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
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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 INC-CL ACL A68243Q1062,622269,012SH DFND1267,58701,425
1ST CONSTITUTION BANCORPCOM31986N10282746,592SH DFND146,59200
1ST SOURCE CORPCOM3369011037,807162,866SH DFND1162,86600
21VIANET GROUP INC-ADRSPONSORED ADR90138A10317033,985SH DFND133,98500
22ND CENTURY GROUP INCCOM90137F103776443,658SH DFND1443,65800
2U INCCOM90214J10116,747356,935SH DFND1356,93500
3D SYSTEMS CORPCOM NEW88554D20515,923851,521SH DFND1847,88103,640
3M COCOM88579Y1011,349,8326,493,817SH DFND16,466,317027,500
51JOB INC-ADRSP ADR REP COM31682710480317,971SH DFND117,97100
58.COM INC-ADRSPON ADR REP A31680Q1045,914134,721SH DFND1134,72100
8POINT3 ENERGY PARTNERS LPCL A RPT LTDPT28253910520013,237SH DFND113,23700
8X8 INCCOM28291410011,417784,699SH DFND1784,69900
A H BELO CORP-ACOM CL A001282102612111,418SH DFND1111,41800
A10 NETWORKS INCCOM0021211013,153373,673SH DFND1373,67300
AAC HOLDINGS INCCOM00030710849070,785SH DFND170,78500
AAON INCCOM PAR $0.00400036020613,290360,674SH DFND1360,67400
AAR CORPCOM0003611058,713250,682SH DFND1250,68200
AARON'S INCCOM PAR $0.5000253530027,109696,892SH DFND1694,76802,124
AARON'S INCCOM PAR $0.5000253530082421,198SH DFND1 221,19800
ABAXIS INCCOM00256710510,159191,610SH DFND1191,0880522
ABB LTD-SPON ADRSPONSORED ADR00037520459223,812SH DFND119,91003,902
ABBOTT LABORATORIESCOM002824100817,23516,841,625SH DFND116,760,820080,805
ABBVIE INCCOM00287Y10975510,423SH DFND1 210,42300
ABBVIE INCCOM00287Y1091,086,70615,014,095SH DFND114,939,586074,509
ABEONA THERAPEUTICS INCCOM00289Y1071,488232,500SH DFND1232,50000
ABERCROMBIE & FITCH CO-CL ACL A0028962076,861551,564SH DFND1550,8930671
ABERDEEN CHILE FUND INCCOM00301W10511015,649SH DFND1 215,64900
ABIOMED INCCOM00365410048,072335,469SH DFND1334,09601,373
ABM INDUSTRIES INCCOM00095710018,836453,684SH DFND1453,68400
ABRAXAS PETROLEUM CORPCOM0038301061,9531,205,586SH DFND11,205,58600
AC IMMUNE SASHSH0026310522825,953SH DFND125,95300
ACACIA COMMUNICATIONS INCCOM00401C1085,699137,429SH DFND1137,42900
ACACIA RESEARCH CORPACACIA TCH COM0038813071,667406,634SH DFND1406,63400
ACADIA HEALTHCARE CO INCCOM00404A10932,885665,977SH DFND1663,40402,573
ACADIA PHARMACEUTICALS INCCOM00422510823854SH DFND1 285400
ACADIA PHARMACEUTICALS INCCOM00422510822,020789,556SH DFND1789,55600
ACADIA REALTY TRUSTCOM SH BEN INT00423910923,470844,253SH DFND1844,25300
ACCELERATE DIAGNOSTICS INCCOM00430H1026,607241,592SH DFND1241,3980194
ACCELERON PHARMA INCCOM00434H1088,939294,145SH DFND1294,14500
ACCENTURE PLC-CL ASHS CLASS AG1151C101858,6076,952,744SH DFND16,924,098028,646
ACCENTURE PLC-CL ASHS CLASS AG1151C10118148SH DFND1 214800
ACCESS NATIONAL CORPCOM0043371013,421129,023SH DFND1129,02300
ACCO BRANDS CORPCOM00081T10810,360889,283SH DFND1889,28300
ACCURAY INCCOM0043971053,368709,170SH DFND1709,17000
ACELRX PHARMACEUTICALS INCCOM00444T100376175,262SH DFND1175,26200
ACETO CORPCOM00444610010663SH DFND1 266300
ACETO CORPCOM0044461003,822247,425SH DFND1247,42500
ACHAOGEN INCCOM0044491045,894271,240SH DFND1271,24000
ACHILLION PHARMACEUTICALSCOM00448Q2014,9251,073,029SH DFND11,073,02900
ACI WORLDWIDE INCCOM00449810122,4661,004,300SH DFND11,000,32603,974
ACLARIS THERAPEUTICS INCCOM00461U1053,858142,287SH DFND1142,28700
ACLARIS THERAPEUTICS INCCOM00461U105381,410SH DFND1 21,41000
ACNB CORPCOM0008681091,02733,700SH DFND133,70000
ACORDA THERAPEUTICS INCCOM00484M1068,946454,145SH DFND1454,14500
ACTINIUM PHARMACEUTICALS INCCOM00507W107233191,249SH DFND1191,24900
ACTIVISION BLIZZARD INCCOM00507V109390,7756,799,634SH DFND16,746,121053,513
ACTUA CORPCOM0050941074,116292,993SH DFND1292,99300
ACTUANT CORP-ACL A NEW00508X20311,113451,755SH DFND1451,75500
ACTUANT CORP-ACL A NEW00508X203301,231SH DFND1 21,23100
ACUITY BRANDS INCCOM00508Y10295,759471,792SH DFND1469,87901,913
ACUSHNET HOLDINGS CORPCOM0050981083,538178,353SH DFND1178,35300
ACXIOM CORPCOM00512510917,468672,398SH DFND1669,75402,644
ADAMAS PHARMACEUTICALS INCCOM00548A1062,209126,354SH DFND1126,35400
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208640123,113SH DFND1123,11300
ADAMS DIVERSIFIED EQUITY FUNCOM0062121045,354374,736SH DFND1 2374,73600
ADAMS NATURAL RESOURCES FUNDCOM00548F1054,350232,673SH DFND1 2232,67300
ADAMS RESOURCES & ENERGY INCCOM NEW00635130871517,420SH DFND117,42000
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10712828,605SH DFND128,60500
ADCARE HEALTH SYSTEMS INCCOM NEW00650W3003840,556SH DFND140,55600
ADDUS HOMECARE CORPCOM0067391062,22259,746SH DFND159,74600
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061911,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D10119543,069SH DFND143,06900
ADIENT PLC ORD SHSG0084W10148,733745,394SH DFND1745,2480146
ADMA BIOLOGICS INCCOM0008991048221,526SH DFND121,52600
ADOBE SYSTEMS INCCOM00724F101688,8474,878,615SH DFND14,842,514036,101
ADTALEM GLOBAL EDUCATION INCCOM00737L10317,323456,484SH DFND1454,56501,919
ADTRAN INCCOM00738A1068,633418,095SH DFND1418,09500
ADURO BIOTECH INCCOM00739L1013,322291,419SH DFND1291,41900
ADVANCE AUTO PARTS INCCOM00751Y10624212SH DFND1 221200
ADVANCE AUTO PARTS INCCOM00751Y10692,593795,430SH DFND1792,22603,204
ADVANCED ACCELERATOR APP-ADRSPONSORED ADS00790T1001,07427,526SH DFND127,52600
ADVANCED DISPOSAL SERVICES ICOM00790X1016,883302,819SH DFND1302,81900
ADVANCED DRAINAGE SYSTEMS INCOM00790R1045,764286,793SH DFND1286,79300
ADVANCED EMISSIONS SOLUTIONSCOM00770C1011,781194,469SH DFND1194,46900
ADVANCED ENERGY INDUSTRIESCOM00797310024,657381,157SH DFND1381,15700
ADVANCED ENERGY INDUSTRIESCOM00797310051796SH DFND1 279600
ADVANCED MICRO DEVICESCOM007903107107,9518,663,335SH DFND18,629,713033,622
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00756M40414523,046SH DFND119,18603,860
ADVANSIX INCCOM00773T1017,531241,082SH DFND1241,08200
ADVAXIS INCCOM NEW0076242081,878289,520SH DFND1289,52000
ADVERUM BIOTECHNOLOGIES INCCOM00773U10823895,252SH DFND195,25200
ADVISORY BOARD CO/THECOM00762W10717,677343,255SH DFND1343,25500
AECOMCOM00766T10040,2851,246,087SH DFND11,240,84205,245
AECOMCOM00766T10031961SH DFND1 296100
AEGION CORPCOM00770F1046,453294,957SH DFND1294,95700
AEGLEA BIOTHERAPEUTICS INCCOM00773J10311730,649SH DFND130,64900
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410312725,015SH DFND121,57503,440
AEHR TEST SYSTEMSCOM00760J10836798,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2028059,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510617,509379,564SH DFND1379,56400
AERIE PHARMACEUTICALS INCCOM00771V10815,379292,662SH DFND1292,66200
AEROHIVE NETWORKS INCCOM0077861061,600320,140SH DFND1320,14000
AEROJET ROCKETDYNE HOLDINGSCOM00780010512,265589,676SH DFND1589,67600
AEROVIRONMENT INCCOM0080731086,837178,993SH DFND1178,99300
AES CORPCOM00130H10515714,152SH DFND1 214,15200
AES CORPCOM00130H10575,5326,809,458SH DFND16,780,816028,642
AETHLON MEDICAL INCCOM NEW00808Y2085124,234SH DFND124,23400
AETNA INCCOM00817Y108487,9013,219,153SH DFND13,203,571015,582
AEVI GENOMIC MEDICINE INCCOM00835P105244183,789SH DFND1183,78900
AFFILIATED MANAGERS GROUPCOM008252108108657SH DFND1 265700
AFFILIATED MANAGERS GROUPCOM00825210893,149562,611SH DFND1560,15502,456
AFFIMED NVCOMN010451083818,764SH DFND118,76400
AFLAC INCCOM001055102314,0974,050,256SH DFND14,032,017018,239
AG MORTGAGE INVESTMENT TRUSTCOM0012281053,936215,115SH DFND1206,95008,165
AGCO CORPCOM00108410237,073550,331SH DFND1548,08402,247
AGENUS INCCOM NEW00847G7052,396612,855SH DFND1612,85500
AGILE THERAPEUTICS INCCOM00847L100642171,318SH DFND1171,31800
AGILENT TECHNOLOGIES INCCOM00846U101198,1683,346,818SH DFND13,331,934014,884
AGILYSYS INCCOM00847J1051,345132,930SH DFND1132,93000
AGIOS PHARMACEUTICALS INCCOM00847X10417,821346,389SH DFND1346,38900
AGNC INVESTMENT CORPCOM00123Q10482,6693,884,117SH DFND13,874,92009,197
AGNC INVESTMENT CORPCOM00123Q1041185,558SH DFND1 25,55800
AGNICO EAGLE MINES LTDCOMSTK0084741085,530123,535SH DFND1123,2700265
AGREE REALTY CORPCOM0084921009,916216,189SH DFND1216,18900
AGRIUM INCCOM0089161083844,243SH DFND14,24300
AGRIUM INCCOMSTK0089161086,48171,988SH DFND171,98800
AGROFRESH SOLUTIONS INCCOM00856G1091,620225,715SH DFND1225,71500
AIMMUNE THERAPEUTICS INCCOM00900T1074,928239,694SH DFND1239,69400
AIR LEASE CORPCL A00912X30228,696768,120SH DFND1768,12000
AIR PRODUCTS & CHEMICALS INCCOM009158106295,3392,068,170SH DFND12,058,24409,926
AIR TRANSPORT SERVICES GROUPCOM00922R10510,389477,038SH DFND1477,03800
AIRCASTLE LTDCOMG0129K1049,429433,537SH DFND1433,53700
AIRGAIN INCCOM00938A10449935,237SH DFND135,23700
AIRMEDIA GROUP INC-ADRSPONSORED ADR0094111094420,876SH DFND120,87600
AK STEEL HOLDING CORPCOM00154710817,9142,726,774SH DFND12,726,77400
AKAMAI TECHNOLOGIES INCCOM00971T1013727,483SH DFND1 27,48300
AKAMAI TECHNOLOGIES INCCOM00971T10190,5231,820,306SH DFND11,807,705012,601
AKEBIA THERAPEUTICS INCCOM00972D1054,715328,181SH DFND1328,18100
AKERS BIOSCIENCES INCCOM00973E1021512,000SH DFND112,00000
AKORN INCCOM00972810624,681735,878SH DFND1732,94402,934
AKOUSTIS TECHNOLOGIES INCCOM00973N10252660,281SH DFND160,28100
ALAMO GROUP INCCOM01131110711,080122,015SH DFND1122,01500
ALARM.COM HOLDINGS INCCOM0116421055,635149,753SH DFND1149,75300
ALASKA AIR GROUP INCCOM011659109113,4051,265,064SH DFND11,259,30105,763
ALASKA COMM SYSTEMS GROUPCOM01167P101794361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810812,317230,672SH DFND1230,67200
ALBANY MOLECULAR RESEARCHCOM0124231094,618212,835SH DFND1212,83500
ALBEMARLE CORPCOM01265310131296SH DFND1 229600
ALBEMARLE CORPCOM012653101116,8751,109,331SH DFND11,104,25805,073
ALBIREO PHARMA INCCOM01345P10654626,549SH DFND126,54900
ALCOA CORPCOM013872106361,127SH DFND1 21,12700
ALCOA CORPCOM01387210640,9061,252,870SH DFND11,252,87000
ALCOBRA LTDSHSM2239P1091211,033SH DFND111,03300
ALDER BIOPHARMACEUTICALS INCCOM0143391054,773416,893SH DFND1416,89300
ALDEYRA THERAPEUTICS INCCOM01438T10627157,854SH DFND157,85400
ALERE INCCOM01449J10534,399685,389SH DFND1685,38900
ALEXANDER & BALDWIN INCCOM01449110415,204367,434SH DFND1365,87701,557
ALEXANDER'S INCCOM01475210911,05126,221SH DFND126,22100
ALEXANDRIA REAL ESTATE EQUITCOM015271109133,5821,110,461SH DFND11,106,50903,952
ALEXION PHARMACEUTICALS INCCOM015351109262,5192,161,456SH DFND12,144,789016,667
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102241,8401,724,351SH DFND11,723,7420609
ALICO INCCOM01623010486227,550SH DFND127,55000
ALIGN TECHNOLOGY INCCOM016255101128,685858,475SH DFND1855,19903,276
ALIGN TECHNOLOGY INCCOM01625510139262SH DFND1 226200
ALIMERA SCIENCES INCCOM016259103217156,604SH DFND1156,60400
ALIO GOLD INCCOMSTK01627X1083,497262,612SH DFND1262,61200
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB82,8422,500,000PRN DFND1 22,500,00000
ALJ REGIONAL HOLDINGS INCCOM0016271087924,901SH DFND124,90100
ALKERMES PLCSHSG0176710513231SH DFND1 223100
ALKERMES PLCSHSG0176710574,6211,287,789SH DFND11,287,6650124
ALLEGHANY CORPCOM01717510077,863130,955SH DFND1130,4340521
ALLEGHENY TECHNOLOGIES INCCOM01741R102251,480SH DFND1 21,48000
ALLEGHENY TECHNOLOGIES INCCOM01741R10214,486851,649SH DFND1847,98303,666
ALLEGIANCE BANCSHARES INCCOM01748H1073,71196,908SH DFND196,90800
ALLEGIANT TRAVEL COCOM01748X10215,752116,167SH DFND1116,16700
ALLEGIANT TRAVEL COCOM01748X1023422,523SH DFND1 22,52300
ALLEGION PLCORD SHSG0176J10977,786960,450SH DFND1956,31504,135
ALLERGAN PLCSHSG0177J108800,9083,300,384SH DFND13,285,339015,045
ALLETE INCCOM NEW01852230034,958487,709SH DFND1487,70900
ALLIANCE CALIF MUNI INCOMECOM01854610165848,063SH DFND1 248,06300
ALLIANCE DATA SYSTEMS CORPCOM018581108139,983546,276SH DFND1543,86002,416
ALLIANCE HEALTHCARE SERVICECOM PAR0186063012,107158,450SH DFND1157,9790471
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10089437,753SH DFND137,75300
ALLIANCE ONE INTERNATIONALCOM NEW01877230161242,566SH DFND142,56600
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10887146,090SH DFND146,09000
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,83296,950SH DFND1 296,95000
ALLIANT ENERGY CORPCOM01880210895,9272,391,765SH DFND12,381,380010,385
ALLIED MOTION TECHNOLOGIESCOM0193301091,77065,033SH DFND165,03300
ALLIED WORLD ASSURANCE COSHSH0153110431600SH DFND1 260000
ALLIED WORLD ASSURANCE COSHSH0153110437,561710,038SH DFND1710,03800
ALLIQUA BIOMEDICAL INCCOM NEW0196212002876,706SH DFND176,70600
ALLISON TRANSMISSION HOLDINGCOM01973R10161,2251,632,241SH DFND11,632,24100
ALLISON TRANSMISSION HOLDINGCOM01973R10188323,549SH DFND1 223,54900
ALLOT COMMUNICATIONS LTDSHSM0854Q1059218,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10820,2771,589,121SH DFND11,583,00506,116
ALLSTATE CORPCOM020002101312,1213,535,391SH DFND13,519,575015,816
ALLY FINANCIAL INCCOM02005N10072,9253,491,251SH DFND13,491,25100
ALLY FINANCIAL INCCOM02005N1001557,447SH DFND1 27,44700
ALMOST FAMILY INCCOM0204091086,488105,253SH DFND1105,25300
ALNYLAM PHARMACEUTICALS INCCOM02043Q10752,833662,405SH DFND1662,2810124
ALON USA PARTNERS LPUT LTDPART INT02052T10918918,110SH DFND1 218,11000
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,772226,320SH DFND1226,32000
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104885,319SH DFND1 25,31900
ALPHABET INC-CL ACAP STK CL A02079K3052,908,0773,133,111SH DFND13,110,970022,141
ALPHABET INC-CL CCAP STK CL C02079K1072,864,3803,157,182SH DFND13,133,539023,643
ALPHATEC HOLDINGS INCCOM NEW02081G2019349,590SH DFND149,59000
ALPINE GLOBAL PREMIER PROPERCOM SBI02083A103869137,126SH DFND1 2137,12600
ALTABA INCCOM0213461013,26860,000SH DFND1 260,00000
ALTABA INCCOM0213461011,22522,486SH DFND121,8090677
ALTERYX INC - CLASS ACOM CL A02156B1032,044104,719SH DFND1104,71900
ALTIMMUNE INCCOM02155H101356111,418SH DFND1110,7210697
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,226102,051SH DFND1102,05100
ALTISOURCE RESIDENTIAL CORPCL B02153W1005,276407,787SH DFND1407,78700
ALTRA INDUSTRIAL MOTION CORPCOM02208R10610,313259,134SH DFND1259,13400
ALTRIA GROUP INCCOM02209S1031,553,61020,895,038SH DFND120,811,227083,811
AMAG PHARMACEUTICALS INCCOM00163U1066,545355,716SH DFND1355,5890127
AMAG PHARMACEUTICALS INCCOM00163U1061397,602SH DFND1 27,60200
AMARIN CORP PLC -ADRSPONS ADR NEW023111206722179,270SH DFND1179,27000
A-MARK PRECIOUS METALS INCCOM00181T10731519,162SH DFND119,16200
AMAYA INCCOM02314M1081,70295,219SH DFND195,21900
AMAZON.COM INCCOM0231351063,893,5864,029,084SH DFND13,997,165031,919
AMBAC FINANCIAL GROUP INCCOM NEW0231398846,896397,492SH DFND1397,49200
AMBARELLA INCSHSG037AX1012164,450SH DFND1 24,45000
AMBARELLA INCSHSG037AX1013,91180,560SH DFND180,516044
AMBER ROAD INCCOM02318Y1081,266147,735SH DFND1147,73500
AMBEV SA-ADRSPONSORED ADR02319V1038615,667SH DFND1 215,66700
AMBEV SA-ADRSPONSORED ADR02319V103864157,537SH DFND1157,53700
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1049,844432,705SH DFND1432,70500
AMC NETWORKS INC-ACL A00164V103841,586SH DFND1 21,58600
AMC NETWORKS INC-ACL A00164V10325,044468,907SH DFND1467,03801,869
AMDOCS LTDSHSG0260210385,2671,322,804SH DFND11,322,80400
AMEDICA CORPCOM NEW02343520943114,757SH DFND1114,75700
AMEDISYS INCCOM02343610815,170241,535SH DFND1241,53500
AMER NATL BNKSHS/DANVILLE VACOM0277451081,84850,020SH DFND150,02000
AMERCOCOM02358610021,73959,409SH DFND159,40900
AMEREN CORPORATIONCOM023608102132,7942,433,362SH DFND12,422,434010,928
AMERESCO INC-CL ACL A02361E1081,052136,646SH DFND1136,64600
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10723239,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102254,8845,072,192SH DFND15,035,356036,836
AMERICAN ASSETS TRUST INCCOM02401310416,148409,955SH DFND1409,95500
AMERICAN AXLE & MFG HOLDINGSCOM02406110317,5631,125,879SH DFND11,125,87900
AMERICAN CAMPUS COMMUNITIESCOM02483510060,9421,288,422SH DFND11,283,89804,524
AMERICAN EAGLE OUTFITTERSCOM02553E10624,7552,054,417SH DFND12,048,06906,348
AMERICAN ELECTRIC POWERCOM025537101320,9234,628,123SH DFND14,606,088022,035
AMERICAN ELECTRIC TECHNOLOGICOM0255761092011,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620618,104688,902SH DFND1688,90200
AMERICAN EXPRESS COCOM025816109615,4917,319,179SH DFND17,285,539033,640
AMERICAN FINANCIAL GROUP INCCOM02593210458,547589,420SH DFND1586,93402,486
AMERICAN HOMES 4 RENT- ACL A02665T30649,8402,208,268SH DFND12,208,26800
AMERICAN INTERNATIONAL GROUPCOM NEW026874784531,3748,514,591SH DFND18,476,432038,159
AMERICAN INTERNATIONAL GROUPCOM NEW026874784013SH DFND1 21300
AMERICAN INTERNATIONAL-CW21*W EXP 01/19/20202687415620,160956,367SH DFND1 2956,36700
AMERICAN INTERNATIONAL-CW21*W EXP 01/19/20202687415614694SH DFND169400
AMERICAN NATIONAL INSURANCECOM02859110511,24096,491SH DFND196,49100
AMERICAN OUTDOOR BRANDS CORPCOM02874P10317,109772,111SH DFND1772,11100
AMERICAN PUBLIC EDUCATIONCOM02913V1033,053129,111SH DFND1129,11100
AMERICAN RAILCAR INDUSTRIESCOM02916P1032,86574,809SH DFND174,80900
AMERICAN RENAL ASSOCIATES HOCOM0292271051,56684,461SH DFND184,46100
AMERICAN RIVER BANKSHRS (CA)COM02932610516611,472SH DFND111,47200
AMERICAN SOFTWARE INC-CL ACL A0296831092,286222,197SH DFND1222,19700
AMERICAN STATES WATER COCOM02989910116,117339,950SH DFND1339,95000
AMERICAN SUPERCONDUCTOR CORPSHS NEW03011120743594,318SH DFND194,31800
AMERICAN TOWER CORPCOM03027X100504,3763,819,056SH DFND13,800,615018,441
AMERICAN VANGUARD CORPCOM0303711083,508203,412SH DFND1203,41200
AMERICAN WATER WORKS CO INCCOM030420103138,8571,784,352SH DFND11,776,62007,732
AMERICAN WOODMARK CORPCOM03050610913,057136,652SH DFND1136,65200
AMERICA'S CAR-MART INCCOM03062T1052,41662,131SH DFND162,13100
AMERIPRISE FINANCIAL INCCOM03076C106188,1301,480,605SH DFND11,473,55007,055
AMERIPRISE FINANCIAL INCCOM03076C106115909SH DFND1 290900
AMERIS BANCORPCOM03076K10815,365318,795SH DFND1318,79500
AMERISAFE INCCOM03071H1009,398165,024SH DFND1165,02400
AMERISERV FINANCIAL INCCOM03074A1026114,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105149,4021,583,342SH DFND11,575,08108,261
AMES NATIONAL CORPCOM0310011001,58251,702SH DFND151,70200
AMETEK INCCOM031100100137,3472,271,466SH DFND12,260,531010,935
AMGEN INCCOM0311621001,5809,175SH DFND1 29,17500
AMGEN INCCOM0311621001,348,4467,841,857SH DFND17,786,036055,821
AMICUS THERAPEUTICS INCCOM03152W10912,5971,251,025SH DFND11,251,02500
AMKOR TECHNOLOGY INCCOM03165210019119,584SH DFND1 219,58400
AMKOR TECHNOLOGY INCCOM03165210016,1261,650,626SH DFND11,650,62600
AMN HEALTHCARE SERVICES INCCOM00174410114,647375,102SH DFND1375,10200
AMPCO-PITTSBURGH CORPCOM03203710397766,291SH DFND166,29100
AMPHASTAR PHARMACEUTICALS INCOM03209R1035,697319,031SH DFND1319,03100
