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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ACCO BRANDS CORPCOM00081T10815312,161SH DFND112,16100
ABM INDS INCCOM0009571002728,123SH DFND18,12300
AGCO CORPCOM0010841024526,975SH DFND16,97500
AES CORPCOM00130H1051,07094,130SH DFND194,13000
AMC NETWORKS INCCL A00164V10355510,736SH DFND110,73600
AT&T INCCOM00206R1022547,138SH DFND17,13800
A10 NETWORKS INCCOM0021211016711,547SH DFND111,54700
ABBOTT LABSCOM0028241004918,200SH DFND18,20000
ACI WORLDWIDE INCCOM00449810161525,929SH DFND125,92900
ADOBE SYS INCCOM00724F1016983,230SH DFND13,23000
ADTRAN INCCOM00738A10623615,191SH DFND115,19100
AECOMCOM00766T1002015,650SH DFND15,65000
ADVANSIX INCCOM00773T10138311,011SH DFND111,01100
AEROJET ROCKETDYNE HLDGS INCCOM00780010550818,156SH DFND118,15600
ADVANCED MICRO DEVICES INCCOM00790310790089,512SH DFND189,51200
ADVANCED DRAIN SYS INC DELCOM00790R1042409,258SH DFND19,25800
ADVANCED ENERGY INDSCOM0079731003645,691SH DFND15,69100
AETNA INC NEWCOM00817Y1086,08436,000SH DFND136,00000
AFFILIATED MANAGERS GROUPCOM0082521082091,100SH DFND11,10000
ALARM COM HLDGS INCCOM01164210582321,798SH DFND121,79800
ALASKA AIR GROUP INCCOM01165910982313,287SH DFND113,28700
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1062449,104SH DFND19,10400
ALLISON TRANSMISSION HLDGS ICOM01973R1013859,867SH DFND19,86700
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10843535,206SH DFND135,20600
ALLSTATE CORPCOM0200021011,19112,562SH DFND112,56200
ALPHABET INCCAP STK CL C02079K107335325SH DFND132500
ALPHABET INCCAP STK CL A02079K305409394SH DFND139400
ALTABA INCCOM0213461012683,613SH DFND13,61300
ALTICE USA INCCL A02156K10355430,005SH DFND130,00500
ALTRA INDL MOTION CORPCOM02208R1064058,804SH DFND18,80400
ALTRIA GROUP INCCOM02209S1032373,810SH DFND13,81000
AMEDISYS INCCOM0234361083165,238SH DFND15,23800
AMERICAN AIRLS GROUP INCCOM02376R1023105,961SH DFND15,96100
AMERICAN ASSETS TR INCCOM0240131043229,641SH DFND19,64100
AMERICAN EXPRESS COCOM0258161094875,216SH DFND15,21600
AMERICAN FINL GROUP INC OHIOCOM0259321043973,538SH DFND13,53800
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA230,41830,418,000PRN DFND130,418,00000
AMERICAN WTR WKS CO INC NEWCOM0304201038079,824SH DFND19,82400
AMERISOURCEBERGEN CORPCOM03073E1051,93822,477SH DFND122,47700
AMERIPRISE FINL INCCOM03076C1068745,907SH DFND15,90700
AMERIGAS PARTNERS L PUNIT L P INT0309751063077,691SH DFND17,69100
AMPHENOL CORP NEWCL A0320951011,03612,028SH DFND112,02800
ANALOG DEVICES INCCOM0326541053593,943SH DFND13,94300
ANALOGIC CORPCOM PAR $0.050326572074284,461SH DFND14,46100
ANDEAVOR LOGISTICS LPCOM UNIT LP INT03350F10669615,522SH DFND115,52200
ANNALY CAP MGMT INCCOM03571040967364,558SH DFND164,55800
ANSYS INCCOM03662Q1054152,649SH DFND12,64900
