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
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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 A68243Q10620816,640SH DFND1 216,64000
1-800-FLOWERS.COM INC-CL ACL A68243Q1064,004319,081SH DFND1317,65601,425
1ST CONSTITUTION BANCORPCOM31986N1021,50065,533SH DFND165,53300
1ST SOURCE CORPCOM3369011039,995187,068SH DFND1187,06800
21VIANET GROUP INC-ADRSPONSORED ADR90138A10338639,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1032,418983,234SH DFND1983,23400
2U INCCOM90214J10143,149516,388SH DFND1516,38800
3D SYSTEMS CORPCOM NEW88554D20514,3001,035,491SH DFND11,035,49100
3M COCOM88579Y1012061,049SH DFND1 21,04900
3M COCOM88579Y1011,379,0507,024,380SH DFND16,991,304033,076
51JOB INC-ADRSP ADR REP COM3168271041201,235SH DFND1 21,23500
51JOB INC-ADRSP ADR REP COM3168271046,44466,327SH DFND166,32700
58.COM INC-ADRSPON ADR REP A31680Q10410,574153,740SH DFND1153,5020238
8X8 INCCOM28291410017,445870,076SH DFND1870,07600
A H BELO CORP-ACOM CL A001282102518110,274SH DFND1110,27400
A10 NETWORKS INCCOM0021211012,941472,182SH DFND1472,18200
AAC HOLDINGS INCCOM000307108953101,801SH DFND1101,80100
AAON INCCOM PAR $0.00400036020614,451434,637SH DFND1434,63700
AAR CORPCOM00036110515,203327,029SH DFND1327,02900
AARON'S INCCOM PAR $0.5000253530030,312697,633SH DFND1694,59903,034
ABAXIS INCCOM00256710519,964240,508SH DFND1239,9860522
ABB LTD-SPON ADRSPONSORED ADR00037520462528,745SH DFND124,84303,902
ABBOTT LABORATORIESCOM0028241001,217,06719,996,903SH DFND119,898,355098,548
ABBVIE INCCOM00287Y1091,540,68316,665,619SH DFND116,581,263084,356
ABEONA THERAPEUTICS INCCOM00289Y1074,897306,097SH DFND1306,09700
ABERCROMBIE & FITCH CO-CL ACL A00289620725610,465SH DFND1 210,46500
ABERCROMBIE & FITCH CO-CL ACL A00289620720,373832,265SH DFND1831,8620403
ABERDEEN EM MRKT EQTY INCCOM00301W10560286,112SH DFND1 286,11200
ABIOMED INCCOM0036541007351,799SH DFND1 21,79900
ABIOMED INCCOM003654100208,175509,930SH DFND1507,60602,324
ABM INDUSTRIES INCCOM00095710017,275592,044SH DFND1592,04400
ABR 5.375 11/15/20NOTE 5.375%11/1038923AB44,4334,000,000PRN DFND1 24,000,00000
ABRAXAS PETROLEUM CORPCOM0038301064,6111,595,663SH DFND11,595,66300
AC IMMUNE SASHSH0026310547851,448SH DFND151,44800
ACACIA COMMUNICATIONS INCCOM00401C1088,158234,377SH DFND1234,37700
ACACIA RESEARCH CORPACACIA TCH COM0038813072,148517,682SH DFND1517,68200
ACADIA HEALTHCARE CO INCCOM00404A10933,178811,002SH DFND1806,97304,029
ACADIA PHARMACEUTICALS INCCOM00422510815,239998,016SH DFND1998,01600
ACADIA PHARMACEUTICALS INCCOM0042251081016,617SH DFND1 26,61700
ACADIA REALTY TRUSTCOM SH BEN INT00423910925,505931,886SH DFND1931,88600
ACCELERATE DIAGNOSTICS INCCOM00430H102281,295SH DFND1 21,29500
ACCELERATE DIAGNOSTICS INCCOM00430H1026,328283,781SH DFND1283,5870194
ACCELERON PHARMA INCCOM00434H10819,406399,975SH DFND1399,97500
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,302,6167,977,848SH DFND17,941,981035,867
ACCENTURE PLC-CL ASHS CLASS AG1151C1014432,713SH DFND1 22,71300
ACCESS NATIONAL CORPCOM0043371014,023140,671SH DFND1140,67100
ACCO BRANDS CORPCOM00081T10814,2911,031,849SH DFND11,031,84900
ACCO BRANDS CORPCOM00081T10866748,176SH DFND1 248,17600
ACCURAY INCCOM0043971053,416833,400SH DFND1833,40000
ACELRX PHARMACEUTICALS INCCOM00444T100843250,005SH DFND1250,00500
ACETO CORPCOM004446100742221,776SH DFND1221,77600
ACHAOGEN INCCOM004449104212,472SH DFND1 22,47200
ACHAOGEN INCCOM0044491042,867331,134SH DFND1331,13400
ACHILLION PHARMACEUTICALSCOM00448Q2014,0681,437,697SH DFND11,437,69700
ACI WORLDWIDE INCCOM00449810128,3661,149,840SH DFND11,144,12205,718
ACLARIS THERAPEUTICS INCCOM00461U1055,325266,653SH DFND1266,65300
ACM RESEARCH INC-CLASS ACOM CL A00108J10966962,102SH DFND162,10200
ACNB CORPCOM0008681091,47343,269SH DFND143,26900
ACORDA THERAPEUTICS INCCOM00484M106561,977SH DFND1 21,97700
ACORDA THERAPEUTICS INCCOM00484M10614,319498,923SH DFND1498,92300
ACTINIUM PHARMACEUTICALS INCCOM00507W107199312,355SH DFND1312,35500
ACTIVISION BLIZZARD INCCOM00507V109632,9048,310,679SH DFND18,231,680078,999
ACTUANT CORP-ACL A NEW00508X20316,577564,823SH DFND1564,82300
ACUITY BRANDS INCCOM00508Y1024003,456SH DFND1 23,45600
ACUITY BRANDS INCCOM00508Y10256,296486,148SH DFND1484,13502,013
ACUSHNET HOLDINGS CORPCOM0050981088,889363,446SH DFND1363,44600
ACXIOM CORPCOM00512510923,536785,856SH DFND1782,07903,777
ADAMAS PHARMACEUTICALS INCCOM00548A1065,137198,894SH DFND1198,89400
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208598187,055SH DFND1187,05500
ADAMS DIVERSIFIED EQUITYCOM0062121042,258146,490SH DFND1 2146,49000
ADAMS NATURAL RESOURCES FUNDCOM00548F1053,863192,306SH DFND1 2192,30600
ADAMS RESOURCES & ENERGY INCCOM NEW00635130886020,012SH DFND120,01200
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10746539,248SH DFND139,24800
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A107221,889SH DFND1 21,88900
ADDUS HOMECARE CORPCOM0067391064,41977,193SH DFND177,19300
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061511,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D1011,169139,192SH DFND1139,19200
ADIENT PLC ORD SHSG0084W10143,544885,238SH DFND1885,0920146
ADMA BIOLOGICS INCCOM000899104907201,110SH DFND1201,11000
ADOBE SYSTEMS INCCOM00724F1011,388,3695,706,243SH DFND15,655,368050,875
ADOMANI INCCOM00726A1004037,067SH DFND137,06700
ADT INCCOM00090Q1031157SH DFND1 215700
ADT INCCOM00090Q10313,1241,517,252SH DFND11,517,25200
ADTALEM GLOBAL EDUCATION INCCOM00737L10326,326547,331SH DFND1544,37902,952
ADTRAN INCCOM00738A1067,485504,077SH DFND1504,07700
ADURO BIOTECH INCCOM00739L1013,509501,326SH DFND1501,32600
ADVANCE AUTO PARTS INCCOM00751Y106113,587838,813SH DFND1834,88503,928
ADVANCED DISPOSAL SERVICES ICOM00790X10111,891479,877SH DFND1479,87700
ADVANCED DRAINAGE SYSTEMS INCOM00790R10411,595406,159SH DFND1406,15900
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,583227,400SH DFND1227,40000
ADVANCED ENERGY INDUSTRIESCOM0079731005569,572SH DFND1 29,57200
ADVANCED ENERGY INDUSTRIESCOM00797310023,622406,655SH DFND1406,65500
ADVANCED MICRO DEVICESCOM007903107231,580SH DFND1 21,58000
ADVANCED MICRO DEVICESCOM007903107159,09310,632,270SH DFND110,588,059044,211
ADVANSIX INCCOM00773T10110,323281,825SH DFND1281,82500
ADVAXIS INCCOM NEW007624208294203,102SH DFND1203,10200
ADVERUM BIOTECHNOLOGIES INCCOM00773U1082,435459,595SH DFND1459,59500
AECOMCOM00766T10050,4081,526,130SH DFND11,518,25507,875
AEGION CORPCOM00770F1048,640335,553SH DFND1335,55300
AEGLEA BIOTHERAPEUTICS INCCOM00773J1031,559147,404SH DFND1147,40400
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410320835,234SH DFND131,79403,440
AEHR TEST SYSTEMSCOM00760J10823098,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2029059,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510624,565456,065SH DFND1456,06500
AERIE PHARMACEUTICALS INCCOM00771V10827,031400,169SH DFND1400,16900
AEROHIVE NETWORKS INCCOM0077861061,398352,354SH DFND1352,35400
AEROJET ROCKETDYNE HOLDINGSCOM00780010520,269687,340SH DFND1687,34000
AEROVIRONMENT INCCOM00807310815,394215,521SH DFND1215,52100
AES CORPCOM00130H105108,3118,092,799SH DFND18,057,702035,097
AETHLON MEDICAL INCCOM NEW00808Y2087962,035SH DFND162,03500
AETNA INCCOM00817Y1084,03722,000SH DFND1 222,00000
AETNA INCCOM00817Y108650,5543,553,021SH DFND13,534,968018,053
AEVI GENOMIC MEDICINE INCCOM00835P105185167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210893,245628,517SH DFND1625,63502,882
AFFILIATED MANAGERS GROUPCOM0082521083802,558SH DFND1 22,55800
AFFIMED NVCOMN010451088451,220SH DFND151,22000
AFLAC INCCOM00105510230718SH DFND1 271800
AFLAC INCCOM001055102405,7979,451,225SH DFND19,408,104043,121
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,918261,784SH DFND1258,78602,998
AG MORTGAGE INVESTMENT TRUSTCOM001228105321,745SH DFND1 21,74500
AGCO CORPCOM00108410269,8761,151,166SH DFND11,147,92503,241
AGCO CORPCOM001084102641,068SH DFND1 21,06800
AGENUS INCCOM NEW00847G7051,895835,007SH DFND1835,00700
AGILE THERAPEUTICS INCCOM00847L10091185,857SH DFND1185,85700
AGILENT TECHNOLOGIES INCCOM00846U101237,1453,842,492SH DFND13,824,614017,878
AGILENT TECHNOLOGIES INCCOM00846U1015799,374SH DFND1 29,37400
AGILYSYS INCCOM00847J1052,633169,908SH DFND1169,90800
AGIOS PHARMACEUTICALS INCCOM00847X10439,786472,359SH DFND1472,35900
AGNC INVESTMENT CORPCOM00123Q104108,0255,813,635SH DFND15,806,86006,775
AGNICO EAGLE MINES LTDCOM0084741081533,345SH DFND13,0800265
AGREE REALTY CORPCOM00849210015,327290,454SH DFND1290,45400
AGROFRESH SOLUTIONS INCCOM00856G1091,969280,914SH DFND1280,91400
AIMMUNE THERAPEUTICS INCCOM00900T10711,471426,593SH DFND1426,59300
AIR LEASE CORPCL A00912X30236,760875,865SH DFND1875,86500
AIR PRODUCTS & CHEMICALS INCCOM00915810630197SH DFND1 219700
AIR PRODUCTS & CHEMICALS INCCOM009158106366,2292,356,914SH DFND12,344,803012,111
AIR TRANSPORT SERVICES GROUPCOM00922R10511,401504,694SH DFND1504,69400
AIRCASTLE LTDCOMG0129K104351,718SH DFND1 21,71800
AIRCASTLE LTDCOMG0129K10410,473510,893SH DFND1510,89300
AIRGAIN INCCOM00938A10428230,780SH DFND130,78000
AIRMEDIA GROUP INC-ADRSPONSORED ADR0094111091320,876SH DFND120,87600
AK STEEL HOLDING CORPCOM00154710812,2552,823,916SH DFND12,823,91600
AK STEEL HOLDING CORPCOM001547108368,372SH DFND1 28,37200
AKAM 0 02/15/19DBCV 2/100971TAG65,0105,000,000PRN DFND1 25,000,00000
AKAMAI TECHNOLOGIES INCCOM00971T101149,7372,048,828SH DFND12,039,77309,055
AKCEA THERAPEUTICS INCCOM00972L1074,816203,131SH DFND1203,13100
AKEBIA THERAPEUTICS INCCOM00972D1055,842585,394SH DFND1584,36501,029
AKERS BIOSCIENCES INCCOM00973E102177458,458SH DFND1458,45800
AKORN INCCOM00972810616,247979,325SH DFND1974,72004,605
AKOUSTIS TECHNOLOGIES INCCOM00973N10241056,508SH DFND156,50800
ALAMO GROUP INCCOM01131110734387SH DFND1 238700
ALAMO GROUP INCCOM0113111079,767108,094SH DFND1108,09400
ALARM.COM HOLDINGS INCCOM01164210511,751291,018SH DFND1291,01800
ALASKA AIR GROUP INCCOM011659109101,8981,689,480SH DFND11,682,53906,941
ALASKA COMM SYSTEMS GROUPCOM01167P101639361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810816,106267,770SH DFND1267,77000
ALBEMARLE CORPCOM012653101119,9441,274,184SH DFND11,268,03806,146
ALBIREO PHARMA INCCOM01345P1062,88681,296SH DFND181,29600
ALCOA CORPCOM01387210686,7751,851,012SH DFND11,850,4310581
ALCOA CORPCOM013872106651,394SH DFND1 21,39400
ALDER BIOPHARMACEUTICALS INCCOM0143391059,418596,126SH DFND1596,12600
ALDEYRA THERAPEUTICS INCCOM01438T1061,174147,737SH DFND1147,73700
ALEXANDER & BALDWIN INCCOM01449110416,375696,830SH DFND1693,51503,315
ALEXANDER'S INCCOM01475210911,84530,958SH DFND130,95800
ALEXANDRIA REAL ESTATE EQUITCOM015271109175,2841,391,605SH DFND11,386,14005,465
ALEXION PHARMACEUTICALS INCCOM0153511092041,644SH DFND1 21,64400
ALEXION PHARMACEUTICALS INCCOM015351109301,8072,436,265SH DFND12,413,223023,042
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102357,7701,943,914SH DFND11,943,1940720
ALICO INCCOM0162301041,00031,565SH DFND131,56500
ALIGN TECHNOLOGY INCCOM016255101109320SH DFND1 232000
ALIGN TECHNOLOGY INCCOM016255101339,466993,934SH DFND1986,00607,928
ALIMERA SCIENCES INCCOM016259103141144,795SH DFND1144,79500
ALJ REGIONAL HOLDINGS INCCOM0016271084724,901SH DFND124,90100
ALKERMES PLCSHSG0176710559,0351,435,164SH DFND11,435,0400124
ALLEGHANY CORPCOM01717510080,336139,828SH DFND1139,0780750
ALLEGHENY TECHNOLOGIES INCCOM01741R10229,2351,163,817SH DFND11,157,64806,169
ALLEGIANCE BANCSHARES INCCOM01748H1075,678130,982SH DFND1130,98200
ALLEGIANT TRAVEL COCOM01748X10217,591126,606SH DFND1126,60600
ALLEGION PLCORD SHSG0176J10987,8561,137,966SH DFND11,132,92705,039
ALLEGION PLCORD SHSG0176J1091361,759SH DFND1 21,75900
ALLENA PHARMACEUTICALS INCCOM01811910778460,182SH DFND160,18200
ALLERGAN PLCSHSG0177J108647,5463,892,060SH DFND13,873,595018,465
ALLERGAN PLCSHSG0177J1083201,920SH DFND1 21,92000
ALLETE INCCOM NEW01852230044,564575,699SH DFND1573,18102,518
ALLIANCE DATA SYSTEMS CORPCOM018581108144,300619,945SH DFND1617,38702,558
ALLIANCE DATA SYSTEMS CORPCOM018581108175754SH DFND1 275400
ALLIANCE MMA INCCOM0186261011031,107SH DFND131,10700
ALLIANCE ONE INTERNATIONALCOM NEW0187723011,13471,571SH DFND171,57100
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1082,178118,737SH DFND1118,73700
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10867336,716SH DFND1 236,71600
ALLIANCEBERNSTEIN GL HI INCCOM01879R10615913,845SH DFND1 213,84500
ALLIANT ENERGY CORPCOM018802108122,0752,890,143SH DFND12,877,359012,784
ALLIED MOTION TECHNOLOGIESCOM0193301093,32569,452SH DFND169,45200
ALLISON TRANSMISSION HOLDINGCOM01973R1011,00224,764SH DFND1 224,76400
ALLISON TRANSMISSION HOLDINGCOM01973R10182,9882,049,599SH DFND12,049,59900
ALLOT COMMUNICATIONS LTDSHSM0854Q1059718,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10824,8732,072,775SH DFND12,059,295013,480
ALLSTATE CORPCOM020002101397,7954,366,845SH DFND14,348,193018,652
ALLSTATE CORPCOM0200021011842,025SH DFND1 22,02500
ALLY FINANCIAL INCCOM02005N10098,5743,755,278SH DFND13,755,27800
ALNYLAM PHARMACEUTICALS INCCOM02043Q10779,400806,745SH DFND1806,6210124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1043,697259,687SH DFND1259,68700
ALPHABET INC-CL ACAP STK CL A02079K3053,968,0123,521,184SH DFND13,490,211030,973
ALPHABET INC-CL CCAP STK CL C02079K1074,021,3203,611,742SH DFND13,578,023033,719
ALPHATEC HOLDINGS INCCOM NEW02081G20114047,147SH DFND147,14700
ALPINE IMMUNE SCIENCES INCCOM02083G10023831,490SH DFND131,49000
ALTA MESA RESOURCES INCCL A02133L1097,4481,093,735SH DFND11,093,73500
ALTA MESA RESOURCES INCCL A02133L1091,420208,638SH DFND1 2208,63800
ALTABA INCCOM0213461012,90639,700SH DFND1 239,70000
ALTABA INCCOM0213461011,15415,769SH DFND115,4630306
ALTAIR ENGINEERING INC - ACOM CL A0213691038,271241,994SH DFND1241,99400
ALTERYX INC - CLASS ACOM CL A02156B1039,047237,099SH DFND1237,09900
ALTICE USA INC- ACL A02156K10368240,000SH DFND1 240,00000
ALTICE USA INC- ACL A02156K10312,987761,267SH DFND1761,26700
ALTIMMUNE INCCOM02155H1011330,652SH DFND129,9550697
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1043,459118,599SH DFND1118,59900
ALTRA INDUSTRIAL MOTION CORPCOM02208R10612,788296,716SH DFND1296,71600
ALTRIA GROUP INCCOM02209S1031,282,48722,628,162SH DFND122,527,7280100,434
AMAG PHARMACEUTICALS INCCOM00163U1067,613390,460SH DFND1390,3330127
AMAG PHARMACEUTICALS INCCOM00163U10627213,990SH DFND1 213,99000
AMARIN CORP PLC -ADRSPONS ADR NEW023111206866280,508SH DFND1280,50800
A-MARK PRECIOUS METALS INCCOM00181T10725419,162SH DFND119,16200
AMAZON.COM INCCOM0231351067,833,9734,618,431SH DFND14,572,494045,937
AMAZON.COM INCCOM023135106256151SH DFND1 215100
AMBAC FINANCIAL GROUP INCCOM NEW0231398848,810443,854SH DFND1443,85400
AMBARELLA INCSHSG037AX1014,211109,088SH DFND1109,044044
AMBER ROAD INCCOM02318Y1081,797191,071SH DFND1191,07100
AMBEV SA-ADRSPONSORED ADR02319V103540116,742SH DFND1 2116,74200
AMBEV SA-ADRSPONSORED ADR02319V103954206,104SH DFND1206,10400
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1047,578476,655SH DFND1476,65500
AMC NETWORKS INC-ACL A00164V10326,661428,634SH DFND1426,38102,253
AMDOCS LTDSHSG0260210329,201441,170SH DFND1441,17000
AMEDISYS INCCOM02343610824,792290,110SH DFND1290,11000
AMER NATL BNKSHS/DANVILLE VACOM0277451082,19754,928SH DFND154,92800
AMERCOCOM02358610026,76075,195SH DFND175,19500
AMEREN CORPORATIONCOM023608102170,2222,803,237SH DFND12,789,907013,330
AMERESCO INC-CL ACL A02361E1082,046170,554SH DFND1170,55400
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10724839,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102193,3445,101,430SH DFND15,056,315045,115
AMERICAN AIRLINES GROUP INCCOM02376R10226705SH DFND1 270500
AMERICAN ASSETS TRUST INCCOM02401310418,519483,668SH DFND1483,66800
AMERICAN AXLE & MFG HOLDINGSCOM02406110320,2471,301,242SH DFND11,301,24200
AMERICAN CAMPUS COMMUNITIESCOM02483510065,3851,524,841SH DFND11,518,13106,710
AMERICAN EAGLE OUTFITTERSCOM02553E1061777,638SH DFND1 27,63800
AMERICAN EAGLE OUTFITTERSCOM02553E10635,9541,546,449SH DFND11,537,44609,003
AMERICAN ELECTRIC POWERCOM025537101370,3555,359,839SH DFND15,333,003026,836
AMERICAN ELECTRIC TECHNOLOGICOM0255761091411,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620631,113864,276SH DFND1864,27600
AMERICAN EXPRESS COCOM025816109773,1987,906,912SH DFND17,867,953038,959
AMERICAN FINANCIAL GROUP INCCOM02593210469,917651,923SH DFND1648,51903,404
AMERICAN FINANCIAL GROUP INCCOM02593210430287SH DFND1 228700
AMERICAN HOMES 4 RENT- ACL A02665T30662,2172,805,122SH DFND12,805,12200
AMERICAN INTERNATIONAL GROUPCOM NEW026874784507,9459,601,708SH DFND19,554,072047,636
AMERICAN NATIONAL INSURANCECOM02859110512,625105,573SH DFND1105,57300
AMERICAN OUTDOOR BRANDS CORPCOM02874P1036,453536,483SH DFND1536,48300
AMERICAN PUBLIC EDUCATIONCOM02913V1037,408175,971SH DFND1175,97100
AMERICAN PUBLIC EDUCATIONCOM02913V10362914,947SH DFND1 214,94700
AMERICAN RAILCAR INDUSTRIESCOM02916P1033,31884,052SH DFND184,05200
AMERICAN RENAL ASSOCIATES HOCOM0292271051,960124,324SH DFND1124,32400
AMERICAN RIVER BANKSHRS (CA)COM02932610518111,472SH DFND111,47200
AMERICAN SOFTWARE INC-CL ACL A02968310915810,910SH DFND1 210,91000
AMERICAN SOFTWARE INC-CL ACL A0296831094,193287,844SH DFND1287,84400
AMERICAN STATES WATER COCOM02989910119,386339,165SH DFND1339,16500
AMERICAN SUPERCONDUCTOR CORPSHS NEW030111207761108,768SH DFND1108,76800
AMERICAN TOWER CORPCOM03027X100660,5374,592,180SH DFND14,568,204023,976
AMERICAN VANGUARD CORPCOM0303711085,701248,414SH DFND1248,41400
AMERICAN WATER WORKS CO INCCOM030420103179,0602,101,431SH DFND12,091,98309,448
AMERICAN WOODMARK CORPCOM03050610913,032142,352SH DFND1142,35200
AMERICA'S CAR-MART INCCOM03062T1054,04465,343SH DFND165,34300
AMERICOLD REALTY TRUSTCOM03064D10812,127550,770SH DFND1550,77000
AMERIPRISE FINANCIAL INCCOM03076C1065754,111SH DFND1 24,11100
AMERIPRISE FINANCIAL INCCOM03076C106253,5321,815,954SH DFND11,807,84008,114
AMERIS BANCORPCOM03076K10822,837428,074SH DFND1428,07400
AMERISAFE INCCOM03071H10011,061191,545SH DFND1191,54500
AMERISERV FINANCIAL INCCOM03074A1026014,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105154,0041,809,988SH DFND11,800,29609,692
AMES NATIONAL CORPCOM0310011001,85160,021SH DFND160,02100
AMETEK INCCOM031100100193,9882,693,851SH DFND12,680,611013,240
AMGEN INCCOM0311621001,556,0238,445,554SH DFND18,375,494070,060
AMGEN INCCOM0311621003852,087SH DFND1 22,08700
AMICUS THERAPEUTICS INCCOM03152W10930,0121,921,442SH DFND11,921,44200
AMKOR TECHNOLOGY INCCOM03165210015,4221,795,413SH DFND11,795,41300
AMN HEALTHCARE SERVICES INCCOM00174410125,966443,108SH DFND1443,10800
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10512,162741,184SH DFND1741,18400
AMPCO-PITTSBURGH CORPCOM03203710351950,646SH DFND150,64600
AMPHASTAR PHARMACEUTICALS INCOM03209R1035,691372,984SH DFND1372,98400
AMPHASTAR PHARMACEUTICALS INCOM03209R1031207,875SH DFND1 27,87500
AMPHENOL CORP-CL ACL A032095101335,9993,862,634SH DFND13,846,638015,996
AMPIO PHARMACEUTICALS INCCOM03209T1091,522692,173SH DFND1692,17300
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3018272,911SH DFND172,91100
AMRN 3.5 01/15/47NOTE 3.500% 1/2220485AB24,6744,100,000PRN DFND1 24,100,00000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250410717,711SH DFND1 217,71100
AMTECH SYSTEMS INCCOM PAR $0.01N03233250445374,914SH DFND174,91400
AMTRUST FINANCIAL SERVICESCOM03235930915,0371,032,105SH DFND11,032,10500
AMYRIS INCCOM NEW03236M2001,624254,198SH DFND1254,19800
ANADARKO PETROLEUM CORPCOM032511107397,8095,443,250SH DFND15,415,369027,881
ANALOG DEVICES INCCOM032654105428,8424,479,685SH DFND14,440,938038,747
ANAPTYSBIO INCCOM03272410611,452161,216SH DFND1161,21600
ANAVEX LIFE SCIENCES CORPCOM NEW032797300736281,105SH DFND1281,10500
ANCHOR BANCORPCOM0328381042479,419SH DFND19,41900
ANDEAVORCOM03349M105216,8751,656,630SH DFND11,648,73007,900
ANDERSONS INC/THECOM0341641039,659282,439SH DFND1282,43900
ANGI HOMESERVICES INC- ACOM CL A00183L1026,310410,317SH DFND1410,31700