AMPHENOL CORP-CL ACL A03209510132438SH DFND1 243800
AMPHENOL CORP-CL ACL A032095101242,0313,283,926SH DFND13,270,666013,260
AMPIO PHARMACEUTICALS INCCOM03209T109127243,814SH DFND1243,81400
AMPLIFY SNACK BRANDS INCCOM03211L1022,488258,163SH DFND1258,16300
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3012937,449SH DFND137,44900
AMTECH SYSTEMS INCCOM PAR $0.01N03233250454764,857SH DFND164,85700
AMTRUST FINANCIAL SERVICESCOM03235930913,704905,154SH DFND1905,15400
AMYRIS INCCOM NEW03236M20011937,574SH DFND137,57400
ANADARKO PETROLEUM CORPCOM0325111071342,974SH DFND1 22,97400
ANADARKO PETROLEUM CORPCOM032511107237,4725,247,267SH DFND15,222,407024,860
ANALOG DEVICES INCCOM032654105293,4203,777,792SH DFND13,750,204027,588
ANALOGIC CORPCOM PAR $0.050326572077,828107,759SH DFND1107,75900
ANAPTYSBIO INCCOM0327241061,35656,672SH DFND156,67200
ANAVEX LIFE SCIENCES CORPCOM NEW0327973001,593299,482SH DFND1299,48200
ANCHOR BANCORPCOM0328381042379,419SH DFND19,41900
ANDERSONS INC/THECOM0341641038,024234,982SH DFND1234,98200
ANGIE'S LIST INCCOM0347541014,148324,383SH DFND1324,38300
ANGIODYNAMICS INCCOM03475V1016,319389,831SH DFND1389,83100
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820613513,951SH DFND1 213,95100
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR0351282069999SH DFND100999
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1084684,249SH DFND14,24900
ANI PHARMACEUTICALS INCCOM00182C1033,05865,347SH DFND165,34700
ANIKA THERAPEUTICS INCCOM0352551086,163124,913SH DFND1124,7910122
ANIXTER INTERNATIONAL INCCOM03529010521,975281,021SH DFND1280,6910330
ANNALY CAPITAL MANAGEMENT INCOM035710409117,9749,793,947SH DFND19,776,931017,016
ANSYS INCCOM03662Q105114,521942,589SH DFND1938,87903,710
ANTARES PHARMA INCCOM0366421063,8321,190,138SH DFND11,190,13800
ANTERO RESOURCES CORPCOM03674X10627,2361,261,121SH DFND11,261,12100
ANTHEM INCCOM036752103511,8522,725,223SH DFND12,712,824012,399
ANTHEM INCCOM0367521038574,560SH DFND1 24,56000
ANTHERA PHARMACEUTICALS INCCOM03674U3004729,335SH DFND129,33500
ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA97,7848,062,000PRN DFND1 28,062,00000
ANWORTH MORTGAGE ASSET CORPCOM0373471015,921985,339SH DFND1978,47606,863
AON PLCSHS CL AG0408V102314,7612,371,979SH DFND12,360,608011,371
APACHE CORPCOM037411105181,8353,800,311SH DFND13,783,392016,919
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R76234612,741SH DFND112,74100
APARTMENT INVT & MGMT CO -ACL A03748R10132747SH DFND1 274700
APARTMENT INVT & MGMT CO -ACL A03748R10181,0791,888,967SH DFND11,882,15406,813
APOGEE ENTERPRISES INCCOM0375981091532,704SH DFND1 22,70400
APOGEE ENTERPRISES INCCOM03759810913,716241,324SH DFND1241,32400
APOLLO COMMERCIAL REAL ESTATCOM03762U10521,0851,136,700SH DFND11,128,17708,523
APOLLO COMMERCIAL REAL ESTATCOM03762U10562333,604SH DFND1 233,60400
APOLLO GLOBAL MANAGEMENT - ACL A SHS03761230658422,081SH DFND1 222,08100
APOLLO INVESTMENT CORPCOM03761U10618328,690SH DFND10028,690
APPFOLIO INC - ACOM CL A03783C10020625SH DFND1 262500
APPFOLIO INC - ACOM CL A03783C1003,05893,810SH DFND193,81000
APPLE HOSPITALITY REIT INCCOM NEW03784Y20030,0551,606,394SH DFND11,606,39400
APPLE INCCOM0378331007,812,82654,336,962SH DFND153,946,7360390,226
APPLE INCCOM037833100117817SH DFND1 281700
APPLIED DNA SCIENCES INCCOM NEW03815U20114884,126SH DFND184,12600
APPLIED GENETIC TECHNOLOGIESCOM03820J100798156,562SH DFND1154,29602,266
APPLIED INDUSTRIAL TECH INCCOM03820C10518,874319,639SH DFND1319,63900
APPLIED MATERIALS INCCOM03822210588521,432SH DFND1 221,43200
APPLIED MATERIALS INCCOM038222105502,84012,190,634SH DFND112,110,986079,648
APPLIED OPTOELECTRONICS INCCOM03823U1029,348151,297SH DFND1151,29700
APPROACH RESOURCES INCCOM03834A1031,317390,816SH DFND1390,81600
APPTIO INC - CLASS ACL A03835C1081,54889,251SH DFND189,25100
APRICUS BIOSCIENCES INCCOM NEW03832V3072824,953SH DFND124,95300
APTARGROUP INCCOM03833610342,709491,702SH DFND1489,60102,101
APTEVO THERAPEUTICS INCCOM03835L10819996,321SH DFND196,228093
AQUA AMERICA INCCOM03836W10348,4351,454,534SH DFND11,448,54905,985
AQUA METALS INCCOM03837J1011,585126,349SH DFND1126,34900
AQUAVENTURE HOLDINGS LTDSHSG0443N1071,31486,280SH DFND186,28000
AQUINOX PHARMACEUTICALS INCCOM03842B1011,719122,220SH DFND1122,22000
ARALEZ PHARMACEUTICALS INCCOM03852X1003828,175SH DFND128,17500
ARAMARKCOM03852U10680,6391,968,580SH DFND11,968,58000
ARATANA THERAPEUTICS INCCOM03874P1012,072286,599SH DFND1286,59900
ARAY 3.5 02/01/18NOTE 3.500% 2/0004397AD75,8505,500,000PRN DFND1 25,500,00000
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ARBUTUS BIOPHARMA CORPCOM03879J1009727,115SH DFND127,11500
ARC DOCUMENT SOLUTIONS INCCOM00191G1031,289309,872SH DFND1309,87200
ARC GROUP WORLDWIDE INCCOM00213H10510235,276SH DFND135,27600
ARCADIA BIOSCIENCES INCCOM0390141051126,228SH DFND126,22800
ARCBEST CORPCOM03937C105381,890SH DFND1 21,89000
ARCBEST CORPCOM03937C1053,954191,956SH DFND1191,95600
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ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20369830,729SH DFND1 230,72900
ARCH CAPITAL GROUP LTDORDG0450A10531337SH DFND1 233700
ARCH CAPITAL GROUP LTDORDG0450A105102,7541,101,891SH DFND11,101,89100
ARCH COAL INC - ACL A03938040712,869188,431SH DFND1188,43100
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ARCHER-DANIELS-MIDLAND COCOM039483102224,2365,428,729SH DFND15,402,212026,517
ARCHROCK INCCOM03957W1068,927783,156SH DFND1779,67103,485
ARCHROCK INCCOM03957W10640435,439SH DFND1 235,43900
ARCHROCK PARTNERS LPCOM UNITS REPSTG03957U10094663,475SH DFND1 263,47500
ARCHROCK PARTNERS LPCOM UNITS REPSTG03957U10072048,328SH DFND148,32800
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ARCONIC INCCOM03965L10097,6364,317,871SH DFND14,298,747019,124
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ARDELYX INCCOM039697107945185,378SH DFND1185,37800
ARDMORE SHIPPING CORPCOMY0207T1001,948239,129SH DFND1239,12900
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ARES COMMERCIAL REAL ESTATECOM04013V108493,762SH DFND1 23,76200
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ARGAN INCCOM04010E10912,928215,476SH DFND1215,0880388
ARGO GROUP INTERNATIONALCOMG0464B10715,178250,471SH DFND1250,47100
ARGOS THERAPEUTICS INCCOM04022110346129,046SH DFND1129,04600
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ARK RESTAURANTS CORPCOM0407121012068,457SH DFND18,45700
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AROTECH CORPCOM NEW042682203541152,556SH DFND1152,55600
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ARRIS INTERNATIONAL PLCSHSG0551A10345,3651,619,043SH DFND11,612,70006,343
ARROW ELECTRONICS INCCOM04273510055,432707,253SH DFND1704,24803,005
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ARTESIAN RESOURCES CORP-CL ACL A0431132084,157110,451SH DFND1110,45100
ARTHUR J GALLAGHER & COCOM363576109105,3411,843,000SH DFND11,835,21307,787
ARTISAN PARTNERS ASSET MA -ACL A04316A10811,090361,270SH DFND1359,97601,294
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ASBURY AUTOMOTIVE GROUPCOM0434361049,459167,280SH DFND1167,28000
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ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P10154619,686SH DFND119,68600
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ASPEN AEROGELS INCCOM04523Y10542294,870SH DFND194,87000
ASPEN INSURANCE HOLDINGS LTDSHSG0538410530,014602,105SH DFND1600,08402,021
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ASSOCIATED BANC-CORPCOM04548710530,7651,220,855SH DFND11,215,73005,125
ASSOCIATED CAPITAL GROUP - ACL A0455281061,25036,786SH DFND136,78600
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ASSURED GUARANTY LTDCOMG0585R1062967,097SH DFND1 27,09700
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ASTRONICS CORPCOM0464331081645,413SH DFND1 25,41300
ASTRONICS CORPCOM04643310810,149333,102SH DFND1333,10200
ASTRONOVA INCCOM04638F1081,20792,178SH DFND192,17800
ASTROTECH CORPCOM0464841014951,802SH DFND151,80200
ASURE SOFTWARE INCCOM04649U10279354,321SH DFND154,32100
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ATHERSYS INCCOM04744L1061,381914,841SH DFND1914,84100
ATKORE INTERNATIONAL GROUP ICOM0476491088,241365,456SH DFND1365,45600
ATLANTIC CAPITAL BANCSHARESCOM0482692032,841149,570SH DFND1149,57000
ATLANTIC POWER CORPCOM NEW04878Q863501211,744SH DFND1211,74400
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ATLANTICUS HOLDINGS CORPCOM04914Y10219071,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420511,285216,405SH DFND1216,40500
ATLAS FINANCIAL HOLDINGS INCSHS NEWG062071151,14676,967SH DFND176,96700
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ATN INTERNATIONAL INCCOM00215F1077,003102,329SH DFND1102,32900
ATRICURE INCCOM04963C2096,456266,250SH DFND1266,25000
ATRION CORPORATIONCOM0499041057,89212,269SH DFND112,26900
ATWOOD OCEANICS INCCOM0500951084,769585,262SH DFND1585,26200
ATYR PHARMA INCCOM002120103375108,908SH DFND1108,90800
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AUDIOCODES LTDORDM15342104538,991SH DFND1 28,99100
AUDIOCODES LTDORDM153421048514,232SH DFND114,23200
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AUTOBYTEL INCCOM NEW05275N205846,704SH DFND1 26,70400
AUTOBYTEL INCCOM NEW05275N20577361,332SH DFND161,33200
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AUTOLIV INCCOM05280010958,608534,050SH DFND1534,05000
AUTOMATIC DATA PROCESSINGCOM053015103509,3254,978,645SH DFND14,944,937033,708
AUTONATION INCCOM05329W10228,733682,862SH DFND1680,00602,856
AUTOZONE INCCOM053332102156,864275,460SH DFND1274,23801,222
AUTOZONE INCCOM0533321022342SH DFND1 24200
AV HOMES INCCOM00234P1021,94096,765SH DFND196,3570408
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AVANGRID INCCOM05351W10320,445463,099SH DFND1463,09900
AVEO PHARMACEUTICALS INCCOM0535881091,331599,610SH DFND1599,61000
AVERY DENNISON CORPCOM05361110987,969996,945SH DFND1992,90304,042
AVEXIS INCCOM05366U10016,943206,224SH DFND1206,22400
AVIAT NETWORKS INCCOM NEW05366Y20142324,357SH DFND124,35700
AVID TECHNOLOGY INCCOM05367P1001,446274,912SH DFND1274,91200
AVINGER INCCOM05373410955123,602SH DFND1123,60200
AVIRAGEN THERAPEUTICS INCCOM053761102112167,323SH DFND1167,32300
AVIS BUDGET GROUP INCCOM05377410519,516715,677SH DFND1712,83702,840
AVISTA CORPCOM05379B10722,596532,184SH DFND1532,18400
AVNET INCCOM05380710339,7961,023,964SH DFND11,019,75604,208
AVON PRODUCTS INCCOM0543031029,9032,606,215SH DFND12,589,870016,345
AVX CORPCOM0024441078,499520,161SH DFND1519,6120549
AWARE INC/MASSCOM05453N10018335,720SH DFND135,72000
AXALTA COATING SYSTEMS LTDCOMG0750C10853,0601,656,719SH DFND11,656,71900
AXCELIS TECHNOLOGIES INCCOM NEW0545402085,252250,720SH DFND1250,72000
AXCELIS TECHNOLOGIES INCCOM NEW054540208422,015SH DFND1 22,01500
AXIS CAPITAL HOLDINGS LTDSHSG0692U10931488SH DFND1 248800
AXIS CAPITAL HOLDINGS LTDSHSG0692U10948,484750,110SH DFND1750,11000
AXOGEN INCCOM05463X1068528SH DFND1 252800
AXOGEN INCCOM05463X1063,735223,038SH DFND1223,03800
AXON ENTERPRISE INCCOM05464C10111,386452,908SH DFND1452,862046
AXOVANT SCIENCES LTDCOMG0750W1041,25854,260SH DFND154,26000
AXSOME THERAPEUTICS INCCOM05464T10439972,694SH DFND172,69400
AXT INCCOM00246W1031,953307,679SH DFND1307,67900
AZZ INCCOM00247410411,553207,056SH DFND1207,05600
B COMMUNICATIONS LTDSHSM1562910423713,809SH DFND113,80900
B&G FOODS INCCOM05508R10619,222539,966SH DFND1539,0910875
B. RILEY FINANCIAL INCCOM05580M1082,856153,966SH DFND1153,96600
B2GOLD CORPCOMSTK11777Q2092,890422,436SH DFND1422,43600
BABCOCK & WILCOX ENTERPRCOM05614L1004,571388,720SH DFND1388,72000
BADGER METER INCCOM05652510810,203256,045SH DFND1256,04500
BAIDU INC - SPON ADRSPON ADR REP A056752108104,797587,842SH DFND1579,39608,446
BAKER HUGHES INCCOM057224107235,9844,336,409SH DFND14,317,278019,131
BALCHEM CORPCOM05766520026342SH DFND1 234200
BALCHEM CORPCOM05766520021,112271,677SH DFND1271,67700
BALDWIN & LYONS INC -CL BCL B0577552092,00181,674SH DFND181,67400
BALL CORPCOM058498106142,8443,389,984SH DFND13,374,793015,191
BALLANTYNE STRONG INCCOM05851610544065,729SH DFND165,72900
BALLARD POWER SYSTEMS INCCOM058586108368127,924SH DFND1127,92400
BANC OF CALIFORNIA INCCOM05990K1068,156379,393SH DFND1379,39300
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CAMPING WORLD HOLDINGS INC-ACL A13462K1094,488145,507SH DFND1145,50700
CAMTEK LTDORDM207911057916,454SH DFND116,45400
CAN IMPERIAL BK OF COMMERCECOM1360691014135,093SH DFND14,7360357
CANADIAN NATL RAILWAY COCOM1363751026367,858SH DFND17,1220736
CANADIAN PACIFIC RAILWAY LTDCOM13645T1002101,306SH DFND11,1520154
CANADIAN SOLAR INCCOM13663510976848,274SH DFND148,27400
CANCER GENETICS INCCOM13739U10434487,279SH DFND187,27900
CANON INC-SPONS ADRSPONSORED ADR1380063091,34239,449SH DFND137,02602,423
CANTEL MEDICAL CORPCOM13809810827,128348,199SH DFND1348,19900
CAPELLA EDUCATION COCOM13959410512,783149,337SH DFND1149,33700
CAPITAL BANK FINANCIAL-CL ACL A COM1397941011,14330,000SH DFND1 230,00000
CAPITAL BANK FINANCIAL-CL ACL A COM1397941019,316244,515SH DFND1244,51500
CAPITAL CITY BANK GROUP INCCOM1396741051,86991,549SH DFND191,54900
CAPITAL ONE FINANCIAL CORPCOM14040H105389,5154,722,795SH DFND14,701,840020,955
CAPITAL ONE FINANCIAL CORPCOM14040H10518220SH DFND1 222000
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210720660,661SH DFND160,66100
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY110821071,227361,087SH DFND1 2361,08700
CAPITAL SENIOR LIVING CORPCOM1404751042,999197,176SH DFND1197,17600
CAPITAL SOUTHWEST CORPCOM14050110729218,203SH DFND118,20300
CAPITALA FINANCE CORPCOM14054R10615411,892SH DFND111,89200
CAPITOL FEDERAL FINANCIAL INCOM14057J10115,8711,116,949SH DFND11,116,94900
CAPRICOR THERAPEUTICS INCCOM14070B1014453,121SH DFND153,12100
CAPSTAR FINANCIAL HOLDINGS ICOM14070T10263936,071SH DFND136,07100
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,939761,255SH DFND1761,25500
CAPSTONE TURBINE CORPCOM NEW14067D40972106,683SH DFND1106,68300
CARA THERAPEUTICS INCCOM1407551093,367218,781SH DFND1218,78100
CARBO CERAMICS INCCOM1407811051,155168,747SH DFND1168,74700
CARBONITE INCCOM1413371053,897178,762SH DFND1178,76200
CARDCONNECT CORPCOM14141X1081,16277,227SH DFND177,22700
CARDINAL HEALTH INCCOM14149Y108247,2153,178,057SH DFND13,163,157014,900
CARDIOME PHARMA CORPCOM NO PAR14159U3015512,238SH DFND112,23800
CARDIOVASCULAR SYSTEMS INCCOM1416191069,059281,092SH DFND1281,09200
CARDIOVASCULAR SYSTEMS INCCOM141619106501,580SH DFND1 21,58000
CARDTRONICS PLC - ASHS CL AG1991C10513,918423,575SH DFND1423,57500
CARE CAPITAL PROPERTIES INCCOM14162410621,398801,436SH DFND1796,78104,655
CARE.COM INCCOM1416331071,862123,335SH DFND1123,33500
CAREDX INCCOM14167L1034743,139SH DFND143,13900
CAREER EDUCATION CORPCOM1416651095,499572,860SH DFND1572,86000
CARETRUST REIT INCCOM14174T10711,240606,300SH DFND1606,30000
CARLISLE COS INCCOM1423391003773,958SH DFND1 23,95800
CARLISLE COS INCCOM14233910049,772521,726SH DFND1519,55002,176
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,01551,412SH DFND151,41200
CARMAX INCCOM143130102111,0141,763,722SH DFND11,755,68608,036
CARNIVAL CORPUNIT 99/99/9999143658300273,5294,178,463SH DFND14,158,929019,534
CARNIVAL PLC-ADRADR14365C1033214,867SH DFND14,4670400
CAROLINA FINANCIAL CORPCOM1438731073,380104,604SH DFND1104,60400
CARPENTER TECHNOLOGYCOM14428510313,938372,398SH DFND1370,82301,575
CARRIAGE SERVICES INCCOM1439051073,135116,287SH DFND1116,28700
CARRIZO OIL & GAS INCCOM1445771038,988515,983SH DFND1515,98300
CARRIZO OIL & GAS INCCOM1445771038465SH DFND1 246500
CARROLS RESTAURANT GROUP INCCOM14574X1043,637296,917SH DFND1296,91700
CARS.COM INCCOM14575E10521,325800,807SH DFND1798,07502,732
CARTER'S INCCOM14622910938,306430,656SH DFND1429,01801,638
CARVANA COCL A1468691022,785136,053SH DFND1136,05300
CASCADIAN THERAPEUTICS INCCOM NEW14740B6061,137306,179SH DFND1306,17900
CASELLA WASTE SYSTEMS INC-ACL A1474481045,310323,594SH DFND1323,59400
CASEY'S GENERAL STORES INCCOM14752810337,064346,039SH DFND1344,71501,324
CASI PHARMACEUTICALS INCCOM14757U1094038,315SH DFND138,31500
CASS INFORMATION SYSTEMS INCCOM14808P1095,52984,245SH DFND184,24500
CASTLE BRANDS INCCOM1484351001,160674,602SH DFND1674,60200
CASTLIGHT HEALTH INC-BCL B14862Q1001,605386,818SH DFND1386,81800
CATABASIS PHARMACEUTICALS INCOM14875P1074431,136SH DFND131,13600
CATALENT INCCOM14880610237,1871,059,464SH DFND11,055,25204,212
CATALYST BIOSCIENCES INCCOM NEW14888D2085712,432SH DFND112,43200
CATALYST PHARMACEUTICALS INCCOM14888U1011,694613,849SH DFND1613,84900
CATCHMARK TIMBER TRUST INC-ACL A14912Y2023,901343,155SH DFND1343,15500
CATERPILLAR INCCOM149123101590,5905,505,957SH DFND15,477,741028,216
CATHAY GENERAL BANCORPCOM14915010431,715835,712SH DFND1833,18602,526
CATO CORP-CLASS ACL A1492051063,553201,993SH DFND1201,99300
CATO CORP-CLASS ACL A1492051061126,368SH DFND1 26,36800
CAVCO INDUSTRIES INCCOM1495681079,58473,929SH DFND173,92900
CAVIUM INCCOM14964U10833,898545,600SH DFND1545,60000
CB FINANCIAL SERVICES INCCOM12479G10190334,610SH DFND134,61000
CBIZ INCCOM1248051026,869457,938SH DFND1457,93800
CBL & ASSOCIATES PROPERTIESCOM12483010020,6622,451,082SH DFND12,446,82204,260
CBOE HOLDINGS INCCOM12503M10891,3511,001,013SH DFND1997,02703,986
CBRE CLARION GL R/E INCOME FCOM12504G1008411,005SH DFND1 211,00500
CBRE GROUP INC - ACL A12504L109106,5932,933,631SH DFND12,920,584013,047
CBS CORP-CLASS B NON VOTINGCL B124857202214,0203,361,837SH DFND13,345,645016,192
CDI CORPCOM12507110039567,558SH DFND167,55800
CDK GLOBAL INCCOM12508E10181,3371,311,060SH DFND11,305,80205,258
CDW CORP/DECOM12514G10885,1121,361,682SH DFND11,361,68200
CECO ENVIRONMENTAL CORPCOM1251411012,120230,938SH DFND1230,93800
CEDAR REALTY TRUST INCCOM NEW1506022093,712765,428SH DFND1765,42800
CELADON GROUP INCCOM150838100678215,538SH DFND1215,53800
CELANESE CORP-SERIES ACOM SER A150870103115,4101,216,124SH DFND11,216,12400
CELESTICA INCCOMSTK15101Q10820,3811,500SH DFND11,50000
CELESTICA INCCOMSTK15101Q10826419,501SH DFND1 219,50100
CELGENE CORPCOM1510201041,0508,088SH DFND1 28,08800
CELGENE CORPCOM1510201041,013,7717,819,358SH DFND17,761,253058,105
CELLDEX THERAPEUTICS INCCOM15117B1032,326941,824SH DFND1941,5480276
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P10237142,453SH DFND142,45300
CEL-SCI CORPCOM PAR NEW1508376078337,660SH DFND137,66000
CEMPRA INCCOM15130J1091,835399,083SH DFND1399,08300
CEMTREX INCCOM PAR $.00115130G30312635,054SH DFND135,05400
CENOVUS ENERGY INCCOM15135U1093,786517,356SH DFND1516,8290527
CENOVUS ENERGY INCCOM15135U109918124,648SH DFND1 2124,64800
CENTENE CORPCOM15135B10198812,376SH DFND1 212,37600
