The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACL A68243Q106393,670SH DFND1 23,67000
1-800-FLOWERS.COM INC-CL ACL A68243Q1063,212300,209SH DFND1298,78401,425
1ST CONSTITUTION BANCORPCOM31986N10285946,592SH DFND146,59200
1ST SOURCE CORPCOM3369011038,335168,573SH DFND1168,57300
21VIANET GROUP INC-ADRSPONSORED ADR90138A10332440,713SH DFND140,71300
22ND CENTURY GROUP INCCOM90137F1031,854662,362SH DFND1662,36200
2U INCCOM90214J10130,929479,453SH DFND1479,45300
3D SYSTEMS CORPCOM NEW88554D2058,054932,185SH DFND1926,57005,615
3M COCOM88579Y1011,621,3096,901,534SH DFND16,870,287031,247
51JOB INC-ADRSP ADR REP COM3168271041,55725,597SH DFND125,59700
51JOB INC-ADRSP ADR REP COM3168271044226,951SH DFND1 26,95100
58.COM INC-ADRSPON ADR REP A31680Q104741,047SH DFND1 21,04700
58.COM INC-ADRSPON ADR REP A31680Q10410,041141,245SH DFND1141,0070238
8POINT3 ENERGY PARTNERS LPCL A RPT LTDPT28253910536924,303SH DFND124,30300
8X8 INCCOM28291410010,857770,067SH DFND1770,06700
A H BELO CORP-ACOM CL A001282102531110,675SH DFND1110,67500
A10 NETWORKS INCCOM0021211013,380437,938SH DFND1437,93800
AAC HOLDINGS INCCOM00030710869276,994SH DFND176,99400
AAON INCCOM PAR $0.00400036020613,877378,127SH DFND1378,12700
AAR CORPCOM00036110533850SH DFND1 285000
AAR CORPCOM00036110510,770274,137SH DFND1274,13700
AARON'S INCCOM PAR $0.5000253530026,703670,095SH DFND1667,02403,071
ABAXIS INCCOM00256710510,350209,007SH DFND1208,4850522
ABB LTD-SPON ADRSPONSORED ADR00037520455720,803SH DFND116,90103,902
ABBOTT LABORATORIESCOM0028241001,028,27418,056,361SH DFND117,964,292092,069
ABBVIE INCCOM00287Y1091,547,83316,040,131SH DFND115,956,621083,510
ABBVIE INCCOM00287Y1092632,720SH DFND1 22,72000
ABEONA THERAPEUTICS INCCOM00289Y1074,405277,958SH DFND1277,95800
ABERCROMBIE & FITCH CO-CL ACL A0028962079,834564,238SH DFND1563,8350403
ABIOMED INCCOM00365410067,211358,631SH DFND1356,56102,070
ABIOMED INCCOM0036541003511,876SH DFND1 21,87600
ABM INDUSTRIES INCCOM00095710017,556465,438SH DFND1465,43800
ABR 5.375 11/15/20NOTE 5.375%11/1038923AB44,0574,000,000PRN DFND1 24,000,00000
ABRAXAS PETROLEUM CORPCOM0038301063,2411,317,808SH DFND11,317,80800
AC IMMUNE SASHSH0026310556444,068SH DFND144,06800
ACACIA COMMUNICATIONS INCCOM00401C1086,581181,666SH DFND1181,66600
ACACIA RESEARCH CORPACACIA TCH COM0038813071,825450,676SH DFND1450,67600
ACADIA HEALTHCARE CO INCCOM00404A109591,810SH DFND1 21,81000
ACADIA HEALTHCARE CO INCCOM00404A10923,760728,189SH DFND1724,15904,030
ACADIA PHARMACEUTICALS INCCOM00422510826,195869,977SH DFND1869,97700
ACADIA REALTY TRUSTCOM SH BEN INT00423910923,786869,389SH DFND1869,38900
ACCELERATE DIAGNOSTICS INCCOM00430H1026,523248,973SH DFND1248,7790194
ACCELERON PHARMA INCCOM00434H10814,872350,432SH DFND1350,43200
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,080,6657,072,752SH DFND17,040,280032,472
ACCESS NATIONAL CORPCOM0043371013,504125,888SH DFND1125,88800
ACCO BRANDS CORPCOM00081T10811,093909,310SH DFND1909,31000
ACCURAY INCCOM0043971053,161735,316SH DFND1735,31600
ACELRX PHARMACEUTICALS INCCOM00444T100437215,834SH DFND1215,83400
ACETO CORPCOM004446100686,620SH DFND1 26,62000
ACETO CORPCOM0044461002,719263,216SH DFND1263,21600
ACHAOGEN INCCOM0044491043,165294,718SH DFND1294,71800
ACHILLION PHARMACEUTICALSCOM00448Q2013,0351,053,860SH DFND11,053,86000
ACI WORLDWIDE INCCOM00449810123,6511,043,287SH DFND11,037,43905,848
ACLARIS THERAPEUTICS INCCOM00461U1055,565225,673SH DFND1225,67300
ACNB CORPCOM0008681091,10837,512SH DFND137,51200
ACORDA THERAPEUTICS INCCOM00484M1068,795410,068SH DFND1410,06800
ACTINIUM PHARMACEUTICALS INCCOM00507W107126191,249SH DFND1191,24900
ACTIVISION BLIZZARD INCCOM00507V109492,2277,790,249SH DFND17,725,116065,133
ACTUA CORPCOM0050941074,739303,838SH DFND1303,83800
ACTUANT CORP-ACL A NEW00508X20312,638499,527SH DFND1499,52700
ACUITY BRANDS INCCOM00508Y10285,075484,308SH DFND1482,21302,095
ACUSHNET HOLDINGS CORPCOM0050981087,018332,945SH DFND1332,94500
ACXIOM CORPCOM00512510919,107693,297SH DFND1689,39603,901
ADAMAS PHARMACEUTICALS INCCOM00548A1064,900144,614SH DFND1144,61400
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208768174,557SH DFND1174,55700
ADAMS DIVERSIFIED EQUITYCOM0062121045,770383,954SH DFND1 2383,95400
ADAMS NATURAL RESOURCES FUNDCOM00548F1055,184261,313SH DFND1 2261,31300
ADAMS RESOURCES & ENERGY INCCOM NEW00635130876217,538SH DFND117,53800
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A107062SH DFND1 26200
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10719128,605SH DFND128,60500
ADDUS HOMECARE CORPCOM0067391062,25464,777SH DFND164,77700
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061711,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D10142165,333SH DFND165,33300
ADIENT PLC ORD SHSG0084W1012172,759SH DFND1 22,75900
ADIENT PLC ORD SHSG0084W10161,389780,043SH DFND1779,8970146
ADMA BIOLOGICS INCCOM000899104359112,000SH DFND1112,00000
ADOBE SYSTEMS INCCOM00724F101908,8585,197,302SH DFND15,155,079042,223
ADOBE SYSTEMS INCCOM00724F10146265SH DFND1 226500
ADOMANI INCCOM00726A10015635,559SH DFND135,55900
ADTALEM GLOBAL EDUCATION INCCOM00737L10321,293506,392SH DFND1503,40302,989
ADTRAN INCCOM00738A10610,460540,583SH DFND1540,58300
ADURO BIOTECH INCCOM00739L1012,667355,653SH DFND1355,65300
ADVANCE AUTO PARTS INCCOM00751Y10676,468768,733SH DFND1765,05603,677
ADVANCED ACCELERATOR APP-ADRSPONSORED ADS00790T1002,10725,820SH DFND125,82000
ADVANCED DISPOSAL SERVICES ICOM00790X1018,835369,073SH DFND1369,07300
ADVANCED DRAINAGE SYSTEMS INCOM00790R1047,866329,844SH DFND1329,84400
ADVANCED EMISSIONS SOLUTIONSCOM00770C1011,919198,708SH DFND1198,70800
ADVANCED ENERGY INDUSTRIESCOM00797310025,282374,671SH DFND1374,67100
ADVANCED ENERGY INDUSTRIESCOM0079731002043,025SH DFND1 23,02500
ADVANCED MICRO DEVICESCOM00790310797,3379,486,698SH DFND19,445,476041,222
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00756M404629,645SH DFND1 29,64500
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00756M40410215,887SH DFND112,02703,860
ADVANSIX INCCOM00773T10110,584251,595SH DFND1251,59500
ADVAXIS INCCOM NEW007624208802282,545SH DFND1282,54500
ADVERUM BIOTECHNOLOGIES INCCOM00773U10833395,252SH DFND195,25200
AECOMCOM00766T10048,5341,306,454SH DFND11,298,68907,765
AEGION CORPCOM00770F1047,583298,226SH DFND1298,22600
AEGLEA BIOTHERAPEUTICS INCCOM00773J10316530,649SH DFND130,64900
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410316726,653SH DFND123,21303,440
AEHR TEST SYSTEMSCOM00760J10826598,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2023259,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510619,489373,017SH DFND1373,01700
AERIE PHARMACEUTICALS INCCOM00771V10819,244322,090SH DFND1322,09000
AEROHIVE NETWORKS INCCOM0077861061,930331,057SH DFND1331,05700
AEROJET ROCKETDYNE HOLDINGSCOM00780010518,896605,654SH DFND1605,65400
AEROVIRONMENT INCCOM00807310810,608188,901SH DFND1188,90100
AES CORPCOM00130H10518517,150SH DFND1 217,15000
AES CORPCOM00130H10584,5527,822,454SH DFND17,789,595032,859
AETHLON MEDICAL INCCOM NEW00808Y2082724,234SH DFND124,23400
AETNA INCCOM00817Y1083,15617,500SH DFND1 217,50000
AETNA INCCOM00817Y108597,2153,317,894SH DFND13,300,487017,407
AEVI GENOMIC MEDICINE INCCOM00835P105201167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM008252108120,962590,625SH DFND1587,86202,763
AFFIMED NVCOMN010451081310,000SH DFND110,00000
AFLAC INCCOM001055102371,6494,242,578SH DFND14,222,008020,570
AFLAC INCCOM00105510211131SH DFND1 213100
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,327227,650SH DFND1224,65202,998
AGCO CORPCOM00108410249,803697,632SH DFND1694,38103,251
AGENUS INCCOM NEW00847G7052,201675,304SH DFND1675,30400
AGILE THERAPEUTICS INCCOM00847L100460171,318SH DFND1171,31800
AGILENT TECHNOLOGIES INCCOM00846U101241,0313,606,150SH DFND13,589,246016,904
AGILYSYS INCCOM00847J1051,871152,406SH DFND1152,40600
AGIOS PHARMACEUTICALS INCCOM00847X10421,125369,512SH DFND1369,51200
AGNC INVESTMENT CORPCOM00123Q104101,2605,017,379SH DFND15,010,60406,775
AGNICO EAGLE MINES LTDCOM0084741085,989130,729SH DFND1130,4640265
AGREE REALTY CORPCOM00849210012,069234,631SH DFND1234,63100
AGROFRESH SOLUTIONS INCCOM00856G1091,673226,174SH DFND1226,17400
AILERON THERAPEUTICS INCCOM00887A10516115,280SH DFND115,28000
AIMMUNE THERAPEUTICS INCCOM00900T10710,006264,577SH DFND1264,57700
AIR LEASE CORPCL A00912X30238,363797,743SH DFND1797,74300
AIR PRODUCTS & CHEMICALS INCCOM009158106352,3512,152,307SH DFND12,140,988011,319
AIR TRANSPORT SERVICES GROUPCOM00922R10511,308488,718SH DFND1488,71800
AIRCASTLE LTDCOMG0129K10410,341442,142SH DFND1442,14200
AIRGAIN INCCOM00938A10427630,780SH DFND130,78000
AIRMEDIA GROUP INC-ADRSPONSORED ADR0094111092420,876SH DFND120,87600
AK STEEL HOLDING CORPCOM00154710814,5002,562,003SH DFND12,562,00300
AKAMAI TECHNOLOGIES INCCOM00971T101122,3971,885,681SH DFND11,877,27208,409
AKCEA THERAPEUTICS INCCOM00972L1073,550204,540SH DFND1204,54000
AKEBIA THERAPEUTICS INCCOM00972D1051338,991SH DFND1 28,99100
AKEBIA THERAPEUTICS INCCOM00972D1057,320492,272SH DFND1491,24301,029
AKERS BIOSCIENCES INCCOM00973E102112,000SH DFND112,00000
AKORN INCCOM00972810626,107810,036SH DFND1805,41404,622
AKOUSTIS TECHNOLOGIES INCCOM00973N10247776,656SH DFND176,65600
ALAMO GROUP INCCOM01131110712,265108,672SH DFND1108,67200
ALARM.COM HOLDINGS INCCOM0116421059,888261,940SH DFND1261,94000
ALASKA AIR GROUP INCCOM011659109100,6691,371,578SH DFND11,365,06606,512
ALASKA AIR GROUP INCCOM01165910912172SH DFND1 217200
ALASKA COMM SYSTEMS GROUPCOM01167P101968361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810814,487235,766SH DFND1235,76600
ALBEMARLE CORPCOM012653101150,6991,180,772SH DFND11,175,00905,763
ALBEMARLE CORPCOM01265310138302SH DFND1 230200
ALBIREO PHARMA INCCOM01345P10681531,852SH DFND131,85200
ALCOA CORPCOM01387210610189SH DFND1 218900
ALCOA CORPCOM01387210680,2391,489,502SH DFND11,488,9210581
ALDER BIOPHARMACEUTICALS INCCOM0143391056,410559,850SH DFND1559,85000
ALDEYRA THERAPEUTICS INCCOM01438T106695102,263SH DFND1102,26300
ALEXANDER & BALDWIN INCCOM01449110416,551379,110SH DFND1376,83002,280
ALEXANDER'S INCCOM01475210911,30728,564SH DFND128,56400
ALEXANDRIA REAL ESTATE EQUITCOM015271109160,9191,234,361SH DFND11,229,60004,761
ALEXION PHARMACEUTICALS INCCOM0153511091721,441SH DFND1 21,44100
ALEXION PHARMACEUTICALS INCCOM015351109269,0792,254,974SH DFND12,235,782019,192
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102310,4961,813,049SH DFND11,812,4400609
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W10216SH DFND1 2600
ALICO INCCOM01623010484528,662SH DFND128,66200
ALICO INCCOM016255101207,513935,552SH DFND1929,17206,380
ALIGN TECHNOLOGY INCCOM0162551011990SH DFND1 29000
ALIMERA SCIENCES INCCOM016259103192144,795SH DFND1144,79500
ALIO GOLD INCCOM01627X10812133,000SH DFND1 233,00000
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB820,58015,500,000PRN DFND1 215,500,00000
ALJ REGIONAL HOLDINGS INCCOM0016271087824,901SH DFND124,90100
ALKERMES PLCSHSG0176710572,9341,333,429SH DFND11,333,3050124
ALLEGHANY CORPCOM01717510079,963134,213SH DFND1133,4540759
ALLEGHENY TECHNOLOGIES INCCOM01741R10225,1971,043,800SH DFND11,037,58906,211
ALLEGIANCE BANCSHARES INCCOM01748H1073,75899,816SH DFND199,81600
ALLEGIANT TRAVEL COCOM01748X10218,011116,388SH DFND1116,38800
ALLEGIANT TRAVEL COCOM01748X10232212SH DFND1 221200
ALLEGION PLCORD SHSG0176J1091461,839SH DFND1 21,83900
ALLEGION PLCORD SHSG0176J10981,2561,023,438SH DFND11,018,70804,730
ALLERGAN PLCSHSG0177J108558,6253,422,365SH DFND13,405,354017,011
ALLETE INCCOM NEW01852230038,444517,000SH DFND1517,00000
ALLIANCE CALIF MUNI INCOMECOM01854610141230,305SH DFND1 230,30500
ALLIANCE DATA SYSTEMS CORPCOM01858110817SH DFND1 2700
ALLIANCE DATA SYSTEMS CORPCOM018581108139,500551,392SH DFND1549,00402,388
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1001,09040,711SH DFND140,71100
ALLIANCE MMA INCCOM0186261013631,107SH DFND131,10700
ALLIANCE ONE INTERNATIONALCOM NEW018772301141,100SH DFND1 21,10000
ALLIANCE ONE INTERNATIONALCOM NEW01877230156242,426SH DFND142,42600
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,27364,629SH DFND1 264,62900
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,63683,076SH DFND183,07600
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G10686334,480SH DFND1 234,48000
ALLIANT ENERGY CORPCOM018802108111,0802,612,164SH DFND12,600,180011,984
ALLIANZGI NFJ DIVIDEND INTERCOM01883A1071,12085,877SH DFND1 285,87700
ALLIED MOTION TECHNOLOGIESCOM0193301092,04361,769SH DFND161,76900
ALLIED MOTION TECHNOLOGIESCOM019330109421,295SH DFND1 21,29500
ALLISON TRANSMISSION HOLDINGCOM01973R10183,8291,946,348SH DFND11,946,34800
ALLISON TRANSMISSION HOLDINGCOM01973R1011,13826,444SH DFND1 226,44400
ALLOT COMMUNICATIONS LTDSHSM0854Q1059618,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10827,8441,913,696SH DFND11,904,78508,911
ALLSTATE CORPCOM020002101405,1283,877,024SH DFND13,859,181017,843
ALLY FINANCIAL INCCOM02005N100100,8413,460,538SH DFND13,460,53800
ALMOST FAMILY INCCOM0204091086,019108,755SH DFND1108,75500
ALNYLAM PHARMACEUTICALS INCCOM02043Q10794,929747,646SH DFND1747,5220124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104211,324SH DFND1 21,32400
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1044,047247,411SH DFND1247,41100
ALPHABET INC-CL ACAP STK CL A02079K3053,454,1543,285,692SH DFND13,260,035025,657
ALPHABET INC-CL CCAP STK CL C02079K1073,506,3983,357,642SH DFND13,329,996027,646
ALPHATEC HOLDINGS INCCOM NEW02081G20112547,147SH DFND147,14700
ALPINE GLOBAL PREMIER PROPERCOM SBI02083A10330244,922SH DFND1 244,92200
ALPINE IMMUNE SCIENCES INCCOM02083G10035231,490SH DFND131,49000
ALTABA INCCOM0213461011,24617,852SH DFND117,1750677
ALTABA INCCOM0213461013,47149,700SH DFND1 249,70000
ALTAIR ENGINEERING INC - ACOM CL A0213691033,943164,860SH DFND1164,86000
ALTERYX INC - CLASS ACOM CL A02156B1035,134203,201SH DFND1203,20100
ALTICE USA INC- ACL A02156K1038,970422,533SH DFND1422,53300
ALTIMMUNE INCCOM02155H10119899,537SH DFND198,8400697
ALTISOURCE ASSET MANAGEMENTCOM02153X1082012,472SH DFND12,47200
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,897103,478SH DFND1103,47800
ALTISOURCE RESIDENTIAL CORPCL B02153W1005,123431,985SH DFND1431,98500
ALTRA INDUSTRIAL MOTION CORPCOM02208R10613,453266,931SH DFND1266,93100
ALTRIA GROUP INCCOM02209S1031,547,22821,709,187SH DFND121,614,299094,888
AMAG PHARMACEUTICALS INCCOM00163U1065,001377,479SH DFND1377,3520127
AMARIN CORP PLC -ADRSPONS ADR NEW023111206814203,003SH DFND1203,00300
AMARIN CORP PLC -ADRSPONS ADR NEW02311120615438,573SH DFND1 238,57300
A-MARK PRECIOUS METALS INCCOM00181T10728119,162SH DFND119,16200
AMAZON.COM INCCOM0231351064,930,0144,224,515SH DFND14,187,121037,394
AMBAC FINANCIAL GROUP INCCOM NEW0231398846,316395,274SH DFND1395,27400
AMBARELLA INCSHSG037AX1015,17488,075SH DFND188,031044
AMBER ROAD INCCOM02318Y1081,137154,970SH DFND1154,97000
AMBEV SA-ADRSPONSORED ADR02319V103946146,484SH DFND1146,48400
AMBEV SA-ADRSPONSORED ADR02319V1037010,982SH DFND1 210,98200
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1046,672441,878SH DFND1441,87800
AMC NETWORKS INC-ACL A00164V10324,337450,019SH DFND1447,53802,481
AMC NETWORKS INC-ACL A00164V103861,591SH DFND1 21,59100
AMDOCS LTDSHSG0260210335,819547,031SH DFND1547,03100
AMEDISYS INCCOM02343610814,494274,992SH DFND1274,99200
AMER NATL BNKSHS/DANVILLE VACOM0277451081,90049,621SH DFND149,62100
AMERCOCOM02358610024,07063,719SH DFND163,71900
AMEREN CORPORATIONCOM023608102151,4352,572,602SH DFND12,560,134012,468
AMERESCO INC-CL ACL A02361E1081,253145,774SH DFND1145,77400
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10723639,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102246,3584,742,823SH DFND14,704,044038,779
AMERICAN ASSETS TRUST INCCOM02401310416,390428,615SH DFND1428,61500
AMERICAN AXLE & MFG HOLDINGSCOM02406110320,2911,191,539SH DFND11,191,53900
AMERICAN AXLE & MFG HOLDINGSCOM0240611031458,529SH DFND1 28,52900
AMERICAN CAMPUS COMMUNITIESCOM02483510039973SH DFND1 297300
AMERICAN CAMPUS COMMUNITIESCOM02483510057,0231,389,796SH DFND11,383,07706,719
AMERICAN EAGLE OUTFITTERSCOM02553E10626,5601,412,782SH DFND11,403,72709,055
AMERICAN EAGLE OUTFITTERSCOM02553E10630216,074SH DFND1 216,07400
AMERICAN ELECTRIC POWERCOM025537101359,0444,891,154SH DFND14,865,997025,157
AMERICAN ELECTRIC TECHNOLOGICOM0255761091711,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620622,067718,111SH DFND1718,11100
AMERICAN EXPRESS COCOM02581610910106SH DFND1 210600
AMERICAN EXPRESS COCOM025816109763,1437,700,502SH DFND17,663,614036,888
AMERICAN FINANCIAL GROUP INCCOM02593210465,664605,300SH DFND1601,91203,388
AMERICAN HOMES 4 RENT- ACL A02665T30655,5682,544,356SH DFND12,544,35600
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AMERICAN SOFTWARE INC-CL ACL A0296831092,679230,366SH DFND1230,36600
