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 A68243Q1062,519255,799SH DFND1254,37401,425
1ST CONSTITUTION BANCORPCOM31986N10284546,592SH DFND146,59200
1ST SOURCE CORPCOM3369011038,491167,165SH DFND1167,16500
21VIANET GROUP INC-ADRSPONSORED ADR90138A10319333,985SH DFND133,98500
22ND CENTURY GROUP INCCOM90137F1031,324478,288SH DFND1478,28800
2U INCCOM90214J10125,452454,189SH DFND1454,18900
3D SYSTEMS CORPCOM NEW88554D20511,951892,540SH DFND1888,66503,875
3M COCOM88579Y1011,376,3196,568,883SH DFND16,540,614028,269
51JOB INC-ADRSP ADR REP COM3168271041,13018,656SH DFND118,65600
51JOB INC-ADRSP ADR REP COM3168271041141,879SH DFND1 21,87900
58.COM INC-ADRSPON ADR REP A31680Q10411183SH DFND1 218300
58.COM INC-ADRSPON ADR REP A31680Q1048,414134,083SH DFND1134,08300
8POINT3 ENERGY PARTNERS LPCL A RPT LTDPT28253910519813,237SH DFND113,23700
8X8 INCCOM28291410011,124824,068SH DFND1824,06800
A H BELO CORP-ACOM CL A001282102510111,004SH DFND1111,00400
A10 NETWORKS INCCOM0021211012,879380,829SH DFND1380,82900
AAC HOLDINGS INCCOM00030710875275,753SH DFND175,75300
AAON INCCOM PAR $0.00400036020612,720368,967SH DFND1368,96700
AAR CORPCOM0003611059,952263,446SH DFND1263,44600
AARON'S INCCOM PAR $0.5000253530029,929685,979SH DFND1683,85202,127
ABAXIS INCCOM0025671058,710195,076SH DFND1194,5540522
ABAXIS INCCOM0025671051363,060SH DFND1 23,06000
ABB LTD-SPON ADRSPONSORED ADR00037520449520,012SH DFND116,11003,902
ABBOTT LABORATORIESCOM002824100919,13717,259,704SH DFND117,176,464083,240
ABBOTT LABORATORIESCOM0028241001402,630SH DFND1 22,63000
ABBVIE INCCOM00287Y1096437,246SH DFND1 27,24600
ABBVIE INCCOM00287Y1091,360,14415,338,414SH DFND115,262,122076,292
ABEONA THERAPEUTICS INCCOM00289Y1074,253249,460SH DFND1249,46000
ABERCROMBIE & FITCH CO-CL ACL A0028962078,096560,699SH DFND1560,2960403
ABIOMED INCCOM00365410058,950349,645SH DFND1348,20901,436
ABM INDUSTRIES INCCOM00095710019,348463,880SH DFND1463,88000
ABRAXAS PETROLEUM CORPCOM0038301062,4431,299,743SH DFND11,299,74300
AC IMMUNE SASHSH0026310548442,852SH DFND142,85200
ACACIA COMMUNICATIONS INCCOM00401C1087,840166,465SH DFND1166,46500
ACACIA RESEARCH CORPACACIA TCH COM0038813071,870410,998SH DFND1410,99800
ACADIA HEALTHCARE CO INCCOM00404A10933,170694,534SH DFND1691,73702,797
ACADIA PHARMACEUTICALS INCCOM00422510831,836845,130SH DFND1845,13000
ACADIA REALTY TRUSTCOM SH BEN INT00423910924,524856,890SH DFND1856,89000
ACCELERATE DIAGNOSTICS INCCOM00430H1025,542246,903SH DFND1246,7090194
ACCELERON PHARMA INCCOM00434H10812,048322,834SH DFND1322,83400
ACCENTURE PLC-CL ASHS CLASS AG1151C101951,6337,057,947SH DFND17,028,560029,387
ACCESS NATIONAL CORPCOM0043371013,584125,064SH DFND1125,06400
ACCO BRANDS CORPCOM00081T10810,803907,895SH DFND1907,89500
ACCURAY INCCOM0043971052,898724,747SH DFND1724,74700
ACELRX PHARMACEUTICALS INCCOM00444T100992215,834SH DFND1215,83400
ACETO CORPCOM00444610012411,055SH DFND1 211,05500
ACETO CORPCOM0044461002,899258,167SH DFND1258,16700
ACHAOGEN INCCOM0044491044,683293,612SH DFND1293,61200
ACHIEVE LIFE SCIENCES INCCOMSTK0044681042713,484SH DFND113,48400
ACHILLION PHARMACEUTICALSCOM00448Q2014,6821,042,866SH DFND11,042,86600
ACI WORLDWIDE INCCOM00449810123,6201,036,918SH DFND11,032,88404,034
ACLARIS THERAPEUTICS INCCOM00461U1055,471212,009SH DFND1212,00900
ACNB CORPCOM00086810998235,466SH DFND135,46600
ACORDA THERAPEUTICS INCCOM00484M10610,191430,928SH DFND1430,92800
ACTINIUM PHARMACEUTICALS INCCOM00507W107109191,249SH DFND1191,24900
ACTIVISION BLIZZARD INCCOM00507V109485,3067,537,909SH DFND17,480,730057,179
ACTUA CORPCOM0050941074,536296,514SH DFND1296,51400
ACTUANT CORP-ACL A NEW00508X20312,746497,921SH DFND1497,92100
ACUITY BRANDS INCCOM00508Y10280,109468,551SH DFND1466,66801,883
ACUITY BRANDS INCCOM00508Y10231184SH DFND1 218400
ACUSHNET HOLDINGS CORPCOM0050981083,400191,453SH DFND1191,45300
ACXIOM CORPCOM00512510917,099693,963SH DFND1691,22802,735
ADAMAS PHARMACEUTICALS INCCOM00548A1062,689127,044SH DFND1127,04400
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208912174,557SH DFND1174,55700
ADAMS DIVERSIFIED EQUITYCOM0062121045,607368,658SH DFND1 2368,65800
ADAMS NATURAL RESOURCES FUNDCOM00548F1054,248216,184SH DFND1 2216,18400
ADAMS RESOURCES & ENERGY INCCOM NEW00635130871217,168SH DFND117,16800
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10723428,605SH DFND128,60500
ADCARE HEALTH SYSTEMS INCCOMSTK00650W3003740,556SH DFND140,55600
ADDUS HOMECARE CORPCOM0067391062,23963,441SH DFND163,44100
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061611,928SH DFND111,92800
ADECOAGRO SACOML00849106373,510SH DFND13,51000
ADECOAGRO SACOML0084910672967,590SH DFND1 267,59000
ADESTO TECHNOLOGIES CORPCOM00687D10151265,333SH DFND165,33300
ADIENT PLC ORD SHSG0084W10164,958773,406SH DFND1773,2600146
ADMA BIOLOGICS INCCOM0008991046621,526SH DFND121,52600
ADOBE SYSTEMS INCCOM00724F101749,1675,031,716SH DFND14,995,081036,635
ADOBE SYSTEMS INCCOM00724F10132219SH DFND1 221900
ADOMANI INCCOM00726A10024034,571SH DFND134,57100
ADTALEM GLOBAL EDUCATION INCCOM00737L103411,163SH DFND1 21,16300
ADTALEM GLOBAL EDUCATION INCCOM00737L10317,246481,071SH DFND1478,94202,129
ADTRAN INCCOM00738A10612,468519,509SH DFND1519,50900
ADTRAN INCCOM00738A106773,229SH DFND1 23,22900
ADURO BIOTECH INCCOM00739L1013,368316,297SH DFND1316,29700
ADVANCE AUTO PARTS INCCOM00751Y1063963,993SH DFND1 23,99300
ADVANCE AUTO PARTS INCCOM00751Y10680,781815,762SH DFND1812,45303,309
ADVANCED ACCELERATOR APP-ADRSPONSORED ADS00790T1001,77626,277SH DFND126,27700
ADVANCED ACCELERATOR APP-ADRSPONSORED ADS00790T1003024,469SH DFND1 24,46900
ADVANCED DISPOSAL SERVICES ICOM00790X1018,996357,136SH DFND1357,13600
ADVANCED DRAINAGE SYSTEMS INCOM00790R1045,940293,369SH DFND1293,36900
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,166197,479SH DFND1197,47900
ADVANCED ENERGY INDUSTRIESCOM00797310030,615379,097SH DFND1379,09700
ADVANCED MICRO DEVICESCOM007903107115,8319,100,635SH DFND19,064,147036,488
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00756M4042,127344,184SH DFND1 2344,18400
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00756M40414223,046SH DFND119,18603,860
ADVANSIX INCCOM00773T1019,759245,531SH DFND1245,53100
ADVAXIS INCCOM NEW0076242081,230294,317SH DFND1294,31700
ADVERUM BIOTECHNOLOGIES INCCOM00773U10834795,252SH DFND195,25200
ADVISORY BOARD CO/THECOM00762W10718,867351,841SH DFND1351,84100
ADVISORY BOARD CO/THECOM00762W10796518,000SH DFND1 218,00000
AECOMCOM00766T10048,0791,306,156SH DFND11,300,78805,368
AEGION CORPCOM00770F1047,013301,254SH DFND1301,25400
AEGLEA BIOTHERAPEUTICS INCCOM00773J10314530,649SH DFND130,64900
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410315526,803SH DFND123,36303,440
AEHR TEST SYSTEMSCOM00760J10840198,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2025159,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510618,977373,844SH DFND1373,84400
AERIE PHARMACEUTICALS INCCOM00771V10815,028309,231SH DFND1309,23100
AEROHIVE NETWORKS INCCOM0077861061,330325,347SH DFND1325,34700
AEROJET ROCKETDYNE HOLDINGSCOM00780010521,146604,023SH DFND1604,02300
AEROVIRONMENT INCCOM00807310810,089186,422SH DFND1186,42200
AES CORPCOM00130H10558953,507SH DFND1 253,50700
AES CORPCOM00130H10580,8967,354,806SH DFND17,325,222029,584
AETHLON MEDICAL INCCOM NEW00808Y2083724,234SH DFND124,23400
AETNA INCCOM00817Y1083121,965SH DFND1 21,96500
AETNA INCCOM00817Y108537,5263,387,057SH DFND13,371,031016,026
AEVI GENOMIC MEDICINE INCCOM00835P105231183,789SH DFND1183,78900
AFFILIATED MANAGERS GROUPCOM008252108108,966575,242SH DFND1572,73902,503
AFFIMED NVCOMN010451084218,764SH DFND118,76400
AFLAC INCCOM001055102333,6954,107,863SH DFND14,089,162018,701
AFLAC INCCOM00105510218224SH DFND1 222400
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,183217,451SH DFND1211,60305,848
AGCO CORPCOM00108410241,423562,033SH DFND1559,77202,261
AGENUS INCCOM NEW00847G7052,944667,586SH DFND1667,58600
AGILE THERAPEUTICS INCCOM00847L100764171,318SH DFND1171,31800
AGILENT TECHNOLOGIES INCCOM00846U101222,9843,479,681SH DFND13,464,404015,277
AGILYSYS INCCOM00847J1051,609134,656SH DFND1134,65600
AGIOS PHARMACEUTICALS INCCOM00847X10424,393365,439SH DFND1365,43900
AGNC INVESTMENT CORPCOM00123Q104105,8204,882,220SH DFND14,875,44506,775
AGNICO EAGLE MINES LTDCOMSTK0084741085,763128,496SH DFND1128,2310265
AGREE REALTY CORPCOM00849210011,351231,278SH DFND1231,27800
AGRIUM INCCOMSTK0089161088,10176,269SH DFND176,26900
AGROFRESH SOLUTIONS INCCOM00856G1091,603228,111SH DFND1228,11100
AILERON THERAPEUTICS INCCOM00887A10523317,418SH DFND117,41800
AIMMUNE THERAPEUTICS INCCOM00900T1076,142247,773SH DFND1247,77300
AIR LEASE CORPCL A00912X30234,066799,306SH DFND1799,30600
AIR PRODUCTS & CHEMICALS INCCOM009158106317,7042,105,223SH DFND12,094,994010,229
AIR TRANSPORT SERVICES GROUPCOM00922R10512,043494,810SH DFND1494,81000
AIRCASTLE LTDCOMG0129K1049,822440,655SH DFND1440,65500
AIRGAIN INCCOM00938A10432035,237SH DFND135,23700
AIRMEDIA GROUP INC-ADRSPONSORED ADR0094111095120,876SH DFND120,87600
AK STEEL HOLDING CORPCOM001547108325,817SH DFND1 25,81700
AK STEEL HOLDING CORPCOM00154710816,5952,968,760SH DFND12,968,76000
AKAMAI TECHNOLOGIES INCCOM00971T1013076,318SH DFND1 26,31800
AKAMAI TECHNOLOGIES INCCOM00971T10190,2121,854,996SH DFND11,842,286012,710
AKCEA THERAPEUTICS INCCOMSTK00972L1075,572201,393SH DFND1201,39300
AKEBIA THERAPEUTICS INCCOM00972D1051,44073,218SH DFND1 273,21800
AKEBIA THERAPEUTICS INCCOM00972D1059,494482,699SH DFND1482,69900
AKERS BIOSCIENCES INCCOM00973E102912,000SH DFND112,00000
AKORN INCCOM00972810625,495768,178SH DFND1764,97003,208
AKOUSTIS TECHNOLOGIES INCCOM00973N10245169,185SH DFND169,18500
ALAMO GROUP INCCOM01131110712,969120,790SH DFND1120,79000
ALARM.COM HOLDINGS INCCOM01164210511,283249,748SH DFND1249,74800
ALASKA AIR GROUP INCCOM011659109101,2221,329,069SH DFND11,323,13105,938
ALASKA AIR GROUP INCCOM01165910929391SH DFND1 239100
ALASKA COMM SYSTEMS GROUPCOM01167P101819361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810813,506235,310SH DFND1235,31000
ALBEMARLE CORPCOM012653101155,1301,140,282SH DFND11,135,07205,210
ALBIREO PHARMA INCCOM01345P10666731,852SH DFND131,85200
ALCOA CORPCOM01387210666,4241,424,812SH DFND11,424,81200
ALCOBRA LTDSHSM2239P1091111,033SH DFND111,03300
ALDER BIOPHARMACEUTICALS INCCOM0143391056,320515,986SH DFND1515,98600
ALDEYRA THERAPEUTICS INCCOM01438T10654775,994SH DFND175,99400
ALERE INCCOM01449J10536,420714,266SH DFND1714,26600
ALEXANDER & BALDWIN INCCOM01449110417,389375,340SH DFND1373,76501,575
ALEXANDER'S INCCOM01475210911,16026,317SH DFND126,31700
ALEXANDRIA REAL ESTATE EQUITCOM015271109138,2661,164,097SH DFND11,159,90904,188
ALEXION PHARMACEUTICALS INCCOM015351109307,1912,194,149SH DFND12,177,299016,850
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102290,2641,690,684SH DFND11,690,0750609
ALICO INCCOM01623010496628,307SH DFND128,30700
ALIGN TECHNOLOGY INCCOM016255101165,115887,897SH DFND1884,67003,227
ALIGN TECHNOLOGY INCCOM01625510192498SH DFND1 249800
ALIMERA SCIENCES INCCOM016259103211156,604SH DFND1156,60400
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB815,26713,500,000PRN DFND1 213,500,00000
ALJ REGIONAL HOLDINGS INCCOM0016271088624,901SH DFND124,90100
ALKERMES PLCSHSG0176710566,6621,311,821SH DFND11,311,6970124
ALLEGHANY CORPCOM01717510073,744133,173SH DFND1132,6440529
ALLEGHENY TECHNOLOGIES INCCOM01741R10221,288890,714SH DFND1886,98703,727
ALLEGIANCE BANCSHARES INCCOM01748H1073,64298,979SH DFND198,97900
ALLEGIANT TRAVEL COCOM01748X10215,507117,747SH DFND1117,74700
ALLEGION PLCORD SHSG0176J10985,597991,834SH DFND1987,58904,245
ALLERGAN PLCSHSG0177J108685,2213,350,062SH DFND13,334,635015,427
ALLETE INCCOM NEW01852230039,072505,537SH DFND1505,53700
ALLIANCE CALIF MUNI INCOMECOM01854610164146,470SH DFND1 246,47000
ALLIANCE DATA SYSTEMS CORPCOM01858110863288SH DFND1 228800
ALLIANCE DATA SYSTEMS CORPCOM018581108119,539540,522SH DFND1538,36302,159
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1001,06338,247SH DFND138,24700
ALLIANCE ONE INTERNATIONALCOM NEW01877230146242,426SH DFND142,42600
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,54479,804SH DFND1 279,80400
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,57581,415SH DFND181,41500
ALLIANT ENERGY CORPCOM018802108103,6622,498,478SH DFND12,487,639010,839
ALLIED MOTION TECHNOLOGIESCOM0193301091,66265,610SH DFND165,61000
ALLIQUA BIOMEDICAL INCCOM NEW0196213092876,706SH DFND176,70600
ALLISON TRANSMISSION HOLDINGCOM01973R10176,0622,026,710SH DFND12,026,71000
ALLISON TRANSMISSION HOLDINGCOM01973R1012,02353,919SH DFND1 253,91900
ALLOT COMMUNICATIONS LTDSHSM0854Q1059718,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10823,0341,618,703SH DFND11,612,50806,195
ALLSTATE CORPCOM020002101339,9503,705,871SH DFND13,689,704016,167
ALLY FINANCIAL INCCOM02005N1001787,342SH DFND1 27,34200
ALLY FINANCIAL INCCOM02005N10085,7443,536,584SH DFND13,536,58400
ALMOST FAMILY INCCOM0204091085,793107,895SH DFND1107,89500
ALNYLAM PHARMACEUTICALS INCCOM02043Q10777,487659,527SH DFND1659,4030124
ALON USA PARTNERS LPUT LTDPART INT02052T10957249,548SH DFND1 249,54800
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1044,096248,449SH DFND1248,44900
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10436322,051SH DFND1 222,05100
ALPHABET INC-CL ACAP STK CL A02079K3053,108,5043,198,363SH DFND13,175,807022,556
ALPHABET INC-CL CCAP STK CL C02079K1073,112,8863,251,657SH DFND13,227,469024,188
ALPHATEC HOLDINGS INCCOM NEW02081G20111249,590SH DFND149,59000
ALPINE IMMUNE SCIENCES INCCOMSTK02083G10036431,490SH DFND131,49000
ALTABA INCCOM0213461011,41121,313SH DFND120,6360677
ALTABA INCCOM0213461014,63670,000SH DFND1 270,00000
ALTERYX INC - CLASS ACOM CL A02156B1032,693132,230SH DFND1132,23000
ALTICE USA INC- ACL A02156K10310,883398,528SH DFND1398,52800
ALTIMMUNE INCCOM02155H101254109,600SH DFND1108,9030697
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,665103,044SH DFND1103,04400
ALTISOURCE RESIDENTIAL CORPCL B02153W1004,786430,786SH DFND1430,78600
ALTRA INDUSTRIAL MOTION CORPCOM02208R10612,733264,735SH DFND1264,73500
ALTRIA GROUP INCCOM02209S1031,334,42521,079,455SH DFND120,993,626085,829
AMAG PHARMACEUTICALS INCCOM00163U1066,638359,816SH DFND1359,6890127
AMAG PHARMACEUTICALS INCCOM00163U10622512,211SH DFND1 212,21100
AMARIN CORP PLC -ADRSPONS ADR NEW023111206637182,000SH DFND1182,00000
A-MARK PRECIOUS METALS INCCOM00181T10731619,162SH DFND119,16200
AMAZON.COM INCCOM0231351063234SH DFND1 23400
AMAZON.COM INCCOM0231351063,958,4334,125,575SH DFND14,092,885032,690
AMBAC FINANCIAL GROUP INCCOM NEW0231398846,771392,336SH DFND1392,33600
AMBARELLA INCSHSG037AX1014,23186,340SH DFND186,296044
AMBER ROAD INCCOM02318Y1081,172152,636SH DFND1152,63600
AMBEV SA-ADRSPONSORED ADR02319V103986149,658SH DFND1149,65800
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1046,533444,436SH DFND1444,43600
AMC NETWORKS INC-ACL A00164V10326,827458,821SH DFND1457,04001,781
AMC NETWORKS INC-ACL A00164V10344766SH DFND1 276600
AMDOCS LTDSHSG0260210327,393425,897SH DFND1425,89700
AMEDICA CORPCOM NEW02343520934114,757SH DFND1114,75700
AMEDISYS INCCOM02343610816,047286,772SH DFND1286,77200
AMER NATL BNKSHS/DANVILLE VACOM0277451082,13351,773SH DFND151,77300
AMERCOCOM02358610022,41559,814SH DFND159,81400
AMEREN CORPORATIONCOM023608102144,2952,499,717SH DFND12,488,474011,243
AMERESCO INC-CL ACL A02361E1081,127144,551SH DFND1144,55100
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10723639,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R10233714SH DFND1 271400
AMERICAN AIRLINES GROUP INCCOM02376R102225,8964,763,848SH DFND14,729,201034,647
AMERICAN ASSETS TRUST INCCOM02401310416,802422,501SH DFND1422,50100
AMERICAN AXLE & MFG HOLDINGSCOM02406110318,7211,064,946SH DFND11,064,94600
AMERICAN AXLE & MFG HOLDINGSCOM0240611031448,237SH DFND1 28,23700
AMERICAN CAMPUS COMMUNITIESCOM02483510058,6121,327,579SH DFND11,322,90004,679
AMERICAN EAGLE OUTFITTERSCOM02553E10622,6631,584,873SH DFND11,578,33306,540
AMERICAN EAGLE OUTFITTERSCOM02553E106533,775SH DFND1 23,77500
AMERICAN ELECTRIC POWERCOM025537101331,5474,729,978SH DFND14,707,262022,716
AMERICAN ELECTRIC TECHNOLOGICOM0255761091811,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620620,757713,818SH DFND1713,81800
AMERICAN EXPRESS COCOM025816109660,6597,317,917SH DFND17,284,027033,890
AMERICAN FINANCIAL GROUP INCCOM02593210463,800617,031SH DFND1614,67902,352
AMERICAN HOMES 4 RENT- ACL A02665T30649,6082,285,038SH DFND12,285,03800
AMERICAN INTERNATIONAL GROUPCOM NEW02687478422,591367,993SH DFND1 2367,99300
AMERICAN INTERNATIONAL GROUPCOM NEW026874784536,1688,752,115SH DFND18,711,703040,412
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ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA99,0129,562,000PRN DFND1 29,562,00000
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BABCOCK & WILCOX ENTERPRCOM05614L1001,317395,553SH DFND1395,55300