CENTENE CORPCOM15135B101169,0882,119,788SH DFND12,112,06607,722
CENTENNIAL RESOURCE DEVELO-ACL A15136A10218,4721,167,674SH DFND11,167,67400
CENTERPOINT ENERGY INCCOM15189T107129,1964,725,663SH DFND14,704,357021,306
CENTERSTATE BANKS INCCOM15201P10911,805474,873SH DFND1474,87300
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452022,745686,435SH DFND1686,43500
CENTRAL GARDEN & PET COCOM15352710661319,295SH DFND119,29500
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720516,618553,590SH DFND1553,59000
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,510238,647SH DFND1238,64700
CENTRAL SECURITIES CORPCOM1551231024,373175,413SH DFND1 2175,41300
CENTRAL VALLEY COMM BANCORPCOM1556851001,33660,317SH DFND160,31700
CENTRUS ENERGY CORP-CLASS ACL A15643U1049322,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM1564311087,006449,692SH DFND1449,69200
CENTURY BANCORP INC -CL ACL A NON VTG1564321061,53624,151SH DFND124,15100
CENTURY CASINOS INCCOM1564921001,229166,768SH DFND1166,76800
CENTURY COMMUNITIES INCCOM1565043003,058123,336SH DFND1123,33600
CENTURYLINK INCCOM156700106138,2775,799,682SH DFND15,770,970028,712
CENTURYLINK INCCOM1567001061315,507SH DFND1 25,50700
CENVEO INCCOM NEW15670S40224540,373SH DFND140,37300
CERAGON NETWORKS LTDORDM2201310212248,008SH DFND1 248,00800
CERAGON NETWORKS LTDORDM220131029336,506SH DFND136,50600
CERNER CORPCOM156782104224,4713,381,973SH DFND13,359,471022,502
CERULEAN PHARMA INCCOM15708Q1053785,442SH DFND185,44200
CERUS CORPCOM1570851015020,291SH DFND1 220,29100
CERUS CORPCOM1570851012,243893,849SH DFND1893,84900
CEVA INCCOM1572101058,535187,804SH DFND1187,80400
CF CORPORATION - CLASS ASHS CL AG2030710733229,528SH DFND129,52800
CF CORPORATION - CLASS ASHS CL AG2030710784174,797SH DFND1 274,79700
CF INDUSTRIES HOLDINGS INCCOM12526910068,9092,468,411SH DFND12,458,296010,115
CHANGYOU.COM LTD-ADRADS REP CL A15911M10745811,831SH DFND111,83100
CHANNELADVISOR CORPCOM1591791002,144185,644SH DFND1185,64400
CHARLES & COLVARD LTDCOM1597651064549,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM15986410737,956375,249SH DFND1373,64601,603
CHART INDUSTRIES INCCOM PAR $0.0116115Q3089,505273,693SH DFND1273,69300
CHARTER COMMUNICATIONS INC-ACL A16119P108728,2942,165,756SH DFND12,148,442017,314
CHARTER FINANCIAL CORPCOM16122W1082,268126,053SH DFND1126,05300
CHASE CORPCOM16150R1048,35378,285SH DFND178,28500
CHATHAM LODGING TRUSTCOM16208T1025,716284,522SH DFND1284,52200
CHECK POINT SOFTWARE TECHORDM2246510450,681465,150SH DFND1460,25504,895
CHEESECAKE FACTORY INC/THECOM16307210119,770393,048SH DFND1391,54501,503
CHEESECAKE FACTORY INC/THECOM1630721011052,103SH DFND1 22,10300
CHEFS' WAREHOUSE INC/THECOM1630861012,038156,811SH DFND1156,81100
CHEGG INCCOM1630921096,178502,739SH DFND1502,73900
CHEGG INCCOM16309210937530,586SH DFND1 230,58600
CHEMBIO DIAGNOSTICS INCCOM NEW16357220929949,468SH DFND149,46800
CHEMED CORPCOM16359R10334,658169,454SH DFND1169,45400
CHEMICAL FINANCIAL CORPCOM16373110229,785615,273SH DFND1612,87802,395
CHEMOCENTRYX INCCOM16383L1061,876200,470SH DFND1199,7630707
CHEMOURS CO/THECOM16385110860,5361,596,436SH DFND11,589,78006,656
CHEMUNG FINANCIAL CORPCOM16402410198324,048SH DFND124,04800
CHENIERE ENERGY INCCOM NEW16411R20881,6111,676,162SH DFND11,676,16200
CHEROKEE INCCOM16444H10253376,732SH DFND176,73200
CHERRY HILL MORTGAGE INVESTMCOM1646511011,62187,801SH DFND187,80100
CHERRY HILL MORTGAGE INVESTMCOM16465110186246,715SH DFND1 246,71500
CHESAPEAKE ENERGY CORPCOM16516710740,9208,243,510SH DFND18,210,414033,096
CHESAPEAKE ENERGY CORPCOM1651671072,036409,677SH DFND1 2409,67700
CHESAPEAKE LODGING TRUSTSH BEN INT16524010216,270664,907SH DFND1664,90700
CHESAPEAKE UTILITIES CORPCOM1653031089,432125,854SH DFND1125,85400
CHEVRON CORPCOM1667641001,939,89118,625,990SH DFND118,540,133085,857
CHIASMA INCCOM16706W1026645,638SH DFND145,63800
CHICAGO BRIDGE & IRON CO NVCOM16725010917,850904,761SH DFND1904,749012
CHICO'S FAS INCCOM16861510251554,673SH DFND1 254,67300
CHICO'S FAS INCCOM16861510215,8401,681,595SH DFND11,676,91704,678
CHILDREN'S PLACE INC/THECOM16890510721,031205,986SH DFND1205,98600
CHILDREN'S PLACE INC/THECOM1689051075165,056SH DFND1 25,05600
CHIMERA INVESTMENT CORPCOM NEW16934Q20846,8332,513,891SH DFND12,508,37505,516
CHIMERIX INCCOM16934W1061,888346,575SH DFND1346,57500
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1056413,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS INCCOM16938C1061,93517,116SH DFND117,11600
CHINA COMMERCIAL CREDIT INCCOM16891K1033511,141SH DFND111,14100
CHINA INFORMATION TECHNOLOGYCOMG211741001920,266SH DFND120,26600
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1094996,194SH DFND1 26,19400
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1091,60719,927SH DFND119,6760251
CHINA NATURAL RESOURCES INCCOMG2110U1092311,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1079620,593SH DFND120,59300
CHINA YUCHAI INTL LTDCOMG210821051,49081,835SH DFND1 281,83500
CHIPOTLE MEXICAN GRILL INCCOM1696561052970SH DFND1 27000
CHIPOTLE MEXICAN GRILL INCCOM169656105112,293270,352SH DFND1269,10801,244
CHOICE HOTELS INTL INCCOM16990510617,694275,403SH DFND1275,374029
CHRISTOPHER & BANKS CORPCOM171046105262200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW171077407636166,699SH DFND1166,69900
CHUBB LTDCOMH1467J104643,7884,436,235SH DFND14,415,807020,428
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5022828,019SH DFND15,95102,068
CHURCH & DWIGHT CO INCCOM171340102150,1452,898,229SH DFND12,887,414010,815
CHURCHILL DOWNS INCCOM17148410820,824113,610SH DFND1113,1930417
CHUY'S HOLDINGS INCCOM1716041013,507149,883SH DFND1149,88300
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601279116,662SH DFND1116,66200
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD20440960111648,599SH DFND1 248,59900
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B407981133,675SH DFND1 2133,67500
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40717123,332SH DFND122,5320800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10275879,693SH DFND1 279,69300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10213714,476SH DFND113,19701,279
CIDARA THERAPEUTICS INCCOM17175710735947,992SH DFND147,99200
CIENA CORPCOM NEW17177930930,1641,205,596SH DFND11,200,82404,772
CIGNA CORPCOM125509109390,4852,337,148SH DFND12,324,977012,171
CIM COMMERCIAL TRUST CORPCOM1255251051,968123,824SH DFND1123,82400
CIMAREX ENERGY COCOM17179810185,731913,635SH DFND1909,50804,127
CIMAREX ENERGY COCOM17179810165695SH DFND1 269500
CIMPRESS NVSHS EURON201461016,18865,462SH DFND165,46200
CINCINNATI BELL INCCOM NEW1718715026,638339,590SH DFND1339,59000
CINCINNATI FINANCIAL CORPCOM172062101118,0481,631,862SH DFND11,625,05906,803
CINEDIGM CORP - ACOM NEW1724062095431,305SH DFND131,30500
CINEMARK HOLDINGS INCCOM17243V10232,814844,647SH DFND1841,08103,566
CINEMARK HOLDINGS INCCOM17243V10231823SH DFND1 282300
CINER RESOURCES LPCOM UNIT LTD17246410944316,168SH DFND1 216,16800
CINTAS CORPCOM172908105131,6541,046,080SH DFND11,039,22706,853
CIRCOR INTERNATIONAL INCCOM17273K1097,625128,411SH DFND1128,41100
CIRRUS LOGIC INCCOM17275510046,039734,041SH DFND1731,87302,168
CIRRUS LOGIC INCCOM17275510033541SH DFND1 254100
CISCO SYSTEMS INCCOM17275R1021,690,31954,089,004SH DFND153,709,5690379,435
CISCO SYSTEMS INCCOM17275R102842,711SH DFND1 22,71100
CIT GROUP INCCOM NEW12558180156,4531,159,854SH DFND11,159,85400
CITI TRENDS INCCOM17306X1022,424114,246SH DFND1114,24600
CITIGROUP INCCOM NEW1729674241,850,13427,710,362SH DFND127,587,7460122,616
CITIZENS & NORTHERN CORPCOM1729221062,13191,655SH DFND191,65500
CITIZENS COMMUNITY BANCORP ICOM17490310427119,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105195,1465,478,008SH DFND15,456,030021,978
CITIZENS HOLDING COMPANYCOM17471510236213,960SH DFND113,96000
CITIZENS INCCL A1747401002,449331,902SH DFND1331,90200
CITRIX SYSTEMS INCCOM177376100152,2211,915,446SH DFND11,904,430011,016
CITRIX SYSTEMS INCCOM1773761001,61820,338SH DFND1 220,33800
CITY HOLDING COCOM1778351059,276140,828SH DFND1139,9280900
CITY OFFICE REIT INCCOM1785871012,732215,127SH DFND1215,12700
CIVISTA BANCSHARES INCCOM NO PAR1788671071,45069,463SH DFND169,46300
CIVITAS SOLUTIONS INCCOM17887R1022,226127,256SH DFND1127,25600
CKH 3 11/15/28NOTE 3.000%11/181170YAB51,6832,000,000PRN DFND1 22,000,00000
CLEAN DIESEL TECHNOLOGIESCOM PAR NEW18449C50010838,855SH DFND138,85500
CLEAN ENERGY FUELS CORPCOM1844991012,332918,366SH DFND1918,36600
CLEAN HARBORS INCCOM18449610723,131414,312SH DFND1412,54701,765
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,344277,137SH DFND1275,61601,521
CLEARFIELD INCCOM18482P1031,24394,211SH DFND194,21100
CLEARONE INCCOM18506U10418019,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM1850631041,121123,085SH DFND1123,08500
CLEARSIGN COMBUSTION CORPCOM18506410228875,989SH DFND175,98900
CLEARWATER PAPER CORPCOM18538R1032535,428SH DFND1 25,42800
CLEARWATER PAPER CORPCOM18538R1036,291134,572SH DFND1134,57200
CLEVELAND BIOLABS INCCOM NEW1858602024916,688SH DFND116,68800
CLIFFS NATURAL RESOURCES INCCOM18683K10115,5562,248,032SH DFND12,246,86101,171
CLIFTON BANCORP INCCOM1868731053,141190,068SH DFND1190,06800
CLIPPER REALTY INCCOM18885T30677662,906SH DFND162,90600
CLOROX COMPANYCOM189054109170,9471,285,252SH DFND11,279,36405,888
CLOUD PEAK ENERGY INCCOM18911Q1022,263641,350SH DFND1641,35000
CLOUDERA INCCOM18914U1003,097193,323SH DFND1193,32300
CLOVIS ONCOLOGY INCCOM18946410039,909426,247SH DFND1426,24700
CLUBCORP HOLDINGS INCCOM18948M1086,693510,922SH DFND1510,92200
CM FINANCE INCCOM12574Q10310110,178SH DFND110,17800
CME GROUP INCCOM12572Q105428,0203,423,383SH DFND13,406,810016,573
CMS ENERGY CORPCOM125896100128,4382,781,665SH DFND12,769,497012,168
CNA FINANCIAL CORPCOM12611710011,977245,694SH DFND1245,69400
CNB FINANCIAL CORP/PACOM1261281072,821117,691SH DFND1117,69100
CNO FINANCIAL GROUP INCCOM12621E10328,7141,375,237SH DFND11,369,43605,801
CNX COAL RESOURCES LPCOM UNIT RP LP12592V10041828,021SH DFND1 228,02100
COACH INCCOM189754104133,2512,819,496SH DFND12,805,948013,548
COBALT INTERNATIONAL ENERGYCOM NEW19075F304364147,424SH DFND1147,42400
COBIZ FINANCIAL INCCOM1908971086,631381,149SH DFND1381,14900
COCA-COLA BOTTLING CO CONSOLCOM19109810210,79647,171SH DFND147,17100
COCA-COLA CO/THECOM1912161001,625,62636,312,019SH DFND136,136,9780175,041
CODE 2 09/01/20NOTE 2.000% 9/084649PAL926,76810,000,000PRN DFND1 210,000,00000
CODEXIS INCCOM1920051061,585290,921SH DFND1290,92100
CODORUS VALLEY BANCORP INCCOM1920251041,49152,509SH DFND152,50900
COEUR MINING INCCOM NEW19210850412,2571,428,613SH DFND11,428,61300
COFFEE HOLDING CO INCCOM1921761059922,341SH DFND122,34100
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30214,568363,297SH DFND1363,29700
COGENTIX MEDICAL INCCOM19243A104316181,971SH DFND1181,97100
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COGNEX CORPCOM19242210359,946706,082SH DFND1703,15602,926
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COHERENT INCCOM19247910327123SH DFND1 212300
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COLFAX CORPCOM19401410630,170766,334SH DFND1766,33400
COLGATE-PALMOLIVE COCOM194162103636,8468,605,842SH DFND18,566,304039,538
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COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931071,30623,116SH DFND123,11600
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COLUMBIA BANKING SYSTEM INCCOM19723610219,920499,889SH DFND1499,88900
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COLUMBUS MCKINNON CORP/NYCOM1993331054,354171,290SH DFND1171,29000
COMCAST CORP-CLASS ACL A20030N1011584,063SH DFND1 24,06300
COMCAST CORP-CLASS ACL A20030N1011,857,47247,805,908SH DFND147,449,9770355,931
COMERICA INCCOM200340107132,3341,809,976SH DFND11,802,29907,677
COMERICA INCCOM20034010718251SH DFND1 225100
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COMMERCE BANCSHARES INCCOM20052510344,109776,173SH DFND1773,21802,955
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COMMERCEHUB INC-SERIES ACOM SER A20084V1082,270130,343SH DFND1130,34300
COMMERCEHUB INC-SERIES CCOM SER C20084V3063,816218,825SH DFND1218,82500
COMMERCIAL METALS COCOM20172310317,727912,368SH DFND1908,46703,901
COMMERCIAL VEHICLE GROUP INCCOM20260810526531,440SH DFND1 231,44000
COMMERCIAL VEHICLE GROUP INCCOM2026081052,127251,824SH DFND1251,82400
COMMSCOPE HOLDING CO INCCOM20337X10961,2271,610,605SH DFND11,610,60500
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COMMUNITY TRUST BANCORP INCCOM2041491087,833179,059SH DFND1179,05900
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CONN'S INCCOM2082421071437,521SH DFND1 27,52100
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CONOCOPHILLIPSCOM20825C1041443,282SH DFND1 23,28200
CONS TOMOKA LAND CO-FLORIDACOM2102261062,12537,319SH DFND137,31900
CONSOL ENERGY INCCOM20854P10922,5591,509,995SH DFND11,504,02105,974
CONSOLIDATED COMMUNICATIONSCOM2090341079,602447,237SH DFND1446,16901,068
CONSOLIDATED EDISON INCCOM209115104253,8503,146,020SH DFND13,132,070013,950
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CONSTELLATION BRANDS INC-ACL A21036P108298,4731,543,615SH DFND11,536,17607,439
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CONTRAFECT CORPCOM2123261029868,269SH DFND168,26900
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COTY INC-CL ACOM CL A22207020387,6674,680,927SH DFND14,660,490020,437
COUNTY BANCORP INCCOM22190710887936,660SH DFND136,66000
COUPA SOFTWARE INCCOM22266L1067,847270,774SH DFND1270,77400
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COVISINT CORPCOM22357R103530216,449SH DFND1216,44900
COWEN INCCL A NEW2236226063,587220,792SH DFND1220,79200
CPI AEROSTRUCTURES INCCOM NEW12591930822323,822SH DFND123,82200
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CTS CORPCOM1265011055,356247,969SH DFND1247,96900
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CVR ENERGY INCCOM12662P1082,644121,527SH DFND1120,01701,510
CVR ENERGY INCCOM12662P10847621,903SH DFND1 221,90300
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CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1081,03320,692SH DFND120,69200
CYBEROPTICS CORPCOM2325171021,09653,112SH DFND153,11200
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4058221,692SH DFND121,69200
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CYPRESS SEMICONDUCTOR CORPCOM23280610938,4512,816,978SH DFND12,803,436013,542
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CYS INVESTMENTS INCCOM12673A10810,0501,195,119SH DFND11,182,662012,457
CYTOKINETICS INCCOM NEW23282W6055,424448,276SH DFND1448,27600
CYTOMX THERAPEUTICS INCCOM23284F1053,638234,763SH DFND1234,76300
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CYTOSORBENTS CORPCOM NEW23283X206546127,125SH DFND1127,12500
CYTRX CORPCOM PAR232828509490782,552SH DFND1782,55200
DAILY JOURNAL CORPCOM2339121041,6317,909SH DFND17,90900
DAKTRONICS INCCOM2342641093,149327,032SH DFND1327,03200
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DAQO NEW ENERGY CORP-ADRSPNSRD ADR NEW23703Q20320910,092SH DFND1 210,09200
DARDEN RESTAURANTS INCCOM23719410523259SH DFND1 225900
DARDEN RESTAURANTS INCCOM237194105145,7341,613,548SH DFND11,606,86106,687
DARLING INGREDIENTS INCCOM23726610120,6201,310,047SH DFND11,310,04700
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20612721,270SH DFND121,27000
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DATA I/O CORPCOM23769010211414,398SH DFND114,39800
DATAWATCH CORPCOM NEW23791720864369,222SH DFND169,22200
DAVE & BUSTER'S ENTERTAINMENCOM23833710921,450322,522SH DFND1322,52200
DAVIDSTEA INCCOM2386611028013,680SH DFND113,68000
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DDR CORPCOM23317H10228,3643,127,285SH DFND13,127,28500
DEAN FOODS COCOM NEW24237020318,7431,102,568SH DFND11,099,50603,062
DECKERS OUTDOOR CORPCOM24353710716,902247,621SH DFND1246,54301,078
DEERE & COCOM244199105363,4292,945,534SH DFND12,931,914013,620
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DEL TACO RESTAURANTS INCCOM2454961044,054294,848SH DFND1294,84800
DELCATH SYSTEMS INCCOM PAR24661P500149759,089SH DFND1759,08900
DELEK US HOLDINGS INCCOMSTK24664710112,036455,235SH DFND1455,23500
DELL TECHNOLOGIES INC-CL VCOM CL V24703L10369,6131,140,031SH DFND11,139,6330398
DELPHI AUTOMOTIVE PLCSHSG27823106265,2943,031,329SH DFND13,019,705011,624
DELTA AIR LINES INCCOM NEW247361702366,4166,828,696SH DFND16,793,993034,703
DELTA APPAREL INCCOM24736810395743,186SH DFND143,18600
DELTA NATURAL GAS CO INCCOM2477481061,12336,887SH DFND136,88700
DELTIC TIMBER CORPCOM2478501006,28384,157SH DFND184,15700
DELUXE CORPCOM2480191011582,288SH DFND1 22,28800
DELUXE CORPCOM24801910136,796531,588SH DFND1529,94001,648
DENBURY RESOURCES INCCOM NEW2479162084,8443,166,542SH DFND13,166,54200
DENNY'S CORPCOM24869P1047,478635,372SH DFND1635,37200
DENTSPLY SIRONA INCCOM24906P109156,4952,417,431SH DFND12,400,724016,707
DEPOMED INCCOM2499081045,656526,685SH DFND1526,68500
DERMIRA INCCOM24983L1048,932306,533SH DFND1306,53300
DESCARTES SYSTEMS GRP/THECOM2499061081,25051,387SH DFND151,38700
DESTINATION MATERNITY CORPCOM25065D10024676,060SH DFND176,06000
DESTINATION XL GROUP INCCOM25065K104575245,099SH DFND1245,09900
DETERMINE INCCOM25066010719673,768SH DFND173,76800
DEVON ENERGY CORPCOM25179M103192,0246,015,404SH DFND15,992,039023,365
DEVON ENERGY CORPCOM25179M103822,580SH DFND1 22,58000
DEXCOM INCCOM25213110756,906778,221SH DFND1778,22100
DEXTERA SURGICAL INCCOM252366109930,176SH DFND130,17600
DHI GROUP INCCOM23331S1001,624570,164SH DFND1570,16400
DHI GROUP INCCOM23331S100523183,733SH DFND1 2183,73300
DHT 4.5 10/01/19DEBT 4.500%10/023335SAB22,4532,500,000PRN DFND1 22,500,00000
DHT HOLDINGS INCSHS NEWY2065G121584140,917SH DFND1140,91700
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2051,52212,705SH DFND112,70500
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,19731,081SH DFND131,08100
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20743217SH DFND1 221700
DIAMOND OFFSHORE DRILLINGCOM25271C1025,398498,517SH DFND1496,38802,129
DIAMONDBACK ENERGY INCCOM25278X10973,948832,941SH DFND1832,94100
DIAMONDROCK HOSPITALITY COCOM25278430120,8921,907,970SH DFND11,907,97000
DICERNA PHARMACEUTICALS INCCOM25303110826282,690SH DFND182,69000
DICK'S SPORTING GOODS INCCOM25339310236,099906,616SH DFND1903,65902,957
DICK'S SPORTING GOODS INCCOM2533931021814,561SH DFND1 24,56100
DIEBOLD NIXDORF INCCOM25365110316,568591,744SH DFND1589,00002,744
DIFFERENTIAL BRANDS GROUP INCOM25374L1085326,925SH DFND126,92500
