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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACL A68243Q10618515,716SH DFND1 215,71600
1-800-FLOWERS.COM INC-CL ACL A68243Q1063,925332,664SH DFND1331,23901,425
1ST CONSTITUTION BANCORPCOM31986N1021,00646,592SH DFND146,59200
1ST SOURCE CORPCOM3369011038,703171,933SH DFND1171,93300
21VIANET GROUP INC-ADRSPONSORED ADR90138A10331245,023SH DFND145,02300
22ND CENTURY GROUP INCCOM90137F1031,556662,362SH DFND1662,36200
2U INCCOM90214J10141,559494,580SH DFND1494,58000
3D SYSTEMS CORPCOM NEW88554D20511,008949,792SH DFND1944,24505,547
3M COCOM88579Y1012321,057SH DFND1 21,05700
3M COCOM88579Y1011,538,5757,025,074SH DFND16,992,492032,582
51JOB INC-ADRSP ADR REP COM3168271042,23525,982SH DFND125,98200
51JOB INC-ADRSP ADR REP COM3168271042252,617SH DFND1 22,61700
58.COM INC-ADRSPON ADR REP A31680Q10436451SH DFND1 245100
58.COM INC-ADRSPON ADR REP A31680Q10412,263154,954SH DFND1154,7160238
8POINT3 ENERGY PARTNERS LPCL A RPT LTDPT28253910529524,303SH DFND124,30300
8X8 INCCOM2829141002109SH DFND1 210900
8X8 INCCOM28291410014,455775,106SH DFND1775,10600
A H BELO CORP-ACOM CL A001282102566109,965SH DFND1109,96500
A10 NETWORKS INCCOM0021211012,589444,978SH DFND1444,97800
A10 NETWORKS INCCOM0021211017112,226SH DFND1 212,22600
AAC HOLDINGS INCCOM00030710890578,890SH DFND178,89000
AAON INCCOM PAR $0.00400036020615,082386,725SH DFND1386,72500
AAR CORPCOM00036110512,394280,986SH DFND1280,98600
AAR CORPCOM00036110536837SH DFND1 283700
AARON'S INCCOM PAR $0.5000253530030,477654,028SH DFND1651,00803,020
ABAXIS INCCOM00256710515,075213,474SH DFND1212,9520522
ABAXIS INCCOM00256710512177SH DFND1 217700
ABB LTD-SPON ADRSPONSORED ADR0003752042149,030SH DFND1 29,03000
ABB LTD-SPON ADRSPONSORED ADR00037520460725,572SH DFND121,67003,902
ABBOTT LABORATORIESCOM0028241001,147,97019,205,598SH DFND119,109,441096,157
ABBOTT LABORATORIESCOM002824100871,468SH DFND1 21,46800
ABBVIE INCCOM00287Y1091411,499SH DFND1 21,49900
ABBVIE INCCOM00287Y1091,620,06517,158,952SH DFND117,072,000086,952
ABEONA THERAPEUTICS INCCOM00289Y1074,071283,712SH DFND1283,71200
ABERCROMBIE & FITCH CO-CL ACL A00289620714,107582,727SH DFND1582,3240403
ABERCROMBIE & FITCH CO-CL ACL A00289620722917SH DFND1 291700
ABIOMED INCCOM003654100109,340375,753SH DFND1373,61502,138
ABIOMED INCCOM0036541004781,643SH DFND1 21,64300
ABM INDUSTRIES INCCOM00095710017,866533,643SH DFND1533,64300
ABR 5.375 11/15/20NOTE 5.375%11/1038923AB44,0604,000,000PRN DFND1 24,000,00000
ABRAXAS PETROLEUM CORPCOM0038301062,9701,338,270SH DFND11,338,27000
AC IMMUNE SASHSH0026310546745,188SH DFND145,18800
ACACIA COMMUNICATIONS INCCOM00401C1087,116185,039SH DFND1185,03900
ACACIA RESEARCH CORPACACIA TCH COM0038813071,592454,904SH DFND1454,90400
ACADIA HEALTHCARE CO INCCOM00404A10930,254772,180SH DFND1768,18004,000
ACADIA PHARMACEUTICALS INCCOM00422510820,347905,549SH DFND1905,54900
ACADIA REALTY TRUSTCOM SH BEN INT00423910921,810886,611SH DFND1886,61100
ACCELERATE DIAGNOSTICS INCCOM00430H1026,003262,745SH DFND1262,5510194
ACCELERON PHARMA INCCOM00434H10814,284365,338SH DFND1365,33800
ACCENTURE PLC-CL ASHS CLASS AG1151C1015343,485SH DFND1 23,48500
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,153,0737,529,725SH DFND17,495,880033,845
ACCESS NATIONAL CORPCOM0043371013,660128,305SH DFND1128,30500
ACCO BRANDS CORPCOM00081T10811,396908,107SH DFND1908,10700
ACCURAY INCCOM0043971053,774754,894SH DFND1754,89400
ACELRX PHARMACEUTICALS INCCOM00444T100453215,834SH DFND1215,83400
ACETO CORPCOM00444610033043,527SH DFND1 243,52700
ACETO CORPCOM0044461002,159284,079SH DFND1284,07900
ACHAOGEN INCCOM0044491043,925303,152SH DFND1303,15200
ACHILLION PHARMACEUTICALSCOM00448Q2014,8021,294,347SH DFND11,294,34700
ACI WORLDWIDE INCCOM00449810125,2321,063,777SH DFND11,058,09705,680
ACLARIS THERAPEUTICS INCCOM00461U1054,290244,870SH DFND1244,87000
ACNB CORPCOM0008681091,16039,671SH DFND139,67100
ACORDA THERAPEUTICS INCCOM00484M106622,650SH DFND1 22,65000
ACORDA THERAPEUTICS INCCOM00484M1069,848416,417SH DFND1416,41700
ACTINIUM PHARMACEUTICALS INCCOM00507W10769191,249SH DFND1191,24900
ACTIVISION BLIZZARD INCCOM00507V109541,9298,054,215SH DFND17,982,848071,367
ACTUANT CORP-ACL A NEW00508X20311,856509,961SH DFND1509,96100
ACUITY BRANDS INCCOM00508Y10273,575529,733SH DFND1527,54002,193
ACUITY BRANDS INCCOM00508Y1022982,144SH DFND1 22,14400
ACUSHNET HOLDINGS CORPCOM0050981087,809338,229SH DFND1338,22900
ACXIOM CORPCOM00512510916,259715,952SH DFND1712,06803,884
ADAMAS PHARMACEUTICALS INCCOM00548A1064,103171,703SH DFND1171,70300
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208610174,557SH DFND1174,55700
ADAMS DIVERSIFIED EQUITYCOM0062121042,394162,032SH DFND1 2162,03200
ADAMS NATURAL RESOURCES FUNDCOM00548F1053,980218,218SH DFND1 2218,21800
ADAMS RESOURCES & ENERGY INCCOM NEW00635130876317,555SH DFND117,55500
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10716414,606SH DFND1 214,60600
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10732128,605SH DFND128,60500
ADDUS HOMECARE CORPCOM0067391063,17565,282SH DFND165,28200
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061511,928SH DFND111,92800
ADECOAGRO SACOML00849106638,409SH DFND1 28,40900
ADECOAGRO SACOML00849106222,960SH DFND12,96000
ADESTO TECHNOLOGIES CORPCOM00687D10148365,333SH DFND165,33300
ADIENT PLC ORD SHSG0084W10149,919835,335SH DFND1835,1890146
ADMA BIOLOGICS INCCOM000899104515112,000SH DFND1112,00000
ADOBE SYSTEMS INCCOM00724F1011,173,7135,445,374SH DFND15,399,367046,007
ADOMANI INCCOM00726A1004336,469SH DFND136,46900
ADT INCCOM00090Q1039,1051,148,229SH DFND11,148,22900
ADTALEM GLOBAL EDUCATION INCCOM00737L10324,549516,286SH DFND1513,33502,951
ADTRAN INCCOM00738A1067,370473,972SH DFND1473,97200
ADURO BIOTECH INCCOM00739L1013,756403,939SH DFND1403,93900
ADVANCE AUTO PARTS INCCOM00751Y10696,361814,919SH DFND1811,07503,844
ADVANCED DISPOSAL SERVICES ICOM00790X1018,771393,695SH DFND1393,69500
ADVANCED DRAINAGE SYSTEMS INCOM00790R1048,732337,160SH DFND1337,16000
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,557223,945SH DFND1223,94500
ADVANCED ENERGY INDUSTRIESCOM00797310024,835388,664SH DFND1388,66400
ADVANCED ENERGY INDUSTRIESCOM0079731004276,697SH DFND1 26,69700
ADVANCED MICRO DEVICESCOM007903107101,15310,087,547SH DFND110,043,969043,578
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00215W1001273SH DFND1 227300
ADVANCED SEMICONDUCTOR E-ADRSPONSORED ADR00215W10011515,887SH DFND112,02703,860
ADVANSIX INCCOM00773T1018,916256,380SH DFND1256,38000
ADVAXIS INCCOM NEW007624208482285,323SH DFND1285,32300
ADVERUM BIOTECHNOLOGIES INCCOM00773U1081,631281,354SH DFND1281,35400
AECOMCOM00766T10051,7941,453,684SH DFND11,445,90307,781
AEGEAN MARINE PETROLEUM NETWSHSY0017S102956425,000SH DFND1 2425,00000
AEGION CORPCOM00770F1046,983304,813SH DFND1304,81300
AEGLEA BIOTHERAPEUTICS INCCOM00773J10330430,649SH DFND130,64900
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410319829,282SH DFND125,84203,440
AEHR TEST SYSTEMSCOM00760J10822098,097SH DFND198,09700
AEMETIS INCCOM NEW00770K20210159,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510621,263422,374SH DFND1422,37400
AERIE PHARMACEUTICALS INCCOM00771V10818,373338,677SH DFND1338,67700
AEROHIVE NETWORKS INCCOM0077861061,344332,857SH DFND1332,85700
AEROJET ROCKETDYNE HOLDINGSCOM00780010517,280617,821SH DFND1617,82100
AEROVIRONMENT INCCOM0080731088,760192,492SH DFND1192,49200
AES CORPCOM00130H10513812,201SH DFND1 212,20100
AES CORPCOM00130H10596,1998,478,182SH DFND18,443,811034,371
AETHLON MEDICAL INCCOM NEW00808Y2082824,234SH DFND124,23400
AETNA INCCOM00817Y1083,71822,000SH DFND1 222,00000
AETNA INCCOM00817Y108577,7283,427,080SH DFND13,409,355017,725
AEVI GENOMIC MEDICINE INCCOM00835P105336167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM008252108116,729617,307SH DFND1614,46502,842
AFFIMED NVCOMN010451081810,000SH DFND110,00000
AFLAC INCCOM001055102402,6269,221,667SH DFND19,178,733042,934
AFLAC INCCOM001055102661,531SH DFND1 21,53100
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,034232,256SH DFND1229,25802,998
AGCO CORPCOM00108410257,481886,820SH DFND1883,59403,226
AGCO CORPCOM00108410236559SH DFND1 255900
AGENUS INCCOM NEW00847G7053,272694,763SH DFND1694,76300
AGENUS INCCOM NEW00847G705245,148SH DFND1 25,14800
AGILE THERAPEUTICS INCCOM00847L100440171,318SH DFND1171,31800
AGILENT TECHNOLOGIES INCCOM00846U101248,7693,727,263SH DFND13,709,551017,712
AGILYSYS INCCOM00847J1051,835153,982SH DFND1153,98200
AGIOS PHARMACEUTICALS INCCOM00847X10434,642423,601SH DFND1423,60100
AGNC INVESTMENT CORPCOM00123Q104108,2225,723,200SH DFND15,716,42506,775
AGNICO EAGLE MINES LTDCOMSTK0084741086,393153,535SH DFND1153,2700265
AGNICO EAGLE MINES LTDCOMSTK008474108132SH DFND1 23200
AGREE REALTY CORPCOM00849210012,012250,044SH DFND1250,04400
AGROFRESH SOLUTIONS INCCOM00856G1091,672227,573SH DFND1227,57300
AILERON THERAPEUTICS INCCOM00887A10514517,916SH DFND117,91600
AIMMUNE THERAPEUTICS INCCOM00900T10712,036378,143SH DFND1378,14300
AIR LEASE CORPCL A00912X30235,571834,626SH DFND1834,62600
AIR PRODUCTS & CHEMICALS INCCOM009158106363,8032,293,516SH DFND12,281,625011,891
AIR TRANSPORT SERVICES GROUPCOM00922R10511,343486,408SH DFND1486,40800
AIRCASTLE LTDCOMG0129K1049,413473,971SH DFND1473,97100
AIRGAIN INCCOM00938A10423830,780SH DFND130,78000
AIRMEDIA GROUP INC-ADRSPONSORED ADR0094111091820,876SH DFND120,87600
AK STEEL HOLDING CORPCOM00154710811,8522,616,367SH DFND12,616,36700
AKAMAI TECHNOLOGIES INCCOM00971T101144,0052,033,348SH DFND12,024,48408,864
AKCEA THERAPEUTICS INCCOM00972L1075,304207,139SH DFND1207,13900
AKEBIA THERAPEUTICS INCCOM00972D1054,915515,820SH DFND1514,79101,029
AKEBIA THERAPEUTICS INCCOM00972D10532734,415SH DFND1 234,41500
AKERS BIOSCIENCES INCCOM00973E102260313,999SH DFND1313,99900
AKORN INCCOM00972810615,427824,558SH DFND1819,98204,576
AKOUSTIS TECHNOLOGIES INCCOM00973N10245177,462SH DFND177,46200
ALAMO GROUP INCCOM01131110711,545105,051SH DFND1105,05100
ALAMOS GOLD INC-CLASS ACOMSTK0115321089819,012SH DFND119,01200
ALARM.COM HOLDINGS INCCOM01164210510,230271,082SH DFND1271,08200
ALASKA AIR GROUP INCCOM01165910995,7201,547,255SH DFND11,540,45506,800
ALASKA COMM SYSTEMS GROUPCOM01167P101650361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810815,531247,719SH DFND1247,71900
ALBEMARLE CORPCOM012653101113,4891,226,948SH DFND11,220,93206,016
ALBIREO PHARMA INCCOM01345P1061,55447,736SH DFND147,73600
ALCOA CORPCOM01387210671,8291,597,623SH DFND11,597,0420581
ALDER BIOPHARMACEUTICALS INCCOM0143391057,249570,789SH DFND1570,78900
ALDEYRA THERAPEUTICS INCCOM01438T106766102,263SH DFND1102,26300
ALEXANDER & BALDWIN INCCOM01449110414,090609,198SH DFND1605,90303,295
ALEXANDER'S INCCOM01475210911,34829,767SH DFND129,76700
ALEXANDRIA REAL ESTATE EQUITCOM015271109174,5991,400,678SH DFND11,395,41905,259
ALEXION PHARMACEUTICALS INCCOM0153511093573,210SH DFND1 23,21000
ALEXION PHARMACEUTICALS INCCOM015351109263,2332,367,708SH DFND12,346,903020,805
ALGONQUIN POWER & UTILITIESCOMSTK01585710536036,346SH DFND136,34600
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102358,2251,969,537SH DFND11,968,8170720
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102100550SH DFND1 255000
ALICO INCCOM01623010479529,250SH DFND129,25000
ALIGN TECHNOLOGY INCCOM016255101239,545955,940SH DFND1948,78807,152
ALIMERA SCIENCES INCCOM016259103149144,795SH DFND1144,79500
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB832,81221,482,000PRN DFND1 221,482,00000
ALJ REGIONAL HOLDINGS INCCOM0016271085224,901SH DFND124,90100
ALKERMES PLCSHSG0176710580,0581,382,248SH DFND11,382,1240124
ALLEGHANY CORPCOM01717510089,801146,260SH DFND1145,5070753
ALLEGHENY TECHNOLOGIES INCCOM01741R10225,0141,056,375SH DFND11,050,21706,158
ALLEGIANCE BANCSHARES INCCOM01748H1073,976101,565SH DFND1101,56500
ALLEGIANT TRAVEL COCOM01748X10220,514118,892SH DFND1118,89200
ALLEGION PLCORD SHSG0176J10993,3551,097,206SH DFND11,092,26904,937
ALLEGION PLCORD SHSG0176J1091651,939SH DFND1 21,93900
ALLENA PHARMACEUTICALS INCCOM01811910712111,049SH DFND111,04900
ALLERGAN PLCSHSG0177J1083231,922SH DFND1 21,92200
ALLERGAN PLCSHSG0177J108622,4433,707,744SH DFND13,690,068017,676
ALLETE INCCOM NEW01852230039,141541,745SH DFND1539,25502,490
ALLIANCE CALIF MUNI INCOMECOM01854610139531,194SH DFND1 231,19400
ALLIANCE DATA SYSTEMS CORPCOM018581108138649SH DFND1 264900
ALLIANCE DATA SYSTEMS CORPCOM018581108128,406604,410SH DFND1601,88802,522
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1001,03441,376SH DFND141,37600
ALLIANCE MMA INCCOM0186261011431,107SH DFND131,10700
ALLIANCE ONE INTERNATIONALCOM NEW018772301652,528SH DFND1 22,52800
ALLIANCE ONE INTERNATIONALCOM NEW0187723011,30049,910SH DFND149,91000
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,06060,059SH DFND1 260,05900
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,48984,406SH DFND184,40600
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G10671426,600SH DFND1 226,60000
ALLIANT ENERGY CORPCOM018802108113,2732,778,658SH DFND12,766,163012,495
ALLIED MOTION TECHNOLOGIESCOM019330109431,097SH DFND1 21,09700
ALLIED MOTION TECHNOLOGIESCOM0193301092,29057,621SH DFND157,62100
ALLISON TRANSMISSION HOLDINGCOM01973R10182,4482,110,824SH DFND12,110,82400
ALLISON TRANSMISSION HOLDINGCOM01973R1011,11828,641SH DFND1 228,64100
ALLOT COMMUNICATIONS LTDSHSM0854Q1059918,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P108453,706SH DFND1 23,70600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10823,9091,935,967SH DFND11,927,08708,880
ALLSTATE CORPCOM020002101399,7554,226,288SH DFND14,207,834018,454
ALLSTATE CORPCOM0200021012112,230SH DFND1 22,23000
ALLY FINANCIAL INCCOM02005N100100,1093,690,443SH DFND13,690,44300
ALMOST FAMILY INCCOM0204091086,781121,096SH DFND1121,09600
ALNYLAM PHARMACEUTICALS INCCOM02043Q10791,090765,344SH DFND1765,2200124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,845248,871SH DFND1248,87100
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104332,191SH DFND1 22,19100
ALPHABET INC-CL ACAP STK CL A02079K3053635SH DFND1 23500
ALPHABET INC-CL ACAP STK CL A02079K3053,571,2003,451,834SH DFND13,423,808028,026
ALPHABET INC-CL CCAP STK CL C02079K1073,650,0753,546,238SH DFND13,515,759030,479
ALPHATEC HOLDINGS INCCOM NEW02081G20115147,147SH DFND147,14700
ALPINE IMMUNE SCIENCES INCCOM02083G10025131,490SH DFND131,49000
ALTA MESA RESOURCES INCCL A02133L1096,371796,379SH DFND1796,37900
ALTA MESA RESOURCES INCCL A02133L1091,000125,000SH DFND1 2125,00000
ALTA MESA RESOURCES INC-CW22*W EXP 03/28/20202133L11713990,000SH DFND1 290,00000
ALTABA INCCOM0213461012,93939,700SH DFND1 239,70000
ALTABA INCCOM0213461011,28317,333SH DFND117,0270306
ALTAIR ENGINEERING INC - ACOM CL A0213691035,618179,152SH DFND1179,15200
ALTERYX INC - CLASS ACOM CL A02156B1037,038206,163SH DFND1206,16300
ALTICE USA INC- ACL A02156K1037,808422,533SH DFND1422,53300
ALTIMMUNE INCCOM02155H1017968,935SH DFND168,2380697
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,787104,964SH DFND1104,96400
ALTRA INDUSTRIAL MOTION CORPCOM02208R10612,536272,831SH DFND1272,83100
ALTRIA GROUP INCCOM02209S1031,400,33622,520,100SH DFND122,421,126098,974
AMAG 3.25 06/01/22NOTE 3.250% 6/000163UAD84,1204,000,000PRN DFND1 24,000,00000
AMAG PHARMACEUTICALS INCCOM00163U1067,446369,556SH DFND1369,4290127
AMARIN CORP PLC -ADRSPONS ADR NEW023111206625207,728SH DFND1207,72800
AMARIN CORP PLC -ADRSPONS ADR NEW0231112066220,725SH DFND1 220,72500
A-MARK PRECIOUS METALS INCCOM00181T10723419,162SH DFND119,16200
AMAZON.COM INCCOM0231351067250SH DFND1 25000
AMAZON.COM INCCOM0231351066,449,1204,466,809SH DFND14,425,599041,210
AMBAC FINANCIAL GROUP INCCOM NEW0231398846,321403,131SH DFND1403,13100
AMBARELLA INCSHSG037AX1014,57893,453SH DFND193,409044
AMBER ROAD INCCOM02318Y1081,525171,446SH DFND1171,44600
AMBEV SA-ADRSPONSORED ADR02319V10318225,104SH DFND1 225,10400
AMBEV SA-ADRSPONSORED ADR02319V1031,043143,552SH DFND1143,55200
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C104049SH DFND1 24900
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1046,330450,568SH DFND1450,56800
AMC NETWORKS INC-ACL A00164V10323,440453,387SH DFND1450,96902,418
AMC NETWORKS INC-ACL A00164V1031102,134SH DFND1 22,13400
AMDOCS LTDSHSG0260210339,085585,811SH DFND1585,81100
AMEDISYS INCCOM02343610816,445272,554SH DFND1272,55400
AMER NATL BNKSHS/DANVILLE VACOM0277451081,91050,800SH DFND150,80000
AMERCOCOM02358610022,98566,631SH DFND166,63100
AMEREN CORPORATIONCOM023608102153,1692,711,198SH DFND12,698,185013,013
AMERESCO INC-CL ACL A02361E1081,928148,374SH DFND1148,37400
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10724139,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102257,2914,961,071SH DFND14,920,017041,054
AMERICAN ASSETS TRUST INCCOM02401310415,356459,637SH DFND1459,63700
AMERICAN AXLE & MFG HOLDINGSCOM02406110318,5271,217,332SH DFND11,217,33200
AMERICAN AXLE & MFG HOLDINGSCOM02406110315210,000SH DFND1 210,00000
AMERICAN CAMPUS COMMUNITIESCOM02483510056,0531,451,422SH DFND11,444,74006,682
AMERICAN EAGLE OUTFITTERSCOM02553E1061668,333SH DFND1 28,33300
AMERICAN EAGLE OUTFITTERSCOM02553E10631,3861,574,834SH DFND11,565,83209,002
AMERICAN ELECTRIC POWERCOM025537101352,7665,156,101SH DFND15,129,743026,358
AMERICAN ELECTRIC TECHNOLOGICOM0255761091211,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620621,537733,570SH DFND1733,57000
AMERICAN EQUITY INVT LIFE HLCOM02567620617604SH DFND1 260400
AMERICAN EXPRESS COCOM025816109762,5378,194,450SH DFND18,155,862038,588
AMERICAN FINANCIAL GROUP INCCOM02593210470,120625,442SH DFND1622,06703,375
AMERICAN HOMES 4 RENT- ACL A02665T30653,1782,648,355SH DFND12,648,35500
AMERICAN INTERNATIONAL GROUPCOM NEW026874784514,6619,480,858SH DFND19,434,002046,856
AMERICAN INTERNATIONAL GROUPCOM NEW0268747842,78851,239SH DFND1 251,23900
AMERICAN INTERNATIONAL-CW21*W EXP 01/19/2020268741564,490273,837SH DFND1 2273,83700
AMERICAN INTERNATIONAL-CW21*W EXP 01/19/20202687415611694SH DFND169400
AMERICAN NATIONAL INSURANCECOM02859110511,735100,339SH DFND1100,33900
AMERICAN OUTDOOR BRANDS CORPCOM02874P1035,283511,924SH DFND1511,92400
AMERICAN PUBLIC EDUCATIONCOM02913V1036,547152,258SH DFND1152,25800
AMERICAN PUBLIC EDUCATIONCOM02913V1031804,192SH DFND1 24,19200
AMERICAN RAILCAR INDUSTRIESCOM02916P1033,03881,226SH DFND181,22600
AMERICAN RENAL ASSOCIATES HOCOM029227105462,457SH DFND1 22,45700
AMERICAN RENAL ASSOCIATES HOCOM0292271051,68189,225SH DFND189,22500
AMERICAN RIVER BANKSHRS (CA)COM02932610517711,472SH DFND111,47200
AMERICAN SOFTWARE INC-CL ACL A0296831093,078236,789SH DFND1236,78900
AMERICAN STATES WATER COCOM02989910116,937319,219SH DFND1319,21900
AMERICAN SUPERCONDUCTOR CORPSHS NEW03011120754894,318SH DFND194,31800
AMERICAN TOWER CORPCOM03027X100636,5554,391,542SH DFND14,368,040023,502
AMERICAN VANGUARD CORPCOM0303711084,531224,348SH DFND1224,34800
AMERICAN WATER WORKS CO INCCOM030420103169,0772,063,538SH DFND12,054,21209,326
AMERICAN WOODMARK CORPCOM03050610912,699128,996SH DFND1128,99600
AMERICA'S CAR-MART INCCOM03062T1053,17662,971SH DFND162,97100
AMERICOLD REALTY TRUSTCOM03064D1088,768459,552SH DFND1459,55200
AMERIPRISE FINANCIAL INCCOM03076C106233,1991,580,281SH DFND11,572,21808,063
AMERIS BANCORPCOM03076K10818,568351,003SH DFND1351,00300
AMERISAFE INCCOM03071H1009,581173,419SH DFND1173,41900
AMERISERV FINANCIAL INCCOM03074A1025814,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E10531363SH DFND1 236300
AMERISOURCEBERGEN CORPCOM03073E105153,3561,783,343SH DFND11,773,81109,532
AMES NATIONAL CORPCOM0310011001,51355,042SH DFND155,04200
AMETEK INCCOM031100100200,2922,642,806SH DFND12,629,778013,028
AMGEN INCCOM0311621001,1496,743SH DFND1 26,74300
AMGEN INCCOM0311621001,379,0528,106,959SH DFND18,040,827066,132
AMICUS THERAPEUTICS INCCOM03152W10926,1961,741,813SH DFND11,741,81300
AMKOR TECHNOLOGY INCCOM03165210018,0461,781,455SH DFND11,781,45500
AMN HEALTHCARE SERVICES INCCOM00174410122,919403,864SH DFND1403,86400
AMPCO-PITTSBURGH CORPCOM03203710361368,931SH DFND168,93100
AMPHASTAR PHARMACEUTICALS INCOM03209R10301SH DFND1 2100
AMPHASTAR PHARMACEUTICALS INCOM03209R1036,402341,465SH DFND1341,46500
AMPHENOL CORP-CL ACL A032095101324,9633,781,328SH DFND13,765,402015,926