ANGIODYNAMICS INCCOM03475V10113,073587,849SH DFND1587,84900
ANGIODYNAMICS INCCOM03475V1011155,201SH DFND1 25,20100
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,12411,156SH DFND111,15600
ANI PHARMACEUTICALS INCCOM00182C1035,83387,334SH DFND187,33400
ANIKA THERAPEUTICS INCCOM0352551085,280165,023SH DFND1164,9010122
ANIKA THERAPEUTICS INCCOM035255108792,491SH DFND1 22,49100
ANIXTER INTERNATIONAL INCCOM03529010519,062301,140SH DFND1300,8100330
ANNALY CAPITAL MANAGEMENT INCOM035710409157,89715,352,187SH DFND115,344,73407,453
ANSYS INCCOM03662Q105185,7711,068,577SH DFND11,064,11904,458
ANTARES PHARMA INCCOM0366421063,5601,379,873SH DFND11,379,87300
ANTERO RESOURCES CORPCOM03674X10664,0613,001,752SH DFND13,001,75200
ANTHEM INCCOM036752103718,6703,025,330SH DFND13,010,886014,444
ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA91,7153,500,000PRN DFND1 23,500,00000
ANWORTH MORTGAGE ASSET CORPCOM0373471015,2791,062,200SH DFND11,055,33706,863
AON PLCSHS CL AG0408V102349,6662,554,992SH DFND12,542,017012,975
APACHE CORPCOM037411105204,7244,388,291SH DFND14,367,597020,694
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R76230812,041SH DFND112,04100
APARTMENT INVT & MGMT CO -ACL A03748R10194,8752,245,648SH DFND12,237,29808,350
APELLIS PHARMACEUTICALS INCCOM03753U1067,924360,202SH DFND1360,20200
APERGY CORPCOM03755L10428,654686,326SH DFND1682,12504,201
APOGEE ENTERPRISES INCCOM03759810913,715284,721SH DFND1284,72100
APOGEE ENTERPRISES INCCOM03759810942890SH DFND1 289000
APOLLO COMMERCIAL REAL ESTATCOM03762U10523,2361,271,160SH DFND11,262,63708,523
APOLLO INVESTMENT CORPCOM03761U10610118,235SH DFND10018,235
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2071,67664,842SH DFND164,84200
APPFOLIO INC - ACOM CL A03783C1006089,958SH DFND1 29,95800
APPFOLIO INC - ACOM CL A03783C1009,137149,429SH DFND1149,1990230
APPIAN CORPCL A03782L1013,11086,024SH DFND186,02400
APPLE HOSPITALITY REIT INCCOM NEW03784Y20062,7223,507,945SH DFND13,507,94500
APPLE INCCOM03783310010,582,82057,292,985SH DFND156,781,6760511,309
APPLE INCCOM0378331002451,324SH DFND1 21,32400
APPLIED DNA SCIENCES INCCOM NEW03815U201138110,263SH DFND1110,26300
APPLIED GENETIC TECHNOLOGIESCOM03820J10033891,456SH DFND191,45600
APPLIED INDUSTRIAL TECH INCCOM03820C10524,982356,136SH DFND1356,13600
APPLIED MATERIALS INCCOM0382221051,01822,051SH DFND1 222,05100
APPLIED MATERIALS INCCOM038222105589,30112,782,552SH DFND112,678,2000104,352
APPLIED OPTOELECTRONICS INCCOM03823U1028,565190,773SH DFND1190,677096
APPROACH RESOURCES INCCOM03834A1031,181484,401SH DFND1484,40100
APPTIO INC - CLASS ACL A03835C10811,843327,155SH DFND1327,15500
APPTIO INC - CLASS ACL A03835C1082386,593SH DFND1 26,59300
APRICUS BIOSCIENCES INCCOM NEW03832V30789228,416SH DFND1228,41600
APTARGROUP INCCOM03833610352,388561,022SH DFND1557,96003,062
APTEVO THERAPEUTICS INCCOM03835L108552110,643SH DFND1110,550093
APTIV PLCSHSG6095L109298,6393,265,521SH DFND13,251,471014,050
AQUA AMERICA INCCOM03836W10357,4141,632,025SH DFND11,623,29308,732
AQUA METALS INCCOM03837J101504175,329SH DFND1175,32900
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20011233,782SH DFND133,78200
AQUANTIA CORPCOM03842Q1081,418122,516SH DFND1122,51600
AQUAVENTURE HOLDINGS LTDSHSG0443N1071,723110,636SH DFND1110,63600
AQUINOX PHARMACEUTICALS INCCOM03842B101440166,203SH DFND1166,20300
ARADIGM CORPCOM PAR0385054009163,010SH DFND163,01000
ARAMARKCOM03852U106902,430SH DFND1 22,43000
ARAMARKCOM03852U10686,7452,339,869SH DFND12,339,86900
ARATANA THERAPEUTICS INCCOM03874P1011,712403,049SH DFND1403,04900
ARBOR REALTY TRUST INCCOM0389231085,387516,548SH DFND1516,54800
ARBOR REALTY TRUST INCCOM0389231081,295124,250SH DFND1 2124,25000
ARBUTUS BIOPHARMA CORPCOM03879J100903123,788SH DFND1123,78800
ARC DOCUMENT SOLUTIONS INCCOM00191G103355200,775SH DFND1200,77500
ARC GROUP WORLDWIDE INCCOM00213H1058635,276SH DFND135,27600
ARCA BIOPHARMA INCCOM PAR00211Y4072748,679SH DFND148,67900
ARCBEST CORPCOM03937C10512,610275,936SH DFND1275,93600
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L2032759,573SH DFND18,9310642
ARCH CAPITAL GROUP LTDORDG0450A105106,6004,031,475SH DFND14,031,47500
ARCH CAPITAL GROUP LTDORDG0450A1051284,871SH DFND1 24,87100
ARCH COAL INC - ACL A0393804073554,537SH DFND1 24,53700
ARCH COAL INC - ACL A03938040721,145269,613SH DFND1269,61300
ARCHER-DANIELS-MIDLAND COCOM039483102299,3876,545,889SH DFND16,514,459031,430
ARCHROCK INCCOM03957W10614,7931,232,766SH DFND11,230,55402,212
ARCONIC INCCOM03965L10042525,041SH DFND1 225,04100
ARCONIC INCCOM03965L10083,4294,914,834SH DFND14,892,287022,547
ARCUS BIOSCIENCES INCCOM03969F10996979,231SH DFND179,23100
ARDAGH GROUP SACL AL0223L10165039,143SH DFND139,14300
ARDELYX INCCOM03969710724867,051SH DFND1 267,05100
ARDELYX INCCOM0396971071,701459,732SH DFND1459,73200
ARDMORE SHIPPING CORPCOMY0207T10078295,436SH DFND195,43600
ARENA PHARMACEUTICALS INCCOM NEW04004760721,915502,640SH DFND1502,64000
ARES COMMERCIAL REAL ESTATECOM04013V1083,510254,214SH DFND1253,03901,175
ARGAN INCCOM04010E1099,432230,345SH DFND1229,9570388
ARGENX SE - ADRSPONSORED ADR04016X1018279,981SH DFND19,98100
ARGO GROUP INTERNATIONALCOMG0464B10717,891307,676SH DFND1307,67600
ARI 5.5 03/15/19NOTE 5.500% 3/103762UAA321,47520,136,000PRN DFND1 220,136,00000
ARISTA NETWORKS INCCOM040413106110,142428,093SH DFND1428,09300
ARK RESTAURANTS CORPCOM0407121012158,457SH DFND18,45700
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,848276,301SH DFND1270,58405,717
ARMADA HOFFLER PROPERTIES INCOM04208T1086,280421,488SH DFND1421,48800
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155078,726382,566SH DFND1380,18002,386
ARMSTRONG FLOORING INCCOM04238R1062,882205,298SH DFND1205,29800
ARMSTRONG FLOORING INCCOM04238R10637626,816SH DFND1 226,81600
ARMSTRONG WORLD INDUSTRIESCOM04247X10227,562436,109SH DFND1436,10900
AROTECH CORPCOM NEW042682203572152,556SH DFND1152,55600
ARQULE INCCOM04269E1073,766681,025SH DFND1681,02500
ARQULE INCCOM04269E107519,626SH DFND1 29,62600
ARRAY BIOPHARMA INCCOM04269X10536,5892,180,551SH DFND12,180,55100
ARRIS INTERNATIONAL PLCSHSG0551A10351,4102,103,095SH DFND12,094,49808,597
ARRIS INTERNATIONAL PLCSHSG0551A1031526,231SH DFND1 26,23100
ARROW ELECTRONICS INCCOM0427351001131,514SH DFND1 21,51400
ARROW ELECTRONICS INCCOM04273510062,929836,581SH DFND1832,27904,302
ARROW FINANCIAL CORPCOM0427441024,202115,441SH DFND1115,44100
ARROWHEAD PHARMACEUTICALS INCOM04280A10011,885873,912SH DFND1873,91200
ARSANIS INCCOM04287310914540,079SH DFND140,07900
ARTESIAN RESOURCES CORP-CL ACL A0431132084,867125,554SH DFND1125,55400
ARTHUR J GALLAGHER & COCOM363576109139,1312,135,636SH DFND12,125,96409,672
ARTISAN PARTNERS ASSET MA -ACL A04316A10845014,948SH DFND1 214,94800
ARTISAN PARTNERS ASSET MA -ACL A04316A10820,614683,728SH DFND1682,43401,294
ASBURY AUTOMOTIVE GROUPCOM04343610412,257178,807SH DFND1178,80700
ASCENA RETAIL GROUP INCCOM04351G1017,6231,913,139SH DFND11,913,13900
ASCENA RETAIL GROUP INCCOM04351G10121253,409SH DFND1 253,40900
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1011,79827,042SH DFND127,04200
ASCENT CAPITAL GROUP INC-ACOM SER A04363210819569,646SH DFND169,64600
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W1007316,041SH DFND111,21604,825
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W100504109,600SH DFND1 2109,60000
ASGN INCCOM00191U10235,889459,005SH DFND1459,00500
ASHFORD HOSPITALITY TRUSTCOM SHS044103109577,060SH DFND1 27,06000
ASHFORD HOSPITALITY TRUSTCOM SHS0441031098,8001,086,527SH DFND11,085,9730554
ASHFORD INCCOM0441041071802,793SH DFND1 22,79300
ASHFORD INCCOM0441041075017,732SH DFND17,73200
ASHLAND GLOBAL HOLDINGS INCCOM04418610444,039563,303SH DFND1560,24003,063
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921010,75754,341SH DFND150,59903,742
ASPEN AEROGELS INCCOM04523Y10546494,870SH DFND194,87000
ASPEN INSURANCE HOLDINGS LTDSHSG0538410521,552529,535SH DFND1526,61102,924
ASPEN TECHNOLOGY INCCOM04532710366,331715,239SH DFND1715,23900
ASSEMBLY BIOSCIENCES INCCOM0453961086,539166,788SH DFND1166,78800
ASSOCIATED BANC-CORPCOM04548710541,8171,531,783SH DFND11,523,47908,304
ASSOCIATED BANC-CORPCOM0454871052107SH DFND1 210700
ASSOCIATED CAPITAL GROUP - ACL A0455281061,37236,179SH DFND136,17900
ASSURANT INCCOM04621X10870,228679,868SH DFND1677,05602,812
ASSURED GUARANTY LTDCOMG0585R10638,1251,067,045SH DFND11,067,04500
ASTA FUNDING INCCOM04622010913639,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM04622410112,549209,864SH DFND1209,86400
ASTERIAS BIOTHERAPEUTICSCOM SER A04624N107172127,543SH DFND1127,54300
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531081,77950,688SH DFND148,73601,952
ASTRONICS CORPCOM0464331088,691241,644SH DFND1241,64400
ASTRONOVA INCCOM04638F1081,52680,975SH DFND180,97500
ASTROTECH CORPCOM NEW0464842003210,359SH DFND110,35900
ASURE SOFTWARE INCCOM04649U1021,808113,357SH DFND1113,35700
AT HOME GROUP INCCOM04650Y1009,355238,976SH DFND1238,97600
AT&T INCCOM00206R1021,96861,304SH DFND1 261,30400
AT&T INCCOM00206R1022,706,73484,468,676SH DFND184,066,3000402,376
ATARA BIOTHERAPEUTICS INCCOM04651310715,643425,680SH DFND1425,68000
ATHENAHEALTH INCCOM04685W10358,729369,042SH DFND1369,04200
ATHENE HOLDING LTD-CLASS ACL AG0684D10751,2721,170,426SH DFND11,170,42600
ATHENEX INCCOM04685N1037,530403,580SH DFND1403,58000
ATHERSYS INCCOM04744L1062,5291,283,964SH DFND11,283,96400
ATKORE INTERNATIONAL GROUP ICOM04764910813,314641,021SH DFND1641,02100
ATKORE INTERNATIONAL GROUP ICOM04764910824011,603SH DFND1 211,60300
ATLANTIC CAPITAL BANCSHARESCOM0482692035,050257,030SH DFND1252,69904,331
ATLANTIC POWER CORPCOM NEW04878Q8631,054478,011SH DFND1478,01100
ATLANTIC POWER CORPCOM NEW04878Q8636630,040SH DFND1 230,04000
ATLANTICA YIELD PLCSHSG0751N1031,72585,507SH DFND184,8720635
ATLANTICUS HOLDINGS CORPCOM04914Y10214771,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420518,379256,335SH DFND1256,33500
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711557065,227SH DFND165,22700
ATLASSIAN CORP PLC-CLASS ACL AG0624210412,529200,402SH DFND1200,40200
ATLASSIAN CORP PLC-CLASS ACL AG062421045478,760SH DFND1 28,76000
ATMOS ENERGY CORPCOM04956010589,392992,436SH DFND1986,98605,450
ATN INTERNATIONAL INCCOM00215F1075,965113,038SH DFND1113,03800
ATOMERA INCCOM04965B10026042,496SH DFND142,49600
ATOSSA GENETICS INCCOM PAR04962H5063415,769SH DFND115,76900
ATRICURE INCCOM04963C2098,645319,628SH DFND1319,62800
ATRICURE INCCOM04963C20922836SH DFND1 283600
ATRION CORPORATIONCOM04990410510,01916,716SH DFND116,71600
ATRION CORPORATIONCOM049904105325543SH DFND1 254300
ATTUNITY LTDSHS NEWM1533212122719,613SH DFND119,61300
ATYR PHARMA INCCOM00212010396106,008SH DFND1106,00800
AUBURN NATL BANCORPORATIONCOM0504731074789,644SH DFND19,64400
AUDENTES THERAPEUTICS INCCOM05070R10412,034314,950SH DFND1314,95000
AUDIOCODES LTDORDM1534210428336,496SH DFND1 236,49600
AUDIOCODES LTDORDM1534210415920,574SH DFND120,57400
AURINIA PHARMACEUTICALS INCCOM05156V10236564,985SH DFND164,98500
AURIS MEDICAL HOLDING AGCOMH0381L1041418,206SH DFND118,20600
AUTODESK INCCOM052769106338,1552,584,599SH DFND12,561,864022,735
AUTOHOME INC-ADRSP ADR RP CL A05278C10710,575105,501SH DFND1105,50100
AUTOHOME INC-ADRSP ADR RP CL A05278C1071671,662SH DFND1 21,66200
AUTOLIV INCCOM05280010985,594598,378SH DFND1598,37800
AUTOMATIC DATA PROCESSINGCOM053015103745,4585,567,852SH DFND15,521,729046,123
AUTONATION INCCOM05329W10225,380522,439SH DFND1519,53802,901
AUTOWEB INCCOM05335B10034977,300SH DFND177,30000
AUTOZONE INCCOM0533321024771SH DFND1 27100
AUTOZONE INCCOM053332102209,329312,644SH DFND1311,22901,415
AV HOMES INCCOM00234P1021,58173,902SH DFND1 273,90200
AV HOMES INCCOM00234P1022,404112,351SH DFND1111,9430408
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M10422636,999SH DFND136,99900
AVALONBAY COMMUNITIES INCCOM053484101336,9481,963,555SH DFND11,956,22107,334
AVANGRID INCCOM05351W10326,005491,316SH DFND1491,31600
AVAYA HOLDINGS CORPCOM05351X10147323,594SH DFND1 223,59400
AVAYA HOLDINGS CORPCOM05351X10119,573974,755SH DFND1972,28102,474
AVEO PHARMACEUTICALS INCCOM0535881092,211978,544SH DFND1978,54400
AVERY DENNISON CORPCOM053611109118,0331,158,161SH DFND11,153,29004,871
AVERY DENNISON CORPCOM05361110931311SH DFND1 231100
AVIAT NETWORKS INCCOM NEW05366Y20142726,118SH DFND126,11800
AVID BIOSERVICES INCCOM05368M1061,829466,643SH DFND1466,64300
AVID TECHNOLOGY INCCOM05367P1001,542296,648SH DFND1296,64800
AVIS BUDGET GROUP INCCOM05377410522,966706,654SH DFND1703,14403,510
AVISTA CORPCOM05379B10732,247612,371SH DFND1612,37100
AVNET INCCOM05380710351,0991,192,116SH DFND11,186,32305,793
AVON PRODUCTS INCCOM0543031024,8102,969,378SH DFND12,967,84301,535
AVX CORPCOM0024441077,937506,536SH DFND1505,9870549
AWARE INC/MASSCOM05453N10014435,720SH DFND135,72000
AXA EQUITABLE HOLDINGS INCCOM05456110521,0091,019,397SH DFND11,019,39700
AXALTA COATING SYSTEMS LTDCOMG0750C10858,5291,932,434SH DFND11,932,43400
AXCELIS TECHNOLOGIES INCCOM NEW0545402086,235314,947SH DFND1314,94700
AXIS CAPITAL HOLDINGS LTDSHSG0692U10945,510818,774SH DFND1818,77400
AXOGEN INCCOM05463X10616,612330,591SH DFND1329,7890802
AXOGEN INCCOM05463X1061422,833SH DFND1 22,83300
AXON ENTERPRISE INCCOM05464C10134,978553,629SH DFND1553,583046
AXOVANT SCIENCES LTDCOMG0750W104386170,870SH DFND1170,87000
AXSOME THERAPEUTICS INCCOM05464T10430194,205SH DFND194,20500
AXT INCCOM00246W1032,542360,623SH DFND1360,62300
AZZ INCCOM00247410410,616244,344SH DFND1244,34400
B COMMUNICATIONS LTDSHSM1562910414315,517SH DFND115,51700
B&G FOODS INCCOM05508R10618,337613,311SH DFND1612,4360875
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CAFEPRESS INCCOM12769A1033026,471SH DFND126,47100
CAI INTERNATIONAL INCCOM12477X1063,470149,347SH DFND1149,34700
CALADRIUS BIOSCIENCES INCCOM NEW12805820330146,538SH DFND146,53800
CALAMP CORPCOM1281261098,343356,110SH DFND1356,11000
CALAVO GROWERS INCCOM12824610515,294159,072SH DFND1159,07200
CALERES INCCOM1295001042707,853SH DFND1 27,85300
CALERES INCCOM12950010413,860403,044SH DFND1403,04400
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CALIFORNIA WATER SERVICE GRPCOM13078810217,041437,513SH DFND1437,51300
CALITHERA BIOSCIENCES INCCOM13089P1011,318263,686SH DFND1263,68600
CALIX INCCOM13100M5092,894371,137SH DFND1371,13700
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CALLON PETROLEUM COCOM13123X10222,0302,051,232SH DFND12,040,243010,989
CAL-MAINE FOODS INCCOM NEW12803020214,091307,340SH DFND1307,0300310
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610355474,402SH DFND174,40200
CALYXT INCCOM13173L1071,71291,739SH DFND191,73900
CAMBIUM LEARNING GROUP INCCOM13201A1071,722154,519SH DFND1154,51900
CAMBREX CORPCOM13201110716,340312,447SH DFND1312,44700
CAMBREX CORPCOM13201110721412SH DFND1 241200
CAMBRIDGE BANCORPCOM1321521091,93822,397SH DFND122,39700
CAMDEN NATIONAL CORPCOM1330341087,227158,120SH DFND1158,12000
CAMDEN PROPERTY TRUSTSH BEN INT133131102100,2581,100,821SH DFND11,096,26704,554
CAMECO CORPCOM13321L1082,803251,371SH DFND1251,0450326
CAMPBELL SOUP COCOM134429109105,7812,613,834SH DFND12,603,224010,610
CAMPING WORLD HOLDINGS INC-ACL A13462K1097,249290,197SH DFND1290,19700
CAMTEK LTDORDM2079110512016,454SH DFND116,45400
CAN IMPERIAL BK OF COMMERCECOM1360691011,47817,003SH DFND116,6460357
CANADA GOOSE HOLDINGS INCCOM1350861063,7752,145SH DFND12,14500
CANADA GOOSE HOLDINGS INCCOM135086106761,300SH DFND1 21,30000
CANADIAN NATL RAILWAY COCOM13637510290711,101SH DFND110,3650736
CANADIAN NATURAL RESOURCESCOM1363851013429,506SH DFND18,8390667
CANADIAN PACIFIC RAILWAY LTDCOM13645T1005442,972SH DFND12,8180154
CANADIAN SOLAR INCCOM13663510967455,104SH DFND155,10400
CANCER GENETICS INCCOM13739U10495107,355SH DFND1107,35500
CANNAE HOLDINGS INCCOM13765N10711,786635,402SH DFND1635,40200
CANON INC-SPONS ADRSPONSORED ADR1380063091,40042,842SH DFND140,41902,423
CANTEL MEDICAL CORPCOM13809810833,298338,539SH DFND1336,79901,740
CAPELLA EDUCATION COCOM13959410512,286124,484SH DFND1124,48400
CAPITAL CITY BANK GROUP INCCOM1396741052,832119,889SH DFND1119,88900
CAPITAL ONE FINANCIAL CORPCOM14040H10527302SH DFND1 230200
CAPITAL ONE FINANCIAL CORPCOM14040H105504,1565,497,532SH DFND15,471,719025,813
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107582190,465SH DFND1 2190,46500
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210721369,888SH DFND169,88800
CAPITAL SENIOR LIVING CORPCOM1404751042,712254,228SH DFND1254,22800
CAPITAL SOUTHWEST CORPCOM14050110720911,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10118,4031,398,455SH DFND11,398,45500
CAPRICOR THERAPEUTICS INCCOM14070B101159118,686SH DFND1118,68600
CAPSTAR FINANCIAL HOLDINGS ICOM14070T1021,07057,745SH DFND157,74500
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5068,050899,512SH DFND1899,51200
CAPSTONE TURBINE CORPCOM NEW14067D409526368,492SH DFND1368,49200
CARA THERAPEUTICS INCCOM1407551094,786249,953SH DFND1249,95300
CARB 2.5 04/01/22NOTE 2.500% 4/0141337AB110,3777,000,000PRN DFND1 27,000,00000
CARBO CERAMICS INCCOM1407811051,869203,894SH DFND1203,89400
CARBON BLACK INCCOM14081R1033,368129,541SH DFND1129,54100
CARBONITE INCCOM1413371058,399240,663SH DFND1240,66300
CARDINAL HEALTH INCCOM14149Y108204,3464,192,312SH DFND14,174,631017,681
CARDINAL HEALTH INCCOM14149Y10831642SH DFND1 264200
CARDIOVASCULAR SYSTEMS INCCOM14161910611,083342,709SH DFND1342,70900
CARDLYTICS INCCOM14161W1051,21055,647SH DFND155,64700
CARDTRONICS PLC - ASHS CL AG1991C10510,832448,011SH DFND1448,01100
CARE.COM INCCOM141633107231,104SH DFND1 21,10400
CARE.COM INCCOM1416331073,638174,280SH DFND1174,28000
CAREDX INCCOM14167L1033,794310,048SH DFND1310,04800
CAREER EDUCATION CORPCOM14166510938423,765SH DFND1 223,76500
CAREER EDUCATION CORPCOM14166510910,904674,386SH DFND1674,38600
CARETRUST REIT INCCOM14174T10712,815767,875SH DFND1767,87500
CARGURUS INCCOM CL A1417881099,264266,679SH DFND1266,67900
CARLISLE COS INCCOM14233910059,262547,160SH DFND1544,16902,991
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,67378,579SH DFND178,57900
CARMAX INCCOM143130102145,5232,001,313SH DFND11,991,86409,449
CARNIVAL CORPUNIT 99/99/999914365830029510SH DFND1 251000
CARNIVAL CORPUNIT 99/99/9999143658300273,3464,778,818SH DFND14,755,902022,916
CARNIVAL PLC-ADRADR14365C1031011,769SH DFND1 21,76900
CARNIVAL PLC-ADRADR14365C1035579,663SH DFND19,2630400
CAROLINA FINANCIAL CORPCOM1438731078,524198,615SH DFND1198,61500
CARPENTER TECHNOLOGYCOM14428510322,847434,604SH DFND1432,30402,300
CARRIAGE SERVICES INCCOM1439051073,201130,421SH DFND1130,42100
CARRIZO OIL & GAS INCCOM144577103461,677SH DFND1 21,67700
CARRIZO OIL & GAS INCCOM14457710321,426769,352SH DFND1769,35200
CARROLS RESTAURANT GROUP INCCOM14574X1044,899329,950SH DFND1329,95000
CARROLS RESTAURANT GROUP INCCOM14574X10412874SH DFND1 287400
CARS.COM INCCOM14575E10519,962703,165SH DFND1699,31903,846
CARS.COM INCCOM14575E1051384,888SH DFND1 24,88800
CARTER'S INCCOM14622910944,990415,080SH DFND1412,77502,305
CARVANA COCL A14686910211,139267,784SH DFND1267,78400
CAS MEDICAL SYSTEMS INCCOM PAR1247692093417,768SH DFND117,76800
CASA SYSTEMS INCCOM14713L1022,572157,508SH DFND1157,50800
CASELLA WASTE SYSTEMS INC-ACL A14744810410,334403,543SH DFND1403,54300
CASEY'S GENERAL STORES INCCOM14752810338,029361,912SH DFND1360,06901,843
CASI PHARMACEUTICALS INCCOM14757U1093,876471,019SH DFND1471,01900
CASS INFORMATION SYSTEMS INCCOM14808P1098,097117,662SH DFND1117,66200
CASTLE BRANDS INCCOM148435100938788,428SH DFND1788,42800
CASTLIGHT HEALTH INC-BCL B14862Q1002,673629,104SH DFND1629,10400
CATABASIS PHARMACEUTICALS INCOM14875P107278290,471SH DFND1290,47100
CATALENT INCCOM14880610249,2401,175,465SH DFND11,168,91706,548
CATALYST BIOSCIENCES INCCOM NEW14888D2081,948166,932SH DFND1166,93200
CATALYST PHARMACEUTICALS INCCOM14888U1012,996960,568SH DFND1960,56800
CATCHMARK TIMBER TRUST INC-ACL A14912Y2025,683446,471SH DFND1446,47100
CATERPILLAR INCCOM149123101903,9866,677,365SH DFND16,643,896033,469
