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
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COM CL ACL A68243Q10610989SH DFND1 298900
1 800 FLOWERS COM CL ACL A68243Q1062,522247,328SH DFND1245,90301,425
180 DEGREE CAPITAL CORPCOM68235B1094229,285SH DFND129,28500
1ST CONSTITUTION BANCORPCOM31986N10286046,650SH DFND146,65000
1ST SOURCE CORP COMCOM3369011037,361156,790SH DFND1156,79000
21VIANET GROUP INC - ADRSPONSORED ADR90138A10315728,620SH DFND128,62000
22ND CENTURY GROUP INCCOM90137F103523443,658SH DFND1443,65800
2U INCCOM90214J10113,164331,923SH DFND1331,92300
3-D SYS CORP DEL COM NEWCOM NEW88554D20512,322823,668SH DFND1820,33103,337
3-D SYS CORP DEL COM NEWCOM NEW88554D205312,085SH DFND1 22,08500
3M COCOM88579Y1011,204,4376,303,345SH DFND16,275,975027,370
51JOBS INC-ADRSP ADR REP COM31682710455515,160SH DFND115,16000
58 COM INC-ADRSPON ADR REP A31680Q1043,685104,587SH DFND1104,58700
8POINT3 ENERGY PARTNERS LPCL A RPT LTDPT28253910523217,097SH DFND117,09700
8X8 INC NEW COMCOM282914100322,140SH DFND1 22,14000
8X8 INC NEW COMCOM28291410011,227736,232SH DFND1736,23200
A-MARK PRECIOUS METALS INCCOM00181T10734520,218SH DFND120,21800
A H BELO CORPCOM CL A001282102702114,207SH DFND1114,20700
A10 NETWORKS INCCOM0021211013,271357,566SH DFND1357,56600
AAC HOLDINGS INCCOM00030710859169,346SH DFND169,34600
AAON INC COM PAR $0.004COM PAR $0.00400036020612,212345,477SH DFND1345,47700
AAR CORP COMCOM00036110524715SH DFND1 271500
AAR CORP COMCOM0003611058,225244,601SH DFND1244,60100
AARON'S INCCOM PAR $0.5000253530041814,087SH DFND1 214,08700
AARON'S INCCOM PAR $0.5000253530024,294816,913SH DFND1814,94001,973
ABAXIS INCCOM0025671058,924184,010SH DFND1183,4880522
ABB LTD-ADRSPONSORED ADR00037520453522,874SH DFND118,97203,902
ABBOTT LABS COMCOM002824100732,76516,523,955SH DFND116,443,701080,254
ABBVIE INCCOM00287Y109969,20414,896,412SH DFND114,822,265074,147
ABBVIE INCCOM00287Y10982312,639SH DFND1 212,63900
ABEONA THERAPEUTICS INCCOM00289Y107980196,073SH DFND1196,07300
ABERCROMBIE & FITCH CO CL ACL A0028962075,883493,184SH DFND1492,5130671
ABERDEEN CHILE FUND INCCOM00301W10527439,328SH DFND1 239,32800
ABIOMED INC COMCOM00365410039,939319,008SH DFND1317,75301,255
ABM INDS INC COMCOM00095710018,796431,123SH DFND1431,12300
ABRAXAS PETE CORP COMCOM0038301062,5261,250,746SH DFND11,250,74600
AC IMMUNE SASHSH0026310533732,536SH DFND132,53600
ACACIA COMMUNICATIONS INCCOM00401C1086,311107,673SH DFND1107,67300
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813072,184379,856SH DFND1379,85600
ACADIA HEALTHCARE CO INCCOM00404A10926,859616,042SH DFND1616,04200
ACADIA PHARMACEUTICALS INC COMCOM00422510826,157760,832SH DFND1760,5020330
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910925,163837,113SH DFND1837,11300
ACCELERON PHARMA INCCOM00434H1087,185271,440SH DFND1271,44000
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C10175632SH DFND1 263200
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101804,4946,719,469SH DFND16,690,792028,677
ACCESS NATIONAL CORP COMCOM0043371013,181105,968SH DFND1105,96800
ACCLERATE DIAGNOSTICS INCCOM00430H1025,478226,394SH DFND1226,2000194
ACCO BRANDS CORPCOM00081T10810,576804,329SH DFND1804,32900
ACCURAY INCCOM0043971053,350705,308SH DFND1705,30800
ACELRX PHARMACEUTICALS INCCOM00444T100712226,156SH DFND1226,15600
ACETO CORP COMCOM0044461003,716235,063SH DFND1235,06300
ACHAOGEN INCCOM0044491044,189166,055SH DFND1166,05500
ACHILLION PHARMACTCLSCOM00448Q2014,2211,002,784SH DFND11,002,78400
ACI WORLDWIDE INCCOM00449810120,732969,277SH DFND1965,66203,615
ACLARIS THERAPEUTICS INCCOM00461U1053,519118,036SH DFND1118,03600
ACNB CORPCOM0008681091,01535,191SH DFND135,19100
ACORDA THERAPEUTICS INCCOM00484M1062141SH DFND1 214100
ACORDA THERAPEUTICS INCCOM00484M1069,254440,683SH DFND1440,68300
ACTINIUM PHARMACEUTICALS INCCOM00507W107228151,287SH DFND1151,28700
ACTIVISION BLIZZARD INCCOM00507V10921425SH DFND1 242500
ACTIVISION BLIZZARD INCCOM00507V109323,6976,501,410SH DFND16,448,853052,557
ACTUA CORPCOM0050941074,205299,303SH DFND1299,30300
ACTUANT CORP CL A NEWCL A NEW00508X20311,583439,596SH DFND1439,59600
ACUITY BRANDS INC COMCOM00508Y10292,558454,323SH DFND1452,41801,905
ACUITY BRANDS INC COMCOM00508Y1021575SH DFND1 27500
ACUSHNET HOLDINGS CORPCOM0050981083,008174,078SH DFND1174,07800
ACXIOM CORP COMCOM00512510917,923629,568SH DFND1627,16202,406
ADAMAS PHARMACEUTICALS INCCOM00548A1062,201125,793SH DFND1125,79300
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20836385,464SH DFND185,46400
ADAMS EXPRESSCOM0062121045,419394,158SH DFND1 2394,15800
ADAMS RESOURCES & ENERGY INCCOM NEW00635130865117,453SH DFND117,45300
ADAPTIMMUNE THERAPEUTICS - ADRSPONDS ADR00653A1079216,841SH DFND116,84100
ADCARE HEALTH SYSTEMSCOM NEW00650W3005140,556SH DFND140,55600
ADDUS HOMECARE CORPCOM0067391061,83857,440SH DFND157,44000
ADDUS HOMECARE CORPCOM0067391066212SH DFND1 221200
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062211,928SH DFND111,92800
ADEPTUS HEALTH INCCL A006855100187104,108SH DFND1104,10800
ADESTO TECHNOLOGIES CORPCOM00687D10118845,505SH DFND145,50500
ADIENT PLC ORD SHSG0084W10148,695670,093SH DFND1669,9470146
ADMA BIOLOGICS INCCOM00089910411423,558SH DFND123,55800
ADOBE SYS INC COMCOM00724F101610,0964,695,244SH DFND14,659,668035,576
ADTRAN INC COMCOM00738A1068,311400,540SH DFND1400,54000
ADURO BIOTECH INCCOM00739L1012,825262,809SH DFND1262,80900
ADVANCED ACCELERATOR APP-ADRSPONSORED ADS00790T10088022,095SH DFND122,09500
ADVANCED AUTO PARTS INC COMCOM00751Y10627184SH DFND1 218400
ADVANCED AUTO PARTS INC COMCOM00751Y106111,677754,266SH DFND1751,08103,185
ADVANCED DISPOSAL SERVICES INCCOM00790X1014,087180,874SH DFND1180,87400
ADVANCED DRAINAGE SYSTEMS INCCOM00790R1046,128279,833SH DFND1279,83300
ADVANCED EMISSIONS SOLUTIONS INCCOM00770C1011,501157,441SH DFND1157,44100
ADVANCED ENERGY INDS COMCOM00797310025,732375,331SH DFND1375,33100
ADVANCED ENERGY INDS COMCOM0079731001181,729SH DFND1 21,72900
ADVANCED MICRO DEVICES INC COMCOM007903107133,8549,210,323SH DFND19,176,963033,360
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M40461494,792SH DFND1 294,79200
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M40414923,046SH DFND119,18603,860
ADVANCEPIERRE FOODS HOLDINGS INCCOM00782L1078,342267,641SH DFND1267,64100
ADVANSIX INC.COM00773T1015,540202,813SH DFND1202,81300
ADVAXIS INCCOM NEW0076242082,286279,812SH DFND1279,81200
ADVERUM BIOTECHNOLOGIES INCCOM00773U108365135,256SH DFND1135,25600
ADVISORY BRD CO COMCOM00762W10715,403329,133SH DFND1329,13300
AECOM TECHNOLOGY CORP -REDHCOM00766T10042,3621,190,283SH DFND11,185,46204,821
AECOM TECHNOLOGY CORP -REDHCOM00766T10030860SH DFND1 286000
AEGION CORPCOM00770F1046,358277,556SH DFND1277,55600
AEGLEA BIOTHERAPEUTICS INCCOM00773J10324633,142SH DFND133,14200
AEGON N V ORD AMER REGNY REGISTRY SH0079241036512,851SH DFND19,41103,440
AEHR TEST SYSTEMS COMCOM00760J10844692,762SH DFND192,76200
AEMITIS INCCOM NEW00770K2028264,195SH DFND164,19500
AERCAP HOLDINGS NVSHSN0098510616,652364,381SH DFND1364,38100
AERI PHARMACEUTICALS INCCOM00771V10811,891262,221SH DFND1262,22100
AEROHIVE NETWORKS INCCOM0077861061,162276,186SH DFND1276,18600
AEROJET ROCKETDYNE HOLDINGS INCCOM00780010511,968551,535SH DFND1551,53500
AEROVIRONMENT INCCOM0080731084,906175,053SH DFND1175,05300
AES CORP COMCOM00130H10528325,329SH DFND1 225,32900
AES CORP COMCOM00130H10574,1946,645,410SH DFND16,616,818028,592
AETHLON MEDICAL INCCOM NEW00808Y2087824,234SH DFND124,23400
AETNA INC NEW COMCOM00817Y1084043,172SH DFND1 23,17200
AETNA INC NEW COMCOM00817Y108450,4053,536,073SH DFND13,519,675016,398
AEVI GENOMIC MEDICINE INCCOM00835P105158,079SH DFND1 28,07900
AEVI GENOMIC MEDICINE INCCOM00835P105424228,361SH DFND1228,36100
AFFILIATED MANAGERS GROUP COMCOM00825210887,871536,768SH DFND1534,32002,448
AFFILIATED MANAGERS GROUP COMCOM0082521082321,420SH DFND1 21,42000
AFFIMED NVCOMN010451085323,439SH DFND123,43900
AFLAC INC COMCOM001055102294,8244,076,593SH DFND14,058,209018,384
AG MORTGAGE INVESTMENT TRUSTCOM0012281053,625200,851SH DFND1192,68608,165
AGCO CORP COMCOM00108410231,701526,955SH DFND1524,89402,061
AGCO CORP COMCOM00108410230500SH DFND1 250000
AGENUS INCCOM NEW00847G7052,073550,017SH DFND1550,01700
AGENUS INCCOM NEW00847G705174,555SH DFND1 24,55500
AGILE THERAPEUTICS INCCOM00847L100644201,152SH DFND1201,15200
AGILENT TECHNOLOGIES INC COMCOM00846U101173,2453,281,284SH DFND13,266,486014,798
AGILYSYS INCCOM00847J1051,183125,286SH DFND1125,28600
AGIOS PHARMACEUTICALS INCCOM00847X10415,193260,168SH DFND1260,16800
AGIOS PHARMACEUTICALS INCCOM00847X1042173,731SH DFND1 23,73100
AGNC INVESTMENT CORPCOM00123Q10458,8912,961,810SH DFND12,952,35809,452
AGREE REALTY CORPCOM00849210010,145211,551SH DFND1211,55100
AGRIUM INC COMCOM0089161083914,105SH DFND14,10500
AGROFRESH SOLUTIONS INCCOM00856G109894204,662SH DFND1204,66200
AIMMUNE THERAPEUTICS INCCOM00900T1074,502207,210SH DFND1207,21000
AIR LEASE CORPCL A00912X302771,989SH DFND1 21,98900
AIR LEASE CORPCL A00912X30228,501735,529SH DFND1735,52900
AIR METHODS CORP COM PAR $.06COM PAR $.0600912830711,582269,366SH DFND1269,36600
AIR PRODS & CHEMS INC COMCOM0091581062421,791SH DFND1 21,79100
AIR PRODS & CHEMS INC COMCOM009158106263,1021,947,758SH DFND11,937,84909,909
AIR TRANSPORT SERVICES GROUP INCCOM00922R1056,894429,566SH DFND1429,56600
AIRCASTLE LTDCOMG0129K10410,242424,465SH DFND1424,46500
AIRGAN INCCOM00938A10455336,494SH DFND136,49400
AIRMEDIA GROUP -ADS-REDHSPONSORED ADR0094111097426,995SH DFND126,99500
AK STL HLDG CORP COMCOM0015471085800SH DFND1 280000
AK STL HLDG CORP COMCOM00154710819,7112,741,467SH DFND12,741,46700
AKAMAI TECHNOLOGIES INC COMCOM00971T101641,081SH DFND1 21,08100
AKAMAI TECHNOLOGIES INC COMCOM00971T101103,2741,732,273SH DFND11,719,780012,493
AKEBIA THERAPEUTICS INCCOM00972D1053,036330,096SH DFND1330,09600
AKER BIOSCIENCES INCCOM00973E1022112,000SH DFND112,00000
AKORN INC COMCOM00972810616,765696,232SH DFND1693,52902,703
ALAMO GROUP INC COMCOM0113111079,589125,863SH DFND1125,86300
ALARM.COM HOLDINGS INCCOM0116421053,861125,603SH DFND1125,60300
ALASKA AIR GROUP INC COMCOM011659109112,5061,221,333SH DFND11,215,60305,730
ALASKA COMMUNICATIONS SYS G COMCOM01167P101693374,876SH DFND1374,87600
ALBANY INTL CORP CL ACL A01234810810,347224,710SH DFND1224,71000
ALBANY MOLECULAR RESH INC COMCOM0124231092,868204,481SH DFND1204,48100
ALBEMARLE CORP COMCOM012653101121,9491,155,933SH DFND11,150,80405,129
ALBIREO PHARMACOM01345P10632913,746SH DFND113,74600
ALCOA CORPCOM01387210636,6571,065,625SH DFND11,065,62500
ALCOA CORPCOM0138721061073,126SH DFND1 23,12600
ALCOBRA LTDSHSM2239P1091715,744SH DFND115,74400
ALDER BIOPHARAMCEUTICALS INCCOM0143391058,352401,570SH DFND1401,57000
ALDEYRA THERAPEUTICS INCCOM01438T10627454,888SH DFND154,88800
ALERE INCCOM01449J1051985,000SH DFND1 25,00000
ALERE INCCOM01449J10526,268661,179SH DFND1661,17900
ALEXANDER & BALDWIN INCCOM01449110415,963358,568SH DFND1357,14601,422
ALEXANDERS INC COMCOM01475210911,22425,992SH DFND125,99200
ALEXANDERS INC COMCOM01475210979183SH DFND1 218300
ALEXANDRIA REAL ESTATE EQ I COMCOM015271109115,1091,042,718SH DFND11,038,88103,837
ALEXION PHARMACEUTICALS INC COMCOM01535110947393SH DFND1 239300
ALEXION PHARMACEUTICALS INC COMCOM015351109256,0392,114,938SH DFND12,098,515016,423
ALIBABA GROUP HOLDING LTDSPONSORED ADS01609W102162,3001,511,206SH DFND11,510,5970609
ALICO INC COMCOM01623010468325,899SH DFND125,89900
ALIGN TECHNOLOGY INC COMCOM01625510175,940662,250SH DFND1659,91702,333
ALIMERA SCIENCES INCCOM016259103226162,029SH DFND1162,02900
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB81,6461,500,000PRN DFND1 21,500,00000
ALJ REGIONAL HLDGS INCCOM00162710821457,639SH DFND157,63900
ALKERMES INC COMSHSG0176710570,2211,200,761SH DFND11,200,6370124
ALKERMES INC COMSHSG017671051372,357SH DFND1 22,35700
ALLEGHANY CORP DEL COMCOM01717510074,555121,338SH DFND1120,8590479
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10214,743820,922SH DFND1817,54503,377
ALLEGIANCE BANCSHARES INCCOM01748H1073,49293,873SH DFND193,87300
ALLEGIANT TRAVEL COCOM01748X10217,496109,180SH DFND1109,18000
ALLEGION PLCORD SHSG0176J10970,891937,532SH DFND1933,37104,161
ALLERGAN PLCSHSG0177J108752,6493,154,975SH DFND13,140,001014,974
ALLETE INC COMCOM NEW01852230032,366478,021SH DFND1478,02100
ALLIANCE DATA SYSTEMS CORP COMCOM018581108134,362540,377SH DFND1537,96402,413
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1001,49754,607SH DFND1 254,60700
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10086831,671SH DFND131,67100
ALLIANCE IMAGING INC COM NEWCOM PAR0186063011,592155,407SH DFND1154,9400467
ALLIANCE ONE INTERNATIONAL INCCOM NEW018772301372,932SH DFND1 22,93200
ALLIANCE ONE INTERNATIONAL INCCOM NEW01877230172356,281SH DFND156,28100
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1081,35162,432SH DFND1 262,43200
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10884338,959SH DFND138,95900
ALLIANT ENERGY CORP COMCOM01880210893,1032,353,635SH DFND12,343,288010,347
ALLIED MOTION TECHNOLOGIESCOM0193301091,34166,744SH DFND166,74400
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110435,403666,734SH DFND1666,73400
ALLIED WORLD ASSNC HDGS-REDHSHSH015311041,28524,200SH DFND1 224,20000
ALLIQUA INCCOM NEW0196212004182,393SH DFND182,39300
ALLISON TRANSMISSION HOLDINGCOM01973R10156,2391,559,613SH DFND11,559,61300
ALLISON TRANSMISSION HOLDINGCOM01973R10182022,747SH DFND1 222,74700
ALLOT COMMUNICATIONS LTDSHSM0854Q10510923,046SH DFND123,04600
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10819,8321,564,055SH DFND11,558,43905,616
ALLSTATE CORP COMCOM020002101286,2673,517,975SH DFND13,502,177015,798
ALLY FINANCIAL INCCOM02005N1001396,873SH DFND1 26,87300
ALLY FINANCIAL INCCOM02005N10069,7973,434,464SH DFND13,434,46400
ALMOST FAMILY INCCOM0204091084,56693,964SH DFND193,96400
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10729,560576,797SH DFND1576,6730124
ALON USA ENERGY INCCOM0205201022,905238,382SH DFND1237,4380944
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,358195,386SH DFND1195,38600
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10435620,718SH DFND1 220,71800
ALPHABET INC - CLASS CCAP STK CL C02079K1072,560,1883,090,355SH DFND13,067,224023,131
ALPHABET INC CLASS ACAP STK CL A02079K3052,613,9013,087,253SH DFND13,065,467021,786
ALPHATEC HOLDINGS INC -REDHCOM NEW02081G20111750,614SH DFND150,61400
ALPINE GLOBAL PREMIER PROPRTCOM SBI02083A103639111,836SH DFND1 2111,83600
ALPINE TOTAL DYNAMIC DIVIDENDCOM SH BEN INT N02106020716520,015SH DFND1 220,01500
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1046,305171,332SH DFND1171,33200
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1006,149403,227SH DFND1403,22700
ALTRA HLDGS INCCOM02208R1069,705249,176SH DFND1249,17600
ALTRIA GROUP INCCOM02209S1031,289,68818,084,668SH DFND118,000,737083,931
AMAG PHARMACEUTICALS INCCOM00163U1068,101359,289SH DFND1359,28900
AMAG PHARMACEUTICALS INCCOM00163U106723,199SH DFND1 23,19900
AMAMARK HOLDINGS CORPCOM03852U10669,3031,880,386SH DFND11,880,38600
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW023111206442138,134SH DFND1138,13400
AMAYA INCCOM02314M1081,30777,048SH DFND177,04800
AMAZON COM INC COMCOM023135106315356SH DFND1 235600
AMAZON COM INC COMCOM0231351063,500,1763,953,637SH DFND13,922,286031,351
AMBAC FINL GROUP INC COMCOM NEW0231398846,871364,329SH DFND1364,32900
AMBARELLA INCSHSG037AX1013,89071,105SH DFND171,061044
AMBER ROAD INCCOM02318Y1081,035134,082SH DFND1134,08200
AMBEV SA - ADRSPONSORED ADR02319V1031,040180,718SH DFND1180,71800
AMC ENTERTAINMENT HLDSCL A COM00165C10412,844408,395SH DFND1408,39500
AMC NETWORKS INC - A W/ICL A00164V10327,150462,689SH DFND1460,94101,748
AMC NETWORKS INC - A W/ICL A00164V1033706,313SH DFND1 26,31300
AMDOCS LTD ORDSHSG0260210378,1941,282,093SH DFND11,282,09300
AMEDICA CORPCOM NEW02343520947114,757SH DFND1114,75700
AMEDISYS INC COMCOM02343610811,850231,953SH DFND1231,95300
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V10722740,578SH DFND140,57800
AMERCO COMCOM02358610020,49353,781SH DFND153,78100
AMEREN CORP COMCOM023608102129,1242,368,682SH DFND12,357,791010,891
AMERESCO INC - CL ACL A02361E108895136,680SH DFND1136,68000
AMERICAN AIRLINES GROUP INCCOM02376R102223,8155,297,036SH DFND15,259,952037,084
AMERICAN ASSETS TRUST INCCOM02401310416,564395,897SH DFND1395,89700
AMERICAN AXLE & MFG HLDGS I COMCOM02406110319,3591,030,848SH DFND11,030,84800
AMERICAN AXLE & MFG HLDGS I COMCOM02406110333017,580SH DFND1 217,58000
AMERICAN CAMPUS COMMUNITIESCOM02483510059,3971,248,103SH DFND11,243,96004,143
AMERICAN DG ENERGY INCCOM0253981082791,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E106282,042SH DFND1 22,04200
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10629,9332,133,560SH DFND12,127,49406,066
AMERICAN ELEC PWR INC COMCOM025537101306,0214,565,499SH DFND14,543,530021,969
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761092411,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620615,508656,300SH DFND1656,30000
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BANCO BILBAO VIZCAYA-SP ADRSPONSORED ADR05946K10111515,191SH DFND17,45707,734
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BANK OF NT BUTTERFIELD & SONSHS NEWG0772R2081,33141,740SH DFND141,74000