AMPIO PHARMACEUTICALS INCCOM03209T1091,657487,410SH DFND1487,41000
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3014037,449SH DFND137,44900
AMRN 3.5 01/15/47NOTE 3.500% 1/2220485AB24,7564,100,000PRN DFND1 24,100,00000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250454874,914SH DFND174,91400
AMTECH SYSTEMS INCCOM PAR $0.01N032332504638,667SH DFND1 28,66700
AMTRUST FINANCIAL SERVICESCOM03235930912310,000SH DFND1 210,00000
AMTRUST FINANCIAL SERVICESCOM03235930911,267915,348SH DFND1915,34800
AMYRIS INCCOM NEW03236M2001,138170,185SH DFND1170,18500
ANADARKO PETROLEUM CORPCOM032511107343,1525,695,847SH DFND15,666,842029,005
ANALOG DEVICES INCCOM032654105383,0914,213,894SH DFND14,178,867035,027
ANALOGIC CORPCOM PAR $0.0503265720717,597183,500SH DFND1183,50000
ANALOGIC CORPCOM PAR $0.050326572079339,731SH DFND1 29,73100
ANAPTYSBIO INCCOM03272410615,537149,285SH DFND1149,28500
ANAVEX LIFE SCIENCES CORPCOM NEW032797300898325,587SH DFND1325,58700
ANCHOR BANCORPCOM0328381042309,419SH DFND19,41900
ANDEAVORCOM03349M105167,5331,669,978SH DFND11,662,08907,889
ANDERSONS INC/THECOM0341641038,840267,075SH DFND1267,07500
ANGI HOMESERVICES INC- ACOM CL A00183L1024,871358,721SH DFND1358,72100
ANGIODYNAMICS INCCOM03475V1018,659502,016SH DFND1502,01600
ANGIODYNAMICS INCCOM03475V1011267,338SH DFND1 27,33800
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820618519,575SH DFND1 219,57500
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR0351282069999SH DFND100999
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,43213,026SH DFND113,02600
ANI PHARMACEUTICALS INCCOM00182C1034,85083,310SH DFND183,31000
ANIKA THERAPEUTICS INCCOM0352551086,934139,478SH DFND1139,3560122
ANIXTER INTERNATIONAL INCCOM03529010521,600285,149SH DFND1284,8190330
ANNALY CAPITAL MANAGEMENT INCOM035710409151,51514,535,946SH DFND114,535,94600
ANNALY CAPITAL MANAGEMENT INCOM03571040912211,781SH DFND1 211,78100
ANSYS INCCOM03662Q105172,0531,100,285SH DFND11,095,91404,371
ANTARES PHARMA INCCOM0366421062,8571,298,980SH DFND11,298,98000
ANTERO RESOURCES CORPCOM03674X1061306,563SH DFND1 26,56300
ANTERO RESOURCES CORPCOM03674X10642,1512,125,026SH DFND12,125,02600
ANTHEM INCCOM036752103642,3822,930,538SH DFND12,916,317014,221
ANTHEM INCCOM03675210334159SH DFND1 215900
ANTHERA PHARMACEUTICALS INCCOM03674U300827,321SH DFND127,32100
ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA92,2692,500,000PRN DFND1 22,500,00000
ANWORTH MORTGAGE ASSET CORPCOM0373471014,8311,006,658SH DFND1999,79506,863
AON PLCSHS CL AG0408V102346,6872,477,159SH DFND12,464,343012,816
APACHE CORPCOM0374111051914,982SH DFND1 24,98200
APACHE CORPCOM037411105163,1684,250,936SH DFND14,230,710020,226
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R76232412,541SH DFND112,54100
APARTMENT INVT & MGMT CO -ACL A03748R10188,5842,176,877SH DFND12,168,72408,153
APELLIS PHARMACEUTICALS INCCOM03753U1063,316149,992SH DFND1149,99200
APOGEE ENTERPRISES INCCOM03759810911,265259,873SH DFND1259,87300
APOLLO COMMERCIAL REAL ESTATCOM03762U10520,1901,122,944SH DFND11,114,42108,523
APOLLO COMMERCIAL REAL ESTATCOM03762U1051337,433SH DFND1 27,43300
APOLLO INVESTMENT CORPCOM03761U1069618,482SH DFND1 218,48200
APOLLO INVESTMENT CORPCOM03761U1069518,235SH DFND10018,235
APPFOLIO INC - ACOM CL A03783C1004,881119,494SH DFND1119,2640230
APPFOLIO INC - ACOM CL A03783C10045811,234SH DFND1 211,23400
APPIAN CORPCL A03782L1011,70667,783SH DFND167,78300
APPLE HOSPITALITY REIT INCCOM NEW03784Y20050,0562,848,985SH DFND12,848,98500
APPLE INCCOM0378331009,717,11058,052,847SH DFND157,573,5590479,288
APPLIED DNA SCIENCES INCCOM NEW03815U201158110,263SH DFND1110,26300
APPLIED GENETIC TECHNOLOGIESCOM03820J10037797,992SH DFND197,99200
APPLIED INDUSTRIAL TECH INCCOM03820C10524,258332,760SH DFND1332,76000
APPLIED MATERIALS INCCOM0382221054678,413SH DFND1 28,41300
APPLIED MATERIALS INCCOM038222105726,52613,094,499SH DFND112,996,014098,485
APPLIED OPTOELECTRONICS INCCOM03823U1024,273170,513SH DFND1170,417096
APPLIED OPTOELECTRONICS INCCOM03823U102321,286SH DFND1 21,28600
APPROACH RESOURCES INCCOM03834A1031,099421,439SH DFND1421,43900
APPTIO INC - CLASS ACL A03835C1086,457227,846SH DFND1227,84600
APPTIO INC - CLASS ACL A03835C10841414,634SH DFND1 214,63400
APRICUS BIOSCIENCES INCCOM NEW03832V3071024,953SH DFND124,95300
APTARGROUP INCCOM03833610348,718542,336SH DFND1539,30003,036
APTEVO THERAPEUTICS INCCOM03835L10831496,321SH DFND196,228093
APTIV PLCSHSG6095L109272,0123,208,779SH DFND13,194,957013,822
AQUA AMERICA INCCOM03836W10352,9331,554,134SH DFND11,545,45608,678
AQUA METALS INCCOM03837J101490189,426SH DFND1189,42600
AQUANTIA CORPCOM03842Q1081,23478,608SH DFND178,60800
AQUAVENTURE HOLDINGS LTDSHSG0443N1071,267102,071SH DFND1102,07100
AQUINOX PHARMACEUTICALS INCCOM03842B1012,033144,400SH DFND1144,40000
ARADIGM CORPCOM PAR0385054007663,010SH DFND163,01000
ARAMARKCOM03852U10686,5382,189,252SH DFND12,189,25200
ARATANA THERAPEUTICS INCCOM03874P1011,397316,935SH DFND1316,93500
ARBOR REALTY TRUST INCCOM038923108586,641SH DFND1 26,64100
ARBOR REALTY TRUST INCCOM0389231082,715307,853SH DFND1307,85300
ARBUTUS BIOPHARMA CORPCOM03879J1007114,268SH DFND114,26800
ARC DOCUMENT SOLUTIONS INCCOM00191G103651296,058SH DFND1296,05800
ARC GROUP WORLDWIDE INCCOM00213H1056835,276SH DFND135,27600
ARCBEST CORPCOM03937C1057,675239,473SH DFND1239,47300
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L2032848,947SH DFND18,3050642
ARCH CAPITAL GROUP LTDORDG0450A10513157SH DFND1 215700
ARCH CAPITAL GROUP LTDORDG0450A105111,6661,305,552SH DFND11,305,55200
ARCH COAL INC - ACL A03938040723,695257,901SH DFND1257,90100
ARCH COAL INC - ACL A0393804071251,364SH DFND1 21,36400
ARCHER-DANIELS-MIDLAND COCOM039483102289,6086,692,968SH DFND16,662,128030,840
ARCHER-DANIELS-MIDLAND COCOM0394831021703,936SH DFND1 23,93600
ARCHROCK INCCOM03957W1065,158589,488SH DFND1587,27602,212
ARCHROCK INCCOM03957W106343,971SH DFND1 23,97100
ARCHROCK PARTNERS LPCOM UNITS REPSTG03957U10078163,958SH DFND163,95800
ARCONIC INCCOM03965L100109,3924,759,759SH DFND14,737,523022,236
ARCONIC INCCOM03965L10046020,000SH DFND1 220,00000
ARDAGH GROUP SACL AL0223L10176741,073SH DFND141,07300
ARDELYX INCCOM0396971071,412279,722SH DFND1279,72200
ARDMORE SHIPPING CORPCOMY0207T10063683,796SH DFND183,79600
ARENA PHARMACEUTICALS INCCOM NEW04004760717,581445,099SH DFND1445,09900
ARES COMMERCIAL REAL ESTATECOM04013V1082,956239,422SH DFND1238,24701,175
ARGAN INCCOM04010E109124SH DFND1 22400
ARGAN INCCOM04010E10911,007256,279SH DFND1255,8910388
ARGO GROUP INTERNATIONALCOMG0464B10717,641307,342SH DFND1307,34200
ARI 5.5 03/15/19NOTE 5.500% 3/103762UAA324,14122,636,000PRN DFND1 222,636,00000
ARISTA NETWORKS INCCOM04041310638150SH DFND1 215000
ARISTA NETWORKS INCCOM040413106125,261491,036SH DFND1491,03600
ARK RESTAURANTS CORPCOM0407121012028,457SH DFND18,45700
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,568232,644SH DFND1226,92705,717
ARMADA HOFFLER PROPERTIES INCOM04208T1085,410395,198SH DFND1395,19800
ARMO BIOSCIENCES INCCOM04225U1042,63070,311SH DFND170,31100
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155077,907339,683SH DFND1337,29702,386
ARMSTRONG FLOORING INCCOM04238R10631623,291SH DFND1 223,29100
ARMSTRONG FLOORING INCCOM04238R1062,711199,810SH DFND1199,81000
ARMSTRONG WORLD INDUSTRIESCOM04247X10223,610419,366SH DFND1419,36600
AROTECH CORPCOM NEW042682203465152,556SH DFND1152,55600
ARQULE INCCOM04269E10782,790SH DFND1 22,79000
ARQULE INCCOM04269E107907315,221SH DFND1315,22100
ARRAY BIOPHARMA INCCOM04269X1051056,488SH DFND1 26,48800
ARRAY BIOPHARMA INCCOM04269X10532,2341,975,123SH DFND11,975,12300
ARRIS INTERNATIONAL PLCSHSG0551A10351,6771,944,951SH DFND11,936,43908,512
ARROW ELECTRONICS INCCOM04273510063,120820,319SH DFND1816,03104,288
ARROW ELECTRONICS INCCOM04273510034448SH DFND1 244800
ARROW FINANCIAL CORPCOM0427441023,428100,985SH DFND1100,98500
ARROWHEAD PHARMACEUTICALS INCOM04280A1004,487622,432SH DFND1622,43200
ARROWHEAD PHARMACEUTICALS INCOM04280A100598,199SH DFND1 28,19900
ARSANIS INCCOM04287310972931,866SH DFND131,86600
ARTESIAN RESOURCES CORP-CL ACL A0431132084,154113,879SH DFND1113,87900
ARTHUR J GALLAGHER & COCOM363576109147,0482,144,441SH DFND12,134,97309,468
ARTISAN PARTNERS ASSET MA -ACL A04316A10819,508585,832SH DFND1584,53801,294
ARTISAN PARTNERS ASSET MA -ACL A04316A108712,139SH DFND1 22,13900
ASBURY AUTOMOTIVE GROUPCOM04343610411,047163,662SH DFND1163,66200
ASBURY AUTOMOTIVE GROUPCOM0434361041331,978SH DFND1 21,97800
ASCENA RETAIL GROUP INCCOM04351G1013,0331,509,055SH DFND11,509,05500
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1011,35820,775SH DFND120,77500
ASCENT CAPITAL GROUP INC-ACOM SER A04363210834694,183SH DFND194,18300
ASHFORD HOSPITALITY PRIME INCOM0441021013,161325,209SH DFND1325,20900
ASHFORD HOSPITALITY PRIME INCOM044102101363,730SH DFND1 23,73000
ASHFORD HOSPITALITY TRUSTCOM SHS0441031096,149951,986SH DFND1951,4320554
ASHFORD INCCOM0441041075495,740SH DFND15,74000
ASHLAND GLOBAL HOLDINGS INCCOM04418610438,926557,771SH DFND1554,73003,041
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921011,09455,873SH DFND152,81903,054
ASPEN AEROGELS INCCOM04523Y10540594,870SH DFND194,87000
ASPEN INSURANCE HOLDINGS LTDSHSG0538410522,820508,818SH DFND1505,90602,912
ASPEN TECHNOLOGY INCCOM04532710358,750744,708SH DFND1744,70800
ASSEMBLY BIOSCIENCES INCCOM0453961088,325169,428SH DFND1169,42800
ASSOCIATED BANC-CORPCOM04548710562125,000SH DFND1 225,00000
ASSOCIATED BANC-CORPCOM04548710535,9411,446,329SH DFND11,437,98508,344
ASSOCIATED CAPITAL GROUP - ACL A0455281061,38837,065SH DFND137,06500
ASSURANT INCCOM04621X10858,431640,655SH DFND1637,91802,737
ASSURED GUARANTY LTDCOMG0585R10638,5031,063,621SH DFND11,063,62100
ASTA FUNDING INCCOM04622010914539,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM04622410110,514190,542SH DFND1190,54200
ASTERIAS BIOTHERAPEUTICSCOM SER A04624N107281194,375SH DFND1194,37500
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531081,65647,362SH DFND145,41001,952
ASTRONICS CORPCOM0464331089,642258,523SH DFND1258,52300
ASTRONOVA INCCOM04638F1081,42191,679SH DFND191,67900
ASTROTECH CORPCOM NEW0464842002710,359SH DFND110,35900
ASURE SOFTWARE INCCOM04649U10277663,463SH DFND163,46300
AT HOME GROUP INCCOM04650Y1002,05664,191SH DFND164,19100
AT HOME GROUP INCCOM04650Y10025795SH DFND1 279500
AT&T INCCOM00206R1021,48341,612SH DFND1 241,61200
AT&T INCCOM00206R1022,492,44570,077,533SH DFND169,742,6730334,860
ATARA BIOTHERAPEUTICS INCCOM04651310713,718351,753SH DFND1351,75300
ATHENAHEALTH INCCOM04685W10349,822348,339SH DFND1348,33900
ATHENE HOLDING LTD-CLASS ACL AG0684D10750,5461,058,296SH DFND11,058,29600
ATHENEX INCCOM04685N1035,128301,475SH DFND1301,47500
ATHERSYS INCCOM04744L1061,736949,098SH DFND1949,09800
ATKORE INTERNATIONAL GROUP ICOM04764910869735,138SH DFND1 235,13800
ATKORE INTERNATIONAL GROUP ICOM04764910811,950602,030SH DFND1602,03000
ATLANTIC CAPITAL BANCSHARESCOM0482692033,979219,889SH DFND1215,55804,331
ATLANTIC COAST FINANCIAL CORCOM0484261003,431333,130SH DFND1333,13000
ATLANTIC POWER CORPCOM NEW04878Q863900428,178SH DFND1428,17800
ATLANTICA YIELD PLCSHSG0751N1031,60882,141SH DFND181,5060635
ATLANTICUS HOLDINGS CORPCOM04914Y10215271,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420513,731227,156SH DFND1227,15600
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711583080,203SH DFND180,20300
ATLASSIAN CORP PLC-CLASS ACL AG062421043937,299SH DFND1 27,29900
ATLASSIAN CORP PLC-CLASS ACL AG0624210413,070242,401SH DFND1242,40100
ATMOS ENERGY CORPCOM04956010581,322966,053SH DFND1960,63105,422
ATN INTERNATIONAL INCCOM00215F1076,343106,397SH DFND1106,39700
ATOMERA INCCOM04965B10020332,589SH DFND132,58900
ATOSSA GENETICS INCCOM NEW04962H20974167,678SH DFND1167,67800
ATRICURE INCCOM04963C2095,828284,040SH DFND1284,04000
ATRION CORPORATIONCOM049904105359569SH DFND1 256900
ATRION CORPORATIONCOM0499041059,38514,867SH DFND114,86700
ATYR PHARMA INCCOM002120103280106,008SH DFND1106,00800
AU OPTRONICS CORP-SPON ADRSPONSORED ADR0022551077416,332SH DFND1 216,33200
AU OPTRONICS CORP-SPON ADRSPONSORED ADR002255107173,819SH DFND1003,819
AUDENTES THERAPEUTICS INCCOM05070R1046,919230,250SH DFND1230,25000
AUDIOCODES LTDORDM1534210414720,574SH DFND120,57400
AUDIOCODES LTDORDM1534210435349,455SH DFND1 249,45500
AURINIA PHARMACEUTICALS INCCOM05156V10212924,941SH DFND124,94100
AUTODESK INCCOM052769106315,4482,517,713SH DFND12,496,997020,716
AUTOHOME INC-ADRSP ADR RP CL A05278C1077,98793,746SH DFND193,74600
AUTOHOME INC-ADRSP ADR RP CL A05278C1073363,915SH DFND1 23,91500
AUTOLIV INCCOM05280010982,411565,323SH DFND1565,32300
AUTOMATIC DATA PROCESSINGCOM05301510335311SH DFND1 231100
AUTOMATIC DATA PROCESSINGCOM053015103614,9815,431,480SH DFND15,389,361042,119
AUTONATION INCCOM05329W10223,985513,160SH DFND1510,23402,926
AUTONATION INCCOM05329W10235758SH DFND1 275800
AUTOWEB INCCOM05335B10018261,332SH DFND161,33200
AUTOZONE INCCOM053332102199,424307,426SH DFND1306,00601,420
AUTOZONE INCCOM05333210201SH DFND1 2100
AV HOMES INCCOM00234P1021,860100,299SH DFND199,8910408
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M1049212,680SH DFND112,68000
AVALONBAY COMMUNITIES INCCOM053484101308,6061,880,205SH DFND11,873,02307,182
AVANGRID INCCOM05351W10323,835466,259SH DFND1466,25900
AVAYA HOLDINGS CORPCOM05351X10116,012714,852SH DFND1714,85200
AVAYA HOLDINGS CORPCOM05351X10152823,594SH DFND1 223,59400
AVEO PHARMACEUTICALS INCCOM0535881091,937667,956SH DFND1667,95600
AVERY DENNISON CORPCOM05361110934329SH DFND1 232900
AVERY DENNISON CORPCOM053611109121,2831,143,900SH DFND11,139,10704,793
AVEXIS INCCOM05366U10036,466295,083SH DFND1295,08300
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BXMT 5.25 12/01/18NOTE 5.250%12/009257WAA817,57715,491,000PRN DFND1 215,491,00000
BYLINE BANCORP INCCOM1244111091,71174,619SH DFND174,61900
C & F FINANCIAL CORPCOM12466Q1041,23823,548SH DFND123,54800
C&J ENERGY SERVICES INCCOM12674R10013,511523,291SH DFND1523,29100
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209173,3611,853,783SH DFND11,846,47707,306
CA INCCOM12673P10538911,495SH DFND1 211,49500
CA INCCOM12673P105140,3194,147,667SH DFND14,108,540039,127
CABLE ONE INCCOM12685J105206300SH DFND1 230000
CABLE ONE INCCOM12685J10526,74738,928SH DFND138,6990229
CABOT CORPCOM12705510133,044593,037SH DFND1590,01503,022
CABOT MICROELECTRONICS CORPCOM12709P10329275SH DFND1 227500
CABOT MICROELECTRONICS CORPCOM12709P10329,838278,577SH DFND1278,57700
CABOT OIL & GAS CORPCOM127097103129,5855,416,653SH DFND15,392,603024,050
CACI INTERNATIONAL INC -CL ACL A12719030434,400227,289SH DFND1227,28900
CACTUS INC - ACL A1272031075,925220,036SH DFND1220,03600
CADENCE BANCORPCL A12739A1007,642280,670SH DFND1280,67000
CADENCE DESIGN SYS INCCOM127387108146,0753,980,409SH DFND13,954,301026,108
CADENCE DESIGN SYS INCCOM1273871082065,609SH DFND1 25,60900
CADIZ INCCOM NEW1275372072,767205,032SH DFND1205,03200
CAE INCCOMSTK1247651083,146171,228SH DFND1168,92202,306
CAESARS ENTERTAINMENT CORPCOM12768610314,3511,275,670SH DFND11,275,67000
CAESARSTONE LTDORD SHSM205981041,52277,460SH DFND177,46000
CAESARSTONE LTDORD SHSM2059810441921,331SH DFND1 221,33100
CAFEPRESS INCCOM12769A1033526,471SH DFND126,47100
CAI INTERNATIONAL INCCOM12477X1062,876135,315SH DFND1135,31500
CALADRIUS BIOSCIENCES INCCOM NEW12805820315726,908SH DFND126,90800
CALAMP CORPCOM1281261097,207315,018SH DFND1315,01800
CALAVO GROWERS INCCOM12824610513,401145,354SH DFND1145,35400
CALERES INCCOM12950010412,283365,567SH DFND1365,56700
CALERES INCCOM1295001041995,935SH DFND1 25,93500
CALIFORNIA RESOURCES CORPCOM NEW13057Q2065,694332,037SH DFND1332,021016
CALIFORNIA WATER SERVICE GRPCOM13078810215,310411,030SH DFND1411,03000
CALITHERA BIOSCIENCES INCCOM13089P1011,547245,645SH DFND1245,64500
CALIX INCCOM13100M5092,292334,710SH DFND1334,71000
CALLAWAY GOLF COMPANYCOM13119310414,322875,467SH DFND1875,46700
CALLIDUS SOFTWARE INCCOM13123E50035910,000SH DFND1 210,00000
CALLIDUS SOFTWARE INCCOM13123E50022,202617,594SH DFND1617,59400
CALLON PETROLEUM COCOM13123X10222,9821,735,866SH DFND11,725,96209,904
CAL-MAINE FOODS INCCOM NEW12803020212,308281,663SH DFND1281,3530310
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610351873,482SH DFND173,48200
CALYXT INCCOM13173L1071,08182,453SH DFND182,45300
CAMBIUM LEARNING GROUP INCCOM13201A1071,301116,202SH DFND1116,20200
CAMBIUM LEARNING GROUP INCCOM13201A10734230,598SH DFND1 230,59800
CAMBREX CORPCOM13201110715,009286,984SH DFND1286,98400
CAMBRIDGE BANCORPCOM1321521093864,430SH DFND14,43000
CAMDEN NATIONAL CORPCOM1330341086,541146,997SH DFND1146,99700
CAMDEN PROPERTY TRUSTSH BEN INT13313110289,2461,060,806SH DFND11,056,27904,527
CAMECO CORPCOMSTK13321L1082,133237,374SH DFND1237,0480326
CAMPBELL SOUP COCOM134429109110,2602,550,609SH DFND12,540,214010,395
CAMPING WORLD HOLDINGS INC-ACL A13462K1098,242255,592SH DFND1255,59200
CAMTEK LTDORDM2079110511116,454SH DFND116,45400
CAN IMPERIAL BK OF COMMERCECOM13606910139,791454,131SH DFND1453,7740357
CANADIAN NATL RAILWAY COCOM13637510239,818550,628SH DFND1549,8920736
CANADIAN NATURAL RESOURCESCOM13638510121,228684,154SH DFND1683,4870667
CANADIAN NATURAL RESOURCESCOM136385101782,498SH DFND1 22,49800
CANADIAN PACIFIC RAILWAY LTDCOM13645T10018,654106,910SH DFND1106,7560154
CANADIAN SOLAR INCCOM13663510979849,078SH DFND149,07800
CANCER GENETICS INCCOM13739U10414487,279SH DFND187,27900
CANNAE HOLDINGS INCCOM13765N10710,306546,492SH DFND1546,49200
CANON INC-SPONS ADRSPONSORED ADR1380063091,59943,885SH DFND141,46202,423
CANTEL MEDICAL CORPCOM13809810834,761312,012SH DFND1310,27401,738
CAPELLA EDUCATION COCOM1395941059,765111,799SH DFND1111,79900
CAPITAL CITY BANK GROUP INCCOM1396741052,602105,136SH DFND1105,13600
CAPITAL ONE FINANCIAL CORPCOM14040H105511,7575,354,202SH DFND15,328,867025,335
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210712339,425SH DFND139,42500
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107558178,999SH DFND1 2178,99900
CAPITAL SENIOR LIVING CORPCOM1404751042,586240,647SH DFND1240,64700
CAPITAL SOUTHWEST CORPCOM14050110719711,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10115,9391,290,664SH DFND11,290,66400
CAPRICOR THERAPEUTICS INCCOM14070B10110476,996SH DFND176,99600
CAPSTAR FINANCIAL HOLDINGS ICOM14070T1021,05155,820SH DFND155,82000
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,437859,792SH DFND1859,79200
CAPSTONE TURBINE CORPCOM NEW14067D409198173,622SH DFND1173,62200
CARA THERAPEUTICS INCCOM1407551092,835229,055SH DFND1229,05500
CARBO CERAMICS INCCOM1407811051,295178,665SH DFND1178,66500
CARBO CERAMICS INCCOM140781105202,814SH DFND1 22,81400
CARBONITE INCCOM1413371056,537227,007SH DFND1227,00700
CARDINAL HEALTH INCCOM14149Y10837597SH DFND1 259700
CARDINAL HEALTH INCCOM14149Y108236,5673,782,618SH DFND13,765,060017,558
CARDIOVASCULAR SYSTEMS INCCOM1416191066,882313,844SH DFND1313,84400
CARDLYTICS INCCOM14161W10566545,511SH DFND145,51100
CARDTRONICS PLC - ASHS CL AG1991C1058,915399,612SH DFND1399,61200
CARE.COM INCCOM1416331072,248138,220SH DFND1138,22000
CAREDX INCCOM14167L1031,209151,710SH DFND1151,71000
CAREER EDUCATION CORPCOM141665109302,295SH DFND1 22,29500
CAREER EDUCATION CORPCOM1416651098,094616,042SH DFND1616,04200
CARETRUST REIT INCCOM14174T1079,767728,912SH DFND1728,91200
CARGURUS INCCOM CL A1417881096,413166,712SH DFND1166,71200
CARLISLE COS INCCOM14233910056,014536,485SH DFND1533,46703,018
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,36563,979SH DFND163,97900
CARMAX INCCOM143130102119,9681,941,832SH DFND11,932,42909,403
CARNIVAL CORPUNIT 99/99/9999143658300286,5184,379,666SH DFND14,357,162022,504
CARNIVAL PLC-ADRADR14365C1031161,778SH DFND1 21,77800
CARNIVAL PLC-ADRADR14365C1034236,459SH DFND16,0590400
CAROLINA FINANCIAL CORPCOM1438731076,305160,531SH DFND1160,53100
CARPENTER TECHNOLOGYCOM14428510317,212390,134SH DFND1387,84802,286
CARRIAGE SERVICES INCCOM1439051073,371121,907SH DFND1121,90700
CARRIZO OIL & GAS INCCOM14457710311,210700,644SH DFND1700,64400
CARROLS RESTAURANT GROUP INCCOM14574X1043,463309,207SH DFND1309,20700
CARS.COM INCCOM14575E10517,071602,589SH DFND1598,77903,810
CARS.COM INCCOM14575E1051103,884SH DFND1 23,88400