ANTHEM INCCOM0367521038904,051SH DFND14,05100
ANTERO MIDSTREAM GP LPCOM SHS REPSTG03675Y10320112,570SH DFND112,57000
ANWORTH MORTGAGE ASSET CPCOM03734710113628,252SH DFND128,25200
APARTMENT INVT & MGMT COCL A03748R10167816,648SH DFND116,64800
APOGEE ENTERPRISES INCCOM0375981093157,271SH DFND17,27100
APOLLO GLOBAL MGMT LLCCL A SHS0376123061,02034,440SH DFND134,44000
APOLLO INVT CORPCOM03761U10618034,388SH DFND134,38800
APOLLO COML REAL EST FIN INCCOM03762U10543123,976SH DFND123,97600
APPLE INCCOM0378331007944,734SH DFND14,73400
APPLIED INDL TECHNOLOGIES INCOM03820C1054996,848SH DFND16,84800
APPLIED MATLS INCCOM03822210565211,727SH DFND111,72700
ARBOR RLTY TR INCCOM03892310813114,839SH DFND114,83900
ARCBEST CORPCOM03937C1053179,885SH DFND19,88500
ARCH COAL INCCL A0393804076687,270SH DFND17,27000
ARCHER DANIELS MIDLAND COCOM03948310245910,592SH DFND110,59200
ARCHROCK INCCOM03957W10617019,447SH DFND119,44700
ARCONIC INCCOM03965L10050121,733SH DFND121,73300
ARISTA NETWORKS INCCOM0404131061,3605,328SH DFND15,32800
ARTISAN PARTNERS ASSET MGMTCL A04316A10843212,964SH DFND112,96400
ASBURY AUTOMOTIVE GROUP INCCOM0434361042744,052SH DFND14,05200
ASPEN TECHNOLOGY INCCOM0453271031,04813,286SH DFND113,28600
ASSOCIATED BANC CORPCOM04548710537915,261SH DFND115,26100
ASSURANT INCCOM04621X1081,41015,428SH DFND115,42800
ATHENAHEALTH INCCOM04685W1033142,198SH DFND12,19800
ATKORE INTL GROUP INCCOM04764910839719,987SH DFND119,98700
AUTOLIV INCCOM0528001094773,269SH DFND13,26900
AUTOZONE INCCOM0533321027971,228SH DFND11,22800
AXCELIS TECHNOLOGIES INCCOM NEW05454020837515,258SH DFND115,25800
BB&T CORPCOM05493710793417,951SH DFND117,95100
B & G FOODS INC NEWCOM05508R10658224,545SH DFND124,54500
BCE INCCOM NEW05534B76067815,754SH DFND115,75400
BGC PARTNERS INCCL A05541T1011,15786,040SH DFND186,04000
BMC STK HLDGS INCCOM05591B10941321,149SH DFND121,14900
BANCORP INC DELCOM05969A10511510,605SH DFND110,60500
BANCORPSOUTH BK TUPELO MISSCOM05971J10269821,965SH DFND121,96500
BANC OF CALIFORNIA INCCOM05990K10620310,497SH DFND110,49700
BANK HAWAII CORPCOM0625401095236,290SH DFND16,29000
BANK MONTREAL QUECOM0636711012032,682SH DFND12,68200
BANKUNITED INCCOM06652K10374818,706SH DFND118,70600
BANNER CORPCOM NEW06652V2083646,564SH DFND16,56400
BARRICK GOLD CORPCOM0679011081,433115,066SH DFND1115,06600
BASIC ENERGY SVCS INC NEWCOM NEW06985P20922715,740SH DFND115,74000
BAXTER INTL INCCOM0718131093595,514SH DFND15,51400
BEACON ROOFING SUPPLY INCCOM0736851094438,345SH DFND18,34500
BELDEN INCCOM0774541064606,677SH DFND16,67700
BEMIS INCCOM0814371052495,721SH DFND15,72100
BENCHMARK ELECTRS INCCOM08160H1012458,220SH DFND18,22000
BERRY GLOBAL GROUP INCCOM08579W1032334,243SH DFND14,24300
BEST BUY INCCOM0865161014947,057SH DFND17,05700
BIO RAD LABS INCCL A0905722073751,501SH DFND11,50100