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AMERICAN WATER WORKS CO INCCOM030420103177,9781,949,195SH DFND11,940,32608,869
AMERICAN WOODMARK CORPCOM03050610916,505126,721SH DFND1126,72100
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AMES NATIONAL CORPCOM0310011001,51454,396SH DFND154,39600
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AMGEN INCCOM0311621001,406,5738,104,501SH DFND18,040,919063,582
AMICUS THERAPEUTICS INCCOM03152W10922,5381,566,261SH DFND11,566,26100
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AMKOR TECHNOLOGY INCCOM03165210016,9421,685,820SH DFND11,685,82000
AMN HEALTHCARE SERVICES INCCOM00174410119,669399,380SH DFND1399,38000
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AMPHENOL CORP-CL ACL A032095101317,7193,625,410SH DFND13,610,222015,188
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AMPLIFY SNACK BRANDS INCCOM03211L1023,213267,607SH DFND1267,60700
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ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA97,6408,000,000PRN DFND1 28,000,00000
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APARTMENT INVT & MGMT CO -ACL A03748R10139903SH DFND1 290300
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ATMOS ENERGY CORPCOM04956010576,348889,395SH DFND1883,92705,468
ATN INTERNATIONAL INCCOM00215F1075,784104,682SH DFND1104,68200
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AVALONBAY COMMUNITIES INCCOM053484101311,9571,751,561SH DFND11,744,69406,867
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AXOGEN INCCOM05463X1067,295257,800SH DFND1256,9980802
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AXT INCCOM00246W1032,909334,414SH DFND1334,41400
AZZ INCCOM00247410410,907213,448SH DFND1213,44800
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B&G FOODS INCCOM05508R10619,928566,945SH DFND1566,0700875
B. RILEY FINANCIAL INCCOM05580M1082,893159,854SH DFND1159,85400
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CALIFORNIA RESOURCES CORPCOM NEW13057Q2066,306324,413SH DFND1324,397016
CALIFORNIA WATER SERVICE GRPCOM13078810218,269402,862SH DFND1402,86200
CALITHERA BIOSCIENCES INCCOM13089P1012,307276,354SH DFND1276,35400
CALIX INCCOM13100M5091,958329,165SH DFND1329,16500
CALLAWAY GOLF COMPANYCOM13119310411,564830,189SH DFND1830,18900
CALLIDUS SOFTWARE INCCOM13123E50017,011593,786SH DFND1593,78600
CALLON PETROLEUM COCOM13123X10220,2101,663,381SH DFND11,653,41809,963
CAL-MAINE FOODS INCCOM NEW12803020212,277276,218SH DFND1275,9080310
CALPINE CORPCOM NEW13134730445,5423,010,103SH DFND13,010,10300
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610355572,082SH DFND172,08200
CALYXT INCCOM13173L1071,94688,376SH DFND188,37600
CAMBIUM LEARNING GROUP INCCOM13201A107183,300SH DFND1 23,30000
CAMBIUM LEARNING GROUP INCCOM13201A107671118,303SH DFND1118,30300
CAMBREX CORPCOM13201110713,452280,265SH DFND1280,26500
CAMDEN NATIONAL CORPCOM1330341086,021142,930SH DFND1142,93000
CAMDEN PROPERTY TRUSTSH BEN INT13313110293,0561,011,223SH DFND11,006,65804,565
CAMECO CORPCOM13321L1081,812197,723SH DFND1197,3970326
CAMPBELL SOUP COCOM134429109120,9982,519,166SH DFND12,509,21009,956
CAMPBELL SOUP COCOM13442910941866SH DFND1 286600
CAMPING WORLD HOLDINGS INC-ACL A13462K10911,214250,705SH DFND1250,70500
CAMTEK LTDORDM207911059416,454SH DFND116,45400
CAN IMPERIAL BK OF COMMERCECOM1360691015485,631SH DFND15,2740357
CANADIAN NATL RAILWAY COCOM1363751026537,922SH DFND17,1860736
CANADIAN NATURAL RESOURCESCOM1363851013118,710SH DFND18,0430667
CANADIAN PACIFIC RAILWAY LTDCOM13645T1004582,510SH DFND12,3560154
CANADIAN SOLAR INCCOM13663510982448,915SH DFND148,91500
CANCER GENETICS INCCOM13739U10416187,279SH DFND187,27900
CANNAE HOLDINGS INCCOM13765N1079,138536,615SH DFND1536,61500
CANON INC-SPONS ADRSPONSORED ADR1380063091,47539,450SH DFND137,02702,423
CANTEL MEDICAL CORPCOM13809810830,893300,318SH DFND1300,31800
CAPELLA EDUCATION COCOM1395941058,466109,380SH DFND1109,38000
CAPITAL CITY BANK GROUP INCCOM1396741052,386104,031SH DFND1104,03100
CAPITAL ONE FINANCIAL CORPCOM14040H105490,4944,936,404SH DFND14,912,298024,106
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107529157,613SH DFND1 2157,61300
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210713239,425SH DFND139,42500
CAPITAL SENIOR LIVING CORPCOM1404751042,737202,892SH DFND1202,89200
CAPITAL SOUTHWEST CORPCOM14050110719111,586SH DFND111,58600
CAPITALA FINANCE CORPCOM14054R106517,038SH DFND1 27,03800
CAPITALA FINANCE CORPCOM14054R106709,727SH DFND19,72700
CAPITOL FEDERAL FINANCIAL INCOM14057J10116,7651,250,193SH DFND11,250,19300
CAPITOL FEDERAL FINANCIAL INCOM14057J101211,604SH DFND1 21,60400
CAPRICOR THERAPEUTICS INCCOM14070B10112176,996SH DFND176,99600
CAPSTAR FINANCIAL HOLDINGS ICOM14070T10284340,629SH DFND140,62900
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,318846,105SH DFND1846,10500
CAPSTONE TURBINE CORPCOM NEW14067D409134174,192SH DFND1174,19200
CARA THERAPEUTICS INCCOM1407551092,763225,774SH DFND1225,77400
CARBO CERAMICS INCCOM1407811051,787175,600SH DFND1175,60000
CARBONITE INCCOM1413371055,580222,311SH DFND1222,31100
CARDINAL HEALTH INCCOM14149Y108921,503SH DFND1 21,50300
CARDINAL HEALTH INCCOM14149Y108210,6953,445,773SH DFND13,428,931016,842
CARDIOVASCULAR SYSTEMS INCCOM1416191067,027296,639SH DFND1296,63900
CARDIOVASCULAR SYSTEMS INCCOM141619106482,055SH DFND1 22,05500
CARDTRONICS PLC - ASHS CL AG1991C1057,012378,646SH DFND1378,64600
CARE.COM INCCOM14163310730416,873SH DFND1 216,87300
CARE.COM INCCOM1416331072,475137,235SH DFND1137,23500
CAREDX INCCOM14167L103954130,026SH DFND1130,02600
CAREER EDUCATION CORPCOM1416651097,129590,183SH DFND1590,18300
CARETRUST REIT INCCOM14174T10712,001716,082SH DFND1716,08200
CARGURUS INCCOM CL A1417881095,533184,558SH DFND1184,55800
CARLISLE COS INCCOM14233910059,412522,768SH DFND1519,71303,055
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,44262,999SH DFND162,99900
CARMAX INCCOM143130102118,5751,853,036SH DFND11,843,96809,068
CARMAX INCCOM14313010229463SH DFND1 246300
CARNIVAL CORPUNIT 99/99/9999143658300272,1674,109,471SH DFND14,087,818021,653
CARNIVAL PLC-ADRADR14365C1034466,742SH DFND16,3420400
CAROLINA FINANCIAL CORPCOM1438731075,846157,376SH DFND1157,37600
CAROLINA FINANCIAL CORPCOM1438731075151SH DFND1 215100
CARPENTER TECHNOLOGYCOM14428510319,509382,614SH DFND1380,30702,307
CARRIAGE SERVICES INCCOM1439051073,074119,600SH DFND1119,60000
CARRIZO OIL & GAS INCCOM14457710314,639687,946SH DFND1687,94600
CARROLS RESTAURANT GROUP INCCOM14574X1043,712305,569SH DFND1305,56900
CARS.COM INCCOM14575E10516,731580,154SH DFND1576,30003,854
CARTER'S INCCOM14622910952,082443,291SH DFND1440,95902,332
CARVANA COCL A1468691022,518131,742SH DFND1131,74200
CASCADIAN THERAPEUTICS INCCOM NEW14740B6061,439389,041SH DFND1389,04100
CASELLA WASTE SYSTEMS INC-ACL A1474481048,066350,433SH DFND1350,43300
CASEY'S GENERAL STORES INCCOM14752810338,287342,039SH DFND1340,15401,885
CASI PHARMACEUTICALS INCCOM14757U109733225,578SH DFND1225,57800
CASS INFORMATION SYSTEMS INCCOM14808P1095,47494,049SH DFND194,04900
CASTLE BRANDS INCCOM148435100879720,815SH DFND1720,81500
CASTLIGHT HEALTH INC-BCL B14862Q1001,987530,130SH DFND1530,13000
CATABASIS PHARMACEUTICALS INCOM14875P10711476,612SH DFND176,61200
CATALENT INCCOM14880610246,9671,143,324SH DFND11,136,77906,545
CATALYST BIOSCIENCES INCCOM NEW14888D20837927,803SH DFND127,80300
CATALYST PHARMACEUTICALS INCCOM14888U1012,916746,011SH DFND1746,01100
CATCHMARK TIMBER TRUST INC-ACL A14912Y2025,232398,523SH DFND1398,52300
CATERPILLAR INCCOM149123101976,8456,212,261SH DFND16,180,249032,012
CATHAY GENERAL BANCORPCOM14915010435,960852,750SH DFND1849,00303,747
CATM 1 12/01/20NOTE 1.000%12/014161HAG31,7732,000,000PRN DFND1 22,000,00000
CATO CORP-CLASS ACL A1492051063,487219,077SH DFND1219,07700
CAVCO INDUSTRIES INCCOM14956810711,96578,414SH DFND178,41400
CAVIUM INCCOM14964U10849,270587,743SH DFND1587,74300
CB FINANCIAL SERVICES INCCOM12479G1011,05034,610SH DFND134,61000
CBIZ INCCOM1248051027,272470,698SH DFND1470,69800
CBL & ASSOCIATES PROPERTIESCOM1248301009,5891,694,200SH DFND11,689,94004,260
CBOE GLOBAL MARKETS INCCOM12503M108169,0341,359,149SH DFND11,353,50805,641
CBRE CLARION GL R/E INCOME FCOM12504G10015920,189SH DFND1 220,18900
CBRE GROUP INC - ACL A12504L1092245,189SH DFND1 25,18900
CBRE GROUP INC - ACL A12504L109134,8643,120,541SH DFND13,105,518015,023
CBS CORP-CLASS B NON VOTINGCL B124857202225,9463,837,584SH DFND13,819,341018,243
CDK GLOBAL INCCOM12508E10176,2341,070,192SH DFND11,063,36606,826
CDW CORP/DECOM12514G108106,7351,536,823SH DFND11,536,82300
CECO ENVIRONMENTAL CORPCOM1251411011,167227,608SH DFND1227,60800
CECO ENVIRONMENTAL CORPCOM12514110145789,104SH DFND1 289,10400
CEDAR REALTY TRUST INCCOM NEW1506022094,958815,549SH DFND1815,54900
CELADON GROUP INCCOM1508381001,143178,748SH DFND1178,74800
CELANESE CORP-SERIES ACOM SER A150870103125,9911,177,291SH DFND11,177,29100
CELESTICA INCCOM15101Q108575,518SH DFND15,51800
CELESTICA INCCOM15101Q1081,446138,001SH DFND1 2138,00100
CELGENE CORPCOM1510201041,15111,033SH DFND1 211,03300
CELGENE CORPCOM151020104864,0598,297,063SH DFND18,229,294067,769
CELLDEX THERAPEUTICS INCCOM15117B1033,1401,105,741SH DFND11,105,4650276
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P10246340,805SH DFND140,80500
CEL-SCI CORPCOM PAR NEW1508376077137,660SH DFND137,66000
CELSIUS HOLDINGS INCCOM NEW15118V20744083,968SH DFND183,96800
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW15129088963584,771SH DFND1 284,77100
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW151290889162,168SH DFND1002,168
CEMTREX INCCOM PAR $.00115130G3039035,054SH DFND135,05400
CENOVUS ENERGY INCCOM15135U1094,892540,936SH DFND1540,4090527
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CENTENE CORPCOM15135B101225,9162,243,236SH DFND12,234,41108,825
CENTENNIAL RESOURCE DEVELO-ACL A15136A10229,8421,507,207SH DFND11,507,20700
CENTERPOINT ENERGY INCCOM15189T107146,8885,188,640SH DFND15,164,598024,042
CENTERSTATE BANK CORPCOM15201P10915,668608,968SH DFND1608,96800
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452023,195687,106SH DFND1687,10600
CENTRAL GARDEN & PET COCOM15352710691123,412SH DFND123,41200
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720517,520464,605SH DFND1464,60500
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,323245,520SH DFND1245,52000
CENTRAL SECURITIES CORPCOM1551231024,012146,442SH DFND1 2146,44200
CENTRAL VALLEY COMM BANCORPCOM1556851001,87793,050SH DFND193,05000
CENTRUS ENERGY CORP-CLASS ACL A15643U1048822,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM15643110812,014611,715SH DFND1610,9400775
CENTURY BANCORP INC -CL ACL A NON VTG1564321061,98825,418SH DFND125,41800
CENTURY CASINOS INCCOM1564921002,068226,521SH DFND1226,52100
CENTURY COMMUNITIES INCCOM1565043005,248168,747SH DFND1168,74700
CENTURYLINK INCCOM156700106172,65010,371,954SH DFND110,323,574048,380
CENVEO INCCOM NEW15670S4023640,373SH DFND140,37300
CERAGON NETWORKS LTDORDM220131027236,506SH DFND136,50600
CERECOR INCCOM15671L1096219,416SH DFND1 219,41600
CERNER CORPCOM156782104252,9163,759,894SH DFND13,732,612027,282
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CEVA INCCOM1572101058,993194,865SH DFND1194,86500
CF INDUSTRIES HOLDINGS INCCOM125269100112,0022,638,040SH DFND12,625,852012,188
CHANGYOU.COM LTD-ADRADS REP CL A15911M10747613,074SH DFND113,07400
CHANNELADVISOR CORPCOM1591791001,739193,250SH DFND1193,25000
CHARLES & COLVARD LTDCOM1597651066649,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM1598641077516,863SH DFND1 26,86300
CHARLES RIVER LABORATORIESCOM15986410746,598425,750SH DFND1423,41702,333
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CHARTER COMMUNICATIONS INC-ACL A16119P108707,2862,109,560SH DFND12,091,156018,404
CHARTER FINANCIAL CORPCOM16122W1082,269129,393SH DFND1129,39300
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CHATHAM LODGING TRUSTCOM16208T10210,101443,807SH DFND1443,80700
CHECK POINT SOFTWARE TECHORDM224651041101,063SH DFND1 21,06300
CHECK POINT SOFTWARE TECHORDM2246510450,574488,674SH DFND1482,98205,692
CHEESECAKE FACTORY INC/THECOM16307210118,375381,400SH DFND1379,30302,097
CHEFS' WAREHOUSE INC/THECOM1630861013,704180,730SH DFND1180,73000
CHEGG INCCOM16309210911,119681,333SH DFND1681,33300
CHEMBIO DIAGNOSTICS INCCOM NEW16357220940549,468SH DFND149,46800
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CHEMOCENTRYX INCCOM16383L1061,411237,143SH DFND1236,4360707
CHEMOURS CO/THECOM1638511081242,479SH DFND1 22,47900
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CHENIERE ENERGY INCCOM NEW16411R20883,5761,553,466SH DFND11,553,46600
CHEROKEE INCCOM16444H10213671,633SH DFND171,63300
CHERRY HILL MORTGAGE INVESTMCOM1646511012,710150,692SH DFND1150,69200
CHERRY HILL MORTGAGE INVESTMCOM1646511011498,295SH DFND1 28,29500
CHESAPEAKE ENERGY CORPCOM16516710740,13710,151,381SH DFND110,106,346045,035
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CHESAPEAKE LODGING TRUSTSH BEN INT16524010217,915661,337SH DFND1661,33700
CHESAPEAKE UTILITIES CORPCOM16530310810,439132,900SH DFND1132,90000
CHEVRON CORPCOM1667641002,478,03819,836,151SH DFND119,738,045098,106
CHIASMA INCCOM16706W1027444,047SH DFND144,04700
CHICAGO BRIDGE & IRON CO NVCOM16725010913,598842,552SH DFND1842,540012
CHICO'S FAS INCCOM1686151021,141129,452SH DFND1 2129,45200
CHICO'S FAS INCCOM16861510214,9031,689,705SH DFND11,689,4050300
CHILDREN'S PLACE INC/THECOM16890510725,947178,516SH DFND1178,51600
CHILDREN'S PLACE INC/THECOM1689051072191,508SH DFND1 21,50800
CHIMERA INVESTMENT CORPCOM NEW16934Q20851,3692,779,722SH DFND12,774,20605,516
CHIMERIX INCCOM16934W1061,639354,024SH DFND1354,02400
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1056313,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151041,37517,460SH DFND117,46000
CHINA COMMERCIAL CREDIT INCCOM16891K1031511,141SH DFND111,14100
CHINA INFORMATION TECHNOLOGYCOMG211741002920,266SH DFND120,26600
CHINA INTERNET NATIONWIDE FISHSG2120A1013718,846SH DFND18,84600
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1093,01320,864SH DFND120,6130251
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N10936253SH DFND1 225300
CHINA NATURAL RESOURCES INCCOMG2110U1092911,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1079420,593SH DFND120,59300
CHINA YUCHAI INTL LTDCOMG210821052,03884,924SH DFND1 284,92400
CHIPOTLE MEXICAN GRILL INCCOM16965610573,795255,862SH DFND1254,62401,238
CHOICE HOTELS INTL INCCOM16990510622,506290,031SH DFND1290,002029
CHRISTOPHER & BANKS CORPCOM171046105254200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW1710774071,031175,437SH DFND1175,43700
CHUBB LTDCOMH1467J104678,0714,650,467SH DFND14,627,214023,253
CHUBB LTDCOMH1467J10438265SH DFND1 226500
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5023229,104SH DFND17,03602,068
CHURCH & DWIGHT CO INCCOM171340102147,4682,944,834SH DFND12,932,417012,417
CHURCHILL DOWNS INCCOM17148410827,443117,933SH DFND1117,2940639
CHUY'S HOLDINGS INCCOM1716041014,315153,836SH DFND1153,83600
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601284137,943SH DFND1137,94300
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40716321,370SH DFND120,5700800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10271468,343SH DFND1 268,34300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10215314,733SH DFND113,45401,279
CIDARA THERAPEUTICS INCCOM17175710729743,691SH DFND143,69100
CIEN 3.75 10/15/18NOTE 3.750%10/1171779AJ06,7425,800,000PRN DFND1 25,800,00000
CIENA CORPCOM NEW17177930925,0311,195,954SH DFND11,188,92507,029
CIGNA CORPCOM125509109490,3432,419,889SH DFND12,406,565013,324
CIM COMMERCIAL TRUST CORPCOM1255251052,244117,492SH DFND1117,49200
CIMAREX ENERGY COCOM171798101118,015969,389SH DFND1964,65504,734
CIMPRESS NVSHS EURON201461018,69272,510SH DFND172,51000
CINCINNATI BELL INCCOM NEW1718715027,544361,829SH DFND1361,82900
CINCINNATI FINANCIAL CORPCOM172062101128,6221,719,014SH DFND11,711,29307,721
CINEDIGM CORP - ACOM NEW1724062094429,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10231,317899,419SH DFND1894,19805,221
CINER RESOURCES LPCOM UNIT LTD17246410944917,839SH DFND1 217,83900
CINTAS CORPCOM172908105150,713969,087SH DFND1961,10207,985
CIRCOR INTERNATIONAL INCCOM17273K1096,566134,894SH DFND1134,89400
CIRRUS LOGIC INCCOM1727551002805,403SH DFND1 25,40300
CIRRUS LOGIC INCCOM17275510040,747785,717SH DFND1782,58003,137
CISCO SYSTEMS INCCOM17275R1021153,021SH DFND1 23,02100
CISCO SYSTEMS INCCOM17275R1022,131,46655,761,965SH DFND155,330,2050431,760
CISION LTD - CW22*W EXP 06/22/202G1992S1171,632600,000SH DFND1 2600,00000
CIT GROUP INCCOM NEW12558180121433SH DFND1 243300
CIT GROUP INCCOM NEW12558180151,4041,044,962SH DFND11,044,96200
CITI TRENDS INCCOM17306X10264424,345SH DFND1 224,34500