DIGI INTERNATIONAL INCCOM25379810218718,517SH DFND1 218,51700
DIGI INTERNATIONAL INCCOM2537981022,241220,854SH DFND1220,85400
DIGIMARC CORPCOM25381B1013,66691,332SH DFND191,33200
DIGIMARC CORPCOM25381B10116415SH DFND1 241500
DIGIRAD CORPCOM25382710926164,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2087022,523SH DFND122,52300
DIGITAL REALTY TRUST INCCOM253868103205,0461,818,053SH DFND11,811,12106,932
DIGITAL TURBINE INCCOM NEW25400W102244237,122SH DFND1237,12200
DIGITALGLOBE INCCOM NEW25389M87716,373491,708SH DFND1491,70800
DIGITALGLOBE INCCOM NEW25389M87783225,000SH DFND1 225,00000
DILLARDS INC-CL ACL A25406710110,313178,766SH DFND1178,0360730
DILLARDS INC-CL ACL A2540671012223,856SH DFND1 23,85600
DIME COMMUNITY BANCSHARESCOM2539221086,653339,446SH DFND1339,44600
DIMENSION THERAPEUTICS INCCOM25433V105172119,291SH DFND1119,29100
DINEEQUITY INCCOM2544231067,035159,714SH DFND1159,71400
DIODES INCCOM2545431018,665360,594SH DFND1360,59400
DIODES INCCOM254543101542,255SH DFND1 22,25500
DIPLOMAT PHARMACY INCCOM25456K1015,636380,873SH DFND1380,87300
DISCOVER FINANCIAL SERVICESCOM254709108260,8784,201,538SH DFND14,185,042016,496
DISCOVER FINANCIAL SERVICESCOM2547091081,19519,224SH DFND1 219,22400
DISCOVERY COMMUNICATIONS-ACOM SER A25470F10449,3921,914,512SH DFND11,903,309011,203
DISCOVERY COMMUNICATIONS-ACOM SER A25470F1041897,351SH DFND1 27,35100
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30265,8022,613,934SH DFND12,598,168015,766
DISH NETWORK CORP-ACL A25470M1091582,519SH DFND1 22,51900
DISH NETWORK CORP-ACL A25470M109137,5732,195,872SH DFND12,179,293016,579
DIVERSICARE HEALTHCARE SERVICOM25510410112913,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M10517968,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,978241,154SH DFND1 2241,15400
DIXIE GROUP INCCL A25551910028864,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1031,430109,187SH DFND1109,18700
DNB FINANCIAL CORPCOM2332371063179,242SH DFND19,24200
DOCTOR REDDY'S LAB-ADRADR2561352032,03448,705SH DFND147,45201,253
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2001925,401SH DFND125,40100
DOLBY LABORATORIES INC-CL ACOM25659T10724,167493,617SH DFND1493,61700
DOLBY LABORATORIES INC-CL ACOM25659T107494SH DFND1 29400
DOLLAR GENERAL CORPCOM256677105204,7982,845,156SH DFND12,834,210010,946
DOLLAR TREE INCCOM2567461081872,675SH DFND1 22,67500
DOLLAR TREE INCCOM256746108167,8402,404,406SH DFND12,387,155017,251
DOMINION ENERGY INCCOM25746U109453,7635,932,298SH DFND15,904,321027,977
DOMINO'S PIZZA INCCOM25754A20178,371370,683SH DFND1369,05901,624
DOMTAR CORPCOM NEW25755920368117,727SH DFND1 217,72700
DOMTAR CORPCOM NEW25755920320,468532,769SH DFND1529,56303,206
DONALDSON CO INCCOM25765110949,2351,081,141SH DFND11,076,69204,449
DONALDSON CO INCCOM25765110959813,135SH DFND1 213,13500
DONEGAL GROUP INC-CL ACL A2577012012,671168,048SH DFND1168,04800
DONNELLEY FINANCIAL SOLUTIONCOM25787G1007,509327,060SH DFND1326,00801,052
DORCHESTER MINERALS LPCOM UNIT25820R10521314,797SH DFND114,79700
DORIAN LPG LTDSHS USDY2106R11028935,368SH DFND135,36800
DORMAN PRODUCTS INCCOM25827810021,587260,812SH DFND1260,81200
DOUBLE EAGLE ACQUISITI-CW*W EXP 09/16/202G2819511697202,500SH DFND1 2202,50000
DOUBLE EAGLE ACQUISITION CORUNIT 99/99/9999G281951083,458325,000SH DFND1 2325,00000
DOUGLAS DYNAMICS INCCOM25960R1055,906179,544SH DFND1177,75101,793
DOUGLAS EMMETT INCCOM25960P10952,5041,374,096SH DFND11,369,13404,962
DOUGLAS EMMETT INCCOM25960P10917465SH DFND1 246500
DOVER CORPCOM26000310855693SH DFND1 269300
DOVER CORPCOM260003108122,9861,535,912SH DFND11,528,35307,559
DOVER DOWNS GAMING & ENTERTACOM2600951043330,139SH DFND130,13900
DOVER MOTORSPORTS INCCOM2601741076832,679SH DFND132,67900
DOW CHEMICAL CO/THECOM260543103704,93411,196,538SH DFND111,144,548051,990
DR HORTON INCCOM23331A109135,6783,930,493SH DFND13,915,664014,829
DR PEPPER SNAPPLE GROUP INCCOM26138E109184,3312,026,268SH DFND12,017,50808,760
DRIL-QUIP INCCOM26203710423,577483,151SH DFND1481,87401,277
DRIVE SHACK INCCOM2620771001,522483,419SH DFND1483,41900
DSP GROUP INCCOM23332B1062,498215,351SH DFND1215,35100
DST SYSTEMS INCCOM23332610732,165521,325SH DFND1519,24502,080
DSW INC-CLASS ACL A23334L10216,981959,428SH DFND1959,42800
DTE ENERGY COMPANYCOM233331107193,2161,829,401SH DFND11,821,31808,083
DU PONT (E.I.) DE NEMOURSCOM263534109657,5988,162,448SH DFND18,123,304039,144
DUCOMMUN INCCOM2641471092,65984,216SH DFND184,21600
DUKE ENERGY CORPCOM NEW26441C20436438SH DFND1 243800
DUKE ENERGY CORPCOM NEW26441C204597,8937,164,595SH DFND17,133,765030,830
DUKE REALTY CORPCOM NEW26441150595,9423,433,866SH DFND13,421,884011,982
DUKE REALTY CORPCOM NEW264411505311,143SH DFND1 21,14300
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,45279,754SH DFND179,75400
DUN & BRADSTREET CORPCOM26483E10030,925285,954SH DFND1284,65601,298
DUN & BRADSTREET CORPCOM26483E10032300SH DFND1 230000
DUNKIN' BRANDS GROUP INCCOM26550410041,808758,503SH DFND1755,38803,115
DUPONT FABROS TECHNOLOGYCOM26613Q10643,123705,094SH DFND1704,8380256
DURECT CORPORATIONCOM2666051041,6111,032,807SH DFND11,032,80700
DXC TECHNOLOGY COCOM23355L106212,9342,780,340SH DFND12,767,779012,561
DXP ENTERPRISES INCCOM NEW2333774074,365126,537SH DFND1126,53700
DYCOM INDUSTRIES INCCOM26747510121,909244,741SH DFND1243,69201,049
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582014,429459,011SH DFND1459,01100
DYNEGY INCCOM26817R1088,252997,915SH DFND1997,91500
DYNEGY INCCOM26817R10832739,600SH DFND1 239,60000
DYNEX CAPITAL INCCOM NEW26817Q5063,114438,691SH DFND1414,764023,927
E TRADE FINANCIAL CORPCOM NEW269246401116,0713,056,618SH DFND13,043,447013,171
EAGLE BANCORP INCCOM26894810616,713264,035SH DFND1264,03500
EAGLE BULK SHIPPING INCSHS NEWY2187A143526111,235SH DFND1111,23500
EAGLE MATERIALS INCCOM26969P10833,993367,816SH DFND1366,18101,635
EAGLE MATERIALS INCCOM26969P1081831,985SH DFND1 21,98500
EAGLE PHARMACEUTICALS INCCOM2697961087,08089,755SH DFND189,75500
EARTHSTONE ENERGY INC - ACL A27032D30465064,998SH DFND164,99800
EAST WEST BANCORP INCCOM27579R10438665SH DFND1 266500
EAST WEST BANCORP INCCOM27579R10478,1811,335,095SH DFND11,330,21504,880
EASTERLY GOVERNMENT PROPERTICOM27616P1035,523263,675SH DFND1263,67500
EASTERN CO/THECOM2763171041,17038,956SH DFND138,95600
EASTGROUP PROPERTIES INCCOM27727610126,235313,078SH DFND1313,07800
EASTMAN CHEMICAL COCOM277432100144,7291,725,572SH DFND11,719,24506,327
EASTMAN CHEMICAL COCOM2774321005877,000SH DFND1 27,00000
EASTMAN KODAK COCOM NEW2774614062,350258,296SH DFND1258,29600
EATON CORP PLCSHSG29183103355,4684,574,885SH DFND14,553,429021,456
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10192473,621SH DFND1 273,62100
EATON VANCE CORPCOM NON VTG27826510346,735988,027SH DFND1984,15903,868
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10650441,455SH DFND1 241,45500
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10466951,378SH DFND1 251,37800
EBAY INCCOM27864210328815SH DFND1 281500
EBAY INCCOM278642103379,39410,882,014SH DFND110,805,039076,975
EBIX INCCOM NEW27871520610,465194,161SH DFND1194,16100
ECHELON CORPCOM NEW27874N3039117,536SH DFND117,53600
ECHO GLOBAL LOGISTICS INCCOM27875T1014,799241,193SH DFND1241,19300
ECHOSTAR CORP-ACL A27876810625,336417,400SH DFND1417,40000
ECLIPSE RESOURCES CORPCOM27890G1002,022707,293SH DFND1707,29300
ECOLAB INCCOM278865100310,9342,346,739SH DFND12,335,320011,419
ECO-STIM ENERGY SOLUTIONS INCOM27888D1015745,860SH DFND145,86000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF913,87713,000,000PRN DFND1 213,000,00000
ECPG 3 11/27/17NOTE 3.000%11/2292554AD47,4785,820,000PRN DFND1 25,820,00000
EDAP TMS SA -ADRSPONSORED ADR2683111073410,586SH DFND110,58600
EDGE THERAPEUTICS INCCOM2798701091,877183,008SH DFND1183,00800
EDGEWATER TECHNOLOGY INCCOM28035810225637,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q10234,721456,911SH DFND1454,97701,934
EDGEWELL PERSONAL CARE COCOM28035Q10276010,000SH DFND1 210,00000
EDISON INTERNATIONALCOM281020107252,9443,240,648SH DFND13,226,512014,136
EDITAS MEDICINE INCCOM28106W1034,783285,079SH DFND1285,07900
EDUCATION REALTY TRUST INCCOM NEW28140H20327,203702,016SH DFND1699,53902,477
EDUCATIONAL DEVELOPMENT CORPCOM28147910522421,194SH DFND121,19400
EDWARDS LIFESCIENCES CORPCOM28176E108265,3722,247,916SH DFND12,238,81309,103
EGAIN CORPCOM NEW28225C80612272,309SH DFND172,30900
EGALET CORPCOM28226B10418276,800SH DFND176,80000
EHEALTH INCCOM28238P1092,549135,590SH DFND1135,59000
EIGER BIOPHARMACEUTICALS INCCOM28249U10518223,089SH DFND123,08900
EKSO BIONICS HOLDINGS INCCOM NEW28264420222095,105SH DFND195,10500
EL PASO ELECTRIC COCOM NEW28367785417,543339,341SH DFND1339,34100
EL POLLO LOCO HOLDINGS INCCOM2686031072,690194,246SH DFND1194,24600
ELBIT SYSTEMS LTDORDM3760D1013,25526,305SH DFND126,30500
ELDORADO GOLD CORPCOM2849021031750SH DFND100750
ELDORADO GOLD CORPCOM2849021036524,707SH DFND1 224,70700
ELDORADO RESORTS INCCOM28470R1027,256362,822SH DFND1362,82200
ELECTRO SCIENTIFIC INDS INCCOM2852291002,616317,538SH DFND1317,53800
ELECTROMED INCCOM28540910810218,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109328,5423,112,914SH DFND13,089,819023,095
ELECTRONICS FOR IMAGINGCOM28608210218,816397,134SH DFND1397,13400
ELEVATE CREDIT INCCOM28621V101805101,663SH DFND1101,66300
ELEVEN BIOTHERAPEUTICS INCCOM2862211068856,222SH DFND156,22200
ELF BEAUTY INCCOM26856L1034,370160,639SH DFND1160,63900
ELI LILLY & COCOM532457108758,9329,238,065SH DFND19,193,561044,504
ELLIE MAE INCCOM28849P10029,561268,964SH DFND1268,96400
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT2885781071,01969,553SH DFND169,55300
ELLSWORTH GROWTH AND INCOMECOM28907410614015,447SH DFND1 215,44700
EMAGIN CORPORATIONCOM NEW29076N20616065,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,32083,544SH DFND183,54400
EMCOR GROUP INCCOM29084Q10035,094536,770SH DFND1534,76502,005
EMCORE CORPCOM NEW2908462032,451230,207SH DFND1230,20700
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,736170,610SH DFND1170,61000
EMERGENT BIOSOLUTIONS INCCOM29089Q10510,697315,459SH DFND1315,2730186
EMERSON ELECTRIC COCOM291011104370,9396,232,722SH DFND16,201,327031,395
EMERSON RADIO CORPCOM NEW2910872036748,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A2915254009733,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230599441,591SH DFND141,59100
EMPIRE STATE REALTY TRUST-ACL A29210410620,685995,939SH DFND1995,93900
EMPLOYERS HOLDINGS INCCOM29221810411,334267,947SH DFND1267,94700
ENANTA PHARMACEUTICALS INCCOM29251M1064,908136,420SH DFND1136,42000
ENBRIDGE ENERGY PARTNERS LPCOM29250R1061,31081,881SH DFND1 281,88100
ENBRIDGE INCCOM29250N10533,375843,841SH DFND1840,73903,102
ENCANA CORPCOMSTK2925051044,345497,416SH DFND1497,396020
ENCORE CAPITAL GROUP INCCOM2925541028,173203,575SH DFND1203,57500
ENCORE WIRE CORPCOM2925621057,539176,568SH DFND1176,56800
ENDO INTERNATIONAL PLCSHSG3040110621,8091,952,547SH DFND11,945,86206,685
ENDO INTERNATIONAL PLCSHSG30401106786,995SH DFND1 26,99500
ENDOCYTE INCCOM29269A102313208,895SH DFND1208,89500
ENDOLOGIX INCCOM29266S1063,332685,661SH DFND1685,66100
ENDURANCE INTERNATIONAL GROUCOM29272B1054,971595,344SH DFND1595,34400
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10433935,968SH DFND133,56902,399
ENERGEN CORPCOM29265N10810205SH DFND1 220500
ENERGEN CORPCOM29265N10838,181773,378SH DFND1770,10203,276
ENERGIZER HOLDINGS INCCOM29272W10922,310464,601SH DFND1462,51902,082
ENERGOUS CORPCOM29272C1032,428149,358SH DFND1149,35800
ENERGY FOCUS INCCOM NEW29268T30011443,479SH DFND143,47900
ENERGY RECOVERY INCCOM29270J1002,355284,189SH DFND1284,18900
ENERGY XXI GULF COAST INCCOM29276K1014,457240,015SH DFND1240,01500
ENERNOC INCCOM2927641071,612208,117SH DFND1208,11700
ENERSYSCOM29275Y10230,125415,809SH DFND1414,34401,465
ENERSYSCOM29275Y1022403,322SH DFND1 23,32200
ENGILITY HOLDINGS INCCOM29286C1074,008141,141SH DFND1141,14100
ENGLOBAL CORPCOM2933061068867,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10883527,810SH DFND126,24301,567
ENNIS INCCOM2933891024,602240,990SH DFND1238,22702,763
ENOVA INTERNATIONAL INCCOM29357K1034,685315,491SH DFND1315,49100
ENOVA INTERNATIONAL INCCOM29357K10320413,797SH DFND1 213,79700
ENPHASE ENERGY INCCOM29355A107240277,732SH DFND1277,73200
ENPRO INDUSTRIES INCCOM29355X10711,811165,497SH DFND1165,49700
ENSCO PLC-CL ASHS CLASS AG3157S10613,3302,583,429SH DFND12,573,181010,248
ENSERVCO CORPCOM29358Y1022477,749SH DFND177,74900
ENSIGN GROUP INC/THECOM29358P1018,961411,652SH DFND1411,65200
ENSTAR GROUP LTDSHSG3075P10119,61598,745SH DFND198,74500
ENSYNC INCCOM29359T10255149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1082,26399,502SH DFND199,50200
ENTEGRIS INCCOM29362U1041285,847SH DFND1 25,84700
ENTEGRIS INCCOM29362U10427,9771,274,617SH DFND11,274,61700
ENTELLUS MEDICAL INCCOM29363K1051,703102,866SH DFND1102,86600
ENTERCOM COMMUNICATIONS-CL ACL A2936391002,181210,749SH DFND1210,74900
ENTERGY CORPCOM29364G103145,5711,899,212SH DFND11,889,79409,418
ENTERGY CORPCOM29364G10325335SH DFND1 233500
ENTEROMEDICS INCCOM PAR29365M50513426,825SH DFND126,82500
ENTERPRISE BANCORP INCCOM2936681092,67075,145SH DFND175,14500
ENTERPRISE FINANCIAL SERVICECOM2937121058,074197,896SH DFND1197,89600
ENTERPRISE PRODUCTS PARTNERSCOM2937921072338,610SH DFND18,61000
ENTRAVISION COMMUNICATIONS-ACL A29382R1073,424518,928SH DFND1518,92800
ENVESTNET INCCOM29404K10613,452339,706SH DFND1339,70600
ENVIROSTAR INCCOM29414M10028010,371SH DFND110,37100
ENVISION HEALTHCARE CORPCOM29414D10076,8641,228,410SH DFND11,223,31405,096
ENZO BIOCHEM INCCOM2941001023,569323,354SH DFND1323,35400
ENZO BIOCHEM INCCOM2941001021099,948SH DFND1 29,94800
ENZYMOTEC LTDSHSM4059L1018810,987SH DFND110,98700
EOG RESOURCES INCCOM26875P101488,1945,403,020SH DFND15,377,228025,792
EP ENERGY CORP-CL ACL A2687851021,315359,552SH DFND1359,55200
EPAM SYSTEMS INCCOM29414B10430,645364,432SH DFND1364,43200
EPIZYME INCCOM29428V1045,338353,514SH DFND1353,51400
EPLUS INCCOM2942681078,464114,225SH DFND1114,22500
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20818,945664,027PRN DFND1 2664,02700
EPR PROPERTIESCOM SH BEN INT26884U10936,562508,736SH DFND1506,56802,168
EQT CORPCOM26884L109100,5991,719,849SH DFND11,712,32907,520
EQUIFAX INCCOM294429105157,5721,148,656SH DFND11,143,44005,216
EQUINIX INCCOM PAR $0.00129444U700320,490748,114SH DFND1744,45203,662
EQUITY BANCSHARES INC - CL ACOM CL A29460X1091,68855,119SH DFND155,11900
EQUITY COMMONWEALTHCOM SH BEN INT29462810238,0741,204,876SH DFND11,204,87600
EQUITY LIFESTYLE PROPERTIESCOM29472R10870,877820,917SH DFND1820,91700
EQUITY RESIDENTIALSH BEN INT29476L107269,5644,100,982SH DFND14,085,052015,930
ERA GROUP INCCOM26885G1091,374145,291SH DFND1145,29100
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216081,675233,737SH DFND1228,98404,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10224,667197,232SH DFND1196,8390393
EROS INTERNATIONAL PLCSHS NEWG3788M11457450,195SH DFND149,9160279
ESCALADE INCCOM29605610485565,285SH DFND165,28500
ESCO TECHNOLOGIES INCCOM29631510412,087202,638SH DFND1202,63800
ESPERION THERAPEUTICS INCCOM29664W1056,565141,875SH DFND1141,87500
ESSA BANCORP INCCOM29667D10483256,576SH DFND156,57600
ESSENDANT INCCOM2966891026,881464,043SH DFND1463,4080635
ESSENDANT INCCOM29668910219112,926SH DFND1 212,92600
ESSENT GROUP LTDCOMG3198U10230,682826,141SH DFND1826,14100
ESSEX PROPERTY TRUST INCCOM297178105197,831770,060SH DFND1767,21402,846
ESTEE LAUDER COMPANIES-CL ACL A518439104216,3512,257,944SH DFND12,247,931010,013
ESTERLINE TECHNOLOGIES CORPCOM29742510022,090233,027SH DFND1232,02401,003
ETHAN ALLEN INTERIORS INCCOM2976021048,388259,704SH DFND1259,70400
ETSY INCCOM29786A10612,954863,619SH DFND1863,61900
EURONET WORLDWIDE INCCOM29873610936,900422,347SH DFND1422,34700
EV ENERGY PARTNERS LPCOM UNITS26926V1071219,111SH DFND119,11100
EVANS BANCORP INCCOM NEW29911Q2081,14128,568SH DFND128,56800
EVERBRIDGE INCCOM29978A1043,681151,147SH DFND1151,14700
EVERCORE PARTNERS INC-CL ACLASS A29977A1051,23117,470SH DFND1 217,47000
EVERCORE PARTNERS INC-CL ACLASS A29977A10533,443474,369SH DFND1474,36900
EVEREST RE GROUP LTDCOMG3223R108128,773506,481SH DFND1504,69901,782
EVERI HOLDINGS INCCOM30034T10319627,031SH DFND1 227,03100
EVERI HOLDINGS INCCOM30034T1033,687506,504SH DFND1506,50400
EVERSOURCE ENERGYCOM30040W108204,2273,369,268SH DFND13,355,519013,749
EVERSPIN TECHNOLOGIES INCCOM30041T10479439,772SH DFND139,77200
EVERTEC INCCOM30040P10311,693675,935SH DFND1673,23302,702
EVERTEC INCCOM30040P10334219,798SH DFND1 219,79800
EVINE LIVE INCCL A300487105315315,721SH DFND1315,72100
EVOKE PHARMA INCCOM30049G1045923,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B1017,947313,524SH DFND1313,52400
EVOLUTION PETROLEUM CORPCOM30049A1077942SH DFND1 294200
EVOLUTION PETROLEUM CORPCOM30049A1072,050253,144SH DFND1253,14400
EVOLVING SYSTEMS INCCOM NEW30049R20920539,807SH DFND139,80700
EW SCRIPPS CO/THE-ACL A NEW8110544028,201460,521SH DFND1460,52100
EXA CORPCOM3006145001,34197,174SH DFND197,17400
EXACT SCIENCES CORPCOM30063P10537,6411,064,216SH DFND11,064,21600
EXACTECH INCCOM30064E1093,691123,891SH DFND1123,89100
EXCO RESOURCES INCCOM NEW26927950118369,169SH DFND169,16900
EXELIXIS INCCOM30161Q104903,690SH DFND1 23,69000
EXELIXIS INCCOM30161Q10451,9412,108,857SH DFND12,108,85700
EXELON CORPCOM30161N101347,6319,653,496SH DFND19,612,508040,988
EXFO INCSUB VTG SHS302046107388,342SH DFND18,34200
EXFO INCSUB VTG SHS302046107132,911SH DFND1 22,91100
EXLSERVICE HOLDINGS INCCOM30208110416,753301,422SH DFND1301,42200
EXONE CO/THECOM30210410494782,794SH DFND182,79400
EXPEDIA INCCOM NEW30212P303185,0431,244,364SH DFND11,234,86409,500
EXPEDITORS INTL WASH INCCOM302130109119,5912,120,716SH DFND12,112,81107,905
EXPONENT INCCOM30214U10213,377229,456SH DFND1229,45600
EXPRESS INCCOM30219E1037010,514SH DFND1 210,51400
EXPRESS INCCOM30219E1033,987590,776SH DFND1590,77600
EXPRESS SCRIPTS HOLDING COCOM30219G1081,81428,422SH DFND1 228,42200
EXPRESS SCRIPTS HOLDING COCOM30219G108417,2006,545,222SH DFND16,501,941043,281
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20029,9341,546,217SH DFND11,546,21700
EXTERRAN CORPCOM30227H1066,816255,308SH DFND1255,30800
EXTERRAN CORPCOM30227H10612485SH DFND1 248500
EXTRA SPACE STORAGE INCCOM30225T102110,2521,415,556SH DFND11,410,09305,463
EXTRACTION OIL & GAS INCCOM30227M1057,888586,486SH DFND1586,48600
EXTREME NETWORKS INCCOM30226D1069,210998,961SH DFND1998,96100
EXXON MOBIL CORPCOM30231G1023,412,14242,337,831SH DFND142,146,7740191,057
EZCORP INC-CL ACL A NON VTG3023011063,323431,610SH DFND1431,61000
EZCORP INC-CL ACL A NON VTG3023011067810,220SH DFND1 210,22000