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BB&T CORPCOM054937107364,3897,778,835SH DFND17,740,735038,100
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BEL FUSE INC-CL BCL B0773473002,66985,563SH DFND185,56300
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BELMOND LTD-CLASS ACL AG1154H1079,766715,475SH DFND1715,47500
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BHP BILLITON LTD-SPON ADRSPONSORED ADR08860610852112,855SH DFND111,22201,633
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BRITISH AMERICAN TOB-SP ADRSPONSORED ADR1104481072,99349,767SH DFND149,76700
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BROADCOM LTDSHSY0982710932136SH DFND1 213600
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BROADSOFT INCCOM11133B40913,645271,287SH DFND1271,28700
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BROCADE COMMUNICATIONS SYSCOM NEW11162130642,7783,579,814SH DFND13,563,801016,013
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BROOKFIELD ASSET MANAGE-CL ACL A LTD VT SH1125851043618,752SH DFND16,42002,332
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BROOKLINE BANCORP INCCOM11373M107281,817SH DFND1 21,81700
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BROWN & BROWN INCCOM11523610146,420963,291SH DFND1959,31703,974
BROWN-FORMAN CORP-CLASS ACL A1156371005,959107,020SH DFND1107,02000
BROWN-FORMAN CORP-CLASS BCL B115637209123,5112,278,589SH DFND12,269,82908,760
BRT APARTMENTS CORPCOM0556453032,233208,311SH DFND1208,31100
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BUFFALO WILD WINGS INCCOM11984810915,131143,158SH DFND1142,6300528
BUILD-A-BEAR WORKSHOP INCCOM120076104946103,395SH DFND1103,39500
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BWX TECHNOLOGIES INCCOM05605H10042,340755,817SH DFND1755,81700
BXMT 5.25 12/01/18NOTE 5.250%12/009257WAA821,11418,491,000PRN DFND1 218,491,00000
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C & F FINANCIAL CORPCOM12466Q1041,24622,672SH DFND122,67200
C&J ENERGY SERVICES INCCOM12674R10015,158505,785SH DFND1505,78500
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CA INCCOM12673P105127,9403,839,190SH DFND13,806,725032,465
CABLE ONE INCCOM12685J10527,20237,670SH DFND137,5090161
CABOT CORPCOM12705510133,849606,614SH DFND1604,48702,127
CABOT CORPCOM127055101661,185SH DFND1 21,18500
CABOT MICROELECTRONICS CORPCOM12709P10324,534306,952SH DFND1306,95200
CABOT OIL & GAS CORPCOM127097103122,8784,602,778SH DFND14,582,090020,688
CACI INTERNATIONAL INC -CL ACL A12719030427,952200,589SH DFND1200,58900
CADENCE BANCORPCL A12739A10050021,830SH DFND121,83000
CADENCE DESIGN SYS INCCOM127387108147,4413,740,961SH DFND13,728,424012,537
CADENCE DESIGN SYS INCCOM12738710847812,122SH DFND1 212,12200
CADIZ INCCOM NEW1275372072,527199,052SH DFND1199,05200
CAE INCCOMSTK1247651082,475142,516SH DFND1140,21002,306
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CAESARS ENTERTAINMENT CORPCOM12768610314711,056SH DFND1 211,05600
CAESARS ENTERTAINMENT CORPCOM1276861037,315547,961SH DFND1547,96100
CAESARSTONE LTDORD SHSM2059810474925,140SH DFND1 225,14000
CAESARSTONE LTDORD SHSM205981042,10770,708SH DFND170,70800
CAFEPRESS INCCOM12769A1034726,471SH DFND126,47100
CAI INTERNATIONAL INCCOM12477X1063,980131,293SH DFND1131,29300
CALADRIUS BIOSCIENCES INCCOM NEW12805820310328,994SH DFND128,99400
CALAMP CORPCOM1281261097,188309,197SH DFND1309,19700
CALATLANTIC GROUP INCCOM12819510428,214770,256SH DFND1767,64702,609
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CALERES INCCOM12950010414,106462,201SH DFND1462,20100
CALERES INCCOM1295001041324,338SH DFND1 24,33800
CALGON CARBON CORPCOM1296031068,829412,608SH DFND1412,60800
CALIFORNIA RESOURCES CORPCOM NEW13057Q2063,347320,040SH DFND1320,024016
CALIFORNIA WATER SERVICE GRPCOM13078810215,309401,305SH DFND1401,30500
CALITHERA BIOSCIENCES INCCOM13089P1014,611292,820SH DFND1292,82000
CALIX INCCOM13100M50917935,465SH DFND1 235,46500
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CALLAWAY GOLF COMPANYCOM13119310412,991900,332SH DFND1900,33200
CALLIDUS SOFTWARE INCCOM13123E50014,269578,878SH DFND1578,87800
CALLON PETROLEUM COCOM13123X10218,5951,654,429SH DFND11,647,52306,906
CAL-MAINE FOODS INCCOM NEW12803020211,487279,506SH DFND1279,1960310
CALPINE CORPCOM NEW13134730473750,000SH DFND1 250,00000
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CALYXT INCCOMSTK13173L1072,12086,570SH DFND186,57000
CAMBIUM LEARNING GROUP INCCOM13201A107757114,260SH DFND1114,26000
CAMBREX CORPCOM13201110715,761286,576SH DFND1286,57600
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CAMPBELL SOUP COCOM134429109841,802SH DFND1 21,80200
CAMPING WORLD HOLDINGS INC-ACL A13462K1096,953170,672SH DFND1170,67200
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CANADIAN NATL RAILWAY COCOM1363751026748,140SH DFND17,4040736
CANADIAN NATURAL RESOURCESCOM1363851012637,868SH DFND17,2010667
CANADIAN PACIFIC RAILWAY LTDCOM13645T1003001,788SH DFND11,6340154
CANADIAN SOLAR INCCOM13663510981248,233SH DFND148,23300
CANCER GENETICS INCCOM13739U10423587,279SH DFND187,27900
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CANTEL MEDICAL CORPCOM13809810828,706304,842SH DFND1304,84200
CAPELLA EDUCATION COCOM13959410510,575150,760SH DFND1150,76000
CAPELLA EDUCATION COCOM1395941051371,953SH DFND1 21,95300
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CAPITAL BANK FINANCIAL-CL ACL A COM13979410110,410253,609SH DFND1253,60900
CAPITAL CITY BANK GROUP INCCOM1396741052,465102,686SH DFND1102,68600
CAPITAL ONE FINANCIAL CORPCOM14040H105408,6464,836,400SH DFND14,814,764021,636
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210721260,661SH DFND160,66100
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107652186,541SH DFND1 2186,54100
CAPITAL SENIOR LIVING CORPCOM1404751042,522200,984SH DFND1200,98400
CAPITAL SOUTHWEST CORPCOM14050110719811,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10117,5991,197,266SH DFND11,197,26600
CAPRICOR THERAPEUTICS INCCOM14070B10116053,121SH DFND153,12100
CAPSTAR FINANCIAL HOLDINGS ICOM14070T10276939,277SH DFND139,27700
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,753803,423SH DFND1803,42300
CAPSTONE TURBINE CORPCOM NEW14067D40974106,683SH DFND1106,68300
CARA THERAPEUTICS INCCOM1407551093,045222,440SH DFND1222,44000
CARBO CERAMICS INCCOM1407811051,485172,168SH DFND1172,16800
CARBONITE INCCOM1413371054,591208,717SH DFND1208,71700
CARDINAL HEALTH INCCOM14149Y10834518SH DFND1 251800
CARDINAL HEALTH INCCOM14149Y108221,6343,318,102SH DFND13,302,759015,343
CARDIOME PHARMA CORPCOM NO PAR14159U3014018,731SH DFND118,73100
CARDIOVASCULAR SYSTEMS INCCOM1416191068,053286,110SH DFND1286,11000
CARDTRONICS PLC - ASHS CL AG1991C1059,204400,005SH DFND1400,00500
CARE.COM INCCOM14163310720713,075SH DFND1 213,07500
CARE.COM INCCOM1416331071,968123,858SH DFND1123,85800
CAREDX INCCOM14167L10315943,139SH DFND143,13900
CAREER EDUCATION CORPCOM1416651096,113588,382SH DFND1588,38200
CARETRUST REIT INCCOM14174T10712,796672,094SH DFND1672,09400
CARLISLE COS INCCOM1423391001011,016SH DFND1 21,01600
CARLISLE COS INCCOM14233910051,877517,274SH DFND1515,10802,166
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,38558,727SH DFND158,72700
CARMAX INCCOM143130102136,1671,799,879SH DFND11,791,68208,197
CARNIVAL CORPUNIT 99/99/9999143658300266,7674,139,216SH DFND14,119,597019,619
CARNIVAL CORPUNIT 99/99/999914365830032501SH DFND1 250100
CARNIVAL PLC-ADRADR14365C1034817,472SH DFND17,0720400
CAROLINA FINANCIAL CORPCOM1438731073,831106,776SH DFND1106,77600
CARPENTER TECHNOLOGYCOM14428510318,245379,873SH DFND1378,27501,598
CARRIAGE SERVICES INCCOM1439051073,059119,493SH DFND1119,49300
CARRIZO OIL & GAS INCCOM144577103171,015SH DFND1 21,01500
CARRIZO OIL & GAS INCCOM14457710311,623678,552SH DFND1678,55200
CARROLS RESTAURANT GROUP INCCOM14574X1043,282301,176SH DFND1301,17600
CARS.COM INCCOM14575E10515,357577,134SH DFND1574,36802,766
CARTER'S INCCOM14622910943,389439,389SH DFND1437,75201,637
CARVANA COCL A1468691021,893128,954SH DFND1128,95400
CASCADIAN THERAPEUTICS INCCOM NEW14740B6061,417346,602SH DFND1346,60200
CASELLA WASTE SYSTEMS INC-ACL A1474481046,572349,613SH DFND1349,61300
CASEY'S GENERAL STORES INCCOM14752810338,459351,392SH DFND1350,08001,312
CASI PHARMACEUTICALS INCCOM14757U1096738,315SH DFND138,31500
CASS INFORMATION SYSTEMS INCCOM14808P1095,49786,656SH DFND186,65600
CASTLE BRANDS INCCOM148435100952710,693SH DFND1710,69300
CASTLIGHT HEALTH INC-BCL B14862Q1002,181507,313SH DFND1507,31300
CATABASIS PHARMACEUTICALS INCOM14875P1076631,136SH DFND131,13600
CATALENT INCCOM14880610243,0651,078,792SH DFND11,074,28904,503
CATALYST PHARMACEUTICALS INCCOM14888U1011,580627,212SH DFND1627,21200
CATCHMARK TIMBER TRUST INC-ACL A14912Y2024,487355,833SH DFND1355,83300
CATERPILLAR INCCOM149123101732,8585,888,341SH DFND15,859,354028,987
CATHAY GENERAL BANCORPCOM14915010434,081847,794SH DFND1845,18602,608
CATO CORP-CLASS ACL A1492051062,601196,599SH DFND1196,59900
CATO CORP-CLASS ACL A14920510646234,960SH DFND1 234,96000
CAVCO INDUSTRIES INCCOM14956810711,11375,318SH DFND175,31800
CAVIUM INCCOM14964U10837,640570,837SH DFND1570,83700
CB FINANCIAL SERVICES INCCOM12479G1011,02934,610SH DFND134,61000
CBIZ INCCOM1248051027,607468,159SH DFND1468,15900
CBL & ASSOCIATES PROPERTIESCOM12483010019,1812,286,193SH DFND12,281,93304,260
CBOE HOLDINGS INCCOM12503M108133,2711,240,337SH DFND11,235,29105,046
CBRE CLARION GL R/E INCOME FCOM12504G10015920,189SH DFND1 220,18900
CBRE GROUP INC - ACL A12504L109113,7783,009,666SH DFND12,996,189013,477
CBS CORP-CLASS B NON VOTINGCL B12485720230528SH DFND1 252800
CBS CORP-CLASS B NON VOTINGCL B124857202196,3083,391,945SH DFND13,375,451016,494
CDK GLOBAL INCCOM12508E10175,9401,204,162SH DFND11,199,30004,862
CDW CORP/DECOM12514G10892,6851,405,133SH DFND11,405,13300
CDW CORP/DECOM12514G1084276,480SH DFND1 26,48000
CECO ENVIRONMENTAL CORPCOM1251411012,000236,484SH DFND1236,48400
CEDAR REALTY TRUST INCCOM NEW1506022094,394781,961SH DFND1781,96100
CELADON GROUP INCCOM1508381001,206178,748SH DFND1178,74800
CELANESE CORP-SERIES ACOM SER A150870103123,4251,184,261SH DFND11,184,26100
CELESTICA INCCOMSTK15101Q108685,518SH DFND15,51800
CELESTICA INCCOMSTK15101Q1081,02482,801SH DFND1 282,80100
CELGENE CORPCOM1510201044503,088SH DFND1 23,08800
CELGENE CORPCOM1510201041,158,6827,961,668SH DFND17,902,460059,208
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CELLULAR BIOMEDICINE GROUP ICOM NEW15117P10245242,453SH DFND142,45300
CEL-SCI CORPCOM PAR NEW1508376076237,660SH DFND137,66000
CELSIUS HOLDINGS INCCOM NEW15118V20749683,968SH DFND183,96800
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CEMTREX INCCOM PAR $.00115130G30310435,054SH DFND135,05400
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CENTENE CORPCOM15135B101210,6562,180,324SH DFND12,172,36007,964
CENTENNIAL RESOURCE DEVELO-ACL A15136A10222,2391,237,582SH DFND11,237,58200
CENTERPOINT ENERGY INCCOM15189T107139,7824,793,850SH DFND14,771,986021,864
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CENTERSTATE BANK CORPCOM15201P10914,258532,024SH DFND1532,02400
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452022,756680,733SH DFND1680,73300
CENTRAL GARDEN & PET COCOM15352710678120,110SH DFND120,11000
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720519,055512,395SH DFND1512,39500
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,891245,228SH DFND1245,22800
CENTRAL SECURITIES CORPCOM1551231024,156160,800SH DFND1 2160,80000
CENTRAL VALLEY COMM BANCORPCOM1556851002,04591,743SH DFND191,74300
CENTRUS ENERGY CORP-CLASS ACL A15643U1048222,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM15643110812,061727,465SH DFND1726,6900775
CENTURY ALUMINUM COMPANYCOM15643110829417,740SH DFND1 217,74000
CENTURY BANCORP INC -CL ACL A NON VTG1564321061,94124,241SH DFND124,24100
CENTURY CASINOS INCCOM1564921001,431174,352SH DFND1174,35200
CENTURY COMMUNITIES INCCOM1565043004,155168,245SH DFND1168,24500
CENTURYLINK INCCOM156700106107,2695,686,631SH DFND15,662,042024,589
CENVEO INCCOM NEW15670S40214140,373SH DFND140,37300
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CEVA INCCOM1572101058,219192,053SH DFND1192,05300
CF CORPORATION - CLASS ASHS CL AG2030710735932,112SH DFND132,11200
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CHARLES & COLVARD LTDCOM1597651064249,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM1598641072332,162SH DFND1 22,16200
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CHARTER COMMUNICATIONS INC-ACL A16119P108783,2132,159,175SH DFND12,142,489016,686
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CHATHAM LODGING TRUSTCOM16208T1026,497304,778SH DFND1304,77800
CHECK POINT SOFTWARE TECHORDM2246510453,686471,427SH DFND1466,61904,808
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CHEFS' WAREHOUSE INC/THECOM1630861013,303171,147SH DFND1171,14700
CHEGG INCCOM16309210910,080679,312SH DFND1679,31200
CHEMBIO DIAGNOSTICS INCCOM NEW16357220930649,468SH DFND149,46800
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CHEMICAL FINANCIAL CORPCOM16373110233,062632,652SH DFND1630,21202,440
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CHICAGO BRIDGE & IRON CO NVCOM16725010913,582808,511SH DFND1808,499012
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CHILDREN'S PLACE INC/THECOM1689051072832,396SH DFND1 22,39600
CHILDREN'S PLACE INC/THECOM16890510719,292163,288SH DFND1163,28800
CHIMERA INVESTMENT CORPCOM NEW16934Q20849,8692,635,803SH DFND12,630,28705,516
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CHINA INFORMATION TECHNOLOGYCOMG211741002320,266SH DFND120,26600
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1092,44220,560SH DFND120,3090251
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CHINA NATURAL RESOURCES INCCOMG2110U1092211,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1079620,593SH DFND120,59300
CHINA YUCHAI INTL LTDCOMG210821051,43564,487SH DFND1 264,48700
CHIPOTLE MEXICAN GRILL INCCOM16965610577,937253,683SH DFND1252,56101,122
CHOICE HOTELS INTL INCCOM16990510618,310286,549SH DFND1286,520029
CHRISTOPHER & BANKS CORPCOM171046105272200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW171077407754175,437SH DFND1175,43700
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CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5023109,104SH DFND17,03602,068
CHURCH & DWIGHT CO INCCOM171340102139,4722,883,673SH DFND12,872,493011,180
CHURCHILL DOWNS INCCOM17148410824,144117,094SH DFND1116,6520442
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CHUY'S HOLDINGS INCCOM1716041013,192151,667SH DFND1151,66700
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601778314,012SH DFND1 2314,01200
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601272109,902SH DFND1109,90200
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40719522,026SH DFND121,2260800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10250848,658SH DFND1 248,65800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10214714,138SH DFND112,85901,279
CIDARA THERAPEUTICS INCCOM17175710738847,992SH DFND147,99200
CIENA CORPCOM NEW17177930927,3651,245,596SH DFND11,240,75504,841
CIENA CORPCOM NEW171779309291,352SH DFND1 21,35200
CIGNA CORPCOM125509109443,9332,379,745SH DFND12,367,418012,327
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CIMAREX ENERGY COCOM171798101107,473947,429SH DFND1943,16804,261
CIMPRESS NVSHS EURON201461016,84670,101SH DFND170,10100
CINCINNATI BELL INCCOM NEW1718715027,115358,452SH DFND1358,45200
CINCINNATI BELL INCCOM NEW1718715021326,681SH DFND1 26,68100
CINCINNATI FINANCIAL CORPCOM172062101127,8761,673,003SH DFND11,666,02906,974
CINEDIGM CORP - ACOM NEW1724062094531,305SH DFND131,30500
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CINER RESOURCES LPCOM UNIT LTD17246410943417,357SH DFND1 217,35700
CINTAS CORPCOM172908105150,8721,047,438SH DFND11,040,51706,921
CINTAS CORPCOM17290810548335SH DFND1 233500
CIRCOR INTERNATIONAL INCCOM17273K1097,280133,750SH DFND1133,75000
CIRRUS LOGIC INCCOM17275510061311,507SH DFND1 211,50700
CIRRUS LOGIC INCCOM17275510044,040825,967SH DFND1823,78002,187
CISCO SYSTEMS INCCOM17275R1021,841,44554,855,479SH DFND154,469,9870385,492
CISION LTD - CW22*W EXP 06/22/202G1992S1171,770600,000SH DFND1 2600,00000
CIT GROUP INCCOM NEW12558180151,6751,054,530SH DFND11,054,53000
CITI TRENDS INCCOM17306X102221,109SH DFND1 21,10900
CITI TRENDS INCCOM17306X1022,471124,408SH DFND1124,40800
CITIGROUP INCCOM NEW1729674242,053,47428,285,007SH DFND128,159,9660125,041
CITIZENS & NORTHERN CORPCOM1729221062,33294,970SH DFND194,97000
CITIZENS COMMUNITY BANCORP ICOM17490310427019,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105208,4765,514,903SH DFND15,492,508022,395