CARTER'S INCCOM14622910943,514418,009SH DFND1415,69402,315
CARTER'S INCCOM14622910949474SH DFND1 247400
CARVANA COCL A1468691023,047132,903SH DFND1132,90300
CASA SYSTEMS INCCOM14713L10214,770503,441SH DFND1503,44100
CASELLA WASTE SYSTEMS INC-ACL A147448104018SH DFND1 21800
CASELLA WASTE SYSTEMS INC-ACL A1474481048,268353,665SH DFND1353,66500
CASEY'S GENERAL STORES INCCOM14752810338,468350,445SH DFND1348,60801,837
CASI PHARMACEUTICALS INCCOM14757U109940225,578SH DFND1225,57800
CASS INFORMATION SYSTEMS INCCOM14808P1095,75096,639SH DFND196,63900
CASTLE BRANDS INCCOM148435100911735,039SH DFND1735,03900
CASTLIGHT HEALTH INC-BCL B14862Q1001,956536,149SH DFND1536,14900
CATABASIS PHARMACEUTICALS INCOM14875P10713876,612SH DFND176,61200
CATALENT INCCOM14880610249,1481,196,993SH DFND11,190,48006,513
CATALYST BIOSCIENCES INCCOM NEW14888D2081,61962,775SH DFND162,77500
CATALYST PHARMACEUTICALS INCCOM14888U1012,045855,848SH DFND1855,84800
CATCHMARK TIMBER TRUST INC-ACL A14912Y2025,108409,639SH DFND1409,63900
CATERPILLAR INCCOM149123101537SH DFND1 23700
CATERPILLAR INCCOM149123101959,3846,525,963SH DFND16,492,511033,452
CATHAY GENERAL BANCORPCOM149150104384SH DFND1 28400
CATHAY GENERAL BANCORPCOM14915010434,120853,442SH DFND1849,70503,737
CATM 1 12/01/20NOTE 1.000%12/014161HAG31,8572,000,000PRN DFND1 22,000,00000
CATO CORP-CLASS ACL A1492051063,292223,342SH DFND1223,34200
CAVCO INDUSTRIES INCCOM14956810714,26482,096SH DFND182,09600
CAVIUM INCCOM14964U10848,529611,359SH DFND1611,35900
CB FINANCIAL SERVICES INCCOM12479G1011,06034,610SH DFND134,61000
CBIZ INCCOM1248051028,550468,528SH DFND1468,52800
CBL & ASSOCIATES PROPERTIESCOM1248301007,2921,748,807SH DFND11,744,54704,260
CBOE GLOBAL MARKETS INCCOM12503M108157,4151,382,685SH DFND11,376,83205,853
CBRE GROUP INC - ACL A12504L1092956,256SH DFND1 26,25600
CBRE GROUP INC - ACL A12504L109158,9043,373,477SH DFND13,355,765017,712
CBS CORP-CLASS B NON VOTINGCL B1248572021322,578SH DFND1 22,57800
CBS CORP-CLASS B NON VOTINGCL B124857202198,1743,865,020SH DFND13,846,823018,197
CBTX INCCOM12481V10449216,720SH DFND116,72000
CDK GLOBAL INCCOM12508E101941,498SH DFND1 21,49800
CDK GLOBAL INCCOM12508E10169,9191,104,884SH DFND11,098,34306,541
CDTI ADVANCED MATERIALS INCCOM12514V1053738,855SH DFND138,85500
CDW CORP/DECOM12514G108108,3331,541,984SH DFND11,541,98400
CECO ENVIRONMENTAL CORPCOM1251411011,023229,959SH DFND1229,95900
CEDAR REALTY TRUST INCCOM NEW1506022093,302838,183SH DFND1838,18300
CELADON GROUP INCCOM150838100661178,748SH DFND1178,74800
CELANESE CORP-SERIES ACOM SER A150870103117,8971,177,455SH DFND11,177,45500
CELGENE CORPCOM1510201048909,982SH DFND1 29,98200
CELGENE CORPCOM151020104773,2028,687,819SH DFND18,617,053070,766
CELLDEX THERAPEUTICS INCCOM15117B1032,6201,124,654SH DFND11,124,3780276
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1021,01958,085SH DFND158,08500
CEL-SCI CORPCOM PAR NEW1508376075337,639SH DFND137,63900
CELSIUS HOLDINGS INCCOM NEW15118V20736583,968SH DFND183,96800
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW151290889954144,150SH DFND1 2144,15000
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW151290889142,168SH DFND1002,168
CEMTREX INCCOM PAR $.00115130G3039935,054SH DFND135,05400
CENOVUS ENERGY INCCOMSTK15135U1095,396641,663SH DFND1641,1360527
CENTENE CORPCOM15135B1012652,483SH DFND1 22,48300
CENTENE CORPCOM15135B101241,7002,266,928SH DFND12,257,64309,285
CENTENNIAL RESOURCE DEVELO-ACL A15136A10229,9251,630,826SH DFND11,630,82600
CENTERPOINT ENERGY INCCOM15189T107152,7125,585,176SH DFND15,560,182024,994
CENTERPOINT ENERGY INCCOM15189T107371,376SH DFND1 21,37600
CENTERSTATE BANK CORPCOM15201P10916,034604,396SH DFND1604,39600
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452023,367801,862SH DFND1801,86200
CENTRAL GARDEN & PET COCOM1535271061,00023,271SH DFND123,27100
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720516,649420,336SH DFND1420,33600
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,133250,659SH DFND1250,65900
CENTRAL SECURITIES CORPCOM1551231024,052152,020SH DFND1 2152,02000
CENTRAL VALLEY COMM BANCORPCOM1556851001,83894,008SH DFND194,00800
CENTRUS ENERGY CORP-CLASS ACL A15643U1047822,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM1564311089,704586,706SH DFND1585,9310775
CENTURY BANCORP INC -CL ACL A NON VTG1564321062,02325,482SH DFND125,48200
CENTURY CASINOS INCCOM1564921001,764236,567SH DFND1236,56700
CENTURY COMMUNITIES INCCOM1565043005,449181,941SH DFND1181,94100
CENTURYLINK INCCOM156700106187,42511,434,143SH DFND111,383,544050,599
CERAGON NETWORKS LTDORDM220131029836,506SH DFND136,50600
CERAGON NETWORKS LTDORDM220131028431,454SH DFND1 231,45400
CERECOR INCCOM15671L10927063,039SH DFND163,03900
CERNER CORPCOM156782104225,5503,896,929SH DFND13,867,068029,861
CERNER CORPCOM1567821041061,843SH DFND1 21,84300
CERUS CORPCOM1570851016,0121,097,257SH DFND11,097,25700
CERUS CORPCOM15708510112522,904SH DFND1 222,90400
CEVA INCCOM1572101057,202198,967SH DFND1198,96700
CF INDUSTRIES HOLDINGS INCCOM125269100107,0272,843,194SH DFND12,830,464012,730
CGI GROUP INC - CLASS ACOMSTK39945C1099,130160,407SH DFND1159,9880419
CGI GROUP INC - CLASS ACOMSTK39945C1093636,300SH DFND1 26,30000
CHANGYOU.COM LTD-ADRADS REP CL A15911M10736913,249SH DFND113,24900
CHANNELADVISOR CORPCOM1591791001,778195,432SH DFND1195,43200
CHARLES & COLVARD LTDCOM1597651066649,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM1598641075044,723SH DFND1 24,72300
CHARLES RIVER LABORATORIESCOM15986410745,738428,507SH DFND1426,18802,319
CHART INDUSTRIES INCCOM PAR $0.0116115Q30816,823285,004SH DFND1285,00400
CHARTER COMMUNICATIONS INC-ACL A16119P108647,4482,085,481SH DFND12,066,052019,429
CHARTER FINANCIAL CORPCOM16122W1082,663130,622SH DFND1130,62200
CHASE CORPCOM16150R10454468SH DFND1 246800
CHASE CORPCOM16150R1049,33980,202SH DFND180,20200
CHATHAM LODGING TRUSTCOM16208T1028,800459,561SH DFND1459,56100
CHECK POINT SOFTWARE TECHORDM224651041171,181SH DFND1 21,18100
CHECK POINT SOFTWARE TECHORDM2246510450,463496,070SH DFND1489,46506,605
CHEESECAKE FACTORY INC/THECOM16307210118,758389,011SH DFND1386,91602,095
CHEFS' WAREHOUSE INC/THECOM1630861014,306187,220SH DFND1187,22000
CHEGG INCCOM16309210914,793716,029SH DFND1716,02900
CHEGG INCCOM16309210926212,693SH DFND1 212,69300
CHEMBIO DIAGNOSTICS INCCOM NEW16357220939549,468SH DFND149,46800
CHEMED CORPCOM16359R10344,668163,703SH DFND1163,70300
CHEMICAL FINANCIAL CORPCOM16373110235,404647,492SH DFND1644,00803,484
CHEMOCENTRYX INCCOM16383L106765,594SH DFND1 25,59400
CHEMOCENTRYX INCCOM16383L1063,453253,964SH DFND1253,2570707
CHEMOURS CO/THECOM16385110874,5261,531,443SH DFND11,521,95309,490
CHEMOURS CO/THECOM1638511083837,867SH DFND1 27,86700
CHEMUNG FINANCIAL CORPCOM1640241011,19725,780SH DFND125,78000
CHENIERE ENERGY INCCOM NEW16411R20884,2021,577,016SH DFND11,577,01600
CHEROKEE INCCOM16444H1029371,633SH DFND171,63300
CHERRY HILL MORTGAGE INVESTMCOM1646511012,683152,989SH DFND1152,98900
CHESAPEAKE ENERGY CORPCOM16516710723,8467,896,092SH DFND17,851,623044,469
CHESAPEAKE ENERGY CORPCOM1651671071,816601,339SH DFND1 2601,33900
CHESAPEAKE LODGING TRUSTSH BEN INT16524010219,391697,298SH DFND1697,29800
CHESAPEAKE UTILITIES CORPCOM1653031089,740138,454SH DFND1138,45400
CHEVRON CORPCOM1667641002,420,01121,273,222SH DFND121,170,0890103,133
CHIASMA INCCOM16706W1026644,047SH DFND144,04700
CHICAGO BRIDGE & IRON CO NVCOM16725010912,363858,545SH DFND1858,533012
CHICO'S FAS INCCOM16861510258264,410SH DFND1 264,41000
CHICO'S FAS INCCOM16861510214,8861,646,730SH DFND11,646,4300300
CHILDREN'S PLACE INC/THECOM16890510724,293179,621SH DFND1179,62100
CHILDREN'S PLACE INC/THECOM1689051072571,905SH DFND1 21,90500
CHIMERA INVESTMENT CORPCOM NEW16934Q20851,1752,939,424SH DFND12,933,90805,516
CHIMERIX INCCOM16934W1061,870359,722SH DFND1359,72200
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1056013,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151041,43617,740SH DFND117,74000
CHINA COMMERCIAL CREDIT INCCOM16891K1031211,141SH DFND111,14100
CHINA INFORMATION TECHNOLOGYCOMG211741003620,266SH DFND120,26600
CHINA INTERNET NATIONWIDE FISHSG2120A1012848,846SH DFND18,84600
CHINA LODGING GROUP-SPON ADRSPONSORED ADR16949N1092,77421,065SH DFND120,8930172
CHINA LODGING GROUP-SPON ADRSPONSORED ADR16949N10941312SH DFND1 231200
CHINA NATURAL RESOURCES INCCOMG2110U1092411,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1078620,593SH DFND120,59300
CHINA YUCHAI INTL LTDCOMG2108210594544,641SH DFND1 244,64100
CHIPOTLE MEXICAN GRILL INCCOM16965610585,845266,364SH DFND1265,08701,277
CHOICE HOTELS INTL INCCOM16990510623,709295,809SH DFND1295,780029
CHRISTOPHER & BANKS CORPCOM171046105214200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW171077407736175,437SH DFND1175,43700
CHUBB LTDCOMH1467J10434252SH DFND1 225200
CHUBB LTDCOMH1467J104673,7204,937,858SH DFND14,913,508024,350
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5022887,429SH DFND15,36102,068
CHURCH & DWIGHT CO INCCOM171340102154,3493,071,869SH DFND13,059,144012,725
CHURCHILL DOWNS INCCOM17148410827,182111,379SH DFND1110,8260553
CHUY'S HOLDINGS INCCOM1716041014,102156,568SH DFND1156,56800
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601334129,740SH DFND1129,74000
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40715820,147SH DFND119,3470800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10254251,263SH DFND1 251,26300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10215514,680SH DFND113,40101,279
CIDARA THERAPEUTICS INCCOM17175710717443,691SH DFND143,69100
CIEN 3.75 10/15/18 NOTE 3.750%10/1171779AJ07,6475,800,000PRN DFND1 25,800,00000
CIENA CORPCOM NEW17177930933,1161,278,622SH DFND11,271,56707,055
CIGNA CORPCOM125509109157936SH DFND1 293600
CIGNA CORPCOM125509109458,1212,737,540SH DFND12,723,826013,714
CIM COMMERCIAL TRUST CORPCOM1255251051,498118,472SH DFND1118,47200
CIMAREX ENERGY COCOM17179810195,6661,025,752SH DFND11,020,79904,953
CIMPRESS NVSHS EURON2014610111,90676,966SH DFND176,96600
CINCINNATI BELL INCCOM NEW1718715025,032363,325SH DFND1363,32500
CINCINNATI FINANCIAL CORPCOM172062101135,9561,834,768SH DFND11,826,70908,059
CINEDIGM CORP - ACOM NEW1724062094029,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10234,126905,924SH DFND1900,74605,178
CINER RESOURCES LPCOM UNIT LTD17246410937713,938SH DFND1 213,93800
CINTAS CORPCOM172908105177,2581,041,533SH DFND11,032,72608,807
CIRCOR INTERNATIONAL INCCOM17273K1095,868137,558SH DFND1137,55800
CIRRUS LOGIC INCCOM17275510041410,197SH DFND1 210,19700
CIRRUS LOGIC INCCOM17275510028,369698,241SH DFND1695,13403,107
CISCO SYSTEMS INCCOM17275R1022,579,16360,271,759SH DFND159,814,1020457,657
CISION LTD - CW22*W EXP 06/22/202G1992S1171,930825,000SH DFND1 2825,00000
CIT GROUP INCCOM NEW12558180155,6701,081,849SH DFND11,081,84900
CITI TRENDS INCCOM17306X1021494,849SH DFND1 24,84900
CITI TRENDS INCCOM17306X1024,109132,940SH DFND1132,94000
CITIGROUP INCCOM NEW1729674241,924,10228,571,674SH DFND128,434,6790136,995
CITIZENS & NORTHERN CORPCOM1729221061,99386,328SH DFND186,32800
CITIZENS COMMUNITY BANCORP ICOM17490310427119,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105240,1055,732,870SH DFND15,707,479025,391
CITIZENS FIRST CORPCOM17462Q10736414,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510230513,960SH DFND113,96000
CITIZENS INCCL A1747401002,558349,534SH DFND1349,53400
CITRIX SYSTEMS INCCOM177376100161,6781,746,049SH DFND11,733,818012,231
CITRIX SYSTEMS INCCOM1773761004645,000SH DFND1 25,00000
CITY HOLDING COCOM17783510510,133147,808SH DFND1146,9080900
CITY OFFICE REIT INCCOM1785871013,453298,762SH DFND1298,76200
CIVEO CORPCOM17878Y10832084,991SH DFND1 284,99100
CIVISTA BANCSHARES INCCOM NO PAR1788671071,67673,342SH DFND173,34200
CIVITAS SOLUTIONS INCCOM17887R1022,168140,824SH DFND1140,82400
CLARUS CORPCOM18270P1091,276189,119SH DFND1189,11900
CLEAN ENERGY FUELS CORPCOM1844991011,8121,098,203SH DFND11,098,20300
CLEAN HARBORS INCCOM18449610721,260435,571SH DFND1433,05102,520
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,530312,303SH DFND1310,78201,521
CLEARFIELD INCCOM18482P1031,25997,600SH DFND197,60000
CLEARONE INCCOM18506U10415119,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM1850631042,605242,839SH DFND1242,83900
CLEARSIGN COMBUSTION CORPCOM18506410215375,989SH DFND175,98900
CLEARWATER PAPER CORPCOM18538R1035,951152,201SH DFND1152,20100
CLEMENTIA PHARMACEUTICALS INCOM18557510723015,203SH DFND115,20300
CLEVELAND BIOLABS INCCOM NEW1858602025016,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910122632,571SH DFND1 232,57100
CLEVELAND-CLIFFS INCCOM18589910117,4442,509,939SH DFND12,508,76801,171
CLIFTON BANCORP INCCOM1868731053,084197,082SH DFND1197,08200
CLIPPER REALTY INCCOM18885T306867102,385SH DFND1102,38500
CLOROX COMPANYCOM189054109198,8211,497,306SH DFND11,490,25807,048
CLOUD PEAK ENERGY INCCOM18911Q102144,906SH DFND1 24,90600
CLOUD PEAK ENERGY INCCOM18911Q1021,953671,140SH DFND1671,14000
CLOUDERA INCCOM18914U10015,407713,955SH DFND1713,95500
CLOVIS ONCOLOGY INCCOM18946410023,569446,397SH DFND1446,2960101
CM FINANCE INCCOM12574Q1038310,178SH DFND110,17800
CME GROUP INCCOM CL A12572Q105649,0084,022,047SH DFND14,003,422018,625
CMS ENERGY CORPCOM125896100147,6613,267,986SH DFND13,253,311014,675
CNA FINANCIAL CORPCOM12611710012,525253,813SH DFND1253,81300
CNB FINANCIAL CORP/PACOM1261281073,587123,331SH DFND1123,33100
CNO FINANCIAL GROUP INCCOM12621E10331,7821,466,669SH DFND11,458,51208,157
CNX RESOURCES CORPCOM12653C10828,0691,819,134SH DFND11,809,28909,845
COBIZ FINANCIAL INCCOM1908971087,884402,280SH DFND1402,28000
COCA-COLA BOTTLING CO CONSOLCOM1910981028,00646,369SH DFND146,36900
COCA-COLA CO/THECOM1912161002896,656SH DFND1 26,65600
COCA-COLA CO/THECOM1912161001,794,55341,424,021SH DFND141,215,8840208,137
COCA-COLA EUROPEAN PARTNERSSHSG2583910424,310588,774SH DFND1588,1740600
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L19124110821329SH DFND100329
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L1912411081802,719SH DFND1 22,71900
CODEXIS INCCOM1920051064,245385,982SH DFND1385,98200
CODEXIS INCCOM19200510617616,088SH DFND1 216,08800
CODORUS VALLEY BANCORP INCCOM1920251041,67359,525SH DFND159,52500
COEUR MINING INCCOM NEW19210850412,4731,559,237SH DFND11,559,23700
COFFEE HOLDING CO INCCOM1921761059722,341SH DFND122,34100
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30216,740385,720SH DFND1385,72000
COGENTIX MEDICAL INCCOM19243A104700181,971SH DFND1181,97100
COGINT INCCOM19241Q101825330,346SH DFND1330,34600
COGNEX CORPCOM19242210389,9971,732,316SH DFND11,723,82308,493
COGNEX CORPCOM19242210323449SH DFND1 244900
COGNIZANT TECH SOLUTIONS-ACL A192446102505,8946,300,350SH DFND16,245,944054,406
COHEN & STEERS INCCOM19247A1007,308179,745SH DFND1179,74500
COHERENT INCCOM19247910338208SH DFND1 220800
COHERENT INCCOM19247910340,756217,485SH DFND1216,27301,212
COHERUS BIOSCIENCES INCCOM19249H1034,821436,328SH DFND1436,32800
COHU INCCOM1925761067,883345,601SH DFND1345,60100
COLFAX CORPCOM1940141061374,326SH DFND1 24,32600
COLFAX CORPCOM19401410627,949876,170SH DFND1876,17000
COLGATE-PALMOLIVE COCOM194162103674,0749,427,464SH DFND19,380,666046,798
COLLECTORS UNIVERSECOM NEW19421R2001,04966,786SH DFND166,78600
COLLEGIUM PHARMACEUTICAL INCCOM19459J1045,143201,309SH DFND1201,30900
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931071,72124,803SH DFND124,80300
COLLIERS INTERNATIONAL GROUPSUB VTG SHS19469310780111,547SH DFND1 211,54700
COLONY NORTHSTAR INC-CLASS ACL A COM19625W10426,5534,727,514SH DFND14,726,9500564
COLUMBIA BANKING SYSTEM INCCOM19723610228,221672,743SH DFND1672,74300
COLUMBIA PROPERTY TRUST INCCOM NEW19828720325,6601,254,202SH DFND11,254,20200
COLUMBIA SPORTSWEAR COCOM19851610625,919339,133SH DFND1339,13300
COLUMBUS MCKINNON CORP/NYCOM1993331057,184200,471SH DFND1200,47100
COMCAST CORP-CLASS ACL A20030N1011333,917SH DFND1 23,91700
COMCAST CORP-CLASS ACL A20030N1011,758,61351,597,300SH DFND151,157,6320439,668
COMERICA INCCOM200340107197,6082,064,766SH DFND12,055,77808,988
COMFORT SYSTEMS USA INCCOM19990810413,276321,848SH DFND1321,84800
COMMERCE BANCSHARES INCCOM20052510352,177870,939SH DFND1866,33804,601
COMMERCEHUB INC-SERIES ACOM SER A20084V1082,857126,985SH DFND1126,98500
COMMERCEHUB INC-SERIES CCOM SER C20084V3065,752255,788SH DFND1253,37602,412
COMMERCIAL METALS COCOM20172310320,004977,725SH DFND1972,00305,722
COMMERCIAL VEHICLE GROUP INCCOM2026081052,025261,339SH DFND1261,33900
COMMSCOPE HOLDING CO INCCOM20337X10969,8291,748,497SH DFND11,748,49700
COMMUNICATIONS SYSTEMS INCCOM2039001059526,093SH DFND126,09300
COMMUNITY BANK SYSTEM INCCOM20360710623,255434,198SH DFND1434,19800
COMMUNITY BANKERS TRUST CORPCOM2036121062,366262,990SH DFND1262,99000
COMMUNITY FINANCIAL CORP/THECOM20368X1011,13630,536SH DFND130,53600
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,642919,787SH DFND1919,78700
COMMUNITY HEALTH SYSTEMS INCCOM2036681087719,617SH DFND1 219,61700
COMMUNITY HEALTHCARE TRUST ICOM20369C1064,307167,364SH DFND1167,36400
COMMUNITY TRUST BANCORP INCCOM2041491087,947175,839SH DFND1175,83900
COMMVAULT SYSTEMS INCCOM20416610221,808381,276SH DFND1379,22802,048
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q10476046,389SH DFND1 246,38900
COMPASS MINERALS INTERNATIONCOM20451N10117,024282,323SH DFND1280,67501,648
COMPUGEN LTDORDM2572210511425,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061033,041104,144SH DFND1103,6710473
COMPUTER TASK GROUP INCCOM20547710235243,028SH DFND1 243,02800
COMPUTER TASK GROUP INCCOM20547710252864,489SH DFND164,48900
COMSTOCK MINING INCCOM NEW2057502011456,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM205768302052SH DFND1 25200
COMSTOCK RESOURCES INCCOM20576830261383,927SH DFND183,92700
COMTECH TELECOMMUNICATIONSCOM NEW2058262096,892230,606SH DFND1230,557049
COMTECH TELECOMMUNICATIONSCOM NEW2058262091575,259SH DFND1 25,25900
CONAGRA BRANDS INCCOM2058871022005,427SH DFND1 25,42700
CONAGRA BRANDS INCCOM205887102190,6535,180,345SH DFND15,158,439021,906
CONATUS PHARMACEUTICALS INCCOM20600T1082,047348,765SH DFND1347,7840981
CONCERT PHARMACEUTICALS INCCOM2060221054,208183,795SH DFND1183,79500
CONCHO RESOURCES INCCOM20605P101254,7181,698,834SH DFND11,691,06707,767
CONDUENT INCCOM20678710332,8051,759,948SH DFND11,758,63001,318
CONDUENT INCCOM206787103975,213SH DFND1 25,21300
CONFORMIS INCCOM20717E101545376,294SH DFND1376,29400
CONIFER HOLDINGS INCCOM20731J1029616,566SH DFND116,56600
CONMED CORPCOM20741010114,999236,846SH DFND1236,84600
CONNECTICUT WATER SVC INCCOM2077971017,482123,622SH DFND1123,62200
CONNECTONE BANCORP INCCOM20786W1077,978277,042SH DFND1277,04200
CONN'S INCCOM2082421077,775228,688SH DFND1228,68800
CONOCOPHILLIPSCOM20825C104815,55413,787,336SH DFND113,725,287062,049
CONS TOMOKA LAND CO-FLORIDACOM2102261062,42338,554SH DFND138,55400
CONSOL COAL RESOURCES LPCOM UNIT20855T10032723,486SH DFND1 223,48600
CONSOL ENERGY INCCOM20854L1087,171247,554SH DFND1247,55400
CONSOLIDATED COMMUNICATIONSCOM2090341076,651606,870SH DFND1606,87000
CONSOLIDATED EDISON INCCOM209115104288,7263,712,774SH DFND13,695,939016,835
CONSOLIDATED WATER CO-ORD SHORDG2377310752736,272SH DFND136,27200
CONSTELLATION BRANDS INC-ACL A21036P108393,5121,731,445SH DFND11,722,50908,936
CONSUMER PORTFOLIO SERVICESCOM210502100419111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM210751103719132,241SH DFND1132,24100
CONTANGO OIL & GASCOM NEW21075N204682192,166SH DFND1192,16600
CONTINENTAL BUILDING PRODUCTCOM2111711039,440330,676SH DFND1330,67600
CONTINENTAL BUILDING PRODUCTCOM21117110363622,308SH DFND1 222,30800
CONTINENTAL RESOURCES INC/OKCOM2120151012303,912SH DFND1 23,91200
CONTINENTAL RESOURCES INC/OKCOM21201510140,850693,758SH DFND1693,75800
CONTRAFECT CORPCOM212326102495311,407SH DFND1311,40700
CONTRAVIR PHARMACEUTICALS INCOM21234W10372315,927SH DFND1315,92700
CONTROL4 CORPCOM21240D1075,891274,284SH DFND1274,28400
CONVERGEONE HOLDINGS INCCOM CL A2124811051,277138,300SH DFND1 2138,30000
CONVERGEONE HOLDINGS INC*W EXP 04/12/202212481113650542,038SH DFND1 2542,03800
CONVERGYS CORPCOM2124851062189,680SH DFND1 29,68000
CONVERGYS CORPCOM21248510620,995928,180SH DFND1923,68304,497
