SOLE11,39300
FEDERAL REALTY INVT TRSH BEN INT NEW31374720612,43998,353SH SOLE298,35300
FEDERATED INVS INC PACL B314211103131,004SH SOLE11,00400
FEDERATED INVS INC PACL B3142111031837,581SH SOLE27,58100
FEDEX CORPCOM31428X1062,89412,096SH SOLE112,09600
FEDEX CORPCOM31428X10639,622164,549SH SOLE2164,54900
FERRARI N VCOMN3167Y1032051,500SH SOLE41,50000
FERRARI N VCOMN3167Y10319,732144,125SH SOLE2144,12500
FERRO CORPCOM315405100431,953SH SOLE11,95300
FERRO CORPCOM3154051001,11247,893SH DFND847,89300
FERRO CORPCOM3154051002,405103,579SH SOLE2103,57900
FERROGLOBE PLCSHSG3385610840149,090SH SOLE249,09000
FIAT CHRYSLER AUTOMOBILES NSHSN3173810256632,350SH SOLE232,35000
FIBROGEN INCCOM31572Q8081,86130,626SH SOLE230,62600
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303801,922SH SOLE11,92200
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3031483,765SH SOLE23,76500
FIDELITY NATL INFORMATION SVCOM31620M1063513,208SH SOLE13,20800
FIDELITY NATL INFORMATION SVCOM31620M10616,575151,964SH SOLE2151,96400
FIESTA RESTAURANT GROUP INCCOM31660B10170926,498SH SOLE226,49800
FIFTH THIRD BANCORPCOM31677310094631,825SH SOLE131,82500
FIFTH THIRD BANCORPCOM31677310012,490447,332SH SOLE2447,33200
FINANCIAL INSTNS INCCOM317585404742,609SH SOLE12,60900
FINJAN HLDGS INCCOM NEW31788H30330871,392SH SOLE271,39200
FIREEYE INCCOM31816Q10121212,518SH SOLE112,51800
FIRST AMERN FINL CORPCOM31847R1021272,468SH DFND82,46800
FIRST AMERN FINL CORPCOM31847R1022554,944SH SOLE24,94400
FIRST AMERN FINL CORPCOM31847R10254610,493SH SOLE110,49300
FIRST BANCORP N CCOM318910106451,200SH SOLE11,20000
FIRST BANCORP N CCOM31891010661615,201SH SOLE215,20100
FIRST BANCORP P RCOM NEW31867270623025,315SH DFND125,31500
FIRST COMWLTH FINL CORP PACOM3198291078452SH SOLE145200
FIRST CTZNS BANCSHARES INC NCL A31946M10302SH SOLE1200
FIRST CTZNS BANCSHARES INC NCL A31946M103327722SH SOLE272200
FIRST DATA CORP NEWCOM CL A32008D10634013,910SH SOLE213,91000
FIRST DATA CORP NEWCOM CL A32008D10693336,936SH SOLE136,93600
FIRST DEFIANCE FINL CORPCOM32006W106923,055SH DFND13,05500
FIRST FINL BANCORP OHCOM3202091094,901165,016SH SOLE2165,01600
FIRST FINL CORP INDCOM32021810040797SH SOLE279700
FIRST HAWAIIAN INCCOM32051X10872126,529SH DFND826,52900
FIRST HAWAIIAN INCCOM32051X1083,244119,448SH SOLE2119,44800
FIRST HORIZON NATL CORPCOM3205171051035,776SH SOLE15,77600
FIRST HORIZON NATL CORPCOM32051710518810,896SH SOLE210,89600
FIRST INDUSTRIAL REALTY TRUSCOM32054K1032,42177,109SH SOLE277,10900
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2014179,306SH SOLE29,30600
FIRST MERCHANTS CORPCOM320817109691,628SH SOLE11,62800
FIRST MERCHANTS CORPCOM3208171093,17970,660SH SOLE270,66000
FIRST MIDWEST BANCORP DELCOM3208671042,01475,758SH SOLE275,75800
FIRST NORTHWEST BANCORPCOM335834107404,009SH SOLE14,00900
FIRST REP BK SAN FRANCISCO CCOM33616C1001,45714,984SH SOLE114,98400
FIRST REP BK SAN FRANCISCO CCOM33616C1008,77891,442SH SOLE291,44200
FIRST SOLAR INCCOM33643310771214,714SH SOLE214,71400
FIRSTCASH INCCOM33767D1054855,913SH DFND15,91300
FIRSTCASH INCCOM33767D1056497,913SH SOLE27,91300
FIRSTENERGY CORPCOM3379321071,40738,096SH SOLE138,09600
FIRSTENERGY CORPCOM3379321079,521256,156SH SOLE2256,15600
FISERV INCCOM3377381081071,331SH SOLE11,33100
FISERV INCCOM33773810819,028230,973SH SOLE2230,97300
FIVE BELOW INCCOM33829M1018516,546SH DFND16,54600
FIVE BELOW INCCOM33829M1019807,497SH SOLE17,49700
FIVE BELOW INCCOM33829M1011,1178,585SH SOLE28,58500
FIVE STAR SENIOR LIVING INCCOM33832D10613,296SH SOLE13,29600
FIVE9 INCCOM338307101731,699SH SOLE11,69900
FIVE9 INCCOM33830710176517,521SH SOLE217,52100
FLEETCOR TECHNOLOGIES INCCOM3390411051,2365,375SH SOLE15,37500
FLEETCOR TECHNOLOGIES INCCOM3390411058,10835,586SH SOLE235,58600
FLEX LTDORDY2573F1026,745514,104SH SOLE2514,10400
FLEXION THERAPEUTICS INCCOM33938J10653528,601SH SOLE228,60100
FLIR SYS INCCOM3024451011302,055SH SOLE12,05500
FLIR SYS INCCOM30244510114,055228,640SH SOLE2228,64000
FLOOR & DECOR HLDGS INCCL A3397501012,36078,230SH SOLE278,23000
FLOWERS FOODS INCCOM343498101341,334SH SOLE11,33400
FLOWERS FOODS INCCOM3434981015,962319,500SH SOLE2319,50000
FLOWSERVE CORPCOM34354P1055,948108,759SH SOLE2108,75900
FLUIDIGM CORP DELCOM34385P10812115,884SH SOLE115,88400
FLUOR CORP NEWCOM34341210233516SH SOLE151600
FLUOR CORP NEWCOM3434121021,49925,802SH SOLE225,80200
FLWS/1-800 FLOWERSCL A68243Q1065,705483,472SH SOLE2483,47200
FLY LEASING LTDSPONSORED ADR34407D10932623,148SH SOLE223,14800
FNB CORP PACOM30252010113410,707SH SOLE110,70700
FNB CORP PACOM3025201011,24097,477SH DFND897,47700
FNB CORP PACOM3025201018,641679,306SH SOLE2679,30600
FOCUS FINL PARTNERS INCCOM CL A34417P100359SH SOLE25900
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191061831,889SH SOLE11,88900
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910611,493116,125SH SOLE2116,12500
FOOT LOCKER INCCOM3448491041463,032SH SOLE13,03200
FOOT LOCKER INCCOM3448491041,10521,674SH DFND821,67400
FOOT LOCKER INCCOM3448491043,55969,807SH SOLE269,80700
FORD MTR CO DELCOM PAR $0.0134537086042545,962SH SOLE245,96200
FORD MTR CO DELCOM PAR $0.0134537086078880,141SH SOLE180,14100
FORMFACTOR INCCOM346375108372,698SH SOLE22,69800
FORTINET INCCOM34959E1096557,497SH SOLE17,49700
FORTINET INCCOM34959E1092,01521,833SH SOLE221,83300
FORTIVE CORPCOM34959J1082,58530,638SH SOLE130,63800
FORTIVE CORPCOM34959J10852,987629,298SH SOLE2629,29800
FORTUNA SILVER MINES INCCOM349915108327,211SH SOLE27,21100
FORTUNE BRANDS HOME & SEC INCOM34964C10618383SH SOLE138300
FORTUNE BRANDS HOME & SEC INCOM34964C1064,14879,226SH SOLE279,22600
FORUM ENERGY TECHNOLOGIES INCOM34984V100131,250SH SOLE21,25000
FORUM ENERGY TECHNOLOGIES INCOM34984V100373,595SH SOLE13,59500
FORWARD AIR CORPCOM3498531011742,420SH SOLE22,42000
FORWARD PHARMA A/SSPONSORED ADR34986J105177,337SH SOLE27,33700
FOSTER L B COCOM350060109041SH SOLE14100
FOUNDATION BLDG MATLS INCCOM3503921061,405112,674SH SOLE2112,67400
FOUR CORNERS PPTY TR INCCOM35086T109311,214SH SOLE21,21400
FOX FACTORY HLDG CORPCOM35138V1028115SH SOLE211500
FOX FACTORY HLDG CORPCOM35138V1022804,849SH SOLE14,84900
FOX FACTORY HLDG CORPCOM35138V1022964,219SH DFND14,21900
FRANKLIN ELEC INCCOM3535141022134,511SH SOLE24,51100
FRANKLIN RES INCCOM354613101401,322SH SOLE11,32200
FRANKLIN RES INCCOM3546131014,084134,300SH SOLE2134,30000
FRANKS INTL N VCOMN33462107273,161SH SOLE23,16100
FREEPORT-MCMORAN INCCL B35671D85777355,424SH SOLE155,42400
FREEPORT-MCMORAN INCCL B35671D85787062,523SH DFND1262,52300
FREEPORT-MCMORAN INCCL B35671D8575,832418,952SH SOLE2418,95200
FRESH DEL MONTE PRODUCE INCORDG3673810522661SH SOLE266100
FRONT YD RESIDENTIAL CORPCOM35904G107242,244SH SOLE22,24400
FS INVT CORPCOM302635107791112,132SH SOLE2112,13200
FTI CONSULTING INCCOM30294110918292SH SOLE129200
FTI CONSULTING INCCOM3029411093544,841SH DFND14,84100
FTI CONSULTING INCCOM3029411094,96567,839SH SOLE267,83900
FTS INTERNATIONAL INCCOM30283W10419416,471SH SOLE216,47100
FULLER H B COCOM359694106701,260SH SOLE11,26000
FULLER H B COCOM3596941065149,956SH SOLE29,95600
FULTON FINL CORP PACOM3602711001,18471,125SH DFND871,12500
FULTON FINL CORP PACOM3602711003,548213,109SH SOLE2213,10900
GAIN CAP HLDGS INCNOTE 5.000% 8/136268WAF7280272,000SH SOLE2272,00000
GALAPAGOS NVSPON ADR36315X101328SH SOLE22800
GALLAGHER ARTHUR J & COCOM3635761091,36318,305SH DFND818,30500
GALLAGHER ARTHUR J & COCOM36357610915,627209,928SH SOLE2209,92800
GAMESTOP CORP NEWCL A36467W109478,252SH SOLE18,25200
GAMING & LEISURE PPTYS INCCOM36467J1082307,117SH SOLE17,11700
GAMING & LEISURE PPTYS INCCOM36467J1082,59573,610SH DFND173,61000
GAMING & LEISURE PPTYS INCCOM36467J1084,289121,675SH SOLE2121,67500
GANNETT CO INCCOM36473H1044212,028SH SOLE112,02800
GAP INC DELCOM36476010896333,397SH DFND133,39700
GAP INC DELCOM3647601081,10938,441SH SOLE238,44100
GARDNER DENVER HLDGS INCCOM36555P1078,782309,896SH SOLE2309,89600
GARMIN LTDSHSH2906T1094907,000SH SOLE27,00000
GARMIN LTDSHSH2906T10994013,303SH SOLE113,30300
GARRISON CAP INCCOM36655410312214,717SH SOLE214,71700
GARTNER INCCOM36665110748307SH SOLE130700
GARTNER INCCOM36665110716,511104,169SH SOLE2104,16900
GASLOG LTDSHSG375851096282SH SOLE228200
GATES INDUSTRIAL CORPRATIN PORD SHSG3910810889643,153SH SOLE143,15300
GATES INDUSTRIAL CORPRATIN PORD SHSG391081084,590235,365SH SOLE2235,36500
GATX CORPCOM3614481033433,355SH SOLE13,35500
GCI LIBERTY INCCOM CLASS A36164V305561,104SH SOLE21,10400
GCP APPLIED TECHNOLOGIES INCCOM36164Y10128110,567SH SOLE210,56700
GENERAC HLDGS INCCOM368736104971,597SH SOLE11,59700
GENERAC HLDGS INCCOM3687361047,016124,379SH SOLE2124,37900
GENERAL DYNAMICS CORPCOM3695501088664,304SH SOLE14,30400
GENERAL DYNAMICS CORPCOM36955010829,339143,315SH SOLE2143,31500
GENERAL ELECTRIC COCOM369604103131,824SH SOLE11,82400
GENERAL ELECTRIC COCOM3696041032,950261,279SH SOLE2261,27900
GENERAL MLS INCCOM3703341042,90267,603SH SOLE267,60300
GENERAL MTRS COCOM37045V1001,15934,561SH SOLE134,56100
GENERAL MTRS COCOM37045V10019,991593,729SH DFND7593,72900
GENERAL MTRS COCOM37045V10039,2211,164,852SH SOLE21,164,85200
GENESCO INCCOM371532102993,132SH SOLE13,13200
GENESEE & WYO INCCL A3715591051441,508SH SOLE11,50800
GENESEE & WYO INCCL A3715591051,20613,258SH DFND813,25800
GENESEE & WYO INCCL A37155910512,171133,765SH SOLE2133,76500
GENIE ENERGY LTDCL B37228420809SH SOLE1900
GENOMIC HEALTH INCCOM37244C1011081,754SH SOLE11,75400
GENOMIC HEALTH INCCOM37244C1012,12630,279SH SOLE230,27900
GENPACT LIMITEDSHSG3922B1071,79758,604SH SOLE158,60400
GENTEX CORPCOM3719011097340SH SOLE234000
GENTEX CORPCOM3719011099,069422,593SH DFND7422,59300
GENTHERM INCCOM37253A103376SH SOLE17600
GENTHERM INCCOM37253A1031573,457SH SOLE23,45700
GENUINE PARTS COCOM3724601051,42514,450SH SOLE114,45000
GENUINE PARTS COCOM3724601053,99040,142SH SOLE240,14200
GENWORTH FINL INCCOM CL A37247D10622752,778SH SOLE152,77800
GEO GROUP INC NEWCOM36162J1061164,369SH SOLE14,36900
GERDAU S ASPON ADR REP PFD3737371059,7892,325,168SH SOLE22,325,16800
GIBRALTAR INDS INCCOM3746891074179,148SH SOLE29,14800
G-III APPAREL GROUP LTDCOM36237H101771,611SH SOLE11,61100
G-III APPAREL GROUP LTDCOM36237H1011,02221,214SH DFND821,21400
G-III APPAREL GROUP LTDCOM36237H1017,051146,326SH SOLE2146,32600
GILDAN ACTIVEWEAR INCCOM3759161032,09768,751SH SOLE168,75100
GILEAD SCIENCES INCCOM3755581032,53532,318SH SOLE132,31800
GILEAD SCIENCES INCCOM37555810317,604228,006SH SOLE2228,00600
GLADSTONE LD CORPCOM37654910121617,531SH SOLE217,53100
GLATFELTERCOM3773161041226,370SH SOLE26,37000
GLAUKOS CORPCOM3773221021382,122SH SOLE22,12200
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1052,36158,499SH SOLE158,49900
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10516,563412,312SH SOLE2412,31200
GLOBAL BLOOD THERAPEUTICS INCOM37890U1082827,430SH SOLE27,43000
GLOBAL BRASS & COPPR HLDGS ICOM37953G1032206,085SH SOLE16,08500
GLOBAL BRASS & COPPR HLDGS ICOM37953G1031,23233,392SH SOLE233,39200
GLOBAL PMTS INCCOM37940X10269523SH SOLE152300
GLOBAL PMTS INCCOM37940X10218,487145,106SH SOLE2145,10600
GLOBAL X FDSS&P 500 CATHOLIC37954Y88942811,835SH SOLE111,83500
GLOBANT S ACOML443851091,52325,818SH SOLE225,81800
GLOBUS MED INCCL A379577208831,473SH SOLE11,47300
GLOBUS MED INCCL A3795772082414,240SH SOLE24,24000
GLU MOBILE INCCOM3798901061,839246,872SH SOLE2246,87200
GMS INCCOM36251C1031,81578,215SH SOLE278,21500
GODADDY INCCL A38023710754668SH SOLE166800
GODADDY INCCL A38023710725,339303,858SH SOLE2303,85800
GOLD FIELDS LTD NEWSPONSORED ADR38059T1066225,463SH SOLE225,46300
GOLDCORP INC NEWCOM38095640965564,182SH SOLE264,18200
GOLDEN ENTMT INCCOM38101310141817,423SH SOLE217,42300
GOLDMAN SACHS ETF TRACCES TREASURY3814305291651,644SH SOLE11,64400
GOLDMAN SACHS GROUP INCCOM38141G1041,0974,856SH SOLE14,85600
GOLDMAN SACHS GROUP INCCOM38141G10417,92479,932SH DFND779,93200
GOLDMAN SACHS GROUP INCCOM38141G10419,85788,551SH SOLE288,55100
GOLUB CAP BDC INCCOM38173M1021568,296SH SOLE28,29600
GOODYEAR TIRE & RUBR COCOM38255010161225,498SH SOLE125,49800
GORES HLDGS II INCCOM CL A3828671091038,015SH SOLE18,01500
GPO AEROPORTUARIO DEL PAC SASPON ADR B4005061014,70343,075SH SOLE243,07500
GRACE W R & CO DEL NEWCOM38388F108981,268SH SOLE11,26800
GRACE W R & CO DEL NEWCOM38388F10815,097211,270SH SOLE2211,27000
GRACO INCCOM3841091041,17025,647SH SOLE125,64700
GRACO INCCOM38410910420,677446,196SH SOLE2446,19600
GRAFTECH INTL LTDCOM384313508643,301SH SOLE23,30100
GRAFTECH INTL LTDCOM3843135081054,507SH SOLE14,50700
GRAHAM CORPCOM3845561062689,510SH SOLE29,51000
GRAHAM HLDGS COCOM384637104160276SH SOLE227600
GRAINGER W W INCCOM3848021041,6784,584SH SOLE14,58400
GRAINGER W W INCCOM3848021042,5177,043SH DFND17,04300
GRAINGER W W INCCOM3848021045,20914,574SH SOLE214,57400
GRAMERCY PPTY TRCOM NEW3850023081836,687SH SOLE26,68700
GRAND CANYON ED INCCOM38526M1063473,797SH SOLE13,79700
GRAND CANYON ED INCCOM38526M1067,02062,235SH SOLE262,23500
GRANITE CONSTR INCCOM38732810721449SH SOLE144900
GRANITE CONSTR INCCOM3873281072375,190SH SOLE25,19000
GRANITE PT MTG TR INCCOM38741L107423,195SH SOLE13,19500
GRANITE PT MTG TR INCCOM38741L10737219,313SH SOLE219,31300
GRANITE REAL ESTATE INVT TRUNIT 99/99/9999387437114471,104SH SOLE21,10400
GRAPHIC PACKAGING HLDG COCOM3886891011328,677SH SOLE18,67700
GRAPHIC PACKAGING HLDG COCOM38868910111,656831,994SH SOLE2831,99400
GRAY TELEVISION INCCOM38937510630017,154SH SOLE217,15400
GREAT ELM CAP CORPCOM390320109252,528SH SOLE22,52800
GREAT SOUTHN BANCORP INCCOM390905107601,083SH SOLE21,08300
GREAT WESTN BANCORP INCCOM3914161047165SH SOLE116500
GREAT WESTN BANCORP INCCOM39141610433787SH SOLE278700
GREEN BANCORP INCCOM39260X100906,378SH SOLE16,37800
GREEN BANCORP INCCOM39260X1002,347106,211SH SOLE2106,21100
GREEN DOT CORPCL A39304D10212,024135,379SH SOLE2135,37900
GREEN PLAINS INCCOM3932221041259,235SH SOLE19,23500
GREENBRIER COS INCCOM393657101782,345SH SOLE12,34500
GREENSKY INCCL A39572G10052529,186SH SOLE229,18600
GRIFOLS S ASP ADR REP B NVT39843840814658SH SOLE165800
GRIFOLS S ASP ADR REP B NVT3984384081,88688,260SH SOLE288,26000
GRUBHUB INCCOM40011010239261SH SOLE126100
GRUBHUB INCCOM4001101028,35860,293SH SOLE260,29300
GRUPO AEROPORTUARIO CTR NORTSPON ADR40050110265511,494SH SOLE211,49400
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2023651,780SH SOLE21,78000
GRUPO FINANCIERO GALICIA S ASP ADR 10 SH B39990910082932,614SH SOLE232,61400
GRUPO SUPERVIELLE S ASPONSORED ADR40054A10816721,726SH SOLE221,72600
GRUPO TELEVISA SASPON ADR REP ORD40049J20634,0301,918,273SH SOLE21,918,27300
GSV CAP CORPCOM36191J101618,819SH SOLE28,81900
GTT COMMUNICATIONS INCCOM36239310076617,654SH SOLE217,65400
GUESS INCCOM4016171051717,558SH DFND17,55800
GUIDEWIRE SOFTWARE INCCOM40171V10034273SH SOLE127300
GUIDEWIRE SOFTWARE INCCOM40171V10016,172160,104SH SOLE2160,10400
GULFPORT ENERGY CORPCOM NEW4026353045494SH SOLE149400
GULFPORT ENERGY CORPCOM NEW402635304292,798SH SOLE22,79800
GW PHARMACEUTICALS PLCADS36197T1031,2637,314SH SOLE27,31400
HAEMONETICS CORPCOM40502410013,121114,513SH SOLE2114,51300
HAIN CELESTIAL GROUP INCCOM40521710053617,674SH SOLE117,67400
HAIN CELESTIAL GROUP INCCOM4052171001,40251,689SH SOLE251,68900
HALCON RES CORPCOM PAR NEW40537Q605368,092SH SOLE28,09200
HALLADOR ENERGY COMPANYCOM40609P105112,681SH SOLE12,68100
HALLIBURTON COCOM40621610191821,474SH SOLE121,47400
HALLIBURTON COCOM40621610127,721683,964SH SOLE2683,96400
HALOZYME THERAPEUTICS INCCOM40637H1096,838376,339SH SOLE2376,33900
HAMILTON LANE INCCL A4074971061,59436,000SH SOLE236,00000
HANCOCK WHITNEY CORPORATIONCOM41012010992619,477SH DFND819,47700
HANCOCK WHITNEY CORPORATIONCOM4101201091,83538,582SH SOLE238,58200
HANESBRANDS INCCOM4103451026,488352,035SH SOLE2352,03500
HANNON ARMSTRONG SUST INFR CCOM41068X1005,815270,840SH SOLE2270,84000
HANOVER INS GROUP INCCOM41086710555504SH SOLE150400
HANOVER INS GROUP INCCOM4108671051,1679,458SH DFND89,45800
HANOVER INS GROUP INCCOM4108671058,55769,360SH SOLE269,36000
HARLEY DAVIDSON INCCOM41282210853811,526SH SOLE111,52600
HARLEY DAVIDSON INCCOM4128221082,12046,810SH SOLE246,81000
HARMONY GOLD MNG LTDSPONSORED ADR4132163002716,100SH SOLE216,10000
HARRIS CORP DELCOM41387510528140SH SOLE114000
HARRIS CORP DELCOM41387510518,038106,601SH SOLE2106,60100
HARSCO CORPCOM4158641071414,977SH SOLE14,97700
HARSCO CORPCOM41586410710,844379,821SH SOLE2379,82100
HARTFORD FINL SVCS GROUP INCCOM41651510490516,976SH SOLE116,97600
HARTFORD FINL SVCS GROUP INCCOM4165151044,72794,625SH SOLE294,62500
HASBRO INCCOM4180561072,69625,827SH SOLE125,82700
HASBRO INCCOM4180561076,41961,059SH SOLE261,05900
HAVERTY FURNITURE INCCOM4195961011757,937SH SOLE27,93700
HAWAIIAN ELEC INDUSTRIESCOM41987010055515,582SH DFND115,58200
HAWAIIAN ELEC INDUSTRIESCOM4198701002,48369,475SH SOLE169,47500
HCA HEALTHCARE INCCOM40412C1012,09314,962SH SOLE114,96200
HCA HEALTHCARE INCCOM40412C1013,22223,159SH SOLE223,15900
HCP INCCOM40414L1091,70365,138SH SOLE165,13800
HCP INCCOM40414L10923,538894,306SH SOLE2894,30600
HD SUPPLY HLDGS INCCOM40416M105761,803SH SOLE11,80300
HD SUPPLY HLDGS INCCOM40416M1059,210215,229SH SOLE2215,22900
HDFC BANK LTDADR REPS 3 SHS40415F1011,27513,377SH SOLE113,37700
HDFC BANK LTDADR REPS 3 SHS40415F10129,056308,780SH DFND6308,78000
HDFC BANK LTDADR REPS 3 SHS40415F101128,7891,368,636SH SOLE21,368,63600
HEALTH INS INNOVATIONS INCCOM CL A42225K1063705,627SH SOLE15,62700
HEALTH INS INNOVATIONS INCCOM CL A42225K1061,89630,758SH SOLE230,75800
HEALTHCARE RLTY TRCOM4219461041,05035,893SH SOLE235,89300
HEALTHCARE SVCS GRP INCCOM4219061081,55038,596SH SOLE138,59600
HEALTHCARE TR AMER INCCL A NEW42225P501833,283SH SOLE13,28300
HEALTHCARE TR AMER INCCL A NEW42225P50116,991637,087SH SOLE2637,08700
HEALTHEQUITY INCCOM42226A107999SH SOLE29900
HEALTHEQUITY INCCOM42226A1071031,123SH SOLE11,12300
HEALTHSTREAM INCCOM42222N103391,780SH SOLE11,78000
HEALTHSTREAM INCCOM42222N10361919,975SH SOLE219,97500
HEARTLAND EXPRESS INCCOM4223471043,151159,684SH SOLE2159,68400
HECLA MNG COCOM4227041064114,721SH SOLE214,72100
HEICO CORP NEWCL A42280620841516SH SOLE151600
HEICO CORP NEWCL A4228062083,60347,723SH SOLE247,72300
HEIDRICK & STRUGGLES INTL INCOM4228191021,00829,781SH SOLE229,78100
HELEN OF TROY CORP LTDCOMG4388N1063102,367SH SOLE22,36700
HELIX ENERGY SOLUTIONS GRP INOTE 4.125% 9/142330PAJ61411,000SH SOLE211,00000
HELIX ENERGY SOLUTIONS GRP INOTE 4.250% 5/042330PAH0248232,000SH SOLE2232,00000
HELIX ENERGY SOLUTIONS GRP ICOM42330P1075,173523,605SH SOLE2523,60500
HELMERICH & PAYNE INCCOM4234521012723,900SH SOLE13,90000
HELMERICH & PAYNE INCCOM4234521012,59837,779SH SOLE237,77900
HEMISPHERE MEDIA GROUP INCCL A42365Q103513,689SH SOLE23,68900
HENRY JACK & ASSOC INCCOM4262811012,09213,176SH SOLE113,17600
HENRY JACK & ASSOC INCCOM42628110114,07587,927SH SOLE287,92700
HERBALIFE NUTRITION LTDCOM SHSG4412G1013597,143SH SOLE17,14300
HERBALIFE NUTRITION LTDCOM SHSG4412G1016,488118,934SH SOLE2118,93400
HERC HLDGS INCCOM42704L10432618SH SOLE261800
HERC HLDGS INCCOM42704L10470513,764SH DFND113,76400
HERCULES CAPITAL INCCOM427096508987,088SH SOLE17,08800
HERITAGE FINL CORP WASHCOM42722X1061724,895SH SOLE24,89500
HERITAGE INS HLDGS INCCOM42727J102516,557SH SOLE16,55700
HERITAGE INS HLDGS INCCOM42727J10281655,079SH SOLE255,07900
HERSHEY COCOM4278661083,06929,920SH SOLE129,92000
HERSHEY COCOM4278661086,15960,382SH SOLE260,38200
HERTZ GLOBAL HLDGS INCCOM42806J106261,580SH SOLE21,58000
HERTZ GLOBAL HLDGS INCCOM42806J106875,223SH SOLE15,22300
HESS CORPCOM42809H1077,15799,991SH SOLE299,99100
HESS MIDSTREAM PARTNERS LPUNIT LTD PR INT42810410355624,361SH SOLE224,36100
