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:03-31-2019
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. PetersonOaksPA05-15-2019
[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, SEI Investments Canada Company (SEI Canada) and SEI Huntington Steele, LLC. 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. To the extent that such sub-adviser do not meet criteria for filing a Form 13F, SEI, on behalf of its operating subsidiaries, has included such sub-advisers under the "list of other included managers."
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
028-17130361 Capital, LLC
028-05990Acadian Asset Management LLC
028-05508AJO, LP
028-10562AllianceBernstein L.P.
028-04895Analytic Investors, LLC
028-10120AQR Capital Management LLC
028-17137Arcus
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
028-14668Copeland Capital Management, LLC
028-10492Falcon Point Capital
028-14036Fiera Capital Corp.
028-18845Fondsmaeglerselskabet Maj Invest A/S
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
028-03743Marathon Asset Management, LP
028-04632Martingale Asset Management L P
028-13628Montrusco Bolton Investments Inc.
028-19269Moutaineer Partners Management LLC
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
028-13350Poplar Forest Capital LLC
028-14009QS Investors LLC
028-19339Qtron Investments LLC
028-11173Quantiative Management Associates
028-10674Ramius Advisors LLC
028-10467Rice Hall James
028-14481RWC Asset Management LLP
028-04691Schafer Cullen Capital Management Inc.
028-10613Snow Capital Management LP
028-11300Spectrum Asset Management, Inc.
028-00733State Street Bank & Trust
028-10640Towle & Co
028-06354Victory Capital Management, Inc.
028-07104WCM Investment Management/CA
028-17022William Blair & Co
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:17
Form 13F Information Table Entry Total:6,896
Form 13F Information Table Value Total:29,776,724
(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
3028-15144SEI Huntington Steele, LLC
26028-16449SEI Investments Canada Company
5 Caerus Investors LLC
6 Cardinal Capital Management LLC
8 Ceredex Value Advisors LLC
9 Dynamic Beta Investments LLC
10 EAM Investors LLC
11 EARNEST Partners LLC
12 Fred Alger Management Inc.
13 Great Lakes Advisors LLC
14 Integrity Asset Management LLC
15 Jupiter Asset Management Ltd
16 KBI Global Investors
20 NWQ Investment Management Company LLC
24 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
1ST SOURCE CORPCOM3369011033778,385SH SOLE28,38500
2U INCCOM90214J1013,58450,580SH SOLE250,58000
3BC HLDGS PLCSPON ADR NEW4042804061,76743,249SH SOLE143,24900
3BC HLDGS PLCSPON ADR NEW4042804064,941121,768SH SOLE2121,76800
3BC HLDGS PLCSPON ADR NEW40428040612292SH DFND129200
3BC HLDGS PLCSPON ADR NEW4042804065130SH DFND3,113000
3M COCOM88579Y1014,53622,261SH SOLE122,26100
3M COCOM88579Y1019174,415SH DFND14,41500
3M COCOM88579Y10116,27178,310SH SOLE278,31000
3M COCOM88579Y101125600SH DFND3,160000
3M COCOM88579Y1016152,960SH DFND12,96000
3M COCOM88579Y1015872,824SH DFND12,82400
51JOB INCSPONSORED ADS3168271041,29716,658SH SOLE216,65800
58 COM INCSPON ADR REP A31680Q1043,63955,400SH SOLE255,40000
AAON INCCOM PAR $0.0040003602061593,362SH SOLE13,36200
AAR CORPCOM00036110537111,415SH SOLE211,41500
AARONS INCCOM PAR $0.5000253530061811,756SH SOLE211,75600
AARONS INCCOM PAR $0.50002535300117SH DFND11700
AARONS INCCOM PAR $0.500025353008154SH DFND3,115400
ABB LTDSPONSORED ADR0003752045,248276,951SH SOLE1276,95100
ABB LTDSPONSORED ADR00037520416863SH DFND186300
ABBOTT LABSCOM00282410054,730684,637SH SOLE2684,63700
ABBOTT LABSCOM0028241002,84135,450SH SOLE135,45000
ABBOTT LABSCOM00282410014,751184,527SH DFND8184,52700
ABBOTT LABSCOM0028241009,172114,734SH DFND12114,73400
ABBOTT LABSCOM0028241007198,994SH DFND18,99400
ABBOTT LABSCOM002824100831,040SH DFND3,11,04000
ABBVIE INCCOM00287Y1092,72733,917SH SOLE133,91700
ABBVIE INCCOM00287Y1091011,252SH DFND11,25200
ABBVIE INCCOM00287Y10911,882147,432SH SOLE2147,43200
ABBVIE INCCOM00287Y1093264,039SH DFND14,03900
ABBVIE INCCOM00287Y10920250SH DFND3,125000
ABERCROMBIE & FITCH COCL A0028962071,45553,081SH SOLE253,08100
ABERCROMBIE & FITCH COCL A00289620738714,117SH DFND114,11700
ABERCROMBIE & FITCH COCL A00289620703SH DFND1300
ABERCROMBIE & FITCH COCL A002896207277SH DFND3,17700
ABIOMED INCCOM0036541008,54229,909SH SOLE229,90900
ABM INDS INCCOM00095710052114,621SH SOLE114,62100
ABM INDS INCCOM00095710094425,958SH DFND1325,95800
ACACIA COMMUNICATIONS INCCOM00401C10866311,564SH DFND1011,56400
ACACIA COMMUNICATIONS INCCOM00401C1083055,323SH SOLE25,32300
ACADIA HEALTHCARE COMPANY INCOM00404A1092097,325SH SOLE17,32500
ACADIA HEALTHCARE COMPANY INCOM00404A10914,493494,460SH SOLE2494,46000
ACADIA PHARMACEUTICALS INCCOM0042251082,02875,549SH SOLE275,54900
ACADIA RLTY TRCOM SH BEN INT0042391095,891216,042SH SOLE2216,04200
ACCELERATE DIAGNOSTICS INCCOM00430H102522,470SH DFND12,47000
ACCELERON PHARMA INCCOM00434H1081,37829,600SH SOLE229,60000
ACCENTURE PLC IRELANDS3 CLASS AG1151C10111,57865,779SH DFND165,77900
ACCENTURE PLC IRELANDS3 CLASS AG1151C1013,82121,371SH SOLE121,37100
ACCENTURE PLC IRELANDS3 CLASS AG1151C10115,79989,759SH SOLE289,75900
ACCENTURE PLC IRELANDS3 CLASS AG1151C101210SH DFND11000
ACCENTURE PLC IRELANDS3 CLASS AG1151C1017464,239SH DFND3,14,23900
ACCO BRANDS CORPCOM00081T1081265SH SOLE126500
ACCO BRANDS CORPCOM00081T10832237,582SH SOLE237,58200
ACCO BRANDS CORPCOM00081T1087840SH DFND3,184000
ACCURAY INCCOM0043971059219,085SH SOLE119,08500
ACI WORLDWIDE INCCOM00449810113,337405,757SH SOLE2405,75700
ACI WORLDWIDE INCCOM0044981011263,732SH SOLE13,73200
ACI WORLDWIDE INCCOM00449810171821,836SH DFND1021,83600
ACLARIS THERAPEUTICS INCCOM00461U1050212SH SOLE121200
ACLARIS THERAPEUTICS INCCOM00461U105183,065SH SOLE23,06500
ACORDA THERAPEUTICS INCCOM00484M1061,440108,364SH SOLE2108,36400
ACTIVISION BLIZZARD INCCOM00507V1091,55933,324SH SOLE133,32400
ACTIVISION BLIZZARD INCCOM00507V10947,5921,045,290SH SOLE21,045,29000
ACTIVISION BLIZZARD INCCOM00507V109471,033SH DFND3,11,03300
ACTUANT CORPCL A NEW00508X2032008,152SH SOLE18,15200
ACTUANT CORPCL A NEW00508X2032100SH DFND3,110000
ACUITY BRANDS INCCOM00508Y1026195,274SH SOLE15,27400
ACUITY BRANDS INCCOM00508Y1021,0558,787SH DFND138,78700
ACUITY BRANDS INCCOM00508Y1021,47512,292SH SOLE212,29200
ACUITY BRANDS INCCOM00508Y1021451,210SH DFND3,11,21000
ACUSHNET HOLDINGS CORPCOM00509810833013,010SH SOLE113,01000
ACUSHNET HOLDINGS CORPCOM00509810882935,821SH DFND3,135,82100
ADAMS RES & ENERGY INCCOM NEW0063513081104SH SOLE110400
ADDUS HOMECARE CORPCOM0067391061,66126,114SH SOLE226,11400
ADDUS HOMECARE CORPCOM006739106912,378SH SOLE12,37800
ADDUS HOMECARE CORPCOM0067391062714,269SH DFND134,26900
ADECOAGRO S ACOML0084910643162,512SH SOLE262,51200
ADIENT PLCORD S3G0084W10129522,745SH SOLE222,74500
ADIENT PLCORD S3G0084W1014312SH DFND131200
ADIENT PLCORD S3G0084W101157SH DFND3,15700
ADOBE INCCOM00724F1014,97418,710SH SOLE118,71000
ADOBE INCCOM00724F10114,73655,297SH DFND1255,29700
ADOBE INCCOM00724F101145,918547,557SH SOLE2547,55700
ADOBE INCCOM00724F101198744SH DFND174400
ADOBE INCCOM00724F101107400SH DFND3,140000
ADT INCCOM00090Q1031919,098SH SOLE119,09800
ADT INCCOM00090Q1033,544554,588SH DFND8554,58800
ADT INCCOM00090Q10353483,621SH DFND183,62100
ADTALEM GLOBAL ED INCCOM00737L1031233,234SH SOLE13,23400
ADTALEM GLOBAL ED INCCOM00737L1033437,397SH DFND17,39700
ADTALEM GLOBAL ED INCCOM00737L1036,918149,352SH SOLE2149,35200
ADTALEM GLOBAL ED INCCOM00737L10301SH DFND1100
ADTALEM GLOBAL ED INCCOM00737L103235SH DFND3,13500
ADVANCE AUTO PARTS INCCOM00751Y10619100SH SOLE110000
ADVANCE AUTO PARTS INCCOM00751Y10610,09059,171SH SOLE259,17100
ADVANCE AUTO PARTS INCCOM00751Y106128752SH DFND175200
ADVANCED DISP SVCS INC DELCOM00790X1012589,204SH SOLE29,20400
ADVANCED DISP SVCS INC DELCOM00790X1011746,200SH DFND16,20000
ADVANCED ENERGY INDSCOM0079731006,575132,344SH SOLE2132,34400
ADVANCED ENERGY INDSCOM00797310052810,622SH DFND110,62200
ADVANCED ENERGY INDSCOM00797310010197SH DFND3,119700
ADVANCED MICRO DEVICES INCCOM00790310751,3082,010,497SH SOLE22,010,49700
ADVANCED MICRO DEVICES INCCOM00790310734314,581SH SOLE114,58100
ADVANCED MICRO DEVICES INCCOM00790310737014,491SH DFND1314,49100
ADVANCED MICRO DEVICES INCCOM00790310707SH DFND1700
ADVANSIX INCCOM00773T1012308,040SH DFND18,04000
ADVANSIX INCCOM00773T10108SH DFND1800
ADVANSIX INCCOM00773T101015SH DFND3,11500
AECOMCOM00766T100511,686SH SOLE11,68600
AECOMCOM00766T1004,083137,618SH SOLE2137,61800
AECOMCOM00766T100262SH DFND16200
AECOMCOM00766T100386SH DFND3,18600
AEGION CORPCOM00770F1043154SH DFND3,115400
AEGON N VNY REGISTRY S30079241032,443510,000SH SOLE2510,00000
AEGON N VNY REGISTRY S30079241034789SH DFND3,178900
AERCAP HOLDINGS NVS3N0098510680317,116SH SOLE117,11600
AERCAP HOLDINGS NVS3N0098510610,979235,900SH SOLE2235,90000
AERCAP HOLDINGS NVS3N0098510629614SH DFND161400
AERIE PHARMACEUTICALS INCCOM00771V1088186SH SOLE118600
AERIE PHARMACEUTICALS INCCOM00771V1082054,321SH SOLE24,32100
AEROJET ROCKETDYNE HLDGS INCCOM0078001055,358150,804SH SOLE2150,80400
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB1335226,000SH SOLE2226,00000
AEROVIRONMENT INCCOM0080731082894,229SH DFND14,22900
AES CORPCOM00130H10544724,489SH SOLE124,48900
AES CORPCOM00130H1052,429134,323SH DFND1134,32300
AES CORPCOM00130H1053,509194,081SH SOLE2194,08100
AES CORPCOM00130H105018SH DFND11800
AES CORPCOM00130H1054209SH DFND3,120900
AFFILIATED MANAGERS GROUP INCOM00825210815,612145,758SH SOLE2145,75800
AFFILIATED MANAGERS GROUP INCOM00825210878877SH SOLE187700
AFFILIATED MANAGERS GROUP INCOM008252108436SH DFND13600
AFFILIATED MANAGERS GROUP INCOM0082521086375,944SH DFND3,15,94400
AFLAC INCCOM0010551028,571171,415SH SOLE2171,41500
AFLAC INCCOM0010551023,21363,758SH SOLE163,75800
AFLAC INCCOM00105510220,999419,975SH DFND11419,97500
AFLAC INCCOM0010551023,72374,465SH DFND174,46500
AFLAC INCCOM0010551022975,941SH DFND15,94100
AFLAC INCCOM00105510229570SH DFND3,157000
AG MTG INVT TR INCCOM00122810586151,144SH SOLE251,14400
AG MTG INVT TR INCCOM001228105694,113SH DFND14,11300
AGCO CORPCOM00108410273610,580SH SOLE210,58000
AGCO CORPCOM00108410291812,918SH SOLE112,91800
AGCO CORPCOM00108410263906SH DFND190600
AGCO CORPCOM001084102569SH DFND16900
AGCO CORPCOM001084102459SH DFND3,15900
AGILENT TECHNOLOGIES INCCOM00846U1013,43642,924SH SOLE142,92400
AGILENT TECHNOLOGIES INCCOM00846U1012,80934,950SH DFND134,95000
AGILENT TECHNOLOGIES INCCOM00846U10177,107959,277SH SOLE2959,27700
AGILENT TECHNOLOGIES INCCOM00846U10102SH DFND1200
AGILYSYS INCCOM00847J10576636,181SH SOLE236,18100
AGIOS PHARMACEUTICALS INCCOM00847X104821,368SH SOLE11,36800
AGIOS PHARMACEUTICALS INCCOM00847X1045037,465SH SOLE27,46500
AGNC INVT CORPCOM00123Q10494250,907SH SOLE150,90700
AGNC INVT CORPCOM00123Q1042,575143,063SH SOLE2143,06300
AGNC INVT CORPCOM00123Q104271,499SH DFND11,49900
AGNICO EAGLE MINES LTDCOM00847410811250SH DFND125000
AGREE REALTY CORPCOM0084921007,998115,349SH SOLE2115,34900
AGREE REALTY CORPCOM0084921006339,132SH DFND109,13200
AIMMUNE THERAPEUTICS INCCOM00900T1071198SH SOLE119800
AIMMUNE THERAPEUTICS INCCOM00900T107652,922SH SOLE22,92200
AIR LEASE CORPCL A00912X3021123,263SH SOLE23,26300
AIR LEASE CORPCL A00912X30237710,988SH DFND3,110,98800
AIR PRODS & CHEMS INCCOM0091581066,54734,283SH SOLE234,28300
AIR PRODS & CHEMS INCCOM00915810664311SH SOLE131100
AIR PRODS & CHEMS INCCOM0091581063,95820,727SH DFND1220,72700
AIR PRODS & CHEMS INCCOM0091581063,46018,121SH DFND118,12100
AIR PRODS & CHEMS INCCOM0091581064312,259SH DFND12,25900
AIR PRODS & CHEMS INCCOM00915810634179SH DFND3,117900
AIR TRANSPORT SERVICES GRP ICOM00922R105311,303SH SOLE11,30300
AIR TRANSPORT SERVICES GRP ICOM00922R1051,58868,877SH SOLE268,87700
AIRCASTLE LTDCOMG0129K1047,149353,233SH SOLE2353,23300
AK STL HLDG CORPCOM0015471087426,857SH SOLE226,85700
AK STL HLDG CORPCOM00154710802SH DFND1200
AK STL HLDG CORPCOM0015471081271SH DFND3,127100
AKAMAI TECHNOLOGIES INCCOM00971T10132348SH SOLE134800
AKAMAI TECHNOLOGIES INCCOM00971T1012072,880SH DFND12,88000
AKAMAI TECHNOLOGIES INCCOM00971T1015,66278,952SH SOLE278,95200
AKAMAI TECHNOLOGIES INCCOM00971T10102SH DFND1200
AKEBIA THERAPEUTICS INCCOM00972D1051550SH SOLE155000
AKEBIA THERAPEUTICS INCCOM00972D105668,111SH SOLE28,11100
ALAMO GROUP INCCOM0113111071291,292SH SOLE21,29200
ALAMOS GOLD INC NEWCOM CL A0115321082,031399,728SH SOLE2399,72800
ALARM COM HLDGS INCCOM0116421052634,252SH SOLE14,25200
ALARM COM HLDGS INCCOM01164210568010,475SH DFND1010,47500
ALASKA AIR GROUP INCCOM0116591093,45261,517SH SOLE261,51700
ALASKA AIR GROUP INCCOM01165910910173SH DFND117300
ALASKA AIR GROUP INCCOM01165910915269SH DFND3,126900
ALASKA COMMUNICATIONS SYS GRCOM01167P10134,082SH SOLE14,08200
ALBANY INTL CORPCL A0123481087,776108,622SH SOLE2108,62200
ALBEMARLE CORPCOM01265310111,107135,488SH SOLE2135,48800
ALCOA CORPCOM0138721061033,641SH SOLE23,64100
ALCOA CORPCOM01387210614769SH SOLE176900
ALCOA CORPCOM0138721067264SH DFND126400
ALCOA CORPCOM0138721064125SH DFND3,112500
ALDER BIOPHARMACEUTICALS INCNOTE 2.500% 2/0014339AA3134140,000SH SOLE2140,00000
ALEXANDER & BALDWIN INC NEWCOM014491104301,195SH SOLE21,19500
ALEXANDER & BALDWIN INC NEWCOM0144911042539,952SH DFND3,19,95200
ALEXANDRIA REAL ESTATE EQ INCOM01527110910,82575,931SH SOLE275,93100
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,0847,639SH SOLE17,63900
ALEXANDRIA REAL ESTATE EQ INCOM0152711094,77233,474SH DFND833,47400
ALEXION PHARMACEUTICALS INCCOM01535110989,137659,395SH SOLE2659,39500
ALEXION PHARMACEUTICALS INCCOM0153511092261,763SH SOLE11,76300
ALEXION PHARMACEUTICALS INCCOM0153511096454,768SH DFND14,76800
ALEXION PHARMACEUTICALS INCCOM0153511091077SH DFND17700
ALGONQUIN PWR UTILS CORPCOM0158571057658SH SOLE165800
ALGONQUIN PWR UTILS CORPCOM0158571054,599408,048SH DFND8408,04800
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1022,72114,650SH SOLE114,65000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10211,62563,717SH DFND1263,71700
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102244,6481,340,904SH SOLE21,340,90400
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102635SH DFND13500
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10267367SH DFND3,136700
ALIGN TECHNOLOGY INCCOM01625510131,699111,485SH SOLE2111,48500
ALIGN TECHNOLOGY INCCOM0162551013,36711,373SH SOLE111,37300
ALIGN TECHNOLOGY INCCOM016255101726SH DFND12600
ALKERMES PLCS3G017671054,816131,984SH SOLE2131,98400
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ALLSTATE CORPCOM0200021011,63617,117SH SOLE117,11700
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AMERICAN EQTY INVT LIFE HLDCOM02567620648918,100SH DFND118,10000
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AMERICAN EXPRESS COCOM02581610918,423168,550SH SOLE2168,55000
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AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB0339340,000SH SOLE2340,00000
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AMERICAN STS WTR COCOM029899101796SH SOLE19600
AMERICAN STS WTR COCOM0298991015,86582,253SH DFND882,25300
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AMERIGAS PARTNERS L PUNIT L P INT03097510654417,607SH DFND3,117,60700
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AMERISOURCEBERGEN CORPCOM03073E1052,34929,546SH SOLE229,54600
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AMETEK INC NEWCOM03110010012,040145,109SH SOLE2145,10900
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AMGEN INCCOM0311621005,18227,372SH SOLE127,37200
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ANALOG DEVICES INCCOM0326541054,19439,887SH SOLE139,88700
ANALOG DEVICES INCCOM0326541054,35041,325SH DFND841,32500
ANALOG DEVICES INCCOM03265410515SH DFND1500
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ANAPTYSBIO INCCOM03272410681611,171SH SOLE211,17100
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ANDERSONS INCCOM034164103172SH SOLE17200
ANGIODYNAMICS INCCOM03475V10170430,791SH SOLE230,79100
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820639330,005SH SOLE230,00500
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ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,92034,772SH SOLE234,77200
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ANIXTER INTL INCCOM0352901051342,273SH SOLE12,27300
ANIXTER INTL INCCOM035290105238SH DFND3,13800
ANNALY CAP MGMT INCCOM0357104092,606262,747SH SOLE1262,74700
ANNALY CAP MGMT INCCOM035710409646,377SH DFND16,37700
ANNALY CAP MGMT INCCOM0357104095491SH DFND149100
ANNALY CAP MGMT INCCOM0357104095509SH DFND3,150900
ANSYS INCCOM03662Q1057144,015SH SOLE14,01500
ANSYS INCCOM03662Q10521,497117,658SH SOLE2117,65800
ANSYS INCCOM03662Q10529157SH DFND115700
ANTARES PHARMA INCCOM03664210615952,439SH DFND3,152,43900
ANTERO MIDSTREAM CORPCOM03676B1028572SH SOLE157200
ANTERO MIDSTREAM CORPCOM03676B1024,283310,816SH DFND8310,81600
ANTERO MIDSTREAM CORPCOM03676B1021,582114,810SH SOLE2114,81000
ANTERO RES CORPCOM03674X106596,633SH SOLE26,63300
ANTERO RES CORPCOM03674X1067824SH DFND182400
ANTHEM INCCOM036752103101,323353,067SH SOLE2353,06700
ANTHEM INCCOM0367521039333,234SH SOLE13,23400
ANTHEM INCNOTE 2.750%10/194973VBG1536135,000SH SOLE2135,00000
ANTHEM INCCOM03675210388305SH DFND130500
ANTHEM INCCOM036752103121420SH DFND3,142000
AON PLCS3 CL AG0408V1023,20818,780SH SOLE118,78000
AON PLCS3 CL AG0408V10254,199317,511SH SOLE2317,51100
AON PLCS3 CL AG0408V102637SH DFND13700
AON PLCS3 CL AG0408V10260354SH DFND3,135400
APACHE CORPCOM0374111057,915228,365SH SOLE2228,36500
APACHE CORPCOM03741110501SH DFND1100
APACHE CORPCOM037411105257SH DFND3,15700
APARTMENT INVT & MGMT COCL A03748R75474814,731SH SOLE114,73100
APARTMENT INVT & MGMT COCL A03748R75413,780274,012SH SOLE2274,01200
APARTMENT INVT & MGMT COCL A03748R754357SH DFND15700
APERGY CORPCOM03755L1046338SH SOLE133800
APERGY CORPCOM03755L10481919,942SH SOLE219,94200
APERGY CORPCOM03755L1045118SH DFND3,111800
APOGEE ENTERPRISES INCCOM03759810957315,281SH SOLE215,28100
APOGEE ENTERPRISES INCCOM03759810934882SH SOLE188200
APOLLO COML REAL EST FIN INCCOM03762U10540819,164SH SOLE119,16400
APOLLO COML REAL EST FIN INCCOM03762U10561733,882SH DFND1333,88200
APOLLO COML REAL EST FIN INCCOM03762U10531417,235SH DFND117,23500
APOLLO GLOBAL MGMT LLCCL A S30376123063,004106,325SH SOLE2106,32500
APOLLO INVT CORPCOM NEW03761U502150SH DFND3,15000
APPFOLIO INCCOM CL A03783C1003144SH SOLE114400
APPLE HOSPITALITY REIT INCCOM NEW03784Y20055432,686SH SOLE132,68600
APPLE HOSPITALITY REIT INCCOM NEW03784Y20082250,442SH DFND1350,44200
APPLE HOSPITALITY REIT INCCOM NEW03784Y200523,200SH SOLE23,20000
APPLE INCCOM037833100158,454834,186SH SOLE2834,18600
APPLE INCCOM0378331006,43033,852SH DFND1233,85200
APPLE INCCOM03783310015,84783,425SH DFND183,42500
APPLE INCCOM03783310013,85372,353SH SOLE172,35300
APPLE INCCOM0378331001,3166,930SH DFND16,93000
APPLE INCCOM0378331006453,393SH DFND3,13,39300
APPLIED GENETIC TECHNOL CORPCOM03820J1004711,151SH SOLE211,15100
APPLIED INDL TECHNOLOGIES INCOM03820C1051542,596SH DFND3,12,59600
APPLIED MATLS INCCOM03822210521,345538,197SH SOLE2538,19700
APPLIED MATLS INCCOM0382221052,70567,518SH SOLE167,51800
APPLIED MATLS INCCOM03822210556214,181SH DFND114,18100
APPLIED MATLS INCCOM03822210518446SH DFND144600
APPLIED MATLS INCCOM038222105741,864SH DFND3,11,86400
APTARGROUP INCCOM03833610313,299125,005SH SOLE2125,00500
APTARGROUP INCCOM038336103326SH DFND12600
APTIV PLCS3G6095L1091,46817,687SH SOLE117,68700
APTIV PLCS3G6095L10992,1821,159,662SH SOLE21,159,66200
APTIV PLCS3G6095L10906SH DFND1600
APTIV PLCS3G6095L10932399SH DFND3,139900
AQUA AMERICA INCCOM03836W10351314,089SH SOLE214,08900
AQUANTIA CORPCOM03842Q10826128,785SH SOLE228,78500
AQUAVENTURE HLDGS LTDS3G0443N107673,471SH SOLE23,47100
AQUAVENTURE HLDGS LTDS3G0443N1071447,442SH DFND3,17,44200
ARAMARKCOM03852U10630710,791SH SOLE110,79100
ARAMARKCOM03852U1062,65389,784SH DFND189,78400
ARAMARKCOM03852U1068,435285,455SH SOLE2285,45500
ARBOR RLTY TR INCCOM03892310824218,657SH DFND118,65700
ARC DOCUMENT SOLUTIONS INCCOM00191G1033013,637SH SOLE213,63700
ARCBEST CORPCOM03937C1052397,757SH DFND17,75700
ARCBEST CORPCOM03937C1051,67754,464SH SOLE254,46400
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L20334016,704SH SOLE216,70400
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L203289SH DFND3,18900
ARCH CAP GROUP LTDORDG0450A1054,546139,690SH SOLE1139,69000
ARCH CAP GROUP LTDORDG0450A1052,17867,395SH DFND167,39500
ARCH CAP GROUP LTDORDG0450A105341,059SH DFND11,05900
ARCH CAP GROUP LTDORDG0450A1058258SH DFND3,125800
ARCH COAL INCCL A03938040775784SH SOLE178400
ARCH COAL INCCL A0393804071,11212,183SH DFND112,18300
ARCHER DANIELS MIDLAND COCOM03948310217,222399,316SH SOLE2399,31600
ARCHER DANIELS MIDLAND COCOM0394831021,91943,269SH SOLE143,26900
ARCHER DANIELS MIDLAND COCOM039483102493SH DFND19300
ARCHER DANIELS MIDLAND COCOM03948310214325SH DFND3,132500
ARCHROCK INCCOM03957W106111,136SH SOLE21,13600
ARCONIC INCCOM03965L10016883SH SOLE188300
ARCONIC INCCOM03965L10010,423545,411SH SOLE2545,41100
ARCONIC INCCOM03965L100166SH DFND16600
ARCOSA INCCOM03965310000SH SOLE2000
ARCOSA INCCOM039653100381,880SH SOLE11,88000
ARCOSA INCCOM039653100132SH DFND13200
ARCOSA INCCOM039653100792,600SH DFND3,12,60000
ARDAGH GROUP S ACL AL0223L10159550,458SH SOLE150,45800
ARDAGH GROUP S ACL AL0223L101987,557SH SOLE27,55700
ARDMORE SHIPPING CORPCOMY0207T1002,863464,838SH SOLE2464,83800
ARES COML REAL ESTATE CORPCOM04013V108565,839SH SOLE15,83900
ARES COML REAL ESTATE CORPCOM04013V10854635,921SH SOLE235,92100
ARES MANAGEMENT CORPORATIONCL A COM STK03990B1011,71473,865SH SOLE273,86500
ARGENX SESPONSORED ADR04016X1011,60312,842SH SOLE212,84200
ARGO GROUP INTL HLDGS LTDCOMG0464B1073,40348,166SH SOLE248,16600
ARISTA NETWORKS INCCOM04041310614,39345,769SH SOLE245,76900
ARISTA NETWORKS INCCOM040413106186556SH SOLE155600
ARISTA NETWORKS INCCOM0404131069613,056SH DFND13,05600
ARISTA NETWORKS INCCOM040413106930SH DFND13000
ARLO TECHNOLOGIES INCCOM04206A10128268,207SH SOLE268,20700
ARMADA HOFFLER PPTYS INCCOM04208T1087579SH SOLE157900
ARMADA HOFFLER PPTYS INCCOM04208T10877049,397SH SOLE249,39700
ARMOUR RESIDENTIAL REIT INCCOM NEW042315507807,425SH SOLE17,42500
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550724812,716SH DFND1312,71600
ARMSTRONG FLOORING INCCOM04238R10680459,111SH SOLE259,11100
ARMSTRONG WORLD INDS INC NEWCOM04247X1024354,672SH SOLE14,67200
ARMSTRONG WORLD INDS INC NEWCOM04247X1026538,222SH DFND108,22200
ARMSTRONG WORLD INDS INC NEWCOM04247X1026127,700SH DFND137,70000
ARMSTRONG WORLD INDS INC NEWCOM04247X1022,58832,584SH SOLE232,58400
ARMSTRONG WORLD INDS INC NEWCOM04247X10225310SH DFND131000
ARMSTRONG WORLD INDS INC NEWCOM04247X1024836,082SH DFND3,16,08200
ARRAY BIOPHARMA INCCOM04269X105411,573SH SOLE11,57300
ARRAY BIOPHARMA INCCOM04269X10590437,068SH DFND1037,06800
ARRAY BIOPHARMA INCCOM04269X1051,06143,534SH SOLE243,53400
ARRIS INTERNATIONAL PLCS3G0551A1035171SH DFND3,117100
ARROW ELECTRS INCCOM0427351001211,564SH SOLE21,56400
ARROW ELECTRS INCCOM0427351004365,655SH DFND3,15,65500
ARTISAN PARTNERS ASSET MGMTCL A04316A10847518,856SH DFND118,85600
ARTISAN PARTNERS ASSET MGMTCL A04316A1081,10443,868SH SOLE243,86800
ASBURY AUTOMOTIVE GROUP INCCOM0434361044676,735SH SOLE26,73500
ASBURY AUTOMOTIVE GROUP INCCOM0434361041371,930SH SOLE11,93000
ASCENDIS PHARMA A SSPONSORED ADR04351P1012,95425,100SH SOLE225,10000
ASE TECHNOLOGY HOLDING CO LTSPONSORED ADS00215W1001,189276,059SH SOLE1276,05900
ASE TECHNOLOGY HOLDING CO LTSPONSORED ADS00215W10017,6734,100,539SH SOLE24,100,53900
ASGN INCCOM00191U1021021,547SH SOLE11,54700
ASGN INCCOM00191U1028,771138,140SH SOLE2138,14000
ASHLAND GLOBAL HLDGS INCCOM0441861041,32516,962SH SOLE216,96200
ASHLAND GLOBAL HLDGS INCCOM04418610440522SH SOLE152200
ASHLAND GLOBAL HLDGS INCCOM044186104335SH DFND13500
ASML HOLDING N VN Y REGISTRY S3N070592103,79220,084SH SOLE120,08400
ASML HOLDING N VN Y REGISTRY S3N0705921042,702227,079SH SOLE2227,07900
ASML HOLDING N VN Y REGISTRY S3N070592101896SH DFND19600
ASPEN TECHNOLOGY INCCOM04532710315,444148,128SH SOLE2148,12800
ASPEN TECHNOLOGY INCCOM04532710383775SH SOLE177500
ASPEN TECHNOLOGY INCCOM0453271031,85817,818SH DFND117,81800
ASSERTIO THERAPEUTICS INCCOM04545L10734167,347SH SOLE267,34700
ASSOCIATED BANC CORPCOM04548710544020,600SH SOLE220,60000
ASSOCIATED BANC CORPCOM0454871051,32061,828SH DFND161,82800
ASSURANT INCCOM04621X10803SH SOLE1300
ASSURANT INCCOM04621X1081,52216,039SH SOLE216,03900
ASSURANT INC6.50% CONV PFD D04621X2072452,362SH SOLE22,36200
ASSURANT INCCOM04621X10810102SH DFND110200
ASSURANT INCCOM04621X108770SH DFND3,17000
ASSURED GUARANTY LTDCOMG0585R10613301SH DFND130100
ASSURED GUARANTY LTDCOMG0585R1067167SH DFND3,116700
ASTEC INDS INCCOM0462241011102,900SH SOLE22,90000
ASTEC INDS INCCOM046224101478SH SOLE17800
ASTRAZENECA PLCSPONSORED ADR04635310850,1091,239,395SH SOLE21,239,39500
ASTRAZENECA PLCSPONSORED ADR0463531085,686139,430SH SOLE1139,43000
ASTRAZENECA PLCSPONSORED ADR04635310812292SH DFND129200
ASTRAZENECA PLCSPONSORED ADR0463531085120SH DFND3,112000
AT HOME GROUP INCCOM04650Y100242,898SH SOLE12,89800
AT HOME GROUP INCCOM04650Y10048226,986SH SOLE226,98600
AT&T INCCOM00206R1027,413232,088SH SOLE1232,08800
AT&T INCCOM00206R10215,592497,186SH DFND11497,18600
AT&T INCCOM00206R1029,074289,363SH DFND1289,36300
AT&T INCCOM00206R10230,877984,598SH SOLE2984,59800
AT&T INCCOM00206R10236011,472SH DFND111,47200
AT&T INCCOM00206R102802,554SH DFND3,12,55400
ATENTO S AS3L0427L10514038,842SH SOLE238,84200
ATHENE HLDG LTDCL AG0684D1071884,613SH SOLE14,61300
ATHENE HLDG LTDCL AG0684D107691,700SH SOLE21,70000
ATKORE INTL GROUP INCCOM0476491081727,988SH SOLE27,98800
ATKORE INTL GROUP INCCOM04764910824311,255SH SOLE111,25500
ATKORE INTL GROUP INCCOM04764910828313,121SH DFND113,12100
ATLANTIC CAP BANCSHARES INCCOM04826920324713,864SH DFND3,113,86400
ATLANTIC PWR CORPCOM NEW04878Q8636828,916SH SOLE128,91600
ATLANTICA YIELD PLCS3G0751N10357429,489SH SOLE229,48900
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642054629,132SH SOLE29,13200
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420511227SH SOLE122700
ATLAS AIR WORLDWIDE HLDGS INNOTE 2.250% 6/0049164BH8341325,000SH SOLE2325,00000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642052695,327SH DFND3,15,32700
ATLASSIAN CORP PLCCL AG0624210464,447573,419SH SOLE2573,41900
ATMOS ENERGY CORPCOM04956010515,002145,748SH SOLE2145,74800
ATMOS ENERGY CORPCOM049560105334SH DFND13400
ATN INTL INCCOM00215F1072,15538,224SH SOLE238,22400
ATRICURE INCCOM04963C209873,203SH SOLE13,20300
ATRICURE INCCOM04963C2091,10641,272SH SOLE241,27200
ATRION CORPCOM0499041051,8012,050SH SOLE22,05000
AU OPTRONICS CORPSPONSORED ADR0022551071,224336,173SH SOLE2336,17300
AUDIOCODES LTDORDM15342104594,256SH SOLE24,25600
AUTODESK INCCOM05276910616,893108,412SH SOLE2108,41200
AUTODESK INCCOM0527691061,67910,603SH SOLE110,60300
AUTODESK INCCOM052769106533SH DFND13300
AUTOHOME INCSP ADR RP CL A05278C1072542,498SH SOLE12,49800
AUTOHOME INCSP ADR RP CL A05278C1077076,723SH DFND16,72300
AUTOHOME INCSP ADR RP CL A05278C10715,796150,265SH SOLE2150,26500
AUTOLIV INCCOM05280010902SH DFND1200
AUTOLIV INCCOM052800109347SH DFND3,14700
AUTOMATIC DATA PROCESSING INCOM05301510331,607197,863SH SOLE2197,86300
AUTOMATIC DATA PROCESSING INCOM0530151035,26332,928SH SOLE132,92800
AUTOMATIC DATA PROCESSING INCOM0530151033,08919,336SH DFND119,33600
AUTOMATIC DATA PROCESSING INCOM0530151037464,669SH DFND14,66900
AUTOMATIC DATA PROCESSING INCOM053015103426SH DFND3,12600
AUTONATION INCCOM05329W10215455SH SOLE145500
AUTONATION INCCOM05329W10238910,879SH SOLE210,87900
AUTOZONE INCCOM05333210210,75110,498SH SOLE210,49800
AUTOZONE INCCOM0533321021,3861,383SH SOLE11,38300
AUTOZONE INCCOM0533321026,1305,986SH DFND15,98600
AUTOZONE INCCOM05333210255SH DFND1500
AVALARA INCCOM05338G10646747SH SOLE174700
AVALARA INCCOM05338G10666911,999SH DFND1011,99900
AVALARA INCCOM05338G1062,42643,481SH DFND1243,48100
AVALARA INCCOM05338G1063,59664,449SH SOLE264,44900
AVALONBAY CMNTYS INCCOM05348410137,180185,222SH SOLE2185,22200
AVALONBAY CMNTYS INCCOM0534841011,0245,105SH SOLE15,10500
AVALONBAY CMNTYS INCCOM05348410134170SH DFND3,117000
AVANOS MED INCCOM05350V1061583,705SH SOLE23,70500
AVANOS MED INCCOM05350V1066136SH DFND113600
AVANOS MED INCCOM05350V1061202,814SH DFND3,12,81400
AVERY DENNISON CORPCOM0536111092712,396SH SOLE22,39600
AVERY DENNISON CORPCOM0536111091,48714,528SH SOLE114,52800
AVERY DENNISON CORPCOM0536111091,33811,845SH DFND1311,84500
AVERY DENNISON CORPCOM0536111091,63214,443SH DFND114,44300
AVERY DENNISON CORPCOM053611109765SH DFND16500
AVERY DENNISON CORPCOM0536111091198SH DFND3,19800
AVIANCA HLDGS SASPON ADR REP PFD05367G100399,628SH SOLE29,62800
AVIS BUDGET GROUP INCCOM0537741051393,938SH SOLE13,93800
AVISTA CORPCOM05379B1073989,735SH SOLE19,73500
AVISTA CORPCOM05379B10741410,195SH DFND110,19500
AVISTA CORPCOM05379B10743310,651SH SOLE210,65100
AVNET INCCOM0538071032,53358,410SH SOLE258,41000
AVNET INCCOM05380710361313,926SH SOLE113,92600
AVNET INCCOM0538071033,52481,261SH DFND181,26100
AVNET INCCOM05380710301SH DFND1100
AVNET INCCOM05380710378518,091SH DFND3,118,09100
AVON PRODS INCCOM054303102767260,831SH SOLE2260,83100
AVON PRODS INCCOM05430310202SH DFND1200
AVX CORP NEWCOM00244410733819,501SH SOLE219,50100
AVX CORP NEWCOM002444107351,588SH SOLE11,58800
AVX CORP NEWCOM0024441071639,422SH DFND19,42200
AXA EQUITABLE HLDGS INCCOM0545611052,680133,070SH SOLE2133,07000
AXA EQUITABLE HLDGS INCCOM0545611052,222111,644SH SOLE1111,64400
AXA EQUITABLE HLDGS INCCOM0545611051,54876,845SH DFND176,84500
AXALTA COATING SYS LTDCOMG0750C10868825,746SH SOLE125,74600
AXALTA COATING SYS LTDCOMG0750C10860423,972SH SOLE223,97200
AXALTA COATING SYS LTDCOMG0750C10812463SH DFND146300
AXALTA COATING SYS LTDCOMG0750C1081,33753,018SH DFND3,153,01800
AXIS CAPITAL HOLDINGS LTDS3G0692U1092,40643,915SH DFND143,91500
AXIS CAPITAL HOLDINGS LTDS3G0692U1091,41625,845SH SOLE225,84500
AXIS CAPITAL HOLDINGS LTDS3G0692U109355SH DFND15500
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AXOGEN INCCOM05463X10628813,680SH SOLE213,68000
AXON ENTERPRISE INCCOM05464C1011,09820,182SH SOLE220,18200
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AXSOME THERAPEUTICS INCCOM05464T10462143,645SH DFND1043,64500
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B & G FOODS INC NEWCOM05508R106421,754SH SOLE11,75400
B & G FOODS INC NEWCOM05508R1061,08544,413SH SOLE244,41300
B & G FOODS INC NEWCOM05508R1061074,390SH DFND3,14,39000
B2GOLD CORPCOM11777Q2090502SH SOLE150200
BABCOCK & WILCOX ENTERPRIS ICOM05614L100930,552SH SOLE130,55200
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BADGER METER INCCOM0565251084,90988,229SH DFND888,22900
BADGER METER INCCOM05652510860310,836SH DFND1010,83600
BAIDU INCSPON ADR REP A05675210833,636204,042SH SOLE2204,04200
BAIDU INCSPON ADR REP A05675210812,23374,209SH DFND1174,20900
BAIDU INCSPON ADR REP A0567521084,51228,609SH SOLE128,60900
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BALCHEM CORPCOM0576652002302,480SH SOLE22,48000
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BALL CORPCOM05849810610,830187,180SH SOLE2187,18000
BALL CORPCOM0584981061913,064SH SOLE13,06400
BALL CORPCOM0584981063,21455,551SH DFND155,55100
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BANC OF CALIFORNIA INCCOM05990K106555,258SH SOLE15,25800
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BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1017,8791,375,000SH SOLE21,375,00000
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BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10781772,755SH SOLE272,75500
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10917558SH SOLE155800
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BANCOLOMBIA S ASPON ADR PREF05968L10292618,190SH SOLE118,19000
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BANCORP INC DELCOM05969A10515819,543SH DFND119,54300
BANCORP INC DELCOM05969A1051234SH SOLE123400
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BANDWIDTH INCCOM CL A05988J1036399,545SH DFND109,54500
BANDWIDTH INCCOM CL A05988J10395214,214SH SOLE214,21400
BANK AMER CORPCOM060505104183,4386,648,713SH SOLE26,648,71300
BANK AMER CORPCOM06050510410,285372,231SH SOLE1372,23100
BANK AMER CORPCOM06050510414,372520,921SH DFND8520,92100
BANK AMER CORPCOM06050510495834,713SH DFND134,71300
BANK AMER CORP7.25%CNV PFD L0605056824,6093,540SH SOLE23,54000
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BANK AMER CORPCOM060505104582,107SH DFND3,12,10700
BANK HAWAII CORPCOM0625401093103,928SH SOLE23,92800
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BANK MONTREAL QUECOM063671101337SH SOLE23700
BANK MONTREAL QUECOM06367110116192SH SOLE119200
BANK MONTREAL QUECOM06367110199,9151,335,399SH DFND11,335,39900
BANK MONTREAL QUECOM06367110160800SH DFND180000
BANK MONTREAL QUECOM06367110120269SH DFND3,126900
BANK N S HALIFAXCOM06414910717312SH DFND3,131200
BANK NEW YORK MELLON CORPCOM06405810031,749629,562SH SOLE2629,56200
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BANKUNITED INCCOM06652K1038,526255,258SH SOLE2255,25800
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BAOZUN INCSPONSORED ADR06684L1031,95246,980SH SOLE246,98000
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BARCLAYS PLCADR06738E2042310SH DFND3,131000
BARNES & NOBLE ED INCCOM06777U1012439SH DFND143900
BARNES GROUP INCCOM0678061095,12999,775SH SOLE299,77500
BARNES GROUP INCCOM0678061091372,258SH SOLE12,25800
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BARRETT BUSINESS SERVICES INCOM0684631085026,491SH SOLE26,49100
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BAUSCH HEALTH COS INCCOM071734107130SH DFND3,13000
BAXTER INTL INCCOM0718131097,12687,634SH SOLE287,63400
BAXTER INTL INCCOM0718131096,54779,746SH SOLE179,74600
BAXTER INTL INCCOM07181310912,831157,799SH DFND1157,79900
BAXTER INTL INCCOM0718131093254,000SH DFND14,00000
BAXTER INTL INCCOM07181310954664SH DFND166400
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BAYCOM CORPCOM07272M1071647,252SH SOLE27,25200
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BB&T CORPCOM05493710720,853448,152SH SOLE2448,15200
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CABOT CORPCOM1270551011,33031,944SH SOLE231,94400
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CACTUS INCCL A1272031073168,873SH DFND18,87300
CACTUS INCCL A1272031071,61545,360SH SOLE245,36000
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CADENCE DESIGN SYSTEM INCCOM1273871084,93377,674SH DFND177,67400
CADENCE DESIGN SYSTEM INCCOM1273871087,949125,168SH SOLE2125,16800
CADENCE DESIGN SYSTEM INCCOM12738710863988SH DFND198800
CAESARS ENTMT CORPCOM1276861031,438165,422SH SOLE2165,42200
CAESARS ENTMT CORPNOTE 5.000%10/0127686AA111480,000SH SOLE280,00000
CAESARS ENTMT CORPCOM12768610375386,700SH DFND3,186,70000
CAESARSTONE LTDORD S3M2059810443728,008SH SOLE228,00800
CAI INTERNATIONAL INCCOM12477X1063,907168,390SH SOLE2168,39000
CAL MAINE FOODS INCCOM NEW128030202922,065SH SOLE22,06500
CAL MAINE FOODS INCCOM NEW128030202496SH DFND3,19600
CALAMP CORPCOM128126109231,926SH SOLE11,92600
CALAMP CORPCOM1281261094,039321,091SH SOLE2321,09100
CALAVO GROWERS INCCOM128246105778SH SOLE17800
CALAVO GROWERS INCCOM1282461054,59754,826SH DFND854,82600
CALAVO GROWERS INCCOM1282461052172,590SH SOLE22,59000
CALERES INCCOM1295001041,22149,436SH SOLE249,43600
CALERES INCCOM1295001045215SH DFND3,121500
CALIFORNIA RES CORPCOM NEW13057Q20616632SH SOLE263200
CALIFORNIA RES CORPCOM NEW13057Q20602SH DFND3,1200
CALIFORNIA RES CORPCOM NEW13057Q206127SH DFND3,12700
CALIFORNIA WTR SVC GROUPCOM1307881024107,549SH SOLE27,54900
CALLAWAY GOLF COCOM131193104344,737SH SOLE14,73700
CALLAWAY GOLF COCOM1311931041,30982,201SH DFND182,20100
CALLAWAY GOLF COCOM1311931041,37085,971SH SOLE285,97100
CALLAWAY GOLF COCOM13119310418711,737SH DFND3,111,73700
CALLON PETE CO DELCOM13123X10215918,845SH SOLE118,84500
CALLON PETE CO DELCOM13123X102829109,846SH SOLE2109,84600
CAMBREX CORPCOM13201110748212,396SH SOLE212,39600
CAMBREX CORPCOM13201110715375SH DFND3,137500
CAMBRIDGE BANCORPCOM13215210964775SH DFND177500
CAMDEN NATL CORPCOM1330341082355,630SH SOLE25,63000
CAMDEN PPTY TRSH BEN INT1331311022142,081SH SOLE12,08100
CAMDEN PPTY TRSH BEN INT13313110222,052217,261SH SOLE2217,26100
CAMECO CORPCOM13321L1082,224188,650SH SOLE2188,65000
CAMECO CORPCOM13321L10820417,314SH DFND3,117,31400
CAMPBELL SOUP COCOM134429109285SH SOLE18500
CAMPBELL SOUP COCOM1344291093,32487,165SH SOLE287,16500
CAMPBELL SOUP COCOM13442910902SH DFND1200
CAMPING WORLD HLDGS INCCL A13462K1091,719123,584SH SOLE2123,58400
CANADA GOOSE HOLDINGS INCS3 SUB VTG135086106641,347SH SOLE11,34700
CANADA GOOSE HOLDINGS INCS3 SUB VTG1350861066,881143,291SH SOLE2143,29100
CANADIAN NAT RES LTDCOM1363851011656,011SH SOLE16,01100
CANADIAN NAT RES LTDCOM1363851011,19143,300SH SOLE243,30000
CANADIAN NAT RES LTDCOM1363851011364,945SH DFND14,94500
CANADIAN NATL RY COCOM13637510210,151113,441SH DFND11113,44100
CANADIAN NATL RY COCOM1363751021,11612,254SH SOLE112,25400
CANADIAN NATL RY COCOM13637510231,133347,936SH SOLE2347,93600
CANADIAN NATL RY COCOM136375102220SH DFND3,12000
CANADIAN PAC RY LTDCOM13645T10001SH SOLE1100
CANADIAN PAC RY LTDCOM13645T1006,74532,738SH SOLE232,73800
CANADIAN SOLAR INCCOM1366351091246,636SH SOLE26,63600
CANNAE HLDGS INCCOM13765N10734514,208SH DFND114,20800
CANNAE HLDGS INCCOM13765N10701SH DFND1100
CANNAE HLDGS INCCOM13765N10796039,570SH DFND3,139,57000
CANON INCSPONSORED ADR1380063094150SH DFND3,115000
CANTEL MEDICAL CORPCOM1380981085677,504SH SOLE17,50400
CANTEL MEDICAL CORPCOM1380981082,91843,624SH DFND843,62400
CANTEL MEDICAL CORPCOM1380981085648,431SH DFND138,43100
CANTEL MEDICAL CORPCOM1380981085,04775,455SH SOLE275,45500
CANTEL MEDICAL CORPCOM138098108225SH DFND12500
CAPITAL ONE FINL CORPCOM14040H1051,50117,914SH SOLE117,91400
CAPITAL ONE FINL CORPCOM14040H1059,212112,764SH DFND1112,76400
CAPITAL ONE FINL CORPCOM14040H10529,962366,778SH SOLE2366,77800
CAPITAL ONE FINL CORPCOM14040H105678SH DFND17800
CAPITAL ONE FINL CORPCOM14040H10524299SH DFND3,129900
CAPITAL PRODUCT PARTNERS L PPARTNERSHP UNITSY1108220664761,763SH SOLE261,76300
CAPITAL SR LIVING CORPCOM14047510492,153SH SOLE22,15300
CAPITOL FED FINL INCCOM14057J10171653,610SH DFND153,61000
CAPITOL FED FINL INCCOM14057J1014,630346,829SH SOLE2346,82900
CAPITOL FED FINL INCCOM14057J1012157SH DFND115700
CAPRI HOLDINGS LIMITEDS3G1890L1075,846127,788SH SOLE2127,78800
CAPRI HOLDINGS LIMITEDS3G1890L10726561SH DFND3,156100
CAPSTEAD MTG CORPCOM NO PAR14067E50611012,816SH DFND112,81600
CAPSTEAD MTG CORPCOM NO PAR14067E50639545,935SH SOLE245,93500
CARBON BLACK INCCOM14081R10342630,507SH SOLE230,50700
CARDINAL HEALTH INCCOM14149Y10857512,364SH SOLE112,36400
CARDINAL HEALTH INCCOM14149Y1081,77336,828SH DFND136,82800
CARDINAL HEALTH INCCOM14149Y10814,588302,971SH SOLE2302,97100
CARDINAL HEALTH INCCOM14149Y108354SH DFND15400
CARDINAL HEALTH INCCOM14149Y10810198SH DFND3,119800
CARDIOVASCULAR SYS INC DELCOM141619106431,069SH SOLE11,06900
CARDIOVASCULAR SYS INC DELCOM1416191062646,823SH DFND16,82300
CARDTRONICS PLCS3 CL AG1991C1056,759189,973SH SOLE2189,97300
CARDTRONICS PLCS3 CL AG1991C1056182SH DFND118200
CARE COM INCCOM141633107552,801SH DFND12,80100
CARE COM INCCOM1416331071,82092,086SH SOLE292,08600
CAREDX INCCOM14167L103571,823SH SOLE11,82300
CAREDX INCCOM14167L1031,19237,810SH SOLE237,81000
CAREER EDUCATION CORPCOM1416651091183SH SOLE118300
CAREER EDUCATION CORPCOM14166510924714,948SH SOLE214,94800
CARETRUST REIT INCCOM14174T10766928,496SH DFND1028,49600
CARETRUST REIT INCCOM14174T10738416,358SH DFND116,35800
CARETRUST REIT INCCOM14174T1075,096217,213SH SOLE2217,21300
CARGURUS INCCOM CL A14178810940510,101SH DFND110,10100
CARLISLE COS INCCOM1423391001,77914,509SH DFND114,50900
CARLISLE COS INCCOM1423391005114,170SH SOLE24,17000
CARLISLE COS INCCOM1423391004243,455SH DFND3,13,45500
CARMAX INCCOM1431301024306,145SH SOLE16,14500
CARMAX INCCOM1431301024,43463,518SH SOLE263,51800
CARMAX INCCOM1431301026309,031SH DFND3,19,03100
CARNIVAL CORPUNIT 99/99/999914365830077614,649SH SOLE114,64900
CARNIVAL CORPUNIT 99/99/999914365830023,116455,748SH DFND11455,74800
CARNIVAL CORPUNIT 99/99/99991436583003,32765,597SH DFND165,59700
CARNIVAL CORPUNIT 99/99/999914365830033,460659,700SH SOLE2659,70000
CARNIVAL CORPUNIT 99/99/999914365830002SH DFND1200
CARNIVAL CORPUNIT 99/99/999914365830011224SH DFND3,122400
CARNIVAL PLCADR14365C1031,84133,833SH SOLE133,83300
CARNIVAL PLCADR14365C103247SH DFND14700
CAROLINA FINL CORP NEWCOM14387310745313,088SH SOLE213,08800
CARPENTER TECHNOLOGY CORPCOM1442851031,50032,712SH SOLE232,71200
CARPENTER TECHNOLOGY CORPCOM1442851031673,648SH DFND3,13,64800
CARRIAGE SVCS INCCOM143905107453,409SH SOLE13,40900
CARRIZO OIL & GAS INCCOM14457710347243,075SH SOLE143,07500
CARRIZO OIL & GAS INCCOM1445771031209,609SH SOLE29,60900
CARROLS RESTAURANT GROUP INCCOM14574X10461561,676SH SOLE261,67600
CARS COM INCCOM14575E10520,011877,696SH SOLE2877,69600
CARS COM INCCOM14575E105693,007SH DFND13,00700
CARS COM INCCOM14575E1055211SH DFND3,121100
CARTERS INCCOM1462291093122,795SH SOLE12,79500
CARTERS INCCOM14622910912,918128,166SH SOLE2128,16600
CASA SYS INCCOM14713L1021,068128,615SH SOLE2128,61500
CASELLA WASTE SYS INCCL A14744810464318,072SH DFND1018,07200
CASELLA WASTE SYS INCCL A1474481044,380123,161SH SOLE2123,16100
CASEYS GEN STORES INCCOM147528103647SH SOLE14700
CASEYS GEN STORES INCCOM1475281033,68328,603SH DFND828,60300
CASEYS GEN STORES INCCOM1475281037005,436SH DFND15,43600
CASEYS GEN STORES INCCOM1475281034583,555SH SOLE23,55500
CASEYS GEN STORES INCCOM1475281033122,425SH DFND3,12,42500
CATALENT INCCOM148806102942,273SH SOLE12,27300
CATALENT INCCOM1488061026,661164,104SH SOLE2164,10400
CATALYST PHARMACEUTICALS INCCOM14888U101572112,169SH DFND10112,16900
CATCHMARK TIMBER TR INCCL A14912Y202282,809SH SOLE22,80900
CATERPILLAR INC DELCOM149123101851SH SOLE15100
CATERPILLAR INC DELCOM1491231018,43262,235SH SOLE262,23500
CATERPILLAR INC DELCOM149123101647SH DFND14700
CATERPILLAR INC DELCOM1491231011641,213SH DFND3,11,21300
CATHAY GEN BANCORPCOM1491501041716,055SH SOLE16,05500
CATHAY GEN BANCORPCOM14915010436110,643SH DFND1310,64300
CATHAY GEN BANCORPCOM1491501041,89855,976SH SOLE255,97600
CATHAY GEN BANCORPCOM149150104138SH DFND13800
CATO CORP NEWCL A1492051061,30987,409SH SOLE287,40900
CATO CORP NEWCL A149205106199SH DFND3,19900
CAVCO INDS INC DELCOM1495681071591,355SH SOLE21,35500