BJS RESTAURANTS INCCOM09180C1063507,795SH DFND17,79500
BLACK HILLS CORPCOM09211310957510,597SH DFND110,59700
BLACKBAUD INCCOM09227Q1009639,459SH DFND19,45900
BLACKSTONE GROUP L PCOM UNIT LTD09253U1081,08533,970SH DFND133,97000
BLOOMIN BRANDS INCCOM09423510844118,143SH DFND118,14300
BLUE BUFFALO PET PRODS INCCOM09531U10214,730370,000SH DFND1370,00000
BOEING COCOM0970231052,2306,802SH DFND16,80200
BOISE CASCADE CO DELCOM09739D10069718,061SH DFND118,06100
BOJANGLES INCCOM09748810020915,084SH DFND115,08400
BOOKING HLDGS INCCOM09857L108641308SH DFND130800
BORGWARNER INCCOM0997241063316,595SH DFND16,59500
BOSTON BEER INCCL A1005571072891,527SH DFND11,52700
BOSTON PRIVATE FINL HLDGS INCOM10111910517111,345SH DFND111,34500
BOSTON PROPERTIES INCCOM1011211014933,999SH DFND13,99900
BOSTON SCIENTIFIC CORPCOM10113710783030,368SH DFND130,36800
BRANDYWINE RLTY TRSH BEN INT NEW10536820319412,194SH DFND112,19400
BRINKER INTL INCCOM10964110073420,337SH DFND120,33700
BRIXMOR PPTY GROUP INCCOM11120U10532621,405SH DFND121,40500
BROADRIDGE FINL SOLUTIONS INCOM11133T1037456,796SH DFND16,79600
BROOKDALE SR LIVING INCNOTE 2.750% 6/1112463AA215,47915,500,000PRN DFND11,550,00000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851042325,941SH DFND15,94100
BROWN FORMAN CORPCL B11563720971913,214SH DFND113,21400
BRUKER CORPCOM11679410858419,528SH DFND119,52800
BRUNSWICK CORPCOM1170431092263,798SH DFND13,79800
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010158415,625SH DFND115,62500
BUCKLE INCCOM11844010644520,112SH DFND120,11200
BUILDERS FIRSTSOURCE INCCOM12008R10782241,419SH DFND141,41900
CDK GLOBAL INCCOM12508E10170111,075SH DFND111,07500
CDW CORPCOM12514G1081,37319,526SH DFND119,52600
CF INDS HLDGS INCCOM1252691002727,207SH DFND17,20700
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,40114,950SH DFND114,95000
CMS ENERGY CORPCOM12589610069615,362SH DFND115,36200
CNA FINL CORPCOM1261171004378,849SH DFND18,84900
CSG SYS INTL INCCOM1263491092124,683SH DFND14,68300
CSRA INCCOM12650T10426,702647,628SH DFND1647,62800
CVB FINL CORPCOM12660010534715,334SH DFND115,33400
CVR ENERGY INCCOM12662P1082096,909SH DFND16,90900
CVR REFNG LPCOMUNIT REP LT12663P10723517,993SH DFND117,99300
CVS HEALTH CORPCOM1266501001,66626,779SH DFND126,77900
CYS INVTS INCCOM12673A10810816,015SH DFND116,01500
C&J ENERGY SVCS INC NEWCOM12674R1002057,942SH DFND17,94200
CABOT OIL & GAS CORPCOM12709710359324,726SH DFND124,72600
CACI INTL INCCL A1271903043762,483SH DFND12,48300
CALAMP CORPCOM1281261092259,815SH DFND19,81500
CAMDEN PPTY TRSH BEN INT1331311024004,747SH DFND14,74700
CAMPBELL SOUP COCOM13442910997922,606SH DFND122,60600
CANADA GOOSE HOLDINGS INCSHS SUB VTG13508610645213,538SH DFND113,53800
CDN IMPERIAL BK COMM TORONTOCOM1360691015426,137SH DFND16,13700