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BAOZUN INC ADRSPONSORED ADR06684L10322415,025SH DFND115,02500
BAR HARBOR BANKSHARESCOM0668491003,656110,540SH DFND1110,54000
BARCLAYS PLC ADRADR06738E20487778,095SH DFND175,30602,789
BARD C R INC COMCOM067383109181,651731,880SH DFND1728,77003,110
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BARRICK GOLD CORP COMCOM06790110838220,146SH DFND119,3400806
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BAXTER INTL INC COMCOM071813109253,7524,899,789SH DFND14,877,070022,719
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BB&T CORP COMCOM054937107336,8187,546,276SH DFND17,509,257037,019
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BCB BANCORP INCCOM0552981031,10266,207SH DFND166,20700
BE AEROSPACE INC COMCOM07330210151,098797,303SH DFND1794,15603,147
BEACON ROOFING SUPPLY INC COMCOM07368510924,334495,006SH DFND1495,00600
BEAR STATE FINANCIAL INCCOM0738441021,053112,025SH DFND1112,02500
BEASLEY BROADCAST GROUP INC CL ACL A07401410112310,641SH DFND110,64100
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BECTON DICKINSON & CO COMCOM075887109355,6531,941,743SH DFND11,931,94109,802
BED BATH & BEYOND INC COMCOM0758961002626,647SH DFND1 26,64700
BED BATH & BEYOND INC COMCOM07589610086,0972,184,010SH DFND12,177,59606,414
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BEL FUSE INC CL BCL B0773473002,21386,632SH DFND186,63200
BELDEN INCCOM07745410622,775329,175SH DFND1327,85901,316
BELLCIUM PHARMACEUTICALS INCCOM0794811072,209179,012SH DFND1179,01200
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BELMOND LTDCL AG1154H1077,773642,472SH DFND1642,47200
BEMIS INC COMCOM08143710535,547727,544SH DFND1724,66202,882
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BENEFICIAL BANCORP INCCOM08171T10211,081692,596SH DFND1692,59600
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BERKLEY W R CORP COMCOM08442310254,353769,829SH DFND1766,81703,012
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707023,098,54418,614,198SH DFND118,530,231083,967
BERKSHIRE HILLS BANCORP INC COMCOM08468010711,403316,336SH DFND1316,33600
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BEST BUY INC COMCOM086516101170,7533,477,887SH DFND13,464,800013,087
BEST BUY INC COMCOM08651610183917,077SH DFND1 217,07700
BG STAFFING INCCOM05544A10939827,859SH DFND127,85900
BGC PARTNERS INCCL A05541T10119,9871,759,454SH DFND11,758,17801,276
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BHP BILLITON LTD SPONSORED ADRSPONSORED ADR08860610840611,205SH DFND19,57201,633
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BIG LOTS INC COMCOM08930210326,436543,064SH DFND1541,68401,380
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BILL BARRETT CORPCOM06846N1043,427753,207SH DFND1753,20700
BIO RAD LABS INC CL ACL A09057220731,976160,411SH DFND1159,7700641
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BIOLINE RX LTD - SPONS ADRSPONSORED ADR09071M1062425,413SH DFND125,41300
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BIOPTIX INCCOM09074N1016015,089SH DFND115,08900
BIOSCRIP INC COMCOM09069N1081,604944,054SH DFND1944,05400
BIOSPECIFICS TECHNOLOGIESCOM0909311063887,085SH DFND1 27,08500
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BLACK BOX CORP DEL COMCOM09182610723125,910SH DFND1 225,91000
BLACK BOX CORP DEL COMCOM0918261071,282143,340SH DFND1140,33303,007
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BLACK HILLS CORP COMCOM09211310927,390412,080SH DFND1410,43501,645
BLACK KNIGHT FINANCIAL-CL ACL A09214X1006,887179,819SH DFND1179,81900
BLACKBAUD INC COMCOM09227Q10029,543385,334SH DFND1385,33400
BLACKBERRY LTDCOM09228F1032,202284,428SH DFND1284,42800
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BLACKLINE INCCOM09239B1093,605121,137SH DFND1121,13700
BLACKROCK INC CL ACOM09247X101446,8861,166,937SH DFND11,161,33105,606
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BLOCK H & R INC COMCOM09367110558,5552,521,345SH DFND12,511,62409,721
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BLUCORA INCCOM0952291005,442314,585SH DFND1314,58500
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BOB EVANS FARMS INC COMCOM09676110111,150171,888SH DFND1171,7720116
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BOISE CASCASDE COCOM09739D1007,784291,570SH DFND1291,57000
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BON-TON STORES INC COMCOM09776J1016172,989SH DFND172,98900
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BOOZ ALLEN HAMILTON HOLDINGCL A09950210638,6141,091,114SH DFND11,091,11400
BORG WARNER INC COMCOM09972410690,0482,157,575SH DFND12,148,85208,723
BOSTON BEER INC CL ACL A10055710728194SH DFND1 219400
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BOSTON PRIVATE FINL HLDGS I COMCOM10111910511,231684,859SH DFND1684,85900
BOSTON PROPERTIES INC COMCOM101121101230,3941,742,131SH DFND11,735,47906,652
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BOVIE MEDICAL CORPCOM10211F100276103,728SH DFND1103,72800
BOX INC - CLASS ACL A10316T1046,918424,197SH DFND1424,19700
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BP PLC SPONSORED ADRSPONSORED ADR0556221042,04059,122SH DFND156,95702,165
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BRINKER INTL INC COMCOM10964110017,570399,698SH DFND1398,09901,599
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BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR110448107791,199SH DFND1 21,19900
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BROADCOM LTDSHSY09827109835,0073,819,084SH DFND13,789,693029,391
BROADRIDGE FINANCIAL SOLUTNSCOM11133T10368,3661,006,449SH DFND11,002,50403,945
BROADSOFT INCCOM11133B40910,005248,897SH DFND1248,89700
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BROCADE COMMUNICATIONS SYS COMCOM NEW11162130641,6583,338,002SH DFND13,323,531014,471
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BROOKLINE BANCORP INC COMCOM11373M10710,343660,917SH DFND1660,91700
BROOKS-PRI AUTOMATION INCCOM114340102753,391SH DFND1 23,39100
BROOKS-PRI AUTOMATION INCCOM11434010216,195723,032SH DFND1723,03200
BROWN & BROWN INC COMCOM11523610136,992886,686SH DFND1883,14803,538
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BRUNSWICK CORP COMCOM11704310947,100769,619SH DFND1766,84202,777
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BSB BANCORP INC/MACOM05573H1081,56455,384SH DFND155,38400
BSQUARE CORP COMCOM NEW11776U30027751,409SH DFND151,40900
BT GROUP PLC ADRADR05577E10128314,091SH DFND113,5130578
BT GROUP PLC ADRADR05577E1011095,436SH DFND1 25,43600
BUCKLE INC COMCOM1184401063,835206,218SH DFND1204,91501,303
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BUILD-A-BEAR WORKSHOP INCCOM12007610487799,140SH DFND199,14000
BUILDERS FIRSTSOURCE INCCOM12008R10711,435767,491SH DFND1767,49100
BUNGE LIMITED COMCOMG16962105107,9591,362,472SH DFND11,362,413059
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BWX TECHNOLOGIES INCCOM05605H10034,372722,113SH DFND1722,11300
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA814,31012,491,000PRN DFND1 212,491,00000
C & F FINANCIAL CORPCOM12466Q10499121,408SH DFND121,40800
C D I CORP COMCOM12507110057767,558SH DFND167,55800
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W209122,3121,584,462SH DFND11,578,33206,130
C V D EQUIPMENT CORPCOM12660110342140,414SH DFND140,41400
CA INCCOM12673P1051404,439SH DFND1 24,43900
CA INCCOM12673P105117,6333,712,838SH DFND13,682,756030,082
CABELA'S INC-CL ACOM12680430121,161398,445SH DFND1396,86001,585
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CABLE ONE INCCOM12685J10522,16835,499SH DFND135,3540145
CABOT CORP COMCOM12705510132,858548,469SH DFND1546,53201,937
CABOT CORP COMCOM1270551014968,286SH DFND1 28,28600
CABOT MICROELECTRONICS CORP COMCOM12709P10324,642321,660SH DFND1321,66000
CABOT OIL & GAS CORPCOM127097103108,2294,533,077SH DFND14,512,557020,520
CACI INTL INC CL ACL A12719030422,437191,284SH DFND1191,28400
CADENCE DESIGN SYSTEM INC COMCOM12738710872122,968SH DFND1 222,96800
CADENCE DESIGN SYSTEM INC COMCOM12738710876,5772,439,659SH DFND12,431,01608,643
CADIZ INC COMCOM NEW1275372071,799119,575SH DFND1119,57500
CAESAR STONE SDOT YAM LTDORD SHSM205981042,10258,004SH DFND158,00400
CAESARS ACQUISITION CO - CL ACL A12768T1032,377154,353SH DFND1154,35300
CAESARS ENTERTAINMENTCOM12768610314114,838SH DFND1 214,83800
CAESARS ENTERTAINMENTCOM1276861034,919515,111SH DFND1515,11100
CAFEPRESS INCCOM12769A1038026,619SH DFND126,61900
CAI INTERNATIONAL INC -REDHCOM12477X1061,864118,436SH DFND1118,43600
CAL-MAINE FOODS INCCOM NEW1280302029,722264,207SH DFND1263,8970310
CALADRIUS BIOSCIENCES INCCOM NEW12805820314829,432SH DFND129,43200
CALAMP CORP COMCOM1281261095,006298,168SH DFND1298,16800
CALARES INCCOM12950010413,670517,447SH DFND1517,44700
CALATLANTIC GROUPCOM12819510422,842609,941SH DFND1607,71102,230
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CALGON CARBON CORP COMCOM12960310619013,050SH DFND1 213,05000
CALGON CARBON CORP COMCOM1296031065,761394,592SH DFND1394,59200
CALIFORNIA RESOURCES CORPCOM NEW13057Q2064,366290,348SH DFND1290,332016
CALIFORNIA WTR SVC GROUP COMCOM13078810213,728382,943SH DFND1382,94300
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CALIX INCCOM13100M5092,244309,607SH DFND1309,60700
CALLAWAY GOLF CO COMCOM1311931048,137735,134SH DFND1735,13400
CALLIDUS SOFTWARE INCCOM13123E50011,146522,077SH DFND1522,07700
CALLON PETE CO DEL COMCOM13123X10219,2181,460,374SH DFND11,460,37400
CALPINE CORPCOM NEW13134730417215,577SH DFND1 215,57700
CALPINE CORPCOM NEW13134730431,2522,829,535SH DFND12,829,53500
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610318348,308SH DFND148,30800
CAMBIUM LEARNING GROUP INCCOM13201A107537109,741SH DFND1109,74100
CAMBREX CORP COMCOM13201110715,483281,263SH DFND1281,26300
CAMBREX CORP COMCOM13201110735650SH DFND1 265000
CAMDEN NATL CORP COMCOM1330341085,726130,022SH DFND1130,02200
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110269,910869,184SH DFND1866,47202,712
CAMPBELL SOUP CO COMCOM134429109135,7882,374,939SH DFND12,366,13208,807
CAMPBELL SOUP CO COMCOM134429109601,054SH DFND1 21,05400
CAMPING WORLD HOLDINGSCL A13462K1093,547110,035SH DFND1110,03500
CAMTEK LIMITEDORDM207911058722,880SH DFND122,88000
CANADIAN NAT RES LTD COMCOM1363851012497,595SH DFND16,9280667
CANADIAN NATL RY CO COMCOM1363751025447,362SH DFND16,6260736
CANADIAN SOLAR INCCOM13663510949440,314SH DFND140,31400
CANCER GENETICS INCCOM13739U10433481,565SH DFND181,56500
CANON INC ADRSPONSORED ADR13800630999031,681SH DFND129,25802,423
CANTEL MEDICAL CORP COMCOM13809810840502SH DFND1 250200
CANTEL MEDICAL CORP COMCOM13809810828,768359,156SH DFND1359,15600
CAPELLA EDUCATION COCOM13959410513,771161,975SH DFND1161,97500
CAPELLA EDUCATION COCOM1395941052883,394SH DFND1 23,39400
CAPITAL BANK FINANCIAL CORPCL A COM13979410110,952252,353SH DFND1252,35300
CAPITAL CITY BK GROUP INC COMCOM1396741051,77683,048SH DFND183,04800
CAPITAL ONE FINL CORP COMCOM14040H105405,3144,683,790SH DFND14,663,016020,774
CAPITAL ONE FINL CORP COMCOM14040H10530352SH DFND1 235200
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CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY110821078624,213SH DFND1 224,21300
CAPITAL SOUTHWEST CORPCOM14050110725615,194SH DFND115,19400
CAPITAL SR LIVING CORP COMCOM1404751042,790198,470SH DFND1198,47000
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CAPITALA FINANCE CORPCOM14054R1061349,374SH DFND19,37400
CAPITOL ACQUISITION CORP IIICOM14055M10684480,000SH DFND1 280,00000
CAPITOL ACQUISITION CORP IIICOM14055M106111,068SH DFND11,06800
CAPITOL ACQUISITION CORP III 11.5 10/19/20 WRT*W EXP 10/19/20214055M114257135,577SH DFND1 2135,57700
CAPITOL FED FINL COMCOM14057J10115,6301,068,389SH DFND11,068,38900
CAPRICOR THERAPEUTICS INCCOM14070B10115446,387SH DFND146,38700
CAPSTAR FINANCIAL HOLDINGS INCCOM14070T10242522,316SH DFND122,31600
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5067,505712,077SH DFND1712,07700
CAPSTONE TURBINE CORP COMCOM NEW14067D40983108,514SH DFND1108,51400
CARA THERAPEUTICS INCCOM1407551093,422186,106SH DFND1186,10600
CARBO CERAMICS INC COMCOM1407811052,135163,734SH DFND1163,73400
CARBONITE INCCOM1413371053,428168,889SH DFND1168,88900
CARBONITE INCCOM141337105422,074SH DFND1 22,07400
CARDCONNECT CORPCOM14141X10865049,277SH DFND149,27700
CARDINAL FINANCIAL CORPCOM14149F1097,959265,843SH DFND1265,84300
CARDINAL HEALTH INC COMCOM14149Y108232,9992,861,518SH DFND12,846,689014,829
CARDIOME PHARMA CORPORATION COMCOM NO PAR14159U3014113,726SH DFND113,72600
CARDIOVASCULAR SYSTEMS INCCOM1416191067,770274,806SH DFND1274,80600
CARDIOVASCULAR SYSTEMS INCCOM1416191061736,124SH DFND1 26,12400
CARDTRONICS PLCSHS CL AG1991C10523,603504,891SH DFND1504,89100
CARE CAPITAL PROPERTIES INCCOM14162410634,8661,297,602SH DFND11,293,18704,415
CARE.COM INCCOM14163310727822,262SH DFND1 222,26200
CARE.COM INCCOM1416331071,386110,820SH DFND1110,82000
CAREDX INCCOM14167L1036043,139SH DFND143,13900
CAREER EDUCATION CORP COMCOM1416651094,436509,952SH DFND1509,95200
CARETRUST REIT INCCOM14174T1079,034537,109SH DFND1537,10900
CARLISLE COS INC COMCOM14233910090850SH DFND1 285000
CARLISLE COS INC COMCOM14233910053,765505,267SH DFND1503,26302,004
CARMAX GROUPCOM143130102104,5281,767,668SH DFND11,759,60308,065
CARNIVAL CORPUNIT 99/99/9999143658300237,5094,037,335SH DFND14,017,792019,543
CARNIVAL PLC-ADRADR14365C1032814,867SH DFND14,4670400
CAROLINA FINANCIAL CORPCOM1438731072,98999,657SH DFND199,65700
CARPENTER TECHNOLOGY CORP COMCOM14428510313,539362,996SH DFND1361,55601,440
CARRIAGE SVCS INC CL ACOM1439051073,123115,191SH DFND1115,19100
CARRIZO OIL & CO INC COMCOM14457710313,834482,698SH DFND1482,69800
CARROLS RESTAURANT GRP INCCOM14574X1044,179295,352SH DFND1295,35200
CARTER HOLDINGSCOM14622910940,901455,474SH DFND1453,97101,503
CASCADE BANCORP COMCOM NEW1471542072,450317,887SH DFND1317,88700
CASCADIAN THERAPEUTICS INCCOM NEW14740B6061,047252,934SH DFND1252,93400
CASELLA WASTE SYS INC CL ACL A1474481044,471316,905SH DFND1316,90500
CASEYS GEN STORES INC COMCOM14752810329264SH DFND1 226400
CASEYS GEN STORES INC COMCOM14752810334,334305,878SH DFND1304,65701,221
CASI PHARMACEUTICALS INCCOM14757U1095438,700SH DFND138,70000
CASS INFORMATION SYSTEMS INCCOM14808P1095,23879,256SH DFND179,25600
CASTLE BRANDS INCCOM148435100647417,827SH DFND1417,82700
CASTLIGHT HEALTH INC - BCL B14862Q1001,118306,367SH DFND1306,36700
CATABASIS PHARMACEUTICALS INCCOM14875P1075333,535SH DFND133,53500
CATALENT INCCOM14880610227,076956,102SH DFND1952,22303,879
CATALYST PHARMACEUTICALS INCCOM14888U101902462,677SH DFND1462,67700
CATCHMARK TIMBER TRUST INC-ACL A14912Y2023,897338,290SH DFND1338,29000
CATERPILLAR INC DEL COMCOM149123101516,4235,575,420SH DFND15,547,404028,016
CATHAY BANCORP INC COMCOM14915010430,641813,211SH DFND1810,90402,307
CATO CORP NEW CL ACL A1492051065,451248,233SH DFND1248,23300
CATO CORP NEW CL ACL A14920510640518,465SH DFND1 218,46500
CAVCO INDUSTRIES INCCOM1495681078,29071,227SH DFND171,22700
CAVIUM NCCOM14964U10838,767540,993SH DFND1540,99300
CB FINANCIAL SERVICES INCCOM12479G10196234,610SH DFND134,61000
CBIZ INC COMCOM1248051025,835430,679SH DFND1430,67900
CBL & ASSOC PPTYS INC COMCOM12483010024,1702,533,606SH DFND12,531,28602,320
CBL & ASSOC PPTYS INC COMCOM124830100768,030SH DFND1 28,03000
CBOE HOLDINGS INCCOM12503M1082633,247SH DFND1 23,24700
CBOE HOLDINGS INCCOM12503M10876,980950,567SH DFND1946,59203,975
CBRE GROUP INCCL A12504L10998,0772,823,288SH DFND12,810,306012,982
CBS CORPCL B124857202254,8893,680,166SH DFND13,663,868016,298
CDK GLOBAL INCCOM12508E1015147,921SH DFND1 27,92100
CDK GLOBAL INCCOM12508E10186,9571,337,979SH DFND11,333,14104,838
CDN IMPERIAL BK OF COMMERCE COMCOM1360691013474,027SH DFND13,6700357
CDW CORPORATION OF DELEWARECOM12514G10879,0151,369,568SH DFND11,369,56800
CEB INCCOM12513410619,795251,849SH DFND1250,79401,055
CECO ENVIRONMENTAL CORPCOM1251411012,404228,779SH DFND1228,77900
CEDAR REALTY TRUST INCCOM NEW1506022093,748746,745SH DFND1746,74500
CEL-SCI CORP COM NEWCOM PAR $0.0115083750836420,802SH DFND1420,80200
CELADON GROUP INC COMCOM1508381001,464223,626SH DFND1223,62600
CELANESE CORP-SERIES ACOM SER A15087010398,4681,096,363SH DFND11,096,36300
CELGENE CORP COMCOM1510201044503,617SH DFND1 23,61700
CELGENE CORP COMCOM151020104951,0667,654,180SH DFND17,597,139057,041
CELLDEX THERAPEUTICS INCCOM15117B1033,190883,786SH DFND1883,5100276
CELLULAR BIOMEDICINE GROUP INCCOM NEW15117P10272561,446SH DFND161,44600
CELSION CORPCOM PAR15117N4042381,576SH DFND181,57600
CEMIG SA -SPONS ADRSP ADR N-V PFD204409601499151,790SH DFND1151,79000
CEMPRA INCCOM15130J1091,480394,685SH DFND1394,68500
CEMTREX INCCOM PAR $.00115130G30312335,054SH DFND135,05400
CENTENE CORP DEL COMCOM15135B101131,3691,845,896SH DFND11,838,21507,681
CENTENNIAL RESOURCE DEVELOPMENT -ACL A15136A1028,136446,321SH DFND1446,32100
CENTENNIAL RESOURCE DEVELOPMENT -ACL A15136A10286647,509SH DFND1 247,50900
CENTERPOINT ENERGY INCCOM15189T107123,3224,478,928SH DFND14,457,697021,231
CENTERSTATE BANKS OF FLORIDACOM15201P10911,630449,053SH DFND1449,05300
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452021,904614,433SH DFND1614,43300
CENTRAL GARDEN & PET CO COMCOM15352710675020,248SH DFND120,24800
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720519,670566,548SH DFND1566,54800