F5 NETWORKS INCCOM315616102106,919842,552SH DFND1839,74502,807
F5 NETWORKS INCCOM3156161027605,989SH DFND1 25,98900
FABRINETSHSG3323L10012,442291,655SH DFND1291,65500
FACEBOOK INC-ACL A30303M1023,568,94123,678,698SH DFND123,503,2340175,464
FACTSET RESEARCH SYSTEMS INCCOM30307510549,848299,968SH DFND1298,54001,428
FAIR ISAAC CORPCOM30325010434,405246,797SH DFND1245,75301,044
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1086115,704SH DFND1 215,70400
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1085,0211,287,533SH DFND11,287,53300
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603023,054195,146SH DFND1195,14600
FALCONSTOR SOFTWARE INCCOM30613710037143,545SH DFND1143,54500
FAMOUS DAVE'S OF AMERICACOM30706810611130,474SH DFND130,47400
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10316719,517SH DFND119,51700
FARMER BROS COCOM3076751082,74790,827SH DFND190,82700
FARMERS & MERCHANTS BANCO/OHCOM30779N10567410,881SH DFND110,88100
FARMERS CAPITAL BANK CORPCOM3095621062,51365,207SH DFND165,20700
FARMERS NATL BANC CORPCOM3096271073,417235,657SH DFND1235,65700
FARMLAND PARTNERS INCCOM31154R1092,524282,411SH DFND1282,41100
FARO TECHNOLOGIES INCCOM3116421025,372142,118SH DFND1142,11800
FASTENAL COCOM311900104651,501SH DFND1 21,50100
FASTENAL COCOM311900104142,8633,287,006SH DFND13,265,523021,483
FATE THERAPEUTICS INCCOM31189P102573177,082SH DFND1177,08200
FB FINANCIAL CORPCOM30257X1042,23461,735SH DFND161,73500
FBL FINANCIAL GROUP INC-CL ACL A30239F1064,80278,092SH DFND177,3470745
FCB FINANCIAL HOLDINGS-CL ACL A30255G10315,660327,959SH DFND1327,95900
FEDERAL AGRIC MTG CORP-CL CCL C3131483064,93776,310SH DFND176,31000
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206106,913847,095SH DFND1843,96103,134
FEDERAL SIGNAL CORPCOM3138551087,946457,745SH DFND1457,74500
FEDERATED INVESTORS INC-CL BCL B3142111031214,285SH DFND1 24,28500
FEDERATED INVESTORS INC-CL BCL B31421110332,6821,156,897SH DFND11,153,33303,564
FEDERATED NATIONAL HOLDING CCOM31422T1013,634227,153SH DFND1227,15300
FEDEX CORPCOM31428X106500,7512,308,313SH DFND12,297,640010,673
FELCOR LODGING TRUST INCCOM31430F1011,081150,000SH DFND1 2150,00000
FELCOR LODGING TRUST INCCOM31430F1018,7381,212,015SH DFND11,212,01500
FEMALE HEALTH COMPANYCOM3144621029591,295SH DFND191,29500
FERRARI NVCOMN3167Y1038039,346SH DFND1 29,34600
FERRARI NVCOMN3167Y10372841SH DFND15520289
FERRO CORPCOM31540510012,037658,164SH DFND1658,16400
FERROGLOBE PLCSHSG338561081,310109,696SH DFND1109,69600
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810269965,781SH DFND1 265,78100
FIAT CHRYSLER AUTOMOBILES NVSHSN317381029870SH DFND100870
FIBROCELL SCIENCE INCCOM PAR31572130823558,710SH DFND158,71000
FIBROGEN INCCOM31572Q80817,656546,632SH DFND1546,63200
FIBROGEN INCCOM31572Q808722,245SH DFND1 22,24500
FIDELITY & GUARANTY LIFECOM3157851053,384108,995SH DFND1108,99500
FIDELITY NATIONAL INFO SERVCOM31620M106279,5713,279,264SH DFND13,264,280014,984
FIDELITY SOUTHERN CORPCOM3163941055,977261,494SH DFND1261,49400
FIESTA RESTAURANT GROUPCOM31660B1014,725228,829SH DFND1228,82900
FIFTH STREET ASSET MANAGEMENCL A COM31679P10921644,655SH DFND143,07001,585
FIFTH STREET FINANCE CORPCOM31678A1031,025211,056SH DFND1 2211,05600
FIFTH THIRD BANCORPCOM316773100221,8118,556,906SH DFND18,522,653034,253
FIFTH THIRD BANCORPCOM316773100311,209SH DFND1 21,20900
FINANCIAL ENGINES INCCOM31748510023,347637,914SH DFND1637,91400
FINANCIAL INSTITUTIONS INCCOM3175854043,566119,688SH DFND1119,68800
FINISAR CORPORATIONCOM NEW31787A50728,4901,096,623SH DFND11,096,62300
FINISH LINE/THE - CL ACL A3179231004,677330,075SH DFND1330,07500
FINJAN HOLDINGS INCCOM NEW31788H30317051,830SH DFND151,83000
FIREEYE INCCOM31816Q10121,8631,437,455SH DFND11,437,45500
FIRST ACCEPTANCE CORPCOM3184571083228,734SH DFND128,73400
FIRST AMERICAN FINANCIALCOM31847R10240,314902,095SH DFND1898,38303,712
FIRST BANCORP INC/MECOM31866P1022,19681,178SH DFND181,17800
FIRST BANCORP PUERTO RICOCOM NEW31867270614,3632,480,706SH DFND12,466,900013,806
FIRST BANCORP/NCCOM3189101066,709214,639SH DFND1214,63900
FIRST BANCSHARES INC/MSCOM3189161031,51454,877SH DFND154,87700
FIRST BANK/HAMILTON NJCOM31931U10265556,234SH DFND156,23400
FIRST BUSEY CORPCOM NEW31938320411,599395,620SH DFND1395,1040516
FIRST BUSEY CORPCOMSTK3193832049,930338,668SH DFND1338,66800
FIRST BUSINESS FINANCIAL SERCOM3193901001,45362,990SH DFND162,99000
FIRST CAPITAL INCCOM31942S10442913,686SH DFND113,68600
FIRST CITIZENS BCSHS -CL ACL A31946M10328,77577,208SH DFND177,20800
FIRST CMNTY FINL PARTNERSCOMSTK31985Q1061,855143,827SH DFND1143,82700
FIRST COMMONWEALTH FINL CORPCOM3198291079,556753,695SH DFND1753,69500
FIRST COMMUNITY BANCSHARESCOM31983A1033,418125,006SH DFND1125,00600
FIRST COMMUNITY CORPCOM3198351041,07151,014SH DFND151,01400
FIRST CONNECTICUT BANCORPCOM3198501032,844110,904SH DFND1110,90400
FIRST DATA CORP- CLASS ACOM CL A32008D10630,4181,672,903SH DFND11,672,90300
FIRST DEFIANCE FINL CORPCOM32006W1064,37182,982SH DFND182,98200
FIRST FINANCIAL BANCORPCOM32020910916,355590,452SH DFND1590,45200
FIRST FINANCIAL CORP/INDIANACOM3202181004,948104,617SH DFND1104,61700
FIRST FINANCIAL NORTHWESTCOM32022K10298360,955SH DFND160,95500
FIRST FINL BANKSHARES INCCOM32020R10925,234570,905SH DFND1570,90500
FIRST FOUNDATION INCCOM32026V1043,747228,089SH DFND1228,08900
FIRST GUARANTY BANCSHARES INCOM32043P10636313,357SH DFND113,35700
FIRST HAWAIIAN INCCOM32051X10815,512506,615SH DFND1506,61500
FIRST HORIZON NATIONAL CORPCOM32051710532,3581,857,563SH DFND11,849,69407,869
FIRST HORIZON NATIONAL CORPCOM320517105301,775SH DFND1 21,77500
FIRST INDUSTRIAL REALTY TRCOM32054K10331,4611,099,286SH DFND11,095,33403,952
FIRST INTERNET BANCORPCOM3205571011,32547,247SH DFND147,24700
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20111,166300,171SH DFND1300,17100
FIRST MERCHANTS CORPCOM32081710914,651365,017SH DFND1365,01700
FIRST MID-ILLINOIS BNCSHSCOM3208661062,43571,127SH DFND171,12700
FIRST MIDWEST BANCORP INC/ILCOM32086710418,641799,722SH DFND1799,72200
FIRST NORTHWEST BANCORPCOM3358341071,22077,404SH DFND177,40400
FIRST OF LONG ISLAND CORPCOM3207341065,183181,250SH DFND1181,25000
FIRST POTOMAC REALTY TRUSTCOM33610F1096,112550,212SH DFND1550,21200
FIRST REPUBLIC BANK/CACOM33616C100109,9981,099,395SH DFND11,099,39500
FIRST SOLAR INCCOM33643310728,082704,186SH DFND1701,55302,633
FIRST SOUTH BANCORP INC /NCCOM33646W10087652,971SH DFND152,97100
FIRST UNITED CORPCOM33741H10729619,822SH DFND119,82200
FIRST US BANCSHARES INCCOM33744V10313311,875SH DFND111,87500
FIRSTCASH INCCOM33767D10522,608387,795SH DFND1387,6140181
FIRSTENERGY CORPCOM337932107155,3015,333,661SH DFND15,314,408019,253
FIRSTENERGY CORPCOM337932107551,911SH DFND1 21,91100
FIRSTSERVICE CORPSUB VTG SH33767E1031,44422,518SH DFND122,51800
FIRSTSERVICE CORPSUB VTG SH33767E1033094,829SH DFND1 24,82900
FISERV INCCOM337738108298,9052,446,793SH DFND12,431,314015,479
FITBIT INC - ACL A33812L1026,8981,299,132SH DFND11,299,13200
FIVE BELOWCOM33829M10123,641478,868SH DFND1478,86800
FIVE OAKS INVESTMENT CORPCOM33830W10640883,765SH DFND183,76500
FIVE PRIME THERAPEUTICS INCCOM33830X1047,292242,188SH DFND1242,18800
FIVE STAR SENIOR LIVING INCCOM33832D106433288,827SH DFND1288,82700
FIVE9 INCCOM3383071018,340387,564SH DFND1387,56400
FLAGSTAR BANCORP INCCOM PAR .0013379307055,317172,533SH DFND1172,53300
FLEETCOR TECHNOLOGIES INCCOM33904110593,771650,592SH DFND1650,59200
FLEX LTDORDY2573F1021126,915SH DFND1 26,91500
FLEX LTDORDY2573F1026,216382,846SH DFND1382,84600
FLEX PHARMA INCCOM33938A10523059,760SH DFND159,76000
FLEXION THERAPEUTICS INCCOM33938J1064,246209,994SH DFND1209,99400
FLEXSTEEL INDSCOM339382103951,771SH DFND1 21,77100
FLEXSTEEL INDSCOM3393821037,837144,835SH DFND1144,83500
FLIR SYSTEMS INCCOM30244510142912,399SH DFND1 212,39900
FLIR SYSTEMS INCCOM30244510152,2551,509,877SH DFND11,503,95605,921
FLOOR & DECOR HLDGSCL A3397501014,556116,060SH DFND1116,06000
FLOTEK INDUSTRIES INCCOM3433891023,903436,590SH DFND1436,59000
FLOWERS FOODS INCCOM34349810141123,781SH DFND1 223,78100
FLOWERS FOODS INCCOM34349810125,3131,462,384SH DFND11,455,80706,577
FLOWSERVE CORPCOM34354P10530663SH DFND1 266300
FLOWSERVE CORPCOM34354P10563,5151,370,218SH DFND11,364,25105,967
FLUIDIGM CORPCOM34385P108904223,884SH DFND1223,88400
FLUIDIGM CORPCOM34385P1087618,994SH DFND1 218,99400
FLUOR CORPCOM34341210266,9841,465,470SH DFND11,459,40506,065
FLUOR CORPCOM3434121023547,743SH DFND1 27,74300
FLUSHING FINANCIAL CORPCOM3438731057,047249,983SH DFND1249,98300
FMC CORPCOM NEW30249130394,7741,299,718SH DFND11,293,90405,814
FNB BANCORPCOM30251510136913,463SH DFND113,46300
FNB CORPCOM30252010136,4752,575,982SH DFND12,560,983014,999
FNB CORPCOM302520101322,284SH DFND1 22,28400
FNF GROUPFNF GROUP COM31620R30395,0432,121,170SH DFND12,121,17000
FNFV GROUPFNFV GROUP COM31620R4028,351528,574SH DFND1528,57400
FOAMIX PHARMACEUTICALS LTDSHSM461351059219,970SH DFND119,97000
FOGO DE CHAO INCCOM3441771001,400100,730SH DFND1100,73000
FONAR CORPCOM NEW3444374051,68360,662SH DFND160,66200
FONAR CORPCOM NEW34443740530711,085SH DFND1 211,08500
FOOT LOCKER INCCOM34484910486,0201,747,795SH DFND11,741,80105,994
FOOT LOCKER INCCOM3448491042475,018SH DFND1 25,01800
FORD MOTOR COCOM PAR $0.01345370860431,52938,629,815SH DFND138,437,3700192,445
FOREST CITY REALTY TRUST- ACOM CL A34560510951,1152,114,841SH DFND12,114,84100
FORESTAR GROUP INCCOM34623310983648,800SH DFND1 248,80000
FORESTAR GROUP INCCOM3462331095,154300,572SH DFND1300,57200
FORM HOLDINGS CORPCOM34634E102184112,055SH DFND1112,05500
FORMFACTOR INCCOM3463751087,623614,784SH DFND1614,78400
FORRESTER RESEARCH INCCOM3465631093,79997,062SH DFND197,06200
FORTERRA INCCOM34960W1061,513183,928SH DFND1183,92800
FORTINET INCCOM34959E10946,0381,230,136SH DFND11,225,10805,028
FORTINET INCCOM34959E10931833SH DFND1 283300
FORTIS INCCOMSTK3495531077,145205,064SH DFND1203,43401,630
FORTIVE CORPCOM34959J108204,0843,226,766SH DFND13,213,449013,317
FORTRESS BIOTECH INCCOM34960Q1091,396293,964SH DFND1293,96400
FORTUNE BRANDS HOME & SECURICOM34964C106101,1561,553,058SH DFND11,546,38206,676
FORUM ENERGY TECHNOLOGIES INCOM34984V100181,190SH DFND1 21,19000
FORUM ENERGY TECHNOLOGIES INCOM34984V1008,739560,199SH DFND1560,19900
FORWARD AIR CORPCOM34985310114,182266,196SH DFND1266,19600
FORWARD INDUSTRIES INCCOM NEW3498623001918,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1064,121398,189SH DFND1398,18900
FOSSIL GROUP INCCOM34988V10649848,175SH DFND1 248,17500
FOSTER (LB) CO-ACOM3500601091,59574,404SH DFND174,40400
FOUNDATION BUILDING MATERIALCOM3503921061,390108,160SH DFND1108,16000
FOUNDATION MEDICINE INCCOM3504651003087,767SH DFND1 27,76700
FOUNDATION MEDICINE INCCOM3504651005,314133,706SH DFND1133,70600
FOUR CORNERS PROPERTY TRUSTCOM35086T10919,236766,083SH DFND1765,3540729
FOX FACTORY HOLDING CORPCOM35138V10210,436293,148SH DFND1293,14800
FRANCESCAS HOLDINGS CORPCOM3517931044,212385,012SH DFND1385,01200
FRANCESCAS HOLDINGS CORPCOM35179310428926,419SH DFND1 226,41900
FRANKLIN COVEY COCOM3534691091,76391,366SH DFND191,36600
FRANKLIN ELECTRIC CO INCCOM35351410214,604352,764SH DFND1352,76400
FRANKLIN FINANCIAL NETWORKCOM35352P1044,07398,748SH DFND198,74800
FRANKLIN RESOURCES INCCOM354613101158,3493,541,321SH DFND13,526,465014,856
FRANKLIN STREET PROPERTIES CCOM35471R10611,3461,024,015SH DFND11,024,01500
FRANK'S INTERNATIONAL NVCOMN334621073,453416,561SH DFND1415,8000761
FRED'S INC-CLASS ACL A3561081002,611282,986SH DFND1282,98600
FREEPORT-MCMORAN INCCL B35671D85715713,075SH DFND1 213,07500
FREEPORT-MCMORAN INCCL B35671D857158,73813,240,158SH DFND113,179,873060,285
FREIGHTCAR AMERICA INCCOM3570231001,760101,236SH DFND1101,23600
FREQUENCY ELECTRONICS INCCOM35801010624125,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291063356,947SH DFND15,9870960
FRESH DEL MONTE PRODUCE INCORDG36738105961,903SH DFND1 21,90300
FRESH DEL MONTE PRODUCE INCORDG3673810520,429401,288SH DFND1401,28800
FRESHPET INCCOM3580391052,957178,190SH DFND1178,19000
FRIEDMAN INDUSTRIESCOM35843510512321,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM35906A10813,03711,243,438SH DFND111,198,337045,101
FRONTLINE LTDSHS NEWG3682E192808141,107SH DFND1141,10700
FRP HOLDINGS INCCOM30292L1072,11645,864SH DFND145,86400
FTD COS INCCOM30281V1083,045152,280SH DFND1152,28000
FTI CONSULTING INCCOM30294110911,969342,372SH DFND1340,98001,392
FTI CONSULTING INCCOM302941109712,052SH DFND1 22,05200
FUEL TECH INCCOM359523107106126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502357288,407SH DFND1288,40700
FULL HOUSE RESORTS INCCOM3596781095924,413SH DFND124,41300
FULTON FINANCIAL CORPCOM36027110036,2161,906,126SH DFND11,900,24205,884
FUSION TELECOMMUNICATIONS INCOM NEW36113B4006948,146SH DFND148,14600
FUTUREFUEL CORPCOM36116M1066,501430,874SH DFND1430,87400
G1 THERAPEUTICS INCCOM3621LQ10917810,220SH DFND110,22000
GABELLI GLOBAL SMALL & MCOM36249W10445737,029SH DFND1 237,02900
GAIA INCCL A36269P1041,208107,869SH DFND1107,86900
GAIN CAPITAL HOLDINGS INCCOM36268W1001,369219,772SH DFND1219,77200
GALAPAGOS NV-SPON ADRSPON ADR36315X1013504,578SH DFND14,57800
GALECTIN THERAPEUTICS INCCOM NEW363225202480195,411SH DFND1195,41100
GALENA BIOPHARMA INCCOM NEW3632565043051,783SH DFND151,78300
GAMCO INVESTORS INC-ACL A COM36143810499233,534SH DFND133,53400
GAMESTOP CORP-CLASS ACL A36467W10924,1801,118,952SH DFND11,114,17604,776
GAMESTOP CORP-CLASS ACL A36467W10965930,505SH DFND1 230,50500
GAMING AND LEISURE PROPERTIECOM36467J10863,3111,680,699SH DFND11,680,69900
GANNETT CO INCCOM36473H1048,095928,358SH DFND1927,7040654
GAP INC/THECOM36476010884,1953,832,456SH DFND13,821,251011,205
GAP INC/THECOM364760108572,628SH DFND1 22,62800
GARDNER DENVER HOLDINGS INCCOM36555P1079,772452,234SH DFND1452,23400
GARMIN LTDSHSH2906T10966,5151,305,560SH DFND11,299,66005,900
GARTNER INCCOM366651107114,823931,196SH DFND1927,25903,937
GAS NATURAL INCCOM36720410463048,909SH DFND148,90900
GASLOG LTDSHSG375851091,15375,665SH DFND175,66500
GASTAR EXPLORATION LTDCOM36729W2021,2421,341,416SH DFND11,341,41600
GATX CORPCOM36144810319,957310,533SH DFND1309,20601,327
GATX CORPCOM36144810319307SH DFND1 230700
GCP APPLIED TECHNOLOGIESCOM36164Y10117,241565,286SH DFND1565,28600
GENCO SHIPPING & TRADING LTDSHSY2685T13157861,057SH DFND161,05700
GENCOR INDUSTRIES INCCOM36867810892056,842SH DFND156,84200
GENER8 MARITIME INCCOMY268891083,641639,928SH DFND1639,92800
GENERAC HOLDINGS INCCOM36873610418,440510,387SH DFND1510,38700
GENERAL AMERICAN INVESTORSCOM3688021044,603134,018SH DFND1 2134,01800
GENERAL CABLE CORPCOM3693001086,458395,021SH DFND1393,66301,358
GENERAL COMMUNICATION INC-ACL A3693851098,607234,932SH DFND1234,93200
GENERAL DYNAMICS CORPCOM369550108596,5683,016,149SH DFND13,003,845012,304
GENERAL ELECTRIC COCOM3696041032,284,29184,720,254SH DFND184,324,3010395,953
GENERAL ELECTRIC COCOM369604103301,136SH DFND1 21,13600
GENERAL FINANCE CORPCOM3698221016913,475SH DFND113,47500
GENERAL MILLS INCCOM3703341041101,997SH DFND1 21,99700
GENERAL MILLS INCCOM370334104329,8905,964,546SH DFND15,937,488027,058
GENERAL MOLY INCCOM37037310297263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100480,34313,774,697SH DFND113,713,444061,253
GENESCO INCCOM3715321025,942175,298SH DFND1175,29800
GENESCO INCCOM3715321021083,201SH DFND1 23,20100
GENESEE & WYOMING INC-CL ACL A37155910533,382488,124SH DFND1486,05002,074
GENESEE & WYOMING INC-CL ACL A37155910524361SH DFND1 236100
GENESIS HEALTHCARE INCCL A COM37185X106373214,493SH DFND1214,49300
GENIE ENERGY LTD-BCL B372284208857112,513SH DFND1112,51300
GENMARK DIAGNOSTICS INCCOM3723091045,319449,658SH DFND1449,65800
GENOCEA BIOSCIENCES INCCOM3724271041,009193,347SH DFND1193,34700
GENOMIC HEALTH INCCOM37244C1016,695205,713SH DFND1205,71300
GENPACT LTDSHSG3922B10729,0371,043,401SH DFND11,043,40100
GENTEX CORPCOM371901109311,668SH DFND1 21,66800
GENTEX CORPCOM37190110961,8573,260,811SH DFND13,249,478011,333
GENTHERM INCCOM37253A10312,207314,618SH DFND1314,538080
GENUINE PARTS COCOM37246010532350SH DFND1 235000
GENUINE PARTS COCOM372460105148,9411,608,280SH DFND11,601,03907,241
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10614,8863,948,591SH DFND13,928,754019,837
GEO GROUP INC/THECOM36162J106311,053SH DFND1 21,05300
GEO GROUP INC/THECOM36162J10629,298990,828SH DFND1986,64104,187
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,514109,474SH DFND1109,47400
GERMAN AMERICAN BANCORPCOM3738651046,232182,824SH DFND1182,82400
GERON CORPCOM3741631033,5991,299,615SH DFND11,299,4190196
GETTY REALTY CORPCOM37429710913541SH DFND1 254100
GETTY REALTY CORPCOM3742971095,875234,082SH DFND1234,08200
GEVO INCCOM PAR3743963072435,762SH DFND135,76200
GGP INCCOM36174X101159,1066,763,093SH DFND16,737,821025,272
GIBRALTAR INDUSTRIES INCCOM3746891079,855276,461SH DFND1276,46100
GIGAMON INCCOM37518B1029,758247,990SH DFND1247,99000
GIGA-TRONICS INCCOM3751751061519,463SH DFND119,46300
G-III APPAREL GROUP LTDCOM36237H1019,209369,121SH DFND1369,12100
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411811823,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161034,401144,325SH DFND1143,27101,054
GILEAD SCIENCES INCCOM3755581031,04714,803SH DFND1 214,80300
GILEAD SCIENCES INCCOM3755581031,065,67515,078,400SH DFND114,978,1850100,215
GLACIER BANCORP INCCOM37637Q10523,691647,141SH DFND1647,14100
GLADSTONE COMMERCIAL CORPCOM3765361085,300243,269SH DFND1243,26900
GLADSTONE LAND CORPCOM37654910193680,282SH DFND180,28200
GLASSBRIDGE ENTERPRISES INCCOM3771851036316,103SH DFND116,10300
GLATFELTERCOM3773161046,759345,913SH DFND1345,91300
GLAUKOS CORPCOM3773221025,231126,151SH DFND1126,15100
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1057,283168,918SH DFND1166,94201,976
GLEN BURNIE BANCORPCOM37740710119718,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U108271,018SH DFND1 21,01800
GLOBAL BLOOD THERAPEUTICS INCOM37890U1087,832286,377SH DFND1286,37700
GLOBAL BRASS & COPPER HOLDINCOM37953G1038,205268,600SH DFND1268,60000
GLOBAL BROKERAGE INCCL A NEW37891B1096532,820SH DFND132,82000
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1021,576442,747SH DFND1442,74700
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,04678,589SH DFND178,58900
GLOBAL MEDICAL REIT INCCOM NEW37954A20428531,951SH DFND131,95100
GLOBAL NET LEASE INCCOM NEW3793782019,901445,201SH DFND1445,20100
GLOBAL PAYMENTS INCCOM37940X102131,3781,457,212SH DFND11,450,59606,616
GLOBAL SELF STORAGE INCCOM37955N10637174,849SH DFND174,84900
GLOBAL SOURCES LTDORDG393001012,180109,045SH DFND1109,04500
GLOBAL WATER RESOURCES INCCOM37946310227127,409SH DFND127,40900