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,37483,299SH SOLE183,29900
HEWLETT PACKARD ENTERPRISE CCOM42824C1092,095128,465SH DFND12128,46500
HEWLETT PACKARD ENTERPRISE CCOM42824C1095,825357,131SH DFND5357,13100
HEWLETT PACKARD ENTERPRISE CCOM42824C10920,5991,262,975SH SOLE21,262,97500
HEXCEL CORP NEWCOM428291108981,398SH SOLE11,39800
HEXCEL CORP NEWCOM4282911086,35794,807SH SOLE294,80700
HFF INCCL A40418F1082044,807SH DFND14,80700
HFF INCCL A40418F1082,05448,360SH SOLE248,36000
HIBBETT SPORTS INCCOM428567101573,056SH DFND13,05600
HIGHWOODS PPTYS INCCOM431284108741,617SH SOLE11,61700
HIGHWOODS PPTYS INCCOM4312841081,42030,049SH DFND830,04900
HIGHWOODS PPTYS INCCOM4312841088,062170,584SH SOLE2170,58400
HILL ROM HLDGS INCCOM4314751027297,723SH SOLE17,72300
HILL ROM HLDGS INCCOM4314751021,65117,493SH DFND817,49300
HILL ROM HLDGS INCCOM43147510210,618112,479SH SOLE2112,47900
HILLENBRAND INCCOM431571108561,076SH SOLE21,07600
HILLTOP HOLDINGS INCCOM4327481011738,125SH SOLE18,12500
HILLTOP HOLDINGS INCCOM43274810171035,201SH SOLE235,20100
HILTON GRAND VACATIONS INCCOM43283X10582623,417SH SOLE123,41700
HILTON GRAND VACATIONS INCCOM43283X1054,866147,007SH SOLE2147,00700
HILTON WORLDWIDE HLDGS INCCOM43300A2033834,825SH SOLE14,82500
HILTON WORLDWIDE HLDGS INCCOM43300A2031,58819,658SH DFND1119,65800
HILTON WORLDWIDE HLDGS INCCOM43300A20321,938271,583SH SOLE2271,58300
HMS HLDGS CORPCOM40425J101501,644SH SOLE11,64400
HMS HLDGS CORPCOM40425J1017,819238,317SH SOLE2238,31700
HOLLYFRONTIER CORPCOM43610610897013,698SH SOLE113,69800
HOLLYFRONTIER CORPCOM4361061081,13816,275SH DFND816,27500
HOLLYFRONTIER CORPCOM4361061081,56822,436SH DFND122,43600
HOLLYFRONTIER CORPCOM4361061084,39362,847SH SOLE262,84700
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710510431SH SOLE143100
HOLOGIC INCCOM4364401015,150125,669SH SOLE2125,66900
HOME BANCORP INCCOM43689E10720892SH SOLE189200
HOME BANCSHARES INCCOM436893200271,250SH SOLE11,25000
HOME BANCSHARES INCCOM4368932004,383200,157SH SOLE2200,15700
HOME DEPOT INCCOM4370761022,46212,123SH SOLE112,12300
HOME DEPOT INCCOM43707610281,314392,535SH SOLE2392,53500
HOMESTREET INCCOM43785V102993,722SH DFND13,72200
HONDA MOTOR LTDAMERN SHS43812830850616,253SH SOLE116,25300
HONDA MOTOR LTDAMERN SHS4381283083,304109,836SH SOLE2109,83600
HONEYWELL INTL INCCOM4385161064,01823,523SH SOLE123,52300
HONEYWELL INTL INCCOM43851610610,84165,150SH DFND565,15000
HONEYWELL INTL INCCOM43851610649,445297,146SH SOLE2297,14600
HORACE MANN EDUCATORS CORP NCOM44032710436810SH SOLE281000
HORIZON GLOBAL CORPCOM44052W104265,110SH SOLE15,11000
HORIZON PHARMA PLCSHSG4617B105773,762SH SOLE13,76200
HORIZON PHARMA PLCSHSG4617B1055,067258,808SH SOLE2258,80800
HORIZONS ETF TR IHRZNS S&P500 COV44053G60316271SH SOLE127100
HORMEL FOODS CORPCOM4404521009,736247,096SH SOLE2247,09600
HORTONWORKS INCCOM4408941035230SH SOLE223000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10271523,628SH SOLE123,62800
HOST HOTELS & RESORTS INCCOM44107P1041,14052,492SH SOLE152,49200
HOST HOTELS & RESORTS INCCOM44107P10435,5681,685,699SH SOLE21,685,69900
HOSTESS BRANDS INCCL A44109J10612110,714SH SOLE110,71400
HOSTESS BRANDS INCCL A44109J1065,356483,791SH SOLE2483,79100
HOUGHTON MIFFLIN HARCOURT COCOM44157R1093485SH SOLE248500
HOUGHTON MIFFLIN HARCOURT COCOM44157R1098711,476SH SOLE111,47600
HOWARD HUGHES CORPCOM44267D10730252SH SOLE125200
HOWARD HUGHES CORPCOM44267D1075,93647,783SH SOLE247,78300
HP INCCOM40434L1051,79369,194SH SOLE169,19400
HP INCCOM40434L10535,9621,395,480SH SOLE21,395,48000
HSBC HLDGS PLCSPON ADR NEW4042804061,45532,982SH SOLE132,98200
HSBC HLDGS PLCSPON ADR NEW4042804064,574103,988SH SOLE2103,98800
HUAZHU GROUP LTDSPONSORED ADS44332N1068,695269,208SH SOLE2269,20800
HUB GROUP INCCL A4433201065112SH SOLE211200
HUBBELL INCCOM44351060710,85681,275SH SOLE281,27500
HUBSPOT INCCOM4435731002,87419,042SH SOLE219,04200
HUDSON LTDCOM CL AG46408103441,972SH SOLE11,97200
HUDSON LTDCOM CL AG464081032,671118,389SH SOLE2118,38900
HUDSON PAC PPTYS INCCOM4440971092086,200SH SOLE16,20000
HUDSON PAC PPTYS INCCOM44409710913,511412,939SH SOLE2412,93900
HUMANA INCCOM4448591024,44813,141SH DFND513,14100
HUMANA INCCOM4448591026,82320,361SH SOLE120,36100
HUMANA INCCOM44485910211,49033,941SH SOLE233,94100
HUNT J B TRANS SVCS INCCOM4456581077,63864,214SH SOLE264,21400
HUNTINGTON BANCSHARES INCCOM446150104896,120SH SOLE16,12000
HUNTINGTON BANCSHARES INCCOM4461501041,39193,201SH SOLE293,20100
HUNTINGTON INGALLS INDS INCCOM446413106132479SH SOLE147900
HUNTINGTON INGALLS INDS INCCOM4464131062,1298,313SH DFND88,31300
HUNTINGTON INGALLS INDS INCCOM4464131065,12420,008SH SOLE220,00800
HUNTSMAN CORPCOM4470111071,10239,911SH SOLE139,91100
HUNTSMAN CORPCOM4470111078,217301,751SH SOLE2301,75100
HURON CONSULTING GROUP INCCOM447462102981,874SH SOLE11,87400
HURON CONSULTING GROUP INCNOTE 1.250%10/0447462AB8282290,000SH SOLE2290,00000
HURON CONSULTING GROUP INCCOM4474621021,18123,908SH SOLE223,90800
HYATT HOTELS CORPCOM CL A4485791021071,344SH SOLE21,34400
HYATT HOTELS CORPCOM CL A4485791022553,003SH SOLE13,00300
HYDROGENICS CORP NEWCOM NEW4488832078211,323SH SOLE211,32300
IAC INTERACTIVECORPCOM44919P508103484SH SOLE148400
IAC INTERACTIVECORPCOM44919P5084,42920,436SH SOLE220,43600
IAMGOLD CORPCOM4509131084111,220SH SOLE211,22000
IBERIABANK CORPCOM4508281081391,762SH SOLE11,76200
IBERIABANK CORPCOM45082810895511,739SH DFND811,73900
IBERIABANK CORPCOM4508281088,666106,530SH SOLE2106,53000
ICF INTL INCCOM44925C1037,802103,402SH SOLE2103,40200
ICICI BK LTDADR45104G10480094,702SH SOLE194,70200
ICICI BK LTDADR45104G10422,7792,682,996SH DFND62,682,99600
ICICI BK LTDADR45104G10440,5474,775,896SH SOLE24,775,89600
ICON PLCSHSG4705A1006324,089SH SOLE14,08900
ICON PLCSHSG4705A10057,306372,720SH SOLE2372,72000
ICU MED INCCOM44930G1079483,035SH SOLE13,03500
ICU MED INCCOM44930G1071,8296,470SH SOLE26,47000
IDACORP INCCOM4511071061141,084SH SOLE11,08400
IDACORP INCCOM4511071062872,890SH SOLE22,89000
IDEX CORPCOM45167R104561SH SOLE16100
IDEX CORPCOM45167R10411,65677,364SH SOLE277,36400
IDEXX LABS INCCOM45168D1041,6606,386SH SOLE16,38600
IDEXX LABS INCCOM45168D1042,1128,460SH DFND18,46000
IDEXX LABS INCCOM45168D1045,46821,903SH SOLE221,90300
IHS MARKIT LTDSHSG4756710519367SH SOLE136700
IHS MARKIT LTDSHSG47567105256,8304,759,643SH SOLE24,759,64300
II VI INCCOM902104108681,428SH SOLE11,42800
ILLINOIS TOOL WKS INCCOM4523081092,08614,467SH SOLE114,46700
ILLINOIS TOOL WKS INCCOM45230810911,65982,615SH SOLE282,61500
ILLUMINA INCCOM4523271094,15411,427SH SOLE111,42700
ILLUMINA INCCOM45232710957,877157,677SH SOLE2157,67700
IMAX CORPCOM45245E1091,58161,265SH SOLE261,26500
IMMUNOMEDICS INCCOM452907108281,231SH SOLE11,23100
IMMUNOMEDICS INCCOM4529071081748,343SH SOLE28,34300
IMPERVA INCCOM45321L1005,233112,662SH SOLE2112,66200
IMPINJ INCCOM453204109391,618SH SOLE11,61800
INDEPENDENT BANK CORP MASSCOM4538361082923,540SH SOLE23,54000
INDEPENDENT BANK CORP MICHCOM NEW45383860977832,893SH SOLE232,89300
INDEPENDENT BK GROUP INCCOM45384B10629440SH SOLE244000
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT4562371061,85380,540SH SOLE280,54000
INFINERA CORPORATIONCOM45667G1039612,887SH SOLE112,88700
INFINERA CORPORATIONCOM45667G1031,284175,832SH SOLE2175,83200
INFOSYS LTDSPONSORED ADR45678810811959SH SOLE195900
INFOSYS LTDSPONSORED ADR45678810824,5212,411,082SH SOLE22,411,08200
INFRAREIT INCCOM45685L100632,946SH SOLE12,94600
ING GROEP N VSPONSORED ADR4568371031,07385,536SH SOLE185,53600
INGERSOLL-RAND PLCSHSG4779110115145SH SOLE114500
INGERSOLL-RAND PLCSHSG477911016,58764,387SH SOLE264,38700
INGEVITY CORPCOM45688C1071531,387SH SOLE11,38700
INGEVITY CORPCOM45688C1071,19911,770SH SOLE211,77000
INGEVITY CORPCOM45688C1072,19521,543SH DFND1121,54300
INGREDION INCCOM4571871021,09310,252SH SOLE110,25200
INGREDION INCCOM4571871025,57853,140SH SOLE253,14000
INNERWORKINGS INCCOM45773Y1054,940623,764SH SOLE2623,76400
INNOPHOS HOLDINGS INCCOM45774N1081,63636,838SH SOLE236,83800
INNOSPEC INCCOM45768S1053023,935SH SOLE23,93500
INNOVIVA INCCOM45781M101147SH SOLE14700
INNOVIVA INCCOM45781M101332,136SH SOLE22,13600
INOGEN INCCOM45780L10487364SH SOLE136400
INOGEN INCCOM45780L1046912,830SH SOLE22,83000
INPHI CORPCOM45772F107471,109SH SOLE11,10900
INSIGHT ENTERPRISES INCCOM45765U1033,72668,879SH SOLE268,87900
INSMED INCCOM PAR $.01457669307031SH SOLE13100
INSMED INCNOTE 1.750% 1/1457669AA7131156,000SH SOLE2156,00000
INSMED INCCOM PAR $.0145766930754526,933SH SOLE226,93300
INSPERITY INCCOM45778Q1073743,155SH SOLE13,15500
INSPERITY INCCOM45778Q1078246,982SH DFND16,98200
INSPERITY INCCOM45778Q10715,661132,773SH SOLE2132,77300
INSTEEL INDUSTRIES INCCOM45774W108396SH SOLE19600
INSTEEL INDUSTRIES INCCOM45774W1081323,674SH SOLE23,67400
INSTRUCTURE INCCOM45781U1032186,163SH SOLE26,16300
INSULET CORPCOM45784P1011211,137SH SOLE11,13700
INSULET CORPNOTE 1.250% 9/145784PAF813473,000SH SOLE273,00000
INSULET CORPCOM45784P1012,81026,518SH SOLE226,51800
INTEGER HLDGS CORPCOM45826H1093,31339,935SH SOLE239,93500
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852083975,474SH SOLE15,47400
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852089,328141,608SH SOLE2141,60800
INTEGRATED DEVICE TECHNOLOGYCOM458118106366SH SOLE16600
INTEGRATED DEVICE TECHNOLOGYCOM4581181063,99384,939SH SOLE284,93900
INTEL CORPCOM4581401003006,337SH SOLE46,33700
INTEL CORPCOM4581401005,091107,638SH SOLE1107,63800
INTEL CORPCOM45814010034,323725,798SH SOLE2725,79800
INTELLIA THERAPEUTICS INCCOM45826J105804,745SH SOLE14,74500
INTER PARFUMS INCCOM4583341092533,925SH SOLE23,92500
INTER PARFUMS INCCOM4583341092964,655SH SOLE14,65500
INTERACTIVE BROKERS GROUP INCOM45841N1072304,312SH SOLE14,31200
INTERCEPT PHARMACEUTICALS INCOM45845P108432SH SOLE23200
INTERCEPT PHARMACEUTICALS INCOM45845P10816134SH SOLE113400
INTERCONTINENTAL EXCHANGE INCOM45866F1046,67388,721SH SOLE188,72100
INTERCONTINENTAL EXCHANGE INCOM45866F10452,106695,768SH SOLE2695,76800
INTERFACE INCCOM458665304241,010SH SOLE21,01000
INTERNATIONAL BUSINESS MACHSCOM4592001018265,281SH SOLE15,28100
INTERNATIONAL BUSINESS MACHSCOM4592001012,45116,207SH DFND1216,20700
INTERNATIONAL BUSINESS MACHSCOM4592001017,90952,305SH SOLE252,30500
INTERNATIONAL FLAVORS&FRAGRACOM459506101312SH SOLE11200
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063091,21721,167SH SOLE221,16700
INTERNATIONAL FLAVORS&FRAGRACOM4595061015,40938,883SH SOLE238,88300
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1081436,943SH SOLE16,94300
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1082,440123,556SH SOLE2123,55600
INTERNATIONAL SPEEDWAY CORPCL A4603352012164,674SH SOLE14,67400
INTERPUBLIC GROUP COS INCCOM46069010026311,098SH SOLE111,09800
INTERPUBLIC GROUP COS INCCOM46069010021,389935,224SH SOLE2935,22400
INTERSECT ENT INCCOM46071F103391,446SH SOLE11,44600
INTERXION HOLDING N.VSHSN47279109851,276SH SOLE11,27600
INTERXION HOLDING N.VSHSN472791097,562112,360SH SOLE2112,36000
INTL PAPER COCOM46014610363512,710SH SOLE112,71000
INTL PAPER COCOM4601461039,282188,851SH SOLE2188,85100
INTRA CELLULAR THERAPIES INCCOM46116X101522,396SH SOLE22,39600
INTREXON CORPCOM46122T1023,595208,768SH SOLE2208,76800
INTUITCOM4612021031,8878,300SH DFND18,30000
INTUITCOM4612021035,13322,397SH SOLE122,39700
INTUITCOM46120210338,034167,258SH SOLE2167,25800
INTUITIVE SURGICAL INCCOM NEW46120E6023,2605,714SH SOLE15,71400
INTUITIVE SURGICAL INCCOM NEW46120E60228,15949,058SH SOLE249,05800
INVACARE CORPCOM4612031011037,073SH SOLE27,07300
INVESCO ACTIVELY MANAGD ETFOPTIMUM YIELD46090F10044023,405SH SOLE123,40500
INVESCO CURNCYSHS AUSTRLA DLAUSTRALIAN DOL46090N10323424SH SOLE142400
INVESCO CURNCYSHS BRIT PND SBRIT POUN STRL46138M1091080SH SOLE18000
INVESCO CURNCYSHS JAPANESE YJAPANESE YEN46138W107971,043SH SOLE11,04300
INVESCO DB COMMDY INDX TRCKUNIT46138B1031158SH SOLE115800
INVESCO DB MLTI SECTR CMMTYGOLD FD46140H601791,996SH SOLE11,99600
INVESCO EXCHANGE TRADED FD TS&P500 BUY WRT46137V3991,28356,766SH SOLE156,76600
INVESCO EXCHNG TRADED FD TRPFD ETF46138E511121,114SH SOLE11,11400
INVESCO EXCHNG TRADED FD TRTREAS COLATERL46138G88845426SH SOLE142600
INVESCO EXCHNG TRADED FD TREMRNG MKT SVRG46138E7843,138116,694SH SOLE1116,69400
INVESCO EXCHNG TRADED FD TRS&P INTL LOW46138E2304,356134,186SH SOLE1134,18600
INVESCO EXCHNG TRADED FD TRS&P500 LOW VOL46138E3545,785116,604SH SOLE1116,60400
INVESCO EXCHNG TRADED FD TRSR LN ETF46138G50841,5821,781,051SH SOLE11,781,05100
INVESCO LTDSHSG491BT1081094,377SH SOLE14,37700
INVESCO LTDSHSG491BT1086,797297,076SH SOLE2297,07600
INVESTMENT TECHNOLOGY GRP NECOM46145F1051959,011SH SOLE29,01100
INVITAE CORPCOM46185L10313810,736SH SOLE110,73600
INVITATION HOMES INCCOM46187W10727411,905SH SOLE111,90500
INVITATION HOMES INCCOM46187W10717,777775,933SH SOLE2775,93300
ION GEOPHYSICAL CORPCOM NEW462044207251,837SH SOLE11,83700
IONIS PHARMACEUTICALS INCCOM4622221002,81054,477SH SOLE254,47700
IPG PHOTONICS CORPCOM44980X10952341SH SOLE134100
IPG PHOTONICS CORPCOM44980X1091,0906,985SH SOLE26,98500
IQVIA HLDGS INCCOM46266C1052,48219,105SH SOLE119,10500
IQVIA HLDGS INCCOM46266C1059,62174,155SH SOLE274,15500
IROBOT CORPCOM4627261005,23547,621SH SOLE247,62100
IRON MTN INC NEWCOM46284V10117580SH SOLE158000
IRON MTN INC NEWCOM46284V1015,182150,108SH SOLE2150,10800
ISHARES GOLD TRUSTISHARES46428510539,2723,435,865SH SOLE23,435,86500
ISHARES INCMSCI PAC JP ETF464286665122SH SOLE12200
ISHARES INCCORE MSCI EMKT46434G10325,191485,637SH SOLE1485,63700
ISHARES INCMIN VOL GBL ETF464286525131,6191,497,635SH SOLE11,497,63500
ISHARES TRMSCI AC ASIA ETF464288182126SH SOLE12600
ISHARES TRCORE S&P TTL STK4642871507135SH SOLE113500
ISHARES TRS&P US PFD STK46428868715542SH SOLE154200
ISHARES TRSP SMCP600VL ETF4642878791698SH SOLE19800
ISHARES TRUSD INV GRDE ETF46428862027628SH SOLE162800
ISHARES TRMSCI QATAR ETF46434V779291,600SH SOLE21,60000
ISHARES TR0-5 YR TIPS ETF46429B74731377SH SOLE137700
ISHARES TRRUS MDCP VAL ETF46428747333337SH SOLE133700
ISHARES TRMSCI CHINA ETF46429B671921,468SH SOLE11,46800
ISHARES TRS&P SML 600 GWT46428788796470SH SOLE147000
ISHARES TREAFE GRWTH ETF4642888851051,226SH SOLE11,22600
ISHARES TRRUS 1000 GRW ETF464287614116745SH SOLE274500
ISHARES TRCHINA LG-CAP ETF4642871841192,739SH SOLE12,73900
ISHARES TRMSCI EMG MKT ETF4642872341272,956SH SOLE12,95600
ISHARES TR3 7 YR TREAS BD4642886611311,092SH SOLE11,09200
ISHARES TRRUS 1000 VAL ETF4642875981781,425SH SOLE11,42500
ISHARES TRMBS ETF4642885881961,909SH SOLE11,90900
ISHARES TRCORE S&P MCP ETF4642875072601,293SH SOLE41,29300
ISHARES TRCORE HIGH DV ETF46429B6632702,983SH SOLE42,98300
ISHARES TRSELECT DIVID ETF4642871682822,829SH SOLE42,82900
ISHARES TRMIN VOL USA ETF46429B6973015,284SH SOLE45,28400
ISHARES TRCORE US AGGBD ET4642872263183,015SH SOLE43,01500
ISHARES TRCORE DIV GRWTH46434V6213228,696SH SOLE48,69600
ISHARES TRCORE S&P SCP ETF4642878043333,832SH SOLE13,83200
ISHARES TRCORE S&P500 ETF4642872003331,138SH SOLE11,13800
ISHARES TRIBOXX HI YD ETF4642885133353,839SH SOLE13,83900
ISHARES TRRUSSELL 2000 ETF4642876553502,076SH SOLE42,07600
ISHARES TRMSCI EMG MKT ETF4642872343618,414SH SOLE48,41400
ISHARES TREAFE SML CP ETF4642882733655,862SH SOLE15,86200
ISHARES TRCORE MSCI TOTAL46432F8344767,900SH SOLE27,90000
ISHARES TRRUS 1000 ETF4642876226403,958SH SOLE43,95800
ISHARES TRRUS 1000 GRW ETF4642876147564,855SH SOLE14,85500
ISHARES TRMSCI EAFE ETF46428746580511,842SH SOLE211,84200
ISHARES TRCORE S&P TTL STK46428715083112,474SH SOLE412,47400
ISHARES TRMSCI EAFE ETF46428746585912,515SH SOLE112,51500
ISHARES TRRUSSELL 2000 ETF4642876551,0836,415SH SOLE16,41500
ISHARES TRRUSSELL 3000 ETF4642876891,1736,810SH SOLE46,81000
ISHARES TRNATIONAL MUN ETF4642884141,36712,663SH SOLE412,66300
ISHARES TRMSCI EAFE ETF4642874651,48721,869SH SOLE421,86900
ISHARES TRRUS 1000 ETF4642876221,4959,243SH SOLE19,24300
ISHARES TRRUS 2000 VAL ETF4642876301,59011,952SH SOLE411,95200
ISHARES TRSHORT TREAS BD4642886791,59214,451SH SOLE114,45100
ISHARES TRRUS MDCP VAL ETF4642874732,07522,991SH SOLE422,99100
ISHARES TRRUS MD CP GR ETF4642874812,48718,340SH SOLE418,34000
ISHARES TRRUS MID CAP ETF4642874992,56511,631SH SOLE211,63100
ISHARES TRJPMORGAN USD EMG4642882812,81326,088SH SOLE226,08800
ISHARES TRMSCI EAFE ESG OP46435G5163,24749,005SH SOLE149,00500
ISHARES TRRUS 2000 GRW ETF4642876483,68017,109SH SOLE417,10900
ISHARES TRRUS 1000 GRW ETF4642876143,88024,878SH SOLE424,87800
ISHARES TRMSCI KLD400 SOC4642885703,99637,421SH SOLE137,42100
ISHARES TRRUS 2000 VAL ETF4642876304,10230,844SH SOLE230,84400
ISHARES TRRUS 2000 VAL ETF4642876304,31032,286SH SOLE132,28600
ISHARES TRIBOXX INV CP ETF4642872424,36237,923SH SOLE137,92300
ISHARES TRRUS 1000 VAL ETF4642875985,64544,580SH SOLE444,58000
ISHARES TRMSCI ACWI ETF4642882576,13182,568SH SOLE282,56800
ISHARES TRRUSSELL 2000 ETF4642876557,60145,099SH SOLE245,09900
ISHARES TRRUS MDCP VAL ETF4642874738,35292,534SH SOLE292,53400
ISHARES TRRUS 2000 GRW ETF4642876488,97241,655SH SOLE141,65500
ISHARES TRMSCI EMG MKT ETF46428723411,840275,851SH SOLE2275,85100
ISHARES TRIBOXX INV CP ETF46428724214,808128,841SH SOLE2128,84100
ISHARES TRMBS ETF46428858817,612170,449SH SOLE2170,44900
ISHARES TRS&P 500 GRWT ETF46428730928,845162,797SH SOLE1162,79700
ISHARES TRIBOXX HI YD ETF46428851339,037451,604SH SOLE2451,60400
ISHARES TRMIN VOL EAFE ETF46429B68945,219621,016SH SOLE1621,01600
ISHARES TRCORE MSCI EAFE46432F842120,3221,877,739SH SOLE11,877,73900
ISHARES TRSHRT NAT MUN ETF464288158140,7811,344,200SH SOLE11,344,20000
ISHARES TRMIN VOL USA ETF46429B697143,9092,521,777SH SOLE12,521,77700
ISHARES TRJPMORGAN USD EMG464288281151,0091,397,270SH SOLE11,397,27000
ISHARES TRS&P 500 VAL ETF464287408178,3451,538,518SH SOLE11,538,51800
ISHARES TRNATIONAL MUN ETF464288414354,6263,285,036SH SOLE13,285,03600
ISHARES US ETF TRSHT MAT BD ETF46431W50713,117259,255SH SOLE1259,25500
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210635532,512SH SOLE132,51200
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210633,6373,063,491SH SOLE23,063,49100
ITRON INCCOM4657411061171,796SH SOLE11,79600
ITRON INCCOM4657411067,464116,265SH SOLE2116,26500
ITT INCCOM45073V1082193,572SH SOLE13,57200
ITT INCCOM45073V1087,939129,598SH SOLE2129,59800
ITURAN LOCATION AND CONTROLSHSM6158M10487025,300SH SOLE225,30000
J & J SNACK FOODS CORPCOM4660321093432,220SH SOLE12,22000
J & J SNACK FOODS CORPCOM4660321093,73024,722SH SOLE224,72200
J ALEXANDERS HLDGS INCCOM46609J106665,513SH SOLE25,51300
J JILL INCCOM46620W102186,264SH SOLE16,26400
J2 GLOBAL INCCOM48123V10228337SH SOLE133700
J2 GLOBAL INCCOM48123V10240,802492,485SH SOLE2492,48500
JABIL INCCOM4663131031063,969SH SOLE13,96900
JABIL INCCOM46631310352719,459SH SOLE219,45900
JACK IN THE BOX INCCOM46636710954649SH SOLE164900
JACK IN THE BOX INCCOM4663671094585,460SH SOLE25,46000
JACOBS ENGR GROUP INC DELCOM4698141074,26355,731SH SOLE255,73100
JAMES RIV GROUP LTDCOMG5005R1071,30630,644SH SOLE230,64400
JAZZ PHARMACEUTICALS PLCSHS USDG508711052581,420SH SOLE11,42000
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,6239,651SH SOLE29,65100
JBG SMITH PPTYSCOM46590V1003229SH SOLE122900
JBG SMITH PPTYSCOM46590V1003,06683,257SH SOLE283,25700
JD COM INCSPON ADR CL A47215P1066,054232,049SH SOLE2232,04900
JEFFERIES FINL GROUP INCCOM47233W109944,281SH SOLE24,28100
JELD-WEN HLDG INCCOM47580P1035183SH SOLE218300
JETBLUE AIRWAYS CORPCOM477143101261,293SH SOLE11,29300
JETBLUE AIRWAYS CORPCOM4771431011,43173,927SH SOLE273,92700
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T1005433SH SOLE243300
JMP GROUP LLCCOM46629U107254,753SH SOLE24,75300