COOPER COS INC/THECOM NEW216648402137,661603,005SH DFND1600,46002,545
COOPER TIRE & RUBBERCOM21683110712,862438,977SH DFND1436,50202,475
COOPER-STANDARD HOLDINGCOM21676P10323,098188,085SH DFND1188,08500
COPA HOLDINGS SA-CLASS ACL AP3107610520,212157,140SH DFND1156,8970243
COPART INCCOM21720410692,7091,820,337SH DFND11,810,45909,878
CORBUS PHARMACEUTICALS HOLDICOM21833P1032,524413,811SH DFND1413,81100
CORCEPT THERAPEUTICS INCCOM21835210214,447878,255SH DFND1878,25500
CORE LABORATORIES N.V.COMN2271710730,361280,557SH DFND1278,40102,156
CORE MOLDING TECHNOLOGIES INCOM2186831001,03958,321SH DFND158,32100
CORECIVIC INCCOM21871N1011,07354,986SH DFND1 254,98600
CORECIVIC INCCOM21871N10132,2581,652,565SH DFND11,646,77505,790
CORELOGIC INCCOM21871D1031994,412SH DFND1 24,41200
CORELOGIC INCCOM21871D10331,754702,061SH DFND1698,07503,986
CORE-MARK HOLDING CO INCCOM2186811049,343439,501SH DFND1439,50100
CORENERGY INFRASTRUCTURE S-A 7.375DEP SHS REPSTG21870U30477831,168SH DFND131,16800
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5021975,259SH DFND1 25,25900
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5023,73999,618SH DFND197,05302,565
CORESITE REALTY CORPCOM21870Q10528,319282,461SH DFND1280,78701,674
CORINDUS VASCULAR ROBOTICS ICOM2187301091,093798,402SH DFND1798,40200
CORIUM INTERNATIONAL INCCOM21887L1072,668232,622SH DFND1232,62200
CORMEDIX INCCOM21900C10053295,008SH DFND1295,00800
CORNERSTONE ONDEMAND INCCOM21925Y10319,575500,517SH DFND1500,51700
CORNING INCCOM219350105263,2259,465,549SH DFND19,416,784048,765
CORNING INCCOM219350105301,094SH DFND1 21,09400
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10827,5971,068,416SH DFND11,063,48204,934
CORVEL CORPCOM2210061097,804154,387SH DFND1154,38700
CORVEL CORPCOM22100610987917,390SH DFND1 217,39000
CORVUS PHARMACEUTICALS INCCOM22101510087575,962SH DFND175,96200
COSAN LTD-CLASS A SHARESSHS AG2534310742440,846SH DFND1 240,84600
COSTAMARE INCSHSY1771G1022,086334,370SH DFND1333,5060864
COSTAR GROUP INCCOM22160N109117,133323,253SH DFND1323,25300
COSTCO WHOLESALE CORPCOM22160K1051,010,4605,374,859SH DFND15,334,037040,822
COTIVITI HOLDINGS INCCOM22164K10116,804487,946SH DFND1487,94600
COTY INC-CL ACOM CL A22207020396,1235,265,402SH DFND15,240,847024,555
COUNTY BANCORP INCCOM2219071081,13838,981SH DFND138,98100
COUPA SOFTWARE INCCOM22266L1067155SH DFND1 215500
COUPA SOFTWARE INCCOM22266L10612,797280,526SH DFND1280,52600
COUSINS PROPERTIES INCCOM22279510637,5494,326,035SH DFND14,305,447020,588
COVANTA HOLDING CORPCOM22282E10216,4131,131,999SH DFND11,131,1180881
COVENANT TRANSPORT GRP-CL ACL A22284P1053,205107,445SH DFND1107,44500
COWEN INCCL A NEW223622606028SH DFND1 22800
COWEN INCCL A NEW2236226063,257246,804SH DFND1246,80400
CPI AEROSTRUCTURES INCCOM NEW12591930823223,822SH DFND123,82200
CPI CARD GROUP INCCOM NEW12634H2009130,216SH DFND130,0450171
CRA INTERNATIONAL INCCOM12618T1054,01676,815SH DFND176,81500
CRACKER BARREL OLD COUNTRYCOM22410J10636,271227,836SH DFND1226,51401,322
CRAFT BREW ALLIANCE INCCOM2241221011,67990,298SH DFND190,29800
CRANE COCOM22439910542,044453,361SH DFND1450,03703,324
CRAWFORD & CO -CL BCL B2246331071,191144,924SH DFND1144,92400
CRAY INCCOM NEW2252233048,759423,172SH DFND1423,17200
CREDICORP LTDCOMG2519Y10828,312125,726SH DFND1125,5500176
CREDIT ACCEPTANCE CORPCOM22531010137,971114,923SH DFND1114,92300
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110820712,365SH DFND111,06101,304
CREE INCCOM22544710136,084895,174SH DFND1890,37504,799
CREE INCCOM22544710116404SH DFND1 240400
CRESCENT POINT ENERGY CORPCOMSTK22576C101659,600SH DFND1 29,60000
CRESCENT POINT ENERGY CORPCOMSTK22576C1012,174323,050SH DFND1323,05000
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610659129,343SH DFND129,34300
CRH PLC-SPONSORED ADRADR12626K20362318,314SH DFND117,3320982
CRISPR THERAPEUTICS AGNAMEN AKTH171821081,25727,513SH DFND127,51300
CRITEO SA-SPON ADRSPONS ADS2267181041,03940,228SH DFND140,22800
CRITEO SA-SPON ADRSPONS ADS226718104752,903SH DFND1 22,90300
CROCS INCCOM22704610914,720905,899SH DFND1905,89900
CROCS INCCOM227046109815,023SH DFND1 25,02300
CROSS COUNTRY HEALTHCARE INCCOM2274831043,480313,300SH DFND1313,30000
CROSS COUNTRY HEALTHCARE INCCOM227483104161,469SH DFND1 21,46900
CROWN CASTLE INTL CORPCOM22822V101462,5114,230,210SH DFND14,208,486021,724
CROWN CRAFTS INCCOM2283091006511,112SH DFND111,11200
CROWN HOLDINGS INCCOM228368106133SH DFND1 23300
CROWN HOLDINGS INCCOM22836810655,2991,090,842SH DFND11,090,84200
CRYOLIFE INCCOM2289031005,517275,203SH DFND1275,20300
CRYOPORT INCCOM PAR $0.0012290503071,762204,921SH DFND1204,92100
CSG SYSTEMS INTL INCCOM12634910919,962440,760SH DFND1440,76000
CSG SYSTEMS INTL INCCOM12634910969515,353SH DFND1 215,35300
CSI COMPRESSCO LPCOM UNIT12637A10312116,799SH DFND116,79900
CSRA INC-W/ICOM12650T10476,8541,867,161SH DFND11,858,64908,512
CSRA INC-W/ICOM12650T10441210,000SH DFND1 210,00000
CSS INDUSTRIES INCCOM1259061071,22870,194SH DFND170,19400
CSS INDUSTRIES INCCOM12590610745826,227SH DFND1 226,22700
CSV 2.75 03/15/21NOTE 2.750% 3/1143905AM97,7195,890,000PRN DFND1 25,890,00000
CSW INDUSTRIALS INCCOM1264021066,259138,952SH DFND1138,95200
CSX CORPCOM126408103525,2559,452,985SH DFND19,368,518084,467
CTI BIOPHARMA CORPCOM NEW12648L6011,182303,229SH DFND1303,22900
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB215,05314,099,000PRN DFND1 214,099,00000
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F10045,579983,539SH DFND1964,105019,434
CTRP 1.25 10/15/18NOTE 1.250%10/122943FAD211,5669,500,000PRN DFND1 29,500,00000
CTS CORPCOM1265011057,399272,030SH DFND1272,03000
CUBESMART COM22966310957,0132,021,757SH DFND12,021,75700
CUBIC CORPCOM22966910614,194223,189SH DFND1223,18900
CUE BIOPHARMA INCCOM22978P1061,00071,234SH DFND171,23400
CUI GLOBAL INCCOM NEW126576206296114,041SH DFND1114,04100
CULLEN/FROST BANKERS INCCOM22989910954,515513,958SH DFND1511,12802,830
CULP INCCOM2302151052,40078,564SH DFND178,56400
CUMBERLAND PHARMACEUTICALSCOM23077010932448,610SH DFND148,61000
CUMMINS INCCOM2310211061791,105SH DFND1 21,10500
CUMMINS INCCOM231021106355,4832,197,428SH DFND12,188,83108,597
CURIS INCCOM2312691016901,056,741SH DFND11,056,74100
CURO GROUP HOLDINGS CORPCOM23131L1071,899110,413SH DFND1110,41300
CURTISS-WRIGHT CORPCOM23156110160,651449,038SH DFND1446,68702,351
CUSHING RENAISSANCE FUND/THECOM23164710892959,099SH DFND1 259,09900
CUSTOMERS BANCORP INCCOM23204G1007,237248,297SH DFND1248,29700
CUTERA INCCOM232109108661,327SH DFND1 21,32700
CUTERA INCCOM2321091087,145142,204SH DFND1142,20400
CVB FINANCIAL CORPCOM12660010521,511950,134SH DFND1950,13400
CVD EQUIPMENT CORPCOM12660110336840,414SH DFND140,41400
CVR ENERGY INCCOM12662P1089,696320,851SH DFND1319,34101,510
CVR ENERGY INCCOM12662P1081173,878SH DFND1 23,87800
CVS HEALTH CORPCOM1266501005939,533SH DFND1 29,53300
CVS HEALTH CORPCOM126650100710,01311,439,467SH DFND111,384,039055,428
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1081,45728,559SH DFND128,55900
CYBEROPTICS CORPCOM2325171021,12462,480SH DFND162,48000
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4052921,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1034,949381,059SH DFND1381,05900
CYPRESS SEMICONDUCTOR CORPCOM23280610959,5143,509,106SH DFND13,489,303019,803
CYRUSONE INCCOM23283R10043,392847,351SH DFND1842,65304,698
CYS INVESTMENTS INCCOM12673A1088,9761,335,800SH DFND11,326,47309,327
CYTOKINETICS INCCOM NEW23282W6053,125434,120SH DFND1434,12000
CYTOMX THERAPEUTICS INCCOM23284F10533111,648SH DFND1 211,64800
CYTOMX THERAPEUTICS INCCOM23284F1059,064318,626SH DFND1318,62600
CYTORI THERAPEUTICS INCCOM NEW23283K20447166,315SH DFND1166,31500
CYTOSORBENTS CORPCOM NEW23283X2061,021144,882SH DFND1144,88200
CYTRX CORPCOM PAR232828608249156,653SH DFND1156,65300
DAILY JOURNAL CORPCOM2339121041,8808,232SH DFND18,23200
DAKTRONICS INCCOM2342641093,064347,808SH DFND1347,80800
DANA INCCOM23582520532,9841,280,450SH DFND11,273,34607,104
DANAHER CORPCOM235851102653,0196,686,445SH DFND16,654,007032,438
DANAHER CORPCOM2358511021101,133SH DFND1 21,13300
DARDEN RESTAURANTS INCCOM23719410536433SH DFND1 243300
DARDEN RESTAURANTS INCCOM237194105129,8301,526,327SH DFND11,518,60607,721
DARLING INGREDIENTS INCCOM23726610124,0401,389,624SH DFND11,389,62400
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20623921,270SH DFND121,27000
DASEKE INCCOM23753F1074,188427,864SH DFND1427,86400
DASEKE INC-CW20*W EXP 02/27/20223753F1151,6191,432,843SH DFND1 21,432,84300
DATA I/O CORPCOM237690102344,624SH DFND1 24,62400
DATA I/O CORPCOM23769010222630,481SH DFND130,48100
DATAWATCH CORPCOM NEW23791720859869,222SH DFND169,22200
DATAWATCH CORPCOM NEW2379172083454SH DFND1 245400
DAVE & BUSTER'S ENTERTAINMENCOM23833710915,391368,758SH DFND1368,75800
DAVIDSTEA INCCOM2386611024613,680SH DFND113,68000
DAVITA INCCOM23918K1081442,193SH DFND1 22,19300
DAVITA INCCOM23918K108111,4521,694,083SH DFND11,686,49207,591
DAWSON GEOPHYSICAL COCOM239360100748111,017SH DFND1111,01700
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10149221,358SH DFND121,35800
DCT INDUSTRIAL TRUST INCCOM NEW23315320457,3581,018,082SH DFND11,013,50004,582
DDR CORPCOM23317H10223,7613,241,665SH DFND13,241,66500
DEAN FOODS COCOM NEW2423702036,763784,657SH DFND1784,65700
DEAN FOODS COCOM NEW242370203465,431SH DFND1 25,43100
DECIPHERA PHARMACEUTICALS INCOM24344T1012,291114,332SH DFND1114,33200
DECKERS OUTDOOR CORPCOM24353710730,570339,563SH DFND1338,00801,555
DEERE & COCOM244199105511,0333,298,896SH DFND13,281,182017,714
DEERE & COCOM24419910538247SH DFND1 224700
DEL FRISCO'S RESTAURANT GROUCOM2450771023,105203,654SH DFND1203,65400
DEL TACO RESTAURANTS INCCOM2454961043,476335,538SH DFND1335,53800
DEL TACO RESTAURANTS INCCOM24549610425224,347SH DFND1 224,34700
DELAWARE INV MINN MUNI IICOM24610V10313010,372SH DFND1 210,37200
DELEK US HOLDINGS INCCOM24665A10326,682655,582SH DFND1655,58200
DELL TECHNOLOGIES INC-CL VCOM CL V24703L10395513,047SH DFND1 213,04700
DELL TECHNOLOGIES INC-CL VCOM CL V24703L103126,1491,724,693SH DFND11,722,50502,188
DELPHI TECHNOLOGIES PLCSHSG2709G10731,462660,287SH DFND1655,40504,882
DELTA AIR LINES INCCOM NEW247361702385,7527,052,183SH DFND17,015,537036,646
DELTA AIR LINES INCCOM NEW2473617021362,489SH DFND1 22,48900
DELTA APPAREL INCCOM24736810380844,876SH DFND144,87600
DELUXE CORPCOM2480191011792,428SH DFND1 22,42800
DELUXE CORPCOM24801910139,568534,634SH DFND1532,29502,339
DENALI THERAPEUTICS INCCOM24823R1052,915148,078SH DFND1148,07800
DENBURY RESOURCES INCCOM NEW2479162089,4703,456,521SH DFND13,456,52100
DENBURY RESOURCES INCCOM NEW24791620823485,506SH DFND1 285,50600
DENNY'S CORPCOM24869P1049,905641,979SH DFND1641,97900
DENTSPLY SIRONA INCCOM24906P1092364,698SH DFND1 24,69800
DENTSPLY SIRONA INCCOM24906P109136,6782,722,973SH DFND12,701,744021,229
DEPO 2.5 09/01/21NOTE 2.500% 9/0249908AA22,0272,500,000PRN DFND1 22,500,00000
DEPOMED INCCOM2499081043,653554,417SH DFND1554,41700
DEPOMED INCCOM249908104274,247SH DFND1 24,24700
DERMIRA INCCOM24983L1042,656332,443SH DFND1332,44300
DERMIRA INCCOM24983L10414518,225SH DFND1 218,22500
DESCARTES SYSTEMS GRP/THECOM2499061081,54253,988SH DFND153,98800
DESTINATION MATERNITY CORPCOM25065D10018170,049SH DFND170,04900
DESTINATION XL GROUP INCCOM25065K104428245,099SH DFND1245,09900
DETERMINE INCCOM25066010710473,362SH DFND173,36200
DEUTSCHE MUNICIPAL INCOME TRCOM25160C10643839,195SH DFND1 239,19500
DEUTSCHE STRATEGIC MUNICIPALCOM25159F10265960,009SH DFND1 260,00900
DEVON ENERGY CORPCOM25179M103205,4656,477,666SH DFND16,449,622028,044
DEVON ENERGY CORPCOM25179M1032106,610SH DFND1 26,61000
DEXCOM INCCOM25213110760,881820,954SH DFND1820,95400
DFB HEALTHCARE ACQUISITIONSUNIT 01/30/202323291E2082,512250,000SH DFND1 2250,00000
DHI GROUP INCCOM23331S100954596,588SH DFND1596,58800
DHI GROUP INCCOM23331S10011169,438SH DFND1 269,43800
DHT HOLDINGS INCSHS NEWY2065G121640188,428SH DFND1188,42800
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2053,60326,613SH DFND126,61300
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,60731,989SH DFND131,98900
DIAMOND HILL INVESTMENT GRPCOM NEW25264R207143695SH DFND1 269500
DIAMOND OFFSHORE DRILLINGCOM25271C1028,122554,053SH DFND1550,91103,142
DIAMONDBACK ENERGY INCCOM25278X109118,379936,373SH DFND1936,37300
DIAMONDROCK HOSPITALITY COCOM25278430122,8342,187,197SH DFND12,187,19700
DICERNA PHARMACEUTICALS INCCOM2530311081,544161,577SH DFND1161,57700
DICK'S SPORTING GOODS INCCOM25339310227,788792,837SH DFND1788,78104,056
DIEBOLD NIXDORF INCCOM2536511039,549620,066SH DFND1616,16703,899
DIFFERENTIAL BRANDS GROUP INCOM25374L1083326,925SH DFND126,92500
DIGI INTERNATIONAL INCCOM2537981022,268220,269SH DFND1220,26900
DIGIMARC CORPCOM25381B1012,33397,439SH DFND197,43900
DIGIRAD CORPCOM2538271099964,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2085822,523SH DFND122,52300
DIGITAL REALTY TRUST INCCOM253868103279,2432,655,376SH DFND12,644,553010,823
DIGITAL TURBINE INCCOM NEW25400W102630313,671SH DFND1313,67100
DILLARDS INC-CL ACL A25406710113,232164,706SH DFND1163,70401,002
DIME COMMUNITY BANCSHARESCOM2539221085,437295,506SH DFND1295,50600
DINE BRANDS GLOBAL INCCOM25442310610,460159,512SH DFND1159,51200
DIODES INCCOM25454310111,545379,051SH DFND1379,05100
DIPLOMAT PHARMACY INCCOM25456K1018,078400,929SH DFND1400,92900
DISCOVER FINANCIAL SERVICESCOM254709108333,5384,647,060SH DFND14,628,572018,488
DISCOVER FINANCIAL SERVICESCOM2547091083795,271SH DFND1 25,27100
DISCOVERY INC - ACOM SER A25470F10441,9651,962,298SH DFND11,954,93407,364
DISCOVERY INC - ACOM SER A25470F10422910,693SH DFND1 210,69300
DISCOVERY INC-CCOM SER C25470F30269,4183,564,510SH DFND13,547,749016,761
DISCOVERY INC-CCOM SER C25470F3021467,485SH DFND1 27,48500
DISH 3.375 08/15/26NOTE 3.375% 8/125470MAB52,8893,000,000PRN DFND1 23,000,00000
DISH NETWORK CORP-ACL A25470M1091,04127,500SH DFND1 227,50000
DISH NETWORK CORP-ACL A25470M10995,0682,515,173SH DFND12,494,107021,066
DIVERSICARE HEALTHCARE SERVICOM25510410110313,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1059368,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2044,301342,466SH DFND1 2342,46600
DIXIE GROUP INCCL A25551910017664,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1033,294123,151SH DFND1123,15100
DNB FINANCIAL CORPCOM23323710648613,657SH DFND113,65700
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2003425,401SH DFND125,40100
DOLBY LABORATORIES INC-CL ACOM25659T10734,704546,010SH DFND1546,01000
DOLLAR GENERAL CORPCOM256677105301,6523,231,592SH DFND13,218,147013,445
DOLLAR TREE INCCOM2567461081111,172SH DFND1 21,17200
DOLLAR TREE INCCOM256746108260,8432,755,084SH DFND12,733,174021,910
DOMINION ENERGY INCCOM25746U10934514SH DFND1 251400
DOMINION ENERGY INCCOM25746U109463,3356,888,274SH DFND16,853,638034,636
DOMINO'S PIZZA INCCOM25754A20185,312365,583SH DFND1363,44402,139
DOMTAR CORPCOM NEW25755920335,892843,742SH DFND1839,57804,164
DONALDSON CO INCCOM25765110950,5331,121,727SH DFND11,115,38006,347
DONEGAL GROUP INC-CL ACL A2577012012,543160,981SH DFND1160,98100
DONNELLEY FINANCIAL SOLUTIONCOM25787G1006,311367,602SH DFND1366,55001,052
DONNELLEY FINANCIAL SOLUTIONCOM25787G100221,312SH DFND1 21,31200
DORCHESTER MINERALS LPCOM UNIT25820R10523814,797SH DFND114,79700
DORIAN LPG LTDSHS USDY2106R1101,760235,001SH DFND1235,00100
DORMAN PRODUCTS INCCOM25827810018,131273,842SH DFND1273,84200
DOUBLE EAGLE ACQUISITI-CW*W EXP 09/10/2029713751184,7122,822,102SH DFND1 22,822,10200
DOUGLAS DYNAMICS INCCOM25960R1058,657199,718SH DFND1197,92501,793
DOUGLAS EMMETT INCCOM25960P10958,7611,598,527SH DFND11,590,72207,805
DOVA PHARMACEUTICALS INCCOM25985T1021,78165,690SH DFND165,69000
DOVER CORPCOM260003108169,4331,729,384SH DFND11,720,53308,851
DOVER DOWNS GAMING & ENTERTACOM2600951044030,139SH DFND130,13900
DOVER MOTORSPORTS INCCOM2601741076832,679SH DFND132,67900
DOWDUPONT INCCOM26078J1003,28151,508SH DFND1 251,50800
DOWDUPONT INCCOM26078J1001,557,78424,516,130SH DFND124,389,0770127,053
DPW HOLDINGS INCCOM26140E1055873,169SH DFND173,16900
DR HORTON INCCOM23331A1091102,516SH DFND1 22,51600
DR HORTON INCCOM23331A109177,0924,048,818SH DFND14,030,958017,860
DR PEPPER SNAPPLE GROUP INCCOM26138E109269,5852,282,057SH DFND12,271,918010,139
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,18310,000SH DFND1 210,00000
DR. REDDY'S LABORATORIES-ADRADR25613520392028,674SH DFND127,42101,253
DREYFUS MUNICIPAL INCOME INCCOM26201R10226432,700SH DFND1 232,70000
DREYFUS STRATEGIC MUNICIPALSCOM26193210724832,200SH DFND1 232,20000
DRIL-QUIP INCCOM26203710419,141427,257SH DFND1425,39901,858
DRIVE SHACK INCCOM2620771002,350491,732SH DFND1491,73200
DROPBOX INC-CLASS ACL A26210C1041,00332,100SH DFND132,10000
DSP GROUP INCCOM23332B1062,640223,733SH DFND1223,73300
DST SYSTEMS INCCOM23332610743,188516,305SH DFND1513,40902,896
DSW INC-CLASS ACL A23334L10218,916842,242SH DFND1842,24200
DSW INC-CLASS ACL A23334L10250222,355SH DFND1 222,35500
DTE ENERGY COMPANYCOM233331107209,7242,013,657SH DFND12,004,02809,629
DTF TAX-FREE INCOME INCCOM23334J10784363,374SH DFND1 263,37400
DUCOMMUN INCCOM2641471092,71089,221SH DFND189,22100
DUKE ENERGY CORPCOM NEW26441C204601,6977,785,350SH DFND17,748,406036,944
DUKE REALTY CORPCOM NEW264411505130,7974,949,444SH DFND14,930,932018,512
DULUTH HOLDINGS INC - CL BCOM CL B26443V1012,338124,834SH DFND1124,83400
DUN & BRADSTREET CORPCOM26483E10039,716339,457SH DFND1337,59201,865
DUNKIN' BRANDS GROUP INCCOM26550410048,573813,769SH DFND1809,74704,022
DURECT CORPORATIONCOM2666051042,8021,309,447SH DFND11,309,44700
DURECT CORPORATIONCOM26660510414668,461SH DFND1 268,46100
DXC TECHNOLOGY COCOM23355L1061131,131SH DFND1 21,13100
DXC TECHNOLOGY COCOM23355L106336,4073,353,878SH DFND13,338,721015,157
DXP ENTERPRISES INCCOM NEW2333774075,364137,740SH DFND1137,74000
DYCOM INDUSTRIES INCCOM26747510128,162261,661SH DFND1260,13701,524
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582019,851496,292SH DFND1496,29200
DYNEGY INCCOM26817R10814,6341,082,470SH DFND11,082,47000
DYNEX CAPITAL INCCOM NEW26817Q5063,012454,351SH DFND1453,9130438
DYNEX CAPITAL INCCOM NEW26817Q5067411,301SH DFND1 211,30100
EAGLE BANCORP INCCOM26894810617,820297,758SH DFND1297,75800
EAGLE BULK SHIPPING INCSHS NEWY2187A143628126,901SH DFND1126,90100
EAGLE MATERIALS INCCOM26969P10840,494392,961SH DFND1390,58302,378
EAGLE PHARMACEUTICALS INCCOM2697961084,18479,414SH DFND179,41400
EARTHSTONE ENERGY INC - ACL A27032D3041,914189,157SH DFND1189,15700
EAST WEST BANCORP INCCOM27579R10405SH DFND1 2500
EAST WEST BANCORP INCCOM27579R10484,4561,351,480SH DFND11,344,40507,075
EASTERLY GOVERNMENT PROPERTICOM27616P1039,271454,482SH DFND1454,48200
EASTERN CO/THECOM2763171041,44250,625SH DFND150,62500
EASTGROUP PROPERTIES INCCOM27727610128,997350,808SH DFND1350,80800
EASTMAN CHEMICAL COCOM277432100205,2571,947,921SH DFND11,940,49307,428
EASTMAN KODAK COCOM NEW2774614061,404262,600SH DFND1262,60000
EATON CORP PLCSHSG29183103386,8194,852,642SH DFND14,827,676024,966
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F1011,288113,334SH DFND1 2113,33400
EATON VANCE CAL MUNI BONDCOM27828A1001,855180,876SH DFND1 2180,87600
EATON VANCE CORPCOM NON VTG27826510361,8111,111,313SH DFND11,105,44505,868
EATON VANCE NEW YORK MUNICIPCOM27827Y1091,355117,832SH DFND1 2117,83200
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10679971,607SH DFND1 271,60700
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10430425,134SH DFND1 225,13400
EBAY INCCOM278642103426,79710,631,857SH DFND110,540,559091,298
EBIX INCCOM NEW27871520616,024215,091SH DFND1215,09100
ECHELON CORPCOM NEW27874N3038017,536SH DFND117,53600
ECHO GLOBAL LOGISTICS INCCOM27875T1016,673241,802SH DFND1241,80200
ECHOSTAR CORP-ACL A27876810623,721449,533SH DFND1449,53300
ECLIPSE RESOURCES CORPCOM27890G1000245SH DFND1 224500
ECLIPSE RESOURCES CORPCOM27890G1001,084753,148SH DFND1753,14800
ECOLAB INCCOM278865100357,5652,615,720SH DFND12,602,101013,619
ECOPETROL SA-SPONSORED ADRSPONSORED ADS279158109934,820SH DFND14,6090211
ECOPETROL SA-SPONSORED ADRSPONSORED ADS27915810938619,993SH DFND1 219,99300
ECO-STIM ENERGY SOLUTIONS INCOM27888D1014345,860SH DFND145,86000