CITIZENS FIRST CORPCOM17462Q10735114,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510234813,960SH DFND113,96000
CITIZENS INCCL A1747401002,490338,825SH DFND1338,82500
CITRIX SYSTEMS INCCOM177376100144,0451,878,012SH DFND11,867,116010,896
CITRIX SYSTEMS INCCOM177376100010SH DFND1 21000
CITY HOLDING COCOM17783510510,338143,774SH DFND1142,8740900
CITY OFFICE REIT INCCOM1785871013,153228,990SH DFND1228,99000
CIVISTA BANCSHARES INCCOM NO PAR1788671071,58771,054SH DFND171,05400
CIVITAS SOLUTIONS INCCOM17887R1022,500135,518SH DFND1135,51800
CKH 3 11/15/28NOTE 3.000%11/181170YAB53,5724,000,000PRN DFND1 24,000,00000
CLARUS CORPCOMSTK18270P1091,385184,636SH DFND1184,63600
CLEAN DIESEL TECHNOLOGIESCOM PAR NEW18449C5006738,855SH DFND138,85500
CLEAN ENERGY FUELS CORPCOM1844991012,5241,017,980SH DFND11,017,98000
CLEAN HARBORS INCCOM18449610724,508432,249SH DFND1430,47001,779
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,314282,677SH DFND1281,15601,521
CLEARFIELD INCCOM18482P1031,28794,647SH DFND194,64700
CLEARONE INCCOM18506U10414219,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM1850631041,101126,086SH DFND1126,08600
CLEARSIGN COMBUSTION CORPCOM18506410226975,989SH DFND175,98900
CLEARWATER PAPER CORPCOM18538R1036,804138,166SH DFND1138,16600
CLEMENTIA PHARMACEUTICALS INCOMSTK18557510725615,203SH DFND115,20300
CLEVELAND BIOLABS INCCOM NEW1858602025716,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOMSTK18589910123,4063,273,616SH DFND13,272,44501,171
CLIFTON BANCORP INCCOM1868731053,269195,543SH DFND1195,54300
CLIPPER REALTY INCCOM18885T3061,04297,368SH DFND197,36800
CLOROX COMPANYCOM189054109175,8181,335,458SH DFND11,329,38406,074
CLOUD PEAK ENERGY INCCOM18911Q1022,390653,017SH DFND1653,01700
CLOUDERA INCCOM18914U1002,981179,393SH DFND1179,39300
CLOVIS ONCOLOGY INCCOM18946410035,869435,312SH DFND1435,2110101
CM FINANCE INCCOM12574Q1039510,178SH DFND110,17800
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CNB FINANCIAL CORP/PACOM1261281073,280120,065SH DFND1120,06500
CNO FINANCIAL GROUP INCCOM12621E10333,0071,414,206SH DFND11,408,42305,783
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COCA-COLA BOTTLING CO CONSOLCOM1910981029,78445,351SH DFND145,35100
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CODORUS VALLEY BANCORP INCCOM1920251041,69555,212SH DFND155,21200
COEUR MINING INCCOM NEW19210850413,7041,491,207SH DFND11,491,20700
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COHEN & STEERS INCCOM19247A100681,740SH DFND1 21,74000
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COLFAX CORPCOM19401410632,938791,021SH DFND1791,02100
COLGATE-PALMOLIVE COCOM194162103636,6788,757,024SH DFND18,716,407040,617
COLGATE-PALMOLIVE COCOM1941621032,18530,000SH DFND1 230,00000
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COLONY NORTHSTAR INC-CLASS ACL A COM19625W10456,6084,509,374SH DFND14,508,8100564
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COLUMBIA PROPERTY TRUST INCCOM NEW19828720326,1561,201,513SH DFND11,201,51300
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COLUMBUS MCKINNON CORP/NYCOM1993331057,331193,590SH DFND1193,59000
COMCAST CORP-CLASS ACL A20030N1011,869,90448,688,320SH DFND148,328,5460359,774
COMERICA INCCOM200340107143,7571,888,859SH DFND11,880,99007,869
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COMMERCE BANCSHARES INCCOM20052510346,150798,860SH DFND1795,80403,056
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COMMERCEHUB INC-SERIES ACOM SER A20084V1082,792123,718SH DFND1123,71800
COMMERCEHUB INC-SERIES CCOM SER C20084V3065,037235,936SH DFND1235,93600
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COMMERCIAL VEHICLE GROUP INCCOM2026081051,878255,537SH DFND1255,53700
COMMSCOPE HOLDING CO INCCOM20337X109832,512SH DFND1 22,51200
COMMSCOPE HOLDING CO INCCOM20337X10955,0681,658,890SH DFND11,658,89000
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COMMUNITY HEALTH SYSTEMS INCCOM2036681086,907899,372SH DFND1899,37200
COMMUNITY HEALTHCARE TRUST ICOM20369C1064,811178,477SH DFND1178,47700
COMMUNITY TRUST BANCORP INCCOM2041491088,400180,665SH DFND1180,66500
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COMTECH TELECOMMUNICATIONSCOM NEW2058262094,112200,309SH DFND1200,260049
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CONMED CORPCOM20741010112,027229,219SH DFND1229,21900
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CONNECTONE BANCORP INCCOM20786W1076,379259,340SH DFND1259,34000
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CONN'S INCCOM20824210723843SH DFND1 284300
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CONOCOPHILLIPSCOM20825C104636,97612,751,000SH DFND112,695,675055,325
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CONSOLIDATED WATER CO-ORD SHORDG2377310755343,250SH DFND143,25000
CONSTELLATION BRANDS INC-ACL A21036P108317,1441,593,483SH DFND11,585,79307,690
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CONTROL4 CORPCOM21240D1075,361182,007SH DFND1182,00700
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CORE-MARK HOLDING CO INCCOM21868110412,861400,171SH DFND1400,17100
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CORIUM INTERNATIONAL INCCOM21887L1072,335210,791SH DFND1210,79100
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COUPA SOFTWARE INCCOM22266L1068,895285,576SH DFND1285,57600
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COVANTA HOLDING CORPCOM22282E10215,8451,067,044SH DFND11,066,1630881
COVENANT TRANSPORT GRP-CL ACL A22284P1053,007103,786SH DFND1103,78600
COWEN INCCL A NEW2236226064,033226,587SH DFND1226,58700
CPI AEROSTRUCTURES INCCOM NEW12591930822223,822SH DFND123,82200
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CTRP 1.25 10/15/18NOTE 1.250%10/122943FAD210,3547,500,000PRN DFND1 27,500,00000
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CU BANCORPCOM1265341065,719147,503SH DFND1147,50300
CUBESMART COM22966310944,4821,713,485SH DFND11,713,48500
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CURTISS-WRIGHT CORPCOM23156110145,669436,865SH DFND1435,35301,512
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CVS HEALTH CORPCOM1266501001,00712,384SH DFND1 212,38400
CVS HEALTH CORPCOM126650100862,02710,620,590SH DFND110,572,527048,063
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V10892622,602SH DFND122,60200
CYBEROPTICS CORPCOM23251710296759,524SH DFND159,52400
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4053921,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1032,258280,263SH DFND1280,26300
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CYS INVESTMENTS INCCOM12673A10811,0101,274,329SH DFND11,261,872012,457
CYTOKINETICS INCCOM NEW23282W6056,115421,735SH DFND1421,73500
CYTOMX THERAPEUTICS INCCOM23284F10510565SH DFND1 256500
CYTOMX THERAPEUTICS INCCOM23284F1055,911325,360SH DFND1325,36000
CYTORI THERAPEUTICS INCCOM NEW23283K20462171,049SH DFND1171,04900
CYTOSORBENTS CORPCOM NEW23283X206788127,125SH DFND1127,12500
CYTRX CORPCOM PAR232828509385939,906SH DFND1939,90600
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DASAN ZHONE SOLUTIONS INCCOM NEW23305L20614521,270SH DFND121,27000
DASEKE INCCOM23753F1072,292175,706SH DFND1175,70600
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DATAWATCH CORPCOM NEW2379172081149SH DFND1 214900
DATAWATCH CORPCOM NEW23791720879969,222SH DFND169,22200
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DEAN FOODS COCOM NEW24237020311,7631,081,161SH DFND11,078,04903,112
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DEL TACO RESTAURANTS INCCOM2454961044,601299,971SH DFND1299,97100
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DELEK US HOLDINGS INCCOMSTK24665A10316,920633,005SH DFND1631,23401,771
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DELTIC TIMBER CORPCOM2478501007,96490,060SH DFND190,06000
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DENTSPLY SIRONA INCCOM24906P109148,3432,484,707SH DFND12,467,686017,021
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DEPOMED INCCOM24990810424943,175SH DFND1 243,17500
DEPOMED INCCOM2499081043,009519,789SH DFND1519,78900
DERMIRA INCCOM24983L1048,398311,060SH DFND1311,06000
DESCARTES SYSTEMS GRP/THECOM2499061081,41451,871SH DFND151,87100
DESTINATION MATERNITY CORPCOM25065D10012776,060SH DFND176,06000
DESTINATION XL GROUP INCCOM25065K104465245,099SH DFND1245,09900
DETERMINE INCCOM25066010715873,768SH DFND173,76800
DEVON ENERGY CORPCOM25179M103232,0016,330,146SH DFND16,306,092024,054
DEVON ENERGY CORPCOM25179M103441,214SH DFND1 21,21400
DEXCOM INCCOM25213110738,750792,339SH DFND1792,33900
DEXTERA SURGICAL INCCOM252366109830,176SH DFND130,17600
DHI GROUP INCCOM23331S100409157,571SH DFND1 2157,57100
DHI GROUP INCCOM23331S1001,475567,478SH DFND1567,47800
DHT 4.5 10/01/19DEBT 4.500%10/023335SAB23,1563,200,000PRN DFND1 23,200,00000
DHT HOLDINGS INCSHS NEWY2065G121665167,323SH DFND1167,32300
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052,08015,747SH DFND115,74700
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,79031,978SH DFND131,97800
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20783393SH DFND1 239300
DIAMOND OFFSHORE DRILLINGCOM25271C1027,572522,267SH DFND1520,05402,213
DIAMOND OFFSHORE DRILLINGCOM25271C102745,149SH DFND1 25,14900
DIAMONDBACK ENERGY INCCOM25278X10983,940857,290SH DFND1857,29000
DIAMONDROCK HOSPITALITY COCOM25278430121,4271,956,853SH DFND11,956,85300
DICERNA PHARMACEUTICALS INCCOM25303110852791,737SH DFND191,73700
DICK'S SPORTING GOODS INCCOM25339310226,337975,389SH DFND1972,48002,909
DICK'S SPORTING GOODS INCCOM25339310278929,226SH DFND1 229,22600
DIEBOLD NIXDORF INCCOM25365110314,218622,248SH DFND1619,46502,783
DIFFERENTIAL BRANDS GROUP INCOM25374L1083626,925SH DFND126,92500
DIGI INTERNATIONAL INCCOM2537981022,368223,482SH DFND1223,48200
DIGIMARC CORPCOM25381B1013,45894,484SH DFND194,48400
DIGIRAD CORPCOM25382710922264,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2085422,523SH DFND122,52300
DIGITAL REALTY TRUST INCCOM253868103281,0862,379,606SH DFND12,370,31409,292
DIGITAL REALTY TRUST INCCOM25386810319163SH DFND1 216300
DIGITAL TURBINE INCCOM NEW25400W102358237,122SH DFND1237,12200
DIGITALGLOBE INCCOM NEW25389M87717,811505,295SH DFND1505,29500
DILLARDS INC-CL ACL A25406710110,099180,123SH DFND1179,4080715
DILLARDS INC-CL ACL A25406710132582SH DFND1 258200
DIME COMMUNITY BANCSHARESCOM2539221086,315293,742SH DFND1293,74200
DIMENSION THERAPEUTICS INCCOM25433V105715119,291SH DFND1119,29100
DINEEQUITY INCCOM2544231065,925137,870SH DFND1137,87000
DIODES INCCOM25454310110,613354,602SH DFND1354,60200
DIPLOMAT PHARMACY INCCOM25456K1017,619367,921SH DFND1367,92100
DISCOVER FINANCIAL SERVICESCOM254709108286,5724,452,136SH DFND14,435,481016,655
DISCOVER FINANCIAL SERVICESCOM2547091081,04916,280SH DFND1 216,28000
DISCOVERY COMMUNICATIONS-ACOM SER A25470F10440,9761,927,354SH DFND11,916,031011,323
DISCOVERY COMMUNICATIONS-ACOM SER A25470F1041,15854,396SH DFND1 254,39600
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30246,9352,320,842SH DFND12,305,232015,610
DISCOVERY COMMUNICATIONS-CCOM SER C25470F302321,587SH DFND1 21,58700
DISH NETWORK CORP-ACL A25470M109120,9312,234,562SH DFND12,217,675016,887
DIVERSICARE HEALTHCARE SERVICOM25510410115813,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M10514368,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,998233,166SH DFND1 2233,16600
DIXIE GROUP INCCL A25551910025664,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1031,878111,129SH DFND1111,12900
DNB FINANCIAL CORPCOM23323710645112,821SH DFND112,82100
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2002125,401SH DFND125,40100
DOLBY LABORATORIES INC-CL ACOM25659T10729,438511,790SH DFND1511,79000
DOLLAR GENERAL CORPCOM256677105237,1372,931,017SH DFND12,919,364011,653
DOLLAR TREE INCCOM256746108219,3112,530,810SH DFND12,513,252017,558
DOMINION ENERGY INCCOM25746U109474,6156,182,056SH DFND16,152,622029,434
DOMINO'S PIZZA INCCOM25754A20176,543385,714SH DFND1384,06001,654
DOMTAR CORPCOM NEW25755920324,267559,282SH DFND1556,04503,237
DONALDSON CO INCCOM25765110950,2981,094,870SH DFND11,090,38104,489
DONEGAL GROUP INC-CL ACL A2577012012,635163,364SH DFND1163,36400
DONNELLEY FINANCIAL SOLUTIONCOM25787G1007,479346,919SH DFND1345,86701,052
DORCHESTER MINERALS LPCOM UNIT25820R10535723,749SH DFND1 223,74900
DORCHESTER MINERALS LPCOM UNIT25820R10522214,797SH DFND114,79700
DORIAN LPG LTDSHS USDY2106R110814119,439SH DFND1119,43900
DORMAN PRODUCTS INCCOM258278100861,204SH DFND1 21,20400
DORMAN PRODUCTS INCCOM25827810019,078266,386SH DFND1266,38600
DOUBLE EAGLE ACQUISITI-CW*W EXP 09/16/202G281951167761,126,023SH DFND1 21,126,02300
DOUBLE EAGLE ACQUISITION-ACOMG281951245,050500,000SH DFND1 2500,00000
DOUGLAS DYNAMICS INCCOM25960R1057,454189,195SH DFND1187,40201,793
DOUGLAS EMMETT INCCOM25960P10957,4191,456,615SH DFND11,451,36305,252
DOVA PHARMACEUTICALS INCCOM25985T1021,28152,793SH DFND152,79300
DOVER CORPCOM260003108144,4081,583,339SH DFND11,575,58107,758
DOVER DOWNS GAMING & ENTERTACOM2600951043130,139SH DFND130,13900
DOVER MOTORSPORTS INCCOM2601741076632,679SH DFND132,67900
DOWDUPONT INCCOMSTK26078J1001,553,46522,485,671SH DFND122,376,1150109,556
DR HORTON INCCOM23331A109157,7833,958,551SH DFND13,943,299015,252
DR PEPPER SNAPPLE GROUP INCCOM26138E10932363SH DFND1 236300
DR PEPPER SNAPPLE GROUP INCCOM26138E109183,7162,080,283SH DFND12,071,36908,914
DR. REDDY'S LABORATORIES-ADRADR2561352031,72148,705SH DFND147,45201,253
DRIL-QUIP INCCOM2620371042916,599SH DFND1 26,59900
DRIL-QUIP INCCOM26203710420,066454,510SH DFND1453,20301,307
DRIVE SHACK INCCOM2620771001,730479,359SH DFND1479,35900
DSP GROUP INCCOM23332B1062,844218,809SH DFND1218,80900
DST SYSTEMS INCCOM23332610728,323516,100SH DFND1514,02602,074
DSW INC-CLASS ACL A23334L10217,292805,057SH DFND1805,05700
DSW INC-CLASS ACL A23334L10224811,570SH DFND1 211,57000
DTE ENERGY COMPANYCOM233331107199,8871,865,413SH DFND11,857,09208,321
DUCOMMUN INCCOM2641471092,75285,886SH DFND185,88600
DUKE ENERGY CORPCOM NEW26441C204613,9547,329,743SH DFND17,297,966031,777
DUKE REALTY CORPCOM NEW264411505128,1784,455,162SH DFND14,439,238015,924
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,63680,655SH DFND180,65500
DUN & BRADSTREET CORPCOM26483E10035,678306,492SH DFND1305,17001,322
DUNKIN' BRANDS GROUP INCCOM26550410040,829769,209SH DFND1766,12503,084
DURECT CORPORATIONCOM2666051042,0021,131,222SH DFND11,131,22200
DXC TECHNOLOGY COCOM23355L106248,5292,899,511SH DFND12,886,500013,011
DXP ENTERPRISES INCCOM NEW2333774074,093129,990SH DFND1129,99000
DYCOM INDUSTRIES INCCOM26747510121,562251,072SH DFND1250,01001,062
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820110,405483,963SH DFND1483,96300
DYNEGY INCCOM26817R10812,5081,277,646SH DFND11,277,64600
DYNEGY INCCOM26817R10855456,665SH DFND1 256,66500
DYNEX CAPITAL INCCOM NEW26817Q5063,173436,562SH DFND1428,40108,161
E TRADE FINANCIAL CORPCOM NEW269246401138,0683,171,393SH DFND13,157,835013,558
EAGLE BANCORP INCCOM26894810618,376274,078SH DFND1274,07800
EAGLE BULK SHIPPING INCSHS NEWY2187A143531117,296SH DFND1117,29600
EAGLE MATERIALS INCCOM26969P10840,807382,452SH DFND1380,78901,663
EAGLE PHARMACEUTICALS INCCOM2697961085,57693,496SH DFND193,49600
EARTHSTONE ENERGY INC - ACL A27032D3041,506137,073SH DFND1137,07300
EAST WEST BANCORP INCCOM27579R10480,5861,348,571SH DFND11,343,62504,946
EASTERLY GOVERNMENT PROPERTICOM27616P1037,670371,092SH DFND1371,09200
EASTERN CO/THECOM2763171041,41649,362SH DFND149,36200
EASTGROUP PROPERTIES INCCOM27727610128,901327,979SH DFND1327,97900
EASTMAN CHEMICAL COCOM277432100159,4561,765,139SH DFND11,758,66506,474
EASTMAN KODAK COCOM NEW2774614061,898258,325SH DFND1258,32500
EATON CORP PLCSHSG29183103355,7554,641,887SH DFND14,619,942021,945
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10170256,330SH DFND1 256,33000
EATON VANCE CORPCOM NON VTG27826510350,3411,020,103SH DFND11,016,16203,941
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10648540,259SH DFND1 240,25900
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10455041,796SH DFND1 241,79600
EBAY INCCOM278642103400,27110,427,590SH DFND110,350,200077,390
EBIX INCCOM NEW27871520612,965198,702SH DFND1198,70200
ECHELON CORPCOM NEW27874N3038217,536SH DFND117,53600
ECHO GLOBAL LOGISTICS INCCOM27875T101231,261SH DFND1 21,26100
ECHO GLOBAL LOGISTICS INCCOM27875T1014,634245,884SH DFND1245,88400
ECHOSTAR CORP-ACL A27876810624,711431,792SH DFND1431,79200
ECLIPSE RESOURCES CORPCOM27890G1001,832732,800SH DFND1732,80000
ECOLAB INCCOM27886510032250SH DFND1 225000
ECOLAB INCCOM278865100307,2212,393,916SH DFND12,382,171011,745
ECO-STIM ENERGY SOLUTIONS INCOM27888D1017045,860SH DFND145,86000
ECPG 2.875 03/15/21NOTE 2.875% 3/1292554AH53,6263,645,000PRN DFND1 23,645,00000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF915,56013,605,000PRN DFND1 213,605,00000