JOHN BEAN TECHNOLOGIES CORPCOM47783910473593SH SOLE159300
JOHNSON & JOHNSONCOM47816010416,078116,540SH SOLE1116,54000
JOHNSON & JOHNSONCOM47816010458,649424,470SH SOLE2424,47000
JOHNSON CTLS INTL PLCSHSG515021051,25135,919SH SOLE135,91900
JOHNSON CTLS INTL PLCSHSG5150210550,7491,449,972SH SOLE21,449,97200
JOHNSON OUTDOORS INCCL A4791671082452,516SH SOLE12,51600
JOHNSON OUTDOORS INCCL A4791671086827,330SH SOLE27,33000
JONES LANG LASALLE INCCOM48020Q1075523,973SH SOLE13,97300
JPMORGAN CHASE & COALERIAN ML ETN46625H3651746,268SH SOLE16,26800
JPMORGAN CHASE & COCOM46625H10013,401118,665SH SOLE1118,66500
JPMORGAN CHASE & COCOM46625H10014,277126,520SH DFND5126,52000
JPMORGAN CHASE & COCOM46625H100114,2881,012,829SH SOLE21,012,82900
JUNIPER NETWORKS INCCOM48203R10483926,599SH SOLE126,59900
JUNIPER NETWORKS INCCOM48203R1044,604153,612SH SOLE2153,61200
JUPAI HLDGS LTDADS48205B107161,800SH SOLE21,80000
K12 INCCOM48273U10244425,112SH SOLE225,11200
K2M GROUP HLDGS INCCOM48273J107151SH SOLE15100
K2M GROUP HLDGS INCCOM48273J1072,53692,664SH SOLE292,66400
KAISER ALUMINUM CORPCOM PAR $0.014830077045,26548,276SH SOLE248,27600
KAMAN CORPCOM48354810330441SH SOLE144100
KAMAN CORPCOM48354810397214,554SH SOLE214,55400
KANSAS CITY SOUTHERNCOM NEW48517030231235SH SOLE123500
KANSAS CITY SOUTHERNCOM NEW4851703023,57131,525SH SOLE231,52500
KAR AUCTION SVCS INCCOM48238T1091512,538SH SOLE12,53800
KAR AUCTION SVCS INCCOM48238T1096,130102,703SH SOLE2102,70300
KB FINANCIAL GROUP INCSPONSORED ADR48241A10552510,883SH SOLE210,88300
KBR INCCOM48242W1061366,389SH SOLE16,38900
KBR INCCOM48242W10695245,070SH SOLE245,07000
KEANE GROUP INCCOM48669A1083,653295,309SH SOLE2295,30900
KELLOGG COCOM487836108911,137SH SOLE11,13700
KELLOGG COCOM4878361086,22688,916SH SOLE288,91600
KELLY SVCS INCCL A488152208271,691SH SOLE11,69100
KELLY SVCS INCCL A4881522081094,532SH SOLE24,53200
KEMPER CORP DELCOM48840110092011,435SH SOLE211,43500
KENNAMETAL INCCOM4891701001022,457SH SOLE12,45700
KENNAMETAL INCCOM4891701001954,480SH SOLE24,48000
KENNEDY-WILSON HLDGS INCCOM4893981071326,142SH SOLE26,14200
KERYX BIOPHARMACEUTICALS INCCOM4925151010219SH SOLE121900
KEURIG DR PEPPER INCCOM49271V1001,73274,768SH SOLE274,76800
KEYCORP NEWCOM4932671081,07154,402SH SOLE154,40200
KEYCORP NEWCOM4932671081,54777,800SH SOLE277,80000
KEYSIGHT TECHNOLOGIES INCCOM49338L1032,38535,987SH SOLE235,98700
KEYW HLDG CORPCOM4937231008810,309SH SOLE110,30900
KFORCE INCCOM49373210121675SH SOLE167500
KFORCE INCCOM4937321012,43964,873SH SOLE264,87300
KILROY RLTY CORPCOM49427F1084155,763SH SOLE15,76300
KILROY RLTY CORPCOM49427F10815,710219,133SH SOLE2219,13300
KIMBERLY CLARK CORPCOM4943681031,0999,667SH DFND19,66700
KIMBERLY CLARK CORPCOM4943681033,57631,601SH SOLE131,60100
KIMBERLY CLARK CORPCOM49436810313,168115,876SH SOLE2115,87600
KIMCO RLTY CORPCOM49446R10931819,192SH SOLE119,19200
KIMCO RLTY CORPCOM49446R1091,53691,740SH DFND891,74000
KIMCO RLTY CORPCOM49446R1091,858110,983SH DFND1110,98300
KIMCO RLTY CORPCOM49446R1094,308257,329SH SOLE2257,32900
KINDER MORGAN INC DELPFD SER A49456B2002457,379SH SOLE27,37900
KINDER MORGAN INC DELCOM49456B1011,07961,751SH SOLE161,75100
KINDER MORGAN INC DELCOM49456B10123,1871,307,765SH SOLE21,307,76500
KINROSS GOLD CORPCOM NO PAR4969024044316,111SH SOLE216,11100
KINSALE CAP GROUP INCCOM49714P10862780SH SOLE178000
KINSALE CAP GROUP INCCOM49714P1081111,741SH SOLE21,74100
KIRBY CORPCOM49726610610188SH SOLE118800
KIRBY CORPCOM4972661061,09113,262SH DFND813,26200
KIRBY CORPCOM4972661064,72957,498SH SOLE257,49800
KITE RLTY GROUP TRCOM NEW49803T3001,48689,276SH SOLE289,27600
KKR & CO INCCL A48251W1042,19580,500SH SOLE180,50000
KKR & CO INCCL A48251W1047,228265,066SH SOLE2265,06600
KKR REAL ESTATE FIN TR INCCOM48251K100322,621SH SOLE12,62100
KLA-TENCOR CORPCOM4824801001631,519SH SOLE11,51900
KLA-TENCOR CORPCOM4824801005,23251,443SH SOLE251,44300
KMG CHEMICALS INCCOM48256410100SH SOLE2000
KNIGHT SWIFT TRANSN HLDGS INCL A4990491041,19634,688SH DFND834,68800
KNIGHT SWIFT TRANSN HLDGS INCL A4990491046,538189,617SH DFND5189,61700
KNIGHT SWIFT TRANSN HLDGS INCL A4990491046,733195,284SH SOLE2195,28400
KNOLL INCCOM NEW498904200733,131SH SOLE23,13100
KNOWLES CORPNOTE 3.250%11/049926DAB5171150,000SH SOLE2150,00000
KNOWLES CORPCOM49926D1099,164551,401SH SOLE2551,40100
KOHLS CORPCOM5002551041,15515,497SH DFND815,49700
KOHLS CORPCOM5002551041,58121,364SH SOLE121,36400
KOHLS CORPCOM5002551041,60121,472SH DFND121,47200
KOHLS CORPCOM5002551047,456100,016SH SOLE2100,01600
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230348410,626SH SOLE210,62600
KORN FERRY INTLCOM NEW500643200961,785SH SOLE11,78500
KORN FERRY INTLCOM NEW5006432002,50750,913SH SOLE250,91300
KOSMOS ENERGY LTDSHSG5315B107495,230SH SOLE25,23000
KRAFT HEINZ COCOM5007541061,02418,273SH SOLE118,27300
KRATON CORPORATIONCOM50077C10612,857272,675SH SOLE2272,67500
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2078563SH SOLE256300
KROGER COCOM50104410187730,132SH DFND130,13200
KROGER COCOM50104410193031,935SH DFND1231,93500
KROGER COCOM5010441012,77794,616SH SOLE194,61600
KROGER COCOM50104410111,268387,072SH SOLE2387,07200
KT CORPSPONSORED ADR48268K1012,770186,545SH SOLE2186,54500
KULICKE & SOFFA INDS INCCOM50124210137015,520SH SOLE215,52000
L BRANDS INCCOM5017971042,97898,278SH SOLE298,27800
L3 TECHNOLOGIES INCCOM5024131076,23029,302SH SOLE229,30200
LABORATORY CORP AMER HLDGSCOM NEW50540R4093592,064SH DFND12,06400
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,7469,558SH SOLE19,55800
LABORATORY CORP AMER HLDGSCOM NEW50540R40915,00786,407SH SOLE286,40700
LADDER CAP CORPCL A50574310400SH SOLE2000
LADDER CAP CORPCL A50574310430318,055SH SOLE118,05500
LAKELAND FINL CORPCOM5116561001152,474SH SOLE22,47400
LAM RESEARCH CORPCOM5128071081,0786,821SH SOLE16,82100
LAM RESEARCH CORPCOM51280710813,17986,874SH SOLE286,87400
LAMAR ADVERTISING CO NEWCL A5128161093,56745,847SH SOLE245,84700
LAMB WESTON HLDGS INCCOM5132721041,19517,937SH DFND117,93700
LAMB WESTON HLDGS INCCOM5132721041,45821,898SH DFND821,89800
LAMB WESTON HLDGS INCCOM5132721043,29450,116SH SOLE150,11600
LAMB WESTON HLDGS INCCOM51327210411,700175,683SH SOLE2175,68300
LANCASTER COLONY CORPCOM51384710330200SH SOLE220000
LANCASTER COLONY CORPCOM51384710364896SH SOLE189600
LANDSTAR SYS INCCOM5150981016445,280SH DFND15,28000
LANDSTAR SYS INCCOM5150981013,52628,900SH SOLE228,90000
LANNET INCCOM5160121010249SH SOLE124900
LANTHEUS HLDGS INCCOM516544103412,721SH SOLE22,72100
LANTRONIX INCCOM NEW51654820381,889SH SOLE21,88900
LAREDO PETROLEUM INCCOM51680610644156,134SH SOLE156,13400
LAREDO PETROLEUM INCCOM51680610675492,231SH SOLE292,23100
LAS VEGAS SANDS CORPCOM5178341074,17470,359SH SOLE270,35900
LAUDER ESTEE COS INCCL A5184391041,55010,666SH DFND110,66600
LAUDER ESTEE COS INCCL A5184391042,31115,975SH SOLE115,97500
LAUDER ESTEE COS INCCL A51843910418,651128,347SH SOLE2128,34700
LAUREATE EDUCATION INCCL A5186132031237,324SH SOLE17,32400
LAUREATE EDUCATION INCCL A5186132031,979128,203SH SOLE2128,20300
LAWSON PRODS INCCOM520776105371,080SH SOLE21,08000
LCI INDSCOM50189K103332SH SOLE13200
LCI INDSCOM50189K1031011,225SH SOLE21,22500
LEAR CORPCOM NEW5218652049016,216SH SOLE26,21600
LEAR CORPCOM NEW5218652041,0957,522SH SOLE17,52200
LEE ENTERPRISES INCCOM52376810942,943SH SOLE12,94300
LEGACY TEX FINL GROUP INCCOM52471Y1061,55636,515SH SOLE236,51500
LEGG MASON INCCOM52490110536910,596SH SOLE110,59600
LEGG MASON INCCOM52490110566821,400SH SOLE221,40000
LEGGETT & PLATT INCCOM5246601073,35976,704SH SOLE276,70400
LEIDOS HLDGS INCCOM5253271021211,715SH SOLE11,71500
LEIDOS HLDGS INCCOM5253271021,54222,299SH SOLE222,29900
LEMAITRE VASCULAR INCCOM525558201611,322SH SOLE11,32200
LENDINGTREE INC NEWCOM52603B1075612,487SH SOLE12,48700
LENDINGTREE INC NEWCOM52603B10720,38488,586SH SOLE288,58600
LENNAR CORPCL B526057302892,318SH SOLE22,31800
LENNAR CORPCL A5260571049,754208,900SH SOLE2208,90000
LENNOX INTL INCCOM52610710752229SH SOLE122900
LENNOX INTL INCCOM5261071071,9618,980SH SOLE28,98000
LEXINGTON REALTY TRUSTCOM529043101324,990SH SOLE14,99000
LEXINGTON REALTY TRUSTCOM52904310149960,164SH SOLE260,16400
LG DISPLAY CO LTDSPONS ADR REP50186V10265976,015SH SOLE276,01500
LGI HOMES INCCOM50187T1064369,206SH SOLE19,20600
LGI HOMES INCCOM50187T1061,08422,849SH SOLE222,84900
LHC GROUP INCCOM50187A1071441,400SH DFND11,40000
LHC GROUP INCCOM50187A10713,355129,675SH SOLE2129,67500
LIBERTY BROADBAND CORPCOM SER A53030710742500SH SOLE250000
LIBERTY BROADBAND CORPCOM SER C5303073051,93722,976SH SOLE222,97600
LIBERTY EXPEDIA HOLDINGSSER A COM53046P109771,635SH SOLE21,63500
LIBERTY GLOBAL PLCSHS CL AG5480U10436612,455SH SOLE112,45500
LIBERTY GLOBAL PLCSHS CL CG5480U1201,64558,367SH SOLE158,36700
LIBERTY GLOBAL PLCSHS CL AG5480U10421,179732,062SH SOLE2732,06200
LIBERTY GLOBAL PLCSHS CL CG5480U12037,2111,321,400SH SOLE21,321,40000
LIBERTY MEDIA CORPDEB 3.750% 2/1530715AL5599875,000SH SOLE2875,00000
LIBERTY MEDIA CORPDEB 4.000%11/1530715AG6606875,000SH SOLE2875,00000
LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE2275502,000SH SOLE2502,00000
LIBERTY MEDIA CORP DELAWARECOM SER C FRMLA5312298541,83049,219SH DFND149,21900
LIBERTY MEDIA CORP DELAWARECOM SER C FRMLA53122985413,322358,215SH SOLE2358,21500
LIBERTY OILFIELD SVCS INCCOM CL A53115L10429513,677SH SOLE213,67700
LIBERTY PPTY TRSH BEN INT53117210446811,110SH SOLE111,11000
LIBERTY PPTY TRSH BEN INT53117210488520,937SH SOLE220,93700
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510219,0151,280,460SH SOLE21,280,46000
LIFE STORAGE INCCOM53223X1072462,611SH SOLE12,61100
LIFE STORAGE INCCOM53223X10717,050179,177SH SOLE2179,17700
LIFEPOINT HEALTH INCCOM53219L109881,359SH SOLE21,35900
LIFEVANTAGE CORPCOM NEW53222K205312,830SH SOLE22,83000
LIGAND PHARMACEUTICALS INCCOM NEW53220K5043271,236SH SOLE11,23600
LIGAND PHARMACEUTICALS INCCOM NEW53220K5044,80017,488SH SOLE217,48800
LILLY ELI & COCOM5324571082,12219,771SH DFND1219,77100
LILLY ELI & COCOM5324571083,35431,163SH SOLE131,16300
LILLY ELI & COCOM53245710853,035494,224SH SOLE2494,22400
LIMELIGHT NETWORKS INCCOM53261M104234,742SH SOLE14,74200
LIMELIGHT NETWORKS INCCOM53261M104665132,536SH SOLE2132,53600
LINCOLN ELEC HLDGS INCCOM5339001061,94820,848SH SOLE220,84800
LINCOLN NATL CORP INDCOM5341871091151,700SH SOLE21,70000
LINCOLN NATL CORP INDCOM5341871091,19217,206SH SOLE117,20600
LINCOLN NATL CORP INDCOM5341871092,51937,235SH DFND1237,23500
LINDBLAD EXPEDITIONS HLDGS ICOM53521910940727,373SH SOLE227,37300
LINDSAY CORPCOM5355551061011,006SH SOLE21,00600
LIONS GATE ENTMNT CORPCL A VTG535919401292SH SOLE29200
LIONS GATE ENTMNT CORPCL B NON VTG5359195005224SH SOLE222400
LIONS GATE ENTMNT CORPCL B NON VTG53591950037715,818SH SOLE115,81800
LIQUIDITY SERVICES INCCOM53635B107767120,734SH SOLE2120,73400
LITHIA MTRS INCCL A53679710329354SH SOLE135400
LITHIA MTRS INCCL A5367971034,46954,729SH SOLE254,72900
LITTELFUSE INCCOM53700810429128SH SOLE112800
LITTELFUSE INCCOM5370081043,47017,533SH SOLE217,53300
LIVANOVA PLCSHSG5509L10110,55985,175SH SOLE285,17500
LIVE NATION ENTERTAINMENT INCOM5380341099156SH SOLE115600
LIVE NATION ENTERTAINMENT INCOM53803410911,123204,210SH SOLE2204,21000
LIVE OAK BANCSHARES INCCOM53803X105592,199SH DFND12,19900
LKQ CORPCOM501889208983,001SH SOLE13,00100
LKQ CORPCOM50188920866,0222,084,686SH SOLE22,084,68600
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391092,269704,026SH SOLE1704,02600
LOCKHEED MARTIN CORPCOM5398301096,02417,480SH SOLE117,48000
LOCKHEED MARTIN CORPCOM53983010919,53156,454SH SOLE256,45400
LOEWS CORPCOM540424108721,679SH SOLE11,67900
LOEWS CORPCOM5404241081,09621,822SH DFND121,82200
LOEWS CORPCOM5404241087,462148,558SH SOLE2148,55800
LOGMEIN INCCOM54142L1095,89266,129SH SOLE266,12900
LONESTAR RES US INCCL A VTG54240F103886113,697SH SOLE2113,69700
LORAL SPACE & COMMUNICATNS ICOM54388110639854SH DFND185400
LOUISIANA PAC CORPCOM54634710549818,808SH DFND118,80800
LOUISIANA PAC CORPCOM5463471052,809106,027SH SOLE2106,02700
LOWES COS INCCOM5486611078,26371,963SH SOLE171,96300
LOWES COS INCCOM548661107115,7421,008,030SH SOLE21,008,03000
LOXO ONCOLOGY INCCOM54886210141232SH SOLE123200
LOXO ONCOLOGY INCCOM5488621012,23813,099SH SOLE213,09900
LPL FINL HLDGS INCCOM50212V1001742,700SH DFND12,70000
LPL FINL HLDGS INCCOM50212V10076111,804SH DFND811,80400
LPL FINL HLDGS INCCOM50212V1001,20118,591SH SOLE118,59100
LPL FINL HLDGS INCCOM50212V1002,38737,001SH SOLE237,00100
LSC COMMUNICATIONS INCCOM50218P107165,078SH SOLE15,07800
LSC COMMUNICATIONS INCCOM50218P10719717,842SH SOLE217,84200
LULULEMON ATHLETICA INCCOM5500211091951,304SH SOLE11,30400
LULULEMON ATHLETICA INCCOM5500211092,19613,515SH DFND113,51500
LULULEMON ATHLETICA INCCOM5500211098,39351,651SH SOLE251,65100
LUMENTUM HLDGS INCCOM55024U1091,49624,948SH SOLE224,94800
LUMINEX CORP DELCOM55027E10248816,084SH SOLE116,08400
LUMINEX CORP DELCOM55027E1022,72589,912SH SOLE289,91200
LUXFER HOLDINGS PLCSHSG5698W116261,098SH SOLE21,09800
LUXOFT HLDG INCORD SHS CL AG57279104841,780SH SOLE21,78000
LYDALL INC DELCOM550819106354SH SOLE15400
LYDALL INC DELCOM5508191062,35454,626SH SOLE254,62600
LYON WILLIAM HOMESCL A NEW552074700030SH SOLE13000
LYON WILLIAM HOMESCL A NEW5520747001,47192,543SH DFND1192,54300
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,59915,562SH SOLE115,56200
LYONDELLBASELL INDUSTRIES NSHS - A -N537451003,16030,823SH SOLE230,82300
M & T BK CORPCOM55261F10431171SH SOLE117100
M & T BK CORPCOM55261F1045,85735,597SH SOLE235,59700
MACERICH COCOM5543821013285,932SH SOLE15,93200
MACERICH COCOM55438210191716,593SH SOLE216,59300
MACK CALI RLTY CORPCOM554489104683,103SH SOLE13,10300
MACK CALI RLTY CORPCOM5544891041,09251,366SH DFND851,36600
MACK CALI RLTY CORPCOM5544891042,780130,766SH SOLE2130,76600
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10037318,073SH SOLE118,07300
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10051625,039SH SOLE225,03900
MACQUARIE INFRASTRUCTURE CORCOM55608B105551,099SH SOLE11,09900
MACQUARIE INFRASTRUCTURE CORCOM55608B1051,10223,882SH SOLE223,88200
MACYS INCCOM55616P10440611,754SH SOLE111,75400
MACYS INCCOM55616P1041,11031,967SH SOLE231,96700
MACYS INCCOM55616P1041,37539,592SH DFND139,59200
MADDEN STEVEN LTDCOM556269108561,112SH SOLE11,11200
MADDEN STEVEN LTDCOM5562691085,559105,082SH SOLE2105,08200
MADISON SQUARE GARDEN CO NEWCL A55825T1032,0486,496SH DFND16,49600
MADISON SQUARE GARDEN CO NEWCL A55825T1033,1029,824SH SOLE19,82400
MADISON SQUARE GARDEN CO NEWCL A55825T1033,27910,400SH SOLE210,40000
MADRIGAL PHARMACEUTICALS INCCOM558868105100465SH SOLE246500
MAGELLAN HEALTH INCCOM NEW55907920783511,590SH DFND811,59000
MAGELLAN HEALTH INCCOM NEW5590792071,68623,400SH SOLE223,40000
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010689213,172SH SOLE413,17200
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801062,82541,713SH SOLE241,71300
MAGNA INTL INCCOM5592224012324,457SH SOLE14,45700
MAGNA INTL INCCOM5592224015,03795,895SH SOLE295,89500
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W10979929,101SH SOLE229,10100
MALIBU BOATS INCCOM CL A56117J1001843,363SH SOLE23,36300
MALLINCKRODT PUB LTD COSHSG5785G107752,675SH SOLE12,67500
MALLINCKRODT PUB LTD COSHSG5785G1071,81261,831SH SOLE261,83100
MAMMOTH ENERGY SVCS INCCOM56155L1086229SH SOLE122900
MANHATTAN ASSOCS INCCOM5627501094247,635SH SOLE17,63500
MANHATTAN ASSOCS INCCOM5627501092,50145,814SH SOLE245,81400
MANITOWOC CO INCCOM NEW563571405361,627SH SOLE11,62700
MANITOWOC CO INCCOM NEW56357140589337,206SH DFND837,20600
MANITOWOC CO INCCOM NEW5635714051,78274,299SH SOLE274,29900
MANPOWERGROUP INCCOM56418H1008169,281SH SOLE19,28100
MANPOWERGROUP INCCOM56418H1001,39116,178SH SOLE216,17800
MANTECH INTL CORPCL A56456310489414,130SH SOLE214,13000
MANULIFE FINL CORPCOM56501R1061438,000SH SOLE28,00000
MANULIFE FINL CORPCOM56501R1063,374190,162SH SOLE1190,16200
MARATHON OIL CORPCOM565849106351,539SH SOLE11,53900
MARATHON OIL CORPCOM56584910614,778634,807SH SOLE2634,80700
MARATHON PETE CORPCOM56585A1024655,816SH DFND15,81600
MARATHON PETE CORPCOM56585A1021,74521,978SH SOLE121,97800
MARATHON PETE CORPCOM56585A10214,093176,225SH DFND5176,22500
MARATHON PETE CORPCOM56585A10225,610320,251SH SOLE2320,25100
MARCHEX INCCL B56624R108217,538SH SOLE27,53800
MARCHEX INCCL B56624R1083820,662SH SOLE120,66200
MARCUS & MILLICHAP INCCOM566324109782,233SH DFND12,23300
MARCUS & MILLICHAP INCCOM5663241091795,144SH SOLE25,14400
MARCUS CORPCOM566330106511,327SH SOLE11,32700
MARINEMAX INCCOM56790810821610,188SH SOLE210,18800
MARKEL CORPCOM57053510466SH SOLE1600
MARKETAXESS HLDGS INCCOM57060D1081,4378,588SH SOLE18,58800
MARKETAXESS HLDGS INCCOM57060D1086,13234,356SH SOLE234,35600
MARLIN BUSINESS SVCS CORPCOM571157106622,134SH SOLE22,13400
MARRIOTT INTL INC NEWCL A57190320216,511125,054SH SOLE2125,05400
MARRIOTT VACATIONS WRLDWDE CCOM57164Y10743379SH SOLE137900
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1075,23946,883SH SOLE246,88300
MARSH & MCLENNAN COS INCCOM5717481022,75133,556SH SOLE133,55600
MARSH & MCLENNAN COS INCCOM57174810228,004338,545SH SOLE2338,54500
MARTEN TRANS LTDCOM573075108612,718SH SOLE12,71800
MARTIN MARIETTA MATLS INCCOM57328410628,353155,831SH SOLE2155,83100
MARVELL TECHNOLOGY GROUP LTDORDG5876H105502,593SH SOLE12,59300
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053,681190,719SH SOLE2190,71900
MASCO CORPCOM5745991061193,283SH SOLE13,28300
MASCO CORPCOM5745991067,741211,504SH SOLE2211,50400
MASIMO CORPCOM574795100102848SH SOLE184800
MASIMO CORPCOM5747951004,06932,676SH SOLE232,67600
MASONITE INTL CORP NEWCOM575385109580SH SOLE28000
MASONITE INTL CORP NEWCOM5753851092253,897SH SOLE13,89700
MASTEC INCCOM576323109741,690SH SOLE11,69000
MASTEC INCCOM5763231099,203206,125SH SOLE2206,12500
MASTERCARD INCORPORATEDCL A57636Q1042761,242SH DFND11,24200
MASTERCARD INCORPORATEDCL A57636Q1047,20932,446SH SOLE132,44600
MASTERCARD INCORPORATEDCL A57636Q104184,531828,944SH SOLE2828,94400
MATADOR RES COCOM576485205401,138SH SOLE11,13800
MATADOR RES COCOM5764852053,03491,810SH SOLE291,81000
MATRIX SVC COCOM576853105352,056SH SOLE12,05600
MATTEL INCCOM5770811027,102452,347SH SOLE2452,34700
MATTHEWS INTL CORPCL A577128101711,253SH SOLE11,25300
MATTHEWS INTL CORPCL A5771281015,385107,384SH SOLE2107,38400
MAXIM INTEGRATED PRODS INCCOM57772K10174611,644SH SOLE111,64400
MAXIM INTEGRATED PRODS INCCOM57772K10113,359236,904SH SOLE2236,90400
MAXIMUS INCCOM5779331042523,526SH SOLE13,52600
MAXLINEAR INCCOM57776J1001,14557,600SH SOLE257,60000
MAXWELL TECHNOLOGIES INCCOM577767106166,740SH SOLE16,74000
MB FINANCIAL INC NEWCOM55264U1081342,853SH SOLE12,85300
MB FINANCIAL INC NEWCOM55264U10874616,168SH SOLE216,16800
MCBC HLDGS INCCOM55276F10732890SH SOLE289000
MCCORMICK & CO INCCOM NON VTG5797802062,04315,506SH SOLE115,50600
MCCORMICK & CO INCCOM NON VTG5797802065,37540,800SH SOLE240,80000
MCDERMOTT INTL INCCOM580037703372,001SH SOLE22,00100
MCDERMOTT INTL INCCOM580037703452,547SH SOLE12,54700
MCDONALDS CORPCOM5801351011,1096,630SH DFND16,63000
MCDONALDS CORPCOM5801351016,67038,880SH SOLE138,88000
MCDONALDS CORPCOM58013510125,124150,183SH SOLE2150,18300
MCGRATH RENTCORPCOM58058910922395SH SOLE239500
MCGRATH RENTCORPCOM5805891091783,270SH DFND13,27000
MCKESSON CORPCOM58155Q10338287SH SOLE128700
MCKESSON CORPCOM58155Q1033,66927,661SH SOLE227,66100
MDC PARTNERS INCCL A SUB VTG5526971049623,228SH SOLE223,22800
MDU RES GROUP INCCOM55269010948919,883SH SOLE119,88300
MEDEQUITIES RLTY TR INCCOM58409L3063,738384,582SH SOLE2384,58200
MEDICAL PPTYS TRUST INCCOM58463J304845,670SH SOLE15,67000