GLOBALSCAPE INCCOM37940G10915529,423SH DFND129,42300
GLOBALSTAR INCCOM3789734086,0312,831,592SH DFND12,831,59200
GLOBUS MARITIME LIMITEDSHS NEWY272653081512,830SH DFND112,83000
GLOBUS MEDICAL INC - ACL A37957720823,663713,831SH DFND1711,40202,429
GLOWPOINT INCCOM NEW37988720198340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901062,237895,089SH DFND1895,08900
GLYCOMIMETICS INCCOM38000Q1021,627145,802SH DFND1145,80200
GMS INCCOM36251C1037,138254,046SH DFND1254,04600
GNC HOLDINGS INC-CL ACOM CL A36191G107455,405SH DFND1 25,40500
GNC HOLDINGS INC-CL ACOM CL A36191G1074,506534,564SH DFND1533,6910873
GODADDY INC - CLASS ACL A38023710718,118427,132SH DFND1427,13200
GOGO INCCOM38046C1096,014521,634SH DFND1521,63400
GOLAR LNG LTDSHSG9456A1005,824261,782SH DFND1261,4790303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10261230,531SH DFND130,53100
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10228814,357SH DFND1 214,35700
GOLD RESOURCE CORPCOM38068T1051,887462,673SH DFND1462,67300
GOLDEN ENTERTAINMENT INCCOM3810131011,63378,878SH DFND178,87800
GOLDEN MINERALS COCOM381119106132236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG3963720555482,562SH DFND182,56200
GOLDFIELD CORPCOM381370105785142,790SH DFND1142,79000
GOLDMAN SACHS GROUP INCCOM38141G104184833SH DFND1 283300
GOLDMAN SACHS GROUP INCCOM38141G104835,2413,770,264SH DFND13,754,380015,884
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087920256,983SH DFND156,98300
GOODYEAR TIRE & RUBBER COCOM38255010199,1092,839,182SH DFND12,828,256010,926
GOODYEAR TIRE & RUBBER COCOM3825501015144SH DFND1 214400
GOPRO INC-CLASS ACL A38268T1036,990859,850SH DFND1859,85000
GORES HOLDINGS II INCUNIT 99/99/99993828672084,176400,000SH DFND1 2400,00000
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1142,9101,000,000SH DFND1 21,000,00000
GORMAN-RUPP COCOM38308210432012,594SH DFND1 212,59400
GORMAN-RUPP COCOM3830821043,476136,501SH DFND1136,50100
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10310,884594,465SH DFND1594,46500
GP STRATEGIES CORPCOM36225V1042,971112,551SH DFND1112,55100
GPRE 3.25 10/01/18NOTE 3.250%10/0393222AD62,3882,000,000PRN DFND1 22,000,00000
GRACO INCCOM38410910446,448425,038SH DFND1423,16901,869
GRACO INCCOM3841091041161,065SH DFND1 21,06500
GRAHAM CORPCOM3845561061,33367,818SH DFND167,81800
GRAHAM HOLDINGS CO-CLASS BCOM38463710423,24738,768SH DFND138,6110157
GRAMERCY PROPERTY TRUSTCOM NEW38500230835,1741,183,914SH DFND11,183,91400
GRAND CANYON EDUCATION INCCOM38526M10639500SH DFND1 250000
GRAND CANYON EDUCATION INCCOM38526M10631,688404,143SH DFND1404,14300
GRANITE CONSTRUCTION INCCOM38732810715,446320,198SH DFND1318,85401,344
GRAPHIC PACKAGING HOLDING COCOM38868910132,2762,342,252SH DFND12,342,25200
GRAY TELEVISION INCCOM3893751067,281531,483SH DFND1531,48300
GREAT AJAX CORPCOM38983D3001,477105,713SH DFND1105,71300
GREAT AJAX CORPCONVPFD38983D4092,459145,713PRN DFND1145,71300
GREAT ELM CAPITAL GROUP INCCOM NEW39036P20912035,396SH DFND135,39600
GREAT LAKES DREDGE & DOCK COCOM3906071091,945452,373SH DFND1452,37300
GREAT PLAINS ENERGY INCCOM39116410050,3001,717,930SH DFND11,710,64607,284
GREAT SOUTHERN BANCORP INCCOM3909051076,725125,716SH DFND1125,71600
GREAT WESTERN BANCORP INCCOM39141610420,969513,832SH DFND1513,83200
GREEN BANCORP INCCOM39260X1003,888200,416SH DFND1200,41600
GREEN BRICK PARTNERS INCCOM3927091012,595226,664SH DFND1226,66400
GREEN DOT CORP-CLASS ACL A39304D10213,992363,151SH DFND1363,15100
GREEN DOT CORP-CLASS ACL A39304D10284321,902SH DFND1 221,90200
GREEN PLAINS INCCOM3932221046,294306,318SH DFND1305,8970421
GREEN PLAINS PARTNERS LPCOM REP PTR IN3932211061497,983SH DFND17,98300
GREEN PLAINS PARTNERS LPCOM REP PTR IN393221106663,541SH DFND1 23,54100
GREENBRIER COMPANIES INCCOM39365710116,284352,093SH DFND1351,9740119
GREENE COUNTY BANCORP INCCOM3943571072388,764SH DFND18,76400
GREENHILL & CO INCCOM3952591044,427220,253SH DFND1219,3180935
GREENHILL & CO INCCOM395259104201,013SH DFND1 21,01300
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1095,038241,061SH DFND1241,06100
GREIF INC-CL ACL A39762410715,552278,822SH DFND1277,75201,070
GREIF INC-CL BCL B3976242061,06117,573SH DFND116,8190754
GRIFFIN INDUSTRIAL REALTY INCOM39823110036011,476SH DFND111,47600
GRIFFON CORPCOM3984331025,507250,920SH DFND1250,92000
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,133100,966SH DFND199,33301,633
GROUP 1 AUTOMOTIVE INCCOM39890510910,408164,381SH DFND1164,38100
GROUPON INCCOM39947310712,8553,347,905SH DFND13,347,90500
GRUBHUB INCCOM40011010229,471675,946SH DFND1675,94600
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021252,614SH DFND1 22,61400
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021372,853SH DFND12,85300
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001,25629,466SH DFND129,46600
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910092821,769SH DFND1 221,76900
GSE SYSTEMS INCCOM36227K1069833,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U106921117,274SH DFND1117,27400
GSVC 5.25 09/15/18NOTE 5.250% 9/136191JAB72,0222,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM3623931006,955219,765SH DFND1219,76500
GTX INCCOM NEW40052B20719837,486SH DFND137,48600
GUARANTY BANCORPCOM NEW40075T6074,600169,119SH DFND1169,11900
GUARANTY BANCSHARES INCCOM40076410637311,704SH DFND111,70400
GUESS INCCOM4016171056,265490,233SH DFND1487,95702,276
GUIDANCE SOFTWARE INCCOM4016921081,035156,637SH DFND1156,63700
GUIDEWIRE SOFTWARE INCCOM40171V10039,986581,966SH DFND1581,96600
GULF ISLAND FABRICATION INCCOM4023071021,06391,658SH DFND191,65800
GULF RESOURCES INCCOM PAR $0.000540251W3092818,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530420,5581,393,806SH DFND11,388,43205,374
GW PHARMACEUTICALS -ADRADS36197T1031,53615,323SH DFND115,32300
H&E EQUIPMENT SERVICES INCCOM4040301085,546271,763SH DFND1271,76300
H&R BLOCK INCCOM09367110581,2652,632,478SH DFND12,622,82509,653
H.B. FULLER CO.COM35969410620,462400,360SH DFND1400,36000
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,687170,120SH DFND1170,12000
HACKETT GROUP INC/THECOM40460910939725,648SH DFND1 225,64800
HACKETT GROUP INC/THECOM4046091094,444286,772SH DFND1286,77200
HAEMONETICS CORP/MASSCOM40502410017,971455,090SH DFND1455,09000
HAIN CELESTIAL GROUP INCCOM40521710034,254882,397SH DFND1878,91403,483
HALCON RESOURCES CORPCOM PAR NEW40537Q6051,301286,581SH DFND1286,58100
HALCON RESOURCES CORP-CW20*W EXP 09/09/20240537Q1181220,000SH DFND1 220,00000
HALLADOR ENERGY COCOM40609P1051,100141,680SH DFND1141,68000
HALLADOR ENERGY COCOM40609P10535445,662SH DFND1 245,66200
HALLIBURTON COCOM4062161012706,326SH DFND1 26,32600
HALLIBURTON COCOM406216101347,9518,161,815SH DFND18,122,509039,306
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,02891,295SH DFND191,29500
HALOZYME THERAPEUTICS INCCOM40637H10915712,279SH DFND1 212,27900
HALOZYME THERAPEUTICS INCCOM40637H10914,6591,143,520SH DFND11,143,52000
HALYARD HEALTH INCCOM40650V10016,301414,999SH DFND1413,42701,572
HAMILTON LANE INC-CLASS ACL A4074971062,888131,360SH DFND1131,36000
HANCOCK HOLDING COCOM41012010938,514786,009SH DFND1782,49203,517
HANCOCK HOLDING COCOM41012010931645SH DFND1 264500
HANDY & HARMAN LTDCOM4103151051,37343,748SH DFND143,74800
HANESBRANDS INCCOM41034510280,7053,490,707SH DFND13,473,490017,217
HANMI FINANCIAL CORPORATIONCOM NEW4104952048,304291,900SH DFND1291,90000
HANNON ARMSTRONG SUSTAINABLECOM41068X1008,636377,630SH DFND1377,63000
HANOVER INSURANCE GROUP INC/COM41086710530,218340,952SH DFND1339,51601,436
HARBORONE BANCORP INCCOM41165F1014,634232,168SH DFND1232,16800
HARDINGE INCCOM41232430399780,274SH DFND180,27400
HARLEY-DAVIDSON INCCOM41282210891,1721,690,626SH DFND11,682,53108,095
HARMONIC INCCOM4131601023,482663,305SH DFND1663,30500
HARMONY GOLD MNG-SPON ADRSPONSORED ADR413216300173104,882SH DFND1 2104,88200
HARMONY GOLD MNG-SPON ADRSPONSORED ADR41321630042,513SH DFND1002,513
HARRIS CORPCOM413875105131,4071,206,766SH DFND11,201,05805,708
HARSCO CORPCOM41586410710,258637,151SH DFND1637,15100
HARTE-HANKS INCCOM416196103260253,385SH DFND1250,88602,499
HARTFORD FINANCIAL SVCS GRPCOM416515104191,9673,657,893SH DFND13,641,254016,639
HARVARD BIOSCIENCE INCCOM416906105374146,791SH DFND1146,79100
HASBRO INCCOM418056107142,4051,278,922SH DFND11,270,08608,836
HAVERTY FURNITURECOM4195961013,762149,904SH DFND1149,90400
HAWAIIAN ELECTRIC INDSCOM41987010029,686916,808SH DFND1913,14703,661
HAWAIIAN HOLDINGS INCCOM41987910184017,908SH DFND1 217,90800
HAWAIIAN HOLDINGS INCCOM41987910137,769804,457SH DFND1804,45700
HAWAIIAN TELCOM HOLDCO INCCOM4200311062,06182,495SH DFND182,49500
HAWKINS INCCOM4202611093,95085,231SH DFND185,23100
HAWTHORN BANCSHARES INCCOM4204761031,03149,611SH DFND149,61100
HAYNES INTERNATIONAL INCCOM NEW4208772013,767103,759SH DFND1103,75900
HC2 HOLDINGS INCCOM4041391071,584269,442SH DFND1269,44200
HCA HEALTHCARE INCCOM40412C101233,6112,684,019SH DFND12,671,602012,417
HCA HEALTHCARE INCCOM40412C1011581,819SH DFND1 21,81900
HCI GROUP INCCOM40416E1033,01164,100SH DFND164,020080
HCP INCCOM40414L109176,3405,525,761SH DFND15,505,033020,728
HD SUPPLY HOLDINGS INCCOM40416M1051,10135,967SH DFND1 235,96700
HD SUPPLY HOLDINGS INCCOM40416M10550,1601,638,253SH DFND11,638,25300
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1012,91433,511SH DFND132,45301,058
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K106682,931SH DFND1 22,93100
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1061,58267,326SH DFND167,32600
HEALTHCARE REALTY TRUST INCCOM42194610438,0371,113,844SH DFND11,109,92003,924
HEALTHCARE SERVICES GROUPCOM42190610829,141622,288SH DFND1622,28800
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50147,6301,531,030SH DFND11,531,03000
HEALTHEQUITY INCCOM42226A1071713,433SH DFND1 23,43300
HEALTHEQUITY INCCOM42226A10719,440390,137SH DFND1390,13700
HEALTHSOUTH CORPCOM NEW42192430942,143870,739SH DFND1867,02003,719
HEALTHSTREAM INCCOM42222N1035,974226,999SH DFND1226,99900
HEARTLAND EXPRESS INCCOM4223471049,545458,467SH DFND1458,46700
HEARTLAND FINANCIAL USA INCCOM42234Q1029,453200,717SH DFND1200,71700
HEAT BIOLOGICS INCCOM42237K1024879,837SH DFND179,83700
HECLA MINING COCOM42270410615,9143,120,429SH DFND13,120,42900
HECLA MINING COCOM4227041067314,358SH DFND1 214,35800
HEICO CORPCOM42280610915,020209,082SH DFND1209,08200
HEICO CORP-CLASS ACL A42280620821,239342,289SH DFND1342,28900
HEIDRICK & STRUGGLES INTLCOM4228191023,339153,554SH DFND1153,1640390
HELEN OF TROY LTDCOMG4388N1062422,577SH DFND1 22,57700
HELEN OF TROY LTDCOMG4388N10621,980233,591SH DFND1232,6790912
HELIX ENERGY SOLUTIONS GROUPCOM42330P1076,2301,104,615SH DFND11,104,61500
HELMERICH & PAYNECOM4234521011572,905SH DFND1 22,90500
HELMERICH & PAYNECOM42345210162,4251,150,581SH DFND11,145,15405,427
HEMISPHERE MEDIA GROUP INCCL A42365Q1031,272107,369SH DFND1107,36900
HEMISPHERX BIOPHARMA INCCOM NEW42366C3013774,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510015910,487SH DFND110,48700
HENRY SCHEIN INCCOM806407102164,346899,314SH DFND1893,53205,782
HERBALIFE LTDCOM USD SHSG4412G10138,358537,764SH DFND1537,76400
HERC HOLDINGS INCCOM42704L1047,595193,176SH DFND1193,17600
HERITAGE COMMERCE CORPCOM4269271094,697340,899SH DFND1340,89900
HERITAGE FINANCIAL CORPCOM42722X1066,779255,849SH DFND1255,84900
HERITAGE INSURANCE HOLDINGSCOM42727J1024,005307,656SH DFND1307,65600
HERITAGE-CRYSTAL CLEAN INCCOM42726M1061,779111,941SH DFND1111,94100
HERMAN MILLER INCCOM60054410022,159728,931SH DFND1726,91502,016
HERON THERAPEUTICS INCCOM4277461025,354386,626SH DFND1386,62600
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255007,908427,268SH DFND1427,26800
HERSHEY CO/THECOM427866108159,1781,484,855SH DFND11,478,48106,374
HERTZ GLOBAL HOLDINGS INCCOM42806J1066,134533,460SH DFND1533,46000
HESKA CORPCOM RESTRC NEW42805E3065,79656,790SH DFND156,79000
HESS CORPCOM42809H1071,31630,000SH DFND1 230,00000
HESS CORPCOM42809H107118,0842,696,297SH DFND12,684,572011,725
HEWLETT PACKARD ENTERPRISCOM42824C109251,515SH DFND1 21,51500
HEWLETT PACKARD ENTERPRISCOM42824C109259,74915,685,471SH DFND115,610,010075,461
HEXCEL CORPCOM42829110837,593712,128SH DFND1712,12800
HFF INC-CLASS ACL A40418F1082005,777SH DFND1 25,77700
HFF INC-CLASS ACL A40418F1089,807282,081SH DFND1282,08100
HIBBETT SPORTS INCCOM4285671014,545219,063SH DFND1219,06300
HIBBETT SPORTS INCCOM42856710174135,739SH DFND1 235,73900
HIGHPOWER INTERNATIONAL INCCOM43113X1013710,264SH DFND110,26400
HIGHWOODS PROPERTIES INCCOM43128410849,058967,434SH DFND1963,99903,435
HILL INTERNATIONAL INCCOM4314661011,310252,005SH DFND1252,00500
HILLENBRAND INCCOM43157110814401SH DFND1 240100
HILLENBRAND INCCOM43157110818,244505,382SH DFND1505,38200
HILL-ROM HOLDINGS INCCOM43147510238,848487,982SH DFND1485,75302,229
HILLTOP HOLDINGS INCCOM43274810117,617672,168SH DFND1672,16800
HILTON GRAND VACATIONS INCCOM43283X10517,304479,867SH DFND1479,86700
HILTON WORLDWIDE HOLDINGS INCOM43300A203122,5581,984,998SH DFND11,976,10808,890
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10656168,457SH DFND168,45700
HINGHAM INSTITUTION FOR SVGSCOM4333231023,03716,695SH DFND116,69500
HLIT 4 12/01/20NOTE 4.000%12/0413160AB84,5574,000,000PRN DFND1 24,000,00000
HMS HOLDINGS CORPCOM40425J10117,117925,271SH DFND1925,27100
HNI CORPCOM40425110015,045377,353SH DFND1375,11302,240
HNI CORPCOM4042511001654,143SH DFND1 24,14300
HOLLYFRONTIER CORPCOM43610610838,9881,419,811SH DFND11,413,00606,805
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710575245,309SH DFND145,30900
HOLOGIC INCCOM436440101141,1143,114,241SH DFND13,093,833020,408
HOME BANCORP INCCOM43689E1071,45234,158SH DFND134,15800
HOME BANCSHARES INCCOM43689320028,7551,154,826SH DFND11,150,57704,249
HOME DEPOT INCCOM4370761021,728,62211,289,145SH DFND111,234,477054,668
HOMESTREET INCCOM43785V1026,863247,989SH DFND1247,98900
HOMETRUST BANCSHARES INCCOM4378721043,857158,087SH DFND1158,08700
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830870525,746SH DFND123,04302,703
HONEYWELL INTERNATIONAL INCCOM4385161061,057,1557,944,093SH DFND17,911,016033,077
HOOKER FURNITURE CORPCOM4390381003,95796,169SH DFND196,16900
HOPE BANCORP INCCOM43940T10920,4001,093,844SH DFND11,093,84400
HOPFED BANCORP INCCOM43973410437125,263SH DFND125,26300
HORACE MANN EDUCATORSCOM44032710412,093319,925SH DFND1319,92500
HORIZON BANCORP INDIANACOM4404071044,493170,513SH DFND1170,51300
HORIZON GLOBAL CORPCOM44052W1042,458171,213SH DFND1171,21300
HORIZON PHARMA PLCSHSG4617B10516,8891,422,845SH DFND11,422,84500
HORMEL FOODS CORPCOM440452100103,1063,027,382SH DFND13,014,878012,504
HORNBECK OFFSHORE SERVICESCOM440543106538190,128SH DFND1190,12800
HORTONWORKS INCCOM4408941035,041391,457SH DFND1391,45700
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10254,5891,872,715SH DFND11,865,86006,855
HOST HOTELS & RESORTS INCCOM44107P104177,9129,751,087SH DFND19,715,677035,410
HOSTESS BRANDS INCCL A44109J10611,776731,451SH DFND1731,45100
HOUGHTON MIFFLIN HARCOURT COCOM44157R10911,147906,277SH DFND1906,27700
HOULIHAN LOKEY INCCL A44159310050114,362SH DFND1 214,36200
HOULIHAN LOKEY INCCL A4415931008,281237,293SH DFND1237,29300
HOUSTON AMERICAN ENERGY CORPCOM44183U100101135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10948291,860SH DFND191,86000
HOVNANIAN ENTERPRISES-ACL A4424872032,553911,852SH DFND1911,85200
HOVNANIAN ENTERPRISES-ACL A4424872039233,212SH DFND1 233,21200
HOWARD BANCORP INCCOM44249610591147,349SH DFND147,34900
HOWARD HUGHES CORP/THECOM44267D10735,343287,721SH DFND1287,72100
HP INCCOM40434L1051558,918SH DFND1 28,91800
HP INCCOM40434L105311,00317,820,880SH DFND117,738,251082,629
HRG GROUP INCCOM40434J1001257,061SH DFND1 27,06100
HRG GROUP INCCOM40434J10018,7591,059,243SH DFND11,059,24300
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040610,023216,077SH DFND1213,30602,771
HSN INCCOM40430310910,544330,552SH DFND1329,08901,463
HSN INCCOM4043031099311SH DFND1 231100
HTG MOLECULAR DIAGNOSTICSCOM40434H1045219,859SH DFND119,85900
HUB GROUP INC-CL ACL A44332010610,769280,811SH DFND1280,81100
HUBBELL INCCOM4435106071141,013SH DFND1 21,01300
HUBBELL INCCOM44351060746,485410,762SH DFND1409,03901,723
HUBSPOT INCCOM44357310016,419249,724SH DFND1249,72400
HUDBAY MINERALS INCCOMSTK443628102284,860SH DFND14,86000
HUDBAY MINERALS INCCOMSTK44362810228148,700SH DFND1 248,70000
HUDSON GLOBAL INCCOM44378710612190,899SH DFND190,89900
HUDSON PACIFIC PROPERTIES INCOM44409710951,1741,496,769SH DFND11,496,76900
HUDSON TECHNOLOGIES INCCOM4441441092,654314,180SH DFND1314,18000
HUMANA INCCOM4448591023241,349SH DFND1 21,34900
HUMANA INCCOM444859102347,8631,448,178SH DFND11,441,61606,562
HUNT (JB) TRANSPRT SVCS INCCOM44565810789,884985,047SH DFND1978,08106,966
HUNTER MARITIME ACQ WARRANT 11.5 10/11/21*W EXP 99/99/999Y378281291449,850SH DFND1 249,85000
HUNTER MARITIME ACQUISITIONCL AY3782811197599,700SH DFND1 299,70000
HUNTINGTON BANCSHARES INCCOM446150104161,99812,001,099SH DFND111,953,530047,569
HUNTINGTON INGALLS INDUSTRIECOM44641310629161SH DFND1 216100
HUNTINGTON INGALLS INDUSTRIECOM44641310692,703498,123SH DFND1496,56801,555
HUNTSMAN CORPCOM44701110740,6421,572,855SH DFND11,572,85500
HUNTSMAN CORPCOM44701110785933,280SH DFND1 233,28000
HURCO COMPANIES INCCOM4473241042,45570,655SH DFND170,65500
HURON CONSULTING GROUP INCCOM4474621028,340193,072SH DFND1193,07200
HUTTIG BUILDING PRODUCTS INCCOM448451104995142,054SH DFND1142,05400
HYATT HOTELS CORP - CL ACOM CL A44857910217,242306,748SH DFND1306,74800
HYSTER-YALE MATERIALSCL A4491721055,44277,474SH DFND177,47400
IAC/INTERACTIVECORPCOM44919P50861,181592,610SH DFND1592,4600150
IBERIABANK CORPCOM45082810841,515509,388SH DFND1509,38800
IBIO INCCOM451033104132342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20630673,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001015,280102,208SH DFND1102,20800
ICF INTERNATIONAL INCCOM44925C1038,698184,692SH DFND1184,69200
ICHOR HOLDINGS LTDSHSG4740B1051,96897,652SH DFND197,65200
ICICI BANK LTD-SPON ADRADR45104G10464872,267SH DFND169,56502,702
ICON PLCSHSG4705A1003,13832,097SH DFND132,09700
ICONIX BRAND GROUP INCCOM4510551073,460500,829SH DFND1500,82900
ICU MEDICAL INCCOM44930G10722,399129,851SH DFND1129,85100
ID SYSTEMS INCCOM44948910332853,519SH DFND153,51900
IDACORP INCCOM45110710635,414414,935SH DFND1413,23201,703
IDEAL POWER INCCOM45162210412459,328SH DFND159,32800
IDENTIV INCCOM NEW45170X20529456,100SH DFND156,10000
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,691983,244SH DFND1983,24400
IDEX CORPCOM45167R10468,864609,607SH DFND1607,02702,580
IDEXX LABORATORIES INCCOM45168D104147,303914,043SH DFND1907,62006,423