CANADIAN NATL RY COCOM13637510276410,448SH DFND110,44800
CANTEL MEDICAL CORPCOM1380981088417,545SH DFND17,54500
CARBONITE INCCOM1413371052016,967SH DFND16,96700
CARDINAL HEALTH INCCOM14149Y1081,08817,358SH DFND117,35800
CARLYLE GROUP L PCOM UTS LTD PTN14309L10238518,016SH DFND118,01600
CARMAX INCCOM1431301022684,323SH DFND14,32300
CARTER INCCOM1462291094954,752SH DFND14,75200
CATERPILLAR INC DELCOM1491231013592,433SH DFND12,43300
CATHAY GEN BANCORPCOM14915010452113,039SH DFND113,03900
CEDAR FAIR L PDEPOSITRY UNIT1501851062053,206SH DFND13,20600
CELANESE CORP DELCOM SER A1508701035615,599SH DFND15,59900
CELESTICA INCSUB VTG SHS15101Q10816415,837SH DFND115,83700
CENTENE CORP DELCOM15135B1015465,113SH DFND15,11300
CENTERPOINT ENERGY INCCOM15189T1071,33648,776SH DFND148,77600
CENTURY ALUM COCOM15643110835621,506SH DFND121,50600
CERNER CORPCOM1567821044227,271SH DFND17,27100
CHARLES RIV LABS INTL INCCOM1598641071,09310,239SH DFND110,23900
CHEESECAKE FACTORY INCCOM1630721013898,057SH DFND18,05700
CHEMOURS COCOM1638511083036,211SH DFND16,21100
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1012649,077SH DFND19,07700
CHICOS FAS INCCOM16861510244048,721SH DFND148,72100
CHIMERA INVT CORPCOM NEW16934Q20883347,830SH DFND147,83000
CHIPOTLE MEXICAN GRILL INCCOM169656105206639SH DFND163900
CHOICE HOTELS INTL INCCOM1699051063344,164SH DFND14,16400
CINCINNATI FINL CORPCOM1720621015166,948SH DFND16,94800
CINEMARK HOLDINGS INCCOM17243V1021,03027,334SH DFND127,33400
CIRRUS LOGIC INCCOM17275510092222,685SH DFND122,68500
CISCO SYS INCCOM17275R1022305,357SH DFND15,35700
CINTAS CORPCOM1729081055413,174SH DFND13,17400
CITIZENS FINL GROUP INCCOM1746101052536,018SH DFND16,01800
CITRIX SYS INCCOM1773761003063,301SH DFND13,30100
CLEAN HARBORS INCCOM18449610756111,488SH DFND111,48800
CLOROX CO DELCOM1890541091,1118,344SH DFND18,34400
COEUR MNG INCCOM NEW19210850472590,641SH DFND190,64100
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3023177,296SH DFND17,29600
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461025366,659SH DFND16,65900
COHEN & STEERS INCCOM19247A1002275,581SH DFND15,58100
COLONY NORTHSTAR INCCL A COM19625W104585104,106SH DFND1104,10600
COLUMBIA SPORTSWEAR COCOM1985161062363,091SH DFND13,09100
COMFORT SYS USA INCCOM1999081042786,740SH DFND16,74000
COMMERCIAL METALS COCOM20172310347423,188SH DFND123,18800
COMMSCOPE HLDG CO INCCOM20337X1091,05226,321SH DFND126,32100
COMMUNITY BK SYS INCCOM2036071062725,084SH DFND15,08400
COMPASS MINERALS INTL INCCOM20451N1013365,570SH DFND15,57000
CONMED CORPCOM2074101013535,572SH DFND15,57200
CONOCOPHILLIPSCOM20825C10462410,532SH DFND110,53200
CONTROL4 CORPCOM21240D10733115,392SH DFND115,39200
CONVERGYS CORPCOM21248510655824,672SH DFND124,67200
COOPER STD HLDGS INCCOM21676P1032752,242SH DFND12,24200