CATERPILLAR INCCOM1491231012071,527SH DFND1 21,52700
CATHAY GENERAL BANCORPCOM14915010437,796933,489SH DFND1929,74603,743
CATM 1 12/01/20NOTE 1.000%12/014161HAG31,8542,000,000PRN DFND1 22,000,00000
CATO CORP-CLASS ACL A1492051065,869238,398SH DFND1238,39800
CATO CORP-CLASS ACL A14920510637815,382SH DFND1 215,38200
CAVCO INDUSTRIES INCCOM14956810718,92291,127SH DFND191,12700
CAVIUM INCCOM14964U10854,649631,791SH DFND1631,79100
CB FINANCIAL SERVICES INCCOM12479G1011,62647,272SH DFND147,27200
CBIZ INCCOM12480510211,590503,953SH DFND1503,95300
CBL & ASSOCIATES PROPERTIESCOM12483010010,8821,953,859SH DFND11,949,59904,260
CBOE GLOBAL MARKETS INCCOM12503M108136,4991,314,305SH DFND11,308,33605,969
CBRE GROUP INC - ACL A12504L1091703,569SH DFND1 23,56900
CBRE GROUP INC - ACL A12504L109167,9003,524,340SH DFND13,506,290018,050
CBS CORP-CLASS B NON VOTINGCL B124857202213,1053,798,750SH DFND13,780,420018,330
CBS CORP-CLASS B NON VOTINGCL B1248572022244,000SH DFND1 24,00000
CBTX INCCOM12481V1042,63379,684SH DFND179,68400
CDK GLOBAL INCCOM12508E101242SH DFND1 24200
CDK GLOBAL INCCOM12508E10176,4121,175,509SH DFND11,169,08806,421
CDTI ADVANCED MATERIALS INCCOM12514V1052238,855SH DFND138,85500
CDW CORP/DECOM12514G108111,7701,384,464SH DFND11,384,46400
CECO ENVIRONMENTAL CORPCOM1251411011,663270,887SH DFND1270,88700
CEDAR REALTY TRUST INCCOM NEW1506022094,230896,374SH DFND1896,37400
CELANESE CORP-SERIES ACOM SER A150870103119,6721,078,442SH DFND11,078,44200
CELCUITY INCCOM15102K10069127,846SH DFND127,84600
CELGENE CORPCOM1510201047849,874SH DFND1 29,87400
CELGENE CORPCOM151020104727,7029,179,880SH DFND19,105,557074,323
CELLDEX THERAPEUTICS INCCOM15117B1035201,033,790SH DFND11,033,5140276
CELLECTAR BIOSCIENCES INCCOM15117F5004472,383SH DFND172,38300
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1021,79992,023SH DFND192,02300
CEL-SCI CORPCOM PAR NEW1508376077885,139SH DFND185,13900
CELSION CORPCOM PAR NEW15117N50311840,253SH DFND140,25300
CELSIUS HOLDINGS INCCOM NEW15118V207683148,516SH DFND1148,51600
CEMTREX INCCOM PAR $.00115130G3037335,054SH DFND135,05400
CENOVUS ENERGY INCCOM15135U1097,056686,559SH DFND1686,0320527
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CENTENE CORPCOM15135B101328,4312,670,477SH DFND12,659,342011,135
CENTENNIAL RESOURCE DEVELO-ACL A15136A10231,9661,770,023SH DFND11,770,02300
CENTERPOINT ENERGY INCCOM15189T107157,1095,679,821SH DFND15,654,318025,503
CENTERSTATE BANK CORPCOM15201P10920,053672,496SH DFND1672,49600
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452023,586864,241SH DFND1864,24100
CENTRAL GARDEN & PET COCOM1535271061,25628,902SH DFND128,90200
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720517,582434,448SH DFND1434,44800
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,790271,926SH DFND1271,92600
CENTRAL SECURITIES CORPCOM1551231023,862138,655SH DFND1 2138,65500
CENTRAL VALLEY COMM BANCORPCOM1556851002,191103,565SH DFND1103,56500
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CENTURY ALUMINUM COMPANYCOM15643110817311,028SH DFND1 211,02800
CENTURY ALUMINUM COMPANYCOM1564311087,977506,515SH DFND1505,7400775
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CENTURY COMMUNITIES INCCOM1565043007,045223,328SH DFND1223,32800
CENTURYLINK INCCOM156700106223,70412,024,657SH DFND111,972,560052,097
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CERIDIAN HCM HOLDING INCCOM15677J1086,645200,219SH DFND1200,21900
CERNER CORPCOM15678210428475SH DFND1 247500
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CGI GROUP INC - CLASS ACL A SUB VTG39945C1092954,670SH DFND14,2510419
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CHARLES RIVER LABORATORIESCOM15986410747,025418,896SH DFND1416,54402,352
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CHECK POINT SOFTWARE TECHORDM2246510450,177514,570SH DFND1506,75507,815
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CHEMBIO DIAGNOSTICS INCCOM NEW16357220957551,859SH DFND151,85900
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CHERRY HILL MORTGAGE INVESTMCOM1646511014,412247,042SH DFND1247,04200
CHESAPEAKE ENERGY CORPCOM1651671071,943370,802SH DFND1 2370,80200
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CHESAPEAKE LODGING TRUSTSH BEN INT16524010225,648810,626SH DFND1810,62600
CHESAPEAKE UTILITIES CORPCOM16530310812,151151,988SH DFND1151,98800
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CHF SOLUTIONS INCCOM NEW12542Q5085228,458SH DFND128,45800
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CHICO'S FAS INCCOM16861510214,3871,767,516SH DFND11,767,2160300
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CHILDREN'S PLACE INC/THECOM16890510721,554178,435SH DFND1178,43500
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CHIMERA INVESTMENT CORPCOM NEW16934Q20855,2993,025,114SH DFND13,019,59805,516
CHIMERIX INCCOM16934W1061,876394,275SH DFND1394,27500
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1055813,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151042,29923,152SH DFND123,15200
CHINA COMMERCIAL CREDIT INCCOM16891K1031211,141SH DFND111,14100
CHINA NATURAL RESOURCES INCCOMG2110U1092511,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1076620,593SH DFND120,59300
CHINA YUCHAI INTL LTDCOMG210821051,10751,056SH DFND1 251,05600
CHIPOTLE MEXICAN GRILL INCCOM169656105117,214272,312SH DFND1271,01401,298
CHOICE HOTELS INTL INCCOM16990510625,542337,869SH DFND1337,840029
CHRISTOPHER & BANKS CORPCOM171046105188200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW1710774071,095295,239SH DFND1295,23900
CHUBB LTDCOMH1467J104646,3575,099,708SH DFND15,074,821024,887
CHUBB LTDCOMH1467J10430239SH DFND1 223900
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5022366,580SH DFND14,51202,068
CHURCH & DWIGHT CO INCCOM171340102154,4672,911,585SH DFND12,898,600012,985
CHURCHILL DOWNS INCCOM17148410834,846117,526SH DFND1116,9680558
CHUY'S HOLDINGS INCCOM1716041015,295172,492SH DFND1172,49200
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910498439,491SH DFND1 239,49100
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601272148,347SH DFND1148,34700
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B4079517,037SH DFND116,2370800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1021,053175,342SH DFND1 2175,34200
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1029616,107SH DFND114,82801,279
CIDARA THERAPEUTICS INCCOM17175710732362,280SH DFND162,28000
CIENA CORPCOM NEW17177930937,8531,427,894SH DFND11,420,85107,043
CIGNA CORPCOM125509109505,3582,979,371SH DFND12,965,399013,972
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CIM COMMERCIAL TRUST CORPCOM1255251051,798119,116SH DFND1119,11600
CIMAREX ENERGY COCOM171798101110,5191,088,616SH DFND11,083,55205,064
CIMAREX ENERGY COCOM17179810155549SH DFND1 254900
CIMPRESS NVSHS EURON2014610111,46979,123SH DFND179,12300
CINCINNATI BELL INCCOM NEW1718715026,047385,191SH DFND1385,19100
CINCINNATI FINANCIAL CORPCOM172062101127,1751,905,726SH DFND11,897,49908,227
CINEDIGM CORP - ACOM NEW1724062094529,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10233,738961,762SH DFND1956,54405,218
CINEMARK HOLDINGS INCCOM17243V10232916SH DFND1 291600
CINER RESOURCES LPCOM UNIT LTD17246410930611,642SH DFND1 211,64200
CINTAS CORPCOM172908105196,2181,062,314SH DFND11,052,48309,831
CIRCOR INTERNATIONAL INCCOM17273K1096,231168,600SH DFND1168,60000
CIRRUS LOGIC INCCOM172755100862,260SH DFND1 22,26000
CIRRUS LOGIC INCCOM17275510026,949703,091SH DFND1700,10202,989
CISCO SYSTEMS INCCOM17275R102811,905SH DFND1 21,90500
CISCO SYSTEMS INCCOM17275R1022,516,27558,590,017SH DFND158,097,2730492,744
CISION LTDSHSG1992S1095,952398,173SH DFND1398,17300
CIT GROUP INCCOM NEW12558180105SH DFND1 2500
CIT GROUP INCCOM NEW12558180155,1201,094,178SH DFND11,094,17800
CITI TRENDS INCCOM17306X1023,779137,743SH DFND1137,74300
CITIGROUP INCCOM NEW1729674241,920,36128,757,209SH DFND128,618,7400138,469
CITIZENS & NORTHERN CORPCOM1729221062,40593,015SH DFND193,01500
CITIZENS COMMUNITY BANCORP ICOM17490310427519,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105231,6735,967,152SH DFND15,941,430025,722
CITIZENS FIRST CORPCOM17462Q10739114,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510233113,960SH DFND113,96000
CITIZENS INCCL A1747401003,003385,565SH DFND1385,56500
CITRIX SYSTEMS INCCOM17737610010100SH DFND1 210000
CITRIX SYSTEMS INCCOM177376100188,9551,805,470SH DFND11,791,978013,492
CITY HOLDING COCOM17783510512,266163,047SH DFND1162,1470900
CITY OFFICE REIT INCCOM1785871014,155323,854SH DFND1323,85400
CITY OFFICE REIT INCCOM17858710112960SH DFND1 296000
CIVISTA BANCSHARES INCCOM NO PAR1788671071,99482,277SH DFND182,27700
CIVITAS SOLUTIONS INCCOM17887R1022,905177,157SH DFND1177,15700
CLARUS CORPCOM18270P1091,667202,121SH DFND1202,12100
CLEAN ENERGY FUELS CORPCOM1844991014,7881,297,746SH DFND11,297,74600
CLEAN HARBORS INCCOM18449610725,557460,087SH DFND1457,57502,512
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,431332,906SH DFND1331,38501,521
CLEARFIELD INCCOM18482P1031,140103,178SH DFND1103,17800
CLEARONE INCCOM18506U1047319,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM1850631042,940275,041SH DFND1275,04100
CLEARSIGN COMBUSTION CORPCOM185064102302151,477SH DFND1151,47700
CLEARWATER PAPER CORPCOM18538R1033,641157,631SH DFND1157,63100
CLEARWATER PAPER CORPCOM18538R1031978,552SH DFND1 28,55200
CLEMENTIA PHARMACEUTICALS INCOM18557510727721,086SH DFND121,08600
CLEVELAND BIOLABS INCCOM NEW1858602024116,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910122,7672,700,781SH DFND12,699,61001,171
CLIPPER REALTY INCCOM18885T306928108,690SH DFND1108,69000
CLOROX COMPANYCOM189054109204,3781,514,205SH DFND11,507,03307,172
CLOUD PEAK ENERGY INCCOM18911Q1022,480710,779SH DFND1710,77900
CLOUDERA INCCOM18914U10011,495842,795SH DFND1842,79500
CLOVIS ONCOLOGY INCCOM18946410023,278511,954SH DFND1511,8530101
CM FINANCE INCCOM12574Q1039010,178SH DFND110,17800
CME GROUP INCCOM CL A12572Q105676,0304,132,260SH DFND14,113,293018,967
CMS ENERGY CORPCOM125896100157,4513,336,898SH DFND13,321,906014,992
CNA FINANCIAL CORPCOM12611710012,528274,257SH DFND1274,25700
CNB FINANCIAL CORP/PACOM1261281073,994132,892SH DFND1132,89200
CNO FINANCIAL GROUP INCCOM12621E1031678,813SH DFND1 28,81300
CNO FINANCIAL GROUP INCCOM12621E10330,7761,616,415SH DFND11,608,20908,206
CNX RESOURCES CORPCOM12653C10832,5551,831,043SH DFND11,821,41609,627
COASTWAY BANCORP INCCOM19063210938213,819SH DFND113,81900
COBIZ FINANCIAL INCCOM1908971089,538444,066SH DFND1444,06600
COCA-COLA BOTTLING CO CONSOLCOM1910981026,70049,588SH DFND149,58800
COCA-COLA CO/THECOM1912161001,833,64041,899,376SH DFND141,687,9500211,426
COCA-COLA EUROPEAN PARTNERSSHSG2583910425,118621,924SH DFND1621,3240600
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L19124110867411,952SH DFND1 211,95200
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L19124110818329SH DFND100329
CODEXIS INCCOM1920051066,679463,845SH DFND1461,41402,431
CODEXIS INCCOM192005106926,431SH DFND1 26,43100
CO-DIAGNOSTICS INCCOM18976310518748,285SH DFND148,28500
CODORUS VALLEY BANCORP INCCOM1920251041,97964,525SH DFND164,52500
COEUR MINING INCCOM NEW19210850413,2071,737,824SH DFND11,737,82400
COFFEE HOLDING CO INCCOM19217610512022,341SH DFND122,34100
COGENT COMMUNICATIONS HOLDINCOM NEW19239V302771,448SH DFND1 21,44800
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30222,141414,628SH DFND1414,62800
COGNEX CORPCOM19242210323524SH DFND1 252400
COGNEX CORPCOM19242210380,8961,814,595SH DFND11,806,10608,489
COGNIZANT TECH SOLUTIONS-ACL A192446102524,0076,647,842SH DFND16,587,924059,918
COGNIZANT TECH SOLUTIONS-ACL A19244610222291SH DFND1 229100
COHBAR INCCOM19249J1091,631249,078SH DFND1249,07800
COHEN & STEERS INCCOM19247A1008,676208,012SH DFND1208,01200
COHERENT INCCOM19247910338,319244,981SH DFND1243,76001,221
COHERENT INCCOM192479103115741SH DFND1 274100
COHERUS BIOSCIENCES INCCOM19249H1037,103507,425SH DFND1507,42500
COHU INCCOM1925761068,070329,264SH DFND1329,26400
COLFAX CORPCOM19401410627,059882,857SH DFND1882,85700
COLGATE-PALMOLIVE COCOM194162103609,6309,426,949SH DFND19,379,446047,503
COLLECTORS UNIVERSECOM NEW19421R20081054,962SH DFND154,96200
COLLEGIUM PHARMACEUTICAL INCCOM19459J1045,399226,405SH DFND1226,40500
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931072,08527,409SH DFND127,40900
COLLIERS INTERNATIONAL GROUPSUB VTG SHS19469310777210,148SH DFND1 210,14800
COLONY CAPITAL INCCL A COM19626G10827,9604,480,838SH DFND14,480,2740564
COLONY CREDIT REAL ESTATE INCOM CL A19625T1014,561220,043SH DFND1220,04300
COLUMBIA BANKING SYSTEM INCCOM19723610229,940732,034SH DFND1732,03400
COLUMBIA FINANCIAL INCCOM1976411039,134551,932SH DFND1551,93200
COLUMBIA PROPERTY TRUST INCCOM NEW19828720329,8531,314,538SH DFND11,314,53800
COLUMBIA SPORTSWEAR COCOM19851610636,158395,300SH DFND1395,30000
COLUMBIA SPORTSWEAR COCOM19851610630334SH DFND1 233400
COLUMBUS MCKINNON CORP/NYCOM1993331059,213212,489SH DFND1212,48900
COMCAST CORP-CLASS ACL A20030N1011414,327SH DFND1 24,32700
COMCAST CORP-CLASS ACL A20030N1011,840,42656,203,094SH DFND155,722,7760480,318
COMERICA INCCOM200340107191,5352,110,756SH DFND12,101,63209,124
COMFORT SYSTEMS USA INCCOM19990810415,961348,496SH DFND1348,49600
COMMERCE BANCSHARES INCCOM20052510360,214930,527SH DFND1925,92704,600
COMMERCE BANCSHARES INCCOM20052510349758SH DFND1 275800
COMMERCIAL METALS COCOM20172310322,7651,078,420SH DFND11,072,68505,735
COMMERCIAL VEHICLE GROUP INCCOM2026081052,184297,669SH DFND1297,66900
COMMSCOPE HOLDING CO INCCOM20337X10954,6621,873,065SH DFND11,873,06500
COMMUNICATIONS SYSTEMS INCCOM20390010510026,283SH DFND126,28300
COMMUNITY BANK SYSTEM INCCOM20360710627,914472,569SH DFND1472,56900
COMMUNITY BANKERS TRUST CORPCOM2036121062,458274,695SH DFND1274,69500
COMMUNITY FINANCIAL CORP/THECOM20368X1011,22834,751SH DFND134,75100
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,148948,435SH DFND1948,43500
COMMUNITY HEALTHCARE TRUST ICOM20369C1065,317178,007SH DFND1178,00700
COMMUNITY TRUST BANCORP INCCOM2041491089,503190,264SH DFND1190,26400
COMMVAULT SYSTEMS INCCOM20416610227,235413,606SH DFND1411,53302,073
COMMVAULT SYSTEMS INCCOM2041661021151,751SH DFND1 21,75100
COMPASS MINERALS INTERNATIONCOM20451N10120,387310,073SH DFND1308,41401,659
COMPUGEN LTDORDM257221058425,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061033,778114,840SH DFND1114,3670473
COMPUTER TASK GROUP INCCOM20547710257874,797SH DFND174,79700
COMSTOCK MINING INCCOM NEW2057502011456,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM20576830288283,927SH DFND183,92700
COMSTOCK RESOURCES INCCOM20576830226625,362SH DFND1 225,36200
COMTECH TELECOMMUNICATIONSCOM NEW2058262098,230258,177SH DFND1258,128049
COMTECH TELECOMMUNICATIONSCOM NEW20582620934610,881SH DFND1 210,88100
CONAGRA BRANDS INCCOM20588710248413,553SH DFND1 213,55300
CONAGRA BRANDS INCCOM205887102195,7565,488,250SH DFND15,466,368021,882
CONATUS PHARMACEUTICALS INCCOM20600T108745174,179SH DFND1173,1980981
CONCERT PHARMACEUTICALS INCCOM2060221053,412202,748SH DFND1202,74800
CONCHO RESOURCES INCCOM20605P101239,0531,731,456SH DFND11,723,54507,911
CONDUENT INCCOM20678710337,1062,042,176SH DFND12,040,85801,318
CONFORMIS INCCOM20717E101323258,658SH DFND1258,65800
CONIFER HOLDINGS INCCOM20731J10210416,566SH DFND116,56600
CONMED CORPCOM20741010119,128261,318SH DFND1261,31800
CONNECTICUT WATER SVC INCCOM2077971019,045138,478SH DFND1138,47800
CONNECTONE BANCORP INCCOM20786W1077,726310,315SH DFND1310,31500
CONN'S INCCOM208242107288SH DFND1 28800
CONN'S INCCOM20824210710,091305,800SH DFND1305,80000
CONOCOPHILLIPSCOM20825C104977,13014,063,127SH DFND114,000,150062,977
CONOCOPHILLIPSCOM20825C1046549,396SH DFND1 29,39600
CONS TOMOKA LAND CO-FLORIDACOM2102261062,58041,948SH DFND141,94800
CONSOL ENERGY INCCOM20854L1089,893257,973SH DFND1257,97300
CONSOLIDATED COMMUNICATIONSCOM2090341078,526689,829SH DFND1689,82900
CONSOLIDATED EDISON INCCOM209115104301,2543,870,640SH DFND13,853,451017,189
CONSOLIDATED WATER CO-ORD SHORDG2377310750739,306SH DFND139,30600
CONSTELLATION BRANDS INC-ACL A21036P108387,3451,773,754SH DFND11,764,83808,916
CONSTRUCTION PARTNERS INC-ACOM CL A21044C10788967,502SH DFND167,50200
CONSUMER PORTFOLIO SERVICESCOM210502100452111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM210751103455,384SH DFND1 25,38400
CONTAINER STORE GROUP INC/THCOM2107511031,245148,091SH DFND1148,09100
CONTANGO OIL & GASCOM NEW21075N204944166,336SH DFND1166,33600
CONTINENTAL BUILDING PRODUCTCOM21117110310,971347,756SH DFND1347,75600
CONTINENTAL BUILDING PRODUCTCOM21117110362319,776SH DFND1 219,77600
CONTINENTAL RESOURCES INC/OKCOM21201510147,526734,516SH DFND1734,51600
CONTINENTAL RESOURCES INC/OKCOM21201510149762SH DFND1 276200
CONTRAFECT CORPCOM212326102688311,407SH DFND1311,40700
CONTRAVIR PHARMACEUTICALS INCOM NEW21234W2028162,817SH DFND162,81700
CONTROL4 CORPCOM21240D1077,297300,184SH DFND1300,18400
CONVERGEONE HOLDINGS INCCOM CL A21248110501SH DFND1 2100
CONVERGEONE HOLDINGS INCCOM CL A2124811052,098223,446SH DFND1223,44600
CONVERGYS CORPCOM21248510624,255992,452SH DFND1987,96704,485
COOPER COS INC/THECOM NEW216648402147,166626,211SH DFND1623,61002,601
COOPER TIRE & RUBBERCOM21683110712,178463,065SH DFND1463,06500
COOPER TIRE & RUBBERCOM216831107391,493SH DFND1 21,49300
COOPER-STANDARD HOLDINGCOM21676P10376586SH DFND1 258600
COOPER-STANDARD HOLDINGCOM21676P10324,606188,311SH DFND1188,31100
COPA HOLDINGS SA-CLASS ACL AP3107610513,269140,240SH DFND1139,9970243
COPART INCCOM217204106158,5882,808,918SH DFND12,798,195010,723
COPART INCCOM2172041065509,738SH DFND1 29,73800
CORBUS PHARMACEUTICALS HOLDICOM21833P1032,490493,070SH DFND1493,07000
CORCEPT THERAPEUTICS INCCOM21835210215,392979,159SH DFND1979,15900
CORE LABORATORIES N.V.COMN2271710740,359319,782SH DFND1317,61702,165
CORE MOLDING TECHNOLOGIES INCOM21868310059641,803SH DFND141,80300
CORECIVIC INCCOM21871N10144,2801,853,503SH DFND11,847,69305,810
CORECIVIC INCCOM21871N10152021,801SH DFND1 221,80100
CORELOGIC INCCOM21871D10337,339719,454SH DFND1714,25105,203
CORELOGIC INCCOM21871D1032685,179SH DFND1 25,17900
CORE-MARK HOLDING CO INCCOM21868110410,600466,972SH DFND1466,97200
CORENERGY INFRASTRUCTURE S-A 7.375DEP SHS REPSTG21870U30468427,168SH DFND127,16800
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5022326,174SH DFND1 26,17400
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5024,141110,156SH DFND1107,59102,565
COREPOINT LODGING INCCOM21872L1049,533368,078SH DFND1368,07800
CORESITE REALTY CORPCOM21870Q10532,458292,894SH DFND1291,20201,692
CORINDUS VASCULAR ROBOTICS ICOM218730109480581,823SH DFND1581,82300
CORIUM INTERNATIONAL INCCOM21887L1072,216276,728SH DFND1276,72800
CORMEDIX INCCOM21900C10070295,008SH DFND1295,00800
CORNERSTONE ONDEMAND INCCOM21925Y10325,806544,103SH DFND1544,10300
CORNERSTONE ONDEMAND INCCOM21925Y1031402,969SH DFND1 22,96900
CORNING INCCOM219350105267,3159,736,884SH DFND19,689,261047,623
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10832,3121,114,600SH DFND11,109,59405,006
CORREVIO PHARMA CORPCOM22026V10512633,798SH DFND133,79800
CORVEL CORPCOM2210061099,122168,931SH DFND1168,93100
CORVEL CORPCOM2210061094828,938SH DFND1 28,93800
CORVUS PHARMACEUTICALS INCCOM2210151001,354123,353SH DFND1123,35300
COSAN LTD-CLASS A SHARESSHS AG2534310736447,758SH DFND1 247,75800
COSTAMARE INCSHSY1771G102729,095SH DFND1 29,09500
COSTAMARE INCSHSY1771G1022,348294,345SH DFND1293,4810864
COSTAR GROUP INCCOM22160N1092563SH DFND1 26300
COSTAR GROUP INCCOM22160N109129,526314,137SH DFND1314,13700
COSTCO WHOLESALE CORPCOM22160K1051,137,5345,453,719SH DFND15,408,672045,047
COTIVITI HOLDINGS INCCOM22164K10116,078364,340SH DFND1364,34000
COTY INC-CL ACOM CL A22207020376,6415,446,879SH DFND15,421,788025,091
COUNTY BANCORP INCCOM2219071081,16142,243SH DFND142,24300
COUPA SOFTWARE INCCOM22266L1064336,970SH DFND1 26,97000
COUPA SOFTWARE INCCOM22266L10622,749365,511SH DFND1365,51100