CBIZ INCCOM1248051022824SH SOLE182400
CBOE GLOBAL MARKETS INCCOM12503M1084,00641,889SH SOLE141,88900
CBOE GLOBAL MARKETS INCCOM12503M1087,81081,828SH SOLE281,82800
CBOE GLOBAL MARKETS INCCOM12503M10854561SH DFND156100
CBRE GROUP INCCL A12504L1091673,367SH DFND13,36700
CBRE GROUP INCCL A12504L10971314,426SH SOLE114,42600
CBRE GROUP INCCL A12504L1092,51250,800SH SOLE250,80000
CBRE GROUP INCCL A12504L109113SH DFND11300
CBRE GROUP INCCL A12504L10962612,657SH DFND3,112,65700
CBS CORP NEWCL B1248572023387,169SH SOLE17,16900
CBS CORP NEWCL B12485720294619,895SH SOLE219,89500
CBS CORP NEWCL B12485720212243SH DFND124300
CBS CORP NEWCL B1248572024108,621SH DFND3,18,62100
CBTX INCCOM12481V1041263,874SH DFND13,87400
CBTX INCCOM12481V104245SH SOLE14500
CDK GLOBAL INCCOM12508E1012,22138,072SH SOLE138,07200
CDK GLOBAL INCCOM12508E101781,322SH SOLE21,32200
CDK GLOBAL INCCOM12508E101901,533SH DFND11,53300
CDN IMPERIAL BK COMM TORONTOCOM1360691011,17815,295SH SOLE115,29500
CDN IMPERIAL BK COMM TORONTOCOM13606910119244SH DFND3,124400
CDW CORPCOM12514G1082772,816SH SOLE12,81600
CDW CORPCOM12514G10813,199136,958SH SOLE2136,95800
CDW CORPCOM12514G10835359SH DFND3,135900
CECO ENVIRONMENTAL CORPCOM12514110141657,842SH SOLE257,84200
CEDAR FAIR L PDEPOSITRY UNIT15018510693917,849SH SOLE217,84900
CELANESE CORP DELCOM1508701039189,195SH SOLE19,19500
CELANESE CORP DELCOM1508701035,83859,200SH SOLE259,20000
CELANESE CORP DELCOM150870103115SH DFND11500
CELESTICA INCSUB VTG S315101Q108617,170SH DFND17,17000
CELESTICA INCSUB VTG S315101Q1082191SH DFND3,119100
CELGENE CORPCOM1510201041,48015,242SH SOLE115,24200
CELGENE CORPCOM1510201047878,343SH DFND18,34300
CELGENE CORPCOM1510201044324,579SH SOLE24,57900
CELGENE CORPCOM15102010482874SH DFND187400
CELGENE CORPCOM15102010449518SH DFND3,151800
CELLDEX THERAPEUTICS INC NEWCOM NEW15117B202014SH DFND11400
CEMEX SAB DE CVNOTE 3.720% 3/1151290BR3248250,000SH SOLE2250,00000
CEMEX SAB DE CVNOTE 3.720% 3/1151290BT9130131,000SH SOLE2131,00000
CEMEX SAB DE CVSPON ADR NEW1512908892365SH DFND136500
CENTENE CORP DELCOM15135B1011,97636,821SH SOLE136,82100
CENTENE CORP DELCOM15135B1012,23242,036SH DFND142,03600
CENTENE CORP DELCOM15135B1014,18878,872SH SOLE278,87200
CENTENE CORP DELCOM15135B1017126SH DFND112600
CENTENE CORP DELCOM15135B1019166SH DFND3,116600
CENTENNIAL RESOURCE DEV INCCL A15136A102303,394SH SOLE23,39400
CENTENNIAL RESOURCE DEV INCCL A15136A102111,237SH DFND11,23700
CENTERPOINT ENERGY INCCOM15189T10787633,306SH SOLE133,30600
CENTERPOINT ENERGY INCCOM15189T1077,333238,861SH DFND1238,86100
CENTERPOINT ENERGY INCCOM15189T1071,37644,825SH SOLE244,82500
CENTERPOINT ENERGY INCCOM15189T107652,109SH DFND12,10900
CENTERPOINT ENERGY INCCOM15189T107135SH DFND3,13500
CENTERSTATE BK CORPCOM15201P109552,204SH SOLE12,20400
CENTERSTATE BK CORPCOM15201P1091,82276,536SH SOLE276,53600
CENTERSTATE BK CORPCOM15201P10932313,584SH DFND3,113,58400
CENTRAL GARDEN & PET COCOM153527106376SH SOLE17600
CENTRAL GARDEN & PET COCL A NON-VTG153527205261,109SH SOLE11,10900
CENTRAL GARDEN & PET COCL A NON-VTG1535272054,967213,617SH SOLE2213,61700
CENTRAL GARDEN & PET COCL A NON-VTG153527205903,879SH DFND3,13,87900
CENTRAL PAC FINL CORPCOM NEW1547604091695,870SH DFND15,87000
CENTRAL PAC FINL CORPCOM NEW1547604091083,762SH SOLE23,76200
CENTURY ALUM COCOM1564311080165SH SOLE116500
CENTURY ALUM COCOM1564311089110,233SH SOLE210,23300
CENTURY BANCORP INC MASSCL A NON VTG1564321069125SH SOLE212500
CENTURY CMNTYS INCCOM15650430030412,680SH DFND1312,68000
CENTURY CMNTYS INCCOM1565043001076,999SH SOLE16,99900
CENTURY CMNTYS INCCOM15650430050521,065SH SOLE221,06500
CENTURYLINK INCCOM156700106343,169SH SOLE13,16900
CENTURYLINK INCCOM15670010632727,313SH DFND127,31300
CENTURYLINK INCCOM1567001062,235186,443SH SOLE2186,44300
CENTURYLINK INCCOM156700106016SH DFND11600
CENTURYLINK INCCOM15670010630125,087SH DFND3,125,08700
CERAGON NETWORKS LTDORDM2201310223966,669SH SOLE266,66900
CERIDIAN HCM HLDG INCCOM15677J1081,76134,325SH SOLE234,32500
CERNER CORPCOM15678210470211,242SH SOLE111,24200
CERNER CORPCOM1567821045469,541SH DFND19,54100
CERNER CORPCOM15678210410,842189,509SH SOLE2189,50900
CERUS CORPCOM15708510134956,086SH SOLE256,08600
CERUS CORPCOM15708510120733,262SH DFND3,133,26200
CEVA INCCOM157210105492,077SH SOLE12,07700
CEVA INCCOM1572101051565,787SH SOLE25,78700
CF INDS HLDGS INCCOM12526910078118,940SH SOLE118,94000
CF INDS HLDGS INCCOM1252691001,36933,500SH DFND1333,50000
CF INDS HLDGS INCCOM12526910011,096271,430SH SOLE2271,43000
CF INDS HLDGS INCCOM1252691005131SH DFND113100
CF INDS HLDGS INCCOM1252691004105SH DFND3,110500
CHANGYOU COM LTDADS REP CL A15911M1071,35078,942SH SOLE278,94200
CHANNELADVISOR CORPCOM15917910051,026SH SOLE11,02600
CHANNELADVISOR CORPCOM159179100665,393SH DFND15,39300
CHANNELADVISOR CORPCOM15917910024520,114SH SOLE220,11400
CHANNELADVISOR CORPCOM15917910029524,200SH DFND3,124,20000
CHARAH SOLUTIONS INCCOM15957P10560794,904SH SOLE294,90400
CHARLES RIV LABS INTL INCCOM1598641072,00714,179SH SOLE114,17900
CHARLES RIV LABS INTL INCCOM1598641071,1918,200SH DFND138,20000
CHARLES RIV LABS INTL INCCOM15986410724,958171,826SH SOLE2171,82600
CHARLES RIV LABS INTL INCCOM1598641071069SH DFND16900
CHART INDS INCCOM PAR $0.0116115Q3086306,964SH DFND106,96400
CHART INDS INCCOM PAR $0.0116115Q3084645,125SH DFND15,12500
CHART INDS INCCOM PAR $0.0116115Q3083,27036,130SH SOLE236,13000
CHARTER COMMUNICATIONS INC NCL A16119P108417SH SOLE11700
CHARTER COMMUNICATIONS INC NCL A16119P1081,8425,309SH DFND125,30900
CHARTER COMMUNICATIONS INC NCL A16119P10840,754117,476SH SOLE2117,47600
CHARTER COMMUNICATIONS INC NCL A16119P1081131SH DFND13100
CHARTER COMMUNICATIONS INC NCL A16119P1082468SH DFND3,16800
CHATHAM LODGING TRCOM16208T102251,284SH SOLE21,28400
CHECK POINT SOFTWARE TECH LTORDM224651041,1609,100SH SOLE19,10000
CHECK POINT SOFTWARE TECH LTORDM2246510421,070166,574SH DFND11166,57400
CHECK POINT SOFTWARE TECH LTORDM2246510419,361153,060SH SOLE2153,06000
CHECK POINT SOFTWARE TECH LTORDM224651041901,500SH DFND11,50000
CHEESECAKE FACTORY INCCOM1630721016178SH SOLE117800
CHEESECAKE FACTORY INCCOM1630721011442,944SH SOLE22,94400
CHEETAH MOBILE INCADR16307510424638,340SH SOLE238,34000
CHEFS W3E INCCOM163086101511,438SH SOLE11,43800
CHEFS W3E INCCOM1630861011324,259SH DFND14,25900
CHEFS W3E INCCOM1630861013,00096,628SH SOLE296,62800
CHEGG INCCOM16309210967517,702SH DFND1017,70200
CHEGG INCCOM1630921093,02779,407SH SOLE279,40700
CHEGG INCCOM1630921092556,696SH DFND3,16,69600
CHEMED CORP NEWCOM16359R1031,1243,392SH SOLE13,39200
CHEMED CORP NEWCOM16359R1034,77714,924SH DFND814,92400
CHEMED CORP NEWCOM16359R1038322,600SH DFND132,60000
CHEMED CORP NEWCOM16359R1032,6818,378SH DFND18,37800
CHEMED CORP NEWCOM16359R1039,68830,267SH SOLE230,26700
CHEMED CORP NEWCOM16359R103721SH DFND12100
CHEMICAL FINL CORPCOM163731102702,075SH SOLE12,07500
CHEMICAL FINL CORPCOM16373110211,205272,223SH SOLE2272,22300
CHEMOCENTRYX INCCOM16383L106714,687SH SOLE14,68700
CHEMOCENTRYX INCCOM16383L10691565,907SH SOLE265,90700
CHEMOURS COCOM1638511089,169246,732SH SOLE2246,73200
CHEMOURS COCOM1638511086166SH DFND116600
CHEMOURS COCOM1638511085140SH DFND3,114000
CHENIERE ENERGY INCCOM NEW16411R20814,274208,804SH SOLE2208,80400
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG4305390,000SH SOLE2390,00000
CHENIERE ENERGY INCCOM NEW16411R208344SH DFND14400
CHESAPEAKE ENERGY CORPCOM16516710729695,467SH SOLE295,46700
CHESAPEAKE ENERGY CORPNOTE 5.500% 9/1165167CY17985,000SH SOLE285,00000
CHESAPEAKE ENERGY CORPCOM16516710705SH DFND1500
CHESAPEAKE LODGING TRSH BEN INT165240102271,074SH SOLE11,07400
CHESAPEAKE LODGING TRSH BEN INT16524010256820,413SH SOLE220,41300
CHESAPEAKE UTILS CORPCOM16530310857647SH SOLE164700
CHESAPEAKE UTILS CORPCOM1653031083744,100SH SOLE24,10000
CHESAPEAKE UTILS CORPCOM16530310867732SH DFND173200
CHEVRON CORP NEWCOM16676410011,27691,934SH SOLE191,93400
CHEVRON CORP NEWCOM16676410015,765127,986SH DFND8127,98600
CHEVRON CORP NEWCOM1667641005,98848,610SH DFND148,61000
CHEVRON CORP NEWCOM16676410025,498206,996SH SOLE2206,99600
CHEVRON CORP NEWCOM1667641002612,118SH DFND12,11800
CHEVRON CORP NEWCOM1667641004203,412SH DFND3,13,41200
CHICOS FAS INCCOM168615102319,020SH SOLE19,02000
CHILDRENS PL INCCOM16890510744541SH SOLE154100
CHILDRENS PL INCCOM1689051071,42614,654SH DFND114,65400
CHILDRENS PL INCCOM1689051075,15853,022SH SOLE253,02200
CHILDRENS PL INCCOM168905107777SH DFND3,17700
CHIMERA INVT CORPCOM NEW16934Q208451,937SH SOLE11,93700
CHIMERA INVT CORPCOM NEW16934Q208593,135SH SOLE23,13500
CHINA MOBILE LIMITEDSPONSORED ADR16941M1095,257102,354SH SOLE1102,35400
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091,66732,700SH SOLE232,70000
CHINA PETE & CHEM CORPSPON ADR H S316941R1084785,949SH SOLE15,94900
CHINA PETE & CHEM CORPSPON ADR H S316941R1084315,416SH SOLE25,41600
CHINA TELECOM CORP LTDSPON ADR H S31694261035179,230SH SOLE29,23000
CHINA UNICOM (HONG KONG) LTDSPONSORED ADR16945R10456344,000SH SOLE244,00000
CHINA YUCHAI INTL LTDCOMG2108210566942,199SH SOLE242,19900
CHIPOTLE MEXICAN GRILL INCCOM16965610513,14118,501SH SOLE218,50100
CHIPOTLE MEXICAN GRILL INCCOM1696561051,2981,827SH DFND11,82700
CHIPOTLE MEXICAN GRILL INCCOM16965610512SH DFND3,1200
CHOICE HOTELS INTL INCCOM1699051065136,600SH DFND136,60000
CHOICE HOTELS INTL INCCOM1699051063193,716SH SOLE13,71600
CHOICE HOTELS INTL INCCOM1699051062,39830,840SH SOLE230,84000
CHOICE HOTELS INTL INCCOM169905106674SH DFND17400
CHUBB LIMITEDCOMH1467J1043,08921,679SH SOLE121,67900
CHUBB LIMITEDCOMH1467J10427,402195,616SH SOLE2195,61600
CHUBB LIMITEDCOMH1467J1041289SH DFND18900
CHUBB LIMITEDCOMH1467J10484600SH DFND3,160000
CHURCH & DWIGHT INCCOM1713401023,31946,430SH SOLE146,43000
CHURCH & DWIGHT INCCOM1713401025,66679,546SH DFND879,54600
CHURCH & DWIGHT INCCOM17134010264894SH DFND189400
CHURCH & DWIGHT INCCOM1713401026789,517SH SOLE29,51700
CHURCH & DWIGHT INCCOM17134010265907SH DFND190700
CHURCHILL DOWNS INCCOM1714841085045,665SH SOLE15,66500
CIENA CORPCOM NEW17177930940310,757SH SOLE110,75700
CIENA CORPCOM NEW17177930941511,124SH DFND1011,12400
CIENA CORPCOM NEW1717793091,02227,372SH DFND127,37200
CIENA CORPCOM NEW17177930910,848290,529SH SOLE2290,52900
CIENA CORPCOM NEW17177930960216,126SH DFND3,116,12600
CIGNA CORP NEWCOM1255231002,03712,984SH SOLE112,98400
CIGNA CORP NEWCOM12552310012,48677,637SH DFND877,63700
CIGNA CORP NEWCOM12552310014,87092,461SH DFND1192,46100
CIGNA CORP NEWCOM1255231001,2867,999SH DFND127,99900
CIGNA CORP NEWCOM1255231002,28814,224SH DFND114,22400
CIGNA CORP NEWCOM12552310026,024161,823SH SOLE2161,82300
CIGNA CORP NEWCOM12552310034209SH DFND120900
CIGNA CORP NEWCOM12552310081505SH DFND3,150500
CIMAREX ENERGY COCOM1717981011051,706SH SOLE11,70600
CIMAREX ENERGY COCOM1717981012042,921SH DFND12,92100
CIMAREX ENERGY COCOM1717981012,51635,993SH SOLE235,99300
CIMAREX ENERGY COCOM1717981019122SH DFND112200
CIMAREX ENERGY COCOM1717981012082,981SH DFND3,12,98100
CIMPRESS N VS3 EURON201461014414,909SH SOLE14,90900
CIMPRESS N VS3 EURON201461011782,223SH SOLE22,22300
CIMPRESS N VS3 EURON201461019108SH DFND110800
CINCINNATI FINL CORPCOM1720621011,58618,573SH SOLE118,57300
CINCINNATI FINL CORPCOM1720621012,91933,976SH SOLE233,97600
CINCINNATI FINL CORPCOM172062101452SH DFND15200
CINCINNATI FINL CORPCOM172062101226SH DFND3,12600
CINEMARK HOLDINGS INCCOM17243V1021,71643,534SH SOLE143,53400
CINEMARK HOLDINGS INCCOM17243V1021,82745,695SH SOLE245,69500
CINTAS CORPCOM1729081057433,744SH SOLE13,74400
CINTAS CORPCOM1729081059,79848,479SH DFND1248,47900
CINTAS CORPCOM1729081053,07115,196SH DFND115,19600
CINTAS CORPCOM17290810511,08454,843SH SOLE254,84300
CIRCOR INTL INCCOM17273K109351,803SH SOLE11,80300
CIRCOR INTL INCCOM17273K10949315,109SH SOLE215,10900
CIRRUS LOGIC INCCOM17275510070817,067SH SOLE117,06700
CIRRUS LOGIC INCCOM1727551001,26730,109SH DFND1330,10900
CIRRUS LOGIC INCCOM1727551003748,896SH SOLE28,89600
CIRRUS LOGIC INCCOM17275510043210,266SH DFND3,110,26600
CISCO SYS INCCOM17275R10218,103335,695SH SOLE1335,69500
CISCO SYS INCCOM17275R10218,897350,000SH DFND15350,00000
CISCO SYS INCCOM17275R10219,622363,432SH DFND1363,43200
CISCO SYS INCCOM17275R10267,9411,258,392SH SOLE21,258,39200
CISCO SYS INCCOM17275R1021212,248SH DFND3,12,24800
CISCO SYS INCCOM17275R1022705,000SH DFND15,00000
CISCO SYS INCCOM17275R1021,67831,071SH DFND131,07100
CISCO SYS INCCOM17275R102911,693SH DFND3,11,69300
CISION LTDS3G1992S1091,445104,942SH SOLE2104,94200
CIT GROUP INCCOM NEW1255818011,91639,932SH DFND139,93200
CIT GROUP INCCOM NEW1255818011,93240,275SH SOLE240,27500
CIT GROUP INCCOM NEW125581801250SH DFND3,15000
CITI TRENDS INCCOM17306X102361,857SH SOLE21,85700
CITIGROUP INCCOM NEW1729674244,17967,292SH SOLE167,29200
CITIGROUP INCCOM NEW17296742412,871206,857SH DFND8206,85700
CITIGROUP INCCOM NEW1729674244,82577,548SH DFND1277,54800
CITIGROUP INCCOM NEW17296742413,363214,774SH DFND1214,77400
CITIGROUP INCCOM NEW17296742439,944641,976SH SOLE2641,97600
CITIGROUP INCCOM NEW1729674241672,678SH DFND12,67800
CITIGROUP INCCOM NEW17296742415243SH DFND3,124300
CITIZENS FINL GROUP INCCOM1746101052,21467,446SH SOLE167,44600
CITIZENS FINL GROUP INCCOM1746101051,86557,387SH DFND157,38700
CITIZENS FINL GROUP INCCOM1746101052,59379,797SH SOLE279,79700
CITIZENS FINL GROUP INCCOM174610105011SH DFND11100
CITRIX SYS INCCOM1773761009819,645SH SOLE19,64500
CITRIX SYS INCCOM1773761008,78388,130SH DFND188,13000
CITRIX SYS INCCOM1773761005,35053,678SH SOLE253,67800
CITRIX SYS INCNOTE 0.500% 4/1177376AD2184130,000SH SOLE2130,00000
CITRIX SYS INCCOM177376100330SH DFND13000
CITRIX SYS INCCOM177376100216SH DFND3,11600
CITY HLDG COCOM1778351051702,233SH DFND12,23300
CITY HLDG COCOM1778351052373,106SH SOLE23,10600
CIVEO CORP CDACOM17878Y10803SH DFND1300
CIVEO CORP CDACOM17878Y1086430,276SH DFND3,130,27600
CLEAN HARBORS INCCOM1844961075437,389SH SOLE17,38900
CLEAN HARBORS INCCOM1844961075,26773,632SH SOLE273,63200
CLEARWATER PAPER CORPCOM18538R10320610,599SH SOLE210,59900
CLEARWAY ENERGY INCCL A18539C105011SH SOLE11100
CLEARWAY ENERGY INCCL C18539C204017SH SOLE11700
CLEARWAY ENERGY INCCL C18539C2041419,355SH SOLE29,35500
CLEVELAND CLIFFS INCCOM18589910112812,179SH SOLE112,17900
CLEVELAND CLIFFS INCCOM18589910116216,244SH DFND116,24400
CLEVELAND CLIFFS INCCOM18589910140040,079SH SOLE240,07900
CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899AA910980,000SH SOLE280,00000
CLEVELAND CLIFFS INCCOM18589910101SH DFND1100
CLOROX CO DELCOM1890541092,66416,693SH SOLE116,69300
CLOROX CO DELCOM1890541093,48721,730SH DFND121,73000
CLOROX CO DELCOM1890541091,69710,573SH SOLE210,57300
CLOROX CO DELCOM18905410946285SH DFND128500
CLOROX CO DELCOM1890541092941,833SH DFND3,11,83300
CLOUDERA INCCOM18914U10014313,267SH SOLE113,26700
CLOUDERA INCCOM18914U10051046,613SH SOLE246,61300
CLOUDERA INCCOM18914U10014413,196SH DFND3,113,19600
CLOVIS ONCOLOGY INCCOM1894641001110SH SOLE111000
CLOVIS ONCOLOGY INCCOM1894641001435,764SH SOLE25,76400
CM FIN INCCOM12574Q103527,067SH SOLE27,06700
CME GROUP INCCOM CL A12572Q1056,50339,851SH SOLE139,85100
CME GROUP INCCOM CL A12572Q10517,794108,119SH SOLE2108,11900
CME GROUP INCCOM CL A12572Q1051271SH DFND17100
CME GROUP INCCOM CL A12572Q10531186SH DFND3,118600
CMS ENERGY CORPCOM1258961002996,914SH SOLE16,91400
CMS ENERGY CORPCOM12589610010,794194,353SH SOLE2194,35300
CMS ENERGY CORPCOM1258961008150SH DFND115000
CMS ENERGY CORPCOM125896100353SH DFND3,15300
CNA FINL CORPCOM126117100611,401SH DFND3,11,40100
CNH INDL N VS3N20944109575,630SH SOLE25,63000
CNH INDL N VS3N2094410904SH DFND1400
CNO FINL GROUP INCCOM12621E103352,126SH SOLE12,12600
CNO FINL GROUP INCCOM12621E10339524,421SH SOLE224,42100
CNOOC LTDSPONSORED ADR1261321094422,393SH SOLE12,39300
CNOOC LTDSPONSORED ADR1261321092791,501SH SOLE21,50100
CNX RESOURCES CORPORATIONCOM12653C10810970SH SOLE297000
COCA COLA COCOM1912161002,12045,237SH DFND145,23700
COCA COLA COCOM19121610012,047256,251SH SOLE1256,25100
COCA COLA COCOM19121610026,428563,979SH SOLE2563,97900
COCA COLA COCOM1912161003026,438SH DFND16,43800
COCA COLA COCOM19121610014308SH DFND3,130800
COCA COLA CONSOLIDATED INCCOM191098102233810SH SOLE281000
COCA COLA EUROPEAN PARTNERSS3G258391043,01058,166SH SOLE258,16600
COCA COLA EUROPEAN PARTNERSS3G25839104128SH DFND12800
COCA COLA EUROPEAN PARTNERSS3G258391045019,688SH DFND3,19,68800
CODEXIS INCCOM19200510649824,243SH DFND1024,24300
COEUR MNG INCCOM NEW19210850414947,901SH SOLE147,90100
COEUR MNG INCCOM NEW19210850434283,800SH DFND1383,80000
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3024167,216SH SOLE17,21600
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3024,48682,696SH DFND882,69600
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3024778,800SH DFND138,80000
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3022404,422SH SOLE24,42200
COGNEX CORPCOM1924221034,32084,930SH DFND884,93000
COGNEX CORPCOM1924221038,359164,349SH SOLE2164,34900
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,57221,629SH SOLE121,62900
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022,79938,635SH DFND138,63500
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461026,65591,859SH SOLE291,85900
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610227372SH DFND137200
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610264889SH DFND3,188900
COHEN & CO INC NEWCOM19249M102028SH DFND12800
COHEN & STEERS INCCOM19247A1007166SH SOLE116600
COHEN & STEERS INCCOM19247A1004,02495,208SH DFND895,20800
COHEN & STEERS INCCOM19247A1003438,103SH DFND18,10300
COHEN & STEERS INCCOM19247A1002,90068,617SH SOLE268,61700
COHEN & STEERS QUALITY RLTYCOM19247L1064300SH DFND3,130000
COHERENT INCCOM1924791032,40816,994SH SOLE216,99400
COHERENT INCCOM1924791031389SH DFND3,18900
COLFAX CORPCOM194014106792,659SH SOLE22,65900
COLGATE PALMOLIVE COCOM1941621035,25576,025SH SOLE176,02500
COLGATE PALMOLIVE COCOM1941621034,66368,030SH DFND868,03000
COLGATE PALMOLIVE COCOM1941621034,15660,637SH DFND160,63700
COLGATE PALMOLIVE COCOM1941621033,06144,653SH SOLE244,65300
COLGATE PALMOLIVE COCOM19416210368510,000SH DFND110,00000
COLGATE PALMOLIVE COCOM1941621033104,529SH DFND14,52900
COLGATE PALMOLIVE COCOM1941621033404,964SH DFND3,14,96400
COLLEGIUM PHARMACEUTICAL INCCOM19459J1041271SH SOLE127100
COLLEGIUM PHARMACEUTICAL INCCOM19459J104614,010SH SOLE24,01000
COLONY CAP INCNOTE 3.875% 1/119624RAB2477500,000SH SOLE2500,00000
COLONY CAP INC NEWCL A COM19626G10841477,872SH SOLE277,87200
COLONY CR REAL ESTATE INCCOM CL A19625T10139825,440SH SOLE225,44000
COLUMBIA BKG SYS INCCOM197236102712,140SH SOLE12,14000
COLUMBIA BKG SYS INCCOM1972361023,301100,985SH SOLE2100,98500
COLUMBIA PPTY TR INCCOM NEW1982872032058,580SH SOLE18,58000
COLUMBIA PPTY TR INCCOM NEW19828720360626,938SH SOLE226,93800
COLUMBIA SPORTSWEAR COCOM1985161063202,878SH SOLE12,87800
COLUMBIA SPORTSWEAR COCOM1985161066045,799SH DFND105,79900
COLUMBIA SPORTSWEAR COCOM1985161061,58515,210SH SOLE215,21000
COLUMBUS MCKINNON CORP N YCOM1993331054,096119,246SH SOLE2119,24600
COLUMBUS MCKINNON CORP N YCOM1993331054103SH DFND3,110300
COMCAST CORP NEWCL A20030N1013,12078,026SH SOLE178,02600
COMCAST CORP NEWCL A20030N1011,94448,612SH DFND148,61200
COMCAST CORP NEWCL A20030N10132,531813,672SH SOLE2813,67200
COMCAST CORP NEWCL A20030N10176619,153SH DFND119,15300
COMCAST CORP NEWCL A20030N101812,034SH DFND3,12,03400
COMERICA INCCOM20034010790312,164SH SOLE112,16400
COMERICA INCCOM2003401072,56234,943SH DFND134,94300
COMERICA INCCOM20034010710,370141,438SH SOLE2141,43800
COMERICA INCCOM20034010704SH DFND1400
COMFORT SYS USA INCCOM199908104621,108SH SOLE11,10800
COMFORT SYS USA INCCOM19990810464612,321SH DFND112,32100
COMFORT SYS USA INCCOM1999081041152,195SH SOLE22,19500
COMMERCE BANCSHARES INCCOM2005251031,97834,027SH SOLE134,02700
COMMERCE BANCSHARES INCCOM2005251036,231107,314SH SOLE2107,31400
COMMERCE BANCSHARES INCCOM200525103352SH DFND15200
COMMERCE BANCSHARES INCCOM2005251037127SH DFND3,112700
COMMERCIAL METALS COCOM2017231037461SH SOLE146100
COMMERCIAL METALS COCOM20172310376544,771SH DFND144,77100
COMMERCIAL METALS COCOM2017231032,928171,441SH SOLE2171,44100
COMMERCIAL METALS COCOM2017231033173SH DFND3,117300
COMMERCIAL VEH GROUP INCCOM2026081053,057398,583SH SOLE2398,58300
COMMSCOPE HLDG CO INCCOM20337X10929813,031SH SOLE113,03100
COMMSCOPE HLDG CO INCCOM20337X10941919,300SH SOLE219,30000
COMMSCOPE HLDG CO INCCOM20337X10932614,991SH DFND3,114,99100
COMMUNITY HEALTH SYS INC NEWCOM20366810802SH DFND1200
COMMUNITY HEALTHCARE TR INCCOM20369C1064,192116,802SH SOLE2116,80200
COMMUNITY TR BANCORP INCCOM2041491082105,117SH SOLE25,11700
COMMVAULT SYSTEMS INCCOM20416610268411,104SH SOLE111,10400
COMMVAULT SYSTEMS INCCOM2041661021,21118,700SH DFND1318,70000
COMMVAULT SYSTEMS INCCOM2041661023255,025SH DFND15,02500
COMMVAULT SYSTEMS INCCOM2041661027,647118,112SH SOLE2118,11200
COMMVAULT SYSTEMS INCCOM20416610215234SH DFND123400
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102898,429SH SOLE28,42900
COMPANIA CERVECERIAS UNIDASSPONSORED ADR2044291041,13438,501SH SOLE238,50100
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q1042,733174,217SH SOLE2174,21700
COMPASS MINERALS INTL INCCOM20451N1014558,366SH SOLE28,36600
COMPASS MINERALS INTL INCCOM20451N10166912,300SH DFND3,112,30000
COMPUTER PROGRAMS & SYS INCCOM2053061031103,711SH DFND13,71100
COMPUTER TASK GROUP INCCOM2054771025412,550SH SOLE212,55000
COMSTOCK RES INCCOM2057683026919SH SOLE291900
COMTECH TELECOMMUNICATIONS CCOM NEW205826209944,036SH SOLE24,03600
CONAGRA BRANDS INCCOM2058871021,62958,436SH SOLE158,43600
CONAGRA BRANDS INCCOM2058871028,455304,782SH SOLE2304,78200
CONAGRA BRANDS INCCOM20588710205SH DFND1500
CONAGRA BRANDS INCCOM205887102281,000SH DFND3,11,00000
CONCHO RES INCCOM20605P1018738,040SH SOLE18,04000
CONCHO RES INCCOM20605P1014,20137,864SH SOLE237,86400
CONDUENT INCCOM20678710328319,793SH SOLE119,79300
CONDUENT INCCOM20678710372852,643SH DFND152,64300
CONDUENT INCCOM2067871033,450249,468SH SOLE2249,46800
CONDUENT INCCOM20678710303SH DFND1300
CONDUENT INCCOM206787103151SH DFND3,15100
CONMED CORPCOM2074101011,50618,100SH SOLE218,10000
CONNECTONE BANCORP INC NEWCOM20786W10734617,576SH SOLE217,57600
CONNS INCCOM208242107261,234SH SOLE11,23400
CONOCOPHILLIPSCOM20825C1045,71585,092SH SOLE185,09200
CONOCOPHILLIPSCOM20825C1049,184137,606SH DFND1137,60600
CONOCOPHILLIPSCOM20825C10419,285288,964SH SOLE2288,96400
CONOCOPHILLIPSCOM20825C10416246SH DFND124600
CONOCOPHILLIPSCOM20825C10420296SH DFND3,129600
CONSOL ENERGY INC NEWCOM20854L1081243,609SH SOLE13,60900
CONSOL ENERGY INC NEWCOM20854L1082567,474SH DFND17,47400
CONSOL ENERGY INC NEWCOM20854L10871520,904SH SOLE220,90400
CONSOLIDATED COMM HLDGS INCCOM209034107201,822SH SOLE21,82200
CONSOLIDATED EDISON INCCOM2091151042,32428,310SH SOLE128,31000
CONSOLIDATED EDISON INCCOM2091151046477,627SH DFND17,62700
CONSOLIDATED EDISON INCCOM2091151041,19514,093SH SOLE214,09300
CONSOLIDATED EDISON INCCOM20911510429339SH DFND133900
CONSOLIDATED WATER CO INCORDG2377310716512,787SH SOLE212,78700
CONSTELLATION BRANDS INCCL A21036P1083,74620,560SH SOLE120,56000
CONSTELLATION BRANDS INCCL A21036P10819,975113,930SH SOLE2113,93000
CONSTELLATION BRANDS INCCL A21036P108424SH DFND12400
CONSTRUCTION PARTNERS INCCOM CL A21044C107171,330SH DFND3,11,33000
CONTANGO OIL & GAS COMPANYCOM NEW21075N20420163,900SH SOLE263,90000
CONTINENTAL BLDG PRODS INCCOM211171103171,111SH SOLE11,11100
CONTINENTAL BLDG PRODS INCCOM2111711031,32153,279SH SOLE253,27900
CONTINENTAL RESOURCES INCCOM2120151011142,551SH SOLE22,55100
CONTURA ENERGY INCCOM21241B1001041,802SH SOLE21,80200
COOPER COS INCCOM NEW2166484021,3904,758SH SOLE14,75800
COOPER COS INCCOM NEW21664840218,24161,591SH SOLE261,59100
COOPER COS INCCOM NEW216648402929SH DFND12900
COOPER COS INCCOM NEW2166484021035SH DFND3,13500
COOPER STD HLDGS INCCOM21676P10343906SH DFND190600
COOPER STD HLDGS INCCOM21676P1031,92841,059SH SOLE241,05900
COOPER TIRE & RUBR COCOM2168311074100SH SOLE110000
COOPER TIRE & RUBR COCOM2168311072929,761SH SOLE29,76100
COOPER TIRE & RUBR COCOM2168311074121SH DFND3,112100
COPA HOLDINGS SACL AP3107610515,070186,953SH SOLE2186,95300
COPA HOLDINGS SACL AP31076105337SH DFND13700
COPA HOLDINGS SACL AP31076105453SH DFND3,15300
COPART INCCOM2172041061712,761SH SOLE12,76100
COPART INCCOM21720410670311,608SH DFND111,60800
COPART INCCOM2172041069,400155,141SH SOLE2155,14100
COPART INCCOM2172041067113SH DFND111300
COPART INCCOM2172041065919,748SH DFND3,19,74800
CORCEPT THERAPEUTICS INCCOM21835210236431,016SH SOLE231,01600
CORE LABORATORIES N VCOMN2271710772911,064SH SOLE111,06400
CORE LABORATORIES N VCOMN2271710716,068233,105SH DFND11233,10500
CORE LABORATORIES N VCOMN2271710714,143205,176SH SOLE2205,17600
CORE LABORATORIES N VCOMN2271710701SH DFND1100
CORE MARK HOLDING CO INCCOM218681104802,471SH SOLE12,47100
CORE MARK HOLDING CO INCCOM2186811043,770101,539SH DFND8101,53900
CORE MARK HOLDING CO INCCOM21868110491724,685SH SOLE224,68500
CORE MARK HOLDING CO INCCOM21868110466417,874SH DFND3,117,87400
CORECIVIC INCCOM21871N10122911,217SH SOLE111,21700
CORELOGIC INCCOM21871D1032086,003SH SOLE16,00300
CORELOGIC INCCOM21871D1035,505147,735SH SOLE2147,73500
CORENERGY INFRASTRUCTURE TRCOM NEW21870U502641,755SH DFND11,75500
COREPOINT LODGING INCCOM21872L104766,809SH SOLE26,80900
CORESITE RLTY CORPCOM21870Q1051,10610,494SH SOLE110,49400
CORESITE RLTY CORPCOM21870Q1054,20639,305SH DFND839,30500
CORESITE RLTY CORPCOM21870Q1051,13410,600SH DFND1310,60000
CORESITE RLTY CORPCOM21870Q1053162,954SH SOLE22,95400
CORESITE RLTY CORPCOM21870Q1052792,611SH DFND3,12,61100
CORNERSTONE ONDEMAND INCCOM21925Y10336633SH SOLE163300
CORNERSTONE ONDEMAND INCCOM21925Y1031,46726,781SH SOLE226,78100
CORNING INCCOM2193501053,526106,504SH SOLE1106,50400
CORNING INCCOM2193501051,73752,478SH SOLE252,47800
CORNING INCCOM21935010533110,000SH DFND110,00000
CORNING INCCOM21935010513385SH DFND138500
CORNING INCCOM219350105942,825SH DFND3,12,82500
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081675,487SH SOLE15,48700
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1086,637243,124SH SOLE2243,12400
CORVEL CORPCOM22100610959910SH SOLE291000
COSAN LTDS3 AG2534310727223,500SH SOLE223,50000
COSTAMARE INCS3Y1771G10246088,500SH SOLE288,50000
COSTAR GROUP INCCOM22160N1092,8196,152SH SOLE16,15200
COSTAR GROUP INCCOM22160N10922,97149,250SH SOLE249,25000
COSTCO W3L CORP NEWCOM22160K1057,66331,777SH SOLE131,77700
COSTCO W3L CORP NEWCOM22160K1053,62814,985SH DFND114,98500
COSTCO W3L CORP NEWCOM22160K10537,197153,619SH SOLE2153,61900
COSTCO W3L CORP NEWCOM22160K10573300SH DFND3,130000
COSTCO W3L CORP NEWCOM22160K1053691,523SH DFND11,52300
COSTCO W3L CORP NEWCOM22160K1055982,471SH DFND3,12,47100
COTT CORP QUECOM22163N10672749,753SH DFND149,75300
COTY INCCOM CL A22207020317014,740SH SOLE214,74000
COUPA SOFTWARE INCCOM22266L1064824,891SH SOLE14,89100
COUPA SOFTWARE INCCOM22266L1067077,773SH DFND107,77300
COUPA SOFTWARE INCCOM22266L1066977,661SH DFND137,66100
COUPA SOFTWARE INCCOM22266L10632,202353,943SH SOLE2353,94300
COUPA SOFTWARE INCCOM22266L10616176SH DFND117600
COUSINS PPTYS INCCOM2227951063,378349,685SH SOLE2349,68500
COVANTA HLDG CORPCOM22282E1021196,572SH SOLE16,57200
COVANTA HLDG CORPCOM22282E10235820,706SH SOLE220,70600
COVENANT TRANSN GROUP INCCL A22284P105192,312SH SOLE12,31200
COVENANT TRANSN GROUP INCCL A22284P10527114,300SH SOLE214,30000
COVETRUS INCCOM22304C1000138SH SOLE113800
COVETRUS INCCOM22304C1001,08233,985SH SOLE233,98500
COVETRUS INCCOM22304C100011SH DFND11100
COWEN INCCL A NEW2236226065248SH SOLE124800
COWEN INCCL A NEW223622606624,294SH DFND14,29400
COWEN INCCL A NEW2236226064304SH DFND130400
CRA INTL INCCOM12618T1051,15022,746SH SOLE222,74600
CRACKER BARREL OLD CTRY STORCOM22410J1066474,004SH DFND14,00400
CRACKER BARREL OLD CTRY STORCOM22410J106213SH DFND3,11300
CRANE COCOM2243991051101,305SH SOLE21,30500
CRANE COCOM224399105787SH DFND3,18700
CRAWFORD & COCL B2246331073299SH DFND3,129900
CRAY INCCOM NEW2252233041,04139,962SH SOLE239,96200
CREDICORP LTDCOMG2519Y1083461,447SH SOLE11,44700
CREDICORP LTDCOMG2519Y10824,095100,417SH SOLE2100,41700
CREDIT SUISSE GROUPSPONSORED ADR22540110815,5851,337,726SH DFND111,337,72600
CREDIT SUISSE GROUPSPONSORED ADR22540110826022,848SH SOLE122,84800
CREDIT SUISSE GROUPSPONSORED ADR22540110815,9621,370,149SH SOLE21,370,14900
CREDIT SUISSE GROUPSPONSORED ADR22540110802SH DFND1200
CREDIT SUISSE GROUPSPONSORED ADR2254011083258SH DFND3,125800
CREE INCCOM22544710168912,033SH DFND1012,03300
CREE INCCOM22544710159,0541,032,050SH SOLE21,032,05000
CREE INCCOM225447101350SH DFND15000
CRESCENT ACQUISITION CORPUNIT 99/99/999922564L20414314,285SH DFND3,114,28500
CRH PLCADR12626K20351315,839SH SOLE115,83900
CRH PLCADR12626K2035165SH DFND3,116500
CRITEO S ASPONS ADS226718104723,907SH SOLE13,90700
CRITEO S ASPONS ADS2267181042,255112,575SH SOLE2112,57500
CROCS INCCOM22704610931989SH SOLE198900
CROCS INCCOM22704610942916,664SH DFND1016,66400
CROCS INCCOM22704610957722,414SH DFND122,41400
CROCS INCCOM2270461092,00978,012SH SOLE278,01200
CROSS CTRY HEALTHCARE INCCOM2274831042,605370,512SH SOLE2370,51200
CROWN CASTLE INTL CORP NEWCOM22822V10113,546105,825SH DFND8105,82500
CROWN CASTLE INTL CORP NEWCOM22822V1012,16916,942SH DFND1216,94200
CROWN CASTLE INTL CORP NEWCOM22822V1013332,604SH DFND12,60400
CROWN CASTLE INTL CORP NEWCOM22822V1011,1098,498SH SOLE18,49800
CROWN CASTLE INTL CORP NEWCOM22822V10139,508308,653SH SOLE2308,65300
CROWN CASTLE INTL CORP NEW6.875% CON PFD A22822V309527445SH SOLE244500
CROWN CASTLE INTL CORP NEWCOM22822V1013012,350SH DFND12,35000
CROWN HOLDINGS INCCOM22836810689716,007SH SOLE116,00700
CROWN HOLDINGS INCCOM22836810667312,330SH SOLE212,33000
CROWN HOLDINGS INCCOM22836810607SH DFND1700
CROWN HOLDINGS INCCOM22836810668712,594SH DFND3,112,59400
CSG SYS INTL INCCOM1263491092785,798SH SOLE15,79800
CSG SYS INTL INCCOM12634910955913,216SH SOLE213,21600
CSG SYS INTL INCNOTE 4.250% 3/1126349AF6209199,000SH SOLE2199,00000
CSW INDUSTRIALS INCCOM1264021063405,940SH DFND15,94000
CSW INDUSTRIALS INCCOM1264021062,31540,400SH SOLE240,40000
CSX CORPCOM1264081033354,319SH SOLE14,31900
CSX CORPCOM1264081036,59888,184SH SOLE288,18400
CSX CORPCOM12640810374810,000SH DFND110,00000
CSX CORPCOM12640810310132SH DFND113200
CSX CORPCOM12640810356750SH DFND3,175000
CTRIP COM INTL LTDSPONSORED ADS22943F10025,689587,982SH SOLE2587,98200
CUBESMARTCOM2296631091003,127SH SOLE13,12700
CUBESMARTCOM22966310917,232537,840SH SOLE2537,84000
CULLEN FROST BANKERS INCCOM2298991093163,794SH SOLE13,79400
CULLEN FROST BANKERS INCCOM22989910910,522108,400SH SOLE2108,40000
CULLEN FROST BANKERS INCCOM229899109220SH DFND12000
CULLEN FROST BANKERS INCCOM229899109996SH DFND3,19600
CULP INCCOM2302151057350SH DFND3,135000
CUMBERLAND PHARMACEUTICALS ICOM23077010921,040SH SOLE11,04000
CUMMINS INCCOM2310211061,73811,045SH SOLE111,04500
CUMMINS INCCOM2310211062,64416,749SH DFND116,74900
CUMMINS INCCOM2310211065,38234,094SH SOLE234,09400
CUMMINS INCCOM231021106746SH DFND14600
CUMMINS INCCOM2310211061382SH DFND3,18200
CURTISS WRIGHT CORPCOM23156110191851SH SOLE185100
CURTISS WRIGHT CORPCOM2315611018,14471,855SH SOLE271,85500
CUSHMAN WAKEFIELD PLCS3G2717B1082,517141,380SH SOLE2141,38000
CUSTOMERS BANCORP INCCOM23204G1003,210175,339SH SOLE2175,33900
CUTERA INCCOM2321091081759,912SH DFND3,19,91200
CVS HEALTH CORPCOM12665010015,926295,309SH DFND11295,30900
CVS HEALTH CORPCOM1266501003,54866,492SH SOLE166,49200
CVS HEALTH CORPCOM12665010025,991481,939SH SOLE2481,93900
CVS HEALTH CORPCOM1266501003336,169SH DFND16,16900
CVS HEALTH CORPCOM12665010025468SH DFND3,146800
CYBERARK SOFTWARE LTDS3M2682V1084403,700SH DFND13,70000
CYBERARK SOFTWARE LTDS3M2682V1087,92866,596SH SOLE266,59600
CYPRESS SEMICONDUCTOR CORPCOM23280610920212,887SH SOLE112,88700
CYPRESS SEMICONDUCTOR CORPCOM2328061097,385494,952SH SOLE2494,95200
CYPRESS SEMICONDUCTOR CORPNOTE 2.000% 2/0232806AP4123120,000SH SOLE2120,00000
CYPRESS SEMICONDUCTOR CORPCOM23280610921414,372SH DFND3,114,37200
CYRUSONE INCCOM23283R1003326,293SH SOLE16,29300
CYRUSONE INCCOM23283R10018,270348,392SH SOLE2348,39200
CYRUSONE INCCOM23283R10010190SH DFND119000
D R HORTON INCCOM23331A10966916,078SH SOLE116,07800
D R HORTON INCCOM23331A109912,193SH SOLE22,19300
D R HORTON INCCOM23331A109259SH DFND15900
D R HORTON INCCOM23331A1097165SH DFND3,116500
DAKTRONICS INCCOM23426410921028,186SH SOLE228,18600
DANA INCORPORATEDCOM235825205290SH DFND3,19000
DANAHER CORPORATIONCOM2358511023,67727,779SH SOLE127,77900
DANAHER CORPORATIONCOM23585110210,14376,832SH DFND1276,83200
DANAHER CORPORATIONCOM23585110238,489291,539SH SOLE2291,53900
DANAHER CORPORATIONDBCV 1/2235851AF9782155,000SH SOLE2155,00000
DANAHER CORPORATIONCOM235851102101763SH DFND176300
DANAHER CORPORATIONCOM23585110232245SH DFND3,124500
DANAOS CORPORATIONS3Y1968P10526,177SH SOLE16,17700
DAQO NEW ENERGY CORPSPNSRD ADR NEW23703Q2031524,601SH SOLE24,60100
DARDEN RESTAURANTS INCCOM2371941056034,909SH SOLE14,90900
DARDEN RESTAURANTS INCCOM2371941054,33335,672SH DFND135,67200
DARDEN RESTAURANTS INCCOM2371941051,67413,779SH SOLE213,77900
DARLING INGREDIENTS INCCOM23726610129914,179SH SOLE114,17900
DARLING INGREDIENTS INCCOM2372661011,00446,359SH SOLE246,35900
DAVE & BUSTERS ENTMT INCCOM23833710919367SH SOLE136700
DAVE & BUSTERS ENTMT INCCOM23833710986017,247SH SOLE217,24700
DAVITA INCCOM23918K1083668,928SH SOLE18,92800
DAVITA INCCOM23918K108811,486SH SOLE21,48600
DAVITA INCCOM23918K10803SH DFND1300
DBX ETF TRXTRACK USD HIGH23305143203SH SOLE1300
DBX ETF TRXTRACK MSCI JAPN2330515071593,957SH SOLE13,95700
DBX ETF TRXTRACK MSCI EURP2330518531786,290SH SOLE16,29000
DEAN FOODS CO NEWCOM NEW2423702037424,295SH DFND124,29500
DEAN FOODS CO NEWCOM NEW2423702033411,316SH SOLE211,31600
DECKERS OUTDOOR CORPCOM2435371075964,174SH SOLE14,17400
DECKERS OUTDOOR CORPCOM2435371078205,577SH DFND105,57700
DECKERS OUTDOOR CORPCOM2435371079856,703SH DFND136,70300
DECKERS OUTDOOR CORPCOM2435371072,10214,299SH DFND114,29900
DECKERS OUTDOOR CORPCOM24353710752356SH DFND135600
DEERE & COCOM2441991052,07413,193SH SOLE113,19300
DEERE & COCOM24419910512,57578,674SH SOLE278,67400
DEERE & COCOM24419910502SH DFND1200
DEERE & COCOM244199105112698SH DFND3,169800
DEL FRISCOS RESTAURANT GROUPCOM245077102277,542SH SOLE17,54200
DEL FRISCOS RESTAURANT GROUPCOM24507710200SH SOLE2000
DEL TACO RESTAURANTS INCCOM24549610487086,455SH SOLE286,45500
DELEK US HLDGS INC NEWCOM24665A10344935SH SOLE193500
DELEK US HLDGS INC NEWCOM24665A10346912,876SH DFND112,87600
DELEK US HLDGS INC NEWCOM24665A1031,80949,675SH SOLE249,67500
DELL TECHNOLOGIES INCCL C24703L2022945,053SH SOLE15,05300
DELL TECHNOLOGIES INCCL C24703L2021,25621,393SH DFND121,39300
DELL TECHNOLOGIES INCCL C24703L2024,30873,409SH SOLE273,40900
DELL TECHNOLOGIES INCCL C24703L2022093,569SH DFND13,56900
DELL TECHNOLOGIES INCCL C24703L20215251SH DFND3,125100
DELPHI TECHNOLOGIES PLCS3G2709G10738419,943SH SOLE219,94300
DELPHI TECHNOLOGIES PLCS3G2709G10702SH DFND1200
DELPHI TECHNOLOGIES PLCS3G2709G1073133SH DFND3,113300
DELTA AIR LINES INC DELCOM NEW2473617022,20041,113SH SOLE141,11300
DELTA AIR LINES INC DELCOM NEW2473617027,146138,356SH SOLE2138,35600
DELTA AIR LINES INC DELCOM NEW247361702473SH DFND17300
DELTA AIR LINES INC DELCOM NEW247361702841,621SH DFND3,11,62100
DELUXE CORPCOM2480191015,757131,669SH SOLE2131,66900
DELUXE CORPCOM2480191016142SH DFND3,114200
DENNYS CORPCOM24869P104384,090SH SOLE14,09000
DENNYS CORPCOM24869P10451928,261SH DFND1028,26100
DENNYS CORPCOM24869P10419410,562SH DFND110,56200
DENTSPLY SIRONA INCCOM24906P109982,042SH SOLE12,04200
DENTSPLY SIRONA INCCOM24906P1091863,753SH DFND13,75300
DENTSPLY SIRONA INCCOM24906P1096,500131,083SH SOLE2131,08300
DENTSPLY SIRONA INCCOM24906P109521,055SH DFND11,05500
DERMIRA INCCOM24983L10457042,076SH DFND1042,07600
DESCARTES SYS GROUP INCCOM2499061081574,280SH SOLE14,28000
DEUTSCHE BANK AGNAMEN AKTD1819089802SH DFND1200
DEVON ENERGY CORP NEWCOM25179M1034,927156,119SH SOLE2156,11900
DEXCOM INCCOM2521311071351,094SH SOLE11,09400
DEXCOM INCCOM2521311079998,387SH DFND128,38700
DEXCOM INCCOM2521311075,37845,157SH SOLE245,15700
DEXCOM INCCOM252131107545SH DFND14500
DEXCOM INCCOM2521311072412,027SH DFND3,12,02700
DIAGEO P L CSPON ADR NEW25243Q2052,77717,329SH SOLE117,32900
DIAGEO P L CSPON ADR NEW25243Q2055,07531,019SH SOLE231,01900
DIAGEO P L CSPON ADR NEW25243Q20542257SH DFND125700
DIAGEO P L CSPON ADR NEW25243Q2051380SH DFND3,18000
DIAMOND HILL INVESTMENT GROUCOM NEW25264R2071741,245SH DFND11,24500
DIAMOND OFFSHORE DRILLING INCOM25271C102242,323SH SOLE22,32300
DIAMOND S SHIPPING INCCOMY2067610544142,422SH SOLE242,42200
DIAMONDBACK ENERGY INCCOM25278X10954485SH SOLE148500
DIAMONDBACK ENERGY INCCOM25278X1096,32162,261SH DFND862,26100
DIAMONDBACK ENERGY INCCOM25278X1099,61394,679SH SOLE294,67900
DIAMONDBACK ENERGY INCCOM25278X1091871,842SH DFND11,84200
DIAMONDROCK HOSPITALITY COCOM252784301787,757SH SOLE17,75700
DIAMONDROCK HOSPITALITY COCOM2527843012,419223,345SH SOLE2223,34500
DIANA SHIPPING INCCOMY2066G104355126,039SH SOLE2126,03900
DICKS SPORTING GOODS INCCOM2533931021,14830,919SH SOLE130,91900
DIEBOLD NXDF INCCOM25365110340737,700SH SOLE137,70000
DIEBOLD NXDF INCCOM25365110344640,282SH DFND1340,28200
DIGI INTL INCCOM25379810223118,256SH SOLE218,25600
DIGIMARC CORP NEWCOM25381B10194029,955SH SOLE229,95500
DIGITAL RLTY TR INCCOM2538681032251,877SH SOLE11,87700
DIGITAL RLTY TR INCCOM25386810342,209354,696SH SOLE2354,69600
DIGITAL RLTY TR INCCOM2538681031901,600SH DFND11,60000
DILLARDS INCCL A2540671013996,105SH SOLE16,10500
DILLARDS INCCL A2540671012383,300SH SOLE23,30000
DILLARDS INCCL A254067101571SH DFND17100
DILLARDS INCCL A2540671012163,000SH DFND3,13,00000
DIME CMNTY BANCSHARESCOM25392210844523,756SH SOLE223,75600
DINE BRANDS GLOBAL INCCOM2544231065686,220SH DFND106,22000
DINE BRANDS GLOBAL INCCOM2544231061,27814,000SH DFND1314,00000
DINE BRANDS GLOBAL INCCOM25442310638417SH DFND141700
DINE BRANDS GLOBAL INCCOM2544231067818,583SH SOLE18,58300
DINE BRANDS GLOBAL INCCOM2544231064685,125SH SOLE25,12500
DINE BRANDS GLOBAL INCCOM25442310621229SH DFND122900
DIODES INCCOM25454310151514,837SH DFND1014,83700
DIODES INCCOM25454310163718,352SH DFND118,35200
DIODES INCCOM25454310142112,146SH SOLE212,14600
DIPLOMAT PHARMACY INCCOM25456K1015910,231SH SOLE210,23100
DISCOVER FINL SVCSCOM2547091081,49421,118SH SOLE121,11800
DISCOVER FINL SVCSCOM2547091085,62879,096SH SOLE279,09600
DISCOVER FINL SVCSCOM25470910824335SH DFND133500
DISCOVER FINL SVCSCOM254709108951,329SH DFND3,11,32900
DISCOVERY INCCOM SER A25470F10471326,376SH SOLE226,37600
DISCOVERY INCCOM SER C25470F3021,88073,942SH SOLE273,94200
DISCOVERY INCCOM SER A25470F1042378,788SH DFND3,18,78800
DISH NETWORK CORPCL A25470M1091,07233,841SH DFND133,84100
DISH NETWORK CORPCL A25470M10975222,673SH SOLE122,67300
DISH NETWORK CORPCL A25470M1093,719117,344SH SOLE2117,34400
DISH NETWORK CORPNOTE 3.375% 8/125470MAB5823969,000SH SOLE2969,00000
DISH NETWORK CORPNOTE 2.375% 3/125470MAD1101123,000SH SOLE2123,00000
DISH NETWORK CORPCL A25470M109263SH DFND16300
DISH NETWORK CORPCL A25470M10913399SH DFND3,139900
DISNEY WALT COCOM DISNEY25468710613,309119,865SH DFND8119,86500
DISNEY WALT COCOM DISNEY2546871062,05518,506SH DFND118,50600
DISNEY WALT COCOM DISNEY2546871062,85025,535SH SOLE125,53500
DISNEY WALT COCOM DISNEY25468710615,269137,525SH SOLE2137,52500
DISNEY WALT COCOM DISNEY2546871064594,130SH DFND14,13000
DISNEY WALT COCOM DISNEY2546871063683,311SH DFND3,13,31100
DMC GLOBAL INCCOM23291C10365513,197SH DFND1013,19700
DMC GLOBAL INCCOM23291C10325507SH DFND150700
DOCUSIGN INCCOM256163106451,094SH SOLE11,09400
DOCUSIGN INCCOM2561631063,51767,838SH SOLE267,83800
DOLBY LABORATORIES INCCOM CL A25659T1071,46823,317SH DFND123,31700
DOLBY LABORATORIES INCCOM CL A25659T1071,26319,122SH SOLE119,12200
DOLBY LABORATORIES INCCOM CL A25659T1071,14718,212SH SOLE218,21200
DOLLAR GEN CORP NEWCOM2566771052,90624,816SH SOLE124,81600
DOLLAR GEN CORP NEWCOM25667710518,735157,040SH SOLE2157,04000
DOLLAR GEN CORP NEWCOM2566771051941,630SH DFND11,63000
DOLLAR GEN CORP NEWCOM2566771052361,976SH DFND3,11,97600
DOLLAR TREE INCCOM2567461081,19710,310SH SOLE110,31000
DOLLAR TREE INCCOM2567461083,41732,526SH DFND1232,52600
DOLLAR TREE INCCOM25674610828,705273,277SH SOLE2273,27700
DOLLAR TREE INCCOM256746108875SH DFND17500
DOLLAR TREE INCCOM2567461082822,686SH DFND3,12,68600
DOMINION ENERGY INCCOM25746U1093104,149SH SOLE14,14900
DOMINION ENERGY INCCOM25746U1096,68587,199SH SOLE287,19900
DOMINION ENERGY INCCOM25746U10948623SH DFND162300
DOMINION ENERGY INCCOM25746U10932418SH DFND3,141800
DOMINOS PIZZA INCCOM25754A2012,3288,716SH SOLE18,71600
DOMINOS PIZZA INCCOM25754A2014,85518,811SH DFND818,81100
DOMINOS PIZZA INCCOM25754A2011,2654,900SH DFND14,90000
DOMINOS PIZZA INCCOM25754A2011,4695,692SH SOLE25,69200
DOMINOS PIZZA INCCOM25754A2011144SH DFND14400
DOMO INCCOM CL B25755410540610,072SH DFND1310,07200
DOMO INCCOM CL B2575541051855,401SH SOLE15,40100
DOMTAR CORPCOM NEW2575592031793,636SH SOLE13,63600
DOMTAR CORPCOM NEW2575592033066,158SH DFND16,15800
DOMTAR CORPCOM NEW2575592031,97639,789SH SOLE239,78900
DOMTAR CORPCOM NEW2575592037138SH DFND113800
DOMTAR CORPCOM NEW2575592035101SH DFND3,110100
DONALDSON INCCOM2576511091763,499SH SOLE13,49900
DONALDSON INCCOM2576511091,28825,720SH SOLE225,72000
DONNELLEY FINL SOLUTIONS INCCOM25787G1001,540103,497SH SOLE2103,49700
DONNELLEY FINL SOLUTIONS INCCOM25787G10001SH DFND1100
DONNELLEY FINL SOLUTIONS INCCOM25787G10008SH DFND3,1800
DONNELLEY R R & SONS COCOM257867200510,823SH SOLE110,82300
DONNELLEY R R & SONS COCOM25786720026054,996SH SOLE254,99600
DONNELLEY R R & SONS COCOM25786720003SH DFND1300
DORCHESTER MINERALS LPCOM UNIT25820R10533418,274SH SOLE218,27400
DORMAN PRODUCTS INCCOM2582781004744,852SH SOLE14,85200
DORMAN PRODUCTS INCCOM2582781004675,300SH DFND135,30000
DORMAN PRODUCTS INCCOM2582781001862,115SH SOLE22,11500
DORMAN PRODUCTS INCCOM258278100671SH DFND17100
DOUGLAS EMMETT INCCOM25960P10969117,144SH SOLE117,14400
DOUGLAS EMMETT INCCOM25960P10922,738562,538SH SOLE2562,53800
DOUGLAS EMMETT INCCOM25960P10902SH DFND1200
DOVER CORPCOM26000310866686SH SOLE168600
DOVER CORPCOM2600031082,27624,261SH SOLE224,26100
DOVER CORPCOM260003108443SH DFND3,14300
DOWDUPONT INCCOM26078J1004,13577,461SH SOLE177,46100
DOWDUPONT INCCOM26078J10017,543329,078SH DFND8329,07800
DOWDUPONT INCCOM26078J10021,973412,183SH SOLE2412,18300
DOWDUPONT INCWHEN ISSUED26078J11802,800SH SOLE22,80000
DOWDUPONT INCCOM26078J10020375SH DFND3,137500
DOWDUPONT INCCOM26078J1003787,090SH DFND17,09000
DOWDUPONT INCCOM26078J10010187SH DFND3,118700