ECPG 3 11/27/17NOTE 3.000%11/2292554AD412,0498,696,000PRN DFND1 28,696,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075518,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM2798701091,991185,583SH DFND1185,58300
EDGEWATER TECHNOLOGY INCCOM28035810224437,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q10233,796464,433SH DFND1462,48201,951
EDGEWELL PERSONAL CARE COCOM28035Q1021,55321,353SH DFND1 221,35300
EDISON INTERNATIONALCOM281020107256,8873,335,348SH DFND13,320,773014,575
EDITAS MEDICINE INCCOM28106W1035,733238,796SH DFND1238,79600
EDUCATION REALTY TRUST INCCOM NEW28140H20326,306732,146SH DFND1729,64002,506
EDUCATIONAL DEVELOPMENT CORPCOM28147910520321,194SH DFND121,19400
EDWARDS LIFESCIENCES CORPCOM28176E10831291SH DFND1 229100
EDWARDS LIFESCIENCES CORPCOM28176E108251,9232,308,869SH DFND12,299,42309,446
EGAIN CORPCOM NEW28225C80619572,309SH DFND172,30900
EGALET CORPCOM28226B1049876,800SH DFND176,80000
EHEALTH INCCOM28238P1093,460144,832SH DFND1144,83200
EIGER BIOPHARMACEUTICALS INCCOM28249U10525323,089SH DFND123,08900
EKSO BIONICS HOLDINGS INCCOM NEW282644202167138,378SH DFND1138,37800
EL PASO ELECTRIC COCOM NEW28367785419,141346,444SH DFND1346,44400
EL POLLO LOCO HOLDINGS INCCOM2686031072,398197,423SH DFND1197,42300
ELBIT SYSTEMS LTDORDM3760D1013,99027,129SH DFND127,12900
ELDORADO RESORTS INCCOM28470R10212,332480,809SH DFND1480,80900
ELECTRO SCIENTIFIC INDS INCCOM2852291005,242376,601SH DFND1376,60100
ELECTRO SCIENTIFIC INDS INCCOM28522910030021,598SH DFND1 221,59800
ELECTROMED INCCOM28540910813518,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109370,8203,147,105SH DFND13,123,714023,391
ELECTRONICS FOR IMAGINGCOM28608210217,674414,127SH DFND1414,12700
ELEVATE CREDIT INCCOM28621V101717117,496SH DFND1117,49600
ELEVEN BIOTHERAPEUTICS INCCOM2862211068856,222SH DFND156,22200
ELF BEAUTY INCCOM26856L1033,714164,731SH DFND1164,73100
ELI LILLY & COCOM532457108806,5269,448,152SH DFND19,402,434045,718
ELLIE MAE INCCOM28849P10022,952279,466SH DFND1279,46600
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT2885781071,05772,811SH DFND172,81100
ELLSWORTH GROWTH AND INCOMECOM28907410610611,500SH DFND1 211,50000
EMAGIN CORPORATIONCOM NEW29076N20614765,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,14676,244SH DFND176,24400
EMCOR GROUP INCCOM29084Q1001412,044SH DFND1 22,04400
EMCOR GROUP INCCOM29084Q10043,914632,960SH DFND1630,93002,030
EMCORE CORPCOM NEW2908462031,934235,908SH DFND1235,90800
EMERALD EXPOSITIONS EVENTS ICOM29103B1004,024173,150SH DFND1173,15000
EMERGENT BIOSOLUTIONS INCCOM29089Q1052987,387SH DFND1 27,38700
EMERGENT BIOSOLUTIONS INCCOM29089Q10513,025322,004SH DFND1321,8180186
EMERSON ELECTRIC COCOM291011104397,0736,331,851SH DFND16,299,789032,062
EMERSON RADIO CORPCOM NEW2910872036448,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540011233,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230594942,501SH DFND142,50100
EMPIRE STATE REALTY TRUST-ACL A29210410621,7551,059,154SH DFND11,059,15400
EMPLOYERS HOLDINGS INCCOM29221810411,752258,578SH DFND1258,57800
ENANTA PHARMACEUTICALS INCCOM29251M1066,441137,630SH DFND1137,63000
ENBRIDGE ENERGY PARTNERS LPCOM29250R10698461,631SH DFND1 261,63100
ENBRIDGE INCCOMSTK29250N10536,268875,513SH DFND1872,41103,102
ENCANA CORPCOMSTK2925051046,042518,042SH DFND1518,022020
ENCORE CAPITAL GROUP INCCOM2925541029,554215,678SH DFND1215,67800
ENCORE WIRE CORPCOM2925621058,048179,750SH DFND1179,75000
ENDO INTERNATIONAL PLCSHSG3040110615,4851,808,016SH DFND11,801,17306,843
ENDOCYTE INCCOM29269A102294208,895SH DFND1208,89500
ENDOLOGIX INCCOM29266S1063,107696,788SH DFND1696,78800
ENDURANCE INTERNATIONAL GROUCOM29272B1055,392657,659SH DFND1657,65900
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10434734,023SH DFND131,62402,399
ENERGEN CORPCOM29265N10843,566796,753SH DFND1793,42903,324
ENERGIZER HOLDINGS INCCOM29272W10922,187481,811SH DFND1479,69502,116
ENERGOUS CORPCOM29272C1031,923151,967SH DFND1151,96700
ENERGY FOCUS INCCOM NEW29268T30011843,479SH DFND143,47900
ENERGY RECOVERY INCCOM29270J1002,309292,361SH DFND1292,36100
ENERGY XXI GULF COAST INCCOM29276K1013,031293,144SH DFND1293,14400
ENERSYSCOM29275Y10228,580413,198SH DFND1411,71501,483
ENGILITY HOLDINGS INCCOM29286C1075,000144,182SH DFND1144,18200
ENGLOBAL CORPCOM2933061068567,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10893428,265SH DFND126,69801,567
ENNIS INCCOM2933891025,054257,224SH DFND1254,46102,763
ENOVA INTERNATIONAL INCCOM29357K1035,451405,352SH DFND1405,35200
ENOVA INTERNATIONAL INCCOM29357K10325118,703SH DFND1 218,70300
ENPHASE ENERGY INCCOM29355A107422277,732SH DFND1277,73200
ENPRO INDUSTRIES INCCOM29355X10713,901172,625SH DFND1172,62500
ENSCO PLC-CL ASHS CLASS AG3157S10614,5232,432,815SH DFND12,422,430010,385
ENSCO PLC-CL ASHS CLASS AG3157S10639065,351SH DFND1 265,35100
ENSERVCO CORPCOM29358Y1024177,749SH DFND177,74900
ENSIGN GROUP INC/THECOM29358P1019,488420,027SH DFND1420,02700
ENSTAR GROUP LTDSHSG3075P10122,433100,893SH DFND1100,89300
ENSYNC INCCOM29359T10276149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1082,47599,230SH DFND199,23000
ENTEGRIS INCCOM29362U10439,0071,352,078SH DFND11,352,07800
ENTELLUS MEDICAL INCCOM29363K1052,077112,528SH DFND1112,52800
ENTERCOM COMMUNICATIONS-CL ACL A2936391002,498218,241SH DFND1218,24100
ENTERGY CORPCOM29364G103146,2581,919,060SH DFND11,909,40909,651
ENTEROMEDICS INCCOM PAR29365M5054726,825SH DFND126,82500
ENTERPRISE BANCORP INCCOM2936681092,82677,830SH DFND177,83000
ENTERPRISE FINANCIAL SERVICECOM2937121058,650204,270SH DFND1204,27000
ENTERPRISE PRODUCTS PARTNERSCOM2937921072248,610SH DFND18,61000
ENTRAVISION COMMUNICATIONS-ACL A29382R1073,017529,461SH DFND1529,46100
ENVESTNET INCCOM29404K10618,244357,733SH DFND1357,73300
ENVIROSTAR INCCOM29414M10042815,504SH DFND115,50400
ENVISION HEALTHCARE CORPCOM29414D10058,0021,292,760SH DFND11,287,35605,404
ENZO BIOCHEM INCCOM2941001023,477332,135SH DFND1332,13500
ENZYMOTEC LTDSHSM4059L10112510,987SH DFND110,98700
EOG RESOURCES INCCOM26875P101529,1875,481,786SH DFND15,455,201026,585
EOG RESOURCES INCCOM26875P10169714SH DFND1 271400
EP ENERGY CORP-CL ACL A2687851021,177361,227SH DFND1361,22700
EPAM SYSTEMS INCCOM29414B10433,628382,441SH DFND1382,44100
EPIZYME INCCOM29428V1048,963470,541SH DFND1470,54100
EPLUS INCCOM29426810711,014119,141SH DFND1119,14100
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20818,395664,027PRN DFND1 2664,02700
EPR PROPERTIESCOM SH BEN INT26884U10936,373521,552SH DFND1519,34702,205
EQT CORPCOM26884L109115,4431,772,934SH DFND11,765,16907,765
EQUIFAX INCCOM294429105125,2451,184,058SH DFND11,178,67205,386
EQUINIX INCCOM PAR $0.00129444U70051115SH DFND1 211500
EQUINIX INCCOM PAR $0.00129444U700342,350768,634SH DFND1764,86703,767
EQUITY BANCSHARES INC - CL ACOM CL A29460X1092,63374,003SH DFND174,00300
EQUITY COMMONWEALTHCOM SH BEN INT29462810237,6521,238,575SH DFND11,238,57500
EQUITY LIFESTYLE PROPERTIESCOM29472R10832382SH DFND1 238200
EQUITY LIFESTYLE PROPERTIESCOM29472R10873,759866,947SH DFND1866,94700
EQUITY RESIDENTIALSH BEN INT29476L107276,7734,205,242SH DFND14,188,817016,425
EQUITY RESIDENTIALSH BEN INT29476L10732488SH DFND1 248800
ERA GROUP INCCOM26885G1091,645147,053SH DFND1147,05300
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216081,297225,589SH DFND1220,83604,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10224,731205,121SH DFND1204,7280393
EROS INTERNATIONAL PLCSHS NEWG3788M11472050,398SH DFND150,1190279
ESCALADE INCCOM29605610490466,541SH DFND166,54100
ESCO TECHNOLOGIES INCCOM29631510412,400206,844SH DFND1206,84400
ESPERION THERAPEUTICS INCCOM29664W1058,851176,611SH DFND1176,61100
ESSA BANCORP INCCOM29667D10490257,487SH DFND157,48700
ESSENDANT INCCOM2966891027,426563,916SH DFND1563,2810635
ESSENDANT INCCOM29668910219915,171SH DFND1 215,17100
ESSENT GROUP LTDCOMG3198U10235,183868,732SH DFND1868,73200
ESSEX PROPERTY TRUST INCCOM297178105201,734795,449SH DFND1792,49702,952
ESSEX PROPERTY TRUST INCCOM29717810532127SH DFND1 212700
ESTEE LAUDER COMPANIES-CL ACL A518439104249,4252,317,406SH DFND12,307,096010,310
ESTERLINE TECHNOLOGIES CORPCOM29742510020,788230,599SH DFND1229,6940905
ETHAN ALLEN INTERIORS INCCOM2976021047,161221,034SH DFND1221,03400
ETSY INCCOM29786A10616,062951,541SH DFND1951,54100
EURONET WORLDWIDE INCCOM29873610941,470437,497SH DFND1437,49700
EV ENERGY PARTNERS LPCOM UNITS26926V1071219,111SH DFND119,11100
EVANS BANCORP INCCOM NEW29911Q2081,43333,187SH DFND133,18700
EVERBRIDGE INCCOM29978A1044,115155,758SH DFND1155,75800
EVERCORE INC - ACLASS A29977A1051,11113,848SH DFND1 213,84800
EVERCORE INC - ACLASS A29977A10540,431503,821SH DFND1503,82100
EVEREST RE GROUP LTDCOMG3223R10829131SH DFND1 213100
EVEREST RE GROUP LTDCOMG3223R108120,301527,548SH DFND1525,70701,841
EVERI HOLDINGS INCCOM30034T1033,935518,498SH DFND1518,49800
EVERSOURCE ENERGYCOM30040W108211,5963,507,191SH DFND13,493,010014,181
EVERSPIN TECHNOLOGIES INCCOM30041T10467939,772SH DFND139,77200
EVERTEC INCCOM30040P10312,847810,563SH DFND1807,86102,702
EVERTEC INCCOM30040P10391357,617SH DFND1 257,61700
EVINE LIVE INCCL A300487105328315,721SH DFND1315,72100
EVOKE PHARMA INCCOM30049G1047623,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B1018,632484,954SH DFND1484,95400
EVOLUTION PETROLEUM CORPCOM30049A1071,836255,110SH DFND1255,11000
EVOLVING SYSTEMS INCCOM NEW30049R20919339,807SH DFND139,80700
EW SCRIPPS CO/THE-ACL A NEW8110544029,006471,286SH DFND1471,28600
EXA CORPCOM3006145002,38298,548SH DFND198,54800
EXACT SCIENCES CORPCOM30063P10550,6081,074,026SH DFND11,073,7820244
EXACTECH INCCOM30064E1093,938119,525SH DFND1119,52500
EXACTECH INCCOM30064E10929900SH DFND1 290000
EXCO RESOURCES INCCOM NEW2692795019269,173SH DFND169,17300
EXELA TECHNOLOGIES INCCOMSTK30162V1025611,546SH DFND111,54600
EXELIXIS INCCOM30161Q10433813,974SH DFND1 213,97400
EXELIXIS INCCOM30161Q10459,2362,444,757SH DFND12,444,1780579
EXELON CORPCOM30161N101380,03810,107,587SH DFND110,063,831043,756
EXFO INCSUB VTG SHS302046107338,342SH DFND18,34200
EXFO INCSUB VTG SHS30204610782,031SH DFND1 22,03100
EXLSERVICE HOLDINGS INCCOM30208110417,695303,415SH DFND1303,41500
EXONE CO/THECOM30210410495083,702SH DFND183,70200
EXPEDIA INCCOM NEW30212P30332225SH DFND1 222500
EXPEDIA INCCOM NEW30212P303184,3371,283,156SH DFND11,273,45709,699
EXPEDITORS INTL WASH INCCOM302130109131,8282,206,064SH DFND12,197,89008,174
EXPONENT INCCOM30214U10217,275233,772SH DFND1233,77200
EXPRESS INCCOM30219E103294,415SH DFND1 24,41500
EXPRESS INCCOM30219E1034,456659,200SH DFND1659,20000
EXPRESS SCRIPTS HOLDING COCOM30219G1081,30520,610SH DFND1 220,61000
EXPRESS SCRIPTS HOLDING COCOM30219G108414,3446,555,225SH DFND16,512,377042,848
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20031,4311,571,576SH DFND11,571,57600
EXTERRAN CORPCOM30227H1061424,513SH DFND1 24,51300
EXTERRAN CORPCOM30227H1068,475268,130SH DFND1268,13000
EXTRA SPACE STORAGE INCCOM30225T102115,6081,449,062SH DFND11,443,41805,644
EXTRACTION OIL & GAS INCCOM30227M10517,6211,145,008SH DFND11,145,00800
EXTREME NETWORKS INCCOM30226D10615,2951,286,380SH DFND11,286,38000
EXXON MOBIL CORPCOM30231G1023,539,81743,263,374SH DFND143,066,6100196,764
EZCORP INC-CL ACL A NON VTG3023011064,186440,644SH DFND1440,64400
F5 NETWORKS INCCOM315616102103,879862,911SH DFND1860,06802,843
F5 NETWORKS INCCOM3156161027606,304SH DFND1 26,30400
FABRINETSHSG3323L10011,374306,931SH DFND1306,93100
FACEBOOK INC-ACL A30303M1024,165,15024,423,453SH DFND124,244,5320178,921
FACTSET RESEARCH SYSTEMS INCCOM3030751051584SH DFND1 28400
FACTSET RESEARCH SYSTEMS INCCOM30307510555,499308,141SH DFND1306,69701,444
FAIR ISAAC CORPCOM30325010435,625253,560SH DFND1252,51301,047
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1084868SH DFND1 286800
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1085,7871,210,838SH DFND11,210,83800
FAMOUS DAVE'S OF AMERICACOM30706810612330,474SH DFND130,47400
FANG HOLDINGS LTD - ADRADR30711Y1024411,108SH DFND18,42602,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10324519,517SH DFND119,51700
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10323919,050SH DFND1 219,05000
FARMER BROS COCOM3076751083,05693,053SH DFND193,05300
FARMERS & MERCHANTS BANCO/OHCOM30779N1052,26662,178SH DFND162,17800
FARMERS CAPITAL BANK CORPCOM3095621062,79366,442SH DFND166,44200
FARMERS NATL BANC CORPCOM3096271073,659243,166SH DFND1243,16600
FARMLAND PARTNERS INCCOM31154R1092,780307,562SH DFND1307,56200
FARO TECHNOLOGIES INCCOM3116421025,308138,773SH DFND1138,77300
FASTENAL COCOM311900104154,6503,398,729SH DFND13,376,979021,750
FATE THERAPEUTICS INCCOM31189P1021,197302,431SH DFND1302,43100
FB FINANCIAL CORPCOM30257X1043,804100,867SH DFND1100,86700
FBL FINANCIAL GROUP INC-CL ACL A30239F1066,01980,796SH DFND180,0510745
FCB FINANCIAL HOLDINGS-CL ACL A30255G10316,526342,170SH DFND1342,17000
FEDERAL AGRIC MTG CORP-CL CCL C31314830624337SH DFND1 233700
FEDERAL AGRIC MTG CORP-CL CCL C3131483066,45088,676SH DFND188,67600
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206107,773869,194SH DFND1865,96303,231
FEDERAL SIGNAL CORPCOM31385510810,026471,188SH DFND1471,18800
FEDERATED INVESTORS INC-CL BCL B314211103732,480SH DFND1 22,48000
FEDERATED INVESTORS INC-CL BCL B31421110335,4151,192,425SH DFND11,188,71503,710
FEDERATED NATIONAL HOLDING CCOM31422T1013,286210,555SH DFND1210,55500
FEDEX CORPCOM31428X106522,0072,318,976SH DFND12,307,935011,041
FERRARI NVCOMN3167Y10392841SH DFND15520289
FERRARI NVCOMN3167Y1032712,456SH DFND1 22,45600
FERRO CORPCOM31540510015,036674,276SH DFND1674,27600
FERROGLOBE PLCSHSG338561081,466111,449SH DFND1111,44900
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810294552,778SH DFND1 252,77800
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810215870SH DFND100870
FIBROCELL SCIENCE INCCOM PAR31572130817958,710SH DFND158,71000
FIBROGEN INCCOM31572Q80838,438714,465SH DFND1714,46500
FIBROGEN INCCOM31572Q8083817,092SH DFND1 27,09200
FIDELITY & GUARANTY LIFECOM3157851053,858124,263SH DFND1124,26300
FIDELITY NATIONAL INFO SERVCOM31620M106319,9633,432,751SH DFND13,417,239015,512
FIDELITY SOUTHERN CORPCOM3163941056,295266,318SH DFND1266,31800
FIESTA RESTAURANT GROUPCOM31660B1014,448234,121SH DFND1234,12100
FIFTH STREET ASSET MANAGEMENCL A COM31679P10919149,142SH DFND147,55701,585
FIFTH THIRD BANCORPCOM316773100235,1948,420,345SH DFND18,385,692034,653
FINANCIAL ENGINES INCCOM31748510025,308728,294SH DFND1728,29400
FINANCIAL INSTITUTIONS INCCOM3175854043,514122,016SH DFND1122,01600
FINISAR CORPORATIONCOM NEW31787A507291,331SH DFND1 21,33100
FINISAR CORPORATIONCOM NEW31787A50721,934989,390SH DFND1989,39000
FINISH LINE/THE - CL ACL A3179231004,070338,375SH DFND1338,37500
FINJAN HOLDINGS INCCOM NEW31788H30312151,830SH DFND151,83000
FIREEYE INCCOM31816Q10125,0711,495,028SH DFND11,495,02800
FIRST ACCEPTANCE CORPCOM3184571083028,734SH DFND128,73400
FIRST AMERICAN FINANCIALCOM31847R10248,540971,385SH DFND1967,59203,793
FIRST BANCORP INC/MECOM31866P1022,52883,417SH DFND183,41700
FIRST BANCORP PUERTO RICOCOM NEW31867270613,6792,671,684SH DFND12,657,878013,806
FIRST BANCORP PUERTO RICOCOM NEW31867270622043,133SH DFND1 243,13300
FIRST BANCORP/NCCOM3189101068,112235,746SH DFND1235,74600
FIRST BANCSHARES INC/MSCOM3189161031,69256,120SH DFND156,12000
FIRST BANK/HAMILTON NJCOM31931U10274756,234SH DFND156,23400
FIRST BUSEY CORPCOM NEW31938320412,685404,520SH DFND1404,0040516
FIRST BUSINESS FINANCIAL SERCOM3193901001,48065,074SH DFND165,07400
FIRST CAPITAL INCCOM31942S10448013,686SH DFND113,68600
FIRST CITIZENS BCSHS -CL ACL A31946M10328,84877,158SH DFND177,15800
FIRST COMMONWEALTH FINL CORPCOM31982910711,108786,129SH DFND1786,12900
FIRST COMMUNITY BANCSHARESCOM31983A1033,612124,092SH DFND1124,09200
FIRST COMMUNITY CORPCOM3198351041,04351,014SH DFND151,01400
FIRST CONNECTICUT BANCORPCOM3198501033,030113,295SH DFND1113,29500
FIRST DATA CORP- CLASS ACOM CL A32008D10659,6913,310,532SH DFND13,310,53200
FIRST DEFIANCE FINL CORPCOM32006W1064,28981,713SH DFND181,71300
FIRST FINANCIAL BANCORPCOM32020910915,910608,445SH DFND1608,44500
FIRST FINANCIAL CORP/INDIANACOM3202181005,116107,484SH DFND1107,48400
FIRST FINANCIAL NORTHWESTCOM32022K1021,11465,595SH DFND165,59500
FIRST FINL BANKSHARES INCCOM32020R10926,280581,421SH DFND1581,42100
FIRST FOUNDATION INCCOM32026V1044,216235,665SH DFND1235,66500
FIRST GUARANTY BANCSHARES INCOM32043P10635413,161SH DFND113,16100
FIRST HAWAIIAN INCCOM32051X10815,790521,295SH DFND1521,29500
FIRST HORIZON NATIONAL CORPCOM32051710537,4311,954,656SH DFND11,946,62608,030
FIRST INDUSTRIAL REALTY TRCOM32054K10334,0261,130,821SH DFND11,126,70304,118
FIRST INTERNET BANCORPCOM3205571012387,374SH DFND1 27,37400
FIRST INTERNET BANCORPCOM3205571012,11565,483SH DFND165,48300
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20111,409298,286SH DFND1298,28600
FIRST MERCHANTS CORPCOM32081710916,224377,938SH DFND1377,93800