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,141233,848SH DFND1233,84800
CENTRAL SECURITIES CORPCOM1551231025,253218,998SH DFND1 2218,99800
CENTRAL VALLEY COMM BANCORPCOM1556851001,18757,949SH DFND157,94900
CENTRUE FINANCIAL CORPCOM NEW15643B2052138,179SH DFND18,17900
CENTRUS ENERGY CORP-ACL A15643U10413422,164SH DFND122,16400
CENTURY ALUM CO COMCOM1564311085,489432,561SH DFND1432,56100
CENTURY BANCORP INC CL A NON VTGCL A NON VTG1564321061,40723,148SH DFND123,14800
CENTURY CASINOS INCCOM1564921001,199158,617SH DFND1158,61700
CENTURY COMMUNITIES INCCOM156504300451,773SH DFND1 21,77300
CENTURY COMMUNITIES INCCOM1565043003,006118,379SH DFND1118,37900
CENTURYTEL INC COMCOM156700106157,0326,669,872SH DFND16,641,356028,516
CENTURYTEL INC COMCOM1567001061,22451,936SH DFND1 251,93600
CENVEO INC COMCOM NEW15670S40220240,373SH DFND140,37300
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CERAGON NETWORKS LTDORDM2201310212137,216SH DFND137,21600
CERNER CORP COMCOM156782104177,7933,025,262SH DFND13,003,188022,074
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CEVA INCCOM1572101056,219175,196SH DFND1175,19600
CF INDUSTRIES HOLDINGS INCCOM12526910067,9572,318,618SH DFND12,308,493010,125
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CHANGYOU.COM LTD - ADRADS REP CL A15911M10730110,749SH DFND110,74900
CHANNELADVISOR CORPCOM1591791001,911171,464SH DFND1171,46400
CHANNELADVISOR CORPCOM159179100544,887SH DFND1 24,88700
CHANTICLEER HOLDINGS INCCOM PAR $.0001 N15930P4043392,136SH DFND192,13600
CHARLES & COLVARD LTD COMCOM1597651064749,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM15986410733,269369,872SH DFND1368,40201,470
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CHARTER COMMUNICATIONS INCCL A16119P108673,3192,060,058SH DFND12,042,897017,161
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CHATHAM LODGING TRUSTCOM16208T1025,487277,825SH DFND1277,82500
CHECK POINT SOFTWARE TECHNORDM2246510440,328393,212SH DFND1388,32204,890
CHEESECAKE FACTORY INC COMCOM16307210123,171365,708SH DFND1364,34001,368
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CHEF'S WAREHOUSE HOLDINGS INCCOM1630861012,116152,286SH DFND1152,28600
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CHEMBIO DIAGNOSTICS INCCOM NEW16357220926249,468SH DFND149,46800
CHEMED CORPCOM16359R10331,684173,435SH DFND1173,43500
CHEMICAL FINL CORP COMCOM16373110229,219571,245SH DFND1569,05502,190
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CHEMOURS CO/THE - W/ICOM16385110867,4561,752,105SH DFND11,746,01206,093
CHEMOURS CO/THE - W/ICOM1638511081193,105SH DFND1 23,10500
CHEMTURA CORPCOM NEW16389320916,872505,152SH DFND1505,15200
CHEMUNG FINANCIAL CORPCOM16402410190222,841SH DFND122,84100
CHENIERE ENERGY INC COMCOM NEW16411R20880,7231,708,330SH DFND11,708,33000
CHEROKEE INC DEL NEW COMCOM16444H10267077,920SH DFND177,92000
CHERRY HILL MORTGAGE INVESTMENTCOM16465110170141,049SH DFND141,04900
CHERRY HILL MORTGAGE INVESTMENTCOM16465110144626,116SH DFND1 226,11600
CHESAPEAKE ENERGY CORP COMCOM16516710744,5987,516,497SH DFND17,483,238033,259
CHESAPEAKE ENERGY CORP COMCOM1651671071,862313,539SH DFND1 2313,53900
CHESAPEAKE LODGING TRUSTSH BEN INT16524010215,922664,535SH DFND1664,53500
CHESAPEAKE UTILS CORP COMCOM1653031088,484122,612SH DFND1122,61200
CHEVRON CORP COMCOM16676410044416SH DFND1 241600
CHEVRON CORP COMCOM1667641001,979,33718,461,001SH DFND118,375,450085,551
CHIASMA INCCOM16706W1028248,470SH DFND148,47000
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM1672501092217,193SH DFND1 27,19300
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010924,422794,228SH DFND1794,216012
CHICOS FAS INC COMCOM168615102503,573SH DFND1 23,57300
CHICOS FAS INC COMCOM16861510222,6891,597,862SH DFND11,593,54704,315
CHILDRENS PL RETAIL STORES COMCOM16890510719,160159,607SH DFND1159,60700
CHIMERA INVESTMENT CORP-REDHCOM NEW16934Q20852,4272,598,005SH DFND12,592,48905,516
CHIMERIX INCCOM16934W1062,177341,238SH DFND1341,23800
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1058717,559SH DFND117,55900
CHINA BIOLOGIC PRODUCTS INCCOM16938C1061,43214,309SH DFND114,30900
CHINA FIN ONLINE-ADR-REDHSPONSORED ADR1693791044514,778SH DFND114,77800
CHINA HGS REAL ESTATE INCCOM16948W1002616,674SH DFND116,67400
CHINA INFORMATION TECHNOLOGY ICOMG211741001826,473SH DFND126,47300
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1091,07517,335SH DFND117,0840251
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1094066,552SH DFND1 26,55200
CHINA NATURAL RESOURCES INCCOMG2110U1092913,615SH DFND113,61500
CHINA XD PLASTICS CO LTDCOM16948F10713928,383SH DFND128,38300
CHINA YUCHAI INTERNATIONAL LTDCOMG210821051,40275,743SH DFND1 275,74300
CHIPMOS TECHNOLOGIES INC ADRSPONSORED ADR16965P10323113,051SH DFND113,05100
CHIPOTLE MEXICAN GRILL -REDHCOM169656105131,922296,505SH DFND1295,24701,258
CHOICE HOTELS INTL INC COMCOM16990510617,154274,032SH DFND1274,003029
CHRISTOPHER & BANKS CORP COMCOM171046105296200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW171077407522194,304SH DFND1194,30400
CHUBB LTDCOMH1467J104591,9164,350,776SH DFND14,330,446020,330
CHUNGHWA TELECOM COSPON ADR NEW1117133Q5022326,830SH DFND14,76202,068
CHURCH & DWIGHT INC COMCOM1713401021462,930SH DFND1 22,93000
CHURCH & DWIGHT INC COMCOM171340102144,3272,897,594SH DFND12,886,462011,132
CHURCHILL DOWNS INC COMCOM17148410817,505110,204SH DFND1109,8190385
CHUY'S HOLDINGS INCCOM1716041014,370146,655SH DFND1146,65500
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40718818,244SH DFND1 218,24400
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40727526,711SH DFND125,9110800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1021,050100,919SH DFND1 2100,91900
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10216115,531SH DFND114,25201,279
CIBER INC COMCOM17163B102143357,719SH DFND1357,71900
CIDARA THERAPEUTICS INCCOM17175710754269,547SH DFND169,54700
CIE 2 5/8 12/01/19NOTE 2.625%12/019075FAA4160500,000PRN DFND1 2500,00000
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CIENA CORP COMCOM NEW17177930925,6121,084,799SH DFND11,080,44504,354
CIENA CORP COMCOM NEW171779309301,289SH DFND1 21,28900
CIGNA CORP COMCOM125509109347,0612,372,735SH DFND12,360,556012,179
CIM COMMERCIAL TRUST CORPCOM1255251051,757109,138SH DFND1109,13800
CIMAREX ENERGY COCOM171798101111,294932,716SH DFND1928,60904,107
CIMPRESS NVSHS EURON201461015,03758,449SH DFND158,44900
CINCINNATI BELL INCCOM NEW1718715025,565314,422SH DFND1314,42200
CINCINNATI FINL CORP COMCOM172062101113,3711,570,798SH DFND11,564,02206,776
CINEDIGM CORPCOM NEW1724062095032,337SH DFND132,33700
CINEMARK HOLDINGS INC -REDHCOM17243V10233,683759,654SH DFND1756,37703,277
CINER RESOURCES LPCOM UNIT LTD17246410965522,975SH DFND1 222,97500
CINTAS CORP COMCOM172908105126,5691,001,413SH DFND1994,71906,694
CIRCOR INTL INC COMCOM17273K1097,433125,051SH DFND1125,05100
CIRRUS LOGIC INC COMCOM1727551001382,284SH DFND1 22,28400
CIRRUS LOGIC INC COMCOM17275510053,098874,918SH DFND1872,92501,993
CISCO SYS INC COMCOM17275R1021,804,97753,471,217SH DFND153,097,2850373,932
CISCO SYS INC COMCOM17275R10215448SH DFND1 244800
CIT GROUP INCCOM NEW12558180162,8351,464,232SH DFND11,464,23200
CITI TRENDS INCCOM17306X1021,906112,138SH DFND1112,13800
CITIGROUP INC COMCOM NEW1729674241,613,10327,004,602SH DFND126,882,2760122,326
CITIZENS & NORTHERN CORPCOM1729221061,97784,925SH DFND184,92500
CITIZENS COMMUNITY BANCORPCOM17490310425418,429SH DFND118,42900
CITIZENS FINANCIAL GROUPCOM174610105178,0265,159,890SH DFND15,137,916021,974
CITIZENS FINANCIAL GROUPCOM17461010528839SH DFND1 283900
CITIZENS HOLDING COMPANYCOM17471510233613,978SH DFND113,97800
CITIZENS INC CL ACL A1747401002,407323,990SH DFND1323,99000
CITRIX SYS INC COMCOM177376100138,3701,661,463SH DFND11,650,262011,201
CITRIX SYS INC COMCOM1773761001,66720,000SH DFND1 220,00000
CITY HLDG CO COMCOM17783510518280SH DFND1 228000
CITY HLDG CO COMCOM1778351058,628133,815SH DFND1132,9150900
CITY OFFICE REITCOM1785871012,519207,391SH DFND1207,39100
CIVISTA BANCSHARES INCCOM NO PAR17886710799344,830SH DFND144,83000
CIVITAS SOLUTIONS INCCOM17887R1022,290124,815SH DFND1124,81500
CKH 2 1/2 12/15/27NOTE 2.500%12/1811904AM32,0362,000,000PRN DFND1 22,000,00000
CKH 3 11/15/28NOTE 3.000%11/181170YAB51,7752,000,000PRN DFND1 22,000,00000
CLEAN DIESEL TECHNOLOGIES INCCOM PAR NEW18449C5005921,992SH DFND121,99200
CLEAN ENERGY FUELS CORP-REDHCOM1844991012,140839,332SH DFND1839,33200
CLEAN HARBORS INC COMCOM18449610722,498404,499SH DFND1402,89301,606
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,615267,008SH DFND1263,91703,091
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1097312,108SH DFND1 212,10800
CLEARFIELD INCCOM18482P1031,49891,098SH DFND191,09800
CLEARONE INCCOM18506U10421321,525SH DFND121,52500
CLEARSIDE BIOMEDICAL INCCOM18506310476496,324SH DFND196,32400
CLEARSIGN COMBUSTION CORPCOM18506410229675,989SH DFND175,98900
CLEARWATER PAPER CORP - W/ICOM18538R1031182,117SH DFND1 22,11700
CLEARWATER PAPER CORP - W/ICOM18538R1036,930123,764SH DFND1123,76400
CLEVELAND BIOLABS INC -REDHCOM NEW1858602022616,688SH DFND116,68800
CLIFFS NATURAL RESOURCES INCCOM18683K10125,4883,104,580SH DFND13,103,40901,171
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DELUXE CORP COMCOM24801910139,475546,973SH DFND1545,47801,495
DENBURY RES INC COM NEWCOM NEW2479162087,4282,879,418SH DFND12,876,49902,919
DENNY'S CORPORATION COMCOM24869P1047,616615,727SH DFND1615,72700
DENTSPLY INTL INC NEW COMCOM24906P109148,8572,387,163SH DFND12,370,669016,494
DEPO 2 1/2 09/01/21NOTE 2.500% 9/0249908AA21,8672,000,000PRN DFND1 22,000,00000
DEPOMED INCCOM2499081046,400510,000SH DFND1510,00000
DERMIRA INCCOM24983L1048,607252,345SH DFND1252,34500
DESCARTES SYSTEMS GROUP INCCOM24990610896242,024SH DFND142,02400
DESTINATION MATERNITY CORPCOM25065D10032977,435SH DFND177,43500
DESTINATION XL GROUP INCCOM25065K104852299,277SH DFND1299,27700
DETERMINE INCCOM25066010725374,013SH DFND174,01300
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10235,7992,857,133SH DFND12,857,13300
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H1022165SH DFND1 216500
DEVON ENERGY CORP NEW COMCOM25179M103228,8445,492,398SH DFND15,469,183023,215
DEVON ENERGY CORP NEW COMCOM25179M1031904,562SH DFND1 24,56200
DEVRY INC DEL COMCOM25189310318,484521,414SH DFND1519,64801,766
DEVRY INC DEL COMCOM251893103361,042SH DFND1 21,04200
DEXCOM INCCOM25213110760,858718,503SH DFND1718,50300
DEXTERA SURGICAL INCCOM2523661093231,104SH DFND131,10400
DHI GROUP INCCOM23331S1001,977500,759SH DFND1500,75900
DHI GROUP INCCOM23331S100417105,682SH DFND1 2105,68200
DHT 4 1/2 10/01/19DEBT 4.500%10/023335SAB22,4952,500,000PRN DFND1 22,500,00000
DHT HOLDINGS INCSHS NEWY2065G1212,765618,763SH DFND1618,76300
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2051,57313,616SH DFND113,61600
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2076,24532,100SH DFND132,10000
DIAMOND OFFSHORE DRILLING I COMCOM25271C1027,950475,783SH DFND1473,77502,008
DIAMONDBACK ENERGY INCCOM25278X10976,807740,807SH DFND1740,80700
DIAMONDROCK HOSPITALITY COCOM25278430120,1771,809,659SH DFND11,809,65900
DIANA SHIPPING INCCOMY2066G10416736,254SH DFND1 236,25400
DICERNA PHARMACEUTICALS INCCOM25303110829285,950SH DFND185,95000
DICK'S SPORTING GOODS INCCOM25339310245,202929,175SH DFND1926,44402,731
DICK'S SPORTING GOODS INCCOM25339310233690SH DFND1 269000
DIEBOLD INC COMCOM25365110317,361565,516SH DFND1562,99202,524
DIFFERENTIAL BRAND GROUP INCCOM25374L1085729,479SH DFND129,47900
DIGI INTL INC COMCOM2537981022,531212,705SH DFND1212,70500
DIGIMARC CORP COMCOM25381B1012,22582,410SH DFND182,41000
DIGIRAD CORP COMCOM25382710931559,552SH DFND159,55200
DIGITAL ALLY INCCOM NEW25382P2087718,324SH DFND118,32400
DIGITAL REALTY TRUST INCCOM253868103188,6991,775,843SH DFND11,768,95706,886
DIGITAL TURBINE INCCOM NEW25400W102232247,200SH DFND1247,20000
DIGITALGLOBE INCCOM NEW25389M87781825,000SH DFND1 225,00000
DIGITALGLOBE INCCOM NEW25389M87715,820483,077SH DFND1483,07700
DILLARDS INC CL ACL A2540671019,536182,557SH DFND1181,7700787
DILLARDS INC CL ACL A254067101681,310SH DFND1 21,31000
DIME CMNTY BANCSHARES COMCOM2539221087,600374,410SH DFND1374,41000
DIMENSION THERAPEUTICS INCCOM25433V105255145,896SH DFND1145,89600
DINEEQUITY INCCOM2544231067,153131,458SH DFND1131,45800
DIODES INC COMCOM2545431017,970331,400SH DFND1331,40000
DIPLOMAT PHARMACY INCCOM25456K1015,170324,194SH DFND1324,19400
DISCOVER FINANCIAL SVCS INCCOM254709108268,2093,927,131SH DFND13,910,476016,655
DISCOVER FINANCIAL SVCS INCCOM25470910829426SH DFND1 242600
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30274,1622,622,887SH DFND12,606,707016,180
DISCOVERY HOLDING CO-ACOM SER A25470F10455,4741,908,913SH DFND11,897,967010,946
DISCOVERY HOLDING CO-ACOM SER A25470F1042137,351SH DFND1 27,35100
DISH NETWORK CORPCL A25470M109137,1012,162,521SH DFND12,146,225016,296
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,703,89215,047,184SH DFND114,981,234065,950
DIVERSICARE HEALTHCARE SERVICESCOM25510410113913,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDINGS INCCOM25532M10510545,688SH DFND145,68800
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,937243,578SH DFND1 2243,57800
DIXIE GROUP INC CL ACL A25551910026072,431SH DFND172,43100
DMC GLOBAL INCCOM23291C1031,255101,268SH DFND1101,26800
DOCTOR REDDY'S LAB-ADRADR2561352031,96349,272SH DFND148,01901,253
DOCTOR REDDY'S LAB-ADRADR25613520326656SH DFND1 265600
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2003025,401SH DFND125,40100
DOLBY LABORATORIES INC-CL ACOM25659T10725,605488,567SH DFND1488,56700
DOLLAR GEN CORP COMCOM256677105191,7992,754,234SH DFND12,743,212011,022
DOLLAR TREE INC COMCOM256746108184,6232,356,400SH DFND12,339,496016,904
DOMINION DIAMOND CORPCOM25728710212610,000SH DFND1 210,00000
DOMINION RES INC VA NEW COMCOM25746U109452,5965,843,417SH DFND15,815,519027,898
DOMINO'S PIZZA INCCOM25754A20165,847357,445SH DFND1355,95901,486
DOMINO'S PIZZA INCCOM25754A2015763,130SH DFND1 23,13000
DOMTAR INC COMCOM NEW25755920318,119496,152SH DFND1493,11503,037
DOMTAR INC COMCOM NEW2575592033068,406SH DFND1 28,40600
DONALDSON INC COMCOM2576511091673,678SH DFND1 23,67800
DONALDSON INC COMCOM25765110946,1481,013,816SH DFND11,009,73304,083
DONEGAL GROUP INC-CL ACL A257701201603,421SH DFND1 23,42100
DONEGAL GROUP INC-CL ACL A2577012012,809159,436SH DFND1159,43600
DONNELLEY FINANCIAL SOLUTIONS INCCOM25787G1004,892253,616SH DFND1252,56401,052
DONNELLEY R R & SONS CO COMCOM2578672007,085585,091SH DFND1582,28702,805
DONNELLEY R R & SONS CO COMCOM257867200564,650SH DFND1 24,65000
DORCHESTER MINERALS LPCOM UNIT25820R10531918,585SH DFND118,58500
DORIAN LPG LTDSHS USDY2106R11042340,235SH DFND140,23500
DORMAN PRODUCTS INCCOM25827810020,667251,649SH DFND1251,64900
DOUBLE EAGLE ACQUISITION CORUNIT 99/99/9999G281951083,428325,000SH DFND1 2325,00000
DOUBLE EAGLE ACQUISITION-CW*W EXP 09/16/202G28195116113202,500SH DFND1 2202,50000
DOUGLAS DYNAMICS INCCOM25960R1055,378175,479SH DFND1173,68601,793
DOUGLAS EMMETT INCCOM25960P10951,9521,352,919SH DFND11,348,39404,525
DOVER CORP COMCOM260003108122,2751,523,934SH DFND11,516,41507,519
DOVER DOWNS GAMING & ENTMT COMCOM2600951043130,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741077132,679SH DFND132,67900
DOW CHEM CO COMCOM260543103716,47611,291,537SH DFND111,240,044051,493
DOW CHEM CO COMCOM2605431031392,192SH DFND1 22,19200
DR PEPPER SNAPPLE GROUP INCCOM26138E109197,4442,018,915SH DFND12,010,23208,683
DRIL-QUIP INC COMCOM26203710436,294665,341SH DFND1664,17001,171
DRIL-QUIP INC COMCOM2620371041031,894SH DFND1 21,89400
DRIVE SHACK INCCOM2620771001,513364,756SH DFND1364,75600
DRYSHIPS INCCOM PARY2109Q143106,217SH DFND1 26,21700
DRYSHIPS INCCOM PARY2109Q14311569,781SH DFND169,78100
DSP GROUP INC COMCOM23332B1062,382198,569SH DFND1198,56900
DST SYS INC DEL COMCOM23332610756463SH DFND1 246300
DST SYS INC DEL COMCOM23332610729,433240,274SH DFND1239,2990975
DSW INC-CLASS ACL A23334L10218,296884,739SH DFND1884,73900
DSW INC-CLASS ACL A23334L102361,744SH DFND1 21,74400
DTE ENERGY CO COMCOM233331107183,5031,799,584SH DFND11,791,51008,074
DU PONT E I DE NEMOURS & CO COMCOM263534109639,5337,973,353SH DFND17,934,436038,917
DUCOMMUN INC DEL COMCOM2641471092,36982,291SH DFND182,29100
DUKE ENERGY CORP COMCOM NEW26441C204584,6607,138,784SH DFND17,108,031030,753
DUKE REALTY CORP COM NEWCOM NEW26441150586,9613,311,365SH DFND13,300,359011,006
DULUTH HOLDINGS INCCOM CL B26443V1011,67178,503SH DFND178,50300
DUN & BRADSTREET CORP DEL N COMCOM26483E10040,073371,771SH DFND1370,12601,645
DUN & BRADSTREET CORP DEL N COMCOM26483E1005234,853SH DFND1 24,85300
DUNKIN' BRANDS GROUP INCCOM26550410039,307718,866SH DFND1716,01002,856
DUPONT FABROS TECHNOLOGY INCCOM26613Q10635,161709,049SH DFND1708,7930256
DUPONT FABROS TECHNOLOGY INCCOM26613Q10643887SH DFND1 288700
DURECT CORP COMCOM2666051041,034985,630SH DFND1985,63000
DXC TECHNOLOGY COCOM23355L10689,7872,288,977SH DFND12,278,414010,563
DXP ENTERPRISES INCCOM NEW2333774074,739125,144SH DFND1125,14400
DYCOM INDS INC COMCOM26747510121,932235,956SH DFND1234,9870969
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582011,731290,958SH DFND1290,95800
DYNEGY INCCOM26817R1087,505954,938SH DFND1954,93800
DYNEGY INCCOM26817R10810213,058SH DFND1 213,05800