ECPG 2.875 03/15/21NOTE 2.875% 3/1292554AH52,6392,645,000PRN DFND1 22,645,00000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF922,43419,645,000PRN DFND1 219,645,00000
EDAP TMS SA -ADRSPONSORED ADR2683111074218,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM279870109238202,069SH DFND1202,06900
EDGEWATER TECHNOLOGY INCCOM28035810220837,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q10223,030471,746SH DFND1469,09802,648
EDGEWELL PERSONAL CARE COCOM28035Q1021,65934,002SH DFND1 234,00200
EDISON INTERNATIONALCOM281020107235,6773,710,955SH DFND13,694,004016,951
EDITAS MEDICINE INCCOM28106W10311,833356,981SH DFND1356,98100
EDUCATION REALTY TRUST INCCOM NEW28140H20325,561780,511SH DFND1776,81903,692
EDUCATIONAL DEVELOPMENT CORPCOM28147910552921,194SH DFND121,19400
EDWARDS LIFESCIENCES CORPCOM28176E108355,5722,554,378SH DFND12,543,439010,939
EGAIN CORPCOM NEW28225C80623629,774SH DFND1 229,77400
EGAIN CORPCOM NEW28225C806872109,706SH DFND1109,70600
EGALET CORPCOM28226B1044267,633SH DFND167,63300
EHEALTH INCCOM28238P1091419,890SH DFND1 29,89000
EHEALTH INCCOM28238P1092,127148,652SH DFND1148,65200
EIGER BIOPHARMACEUTICALS INCCOM28249U10522723,089SH DFND123,08900
EKSO BIONICS HOLDINGS INCCOM NEW282644202486307,897SH DFND1307,89700
EL PASO ELECTRIC COCOM NEW28367785418,114355,185SH DFND1355,18500
EL POLLO LOCO HOLDINGS INCCOM268603107606,420SH DFND1 26,42000
EL POLLO LOCO HOLDINGS INCCOM2686031071,922202,319SH DFND1202,31900
ELBIT SYSTEMS LTDORDM3760D1013,40428,005SH DFND128,00500
ELDORADO GOLD CORPCOMSTK2849021031720,711SH DFND119,9610750
ELDORADO RESORTS INCCOM28470R10216,882511,599SH DFND1511,59900
ELECTRO SCIENTIFIC INDS INCCOM28522910012,199631,115SH DFND1631,11500
ELECTRO SCIENTIFIC INDS INCCOM285229100191,033SH DFND1 21,03300
ELECTROMED INCCOM2854091089918,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109395,1963,268,074SH DFND13,239,206028,868
ELECTRONICS FOR IMAGINGCOM28608210211,436418,449SH DFND1418,44900
ELEVATE CREDIT INCCOM28621V101916129,440SH DFND1129,44000
ELEVEN BIOTHERAPEUTICS INCCOM2862211065956,222SH DFND156,22200
ELF BEAUTY INCCOM26856L1033,452178,243SH DFND1178,24300
ELI LILLY & COCOM5324571081,01613,140SH DFND1 213,14000
ELI LILLY & COCOM532457108809,33110,486,556SH DFND110,433,969052,587
ELLIE MAE INCCOM28849P10026,320286,276SH DFND1286,27600
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810787679,980SH DFND179,98000
EMAGIN CORPORATIONCOM NEW29076N2069565,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,10277,637SH DFND177,63700
EMCOR GROUP INCCOM29084Q10049,528635,549SH DFND1632,69602,853
EMCORE CORPCOM NEW2908462031,387243,453SH DFND1243,45300
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,978204,253SH DFND1204,25300
EMERGENT BIOSOLUTIONS INCCOM29089Q10517,259327,819SH DFND1327,6330186
EMERGENT BIOSOLUTIONS INCCOM29089Q1054248,062SH DFND1 28,06200
EMERSON ELECTRIC COCOM291011104464,1526,813,244SH DFND16,776,749036,495
EMERSON RADIO CORPCOM NEW2910872037048,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540015633,957SH DFND133,95700
EMP DISTRIB Y COMERC NOR-ADRSPON ADR29244A1022364,104SH DFND1 24,10400
EMPIRE RESORTS INCCOM PAR $0 0129205230584148,783SH DFND148,78300
EMPIRE STATE REALTY TRUST-ACL A29210410619,7271,174,959SH DFND11,174,95900
EMPLOYERS HOLDINGS INCCOM29221810411,099274,411SH DFND1274,41100
ENANTA PHARMACEUTICALS INCCOM29251M10633408SH DFND1 240800
ENANTA PHARMACEUTICALS INCCOM29251M10612,291151,912SH DFND1151,91200
ENBRIDGE INCCOM29250N10532,203103,117SH DFND1102,4530664
ENCANA CORPCOMSTK2925051046,612608,643SH DFND1608,623020
ENCOMPASS HEALTH CORPCOM29261A100901,591SH DFND1 21,59100
ENCOMPASS HEALTH CORPCOM29261A10058,1131,016,501SH DFND11,011,00305,498
ENCORE CAPITAL GROUP INCCOM29255410210,038222,101SH DFND1221,6440457
ENCORE CAPITAL GROUP INCCOM2925541022064,578SH DFND1 24,57800
ENCORE WIRE CORPCOM29256210510,937192,898SH DFND1192,89800
ENDO INTERNATIONAL PLCSHSG3040110611,0571,861,592SH DFND11,851,80009,792
ENDOCYTE INCCOM29269A1023,497384,782SH DFND1384,78200
ENDOLOGIX INCCOM29266S1063,097732,173SH DFND1732,17300
ENDURANCE INTERNATIONAL GROUCOM29272B1055,291715,028SH DFND1715,02800
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10439534,040SH DFND131,64102,399
ENEL CHILE SA-ADRSPONSORED ADR29278D105777121,532SH DFND1 2121,53200
ENEL CHILE SA-ADRSPONSORED ADR29278D10581,402SH DFND1001,402
ENERGEN CORPCOM29265N10812191SH DFND1 219100
ENERGEN CORPCOM29265N10854,461866,390SH DFND1861,63904,751
ENERGIZER HOLDINGS INCCOM29272W10918307SH DFND1 230700
ENERGIZER HOLDINGS INCCOM29272W10929,322492,148SH DFND1489,22602,922
ENERGOUS CORPCOM29272C1032,860178,460SH DFND1178,46000
ENERGY FOCUS INCCOM NEW29268T30011043,479SH DFND143,47900
ENERGY RECOVERY INCCOM29270J1002,664324,097SH DFND1324,09700
ENERGY XXI GULF COAST INCCOM29276K1011,095285,250SH DFND1285,25000
ENERPLUS CORPCOMSTK29276610225822,968SH DFND1 222,96800
ENERPLUS CORPCOMSTK29276610216214,448SH DFND114,1960252
ENERSYSCOM29275Y10227,152391,411SH DFND1389,35702,054
ENGILITY HOLDINGS INCCOM29286C1073,634148,975SH DFND1148,97500
ENGLOBAL CORPCOM2933061065667,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R1081,09430,984SH DFND129,41701,567
ENNIS INCCOM2933891025,069257,351SH DFND1254,58802,763
ENOVA INTERNATIONAL INCCOM29357K1039,292421,450SH DFND1421,45000
ENOVA INTERNATIONAL INCCOM29357K10327512,512SH DFND1 212,51200
ENPHASE ENERGY INCCOM29355A1071,884412,448SH DFND1412,44800
ENPRO INDUSTRIES INCCOM29355X10713,937180,121SH DFND1180,12100
ENSCO PLC-CL ASHS CLASS AG3157S10615,8143,602,487SH DFND13,581,093021,394
ENSERVCO CORPCOM29358Y1027077,749SH DFND177,74900
ENSIGN GROUP INC/THECOM29358P101261,014SH DFND1 21,01400
ENSIGN GROUP INC/THECOM29358P10111,635442,428SH DFND1442,42800
ENSTAR GROUP LTDSHSG3075P10122,013104,703SH DFND1104,70300
ENSYNC INCCOM29359T10256149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1082,938101,339SH DFND1101,33900
ENTEGRIS INCCOM29362U10421606SH DFND1 260600
ENTEGRIS INCCOM29362U10447,6251,368,544SH DFND11,368,54400
ENTERCOM COMMUNICATIONS-CL ACL A29363910010,6001,098,540SH DFND11,098,54000
ENTERGY CORPCOM29364G103164,0032,086,436SH DFND12,076,151010,285
ENTERPRISE BANCORP INCCOM2936681092,82079,914SH DFND179,91400
ENTERPRISE FINANCIAL SERVICECOM29371210510,260218,769SH DFND1218,76900
ENTERPRISE PRODUCTS PARTNERSCOM2937921072108,610SH DFND18,61000
ENTRAVISION COMMUNICATIONS-ACL A29382R1073,577761,268SH DFND1761,26800
ENVESTNET INCCOM29404K10621,740379,421SH DFND1379,42100
ENVIROSTAR INCCOM29414M10076719,546SH DFND119,54600
ENVISION HEALTHCARE CORPCOM29414D10057,1461,490,151SH DFND11,483,85606,295
ENZO BIOCHEM INCCOM2941001021,902347,252SH DFND1347,25200
ENZO BIOCHEM INCCOM29410010229453,686SH DFND1 253,68600
EOG RESOURCES INCCOM26875P101631,7956,017,517SH DFND15,986,641030,876
EP ENERGY CORP-CL ACL A268785102498372,343SH DFND1372,34300
EP ENERGY CORP-CL ACL A2687851020523SH DFND1 252300
EPAM SYSTEMS INCCOM29414B10448,347422,176SH DFND1422,17600
EPIZYME INCCOM29428V1048,481477,843SH DFND1477,84300
EPLUS INCCOM29426810710,164130,812SH DFND1130,81200
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20818,497760,908PRN DFND1 2760,90800
EPR PROPERTIESCOM SH BEN INT26884U10930,249546,021SH DFND1542,85303,168
EPR PROPERTIESCOM SH BEN INT26884U10936658SH DFND1 265800
EQT CORPCOM26884L109128,7212,716,287SH DFND12,703,554012,733
EQUIFAX INCCOM294429105151,6941,290,647SH DFND11,284,40206,245
EQUINIX INCCOM PAR $0.00129444U700352,170844,337SH DFND1839,92804,409
EQUITY BANCSHARES INC - CL ACOM CL A29460X1093,76696,180SH DFND196,18000
EQUITY COMMONWEALTHCOM SH BEN INT29462810239,5381,289,162SH DFND11,289,16200
EQUITY LIFESTYLE PROPERTIESCOM29472R10881,836932,400SH DFND1932,40000
EQUITY RESIDENTIALSH BEN INT29476L107290,2424,720,024SH DFND14,700,800019,224
ERA GROUP INCCOM26885G1091,478158,112SH DFND1158,11200
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216081,360212,516SH DFND1207,76304,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10224,757210,448SH DFND1210,0550393
ERIN ENERGY CORPCOM29562510710930,000SH DFND130,00000
EROS INTERNATIONAL PLCSHS NEWG3788M11475469,231SH DFND168,9520279
ESCALADE INCCOM29605610496670,542SH DFND170,54200
ESCO TECHNOLOGIES INCCOM29631510412,791218,473SH DFND1218,47300
ESPERION THERAPEUTICS INCCOM29664W10512,928178,743SH DFND1178,74300
ESSA BANCORP INCCOM29667D10487759,794SH DFND159,79400
ESSENDANT INCCOM2966891025,676727,802SH DFND1727,1670635
ESSENDANT INCCOM29668910238749,640SH DFND1 249,64000
ESSENT GROUP LTDCOMG3198U10238,045893,916SH DFND1893,91600
ESSEX PROPERTY TRUST INCCOM297178105213,744889,872SH DFND1886,43903,433
ESTEE LAUDER COMPANIES-CL ACL A51843910458392SH DFND1 239200
ESTEE LAUDER COMPANIES-CL ACL A518439104401,1132,685,385SH DFND12,673,391011,994
ESTERLINE TECHNOLOGIES CORPCOM29742510017,486239,044SH DFND1237,76001,284
ETHAN ALLEN INTERIORS INCCOM2976021045,339232,654SH DFND1232,65400
ETHAN ALLEN INTERIORS INCCOM2976021041938,418SH DFND1 28,41800
ETRADE FINANCIAL CORPCOM NEW269246401188,0443,401,379SH DFND13,386,251015,128
ETSY INCCOM29786A1062699,607SH DFND1 29,60700
ETSY INCCOM29786A10637,0651,320,939SH DFND11,320,93900
EURONET WORLDWIDE INCCOM29873610936,189458,565SH DFND1458,56500
EVANS BANCORP INCCOM NEW29911Q2081,55734,420SH DFND134,42000
EVERBRIDGE INCCOM29978A1046,221169,981SH DFND1169,98100
EVERCORE INC - ACLASS A29977A1056377,310SH DFND1 27,31000
EVERCORE INC - ACLASS A29977A10544,156506,383SH DFND1504,36102,022
EVEREST RE GROUP LTDCOMG3223R108129,988507,220SH DFND1505,08402,136
EVERI HOLDINGS INCCOM30034T1034,846737,607SH DFND1737,60700
EVERSOURCE ENERGYCOM30040W108212,3043,611,877SH DFND13,595,399016,478
EVERSPIN TECHNOLOGIES INCCOM30041T10438250,600SH DFND150,60000
EVERTEC INCCOM30040P10312,234748,314SH DFND1745,61202,702
EVINE LIVE INCCL A300487105381374,408SH DFND1374,40800
EVOKE PHARMA INCCOM30049G1044723,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B1017,306512,756SH DFND1512,75600
EVOLUS INCCOM30052C1079210,293SH DFND110,29300
EVOLUTION PETROLEUM CORPCOM30049A1072,068256,963SH DFND1256,96300
EVOLVING SYSTEMS INCCOM NEW30049R20919139,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T1059,880464,071SH DFND1464,07100
EW SCRIPPS CO/THE-ACL A NEW8110544025,641470,522SH DFND1470,52200
EXACT SCIENCES CORPCOM30063P10545,4121,126,016SH DFND11,125,7720244
EXELA TECHNOLOGIES INCCOM30162V10248487,567SH DFND187,56700
EXELIXIS INCCOM30161Q104321,466SH DFND1 21,46600
EXELIXIS INCCOM30161Q10455,4642,504,044SH DFND12,503,4650579
EXELON CORPCOM30161N101443,48111,394,615SH DFND111,343,528051,087
EXLSERVICE HOLDINGS INCCOM30208110416,739300,153SH DFND1300,15300
EXONE CO/THECOM30210410463086,611SH DFND186,61100
EXPEDIA GROUP INCCOM NEW30212P303155,3711,410,690SH DFND11,398,530012,160
EXPEDITORS INTL WASH INCCOM302130109149,4892,366,486SH DFND12,357,23509,251
EXPONENT INCCOM30214U10219,358246,140SH DFND1246,14000
EXPRESS INCCOM30219E1034,716658,671SH DFND1658,67100
EXPRESS SCRIPTS HOLDING COCOM30219G108451,6026,551,982SH DFND16,499,768052,214
EXPRESS SCRIPTS HOLDING COCOM30219G1083,83455,504SH DFND1 255,50400
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20031,8321,610,153SH DFND11,610,15300
EXTERRAN CORPCOM30227H1067,439278,638SH DFND1278,63800
EXTRA SPACE STORAGE INCCOM30225T102140,0371,606,253SH DFND11,599,70706,546
EXTRACTION OIL & GAS INCCOM30227M10513,5441,181,876SH DFND11,181,87600
EXTREME NETWORKS INCCOM30226D10616,4731,488,090SH DFND11,488,09000
EXXON MOBIL CORPCOM30231G10237500SH DFND1 250000
EXXON MOBIL CORPCOM30231G1023,505,58447,104,069SH DFND146,874,2170229,852
EZCORP INC-CL ACL A NON VTG3023011065,986453,542SH DFND1453,54200
F5 NETWORKS INCCOM315616102131,116908,358SH DFND1905,13803,220
F5 NETWORKS INCCOM3156161021541,068SH DFND1 21,06800
FABRINETSHSG3323L1009,877314,785SH DFND1314,78500
FACEBOOK INC-ACL A30303M1023982,495SH DFND1 22,49500
FACEBOOK INC-ACL A30303M1024,222,03326,492,278SH DFND126,266,9590225,319
FACTSET RESEARCH SYSTEMS INCCOM303075105185931SH DFND1 293100
FACTSET RESEARCH SYSTEMS INCCOM30307510564,291322,390SH DFND1320,38002,010
FAIR ISAAC CORPCOM30325010443,163254,845SH DFND1253,37501,470
FAIRMOUNT SANTROL HOLDINGS ICOM30555Q1085,4001,270,800SH DFND11,270,80000
FAMOUS DAVE'S OF AMERICACOM30706810621630,474SH DFND130,47400
FANG HOLDINGS LTD - ADRADR30711Y1025711,108SH DFND18,42602,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10352719,517SH DFND119,51700
FARMER BROS COCOM3076751082,99699,221SH DFND199,22100
FARMERS & MERCHANTS BANCO/OHCOM30779N1052,95873,294SH DFND173,29400
FARMERS CAPITAL BANK CORPCOM3095621062,72068,087SH DFND168,08700
FARMERS NATL BANC CORPCOM3096271073,458249,700SH DFND1249,70000
FARMLAND PARTNERS INCCOM31154R1092,629314,871SH DFND1314,87100
FARO TECHNOLOGIES INCCOM3116421028,810150,870SH DFND1150,87000
FASTENAL COCOM311900104202,5653,718,833SH DFND13,691,866026,967
FATE THERAPEUTICS INCCOM31189P1023,949404,634SH DFND1404,63400
FB FINANCIAL CORPCOM30257X1044,220103,971SH DFND1103,97100
FBL FINANCIAL GROUP INC-CL ACL A30239F1061752,529SH DFND1 22,52900
FBL FINANCIAL GROUP INC-CL ACL A30239F1065,77683,297SH DFND183,29700
FCB FINANCIAL HOLDINGS-CL ACL A30255G10318,250357,147SH DFND1357,14700
FEDERAL AGRIC MTG CORP-CL CCL C3131483068,35696,027SH DFND196,02700
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206114,425987,322SH DFND1983,49303,829
FEDERAL SIGNAL CORPCOM31385510811,285512,526SH DFND1512,52600
FEDERATED INVESTORS INC-CL BCL B31421110344,9901,347,029SH DFND11,341,93305,096
FEDERATED NATIONAL HOLDING CCOM31422T1012,748174,278SH DFND1174,27800
FEDEX CORPCOM31428X106599,5862,504,078SH DFND12,491,245012,833
FERRO CORPCOM31540510016,413706,888SH DFND1706,88800
FERROGLOBE PLCSHSG338561081,236115,245SH DFND1115,24500
FGL HOLDINGSORD SHSG3402M10291390,000SH DFND1 290,00000
FGL HOLDINGSORD SHSG3402M10210,5331,037,739SH DFND11,037,73900
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810217870SH DFND100870
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810234216,695SH DFND1 216,69500
FIBROCELL SCIENCE INCCOM PAR3157213083458,710SH DFND158,71000
FIBROGEN INCCOM31572Q80833,155717,645SH DFND1717,64500
FIBROGEN INCCOM31572Q80833732SH DFND1 273200
FIDELITY NATIONAL INFO SERVCOM31620M1061641,709SH DFND1 21,70900
FIDELITY NATIONAL INFO SERVCOM31620M106392,0474,080,107SH DFND14,062,213017,894
FIDELITY SOUTHERN CORPCOM3163941055,748249,195SH DFND1249,19500
FIESTA RESTAURANT GROUPCOM31660B1014,456240,914SH DFND1240,91400
FIFTH THIRD BANCORPCOM316773100276,5038,727,623SH DFND18,689,764037,859
FINANCIAL ENGINES INCCOM3174851001734,953SH DFND1 24,95300
FINANCIAL ENGINES INCCOM31748510026,705763,020SH DFND1763,02000
FINANCIAL INSTITUTIONS INCCOM3175854043,885131,268SH DFND1131,26800
FINISAR CORPORATIONCOM NEW31787A50716,2591,028,433SH DFND11,028,43300
FINISH LINE/THE - CL ACL A31792310033825,000SH DFND1 225,00000
FINISH LINE/THE - CL ACL A3179231004,748350,701SH DFND1350,70100
FINJAN HOLDINGS INCCOM NEW31788H30316851,830SH DFND151,83000
FIREEYE INCCOM31816Q10127,9781,652,598SH DFND11,652,59800
FIRST ACCEPTANCE CORPCOM3184571082428,734SH DFND128,73400
FIRST AMERICAN FINANCIALCOM31847R10279,2551,350,634SH DFND11,345,21605,418
FIRST BANCORP INC/MECOM31866P1022,38385,183SH DFND185,18300
FIRST BANCORP PUERTO RICOCOM NEW31867270613,0062,160,516SH DFND12,160,51600
FIRST BANCORP/NCCOM3189101069,875277,006SH DFND1277,00600
FIRST BANCSHARES INC/MSCOM3189161032,77686,087SH DFND186,08700
FIRST BANK/HAMILTON NJCOM31931U10280956,234SH DFND156,23400
FIRST BUSEY CORPCOM NEW31938320412,285413,390SH DFND1412,8740516
FIRST BUSINESS FINANCIAL SERCOM3193901001,53561,026SH DFND161,02600
FIRST CAPITAL INCCOM31942S10454013,686SH DFND113,68600
FIRST CITIZENS BCSHS -CL ACL A31946M10333,03879,949SH DFND179,94900
FIRST COMMONWEALTH FINL CORPCOM31982910711,775833,350SH DFND1833,35000
FIRST COMMUNITY BANCSHARESCOM31983A1033,820127,993SH DFND1127,99300
FIRST COMMUNITY CORPCOM3198351041,16851,014SH DFND151,01400
FIRST CONNECTICUT BANCORPCOM3198501032,955115,452SH DFND1115,45200
FIRST DATA CORP- CLASS ACOM CL A32008D10656,0963,509,713SH DFND13,509,71300
FIRST DEFIANCE FINL CORPCOM32006W1064,86984,949SH DFND184,94900
FIRST FINANCIAL BANCORPCOM32020910917,870608,891SH DFND1608,89100
FIRST FINANCIAL CORP/INDIANACOM3202181004,379105,273SH DFND1105,27300
FIRST FINANCIAL NORTHWESTCOM32022K1021,11266,440SH DFND166,44000
FIRST FINL BANKSHARES INCCOM32020R10928,395613,298SH DFND1613,29800
FIRST FOUNDATION INCCOM32026V1045,237282,514SH DFND1282,51400
FIRST GUARANTY BANCSHARES INCOM32043P10641115,845SH DFND115,84500
FIRST HAWAIIAN INCCOM32051X10815,839569,167SH DFND1569,16700
FIRST HORIZON NATIONAL CORPCOM32051710550,8582,700,953SH DFND12,684,985015,968
FIRST HORIZON NATIONAL CORPCOM320517105341,826SH DFND1 21,82600
FIRST INDUSTRIAL REALTY TRCOM32054K10336,4221,246,063SH DFND11,240,20905,854
FIRST INTERNET BANCORPCOM3205571012,74574,201SH DFND174,20100
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y2019,698245,213SH DFND1245,21300
FIRST MERCHANTS CORPCOM32081710915,978383,187SH DFND1383,18700
FIRST MID-ILLINOIS BNCSHSCOM3208661062,88579,154SH DFND179,15400
FIRST MIDWEST BANCORP INC/ILCOM32086710422,867929,942SH DFND1929,94200
FIRST NORTHWEST BANCORPCOM3358341071,07663,751SH DFND163,75100
FIRST OF LONG ISLAND CORPCOM3207341065,445198,381SH DFND1198,38100
FIRST REPUBLIC BANK/CACOM33616C100111,5321,205,422SH DFND11,205,42200
FIRST SOLAR INCCOM33643310757,750813,612SH DFND1809,63103,981
FIRST SOLAR INCCOM33643310721304SH DFND1 230400
FIRST TRUST HIGH INCOME LONGCOM33738E10945630,326SH DFND1 230,32600
FIRST TRUST STRAT HIGH INC 2COM SHS NEW33735330491374,868SH DFND1 274,86800
FIRST UNITED CORPCOM33741H10738019,822SH DFND119,82200
FIRST US BANCSHARES INCCOM33744V10313511,875SH DFND111,87500
FIRSTCASH INCCOM33767D1051031,269SH DFND1 21,26900
FIRSTCASH INCCOM33767D10533,837416,467SH DFND1416,2860181
FIRSTENERGY CORPCOM337932107205,6206,057,458SH DFND16,031,055026,403
FIRSTSERVICE CORPSUB VTG SH33767E1031,81324,751SH DFND124,75100
FIRSTSERVICE CORPSUB VTG SH33767E1032082,842SH DFND1 22,84200
FISERV INCCOM337738108388,6475,461,293SH DFND15,423,069038,224
FITBIT INC - ACL A33812L1027,6251,495,183SH DFND11,495,18300
FIVE BELOWCOM33829M1012122,892SH DFND1 22,89200
FIVE BELOWCOM33829M10136,727500,789SH DFND1500,78900
FIVE OAKS INVESTMENT CORPCOM33830W10624383,765SH DFND183,76500
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10649935,000SH DFND1 235,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1045,657329,304SH DFND1329,30400
FIVE PRIME THERAPEUTICS INCCOM33830X104043SH DFND1 24300
FIVE STAR SENIOR LIVING INCCOM33832D106375288,827SH DFND1288,82700
FIVE9 INCCOM33830710114,807497,055SH DFND1497,05500
FIVE9 INCCOM3383071011194,021SH DFND1 24,02100
FLAGSTAR BANCORP INCCOM PAR .0013379307056,424181,471SH DFND1181,47100
FLEETCOR TECHNOLOGIES INCCOM339041105139,696690,574SH DFND1690,57400
FLEX LTDORDY2573F1025,365332,944SH DFND1332,94400
FLEX PHARMA INCCOM33938A10528456,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1066,942309,786SH DFND1309,78600
FLEXSTEEL INDSCOM339382103511,296SH DFND1 21,29600
FLEXSTEEL INDSCOM3393821034,683118,335SH DFND1118,33500
FLIR SYSTEMS INCCOM30244510188,8291,780,028SH DFND11,772,82707,201
FLOOR & DECOR HOLDINGS INC-ACL A33975010113,570260,363SH DFND1260,36300
FLOTEK INDUSTRIES INCCOM3433891023,007493,108SH DFND1493,10800
FLOWERS FOODS INCCOM34349810136,9651,691,031SH DFND11,681,58309,448
FLOWERS FOODS INCCOM343498101391,804SH DFND1 21,80400
FLOWSERVE CORPCOM34354P10567,9841,572,590SH DFND11,565,49307,097
FLUIDIGM CORPCOM34385P1081,499256,685SH DFND1256,68500
FLUOR CORPCOM34341210297,8121,713,300SH DFND11,706,02507,275
FLUSHING FINANCIAL CORPCOM3438731057,109263,711SH DFND1263,71100
FLY LEASING LTD-ADRSPONSORED ADR34407D10915912,003SH DFND1 212,00300
FMC CORPCOM NEW302491303110,5441,447,735SH DFND11,440,75306,982
FNB BANCORPCOM30251510161916,843SH DFND116,84300
FNB CORPCOM30252010138,6852,876,279SH DFND12,856,411019,868
FNF GROUPFNF GROUP COM31620R303123,8093,095,460SH DFND13,095,46000
FOAMIX PHARMACEUTICALS LTDSHSM4613510510219,970SH DFND119,97000
FONAR CORPCOM NEW3444374051,60253,768SH DFND153,76800
FONAR CORPCOM NEW34443740509SH DFND1 2900