DR REDDYS LABS LTDADR25613520347011,600SH SOLE211,60000
DRIL QUIP INCCOM262037104551,298SH SOLE11,29800
DRIL QUIP INCCOM2620371042,71059,108SH SOLE259,10800
DRIL QUIP INCCOM262037104250SH DFND15000
DSW INCCL A23334L10223210,430SH DFND110,43000
DSW INCCL A23334L1024,276192,422SH SOLE2192,42200
DSW INCCL A23334L1021145,147SH DFND3,15,14700
DTE ENERGY COCOM2333311071,91015,301SH SOLE115,30100
DTE ENERGY COCOM2333311071,1148,932SH DFND18,93200
DTE ENERGY COCOM2333311079,63977,272SH SOLE277,27200
DTE ENERGY COUNIT 99/99/99992333318832744,955SH SOLE24,95500
DTE ENERGY COCOM23333110745359SH DFND135900
DTE ENERGY COCOM23333110719150SH DFND3,115000
DUKE ENERGY CORP NEWCOM NEW26441C2043,33237,049SH SOLE137,04900
DUKE ENERGY CORP NEWCOM NEW26441C20417,589195,433SH SOLE2195,43300
DUKE ENERGY CORP NEWCOM NEW26441C20423250SH DFND3,125000
DUKE ENERGY CORP NEWCOM NEW26441C20455609SH DFND160900
DUKE ENERGY CORP NEWCOM NEW26441C204333SH DFND3,13300
DUKE REALTY CORPCOM NEW264411505802,640SH SOLE12,64000
DUKE REALTY CORPCOM NEW26441150555318,080SH DFND118,08000
DUKE REALTY CORPCOM NEW26441150526,522867,313SH SOLE2867,31300
DUKE REALTY CORPCOM NEW2644115057245SH DFND124500
DULUTH HLDGS INCCOM CL B26443V101502,089SH SOLE22,08900
DUNKIN BRANDS GROUP INCCOM2655041002874,275SH SOLE14,27500
DUNKIN BRANDS GROUP INCCOM26550410032,513432,924SH SOLE2432,92400
DUNKIN BRANDS GROUP INCCOM26550410013172SH DFND117200
DXC TECHNOLOGY COCOM23355L1063,11547,392SH SOLE147,39200
DXC TECHNOLOGY COCOM23355L1066,20496,475SH DFND196,47500
DXC TECHNOLOGY COCOM23355L1061,74427,123SH SOLE227,12300
DXC TECHNOLOGY COCOM23355L10603SH DFND3,1300
DXC TECHNOLOGY COCOM23355L106112SH DFND3,11200
DXC TECHNOLOGY COCOM23355L106111SH DFND3,11100
DXC TECHNOLOGY COCOM23355L106233SH DFND3,13300
DXC TECHNOLOGY COCOM23355L10601SH DFND3,1100
DXC TECHNOLOGY COCOM23355L10615240SH DFND3,124000
DXC TECHNOLOGY COCOM23355L10622349SH DFND134900
DXC TECHNOLOGY COCOM23355L10625383SH DFND3,138300
DXP ENTERPRISES INC NEWCOM NEW233377407299SH SOLE19900
DXP ENTERPRISES INC NEWCOM NEW233377407832,138SH SOLE22,13800
DYCOM INDS INCCOM26747510116305SH SOLE130500
DYCOM INDS INCCOM2674751017,524163,779SH SOLE2163,77900
DYCOM INDS INCNOTE 0.750% 9/1267475AB7268291,000SH SOLE2291,00000
DYNEX CAP INCCOM NEW26817Q506406,527SH DFND16,52700
E TRADE FINANCIAL CORPCOM NEW2692464014649,698SH SOLE19,69800
E TRADE FINANCIAL CORPCOM NEW2692464014,16789,754SH SOLE289,75400
E TRADE FINANCIAL CORPCOM NEW26924640117374SH DFND137400
E TRADE FINANCIAL CORPCOM NEW26924640152311,275SH DFND3,111,27500
EAGLE BANCORP INC MDCOM2689481062365,514SH SOLE15,51400
EAGLE BANCORP INC MDCOM2689481062675,313SH DFND135,31300
EAGLE BANCORP INC MDCOM2689481062,08041,440SH SOLE241,44000
EAGLE MATERIALS INCCOM26969P1082783,300SH SOLE23,30000
EAGLE PHARMACEUTICALS INCCOM269796108621,221SH SOLE21,22100
EART3TONE ENERGY INCCL A27032D304857121,028SH SOLE2121,02800
EAST WEST BANCORP INCCOM27579R1042495,552SH SOLE15,55200
EAST WEST BANCORP INCCOM27579R10412,213254,590SH SOLE2254,59000
EAST WEST BANCORP INCCOM27579R10409SH DFND1900
EAST WEST BANCORP INCCOM27579R1046122SH DFND3,112200
EASTERLY GOVT PPTYS INCCOM27616P1034,834268,386SH SOLE2268,38600
EASTGROUP PPTY INCCOM27727610152494SH SOLE149400
EASTGROUP PPTY INCCOM2772761017987,151SH DFND17,15100
EASTGROUP PPTY INCCOM2772761014854,343SH SOLE24,34300
EASTMAN CHEMICAL COCOM2774321001,28216,090SH SOLE116,09000
EASTMAN CHEMICAL COCOM27743210079415,990SH DFND115,99000
EASTMAN CHEMICAL COCOM27743210079610,496SH SOLE210,49600
EASTMAN CHEMICAL COCOM2774321009122SH DFND112200
EASTMAN CHEMICAL COCOM277432100797SH DFND3,19700
EATON CORP PLCS3G291831032,85234,343SH SOLE134,34300
EATON CORP PLCS3G291831036,62982,289SH SOLE282,28900
EATON CORP PLCS3G291831031091,352SH DFND11,35200
EATON CORP PLCS3G2918310328351SH DFND3,135100
EATON VANCE CORPCOM NON VTG2782651032,05150,880SH SOLE250,88000
EATON VANCE CORPCOM NON VTG2782651037173SH DFND117300
EATON VANCE CORPCOM NON VTG2782651035124SH DFND3,112400
EBAY INCCOM2786421032,11056,044SH SOLE156,04400
EBAY INCCOM2786421036,220167,475SH DFND1167,47500
EBAY INCCOM2786421033,944106,191SH SOLE2106,19100
EBAY INCCOM278642103391,041SH DFND11,04100
EBAY INCCOM27864210358415,715SH DFND3,115,71500
EBIX INCCOM NEW2787152063326,720SH SOLE26,72000
ECHO GLOBAL LOGISTICS INCCOM27875T101572,157SH SOLE12,15700
ECHO GLOBAL LOGISTICS INCCOM27875T101873,520SH SOLE23,52000
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA9218220,000SH SOLE2220,00000
ECHOSTAR CORPCL A2787681068280SH SOLE128000
ECHOSTAR CORPCL A2787681062,54769,870SH SOLE269,87000
ECOLAB INCCOM2788651004,23323,564SH SOLE123,56400
ECOLAB INCCOM2788651009955,636SH SOLE25,63600
ECOLAB INCCOM2788651002371,344SH DFND11,34400
ECOPETROL S ASPONSORED ADS2791581099,803457,240SH SOLE2457,24000
EDGEWELL PERS CARE COCOM28035Q10252712,006SH SOLE212,00600
EDGEWELL PERS CARE COCOM28035Q102250SH DFND3,15000
EDISON INTLCOM28102010745632SH SOLE163200
EDISON INTLCOM28102010719,027307,291SH SOLE2307,29100
EDISON INTLCOM281020107233SH DFND13300
EDITAS MEDICINE INCCOM28106W10340114,947SH SOLE114,94700
EDITAS MEDICINE INCCOM28106W10365226,678SH DFND1326,67800
EDWARDS LIFESCIENCES CORPCOM28176E108156760SH SOLE176000
EDWARDS LIFESCIENCES CORPCOM28176E10823,239121,458SH SOLE2121,45800
EDWARDS LIFESCIENCES CORPCOM28176E1081053SH DFND15300
EGAIN CORPCOM NEW28225C80612111,620SH SOLE211,62000
EHEALTH INCCOM28238P1095959,539SH DFND109,53900
EHEALTH INCCOM28238P1093956,331SH SOLE26,33100
EL PASO ELEC COCOM NEW2836778542554,343SH SOLE24,34300
EL PASO ENERGY CAP TR IPFD CV TR SECS2836782092865,281SH SOLE25,28100
ELANCO ANIMAL HEALTH INCCOM28414H1033,340102,625SH SOLE1102,62500
ELANCO ANIMAL HEALTH INCCOM28414H1038,686270,832SH SOLE2270,83200
ELASTIC N VORD S3N145061044956,200SH SOLE26,20000
ELDORADO RESORTS INCCOM28470R102591,224SH SOLE11,22400
ELDORADO RESORTS INCCOM28470R1023,51475,260SH SOLE275,26000
ELECTRONIC ARTS INCCOM2855121093,42732,186SH SOLE132,18600
ELECTRONIC ARTS INCCOM28551210918,117178,266SH SOLE2178,26600
ELECTRONIC ARTS INCCOM28551210922217SH DFND121700
ELECTRONIC ARTS INCCOM285512109992SH DFND3,19200
ELECTRONICS FOR IMAGING INCCOM2860821026,904256,636SH SOLE2256,63600
ELEMENT SOLUTIONS INCCOM28618M10655855,253SH SOLE255,25300
ELEMENT SOLUTIONS INCCOM28618M10638337,920SH DFND3,137,92000
ELLIE MAE INCCOM28849P1001321,111SH SOLE11,11100
ELLINGTON FINANCIAL INCCOM28852N10947326,420SH SOLE226,42000
EMBRAER S ASPONSORED ADS29082A10722611,859SH SOLE111,85900
EMBRAER S ASPONSORED ADS29082A1074,511237,294SH SOLE2237,29400
EMCOR GROUP INCCOM29084Q1002873,617SH SOLE13,61700
EMCOR GROUP INCCOM29084Q1001,54421,131SH DFND121,13100
EMCOR GROUP INCCOM29084Q10011,949163,500SH SOLE2163,50000
EMCOR GROUP INCCOM29084Q1008104SH DFND3,110400
EMERALD EXPOSITIONS EVENTS ICOM29103B10039030,712SH SOLE230,71200
EMERALD EXPOSITIONS EVENTS ICOM29103B10020015,745SH DFND3,115,74500
EMERGENT BIOSOLUTIONS INCCOM29089Q1051433,408SH SOLE13,40800
EMERGENT BIOSOLUTIONS INCCOM29089Q10597219,248SH SOLE219,24800
EMERGENT BIOSOLUTIONS INCCOM29089Q1053857,621SH DFND3,17,62100
EMERSON ELEC COCOM2910111042012,893SH SOLE12,89300
EMERSON ELEC COCOM2910111046,64297,012SH DFND897,01200
EMERSON ELEC COCOM2910111041,79726,248SH DFND126,24800
EMERSON ELEC COCOM2910111048,524124,493SH SOLE2124,49300
EMERSON ELEC COCOM29101110460870SH DFND187000
EMERSON ELEC COCOM2910111048110SH DFND3,111000
EMPIRE ST RLTY OP L PUNIT LTD PRTNSP292102100482,986SH SOLE22,98600
EMPIRE ST RLTY TR INCCL A292104106643,868SH SOLE13,86800
EMPIRE ST RLTY TR INCCL A29210410612,061763,375SH SOLE2763,37500
EMPLOYERS HOLDINGS INCCOM2922181041924,795SH SOLE24,79500
ENANTA PHARMACEUTICALS INCCOM29251M1061,97120,639SH SOLE220,63900
ENBRIDGE INCCOM29250N1052917,734SH SOLE17,73400
ENBRIDGE INCCOM29250N1057,121196,395SH SOLE2196,39500
ENBRIDGE INCCOM29250N10579922,044SH DFND3,122,04400
ENCANA CORPCOM2925051043,511488,408SH SOLE1488,40800
ENCANA CORPCOM2925051042,912402,187SH SOLE2402,18700
ENCOMPASS HEALTH CORPCOM29261A1004166,847SH SOLE16,84700
ENCOMPASS HEALTH CORPCOM29261A1003,92467,200SH DFND867,20000
ENCOMPASS HEALTH CORPCOM29261A1009,088155,619SH SOLE2155,61900
ENCOMPASS HEALTH CORPCOM29261A1003596,149SH DFND3,16,14900
ENCORE CAP GROUP INCCOM292554102281,045SH SOLE21,04500
ENCORE WIRE CORPCOM29256210517468SH SOLE146800
ENCORE WIRE CORPCOM2925621052404,200SH DFND14,20000
ENCORE WIRE CORPCOM2925621052253,932SH SOLE23,93200
ENDO INTL PLCS3G304011069712,038SH SOLE212,03800
ENDO INTL PLCS3G3040110602SH DFND1200
ENDO INTL PLCS3G304011065618SH DFND3,161800
ENEL AMERICAS S ASPONSORED ADR29274F10485195,300SH SOLE295,30000
ENEL CHILE S ASPONSORED ADR29278D105596114,971SH SOLE2114,97100
ENERGIZER HLDGS INC NEWCOM29272W10932857SH SOLE185700
ENERGIZER HLDGS INC NEWCOM29272W1094,20293,522SH SOLE293,52200
ENERGIZER HLDGS INC NEWCOM29272W10916367SH DFND136700
ENERGIZER HLDGS INC NEWCOM29272W109250SH DFND3,15000
ENERGY RECOVERY INCCOM29270J100647,274SH DFND17,27400
ENERGY RECOVERY INCCOM29270J100273,113SH SOLE23,11300
ENERGY TRANSFER LPCOM UT LTD PTN29273V10069445,161SH SOLE245,16100
ENERGY TRANSFER LPCOM UT LTD PTN29273V1002,975193,564SH DFND3,1193,56400
ENERSYSCOM29275Y1023,54354,367SH SOLE254,36700
ENERSYSCOM29275Y102584SH DFND3,18400
ENI S P ASPONSORED ADR26874R10821619SH SOLE161900
ENI S P ASPONSORED ADR26874R10829823SH SOLE282300
ENNIS INCCOM29338910221110,155SH DFND110,15500
ENNIS INCCOM29338910281339,142SH SOLE239,14200
ENNIS INCCOM2933891021416,795SH DFND3,16,79500
ENOVA INTL INCCOM29357K10324510,735SH DFND110,73500
ENOVA INTL INCCOM29357K10394541,414SH SOLE241,41400
ENOVA INTL INCCOM29357K103156SH DFND3,15600
ENPHASE ENERGY INCCOM29355A10763769,027SH DFND1069,02700
ENPHASE ENERGY INCCOM29355A107586,247SH SOLE26,24700
ENPRO INDS INCCOM29355X1071632,163SH SOLE12,16300
ENPRO INDS INCCOM29355X1075,24981,442SH SOLE281,44200
ENSCO JERSEY FIN LTDNOTE 3.000% 1/329359WAB1285370,000SH SOLE2370,00000
ENSCO PLCS3 CLASS AG3157S10661,402SH SOLE21,40200
ENSIGN GROUP INCCOM29358P1016,473126,455SH DFND8126,45500
ENSIGN GROUP INCCOM29358P10162012,104SH DFND1012,10400
ENSIGN GROUP INCCOM29358P1011062,064SH SOLE12,06400
ENSTAR GROUP LIMITEDS3G3075P1014452,556SH SOLE22,55600
ENSTAR GROUP LIMITEDS3G3075P1011,3227,600SH DFND17,60000
ENSTAR GROUP LIMITEDS3G3075P1017424,266SH DFND3,14,26600
ENTEGRIS INCCOM29362U104651,986SH SOLE11,98600
ENTEGRIS INCCOM29362U1046,204173,839SH SOLE2173,83900
ENTEGRIS INCCOM29362U10461417,200SH DFND3,117,20000
ENTERGY CORP NEWCOM29364G1032,07221,691SH SOLE121,69100
ENTERGY CORP NEWCOM29364G1031711,791SH DFND11,79100
ENTERGY CORP NEWCOM29364G1036,75870,665SH SOLE270,66500
ENTERGY CORP NEWCOM29364G103442SH DFND14200
ENTERPRISE FINL SVCS CORPCOM2937121051,39234,152SH SOLE234,15200
ENTERPRISE PRODS PARTNERS LCOM2937921077,972273,952SH SOLE2273,95200
ENTERPRISE PRODS PARTNERS LCOM2937921073,644125,232SH DFND3,1125,23200
ENTRAVISION COMMUNICATIONS CCL A29382R1071,207372,635SH SOLE2372,63500
ENVESTNET INCCOM29404K1061842,972SH SOLE12,97200
ENVESTNET INCCOM29404K10671110,872SH DFND1010,87200
ENVESTNET INCCOM29404K1063034,641SH SOLE24,64100
ENZO BIOCHEM INCCOM2941001026624,225SH SOLE224,22500
EOG RES INCCOM26875P1013,17133,426SH SOLE133,42600
EOG RES INCCOM26875P1017978,370SH DFND18,37000
EOG RES INCCOM26875P1015,72660,157SH SOLE260,15700
EOG RES INCCOM26875P10136380SH DFND138000
EOG RES INCCOM26875P10110102SH DFND3,110200
EPAM SYS INCCOM29414B104736SH SOLE13600
EPAM SYS INCCOM29414B1041,6029,474SH DFND129,47400
EPAM SYS INCCOM29414B1049955,881SH SOLE25,88100
EPLUS INCCOM2942681071621,739SH SOLE11,73900
EPLUS INCCOM2942681071101,247SH SOLE21,24700
EQM MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1002254,881SH SOLE24,88100
EQT CORPCOM26884L109251,303SH SOLE11,30300
EQT CORPCOM26884L10972534,941SH DFND134,94100
EQT CORPCOM26884L1094,027194,165SH SOLE2194,16500
EQUIFAX INCCOM2944291051,19510,085SH SOLE210,08500
EQUIFAX INCCOM29442910582690SH DFND169000
EQUINIX INCCOM29444U7001,4123,113SH SOLE13,11300
EQUINIX INCCOM29444U70039,01886,103SH SOLE286,10300
EQUINIX INCCOM29444U7002248SH DFND14800
EQUINOR ASASPONSORED ADR29446M10234618,531SH SOLE118,53100
EQUINOR ASASPONSORED ADR29446M10224,7171,125,050SH DFND111,125,05000
EQUINOR ASASPONSORED ADR29446M10217,783809,409SH SOLE2809,40900
EQUINOR ASASPONSORED ADR29446M10201SH DFND1100
EQUITRANS MIDSTREAM CORPORATCOM29460010113793SH SOLE179300
EQUITRANS MIDSTREAM CORPORATCOM2946001016,265287,632SH SOLE2287,63200
EQUITRANS MIDSTREAM CORPORATCOM294600101149SH DFND3,14900
EQUITY COMWLTHCOM SH BEN INT2946281021996,469SH SOLE16,46900
EQUITY COMWLTHCOM SH BEN INT2946281021,49045,583SH DFND145,58300
EQUITY COMWLTHCOM SH BEN INT29462810244,9981,376,506SH SOLE21,376,50600
EQUITY COMWLTHCOM SH BEN INT2946281022969,055SH DFND3,19,05500
EQUITY LIFESTYLE PPTYS INCCOM29472R10839,240343,307SH SOLE2343,30700
EQUITY RESIDENTIALSH BEN INT29476L10792912,313SH SOLE112,31300
EQUITY RESIDENTIALSH BEN INT29476L10725,216334,781SH SOLE2334,78100
ERICSSONADR B SEK 102948216086,130667,716SH SOLE2667,71600
ERICSSONADR B SEK 1029482160804SH DFND1400
ERICSSONADR B SEK 10294821608161,796SH DFND3,11,79600
ERIE INDTY COCL A29530P1022,66114,503SH SOLE114,50300
ERIE INDTY COCL A29530P1023,77121,121SH SOLE221,12100
ESCO TECHNOLOGIES INCCOM2963151042353,505SH SOLE23,50500
ESSA BANCORP INCCOM29667D10424314,924SH SOLE114,92400
ESSA BANCORP INCCOM29667D10405SH DFND1500
ESSENT GROUP LTDCOMG3198U1022796,104SH SOLE16,10400
ESSENT GROUP LTDCOMG3198U10246810,771SH DFND1310,77100
ESSENT GROUP LTDCOMG3198U1028,198188,673SH SOLE2188,67300
ESSENT GROUP LTDCOMG3198U102362SH DFND3,16200
ESSENTIAL PPTYS RLTY TR INCCOM29670E1071417,241SH DFND17,24100
ESSENTIAL PPTYS RLTY TR INCCOM29670E1071,69286,677SH SOLE286,67700
ESSEX PPTY TR INCCOM29717810560191SH SOLE119100
ESSEX PPTY TR INCCOM29717810557,360198,314SH SOLE2198,31400
ETHAN ALLEN INTERIORS INCCOM29760210422211,610SH SOLE211,61000
ETSY INCCOM29786A10679111,762SH DFND1011,76200
ETSY INCCOM29786A1062724,041SH DFND124,04100
ETSY INCCOM29786A1062,87242,722SH SOLE242,72200
ETSY INCNOTE 3/029786AAC0434225,000SH SOLE2225,00000
ETSY INCCOM29786A10602SH DFND3,1200
EURONET WORLDWIDE INCCOM2987361091871,312SH SOLE11,31200
EURONET WORLDWIDE INCCOM2987361098666,076SH DFND106,07600
EURONET WORLDWIDE INCCOM29873610920,467143,536SH SOLE2143,53600
EURONET WORLDWIDE INCCOM2987361096784,753SH DFND3,14,75300
EVERBRIDGE INCCOM29978A1041441,878SH SOLE11,87800
EVERBRIDGE INCCOM29978A10481610,878SH DFND1010,87800
EVERBRIDGE INCCOM29978A10486311,507SH SOLE211,50700
EVERCORE INCCLASS A29977A1053,66040,224SH DFND840,22400
EVERCORE INCCLASS A29977A1057628,373SH DFND18,37300
EVERCORE INCCLASS A29977A105887SH SOLE18700
EVERCORE INCCLASS A29977A1055,41259,468SH SOLE259,46800
EVERCORE INCCLASS A29977A105329SH DFND12900
EVERCORE INCCLASS A29977A1055075,568SH DFND3,15,56800
EVEREST RE GROUP LTDCOMG3223R1082,24810,106SH SOLE110,10600
EVEREST RE GROUP LTDCOMG3223R10822,816105,651SH DFND11105,65100
EVEREST RE GROUP LTDCOMG3223R1081,5217,043SH DFND17,04300
EVEREST RE GROUP LTDCOMG3223R10833,064153,101SH SOLE2153,10100
EVEREST RE GROUP LTDCOMG3223R1081989SH DFND18900
EVEREST RE GROUP LTDCOMG3223R10832146SH DFND3,114600
EVERGY INCCOM30034W1063025,537SH SOLE15,53700
EVERGY INCCOM30034W1065739,878SH DFND19,87800
EVERGY INCCOM30034W10613,567233,717SH SOLE2233,71700
EVERGY INCCOM30034W10608SH DFND1800
EVERI HLDGS INCCOM30034T10364761,486SH DFND1061,48600
EVERI HLDGS INCCOM30034T10314413,672SH DFND113,67200
EVERSOURCE ENERGYCOM30040W1082,11529,704SH SOLE129,70400
EVERSOURCE ENERGYCOM30040W1085,38475,884SH SOLE275,88400
EVERSOURCE ENERGYCOM30040W10854765SH DFND176500
EVERTEC INCCOM30040P10356120,189SH DFND120,18900
EVERTEC INCCOM30040P1031,50454,076SH SOLE254,07600
EVO PMTS INCCL A COM26927E1041,06636,700SH SOLE236,70000
EVOLENT HEALTH INCCL A30050B10141332,801SH SOLE232,80100
EVOLUS INCCOM30052C10741618,428SH DFND1018,42800
EVOQUA WATER TECHNOLOGIES COCOM30057T10539931,710SH SOLE231,71000
EXACT SCIENCES CORPCOM30063P1052112,293SH SOLE12,29300
EXACT SCIENCES CORPCOM30063P10518,843217,540SH SOLE2217,54000
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA3362265,000SH SOLE2265,00000
EXANTAS CAP CORPCOM NEW30068N1051059,890SH DFND19,89000
EXANTAS CAP CORPCOM NEW30068N1051,295121,800SH SOLE2121,80000
EXELIXIS INCCOM30161Q10478633,340SH SOLE133,34000
EXELIXIS INCCOM30161Q1041,18149,614SH DFND1349,61400
EXELIXIS INCCOM30161Q10465727,592SH DFND127,59200
EXELIXIS INCCOM30161Q10460425,373SH SOLE225,37300
EXELIXIS INCCOM30161Q1044189SH DFND3,118900
EXELON CORPCOM30161N1014,33884,925SH SOLE184,92500
EXELON CORPCOM30161N10110,166202,793SH DFND1202,79300
EXELON CORPCOM30161N1013,35166,842SH SOLE266,84200
EXELON CORPCOM30161N10143852SH DFND185200
EXELON CORPCOM30161N10117341SH DFND3,134100
EXLSERVICE HOLDINGS INCCOM3020811042864,434SH SOLE14,43400
EXLSERVICE HOLDINGS INCCOM3020811044056,756SH SOLE26,75600
EXPEDIA GROUP INCCOM NEW30212P3033743,171SH SOLE13,17100
EXPEDIA GROUP INCCOM NEW30212P3033,63130,510SH DFND130,51000
EXPEDIA GROUP INCCOM NEW30212P30319,685165,418SH SOLE2165,41800
EXPEDIA GROUP INCCOM NEW30212P30334288SH DFND3,128800
EXPEDITORS INTL WASH INCCOM30213010911,149146,894SH DFND1146,89400
EXPEDITORS INTL WASH INCCOM3021301091,53819,016SH SOLE119,01600
EXPEDITORS INTL WASH INCCOM30213010923,180305,401SH SOLE2305,40100
EXPEDITORS INTL WASH INCCOM3021301096078,000SH DFND18,00000
EXPEDITORS INTL WASH INCCOM30213010936471SH DFND147100
EXPONENT INCCOM30214U1023506,026SH SOLE16,02600
EXPONENT INCCOM30214U102590SH SOLE29000
EXPRESS INCCOM30219E103349,804SH SOLE19,80400
EXPRESS INCCOM30219E1030114SH DFND3,111400
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200271,371SH SOLE11,37100
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,77498,819SH DFND198,81900
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20011,091617,908SH SOLE2617,90800
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200512,850SH DFND3,12,85000
EXTERRAN CORPCOM30227H106271,627SH SOLE21,62700
EXTRA SPACE STORAGE INCCOM30225T1029259,018SH SOLE19,01800
EXTRA SPACE STORAGE INCCOM30225T10232,200315,969SH SOLE2315,96900
EXTRACTION OIL AND GAS INCCOM30227M1057920,500SH SOLE120,50000
EXTRACTION OIL AND GAS INCCOM30227M10535684,267SH SOLE284,26700
EXTREME NETWORKS INCCOM30226D10635146,817SH SOLE246,81700
EXXON MOBIL CORPCOM30231G1025,51068,042SH SOLE168,04200
EXXON MOBIL CORPCOM30231G1025,11163,253SH DFND163,25300
EXXON MOBIL CORPCOM30231G10223,518291,060SH SOLE2291,06000
EXXON MOBIL CORPCOM30231G102811,000SH DFND3,11,00000
EXXON MOBIL CORPCOM30231G1023814,713SH DFND14,71300
EXXON MOBIL CORPCOM30231G1023123,857SH DFND3,13,85700
F M C CORPCOM NEW3024913031712,193SH SOLE12,19300
F M C CORPCOM NEW30249130369893SH DFND189300
F M C CORPCOM NEW3024913036,79188,407SH SOLE288,40700
F M C CORPCOM NEW302491303232SH DFND13200
F5 NETWORKS INCCOM3156161022061,412SH SOLE11,41200
F5 NETWORKS INCCOM3156161021,0896,942SH DFND16,94200
F5 NETWORKS INCCOM3156161023,11819,866SH SOLE219,86600
F5 NETWORKS INCCOM315616102535SH DFND13500
F5 NETWORKS INCCOM31561610267430SH DFND3,143000
FABRINETS3G3323L10037562SH SOLE156200
FACEBOOK INCCL A30303M1028,82952,964SH DFND1252,96400
FACEBOOK INCCL A30303M1029,00254,002SH DFND154,00200
FACEBOOK INCCL A30303M1029,39055,233SH SOLE155,23300
FACEBOOK INCCL A30303M102132,246793,366SH SOLE2793,36600
FACEBOOK INCCL A30303M1022371,422SH DFND11,42200
FACEBOOK INCCL A30303M1021731,038SH DFND3,11,03800
FACTSET RESH SYS INCCOM3030751056722,868SH SOLE12,86800
FACTSET RESH SYS INCCOM3030751054,82519,435SH DFND819,43500
FACTSET RESH SYS INCCOM3030751051,0064,053SH DFND14,05300
FACTSET RESH SYS INCCOM3030751052,50410,084SH SOLE210,08400
FACTSET RESH SYS INCCOM303075105312SH DFND11200
FAIR ISAAC CORPCOM3032501043951,400SH SOLE11,40000
FAIR ISAAC CORPCOM3032501046522,402SH DFND102,40200
FAIR ISAAC CORPCOM3032501041,9887,320SH SOLE27,32000
FASTENAL COCOM3119001041,57824,737SH SOLE124,73700
FASTENAL COCOM3119001042,52439,244SH SOLE239,24400
FASTENAL COCOM31190010404SH DFND1400
FEDERAL AGRIC MTG CORPCL C313148306688SH SOLE18800
FEDERAL REALTY INVT TRSH BEN INT NEW31374720636241SH SOLE124100
FEDERAL REALTY INVT TRSH BEN INT NEW31374720614,854107,758SH SOLE2107,75800
FEDERAL REALTY INVT TRSH BEN INT NEW31374720683600SH DFND160000
FEDERAL SIGNAL CORPCOM3138551084167SH DFND3,116700
FEDERATED INVS INC PACL B31421110352418,614SH SOLE118,61400
FEDERATED INVS INC PACL B31421110387429,813SH DFND1329,81300
FEDERATED INVS INC PACL B31421110336212,365SH SOLE212,36500
FEDERATED INVS INC PACL B3142111033119SH DFND111900
FEDERATED INVS INC PACL B31421110347516,202SH DFND3,116,20200
FEDEX CORPCOM31428X1061,0035,204SH SOLE15,20400
FEDEX CORPCOM31428X1064,56825,183SH DFND825,18300
FEDEX CORPCOM31428X10628,256155,757SH SOLE2155,75700
FEDEX CORPCOM31428X1063742,060SH DFND12,06000
FEDEX CORPCOM31428X10694517SH DFND3,151700
FEDNAT HLDG COCOM31431B1097419SH SOLE241900
FERRARI N VCOMN3167Y10320,510153,290SH SOLE2153,29000
FERRARI N VCOMN3167Y10313100SH DFND110000
FERRARI N VCOMN3167Y1032011,500SH DFND3,11,50000
FERRELLGAS PARTNERS L.P.UNIT LTD PART3152931003224,158SH DFND3,124,15800
FERRO CORPCOM315405100502,262SH SOLE12,26200
FERRO CORPCOM315405100965,070SH SOLE25,07000
FERRO CORPCOM3154051001709,000SH DFND3,19,00000
FERROGLOBE PLCS3G338561085325,679SH SOLE225,67900
FGL HLDGSORD S3G3402M10245157,348SH SOLE257,34800
FIAT CHRYSLER AUTOMOBILES NS3N3173810257238,490SH SOLE238,49000
FIAT CHRYSLER AUTOMOBILES NS3N317381023175SH DFND117500
FIBROGEN INCCOM31572Q8081,35124,860SH SOLE224,86000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3031383,765SH SOLE23,76500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30305SH DFND1500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303561,542SH DFND3,11,54200
FIDELITY NATL INFORMATION SVCOM31620M1061,0349,159SH SOLE19,15900
FIDELITY NATL INFORMATION SVCOM31620M10613,148116,251SH DFND8116,25100
FIDELITY NATL INFORMATION SVCOM31620M1066,72359,446SH SOLE259,44600
FIDELITY NATL INFORMATION SVCOM31620M106324SH DFND12400
FIDELITY NATL INFORMATION SVCOM31620M1064864,299SH DFND3,14,29900
FIFTH THIRD BANCORPCOM3167731001,59259,516SH SOLE159,51600
FIFTH THIRD BANCORPCOM3167731007,034278,895SH DFND1278,89500
FIFTH THIRD BANCORPCOM31677310010,896432,046SH SOLE2432,04600
FIFTH THIRD BANCORPCOM316773100289SH DFND18900
FIFTH THIRD BANCORPCOM31677310017684SH DFND3,168400
FINANCIAL INSTNS INCCOM3175854041646,041SH DFND16,04100
FINANCIAL INSTNS INCCOM3175854042268,299SH SOLE28,29900
FINJAN HLDGS INCCOM NEW31788H30320971,392SH SOLE271,39200
FIREEYE INCCOM31816Q10134220,762SH SOLE120,76200
FIREEYE INCCOM31816Q1012100SH DFND3,110000
FIREEYE INCCOM31816Q10189053,007SH DFND3,153,00700
FIRST AMERN FINL CORPCOM31847R1024116,953SH SOLE16,95300
FIRST AMERN FINL CORPCOM31847R1023,85274,788SH DFND874,78800
FIRST AMERN FINL CORPCOM31847R10261411,927SH DFND1311,92700
FIRST AMERN FINL CORPCOM31847R102248SH DFND14800
FIRST AMERN FINL CORPCOM31847R102469SH DFND3,16900
FIRST BANCORP N CCOM318910106541,523SH SOLE11,52300
FIRST BANCORP N CCOM31891010653315,332SH SOLE215,33200
FIRST BANCORP P RCOM NEW31867270679869,651SH DFND169,65100
FIRST BANCORP P RCOM NEW318672706382,893SH SOLE12,89300
FIRST BANCORP P RCOM NEW31867270645239,403SH SOLE239,40300
FIRST BUS FINL SVCS INC WISCOM3193901001025,072SH SOLE25,07200
FIRST COMWLTH FINL CORP PACOM3198291079685SH SOLE168500
FIRST COMWLTH FINL CORP PACOM3198291077553SH DFND3,155300
FIRST CTZNS BANCSHARES INC NCL A31946M103294722SH SOLE272200
FIRST CTZNS BANCSHARES INC NCL A31946M10301SH DFND1100
FIRST DATA CORP NEWCOM CL A32008D10673925,451SH SOLE125,45100
FIRST DATA CORP NEWCOM CL A32008D1062037,745SH SOLE27,74500
FIRST DATA CORP NEWCOM CL A32008D1061053,987SH DFND3,13,98700
FIRST DEFIANCE FINL CORPCOM32006W106863,002SH DFND13,00200
FIRST FINL BANCORP OHCOM3202091095,004207,997SH SOLE2207,99700
FIRST FINL BANKSHARESCOM32020R1093876,700SH DFND136,70000
FIRST FINL BANKSHARESCOM32020R1091913,790SH SOLE13,79000
FIRST FINL CORP INDCOM32021810022471SH SOLE147100
FIRST FINL CORP INDCOM3202181001042,473SH DFND12,47300
FIRST FINL CORP INDCOM3202181002495,924SH SOLE25,92400
FIRST HAWAIIAN INCCOM32051X10871227,313SH DFND127,31300
FIRST HAWAIIAN INCCOM32051X1085,844224,344SH SOLE2224,34400
FIRST HORIZON NATL CORPCOM32051710516510,434SH SOLE110,43400
FIRST HORIZON NATL CORPCOM3205171051339,524SH SOLE29,52400
FIRST HORIZON NATL CORPCOM3205171059672SH DFND3,167200
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031,01228,617SH DFND128,61700
FIRST INDUSTRIAL REALTY TRUSCOM32054K1033,41896,669SH SOLE296,66900
FIRST INDUSTRIAL REALTY TRUSCOM32054K10316464SH DFND146400
FIRST INTERNET BANCORPCOM320557101142SH DFND14200
FIRST INTERNET BANCORPCOM32055710127814,382SH SOLE214,38200
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2012716,800SH DFND136,80000
FIRST INTST BANCSYSTEM INCCOM CL A32055Y201924,020SH SOLE14,02000
FIRST INTST BANCSYSTEM INCCOM CL A32055Y20182320,664SH SOLE220,66400
FIRST MERCHANTS CORPCOM320817109952,538SH SOLE12,53800
FIRST MERCHANTS CORPCOM3208171091,16231,545SH SOLE231,54500
FIRST MID ILL BANCSHARES INCCOM3208661061002,999SH SOLE22,99900
FIRST MIDWEST BANCORP DELCOM3208671041,44070,369SH SOLE270,36900
FIRST MIDWEST BANCORP DELCOM32086710434216,711SH DFND116,71100
FIRST REP BK SAN FRANCISCO CCOM33616C1002,53424,628SH SOLE124,62800
FIRST REP BK SAN FRANCISCO CCOM33616C1008,47684,371SH SOLE284,37100
FIRST REP BK SAN FRANCISCO CCOM33616C100765SH DFND16500
FIRST SOLAR INCCOM3364331071,45727,583SH DFND127,58300
FIRST SOLAR INCCOM3364331072,98256,433SH SOLE256,43300
FIRST SOLAR INCCOM336433107359SH DFND3,15900
FIRSTCASH INCCOM33767D1055115,913SH DFND15,91300
FIRSTCASH INCCOM33767D1052,34627,116SH SOLE227,11600
FIRSTCASH INCCOM33767D10510116SH DFND3,111600
FIRSTENERGY CORPCOM3379321071,05224,074SH SOLE124,07400
FIRSTENERGY CORPCOM33793210711,883285,590SH SOLE2285,59000
FIRSTENERGY CORPCOM33793210714329SH DFND132900
FIRSTENERGY CORPCOM33793210719464SH DFND3,146400
FISERV INCCOM3377381081,58817,847SH SOLE117,84700
FISERV INCCOM3377381082,85532,339SH DFND132,33900
FISERV INCCOM33773810818,283207,104SH SOLE2207,10400
FISERV INCCOM33773810814160SH DFND3,116000
FIVE BELOW INCCOM33829M1015244,398SH SOLE14,39800
FIVE BELOW INCCOM33829M1014333,483SH DFND103,48300
FIVE BELOW INCCOM33829M1019457,605SH DFND137,60500
FIVE BELOW INCCOM33829M1011,2219,824SH DFND19,82400
FIVE BELOW INCCOM33829M1016004,830SH SOLE24,83000
FIVE BELOW INCCOM33829M10137295SH DFND129500
FIVE BELOW INCCOM33829M1013743,010SH DFND3,13,01000
FIVE POINT HOLDINGS LLCCOM CL A33833Q10620027,700SH SOLE227,70000
FIVE STAR SENIOR LIVING INCCOM33832D10602,393SH SOLE12,39300
FIVE9 INCCOM338307101911,639SH SOLE11,63900
FIVE9 INCCOM33830710163211,959SH DFND1011,95900
FIVE9 INCCOM33830710188616,762SH SOLE216,76200
FLAGSTAR BANCORP INCCOM PAR .0013379307052948,925SH DFND18,92500
FLEETCOR TECHNOLOGIES INCCOM339041105937SH SOLE13700
FLEETCOR TECHNOLOGIES INCCOM33904110512,73951,659SH SOLE251,65900
FLEX LTDORDY2573F1028,353835,318SH SOLE2835,31800
FLEX LTDORDY2573F102141,383SH DFND3,11,38300
FLEXION THERAPEUTICS INCCOM33938J10632826,262SH SOLE226,26200
FLEXSHARES TRMORNSTAR UPSTR33939L40712616SH SOLE161600
FLEXSTEEL INDS INCCOM339382103974,181SH SOLE24,18100
FLIR SYS INCCOM3024451011,85239,214SH SOLE139,21400
FLIR SYS INCCOM3024451017,719162,226SH SOLE2162,22600
FLIR SYS INCCOM30244510101SH DFND1100
FLOOR & DECOR HLDGS INCCL A3397501012,03949,455SH SOLE249,45500
FLOWERS FOODS INCCOM343498101554,189SH SOLE14,18900
FLOWERS FOODS INCCOM3434981016,044283,500SH SOLE2283,50000
FLOWERS FOODS INCCOM343498101282SH DFND18200
FLOWSERVE CORPCOM34354P105367SH SOLE16700
FLOWSERVE CORPCOM34354P1052,22849,357SH SOLE249,35700
FLOWSERVE CORPCOM34354P105368SH DFND3,16800
FLUIDIGM CORP DELCOM34385P10883662,899SH DFND1062,89900
FLUIDIGM CORP DELCOM34385P10830022,473SH SOLE122,47300
FLUIDIGM CORP DELCOM34385P10892069,243SH SOLE269,24300
FLUOR CORP NEWCOM34341210224707SH SOLE170700
FLUOR CORP NEWCOM3434121021,26934,471SH SOLE234,47100
FLUOR CORP NEWCOM34341210203SH DFND1300
FLUOR CORP NEWCOM34341210216442SH DFND3,144200
FLUSHING FINL CORPCOM34387310531314,261SH SOLE214,26100
FLWS/1-800 FLOWERSCL A68243Q1068,939490,322SH SOLE2490,32200
FLY LEASING LTDSPONSORED ADR34407D10947434,269SH SOLE234,26900
FNB CORP PACOM30252010132030,143SH DFND1330,14300
FNB CORP PACOM30252010135036,994SH SOLE136,99400
FNB CORP PACOM3025201011,254118,269SH SOLE2118,26900
FNB CORP PACOM30252010114413,614SH DFND3,113,61400
FOCUS FINL PARTNERS INCCOM CL A34417P1001925,398SH SOLE25,39800
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191062072,222SH SOLE12,22200
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910618,387199,257SH SOLE2199,25700
FOOT LOCKER INCCOM34484910462611,467SH SOLE111,46700
FOOT LOCKER INCCOM3448491041,34822,250SH DFND122,25000
FOOT LOCKER INCCOM3448491042,39139,456SH SOLE239,45600
FOOT LOCKER INCCOM3448491047113SH DFND111300
FOOT LOCKER INCCOM3448491047123SH DFND3,112300
FORD MTR CO DELCOM34537086083789,977SH SOLE189,97700
FORD MTR CO DELCOM34537086033638,260SH SOLE238,26000
FORD MTR CO DELCOM3453708602210SH DFND121000
FORD MTR CO DELCOM345370860505,643SH DFND3,15,64300
FORESCOUT TECHNOLOGIES INCCOM34553D10161014,563SH DFND1014,56300
FORMFACTOR INCCOM34637510850131,126SH SOLE231,12600
FORRESTER RESH INCCOM3465631091072,206SH SOLE22,20600
FORTINET INCCOM34959E1096007,154SH SOLE17,15400
FORTINET INCCOM34959E1091,10413,142SH DFND1313,14200
FORTINET INCCOM34959E1092,30627,459SH DFND127,45900
FORTINET INCCOM34959E1094,57554,488SH SOLE254,48800
FORTIS INCCOM349553107254SH DFND15400
FORTIVE CORPCOM34959J1086757,920SH SOLE17,92000
FORTIVE CORPCOM34959J10873,899880,899SH SOLE2880,89900
FORTIVE CORPCOM34959J10804SH DFND1400
FORTIVE CORPCOM34959J10810122SH DFND3,112200
FORTUNE BRANDS HOME & SEC INCOM34964C106731,619SH SOLE11,61900
FORTUNE BRANDS HOME & SEC INCOM34964C1065,829122,442SH SOLE2122,44200
FORTUNE BRANDS HOME & SEC INCOM34964C106238SH DFND13800
FORTUNE BRANDS HOME & SEC INCOM34964C1064158,723SH DFND3,18,72300
FORUM ENERGY TECHNOLOGIES INCOM34984V100348,305SH SOLE18,30500
FORWARD AIR CORPCOM3498531011572,420SH SOLE22,42000
FOSSIL GROUP INCCOM34988V10614110,266SH SOLE210,26600
FOSTER L B COCOM350060109065SH SOLE16500
FOUNDATION BLDG MATLS INCCOM3503921061,335135,720SH SOLE2135,72000
FOUR CORNERS PPTY TR INCCOM35086T1092478,360SH DFND18,36000
FOX CORPCL A COM35137L10506SH SOLE1600
FOX CORPCL A COM35137L1052,81876,766SH SOLE276,76600
FOX CORPCL B COM35137L20403SH SOLE1300
FOX CORPCL B COM35137L2044,229117,860SH SOLE2117,86000
FOX CORPCL A COM35137L105263SH DFND16300
FOX FACTORY HLDG CORPCOM35138V1025428,453SH SOLE18,45300
FOX FACTORY HLDG CORPCOM35138V1023705,300SH DFND135,30000
FOX FACTORY HLDG CORPCOM35138V1026729,610SH DFND19,61000
FOX FACTORY HLDG CORPCOM35138V1026559,368SH SOLE29,36800
FRANKLIN ELEC INCCOM353514102711,398SH SOLE21,39800
FRANKLIN FINL NETWORK INCCOM35352P10450217,317SH SOLE217,31700
FRANKLIN RES INCCOM354613101601,628SH SOLE11,62800
FRANKLIN RES INCCOM3546131013,881117,107SH DFND1117,10700
FRANKLIN RES INCCOM3546131015,726172,778SH SOLE2172,77800
FRANKLIN RES INCCOM35461310121619SH DFND161900
FRANKLIN RES INCCOM35461310117514SH DFND3,151400
FRANKLIN STREET PPTYS CORPCOM35471R106506,888SH SOLE26,88800
FRANKS INTL N VCOMN3346210747175,843SH SOLE275,84300
FREEPORT-MCMORAN INCCL B35671D85722815,626SH SOLE115,62600
FREEPORT-MCMORAN INCCL B35671D8571,959151,991SH SOLE2151,99100
FREEPORT-MCMORAN INCCL B35671D857014SH DFND11400
FREEPORT-MCMORAN INCCL B35671D8574349SH DFND3,134900
FRESH DEL MONTE PRODUCE INCORDG3673810518661SH SOLE266100
FRESHPET INCCOM358039105862,012SH SOLE12,01200
FRESHPET INCCOM35803910553812,724SH DFND1012,72400
FRONT YD RESIDENTIAL CORPCOM35904G107252,703SH SOLE22,70300
FRONTDOOR INCCOM35905A1093,42299,433SH SOLE299,43300
FRONTIER COMMUNICATIONS CORPCOM NEW35906A30601SH DFND1100
FS BANCORP INCCOM30263Y1041112,200SH SOLE22,20000
FS KKR CAPITAL CORPCOM30263510711418,803SH DFND118,80300
FTI CONSULTING INCCOM30294110945566SH SOLE156600
FTI CONSULTING INCCOM3029411091,06913,912SH DFND113,91200
FTI CONSULTING INCCOM3029411097,22794,075SH SOLE294,07500
FTS INTERNATIONAL INCCOM30283W10417217,177SH SOLE217,17700
FUELCELL ENERGY INCCOM NEW35952H502024SH DFND12400
FULLER H B COCOM3596941061262,445SH SOLE12,44500
FULLER H B COCOM3596941063547,268SH SOLE27,26800
FULTON FINL CORP PACOM3602711001,575101,763SH SOLE2101,76300
FUTUREFUEL CORPORATIONCOM36116M1061178,734SH DFND18,73400
FUTUREFUEL CORPORATIONCOM36116M106161,196SH SOLE21,19600
GAIN CAP HLDGS INCCOM36268W10010316,400SH SOLE216,40000
GAIN CAP HLDGS INCNOTE 5.000% 8/136268WAF7270272,000SH SOLE2272,00000
GALAPAGOS NVSPON ADR36315X1011,26710,759SH SOLE210,75900
GALLAGHER ARTHUR J & COCOM36357610914,514185,845SH SOLE2185,84500
GALLAGHER ARTHUR J & COCOM363576109229SH DFND3,12900
GAMCO INVESTORS INCCL A COM3614381041205,848SH SOLE25,84800
GAMESTOP CORP NEWCL A36467W10997,042SH SOLE17,04200
GAMESTOP CORP NEWCL A36467W10927226,724SH DFND126,72400
GAMESTOP CORP NEWCL A36467W109696,779SH SOLE26,77900
GAMESTOP CORP NEWCL A36467W10905SH DFND1500
GAMESTOP CORP NEWCL A36467W109168SH DFND3,16800
GAMING & LEISURE PPTYS INCCOM36467J10868817,468SH SOLE117,46800
GAMING & LEISURE PPTYS INCCOM36467J1086,517168,964SH SOLE2168,96400
GANNETT CO INCCOM36473H104219,822SH SOLE19,82200
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HEALTHCARE TR AMER INCCL A NEW42225P501853,004SH SOLE13,00400
HEALTHCARE TR AMER INCCL A NEW42225P5012398,360SH DFND18,36000
HEALTHCARE TR AMER INCCL A NEW42225P50113,899486,162SH SOLE2486,16200
HEALTHEQUITY INCCOM42226A1071782,470SH SOLE12,47000
HEALTHEQUITY INCCOM42226A10719,842268,204SH SOLE2268,20400
HEALTHEQUITY INCCOM42226A1072233,011SH DFND3,13,01100
HEARTLAND EXPRESS INCCOM4223471042,840147,322SH SOLE2147,32200
HECLA MNG COCOM42270410612778,895SH SOLE178,89500
HECLA MNG COCOM422704106325141,405SH DFND13141,40500
HEICO CORP NEWCOM4228061094,55748,030SH DFND848,03000
HEICO CORP NEWCOM42280610996710,190SH SOLE210,19000
HEICO CORP NEWCL A4228062081581,825SH SOLE11,82500
HEICO CORP NEWCL A4228062084,96259,026SH SOLE259,02600
HEIDRICK & STRUGGLES INTL INCOM4228191023619,416SH DFND19,41600
HEIDRICK & STRUGGLES INTL INCOM4228191021844,760SH SOLE14,76000
HEIDRICK & STRUGGLES INTL INCOM4228191021,58341,311SH SOLE241,31100
HELEN OF TROY CORP LTDCOMG4388N1061971,699SH DFND11,69900
HELEN OF TROY CORP LTDCOMG4388N1064,05234,945SH SOLE234,94500
HELEN OF TROY CORP LTDCOMG4388N106220SH DFND3,12000
HELIX ENERGY SOLUTIONS GRP ICOM42330P10722528,389SH DFND128,38900
HELIX ENERGY SOLUTIONS GRP ICOM42330P1076,075767,965SH SOLE2767,96500
HELIX ENERGY SOLUTIONS GRP INOTE 4.250% 5/042330PAH0549556,000SH SOLE2556,00000
HELMERICH & PAYNE INCCOM42345210160010,939SH SOLE110,93900
HELMERICH & PAYNE INCCOM4234521011,06219,117SH DFND1319,11700
HELMERICH & PAYNE INCCOM4234521016,008108,142SH SOLE2108,14200
HEMISPHERE MEDIA GROUP INCCL A42365Q103281,974SH SOLE21,97400
HENRY JACK & ASSOC INCCOM4262811012,32916,481SH SOLE116,48100
HENRY JACK & ASSOC INCCOM4262811013,88127,972SH DFND827,97200
HENRY JACK & ASSOC INCCOM4262811011,72712,447SH DFND112,44700
HENRY JACK & ASSOC INCCOM42628110110,32874,441SH SOLE274,44100
HENRY SCHEIN INCCOM80640710220387SH SOLE138700
HENRY SCHEIN INCCOM8064071025,06984,322SH SOLE284,32200
HENRY SCHEIN INCCOM806407102228SH DFND12800
HERBALIFE LTDNOTE 2.625% 3/142703MAD5174165,000SH SOLE2165,00000
HERBALIFE NUTRITION LTDCOM S3G4412G10146910,351SH SOLE110,35100
HERBALIFE NUTRITION LTDCOM S3G4412G1011,38526,145SH DFND126,14500
HERBALIFE NUTRITION LTDCOM S3G4412G1016,894130,108SH SOLE2130,10800
HERBALIFE NUTRITION LTDCOM S3G4412G1017124SH DFND112400
HERC HLDGS INCCOM42704L10424618SH SOLE261800
HERCULES CAPITAL INCCOM42709650820615,756SH SOLE115,75600
HERITAGE FINL CORP WASHCOM42722X1061795,951SH SOLE25,95100
HERITAGE FINL CORP WASHCOM42722X10648916,208SH DFND3,116,20800
HERITAGE INS HLDGS INCCOM42727J10281655,905SH SOLE255,90500
HERITAGE INS HLDGS INCCOM42727J1024289SH DFND128900
HERITAGE INS HLDGS INCCOM42727J1021248,514SH DFND3,18,51400
HERSHA HOSPITALITY TRPR S3 BEN INT42782550018110,539SH SOLE210,53900
HERSHEY COCOM4278661085,34646,538SH SOLE146,53800
HERSHEY COCOM4278661088,44773,564SH SOLE273,56400
HERSHEY COCOM42786610841357SH DFND135700
HERSHEY COCOM4278661081089SH DFND3,18900
HERTZ GLOBAL HLDGS INCCOM42806J1061126,023SH SOLE16,02300
HERTZ GLOBAL HLDGS INCCOM42806J106372,129SH SOLE22,12900
HESS CORPCOM42809H1077,785129,251SH SOLE2129,25100
HESS CORPCOM42809H10704SH DFND1400
HESS MIDSTREAM PARTNERS LPUNIT LTD PR INT42810410389942,407SH SOLE242,40700
HEWLETT PACKARD ENTERPRISE CCOM42824C1091469,436SH DFND19,43600
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,43790,876SH SOLE190,87600
HEWLETT PACKARD ENTERPRISE CCOM42824C10917,1961,114,445SH SOLE21,114,44500
HEWLETT PACKARD ENTERPRISE CCOM42824C109141SH DFND3,14100
HEWLETT PACKARD ENTERPRISE CCOM42824C109011SH DFND3,11100
HEWLETT PACKARD ENTERPRISE CCOM42824C1092150SH DFND3,115000
HEWLETT PACKARD ENTERPRISE CCOM42824C1092136SH DFND3,113600
HEWLETT PACKARD ENTERPRISE CCOM42824C1096385SH DFND3,138500
HEWLETT PACKARD ENTERPRISE CCOM42824C10908SH DFND3,1800
HEWLETT PACKARD ENTERPRISE CCOM42824C10909SH DFND3,1900
HEWLETT PACKARD ENTERPRISE CCOM42824C109014SH DFND3,11400
HEWLETT PACKARD ENTERPRISE CCOM42824C109432,800SH DFND3,12,80000
HEWLETT PACKARD ENTERPRISE CCOM42824C109634,095SH DFND14,09500
HEWLETT PACKARD ENTERPRISE CCOM42824C109191,246SH DFND3,11,24600
HEXCEL CORP NEWCOM4282911081742,356SH SOLE12,35600
HEXCEL CORP NEWCOM4282911087,762112,234SH SOLE2112,23400
HEXCEL CORP NEWCOM4282911081782,580SH DFND3,12,58000
HFF INCCL A40418F1082304,807SH DFND14,80700
HFF INCCL A40418F1082,07843,514SH SOLE243,51400
HFF INCCL A40418F1084349,080SH DFND3,19,08000
HIBBETT SPORTS INCCOM4285671011165,096SH DFND15,09600
HIBBETT SPORTS INCCOM42856710158325,549SH SOLE225,54900
HI-CRUSH PARTNERS LPCOM UNIT LTD42833710912026,938SH SOLE226,93800
HIGHLAND FLOATNG RATE OPPRTS3 BEN INT43010E4043186SH DFND3,118600
HIGHPOINT RES CORPCOM43114K10815369,206SH SOLE269,20600
HIGHWOODS PPTYS INCCOM4312841083087,709SH SOLE17,70900
HIGHWOODS PPTYS INCCOM4312841083086,594SH DFND136,59400
HIGHWOODS PPTYS INCCOM4312841086,897147,445SH SOLE2147,44500
HILL ROM HLDGS INCCOM4314751025845,767SH SOLE15,76700
HILL ROM HLDGS INCCOM4314751026295,942SH DFND105,94200
HILL ROM HLDGS INCCOM4314751029278,759SH DFND138,75900
HILL ROM HLDGS INCCOM43147510211,091104,775SH SOLE2104,77500
HILL ROM HLDGS INCCOM43147510222211SH DFND121100
HILLENBRAND INCCOM43157110851812,479SH DFND112,47900
HILLENBRAND INCCOM43157110839947SH SOLE294700
HILLTOP HOLDINGS INCCOM4327481011,66491,160SH SOLE291,16000
HILLTOP HOLDINGS INCCOM43274810137920,775SH DFND3,120,77500
HILTON GRAND VACATIONS INCCOM43283X1052,45579,588SH SOLE279,58800
HILTON WORLDWIDE HLDGS INCCOM43300A2031,13513,731SH SOLE113,73100
HILTON WORLDWIDE HLDGS INCCOM43300A2031,90422,912SH SOLE222,91200
HMS HLDGS CORPCOM40425J101541,728SH SOLE11,72800
HMS HLDGS CORPCOM40425J1012498,420SH DFND18,42000
HMS HLDGS CORPCOM40425J1019,227311,614SH SOLE2311,61400
HOEGH LNG PARTNERS LPCOM UNIT LTDY3262R10042021,490SH SOLE221,49000
HOLLYFRONTIER CORPCOM43610610823444SH SOLE144400
HOLLYFRONTIER CORPCOM4361061081,60732,614SH DFND132,61400
HOLLYFRONTIER CORPCOM4361061082,82757,378SH SOLE257,37800
HOLLYFRONTIER CORPCOM43610610819379SH DFND137900
HOLLYFRONTIER CORPCOM43610610811227SH DFND3,122700
HOLLYSYS AUTOMATION TECHNOLOS3G4566710511495SH SOLE149500
HOLOGIC INCCOM4364401017,886162,932SH SOLE2162,93200
HOLOGIC INCCOM43644010145937SH DFND193700
HOLOGIC INCCOM43644010110213SH DFND3,121300
HOME BANCORP INCCOM43689E1074759SH SOLE175900
HOME BANCSHARES INCCOM436893200271,476SH SOLE11,47600
HOME BANCSHARES INCCOM4368932002,958168,369SH DFND8168,36900
HOME BANCSHARES INCCOM4368932003,990227,095SH SOLE2227,09500
HOME DEPOT INCCOM4370761023,05115,885SH SOLE115,88500
HOME DEPOT INCCOM4370761022,76114,391SH DFND1214,39100
HOME DEPOT INCCOM4370761024,21221,952SH DFND121,95200
HOME DEPOT INCCOM43707610259,875312,029SH SOLE2312,02900
HOME DEPOT INCCOM4370761023611,880SH DFND11,88000
HOME DEPOT INCCOM43707610284440SH DFND3,144000
HOMESTREET INCCOM43785V1021917,247SH DFND17,24700
HOMESTREET INCCOM43785V10244216,764SH SOLE216,76400
HOMESTREET INCCOM43785V102010SH DFND11000
HOMETRUST BANCSHARES INCCOM437872104662,621SH DFND12,62100
HOMETRUST BANCSHARES INCCOM4378721041164,593SH SOLE24,59300
HONDA MOTOR LTDAMERN S343812830860221,937SH SOLE121,93700
HONDA MOTOR LTDAMERN S34381283082,55093,869SH SOLE293,86900
HONDA MOTOR LTDAMERN S34381283084133SH DFND113300
HONEYWELL INTL INCCOM4385161067,95449,992SH SOLE149,99200
HONEYWELL INTL INCCOM43851610611,08569,753SH DFND869,75300
HONEYWELL INTL INCCOM4385161066,82242,926SH DFND1242,92600
HONEYWELL INTL INCCOM4385161068,62354,260SH DFND154,26000
HONEYWELL INTL INCCOM43851610637,434235,554SH SOLE2235,55400
HONEYWELL INTL INCCOM4385161063532,219SH DFND12,21900
HONEYWELL INTL INCCOM43851610698617SH DFND3,161700
HOOKER FURNITURE CORPCOM4390381002117,316SH SOLE27,31600
HOPE BANCORP INCCOM43940T10942132,220SH SOLE232,22000
HORACE MANN EDUCATORS CORP NCOM4403271044,237120,324SH SOLE2120,32400
HORIZON BANCORP INCCOM4404071041036,400SH SOLE26,40000
HORIZON BANCORP INCCOM44040710443727,183SH DFND3,127,18300
HORIZON PHARMA PLCS3G4617B1051053,492SH SOLE13,49200
HORIZON PHARMA PLCS3G4617B1058,051304,626SH SOLE2304,62600
HORMEL FOODS CORPCOM4404521009200SH SOLE120000
HORMEL FOODS CORPCOM4404521008,149182,060SH SOLE2182,06000
HORMEL FOODS CORPCOM44045210010233SH DFND123300
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10269825,114SH SOLE125,11400
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1021,26948,234SH DFND148,23400
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1026218SH DFND3,121800
HOST HOTELS & RESORTS INCCOM44107P1041,47976,306SH SOLE176,30600
HOST HOTELS & RESORTS INCCOM44107P1041,24265,730SH DFND165,73000
HOST HOTELS & RESORTS INCCOM44107P10424,6251,302,917SH SOLE21,302,91700
HOST HOTELS & RESORTS INCCOM44107P1049458SH DFND145800
HOST HOTELS & RESORTS INCCOM44107P1045263SH DFND3,126300
HOSTESS BRANDS INCCL A44109J10621716,435SH SOLE116,43500
HOSTESS BRANDS INCCL A44109J1066,244499,481SH SOLE2499,48100
HOUGHTON MIFFLIN HARCOURT COCOM44157R10915418,666SH SOLE118,66600
HOUGHTON MIFFLIN HARCOURT COCOM44157R10932644,856SH SOLE244,85600
HOULIHAN LOKEY INCCL A441593100891,949SH SOLE21,94900
HOWARD HUGHES CORPCOM44267D10739317SH SOLE131700
HOWARD HUGHES CORPCOM44267D1077,12364,759SH SOLE264,75900