DYNEX CAPITAL INCCOM NEW26817Q5062,931413,538SH DFND1389,135024,403
DYNEX CAPITAL INCCOM NEW26817Q50618526,189SH DFND1 226,18900
E TRADE FINANCIAL CORPCOM NEW269246401103,8382,979,939SH DFND12,966,831013,108
EAGLE BANCORP INCCOM26894810614,963250,644SH DFND1250,64400
EAGLE BULK SHIPPING INCSHS NEWY2187A14320235,557SH DFND135,55700
EAGLE MATERIALS INCCOM26969P1084324,451SH DFND1 24,45100
EAGLE MATERIALS INCCOM26969P10833,852348,495SH DFND1346,99101,504
EAGLE PHARMACEUTICALS INCCOM2697961081031,248SH DFND1 21,24800
EAGLE PHARMACEUTICALS INCCOM2697961087,39589,168SH DFND189,16800
EARTHSTONE ENERGY INCCOM NEW27032D20568053,311SH DFND153,31100
EAST WEST BANCORP INC COMCOM27579R10469,7111,350,744SH DFND11,346,28404,460
EASTERLY GOVERNMENT PROPERTYCOM27616P1034,913248,282SH DFND1248,28200
EASTERN COMPANY (THE)COM27631710453424,968SH DFND124,96800
EASTERN VA BANKSHARES INC COMCOM27719610120519,571SH DFND119,57100
EASTGROUP PPTY INC COMCOM27727610121,120287,237SH DFND1287,23700
EASTMAN CHEM CO COMCOM277432100137,8601,708,213SH DFND11,701,82906,384
EASTMAN KODAK COCOM NEW2774614062,917253,725SH DFND1253,72500
EATON CORP PLCSHSG29183103337,1054,552,521SH DFND14,531,402021,119
EATON VANCE CA MUNI INC TRSH BEN INT27826F10131125,418SH DFND1 225,41800
EATON VANCE CORP COM NON VTGCOM NON VTG27826510342,240939,844SH DFND1936,28203,562
EATON VANCE CORP COM NON VTGCOM NON VTG278265103902,006SH DFND1 22,00600
EATON VANCE NJ MUNI INC TRSH BEN INT27826V10655446,278SH DFND1 246,27800
EATON VANCE NY MUNI INC TRSH BEN INT27826W10449138,480SH DFND1 238,48000
EBAY INC COMCOM2786421031414,221SH DFND1 24,22100
EBAY INC COMCOM278642103348,57610,397,708SH DFND110,321,617076,091
EBIX INCCOM NEW27871520611,857193,596SH DFND1193,59600
ECHELON CORP COMCOM NEW27874N3039014,936SH DFND114,93600
ECHO GLOBAL LOGISTICS INCCOM27875T1014,902229,608SH DFND1229,60800
ECHOSTAR CORPCL A27876810622,137388,716SH DFND1388,71600
ECLIPSE RESOURCES CORPCOM27890G1001,638645,200SH DFND1645,20000
ECO-STIM ENERGY SOLUTIONS INCCOM27888D1015345,860SH DFND145,86000
ECOLAB INC COMCOM278865100291,7632,331,459SH DFND12,320,039011,420
ECOLOGY INCCOM91732J1028,274176,623SH DFND1176,62300
ECPG 3 11/27/17NOTE 3.000%11/2292554AD47,2476,570,000PRN DFND1 26,570,00000
EDAP TMS SA -ADRSPONSORED ADR2683111073914,083SH DFND114,08300
EDGE THERAPEUTICS INCCOM2798701091,572172,646SH DFND1172,64600
EDGEWATER TECHNOLOGY INC COMCOM28035810227937,499SH DFND137,49900
EDGEWELL PERSONAL CARECOM28035Q10232,758448,036SH DFND1446,25401,782
EDGEWELL PERSONAL CARECOM28035Q10289712,275SH DFND1 212,27500
EDISON INTL COMCOM281020107252,8493,180,637SH DFND13,166,542014,095
EDITAS MEDICINE INCCOM28106W1032,664119,376SH DFND1119,37600
EDUCATION REALTY TRUST INCCOM NEW28140H20328,010685,683SH DFND1683,42802,255
EDUCATIONAL DEVELOPMENT CORPCOM28147910514321,194SH DFND121,19400
EDWARDS LIFESCIENCES CORP COMCOM28176E108213,9812,277,666SH DFND12,268,47709,189
EGAIN COMMUNICATIONS COMCOM NEW28225C80611378,051SH DFND178,05100
EGALET CORPORATIONCOM28226B104587115,147SH DFND1115,14700
EHEALTH INCCOM28238P1091,628135,293SH DFND1135,29300
EIGER BIOPHARMACEUTICALS INCCOM28249U10536832,204SH DFND132,20400
EKSO BIONICS HOLDINGS INCCOM NEW28264420240498,746SH DFND198,74600
EL PASO ELEC CO COM NEWCOM NEW28367785416,774332,166SH DFND1332,16600
EL POLLO LOCO HOLDINGS INCCOM2686031072,334195,316SH DFND1195,31600
ELBIT SYSTEMS LTDORDM3760D1012,61923,050SH DFND123,05000
ELDORADO RESORTS INCCOM28470R1023,690194,984SH DFND1194,98400
ELECTRO SCIENTIFIC INDS COMCOM2852291002,094300,482SH DFND1300,48200
ELECTROMED INCCOM2854091089118,483SH DFND118,48300
ELECTRONIC ARTS INC COMCOM285512109285,9213,198,184SH DFND13,175,569022,615
ELECTRONICS FOR IMAGING INC COMCOM28608210218,883386,709SH DFND1386,70900
ELEVEN BIOTHERAPEUTICS INCCOM28622110610347,187SH DFND147,18700
ELF BEAUTYCOM26856L1032,895100,544SH DFND1100,54400
ELLIE MAE INCCOM28849P10025,580255,117SH DFND1255,11700
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810752836,073SH DFND136,07300
ELLIS PERRY INTL INC COMCOM2888531042,03594,743SH DFND194,74300
ELLSWORTH GROWTH AND INCOME FUCOM28907410613315,447SH DFND1 215,44700
EMAGIN CORP COMCOM NEW29076N20615465,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641092,13476,058SH DFND176,05800
EMCOR GROUP INC COMCOM29084Q10029475SH DFND1 247500
EMCOR GROUP INC COMCOM29084Q10033,599533,754SH DFND1531,90301,851
EMCORE CORP COMCOM NEW2908462031,911212,423SH DFND1212,42300
EMERGENT BIOSOLUTIONSCOM29089Q1059,124314,198SH DFND1314,0120186
EMERSON ELEC CO COMCOM291011104399,0136,674,711SH DFND16,643,387031,324
EMERSON RADIO CORPCOM NEW2910872036548,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACOM NEW CL A2915254008735,866SH DFND135,86600
EMPIRE RESORTS INCCOM PAR $0 0129205230583834,577SH DFND134,57700
EMPIRE TRUST REALTY TRUSTCL A29210410618,642903,200SH DFND1903,20000
EMPLOYERS HOLDINGS INCCOM29221810410,172268,049SH DFND1268,04900
ENANTA PHARMACEUTICALS INCCOM29251M1063,713120,569SH DFND1120,56900
ENBRIDGE INC COMCOM29250N10511,375273,758SH DFND1270,65603,102
ENCORE CAPITAL GROUP INCCOM2925541025,963193,623SH DFND1193,62300
ENCORE WIRE CORP COMCOM2925621057,743168,337SH DFND1168,33700
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110621,4731,924,199SH DFND11,918,08406,115
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110613812,419SH DFND1 212,41900
ENDOCYTE INCCOM29269A102703273,757SH DFND1273,75700
ENDOLOGIX INCCOM29266S1064,693648,288SH DFND1648,28800
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1054,271544,102SH DFND1544,10200
ENERGEN CORP COMCOM29265N10830565SH DFND1 256500
ENERGEN CORP COMCOM29265N10840,893751,159SH DFND1748,13903,020
ENERGIZER HOLDINGS INCCOM29272W10926,075467,724SH DFND1465,80101,923
ENERGOUS CORPCOM29272C1032,018129,393SH DFND1129,39300
ENERGY FOCUS INC.COM NEW29268T30014644,670SH DFND144,67000
ENERGY RECOVERY INC-REDHCOM29270J1002,317278,561SH DFND1278,56100
ENERGY TRANSFER PARTNERS LPUNIT LTD PARTN29273R10940111,000SH DFND1 211,00000
ENERNOC INC -REDHCOM2927641071,236206,110SH DFND1206,11000
ENERSYS INC COMCOM29275Y1021061,350SH DFND1 21,35000
ENERSYS INC COMCOM29275Y10233,004418,094SH DFND1416,75601,338
ENGILITY HOLDINGS INCCOM29286C1073,934135,953SH DFND1135,95300
ENGLOBAL CORPCOM29330610612567,699SH DFND167,69900
ENI S P A SPONSORED ADRSPONSORED ADR26874R10891828,051SH DFND126,48401,567
ENNIS BUSINESS FORMS INC COMCOM2933891023,982234,267SH DFND1231,50402,763
ENNIS BUSINESS FORMS INC COMCOM2933891022138SH DFND1 213800
ENOVA INTERNATIONALCOM29357K1034,987335,864SH DFND1335,86400
ENOVA INTERNATIONALCOM29357K1031198,047SH DFND1 28,04700
ENPHASE ENERGY INCCOM29355A107386281,836SH DFND1281,83600
ENPRO INDS INC COMCOM29355X10724346SH DFND1 234600
ENPRO INDS INC COMCOM29355X10711,575162,675SH DFND1162,67500
ENSCO INTL INC COMSHS CLASS AG3157S10621,2552,374,905SH DFND12,365,56109,344
ENSERVCO CORPCOM29358Y1022677,749SH DFND177,74900
ENSIGN GROUP INC-REDHCOM29358P1017,418394,616SH DFND1394,61600
ENSTAR GROUP LTDSHSG3075P10118,45096,447SH DFND196,44700
ENSYNC INCCOM29359T10290149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1081,99284,243SH DFND184,24300
ENTEGRIS INC COMCOM29362U10428,7421,228,333SH DFND11,228,33300
ENTELLUS MEDICAL INCCOM29363K1051,34497,417SH DFND197,41700
ENTERCOM COMMUNICATIONS COR CL ACL A2936391002,648185,198SH DFND1185,19800
ENTERGY CORP NEW COMCOM29364G103140,3221,849,798SH DFND11,840,43409,364
ENTEROMEDICS INC-REDHCOM PAR29365M50518231,601SH DFND131,60100
ENTERPRISE BANCORP INC/MACOM2936681092,60074,824SH DFND174,82400
ENTERPRISE FINANCIAL SERVICECOM2937121057,740182,560SH DFND1182,56000
ENTERPRISE PRODS PARTNERS L COMCOM2937921072378,610SH DFND18,61000
ENTERTAINMENT GAMING ASIA INCCOM PAR29383V3052112,537SH DFND112,53700
ENTRAVISION COMMUNICATIONS CL ACL A29382R1073,058493,240SH DFND1493,24000
ENVESTNET INCCOM29404K10610,593327,977SH DFND1327,97700
ENVESTNET INCCOM29404K10625789SH DFND1 278900
ENVISION HEALTHCARE HOLDINGS CORPCOM29414D10071,5391,168,272SH DFND11,163,17105,101
ENVISION HEALTHCARE HOLDINGS CORPCOM29414D10027450SH DFND1 245000
ENZO BIOCHEM INC COMCOM2941001022,436291,119SH DFND1291,11900
ENZYMOTEC LTDSHSM4059L10112614,383SH DFND114,38300
EOG RES INC COMCOM26875P101537,1425,514,351SH DFND15,488,677025,674
EP ENERGY CORP-CL ACL A2687851021,489313,591SH DFND1313,59100
EPAM SYSTEMS INCCOM29414B10426,715353,755SH DFND1353,75500
EPICEPT CORPORATIONCOM45254C20065447,068SH DFND1447,06800
EPIZYME INCCOM29428V1045,792337,747SH DFND1337,74700
EPLUS INC COMCOM2942681077,868116,522SH DFND1116,52200
EPR PROPERTIESCOM SH BEN INT26884U10937,689511,873SH DFND1509,87302,000
EPR PROPERTIES S-C 5 3/4PFD C CNV 5.75%26884U20817,768614,027PRN DFND1 2614,02700
EQT CORPCOM26884L109103,7861,701,008SH DFND11,693,53207,476
EQUIFAX INC COMCOM294429105168,3071,232,506SH DFND11,227,32205,184
EQUINIX INCCOM PAR $0.00129444U700306,429766,446SH DFND1762,80203,644
EQUINIX INCCOM PAR $0.00129444U700616SH DFND1 21600
EQUITY BANCSHARES INC - CL ACOM CL A29460X1091,45945,936SH DFND145,93600
EQUITY COMMONWEALTH REITCOM SH BEN INT29462810236,4671,168,071SH DFND11,168,07100
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10861,016791,804SH DFND1791,80400
EQUITY RESIDENTIALSH BEN INT29476L107251,5914,048,730SH DFND14,032,861015,869
ERA GROUP INCCOM26885G1091,856140,020SH DFND1140,02000
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,272191,605SH DFND1186,85204,753
ERIE INDTY CO CL ACL A29530P10223,534191,808SH DFND1191,4150393
ERIN ENERGY CORPCOM2956251075021,166SH DFND121,16600
EROS INTERNATIONAL PLCSHS NEWG3788M11450849,405SH DFND149,1260279
ESCALADE INC COMCOM29605610485866,571SH DFND166,57100
ESCO TECHNOLOGIES INC COMCOM29631510411,479197,581SH DFND1197,58100
ESPERION THERAPEUTICS INCCOM29664W1054,820136,521SH DFND1136,52100
ESSA BANCORP INC -REDHCOM29667D10487660,108SH DFND160,10800
ESSENDANT INCCOM2966891026,351419,273SH DFND1419,27300
ESSENDANT INCCOM29668910276450,440SH DFND1 250,44000
ESSENT GROUP LTDCOMG3198U10240711,276SH DFND1 211,27600
ESSENT GROUP LTDCOMG3198U10231,214862,991SH DFND1862,99100
ESSEX PPTY TR INC COMCOM297178105171,935743,525SH DFND1740,69302,832
ESTERLINE TECHNOLOGIES CORP COMCOM29742510020,328236,239SH DFND1235,3240915
ETHAN ALLEN INTERIORS INC COMCOM2976021048,046262,537SH DFND1262,53700
ETSY INCCOM29786A1068,353785,888SH DFND1785,88800
EURONET WORLDWIDE INC COMCOM29873610934,724406,035SH DFND1406,03500
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1073524,308SH DFND124,30800
EVANS BANCORP INCCOM NEW29911Q20867817,660SH DFND117,66000
EVERBANK FINANCIAL CORPCOM29977G10216,694857,025SH DFND1857,02500
EVERBRIDGE INCCOM29978A1042,171105,783SH DFND1105,78300
EVERCORE PARTNERS INCCLASS A29977A1051,16814,998SH DFND1 214,99800
EVERCORE PARTNERS INCCLASS A29977A10532,473416,856SH DFND1416,85600
EVEREST RE GROUP LTD COMCOMG3223R10888,187377,289SH DFND1376,02601,263
EVERI HOLDINGS INCCOM30034T10310020,878SH DFND1 220,87800
EVERI HOLDINGS INCCOM30034T1031,794374,645SH DFND1374,64500
EVERSOURCE ENERGYCOM30040W108187,0383,186,475SH DFND13,172,790013,685
EVERTEC INCCOM30040P10310,137637,608SH DFND1637,60800
EVERTEC INCCOM30040P10341526,109SH DFND1 226,10900
EVINE LIVE INCCL A300487105400312,956SH DFND1312,95600
EVOKE PHARMA INCCOM30049G1047123,048SH DFND123,04800
EVOLENT HEALTH INCCL A30050B1012,900130,053SH DFND1130,05300
EVOLUTION PETROLEUM CORPCOM30049A10716720,917SH DFND1 220,91700
EVOLUTION PETROLEUM CORPCOM30049A1071,905238,139SH DFND1238,13900
EVOLVING SYS INC COMCOM NEW30049R20919339,807SH DFND139,80700
EXA CORPORATIONCOM3006145001,21795,843SH DFND195,84300
EXACT SCIENCES CORP COMCOM30063P1051285,446SH DFND1 25,44600
EXACT SCIENCES CORP COMCOM30063P10522,116936,351SH DFND1936,35100
EXACTECH INCCOM30064E1093,051121,104SH DFND1121,10400
EXAR CORP COMCOM3006451085,179398,155SH DFND1398,15500
EXCO RESOURCES INCCOM2692794027881,272,116SH DFND11,270,50301,613
EXELIXIS INC COMCOM30161Q10445,2842,089,751SH DFND12,089,75100
EXELON CORP COMCOM30161N101341,9269,516,009SH DFND19,475,125040,884
EXERGY XXI GULF COAST INCCOM29276K10151117,051SH DFND117,05100
EXFO INCSUB VTG SHS3020461075710,989SH DFND110,98900
EXFO INCSUB VTG SHS302046107529,951SH DFND1 29,95100
EXLSERVICE HOLDINGS INCCOM30208110413,400282,947SH DFND1282,94700
EXONE CO/THECOM30210410480879,324SH DFND179,32400
EXPEDIA INCCOM NEW30212P303152,1391,207,532SH DFND11,198,27409,258
EXPEDITORS INTL WASH INC COMCOM302130109115,7522,051,545SH DFND12,043,62407,921
EXPONENT INCCOM30214U10212,338207,198SH DFND1207,19800
EXPRESS INCCOM30219E103151,656SH DFND1 21,65600
EXPRESS INCCOM30219E1037,601834,402SH DFND1834,40200
EXPRESS SCRP INC COMCOM30219G1081472,237SH DFND1 22,23700
EXPRESS SCRP INC COMCOM30219G108412,4976,266,970SH DFND16,223,482043,488
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P200382,430SH DFND1 22,43000
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P20012,220766,684SH DFND1766,68400
EXTERRAN CORPCOM30227H1068,877282,275SH DFND1282,27500
EXTRA SPACE STORAGE INCCOM30225T102103,2241,389,334SH DFND11,383,88805,446
EXTRACTION OIL & GAS INCCOM30227M1057,560407,564SH DFND1407,56400
EXTREME NETWORKS INC COMCOM30226D1068,1241,081,807SH DFND11,081,80700
EXTREME NETWORKS INC COMCOM30226D10627737,008SH DFND1 237,00800
EXXON MOBIL CORP COMCOM30231G1023,362,13641,054,160SH DFND140,867,5610186,599
EZCORP INC-CL ACL A NON VTG302301106607,442SH DFND1 27,44200
EZCORP INC-CL ACL A NON VTG3023011063,326408,161SH DFND1408,16100
F M C CORP COM NEWCOM NEW30249130388,0471,267,066SH DFND11,261,26505,801
F5 NETWORKS INC COMCOM315616102119,017835,694SH DFND1832,89702,797
F5 NETWORKS INC COMCOM3156161021,2388,684SH DFND1 28,68400
FABRINETSHSG3323L10011,669277,645SH DFND1277,64500
FACEBOOK INC -ACL A30303M1023,286,84323,171,236SH DFND122,999,0170172,219
FACTSET RESH SYS INC COMCOM30307510548,706295,351SH DFND1294,02501,326
FAIR ISAAC INCCOM30325010431,088241,090SH DFND1240,1200970
FAIRMOUNT SANTROL HOLDINGS INCCOM30555Q1087,5681,032,541SH DFND11,032,54100
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603023,178191,496SH DFND1191,49600
FAIRPOINT COMMUNICATIONS INCCOM NEW30556030241525,000SH DFND1 225,00000
FALCONSTOR SOFTWARE INC COMCOM30613710060150,982SH DFND1150,98200
FAMOUS DAVES AMER INC COMCOM30706810611730,474SH DFND130,47400
FANHUA INCSPONSORED ADR30712A103192,300SH DFND1 22,30000
FANHUA INCSPONSORED ADR30712A10316919,615SH DFND119,61500
FARMER BROS CO COMCOM3076751083,09287,471SH DFND187,47100
FARMERS CAP BK CORP COMCOM3095621062,59164,142SH DFND164,14200
FARMERS NATL BANC CORPCOM3096271073,375235,229SH DFND1235,22900
FARMLAND PARTNERS INCCOM31154R1093,010269,549SH DFND1269,54900
FARO TECHNOLOGIES INCCOM3116421024,845135,535SH DFND1135,53500
FASTENAL CO COMCOM311900104164,2693,193,688SH DFND13,172,558021,130
FATE THERAPEUTICS INCCOM31189P102543119,514SH DFND1119,51400
FB FINANCIAL CORPCOM30257X1042,13760,441SH DFND160,44100
FBL FINL GROUP INC CL ACL A30239F1064,98976,239SH DFND175,4940745
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40092551,300SH DFND151,30000
FCB FINANCIAL HOLDINGS-CL ACL A30255G10315,268308,144SH DFND1308,14400
FEDERAL AGRIC MTG CORP CL CCL C3131483064,04770,310SH DFND170,31000
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW313747206108,533814,000SH DFND1810,90203,098
FEDERAL SIGNAL CORP COMCOM31385510812894SH DFND1 289400
FEDERAL SIGNAL CORP COMCOM3138551086,189448,212SH DFND1448,21200
FEDERATED INVS INC PA CL BCL B31421110340715,476SH DFND1 215,47600
FEDERATED INVS INC PA CL BCL B31421110328,5131,082,526SH DFND11,079,22303,303
FEDERATED NATIONAL HOLDING COCOM31422T1014,557261,490SH DFND1261,49000
FEDEX CORP COMCOM31428X106435,6982,236,044SH DFND12,225,444010,600
FELCOR LODGING TR INC COMCOM31430F10137550,000SH DFND1 250,00000
FELCOR LODGING TR INC COMCOM31430F1018,7061,159,333SH DFND11,159,33300
FEMALE HEALTH COMPANY COMCOM3144621029493,905SH DFND193,90500
FENIX PARTS INCCOM31446L10012580,849SH DFND180,84900
FERRARI NVCOMN3167Y10395812,890SH DFND1 212,89000
FERRARI NVCOMN3167Y10347639SH DFND1552087
FERRO CORP COMCOM3154051009,738641,105SH DFND1641,10500
FERROGLOBE PLCSHSG338561081,542149,294SH DFND1149,29400
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810294086,008SH DFND1 286,00800
FIAT CHRYSLER AUTOMOBILES NVSHSN317381029870SH DFND100870
FIBROCELL SCIENCE INCCOM PAR31572130812060,427SH DFND160,42700
FIBROGEN INCCOM31572Q80811,406462,752SH DFND1462,75200
FIDELITY & GUARANTY LIFECOM3157851053,399122,289SH DFND1122,28900
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106253,0133,182,296SH DFND13,167,449014,847
FIDELITY NATL CORP GA COMCOM3163941055,705254,949SH DFND1254,94900
FIESTA RESTAURANT GROUP - W/ICOM31660B1015,500227,303SH DFND1227,30300
FIFTH STREET ASSET MANAGEMENTCL A COM31679P10919542,578SH DFND140,99301,585
FIFTH STREET FINANCE CORPCOM31678A1034910,742SH DFND1 210,74200
FIFTH THIRD BANCORP COMCOM316773100214,4658,454,074SH DFND18,419,981034,093
FIFTH THIRD BANCORP COMCOM316773100291,180SH DFND1 21,18000
FINANCIAL ENGINES INCCOM31748510030,326696,350SH DFND1696,35000
FINANCIAL INSTNS INC COMCOM3175854044,058123,164SH DFND1123,16400
FINISAR COMCOM NEW31787A50733,9091,240,303SH DFND11,240,30300
FINISH LINE INC CL ACL A317923100493,444SH DFND1 23,44400
FINISH LINE INC CL ACL A3179231004,721331,804SH DFND1331,80400