COUSINS PROPERTIES INCCOM22279510645,7744,723,908SH DFND14,703,271020,637
COVANTA HOLDING CORPCOM22282E10219,8871,205,312SH DFND11,204,4310881
COVENANT TRANSPORT GRP-CL ACL A22284P1053,812121,033SH DFND1121,03300
COVIA HOLDINGS CORPCOM22305A1035,624303,056SH DFND1303,05600
COWEN INCCL A NEW2236226063,695266,839SH DFND1266,83900
CPI AEROSTRUCTURES INCCOM NEW12591930827225,997SH DFND125,99700
CPI CARD GROUP INCCOM NEW12634H2004020,406SH DFND120,2350171
CRA INTERNATIONAL INCCOM12618T1054,06679,902SH DFND179,90200
CRACKER BARREL OLD COUNTRYCOM22410J10640,187257,263SH DFND1255,93601,327
CRAFT BREW ALLIANCE INCCOM2241221012,275110,206SH DFND1110,20600
CRANE COCOM22439910537,292465,401SH DFND1462,06403,337
CRANE COCOM2243991051782,229SH DFND1 22,22900
CRAWFORD & CO -CL BCL B2246331071,306151,005SH DFND1151,00500
CRAY INCCOM NEW22522330411,083450,561SH DFND1450,56100
CREDICORP LTDCOMG2519Y10828,435127,238SH DFND1127,0620176
CREDIT ACCEPTANCE CORPCOM22531010145,035127,434SH DFND1127,43400
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110827518,542SH DFND117,23801,304
CREE INCCOM22544710141,169990,371SH DFND1985,43804,933
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610653936,392SH DFND136,39200
CRH PLC-SPONSORED ADRADR12626K20373220,723SH DFND119,7410982
CRISPR THERAPEUTICS AGNAMEN AKTH171821082,08535,495SH DFND135,49500
CRITEO SA-SPON ADRSPONS ADS22671810480024,378SH DFND1 224,37800
CRITEO SA-SPON ADRSPONS ADS2267181041,68951,438SH DFND151,43800
CROCS INCCOM22704610918,4731,049,021SH DFND11,049,02100
CROSS COUNTRY HEALTHCARE INCCOM2274831043,839341,288SH DFND1341,28800
CROWN CASTLE INTL CORPCOM22822V101477,1604,435,352SH DFND14,413,217022,135
CROWN CRAFTS INCCOM2283091006311,112SH DFND111,11200
CROWN HOLDINGS INCCOM22836810650,0931,120,148SH DFND11,120,14800
CRYOLIFE INCCOM2289031008,396301,474SH DFND1301,47400
CRYOPORT INCCOM PAR $0.0012290503074,371277,026SH DFND1277,02600
CSG SYSTEMS INTL INCCOM12634910951512,603SH DFND1 212,60300
CSG SYSTEMS INTL INCCOM12634910920,493501,441SH DFND1501,44100
CSI COMPRESSCO LPCOM UNIT12637A10315227,393SH DFND127,39300
CSS INDUSTRIES INCCOM12590610722913,608SH DFND1 213,60800
CSS INDUSTRIES INCCOM12590610787451,724SH DFND151,72400
CSV 2.75 03/15/21NOTE 2.750% 3/1143905AM97,0535,890,000PRN DFND1 25,890,00000
CSW INDUSTRIALS INCCOM1264021068,889168,199SH DFND1168,19900
CSX CORPCOM126408103619,1729,728,597SH DFND19,636,732091,865
CSX CORPCOM12640810326417SH DFND1 241700
CTI BIOPHARMA CORPCOM NEW12648L6012,555513,223SH DFND1513,22300
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB214,78714,149,000PRN DFND1 214,149,00000
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F10045,935969,705SH DFND1946,054023,651
CTRP 1.25 10/15/18NOTE 1.250%10/122943FAD224,42020,000,000PRN DFND1 220,000,00000
CTS CORPCOM12650110510,843301,220SH DFND1301,22000
CUBESMART COM22966310969,8152,166,846SH DFND12,166,84600
CUBIC CORPCOM22966910615,194236,677SH DFND1236,67700
CUE BIOPHARMA INCCOM22978P1061,301109,715SH DFND1109,71500
CUI GLOBAL INCCOM NEW126576206338114,041SH DFND1114,04100
CULLEN/FROST BANKERS INCCOM22989910956,053517,863SH DFND1515,01402,849
CULP INCCOM2302151052,08785,038SH DFND185,03800
CUMBERLAND PHARMACEUTICALSCOM23077010929748,610SH DFND148,61000
CUMMINS INCCOM231021106314,0472,364,975SH DFND12,356,27508,700
CUMMINS INCCOM2310211067585,704SH DFND1 25,70400
CURIS INCCOM NEW231269200311180,309SH DFND1180,30900
CURO GROUP HOLDINGS CORPCOM23131L1073,833153,628SH DFND1153,62800
CURTISS-WRIGHT CORPCOM2315611011721,450SH DFND1 21,45000
CURTISS-WRIGHT CORPCOM23156110153,390448,582SH DFND1446,41202,170
CUSTOMERS BANCORP INCCOM23204G1007,719272,005SH DFND1272,00500
CUTERA INCCOM2321091086,077150,810SH DFND1150,81000
CVB FINANCIAL CORPCOM12660010523,4371,045,366SH DFND11,045,36600
CVD EQUIPMENT CORPCOM12660110326940,414SH DFND140,41400
CVR ENERGY INCCOM12662P10810,307278,669SH DFND1277,15901,510
CVS HEALTH CORPCOM126650100783,57212,200,971SH DFND112,144,435056,536
CVS HEALTH CORPCOM1266501003976,179SH DFND1 26,17900
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1082,09833,334SH DFND133,33400
CYBEROPTICS CORPCOM23251710282247,251SH DFND147,25100
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4053021,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1037,529561,063SH DFND1561,06300
CYPRESS SEMICONDUCTOR CORPCOM23280610955,5423,564,995SH DFND13,544,961020,034
CYRUSONE INCCOM23283R10055,177945,472SH DFND1940,60704,865
CYS INVESTMENTS INCCOM12673A10810,6601,421,359SH DFND11,412,03209,327
CYTOKINETICS INCCOM NEW23282W6054,120496,450SH DFND1496,45000
CYTOMX THERAPEUTICS INCCOM23284F1058,301363,128SH DFND1363,12800
CYTORI THERAPEUTICS INCCOM PAR23283K4022416,630SH DFND116,63000
CYTOSORBENTS CORPCOM NEW23283X2062,726239,199SH DFND1239,19900
CYTRX CORPCOM PAR232828608210186,584SH DFND1186,58400
DAILY JOURNAL CORPCOM2339121042,0418,869SH DFND18,86900
DAKTRONICS INCCOM2342641093,463407,032SH DFND1407,03200
DANA INCCOM2358252051577,778SH DFND1 27,77800
DANA INCCOM23582520530,2461,498,106SH DFND11,490,96107,145
DANAHER CORPCOM235851102672,3106,827,762SH DFND16,794,672033,090
DANAHER CORPCOM2358511021701,729SH DFND1 21,72900
DARDEN RESTAURANTS INCCOM237194105169,0001,581,507SH DFND11,573,64607,861
DARE BIOSCIENCE INCCOM23666P1016858,300SH DFND158,30000
DARLING INGREDIENTS INCCOM23726610130,5121,534,820SH DFND11,534,82000
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20635536,457SH DFND136,45700
DASEKE INCCOM23753F1074,640467,281SH DFND1467,28100
DASEKE INC-CW20*W EXP 02/27/20223753F1152,0851,948,893SH DFND1 21,948,89300
DATA I/O CORPCOM23769010225940,918SH DFND140,91800
DATAWATCH CORPCOM NEW23791720865769,222SH DFND169,22200
DAVE & BUSTER'S ENTERTAINMENCOM23833710918,773394,405SH DFND1394,40500
DAVE & BUSTER'S ENTERTAINMENCOM23833710932683SH DFND1 268300
DAVIDSTEA INCCOM2386611024813,680SH DFND113,68000
DAVITA INCCOM23918K108108,6841,568,510SH DFND11,561,10207,408
DAVITA INCCOM23918K1082253,250SH DFND1 23,25000
DAWSON GEOPHYSICAL COCOM2393601001,381174,854SH DFND1174,85400
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10154728,367SH DFND128,36700
DCT INDUSTRIAL TRUST INCCOM NEW2331532043,33650,000SH DFND1 250,00000
DCT INDUSTRIAL TRUST INCCOM NEW23315320468,6291,028,472SH DFND11,023,85004,622
DDR CORPCOM23317H85429,2891,692,686SH DFND11,692,68600
DEAN FOODS COCOM NEW2423702038,728830,520SH DFND1830,52000
DECIPHERA PHARMACEUTICALS INCOM24344T1015,186131,794SH DFND1131,79400
DECKERS OUTDOOR CORPCOM24353710753,207471,321SH DFND1469,82701,494
DECKERS OUTDOOR CORPCOM24353710731283SH DFND1 228300
DEERE & COCOM244199105473,0453,391,354SH DFND13,373,294018,060
DEL FRISCO'S RESTAURANT GROUCOM2450771022,682212,919SH DFND1212,91900
DEL TACO RESTAURANTS INCCOM2454961045,049356,110SH DFND1356,11000
DELAWARE INV MINN MUNI IICOM24610V10367554,568SH DFND1 254,56800
DELEK US HOLDINGS INCCOM24665A1031292,578SH DFND1 22,57800
DELEK US HOLDINGS INCCOM24665A10343,380864,666SH DFND1864,66600
DELL TECHNOLOGIES INC-CL VCOM CL V24703L103164,6581,948,067SH DFND11,945,87902,188
DELL TECHNOLOGIES INC-CL VCOM CL V24703L1036267,408SH DFND1 27,40800
DELPHI TECHNOLOGIES PLCSHSG2709G10727,139596,988SH DFND1592,07904,909
DELTA AIR LINES INCCOM NEW247361702357,0437,219,540SH DFND17,182,527037,013
DELTA AIR LINES INCCOM NEW247361702941,914SH DFND1 21,91400
DELTA APPAREL INCCOM24736810358430,212SH DFND130,21200
DELTA APPAREL INCCOM2473681031055,430SH DFND1 25,43000
DELUXE CORPCOM24801910136,869556,860SH DFND1554,50902,351
DELUXE CORPCOM24801910163957SH DFND1 295700
DENALI THERAPEUTICS INCCOM24823R1053,143206,150SH DFND1206,15000
DENBURY RESOURCES INCCOM NEW24791620810221,271SH DFND1 221,27100
DENBURY RESOURCES INCCOM NEW24791620818,6983,887,322SH DFND13,887,32200
DENNY'S CORPCOM24869P10411,182701,983SH DFND1701,98300
DENTSPLY SIRONA INCCOM24906P1091,01623,230SH DFND1 223,23000
DENTSPLY SIRONA INCCOM24906P109120,5952,760,640SH DFND12,737,395023,245
DEPO 2.5 09/01/21NOTE 2.500% 9/0249908AA24,4935,500,000PRN DFND1 25,500,00000
DEPOMED INCCOM2499081044,151622,381SH DFND1622,38100
DERMIRA INCCOM24983L1043,172344,872SH DFND1344,87200
DESCARTES SYSTEMS GRP/THECOM2499061082,00061,410SH DFND161,41000
DESTINATION MATERNITY CORPCOM25065D10055094,509SH DFND194,50900
DESTINATION XL GROUP INCCOM25065K104551245,099SH DFND1245,09900
DETERMINE INCCOM25066010710373,362SH DFND173,36200
DEVON ENERGY CORPCOM25179M103268,3856,117,759SH DFND16,089,429028,330
DEXCOM INCCOM25213110782,357867,108SH DFND1867,10800
DFB HEALTHCARE ACQUISIT - WA*W EXP 04/11/20223291E11710883,333SH DFND1 283,33300
DFB HEALTHCARE ACQUISITIONSCOM23291E1092,412249,999SH DFND1 2249,99900
DHI GROUP INCCOM23331S100241102,694SH DFND1 2102,69400
DHI GROUP INCCOM23331S1001,316560,270SH DFND1560,27000
DHT HOLDINGS INCSHS NEWY2065G1211,119238,625SH DFND1238,62500
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052,80219,457SH DFND119,45700
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q20535246SH DFND1 224600
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20779407SH DFND1 240700
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,84835,226SH DFND135,22600
DIAMOND OFFSHORE DRILLINGCOM25271C10212,567602,452SH DFND1599,28603,166
DIAMONDBACK ENERGY INCCOM25278X109115,300876,998SH DFND1876,99800
DIAMONDROCK HOSPITALITY COCOM25278430131,0272,526,692SH DFND12,526,69200
DICERNA PHARMACEUTICALS INCCOM2530311083,693301,511SH DFND1301,51100
DICK'S SPORTING GOODS INCCOM25339310243,0301,220,726SH DFND11,216,90703,819
DICK'S SPORTING GOODS INCCOM2533931021133,224SH DFND1 23,22400
DIEBOLD NIXDORF INCCOM2536511038,440706,356SH DFND1706,1560200
DIFFERENTIAL BRANDS GROUP INCOM25374L10825365,833SH DFND165,83300
DIGI INTERNATIONAL INCCOM2537981023,275248,167SH DFND1248,16700
DIGIMARC CORPCOM25381B1012,913108,729SH DFND1108,72900
DIGIRAD CORPCOM2538271099964,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2085222,523SH DFND122,52300
DIGITAL REALTY TRUST INCCOM253868103315,2692,830,413SH DFND12,819,345011,068
DIGITAL TURBINE INCCOM NEW25400W102516341,791SH DFND1341,79100
DILLARDS INC-CL ACL A25406710115,817167,383SH DFND1166,4110972
DIME COMMUNITY BANCSHARESCOM2539221086,303323,266SH DFND1323,26600
DINE BRANDS GLOBAL INCCOM25442310612,513167,292SH DFND1167,29200
DIODES INCCOM25454310113,854401,919SH DFND1401,91900
DIPLOMAT PHARMACY INCCOM25456K101341,348SH DFND1 21,34800
DIPLOMAT PHARMACY INCCOM25456K10111,825462,664SH DFND1462,66400
DISCOVER FINANCIAL SERVICESCOM2547091084526,423SH DFND1 26,42300
DISCOVER FINANCIAL SERVICESCOM254709108310,0094,411,293SH DFND14,392,774018,519
DISCOVERY INC - ACOM SER A25470F10459,7532,176,374SH DFND12,168,09308,281
DISCOVERY INC - ACOM SER A25470F1042438,838SH DFND1 28,83800
DISCOVERY INC-CCOM SER C25470F302102,9494,045,368SH DFND14,027,241018,127
DISH NETWORK CORP-ACL A25470M1091,14934,200SH DFND1 234,20000
DISH NETWORK CORP-ACL A25470M10996,6402,880,829SH DFND12,857,430023,399
DIVERSICARE HEALTHCARE SERVICOM2551041019313,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1058668,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2044,010325,302SH DFND1 2325,30200
DIXIE GROUP INCCL A25551910014764,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1036,488144,506SH DFND1144,50600
DNB FINANCIAL CORPCOM2332371062577,333SH DFND17,33300
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2003225,401SH DFND125,40100
DOCUSIGN INCCOM25616310615,433291,465SH DFND1291,46500
DOLBY LABORATORIES INC-CL ACOM25659T10736,566592,752SH DFND1592,75200
DOLLAR GENERAL CORPCOM256677105317,4673,225,891SH DFND13,212,403013,488
DOLLAR TREE INCCOM256746108245,4952,893,857SH DFND12,869,555024,302
DOLLAR TREE INCCOM2567461082332,747SH DFND1 22,74700
DOMINION ENERGY INCCOM25746U109486,4827,150,835SH DFND17,115,521035,314
DOMINO'S PIZZA INCCOM25754A201104,406370,277SH DFND1368,20202,075
DOMTAR CORPCOM NEW2575592031,13923,876SH DFND1 223,87600
DOMTAR CORPCOM NEW25755920352,6731,103,349SH DFND11,099,16604,183
DONALDSON CO INCCOM25765110954,7221,212,816SH DFND11,206,44806,368
DONEGAL GROUP INC-CL ACL A2577012012,221163,238SH DFND1163,23800
DONNELLEY FINANCIAL SOLUTIONCOM25787G1005,968343,600SH DFND1342,54801,052
DORCHESTER MINERALS LPCOM UNIT25820R10549524,044SH DFND124,04400
DORCHESTER MINERALS LPCOM UNIT25820R1051959,480SH DFND1 29,48000
DORIAN LPG LTDSHS USDY2106R1102,067270,676SH DFND1270,67600
DORMAN PRODUCTS INCCOM25827810020,907306,071SH DFND1306,07100
DOUBLE EAGLE ACQUISITI-CW*W EXP 09/10/2029713751187,0603,123,982SH DFND1 23,123,98200
DOUGLAS DYNAMICS INCCOM25960R10510,185212,203SH DFND1210,41001,793
DOUGLAS EMMETT INCCOM25960P10969,5231,730,294SH DFND11,722,45407,840
DOVA PHARMACEUTICALS INCCOM25985T1024,187139,965SH DFND1139,96500
DOVER CORPCOM2600031081,66822,800SH DFND1 222,80000
DOVER CORPCOM260003108130,3301,784,154SH DFND11,775,14109,013
DOVER DOWNS GAMING & ENTERTACOM2600951045330,139SH DFND130,13900
DOVER MOTORSPORTS INCCOM2601741077332,679SH DFND132,67900
DOWDUPONT INCCOM26078J1002,80142,500SH DFND1 242,50000
DOWDUPONT INCCOM26078J1001,673,83825,447,259SH DFND125,318,9270128,332
DPW HOLDINGS INCCOM26140E10596177,766SH DFND1177,76600
DR HORTON INCCOM23331A10997223,721SH DFND1 223,72100
DR HORTON INCCOM23331A109163,7044,001,080SH DFND13,982,855018,225
DR PEPPER SNAPPLE GROUP-SPNCOM26138E109220,9921,812,589SH DFND11,811,8040785
DR. REDDY'S LABORATORIES-ADRADR25613520393929,619SH DFND128,36601,253
DREYFUS STRATEGIC MUNICIPALSCOM26193210724331,752SH DFND1 231,75200
DRIL-QUIP INCCOM26203710418,128352,688SH DFND1350,81301,875
DRIVE SHACK INCCOM2620771004,199543,963SH DFND1543,96300
DROPBOX INC-CLASS ACL A26210C10411,708361,140SH DFND1361,14000
DSP GROUP INCCOM23332B1062,318186,214SH DFND1186,21400
DSW INC-CLASS ACL A23334L10222,019852,798SH DFND1852,79800
DTE ENERGY COMPANYCOM233331107216,8952,097,250SH DFND12,087,32009,930
DTF TAX-FREE INCOME INCCOM23334J10730522,890SH DFND1 222,89000
DUCOMMUN INCCOM2641471093,21897,252SH DFND197,25200
DUKE ENERGY CORPCOM NEW26441C204616,9697,818,549SH DFND17,780,887037,662
DUKE REALTY CORPCOM NEW264411505151,3525,222,347SH DFND15,203,401018,946
DULUTH HOLDINGS INC - CL BCOM CL B26443V1012,912122,414SH DFND1122,41400
DUN & BRADSTREET CORPCOM26483E1006505,302SH DFND1 25,30200
DUN & BRADSTREET CORPCOM26483E10065,735535,960SH DFND1534,08301,877
DUNKIN' BRANDS GROUP INCCOM26550410053,270771,253SH DFND1767,18004,073
DURECT CORPORATIONCOM2666051042,5721,648,875SH DFND11,648,87500
DXC TECHNOLOGY COCOM23355L106301,7943,750,685SH DFND13,735,295015,390
DXC TECHNOLOGY COCOM23355L1061902,362SH DFND1 22,36200
DXP ENTERPRISES INCCOM NEW2333774076,346166,134SH DFND1166,13400
DYCOM INDUSTRIES INCCOM26747510126,787283,434SH DFND1281,90201,532
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582018,433553,044SH DFND1553,04400
DYNEX CAPITAL INCCOM NEW26817Q5063,347512,679SH DFND1512,2410438
EAGLE BANCORP INCCOM26894810619,662320,763SH DFND1320,76300
EAGLE BULK SHIPPING INCSHS NEWY2187A1431,043191,786SH DFND1191,78600
EAGLE MATERIALS INCCOM26969P10843,187411,430SH DFND1409,07802,352
EAGLE PHARMACEUTICALS INCCOM2697961087,719102,035SH DFND1102,03500
EARTHSTONE ENERGY INC - ACL A27032D3041,771200,162SH DFND1200,16200
EAST WEST BANCORP INCCOM27579R104100,7971,546,949SH DFND11,539,83907,110
EASTERLY GOVERNMENT PROPERTICOM27616P10311,988606,710SH DFND1606,71000
EASTERN CO/THECOM2763171041,49553,330SH DFND153,33000
EASTGROUP PROPERTIES INCCOM27727610137,280390,127SH DFND1390,12700
EASTMAN CHEMICAL COCOM27743210031314SH DFND1 231400
EASTMAN CHEMICAL COCOM277432100197,7891,982,094SH DFND11,974,51807,576
EASTMAN KODAK COCOM NEW2774614061,143301,019SH DFND1301,01900
EATON CORP PLCSHSG29183103371,1404,976,200SH DFND14,950,946025,254
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10192881,037SH DFND1 281,03700
EATON VANCE CAL MUNI BONDCOM27828A1002,758267,071SH DFND1 2267,07100
EATON VANCE CORPCOM NON VTG27826510364,2451,231,786SH DFND11,225,93205,854
EATON VANCE LTD DURATION FNDCOM27828H1051,803143,396SH DFND1 2143,39600
EATON VANCE NEW YORK MUNICIPCOM27827Y10988578,302SH DFND1 278,30200
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10681372,220SH DFND1 272,22000
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10430124,690SH DFND1 224,69000
EATON VANCE TAX-ADVANTAGED BCOM SH BEN INT27829M10374681,576SH DFND1 281,57600
EBAY INCCOM27864210362917,349SH DFND1 217,34900
EBAY INCCOM278642103423,58511,704,180SH DFND111,604,905099,275
EBIX INCCOM NEW27871520618,010236,206SH DFND1236,20600
ECHELON CORPCOM NEW27874N30314417,536SH DFND117,53600
ECHO GLOBAL LOGISTICS INCCOM27875T1017,696263,134SH DFND1263,13400
ECHOSTAR CORP-ACL A27876810620,974472,392SH DFND1472,39200
ECLIPSE RESOURCES CORPCOM27890G1001,429893,682SH DFND1893,68200
ECOLAB INCCOM278865100386,8702,763,049SH DFND12,749,177013,872
ECOLAB INCCOM27886510031224SH DFND1 222400
ECO-STIM ENERGY SOLUTIONS INCOM27888D1012945,860SH DFND145,86000
ECPG 2.875 03/15/21NOTE 2.875% 3/1292554AH54,7455,145,000PRN DFND1 25,145,00000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF919,71519,645,000PRN DFND1 219,645,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075618,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM279870109247240,153SH DFND1240,15300
EDGEWATER TECHNOLOGY INCCOM28035810220337,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q1021,00920,000SH DFND1 220,00000
EDGEWELL PERSONAL CARE COCOM28035Q10224,971494,885SH DFND1492,23402,651
EDISON INTERNATIONALCOM281020107241,6463,827,062SH DFND13,809,773017,289
EDITAS MEDICINE INCCOM28106W10316,005446,715SH DFND1446,71500
EDUCATION REALTY TRUST INCCOM NEW28140H20336,075869,288SH DFND1865,57203,716
EDUCATIONAL DEVELOPMENT CORPCOM28147910546524,818SH DFND124,81800
EDWARDS LIFESCIENCES CORPCOM28176E108386,6762,661,318SH DFND12,650,133011,185
EGAIN CORPCOM NEW28225C8062,715179,832SH DFND1179,83200
EGAIN CORPCOM NEW28225C80640827,025SH DFND1 227,02500
EGALET CORPCOM28226B104104246,886SH DFND1246,88600
EHEALTH INCCOM28238P1093,828173,241SH DFND1173,24100
EIGER BIOPHARMACEUTICALS INCCOM28249U10594777,656SH DFND177,65600
EKSO BIONICS HOLDINGS INCCOM NEW282644202551307,897SH DFND1307,89700
EL PASO ELECTRIC COCOM NEW28367785422,642383,127SH DFND1383,12700
EL POLLO LOCO HOLDINGS INCCOM2686031072,463216,116SH DFND1216,11600
ELBIT SYSTEMS LTDORDM3760D1013,59630,289SH DFND130,28900
ELDORADO RESORTS INCCOM28470R10223,872610,539SH DFND1610,53900
ELECTRO SCIENTIFIC INDS INCCOM28522910010,312653,925SH DFND1653,92500
ELECTROMED INCCOM28540910810018,483SH DFND118,48300
ELECTRONIC ARTS INCCOM28551210919SH DFND1 2900
ELECTRONIC ARTS INCCOM285512109473,7023,366,441SH DFND13,334,582031,859
ELECTRONICS FOR IMAGINGCOM28608210214,502445,418SH DFND1445,41800
ELEVATE CREDIT INCCOM28621V1011,313155,312SH DFND1155,31200
ELF BEAUTY INCCOM26856L1033,083202,357SH DFND1202,35700
ELI LILLY & COCOM532457108998,62711,726,100SH DFND111,673,038053,062
ELI LILLY & COCOM5324571083053,580SH DFND1 23,58000
ELLIE MAE INCCOM28849P10032,817316,038SH DFND1316,03800
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810764659,290SH DFND159,29000
ELOXX PHARMACEUTICALS INCCOM29014R1033,460202,700SH DFND1202,70000
EMAGIN CORPORATIONCOM NEW29076N20611865,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,35284,683SH DFND184,68300
EMCOR GROUP INCCOM29084Q10053,381700,724SH DFND1697,85802,866
EMCORE CORPCOM NEW290846203930184,262SH DFND1184,26200
EMERALD EXPOSITIONS EVENTS ICOM29103B1004,966241,098SH DFND1241,09800
EMERGENT BIOSOLUTIONS INCCOM29089Q10519,818392,526SH DFND1392,3400186
EMERGENT BIOSOLUTIONS INCCOM29089Q10516333SH DFND1 233300
EMERSON ELECTRIC COCOM291011104463,9806,725,806SH DFND16,688,938036,868
EMERSON RADIO CORPCOM NEW2910872037048,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540017933,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 012920523051,01651,338SH DFND151,33800
EMPIRE STATE REALTY TRUST-ACL A29210410621,4171,252,500SH DFND11,252,50000