HOWARD HUGHES CORPCOM44267D1075645,130SH DFND3,15,13000
HP INCCOM40434L1051,59778,029SH SOLE178,02900
HP INCCOM40434L1058,173420,622SH DFND1420,62200
HP INCCOM40434L10521,4911,106,071SH SOLE21,106,07100
HP INCCOM40434L105141SH DFND3,14100
HP INCCOM40434L105011SH DFND3,11100
HP INCCOM40434L1053136SH DFND3,113600
HP INCCOM40434L1058385SH DFND3,138500
HP INCCOM40434L10508SH DFND3,1800
HP INCCOM40434L10509SH DFND3,1900
HP INCCOM40434L105014SH DFND3,11400
HP INCCOM40434L105542,800SH DFND3,12,80000
HP INCCOM40434L105804,120SH DFND14,12000
HP INCCOM40434L105241,246SH DFND3,11,24600
HUANENG PWR INTL INCSPON ADR H S3443304100783,375SH SOLE23,37500
HUAZHU GROUP LTDSPONSORED ADS44332N1069,600227,804SH SOLE2227,80400
HUB GROUP INCCL A44332010642610,417SH SOLE210,41700
HUBBELL INCCOM44351060713,928118,054SH SOLE2118,05400
HUBBELL INCCOM443510607540SH DFND3,14000
HUBSPOT INCCOM4435731004182,515SH DFND102,51500
HUBSPOT INCCOM4435731005,10230,697SH SOLE230,69700
HUDBAY MINERALS INCCOM44362810210815,125SH SOLE215,12500
HUDSON LTDCOM CL AG4640810348335,162SH SOLE235,16200
HUDSON PAC PPTYS INCCOM44409710937210,879SH SOLE110,87900
HUDSON PAC PPTYS INCCOM44409710918,415535,005SH SOLE2535,00500
HUMANA INCCOM4448591026,37923,538SH SOLE123,53800
HUMANA INCCOM44485910212,58447,310SH DFND847,31000
HUMANA INCCOM4448591021,1414,291SH DFND14,29100
HUMANA INCCOM4448591027,46628,068SH SOLE228,06800
HUMANA INCCOM44485910233125SH DFND112500
HUMANA INCCOM44485910263235SH DFND3,123500
HUNT J B TRANS SVCS INCCOM4456581072832,795SH SOLE22,79500
HUNT J B TRANS SVCS INCCOM445658107329SH DFND12900
HUNTINGTON BANCSHARES INCCOM446150104927,542SH SOLE17,54200
HUNTINGTON BANCSHARES INCCOM44615010422717,885SH SOLE217,88500
HUNTINGTON BANCSHARES INCCOM44615010415011,800SH DFND111,80000
HUNTINGTON BANCSHARES INCCOM446150104433,365SH DFND3,13,36500
HUNTINGTON INGALLS INDS INCCOM4464131067553,739SH SOLE13,73900
HUNTINGTON INGALLS INDS INCCOM4464131063,17415,320SH SOLE215,32000
HUNTINGTON INGALLS INDS INCCOM446413106525SH DFND12500
HUNTSMAN CORPCOM44701110794139,223SH SOLE139,22300
HUNTSMAN CORPCOM44701110781436,216SH DFND136,21600
HUNTSMAN CORPCOM4470111072,620116,509SH SOLE2116,50900
HUNTSMAN CORPCOM4470111074187SH DFND118700
HUNTSMAN CORPCOM4470111075209SH DFND3,120900
HURCO COMPANIES INCCOM447324104872,158SH DFND12,15800
HURCO COMPANIES INCCOM4473241042766,852SH SOLE26,85200
HURON CONSULTING GROUP INCCOM4474621021673,241SH SOLE13,24100
HURON CONSULTING GROUP INCCOM4474621021,01421,470SH SOLE221,47000
HURON CONSULTING GROUP INCNOTE 1.250%10/0447462AB8285290,000SH SOLE2290,00000
HURON CONSULTING GROUP INCCOM447462102245SH DFND3,14500
HYATT HOTELS CORPCOM CL A4485791021762,269SH SOLE12,26900
HYATT HOTELS CORPCOM CL A4485791025086,999SH DFND16,99900
HYSTER YALE MATLS HANDLING ICL A4491721053275,247SH SOLE25,24700
I3 MARKIT LTDS3G4756710521397SH SOLE139700
I3 MARKIT LTDS3G47567105253,0854,654,014SH SOLE24,654,01400
IAC INTERACTIVECORPCOM44919P5081,9279,091SH SOLE19,09100
IAC INTERACTIVECORPCOM44919P5083441,638SH DFND11,63800
IAC INTERACTIVECORPCOM44919P5083,49316,623SH SOLE216,62300
IAC INTERACTIVECORPCOM44919P508630SH DFND13000
IAC INTERACTIVECORPCOM44919P5082541,209SH DFND3,11,20900
IBERIABANK CORPCOM4508281082383,350SH SOLE13,35000
IBERIABANK CORPCOM4508281089,564133,368SH SOLE2133,36800
IBERIABANK CORPCOM450828108340SH DFND3,14000
ICF INTL INCCOM44925C10323300SH SOLE130000
ICF INTL INCCOM44925C1038,495111,664SH SOLE2111,66400
ICHOR HOLDINGSS3G4740B10555324,495SH SOLE224,49500
ICHOR HOLDINGSS3G4740B1051396,177SH DFND3,16,17700
ICICI BK LTDADR45104G10423,6972,067,770SH DFND112,067,77000
ICICI BK LTDADR45104G10494282,175SH SOLE182,17500
ICICI BK LTDADR45104G10438,7063,377,487SH SOLE23,377,48700
ICON PLCS3G4705A1007425,381SH SOLE15,38100
ICON PLCS3G4705A10048,609355,903SH SOLE2355,90300
ICU MED INCCOM44930G1071,5476,462SH SOLE26,46200
IDACORP INCCOM4511071062782,706SH SOLE12,70600
IDACORP INCCOM4511071062582,591SH SOLE22,59100
IDEX CORPCOM45167R1041,91412,612SH DFND112,61200
IDEX CORPCOM45167R10412,38881,641SH SOLE281,64100
IDEX CORPCOM45167R104745SH DFND14500
IDEXX LABS INCCOM45168D1041,3686,062SH SOLE16,06200
IDEXX LABS INCCOM45168D1042,49111,142SH DFND111,14200
IDEXX LABS INCCOM45168D1048,01635,851SH SOLE235,85100
IDEXX LABS INCCOM45168D1045,06622,655SH DFND122,65500
IDT CORPCL B NEW448947507608,981SH SOLE28,98100
II VI INCCOM902104108541,596SH SOLE11,59600
II VI INCCOM9021041082356,300SH SOLE26,30000
II VI INCCOM902104108375SH DFND3,17500
ILLINOIS TOOL WKS INCCOM4523081093,73926,161SH SOLE126,16100
ILLINOIS TOOL WKS INCCOM4523081092,97020,690SH DFND120,69000
ILLINOIS TOOL WKS INCCOM45230810910,44972,802SH SOLE272,80200
ILLINOIS TOOL WKS INCCOM4523081092361,643SH DFND11,64300
ILLINOIS TOOL WKS INCCOM45230810945312SH DFND3,131200
ILLUMINA INCCOM4523271092,6488,405SH SOLE18,40500
ILLUMINA INCCOM4523271092,0456,582SH DFND126,58200
ILLUMINA INCCOM45232710952,511169,015SH SOLE2169,01500
ILLUMINA INCNOTE 0.500% 6/1452327AH2257190,000SH SOLE2190,00000
ILLUMINA INCCOM4523271091239SH DFND13900
ILLUMINA INCCOM4523271096632,133SH DFND3,12,13300
IMAX CORPCOM45245E10997943,182SH SOLE243,18200
IMAX CORPCOM45245E10976733,800SH DFND3,133,80000
IMMERSION CORPCOM452521107667,814SH DFND17,81400
IMMUNOGEN INCCOM45253H1011540SH DFND154000
IMMUNOMEDICS INCCOM4529071082244SH SOLE124400
IMMUNOMEDICS INCCOM4529071081,42073,918SH SOLE273,91800
IMPINJ INCCOM453204109262,012SH SOLE12,01200
INCYTE CORPCOM45337C1023,29938,353SH SOLE238,35300
INDEPENDENT BANK CORP MASSCOM45383610853655SH SOLE165500
INDEPENDENT BANK CORP MASSCOM4538361082873,540SH SOLE23,54000
INDEPENDENT BK GROUP INCCOM45384B10625494SH SOLE249400
INDEXIQ ETF TRHEDGE MLTI ETF45409B1074133SH DFND113300
INDEXIQ ETF TRHEDGE MLTI ETF45409B1075150SH DFND3,115000
INDUSTRIAL LOGISTICS PPTYS TCOM S3 BEN INT4562371061,62480,540SH SOLE280,54000
INFINERA CORPORATIONCOM45667G1036516,084SH SOLE116,08400
INFINERA CORPORATIONCOM45667G103907208,878SH SOLE2208,87800
INFOSYS LTDSPONSORED ADR456788108141,167SH SOLE11,16700
INFOSYS LTDSPONSORED ADR45678810837,7093,450,002SH SOLE23,450,00200
INFOSYS LTDSPONSORED ADR456788108928,388SH DFND3,18,38800
ING GROEP N VSPONSORED ADR4568371031,900145,415SH SOLE1145,41500
ING GROEP N VSPONSORED ADR4568371036534SH DFND153400
ING GROEP N VSPONSORED ADR45683710339232,284SH DFND3,132,28400
INGERSOLL-RAND PLCS3G477911017156,634SH SOLE16,63400
INGERSOLL-RAND PLCS3G477911012,42922,497SH SOLE222,49700
INGERSOLL-RAND PLCS3G4779110185789SH DFND178900
INGERSOLL-RAND PLCS3G4779110146422SH DFND3,142200
INGEVITY CORPCOM45688C1071481,527SH SOLE11,52700
INGEVITY CORPCOM45688C1074113,891SH DFND103,89100
INGEVITY CORPCOM45688C1072422,294SH DFND12,29400
INGEVITY CORPCOM45688C1072,49623,634SH SOLE223,63400
INGEVITY CORPCOM45688C1072081,971SH DFND3,11,97100
INGLES MKTS INCCL A45703010423831SH SOLE283100
INGREDION INCCOM4571871027889,484SH SOLE19,48400
INGREDION INCCOM4571871022312,435SH DFND12,43500
INGREDION INCCOM4571871021,34314,185SH SOLE214,18500
INGREDION INCCOM457187102998SH DFND19800
INNERWORKINGS INCCOM45773Y1052,641729,661SH SOLE2729,66100
INNOPHOS HOLDINGS INCCOM45774N1081,51950,410SH SOLE250,41000
INNOSPEC INCCOM45768S1054154,975SH DFND14,97500
INNOSPEC INCCOM45768S1052833,399SH SOLE23,39900
INNOVIVA INCCOM45781M10124917,735SH SOLE217,73500
INOGEN INCCOM45780L1047688,053SH SOLE28,05300
INPHI CORPCOM45772F1071332,403SH SOLE12,40300
INPHI CORPCOM45772F1073628,278SH SOLE28,27800
INPHI CORPNOTE 1.125%12/045772FAB3332270,000SH SOLE2270,00000
INSIGHT ENTERPRISES INCCOM45765U10318339SH SOLE133900
INSIGHT ENTERPRISES INCCOM45765U10358910,692SH DFND1010,69200
INSIGHT ENTERPRISES INCCOM45765U10389016,159SH DFND116,15900
INSIGHT ENTERPRISES INCCOM45765U1034,40780,049SH SOLE280,04900
INSIGHT ENTERPRISES INCCOM45765U1037124SH DFND3,112400
INSMED INCCOM PAR $.014576693073194SH SOLE119400
INSMED INCCOM PAR $.014576693071,08637,362SH SOLE237,36200
INSMED INCNOTE 1.750% 1/1457669AA7313310,000SH SOLE2310,00000
INSPERITY INCCOM45778Q1073793,058SH SOLE13,05800
INSPERITY INCCOM45778Q1077756,268SH DFND106,26800
INSPERITY INCCOM45778Q1071,78114,401SH DFND114,40100
INSPERITY INCCOM45778Q10715,729127,199SH SOLE2127,19900
INSPIRE MED SYS INCCOM45773010961610,843SH DFND1010,84300
INSULET CORPCOM45784P1011601,680SH SOLE11,68000
INSULET CORPCOM45784P1013,52137,028SH SOLE237,02800
INSULET CORPNOTE 1.250% 9/145784PAF813582,000SH SOLE282,00000
INSULET CORPCOM45784P1013083,240SH DFND3,13,24000
INTEGER HLDGS CORPCOM45826H1092,29830,470SH SOLE230,47000
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520844761SH SOLE176100
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852088,169146,608SH SOLE2146,60800
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520815265SH DFND126500
INTEGRATED DEVICE TECHNOLOGYCOM45811810603SH SOLE1300
INTEL CORPCOM4581401007,325136,318SH SOLE1136,31800
INTEL CORPCOM45814010024,551457,186SH DFND11457,18600
INTEL CORPCOM4581401008,819164,234SH DFND1164,23400
INTEL CORPCOM45814010040,131747,322SH SOLE2747,32200
INTEL CORPCOM4581401001,80333,571SH DFND133,57100
INTEL CORPCOM4581401004698,735SH DFND3,18,73500
INTER PARFUMS INCCOM4583341093504,410SH SOLE14,41000
INTER PARFUMS INCCOM4583341092673,523SH DFND13,52300
INTER PARFUMS INCCOM4583341092222,930SH SOLE22,93000
INTERACTIVE BROKERS GROUP INCOM CL A45841N1071,36326,281SH SOLE226,28100
INTERACTIVE BROKERS GROUP INCOM CL A45841N10711218SH DFND121800
INTERCEPT PHARMACEUTICALS INCOM45845P1083222SH SOLE122200
INTERCEPT PHARMACEUTICALS INCOM45845P1083673,283SH SOLE23,28300
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA6168170,000SH SOLE2170,00000
INTERCONTINENTAL EXCHANGE INCOM45866F1045,81375,665SH SOLE175,66500
INTERCONTINENTAL EXCHANGE INCOM45866F10442,646560,105SH SOLE2560,10500
INTERCONTINENTAL EXCHANGE INCOM45866F10433437SH DFND143700
INTERCONTINENTAL EXCHANGE INCOM45866F10420264SH DFND3,126400
INTERDIGITAL INCCOM45867G10130460SH SOLE246000
INTERDIGITAL INCCOM45867G101698SH DFND3,19800
INTERFACE INCCOM45866530423915,601SH SOLE215,60100
INTERFACE INCCOM4586653045315SH DFND3,131500
INTERNATIONAL BANCSHARES CORCOM4590441033298,638SH SOLE28,63800
INTERNATIONAL BUSINESS MAC3COM45920010111,82283,787SH DFND183,78700
INTERNATIONAL BUSINESS MAC3COM4592001011,3318,884SH SOLE18,88400
INTERNATIONAL BUSINESS MAC3COM4592001016,83248,422SH SOLE248,42200
INTERNATIONAL BUSINESS MAC3COM4592001013332,361SH DFND12,36100
INTERNATIONAL BUSINESS MAC3COM45920010185605SH DFND3,160500
INTERNATIONAL FLAVORS&FRAGRACOM4595061012,98823,202SH DFND823,20200
INTERNATIONAL FLAVORS&FRAGRACOM4595061011375SH SOLE17500
INTERNATIONAL FLAVORS&FRAGRACOM4595061016,20348,165SH SOLE248,16500
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063091,30026,028SH SOLE226,02800
INTERNATIONAL FLAVORS&FRAGRACOM459506101643SH DFND14300
INTERNATIONAL GAME TECHNOLOGS3 USDG4863A10822517,894SH SOLE117,89400
INTERNATIONAL GAME TECHNOLOGS3 USDG4863A1081,02779,049SH SOLE279,04900
INTERNATIONAL GAME TECHNOLOGS3 USDG4863A1082144SH DFND114400
INTERNATIONAL SPEEDWAY CORPCL A4603352012996,852SH DFND16,85200
INTERNATIONAL SPEEDWAY CORPCL A4603352013286,922SH SOLE16,92200
INTERNATIONAL TOWER HILL MINCOM46050R10270131,114SH SOLE2131,11400
INTERPUBLIC GROUP COS INCCOM46069010052925,169SH DFND125,16900
INTERPUBLIC GROUP COS INCCOM46069010031513,628SH SOLE113,62800
INTERPUBLIC GROUP COS INCCOM46069010012,244582,756SH SOLE2582,75600
INTERPUBLIC GROUP COS INCCOM46069010011523SH DFND3,152300
INTERSECT ENT INCCOM46071F1031436,719SH SOLE16,71900
INTERSECT ENT INCCOM46071F1032909,026SH DFND139,02600
INTERXION HOLDING N.VS3N47279109871,271SH SOLE11,27100
INTERXION HOLDING N.VS3N4727910911,160167,237SH SOLE2167,23700
INTERXION HOLDING N.VS3N472791091942,909SH DFND3,12,90900
INTL PAPER COCOM46014610374715,288SH SOLE115,28800
INTL PAPER COCOM4601461038,612186,132SH SOLE2186,13200
INTL PAPER COCOM4601461036128SH DFND112800
INTL PAPER COCOM46014610322475SH DFND3,147500
INTRA CELLULAR THERAPIES INCCOM46116X101292,396SH SOLE22,39600
INTREPID POTASH INCCOM46121Y1027519,753SH DFND119,75300
INTREXON CORPCOM46122T10200SH SOLE2000
INTUITCOM4612021036,32724,108SH SOLE124,10800
INTUITCOM4612021037,51228,736SH DFND128,73600
INTUITCOM46120210350,804194,347SH SOLE2194,34700
INTUITCOM4612021031247SH DFND14700
INTUITCOM461202103208796SH DFND3,179600
INTUITIVE SURGICAL INCCOM NEW46120E6021,8883,232SH SOLE13,23200
INTUITIVE SURGICAL INCCOM NEW46120E6029351,639SH DFND11,63900
INTUITIVE SURGICAL INCCOM NEW46120E60250,83889,099SH SOLE289,09900
INTUITIVE SURGICAL INCCOM NEW46120E60247SH DFND1700
INVESCO ACTIVELY MANAGD ETFOPTIMUM YIELD46090F10032519,634SH SOLE119,63400
INVESCO CURNCYS3 JAPANESE YJAPANESE YEN46138W1071181,299SH SOLE11,29900
INVESCO CURRENCYSHARES EUROEURO S346138K1032412,214SH SOLE12,21400
INVESCO DB COMMDY INDX TRCKUNIT46138B103026SH SOLE12600
INVESCO DB US DLR INDEX TRBULLISH FD46141D203923,353SH SOLE13,35300
INVESCO EXCHANGE TRADED FD TS&P500 BUY WRT46137V3991768,440SH SOLE18,44000
INVESCO EXCHNG TRADED FD TRS&P500 LOW VOL46138E35425,029475,499SH SOLE1475,49900
INVESCO EXCHNG TRADED FD TRKBW BK46138E62814456SH SOLE145600
INVESCO EXCHNG TRADED FD TREMRNG MKT SVRG46138E784662,383SH SOLE12,38300
INVESCO EXCHNG TRADED FD TRSR LN ETF46138G50841,6551,828,286SH SOLE11,828,28600
INVESCO EXCHNG TRADED FD TRTREAS COLATERL46138G88850498SH SOLE149800
INVESCO EXCHNG TRADED FD TRS&P SMLCP HELT46138E1493473,000SH DFND13,00000
INVESCO EXCHNG TRADED FD TRPFD ETF46138E51184358,117SH DFND158,11700
INVESCO EXCHNG TRADED FD TRTAXABLE MUN BD46138G80517549SH DFND3,154900
INVESCO LTDS3G491BT108582,874SH SOLE12,87400
INVESCO LTDS3G491BT1083,757194,558SH SOLE2194,55800
INVESCO LTDS3G491BT10818921SH DFND192100
INVESCO LTDS3G491BT1082121SH DFND3,112100
INVESCO VALUE MUN INCOME TRCOM46132P10816411,386SH DFND111,38600
INVESTORS BANCORP INC NEWCOM46146L10176164,220SH SOLE264,22000
INVITAE CORPCOM46185L10368229,120SH DFND1029,12000
INVITAE CORPCOM46185L10374631,868SH SOLE231,86800
INVITATION HOMES INCCOM46187W10726610,767SH SOLE110,76700
INVITATION HOMES INCCOM46187W10733,3261,369,758SH SOLE21,369,75800
INVITATION HOMES INCCOM46187W10701SH DFND1100
ION GEOPHYSICAL CORPCOM NEW462044207262,244SH SOLE12,24400
IONIS PHARMACEUTICALS INCCOM4622221005,45967,249SH SOLE267,24900
IOVANCE BIOTHERAPEUTICS INCCOM46226010023324,449SH SOLE224,44900
IPG PHOTONICS CORPCOM44980X10963398SH SOLE139800
IPG PHOTONICS CORPCOM44980X1091,3338,782SH SOLE28,78200
IPG PHOTONICS CORPCOM44980X1092291,507SH DFND3,11,50700
IQVIA HLDGS INCCOM46266C1059437,056SH SOLE17,05600
IQVIA HLDGS INCCOM46266C10512,38686,105SH SOLE286,10500
IQVIA HLDGS INCCOM46266C1052151,497SH DFND11,49700
IRHYTHM TECHNOLOGIES INCCOM4500561064536,043SH DFND136,04300
IRHYTHM TECHNOLOGIES INCCOM4500561062693,366SH SOLE13,36600
IROBOT CORPCOM4627261007156,076SH DFND106,07600
IROBOT CORPCOM4627261006525,540SH DFND15,54000
IROBOT CORPCOM4627261005,80249,295SH SOLE249,29500
IRON MTN INC NEWCOM46284V10127762SH SOLE176200
IRON MTN INC NEWCOM46284V1014,058114,447SH SOLE2114,44700
IRON MTN INC NEWCOM46284V101265SH DFND16500
IRON MTN INC NEWCOM46284V10129815SH DFND3,181500
IRSA INVERSIONES Y REP S AGLOBL DEP RCPT450047204312,888SH DFND12,88800
IRSA PROPIEDADES COMERCIALESSPONSORED ADR463588103280SH DFND18000
ISHARES GOLD TRUSTISHARES46428510527,6662,234,765SH SOLE22,234,76500
ISHARES GOLD TRUSTISHARES46428510561950,000SH DFND150,00000
ISHARES GOLD TRUSTISHARES464285105473,800SH DFND3,13,80000
ISHARES INCMIN VOL GBL ETF464286525147,5211,648,172SH SOLE11,648,17200
ISHARES INCMSCI EURZONE ETF46428660826783SH SOLE178300
ISHARES INCMSCI PAC JP ETF46428666504SH SOLE1400
ISHARES INCCORE MSCI EMKT46434G10328,266545,450SH SOLE1545,45000
ISHARES INCMSCI JPN ETF NEW46434G82216491SH SOLE149100
ISHARES INCCORE MSCI EMKT46434G10304SH DFND3,1400
ISHARES INCCORE MSCI EMKT46434G10301SH DFND3,1100
ISHARES INCCORE MSCI EMKT46434G103127SH DFND3,12700
ISHARES INCCORE MSCI EMKT46434G10305SH DFND3,1500
ISHARES INCCORE MSCI EMKT46434G10302SH DFND3,1200
ISHARES INCCORE MSCI EMKT46434G10307SH DFND3,1700
ISHARES INCMSCI SWITZERLAND4642867491414,000SH DFND14,00000
ISHARES INCMSCI SWEDEN ETF4642867561214,000SH DFND14,00000
ISHARES INCMSCI TAIWAN ETF46434G7721735,000SH DFND15,00000
ISHARES INCMSCI SINGPOR ETF46434G7801195,000SH DFND15,00000
ISHARES INCCORE MSCI EMKT46434G10384816,400SH DFND116,40000
ISHARES INCCORE MSCI EMKT46434G103951,831SH DFND3,11,83100
ISHARES SILVER TRUSTISHARES46428Q109634,447SH SOLE14,44700
ISHARES TRCHINA LG-CAP ETF4642871841553,489SH SOLE13,48900
ISHARES TRCORE S&P500 ETF4642872002841,000SH SOLE11,00000
ISHARES TRMSCI EMG MKT ETF4642872341483,453SH SOLE13,45300
ISHARES TRMSCI EMG MKT ETF46428723414,873346,531SH SOLE2346,53100
ISHARES TRIBOXX INV CP ETF4642872424,65739,099SH SOLE139,09900
ISHARES TRIBOXX INV CP ETF4642872429,32478,312SH SOLE278,31200
ISHARES TRS&P 500 GRWT ETF46428730923,700137,535SH SOLE1137,53500
ISHARES TRS&P 500 VAL ETF4642874088,59876,266SH SOLE176,26600
ISHARES TRMSCI EAFE ETF4642874651,10817,066SH SOLE117,06600
ISHARES TRRUS MDCP VAL ETF46428747328327SH SOLE132700
ISHARES TRRUS MDCP VAL ETF4642874738,28795,403SH SOLE295,40300
ISHARES TRRUS MID CAP ETF4642874993,41063,201SH SOLE263,20100
ISHARES TRRUS 1000 VAL ETF4642875982592,106SH SOLE12,10600
ISHARES TRRUS 1000 GRW ETF4642876147985,280SH SOLE15,28000
ISHARES TRRUS 1000 GRW ETF4642876143632,395SH SOLE22,39500
ISHARES TRRUS 1000 ETF4642876222,32114,751SH SOLE114,75100
ISHARES TRRUS 2000 VAL ETF46428763027,810231,623SH SOLE1231,62300
ISHARES TRRUS 2000 VAL ETF4642876304,26335,552SH SOLE235,55200
ISHARES TRRUS 2000 GRW ETF46428764823,045116,846SH SOLE1116,84600
ISHARES TRRUSSELL 2000 ETF4642876551,4359,429SH SOLE19,42900
ISHARES TRRUSSELL 2000 ETF4642876557,55749,366SH SOLE249,36600
ISHARES TRCORE S&P US GWT46428767111194SH SOLE119400
ISHARES TRU.S. REAL ES ETF4642877394,51751,891SH SOLE251,89100
ISHARES TRCORE S&P SCP ETF4642878042713,533SH SOLE13,53300
ISHARES TRSP SMCP600VL ETF4642878791283SH SOLE18300
ISHARES TRS&P SML 600 GWT46428788754316SH SOLE131600
ISHARES TRSHRT NAT MUN ETF464288158157,0411,481,362SH SOLE11,481,36200
ISHARES TRMSCI AC ASIA ETF46428818246747SH SOLE174700
ISHARES TRMSCI ACWI ETF4642882577,572104,946SH SOLE2104,94600
ISHARES TREAFE SML CP ETF464288273234SH SOLE13400
ISHARES TRJPMORGAN USD EMG464288281161,2331,459,888SH SOLE11,459,88800
ISHARES TRJPMORGAN USD EMG4642882812,87126,088SH SOLE226,08800
ISHARES TRNATIONAL MUN ETF464288414358,0133,220,589SH SOLE13,220,58900
ISHARES TRIBOXX HI YD ETF4642885131,47016,998SH DFND916,99800
ISHARES TRIBOXX HI YD ETF46428851318SH SOLE1800
ISHARES TRIBOXX HI YD ETF46428851342,230488,382SH SOLE2488,38200
ISHARES TRMSCI KLD400 SOC4642885704,04438,308SH SOLE138,30800
ISHARES TRMBS ETF4642885883853,647SH SOLE13,64700
ISHARES TRMBS ETF46428858823,060216,813SH SOLE2216,81300
ISHARES TRUSD INV GRDE ETF46428862030623SH SOLE162300
ISHARES TR3 7 YR TREAS BD46428866156520SH SOLE152000
ISHARES TRSHORT TREAS BD4642886791,47313,335SH SOLE113,33500
ISHARES TRMSCI INDIA ETF46429B5983479,842SH SOLE29,84200
ISHARES TRFLTG RATE NT ETF46429B65560611,842SH SOLE111,84200
ISHARES TRMSCI CHINA ETF46429B6711161,793SH SOLE11,79300
ISHARES TRMIN VOL EAFE ETF46429B68944,028611,324SH SOLE1611,32400
ISHARES TRMIN VOL USA ETF46429B697143,0012,430,503SH SOLE12,430,50300
ISHARES TR0-5 YR TIPS ETF46429B74704SH SOLE1400
ISHARES TRCORE MSCI TOTAL46432F83498116,900SH SOLE216,90000
ISHARES TRCORE MSCI EAFE46432F842143,6222,362,618SH SOLE12,362,61800
ISHARES TR0-5YR HI YL CP46434V407661,432SH SOLE11,43200
ISHARES TRCORE MSCI PAC46434V69640794SH SOLE179400
ISHARES TRCORE MSCI EURO46434V738030SH SOLE13000
ISHARES TRESG MSCI EAFE46435G5163,63557,498SH SOLE157,49800
ISHARES TRCORE MSCI EAFE46432F842575SH DFND3,17500
ISHARES TRCORE MSCI TOTAL46432F834233SH DFND3,13300
ISHARES TRCORE MSCI EAFE46432F842110SH DFND3,11000
ISHARES TRCORE MSCI EAFE46432F84204SH DFND3,1400
ISHARES TRCORE MSCI EAFE46432F842589SH DFND3,18900
ISHARES TRCORE MSCI EAFE46432F842117SH DFND3,11700
ISHARES TRCORE MSCI EAFE46432F84207SH DFND3,1700
ISHARES TRCORE MSCI EAFE46432F842123SH DFND3,12300
ISHARES TRNASDAQ BIOTECH4642875563353,000SH DFND13,00000
ISHARES TRU.S. MED DVC ETF4642888103471,500SH DFND11,50000
ISHARES TRTIPS BD ETF46428717619169SH DFND116900
ISHARES TRCORE S&P500 ETF4642872002,1227,456SH DFND17,45600
ISHARES TRIBOXX INV CP ETF4642872421085SH DFND18500
ISHARES TRS&P 500 GRWT ETF46428730940230SH DFND123000
ISHARES TRRUS 1000 VAL ETF4642875981,29710,500SH DFND110,50000
ISHARES TRS&P MC 400GR ETF4642876061045SH DFND14500
ISHARES TRRUS 2000 GRW ETF4642876482,36012,000SH DFND112,00000
ISHARES TRRUSSELL 2000 ETF4642876557624,975SH DFND14,97500
ISHARES TRS&P MC 400VL ETF464287705959SH DFND15900
ISHARES TRSP SMCP600VL ETF4642878792,07214,041SH DFND114,04100
ISHARES TRS&P SML 600 GWT464287887636SH DFND13600
ISHARES TRMSCI AC ASIA ETF4642881821061,503SH DFND11,50300
ISHARES TRJPMORGAN USD EMG4642882812,13319,376SH DFND119,37600
ISHARES TRNATIONAL MUN ETF46428841441366SH DFND136600
ISHARES TRMBS ETF464288588656SH DFND15600
ISHARES TRINTRM TR CRP ETF46428863815280SH DFND128000
ISHARES TRSH TR CRPORT ETF46428864622418SH DFND141800
ISHARES TRMIN VOL EAFE ETF46429B6892353,260SH DFND13,26000
ISHARES TRMIN VOL USA ETF46429B69726438SH DFND143800
ISHARES TRCORE MSCI EAFE46432F84240666SH DFND166600
ISHARES TRCORE S&P TTL STK4642871505628,731SH DFND3,18,73100
ISHARES TRSELECT DIVID ETF4642871681,80918,424SH DFND3,118,42400
ISHARES TRCORE S&P500 ETF464287200132463SH DFND3,146300
ISHARES TRCORE US AGGBD ET4642872265414,964SH DFND3,14,96400
ISHARES TRMSCI EMG MKT ETF46428723475117,499SH DFND3,117,49900
ISHARES TRS&P 500 GRWT ETF4642873097284,225SH DFND3,14,22500
ISHARES TRS&P 500 VAL ETF4642874085494,867SH DFND3,14,86700
ISHARES TRMSCI EAFE ETF4642874652,01131,002SH DFND3,131,00200
ISHARES TRRUS MDCP VAL ETF4642874732,79232,149SH DFND3,132,14900
ISHARES TRRUS MD CP GR ETF4642874813,29624,291SH DFND3,124,29100
ISHARES TRRUS MID CAP ETF4642874994,34380,502SH DFND3,180,50200
ISHARES TRCORE S&P MCP ETF464287507142751SH DFND3,175100
ISHARES TRRUS 1000 VAL ETF46428759843,103349,038SH DFND3,1349,03800
ISHARES TRS&P MC 400GR ETF4642876063001,370SH DFND3,11,37000
ISHARES TRRUS 1000 GRW ETF46428761425,458168,192SH DFND3,1168,19200
ISHARES TRRUS 1000 ETF4642876225,21733,165SH DFND3,133,16500
ISHARES TRRUS 2000 VAL ETF4642876301,86115,521SH DFND3,115,52100
ISHARES TRRUS 2000 GRW ETF46428764814,43273,385SH DFND3,173,38500
ISHARES TRRUSSELL 2000 ETF4642876552,67017,440SH DFND3,117,44000
ISHARES TRCORE S&P US VLU4642876638148SH DFND3,114800
ISHARES TRCORE S&P US GWT46428767110158SH DFND3,115800
ISHARES TRRUSSELL 3000 ETF4642876894,38226,287SH DFND3,126,28700
ISHARES TRS&P MC 400VL ETF4642877053242,062SH DFND3,12,06200
ISHARES TRCORE S&P SCP ETF4642878041371,770SH DFND3,11,77000
ISHARES TRSP SMCP600VL ETF4642878792551,730SH DFND3,11,73000
ISHARES TRS&P SML 600 GWT4642878872561,433SH DFND3,11,43300
ISHARES TRGL CLEAN ENE ETF4642882245508SH DFND3,150800
ISHARES TREAFE SML CP ETF464288273351SH DFND3,15100
ISHARES TRJPMORGAN USD EMG464288281220SH DFND3,12000
ISHARES TRNATIONAL MUN ETF4642884144143,721SH DFND3,13,72100
ISHARES TRINTL SEL DIV ETF4642884486197SH DFND3,119700
ISHARES TRMSCI KLD400 SOC46428857016147SH DFND3,114700
ISHARES TREAFE GRWTH ETF4642888852102,712SH DFND3,12,71200
ISHARES TRCORE HIGH DV ETF46429B6632,88130,879SH DFND3,130,87900
ISHARES TRMIN VOL EAFE ETF46429B689794SH DFND3,19400
ISHARES TRMIN VOL USA ETF46429B6973,22354,809SH DFND3,154,80900
ISHARES TRCORE MSCI EAFE46432F8422293,772SH DFND3,13,77200
ISHARES TRCORE DIV GRWTH46434V6212,28162,062SH DFND3,162,06200
ISHARES TRINTL DIV GRWTH46435G52435640SH DFND3,164000
ISHARES US ETF TRSHT MAT BD ETF46431W50713,977275,852SH SOLE1275,85200
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ3385285,000SH SOLE2285,00000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210637041,991SH SOLE141,99100
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210636,4724,139,808SH SOLE24,139,80800
ITRON INCCOM4657411061703,605SH SOLE13,60500
ITRON INCCOM4657411067,138153,020SH SOLE2153,02000
ITRON INCCOM465741106478SH DFND3,17800
ITT INCCOM45073V1083115,216SH SOLE15,21600
ITT INCCOM45073V1086,999120,678SH SOLE2120,67800
ITT INCCOM45073V108226SH DFND12600
ITT INCCOM45073V10811183SH DFND3,118300
ITURAN LOCATION AND CONTROLS3M6158M1042,71279,400SH SOLE279,40000
J & J SNACK FOODS CORPCOM4660321095743,596SH SOLE13,59600
J & J SNACK FOODS CORPCOM4660321094,71129,661SH DFND829,66100
J & J SNACK FOODS CORPCOM4660321094,25326,774SH SOLE226,77400
J ALEXANDERS HLDGS INCCOM46609J10616116,406SH SOLE216,40600
J JILL INCCOM46620W102238,660SH SOLE18,66000
J2 GLOBAL INCCOM48123V10271887SH SOLE188700
J2 GLOBAL INCCOM48123V1024,77155,092SH DFND855,09200
J2 GLOBAL INCCOM48123V1021,45316,781SH DFND116,78100
J2 GLOBAL INCCOM48123V10255,771644,002SH SOLE2644,00200
JABIL INCCOM4663131031,52457,314SH DFND157,31400
JABIL INCCOM46631310371626,937SH SOLE226,93700
JABIL INCCOM4663131034146SH DFND114600
JABIL INCCOM46631310316584SH DFND3,158400
JACK IN THE BOX INCCOM46636710946601SH SOLE160100
JACK IN THE BOX INCCOM4663671093804,694SH DFND14,69400
JACK IN THE BOX INCCOM4663671095807,155SH DFND3,17,15500
JACOBS ENGR GROUP INCCOM4698141072,67935,636SH SOLE235,63600
JACOBS ENGR GROUP INCCOM46981410724317SH DFND131700
JACOBS ENGR GROUP INCCOM4698141073744,970SH DFND3,14,97000
JAGGED PEAK ENERGY INCCOM47009K107242,269SH SOLE22,26900
JAMES RIV GROUP LTDCOMG5005R1071,11327,775SH SOLE227,77500
JANUS HENDERSON GROUP PLCORD S3G4474Y21480932,400SH SOLE232,40000
JANUS HENDERSON GROUP PLCORD S3G4474Y21401SH DFND1100
JANUS HENDERSON GROUP PLCORD S3G4474Y2144151SH DFND3,115100
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB7153151,000SH SOLE2151,00000
JAZZ PHARMACEUTICALS PLCS3 USDG508711055033,480SH SOLE13,48000
JAZZ PHARMACEUTICALS PLCS3 USDG5087110534235SH DFND123500
JAZZ PHARMACEUTICALS PLCS3 USDG508711053,81826,706SH SOLE226,70600
JAZZ PHARMACEUTICALS PLCS3 USDG50871105858SH DFND3,15800
JBG SMITH PPTYSCOM46590V10013446SH SOLE144600
JBG SMITH PPTYSCOM46590V1004,145100,235SH SOLE2100,23500
JD COM INCSPON ADR CL A47215P10612,797424,428SH SOLE2424,42800
JEFFERIES FINL GROUP INCCOM47233W1091256,655SH SOLE26,65500
JEFFERIES FINL GROUP INCCOM47233W10903SH DFND1300
JEFFERIES FINL GROUP INCCOM47233W10975540,199SH DFND3,140,19900
JERNIGAN CAP INCCOM476405105291,391SH SOLE21,39100
JETBLUE AWYS CORPCOM477143101321,898SH SOLE11,89800
JETBLUE AWYS CORPCOM4771431011,779108,766SH DFND1108,76600
JETBLUE AWYS CORPCOM4771431011,20973,927SH SOLE273,92700
JETBLUE AWYS CORPCOM4771431013194SH DFND3,119400
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T10012653SH SOLE265300
JOHN BEAN TECHNOLOGIES CORPCOM47783910438394SH SOLE139400
JOHNSON & JOHNSONCOM47816010421,583154,109SH SOLE1154,10900
JOHNSON & JOHNSONCOM47816010411,85784,817SH DFND184,81700
JOHNSON & JOHNSONCOM47816010453,059379,562SH SOLE2379,56200
JOHNSON & JOHNSONCOM4781601041,87313,399SH DFND113,39900
JOHNSON & JOHNSONCOM4781601044503,221SH DFND3,13,22100
JOHNSON CTLS INTL PLCS3G515021051,65445,080SH SOLE145,08000
JOHNSON CTLS INTL PLCS3G5150210540,6321,099,933SH SOLE21,099,93300
JOHNSON CTLS INTL PLCS3G51502105882,389SH DFND12,38900
JOHNSON CTLS INTL PLCS3G5150210521580SH DFND3,158000
JOHNSON OUTDOORS INCCL A47916710848679SH DFND167900
JOHNSON OUTDOORS INCCL A4791671082112,738SH SOLE12,73800
JOHNSON OUTDOORS INCCL A47916710875110,530SH SOLE210,53000
JOINT CORPCOM47973J102674,229SH SOLE24,22900
JONES LANG LASALLE INCCOM48020Q10799645SH SOLE164500
JONES LANG LASALLE INCCOM48020Q107130842SH SOLE284200
JONES LANG LASALLE INCCOM48020Q10719120SH DFND112000
JONES LANG LASALLE INCCOM48020Q1074763,087SH DFND3,13,08700
JPMORGAN CHASE & COCOM46625H10019,227189,936SH DFND8189,93600
JPMORGAN CHASE & COCOM46625H1008,68585,798SH DFND185,79800
JPMORGAN CHASE & COCOM46625H10015,622154,022SH SOLE1154,02200
JPMORGAN CHASE & COCOM46625H10070,958700,960SH SOLE2700,96000
JPMORGAN CHASE & COALERIAN ML ETN46625H3651435,593SH SOLE15,59300
JPMORGAN CHASE & COCOM46625H10024234SH DFND3,123400
JPMORGAN CHASE & COCOM46625H10046450SH DFND3,145000
JPMORGAN CHASE & COCOM46625H1001,19111,767SH DFND111,76700
JPMORGAN CHASE & COCOM46625H1001901,878SH DFND3,11,87800
JUMEI INTL HLDG LTDSPONSORED ADR48138L107246104,300SH SOLE2104,30000
JUNIPER NETWORKS INCCOM48203R10492333,522SH SOLE133,52200
JUNIPER NETWORKS INCCOM48203R1042,825106,715SH DFND1106,71500
JUNIPER NETWORKS INCCOM48203R1045,267198,969SH SOLE2198,96900
JUNIPER NETWORKS INCCOM48203R10404SH DFND1400
JUNIPER NETWORKS INCCOM48203R104271,009SH DFND3,11,00900
K12 INCCOM48273U102501,477SH SOLE11,47700
K12 INCCOM48273U10264118,788SH DFND1018,78800
K12 INCCOM48273U10279023,156SH DFND123,15600
K12 INCCOM48273U1021,68249,270SH SOLE249,27000
KADANT INCCOM48282T10465735SH SOLE273500
KAISER ALUMINUM CORPCOM PAR $0.014830077046,05657,824SH SOLE257,82400
KAMAN CORPCOM48354810336572SH SOLE157200
KAMAN CORPCOM4835481032764,728SH DFND14,72800
KAMAN CORPCOM48354810383714,315SH SOLE214,31500
KAMAN CORPCOM48354810314238SH DFND123800
KANSAS CITY SOUTHERNCOM NEW4851703022,21519,100SH SOLE219,10000
KANSAS CITY SOUTHERNCOM NEW485170302322SH DFND12200
KAR AUCTION SVCS INCCOM48238T1091362,619SH SOLE12,61900
KAR AUCTION SVCS INCCOM48238T1092,56149,917SH DFND849,91700
KAR AUCTION SVCS INCCOM48238T1095,859114,181SH SOLE2114,18100
KAR AUCTION SVCS INCCOM48238T1094067,915SH DFND3,17,91500
KB FINANCIAL GROUP INCSPONSORED ADR48241A10537810,208SH SOLE210,20800
KB HOMECOM48666K10954922,713SH DFND122,71300
KBR INCCOM48242W1061467,590SH SOLE17,59000
KBR INCCOM48242W10651526,964SH SOLE226,96400
KBR INCCOM48242W10603SH DFND1300
KBR INCCOM48242W1062118SH DFND3,111800
KEANE GROUP INCCOM48669A1084,302395,045SH SOLE2395,04500
KEARNY FINL CORP MDCOM48716P10820315,808SH DFND115,80800
KELLOGG COCOM48783610853758SH SOLE175800
KELLOGG COCOM48783610813,816240,786SH DFND8240,78600
KELLOGG COCOM4878361083,61362,970SH SOLE262,97000
KELLOGG COCOM487836108117SH DFND11700
KELLOGG COCOM4878361086100SH DFND3,110000
KELLY SVCS INCCL A488152208663,670SH SOLE13,67000
KELLY SVCS INCCL A48815220842519,282SH SOLE219,28200
KELLY SVCS INCCL A4881522084178SH DFND3,117800
KEMET CORPCOM NEW4883602071227,200SH DFND17,20000
KEMPER CORP DELCOM48840110081110,651SH DFND110,65100
KEMPER CORP DELCOM4884011006959,130SH SOLE29,13000
KENNAMETAL INCCOM48917010065117,388SH SOLE117,38800
KENNAMETAL INCCOM48917010083022,582SH DFND1322,58200
KENNAMETAL INCCOM4891701001654,480SH SOLE24,48000
KENNEDY-WILSON HLDGS INCCOM4893981077322SH SOLE132200
KENNEDY-WILSON HLDGS INCCOM4893981073,685172,298SH DFND8172,29800
KENNEDY-WILSON HLDGS INCCOM489398107954,453SH SOLE24,45300
KEURIG DR PEPPER INCCOM49271V1002,857101,458SH SOLE1101,45800
KEYCORP NEWCOM4932671081,03362,179SH SOLE162,17900
KEYCORP NEWCOM49326710871745,494SH SOLE245,49400
KEYCORP NEWCOM4932671085305SH DFND130500
KEYCORP NEWCOM493267108281,803SH DFND3,11,80300
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,02611,273SH SOLE111,27300
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,64718,891SH DFND118,89100
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,14113,085SH SOLE213,08500
KEYSIGHT TECHNOLOGIES INCCOM49338L10316186SH DFND3,118600
KEYW HLDG CORPCOM49372310011112,022SH SOLE112,02200
KFORCE INCCOM4937321013207SH SOLE120700
KFORCE INCCOM4937321012,52971,997SH SOLE271,99700
KILROY RLTY CORPCOM49427F1085767,546SH SOLE17,54600
KILROY RLTY CORPCOM49427F10822,393294,806SH SOLE2294,80600
KILROY RLTY CORPCOM49427F108232SH DFND13200
KIMBALL ELECTRONICS INCCOM49428J10921013,559SH SOLE213,55900
KIMBALL INTL INCCL B49427410320014,171SH DFND114,17100
KIMBERLY CLARK CORPCOM4943681033,55929,001SH SOLE129,00100
KIMBERLY CLARK CORPCOM4943681034,61137,214SH DFND137,21400
KIMBERLY CLARK CORPCOM49436810316,697134,761SH SOLE2134,76100
KIMBERLY CLARK CORPCOM49436810334276SH DFND127600
KIMBERLY CLARK CORPCOM494368103322SH DFND3,12200
KIMCO RLTY CORPCOM49446R10940921,940SH SOLE121,94000
KIMCO RLTY CORPCOM49446R10976841,524SH DFND141,52400
KIMCO RLTY CORPCOM49446R1092,621141,690SH SOLE2141,69000
KIMCO RLTY CORPCOM49446R10914734SH DFND173400
KIMCO RLTY CORPCOM49446R1095275SH DFND3,127500
KINDER MORGAN INC DELCOM49456B1012,568127,572SH SOLE1127,57200
KINDER MORGAN INC DELCOM49456B10117,922895,659SH SOLE2895,65900
KINDER MORGAN INC DELCOM49456B10103SH DFND1300
KINDER MORGAN INC DELCOM49456B1011688,405SH DFND3,18,40500
KINSALE CAP GROUP INCCOM49714P1082173,156SH SOLE13,15600
KIRBY CORPCOM4972661064,07554,253SH SOLE254,25300
KIRBY CORPCOM497266106230SH DFND13000
KITE RLTY GROUP TRCOM NEW49803T3007954SH SOLE195400
KITE RLTY GROUP TRCOM NEW49803T3001,48192,600SH SOLE292,60000
KKR & CO INCCL A48251W10410,559449,529SH SOLE2449,52900
KKR & CO INCCL A48251W1045197SH DFND3,119700
KKR REAL ESTATE FIN TR INCCOM48251K10001SH SOLE1100
KKR REAL ESTATE FIN TR INCCOM48251K10031515,718SH SOLE215,71800
KLA-TENCOR CORPCOM48248010035266SH SOLE126600
KLA-TENCOR CORPCOM4824801001,0829,061SH DFND19,06100
KLA-TENCOR CORPCOM4824801007,21860,451SH SOLE260,45100
KLA-TENCOR CORPCOM48248010004SH DFND1400
KNIGHT SWIFT TRANSN HLDGS INCL A4990491044,688143,454SH SOLE2143,45400
KNOLL INCCOM NEW49890420027314,423SH SOLE214,42300
KNOWLES CORPCOM49926D1095,726324,787SH SOLE2324,78700
KNOWLES CORPNOTE 3.250%11/049926DAB5203174,000SH SOLE2174,00000
KNOWLES CORPCOM49926D10929816,884SH DFND3,116,88400
KOHLS CORPCOM5002551041,30018,630SH SOLE118,63000
KOHLS CORPCOM50025510414,040204,162SH DFND11204,16200
KOHLS CORPCOM50025510475410,961SH DFND110,96100
KOHLS CORPCOM5002551046,06188,140SH SOLE288,14000
KOHLS CORPCOM500255104455SH DFND15500
KOHLS CORPCOM50025510415214SH DFND3,121400
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031944,736SH SOLE24,73600
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230303SH DFND1300
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723036137SH DFND3,113700
KOPPERS HOLDINGS INCCOM50060P1061505,756SH SOLE25,75600
KORN FERRYCOM NEW5006432001733,568SH SOLE13,56800
KORN FERRYCOM NEW5006432001,72638,537SH SOLE238,53700
KORN FERRYCOM NEW5006432009192SH DFND3,119200
KOSMOS ENERGY LTDCOM50068810656390,347SH SOLE290,34700
KRAFT HEINZ COCOM500754106572,361SH SOLE12,36100
KRAFT HEINZ COCOM5007541062216,778SH SOLE26,77800
KRAFT HEINZ COCOM50075410632985SH DFND198500
KRAFT HEINZ COCOM5007541066189SH DFND3,118900
KRATON CORPORATIONCOM50077C10610,113314,254SH SOLE2314,25400
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20750732,410SH DFND1032,41000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20765942,159SH SOLE242,15900
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2076,603422,446SH DFND3,1422,44600
KROGER COCOM5010441012,997122,568SH SOLE1122,56800
KROGER COCOM50104410172929,614SH DFND129,61400
KROGER COCOM5010441019,437383,605SH SOLE2383,60500
KROGER COCOM5010441019375SH DFND137500
KROGER COCOM501044101532,149SH DFND3,12,14900
KRONOS WORLDWIDE INCCOM50105F105856,058SH DFND16,05800
KRONOS WORLDWIDE INCCOM50105F105011SH DFND11100
KT CORPSPONSORED ADR48268K1016,615531,772SH SOLE2531,77200
KULICKE & SOFFA INDS INCCOM5012421011,39663,154SH SOLE263,15400
KULICKE & SOFFA INDS INCCOM5012421018357SH DFND3,135700
L BRANDS INCCOM5017971042,75699,943SH SOLE299,94300
L BRANDS INCCOM5017971043106SH DFND110600
L3 TECHNOLOGIES INCCOM5024131076022,932SH SOLE12,93200
L3 TECHNOLOGIES INCCOM5024131078043,898SH DFND13,89800
L3 TECHNOLOGIES INCCOM5024131077,42335,968SH SOLE235,96800
L3 TECHNOLOGIES INCCOM502413107628SH DFND12800
LA Z BOY INCCOM5053361071634,932SH SOLE24,93200
LA Z BOY INCCOM5053361078233SH DFND3,123300
LABORATORY CORP AMER HLDGSCOM NEW50540R4093102,030SH DFND12,03000
LABORATORY CORP AMER HLDGSCOM NEW50540R4092,89018,984SH SOLE118,98400
LABORATORY CORP AMER HLDGSCOM NEW50540R4099,78963,992SH SOLE263,99200
LABORATORY CORP AMER HLDGSCOM NEW50540R409958SH DFND15800
LABORATORY CORP AMER HLDGSCOM NEW50540R4095333,481SH DFND3,13,48100
LADDER CAP CORPCL A505743104146SH SOLE14600
LAKELAND BANCORP INCCOM51163710020513,700SH SOLE213,70000
LAKELAND FINL CORPCOM511656100132SH SOLE13200
LAKELAND FINL CORPCOM5116561001122,474SH SOLE22,47400
LAM RESEARCH CORPCOM5128071082,42413,327SH SOLE113,32700
LAM RESEARCH CORPCOM5128071084,27223,867SH DFND1223,86700
LAM RESEARCH CORPCOM5128071083,21617,967SH DFND117,96700
LAM RESEARCH CORPCOM51280710810,55058,935SH SOLE258,93500
LAM RESEARCH CORPCOM512807108741SH DFND14100
LAM RESEARCH CORPCOM51280710863353SH DFND3,135300
LAMAR ADVERTISING CO NEWCL A5128161099,622121,400SH SOLE2121,40000
LAMAR ADVERTISING CO NEWCL A512816109784SH DFND3,18400
LAMB WESTON HLDGS INCCOM5132721042,47433,402SH SOLE133,40200
LAMB WESTON HLDGS INCCOM5132721041,30417,400SH DFND1317,40000
LAMB WESTON HLDGS INCCOM5132721041,52520,351SH DFND120,35100
LAMB WESTON HLDGS INCCOM5132721048,718116,328SH SOLE2116,32800
LAMB WESTON HLDGS INCCOM51327210401SH DFND1100
LAMB WESTON HLDGS INCCOM51327210425333SH DFND3,133300
LANCASTER COLONY CORPCOM5138471034333,120SH SOLE13,12000
LANCASTER COLONY CORPCOM5138471033452,200SH DFND132,20000
LANCASTER COLONY CORPCOM5138471031,4709,382SH DFND19,38200
LANCASTER COLONY CORPCOM5138471031,0646,792SH SOLE26,79200
LANCASTER COLONY CORPCOM51384710302SH DFND1200
LANDSTAR SYS INCCOM5150981011,40912,882SH DFND112,88200
LANDSTAR SYS INCCOM5150981013,67933,630SH SOLE233,63000
LANDSTAR SYS INCCOM51509810133303SH DFND130300
LANTHEUS HLDGS INCCOM516544103632,558SH SOLE22,55800
LANTRONIX INCCOM NEW51654820361,889SH SOLE21,88900
LAREDO PETROLEUM INCCOM5168061068363,806SH SOLE163,80600
LAREDO PETROLEUM INCCOM51680610625181,170SH SOLE281,17000
LAS VEGAS SANDS CORPCOM5178341074357,045SH SOLE17,04500
LAS VEGAS SANDS CORPCOM5178341076,01098,596SH SOLE298,59600
LAS VEGAS SANDS CORPCOM517834107230SH DFND3,13000
LATTICE SEMICONDUCTOR CORPCOM51841510474062,053SH DFND1062,05300
LATTICE SEMICONDUCTOR CORPCOM51841510416914,124SH DFND114,12400
LAUDER ESTEE COS INCCL A5184391049,24555,842SH DFND155,84200
LAUDER ESTEE COS INCCL A5184391046974,366SH SOLE14,36600
LAUDER ESTEE COS INCCL A51843910417,306104,539SH SOLE2104,53900
LAUDER ESTEE COS INCCL A51843910491547SH DFND154700
LAUREATE EDUCATION INCCL A51861320318112,233SH SOLE112,23300
LAUREATE EDUCATION INCCL A51861320395563,762SH SOLE263,76200
LAWSON PRODS INCCOM520776105341,080SH SOLE21,08000
LAZARD LTDS3 AG5405010218494SH DFND3,149400
LCI INDSCOM50189K10317201SH SOLE120100
LCI INDSCOM50189K1032313,004SH SOLE23,00400
LEAR CORPCOM NEW5218652041,1108,009SH SOLE18,00900
LEAR CORPCOM NEW5218652041,0277,568SH SOLE27,56800
LEAR CORPCOM NEW5218652041393SH DFND19300
LEAR CORPCOM NEW52186520458427SH DFND3,142700
LEE ENTERPRISES INCCOM5237681094613,828SH SOLE213,82800
LEGACY TEX FINL GROUP INCCOM52471Y1061,51840,612SH SOLE240,61200
LEGG MASON INCCOM52490110590433,043SH DFND133,04300
LEGG MASON INCCOM52490110552619,236SH SOLE219,23600
LEGG MASON INCCOM5249011053116SH DFND111600
LEGG MASON INCCOM5249011056233SH DFND3,123300
LEGGETT & PLATT INCCOM52466010760814,411SH SOLE214,41100
LEGGETT & PLATT INCCOM5246601075120SH DFND112000
LEIDOS HLDGS INCCOM5253271021572,459SH SOLE12,45900
LEIDOS HLDGS INCCOM5253271022,16133,720SH SOLE233,72000
LEIDOS HLDGS INCCOM5253271022043,186SH DFND13,18600
LEIDOS HLDGS INCCOM525327102459SH DFND3,15900
LEMAITRE VASCULAR INCCOM5255582011152,903SH SOLE12,90300
LENDINGCLUB CORPCOM52603A1091350SH DFND3,135000
LENDINGTREE INC NEWCOM52603B10731,68690,131SH SOLE290,13100
LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA5210120,000SH SOLE2120,00000
LENDINGTREE INC NEWCOM52603B1072777SH DFND17700
LENNAR CORPCL A5260571041,36227,748SH DFND127,74800
LENNAR CORPCL A52605710410,022204,147SH SOLE2204,14700
LENNAR CORPCL B526057302912,318SH SOLE22,31800
LENNAR CORPCL A5260571047148SH DFND114800
LENNAR CORPCL A52605710434688SH DFND3,168800
LENNOX INTL INCCOM526107107197726SH SOLE172600
LENNOX INTL INCCOM5261071072,91411,021SH DFND111,02100
LENNOX INTL INCCOM5261071072,6359,965SH SOLE29,96500
LENNOX INTL INCCOM526107107312SH DFND11200
LENNOX INTL INCCOM5261071073801,437SH DFND3,11,43700
LEVI STRAUSS & CO NEWCL A COM STK52736R1021,21851,737SH SOLE251,73700
LEXINGTON REALTY TRUSTCOM529043101689,143SH SOLE19,14300
LEXINGTON REALTY TRUSTCOM52904310162468,920SH SOLE268,92000
LG DISPLAY CO LTDSPONS ADR REP50186V10220423,591SH SOLE223,59100
LGI HOMES INCCOM50187T10674412,349SH SOLE212,34900
LGI HOMES INCCOM50187T10610161SH DFND116100
LHC GROUP INCCOM50187A1076625,969SH DFND105,96900
LHC GROUP INCCOM50187A1071551,400SH DFND11,40000
LHC GROUP INCCOM50187A10714,955134,900SH SOLE2134,90000
LIBERTY BROADBAND CORPCOM SER A5303071074785,215SH DFND15,21500
LIBERTY BROADBAND CORPCOM SER A53030710746500SH SOLE250000
LIBERTY BROADBAND CORPCOM SER C5303073051862,026SH DFND12,02600
LIBERTY BROADBAND CORPCOM SER C5303073051,87920,481SH SOLE220,48100
LIBERTY BROADBAND CORPCOM SER A5303071071531,671SH DFND11,67100
LIBERTY BROADBAND CORPCOM SER C530307305111SH DFND11100
LIBERTY EXPEDIA HLDGS INCSER A COM53046P10984519,753SH DFND119,75300
LIBERTY EXPEDIA HLDGS INCSER A COM53046P10914333SH DFND133300
LIBERTY GLOBAL PLCS3 CL AG5480U10418,773753,342SH SOLE2753,34200
LIBERTY GLOBAL PLCS3 CL CG5480U1202098,535SH SOLE18,53500
LIBERTY GLOBAL PLCS3 CL CG5480U12018,780775,693SH SOLE2775,69300
LIBERTY GLOBAL PLCS3 CL AG5480U104277SH DFND17700
LIBERTY GLOBAL PLCS3 CL CG5480U1209353SH DFND135300
LIBERTY MEDIA CORPDEB 4.000%11/1530715AG6599875,000SH SOLE2875,00000
LIBERTY MEDIA CORPDEB 3.750% 2/1530715AL5594874,089SH SOLE2874,08900
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607301,709SH SOLE11,70900
LIBERTY MEDIA CORP DELAWARECOM SER C FRMLA5312298541,71048,793SH SOLE248,79300
LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP5312298882037,327SH DFND17,32700
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB8235210,000SH SOLE2210,00000
LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE2256502,000SH SOLE2502,00000
LIBERTY MEDIA CORP DELAWARENOTE 1.000% 1/3531229AF9179160,000SH SOLE2160,00000
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM531229409124SH DFND12400
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607247SH DFND14700
LIBERTY MEDIA CORP DELAWARECOM SER C FRMLA53122985401SH DFND1100
LIBERTY MEDIA CORP DELAWARECOM A BRAVES GRP5312297061655,900SH DFND3,15,90000
LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP5312298881726,200SH DFND3,16,20000
LIBERTY OILFIELD SVCS INCCOM CL A53115L10449832,368SH SOLE232,36800
LIBERTY PPTY TRSH BEN INT53117210482316,874SH SOLE116,87400
LIBERTY PPTY TRSH BEN INT53117210451410,622SH DFND110,62200