MEDICAL PPTYS TRUST INCCOM58463J3043,806255,293SH SOLE2255,29300
MEDICINES CONOTE 2.750% 7/1584688AG0380419,000SH SOLE2419,00000
MEDICINES COCOM5846881052,65388,699SH SOLE288,69900
MEDIDATA SOLUTIONS INCCOM58471A1051552,196SH SOLE12,19600
MEDIDATA SOLUTIONS INCCOM58471A1054,39859,997SH SOLE259,99700
MEDIFAST INCCOM58470H1013891,755SH SOLE21,75500
MEDIFAST INCCOM58470H1016152,777SH DFND12,77700
MEDIFAST INCCOM58470H1016983,090SH SOLE13,09000
MEDNAX INCCOM58502B10636672SH SOLE167200
MEDNAX INCCOM58502B1065,633120,720SH SOLE2120,72000
MEDPACE HLDGS INCCOM58506Q1091061,742SH SOLE11,74200
MEDPACE HLDGS INCCOM58506Q1091612,687SH DFND12,68700
MEDPACE HLDGS INCCOM58506Q1092,64344,109SH SOLE244,10900
MEDTRONIC PLCSHSG5960L1035,23853,572SH SOLE153,57200
MEDTRONIC PLCSHSG5960L103102,5651,042,644SH SOLE21,042,64400
MELCO RESORT ENTERTAINMENT LADR58546410013604SH SOLE160400
MELCO RESORT ENTERTAINMENT LADR58546410047022,200SH SOLE222,20000
MELLANOX TECHNOLOGIES LTDSHSM513631132393,218SH SOLE13,21800
MELLANOX TECHNOLOGIES LTDSHSM513631133294,480SH SOLE24,48000
MERCADOLIBRE INCCOM58733R1021,8285,483SH SOLE15,48300
MERCADOLIBRE INCCOM58733R10210,36430,441SH SOLE230,44100
MERCER INTL INCCOM5880561011,25874,883SH SOLE274,88300
MERCK & CO INCCOM58933Y1051,40319,779SH DFND1219,77900
MERCK & CO INCCOM58933Y10512,736180,921SH SOLE1180,92100
MERCK & CO INCCOM58933Y10540,665573,231SH SOLE2573,23100
MERCURY SYS INCCOM5893781081893,348SH SOLE13,34800
MERCURY SYS INCCOM5893781085,645102,046SH SOLE2102,04600
MERIT MED SYS INCCOM589889104951,647SH SOLE11,64700
MERIT MED SYS INCCOM58988910417,312281,718SH SOLE2281,71800
MERITAGE HOMES CORPCOM59001A10237810,092SH SOLE110,09200
MERITOR INCNOTE 3.250%10/159001KAF7150157,000SH SOLE2157,00000
MERITOR INCCOM59001K1001,29066,625SH DFND866,62500
MERITOR INCCOM59001K1004,827249,328SH SOLE2249,32800
METLIFE INCCOM59156R1082,37550,830SH DFND1250,83000
METLIFE INCCOM59156R1082,43651,660SH SOLE151,66000
METLIFE INCCOM59156R10822,541482,475SH SOLE2482,47500
METTLER TOLEDO INTERNATIONALCOM5926881052,0973,514SH SOLE13,51400
METTLER TOLEDO INTERNATIONALCOM5926881053,0324,978SH SOLE24,97800
MFA FINL INCCOM55272X10221028,558SH DFND128,55800
MFA FINL INCCOM55272X1023,015406,895SH SOLE1406,89500
MGIC INVT CORP WISCOM55284810345134,446SH SOLE134,44600
MGM GROWTH PPTYS LLCCL A COM55303A1052,53185,813SH SOLE285,81300
MGM RESORTS INTERNATIONALCOM5529531011394,745SH SOLE14,74500
MGM RESORTS INTERNATIONALCOM5529531012,59893,073SH SOLE293,07300
MICHAEL KORS HLDGS LTDSHSG60754101981,412SH SOLE11,41200
MICHAEL KORS HLDGS LTDSHSG607541018,308121,177SH SOLE2121,17700
MICHAELS COS INCCOM59408Q106614,163SH SOLE14,16300
MICHAELS COS INCCOM59408Q10617710,901SH SOLE210,90100
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW5948373041,75890,355SH SOLE190,35500
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW5948373044,074220,459SH SOLE2220,45900
MICROCHIP TECHNOLOGY INCCOM5950171041,65220,964SH SOLE120,96400
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AF13,4953,273,000SH SOLE23,273,00000
MICROCHIP TECHNOLOGY INCCOM59501710414,833187,979SH DFND5187,97900
MICROCHIP TECHNOLOGY INCCOM59501710425,554323,835SH SOLE2323,83500
MICRON TECHNOLOGY INCCOM5951121032725,929SH SOLE15,92900
MICRON TECHNOLOGY INCCOM59511210320,686457,344SH SOLE2457,34400
MICROSOFT CORPCOM5949181045,59948,953SH SOLE448,95300
MICROSOFT CORPCOM59491810411,18297,773SH DFND597,77300
MICROSOFT CORPCOM59491810427,935243,942SH SOLE1243,94200
MICROSOFT CORPCOM594918104379,6403,319,403SH SOLE23,319,40300
MICROSTRATEGY INCCL A NEW59497240855535SH SOLE153500
MID AMER APT CMNTYS INCCOM59522J1031,05110,024SH SOLE110,02400
MID AMER APT CMNTYS INCCOM59522J1036,50564,935SH SOLE264,93500
MIDDLEBY CORPCOM5962781012121,638SH SOLE21,63800
MIDDLEBY CORPCOM5962781016494,932SH SOLE14,93200
MIDDLESEX WATER COCOM5966801081503,103SH SOLE23,10300
MILACRON HLDGS CORPCOM59870L10621310,621SH SOLE110,62100
MILACRON HLDGS CORPCOM59870L1062,353116,209SH SOLE2116,20900
MILLER HERMAN INCCOM6005441003388,801SH DFND18,80100
MIMECAST LTDORD SHSG1483810943910,474SH SOLE210,47400
MINDBODY INCCOM CL A60255W10517484SH SOLE148400
MINERALS TECHNOLOGIES INCCOM6031581061,92628,496SH SOLE228,49600
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS606822104152,337SH SOLE12,33700
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS6068221046,1901,000,000SH SOLE21,000,00000
MIX TELEMATICS LTDSPONSORED ADR60688N10220414,155SH SOLE214,15500
MKS INSTRUMENT INCCOM55306N104901,321SH SOLE11,32100
MKS INSTRUMENT INCCOM55306N1047,12088,832SH SOLE288,83200
MOBILE MINI INCCOM60740F1051082,211SH SOLE12,21100
MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109131,374SH SOLE11,37400
MOBILE TELESYSTEMS PJSCSPONSORED ADR60740910911,9871,405,256SH SOLE21,405,25600
MODEL N INCCOM60752510259837,719SH SOLE237,71900
MODINE MFG COCOM607828100034SH SOLE13400
MOELIS & COCL A60786M1053605,677SH SOLE15,67700
MOELIS & COCL A60786M1055,47499,897SH SOLE299,89700
MOHAWK INDS INCCOM60819010425135SH SOLE113500
MOHAWK INDS INCCOM608190104151861SH SOLE286100
MOLINA HEALTHCARE INCCOM60855R1001831,221SH SOLE11,22100
MOLINA HEALTHCARE INCCOM60855R1001981,334SH DFND11,33400
MOLINA HEALTHCARE INCCOM60855R1001,4789,938SH DFND89,93800
MOLINA HEALTHCARE INCCOM60855R10021,233142,792SH SOLE2142,79200
MOLSON COORS BREWING COCL B60871R2092254,085SH SOLE14,08500
MOLSON COORS BREWING COCL B60871R2098,639140,467SH SOLE2140,46700
MOMO INCADR60879B10713277SH SOLE127700
MOMO INCADR60879B1079,630219,873SH SOLE2219,87300
MONDELEZ INTL INCCL A6092071051613,788SH SOLE13,78800
MONDELEZ INTL INCCL A60920710513,541315,211SH DFND5315,21100
MONDELEZ INTL INCCL A60920710528,051652,945SH SOLE2652,94500
MONEYGRAM INTL INCCOM NEW60935Y20825848,313SH SOLE248,31300
MONMOUTH REAL ESTATE INVT COCL A609720107442,819SH SOLE12,81900
MONOLITHIC PWR SYS INCCOM6098391059217,172SH SOLE17,17200
MONOLITHIC PWR SYS INCCOM6098391053,59528,636SH SOLE228,63600
MONRO INCCOM6102361017,862112,961SH SOLE2112,96100
MONSTER BEVERAGE CORP NEWCOM61174X10913,812237,000SH SOLE2237,00000
MOODYS CORPCOM6153691051,4998,939SH SOLE18,93900
MOODYS CORPCOM61536910519,289115,365SH SOLE2115,36500
MORGAN STANLEYCOM NEW6174464481,14223,802SH SOLE123,80200
MORGAN STANLEYCOM NEW61744644820,919449,188SH SOLE2449,18800
MORNINGSTAR INCCOM6177001091,57412,500SH SOLE212,50000
MORNINGSTAR INCCOM6177001092,76821,778SH SOLE121,77800
MORPHOSYS AGSPONSORED ADS6177602022,05176,800SH SOLE276,80000
MOSAIC CO NEWCOM61945C1034,838148,939SH SOLE2148,93900
MOTOROLA SOLUTIONS INCCOM NEW6200763077,00853,672SH SOLE153,67200
MOTOROLA SOLUTIONS INCCOM NEW62007630712,86398,839SH SOLE298,83900
MOVADO GROUP INCCOM6245801061,22729,279SH SOLE229,27900
MPLX LPCOM UNIT REP LTD55336V1005135SH SOLE213500
MSC INDL DIRECT INCCL A553530106318SH SOLE11800
MSC INDL DIRECT INCCL A5535301062,59329,431SH DFND1229,43100
MSC INDL DIRECT INCCL A5535301065,43061,624SH SOLE261,62400
MSCI INCCOM55354G1001,0125,695SH SOLE15,69500
MSCI INCCOM55354G10015,38586,719SH SOLE286,71900
MSG NETWORK INCCL A553573106381,458SH SOLE21,45800
MSG NETWORK INCCL A553573106692,707SH SOLE12,70700
MTS SYS CORPCOM5537771031,39125,399SH SOLE225,39900
MUELLER WTR PRODS INCCOM SER A62475810814312,422SH SOLE212,42200
MULTI COLOR CORPCOM6253831044036,475SH SOLE26,47500
MURPHY OIL CORPCOM6267171021113,340SH SOLE23,34000
MURPHY USA INCCOM6267551021171,389SH SOLE11,38900
MURPHY USA INCCOM6267551023,22937,788SH SOLE237,78800
MYERS INDS INCCOM62846410932213,842SH SOLE213,84200
MYLAN N VSHS EURON59465109771,830SH SOLE11,83000
MYLAN N VSHS EURON5946510996226,277SH SOLE226,27700
MYRIAD GENETICS INCCOM62855J104751,892SH SOLE11,89200
MYRIAD GENETICS INCCOM62855J1041,51632,948SH SOLE232,94800
NABORS INDUSTRIES LTDSHSG6359F1038012,944SH SOLE212,94400
NANOMETRICS INCCOM6300771054106SH SOLE210600
NANOMETRICS INCCOM630077105803,581SH SOLE13,58100
NANOSTRING TECHNOLOGIES INCCOM63009R109804,493SH SOLE14,49300
NASDAQ INCCOM63110310839417SH SOLE141700
NASDAQ INCCOM6311031084,31950,336SH SOLE250,33600
NATERA INCCOM6323071044156SH SOLE215600
NATIONAL BK HLDGS CORPCL A6337071049,639256,009SH SOLE2256,00900
NATIONAL FUEL GAS CO N JCOM6361801018,869158,200SH SOLE2158,20000
NATIONAL GEN HLDGS CORPCOM6362203031826,780SH SOLE26,78000
NATIONAL GEN HLDGS CORPCOM6362203031937,259SH SOLE17,25900
NATIONAL GRID PLCSPONSORED ADR NE6362744091,33725,775SH SOLE225,77500
NATIONAL HEALTH INVS INCCOM63633D1042883,813SH SOLE23,81300
NATIONAL HEALTHCARE CORPCOM63590610055726SH DFND172600
NATIONAL HEALTHCARE CORPCOM6359061002583,316SH SOLE13,31600
NATIONAL INSTRS CORPCOM6365181021,05922,811SH SOLE122,81100
NATIONAL INSTRS CORPCOM6365181027,875162,943SH SOLE2162,94300
NATIONAL OILWELL VARCO INCCOM63707110127,259632,749SH SOLE2632,74900
NATIONAL RESH CORPCOM NEW637372202401,033SH DFND11,03300
NATIONAL RETAIL PPTYS INCCOM6374171067,438165,960SH SOLE2165,96000
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN6378701061,09242,944SH SOLE242,94400
NATIONAL VISION HLDGS INCCOM63845R1073,96887,910SH SOLE287,91000
NATIONAL WESTN LIFE GROUP INCL A638517102102364SH SOLE136400
NATUS MEDICAL INC DELCOM639050103401,130SH SOLE21,13000
NAUTILUS INCCOM63910B102242,143SH SOLE12,14300
NAVIENT CORPORATIONCOM63938C10814810,964SH SOLE110,96400
NAVISTAR INTL CORPPFD SR D CONV6389013061,01126,252SH DFND826,25200
NAVISTAR INTL CORP NEWCOM63934E1082,01852,422SH SOLE252,42200
NCI BUILDING SYS INCCOM NEW6288522043209SH SOLE220900
NCR CORP NEWCOM62886E10825906SH SOLE190600
NCR CORP NEWCOM62886E1081,30245,843SH DFND845,84300
NCR CORP NEWCOM62886E1084,132145,431SH SOLE2145,43100
NEKTAR THERAPEUTICSCOM640268108348SH SOLE14800
NEKTAR THERAPEUTICSCOM6402681082,09634,375SH SOLE234,37500
NEOGEN CORPCOM6404911064756,123SH SOLE16,12300
NEOGENOMICS INCCOM NEW64049M209402,519SH SOLE12,51900
NEOGENOMICS INCCOM NEW64049M2091046,795SH SOLE26,79500
NETAPP INCCOM64110D1047548,135SH SOLE18,13500
NETAPP INCCOM64110D10499811,615SH DFND111,61500
NETAPP INCCOM64110D10413,128152,842SH SOLE2152,84200
NETEASE INCSPONSORED ADR64110W102633SH SOLE13300
NETEASE INCSPONSORED ADR64110W1024,21018,444SH SOLE218,44400
NETEASE INCSPONSORED ADR64110W1027,95634,856SH DFND1034,85600
NETFLIX INCCOM64110L1062,0145,394SH SOLE15,39400
NETFLIX INCCOM64110L10656,938152,189SH SOLE2152,18900
NETGEAR INCCOM64111Q1046,15497,916SH SOLE297,91600
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD1203119,000SH SOLE2119,00000
NEUROCRINE BIOSCIENCES INCCOM64125C1094453,688SH SOLE13,68800
NEUROCRINE BIOSCIENCES INCCOM64125C10913,012105,831SH SOLE2105,83100
NEW MEDIA INVT GROUP INCCOM64704V10630119,211SH SOLE219,21100
NEW MTN FIN CORPNOTE 5.000% 6/1647551AB6148147,000SH SOLE2147,00000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811072483,396SH SOLE13,39600
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811078,129109,843SH SOLE2109,84300
NEW RELIC INCCOM64829B1004214,473SH SOLE24,47300
NEW RESIDENTIAL INVT CORPCOM NEW64828T20146327,162SH SOLE127,16200
NEW YORK & CO INCCOM64929510283,672SH SOLE13,67200
NEW YORK & CO INCCOM64929510216542,700SH SOLE242,70000
NEW YORK CMNTY BANCORP INCCOM6494451031996SH SOLE199600
NEW YORK TIMES COCL A65011110714624SH SOLE162400
NEW YORK TIMES COCL A65011110729,3661,268,530SH SOLE21,268,53000
NEWELL BRANDS INCCOM651229106191,008SH SOLE11,00800
NEWELL BRANDS INCCOM6512291061,76887,074SH DFND1287,07400
NEWELL BRANDS INCCOM6512291062,151105,957SH SOLE2105,95700
NEWFIELD EXPL COCOM65129010860120,638SH SOLE120,63800
NEWFIELD EXPL COCOM65129010812,075418,837SH SOLE2418,83700
NEWMARKET CORPCOM65158710739SH SOLE1900
NEWMARKET CORPCOM6515871071,1762,900SH SOLE22,90000
NEWMONT MINING CORPCOM6516391061,35945,539SH SOLE145,53900
NEWMONT MINING CORPCOM6516391065,195172,035SH SOLE2172,03500
NEWS CORP NEWCL A65249B10928021,507SH SOLE121,50700
NEWS CORP NEWCL A65249B1094,464338,462SH SOLE2338,46200
NEXEO SOLUTIONS INCCOM SHS65342H10277363,097SH SOLE263,09700
NEXPOINT RESIDENTIAL TR INCCOM65341D1021805,427SH SOLE25,42700
NEXSTAR MEDIA GROUP INCCL A65336K1031491,851SH SOLE11,85100
NEXSTAR MEDIA GROUP INCCL A65336K1034625,675SH SOLE25,67500
NEXTERA ENERGY INCUNIT 09/01/201965339F8204,54579,802SH SOLE279,80200
NEXTERA ENERGY INCCOM65339F1015,44932,103SH SOLE132,10300
NEXTERA ENERGY INCCOM65339F10113,71081,802SH DFND581,80200
NEXTERA ENERGY INCCOM65339F10128,028167,232SH SOLE2167,23200
NEXTGEN HEALTHCARE INCCOM65343C102241,202SH SOLE21,20200
NICE LTDSPONSORED ADR6536561083252,864SH SOLE12,86400
NICE LTDSPONSORED ADR6536561084,59540,141SH SOLE240,14100
NIELSEN HLDGS PLCSHS EURG6518L10874925,353SH SOLE125,35300
NIELSEN HLDGS PLCSHS EURG6518L1084,655168,284SH SOLE2168,28400
NII HLDGS INCCOM PAR62913F5087713,197SH SOLE213,19700
NIKE INCCL B6541061032,23126,187SH SOLE126,18700
NIKE INCCL B65410610357,295676,292SH SOLE2676,29200
NIO INCSPON ADS62914V1061,250179,118SH SOLE2179,11800
NISOURCE INCCOM65473P105301,022SH SOLE11,02200
NISOURCE INCCOM65473P10586434,686SH SOLE234,68600
NN INCCOM62933710680851,800SH SOLE251,80000
NOBLE CORP PLCSHS USDG65431101415,811SH SOLE25,81100
NOBLE ENERGY INCCOM6550441052678,186SH SOLE18,18600
NOBLE ENERGY INCCOM6550441051,56850,258SH DFND1250,25800
NOBLE ENERGY INCCOM65504410586,3152,767,397SH SOLE22,767,39700
NOKIA CORPSPONSORED ADR65490220421338,155SH SOLE238,15500
NOMAD FOODS LTDUSD ORD SHSG6564A10542921,190SH SOLE221,19000
NORDSON CORPCOM65566310238231SH SOLE123100
NORDSON CORPCOM65566310213,84999,708SH SOLE299,70800
NORDSTROM INCCOM65566410052908SH SOLE190800
NORDSTROM INCCOM6556641002033,400SH SOLE23,40000
NORDSTROM INCCOM65566410077312,932SH DFND112,93200
NORFOLK SOUTHERN CORPCOM6558441081,6969,150SH SOLE19,15000
NORFOLK SOUTHERN CORPCOM6558441086,40935,507SH DFND535,50700
NORFOLK SOUTHERN CORPCOM65584410814,77781,866SH SOLE281,86600
NORTHERN TR CORPCOM6658591042682,588SH SOLE12,58800
NORTHERN TR CORPCOM66585910415,589152,638SH SOLE2152,63800
NORTHFIELD BANCORP INC DELCOM66611T1081006,255SH DFND16,25500
NORTHRIM BANCORP INCCOM6667621091323,186SH SOLE23,18600
NORTHROP GRUMMAN CORPCOM6668071021,2273,808SH SOLE13,80800
NORTHROP GRUMMAN CORPCOM66680710245,710144,027SH SOLE2144,02700
NORTHSTAR REALTY EUROPE CORPCOM66706L101715,826SH SOLE15,82600
NORTHWEST BANCSHARES INC MDCOM6673401039612SH SOLE161200
NORTHWEST BANCSHARES INC MDCOM66734010325714,820SH DFND114,82000
NORTHWESTERN CORPCOM NEW6680743054237,208SH DFND17,20800
NORTHWESTERN CORPCOM NEW6680743053,79264,640SH SOLE264,64000
NORWEGIAN CRUISE LINE HLDG LSHSG667211041422,511SH SOLE12,51100
NORWEGIAN CRUISE LINE HLDG LSHSG667211044,97286,571SH SOLE286,57100
NOVANTA INCCOM67000B104721,041SH SOLE11,04100
NOVANTA INCCOM67000B1043,75054,824SH SOLE254,82400
NOVARTIS A GSPONSORED ADR66987V1098,741100,775SH SOLE1100,77500
NOVARTIS A GSPONSORED ADR66987V10930,761357,025SH DFND6357,02500
NOVARTIS A GSPONSORED ADR66987V10970,515818,425SH SOLE2818,42500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD318340,000SH SOLE240,00000
NOVOCURE LTDORD SHSG6674U1083,15860,261SH SOLE260,26100
NOVO-NORDISK A SADR6701002051,36929,051SH SOLE229,05100
NRG ENERGY INCCOM NEW6293775083147,917SH SOLE17,91700
NRG ENERGY INCCOM NEW6293775083,08982,584SH SOLE282,58400
NU SKIN ENTERPRISES INCCL A67018T1051491,775SH SOLE11,77500
NU SKIN ENTERPRISES INCCL A67018T10513,139159,414SH SOLE2159,41400
NUANCE COMMUNICATIONS INCCOM67020Y10019911,526SH SOLE111,52600
NUANCE COMMUNICATIONS INCCOM67020Y1001,765101,899SH DFND8101,89900
NUANCE COMMUNICATIONS INCCOM67020Y1006,549378,128SH SOLE2378,12800
NUCOR CORPCOM6703461051111,991SH SOLE11,99100
NUCOR CORPCOM6703461051,26419,915SH SOLE219,91500
NUTANIX INCCL A67059N108802,997SH SOLE12,99700
NUTRI SYS INC NEWCOM67069D1081062,855SH SOLE22,85500
NUTRIEN LTDCOM67077M10811,068191,814SH SOLE2191,81400
NUVASIVE INCCOM67070410513,893195,735SH SOLE2195,73500
NUVECTRA CORPCOM67075N1084184SH SOLE218400
NUVECTRA CORPCOM67075N10816664SH SOLE166400
NV5 GLOBAL INCCOM62945V10951572SH SOLE157200
NVENT ELECTRIC PLCSHSG6700G1078,331306,728SH SOLE2306,72800
NVIDIA CORPCOM67066G1044621,644SH DFND11,64400
NVIDIA CORPCOM67066G1041,0953,903SH SOLE13,90300
NVIDIA CORPCOM67066G10482,506293,596SH SOLE2293,59600
NVR INCCOM62944T1057229SH SOLE22900
NVR INCCOM62944T1051,048468SH SOLE146800
NXP SEMICONDUCTORS N VNOTE 1.000%12/062952QAB6244234,000SH SOLE2234,00000
NXP SEMICONDUCTORS N VCOMN6596X1091,38915,888SH SOLE115,88800
NXP SEMICONDUCTORS N VCOMN6596X1091,92422,499SH SOLE222,49900
O REILLY AUTOMOTIVE INC NEWCOM67103H1071,3844,092SH SOLE14,09200
O REILLY AUTOMOTIVE INC NEWCOM67103H1079,41127,095SH SOLE227,09500
O REILLY AUTOMOTIVE INC NEWCOM67103H10719,51756,195SH DFND756,19500
OAKTREE CAP GROUP LLCUNIT CL A6740012012425,845SH SOLE25,84500
OASIS MIDSTREAM PARTNERS LPCOM UNITS REPS67420T206271,206SH SOLE21,20600
OASIS PETE INC NEWCOM67421510822615,915SH SOLE215,91500
OCCIDENTAL PETE CORP DELCOM67459910588310,741SH DFND110,74100
OCCIDENTAL PETE CORP DELCOM6745991053,27140,088SH SOLE140,08800
OCCIDENTAL PETE CORP DELCOM67459910538,411467,452SH SOLE2467,45200
OCEANEERING INTL INCCOM675232102401,216SH SOLE11,21600
OCEANEERING INTL INCCOM6752321022,942106,610SH SOLE2106,61000
OCEANFIRST FINL CORPCOM675234108572,101SH DFND12,10100
OCEANFIRST FINL CORPCOM6752341081927,055SH SOLE27,05500
OCLARO INCCOM NEW67555N206303,342SH SOLE23,34200
OFFICE DEPOT INCCOM6762201067422,164SH SOLE122,16400
OFG BANCORPCOM67103X1026354SH SOLE135400
OFG BANCORPCOM67103X102925,717SH DFND15,71700
OGE ENERGY CORPCOM67083710328758SH SOLE275800
OGE ENERGY CORPCOM670837103441,392SH SOLE11,39200
OIL STS INTL INCCOM678026105561,700SH SOLE21,70000
OIL STS INTL INCCOM678026105571,774SH SOLE11,77400
OKTA INCCL A6792951054,71166,950SH SOLE266,95000
OLD DOMINION FGHT LINES INCCOM679580100153970SH SOLE197000
OLD DOMINION FGHT LINES INCCOM6795801001,1226,959SH DFND86,95900
OLD DOMINION FGHT LINES INCCOM6795801008,65553,668SH SOLE253,66800
OLD NATL BANCORP INDCOM6800331072,108109,220SH SOLE2109,22000
OLD REP INTL CORPCOM680223104493,081SH SOLE13,08100
OLIN CORPCOM PAR $16806652051103,968SH SOLE13,96800
OLIN CORPCOM PAR $16806652051,55260,442SH SOLE260,44200
OLLIES BARGAIN OUTLT HLDGS ICOM6811161091461,520SH SOLE21,52000
OLLIES BARGAIN OUTLT HLDGS ICOM6811161091932,002SH SOLE12,00200
OLYMPIC STEEL INCCOM68162K1061286,118SH SOLE26,11800
OMEGA HEALTHCARE INVS INCCOM68193610093928,648SH SOLE228,64800
OMNICELL INCCOM68213N1092072,959SH SOLE12,95900
OMNICOM GROUP INCCOM6819191061,52122,035SH SOLE122,03500
OMNICOM GROUP INCCOM6819191061,62523,890SH SOLE223,89000
ON SEMICONDUCTOR CORPCOM68218910557030,113SH SOLE130,11300
ON SEMICONDUCTOR CORPCOM68218910582644,828SH SOLE244,82800
ONE GAS INCCOM68235P1082,88535,064SH SOLE235,06400
ONEMAIN HLDGS INCCOM68268W103551,648SH SOLE21,64800
ONEMAIN HLDGS INCCOM68268W103721,870SH SOLE11,87000
ONEOK INC NEWCOM6826801031,58523,377SH SOLE423,37700
ONEOK INC NEWCOM6826801036,956102,617SH SOLE2102,61700
ONESPAN INCCOM68287N100583,090SH SOLE13,09000
ONESPAN INCCOM68287N10039120,526SH SOLE220,52600
OP BANCORPCOM67109R10917114,741SH SOLE214,74100
OPHTHOTECH CORPCOM6837451036628,032SH SOLE228,03200
OPPENHEIMER HLDGS INCCL A NON VTG68379710450916,118SH SOLE216,11800
OPTINOSE INCCOM68404V100032SH SOLE13200
OPUS BK IRVINE CALIFCOM6840001025,634205,629SH SOLE2205,62900
ORACLE CORPCOM68389X1051,42827,750SH SOLE127,75000
ORACLE CORPCOM68389X10554,5191,057,392SH SOLE21,057,39200
ORASURE TECHNOLOGIES INCCOM68554V1085328SH SOLE232800
ORBOTECH LTDORDM752531001552,610SH SOLE22,61000
ORION ENGINEERED CARBONS S ACOML729671091,17536,611SH DFND836,61100
ORION ENGINEERED CARBONS S ACOML729671092,36773,745SH SOLE273,74500