FOOT LOCKER INCCOM3448491042485,459SH DFND1 25,45900
FOOT LOCKER INCCOM34484910470,2621,545,289SH DFND11,538,96706,322
FORD MOTOR COCOM PAR $0.01345370860519,93647,032,467SH DFND146,811,4530221,014
FORD MOTOR COCOM PAR $0.0134537086015313,824SH DFND1 213,82400
FORESCOUT TECHNOLOGIES INCCOM34553D1014,701144,943SH DFND1144,94300
FOREST CITY REALTY TRUST- ACOM CL A34560510956,2722,777,505SH DFND12,777,50500
FORESTAR GROUP INCCOM3462321012,03996,413SH DFND196,41300
FORMFACTOR INCCOM34637510811,859868,823SH DFND1868,82300
FORMFACTOR INCCOM346375108186SH DFND1 28600
FORRESTER RESEARCH INCCOM3465631094,227101,990SH DFND1101,99000
FORRESTER RESEARCH INCCOM34656310924580SH DFND1 258000
FORTERRA INCCOM34960W1061,358163,322SH DFND1163,32200
FORTINET INCCOM34959E10970,9461,325,393SH DFND11,318,33407,059
FORTIS INCCOMSTK3495531079,482284,276SH DFND1282,64601,630
FORTIVE CORPCOM34959J108279,2103,610,165SH DFND13,593,964016,201
FORTRESS BIOTECH INCCOM34960Q1091,375302,211SH DFND1302,21100
FORTUNE BRANDS HOME & SECURICOM34964C1062253,822SH DFND1 23,82200
FORTUNE BRANDS HOME & SECURICOM34964C106103,0911,754,816SH DFND11,746,88807,928
FORUM ENERGY TECHNOLOGIES INCOM34984V1006,925629,575SH DFND1629,57500
FORWARD AIR CORPCOM34985310114,499274,294SH DFND1274,29400
FORWARD AIR CORPCOM34985310120397SH DFND1 239700
FORWARD INDUSTRIES INCCOM NEW3498623002618,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1065,061398,535SH DFND1398,53500
FOSSIL GROUP INCCOM34988V1062172SH DFND1 217200
FOSTER (LB) CO-ACOM3500601091,90881,030SH DFND181,03000
FOUNDATION BUILDING MATERIALCOM3503921061,731116,142SH DFND1116,14200
FOUNDATION MEDICINE INCCOM35046510012,650160,647SH DFND1160,64700
FOUNDATION MEDICINE INCCOM3504651001381,763SH DFND1 21,76300
FOUR CORNERS PROPERTY TRUSTCOM35086T10912,174527,272SH DFND1526,5430729
FOX FACTORY HOLDING CORPCOM35138V10212,319353,007SH DFND1353,00700
FRANCESCAS HOLDINGS CORPCOM3517931041,455303,242SH DFND1303,24200
FRANCESCAS HOLDINGS CORPCOM3517931040135SH DFND1 213500
FRANCO-NEVADA CORPCOMSTK35185810514,919220,196SH DFND1219,9570239
FRANKLIN COVEY COCOM3534691092,51393,433SH DFND193,43300
FRANKLIN ELECTRIC CO INCCOM35351410215,574382,206SH DFND1382,20600
FRANKLIN FINANCIAL NETWORKCOM35352P1043,385103,860SH DFND1103,86000
FRANKLIN RESOURCES INCCOM35461310164018,480SH DFND1 218,48000
FRANKLIN RESOURCES INCCOM354613101140,2134,052,207SH DFND14,035,200017,007
FRANKLIN STREET PROPERTIES CCOM35471R1069,4531,124,118SH DFND11,124,11800
FRANK'S INTERNATIONAL NVCOMN334621072,883531,039SH DFND1530,2780761
FRED'S INC-CLASS ACL A356108100841281,323SH DFND1281,32300
FREEPORT-MCMORAN INCCL B35671D8571458,286SH DFND1 28,28600
FREEPORT-MCMORAN INCCL B35671D857314,81617,957,922SH DFND117,885,108072,814
FREIGHTCAR AMERICA INCCOM35702310015611,671SH DFND1 211,67100
FREIGHTCAR AMERICA INCCOM3570231001,414105,523SH DFND1105,52300
FREQUENCY ELECTRONICS INCCOM35801010622125,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291064067,949SH DFND16,9890960
FRESH DEL MONTE PRODUCE INCORDG3673810513,131290,257SH DFND1290,25700
FRESHPET INCCOM3580391053,717226,009SH DFND1226,00900
FRIEDMAN INDUSTRIESCOM35843510512721,701SH DFND121,70100
FRONT YARD RESIDENTIAL CORPCOM35904G1074,443442,181SH DFND1442,18100
FRONTIER COMMUNICATIONS CORPCOM NEW35906A30621028,391SH DFND1 228,39100
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3064,967669,524SH DFND1669,52400
FRONTLINE LTDSHS NEWG3682E192857193,467SH DFND1193,46700
FRP HOLDINGS INCCOM30292L1073,79467,761SH DFND167,76100
FS BANCORP INCCOM30263Y10487216,308SH DFND116,30800
FTD COS INCCOM30281V108496136,471SH DFND1136,47100
FTD COS INCCOM30281V108133,750SH DFND1 23,75000
FTI CONSULTING INCCOM30294110916,063331,832SH DFND1331,83200
FTS INTERNATIONAL INCCOM30283W1043,531192,012SH DFND1192,01200
FUEL TECH INCCOM359523107151126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502727420,430SH DFND1420,43000
FULL HOUSE RESORTS INCCOM3596781097824,413SH DFND124,41300
FULTON FINANCIAL CORPCOM36027110034,7851,959,769SH DFND11,951,17008,599
FUNKO INC-CLASS ACOM CL A36100810550761,838SH DFND161,83800
FUSION TELECOMMUNICATIONS INCOM NEW36116X102425131,658SH DFND1131,65800
FUTUREFUEL CORPCOM36116M1065,112426,438SH DFND1426,43800
G1 THERAPEUTICS INCCOM3621LQ1096,890185,977SH DFND1185,97700
GABELLI GLOBAL SMALL & MCOM36249W10472960,965SH DFND1 260,96500
GABELLI HEALTHCARE&WELLNESSSHS36246K1031,005105,801SH DFND1 2105,80100
GAIA INCCL A36269P1042,170140,025SH DFND1140,02500
GAIN CAPITAL HOLDINGS INCCOM36268W1007711,460SH DFND1 211,46000
GAIN CAPITAL HOLDINGS INCCOM36268W1001,755260,049SH DFND1260,04900
GALAPAGOS NV-SPON ADRSPON ADR36315X1015925,938SH DFND15,93800
GALECTIN THERAPEUTICS INCCOM NEW363225202926195,411SH DFND1195,41100
GAMCO INVESTORS INC-ACL A COM36143810489436,023SH DFND136,02300
GAMESTOP CORP-CLASS ACL A36467W109302,381SH DFND1 22,38100
GAMESTOP CORP-CLASS ACL A36467W10920,1711,598,377SH DFND11,593,44204,935
GAMING AND LEISURE PROPERTIECOM36467J10863919,100SH DFND1 219,10000
GAMING AND LEISURE PROPERTIECOM36467J10894,6082,826,674SH DFND12,826,67400
GANNETT CO INCCOM36473H1049,884990,424SH DFND1989,7700654
GANNETT CO INCCOM36473H104272,754SH DFND1 22,75400
GAP INC/THECOM3647601081183,790SH DFND1 23,79000
GAP INC/THECOM36476010895,3393,061,879SH DFND13,048,902012,977
GARDNER DENVER HOLDINGS INCCOM36555P10717,781579,590SH DFND1579,59000
GARMIN LTDSHSH2906T10993,9651,597,739SH DFND11,591,04806,691
GARTNER INCCOM366651107127,2611,084,369SH DFND11,079,64304,726
GASLOG LTDSHSG375851091,49290,757SH DFND190,75700
GASTAR EXPLORATION LTDCOM36729W2021,0011,467,253SH DFND11,467,25300
GATES INDUSTRIAL CORP PLCORD SHSG391081086,747385,370SH DFND1385,37000
GATX CORPCOM36144810322,078322,364SH DFND1320,49901,865
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30547,566899,850SH DFND1899,85000
GCP APPLIED TECHNOLOGIESCOM36164Y10117,818613,364SH DFND1613,36400
GDL FUND/THECOM SH BEN IT36157010426128,041SH DFND1 228,04100
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L10850418,373SH DFND118,37300
GEMPHIRE THERAPEUTICS INCCOM36870A10830346,669SH DFND146,66900
GENCO SHIPPING & TRADING LTDSHSY2685T1311,04173,260SH DFND173,26000
GENCO SHIPPING & TRADING LTDSHSY2685T131926,510SH DFND1 26,51000
GENCOR INDUSTRIES INCCOM3686781081,01763,210SH DFND163,21000
GENER8 MARITIME INCCOMY268891083,723658,954SH DFND1658,95400
GENERAC HOLDINGS INCCOM3687361041342,938SH DFND1 22,93800
GENERAC HOLDINGS INCCOM36873610424,319529,723SH DFND1529,72300
GENERAL AMERICAN INVESTORSCOM3688021042,78083,071SH DFND1 283,07100
GENERAL CABLE CORPCOM36930010812,235413,364SH DFND1413,36400
GENERAL DYNAMICS CORPCOM369550108703,6483,192,793SH DFND13,178,413014,380
GENERAL ELECTRIC COCOM3696041031,240,42392,240,572SH DFND191,770,2810470,291
GENERAL ELECTRIC COCOM36960410316111,980SH DFND1 211,98000
GENERAL FINANCE CORPCOM3698221019713,475SH DFND113,47500
GENERAL MILLS INCCOM3703341042806,228SH DFND1 26,22800
GENERAL MILLS INCCOM370334104293,2406,523,468SH DFND16,491,755031,713
GENERAL MOLY INCCOM370373102100263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100508,30614,023,058SH DFND113,955,607067,451
GENERAL MOTORS COCOM37045V10030839SH DFND1 283900
GENESCO INCCOM3715321026,970171,688SH DFND1171,68800
GENESEE & WYOMING INC-CL ACL A37155910538,839548,659SH DFND1545,63003,029
GENESIS HEALTHCARE INCCL A COM37185X106376249,454SH DFND1249,45400
GENIE ENERGY LTD-BCL B372284208599120,224SH DFND1120,22400
GENMARK DIAGNOSTICS INCCOM3723091042,783511,753SH DFND1511,75300
GENOCEA BIOSCIENCES INCCOM372427104378360,855SH DFND1360,85500
GENOMIC HEALTH INCCOM37244C1016,924221,311SH DFND1221,31100
GENOMIC HEALTH INCCOM37244C10143513,927SH DFND1 213,92700
GENPACT LTDSHSG3922B107351,117SH DFND1 21,11700
GENPACT LTDSHSG3922B10740,4541,264,597SH DFND11,264,59700
GENTEX CORPCOM37190110973,1513,177,729SH DFND13,162,720015,009
GENTEX CORPCOM37190110931413,642SH DFND1 213,64200
GENTHERM INCCOM37253A10311,867349,562SH DFND1349,482080
GENUINE PARTS COCOM372460105161,8511,805,497SH DFND11,797,02608,471
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10612,1184,282,167SH DFND14,254,824027,343
GEO GROUP INC/THECOM36162J10621,2181,036,569SH DFND11,030,49406,075
GEOSPACE TECHNOLOGIES CORPCOM37364X10917217,461SH DFND1 217,46100
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,157117,316SH DFND1117,31600
GERMAN AMERICAN BANCORPCOM3738651046,595197,777SH DFND1197,77700
GERON CORPCOM3741631036,1131,438,408SH DFND11,438,2120196
GETTY REALTY CORPCOM3742971096,960276,007SH DFND1276,00700
GEVO INCCOM PAR3743963071534,060SH DFND134,06000
GGP INCCOM36174X101170,9618,372,033SH DFND18,339,110032,923
GIBRALTAR INDUSTRIES INCCOM3746891079,882291,938SH DFND1291,93800
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1225641,200,000SH DFND1 21,200,00000
G-III APPAREL GROUP LTDCOM36237H10114,496384,738SH DFND1384,73800
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411820323,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161034,723164,897SH DFND1163,84301,054
GILDAN ACTIVEWEAR INCCOMSTK37591610364522,347SH DFND1 222,34700
GILEAD SCIENCES INCCOM3755581032623,486SH DFND1 23,48600
GILEAD SCIENCES INCCOM3755581031,280,78317,024,082SH DFND116,898,9740125,108
GLACIER BANCORP INCCOM37637Q10527,208708,919SH DFND1708,91900
GLADSTONE COMMERCIAL CORPCOM3765361084,744273,625SH DFND1273,62500
GLADSTONE LAND CORPCOM37654910196980,282SH DFND180,28200
GLATFELTERCOM3773161047,677373,946SH DFND1373,94600
GLAUKOS CORPCOM3773221028,645280,419SH DFND1280,41900
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1057,134182,602SH DFND1180,62601,976
GLEN BURNIE BANCORPCOM37740710122218,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10820,275419,787SH DFND1419,78700
GLOBAL BRASS & COPPER HOLDINCOM37953G1039,601287,027SH DFND1287,02700
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102627426,834SH DFND1426,83400
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,64276,564SH DFND176,56400
GLOBAL MEDICAL REIT INCCOM NEW37954A204995143,276SH DFND1143,27600
GLOBAL NET LEASE INCCOM NEW3793782019,525564,300SH DFND1564,30000
GLOBAL PARTNERS LPCOM UNITS37946R10970045,631SH DFND1 245,63100
GLOBAL PAYMENTS INCCOM37940X102191,0551,717,569SH DFND11,709,29608,273
GLOBAL SELF STORAGE INCCOM37955N10633074,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310227430,550SH DFND130,55000
GLOBALSCAPE INCCOM37940G10910829,423SH DFND129,42300
GLOBALSTAR INCCOM3789734082,7333,976,088SH DFND13,976,08800
GLOBUS MEDICAL INC - ACL A37957720830,881619,861SH DFND1616,31503,546
GLOWPOINT INCCOM NEW37988720175340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901065113,671SH DFND1 213,67100
GLU MOBILE INCCOM3798901063,8541,022,293SH DFND11,022,29300
GLYCOMIMETICS INCCOM38000Q1023,269201,433SH DFND1201,43300
GMS INCCOM36251C1039,037295,715SH DFND1295,71500
GMS INCCOM36251C103672,210SH DFND1 22,21000
GNC HOLDINGS INC-CL ACOM CL A36191G1072,249582,798SH DFND1581,9250873
GODADDY INC - CLASS ACL A38023710754,617889,247SH DFND1889,24700
GODADDY INC - CLASS ACL A380237107671,098SH DFND1 21,09800
GOGO INCCOM38046C1095,004579,941SH DFND1579,94100
GOLAR LNG LTDSHSG9456A1007,735282,717SH DFND1282,4140303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10255432,412SH DFND132,41200
GOLD RESOURCE CORPCOM38068T1052,243497,380SH DFND1497,38000
GOLDCORP INCCOMSTK3809564097,202527,892SH DFND1527,1900702
GOLDEN ENTERTAINMENT INCCOM3810131013,652157,246SH DFND1157,24600
GOLDEN MINERALS COCOM38111910694236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG3963720569887,809SH DFND187,80900
GOLDFIELD CORPCOM381370105549142,790SH DFND1142,79000
GOLDMAN SACHS GROUP INCCOM38141G104979,0703,896,962SH DFND13,878,562018,400
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087917356,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084330327,665SH DFND127,66500
GOODYEAR TIRE & RUBBER COCOM38255010183,1193,133,888SH DFND13,121,349012,539
GOPRO INC-CLASS ACL A38268T1034,773996,468SH DFND1996,46800
GOPRO INC-CLASS ACL A38268T103132,766SH DFND1 22,76600
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1143,3571,422,875SH DFND1 21,422,87500
GORMAN-RUPP COCOM3830821044,547155,465SH DFND1155,46500
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10312,526916,999SH DFND1916,99900
GP STRATEGIES CORPCOM36225V1042,684118,542SH DFND1118,54200
GP STRATEGIES CORPCOM36225V1042249,924SH DFND1 29,92400
GPMT 5.625 12/01/22NOTE 5.625%12/038741LAB34,4174,500,000PRN DFND1 24,500,00000
GPRE 3.25 10/01/18NOTE 3.250%10/0393222AD62,1032,000,000PRN DFND1 22,000,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF14,3264,560,000PRN DFND1 24,560,00000
GRACO INCCOM38410910470,5641,543,415SH DFND11,535,13008,285
GRAHAM CORPCOM3845561061,54572,149SH DFND172,14900
GRAHAM HOLDINGS CO-CLASS BCOM38463710424,44740,593SH DFND140,3660227
GRAMERCY PROPERTY TRUSTCOM NEW38500230828,9011,330,012SH DFND11,330,01200
GRAND CANYON EDUCATION INCCOM38526M10646,483443,035SH DFND1443,03500
GRANITE CONSTRUCTION INCCOM38732810718,717335,070SH DFND1333,11401,956
GRANITE POINT MORTGAGE TRUSTCOM38741L1076,235377,005SH DFND1377,00500
GRAPHIC PACKAGING HOLDING COCOM38868910139,0812,546,003SH DFND12,546,00300
GRAPHIC PACKAGING HOLDING COCOM388689101372,469SH DFND1 22,46900
GRAY TELEVISION INCCOM3893751068,256650,138SH DFND1650,13800
GREAT AJAX CORPCOM38983D3001,592117,563SH DFND1117,56300
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209480120,123SH DFND1120,12300
GREAT LAKES DREDGE & DOCK COCOM3906071092,167471,251SH DFND1471,25100
GREAT PLAINS ENERGY INCCOM39116410061,9131,947,566SH DFND11,937,027010,539
GREAT SOUTHERN BANCORP INCCOM3909051076,401128,157SH DFND1128,15700
GREAT WESTERN BANCORP INCCOM39141610420,620512,062SH DFND1512,06200
GREEN BANCORP INCCOM39260X1005,741258,050SH DFND1257,01501,035
GREEN BRICK PARTNERS INCCOM3927091012,387219,052SH DFND1219,05200
GREEN DOT CORP-CLASS ACL A39304D1023525,489SH DFND1 25,48900
GREEN DOT CORP-CLASS ACL A39304D10224,988389,475SH DFND1389,47500
GREEN PLAINS INCCOM3932221045,891350,660SH DFND1350,2390421
GREENBRIER COMPANIES INCCOM39365710117,961357,438SH DFND1357,3190119
GREENE COUNTY BANCORP INCCOM39435710749513,509SH DFND113,50900
GREENHILL & CO INCCOM3952591044,001216,282SH DFND1215,8970385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1094,091254,893SH DFND1254,89300
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J109754,707SH DFND1 24,70700
GREIF INC-CL ACL A39762410712,753244,081SH DFND1242,61801,463
GREIF INC-CL BCL B3976242061,14019,586SH DFND118,8320754
GRIFFIN INDUSTRIAL REALTY INCOM39823110045512,149SH DFND112,14900
GRIFFON CORPCOM3984331024,807263,411SH DFND1263,41100
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,159101,860SH DFND1100,22701,633
GROUP 1 AUTOMOTIVE INCCOM39890510911,088169,707SH DFND1169,70700
GROUPON INCCOM39947310715,9273,669,887SH DFND13,669,88700
GROUPON INCCOM3994731075713,362SH DFND1 213,36200
GRUBHUB INCCOM40011010274,310732,340SH DFND1732,34000
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021654,198SH DFND14,19800
GRUPO AEROPORTUARIO CEN-ADRSPON ADR40050110257614,622SH DFND1 214,62200
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091002,39636,450SH DFND136,45000
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG93,0003,000,000PRN DFND1 23,000,00000
GSE SYSTEMS INCCOM36227K10610833,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U106937126,533SH DFND1126,53300
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC53,9864,000,000PRN DFND1 24,000,00000
GSVC 5.25 09/15/18NOTE 5.250% 9/136191JAB72,0822,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM36239310015,692276,771SH DFND1276,77100
GTX INCCOM NEW40052B20781946,175SH DFND146,17500
GTY TECHNOLOGY HOLDINGS IN-ACL AG4182A10231932,245SH DFND132,24500
GUARANTY BANCORPCOM NEW40075T6076,806240,085SH DFND1240,08500
GUARANTY BANCSHARES INCCOM4007641061,09832,977SH DFND132,97700
GUESS INCCOM40161710510,946527,801SH DFND1527,80100
GUESS INCCOM4016171051557,501SH DFND1 27,50100
GUIDEWIRE SOFTWARE INCCOM40171V10053,994668,002SH DFND1668,00200
GULF ISLAND FABRICATION INCCOM402307102793111,704SH DFND1111,70400
GULF RESOURCES INCCOM PAR $0.000540251W3092518,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530414,6821,521,491SH DFND11,513,46408,027
GW PHARMACEUTICALS -ADRADS36197T1031,74015,451SH DFND115,45100
H&E EQUIPMENT SERVICES INCCOM40403010811,149289,676SH DFND1289,67600
H&R BLOCK INCCOM09367110588,3413,482,443SH DFND13,470,906011,537
H&R BLOCK INCCOM09367110510404SH DFND1 240400
H.B. FULLER CO.COM35969410621,065423,606SH DFND1423,60600
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1031,836208,641SH DFND1208,64100
HACKETT GROUP INC/THECOM4046091094,052252,337SH DFND1252,33700
HAEMONETICS CORP/MASSCOM40502410036,963505,239SH DFND1505,23900
HAIN CELESTIAL GROUP INCCOM40521710030,444949,307SH DFND1944,22305,084
HALCON RESOURCES CORPCOM PAR NEW40537Q6056,1711,267,337SH DFND11,267,33700
HALCON RESOURCES CORP-CW20*W EXP 09/09/20240537Q118715,200SH DFND1 215,20000
HALLADOR ENERGY COCOM40609P1051,113162,138SH DFND1162,13800
HALLIBURTON COCOM4062161011102,349SH DFND1 22,34900
HALLIBURTON COCOM406216101421,4769,003,421SH DFND18,956,279047,142
HALLMARK FINL SERVICES INCCOM NEW40624Q20388098,721SH DFND198,72100
HALOZYME THERAPEUTICS INCCOM40637H10924,8311,267,535SH DFND11,267,53500
HALOZYME THERAPEUTICS INCCOM40637H1091276,483SH DFND1 26,48300
HALYARD HEALTH INCCOM40650V10018,613403,936SH DFND1401,63202,304
HAMILTON BEACH BRAND-ACOM CL A40701T1041,35463,809SH DFND163,80900
HAMILTON LANE INC-CLASS ACL A4074971066,714180,342SH DFND1180,34200
HANCOCK HOLDING COCOM41012010946,621901,775SH DFND1896,93404,841
HANESBRANDS INCCOM41034510273,6214,006,287SH DFND13,986,162020,125
HANMI FINANCIAL CORPORATIONCOM NEW4104952049,105296,129SH DFND1296,12900
HANNON ARMSTRONG SUSTAINABLECOM41068X1008,527437,319SH DFND1437,31900
HANOVER INSURANCE GROUP INC/COM41086710544,329376,023SH DFND1373,94702,076
HARBORONE BANCORP INCCOM41165F1014,313244,277SH DFND1244,27700
HARDINGE INCCOM4123243031,81599,107SH DFND199,10700
HARLEY-DAVIDSON INCCOM41282210882,0491,917,911SH DFND11,909,15908,752
HARLEY-DAVIDSON INCCOM41282210831746SH DFND1 274600
HARMONIC INCCOM4131601022,670702,632SH DFND1702,63200
HARMONY GOLD MNG-SPON ADRSPONSORED ADR41321630011849,421SH DFND1 249,42100
HARMONY GOLD MNG-SPON ADRSPONSORED ADR41321630062,513SH DFND1002,513
HARRIS CORPCOM413875105229,9681,429,117SH DFND11,422,50106,616
HARSCO CORPCOM41586410714,146685,056SH DFND1684,0710985
HARTE-HANKS INCCOM41619620223325,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104206,0744,009,297SH DFND13,990,043019,254
HARTFORD FINANCIAL SVCS GRPCOM41651510432635SH DFND1 263500
HARVARD BIOSCIENCE INCCOM416906105733146,791SH DFND1146,79100
HASBRO INCCOM418056107127,9121,520,282SH DFND11,509,102011,180
HASBRO INCCOM41805610750594SH DFND1 259400
HAVERTY FURNITURECOM4195961013,789188,051SH DFND1188,05100
HAVERTY FURNITURECOM41959610160830,178SH DFND1 230,17800
HAWAIIAN ELECTRIC INDSCOM41987010033,068961,862SH DFND1956,53805,324
HAWAIIAN HOLDINGS INCCOM41987910123,460606,208SH DFND1606,20800
HAWAIIAN TELCOM HOLDCO INCCOM4200311062,37689,073SH DFND189,07300
HAWKINS INCCOM4202611093,05086,775SH DFND186,77500
HAWKINS INCCOM420261109762,181SH DFND1 22,18100
HAWTHORN BANCSHARES INCCOM4204761031,00048,921SH DFND148,92100
HAYMAKER ACQUISITION CO-CW22*W EXP 10/27/202420870115160200,000SH DFND1 2200,00000
HAYNES INTERNATIONAL INCCOM NEW4208772014,254114,640SH DFND1114,64000
HC2 HOLDINGS INCCOM4041391071,511287,361SH DFND1287,36100
HCA HEALTHCARE INCCOM40412C101290,9533,006,927SH DFND12,992,345014,582
HCI GROUP INCCOM40416E1032,56467,195SH DFND167,115080
HCP INCCOM40414L109144,5076,232,754SH DFND16,207,950024,804
HD SUPPLY HOLDINGS INCCOM40416M10563,5281,675,926SH DFND11,675,92600
HD SUPPLY HOLDINGS INCCOM40416M105391,031SH DFND1 21,03100
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,76317,855SH DFND117,1600695
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1063,831132,580SH DFND1132,1540426
HEALTHCARE REALTY TRUST INCCOM42194610436,7871,327,602SH DFND11,321,47406,128
HEALTHCARE SERVICES GROUPCOM42190610828,756661,376SH DFND1657,77003,606