LIBERTY PPTY TRSH BEN INT5311721044,42591,388SH SOLE291,38800
LIBERTY PPTY TRSH BEN INT5311721047139SH DFND113900
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510232422,804SH DFND122,80400
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510226,3741,858,662SH SOLE21,858,66200
LIFE STORAGE INCCOM53223X1077717,874SH SOLE17,87400
LIFE STORAGE INCCOM53223X10715,094155,173SH SOLE2155,17300
LIFEVANTAGE CORPCOM NEW53222K205976,791SH SOLE26,79100
LIGAND PHARMACEUTICALS INCCOM NEW53220K5043302,322SH SOLE12,32200
LIGAND PHARMACEUTICALS INCCOM NEW53220K5042,38819,000SH SOLE219,00000
LILLY ELI & COCOM5324571085,80844,359SH SOLE144,35900
LILLY ELI & COCOM5324571086,90853,237SH DFND153,23700
LILLY ELI & COCOM53245710865,345503,581SH SOLE2503,58100
LILLY ELI & COCOM5324571083602,776SH DFND12,77600
LILLY ELI & COCOM53245710848368SH DFND3,136800
LIMELIGHT NETWORKS INCCOM53261M104236,724SH SOLE16,72400
LIMELIGHT NETWORKS INCCOM53261M104477147,757SH SOLE2147,75700
LINCOLN ELEC HLDGS INCCOM5339001064,50753,743SH SOLE253,74300
LINCOLN ELEC HLDGS INCCOM533900106218SH DFND11800
LINCOLN NATL CORP INDCOM5341871091,26320,418SH SOLE120,41800
LINCOLN NATL CORP INDCOM5341871092965,049SH SOLE25,04900
LINCOLN NATL CORP INDCOM5341871093235,502SH DFND15,50200
LINCOLN NATL CORP INDCOM5341871093876,598SH DFND3,16,59800
LINDE PLCCOMG5494J1036,48137,027SH SOLE137,02700
LINDE PLCCOMG5494J10328,956164,590SH SOLE2164,59000
LINDE PLCCOMG5494J103423SH DFND12300
LINDSAY CORPCOM53555510677797SH SOLE279700
LIONS GATE ENTMNT CORPCL B NON VTG53591950024419,309SH SOLE119,30900
LIONS GATE ENTMNT CORPCL B NON VTG5359195001,896125,552SH SOLE2125,55200
LIONS GATE ENTMNT CORPCL B NON VTG535919500593,901SH DFND13,90100
LIONS GATE ENTMNT CORPCL A VTG535919401211,354SH DFND3,11,35400
LIONS GATE ENTMNT CORPCL B NON VTG53591950071247,154SH DFND3,147,15400
LIQUIDITY SERVICES INCCOM53635B1071,006130,422SH SOLE2130,42200
LITHIA MTRS INCCL A53679710345525SH SOLE152500
LITHIA MTRS INCCL A5367971035,89463,551SH SOLE263,55100
LITTELFUSE INCCOM53700810444230SH SOLE123000
LITTELFUSE INCCOM5370081044,21823,115SH DFND823,11500
LITTELFUSE INCCOM5370081041,82510,000SH SOLE210,00000
LIVANOVA PLCS3G5509L1018,83190,809SH SOLE290,80900
LIVE NATION ENTERTAINMENT INCOM538034109474SH SOLE17400
LIVE NATION ENTERTAINMENT INCOM5380341091,56024,546SH DFND1224,54600
LIVE NATION ENTERTAINMENT INCOM5380341097,123112,110SH SOLE2112,11000
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ24640,000SH SOLE240,00000
LIVE NATION ENTERTAINMENT INCOM5380341093485,478SH DFND3,15,47800
LIVE OAK BANCSHARES INCCOM53803X10539527,010SH SOLE227,01000
LIVENT CORPCOM53814L10820215,290SH SOLE115,29000
LIVENT CORPCOM53814L1081,07987,841SH SOLE287,84100
LIVENT CORPCOM53814L108028SH DFND12800
LIVENT CORPCOM53814L10814011,400SH DFND3,111,40000
LIVEPERSON INCCOM53814610164422,202SH DFND1022,20200
LIVERAMP HLDGS INCCOM53815P1085409,901SH DFND109,90100
LIVERAMP HLDGS INCCOM53815P10862,5661,146,531SH SOLE21,146,53100
LKQ CORPCOM5018892081104,156SH SOLE14,15600
LKQ CORPCOM5018892081,18841,854SH SOLE241,85400
LKQ CORPCOM501889208263SH DFND16300
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391092,370704,756SH SOLE1704,75600
LOCKHEED MARTIN CORPCOM5398301097,00022,828SH SOLE122,82800
LOCKHEED MARTIN CORPCOM5398301092,7489,154SH DFND19,15400
LOCKHEED MARTIN CORPCOM5398301098,85029,485SH SOLE229,48500
LOCKHEED MARTIN CORPCOM539830109213711SH DFND171100
LOCKHEED MARTIN CORPCOM53983010953177SH DFND3,117700
LOEWS CORPCOM5404241081,11223,194SH DFND123,19400
LOEWS CORPCOM5404241085,961124,361SH SOLE2124,36100
LOEWS CORPCOM54042410801SH DFND1100
LOGMEIN INCCOM54142L109668SH SOLE16800
LOGMEIN INCCOM54142L1093,13939,185SH DFND839,18500
LOGMEIN INCCOM54142L1098,448105,464SH SOLE2105,46400
LOGMEIN INCCOM54142L10902SH DFND3,1200
LONESTAR RES US INCCL A VTG54240F103456113,697SH SOLE2113,69700
LOUISIANA PAC CORPCOM5463471051,28752,771SH DFND152,77100
LOUISIANA PAC CORPCOM5463471052,752112,876SH SOLE2112,87600
LOWES COS INCCOM54866110711,095100,644SH SOLE1100,64400
LOWES COS INCCOM5486611072,72124,858SH DFND124,85800
LOWES COS INCCOM548661107124,3511,135,939SH SOLE21,135,93900
LOWES COS INCCOM5486611073873,534SH DFND13,53400
LOWES COS INCCOM54866110748438SH DFND3,143800
LPL FINL HLDGS INCCOM50212V1005738,222SH DFND108,22200
LPL FINL HLDGS INCCOM50212V1001,42420,443SH DFND120,44300
LPL FINL HLDGS INCCOM50212V10097513,948SH SOLE113,94800
LPL FINL HLDGS INCCOM50212V1005,35776,915SH SOLE276,91500
LPL FINL HLDGS INCCOM50212V10019267SH DFND126700
LPL FINL HLDGS INCCOM50212V100460SH DFND3,16000
LSC COMMUNICATIONS INCCOM50218P10724,024SH SOLE14,02400
LSC COMMUNICATIONS INCCOM50218P10701SH DFND1100
LULULEMON ATHLETICA INCCOM5500211094532,856SH SOLE12,85600
LULULEMON ATHLETICA INCCOM5500211094,54427,729SH DFND127,72900
LULULEMON ATHLETICA INCCOM55002110913,94085,065SH SOLE285,06500
LULULEMON ATHLETICA INCCOM55002110920120SH DFND112000
LUMENTUM HLDGS INCCOM55024U1091,75030,958SH SOLE230,95800
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB5394335,000SH SOLE2335,00000
LUMENTUM HLDGS INCCOM55024U109122SH DFND12200
LUMENTUM HLDGS INCCOM55024U1092183,855SH DFND3,13,85500
LUMINEX CORP DELCOM55027E10239615,565SH SOLE115,56500
LUMINEX CORP DELCOM55027E1022,07690,219SH SOLE290,21900
LUTHER BURBANK CORPCOM55055010722422,210SH SOLE222,21000
LYDALL INC DELCOM550819106522,471SH SOLE12,47100
LYFT INCCL A COM55087P104751,041SH SOLE21,04100
LYON WILLIAM HOMESCL A NEW5520747001318,520SH SOLE28,52000
LYONDELLBASELL INDUSTRIES NS3 - A -N537451002,06423,560SH SOLE123,56000
LYONDELLBASELL INDUSTRIES NS3 - A -N537451002,43228,925SH SOLE228,92500
LYONDELLBASELL INDUSTRIES NS3 - A -N5374510084110,000SH DFND110,00000
LYONDELLBASELL INDUSTRIES NS3 - A -N53745100334SH DFND13400
LYONDELLBASELL INDUSTRIES NS3 - A -N5374510042504SH DFND3,150400
M & T BK CORPCOM55261F10441248SH SOLE124800
M & T BK CORPCOM55261F1044,69729,912SH SOLE229,91200
M & T BK CORPCOM55261F10403SH DFND1300
M & T BK CORPCOM55261F104215SH DFND3,11500
M D C HLDGS INCCOM5526761088259SH DFND3,125900
M/I HOMES INCCOM55305B10162223,384SH SOLE223,38400
MACERICH COCOM5543821013718,524SH SOLE18,52400
MACERICH COCOM5543821013,01369,503SH SOLE269,50300
MACERICH COCOM554382101240SH DFND14000
MACERICH COCOM554382101490SH DFND3,19000
MACK CALI RLTY CORPCOM554489104582,496SH SOLE12,49600
MACK CALI RLTY CORPCOM5544891042,11595,284SH SOLE295,28400
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10050229,985SH SOLE129,98500
MACOM TECH SOLUTIONS HLDGS ICOM55405Y1003,182190,442SH SOLE2190,44200
MACQUARIE INFRASTRUCTURE CORCOM55608B10558014,081SH SOLE214,08100
MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA3389390,000SH SOLE2390,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B1056145SH DFND3,114500
MACROGENICS INCCOM55609910976642,613SH SOLE242,61300
MACYS INCCOM55616P1041104,490SH SOLE14,49000
MACYS INCCOM55616P10429112,091SH DFND112,09100
MACYS INCCOM55616P10452922,010SH SOLE222,01000
MACYS INCCOM55616P104012SH DFND11200
MACYS INCCOM55616P104273SH DFND3,17300
MADDEN STEVEN LTDCOM556269108632,312SH SOLE12,31200
MADDEN STEVEN LTDCOM5562691085,959176,103SH SOLE2176,10300
MADISON SQUARE GARDEN CO NEWCL A55825T1031,4945,098SH DFND125,09800
MADISON SQUARE GARDEN CO NEWCL A55825T1032,1857,455SH DFND17,45500
MADISON SQUARE GARDEN CO NEWCL A55825T1033,97713,780SH SOLE113,78000
MADISON SQUARE GARDEN CO NEWCL A55825T1035952,030SH SOLE22,03000
MADISON SQUARE GARDEN CO NEWCL A55825T10354184SH DFND118400
MAGELLAN HEALTH INCCOM NEW55907920711167SH SOLE116700
MAGELLAN HEALTH INCCOM NEW5590792072,07431,467SH SOLE231,46700
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061,46324,136SH SOLE224,13600
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801064,53774,834SH DFND3,174,83400
MAGNA INTL INCCOM5592224013256,577SH SOLE16,57700
MAGNA INTL INCCOM5592224014,44491,273SH SOLE291,27300
MAGNA INTL INCCOM5592224016115SH DFND3,111500
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20343658,911SH SOLE258,91100
MAGNOLIA OIL & GAS CORPCL A5596631091,707142,221SH SOLE2142,22100
MAKEMYTRIP LIMITED MAURITIUSS3V5633W10987931,860SH SOLE231,86000
MALIBU BOATS INCCOM CL A56117J1007316SH SOLE131600
MALIBU BOATS INCCOM CL A56117J1001644,148SH DFND14,14800
MALIBU BOATS INCCOM CL A56117J1001383,495SH SOLE23,49500
MALLINCKRODT PUB LTD COS3G5785G107422,299SH SOLE12,29900
MALLINCKRODT PUB LTD COS3G5785G10784638,893SH SOLE238,89300
MALLINCKRODT PUB LTD COS3G5785G10701SH DFND1100
MALLINCKRODT PUB LTD COS3G5785G1072103SH DFND3,110300
MAMMOTH ENERGY SVCS INCCOM56155L10824614,800SH SOLE214,80000
MANHATTAN ASSOCS INCCOM5627501094497,767SH SOLE17,76700
MANHATTAN ASSOCS INCCOM56275010972213,100SH DFND1313,10000
MANHATTAN ASSOCS INCCOM5627501091,35424,574SH SOLE224,57400
MANHATTAN ASSOCS INCCOM562750109465SH DFND16500
MANHATTAN ASSOCS INCCOM56275010955810,130SH DFND3,110,13000
MANITOWOC CO INCCOM NEW56357140503SH DFND1300
MANNKIND CORPCOM NEW56400P706040SH SOLE14000
MANNKIND CORPCOM NEW56400P7065829,279SH DFND129,27900
MANPOWERGROUP INCCOM56418H1007238,898SH SOLE18,89800
MANPOWERGROUP INCCOM56418H1001,95723,662SH DFND123,66200
MANPOWERGROUP INCCOM56418H1009111SH DFND111100
MANPOWERGROUP INCCOM56418H100675SH DFND3,17500
MANTECH INTL CORPCL A5645631041712,855SH SOLE12,85500
MANULIFE FINL CORPCOM56501R1063,574213,636SH SOLE1213,63600
MANULIFE FINL CORPCOM56501R10610592SH DFND159200
MANULIFE FINL CORPCOM56501R1067415SH DFND3,141500
MARATHON OIL CORPCOM565849106442,623SH SOLE12,62300
MARATHON OIL CORPCOM56584910614,133845,779SH SOLE2845,77900
MARATHON OIL CORPCOM565849106023SH DFND12300
MARATHON OIL CORPCOM5658491064214SH DFND3,121400
MARATHON PETE CORPCOM56585A1022,00733,623SH SOLE133,62300
MARATHON PETE CORPCOM56585A10216,406274,124SH DFND8274,12400
MARATHON PETE CORPCOM56585A10279813,326SH DFND113,32600
MARATHON PETE CORPCOM56585A10219,561326,826SH SOLE2326,82600
MARATHON PETE CORPCOM56585A10219322SH DFND132200
MARATHON PETE CORPCOM56585A10237624SH DFND3,162400
MARCHEX INCCL B56624R1087723,170SH SOLE123,17000
MARCHEX INCCL B56624R108367,538SH SOLE27,53800
MARCUS & MILLICHAP INCCOM5663241092245,511SH DFND15,51100
MARCUS & MILLICHAP INCCOM5663241092014,946SH SOLE24,94600
MARCUS CORPCOM566330106551,311SH SOLE11,31100
MARCUS CORPCOM5663301063438,559SH SOLE28,55900
MARINEMAX INCCOM5679081081889,819SH SOLE29,81900
MARKEL CORPCOM570535104930930SH SOLE193000
MARKEL CORPCOM57053510455SH DFND1500
MARKEL CORPCOM570535104425427SH DFND3,142700
MARKETAXESS HLDGS INCCOM57060D1082,58011,343SH SOLE111,34300
MARKETAXESS HLDGS INCCOM57060D1085,86423,831SH DFND823,83100
MARKETAXESS HLDGS INCCOM57060D1088,45234,346SH SOLE234,34600
MARKETAXESS HLDGS INCCOM57060D10833135SH DFND113500
MARLIN BUSINESS SVCS CORPCOM571157106462,134SH SOLE22,13400
MARRIOTT INTL INC NEWCL A5719032022,91423,297SH DFND123,29700
MARRIOTT INTL INC NEWCL A57190320257344SH SOLE134400
MARRIOTT INTL INC NEWCL A57190320217,479139,731SH SOLE2139,73100
MARRIOTT INTL INC NEWCL A571903202867SH DFND16700
MARRIOTT VACTINS WORLDWID COCOM57164Y10757591SH SOLE159100
MARRIOTT VACTINS WORLDWID COCOM57164Y1076,63670,977SH SOLE270,97700
MARSH & MCLENNAN COS INCCOM5717481022,45626,219SH SOLE126,21900
MARSH & MCLENNAN COS INCCOM57174810226,239279,440SH SOLE2279,44000
MARSH & MCLENNAN COS INCCOM57174810239414SH DFND3,141400
MARTEN TRANS LTDCOM5730751081345,864SH SOLE15,86400
MARTIN MARIETTA MATLS INCCOM57328410617,88888,913SH SOLE288,91300
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051506,945SH SOLE16,94500
MARVELL TECHNOLOGY GROUP LTDORDG5876H1055,062254,503SH SOLE2254,50300
MARVELL TECHNOLOGY GROUP LTDORDG5876H10511541SH DFND154100
MARVELL TECHNOLOGY GROUP LTDORDG5876H105361,810SH DFND3,11,81000
MASCO CORPCOM5745991061673,945SH SOLE13,94500
MASCO CORPCOM5745991063,22882,129SH SOLE282,12900
MASCO CORPCOM574599106012SH DFND11200
MASIMO CORPCOM5747951004002,878SH SOLE12,87800
MASIMO CORPCOM5747951008175,907SH DFND105,90700
MASIMO CORPCOM5747951002,37717,187SH DFND117,18700
MASIMO CORPCOM5747951005,00936,222SH SOLE236,22200
MASIMO CORPCOM5747951006124,424SH DFND3,14,42400
MASONITE INTL CORP NEWCOM575385109691,664SH SOLE11,66400
MASONITE INTL CORP NEWCOM57538510994919,012SH SOLE219,01200
MASONITE INTL CORP NEWCOM5753851092975,945SH DFND3,15,94500
MASTEC INCCOM576323109941,858SH SOLE11,85800
MASTEC INCCOM5763231099,919206,222SH SOLE2206,22200
MASTEC INCCOM57632310910216SH DFND3,121600
MASTERCARD INCCL A57636Q1045,37922,846SH DFND122,84600
MASTERCARD INCCL A57636Q1048,06334,305SH SOLE134,30500
MASTERCARD INCCL A57636Q104167,894713,075SH SOLE2713,07500
MASTERCARD INCCL A57636Q1046492,758SH DFND12,75800
MASTERCARD INCCL A57636Q1041460SH DFND3,16000
MASTERCRAFT BOAT HLDGS INCCOM57637H103472,086SH DFND12,08600
MASTERCRAFT BOAT HLDGS INCCOM57637H103088SH SOLE18800
MATADOR RES COCOM576485205391,533SH SOLE11,53300
MATADOR RES COCOM5764852051,51378,273SH SOLE278,27300
MATADOR RES COCOM5764852051236,348SH DFND3,16,34800
MATRIX SVC COCOM576853105714,130SH SOLE14,13000
MATSON INCCOM57686G10546212,814SH SOLE212,81400
MATSON INCCOM57686G1058225SH DFND122500
MATTEL INCCOM5770811025,792445,539SH SOLE2445,53900
MATTEL INCCOM57708110206SH DFND1600
MATTHEWS INTL CORPCL A577128101812,411SH SOLE12,41100
MATTHEWS INTL CORPCL A5771281014,864131,628SH SOLE2131,62800
MAXAR TECHNOLOGIES INCCOM57778K1058320,558SH DFND3,120,55800
MAXIM INTEGRATED PRODS INCCOM57772K10162911,217SH SOLE111,21700
MAXIM INTEGRATED PRODS INCCOM57772K1018,213154,476SH SOLE2154,47600
MAXIM INTEGRATED PRODS INCCOM57772K1015100SH DFND3,110000
MAXIMUS INCCOM5779331043093,868SH SOLE13,86800
MAXIMUS INCCOM5779331042,54835,900SH DFND135,90000
MAXIMUS INCCOM5779331042503,529SH SOLE23,52900
MAXIMUS INCCOM5779331043595,052SH DFND3,15,05200
MAXLINEAR INCCOM57776J1001,50659,000SH SOLE259,00000
MAXWELL TECHNOLOGIES INCCOM5777671064611,597SH SOLE111,59700
MBIA INCCOM55262C10043545,710SH SOLE245,71000
MBIA INCCOM55262C1007691SH DFND169100
MCCORMICK & CO INCCOM NON VTG5797802062,46916,368SH SOLE116,36800
MCCORMICK & CO INCCOM NON VTG5797802067,15647,508SH SOLE247,50800
MCCORMICK & CO INCCOM NON VTG57978020662413SH DFND141300
MCDERMOTT INTL INCCOM580037703396,540SH SOLE16,54000
MCDERMOTT INTL INCCOM580037703111,436SH SOLE21,43600
MCDERMOTT INTL INCCOM58003770304SH DFND1400
MCDERMOTT INTL INCCOM5800377031121SH DFND3,112100
MCDONALDS CORPCOM5801351018,09042,507SH SOLE142,50700
MCDONALDS CORPCOM5801351014,19822,105SH DFND122,10500
MCDONALDS CORPCOM58013510110,25754,014SH SOLE254,01400
MCDONALDS CORPCOM580135101107564SH DFND156400
MCDONALDS CORPCOM58013510135185SH DFND3,118500
MCGRATH RENTCORPCOM5805891091823,214SH DFND13,21400
MCGRATH RENTCORPCOM5805891091111,959SH SOLE21,95900
MCKESSON CORPCOM58155Q103110844SH SOLE184400
MCKESSON CORPCOM58155Q1034,45438,051SH DFND138,05100
MCKESSON CORPCOM58155Q1033,10626,531SH SOLE226,53100
MCKESSON CORPCOM58155Q1031299SH DFND19900
MCKESSON CORPCOM58155Q1034183,575SH DFND3,13,57500
MDC PARTNERS INCCL A SUB VTG552697104380168,892SH SOLE2168,89200
MDU RES GROUP INCCOM55269010970328,061SH SOLE128,06100
MEDEQUITIES RLTY TR INCCOM58409L3064,033362,327SH SOLE2362,32700
MEDICAL PPTYS TRUST INCCOM58463J3041779,780SH SOLE19,78000
MEDICAL PPTYS TRUST INCCOM58463J30462934,004SH DFND1034,00400
MEDICAL PPTYS TRUST INCCOM58463J3042,623141,718SH DFND1141,71800
MEDICAL PPTYS TRUST INCCOM58463J3043,305178,572SH SOLE2178,57200
MEDICAL PPTYS TRUST INCCOM58463J30463034,026SH DFND3,134,02600
MEDICINES COCOM5846881053,084110,334SH SOLE2110,33400
MEDICINES CONOTE 2.750% 7/1584688AG0688818,000SH SOLE2818,00000
MEDIDATA SOLUTIONS INCCOM58471A1052373,359SH SOLE13,35900
MEDIDATA SOLUTIONS INCCOM58471A1055,07769,323SH SOLE269,32300
MEDIFAST INCCOM58470H10128186SH SOLE118600
MEDIFAST INCCOM58470H1014673,663SH DFND13,66300
MEDIFAST INCCOM58470H1012,08116,318SH SOLE216,31800
MEDNAX INCCOM58502B106442,121SH SOLE12,12100
MEDNAX INCCOM58502B1064,059149,380SH SOLE2149,38000
MEDPACE HLDGS INCCOM58506Q109761,285SH SOLE11,28500
MEDPACE HLDGS INCCOM58506Q1093666,203SH DFND16,20300
MEDPACE HLDGS INCCOM58506Q1092,65244,973SH SOLE244,97300
MEDTRONIC PLCS3G5960L1037,76085,489SH SOLE185,48900
MEDTRONIC PLCS3G5960L10385,948943,657SH SOLE2943,65700
MEDTRONIC PLCS3G5960L1035355,877SH DFND15,87700
MEDTRONIC PLCS3G5960L10337402SH DFND3,140200
MEET GROUP INCCOM58513U1017414,625SH DFND114,62500
MEET GROUP INCCOM58513U10136372,210SH SOLE272,21000
MELCO RESORTS AND ENTMT LTDADR58546410017760SH SOLE176000
MELCO RESORTS AND ENTMT LTDADR58546410042318,718SH SOLE218,71800
MELLANOX TECHNOLOGIES LTDS3M513631133873,250SH SOLE13,25000
MELLANOX TECHNOLOGIES LTDS3M513631132912,460SH SOLE22,46000
MERCADOLIBRE INCCOM58733R1024,5458,500SH SOLE18,50000
MERCADOLIBRE INCCOM58733R10232,24363,504SH SOLE263,50400
MERCER INTL INCCOM5880561011,10081,414SH SOLE281,41400
MERCHANTS BANCORP INDCOM58844R1082109,784SH SOLE29,78400
MERCK & CO INCCOM58933Y10510,569127,081SH DFND1127,08100
MERCK & CO INCCOM58933Y10520,138241,735SH SOLE1241,73500
MERCK & CO INCCOM58933Y10551,549619,797SH SOLE2619,79700
MERCK & CO INCCOM58933Y105451SH DFND3,15100
MERCK & CO INCCOM58933Y105114SH DFND3,11400
MERCK & CO INCCOM58933Y10520244SH DFND3,124400
MERCK & CO INCCOM58933Y10515185SH DFND3,118500
MERCK & CO INCCOM58933Y10539470SH DFND3,147000
MERCK & CO INCCOM58933Y105110SH DFND3,11000
MERCK & CO INCCOM58933Y105111SH DFND3,11100
MERCK & CO INCCOM58933Y105118SH DFND3,11800
MERCK & CO INCCOM58933Y1051371,653SH DFND3,11,65300
MERCK & CO INCCOM58933Y1052212,659SH DFND12,65900
MERCK & CO INCCOM58933Y10583992SH DFND3,199200
MERCURY GENL CORP NEWCOM5894001007145SH DFND3,114500
MERCURY SYS INCCOM5893781082714,190SH SOLE14,19000
MERCURY SYS INCCOM58937810864910,128SH DFND1010,12800
MERCURY SYS INCCOM5893781085,26582,165SH SOLE282,16500
MEREDITH CORPCOM5894331011,51927,484SH SOLE227,48400
MERIDIAN BANCORP INC MDCOM58958U10320312,911SH DFND112,91100
MERIDIAN BANCORP INC MDCOM58958U10324915,846SH SOLE215,84600
MERIDIAN BIOSCIENCE INCCOM58958410123213,165SH DFND113,16500
MERIDIAN BIOSCIENCE INCCOM58958410112685SH SOLE268500
MERIT MED SYS INCCOM5898891041722,713SH SOLE12,71300
MERIT MED SYS INCCOM58988910466510,754SH DFND110,75400
MERIT MED SYS INCCOM58988910418,925306,083SH SOLE2306,08300
MERITAGE HOMES CORPCOM59001A1024188,217SH SOLE18,21700
MERITAGE HOMES CORPCOM59001A10263814,279SH DFND1314,27900
MERITAGE HOMES CORPCOM59001A10267415,065SH SOLE215,06500
MERITAGE HOMES CORPCOM59001A10250111,195SH DFND3,111,19500
MERITOR INCCOM59001K10034316,864SH DFND116,86400
MERITOR INCCOM59001K1002,349115,408SH SOLE2115,40800
MERITOR INCNOTE 3.250%10/159001KAF7103107,000SH SOLE2107,00000
MERITOR INCCOM59001K1003150SH DFND115000
MESABI TRCTF BEN INT59067210116549SH SOLE254900
METHANEX CORPCOM59151K10800SH SOLE2000
METHODE ELECTRS INCCOM59152020049217,096SH SOLE217,09600
METLIFE INCCOM59156R1081,74439,959SH SOLE139,95900
METLIFE INCCOM59156R1087,956186,893SH DFND1186,89300
METLIFE INCCOM59156R10819,366454,921SH SOLE2454,92100
METLIFE INCCOM59156R108495SH DFND19500
METLIFE INCCOM59156R10817404SH DFND3,140400
METROPOLITAN BK HLDG CORPCOM591774104461,318SH DFND11,31800
METROPOLITAN BK HLDG CORPCOM5917741044274SH SOLE127400
METROPOLITAN BK HLDG CORPCOM5917741049271SH SOLE227100
METTLER TOLEDO INTERNATIONALCOM5926881052,9634,216SH SOLE14,21600
METTLER TOLEDO INTERNATIONALCOM5926881053,8725,355SH SOLE25,35500
METTLER TOLEDO INTERNATIONALCOM592688105710SH DFND11000
MFA FINL INCCOM55272X1023,920533,534SH SOLE1533,53400
MFA FINL INCCOM55272X10249167,581SH DFND167,58100
MFA FINL INCCOM55272X102172,295SH DFND12,29500
MGE ENERGY INCCOM55277P10404SH DFND1400
MGIC INVT CORP WISCOM55284810357143,264SH DFND143,26400
MGIC INVT CORP WISCOM5528481039692SH DFND169200
MGIC INVT CORP WISCOM552848103151,175SH DFND3,11,17500
MGM GROWTH PPTYS LLCCL A COM55303A1052,96491,914SH SOLE291,91400
MGM RESORTS INTERNATIONALCOM5529531011806,828SH SOLE16,82800
MGM RESORTS INTERNATIONALCOM5529531012,20886,037SH SOLE286,03700
MGM RESORTS INTERNATIONALCOM552953101612,384SH DFND12,38400
MGM RESORTS INTERNATIONALCOM552953101592,290SH DFND3,12,29000
MGP INGREDIENTS INC NEWCOM55303J1064535,874SH SOLE25,87400
MICHAELS COS INCCOM59408Q106577,372SH SOLE17,37200
MICHAELS COS INCCOM59408Q10613511,846SH SOLE211,84600
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW5948373043,104121,080SH SOLE1121,08000
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW5948373046,421248,979SH SOLE2248,97900
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW59483730418680SH DFND168000
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW594837304295SH DFND3,19500
MICROCHIP TECHNOLOGY INCCOM5950171042,50730,205SH SOLE130,20500
MICROCHIP TECHNOLOGY INCCOM5950171041,01812,276SH DFND112,27600
MICROCHIP TECHNOLOGY INCCOM59501710425,386306,007SH SOLE2306,00700
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD6292180,000SH SOLE2180,00000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AF11,2031,094,000SH SOLE21,094,00000
MICROCHIP TECHNOLOGY INCCOM5950171041882,262SH DFND12,26200
MICROCHIP TECHNOLOGY INCCOM595017104787SH DFND3,18700
MICRON TECHNOLOGY INCCOM5951121031212,674SH SOLE12,67400
MICRON TECHNOLOGY INCCOM5951121033,43683,144SH DFND183,14400
MICRON TECHNOLOGY INCCOM59511210317,315418,940SH SOLE2418,94000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX112430,000SH SOLE230,00000
MICRON TECHNOLOGY INCCOM595112103363SH DFND16300
MICRON TECHNOLOGY INCCOM59511210333790SH DFND3,179000
MICROSOFT CORPCOM59491810435,464300,386SH SOLE1300,38600
MICROSOFT CORPCOM59491810415,615132,398SH DFND8132,39800
MICROSOFT CORPCOM59491810427,777235,515SH DFND12235,51500
MICROSOFT CORPCOM59491810428,633242,779SH DFND1242,77900
MICROSOFT CORPCOM594918104448,4033,801,959SH SOLE23,801,95900
MICROSOFT CORPCOM5949181042,80023,739SH DFND123,73900
MICROSOFT CORPCOM59491810442,215357,937SH DFND3,1357,93700
MICROSTRATEGY INCCL A NEW59497240866692SH SOLE169200
MID AMER APT CMNTYS INCCOM59522J10356471SH SOLE147100
MID AMER APT CMNTYS INCCOM59522J10310,89999,690SH DFND899,69000
MID AMER APT CMNTYS INCCOM59522J1033403,114SH DFND13,11400
MID AMER APT CMNTYS INCCOM59522J1035,88253,801SH SOLE253,80100
MID AMER APT CMNTYS INCCOM59522J10315SH DFND1500
MIDDLEBY CORPCOM5962781019647,188SH SOLE17,18800
MIDDLEBY CORPCOM5962781012491,915SH SOLE21,91500
MIDDLESEX WATER COCOM5966801081703,031SH SOLE23,03100
MIDLAND STS BANCORP INC ILLCOM59774210544518,478SH SOLE218,47800
MIDWESTONE FINL GROUP INC NECOM59851110323846SH DFND184600
MIDWESTONE FINL GROUP INC NECOM5985111031033,793SH SOLE23,79300
MILACRON HLDGS CORPCOM59870L10615514,683SH SOLE114,68300
MILACRON HLDGS CORPCOM59870L10669661,470SH SOLE261,47000
MILLER HERMAN INCCOM6005441001,47842,024SH DFND142,02400
MILLER HERMAN INCCOM60054410079522,592SH SOLE222,59200
MILLER INDS INC TENNCOM NEW6005512047236SH SOLE223600
MIMECAST LTDORD S3G148381091,60033,794SH SOLE233,79400
MIMECAST LTDORD S3G148381092274,787SH DFND3,14,78700
MINERALS TECHNOLOGIES INCCOM6031581061,96533,423SH SOLE233,42300
MIRATI THERAPEUTICS INCCOM60468T1054986,792SH DFND106,79200
MIRATI THERAPEUTICS INCCOM60468T1051,00913,772SH SOLE213,77200
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS606822104122,172SH SOLE12,17200
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS6068221045,6431,140,000SH SOLE21,140,00000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS60682210481,520SH DFND11,52000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS60682210451,000SH DFND3,11,00000
MIX TELEMATICS LTDSPONSORED ADR60688N10223614,155SH SOLE214,15500
MIZUHO FINL GROUP INCSPONSORED ADR60687Y1092771SH DFND177100
MKS INSTRUMENT INCCOM55306N1046406,881SH DFND106,88100
MKS INSTRUMENT INCCOM55306N1048,11187,169SH SOLE287,16900
MKS INSTRUMENT INCCOM55306N104334SH DFND3,13400
MMA CAPITAL HOLDINGS INCCOM55315D10504SH DFND3,1400
MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109141,548SH SOLE11,54800
MOBILE TELESYSTEMS PJSCSPONSORED ADR6074091098,8821,174,922SH SOLE21,174,92200
MOBILEIRON INCCOM NEW60739U20452,236SH SOLE12,23600
MOBILEIRON INCCOM NEW60739U2048014,626SH DFND114,62600
MODERNA INCCOM60770K107211,872SH SOLE11,87200
MODINE MFG COCOM6078281007547SH SOLE154700
MOELIS & COCL A60786M1051864,530SH SOLE14,53000
MOELIS & COCL A60786M1054,327104,001SH SOLE2104,00100
MOELIS & COCL A60786M1055112SH DFND111200
MOHAWK INDS INCCOM60819010466528SH SOLE152800
MOHAWK INDS INCCOM608190104103813SH SOLE281300
MOHAWK INDS INCCOM608190104327SH DFND12700
MOLINA HEALTHCARE INCCOM60855R1002291,570SH SOLE11,57000
MOLINA HEALTHCARE INCCOM60855R1001,79312,627SH DFND112,62700
MOLINA HEALTHCARE INCCOM60855R1007,54953,180SH SOLE253,18000
MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC424170,000SH SOLE270,00000
MOLINA HEALTHCARE INCCOM60855R100750SH DFND3,15000
MOLSON COORS BREWING COCL B60871R20988914,826SH SOLE114,82600
MOLSON COORS BREWING COCL B60871R20910,143170,035SH SOLE2170,03500
MOLSON COORS BREWING COCL B60871R2091672,800SH DFND12,80000
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MOMO INCADR60879B10714328SH SOLE132800
MOMO INCADR60879B1071413,700SH SOLE23,70000
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MONDELEZ INTL INCCL A60920710532,832657,697SH SOLE2657,69700
MONDELEZ INTL INCCL A6092071051272,536SH DFND12,53600
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MONEYGRAM INTL INCCOM NEW60935Y20818691,130SH SOLE291,13000
MONGODB INCCL A60937P1064372,970SH DFND102,97000
MONMOUTH REAL ESTATE INVT COCL A609720107927,000SH SOLE27,00000
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MONOTYPE IMAGING HOLDINGS INCOM61022P1000153SH SOLE115300
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MONRO INCCOM6102361014815,560SH DFND105,56000
MONRO INCCOM61023610113,228152,887SH SOLE2152,88700
MONSTER BEVERAGE CORP NEWCOM61174X1095239,636SH SOLE19,63600
MONSTER BEVERAGE CORP NEWCOM61174X1091,11720,470SH DFND120,47000
MONSTER BEVERAGE CORP NEWCOM61174X1097,691140,915SH SOLE2140,91500
MONSTER BEVERAGE CORP NEWCOM61174X109481SH DFND18100
MOODYS CORPCOM6153691052,81915,511SH SOLE115,51100
MOODYS CORPCOM61536910527,839153,729SH SOLE2153,72900
MOODYS CORPCOM61536910515SH DFND1500
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MOOG INCCL A61539420251511SH SOLE151100
MORGAN STANLEYCOM NEW6174464481,50434,129SH SOLE134,12900
MORGAN STANLEYCOM NEW61744644896022,748SH DFND1222,74800
MORGAN STANLEYCOM NEW61744644817,252408,806SH SOLE2408,80600
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MORNINGSTAR INCCOM6177001092,99223,478SH SOLE123,47800
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MORNINGSTAR INCCOM6177001091,57512,500SH SOLE212,50000
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MOSAIC CO NEWCOM61945C10358121,290SH DFND121,29000
MOSAIC CO NEWCOM61945C103613,164SH SOLE13,16400
MOSAIC CO NEWCOM61945C1033,882142,129SH SOLE2142,12900
MOSAIC CO NEWCOM61945C1035191SH DFND3,119100
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MOTOROLA SOLUTIONS INCCOM NEW6200763071,2108,619SH DFND18,61900
MOTOROLA SOLUTIONS INCCOM NEW62007630715,871113,025SH SOLE2113,02500
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MOVADO GROUP INCCOM6245801069469SH SOLE146900
MOVADO GROUP INCCOM6245801061,40038,495SH SOLE238,49500
MPLX LPCOM UNIT REP LTD55336V1004135SH SOLE213500
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MSC INDL DIRECT INCCL A55353010613109SH SOLE110900
MSC INDL DIRECT INCCL A5535301067,83394,708SH SOLE294,70800
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MSCI INCCOM55354G1005,70328,683SH DFND828,68300
MSCI INCCOM55354G1001,5897,982SH SOLE17,98200
MSCI INCCOM55354G1007,46537,544SH SOLE237,54400
MSCI INCCOM55354G100527SH DFND12700
MSG NETWORK INCCL A553573106562,912SH SOLE12,91200
MSG NETWORK INCCL A5535731061486,824SH DFND16,82400
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MTS SYS CORPCOM5537771031,86634,266SH SOLE234,26600
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MUELLER WTR PRODS INCCOM SER A62475810861361,010SH SOLE261,01000
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MURPHY USA INCCOM6267551022432,879SH SOLE12,87900
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MYERS INDS INCCOM6284641094239SH DFND3,123900
MYLAN N VS3 EURON59465109551,870SH SOLE11,87000
MYLAN N VS3 EURON594651091023,592SH SOLE23,59200
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MYLAN N VS3 EURON594651093120SH DFND3,112000
MYR GROUP INC DELCOM55405W10436410,520SH SOLE210,52000
MYRIAD GENETICS INCCOM62855J104422,285SH SOLE12,28500
MYRIAD GENETICS INCCOM62855J1046,371191,911SH SOLE2191,91100
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NABORS INDUSTRIES LTDS3G6359F1034011,544SH SOLE211,54400
NANOMETRICS INCCOM63007710541713,510SH DFND113,51000
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NANOSTRING TECHNOLOGIES INCCOM63009R1091355,556SH SOLE15,55600
NANOSTRING TECHNOLOGIES INCCOM63009R10957023,829SH DFND1023,82900
NANOSTRING TECHNOLOGIES INCCOM63009R1091,05243,961SH SOLE243,96100
NASDAQ INCCOM6311031081261,310SH SOLE11,31000
NASDAQ INCCOM6311031086,40573,206SH SOLE273,20600
NASDAQ INCCOM631103108667SH DFND16700
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NATERA INCCOM63230710420710,039SH DFND3,110,03900
NATIONAL BEVERAGE CORPCOM635017106473SH DFND3,17300
NATIONAL BK HLDGS CORPCL A6337071049,124274,331SH SOLE2274,33100
NATIONAL FUEL GAS CO N JCOM6361801011,10518,123SH DFND118,12300
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NATIONAL GEN HLDGS CORPCOM636220303421,920SH SOLE11,92000
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NATIONAL HEALTHCARE CORPCOM6359061003534,472SH SOLE14,47200
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NATIONAL OILWELL VARCO INCCOM63707110114,505544,485SH SOLE2544,48500
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NATIONAL PRESTO INDS INCCOM6372151044384,032SH SOLE24,03200
NATIONAL RESH CORPCOM NEW637372202401,033SH DFND11,03300
NATIONAL RETAIL PPTYS INCCOM63741710615,382277,700SH SOLE2277,70000
NATIONAL RETAIL PPTYS INCCOM63741710601SH DFND1100
NATIONAL STORAGE AFFILIATESCOM S3 BEN IN6378701061,16140,724SH SOLE240,72400
NATIONAL VISION HLDGS INCCOM63845R107912,988SH SOLE12,98800
NATIONAL VISION HLDGS INCCOM63845R1072,72786,775SH SOLE286,77500
NATIONAL WESTN LIFE GROUP INCL A638517102120495SH SOLE149500
NATIONAL WESTN LIFE GROUP INCL A6385171023631,382SH SOLE21,38200
NATURAL GROCERS BY VITAMIN CCOM63888U1081139,433SH SOLE29,43300
NATURAL HEALTH TRENDS CORPCOM PAR $.00163888P40623117,862SH SOLE217,86200
NAUTILUS INCCOM63910B10230054,041SH SOLE254,04100
NAVIENT CORPORATIONCOM63938C10813011,897SH SOLE111,89700
NAVIENT CORPORATIONCOM63938C10863454,797SH SOLE254,79700
NAVIENT CORPORATIONCOM63938C108019SH DFND11900
NAVIENT CORPORATIONCOM63938C1085394SH DFND3,139400
NAVIGANT CONSULTING INCCOM63935N10721911,235SH DFND111,23500
NAVISTAR INTL CORP NEWCOM63934E10838211,821SH SOLE211,82100
NCR CORP NEWCOM62886E1086229SH SOLE122900
NCR CORP NEWCOM62886E1083,635133,190SH SOLE2133,19000
NCR CORP NEWCOM62886E108124SH DFND12400
NCR CORP NEWCOM62886E10870225,735SH DFND3,125,73500
NCS MULTISTAGE HLDGS INCCOM62887710224547,331SH SOLE247,33100
NEENAH INCCOM640079109582SH SOLE18200
NEKTAR THERAPEUTICSCOM64026810814313SH SOLE131300
NEKTAR THERAPEUTICSCOM6402681082106,252SH SOLE26,25200
NELNET INCCL A64031N108741,349SH SOLE21,34900
NEOGEN CORPCOM6404911064887,799SH SOLE17,79900
NEOGEN CORPCOM6404911064948,600SH DFND138,60000
NEOGEN CORPCOM640491106462SH DFND16200
NEOGENOMICS INCCOM NEW64049M209341,674SH SOLE11,67400
NEOGENOMICS INCCOM NEW64049M20978638,436SH DFND1038,43600
NEOGENOMICS INCCOM NEW64049M20970834,620SH SOLE234,62000
NETAPP INCCOM64110D1041,22817,061SH SOLE117,06100
NETAPP INCCOM64110D1047,989115,218SH DFND1115,21800
NETAPP INCCOM64110D10413,884200,230SH SOLE2200,23000
NETAPP INCCOM64110D10447684SH DFND3,168400
NETEASE INCSPONSORED ADR64110W1028,35134,588SH DFND1634,58800
NETEASE INCSPONSORED ADR64110W102206882SH SOLE188200
NETEASE INCSPONSORED ADR64110W1023,63915,071SH SOLE215,07100
NETFLIX INCCOM64110L1064,97813,868SH SOLE113,86800
NETFLIX INCCOM64110L1064,76413,362SH DFND1213,36200
NETFLIX INCCOM64110L10668,520192,171SH SOLE2192,17100
NETFLIX INCCOM64110L106210588SH DFND158800
NETFLIX INCCOM64110L10646130SH DFND3,113000
NETGEAR INCCOM64111Q1044,659140,682SH SOLE2140,68200
NEUROCRINE BIOSCIENCES INCCOM64125C109789SH SOLE18900
NEUROCRINE BIOSCIENCES INCCOM64125C1094,65852,872SH SOLE252,87200
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD1447331,000SH SOLE2331,00000
NEUROCRINE BIOSCIENCES INCCOM64125C109560SH DFND3,16000
NEVRO CORPCOM64157F10340635SH SOLE263500
NEW FORTRESS ENERGY LLCCL A S3 RP LLC644393100554,673SH SOLE24,67300
NEW GOLD INC CDACOM644535106631732,477SH SOLE2732,47700
NEW MEDIA INVT GROUP INCCOM64704V10620219,211SH SOLE219,21100
NEW MTN FIN CORPNOTE 5.000% 6/1647551AB6147147,000SH SOLE2147,00000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811074124,483SH SOLE14,48300
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811078,84998,227SH SOLE298,22700
NEW RELIC INCCOM64829B1001041,068SH SOLE11,06800
NEW RELIC INCCOM64829B1004,09841,518SH SOLE241,51800
NEW RESIDENTIAL INVT CORPCOM NEW64828T201301,512SH SOLE11,51200
NEW YORK CMNTY BANCORP INCCOM649445103544,915SH SOLE14,91500
NEW YORK CMNTY BANCORP INCCOM6494451032,987258,164SH DFND1258,16400
NEW YORK CMNTY BANCORP INCCOM649445103010SH DFND11000
NEW YORK CMNTY BANCORP INCCOM649445103272,369SH DFND3,12,36900
NEW YORK TIMES COCL A650111107822,467SH SOLE12,46700
NEW YORK TIMES COCL A65011110750315,312SH DFND1015,31200
NEW YORK TIMES COCL A65011110759,7151,817,808SH SOLE21,817,80800
NEWELL BRANDS INCCOM651229106462,601SH SOLE12,60100
NEWELL BRANDS INCCOM6512291062,273148,201SH SOLE2148,20100
NEWELL BRANDS INCCOM6512291067439SH DFND143900
NEWELL BRANDS INCCOM6512291063206SH DFND3,120600
NEWMARK GROUP INCCL A65158N102131,865SH SOLE11,86500
NEWMARK GROUP INCCL A65158N10238546,189SH SOLE246,18900
NEWMARK GROUP INCCL A65158N102587,000SH DFND17,00000
NEWMARK GROUP INCCL A65158N1021165SH DFND3,116500
NEWMARKET CORPCOM65158710706SH SOLE1600
NEWMARKET CORPCOM6515871079172,114SH SOLE22,11400
NEWMARKET CORPCOM6515871072557SH DFND15700
NEWMARKET CORPCOM651587107512SH DFND3,11200
NEWMONT MNG CORPCOM6516391062,43070,468SH SOLE170,46800
NEWMONT MNG CORPCOM6516391061,18633,146SH DFND133,14600
NEWMONT MNG CORPCOM6516391066,312176,457SH SOLE2176,45700
NEWMONT MNG CORPCOM651639106117SH DFND11700
NEWPARK RES INCNOTE 4.000%12/0651718AE8147120,000SH SOLE2120,00000
NEWS CORP NEWCL A65249B1091,869150,258SH DFND1150,25800
NEWS CORP NEWCL A65249B10938630,175SH SOLE130,17500
NEWS CORP NEWCL A65249B1093,564286,517SH SOLE2286,51700
NEWS CORP NEWCL B65249B20858546,839SH DFND146,83900
NEWS CORP NEWCL A65249B109162SH DFND16200
NEWS CORP NEWCL B65249B20832225,758SH DFND3,125,75800
NEXPOINT RESIDENTIAL TR INCCOM65341D10262016,181SH DFND1016,18100
NEXPOINT RESIDENTIAL TR INCCOM65341D10264216,744SH SOLE216,74400
NEXSTAR MEDIA GROUP INCCL A65336K1038367,712SH DFND107,71200
NEXSTAR MEDIA GROUP INCCL A65336K1033132,862SH SOLE12,86200
NEXSTAR MEDIA GROUP INCCL A65336K1035364,949SH SOLE24,94900
NEXTERA ENERGY INCCOM65339F1018,77345,384SH SOLE145,38400
NEXTERA ENERGY INCCOM65339F10112,75065,955SH DFND865,95500
NEXTERA ENERGY INCCOM65339F10131,041160,566SH SOLE2160,56600
NEXTERA ENERGY INCUNIT 09/01/201965339F8204,93779,802SH SOLE279,80200
NEXTERA ENERGY INCCOM65339F10102SH DFND1200
NEXTERA ENERGY INCCOM65339F10136184SH DFND3,118400
NEXTGEN HEALTHCARE INCCOM65343C1027793SH SOLE179300
NEXTGEN HEALTHCARE INCCOM65343C10226915,970SH SOLE215,97000
NGL ENERGY PARTNERS LPCOM UNIT REPST62913M10735625,340SH SOLE225,34000
NIC INCCOM62914B10030918,080SH DFND118,08000
NIC INCCOM62914B1001,32977,784SH SOLE277,78400
NICE LTDSPONSORED ADR6536561085314,310SH SOLE14,31000
NICE LTDSPONSORED ADR6536561086,61353,982SH SOLE253,98200
NICE SYS INCNOTE 1.250% 1/165366HAB9664435,000SH SOLE2435,00000
NIELSEN HLDGS PLCS3 EURG6518L10835722,201SH SOLE122,20100
NIELSEN HLDGS PLCS3 EURG6518L1083,997168,857SH SOLE2168,85700
NIELSEN HLDGS PLCS3 EURG6518L10815640SH DFND3,164000
NII HLDGS INCCOM PAR62913F5082613,197SH SOLE213,19700
NIKE INCCL B6541061032,78133,021SH DFND133,02100
NIKE INCCL B6541061032,50329,006SH SOLE129,00600
NIKE INCCL B65410610368,767816,609SH SOLE2816,60900
NIKE INCCL B6541061032993,551SH DFND13,55100
NIKE INCCL B6541061036037,155SH DFND3,17,15500
NINE ENERGY SVC INCCOM65441V101974,300SH SOLE24,30000
NIO INCSPON ADS62914V106914179,118SH SOLE2179,11800
NISOURCE INCCOM65473P105792,808SH SOLE12,80800
NISOURCE INCCOM65473P1051,85664,747SH SOLE264,74700
NISOURCE INCCOM65473P105275SH DFND3,17500
NMI HLDGS INCCL A6292093058593SH SOLE159300
NMI HLDGS INCCL A62920930565525,319SH DFND1025,31900
NMI HLDGS INCCL A62920930530111,650SH DFND111,65000
NN INCCOM62933710638851,800SH SOLE251,80000
NOBLE CORP PLCS3 USDG65431101103,494SH SOLE23,49400
NOBLE ENERGY INCCOM65504410526410,703SH SOLE110,70300
NOBLE ENERGY INCCOM6550441056,165249,274SH SOLE2249,27400
NOBLE ENERGY INCCOM65504410503SH DFND1300
NOBLE ENERGY INCCOM655044105138SH DFND3,13800
NOBLE MIDSTREAM PARTNERS LPCOM UNIT REPST65506L1052346,500SH SOLE26,50000
NOKIA CORPSPONSORED ADR65490220414422,613SH SOLE122,61300
NOKIA CORPSPONSORED ADR6549022041,356237,035SH SOLE2237,03500
NOMAD FOODS LTDUSD ORD S3G6564A10552125,462SH SOLE225,46200
NOMURA HLDGS INCSPONSORED ADR65535H20806SH DFND1600
NORDSON CORPCOM655663102116763SH SOLE176300
NORDSON CORPCOM6556631024,42033,352SH DFND833,35200
NORDSON CORPCOM65566310211,36885,784SH SOLE285,78400
NORDSTROM INCCOM65566410051311,548SH SOLE211,54800
NORDSTROM INCCOM65566410002SH DFND1200
NORDSTROM INCCOM65566410017380SH DFND3,138000
NORFOLK SOUTHERN CORPCOM6558441082,42412,678SH SOLE112,67800
NORFOLK SOUTHERN CORPCOM65584410810,56456,526SH SOLE256,52600
NORFOLK SOUTHERN CORPCOM655844108736SH DFND13600
NORFOLK SOUTHERN CORPCOM655844108213SH DFND3,11300
NORT3TAR REALTY EUROPE CORPCOM66706L1011579,032SH DFND19,03200
NORTH AMERN CONSTR GROUP LTDCOM656811106695,900SH SOLE25,90000
NORTHERN DYNASTY MINERALS LTCOM NEW66510M20481134,714SH SOLE2134,71400
NORTHERN DYNASTY MINERALS LTCOM NEW66510M20412,350SH DFND12,35000
NORTHERN OIL & GAS INC NEVCOM66553110925994,611SH SOLE294,61100
NORTHERN TR CORPCOM6658591042802,761SH SOLE12,76100
NORTHERN TR CORPCOM66585910417,532193,916SH SOLE2193,91600
NORTHERN TR CORPCOM665859104329SH DFND3,12900
NORTHFIELD BANCORP INC DELCOM66611T108856,148SH DFND16,14800
NORTHFIELD BANCORP INC DELCOM66611T10831322,550SH SOLE222,55000
NORTHRIM BANCORP INCCOM6667621092136,184SH SOLE26,18400
NORTHROP GRUMMAN CORPCOM6668071021,3394,992SH SOLE14,99200
NORTHROP GRUMMAN CORPCOM66680710228,526105,807SH SOLE2105,80700
NORTHROP GRUMMAN CORPCOM666807102156577SH DFND157700
NORTHWEST BANCSHARES INC MDCOM667340103354,050SH SOLE14,05000
NORTHWEST BANCSHARES INC MDCOM66734010324714,565SH DFND114,56500
NORTHWEST BANCSHARES INC MDCOM667340103012SH DFND11200
NORTHWEST NAT HLDG COCOM66765N1053565,417SH SOLE25,41700
NORTHWESTERN CORPCOM NEW6680743055407,667SH DFND17,66700
NORTHWESTERN CORPCOM NEW6680743054,30361,116SH SOLE261,11600
NORWEGIAN CRUISE LINE HLDG LS3G667211042795,154SH SOLE15,15400
NORWEGIAN CRUISE LINE HLDG LS3G667211043,42462,295SH SOLE262,29500
NORWEGIAN CRUISE LINE HLDG LS3G667211041332,422SH DFND12,42200
NOVA MEASURING INSTRUMENTS LCOMM7516K1031054,184SH SOLE24,18400
NOVAGOLD RES INCCOM NEW66987E206453108,547SH SOLE2108,54700
NOVANTA INCCOM67000B1041811,952SH SOLE11,95200
NOVANTA INCCOM67000B1045326,274SH DFND106,27400
NOVANTA INCCOM67000B1046,07771,722SH SOLE271,72200
NOVARTIS A GSPONSORED ADR66987V10935,058364,651SH DFND11364,65100
NOVARTIS A GSPONSORED ADR66987V10911,592119,734SH SOLE1119,73400
NOVARTIS A GSPONSORED ADR66987V10974,887778,933SH SOLE2778,93300
NOVARTIS A GSPONSORED ADR66987V1095806,030SH DFND16,03000
NOVARTIS A GSPONSORED ADR66987V1094514,693SH DFND3,14,69300
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD334863,000SH SOLE263,00000
NOVOCURE LTDORD S3G6674U1082,06042,763SH SOLE242,76300
NOVOCURE LTDORD S3G6674U1082705,604SH DFND3,15,60400
NOVO-NORDISK A SADR67010020510,215195,287SH SOLE2195,28700
NOVO-NORDISK A SADR67010020512221SH DFND122100
NOVO-NORDISK A SADR67010020526500SH DFND3,150000
NOW INCCOM67011P100017SH DFND3,11700
NRG ENERGY INCCOM NEW6293775083026,796SH SOLE16,79600
NRG ENERGY INCCOM NEW6293775081,84343,378SH DFND143,37800
NRG ENERGY INCCOM NEW6293775083,71887,514SH SOLE287,51400
NRG ENERGY INCCOM NEW6293775088192SH DFND119200
NU SKIN ENTERPRISES INCCL A67018T1051142,399SH SOLE12,39900
NU SKIN ENTERPRISES INCCL A67018T10591719,154SH DFND119,15400
NU SKIN ENTERPRISES INCCL A67018T1058,852184,960SH SOLE2184,96000
NUANCE COMMUNICATIONS INCCOM67020Y10025515,060SH SOLE115,06000
NUANCE COMMUNICATIONS INCCOM67020Y1006,390377,443SH SOLE2377,44300
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN0198200,000SH SOLE2200,00000
NUCOR CORPCOM6703461051472,745SH SOLE12,74500
NUCOR CORPCOM6703461052,51143,028SH DFND143,02800
NUCOR CORPCOM6703461051,27821,904SH SOLE221,90400
NUCOR CORPCOM6703461051242,126SH DFND12,12600
NUCOR CORPCOM67034610525422SH DFND3,142200
NUTANIX INCCL A67059N1083728,667SH SOLE18,66700
NUTANIX INCCL A67059N10856715,013SH DFND1315,01300
NUTANIX INCCL A67059N1086,423170,199SH SOLE2170,19900
NUTANIX INCNOTE 1/167059NAB45855,000SH SOLE255,00000
NUTRIEN LTDCOM67077M10813,400253,987SH SOLE2253,98700
NUTRIEN LTDCOM67077M10836687SH DFND3,168700
NUVASIVE INCCOM6707041054,51479,485SH SOLE279,48500
NUVASIVE INCNOTE 2.250% 3/1670704AG0172155,000SH SOLE2155,00000
NUVECTRA CORPCOM67075N108253,411SH SOLE13,41100
NUVECTRA CORPCOM67075N10820718,842SH SOLE218,84200
NUVECTRA CORPCOM67075N10814212,873SH DFND3,112,87300
NUVEEN AMT FREE QLTY MUN INCCOM670657105322,414SH DFND12,41400
NVENT ELECTRIC PLCS3G6700G1075,920219,425SH SOLE2219,42500
NVENT ELECTRIC PLCS3G6700G10701SH DFND1100
NVENT ELECTRIC PLCS3G6700G107285SH DFND3,18500
NVIDIA CORPCOM67066G1041,4457,709SH SOLE17,70900
NVIDIA CORPCOM67066G10441,216229,539SH SOLE2229,53900
NVIDIA CORPCOM67066G1041265SH DFND16500
NVIDIA CORPCOM67066G104950SH DFND3,15000
NVR INCCOM62944T1051,426489SH SOLE148900
NVR INCCOM62944T105584211SH DFND121100
NVR INCCOM62944T1056122SH SOLE22200
NVR INCCOM62944T105176SH DFND3,1600
NXP SEMICONDUCTORS N VNOTE 1.000%12/062952QAB6122119,000SH SOLE2119,00000
NXP SEMICONDUCTORS N VCOMN6596X1091,35814,787SH SOLE114,78700
NXP SEMICONDUCTORS N VCOMN6596X1098,66197,991SH SOLE297,99100
NXP SEMICONDUCTORS N VCOMN6596X109227SH DFND12700
O REILLY AUTOMOTIVE INC NEWCOM67103H1073,2028,123SH SOLE18,12300