ORITANI FINL CORP DELCOM68633D103845,427SH DFND15,42700
ORIX CORPSPONSORED ADR68633010117219SH SOLE121900
ORMAT TECHNOLOGIES INCCOM686688102981,822SH SOLE11,82200
ORMAT TECHNOLOGIES INCCOM6866881022444,508SH SOLE24,50800
ORTHOFIX MED INCCOM68752M108901,764SH SOLE11,76400
ORTHOFIX MED INCCOM68752M1082,57244,499SH SOLE244,49900
OSHKOSH CORPCOM68823920137412SH SOLE141200
OSHKOSH CORPCOM6882392011,17416,477SH DFND816,47700
OSHKOSH CORPCOM68823920113,173184,910SH SOLE2184,91000
OSI SYSTEMS INCCOM671044105901,150SH SOLE11,15000
OSI SYSTEMS INCCOM6710441053614,731SH SOLE24,73100
OTTER TAIL CORPCOM6896481033176,819SH SOLE16,81900
OUTFRONT MEDIA INCCOM69007J1064164SH SOLE116400
OUTFRONT MEDIA INCCOM69007J10610,050503,749SH SOLE2503,74900
OWENS CORNING NEWCOM69074210148804SH SOLE180400
OWENS CORNING NEWCOM6907421011,68831,099SH DFND831,09900
OWENS CORNING NEWCOM69074210115,821291,529SH SOLE2291,52900
OWENS ILL INCCOM NEW6907684031135,553SH SOLE15,55300
OWENS RLTY MTG INCCOM690828108915,414SH SOLE25,41400
OXFORD INDS INCCOM69149730946538SH SOLE153800
OXFORD INDS INCCOM6914973092863,172SH SOLE23,17200
PACCAR INCCOM69371810827331SH SOLE133100
PACCAR INCCOM6937181084,67668,578SH SOLE268,57800
PACIFIC MERCANTILE BANCORPCOM694552100495,272SH SOLE25,27200
PACIFIC PREMIER BANCORPCOM69478X105641,579SH SOLE11,57900
PACIFIC PREMIER BANCORPCOM69478X10560216,170SH SOLE216,17000
PACIRA PHARMACEUTICALS INCCOM695127100335SH SOLE13500
PACIRA PHARMACEUTICALS INCNOTE 2.375% 4/0695127AD2213201,000SH SOLE2201,00000
PACIRA PHARMACEUTICALS INCCOM69512710068213,881SH SOLE213,88100
PACKAGING CORP AMERCOM6951561091,0829,399SH SOLE19,39900
PACKAGING CORP AMERCOM6951561097,88971,917SH SOLE271,91700
PACKAGING CORP AMERCOM69515610911,498104,823SH DFND7104,82300
PACWEST BANCORP DELCOM69526310361413,038SH SOLE113,03800
PACWEST BANCORP DELCOM6952631031,27726,803SH DFND826,80300
PACWEST BANCORP DELCOM69526310320,942439,494SH SOLE2439,49400
PAGSEGURO DIGITAL LTDCOM CL AG68707101852,752SH SOLE12,75200
PAGSEGURO DIGITAL LTDCOM CL AG6870710149,4381,786,699SH SOLE21,786,69900
PALATIN TECHNOLOGIES INCCOM PAR $ .016960774032423,811SH SOLE223,81100
PALO ALTO NETWORKS INCCOM6974351059974,706SH SOLE14,70600
PALO ALTO NETWORKS INCCOM69743510514,86565,991SH SOLE265,99100
PANDORA MEDIA INCCOM69835410787391,793SH SOLE291,79300
PAPA JOHNS INTL INCCOM6988131022,98558,204SH DFND158,20400
PAR PACIFIC HOLDINGS INCCOM NEW69888T2071547,035SH SOLE17,03500
PAR PACIFIC HOLDINGS INCCOM NEW69888T20768933,799SH SOLE233,79900
PARAMOUNT GROUP INCCOM69924R108201,492SH SOLE11,49200
PARAMOUNT GROUP INCCOM69924R1081,39692,527SH SOLE292,52700
PARK ELECTROCHEMICAL CORPCOM70041620929214,982SH SOLE214,98200
PARK HOTELS RESORTS INCCOM70051710554916,977SH SOLE116,97700
PARK HOTELS RESORTS INCCOM7005171057,816238,138SH SOLE2238,13800
PARKER HANNIFIN CORPCOM70109410459285SH SOLE128500
PARKER HANNIFIN CORPCOM70109410419,801107,654SH SOLE2107,65400
PARSLEY ENERGY INCCL A701877102471,576SH SOLE11,57600
PARSLEY ENERGY INCCL A7018771021,15239,381SH DFND839,38100
PARSLEY ENERGY INCCL A7018771023,953135,147SH SOLE2135,14700
PARTY CITY HOLDCO INCCOM7021491056415SH SOLE241500
PARTY CITY HOLDCO INCCOM702149105393,065SH SOLE13,06500
PATRICK INDS INCCOM70334310342715SH SOLE171500
PATRICK INDS INCCOM70334310362510,550SH SOLE210,55000
PATTERN ENERGY GROUP INCCL A70338P10048524,420SH SOLE224,42000
PATTERSON COMPANIES INCCOM7033951031054,481SH SOLE14,48100
PATTERSON COMPANIES INCCOM70339510329612,094SH SOLE212,09400
PATTERSON UTI ENERGY INCCOM703481101382,407SH SOLE12,40700
PATTERSON UTI ENERGY INCCOM7034811011,10264,432SH DFND864,43200
PATTERSON UTI ENERGY INCCOM7034811013,186186,213SH SOLE2186,21300
PAYCHEX INCCOM7043261071111,555SH SOLE11,55500
PAYCHEX INCCOM7043261074,09255,560SH SOLE255,56000
PAYCOM SOFTWARE INCCOM70432V1021881,163SH SOLE11,16300
PAYCOM SOFTWARE INCCOM70432V10223,938154,033SH SOLE2154,03300
PAYLOCITY HLDG CORPCOM70438V1066,94386,444SH SOLE286,44400
PAYPAL HLDGS INCCOM70450Y1031,55517,704SH DFND117,70400
PAYPAL HLDGS INCCOM70450Y1036,42173,143SH SOLE173,14300
PAYPAL HLDGS INCCOM70450Y10382,614940,507SH SOLE2940,50700
PBF ENERGY INCCL A69318G1061172,336SH SOLE12,33600
PBF ENERGY INCCL A69318G1061623,238SH SOLE23,23800
PBF ENERGY INCCL A69318G10669513,915SH DFND113,91500
PC CONNECTION INCCOM69318J10048812,559SH SOLE212,55900
PDC ENERGY INCNOTE 1.125% 9/169327RAD3198205,000SH SOLE2205,00000
PDC ENERGY INCCOM69327R1011,01720,780SH DFND820,78000
PDC ENERGY INCCOM69327R1018,744178,603SH SOLE2178,60300
PEABODY ENERGY CORP NEWCOM7045511001,12731,626SH SOLE231,62600
PEBBLEBROOK HOTEL TRCOM70509V1001143,277SH SOLE13,27700
PEBBLEBROOK HOTEL TRCOM70509V1009,009247,707SH SOLE2247,70700
PEGASYSTEMS INCCOM705573103781,248SH SOLE21,24800
PENN NATL GAMING INCCOM7075691091,74953,124SH SOLE253,12400
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021074,884516,302SH SOLE2516,30200
PENNYMAC MTG INVT TRCOM70931T103443,172SH SOLE13,17200
PENSKE AUTOMOTIVE GRP INCCOM70959W10369914,756SH SOLE214,75600
PENTAIR PLCSHSG7S00T1042,08348,058SH SOLE248,05800
PENUMBRA INCCOM70975L1074,48529,960SH SOLE229,96000
PEOPLES UNITED FINANCIAL INCCOM71270410560435,255SH SOLE235,25500
PEPSICO INCCOM7134481088,33674,906SH SOLE174,90600
PEPSICO INCCOM71344810825,782230,606SH SOLE2230,60600
PERFICIENT INCCOM71375U101321,206SH SOLE11,20600
PERFICIENT INCCOM71375U1011,51556,850SH SOLE256,85000
PERFORMANCE FOOD GROUP COCOM71377A103902,262SH SOLE12,26200
PERFORMANCE FOOD GROUP COCOM71377A1031,11833,574SH DFND833,57400
PERFORMANCE FOOD GROUP COCOM71377A10312,660380,169SH SOLE2380,16900
PERKINELMER INCCOM7140461095415,709SH SOLE15,70900
PERKINELMER INCCOM7140461097,67678,914SH SOLE278,91400
PERRIGO CO PLCSHSG9782210314,413203,575SH SOLE2203,57500
PERSPECTA INCCOM71534710061,590SH SOLE11,59000
PERSPECTA INCCOM7153471001,18546,090SH DFND846,09000
PERSPECTA INCCOM7153471002,583100,411SH SOLE2100,41100
PETIQ INCCOM CL A71639T1061,62241,274SH SOLE241,27400
PETROCHINA CO LTDSPONSORED ADR71646E10037453SH SOLE245300
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10113512,000SH SOLE112,00000
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10181077,400SH SOLE277,40000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40850,7564,205,108SH SOLE24,205,10800
PFIZER INCCOM7170811031,20027,220SH DFND127,22000
PFIZER INCCOM71708110311,627262,382SH SOLE1262,38200
PFIZER INCCOM71708110350,0541,135,774SH SOLE21,135,77400
PFSWEB INCCOM NEW717098206253,426SH SOLE23,42600
PG&E CORPCOM69331C10857112,415SH DFND112,41500
PG&E CORPCOM69331C10815,557338,126SH SOLE2338,12600
PGT INNOVATIONS INCCOM69336V1011285,914SH DFND15,91400
PGT INNOVATIONS INCCOM69336V10144620,634SH SOLE220,63400
PHILIP MORRIS INTL INCCOM7181721098,168100,390SH SOLE1100,39000
PHILIP MORRIS INTL INCCOM71817210915,687192,385SH SOLE2192,38500
PHILLIPS 66COM718546104106939SH DFND193900
PHILLIPS 66COM7185461041,17911,044SH SOLE111,04400
PHILLIPS 66COM71854610415,681139,118SH SOLE2139,11800
PHOTRONICS INCCOM71940510224624,966SH SOLE224,96600
PICO HLDGS INCCOM NEW69336620546236,785SH SOLE236,78500
PIEDMONT OFFICE REALTY TR INCOM CL A72019020613,528714,624SH SOLE2714,62400
PIER 1 IMPORTS INCCOM720279108523348,385SH SOLE2348,38500
PILGRIMS PRIDE CORP NEWCOM72147K10819010,507SH SOLE210,50700
PILGRIMS PRIDE CORP NEWCOM72147K10841524,353SH SOLE124,35300
PIMCO ETF TR1-5 US TIP IDX72201R205237SH SOLE13700
PIMCO ETF TRENHAN SHRT MA AC72201R83322,482220,560SH SOLE1220,56000
PINDUODUO INCSPONSORED ADS72230410287233,176SH SOLE233,17600
PINNACLE ENTMT INC NEWCOM72348Y1053019,080SH SOLE19,08000
PINNACLE FINL PARTNERS INCCOM72346Q1041572,337SH SOLE12,33700
PINNACLE FINL PARTNERS INCCOM72346Q1042,58242,926SH SOLE242,92600
PINNACLE FOODS INC DELCOM72348P104731,130SH SOLE11,13000
PINNACLE FOODS INC DELCOM72348P1041,07816,637SH DFND816,63700
PINNACLE FOODS INC DELCOM72348P1043,82759,042SH SOLE259,04200
PINNACLE WEST CAP CORPCOM7234841011,24315,696SH DFND815,69600
PINNACLE WEST CAP CORPCOM7234841011,64620,895SH SOLE120,89500
PINNACLE WEST CAP CORPCOM7234841016,97088,023SH SOLE288,02300
PIONEER NAT RES COCOM7237871071,1305,995SH SOLE15,99500
PIONEER NAT RES COCOM723787107109,188626,835SH SOLE2626,83500
PITNEY BOWES INCCOM724479100537,551SH SOLE27,55100
PIVOTAL SOFTWARE INCCOM CL A72582H1071,29866,300SH SOLE266,30000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031056241SH SOLE224100
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310557122,817SH SOLE422,81700
PLAINS GP HLDGS L PLTD PARTNR INT A72651A2073,435140,017SH SOLE2140,01700
PLANET FITNESS INCCL A72703H1011122,081SH SOLE12,08100
PLANET FITNESS INCCL A72703H1013,05856,602SH SOLE256,60200
PLANTRONICS INC NEWCOM7274931082173,350SH SOLE13,35000
PLATFORM SPECIALTY PRODS CORCOM72766Q10588570,954SH DFND870,95400
PLATFORM SPECIALTY PRODS CORCOM72766Q1051,759141,075SH SOLE2141,07500
PLAYA HOTELS & RESORTS NVSHSN7054410612211,329SH SOLE111,32900
PLAYAGS INCCOM72814N104411,376SH SOLE11,37600
PLAYAGS INCCOM72814N10453118,023SH SOLE218,02300
PLDT INCSPONSORED ADR69344D40875229,246SH SOLE229,24600
PLEXUS CORPCOM72913210087714,994SH DFND814,99400
PLEXUS CORPCOM7291321001,75530,000SH SOLE230,00000
PLURALSIGHT INCCOM CL A72941B1061,96861,500SH SOLE261,50000
PNC FINL SVCS GROUP INCCOM6934751051,51310,970SH SOLE110,97000
PNC FINL SVCS GROUP INCCOM69347510516,748122,976SH SOLE2122,97600
PNM RES INCCOM69349H1071,18630,067SH DFND830,06700
PNM RES INCCOM69349H1072,57865,353SH SOLE265,35300
POLARIS INDS INCCOM731068102316SH SOLE11600
POLARIS INDS INCCOM7310681027407,334SH DFND17,33400
POLARIS INDS INCCOM7310681023,72736,919SH SOLE236,91900
POLYONE CORPCOM73179P10642915SH SOLE191500
POLYONE CORPCOM73179P1066,412146,671SH SOLE2146,67100
POOL CORPORATIONCOM73278L105322SH SOLE12200
POOL CORPORATIONCOM73278L1059,28655,642SH SOLE255,64200
POPULAR INCCOM NEW7331747001783,465SH DFND13,46500
POPULAR INCCOM NEW7331747002194,275SH SOLE24,27500
PORTLAND GEN ELEC COCOM NEW7365088473116,448SH SOLE16,44800
PORTLAND GEN ELEC COCOM NEW73650884758712,861SH DFND112,86100
PORTLAND GEN ELEC COCOM NEW7365088473,63879,772SH SOLE279,77200
PORTOLA PHARMACEUTICALS INCCOM73701010810586SH SOLE158600
PORTOLA PHARMACEUTICALS INCCOM7370101084,473167,954SH SOLE2167,95400
POSCOSPONSORED ADR6934831091111,482SH SOLE11,48200
POSCOSPONSORED ADR6934831093,46852,538SH SOLE252,53800
POST HLDGS INCCOM7374461048378,538SH DFND88,53800
POST HLDGS INCCOM73744610413,798140,734SH SOLE2140,73400
POTLATCHDELTIC CORPORATIONCOM7376301034119,734SH SOLE19,73400
POTLATCHDELTIC CORPORATIONCOM7376301033,70590,464SH SOLE290,46400
PPG INDS INCCOM6935061077436,256SH SOLE16,25600
PPG INDS INCCOM69350610713,382122,621SH SOLE2122,62100
PPL CORPCOM69351T10626830SH SOLE183000
PPL CORPCOM69351T1062,67091,256SH SOLE291,25600
PRA GROUP INCCOM69354N10627760SH SOLE276000
PRA HEALTH SCIENCES INCCOM69354M108103938SH SOLE193800
PRA HEALTH SCIENCES INCCOM69354M1086,04754,877SH SOLE254,87700
PRAXAIR INCCOM74005P1041,86412,109SH SOLE112,10900
PRAXAIR INCCOM74005P10421,481133,649SH SOLE2133,64900
PRECISION DRILLING CORPCOM 201074022D308246,989SH SOLE26,98900
PREFERRED APT CMNTYS INCCOM74039L103442,718SH SOLE12,71800
PREFERRED BK LOS ANGELES CACOM NEW74036740493215,937SH SOLE215,93700
PREMIER INCCL A74051N1022244,893SH SOLE24,89300
PREMIER INCCL A74051N10262713,457SH SOLE113,45700
PRESIDIO INCCOM74102M1031,06069,529SH SOLE269,52900
PRESTIGE CONSMR HEALTHCARE ICOM74112D1013368,672SH SOLE18,67200
PRESTIGE CONSMR HEALTHCARE ICOM74112D1014,968131,108SH SOLE2131,10800
PRETIUM RES INCCOM74139C102648,394SH SOLE28,39400
PRGX GLOBAL INCCOM NEW69357C503606,943SH SOLE26,94300
PRICE T ROWE GROUP INCCOM74144T1083092,791SH SOLE12,79100
PRICE T ROWE GROUP INCCOM74144T1081,66015,204SH DFND115,20400
PRICE T ROWE GROUP INCCOM74144T1086,04355,345SH SOLE255,34500
PRICELINE GRP INCNOTE 0.350% 6/1741503AS5203134,000SH SOLE2134,00000
PRICESMART INCCOM7415111091,07713,310SH SOLE213,31000
PRIMERICA INCCOM74164M10847451SH SOLE145100
PRIMERICA INCCOM74164M1081,0008,297SH DFND88,29700
PRIMERICA INCCOM74164M1087,90065,531SH SOLE265,53100
PRINCIPAL FINL GROUP INCCOM74251V1021071,767SH SOLE11,76700
PRINCIPAL FINL GROUP INCCOM74251V1021,53926,271SH SOLE226,27100
PROASSURANCE CORPCOM74267C10684518,122SH SOLE118,12200
PROASSURANCE CORPCOM74267C1063,84881,967SH SOLE281,96700
PROCTER AND GAMBLE COCOM7427181096,23274,876SH DFND574,87600
PROCTER AND GAMBLE COCOM7427181098,16597,609SH SOLE197,60900
PROCTER AND GAMBLE COCOM74271810913,135157,816SH SOLE2157,81600
PROGENICS PHARMACEUTICALS INCOM743187106063SH SOLE16300
PROGRESS SOFTWARE CORPCOM7433121001785,052SH DFND15,05200
PROGRESS SOFTWARE CORPCOM7433121003749,431SH SOLE19,43100
PROGRESS SOFTWARE CORPCOM7433121001,94155,007SH SOLE255,00700
PROGRESSIVE CORP OHIOCOM7433151033995,623SH DFND15,62300
PROGRESSIVE CORP OHIOCOM7433151034,52764,370SH SOLE164,37000
PROGRESSIVE CORP OHIOCOM743315103106,3181,496,594SH SOLE21,496,59400
PROLOGIS INCCOM74340W1033,82356,788SH SOLE156,78800
PROLOGIS INCCOM74340W10368,7721,014,485SH SOLE21,014,48500
PROOFPOINT INCCOM74342410377677SH SOLE167700
PROOFPOINT INCCOM7434241037,36069,219SH SOLE269,21900
PROPETRO HLDG CORPCOM74347M10832519,692SH SOLE219,69200
PROPETRO HLDG CORPCOM74347M10851431,472SH SOLE131,47200
PROS HOLDINGS INCNOTE 2.000% 6/074346YAD5227233,000SH SOLE2233,00000
PROSHARES TRULTSHT REAL EST74348A24422994SH SOLE199400
PROSHARES TRPSHS SH MSCI EAF74347R370602,469SH SOLE12,46900
PROSHARES TRPSHS SH MSCI EMR74347R39620310,508SH SOLE110,50800
PROSHARES TR IIPSHS ULSSLVR NEW74347W11411364SH SOLE136400
PROSHARES TR IIULTRASHRT EURO74347W882813,360SH SOLE13,36000
PROSPERITY BANCSHARES INCCOM7436061054,43063,876SH SOLE263,87600
PROTO LABS INCCOM7437131091811,176SH SOLE11,17600
PROTO LABS INCCOM7437131092341,445SH SOLE21,44500
PROVIDENCE SVC CORPCOM7438151023,51552,240SH SOLE252,24000
PROVIDENT FINL HLDGS INCCOM7438681011638,421SH SOLE18,42100
PROVIDENT FINL SVCS INCCOM74386T1051626,600SH SOLE26,60000
PRUDENTIAL FINL INCCOM7443201021,19811,828SH SOLE211,82800
PRUDENTIAL FINL INCCOM7443201021,43414,092SH SOLE114,09200
PRUDENTIAL PLCADR74435K2044,937107,017SH SOLE1107,01700
PS BUSINESS PKS INC CALIFCOM69360J1071581,305SH SOLE11,30500
PS BUSINESS PKS INC CALIFCOM69360J1074,37934,458SH SOLE234,45800
PTC INCCOM69370C1001691,504SH SOLE11,50400
PTC INCCOM69370C1006,46960,920SH SOLE260,92000
PTC THERAPEUTICS INCCOM69366J2002946,255SH SOLE26,25500
PUBLIC STORAGECOM74460D1096933,445SH SOLE13,44500
PUBLIC STORAGECOM74460D10925,284125,397SH SOLE2125,39700
PUBLIC SVC ENTERPRISE GROUPCOM7445731061162,129SH SOLE12,12900
PUBLIC SVC ENTERPRISE GROUPCOM7445731064328,186SH DFND18,18600
PUBLIC SVC ENTERPRISE GROUPCOM7445731062,51847,700SH SOLE247,70000
PULTE GROUP INCCOM74586710158122,636SH SOLE122,63600
PULTE GROUP INCCOM7458671014,291173,252SH SOLE2173,25200
PUMA BIOTECHNOLOGY INCCOM74587V107021SH SOLE12100
PUMA BIOTECHNOLOGY INCCOM74587V10734735SH SOLE273500
PURE STORAGE INCCL A74624M1021183,939SH SOLE13,93900
PURE STORAGE INCCL A74624M1025,344205,916SH SOLE2205,91600
PVH CORPCOM69365610030202SH SOLE120200
PVH CORPCOM6936561003,54824,573SH SOLE224,57300
Q2 HLDGS INCCOM74736L1091051,625SH SOLE11,62500
Q2 HLDGS INCCOM74736L1093,66460,513SH SOLE260,51300
QAD INCCL A74727D30667811,976SH SOLE211,97600
QEP RES INCCOM74733V1002,398211,847SH SOLE2211,84700
QIAGEN NVSHS NEWN724821233999,958SH SOLE19,95800
QIAGEN NVSHS NEWN724821236,929182,918SH SOLE2182,91800
QORVO INCCOM74736K10139462SH SOLE146200
QORVO INCCOM74736K10111,839153,978SH SOLE2153,97800
QTS RLTY TR INC6.50% CON PFD B74736A3012222,102SH SOLE22,10200
QTS RLTY TR INCCOM CL A74736A10348111,283SH SOLE111,28300
QTS RLTY TR INCCOM CL A74736A1039,275217,365SH SOLE2217,36500
QUAD / GRAPHICS INCCOM CL A747301109421,993SH SOLE21,99300
QUALCOMM INCCOM7475251031912,775SH SOLE12,77500
QUALCOMM INCCOM7475251032,93340,723SH DFND1240,72300
QUALCOMM INCCOM74752510318,509256,964SH SOLE2256,96400
QUANTA SVCS INCCOM74762E1021,01430,366SH SOLE230,36600
QUANTENNA COMMUNICATIONS INCCOM74766D100392,250SH SOLE12,25000
QUANTUM CORPCOM NEW74790650122,632SH SOLE12,63200
QUEST DIAGNOSTICS INCCOM74834L1004113,818SH SOLE13,81800
QUEST DIAGNOSTICS INCCOM74834L10016,243150,523SH SOLE2150,52300
QUIDEL CORPCOM74838J101671,021SH SOLE11,02100
QUIDEL CORPCOM74838J10110,349158,799SH SOLE2158,79900
QUINSTREET INCCOM74874Q100503,462SH SOLE13,46200
QUINSTREET INCCOM74874Q1001,822134,243SH SOLE2134,24300
QUOTIENT TECHNOLOGY INCCOM74911910317711,415SH SOLE211,41500
QURATE RETAIL INCCOM SER A74915M10031813,930SH SOLE113,93000
QURATE RETAIL INCCOM SER A74915M1005,846263,227SH SOLE2263,22700
RADIAN GROUP INCCOM75023610184939,545SH SOLE139,54500
RADIAN GROUP INCCOM7502361018,028388,372SH SOLE2388,37200
RADWARE LTDORDM818731071,13943,013SH SOLE243,01300
RALPH LAUREN CORPCL A7512121018936,439SH SOLE16,43900
RALPH LAUREN CORPCL A7512121011,90013,815SH SOLE213,81500
RALPH LAUREN CORPCL A75121210122,008160,000SH DFND9160,00000
RAMBUS INC DELCOM750917106887,991SH SOLE17,99100
RANDGOLD RES LTDADR75234430969971SH SOLE297100
RANGE RES CORPCOM75281A109402,286SH SOLE12,28600
RANGE RES CORPCOM75281A1091,45385,498SH SOLE285,49800
RAPID7 INCCOM75342210439310,651SH SOLE210,65100
RAYMOND JAMES FINANCIAL INCCOM7547301091,11812,146SH DFND812,14600
RAYMOND JAMES FINANCIAL INCCOM7547301094,00143,467SH SOLE243,46700
RAYONIER ADVANCED MATLS INCCOM75508B10428713,364SH SOLE113,36400
RAYONIER INCCOM754907103752,214SH SOLE22,21400
RAYONIER INCCOM75490710337910,958SH SOLE110,95800
RAYTHEON COCOM NEW7551115077,78438,054SH SOLE138,05400
RAYTHEON COCOM NEW75511150750,327243,526SH SOLE2243,52600
RBC BEARINGS INCCOM75524B104109699SH SOLE169900
RBC BEARINGS INCCOM75524B1044,36629,037SH SOLE229,03700
RCI HOSPITALITY HLDGS INCCOM74934Q108963,551SH SOLE13,55100
RCI HOSPITALITY HLDGS INCCOM74934Q108963,237SH SOLE23,23700
RE MAX HLDGS INCCL A75524W108552,474SH SOLE12,47400
REALOGY HLDGS CORPCOM75605Y106824,307SH SOLE14,30700
REALPAGE INCCOM75606N10946750SH SOLE175000
REALPAGE INCCOM75606N10911,533175,014SH SOLE2175,01400
REALTY INCOME CORPCOM7561091046,340111,451SH SOLE2111,45100
RECRO PHARMA INCCOM75629F10935650,073SH SOLE250,07300
RED HAT INCCOM7565771021431,050SH SOLE11,05000
RED HAT INCCOM7565771021,3199,681SH DFND19,68100
RED HAT INCCOM75657710225,917190,177SH SOLE2190,17700
RED ROBIN GOURMET BURGERS INCOM75689M10184321,002SH SOLE221,00200
RED ROCK RESORTS INCCL A75700L10832977SH SOLE197700
RED ROCK RESORTS INCCL A75700L1082,791104,720SH SOLE2104,72000
REDFIN CORPCOM75737F10839119,303SH SOLE119,30300
REDFIN CORPCOM75737F10815,448826,080SH SOLE2826,08000
REGAL BELOIT CORPCOM7587501031551,849SH SOLE11,84900
REGAL BELOIT CORPCOM7587501033724,511SH SOLE24,51100
REGENCY CTRS CORPCOM7588491033265,029SH SOLE15,02900
REGENCY CTRS CORPCOM75884910318,372284,086SH SOLE2284,08600
REGENERON PHARMACEUTICALSCOM75886F1076,15815,241SH SOLE215,24100
REGIONS FINL CORP NEWCOM7591EP1001,34073,042SH SOLE173,04200
REGIONS FINL CORP NEWCOM7591EP1004,344236,732SH SOLE2236,73200
REGIS CORP MINNCOM75893210730915,149SH SOLE215,14900
REINSURANCE GROUP AMER INCCOM NEW7593516046874,851SH SOLE14,85100
REINSURANCE GROUP AMER INCCOM NEW7593516041,1357,852SH DFND17,85200
REINSURANCE GROUP AMER INCCOM NEW7593516044,88833,810SH SOLE233,81000
RELIANCE STEEL & ALUMINUM COCOM7595091021731,982SH SOLE11,98200
RELIANCE STEEL & ALUMINUM COCOM75950910288610,391SH SOLE210,39100
RELIANCE STEEL & ALUMINUM COCOM7595091022,16725,408SH DFND1225,40800
RELX PLCSPONSORED ADR75953010851524,614SH SOLE224,61400