FIRST MID-ILLINOIS BNCSHSCOM3208661062,87374,822SH DFND174,82200
FIRST MIDWEST BANCORP INC/ILCOM32086710418,464788,405SH DFND1788,40500
FIRST NORTHWEST BANCORPCOM3358341071,16668,240SH DFND168,24000
FIRST OF LONG ISLAND CORPCOM3207341065,804190,639SH DFND1190,63900
FIRST POTOMAC REALTY TRUSTCOMSTK33610F1096,193555,399SH DFND1555,39900
FIRST POTOMAC REALTY TRUSTCOMSTK33610F10941036,803SH DFND1 236,80300
FIRST REPUBLIC BANK/CACOM33616C100119,7961,147,446SH DFND11,147,44600
FIRST SOLAR INCCOM33643310733,465729,413SH DFND1726,63202,781
FIRST SOUTH BANCORP INC /NCCOM33646W10098152,971SH DFND152,97100
FIRST UNITED CORPCOM33741H10732719,822SH DFND119,82200
FIRST US BANCSHARES INCCOM33744V10313611,875SH DFND111,87500
FIRSTCASH INCCOM33767D10525,325401,031SH DFND1400,8500181
FIRSTENERGY CORPCOM337932107173,7885,645,942SH DFND15,626,055019,887
FIRSTENERGY CORPCOM337932107351,159SH DFND1 21,15900
FIRSTSERVICE CORPSUB VTG SH33767E1031,56823,875SH DFND123,87500
FISERV INCCOM337738108324,5962,521,192SH DFND12,505,585015,607
FITBIT INC - ACL A33812L1028,9271,282,742SH DFND11,282,74200
FIVE BELOWCOM33829M10126,850489,257SH DFND1489,25700
FIVE OAKS INVESTMENT CORPCOM33830W10637383,765SH DFND183,76500
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q1061,15985,000SH DFND1 285,00000
FIVE PRIME THERAPEUTICS INCCOM33830X10410,625259,735SH DFND1259,73500
FIVE STAR SENIOR LIVING INCCOM33832D106447288,827SH DFND1288,82700
FIVE9 INCCOM33830710111,250470,743SH DFND1470,74300
FLAGSTAR BANCORP INCCOM PAR .0013379307056,264176,560SH DFND1176,56000
FLEETCOR TECHNOLOGIES INCCOM339041105102,978665,748SH DFND1665,74800
FLEX LTDORDY2573F1021146,915SH DFND1 26,91500
FLEX LTDORDY2573F1025,997364,621SH DFND1364,62100
FLEX PHARMA INCCOM33938A10520359,760SH DFND159,76000
FLEXION THERAPEUTICS INCCOM33938J1065,436224,843SH DFND1224,84300
FLEXSTEEL INDSCOM3393821037,191141,838SH DFND1141,83800
FLIR SYSTEMS INCCOM30244510161,7321,589,098SH DFND11,582,96006,138
FLOOR & DECOR HOLDINGS INC-ACL A3397501016,657171,019SH DFND1171,01900
FLOTEK INDUSTRIES INCCOM3433891022,065444,105SH DFND1444,10500
FLOWERS FOODS INCCOM34349810128,7821,530,146SH DFND11,523,44706,699
FLOWSERVE CORPCOM34354P105701,656SH DFND1 21,65600
FLOWSERVE CORPCOM34354P10560,2421,417,047SH DFND11,410,89306,154
FLUIDIGM CORPCOM34385P1081,163230,850SH DFND1230,85000
FLUOR CORPCOM34341210263,9391,521,398SH DFND11,515,13406,264
FLUOR CORPCOM34341210247611,327SH DFND1 211,32700
FLUSHING FINANCIAL CORPCOM3438731057,620256,408SH DFND1256,40800
FMC CORPCOM NEW302491303120,8241,355,530SH DFND11,349,52706,003
FNB BANCORPCOM30251510152615,515SH DFND115,51500
FNB CORPCOM30252010136,9192,631,434SH DFND12,616,321015,113
FNF GROUPFNF GROUP COM31620R303100,3082,318,339SH DFND12,318,33900
FNFV GROUPFNFV GROUP COM31620R4029,212537,198SH DFND1537,19800
FOAMIX PHARMACEUTICALS LTDSHSM4613510511019,970SH DFND119,97000
FOGO DE CHAO INCCOM3441771001,269102,367SH DFND1102,36700
FOGO DE CHAO INCCOM34417710014311,607SH DFND1 211,60700
FONAR CORPCOM NEW3444374051,94763,862SH DFND163,86200
FOOT LOCKER INCCOM34484910467,4931,918,924SH DFND11,912,74206,182
FOOT LOCKER INCCOM34484910468219,367SH DFND1 219,36700
FORD MOTOR COCOM PAR $0.01345370860461,24838,611,936SH DFND138,414,2000197,736
FOREST CITY REALTY TRUST- ACOM CL A34560510965,7102,575,858SH DFND12,575,85800
FORESTAR REAL ESTATE GRP-W/ICOM3462321016,366370,147SH DFND1370,14700
FORESTAR REAL ESTATE GRP-W/ICOMSTK3462331096,366370,147SH DFND1370,14700
FORM HOLDINGS CORPCOM34634E102155112,055SH DFND1112,05500
FORMFACTOR INCCOM34637510810,754638,236SH DFND1638,23600
FORRESTER RESEARCH INCCOM3465631094,12498,557SH DFND198,55700
FORTERRA INCCOM34960W106845187,948SH DFND1187,94800
FORTINET INCCOM34959E10945,8551,279,974SH DFND11,274,79405,180
FORTIS INCCOMSTK3495531078,927250,703SH DFND1250,70300
FORTIVE CORPCOM34959J108238,9163,381,057SH DFND13,367,177013,880
FORTRESS BIOTECH INCCOM34960Q1091,302294,663SH DFND1294,66300
FORTUNE BRANDS HOME & SECURICOM34964C106107,5311,602,758SH DFND11,595,85506,903
FORUM ENERGY TECHNOLOGIES INCOM34984V10013872SH DFND1 287200
FORUM ENERGY TECHNOLOGIES INCOM34984V1009,156575,870SH DFND1575,87000
FORWARD AIR CORPCOM34985310115,532271,408SH DFND1271,40800
FORWARD INDUSTRIES INCCOM NEW3498623002218,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1063,321356,019SH DFND1356,01900
FOSSIL GROUP INCCOM34988V106272,950SH DFND1 22,95000
FOSTER (LB) CO-ACOM3500601091,78178,315SH DFND178,31500
FOUNDATION BUILDING MATERIALCOM3503921061,593112,712SH DFND1112,71200
FOUNDATION MEDICINE INCCOM3504651005,538137,762SH DFND1137,76200
FOUNDATION MEDICINE INCCOM3504651002155,369SH DFND1 25,36900
FOUR CORNERS PROPERTY TRUSTCOM35086T10924971SH DFND1 297100
FOUR CORNERS PROPERTY TRUSTCOM35086T10916,344655,885SH DFND1655,1560729
FOX FACTORY HOLDING CORPCOM35138V102383SH DFND1 28300
FOX FACTORY HOLDING CORPCOM35138V10213,060303,021SH DFND1303,02100
FRANCESCAS HOLDINGS CORPCOM3517931042,320315,351SH DFND1315,35100
FRANCESCAS HOLDINGS CORPCOM35179310415120,525SH DFND1 220,52500
FRANKLIN COVEY COCOM3534691091,85191,224SH DFND191,22400
FRANKLIN ELECTRIC CO INCCOM35351410216,187360,935SH DFND1360,93500
FRANKLIN FINANCIAL NETWORKCOM35352P1043,582100,497SH DFND1100,49700
FRANKLIN RESOURCES INCCOM3546131012696,057SH DFND1 26,05700
FRANKLIN RESOURCES INCCOM354613101155,9573,510,469SH DFND13,495,751014,718
FRANKLIN STREET PROPERTIES CCOM35471R10611,2961,063,726SH DFND11,063,72600
FRANK'S INTERNATIONAL NVCOMN334621073,236419,292SH DFND1418,5310761
FRED'S INC-CLASS ACL A356108100644100,000SH DFND1 2100,00000
FRED'S INC-CLASS ACL A3561081001,861289,018SH DFND1289,01800
FREEPORT-MCMORAN INCCL B35671D85793566,628SH DFND1 266,62800
FREEPORT-MCMORAN INCCL B35671D857219,39215,653,411SH DFND115,590,683062,728
FREIGHTCAR AMERICA INCCOM3570231002,006102,586SH DFND1102,58600
FREQUENCY ELECTRONICS INCCOM35801010623725,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291063396,947SH DFND15,9870960
FRESH DEL MONTE PRODUCE INCORDG3673810517,555386,167SH DFND1386,16700
FRESHPET INCCOM3580391053,015192,670SH DFND1192,67000
FRIEDMAN INDUSTRIESCOM35843510513321,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOMSTK35906A3068,367709,744SH DFND1707,07502,669
FRONTLINE LTDSHS NEWG3682E1921,024169,630SH DFND1169,63000
FRP HOLDINGS INCCOM30292L1072,13647,210SH DFND147,21000
FS BANCORP INCCOM30263Y10460811,789SH DFND111,78900
FS BANCORP INCCOM30263Y1043146,097SH DFND1 26,09700
FTD COS INCCOM30281V1081309,974SH DFND1 29,97400
FTD COS INCCOM30281V1081,895145,370SH DFND1145,37000
FTI CONSULTING INCCOM30294110912,238344,928SH DFND1344,92800
FUEL TECH INCCOM359523107129126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502504288,407SH DFND1288,40700
FULL HOUSE RESORTS INCCOM3596781096824,413SH DFND124,41300
FULTON FINANCIAL CORPCOM36027110036,4121,942,014SH DFND11,936,02105,993
FUSION TELECOMMUNICATIONS INCOM NEW36113B400276101,759SH DFND1101,75900
FUTUREFUEL CORPCOM36116M1066,838434,457SH DFND1434,45700
G1 THERAPEUTICS INCCOM3621LQ1092,14886,305SH DFND186,30500
GABELLI GLOBAL SMALL & MCOM36249W10458344,172SH DFND1 244,17200
GABELLI HEALTHCARE&WELLNESSSHS36246K10325825,599SH DFND1 225,59900
GAIA INCCL A36269P1041,232102,724SH DFND1102,72400
GAIN CAPITAL HOLDINGS INCCOM36268W1001,421222,458SH DFND1222,45800
GAIN CAPITAL HOLDINGS INCCOM36268W10013821,740SH DFND1 221,74000
GALAPAGOS NV-SPON ADRSPON ADR36315X1016045,938SH DFND15,93800
GALECTIN THERAPEUTICS INCCOM NEW363225202414195,411SH DFND1195,41100
GALENA BIOPHARMA INCCOM NEW3632565041851,783SH DFND151,78300
GAMCO INVESTORS INC-ACL A COM3614381041,13438,119SH DFND138,11900
GAMESTOP CORP-CLASS ACL A36467W10928,8591,396,871SH DFND11,393,42003,451
GAMESTOP CORP-CLASS ACL A36467W10925312,273SH DFND1 212,27300
GAMING AND LEISURE PROPERTIECOM36467J108932,548SH DFND1 22,54800
GAMING AND LEISURE PROPERTIECOM36467J10870,0831,899,798SH DFND11,899,79800
GANNETT CO INCCOM36473H1048,549949,953SH DFND1949,2990654
GAP INC/THECOM364760108105,3793,572,756SH DFND13,561,262011,494
GARDNER DENVER HOLDINGS INCCOM36555P10710,762391,096SH DFND1391,09600
GARMIN LTDSHSH2906T10970,8551,315,219SH DFND11,309,33105,888
GARTNER INCCOM366651107121,702979,997SH DFND1975,93104,066
GASLOG LTDSHSG375851091,43182,007SH DFND182,00700
GASTAR EXPLORATION LTDCOM36729W2021,2021,367,192SH DFND11,367,19200
GATX CORPCOM36144810319,737320,624SH DFND1319,30001,324
GCP APPLIED TECHNOLOGIESCOM36164Y10118,119590,219SH DFND1590,21900
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L10821018,718SH DFND118,71800
GEMPHIRE THERAPEUTICS INCCOM36870A10833535,491SH DFND135,49100
GENCO SHIPPING & TRADING LTDSHSY2685T13172762,747SH DFND162,74700
GENCOR INDUSTRIES INCCOM3686781081,04659,291SH DFND159,29100
GENER8 MARITIME INCCOMY268891082,919647,230SH DFND1647,23000
GENERAC HOLDINGS INCCOM36873610423,918520,761SH DFND1520,76100
GENERAL AMERICAN INVESTORSCOM3688021044,850134,702SH DFND1 2134,70200
GENERAL CABLE CORPCOM3693001087,666406,688SH DFND1405,33001,358
GENERAL COMMUNICATION INC-ACL A36938510910,136248,505SH DFND1248,50500
GENERAL DYNAMICS CORPCOM369550108627,5373,058,027SH DFND13,045,567012,460
GENERAL ELECTRIC COCOM36960410329112,048SH DFND1 212,04800
GENERAL ELECTRIC COCOM3696041032,068,86385,733,996SH DFND185,328,5880405,408
GENERAL FINANCE CORPCOM3698221016813,475SH DFND113,47500
GENERAL MILLS INCCOM37033410432620SH DFND1 262000
GENERAL MILLS INCCOM370334104315,8856,114,489SH DFND16,086,614027,875
GENERAL MOLY INCCOM37037310298263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100532,76013,220,009SH DFND113,159,676060,333
GENESCO INCCOM3715321024,263160,298SH DFND1160,29800
GENESCO INCCOM371532102662,513SH DFND1 22,51300
GENESEE & WYOMING INC-CL ACL A37155910537,745510,004SH DFND1507,89802,106
GENESIS HEALTHCARE INCCL A COM37185X106255220,237SH DFND1220,23700
GENIE ENERGY LTD-BCL B372284208762116,381SH DFND1116,38100
GENMARK DIAGNOSTICS INCCOM3723091044,436460,677SH DFND1460,67700
GENOCEA BIOSCIENCES INCCOM372427104288197,506SH DFND1197,50600
GENOMIC HEALTH INCCOM37244C1016,751210,408SH DFND1210,40800
GENOMIC HEALTH INCCOM37244C10119593SH DFND1 259300
GENPACT LTDSHSG3922B10730,8411,072,757SH DFND11,072,75700
GENTEX CORPCOM3719011096352SH DFND1 235200
GENTEX CORPCOM37190110968,3883,453,952SH DFND13,442,560011,392
GENTHERM INCCOM37253A10311,906320,489SH DFND1320,409080
GENUINE PARTS COCOM372460105157,6411,651,102SH DFND11,643,69107,411
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10615,7684,095,748SH DFND14,075,663020,085
GEO GROUP INC/THECOM36162J10628,1861,047,841SH DFND11,043,60504,236
GEOSPACE TECHNOLOGIES CORPCOM37364X1092,010112,797SH DFND1112,79700
GEOSPACE TECHNOLOGIES CORPCOM37364X109301,689SH DFND1 21,68900
GERMAN AMERICAN BANCORPCOM3738651047,123187,322SH DFND1187,32200
GERON CORPCOM3741631032,8761,319,700SH DFND11,319,5040196
GETTY REALTY CORPCOM3742971097,195251,516SH DFND1251,51600
GEVO INCCOM PAR3743963072235,762SH DFND135,76200
GGP INCCOM36174X101153,7617,415,418SH DFND17,387,412028,006
GIBRALTAR INDUSTRIES INCCOM3746891078,783281,976SH DFND1281,97600
GIGAMON INCCOM37518B10212,492296,374SH DFND1296,37400
GIGAMON INCCOM37518B10284320,000SH DFND1 220,00000
GIGA-TRONICS INCCOM3751751061419,463SH DFND119,46300
G-III APPAREL GROUP LTDCOM36237H10111,091382,213SH DFND1382,21300
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411813823,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161035,147165,948SH DFND1165,94800
GILEAD SCIENCES INCCOM3755581032803,467SH DFND1 23,46700
GILEAD SCIENCES INCCOM3755581031,250,91715,465,729SH DFND115,364,5800101,149
GLACIER BANCORP INCCOM37637Q10525,530676,125SH DFND1676,12500
GLADSTONE COMMERCIAL CORPCOM3765361085,909265,352SH DFND1265,35200
GLADSTONE LAND CORPCOM3765491011,09380,282SH DFND180,28200
GLATFELTERCOM3773161046,872353,355SH DFND1353,35500
GLAUKOS CORPCOM3773221029,031273,669SH DFND1273,66900
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1058,896219,126SH DFND1217,15001,976
GLEN BURNIE BANCORPCOM37740710120418,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10810,342333,076SH DFND1333,07600
GLOBAL BRASS & COPPER HOLDINCOM37953G1039,422278,785SH DFND1278,78500
GLOBAL BROKERAGE INCCL A NEW37891B1095532,820SH DFND132,82000
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1021,556455,025SH DFND1455,02500
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,16974,758SH DFND174,75800
GLOBAL MEDICAL REIT INCCOM NEW37954A2041,150128,145SH DFND1128,14500
GLOBAL NET LEASE INCCOM NEW37937820110,312471,096SH DFND1471,09600
GLOBAL PAYMENTS INCCOM37940X102141,9411,496,658SH DFND11,489,84706,811
GLOBAL SELF STORAGE INCCOM37955N10635674,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310227228,944SH DFND128,94400
GLOBALSCAPE INCCOM37940G10911229,423SH DFND129,42300
GLOBALSTAR INCCOM3789734085,3833,302,833SH DFND13,302,83300
GLOBUS MARITIME LIMITEDSHS NEWY272653081112,830SH DFND112,83000
GLOBUS MEDICAL INC - ACL A37957720820,685696,028SH DFND1693,56102,467
GLOBUS MEDICAL INC - ACL A3795772081495,016SH DFND1 25,01600
GLOWPOINT INCCOM NEW37988720185340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010614939,756SH DFND1 239,75600
GLU MOBILE INCCOM3798901063,421909,964SH DFND1909,96400
GLYCOMIMETICS INCCOM38000Q1022,195156,952SH DFND1156,95200
GMS INCCOM36251C1038,320235,041SH DFND1235,04100
GNC HOLDINGS INC-CL ACOM CL A36191G1075,039570,134SH DFND1569,2610873
GODADDY INC - CLASS ACL A38023710729,431676,435SH DFND1676,43500
GOGO INCCOM38046C1096,536553,512SH DFND1553,51200
GOLAR LNG LTDSHSG9456A1006,316279,352SH DFND1279,0490303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10272031,025SH DFND131,02500
GOLD RESOURCE CORPCOM38068T1051,773472,905SH DFND1472,90500
GOLDEN ENTERTAINMENT INCCOM3810131012,23291,555SH DFND191,55500
GOLDEN MINERALS COCOM381119106113236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG3963720565883,940SH DFND183,94000
GOLDFIELD CORPCOM381370105899142,790SH DFND1142,79000
GOLDMAN SACHS GROUP INCCOM38141G104890,7793,762,658SH DFND13,746,563016,095
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087915356,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084326827,665SH DFND127,66500
GOODYEAR TIRE & RUBBER COCOM38255010195,3302,871,948SH DFND12,860,666011,282
GOPRO INC-CLASS ACL A38268T1039,733884,072SH DFND1884,07200
GORES HOLDINGS II INC - CW22*W EXP 03/06/202382867117189133,333SH DFND1 2133,33300
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1142,0401,000,000SH DFND1 21,000,00000
GORMAN-RUPP COCOM3830821044,534139,212SH DFND1139,21200
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10315,823843,007SH DFND1843,00700
GP STRATEGIES CORPCOM36225V1043,571115,772SH DFND1115,77200
GPRE 3.25 10/01/18NOTE 3.250%10/0393222AD62,3572,000,000PRN DFND1 22,000,00000
GRACO INCCOM38410910455,082445,326SH DFND1443,40901,917
GRACO INCCOM38410910439318SH DFND1 231800
GRAHAM CORPCOM3845561061,43068,672SH DFND168,67200
GRAHAM HOLDINGS CO-CLASS BCOM38463710422,70738,810SH DFND138,6520158
GRAMERCY PROPERTY TRUSTCOM NEW38500230837,0881,226,057SH DFND11,226,05700
GRAMERCY PROPERTY TRUSTCOM NEW38500230842514,052SH DFND1 214,05200
GRAND CANYON EDUCATION INCCOM38526M10638,496423,873SH DFND1423,87300
GRANITE CONSTRUCTION INCCOM38732810718,920326,494SH DFND1325,13101,363
GRANITE POINT MORTGAGE TRUSTCOM38741L10757930,960SH DFND130,96000
GRAPHIC PACKAGING HOLDING COCOM38868910133,8052,423,332SH DFND12,423,33200
GRAY TELEVISION INCCOM3893751068,494541,072SH DFND1541,07200
GREAT AJAX CORPCOM38983D3001,579112,097SH DFND1112,09700
GREAT AJAX CORPCONVPFD38983D4091,02040,000PRN DFND1 240,00000
GREAT ELM CAPITAL GROUP INCCOM NEW39036P20912535,396SH DFND135,39600
GREAT LAKES DREDGE & DOCK COCOM3906071092,261466,261SH DFND1466,26100
GREAT PLAINS ENERGY INCCOM39116410052,2431,724,207SH DFND11,716,81207,395
GREAT SOUTHERN BANCORP INCCOM3909051077,145128,409SH DFND1128,40900
GREAT WESTERN BANCORP INCCOM39141610421,586522,939SH DFND1522,93900
GREEN BANCORP INCCOM39260X1004,852205,185SH DFND1205,18500
GREEN BRICK PARTNERS INCCOM3927091012,100212,169SH DFND1212,16900
GREEN DOT CORP-CLASS ACL A39304D10218,032363,713SH DFND1363,71300
GREEN DOT CORP-CLASS ACL A39304D10279616,061SH DFND1 216,06100
GREEN PLAINS INCCOM3932221046,869340,917SH DFND1340,4960421
GREENBRIER COMPANIES INCCOM39365710115,378319,378SH DFND1319,2590119
GREENE COUNTY BANCORP INCCOM3943571072769,217SH DFND19,21700
GREENHILL & CO INCCOM3952591043,733224,880SH DFND1223,9450935
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1095,410249,887SH DFND1249,88700
GREIF INC-CL ACL A39762410714,700251,116SH DFND1250,03101,085
GREIF INC-CL BCL B3976242061,18818,495SH DFND117,7410754
GRIFFIN INDUSTRIAL REALTY INCOM39823110043812,065SH DFND112,06500
GRIFFON CORPCOM3984331025,705256,995SH DFND1256,99500
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,09695,788SH DFND194,15501,633