FINJAN HOLDINGS INCCOM NEW31788H30316393,776SH DFND193,77600
FIREEYE INCCOM31816Q10115,7301,247,487SH DFND11,247,48700
FIRST ACCEPTANCE CORPCOM3184571083828,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10233,488852,571SH DFND1849,16003,411
FIRST BANCORP INCCOM31866P1022,14378,643SH DFND178,64300
FIRST BANCORP N C COMCOM3189101066,374217,638SH DFND1217,63800
FIRST BANCORP P R COMCOM NEW31867270614,1012,495,804SH DFND12,495,80400
FIRST BANCSHARES INC/MSCOM31891610394533,161SH DFND133,16100
FIRST BUSEY CORP COMCOM NEW3193832049,406319,939SH DFND1319,4230516
FIRST BUSINESS FINANCIAL SERCOM3193901001,54259,418SH DFND159,41800
FIRST CAPITAL INCCOM31942S10445813,726SH DFND113,72600
FIRST CASH FINL SVCS INC COMCOM33767D10518,665379,759SH DFND1379,5780181
FIRST CMNTY BANCSHARES INC COMCOM31983A1032,886115,605SH DFND1115,60500
FIRST COMMUNITY CORPCOM3198351041,14652,107SH DFND152,10700
FIRST COMMUNITY FINL PARTNERSCOM31985Q1061,783139,872SH DFND1139,87200
FIRST COMWLTH FINL CORP PA COMCOM3198291079,072684,206SH DFND1684,20600
FIRST CONNECTICUT BANCORPCOM3198501032,678108,014SH DFND1108,01400
FIRST CTZNS BANCSHARES INC CL ACL A31946M10324,96174,429SH DFND174,42900
FIRST DATA CORP- CLASS ACOM CL A32008D10622,2371,435,470SH DFND11,435,47000
FIRST DATA CORP- CLASS ACOM CL A32008D106301,947SH DFND1 21,94700
FIRST DEFIANCE FINL CORP COMCOM32006W1064,26486,139SH DFND186,13900
FIRST FINANCIAL NORTHWESTCOM32022K1021,10462,518SH DFND162,51800
FIRST FINL BANCORP OH COMCOM32020910915,985582,337SH DFND1582,33700
FIRST FINL BANKSHARES COMCOM32020R10921,238529,650SH DFND1529,65000
FIRST FINL CORP IND COMCOM3202181004,69298,800SH DFND198,80000
FIRST FOUNDATION INCCOM32026V1043,459223,067SH DFND1223,06700
FIRST HAWAIIAN INCCOM32051X10813,068436,794SH DFND1436,79400
FIRST HORIZON NATL CORP COMCOM32051710533,7011,821,681SH DFND11,814,41607,265
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10328,5671,072,743SH DFND11,069,12703,616
FIRST INTERNET BANCORPCOM3205571011,32244,844SH DFND144,84400
FIRST INTERSTATE BANCSYSTEM INC.COM CL A32055Y20110,563266,411SH DFND1266,41100
FIRST LONG IS CORP COMCOM3207341064,761176,041SH DFND1176,04100
FIRST MERCHANTS CORP COMCOM32081710913,756349,872SH DFND1349,87200
FIRST MID ILL BANCSHARESCOM3208661062,24266,257SH DFND166,25700
FIRST MIDWEST BANCORP DEL COMCOM32086710419,999844,588SH DFND1844,58800
FIRST NBC BANK HLDG COCOM32115D106487121,808SH DFND1121,80800
FIRST NORTHWEST BANCORPCOM33583410799964,507SH DFND164,50700
FIRST POTOMAC REALTY TRUSTCOM33610F1095,310516,628SH DFND1516,62800
FIRST REPUBLIC BANK/SAN FRANCOM33616C10099,2021,057,927SH DFND11,057,92700
FIRST SOLAR INCCOM33643310718,201671,652SH DFND1669,24702,405
FIRST SOLAR INCCOM336433107331,248SH DFND1 21,24800
FIRST SOUTH BANCORP INC VA COMCOM33646W10052943,671SH DFND143,67100
FIRST US BANCSHARES INCCOM33744V10316313,239SH DFND113,23900
FIRST UTD CORP COMCOM33741H10731922,002SH DFND122,00200
FIRSTENERGY CORP COMCOM337932107165,5765,209,630SH DFND15,190,544019,086
FIRSTSERVICE CORPSUB VTG SH33767E1031,16019,189SH DFND119,18900
FIRSTSERVICE CORPSUB VTG SH33767E1034968,208SH DFND1 28,20800
FISERV INC COMCOM337738108273,4852,374,758SH DFND12,359,378015,380
FITBIT INC - ACL A33812L1025,792978,462SH DFND1978,46200
FIVE BELOW INCCOM33829M10120,039462,691SH DFND1462,69100
FIVE OAKS INVESTMENT CORPCOM33830W10642983,765SH DFND183,76500
FIVE PRIME THERAPEUTICS INCCOM33830X1048,662239,635SH DFND1239,63500
FIVE STAR SENIOR LIVING INCCOM33832D106638296,931SH DFND1296,93100
FIVE9 INCCOM3383071015,467332,171SH DFND1332,17100
FLAGSTAR BANCORP INC COMCOM PAR .0013379307054,744168,301SH DFND1168,30100
FLEETCOR TECHNOLOGIES INCCOM33904110529198SH DFND1 219800
FLEETCOR TECHNOLOGIES INCCOM33904110596,370636,661SH DFND1636,66100
FLEX LTDORDY2573F1025,042301,664SH DFND1301,66400
FLEX LTDORDY2573F10223614,107SH DFND1 214,10700
FLEX PHARMA INCCOM33938A10535680,986SH DFND180,98600
FLEXION THERAPEUTICS INCOM33938J1065,499204,357SH DFND1204,35700
FLEXSTEEL INDS INC COMCOM3393821034348,618SH DFND1 28,61800
FLEXSTEEL INDS INC COMCOM3393821037,679152,372SH DFND1152,37200
FLIR SYS INC COMCOM30244510153,8761,486,886SH DFND11,480,90505,981
FLOTEK INDUSTRIES INCCOM3433891025,363419,346SH DFND1419,34600
FLOWERS FOODS INC COMCOM34349810126,1871,349,190SH DFND11,343,48305,707
FLOWSERVE CORP COMCOM34354P10563,4221,311,717SH DFND11,305,75005,967
FLUIDIGM CORPCOM34385P1082388SH DFND1 238800
FLUIDIGM CORPCOM34385P1081,240217,933SH DFND1217,93300
FLUOR CORP NEW COMCOM34341210272,1841,373,710SH DFND11,367,67106,039
FLUOR CORP NEW COMCOM343412102571,091SH DFND1 21,09100
FLUSHING FINL CORP COMCOM3438731056,382237,527SH DFND1237,52700
FNB CORP PA COMCOM30252010137,0652,492,606SH DFND12,478,584014,022
FNF GROUPFNF GROUP COM31620R30380,0682,056,858SH DFND12,056,85800
FNFV GROUPFNFV GROUP COM31620R4026,904521,072SH DFND1521,07200
FOAMIX PHARMACEUTICALS LTDSHSM461351059920,093SH DFND120,09300
FOGO DE CHAO INCCOM34417710082150,548SH DFND150,54800
FONAR CORP COMCOM NEW34443740571040,488SH DFND140,48800
FONAR CORP COMCOM NEW3444374051357,733SH DFND1 27,73300
FOOT LOCKER INC COMCOM344849104115,2351,542,190SH DFND11,536,19605,994
FOOT LOCKER INC COMCOM34484910415209SH DFND1 220900
FORD MTR CO DELCOM PAR $0.01345370860475,29240,886,434SH DFND140,699,5470186,887
FORD MTR CO DELCOM PAR $0.01345370860141,210SH DFND1 21,21000
FOREST CITY REALTY TRUST- ACOM CL A34560510944,5622,046,045SH DFND12,046,04500
FORESTAR REAL ESTATE GRP-W/ICOM3462331093,650267,465SH DFND1267,46500
FORM HOLDINGS CORPCOM34634E102243112,055SH DFND1112,05500
FORMFACTOR INCCOM3463751086,715566,722SH DFND1566,72200
FORRESTER RESH INC COMCOM3465631093,58690,223SH DFND190,22300
FORTERRA INCCOM34960W1063,451177,008SH DFND1177,00800
FORTINET INC.COM34959E10945,5861,189,110SH DFND11,184,50104,609
FORTIVE CORPCOM34959J108190,2733,163,848SH DFND13,150,599013,249
FORTRESS BIOTECH INCCOM34960Q1091,067288,566SH DFND1288,56600
FORTRESS INVESTMENT GRP-REDHCL A34958B10619825,000SH DFND1 225,00000
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10691,3601,503,520SH DFND11,496,85506,665
FORUM ENERGY TECHNOLOGIES INCCOM34984V10011,158539,052SH DFND1539,05200
FORWARD AIR CORP COMCOM34985310111,869249,516SH DFND1249,51600
FORWARD INDUSTRIES INC-N YCOM NEW3498623002218,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1065,915339,015SH DFND1339,01500
FOSSIL GROUP INCCOM34988V106975,583SH DFND1 25,58300
FOSTER L B CO COMCOM35006010969355,483SH DFND155,48300
FOUNDATION BLDG MRL INC-REDHCOM3503921061,54396,643SH DFND196,64300
FOUNDATION MEDICINE INCCOM3504651001946,034SH DFND1 26,03400
FOUNDATION MEDICINE INCCOM3504651004,326134,148SH DFND1134,14800
FOUR CORNERS PROPERTY TRUST INCCOM35086T10918,894827,618SH DFND1826,8890729
FOX FACTORY HOLDING CORPCOM35138V1027,528262,331SH DFND1262,33100
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010643528,012SH DFND126,80001,212
FRANCESCAS HOLDINGS CORPCOM3517931044,661303,702SH DFND1303,70200
FRANCESCAS HOLDINGS CORPCOM351793104382,499SH DFND1 22,49900
FRANKLIN COVEY CO COMCOM3534691091,68983,646SH DFND183,64600
FRANKLIN ELEC INC COMCOM35351410214,275331,594SH DFND1331,59400
FRANKLIN FINANCIAL NETWORKCOM35352P1043,72796,189SH DFND196,18900
FRANKLIN RES INC COMCOM354613101148,5443,529,852SH DFND13,514,946014,906
FRANKLIN STREET PROPERTIES CCOM35471R10611,676961,847SH DFND1961,84700
FRANKS INTERNATIONAL NVCOMN334621074,009379,323SH DFND1378,5620761
FREDS INC CL ACL A3561081003,662279,569SH DFND1279,56900
FREEPORT-MCMORAN COPPER & G CL BCL B35671D857172,98612,966,422SH DFND112,906,397060,025
FREIGHTCAR AMERICA INCCOM3570231001,23998,883SH DFND198,88300
FREQUENCY ELECTRS INC COMCOM35801010629626,924SH DFND126,92400
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291062826,695SH DFND15,7350960
FRESH DEL MONTE PRODUCE INC ORDORDG3673810521,803368,118SH DFND1368,11800
FRESH DEL MONTE PRODUCE INC ORDORDG367381051151,951SH DFND1 21,95100
FRESHPET INCCOM3580391051,775161,411SH DFND1161,41100
FRIEDMAN INDUSTRIES INCCOM35843510514021,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM35906A10821,76510,174,656SH DFND110,133,753040,903
FRONTLINE LTDSHS NEWG3682E192770114,371SH DFND1114,37100
FRP HOLDINGS INCCOM30292L1071,77344,345SH DFND144,34500
FTD COMPANIES INCCOM30281V1082,852141,628SH DFND1141,62800
FTI CONSULTING INC COMCOM3029411091373,343SH DFND1 23,34300
FTI CONSULTING INC COMCOM30294110913,815335,582SH DFND1334,31401,268
FUEL-TECH N.V.COM359523107131129,368SH DFND1129,36800
FUELCELL ENERGY INC COMCOM NEW35952H502361263,067SH DFND1263,06700
FULGENT GENETICS INCCOM35966410916415,051SH DFND115,05100
FULL HOUSE RESORTS INCCOM3596781095924,413SH DFND124,41300
FULLER H B CO COMCOM35969410620,177391,338SH DFND1391,33800
FULTON FINL CORP PA COMCOM36027110033,7711,891,976SH DFND11,886,62705,349
FUSION TELECOMMUNICATIONS INCOM NEW36113B4007648,146SH DFND148,14600
FUTUREFUEL CORPCOM36116M1066,606465,907SH DFND1465,90700
G-III APPAREL GROUP LTD COMCOM36237H1017,784355,638SH DFND1355,63800
GABELLI SMALL AND MID CAP VALUE TRUSTCOM36249W10431827,949SH DFND1 227,94900
GAIA INC CL ACL A36269P10498298,783SH DFND198,78300
GAIN CAPITAL HOLDINGS INCCOM36268W1002,384286,255SH DFND1286,25500
GAIN CAPITAL HOLDINGS INCCOM36268W10036443,810SH DFND1 243,81000
GALAPAGOS NV - SPON ADRSPON ADR36315X1014355,057SH DFND15,05700
GALECTIN THERAPEUTICS INCCOM NEW363225202250109,011SH DFND1109,01100
GALENA BIOPHARMA INCCOM NEW36325650462102,698SH DFND1102,69800
GALLAGHER ARTHUR J & CO COMCOM36357610999,8711,768,881SH DFND11,761,17707,704
GAMCO INVESTORS INC - ACL A COM36143810498333,228SH DFND133,22800
GAMESTOP CORP CL ACL A36467W10918,822834,683SH DFND1830,17304,510
GAMING AND LEISURE PROPERTIES INCCOM36467J10852,3171,565,453SH DFND11,565,45300
GANNETT CO INCCOM36473H1047,881940,496SH DFND1940,0110485
GANNETT CO INCCOM36473H104172,030SH DFND1 22,03000
GAP INC DEL COMCOM36476010822929SH DFND1 292900
GAP INC DEL COMCOM36476010877,3993,189,532SH DFND13,178,886010,646
GARMIN LTD ORDSHSH2906T10964,5941,265,406SH DFND11,259,47805,928
GARTNER INC COMCOM36665110767,438624,708SH DFND1622,14702,561
GAS NATURAL INCCOM36720410462148,909SH DFND148,90900
GASLOG LTDSHSG375851091,03267,250SH DFND167,25000
GASTAR EXPLORATION LTDCOM36729W2021,197777,557SH DFND1777,55700
GATX CORP COMCOM36144810317,918293,933SH DFND1292,71301,220
GCP APPLIED TECHNOLOGIES - W/ICOM36164Y10117,995551,171SH DFND1551,17100
GDS HOLDINGS LTD ADRSPONSORED ADR36165L10810412,686SH DFND112,68600
GENCO SHIPPING & TRADING LTDSHSY2685T13151941,565SH DFND141,56500
GENCOR INDUSTRIES INCCOM36867810880353,776SH DFND153,77600
GENER8 MARITIME INCCOMY268891083,512619,452SH DFND1619,45200
GENERAC HOLDINGS INCCOM36873610418,610499,222SH DFND1499,22200
GENERAL AMERICAN INVESTORSCOM3688021045,017149,732SH DFND1 2149,73200
GENERAL CABLE CORP DEL NEW COMCOM3693001086,936386,417SH DFND1385,05901,358
GENERAL COMMUNICATION INC CL ACL A3693851094,942237,644SH DFND1237,64400
GENERAL DYNAMICS CORP COMCOM369550108546,0402,920,756SH DFND12,908,446012,310
GENERAL ELEC CO COMCOM3696041032,510,30784,359,884SH DFND183,964,2890395,595
GENERAL FINANCE CORP/DECOM3698221018817,440SH DFND117,44000
GENERAL MLS INC COMCOM3703341042013,413SH DFND1 23,41300
GENERAL MLS INC COMCOM370334104342,4415,811,244SH DFND15,784,147027,097
GENERAL MOLY INCCOM370373102131263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100496,67414,065,241SH DFND114,004,624060,617
GENERAL MOTORS COCOM37045V1002176,146SH DFND1 26,14600
GENESCO INC COMCOM37153210210,290185,588SH DFND1185,58800
GENESCO INC COMCOM3715321021582,850SH DFND1 22,85000
GENESEE & WYO INC CL ACL A37155910532,211474,673SH DFND1472,76601,907
GENESIS HEALTHCARE INCCL A COM37185X106557211,112SH DFND1211,11200
GENIE ENERGY LTD - BCL B372284208804111,074SH DFND1111,07400
GENMARK DIAGNOSTICS INCCOM3723091044,871379,992SH DFND1379,99200
GENMARK DIAGNOSTICS INCCOM372309104766,002SH DFND1 26,00200
GENOCEA BIOSCIENCES INCCOM372427104903148,370SH DFND1148,37000
GENOMIC HEALTH INCCOM37244C1016,405203,425SH DFND1203,42500
GENOMIC HEALTH INCCOM37244C101752,413SH DFND1 22,41300
GENPACT LTDSHSG3922B10725,3881,025,375SH DFND11,025,37500
GENTEX CORP COMCOM37190110967,4793,163,596SH DFND13,153,071010,525
GENTHERM INCCOM37253A10311,505293,124SH DFND1293,044080
GENUINE PARTS CO COMCOM3724601051091,180SH DFND1 21,18000
GENUINE PARTS CO COMCOM372460105142,4521,543,580SH DFND11,536,30107,279
GENVEC INCCOM PAR37246C40610417,218SH DFND117,21800
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10615,9023,859,751SH DFND13,841,300018,451
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10620650,000SH DFND1 250,00000
GEO GROUP INC/THECOM36162J10632705SH DFND1 270500
GEO GROUP INC/THECOM36162J10629,412634,310SH DFND1631,76602,544
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,769109,010SH DFND1109,01000
GERMAN AMERN BANCORP COMCOM3738651045,477115,711SH DFND1115,71100
GERON CORP COMCOM3741631032,7511,212,214SH DFND11,212,0180196
GETTY RLTY CORP NEW COMCOM3742971095,783228,888SH DFND1228,88800
GEVO INCCOM PAR3743963074237,103SH DFND137,10300
GGP INCCOM36174X101154,1726,659,111SH DFND16,633,885025,226
GGP INCCOM36174X101281,220SH DFND1 21,22000
GIBRALTAR INDUSTRIES INCCOM37468910711,014267,349SH DFND1267,34900
GIGA TRONICS INC COMCOM3751751061519,463SH DFND119,46300
GIGAMON INCCOM37518B1028,217231,166SH DFND1231,16600
GIGPEAK INCCOM37518Q1091,319428,292SH DFND1428,29200
GILAT SATELLITE NETWORKSSHS NEWM5147411815230,131SH DFND130,13100
GILEAD SCIENCES INC COMCOM3755581033575,264SH DFND1 25,26400
GILEAD SCIENCES INC COMCOM375558103977,61614,411,834SH DFND114,314,346097,488
GLACIER BANCORP INC NEW COMCOM37637Q10521,090621,578SH DFND1621,57800
GLADSTONE COMMERCIAL CORPCOM3765361085,080245,772SH DFND1245,77200
GLADSTONE LAND CORPCOM37654910189880,926SH DFND180,92600
GLASSBRIDGE ENTERPRISES INCCOM3771851037716,103SH DFND116,10300
GLATFELTER COMCOM3773161047,187330,596SH DFND1330,59600
GLAUKOS CORPCOM3773221025,180100,987SH DFND1100,98700
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1055,444129,145SH DFND1127,16901,976
GLEN BURNIE BANCORPCOM37740710122318,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCCOM37890U1089,015244,667SH DFND1244,66700
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1032336,783SH DFND1 26,78300
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1039,714282,388SH DFND1282,38800
GLOBAL BROKERAGE INCCL A NEW37891B1098832,820SH DFND132,82000
GLOBAL EAGLE ACQUISITION CORPCOM37951D1021,360426,629SH DFND1426,62900
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,81073,010SH DFND173,01000
GLOBAL MEDICAL REIT INCCOM NEW37954A20425127,731SH DFND127,73100
GLOBAL NET LEASE INCCOM NEW379378201421,782SH DFND1 21,78200
GLOBAL NET LEASE INCCOM NEW37937820110,438433,481SH DFND1433,48100
GLOBAL PMTS INC COMCOM37940X102115,1091,428,840SH DFND11,422,19906,641
GLOBAL SHIP LEASE INCSHS AY271831052215,004SH DFND1 215,00400
GLOBAL SOURCES LIMITEDORDG39300101910110,370SH DFND1110,37000
GLOBAL WATER RESOURCES INCCOM37946310219222,158SH DFND122,15800
GLOBALSCAPE INCCOM37940G10911529,423SH DFND129,42300
GLOBALSTAR INCCOM3789734084,2952,684,926SH DFND12,684,92600
GLOBANT SACOML443851091,54242,388SH DFND142,38800
GLOBUS MARITIME LTDSHS NEWY272653087215,595SH DFND115,59500
GLOBUS MEDICAL INC- ACL A37957720822,228750,463SH DFND1748,24402,219
GLOWPOINT INCCOM NEW379887201100340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901061,995879,018SH DFND1879,01800
GLYCOMIMETICS INCCOM38000Q10251594,985SH DFND194,98500
GMS INCCOM36251C1034,957141,483SH DFND1141,48300
GNC HOLDINGS INC-CL ACOM CL A36191G10722030,000SH DFND1 230,00000
GNC HOLDINGS INC-CL ACOM CL A36191G10710,7971,467,030SH DFND11,466,1570873
GODADDY INC - CLASS ACL A38023710714,502382,648SH DFND1382,64800
GODADDY INC - CLASS ACL A380237107762,023SH DFND1 22,02300
GOGO INCCOM38046C1095,259478,126SH DFND1478,12600
GOLAR LNG LTDSHSG9456A1006,514233,239SH DFND1232,9360303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10252823,676SH DFND123,67600
GOLD RESOURCES CORPCOM38068T1052,046452,693SH DFND1452,69300
GOLDEN ENTERTAINMENT INCCOM38101310186865,640SH DFND165,64000
GOLDEN MINERALS COMPANYCOM381119106149236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG3963720515019,658SH DFND1 219,65800
GOLDEN OCEAN GROUP LTDSHS NEWG3963720549865,189SH DFND165,18900
GOLDFIELD CORPCOM381370105821142,790SH DFND1142,79000
GOLDFIELD CORPCOM38137010527347,601SH DFND1 247,60100
GOLDMAN SACHS GROUP INC COMCOM38141G104858,6923,743,111SH DFND13,727,084016,027
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087917956,983SH DFND156,98300
GOODYEAR TIRE & RUBR CO COMCOM38255010198,3732,736,164SH DFND12,725,298010,866
GOPRO INC - CL ACL A38268T1036,997804,345SH DFND1803,6920653
GORMAN RUPP CO COMCOM3830821044,166132,688SH DFND1132,68800
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10312,010573,837SH DFND1573,83700
GP STRATEGIES CORP COMCOM36225V1042,773109,633SH DFND1109,63300
GPRE 3 1/4 10/01/18NOTE 3.250%10/0393222AD62,6422,000,000PRN DFND1 22,000,00000
GRACE W R & CO DEL NEW COMCOM38388F10836,128518,485SH DFND1518,48500
GRACO INC COMCOM38410910438,623410,275SH DFND1408,53601,739
GRAHAM CORPCOM3845561061,50765,549SH DFND165,54900
GRAHAM HOLDINGS COCOM38463710422,01236,715SH DFND136,5710144
GRAINGER W W INC COMCOM38480210428124SH DFND1 212400