CITI TRENDS INCCOM17306X1023,267123,482SH DFND1123,48200
CITIGROUP INCCOM NEW1729674242,119,40228,541,767SH DFND128,407,1330134,634
CITIZENS & NORTHERN CORPCOM1729221062,03884,918SH DFND184,91800
CITIZENS COMMUNITY BANCORP ICOM17490310426219,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105231,5535,526,792SH DFND15,502,322024,470
CITIZENS FIRST CORPCOM17462Q10735414,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510232313,960SH DFND113,96000
CITIZENS INCCL A1747401002,532344,533SH DFND1344,53300
CITRIX SYSTEMS INCCOM177376100163,5761,861,999SH DFND11,849,627012,372
CITY HOLDING COCOM1778351059,772144,838SH DFND1143,9380900
CITY HOLDING COCOM1778351057110SH DFND1 211000
CITY OFFICE REIT INCCOM1785871013,697284,212SH DFND1284,21200
CIVISTA BANCSHARES INCCOM NO PAR1788671071,60072,730SH DFND172,73000
CIVITAS SOLUTIONS INCCOM17887R1022,403140,557SH DFND1140,55700
CKH 3 11/15/28NOTE 3.000%11/181170YAB52,3602,500,000PRN DFND1 22,500,00000
CLARUS CORPCOM18270P1091,475187,928SH DFND1187,92800
CLEAN DIESEL TECHNOLOGIESCOM PAR NEW18449C5006138,855SH DFND138,85500
CLEAN ENERGY FUELS CORPCOM1844991012,1901,079,026SH DFND11,079,02600
CLEAN HARBORS INCCOM18449610723,094426,093SH DFND1423,54202,551
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,334290,126SH DFND1288,60501,521
CLEARFIELD INCCOM18482P1031,18196,429SH DFND196,42900
CLEARONE INCCOM18506U10417119,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM185063104908129,847SH DFND1129,84700
CLEARSIGN COMBUSTION CORPCOM18506410227375,989SH DFND175,98900
CLEARWATER PAPER CORPCOM18538R1036,570144,716SH DFND1144,71600
CLEMENTIA PHARMACEUTICALS INCOM18557510728815,203SH DFND115,20300
CLEVELAND BIOLABS INCCOM NEW1858602026616,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910119,8502,753,140SH DFND12,751,96901,171
CLIFTON BANCORP INCCOM1868731053,357196,348SH DFND1196,34800
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COGNEX CORPCOM192422103104,3411,706,935SH DFND11,698,41608,519
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COLONY NORTHSTAR INC-CLASS ACL A COM19625W10451,7404,537,155SH DFND14,536,5910564
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COLUMBUS MCKINNON CORP/NYCOM1993331057,846196,272SH DFND1196,27200
COMCAST CORP-CLASS ACL A20030N1011784,461SH DFND1 24,46100
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COMERICA INCCOM200340107165,5261,910,721SH DFND11,902,07008,651
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COMMERCE BANCSHARES INCCOM20052510347,421849,232SH DFND1844,60804,624
COMMERCE UNIONCOM2008281011,32851,821SH DFND151,82100
COMMERCEHUB INC-SERIES ACOM SER A20084V1082,600118,242SH DFND1118,24200
COMMERCEHUB INC-SERIES CCOM SER C20084V3065,231254,079SH DFND1254,07900
COMMERCIAL METALS COCOM20172310320,011938,607SH DFND1932,89405,713
COMMERCIAL VEHICLE GROUP INCCOM2026081052,773259,449SH DFND1259,44900
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COMMUNITY BANK SYSTEM INCCOM20360710622,204413,103SH DFND1413,10300
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COMMUNITY BANKERS TRUST CORPCOM2036121062,134261,891SH DFND1261,89100
COMMUNITY FINANCIAL CORP/THECOM20368X1011,14930,026SH DFND130,02600
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,860906,279SH DFND1906,27900
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COMMUNITY TRUST BANCORP INCCOM2041491088,194173,984SH DFND1173,98400
COMMVAULT SYSTEMS INCCOM20416610219,635374,012SH DFND1371,89702,115
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COMPUGEN LTDORDM257221056425,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061033,082102,563SH DFND1102,0900473
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COSTCO WHOLESALE CORPCOM22160K105931,3705,013,862SH DFND14,976,703037,159
COTIVITI HOLDINGS INCCOM22164K10116,143501,205SH DFND1501,20500
COTY INC-CL ACOM CL A22207020398,6814,971,661SH DFND14,948,155023,506
COUNTY BANCORP INCCOM2219071081,13138,012SH DFND138,01200
COUPA SOFTWARE INCCOM22266L1068,838283,107SH DFND1283,10700
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COVENANT TRANSPORT GRP-CL ACL A22284P1053,025105,303SH DFND1105,30300
COWEN INCCL A NEW2236226063,112228,001SH DFND1228,00100
CPI AEROSTRUCTURES INCCOM NEW12591930821323,822SH DFND123,82200
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CSI COMPRESSCO LPCOM UNIT12637A1039116,799SH DFND116,79900
CSRA INCCOM12650T10455,5331,858,866SH DFND11,850,73308,133
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CULLEN/FROST BANKERS INCCOM22989910946,040486,433SH DFND1483,60102,832
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CVB FINANCIAL CORPCOM12660010520,921888,009SH DFND1888,00900
CVD EQUIPMENT CORPCOM12660110346940,414SH DFND140,41400
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CVS HEALTH CORPCOM1266501001,74324,046SH DFND1 224,04600
CVS HEALTH CORPCOM126650100784,57910,844,285SH DFND110,791,324052,961
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V10829705SH DFND1 270500
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1081,17228,338SH DFND128,33800
CYBEROPTICS CORPCOM23251710290760,493SH DFND160,49300
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4053721,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1032,578280,263SH DFND1280,26300
CYPRESS SEMICONDUCTOR CORPCOM23280610945,7593,002,561SH DFND12,983,671018,890
CYPRESS SEMICONDUCTOR CORPCOM23280610995362,560SH DFND1 262,56000
CYREN LTDSHSM268951084819,323SH DFND119,32300
CYRUSONE INCCOM23283R10047,407796,362SH DFND1791,86304,499
CYS INVESTMENTS INCCOM12673A10810,8231,347,909SH DFND11,335,452012,457
CYTOKINETICS INCCOM NEW23282W6053,492428,548SH DFND1428,54800
CYTOMX THERAPEUTICS INCCOM23284F10549023,248SH DFND1 223,24800
CYTOMX THERAPEUTICS INCCOM23284F1056,844324,225SH DFND1324,22500
CYTORI THERAPEUTICS INCCOM NEW23283K20449166,315SH DFND1166,31500
CYTOSORBENTS CORPCOM NEW23283X206868133,562SH DFND1133,56200
CYTRX CORPCOM PAR232828608264156,653SH DFND1156,65300
DAILY JOURNAL CORPCOM2339121041,8668,108SH DFND18,10800
DAKTRONICS INCCOM2342641092,932321,231SH DFND1321,23100
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DARLING INGREDIENTS INCCOM23726610124,3841,345,007SH DFND11,345,00700
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20619621,270SH DFND121,27000
DASEKE INCCOM23753F1074,641324,806SH DFND1324,80600
DASEKE INC-CW20*W EXP 02/27/20223753F1152,4731,212,351SH DFND1 21,212,35100
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DATA I/O CORPCOM23769010236630,481SH DFND130,48100
DATAWATCH CORPCOM NEW23791720865769,222SH DFND169,22200
DAVE & BUSTER'S ENTERTAINMENCOM23833710919,707357,221SH DFND1357,22100
DAVIDSTEA INCCOM2386611025313,680SH DFND113,68000
DAVITA INCCOM23918K1081782,469SH DFND1 22,46900
DAVITA INCCOM23918K108115,8731,607,183SH DFND11,599,66007,523
DAWSON GEOPHYSICAL COCOM239360100551111,017SH DFND1111,01700
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10151220,833SH DFND120,83300
DCT INDUSTRIAL TRUST INCCOM NEW23315320456,701964,646SH DFND1960,05504,591
DDR CORPCOM23317H10228,0833,134,303SH DFND13,134,30300
DEAN FOODS COCOM NEW24237020311,017953,089SH DFND1948,60404,485
DECIPHERA PHARMACEUTICALS INCOM24344T1012,735120,651SH DFND1120,65100
DECKERS OUTDOOR CORPCOM24353710721,247264,771SH DFND1263,19901,572
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DEL FRISCO'S RESTAURANT GROUCOM2450771023,070201,317SH DFND1201,31700
DEL TACO RESTAURANTS INCCOM2454961043,880320,173SH DFND1320,17300
DELEK LOGISTICS PARTNERS LPCOM UNT RP INT24664T10360018,939SH DFND1 218,93900
DELEK US HOLDINGS INCCOM24665A10321,805624,082SH DFND1622,31101,771
DELL TECHNOLOGIES INC-CL VCOM CL V24703L1032433,000SH DFND1 23,00000
DELL TECHNOLOGIES INC-CL VCOM CL V24703L103128,7301,584,798SH DFND11,582,61002,188
DELPHI TECHNOLOGIES PLCSHSG2709G10738,981742,921SH DFND1737,98904,932
DELTA AIR LINES INCCOM NEW247361702360,7486,454,092SH DFND16,418,703035,389
DELTA APPAREL INCCOM24736810389644,359SH DFND144,35900
DELTIC TIMBER CORPCOM2478501008,26690,299SH DFND190,29900
DELUXE CORPCOM24801910150652SH DFND1 265200
DELUXE CORPCOM24801910138,065495,381SH DFND1493,01202,369
DENBURY RESOURCES INCCOM NEW2479162087,4243,359,296SH DFND13,359,29600
DENBURY RESOURCES INCCOM NEW247916208307139,341SH DFND1 2139,34100
DENNY'S CORPCOM24869P1048,798664,558SH DFND1664,55800
DENTSPLY SIRONA INCCOM24906P109168,6972,567,682SH DFND12,548,260019,422
DEPO 2.5 09/01/21NOTE 2.500% 9/0249908AA22,1102,500,000PRN DFND1 22,500,00000
DEPOMED INCCOM2499081044,360541,626SH DFND1541,62600
DERMIRA INCCOM24983L1049,072326,223SH DFND1326,22300
DESCARTES SYSTEMS GRP/THECOM2499061081,50652,973SH DFND152,97300
DESTINATION MATERNITY CORPCOM25065D10020870,049SH DFND170,04900
DESTINATION XL GROUP INCCOM25065K104539245,099SH DFND1245,09900
DETERMINE INCCOM25066010713373,768SH DFND173,76800
DEVON ENERGY CORPCOM25179M103265,5446,425,796SH DFND16,399,101026,695
DEVON ENERGY CORPCOM25179M1031253,042SH DFND1 23,04200
DEXCOM INCCOM25213110745,956800,783SH DFND1800,78300
DHI GROUP INCCOM23331S1001,129594,414SH DFND1594,41400
DHI GROUP INCCOM23331S100230121,367SH DFND1 2121,36700
DHT HOLDINGS INCSHS NEWY2065G121645179,731SH DFND1179,73100
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052,34416,053SH DFND116,05300
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,44931,206SH DFND131,20600
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2072151,041SH DFND1 21,04100
DIAMOND OFFSHORE DRILLINGCOM25271C1029,799527,161SH DFND1523,97903,182
DIAMONDBACK ENERGY INCCOM25278X109110,554876,107SH DFND1876,10700
DIAMONDROCK HOSPITALITY COCOM25278430123,6052,090,830SH DFND12,090,83000
DICERNA PHARMACEUTICALS INCCOM25303110882891,737SH DFND191,73700
DICK'S SPORTING GOODS INCCOM25339310219,326672,464SH DFND1668,39104,073
DICK'S SPORTING GOODS INCCOM253393102842,952SH DFND1 22,95200
DIEBOLD NIXDORF INCCOM25365110310,212624,635SH DFND1620,70903,926
DIFFERENTIAL BRANDS GROUP INCOM25374L1082526,925SH DFND126,92500
DIGI INTERNATIONAL INCCOM2537981022,063216,088SH DFND1216,08800
DIGIMARC CORPCOM25381B1013,47196,022SH DFND196,02200
DIGIRAD CORPCOM25382710916564,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2086022,523SH DFND122,52300
DIGITAL REALTY TRUST INCCOM253868103283,1482,490,521SH DFND12,480,165010,356
DIGITAL TURBINE INCCOM NEW25400W102424237,122SH DFND1237,12200
DILLARDS INC-CL ACL A25406710110,028166,997SH DFND1165,96001,037
DIME COMMUNITY BANCSHARESCOM2539221084214SH DFND1 221400
DIME COMMUNITY BANCSHARESCOM2539221086,053288,961SH DFND1288,96100
DINEEQUITY INCCOM2544231067,508148,003SH DFND1148,00300
DIODES INCCOM25454310110,245357,371SH DFND1357,37100
DIPLOMAT PHARMACY INCCOM25456K1018,949445,904SH DFND1445,90400
DISCOVER FINANCIAL SERVICESCOM254709108338,2274,405,420SH DFND14,387,347018,073
DISCOVERY COMMUNICATIONS-ACOM SER A25470F10438,2301,711,772SH DFND11,704,16907,603
DISCOVERY COMMUNICATIONS-ACOM SER A25470F10444720,000SH DFND1 220,00000
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30248,6582,303,042SH DFND12,292,870010,172
DISCOVERY COMMUNICATIONS-CCOM SER C25470F3021095,184SH DFND1 25,18400
DISH NETWORK CORP-ACL A25470M10952511,000SH DFND1 211,00000
DISH NETWORK CORP-ACL A25470M109109,9692,308,059SH DFND12,288,794019,265
DIVERSICARE HEALTHCARE SERVICOM25510410113713,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M10511068,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2043,521262,237SH DFND1 2262,23700
DIXIE GROUP INCCL A25551910024664,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1032,814112,353SH DFND1112,35300
DNB FINANCIAL CORPCOM23323710645213,437SH DFND113,43700
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2004525,401SH DFND125,40100
DOLBY LABORATORIES INC-CL ACOM25659T10732,149518,535SH DFND1518,53500
DOLLAR GENERAL CORPCOM256677105282,7573,045,915SH DFND13,032,961012,954
DOLLAR TREE INCCOM2567461082382,227SH DFND1 22,22700
DOLLAR TREE INCCOM256746108275,8582,575,899SH DFND12,555,851020,048
DOMINION ENERGY INCCOM25746U109519,1946,419,395SH DFND16,386,711032,684
DOMINO'S PIZZA INCCOM25754A20167,068355,149SH DFND1352,99502,154
DOMTAR CORPCOM NEW2575592032976,000SH DFND1 26,00000
DOMTAR CORPCOM NEW25755920334,101688,636SH DFND1684,45204,184
DONALDSON CO INCCOM25765110953,0601,083,970SH DFND11,077,56706,403
DONEGAL GROUP INC-CL ACL A25770120116959SH DFND1 295900
DONEGAL GROUP INC-CL ACL A2577012012,775160,431SH DFND1160,43100
DONNELLEY FINANCIAL SOLUTIONCOM25787G1006,795348,686SH DFND1347,63401,052
DORCHESTER MINERALS LPCOM UNIT25820R105714,723SH DFND1 24,72300
DORCHESTER MINERALS LPCOM UNIT25820R10522414,797SH DFND114,79700
DORIAN LPG LTDSHS USDY2106R1101,576191,782SH DFND1191,78200
DORMAN PRODUCTS INCCOM2582781003475,679SH DFND1 25,67900
DORMAN PRODUCTS INCCOM25827810016,423268,629SH DFND1268,62900
DOUBLE EAGLE ACQUISITI-CW*W EXP 09/10/2029713751183,1392,180,189SH DFND1 22,180,18900
DOUGLAS DYNAMICS INCCOM25960R1057,153189,257SH DFND1187,46401,793
DOUGLAS EMMETT INCCOM25960P10963,3391,542,602SH DFND11,534,75407,848
DOVA PHARMACEUTICALS INCCOM25985T1021,79562,359SH DFND162,35900
DOVER CORPCOM2600031081,28412,717SH DFND1 212,71700
DOVER CORPCOM260003108164,8881,636,235SH DFND11,627,68108,554
DOVER DOWNS GAMING & ENTERTACOM2600951043030,139SH DFND130,13900
DOVER MOTORSPORTS INCCOM2601741076332,679SH DFND132,67900
DOWDUPONT INCCOM26078J1001,60222,500SH DFND1 222,50000
DOWDUPONT INCCOM26078J1001,652,96823,261,014SH DFND123,139,4730121,541
DR HORTON INCCOM23331A109197,2433,869,934SH DFND13,852,961016,973
DR PEPPER SNAPPLE GROUP INCCOM26138E109205,3312,119,532SH DFND12,109,76709,765
DR. REDDY'S LABORATORIES-ADRADR2561352031,03428,035SH DFND126,78201,253
DRIL-QUIP INCCOM26203710420,585431,562SH DFND1429,69601,866
DRIVE SHACK INCCOM2620771002,681484,860SH DFND1484,86000
DSP GROUP INCCOM23332B1062,753220,252SH DFND1220,25200
DST SYSTEMS INCCOM23332610731,903514,000SH DFND1511,03302,967
DSW INC-CLASS ACL A23334L10217,853833,881SH DFND1833,88100
DSW INC-CLASS ACL A23334L1021888,788SH DFND1 28,78800
DTE ENERGY COMPANYCOM233331107207,6211,900,840SH DFND11,891,61909,221
DTF TAX-FREE INCOME INCCOM23334J10740528,748SH DFND1 228,74800
DUCOMMUN INCCOM2641471092,48287,258SH DFND187,25800
DUKE ENERGY CORPCOM NEW26441C204629,1217,495,287SH DFND17,460,024035,263
DUKE ENERGY CORPCOM NEW26441C20435428SH DFND1 242800
DUKE REALTY CORPCOM NEW26441150519701SH DFND1 270100
DUKE REALTY CORPCOM NEW264411505125,7314,628,901SH DFND14,611,168017,733
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,929108,113SH DFND1108,11300
DUN & BRADSTREET CORPCOM26483E10036,565308,807SH DFND1306,93901,868
DUNKIN' BRANDS GROUP INCCOM26550410049,756771,782SH DFND1767,33204,450
DURECT CORPORATIONCOM2666051041,0781,170,116SH DFND11,170,11600
DXC TECHNOLOGY COCOM23355L106286,5793,026,086SH DFND13,011,623014,463
DXP ENTERPRISES INCCOM NEW2333774073,860130,569SH DFND1130,56900
DYCOM INDUSTRIES INCCOM26747510128,170252,808SH DFND1251,28401,524
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582019,077485,441SH DFND1485,44100
DYNEGY INCCOM26817R10812,1181,022,684SH DFND11,022,68400
DYNEX CAPITAL INCCOM NEW26817Q5063,080439,512SH DFND1439,0740438
E TRADE FINANCIAL CORPCOM NEW269246401161,2493,259,098SH DFND13,244,384014,714
EAGLE BANCORP INCCOM2689481062935,064SH DFND1 25,06400
EAGLE BANCORP INCCOM26894810616,965293,016SH DFND1293,01600
EAGLE BULK SHIPPING INCSHS NEWY2187A143556124,244SH DFND1124,24400
EAGLE MATERIALS INCCOM26969P10830267SH DFND1 226700
EAGLE MATERIALS INCCOM26969P10843,963388,026SH DFND1385,63102,395
EAGLE PHARMACEUTICALS INCCOM2697961084,14677,620SH DFND177,62000
EARTHSTONE ENERGY INC - ACL A27032D3042,101197,680SH DFND1197,68000
EAST WEST BANCORP INCCOM27579R10480,8171,329,277SH DFND11,322,15407,123
EAST WEST BANCORP INCCOM27579R1046101SH DFND1 210100
EASTERLY GOVERNMENT PROPERTICOM27616P1038,782411,529SH DFND1411,52900
EASTERN CO/THECOM2763171041,31050,098SH DFND150,09800
EASTGROUP PROPERTIES INCCOM27727610129,528334,109SH DFND1334,10900
EASTMAN CHEMICAL COCOM277432100166,3771,799,218SH DFND11,792,07207,146
EASTMAN KODAK COCOM NEW277461406802258,956SH DFND1258,95600
EATON CORP PLCSHSG29183103371,0394,705,958SH DFND14,681,999023,959
EATON CORP PLCSHSG2918310333425SH DFND1 242500
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10191775,418SH DFND1 275,41800
EATON VANCE CORPCOM NON VTG27826510360,3751,071,116SH DFND11,065,29805,818
EATON VANCE CORPCOM NON VTG27826510322402SH DFND1 240200
EATON VANCE LTD DURATION FNDCOM27828H10526119,144SH DFND1 219,14400
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10653945,994SH DFND1 245,99400
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10451940,912SH DFND1 240,91200
EBAY INCCOM278642103388,42410,313,742SH DFND110,227,673086,069
EBIX INCCOM NEW27871520616,468207,806SH DFND1207,80600
ECHELON CORPCOM NEW27874N3039817,536SH DFND117,53600