HEALTHCARE SERVICES GROUPCOM42190610831724SH DFND1 272400
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50147,0661,779,465SH DFND11,779,46500
HEALTHEQUITY INCCOM42226A107761,263SH DFND1 21,26300
HEALTHEQUITY INCCOM42226A10728,346468,222SH DFND1468,22200
HEALTHSTREAM INCCOM42222N1035,718230,308SH DFND1230,30800
HEARTLAND EXPRESS INCCOM4223471048,569476,330SH DFND1476,33000
HEARTLAND FINANCIAL USA INCCOM42234Q10213,443253,405SH DFND1253,40500
HECLA MINING COCOM42270410612,4133,382,291SH DFND13,382,29100
HEICO CORPCOM42280610925,900298,358SH DFND1298,35800
HEICO CORP-CLASS ACL A42280620832,447457,325SH DFND1457,32500
HEIDRICK & STRUGGLES INTLCOM4228191021946,233SH DFND1 26,23300
HEIDRICK & STRUGGLES INTLCOM4228191027,468238,994SH DFND1238,6040390
HELEN OF TROY LTDCOMG4388N1064705,409SH DFND1 25,40900
HELEN OF TROY LTDCOMG4388N10621,707249,512SH DFND1248,19801,314
HELIOS AND MATHESON ANALYTICCOM NEW42327L20026694,201SH DFND194,20100
HELIX ENERGY SOLUTIONS GROUPCOM42330P1076,9991,208,815SH DFND11,208,81500
HELMERICH & PAYNECOM42345210187,8391,322,652SH DFND11,316,28906,363
HEMISPHERE MEDIA GROUP INCCL A42365Q1031,707151,785SH DFND1151,78500
HEMISPHERX BIOPHARMA INCCOM NEW42366C3012974,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510025413,164SH DFND113,16400
HENRY SCHEIN INCCOM806407102134,2772,002,032SH DFND11,987,805014,227
HERBALIFE LTDCOM USD SHSG4412G10149,564508,515SH DFND1508,51500
HERBALIFE LTDCOM USD SHSG4412G1011261,300SH DFND1 21,30000
HERC HOLDINGS INCCOM42704L10414,673225,923SH DFND1225,92300
HERITAGE COMMERCE CORPCOM4269271095,291321,073SH DFND1321,07300
HERITAGE FINANCIAL CORPCOM42722X1068,224268,776SH DFND1268,77600
HERITAGE INSURANCE HOLDINGSCOM42727J1023,138207,000SH DFND1207,00000
HERITAGE-CRYSTAL CLEAN INCCOM42726M1063,114132,249SH DFND1132,24900
HERMAN MILLER INCCOM60054410023,017720,417SH DFND1717,51002,907
HERMAN MILLER INCCOM600544100461,452SH DFND1 21,45200
HERON THERAPEUTICS INCCOM42774610213,129475,700SH DFND1475,70000
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255007,472417,445SH DFND1417,44500
HERSHEY CO/THECOM4278661082032,060SH DFND1 22,06000
HERSHEY CO/THECOM427866108169,5451,716,982SH DFND11,709,35407,628
HERTZ GLOBAL HOLDINGS INCCOM42806J10612,708640,212SH DFND1640,21200
HESKA CORPCOM RESTRC NEW42805E3064,83561,155SH DFND161,15500
HESS CORPCOM42809H107152,4083,018,554SH DFND13,004,608013,946
HEWLETT PACKARD ENTERPRISECOM42824C109302,30817,276,358SH DFND117,192,419083,939
HEWLETT PACKARD ENTERPRISECOM42824C10930517,390SH DFND1 217,39000
HEXCEL CORPCOM42829110848,407749,462SH DFND1749,46200
HFF INC-CLASS ACL A40418F10816,837338,773SH DFND1338,77300
HIBBETT SPORTS INCCOM4285671014,301179,596SH DFND1179,59600
HIBBETT SPORTS INCCOM428567101642,681SH DFND1 22,68100
HIGHPOINT RESOURCES CORPCOM43114K1084,711927,550SH DFND1927,55000
HIGHPOWER INTERNATIONAL INCCOM43113X1013810,264SH DFND110,26400
HIGHWOODS PROPERTIES INCCOM43128410847,6401,087,182SH DFND11,082,11605,066
HILL INTERNATIONAL INCCOM4314661011,582277,655SH DFND1277,65500
HILLENBRAND INCCOM43157110825,787561,815SH DFND1561,81500
HILL-ROM HOLDINGS INCCOM43147510251,409590,914SH DFND1587,47503,439
HILLTOP HOLDINGS INCCOM43274810115,657667,425SH DFND1667,42500
HILTON GRAND VACATIONS INCCOM43283X10534,258796,329SH DFND1796,32900
HILTON GRAND VACATIONS INCCOM43283X10513314SH DFND1 231400
HILTON WORLDWIDE HOLDINGS INCOM43300A203177,1072,253,968SH DFND12,243,459010,509
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10644371,922SH DFND171,92200
HINGHAM INSTITUTION FOR SVGSCOM4333231023,10015,053SH DFND115,05300
HMS HOLDINGS CORPCOM40425J1011237,362SH DFND1 27,36200
HMS HOLDINGS CORPCOM40425J10114,559864,562SH DFND1864,56200
HNI CORPCOM40425110013,610377,118SH DFND1374,25702,861
HOLLYFRONTIER CORPCOM43610610832661SH DFND1 266100
HOLLYFRONTIER CORPCOM43610610885,7641,756,699SH DFND11,747,20409,495
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,07743,600SH DFND143,60000
HOLOGIC INCCOM436440101119,7353,212,281SH DFND13,186,642025,639
HOME BANCORP INCCOM43689E1072,02746,965SH DFND146,96500
HOME BANCSHARES INCCOM43689320034,3781,507,159SH DFND11,499,43207,727
HOME DEPOT INCCOM4370761022,221,20012,494,161SH DFND112,430,549063,612
HOMESTREET INCCOM43785V1027,452260,134SH DFND1260,13400
HOMETRUST BANCSHARES INCCOM4378721044,133158,658SH DFND1158,65800
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830890025,920SH DFND123,21702,703
HONEYWELL INTERNATIONAL INCCOM4385161062,81719,500SH DFND1 219,50000
HONEYWELL INTERNATIONAL INCCOM4385161061,251,9978,683,790SH DFND18,644,629039,161
HOOKER FURNITURE CORPCOM4390381003,840104,638SH DFND1104,63800
HOPE BANCORP INCCOM43940T10921,8971,203,846SH DFND11,203,84600
HOPFED BANCORP INCCOM43973410432022,075SH DFND122,07500
HORACE MANN EDUCATORSCOM44032710414,765345,385SH DFND1345,38500
HORIZON BANCORP INDIANACOM4404071046,184206,093SH DFND1206,09300
HORIZON GLOBAL CORPCOM44052W1041,680203,933SH DFND1203,93300
HORIZON PHARMA PLCSHSG4617B10518813,281SH DFND1 213,28100
HORIZON PHARMA PLCSHSG4617B10522,8631,610,086SH DFND11,610,08600
HORMEL FOODS CORPCOM440452100117,5483,432,541SH DFND13,417,608014,933
HORNBECK OFFSHORE SERVICESCOM440543106553190,128SH DFND1190,12800
HORTONWORKS INCCOM44089410311,632571,064SH DFND1571,06400
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10250,7882,004,298SH DFND11,994,95209,346
HOST HOTELS & RESORTS INCCOM44107P104187,62310,084,826SH DFND110,043,293041,533
HOSTESS BRANDS INCCL A44109J10611,029745,740SH DFND1745,74000
HOUGHTON MIFFLIN HARCOURT COCOM44157R10918025,930SH DFND1 225,93000
HOUGHTON MIFFLIN HARCOURT COCOM44157R1096,817980,895SH DFND1980,89500
HOULIHAN LOKEY INCCL A44159310046510,434SH DFND1 210,43400
HOULIHAN LOKEY INCCL A44159310012,184273,203SH DFND1273,20300
HOUSTON AMERICAN ENERGY CORPCOM44183U10042135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10967291,860SH DFND191,86000
HOVNANIAN ENTERPRISES-ACL A4424872031,9021,039,595SH DFND11,035,37904,216
HOWARD BANCORP INCCOM4424961051,37669,543SH DFND169,54300
HOWARD HUGHES CORP/THECOM44267D10745,668328,241SH DFND1328,24100
HP INCCOM40434L105438,44320,046,646SH DFND119,952,776093,870
HRG GROUP INCCOM40434J10019,7731,199,129SH DFND11,199,12900
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW4042804068,263173,338SH DFND1170,56702,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104645178,250SH DFND1178,25000
HTG MOLECULAR DIAGNOSTICSCOM40434H104154,151SH DFND1 24,15100
HUB GROUP INC-CL ACL A44332010612,943309,282SH DFND1309,28200
HUBBELL INCCOM44351060733278SH DFND1 227800
HUBBELL INCCOM44351060756,249461,897SH DFND1459,22402,673
HUBSPOT INCCOM44357310061565SH DFND1 256500
HUBSPOT INCCOM44357310032,279298,053SH DFND1298,05300
HUDBAY MINERALS INCCOMSTK4436281028411,872SH DFND111,87200
HUDBAY MINERALS INCCOMSTK443628102385,500SH DFND1 25,50000
HUDSON GLOBAL INCCOM44378710617690,899SH DFND190,89900
HUDSON LTD-CLASS ACOM CL AG464081031,42689,636SH DFND189,63600
HUDSON PACIFIC PROPERTIES INCOM44409710953,4891,644,309SH DFND11,644,30900
HUDSON TECHNOLOGIES INCCOM4441441091,624328,747SH DFND1328,74700
HUMANA INCCOM4448591026672,483SH DFND1 22,48300
HUMANA INCCOM444859102431,4251,608,551SH DFND11,601,07807,473
HUNT (JB) TRANSPRT SVCS INCCOM445658107127,8831,093,952SH DFND11,085,06908,883
HUNTER MARITIME ACQUISITIONCL AY378281114,890500,000SH DFND1 2500,00000
HUNTER MARITIME ACQUISITIO-W*W EXP 99/99/999Y37828129292664,850SH DFND1 2664,85000
HUNTINGTON BANCSHARES INCCOM446150104198,88913,201,375SH DFND113,143,497057,878
HUNTINGTON INGALLS INDUSTRIECOM44641310698381SH DFND1 238100
HUNTINGTON INGALLS INDUSTRIECOM446413106154,645601,231SH DFND1598,86902,362
HUNTSMAN CORPCOM4470111071,01134,567SH DFND1 234,56700
HUNTSMAN CORPCOM44701110790,7903,103,936SH DFND13,103,93600
HURCO COMPANIES INCCOM4473241043,78782,525SH DFND182,52500
HURON CONSULTING GROUP INCCOM4474621027,793204,552SH DFND1204,55200
HUTTIG BUILDING PRODUCTS INCCOM448451104883169,019SH DFND1169,01900
HYATT HOTELS CORP - CL ACOM CL A44857910232,718429,042SH DFND1429,04200
HYDROGENICS CORPCOM NEW44888320710212,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721056,46092,384SH DFND192,38400
IAC/INTERACTIVECORPCOM44919P508104,909671,404SH DFND1671,2540150
IAMGOLD CORPCOMSTK45091310811221,764SH DFND121,76400
IBERIABANK CORPCOM45082810840,742522,343SH DFND1522,34300
IBIO INCCOM45103310474342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20622573,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001015,894103,339SH DFND1103,33900
ICF INTERNATIONAL INCCOM44925C10310,326176,664SH DFND1176,66400
ICHOR HOLDINGS LTDSHSG4740B105019SH DFND1 21900
ICHOR HOLDINGS LTDSHSG4740B1053,904161,281SH DFND1161,28100
ICICI BANK LTD-SPON ADRADR45104G10455262,406SH DFND159,43402,972
ICON PLCSHSG4705A1004,02234,046SH DFND134,04600
ICON PLCSHSG4705A1001931,634SH DFND1 21,63400
ICONIX BRAND GROUP INCCOM451055107538485,491SH DFND1485,49100
ICU MEDICAL INCCOM44930G10735,792141,808SH DFND1141,0690739
ID SYSTEMS INCCOM44948910335156,581SH DFND156,58100
IDACORP INCCOM45110710641,132465,980SH DFND1463,51302,467
IDEAL POWER INCCOM4516221046759,328SH DFND159,32800
IDENTIV INCCOM NEW45170X20520955,993SH DFND155,99300
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,7091,472,753SH DFND11,472,75300
IDEX CORPCOM45167R10494,381662,810SH DFND1659,07003,740
IDEXX LABORATORIES INCCOM45168D104190,021995,243SH DFND1987,18708,056
IDT CORP-CLASS BCL B NEW4489475071,079172,205SH DFND1172,20500
IEC ELECTRONICS CORPCOM44949L1058118,187SH DFND118,18700
IES HOLDINGS INCCOM44951W1061,25182,614SH DFND182,61400
IHS MARKIT LTDSHSG47567105204,6044,251,435SH DFND14,232,553018,882
II-VI INCCOM90210410820,787508,253SH DFND1508,25300
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10882641,421SH DFND141,42100
ILG INCCOM44967H10177725,000SH DFND1 225,00000
ILG INCCOM44967H10130,277973,227SH DFND1967,95405,273
ILLINOIS TOOL WORKSCOM452308109543,3093,476,547SH DFND13,459,542017,005
ILLUMINA INCCOM452327109395,1821,675,466SH DFND11,661,665013,801
ILLUMINA INCCOM452327109141600SH DFND1 260000
IMAX CORPCOM45245E1092,393124,653SH DFND1124,65300
IMMERSION CORPORATIONCOM4525211073,215269,104SH DFND1269,10400
IMMUNE DESIGN CORPCOM45252L103947287,031SH DFND1286,3570674
IMMUNE PHARMACEUTICALS INCCOM NEW45254C200722,355SH DFND122,35500
IMMUNOGEN INCCOM45253H10111,2181,066,394SH DFND11,065,5420852
IMMUNOMEDICS INCCOM45290710815,2421,043,326SH DFND11,043,32600
IMMUNOMEDICS INCCOM452907108352,441SH DFND1 22,44100
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P508868109,973SH DFND1109,97300
IMPAX LABORATORIES INCCOM45256B10113,035670,206SH DFND1670,20600
IMPERIAL OIL LTDCOMSTK4530384084,650178,063SH DFND1177,7380325
IMPERIAL OIL LTDCOMSTK45303840823905SH DFND1 290500
IMPERVA INCCOM45321L10013,247305,943SH DFND1305,94300
IMPERVA INCCOM45321L10016385SH DFND1 238500
IMPINJ INCCOM4532041092,127163,390SH DFND1163,39000
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20112168,853SH DFND168,85300
INCYTE CORPCOM45337C10284110,099SH DFND1 210,09900
INCYTE CORPCOM45337C102171,0642,057,342SH DFND12,039,366017,976
INDEPENDENCE CONTRACT DRILLICOM453415309949251,129SH DFND1251,12900
INDEPENDENCE HOLDING COCOM NEW4534403074,428124,221SH DFND1124,22100
INDEPENDENCE REALTY TRUST INCOM45378A1067,790848,638SH DFND1848,63800
INDEPENDENT BANK CORP - MICHCOM NEW4538386094,244185,361SH DFND1185,36100
INDEPENDENT BANK CORP/MACOM45383610818,281255,501SH DFND1255,50100
INDEPENDENT BANK GROUP INCCOM45384B10612,389175,237SH DFND1175,23700
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT4562371064,812236,602SH DFND1236,60200
INDUSTRIAL SVCS OF AMERICACOM4563141033715,157SH DFND115,15700
INFINERA CORPCOM45667G10315,2191,401,423SH DFND11,401,42300
INFINITY PHARMACEUTICALS INCCOM45665G303683325,567SH DFND1325,2410326
INFINITY PROPERTY & CASUALTYCOM45665Q10311,873100,287SH DFND1100,28700
INFLARX NVCOMN448211011,04736,325SH DFND136,32500
INFORMATION SERVICES GROUPCOM45675Y104914218,742SH DFND1218,74200
INFOSYS LTD-SP ADRSPONSORED ADR4567881085,572314,766SH DFND1312,04202,724
INFRAREIT INCCOM45685L10059130,432SH DFND1 230,43200
INFRAREIT INCCOM45685L1007,968410,117SH DFND1410,11700
INFUSYSTEM HOLDINGS INCCOM45685K10213546,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710349129,022SH DFND125,99403,028
INGERSOLL-RAND PLCSHSG4779110140472SH DFND1 247200
INGERSOLL-RAND PLCSHSG47791101245,9612,883,335SH DFND12,869,770013,565
INGEVITY CORPCOM45688C10726,697362,291SH DFND1362,226065
INGLES MARKETS INC-CLASS ACL A4570301047,434219,638SH DFND1219,63800
INGLES MARKETS INC-CLASS ACL A45703010417520SH DFND1 252000
INGREDION INCCOM45718710290,919705,836SH DFND1702,10303,733
INNERWORKINGS INCCOM45773Y1053,637401,917SH DFND1401,91700
INNODATA INCCOM NEW4576422057872,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1087,461185,565SH DFND1185,2410324
INNOSPEC INCCOM45768S10515,087219,932SH DFND1219,93200
INNOVATIVE INDUSTRIAL PROPERCOM45781V10195235,600SH DFND135,60000
INNOVATIVE SOLUTIONS & SUPPCOM45769N10519856,144SH DFND156,14400
INNOVIVA INCCOM45781M10112,572754,194SH DFND1752,75401,440
INNOVIVA INCCOM45781M1013219SH DFND1 221900
INOGEN INCCOM45780L1041831,495SH DFND1 21,49500
INOGEN INCCOM45780L10419,597159,535SH DFND1159,53500
INOVALON HOLDINGS INC - ACOM CL A45781D1016,341598,255SH DFND1598,25500
INOVALON HOLDINGS INC - ACOM CL A45781D10121019,822SH DFND1 219,82200
INOVIO PHARMACEUTICALS INCCOM NEW45773H20151,171SH DFND1 21,17100
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,787804,130SH DFND1804,13000
INPHI CORPCOM45772F10710,836360,008SH DFND1360,00800
INSEEGO CORPCOM45782B104392220,379SH DFND1220,37900
INSIGHT ENTERPRISES INCCOM45765U10311,252322,137SH DFND1322,13700
INSIGNIA SYSTEMS INCCOM45765Y1054528,672SH DFND128,67200
INSMED INCCOM PAR $.0145766930716,467731,229SH DFND1731,22900
INSPERITY INCCOM45778Q10728,683412,420SH DFND1411,6520768
INSPERITY INCCOM45778Q1076208,925SH DFND1 28,92500
INSPIRED ENTERTAINMENT INCCOM45782N10854098,309SH DFND198,30900
INSTALLED BUILDING PRODUCTSCOM45780R10107SH DFND1 2700
INSTALLED BUILDING PRODUCTSCOM45780R10110,547175,637SH DFND1175,63700
INSTEEL INDUSTRIES INCCOM45774W1084,334156,888SH DFND1156,88800
INSTRUCTURE INCCOM45781U1032225,273SH DFND1 25,27300
INSTRUCTURE INCCOM45781U10311,053262,234SH DFND1262,23400
INSULET CORPCOM45784P10146,077531,581SH DFND1531,58100
INSYS THERAPEUTICS INCCOM NEW45824V2091,514250,715SH DFND1250,3970318
INTEGER HOLDINGS CORPCOM45826H10914,070248,811SH DFND1248,0560755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520832,819593,050SH DFND1593,05000
INTEGRATED DEVICE TECH INCCOM45811810637,0111,211,118SH DFND11,204,64406,474
INTEL CORPCOM4581401003,273,84963,000,188SH DFND162,557,6500442,538
INTELLIA THERAPEUTICS INCCOM45826J1054,213199,790SH DFND1199,79000
INTELLICHECK INCCOM NEW45817G2012011,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM458173101713,756SH DFND113,75600
INTELSAT SACOML5140P10130080,011SH DFND180,01100
INTER PARFUMS INCCOM4583341098,426178,716SH DFND1178,71600
INTERACTIVE BROKERS GRO-CL ACOM45841N10742,065625,609SH DFND1621,56504,044
INTERCEPT PHARMACEUTICALS INCOM45845P10810,170165,316SH DFND1165,300016
INTERCONTINENTAL EXCHANGE INCOM45866F104428,8145,929,010SH DFND15,898,682030,328
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7074066,633SH DFND15,6890944
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7076108SH DFND1 210800
INTERDIGITAL INCCOM45867G10124,038326,607SH DFND1324,64801,959
INTERFACE INCCOM45866530414,007555,842SH DFND1555,84200
INTERMOLECULAR INCCOM45882D1099069,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A4091,545140,524SH DFND1140,1810343
INTERNATIONAL BANCSHARES CRPCOM45904410324,953641,481SH DFND1638,84102,640
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1086,928259,193SH DFND1259,19300
INTERNATIONAL PAPER COCOM460146103238,4404,474,015SH DFND14,449,980024,035
INTERNATIONAL SEAWAYS INCCOMY410531024,978282,855SH DFND1282,85500
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X2047584,995SH DFND184,99500
INTERPUBLIC GROUP OF COS INCCOM460690100118,0215,135,347SH DFND15,114,550020,797
INTERSECT ENT INCCOM46071F10310,503267,272SH DFND1267,27200
INTERSECTIONS INCCOM46098130110967,353SH DFND167,35300
INTEST CORPCOM4611471000109SH DFND1 210900
INTEST CORPCOM46114710024036,180SH DFND136,18000
INTEVAC INCCOM4611481081,154167,353SH DFND1167,35300
INTL BUSINESS MACHINES CORPCOM45920010192601SH DFND1 260100
INTL BUSINESS MACHINES CORPCOM4592001011,595,10710,419,464SH DFND110,372,081047,383
INTL FCSTONE INCCOM46116V10510,028234,962SH DFND1234,96200
INTL FLAVORS & FRAGRANCESCOM459506101129,463947,830SH DFND1943,56404,266
INTL SPEEDWAY CORP-CL ACL A46033520110,462237,248SH DFND1236,05401,194
INTRA-CELLULAR THERAPIES INCCOM46116X1018,783417,256SH DFND1417,25600
INTREPID POTASH INCCOM46121Y1023,216883,697SH DFND1883,69700
INTREXON CORPCOM46122T1028,278539,988SH DFND1539,98800
INTRICON CORPCOM46121H10952926,478SH DFND126,47800
INTUIT INCCOM461202103540,6323,125,400SH DFND13,101,779023,621
INTUITIVE SURGICAL INCCOM NEW46120E602571,3951,387,247SH DFND11,376,807010,440
INUVO INCCOM NEW46122W20498106,848SH DFND1106,84800
INVACARE CORPCOM4612031014,920282,759SH DFND1282,75900
INVESCO LTDSHSG491BT108150,0104,697,388SH DFND14,676,209021,179
INVESCO LTDSHSG491BT108381,206SH DFND1 21,20600
INVESCO MORTGAGE CAPITALCOM46131B10015,200927,992SH DFND1922,14405,848
INVESCO MUNICIPAL OPPORTUNICOM46132C1071,366116,559SH DFND1 2116,55900
INVESCO PENNSYLVANIA VALUE MCOM46132K1091,352115,076SH DFND1 2115,07600
INVESTAR HOLDING CORPCOM46134L1051,61662,531SH DFND162,53100
INVESTMENT TECHNOLOGY GROUPCOM46145F10535518,006SH DFND1 218,00600
INVESTMENT TECHNOLOGY GROUPCOM46145F1056,496329,104SH DFND1329,10400
INVESTORS BANCORP INCCOM46146L10154540,000SH DFND1 240,00000
INVESTORS BANCORP INCCOM46146L10134,9222,560,312SH DFND12,560,31200
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301035,3351,028,021SH DFND11,028,02100
INVESTORS TITLE COCOM4618041062,16210,817SH DFND110,81700
INVITAE CORPCOM46185L103102,240SH DFND1 22,24000
INVITAE CORPCOM46185L1031,565333,901SH DFND1333,90100
INVITATION HOMES INCCOM46187W10770,0573,070,692SH DFND13,070,69200
INVIVO THERAPEUTICS HOLDINGSCOM NEW46186M20993173,842SH DFND1173,84200
INVUITY INCCOM NEW46187J20527772,121SH DFND172,12100
ION GEOPHYSICAL CORPCOM NEW4620442071856,851SH DFND1 26,85100
ION GEOPHYSICAL CORPCOM NEW4620442071,60259,119SH DFND159,11900
IONIS PHARMACEUTICALS INCCOM46222210048,1811,093,042SH DFND11,092,8420200
IOVANCE BIOTHERAPEUTICS INCCOM46226010011,098656,714SH DFND1656,71400
IPASS INCCOM46261V108180474,363SH DFND1474,36300
IPG PHOTONICS CORPCOM44980X109120,666518,127SH DFND1516,15601,971
IQVIA HOLDINGS INCCOM46266C105158,6171,620,457SH DFND11,612,88407,573
IRADIMED CORPCOM46266A10935625,310SH DFND125,31000
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40926,47968,688PRN DFND1 268,68800
IRHYTHM TECHNOLOGIES INCCOM45005610610,112160,648SH DFND1160,64800
IRIDEX CORPCOM46268410121637,770SH DFND137,77000
IRIDIUM COMMUNICATIONS INCCOM46269C1028,805782,714SH DFND1782,71400
IROBOT CORPCOM46272610016,081250,525SH DFND1250,3680157
IRON MOUNTAIN INCCOM46284V101106,3393,243,285SH DFND13,228,367014,918
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10819,7921,282,719SH DFND11,282,71900
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8033,051106,261PRN DFND1106,26100
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10312,086206,969PRN DFND1206,96900
ISHARES CORE S&P 500 ETFCORE S&P500 ETF464287200110,091414,860PRN DFND1414,86000
ISHARES CORE S&P MIDCAP ETFCORE S&P MCP ETF46428750713,62972,661PRN DFND172,66100
ISHARES CORE S&P SMALL-CAP ECORE S&P SCP ETF46428780410,983142,623PRN DFND1142,62300
ISHARES CURRENCY HEDGED MSCICUR HD EURZN ETF46434V6396,689228,000PRN DFND1228,00000
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822411912,600PRN DFND112,60000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254103,690PRN DFND13,69000
ISHARES MSCI EAFE ETFMSCI EAFE ETF4642874656,48193,020PRN DFND193,02000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723412,820265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59813,596398,381PRN DFND1398,38100