EMPLOYERS HOLDINGS INCCOM29221810412,066300,170SH DFND1300,17000
ENANTA PHARMACEUTICALS INCCOM29251M10619,749170,398SH DFND1170,39800
ENBRIDGE INCCOM29250N10540,0091,129,563SH DFND11,128,8990664
ENCANA CORPCOM2925051048,361646,717SH DFND1646,697020
ENCOMPASS HEALTH CORPCOM29261A10064,282949,236SH DFND1943,68305,553
ENCORE CAPITAL GROUP INCCOM2925541029,261253,055SH DFND1252,5980457
ENCORE WIRE CORPCOM2925621059,693204,288SH DFND1204,28800
ENDO INTERNATIONAL PLCSHSG3040110620,0672,128,058SH DFND12,128,05800
ENDO INTERNATIONAL PLCSHSG3040110678283,031SH DFND1 283,03100
ENDOCYTE INCCOM29269A1028,345604,743SH DFND1604,74300
ENDOLOGIX INCCOM29266S1064,543802,761SH DFND1802,76100
ENDURANCE INTERNATIONAL GROUCOM29272B105494,986SH DFND1 24,98600
ENDURANCE INTERNATIONAL GROUCOM29272B1058,291833,322SH DFND1833,32200
ENEL AMERICAS SA-ADRSPONSORED ADR29274F1041,096124,514SH DFND1 2124,51400
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104212,399SH DFND1002,399
ENEL CHILE SA-ADRSPONSORED ADR29278D105690141,412SH DFND1 2141,41200
ENEL CHILE SA-ADRSPONSORED ADR29278D10561,402SH DFND1001,402
ENERGEN CORPCOM29265N10861,809848,795SH DFND1844,01304,782
ENERGEN CORPCOM29265N10850696SH DFND1 269600
ENERGIZER HOLDINGS INCCOM29272W10927436SH DFND1 243600
ENERGIZER HOLDINGS INCCOM29272W10932,656518,684SH DFND1515,75402,930
ENERGOUS CORPCOM29272C1032,974200,554SH DFND1200,55400
ENERGY FOCUS INCCOM NEW29268T3008243,479SH DFND143,47900
ENERGY FUELS INCCOM NEW292671708428188,995SH DFND1188,99500
ENERGY RECOVERY INCCOM29270J1002,839351,448SH DFND1351,44800
ENERGY SELECT SECTOR SPDRENERGY81369Y5065507,253PRN DFND17,25300
ENERGY XXI GULF COAST INCCOM29276K1012,746310,732SH DFND1310,73200
ENERPLUS CORPCOM29276610218414,617SH DFND114,3650252
ENERPLUS CORPCOM29276610220316,168SH DFND1 216,16800
ENERSYSCOM29275Y10231,697424,673SH DFND1422,60802,065
ENGILITY HOLDINGS INCCOM29286C1075,298172,920SH DFND1170,59202,328
ENGLOBAL CORPCOM2933061068767,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R1081,15731,177SH DFND129,61001,567
ENNIS INCCOM2933891025,713280,755SH DFND1277,99202,763
ENNIS INCCOM293389102964,742SH DFND1 24,74200
ENOVA INTERNATIONAL INCCOM29357K10315,690429,298SH DFND1429,29800
ENPHASE ENERGY INCCOM29355A1075,906877,645SH DFND1877,64500
ENPRO INDUSTRIES INCCOM29355X10740577SH DFND1 257700
ENPRO INDUSTRIES INCCOM29355X10713,620194,722SH DFND1194,72200
ENSCO PLC-CL ASHS CLASS AG3157S10620,6552,845,179SH DFND12,823,723021,456
ENSERVCO CORPCOM29358Y10211498,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10117,544489,783SH DFND1489,78300
ENSTAR GROUP LTDSHSG3075P10125,157121,360SH DFND1121,36000
ENSYNC INCCOM29359T10254149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1083,076105,009SH DFND1105,00900
ENTEGRIS INCCOM29362U10448,5991,433,620SH DFND11,433,62000
ENTEGRIS INCCOM29362U104671,986SH DFND1 21,98600
ENTERCOM COMMUNICATIONS-CL ACL A2936391009,1891,217,116SH DFND11,217,11600
ENTERGY CORPCOM29364G103180,6422,240,309SH DFND12,229,867010,442
ENTERPRISE BANCORP INCCOM2936681093,45785,510SH DFND185,51000
ENTERPRISE FINANCIAL SERVICECOM29371210512,390229,659SH DFND1229,65900
ENTERPRISE PRODUCTS PARTNERSCOM2937921072388,610SH DFND18,61000
ENTRAVISION COMMUNICATIONS-ACL A29382R1074,283856,692SH DFND1856,69200
ENV 1.75 12/15/19NOTE 1.750%12/129404KAA45,2525,000,000PRN DFND1 25,000,00000
ENVESTNET INCCOM29404K10622,633411,900SH DFND1411,90000
ENVIROSTAR INCCOM29414M10087721,768SH DFND121,76800
ENVISION HEALTHCARE CORPCOM29414D10067,8931,544,787SH DFND11,538,35906,428
ENZO BIOCHEM INCCOM29410010242982,810SH DFND1 282,81000
ENZO BIOCHEM INCCOM2941001021,932372,373SH DFND1372,37300
EOG RESOURCES INCCOM26875P101762,4856,141,633SH DFND16,110,170031,463
EP ENERGY CORP-CL ACL A2687851021,190396,711SH DFND1396,71100
EPAM SYSTEMS INCCOM29414B10457,122459,440SH DFND1459,44000
EPAM SYSTEMS INCCOM29414B10425206SH DFND1 220600
EPIZYME INCCOM29428V1046,951513,029SH DFND1513,02900
EPLUS INCCOM29426810713,108139,300SH DFND1139,30000
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20820,270760,908PRN DFND1 2760,90800
EPR PROPERTIESCOM SH BEN INT26884U10939,422608,459SH DFND1605,28303,176
EQT CORPCOM26884L109160,9412,922,800SH DFND12,909,416013,384
EQUIFAX INCCOM294429105171,5271,373,900SH DFND11,367,51706,383
EQUINIX INCCOM PAR $0.00129444U700378,670882,750SH DFND1878,25204,498
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10231912,105SH DFND1 212,10500
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10262523,670SH DFND121,90501,765
EQUITY BANCSHARES INC - CL ACOM CL A29460X1095,798139,798SH DFND1139,79800
EQUITY COMMONWEALTHCOM SH BEN INT29462810241,7941,326,810SH DFND11,326,81000
EQUITY LIFESTYLE PROPERTIESCOM29472R10885,295928,133SH DFND1928,13300
EQUITY RESIDENTIALSH BEN INT29476L107331,2405,209,638SH DFND15,190,099019,539
ERA GROUP INCCOM26885G1092,235172,628SH DFND1172,62800
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,047266,901SH DFND1262,14804,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10227,250232,397SH DFND1232,39700
EROS INTERNATIONAL PLCSHS NEWG3788M1141,05881,411SH DFND181,1320279
ESCALADE INCCOM2960561041,08076,601SH DFND176,60100
ESCO TECHNOLOGIES INCCOM29631510413,899240,889SH DFND1240,88900
ESPERION THERAPEUTICS INCCOM29664W1058,411214,625SH DFND1214,62500
ESQUIRE FINANCIAL HOLDINGS ICOM29667J10147417,979SH DFND117,97900
ESSA BANCORP INCCOM29667D1041,05166,425SH DFND166,42500
ESSENDANT INCCOM2966891028,981679,413SH DFND1678,7780635
ESSENT GROUP LTDCOMG3198U10236,9941,032,776SH DFND11,032,77600
ESSEX PROPERTY TRUST INCCOM297178105220,806925,179SH DFND1921,67403,505
ESSEX PROPERTY TRUST INCCOM29717810532135SH DFND1 213500
ESTEE LAUDER COMPANIES-CL ACL A51843910431218SH DFND1 221800
ESTEE LAUDER COMPANIES-CL ACL A518439104401,9062,821,983SH DFND12,809,797012,186
ESTERLINE TECHNOLOGIES CORPCOM29742510019,052258,166SH DFND1256,89701,269
ETHAN ALLEN INTERIORS INCCOM2976021046,439262,817SH DFND1262,81700
ETRADE FINANCIAL CORPCOM NEW269246401200,6503,287,030SH DFND13,271,773015,257
ETSY INCCOM29786A106451,076SH DFND1 21,07600
ETSY INCCOM29786A10652,2181,237,697SH DFND11,237,69700
EURONET WORLDWIDE INCCOM29873610942,769510,556SH DFND1510,55600
EVANS BANCORP INCCOM NEW29911Q2081,69736,830SH DFND136,83000
EVELO BIOSCIENCES INCCOM29973410358749,777SH DFND149,77700
EVERBRIDGE INCCOM29978A1049,839207,503SH DFND1207,50300
EVERBRIDGE INCCOM29978A1042405,077SH DFND1 25,07700
EVERCORE INC - ACLASS A29977A10549,830472,549SH DFND1470,55001,999
EVERCORE INC - ACLASS A29977A1057997,585SH DFND1 27,58500
EVEREST RE GROUP LTDCOMG3223R108120,886525,470SH DFND1523,29502,175
EVERGY INCCOM30034W106183,3233,270,555SH DFND13,256,163014,392
EVERI HOLDINGS INCCOM30034T1034,529629,111SH DFND1629,11100
EVERSOURCE ENERGYCOM30040W10854925SH DFND1 292500
EVERSOURCE ENERGYCOM30040W108217,5023,718,530SH DFND13,701,714016,816
EVERSPIN TECHNOLOGIES INCCOM30041T10454761,417SH DFND161,41700
EVERTEC INCCOM30040P10316,976776,934SH DFND1774,23202,702
EVINE LIVE INCCL A300487105460374,408SH DFND1374,40800
EVOKE PHARMA INCCOM30049G1045723,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B10112,811608,605SH DFND1608,60500
EVOLUS INCCOM30052C1071,25844,949SH DFND144,94900
EVOLUTION PETROLEUM CORPCOM30049A1072,650269,043SH DFND1269,04300
EVOLVING SYSTEMS INCCOM NEW30049R20911339,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T10511,969583,898SH DFND1583,89800
EW SCRIPPS CO/THE-ACL A NEW8110544026,282469,199SH DFND1469,19900
EXACT SCIENCES CORPCOM30063P10566,6701,115,070SH DFND11,114,8260244
EXANTAS CAPITAL CORPCOM NEW30068N105717,021SH DFND1 27,02100
EXANTAS CAPITAL CORPCOM NEW30068N1052,836278,649SH DFND1278,64900
EXELA TECHNOLOGIES INCCOM30162V102998210,207SH DFND1210,20700
EXELIXIS INCCOM30161Q10456,4172,621,620SH DFND12,607,199014,421
EXELON CORPCOM30161N101496,33211,674,025SH DFND111,621,991052,034
EXLSERVICE HOLDINGS INCCOM30208110419,392342,562SH DFND1342,56200
EXONE CO/THECOM30210410453775,967SH DFND175,96700
EXPEDIA GROUP INCCOM NEW30212P303172,1191,434,967SH DFND11,421,654013,313
EXPEDITORS INTL WASH INCCOM302130109176,5992,420,052SH DFND12,410,69609,356
EXPONENT INCCOM30214U10226,774554,334SH DFND1554,33400
EXPONENT INCCOM30214U1022906,021SH DFND1 26,02100
EXPRESS INCCOM30219E1036,625724,132SH DFND1724,13200
EXPRESS SCRIPTS HOLDING COCOM30219G108519,0956,736,579SH DFND16,679,145057,434
EXPRESS SCRIPTS HOLDING COCOM30219G1084,21254,561SH DFND1 254,56100
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20041,4361,917,488SH DFND11,917,48800
EXTERRAN CORPCOM30227H1067,384294,918SH DFND1294,91800
EXTRA SPACE STORAGE INCCOM30225T102166,8461,674,659SH DFND11,667,96706,692
EXTRACTION OIL & GAS INCCOM30227M10518,2551,242,742SH DFND11,242,74200
EXTREME NETWORKS INCCOM30226D1069,5481,199,563SH DFND11,199,56300
EXXON MOBIL CORPCOM30231G1023,943,78747,771,187SH DFND147,537,3260233,861
EYEPOINT PHARMACEUTICALS INCCOM30233G100590283,854SH DFND1283,85400
EZCORP INC-CL ACL A NON VTG3023011066,029500,340SH DFND1500,34000
F5 NETWORKS INCCOM315616102169,933986,877SH DFND1983,63403,243
FABRINETSHSG3323L10012,601341,602SH DFND1341,60200
FACEBOOK INC-ACL A30303M1025,637,71629,069,694SH DFND128,820,8180248,876
FACTSET RESEARCH SYSTEMS INCCOM30307510570,698356,882SH DFND1354,87402,008
FACTSET RESEARCH SYSTEMS INCCOM3030751054622,335SH DFND1 22,33500
FAIR ISAAC CORPCOM30325010452,850273,386SH DFND1271,92101,465
FAMOUS DAVE'S OF AMERICACOM30706810620530,474SH DFND130,47400
FANG HOLDINGS LTD - ADRADR30711Y1021,336347,130SH DFND1344,44802,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10362922,099SH DFND122,09900
FARMER BROS COCOM3076751083,598117,801SH DFND1117,80100
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,15978,291SH DFND178,29100
FARMERS CAPITAL BANK CORPCOM3095621063,94575,733SH DFND175,73300
FARMERS NATL BANC CORPCOM3096271074,193262,920SH DFND1262,92000
FARMLAND PARTNERS INCCOM31154R1092,923332,175SH DFND1332,17500
FARO TECHNOLOGIES INCCOM3116421028,980165,243SH DFND1165,24300
FASTENAL COCOM311900104182,8293,805,492SH DFND13,775,691029,801
FATE THERAPEUTICS INCCOM31189P1025,136452,926SH DFND1452,92600
FB FINANCIAL CORPCOM30257X1046,106149,960SH DFND1149,96000
FBL FINANCIAL GROUP INC-CL ACL A30239F1067,64197,030SH DFND197,03000
FCB FINANCIAL HOLDINGS-CL ACL A30255G10324,768421,228SH DFND1421,22800
FCB FINANCIAL HOLDINGS-CL ACL A30255G10332549SH DFND1 254900
FEDERAL AGRIC MTG CORP-CL CCL C3131483069,291103,838SH DFND1103,83800
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206131,3751,039,788SH DFND11,035,90203,886
FEDERAL SIGNAL CORPCOM31385510813,051560,398SH DFND1560,39800
FEDERATED INVESTORS INC-CL BCL B3142111032229,546SH DFND1 29,54600
FEDERATED INVESTORS INC-CL BCL B31421110326,4401,133,804SH DFND11,128,69105,113
FEDEX CORPCOM31428X106576,3132,544,052SH DFND12,531,007013,045
FEDNAT HOLDING COCOM31431B1093,621156,960SH DFND1156,96000
FENNEC PHARMACEUTICALS INCCOM31447P10030529,249SH DFND129,24900
FERRO CORPCOM31540510015,973766,102SH DFND1766,10200
FERROGLOBE PLCSHSG338561081,060123,711SH DFND1123,71100
FGL HOLDINGSORD SHSG3402M10211,6631,390,205SH DFND11,390,20500
FGL HOLDINGSORD SHSG3402M10275590,000SH DFND1 290,00000
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810216870SH DFND100870
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810273939,155SH DFND1 239,15500
FIBROCELL SCIENCE INCCOM PAR3157214073412,642SH DFND112,64200
FIBROGEN INCCOM31572Q80850,695809,827SH DFND1809,82700
FIBROGEN INCCOM31572Q80839625SH DFND1 262500
FIDELITY D&D BANCORP INCCOM31609R1004557,356SH DFND17,35600
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303119,3143,173,380SH DFND13,173,38000
FIDELITY NATIONAL INFO SERVCOM31620M106437,8234,137,174SH DFND14,118,969018,205
FIDELITY NATIONAL INFO SERVCOM31620M1061611,525SH DFND1 21,52500
FIDELITY SOUTHERN CORPCOM3163941056,876270,624SH DFND1270,62400
FIESTA RESTAURANT GROUPCOM31660B1017,122248,157SH DFND1248,15700
FIFTH THIRD BANCORPCOM316773100311,097SH DFND1 21,09700
FIFTH THIRD BANCORPCOM316773100255,9208,933,466SH DFND18,895,390038,076
FINANCIAL ENGINES INCCOM31748510028,553635,933SH DFND1635,93300
FINANCIAL INSTITUTIONS INCCOM3175854044,789145,590SH DFND1145,59000
FINISAR CORPORATIONCOM NEW31787A50720,2251,123,620SH DFND11,123,62000
FINJAN HOLDINGS INCCOM NEW31788H30317651,830SH DFND151,83000
FIREEYE INCCOM31816Q10126,3761,713,849SH DFND11,713,84900
FIRST AMERICAN FINANCIALCOM31847R10282,6421,597,890SH DFND11,592,41505,475
FIRST BANCORP INC/MECOM31866P1022,55790,610SH DFND190,61000
FIRST BANCORP PUERTO RICOCOM NEW31867270617,8102,328,224SH DFND12,328,22400
FIRST BANCORP/NCCOM31891010612,521306,073SH DFND1306,07300
FIRST BANCSHARES INC/MSCOM3189161033,737103,961SH DFND1103,96100
FIRST BANK/HAMILTON NJCOM31931U1021,497107,745SH DFND1107,74500
FIRST BUSEY CORPCOM NEW31938320414,495456,975SH DFND1456,4590516
FIRST BUSINESS FINANCIAL SERCOM3193901001,73766,832SH DFND166,83200
FIRST CAPITAL INCCOM31942S10456813,686SH DFND113,68600
FIRST CHOICE BANCORPCOM31948P10498132,110SH DFND132,11000
FIRST CITIZENS BCSHS -CL ACL A31946M10336,23489,846SH DFND189,84600
FIRST COMMONWEALTH FINL CORPCOM31982910715,8761,023,631SH DFND11,023,63100
FIRST COMMUNITY BANCSHARESCOM31983A1034,540142,522SH DFND1142,52200
FIRST COMMUNITY CORPCOM3198351041,83573,128SH DFND173,12800
FIRST CONNECTICUT BANCORPCOM3198501034,123134,764SH DFND1134,76400
FIRST DATA CORP- CLASS ACOM CL A32008D10677,4453,703,248SH DFND13,703,24800
FIRST DEFIANCE FINL CORPCOM32006W1066,884102,655SH DFND1102,65500
FIRST FINANCIAL BANCORPCOM32020910930,8431,006,301SH DFND11,006,30100
FIRST FINANCIAL CORP/INDIANACOM3202181005,376118,558SH DFND1118,55800
FIRST FINANCIAL NORTHWESTCOM32022K1021,49676,687SH DFND176,68700
FIRST FINL BANKSHARES INCCOM32020R10936,952725,986SH DFND1725,98600
FIRST FOUNDATION INCCOM32026V1045,732309,218SH DFND1309,21800
FIRST GUARANTY BANCSHARES INCOM32043P10649619,093SH DFND119,09300
FIRST HAWAIIAN INCCOM32051X10821,056725,591SH DFND1725,59100
FIRST HORIZON NATIONAL CORPCOM32051710551,8942,908,867SH DFND12,892,784016,083
FIRST INDUSTRIAL REALTY TRCOM32054K10347,2391,416,891SH DFND11,410,73606,155
FIRST INTERNET BANCORPCOM3205571012,82982,974SH DFND182,97400
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20112,127287,393SH DFND1287,39300
FIRST MERCHANTS CORPCOM32081710920,516442,162SH DFND1442,16200
FIRST MID-ILLINOIS BNCSHSCOM3208661064,426112,630SH DFND1112,63000
FIRST MIDWEST BANCORP INC/ILCOM32086710426,1491,026,676SH DFND11,026,67600
FIRST NORTHWEST BANCORPCOM3358341071,09268,390SH DFND168,39000
FIRST OF LONG ISLAND CORPCOM3207341065,813233,925SH DFND1233,92500
FIRST REPUBLIC BANK/CACOM33616C100126,9801,312,960SH DFND11,312,96000
FIRST SAVINGS FINANCIAL GRPCOM33621E1093895,305SH DFND15,30500
FIRST SOLAR INCCOM33643310722420SH DFND1 242000
FIRST SOLAR INCCOM33643310743,029817,125SH DFND1813,11504,010
FIRST TRUST HIGH INCOME LONGCOM33738E1093,392230,313SH DFND1 2230,31300
FIRST UNITED CORPCOM33741H1071,02650,213SH DFND150,21300
FIRST US BANCSHARES INCCOM33744V10313811,875SH DFND111,87500
FIRSTCASH INCCOM33767D10537,867421,454SH DFND1421,2730181
FIRSTCASH INCCOM33767D1051631,824SH DFND1 21,82400
FIRSTENERGY CORPCOM337932107204,7075,711,450SH DFND15,684,487026,963
FIRSTSERVICE CORPSUB VTG SH33767E1032,00326,341SH DFND126,34100
FIRSTSERVICE CORPSUB VTG SH33767E1032152,837SH DFND1 22,83700
FISERV INCCOM337738108415,6665,620,103SH DFND15,578,257041,846
FITBIT INC - ACL A33812L10211,0141,686,763SH DFND11,686,76300
FIVE BELOWCOM33829M1012182,233SH DFND1 22,23300
FIVE BELOWCOM33829M10153,616548,727SH DFND1545,99702,730
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10647442,200SH DFND1 242,20000
FIVE PRIME THERAPEUTICS INCCOM33830X104795,033SH DFND1 25,03300
FIVE PRIME THERAPEUTICS INCCOM33830X1045,685359,623SH DFND1359,62300
FIVE STAR SENIOR LIVING INCCOM33832D106433288,827SH DFND1288,82700
FIVE9 INCCOM3383071012226,431SH DFND1 26,43100
FIVE9 INCCOM33830710119,398561,130SH DFND1561,13000
FLAGSTAR BANCORP INCCOM PAR .0013379307059,196268,430SH DFND1268,43000
FLEETCOR TECHNOLOGIES INCCOM339041105214,7521,021,623SH DFND11,016,86704,756
FLEX LTDORDY2573F1025,205372,657SH DFND1372,65700
FLEX PHARMA INCCOM33938A1055356,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1069,347361,623SH DFND1361,62300
FLEXSTEEL INDSCOM3393821034,825120,947SH DFND1120,94700
FLIR SYSTEMS INCCOM302445101101,6301,958,864SH DFND11,951,58307,281
FLOOR & DECOR HOLDINGS INC-ACL A33975010118,252370,000SH DFND1370,00000
FLOTEK INDUSTRIES INCCOM3433891021,684521,531SH DFND1521,53100
FLOWERS FOODS INCCOM343498101027SH DFND1 22700
FLOWERS FOODS INCCOM34349810138,7251,859,127SH DFND11,849,64309,484
FLOWSERVE CORPCOM34354P10565,0971,614,271SH DFND11,607,02807,243
FLUENT INCCOM34380C1025522,780SH DFND1 222,78000
FLUENT INCCOM34380C102984401,692SH DFND1401,69200
FLUIDIGM CORPCOM34385P1081,598268,142SH DFND1268,14200
FLUOR CORPCOM34341210286,6051,778,715SH DFND11,771,25507,460
FLUSHING FINANCIAL CORPCOM3438731057,442285,160SH DFND1285,16000
FLY LEASING LTD-ADRSPONSORED ADR34407D10951736,724SH DFND1 236,72400
FMC CORPCOM NEW302491303136,0061,527,789SH DFND11,520,65107,138
FNB BANCORPCOM30251510172519,781SH DFND119,78100
FNB CORPCOM30252010140,4233,012,170SH DFND12,992,192019,978
FOAMIX PHARMACEUTICALS LTDSHSM4613510510019,970SH DFND119,97000
FONAR CORPCOM NEW344437405883,325SH DFND1 23,32500
FONAR CORPCOM NEW3444374051,55158,445SH DFND158,44500
FOOT LOCKER INCCOM3448491044759,024SH DFND1 29,02400
FOOT LOCKER INCCOM34484910492,0241,749,902SH DFND11,743,63406,268
FORD MOTOR COCOM PAR $0.01345370860534,80048,402,631SH DFND148,177,3230225,308
FORD MOTOR COCOM PAR $0.0134537086014913,497SH DFND1 213,49700
FORESCOUT TECHNOLOGIES INCCOM34553D1018,443246,445SH DFND1246,44500
FOREST CITY REALTY TRUST- ACOM CL A34560510963,7312,794,027SH DFND12,794,02700
FORESTAR GROUP INCCOM3462321012,122102,300SH DFND1102,30000
FORMFACTOR INCCOM34637510810,769809,773SH DFND1809,77300
FORRESTER RESEARCH INCCOM3465631095,007119,362SH DFND1119,36200
FORTERRA INCCOM34960W1061,699174,670SH DFND1174,67000
FORTINET INCCOM34959E10992,2081,477,998SH DFND11,470,90307,095
FORTINET INCCOM34959E1091171,881SH DFND1 21,88100
FORTIS INCCOM34955310712,639398,310SH DFND1396,68001,630
FORTIVE CORPCOM34959J108289,4773,761,453SH DFND13,744,942016,511
FORTRESS BIOTECH INCCOM34960Q109963323,288SH DFND1323,28800
FORTUNE BRANDS HOME & SECURICOM34964C10679314,772SH DFND1 214,77200
FORTUNE BRANDS HOME & SECURICOM34964C10695,0611,774,146SH DFND11,766,40307,743
FORUM ENERGY TECHNOLOGIES INCOM34984V1008,925722,732SH DFND1722,73200
FORWARD AIR CORPCOM34985310117,342293,551SH DFND1293,55100
FORWARD INDUSTRIES INCCOM NEW3498623003018,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10617,218640,815SH DFND1640,81500
FOSTER (LB) CO-ACOM3500601092,14493,461SH DFND193,46100
FOUNDATION BUILDING MATERIALCOM3503921061,907124,031SH DFND1124,03100
FOUNDATION MEDICINE INCCOM35046510022,303163,157SH DFND1163,15700
FOUR CORNERS PROPERTY TRUSTCOM35086T10914,261579,041SH DFND1578,3120729
FOX FACTORY HOLDING CORPCOM35138V10217,722380,728SH DFND1380,72800
FRANCESCAS HOLDINGS CORPCOM3517931042,420320,559SH DFND1320,55900
FRANKLIN COVEY COCOM3534691092,459100,176SH DFND1100,17600
FRANKLIN ELECTRIC CO INCCOM35351410219,137424,336SH DFND1424,33600
FRANKLIN FINANCIAL NETWORKCOM35352P1044,256113,208SH DFND1113,20800
FRANKLIN RESOURCES INCCOM354613101141,8524,433,686SH DFND14,416,773016,913
FRANKLIN RESOURCES INCCOM3546131011,15836,156SH DFND1 236,15600
FRANKLIN STREET PROPERTIES CCOM35471R10610,4281,218,284SH DFND11,218,28400
FRANK'S INTERNATIONAL NVCOMN334621074,823618,451SH DFND1617,6900761
FRED'S INC-CLASS ACL A356108100459201,527SH DFND1201,52700
FREEPORT-MCMORAN INCCL B35671D85792553,599SH DFND1 253,59900
FREEPORT-MCMORAN INCCL B35671D857332,24519,281,718SH DFND119,207,687074,031
FREIGHTCAR AMERICA INCCOM3570231001,875111,677SH DFND1111,67700