IDEXX LABORATORIES INCCOM45168D10432199SH DFND1 219900
IDT CORP-CLASS BCL B NEW4489475074,607320,620SH DFND1320,62000
IEC ELECTRONICS CORPCOM44949L1056518,187SH DFND118,18700
IES HOLDINGS INCCOM44951W1061,41377,877SH DFND177,87700
IGNYTA INCCOM4517311033,935380,289SH DFND1380,28900
IHS MARKIT LTDSHSG47567105150,0733,413,399SH DFND13,399,629013,770
II-VI INCCOM90210410816,590483,687SH DFND1483,68700
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10842534,703SH DFND134,70300
ILG INCCOM44967H10125,675933,980SH DFND1933,8700110
ILLINOIS TOOL WORKSCOM452308109457,0273,195,707SH DFND13,181,217014,490
ILLUMINA INCCOM452327109256,9341,483,220SH DFND11,472,374010,846
ILLUMINA INCCOM45232710931180SH DFND1 218000
IMAX CORPCOM45245E109221,042SH DFND1 21,04200
IMAX CORPCOM45245E1092,343106,544SH DFND1106,54400
IMGN 4.5 07/01/21NOTE 4.500% 7/045253HAB7914500,000PRN DFND1 2500,00000
IMMERSION CORPORATIONCOM4525211072,349258,786SH DFND1258,78600
IMMUNE DESIGN CORPCOM45252L1031,079110,734SH DFND1110,0600674
IMMUNE PHARMACEUTICALS INCCOM NEW45254C2006922,355SH DFND122,35500
IMMUNOCELLULAR THERAPEUTICSCOM NEW452536204910,995SH DFND110,99500
IMMUNOGEN INCCOM45253H1015,070713,190SH DFND1713,19000
IMMUNOMEDICS INCCOM4529071087,655867,013SH DFND1867,01300
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P5081,612106,565SH DFND1106,56500
IMPAX LABORATORIES INCCOM45256B10110,451649,144SH DFND1649,14400
IMPERIAL OIL LTDCOMSTK4530384084,379151,595SH DFND1151,2700325
IMPERIAL OIL LTDCOMSTK4530384081756,000SH DFND1 26,00000
IMPERVA INCCOM45321L10012,345258,013SH DFND1258,01300
IMPINJ INCCOM4532041094,79798,615SH DFND198,61500
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20122068,853SH DFND168,85300
INC RESEARCH HOLDINGS INC-ACL A45329R10929,385502,315SH DFND1500,49401,821
INC RESEARCH HOLDINGS INC-ACL A45329R1091472,515SH DFND1 22,51500
INCYTE CORPCOM45337C10242339SH DFND1 233900
INCYTE CORPCOM45337C102224,3791,784,975SH DFND11,771,306013,669
INDEPENDENCE CONTRACT DRILLICOM453415309883227,219SH DFND1227,21900
INDEPENDENCE HOLDING COCOM NEW4534403072,532123,844SH DFND1123,84400
INDEPENDENCE REALTY TRUST INCOM45378A1065,676575,114SH DFND1575,11400
INDEPENDENT BANK CORP - MICHCOM NEW4538386093,784174,013SH DFND1174,01300
INDEPENDENT BANK CORP/MACOM45383610815,404231,121SH DFND1231,12100
INDEPENDENT BANK GROUP INCCOM45384B1067,504126,127SH DFND1126,12700
INDUSTRIAL SVCS OF AMERICACOM4563141032215,157SH DFND115,15700
INFINERA CORPCOM45667G10313,4411,259,773SH DFND11,259,77300
INFINITY PHARMACEUTICALS INCCOM45665G303421268,198SH DFND1267,8720326
INFINITY PROPERTY & CASUALTYCOM45665Q1038,52290,663SH DFND190,66300
INFORMATION SERVICES GROUPCOM45675Y104838203,926SH DFND1203,92600
INFOSONICS CORPCOM4567841071941,938SH DFND141,93800
INFOSYS LTD-SP ADRSPONSORED ADR4567881086,309422,847SH DFND1420,12302,724
INFRAREIT INCCOM45685L10082943,312SH DFND1 243,31200
INFRAREIT INCCOM45685L1009,723507,769SH DFND1507,76900
INFUSYSTEM HOLDINGS INCCOM45685K1028346,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710349028,215SH DFND125,18703,028
INGERSOLL-RAND PLCSHSG47791101250,8752,749,568SH DFND12,737,891011,677
INGEVITY CORPCOM45688C10719,115333,019SH DFND1332,954065
INGLES MARKETS INC-CLASS ACL A4570301045,889176,847SH DFND1176,84700
INGLES MARKETS INC-CLASS ACL A457030104391,182SH DFND1 21,18200
INGREDION INCCOM45718710277,999654,532SH DFND1651,91802,614
INNERWORKINGS INCCOM45773Y1054,231364,827SH DFND1364,82700
INNODATA INCCOM NEW45764220512672,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1088,567195,420SH DFND1195,0960324
INNOPHOS HOLDINGS INCCOM45774N1082625,991SH DFND1 25,99100
INNOSPEC INCCOM45768S10513,681208,712SH DFND1208,71200
INNOVATIVE SOLUTIONS & SUPPCOM45769N10524756,144SH DFND156,14400
INNOVIVA INCCOM45781M1019,129713,222SH DFND1711,78201,440
INNOVIVA INCCOM45781M101171,349SH DFND1 21,34900
INOGEN INCCOM45780L1041141,205SH DFND1 21,20500
INOGEN INCCOM45780L10416,557173,520SH DFND1173,52000
INOTEK PHARMACEUTICALS CORPCOM45780V102195102,964SH DFND1102,96400
INOVALON HOLDINGS INC - ACOM CL A45781D1017,465567,692SH DFND1567,69200
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,575583,657SH DFND1583,65700
INPHI CORPCOM45772F10710,648310,455SH DFND1310,45500
INSEEGO CORPCOM45782B104289231,424SH DFND1231,42400
INSIGHT ENTERPRISES INCCOM45765U10316,459411,593SH DFND1411,59300
INSIGNIA SYSTEMS INCCOM45765Y1052928,672SH DFND128,67200
INSMED INCCOM PAR $.014576693079,114531,151SH DFND1531,15100
INSPERITY INCCOM45778Q10715,977225,035SH DFND1224,6510384
INSPERITY INCCOM45778Q1071482,089SH DFND1 22,08900
INSPIRED ENTERTAINMENT INCCOM45782N10823418,031SH DFND118,03100
INSTALLED BUILDING PRODUCTSCOM45780R1018,404158,722SH DFND1158,72200
INSTEEL INDUSTRIES INCCOM45774W1084,870147,715SH DFND1147,71500
INSTITUTIONAL FINANCIAL MARKCOM45779L1072723,694SH DFND123,69400
INSTRUCTURE INCCOM45781U1032,27977,272SH DFND177,27200
INSULET CORPCOM45784P10125,175490,664SH DFND1490,66400
INSYS THERAPEUTICS INCCOM NEW45824V2093,190252,198SH DFND1251,8800318
INTEGER HOLDINGS CORPCOM45826H10910,726248,010SH DFND1248,01000
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520829,029532,556SH DFND1532,55600
INTEGRATED DEVICE TECH INCCOM45811810629,4841,143,250SH DFND11,138,77104,479
INTEL CORPCOM4581401002527,473SH DFND1 27,47300
INTEL CORPCOM4581401001,859,03855,179,050SH DFND154,822,1700356,880
INTELLIA THERAPEUTICS INCCOM45826J1051,49793,603SH DFND193,60300
INTELLICHECK INCCOM NEW45817G2014311,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM4581731012813,756SH DFND113,75600
INTELSAT SACOML5140P101920300,808SH DFND1300,80800
INTER PARFUMS INCCOM4583341095,807158,457SH DFND1158,45700
INTERACTIVE BROKERS GRO-CL ACOM45841N10720,746554,427SH DFND1553,8760551
INTERCEPT PHARMACEUTICALS INCOM45845P10818,395151,941SH DFND1151,925016
INTERCONTINENTAL EXCHANGE INCOM45866F104356,1665,413,136SH DFND15,387,447025,689
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7073025,449SH DFND14,5050944
INTERDIGITAL INCCOM45867G10129,849386,154SH DFND1384,72601,428
INTERDIGITAL INCCOM45867G10127354SH DFND1 235400
INTERFACE INCCOM45866530410,713545,236SH DFND1545,23600
INTERMOLECULAR INCCOM45882D1096469,386SH DFND169,38600
INTERNAP CORPCOM PAR $.00145885A3001,845502,805SH DFND1502,80500
INTERNATIONAL BANCSHARES CRPCOM45904410323,390667,348SH DFND1665,38901,959
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1084,632253,122SH DFND1253,12200
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10851228,005SH DFND1 228,00500
INTERNATIONAL PAPER COCOM460146103226,5144,008,360SH DFND13,987,878020,482
INTERNATIONAL SEAWAYS INCCOMY410531026,725310,361SH DFND1310,36100
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X2042326,553SH DFND126,55300
INTERPUBLIC GROUP OF COS INCCOM460690100108,2994,408,910SH DFND14,390,967017,943
INTERSECT ENT INCCOM46071F1036,665238,467SH DFND1238,46700
INTERSECTIONS INCCOM46098130131667,353SH DFND167,35300
INTEST CORPCOM46114710024236,180SH DFND136,18000
INTEVAC INCCOM4611481081,754158,041SH DFND1158,04100
INTL BUSINESS MACHINES CORPCOM4592001011,428,7479,302,542SH DFND19,262,681039,861
INTL FCSTONE INCCOM46116V1059,552252,967SH DFND1252,96700
INTL FLAVORS & FRAGRANCESCOM45950610120154SH DFND1 215400
INTL FLAVORS & FRAGRANCESCOM459506101112,477834,484SH DFND1830,89703,587
INTL SPEEDWAY CORP-CL ACL A4603352018,319221,555SH DFND1220,6960859
INTRA-CELLULAR THERAPIES INCCOM46116X1013,558286,530SH DFND1286,53000
INTRAWEST RESORTS HOLDINGS ICOM46090K1092,573108,412SH DFND1108,41200
INTREPID POTASH INCCOM46121Y1021,888835,733SH DFND1835,73300
INTREXON CORPCOM46122T10211,306469,359SH DFND1469,35900
INTUIT INCCOM461202103368,5742,779,323SH DFND12,760,605018,718
INTUITIVE SURGICAL INCCOM NEW46120E602347,292371,922SH DFND1369,23702,685
INUVO INCCOM NEW46122W204108106,848SH DFND1106,84800
INVACARE CORPCOM4612031013,384256,398SH DFND1256,39800
INVENTURE FOODS INCCOM461212102444103,123SH DFND1103,12300
INVESCO LTDSHSG491BT108141,2494,020,642SH DFND14,002,989017,653
INVESCO MORTGAGE CAPITALCOM46131B10014,470865,993SH DFND1857,54808,445
INVESCO PENNSYLVANIA VALUE MCOM46132K1092,041165,342SH DFND1 2165,34200
INVESCO VALUE MUNICIPAL INCOCOM46132P1081,46496,552SH DFND1 296,55200
INVESTAR HOLDING CORPCOM46134L10597442,574SH DFND142,57400
INVESTMENT TECHNOLOGY GROUPCOM46145F1055,289249,036SH DFND1249,03600
INVESTORS BANCORP INCCOM46146L101302,312SH DFND1 22,31200
INVESTORS BANCORP INCCOM46146L10134,4832,581,087SH DFND12,581,08700
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301036,071977,668SH DFND1977,66800
INVESTORS TITLE COCOM4618041061,8589,610SH DFND19,61000
INVITAE CORPCOM46185L1032,468258,192SH DFND1258,19200
INVITATION HOMES INCCOM46187W10716,617768,262SH DFND1768,26200
INVIVO THERAPEUTICS HOLDINGSCOM NEW46186M209485179,802SH DFND1179,80200
INVUITY INCCOM NEW46187J20552272,121SH DFND172,12100
ION GEOPHYSICAL CORPCOM NEW46204420718242,046SH DFND142,04600
IONIS PHARMACEUTICALS INCCOM46222210052,2411,026,961SH DFND11,026,7610200
IONIS PHARMACEUTICALS INCCOM46222210012239SH DFND1 223900
IOVANCE BIOTHERAPEUTICS INCCOM4622601003,804517,648SH DFND1517,64800
IPASS INCCOM46261V108626474,363SH DFND1474,36300
IPG PHOTONICS CORPCOM44980X10945,165311,272SH DFND1310,00301,269
IRADIMED CORPCOM46266A10921725,310SH DFND125,31000
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40921,31155,688PRN DFND1 255,68800
IRHYTHM TECHNOLOGIES INCCOM4500561063,86490,941SH DFND190,94100
IRIDEX CORPCOM46268410132332,735SH DFND132,73500
IRIDIUM COMMUNICATIONS INCCOM46269C1027,782704,294SH DFND1704,29400
IROBOT CORPCOM46272610019,192228,107SH DFND1228,10700
IRON MOUNTAIN INCCOM46284V10131925SH DFND1 292500
IRON MOUNTAIN INCCOM46284V10186,8222,530,896SH DFND12,519,954010,942
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10822,5601,194,961SH DFND11,194,96100
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1038,268165,234PRN DFND1165,23400
ISHARES CORE S&P 500 ETFCORE S&P500 ETF46428720057,493236,200PRN DFND1236,20000
ISHARES CORE S&P MIDCAP ETFCORE S&P MCP ETF4642875077,04640,510PRN DFND140,51000
ISHARES CORE S&P SMALL-CAP ECORE S&P SCP ETF4642878045,63980,431PRN DFND180,43100
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822419623,000PRN DFND123,00000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723410,991265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B5983,611112,521PRN DFND1112,52100
ISHARES MSCI TAIWAN CAPPED EMSCI TAIWAN ETF46434G77222,702634,864PRN DFND1634,86400
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227005,175PRN DFND15,17500
ISHARES RUSSELL 1000 VALUE ERUS 1000 VAL ETF4642875983142,700PRN DFND12,70000
ISORAY INCCOM46489V104168269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414066946,074SH DFND16,07400
ISSUER DIRECT CORPCOM NEW46520M20446435,897SH DFND135,89700
ISTAR INCCOM45031U1016,443535,135SH DFND1535,13500
ITEK 5.75 08/01/21NOTE 5.750% 8/045780VAB85961,000,000PRN DFND1 21,000,00000
ITERIS INCCOM46564T1071,235198,591SH DFND1198,59100
ITRON INCCOM46574110619,972294,796SH DFND1294,79600
ITT INCCOM45073V10828,301704,375SH DFND1701,38602,989
ITURAN LOCATION AND CONTROLSHSM6158M10460219,242SH DFND119,24200
ITURAN LOCATION AND CONTROLSHSM6158M1042387,612SH DFND1 27,61200
ITUS CORPCOM NEW45069V2033934,351SH DFND134,35100
IXYS CORPORATIONCOM46600W10627316,618SH DFND1 216,61800
IXYS CORPORATIONCOM46600W1066,663405,055SH DFND1405,05500
J & J SNACK FOODS CORPCOM46603210917,256130,661SH DFND1130,66100
J ALEXANDER'S HOLDINGSCOM46609J1061,269103,607SH DFND1103,60700
J. JILL INCCOM46620W1021,708139,004SH DFND1139,00400
J.C. PENNEY CO INCCOM70816010611,3702,445,321SH DFND12,445,32100
J2 GLOBAL INCCOM48123V10234,913410,316SH DFND1408,49401,822
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020617227,183SH DFND127,18300
JABIL INCCOM46631310342,6901,462,512SH DFND11,456,04706,465
JACK HENRY & ASSOCIATES INCCOM42628110181,221782,223SH DFND1779,59602,627
JACK IN THE BOX INCCOM46636710932326SH DFND1 232600
JACK IN THE BOX INCCOM46636710925,853262,470SH DFND1261,4790991
JACOBS ENGINEERING GROUP INCCOM46981410769,1771,273,882SH DFND11,268,65705,225
JAGGED PEAK ENERGY INCCOM47009K1073,780283,193SH DFND1283,19300
JAGUAR ANIMAL HEALTH INCCOM47008L1061427,742SH DFND127,74200
JAKKS PACIFIC INCCOM47012E106447111,773SH DFND1110,23501,538
JAMBA INCCOM NEW47023A30963080,880SH DFND180,88000
JAMES RIVER GROUP HOLDINGS LCOMG5005R1077,169180,443SH DFND1180,44300
JANUS HENDERSON GROUP PLCORD SHSG4474Y21436,2141,093,767SH DFND11,087,48606,281
JASON INDUSTRIES INCCOM4711721067054,863SH DFND154,86300
JAZZ PHARMACEUTICALS PLCSHS USDG508711051881,210SH DFND1 21,21000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110562,049399,220SH DFND1399,22000
JCOM 3.25 06/15/29NOTE 3.250% 6/148123VAC66,8315,000,000PRN DFND1 25,000,00000
JD.COM INC-ADRSPON ADR CL A47215P10661,5971,575,149SH DFND11,547,152027,997
JELD-WEN HOLDING INCCOM47580P1038,738269,193SH DFND1269,19300
JERNIGAN CAPITAL INCCOM4764051051,28558,446SH DFND158,44600
JETBLUE AIRWAYS CORPCOM47714310179,3613,476,211SH DFND13,464,952011,259
JETBLUE AIRWAYS CORPCOM47714310166429,100SH DFND1 229,10000
JHG 0.75 07/15/18 JNSNOTE 0.750% 7/147102XAH812,1308,305,000PRN DFND1 28,305,00000
JM SMUCKER CO/THECOM NEW832696405166,4481,408,617SH DFND11,403,11505,502
JM SMUCKER CO/THECOM NEW83269640593788SH DFND1 278800
JOHN B. SANFILIPPO & SON INCCOM8004221074,86077,022SH DFND176,6850337
JOHN BEAN TECHNOLOGIES CORPCOM47783910424,556250,579SH DFND1250,57900
JOHNSON & JOHNSONCOM4781601043,835,67429,040,247SH DFND128,917,5930122,654
JOHNSON CONTROLS INTERNATIONSHSG51502105379,8648,776,730SH DFND18,734,561042,169
JOHNSON OUTDOORS INC-ACL A47916710814294SH DFND1 229400
JOHNSON OUTDOORS INC-ACL A4791671082,53052,485SH DFND152,48500
JONES ENERGY INC - ACOM CL A48019R108765478,138SH DFND1478,13800
JONES LANG LASALLE INCCOM48020Q10745,722365,929SH DFND1364,40401,525
JOUNCE THERAPEUTICS INCCOM4811161011,415100,926SH DFND1100,6910235
JPMORGAN CHASE & COCOM46625H1003,256,97135,694,666SH DFND135,534,0690160,597
JRJR33 INCCOM46645Q1062544,389SH DFND144,38900
JUMEI INTERNATIONAL-ADRSPONSORED ADR48138L1072110,200SH DFND1 210,20000
JUNIPER NETWORKS INCCOM48203R10455619,955SH DFND1 219,95500
JUNIPER NETWORKS INCCOM48203R104138,6854,980,688SH DFND14,963,109017,579
JUNIPER PHARMACEUTICALS INC COM48203L10730961,279SH DFND161,27900
JUNO THERAPEUTICS INCCOM48205A10919,680658,427SH DFND1658,42700
K12 INCCOM48273U10224313,580SH DFND1 213,58000
K12 INCCOM48273U1028,974500,791SH DFND1500,4650326
K2M GROUP HOLDINGS INCCOM48273J1077,869323,034SH DFND1323,03400
KADANT INCCOM48282T1048,473112,673SH DFND1112,67300
KADMON HOLDINGS INCCOM48283N1067820,092SH DFND120,09200
KAISER ALUMINUM CORPCOM PAR $0.0148300770413,124148,266SH DFND1148,26600
KAMADA LTDSHSM6240T10911919,905SH DFND119,90500
KAMAN CORPCOM48354810310,765215,876SH DFND1215,87600
KANDI TECHNOLOGIES GROUP INCCOM48370910110824,321SH DFND124,32100
KANSAS CITY SOUTHERNCOM NEW485170302110,0041,053,017SH DFND11,048,41404,603
KAPSTONE PAPER AND PACKAGINGCOM48562P10314,306693,459SH DFND1693,45900
KAR AUCTION SERVICES INCCOM48238T10943,5681,038,097SH DFND11,038,09700
KAR AUCTION SERVICES INCCOM48238T1098191SH DFND1 219100
KARYOPHARM THERAPEUTICS INCCOM48576U1062,356260,419SH DFND1260,41900
KATE SPADE & COCOM48586510917,771961,124SH DFND1956,80404,320
KB HOMECOM48666K10924,1171,006,169SH DFND11,003,36302,806
KB HOMECOM48666K109289SH DFND1 28900
KBR INCCOM48242W10617,3411,139,368SH DFND11,132,07907,289
KCG HOLDINGS INC-CL ACL A48244B1009,365469,683SH DFND1469,68300
KEANE GROUP INCCOM48669A1083,410213,180SH DFND1213,18000
KEARNY FINANCIAL CORP/MDCOM48716P10811,705788,280SH DFND1788,28000
KELLOGG COCOM48783610832464SH DFND1 246400
KELLOGG COCOM487836108171,6622,475,814SH DFND12,464,195011,619
KELLY SERVICES INC -ACL A4881522081506,710SH DFND1 26,71000
KELLY SERVICES INC -ACL A4881522087,999356,327SH DFND1356,32700
KEMET CORPCOM NEW4883602074,487350,594SH DFND1350,59400
KEMET CORPCOM NEW488360207967,557SH DFND1 27,55700
KEMPER CORPCOM48840110013,990362,442SH DFND1360,80001,642
KEMPHARM INCCOM48844510727067,567SH DFND167,56700
KENNAMETAL INCCOM48917010023,341623,770SH DFND1621,05902,711
KENNAMETAL INCCOM489170100531,427SH DFND1 21,42700
KENNEDY-WILSON HOLDINGS INCCOM48939810713,709719,685SH DFND1719,68500
KERYX BIOPHARMACEUTICALSCOM4925151016,161852,162SH DFND1852,16200
KEWAUNEE SCIENTIFIC CPCOM4928541042098,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J10337619,579SH DFND119,57900
KEY TECHNOLOGY INCCOM49314310121215,427SH DFND115,42700
KEY TRONIC CORPCOM49314410924935,271SH DFND135,27100
KEYCORPCOM493267108207,59511,095,878SH DFND111,046,469049,409
KEYSIGHT TECHNOLOGIES INCOM49338L10359,6521,532,295SH DFND11,526,05506,240
KEYW HOLDING CORP/THECOM4937231003,518376,258SH DFND1376,25800
KFORCE INCCOM4937321015,402275,629SH DFND1275,62900
KFORCE INCCOM4937321011025,235SH DFND1 25,23500
KILROY REALTY CORPCOM49427F10870,795942,055SH DFND1938,74003,315
KIMBALL ELECTRONICS INCCOM49428J1097,507415,940SH DFND1415,94000
KIMBALL INTERNATIONAL-BCL B49427410370242,081SH DFND1 242,08100
KIMBALL INTERNATIONAL-BCL B49427410310,213611,925SH DFND1611,92500
KIMBERLY-CLARK CORPCOM494368103416,2193,229,812SH DFND13,213,499016,313
KIMCO REALTY CORPCOM49446R10992,1685,029,834SH DFND15,011,361018,473
KINDER MORGAN INCCOM49456B101353,29818,472,404SH DFND118,385,890086,514
KINDRED BIOSCIENCES INCCOM4945771091,187138,062SH DFND1138,06200
KINDRED HEALTHCARE INCCOM4945801035493SH DFND1 249300
KINDRED HEALTHCARE INCCOM4945801038,278710,632SH DFND1710,63200
KINGOLD JEWELRY INCCOM NEW49579A2044426,949SH DFND126,94900
KINGSTONE COS INCCOM49671910596362,991SH DFND162,99100
KINROSS GOLD CORPCOM NO PAR4969024042,580638,882SH DFND1638,2720610
KINSALE CAPITAL GROUP INCCOM49714P1085,514147,789SH DFND1147,78900
KIRBY CORPCOM49726610632491SH DFND1 249100
KIRBY CORPCOM49726610628,831431,285SH DFND1429,46701,818
KIRKLAND'S INCCOM4974981051,264123,002SH DFND1123,00200
KIRKLAND'S INCCOM49749810514113,766SH DFND1 213,76600
KITE PHARMA INCCOM49803L10947,449457,702SH DFND1457,70200
KITE REALTY GROUP TRUSTCOM NEW49803T30015,223804,183SH DFND1804,18300
KITE REALTY GROUP TRUSTCOM NEW49803T300231,224SH DFND1 21,22400
KKR REAL ESTATE FINANCE TRUSCOM48251K1002,589120,461SH DFND1120,46100
KLA-TENCOR CORPCOM48248010029322SH DFND1 232200
KLA-TENCOR CORPCOM482480100175,5211,920,673SH DFND11,909,001011,672
KLONDEX MINES LTDCOM4986961031,111329,953SH DFND1329,95300
KLX INCCOM48253910322,441448,838SH DFND1447,08401,754
KMG CHEMICALS INCCOM4825641013,18765,501SH DFND165,50100