GROUP 1 AUTOMOTIVE INCCOM39890510911,925164,587SH DFND1164,58700
GROUPON INCCOM39947310717,6913,402,194SH DFND13,402,19400
GRUBHUB INCCOM40011010236,913700,975SH DFND1700,97500
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001,57230,502SH DFND130,50200
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091003486,756SH DFND1 26,75600
GSE SYSTEMS INCCOM36227K10611933,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U106874120,296SH DFND1120,29600
GSVC 5.25 09/15/18NOTE 5.250% 9/136191JAB72,0662,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM3623931007,802246,517SH DFND1246,51700
GTX INCCOM NEW40052B20732940,138SH DFND140,13800
GUARANTY BANCORPCOM NEW40075T6075,255189,038SH DFND1189,03800
GUARANTY BANCSHARES INCCOM40076410652316,355SH DFND116,35500
GUESS INCCOM4016171058,458496,701SH DFND1495,41401,287
GUIDEWIRE SOFTWARE INCCOM40171V10046,991603,537SH DFND1603,53700
GULF ISLAND FABRICATION INCCOM4023071021,24998,358SH DFND198,35800
GULF RESOURCES INCCOM PAR $0.000540251W3093318,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530420,5861,435,601SH DFND11,429,95105,650
GW PHARMACEUTICALS -ADRADS36197T1031,57615,531SH DFND115,53100
H&E EQUIPMENT SERVICES INCCOM4040301088,066276,266SH DFND1276,26600
H&R BLOCK INCCOM09367110583,1543,144,533SH DFND13,134,512010,021
H&R BLOCK INCCOM09367110533212,569SH DFND1 212,56900
H.B. FULLER CO.COM35969410624,467421,425SH DFND1421,42500
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,259173,118SH DFND1173,11800
HACKETT GROUP INC/THECOM40460910944629,382SH DFND1 229,38200
HACKETT GROUP INC/THECOM4046091094,653306,381SH DFND1306,38100
HAEMONETICS CORP/MASSCOM40502410021,547480,218SH DFND1480,21800
HAIN CELESTIAL GROUP INCCOM40521710037,375908,264SH DFND1904,70903,555
HALCON RESOURCES CORPCOM PAR NEW40537Q6058,3421,226,767SH DFND11,226,76700
HALLADOR ENERGY COCOM40609P10537665,837SH DFND1 265,83700
HALLADOR ENERGY COCOM40609P105885154,843SH DFND1154,84300
HALLIBURTON COCOM40621610136783SH DFND1 278300
HALLIBURTON COCOM406216101387,4048,433,523SH DFND18,393,039040,484
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,10795,428SH DFND195,42800
HALOZYME THERAPEUTICS INCCOM40637H10920,0011,151,520SH DFND11,151,52000
HALOZYME THERAPEUTICS INCCOM40637H109271,596SH DFND1 21,59600
HALYARD HEALTH INCCOM40650V10021,317473,400SH DFND1471,80101,599
HAMILTON LANE INC-CLASS ACL A4074971063,882144,602SH DFND1144,60200
HANCOCK HOLDING COCOM41012010937,239768,619SH DFND1765,04403,575
HANDY & HARMAN LTDCOM4103151051,42943,917SH DFND143,91700
HANESBRANDS INCCOM41034510288,0553,580,973SH DFND13,563,240017,733
HANESBRANDS INCCOM4103451021767,162SH DFND1 27,16200
HANMI FINANCIAL CORPORATIONCOM NEW4104952048,665279,972SH DFND1279,97200
HANNON ARMSTRONG SUSTAINABLECOM41068X1009,718398,779SH DFND1398,77900
HANOVER INSURANCE GROUP INC/COM41086710534,060351,396SH DFND1349,94801,448
HARBORONE BANCORP INCCOM41165F1014,489238,669SH DFND1238,66900
HARDINGE INCCOM4123243031,24981,812SH DFND181,81200
HARLEY-DAVIDSON INCCOM41282210881,9311,702,896SH DFND11,694,76708,129
HARMONIC INCCOM4131601022,074680,136SH DFND1680,13600
HARMONIC INCCOM4131601023210,600SH DFND1 210,60000
HARRIS CORPCOM413875105162,2181,234,266SH DFND11,228,48905,777
HARSCO CORPCOM41586410713,933666,662SH DFND1666,66200
HARTE-HANKS INCCOM416196103271253,385SH DFND1250,88602,499
HARTFORD FINANCIAL SVCS GRPCOM416515104207,7733,755,747SH DFND13,738,749016,998
HARVARD BIOSCIENCE INCCOM416906105550146,791SH DFND1146,79100
HASBRO INCCOM418056107138,9401,424,788SH DFND11,415,74909,039
HAVERTY FURNITURECOM4195961014,025153,931SH DFND1153,93100
HAWAIIAN ELECTRIC INDSCOM41987010031,264936,902SH DFND1933,17503,727
HAWAIIAN HOLDINGS INCCOM41987910124,078641,234SH DFND1641,23400
HAWAIIAN HOLDINGS INCCOM4198791011784,752SH DFND1 24,75200
HAWAIIAN TELCOM HOLDCO INCCOM4200311062,61587,724SH DFND187,72400
HAWKINS INCCOM4202611093,40683,486SH DFND183,48600
HAWKINS INCCOM4202611091323,243SH DFND1 23,24300
HAWTHORN BANCSHARES INCCOM4204761031,01248,921SH DFND148,92100
HAYNES INTERNATIONAL INCCOM NEW4208772013,810106,108SH DFND1106,10800
HC2 HOLDINGS INCCOM4041391071,458276,275SH DFND1276,27500
HCA HEALTHCARE INCCOM40412C101218,3412,749,087SH DFND12,736,160012,927
HCI GROUP INCCOM40416E1032,50465,479SH DFND165,399080
HCP INCCOM40414L109156,7495,641,864SH DFND15,620,467021,397
HD SUPPLY HOLDINGS INCCOM40416M10558,5741,624,600SH DFND11,624,60000
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,78618,537SH DFND117,44901,088
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1064,217290,851SH DFND1290,4250426
HEALTHCARE REALTY TRUST INCCOM42194610439,1781,211,468SH DFND11,207,21604,252
HEALTHCARE SERVICES GROUPCOM42190610834,312635,774SH DFND1635,77400
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50147,7801,603,374SH DFND11,603,37400
HEALTHEQUITY INCCOM42226A10723,873471,999SH DFND1471,99900
HEALTHSOUTH CORPCOM NEW421924309681,474SH DFND1 21,47400
HEALTHSOUTH CORPCOM NEW42192430946,9701,013,398SH DFND11,009,32104,077
HEALTHSTREAM INCCOM42222N1035,246224,514SH DFND1224,51400
HEARTLAND EXPRESS INCCOM42234710411,514459,109SH DFND1459,10900
HEARTLAND FINANCIAL USA INCCOM42234Q10211,122225,155SH DFND1225,15500
HEAT BIOLOGICS INCCOM42237K1025279,837SH DFND179,83700
HECLA MINING COCOM42270410616,5933,305,384SH DFND13,305,38400
HECLA MINING COCOM422704106316,258SH DFND1 26,25800
HEICO CORPCOM42280610919,573217,943SH DFND1217,94300
HEICO CORP-CLASS ACL A42280620826,727350,752SH DFND1350,75200
HEIDRICK & STRUGGLES INTLCOM422819102974,589SH DFND1 24,58900
HEIDRICK & STRUGGLES INTLCOM4228191023,308156,417SH DFND1156,0270390
HELEN OF TROY LTDCOMG4388N1061891,958SH DFND1 21,95800
HELEN OF TROY LTDCOMG4388N10623,068238,065SH DFND1237,1320933
HELIX ENERGY SOLUTIONS GROUPCOM42330P1078,3371,128,258SH DFND11,128,25800
HELMERICH & PAYNECOM42345210161,4781,181,850SH DFND11,176,26905,581
HEMISPHERE MEDIA GROUP INCCL A42365Q1031,309109,612SH DFND1109,61200
HEMISPHERE MEDIA GROUP INCWRT42365Q111152460,670SH DFND1 2460,67000
HEMISPHERX BIOPHARMA INCCOM NEW42366C3012474,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510020313,164SH DFND113,16400
HENRY SCHEIN INCCOM8064071021151,405SH DFND1 21,40500
HENRY SCHEIN INCCOM806407102154,5281,887,806SH DFND11,876,045011,761
HERBALIFE LTDCOM USD SHSG4412G10136,014530,953SH DFND1530,95300
HERBALIFE LTDCOM USD SHSG4412G10167810,000SH DFND1 210,00000
HERC HOLDINGS INCCOM42704L10410,350210,673SH DFND1210,67300
HERC HOLDINGS INCCOM42704L1042284,660SH DFND1 24,66000
HERITAGE COMMERCE CORPCOM4269271094,568321,016SH DFND1321,01600
HERITAGE FINANCIAL CORPCOM42722X1067,659259,648SH DFND1259,64800
HERITAGE INSURANCE HOLDINGSCOM42727J1022,904219,852SH DFND1219,85200
HERITAGE-CRYSTAL CLEAN INCCOM42726M106663,074SH DFND1 23,07400
HERITAGE-CRYSTAL CLEAN INCCOM42726M1062,797128,642SH DFND1128,64200
HERMAN MILLER INCCOM60054410027,039753,201SH DFND1751,15502,046
HERMAN MILLER INCCOM600544100441,242SH DFND1 21,24200
HERON THERAPEUTICS INCCOM4277461026,379395,046SH DFND1395,04600
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255007,464399,836SH DFND1399,83600
HERSHEY CO/THECOM427866108169,5991,556,334SH DFND11,549,71206,622
HERTZ GLOBAL HOLDINGS INCCOM42806J10613,753615,112SH DFND1615,11200
HESKA CORPCOM RESTRC NEW42805E3065,13958,342SH DFND158,34200
HESS CORPCOM42809H107130,4402,787,476SH DFND12,775,366012,110
HESS CORPCOM42809H1072,57855,000SH DFND1 255,00000
HEWLETT PACKARD ENTERPRISCOM42824C109230,46215,699,421SH DFND115,622,721076,700
HEXCEL CORPCOM42829110841,144716,545SH DFND1716,54500
HFF INC-CLASS ACL A40418F10811,432288,991SH DFND1288,99100
HIBBETT SPORTS INCCOM4285671014,268299,512SH DFND1299,51200
HIBBETT SPORTS INCCOM42856710119813,924SH DFND1 213,92400
HIGHPOWER INTERNATIONAL INCCOM43113X1014610,264SH DFND110,26400
HIGHWOODS PROPERTIES INCCOM43128410831600SH DFND1 260000
HIGHWOODS PROPERTIES INCCOM43128410852,1761,001,660SH DFND1998,13003,530
HILL INTERNATIONAL INCCOM4314661011,282269,906SH DFND1269,90600
HILLENBRAND INCCOM43157110815401SH DFND1 240100
HILLENBRAND INCCOM43157110820,082516,920SH DFND1516,92000
HILL-ROM HOLDINGS INCCOM43147510237,039500,534SH DFND1498,07502,459
HILLTOP HOLDINGS INCCOM43274810117,948690,324SH DFND1690,32400
HILTON GRAND VACATIONS INCCOM43283X10519,956516,614SH DFND1516,61400
HILTON WORLDWIDE HOLDINGS INCOM43300A203141,8242,046,072SH DFND12,036,93509,137
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10675869,367SH DFND169,36700
HINGHAM INSTITUTION FOR SVGSCOM4333231022,93115,406SH DFND115,40600
HMS HOLDINGS CORPCOM40425J10117,764894,504SH DFND1894,50400
HNI CORPCOM40425110015,360370,395SH DFND1368,13302,262
HOLLYFRONTIER CORPCOM43610610852,8421,469,959SH DFND11,463,06906,890
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710596744,768SH DFND144,76800
HOLOGIC INCCOM43644010132879SH DFND1 287900
HOLOGIC INCCOM436440101112,1453,062,131SH DFND13,041,337020,794
HOME BANCORP INCCOM43689E1071,52936,583SH DFND136,58300
HOME BANCSHARES INCCOM43689320034,7501,377,888SH DFND11,372,48705,401
HOME DEPOT INCCOM4370761021,863,21711,415,275SH DFND111,359,745055,530
HOMESTREET INCCOM43785V1026,710248,554SH DFND1248,55400
HOMETRUST BANCSHARES INCCOM4378721043,928153,151SH DFND1153,15100
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830865722,234SH DFND119,53102,703
HONEYWELL INTERNATIONAL INCCOM4385161061,153,9168,156,231SH DFND18,122,130034,101
HOOKER FURNITURE CORPCOM4390381004,69598,331SH DFND198,33100
HOPE BANCORP INCCOM43940T10920,4771,156,257SH DFND11,156,25700
HOPE BANCORP INCCOM43940T109271,559SH DFND1 21,55900
HOPFED BANCORP INCCOM43973410431822,075SH DFND122,07500
HORACE MANN EDUCATORSCOM44032710412,862326,867SH DFND1326,86700
HORIZON BANCORP INDIANACOM4404071045,071173,849SH DFND1173,84900
HORIZON GLOBAL CORPCOM44052W1043,480197,327SH DFND1197,32700
HORIZON PHARMA PLCSHSG4617B10518,8791,488,908SH DFND11,488,90800
HORMEL FOODS CORPCOM44045210035411,030SH DFND1 211,03000
HORMEL FOODS CORPCOM440452100100,6173,135,897SH DFND13,123,009012,888
HORNBECK OFFSHORE SERVICESCOM440543106768190,128SH DFND1190,12800
HORTONWORKS INCCOM440894103191,142SH DFND1 21,14200
HORTONWORKS INCCOM4408941037,030414,776SH DFND1414,77600
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10255,1911,937,230SH DFND11,930,31306,917
HOST HOTELS & RESORTS INCCOM44107P104179,1339,703,168SH DFND19,666,704036,464
HOSTESS BRANDS INCCL A44109J10610,311754,847SH DFND1754,84700
HOUGHTON MIFFLIN HARCOURT COCOM44157R10911,139924,460SH DFND1924,46000
HOULIHAN LOKEY INCCL A4415931002606,654SH DFND1 26,65400
HOULIHAN LOKEY INCCL A4415931009,412240,545SH DFND1240,54500
HOUSTON AMERICAN ENERGY CORPCOM44183U10067135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10948291,860SH DFND191,86000
HOVNANIAN ENTERPRISES-ACL A4424872031,797931,493SH DFND1931,49300
HOWARD BANCORP INCCOM4424961051,41367,652SH DFND167,65200
HOWARD HUGHES CORP/THECOM44267D10736,173306,733SH DFND1306,73300
HP INCCOM40434L105365,05318,322,213SH DFND118,237,905084,308
HRG GROUP INCCOM40434J10017,1201,096,755SH DFND11,096,75500
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW4042804068,307168,140SH DFND1165,36902,771
HSN INCCOM40430310911,650298,355SH DFND1296,89201,463
HTG MOLECULAR DIAGNOSTICSCOM40434H1043319,859SH DFND119,85900
HUB GROUP INC-CL ACL A44332010639909SH DFND1 290900
HUB GROUP INC-CL ACL A44332010612,798297,977SH DFND1297,97700
HUBBELL INCCOM44351060748,956421,970SH DFND1420,09501,875
HUBSPOT INCCOM44357310022,730270,446SH DFND1270,44600
HUDBAY MINERALS INCCOMSTK443628102496,696SH DFND16,69600
HUDBAY MINERALS INCCOMSTK44362810213418,200SH DFND1 218,20000
HUDSON GLOBAL INCCOM44378710613290,899SH DFND190,89900
HUDSON PACIFIC PROPERTIES INCOM44409710951,0481,522,477SH DFND11,522,47700
HUDSON TECHNOLOGIES INCCOM4441441092,494319,398SH DFND1319,39800
HUMANA INCCOM4448591028513,497SH DFND1 23,49700
HUMANA INCCOM444859102362,5521,491,010SH DFND11,484,24506,765
HUNT (JB) TRANSPRT SVCS INCCOM445658107112,3741,013,410SH DFND11,006,37207,038
HUNTER MARITIME ACQUISITIONCL AY3782811146147,300SH DFND1 247,30000
HUNTER MARITIME ACQUISITIO-W*W EXP 99/99/999Y378281292949,850SH DFND1 249,85000
HUNTINGTON BANCSHARES INCCOM446150104165,22711,857,505SH DFND111,808,350049,155
HUNTINGTON INGALLS INDUSTRIECOM446413106112,128495,388SH DFND1493,83401,554
HUNTSMAN CORPCOM44701110745,2051,648,635SH DFND11,648,63500
HUNTSMAN CORPCOM44701110782230,000SH DFND1 230,00000
HURCO COMPANIES INCCOM4473241043,14275,538SH DFND175,53800
HURON CONSULTING GROUP INCCOM4474621026,848199,664SH DFND1199,66400
HURON CONSULTING GROUP INCCOM4474621026195SH DFND1 219500
HUTTIG BUILDING PRODUCTS INCCOM4484511041,149162,820SH DFND1162,82000
HYATT HOTELS CORP - CL ACOM CL A44857910224,212391,858SH DFND1391,85800
HYDROGENICS CORPCOM NEW44888320710012,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721056,28482,213SH DFND182,21300
IAC/INTERACTIVECORPCOM44919P50871,506608,151SH DFND1608,0010150
IAMGOLD CORPCOMSTK4509131087011,377SH DFND111,2570120
IBERIABANK CORPCOM45082810842,671519,429SH DFND1519,42900
IBIO INCCOM451033104109342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20632373,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001015,775105,268SH DFND1105,26800
ICF INTERNATIONAL INCCOM44925C1039,292172,246SH DFND1172,24600
ICHOR HOLDINGS LTDSHSG4740B1054,212157,179SH DFND1157,17900
ICICI BANK LTD-SPON ADRADR45104G10463974,709SH DFND171,73702,972
ICON PLCSHSG4705A1003,70532,539SH DFND132,53900
ICONIX BRAND GROUP INCCOM4510551072,874505,207SH DFND1505,20700
ICU MEDICAL INCCOM44930G10724,703132,922SH DFND1132,92200
ID SYSTEMS INCCOM44948910342456,581SH DFND156,58100
IDACORP INCCOM45110710637,766429,503SH DFND1427,77601,727
IDEAL POWER INCCOM45162210415359,328SH DFND159,32800
IDENTIV INCCOM NEW45170X20526056,100SH DFND156,10000
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,227998,697SH DFND1998,69700
IDEX CORPCOM45167R10474,910616,959SH DFND1614,34102,618
IDEXX LABORATORIES INCCOM45168D104145,627938,271SH DFND1931,80006,471
IDT CORP-CLASS BCL B NEW4489475074,025285,917SH DFND1285,91700
IEC ELECTRONICS CORPCOM44949L1058918,187SH DFND118,18700
IES HOLDINGS INCCOM44951W1061,40481,185SH DFND181,18500
IGNYTA INCCOM4517311035,094412,487SH DFND1412,48700
IHS MARKIT LTDSHSG47567105170,0343,864,716SH DFND13,848,466016,250
II-VI INCCOM90210410820,732503,837SH DFND1503,83700
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10847835,523SH DFND135,52300
ILG INCCOM44967H10125,557956,128SH DFND1952,37703,751
ILLINOIS TOOL WORKSCOM452308109480,5923,254,322SH DFND13,239,464014,858
ILLUMINA INCCOM452327109303,1741,524,830SH DFND11,513,801011,029
ILLUMINA INCCOM452327109318SH DFND1 21800
IMAX CORPCOM45245E1092,568113,393SH DFND1113,39300
IMMERSION CORPORATIONCOM4525211072,143262,335SH DFND1262,33500
IMMUNE DESIGN CORPCOM45252L1031,278123,522SH DFND1122,8480674
IMMUNE PHARMACEUTICALS INCCOM NEW45254C2003322,355SH DFND122,35500
IMMUNOCELLULAR THERAPEUTICSCOM NEW452536204410,995SH DFND110,99500
IMMUNOGEN INCCOM45253H1016,724879,080SH DFND1878,2280852
IMMUNOGEN INCCOM45253H101415,470SH DFND1 25,47000
IMMUNOMEDICS INCCOM45290710812,748911,926SH DFND1911,92600
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P5081,403107,445SH DFND1107,44500
IMPAX LABORATORIES INCCOM45256B10113,514665,721SH DFND1665,72100
IMPERIAL OIL LTDCOMSTK4530384085,75944,007SH DFND143,6820325
IMPERIAL OIL LTDCOMSTK453038408922,900SH DFND1 22,90000
IMPERVA INCCOM45321L10011,735270,401SH DFND1270,40100
IMPINJ INCCOM4532041097,023168,797SH DFND1168,79700
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20111068,853SH DFND168,85300
INC RESEARCH HOLDINGS INC-ACL A45329R10929,426562,646SH DFND1560,72001,926
INC RESEARCH HOLDINGS INC-ACL A45329R10948929SH DFND1 292900
INCYTE CORPCOM45337C10231273SH DFND1 227300
INCYTE CORPCOM45337C102213,5081,832,273SH DFND11,818,329013,944
INDEPENDENCE CONTRACT DRILLICOM453415309919242,075SH DFND1242,07500
INDEPENDENCE HOLDING COCOM NEW4534403073,103122,914SH DFND1122,91400
INDEPENDENCE REALTY TRUST INCOM45378A1067,847771,584SH DFND1771,58400
INDEPENDENT BANK CORP - MICHCOM NEW4538386093,997176,475SH DFND1176,47500
INDEPENDENT BANK CORP/MACOM45383610817,924240,120SH DFND1240,12000
INDEPENDENT BANK GROUP INCCOM45384B10610,421172,833SH DFND1172,83300
INDIA FUND INCCOM45408910330011,242SH DFND1 211,24200
INDUSTRIAL SVCS OF AMERICACOM4563141032515,157SH DFND115,15700
INFINERA CORPCOM45667G10311,3941,284,657SH DFND11,284,65700
INFINITY PHARMACEUTICALS INCCOM45665G303354266,503SH DFND1266,1770326
INFINITY PROPERTY & CASUALTYCOM45665Q1038,94894,991SH DFND194,99100
INFORMATION SERVICES GROUPCOM45675Y104847210,803SH DFND1210,80300
INFOSONICS CORPCOM4567842061641,938SH DFND141,93800
INFOSONICS CORPCOMSTK4567841071641,938SH DFND141,93800
INFOSYS LTD-SP ADRSPONSORED ADR456788108402,806SH DFND1 22,80600