RELX PLCSPONSORED ADR75953010892444,535SH SOLE144,53500
RENAISSANCERE HOLDINGS LTDCOMG7496G1031,41410,600SH SOLE110,60000
RENAISSANCERE HOLDINGS LTDCOMG7496G1033,30124,714SH SOLE224,71400
RENEWABLE ENERGY GROUP INCCOM NEW75972A301341,851SH SOLE11,85100
RENEWABLE ENERGY GROUP INCCOM NEW75972A30177026,749SH SOLE226,74900
REPLIGEN CORPCOM7599161091,68630,402SH SOLE230,40200
REPUBLIC BANCORP KYCL A76028120429630SH SOLE263000
REPUBLIC SVCS INCCOM76075910085511,400SH SOLE111,40000
REPUBLIC SVCS INCCOM7607591008,181112,589SH SOLE2112,58900
RESMED INCCOM76115210739301SH SOLE130100
RESMED INCCOM7611521075,25045,514SH SOLE245,51400
RESOLUTE ENERGY CORPCOM NEW76116A3063638,884SH SOLE18,88400
RESOLUTE FST PRODS INCCOM76117W109282,228SH SOLE12,22800
RESOLUTE FST PRODS INCCOM76117W109967,384SH DFND17,38400
RESOLUTE FST PRODS INCCOM76117W1091,607124,060SH SOLE2124,06000
RETAIL OPPORTUNITY INVTS CORCOM76131N1011,11659,750SH SOLE259,75000
RETAIL PPTYS AMER INCCL A76131V20217513,948SH SOLE113,94800
RETAIL PPTYS AMER INCCL A76131V20212,6421,037,107SH SOLE21,037,10700
RETAIL VALUE INCCOM76133Q102411,929SH SOLE11,92900
RETAIL VALUE INCCOM76133Q10240912,498SH DFND812,49800
RETAIL VALUE INCCOM76133Q10292828,386SH SOLE228,38600
RETROPHIN INCCOM76129910617617SH SOLE161700
RETROPHIN INCNOTE 2.500% 9/1761299AB25251,000SH SOLE251,00000
REV GROUP INCCOM7495271073151SH SOLE115100
REV GROUP INCCOM74952710743927,937SH SOLE227,93700
REXFORD INDL RLTY INCCOM76169C100451,367SH SOLE11,36700
REXFORD INDL RLTY INCCOM76169C10017,997563,104SH SOLE2563,10400
REXNORD CORP NEWCOM76169B1025,077164,836SH SOLE2164,83600
RHCOM74967X1035754,388SH DFND14,38800
RIBBON COMMUNICATIONS INCCOM762544104558,385SH SOLE18,38500
RICHARDSON ELECTRS LTDCOM763165107515,784SH SOLE25,78400
RING ENERGY INCCOM76680V1083,223325,264SH SOLE2325,26400
RINGCENTRAL INCCL A76680R2061121,197SH SOLE11,19700
RINGCENTRAL INCCL A76680R2061,20512,950SH SOLE212,95000
RIO TINTO PLCSPONSORED ADR7672041001973,915SH SOLE13,91500
RIO TINTO PLCSPONSORED ADR76720410020,439400,605SH DFND6400,60500
RIO TINTO PLCSPONSORED ADR76720410021,420419,829SH SOLE2419,82900
RITCHIE BROS AUCTIONEERSCOM7677441055,528153,000SH SOLE2153,00000
RLI CORPCOM74960710785310,855SH SOLE210,85500
RLJ LODGING TRCOM74965L10112,799580,962SH SOLE2580,96200
RMR GROUP INCCL A74967R1061211,317SH SOLE11,31700
ROBERT HALF INTL INCCOM7703231033525,265SH SOLE15,26500
ROBERT HALF INTL INCCOM7703231033965,629SH DFND15,62900
ROBERT HALF INTL INCCOM7703231031,94327,613SH SOLE227,61300
ROCKWELL AUTOMATION INCCOM7739031091,1905,859SH SOLE15,85900
ROCKWELL AUTOMATION INCCOM7739031099,52850,812SH SOLE250,81200
ROCKWELL COLLINS INCCOM7743411012,72519,400SH SOLE219,40000
ROGERS COMMUNICATIONS INCCL B7751092001412,761SH SOLE12,76100
ROGERS COMMUNICATIONS INCCL B77510920012,651246,086SH DFND6246,08600
ROGERS COMMUNICATIONS INCCL B77510920012,768248,365SH SOLE2248,36500
ROGERS CORPCOM7751331019,54964,816SH SOLE264,81600
ROKU INCCOM CL A77543R1026088,330SH SOLE28,33000
ROLLINS INCCOM7757111044046,309SH SOLE16,30900
ROLLINS INCCOM7757111042,00933,110SH SOLE233,11000
ROPER TECHNOLOGIES INCCOM7766961063,20810,794SH SOLE110,79400
ROPER TECHNOLOGIES INCCOM77669610611,71539,549SH SOLE239,54900
ROSETTA STONE INCCOM77778010728714,419SH SOLE214,41900
ROSS STORES INCCOM7782961031,45014,744SH SOLE114,74400
ROSS STORES INCCOM7782961031,54715,613SH DFND115,61300
ROSS STORES INCCOM77829610312,400125,127SH SOLE2125,12700
ROWAN COMPANIES PLCSHS CL AG7665A1011447,671SH SOLE27,67100
ROYAL BK CDA MONTREAL QUECOM7800871022,14326,721SH SOLE226,72100
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1035,31940,934SH SOLE240,93400
ROYAL DUTCH SHELL PLCSPON ADR B7802591071351,900SH SOLE21,90000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592061,42620,606SH SOLE120,60600
ROYAL DUTCH SHELL PLCSPON ADR B7802591075,77481,673SH SOLE181,67300
ROYAL DUTCH SHELL PLCSPONS ADR A78025920611,399167,285SH SOLE2167,28500
ROYAL GOLD INCCOM78028710830392SH SOLE239200
ROYAL GOLD INCCOM7802871082784,784SH SOLE14,78400
RPC INCCOM74966010626117,130SH SOLE117,13000
RPC INCCOM7496601063,868249,853SH SOLE2249,85300
RPM INTL INCCOM74968510336549SH SOLE154900
RPM INTL INCNOTE 2.250%12/1749685AT0160130,000SH SOLE2130,00000
RPM INTL INCCOM7496851033,17248,841SH SOLE248,84100
RUDOLPH TECHNOLOGIES INCCOM781270103381,446SH SOLE11,44600
RUSH ENTERPRISES INCCL A7818462091553,935SH DFND13,93500
RUTHS HOSPITALITY GROUP INCCOM78333210918555SH SOLE255500
RUTHS HOSPITALITY GROUP INCCOM783332109461,522SH SOLE11,52200
RYANAIR HLDGS PLCSPONSORED ADR NE78351320317176SH SOLE117600
RYANAIR HLDGS PLCSPONSORED ADR NE78351320326,101271,771SH SOLE2271,77100
RYDER SYS INCCOM7835491085126,890SH SOLE16,89000
RYDER SYS INCCOM7835491084,20257,500SH SOLE257,50000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072942,736SH SOLE12,73600
RYMAN HOSPITALITY PPTYS INCCOM78377T1078,56299,359SH SOLE299,35900
S&P GLOBAL INCCOM78409V1043,09815,723SH SOLE115,72300
S&P GLOBAL INCCOM78409V1044,23621,680SH DFND121,68000
S&P GLOBAL INCCOM78409V10443,139220,785SH SOLE2220,78500
SABRA HEALTH CARE REIT INCCOM78573L1066276SH SOLE127600
SABRA HEALTH CARE REIT INCCOM78573L10614,607631,805SH SOLE2631,80500
SABRE CORPCOM78573M1042,02877,748SH SOLE277,74800
SAFETY INCOME & GROWTH INCCOM78649D104854,563SH SOLE24,56300
SAGE THERAPEUTICS INCCOM78667J10810104SH SOLE110400
SAGE THERAPEUTICS INCCOM78667J1086124,333SH SOLE24,33300
SAIA INCCOM78709Y10521251SH SOLE125100
SAIA INCCOM78709Y1052,89637,879SH SOLE237,87900
SALESFORCE COM INCCOM79466L3025,27333,052SH SOLE133,05200
SALESFORCE COM INCCOM79466L302173,7941,092,835SH SOLE21,092,83500
SALLY BEAUTY HLDGS INCCOM79546E1043,399184,850SH SOLE2184,85000
SANDERSON FARMS INCCOM80001310429349SH SOLE134900
SANDERSON FARMS INCCOM80001310448465SH SOLE246500
SANDSTORM GOLD LTDCOM NEW80013R206236,120SH SOLE26,12000
SANDY SPRING BANCORP INCCOM80036310391123,176SH SOLE223,17600
SANFILIPPO JOHN B & SON INCCOM80042210751721SH SOLE272100
SANGAMO THERAPEUTICS INCCOM8006771063191SH SOLE219100
SANMINA CORPORATIONCOM801056102281,008SH SOLE21,00800
SANOFISPONSORED ADR80105N1051653,515SH SOLE13,51500
SANOFISPONSORED ADR80105N10516,483369,001SH SOLE2369,00100
SANTANDER CONSUMER USA HDG ICOM80283M1011025,091SH SOLE25,09100
SANTANDER CONSUMER USA HDG ICOM80283M10120610,127SH SOLE110,12700
SAP SESPON ADR8030542043,24627,047SH SOLE127,04700
SAP SESPON ADR8030542046,01548,904SH SOLE248,90400
SAPIENS INTL CORP N VSHSG7T16G10332024,254SH SOLE224,25400
SAREPTA THERAPEUTICS INCCOM8036071009,28257,471SH SOLE257,47100
SBA COMMUNICATIONS CORP NEWCL A78410G1045,57234,783SH SOLE134,78300
SBA COMMUNICATIONS CORP NEWCL A78410G10425,077156,116SH SOLE2156,11600
SCANA CORP NEWCOM80589M10213334SH SOLE233400
SCANSOURCE INCCOM80603710787621,949SH SOLE221,94900
SCHEIN HENRY INCCOM80640710236308SH SOLE130800
SCHEIN HENRY INCCOM8064071026,51676,636SH SOLE276,63600
SCHLUMBERGER LTDCOM8068571082,27937,519SH SOLE137,51900
SCHLUMBERGER LTDCOM80685710814,609239,806SH DFND5239,80600
SCHLUMBERGER LTDCOM80685710821,798357,808SH SOLE2357,80800
SCHNEIDER NATIONAL INCCL B80689H1021,13745,516SH SOLE245,51600
SCHNITZER STL INDSCL A80688210644416,407SH SOLE216,40700
SCHOLASTIC CORPCOM8070661053317,195SH SOLE17,19500
SCHOLASTIC CORPCOM8070661053417,295SH DFND17,29500
SCHWAB CHARLES CORP NEWCOM8085131052,11042,739SH SOLE142,73900
SCHWAB CHARLES CORP NEWCOM80851310535,118714,507SH SOLE2714,50700
SCHWAB STRATEGIC TRINTL EQTY ETF808524805269SH SOLE16900
SCHWAB STRATEGIC TRUS BRD MKT ETF8085241027148SH SOLE114800
SCHWAB STRATEGIC TRINTRM TRM TRES80852485435767SH SOLE176700
SCHWAB STRATEGIC TRUS DIVIDEND EQ808524797581,077SH SOLE11,07700
SCHWAB STRATEGIC TRUS LCAP GR ETF8085243001361,672SH SOLE11,67200
SCHWAB STRATEGIC TRUS LCAP VA ETF8085244093676,585SH SOLE16,58500
SCHWAB STRATEGIC TRSHT TM US TRES808524862164,8403,324,853SH SOLE13,324,85300
SCHWAB STRATEGIC TRUS SML CAP ETF808524607223,3772,929,638SH SOLE12,929,63800
SCHWAB STRATEGIC TRUS LRG CAP ETF808524201987,69814,198,743SH SOLE114,198,74300
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,21631,740SH SOLE231,74000
SCORPIO TANKERS INCSHSY7542C106136,318SH SOLE26,31800
SCOTTS MIRACLE GRO COCL A81018610640477SH SOLE147700
SCOTTS MIRACLE GRO COCL A8101861062,66533,852SH SOLE233,85200
SEA LTDADR81141R1001007,131SH SOLE17,13100
SEACHANGE INTL INCCOM81169910787,505SH SOLE17,50500
SEAGATE TECHNOLOGY PLCSHSG7945M10765213,775SH DFND113,77500
SEAGATE TECHNOLOGY PLCSHSG7945M10778215,581SH SOLE115,58100
SEAGATE TECHNOLOGY PLCSHSG7945M1071,15624,406SH SOLE224,40600
SEALED AIR CORP NEWCOM81211K100531,309SH SOLE21,30900
SEATTLE GENETICS INCCOM8125781026348,294SH SOLE18,29400
SEATTLE GENETICS INCCOM8125781021,94325,200SH SOLE225,20000
SEAWORLD ENTMT INCCOM81282V1002598,118SH SOLE18,11800
SEAWORLD ENTMT INCCOM81282V1006,166196,188SH SOLE2196,18800
SELECT ENERGY SVCS INCCL A COM81617J301252,797SH SOLE12,79700
SELECT MED HLDGS CORPCOM81619Q1053,840208,701SH SOLE2208,70100
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8038180SH SOLE118000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051375,062SH SOLE15,06200
SEMPRA ENERGY6.75% CNV PFD B8168515057387,289SH SOLE27,28900
SEMPRA ENERGY6% PFD CONV A8168514063,18131,547SH SOLE231,54700
SEMPRA ENERGYCOM8168511096,96861,255SH SOLE261,25500
SEMTECH CORPCOM816850101901,407SH SOLE11,40700
SEMTECH CORPCOM81685010188115,850SH SOLE215,85000
SENDGRID INCCOM81688310268618,651SH SOLE218,65100
SENIOR HSG PPTYS TRSH BEN INT81721M1091568,889SH SOLE28,88900
SENIOR HSG PPTYS TRSH BEN INT81721M10971839,808SH SOLE139,80800
SENSATA TECHNOLOGIES HLDNG PSHSG8060N10262512,789SH SOLE112,78900
SENSATA TECHNOLOGIES HLDNG PSHSG8060N1023,24465,470SH SOLE265,47000
SENSIENT TECHNOLOGIES CORPCOM81725T1001081,425SH SOLE11,42500
SENSIENT TECHNOLOGIES CORPCOM81725T1001942,531SH SOLE22,53100
SERVICE CORP INTLCOM81756510445110,231SH SOLE110,23100
SERVICE CORP INTLCOM8175651047,222163,398SH SOLE2163,39800
SERVICEMASTER GLOBAL HLDGS ICOM81761R1091,90330,676SH DFND1130,67600
SERVICEMASTER GLOBAL HLDGS ICOM81761R10917,542282,794SH SOLE2282,79400
SERVICENOW INCCOM81762P1026473,183SH SOLE13,18300
SERVICENOW INCCOM81762P10210,37153,012SH SOLE253,01200
SERVICESOURCE INTL INCCOM81763U1004616,055SH SOLE216,05500
SERVISFIRST BANCSHARES INCCOM81768T1086156SH SOLE215600
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410195644,734SH SOLE244,73400
SHERWIN WILLIAMS COCOM8243481065,13811,376SH SOLE111,37600
SHERWIN WILLIAMS COCOM82434810631,58569,386SH SOLE269,38600
SHIRE PLCSPONSORED ADR82481R10646201SH SOLE120100
SHOE CARNIVAL INCCOM824889109491,280SH DFND11,28000
SHOE CARNIVAL INCCOM8248891091,95750,842SH SOLE250,84200
SHOPIFY INCCL A82509L1078214,999SH SOLE14,99900
SHUTTERFLY INCCOM82568P304338SH SOLE13800
SHUTTERSTOCK INCCOM825690100331SH SOLE13100
SIBANYE STILLWATERSPONSORED ADR82572420641,537SH SOLE21,53700
SIENTRA INCCOM82621J105481,985SH SOLE11,98500
SIGNATURE BK NEW YORK N YCOM82669G10438312SH SOLE131200
SIGNATURE BK NEW YORK N YCOM82669G1049238,041SH DFND88,04100
SIGNATURE BK NEW YORK N YCOM82669G1048,54074,360SH SOLE274,36000
SIGNET JEWELERS LIMITEDSHSG812761002173,285SH SOLE23,28500
SIGNET JEWELERS LIMITEDSHSG812761005348,392SH SOLE18,39200
SILGAN HOLDINGS INCCOM8270481091104,177SH SOLE14,17700
SILGAN HOLDINGS INCCOM82704810930811,067SH DFND111,06700
SILGAN HOLDINGS INCCOM8270481097,644274,961SH SOLE2274,96100
SILICON LABORATORIES INCCOM8269191026,79173,973SH SOLE273,97300
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1083536,565SH SOLE16,56500
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1082,35543,861SH SOLE243,86100
SILVERBOW RES INCCOM82836G102281,842SH SOLE11,84200
SILVERCREST ASSET MGMT GROUPCL A828359109533,847SH SOLE23,84700
SIMMONS 1ST NATL CORPCL A $1 PAR8287302005,430184,393SH SOLE2184,39300
SIMON PPTY GROUP INC NEWCOM8288061097664,358SH SOLE14,35800
SIMON PPTY GROUP INC NEWCOM82880610992,118521,174SH SOLE2521,17400
SIMPSON MANUFACTURING CO INCCOM8290731056999,644SH SOLE29,64400
SINCLAIR BROADCAST GROUP INCCL A8292261095,318187,600SH SOLE2187,60000
SIRIUS XM HLDGS INCCOM82968B10319731,146SH SOLE231,14600
SIRIUS XM HLDGS INCCOM82968B1031,622256,631SH SOLE1256,63100
SITEONE LANDSCAPE SUPPLY INCCOM82982L10358834SH SOLE183400
SITEONE LANDSCAPE SUPPLY INCCOM82982L1031762,331SH SOLE22,33100
SIX FLAGS ENTMT CORP NEWCOM83001A102691,013SH SOLE11,01300
SIX FLAGS ENTMT CORP NEWCOM83001A1022,34133,533SH SOLE233,53300
SJW GROUPCOM78430510433536SH SOLE253600
SK TELECOM LTDSPONSORED ADR78440P1084,049144,387SH SOLE1144,38700
SKECHERS U S A INCCL A830566105822,681SH SOLE12,68100
SKECHERS U S A INCCL A83056610582329,481SH SOLE229,48100
SKYWEST INCCOM83087910243745SH SOLE174500
SKYWEST INCCOM8308791021,00417,051SH DFND817,05100
SKYWEST INCCOM8308791029,206156,295SH SOLE2156,29500
SKYWORKS SOLUTIONS INCCOM83088M1026837,446SH SOLE17,44600
SL GREEN RLTY CORPCOM78440X1016,17563,310SH SOLE263,31000
SLEEP NUMBER CORPCOM83125X1036,451175,403SH SOLE2175,40300
SLM CORPCOM78442P106403,021SH SOLE13,02100
SMITH & NEPHEW PLCSPDN ADR NEW83175M2052075,611SH SOLE15,61100
SMITH & NEPHEW PLCSPDN ADR NEW83175M2055,001134,830SH SOLE2134,83000
SMITH A OCOM8318652091,67830,659SH SOLE130,65900
SMITH A OCOM8318652093,17159,424SH SOLE259,42400
SMUCKER J M COCOM NEW8326964052,48123,597SH SOLE123,59700
SMUCKER J M COCOM NEW8326964055,92157,700SH SOLE257,70000
SNAP ON INCCOM83303410153295SH SOLE129500
SNAP ON INCCOM8330341013,32118,090SH SOLE218,09000
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B83363510516,120352,578SH DFND6352,57800
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B83363510517,179375,738SH SOLE2375,73800
SODASTREAM INTERNATIONAL LTDUSD SHSM9068E1052,86220,000SH SOLE220,00000
SOHU COM LTDSPONSORED ADS83410S108301,497SH SOLE21,49700
SOLAR CAP LTDCOM83413U1004,413206,418SH SOLE2206,41800
SOLARCITY CORPNOTE 1.625%11/083416TAC4162185,000SH SOLE2185,00000
SOLAREDGE TECHNOLOGIES INCCOM83417M1049248SH SOLE224800
SOLARIS OILFIELD INFRSTR INCCOM CL A83418M10321311,259SH SOLE211,25900
SONIC AUTOMOTIVE INCCL A83545G102934,500SH SOLE14,50000
SONIC CORPCOM8354511056,707154,746SH SOLE2154,74600
SONOCO PRODS COCOM835495102901,469SH SOLE11,46900
SONOCO PRODS COCOM83549510280114,426SH DFND114,42600
SONOCO PRODS COCOM8354951023,57664,432SH SOLE264,43200
SONY CORPSPONSORED ADR8356993075348,696SH SOLE18,69600
SONY CORPSPONSORED ADR83569930719,837327,072SH SOLE2327,07200
SOUTH JERSEY INDS INCCOM838518108381,076SH SOLE21,07600
SOUTH ST CORPCOM84044110931423SH SOLE142300
SOUTH ST CORPCOM8404411091,86622,758SH SOLE222,75800
SOUTHERN COCOM8425871071,21227,673SH SOLE127,67300
SOUTHERN COCOM84258710711,065253,788SH SOLE2253,78800
SOUTHERN COPPER CORPCOM84265V1052247SH SOLE124700
SOUTHERN COPPER CORPCOM84265V10513,007301,515SH SOLE2301,51500
SOUTHWEST AIRLS COCOM8447411081231,886SH SOLE11,88600
SOUTHWEST AIRLS COCOM84474110821,585345,637SH DFND7345,63700
SOUTHWEST AIRLS COCOM84474110839,965639,957SH SOLE2639,95700
SOUTHWEST GAS HOLDINGS INCCOM844895102831,062SH SOLE11,06200
SOUTHWEST GAS HOLDINGS INCCOM8448951027,29592,310SH SOLE292,31000
SOUTHWESTERN ENERGY COCOM845467109548107,314SH SOLE2107,31400
SP PLUS CORPCOM78469C1035,229143,264SH SOLE2143,26400
SPARK ENERGY INCCL A COM846511103111,274SH SOLE21,27400
SPARK THERAPEUTICS INCCOM84652J1035229SH SOLE122900
SPDR INDEX SHS FDSS&P CHINA ETF78463X40027359SH SOLE135900
SPDR INDEX SHS FDSS&P INTL SMLCP78463X871311,047SH SOLE11,04700
SPDR INDEX SHS FDSS&P EMKTSC ETF78463X7561312,937SH SOLE12,93700
SPDR INDEX SHS FDSMSCI EAFE FS ETF78470E1061932,742SH SOLE12,74200
SPDR S&P 500 ETF TRTR UNIT78462F1034,67816,091SH SOLE216,09100
SPDR S&P 500 ETF TRTR UNIT78462F10310,94337,635SH SOLE137,63500
SPDR SER TRSSGA US LRG ETF78468R80412126SH SOLE112600
SPDR SER TRNUVEEN BRC MUNIC78468R72128573SH SOLE157300
SPDR SER TRBLOMBERG BRC INV78468R2001314,225SH SOLE14,22500
SPDR SER TRSPDR S&P 500 ETF78468R7962673,745SH SOLE13,74500
SPDR SER TRNUVEEN BLMBRG SR78468R7393878,133SH SOLE18,13300
SPDR SER TRPORTFOLIO SM ETF78468R85366319,983SH SOLE119,98300
SPDR SER TRSPDR BLOOMBERG78468R66350,709553,316SH SOLE1553,31600
SPDR SERIES TRUSTS&P 600 SMCP GRW78464A201117SH SOLE11700
SPDR SERIES TRUSTPRTFLO S&P500 VL78464A508385SH SOLE18500
SPDR SERIES TRUSTPRTFLO S&P500 GW78464A4094116SH SOLE111600
SPDR SERIES TRUSTS&P 600 SMCP VAL78464A3007101SH SOLE110100
SPDR SERIES TRUSTBLOMBERG BRC INT78464A334491,514SH SOLE11,51400
SPDR SERIES TRUSTBLOMBERG INTL TR78464A516491,781SH SOLE11,78100
SPDR SERIES TRUSTPORTFOLIO SHORT78464A4741133,542SH SOLE13,54200
SPDR SERIES TRUSTNUV HGHYLD MUN78464A2841202,134SH SOLE12,13400
SPDR SERIES TRUSTBLMBRG BRC CNVRT78464A3594628,518SH SOLE18,51800
SPDR SERIES TRUSTBLMBRG BRC CNVRT78464A3598,518157,911SH SOLE2157,91100
SPDR SERIES TRUSTBLOMBRG BRC EMRG78464A39114,829561,242SH SOLE1561,24200
SPDR SERIES TRUSTBLOOMBERG BRCLYS78464A41797,5152,695,128SH SOLE12,695,12800
SPECTRUM BRANDS HLDGS INC NECOM84790A1051692,470SH SOLE12,47000
SPECTRUM BRANDS HLDGS INC NECOM84790A1053,54747,469SH SOLE247,46900
SPECTRUM PHARMACEUTICALS INCNOTE 2.750%12/184763AAB43823,000SH SOLE223,00000
SPECTRUM PHARMACEUTICALS INCCOM84763A108533,165SH SOLE23,16500
SPIRE INCCOM84857L1014,23757,606SH SOLE257,60600
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091,16512,437SH SOLE112,43700
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741093,72740,655SH SOLE240,65500
SPIRIT AIRLS INCCOM8485771021843,922SH SOLE23,92200
SPIRIT AIRLS INCCOM8485771024218,927SH SOLE18,92700
SPIRIT MTA REITCOM SHS BEN IN84861U105726,279SH DFND16,27900
SPIRIT RLTY CAP INC NEWCOM84860W102202,272SH SOLE12,27200
SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB8101100,000SH SOLE2100,00000
SPLUNK INCCOM84863710443374SH SOLE137400
SPLUNK INCCOM84863710423,131191,311SH SOLE2191,31100
SPOTIFY TECHNOLOGY S ASHSL8681T102129637SH SOLE163700
SPOTIFY TECHNOLOGY S ASHSL8681T1028,06344,590SH SOLE244,59000
SPRINT CORPCOM SER 185207U1054,937754,939SH SOLE2754,93900
SPROUTS FMRS MKT INCCOM85208M1022,21280,700SH SOLE280,70000
SPS COMM INCCOM78463M1072992,706SH SOLE12,70600
SPS COMM INCCOM78463M1074,75047,862SH SOLE247,86200
SPX CORPCOM7846351046,384191,648SH SOLE2191,64800
SPX FLOW INCCOM78469X10738821SH SOLE182100
SPX FLOW INCCOM78469X1071773,407SH SOLE23,40700
SQUARE INCCL A8522341033403,478SH SOLE13,47800
SQUARE INCCL A8522341037,10971,802SH SOLE271,80200
SRC ENERGY INCCOM78470V10810810,758SH SOLE110,75800
SRC ENERGY INCCOM78470V10828331,820SH SOLE231,82000
SS&C TECHNOLOGIES HLDGS INCCOM78467J1001,55727,404SH SOLE227,40400
SSGA ACTIVE ETF TRBLKSTN GSOSRLN78467V6082014,254SH SOLE14,25400
SSR MNG INCCOM784730103151,723SH SOLE21,72300
STAAR SURGICAL COCOM PAR $0.018523123052,10143,767SH SOLE243,76700
STAG INDL INCCOM85254J102431,692SH SOLE11,69200
STAG INDL INCCOM85254J1023,118113,385SH SOLE2113,38500
STAMPS COM INCCOM NEW852857200315SH SOLE11500
STAMPS COM INCCOM NEW8528572004892,160SH DFND12,16000
STANDARD MTR PRODS INCCOM8536661051172,387SH SOLE22,38700
STANDEX INTL CORPCOM8542311071101,057SH SOLE11,05700
STANDEX INTL CORPCOM8542311071571,510SH SOLE21,51000
STANLEY BLACK & DECKER INCCOM85450210167433SH SOLE143300
STANLEY BLACK & DECKER INCUNIT 05/15/20208545028873,51832,098SH SOLE232,09800
STANLEY BLACK & DECKER INCCOM85450210110,25470,020SH DFND570,02000
STANLEY BLACK & DECKER INCCOM85450210111,36577,608SH SOLE277,60800
STARBUCKS CORPCOM8552441094177,337SH SOLE47,33700
STARBUCKS CORPCOM8552441091,95834,265SH SOLE134,26500
STARBUCKS CORPCOM85524410913,467236,926SH SOLE2236,92600