CORELOGIC INCCOM21871D10347210,434SH DFND110,43400
CORNERSTONE ONDEMAND INCCOM21925Y10352113,316SH DFND113,31600
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10853520,717SH DFND120,71700
COSTCO WHSL CORP NEWCOM22160K1054462,366SH DFND12,36600
COSTAR GROUP INCCOM22160N1094051,117SH DFND11,11700
COVANTA HLDG CORPCOM22282E10253236,689SH DFND136,68900
COVENANT TRANSN GROUP INCCL A22284P1052779,298SH DFND19,29800
CRACKER BARREL OLD CTRY STORCOM22410J1069225,794SH DFND15,79400
CRANE COCOM2243991054424,761SH DFND14,76100
CROSS CTRY HEALTHCARE INCCOM22748310411710,576SH DFND110,57600
CROWN HOLDINGS INCCOM2283681065019,868SH DFND19,86800
CUBESMARTCOM22966310933511,891SH DFND111,89100
CULLEN FROST BANKERS INCCOM2298991095845,509SH DFND15,50900
CUMMINS INCCOM2310211061,4849,157SH DFND19,15700
CURTISS WRIGHT CORPCOM2315611013912,896SH DFND12,89600
CUTERA INCCOM2321091083296,540SH DFND16,54000
CYPRESS SEMICONDUCTOR CORPCOM23280610957934,135SH DFND134,13500
DCP MIDSTREAM LPCOM UT LTD PTN23311P10044012,538SH DFND112,53800
DST SYS INC DELCOM2333261078,365100,000SH DFND1100,00000
DTE ENERGY COCOM2333311071,22611,746SH DFND111,74600
DXC TECHNOLOGY COCOM23355L1065065,031SH DFND15,03100
DANAHER CORP DELCOM2358511029659,852SH DFND19,85200
DARDEN RESTAURANTS INCCOM2371941053013,532SH DFND13,53200
DEAN FOODS CO NEWCOM NEW24237020347855,467SH DFND155,46700
DELTA AIR LINES INC DELCOM NEW2473617021,78832,627SH DFND132,62700
DENNYS CORPCOM24869P10415710,185SH DFND110,18500
DENTSPLY SIRONA INCCOM24906P1093857,654SH DFND17,65400
DIAMONDROCK HOSPITALITY COCOM25278430151148,946SH DFND148,94600
DINE BRANDS GLOBAL INCCOM2544231064476,819SH DFND16,81900
DIODES INCCOM2545431012498,185SH DFND18,18500
DIPLOMAT PHARMACY INCCOM25456K10172736,077SH DFND136,07700
DISNEY WALT COCOM DISNEY2546871066796,756SH DFND16,75600
DISCOVER FINL SVCSCOM2547091081,08215,044SH DFND115,04400
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30252626,970SH DFND126,97000
DONALDSON INCCOM2576511092996,646SH DFND16,64600
DOUGLAS EMMETT INCCOM25960P1092787,550SH DFND17,55000
DOVER CORPCOM2600031081,36413,890SH DFND113,89000
DR PEPPER SNAPPLE GROUP INCCOM26138E10930,187255,000SH DFND1255,00000
DUNKIN BRANDS GROUP INCCOM26550410084414,132SH DFND114,13200
EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1005108,648SH DFND18,64800
EASTGROUP PPTY INCCOM2772761014725,708SH DFND15,70800
EASTMAN CHEM COCOM2774321008137,705SH DFND17,70500
EBAY INCCOM2786421032746,820SH DFND16,82000
EBIX INCCOM NEW2787152064496,027SH DFND16,02700
ECHO GLOBAL LOGISTICS INCCOM27875T10131411,361SH DFND111,36100
EDISON INTLCOM28102010796715,196SH DFND115,19600
EL PASO ELEC COCOM NEW2836778544989,771SH DFND19,77100
ELECTRONIC ARTS INCCOM2855121094703,877SH DFND13,87700