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77231,022809,149PRN DFND1809,14900
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227605,175PRN DFND15,17500
ISORAY INCCOM46489V104113269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414066876,623SH DFND16,62300
ISSUER DIRECT CORPCOM NEW46520M20461035,897SH DFND135,89700
ISTAR INCCOM45031U1015,592549,869SH DFND1549,86900
ITERIS INCCOM46564T1071,149231,727SH DFND1231,72700
ITRON INCCOM46574110622,537314,983SH DFND1314,98300
ITRON INCCOM46574110658811SH DFND1 281100
ITT INCCOM45073V10837,003755,485SH DFND1751,17404,311
ITURAN LOCATION AND CONTROLSHSM6158M104401,318SH DFND1 21,31800
ITURAN LOCATION AND CONTROLSHSM6158M10442513,696SH DFND113,69600
ITUS CORPCOM NEW45069V20333687,602SH DFND187,60200
IVY HIGH INCOME OPPORTUNITYCOM4658931051,31092,439SH DFND1 292,43900
IZEA INCCOM46603N3019124,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210918,808137,734SH DFND1137,73400
J ALEXANDER'S HOLDINGSCOM46609J1061,230107,446SH DFND1107,44600
J. JILL INCCOM46620W102748169,451SH DFND1169,45100
J. JILL INCCOM46620W10210523,792SH DFND1 223,79200
J.C. PENNEY CO INCCOM70816010619464,415SH DFND1 264,41500
J.C. PENNEY CO INCCOM7081601067,7732,574,147SH DFND12,574,14700
J2 GLOBAL INCCOM48123V10234,236433,813SH DFND1431,21202,601
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020611717,962SH DFND117,96200
JABIL INCCOM46631310347,1521,641,220SH DFND11,632,35808,862
JACK HENRY & ASSOCIATES INCCOM426281101107,375888,334SH DFND1884,55703,777
JACK IN THE BOX INCCOM46636710922,559264,384SH DFND1262,93501,449
JACOBS ENGINEERING GROUP INCCOM46981410731528SH DFND1 252800
JACOBS ENGINEERING GROUP INCCOM46981410787,8671,488,996SH DFND11,482,75406,242
JAGGED PEAK ENERGY INCCOM47009K1074,930348,969SH DFND1348,96900
JAGUAR HEALTH INCCOM47010C20187448,963SH DFND1448,96300
JAKKS PACIFIC INCCOM47012E106211100,763SH DFND199,22501,538
JAMBA INCCOM NEW47023A30978091,082SH DFND191,08200
JAMES RIVER GROUP HOLDINGS LCOMG5005R1078,313234,384SH DFND1234,38400
JANUS HENDERSON GROUP PLCORD SHSG4474Y21437,4781,132,624SH DFND11,123,60809,016
JASON INDUSTRIES INCCOM47117210617054,863SH DFND154,86300
JAZZ PHARMACEUTICALS PLCSHS USDG508711055533,665SH DFND1 23,66500
JAZZ PHARMACEUTICALS PLCSHS USDG5087110566,306439,652SH DFND1439,65200
JBG SMITH PROPERTIESCOM46590V10030,690910,428SH DFND1905,85304,575
JD.COM INC-ADRSPON ADR CL A47215P10670,1821,743,146SH DFND11,704,931038,215
JELD-WEN HOLDING INCCOM47580P10318,233595,483SH DFND1595,48300
JELD-WEN HOLDING INCCOM47580P1031575,151SH DFND1 25,15100
JERNIGAN CAPITAL INCCOM4764051052,169119,863SH DFND1119,86300
JETBLUE AIRWAYS CORPCOM47714310163,3103,115,692SH DFND13,099,938015,754
JM SMUCKER CO/THECOM NEW832696405189,1951,528,614SH DFND11,522,25806,356
JM SMUCKER CO/THECOM NEW8326964051701,376SH DFND1 21,37600
JOHN B. SANFILIPPO & SON INCCOM8004221074,68280,906SH DFND180,5690337
JOHN BEAN TECHNOLOGIES CORPCOM47783910430,364267,761SH DFND1267,76100
JOHNSON & JOHNSONCOM4781601044,103,07432,089,620SH DFND131,944,1250145,495
JOHNSON CONTROLS INTERNATIONSHSG51502105337,5729,605,398SH DFND19,555,663049,735
JOHNSON OUTDOORS INC-ACL A4791671082994,826SH DFND1 24,82600
JOHNSON OUTDOORS INC-ACL A4791671085,90395,212SH DFND195,21200
JONES ENERGY INC - ACOM CL A48019R108404505,990SH DFND1505,99000
JONES LANG LASALLE INCCOM48020Q10769,846400,295SH DFND1398,07302,222
JOUNCE THERAPEUTICS INCCOM4811161012,306103,198SH DFND1102,9630235
JPMORGAN CHASE & COCOM46625H1004,257,94338,814,022SH DFND138,628,8570185,165
JRJR33 INCCOM46645Q106544,389SH DFND144,38900
JUNIPER NETWORKS INCCOM48203R1041,16848,008SH DFND1 248,00800
JUNIPER NETWORKS INCCOM48203R104133,2115,484,563SH DFND15,465,635018,928
JUNIPER PHARMACEUTICALS INC COM48203L10730430,005SH DFND1 230,00500
JUNIPER PHARMACEUTICALS INC COM48203L10762161,279SH DFND161,27900
K12 INCCOM48273U10283959,178SH DFND1 259,17800
K12 INCCOM48273U1028,627608,407SH DFND1608,0810326
K2M GROUP HOLDINGS INCCOM48273J1077,247382,472SH DFND1382,47200
KADANT INCCOM48282T1048,72692,347SH DFND192,34700
KADMON HOLDINGS INCCOM48283N1061,971463,844SH DFND1463,84400
KAISER ALUMINUM CORPCOM PAR $0.0148300770415,756156,162SH DFND1156,16200
KALA PHARMACEUTICALS INCCOM4831191031,33684,428SH DFND184,42800
KALVISTA PHARMACEUTICALS INCCOM48349710319620,762SH DFND120,76200
KAMADA LTDSHSM6240T1097716,824SH DFND116,82400
KAMAN CORPCOM48354810314,910240,026SH DFND1240,02600
KANDI TECHNOLOGIES GROUP INCCOM48370910111724,321SH DFND124,32100
KANSAS CITY SOUTHERNCOM NEW485170302128,0981,168,945SH DFND11,163,56005,385
KAPSTONE PAPER AND PACKAGINGCOM48562P10368620,000SH DFND1 220,00000
KAPSTONE PAPER AND PACKAGINGCOM48562P10325,425741,044SH DFND1741,04400
KAR AUCTION SERVICES INCCOM48238T109100,3601,851,678SH DFND11,851,67800
KARYOPHARM THERAPEUTICS INCCOM48576U1064,312321,323SH DFND1321,32300
KB HOMECOM48666K10927,032950,171SH DFND1944,62505,546
KB HOMECOM48666K109672,377SH DFND1 22,37700
KBR INCCOM48242W10624,3691,505,227SH DFND11,495,89509,332
KEANE GROUP INCCOM48669A1086,552442,741SH DFND1442,74100
KEARNY FINANCIAL CORP/MDCOM48716P10810,218786,011SH DFND1786,01100
KELLOGG COCOM487836108185,3272,857,730SH DFND12,844,125013,605
KELLY SERVICES INC -ACL A48815220811,025379,676SH DFND1379,67600
KEMET CORPCOM NEW4883602077,626420,635SH DFND1419,09801,537
KEMPER CORPCOM48840110024,790434,917SH DFND1432,52402,393
KEMPHARM INCCOM48844510753367,567SH DFND167,56700
KENNAMETAL INCCOM48917010028,578711,617SH DFND1707,62703,990
KENNEDY-WILSON HOLDINGS INCCOM48939810719,6081,126,932SH DFND11,126,93200
KERYX BIOPHARMACEUTICALSCOM4925151013,790926,708SH DFND1926,70800
KEWAUNEE SCIENTIFIC CPCOM4928541042868,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J10393479,693SH DFND179,69300
KEY TRONIC CORPCOM49314410924535,271SH DFND135,27100
KEYCORPCOM493267108371,913SH DFND1 21,91300
KEYCORPCOM493267108233,73011,984,967SH DFND111,927,849057,118
KEYSIGHT TECHNOLOGIES INCOM49338L10386,5911,652,830SH DFND11,643,53309,297
KEYW HOLDING CORP/THECOM4937231003,408433,646SH DFND1433,64600
KFORCE INCCOM4937321017,084261,907SH DFND1261,90700
KFORCE INCCOM493732101151SH DFND1 25100
KILROY REALTY CORPCOM49427F10874,5941,051,221SH DFND11,046,39804,823
KIMBALL ELECTRONICS INCCOM49428J1095,509341,135SH DFND1341,13500
KIMBALL INTERNATIONAL-BCL B494274103684,033SH DFND1 24,03300
KIMBALL INTERNATIONAL-BCL B49427410310,482615,190SH DFND1615,19000
KIMBERLY-CLARK CORPCOM494368103462,3804,207,955SH DFND14,188,795019,160
KIMBERLY-CLARK CORPCOM49436810338348SH DFND1 234800
KIMCO REALTY CORPCOM49446R109543,784SH DFND1 23,78400
KIMCO REALTY CORPCOM49446R10981,5605,675,449SH DFND15,653,303022,146
KINDER MORGAN INCCOM49456B10120113,413SH DFND1 213,41300
KINDER MORGAN INCCOM49456B101313,26720,854,734SH DFND120,752,7140102,020
KINDRED BIOSCIENCES INCCOM4945771091,828211,428SH DFND1211,42800
KINDRED HEALTHCARE INCCOM4945801036,644726,162SH DFND1726,16200
KINGOLD JEWELRY INCCOM NEW49579A2043426,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,23573,514SH DFND173,51400
KINROSS GOLD CORPCOMSTK4969024042,974760,237SH DFND1759,6270610
KINSALE CAPITAL GROUP INCCOM49714P1088,561166,798SH DFND1166,79800
KIRBY CORPCOM49726610635,350459,399SH DFND1456,77402,625
KIRKLAND'S INCCOM4974981051170SH DFND1 217000
KIRKLAND'S INCCOM4974981051,245128,551SH DFND1128,55100
KITE REALTY GROUP TRUSTCOM NEW49803T30013,266871,068SH DFND1871,06800
KKR REAL ESTATE FINANCE TRUSCOM48251K1002,711135,156SH DFND1135,15600
KLA-TENCOR CORPCOM4824801006155,649SH DFND1 25,64900
KLA-TENCOR CORPCOM482480100240,0412,206,405SH DFND12,191,683014,722
KLONDEX MINES LTDCOM498696103956406,665SH DFND1406,66500
KLX INCCOM4825391033555,000SH DFND1 25,00000
KLX INCCOM48253910333,659473,672SH DFND1471,04902,623
KMG CHEMICALS INCCOM482564101119SH DFND1 21900
KMG CHEMICALS INCCOM4825641016,164102,834SH DFND1102,83400
KNIGHT-SWIFT TRANSPORTATIONCL A49904910449,7791,082,864SH DFND11,076,59806,266
KNOLL INCCOM NEW4989042009,508470,932SH DFND1469,9520980
KNOWLES CORPCOM49926D1099,761775,307SH DFND1770,95104,356
KOHLS CORPCOM500255104172,2872,634,467SH DFND12,624,63109,836
KOHLS CORPCOM5002551041231,892SH DFND1 21,89200
KONA GRILL INCCOM50047H2019852,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230346512,140SH DFND110,60001,540
KOPIN CORPCOM5006001011,638525,311SH DFND1525,31100
KOPPERS HOLDINGS INCCOM50060P1067,167174,390SH DFND1174,39000
KORN/FERRY INTERNATIONALCOM NEW50064320024,922483,083SH DFND1483,08300
KORNIT DIGITAL LTDSHSM6372Q11329522,892SH DFND122,89200
KOSMOS ENERGY LTDSHSG5315B10712,5061,985,221SH DFND11,985,22100
KRAFT HEINZ CO/THECOM500754106446,9077,191,063SH DFND17,109,469081,594
KRAFT HEINZ CO/THECOM5007541061362,194SH DFND1 22,19400
KRATON CORPCOM50077C10613,087274,310SH DFND1274,31000
KRATOS DEFENSE & SECURITYCOM NEW50077B2078,305807,104SH DFND1807,10400
KROGER COCOM501044101221,9619,295,752SH DFND19,249,739046,013
KRONOS WORLDWIDE INCCOM50105F1059,555422,815SH DFND1422,81500
KRONOS WORLDWIDE INCCOM50105F105904,000SH DFND1 24,00000
KULICKE & SOFFA INDUSTRIESCOM50124210112,872514,687SH DFND1514,68700
KULICKE & SOFFA INDUSTRIESCOM5012421012259,006SH DFND1 29,00600
KURA ONCOLOGY INCCOM50127T1094,374233,331SH DFND1233,33100
KVH INDUSTRIES INCCOM4827381011,245120,323SH DFND1120,32300
KYOCERA CORP -SPONS ADRADR5015562033255,738SH DFND14,41801,320
L BRANDS INCCOM501797104107,2022,812,147SH DFND12,798,641013,506
L BRANDS INCCOM5017971041634,274SH DFND1 24,27400
L3 TECHNOLOGIES INCCOM502413107187,611904,214SH DFND1900,15004,064
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596045,087170,842SH DFND1170,84200
LA QUINTA HOLDINGS INCCOM50420D10856730,000SH DFND1 230,00000
LA QUINTA HOLDINGS INCCOM50420D10813,112693,425SH DFND1693,42500
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409195,8631,213,630SH DFND11,208,33605,294
LABORATORY CRP OF AMER HLDGSCOM NEW50540R4091821,129SH DFND1 21,12900
LADDER CAPITAL CORP-REITCL A50574310411,449759,224SH DFND1759,22400
LADENBURG THALMANN FINANCIALCOM50575Q1022,525772,244SH DFND1772,24400
LAKELAND BANCORP INCCOM5116371008,398423,078SH DFND1423,07800
LAKELAND FINANCIAL CORPCOM51165610010,876235,272SH DFND1235,27200
LAKELAND INDUSTRIES INCCOM51179510645835,442SH DFND135,44200
LAM RESEARCH CORPCOM512807108391,6111,932,273SH DFND11,916,920015,353
LAMAR ADVERTISING CO-ACL A51281610935550SH DFND1 255000
LAMAR ADVERTISING CO-ACL A51281610949,562778,546SH DFND1774,45104,095
LAMB WESTON HOLDINGS INCCOM51327210454934SH DFND1 293400
LAMB WESTON HOLDINGS INCCOM51327210473,3001,259,025SH DFND11,251,54207,483
LANCASTER COLONY CORPCOM51384710322,061179,159SH DFND1178,2100949
LANDCADIA HOLDINGS INCCL A51476W1076,604657,800SH DFND1 2657,80000
LANDCADIA HOLDINGS INCCL A51476W10715815,779SH DFND115,77900
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1155575,000SH DFND1 275,00000
LANDEC CORPCOM5147661042,958226,702SH DFND1226,70200
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10820112,077SH DFND112,07700
LANDS' END INCCOM51509F1053,944168,950SH DFND1168,8230127
LANDSTAR SYSTEM INCCOM51509810140,518369,528SH DFND1367,47502,053
LANDSTAR SYSTEM INCCOM51509810188804SH DFND1 280400
LANNETT CO INCCOM5160121014,057252,833SH DFND1252,6930140
LANTHEUS HOLDINGS INCCOM5165441036,082382,570SH DFND1382,57000
LANTHEUS HOLDINGS INCCOM516544103015SH DFND1 21500
LANTRONIX INCCOM NEW5165482032311,642SH DFND111,64200
LAREDO PETROLEUM INCCOM51680610611012,649SH DFND1 212,64900
LAREDO PETROLEUM INCCOM5168061069,9101,137,876SH DFND11,137,87600
LAS VEGAS SANDS CORPCOM517834107190,9562,658,891SH DFND12,658,89100
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210835,6351,228,378SH DFND11,222,42205,956
LATTICE SEMICONDUCTOR CORPCOM5184151046,7381,209,836SH DFND11,209,83600
LAUREATE EDUCATION INC-ACL A5186132035,851425,595SH DFND1425,59500
LAWSON PRODUCTS INCCOM5207761051,21848,247SH DFND148,24700
LAYN 8 05/01/19 144ANOTE 8.000% 5/0521050AD616,67013,000,000PRN DFND1 213,000,00000
LAYNE CHRISTENSEN COMPANYCOM5210501042,586173,363SH DFND1173,36300
LAZARD LTD-CL ASHS AG540501023606,850SH DFND1 26,85000
LAZARD LTD-CL ASHS AG5405010259,4351,130,808SH DFND11,129,9980810
LA-Z-BOY INCCOM50533610718,281610,396SH DFND1610,39600
LA-Z-BOY INCCOM5053361072337,799SH DFND1 27,79900
LCI INDUSTRIESCOM50189K10322,055211,771SH DFND1211,77100
LCNB CORPORATIONCOM50181P1001,20563,444SH DFND163,44400
LEAF GROUP LTDCOM52177G10265092,309SH DFND190,67201,637
LEAR CORPCOM NEW5218652045993,219SH DFND1 23,21900
LEAR CORPCOM NEW521865204144,619777,660SH DFND1777,66000
LEE ENTERPRISESCOM523768109500256,513SH DFND1256,51300
LEGACY ACQUISITION CORP-CW22*W EXP 11/30/202524643111231700,000SH DFND1 2700,00000
LEGACY RESERVES LPUNIT LP INT5247073040200SH DFND1 220000
LEGACY RESERVES LPUNIT LP INT52470730412225,959SH DFND125,95900
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10636863SH DFND1 286300
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10618,895441,286SH DFND1441,28600
LEGG MASON INCCOM52490110532,156791,061SH DFND1786,92604,135
LEGG MASON INCCOM5249011051283,158SH DFND1 23,15800
LEGGETT & PLATT INCCOM52466010775,2051,698,829SH DFND11,691,67507,154
LEIDOS HOLDINGS INCCOM52532710280,2721,228,473SH DFND11,220,62407,849
LEMAITRE VASCULAR INCCOM5255582015,449150,415SH DFND1150,41500
LENDINGCLUB CORPCOM52603A10910,6373,039,147SH DFND13,039,14700
LENDINGTREE INCCOM52603B10728,86687,966SH DFND187,4970469
LENNAR CORP - B SHSCL B5260573021,99041,748SH DFND140,28301,465
LENNAR CORP - B SHSCL B5260573022,31248,500SH DFND1 248,50000
LENNAR CORP-ACL A5260571041372,331SH DFND1 22,33100
LENNAR CORP-ACL A526057104184,9713,145,522SH DFND13,131,294014,228
LENNOX INTERNATIONAL INCCOM52610710766,193324,204SH DFND1322,36701,837
LEO HOLDINGS CORPUNIT 99/99/9999G5463L1213,500350,000SH DFND1 2350,00000
LEUCADIA NATIONAL CORPCOM527288104783,445SH DFND1 23,44500
LEUCADIA NATIONAL CORPCOM527288104116,7205,144,021SH DFND15,127,718016,303
LEXICON PHARMACEUTICALS INCCOM NEW5288723023,871451,742SH DFND1451,74200
LEXINGTON REALTY TRUSTCOM52904310114,7481,874,000SH DFND11,874,00000
LGI HOMES INCCOM50187T10611,305160,208SH DFND1160,20800
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB226,1808,000,000PRN DFND1 28,000,00000
LHC GROUP INCCOM50187A1079,206149,559SH DFND1149,55900
LIBBEY INCCOM529898108835170,903SH DFND1170,90300
LIBERTY BROADBAND-ACOM SER A53030710720,857245,964SH DFND1245,96400
LIBERTY BROADBAND-CCOM SER C530307305104,4541,219,759SH DFND11,219,75900
LIBERTY EXPEDIA HOLD-ASER A COM53046P10920,124512,323SH DFND1512,32300
LIBERTY GLOBAL PLC- CSHS CL CG5480U120128,1394,214,871SH DFND14,191,485023,386
LIBERTY GLOBAL PLC-ASHS CL AG5480U10446,9811,502,101SH DFND11,493,23308,868
LIBERTY LATIN AMERIC-CL ACOM CL AG9001E1025,889302,788SH DFND1302,78800
LIBERTY LATIN AMERIC-CL CCOM CL CG9001E12814,806775,637SH DFND1775,63700
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297062,04590,013SH DFND190,01300
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP5312298887,862344,538SH DFND1344,53800
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298706,800232,173SH DFND1232,17300
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985456,2031,823,043SH DFND11,823,04300
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM5312294091894,614SH DFND1 24,61400
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940933,928826,078SH DFND1826,07800
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960757,9541,420,281SH DFND11,420,28100
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10448519,293SH DFND1 219,29300
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M104112,9624,491,563SH DFND14,472,787018,776
LIBERTY OILFIELD SERVICES -ACOM CL A53115L1041,788105,864SH DFND1105,86400
LIBERTY PROPERTY TRUSTSH BEN INT53117210466,8941,684,652SH DFND11,677,44507,207
LIBERTY TAX INCCL A53128T10280679,820SH DFND179,82000
LIBERTY TAX INCCL A53128T10214214,146SH DFND1 214,14600
LIBERTY TRIPADVISOR HDG-ACOM SER A5314651027,864731,575SH DFND1731,3060269
LIFE STORAGE INCCOM53223X10740,773488,183SH DFND1485,90902,274
LIFEPOINT HEALTH INCCOM53219L10916,974361,149SH DFND1359,25001,899
LIFEPOINT HEALTH INCCOM53219L1092034,332SH DFND1 24,33200
LIFETIME BRANDS INCCOM53222Q1031,19096,027SH DFND196,02700
LIFEVANTAGE CORPCOM NEW53222K20532690,377SH DFND190,37700
LIFEWAY FOODS INCCOM53191410929449,223SH DFND149,22300
LIGAND PHARMACEUTICALSCOM NEW53220K50479480SH DFND1 248000
LIGAND PHARMACEUTICALSCOM NEW53220K50432,610197,447SH DFND1197,44700
LIGHTBRIDGE CORPCOM NEW53224K2031513,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780519588,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,343338,520SH DFND1338,52000
LIMELIGHT NETWORKS INCCOM53261M1044,082993,322SH DFND1993,32200
LIMONEIRA COCOM5327461042,28596,305SH DFND196,30500
LINCOLN EDUCATIONAL SERVICESCOM533535100214111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010649,159546,521SH DFND1543,00003,521
LINCOLN NATIONAL CORPCOM53418710935481SH DFND1 248100
LINCOLN NATIONAL CORPCOM534187109184,5562,532,116SH DFND12,519,970012,146
LINDBLAD EXPEDITIONS HOLDINGCOM5352191092,088203,320SH DFND1203,32000
LINDSAY CORPCOM5355551068,55193,521SH DFND193,52100
LIONS GATE ENTERTAINMENT-ACL A VTG53591940113,719531,137SH DFND1531,13700
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950022,890950,613SH DFND1950,61300
LIPOCINE INCCOM53630X104159104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A1024490,569SH DFND190,56900
LIQUIDITY SERVICES INCCOM53635B1071,361209,458SH DFND1209,45800
LITHIA MOTORS INC-CL ACL A53679710320,353202,479SH DFND1202,47900
LITHIA MOTORS INC-CL ACL A53679710335357SH DFND1 235700
LITTELFUSE INCCOM53700810446,304222,423SH DFND1221,20901,214
LIVANOVA PLCSHSG5509L10136,549412,987SH DFND1410,86202,125
LIVE NATION ENTERTAINMENT INCOM53803410948,7561,157,895SH DFND11,151,28606,609
LIVE OAK BANCSHARES INCCOM53803X1056,908248,517SH DFND1248,51700
LIVE VENTURES INCCOM NEW53814230818014,842SH DFND114,84200
LIVEPERSON INCCOM5381461018,412514,544SH DFND1514,54400
LKQ CORPCOM501889208137,9063,642,276SH DFND13,626,210016,066
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109962258,691SH DFND1248,134010,557
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR53943910914438,755SH DFND1 238,75500
LOCKHEED MARTIN CORPCOM539830109929,3162,756,781SH DFND12,743,846012,935
LOEWS CORPCOM5404241082505,036SH DFND1 25,03600
LOEWS CORPCOM540424108189,3543,815,051SH DFND13,801,013014,038
LOGITECH INTERNATIONAL-REGSHSH504302323,60398,108SH DFND198,10800
LOGMEIN INCCOM54142L10954,642472,891SH DFND1470,33002,561
LONESTAR RESOURCES US I-CL ACL A VTG54240F103481110,879SH DFND1110,87900
LONGFIN CORPCOM CLASS A54304F1065,417313,861SH DFND1313,86100
LORAL SPACE & COMMUNICATIONSCOM5438811065,138123,382SH DFND1123,38200
LOUISIANA-PACIFIC CORPCOM54634710579,3532,758,192SH DFND12,751,10807,084
LOUISIANA-PACIFIC CORPCOM54634710548716,936SH DFND1 216,93600
LOWE'S COS INCCOM548661107835,0029,538,822SH DFND19,493,394045,428
LOXO ONCOLOGY INCCOM54886210124,702214,112SH DFND1214,11200
LPL FINANCIAL HOLDINGS INCCOM50212V10033544SH DFND1 254400
LPL FINANCIAL HOLDINGS INCCOM50212V10055,429907,639SH DFND1907,63900
LRAD CORPCOM50213V109329143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,031168,317SH DFND1168,31700
LSC COMMUNICATIONS INCCOM50218P10718010,333SH DFND1 210,33300
LSC COMMUNICATIONS INCCOM50218P10713,823792,178SH DFND1791,7230455
LSI INDUSTRIES INCCOM50216C1081,794221,212SH DFND1221,21200
LSI INDUSTRIES INCCOM50216C108678,366SH DFND1 28,36600
LTC PROPERTIES INCCOM50217510215,319403,151SH DFND1403,15100
LUBY'S INCCOM54928210119369,569SH DFND169,56900
LULULEMON ATHLETICA INCCOM55002110989,8711,009,291SH DFND11,009,29100
LULULEMON ATHLETICA INCCOM5500211091561,753SH DFND1 21,75300
LUMBER LIQUIDATORS HOLDINGSCOM55003T1075,729239,534SH DFND1239,53400
LUMENTUM HOLDINGS INCCOM55024U10935,994564,171SH DFND1564,17100
LUMINEX CORPCOM55027E1028,992426,815SH DFND1426,81500
LUMINEX CORPCOM55027E1022109SH DFND1 210900
LUNA INNOVATIONS INCCOM550351100482148,929SH DFND1148,92900
LUTHER BURBANK CORPCOM5505501071,245103,744SH