STARWOOD PPTY TR INCCOM85571B1051,92989,816SH SOLE189,81600
STARWOOD PPTY TR INCCOM85571B1052,448113,753SH SOLE2113,75300
STATE BK FINL CORPCOM8561901034153SH SOLE115300
STATE BK FINL CORPCOM856190103692,281SH DFND12,28100
STATE STR CORPCOM8574771032,41727,908SH SOLE127,90800
STATE STR CORPCOM85747710316,485196,760SH SOLE2196,76000
STEEL DYNAMICS INCCOM8581191001843,795SH SOLE13,79500
STEEL DYNAMICS INCCOM8581191005,003110,703SH SOLE2110,70300
STEPAN COCOM8585861002,03023,328SH SOLE223,32800
STERICYCLE INCCOM858912108881,492SH SOLE11,49200
STERICYCLE INCCOM8589121086,448109,889SH SOLE2109,88900
STERIS PLCSHS USDG847201041,64514,465SH SOLE114,46500
STERIS PLCSHS USDG847201042,33920,443SH SOLE220,44300
STERLING BANCORP DELCOM85917A1001,07448,819SH DFND848,81900
STERLING BANCORP DELCOM85917A1001,30255,813SH SOLE155,81300
STERLING BANCORP DELCOM85917A1002,485112,932SH SOLE2112,93200
STIFEL FINL CORPCOM860630102691,319SH SOLE11,31900
STIFEL FINL CORPCOM86063010298219,161SH DFND819,16100
STIFEL FINL CORPCOM8606301023,59470,111SH SOLE270,11100
STMICROELECTRONICS N VNY REGISTRY861012102864,700SH SOLE24,70000
STONECASTLE FINL CORPCOM8617801041195,327SH SOLE25,32700
STONERIDGE INCCOM86183P1021,72958,175SH SOLE258,17500
STORE CAP CORPCOM86212110010,946393,880SH SOLE2393,88000
STRATEGIC ED INCCOM86272C10347314SH SOLE131400
STRATEGIC ED INCCOM86272C1033952,884SH DFND12,88400
STRATEGIC ED INCCOM86272C1039987,286SH SOLE27,28600
STRYKER CORPCOM8636671017014,005SH SOLE14,00500
STRYKER CORPCOM86366710120,614116,017SH SOLE2116,01700
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2092,054250,942SH SOLE1250,94200
SUMMIT HOTEL PPTYS INCCOM86608210081560,213SH SOLE260,21300
SUMMIT MATLS INCCL A86614U1002,546140,024SH SOLE2140,02400
SUN CMNTYS INCCOM8666741041711,675SH SOLE11,67500
SUN CMNTYS INCCOM86667410426,808264,010SH SOLE2264,01000
SUN LIFE FINL INCCOM86679610512277SH SOLE127700
SUN LIFE FINL INCCOM8667961052436,110SH DFND16,11000
SUN LIFE FINL INCCOM86679610594223,693SH SOLE223,69300
SUNCOKE ENERGY INCCOM86722A10382270,777SH SOLE270,77700
SUNCOKE ENERGY PARTNERS L PCOMUNIT REP LT86722Y101634,144SH SOLE24,14400
SUNCOR ENERGY INC NEWCOM86722410752513,560SH SOLE213,56000
SUNCOR ENERGY INC NEWCOM8672241073,86399,936SH SOLE199,93600
SUNOPTA INCCOM8676EP10813318,054SH SOLE218,05400
SUNPOWER CORPCOM86765240629740,631SH SOLE240,63100
SUNSTONE HOTEL INVS INC NEWCOM867892101945,824SH SOLE15,82400
SUNSTONE HOTEL INVS INC NEWCOM8678921015,472334,498SH SOLE2334,49800
SUNTRUST BKS INCCOM8679141036,39895,982SH SOLE195,98200
SUNTRUST BKS INCCOM8679141036,40595,896SH SOLE295,89600
SUNWORKS INCCOM86803X10550101,127SH SOLE2101,12700
SUPER MICRO COMPUTER INCCOM86800U1048419SH SOLE141900
SUPERIOR ENERGY SVCS INCCOM868157108444,758SH SOLE14,75800
SUPERIOR ENERGY SVCS INCCOM868157108545,582SH SOLE25,58200
SUPERNUS PHARMACEUTICALS INCCOM8684591081983,864SH SOLE13,86400
SUPERNUS PHARMACEUTICALS INCCOM8684591089,138181,499SH SOLE2181,49900
SURMODICS INCCOM8688731001,73723,268SH SOLE223,26800
SUTHERLAND ASSET MGMT CORP MCOM86933G10527316,386SH SOLE216,38600
SVB FINL GROUPCOM78486Q10156164SH SOLE116400
SVB FINL GROUPCOM78486Q1014381,408SH DFND11,40800
SVB FINL GROUPCOM78486Q1019,95232,016SH SOLE232,01600
SWITCH INCCL A87105L104252,220SH SOLE12,22000
SYKES ENTERPRISES INCCOM871237103912,989SH DFND12,98900
SYKES ENTERPRISES INCCOM87123710333711,067SH SOLE211,06700
SYMANTEC CORPCOM8715031081306,100SH SOLE26,10000
SYNAPTICS INCNOTE 0.500% 6/187157DAD1174182,000SH SOLE2182,00000
SYNAPTICS INCCOM87157D10994220,648SH DFND820,64800
SYNAPTICS INCCOM87157D1091,88941,399SH SOLE241,39900
SYNCHRONY FINLCOM87165B1031514,799SH SOLE14,79900
SYNCHRONY FINLCOM87165B1032,08367,025SH SOLE267,02500
SYNEOS HEALTH INCCL A87166B10237764SH SOLE176400
SYNEOS HEALTH INCCL A87166B1023,55368,929SH SOLE268,92900
SYNNEX CORPCOM87162W1001,11913,212SH SOLE213,21200
SYNOPSYS INCCOM8716071072,15821,808SH SOLE121,80800
SYNOPSYS INCCOM87160710713,321135,092SH SOLE2135,09200
SYNOVUS FINL CORPCOM NEW87161C5017233SH SOLE123300
SYNOVUS FINL CORPCOM NEW87161C5012,52855,200SH DFND855,20000
SYNOVUS FINL CORPCOM NEW87161C5014,995109,095SH SOLE2109,09500
SYNTEL INCCOM87162H1031122,726SH SOLE22,72600
SYNTEL INCCOM87162H1031774,311SH DFND14,31100
SYSCO CORPCOM8718291071,32518,089SH DFND118,08900
SYSCO CORPCOM8718291075,76278,714SH SOLE178,71400
SYSCO CORPCOM8718291076,95194,895SH SOLE294,89500
SYSTEMAX INCCOM87185110145313,745SH SOLE213,74500
T MOBILE US INCCOM87259010434479SH SOLE147900
T MOBILE US INCCOM8725901046,12487,260SH SOLE287,26000
TABLEAU SOFTWARE INCCL A87336U10518,368164,381SH SOLE2164,38100
TABULA RASA HEALTHCARE INCCOM873379101672SH SOLE27200
TABULA RASA HEALTHCARE INCCOM87337910140523SH SOLE152300
TACTILE SYS TECHNOLOGY INCCOM87357P10012166SH SOLE216600
TACTILE SYS TECHNOLOGY INCCOM87357P100791,141SH SOLE11,14100
TAILORED BRANDS INCCOM87403A107281,500SH SOLE11,50000
TAILORED BRANDS INCCOM87403A1071455,762SH SOLE25,76200
TAILORED BRANDS INCCOM87403A1071455,760SH DFND15,76000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391002,07346,166SH SOLE146,16600
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910016,001362,332SH DFND7362,33200
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100167,3103,788,721SH SOLE23,788,72100
TAKE-TWO INTERACTIVE SOFTWARCOM8740541092,14415,535SH SOLE115,53500
TAKE-TWO INTERACTIVE SOFTWARCOM87405410914,278103,470SH SOLE2103,47000
TAL ED GROUPSPONSORED ADS8740801048,038312,633SH SOLE2312,63300
TALEND S AADS874224207687SH SOLE28700
TALOS ENERGY INCCOM87484T108672,027SH DFND12,02700
TALOS ENERGY INCCOM87484T10883825,540SH SOLE225,54000
TANDEM DIABETES CARE INCCOM NEW8753722033,03770,897SH SOLE270,89700
TANGER FACTORY OUTLET CTRS ICOM875465106903,947SH SOLE23,94700
TAPESTRY INCCOM8760301071663,324SH SOLE13,32400
TAPESTRY INCCOM8760301071,80835,959SH SOLE235,95900
TAPESTRY INCCOM8760301072,34046,553SH DFND1246,55300
TARGA RES CORPCOM87612G1019,289164,966SH SOLE2164,96600
TARGET CORPCOM87612E1061,40916,004SH SOLE116,00400
TARGET CORPCOM87612E1064,44950,432SH DFND150,43200
TARGET CORPCOM87612E10611,120126,067SH SOLE2126,06700
TARO PHARMACEUTICAL INDS LTDSHSM8737E1086486,597SH SOLE26,59700
TAUBMAN CTRS INCCOM8766641032494,196SH SOLE14,19600
TAUBMAN CTRS INCCOM87666410316,766280,230SH SOLE2280,23000
TCF FINL CORPCOM8722751021164,871SH DFND14,87100
TCF FINL CORPCOM87227510231013,380SH SOLE113,38000
TD AMERITRADE HLDG CORPCOM87236Y10829505SH SOLE150500
TD AMERITRADE HLDG CORPCOM87236Y1088,815166,859SH SOLE2166,85900
TE CONNECTIVITY LTDREG SHSH8498910455,800634,591SH SOLE2634,59100
TEAM INCCOM8781551001305,924SH SOLE15,92400
TEAM INCNOTE 5.000% 8/0878155AE0159126,000SH SOLE2126,00000
TEAM INCCOM8781551005,985265,978SH SOLE2265,97800
TECH DATA CORPCOM8782371061,15416,124SH DFND816,12400
TECH DATA CORPCOM8782371063,36947,073SH SOLE247,07300
TECHNIPFMC PLCCOMG871101052367,429SH SOLE17,42900
TECHNIPFMC PLCCOMG871101052,14168,527SH SOLE268,52700
TECHTARGET INCCOM87874R100271SH SOLE17100
TECHTARGET INCCOM87874R1001,39671,873SH SOLE271,87300
TEGNA INCCOM87901J10513318,508SH SOLE118,50800
TEGNA INCCOM87901J1051,728144,517SH DFND8144,51700
TEGNA INCCOM87901J1053,460289,267SH SOLE2289,26700
TELADOC HEALTH INCCOM87918A1051401,569SH SOLE11,56900
TELADOC HEALTH INCCOM87918A1051,00211,608SH SOLE211,60800
TELEDYNE TECHNOLOGIES INCCOM879360105155650SH SOLE165000
TELEDYNE TECHNOLOGIES INCCOM8793601055,85223,725SH SOLE223,72500
TELEFLEX INCCOM879369106936SH SOLE13600
TELEFLEX INCCOM8793691065,33320,043SH SOLE220,04300
TELEFONICA BRASIL SASPONSORED ADR87936R10621822,434SH SOLE222,43400
TELEFONICA BRASIL SASPONSORED ADR87936R10632833,756SH SOLE133,75600
TELEPHONE & DATA SYS INCCOM NEW879433829641,953SH SOLE11,95300
TELUS CORPCOM87971M1036,432174,615SH DFND13174,61500
TEMPUR SEALY INTL INCCOM88023U101671,238SH SOLE11,23800
TENARIS S ASPONSORED ADR88031M1092848,339SH SOLE18,33900
TENARIS S ASPONSORED ADR88031M1091,37040,867SH SOLE240,86700
TENET HEALTHCARE CORPCOM NEW88033G40717,120601,539SH SOLE2601,53900
TENNECO INCCOM8803491051322,754SH SOLE12,75400
TERADATA CORP DELCOM88076W1031333,208SH SOLE13,20800
TERADATA CORP DELCOM88076W1032,14456,851SH SOLE256,85100
TERADYNE INCNOTE 1.250%12/1880770AG79573,000SH SOLE273,00000
TERADYNE INCCOM88077010255815,501SH SOLE115,50100
TERADYNE INCCOM8807701023,41692,384SH SOLE292,38400
TERNIUM SASPON ADR88089010869522,942SH SOLE222,94200
TERRENO RLTY CORPCOM88146M10155114,623SH SOLE214,62300
TERRITORIAL BANCORP INCCOM88145X1082638,751SH SOLE18,75100
TESARO INCCOM8815691071985,346SH SOLE15,34600
TESLA INCCOM88160R1014961,614SH SOLE11,61400
TESLA INCCOM88160R10114,05953,098SH SOLE253,09800
TETRA TECH INC NEWCOM88162G103901,487SH SOLE11,48700
TETRA TECHNOLOGIES INC DELCOM88162F105429,615SH SOLE19,61500
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242093,843178,394SH SOLE2178,39400
TEXAS CAPITAL BANCSHARES INCCOM88224Q1071611,926SH SOLE11,92600
TEXAS CAPITAL BANCSHARES INCCOM88224Q1072,95135,707SH SOLE235,70700
TEXAS INSTRS INCCOM8825081041,55114,230SH SOLE114,23000
TEXAS INSTRS INCCOM88250810439,676369,801SH SOLE2369,80100
TEXAS ROADHOUSE INCCOM8826811094936,562SH SOLE16,56200
TEXAS ROADHOUSE INCCOM8826811094,29461,967SH SOLE261,96700
TEXTRON INCCOM8832031014,31460,360SH SOLE260,36000
TFS FINL CORPCOM87240R10770546,924SH SOLE146,92400
THE TRADE DESK INCCOM CL A88339J10550347SH SOLE134700
THE TRADE DESK INCCOM CL A88339J1055313,520SH SOLE23,52000
THERMO FISHER SCIENTIFIC INCCOM8835561023,25414,032SH SOLE114,03200
THERMO FISHER SCIENTIFIC INCCOM88355610244,606182,750SH SOLE2182,75000
THOR INDS INCCOM88516010134415SH SOLE141500
THOR INDS INCCOM8851601016,08972,745SH SOLE272,74500
TIER REIT INCCOM NEW88650V20817807SH SOLE180700
TIER REIT INCCOM NEW88650V2081797,447SH SOLE27,44700
TIFFANY & CO NEWCOM8865471085234,039SH SOLE14,03900
TIFFANY & CO NEWCOM8865471086,06247,004SH SOLE247,00400
TILLYS INCCL A88688510214917SH SOLE191700
TILLYS INCCL A88688510286945,862SH SOLE245,86200
TIM PARTICIPACOES S ASPONSORED ADR88706P2055,173356,978SH SOLE2356,97800
TIMKEN COCOM887389104711,316SH SOLE11,31600
TIMKEN COCOM8873891041,62732,638SH DFND832,63800
TIMKEN COCOM8873891049,783196,258SH SOLE2196,25800
TIMKENSTEEL CORPCOM8873991035317SH SOLE231700
TITAN MACHY INCCOM88830R1011,05968,419SH SOLE268,41900
TIVITY HEALTH INCCOM88870R102641,999SH SOLE21,99900
TIVO CORPCOM88870P106947,736SH SOLE17,73600
TIVO CORPCOM88870P1065,025403,605SH SOLE2403,60500
TJX COS INC NEWCOM8725401091,56113,933SH DFND113,93300
TJX COS INC NEWCOM8725401093,48431,210SH SOLE131,21000
TJX COS INC NEWCOM87254010910,56194,281SH SOLE294,28100
TOOTSIE ROLL INDS INCCOM890516107882,992SH DFND12,99200
TOPBUILD CORPCOM89055F1034,61881,279SH SOLE281,27900
TORCHMARK CORPCOM8910271043393,975SH SOLE13,97500
TORCHMARK CORPCOM8910271041,16213,401SH DFND113,40100
TORCHMARK CORPCOM8910271041,74920,173SH SOLE220,17300
TORO COCOM8910921081504,315SH SOLE14,31500
TORO COCOM8910921083,33555,607SH SOLE255,60700
TORONTO DOMINION BK ONTCOM NEW8911605092,42839,928SH SOLE239,92800
TOTAL S ACALL89151E9091,10517,396SH SOLE117,39600
TOTAL S ASPONSORED ADR89151E10918,242283,304SH SOLE2283,30400
TOTAL SYS SVCS INCCOM8919061091101,140SH SOLE11,14000
TOTAL SYS SVCS INCCOM8919061095605,671SH DFND15,67100
TOTAL SYS SVCS INCCOM8919061096,95570,440SH SOLE270,44000
TOWER INTL INCCOM8918261091605,282SH SOLE25,28200
TOWER SEMICONDUCTOR LTDSHS NEWM8791527433613,290SH SOLE113,29000
TOWN SPORTS INTL HLDGS INCCOM89214A10226330,403SH SOLE230,40300
TOWNSQUARE MEDIA INCCL A89223110115119,256SH SOLE219,25600
TOYOTA MOTOR CORPSP ADR REP2COM8923313074803,953SH SOLE13,95300
TOYOTA MOTOR CORPSP ADR REP2COM8923313075354,300SH SOLE24,30000
TPG SPECIALTY LENDING INCCOM87265K1025272SH SOLE127200
TPG SPECIALTY LENDING INCCOM87265K10248123,587SH SOLE223,58700
TPI COMPOSITES INCCOM87266J1042368,249SH SOLE28,24900
TRACTOR SUPPLY COCOM89235610643434SH SOLE143400
TRACTOR SUPPLY COCOM89235610610,392114,344SH SOLE2114,34400
TRANSCANADA CORPCOM89353D1077,261179,469SH SOLE2179,46900
TRANSCAT INCCOM893529107311,347SH SOLE21,34700
TRANSDIGM GROUP INCCOM8936411007422,038SH SOLE12,03800
TRANSDIGM GROUP INCCOM8936411009492,550SH SOLE22,55000
TRANSOCEAN LTDREG SHSH8817H1004,921352,764SH SOLE2352,76400
TRANSUNIONCOM89400J10718,324249,039SH SOLE2249,03900
TRAVELERS COMPANIES INCCOM89417E1091,31010,098SH SOLE210,09800
TRAVELERS COMPANIES INCCOM89417E1092,24016,934SH SOLE116,93400
TRAVELPORT WORLDWIDE LTDSHSG9019D1041076,331SH SOLE26,33100
TRAVELZOOCOM NEW89421Q20531726,769SH SOLE226,76900
TREDEGAR CORPCOM894650100582,676SH SOLE22,67600
TREEHOUSE FOODS INCCOM89469A1042415,035SH SOLE15,03500
TREEHOUSE FOODS INCCOM89469A1045,378112,396SH SOLE2112,39600
TREX CO INCCOM89531P105771,008SH SOLE11,00800
TREX CO INCCOM89531P1051411,831SH SOLE21,83100
TRI POINTE GROUP INCCOM87265H109161,211SH SOLE11,21100
TRI POINTE GROUP INCCOM87265H109262,068SH SOLE22,06800
TRIBUNE MEDIA COCL A8960475031082,800SH SOLE12,80000
TRIMAS CORPCOM NEW896215209983,085SH SOLE13,08500
TRIMBLE INCCOM89623910077517,890SH SOLE117,89000
TRIMBLE INCCOM8962391003,38177,789SH SOLE277,78900
TRINET GROUP INCCOM89628810743818SH SOLE181800
TRINET GROUP INCCOM8962881073015,349SH DFND15,34900
TRINET GROUP INCCOM8962881072,36542,000SH SOLE242,00000
TRINITY INDS INCCOM8965221091724,721SH SOLE14,72100
TRINITY INDS INCCOM8965221096,151167,886SH SOLE2167,88600
TRINSEO S ASHSL9340P1014,85061,939SH SOLE261,93900
TRIPADVISOR INCCOM8969452012,56950,136SH SOLE150,13600
TRIPADVISOR INCCOM8969452016,584128,913SH SOLE2128,91300
TRIPLE-S MGMT CORPCL B896749108673,522SH DFND13,52200
TRITON INTL LTDCL AG9078F10731944SH SOLE294400
TRIUMPH BANCORP INCCOM89679E3002817,366SH SOLE27,36600
TRIUMPH GROUP INC NEWCOM896818101241,555SH SOLE11,55500
TRONC INCCOM89703P10758335,703SH SOLE235,70300
TRONOX LTDSHS CL AQ9235V10173461,403SH SOLE261,40300
TRUEBLUE INCCOM89785X1013,939151,221SH SOLE2151,22100
TTM TECHNOLOGIES INCCOM87305R10962239,091SH DFND839,09100
TTM TECHNOLOGIES INCCOM87305R1091,27980,373SH SOLE280,37300
TUPPERWARE BRANDS CORPCOM899896104491,165SH SOLE11,16500
TUPPERWARE BRANDS CORPCOM8998961042306,862SH SOLE26,86200
TURQUOISE HILL RES LTDCOM900435108209,389SH SOLE29,38900
TWENTY FIRST CENTY FOX INCCL B90130A2002269SH SOLE126900
TWENTY FIRST CENTY FOX INCCL A90130A1011513,221SH SOLE13,22100
TWENTY FIRST CENTY FOX INCCL A90130A10110,962236,600SH SOLE2236,60000
TWENTY FIRST CENTY FOX INCCL B90130A20015,070328,896SH SOLE2328,89600
TWILIO INCCL A90138F1021,96822,810SH SOLE222,81000
TWIN DISC INCCOM901476101452,022SH SOLE12,02200
TWITTER INCCOM90184L102331,374SH SOLE11,37400
TWITTER INCCOM90184L10212,252430,483SH SOLE2430,48300
TWO HBRS INVT CORPCOM NEW90187B40838425,735SH SOLE225,73500
TWO HBRS INVT CORPCOM NEW90187B4082,166143,402SH SOLE1143,40200
TYLER TECHNOLOGIES INCCOM902252105158685SH SOLE168500
TYLER TECHNOLOGIES INCCOM9022521057,95832,475SH SOLE232,47500
TYSON FOODS INCCL A9024941032,78747,078SH SOLE147,07800
TYSON FOODS INCCL A90249410332,548546,757SH SOLE2546,75700
U S CONCRETE INCCOM NEW90333L201123SH SOLE12300
U S CONCRETE INCCOM NEW90333L2011733,778SH DFND13,77800
U S CONCRETE INCCOM NEW90333L2013,37673,635SH SOLE273,63500
U S G CORPCOM NEW9032934059,723224,500SH SOLE2224,50000
U S PHYSICAL THERAPY INCCOM90337L10819158SH SOLE215800
U S PHYSICAL THERAPY INCCOM90337L1082662,153SH SOLE12,15300
U S SILICA HLDGS INCCOM90346E103211,116SH SOLE21,11600
U S SILICA HLDGS INCCOM90346E10327017,559SH SOLE117,55900
UBIQUITI NETWORKS INCCOM90347A1009,32794,349SH SOLE294,34900
UBS GROUP AGSHSH42097107905,700SH SOLE25,70000
UBS GROUP AGSHSH420971071,03066,209SH SOLE166,20900
UDR INCCOM902653104982,397SH SOLE12,39700
UDR INCCOM90265310440,083991,428SH SOLE2991,42800
UGI CORP NEWCOM9026811051,01116,614SH SOLE116,61400
UGI CORP NEWCOM9026811051,12220,230SH DFND820,23000
UGI CORP NEWCOM9026811052,21839,982SH SOLE239,98200
ULTA BEAUTY INCCOM90384S3033,11011,002SH SOLE111,00200
ULTA BEAUTY INCCOM90384S30310,20936,186SH SOLE236,18600
ULTIMATE SOFTWARE GROUP INCCOM90385D10763181SH SOLE118100
ULTIMATE SOFTWARE GROUP INCCOM90385D10712,91340,080SH SOLE240,08000
ULTRA CLEAN HLDGS INCCOM90385V1071,496119,195SH DFND1119,19500
UMB FINL CORPCOM9027881084,90269,137SH SOLE269,13700
UMPQUA HLDGS CORPCOM9042141038357SH SOLE135700
UMPQUA HLDGS CORPCOM9042141034,294206,454SH SOLE2206,45400
UNDER ARMOUR INCCL A9043111074,319203,521SH SOLE2203,52100
UNDER ARMOUR INCCL C9043112068,399431,600SH SOLE2431,60000
UNIFIRST CORP MASSCOM9047081041288SH SOLE18800
UNIFIRST CORP MASSCOM904708104143825SH SOLE282500
UNILEVER N VN Y SHS NEW9047847093,29958,982SH SOLE158,98200
UNILEVER N VN Y SHS NEW9047847099,805176,500SH SOLE2176,50000
UNILEVER PLCSPON ADR NEW9047677043566,545SH SOLE16,54500
UNILEVER PLCSPON ADR NEW9047677044658,455SH SOLE28,45500
UNION BANKSHARES CORP NEWCOM90539J1093579,256SH SOLE29,25600
UNION PAC CORPCOM9078181082,54015,886SH SOLE115,88600
UNION PAC CORPCOM90781810819,963122,598SH DFND7122,59800
UNION PAC CORPCOM90781810860,168369,517SH SOLE2369,51700
UNISYS CORPCOM NEW909214306914,436SH SOLE14,43600
UNISYS CORPCOM NEW9092143061286,297SH DFND16,29700
UNISYS CORPCOM NEW90921430628714,064SH SOLE214,06400
UNIT CORPCOM909218109311,186SH SOLE21,18600
UNITED CMNTY BKS BLAIRSVLE GCOM90984P303973,594SH SOLE13,59400
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032,01772,320SH SOLE272,32000
UNITED CONTL HLDGS INCCOM9100471091,08411,826SH SOLE111,82600
UNITED CONTL HLDGS INCCOM9100471092,25525,320SH DFND1125,32000
UNITED CONTL HLDGS INCCOM9100471098,930100,264SH SOLE2100,26400
UNITED FINL BANCORP INC NEWCOM9103041041257,417SH DFND17,41700
UNITED MICROELECTRONICS CORPSPON ADR NEW910873405647250,661SH SOLE2250,66100
UNITED NAT FOODS INCCOM91116310339913,337SH SOLE213,33700
UNITED NAT FOODS INCCOM91116310341513,537SH SOLE113,53700
UNITED PARCEL SERVICE INCCL B9113121067676,594SH SOLE16,59400
UNITED PARCEL SERVICE INCCL B91131210619,485166,895SH SOLE2166,89500
UNITED RENTALS INCCOM91136310960351SH SOLE135100
UNITED RENTALS INCCOM9113631094,29726,263SH SOLE226,26300
UNITED STATES CELLULAR CORPCOM911684108851,911SH SOLE11,91100
UNITED STATES CELLULAR CORPCOM91168410850511,282SH SOLE211,28200
UNITED STATES STL CORP NEWCOM91290910827870SH SOLE187000
UNITED STATES STL CORP NEWCOM912909108411,341SH SOLE21,34100
UNITED TECHNOLOGIES CORPCOM9130171095,62839,943SH SOLE139,94300
UNITED TECHNOLOGIES CORPCOM91301710910,44374,691SH DFND574,69100
UNITED TECHNOLOGIES CORPCOM91301710910,77577,071SH SOLE277,07100
UNITED THERAPEUTICS CORP DELCOM91307C102862SH SOLE26200
UNITED THERAPEUTICS CORP DELCOM91307C1025163,899SH SOLE13,89900
UNITEDHEALTH GROUP INCCOM91324P1025852,200SH DFND12,20000
UNITEDHEALTH GROUP INCCOM91324P10212,59447,293SH SOLE147,29300
UNITEDHEALTH GROUP INCCOM91324P10212,92748,591SH DFND548,59100
UNITEDHEALTH GROUP INCCOM91324P10216,07760,431SH DFND760,43100
UNITEDHEALTH GROUP INCCOM91324P102131,024492,498SH SOLE2492,49800
UNITI GROUP INCCOM91325V108803,781SH SOLE13,78100
UNITIL CORPCOM9132591071092,145SH DFND12,14500
UNITIL CORPCOM9132591073,44567,672SH SOLE267,67200
UNIVAR INCCOM91336L1071033,155SH SOLE13,15500
UNIVAR INCCOM91336L10711,633379,428SH SOLE2379,42800
UNIVERSAL CORP VACOM9134561092203,388SH DFND13,38800
UNIVERSAL CORP VACOM9134561093504,592SH SOLE14,59200
UNIVERSAL DISPLAY CORPCOM91347P1054,00533,970SH SOLE233,97000
UNIVERSAL FST PRODS INCCOM9135431041373,579SH SOLE13,57900
UNIVERSAL FST PRODS INCCOM9135431041,76249,876SH SOLE249,87600
UNIVERSAL HLTH SVCS INCCL B9139031001541,077SH SOLE11,07700