ECHO GLOBAL LOGISTICS INCCOM27875T1016,645237,346SH DFND1237,34600
ECHOSTAR CORP-ACL A27876810625,937433,014SH DFND1433,01400
ECLIPSE RESOURCES CORPCOM27890G1001,833763,891SH DFND1763,89100
ECOLAB INCCOM278865100329,8382,463,991SH DFND12,450,966013,025
ECO-STIM ENERGY SOLUTIONS INCOM27888D1015745,860SH DFND145,86000
ECPG 2.875 03/15/21NOTE 2.875% 3/1292554AH53,5533,645,000PRN DFND1 23,645,00000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF921,75619,645,000PRN DFND1 219,645,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075318,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM2798701091,771189,099SH DFND1189,09900
EDGEWATER TECHNOLOGY INCCOM28035810223337,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q10227,520463,393SH DFND1460,63302,760
EDGEWELL PERSONAL CARE COCOM28035Q1021,18720,000SH DFND1 220,00000
EDISON INTERNATIONALCOM281020107222,6993,528,753SH DFND13,512,549016,204
EDISON INTERNATIONALCOM28102010736570SH DFND1 257000
EDITAS MEDICINE INCCOM28106W1038,907289,855SH DFND1289,85500
EDUCATION REALTY TRUST INCCOM NEW28140H20326,355754,730SH DFND1751,00103,729
EDUCATIONAL DEVELOPMENT CORPCOM28147910540121,194SH DFND121,19400
EDWARDS LIFESCIENCES CORPCOM28176E108270,2202,402,209SH DFND12,391,685010,524
EGAIN CORPCOM NEW28225C80637972,309SH DFND172,30900
EGAIN CORPCOM NEW28225C80620338,842SH DFND1 238,84200
EGALET CORPCOM28226B1046767,633SH DFND167,63300
EHEALTH INCCOM28238P1092,546146,612SH DFND1146,61200
EIGER BIOPHARMACEUTICALS INCCOM28249U10532223,089SH DFND123,08900
EKSO BIONICS HOLDINGS INCCOM NEW282644202496233,301SH DFND1233,30100
EL PASO ELECTRIC COCOM NEW28367785419,274348,234SH DFND1348,23400
EL POLLO LOCO HOLDINGS INCCOM26860310728328,673SH DFND1 228,67300
EL POLLO LOCO HOLDINGS INCCOM2686031071,986200,641SH DFND1200,64100
ELBIT SYSTEMS LTDORDM3760D1013,67627,585SH DFND127,58500
ELDORADO RESORTS INCCOM28470R10216,379494,114SH DFND1494,11400
ELECTRO SCIENTIFIC INDS INCCOM28522910013,739641,127SH DFND1641,12700
ELECTRO SCIENTIFIC INDS INCCOM28522910094243,974SH DFND1 243,97400
ELECTROMED INCCOM28540910811218,483SH DFND118,48300
ELECTRONIC ARTS INCCOM28551210929277SH DFND1 227700
ELECTRONIC ARTS INCCOM285512109340,6803,249,567SH DFND13,223,031026,536
ELECTRONICS FOR IMAGINGCOM28608210231710,758SH DFND1 210,75800
ELECTRONICS FOR IMAGINGCOM28608210212,412420,347SH DFND1420,34700
ELEVATE CREDIT INCCOM28621V101947125,786SH DFND1125,78600
ELEVEN BIOTHERAPEUTICS INCCOM2862211064556,222SH DFND156,22200
ELF BEAUTY INCCOM26856L1033,875173,707SH DFND1173,70700
ELI LILLY & COCOM532457108830,5229,854,964SH DFND19,804,408050,556
ELLIE MAE INCCOM28849P10025,099280,755SH DFND1280,75500
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810790575,240SH DFND175,24000
ELLSWORTH GROWTH AND INCOMECOM28907410610811,500SH DFND1 211,50000
EMAGIN CORPORATIONCOM NEW29076N20610865,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,22277,470SH DFND177,47000
EMCOR GROUP INCCOM29084Q10049,792609,085SH DFND1606,18702,898
EMCORE CORPCOM NEW290846203386,029SH DFND1 26,02900
EMCORE CORPCOM NEW2908462031,544239,506SH DFND1239,50600
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,638178,907SH DFND1178,90700
EMERGENT BIOSOLUTIONS INCCOM29089Q10514,931321,318SH DFND1321,1320186
EMERGENT BIOSOLUTIONS INCCOM29089Q10549310,609SH DFND1 210,60900
EMERSON ELECTRIC COCOM291011104453,1896,517,186SH DFND16,481,837035,349
EMERSON RADIO CORPCOM NEW2910872037048,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540012033,957SH DFND133,95700
EMP DISTRIB Y COMERC NOR-ADRSPON ADR29244A1024448,941SH DFND1 28,94100
EMPIRE RESORTS INCCOM PAR $0 012920523051,28547,594SH DFND147,59400
EMPIRE STATE REALTY TRUST-ACL A29210410623,6471,151,827SH DFND11,151,82700
EMPLOYERS HOLDINGS INCCOM29221810411,934268,789SH DFND1268,78900
ENANTA PHARMACEUTICALS INCCOM29251M1061011,733SH DFND1 21,73300
ENANTA PHARMACEUTICALS INCCOM29251M1068,079137,695SH DFND1137,69500
ENBRIDGE INCCOM29250N10533,951876,218SH DFND1873,11603,102
ENCANA CORPCOM2925051046,856518,986SH DFND1518,966020
ENCORE CAPITAL GROUP INCCOM2925541029,139217,098SH DFND1216,6410457
ENCORE CAPITAL GROUP INCCOM29255410224589SH DFND1 258900
ENCORE WIRE CORPCOM2925621058,829181,498SH DFND1181,49800
ENDO INTERNATIONAL PLCSHSG3040110613,6531,761,801SH DFND11,751,88509,916
ENDOCYTE INCCOM29269A1021,033241,498SH DFND1241,49800
ENDOLOGIX INCCOM29266S1063,859721,491SH DFND1721,49100
ENDURANCE INTERNATIONAL GROUCOM29272B1055,879699,971SH DFND1699,97100
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10440236,041SH DFND133,64202,399
ENERGEN CORPCOM29265N10848,458841,735SH DFND1836,94704,788
ENERGIZER HOLDINGS INCCOM29272W10923,445488,658SH DFND1485,66602,992
ENERGOUS CORPCOM29272C10311570SH DFND1 257000
ENERGOUS CORPCOM29272C1033,245166,869SH DFND1166,86900
ENERGY FOCUS INCCOM NEW29268T30010643,479SH DFND143,47900
ENERGY RECOVERY INCCOM29270J1002,790318,929SH DFND1318,92900
ENERGY XXI GULF COAST INCCOM29276K1011,611280,755SH DFND1280,75500
ENERSYSCOM29275Y1021361,964SH DFND1 21,96400
ENERSYSCOM29275Y10228,196404,947SH DFND1402,87202,075
ENGILITY HOLDINGS INCCOM29286C1074,102144,615SH DFND1144,61500
ENGLOBAL CORPCOM2933061065967,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10887126,262SH DFND124,69501,567
ENNIS INCCOM2933891025,229252,021SH DFND1249,25802,763
ENOVA INTERNATIONAL INCCOM29357K1036,069399,299SH DFND1399,29900
ENOVA INTERNATIONAL INCCOM29357K103724,781SH DFND1 24,78100
ENPHASE ENERGY INCCOM29355A107891369,816SH DFND1369,81600
ENPRO INDUSTRIES INCCOM29355X10716,730178,917SH DFND1178,91700
ENSCO PLC-CL ASHS CLASS AG3157S106591100,000SH DFND1 2100,00000
ENSCO PLC-CL ASHS CLASS AG3157S10620,7713,514,705SH DFND13,493,234021,471
ENSERVCO CORPCOM29358Y1025077,749SH DFND177,74900
ENSIGN GROUP INC/THECOM29358P1019,586431,818SH DFND1431,81800
ENSTAR GROUP LTDSHSG3075P10120,360101,422SH DFND1101,42200
ENSYNC INCCOM29359T10259149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1082,951100,915SH DFND1100,91500
ENTEGRIS INCCOM29362U1041153,804SH DFND1 23,80400
ENTEGRIS INCCOM29362U10442,6021,399,083SH DFND11,399,08300
ENTELLUS MEDICAL INCCOM29363K1052,786114,267SH DFND1114,26700
ENTERCOM COMMUNICATIONS-CL ACL A29363910011,8221,094,713SH DFND11,094,71300
ENTERGY CORPCOM29364G103164,8472,029,446SH DFND12,018,848010,598
ENTERPRISE BANCORP INCCOM2936681092,68178,748SH DFND178,74800
ENTERPRISE FINANCIAL SERVICECOM2937121059,372207,588SH DFND1207,58800
ENTERPRISE PRODUCTS PARTNERSCOM2937921072288,610SH DFND18,61000
ENTRAVISION COMMUNICATIONS-ACL A29382R10712617,656SH DFND1 217,65600
ENTRAVISION COMMUNICATIONS-ACL A29382R1075,199727,182SH DFND1727,18200
ENVESTNET INCCOM29404K10618,031361,712SH DFND1361,71200
ENVIROSTAR INCCOM29414M10077019,262SH DFND119,26200
ENVISION HEALTHCARE CORPCOM29414D10046,7611,355,666SH DFND11,349,66306,003
ENZO BIOCHEM INCCOM2941001022,736335,820SH DFND1335,82000
ENZYMOTEC LTDSHSM4059L10113010,987SH DFND110,98700
EOG RESOURCES INCCOM26875P101607,6615,644,014SH DFND15,614,513029,501
EP ENERGY CORP-CL ACL A268785102863365,712SH DFND1365,71200
EPAM SYSTEMS INCCOM29414B10443,788407,598SH DFND1407,59800
EPIZYME INCCOM29428V1045,642449,579SH DFND1449,57900
EPLUS INCCOM2942681079,077120,718SH DFND1120,71800
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20818,953704,027PRN DFND1 2704,02700
EPR PROPERTIESCOM SH BEN INT26884U10934,521527,374SH DFND1524,21903,155
EPR PROPERTIESCOM SH BEN INT26884U10930467SH DFND1 246700
EQT CORPCOM26884L109145,1372,555,286SH DFND12,543,113012,173
EQUIFAX INCCOM294429105143,7161,221,446SH DFND11,215,47805,968
EQUINIX INCCOM PAR $0.00129444U700360,419796,972SH DFND1792,80004,172
EQUINIX INCCOM PAR $0.00129444U7003988SH DFND1 28800
EQUITY BANCSHARES INC - CL ACOM CL A29460X1093,17089,537SH DFND189,53700
EQUITY COMMONWEALTHCOM SH BEN INT29462810237,2391,220,581SH DFND11,220,58100
EQUITY LIFESTYLE PROPERTIESCOM29472R10883,985943,450SH DFND1943,45000
EQUITY RESIDENTIALSH BEN INT29476L10738600SH DFND1 260000
EQUITY RESIDENTIALSH BEN INT29476L107277,8994,366,006SH DFND14,347,731018,275
ERA GROUP INCCOM26885G1091,608149,639SH DFND1149,63900
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216081,389208,030SH DFND1203,27704,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10225,227207,053SH DFND1206,6600393
ERIN ENERGY CORPCOM2956251078230,000SH DFND130,00000
EROS INTERNATIONAL PLCSHS NEWG3788M11452554,459SH DFND154,1800279
ESCALADE INCCOM29605610485569,541SH DFND169,54100
ESCO TECHNOLOGIES INCCOM29631510412,553208,354SH DFND1208,35400
ESPERION THERAPEUTICS INCCOM29664W10511,461174,080SH DFND1174,08000
ESSA BANCORP INCCOM29667D10493159,458SH DFND159,45800
ESSENDANT INCCOM2966891025,891635,502SH DFND1634,8670635
ESSENDANT INCCOM29668910277183,193SH DFND1 283,19300
ESSENT GROUP LTDCOMG3198U10235,732822,960SH DFND1822,96000
ESSEX PROPERTY TRUST INCCOM297178105199,224826,828SH DFND1823,54403,284
ESSEX PROPERTY TRUST INCCOM29717810530126SH DFND1 212600
ESTEE LAUDER COMPANIES-CL ACL A518439104308,0792,426,219SH DFND12,414,788011,431
ESTERLINE TECHNOLOGIES CORPCOM29742510018,007241,061SH DFND1239,75901,302
ESTERLINE TECHNOLOGIES CORPCOM2974251004405,893SH DFND1 25,89300
ETHAN ALLEN INTERIORS INCCOM2976021046,197216,703SH DFND1216,70300
ETSY INCCOM29786A1061989,696SH DFND1 29,69600
ETSY INCCOM29786A10621,0181,027,791SH DFND11,027,79100
EURONET WORLDWIDE INCCOM29873610936439SH DFND1 243900
EURONET WORLDWIDE INCCOM29873610937,128440,593SH DFND1440,59300
EVANS BANCORP INCCOM NEW29911Q2081,40933,650SH DFND133,65000
EVERBRIDGE INCCOM29978A1044,650156,472SH DFND1156,47200
EVERCORE INC - ACLASS A29977A10565731SH DFND1 273100
EVERCORE INC - ACLASS A29977A10542,319470,215SH DFND1470,21500
EVEREST RE GROUP LTDCOMG3223R108106,996484,465SH DFND1482,42502,040
EVEREST RE GROUP LTDCOMG3223R10832147SH DFND1 214700
EVERI HOLDINGS INCCOM30034T1033,950523,960SH DFND1523,96000
EVERSOURCE ENERGYCOM30040W108228,6273,625,817SH DFND13,610,057015,760
EVERSPIN TECHNOLOGIES INCCOM30041T10429839,772SH DFND139,77200
EVERTEC INCCOM30040P10310,952802,358SH DFND1799,65602,702
EVINE LIVE INCCL A300487105524374,408SH DFND1374,40800
EVINE LIVE INCCL A3004871051914,254SH DFND1 214,25400
EVOKE PHARMA INCCOM30049G1045223,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B1016,192503,415SH DFND1503,41500
EVOLUTION PETROLEUM CORPCOM30049A1071,763257,410SH DFND1257,41000
EVOLVING SYSTEMS INCCOM NEW30049R20918739,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T1055,953251,078SH DFND1251,07800
EW SCRIPPS CO/THE-ACL A NEW8110544027,420474,773SH DFND1474,77300
EXACT SCIENCES CORPCOM30063P10557,7221,098,640SH DFND11,098,3960244
EXACTECH INCCOM30064E1094,81597,385SH DFND197,38500
EXELA TECHNOLOGIES INCCOM30162V10245087,567SH DFND187,56700
EXELIXIS INCCOM30161Q10474,2312,441,842SH DFND12,441,2630579
EXELON CORPCOM30161N101405,28810,305,203SH DFND110,256,653048,550
EXLSERVICE HOLDINGS INCCOM30208110417,762294,322SH DFND1294,32200
EXONE CO/THECOM30210410471184,665SH DFND184,66500
EXPEDIA INCCOM NEW30212P303435SH DFND1 23500
EXPEDIA INCCOM NEW30212P303160,8201,345,500SH DFND11,334,371011,129
EXPEDITORS INTL WASH INCCOM302130109145,1712,248,101SH DFND12,239,18008,921
EXPONENT INCCOM30214U10217,140241,075SH DFND1241,07500
EXPRESS INCCOM30219E10310710,612SH DFND1 210,61200
EXPRESS INCCOM30219E1036,536644,027SH DFND1644,02700
EXPRESS SCRIPTS HOLDING COCOM30219G108491,2046,593,733SH DFND16,545,817047,916
EXPRESS SCRIPTS HOLDING COCOM30219G1081,09314,650SH DFND1 214,65000
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P200884,668SH DFND1 24,66800
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20030,1241,585,478SH DFND11,585,47800
EXTERRAN CORPCOM30227H1068,261262,768SH DFND1262,76800
EXTRA SPACE STORAGE INCCOM30225T102131,6651,508,360SH DFND11,502,10106,259
EXTRACTION OIL & GAS INCCOM30227M10516,5891,159,329SH DFND11,159,32900
EXTREME NETWORKS INCCOM30226D10616,9041,350,175SH DFND11,350,17500
EXTREME NETWORKS INCCOM30226D106675,420SH DFND1 25,42000
EXXON MOBIL CORPCOM30231G1023,720,58444,576,806SH DFND144,358,8900217,916
EZCORP INC-CL ACL A NON VTG3023011065,405443,092SH DFND1443,09200
F5 NETWORKS INCCOM315616102116,082886,023SH DFND1882,91303,110
F5 NETWORKS INCCOM3156161022071,582SH DFND1 21,58200
FABRINETSHSG3323L1008,832307,737SH DFND1307,73700
FACEBOOK INC-ACL A30303M1024,478,72425,433,759SH DFND125,228,4830205,276
FACTSET RESEARCH SYSTEMS INCCOM3030751056943,604SH DFND1 23,60400
FACTSET RESEARCH SYSTEMS INCCOM30307510561,123317,098SH DFND1315,07102,027
FAIR ISAAC CORPCOM30325010438,064248,466SH DFND1246,98901,477
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1086,5511,252,594SH DFND11,252,59400
FAMOUS DAVE'S OF AMERICACOM30706810620130,474SH DFND130,47400
FANG HOLDINGS LTD - ADRADR30711Y1026111,108SH DFND18,42602,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10342119,517SH DFND119,51700
FARMER BROS COCOM3076751083,15698,185SH DFND198,18500
FARMERS & MERCHANTS BANCO/OHCOM30779N1052,94072,061SH DFND172,06100
FARMERS CAPITAL BANK CORPCOM3095621062,56666,669SH DFND166,66900
FARMERS NATL BANC CORPCOM3096271073,630246,105SH DFND1246,10500
FARMLAND PARTNERS INCCOM31154R1092,698310,930SH DFND1310,93000
FARO TECHNOLOGIES INCCOM3116421026,961148,115SH DFND1148,11500
FASTENAL COCOM311900104190,7683,494,513SH DFND13,469,811024,702
FATE THERAPEUTICS INCCOM31189P1022,123347,573SH DFND1347,57300
FB FINANCIAL CORPCOM30257X1044,276101,845SH DFND1101,84500
FB FINANCIAL CORPCOM30257X104388SH DFND1 28800
FBL FINANCIAL GROUP INC-CL ACL A30239F1065,64581,053SH DFND180,3080745
FCB FINANCIAL HOLDINGS-CL ACL A30255G10317,518344,858SH DFND1344,85800
FEDERAL AGRIC MTG CORP-CL CCL C3131483067,45695,302SH DFND195,30200
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206120,265907,209SH DFND1903,60303,606
FEDERAL SIGNAL CORPCOM3138551089,733484,487SH DFND1484,48700
FEDERATED INVESTORS INC-CL BCL B3142111032055,708SH DFND1 25,70800
FEDERATED INVESTORS INC-CL BCL B31421110341,7671,157,637SH DFND11,152,52505,112
FEDERATED NATIONAL HOLDING CCOM31422T1013,095186,834SH DFND1186,83400
FEDEX CORPCOM31428X106595,7162,392,806SH DFND12,380,538012,268
FERRO CORPCOM31540510015,947676,043SH DFND1676,04300
FERROGLOBE PLCSHSG338561081,837113,425SH DFND1113,42500
FGL HOLDINGSORD SHSG3402M1021,007100,000SH DFND1 2100,00000
FIBROCELL SCIENCE INCCOM PAR3157213083858,710SH DFND158,71000
FIBROGEN INCCOM31572Q80834,241722,397SH DFND1722,39700
FIBROGEN INCCOM31572Q808691,472SH DFND1 21,47200
FIDELITY NATIONAL INFO SERVCOM31620M106363,2033,867,642SH DFND13,850,398017,244
FIDELITY SOUTHERN CORPCOM3163941055,655259,406SH DFND1259,40600
FIESTA RESTAURANT GROUPCOM31660B1014,461234,833SH DFND1234,83300
FIFTH THIRD BANCORPCOM316773100250,1138,259,390SH DFND18,222,597036,793
FINANCIAL ENGINES INCCOM31748510024,061794,124SH DFND1794,12400
FINANCIAL INSTITUTIONS INCCOM3175854043,831123,207SH DFND1123,20700
FINISAR CORPORATIONCOM NEW31787A50720,257995,439SH DFND1995,43900
FINISH LINE/THE - CL ACL A31792310046932,309SH DFND1 232,30900
FINISH LINE/THE - CL ACL A3179231005,698392,166SH DFND1392,16600
FINJAN HOLDINGS INCCOM NEW31788H30311151,830SH DFND151,83000
FIREEYE INCCOM31816Q10122,3651,575,026SH DFND11,575,02600
FIRST ACCEPTANCE CORPCOM3184571083428,734SH DFND128,73400
FIRST AMERICAN FINANCIALCOM31847R10264,3071,147,523SH DFND11,142,06905,454
FIRST BANCORP INC/MECOM31866P1022,28383,870SH DFND183,87000
FIRST BANCORP PUERTO RICOCOM NEW31867270611,6822,290,674SH DFND12,276,868013,806
FIRST BANCORP/NCCOM3189101069,289263,085SH DFND1263,08500
FIRST BANCORP/NCCOM3189101067207SH DFND1 220700
FIRST BANCSHARES INC/MSCOM3189161032,91285,154SH DFND185,15400
FIRST BANK/HAMILTON NJCOM31931U10277856,234SH DFND156,23400
FIRST BUSEY CORPCOM NEW31938320412,173406,594SH DFND1406,0780516
FIRST BUSEY CORPCOM NEW3193832044142SH DFND1 214200
FIRST BUSINESS FINANCIAL SERCOM3193901001,32860,043SH DFND160,04300
FIRST CAPITAL INCCOM31942S10450213,686SH DFND113,68600
FIRST CITIZENS BCSHS -CL ACL A31946M10331,90579,169SH DFND179,16900
FIRST COMMONWEALTH FINL CORPCOM31982910711,372794,141SH DFND1794,14100
FIRST COMMUNITY BANCSHARESCOM31983A1033,583124,736SH DFND1124,73600
FIRST COMMUNITY CORPCOM3198351041,15251,014SH DFND151,01400
FIRST CONNECTICUT BANCORPCOM3198501032,964113,350SH DFND1113,35000
FIRST DATA CORP- CLASS ACOM CL A32008D10657,4693,441,563SH DFND13,441,56300
FIRST DATA CORP- CLASS ACOM CL A32008D106221,347SH DFND1 21,34700
FIRST DEFIANCE FINL CORPCOM32006W1064,16080,049SH DFND180,04900
FIRST FINANCIAL BANCORPCOM32020910916,580629,244SH DFND1629,24400
FIRST FINANCIAL BANCORPCOM3202091098325SH DFND1 232500
FIRST FINANCIAL CORP/INDIANACOM3202181004,684103,286SH DFND1103,28600
FIRST FINANCIAL NORTHWESTCOM32022K1021,03666,824SH DFND166,82400
FIRST FINL BANKSHARES INCCOM32020R10917381SH DFND1 238100