INFOSYS LTD-SP ADRSPONSORED ADR4567881086,244431,047SH DFND1428,32302,724
INFRAREIT INCCOM45685L10079035,319SH DFND1 235,31900
INFRAREIT INCCOM45685L10011,124497,316SH DFND1497,31600
INFUSYSTEM HOLDINGS INCCOM45685K1029546,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710356130,496SH DFND127,46803,028
INGERSOLL-RAND PLCSHSG47791101246,3922,768,400SH DFND12,756,482011,918
INGERSOLL-RAND PLCSHSG4779110132366SH DFND1 236600
INGEVITY CORPCOM45688C10721,448343,339SH DFND1343,274065
INGLES MARKETS INC-CLASS ACL A4570301044,459173,539SH DFND1173,53900
INGLES MARKETS INC-CLASS ACL A4570301042288,894SH DFND1 28,89400
INGREDION INCCOM45718710283,922695,948SH DFND1693,29502,653
INNERWORKINGS INCCOM45773Y1053,972353,103SH DFND1353,10300
INNODATA INCCOM NEW45764220510872,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N10810,646216,433SH DFND1216,1090324
INNOSPEC INCCOM45768S10513,213214,327SH DFND1214,32700
INNOVATIVE INDUSTRIAL PROPERCOM45781V10128415,197SH DFND115,19700
INNOVATIVE SOLUTIONS & SUPPCOM45769N10520456,144SH DFND156,14400
INNOVIVA INCCOM45781M10111,298800,201SH DFND1798,76101,440
INOGEN INCCOM45780L10415,061158,376SH DFND1158,37600
INOTEK PHARMACEUTICALS CORPCOM45780V102183102,964SH DFND1102,96400
INOVALON HOLDINGS INC - ACOM CL A45781D1019,865578,640SH DFND1578,64000
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,784754,626SH DFND1754,62600
INPHI CORPCOM45772F10712,619317,941SH DFND1317,94100
INSEEGO CORPCOM45782B104349231,424SH DFND1231,42400
INSIGHT ENTERPRISES INCCOM45765U10318,017392,359SH DFND1392,35900
INSIGNIA SYSTEMS INCCOM45765Y1053028,672SH DFND128,67200
INSMED INCCOM PAR $.01457669307321,052SH DFND1 21,05200
INSMED INCCOM PAR $.0145766930720,948671,220SH DFND1671,22000
INSPERITY INCCOM45778Q10719,510221,707SH DFND1221,3230384
INSPIRED ENTERTAINMENT INCCOM45782N10824618,577SH DFND118,57700
INSTALLED BUILDING PRODUCTSCOM45780R10110,771166,229SH DFND1166,22900
INSTEEL INDUSTRIES INCCOM45774W1083,974152,209SH DFND1152,20900
INSTEEL INDUSTRIES INCCOM45774W1081897,241SH DFND1 27,24100
INSTRUCTURE INCCOM45781U1037,291219,964SH DFND1219,96400
INSULET CORPCOM45784P10128,163511,328SH DFND1511,32800
INSYS THERAPEUTICS INCCOM NEW45824V2092,284257,318SH DFND1257,0000318
INTC 3.25 08/01/39SDCV 3.250% 8/0458140AF77,3504,000,000PRN DFND1 24,000,00000
INTEGER HOLDINGS CORPCOM45826H10913,076255,653SH DFND1255,65300
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520828,310560,818SH DFND1560,81800
INTEGRATED DEVICE TECH INCCOM45811810630,9851,165,731SH DFND11,161,17304,558
INTEL CORPCOM45814010059615,669SH DFND1 215,66900
INTEL CORPCOM4581401002,141,65656,334,902SH DFND155,972,8630362,039
INTELLIA THERAPEUTICS INCCOM45826J1053,417137,514SH DFND1137,51400
INTELLICHECK INCCOM NEW45817G2013211,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM4581731011313,756SH DFND113,75600
INTELSAT SACOML5140P10133471,240SH DFND171,24000
INTELSAT SACOML5140P1015612,083SH DFND1 212,08300
INTER PARFUMS INCCOM4583341096,818165,300SH DFND1165,30000
INTERACTIVE BROKERS GRO-CL ACOM45841N10726,292583,763SH DFND1583,2120551
INTERCEPT PHARMACEUTICALS INCOM45845P1084127,100SH DFND1 27,10000
INTERCEPT PHARMACEUTICALS INCOM45845P1088,967154,505SH DFND1154,489016
INTERCONTINENTAL EXCHANGE INCOM45866F104376,9595,498,982SH DFND15,472,655026,327
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7073356,345SH DFND15,4010944
INTERDIGITAL INCCOM45867G10129,633401,813SH DFND1400,36501,448
INTERFACE INCCOM45866530412,269560,238SH DFND1560,23800
INTERMOLECULAR INCCOM45882D1097069,386SH DFND169,38600
INTERNAP CORPCOM PAR $.00145885A3002,358542,241SH DFND1540,86601,375
INTERNATIONAL BANCSHARES CRPCOM45904410327,627688,959SH DFND1687,09801,861
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1085,593227,824SH DFND1227,82400
INTERNATIONAL PAPER COCOM460146103232,8334,105,861SH DFND14,084,837021,024
INTERNATIONAL SEAWAYS INCCOMY410531026,370323,353SH DFND1323,35300
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X20413285,378SH DFND185,37800
INTERPUBLIC GROUP OF COS INCCOM46069010094,4874,552,634SH DFND14,534,245018,389
INTERPUBLIC GROUP OF COS INCCOM46069010074835,989SH DFND1 235,98900
INTERSECT ENT INCCOM46071F10320660SH DFND1 266000
INTERSECT ENT INCCOM46071F1037,604244,121SH DFND1244,12100
INTERSECTIONS INCCOM46098130122667,353SH DFND167,35300
INTEST CORPCOM46114710030036,180SH DFND136,18000
INTEVAC INCCOM4611481081,363161,352SH DFND1161,35200
INTL BUSINESS MACHINES CORPCOM45920010153370SH DFND1 237000
INTL BUSINESS MACHINES CORPCOM4592001011,404,5619,698,761SH DFND19,657,223041,538
INTL FCSTONE INCCOM46116V1059,259241,628SH DFND1241,62800
INTL FLAVORS & FRAGRANCESCOM459506101122,638859,669SH DFND1855,97003,699
INTL SPEEDWAY CORP-CL ACL A4603352018,146226,284SH DFND1225,4250859
INTRA-CELLULAR THERAPIES INCCOM46116X1015,320337,189SH DFND1337,18900
INTREPID POTASH INCCOM46121Y1023,735856,736SH DFND1856,73600
INTREXON CORPCOM46122T1029,236485,861SH DFND1485,86100
INTRICON CORPCOM46121H10916713,883SH DFND113,88300
INTUIT INCCOM461202103404,9052,853,416SH DFND12,834,391019,025
INTUITIVE SURGICAL INCCOM NEW46120E602402,645385,730SH DFND1382,96502,765
INUVO INCCOM NEW46122W204106106,848SH DFND1106,84800
INVACARE CORPCOM4612031014,132262,365SH DFND1262,36500
INVENTURE FOODS INCCOM461212102483103,123SH DFND1103,12300
INVESCO LTDSHSG491BT108144,3164,126,594SH DFND14,108,366018,228
INVESCO MORTGAGE CAPITALCOM46131B10015,460902,531SH DFND1894,08608,445
INVESCO PENNSYLVANIA VALUE MCOM46132K1092,136173,557SH DFND1 2173,55700
INVESCO VALUE MUNICIPAL INCOCOM46132P1081,496100,047SH DFND1 2100,04700
INVESTAR HOLDING CORPCOM46134L1051,46460,788SH DFND160,78800
INVESTMENT TECHNOLOGY GROUPCOM46145F1051486,716SH DFND1 26,71600
INVESTMENT TECHNOLOGY GROUPCOM46145F1055,635254,544SH DFND1254,54400
INVESTORS BANCORP INCCOM46146L10135,1602,577,740SH DFND12,577,74000
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301036,095997,653SH DFND1997,65300
INVESTORS TITLE COCOM4618041061,88910,554SH DFND110,55400
INVITAE CORPCOM46185L1032,640281,769SH DFND1281,76900
INVITATION HOMES INCCOM46187W10718,334809,471SH DFND1809,47100
INVIVO THERAPEUTICS HOLDINGSCOM NEW46186M209265179,802SH DFND1179,80200
INVUITY INCCOM NEW46187J20564172,121SH DFND172,12100
ION GEOPHYSICAL CORPCOM NEW46204420714415,217SH DFND1 215,21700
ION GEOPHYSICAL CORPCOM NEW46204420739942,046SH DFND142,04600
IONIS PHARMACEUTICALS INCCOM46222210053,2161,049,631SH DFND11,049,4310200
IOVANCE BIOTHERAPEUTICS INCCOM4622601004,067524,892SH DFND1524,89200
IPASS INCCOM46261V108313474,363SH DFND1474,36300
IPG PHOTONICS CORPCOM44980X10960,198325,292SH DFND1324,00301,289
IRADIMED CORPCOM46266A10924225,310SH DFND125,31000
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40920,00255,688PRN DFND1 255,68800
IRHYTHM TECHNOLOGIES INCCOM4500561068,113156,395SH DFND1156,39500
IRIDEX CORPCOM46268410135337,770SH DFND137,77000
IRIDIUM COMMUNICATIONS INCCOM46269C1027,863763,419SH DFND1763,41900
IROBOT CORPCOM46272610032427SH DFND1 242700
IROBOT CORPCOM46272610021,384277,508SH DFND1277,3510157
IRON MOUNTAIN INCCOM46284V101108,0042,781,717SH DFND12,769,607012,110
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10819,0661,209,005SH DFND11,209,00500
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8033,556122,880PRN DFND1122,88000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10311,732217,187PRN DFND1217,18700
ISHARES CORE S&P 500 ETFCORE S&P500 ETF46428720075,949301,709PRN DFND1301,70900
ISHARES CORE S&P MIDCAP ETFCORE S&P MCP ETF4642875079,43052,854PRN DFND152,85400
ISHARES CORE S&P SMALL-CAP ECORE S&P SCP ETF4642878047,680104,079PRN DFND1104,07900
ISHARES CURRENCY HEDGED MSCICUR HD EURZN ETF46434V6396,865228,000PRN DFND1228,00000
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822424026,800PRN DFND126,80000
ISHARES MSCI EAFE ETFMSCI EAFE ETF4642874656,37093,020PRN DFND193,02000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723411,899265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59810,770327,881PRN DFND1327,88100
ISHARES MSCI TAIWAN CAPPED EMSCI TAIWAN ETF46434G77223,685656,109PRN DFND1656,10900
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227235,175PRN DFND15,17500
ISORAY INCCOM46489V104139269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414067486,454SH DFND16,45400
ISSUER DIRECT CORPCOM NEW46520M20447835,897SH DFND135,89700
ISTAR INCCOM45031U1011,191100,993SH DFND1 2100,99300
ISTAR INCCOM45031U1016,899584,701SH DFND1584,70100
ITERIS INCCOM46564T1071,485223,332SH DFND1223,33200
ITRON INCCOM46574110623,849307,938SH DFND1307,93800
ITT INCCOM45073V10832,076724,570SH DFND1721,56403,006
ITURAN LOCATION AND CONTROLSHSM6158M10470419,550SH DFND119,55000
ITUS CORPCOM NEW45069V2039034,351SH DFND134,35100
IXYS CORPORATIONCOM46600W1065,991252,812SH DFND1252,81200
J & J SNACK FOODS CORPCOM46603210917,887136,237SH DFND1136,23700
J ALEXANDER'S HOLDINGSCOM46609J1061,212104,511SH DFND1104,51100
J. JILL INCCOM46620W1021,430131,336SH DFND1131,33600
J.C. PENNEY CO INCCOM708160106318,218SH DFND1 28,21800
J.C. PENNEY CO INCCOM7081601069,4972,492,724SH DFND12,492,72400
J2 GLOBAL INCCOM48123V10230,909418,374SH DFND1416,51801,856
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020613617,962SH DFND117,96200
JABIL INCCOM4663131031826,407SH DFND1 26,40700
JABIL INCCOM46631310344,8881,572,273SH DFND11,565,82906,444
JACK HENRY & ASSOCIATES INCCOM42628110184,443821,808SH DFND1819,15602,652
JACK HENRY & ASSOCIATES INCCOM426281101993SH DFND1 29300
JACK IN THE BOX INCCOM46636710926,861263,551SH DFND1262,54501,006
JACOBS ENGINEERING GROUP INCCOM46981410776,2251,310,429SH DFND11,305,05705,372
JAGGED PEAK ENERGY INCCOM47009K1074,658341,049SH DFND1341,04900
JAGUAR HEALTH INCCOMSTK47010C201527,742SH DFND127,74200
JAKKS PACIFIC INCCOM47012E106335111,773SH DFND1110,23501,538
JAMBA INCCOM NEW47023A30978691,082SH DFND191,08200
JAMES RIVER GROUP HOLDINGS LCOMG5005R1078,141196,281SH DFND1196,28100
JANUS HENDERSON GROUP PLCORD SHSG4474Y21438,9531,118,066SH DFND11,111,69106,375
JASON INDUSTRIES INCCOM4711721068754,863SH DFND154,86300
JAZZ PHARMACEUTICALS PLCSHS USDG5087110559,906409,872SH DFND1409,87200
JBG SMITH PROPERTIESCOMSTK46590V10027,510804,156SH DFND1800,94603,210
JBG SMITH PROPERTIESCOMSTK46590V1001715,000SH DFND1 25,00000
JCOM 3.25 06/15/29NOTE 3.250% 6/148123VAC66,1905,000,000PRN DFND1 25,000,00000
JD.COM INC-ADRSPON ADR CL A47215P10658,9741,549,644SH DFND11,521,696027,948
JELD-WEN HOLDING INCCOM47580P10312,349347,683SH DFND1347,68300
JERNIGAN CAPITAL INCCOM4764051052,128103,583SH DFND1103,58300
JETBLUE AIRWAYS CORPCOM47714310126814,499SH DFND1 214,49900
JETBLUE AIRWAYS CORPCOM47714310156,8283,066,826SH DFND13,055,558011,268
JHG 0.75 07/15/18 JNSNOTE 0.750% 7/147102XAH812,8988,305,000PRN DFND1 28,305,00000
JM SMUCKER CO/THECOM NEW832696405152,5211,455,776SH DFND11,450,24505,531
JM SMUCKER CO/THECOM NEW8326964051311,254SH DFND1 21,25400
JOHN B. SANFILIPPO & SON INCCOM8004221075,29478,654SH DFND178,3170337
JOHN BEAN TECHNOLOGIES CORPCOM47783910426,666263,761SH DFND1263,76100
JOHNSON & JOHNSONCOM4781601043,838,95129,581,669SH DFND129,455,8250125,844
JOHNSON CONTROLS INTERNATIONSHSG51502105357,9128,902,043SH DFND18,858,869043,174
JOHNSON OUTDOORS INC-ACL A4791671089131SH DFND1 213100
JOHNSON OUTDOORS INC-ACL A4791671084,96967,811SH DFND167,81100
JONES ENERGY INC - ACOM CL A48019R108947493,558SH DFND1493,55800
JONES LANG LASALLE INCCOM48020Q10746,428376,100SH DFND1374,54501,555
JOUNCE THERAPEUTICS INCCOM4811161011,578101,298SH DFND1101,0630235
JPMORGAN CHASE & COCOM46625H1003,453,51936,229,155SH DFND136,065,2850163,870
JRJR33 INCCOM46645Q1061444,389SH DFND144,38900
JUNIPER NETWORKS INCCOM48203R1042759,896SH DFND1 29,89600
JUNIPER NETWORKS INCCOM48203R104138,9825,001,611SH DFND14,983,597018,014
JUNIPER PHARMACEUTICALS INC COM48203L10727861,279SH DFND161,27900
JUNO THERAPEUTICS INCCOM48205A10931,139694,148SH DFND1694,14800
JUST ENERGY GROUP INCCOMSTK48213W1017112,397SH DFND1 212,39700
JUST ENERGY GROUP INCCOMSTK48213W101101,772SH DFND11,77200
K12 INCCOM48273U102402,298SH DFND1 22,29800
K12 INCCOM48273U1029,328522,885SH DFND1522,5590326
K2M GROUP HOLDINGS INCCOM48273J1077,031331,514SH DFND1331,51400
KADANT INCCOM48282T1049,21393,491SH DFND193,49100
KADMON HOLDINGS INCCOM48283N106561167,630SH DFND1167,63000
KADMON HOLDINGS INCCOM48283N10682,645SH DFND1 22,64500
KAISER ALUMINUM CORPCOM PAR $0.0148300770415,574151,000SH DFND1151,00000
KALA PHARMACEUTICALS INCCOMSTK4831191031,50065,689SH DFND165,68900
KAMADA LTDSHSM6240T1099519,905SH DFND119,90500
KAMAN CORPCOM48354810312,709227,858SH DFND1227,85800
KANDI TECHNOLOGIES GROUP INCCOM48370910113924,321SH DFND124,32100
KANSAS CITY SOUTHERNCOM NEW485170302117,9881,087,763SH DFND11,083,04704,716
KAPSTONE PAPER AND PACKAGINGCOM48562P10315,440718,515SH DFND1718,51500
KAR AUCTION SERVICES INCCOM48238T10966,5491,393,991SH DFND11,393,99100
KARYOPHARM THERAPEUTICS INCCOM48576U1062,911265,121SH DFND1265,12100
KB HOMECOM48666K10924,6121,020,431SH DFND11,017,59002,841
KB HOMECOM48666K109361,519SH DFND1 21,51900
KBR INCCOM48242W10620,7231,159,005SH DFND11,151,74707,258
KEANE GROUP INCCOM48669A1084,120247,014SH DFND1247,01400
KEARNY FINANCIAL CORP/MDCOM48716P10812,374806,149SH DFND1806,14900
KELLOGG COCOM487836108157,3702,528,204SH DFND12,516,415011,789
KELLOGG COCOM48783610831502SH DFND1 250200
KELLY SERVICES INC -ACL A4881522089,676385,668SH DFND1385,66800
KEMET CORPCOM NEW4883602078,115384,055SH DFND1382,51801,537
KEMPER CORPCOM48840110020,402384,947SH DFND1383,28201,665
KEMPHARM INCCOM48844510724967,567SH DFND167,56700
KENNAMETAL INCCOM48917010026,716662,273SH DFND1659,51702,756
KENNEDY-WILSON HOLDINGS INCCOM48939810713,641735,411SH DFND1735,41100
KERYX BIOPHARMACEUTICALSCOM4925151016,341893,176SH DFND1893,17600
KEWAUNEE SCIENTIFIC CPCOM4928541042488,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J10399475,531SH DFND175,53100
KEY TECHNOLOGY INCCOM49314310129115,427SH DFND115,42700
KEY TRONIC CORPCOM49314410925435,271SH DFND135,27100
KEYCORPCOM493267108213,23411,352,908SH DFND111,302,409050,499
KEYSIGHT TECHNOLOGIES INCOM49338L10364,5451,549,328SH DFND11,542,97406,354
KEYW HOLDING CORP/THECOM4937231002,915383,151SH DFND1383,15100
KFORCE INCCOM4937321015,553274,938SH DFND1274,93800
KILROY REALTY CORPCOM49427F10868,966969,720SH DFND1966,35403,366
KIMBALL ELECTRONICS INCCOM49428J1098,543394,617SH DFND1394,61700
KIMBALL INTERNATIONAL-BCL B4942741031,03952,592SH DFND1 252,59200
KIMBALL INTERNATIONAL-BCL B49427410312,851650,026SH DFND1650,02600
KIMBERLY-CLARK CORPCOM494368103387,5463,300,255SH DFND13,283,537016,718
KIMBERLY-CLARK CORPCOM49436810332275SH DFND1 227500
KIMCO REALTY CORPCOM49446R10998,2575,034,535SH DFND15,015,460019,075
KINDER MORGAN INCCOM49456B101321,675SH DFND1 21,67500
KINDER MORGAN INCCOM49456B101359,92918,804,418SH DFND118,715,320089,098
KINDRED BIOSCIENCES INCCOM4945771091,631207,787SH DFND1207,78700
KINDRED HEALTHCARE INCCOM4945801034,811707,585SH DFND1707,58500
KINGOLD JEWELRY INCCOM NEW49579A2045426,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,14470,207SH DFND170,20700
KINROSS GOLD CORPCOMSTK4969024043,248770,769SH DFND1770,76900
KINSALE CAPITAL GROUP INCCOM49714P1086,910160,066SH DFND1160,06600
KIRBY CORPCOM49726610629,031440,204SH DFND1438,36101,843
KIRKLAND'S INCCOM49749810513311,670SH DFND1 211,67000
KIRKLAND'S INCCOM4974981051,426124,765SH DFND1124,76500
KITE PHARMA INCCOM49803L1091,79810,000SH DFND1 210,00000
KITE PHARMA INCCOM49803L10983,696465,472SH DFND1465,3330139
KITE REALTY GROUP TRUSTCOM NEW49803T30016,576818,587SH DFND1818,58700
KKR REAL ESTATE FINANCE TRUSCOM48251K1002,582122,741SH DFND1122,74100
KLA-TENCOR CORPCOM4824801004103,871SH DFND1 23,87100
KLA-TENCOR CORPCOM482480100207,7191,962,889SH DFND11,951,006011,883
KLONDEX MINES LTDCOM4986961031,310359,455SH DFND1359,45500
KLX INCCOM48253910327,938527,840SH DFND1526,07701,763
KMG CHEMICALS INCCOM4825641013,57165,074SH DFND165,07400
KNIGHT-SWIFT TRANSPORTATIONCOMSTK49904910442,9211,033,842SH DFND11,029,46804,374
KNOLL INCCOM NEW49890420012,121606,074SH DFND1605,0940980
KNOLL INCCOM NEW49890420024112,072SH DFND1 212,07200
KNOWLES CORPCOM49926D10911,557756,878SH DFND1753,81703,061
KOHLS CORPCOM500255104104,3392,288,858SH DFND12,280,23708,621
KONA GRILL INCCOM50047H20121055,400SH DFND155,40000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230343410,543SH DFND19,00301,540
KOPIN CORPCOM5006001012,130510,853SH DFND1510,85300
KOPPERS HOLDINGS INCCOM50060P1067,799169,001SH DFND1169,00100
KORN/FERRY INTERNATIONALCOM NEW50064320018,187461,263SH DFND1461,26300
KORNIT DIGITAL LTDSHSM6372Q11333622,016SH DFND122,01600
KOSMOS ENERGY LTDSHSG5315B10715,0031,884,890SH DFND11,884,89000
KRAFT HEINZ CO/THECOM500754106512,4886,620,324SH DFND16,556,575063,749
KRATON CORPCOM50077C10610,218252,693SH DFND1252,69300