UNIVERSAL HLTH SVCS INCCL B9139031001,62912,741SH SOLE212,74100
UNIVERSAL INS HLDGS INCCOM91359V10730608SH SOLE260800
UNIVERSAL INS HLDGS INCCOM91359V1073777,214SH SOLE17,21400
UNIVERSAL LOGISTICS HLDGS INCOM91388P105401,075SH DFND11,07500
UNIVEST CORP PACOM915271100692,619SH SOLE22,61900
UNIVEST CORP PACOM915271100963,409SH SOLE13,40900
UNUM GROUPCOM91529Y10664616,523SH SOLE216,52300
UNUM GROUPCOM91529Y1061,10427,727SH SOLE127,72700
UPLAND SOFTWARE INCCOM91544A109712,052SH SOLE12,05200
URBAN EDGE PPTYSCOM91704F1047621SH SOLE162100
URBAN EDGE PPTYSCOM91704F1044,286194,122SH SOLE2194,12200
URBAN OUTFITTERS INCCOM917047102431,028SH SOLE11,02800
URBAN OUTFITTERS INCCOM91704710285820,968SH DFND120,96800
UROGEN PHARMA LTDCOMM9608810538815SH SOLE281500
URSTADT BIDDLE PPTYS INCCL A91728620527512,915SH SOLE212,91500
US BANCORP DELCOM NEW90297330482315,684SH SOLE115,68400
US BANCORP DELCOM NEW90297330415,331290,302SH SOLE2290,30200
US ECOLOGY INCCOM91732J1022212,995SH SOLE22,99500
US FOODS HLDG CORPCOM91200810991729,767SH DFND129,76700
US FOODS HLDG CORPCOM9120081091,28241,603SH SOLE241,60300
US FOODS HLDG CORPCOM9120081091,30842,830SH SOLE142,83000
US XPRESS ENTERPRISES INCCOM CL A90338N2022,450177,540SH SOLE2177,54000
USA TECHNOLOGIES INCCOM NO PAR90328S500102,135SH SOLE12,13500
USANA HEALTH SCIENCES INCCOM90328M1071961,623SH DFND11,62300
USANA HEALTH SCIENCES INCCOM90328M1075084,268SH SOLE14,26800
V F CORPCOM91820410886918SH DFND191800
V F CORPCOM9182041081,28413,753SH SOLE113,75300
V F CORPCOM9182041085,99364,130SH SOLE264,13000
VAIL RESORTS INCCOM91879Q10936112SH SOLE111200
VAIL RESORTS INCCOM91879Q1092,3568,584SH SOLE28,58400
VALE S AADR91912E10529,6011,994,658SH SOLE21,994,65800
VALERO ENERGY CORP NEWCOM91913Y1003,82533,774SH SOLE133,77400
VALERO ENERGY CORP NEWCOM91913Y1006,84660,184SH SOLE260,18400
VALLEY NATL BANCORPCOM9197941072,828251,399SH SOLE2251,39900
VALMONT INDS INCCOM92025310158441SH SOLE144100
VALMONT INDS INCCOM9202531019256,681SH SOLE26,68100
VALVOLINE INCCOM92047W1011,44066,995SH SOLE166,99500
VALVOLINE INCCOM92047W1015,675263,811SH SOLE2263,81100
VANDA PHARMACEUTICALS INCCOM9216591083,080134,196SH SOLE2134,19600
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189F361148,7344,777,558SH SOLE14,777,55800
VANECK VECTORS ETF TRJP MORGAN MKTS92189F494278,55616,906,140SH SOLE116,906,14000
VANGUARD ADMIRAL FDS INCSMLLCP 600 IDX92193282825157SH SOLE115700
VANGUARD BD INDEX FD INCTOTAL BND MRKT921937835874,53311,111,371SH SOLE111,111,37100
VANGUARD INDEX FDSSMALL CP ETF9229087511595SH SOLE19500
VANGUARD INDEX FDSTOTAL STK MKT9229087695023,404SH SOLE13,40400
VANGUARD INDEX FDSLARGE CAP ETF9229086375033,770SH SOLE13,77000
VANGUARD INDEX FDSS&P 500 ETF SHS9229083635832,184SH SOLE12,18400
VANGUARD INDEX FDSSM CP VAL ETF92290861157,987415,456SH SOLE1415,45600
VANGUARD INDEX FDSSML CP GRW ETF92290859560,346321,482SH SOLE1321,48200
VANGUARD INDEX FDSVALUE ETF922908744246,7032,228,279SH SOLE12,228,27900
VANGUARD INDEX FDSGROWTH ETF922908736251,8141,563,467SH SOLE11,563,46700
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF922042866119SH SOLE11900
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428742294,047SH SOLE14,04700
VANGUARD INTL EQUITY INDEX FGLB EX US ETF9220426762704,832SH SOLE14,83200
VANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF9220427184043,665SH SOLE13,66500
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858249,8066,090,941SH SOLE16,090,94100
VANGUARD MALVERN FDSSTRM INFPROIDX922020805200,0604,132,244SH SOLE14,132,24400
VANGUARD MUN BD FD INCTAX EXEMPT BD92290774628,395562,267SH SOLE1562,26700
VANGUARD SCOTTSDALE FDSINTER TERM TREAS92206C70637654SH SOLE165400
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8702773,279SH SOLE13,27900
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4095346,864SH SOLE16,86400
VANGUARD SCOTTSDALE FDSMORTG-BACK SEC92206C7716,027117,997SH SOLE1117,99700
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858904,80520,906,725SH SOLE120,906,72500
VANGUARD WHITEHALL FDS INCHIGH DIV YLD9219464063,30237,993SH SOLE137,99300
VARIAN MED SYS INCCOM92220P1054684,205SH SOLE14,20500
VARIAN MED SYS INCCOM92220P1053,38330,227SH SOLE230,22700
VARONIS SYS INCCOM9222801022683,758SH SOLE13,75800
VARONIS SYS INCCOM92228010210,710146,215SH SOLE2146,21500
VECTOR GROUP LTDCOM92240M108876,879SH SOLE16,87900
VECTOR GROUP LTDCOM92240M1081107,996SH DFND17,99600
VECTOR GROUP LTDFRNT 4/192240MBC1162156,000SH SOLE2156,00000
VECTOR GROUP LTDFRNT 1/192240MAY4229213,000SH SOLE2213,00000
VECTREN CORPCOM92240G10139524SH SOLE152400
VECTREN CORPCOM92240G1011492,089SH SOLE22,08900
VECTRUS INCCOM92242T101111,153SH SOLE11,15300
VECTRUS INCCOM92242T10165220,920SH SOLE220,92000
VEDANTA LTDSPONSORED ADR92242Y100161,211SH SOLE21,21100
VEECO INSTRS INC DELCOM922417100615,949SH SOLE15,94900
VEEVA SYS INCCL A COM92247510858507SH SOLE150700
VEEVA SYS INCCL A COM92247510835,830329,105SH SOLE2329,10500
VENATOR MATLS PLCSHSG9329Z100038SH SOLE13800
VENATOR MATLS PLCSHSG9329Z100232,511SH SOLE22,51100
VENTAS INCCOM92276F1002214,009SH SOLE14,00900
VENTAS INCCOM92276F1003,44163,282SH SOLE263,28200
VEONEER INCORPORATEDCOM92336X1092,20940,109SH DFND1140,10900
VERA BRADLEY INCCOM92335C1061,21379,466SH SOLE279,46600
VERACYTE INCCOM92337F10736338,015SH SOLE238,01500
VEREIT INCCOM92339V10069088,911SH SOLE188,91100
VEREIT INCCOM92339V1009,6041,322,848SH SOLE21,322,84800
VERICEL CORPCOM92346J1081,14881,130SH SOLE281,13000
VERINT SYS INCNOTE 1.500% 6/092343XAA8244237,000SH SOLE2237,00000
VERINT SYS INCCOM92343X1004288,628SH SOLE18,62800
VERINT SYS INCCOM92343X1003,03360,545SH SOLE260,54500
VERISIGN INCCOM92343E1023422,222SH SOLE12,22200
VERISIGN INCCOM92343E1021,4739,200SH DFND19,20000
VERISIGN INCCOM92343E1026,46540,377SH SOLE240,37700
VERISK ANALYTICS INCCOM92345Y1068997,314SH SOLE17,31400
VERISK ANALYTICS INCCOM92345Y1068,98174,502SH SOLE274,50200
VERITIV CORPCOM923454102022SH SOLE12200
VERITIV CORPCOM9234541022065,657SH SOLE25,65700
VERIZON COMMUNICATIONS INCCOM92343V1044,70988,253SH SOLE188,25300
VERIZON COMMUNICATIONS INCCOM92343V10413,564254,056SH DFND5254,05600
VERIZON COMMUNICATIONS INCCOM92343V10431,886597,226SH SOLE2597,22600
VERMILION ENERGY INCCOM92372510537211,413SH SOLE111,41300
VERSO CORPCL A92531L2071444,126SH SOLE14,12600
VERSO CORPCL A92531L2071554,617SH DFND14,61700
VERSUM MATLS INCCOM92532W1039,519264,331SH SOLE2264,33100
VERTEX PHARMACEUTICALS INCCOM92532F1009144,612SH SOLE14,61200
VERTEX PHARMACEUTICALS INCCOM92532F10022,328115,843SH SOLE2115,84300
VIACOM INC NEWCL B92553P2013359,918SH SOLE29,91800
VIACOM INC NEWCL B92553P20169720,562SH SOLE120,56200
VIAD CORPCOM NEW92552R4061,25821,226SH SOLE221,22600
VIASAT INCCOM92552V1001,15718,091SH DFND118,09100
VIAVI SOLUTIONS INCCOM92555010523220,595SH SOLE120,59500
VICI PPTYS INCCOM9256521095387SH SOLE138700
VICI PPTYS INCCOM92565210919,578905,553SH SOLE2905,55300
VIEWRAY INCCOM92672L1071,354144,661SH SOLE2144,66100
VIKING THERAPEUTICS INCCOM92686J10614778SH SOLE177800
VILLAGE SUPER MKT INCCL A NEW927107409321,193SH DFND11,19300
VIPER ENERGY PARTNERS LPCOM UNT RP INT92763M1053518,339SH SOLE28,33900
VIRTU FINL INCCL A9282541013,823186,966SH SOLE2186,96600
VIRTUS INVT PARTNERS INCCOM92828Q109652SH SOLE25200
VIRTUSA CORPCOM92827P1024297,835SH SOLE17,83500
VIRTUSA CORPCOM92827P1021,69831,617SH SOLE231,61700
VISA INCCOM CL A92826C83914,97799,461SH SOLE199,46100
VISA INCCOM CL A92826C839395,6592,636,145SH SOLE22,636,14500
VISHAY INTERTECHNOLOGY INCCOM9282981081,93995,285SH DFND1195,28500
VISHAY INTERTECHNOLOGY INCCOM9282981081,98497,472SH SOLE297,47200
VISHAY PRECISION GROUP INCCOM92835K1032566,855SH SOLE26,85500
VISTA OUTDOOR INCCOM92837710024314,456SH SOLE114,45600
VISTEON CORPCOM NEW92839U2068,87695,547SH SOLE295,54700
VISTRA ENERGY CORPCOM92840M10216633SH SOLE263300
VISTRA ENERGY CORPCOM92840M1021345,323SH SOLE15,32300
VMWARE INCCL A COM92856340231190SH SOLE119000
VMWARE INCCL A COM9285634021561,000SH SOLE21,00000
VOCERA COMMUNICATIONS INCCOM92857F1075124SH SOLE212400
VOCERA COMMUNICATIONS INCCOM92857F107601,278SH SOLE11,27800
VODAFONE GROUP PLC NEWSPONSORED ADR92857W3082,314106,201SH SOLE1106,20100
VONAGE HLDGS CORPCOM92886T201764,656SH SOLE14,65600
VONAGE HLDGS CORPCOM92886T2019,007636,074SH SOLE2636,07400
VORNADO RLTY TRSH BEN INT92904210915,158207,650SH SOLE2207,65000
VOYA FINL INCCOM9290891001,19222,793SH SOLE122,79300
VOYA FINL INCCOM9290891001,62532,719SH DFND832,71900
VOYA FINL INCCOM9290891003,20964,610SH SOLE264,61000
VULCAN MATLS COCOM9291601091,0809,863SH SOLE19,86300
VULCAN MATLS COCOM92916010910,46094,068SH DFND594,06800
VULCAN MATLS COCOM92916010911,897106,985SH SOLE2106,98500
W & T OFFSHORE INCCOM92922P106707,237SH SOLE27,23700
W P CAREY INCCOM92936U1091,32120,500SH SOLE120,50000
W R BERKLEY CORPORATIONCOM0844231021,60720,100SH SOLE220,10000
WABASH NATL CORPCOM9295661077,066387,587SH SOLE2387,58700
WABCO HLDGS INCCOM92927K10240327SH SOLE132700
WABCO HLDGS INCCOM92927K10214,354121,709SH SOLE2121,70900
WABTEC CORPCOM9297401087326,732SH SOLE16,73200
WABTEC CORPCOM9297401088,67982,751SH SOLE282,75100
WADDELL & REED FINL INCCL A93005910021511,032SH SOLE111,03200
WAGEWORKS INCCOM93042710941947SH SOLE194700
WAGEWORKS INCCOM9304271093,24375,849SH SOLE275,84900
WALGREENS BOOTS ALLIANCE INCCOM9314271082,76137,891SH SOLE137,89100
WALGREENS BOOTS ALLIANCE INCCOM93142710811,792161,761SH SOLE2161,76100
WALKER & DUNLOP INCCOM93148P10227515SH SOLE251500
WALMART INCCOM9311421032,69628,706SH DFND128,70600
WALMART INCCOM9311421033,28735,274SH SOLE135,27400
WALMART INCCOM93114210320,024213,227SH SOLE2213,22700
WARRIOR MET COAL INCCOM93627C1012198,104SH DFND18,10400
WASHINGTON FED INCCOM9388241092638,226SH DFND18,22600
WASHINGTON REAL ESTATE INVTSH BEN INT93965310110,604345,980SH SOLE2345,98000
WASTE CONNECTIONS INCCOM94106B101941,137SH SOLE11,13700
WASTE CONNECTIONS INCCOM94106B1017,65896,000SH SOLE296,00000
WASTE MGMT INC DELCOM94106L1093,11834,612SH SOLE134,61200
WASTE MGMT INC DELCOM94106L10922,581249,900SH SOLE2249,90000
WATERS CORPCOM94184810310,52854,076SH SOLE254,07600
WATERSTONE FINL INC MDCOM94188P101202,365SH SOLE12,36500
WATSCO INCCOM9426222006,95339,042SH SOLE239,04200
WATTS WATER TECHNOLOGIES INCCL A9427491023763,889SH SOLE13,88900
WAYFAIR INCCL A94419L10128184SH SOLE118400
WAYFAIR INCCL A94419L1016,70245,386SH SOLE245,38600
WD-40 COCOM92923610717100SH SOLE210000
WD-40 COCOM9292361073371,956SH DFND11,95600
WEATHERFORD INTL PLCORD SHSG48833100533196,795SH SOLE2196,79500
WEBSTER FINL CORP CONNCOM9478901092734,632SH DFND14,63200
WEBSTER FINL CORP CONNCOM9478901091,39523,660SH SOLE223,66000
WEC ENERGY GROUP INCCOM92939U1061,61824,221SH SOLE124,22100
WEC ENERGY GROUP INCCOM92939U1067,574113,457SH SOLE2113,45700
WEIBO CORPSPONSORED ADR9485961011251,574SH SOLE11,57400
WEIBO CORPSPONSORED ADR9485961013,93853,845SH SOLE253,84500
WEIGHT WATCHERS INTL INC NEWCOM94862610643642SH SOLE164200
WEIGHT WATCHERS INTL INC NEWCOM9486261064346,028SH DFND16,02800
WEINGARTEN RLTY INVSSH BEN INT94874110339212,972SH SOLE112,97200
WEINGARTEN RLTY INVSSH BEN INT94874110311,769395,458SH SOLE2395,45800
WEIS MKTS INCCOM948849104882,019SH DFND12,01900
WELBILT INCCOM94909010422310,675SH SOLE210,67500
WELLCARE HEALTH PLANS INCCOM94946T1066381,970SH SOLE11,97000
WELLCARE HEALTH PLANS INCCOM94946T1062,0506,396SH DFND16,39600
WELLCARE HEALTH PLANS INCCOM94946T10612,85640,114SH SOLE240,11400
WELLS FARGO CO NEWPERP PFD CNV A9497468042,6812,077SH SOLE22,07700
WELLS FARGO CO NEWCOM9497461016,311120,916SH SOLE1120,91600
WELLS FARGO CO NEWCOM94974610110,064191,476SH DFND5191,47600
WELLS FARGO CO NEWCOM94974610150,947969,316SH SOLE2969,31600
WELLTOWER INCCOM95040Q1042,46138,082SH SOLE138,08200
WELLTOWER INCCOM95040Q10459,697928,124SH SOLE2928,12400
WENDYS COCOM95058W1001558,361SH SOLE18,36100
WENDYS COCOM95058W10081947,788SH SOLE247,78800
WERNER ENTERPRISES INCCOM9507551081,27235,979SH SOLE235,97900
WESBANCO INCCOM95081010129660SH SOLE266000
WESCO INTL INCCOM95082P1056099,902SH SOLE19,90200
WESCO INTL INCCOM95082P1051,20419,601SH SOLE219,60100
WEST PHARMACEUTICAL SVSC INCCOM9553061051,35810,999SH SOLE110,99900
WEST PHARMACEUTICAL SVSC INCCOM9553061059,12273,883SH SOLE273,88300
WESTAMERICA BANCORPORATIONCOM9570901033,37856,150SH SOLE256,15000
WESTERN ALLIANCE BANCORPCOM95763810945846SH SOLE184600
WESTERN ALLIANCE BANCORPCOM9576381094778,391SH DFND88,39100
WESTERN ALLIANCE BANCORPCOM95763810912,290216,029SH SOLE2216,02900
WESTERN DIGITAL CORPCOM9581021051,22120,045SH SOLE120,04500
WESTERN DIGITAL CORPCOM95810210516,145275,796SH SOLE2275,79600
WESTERN UN COCOM95980210947225,044SH SOLE125,04400
WESTERN UN COCOM9598021097,666402,200SH SOLE2402,20000
WESTERN UN COCOM95980210920,0131,050,000SH DFND91,050,00000
WESTLAKE CHEM CORPCOM96041310251699SH SOLE169900
WESTLAKE CHEM PARTNERS LPCOM UNIT RP LP96041710357022,892SH SOLE222,89200
WESTPORT FUEL SYSTEMS INCCOM NEW960908309303101,105SH SOLE2101,10500
WESTROCK COCOM96145D10513285SH SOLE128500
WESTROCK COCOM96145D10511,855221,840SH SOLE2221,84000
WEX INCCOM96208T1047,33736,547SH SOLE236,54700
WEYERHAEUSER COCOM9621661041,29239,800SH SOLE139,80000
WEYERHAEUSER COCOM96216610411,513356,770SH SOLE2356,77000
WHEATON PRECIOUS METALS CORPCOM962879102482,770SH SOLE22,77000
WHIRLPOOL CORPCOM9633201065254,793SH SOLE14,79300
WHIRLPOOL CORPCOM9633201065,07942,774SH SOLE242,77400
WHITE MTNS INS GROUP LTDCOMG9618E107923948SH SOLE194800
WHITING PETE CORP NEWCOM NEW9663874095309,986SH DFND19,98600
WHITING PETE CORP NEWCOM NEW9663874094,35782,153SH SOLE282,15300
WILDHORSE RESOURCE DEV CORPCOM96812T1022,07387,703SH SOLE287,70300
WILEY JOHN & SONS INCCL A9682232061832,840SH SOLE12,84000
WILEY JOHN & SONS INCCL A9682232066,796112,151SH SOLE2112,15100
WILLIAMS COS INC DELCOM96945710062522,763SH SOLE122,76300
WILLIAMS COS INC DELCOM9694571009,301342,070SH SOLE2342,07000
WILLIS TOWERS WATSON PUB LTDSHSG966291034052,647SH SOLE12,64700
WILLIS TOWERS WATSON PUB LTDSHSG9662910313,17893,503SH SOLE293,50300
WILLSCOT CORPCOM971375126321,887SH SOLE11,88700
WINGSTOP INCCOM9741551036359,421SH SOLE19,42100
WINMARK CORPCOM9742501021,2387,460SH SOLE27,46000
WINNEBAGO INDS INCCOM97463710028840SH SOLE284000
WINTRUST FINL CORPCOM97650W10877904SH DFND190400
WINTRUST FINL CORPCOM97650W108861,037SH SOLE11,03700
WINTRUST FINL CORPCOM97650W1089,885116,374SH SOLE2116,37400
WIPRO LTDSPON ADR 1 SH97651M10921741,567SH SOLE241,56700
WISDOMTREE INVTS INCCOM97717P1042,298271,008SH SOLE2271,00800
WISDOMTREE TREM LCL DEBT FD97717X8673224SH SOLE122400
WISDOMTREE TRJAPN HEDGE EQT97717W85117274SH SOLE127400
WISDOMTREE TRCBOE S&P 50097717X5602,04866,976SH SOLE166,97600
WIX COM LTDSHSM98068105328SH SOLE12800
WIX COM LTDSHSM9806810520,179168,583SH SOLE2168,58300
WNS HOLDINGS LTDSPON ADR92932M10117323SH SOLE132300
WNS HOLDINGS LTDSPON ADR92932M1015,414106,674SH SOLE2106,67400
WOLVERINE WORLD WIDE INCCOM9780971037,340187,975SH SOLE2187,97500
WOODWARD INCCOM9807451033,72046,009SH SOLE246,00900
WORKDAY INCCL A98138H1015113,500SH SOLE43,50000
WORKDAY INCCL A98138H10119,258131,923SH SOLE2131,92300
WORLD ACCEP CORP DELCOM98141910444381SH DFND138100
WORLD FUEL SVCS CORPCOM981475106432,277SH SOLE12,27700
WORLD FUEL SVCS CORPCOM9814751061114,017SH SOLE24,01700
WORLD GOLD TRSPDR GLD MINIS98149E2041,499125,900SH SOLE2125,90000
WORLD WRESTLING ENTMT INCCL A98156Q1081,61316,674SH DFND116,67400
WORLD WRESTLING ENTMT INCCL A98156Q1088,16184,368SH SOLE284,36800
WORLDPAY INCCL A9815581091,15510,625SH SOLE110,62500
WORLDPAY INCCL A98155810978,900779,105SH SOLE2779,10500
WPX ENERGY INCCOM98212B103974,983SH SOLE14,98300
WPX ENERGY INCCOM98212B1031,18959,120SH DFND859,12000
WPX ENERGY INCCOM98212B1035,609278,771SH SOLE2278,77100
WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE7137125,000SH SOLE2125,00000
WRIGHT MED GROUP N VORD SHS 0.03 PARN966171181806,216SH SOLE26,21600
WSFS FINL CORPCOM9293281021,72236,530SH SOLE236,53000
WYNDHAM DESTINATIONS INCCOM98310W1082868,061SH SOLE18,06100
WYNDHAM DESTINATIONS INCCOM98310W10899222,882SH DFND822,88200
WYNDHAM DESTINATIONS INCCOM98310W10817,749409,346SH SOLE2409,34600
WYNDHAM HOTELS & RESORTS INCCOM98311A10519SH SOLE1900
WYNDHAM HOTELS & RESORTS INCCOM98311A10571312,828SH DFND112,82800
WYNDHAM HOTELS & RESORTS INCCOM98311A10596717,407SH DFND817,40700
WYNDHAM HOTELS & RESORTS INCCOM98311A1052,13638,443SH DFND1138,44300
WYNDHAM HOTELS & RESORTS INCCOM98311A10528,168506,884SH SOLE2506,88400
WYNN RESORTS LTDCOM9831341073,62828,557SH SOLE228,55700
XCEL ENERGY INCCOM98389B1001,35028,884SH SOLE128,88400
XCEL ENERGY INCCOM98389B10010,438221,088SH SOLE2221,08800
XENCOR INCCOM98401F105661,685SH SOLE21,68500
XENIA HOTELS & RESORTS INCCOM9840171031255,904SH SOLE15,90400
XENIA HOTELS & RESORTS INCCOM9840171032,20893,176SH SOLE293,17600
XEROX CORPCOM NEW98412160858220,979SH SOLE120,97900
XILINX INCCOM98391910122,679282,890SH SOLE2282,89000
XINYUAN REAL ESTATE CO LTDSPONS ADR98417P1053700SH SOLE270000
XO GROUP INCCOM98377210400SH SOLE2000
XPERI CORPCOM98421B1001,524102,655SH SOLE2102,65500
XPO LOGISTICS INCCOM98379310087723SH SOLE172300
XPO LOGISTICS INCCOM9837931003,26928,633SH SOLE228,63300
XYLEM INCCOM98419M1007969,817SH SOLE19,81700
XYLEM INCCOM98419M1004,10551,396SH SOLE251,39600
YAMANA GOLD INCCOM98462Y100103,856SH SOLE23,85600
YANDEX N VSHS CLASS AN972841082487,427SH SOLE17,42700
YANDEX N VSHS CLASS AN9728410814,449439,303SH SOLE2439,30300
YELP INCCL A98581710518,131368,509SH SOLE2368,50900
YEXT INCCOM98585N10638514,896SH SOLE114,89600
YIRENDAI LTDSPONSORED ADR98585L1006300SH SOLE230000
YPF SOCIEDAD ANONIMASPON ADR CL D984245100281,843SH SOLE21,84300
YRC WORLDWIDE INCCOM PAR $.01984249607212,320SH SOLE12,32000
YRC WORLDWIDE INCCOM PAR $.0198424960771179,229SH SOLE279,22900
YUM BRANDS INCCOM9884981013523,922SH SOLE13,92200
YUM BRANDS INCCOM9884981015185,700SH SOLE25,70000
YUM CHINA HLDGS INCCOM98850P10937510,827SH SOLE110,82700
YUM CHINA HLDGS INCCOM98850P1093,674104,640SH SOLE2104,64000
YY INCADS REPCOM CLA98426T10612165SH SOLE116500
YY INCADS REPCOM CLA98426T1063,87651,739SH SOLE251,73900
ZAYO GROUP HLDGS INCCOM98919V1052187,538SH SOLE17,53800
ZAYO GROUP HLDGS INCCOM98919V1052,59874,841SH DFND174,84100
ZAYO GROUP HLDGS INCCOM98919V1059,773281,486SH SOLE2281,48600
ZEBRA TECHNOLOGIES CORPCL A989207105961SH SOLE16100
ZEBRA TECHNOLOGIES CORPCL A9892071059175,184SH SOLE25,18400
ZENDESK INCCOM98936J10148646SH SOLE164600
ZENDESK INCCOM98936J1011,42220,028SH SOLE220,02800
ZILLOW GROUP INCCL C CAP STK98954M2006143SH SOLE214300
ZILLOW GROUP INCCL C CAP STK98954M2002895,533SH SOLE15,53300
ZIMMER BIOMET HLDGS INCCOM98956P1027815,230SH SOLE15,23000
ZIMMER BIOMET HLDGS INCCOM98956P1022,47318,808SH DFND1218,80800
ZIMMER BIOMET HLDGS INCCOM98956P10214,451109,915SH DFND5109,91500
ZIMMER BIOMET HLDGS INCCOM98956P10218,298139,180SH SOLE2139,18000
ZIONS BANCORPORATIONCOM98970110768113,423SH SOLE113,42300
ZIONS BANCORPORATIONCOM9897011071,06121,150SH DFND121,15000
ZIONS BANCORPORATIONCOM9897011071,74834,857SH DFND834,85700
ZIONS BANCORPORATIONCOM98970110713,152262,247SH SOLE2262,24700
ZIX CORPCOM98974P10012622,723SH SOLE222,72300
ZOETIS INCCL A98978V103951,034SH DFND11,03400
ZOETIS INCCL A98978V1036,74373,243SH SOLE173,24300
ZOETIS INCCL A98978V10335,559388,363SH SOLE2388,36300
ZTO EXPRESS CAYMAN INCSPONSORED ADR98980A10521513,250SH SOLE113,25000
ZTO EXPRESS CAYMAN INCSPONSORED ADR98980A10535721,570SH SOLE221,57000
ZUMIEZ INCCOM98981710165724,927SH SOLE224,92700
ZUORA INCCOM CL A98983V1064164SH SOLE216400
ZYNGA INCCL A98986T10811,7752,936,486SH SOLE22,936,48600