FIRST FINL BANKSHARES INCCOM32020R10926,599590,454SH DFND1590,45400
FIRST FOUNDATION INCCOM32026V1044,558245,881SH DFND1245,88100
FIRST GUARANTY BANCSHARES INCOM32043P10638815,541SH DFND115,54100
FIRST HAWAIIAN INCCOM32051X10816,505565,659SH DFND1565,65900
FIRST HORIZON NATIONAL CORPCOM32051710551,7372,588,153SH DFND12,572,155015,998
FIRST INDUSTRIAL REALTY TRCOM32054K10337,2851,184,783SH DFND11,178,87005,913
FIRST INTERNET BANCORPCOM3205571012,79273,201SH DFND173,20100
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20110,528262,873SH DFND1262,87300
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20115392SH DFND1 239200
FIRST MERCHANTS CORPCOM32081710915,778375,134SH DFND1375,13400
FIRST MERCHANTS CORPCOM32081710913325SH DFND1 232500
FIRST MID-ILLINOIS BNCSHSCOM3208661062,98177,358SH DFND177,35800
FIRST MIDWEST BANCORP INC/ILCOM32086710421,725904,833SH DFND1904,83300
FIRST NORTHWEST BANCORPCOM3358341071,01962,565SH DFND162,56500
FIRST OF LONG ISLAND CORPCOM3207341065,504193,141SH DFND1193,14100
FIRST REPUBLIC BANK/CACOM33616C10030355SH DFND1 235500
FIRST REPUBLIC BANK/CACOM33616C100101,1741,168,514SH DFND11,168,51400
FIRST SOLAR INCCOM33643310751,124757,176SH DFND1753,16504,011
FIRST TRUST STRAT HIGH INC 2COM SHS NEW33735330437829,392SH DFND1 229,39200
FIRST UNITED CORPCOM33741H10734519,822SH DFND119,82200
FIRST US BANCSHARES INCCOM33744V10315211,875SH DFND111,87500
FIRSTCASH INCCOM33767D10527,078401,462SH DFND1401,2810181
FIRSTENERGY CORPCOM337932107180,3955,901,224SH DFND15,875,922025,302
FIRSTSERVICE CORPSUB VTG SH33767E10316242SH DFND1 224200
FIRSTSERVICE CORPSUB VTG SH33767E1031,70224,331SH DFND124,33100
FISERV INCCOM337738108338,5602,586,516SH DFND12,568,893017,623
FITBIT INC - ACL A33812L1027,9561,393,386SH DFND11,393,38600
FIVE BELOWCOM33829M1014026,065SH DFND1 26,06500
FIVE BELOWCOM33829M10132,668492,589SH DFND1492,58900
FIVE OAKS INVESTMENT CORPCOM33830W10633583,765SH DFND183,76500
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10670550,000SH DFND1 250,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1045,732261,527SH DFND1261,52700
FIVE STAR SENIOR LIVING INCCOM33832D106433288,827SH DFND1288,82700
FIVE9 INCCOM33830710112,130487,572SH DFND1487,57200
FLAGSTAR BANCORP INCCOM PAR .0013379307056,666178,143SH DFND1178,14300
FLEETCOR TECHNOLOGIES INCCOM339041105125,679653,573SH DFND1653,57300
FLEX LTDORDY2573F1025,769323,540SH DFND1323,54000
FLEX PHARMA INCCOM33938A10519856,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1067,611303,958SH DFND1303,95800
FLEXSTEEL INDSCOM3393821036,155131,575SH DFND1131,57500
FLIR SYSTEMS INCCOM30244510176,8451,651,406SH DFND11,644,52906,877
FLOOR & DECOR HOLDINGS INC-ACL A33975010111,542237,103SH DFND1237,10300
FLOTEK INDUSTRIES INCCOM3433891022,263485,707SH DFND1485,70700
FLOTEK INDUSTRIES INCCOM34338910222347,898SH DFND1 247,89800
FLOWERS FOODS INCCOM34349810130,6421,586,858SH DFND11,577,39109,467
FLOWSERVE CORPCOM34354P105531,281SH DFND1 21,28100
FLOWSERVE CORPCOM34354P10561,4981,462,557SH DFND11,455,76806,789
FLUIDIGM CORPCOM34385P1081,485252,279SH DFND1252,27900
FLUOR CORPCOM34341210282,2111,594,805SH DFND11,587,84306,962
FLUSHING FINANCIAL CORPCOM3438731057,074257,251SH DFND1257,25100
FMC CORPCOM NEW302491303133,6531,414,860SH DFND11,408,18606,674
FNB BANCORPCOM30251510159516,323SH DFND116,32300
FNB CORPCOM30252010137,7072,728,493SH DFND12,708,541019,952
FNB CORPCOM3025201015411SH DFND1 241100
FNF GROUPFNF GROUP COM31620R303118,0253,009,040SH DFND13,009,04000
FNF GROUPFNF GROUP COM31620R30379920,384SH DFND1 220,38400
FOAMIX PHARMACEUTICALS LTDSHSM4613510512019,970SH DFND119,97000
FOGO DE CHAO INCCOM3441771001,13397,678SH DFND197,67800
FOGO DE CHAO INCCOM34417710012110,463SH DFND1 210,46300
FONAR CORPCOM NEW3444374051,29753,300SH DFND153,30000
FOOT LOCKER INCCOM34484910458312,453SH DFND1 212,45300
FOOT LOCKER INCCOM34484910470,2001,499,589SH DFND11,493,12806,461
FORD MOTOR COCOM PAR $0.01345370860537,55643,124,493SH DFND142,907,6970216,796
FORD MOTOR COCOM PAR $0.0134537086021717,441SH DFND1 217,44100
FORESCOUT TECHNOLOGIES INCCOM34553D1012,70584,831SH DFND184,83100
FOREST CITY REALTY TRUST- ACOM CL A34560510964,1262,660,856SH DFND12,660,85600
FOREST CITY REALTY TRUST- ACOM CL A345605109401,692SH DFND1 21,69200
FORESTAR GROUP INCCOM3462321012,415109,774SH DFND1109,77400
FORM HOLDINGS CORPCOM98420U109153112,055SH DFND1112,05500
FORMFACTOR INCCOM34637510813,285848,913SH DFND1848,91300
FORMFACTOR INCCOM34637510844828,630SH DFND1 228,63000
FORRESTER RESEARCH INCCOM3465631094,41599,906SH DFND199,90600
FORTERRA INCCOM34960W1061,783160,682SH DFND1160,68200
FORTINET INCCOM34959E10956,7061,298,717SH DFND11,291,35007,367
FORTIS INCCOM3495531078,096222,725SH DFND1221,09501,630
FORTIVE CORPCOM34959J108249,1903,451,046SH DFND13,435,601015,445
FORTRESS BIOTECH INCCOM34960Q1091,187297,713SH DFND1297,71300
FORTUNE BRANDS HOME & SECURICOM34964C10634499SH DFND1 249900
FORTUNE BRANDS HOME & SECURICOM34964C106118,5571,735,815SH DFND11,728,16007,655
FORUM ENERGY TECHNOLOGIES INCOM34984V1009,614618,322SH DFND1618,32200
FORWARD AIR CORPCOM34985310115,445268,892SH DFND1268,89200
FORWARD AIR CORPCOM34985310131544SH DFND1 254400
FORWARD INDUSTRIES INCCOM NEW3498623002318,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1062,618337,022SH DFND1337,02200
FOSTER (LB) CO-ACOM3500601092,09977,331SH DFND177,33100
FOUNDATION BUILDING MATERIALCOM3503921061,702115,088SH DFND1115,08800
FOUNDATION MEDICINE INCCOM35046510010,558154,819SH DFND1154,81900
FOUNDATION MEDICINE INCCOM3504651004506,601SH DFND1 26,60100
FOUR CORNERS PROPERTY TRUSTCOM35086T10915,201591,515SH DFND1590,7860729
FOX FACTORY HOLDING CORPCOM35138V10213,091336,969SH DFND1336,96900
FRANCESCAS HOLDINGS CORPCOM3517931042,202301,274SH DFND1301,27400
FRANCESCAS HOLDINGS CORPCOM351793104739,999SH DFND1 29,99900
FRANKLIN COVEY COCOM3534691091,92692,858SH DFND192,85800
FRANKLIN ELECTRIC CO INCCOM35351410217,106372,691SH DFND1372,69100
FRANKLIN FINANCIAL NETWORKCOM35352P1043,463101,563SH DFND1101,56300
FRANKLIN RESOURCES INCCOM3546131013798,765SH DFND1 28,76500
FRANKLIN RESOURCES INCCOM354613101161,4913,734,220SH DFND13,717,964016,256
FRANKLIN STREET PROPERTIES CCOM35471R10611,6331,083,220SH DFND11,083,22000
FRANK'S INTERNATIONAL NVCOMN334621073,201481,376SH DFND1480,6150761
FRED'S INC-CLASS ACL A3561081001,119276,467SH DFND1276,46700
FREEPORT-MCMORAN INCCL B35671D857280,92014,846,163SH DFND114,776,681069,482
FREEPORT-MCMORAN INCCL B35671D85779842,141SH DFND1 242,14100
FREIGHTCAR AMERICA INCCOM3570231001,788104,687SH DFND1104,68700
FREQUENCY ELECTRONICS INCCOM35801010623725,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291064588,717SH DFND17,7570960
FRESH DEL MONTE PRODUCE INCORDG3673810516,331342,599SH DFND1342,59900
FRESHPET INCCOM3580391053,881204,825SH DFND1204,82500
FRIEDMAN INDUSTRIESCOM35843510512321,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3064,644687,080SH DFND1687,08000
FRONTLINE LTDSHS NEWG3682E192719156,759SH DFND1156,75900
FRP HOLDINGS INCCOM30292L1072,12748,073SH DFND148,07300
FS BANCORP INCCOM30263Y104711,302SH DFND1 21,30200
FS BANCORP INCCOM30263Y10488916,308SH DFND116,30800
FTD COS INCCOM30281V108959133,475SH DFND1133,47500
FTD COS INCCOM30281V10853474,276SH DFND1 274,27600
FTI CONSULTING INCCOM30294110914,026326,498SH DFND1326,49800
FUEL TECH INCCOM359523107141126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502625367,979SH DFND1367,97900
FULL HOUSE RESORTS INCCOM3596781099524,413SH DFND124,41300
FULTON FINANCIAL CORPCOM3602711006355SH DFND1 235500
FULTON FINANCIAL CORPCOM36027110034,6951,938,287SH DFND11,929,65508,632
FUNKO INC-CLASS ACOM CL A36100810513720,635SH DFND120,63500
FUSION TELECOMMUNICATIONS INCOM NEW36113B400381101,759SH DFND1101,75900
FUTUREFUEL CORPCOM36116M1066,053429,646SH DFND1429,64600
G1 THERAPEUTICS INCCOM3621LQ1091,87294,366SH DFND194,36600
GABELLI GLOBAL SMALL & MCOM36249W1041,410110,718SH DFND1 2110,71800
GABELLI HEALTHCARE&WELLNESSSHS36246K1031,167113,066SH DFND1 2113,06600
GAIA INCCL A36269P1041,720138,771SH DFND1138,77100
GAIN CAPITAL HOLDINGS INCCOM36268W10016516,516SH DFND1 216,51600
GAIN CAPITAL HOLDINGS INCCOM36268W1002,526252,699SH DFND1252,69900
GALAPAGOS NV-SPON ADRSPON ADR36315X1015565,938SH DFND15,93800
GALECTIN THERAPEUTICS INCCOM NEW363225202652195,411SH DFND1195,41100
GAMCO INVESTORS INC-ACL A COM3614381041,08136,479SH DFND136,47900
GAMESTOP CORP-CLASS ACL A36467W10925,9101,443,503SH DFND11,438,50704,996
GAMESTOP CORP-CLASS ACL A36467W109382,139SH DFND1 22,13900
GAMING AND LEISURE PROPERTIECOM36467J10889,5132,419,289SH DFND12,419,28900
GANNETT CO INCCOM36473H10410,976947,082SH DFND1946,4280654
GAP INC/THECOM36476010895,3662,804,882SH DFND12,792,416012,466
GARDNER DENVER HOLDINGS INCCOM36555P10718,867556,085SH DFND1556,08500
GARMIN LTDSHSH2906T10939667SH DFND1 266700
GARMIN LTDSHSH2906T10989,5561,505,957SH DFND11,499,51306,444
GARTNER INCCOM366651107125,9751,024,977SH DFND11,020,45804,519
GASLOG LTDSHSG375851091,85983,585SH DFND183,58500
GASTAR EXPLORATION LTDCOM36729W2021,5281,455,720SH DFND11,455,72000
GATX CORPCOM36144810319,641315,987SH DFND1314,10101,886
GATX CORPCOM36144810319320SH DFND1 232000
GCP APPLIED TECHNOLOGIESCOM36164Y10118,914592,921SH DFND1592,92100
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L10833614,930SH DFND114,93000
GEMPHIRE THERAPEUTICS INCCOM36870A10828235,491SH DFND135,49100
GENCO SHIPPING & TRADING LTDSHSY2685T13184763,619SH DFND163,61900
GENCOR INDUSTRIES INCCOM36867810899760,254SH DFND160,25400
GENER8 MARITIME INCCOMY268891084,328653,904SH DFND1653,90400
GENERAC HOLDINGS INCCOM36873610425,564516,246SH DFND1516,24600
GENERAC HOLDINGS INCCOM36873610441835SH DFND1 283500
GENERAL AMERICAN INVESTORSCOM3688021045,904171,636SH DFND1 2171,63600
GENERAL CABLE CORPCOM36930010812,085408,300SH DFND1406,94201,358
GENERAL COMMUNICATION INC-ACL A3693851099,720249,117SH DFND1249,11700
GENERAL DYNAMICS CORPCOM369550108632,6363,115,566SH DFND13,101,757013,809
GENERAL DYNAMICS CORPCOM36955010840199SH DFND1 219900
GENERAL ELECTRIC COCOM3696041031,529,31987,831,812SH DFND187,382,4690449,343
GENERAL ELECTRIC COCOM36960410330317,387SH DFND1 217,38700
GENERAL FINANCE CORPCOM3698221019113,475SH DFND113,47500
GENERAL MILLS INCCOM37033410411201SH DFND1 220100
GENERAL MILLS INCCOM370334104370,5036,261,595SH DFND16,231,269030,326
GENERAL MOLY INCCOM37037310286263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V1002185,324SH DFND1 25,32400
GENERAL MOTORS COCOM37045V100532,35913,016,146SH DFND112,950,899065,247
GENESCO INCCOM3715321025,254161,688SH DFND1161,68800
GENESEE & WYOMING INC-CL ACL A37155910540,763517,769SH DFND1514,72903,040
GENESIS HEALTHCARE INCCL A COM37185X106190249,912SH DFND1249,91200
GENIE ENERGY LTD-BCL B372284208513117,877SH DFND1117,87700
GENMARK DIAGNOSTICS INCCOM3723091042,122508,997SH DFND1508,99700
GENOCEA BIOSCIENCES INCCOM372427104213184,121SH DFND1184,12100
GENOMIC HEALTH INCCOM37244C1016,137179,465SH DFND1179,46500
GENPACT LTDSHSG3922B10738,5091,213,294SH DFND11,213,29400
GENTEX CORPCOM37190110932215,382SH DFND1 215,38200
GENTEX CORPCOM37190110971,3483,405,678SH DFND13,390,088015,590
GENTHERM INCCOM37253A10310,576333,112SH DFND1333,032080
GENTHERM INCCOM37253A103321,036SH DFND1 21,03600
GENUINE PARTS COCOM372460105161,8561,706,848SH DFND11,698,70608,142
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10612,8224,122,951SH DFND14,095,299027,652
GEO GROUP INC/THECOM36162J10625,0171,060,043SH DFND11,053,92306,120
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,473113,580SH DFND1113,58000
GEOSPACE TECHNOLOGIES CORPCOM37364X10917213,329SH DFND1 213,32900
GERMAN AMERICAN BANCORPCOM3738651046,747190,992SH DFND1190,99200
GERON CORPCOM3741631032,4201,344,758SH DFND11,344,5620196
GETTY REALTY CORPCOM3742971097,156263,476SH DFND1263,47600
GEVO INCCOM PAR3743963072135,762SH DFND135,76200
GGP INCCOM36174X101181,0127,753,010SH DFND17,721,959031,051
GIBRALTAR INDUSTRIES INCCOM3746891079,421285,493SH DFND1285,49300
G-III APPAREL GROUP LTDCOM36237H10113,895376,677SH DFND1376,67700
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411817823,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOM3759161034,809149,968SH DFND1148,91401,054
GILDAN ACTIVEWEAR INCCOM37591610385726,547SH DFND1 226,54700
GILEAD SCIENCES INCCOM37555810397713,644SH DFND1 213,64400
GILEAD SCIENCES INCCOM3755581031,132,36915,835,419SH DFND115,720,6530114,766
GLACIER BANCORP INCCOM37637Q1058204SH DFND1 220400
GLACIER BANCORP INCCOM37637Q10527,336693,995SH DFND1693,99500
GLADSTONE COMMERCIAL CORPCOM3765361085,594265,665SH DFND1265,66500
GLADSTONE LAND CORPCOM3765491011,07880,282SH DFND180,28200
GLATFELTERCOM3773161047,638356,257SH DFND1356,25700
GLAUKOS CORPCOM3773221027,077275,937SH DFND1275,93700
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1055,161145,521SH DFND1143,54501,976
GLEN BURNIE BANCORPCOM37740710120818,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10813,350339,280SH DFND1339,28000
GLOBAL BLOOD THERAPEUTICS INCOM37890U108651,671SH DFND1 21,67100
GLOBAL BRASS & COPPER HOLDINCOM37953G1039,123275,637SH DFND1275,63700
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102964421,041SH DFND1421,04100
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,17275,503SH DFND175,50300
GLOBAL MEDICAL REIT INCCOM NEW37954A2041,161141,586SH DFND1141,58600
GLOBAL NET LEASE INCCOM NEW37937820110,888529,075SH DFND1529,07500
GLOBAL PARTNERS LPCOM UNITS37946R10997358,293SH DFND1 258,29300
GLOBAL PAYMENTS INCCOM37940X102162,1061,620,734SH DFND11,612,81907,915
GLOBAL SELF STORAGE INCCOM37955N10634674,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310228430,457SH DFND130,45700
GLOBALSCAPE INCCOM37940G10910429,423SH DFND129,42300
GLOBALSTAR INCCOM3789734085,0573,860,824SH DFND13,860,82400
GLOBUS MEDICAL INC - ACL A37957720824,589598,284SH DFND1594,70803,576
GLOWPOINT INCCOM NEW379887201122340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010617046,851SH DFND1 246,85100
GLU MOBILE INCCOM3798901063,367925,075SH DFND1925,07500
GLYCOMIMETICS INCCOM38000Q1022,635156,952SH DFND1156,95200
GMS INCCOM36251C1039,273246,377SH DFND1246,37700
GNC HOLDINGS INC-CL ACOM CL A36191G1072,129577,235SH DFND1576,3620873
GODADDY INC - CLASS ACL A38023710742,932853,870SH DFND1853,87000
GOGO INCCOM38046C1096,418569,014SH DFND1569,01400
GOLAR LNG LTDSHSG9456A1007,897264,941SH DFND1264,6380303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10272331,747SH DFND131,74700
GOLD RESOURCE CORPCOM38068T1052,165492,157SH DFND1492,15700
GOLDEN ENTERTAINMENT INCCOM3810131013,13896,137SH DFND196,13700
GOLDEN MINERALS COCOM381119106102236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG3963720570085,954SH DFND185,95400
GOLDFIELD CORPCOM381370105699142,790SH DFND1142,79000
GOLDMAN SACHS GROUP INCCOM38141G104931,9033,665,842SH DFND13,648,397017,445
GOLDMAN SACHS MLP & ENERGY RCOM38148G10711017,887SH DFND1 217,88700
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087915156,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084330127,665SH DFND127,66500
GOODYEAR TIRE & RUBBER COCOM38255010194,1732,920,238SH DFND12,908,008012,230
GOPRO INC-CLASS ACL A38268T1037,145943,936SH DFND1943,93600
GOPRO INC-CLASS ACL A38268T103293,893SH DFND1 23,89300
GORES HOLDINGS II INC - CW22*W EXP 03/06/202382867117267133,033SH DFND1 2133,03300
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1142,8181,209,550SH DFND1 21,209,55000
GORMAN-RUPP COCOM3830821044,509144,501SH DFND1144,50100
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10315,984862,158SH DFND1862,15800
GP STRATEGIES CORPCOM36225V1042,721117,294SH DFND1117,29400
GPMT 5.625 12/01/22NOTE 5.625%12/038741LAB38,9559,000,000PRN DFND1 29,000,00000
GPRE 3.25 10/01/18NOTE 3.250%10/0393222AD62,1812,000,000PRN DFND1 22,000,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF18,9929,560,000PRN DFND1 29,560,00000
GRACO INCCOM38410910467,0161,482,009SH DFND11,473,70908,300
GRAHAM CORPCOM384556106763,646SH DFND1 23,64600
GRAHAM CORPCOM3845561061,47870,646SH DFND170,64600
GRAHAM HOLDINGS CO-CLASS BCOM38463710477138SH DFND1 213800
GRAHAM HOLDINGS CO-CLASS BCOM38463710422,13439,643SH DFND139,4150228
GRAMERCY PROPERTY TRUSTCOM NEW38500230835,0831,315,975SH DFND11,315,97500
GRAND CANYON EDUCATION INCCOM38526M10638,650431,709SH DFND1431,70900
GRANITE CONSTRUCTION INCCOM38732810720,807328,038SH DFND1326,07201,966
GRANITE POINT MORTGAGE TRUSTCOM38741L1076,672376,102SH DFND1376,10200
GRAPHIC PACKAGING HOLDING COCOM38868910138,0682,463,994SH DFND12,463,99400
GRAY TELEVISION INCCOM38937510610,401620,974SH DFND1620,97400
GREAT AJAX CORPCOM38983D3001,546111,886SH DFND1111,88600
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209489120,848SH DFND1120,84800
GREAT LAKES DREDGE & DOCK COCOM3906071092,488460,841SH DFND1460,84100