GRAINGER W W INC COMCOM384802104143,934619,134SH DFND1616,52302,611
GRAMERCY PROPERTY TRUSTCOM NEW38500230827,9881,064,202SH DFND11,064,20200
GRAND CANYON EDUCATION-REDHCOM38526M10627,825388,567SH DFND1388,56700
GRANITE CONSTR INC COMCOM38732810715,609311,017SH DFND1309,79501,222
GRAPHIC PACKAGING HOLDING COCOM38868910129,6202,301,493SH DFND12,301,49300
GRAY TELEVISION INC COMCOM3893751067,299503,391SH DFND1503,39100
GREAT AJAX CORPCOM38983D3001,315100,842SH DFND1100,84200
GREAT ELM CAPITAL GROUP INCCOM NEW39036P20911635,396SH DFND135,39600
GREAT LAKES DREDGE&DOCK CORPCOM3906071091,800450,229SH DFND1450,22900
GREAT PLAINS ENERGY INC COMCOM39116410049,0581,678,922SH DFND11,672,20106,721
GREAT SOUTHN BANCORP INC COMCOM3909051076,047119,743SH DFND1119,74300
GREAT WESTERN BANCORP INCCOM39141610421,756513,008SH DFND1513,00800
GREATER CHINA FD INCCOM00303110114513,869SH DFND1 213,86900
GREEN BANCORP INCCOM39260X1003,421192,203SH DFND1192,20300
GREEN BRICK PARTNERS INCCOM3927091012,067207,783SH DFND1207,78300
GREEN DOT CORP - CLASS ACL A39304D10211,694350,560SH DFND1350,56000
GREEN DOT CORP - CLASS ACL A39304D102922,775SH DFND1 22,77500
GREEN PLAINS INCCOM3932221047,216291,588SH DFND1291,1670421
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110620910,415SH DFND110,41500
GREEN PLAINS PARTNERS LPCOM REP PTR IN3932211061557,753SH DFND1 27,75300
GREENBRIER COS INC COMCOM39365710117,725411,258SH DFND1411,1390119
GREENBRIER COS INC COMCOM3936571011212,823SH DFND1 22,82300
GREENHILL & CO INC COMCOM3952591046,614225,753SH DFND1225,1970556
GREENHILL & CO INC COMCOM3952591041103,757SH DFND1 23,75700
GREENLIGHT CAPITAL RECLASS AG4095J1095,268238,388SH DFND1238,38800
GREIF INCCL A39762410715,276277,300SH DFND1276,3040996
GREIF INCCL B3976242061,03815,909SH DFND115,90900
GRIFFIN INDUSTRIAL REALTY INCCOM39823110037011,955SH DFND111,95500
GRIFFON CORP COMCOM3984331026,111247,928SH DFND1247,92800
GRIFOLS SA-ADRSP ADR REP B NVT3984384081,54581,876SH DFND180,24301,633
GRIFOLS SA-ADRSP ADR REP B NVT39843840840921,715SH DFND1 221,71500
GROUP 1 AUTOMOTIVE INC COMCOM39890510913,290179,405SH DFND1179,40500
GROUP 1 AUTOMOTIVE INC COMCOM3989051093534,774SH DFND1 24,77400
GROUPON INCCOM39947310712,3603,145,124SH DFND13,145,12400
GRUBHUB INCCOM40011010221,022639,165SH DFND1639,16500
GRUBHUB INCCOM40011010225762SH DFND1 276200
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910094925,090SH DFND125,09000
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001754,627SH DFND1 24,62700
GSE SYSTEMS INCCOM36227K10611433,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10683295,704SH DFND195,70400
GSVC 5 1/4 09/15/18NOTE 5.250% 9/136191JAB72,0332,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM3623931005,000205,372SH DFND1205,37200
GTX INCCOM NEW40052B20719239,531SH DFND139,53100
GUARANTY BANCORPCOM NEW40075T6074,978204,446SH DFND1204,44600
GUESS INC COMCOM4016171055,354480,269SH DFND1477,99302,276
GUIDANCE SOFTWARE INCCOM401692108890150,854SH DFND1150,85400
GUIDEWIRE SOFTWARE INCCOM40171V10029,642526,230SH DFND1526,23000
GULF ISLAND FABRICATION INC COMCOM40230710292079,713SH DFND179,71300
GULF RESOURCES INCCOM PAR $0.000540251W3094123,192SH DFND123,19200
GULFMARK OFFSHORE INC COMCL A NEW40262920844126,894SH DFND1126,89400
GULFPORT ENERGY CORPCOM NEW40263530423,0431,340,493SH DFND11,335,60004,893
GW PHARMACEUTICALS PLC ADRADS36197T1031,43811,893SH DFND111,89300
H D F C BANK LTDADR REPS 3 SHS40415F1012,59734,538SH DFND133,48001,058
H&E EQUIPMENT SERVICES INCCOM4040301086,339258,547SH DFND1258,54700
HABIT RESTAURANTS INCCOM CL A40449J1032,481140,205SH DFND1140,20500
HACKETT GROUP INC/THECOM40460910944722,943SH DFND1 222,94300
HACKETT GROUP INC/THECOM4046091094,874250,123SH DFND1250,12300
HAEMONETICS CORP COMCOM40502410018,096446,049SH DFND1446,04900
HAIN CELESTIAL GROUP INC COMCOM40521710030,389816,930SH DFND1813,72103,209
HALCON RESOURCES CORPCOM PAR NEW40537Q6051,067138,693SH DFND1138,69300
HALCON RESOURCES CORP WARRANT*W EXP 09/09/20240537Q1183520,000SH DFND1 220,00000
HALLADOR ENERGY COCOM40609P105912113,941SH DFND1113,94100
HALLADOR ENERGY COCOM40609P1054564SH DFND1 256400
HALLIBURTON CO COMCOM406216101711,463SH DFND1 21,46300
HALLIBURTON CO COMCOM406216101406,4778,272,098SH DFND18,232,983039,115
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,00490,895SH DFND190,89500
HALOZYME THERAPEUTICS INCCOM40637H10912,439959,841SH DFND1959,84100
HALOZYME THERAPEUTICS INCCOM40637H109342,659SH DFND1 22,65900
HALYARD HEALTH INC - W/ICOM40650V10015,288401,376SH DFND1399,92801,448
HANCOCK HLDG CO COMCOM41012010931,601693,774SH DFND1690,47403,300
HANDY & HARMAN LTDCOM4103151051,19143,797SH DFND143,79700
HANESBRANDS INCCOM41034510281,3003,921,430SH DFND13,903,627017,803
HANMI FINL CORP COMCOM NEW4104952048,893289,221SH DFND1289,22100
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1007,164354,665SH DFND1354,66500
HANOVER INSURANCE GROUP INC/THCOM41086710530,120334,450SH DFND1333,13901,311
HARBORONE BANCORP INCCOM41165F1014,229222,739SH DFND1222,73900
HARDINGE INC COMCOM41232430390280,250SH DFND180,25000
HARLEY DAVIDSON INC COMCOM412822108100,3671,661,387SH DFND11,653,26808,119
HARMONIC INC COMCOM4131601023,788636,749SH DFND1636,74900
HARMONY GOLD MNG LTDSPONSORED ADR41321630062,513SH DFND1002,513
HARMONY GOLD MNG LTDSPONSORED ADR41321630014459,115SH DFND1 259,11500
HARRIS CORP DEL COMCOM413875105136,1571,225,378SH DFND11,219,59405,784
HARRIS CORP DEL COMCOM41387510544396SH DFND1 239600
HARSCO CORP COMCOM4158641077,404580,745SH DFND1580,74500
HARTE-HANKS INC COMCOM416196103354253,385SH DFND1250,88602,499
HARTFORD FINL SVCS GROUP IN COMCOM416515104175,9983,666,465SH DFND13,649,616016,849
HARVARD BIOSCIENCE INC COMCOM416906105396152,603SH DFND1152,60300
HARVEST NATURAL RESOURCES INCCOM NEW41754V20240761,355SH DFND161,35500
HASBRO INC COMCOM418056107122,0801,224,553SH DFND11,215,86008,693
HAVERTY FURNITURE INC COMCOM4195961013,571146,680SH DFND1146,68000
HAWAIIAN ELEC INDUSTRIES COMCOM41987010028,097843,524SH DFND1840,17103,353
HAWAIIAN HOLDINGS INCCOM41987910134,309738,643SH DFND1738,64300
HAWAIIAN HOLDINGS INCCOM41987910129626SH DFND1 262600
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,83780,185SH DFND180,18500
HAWKINS INCCOM4202611094,03682,368SH DFND182,36800
HAWTHORN BANCSHARES INCCOM42047610398747,704SH DFND147,70400
HAYNES INTERNATIONAL INCCOM NEW4208772013,853101,093SH DFND1101,09300
HC2 HOLDINGS INCCOM4041391071,556251,046SH DFND1251,04600
HCA HOLDINGS INC.COM40412C101235,3182,648,350SH DFND12,635,871012,479
HCI GROUP INCCOM40416E1032,90563,755SH DFND163,675080
HCP INCCOM40414L109167,3105,355,242SH DFND15,334,621020,621
HD SUPPLY HOLDINGS INCCOM40416M1051062,587SH DFND1 22,58700
HD SUPPLY HOLDINGS INCCOM40416M10571,6231,741,608SH DFND11,741,60800
HEADWATERS INC COMCOM42210P10223410,000SH DFND1 210,00000
HEADWATERS INC COMCOM42210P10213,339568,117SH DFND1568,11700
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K1061,00762,992SH DFND162,99200
HEALTHCARE RLTY TR COMCOM42194610435,2601,084,930SH DFND11,081,34103,589
HEALTHCARE SVCS GRP INC COMCOM42190610825,397589,402SH DFND1589,40200
HEALTHCARE TRUST OF AMERICACL A NEW42225P50133,5391,066,103SH DFND11,066,10300
HEALTHEQUITY INCCOM42226A10732765SH DFND1 276500
HEALTHEQUITY INCCOM42226A10715,478364,636SH DFND1364,63600
HEALTHSOUTH CORP COMCOM NEW42192430938,094889,845SH DFND1886,36703,478
HEALTHSTREAM INCCOM42222N1035,079209,652SH DFND1209,65200
HEARTLAND EXPRESS INC COMCOM4223471048,810439,451SH DFND1439,45100
HEARTLAND FINANCIAL USA INCCOM42234Q1029,625192,703SH DFND1192,70300
HEAT BIOLOGICS INCCOM42237K1027179,837SH DFND179,83700
HECLA MNG CO COMCOM42270410616,0463,033,385SH DFND13,033,38500
HEICO CORP NEW COMCOM42280610913,919159,627SH DFND1159,62700
HEICO CORP-CL ACL A42280620820,185269,145SH DFND1269,14500
HEIDRICK & STRUGGLES INTL I COMCOM4228191023,897147,909SH DFND1147,5190390
HELEN OF TROY CORP LTD COMCOMG4388N10638407SH DFND1 240700
HELEN OF TROY CORP LTD COMCOMG4388N10621,381226,976SH DFND1226,1370839
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P1078,3571,075,670SH DFND11,075,67000
HELMERICH & PAYNE INC COMCOM42345210170,0251,053,407SH DFND11,048,00305,404
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q1031,11294,714SH DFND194,71400
HEMISPHERX BIOPHARMA INC COMCOM NEW42366C3014074,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510030718,296SH DFND118,29600
HENRY JACK & ASSOC INC COMCOM42628110156,879610,946SH DFND1608,53802,408
HERBALIFE LTDCOM USD SHSG4412G10130,969532,678SH DFND1532,67800
HERC HOLDINGS INCCOM42704L1048,967183,422SH DFND1183,42200
HERITAGE COMMERCE CORP COMCOM4269271095,170366,672SH DFND1366,67200
HERITAGE FINL CORP WASH COMCOM42722X1066,344256,354SH DFND1256,35400
HERITAGE INSURANCE HOLDINGSCOM42727J1024,752372,147SH DFND1372,14700
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M1061,479107,992SH DFND1107,99200
HERON THERAPEUTICS INCCOM4277461025,394359,640SH DFND1359,64000
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255008,503452,540SH DFND1452,54000
HERSHEY CO/THECOM427866108161,0431,476,041SH DFND11,469,68106,360
HERTZ GLOBAL HOLDINGS INCCOM42806J1069,428537,546SH DFND1537,54600
HESKA CORP COMCOM RESTRC NEW42805E3065,67754,081SH DFND154,08100
HESS CORP COMCOM42809H10772315,000SH DFND1 215,00000
HESS CORP COMCOM42809H107127,7792,654,202SH DFND12,642,575011,627
HEWLETT PACKARD CO COMCOM40434L10537521,011SH DFND1 221,01100
HEWLETT PACKARD CO COMCOM40434L105323,30818,105,597SH DFND118,022,783082,814
HEWLETT PACKARD ENTERPRISECOM42824C109369,74015,623,957SH DFND115,548,694075,263
HEXCEL CORP NEW COMCOM42829110837,346684,634SH DFND1684,63400
HFF INC-CLASS ACL A40418F108321,165SH DFND1 21,16500
HFF INC-CLASS ACL A40418F1087,364266,145SH DFND1266,14500
HIBBETT SPORTS INCCOM4285671015,865198,842SH DFND1198,84200
HIBBETT SPORTS INCCOM428567101632,153SH DFND1 22,15300
HIGHPOWER INTERNATIONAL INCCOM43113X1014511,633SH DFND111,63300
HIGHWOODS PPTYS INC COMCOM43128410829603SH DFND1 260300
HIGHWOODS PPTYS INC COMCOM43128410846,669949,909SH DFND1946,77503,134
HILL INTERNATIONAL INCCOM431466101963232,145SH DFND1232,14500
HILL-ROM HOLDINGS INCCOM43147510233,152469,582SH DFND1467,53402,048
HILLENBRAND INC -SPNCOM43157110814401SH DFND1 240100
HILLENBRAND INC -SPNCOM43157110817,176479,116SH DFND1479,11600
HILLTOP HOLDINGSCOM43274810118,688680,323SH DFND1680,32300
HILLTOP HOLDINGSCOM43274810119728SH DFND1 272800
HILTON GRAND VACATIONS INCCOM43283X10511,207391,050SH DFND1391,05000
HILTON WORLDWIDE HOLDINGS INCOM43300A20376,4771,308,748SH DFND11,308,74800
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10650955,892SH DFND155,89200
HINGHAM INSTITUTION FOR SVGSCOM4333231022,73015,438SH DFND115,43800
HLIT 4 12/01/2020NOTE 4.000%12/0413160AB85,0014,000,000PRN DFND1 24,000,00000
HMS HOLDINGS CORPCOM40425J10119,035936,305SH DFND1936,30500
HNI CORP COMCOM40425110016,374355,272SH DFND1353,15302,119
HNI CORP COMCOM404251100251SH DFND1 25100
HOLLY ENERGY PARTNERS LPCOM UT LTD PTN43576310759116,557SH DFND1 216,55700
HOLLYFRONTIER CORPCOM43610610838,1191,345,508SH DFND11,339,20706,301
HOLLYSYS AUTOMATION TECHNOLOGISHSG4566710554432,133SH DFND132,13300
HOLLYSYS AUTOMATION TECHNOLOGISHSG45667105181,081SH DFND1 21,08100
HOLOGIC INC COMCOM436440101132,4363,116,256SH DFND13,096,242020,014
HOLOGIC INC COMCOM4364401014110SH DFND1 211000
HOME BANCORP INCCOM43689E1071,12333,284SH DFND133,28400
HOME BANCSHARES INCCOM43689320030,7711,136,720SH DFND11,136,72000
HOME DEPOT INC COMCOM4370761021,812,28412,359,642SH DFND112,304,150055,492
HOME DEPOT INC COMCOM4370761022041,390SH DFND1 21,39000
HOMESTREET INCCOM43785V1025,991214,354SH DFND1214,35400
HOMETRUST BANCSHARES INCCOM4378721043,459147,201SH DFND1147,20100
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830875224,877SH DFND122,17402,703
HONEYWELL INTL INC COMCOM438516106955,4607,662,095SH DFND17,629,161032,934
HOOKER FURNITURE CORPCOM4390381002,96495,489SH DFND195,48900
HOPE BANCORP INCCOM43940T10920,1161,049,364SH DFND11,049,36400
HOPFED BANCORP INCCOM43973410433623,557SH DFND123,55700
HORACE MANN EDUCATORS CORP COMCOM44032710412,110295,018SH DFND1295,01800
HORIZON BANCORP INDIANACOM4404071044,324164,916SH DFND1164,91600
HORIZON GLOBAL CORP-W/ICOM44052W1042,235161,076SH DFND1161,07600
HORIZON PHARMA PLCSHSG4617B10520,3611,377,641SH DFND11,377,64100
HORIZON PHARMA PLCSHSG4617B105281,940SH DFND1 21,94000
HORMEL FOODS CORP COMCOM44045210029866SH DFND1 286600
HORMEL FOODS CORP COMCOM44045210099,3842,873,657SH DFND12,861,158012,499
HORNBECK OFFSHORE SERVICES COMCOM440543106999225,599SH DFND1225,59900
HORTONWORKS INCCOM4408941033,576364,550SH DFND1364,55000
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10257,3721,819,622SH DFND11,813,25506,367
HOST MARRIOTT CORP NEW COMCOM44107P104178,0509,552,263SH DFND19,520,189032,074
HOSTESS BRANDS INCCL A44109J1064,525285,147SH DFND1285,14700
HOSTESS BRANDS INC-A*W EXP 11/04/20244109J1142,131764,003SH DFND1 2764,00300
HOUGHTON MIFFLIN HARCOURT COCOM44157R1099,209907,299SH DFND1907,29900
HOULIHAN LOKEY INCCL A4415931003329,644SH DFND1 29,64400
HOULIHAN LOKEY INCCL A4415931008,302240,994SH DFND1240,99400
HOUSTON AMERICAN ENERGY CORPCOM44183U10036135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10963594,115SH DFND194,11500
HOVNANIAN ENTERPRISES INC CL ACL A4424872032,018889,371SH DFND1889,37100
HOVNANIAN ENTERPRISES INC CL ACL A442487203136,164SH DFND1 26,16400
HOWARD BANCORP INCCOM44249610541922,411SH DFND122,41100
HOWARD HUGHES CORPCOM44267D10732,565277,745SH DFND1277,74500
HRG GROUP INCCOM40434J10020,0581,038,249SH DFND11,038,24900
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804066,006147,142SH DFND1144,37102,771
HSN INCCOM40430310911,304304,694SH DFND1303,32601,368
HTG MOLECULAR DIAGNOSTICS INCCOM40434H10413719,859SH DFND119,85900
HUB GROUP INC CL ACL A44332010612,636272,345SH DFND1272,34500
HUBBELL INC CL BCOM44351060748,341402,682SH DFND1401,08001,602
HUBBELL INC CL BCOM44351060712106SH DFND1 210600
HUBSPOT INCCOM44357310014,241235,210SH DFND1235,21000
HUDSON GLOBAL INCCOM44378710612297,172SH DFND197,17200
HUDSON PACIFIC PROPERTIES INCCOM44409710929858SH DFND1 285800
HUDSON PACIFIC PROPERTIES INCCOM44409710946,8451,352,354SH DFND11,352,35400
HUDSON TECHNOLOGIES INCCOM4441441091,503227,825SH DFND1227,82500
HUMANA INC COMCOM444859102274,5101,333,734SH DFND11,326,97806,756
HUNT J B TRANS SVCS INC COMCOM44565810728312SH DFND1 231200
HUNT J B TRANS SVCS INC COMCOM44565810789,097972,399SH DFND1965,41506,984
HUNTER MARITIME ACQUISITION CORPUNIT 99/99/9999Y378281031,03699,700SH DFND1 299,70000
HUNTINGTON BANCSHARES INC COMCOM446150104157,15011,751,388SH DFND111,704,118047,270
HUNTINGTON INGALLS INDUST-WICOM446413106131655SH DFND1 265500
HUNTINGTON INGALLS INDUST-WICOM44641310695,545477,283SH DFND1475,85601,427
HUNTSMAN CORPCOM44701110760,2462,455,044SH DFND12,455,04400
HUNTSMAN CORPCOM4470111071194,866SH DFND1 24,86600
HURCO COMPANIES INCCOM4473241042,23671,900SH DFND171,90000
HURON CONSULTING GROUP INCCOM4474621023708,807SH DFND1 28,80700
HURON CONSULTING GROUP INCCOM4474621028,493201,737SH DFND1201,73700
HUTTIG BLDG PRODS INC COMCOM44845110456569,448SH DFND169,44800
HWAY 1 1/2 07/01/18NOTE 1.500% 7/0422245AB66,1474,000,000PRN DFND1 24,000,00000
HYATT HOTELS CORP - CL ACOM CL A44857910215,478286,749SH DFND1286,74900
HYSTER-YALE MATERIALSCL A4491721054,60881,727SH DFND181,72700
IAC INTERACTIVECORPCOM44919P50842,911582,085SH DFND1581,9350150
IAO KUN GROUP HOLDING CO LTDORD USD SHSG47204105621,555SH DFND121,55500
IBERIABANK CORP COMCOM45082810829369SH DFND1 236900
IBERIABANK CORP COMCOM45082810838,678488,979SH DFND1488,97900
IBIO INCCOM451033104147342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20635173,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001014,30083,919SH DFND183,91900
ICF INTERNATIONAL INCCOM44925C10317425SH DFND1 242500
ICF INTERNATIONAL INCCOM44925C1037,713186,757SH DFND1186,75700
ICHOR HOLDINGS LTDSHSG4740B1051,40070,649SH DFND170,64900
ICICI BK LTDADR45104G10459168,768SH DFND166,06602,702
ICON PLCSHSG4705A1002,29428,777SH DFND128,77700
ICONIX BRAND GROUP INCCOM4510551073,571474,940SH DFND1474,94000
ICU MED INC COMCOM44930G10719129SH DFND1 212900
ICU MED INC COMCOM44930G10718,872123,590SH DFND1123,59000
ID SYSTEMS INCCOM44948910333452,851SH DFND152,85100
IDACORP INC COMCOM45110710633,541404,313SH DFND1402,75801,555
IDEAL POWER INCCOM45162210419259,328SH DFND159,32800
IDENTIVE GROUP INCCOM NEW45170X20538354,377SH DFND154,37700
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,271919,446SH DFND1919,44600
IDEX CORP COMCOM45167R10453,565572,828SH DFND1570,45602,372
IDEXX LABS INC COMCOM45168D104142,250921,279SH DFND1914,96406,315
IDI INCCOM19241Q1011,352290,900SH DFND1290,90000
IDT CORP CL BCL B NEW4489475074,382344,513SH DFND1344,51300
IDT CORP CL BCL B NEW44894750725219,857SH DFND1 219,85700
IEC ELECTRS CORP NEW COMCOM44949L1056918,187SH DFND118,18700
IES HOLDINGS INCCOM44951W1061,40177,439SH DFND177,43900
IGNYTA INCCOM4517311032,077241,615SH DFND1241,61500
IHS MARKIT LTDSHSG4756710593,9112,239,650SH DFND12,239,65000
II VI INC COMCOM90210410816,543458,914SH DFND1458,91400
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10838226,224SH DFND126,22400
ILG INCCOM44967H10119,236917,768SH DFND1917,6580110