KRATOS DEFENSE & SECURITYCOM NEW50077B2079,398718,525SH DFND1718,52500
KROGER COCOM5010441011135,679SH DFND1 25,67900
KROGER COCOM501044101195,6619,771,789SH DFND19,731,550040,239
KRONOS WORLDWIDE INCCOM50105F10510,187446,237SH DFND1443,63802,599
KULICKE & SOFFA INDUSTRIESCOM501242101261,208SH DFND1 21,20800
KULICKE & SOFFA INDUSTRIESCOM50124210110,607491,761SH DFND1491,76100
KURA ONCOLOGY INCCOM50127T1092,446163,659SH DFND1163,65900
KVH INDUSTRIES INCCOM4827381011,395116,791SH DFND1116,79100
KYOCERA CORP -SPONS ADRADR5015562033766,061SH DFND14,74101,320
L BRANDS INCCOM501797104105,8292,548,169SH DFND12,536,347011,822
L BRANDS INCCOM501797104791,900SH DFND1 21,90000
L3 TECHNOLOGIES INCCOM502413107153,991818,782SH DFND1815,28203,500
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596045,202149,579SH DFND1149,57900
LA QUINTA HOLDINGS INCCOM50420D10811,412652,168SH DFND1652,16800
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409162,9671,081,493SH DFND11,076,93904,554
LABORATORY CRP OF AMER HLDGSCOM NEW50540R40932214SH DFND1 221400
LADDER CAPITAL CORP-REITCL A5057431049,157664,570SH DFND1664,57000
LADENBURG THALMANN FINANCIALCOM50575Q1022,146745,162SH DFND1745,16200
LAKELAND BANCORP INCCOM5116371007,935388,984SH DFND1388,98400
LAKELAND FINANCIAL CORPCOM51165610010,900223,729SH DFND1223,72900
LAKELAND INDUSTRIES INCCOM511795106664,706SH DFND1 24,70600
LAKELAND INDUSTRIES INCCOM51179510649935,442SH DFND135,44200
LAM RESEARCH CORPCOM512807108340,2701,842,145SH DFND11,830,099012,046
LAM RESEARCH CORPCOM5128071082301,247SH DFND1 21,24700
LAMAR ADVERTISING CO-ACL A51281610952,733769,497SH DFND1766,63002,867
LAMB WESTON HOLDINGS INCCOM5132721041763,765SH DFND1 23,76500
LAMB WESTON HOLDINGS INCCOM51327210453,9731,151,060SH DFND11,145,72705,333
LANCASTER COLONY CORPCOM51384710320,785173,041SH DFND1172,3750666
LANDAUER INCCOM51476K1035,18877,094SH DFND177,09400
LANDCADIA HOLDINGS INCCL A51476W1072,535253,000SH DFND1 2253,00000
LANDCADIA HOLDINGS INCCL A51476W107616,165SH DFND16,16500
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1155375,000SH DFND1 275,00000
LANDEC CORPCOM514766104332,625SH DFND1 22,62500
LANDEC CORPCOM5147661042,855220,518SH DFND1220,51800
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10820412,077SH DFND112,07700
LANDS' END INCCOM51509F1051,779134,799SH DFND1134,6720127
LANDSTAR SYSTEM INCCOM51509810135,364354,888SH DFND1353,45201,436
LANDSTAR SYSTEM INCCOM51509810129301SH DFND1 230100
LANNETT CO INCCOM5160121014,330234,719SH DFND1234,5790140
LANTHEUS HOLDINGS INCCOM516544103372,117SH DFND1 22,11700
LANTHEUS HOLDINGS INCCOM5165441037,297409,972SH DFND1409,97200
LANTRONIX INCCOM NEW5165482032811,642SH DFND111,64200
LAREDO PETROLEUM INCCOM51680610614,7451,140,375SH DFND11,140,37500
LAS VEGAS SANDS CORPCOM517834107160,6632,505,868SH DFND12,505,86800
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210841,8741,442,947SH DFND11,438,67404,273
LATIN AMERICAN DISCOVERY FDCOM51828C10613511,216SH DFND1 211,21600
LATTICE SEMICONDUCTOR CORPCOM5184151045,6561,085,692SH DFND11,085,69200
LATTICE SEMICONDUCTOR CORPCOM518415104772148,230SH DFND1 2148,23000
LAUREATE EDUCATION INC-ACL A5186132035,278362,790SH DFND1362,79000
LAWSON PRODUCTS INCCOM5207761051,17846,755SH DFND146,75500
LAYN 8 05/01/19 144ANOTE 8.000% 5/0521050AD610,5458,500,000PRN DFND1 28,500,00000
LAYNE CHRISTENSEN COMPANYCOM5210501041,974157,356SH DFND1157,35600
LAZARD LTD-CL ASHS AG5405010284718,743SH DFND1 218,74300
LAZARD LTD-CL ASHS AG5405010250,0771,107,429SH DFND11,106,6190810
LA-Z-BOY INCCOM50533610753419,888SH DFND1 219,88800
LA-Z-BOY INCCOM50533610717,354645,166SH DFND1645,16600
LCI INDUSTRIESCOM50189K10323,453202,446SH DFND1202,44600
LCNB CORPORATIONCOM50181P1001,36965,391SH DFND165,39100
LEAF GROUP LTDCOM52177G10258484,703SH DFND183,06601,637
LEAR CORPCOM NEW521865204142,783825,299SH DFND1825,29900
LEAR CORPCOM NEW5218652041,0646,151SH DFND1 26,15100
LEE ENTERPRISESCOM523768109564256,513SH DFND1256,51300
LEGACY RESERVES LPUNIT LP INT5247073045737,976SH DFND137,97600
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10616,949424,585SH DFND1424,58500
LEGG MASON INCCOM524901105541,375SH DFND1 21,37500
LEGG MASON INCCOM52490110527,976711,699SH DFND1708,71702,982
LEGGETT & PLATT INCCOM52466010773,2041,536,267SH DFND11,530,05906,208
LEIDOS HOLDINGS INCCOM52532710272,7971,229,789SH DFND11,224,04105,748
LEMAITRE VASCULAR INCCOM5255582015,467146,100SH DFND1146,10000
LENDINGCLUB CORPCOM52603A10917,2432,831,497SH DFND12,831,49700
LENDINGTREE INCCOM52603B10715,89565,027SH DFND164,934093
LENNAR CORP - B SHSCL B5260573021,16425,821SH DFND125,82100
LENNAR CORP - B SHSCL B5260573021,12825,037SH DFND1 225,03700
LENNAR CORP-ACL A5260571041182,242SH DFND1 22,24200
LENNAR CORP-ACL A526057104109,7232,082,244SH DFND12,073,14909,095
LENNOX INTERNATIONAL INCCOM52610710753,177297,263SH DFND1295,96201,301
LEUCADIA NATIONAL CORPCOM5272881041736,871SH DFND1 26,87100
LEUCADIA NATIONAL CORPCOM527288104114,6634,547,234SH DFND14,533,073014,161
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N308162,8973,062,806SH DFND13,049,664013,142
LEXICON PHARMACEUTICALS INCCOM NEW5288723025,317432,650SH DFND1432,65000
LEXINGTON REALTY TRUSTCOM52904310118,1871,779,622SH DFND11,779,62200
LEXINGTON REALTY TRUSTCOM529043101303,019SH DFND1 23,01900
LGI HOMES INCCOM50187T1067,498154,385SH DFND1154,38500
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB222,4309,895,000PRN DFND1 29,895,00000
LHC GROUP INCCOM50187A10710,966154,639SH DFND1154,63900
LIBBEY INCCOM5298981081,528165,067SH DFND1165,06700
LIBERTY ALL STAR EQUITY FUNDSH BEN INT53015810421535,676SH DFND1 235,67600
LIBERTY BROADBAND-ACOM SER A53030710723,821252,931SH DFND1252,93100
LIBERTY BROADBAND-CCOM SER C530307305107,8661,132,272SH DFND11,132,27200
LIBERTY EXPEDIA HOLD-ASER A COM53046P10925,632482,631SH DFND1482,63100
LIBERTY GLOBAL PLC- CSHS CL CG5480U120132,4454,052,959SH DFND14,035,440017,519
LIBERTY GLOBAL PLC LILAC - ALILAC SHS CL AG5480U1387,478314,742SH DFND1313,31101,431
LIBERTY GLOBAL PLC LILAC - CLILAC SHS CL CG5480U15319,339830,369SH DFND1826,81603,553
LIBERTY GLOBAL PLC-ASHS CL AG5480U10454,8601,618,747SH DFND11,612,11406,633
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M10467328,594SH DFND1 228,59400
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M10497,7194,147,770SH DFND14,135,358012,412
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297062,14684,604SH DFND184,60400
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP5312298887,648302,689SH DFND1302,68900
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298707,596208,193SH DFND1208,19300
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985465,7391,725,903SH DFND11,725,90300
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940933,821807,492SH DFND1807,49200
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960759,7061,426,949SH DFND11,426,94900
LIBERTY PROPERTY TRUSTSH BEN INT53117210466,7711,626,980SH DFND11,621,92705,053
LIBERTY TAX INCCL A53128T10291563,560SH DFND163,56000
LIBERTY TAX INCCL A53128T10217812,426SH DFND1 212,42600
LIBERTY TRIPADVISOR HDG-ACOM SER A5314651027,872637,460SH DFND1637,1910269
LIBERTY VENTURES - SER ALBT VEN COM A NE53071M85641,493721,003SH DFND1718,61102,392
LIFE STORAGE INCCOM53223X10737,586459,431SH DFND1457,83701,594
LIFEPOINT HEALTH INCCOM53219L1091732,998SH DFND1 22,99800
LIFEPOINT HEALTH INCCOM53219L10920,498354,034SH DFND1352,66401,370
LIFETIME BRANDS INCCOM53222Q1031,70793,332SH DFND193,33200
LIFEVANTAGE CORPCOM NEW53222K20538190,377SH DFND190,37700
LIFEWAY FOODS INCCOM53191410942147,346SH DFND147,34600
LIGAND PHARMACEUTICALSCOM NEW53220K50424,531180,180SH DFND1180,18000
LIGHTBRIDGE CORPCOM NEW53224K2031413,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780522788,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,361304,656SH DFND1304,65600
LIMELIGHT NETWORKS INCCOM53261M1042,786701,909SH DFND1701,90900
LIMONEIRA COCOM5327461042,16993,652SH DFND193,65200
LINCOLN EDUCATIONAL SERVICESCOM533535100277111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010646,901511,577SH DFND1508,94702,630
LINCOLN NATIONAL CORPCOM534187109172,4392,351,127SH DFND12,340,452010,675
LINDBLAD EXPEDITIONS HOLDINGCOM5352191091,926180,020SH DFND1180,02000
LINDSAY CORPCOM5355551067,92286,208SH DFND186,20800
LIONS GATE ENTERTAINMENT-ACL A VTG53591940112,719380,245SH DFND1380,24500
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950029,312922,063SH DFND1922,06300
LIPOCINE INCCOM53630X104414104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A1023390,569SH DFND190,56900
LIQUIDITY SERVICES INCCOM53635B1071,213205,725SH DFND1205,72500
LIQUIDITY SERVICES INCCOM53635B107508,616SH DFND1 28,61600
LITHIA MOTORS INC-CL ACL A53679710323,000191,177SH DFND1191,17700
LITTELFUSE INCCOM53700810439,293200,601SH DFND1199,8250776
LIVANOVA PLCSHSG5509L10127,818397,069SH DFND1395,58801,481
LIVE NATION ENTERTAINMENT INCOM53803410945,6551,048,345SH DFND11,043,75504,590
LIVE OAK BANCSHARES INCCOM53803X1055,588238,300SH DFND1238,30000
LIVE VENTURES INCCOM NEW53814230818214,842SH DFND114,84200
LIVEPERSON INCCOM5381461016,611487,927SH DFND1487,92700
LKQ CORPCOM501889208120,1063,343,489SH DFND13,329,668013,821
LKQ CORPCOM50188920827758SH DFND1 275800
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109676184,839SH DFND1174,282010,557
LOCKHEED MARTIN CORPCOM539830109752,8982,431,470SH DFND12,420,260011,210
LOEWS CORPCOM540424108138,8002,906,106SH DFND12,893,759012,347
LOGITECH INTERNATIONAL-REGSHSH504302323,668100,620SH DFND1100,62000
LOGMEIN INCCOM54142L10949,635451,031SH DFND1449,22601,805
LONESTAR RESOURCES US I-CL ACL A VTG54240F103389110,879SH DFND1110,87900
LORAL SPACE & COMMUNICATIONSCOM5438811065,900119,206SH DFND1119,20600
LOUISIANA-PACIFIC CORPCOM54634710564,3752,377,236SH DFND12,372,28304,953
LOUISIANA-PACIFIC CORPCOM54634710576128,137SH DFND1 228,13700
LOWE'S COS INCCOM5486611071702,139SH DFND1 22,13900
LOWE'S COS INCCOM548661107712,2418,926,715SH DFND18,886,750039,965
LOXO ONCOLOGY INCCOM54886210120,010217,226SH DFND1217,22600
LPL FINANCIAL HOLDINGS INCCOM50212V100881,709SH DFND1 21,70900
LPL FINANCIAL HOLDINGS INCCOM50212V10046,303897,884SH DFND1897,88400
LRAD CORPCOM50213V109305143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,295163,185SH DFND1163,18500
LSC COMMUNICATIONS INCCOM50218P10711,103672,541SH DFND1672,0860455
LSI INDUSTRIES INCCOM50216C10831247,247SH DFND1 247,24700
LSI INDUSTRIES INCCOM50216C1081,337202,413SH DFND1202,41300
LTC PROPERTIES INCCOM50217510218,012383,405SH DFND1383,40500
LUBY'S INCCOM54928210118469,569SH DFND169,56900
LULULEMON ATHLETICA INCCOM55002110960,303969,098SH DFND1969,09800
LULULEMON ATHLETICA INCCOM55002110934555SH DFND1 255500
LUMBER LIQUIDATORS HOLDINGSCOM55003T1079,035231,809SH DFND1231,80900
LUMENTUM HOLDINGS INCCOM55024U10929,464542,118SH DFND1542,11800
LUMINEX CORPCOM55027E1028,264406,493SH DFND1406,49300
LUMOS NETWORKS CORPCOM5502831053,655204,008SH DFND1204,00800
LUNA INNOVATIONS INCCOM550351100251148,929SH DFND1148,92900
LYDALL INCCOM5508191067,900137,884SH DFND1137,88400
LYONDELLBASELL INDU-CL ASHS - A -N537451002372,397SH DFND1 22,39700
LYONDELLBASELL INDU-CL ASHS - A -N53745100393,0973,975,196SH DFND13,958,807016,389
M & T BANK CORPCOM55261F104254,4511,583,003SH DFND11,576,10606,897
M/I HOMES INCCOM55305B1015,227195,570SH DFND1195,57000
MACATAWA BANK CORPCOM5542251022,050199,867SH DFND1199,86700
MACERICH CO/THECOM55438210175,6491,378,505SH DFND11,373,63704,868
MACK-CALI REALTY CORPCOM55448910420,954883,796SH DFND1880,71503,081
MACOM TECHNOLOGY SOLUTIONS HCOM55405Y10016,083360,543SH DFND1360,54300
MACQUARIE INFRASTRUCTURE CORCOM55608B10532446SH DFND1 244600
MACQUARIE INFRASTRUCTURE CORCOM55608B10545,685633,184SH DFND1632,13001,054
MACROGENICS INCCOM5560991095,464295,687SH DFND1295,68700
MACY'S INCCOM55616P10494,2194,323,770SH DFND14,310,117013,653
MACY'S INCCOM55616P10452123,916SH DFND1 223,91600
MADISON SQUARE GARDEN CO- ACL A55825T10327,600128,912SH DFND1128,91200
MADRIGAL PHARMACEUTICALS INCCOM5588681051,61835,980SH DFND135,98000
MAGAL SECURITY SYS LTDORDM6786D1045411,406SH DFND111,40600
MAGELLAN HEALTH INCCOM NEW5590792077058,171SH DFND1 28,17100
MAGELLAN HEALTH INCCOM NEW55907920725,115291,025SH DFND1291,02500
MAGIC SOFTWARE ENTERPRISESORD55916610324227,706SH DFND127,70600
MAGNA INTERNATIONAL INCCOM5592224012164,051SH DFND13,5370514
MAGNEGAS CORPCOM PAR55939L301814,443SH DFND114,44300
MAIDEN HOLDINGS LTDSHSG5753U1125,229657,828SH DFND1655,42102,407
MAINSOURCE FINANCIAL GROUP ICOM56062Y1028,007223,292SH DFND1223,29200
MAJESCOCOM56068V10229960,105SH DFND160,10500
MAKEMYTRIP LTDSHSV5633W1091,06437,037SH DFND137,03700
MALIBU BOATS INC - ACOM CL A56117J1005,642178,323SH DFND1178,32300
MALLINCKRODT PLC SHSG5785G10732,952882,179SH DFND1878,75703,422
MALLINCKRODT PLC SHSG5785G10742511,393SH DFND1 211,39300
MALVERN BANCORP INCCOM5614091032,17881,435SH DFND181,43500
MAMMOTH ENERGY SERVICES INCCOM56155L1082,061122,296SH DFND1122,29600
MANHATTAN ASSOCIATES INCCOM56275010924,881598,540SH DFND1596,17902,361
MANITEX INTERNATIONAL INCCOM56342010862369,438SH DFND169,43800
MANITOWOC COMPANY INCCOM56357110810,2481,138,678SH DFND11,138,67800
MANNING & NAPIER INCCL A56382Q102467118,420SH DFND1118,42000
MANNING & NAPIER INCCL A56382Q10223860,352SH DFND1 260,35200
MANNKIND CORPCOM NEW56400P7061,043481,026SH DFND1481,02600
MANPOWERGROUP INCCOM56418H1001341,142SH DFND1 21,14200
MANPOWERGROUP INCCOM56418H10083,280707,165SH DFND1704,67902,486
MANTECH INTERNATIONAL CORP-ACL A56456310410,280232,854SH DFND1232,85400
MANULIFE FINANCIAL CORPCOM56501R10631315,439SH DFND113,79201,647
MARATHON OIL CORPCOM565849106127,8589,445,969SH DFND19,406,764039,205
MARATHON PATENT GROUP INCCOM NEW56585W2031844,662SH DFND144,66200
MARATHON PETROLEUM CORPCOM56585A102308,0125,502,642SH DFND15,478,788023,854
MARCHEX INC-CLASS BCL B56624R108507164,240SH DFND1163,05501,185
MARCUS & MILLICHAP INCCOM5663241093,549131,499SH DFND1131,49900
MARCUS CORPORATIONCOM5663301064,209151,950SH DFND1151,95000
MARIN SOFTWARE INCCOM56804T20515287,117SH DFND187,11700
MARIN SOFTWARE INCCOMSTK56804T10615287,117SH DFND187,11700
MARINE PRODUCTS CORPCOM56842710883652,089SH DFND152,08900
MARINEMAX INCCOM5679081083,271197,692SH DFND1197,69200
MARINUS PHARMACEUTICALS INCCOM56854Q101616105,104SH DFND1105,10400
MARKEL CORPCOM570535104121,419113,755SH DFND1113,75500
MARKETAXESS HOLDINGS INCCOM57060D10858,510317,114SH DFND1315,82601,288
MARKETAXESS HOLDINGS INCCOM57060D10833180SH DFND1 218000
MARLIN BUSINESS SERVICES INCCOM5711571063,677127,903SH DFND1127,90300
MARRIOTT INTERNATIONAL -CL ACL A571903202347,6623,159,372SH DFND13,134,217025,155
MARRIOTT VACATIONS WORLDCOM57164Y10724,412196,034SH DFND1196,03400
MARRONE BIO INNOVATIONS INCCOM57165B10610289,410SH DFND189,41000
MARSH & MCLENNAN COSCOM571748102450,7235,388,078SH DFND15,365,149022,929
MARTEN TRANSPORT LTDCOM57307510812587SH DFND1 258700
MARTEN TRANSPORT LTDCOM5730751087,382359,259SH DFND1359,25900
MARTIN MARIETTA MATERIALSCOM573284106128,229623,036SH DFND1620,16402,872
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT57333110529118,746SH DFND118,74600
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051417,928SH DFND1 27,92800
MARVELL TECHNOLOGY GROUP LTDORDG5876H10591,6015,118,856SH DFND15,117,9560900
MASCO CORPCOM574599106123,5323,172,894SH DFND13,157,846015,048
MASIMO CORPCOM5747951001651,914SH DFND1 21,91400
MASIMO CORPCOM57479510056,460652,272SH DFND1649,62402,648
MASONITE INTERNATIONAL CORPCOM57538510916,773242,392SH DFND1242,39200
MASTEC INCCOM57632310925,195543,002SH DFND1543,00200
MASTERCARD INC - ACL A57636Q1041,484,71610,533,775SH DFND110,489,728044,047
MATADOR RESOURCES COCOM57648520520,482754,404SH DFND1751,34103,063
MATCH GROUP INCCOM57665R1069,203396,863SH DFND1396,86300
MATERION CORPCOM5766901017,244167,883SH DFND1167,88300
MATINAS BIOPHARMA HOLDINGS ICOM576810105662501,565SH DFND1501,56500
MATLIN AND PARTNERS ACQUISITUNIT 05/28/2021A57682V2052,030200,000SH DFND1 2200,00000
MATRIX SERVICE COCOM5768531053,723244,998SH DFND1244,99800
MATSON INCCOM57686G10510,016355,454SH DFND1355,45400
MATTEL INCCOM57708110258,2753,771,239SH DFND13,743,728027,511
MATTEL INCCOM577081102754,869SH DFND1 24,86900
MATTERSIGHT CORPCOM57709710821577,017SH DFND177,01700
MATTHEWS INTL CORP-CLASS ACL A57712810117,871287,088SH DFND1287,08800
MAUI LAND & PINEAPPLE COCOM5773451011,546110,856SH DFND1110,85600
MAXIM INTEGRATED PRODUCTSCOM57772K101134,9742,830,302SH DFND12,820,41709,885
MAXIMUS INCCOM57793310437,430580,318SH DFND1578,09602,222
MAXLINEAR INCCOM57776J10010,340435,373SH DFND1435,37300
MAXPOINT INTERACTIVE INCCOM NEW57777M20120314,682SH DFND114,68200
MAXWELL TECHNOLOGIES INCCOM5777671061,299253,351SH DFND1253,35100
MAZOR ROBOTICS LTD-SPON ADRSPONSORED ADS57886P10352110,569SH DFND110,56900