GREAT PLAINS ENERGY INCCOM39116410058,4671,813,517SH DFND11,802,886010,631
GREAT SOUTHERN BANCORP INCCOM3909051076,438124,663SH DFND1124,66300
GREAT WESTERN BANCORP INCCOM39141610419,378486,894SH DFND1486,89400
GREEN BANCORP INCCOM39260X1004,317212,669SH DFND1211,63401,035
GREEN BANCORP INCCOM39260X1004234SH DFND1 223400
GREEN BRICK PARTNERS INCCOM3927091012,453217,146SH DFND1217,14600
GREEN DOT CORP-CLASS ACL A39304D10222,294369,970SH DFND1369,97000
GREEN DOT CORP-CLASS ACL A39304D10265610,897SH DFND1 210,89700
GREEN PLAINS INCCOM3932221045,795343,955SH DFND1343,5340421
GREENBRIER COMPANIES INCCOM39365710119,184359,937SH DFND1359,8180119
GREENBRIER COMPANIES INCCOM39365710125475SH DFND1 247500
GREENE COUNTY BANCORP INCCOM39435710742413,012SH DFND113,01200
GREENHILL & CO INCCOM3952591044,303220,690SH DFND1219,7550935
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1095,002248,871SH DFND1248,87100
GREIF INC-CL ACL A39762410715,112249,468SH DFND1247,99301,475
GREIF INC-CL BCL B3976242061,33819,295SH DFND118,5410754
GRIFFIN INDUSTRIAL REALTY INCOM39823110044212,065SH DFND112,06500
GRIFFON CORPCOM3984331025,247257,870SH DFND1257,87000
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,299100,339SH DFND198,70601,633
GROUP 1 AUTOMOTIVE INCCOM39890510911,227158,194SH DFND1158,19400
GROUPON INCCOM39947310718,4083,609,420SH DFND13,609,42000
GROUPON INCCOM39947310710420,556SH DFND1 220,55600
GRUBHUB INCCOM40011010250,988710,151SH DFND1710,15100
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021092,634SH DFND1 22,63400
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021744,198SH DFND14,19800
GRUPO FIN SANTANDER-ADR BSPON ADR SHS B05969B1034620SH DFND100620
GRUPO FIN SANTANDER-ADR BSPON ADR SHS B05969B10330441,715SH DFND1 241,71500
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091002,36735,960SH DFND135,96000
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001612,447SH DFND1 22,44700
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG93,4503,000,000PRN DFND1 23,000,00000
GSE SYSTEMS INCCOM36227K10610833,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U106977122,851SH DFND1122,85100
GSVC 5.25 09/15/18NOTE 5.250% 9/136191JAB72,0662,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM36239310012,189259,627SH DFND1259,62700
GTX INCCOM NEW40052B20751040,138SH DFND140,13800
GTY TECHNOLOGY HOLDINGS IN-ACL AG4182A10231131,370SH DFND131,37000
GUARANTY BANCORPCOM NEW40075T6076,478234,311SH DFND1234,31100
GUARANTY BANCSHARES INCCOM40076410650116,355SH DFND116,35500
GUESS INCCOM4016171058,448500,533SH DFND1499,8200713
GUIDEWIRE SOFTWARE INCCOM40171V10045,526613,068SH DFND1613,06800
GUIDEWIRE SOFTWARE INCCOM40171V10037508SH DFND1 250800
GULF ISLAND FABRICATION INCCOM4023071021,400104,333SH DFND1104,33300
GULF RESOURCES INCCOM PAR $0.000540251W3092618,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530418,8061,473,850SH DFND11,465,73308,117
GW PHARMACEUTICALS -ADRADS36197T1032,01115,241SH DFND115,24100
H&E EQUIPMENT SERVICES INCCOM40403010811,215275,898SH DFND1275,89800
H&R BLOCK INCCOM09367110578,4072,995,035SH DFND12,983,981011,054
H.B. FULLER CO.COM35969410622,544418,491SH DFND1418,49100
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1031,783186,755SH DFND1186,75500
HACKETT GROUP INC/THECOM4046091094,018255,761SH DFND1255,76100
HACKETT GROUP INC/THECOM40460910948731,030SH DFND1 231,03000
HAEMONETICS CORP/MASSCOM40502410027,657476,203SH DFND1476,20300
HAIN CELESTIAL GROUP INCCOM40521710039,337927,984SH DFND1922,87005,114
HALCON RESOURCES CORPCOM PAR NEW40537Q6059,3161,230,652SH DFND11,230,65200
HALCON RESOURCES CORP-CW20*W EXP 09/09/20240537Q1185678,900SH DFND1 278,90000
HALLADOR ENERGY COCOM40609P105958157,445SH DFND1157,44500
HALLIBURTON COCOM406216101711,469SH DFND1 21,46900
HALLIBURTON COCOM406216101416,4128,540,204SH DFND18,495,160045,044
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,01397,204SH DFND197,20400
HALOZYME THERAPEUTICS INCCOM40637H10934517,052SH DFND1 217,05200
HALOZYME THERAPEUTICS INCCOM40637H10925,0031,234,109SH DFND11,234,10900
HALYARD HEALTH INCCOM40650V10023,255503,574SH DFND1501,26502,309
HAMILTON BEACH BRAND-ACOM CL A40701T1041,62563,269SH DFND163,26900
HAMILTON LANE INC-CLASS ACL A4074971065,331150,650SH DFND1150,65000
HANCOCK HOLDING COCOM41012010942,181852,161SH DFND1847,29004,871
HANESBRANDS INCCOM4103451021738,317SH DFND1 28,31700
HANESBRANDS INCCOM41034510276,8303,682,338SH DFND13,662,772019,566
HANMI FINANCIAL CORPORATIONCOM NEW4104952048,702286,729SH DFND1286,72900
HANNON ARMSTRONG SUSTAINABLECOM41068X10010,311428,557SH DFND1428,55700
HANOVER INSURANCE GROUP INC/COM41086710538,956360,441SH DFND1358,35902,082
HARBORONE BANCORP INCCOM41165F1014,619241,096SH DFND1241,09600
HARDINGE INCCOM4123243031,45283,393SH DFND183,39300
HARLEY-DAVIDSON INCCOM41282210887,8691,730,695SH DFND11,721,83608,859
HARMONIC INCCOM4131601022,887687,512SH DFND1687,51200
HARRIS CORPCOM413875105184,6251,306,014SH DFND11,299,66706,347
HARSCO CORPCOM41586410712,495669,974SH DFND1668,9890985
HARTE-HANKS INCCOM416196202240253,385SH DFND1250,88602,499
HARTE-HANKS INCCOM416196103240253,385SH DFND1250,88602,499
HARTFORD FINANCIAL SVCS GRPCOM416515104215,2873,833,222SH DFND13,814,781018,441
HARVARD BIOSCIENCE INCCOM416906105484146,791SH DFND1146,79100
HASBRO INCCOM41805610756622SH DFND1 262200
HASBRO INCCOM418056107131,0221,443,987SH DFND11,433,749010,238
HASI 4.125 09/01/22NOTE 4.125% 9/041068XAB65,1435,000,000PRN DFND1 25,000,00000
HAVERTY FURNITURECOM4195961013,491154,168SH DFND1154,16800
HAVERTY FURNITURECOM4195961011747,700SH DFND1 27,70000
HAWAIIAN ELECTRIC INDSCOM41987010034,590956,874SH DFND1951,52005,354
HAWAIIAN HOLDINGS INCCOM41987910125,103629,958SH DFND1629,95800
HAWAIIAN TELCOM HOLDCO INCCOM4200311062,74088,810SH DFND188,81000
HAWKINS INCCOM4202611092,93183,272SH DFND183,27200
HAWTHORN BANCSHARES INCCOM4204761031,01548,921SH DFND148,92100
HAYMAKER ACQUISITION CO-CW22*W EXP 10/27/202420870115160200,000SH DFND1 2200,00000
HAYNES INTERNATIONAL INCCOM NEW4208772013,409106,376SH DFND1106,37600
HC2 HOLDINGS INCCOM4041391071,677281,991SH DFND1281,99100
HCA HEALTHCARE INCCOM40412C101243,4962,778,426SH DFND12,764,338014,088
HCI GROUP INCCOM40416E1031,98866,493SH DFND166,413080
HCP INCCOM40414L109152,6105,861,984SH DFND15,838,260023,724
HD SUPPLY HOLDINGS INCCOM40416M10565,7431,643,325SH DFND11,643,32500
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,84318,130SH DFND117,04201,088
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1067,197288,481SH DFND1288,0550426
HEALTHCARE REALTY TRUST INCCOM42194610441,3561,287,559SH DFND11,281,41006,149
HEALTHCARE SERVICES GROUPCOM42190610833,978644,509SH DFND1644,50900
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50150,9081,694,675SH DFND11,694,67500
HEALTHEQUITY INCCOM42226A10721471SH DFND1 247100
HEALTHEQUITY INCCOM42226A10721,434459,370SH DFND1459,37000
HEALTHSOUTH CORPCOM42192430949,175995,263SH DFND1989,69805,565
HEALTHSTREAM INCCOM42222N1035,224225,564SH DFND1225,56400
HEARTLAND EXPRESS INCCOM42234710410,912467,533SH DFND1467,53300
HEARTLAND FINANCIAL USA INCCOM42234Q10213,939259,827SH DFND1259,82700
HEAT BIOLOGICS INC -REDHCOM42237K3003079,837SH DFND179,83700
HECLA MINING COCOM4227041069824,814SH DFND1 224,81400
HECLA MINING COCOM42270410613,1793,319,815SH DFND13,319,81500
HEICO CORPCOM42280610921,394226,756SH DFND1226,75600
HEICO CORP-CLASS ACL A42280620828,016354,413SH DFND1353,7820631
HEIDRICK & STRUGGLES INTLCOM42281910268427,896SH DFND1 227,89600
HEIDRICK & STRUGGLES INTLCOM4228191024,795195,330SH DFND1194,9400390
HELEN OF TROY LTDCOMG4388N10623,575244,690SH DFND1243,34701,343
HELEN OF TROY LTDCOMG4388N1067898,195SH DFND1 28,19500
HELIOS AND MATHESON ANALYTICCOM NEW42327L20043168,394SH DFND168,39400
HELIX ENERGY SOLUTIONS GROUPCOM42330P1078,5861,138,856SH DFND11,138,85600
HELMERICH & PAYNECOM42345210179,3631,230,247SH DFND11,224,13106,116
HEMISPHERE MEDIA GROUP INCCL A42365Q1031,375119,060SH DFND1119,06000
HEMISPHERX BIOPHARMA INCCOM NEW42366C3012574,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510021713,164SH DFND113,16400
HENRY SCHEIN INCCOM806407102134,5171,928,477SH DFND11,915,211013,266
HENRY SCHEIN INCCOM8064071021051,507SH DFND1 21,50700
HERBALIFE LTDCOM USD SHSG4412G10139577SH DFND1 257700
HERBALIFE LTDCOM USD SHSG4412G10133,250490,996SH DFND1490,99600
HERC HOLDINGS INCCOM42704L10413,903222,064SH DFND1222,06400
HERITAGE COMMERCE CORPCOM4269271094,724308,374SH DFND1308,37400
HERITAGE COMMERCE CORPCOM42692710913883SH DFND1 288300
HERITAGE FINANCIAL CORPCOM42722X1068,096262,874SH DFND1262,87400
HERITAGE INSURANCE HOLDINGSCOM42727J1023,858214,143SH DFND1214,14300
HERITAGE INSURANCE HOLDINGSCOM42727J1028493SH DFND1 249300
HERITAGE-CRYSTAL CLEAN INCCOM42726M1062,830130,146SH DFND1130,14600
HERMAN MILLER INCCOM60054410029,403734,160SH DFND1731,20902,951
HERMAN MILLER INCCOM60054410062815,695SH DFND1 215,69500
HERON THERAPEUTICS INCCOM4277461027,193397,456SH DFND1397,45600
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255007,038404,519SH DFND1404,51900
HERSHA HOSPITALITY TRUSTPR SHS BEN INT427825500201,151SH DFND1 21,15100
HERSHEY CO/THECOM427866108174,4761,540,262SH DFND11,532,94607,316
HERTZ GLOBAL HOLDINGS INCCOM42806J10613,774623,284SH DFND1623,28400
HESKA CORPCOM RESTRC NEW42805E3064,79159,734SH DFND159,73400
HESS CORPCOM42809H1072,84860,000SH DFND1 260,00000
HESS CORPCOM42809H107135,8592,868,183SH DFND12,854,753013,430
HEWLETT PACKARD ENTERPRISECOM42824C109225,38715,730,780SH DFND115,649,145081,635
HEXCEL CORPCOM42829110845,376733,654SH DFND1733,65400
HFF INC-CLASS ACL A40418F10814,671301,635SH DFND1301,63500
HFF INC-CLASS ACL A40418F1081823,743SH DFND1 23,74300
HIBBETT SPORTS INCCOM4285671014,217206,728SH DFND1206,72800
HIBBETT SPORTS INCCOM42856710114712SH DFND1 271200
HIGHPOWER INTERNATIONAL INCCOM43113X1013710,264SH DFND110,26400
HIGHWOODS PROPERTIES INCCOM43128410853,1381,043,771SH DFND11,038,68705,084
HILL INTERNATIONAL INCCOM4314661011,501275,563SH DFND1275,56300
HILLENBRAND INCCOM43157110823,959535,998SH DFND1535,99800
HILL-ROM HOLDINGS INCCOM43147510244,689530,191SH DFND1526,74603,445
HILLTOP HOLDINGS INCCOM43274810117,193678,797SH DFND1678,79700
HILTON GRAND VACATIONS INCCOM43283X10522,462535,464SH DFND1535,46400
HILTON WORLDWIDE HOLDINGS INCOM43300A203168,9742,120,355SH DFND12,110,299010,056
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10673670,697SH DFND170,69700
HINGHAM INSTITUTION FOR SVGSCOM4333231023,06014,786SH DFND114,78600
HMS HOLDINGS CORPCOM40425J101281,653SH DFND1 21,65300
HMS HOLDINGS CORPCOM40425J10114,874877,581SH DFND1877,58100
HNI CORPCOM40425110014,761382,718SH DFND1379,82602,892
HNI CORPCOM4042511002035,277SH DFND1 25,27700
HOLLYFRONTIER CORPCOM43610610825495SH DFND1 249500
HOLLYFRONTIER CORPCOM43610610879,8141,559,196SH DFND11,549,64809,548
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710595342,830SH DFND142,83000
HOLOGIC INCCOM436440101129,4543,034,202SH DFND13,010,897023,305
HOME BANCORP INCCOM43689E1071,94144,910SH DFND144,91000
HOME BANCSHARES INCCOM43689320032,4681,396,496SH DFND11,388,69807,798
HOME DEPOT INCCOM4370761022,207,87111,675,138SH DFND111,614,274060,864
HOMESTREET INCCOM43785V10220710SH DFND1 271000
HOMESTREET INCCOM43785V1027,375254,784SH DFND1254,78400
HOMETRUST BANCSHARES INCCOM4378721043,968154,100SH DFND1154,10000
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830877522,765SH DFND120,06202,703
HONEYWELL INTERNATIONAL INCCOM4385161061,84012,000SH DFND1 212,00000
HONEYWELL INTERNATIONAL INCCOM4385161061,303,0418,513,277SH DFND18,475,394037,883
HOOKER FURNITURE CORPCOM4390381004,19198,746SH DFND198,74600
HOPE BANCORP INCCOM43940T10921,2701,165,510SH DFND11,165,51000
HOPFED BANCORP INCCOM43973410431322,075SH DFND122,07500
HORACE MANN EDUCATORSCOM4403271048191SH DFND1 219100
HORACE MANN EDUCATORSCOM44032710414,887337,576SH DFND1337,57600
HORIZON BANCORP INDIANACOM4404071045,475196,944SH DFND1196,94400
HORIZON BANCORP INDIANACOM44040710412439SH DFND1 243900
HORIZON GLOBAL CORPCOM44052W1042,797199,544SH DFND1199,54400
HORIZON PHARMA PLCSHSG4617B10522,0871,512,858SH DFND11,512,85800
HORMEL FOODS CORPCOM440452100117,3163,229,951SH DFND13,215,774014,177
HORNBECK OFFSHORE SERVICESCOM440543106591190,128SH DFND1190,12800
HORTONWORKS INCCOM44089410320210,080SH DFND1 210,08000
HORTONWORKS INCCOM44089410312,509622,048SH DFND1622,04800
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10259,0611,978,613SH DFND11,969,21609,397
HOST HOTELS & RESORTS INCCOM44107P104188,6449,519,987SH DFND19,479,866040,121
HOSTESS BRANDS INCCL A44109J10610,822730,759SH DFND1730,75900
HOUGHTON MIFFLIN HARCOURT COCOM44157R1098,934960,694SH DFND1960,69400
HOULIHAN LOKEY INCCL A44159310083718,438SH DFND1 218,43800
HOULIHAN LOKEY INCCL A44159310011,326249,309SH DFND1249,30900
HOUSTON AMERICAN ENERGY CORPCOM44183U10044135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10966191,860SH DFND191,86000
HOVNANIAN ENTERPRISES-ACL A4424872033,4251,022,633SH DFND11,018,41704,216
HOVNANIAN ENTERPRISES-ACL A44248720323770,779SH DFND1 270,77900
HOWARD BANCORP INCCOM4424961051,51969,057SH DFND169,05700
HOWARD HUGHES CORP/THECOM44267D10740,829311,037SH DFND1311,03700
HP INCCOM40434L105393,69318,775,726SH DFND118,683,070092,656
HRG GROUP INCCOM40434J100321,929SH DFND1 21,92900
HRG GROUP INCCOM40434J10019,9971,179,819SH DFND11,179,81900
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW4042804068,731169,081SH DFND1166,31002,771
HSN INCCOM40430310910,138251,255SH DFND1251,25500
HTG MOLECULAR DIAGNOSTICSCOM40434H1044019,859SH DFND119,85900
HUB GROUP INC-CL ACL A44332010613,875289,678SH DFND1289,67800
HUBBELL INCCOM44351060760,291445,480SH DFND1442,78602,694
HUBSPOT INCCOM44357310025,093283,862SH DFND1283,86200
HUDBAY MINERALS INCCOM443628102596,696SH DFND16,69600
HUDBAY MINERALS INCCOM44362810240946,300SH DFND1 246,30000
HUDSON GLOBAL INCCOM44378710620490,899SH DFND190,89900
HUDSON PACIFIC PROPERTIES INCOM44409710953,4681,561,120SH DFND11,561,12000
HUDSON TECHNOLOGIES INCCOM4441441091,977325,835SH DFND1325,83500
HUMANA INCCOM444859102172696SH DFND1 269600
HUMANA INCCOM444859102376,7651,521,958SH DFND11,514,55307,405
HUNT (JB) TRANSPRT SVCS INCCOM44565810740349SH DFND1 234900
HUNT (JB) TRANSPRT SVCS INCCOM445658107119,7201,043,161SH DFND11,035,08008,081
HUNTER MARITIME ACQUISITIONCL AY378281116,311647,300SH DFND1 2647,30000
HUNTER MARITIME ACQUISITIO-W*W EXP 99/99/999Y37828129200664,850SH DFND1 2664,85000
HUNTINGTON BANCSHARES INCCOM446150104175,96012,108,854SH DFND112,054,683054,171
HUNTINGTON INGALLS INDUSTRIECOM446413106111,919475,057SH DFND1472,82002,237
HUNTSMAN CORPCOM44701110786,9192,610,994SH DFND12,610,99400
HUNTSMAN CORPCOM44701110724746SH DFND1 274600
HURCO COMPANIES INCCOM4473241043,27477,586SH DFND177,58600
HURON CONSULTING GROUP INCCOM4474621028,098200,221SH DFND1200,22100
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1032586,554SH DFND16,55400
HUTTIG BUILDING PRODUCTS INCCOM4484511041,103166,011SH DFND1166,01100
HYATT HOTELS CORP - CL ACOM CL A44857910231427SH DFND1 242700
HYATT HOTELS CORP - CL ACOM CL A44857910228,168383,033SH DFND1383,03300
HYDROGENICS CORPCOM NEW44888320713712,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721057,00482,246SH DFND182,24600
IAC/INTERACTIVECORPCOM44919P50879,233648,371SH DFND1648,2210150
IAMGOLD CORPCOM4509131086611,377SH DFND111,37700
IBERIABANK CORPCOM45082810812165SH DFND1 216500
IBERIABANK CORPCOM45082810840,015516,333SH DFND1516,33300
IBIO INCCOM45103310460342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20625173,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001015,395101,799SH DFND1101,79900
ICF INTERNATIONAL INCCOM44925C10327525SH DFND1 252500
ICF INTERNATIONAL INCCOM44925C1039,111173,557SH DFND1173,55700
ICHOR HOLDINGS LTDSHSG4740B1053,887158,025SH DFND1158,02500
ICICI BANK LTD-SPON ADRADR45104G10462464,209SH DFND161,23702,972
ICON PLCSHSG4705A1003,76933,612SH DFND133,61200
ICONIX BRAND GROUP INCCOM451055107619479,901SH DFND1479,90100
ICONIX BRAND GROUP INCCOM4510551071814,196SH DFND1 214,19600
ICU MEDICAL INCCOM44930G10729,434136,271SH DFND1136,27100
ID SYSTEMS INCCOM44948910339256,581SH DFND156,58100
IDACORP INCCOM45110710639,811435,767SH DFND1433,28602,481
IDEAL POWER INCCOM4516221048459,328SH DFND159,32800
IDENTIV INCCOM NEW45170X20518756,100SH DFND156,10000
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,6921,276,263SH DFND11,276,26300
IDEX CORPCOM45167R10484,202638,423SH DFND1634,66003,763
IDEXX LABORATORIES INCCOM45168D104148,977954,584SH DFND1947,20807,376
IDT CORP-CLASS BCL B NEW4489475071,752165,320SH DFND1165,32000
IEC ELECTRONICS CORPCOM44949L1057418,187SH DFND118,18700
IES HOLDINGS INCCOM44951W1061,38080,030SH DFND180,03000
IGNYTA INCCOM45173110312,445466,115SH DFND1466,11500