O REILLY AUTOMOTIVE INC NEWCOM67103H10722,53258,029SH DFND1158,02900
O REILLY AUTOMOTIVE INC NEWCOM67103H1079,95125,628SH SOLE225,62800
O REILLY AUTOMOTIVE INC NEWCOM67103H1071948SH DFND3,14800
OAKTREE CAP GROUP LLCUNIT CL A6740012012254,530SH SOLE24,53000
OASIS MIDSTREAM PARTNERS LPCOM UNITS REPS67420T20644722,018SH SOLE222,01800
OASIS PETE INC NEWCOM674215108354,995SH SOLE14,99500
OASIS PETE INC NEWCOM6742151088614,305SH SOLE214,30500
OASIS PETE INC NEWNOTE 2.625% 9/1674215AJ7308330,000SH SOLE2330,00000
OASIS PETE INC NEWCOM674215108122,000SH DFND12,00000
OCCIDENTAL PETE CORPCOM6745991053,16047,181SH SOLE147,18100
OCCIDENTAL PETE CORPCOM6745991054,02860,853SH DFND160,85300
OCCIDENTAL PETE CORPCOM67459910532,792495,342SH SOLE2495,34200
OCCIDENTAL PETE CORPCOM67459910510150SH DFND115000
OCCIDENTAL PETE CORPCOM67459910521314SH DFND3,131400
OCEANEERING INTL INCCOM6752321022,272144,081SH SOLE2144,08100
OCEANEERING INTL INCCOM675232102191SH DFND3,19100
OCEANFIRST FINL CORPCOM675234108502,065SH DFND12,06500
OCEANFIRST FINL CORPCOM67523410843318,002SH SOLE218,00200
OCH ZIFF CAP MGMT GROUPCL A SHARES67551U2041468,885SH SOLE28,88500
OFFICE DEPOT INCCOM67622010612334,270SH SOLE134,27000
OFFICE DEPOT INCCOM67622010621057,969SH DFND157,96900
OFFICE DEPOT INCCOM676220106638175,737SH SOLE2175,73700
OFFICE DEPOT INCCOM6762201063831SH DFND3,183100
OFG BANCORPCOM67103X1021107SH SOLE110700
OFG BANCORPCOM67103X1021135,717SH DFND15,71700
OFG BANCORPCOM67103X102442,210SH SOLE22,21000
OGE ENERGY CORPCOM6708371032,15050,428SH SOLE150,42800
OGE ENERGY CORPCOM6708371033,63284,238SH DFND184,23800
OGE ENERGY CORPCOM670837103771,797SH SOLE21,79700
OGE ENERGY CORPCOM670837103494SH DFND19400
OIL STS INTL INCCOM678026105493,305SH SOLE13,30500
OIL STS INTL INCCOM67802610533619,800SH SOLE219,80000
OIL STS INTL INCCOM67802610501SH DFND1100
OIL STS INTL INCCOM678026105136SH DFND3,13600
OKTA INCCL A67929510579898SH SOLE189800
OKTA INCCL A6792951053,43341,500SH SOLE241,50000
OKTA INCNOTE 0.250% 2/1679295AB1190105,000SH SOLE2105,00000
OLD DOMINION FREIGHT LINE INCOM679580100119778SH SOLE177800
OLD DOMINION FREIGHT LINE INCOM6795801004,61031,929SH SOLE231,92900
OLD NATL BANCORP INDCOM6800331071,732105,632SH SOLE2105,63200
OLD NATL BANCORP INDCOM6800331077402SH DFND3,140200
OLD REP INTL CORPCOM6802231042,01295,812SH SOLE195,81200
OLD REP INTL CORPCOM6802231045,511263,414SH SOLE2263,41400
OLD REP INTL CORPCOM680223104783,750SH DFND13,75000
OLD REP INTL CORPCOM6802231043165SH DFND116500
OLIN CORPCOM PAR $16806652052087,815SH SOLE17,81500
OLIN CORPCOM PAR $168066520524910,769SH SOLE210,76900
OLIN CORPCOM PAR $168066520512514SH DFND151400
OLIN CORPCOM PAR $16806652053150SH DFND3,115000
OLLIES BARGAIN OUTLT HLDGS ICOM6811161092813,432SH SOLE13,43200
OLLIES BARGAIN OUTLT HLDGS ICOM6811161091,70519,976SH SOLE219,97600
OLYMPIC STEEL INCCOM68162K106472,980SH SOLE22,98000
OMNICELL INCCOM68213N1093224,068SH SOLE14,06800
OMNICELL INCCOM68213N1096147,594SH DFND107,59400
OMNICELL INCCOM68213N1096117,555SH SOLE27,55500
OMNICOM GROUP INCCOM6819191062,27030,366SH SOLE130,36600
OMNICOM GROUP INCCOM68191910611,682160,044SH DFND8160,04400
OMNICOM GROUP INCCOM6819191068,982123,056SH DFND1123,05600
OMNICOM GROUP INCCOM6819191062,83438,827SH SOLE238,82700
OMNICOM GROUP INCCOM6819191061962,687SH DFND3,12,68700
ON SEMICONDUCTOR CORPCOM68218910576935,933SH SOLE135,93300
ON SEMICONDUCTOR CORPCOM68218910550924,747SH DFND124,74700
ON SEMICONDUCTOR CORPCOM6821891052,781135,180SH SOLE2135,18000
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK1428346,000SH SOLE2346,00000
ON SEMICONDUCTOR CORPCOM6821891055229SH DFND122900
ON SEMICONDUCTOR CORPCOM6821891056305SH DFND3,130500
ONE GAS INCCOM68235P1082,81931,664SH SOLE231,66400
ONE LIBERTY PPTYS INCCOM68240610318605SH SOLE260500
ONEMAIN HLDGS INCCOM68268W10344913,967SH SOLE113,96700
ONEMAIN HLDGS INCCOM68268W10346214,541SH DFND114,54100
ONEMAIN HLDGS INCCOM68268W10343113,588SH SOLE213,58800
ONEOK INC NEWCOM6826801035,04572,240SH SOLE272,24000
ONEOK INC NEWCOM682680103233SH DFND13300
ONEOK INC NEWCOM6826801032,05929,483SH DFND3,129,48300
ONESPAN INCCOM68287N100914,728SH SOLE14,72800
ONESPAN INCCOM68287N1006297SH SOLE229700
ONESPAN INCCOM68287N100713,686SH DFND3,13,68600
OP BANCORPCOM67109R10912914,741SH SOLE214,74100
OPHTHOTECH CORPCOM6837451034028,032SH SOLE228,03200
OPPENHEIMER HLDGS INCCL A NON VTG68379710463724,469SH SOLE224,46900
OPTINOSE INCCOM68404V1001353SH SOLE135300
OPTINOSE INCCOM68404V100535,165SH SOLE25,16500
OPUS BK IRVINE CALIFCOM6840001025,202262,720SH SOLE2262,72000
ORACLE CORPCOM68389X1052,74050,520SH SOLE150,52000
ORACLE CORPCOM68389X10513,007242,169SH DFND1242,16900
ORACLE CORPCOM68389X10552,029968,705SH SOLE2968,70500
ORACLE CORPCOM68389X1051382,565SH DFND12,56500
ORACLE CORPCOM68389X1052,26042,080SH DFND3,142,08000
ORASURE TECHNOLOGIES INCCOM68554V108333,597SH SOLE13,59700
ORIGIN BANCORP INCCOM68621T10205SH SOLE1500
ORIGIN BANCORP INCCOM68621T1021,04730,746SH SOLE230,74600
ORION ENGINEERED CARBONS S ACOML729671091,934101,822SH SOLE2101,82200
ORITANI FINL CORP DELCOM68633D10334420,663SH DFND120,66300
ORITANI FINL CORP DELCOM68633D10345627,427SH SOLE227,42700
ORIX CORPSPONSORED ADR68633010117232SH SOLE123200
ORIX CORPSPONSORED ADR6863301013074,271SH DFND3,14,27100
ORMAT TECHNOLOGIES INCCOM6866881021202,086SH SOLE12,08600
ORMAT TECHNOLOGIES INCCOM6866881022504,533SH SOLE24,53300
ORMAT TECHNOLOGIES INCCOM6866881023075,562SH DFND3,15,56200
ORRSTOWN FINL SVCS INCCOM687380105965,185SH SOLE25,18500
ORTHOFIX MED INCCOM68752M1081342,378SH DFND12,37800
ORTHOFIX MED INCCOM68752M108862,051SH SOLE12,05100
ORTHOFIX MED INCCOM68752M1083,23057,266SH SOLE257,26600
OSHKOSH CORPCOM68823920177810,484SH SOLE110,48400
OSHKOSH CORPCOM68823920113,467179,243SH SOLE2179,24300
OSHKOSH CORPCOM68823920101SH DFND1100
OSHKOSH CORPCOM6882392014646,180SH DFND3,16,18000
OSI SYSTEMS INCCOM6710441051211,327SH SOLE11,32700
OTTER TAIL CORPCOM6896481034499,216SH SOLE19,21600
OTTER TAIL CORPCOM6896481032905,825SH DFND15,82500
OUTFRONT MEDIA INCCOM69007J10637316,402SH SOLE116,40200
OWENS CORNING NEWCOM6907421014108,697SH SOLE28,69700
OWENS CORNING NEWCOM69074210107SH DFND1700
OWENS ILL INCCOM NEW6907684031828,614SH SOLE18,61400
OWENS ILL INCCOM NEW6907684037355SH DFND3,135500
OXFORD INDS INCCOM6914973092834,166SH SOLE14,16600
OXFORD INDS INCCOM6914973093955,253SH DFND135,25300
OXFORD INDS INCCOM6914973092202,917SH SOLE22,91700
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410691233,200SH SOLE233,20000
PACCAR INCCOM6937181081862,666SH SOLE12,66600
PACCAR INCCOM69371810810,339151,727SH DFND1151,72700
PACCAR INCCOM6937181082,99743,977SH SOLE243,97700
PACCAR INCCOM69371810803SH DFND1300
PACCAR INCCOM69371810850740SH DFND3,174000
PACIFIC MERCANTILE BANCORPCOM694552100405,272SH SOLE25,27200
PACIFIC PREMIER BANCORPCOM69478X1051324,111SH SOLE14,11100
PACIFIC PREMIER BANCORPCOM69478X10565724,772SH SOLE224,77200
PACIRA PHARMACEUTICALS INCCOM6951271007216SH SOLE121600
PACIRA PHARMACEUTICALS INCCOM69512710046412,193SH SOLE212,19300
PACIRA PHARMACEUTICALS INCNOTE 2.375% 4/0695127AD2143145,000SH SOLE2145,00000
PACKAGING CORP AMERCOM6951561098037,605SH SOLE17,60500
PACKAGING CORP AMERCOM69515610921,746218,813SH DFND11218,81300
PACKAGING CORP AMERCOM6951561092,90729,247SH SOLE229,24700
PACKAGING CORP AMERCOM69515610926260SH DFND126000
PACKAGING CORP AMERCOM6951561092302,318SH DFND3,12,31800
PACWEST BANCORP DELCOM69526310358914,125SH SOLE114,12500
PACWEST BANCORP DELCOM69526310367317,900SH DFND1317,90000
PACWEST BANCORP DELCOM69526310316,611441,659SH SOLE2441,65900
PACWEST BANCORP DELCOM69526310321557SH DFND155700
PACWEST BANCORP DELCOM695263103390SH DFND3,19000
PAGSEGURO DIGITAL LTDCOM CL AG687071011554,598SH SOLE14,59800
PAGSEGURO DIGITAL LTDCOM CL AG6870710152,3381,753,352SH SOLE21,753,35200
PALO ALTO NETWORKS INCCOM6974351052,1719,394SH SOLE19,39400
PALO ALTO NETWORKS INCCOM69743510514,68360,453SH SOLE260,45300
PAN AMERICAN SILVER CORPCOM697900108143SH DFND14300
PAPA JOHNS INTL INCCOM69881310225,191475,754SH SOLE2475,75400
PAR PACIFIC HOLDINGS INCCOM NEW69888T2071238,392SH SOLE18,39200
PAR PACIFIC HOLDINGS INCCOM NEW69888T207774,303SH DFND14,30300
PAR PACIFIC HOLDINGS INCCOM NEW69888T2071,60990,316SH SOLE290,31600
PARAMOUNT GROUP INCCOM69924R10839627,911SH DFND127,91100
PARAMOUNT GROUP INCCOM69924R10895467,227SH SOLE267,22700
PARETEUM CORPCOM NEW69946T207531116,678SH DFND10116,67800
PARK HOTELS RESORTS INCCOM7005171052,32274,713SH DFND174,71300
PARK HOTELS RESORTS INCCOM7005171051254,166SH SOLE14,16600
PARK HOTELS RESORTS INCCOM70051710512,701408,660SH SOLE2408,66000
PARK NATL CORPCOM7006581071141,200SH SOLE21,20000
PARK OHIO HLDGS CORPCOM700666100161,108SH SOLE11,10800
PARKER HANNIFIN CORPCOM701094104180909SH SOLE190900
PARKER HANNIFIN CORPCOM70109410414,26483,116SH SOLE283,11600
PARKER HANNIFIN CORPCOM70109410401SH DFND1100
PARKER HANNIFIN CORPCOM70109410432185SH DFND3,118500
PARSLEY ENERGY INCCL A701877102391,935SH SOLE11,93500
PARSLEY ENERGY INCCL A7018771023,052158,112SH SOLE2158,11200
PARTY CITY HOLDCO INCCOM702149105769,839SH SOLE19,83900
PATRICK INDS INCCOM7033431031623,567SH SOLE23,56700
PATRICK INDS INCDBCV 1.000% 2/0703343AB9259290,000SH SOLE2290,00000
PATRICK INDS INCCOM7033431032295,059SH DFND3,15,05900
PATTERN ENERGY GROUP INCCL A70338P10039317,880SH SOLE217,88000
PATTERSON COMPANIES INCCOM70339510323310,701SH SOLE110,70100
PATTERSON COMPANIES INCCOM70339510329913,676SH SOLE213,67600
PATTERSON UTI ENERGY INCCOM70348110144227,784SH SOLE127,78400
PATTERSON UTI ENERGY INCCOM70348110158041,346SH DFND1341,34600
PATTERSON UTI ENERGY INCCOM70348110127619,712SH SOLE219,71200
PAYCHEX INCCOM70432610760696SH SOLE169600
PAYCHEX INCCOM7043261073,66445,684SH DFND145,68400
PAYCHEX INCCOM7043261073,92948,993SH SOLE248,99300
PAYCHEX INCCOM70432610717SH DFND1700
PAYCOM SOFTWARE INCCOM70432V1024832,418SH SOLE12,41800
PAYCOM SOFTWARE INCCOM70432V10238,814205,223SH SOLE2205,22300
PAYLOCITY HLDG CORPCOM70438V1066817,632SH DFND107,63200
PAYLOCITY HLDG CORPCOM70438V1065,04856,602SH SOLE256,60200
PAYPAL HLDGS INCCOM70450Y1032,29122,054SH SOLE122,05400
PAYPAL HLDGS INCCOM70450Y1036,55063,073SH DFND1263,07300
PAYPAL HLDGS INCCOM70450Y1033,60134,683SH DFND134,68300
PAYPAL HLDGS INCCOM70450Y103104,2871,004,308SH SOLE21,004,30800
PAYPAL HLDGS INCCOM70450Y1031051,015SH DFND11,01500
PAYPAL HLDGS INCCOM70450Y10352499SH DFND3,149900
PBF ENERGY INCCL A69318G106598SH SOLE19800
PBF ENERGY INCCL A69318G1061,44346,330SH DFND146,33000
PBF ENERGY INCCL A69318G106267SH DFND16700
PBF ENERGY INCCL A69318G10640913,130SH DFND3,113,13000
PBF LOGISTICS LPUNIT LTD PTNR69318Q1041044,968SH SOLE24,96800
PC CONNECTION INCCOM69318J1003254SH SOLE125400
PC CONNECTION INCCOM69318J1001,20832,934SH SOLE232,93400
PC CONNECTION INCCOM69318J10012335SH DFND3,133500
PCM INCCOM69323K10088824,240SH SOLE224,24000
PCSB FINL CORPCOM69324R104653,342SH DFND13,34200
PDC ENERGY INCCOM69327R1012,00749,345SH SOLE249,34500
PDC ENERGY INCNOTE 1.125% 9/169327RAD3223240,000SH SOLE2240,00000
PDL BIOPHARMA INCCOM69329Y10416444,170SH DFND144,17000
PDL BIOPHARMA INCCOM69329Y1049725,955SH SOLE225,95500
PEABODY ENERGY CORP NEWCOM704551100862,903SH SOLE12,90300
PEABODY ENERGY CORP NEWCOM70455110080828,533SH DFND128,53300
PEABODY ENERGY CORP NEWCOM7045511001,15040,589SH SOLE240,58900
PEAPACK-GLADSTONE FINL CORPCOM70469910731511,996SH SOLE211,99600
PEARSON PLCSPONSORED ADR705015105635,699SH SOLE25,69900
PEARSON PLCSPONSORED ADR70501510502SH DFND1200
PEBBLEBROOK HOTEL TRCOM70509V1001624,895SH SOLE14,89500
PEBBLEBROOK HOTEL TRCOM70509V1008,934287,633SH SOLE2287,63300
PEGASYSTEMS INCCOM705573103811,248SH SOLE21,24800
PEMBINA PIPELINE CORPCOM706327103242SH DFND3,14200
PENN NATL GAMING INCCOM707569109583,624SH SOLE13,62400
PENN NATL GAMING INCCOM70756910958329,013SH SOLE229,01300
PENN VA CORP NEWCOM70788V1021814,100SH SOLE24,10000
PENNYMAC MTG INVT TRCOM70931T103584,170SH SOLE14,17000
PENNYMAC MTG INVT TRCOM70931T10343621,052SH DFND121,05200
PENNYMAC MTG INVT TRCOM70931T10345421,905SH SOLE221,90500
PENSKE AUTOMOTIVE GRP INCCOM70959W1031,58435,465SH SOLE235,46500
PENSKE AUTOMOTIVE GRP INCCOM70959W1033988,913SH DFND3,18,91300
PENTAIR PLCS3G7S00T10471916,384SH SOLE116,38400
PENTAIR PLCS3G7S00T10482718,575SH SOLE218,57500
PENTAIR PLCS3G7S00T10401SH DFND1100
PENTAIR PLCS3G7S00T104485SH DFND3,18500
PENUMBRA INCCOM70975L10767459SH SOLE245900
PENUMBRA INCCOM70975L1071761,195SH DFND3,11,19500
PEOPLES UTAH BANCORPCOM7127062097257SH SOLE225700
PEOPLES UTD FINL INCCOM7127041059810,018SH SOLE110,01800
PEOPLES UTD FINL INCCOM71270410529217,786SH DFND1317,78600
PEOPLES UTD FINL INCCOM7127041052,158131,258SH SOLE2131,25800
PEOPLES UTD FINL INCCOM7127041053169SH DFND116900
PEOPLES UTD FINL INCCOM7127041054240SH DFND3,124000
PEPSICO INCCOM7134481089,24075,414SH SOLE175,41400
PEPSICO INCCOM7134481089,08574,133SH DFND174,13300
PEPSICO INCCOM71344810823,250189,715SH SOLE2189,71500
PEPSICO INCCOM7134481086445,257SH DFND15,25700
PEPSICO INCCOM7134481083142,562SH DFND3,12,56200
PERFICIENT INCCOM71375U101261,009SH SOLE11,00900
PERFICIENT INCCOM71375U1011,46753,574SH SOLE253,57400
PERFORMANCE FOOD GROUP COCOM71377A10349012,366SH DFND112,36600
PERFORMANCE FOOD GROUP COCOM71377A1032295,445SH SOLE15,44500
PERFORMANCE FOOD GROUP COCOM71377A10316,040404,640SH SOLE2404,64000
PERKINELMER INCCOM7140461096356,789SH SOLE16,78900
PERKINELMER INCCOM7140461091,14711,900SH DFND1311,90000
PERKINELMER INCCOM7140461099,901102,750SH SOLE2102,75000
PERKINELMER INCCOM714046109879SH DFND17900
PERKINELMER INCCOM7140461092172,257SH DFND3,12,25700
PERRIGO CO PLCS3G978221034,53894,221SH SOLE294,22100
PERRIGO CO PLCS3G97822103111SH DFND11100
PERRIGO CO PLCS3G97822103477SH DFND3,17700
PERSPECTA INCCOM7153471001798,843SH SOLE28,84300
PERSPECTA INCCOM7153471003172SH DFND117200
PERSPECTA INCCOM7153471004191SH DFND3,119100
PETIQ INCCOM CL A71639T106972,881SH SOLE12,88100
PETIQ INCCOM CL A71639T1061,83258,341SH SOLE258,34100
PETMED EXPRESS INCCOM7163821061054,600SH SOLE24,60000
PETROCHINA CO LTDSPONSORED ADR71646E10045692SH SOLE269200
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10120114,002SH SOLE114,00200
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10100SH SOLE2000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40871,9254,517,877SH SOLE24,517,87700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V408177SH DFND3,17700
PFIZER INCCOM71708110314,129331,297SH SOLE1331,29700
PFIZER INCCOM71708110311,748276,610SH DFND1276,61000
PFIZER INCCOM71708110343,5891,026,351SH SOLE21,026,35100
PFIZER INCCOM717081103541,264SH DFND11,26400
PFIZER INCCOM71708110343710,278SH DFND110,27800
PFIZER INCCOM717081103962,269SH DFND3,12,26900
PFSWEB INCCOM NEW717098206183,426SH SOLE23,42600
PG&E CORPCOM69331C1082,661149,494SH SOLE2149,49400
PGT INNOVATIONS INCCOM69336V1011007,235SH DFND17,23500
PGT INNOVATIONS INCCOM69336V10191365,925SH SOLE265,92500
PHILIP MORRIS INTL INCCOM71817210914,226160,363SH SOLE1160,36300
PHILIP MORRIS INTL INCCOM7181721097,69187,010SH DFND187,01000
PHILIP MORRIS INTL INCCOM71817210920,566232,672SH SOLE2232,67200
PHILIP MORRIS INTL INCCOM7181721092122,403SH DFND12,40300
PHILIP MORRIS INTL INCCOM71817210921238SH DFND3,123800
PHILLIPS 66COM7185461042,30724,268SH SOLE124,26800
PHILLIPS 66COM7185461046,80771,522SH DFND171,52200
PHILLIPS 66COM71854610418,535194,753SH SOLE2194,75300
PHILLIPS 66COM71854610414152SH DFND115200
PHILLIPS 66COM71854610419196SH DFND3,119600
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492073,58768,521SH DFND868,52100
PHOTRONICS INCCOM71940510216917,854SH DFND117,85400
PHOTRONICS INCCOM71940510243946,429SH SOLE246,42900
PHOTRONICS INCCOM7194051025540SH DFND3,154000
PHYSICIANS RLTY TRCOM71943U104261,390SH SOLE21,39000
PICO HLDGS INCCOM NEW69336620536436,785SH SOLE236,78500
PIEDMONT OFFICE REALTY TR INCOM CL A72019020645021,583SH DFND121,58300
PIEDMONT OFFICE REALTY TR INCOM CL A72019020610,652510,908SH SOLE2510,90800
PILGRIMS PRIDE CORP NEWCOM72147K10860927,872SH SOLE127,87200
PILGRIMS PRIDE CORP NEWCOM72147K1081,11149,848SH SOLE249,84800
PILGRIMS PRIDE CORP NEWCOM72147K1086271SH DFND3,127100
PIMCO ETF TR1-5 US TIP IDX72201R20503SH SOLE1300
PIMCO ETF TRENHAN SHRT MA AC72201R83324,538240,856SH SOLE1240,85600
PINDUODUO INCSPONSORED ADS72230410293137,542SH SOLE237,54200
PINNACLE FINL PARTNERS INCCOM72346Q1042083,419SH SOLE13,41900
PINNACLE FINL PARTNERS INCCOM72346Q1042,70649,474SH SOLE249,47400
PINNACLE FINL PARTNERS INCCOM72346Q104351SH DFND3,15100
PINNACLE WEST CAP CORPCOM7234841012,82529,349SH SOLE129,34900
PINNACLE WEST CAP CORPCOM7234841017668,017SH DFND138,01700
PINNACLE WEST CAP CORPCOM7234841017,44077,838SH SOLE277,83800
PINNACLE WEST CAP CORPCOM72348410110100SH DFND110000
PIONEER NAT RES COCOM7237871072851,765SH SOLE11,76500
PIONEER NAT RES COCOM72378710773,499482,659SH SOLE2482,65900
PIPER JAFFRAY COSCOM7240781001331,830SH SOLE21,83000
PITNEY BOWES INCCOM724479100527,551SH SOLE27,55100
PITNEY BOWES INCCOM7244791004612SH DFND161200
PITNEY BOWES INCCOM724479100070SH DFND3,17000
PIVOTAL SOFTWARE INCCOM CL A72582H1071,11553,500SH SOLE253,50000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031056241SH SOLE224100
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031051,10244,964SH DFND3,144,96400
PLAINS GP HLDGS L PLTD PARTNR INT A72651A2077,045282,703SH SOLE2282,70300
PLANET FITNESS INCCL A72703H1012494,629SH SOLE14,62900
PLANET FITNESS INCCL A72703H1016759,821SH DFND109,82100
PLANET FITNESS INCCL A72703H1013074,469SH DFND134,46900
PLANET FITNESS INCCL A72703H10184112,242SH DFND112,24200
PLANET FITNESS INCCL A72703H1012,74739,970SH SOLE239,97000
PLANTRONICS INC NEWCOM72749310860913,210SH SOLE213,21000
PLANTRONICS INC NEWCOM727493108491SH DFND3,19100
PLAYA HOTELS & RESORTS NVS3N7054410614716,754SH SOLE116,75400
PLAYAGS INCCOM72814N104331,368SH SOLE11,36800
PLAYAGS INCCOM72814N10446619,460SH SOLE219,46000
PLEXUS CORPCOM7291321001,83130,043SH SOLE230,04300
PLEXUS CORPCOM7291321007119SH DFND3,111900
PLUG POWER INCCOM NEW72919P2024318,050SH DFND118,05000
PLURALSIGHT INCCOM CL A72941B1063,05396,200SH SOLE296,20000
PNC FINL SVCS GROUP INCCOM6934751051,0508,560SH SOLE18,56000
PNC FINL SVCS GROUP INCCOM69347510512,08098,480SH SOLE298,48000
PNC FINL SVCS GROUP INCCOM6934751051411,146SH DFND11,14600
PNC FINL SVCS GROUP INCCOM693475105541SH DFND3,14100
PNM RES INCCOM69349H1072,50352,879SH SOLE252,87900
POLARIS INDS INCCOM731068102999SH SOLE19900
POLARIS INDS INCCOM7310681021271,504SH SOLE21,50400
POLYONE CORPCOM73179P106481,319SH SOLE11,31900
POLYONE CORPCOM73179P1064,610157,287SH SOLE2157,28700
POOL CORPORATIONCOM73278L10528170SH SOLE117000
POOL CORPORATIONCOM73278L1054,29526,034SH DFND826,03400
POOL CORPORATIONCOM73278L10510,25762,174SH SOLE262,17400
POPULAR INCCOM NEW7331747001,92137,015SH SOLE137,01500
POPULAR INCCOM NEW7331747002,76152,964SH DFND152,96400
POPULAR INCCOM NEW73317470027517SH DFND151700
POPULAR INCCOM NEW7331747005102SH DFND3,110200
PORTLAND GEN ELEC COCOM NEW7365088475269,518SH SOLE19,51800
PORTLAND GEN ELEC COCOM NEW7365088472,05239,590SH DFND139,59000
PORTLAND GEN ELEC COCOM NEW7365088476,057116,834SH SOLE2116,83400
PORTOLA PHARMACEUTICALS INCCOM73701010816,281469,187SH SOLE2469,18700
POSCOSPONSORED ADR6934831097,710139,640SH SOLE2139,64000
POSCOSPONSORED ADR6934831096110SH DFND3,111000
POST HLDGS INCCOM7374461049,86590,173SH SOLE290,17300
POTLATCHDELTIC CORPORATIONCOM73763010370718,700SH DFND1318,70000
POTLATCHDELTIC CORPORATIONCOM73763010345211,384SH SOLE111,38400
POTLATCHDELTIC CORPORATIONCOM7376301033,874102,527SH SOLE2102,52700
POTLATCHDELTIC CORPORATIONCOM7376301035143SH DFND114300
POWER INTEGRATIONS INCCOM7392761031442,909SH SOLE12,90900
POWER INTEGRATIONS INCCOM7392761034,53764,872SH DFND864,87200
POWER INTEGRATIONS INCCOM7392761033434,897SH DFND134,89700
PPG INDS INCCOM693506107251,564SH SOLE11,56400
PPG INDS INCCOM6935061072,25119,946SH DFND119,94600
PPG INDS INCCOM69350610714,393127,520SH SOLE2127,52000
PPG INDS INCCOM693506107438SH DFND3,13800
PPL CORPCOM69351T10683325,722SH SOLE125,72200
PPL CORPCOM69351T1062,15367,842SH SOLE267,84200
PPL CORPCOM69351T10625800SH DFND180000
PPL CORPCOM69351T10613425SH DFND3,142500
PQ GROUP HLDGS INCCOM73943T10351333,800SH DFND3,133,80000
PRA GROUP INCCOM69354N106291,090SH SOLE21,09000
PRA HEALTH SCIENCES INCCOM69354M1081721,824SH SOLE11,82400
PRA HEALTH SCIENCES INCCOM69354M1085,57150,514SH SOLE250,51400
PREFERRED APT CMNTYS INCCOM74039L103553,815SH SOLE13,81500
PREFERRED BK LOS ANGELES CACOM NEW74036740463914,211SH SOLE214,21100
PREFORMED LINE PRODS COCOM740444104971,827SH SOLE21,82700
PREMIER INCCL A74051N10291626,550SH DFND126,55000
PREMIER INCCL A74051N10264817,879SH SOLE117,87900
PREMIER INCCL A74051N10292926,935SH SOLE226,93500
PREMIER INCCL A74051N1026178SH DFND117800
PRESIDIO INCCOM74102M103141,800SH SOLE11,80000
PRESIDIO INCCOM74102M1031,20581,397SH SOLE281,39700
PRESTIGE CONSMR HEALTHCARE ICOM74112D10138412,641SH SOLE112,64100
PRESTIGE CONSMR HEALTHCARE ICOM74112D1015,017167,728SH SOLE2167,72800
PRESTIGE CONSMR HEALTHCARE ICOM74112D1011595,303SH DFND3,15,30300
PRETIUM RES INCCOM74139C102617,181SH SOLE27,18100
PRGX GLOBAL INCCOM NEW69357C503556,943SH SOLE26,94300
PRICE T ROWE GROUP INCCOM74144T1082092,018SH SOLE12,01800
PRICE T ROWE GROUP INCCOM74144T10812,673126,576SH DFND1126,57600
PRICE T ROWE GROUP INCCOM74144T1089,06890,569SH SOLE290,56900
PRICE T ROWE GROUP INCCOM74144T10815SH DFND1500
PRICE T ROWE GROUP INCCOM74144T1084604,590SH DFND3,14,59000
PRICELINE GRP INCNOTE 0.350% 6/1741503AS5230170,000SH SOLE2170,00000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX4403365,000SH SOLE2365,00000
PRICESMART INCCOM7415111091,35122,940SH SOLE222,94000
PRIMERICA INCCOM74164M10857506SH SOLE150600
PRIMERICA INCCOM74164M1086,86656,208SH SOLE256,20800
PRIMORIS SVCS CORPCOM74164F10332615,779SH SOLE215,77900
PRINCIPAL FINL GROUP INCCOM74251V1021543,041SH SOLE13,04100
PRINCIPAL FINL GROUP INCCOM74251V1023146,258SH SOLE26,25800
PRINCIPAL FINL GROUP INCCOM74251V102359SH DFND15900
PRINCIPAL FINL GROUP INCCOM74251V10223464SH DFND3,146400
PROASSURANCE CORPCOM74267C10640311,420SH SOLE111,42000
PROASSURANCE CORPCOM74267C1061,57645,535SH SOLE245,53500
PROASSURANCE CORPCOM74267C1067213SH DFND121300
PROCTER AND GAMBLE COCOM74271810913,837132,136SH SOLE1132,13600
PROCTER AND GAMBLE COCOM74271810918,014173,126SH DFND1173,12600
PROCTER AND GAMBLE COCOM74271810916,017153,938SH SOLE2153,93800
PROCTER AND GAMBLE COCOM7427181094964,767SH DFND14,76700
PROCTER AND GAMBLE COCOM7427181094254,080SH DFND3,14,08000
PROGENICS PHARMACEUTICALS INCOM7431871060387SH SOLE138700
PROGENICS PHARMACEUTICALS INCOM743187106265,666SH SOLE25,66600
PROGRESS SOFTWARE CORPCOM7433121004579,963SH SOLE19,96300
PROGRESS SOFTWARE CORPCOM74331210077217,400SH DFND1317,40000
PROGRESS SOFTWARE CORPCOM74331210047011,009SH DFND111,00900
PROGRESS SOFTWARE CORPCOM7433121003,71383,679SH SOLE283,67900
PROGRESS SOFTWARE CORPCOM7433121007154SH DFND115400
PROGRESSIVE CORP OHIOCOM7433151035,01568,683SH SOLE168,68300
PROGRESSIVE CORP OHIOCOM7433151035,91382,023SH DFND1282,02300
PROGRESSIVE CORP OHIOCOM7433151034,80566,646SH DFND166,64600
PROGRESSIVE CORP OHIOCOM743315103110,7981,536,935SH SOLE21,536,93500
PROGRESSIVE CORP OHIOCOM7433151032443,386SH DFND13,38600
PROGRESSIVE CORP OHIOCOM74331510350696SH DFND3,169600
PROLOGIS INCCOM74340W1036,87495,316SH SOLE195,31600
PROLOGIS INCCOM74340W1036,78194,245SH DFND194,24500
PROLOGIS INCCOM74340W10373,1781,017,065SH SOLE21,017,06500
PROLOGIS INCCOM74340W10301SH DFND1100
PROOFPOINT INCCOM7434241031771,452SH SOLE11,45200
PROOFPOINT INCCOM7434241032,78322,920SH SOLE222,92000
PROOFPOINT INCCOM7434241032261,863SH DFND3,11,86300
PROPETRO HLDG CORPCOM74347M10865729,138SH DFND1029,13800
PROPETRO HLDG CORPCOM74347M10879335,187SH DFND1335,18700
PROPETRO HLDG CORPCOM74347M10833014,659SH DFND114,65900
PROPETRO HLDG CORPCOM74347M10851522,251SH SOLE122,25100
PROPETRO HLDG CORPCOM74347M10875133,340SH SOLE233,34000
PROPETRO HLDG CORPCOM74347M108291,273SH DFND11,27300
PROS HOLDINGS INCCOM74346Y10361814,638SH DFND1014,63800
PROS HOLDINGS INCNOTE 2.000% 6/074346YAD5240226,000SH SOLE2226,00000
PROSHARES TRULTSHT FINLS NEW74347B748211,481SH SOLE11,48100
PROSHARES TRPS3 SH MSCI EMR74347R39624513,071SH SOLE113,07100
PROSHARES TRSHRT 20+YR TRE74347X849843,687SH SOLE13,68700
PROSHARES TR IIULTRASHRT NEW74347W39514277SH SOLE127700
PROSPERITY BANCSHARES INCCOM7436061054636,514SH SOLE16,51400
PROSPERITY BANCSHARES INCCOM7436061054,49465,068SH DFND865,06800
PROSPERITY BANCSHARES INCCOM74360610579911,574SH DFND1311,57400
PROSPERITY BANCSHARES INCCOM7436061055,04072,979SH SOLE272,97900
PROTECTIVE INS CORPCL B74368L2031116,000SH SOLE26,00000
PROTEOSTASIS THERAPEUTICS INCOM74373B109033SH SOLE13300
PROTO LABS INCCOM7437131091691,499SH SOLE11,49900
PROTO LABS INCCOM7437131091,37813,105SH SOLE213,10500
PROVIDENCE SVC CORPCOM7438151025,58383,797SH SOLE283,79700
PROVIDENT FINL HLDGS INCCOM74386810122010,809SH SOLE110,80900
PROVIDENT FINL SVCS INCCOM74386T10543216,677SH DFND116,67700
PROVIDENT FINL SVCS INCCOM74386T1051716,600SH SOLE26,60000
PROVIDENT FINL SVCS INCCOM74386T1057255SH DFND3,125500
PRUDENTIAL FINL INCCOM7443201021,86820,236SH SOLE120,23600
PRUDENTIAL FINL INCCOM7443201026,53271,092SH DFND171,09200
PRUDENTIAL FINL INCCOM74432010274801SH SOLE280100
PRUDENTIAL FINL INCCOM7443201021031,122SH DFND11,12200
PRUDENTIAL FINL INCCOM74432010221226SH DFND3,122600
PRUDENTIAL PLCADR74435K2046,444160,302SH SOLE1160,30200
PRUDENTIAL PLCADR74435K2047185SH DFND118500
PS BUSINESS PKS INC CALIFCOM69360J1072571,639SH DFND11,63900
PS BUSINESS PKS INC CALIFCOM69360J1075,98038,129SH SOLE238,12900
PTC INCCOM69370C1006157,326SH SOLE17,32600
PTC INCCOM69370C1004,77351,776SH SOLE251,77600
PTC THERAPEUTICS INCCOM69366J2001403,715SH SOLE23,71500
PUBLIC STORAGECOM74460D1098583,971SH SOLE13,97100
PUBLIC STORAGECOM74460D109123566SH DFND156600
PUBLIC STORAGECOM74460D10949,666228,058SH SOLE2228,05800
PUBLIC STORAGECOM74460D10901SH DFND1100
PUBLIC STORAGECOM74460D10932149SH DFND3,114900
PUBLIC SVC ENTERPRISE GRP INCOM7445731062794,823SH SOLE14,82300
PUBLIC SVC ENTERPRISE GRP INCOM74457310610,761181,136SH DFND8181,13600
PUBLIC SVC ENTERPRISE GRP INCOM7445731064788,045SH DFND18,04500
PUBLIC SVC ENTERPRISE GRP INCOM7445731065,73496,518SH SOLE296,51800
PUBLIC SVC ENTERPRISE GRP INCOM74457310632533SH DFND153300
PULTE GROUP INCCOM7458671011,65257,449SH SOLE157,44900
PULTE GROUP INCCOM7458671011,23844,278SH DFND1344,27800
PULTE GROUP INCCOM7458671012,71697,152SH DFND197,15200
PULTE GROUP INCCOM7458671014,518161,594SH SOLE2161,59400
PULTE GROUP INCCOM7458671018270SH DFND3,127000
PUMA BIOTECHNOLOGY INCCOM74587V10750913,313SH SOLE113,31300
PUMA BIOTECHNOLOGY INCCOM74587V10788522,815SH DFND1322,81500
PUMA BIOTECHNOLOGY INCCOM74587V1071233,162SH SOLE23,16200
PURE STORAGE INCCL A74624M1021315,362SH SOLE15,36200
PURE STORAGE INCCL A74624M1024,532208,000SH SOLE2208,00000
PURE STORAGE INCCL A74624M10263329,067SH DFND3,129,06700
PVH CORPCOM69365610040336SH SOLE133600
PVH CORPCOM6936561001,44711,863SH SOLE211,86300
PVH CORPCOM693656100215SH DFND11500
PVH CORPCOM693656100761SH DFND3,16100
Q2 HLDGS INCCOM74736L1092323,105SH SOLE13,10500
Q2 HLDGS INCCOM74736L1096439,290SH DFND109,29000
Q2 HLDGS INCCOM74736L1092,59737,500SH SOLE237,50000
QAD INCCL A74727D30653312,376SH SOLE212,37600
QEP RES INCCOM74733V1002,161277,455SH SOLE2277,45500
QIAGEN NVS3 NEWN724821231563,890SH SOLE13,89000
QIAGEN NVS3 NEWN724821231,82944,959SH SOLE244,95900
QIAGEN NVS3 NEWN7248212335861SH DFND186100
QIWI PLCSPON ADR REP B74735M108604,163SH SOLE24,16300
QORVO INCCOM74736K10168868SH SOLE186800
QORVO INCCOM74736K1014,82467,258SH SOLE267,25800
QTS RLTY TR INCCOM CL A74736A10310367SH SOLE136700
QTS RLTY TR INCCOM CL A74736A10312,684281,920SH SOLE2281,92000
QTS RLTY TR INC6.50% CON PFD B74736A3012562,360SH SOLE22,36000
QUAD / GRAPHICS INCCOM CL A74730110942435,627SH SOLE235,62700
QUAD / GRAPHICS INCCOM CL A7473011093225SH DFND3,122500
QUAKER CHEM CORPCOM747316107842SH SOLE14200
QUAKER CHEM CORPCOM7473161074,18220,874SH DFND820,87400
QUALCOMM INCCOM7475251033926,678SH SOLE16,67800
QUALCOMM INCCOM7475251033,75765,879SH DFND165,87900
QUALCOMM INCCOM74752510314,185248,732SH SOLE2248,73200
QUALCOMM INCCOM7475251033866,762SH DFND16,76200
QUALCOMM INCCOM747525103881,551SH DFND3,11,55100
QUANTA SVCS INCCOM74762E1024,924130,465SH SOLE2130,46500
QUANTA SVCS INCCOM74762E102261SH DFND16100
QUANTA SVCS INCCOM74762E102493SH DFND3,19300
QUANTENNA COMMUNICATIONS INCCOM74766D100592,598SH SOLE12,59800
QUANTENNA COMMUNICATIONS INCCOM74766D1001646,734SH DFND16,73400
QUANTENNA COMMUNICATIONS INCCOM74766D10059924,602SH SOLE224,60200
QUANTERIX CORPCOM74766Q10181931,717SH SOLE231,71700
QUANTUM CORPCOM NEW74790650122,905SH SOLE12,90500
QUEST DIAGNOSTICS INCCOM74834L1004404,662SH SOLE14,66200
QUEST DIAGNOSTICS INCCOM74834L1003,11534,641SH DFND834,64100
QUEST DIAGNOSTICS INCCOM74834L10018,169202,061SH SOLE2202,06100
QUEST DIAGNOSTICS INCCOM74834L100665SH DFND16500
QUEST DIAGNOSTICS INCCOM74834L10028315SH DFND3,131500
QUIDEL CORPCOM74838J10117344SH SOLE134400
QUIDEL CORPCOM74838J1014607,030SH DFND17,03000
QUIDEL CORPCOM74838J10110,530160,844SH SOLE2160,84400
QUIDEL CORPCOM74838J1013635,550SH DFND3,15,55000
QUINSTREET INCCOM74874Q100523,670SH SOLE13,67000
QUINSTREET INCCOM74874Q100564,171SH DFND14,17100
QUINSTREET INCCOM74874Q1001,14685,623SH SOLE285,62300
QUOTIENT LTDS3G732681070104SH SOLE110400
QUOTIENT LTDS3G7326810768075,480SH SOLE275,48000
QUOTIENT TECHNOLOGY INCCOM749119103727,300SH SOLE27,30000
QUOTIENT TECHNOLOGY INCNOTE 1.750%12/0749119AB9306327,000SH SOLE2327,00000
QURATE RETAIL INCCOM SER A74915M10038923,642SH SOLE123,64200
QURATE RETAIL INCCOM SER A74915M1004,131258,492SH SOLE2258,49200
QURATE RETAIL INCCOM SER A74915M10013791SH DFND179100
QURATE RETAIL INCCOM SER A74915M100015SH DFND3,11500
RA PHARMACEUTICALS INCCOM74933V10846720,834SH DFND1020,83400
RA PHARMACEUTICALS INCCOM74933V108371,630SH SOLE21,63000
RADIAN GROUP INCCOM75023610187639,327SH SOLE139,32700
RADIAN GROUP INCCOM7502361012,104101,466SH DFND1101,46600
RADIAN GROUP INCCOM7502361018,510410,318SH SOLE2410,31800
RADIAN GROUP INCCOM75023610196446,460SH DFND146,46000
RADIAN GROUP INCCOM7502361013139SH DFND3,113900
RADWARE LTDORDM818731071,12443,013SH SOLE243,01300
RALPH LAUREN CORPCL A7512121012041,547SH SOLE11,54700
RALPH LAUREN CORPCL A7512121013402,618SH DFND132,61800
RALPH LAUREN CORPCL A75121210114,265110,000SH DFND15110,00000
RALPH LAUREN CORPCL A7512121012,46318,990SH DFND118,99000
RALPH LAUREN CORPCL A7512121012,95022,748SH SOLE222,74800
RALPH LAUREN CORPCL A75121210119146SH DFND114600
RAMBUS INC DELCOM75091710613712,909SH SOLE112,90900
RAMBUS INC DELNOTE 1.375% 2/0750917AG1247265,000SH SOLE2265,00000
RANGE RES CORPCOM75281A109383,448SH SOLE13,44800
RANGE RES CORPCOM75281A1093,510312,234SH SOLE2312,23400
RANGE RES CORPCOM75281A10915013,349SH DFND3,113,34900
RAPID7 INCCOM753422104511,004SH SOLE11,00400
RAPID7 INCCOM7534221044629,138SH DFND109,13800
RAPID7 INCCOM7534221042,12642,009SH SOLE242,00900
RAYMOND JAMES FINANCIAL INCCOM7547301091,08213,459SH DFND113,45900
RAYMOND JAMES FINANCIAL INCCOM7547301092,29628,559SH SOLE228,55900
RAYMOND JAMES FINANCIAL INCCOM754730109675SH DFND17500
RAYONIER ADVANCED MATLS INCCOM75508B104886,455SH DFND16,45500
RAYONIER ADVANCED MATLS INCCOM75508B10424518,035SH SOLE218,03500
RAYONIER ADVANCED MATLS INCCOM75508B10402SH DFND1200
RAYONIER ADVANCED MATLS INCCOM75508B10428921,335SH DFND3,121,33500
RAYONIER INCCOM75490710353116,115SH SOLE116,11500
RAYONIER INCCOM754907103722,291SH SOLE22,29100
RAYONIER INCCOM754907103258SH DFND15800
RAYTHEON COCOM NEW7551115079,61552,932SH SOLE152,93200
RAYTHEON COCOM NEW7551115075,70131,310SH DFND131,31000
RAYTHEON COCOM NEW75511150742,932235,784SH SOLE2235,78400
RAYTHEON COCOM NEW7551115071921,055SH DFND11,05500
RAYTHEON COCOM NEW75511150780439SH DFND3,143900
RBB BANCORPCOM74930B1051105,826SH SOLE25,82600
RBC BEARINGS INCCOM75524B1041871,538SH SOLE11,53800
RBC BEARINGS INCCOM75524B1043,41226,830SH SOLE226,83000
RCI HOSPITALITY HLDGS INCCOM74934Q108182,133SH SOLE12,13300
RE MAX HLDGS INCCL A75524W108442,549SH SOLE12,54900
RE MAX HLDGS INCCL A75524W1082255,834SH DFND135,83400
READING INTERNATIONAL INCCL A755408101142,650SH SOLE12,65000
READY CAP CORPCOM75574U101382,598SH DFND12,59800
READY CAP CORPCOM75574U10132121,861SH SOLE221,86100
REALOGY HLDGS CORPCOM75605Y10614712,552SH SOLE112,55200
REALOGY HLDGS CORPCOM75605Y10646240,716SH DFND140,71600
REALOGY HLDGS CORPCOM75605Y10622820,025SH DFND3,120,02500
REALPAGE INCCOM75606N10995515,738SH DFND1215,73800
REALPAGE INCCOM75606N109611,085SH SOLE11,08500
REALPAGE INCCOM75606N10910,858178,905SH SOLE2178,90500
REALTY INCOME CORPCOM7561091041962,661SH DFND12,66100
REALTY INCOME CORPCOM75610910415,110205,405SH SOLE2205,40500
REATA PHARMACEUTICALS INCCL A75615P1035696,660SH DFND106,66000
REATA PHARMACEUTICALS INCCL A75615P103150SH SOLE15000
REATA PHARMACEUTICALS INCCL A75615P10365757SH SOLE275700
RED HAT INCCOM756577102144747SH SOLE174700
RED HAT INCCOM7565771021,1956,543SH DFND126,54300
RED HAT INCCOM7565771021,4317,834SH DFND17,83400
RED HAT INCCOM75657710222,576123,571SH SOLE2123,57100
RED HAT INCCOM756577102110604SH DFND160400
RED ROBIN GOURMET BURGERS INCOM75689M1011133,906SH DFND13,90600
RED ROBIN GOURMET BURGERS INCOM75689M10173525,495SH SOLE225,49500
RED ROCK RESORTS INCCL A75700L108823,193SH SOLE13,19300
RED ROCK RESORTS INCCL A75700L1082,713104,944SH SOLE2104,94400
REDFIN CORPCOM75737F10874036,500SH DFND1336,50000
REDFIN CORPCOM75737F10845521,635SH SOLE121,63500
REDFIN CORPCOM75737F10830,0611,483,050SH SOLE21,483,05000
REGAL BELOIT CORPCOM7587501032412,860SH SOLE12,86000
REGAL BELOIT CORPCOM7587501034014,903SH SOLE24,90300
REGENCY CTRS CORPCOM758849103781,199SH SOLE11,19900
REGENCY CTRS CORPCOM75884910313,111194,270SH SOLE2194,27000
REGENCY CTRS CORPCOM758849103235SH DFND13500
REGENERON PHARMACEUTICALSCOM75886F10702SH SOLE1200
REGENERON PHARMACEUTICALSCOM75886F1074771,162SH DFND11,16200
REGENERON PHARMACEUTICALSCOM75886F1079,43622,981SH SOLE222,98100
REGENERON PHARMACEUTICALSCOM75886F1073586SH DFND3,18600
REGENXBIO INCCOM75901B1074668,123SH SOLE28,12300
REGIONAL MGMT CORPCOM75902K106251,038SH SOLE21,03800
REGIONS FINL CORP NEWCOM7591EP1002,769194,020SH SOLE1194,02000
REGIONS FINL CORP NEWCOM7591EP1003,201226,223SH SOLE2226,22300
REGIONS FINL CORP NEWCOM7591EP10013941SH DFND194100
REGIONS FINL CORP NEWCOM7591EP100332,341SH DFND3,12,34100
REGIS CORP MINNCOM75893210745323,018SH SOLE223,01800
REINSURANCE GRP OF AMERICA ICOM NEW7593516049636,922SH SOLE16,92200
REINSURANCE GRP OF AMERICA ICOM NEW7593516043262,293SH DFND132,29300
REINSURANCE GRP OF AMERICA ICOM NEW7593516042,38116,774SH DFND116,77400
REINSURANCE GRP OF AMERICA ICOM NEW7593516044,87134,308SH SOLE234,30800
REINSURANCE GRP OF AMERICA ICOM NEW759351604853SH DFND15300
REINSURANCE GRP OF AMERICA ICOM NEW759351604644SH DFND3,14400
RELIANCE STEEL & ALUMINUM COCOM7595091023533,912SH SOLE23,91200
RELIANCE STEEL & ALUMINUM COCOM7595091024925,452SH DFND3,15,45200
RELX PLCSPONSORED ADR7595301082,419112,793SH SOLE1112,79300
RELX PLCSPONSORED ADR7595301082069,582SH SOLE29,58200
RELX PLCSPONSORED ADR759530108142SH DFND14200
RENAISSANCERE HOLDINGS LTDCOMG7496G1031,96413,734SH SOLE113,73400
RENAISSANCERE HOLDINGS LTDCOMG7496G1033,48324,271SH SOLE224,27100
RENAISSANCERE HOLDINGS LTDCOMG7496G10343299SH DFND129900
RENEWABLE ENERGY GROUP INCCOM NEW75972A301452,001SH SOLE12,00100
RENEWABLE ENERGY GROUP INCCOM NEW75972A30122210,110SH DFND110,11000
RENEWABLE ENERGY GROUP INCCOM NEW75972A3011,21955,523SH SOLE255,52300
RENT A CTR INC NEWCOM76009N100371,533SH SOLE11,53300
RENT A CTR INC NEWCOM76009N10065931,563SH DFND131,56300
REPLIGEN CORPCOM75991610951808SH SOLE180800
REPLIGEN CORPCOM7599161091472,492SH SOLE22,49200
REPUBLIC BANCORP KYCL A760281204491,102SH DFND11,10200
REPUBLIC BANCORP KYCL A76028120438846SH SOLE284600
REPUBLIC SVCS INCCOM7607591005,03262,460SH SOLE162,46000
REPUBLIC SVCS INCCOM7607591002,98437,128SH DFND137,12800
REPUBLIC SVCS INCCOM7607591009,178114,185SH SOLE2114,18500
REPUBLIC SVCS INCCOM760759100220SH DFND3,12000
RESIDEO TECHNOLOGIES INCCOM76118Y104301,277SH SOLE11,27700
RESIDEO TECHNOLOGIES INCCOM76118Y1041,03053,374SH SOLE253,37400
RESIDEO TECHNOLOGIES INCCOM76118Y1043166SH DFND116600
RESIDEO TECHNOLOGIES INCCOM76118Y104299SH DFND3,19900
RESMED INCCOM7611521071421,234SH SOLE11,23400
RESMED INCCOM7611521074,57143,969SH DFND843,96900
RESMED INCCOM7611521076,00757,774SH SOLE257,77400
RESMED INCCOM76115210719181SH DFND118100
RESOLUTE FST PRODS INCCOM76117W109465,644SH SOLE15,64400
RESOLUTE FST PRODS INCCOM76117W1091,211153,309SH SOLE2153,30900
RESOURCES CONNECTION INCCOM76122Q10594757,277SH SOLE257,27700
RESTAURANT BRANDS INTL INCCOM76131D1033395,192SH SOLE15,19200
RETAIL OPPORTUNITY INVTS CORCOM76131N101191,478SH SOLE11,47800
RETAIL OPPORTUNITY INVTS CORCOM76131N1013,147181,499SH DFND8181,49900
RETAIL PPTYS AMER INCCL A76131V202644,824SH SOLE14,82400
RETAIL PPTYS AMER INCCL A76131V20211,401935,246SH SOLE2935,24600
RETAIL VALUE INCCOM76133Q102422,028SH SOLE12,02800
RETAIL VALUE INCCOM76133Q1025153SH DFND1415300
RETROPHIN INCCOM76129910616584SH SOLE158400
RETROPHIN INCNOTE 2.500% 9/1761299AB2174187,000SH SOLE2187,00000
REV GROUP INCCOM7495271075375SH SOLE137500
REV GROUP INCCOM74952710757752,670SH SOLE252,67000
REX AMERICAN RESOURCES CORPCOM7616241055647,000SH SOLE27,00000
REXFORD INDL RLTY INCCOM76169C100902,469SH SOLE12,46900
REXFORD INDL RLTY INCCOM76169C10018,207508,422SH SOLE2508,42200
REXNORD CORP NEWCOM76169B1024,705187,146SH SOLE2187,14600
RHCOM74967X1034314,188SH DFND14,18800
RIBBON COMMUNICATIONS INCCOM762544104419,738SH SOLE19,73800
RIBBON COMMUNICATIONS INCCOM76254410433865,551SH SOLE265,55100
RING ENERGY INCCOM76680V1082,438415,256SH SOLE2415,25600
RINGCENTRAL INCCL A76680R2065825,403SH DFND105,40300
RINGCENTRAL INCCL A76680R2061221,135SH SOLE11,13500
RINGCENTRAL INCCL A76680R2061,16210,775SH SOLE210,77500
RINGCENTRAL INCNOTE 3/176680RAD9420295,000SH SOLE2295,00000
RIO TINTO PLCSPONSORED ADR76720410024,079409,161SH DFND11409,16100
RIO TINTO PLCSPONSORED ADR7672041003385,862SH SOLE15,86200
RIO TINTO PLCSPONSORED ADR76720410026,004441,863SH SOLE2441,86300
RIO TINTO PLCSPONSORED ADR76720410015262SH DFND3,126200
RITCHIE BROS AUCTIONEERSCOM7677441054,148122,000SH SOLE2122,00000
RLI CORPCOM74960710777910,855SH SOLE210,85500
RLJ LODGING TRCOM74965L1016,410364,813SH SOLE2364,81300
RMR GROUP INCCL A74967R1061141,868SH DFND11,86800
RMR GROUP INCCL A74967R1061272,499SH SOLE12,49900
RMR GROUP INCCL A74967R1061081,769SH SOLE21,76900
ROBERT HALF INTL INCCOM7703231031,83528,154SH DFND128,15400
ROBERT HALF INTL INCCOM770323103641,596SH SOLE11,59600
ROBERT HALF INTL INCCOM7703231032,78342,704SH SOLE242,70400
ROBERT HALF INTL INCCOM7703231038118SH DFND111800
ROBERT HALF INTL INCCOM7703231039132SH DFND3,113200
ROCKWELL AUTOMATION INCCOM7739031091,3236,881SH SOLE16,88100
ROCKWELL AUTOMATION INCCOM7739031093,63020,691SH DFND120,69100
ROCKWELL AUTOMATION INCCOM7739031098,00245,605SH SOLE245,60500
ROCKWELL AUTOMATION INCCOM773903109105601SH DFND160100
ROCKWELL AUTOMATION INCCOM7739031091055SH DFND3,15500
ROGERS COMMUNICATIONS INCCL B7751092002234,145SH SOLE14,14500
ROGERS COMMUNICATIONS INCCL B77510920013,527251,342SH DFND11251,34200
ROGERS COMMUNICATIONS INCCL B77510920011,249209,008SH SOLE2209,00800
ROGERS CORPCOM7751331016183,888SH DFND103,88800
ROGERS CORPCOM77513310112,61279,382SH SOLE279,38200
ROKU INCCOM CL A77543R102961,490SH SOLE21,49000
ROLLINS INCCOM7757111044239,154SH SOLE19,15400
ROLLINS INCCOM77571110467416,200SH DFND1316,20000
ROLLINS INCCOM7757111042,50260,109SH SOLE260,10900
ROLLINS INCCOM775711104493SH DFND19300
ROPER TECHNOLOGIES INCCOM7766961062,4797,282SH SOLE17,28200
ROPER TECHNOLOGIES INCCOM77669610611,76334,398SH SOLE234,39800
ROPER TECHNOLOGIES INCCOM776696106236690SH DFND169000
ROSETTA STONE INCCOM77778010759727,307SH DFND1027,30700
ROSETTA STONE INCCOM777780107673,056SH SOLE23,05600
ROSS STORES INCCOM7782961034,13043,735SH SOLE143,73500
ROSS STORES INCCOM7782961036,12165,750SH DFND165,75000
ROSS STORES INCCOM77829610312,269131,783SH SOLE2131,78300
ROSS STORES INCCOM77829610310107SH DFND110700
ROSS STORES INCCOM77829610330317SH DFND3,131700
ROWAN COMPANIES PLCS3 CL AG7665A101373,420SH SOLE23,42000
ROWAN COMPANIES PLCS3 CL AG7665A1012200SH DFND120000
ROYAL BK CDA MONTREAL QUECOM78008710281810,821SH SOLE210,82100
ROYAL BK CDA MONTREAL QUECOM78008710225327SH DFND3,132700
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 2 ORD78009768904SH DFND1400
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1037466,453SH SOLE16,45300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1034,70641,055SH DFND1241,05500
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1037,32363,891SH SOLE263,89100
ROYAL DUTCH SHELL PLCSPON ADR B7802591076,876107,679SH SOLE1107,67900
ROYAL DUTCH SHELL PLCSPON ADR B78025910795514,935SH SOLE214,93500
ROYAL DUTCH SHELL PLCSPONS ADR A7802592061,96630,805SH SOLE130,80500
ROYAL DUTCH SHELL PLCSPONS ADR A7802592066,357101,571SH SOLE2101,57100
ROYAL DUTCH SHELL PLCSPON ADR B7802591072043,195SH DFND13,19500
ROYAL DUTCH SHELL PLCSPONS ADR A78025920614225SH DFND122500
ROYAL DUTCH SHELL PLCSPONS ADR A78025920621336SH DFND3,133600
ROYAL GOLD INCCOM7802871083,04733,192SH SOLE133,19200
ROYAL GOLD INCCOM7802871082362,590SH SOLE22,59000
ROYAL GOLD INCNOTE 2.875% 6/1780287AA6332333,000SH SOLE2333,00000
ROYAL GOLD INCCOM780287108114SH DFND11400
RPC INCCOM7496601063,822334,928SH SOLE2334,92800
RPM INTL INCCOM74968510357947SH SOLE194700
RPM INTL INCCOM7496851032,21438,151SH SOLE238,15100
RPM INTL INCCOM7496851031803,093SH DFND13,09300
RPM INTL INCCOM74968510312200SH DFND3,120000
RTW RETAILWINDS INCCOM74980D10023,871SH SOLE13,87100
RTW RETAILWINDS INCCOM74980D10010242,700SH SOLE242,70000
RUBICON PROJ INCCOM78112V10253487,824SH DFND1087,82400
RUBICON PROJ INCCOM78112V1026510,735SH SOLE210,73500
RUDOLPH TECHNOLOGIES INCCOM781270103512,145SH SOLE12,14500
RUSH ENTERPRISES INCCL A78184620950111,982SH SOLE211,98200
RUT3 HOSPITALITY GROUP INCCOM783332109562,245SH SOLE12,24500
RYANAIR HLDGS PLCSPONSORED ADS7835132032466,763SH SOLE16,76300
RYANAIR HLDGS PLCSPONSORED ADS78351320332,460433,141SH SOLE2433,14100
RYANAIR HLDGS PLCSPONSORED ADS78351320372958SH DFND195800
RYDER SYS INCCOM7835491081171,735SH SOLE11,73500
RYDER SYS INCCOM7835491084,89078,888SH DFND878,88800
RYDER SYS INCCOM783549108811,299SH DFND11,29900