ILLINOIS TOOL WKS INC COMCOM452308109408,0693,084,804SH DFND13,070,303014,501
ILLUMINA INC COMCOM452327109248,4601,458,071SH DFND11,447,365010,706
IMAX CORP COMCOM45245E1093,34398,349SH DFND198,34900
IMMERSION CORP COMCOM4525211072,159249,334SH DFND1249,33400
IMMUNE DESIGN CORPCOM45252L103702103,298SH DFND1102,6240674
IMMUNOGEN INC COMCOM45253H1012,625678,343SH DFND1678,34300
IMMUNOMEDICS INC COMCOM4529071085,200803,725SH DFND1803,72500
IMPAC MTG HLDGS INC COMCOM NEW45254P5081,11889,769SH DFND189,76900
IMPAX LABORATORIES INCCOM45256B1018,634682,560SH DFND1682,56000
IMPERVA INCCOM45321L1009,578233,341SH DFND1233,34100
IMPINJ INCCOM4532041092,10969,703SH DFND169,70300
IMPRIMIS PHARMACEUTICALSCOM NEW45323A20116539,779SH DFND139,77900
IMUNOCELLULAR THERAPEUTICSCOM NEW4525362043410,995SH DFND110,99500
INC RESEARCH HOLDINGS INC - ACL A45329R10920,903455,914SH DFND1455,91400
INC RESEARCH HOLDINGS INC - ACL A45329R109591,288SH DFND1 21,28800
INCYTE INCCOM45337C102237,2241,777,115SH DFND11,763,838013,277
INCYTE INCCOM45337C1023942,949SH DFND1 22,94900
INDEPENDENCE CONTRACT DRILLING INC.COM4534153091,236224,374SH DFND1224,37400
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW4534403072,285122,859SH DFND1122,85900
INDEPENDENCE REALTY TRUST INCCOM45378A1065,102544,525SH DFND1544,52500
INDEPENDENT BANK CORP MASS COMCOM45383610814,444222,227SH DFND1222,22700
INDEPENDENT BANK CORP MASS COMCOM45383610835545SH DFND1 254500
INDEPENDENT BANK CORP MICH COMCOM NEW4538386093,522170,156SH DFND1170,15600
INDEPENDENT BANK GROUP INCCOM45384B1066,10995,018SH DFND195,01800
INDUSTRIAL SVCS OF AMERICACOM4563141032415,157SH DFND115,15700
INFINERA CORP -REDHCOM45667G10312,4081,212,946SH DFND11,212,94600
INFINITY PHARMACEUTICALS INC COMCOM45665G3031,105342,362SH DFND1342,0360326
INFINITY PHARMACEUTICALS INC COMCOM45665G30393,004SH DFND1 23,00400
INFINITY PROPERTY & CASUALTYCOM45665Q1038,37887,731SH DFND187,73100
INFORMATION SERVICES GROUPCOM45675Y104634201,429SH DFND1201,42900
INFOSONICS CORPCOM4567841072241,938SH DFND141,93800
INFOSYS TECHNOLOGIES-SP ADRSPONSORED ADR4567881086,642422,847SH DFND1420,12302,724
INFRAREIT INCCOM45685L1001759,774SH DFND1 29,77400
INFRAREIT INCCOM45685L1008,633479,630SH DFND1479,63000
INFUSYSTEM HOLDINGS INCCOM45685K10210746,642SH DFND146,64200
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710340426,826SH DFND123,79803,028
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101219,5392,703,340SH DFND12,691,557011,783
INGEVITY CORPCOM45688C10719,814325,631SH DFND1325,566065
INGLES MKTS INC CL ACL A4570301047,312169,459SH DFND1169,45900
INGREDION INCCOM45718710274,407618,045SH DFND1615,62002,425
INNERWORKINGS INC -REDHCOM45773Y1053,015302,754SH DFND1302,75400
INNOCOLL HOLDINGS PLCSHSG4783X1051412,694SH DFND112,69400
INNODATA ISOGEN CORPCOM NEW45764220517680,390SH DFND180,39000
INNOPHOS HOLDINGS INC -REDHCOM45774N1089,969184,719SH DFND1184,5560163
INNOSPEC INCCOM45768S10513,005200,856SH DFND1200,85600
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10518260,321SH DFND160,32100
INNOVIVA INCCOM45781M1019,422681,290SH DFND1679,85001,440
INOGEN INCCOM45780L10413,438173,266SH DFND1173,26600
INOGEN INCCOM45780L1048106SH DFND1 210600
INOTEK PHARMACEUTICALS CORPCOM45780V102268134,329SH DFND1134,32900
INOVALON HOLDINGS INC - ACOM CL A45781D1016,304500,364SH DFND1500,36400
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,708560,164SH DFND1560,16400
INPHI CORPCOM45772F10714,199290,863SH DFND1290,86300
INSEEGO CORPCOM45782B104471225,360SH DFND1225,36000
INSIGHT ENTERPRISES INC COMCOM45765U10316,807409,038SH DFND1409,03800
INSIGNIA SYS INC COMCOM45765Y1054228,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693078,635493,181SH DFND1493,18100
INSPERITY INCCOM45778Q10721,090237,907SH DFND1237,5230384
INSPERITY INCCOM45778Q1078429,508SH DFND1 29,50800
INSPIRED ENTERTAINMENT INC WARRANT 11.5 12/23/21*W EXP 10/20/20245782N1165675,000SH DFND1 275,00000
INSTALLED BUILDING PRODUCTSCOM45780R101781,493SH DFND1 21,49300
INSTALLED BUILDING PRODUCTSCOM45780R1018,026152,165SH DFND1152,16500
INSTEEL INDUSTRIES INC COMCOM45774W1085,281146,142SH DFND1146,14200
INSTITUTIONAL FINANCIAL MARKETCOM45779L1072723,694SH DFND123,69400
INSTRUCTURE INCCOM45781U1031,27454,470SH DFND154,47000
INSULET CORP -REDHCOM45784P10120,173468,175SH DFND1468,17500
INSYS THERAPEUTICS INCCOM NEW45824V2093,206305,044SH DFND1304,7260318
INTEGER HOLDINGS CORPCOM45826H10910,484260,800SH DFND1260,80000
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW45798520822,401531,732SH DFND1531,73200
INTEGRATED DEVICE TECHNOLOG COMCOM45811810626,2271,108,051SH DFND11,103,93904,112
INTEL CORP COMCOM4581401002938,145SH DFND1 28,14500
INTEL CORP COMCOM4581401001,943,03753,934,059SH DFND153,584,9510349,108
INTELLI-CHECK INC COMCOM NEW45817G2012911,261SH DFND111,26100
INTELLIA THERAPEUTICS INCCOM45826J1051,07276,095SH DFND176,09500
INTELLIPHARMACEUTICS INTERNACOM4581731014518,001SH DFND118,00100
INTELSAT SACOML5140P1011,111267,744SH DFND1267,74400
INTELSAT SACOML5140P1018620,856SH DFND1 220,85600
INTER PARFUMS INC COMCOM4583341095,429148,539SH DFND1148,53900
INTER PARFUMS INC COMCOM45833410916447SH DFND1 244700
INTERACTIVE BROKERS GRPCOM45841N10718,709538,878SH DFND1538,3270551
INTERCEPT PHARMACEUTICALS INCCOM45845P10816,301144,130SH DFND1144,114016
INTERCONTINENTALEXCHANGE GROUPCOM45866F104323,1365,405,550SH DFND15,379,793025,757
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NW 201645857P60821435SH DFND1 243500
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NW 201645857P6082685,495SH DFND14,5090986
INTERDIGITAL INCCOM45867G10133,870392,469SH DFND1391,15001,319
INTERFACE INC CL ACOM45866530410,159533,313SH DFND1533,31300
INTERMOLECULAR INCCOM45882D1097479,971SH DFND179,97100
INTERNAP CORPCOM PAR $.00145885A3001,249335,826SH DFND1335,82600
INTERNATIONAL BANCSHARES CO COMCOM45904410323,029650,544SH DFND1648,75501,789
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,574,9089,055,938SH DFND19,016,252039,686
INTERNATIONAL FLAVORS&FRAGR COMCOM459506101108,121816,933SH DFND1813,32803,605
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A108753,197SH DFND1 23,19700
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A1086,165260,158SH DFND1260,15800
INTERNATIONAL SEAWAYS INCCOMY410531025,670296,558SH DFND1296,55800
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352017,767210,204SH DFND1209,4090795
INTERPUBLIC GROUP COS INC COMCOM46069010095,9483,910,514SH DFND13,892,820017,694
INTERSECT ENT INCCOM46071F1034,028234,881SH DFND1234,88100
INTERSECTIONS INCCOM46098130126465,738SH DFND165,73800
INTERXON CORPCOM46122T1028,513429,532SH DFND1429,53200
INTEST CORP COMCOM46114710022736,180SH DFND136,18000
INTEVAC INC COMCOM4611481081,540123,253SH DFND1123,25300
INTEVAC INC COMCOM461148108534,305SH DFND1 24,30500
INTL FCSTONE INCCOM46116V10510,125266,737SH DFND1266,73700
INTL PAPER CO COMCOM460146103205,5354,053,266SH DFND14,032,930020,336
INTRA-CELLULAR THERAPIES INCCOM46116X1014,400270,782SH DFND1270,78200
INTRAWEST RESORTS HOLDINGS ICOM46090K1092,774110,944SH DFND1110,94400
INTREPID POTASH INCCOM46121Y1021,062617,705SH DFND1617,70500
INTUIT COMCOM461202103311,2442,686,750SH DFND12,668,301018,449
INTUITIVE SURGICAL INC COMCOM NEW46120E602291,645381,018SH DFND1378,32402,694
INUVO INC.COM NEW46122W204137106,848SH DFND1106,84800
INVACARE CORP COMCOM4612031012,811236,239SH DFND1236,23900
INVENSENSE INCOM46123D2058,402665,271SH DFND1665,27100
INVENTURE GROUP INCCOM461212102603136,611SH DFND1136,61100
INVESCO MORTGAGE CAPITALCOM46131B10013,084848,520SH DFND1840,07508,445
INVESCO PLCSHSG491BT108121,7283,979,764SH DFND13,962,356017,408
INVESTAR HOLDING CORPCOM46134L10531614,473SH DFND114,47300
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1054,908242,401SH DFND1242,40100
INVESTORS BANCORP INCCOM46146L10139,1932,725,538SH DFND12,725,53800
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301035,452919,476SH DFND1919,47600
INVESTORS TITLE CO COMCOM4618041061,4579,218SH DFND19,21800
INVITAE CORPCOM46185L10315514,048SH DFND1 214,04800
INVITAE CORPCOM46185L1032,606235,689SH DFND1235,68900
INVITATION HOMES INCCOM46187W10712,872589,650SH DFND1589,65000
INVIVO THERAPEUTICS HOLDINGS CORPCOM NEW46186M209956236,078SH DFND1236,07800
INVUITY INCCOM NEW46187J20556971,655SH DFND171,65500
ION GEOPHYSICAL CORP COMCOM NEW46204420720342,046SH DFND142,04600
IONIS PHARMACEUTICALS INCOM46222210038,077947,193SH DFND1946,9930200
IONIS PHARMACEUTICALS INCOM46222210028713SH DFND1 271300
IPASS INCCOM46261V108570487,439SH DFND1487,43900
IPG PHOTONICS CORP -REDHCOM44980X10936,432301,840SH DFND1300,67801,162
IRADIMED CORPCOM46266A10929633,299SH DFND133,29900
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C40918,86055,688PRN DFND1 255,68800
IRHYTHM TECHNOLOGIES INCCOM4500561062,99079,544SH DFND179,54400
IRIDEX CORP COMCOM46268410157648,601SH DFND148,60100
IRIDIUM COMMUNICATIONS INCCOM46269C1026,429666,306SH DFND1666,30600
IROBOT CORPCOM46272610014,681221,980SH DFND1221,98000
IROBOT CORPCOM462726100731,105SH DFND1 21,10500
IRON MTN INC PA COMCOM46284V10186,7632,435,784SH DFND12,424,890010,894
IRONWOOD PHARMACEUTICALSCOM CL A46333X10819,6051,149,205SH DFND11,149,20500
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1037,880164,896PRN DFND1164,89600
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822413716,100PRN DFND116,10000
ISHARES INC MSCI TAIWANMSCI TAIWAN ETF46434G77222,149666,563PRN DFND1666,56300
ISHARES MSCI EMERGING MKT INMSCI EMG MKT ETF46428723410,460265,553PRN DFND1265,55300
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876226795,175PRN DFND15,17500
ISHARES TR RUSSELL1000VALRUS 1000 VAL ETF4642875983102,700PRN DFND12,70000
ISHARES TR S&P 500 INDEXCORE S&P500 ETF46428720038,176160,900PRN DFND1160,90000
ISHARES TR S&P MIDCAP 400CORE S&P MCP ETF4642875074,65527,192PRN DFND127,19200
ISHARES TR S&P SMLCAP 600CORE S&P SCP ETF4642878043,91356,588PRN DFND156,58800
ISLE OF CAPRI CASINOS INC COMCOM4645921046,362241,362SH DFND1241,36200
ISORAY INCCOM46489V104159269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414067386,305SH DFND16,30500
ISSUER DIRECT CORPCOM NEW46520M20438735,897SH DFND135,89700
ISTAR FINANCIAL INCCOM45031U1016,144520,755SH DFND1520,75500
ITEK 5 3/4 08/01/21NOTE 5.750% 8/045780VAB85901,000,000PRN DFND1 21,000,00000
ITERIS INCCOM46564T107658121,057SH DFND1121,05700
ITRON INC COMCOM46574110617,169282,856SH DFND1282,85600
ITT INCCOM45073V10828,769701,348SH DFND1698,63002,718
ITURAN LOCATION AND CONTROLSHSM6158M10440313,086SH DFND113,08600
ITURAN LOCATION AND CONTROLSHSM6158M104752,447SH DFND1 22,44700
ITUS CORPCOM NEW45069V20310134,351SH DFND134,35100
IXIA COMCOM45071R10919610,000SH DFND1 210,00000
IXIA COMCOM45071R10910,380528,291SH DFND1528,29100
IXYS CORP COMCOM46600W106553,807SH DFND1 23,80700
IXYS CORP COMCOM46600W1065,545381,143SH DFND1381,14300
J & J SNACK FOODS CORP COMCOM46603210917,243127,200SH DFND1127,20000
J ALEXANDER'S HOLDINGS - W/ICOM46609J1061,010100,524SH DFND1100,52400
J2 GLOBAL INCCOM48123V10233,218395,886SH DFND1394,18801,698
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020618528,378SH DFND128,37800
JABIL CIRCUIT INC COMCOM46631310342,4591,468,177SH DFND11,462,22305,954
JACK IN THE BOX INC COMCOM46636710926,180257,382SH DFND1256,4030979
JACOBS ENGR GROUP INC DEL COMCOM46981410729541SH DFND1 254100
JACOBS ENGR GROUP INC DEL COMCOM46981410767,9941,231,686SH DFND11,226,41505,271
JAGGED PEAK ENERGY INCCOM47009K1073,048233,745SH DFND1233,74500
JAGUAR ANIMAL HEALTH INCCOM47008L1062727,742SH DFND127,74200
JAKKS PAC INC COMCOM47012E106709129,084SH DFND1125,99103,093
JAMBA INCCOM NEW47023A3091,070118,293SH DFND1118,29300
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R1076,522152,178SH DFND1152,17800
JANUS CAPITAL GROUP INCCOM47102X10514,4731,096,485SH DFND11,091,65504,830
JAPAN SMALL CAP FUND INCCOM47109U10412711,801SH DFND1 211,80100
JASON INDUSTRIES INCCOM4711721068557,903SH DFND157,90300
JAZZ PHARMACEUTICALS PLCSHS USDG5087110556,874392,053SH DFND1392,05300
JAZZ PHARMACEUTICALS PLCSHS USDG508711051751,210SH DFND1 21,21000
JCOM 3 1/4 06/15/29NOTE 3.250% 6/148123VAC66,7505,000,000PRN DFND1 25,000,00000
JD.COM INC - ADRSPON ADR CL A47215P10642,3891,366,206SH DFND11,339,104027,102
JELD-WEN HOLDING INCCOM47580P1033,594109,410SH DFND1109,41000
JERNIGAN CAPITAL INCCOM47640510594040,831SH DFND140,83100
JETBLUE AIRWAYS CORPCOM47714310171,4503,466,791SH DFND13,456,374010,417
JETBLUE AIRWAYS CORPCOM47714310146322,506SH DFND1 222,50600
JIVE SOFTWARE INCCOM47760A1081,693393,722SH DFND1393,72200
JOHN B. SANFILIPPO & SONCOM8004221075,49475,078SH DFND174,8870191
JOHN BEAN TECHNOLOGIES-SPNCOM47783910420,914237,804SH DFND1237,80400
JOHNSON & JOHNSON COMCOM4781601043,600,80128,948,146SH DFND128,825,9000122,246
JOHNSON CTLS INC COMSHSG51502105384,3419,137,888SH DFND19,095,837042,051
JOHNSON OUTDOORS INC CL ACL A4791671083379,237SH DFND1 29,23700
JOHNSON OUTDOORS INC CL ACL A4791671081,69346,407SH DFND146,40700
JONES ENERGY INCCOM CL A48019R1081,261494,884SH DFND1494,88400
JONES LANG LASALLE INC COMCOM48020Q10743,144387,249SH DFND1385,84701,402
JOUNCE THERAPEUTICS INCCOM4811161011,57371,568SH DFND171,56800
JOY GLOBAL INC COMCOM48116510822,115782,845SH DFND1779,51403,331
JP MORGAN CHASE & COCOM46625H1003,116,59235,529,837SH DFND135,368,8310161,006
JRJR33 INCCOM46645Q1061944,389SH DFND144,38900
JUMEI INTERNATIONAL-ADRSPONSORED ADR48138L1076818,450SH DFND1 218,45000
JUNIPER NETWORKS INC COMCOM48203R104298SH DFND1 29800
JUNIPER NETWORKS INC COMCOM48203R104137,3024,938,748SH DFND14,921,185017,563
JUNIPER PHARMACEUTICALS INC COM48203L10729762,557SH DFND162,55700
JUNO THERAPEUTICS INCCOM48205A10913,206595,136SH DFND1595,13600
K12 INCCOM48273U1021437,510SH DFND1 27,51000
K12 INCCOM48273U1029,171478,923SH DFND1478,5970326
K2M GROUP HOLDINGS INCCOM48273J1075,650275,498SH DFND1275,49800
KADANT INC COMCOM48282T1047,042118,656SH DFND1118,65600
KADANT INC COMCOM48282T1041212,042SH DFND1 22,04200
KADMON HOLDINGS INCCOM48283N1064111,457SH DFND111,45700
KAISER ALUMINUM CORPCOM PAR $0.0148300770411,600145,191SH DFND1145,19100
KAMADA LIMITEDSHSM6240T10911216,541SH DFND116,54100
KAMAN CORPCOM48354810310,147210,841SH DFND1210,84100
KANDI TECHNOLOGIES CORPCOM48370910110126,784SH DFND126,78400
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030289,7701,048,223SH DFND11,043,54904,674
KAPSTONE PAPER AND PACKAGINGCOM48562P10315,446668,676SH DFND1668,67600
KAR AUCTION SERVICES INCCOM48238T10929669SH DFND1 266900
KAR AUCTION SERVICES INCCOM48238T10945,1081,032,935SH DFND11,032,93500
KARYOPHARM THERAPEUTICS INCCOM48576U1062,167168,770SH DFND1168,77000
KATE SPADE & COCOM48586510921,765936,957SH DFND1932,96803,989
KB HOME COMCOM48666K10916,084809,101SH DFND1806,54102,560
KB HOME COMCOM48666K109824,169SH DFND1 24,16900
KBR INCCOM48242W10616,6161,105,566SH DFND11,098,67106,895
KCG HOLDINGSCL A48244B1008,117455,281SH DFND1455,28100
KCG HOLDINGSCL A48244B10017810,000SH DFND1 210,00000
KEANE GROUP INCCOM48669A1082,726190,646SH DFND1190,64600
KEARNY FINANCIAL CORP/MDCOM48716P10811,598770,659SH DFND1770,65900
KELLOGG CO COMCOM487836108175,6292,422,368SH DFND12,410,808011,560
KELLY SVCS INC CL ACL A4881522086,927316,881SH DFND1316,88100
KEMET CORP COMCOM NEW4883602073,189265,815SH DFND1265,81500
KEMET CORP COMCOM NEW488360207564,669SH DFND1 24,66900
KEMPER CORPCOM48840110014,171355,173SH DFND1353,67201,501
KEMPHARM INCCOM48844510734069,510SH DFND169,51000
KENNAMETAL INC COMCOM48917010024,237617,823SH DFND1615,35102,472
KENNEDY-WILSON HOLDINGS INCCOM48939810715,599702,668SH DFND1702,66800
KERYX BIOPHARMACEUTICALS IN COMCOM4925151014,982808,787SH DFND1808,78700
KEY TECHNOLOGY INC COMCOM49314310120415,427SH DFND115,42700
KEY TRONIC CORPCOM49314410925835,271SH DFND135,27100
KEYCORP NEW COMCOM493267108189,86210,693,438SH DFND110,644,913048,525
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L10350,6481,401,445SH DFND11,395,76205,683
KEYW HOLDING CORP/THECOM4937231003,283347,785SH DFND1347,78500
KFORCE INC COMCOM4937321016,349267,366SH DFND1267,36600
KFORCE INC COMCOM493732101451,895SH DFND1 21,89500
KILROY RLTY CORP COMCOM49427F10865,387907,153SH DFND1904,12303,030
KIMBALL ELECTRONICS INC-W/ICOM49428J1097,296430,495SH DFND1430,49500
KIMBALL INTL INC CL BCL B49427410348729,569SH DFND1 229,56900
KIMBALL INTL INC CL BCL B4942741039,736590,121SH DFND1590,12100
KIMBERLY CLARK CORP COMCOM494368103495,3293,767,972SH DFND13,751,687016,285
KIMCO REALTY CORP COMCOM49446R109441,994SH DFND1 21,99400
KIMCO REALTY CORP COMCOM49446R109105,9264,801,088SH DFND14,782,760018,328
KINDER MORGAN INCCOM49456B1011245,736SH DFND1 25,73600
KINDER MORGAN INCCOM49456B101398,15918,341,173SH DFND118,254,908086,265
KINDRED BIOSCIENCES INCCOM49457710948669,025SH DFND169,02500
KINDRED HEALTHCARE INC COMCOM4945801035,443651,927SH DFND1651,92700
KINGOLD JEWELRY INCCOM NEW49579A2043832,758SH DFND132,75800
KINGSTONE COS INCCOM49671910539124,575SH DFND124,57500
KINROSS GOLDCOM NO PAR4969024044512,892SH DFND112,2820610
KINSALE CAPITAL GROUP INCCOM49714P1082,77186,491SH DFND186,49100
KIRBY CORP COMCOM49726610629,736421,489SH DFND1419,81701,672
KIRKLAND'S INCCOM4974981051,481119,500SH DFND1119,50000
KITE PHARMA INCCOM49803L10932,427413,148SH DFND1413,14800
KITE REALTY GROUP TRUSTCOM NEW49803T30016,544769,531SH DFND1769,53100