KN 3 1/4 11/01/2021NOTE 3.250%11/049926DAB53,5263,000,000PRN DFND1 23,000,00000
KNIGHT TRANSPORTATION INCCOM49906410320,128543,291SH DFND1543,29100
KNOLL INCCOM NEW49890420012,210609,020SH DFND1608,0400980
KNOLL INCCOM NEW49890420048224,040SH DFND1 224,04000
KNOWLES CORPCOM49926D10912,556742,111SH DFND1739,10503,006
KOHLS CORPCOM50025510489,0692,306,147SH DFND12,297,67808,469
KOHLS CORPCOM50025510456414,592SH DFND1 214,59200
KONA GRILL INCCOM50047H20120455,400SH DFND155,40000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230336510,195SH DFND18,65501,540
KOPIN CORPCOM5006001011,866503,152SH DFND1503,15200
KOPPERS HOLDINGS INCCOM50060P1065,847161,762SH DFND1161,76200
KORN/FERRY INTERNATIONALCOM NEW50064320015,612452,148SH DFND1452,14800
KORNIT DIGITAL LTDSHSM6372Q11341921,704SH DFND121,70400
KOSMOS ENERGY LTDSHSG5315B10711,1631,741,581SH DFND11,741,58100
KRAFT HEINZ CO/THECOM500754106559,7896,546,741SH DFND16,483,727063,014
KRAFT HEINZ CO/THECOM50075410621254SH DFND1 225400
KRATON CORPCOM50077C1068,242239,342SH DFND1239,34200
KRATOS DEFENSE & SECURITYCOM NEW50077B2077,422625,281SH DFND1625,28100
KROGER COCOM501044101994,281SH DFND1 24,28100
KROGER COCOM501044101226,8139,741,670SH DFND19,701,974039,696
KRONOS WORLDWIDE INCCOM50105F1054,766261,600SH DFND1259,00102,599
KRONOS WORLDWIDE INCCOM50105F10579143,464SH DFND1 243,46400
KULICKE & SOFFA INDUSTRIESCOM50124210186045,220SH DFND1 245,22000
KULICKE & SOFFA INDUSTRIESCOM5012421019,110479,003SH DFND1479,00300
KURA ONCOLOGY INCCOM50127T10967872,919SH DFND172,91900
KVH INDUSTRIES INCCOM4827381011,091114,852SH DFND1114,85200
KYOCERA CORP -SPONS ADRADR5015562034247,289SH DFND15,96901,320
L BRANDS INCCOM501797104129,0812,399,338SH DFND12,388,223011,115
L3 TECHNOLOGIES INCCOM502413107132,088791,919SH DFND1788,54003,379
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596044,178140,362SH DFND1140,36200
LA QUINTA HOLDINGS INCCOM50420D1089,411637,194SH DFND1637,19400
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409161,3851,048,774SH DFND11,044,33504,439
LADDER CAPITAL CORP-REITCL A5057431048,051600,375SH DFND1600,37500
LADENBURG THALMANN FINANCIALCOM50575Q1021,795735,872SH DFND1735,87200
LAKELAND BANCORP INCCOM5116371006,984370,531SH DFND1370,53100
LAKELAND FINANCIAL CORPCOM51165610010,055219,162SH DFND1219,16200
LAKELAND INDUSTRIES INCCOM51179510651335,442SH DFND135,44200
LAM RESEARCH CORPCOM512807108115816SH DFND1 281600
LAM RESEARCH CORPCOM512807108250,2981,772,527SH DFND11,760,770011,757
LAMAR ADVERTISING CO-ACL A51281610956,629769,737SH DFND1766,92402,813
LAMB WESTON HOLDINGS INCCOM51327210449,0011,112,766SH DFND11,107,75905,007
LANCASTER COLONY CORPCOM51384710320,844169,990SH DFND1169,3340656
LANCASTER COLONY CORPCOM51384710332269SH DFND1 226900
LANDAUER INCCOM51476K1033,72271,176SH DFND171,17600
LANDCADIA HOLDINGS INCCL A51476W1071,011100,000SH DFND1 2100,00000
LANDCADIA HOLDINGS INCCL A51476W107626,165SH DFND16,16500
LANDCADIA HOLDINGS INCUNIT 12/31/2021T51476W20654050,000SH DFND1 250,00000
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1151825,000SH DFND1 225,00000
LANDEC CORPCOM5147661043,175213,810SH DFND1213,81000
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10821213,282SH DFND113,28200
LANDS' END INCCOM51509F1051,967132,058SH DFND1131,9310127
LANDSTAR SYSTEM INCCOM51509810129,296342,251SH DFND1340,83801,413
LANNETT CO INCCOM5160121014,487219,952SH DFND1219,8120140
LANTHEUS HOLDINGS INCCOM5165441034,376247,962SH DFND1247,96200
LANTHEUS HOLDINGS INCCOM5165441031578,913SH DFND1 28,91300
LANTRONIX INCCOM NEW5165482032811,642SH DFND111,64200
LAREDO PETROLEUM INCCOM51680610611,3871,082,502SH DFND11,082,50200
LAS VEGAS SANDS CORPCOM517834107156,3112,448,019SH DFND12,448,01900
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210842,1111,413,129SH DFND11,408,90904,220
LATTICE SEMICONDUCTOR CORPCOM5184151047,2821,093,465SH DFND11,093,46500
LAUREATE EDUCATION INC-ACL A5186132036,248356,429SH DFND1356,42900
LAWSON PRODUCTS INCCOM52077610597644,102SH DFND144,10200
LAYN 8 05/01/19 144ANOTE 8.000% 5/0521050AD610,0409,500,000PRN DFND1 29,500,00000
LAYNE CHRISTENSEN COMPANYCOM5210501041,246141,837SH DFND1141,83700
LAZARD LTD-CL ASHS AG5405010266714,417SH DFND1 214,41700
LAZARD LTD-CL ASHS AG5405010247,0531,015,606SH DFND11,014,7960810
LA-Z-BOY INCCOM50533610719,880611,722SH DFND1611,72200
LCI INDUSTRIESCOM50189K10321,741212,322SH DFND1212,32200
LCNB CORPORATIONCOM50181P1001,27263,642SH DFND163,64200
LEAF GROUP LTDCOM52177G10261178,388SH DFND176,75101,637
LEAR CORPCOM NEW5218652048515,996SH DFND1 25,99600
LEAR CORPCOM NEW521865204118,574834,881SH DFND1834,88100
LEE ENTERPRISESCOM523768109487256,513SH DFND1256,51300
LEE ENTERPRISESCOM5237681099449,964SH DFND1 249,96400
LEGACY RESERVES LPUNIT LP INT5247073045537,976SH DFND137,97600
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10616,440431,171SH DFND1431,17100
LEGG MASON INCCOM52490110526,794702,169SH DFND1699,28202,887
LEGG MASON INCCOM524901105772,030SH DFND1 22,03000
LEGGETT & PLATT INCCOM52466010778,1121,489,229SH DFND11,483,18806,041
LEIDOS HOLDINGS INCCOM52532710261,1381,183,253SH DFND11,177,52505,728
LEIDOS HOLDINGS INCCOM52532710231619SH DFND1 261900
LEMAITRE VASCULAR INCCOM5255582013,578114,609SH DFND1114,60900
LENDINGCLUB CORPCOM52603A10914,7892,684,054SH DFND12,684,05400
LENDINGTREE INCCOM52603B10710,81262,791SH DFND162,79100
LENNAR CORP - B SHSCL B52605730277217,177SH DFND117,17700
LENNAR CORP-ACL A526057104108,4312,037,215SH DFND12,028,39908,816
LENNOX INTERNATIONAL INCCOM52610710754,195295,236SH DFND1293,93801,298
LEUCADIA NATIONAL CORPCOM527288104109,0414,173,650SH DFND14,159,599014,051
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N308175,6012,966,157SH DFND12,953,456012,701
LEXICON PHARMACEUTICALS INCCOM NEW5288723026,955422,822SH DFND1422,82200
LEXINGTON REALTY TRUSTCOM52904310117,2331,739,024SH DFND11,739,02400
LGI HOMES INCCOM50187T1065,745142,988SH DFND1142,98800
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB215,6598,220,000PRN DFND1 28,220,00000
LGND 0.75 08/15/19NOTE 0.750% 8/153220KAD04,1372,500,000PRN DFND1 22,500,00000
LHC GROUP INCCOM50187A1079,154134,844SH DFND1134,84400
LIBBEY INCCOM529898108121,546SH DFND1 21,54600
LIBBEY INCCOM5298981081,312162,818SH DFND1162,81800
LIBERTY ALL STAR EQUITY FUNDSH BEN INT5301581043,478614,576SH DFND1 2614,57600
LIBERTY BROADBAND-ACOM SER A53030710716,884196,815SH DFND1196,81500
LIBERTY BROADBAND-CCOM SER C53030730559,740689,027SH DFND1689,02700
LIBERTY EXPEDIA HOLD-ASER A COM53046P10925,531472,632SH DFND1472,63200
LIBERTY GLOBAL PLC- CSHS CL CG5480U120132,6594,257,055SH DFND14,239,092017,963
LIBERTY GLOBAL PLC LILAC - ALILAC SHS CL AG5480U1387,413340,554SH DFND1339,09101,463
LIBERTY GLOBAL PLC LILAC - CLILAC SHS CL CG5480U15317,271807,025SH DFND1803,46503,560
LIBERTY GLOBAL PLC-ASHS CL AG5480U10452,1261,623,718SH DFND11,616,72306,995
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M10456322,970SH DFND1 222,97000
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M104104,8114,272,748SH DFND14,260,316012,432
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297062,02084,593SH DFND184,59300
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP5312298887,051294,169SH DFND1294,16900
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298706,793193,939SH DFND1193,93900
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985438,5571,052,912SH DFND11,052,91200
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940933,485797,910SH DFND1797,91000
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960758,0241,392,259SH DFND11,392,25900
LIBERTY PROPERTY TRUSTSH BEN INT53117210463,7301,565,902SH DFND11,560,93104,971
LIBERTY TAX INCCL A53128T10270554,465SH DFND154,46500
LIBERTY TAX INCCL A53128T102524,024SH DFND1 24,02400
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510221018,136SH DFND1 218,13600
LIBERTY TRIPADVISOR HDG-ACOM SER A5314651027,240624,138SH DFND1623,8690269
LIBERTY VENTURES - SER ALBT VEN COM A NE53071M85636,658701,057SH DFND1698,66202,395
LIFE STORAGE INCCOM53223X10733,383450,515SH DFND1448,94201,573
LIFEPOINT HEALTH INCCOM53219L10922,738338,623SH DFND1337,25001,373
LIFETIME BRANDS INCCOM53222Q1031,63289,934SH DFND189,93400
LIFEVANTAGE CORPCOM NEW53222K20535481,762SH DFND181,76200
LIFEWAY FOODS INCCOM53191410943346,428SH DFND146,42800
LIGAND PHARMACEUTICALSCOM NEW53220K50421,640178,258SH DFND1178,25800
LIGHTBRIDGE CORPCOM NEW53224K2032313,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780524088,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,140232,737SH DFND1232,73700
LIMELIGHT NETWORKS INCCOM53261M1041,555538,067SH DFND1538,06700
LIMONEIRA COCOM5327461042,04086,338SH DFND186,33800
LINCOLN EDUCATIONAL SERVICESCOM533535100344111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010645,835497,729SH DFND1495,12802,601
LINCOLN NATIONAL CORPCOM534187109156,0392,312,718SH DFND12,302,221010,497
LINDBLAD EXPEDITIONS HOLDINGCOM5352191092,017192,144SH DFND1192,14400
LINDSAY CORPCOM5355551067,31381,944SH DFND181,94400
LINDSAY CORPCOM53555510632367SH DFND1 236700
LINIU TECHNOLOGY GROUPSHSG54971109714,955SH DFND114,95500
LIONS GATE ENTERTAINMENT-ACL A VTG53591940111,280399,744SH DFND1399,74400
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950022,937872,795SH DFND1872,79500
LIPOCINE INCCOM53630X104419104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A1023090,569SH DFND190,56900
LIQUIDITY SERVICES INCCOM53635B1071,199188,921SH DFND1188,92100
LITHIA MOTORS INC-CL ACL A53679710317,577186,541SH DFND1186,54100
LITTELFUSE INCCOM53700810432,232195,347SH DFND1194,5830764
LIVANOVA PLCSHSG5509L10127,665451,978SH DFND1450,51801,460
LIVE NATION ENTERTAINMENT INCOM53803410935,3061,013,103SH DFND11,008,60904,494
LIVE OAK BANCSHARES INCCOM53803X1054,770197,138SH DFND1197,13800
LIVE VENTURES INCCOM NEW53814230815714,842SH DFND114,84200
LIVEPERSON INCCOM538146101867,896SH DFND1 27,89600
LIVEPERSON INCCOM5381461015,245476,907SH DFND1476,90700
LKQ CORPCOM501889208106,5783,239,621SH DFND13,226,245013,376
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109695196,895SH DFND1186,338010,557
LOCKHEED MARTIN CORPCOM539830109648,8482,341,566SH DFND12,330,766010,800
LOEWS CORPCOM540424108129,6032,773,657SH DFND12,761,677011,980
LOGITECH INTERNATIONAL-REGSHSH504302323,56497,240SH DFND197,24000
LOGMEIN INCCOM54142L10945,629436,645SH DFND1434,87201,773
LONESTAR RESOURCES US I-CL ACL A VTG54240F103476110,879SH DFND1110,87900
LORAL SPACE & COMMUNICATIONSCOM5438811064,875117,347SH DFND1117,34700
LOUISIANA-PACIFIC CORPCOM54634710514601SH DFND1 260100
LOUISIANA-PACIFIC CORPCOM54634710542,8541,777,439SH DFND11,772,56804,871
LOWE'S COS INCCOM54866110731407SH DFND1 240700
LOWE'S COS INCCOM548661107685,8518,860,973SH DFND18,821,544039,429
LOXO ONCOLOGY INCCOM54886210114,422179,854SH DFND1179,85400
LPL FINANCIAL HOLDINGS INCCOM50212V1001523,591SH DFND1 23,59100
LPL FINANCIAL HOLDINGS INCCOM50212V10028,130662,506SH DFND1662,50600
LRAD CORPCOM50213V109242143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,643159,146SH DFND1159,14600
LSC COMMUNICATIONS INCCOM50218P10711,826552,651SH DFND1551,59901,052
LSI INDUSTRIES INCCOM50216C1081,803199,272SH DFND1199,27200
LTC PROPERTIES INCCOM50217510219,336376,279SH DFND1376,27900
LUBY'S INCCOM54928210119569,569SH DFND169,56900
LULULEMON ATHLETICA INCCOM55002110958,730984,597SH DFND1984,59700
LUMBER LIQUIDATORS HOLDINGSCOM55003T1075,385214,905SH DFND1214,90500
LUMENTUM HOLDINGS INCCOM55024U10927,876488,634SH DFND1488,63400
LUMINEX CORPCOM55027E1028,260391,138SH DFND1391,13800
LUMOS NETWORKS CORPCOM5502831053,214179,907SH DFND1179,90700
LUNA INNOVATIONS INCCOM550351100224148,929SH DFND1148,92900
LYDALL INCCOM5508191066,827132,065SH DFND1132,06500
LYONDELLBASELL INDU-CL ASHS - A -N53745100334,0723,964,436SH DFND13,948,235016,201
LYONDELLBASELL INDU-CL ASHS - A -N537451005646,685SH DFND1 26,68500
M & T BANK CORPCOM55261F104250,8921,551,789SH DFND11,545,01306,776
M/I HOMES INCCOM55305B1015,231183,236SH DFND1183,23600
MACATAWA BANK CORPCOM5542251022,042214,126SH DFND1214,12600
MACERICH CO/THECOM55438210182,7281,426,821SH DFND11,421,65405,167
MACK-CALI REALTY CORPCOM55448910423,529866,970SH DFND1863,92103,049
MACOM TECHNOLOGY SOLUTIONS HCOM55405Y10018,432330,517SH DFND1330,51700
MACQUARIE INFRASTRUCTURE CORCOM55608B10545,825584,735SH DFND1583,68101,054
MACROGENICS INCCOM5560991091759,998SH DFND1 29,99800
MACROGENICS INCCOM5560991094,814274,974SH DFND1274,97400
MACY'S INCCOM55616P10490,4403,896,600SH DFND13,881,974014,626
MADISON SQUARE GARDEN CO- ACL A55825T10324,411123,977SH DFND1123,97700
MADRIGAL PHARMACEUTICALS INCCOM55886810552432,240SH DFND132,24000
MAGAL SECURITY SYS LTDORDM6786D1045611,406SH DFND111,40600
MAGELLAN HEALTH INCCOM NEW55907920721,625296,650SH DFND1296,65000
MAGIC SOFTWARE ENTERPRISESORD55916610334243,033SH DFND143,03300
MAGNEGAS CORPCOM PAR55939L3011714,443SH DFND114,44300
MAIDEN HOLDINGS LTDSHSG5753U1126,997630,379SH DFND1627,97202,407
MAINSOURCE FINANCIAL GROUP ICOM56062Y1027,073211,100SH DFND1211,10000
MAJESCOCOM56068V10229058,859SH DFND158,85900
MAKEMYTRIP LTDSHSV5633W1091,24537,138SH DFND137,13800
MALIBU BOATS INC - ACOM CL A56117J1003,723143,944SH DFND1143,94400
MALIBU BOATS INC - ACOM CL A56117J100823,208SH DFND1 23,20800
MALLINCKRODT PLC SHSG5785G10755,3991,237,993SH DFND11,233,58804,405
MALVERN BANCORP INCCOM5614091031,80375,315SH DFND175,31500
MAMMOTH ENERGY SERVICES INCCOM56155L1082,102113,050SH DFND1113,05000
MANHATTAN ASSOCIATES INCCOM56275010928,216587,105SH DFND1584,75802,347
MANITEX INTERNATIONAL INCCOM56342010848469,438SH DFND169,43800
MANITOWOC COMPANY INCCOM5635711086,5431,088,739SH DFND11,088,73900
MANNING & NAPIER INCCL A56382Q102528121,518SH DFND1119,14902,369
MANNING & NAPIER INCCL A56382Q102979225,261SH DFND1 2225,26100
MANNKIND CORPCOM NEW56400P706528375,072SH DFND1375,07200
MANPOWERGROUP INCCOM56418H1008657,749SH DFND1 27,74900
MANPOWERGROUP INCCOM56418H10076,569686,004SH DFND1683,53702,467
MANTECH INTERNATIONAL CORP-ACL A5645631049,443228,216SH DFND1228,21600
MANULIFE FINANCIAL CORPCOM56501R10627214,511SH DFND112,86401,647
MARATHON OIL CORPCOM565849106101,6168,589,240SH DFND18,551,245037,995
MARATHON OIL CORPCOM565849106655,508SH DFND1 25,50800
MARATHON PATENT GROUP INCCOM NEW56585W2031644,662SH DFND144,66200
MARATHON PETROLEUM CORPCOM56585A102277,1575,305,204SH DFND15,281,489023,715
MARATHON PETROLEUM CORPCOM56585A102851,626SH DFND1 21,62600
MARCHEX INC-CLASS BCL B56624R108489164,240SH DFND1163,05501,185
MARCUS & MILLICHAP INCCOM5663241093,695140,197SH DFND1140,19700
MARCUS CORPORATIONCOM5663301064,462147,774SH DFND1147,77400
MARIN SOFTWARE INCCOM56804T10611387,117SH DFND187,11700
MARINE PRODUCTS CORPCOM56842710874747,868SH DFND147,86800
MARINEMAX INCCOM5679081083,753191,977SH DFND1191,97700
MARINUS PHARMACEUTICALS INCCOM56854Q1017454,158SH DFND154,15800
MARKEL CORPCOM570535104106,412109,103SH DFND1109,10300
MARKETAXESS HOLDINGS INCCOM57060D10861,328304,965SH DFND1303,69901,266
MARLIN BUSINESS SERVICES INCCOM5711571063,174126,226SH DFND1126,22600
MARRIOTT INTERNATIONAL -CL ACL A571903202305,2023,047,908SH DFND13,023,048024,860
MARRIOTT VACATIONS WORLDCOM57164Y10722,099187,682SH DFND1187,68200
MARRONE BIO INNOVATIONS INCCOM57165B10611589,410SH DFND189,41000
MARSH & MCLENNAN COSCOM571748102408,2285,245,139SH DFND15,222,779022,360
MARTEN TRANSPORT LTDCOM5730751085,609204,740SH DFND1204,74000
MARTIN MARIETTA MATERIALSCOM573284106134,214604,037SH DFND1601,25902,778
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT57333110553630,571SH DFND130,57100
MARVELL TECHNOLOGY GROUP LTDORDG5876H10579648,232SH DFND1 248,23200
MARVELL TECHNOLOGY GROUP LTDORDG5876H10575,3724,563,833SH DFND14,562,9330900
MASCO CORPCOM574599106118,4833,106,281SH DFND13,091,604014,677
MASIMO CORPCOM57479510059,144648,655SH DFND1646,11402,541
MASONITE INTERNATIONAL CORPCOM57538510917,914237,273SH DFND1237,27300
MASTEC INCCOM57632310923,962530,738SH DFND1530,73800
MASTERCARD INC - ACL A57636Q1041,233,58010,173,158SH DFND110,130,187042,971
MATADOR RESOURCES COCOM57648520515,431722,119SH DFND1718,97303,146
MATCH GROUP INCCOM57665R1066,362366,070SH DFND1366,07000
MATERION CORPCOM5766901016,154164,551SH DFND1164,55100
MATINAS BIOPHARMA HOLDINGS ICOM576810105836495,222SH DFND1495,22200
MATLIN AND PARTNERS ACQUISITUNIT 05/28/2021A57682V2051,002100,000SH DFND1 2100,00000
MATRIX SERVICE COCOM5768531053,316354,695SH DFND1354,69500
MATSON INCCOM57686G10510,027333,806SH DFND1333,80600
MATTEL INCCOM577081102301,433SH DFND1 21,43300
MATTEL INCCOM57708110278,4223,648,259SH DFND13,620,988027,271
MATTERSIGHT CORPCOM57709710819677,017SH DFND177,01700
MATTHEWS INTL CORP-CLASS ACL A57712810117,229281,292SH DFND1281,29200
MAUI LAND & PINEAPPLE COCOM5773451011,34966,502SH DFND166,50200
MAXIM INTEGRATED PRODUCTSCOM57772K10131702SH DFND1 270200
MAXIM INTEGRATED PRODUCTSCOM57772K101124,4722,773,364SH DFND12,763,44309,921
MAXIMUS INCCOM57793310432,017511,217SH DFND1509,03502,182
MAXLINEAR INCCOM57776J10011,867425,506SH DFND1425,50600
MAXPOINT INTERACTIVE INCCOM NEW57777M20110814,682SH DFND114,68200
MAXWELL TECHNOLOGIES INCCOM5777671061,450242,228SH DFND1242,22800
MAZOR ROBOTICS LTD-SPON ADRSPONSORED ADS57886P1032296,636SH DFND16,63600
MB FINANCIAL INCCOM55264U10828,534647,916SH DFND1645,51602,400
MB FINANCIAL INCCOM55264U10818428SH DFND1 242800
MBIA INCCOM55262C1009,7241,031,184SH DFND11,031,18400
MBT FINANCIAL CORPCOM5788771021,359140,121SH DFND1140,12100
MCBC HOLDINGS INCCOM55276F1071,63283,493SH DFND1 283,49300
MCBC HOLDINGS INCCOM55276F1074,634237,078SH DFND1237,07800
MCCLATCHY CO-CLASS ACL A NEW57948930332334,643SH DFND134,64300
MCCORMICK & CO-NON VTG SHRSCOM NON VTG57978020651529SH DFND1 252900
MCCORMICK & CO-NON VTG SHRSCOM NON VTG579780206120,9061,241,842SH DFND11,236,72905,113
MCDERMOTT INTL INCCOM58003710923,0733,218,124SH DFND13,218,12400
MCDONALD'S CORPCOM5801351011,170,9447,659,167SH DFND17,621,571037,596
MCEWEN MINING INCCOM58039P1073,8231,453,784SH DFND11,453,78400
MCGRATH RENTCORPCOM5805891097,147206,404SH DFND1206,40400
MCHP 1.625 02/15/25NOTE 1.625% 2/1595017AD617,87011,879,000PRN DFND1 211,879,00000
MCKESSON CORPCOM58155Q103378,1632,301,891SH DFND12,292,32309,568
MCKESSON CORPCOM58155Q1032501,524SH DFND1 21,52400
MDC HOLDINGS INCCOM55267610815,774446,488SH DFND1446,48800
MDC PARTNERS INC-ACL A SUB VTG5526971041,254126,749SH DFND1126,74900
MDCO 2.5 01/15/22NOTE 2.500% 1/1584688AE53,8983,000,000PRN DFND1 23,000,00000
MDU RESOURCES GROUP INCCOM55269010947,7911,824,095SH DFND11,817,52406,571
M