IHS MARKIT LTDSHSG47567105182,6194,052,864SH DFND14,034,797018,067
II-VI INCCOM90210410823,723505,300SH DFND1505,30000
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10857636,473SH DFND136,47300
ILG INCCOM44967H10127,427963,035SH DFND1957,72905,306
ILG INCCOM44967H10199635,000SH DFND1 235,00000
ILLINOIS TOOL WORKSCOM452308109556,9673,345,059SH DFND13,328,725016,334
ILLUMINA INCCOM452327109344,6651,580,736SH DFND11,568,186012,550
IMAX CORPCOM45245E1092,676115,630SH DFND1115,63000
IMMERSION CORPORATIONCOM4525211071,885267,089SH DFND1267,08900
IMMUNE DESIGN CORPCOM45252L1031,110284,690SH DFND1284,0160674
IMMUNE PHARMACEUTICALS INCCOM NEW45254C2001222,355SH DFND122,35500
IMMUNOCELLULAR THERAPEUTICSCOM NEW452536204310,995SH DFND110,99500
IMMUNOGEN INCCOM45253H1016,122955,193SH DFND1954,3410852
IMMUNOMEDICS INCCOM45290710816,100996,333SH DFND1996,33300
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P5081,104108,751SH DFND1108,75100
IMPAX LABORATORIES INCCOM45256B10110,956658,031SH DFND1658,03100
IMPERIAL OIL LTDCOM4530384084,793155,127SH DFND1154,8020325
IMPERVA INCCOM45321L10011,330285,399SH DFND1285,39900
IMPINJ INCCOM4532041093,622160,803SH DFND1160,80300
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20111768,853SH DFND168,85300
INC RESEARCH HOLDINGS INC-ACL A87166B10223,570540,604SH DFND1537,83002,774
INC RESEARCH HOLDINGS INC-ACOM45329R10923,570540,604SH DFND1537,83002,774
INCYTE CORPCOM45337C10231328SH DFND1 232800
INCYTE CORPCOM45337C102183,1741,937,910SH DFND11,921,594016,316
INDEPENDENCE CONTRACT DRILLICOM453415309989248,729SH DFND1248,72900
INDEPENDENCE HOLDING COCOM NEW4534403073,394123,662SH DFND1123,66200
INDEPENDENCE REALTY TRUST INCOM45378A1068,249817,561SH DFND1817,56100
INDEPENDENT BANK CORP - MICHCOM NEW453838609934,173SH DFND1 24,17300
INDEPENDENT BANK CORP - MICHCOM NEW4538386094,323193,456SH DFND1193,45600
INDEPENDENT BANK CORP/MACOM4538361087109SH DFND1 210900
INDEPENDENT BANK CORP/MACOM45383610817,486250,346SH DFND1250,34600
INDEPENDENT BANK GROUP INCCOM45384B10611,740173,683SH DFND1173,68300
INDUSTRIAL SVCS OF AMERICACOM4563141032415,157SH DFND115,15700
INFINERA CORPCOM45667G1038,3151,313,616SH DFND11,313,61600
INFINITY PHARMACEUTICALS INCCOM45665G303660325,567SH DFND1325,2410326
INFINITY PROPERTY & CASUALTYCOM45665Q10310,40098,122SH DFND198,12200
INFORMATION SERVICES GROUPCOM45675Y104905217,152SH DFND1217,15200
INFOSYS LTD-SP ADRSPONSORED ADR4567881085,355333,395SH DFND1330,67102,724
INFRAREIT INCCOM45685L10056830,600SH DFND1 230,60000
INFRAREIT INCCOM45685L1008,405452,387SH DFND1452,38700
INFUSYSTEM HOLDINGS INCCOM45685K10210746,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710356230,496SH DFND127,46803,028
INGERSOLL-RAND PLCSHSG47791101248,6312,793,249SH DFND12,780,253012,996
INGEVITY CORPCOM45688C10725,911367,698SH DFND1367,633065
INGLES MARKETS INC-CLASS ACL A457030104671,955SH DFND1 21,95500
INGLES MARKETS INC-CLASS ACL A4570301047,040203,478SH DFND1203,47800
INGREDION INCCOM45718710297,286696,219SH DFND1692,48403,735
INNERWORKINGS INCCOM45773Y1053,967395,527SH DFND1395,52700
INNODATA INCCOM NEW4576422059872,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1089,391200,980SH DFND1200,6560324
INNOSPEC INCCOM45768S10515,168214,852SH DFND1214,85200
INNOVATIVE INDUSTRIAL PROPERCOM45781V10149115,197SH DFND115,19700
INNOVATIVE SOLUTIONS & SUPPCOM45769N10516556,144SH DFND156,14400
INNOVIVA INCCOM45781M10111,144785,344SH DFND1783,90401,440
INNOVIVA INCCOM45781M101866,065SH DFND1 26,06500
INOGEN INCCOM45780L10484712SH DFND1 271200
INOGEN INCCOM45780L10418,375154,310SH DFND1154,31000
INOVALON HOLDINGS INC - ACOM CL A45781D1018,806587,103SH DFND1587,10300
INOVIO PHARMACEUTICALS INCCOM NEW45773H20117642,668SH DFND1 242,66800
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,266790,959SH DFND1790,95900
INPHI CORPCOM45772F10712,461340,485SH DFND1340,48500
INSEEGO CORPCOM45782B104354220,379SH DFND1220,37900
INSIGHT ENTERPRISES INCCOM45765U10312,077315,416SH DFND1315,41600
INSIGNIA SYSTEMS INCCOM45765Y1053428,672SH DFND128,67200
INSMED INCCOM PAR $.0145766930721,575691,982SH DFND1691,98200
INSPERITY INCCOM45778Q10724,399425,454SH DFND1424,6860768
INSPERITY INCCOM45778Q1071,12819,672SH DFND1 219,67200
INSPIRED ENTERTAINMENT INCCOM45782N10823524,081SH DFND124,08100
INSTALLED BUILDING PRODUCTSCOM45780R10113,021171,452SH DFND1171,45200
INSTEEL INDUSTRIES INCCOM45774W1084,334153,069SH DFND1153,06900
INSTRUCTURE INCCOM45781U1037,258219,276SH DFND1219,27600
INSULET CORPCOM45784P10135,838519,401SH DFND1519,40100
INSYS THERAPEUTICS INCCOM NEW45824V2092,363245,665SH DFND1245,3470318
INTEGER HOLDINGS CORPCOM45826H10910,693236,056SH DFND1235,3010755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520826,964563,397SH DFND1563,39700
INTEGRATED DEVICE TECH INCCOM45811810634,8271,171,458SH DFND11,164,91406,544
INTEL CORPCOM4581401002,663,88157,813,577SH DFND157,406,7910406,786
INTEL CORPCOM4581401001523,307SH DFND1 23,30700
INTELLIA THERAPEUTICS INCCOM45826J1053,765195,925SH DFND1195,92500
INTELLICHECK INCCOM NEW45817G2012811,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM4581731011113,756SH DFND113,75600
INTELSAT SACOML5140P10125073,996SH DFND173,99600
INTER PARFUMS INCCOM4583341097,523173,156SH DFND1173,15600
INTERACTIVE BROKERS GRO-CL ACOM45841N10735,236595,111SH DFND1591,06004,051
INTERCEPT PHARMACEUTICALS INCOM45845P1089,327159,666SH DFND1159,650016
INTERCONTINENTAL EXCHANGE INCOM45866F104398,2495,657,155SH DFND15,628,062029,093
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7074186,597SH DFND15,6530944
INTERDIGITAL INCCOM45867G10126,250344,716SH DFND1342,74201,974
INTERFACE INCCOM458665304251,032SH DFND1 21,03200
INTERFACE INCCOM45866530413,923553,615SH DFND1553,61500
INTERMOLECULAR INCCOM45882D1099569,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A4092,176138,556SH DFND1138,2130343
INTERNATIONAL BANCSHARES CRPCOM45904410326,688672,259SH DFND1669,58602,673
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1081585,986SH DFND1 25,98600
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1086,361239,952SH DFND1239,95200
INTERNATIONAL PAPER COCOM460146103246,8074,268,853SH DFND14,245,750023,103
INTERNATIONAL SEAWAYS INCCOMY410531024,950268,165SH DFND1268,16500
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X2048785,378SH DFND185,37800
INTERPUBLIC GROUP OF COS INCCOM46069010093,5774,650,235SH DFND14,630,142020,093
INTERSECT ENT INCCOM46071F10328865SH DFND1 286500
INTERSECT ENT INCCOM46071F1038,281255,617SH DFND1255,61700
INTERSECTIONS INCCOM46098130115267,353SH DFND167,35300
INTEST CORPCOM46114710031236,180SH DFND136,18000
INTEST CORPCOM461147100829,554SH DFND1 29,55400
INTEVAC INCCOM4611481081,115162,852SH DFND1162,85200
INTL BUSINESS MACHINES CORPCOM4592001012431,589SH DFND1 21,58900
INTL BUSINESS MACHINES CORPCOM4592001011,524,6329,956,846SH DFND19,911,265045,581
INTL FCSTONE INCCOM46116V1059,746229,167SH DFND1229,16700
INTL FLAVORS & FRAGRANCESCOM459506101136,648897,147SH DFND1893,06104,086
INTL SPEEDWAY CORP-CL ACL A4603352019,284232,996SH DFND1231,79101,205
INTRA-CELLULAR THERAPIES INCCOM46116X1015,809401,194SH DFND1401,19400
INTREPID POTASH INCCOM46121Y1024,106862,713SH DFND1862,71300
INTREXON CORPCOM46122T102605,220SH DFND1 25,22000
INTREXON CORPCOM46122T1025,684493,488SH DFND1493,48800
INTRICON CORPCOM46121H10927413,883SH DFND113,88300
INTUIT INCCOM461202103475,8043,020,966SH DFND12,999,384021,582
INTUITIVE SURGICAL INCCOM NEW46120E602485,5551,333,002SH DFND11,323,52809,474
INTUITIVE SURGICAL INCCOM NEW46120E60239107SH DFND1 210700
INUVO INCCOM NEW46122W20486106,848SH DFND1106,84800
INVACARE CORPCOM4612031014,477265,710SH DFND1265,71000
INVESCO LTDSHSG491BT108155,9694,277,503SH DFND14,257,254020,249
INVESCO MORTGAGE CAPITALCOM46131B10016,162906,450SH DFND1900,60205,848
INVESCO MUNICIPAL OPPORTUNICOM46132C10760648,896SH DFND1 248,89600
INVESCO PENNSYLVANIA VALUE MCOM46132K1093,183261,982SH DFND1 2261,98200
INVESCO VALUE MUNICIPAL INCOCOM46132P1081,29586,939SH DFND1 286,93900
INVESTAR HOLDING CORPCOM46134L1051,48461,580SH DFND161,58000
INVESTMENT TECHNOLOGY GROUPCOM46145F10553527,810SH DFND1 227,81000
INVESTMENT TECHNOLOGY GROUPCOM46145F1056,257325,058SH DFND1325,05800
INVESTORS BANCORP INCCOM46146L10135,0362,524,252SH DFND12,524,25200
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301035,676999,309SH DFND1999,30900
INVESTORS TITLE COCOM4618041062,12310,708SH DFND110,70800
INVITAE CORPCOM46185L1032,644291,229SH DFND1291,22900
INVITATION HOMES INCCOM46187W10769,3852,945,630SH DFND12,945,63000
INVIVO THERAPEUTICS HOLDINGSCOM NEW46186M209133173,842SH DFND1173,84200
INVUITY INCCOM NEW46187J20544772,121SH DFND172,12100
ION GEOPHYSICAL CORPCOM NEW46204420718941SH DFND1 294100
ION GEOPHYSICAL CORPCOM NEW46204420783042,046SH DFND142,04600
IONIS PHARMACEUTICALS INCCOM46222210053,9911,073,382SH DFND11,073,1820200
IONIS PHARMACEUTICALS INCCOM46222210037748SH DFND1 274800
IOVANCE BIOTHERAPEUTICS INCCOM4622601004,592574,043SH DFND1574,04300
IPASS INCCOM46261V108246474,363SH DFND1474,36300
IPG PHOTONICS CORPCOM44980X10981,322379,982SH DFND1378,13101,851
IQVIA HOLDINGS INCCOM46266C105151,5381,551,032SH DFND11,543,79107,241
IRADIMED CORPCOM46266A10938325,310SH DFND125,31000
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40922,67555,688PRN DFND1 255,68800
IRHYTHM TECHNOLOGIES INCCOM4500561068,879158,418SH DFND1158,41800
IRIDEX CORPCOM46268410128737,770SH DFND137,77000
IRIDIUM COMMUNICATIONS INCCOM46269C1029,052767,169SH DFND1767,16900
IROBOT CORPCOM46272610018,444240,477SH DFND1240,3200157
IRON MOUNTAIN INCCOM46284V101114,4433,039,257SH DFND13,024,977014,280
IRON MOUNTAIN INCCOM46284V101391,041SH DFND1 21,04100
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10818,5861,239,906SH DFND11,239,90600
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8033,647122,880PRN DFND1122,88000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10311,939209,840PRN DFND1209,84000
ISHARES CORE S&P 500 ETFCORE S&P500 ETF46428720021,90181,465PRN DFND181,46500
ISHARES CORE S&P MIDCAP ETFCORE S&P MCP ETF4642875072,68914,172PRN DFND114,17200
ISHARES CORE S&P SMALL-CAP ECORE S&P SCP ETF4642878042,12627,690PRN DFND127,69000
ISHARES CURRENCY HEDGED MSCICUR HD EURZN ETF46434V6396,796228,000PRN DFND1228,00000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254153,690PRN DFND13,69000
ISHARES MSCI EAFE ETFMSCI EAFE ETF4642874656,54093,020PRN DFND193,02000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723412,512265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59813,741380,981PRN DFND1380,98100
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77225,026691,149PRN DFND1691,14900
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227695,175PRN DFND15,17500
ISORAY INCCOM46489V104107269,778SH DFND1269,77800
ISRAEL CHEMICALS LTDSHSM5920A10918245,225SH DFND1 245,22500
ISRAMCO INCCOM NEW4651414066836,536SH DFND16,53600
ISSUER DIRECT CORPCOM NEW46520M20465835,897SH DFND135,89700
ISTAR INCCOM45031U10179770,570SH DFND1 270,57000
ISTAR INCCOM45031U1017,474661,454SH DFND1661,45400
ITERIS INCCOM46564T1071,571225,511SH DFND1225,51100
ITRON INCCOM46574110621,618316,988SH DFND1316,98800
ITT INCCOM45073V10839,518740,459SH DFND1736,11904,340
ITURAN LOCATION AND CONTROLSHSM6158M104511,500SH DFND1 21,50000
ITURAN LOCATION AND CONTROLSHSM6158M10445213,241SH DFND113,24100
ITUS CORPCOM NEW45069V20320687,602SH DFND187,60200
IXYS CORP COMCOM46600W1066,037252,070SH DFND1252,07000
IZEA INCCOM46603N30111224,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210920,847137,310SH DFND1137,31000
J ALEXANDER'S HOLDINGSCOM46609J1061,031106,374SH DFND1106,37400
J. JILL INCCOM46620W1021,045134,081SH DFND1134,08100
J.C. PENNEY CO INCCOM7081601067,9642,520,383SH DFND12,520,38300
J2 GLOBAL INCCOM48123V102941,258SH DFND1 21,25800
J2 GLOBAL INCCOM48123V10231,741423,049SH DFND1420,46402,585
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020613317,962SH DFND117,96200
JABIL INCCOM4663131032118,048SH DFND1 28,04800
JABIL INCCOM46631310340,9851,561,340SH DFND11,552,33709,003
JACK HENRY & ASSOCIATES INCCOM42628110198,230840,263SH DFND1836,45703,806
JACK IN THE BOX INCCOM46636710925,944264,448SH DFND1262,99601,452
JACK IN THE BOX INCCOM4663671098758,920SH DFND1 28,92000
JACOBS ENGINEERING GROUP INCCOM46981410789,6181,361,374SH DFND11,355,38205,992
JAGGED PEAK ENERGY INCCOM47009K1075,341338,519SH DFND1338,51900
JAGUAR HEALTH INCCOM47010C201327,742SH DFND127,74200
JAKKS PACIFIC INCCOM47012E106236100,763SH DFND199,22501,538
JAMBA INCCOM NEW47023A30973491,082SH DFND191,08200
JAMES RIVER GROUP HOLDINGS LCOMG5005R1079,162228,996SH DFND1228,99600
JANUS HENDERSON GROUP PLCORD SHSG4474Y21443,6391,140,607SH DFND11,131,52809,079
JASON INDUSTRIES INCCOM47117210613054,863SH DFND154,86300
JAZZ PHARMACEUTICALS PLCSHS USDG508711058886,597SH DFND1 26,59700
JAZZ PHARMACEUTICALS PLCSHS USDG5087110555,650413,570SH DFND1413,57000
JBG SMITH PROPERTIESCOM46590V10029,176840,103SH DFND1835,49604,607
JD.COM INC-ADRSPON ADR CL A47215P10666,7471,618,530SH DFND11,585,474033,056
JELD-WEN HOLDING INCCOM47580P10323,775603,891SH DFND1603,89100
JERNIGAN CAPITAL INCCOM4764051052,197115,577SH DFND1115,57700
JETBLUE AIRWAYS CORPCOM477143101512,297SH DFND1 22,29700
JETBLUE AIRWAYS CORPCOM47714310164,8952,904,888SH DFND12,889,090015,798
JM SMUCKER CO/THECOM NEW832696405187,1001,508,493SH DFND11,502,39306,100
JOHN B. SANFILIPPO & SON INCCOM8004221075,00079,064SH DFND178,7270337
JOHN BEAN TECHNOLOGIES CORPCOM47783910429,030262,011SH DFND1262,01100
JOHNSON & JOHNSONCOM4781601044,256,10930,521,157SH DFND130,381,7900139,367
JOHNSON CONTROLS INTERNATIONSHSG51502105345,4039,083,841SH DFND19,036,354047,487
JOHNSON OUTDOORS INC-ACL A4791671084,98680,305SH DFND180,30500
JOHNSON OUTDOORS INC-ACL A47916710864010,321SH DFND1 210,32100
JONES ENERGY INC - ACOM CL A48019R108553503,514SH DFND1503,51400
JONES LANG LASALLE INCCOM48020Q10756,786381,526SH DFND1379,29002,236
JOUNCE THERAPEUTICS INCCOM4811161011,296101,657SH DFND1101,4220235
JPMORGAN CHASE & COCOM46625H1003,960,59437,112,305SH DFND136,933,3210178,984
JRJR33 INCCOM46645Q106844,389SH DFND144,38900
JUNIPER NETWORKS INCCOM48203R104148,3915,214,972SH DFND15,195,336019,636
JUNIPER PHARMACEUTICALS INC COM48203L10729761,279SH DFND161,27900
JUNO THERAPEUTICS INCCOM48205A10927601SH DFND1 260100
JUNO THERAPEUTICS INCCOM48205A10935,108768,066SH DFND1768,06600
JUST ENERGY GROUP INCCOM48213W10171,772SH DFND11,77200
JUST ENERGY GROUP INCCOM48213W1017918,397SH DFND118,39700
K12 INCCOM48273U1028,941562,369SH DFND1562,0430326
K12 INCCOM48273U10244027,699SH DFND1 227,69900
K2M GROUP HOLDINGS INCCOM48273J1076,499361,080SH DFND1361,08000
KADANT INCCOM48282T1049,07090,342SH DFND190,34200
KADMON HOLDINGS INCCOM48283N1061,679463,844SH DFND1463,84400
KAISER ALUMINUM CORPCOM PAR $0.0148300770416,478154,217SH DFND1154,21700
KALA PHARMACEUTICALS INCCOM4831191031,27568,987SH DFND168,98700
KALVISTA PHARMACEUTICALS INCCOM48349710320220,762SH DFND120,76200
KAMADA LTDSHSM6240T1097916,824SH DFND116,82400
KAMAN CORPCOM48354810313,824234,954SH DFND1234,95400
KANDI TECHNOLOGIES GROUP INCCOM48370910116524,321SH DFND124,32100
KANSAS CITY SOUTHERNCOM NEW485170302118,7191,130,586SH DFND11,125,44005,146
KANSAS CITY SOUTHERNCOM NEW48517030235338SH DFND1 233800
KAPSTONE PAPER AND PACKAGINGCOM48562P10316,357720,933SH DFND1720,93300
KAR AUCTION SERVICES INCCOM48238T1091001,992SH DFND1 21,99200
KAR AUCTION SERVICES INCCOM48238T10983,4781,652,711SH DFND11,652,71100
KARYOPHARM THERAPEUTICS INCCOM48576U1062,693280,610SH DFND1280,61000
KB HOMECOM48666K10930,164944,104SH DFND1938,54805,556
KBR INCCOM48242W10629,7691,501,254SH DFND11,491,89209,362
KEANE GROUP INCCOM48669A1085,135270,151SH DFND1270,15100
KEARNY FINANCIAL CORP/MDCOM48716P10811,458792,997SH DFND1792,99700
KELLOGG COCOM487836108180,4442,659,875SH DFND12,646,828013,047
KELLY SERVICES INC -ACL A48815220810,215374,615SH DFND1374,61500
KEMET CORPCOM NEW4883602076,184410,659SH DFND1409,12201,537
KEMET CORPCOM NEW488360207674,455SH DFND1 24,45500
KEMPER CORPCOM48840110027,038392,438SH DFND1390,03302,405
KEMPHARM INCCOM48844510727367,567SH DFND167,56700
KENNAMETAL INCCOM48917010032,259666,382SH DFND1662,38903,993
KENNEDY-WILSON HOLDINGS INCCOM48939810718,4061,060,893SH DFND11,060,89300
KERYX BIOPHARMACEUTICALSCOM4925151014,241912,179SH DFND1912,17900
KEWAUNEE SCIENTIFIC CPCOM4928541042438,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J1031,00184,978SH DFND184,97800
KEY TECHNOLOGY INCCOM49314310128415,427SH DFND115,42700
KEY TRONIC CORPCOM49314410924035,271SH DFND135,27100
KEYCORPCOM493267108230,46811,450,725SH DFND111,395,387055,338
KEYSIGHT TECHNOLOGIES INCOM49338L10365,2601,568,773SH DFND11,559,63909,134
KEYW HOLDING CORP/THECOM4937231002,491424,402SH DFND1424,40200
KFORCE INCCOM4937321016,310249,921SH DFND1249,92100