KLA-TENCOR CORP COMCOM482480100182,3771,920,546SH DFND11,909,084011,462
KLR ENERGY WRT 11.5 09/16/22*W EXP 09/16/20249877M116193163,706SH DFND1 2163,70600
KLX INCCOM48253910319,621438,956SH DFND1437,33001,626
KMG CHEMICALS INCCOM4825641017172SH DFND1 217200
KMG CHEMICALS INCCOM4825641013,40873,995SH DFND173,99500
KNIGHT TRANSN INC COMCOM49906410315,934508,276SH DFND1508,27600
KNIGHT TRANSN INC COMCOM49906410319631SH DFND1 263100
KNOLL INCCOM NEW49890420014,754619,657SH DFND1618,6770980
KNOWLES CORPCOM49926D10912,620665,983SH DFND1663,23902,744
KOHLS CORP COMCOM50025510477,3441,945,268SH DFND11,936,83908,429
KOHLS CORP COMCOM500255104751,896SH DFND1 21,89600
KONA GRILL INCCOM50047H20143969,773SH DFND169,77300
KONGZHONG CORP-ADRSPONSORED ADR50047P10418625,181SH DFND125,18100
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEWNY REG SH NEW5004723033209,966SH DFND18,42601,540
KOPIN CORP COMCOM5006001011,835447,766SH DFND1447,76600
KOPPERS HOLDINGS INCCOM50060P1066,447152,246SH DFND1152,24600
KORN FERRY INTL COM NEWCOM NEW50064320014,200450,958SH DFND1450,95800
KORNIT DIGITAL LTDSHSM6372Q11331816,689SH DFND116,68900
KOSMOS ENERGY LTDSHSG5315B1079,6271,445,635SH DFND11,445,63500
KRAFT HEINZ CO/THECOM500754106576,5476,357,247SH DFND16,295,527061,720
KRATON CORPCOM50077C1067,209233,179SH DFND1233,17900
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2074,519580,932SH DFND1580,93200
KROGER CO COMCOM501044101622,104SH DFND1 22,10400
KROGER CO COMCOM501044101265,2239,006,497SH DFND18,966,479040,018
KRONOS WORLDWIDE INCCOM50105F1052,731166,226SH DFND1163,62702,599
KRONOS WORLDWIDE INCCOM50105F105593,601SH DFND1 23,60100
KULICKE & SOFFA INDS INC COMCOM50124210151725,479SH DFND1 225,47900
KULICKE & SOFFA INDS INC COMCOM5012421019,595472,223SH DFND1472,22300
KURA ONCOLOGY INCCOM50127T10943749,682SH DFND149,68200
KVH INDUSTRIES INCCOM482738101897106,885SH DFND1106,88500
KYOCERA CORP ADRADR5015562032614,659SH DFND13,33901,320
L BRANDS INCCOM501797104110,9092,358,075SH DFND12,347,031011,044
L-3 COMMUNICATIONS HLDGS IN COMCOM502413107129,927787,127SH DFND1783,76703,360
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 25034596043,281109,933SH DFND1109,93300
LA QUINTA HOLDINGS INCCOM50420D1088,498628,621SH DFND1628,62100
LA Z BOY INC COMCOM50533610717,557650,267SH DFND1650,26700
LA Z BOY INC COMCOM5053361071535,695SH DFND1 25,69500
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R409145,3821,014,745SH DFND11,010,33004,415
LADDER CAPITAL CORP-CLASS ACL A5057431047,357509,512SH DFND1509,51200
LADENBURG THALMANN FINANCIALCOM50575Q1021,768712,941SH DFND1712,94100
LAKELAND BANCORP INC COMCOM5116371006,677340,689SH DFND1340,68900
LAKELAND FINL CORP COMCOM5116561009,120211,517SH DFND1211,51700
LAKELAND INDUSTRIES INCCOM51179510638135,442SH DFND135,44200
LAM RESEARCH CORP COMCOM512807108223,4521,743,099SH DFND11,731,380011,719
LAMAR ADVERTISING CO CL ACL A51281610958779SH DFND1 277900
LAMAR ADVERTISING CO CL ACL A51281610953,190711,677SH DFND1709,11502,562
LAMB WESTON HOLDING INCCOM513272104781,866SH DFND1 21,86600
LAMB WESTON HOLDING INCCOM51327210441,706991,607SH DFND1986,98304,624
LANCASTER COLONY CORP COMCOM51384710321,262165,034SH DFND1164,4320602
LANDAUER INC COMCOM51476K1033,42170,185SH DFND170,18500
LANDCADIA HLDGS INCUNIT 12/31/2021T51476W20653550,000SH DFND1 250,00000
LANDCADIA HOLDINGS INCCL A51476W107997100,000SH DFND1 2100,00000
LANDCADIA WRT 5.75 06/01/23*W EXP 06/01/20251476W1151725,000SH DFND1 225,00000
LANDEC CORPCOM5147661042,554212,842SH DFND1212,84200
LANDS END INCCOM51509F1052,882134,377SH DFND1134,2500127
LANDSTAR SYS INC COMCOM51509810127,659322,932SH DFND1321,63501,297
LANDSTAR SYS INC COMCOM51509810115176SH DFND1 217600
LANNET INC COMCOM516012101502,243SH DFND1 22,24300
LANNET INC COMCOM5160121014,799214,726SH DFND1214,5860140
LANTHEUS HOLDINGS INCCOM5165441031,858148,710SH DFND1148,71000
LANTRONIX INC COMCOM NEW5165482034511,642SH DFND111,64200
LAREDO PETROLEUM HOLDINGS INCOM51680610615,4331,057,063SH DFND11,057,06300
LAS VEGAS SANDS CORPCOM517834107135,4642,374,929SH DFND12,374,92900
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210839,1661,352,896SH DFND11,349,41103,485
LATTICE SEMICONDUCTOR CORP COMCOM5184151046,800982,777SH DFND1982,77700
LAUDER ESTEE COS INC CL ACL A518439104185,8652,195,152SH DFND12,185,20209,950
LAUREATE EDUCATION INC COMCL A5186132035,066355,040SH DFND1355,04000
LAWSON PRODS INC COMCOM52077610599944,508SH DFND144,50800
LAYN 8 05/01/19NOTE 8.000% 5/0521050AD69,8329,500,000PRN DFND1 29,500,00000
LAYNE CHRISTENSEN COMPANYCOM5210501041,252141,646SH DFND1141,64600
LAZARD LTDSHS AG540501021813,939SH DFND1 23,93900
LAZARD LTDSHS AG5405010247,5601,034,148SH DFND11,033,5970551
LCI INDUSTRIESCOM50189K10321,503215,466SH DFND1215,46600
LCI INDUSTRIESCOM50189K1033733,741SH DFND1 23,74100
LCNB CORPORATIONCOM50181P1001,42259,651SH DFND159,65100
LEAF GROUP LTDCOM52177G10243858,439SH DFND156,80201,637
LEAR CORPCOM NEW521865204105,528745,556SH DFND1745,55600
LEAR CORPCOM NEW5218652045033,554SH DFND1 23,55400
LEE ENTERPRISES INC COMCOM52376810924895,577SH DFND1 295,57700
LEE ENTERPRISES INC COMCOM523768109666256,513SH DFND1256,51300
LEGACY RESERVES LPUNIT LP INT5247073047231,726SH DFND131,72600
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y10616,016401,408SH DFND1401,40800
LEGG MASON INC COMCOM52490110526,022720,658SH DFND1717,98602,672
LEGGETT & PLATT INC COMCOM52466010772,6331,445,309SH DFND11,439,20306,106
LEIDOS HOLDINGS INCCOM52532710255,8061,091,250SH DFND11,085,95605,294
LEJU HOLDINGS LT- ADRSPONSORED ADS50187J1086218,252SH DFND1 218,25200
LEMAITRE VASCULAR INCCOM5255582012,651107,649SH DFND1107,64900
LENDINGCLUB CORPCOM52603A10913,5082,460,579SH DFND12,460,57900
LENDINGTREE INCCOM52603B1077,38158,884SH DFND158,88400
LENNAR CORP CL BCL B52605730276218,244SH DFND118,24400
LENNAR CORP COMCL A526057104104,6632,047,415SH DFND12,038,66908,746
LENNOX INTL INC COMCOM52610710748,322288,838SH DFND1287,64201,196
LEUCADIA NATL CORP COMCOM5272881041084,181SH DFND1 24,18100
LEUCADIA NATL CORP COMCOM527288104103,0303,967,225SH DFND13,953,174014,051
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308167,2352,926,755SH DFND12,914,126012,629
LEXICON GENETICS INC COMCOM NEW5288723026,215433,420SH DFND1433,42000
LEXINGTON CORP PPTYS TR COMCOM52904310117,6301,766,554SH DFND11,766,55400
LGI HOMES INCCOM50187T1064,578135,005SH DFND1135,00500
LGIH 4 1/4 11/15/19NOTE 4.250%11/150187TAB215,1439,220,000PRN DFND1 29,220,00000
LHC GROUP LLCCOM50187A1077,598140,971SH DFND1140,97100
LIBBEY INC COMCOM5298981082,298157,643SH DFND1157,64300
LIBERTY ALL-STAR EQUITYSH BEN INT530158104654119,907SH DFND1 2119,90700
LIBERTY BRAVES GROUP - ACOM A BRAVES GRP5312297062,02484,557SH DFND184,55700
LIBERTY BRAVES GROUP - CCOM C BRAVES GRP5312298886,356268,769SH DFND1268,76900
LIBERTY BROADBAND A - W/ICOM SER A53030710716,328191,899SH DFND1191,89900
LIBERTY BROADBAND C W/ICOM SER C53030730554,792634,452SH DFND1634,45200
LIBERTY EXPEDIA HOLDINGS ASER A COM53046P10920,801457,381SH DFND1457,38100
LIBERTY GLOBAL PLC - ASHS CL AG5480U10462,4831,742,676SH DFND11,735,44907,227
LIBERTY GLOBAL PLC-CSHS CL CG5480U120144,1384,115,307SH DFND14,097,320017,987
LIBERTY LILAC GROUP - CL C W/ILILAC SHS CL CG5480U15318,125786,983SH DFND1783,54203,441
LIBERTY LILAC GRP-CL A W/ILILAC SHS CL AG5480U1387,557339,818SH DFND1338,38601,432
LIBERTY MEDIA CORP - CCOM SER C FRMLA53122985412,158356,022SH DFND1356,02200
LIBERTY MEDIA CORP - LIBERTY FORMULA ONECOM SER A FRMLA5312298706,544200,124SH DFND1200,12400
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10487,2114,357,351SH DFND14,345,225012,126
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M104331,673SH DFND1 21,67300
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210458,8401,526,716SH DFND11,522,14604,570
LIBERTY SIRIUS GROUP - CCOM C SIRIUSXM53122960753,8261,388,567SH DFND11,388,56700
LIBERTY SIRIUS XM GROUP - ACOM A SIRIUSXM53122940929,630761,550SH DFND1761,55000
LIBERTY TAX INCCL A53128T10278755,231SH DFND155,23100
LIBERTY TRIPADVISOR HDG-A INCCOM SER A53146510217112,158SH DFND1 212,15800
LIBERTY TRIPADVISOR HDG-A INCCOM SER A5314651028,365593,320SH DFND1593,0510269
LIBERTY VENTURES - SER ALBT VEN COM A NE53071M85630,146677,757SH DFND1675,44302,314
LIFE STORAGE INCCOM53223X10735,346430,426SH DFND1428,99301,433
LIFEPOINT HOSPITALS INC COMCOM53219L10938591SH DFND1 259100
LIFEPOINT HOSPITALS INC COMCOM53219L10921,582329,505SH DFND1328,26501,240
LIFETIME BRANDS INCCOM53222Q1031,84591,809SH DFND191,80900
LIFEVANTAGE CORPCOM NEW53222K205569106,095SH DFND1106,09500
LIFEWAY FOODS INCCOM53191410950046,687SH DFND146,68700
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50417,063161,223SH DFND1161,22300
LIGHTBRIDGE CORPCOM NEW53224K2031713,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW53225780518467,355SH DFND167,35500
LILIS ENERGY INCCOM NEW5324032015313,495SH DFND113,49500
LILLY ELI & CO COMCOM532457108764,5979,103,975SH DFND19,059,592044,383
LIMELIGHT NETWORKS INC -REDHCOM53261M1041,233477,917SH DFND1477,91700
LIMONEIRA COCOM5327461041,78785,463SH DFND185,46300
LINCOLN EDUCATIONAL SERVICESCOM533535100320114,173SH DFND1114,17300
LINCOLN ELEC HLDGS INC COMCOM53390010642,703491,639SH DFND1489,21502,424
LINCOLN NATL CORP IND COMCOM53418710930460SH DFND1 246000
LINCOLN NATL CORP IND COMCOM534187109146,3832,239,734SH DFND12,229,237010,497
LINDBLAD EXPEDITIONS HOLDINGSCOM5352191091,451162,053SH DFND1162,05300
LINDSAY MFG CO COMCOM5355551067,08380,380SH DFND180,38000
LINDSAY MFG CO COMCOM53555510629335SH DFND1 233500
LION BIOTECHNOLOGIES INCCOM53619R1023,730500,764SH DFND1500,76400
LIONS GATE ENTERTAINMENT -BCL B NON VTG53591950020,332833,980SH DFND1833,98000
LIONS GATE ENTERTAINMENT CORP -ACL A VTG53591940110,244385,701SH DFND1385,70100
LIPOCINE INCCOM53630X104465119,313SH DFND1119,31300
LIQTECH INTERNATIONAL INCCOM53632A1023590,569SH DFND190,56900
LIQUIDITY SERVICES INC.COM53635B1071,473184,218SH DFND1184,21800
LITHIA MTRS INC CL ACL A53679710315,187177,318SH DFND1177,31800
LITTELFUSE INC COMCOM53700810429,070181,790SH DFND1181,0920698
LIVANOVA PLCSHSG5509L10117,132349,569SH DFND1348,22401,345
LIVE NATION ENTERTAINMENT, INC.COM53803410930,283997,165SH DFND1993,04504,120
LIVE OAK BANCSHARES INCCOM53803X1054,077188,316SH DFND1188,31600
LIVE VENTURES INCCOM NEW53814230824115,164SH DFND115,16400
LIVEPERSON INCCOM5381461012,858417,330SH DFND1417,33000
LKQ CORPCOM50188920889,2343,052,923SH DFND13,039,625013,298
LKQ CORPCOM50188920828984SH DFND1 298400
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109704207,087SH DFND1196,530010,557
LMI AEROSPACE INCCOM5020791061,12881,889SH DFND181,88900
LOCKHEED MARTIN CORP COMCOM53983010954202SH DFND1 220200
LOCKHEED MARTIN CORP COMCOM539830109612,5142,292,415SH DFND12,281,613010,802
LOEWS CORP COMCOM540424108127,1662,722,808SH DFND12,710,865011,943
LOGITECH INTERNATIONAL - REGSHSH504302322,74586,159SH DFND186,15900
LOGMEIN INCCOM54142L1094644,763SH DFND1 24,76300
LOGMEIN INCCOM54142L10946,727479,257SH DFND1477,63101,626
LONESTAR RESOURCES US INCCL A VTG54240F103570112,706SH DFND1112,70600
LORAL SPACE & COMMUNICATION COMCOM5438811064,174105,955SH DFND1105,95500
LOUISIANA PAC CORP COMCOM54634710540,6981,639,733SH DFND11,635,25104,482
LOWES COS INC COMCOM548661107726,4818,848,938SH DFND18,809,286039,652
LOXO ONCOLOGY INCCOM5488621015,734136,276SH DFND1136,27600
LPL INVESTMENT HOLDINGS INCCOM50212V10043510,926SH DFND1 210,92600
LPL INVESTMENT HOLDINGS INCCOM50212V10026,546666,502SH DFND1666,50200
LRAD CORPCOM50213V109216143,413SH DFND1143,41300
LRCX 1 1/4 05/15/2018NOTE 1.250% 5/1512807AL225,82812,194,000PRN DFND1 212,194,00000
LSB INDUSTRIES INCCOM5021601041,354144,369SH DFND1144,36900
LSC COMMUNICATIONS INCCOM50218P10710,976436,275SH DFND1435,22301,052
LSI INDS INC COMCOM50216C1083393SH DFND1 239300
LSI INDS INC COMCOM50216C1081,919190,270SH DFND1190,27000
LTC PPTYS INC COMCOM50217510217,488365,102SH DFND1365,10200
LUBYS INC COMCOM54928210128792,563SH DFND192,56300
LULULEMON ATHLETICA INCCOM55002110948,884942,739SH DFND1942,73900
LUMBER LIQUIDATORS HOLDINGS INCOM55003T1074,326206,107SH DFND1206,10700
LUMENTUM HOLDINGS INCCOM55024U10924,092451,590SH DFND1451,59000
LUMINEX CORP DEL COMCOM55027E1026,968379,318SH DFND1379,31800
LUMINEX CORP DEL COMCOM55027E10219410,585SH DFND1 210,58500
LUMOS NETWORKS CORPCOM5502831053,093174,787SH DFND1174,78700
LUNA INNOVATIONS INCCOM550351100257148,929SH DFND1148,92900
LUXOTTICA GROUP S P A SPONSORED ADRSPONSORED ADR55068R2022444,450SH DFND13,8840566
LYDALL INC DEL COMCOM5508191066,898128,712SH DFND1128,71200
LYDALL INC DEL COMCOM55081910640754SH DFND1 275400
LYONDELLBASELL INDU-CL ASHS - A -N537451008909,761SH DFND1 29,76100
LYONDELLBASELL INDU-CL ASHS - A -N53745100352,3373,868,378SH DFND13,852,670015,708
M & T BK CORP COMCOM55261F104233,7251,512,637SH DFND11,505,88006,757
M D C HLDGS INC COMCOM5526761089,468315,080SH DFND1315,08000
M SMUCKER CO/THE-NEW COMCOM NEW83269640528220SH DFND1 222000
M SMUCKER CO/THE-NEW COMCOM NEW832696405177,4431,355,311SH DFND11,349,83405,477
M/I HOMES INCCOM55305B1014,621188,642SH DFND1188,64200
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y10014,189293,782SH DFND1293,78200
MACATAWA BK CORP COMCOM5542251021,861188,366SH DFND1188,36600
MACERICH CO COMCOM55438210191,6231,424,377SH DFND11,419,14805,229
MACK CALI RLTY CORP COMCOM55448910422,305827,973SH DFND1825,20402,769
MACQUARIE INFRASTRUCTURE COCOM55608B10544,588553,550SH DFND1553,2930257
MACROGENICS INCCOM556099109291,603SH DFND1 21,60300
MACROGENICS INCCOM5560991094,818259,067SH DFND1259,06700
MACY'S INCCOM55616P10496,0813,245,817SH DFND13,231,307014,510
MACY'S INCCOM55616P10491931,011SH DFND1 231,01100
MADDEN STEVEN LTD COMCOM55626910817,574455,890SH DFND1455,89000
MADISON SQUARE GARDEN CO/THECL A55825T1031894SH DFND1 29400
MADISON SQUARE GARDEN CO/THECL A55825T10324,428122,321SH DFND1122,32100
MADRIGAL PHARMACEUTICALS INCCOM55886810539725,821SH DFND125,82100
MAGAL SECURITY SYS LTDORDM6786D1049612,884SH DFND112,88400
MAGELLAN HEALTH INCCOM NEW55907920721,103305,624SH DFND1305,62400
MAGIC SOFTWARE ENTERPRISESORD55916610321727,838SH DFND127,83800
MAGNEGAS CORPCOM NEW55939L20263144,434SH DFND1144,43400
MAIDEN HOLDINGS LTDSHSG5753U1128,460604,356SH DFND1601,94902,407
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1026,907209,772SH DFND1209,77200
MAJESCOCOM56068V10230158,520SH DFND158,52000
MAKEMYTRIP LTDSHSV5633W10997328,140SH DFND128,14000
MALIBU BOATS INC CLASS ACOM CL A56117J1003,192142,217SH DFND1142,21700
MALIBU BOATS INC CLASS ACOM CL A56117J1001908,500SH DFND1 28,50000
MALLINCKRODT PLC SHSG5785G1073988,947SH DFND1 28,94700
MALLINCKRODT PLC SHSG5785G10752,2671,174,158SH DFND11,169,54404,614
MALVERN BANCORP INCCOM5614091031,49070,324SH DFND170,32400
MAMMOTH ENERGY SERVICES INCCOM56155L1082,251104,652SH DFND1104,65200
MANHATTAN ASSOCS INC COMCOM56275010929,048558,090SH DFND1555,91202,178
MANITEX INTERNATIONAL INCCOM56342010847571,035SH DFND171,03500
MANITOWOC INC COMCOM5635711086,0701,064,981SH DFND11,064,98100
MANNING & NAPIER INCCL A56382Q102756132,688SH DFND1130,31902,369
MANNING & NAPIER INCCL A56382Q102637111,927SH DFND1 2111,92700
MANNKIND CORP COMCOM NEW56400P706709479,153SH DFND1479,15300
MANPOWER INC COMCOM56418H1008428,218SH DFND1 28,21800
MANPOWER INC COMCOM56418H10066,893652,347SH DFND1650,05402,293
MANTECH INTL CORP CL ACL A5645631047,338211,908SH DFND1211,90800
MANULIFE FINL CORP COMCOM56501R10625614,466SH DFND112,81901,647
MARATHON OIL CORP COMCOM565849106131,7058,347,593SH DFND18,309,870037,723
MARATHON OIL CORP COMCOM56584910618511,766SH DFND1 211,76600
MARATHON PATENT GROUP INCCOM NEW56585W2034544,662SH DFND144,66200
MARATHON PETROLEUM CORP - W/ICOM56585A102263,0925,212,984SH DFND15,188,962024,022
MARCHEX INC-CLASS BCL B56624R108596219,184SH DFND1217,99901,185
MARCUS & MILLICHAP INCCOM5663241093,640148,094SH DFND1148,09400
MARCUS CORP COMCOM5663301064,628144,181SH DFND1144,18100
MARIN SOFTWARE INCCOM56804T10615687,117SH DFND187,11700
MARINE PRODS CORP COMCOM56842710853949,593SH DFND149,59300
MARINEMAX INC COMCOM5679081084,049187,053SH DFND1187,05300
MARINUS PHARMACEUTICALS INCCOM56854Q1019956,098SH DFND156,09800
MARKEL CORP COMCOM570535104101,200103,743SH DFND1103,74300
MARKETAXESS HOLDINGS INCCOM57060D10854,887292,747SH DFND1291,58001,167
MARLIN BUSINESS SERVICES INCCOM5711571063,188123,833SH DFND1123,83300
MARLIN BUSINESS SERVICES INCCOM5711571061726,689SH DFND1 26,68900
MARRIOTT INTL INC NEW CL ACL A571903202302,4913,216,262SH DFND13,191,529024,733
MARRIOTT VACATIONS WORLD W/ICOM57164Y10718,777187,902SH DFND1187,90200
MARRONE BIO INNOVATIONS INCCOM57165B10614574,484SH DFND174,48400
MARSH & MCLENNAN COS INC COMCOM571748102373,9665,068,249SH DFND15,045,936022,313
MARTEN TRANSPORT LTDCOM5730751084,659198,693SH DFND1198,69300
MARTIN MARIETTA MATLS INC COMCOM573284106129,800595,589SH DFND1592,78702,802
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT57333110540120,069SH DFND120,06900
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT573331105271,387SH DFND1 21,38700
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10554,7993,592,244SH DFND13,591,3440900
MASCO CORP COMCOM574599106104,9663,092,723SH DFND13,078,140014,583
MASIMO CORP -REDHCOM57479510058,750629,967SH DFND1628,57501,392
MASIMO CORP -REDH