RYDER SYS INCCOM7835491083,95963,867SH SOLE263,86700
RYMAN HOSPITALITY PPTYS INCCOM78377T107981,299SH SOLE11,29900
RYMAN HOSPITALITY PPTYS INCCOM78377T1074,45554,170SH DFND854,17000
RYMAN HOSPITALITY PPTYS INCCOM78377T10711,041134,250SH SOLE2134,25000
RYMAN HOSPITALITY PPTYS INCCOM78377T1078102SH DFND3,110200
S & T BANCORP INCCOM7838591015120SH SOLE212000
S&P GLOBAL INCCOM78409V1045,50826,526SH SOLE126,52600
S&P GLOBAL INCCOM78409V1043,57616,986SH DFND1216,98600
S&P GLOBAL INCCOM78409V1047,88737,457SH DFND137,45700
S&P GLOBAL INCCOM78409V10420,18195,848SH SOLE295,84800
S&P GLOBAL INCCOM78409V1042271,076SH DFND11,07600
S&P GLOBAL INCCOM78409V10464304SH DFND3,130400
SABRA HEALTH CARE REIT INCCOM78573L106532,243SH SOLE12,24300
SABRA HEALTH CARE REIT INCCOM78573L10612,860660,507SH SOLE2660,50700
SAGE THERAPEUTICS INCCOM78667J10867505SH SOLE150500
SAGE THERAPEUTICS INCCOM78667J1088,83355,534SH SOLE255,53400
SAIA INCCOM78709Y10521311SH SOLE131100
SAIA INCCOM78709Y1052,22636,431SH SOLE236,43100
SAILPOINT TECHNLGIES HLDGS ICOM78781P10587030,300SH SOLE230,30000
SALESFORCE COM INCCOM79466L3023,79723,918SH SOLE123,91800
SALESFORCE COM INCCOM79466L30212,61079,621SH DFND1279,62100
SALESFORCE COM INCCOM79466L3025,48334,623SH DFND134,62300
SALESFORCE COM INCCOM79466L302106,087669,868SH SOLE2669,86800
SALESFORCE COM INCCOM79466L30235218SH DFND121800
SALLY BEAUTY HLDGS INCCOM79546E10476141,322SH DFND141,32200
SALLY BEAUTY HLDGS INCCOM79546E1043,378183,500SH SOLE2183,50000
SANDERSON FARMS INCCOM800013104146903SH SOLE190300
SANDERSON FARMS INCCOM8000131043102,350SH SOLE22,35000
SANDY SPRING BANCORP INCCOM80036310392329,492SH SOLE229,49200
SANMINA CORPORATIONCOM80105610256319,517SH DFND1019,51700
SANMINA CORPORATIONCOM8010561022,75495,442SH SOLE295,44200
SANMINA CORPORATIONCOM8010561026211SH DFND3,121100
SANOFISPONSORED ADR80105N1051974,309SH SOLE14,30900
SANOFISPONSORED ADR80105N10515,981360,900SH SOLE2360,90000
SANOFISPONSORED ADR80105N10512274SH DFND127400
SANOFIRIGHT 12/31/202080105N1130419SH DFND141900
SANOFISPONSORED ADR80105N10512264SH DFND3,126400
SANTANDER CONSUMER USA HDG ICOM80283M10149623,473SH DFND123,47300
SAP SESPON ADR8030542044,37237,665SH SOLE137,66500
SAP SESPON ADR80305420415,898137,690SH SOLE2137,69000
SAP SESPON ADR8030542041191SH DFND19100
SAP SESPON ADR8030542041193SH DFND3,19300
SAPIENS INTL CORP N VS3G7T16G10344328,982SH SOLE228,98200
SAREPTA THERAPEUTICS INCCOM803607100236SH SOLE13600
SAREPTA THERAPEUTICS INCCOM8036071001,0198,553SH DFND128,55300
SAREPTA THERAPEUTICS INCCOM8036071005,24744,022SH SOLE244,02200
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607AB612670,000SH SOLE270,00000
SBA COMMUNICATIONS CORP NEWCL A78410G1043,23815,977SH SOLE115,97700
SBA COMMUNICATIONS CORP NEWCL A78410G10429,162146,060SH SOLE2146,06000
SBA COMMUNICATIONS CORP NEWCL A78410G104840SH DFND14000
SCANSOURCE INCCOM8060371071,10930,956SH SOLE230,95600
SCHLUMBERGER LTDCOM8068571082,29551,043SH SOLE151,04300
SCHLUMBERGER LTDCOM8068571084,18295,973SH DFND895,97300
SCHLUMBERGER LTDCOM80685710814,445331,529SH SOLE2331,52900
SCHLUMBERGER LTDCOM8068571082124,875SH DFND14,87500
SCHLUMBERGER LTDCOM8068571082074,758SH DFND3,14,75800
SCHNEIDER NATIONAL INCCL B80689H1021,27960,245SH SOLE160,24500
SCHNEIDER NATIONAL INCCL B80689H1022,847135,270SH SOLE2135,27000
SCHNEIDER NATIONAL INCCL B80689H1021336,302SH DFND3,16,30200
SCHNITZER STL INDSCL A8068821061167,353SH SOLE17,35300
SCHNITZER STL INDSCL A80688210629812,432SH DFND1312,43200
SCHNITZER STL INDSCL A80688210636815,345SH SOLE215,34500
SCHOLASTIC CORPCOM8070661053668,984SH SOLE18,98400
SCHOLASTIC CORPCOM8070661053358,434SH DFND18,43400
SCHWAB STRATEGIC TRUS LRG CAP ETF808524201892,44313,199,175SH SOLE113,199,17500
SCHWAB STRATEGIC TRUS LCAP GR ETF80852430055,212694,997SH SOLE1694,99700
SCHWAB STRATEGIC TRUS LCAP VA ETF808524409311,9505,696,612SH SOLE15,696,61200
SCHWAB STRATEGIC TRUS SML CAP ETF808524607226,2583,232,548SH SOLE13,232,54800
SCHWAB STRATEGIC TREMRG MKTEQ ETF80852470614533SH SOLE153300
SCHWAB STRATEGIC TRUS DIVIDEND EQ8085247975129,830SH SOLE19,83000
SCHWAB STRATEGIC TRINTRM TRM TRES80852485428636SH SOLE163600
SCHWAB STRATEGIC TRSHT TM US TRES808524862182,6153,637,752SH SOLE13,637,75200
SCHWAB STRATEGIC TRINTL SCEQT ETF8085248881173,552SH SOLE13,55200
SCHWAB STRATEGIC TRINTL EQTY ETF80852480520625SH DFND3,162500
SCHWEITZER-MAUDUIT INTL INCCOM80854110644611,510SH SOLE211,51000
SCHWEITZER-MAUDUIT INTL INCCOM8085411064102SH DFND3,110200
SCIENCE APPLICATNS INTL CP NCOM8086251073764,890SH SOLE24,89000
SCIENCE APPLICATNS INTL CP NCOM808625107334SH DFND3,13400
SCIENTIFIC GAMES CORPCOM80874P10927513,460SH SOLE213,46000
SCORPIO TANKERS INCS3Y7542C13016789SH SOLE278900
SCOTTS MIRACLE GRO COCL A81018610657681SH SOLE168100
SCOTTS MIRACLE GRO COCL A8101861062,75735,083SH SOLE235,08300
SCOTTS MIRACLE GRO COCL A810186106569SH DFND16900
SCOTTS MIRACLE GRO COCL A810186106567SH DFND3,16700
SEA LTDSPONSORED ADS81141R1001044,431SH SOLE14,43100
SEA LTDSPONSORED ADS81141R1003,760159,871SH SOLE2159,87100
SEACHANGE INTL INCCOM81169910768,136SH SOLE18,13600
SEACOR HOLDINGS INCCOM8119041011894,472SH DFND14,47200
SEAGATE TECHNOLOGY PLCS3G7945M10789617,597SH SOLE117,59700
SEAGATE TECHNOLOGY PLCS3G7945M1071,06922,315SH SOLE222,31500
SEAGATE TECHNOLOGY PLCS3G7945M107595SH DFND19500
SEAGATE TECHNOLOGY PLCS3G7945M10733689SH DFND3,168900
SEALED AIR CORP NEWCOM81211K10075116,283SH SOLE116,28300
SEALED AIR CORP NEWCOM81211K1001,34429,173SH DFND1329,17300
SEALED AIR CORP NEWCOM81211K100962,095SH SOLE22,09500
SEALED AIR CORP NEWCOM81211K1006130SH DFND113000
SEALED AIR CORP NEWCOM81211K100491SH DFND3,19100
SEASPAN CORPS3Y75638109708,000SH SOLE28,00000
SEASPAN CORPS3Y75638109141,644SH DFND11,64400
SEASPINE HLDGS CORPCOM81255T108251,661SH SOLE11,66100
SEATTLE GENETICS INCCOM8125781026559,231SH SOLE19,23100
SEATTLE GENETICS INCCOM8125781021,15715,800SH DFND1315,80000
SEATTLE GENETICS INCCOM81257810274310,149SH SOLE210,14900
SEAWORLD ENTMT INCCOM81282V1002719,651SH SOLE19,65100
SEAWORLD ENTMT INCCOM81282V1005,990232,521SH SOLE2232,52100
SEI INVESTMENTS COCOM78411710310,654203,907SH DFND1203,90700
SEI INVESTMENTS COCOM7841171037132SH DFND3,113200
SELECT ENERGY SVCS INCCL A COM81617J301455,466SH SOLE15,46600
SELECT ENERGY SVCS INCCL A COM81617J30152143,322SH SOLE243,32200
SELECT MED HLDGS CORPCOM81619Q1053,194226,672SH SOLE2226,67200
SELECT SECTOR SPDR TRENERGY81369Y50662977SH SOLE197700
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6057257SH SOLE125700
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y860125SH SOLE12500
SELECTA BIOSCIENCES INCCOM816212104032SH SOLE13200
SELECTIVE INS GROUP INCCOM8163001072113,337SH SOLE23,33700
SEMGROUP CORPCL A81663A10523816,150SH DFND3,116,15000
SEMPRA ENERGYCOM816851109424SH SOLE12400
SEMPRA ENERGYCOM8168511097,76461,690SH SOLE261,69000
SEMPRA ENERGY6% PFD CONV A8168514063,33531,547SH SOLE231,54700
SEMPRA ENERGY6.75% CNV PFD B8168515057737,289SH SOLE27,28900
SEMPRA ENERGYCOM81685110903SH DFND1300
SEMTECH CORPCOM816850101821,985SH SOLE11,98500
SEMTECH CORPCOM81685010152710,350SH SOLE210,35000
SENIOR 3G PPTYS TRSH BEN INT81721M10970063,857SH SOLE163,85700
SENIOR 3G PPTYS TRSH BEN INT81721M10927423,278SH DFND123,27800
SENIOR 3G PPTYS TRSH BEN INT81721M1091058,889SH SOLE28,88900
SENIOR 3G PPTYS TRSH BEN INT81721M10902SH DFND1200
SENSATA TECHNOLOGIES HLDNG PS3G8060N1021,19426,785SH SOLE126,78500
SENSATA TECHNOLOGIES HLDNG PS3G8060N1022,81562,523SH SOLE262,52300
SENSATA TECHNOLOGIES HLDNG PS3G8060N102116SH DFND11600
SENSATA TECHNOLOGIES HLDNG PS3G8060N10291020,210SH DFND3,120,21000
SENSIENT TECHNOLOGIES CORPCOM81725T1003404,759SH SOLE14,75900
SENSIENT TECHNOLOGIES CORPCOM81725T1001722,531SH SOLE22,53100
SERITAGE GROWTH PPTYSCL A81752R10050911,448SH SOLE211,44800
SERVICE CORP INTLCOM81756510444811,159SH SOLE111,15900
SERVICE CORP INTLCOM8175651044,429110,318SH DFND8110,31800
SERVICE CORP INTLCOM8175651046,848170,567SH SOLE2170,56700
SERVICE CORP INTLCOM81756510427681SH DFND168100
SERVICEMASTER GLOBAL HLDGS ICOM81761R109029SH SOLE12900
SERVICEMASTER GLOBAL HLDGS ICOM81761R10959812,815SH DFND1012,81500
SERVICEMASTER GLOBAL HLDGS ICOM81761R1097,598162,701SH SOLE2162,70100
SERVICENOW INCCOM81762P1023,51114,825SH SOLE114,82500
SERVICENOW INCCOM81762P10220,44782,953SH SOLE282,95300
SERVICENOW INCNOTE 6/081762PAC6315170,000SH SOLE2170,00000
SERVISFIRST BANCSHARES INCCOM81768T10854116,035SH SOLE216,03500
SHAW COMMUNICATIONS INCCL B CONV82028K20012598SH DFND3,159800
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410167633,034SH SOLE233,03400
SHENANDOAH TELECOMMUNICATIONCOM82312B1069248SH SOLE124800
SHENANDOAH TELECOMMUNICATIONCOM82312B1064129,294SH DFND109,29400
SHENANDOAH TELECOMMUNICATIONCOM82312B10668915,526SH DFND115,52600
SHERWIN WILLIAMS COCOM8243481063,7848,816SH SOLE18,81600
SHERWIN WILLIAMS COCOM8243481062,9686,891SH DFND126,89100
SHERWIN WILLIAMS COCOM82434810623,89955,487SH SOLE255,48700
SHERWIN WILLIAMS COCOM8243481062455SH DFND3,15500
SHOE CARNIVAL INCCOM8248891091604,712SH DFND14,71200
SHOE CARNIVAL INCCOM8248891091,91756,331SH SOLE256,33100
SHOPIFY INCCL A82509L1071,4216,984SH SOLE16,98400
SHUTTERFLY INCCOM82568P30414292SH SOLE129200
SHUTTERFLY INCCOM82568P30469117,009SH SOLE217,00900
SHUTTERSTOCK INCCOM8256901008186SH SOLE118600
SHUTTERSTOCK INCCOM8256901001282,740SH SOLE22,74000
SIGNATURE BK NEW YORK N YCOM82669G10465508SH SOLE150800
SIGNATURE BK NEW YORK N YCOM82669G1041,1989,355SH DFND19,35500
SIGNATURE BK NEW YORK N YCOM82669G1047,74660,482SH SOLE260,48200
SIGNATURE BK NEW YORK N YCOM82669G104645SH DFND3,14500
SIGNET JEWELERS LIMITEDS3G812761001716,290SH SOLE26,29000
SIGNET JEWELERS LIMITEDS3G81276100271SH DFND17100
SIGNET JEWELERS LIMITEDS3G81276100259SH DFND3,15900
SILGAN HOLDINGS INCCOM8270481091896,324SH SOLE16,32400
SILGAN HOLDINGS INCCOM82704810937012,494SH DFND112,49400
SILGAN HOLDINGS INCCOM8270481097,972269,062SH SOLE2269,06200
SILICOM LTDORDM8411610827696SH SOLE269600
SILICON LABORATORIES INCCOM8269191021261,380SH SOLE11,38000
SILICON LABORATORIES INCCOM8269191026,43979,626SH SOLE279,62600
SILICON LABORATORIES INCNOTE 1.375% 3/0826919AB8288265,000SH SOLE2265,00000
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1083127,932SH SOLE17,93200
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1081,43536,201SH SOLE236,20100
SIMMONS 1ST NATL CORPCL A $1 PAR8287302004,643189,669SH SOLE2189,66900
SIMON PPTY GROUP INC NEWCOM8288061091,1686,484SH SOLE16,48400
SIMON PPTY GROUP INC NEWCOM82880610967,191368,754SH SOLE2368,75400
SIMON PPTY GROUP INC NEWCOM8288061091921,052SH DFND11,05200
SIMON PPTY GROUP INC NEWCOM82880610933180SH DFND3,118000
SIMPLY GOOD FOODS COCOM82900L102813,895SH SOLE13,89500
SIMPSON MANUFACTURING CO INCCOM82907310585714,577SH DFND114,57700
SIMPSON MANUFACTURING CO INCCOM8290731051071,802SH SOLE21,80200
SINCLAIR BROADCAST GROUP INCCL A8292261091,21931,674SH DFND131,67400
SINCLAIR BROADCAST GROUP INCCL A8292261097,644198,643SH SOLE2198,64300
SINCLAIR BROADCAST GROUP INCCL A82922610911280SH DFND3,128000
SIRIUS XM HLDGS INCCOM82968B1031,976348,411SH DFND1348,41100
SIRIUS XM HLDGS INCCOM82968B10317130,187SH SOLE230,18700
SIRIUS XM HLDGS INCCOM82968B1032297SH DFND129700
SIRIUS XM HLDGS INCCOM82968B10301SH DFND3,1100
SITE CENTERS CORPCOM82981J10926819,675SH DFND1419,67500
SITE CENTERS CORPCOM82981J1098,546627,487SH SOLE2627,48700
SITEONE LANDSCAPE SUPPLY INCCOM82982L103511,186SH SOLE11,18600
SITEONE LANDSCAPE SUPPLY INCCOM82982L1031,43725,146SH SOLE225,14600
SIX FLAGS ENTMT CORP NEWCOM83001A102811,567SH SOLE11,56700
SIX FLAGS ENTMT CORP NEWCOM83001A1021,84337,342SH SOLE237,34200
SJW GROUPCOM7843051041102,097SH SOLE12,09700
SJW GROUPCOM7843051043495,646SH SOLE25,64600
SK TELECOM LTDSPONSORED ADR78440P1083,740153,965SH SOLE1153,96500
SK TELECOM LTDSPONSORED ADR78440P10894338,500SH SOLE238,50000
SKECHERS U S A INCCL A830566105912,926SH SOLE12,92600
SKECHERS U S A INCCL A83056610570721,050SH SOLE221,05000
SKECHERS U S A INCCL A8305661059258SH DFND3,125800
SKYLINE CHAMPION CORPORATIONCOM83083010567335,447SH DFND135,44700
SKYLINE CHAMPION CORPORATIONCOM8308301051648,648SH SOLE28,64800
SKYLINE CHAMPION CORPORATIONCOM8308301051367,182SH DFND3,17,18200
SKYWEST INCCOM83087910252888SH SOLE188800
SKYWEST INCCOM8308791024969,144SH DFND19,14400
SKYWEST INCCOM8308791028,587158,175SH SOLE2158,17500
SKYWORKS SOLUTIONS INCCOM83088M1021,86922,754SH SOLE122,75400
SKYWORKS SOLUTIONS INCCOM83088M1024,81758,406SH SOLE258,40600
SKYWORKS SOLUTIONS INCCOM83088M10283710,149SH DFND110,14900
SKYWORKS SOLUTIONS INCCOM83088M1022623,179SH DFND3,13,17900
SL GREEN RLTY CORPCOM78440X1012552,831SH DFND12,83100
SL GREEN RLTY CORPCOM78440X1016,38470,993SH SOLE270,99300
SLEEP NUMBER CORPCOM83125X1038,055171,393SH SOLE2171,39300
SLM CORPCOM78442P106323,097SH SOLE13,09700
SLM CORPCOM78442P10689890,601SH DFND190,60100
SLM CORPCOM78442P10623323,500SH SOLE223,50000
SLM CORPCOM78442P106019SH DFND11900
SLM CORPCOM78442P10643243,576SH DFND3,143,57600
SM ENERGY COCOM78454L10029116,621SH SOLE216,62100
SMART SAND INCCOM83191H10733875,879SH SOLE275,87900
SMITH & NEPHEW PLCSPDN ADR NEW83175M2053418,436SH SOLE18,43600
SMITH & NEPHEW PLCSPDN ADR NEW83175M2055,809144,823SH SOLE2144,82300
SMITH & NEPHEW PLCSPDN ADR NEW83175M2056152SH DFND115200
SMITH A O CORPCOM83186520910,894204,317SH DFND8204,31700
SMITH A O CORPCOM8318652091,45527,285SH DFND1327,28500
SMITH A O CORPCOM83186520982615,589SH SOLE115,58900
SMITH A O CORPCOM8318652093,27461,406SH SOLE261,40600
SMITH A O CORPCOM831865209348SH DFND14800
SMUCKER J M COCOM NEW8326964053,39929,208SH SOLE129,20800
SMUCKER J M COCOM NEW8326964057,92268,001SH SOLE268,00100
SMUCKER J M COCOM NEW83269640522187SH DFND118700
SNAP ON INCCOM83303410156330SH SOLE133000
SNAP ON INCCOM8330341013,55722,725SH DFND822,72500
SNAP ON INCCOM8330341011,4459,229SH DFND19,22900
SNAP ON INCCOM8330341013,37021,530SH SOLE221,53000
SNAP ON INCCOM83303410149314SH DFND3,131400
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B83363510513,746357,606SH DFND11357,60600
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351058,871230,787SH SOLE2230,78700
SOLAR CAP LTDCOM83413U1005,629270,100SH SOLE2270,10000
SOLARCITY CORPNOTE 1.625%11/083416TAC4304315,000SH SOLE2315,00000
SOLAREDGE TECHNOLOGIES INCCOM83417M10457215,175SH SOLE215,17500
SOLARIS OILFIELD INFRSTR INCCOM CL A83418M10352631,991SH SOLE231,99100
SOLARWINDS CORPCOM83417Q10544422,741SH DFND1022,74100
SOLARWINDS CORPCOM83417Q105181,154SH SOLE11,15400
SONIC AUTOMOTIVE INCCL A83545G102604,995SH SOLE14,99500
SONIC AUTOMOTIVE INCCL A83545G10245830,944SH SOLE230,94400
SONOCO PRODS COCOM8354951023,52758,013SH SOLE158,01300
SONOCO PRODS COCOM8354951021,85130,077SH DFND130,07700
SONOCO PRODS COCOM8354951028,371136,043SH SOLE2136,04300
SONY CORPSPONSORED ADR83569930746710,919SH SOLE110,91900
SONY CORPSPONSORED ADR83569930715,805374,172SH SOLE2374,17200
SONY CORPSPONSORED ADR83569930703SH DFND1300
SONY CORPSPONSORED ADR8356993073728,813SH DFND3,18,81300
SOTHEBYSCOM83589810745311,989SH SOLE211,98900
SOUTH JERSEY INDS INCCOM83851810836811,479SH SOLE211,47900
SOUTH ST CORPCOM8404411091,60923,550SH SOLE223,55000
SOUTH ST CORPCOM840441109841,231SH DFND3,11,23100
SOUTHERN COCOM8425871072,13140,998SH SOLE140,99800
SOUTHERN COCOM8425871071,10921,457SH DFND121,45700
SOUTHERN COCOM84258710713,279256,938SH SOLE2256,93800
SOUTHERN COCOM84258710731604SH DFND160400
SOUTHERN COPPER CORPCOM84265V1054,451112,175SH SOLE2112,17500
SOUTHERN COPPER CORPCOM84265V10520505SH DFND150500
SOUTHERN MO BANCORP INCCOM843380106902,926SH SOLE22,92600
SOUTHERN NATL BANCORP OF VACOM843395104986,674SH DFND16,67400
SOUTHERN NATL BANCORP OF VACOM8433951044759SH SOLE175900
SOUTHERN NATL BANCORP OF VACOM84339510421514,668SH SOLE214,66800
SOUTHWEST AIRLS COCOM844741108761,375SH SOLE11,37500
SOUTHWEST AIRLS COCOM84474110825,166484,792SH DFND11484,79200
SOUTHWEST AIRLS COCOM84474110833,854652,161SH SOLE2652,16100
SOUTHWEST AIRLS COCOM844741108596SH DFND19600
SOUTHWEST GAS HOLDINGS INCCOM84489510256716SH SOLE171600
SOUTHWEST GAS HOLDINGS INCCOM8448951025,32964,786SH SOLE264,78600
SOUTHWESTERN ENERGY COCOM845467109684145,781SH SOLE2145,78100
SOUTHWESTERN ENERGY COCOM84546710932569,398SH DFND3,169,39800
SP PLUS CORPCOM78469C1035,438159,383SH SOLE2159,38300
SPARK ENERGY INCCL A COM84651110334738,939SH SOLE238,93900
SPARTANNASH COCOM847215100442,766SH SOLE22,76600
SPARTANNASH COCOM84721510002SH DFND1200
SPARTANNASH COCOM8472151004228SH DFND3,122800
SPDR GOLD TRUSTGOLD S378463V1072,40419,700SH SOLE219,70000
SPDR GOLD TRUSTGOLD S378463V1071,22010,000SH DFND110,00000
SPDR GOLD TRUSTGOLD S378463V10734276SH DFND127600
SPDR INDEX S3 FDSS&P CHINA ETF78463X40028317SH SOLE131700
SPDR INDEX S3 FDSS&P EMKTSC ETF78463X7561814,138SH SOLE14,13800
SPDR INDEX S3 FDSS&P INTL SMLCP78463X87108SH SOLE1800
SPDR S&P 500 ETF TRTR UNIT78462F1039,83934,830SH SOLE134,83000
SPDR S&P 500 ETF TRTR UNIT78462F1034,49915,927SH SOLE215,92700
SPDR S&P 500 ETF TRTR UNIT78462F1031,2914,571SH DFND14,57100
SPDR S&P 500 ETF TRTR UNIT78462F1038052,850SH DFND3,12,85000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1075241,517SH DFND11,51700
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107136393SH DFND3,139300
SPDR SER TRBLOMBERG BRC INV78468R2002407,746SH SOLE17,74600
SPDR SER TRBLOOMBERG SRT TR78468R408913,101SH SOLE13,10100
SPDR SER TRSPDR BLOOMBERG78468R66358,451637,720SH SOLE1637,72000
SPDR SER TRNUVEEN BRC MUNIC78468R72118360SH SOLE136000
SPDR SER TRNUVEEN BLMBRG SR78468R7392204,545SH SOLE14,54500
SPDR SER TRSPDR S&P 500 ETF78468R7964807,016SH SOLE17,01600
SPDR SER TRSSGA US LRG ETF78468R804112SH SOLE11200
SPDR SER TRPORTFOLIO SM ETF78468R85360019,911SH SOLE119,91100
SPDR SERIES TRUSTS&P 600 SMCP GRW78464A20108SH SOLE1800
SPDR SERIES TRUSTNUV HGHYLD MUN78464A28412,812223,179SH SOLE1223,17900
SPDR SERIES TRUSTS&P 600 SMCP VAL78464A300584SH SOLE18400
SPDR SERIES TRUSTBLOMBERG BRC INT78464A3341133,746SH SOLE13,74600
SPDR SERIES TRUSTBLMBRG BRC CNVRT78464A35912368SH SOLE136800
SPDR SERIES TRUSTBLOMBRG BRC EMRG78464A39128911,063SH SOLE111,06300
SPDR SERIES TRUSTPRTFLO S&P500 GW78464A40910387SH SOLE138700
SPDR SERIES TRUSTBLOOMBERG BRCLYS78464A417170,7684,747,828SH SOLE14,747,82800
SPDR SERIES TRUSTPORTFOLIO SHORT78464A4742137,181SH SOLE17,18100
SPDR SERIES TRUSTPRTFLO S&P500 VL78464A5084120SH SOLE112000
SPDR SERIES TRUSTS&P BK ETF78464A79715584SH SOLE158400
SPDR SERIES TRUSTBLOOMBERG BRCLYS78464A41741811,620SH DFND111,62000
SPDR SERIES TRUSTS&P DIVID ETF78464A76314145SH DFND3,114500
SPECTRUM BRANDS HLDGS INC NECOM84790A1051292,527SH SOLE12,52700
SPECTRUM BRANDS HLDGS INC NECOM84790A1052,69849,248SH SOLE249,24800
SPECTRUM BRANDS HLDGS INC NECOM84790A105245SH DFND14500
SPECTRUM BRANDS HLDGS INC NECOM84790A1054167,585SH DFND3,17,58500
SPEEDWAY MOTORSPORTS INCCOM8477881062136SH DFND3,113600
SPIRE INCCOM84857L1015,34965,002SH SOLE265,00200
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091,74918,162SH SOLE118,16200
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741096627,232SH DFND137,23200
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741096677,287SH DFND17,28700
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741094,30647,048SH SOLE247,04800
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410913141SH DFND114100
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410912130SH DFND3,113000
SPIRIT AIRLS INCCOM8485771021222,300SH DFND12,30000
SPIRIT AIRLS INCCOM84857710259211,203SH SOLE211,20300
SPIRIT AIRLS INCCOM8485771029166SH DFND3,116600
SPIRIT MTA REITCOM S3 BEN IN84861U105013SH DFND11300
SPIRIT RLTY CAP INC NEWCOM NEW84860W3002336,936SH SOLE16,93600
SPIRIT RLTY CAP INC NEWCOM NEW84860W3003278,222SH DFND138,22200
SPIRIT RLTY CAP INC NEWCOM NEW84860W3003919,843SH DFND19,84300
SPIRIT RLTY CAP INC NEWCOM NEW84860W30054413,693SH SOLE213,69300
SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB81,5731,575,000SH SOLE21,575,00000
SPLUNK INCCOM8486371041671,312SH SOLE11,31200
SPLUNK INCCOM84863710417,595141,208SH SOLE2141,20800
SPORTSMANS W3E HLDGS INCCOM84920Y1069920,637SH SOLE220,63700
SPOTIFY TECHNOLOGY S AS3L8681T1022691,761SH SOLE11,76100
SPOTIFY TECHNOLOGY S AS3L8681T1023,60525,972SH SOLE225,97200
SPRINT CORPORATIONCOM85207U1052,203389,998SH SOLE2389,99800
SPRINT CORPORATIONCOM85207U10503SH DFND1300
SPROUTS FMRS MKT INCCOM85208M10279536,918SH SOLE236,91800
SPS COMMERCE INCCOM78463M1075535,214SH DFND105,21400
SPS COMMERCE INCCOM78463M1074454,200SH DFND134,20000
SPS COMMERCE INCCOM78463M1073613,403SH DFND13,40300
SPS COMMERCE INCCOM78463M1073252,752SH SOLE12,75200
SPS COMMERCE INCCOM78463M10710,38297,888SH SOLE297,88800
SPX CORPCOM7846351047,645219,735SH SOLE2219,73500
SPX CORPCOM784635104132SH DFND3,13200
SPX FLOW INCCOM78469X107271,549SH SOLE11,54900
SPX FLOW INCCOM78469X1071795,606SH SOLE25,60600
SPX FLOW INCCOM78469X107132SH DFND3,13200
SQUARE INCCL A8522341031171,429SH SOLE11,42900
SQUARE INCCL A8522341037,636101,925SH SOLE2101,92500
SQUARE INCCL A85223410336485SH DFND148500
SQUARE INCCL A85223410310140SH DFND3,114000
SRC ENERGY INCCOM78470V108238,353SH SOLE18,35300
SRC ENERGY INCCOM78470V10818636,423SH SOLE236,42300
SS&C TECHNOLOGIES HLDGS INCCOM78467J10067981SH SOLE198100
SS&C TECHNOLOGIES HLDGS INCCOM78467J1003,13749,256SH SOLE249,25600
SSGA ACTIVE ETF TRBLKSTN GSOSRLN78467V6081,68836,578SH SOLE136,57800
STAAR SURGICAL COCOM PAR $0.018523123051,65748,468SH SOLE248,46800
STAG INDL INCCOM85254J10259820,165SH DFND120,16500
STAG INDL INCCOM85254J102592,109SH SOLE12,10900
STAG INDL INCCOM85254J1023,946133,073SH SOLE2133,07300
STAMPS COM INCCOM NEW852857200157SH SOLE15700
STAMPS COM INCCOM NEW85285720058716SH SOLE271600
STANDARD MTR PRODS INCCOM8536661056115SH SOLE111500
STANDARD MTR PRODS INCCOM8536661051162,357SH SOLE22,35700
STANDEX INTL CORPCOM8542311071722,065SH SOLE12,06500
STANLEY BLACK & DECKER INCCOM854502101118754SH SOLE175400
STANLEY BLACK & DECKER INCCOM8545021019226,774SH SOLE26,77400
STANLEY BLACK & DECKER INCUNIT 05/15/20208545028872,31323,719SH SOLE223,71900
STANLEY BLACK & DECKER INCCOM85450210114100SH DFND3,110000
STANTEC INCCOM85472N1093148SH DFND3,114800
STAR GROUP L PUNIT LTD PARTNR85512C10510210,612SH SOLE210,61200
STARBUCKS CORPCOM8552441093,36544,808SH SOLE144,80800
STARBUCKS CORPCOM8552441099,755131,223SH DFND1131,22300
STARBUCKS CORPCOM85524410916,619223,549SH SOLE2223,54900
STARBUCKS CORPCOM8552441094035,426SH DFND15,42600
STARBUCKS CORPCOM8552441091441,943SH DFND3,11,94300
STARS GROUP INCCOM85570W100754,300SH DFND14,30000
STARWOOD PPTY TR INCCOM85571B1052,326103,145SH SOLE1103,14500
STARWOOD PPTY TR INCCOM85571B1051,71976,899SH SOLE276,89900
STARWOOD PPTY TR INCCOM85571B10506SH DFND1600
STATE STR CORPCOM8574771032,97344,644SH SOLE144,64400
STATE STR CORPCOM8574771035,82588,507SH SOLE288,50700
STATE STR CORPCOM8574771038117SH DFND111700
STATE STR CORPCOM85747710317254SH DFND3,125400
STEEL CONNECT INCCOM8580981062975SH DFND3,197500
STEEL DYNAMICS INCCOM8581191002025,950SH SOLE15,95000
STEEL DYNAMICS INCCOM8581191006,044171,352SH SOLE2171,35200
STEEL DYNAMICS INCCOM858119100254SH DFND15400
STEEL DYNAMICS INCCOM8581191005148SH DFND3,114800
STEELCASE INCCL A85815520357939,795SH DFND139,79500
STEELCASE INCCL A85815520333923,323SH SOLE223,32300
STEELCASE INCCL A8581552033185SH DFND3,118500
STELLUS CAP INVT CORPCOM858568108493,434SH SOLE23,43400
STEPAN COCOM8585861006887,866SH DFND17,86600
STEPAN COCOM8585861001,72119,669SH SOLE219,66900
STERICYCLE INCCOM8589121081853,285SH SOLE13,28500
STERICYCLE INCCOM85891210810,996202,054SH SOLE2202,05400
STERICYCLE INCCOM858912108122SH DFND12200
STERICYCLE INCCOM8589121081382,539SH DFND3,12,53900
STERIS PLCS3 USDG8473T1002,30117,739SH SOLE117,73900
STERIS PLCS3 USDG8473T1002,64820,682SH SOLE220,68200
STERLING BANCORP DELCOM85917A10031316,951SH SOLE116,95100
STERLING BANCORP DELCOM85917A1001,978106,154SH SOLE2106,15400
STERLING BANCORP DELCOM85917A10037219,946SH DFND3,119,94600
STERLING BANCORP INCCOM85917W10212812,588SH SOLE212,58800
STERLING CONSTRUCTION CO INCCOM859241101987,850SH SOLE27,85000
STEWART INFORMATION SVCS CORCOM8603721014109,598SH SOLE29,59800
STIFEL FINL CORPCOM86063010229553SH SOLE155300
STIFEL FINL CORPCOM8606301024,06276,983SH SOLE276,98300
STITCH FIX INCCOM CL A86089710722,592800,285SH SOLE2800,28500
STMICROELECTRONICS N VNY REGISTRY861012102704,700SH SOLE24,70000
STMICROELECTRONICS N VNY REGISTRY861012102181,228SH DFND3,11,22800
STONECASTLE FINL CORPCOM8617801041155,327SH SOLE25,32700
STONECO LTDCOM CL AG851581065,174125,852SH SOLE2125,85200
STONERIDGE INCCOM86183P1021505,201SH SOLE25,20100
STORE CAP CORPCOM86212110015,341457,939SH SOLE2457,93900
STORE CAP CORPCOM86212110055616,590SH DFND3,116,59000
STRATA SKIN SCIENCES INCCOM NEW86272A20605SH DFND1500
STRATEGIC ED INCCOM86272C1033792,884SH DFND12,88400
STRATEGIC ED INCCOM86272C10354385SH SOLE138500
STRATEGIC ED INCCOM86272C1033,99230,398SH SOLE230,39800
STRYKER CORPCOM8636671011,1045,543SH SOLE15,54300
STRYKER CORPCOM86366710137,619190,458SH SOLE2190,45800
STRYKER CORPCOM86366710169350SH DFND135000
STRYKER CORPCOM86366710157287SH DFND3,128700
STURM RUGER & CO INCCOM8641591083456,514SH DFND16,51400
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210447721,290SH SOLE221,29000
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2092,149292,445SH SOLE1292,44500
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2094621SH DFND162100
SUMMIT HOTEL PPTYS INCCOM86608210069560,872SH SOLE260,87200
SUMMIT MATLS INCCL A86614U1001639,356SH SOLE19,35600
SUMMIT MATLS INCCL A86614U1001,50394,724SH SOLE294,72400
SUN CMNTYS INCCOM8666741041271,050SH SOLE11,05000
SUN CMNTYS INCCOM86667410431,123262,597SH SOLE2262,59700
SUN LIFE FINL INCCOM86679610514305SH SOLE130500
SUN LIFE FINL INCCOM8667961052316,006SH DFND16,00600
SUN LIFE FINL INCCOM86679610590423,533SH SOLE223,53300
SUNCOKE ENERGY INCCOM86722A10325129,508SH SOLE229,50800
SUNCOKE ENERGY PARTNERS L PCOMUNIT REP LT86722Y10121517,236SH SOLE217,23600
SUNCOR ENERGY INC NEWCOM8672241074,680144,496SH SOLE1144,49600
SUNCOR ENERGY INC NEWCOM867224107380SH DFND3,18000
SUNLANDS ONLINE ED GROUPADS86740P10832790,941SH SOLE290,94100
SUNOPTA INCCOM8676EP1086418,377SH DFND3,118,37700
SUNPOWER CORPCOM86765240616825,882SH SOLE225,88200
SUNRUN INCCOM86771W10561243,534SH SOLE243,53400
SUNSTONE HOTEL INVS INC NEWCOM86789210121814,022SH SOLE114,02200
SUNSTONE HOTEL INVS INC NEWCOM8678921014,474310,668SH SOLE2310,66800
SUNTRUST BKS INCCOM8679141034,52076,014SH SOLE176,01400
SUNTRUST BKS INCCOM8679141034,77480,571SH SOLE280,57100
SUNTRUST BKS INCCOM8679141031452,447SH DFND12,44700
SUNTRUST BKS INCCOM8679141037123SH DFND3,112300
SUNWORKS INCCOM86803X10544101,127SH SOLE2101,12700
SUPERIOR ENERGY SVCS INCCOM868157108175,814SH SOLE15,81400
SUPERIOR ENERGY SVCS INCCOM868157108275,737SH SOLE25,73700
SUPERNUS PHARMACEUTICALS INCCOM8684591082034,896SH SOLE14,89600
SUPERNUS PHARMACEUTICALS INCCOM8684591087,062201,537SH SOLE2201,53700
SURMODICS INCCOM8688731001,30329,976SH SOLE229,97600
SVB FINL GROUPCOM78486Q1013312,278SH SOLE12,27800
SVB FINL GROUPCOM78486Q1013131,408SH DFND11,40800
SVB FINL GROUPCOM78486Q1015,55624,987SH SOLE224,98700
SVB FINL GROUPCOM78486Q1016042,715SH DFND3,12,71500
SVMK INCCOM78489X10363534,880SH DFND1034,88000
SWITCH INCCL A87105L104211,833SH SOLE11,83300
SYKES ENTERPRISES INCCOM87123710332811,583SH DFND111,58300
SYKES ENTERPRISES INCCOM87123710351918,357SH SOLE218,35700
SYMANTEC CORPCOM8715031081,83480,988SH SOLE180,98800
SYMANTEC CORPCOM87150310836916,046SH DFND116,04600
SYMANTEC CORPCOM8715031081426,197SH SOLE26,19700
SYMANTEC CORPCOM87150310810421SH DFND142100
SYMANTEC CORPCOM87150310817727SH DFND3,172700
SYNAPTICS INCNOTE 0.500% 6/187157DAD1257279,000SH SOLE2279,00000
SYNAPTICS INCCOM87157D109489SH DFND3,18900
SYNCHRONOSS TECHNOLOGIES INCNOTE 0.750% 8/187157BAA1185188,000SH SOLE2188,00000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B1031147SH DFND3,114700
SYNCHRONY FINLCOM87165B103442,049SH SOLE12,04900
SYNCHRONY FINLCOM87165B1031,48346,481SH SOLE246,48100
SYNCHRONY FINLCOM87165B103265SH DFND16500
SYNCHRONY FINLCOM87165B10348115,081SH DFND3,115,08100
SYNDAX PHARMACEUTICALS INCCOM87164F105025SH SOLE12500
SYNEOS HEALTH INCCL A87166B102701,321SH SOLE11,32100
SYNEOS HEALTH INCCL A87166B1028,521164,618SH SOLE2164,61800
SYNNEX CORPCOM87162W10059602SH SOLE160200
SYNNEX CORPCOM87162W1004,66748,924SH DFND848,92400
SYNNEX CORPCOM87162W1002,83929,764SH SOLE229,76400
SYNNEX CORPCOM87162W100226SH DFND3,12600
SYNOPSYS INCCOM8716071071,68413,818SH SOLE113,81800
SYNOPSYS INCCOM87160710712,029104,463SH SOLE2104,46300
SYNOPSYS INCCOM871607107979SH DFND17900
SYNOVUS FINL CORPCOM NEW87161C5015,015145,950SH SOLE2145,95000
SYNOVUS FINL CORPCOM NEW87161C501374SH DFND3,17400
SYSCO CORPCOM8718291075,38580,604SH SOLE180,60400
SYSCO CORPCOM8718291076,56098,256SH DFND198,25600
SYSCO CORPCOM8718291075,50982,517SH SOLE282,51700
SYSCO CORPCOM87182910753799SH DFND179900
SYSCO CORPCOM871829107881,311SH DFND3,11,31100
SYSTEMAX INCCOM87185110131113,745SH SOLE213,74500
T MOBILE US INCCOM87259010449892SH SOLE189200
T MOBILE US INCCOM8725901046128,859SH DFND128,85900
T MOBILE US INCCOM8725901045,98586,613SH SOLE286,61300
T MOBILE US INCCOM872590104701,019SH DFND11,01900
TABLEAU SOFTWARE INCCL A87336U10514,101110,785SH SOLE2110,78500
TABULA RASA HEALTHCARE INCCOM87337910151826SH SOLE182600
TABULA RASA HEALTHCARE INCCOM87337910199517,633SH SOLE217,63300
TACTILE SYS TECHNOLOGY INCCOM87357P1002255,369SH SOLE15,36900
TACTILE SYS TECHNOLOGY INCCOM87357P1002364,468SH DFND134,46800
TACTILE SYS TECHNOLOGY INCCOM87357P10061911,739SH SOLE211,73900
TAILORED BRANDS INCCOM87403A107425,351SH SOLE25,35100
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391002,50460,137SH SOLE160,13700
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100171,0634,176,350SH SOLE24,176,35000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391001212,955SH DFND12,95500
TAKEDA PHARMACEUTICAL CO LTDSPONSORED ADS8740602056,558322,724SH SOLE1322,72400
TAKEDA PHARMACEUTICAL CO LTDSPONSORED ADS874060205311,501SH DFND11,50100
TAKEDA PHARMACEUTICAL CO LTDSPONSORED ADS8740602054180SH DFND3,118000
TAKE-TWO INTERACTIVE SOFTWARCOM8740541092,61427,697SH DFND1227,69700
TAKE-TWO INTERACTIVE SOFTWARCOM8740541091601,615SH SOLE11,61500
TAKE-TWO INTERACTIVE SOFTWARCOM87405410913,342141,384SH SOLE2141,38400
TAKE-TWO INTERACTIVE SOFTWARCOM87405410915160SH DFND116000
TAL EDUCATION GROUPSPONSORED ADS87408010429,602820,449SH SOLE2820,44900
TALEND S AADS8742242073276,475SH SOLE26,47500
TALOS ENERGY INCCOM87484T10881930,840SH SOLE230,84000
TANDEM DIABETES CARE INCCOM NEW875372203661,029SH SOLE11,02900
TANDEM DIABETES CARE INCCOM NEW87537220367210,584SH DFND1010,58400
TANDEM DIABETES CARE INCCOM NEW8753722033,37453,134SH SOLE253,13400
TANGER FACTORY OUTLET CTRS ICOM87546510609SH DFND1900
TAPESTRY INCCOM8760301071815,423SH SOLE15,42300
TAPESTRY INCCOM8760301074,275131,569SH DFND8131,56900
TAPESTRY INCCOM8760301072,80186,211SH SOLE286,21100
TAPESTRY INCCOM876030107386SH DFND18600
TAPESTRY INCCOM876030107269SH DFND3,16900
TARGA RES CORPCOM87612G1017,219173,753SH SOLE2173,75300
TARGET CORPCOM87612E1062,59332,111SH SOLE132,11100
TARGET CORPCOM87612E10611,012137,210SH DFND1137,21000
TARGET CORPCOM87612E10610,204127,131SH SOLE2127,13100
TARGET CORPCOM87612E1061732,155SH DFND12,15500
TARGET CORPCOM87612E10664793SH DFND3,179300
TARO PHARMACEUTICAL INDS LTDS3M8737E1082,58623,925SH SOLE223,92500
TATA MTRS LTDSPONSORED ADR876568502195SH DFND3,19500
TAUBMAN CTRS INCCOM8766641035269,795SH SOLE19,79500
TAUBMAN CTRS INCCOM87666410312,964245,156SH SOLE2245,15600
TAYLOR MORRISON HOME CORPCL A87724P10641921,028SH SOLE121,02800
TAYLOR MORRISON HOME CORPCL A87724P10665636,934SH DFND1336,93400
TAYLOR MORRISON HOME CORPCL A87724P10619110,735SH DFND110,73500
TAYLOR MORRISON HOME CORPCL A87724P10648227,135SH SOLE227,13500
TCF FINL CORPCOM8722751021849,356SH SOLE19,35600
TCF FINL CORPCOM87227510256327,189SH DFND127,18900
TCF FINL CORPCOM87227510237718,231SH SOLE218,23100
TCF FINL CORPCOM8722751026290SH DFND3,129000
TD AMERITRADE HLDG CORPCOM87236Y1081102,043SH SOLE12,04300
TD AMERITRADE HLDG CORPCOM87236Y1085,017100,360SH SOLE2100,36000
TD AMERITRADE HLDG CORPCOM87236Y108501,008SH DFND3,11,00800
TE CONNECTIVITY LTDREG S3H8498910440,537502,005SH SOLE2502,00500
TE CONNECTIVITY LTDREG S3H8498910402SH DFND1200
TE CONNECTIVITY LTDREG S3H8498910417210SH DFND3,121000
TEAM INCCOM87815510019510,732SH SOLE110,73200
TEAM INCCOM8781551005,700325,704SH SOLE2325,70400
TEAM INCNOTE 5.000% 8/0878155AE0188174,000SH SOLE2174,00000
TECH DATA CORPCOM8782371062,30422,494SH DFND122,49400
TECH DATA CORPCOM8782371061,79617,538SH SOLE217,53800
TECH DATA CORPCOM878237106217SH DFND11700
TECH DATA CORPCOM878237106658SH DFND3,15800
TECHNIPFMC PLCCOMG871101051646,627SH SOLE16,62700
TECHNIPFMC PLCCOMG871101052,19293,179SH SOLE293,17900
TECHNIPFMC PLCCOMG8711010504SH DFND1400
TECHNIPFMC PLCCOMG871101055203SH DFND3,120300
TECHTARGET INCCOM87874R10018811,558SH SOLE211,55800
TECK RESOURCES LTDCL B8787422041848,035SH SOLE18,03500
TECK RESOURCES LTDCL B87874220428212,153SH SOLE212,15300
TECNOGLASS INCS3G8726410044761,441SH SOLE261,44100
TEGNA INCCOM87901J10516219,202SH SOLE119,20200
TEGNA INCCOM87901J1051,474104,556SH SOLE2104,55600
TEGNA INCCOM87901J10511773SH DFND177300
TEGNA INCCOM87901J1055337SH DFND3,133700
TELADOC HEALTH INCCOM87918A1051682,772SH SOLE12,77200
TELADOC HEALTH INCCOM87918A1052,11838,093SH SOLE238,09300
TELARIA INCCOM879181105672106,044SH DFND10106,04400
TELECOM ITALIA S P A NEWSPON ADR ORD87927Y1021200SH DFND120000
TELECOM ITALIA S P A NEWSPON ADR SVGS87927Y20108SH DFND1800
TELEDYNE TECHNOLOGIES INCCOM879360105180766SH SOLE176600
TELEDYNE TECHNOLOGIES INCCOM8793601057,78132,829SH SOLE232,82900
TELEDYNE TECHNOLOGIES INCCOM8793601051147SH DFND3,14700
TELEFLEX INCCOM8793691067632,515SH SOLE12,51500
TELEFLEX INCCOM8793691065,56318,411SH SOLE218,41100
TELEFLEX INCCOM879369106826SH DFND12600
TELEFONICA BRASIL SASPONSORED ADR87936R10651041,849SH SOLE141,84900
TELEFONICA BRASIL SASPONSORED ADR87936R106453,739SH SOLE23,73900
TELEFONICA S ASPONSORED ADR87938220881897,800SH SOLE297,80000
TELEFONICA S ASPONSORED ADR87938220803SH DFND1300
TELEPHONE & DATA SYS INCCOM NEW8794338291906,570SH SOLE16,57000
TELEPHONE & DATA SYS INCCOM NEW8794338292,12369,098SH DFND169,09800
TELEPHONE & DATA SYS INCCOM NEW8794338291,77557,767SH SOLE257,76700
TELEPHONE & DATA SYS INCCOM NEW87943382903SH DFND1300
TELLURIAN INC NEWCOM87968A10476568,342SH SOLE268,34200
TELUS CORPCOM87971M1036,130165,584SH DFND24165,58400
TELUS CORPCOM87971M10325663SH DFND3,166300
TEMPUR SEALY INTL INCCOM88023U1013476,018SH DFND136,01800
TEMPUR SEALY INTL INCCOM88023U1012685,179SH SOLE15,17900
TEMPUR SEALY INTL INCCOM88023U101469SH DFND16900
TENARIS S ASPONSORED ADS88031M1091,35547,967SH SOLE247,96700
TENCENT MUSIC ENTMT GROUPSPON ADS88034P109283SH SOLE28300
TENET HEALTHCARE CORPCOM NEW88033G407251,089SH SOLE11,08900
TENET HEALTHCARE CORPCOM NEW88033G40711,467397,614SH SOLE2397,61400
TENET HEALTHCARE CORPCOM NEW88033G4072247,779SH DFND3,17,77900
TENNECO INCCL A VTG COM STK880349105010SH SOLE11000
TENNECO INCCL A VTG COM STK88034910527612,456SH DFND3,112,45600
TERADATA CORP DELCOM88076W1031,97245,538SH SOLE145,53800
TERADATA CORP DELCOM88076W1034079,323SH DFND109,32300
TERADATA CORP DELCOM88076W10375017,176SH DFND117,17600
TERADATA CORP DELCOM88076W1034,19196,015SH SOLE296,01500
TERADYNE INCCOM88077010260615,444SH SOLE115,44400
TERADYNE INCCOM8807701021,07927,080SH DFND1327,08000
TERADYNE INCCOM8807701027,954199,661SH SOLE2199,66100
TERADYNE INCNOTE 1.250%12/1880770AG72,0031,431,000SH SOLE21,431,00000
TERADYNE INCCOM88077010223568SH DFND156800
TERADYNE INCCOM88077010218449SH DFND3,144900
TEREX CORP NEWCOM8807791032577,992SH SOLE27,99200
TEREX CORP NEWCOM8807791035149SH DFND114900
TEREX CORP NEWCOM880779103142SH DFND3,14200
TERNIUM SASPONSORED ADS8808901083,058112,327SH SOLE2112,32700
TERRENO RLTY CORPCOM88146M10162314,826SH DFND1014,82600
TERRENO RLTY CORPCOM88146M1011,24429,593SH SOLE229,59300
TERRITORIAL BANCORP INCCOM88145X10833811,700SH SOLE111,70000
TERRITORIAL BANCORP INCCOM88145X1081013,741SH SOLE23,74100
TERRITORIAL BANCORP INCCOM88145X10803SH DFND1300
TESLA INCCOM88160R1019413,042SH SOLE13,04200
TESLA INCCOM88160R10114,59652,154SH SOLE252,15400
TESLA INCCOM88160R101310SH DFND3,11000
TETRA TECH INC NEWCOM88162G10314252SH SOLE125200
TETRA TECH INC NEWCOM88162G1034,11869,112SH DFND869,11200
TETRA TECH INC NEWCOM88162G103871,460SH SOLE21,46000
TETRA TECH INC NEWCOM88162G10312193SH DFND3,119300
TETRA TECHNOLOGIES INC DELCOM88162F1051811,758SH SOLE111,75800
TETRA TECHNOLOGIES INC DELCOM88162F10514662,315SH DFND3,162,31500
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420931820,276SH SOLE220,27600
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS8816242098498SH DFND3,149800
TEXAS CAPITAL BANCSHARES INCCOM88224Q1073986,945SH SOLE16,94500
TEXAS CAPITAL BANCSHARES INCCOM88224Q1073,12957,324SH DFND157,32400
TEXAS CAPITAL BANCSHARES INCCOM88224Q1075,916108,371SH SOLE2108,37100
TEXAS CAPITAL BANCSHARES INCCOM88224Q1071091,990SH DFND3,11,99000
TEXAS INSTRS INCCOM8825081041,73515,863SH SOLE115,86300
TEXAS INSTRS INCCOM8825081041,42513,433SH DFND113,43300
TEXAS INSTRS INCCOM88250810447,952452,083SH SOLE2452,08300
TEXAS INSTRS INCCOM8825081043583,375SH DFND13,37500
TEXAS INSTRS INCCOM88250810455515SH DFND3,151500
TEXAS ROADHOUSE INCCOM8826811094346,977SH DFND136,97700
TEXAS ROADHOUSE INCCOM8826811094746,894SH SOLE16,89400
TEXAS ROADHOUSE INCCOM8826811092,57241,362SH SOLE241,36200
TEXTRON INCCOM8832031012,57550,831SH SOLE250,83100
TFS FINL CORPCOM87240R10794759,139SH SOLE159,13900
TFS FINL CORPCOM87240R1071428,615SH DFND18,61500
TFS FINL CORPCOM87240R1078507SH DFND150700
THE CHARLES SCHWAB CORPORATICOM80851310570816,768SH SOLE116,76800
THE CHARLES SCHWAB CORPORATICOM80851310530,035702,406SH SOLE2702,40600
THE CHARLES SCHWAB CORPORATICOM80851310539901SH DFND190100
THE TRADE DESK INCCOM CL A88339J10538189SH SOLE118900
THE TRADE DESK INCCOM CL A88339J1057903,990SH DFND103,99000
THE TRADE DESK INCCOM CL A88339J1054,48622,662SH SOLE222,66200
THERMO FISHER SCIENTIFIC INCCOM8835561022,6129,297SH SOLE19,29700
THERMO FISHER SCIENTIFIC INCCOM8835561024,66817,054SH DFND1217,05400
THERMO FISHER SCIENTIFIC INCCOM88355610248,919178,720SH SOLE2178,72000
THERMO FISHER SCIENTIFIC INCCOM8835561025321,942SH DFND11,94200
THERMO FISHER SCIENTIFIC INCCOM88355610297354SH DFND3,135400
THERMON GROUP HLDGS INCCOM88362T1031134,619SH SOLE24,61900
THIRD PT REINS LTDCOMG8827U10032231,063SH SOLE231,06300
THOMSON REUTERS CORPCOM NEW8849037091562,632SH DFND12,63200
THOMSON REUTERS CORPCOM NEW884903709681,152SH DFND3,11,15200
THOR INDS INCCOM88516010117287SH SOLE128700
THOR INDS INCCOM8851601012,26936,372SH DFND836,37200
THOR INDS INCCOM8851601013,77660,541SH SOLE260,54100
TIER REIT INCCOM NEW88650V2088470SH SOLE147000
TIER REIT INCCOM NEW88650V20833511,681SH SOLE211,68100
TIFFANY & CO NEWCOM8865471081,44713,336SH SOLE113,33600
TIFFANY & CO NEWCOM88654710820,617195,327SH SOLE2195,32700
TIFFANY & CO NEWCOM886547108763SH DFND16300
TILLYS INCCL A88688510271063,806SH SOLE263,80600
TIM PARTICIPACOES S ASPONSORED ADR88706P2052,242148,645SH SOLE2148,64500
TIMKEN COCOM887389104721,533SH SOLE11,53300
TIMKEN COCOM8873891044,08693,666SH SOLE293,66600
TIMKEN COCOM887389104496SH DFND19600
TIMKEN COCOM8873891041282,931SH DFND3,12,93100
TIMKENSTEEL CORPCOM88739910303SH DFND1300
TIMKENSTEEL CORPCOM887399103032SH DFND3,13200
TITAN MACHY INCCOM88830R101462,979SH DFND12,97900
TITAN MACHY INCCOM88830R1011,777114,178SH SOLE2114,17800
TITAN MACHY INCCOM88830R1011529,755SH DFND3,19,75500
TIVITY HEALTH INCCOM88870R102042SH SOLE14200
TIVO CORPCOM88870P106879,404SH SOLE19,40400
TIVO CORPCOM88870P1064,353467,022SH SOLE2467,02200
TJX COS INC NEWCOM8725401092,24142,144SH SOLE142,14400
TJX COS INC NEWCOM8725401099,565179,753SH DFND1179,75300
TJX COS INC NEWCOM87254010913,999263,081SH SOLE2263,08100
TJX COS INC NEWCOM8725401094768,952SH DFND18,95200
TJX COS INC NEWCOM87254010931582SH DFND3,158200
TOLL BROTHERS INCCOM88947810349413,600SH SOLE113,60000
TOLL BROTHERS INCCOM88947810386223,816SH DFND1323,81600
TOLL BROTHERS INCCOM88947810384923,448SH DFND123,44800
TOLL BROTHERS INCCOM8894781039253SH DFND125300
TOLL BROTHERS INCCOM889478103392SH DFND3,19200
TOOTSIE ROLL INDS INCCOM8905161071133,028SH DFND13,02800
TOPBUILD CORPCOM89055F10301SH DFND1100
TORCHMARK CORPCOM8910271041,01612,527SH SOLE112,52700
TORCHMARK CORPCOM8910271041,06913,044SH DFND1313,04400
TORCHMARK CORPCOM8910271041,14313,946SH DFND113,94600
TORCHMARK CORPCOM8910271041,63419,935SH SOLE219,93500
TORCHMARK CORPCOM891027104230SH DFND13000
TORCHMARK CORPCOM891027104671SH DFND3,17100
TORO COCOM8910921081,29118,079SH SOLE118,07900
TORO COCOM8910921083,94057,241SH DFND857,24100
TORO COCOM8910921081,16916,979SH DFND116,97900
TORO COCOM8910921081,83426,637SH SOLE226,63700
TORO COCOM8910921087102SH DFND110200
TORONTO DOMINION BK ONTCOM NEW89116050941763SH DFND3,176300
TOTAL S ASPONSORED ADS89151E1093,70965,560SH SOLE165,56000
TOTAL S ASPONSORED ADS89151E10917,306310,976SH SOLE2310,97600
TOTAL S ASPONSORED ADS89151E10913231SH DFND123100
TOTAL S ASPONSORED ADS89151E1094077,310SH DFND3,17,31000
TOTAL SYS SVCS INCCOM89190610919252SH SOLE125200
TOTAL SYS SVCS INCCOM8919061097,27276,540SH SOLE276,54000
TOWER INTL INCCOM89182610937717,908SH SOLE217,90800
TOWER SEMICONDUCTOR LTDS3 NEWM87915274138SH SOLE13800
TOWN SPORTS INTL HLDGS INCCOM89214A10214530,403SH SOLE230,40300
TOWNEBANK PORTSMOUTH VACOM89214P1091014,100SH SOLE24,10000
TOWNSQUARE MEDIA INCCL A89223110115927,740SH SOLE227,74000
TOYOTA MOTOR CORPSP ADR REP2COM8923313075784,841SH SOLE14,84100
TOYOTA MOTOR CORPSP ADR REP2COM8923313075074,300SH SOLE24,30000
TOYOTA MOTOR CORPSP ADR REP2COM89233130721178SH DFND117800
TPG RE FIN TR INCCOM87266M10700SH SOLE2000
TPG SPECIALTY LENDING INCCOM87265K102484,059SH SOLE14,05900
TPG SPECIALTY LENDING INCCOM87265K102023SH SOLE22300
TPI COMPOSITES INCCOM87266J1042538,842SH SOLE28,84200
TRACTOR SUPPLY COCOM8923561062002,123SH SOLE12,12300
TRACTOR SUPPLY COCOM8923561065,41355,367SH DFND855,36700
TRACTOR SUPPLY COCOM8923561069,09993,072SH SOLE293,07200
TRANSCANADA CORPCOM89353D1079,734216,607SH SOLE2216,60700
TRANSCAT INCCOM893529107311,347SH SOLE21,34700
TRANSDIGM GROUP INCCOM8936411006061,329SH SOLE11,32900
TRANSDIGM GROUP INCCOM8936411004,4259,748SH SOLE29,74800
TRANSDIGM GROUP INCCOM8936411001021SH DFND12100
TRANSOCEAN INCDEB 0.500% 1/3893830BJ7196175,000SH SOLE2175,00000