FREQUENCY ELECTRONICS INCCOM35801010620425,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR3580291064969,860SH DFND18,9000960
FRESH DEL MONTE PRODUCE INCORDG3673810513,430301,476SH DFND1301,47600
FRESHPET INCCOM3580391056,968253,856SH DFND1253,85600
FRIEDMAN INDUSTRIESCOM35843510517521,701SH DFND121,70100
FRONT YARD RESIDENTIAL CORPCOM35904G1074,851465,639SH DFND1465,63900
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3063,973741,280SH DFND1741,28000
FRONTLINE LTDSHS NEWG3682E1921,308224,071SH DFND1224,07100
FRP HOLDINGS INCCOM30292L1075,21980,611SH DFND180,61100
FS BANCORP INCCOM30263Y1041,77027,990SH DFND127,99000
FTD COS INCCOM30281V108464100,028SH DFND1100,02800
FTD COS INCCOM30281V10814230,683SH DFND1 230,68300
FTE NETWORKS INCCOM PAR30283R40226713,877SH DFND113,87700
FTI CONSULTING INCCOM30294110920,839344,564SH DFND1344,56400
FTS INTERNATIONAL INCCOM30283W1043,237227,331SH DFND1227,33100
FUEL TECH INCCOM359523107136126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H5021,053797,843SH DFND1797,84300
FULL HOUSE RESORTS INCCOM35967810911434,413SH DFND134,41300
FULTON FINANCIAL CORPCOM36027110034,7032,103,263SH DFND12,094,64908,614
FUNKO INC-CLASS ACOM CL A3610081051,01380,730SH DFND180,73000
FUSION CONNECT INCCOM36116X102761193,152SH DFND1193,15200
FUTUREFUEL CORPCOM36116M1066,184441,406SH DFND1441,40600
G1 THERAPEUTICS INCCOM3621LQ1099,535219,411SH DFND1219,41100
GABELLI GLOBAL SMALL & MCOM36249W10467956,059SH DFND1 256,05900
GABELLI HEALTHCARE&WELLNESSSHS36246K1031,840183,669SH DFND1 2183,66900
GAIA INCCL A36269P1042,800138,302SH DFND1138,30200
GAIN CAPITAL HOLDINGS INCCOM36268W1001,724228,418SH DFND1228,41800
GAIN CAPITAL HOLDINGS INCCOM36268W10044959,599SH DFND1 259,59900
GALAPAGOS NV-SPON ADRSPON ADR36315X1015295,742SH DFND15,74200
GALECTIN THERAPEUTICS INCCOM NEW3632252021,288202,563SH DFND1202,56300
GALMED PHARMACEUTICALS LTDSHSM4723810613911,746SH DFND111,74600
GAMCO INVESTORS INC-ACL A COM36143810497736,522SH DFND136,52200
GAMESTOP CORP-CLASS ACL A36467W10917,6421,210,905SH DFND11,210,90500
GAMING AND LEISURE PROPERTIECOM36467J108109,2393,051,380SH DFND13,051,38000
GAMING AND LEISURE PROPERTIECOM36467J10862217,378SH DFND1 217,37800
GANNETT CO INCCOM36473H10411,2571,052,127SH DFND11,051,4730654
GANNETT CO INCCOM36473H104343,234SH DFND1 23,23400
GAP INC/THECOM364760108101,2923,132,568SH DFND13,119,400013,168
GARDNER DENVER HOLDINGS INCCOM36555P10720,548699,179SH DFND1699,17900
GARMIN LTDSHSH2906T109105,3701,730,059SH DFND11,723,23306,826
GARTNER INCCOM366651107133,6141,007,563SH DFND11,002,70804,855
GASLOG LTDSHSG375851092,036106,639SH DFND1106,63900
GASTAR EXPLORATION LTDCOM36729W2025891,051,845SH DFND11,051,84500
GATES INDUSTRIAL CORP PLCORD SHSG391081086,993429,869SH DFND1429,86900
GATX CORPCOM36144810326,208353,074SH DFND1351,22301,851
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30544,031976,743SH DFND1976,74300
GCP APPLIED TECHNOLOGIESCOM36164Y10119,250664,951SH DFND1664,95100
GDL FUND/THECOM SH BEN IT36157010436639,913SH DFND1 239,91300
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L1084,950124,262SH DFND1124,26200
GEMPHIRE THERAPEUTICS INCCOM36870A10861360,168SH DFND160,16800
GENCO SHIPPING & TRADING LTDSHSY2685T13172346,690SH DFND1 246,69000
GENCO SHIPPING & TRADING LTDSHSY2685T1312,121136,848SH DFND1136,84800
GENCOR INDUSTRIES INCCOM3686781081,08667,283SH DFND167,28300
GENERAC HOLDINGS INCCOM3687361042094,045SH DFND1 24,04500
GENERAC HOLDINGS INCCOM36873610433,289643,516SH DFND1643,51600
GENERAL AMERICAN INVESTORSCOM3688021042,62376,399SH DFND1 276,39900
GENERAL DYNAMICS CORPCOM369550108604,2203,247,787SH DFND13,233,128014,659
GENERAL DYNAMICS CORPCOM36955010828155SH DFND1 215500
GENERAL ELECTRIC COCOM3696041031,281,19294,343,005SH DFND193,864,0190478,986
GENERAL ELECTRIC COCOM36960410320214,876SH DFND1 214,87600
GENERAL FINANCE CORPCOM3698221011,441106,366SH DFND1106,36600
GENERAL MILLS INCCOM370334104281,9676,384,706SH DFND16,351,183033,523
GENERAL MOLY INCCOM370373102107263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100567,36214,430,207SH DFND114,362,894067,313
GENESCO INCCOM3715321021373,459SH DFND1 23,45900
GENESCO INCCOM3715321027,229182,115SH DFND1182,11500
GENESEE & WYOMING INC-CL ACL A37155910546,325569,675SH DFND1566,72202,953
GENESIS HEALTHCARE INCCL A COM37185X106980428,150SH DFND1428,15000
GENIE ENERGY LTD-BCL B37228420844890,473SH DFND190,47300
GENMARK DIAGNOSTICS INCCOM3723091043,403533,503SH DFND1533,50300
GENOCEA BIOSCIENCES INCCOM372427104187218,878SH DFND1218,87800
GENOMIC HEALTH INCCOM37244C10112,493247,882SH DFND1247,88200
GENOMIC HEALTH INCCOM37244C1013577,086SH DFND1 27,08600
GENPACT LTDSHSG3922B10738,3611,326,025SH DFND11,326,02500
GENTEX CORPCOM37190110938416,698SH DFND1 216,69800
GENTEX CORPCOM37190110980,2213,484,873SH DFND13,469,833015,040
GENTHERM INCCOM37253A10314,972380,970SH DFND1380,890080
GENUINE PARTS COCOM372460105156,7971,711,739SH DFND11,703,10608,633
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10620,7544,612,052SH DFND14,584,561027,491
GEO GROUP INC/THECOM36162J10631,3311,137,666SH DFND11,131,62606,040
GEO GROUP INC/THECOM36162J106772,804SH DFND1 22,80400
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,519108,096SH DFND1108,09600
GERMAN AMERICAN BANCORPCOM3738651047,824218,253SH DFND1218,25300
GERON CORPCOM3741631035,5051,605,106SH DFND11,604,9100196
GETTY REALTY CORPCOM3742971098,566304,098SH DFND1304,09800
GGP INCCOM36174X101176,9588,676,245SH DFND18,642,679033,566
GIBRALTAR INDUSTRIES INCCOM37468910711,623309,954SH DFND1309,95400
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1225401,200,000SH DFND1 21,200,00000
G-III APPAREL GROUP LTDCOM36237H10119,039428,815SH DFND1428,81500
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411821123,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOM3759161034,630165,487SH DFND1164,43301,054
GILDAN ACTIVEWEAR INCCOM37591610384930,147SH DFND1 230,14700
GILEAD SCIENCES INCCOM3755581031,125,27915,915,852SH DFND115,779,0080136,844
GILEAD SCIENCES INCCOM3755581031,32518,708SH DFND1 218,70800
GLACIER BANCORP INCCOM37637Q10531,623817,571SH DFND1817,57100
GLADSTONE COMMERCIAL CORPCOM3765361086,566341,665SH DFND1341,66500
GLADSTONE LAND CORPCOM3765491011,744137,651SH DFND1137,65100
GLATFELTERCOM3773161047,770396,640SH DFND1396,64000
GLAUKOS CORPCOM37732210212,036296,185SH DFND1296,18500
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1058,512211,177SH DFND1209,20101,976
GLEN BURNIE BANCORPCOM37740710120518,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10822,877506,145SH DFND1506,14500
GLOBAL BRASS & COPPER HOLDINCOM37953G1038,752279,201SH DFND1279,20100
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1021,105438,614SH DFND1438,61400
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,16081,070SH DFND181,07000
GLOBAL MEDICAL REIT INCCOM NEW37954A2041,382156,091SH DFND1156,09100
GLOBAL NET LEASE INCCOM NEW37937820112,363605,160SH DFND1605,16000
GLOBAL PARTNERS LPCOM UNITS37946R10918210,679SH DFND1 210,67900
GLOBAL PAYMENTS INCCOM37940X102198,8351,787,264SH DFND11,778,79808,466
GLOBAL SELF STORAGE INCCOM37955N10631074,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310233835,986SH DFND135,98600
GLOBALSCAPE INCCOM37940G10911329,423SH DFND129,42300
GLOBALSTAR INCCOM3789734081,3192,694,292SH DFND12,694,29200
GLOBALSTAR INCCOM3789734083368,866SH DFND1 268,86600
GLOBUS MEDICAL INC - ACL A37957720836,697727,267SH DFND1723,67403,593
GLOWPOINT INCCOM NEW37988720169340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010659993,568SH DFND1 293,56800
GLU MOBILE INCCOM3798901067,9481,240,000SH DFND11,240,00000
GLYCOMIMETICS INCCOM38000Q1025,247325,312SH DFND1325,31200
GMS INCCOM36251C1038,457312,186SH DFND1312,18600
GMS INCCOM36251C1031,16442,976SH DFND1 242,97600
GNC HOLDINGS INC-CL ACOM CL A36191G1072,313657,205SH DFND1656,3320873
GODADDY INC - CLASS ACL A38023710793,9381,331,580SH DFND11,331,58000
GOGO INCCOM38046C1093,040625,719SH DFND1625,71900
GOLAR LNG LTDSHSG9456A1009,303315,805SH DFND1315,5020303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10288557,308SH DFND157,30800
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10226517,149SH DFND1 217,14900
GOLD RESOURCE CORPCOM38068T10520931,852SH DFND1 231,85200
GOLD RESOURCE CORPCOM38068T1053,469526,503SH DFND1526,50300
GOLDEN ENTERTAINMENT INCCOM3810131014,907181,836SH DFND1181,83600
GOLDEN MINERALS COCOM38111910680236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG396372051,020117,383SH DFND1117,38300
GOLDFIELD CORPCOM381370105607142,852SH DFND1142,85200
GOLDMAN SACHS GROUP INCCOM38141G1043741,699SH DFND1 21,69900
GOLDMAN SACHS GROUP INCCOM38141G104839,1953,813,100SH DFND13,794,459018,641
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087921356,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR382410843514,200SH DFND1 24,20000
GOODRICH PETROLEUM CORPCOM PAR38241084364552,165SH DFND152,16500
GOODYEAR TIRE & RUBBER COCOM382550101291,277SH DFND1 21,27700
GOODYEAR TIRE & RUBBER COCOM38255010175,4063,243,584SH DFND13,230,857012,727
GOOSEHEAD INSURANCE INC -ACOM CL A38267D1092,30292,256SH DFND192,25600
GOPRO INC-CLASS ACL A38268T1032,005311,417SH DFND1 2311,41700
GOPRO INC-CLASS ACL A38268T1037,0751,098,705SH DFND11,098,70500
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1142,4181,422,875SH DFND1 21,422,87500
GORMAN-RUPP COCOM3830821046,448184,242SH DFND1184,24200
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10315,9111,003,910SH DFND11,003,91000
GP STRATEGIES CORPCOM36225V10426415,012SH DFND1 215,01200
GP STRATEGIES CORPCOM36225V1042,230126,753SH DFND1126,75300
GPRE 3.25 10/01/18NOTE 3.250%10/0393222AD62,1102,000,000PRN DFND1 22,000,00000
GPRO 3.5 04/15/22NOTE 3.500% 4/138268TAB94,5625,000,000PRN DFND1 25,000,00000
GRACO INCCOM3841091041403,113SH DFND1 23,11300
GRACO INCCOM38410910475,5401,670,503SH DFND11,662,27708,226
GRAFTECH INTERNATIONAL LTDCOM3843135086,569365,180SH DFND1365,18000
GRAHAM CORPCOM3845561062,05379,550SH DFND179,55000
GRAHAM HOLDINGS CO-CLASS BCOM38463710423,54040,164SH DFND139,9480216
GRAMERCY PROPERTY TRUSTCOM NEW38500230854620,000SH DFND1 220,00000
GRAMERCY PROPERTY TRUSTCOM NEW38500230840,1461,469,479SH DFND11,469,47900
GRAN TIERRA ENERGY INCCOM38500T10112536,337SH DFND1 236,33700
GRAND CANYON EDUCATION INCCOM38526M10651,983465,757SH DFND1465,75700
GRAND CANYON EDUCATION INCCOM38526M10679715SH DFND1 271500
GRANITE CONSTRUCTION INCCOM38732810723,220417,185SH DFND1414,95702,228
GRANITE POINT MORTGAGE TRUSTCOM38741L1077,341400,067SH DFND1400,06700
GRAPHIC PACKAGING HOLDING COCOM38868910139,2872,707,647SH DFND12,707,64700
GRAY TELEVISION INCCOM38937510611,593733,785SH DFND1733,78500
GREAT AJAX CORPCOM38983D3001,731132,373SH DFND1132,37300
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209432120,123SH DFND1120,12300
GREAT LAKES DREDGE & DOCK COCOM3906071092,737521,363SH DFND1521,36300
GREAT SOUTHERN BANCORP INCCOM3909051079,424164,768SH DFND1164,76800
GREAT WESTERN BANCORP INCCOM39141610423,207552,694SH DFND1552,69400
GREEN BANCORP INCCOM39260X1005,718264,740SH DFND1263,70501,035
GREEN BRICK PARTNERS INCCOM3927091012,291233,826SH DFND1233,82600
GREEN DOT CORP-CLASS ACL A39304D1025046,878SH DFND1 26,87800
GREEN DOT CORP-CLASS ACL A39304D10232,170438,355SH DFND1438,35500
GREEN PLAINS INCCOM3932221047,227394,967SH DFND1394,5460421
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110622713,251SH DFND113,25100
GREENBRIER COMPANIES INCCOM39365710116,355310,065SH DFND1309,9460119
GREENE COUNTY BANCORP INCCOM39435710751415,172SH DFND115,17200
GREENHILL & CO INCCOM3952591046,252220,165SH DFND1219,7800385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1094,086287,790SH DFND1287,79000
GREIF INC-CL ACL A39762410772113,635SH DFND1 213,63500
GREIF INC-CL ACL A39762410714,554275,185SH DFND1273,71501,470
GREIF INC-CL BCL B3976242061,38624,078SH DFND123,3240754
GRIFFIN INDUSTRIAL REALTY INCOM39823110056512,857SH DFND112,85700
GRIFFON CORPCOM3984331025,225293,584SH DFND1293,58400
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,492115,940SH DFND1114,30701,633
GROUP 1 AUTOMOTIVE INCCOM39890510911,771186,852SH DFND1186,85200
GROUPON INCCOM39947310718,0084,188,007SH DFND14,188,00700
GROUPON INCCOM399473107681158,453SH DFND1 2158,45300
GRUBHUB INCCOM40011010280,458766,930SH DFND1766,93000
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021002,401SH DFND1 22,40100
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021744,198SH DFND14,19800
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001,37941,834SH DFND141,83400
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG95,2635,000,000PRN DFND1 25,000,00000
GSE SYSTEMS INCCOM36227K10610833,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10670493,631SH DFND193,63100
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC53,8354,000,000PRN DFND1 24,000,00000
GSVC 5.25 09/15/18NOTE 5.250% 9/136191JAB72,0822,059,000PRN DFND1 22,059,00000
GTT COMMUNICATIONS INCCOM36239310014,227316,173SH DFND1316,17300
GTX INCCOM NEW40052B2071,01466,271SH DFND166,27100
GTY TECHNOLOGY HOLDINGS IN-ACL AG4182A10233032,820SH DFND132,82000
GUARANTY BANCORPCOM NEW40075T6077,638256,332SH DFND1256,33200
GUARANTY BANCSHARES INCCOM4007641061,21937,019SH DFND137,01900
GUESS INCCOM40161710511,726547,950SH DFND1547,95000
GUESS INCCOM40161710580237,516SH DFND1 237,51600
GUIDEWIRE SOFTWARE INCCOM40171V10060,065676,561SH DFND1676,56100
GULF ISLAND FABRICATION INCCOM40230710284694,045SH DFND194,04500
GULF RESOURCES INCCOM PAR $0.000540251W3092418,051SH DFND118,05100
GULFMARK OFFSHORE INCCOM40262950586625,869SH DFND125,86900
GULFPORT ENERGY CORPCOM NEW40263530420,6541,643,177SH DFND11,635,51707,660
GW PHARMACEUTICALS -ADRADS36197T1032,58018,496SH DFND118,49600
H&E EQUIPMENT SERVICES INCCOM40403010811,820314,288SH DFND1314,28800
H&R BLOCK INCCOM09367110569,2123,043,346SH DFND13,031,581011,765
H&R BLOCK INCCOM093671105301,345SH DFND1 21,34500
H.B. FULLER CO.COM35969410624,943464,672SH DFND1464,67200
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,203220,316SH DFND1220,31600
HACKETT GROUP INC/THECOM4046091094,021250,264SH DFND1250,26400
HACKETT GROUP INC/THECOM40460910952232,545SH DFND1 232,54500
HAEMONETICS CORP/MASSCOM4050241003003,346SH DFND1 23,34600
HAEMONETICS CORP/MASSCOM40502410054,759610,611SH DFND1607,26303,348
HAIN CELESTIAL GROUP INCCOM40521710029,359985,215SH DFND1980,11205,103
HALCON RESOURCES CORPCOM PAR NEW40537Q6055,9991,366,664SH DFND11,366,66400
HALCON RESOURCES CORP-CW20*W EXP 09/09/20240537Q118615,200SH DFND1 215,20000
HALLADOR ENERGY COCOM40609P105405,609SH DFND1 25,60900
HALLADOR ENERGY COCOM40609P1051,226171,756SH DFND1171,75600
HALLIBURTON COCOM406216101413,0109,186,746SH DFND19,138,612048,134
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,062106,418SH DFND1106,41800
HALOZYME THERAPEUTICS INCCOM40637H10923,6751,403,421SH DFND11,403,42100
HAMILTON BEACH BRAND-ACOM CL A40701T1042,19075,419SH DFND175,41900
HAMILTON LANE INC-CLASS ACL A4074971061332,774SH DFND1 22,77400
HAMILTON LANE INC-CLASS ACL A4074971068,466176,495SH DFND1176,49500
HANCOCK WHITNEY CORPCOM41012010946,469996,135SH DFND1991,27404,861
HANESBRANDS INCCOM41034510298,5524,484,251SH DFND14,463,711020,540
HANMI FINANCIAL CORPORATIONCOM NEW4104952049,879348,479SH DFND1348,47900
HANNON ARMSTRONG SUSTAINABLECOM41068X1009,583485,243SH DFND1485,24300
HANOVER INSURANCE GROUP INC/COM41086710545,874383,692SH DFND1381,60402,088
HARBORONE BANCORP INCCOM41165F1014,881257,744SH DFND1257,74400
HARLEY-DAVIDSON INCCOM41282210891,0462,167,660SH DFND12,158,82808,832
HARMONIC INCCOM4131601023,599846,885SH DFND1846,88500
HARMONIC INCCOM41316010261,545SH DFND1 21,54500
HARRIS CORPCOM413875105209,0281,448,996SH DFND11,442,27806,718
HARRIS CORPCOM41387510529207SH DFND1 220700
HARSCO CORPCOM41586410716,531748,015SH DFND1747,0300985
HARTE-HANKS INCCOM41619620228125,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104211,8524,151,962SH DFND14,132,257019,705
HARVARD BIOSCIENCE INCCOM4169061051,462273,283SH DFND1273,28300
HASBRO INCCOM418056107151,8511,647,610SH DFND11,635,170012,440
HAVERTY FURNITURECOM4195961014,628214,279SH DFND1214,27900
HAWAIIAN ELECTRIC INDSCOM41987010034,158995,868SH DFND1990,53305,335
HAWAIIAN HOLDINGS INCCOM41987910119,261535,786SH DFND1535,78600
HAWAIIAN TELCOM HOLDCO INCCOM4200311062,76495,583SH DFND195,58300
HAWKINS INCCOM4202611093,35494,896SH DFND194,89600
HAWTHORN BANCSHARES INCCOM4204761031,11450,877SH DFND150,87700
HAYMAKER ACQUISITION CO-CW22*W EXP 10/27/202420870115152200,000SH DFND1 2200,00000
HAYNES INTERNATIONAL INCCOM NEW4208772014,514122,873SH DFND1122,87300
HC2 HOLDINGS INCCOM4041391072,013344,262SH DFND1344,26200
HCA HEALTHCARE INCCOM40412C101306,3862,992,901SH DFND12,978,072014,829
HCI GROUP INCCOM40416E1032,92070,257SH DFND170,177080
HCP INCCOM40414L109167,0206,479,947SH DFND16,454,620025,327
HD SUPPLY HOLDINGS INCCOM40416M10574,7631,744,366SH DFND11,744,36600
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,86017,714SH DFND117,1720542
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1064,449137,548SH DFND1137,1220426
HEALTHCARE REALTY TRUST INCCOM42194610441,9821,443,700SH DFND11,437,56406,136
HEALTHCARE SERVICES GROUPCOM42190610831,097720,009SH DFND1716,38903,620
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50148,9861,817,011SH DFND11,817,01100
HEALTHEQUITY INCCOM42226A1071842,454SH DFND1 22,45400
HEALTHEQUITY INCCOM42226A10739,972532,254SH DFND1532,25400
HEALTHSTREAM INCCOM42222N1037,471273,576SH DFND1273,57600
HEARTLAND EXPRESS INCCOM4223471049,439508,866SH DFND1508,86600
HEARTLAND FINANCIAL USA INCCOM42234Q10215,329279,489SH DFND1279,48900
HEAT BIOLOGICS INCCOM NEW42237K300264122,984SH DFND1122,98400
HECLA MINING COCOM422704106216,037SH DFND1 26,03700
HECLA MINING COCOM42270410612,7963,677,036SH DFND13,677,03600
HEICO CORPCOM42280610927,614378,640SH DFND1378,64000
HEICO CORP-CLASS ACL A42280620836,200593,936SH DFND1593,93600
HEIDRICK & STRUGGLES INTLCOM4228191023229,206SH DFND1 29,20600
HEIDRICK & STRUGGLES INTLCOM42281910210,262293,224SH DFND1292,8340390
HELEN OF TROY LTDCOMG4388N10627,912283,516SH DFND1282,21101,305
HELEN OF TROY LTDCOMG4388N1063743,805SH DFND1 23,80500
HELIOS & MATHESON INFORMATIONCOM NEW42327L309116377,182SH DFND1377,18200
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V50477281,130SH DFND181,13000
HELIX ENERGY SOLUTIONS GROUPCOM42330P10710,7301,288,136SH DFND11,288,13600
HELMERICH & PAYNECOM42345210187,0971,368,474SH DFND11,361,98006,494
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,237170,817SH DFND1170,81700
HEMISPHERX BIOPHARMA INCCOM NEW42366C3012374,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510022813,164SH DFND113,16400
HENNESSY CAPITAL ACQUISITIONCOM42588L10510,1401,000,000SH DFND1 21,000,00000
HENRY SCHEIN INCCOM806407102137,9231,902,426SH DFND11,886,684015,742
HERBALIFE NUTRITION LTDCOM SHSG4412G10160,2551,121,667SH DFND11,121,66700
HERC HOLDINGS INCCOM42704L10413,956247,717SH DFND1247,71700
HERITAGE COMMERCE CORPCOM4269271096,375375,252SH DFND1375,25200
HERITAGE FINANCIAL CORPCOM42722X10610,368297,528SH DFND1297,52800
HERITAGE INSURANCE HOLDINGSCOM42727J10220212,139SH DFND1 212,13900
HERITAGE INSURANCE HOLDINGSCOM42727J1023,584215,013SH DFND1215,01300
HERITAGE-CRYSTAL CLEAN INCCOM42726M1063,023150,421SH DFND1150,42100
HERMAN MILLER INCCOM60054410042712,603SH DFND1 212,60300
HERMAN MILLER INCCOM60054410026,675786,880SH DFND1783,95802,922
HERON THERAPEUTICS INCCOM42774610225,159647,611SH DFND1647,61100
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255009,377437,168SH DFND1437,16800
HERSHEY CO/THECOM4278661082352,531SH DFND1 22,53100
HERSHEY CO/THECOM427866108174,3621,877,004SH DFND11,869,28907,715
HERTZ GLOBAL HOLDINGS INCCOM42806J10610,579689,639SH DFND1689,63900
HESKA CORPCOM RESTRC NEW42805E3066,96367,096SH DFND167,09600
HESS CORPCOM42809H107201,7933,023,253SH DFND13,009,358013,895