KILROY REALTY CORPCOM49427F10873,682987,041SH DFND1982,19504,846
KIMBALL ELECTRONICS INCCOM49428J1096,587360,963SH DFND1360,96300
KIMBALL INTERNATIONAL-BCL B49427410369937,490SH DFND1 237,49000
KIMBALL INTERNATIONAL-BCL B49427410312,187652,799SH DFND1652,79900
KIMBERLY-CLARK CORPCOM494368103488,7604,058,562SH DFND14,040,155018,407
KIMCO REALTY CORPCOM49446R109321,792SH DFND1 21,79200
KIMCO REALTY CORPCOM49446R10994,8755,236,657SH DFND15,215,461021,196
KINDER MORGAN INCCOM49456B10120711,475SH DFND1 211,47500
KINDER MORGAN INCCOM49456B101348,11519,307,863SH DFND119,209,137098,726
KINDRED BIOSCIENCES INCCOM4945771091,955206,898SH DFND1206,89800
KINDRED HEALTHCARE INCCOM4945801036,892710,616SH DFND1710,61600
KINGOLD JEWELRY INCCOM NEW49579A2045426,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,34471,503SH DFND171,50300
KINROSS GOLD CORPCOM NO PAR4969024042,949690,251SH DFND1689,6410610
KINSALE CAPITAL GROUP INCCOM49714P1087,197159,949SH DFND1159,94900
KIRBY CORPCOM49726610630,052449,883SH DFND1447,23202,651
KIRKLAND'S INCCOM497498105695,829SH DFND1 25,82900
KIRKLAND'S INCCOM4974981051,523127,349SH DFND1127,34900
KITE REALTY GROUP TRUSTCOM NEW49803T30016,497841,719SH DFND1841,71900
KKR INCOME OPPORTUNITIESCOM48249T10670143,723SH DFND1 243,72300
KKR REAL ESTATE FINANCE TRUSCOM48251K1002,483124,102SH DFND1124,10200
KLA-TENCOR CORPCOM4824801001,07510,238SH DFND1 210,23800
KLA-TENCOR CORPCOM482480100228,1102,174,554SH DFND12,161,062013,492
KLONDEX MINES LTDCOM498696103973373,313SH DFND1373,31300
KLX INCCOM48253910337,323546,862SH DFND1544,32502,537
KLX INCCOM48253910325373SH DFND1 237300
KMG CHEMICALS INCCOM4825641011712,591SH DFND1 22,59100
KMG CHEMICALS INCCOM4825641016,44097,468SH DFND197,46800
KNIGHT-SWIFT TRANSPORTATIONCL A49904910446,0871,054,972SH DFND11,048,65806,314
KNOLL INCCOM NEW49890420012,096525,042SH DFND1524,0620980
KNOWLES CORPCOM49926D10911,155760,980SH DFND1756,56804,412
KOHLS CORPCOM500255104129,3962,389,811SH DFND12,380,34109,470
KONA GRILL INCCOM50047H2019152,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230339810,543SH DFND19,00301,540
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230316440SH DFND1 244000
KOPIN CORPCOM5006001011,667521,086SH DFND1521,08600
KOPPERS HOLDINGS INCCOM50060P1068,677170,488SH DFND1170,48800
KORN/FERRY INTERNATIONALCOM NEW50064320019,421469,346SH DFND1469,34600
KORN/FERRY INTERNATIONALCOM NEW5006432002445,915SH DFND1 25,91500
KORNIT DIGITAL LTDSHSM6372Q11336222,472SH DFND122,47200
KOSMOS ENERGY LTDSHSG5315B10713,0881,910,700SH DFND11,910,70000
KRAFT HEINZ CO/THECOM500754106529,4806,822,492SH DFND16,749,153073,339
KRATON CORPCOM50077C10612,206253,408SH DFND1253,40800
KRATOS DEFENSE & SECURITYCOM NEW50077B2078,225776,737SH DFND1776,73700
KROGER COCOM501044101259,4759,472,221SH DFND19,427,883044,338
KRONOS WORLDWIDE INCCOM50105F10510,512407,937SH DFND1405,33802,599
KRONOS WORLDWIDE INCCOM50105F1052579,979SH DFND1 29,97900
KULICKE & SOFFA INDUSTRIESCOM50124210112,067495,908SH DFND1495,90800
KURA ONCOLOGY INCCOM50127T1092,553166,914SH DFND1166,91400
KVH INDUSTRIES INCCOM4827381011,237119,545SH DFND1119,54500
KYOCERA CORP -SPONS ADRADR5015562033976,061SH DFND14,74101,320
L BRANDS INCCOM501797104157,3782,618,820SH DFND12,605,878012,942
L3 TECHNOLOGIES INCCOM502413107167,850850,073SH DFND1846,18603,887
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596045,018155,954SH DFND1155,95400
LA QUINTA HOLDINGS INCCOM50420D108311,727SH DFND1 21,72700
LA QUINTA HOLDINGS INCCOM50420D10812,093655,114SH DFND1655,11400
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409177,8871,117,429SH DFND11,112,36505,064
LADDER CAPITAL CORP-REITCL A5057431049,443692,811SH DFND1692,81100
LADENBURG THALMANN FINANCIALCOM50575Q1022,390756,532SH DFND1756,53200
LAKELAND BANCORP INCCOM5116371003194SH DFND1 219400
LAKELAND BANCORP INCCOM5116371007,844407,520SH DFND1407,52000
LAKELAND FINANCIAL CORPCOM51165610011,185230,676SH DFND1230,67600
LAKELAND INDUSTRIES INCCOM51179510651535,442SH DFND135,44200
LAM RESEARCH CORPCOM5128071083962,155SH DFND1 22,15500
LAM RESEARCH CORPCOM512807108351,9691,915,744SH DFND11,901,767013,977
LAMAR ADVERTISING CO-ACL A51281610957,803778,606SH DFND1774,46704,139
LAMB WESTON HOLDINGS INCCOM51327210468,3561,210,929SH DFND11,203,39007,539
LANCASTER COLONY CORPCOM51384710345353SH DFND1 235300
LANCASTER COLONY CORPCOM51384710322,125171,234SH DFND1170,2720962
LANDCADIA HOLDINGS INCCL A51476W1072,514253,000SH DFND1 2253,00000
LANDCADIA HOLDINGS INCCL A51476W10715615,779SH DFND115,77900
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1155275,000SH DFND1 275,00000
LANDEC CORPCOM5147661042,830224,664SH DFND1224,66400
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10821812,077SH DFND112,07700
LANDS' END INCCOM51509F1052,891147,886SH DFND1147,7590127
LANDSTAR SYSTEM INCCOM51509810137,416359,429SH DFND1357,36502,064
LANNETT CO INCCOM5160121015,747247,734SH DFND1247,5940140
LANTHEUS HOLDINGS INCCOM5165441038,512416,237SH DFND1416,23700
LANTRONIX INCCOM NEW5165482032311,642SH DFND111,64200
LAREDO PETROLEUM INCCOM51680610614213,475SH DFND1 213,47500
LAREDO PETROLEUM INCCOM51680610611,8221,114,269SH DFND11,114,26900
LAS VEGAS SANDS CORPCOM517834107172,9762,491,311SH DFND12,491,31100
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210839,8481,419,600SH DFND11,413,60605,994
LATTICE SEMICONDUCTOR CORPCOM5184151047,4581,290,413SH DFND11,290,41300
LATTICE SEMICONDUCTOR CORPCOM51841510422138,240SH DFND1 238,24000
LAUREATE EDUCATION INC-ACL A5186132035,645416,349SH DFND1416,34900
LAWSON PRODUCTS INCCOM5207761051,18347,798SH DFND147,79800
LAYN 8 05/01/19 144ANOTE 8.000% 5/0521050AD610,5458,500,000PRN DFND1 28,500,00000
LAYNE CHRISTENSEN COMPANYCOM5210501042,160172,185SH DFND1172,18500
LAZARD LTD-CL ASHS AG5405010259,1231,126,171SH DFND11,125,3610810
LAZARD LTD-CL ASHS AG540501023356,388SH DFND1 26,38800
LA-Z-BOY INCCOM50533610718,939607,033SH DFND1607,03300
LA-Z-BOY INCCOM505336107391,276SH DFND1 21,27600
LCI INDUSTRIESCOM50189K10326,430203,308SH DFND1203,30800
LCNB CORPORATIONCOM50181P1001,27862,540SH DFND162,54000
LEAF GROUP LTDCOM52177G10286787,634SH DFND185,99701,637
LEAR CORPCOM NEW521865204146,107827,416SH DFND1827,41600
LEAR CORPCOM NEW5218652041,0175,757SH DFND1 25,75700
LEE ENTERPRISESCOM523768109602256,513SH DFND1256,51300
LEGACY ACQUISITION CORPUNIT 05/31/20245246432026,958700,000SH DFND1 2700,00000
LEGACY RESERVES LPUNIT LP INT5247073044125,959SH DFND125,95900
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10618,269432,833SH DFND1432,83300
LEGG MASON INCCOM52490110530,099716,994SH DFND1712,78304,211
LEGGETT & PLATT INCCOM52466010724513SH DFND1 251300
LEGGETT & PLATT INCCOM52466010775,0861,575,943SH DFND11,569,07206,871
LEIDOS HOLDINGS INCCOM52532710281,4111,261,550SH DFND11,253,66407,886
LEMAITRE VASCULAR INCCOM5255582014,660146,364SH DFND1146,36400
LENDINGCLUB CORPCOM52603A109389,271SH DFND1 29,27100
LENDINGCLUB CORPCOM52603A10912,3352,986,902SH DFND12,986,90200
LENDINGTREE INCCOM52603B10722,53166,182SH DFND166,089093
LENNAR CORP - B SHSCL B5260573021,78434,521SH DFND134,52100
LENNAR CORP - B SHSCL B5260573022,45447,500SH DFND1 247,50000
LENNAR CORP-ACL A526057104136,5602,163,955SH DFND12,153,788010,167
LENNOX INTERNATIONAL INCCOM52610710762,605300,812SH DFND1298,95901,853
LEUCADIA NATIONAL CORPCOM5272881041134,283SH DFND1 24,28300
LEUCADIA NATIONAL CORPCOM527288104123,7224,677,538SH DFND14,661,969015,569
LEXICON PHARMACEUTICALS INCCOM NEW5288723024,384443,819SH DFND1443,81900
LEXINGTON REALTY TRUSTCOM52904310117,7151,835,833SH DFND11,835,83300
LGI HOMES INCCOM50187T10611,652155,310SH DFND1155,31000
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB237,86010,895,000PRN DFND1 210,895,00000
LHC GROUP INCCOM50187A1078,757142,978SH DFND1142,97800
LHC GROUP INCCOM50187A10721346SH DFND1 234600
LIBBEY INCCOM5298981081,259167,545SH DFND1167,54500
LIBERTY BROADBAND-ACOM SER A53030710721,851256,923SH DFND1256,92300
LIBERTY BROADBAND-CCOM SER C530307305102,3631,202,550SH DFND11,202,55000
LIBERTY EXPEDIA HOLD-ASER A COM53046P10922,214501,118SH DFND1501,11800
LIBERTY GLOBAL PLC- CSHS CL CG5480U120137,1794,056,847SH DFND14,036,357020,490
LIBERTY GLOBAL PLC LILAC - ACOMG5480U1386,330314,159SH DFND1312,47301,686
LIBERTY GLOBAL PLC LILAC - CCOMG5480U15316,210815,015SH DFND1810,80704,208
LIBERTY GLOBAL PLC-ASHS CL AG5480U10455,0781,537,740SH DFND11,530,04007,700
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M104103,8544,254,778SH DFND14,240,191014,587
LIBERTY INTERACTIVE CORP Q-AQVC GP COM SER A53071M1042269,276SH DFND1 29,27600
LIBERTY LATIN AMERIC-CL ACOM CL AG9001E1026,330314,159SH DFND1314,15900
LIBERTY LATIN AMERIC-CL CCOM CL CG9001E12816,210815,015SH DFND1815,01500
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297061,91286,721SH DFND186,72100
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP5312298887,101319,619SH DFND1319,61900
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298707,564231,202SH DFND1231,20200
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA531229870421,298SH DFND1 21,29800
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985460,4891,771,877SH DFND11,771,87700
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940933,042833,647SH DFND1833,64700
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960755,6321,403,743SH DFND11,403,74300
LIBERTY PROPERTY TRUSTSH BEN INT53117210470,1731,632,401SH DFND11,625,13907,262
LIBERTY TAX INCCL A53128T10277670,608SH DFND170,60800
LIBERTY TAX INCCL A53128T10279672,441SH DFND1 272,44100
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510251955,092SH DFND1 255,09200
LIBERTY TRIPADVISOR HDG-ACOM SER A5314651026,604700,697SH DFND1700,4280269
LIBERTY VENTURES - SER ALBT VEN COM A NE53071M85640,346743,850SH DFND1741,01702,833
LIFE STORAGE INCCOM53223X10742,054472,155SH DFND1469,86002,295
LIFEPOINT HEALTH INCCOM53219L10917,254346,476SH DFND1344,53601,940
LIFETIME BRANDS INCCOM53222Q1031,57095,174SH DFND195,17400
LIFEVANTAGE CORPCOM NEW53222K20543090,377SH DFND190,37700
LIFEWAY FOODS INCCOM53191410938147,641SH DFND147,64100
LIGAND PHARMACEUTICALSCOM NEW53220K50426,042190,186SH DFND1190,18600
LIGHTBRIDGE CORPCOM NEW53224K2031613,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780519788,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,696331,987SH DFND1331,98700
LIMELIGHT NETWORKS INCCOM53261M1043,412773,920SH DFND1773,92000
LIMONEIRA COCOM5327461042,11594,462SH DFND194,46200
LINCOLN EDUCATIONAL SERVICESCOM533535100224111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010647,466518,302SH DFND1514,75303,549
LINCOLN ELECTRIC HOLDINGSCOM53390010663691SH DFND1 269100
LINCOLN NATIONAL CORPCOM534187109180,1012,347,879SH DFND12,336,229011,650
LINDBLAD EXPEDITIONS HOLDINGCOM5352191091,957199,944SH DFND1199,94400
LINDSAY CORPCOM5355551068,07991,604SH DFND191,60400
LIONS GATE ENTERTAINMENT-ACL A VTG53591940114,398425,868SH DFND1425,86800
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950030,271953,738SH DFND1953,73800
LIPOCINE INCCOM53630X104359104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A1025190,569SH DFND190,56900
LIQUIDITY SERVICES INCCOM53635B1071,003206,985SH DFND1206,98500
LIQUIDITY SERVICES INCCOM53635B107102,103SH DFND1 22,10300
LITHIA MOTORS INC-CL ACL A53679710322,262195,987SH DFND1195,98700
LITTELFUSE INCCOM53700810439,783201,108SH DFND1199,98801,120
LIVANOVA PLCSHSG5509L10131,970400,034SH DFND1397,89502,139
LIVE NATION ENTERTAINMENT INCOM53803410938908SH DFND1 290800
LIVE NATION ENTERTAINMENT INCOM53803410946,0241,081,938SH DFND11,075,33306,605
LIVE OAK BANCSHARES INCCOM53803X1055,811243,659SH DFND1243,65900
LIVE VENTURES INCCOM NEW53814230823714,842SH DFND114,84200
LIVEPERSON INCCOM5381461015,673493,337SH DFND1493,33700
LKQ CORPCOM501889208139,8143,444,670SH DFND13,429,301015,369
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109714190,475SH DFND1179,918010,557
LOCKHEED MARTIN CORPCOM539830109827,1342,581,969SH DFND12,569,565012,404
LOEWS CORPCOM540424108159,8553,201,581SH DFND13,187,852013,729
LOGITECH INTERNATIONAL-REGSHSH504302323,25296,673SH DFND196,67300
LOGMEIN INCCOM54142L10952,992462,818SH DFND1460,22102,597
LONESTAR RESOURCES US I-CL ACL A VTG54240F103440110,879SH DFND1110,87900
LONGFIN CORPCOM CLASS A54304F1061,47426,186SH DFND126,18600
LORAL SPACE & COMMUNICATIONSCOM5438811065,308120,508SH DFND1120,50800
LOUISIANA-PACIFIC CORPCOM54634710532712,490SH DFND1 212,49000
LOUISIANA-PACIFIC CORPCOM54634710570,0652,668,149SH DFND12,661,00907,140
LOWE'S COS INCCOM54866110771774SH DFND1 277400
LOWE'S COS INCCOM548661107845,5199,115,937SH DFND19,072,323043,614
LOXO ONCOLOGY INCCOM54886210117,263205,082SH DFND1205,08200
LPL FINANCIAL HOLDINGS INCCOM50212V10047,142825,034SH DFND1825,03400
LRAD CORPCOM50213V109357143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,460166,739SH DFND1166,73900
LSC COMMUNICATIONS INCCOM50218P1071067,054SH DFND1 27,05400
LSC COMMUNICATIONS INCCOM50218P10711,184738,282SH DFND1737,8270455
LSI INDUSTRIES INCCOM50216C108466,824SH DFND1 26,82400
LSI INDUSTRIES INCCOM50216C1081,422206,766SH DFND1206,76600
LTC PROPERTIES INCCOM50217510216,982389,958SH DFND1389,95800
LUBY'S INCCOM54928210118369,569SH DFND169,56900
LULULEMON ATHLETICA INCCOM55002110976,672976,136SH DFND1976,13600
LUMBER LIQUIDATORS HOLDINGSCOM55003T1077,349234,142SH DFND1234,14200
LUMENTUM HOLDINGS INCCOM55024U10926,983551,802SH DFND1551,80200
LUMINEX CORPCOM55027E1028,139413,193SH DFND1413,19300
LUNA INNOVATIONS INCCOM550351100361148,929SH DFND1148,92900
LYDALL INCCOM5508191067,235142,562SH DFND1142,56200
LYONDELLBASELL INDU-CL ASHS - A -N537451003252,951SH DFND1 22,95100
LYONDELLBASELL INDU-CL ASHS - A -N53745100443,1114,023,832SH DFND14,005,876017,956
M & T BANK CORPCOM55261F1041166SH DFND1 26600
M & T BANK CORPCOM55261F104273,8931,605,086SH DFND11,597,50107,585
M/I HOMES INCCOM55305B1017,712224,210SH DFND1224,21000
MACATAWA BANK CORPCOM5542251021,754175,405SH DFND1175,40500
MACERICH CO/THECOM55438210193,6841,428,879SH DFND11,423,49905,380
MACK-CALI REALTY CORPCOM55448910419,409900,266SH DFND1895,83304,433
MACOM TECHNOLOGY SOLUTIONS HCOM55405Y10012,548385,627SH DFND1385,62700
MACQUARIE INFRASTRUCTURE CORCOM55608B10528446SH DFND1 244600
MACQUARIE INFRASTRUCTURE CORCOM55608B10541,999654,750SH DFND1653,69601,054
MACROGENICS INCCOM5560991095,665298,159SH DFND1298,15900
MACY'S INCCOM55616P104101,0904,019,844SH DFND14,004,681015,163
MACY'S INCCOM55616P10414561SH DFND1 256100
MADISON SQUARE GARDEN CO- ACL A55825T10339187SH DFND1 218700
MADISON SQUARE GARDEN CO- ACL A55825T10329,554140,169SH DFND1140,16900
MADRIGAL PHARMACEUTICALS INCCOM5588681054,98454,299SH DFND154,29900
MAGAL SECURITY SYS LTDORDM6786D1045711,406SH DFND111,40600
MAGELLAN HEALTH INCCOM NEW55907920753552SH DFND1 255200
MAGELLAN HEALTH INCCOM NEW55907920727,197281,695SH DFND1281,69500
MAGIC SOFTWARE ENTERPRISESORD55916610323728,124SH DFND128,12400
MAGNA INTERNATIONAL INCCOM5592224012784,907SH DFND14,3930514
MAGNEGAS CORPCOM PAR55939L400414,443SH DFND114,44300
MAIDEN HOLDINGS LTDSHSG5753U1124,348658,866SH DFND1656,45902,407
MAINSOURCE FINANCIAL GROUP ICOM56062Y1028,446232,621SH DFND1232,62100
MAJESCOCOM56068V10232861,102SH DFND161,10200
MAKEMYTRIP LTDSHSV5633W1091,62054,290SH DFND154,29000
MALIBU BOATS INC - ACOM CL A56117J1005,527185,910SH DFND1185,91000
MALLINCKRODT PLC SHSG5785G10718,468818,642SH DFND1813,86704,775
MALLINCKRODT PLC SHSG5785G10727612,261SH DFND1 212,26100
MALVERN BANCORP INCCOM5614091032,17082,853SH DFND182,85300
MAMMOTH ENERGY SERVICES INCCOM56155L1082,440124,307SH DFND1124,30700
MANHATTAN ASSOCIATES INCCOM56275010929,735600,239SH DFND1596,83803,401
MANITEX INTERNATIONAL INCCOM56342010866669,438SH DFND169,43800
MANITOWOC COMPANY INCCOM NEW56357140511,280286,738SH DFND1286,73800
MANNING & NAPIER INCCL A56382Q102423117,645SH DFND1117,64500
MANNKIND CORPCOM NEW56400P7061,279551,568SH DFND1551,56800
MANPOWERGROUP INCCOM56418H10089,074706,660SH DFND1703,19503,465
MANTECH INTERNATIONAL CORP-ACL A56456310412,573250,511SH DFND1250,51100
MANULIFE FINANCIAL CORPCOM56501R10632215,439SH DFND113,79201,647
MARATHON OIL CORPCOM565849106170,80210,107,244SH DFND110,063,879043,365
MARATHON OIL CORPCOM56584910671442,227SH DFND1 242,22700
MARATHON PATENT GROUP INCCOM PAR56585W3024511,166SH DFND111,16600
MARATHON PETROLEUM CORPCOM56585A102386,5995,870,292SH DFND15,844,795025,497
MARCHEX INC-CLASS BCL B56624R108530164,240SH DFND1163,05501,185
MARCUS & MILLICHAP INCCOM5663241094,019123,257SH DFND1123,25700
MARCUS CORPORATIONCOM5663301064,150151,752SH DFND1151,75200
MARIN SOFTWARE INCCOM NEW56804T20513612,445SH DFND112,44500
MARINE PRODUCTS CORPCOM56842710867352,826SH DFND152,82600
MARINEMAX INCCOM5679081083,663193,815SH DFND1193,81500
MARINUS PHARMACEUTICALS INCCOM56854Q1011,338164,060SH