TRANSOCEAN LTDREG S3H8817H1001,686193,536SH SOLE2193,53600
TRANSOCEAN LTDREG S3H8817H1002273SH DFND3,127300
TRANSUNIONCOM89400J10783312,255SH SOLE112,25500
TRANSUNIONCOM89400J10711,725175,414SH SOLE2175,41400
TRAVELCENTERS AMER LLCCOM894174101266,250SH SOLE26,25000
TRAVELERS COMPANIES INCCOM89417E1093,08322,475SH DFND122,47500
TRAVELERS COMPANIES INCCOM89417E1091,98614,400SH SOLE114,40000
TRAVELERS COMPANIES INCCOM89417E1092,09215,255SH SOLE215,25500
TRAVELERS COMPANIES INCCOM89417E1091871,363SH DFND11,36300
TRAVELERS COMPANIES INCCOM89417E10945328SH DFND3,132800
TRAVELZOOCOM NEW89421Q20535826,711SH SOLE226,71100
TREDEGAR CORPCOM894650100382,345SH SOLE22,34500
TREDEGAR CORPCOM8946501003205SH DFND120500
TREEHOUSE FOODS INCCOM89469A1044426,906SH SOLE16,90600
TREEHOUSE FOODS INCCOM89469A10465210,096SH DFND1010,09600
TREEHOUSE FOODS INCCOM89469A10468910,678SH DFND110,67800
TREEHOUSE FOODS INCCOM89469A1045,47484,810SH SOLE284,81000
TREX CO INCCOM89531P1052183,392SH SOLE13,39200
TREX CO INCCOM89531P1053085,013SH SOLE25,01300
TRI POINTE GROUP INCCOM87265H10941833,094SH SOLE233,09400
TRI POINTE GROUP INCCOM87265H109151,150SH DFND11,15000
TRIBUNE MEDIA COCL A8960475031663,191SH SOLE13,19100
TRIBUNE MEDIA COCL A8960475031,47832,027SH DFND132,02700
TRIBUNE PUBG CO NEWCOM89609W10762352,837SH SOLE252,83700
TRICO BANCSHARESCOM8960951062225,639SH SOLE25,63900
TRIMAS CORPCOM NEW8962152091785,543SH SOLE15,54300
TRIMAS CORPCOM NEW89621520984928,091SH DFND3,128,09100
TRIMBLE INCCOM89623910077219,137SH SOLE119,13700
TRIMBLE INCCOM8962391001,34533,300SH DFND1333,30000
TRIMBLE INCCOM8962391003,97998,492SH SOLE298,49200
TRIMBLE INCCOM89623910080820,000SH DFND3,120,00000
TRINET GROUP INCCOM896288107901,399SH SOLE11,39900
TRINET GROUP INCCOM89628810762210,416SH DFND1010,41600
TRINET GROUP INCCOM89628810782513,811SH DFND113,81100
TRINET GROUP INCCOM8962881072,48441,581SH SOLE241,58100
TRINITY INDS INCCOM89652210922210,315SH SOLE110,31500
TRINITY INDS INCCOM89652210996544,405SH SOLE244,40500
TRINITY INDS INCCOM8965221092101SH DFND110100
TRINITY INDS INCCOM89652210922410,300SH DFND3,110,30000
TRINSEO S AS3L9340P1011,34829,763SH SOLE229,76300
TRIPADVISOR INCCOM8969452013315,648SH SOLE15,64800
TRIPADVISOR INCCOM8969452014679,082SH DFND139,08200
TRIPADVISOR INCCOM8969452011,22323,764SH DFND123,76400
TRIPADVISOR INCCOM89694520117,506340,247SH SOLE2340,24700
TRIPADVISOR INCCOM89694520139753SH DFND175300
TRISTATE CAP HLDGS INCCOM89678F10016965SH SOLE196500
TRISTATE CAP HLDGS INCCOM89678F1001276,228SH DFND16,22800
TRITON INTL LTDCL AG9078F1072106,760SH SOLE26,76000
TRIUMPH BANCORP INCCOM89679E30077926,514SH SOLE226,51400
TRIUMPH GROUP INC NEWCOM896818101167SH DFND3,16700
TRONOX HOLDINGS PLCS3G9087Q1021,04279,235SH SOLE279,23500
TRUEBLUE INCCOM89785X1011747,341SH DFND17,34100
TRUEBLUE INCCOM89785X1013,026128,011SH SOLE2128,01100
TRUECAR INCCOM89785L10791,848SH SOLE11,84800
TRUSTCO BK CORP N YCOM89834910532641,954SH SOLE241,95400
TRUSTMARK CORPCOM8984021021315,481SH SOLE15,48100
TRUSTMARK CORPCOM8984021023119,238SH DFND139,23800
TRUSTMARK CORPCOM89840210248114,313SH SOLE214,31300
TSAKOS ENERGY NAVIGATION LTDS3G9108L108312100,701SH SOLE2100,70100
TTEC HLDGS INCCOM89854H1024118SH DFND3,111800
TTM TECHNOLOGIES INCCOM87305R10936130,785SH SOLE230,78500
TUPPERWARE BRANDS CORPCOM8998961042208,595SH SOLE28,59500
TUPPERWARE BRANDS CORPCOM8998961043130SH DFND3,113000
TURQUOISE HILL RES LTDCOM9004351081,8801,132,293SH SOLE21,132,29300
TUTOR PERINI CORPCOM90110910839823,231SH SOLE223,23100
TWILIO INCCL A90138F1024393,397SH DFND103,39700
TWILIO INCCL A90138F1026465,001SH SOLE25,00100
TWIN DISC INCCOM901476101312,295SH SOLE12,29500
TWITTER INCCOM90184L10214,932454,146SH SOLE2454,14600
TWITTER INCNOTE 0.250% 9/190184LAB8123125,000SH SOLE2125,00000
TWITTER INCCOM90184L10210300SH DFND3,130000
TWO HBRS INVT CORPCOM NEW90187B4083,324242,238SH SOLE1242,23800
TWO HBRS INVT CORPCOM NEW90187B40867149,608SH DFND1349,60800
TWO HBRS INVT CORPCOM NEW90187B40834925,793SH DFND125,79300
TYLER TECHNOLOGIES INCCOM902252105208998SH SOLE199800
TYLER TECHNOLOGIES INCCOM9022521059,24645,235SH SOLE245,23500
TYLER TECHNOLOGIES INCCOM90225210525123SH DFND3,112300
TYSON FOODS INCCL A9024941033,77454,296SH SOLE154,29600
TYSON FOODS INCCL A90249410338,929560,696SH SOLE2560,69600
TYSON FOODS INCCL A90249410369997SH DFND199700
TYSON FOODS INCCL A90249410352746SH DFND3,174600
U S CONCRETE INCCOM NEW90333L2013,67288,659SH SOLE288,65900
U S G CORPCOM NEW9032934053,54281,800SH SOLE281,80000
U S PHYSICAL THERAPY INCCOM90337L1082502,261SH SOLE12,26100
U S PHYSICAL THERAPY INCCOM90337L1083893,700SH DFND133,70000
U S PHYSICAL THERAPY INCCOM90337L1081831,738SH DFND11,73800
U S PHYSICAL THERAPY INCCOM90337L10843408SH SOLE240800
U S SILICA HLDGS INCCOM90346E103012SH SOLE11200
U S SILICA HLDGS INCCOM90346E103191,116SH SOLE21,11600
U S WELL SVCS INCCL A91274U10164280,425SH SOLE280,42500
UBIQUITI NETWORKS INCCOM90347A1003262,179SH DFND12,17900
UBS GROUP AGS3H4209710792776,234SH SOLE176,23400
UBS GROUP AGS3H4209710729524,400SH SOLE224,40000
UBS GROUP AGS3H42097107211,766SH DFND11,76600
UBS GROUP AGS3H4209710731425,915SH DFND3,125,91500
UDR INCCOM902653104631,340SH SOLE11,34000
UDR INCCOM9026531041813,974SH DFND13,97400
UDR INCCOM90265310445,360997,806SH SOLE2997,80600
UGI CORP NEWCOM9026811051,52325,364SH SOLE125,36400
UGI CORP NEWCOM9026811051,36224,577SH DFND124,57700
UGI CORP NEWCOM9026811051,74331,451SH SOLE231,45100
UGI CORP NEWCOM902681105244SH DFND14400
ULTA BEAUTY INCCOM90384S3033,63710,692SH SOLE110,69200
ULTA BEAUTY INCCOM90384S30358166SH DFND116600
ULTA BEAUTY INCCOM90384S30312,72136,477SH SOLE236,47700
ULTA BEAUTY INCCOM90384S3032161SH DFND16100
ULTA BEAUTY INCCOM90384S3033085SH DFND3,18500
ULTIMATE SOFTWARE GROUP INCCOM90385D10727147SH SOLE114700
ULTIMATE SOFTWARE GROUP INCCOM90385D1073,1219,453SH SOLE29,45300
ULTRA CLEAN HLDGS INCCOM90385V10745443,883SH SOLE243,88300
ULTRAGENYX PHARMACEUTICAL INCOM90400D10871810,355SH SOLE210,35500
UMB FINL CORPCOM9027881084,79874,927SH SOLE274,92700
UMPQUA HLDGS CORPCOM90421410365941,233SH SOLE141,23300
UMPQUA HLDGS CORPCOM9042141031,18571,793SH DFND1371,79300
UMPQUA HLDGS CORPCOM9042141034,267258,580SH SOLE2258,58000
UMPQUA HLDGS CORPCOM9042141032135SH DFND3,113500
UNDER ARMOUR INCCL A9043111074,176197,560SH SOLE2197,56000
UNDER ARMOUR INCCL C9043112065,071268,755SH SOLE2268,75500
UNIFI INCCOM NEW9046772001015,200SH SOLE25,20000
UNIFIRST CORP MASSCOM9047081041,2247,973SH DFND17,97300
UNIFIRST CORP MASSCOM9047081042061,345SH SOLE21,34500
UNILEVER N VN Y S3 NEW9047847094,96484,750SH SOLE184,75000
UNILEVER N VN Y S3 NEW90478470911,992205,730SH SOLE2205,73000
UNILEVER N VN Y S3 NEW90478470910165SH DFND116500
UNILEVER N VN Y S3 NEW9047847094828,273SH DFND3,18,27300
UNILEVER PLCSPON ADR NEW9047677045729,886SH SOLE19,88600
UNILEVER PLCSPON ADR NEW904767704241SH DFND14100
UNION BANKSHARES CORP NEWCOM90539J10948214,914SH SOLE214,91400
UNION BANKSHARES CORP NEWCOM90539J10916494SH DFND149400
UNION PACIFIC CORPCOM9078181085,06729,633SH SOLE129,63300
UNION PACIFIC CORPCOM90781810823,513140,628SH DFND11140,62800
UNION PACIFIC CORPCOM9078181083,91723,427SH DFND1223,42700
UNION PACIFIC CORPCOM90781810847,975286,929SH SOLE2286,92900
UNION PACIFIC CORPCOM9078181088224,914SH DFND14,91400
UNION PACIFIC CORPCOM90781810819114SH DFND3,111400
UNIQURE NVS3N9006410135595SH SOLE259500
UNISYS CORPCOM NEW909214306565,438SH SOLE15,43800
UNISYS CORPCOM NEW90921430622719,492SH DFND119,49200
UNIT CORPCOM909218109332,314SH SOLE22,31400
UNITED BANKSHARES INC WEST VCOM909907107584SH SOLE18400
UNITED BANKSHARES INC WEST VCOM9099071072165,966SH DFND15,96600
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3031114,343SH SOLE14,34300
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3031,70868,529SH SOLE268,52900
UNITED CONTL HLDGS INCCOM9100471092,51031,460SH DFND131,46000
UNITED CONTL HLDGS INCCOM9100471091,05012,486SH SOLE112,48600
UNITED CONTL HLDGS INCCOM9100471097,78297,549SH SOLE297,54900
UNITED CONTL HLDGS INCCOM910047109454SH DFND15400
UNITED FINL BANCORP INC NEWCOM9103041041057,288SH DFND17,28800
UNITED FINL BANCORP INC NEWCOM91030410419213,400SH SOLE213,40000
UNITED FINL BANCORP INC NEWCOM910304104015SH DFND11500
UNITED FIRE GROUP INCCOM9103401081162,660SH DFND3,12,66000
UNITED MICROELECTRONICS CORPSPON ADR NEW910873405471250,661SH SOLE2250,66100
UNITED NAT FOODS INCCOM9111631036439SH DFND143900
UNITED NAT FOODS INCCOM9111631031178,817SH DFND3,18,81700
UNITED PARCEL SERVICE INCCL B91131210614114SH SOLE111400
UNITED PARCEL SERVICE INCCL B91131210614,469129,491SH SOLE2129,49100
UNITED PARCEL SERVICE INCCL B9113121061361,220SH DFND11,22000
UNITED PARCEL SERVICE INCCL B91131210635313SH DFND3,131300
UNITED RENTALS INCCOM911363109891SH SOLE19100
UNITED RENTALS INCCOM9113631097056,171SH SOLE26,17100
UNITED RENTALS INCCOM911363109214SH DFND11400
UNITED RENTALS INCCOM9113631094063,553SH DFND3,13,55300
UNITED STATES CELLULAR CORPCOM9116841081673,628SH DFND13,62800
UNITED STATES CELLULAR CORPCOM9116841081202,612SH SOLE12,61200
UNITED STATES CELLULAR CORPCOM91168410870215,297SH SOLE215,29700
UNITED STATES STL CORP NEWCOM912909108311,622SH SOLE11,62200
UNITED STATES STL CORP NEWCOM912909108904,622SH SOLE24,62200
UNITED STATES STL CORP NEWCOM912909108683,465SH DFND3,13,46500
UNITED TECHNOLOGIES CORPCOM9130171093,48126,870SH SOLE126,87000
UNITED TECHNOLOGIES CORPCOM9130171096,71352,084SH DFND852,08400
UNITED TECHNOLOGIES CORPCOM9130171094,18732,488SH DFND132,48800
UNITED TECHNOLOGIES CORPCOM91301710920,216156,845SH SOLE2156,84500
UNITED TECHNOLOGIES CORPCOM9130171095984,639SH DFND14,63900
UNITED TECHNOLOGIES CORPCOM91301710955426SH DFND3,142600
UNITED THERAPEUTICS CORP DELCOM91307C1023502,962SH SOLE12,96200
UNITED THERAPEUTICS CORP DELCOM91307C1027586,455SH DFND16,45500
UNITED THERAPEUTICS CORP DELCOM91307C102762SH SOLE26200
UNITED THERAPEUTICS CORP DELCOM91307C102540SH DFND14000
UNITED THERAPEUTICS CORP DELCOM91307C1023512,993SH DFND3,12,99300
UNITEDHEALTH GROUP INCCOM91324P10213,90857,457SH SOLE157,45700
UNITEDHEALTH GROUP INCCOM91324P10217,65371,393SH DFND1171,39300
UNITEDHEALTH GROUP INCCOM91324P1029,36237,864SH DFND1237,86400
UNITEDHEALTH GROUP INCCOM91324P10210,08340,779SH DFND140,77900
UNITEDHEALTH GROUP INCCOM91324P102100,120404,919SH SOLE2404,91900
UNITEDHEALTH GROUP INCCOM91324P102624SH DFND3,12400
UNITEDHEALTH GROUP INCCOM91324P10235143SH DFND3,114300
UNITEDHEALTH GROUP INCCOM91324P1021042SH DFND3,14200
UNITEDHEALTH GROUP INCCOM91324P1026032,438SH DFND12,43800
UNITEDHEALTH GROUP INCCOM91324P102121488SH DFND3,148800
UNITI GROUP INCCOM91325V108424,522SH SOLE14,52200
UNITIL CORPCOM9132591071142,108SH DFND12,10800
UNITIL CORPCOM9132591074,36380,543SH SOLE280,54300
UNITIL CORPCOM91325910759611,011SH DFND111,01100
UNIVAR INCCOM91336L1075,612253,258SH SOLE2253,25800
UNIVERSAL CORP VACOM9134561093615,272SH SOLE15,27200
UNIVERSAL CORP VACOM9134561095429,400SH DFND139,40000
UNIVERSAL CORP VACOM9134561094016,953SH DFND16,95300
UNIVERSAL CORP VACOM9134561092193,800SH SOLE23,80000
UNIVERSAL CORP VACOM913456109344SH DFND3,14400
UNIVERSAL DISPLAY CORPCOM91347P105534SH SOLE13400
UNIVERSAL DISPLAY CORPCOM91347P1056504,254SH DFND104,25400
UNIVERSAL DISPLAY CORPCOM91347P1052,78418,212SH SOLE218,21200
UNIVERSAL FST PRODS INCCOM913543104973,273SH SOLE13,27300
UNIVERSAL FST PRODS INCCOM9135431041,64454,999SH SOLE254,99900
UNIVERSAL HLTH SVCS INCCL B9139031003482,493SH SOLE12,49300
UNIVERSAL HLTH SVCS INCCL B9139031009767,297SH SOLE27,29700
UNIVERSAL HLTH SVCS INCCL B913903100647SH DFND14700
UNIVERSAL HLTH SVCS INCCL B91390310014102SH DFND3,110200
UNIVERSAL INS HLDGS INCCOM91359V107561,860SH SOLE11,86000
UNIVERSAL INS HLDGS INCCOM91359V107933,000SH SOLE23,00000
UNIVERSAL LOGISTICS HLDGS INCOM91388P105331,684SH DFND11,68400
UNIVEST FINANCIAL CORPORATIOCOM9152711001656,080SH SOLE16,08000
UNIVEST FINANCIAL CORPORATIOCOM9152711001154,700SH SOLE24,70000
UNUM GROUPCOM91529Y10678822,375SH SOLE122,37500
UNUM GROUPCOM91529Y10687225,764SH DFND125,76400
UNUM GROUPCOM91529Y1061273,755SH SOLE23,75500
UNUM GROUPCOM91529Y106395SH DFND19500
UNUM GROUPCOM91529Y10627810SH DFND3,181000
UPLAND SOFTWARE INCCOM91544A109551,396SH SOLE11,39600
UPLAND SOFTWARE INCCOM91544A10962514,756SH DFND1014,75600
URBAN EDGE PPTYSCOM91704F104151,088SH SOLE11,08800
URBAN EDGE PPTYSCOM91704F1043,688194,122SH SOLE2194,12200
URBAN OUTFITTERS INCCOM917047102541,847SH SOLE11,84700
URBAN OUTFITTERS INCCOM9170471021966,609SH SOLE26,60900
URBAN OUTFITTERS INCCOM91704710204SH DFND1400
URSTADT BIDDLE PPTYS INCCL A91728620526412,797SH SOLE212,79700
US BANCORP DELCOM NEW9029733042,34248,912SH SOLE148,91200
US BANCORP DELCOM NEW9029733045,206108,022SH DFND1108,02200
US BANCORP DELCOM NEW90297330410,475217,366SH SOLE2217,36600
US BANCORP DELCOM NEW9029733043016,243SH DFND16,24300
US BANCORP DELCOM NEW90297330430630SH DFND3,163000
US ECOLOGY INCCOM91732J1023,18156,827SH SOLE256,82700
US FOODS HLDG CORPCOM9120081092,91783,559SH DFND183,55900
US FOODS HLDG CORPCOM912008109381,085SH DFND3,11,08500
US XPRESS ENTERPRISES INCCOM CL A90338N2021,956295,923SH SOLE2295,92300
USA TRUCK INCCOM902925106473,249SH SOLE23,24900
USANA HEALTH SCIENCES INCCOM90328M1074044,465SH SOLE14,46500
USANA HEALTH SCIENCES INCCOM90328M1075466,507SH DFND16,50700
USANA HEALTH SCIENCES INCCOM90328M1071712,038SH SOLE22,03800
V F CORPCOM9182041081,04811,739SH SOLE111,73900
V F CORPCOM9182041087,73989,042SH SOLE289,04200
V F CORPCOM91820410838440SH DFND3,144000
VAIL RESORTS INCCOM91879Q109110514SH SOLE151400
VAIL RESORTS INCCOM91879Q1093,39915,640SH DFND1215,64000
VAIL RESORTS INCCOM91879Q1092,83013,022SH SOLE213,02200
VAIL RESORTS INCCOM91879Q109629SH DFND12900
VALE S ASPONSORED ADS91912E10521,4251,640,512SH SOLE21,640,51200
VALERO ENERGY CORP NEWCOM91913Y1002,53329,639SH SOLE129,63900
VALERO ENERGY CORP NEWCOM91913Y1003,43640,510SH DFND140,51000
VALERO ENERGY CORP NEWCOM91913Y1006,56377,362SH SOLE277,36200
VALERO ENERGY CORP NEWCOM91913Y10049575SH DFND157500
VALERO ENERGY CORP NEWCOM91913Y10030357SH DFND3,135700
VALLEY NATL BANCORPCOM9197941072,723284,201SH SOLE2284,20100
VALLEY NATL BANCORPCOM91979410702SH DFND1200
VALMONT INDS INCCOM92025310158495SH SOLE149500
VALMONT INDS INCCOM9202531011,2929,931SH SOLE29,93100
VALMONT INDS INCCOM92025310101SH DFND1100
VALVOLINE INCCOM92047W1011,58584,865SH SOLE184,86500
VALVOLINE INCCOM92047W1014,894263,688SH SOLE2263,68800
VALVOLINE INCCOM92047W101296SH DFND19600
VALVOLINE INCCOM92047W10196752,111SH DFND3,152,11100
VANDA PHARMACEUTICALS INCCOM9216591083447SH SOLE144700
VANDA PHARMACEUTICALS INCCOM92165910819110,379SH DFND110,37900
VANDA PHARMACEUTICALS INCCOM9216591082,964161,066SH SOLE2161,06600
VANECK VECTORS ETF TRJP MORGAN MKTS92189H300227,2756,802,482SH SOLE16,802,48200
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189H409146,9482,341,160SH SOLE12,341,16000
VANECK VECTORS ETF TRJP MORGAN MKTS92189H300651,951SH DFND11,95100
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189H4091,65226,319SH DFND126,31900
VANGUARD ADMIRAL FDS INCSMLLCP 600 IDX9219328281181SH SOLE18100
VANGUARD BD INDEX FD INCTOTAL BND MRKT921937835896,66111,044,617SH SOLE111,044,61700
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783567820SH DFND3,182000
VANGUARD CHARLOTTE FDSINTL BD IDX ETF92203J407478SH DFND17800
VANGUARD GROUPDIV APP ETF92190884415137SH DFND3,113700
VANGUARD INDEX FDSS&P 500 ETF S39229083635212,009SH SOLE12,00900
VANGUARD INDEX FDSREAL ESTATE ETF92290855324328SH SOLE132800
VANGUARD INDEX FDSREAL ESTATE ETF9229085536,21271,475SH SOLE271,47500
VANGUARD INDEX FDSSML CP GRW ETF92290859548,536270,054SH SOLE1270,05400
VANGUARD INDEX FDSSM CP VAL ETF92290861136,584283,611SH SOLE1283,61100
VANGUARD INDEX FDSLARGE CAP ETF9229086372,29617,693SH SOLE117,69300
VANGUARD INDEX FDSGROWTH ETF922908736215,2081,375,376SH SOLE11,375,37600
VANGUARD INDEX FDSVALUE ETF922908744197,2241,832,209SH SOLE11,832,20900
VANGUARD INDEX FDSSMALL CP ETF9229087512131,443SH SOLE11,44300
VANGUARD INDEX FDSTOTAL STK MKT9229087693282,264SH SOLE12,26400
VANGUARD INDEX FDSGROWTH ETF92290873653338SH DFND133800
VANGUARD INDEX FDSVALUE ETF92290874448444SH DFND144400
VANGUARD INDEX FDSSMALL CP ETF9229087512,37615,547SH DFND115,54700
VANGUARD INDEX FDSTOTAL STK MKT92290876978540SH DFND154000
VANGUARD INDEX FDSSML CP GRW ETF92290859581452SH DFND3,145200
VANGUARD INTL EQUITY INDEX FGLB EX US ETF9220426762163,659SH SOLE13,65900
VANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF9220427184524,299SH SOLE14,29900
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858340,3028,002,144SH SOLE18,002,14400
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF92204286612283SH SOLE128300
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428741893,692SH SOLE13,69200
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428582,26453,259SH DFND153,25900
VANGUARD INTL EQUITY INDEX FALLWRLD EX US922042775541,077SH DFND3,11,07700
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF922042874585SH DFND3,18500
VANGUARD MALVERN FDSSTRM INFPROIDX922020805210,8184,328,993SH SOLE14,328,99300
VANGUARD MUN BD FD INCTAX EXEMPT BD92290774649,694953,177SH SOLE1953,17700
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4092443,034SH SOLE13,03400
VANGUARD SCOTTSDALE FDSINTER TERM TREAS92206C70627503SH SOLE150300
VANGUARD SCOTTSDALE FDSMORTG-BACK SEC92206C7716,460123,405SH SOLE1123,40500
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8701691,977SH SOLE11,97700
VANGUARD STAR FDVG TL INTL STK F92190976816300SH DFND3,130000
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858896,80521,939,988SH SOLE121,939,98800
VANGUARD WHITEHALL FDS INCHIGH DIV YLD9219464063,03835,455SH SOLE135,45500
VANGUARD WHITEHALL FDS INCEMERG MKT BD ETF92194688512209SH SOLE120900
VANGUARD WORLD FDSHEALTH CAR ETF92204A5042591,500SH DFND11,50000
VANGUARD WORLD FDSFINANCIALS ETF92204A40543668SH DFND166800
VARIAN MED SYS INCCOM92220P1058856,261SH SOLE16,26100
VARIAN MED SYS INCCOM92220P1056,03642,593SH DFND142,59300
VARIAN MED SYS INCCOM92220P1053,35723,688SH SOLE223,68800
VARONIS SYS INCCOM9222801021593,700SH SOLE13,70000
VARONIS SYS INCCOM9222801023525,900SH DFND135,90000
VARONIS SYS INCCOM92228010219,788331,849SH SOLE2331,84900
VECTOR GROUP LTDCOM92240M10839336,383SH DFND136,38300
VECTOR GROUP LTDFRNT 4/192240MBC1243240,000SH SOLE2240,00000
VECTOR GROUP LTDCOM92240M10807SH DFND1700
VECTRUS INCCOM92242T10161,228SH SOLE11,22800
VECTRUS INCCOM92242T1011154,308SH DFND14,30800
VECTRUS INCCOM92242T1011,03438,904SH SOLE238,90400
VECTRUS INCCOM92242T10103SH DFND3,1300
VEDANTA LTDSPONSORED ADR92242Y100222,072SH SOLE22,07200
VEECO INSTRS INC DELCOM922417100867,888SH SOLE17,88800
VEEVA SYS INCCL A COM9224751081651,295SH SOLE11,29500
VEEVA SYS INCCL A COM9224751081,2639,952SH DFND19,95200
VEEVA SYS INCCL A COM92247510872,316570,046SH SOLE2570,04600
VENATOR MATLS PLCS3G9329Z1001406SH SOLE140600
VENTAS INCCOM92276F1002303,620SH SOLE13,62000
VENTAS INCCOM92276F1001632,548SH DFND12,54800
VENTAS INCCOM92276F1002,50339,229SH SOLE239,22900
VENTAS INCCOM92276F100238SH DFND13800
VEONEER INCORPORATEDCOM92336X10902SH DFND1200
VEONEER INCORPORATEDCOM92336X109147SH DFND3,14700
VERA BRADLEY INCCOM92335C1061,408106,274SH SOLE2106,27400
VERACYTE INCCOM92337F10798839,499SH DFND1039,49900
VERACYTE INCCOM92337F1071,13945,516SH SOLE245,51600
VEREIT INCCOM92339V100989111,040SH SOLE1111,04000
VEREIT INCCOM92339V10010312,260SH DFND112,26000
VEREIT INCCOM92339V10019,8682,373,687SH SOLE22,373,68700
VERICEL CORPCOM92346J10857833,019SH DFND1033,01900
VERICEL CORPCOM92346J1081076,135SH DFND16,13500
VERINT SYS INCCOM92343X10070111,812SH SOLE111,81200
VERINT SYS INCCOM92343X10063910,677SH DFND1010,67700
VERINT SYS INCCOM92343X1006,834114,169SH SOLE2114,16900
VERINT SYS INCNOTE 1.500% 6/092343XAA8658597,000SH SOLE2597,00000
VERISIGN INCCOM92343E10278415SH SOLE141500
VERISIGN INCCOM92343E1026,54836,067SH DFND136,06700
VERISIGN INCCOM92343E1027,22139,774SH SOLE239,77400
VERISIGN INCCOM92343E1021053SH DFND15300
VERISIGN INCCOM92343E1021796SH DFND3,19600
VERISK ANALYTICS INCCOM92345Y1061,37610,227SH SOLE110,22700
VERISK ANALYTICS INCCOM92345Y10612,13691,246SH SOLE291,24600
VERISK ANALYTICS INCCOM92345Y1061531,150SH DFND11,15000
VERITEX HLDGS INCCOM9234511082,912120,217SH SOLE2120,21700
VERITIV CORPCOM9234541022559,692SH SOLE29,69200
VERIZON COMMUNICATIONS INCCOM92343V1047,914133,896SH SOLE1133,89600
VERIZON COMMUNICATIONS INCCOM92343V10418,923320,028SH DFND8320,02800
VERIZON COMMUNICATIONS INCCOM92343V1047,694130,124SH DFND1130,12400
VERIZON COMMUNICATIONS INCCOM92343V10433,845572,390SH SOLE2572,39000
VERIZON COMMUNICATIONS INCCOM92343V1042664,504SH DFND14,50400
VERIZON COMMUNICATIONS INCCOM92343V104911,544SH DFND3,11,54400
VERMILION ENERGY INCCOM92372510536914,196SH SOLE114,19600
VERRA MOBILITY CORPCOM92511U10216912,855SH SOLE112,85500
VERSO CORPCL A92531L207994,629SH SOLE14,62900
VERSO CORPCL A92531L2072049,543SH DFND19,54300
VERSO CORPCL A92531L20799246,306SH SOLE246,30600
VERSUM MATLS INCCOM92532W1032694,748SH SOLE14,74800
VERSUM MATLS INCCOM92532W1035,261104,564SH SOLE2104,56400
VERSUM MATLS INCCOM92532W10323467SH DFND146700
VERTEX PHARMACEUTICALS INCCOM92532F1003,00816,360SH SOLE116,36000
VERTEX PHARMACEUTICALS INCCOM92532F1002,81915,325SH DFND1215,32500
VERTEX PHARMACEUTICALS INCCOM92532F1002,97116,150SH DFND116,15000
VERTEX PHARMACEUTICALS INCCOM92532F10016,84391,564SH SOLE291,56400
VERTEX PHARMACEUTICALS INCCOM92532F10029SH DFND3,1900
VIACOM INC NEWCL A92553P1024640SH SOLE164000
VIACOM INC NEWCL B92553P20183329,663SH DFND129,66300
VIACOM INC NEWCL B92553P2011,08339,794SH SOLE139,79400
VIACOM INC NEWCL B92553P2011,68660,066SH SOLE260,06600
VIACOM INC NEWCL B92553P201011SH DFND11100
VIACOM INC NEWCL B92553P20110372SH DFND3,137200
VIAD CORPCOM NEW92552R4061,13520,155SH SOLE220,15500
VIASAT INCCOM92552V1005587,205SH SOLE27,20500
VIAVI SOLUTIONS INCCOM92555010539130,413SH SOLE130,41300
VIAVI SOLUTIONS INCCOM92555010559447,999SH DFND1047,99900
VIAVI SOLUTIONS INCCOM9255501055,773466,320SH SOLE2466,32000
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB1310275,000SH SOLE2275,00000
VIAVI SOLUTIONS INCCOM9255501051113SH DFND111300
VIAVI SOLUTIONS INCCOM92555010518214,739SH DFND3,114,73900
VICI PPTYS INCCOM9256521092,490112,127SH SOLE1112,12700
VICI PPTYS INCCOM92565210927,5351,258,465SH SOLE21,258,46500
VICI PPTYS INCCOM9256521095250SH DFND3,125000
VICOR CORPCOM92581510224680SH SOLE168000
VICOR CORPCOM925815102933,009SH DFND13,00900
VICTORY CAP HLDGS INCCOM CL A92645B10358238,724SH SOLE238,72400
VIEWRAY INCCOM92672L1071,147155,247SH SOLE2155,24700
VIEWRAY INCCOM92672L10715020,355SH DFND3,120,35500
VIKING THERAPEUTICS INCCOM92686J1065798SH SOLE179800
VILLAGE SUPER MKT INCCL A NEW927107409321,173SH DFND11,17300
VILLAGE SUPER MKT INCCL A NEW9271074093353SH SOLE135300
VILLAGE SUPER MKT INCCL A NEW9271074091184,316SH SOLE24,31600
VILLAGE SUPER MKT INCCL A NEW92710740901SH DFND1100
VIPER ENERGY PARTNERS LPCOM UNT RP INT92763M10581824,654SH SOLE224,65400
VIPSHOP HLDGS LTDSPONSORED ADS A92763W10340650,614SH SOLE250,61400
VIRTU FINL INCCL A9282541012028,491SH DFND18,49100
VIRTU FINL INCCL A9282541015,492231,262SH SOLE2231,26200
VIRTUS INVT PARTNERS INCCOM92828Q1098228,429SH SOLE28,42900
VIRTUS INVT PARTNERS INCCOM92828Q109110SH DFND3,11000
VIRTUSA CORPCOM92827P1021,62930,484SH SOLE230,48400
VIRTUSA CORPCOM92827P10216293SH DFND129300
VISA INCCOM CL A92826C83916,114103,166SH DFND12103,16600
VISA INCCOM CL A92826C83910,17365,132SH DFND165,13200
VISA INCCOM CL A92826C83915,21796,911SH SOLE196,91100
VISA INCCOM CL A92826C839311,3661,993,509SH SOLE21,993,50900
VISA INCCOM CL A92826C8391,3468,618SH DFND18,61800
VISA INCCOM CL A92826C8392111,348SH DFND3,11,34800
VISHAY INTERTECHNOLOGY INCCOM9282981081,31471,159SH DFND171,15900
VISHAY INTERTECHNOLOGY INCCOM9282981081,972106,746SH SOLE2106,74600
VISHAY INTERTECHNOLOGY INCCOM9282981083180SH DFND3,118000
VISHAY PRECISION GROUP INCCOM92835K1032998,738SH SOLE28,73800
VISTA OUTDOOR INCCOM928377100276,201SH SOLE16,20100
VISTA OUTDOOR INCCOM928377100046SH DFND3,14600
VISTEON CORPCOM NEW92839U2063,61453,654SH SOLE253,65400
VISTEON CORPCOM NEW92839U206344SH DFND14400
VISTEON CORPCOM NEW92839U2061622,399SH DFND3,12,39900
VISTRA ENERGY CORPCOM92840M1021455,398SH SOLE15,39800
VISTRA ENERGY CORPCOM92840M1028295SH SOLE229500
VITAMIN SHOPPE INCCOM92849E10112317,533SH SOLE217,53300
VIVINT SOLAR INCCOM92854Q10647796,000SH SOLE296,00000
VMWARE INCCL A COM9285634022,89116,017SH DFND116,01700
VMWARE INCCL A COM9285634021,2166,561SH SOLE16,56100
VMWARE INCCL A COM9285634021,4177,850SH SOLE27,85000
VMWARE INCCL A COM92856340202SH DFND1200
VMWARE INCCL A COM92856340274408SH DFND3,140800
VOCERA COMMUNICATIONS INCCOM92857F1072529,687SH SOLE19,68700
VOCERA COMMUNICATIONS INCCOM92857F1072728,603SH DFND138,60300
VOCERA COMMUNICATIONS INCCOM92857F1072869,045SH SOLE29,04500
VODAFONE GROUP PLC NEWSPONSORED ADR92857W3082,977164,148SH SOLE1164,14800
VODAFONE GROUP PLC NEWSPONSORED ADR92857W30814749SH DFND174900
VODAFONE GROUP PLC NEWSPONSORED ADR92857W30813724SH DFND3,172400
VOLT INFORMATION SCIENCES INCOM92870310751,100SH DFND3,11,10000
VONAGE HLDGS CORPCOM92886T201303,024SH SOLE13,02400
VONAGE HLDGS CORPCOM92886T2016,189616,441SH SOLE2616,44100
VORNADO RLTY TRSH BEN INT92904210958791SH SOLE179100
VORNADO RLTY TRSH BEN INT9290421097,066104,768SH SOLE2104,76800
VOYA FINL INCCOM9290891001,73333,171SH SOLE133,17100
VOYA FINL INCCOM9290891003,06961,424SH DFND161,42400
VOYA FINL INCCOM9290891002,28045,631SH SOLE245,63100
VOYA FINL INCCOM929089100355SH DFND15500
VOYA FINL INCCOM929089100551,109SH DFND3,11,10900
VULCAN MATLS COCOM9291601092,66321,861SH SOLE121,86100
VULCAN MATLS COCOM9291601094,71039,780SH DFND839,78000
VULCAN MATLS COCOM9291601093,48929,468SH DFND1229,46800
VULCAN MATLS COCOM9291601095,24444,289SH SOLE244,28900
W & T OFFSHORE INCCOM92922P10612918,767SH DFND118,76700
W & T OFFSHORE INCCOM92922P1067711,155SH SOLE211,15500
W P CAREY INCCOM92936U1092,15327,526SH SOLE127,52600
W P CAREY INCCOM92936U1091,02213,048SH DFND113,04800
W P CAREY INCCOM92936U1091592,035SH DFND12,03500
W P CAREY INCCOM92936U10937470SH DFND3,147000
WABASH NATL CORPCOM9295661073,056225,499SH SOLE2225,49900
WABASH NATL CORPCOM9295661075396SH DFND3,139600
WABCO HLDGS INCCOM92927K1027,37755,955SH SOLE255,95500
WABCO HLDGS INCCOM92927K10298742SH DFND174200
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WABTEC CORPCOM92974010802SH SOLE1200
WABTEC CORPCOM9297401083,89752,862SH SOLE252,86200
WABTEC CORPCOM92974010823306SH DFND130600
WABTEC CORPCOM9297401082333,164SH DFND3,13,16400
WADDELL & REED FINL INCCL A93005910043625,200SH DFND1325,20000
WADDELL & REED FINL INCCL A93005910069740,332SH DFND140,33200
WADDELL & REED FINL INCCL A93005910028414,931SH SOLE114,93100
WADDELL & REED FINL INCCL A93005910035620,562SH SOLE220,56200
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WAGEWORKS INCCOM9304271092,15256,994SH SOLE256,99400
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WALGREENS BOOTS ALLIANCE INCCOM9314271082363,723SH DFND13,72300
WALGREENS BOOTS ALLIANCE INCCOM93142710812,010189,817SH SOLE2189,81700
WALGREENS BOOTS ALLIANCE INCCOM93142710814216SH DFND121600
WALGREENS BOOTS ALLIANCE INCCOM9314271084,76675,329SH DFND3,175,32900
WALKER & DUNLOP INCCOM93148P10226515SH SOLE251500
WALKER & DUNLOP INCCOM93148P1022895,676SH DFND3,15,67600
WALMART INCCOM9311421032,77428,810SH SOLE128,81000
WALMART INCCOM93114210316,084164,909SH DFND1164,90900
WALMART INCCOM93114210321,486220,298SH SOLE2220,29800
WALMART INCCOM93114210384860SH DFND186000
WALMART INCCOM9311421032862,937SH DFND12,93700
WALMART INCCOM93114210328292SH DFND3,129200
WARRIOR MET COAL INCCOM93627C10184527,805SH DFND127,80500
WARRIOR MET COAL INCCOM93627C10141513,652SH SOLE213,65200
WASHINGTON FED INCCOM9388241091406,489SH SOLE16,48900
WASHINGTON FED INCCOM93882410933611,627SH DFND1311,62700
WASHINGTON FED INCCOM9388241092348,084SH DFND18,08400
WASHINGTON FED INCCOM93882410943014,873SH SOLE214,87300
WASHINGTON FED INCCOM93882410901SH DFND1100
WASHINGTON PRIME GROUP NEWCOM93964W10801SH DFND1100
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011073,757SH SOLE23,75700
WASTE CONNECTIONS INCCOM94106B1013243,671SH SOLE13,67100
WASTE CONNECTIONS INCCOM94106B1017,30182,414SH SOLE282,41400
WASTE CONNECTIONS INCCOM94106B10101SH DFND1100
WASTE MGMT INC DELCOM94106L1095,70455,381SH SOLE155,38100
WASTE MGMT INC DELCOM94106L1093,62034,834SH DFND134,83400
WASTE MGMT INC DELCOM94106L10920,183194,237SH SOLE2194,23700
WASTE MGMT INC DELCOM94106L1095205,000SH DFND15,00000
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WATERS CORPCOM941848103113412SH SOLE141200
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WATERS CORPCOM94184810311,18344,429SH SOLE244,42900
WATERS CORPCOM941848103185734SH DFND173400
WATERSTONE FINL INC MDCOM94188P1011934SH SOLE193400
WATERSTONE FINL INC MDCOM94188P101593,592SH DFND13,59200
WATERSTONE FINL INC MDCOM94188P1011046,301SH SOLE26,30100
WATSCO INCCOM9426222002,73219,079SH SOLE219,07900
WATTS WATER TECHNOLOGIES INCCL A9427491025256,500SH DFND136,50000
WATTS WATER TECHNOLOGIES INCCL A9427491023604,067SH SOLE14,06700
WATTS WATER TECHNOLOGIES INCCL A942749102343SH DFND14300
WAYFAIR INCCL A94419L101108711SH SOLE171100
WAYFAIR INCCL A94419L1016,10841,143SH SOLE241,14300
WD-40 COCOM9292361077684,530SH DFND14,53000
WD-40 COCOM92923610732187SH SOLE218700
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WEATHERFORD INTL PLCORD S3G4883310098140,295SH SOLE2140,29500
WEATHERFORD INTL PLCORD S3G4883310034,608SH DFND14,60800
WEBSTER FINL CORP CONNCOM9478901093116,130SH SOLE26,13000
WEC ENERGY GROUP INCCOM92939U1062,47731,394SH SOLE131,39400
WEC ENERGY GROUP INCCOM92939U10610,004126,503SH SOLE2126,50300
WEC ENERGY GROUP INCCOM92939U10642525SH DFND152500
WEIBO CORPSPONSORED ADR9485961011512,092SH SOLE12,09200
WEIBO CORPSPONSORED ADR9485961014,10066,136SH SOLE266,13600
WEIGHT WATCHERS INTL INC NEWCOM948626106258SH SOLE15800
WEIGHT WATCHERS INTL INC NEWCOM948626106643,200SH SOLE23,20000
WEINGARTEN RLTY INVSSH BEN INT94874110347516,474SH SOLE116,47400
WEINGARTEN RLTY INVSSH BEN INT94874110320683SH DFND168300
WEINGARTEN RLTY INVSSH BEN INT94874110311,000374,545SH SOLE2374,54500
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WEIS MKTS INCCOM948849104671,640SH SOLE21,64000
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WELBILT INCCOM9490901041207,167SH SOLE17,16700
WELBILT INCCOM949090104975,945SH SOLE25,94500
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WELBILT INCCOM9490901042145SH DFND3,114500
WELLCARE HEALTH PLANS INCCOM94946T1066092,126SH SOLE12,12600
WELLCARE HEALTH PLANS INCCOM94946T1062,85010,567SH DFND110,56700
WELLCARE HEALTH PLANS INCCOM94946T1069,59835,580SH SOLE235,58000
WELLCARE HEALTH PLANS INCCOM94946T106935SH DFND3,13500
WELLS FARGO CO NEWCOM9497461019,640198,466SH SOLE1198,46600
WELLS FARGO CO NEWCOM94974610115,167313,893SH DFND8313,89300
WELLS FARGO CO NEWCOM94974610195319,719SH DFND119,71900
WELLS FARGO CO NEWCOM94974610148,121995,877SH SOLE2995,87700
WELLS FARGO CO NEWPERP PFD CNV A9497468042,5101,942SH SOLE21,94200
WELLS FARGO CO NEWCOM94974610150810,510SH DFND110,51000
WELLS FARGO CO NEWCOM9497461013998,263SH DFND3,18,26300
WELLTOWER INCCOM95040Q1043,52445,444SH SOLE145,44400
WELLTOWER INCCOM95040Q10489411,526SH DFND111,52600
WELLTOWER INCCOM95040Q10477,150994,198SH SOLE2994,19800
WELLTOWER INCCOM95040Q104675SH DFND3,17500
WENDYS COCOM95058W100513,009SH SOLE13,00900
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WESCO INTL INCCOM95082P1054628,671SH SOLE18,67100
WESCO INTL INCCOM95082P10575414,230SH SOLE214,23000
WESCO INTL INCCOM95082P105237SH DFND13700
WESCO INTL INCCOM95082P1054348,193SH DFND3,18,19300
WEST BANCORPORATION INCCAP STK95123P1061075,191SH SOLE25,19100
WEST PHARMACEUTICAL SVSC INCCOM9553061052,27120,451SH SOLE120,45100
WEST PHARMACEUTICAL SVSC INCCOM9553061057717,000SH DFND137,00000
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WESTAMERICA BANCORPORATIONCOM9570901032,75144,513SH SOLE244,51300
WESTERN ALLIANCE BANCORPCOM957638109551,278SH SOLE11,27800
WESTERN ALLIANCE BANCORPCOM95763810910,882265,167SH SOLE2265,16700
WESTERN ALLIANCE BANCORPCOM95763810927661SH DFND166100
WESTERN ALLIANCE BANCORPCOM957638109370SH DFND3,17000
WESTERN ASSET EMRG MKT DEBTCOM95766A101141,000SH DFND11,00000
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WESTERN DIGITAL CORPCOM9581021051,19425,357SH SOLE125,35700
WESTERN DIGITAL CORPCOM9581021051,45830,341SH DFND130,34100
WESTERN DIGITAL CORPCOM9581021056,427133,728SH SOLE2133,72800
WESTERN DIGITAL CORPCOM9581021058172SH DFND117200
WESTERN DIGITAL CORPCOM95810210522458SH DFND3,145800
WESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT9586691031976,297SH DFND3,16,29700
WESTERN UN COCOM95980210950428,140SH SOLE128,14000
WESTERN UN COCOM95980210922,7181,230,001SH DFND151,230,00100
WESTERN UN COCOM95980210943723,673SH DFND123,67300
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WESTLAKE CHEM CORPCOM96041310234470SH SOLE147000
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WESTLAKE CHEM PARTNERS LPCOM UNIT RP LP96041710352022,892SH SOLE222,89200
WESTPAC BKG CORPSPONSORED ADR9612143016340SH DFND134000
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WEYERHAEUSER COCOM96216610429811,300SH DFND111,30000
WEYERHAEUSER COCOM96216610412,298466,901SH SOLE2466,90100
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WEYERHAEUSER COCOM9621661046240SH DFND3,124000
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WHIRLPOOL CORPCOM9633201066254,700SH DFND14,70000
WHIRLPOOL CORPCOM9633201065,19239,071SH SOLE239,07100
WHIRLPOOL CORPCOM963320106110SH DFND11000
WHIRLPOOL CORPCOM96332010620147SH DFND3,114700
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WHITING PETE CORP NEWCOM NEW96638740954320,781SH SOLE220,78100
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WILEY JOHN & SONS INCCL A9682232061,00822,784SH DFND122,78400
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WILEY JOHN & SONS INCCL A9682232065,539125,264SH SOLE2125,26400
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WILLIAMS COS INC DELCOM96945710086229,707SH SOLE129,70700
WILLIAMS COS INC DELCOM9694571009,565333,036SH SOLE2333,03600
WILLIAMS COS INC DELCOM9694571006193SH DFND119300
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WILLSCOT CORPCOM971375126231,946SH SOLE11,94600
WINGSTOP INCCOM9741551036909,233SH SOLE19,23300
WINGSTOP INCCOM9741551036808,939SH DFND108,93900
WINGSTOP INCCOM9741551031,20915,900SH DFND1315,90000
WINGSTOP INCCOM9741551034475,884SH DFND15,88400
WINGSTOP INCCOM97415510320267SH DFND126700
WINMARK CORPCOM97425010296507SH DFND150700
WINMARK CORPCOM9742501021,4347,604SH SOLE27,60400
WINNEBAGO INDS INCCOM97463710035011,244SH SOLE211,24400
WINTRUST FINL CORPCOM97650W1081271,851SH SOLE11,85100
WINTRUST FINL CORPCOM97650W1086,66298,944SH SOLE298,94400
WINTRUST FINL CORPCOM97650W108236SH DFND3,13600
WIPRO LTDSPON ADR 1 SH97651M109317,755SH SOLE27,75500
WISDOMTREE INVTS INCCOM97717P1041,341190,008SH SOLE2190,00800
WISDOMTREE TRCBOE S&P 50097717X5603,364124,883SH SOLE1124,88300
WISDOMTREE TREM LCL DEBT FD97717X8676283SH SOLE128300
WISDOMTREE TRUS LARGECAP DIVD97717W3072172,300SH DFND3,12,30000
WISDOMTREE TREMER MKT HIGH FD97717W315255SH DFND3,15500
WIX COM LTDS3M9806810529235SH SOLE123500
WIX COM LTDS3M9806810532,115265,785SH SOLE2265,78500
WNS HOLDINGS LTDSPON ADR92932M10130531SH SOLE153100
WNS HOLDINGS LTDSPON ADR92932M1014,29280,565SH SOLE280,56500
WOLVERINE WORLD WIDE INCCOM9780971038,056225,458SH SOLE2225,45800
WOLVERINE WORLD WIDE INCCOM9780971038223SH DFND3,122300
WOODWARD INCCOM98074510394988SH SOLE198800
WOODWARD INCCOM9807451037988,408SH DFND108,40800
WOODWARD INCCOM9807451032,73528,818SH SOLE228,81800
WORKDAY INCCL A98138H10126,110135,392SH SOLE2135,39200
WORKDAY INCNOTE 0.250%10/098138HAF8424300,000SH SOLE2300,00000
WORKDAY INCCL A98138H1016753,500SH DFND3,13,50000
WORKDAY INCCL A98138H101148765SH DFND176500
WORKIVA INCCOM CL A98139A10513365SH SOLE136500
WORKIVA INCCOM CL A98139A10581216,006SH DFND1016,00600
WORKIVA INCCOM CL A98139A1053176,243SH SOLE26,24300
WORLD ACCEP CORP DELCOM98141910445381SH DFND138100
WORLD ACCEP CORP DELCOM9814191041621,386SH SOLE21,38600
WORLD FUEL SVCS CORPCOM9814751061817,256SH SOLE17,25600
WORLD FUEL SVCS CORPCOM9814751061043,615SH DFND13,61500
WORLD FUEL SVCS CORPCOM98147510695232,956SH SOLE232,95600
WORLD GOLD TRSPDR GLD MINIS98149E2047,471578,700SH SOLE2578,70000
WORLD WRESTLING ENTMT INCCL A98156Q1082132,540SH SOLE12,54000
WORLD WRESTLING ENTMT INCCL A98156Q1081,18613,670SH DFND113,67000
WORLD WRESTLING ENTMT INCCL A98156Q1087,51586,601SH SOLE286,60100
WORLDPAY INCCL A9815581091,1819,822SH SOLE19,82200
WORLDPAY INCCL A9815581095,53748,781SH DFND1248,78100
WORLDPAY INCCL A981558109118,9861,048,331SH SOLE21,048,33100
WORLDPAY INCCL A9815581091086SH DFND18600
WORTHINGTON INDS INCCOM98181110249313,215SH SOLE213,21500
WORTHINGTON INDS INCCOM9818111024118SH DFND3,111800
WPP PLC NEWADR92937A10220385SH DFND3,138500
WPX ENERGY INCCOM98212B103564,167SH SOLE14,16700
WPX ENERGY INCCOM98212B1037,836597,699SH SOLE2597,69900
WPX ENERGY INCCOM98212B1037548SH DFND154800
WPX ENERGY INCCOM98212B1031,05180,185SH DFND3,180,18500
WRIGHT MED GROUP N VORD S3N966171182,56781,633SH SOLE281,63300
WSFS FINL CORPCOM9293281022,64068,394SH SOLE268,39400
WYNDHAM DESTINATIONS INCCOM98310W10864617,450SH SOLE117,45000
WYNDHAM DESTINATIONS INCCOM98310W10863715,736SH DFND1315,73600
WYNDHAM DESTINATIONS INCCOM98310W1089,276229,089SH SOLE2229,08900
WYNDHAM DESTINATIONS INCCOM98310W108491SH DFND19100
WYNDHAM DESTINATIONS INCCOM98310W10825610SH DFND3,161000
WYNDHAM HOTELS & RESORTS INCCOM98311A1051,77335,951SH SOLE135,95100
WYNDHAM HOTELS & RESORTS INCCOM98311A1053,98279,653SH DFND879,65300
WYNDHAM HOTELS & RESORTS INCCOM98311A10529,907598,262SH SOLE2598,26200
WYNDHAM HOTELS & RESORTS INCCOM98311A105591SH DFND19100
WYNDHAM HOTELS & RESORTS INCCOM98311A10530610SH DFND3,161000
WYNN RESORTS LTDCOM9831341077236,058SH DFND16,05800
WYNN RESORTS LTDCOM9831341071,64213,759SH SOLE213,75900
XCEL ENERGY INCCOM98389B1001,90034,374SH SOLE134,37400
XCEL ENERGY INCCOM98389B10014,218252,939SH SOLE2252,93900
XCEL ENERGY INCCOM98389B10001SH DFND1100
XCEL ENERGY INCCOM98389B10028507SH DFND3,150700
XENIA HOTELS & RESORTS INCCOM9840171031657,064SH SOLE17,06400
XENIA HOTELS & RESORTS INCCOM9840171031,82783,372SH SOLE283,37200
XEROX CORPCOM NEW98412160878323,156SH SOLE123,15600
XEROX CORPCOM NEW9841216081,69252,907SH DFND152,90700
XEROX CORPCOM NEW98412160804SH DFND1400
XEROX CORPCOM NEW98412160815463SH DFND3,146300
XILINX INCCOM9839191012,00415,037SH SOLE115,03700
XILINX INCCOM9839191017,59859,922SH DFND159,92200
XILINX INCCOM98391910117,310136,528SH SOLE2136,52800
XILINX INCCOM98391910116SH DFND1600
XINYUAN REAL ESTATE CO LTDSPONS ADR98417P105387,844SH SOLE27,84400
XPERI CORPCOM98421B10068229,137SH DFND1029,13700
XPERI CORPCOM98421B1001,03744,313SH SOLE244,31300
XPERI CORPCOM98421B1004165SH DFND3,116500
XPO LOGISTICS INCCOM98379310025466SH SOLE146600
XPO LOGISTICS INCCOM9837931001,02819,136SH SOLE219,13600
XYLEM INCCOM98419M1001,13813,752SH SOLE113,75200
XYLEM INCCOM98419M1005,92674,978SH SOLE274,97800
XYLEM INCCOM98419M10019238SH DFND123800
YANDEX N VS3 CLASS AN972841083429,860SH SOLE19,86000
YANDEX N VS3 CLASS AN9728410820,078584,670SH SOLE2584,67000
YANDEX N VS3 CLASS AN97284108611,790SH DFND11,79000
YELP INCCL A98581710518,384532,870SH SOLE2532,87000
YETI HLDGS INCCOM98585X10411327SH SOLE132700
YETI HLDGS INCCOM98585X10484227,843SH DFND1027,84300
YIRENDAI LTDSPONSORED ADR98585L100272,000SH SOLE22,00000
YPF SOCIEDAD ANONIMASPON ADR CL D984245100443,163SH SOLE23,16300
YRC WORLDWIDE INCCOM PAR $.0198424960714922,208SH SOLE222,20800
YUM BRANDS INCCOM9884981015755,743SH SOLE15,74300
YUM BRANDS INCCOM9884981014,59946,080SH DFND146,08000
YUM BRANDS INCCOM9884981018,85788,738SH SOLE288,73800
YUM BRANDS INCCOM9884981011501,507SH DFND11,50700
YUM BRANDS INCCOM98849810119SH DFND3,1900
YUM CHINA HLDGS INCCOM98850P1091523,512SH SOLE13,51200
YUM CHINA HLDGS INCCOM98850P1092,47255,043SH DFND155,04300
YUM CHINA HLDGS INCCOM98850P1099,747217,030SH SOLE2217,03000
YUM CHINA HLDGS INCCOM98850P10909SH DFND3,1900
YY INCSPONSORED ADS A98426T10616184SH SOLE118400
YY INCSPONSORED ADS A98426T1063,75744,723SH SOLE244,72300
ZAGG INCCOM98884U10827129,881SH SOLE229,88100
ZAYO GROUP HLDGS INCCOM98919V1055,520194,222SH SOLE2194,22200
ZAYO GROUP HLDGS INCCOM98919V105923,245SH DFND13,24500
ZEBRA TECHNOLOGIES CORPCL A989207105163781SH SOLE178100
ZEBRA TECHNOLOGIES CORPCL A9892071053061,460SH DFND11,46000
ZEBRA TECHNOLOGIES CORPCL A9892071056,90432,951SH SOLE232,95100
ZEBRA TECHNOLOGIES CORPCL A9892071051153SH DFND15300
ZENDESK INCCOM98936J1011091,298SH SOLE11,29800
ZENDESK INCCOM98936J1014455,239SH DFND105,23900
ZENDESK INCCOM98936J1014,54953,519SH SOLE253,51900
ZENDESK INCNOTE 0.250% 3/198936JAB75135,000SH SOLE235,00000
ZILLOW GROUP INCCL C CAP STK98954M2005143SH SOLE214300
ZILLOW GROUP INCNOTE 1.500% 7/098954MAC5146160,000SH SOLE2160,00000
ZIMMER BIOMET HLDGS INCCOM98956P10215,007117,517SH DFND8117,51700
ZIMMER BIOMET HLDGS INCCOM98956P1021,61512,392SH SOLE112,39200
ZIMMER BIOMET HLDGS INCCOM98956P10218,690146,357SH SOLE2146,35700
ZIMMER BIOMET HLDGS INCCOM98956P102432SH DFND13200
ZIMMER BIOMET HLDGS INCCOM98956P1026114,783SH DFND3,14,78300
ZIONS BANCORPORATION N ACOM9897011071,85140,321SH SOLE140,32100
ZIONS BANCORPORATION N ACOM9897011071,35229,774SH DFND1329,77400
ZIONS BANCORPORATION N ACOM9897011071,79439,505SH DFND139,50500
ZIONS BANCORPORATION N ACOM98970110710,050221,321SH SOLE2221,32100
ZIONS BANCORPORATION N ACOM98970110722475SH DFND147500
ZIONS BANCORPORATION N ACOM9897011076130SH DFND3,113000
ZIX CORPCOM98974P1009113,294SH SOLE213,29400
ZOETIS INCCL A98978V1034,33742,063SH SOLE142,06300
ZOETIS INCCL A98978V1031,03710,300SH DFND110,30000
ZOETIS INCCL A98978V10343,746434,550SH SOLE2434,55000
ZOETIS INCCL A98978V10318SH DFND1800
ZSCALER INCCOM98980G1026208,738SH DFND108,73800
ZSCALER INCCOM98980G10293513,176SH SOLE213,17600
ZTO EXPRESS CAYMAN INCSPONSORED ADS A98980A10533417,982SH SOLE117,98200
ZTO EXPRESS CAYMAN INCSPONSORED ADS A98980A10520911,440SH SOLE211,44000
ZUMIEZ INCCOM98981710130012,056SH SOLE212,05600
ZUORA INCCOM CL A98983V10654327,106SH SOLE227,10600
ZYNGA INCCL A98986T108741139,072SH DFND10139,07200
ZYNGA INCCL A98986T10812,6632,375,712SH SOLE22,375,71200