HEWLETT PACKARD ENTERPRISECOM42824C109254,60017,463,061SH DFND117,379,722083,339
HEWLETT PACKARD ENTERPRISECOM42824C10922815,670SH DFND1 215,67000
HEXCEL CORPCOM42829110852,996798,387SH DFND1798,38700
HFF INC-CLASS ACL A40418F10812,634367,831SH DFND1367,83100
HIBBETT SPORTS INCCOM4285671014,317188,538SH DFND1188,53800
HI-CRUSH PARTNERS LPCOM UNIT LTD42833710912810,896SH DFND1 210,89600
HIGHPOINT RESOURCES CORPCOM43114K1086,1491,011,453SH DFND11,011,45300
HIGHPOWER INTERNATIONAL INCCOM43113X1014715,239SH DFND115,23900
HIGHWOODS PROPERTIES INCCOM43128410856,3821,111,426SH DFND11,106,34705,079
HILL INTERNATIONAL INCCOM4314661012,387404,739SH DFND1404,73900
HILLENBRAND INCCOM43157110829,711630,139SH DFND1630,13900
HILL-ROM HOLDINGS INCCOM43147510252,382599,756SH DFND1596,30203,454
HILLTOP HOLDINGS INCCOM43274810115,932721,922SH DFND1721,92200
HILTON GRAND VACATIONS INCCOM43283X10530,121868,050SH DFND1868,05000
HILTON WORLDWIDE HOLDINGS INCOM43300A203249,7403,161,603SH DFND13,146,777014,826
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10654272,727SH DFND172,72700
HINGHAM INSTITUTION FOR SVGSCOM4333231023,47215,805SH DFND115,80500
HMS HOLDINGS CORPCOM40425J10119,626907,802SH DFND1907,80200
HNI CORPCOM40425110014,921401,105SH DFND1398,21702,888
HOLLYFRONTIER CORPCOM4361061082423,541SH DFND1 23,54100
HOLLYFRONTIER CORPCOM436106108188,7912,763,061SH DFND12,752,879010,182
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,02946,513SH DFND146,51300
HOLLYSYS AUTOMATION TECHNOLOSHSG456671052123SH DFND1 212300
HOLOGIC INCCOM436440101131,4603,313,709SH DFND13,285,806027,903
HOME BANCORP INCCOM43689E1073,24369,677SH DFND169,67700
HOME BANCSHARES INCCOM43689320036,7661,629,710SH DFND11,621,96307,747
HOME DEPOT INCCOM4370761022,451,10912,590,909SH DFND112,526,901064,008
HOMESTREET INCCOM43785V1027,376273,694SH DFND1273,69400
HOMETRUST BANCSHARES INCCOM4378721044,727167,954SH DFND1167,95400
HOMOLOGY MEDICINES INCCOM4380831071,95795,980SH DFND195,98000
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830873825,225SH DFND122,52202,703
HONEYWELL INTERNATIONAL INCCOM4385161062,08814,500SH DFND1 214,50000
HONEYWELL INTERNATIONAL INCCOM4385161061,291,2938,982,018SH DFND18,942,382039,636
HOOKER FURNITURE CORPCOM4390381005,331113,676SH DFND1113,67600
HOPE BANCORP INCCOM43940T10923,6351,325,576SH DFND11,325,57600
HOPFED BANCORP INCCOM43973410436622,075SH DFND122,07500
HORACE MANN EDUCATORSCOM44032710416,648373,274SH DFND1373,27400
HORIZON BANCORP INC/INCOM4404071049,282448,644SH DFND1448,64400
HORIZON GLOBAL CORPCOM44052W104889149,251SH DFND1149,25100
HORIZON PHARMA PLCSHSG4617B10529,5011,781,485SH DFND11,781,48500
HORIZON TECHNOLOGY FINANCE CCOM44045A10212212,178SH DFND112,17800
HORMEL FOODS CORPCOM440452100131,0533,528,324SH DFND13,513,193015,131
HORNBECK OFFSHORE SERVICESCOM440543106791199,895SH DFND1199,89500
HORTONWORKS INCCOM44089410312,134665,992SH DFND1665,99200
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10259,7712,089,181SH DFND12,079,81009,371
HOST HOTELS & RESORTS INCCOM44107P104220,96510,504,946SH DFND110,462,293042,653
HOST HOTELS & RESORTS INCCOM44107P104311,487SH DFND1 21,48700
HOSTESS BRANDS INCCL A44109J10611,587852,042SH DFND1852,04200
HOUGHTON MIFFLIN HARCOURT COCOM44157R1098,2671,080,659SH DFND11,080,65900
HOULIHAN LOKEY INCCL A4415931003286,417SH DFND1 26,41700
HOULIHAN LOKEY INCCL A44159310017,449340,678SH DFND1340,67800
HOUSTON AMERICAN ENERGY CORPCOM44183U10041135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10980094,203SH DFND194,20300
HOVNANIAN ENTERPRISES-ACL A4424872031,7961,102,278SH DFND11,098,06204,216
HOVNANIAN ENTERPRISES-ACL A4424872034930,104SH DFND1 230,10400
HOWARD BANCORP INCCOM4424961051,63290,722SH DFND190,72200
HOWARD HUGHES CORP/THECOM44267D10744,237333,868SH DFND1333,86800
HP INCCOM40434L105466,77320,610,812SH DFND120,515,148095,664
HRG GROUP INCCOM84790A10517,6451,348,019SH DFND11,348,01900
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040617,967381,149SH DFND1378,37802,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104617189,493SH DFND1189,49300
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N106651,568SH DFND1 21,56800
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10613,334319,337SH DFND1318,6490688
HUB GROUP INC-CL ACL A44332010633670SH DFND1 267000
HUB GROUP INC-CL ACL A44332010616,716335,673SH DFND1335,67300
HUBBELL INCCOM44351060753,759508,409SH DFND1505,71602,693
HUBSPOT INCCOM44357310041,413330,252SH DFND1330,25200
HUDBAY MINERALS INCCOM4436281026611,872SH DFND111,87200
HUDBAY MINERALS INCCOM44362810241274,000SH DFND1 274,00000
HUDSON GLOBAL INCCOM44378710614790,899SH DFND190,89900
HUDSON LTD-CLASS ACOM CL AG464081031,817103,922SH DFND1103,92200
HUDSON PACIFIC PROPERTIES INCOM44409710961,1441,725,785SH DFND11,725,78500
HUDSON TECHNOLOGIES INCCOM444144109495246,689SH DFND1246,68900
HUMANA INCCOM4448591023811,281SH DFND1 21,28100
HUMANA INCCOM444859102494,5201,664,804SH DFND11,657,19807,606
HUNT (JB) TRANSPRT SVCS INCCOM445658107135,7931,119,236SH DFND11,109,30009,936
HUNT COMPANIES FINANCE TRUSTCOM44558T10028583,765SH DFND183,76500
HUNTER MARITIME ACQUISITIO-W*W EXP 11/17/202Y37828129212664,850SH DFND1 2664,85000
HUNTINGTON BANCSHARES INCCOM446150104198,36113,465,440SH DFND113,406,403059,037
HUNTINGTON INGALLS INDUSTRIECOM446413106130,843604,619SH DFND1602,25802,361
HUNTSMAN CORPCOM4470111071665,692SH DFND1 25,69200
HUNTSMAN CORPCOM44701110795,5243,271,395SH DFND13,271,39500
HURCO COMPANIES INCCOM4473241045130SH DFND1 213000
HURCO COMPANIES INCCOM4473241043,91887,561SH DFND187,56100
HURON CONSULTING GROUP INCCOM4474621029,236225,843SH DFND1225,84300
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L10342714,196SH DFND114,19600
HUTTIG BUILDING PRODUCTS INCCOM448451104541113,964SH DFND1113,96400
HYATT HOTELS CORP - CL ACOM CL A44857910234,164442,826SH DFND1442,82600
HYATT HOTELS CORP - CL ACOM CL A44857910221278SH DFND1 227800
HYDROGENICS CORPCOM NEW4488832079212,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721056,976108,590SH DFND1108,59000
IAC/INTERACTIVECORPCOM44919P508103,174677,116SH DFND1676,9660150
IAMGOLD CORPCOM45091310812822,074SH DFND122,07400
IBERIABANK CORPCOM45082810844,952593,047SH DFND1593,04700
IBIO INCCOM NEW4510332033034,266SH DFND134,26600
ICAD INCCOM NEW44934S20622373,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001018,590120,887SH DFND1120,88700
ICF INTERNATIONAL INCCOM44925C10313,922195,947SH DFND1195,94700
ICHOR HOLDINGS LTDSHSG4740B1054,007188,847SH DFND1188,84700
ICICI BANK LTD-SPON ADRADR45104G10412715,893SH DFND112,92102,972
ICON PLCSHSG4705A1004,89136,907SH DFND136,90700
ICONIX BRAND GROUP INCCOM451055107220377,795SH DFND1377,79500
ICU MEDICAL INCCOM44930G10743,767149,048SH DFND1148,3000748
ICU MEDICAL INCCOM44930G107725SH DFND1 22500
ID SYSTEMS INCCOM44948910335056,581SH DFND156,58100
IDACORP INCCOM45110710644,151478,654SH DFND1476,17902,475
IDEAL POWER INCCOM4516221046965,278SH DFND165,27800
IDENTIV INCCOM NEW45170X20524763,993SH DFND163,99300
IDERA PHARMACEUTICALS INCCOM NEW45168K4052,2581,711,194SH DFND11,711,19400
IDEX CORPCOM45167R104102,809753,810SH DFND1750,04503,765
IDEXX LABORATORIES INCCOM45168D104223,1271,025,882SH DFND11,017,00508,877
IDT CORP-CLASS BCL B NEW448947507767136,643SH DFND1136,64300
IEC ELECTRONICS CORPCOM44949L10513222,723SH DFND122,72300
IES HOLDINGS INCCOM44951W1061,51690,553SH DFND190,55300
IHS MARKIT LTDSHSG47567105227,4454,417,519SH DFND14,398,622018,897
II-VI INCCOM90210410824,535564,687SH DFND1564,68700
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10885941,996SH DFND141,99600
ILG INCCOM44967H10182525,000SH DFND1 225,00000
ILG INCCOM44967H10135,2301,066,624SH DFND11,061,32605,298
ILLINOIS TOOL WORKSCOM452308109493,4433,569,050SH DFND13,551,871017,179
ILLUMINA INCCOM452327109446,9871,603,950SH DFND11,588,721015,229
ILLUMINA INCCOM4523271092,2588,087SH DFND1 28,08700
IMAX CORPCOM45245E1093,181143,630SH DFND1143,63000
IMMERSION CORPORATIONCOM45252110745229,307SH DFND1 229,30700
IMMERSION CORPORATIONCOM4525211075,954385,653SH DFND1385,65300
IMMUNE DESIGN CORPCOM45252L1031,521334,471SH DFND1333,7970674
IMMUNE PHARMACEUTICALS INCCOM NEW45254C200422,355SH DFND122,35500
IMMUNOGEN INCCOM45253H10114,7711,518,162SH DFND11,517,3100852
IMMUNOMEDICS INCCOM45290710836,8371,556,311SH DFND11,556,31100
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P5081,103115,838SH DFND1115,83800
IMPERIAL OIL LTDCOM4530384086,440195,783SH DFND1195,4580325
IMPERVA INCCOM45321L10016,230336,385SH DFND1336,38500
IMPINJ INCCOM4532041093,876175,310SH DFND1175,31000
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20115168,853SH DFND168,85300
INCYTE CORPCOM45337C1021,29819,383SH DFND1 219,38300
INCYTE CORPCOM45337C102141,9902,123,460SH DFND12,103,453020,007
INDEPENDENCE CONTRACT DRILLICOM4534153091,113270,163SH DFND1270,16300
INDEPENDENCE HOLDING COCOM NEW4534403073,899117,265SH DFND1117,26500
INDEPENDENCE REALTY TRUST INCOM45378A1069,803950,826SH DFND1950,82600
INDEPENDENT BANK CORP - MICHCOM NEW4538386095,624220,563SH DFND1220,56300
INDEPENDENT BANK CORP/MACOM45383610822,153282,576SH DFND1282,57600
INDEPENDENT BANK GROUP INCCOM45384B10613,925208,461SH DFND1208,46100
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT4562371065,465244,534SH DFND1244,53400
INDUSTRIAL SVCS OF AMERICACOM4563141033115,157SH DFND115,15700
INFINERA CORPCOM45667G10315,2241,533,224SH DFND11,533,22400
INFINITY PHARMACEUTICALS INCCOM45665G303656343,843SH DFND1343,5170326
INFINITY PROPERTY & CASUALTYCOM45665Q10315,347107,818SH DFND1107,81800
INFLARX NVCOMN448211011,21337,628SH DFND137,62800
INFORMATION SERVICES GROUPCOM45675Y104981239,347SH DFND1239,34700
INFOSYS LTD-SP ADRSPONSORED ADR4567881083,859201,989SH DFND1199,26502,724
INFRAREIT INCCOM45685L100331,527SH DFND1 21,52700
INFRAREIT INCCOM45685L1009,665435,954SH DFND1435,95400
INFRASTRUCTURE AND ENERGY ALCOM45686J10484090,318SH DFND190,31800
INFUSYSTEM HOLDINGS INCCOM45685K10216546,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710349034,276SH DFND131,24803,028
INGERSOLL-RAND PLCSHSG47791101262,5062,931,461SH DFND12,917,734013,727
INGEVITY CORPCOM45688C10731,321387,356SH DFND1387,291065
INGLES MARKETS INC-CLASS ACL A4570301047,623239,729SH DFND1239,72900
INGLES MARKETS INC-CLASS ACL A45703010415482SH DFND1 248200
INGREDION INCCOM45718710279,826721,600SH DFND1717,85403,746
INGREDION INCCOM4571871024333,915SH DFND1 23,91500
INNERWORKINGS INCCOM45773Y1053,786435,681SH DFND1435,68100
INNODATA INCCOM NEW4576422057272,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1089,327195,947SH DFND1195,6230324
INNOSPEC INCCOM45768S10518,747244,907SH DFND1244,90700
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F1051,12547,757SH DFND147,75700
INNOVATIVE INDUSTRIAL PROPERCOM45781V1011,33236,379SH DFND135,6560723
INNOVATIVE SOLUTIONS & SUPPCOM45769N10516356,144SH DFND156,14400
INNOVIVA INCCOM45781M10110,347749,851SH DFND1748,41101,440
INOGEN INCCOM45780L1047443,994SH DFND1 23,99400
INOGEN INCCOM45780L10433,068177,475SH DFND1177,47500
INOVALON HOLDINGS INC - ACOM CL A45781D1016,655670,575SH DFND1670,57500
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,316846,076SH DFND1846,07600
INOVIO PHARMACEUTICALS INCCOM NEW45773H201225,662SH DFND1 25,66200
INPHI CORPCOM45772F10713,242406,077SH DFND1406,07700
INSEEGO CORPCOM45782B104497247,576SH DFND1247,57600
INSIGHT ENTERPRISES INCCOM45765U10317,667361,075SH DFND1361,07500
INSIGHT ENTERPRISES INCCOM45765U1031683,434SH DFND1 23,43400
INSIGNIA SYSTEMS INCCOM45765Y1056035,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930718,280772,956SH DFND1772,95600
INSPERITY INCCOM45778Q1077658,036SH DFND1 28,03600
INSPERITY INCCOM45778Q10745,253475,104SH DFND1474,3360768
INSPIRE MEDICAL SYSTEMS INCCOM4577301092,79378,335SH DFND178,33500
INSPIRED ENTERTAINMENT INCCOM45782N10851281,972SH DFND181,97200
INSTALLED BUILDING PRODUCTSCOM45780R10111,410201,782SH DFND1201,78200
INSTEEL INDUSTRIES INCCOM45774W1085,823174,353SH DFND1174,35300
INSTRUCTURE INCCOM45781U10312,184286,346SH DFND1286,34600
INSULET CORPCOM45784P10146,490542,475SH DFND1542,47500
INSYS THERAPEUTICS INCCOM NEW45824V2092,184301,748SH DFND1301,4300318
INTEC PHARMA LTDSHSM536441065512,631SH DFND112,63100
INTEGER HOLDINGS CORPCOM45826H10917,612272,436SH DFND1271,6810755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520843,067668,639SH DFND1665,17603,463
INTEGRATED DEVICE TECH INCCOM45811810641,4951,301,617SH DFND11,295,27706,340
INTEL CORPCOM4581401003,175,06063,982,778SH DFND163,496,3130486,465
INTEL CORPCOM4581401001,19123,968SH DFND1 223,96800
INTELLIA THERAPEUTICS INCCOM45826J1057,170262,085SH DFND1262,08500
INTELLICHECK INCCOM NEW45817G2012511,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM458173101613,756SH DFND113,75600
INTELSAT SACOML5140P1011,766106,007SH DFND1106,00700
INTER PARFUMS INCCOM4583341099,946185,914SH DFND1185,91400
INTERACTIVE BROKERS GRO-CL ACOM45841N10738,934604,477SH DFND1600,42104,056
INTERCEPT PHARMACEUTICALS INCOM45845P10818,406219,360SH DFND1219,344016
INTERCONTINENTAL EXCHANGE INCOM45866F104443,8396,048,287SH DFND16,017,550030,737
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7074296,860SH DFND15,9160944
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7077127SH DFND1 212700
INTERDIGITAL INCCOM45867G10130,891381,849SH DFND1379,88501,964
INTERFACE INCCOM45866530464328,026SH DFND1 228,02600
INTERFACE INCCOM45866530414,157616,882SH DFND1616,88200
INTERMOLECULAR INCCOM45882D10911569,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A4091,575151,218SH DFND1150,8750343
INTERNATIONAL BANCSHARES CRPCOM45904410329,682693,520SH DFND1690,86302,657
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10827611,889SH DFND1 211,88900
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1085,366230,912SH DFND1230,91200
INTERNATIONAL PAPER COCOM460146103248,3054,777,503SH DFND14,752,962024,541
INTERNATIONAL SEAWAYS INCCOMY410531026,399276,537SH DFND1276,53700
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X204120135,723SH DFND1135,72300
INTERPUBLIC GROUP OF COS INCCOM460690100126,6445,412,256SH DFND15,390,998021,258
INTERSECT ENT INCCOM46071F10310,897290,984SH DFND1290,98400
INTERSECTIONS INCCOM46098130113667,353SH DFND167,35300
INTEST CORPCOM46114710026436,180SH DFND136,18000
INTEVAC INCCOM461148108664137,009SH DFND1137,00900
INTL BUSINESS MACHINES CORPCOM4592001011,538,01111,030,176SH DFND110,982,108048,068
INTL BUSINESS MACHINES CORPCOM4592001013692,646SH DFND1 22,64600
INTL FCSTONE INCCOM46116V10512,867248,841SH DFND1248,84100
INTL FLAVORS & FRAGRANCESCOM459506101123,281996,445SH DFND1992,09504,350
INTL SPEEDWAY CORP-CL ACL A46033520110,982245,702SH DFND1244,50501,197
INTRA-CELLULAR THERAPIES INCCOM46116X1018,289469,119SH DFND1469,11900
INTREPID POTASH INCCOM46121Y1023,810929,488SH DFND1929,48800
INTREXON CORPCOM46122T1028,769629,091SH DFND1629,09100
INTRICON CORPCOM46121H1093,08976,657SH DFND176,65700
INTUIT INCCOM461202103665,9143,265,233SH DFND13,239,089026,144
INTUITIVE SURGICAL INCCOM NEW46120E602666,1301,394,880SH DFND11,383,247011,633
INUVO INCCOM NEW46122W20482106,848SH DFND1106,84800
INVACARE CORPCOM4612031015,614301,876SH DFND1301,87600
INVESCO LTDSHSG491BT108130,6104,927,454SH DFND14,905,657021,797
INVESCO LTDSHSG491BT10849818,777SH DFND1 218,77700
INVESCO MORTGAGE CAPITALCOM46131B10016,1161,013,596SH DFND11,007,74805,848
INVESCO MUNICIPAL OPPORTUNICOM46132C10792178,504SH DFND1 278,50400
INVESCO PENNSYLVANIA VALUE MCOM46132K10913911,646SH DFND1 211,64600
INVESTAR HOLDING CORPCOM46134L1051,90268,810SH DFND168,81000
INVESTMENT TECHNOLOGY GROUPCOM46145F1057,458356,506SH DFND1356,50600
INVESTMENT TECHNOLOGY GROUPCOM46145F10533916,224SH DFND1 216,22400
INVESTORS BANCORP INCCOM46146L10151140,000SH DFND1 240,00000
INVESTORS BANCORP INCCOM46146L10134,4942,696,966SH DFND12,696,96600
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301036,0381,091,875SH DFND11,091,87500
INVESTORS TITLE COCOM4618041062,15911,693SH DFND111,69300
INVH 3 07/01/19NOTE 3.000% 7/085571WAB517,66814,000,000PRN DFND1 214,000,00000
INVITAE CORPCOM46185L1034,030548,432SH DFND1548,43200
INVITATION HOMES INCCOM46187W10770,7173,068,374SH DFND13,068,37400
INVIVO THERAPEUTICS HOLDINGSCOM PAR46186M4071710,036SH DFND110,03600
INVUITY INCCOM NEW46187J20530778,759SH DFND178,75900
ION GEOPHYSICAL CORPCOM NEW46204420778932,505SH DFND1 232,50500
ION GEOPHYSICAL CORPCOM NEW4620442072,38898,300SH DFND198,30000
IONIS PHARMACEUTICALS INCCOM46222210048,1191,154,765SH DFND11,154,5650200
IOVANCE BIOTHERAPEUTICS INCCOM4622601009,731760,308SH DFND1760,30800
IPASS INCCOM46261V108163474,363SH DFND1474,36300
IPG PHOTONICS CORPCOM44980X109117,268532,409SH DFND1530,41401,995
IPG PHOTONICS CORPCOM44980X10931142SH DFND1 214200
IQIYI INC-ADRSPONSORED ADS46267X1082,24069,358SH DFND169,35800
IQVIA HOLDINGS INCCOM46266C105187,7041,884,080SH DFND11,875,49108,589
IRADIMED CORPCOM46266A10971234,349SH DFND134,34900
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40937,53768,688PRN DFND1 268,68800
IRHYTHM TECHNOLOGIES INCCOM45005610617,405214,537SH DFND1214,53700
IRIDEX CORPCOM46268410125637,770SH DFND137,77000
IRIDIUM COMMUNICATIONS INCCOM46269C10214,348891,222SH DFND1891,22200
IROBOT CORPCOM46272610020,607271,968SH DFND1271,8110157
IRON MOUNTAIN INCCOM46284V101121,7023,482,913SH DFND13,467,693015,220
IRON MOUNTAIN INCCOM46284V1012487,086SH DFND1 27,08600
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10827,2221,423,792SH DFND11,423,79200
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8033,145106,261PRN DFND1106,26100
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10312,871245,133PRN DFND1245,13300
ISHARES CURRENCY HEDGED MSCICUR HD EURZN ETF46434V6396,853228,000PRN DFND1228,00000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254167,380PRN DFND17,38000
ISHARES MSCI EAFE ETFMSCI EAFE ETF4642874656,22993,020PRN DFND193,02000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723411,506265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59819,630589,676PRN DFND1589,67600
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77220,987582,984PRN DFND1582,98400
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227865,175PRN DFND15,17500
ISORAY INCCOM46489V104121269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414068717,088SH DFND17,08800
ISSUER DIRECT CORPCOM NEW46520M20471335,897SH DFND135,89700
ISTAR INCCOM45031U1017,027651,333SH DFND1651,33300
ISTAR INCCOM45031U10141238,217SH DFND1 238,21700
ITERIS INCCOM46564T1071,190245,962SH DFND1245,96200
ITRON INCCOM46574110620,836346,982SH DFND1346,98200
ITT INCCOM45073V10841,275789,667SH DFND1785,37804,289
ITURAN LOCATION AND CONTROLSHSM6158M10465321,526SH DFND121,52600
ITURAN LOCATION AND CONTROLSHSM6158M104451,500SH DFND1 21,50000
ITUS CORPCOM NEW45069V20326587,602SH DFND187,60200
IVY HIGH INCOME OPPORTUNITYCOM4658931051,40598,086SH DFND1 298,08600
IZEA INCCOM46603N3012324,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210923,118151,629SH DFND1151,62900
J ALEXANDER'S HOLDINGSCOM46609J1061,276114,449SH DFND1114,44900
J. JILL INCCOM46620W1021,296138,811SH DFND1138,81100
J.C. PENNEY CO INCCOM7081601066,7372,879,421SH DFND12,879,42100
J2 GLOBAL INCCOM48123V10244,025508,314SH DFND1505,70402,610
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020613820,358SH DFND120,35800
JABIL INCCOM46631310325928SH DFND1 292800
JABIL INCCOM46631310346,0581,665,184SH DFND11,656,47508,709
JACK HENRY & ASSOCIATES INCCOM426281101123,159945,327SH DFND1941,53403,793
JACK IN THE BOX INCCOM46636710926,138307,084SH DFND1305,69001,394
JACOBS ENGINEERING GROUP INCCOM46981410799,0371,562,824SH DFND11,556,42806,396
JAGGED PEAK ENERGY INCCOM47009K1075,177397,688SH DFND1397,68800
JAGUAR HEALTH INCCOM NEW47010C3004229,930SH DFND129,93000
JAKKS PACIFIC INCCOM47012E106407124,489SH DFND1122,95101,538
JAMBA INCCOM NEW47023A30997091,082SH DFND191,08200
JAMES RIVER GROUP HOLDINGS LCOMG5005R10711,493292,532SH DFND1292,53200
JANUS HENDERSON GROUP PLCORD SHSG4474Y21443,4331,413,386SH DFND11,404,34509,041
JASON INDUSTRIES INCCOM47117210612754,863SH DFND154,86300
JAZZ PHARMACEUTICALS PLCSHS USDG508711052261,313SH DFND1 21,31300
JAZZ PHARMACEUTICALS PLCSHS USDG5087110595,183552,836SH DFND1552,83600
JBG SMITH PROPERTIESCOM46590V10038,2531,048,893SH DFND11,044,32604,567
JD.COM INC-ADRSPON ADR CL A47215P10669,6371,797,593SH DFND11,751,309046,284
JEFFERIES FINANCIAL GROUP INCOM47233W109100,0554,407,506SH DFND14,391,417016,089
JELD-WEN HOLDING INCCOM47580P10319,161670,233SH DFND1670,23300
JERNIGAN CAPITAL INCCOM4764051052,704141,910SH DFND1141,91000
JETBLUE AIRWAYS CORPCOM47714310161,2263,225,869SH DFND13,210,333015,536
JM SMUCKER CO/THECOM NEW832696405171,9611,602,647SH DFND11,596,16806,479
JM SMUCKER CO/THECOM NEW8326964053032,823SH DFND1 22,82300
JOHN BEAN TECHNOLOGIES CORPCOM47783910425,650288,530SH DFND1288,53000
JOHNSON & JOHNSONCOM4781601044,006,12233,079,601SH DFND132,931,4990148,102
JOHNSON & JOHNSONCOM4781601042762,280SH DFND1 22,28000
JOHNSON CONTROLS INTERNATIONSHSG51502105344,72310,327,761SH DFND110,277,147050,614
JOHNSON OUTDOORS INC-ACL A4791671089,559113,093SH DFND1113,09300
JOHNSON OUTDOORS INC-ACL A4791671081301,545SH DFND1 21,54500
JOINT CORP/THECOM47973J10245755,935SH DFND155,93500
JOINT CORP/THECOM47973J10235243,083SH DFND1 243,08300
JONES ENERGY INC - ACOM CL A48019R108147396,341SH DFND1396,34100
JONES LANG LASALLE INCCOM48020Q10732195SH DFND1 219500
JONES LANG LASALLE INCCOM48020Q10768,716414,272SH DFND1412,03902,233
JOUNCE THERAPEUTICS INCCOM481116101917119,775SH DFND1119,5400235
JPMORGAN CHASE & COCOM46625H1004,056,45439,010,511SH DFND138,823,3890187,122
JPMORGAN CHASE & COCOM46625H1002432,340SH DFND1 22,34000
JUNIPER NETWORKS INCCOM48203R10435212,863SH DFND1 212,86300
JUNIPER NETWORKS INCCOM48203R104153,0615,590,336SH DFND15,570,808019,528
JUNIPER PHARMACEUTICALS INC COM48203L107809,224SH DFND1 29,22400
JUNIPER PHARMACEUTICALS INC COM48203L10755864,186SH DFND164,18600
K12 INCCOM48273U10211,234686,281SH DFND1685,9550326
K12 INCCOM48273U10287353,371SH DFND1 253,37100
K2M GROUP HOLDINGS INCCOM48273J1079,176407,836SH DFND1407,83600
KADANT INCCOM48282T1049,755101,459SH DFND1101,45900
KADMON HOLDINGS INCCOM48283N1063,552890,257SH DFND1890,25700
KAISER ALUMINUM CORPCOM PAR $0.0148300770417,679169,811SH DFND1169,81100
KALA PHARMACEUTICALS INCCOM4831191031,26692,270SH DFND192,27000
KALVISTA PHARMACEUTICALS INCCOM48349710316820,762SH DFND120,76200
KAMADA LTDSHSM6240T1098716,824SH DFND116,82400
KAMAN CORPCOM48354810319,247276,188SH DFND1276,18800
KANDI TECHNOLOGIES GROUP INCCOM48370910119245,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302124,6281,178,637SH DFND11,173,19205,445
KANSAS CITY SOUTHERNCOM NEW4851703023152,979SH DFND1 22,97900
KAPSTONE PAPER AND PACKAGINGCOM48562P10369020,000SH DFND1 220,00000
KAPSTONE PAPER AND PACKAGINGCOM48562P10328,117815,002SH DFND1815,00200
KAR AUCTION SERVICES INCCOM48238T1091021,875SH DFND1 21,87500
KAR AUCTION SERVICES INCCOM48238T10997,5731,780,542SH DFND11,780,54200
KARYOPHARM THERAPEUTICS INCCOM48576U1068,759515,596SH DFND1515,59600
KB HOMECOM48666K10928,5071,046,540SH DFND11,040,99105,549
KB HOMECOM48666K109321,207SH DFND1 21,20700
KBR INCCOM48242W10626,4791,477,623SH DFND11,468,27109,352
KEANE GROUP INCCOM48669A1087,067516,977SH DFND1516,97700
KEARNY FINANCIAL CORP/MDCOM48716P10814,3681,068,253SH DFND11,068,25300
KELLOGG COCOM487836108210,0393,012,119SH DFND12,998,192013,927
KELLY SERVICES INC -ACL A4881522089,302414,381SH DFND1414,38100
KEMET CORPCOM NEW48836020711,333469,283SH DFND1467,74601,537
KEMPER CORPCOM48840110036,605483,874SH DFND1481,48302,391
KEMPHARM INCCOM48844510746972,272SH DFND172,27200
KENNAMETAL INCCOM48917010026,789746,219SH DFND1742,20904,010
KENNAMETAL INCCOM48917010030840SH DFND1 284000
KENNEDY-WILSON HOLDINGS INCCOM48939810724,7891,172,059SH DFND11,172,05900
KERYX BIOPHARMACEUTICALSCOM4925151013,9241,043,876SH DFND11,043,87600
KEWAUNEE SCIENTIFIC CPCOM4928541043028,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J1031,46890,406SH DFND190,40600
KEY TRONIC CORPCOM49314410926735,271SH DFND135,27100
KEYCORPCOM49326710897750,000SH DFND1 250,00000
KEYCORPCOM493267108237,96012,203,423SH DFND112,145,235058,188
KEYSIGHT TECHNOLOGIES INCOM49338L10399,6141,688,763SH DFND11,679,59109,172
KEYW HOLDING CORP/THECOM4937231004,082467,083SH DFND1467,08300
KFORCE INCCOM49373210112,745371,595SH DFND1371,59500
KFORCE INCCOM4937321011815,279SH DFND1 25,27900
KILROY REALTY CORPCOM49427F10881,3101,074,965SH DFND11,070,11404,851
KIMBALL ELECTRONICS INCCOM49428J1096,550357,949SH DFND1357,94900
KIMBALL INTERNATIONAL-BCL B49427410318011,175SH DFND1 211,17500
KIMBALL INTERNATIONAL-BCL B49427410310,668660,183SH DFND1660,18300
KIMBERLY-CLARK CORPCOM494368103386,6783,679,109SH DFND13,660,572018,537
KIMCO REALTY CORPCOM49446R109104,9736,189,038SH DFND16,166,491022,547
KINDER MORGAN INCCOM49456B101377,36021,402,006SH DFND121,298,1170103,889
KINDRED BIOSCIENCES INCCOM4945771093,000281,726SH DFND1281,72600
KINGOLD JEWELRY INCCOM NEW49579A2043326,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,33779,144SH DFND179,14400
KINROSS GOLD CORPCOM4969024043,136841,999SH DFND1841,3890610
KINSALE CAPITAL GROUP INCCOM49714P10811,250205,084SH DFND1205,08400
KIRBY CORPCOM49726610631372SH DFND1 237200
KIRBY CORPCOM49726610640,958489,930SH DFND1487,29302,637
KIRKLAND'S INCCOM497498105191,680SH DFND1 21,68000
KIRKLAND'S INCCOM4974981051,604137,821SH DFND1137,82100
KITE REALTY GROUP TRUSTCOM NEW49803T30015,806925,447SH DFND1925,44700
KKR REAL ESTATE FINANCE TRUSCOM48251K1002,858144,532SH DFND1144,53200
KLA-TENCOR CORPCOM4824801005165,034SH DFND1 25,03400
KLA-TENCOR CORPCOM482480100220,1932,151,344SH DFND12,135,168016,176
KLONDEX MINES LTDCOM498696103804348,238SH DFND1348,23800
KLX INCCOM48253910371910,000SH DFND1 210,00000
KLX INCCOM48253910336,957514,012SH DFND1511,36302,649
KMG CHEMICALS INCCOM4825641012723,692SH DFND1 23,69200
KMG CHEMICALS INCCOM4825641018,869120,211SH DFND1120,21100
KNIGHT-SWIFT TRANSPORTATIONCL A49904910443,9081,149,914SH DFND11,143,61906,295
KNOLL INCCOM NEW49890420010,256492,860SH DFND1491,8800980
KNOLL INCCOM NEW4989042001376,596SH DFND1 26,59600
KNOWLES CORPCOM49926D10912,512817,824SH DFND1817,82400
KOHLS CORPCOM5002551043104,260SH DFND1 24,26000
KOHLS CORPCOM500255104198,3622,725,045SH DFND12,715,045010,000
KONA GRILL INCCOM50047H20112252,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230353112,564SH DFND111,02401,540
KOPIN CORPCOM5006001011,694592,595SH DFND1592,59500
KOPPERS HOLDINGS INCCOM50060P1067,325191,027SH DFND1191,02700
KORN/FERRY INTERNATIONALCOM NEW50064320033,002532,895SH DFND1532,89500
KORNIT DIGITAL LTDSHSM6372Q11341223,168SH DFND123,16800
KOSMOS ENERGY LTDSHSG5315B10717,9092,165,597SH DFND12,165,59700
KRAFT HEINZ CO/THECOM500754106455,1777,260,081SH DFND17,167,257092,824
KRAFT HEINZ CO/THECOM5007541061502,389SH DFND1 22,38900
KRATON CORPCOM50077C10616,147349,971SH DFND1349,97100
KRATOS DEFENSE & SECURITYCOM NEW50077B2079,957865,113SH DFND1865,11300
KROGER COCOM501044101289,19810,185,006SH DFND110,141,772043,234
KRONOS WORLDWIDE INCCOM50105F1059,765433,425SH DFND1433,42500
KRONOS WORLDWIDE INCCOM50105F1051516,709SH DFND1 26,70900
KRYSTAL BIOTECH INCCOM50114710254236,466SH DFND136,46600
KULICKE & SOFFA INDUSTRIESCOM50124210166627,997SH DFND1 227,99700
KULICKE & SOFFA INDUSTRIESCOM50124210112,557527,169SH DFND1527,16900
KURA ONCOLOGY INCCOM50127T1095,005275,011SH DFND1275,01100
KVH INDUSTRIES INCCOM4827381011,746130,355SH DFND1130,35500
L BRANDS INCCOM501797104104,2142,831,546SH DFND12,818,014013,532
L3 TECHNOLOGIES INCCOM502413107178,351929,239SH DFND1925,07404,165
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596045,969204,657SH DFND1204,65700
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409228,2771,273,959SH DFND11,268,53005,429
LADDER CAPITAL CORP-REITCL A50574310413,145841,594SH DFND1841,59400
LADENBURG THALMANN FINANCIALCOM50575Q1022,839835,083SH DFND1835,08300
LAKELAND BANCORP INCCOM5116371009,249465,989SH DFND1465,98900
LAKELAND FINANCIAL CORPCOM51165610012,225253,696SH DFND1253,69600
LAKELAND INDUSTRIES INCCOM51179510653637,914SH DFND137,91400
LAM RESEARCH CORPCOM512807108349,3852,025,231SH DFND12,008,181017,050
LAM RESEARCH CORPCOM5128071082761,599SH DFND1 21,59900
LAMAR ADVERTISING CO-ACL A51281610956,919833,247SH DFND1829,12204,125
LAMAR ADVERTISING CO-ACL A51281610931461SH DFND1 246100
LAMB WESTON HOLDINGS INCCOM51327210496,2271,404,578SH DFND11,397,06907,509
LANCASTER COLONY CORPCOM51384710328,812208,153SH DFND1207,1970956
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1151519,500SH DFND1 219,50000
LANDEC CORPCOM5147661043,740251,013SH DFND1251,01300
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10816712,077SH DFND112,07700
LANDS' END INCCOM51509F1054,478160,510SH DFND1160,3830127
LANDSTAR SYSTEM INCCOM51509810145,730418,782SH DFND1416,71702,065
LANNETT CO INCCOM5160121013,656268,829SH DFND1268,6890140
LANTHEUS HOLDINGS INCCOM5165441034,629318,208SH DFND1318,20800
LANTRONIX INCCOM NEW5165482033311,642SH DFND111,64200
LAREDO PETROLEUM INCCOM51680610612913,410SH DFND1 213,41000
LAREDO PETROLEUM INCCOM51680610612,0871,256,502SH DFND11,256,50200
LAS VEGAS SANDS CORPCOM517834107237,3613,111,061SH DFND13,111,06100
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210843,0481,257,615SH DFND11,251,78905,826
LATTICE SEMICONDUCTOR CORPCOM5184151048,3801,277,485SH DFND11,277,48500
LAUREATE EDUCATION INC-ACL A5186132036,056422,639SH DFND1422,63900
LAWSON PRODUCTS INCCOM5207761051,28152,617SH DFND152,61700
LAYN 8 05/01/19NOTE 8.000% 5/0521050AD614,07411,000,000PRN DFND1 211,000,00000
LAZARD LTD-CL ASHS AG5405010289718,340SH DFND1 218,34000
LAZARD LTD-CL ASHS AG5405010258,1911,189,768SH DFND11,188,9580810
LA-Z-BOY INCCOM50533610720,476669,171SH DFND1669,17100
LCI INDUSTRIESCOM50189K10320,738230,045SH DFND1230,04500
LCNB CORPORATIONCOM50181P1001,33867,920SH DFND167,92000
LEAF GROUP LTDCOM52177G102888,159SH DFND1 28,15900
LEAF GROUP LTDCOM52177G1021,414130,398SH DFND1128,76101,637
LEAP THERAPEUTICS INCCOM52187K10131034,517SH DFND134,51700
LEAR CORPCOM NEW5218652043772,030SH DFND1 22,03000
LEAR CORPCOM NEW521865204135,341728,829SH DFND1728,82900
LEE ENTERPRISESCOM52376810910837,987SH DFND1 237,98700
LEE ENTERPRISESCOM523768109731256,513SH DFND1256,51300
LEGACY ACQUISITION CORP-CW22*W EXP 11/30/202524643111301700,000SH DFND1 2700,00000
LEGACY RESERVES LPUNIT LP INT52470730417925,959SH DFND125,95900
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10619,354496,008SH DFND1496,00800
LEGG MASON INCCOM5249011052306,640SH DFND1 26,64000
LEGG MASON INCCOM52490110527,752799,084SH DFND1794,88804,196
LEGGETT & PLATT INCCOM52466010783,0001,862,331SH DFND11,855,06507,266
LEIDOS HOLDINGS INCCOM52532710232551SH DFND1 255100
LEIDOS HOLDINGS INCCOM52532710275,6201,282,700SH DFND11,274,81907,881
LEMAITRE VASCULAR INCCOM5255582015,809173,524SH DFND1173,52400
LENDINGCLUB CORPCOM52603A10912,5393,308,502SH DFND13,308,50200
LENDINGTREE INCCOM52603B10722,820106,737SH DFND1106,2580479
LENNAR CORP - B SHSCL B5260573022,07048,500SH DFND1 248,50000
LENNAR CORP - B SHSCL B5260573022,18551,190SH DFND149,72501,465
LENNAR CORP-ACL A5260571042795,317SH DFND1 25,31700
LENNAR CORP-ACL A526057104170,0503,245,691SH DFND13,231,172014,519
LENNOX INTERNATIONAL INCCOM52610710764,716323,593SH DFND1321,77001,823
LEO HOLDINGS CORPUNIT 99/99/9999G5463L1213,559350,000SH DFND1 2350,00000
LEXICON PHARMACEUTICALS INCCOM NEW5288723026,338528,170SH DFND1528,17000
LEXINGTON REALTY TRUSTCOM52904310117,4171,995,099SH DFND11,995,09900
LGI HOMES INCCOM50187T10610,536182,521SH DFND1182,52100
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB218,7157,000,000PRN DFND1 27,000,00000
LHC GROUP INCCOM50187A10724,789289,626SH DFND1289,62600
LIBBEY INCCOM529898108994122,294SH DFND1122,29400
LIBERTY BROADBAND-ACOM SER A53030710719,756261,186SH DFND1261,18600
LIBERTY BROADBAND-CCOM SER C53030730596,0571,269,306SH DFND11,269,30600
LIBERTY EXPEDIA HOLD-ASER A COM53046P10924,539558,482SH DFND1556,91601,566
LIBERTY EXPEDIA HOLD-ASER A COM53046P10954812,486SH DFND1 212,48600
LIBERTY GLOBAL PLC- CSHS CL CG5480U120114,8864,320,837SH DFND14,292,820028,017
LIBERTY GLOBAL PLC-ASHS CL AG5480U10442,6341,549,498SH DFND11,538,836010,662
LIBERTY LATIN AMERIC-CL ACOM CL AG9001E1028,625451,129SH DFND1451,12900
LIBERTY LATIN AMERIC-CL CCOM CL CG9001E12822,3391,152,708SH DFND11,152,70800
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297062,677104,156SH DFND1104,15600
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP5312298889,044349,735SH DFND1349,73500
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298708,798249,185SH DFND1249,18500
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985472,0041,940,671SH DFND11,940,67100
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940936,926820,162SH DFND1820,16200
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960768,6621,515,029SH DFND11,515,02900
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM5312296071713,784SH DFND1 23,78400
LIBERTY OILFIELD SERVICES -ACOM CL A53115L1042,149114,847SH DFND1114,84700
LIBERTY PROPERTY TRUSTSH BEN INT53117210476,5451,727,512SH DFND11,720,25807,254
LIBERTY TAX INCCL A53128T10259373,558SH DFND173,55800
LIBERTY TAX INCCL A53128T10247959,319SH DFND1 259,31900
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510278348,676SH DFND1 248,67600
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510213,133815,772SH DFND1815,5030269
LIFE STORAGE INCCOM53223X10751,300527,185SH DFND1524,90202,283
LIFEPOINT HEALTH INCCOM53219L10918,477378,642SH DFND1376,74101,901
LIFETIME BRANDS INCCOM53222Q1031,393110,122SH DFND1110,12200
LIFEVANTAGE CORPCOM NEW53222K20557590,377SH DFND190,37700
LIFEWAY FOODS INCCOM53191410919438,599SH DFND138,59900
LIGAND PHARMACEUTICALSCOM NEW53220K50445,709220,637SH DFND1220,63700
LIGHTBRIDGE CORPCOM NEW53224K2031313,315SH DFND113,31500
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780520488,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,882361,957SH DFND1361,95700
LIMELIGHT NETWORKS INCCOM53261M104419,393SH DFND1 29,39300
LIMELIGHT NETWORKS INCCOM53261M1045,0671,133,636SH DFND11,133,63600
LIMONEIRA COCOM5327461042,775112,761SH DFND1112,76100
LINCOLN EDUCATIONAL SERVICESCOM533535100193111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010653,622611,014SH DFND1607,48003,534
LINCOLN NATIONAL CORPCOM5341871093525,670SH DFND1 25,67000
LINCOLN NATIONAL CORPCOM534187109163,9702,639,249SH DFND12,626,877012,372
LINDBLAD EXPEDITIONS HOLDINGCOM5352191093,428258,756SH DFND1258,75600
LINDSAY CORPCOM5355551069,68399,836SH DFND199,83600
LINTA 3.5 01/15/31DEB 3.500% 1/1530715AN111,00517,500,000PRN DFND1 217,500,00000
LIONS GATE ENTERTAINMENT-ACL A VTG53591940115,240614,040SH DFND1614,04000
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950023,382996,684SH DFND1996,68400
LIPOCINE INCCOM53630X104135104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A102145195,056SH DFND1195,05600
LIQUIDITY SERVICES INCCOM53635B1071,467224,061SH DFND1224,06100
LITHIA MOTORS INC-CL ACL A53679710320,687218,757SH DFND1218,75700
LITTELFUSE INCCOM53700810455,990245,380SH DFND1244,15401,226
LIVANOVA PLCSHSG5509L10144,438445,190SH DFND1443,05002,140
LIVE NATION ENTERTAINMENT INCOM53803410957,1471,177,609SH DFND11,170,94506,664
LIVE OAK BANCSHARES INCCOM53803X1058,623281,353SH DFND1281,35300
LIVE VENTURES INCCOM NEW53814230818614,842SH DFND114,84200
LIVEPERSON INCCOM53814610111,823560,336SH DFND1560,33600
LIVEXLIVE MEDIA INCCOM NEW53839L208863149,615SH DFND1149,61500
LKQ CORPCOM501889208119,4573,752,156SH DFND13,735,721016,435
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109728218,620SH DFND1208,063010,557
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR53943910910932,895SH DFND1 232,89500
LMRK 0 PERP S-C7% CNV PFD UNT C51508J4052,443104,656PRN DFND1 2104,65600
LOCKHEED MARTIN CORPCOM53983010998333SH DFND1 233300
LOCKHEED MARTIN CORPCOM539830109834,5852,830,953SH DFND12,817,771013,182
LOEWS CORPCOM5404241081162,410SH DFND1 22,41000
LOEWS CORPCOM540424108188,0683,901,725SH DFND13,887,830013,895
LOGITECH INTERNATIONAL-REGSHSH504302325,069115,478SH DFND1115,47800
LOGMEIN INCCOM54142L10954,186524,804SH DFND1522,24102,563
LOGMEIN INCCOM54142L10931303SH DFND1 230300
LONESTAR RESOURCES US I-CL ACL A VTG54240F1031,297153,713SH DFND1153,71300
LORAL SPACE & COMMUNICATIONSCOM5438811065,057134,510SH DFND1134,51000
LOUISIANA-PACIFIC CORPCOM54634710579929,383SH DFND1 229,38300
LOUISIANA-PACIFIC CORPCOM54634710569,1682,541,087SH DFND12,533,97107,116
LOWE'S COS INCCOM548661107903,6569,475,077SH DFND19,429,258045,819
LOXO ONCOLOGY INCCOM54886210143,307249,641SH DFND1249,64100
LPL FINANCIAL HOLDINGS INCCOM50212V10062,958960,606SH DFND1960,60600
LRAD CORPCOM50213V109377143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM502160104957180,616SH DFND1180,61600
LSC COMMUNICATIONS INCCOM50218P10712,783816,346SH DFND1815,8910455
LSI INDUSTRIES INCCOM50216C1081,086203,378SH DFND1203,37800
LSI INDUSTRIES INCCOM50216C1081,290241,709SH DFND1 2241,70900
LTC PROPERTIES INCCOM50217510219,005444,674SH DFND1444,67400
LUBY'S INCCOM54928210118069,569SH DFND169,56900
LULULEMON ATHLETICA INCCOM550021109135,4361,085,471SH DFND11,085,47100
LULULEMON ATHLETICA INCCOM5500211092662,135SH DFND1 22,13500
LUMBER LIQUIDATORS HOLDINGSCOM55003T1076,225255,649SH DFND1255,64900
LUMENTUM HOLDINGS INCCOM55024U10936,299626,942SH DFND1623,85403,088
LUMINEX CORPCOM55027E10213,551458,890SH DFND1458,89000
LUNA INNOVATIONS INCCOM550351100443148,929SH DFND1148,92900
LUTHER BURBANK CORPCOM5505501071,524132,486SH DFND1132,48600
LYDALL INCCOM5508191067,050161,529SH DFND1161,52900
LYONDELLBASELL INDU-CL ASHS - A -N537451007486,816SH DFND1 26,81600
LYONDELLBASELL INDU-CL ASHS - A -N53745100457,2174,169,950SH DFND14,151,020018,930
M & T BANK CORPCOM55261F10430177SH DFND1 217700
M & T BANK CORPCOM55261F104318,3761,874,603SH DFND11,866,79607,807
M I ACQUISITIONS INC*W EXP 11/15/20274275G115302200,000SH DFND1 2200,00000
M/I HOMES INCCOM55305B1016,722253,859SH DFND1253,85900
M/I HOMES INCCOM55305B101893,372SH DFND1 23,37200
MACATAWA BANK CORPCOM5542251022,316190,843SH DFND1190,84300
MACERICH CO/THECOM55438210192,4671,629,689SH DFND11,623,92805,761
MACK-CALI REALTY CORPCOM55448910420,6981,020,613SH DFND11,016,19504,418
MACKINAC FINANCIAL CORPCOM55457110933119,994SH DFND119,99400
MACOM TECHNOLOGY SOLUTIONS HCOM55405Y10010,057436,526SH DFND1436,52600
MACQUARIE INFRASTRUCTURE CORCOM55608B10530,098713,245SH DFND1712,19101,054
MACROGENICS INCCOM5560991097,787377,102SH DFND1377,10200
MACY'S INCCOM55616P1042707,228SH DFND1 27,22800
MACY'S INCCOM55616P104175,0994,685,366SH DFND14,669,108016,258
MADISON SQUARE GARDEN CO- ACL A55825T10346,678150,484SH DFND1150,48400
MADRIGAL PHARMACEUTICALS INCCOM55886810522,37980,016SH DFND180,01600
MAGAL SECURITY SYS LTDORDM6786D1046011,406SH DFND111,40600
MAGELLAN HEALTH INCCOM NEW55907920730,665319,596SH DFND1319,59600
MAGIC SOFTWARE ENTERPRISESORD55916610323728,762SH DFND128,76200
MAGICJACK VOCALTEC LTDSHSM6787E10115618,264SH DFND118,26400
MAGNA INTERNATIONAL INCCOM5592224013335,735SH DFND15,2210514
MAIDEN HOLDINGS LTDSHSG5753U1125,475706,475SH DFND1704,06802,407
MAJESCOCOM56068V10241467,340SH DFND167,34000
MAKEMYTRIP LTDSHSV5633W1091,68146,513SH DFND146,51300
MALIBU BOATS INC - ACOM CL A56117J1008,275197,307SH DFND1197,30700
MALLINCKRODT PLC SHSG5785G10714,792792,740SH DFND1788,57304,167
MALVERN BANCORP INCCOM5614091032,11086,686SH DFND186,68600
MAMMOTH ENERGY SERVICES INCCOM56155L1084,633136,429SH DFND1136,42900
MANHATTAN ASSOCIATES INCCOM56275010931,285665,504SH DFND1662,22803,276
MANITEX INTERNATIONAL INCCOM5634201081,741139,527SH DFND1139,52700
MANITOWOC COMPANY INCCOM NEW5635714058,228318,175SH DFND1318,17500
MANNING & NAPIER INCCL A56382Q102361116,700