EMCOR GROUP INCCOM29084Q1006117,836SH DFND17,83600
EMERSON ELEC COCOM2910111041,03215,112SH DFND115,11200
EMERGE ENERGY SVCS LPCOM REP PARTN29102H1086210,038SH DFND110,03800
EMPLOYERS HOLDINGS INCCOM2922181042776,838SH DFND16,83800
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN29248010014510,536SH DFND110,53600
ENCANA CORPCOM29250510423721,530SH DFND121,53000
ENBRIDGE INCCOM29250N1051,44145,795SH DFND145,79500
ENBRIDGE ENERGY PARTNERS L PCOM29250R10616216,788SH DFND116,78800
ENCOMPASS HEALTH CORPCOM29261A1002474,327SH DFND14,32700
ENDURANCE INTL GROUP HLDGS ICOM29272B10512917,491SH DFND117,49100
ENERSYSCOM29275Y1024346,254SH DFND16,25400
ENERPLUS CORPCOM29276610219016,864SH DFND116,86400
ENERGY TRANSFER PARTNERS LPUNIT LTD PRT INT29278N10346628,716SH DFND128,71600
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T10018412,551SH DFND112,55100
ENOVA INTL INCCOM29357K10325211,437SH DFND111,43700
ENSIGN GROUP INCCOM29358P1012368,967SH DFND18,96700
ENTERGY CORP NEWCOM29364G1034515,726SH DFND15,72600
ENTERPRISE PRODS PARTNERS LCOM29379210780532,896SH DFND132,89600
ENTRAVISION COMMUNICATIONS CCL A29382R10712226,022SH DFND126,02200
ENVESTNET INCCOM29404K1065169,005SH DFND19,00500
EQUITY LIFESTYLE PPTYS INCCOM29472R1082052,330SH DFND12,33000
ETSY INCCOM29786A10646616,620SH DFND116,62000
EVERCORE INCCLASS A29977A1051,27814,659SH DFND114,65900
EVOQUA WATER TECHNOLOGIES COCOM30057T10530314,235SH DFND114,23500
EXELON CORPCOM30161N10168717,603SH DFND117,60300
EXPRESS SCRIPTS HLDG COCOM30219G1085,52680,000SH DFND180,00000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20069335,063SH DFND135,06300
EZCORP INCCL A NON VTG30230110614410,915SH DFND110,91500
EXXON MOBIL CORPCOM30231G10293212,496SH DFND112,49600
FS INVT CORPCOM30263510718926,020SH DFND126,02000
FTI CONSULTING INCCOM3029411094008,262SH DFND18,26200
FACEBOOK INCCL A30303M1025803,629SH DFND13,62900
FACTSET RESH SYS INCCOM3030751056353,185SH DFND13,18500
FAIR ISAAC CORPCOM3032501046023,556SH DFND13,55600
FERRO CORPCOM31540510029412,662SH DFND112,66200
F5 NETWORKS INCCOM3156161029306,433SH DFND16,43300
FIDELITY NATL INFORMATION SVCOM31620M1067137,408SH DFND17,40800
FIFTH THIRD BANCORPCOM31677310073223,065SH DFND123,06500
FINISH LINE INCCL A3179231004,513333,341SH DFND1333,34100
FIRST AMERN FINL CORPCOM31847R10266311,298SH DFND111,29800
FIRST COMWLTH FINL CORP PACOM31982910723016,248SH DFND116,24800
FIRST FINL BANCORP OHCOM32020910934411,724SH DFND111,72400
FIRST HORIZON NATL CORPCOM32051710523412,405SH DFND112,40500
FIRST INDUSTRIAL REALTY TRUSCOM32054K10359920,484SH DFND120,48400
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2012335,896SH DFND15,89600
FISERV INCCOM33773810887112,215SH DFND112,21500
FIRSTENERGY CORPCOM33793210768220,052SH DFND120,05200
FIVE9 INCCOM3383071012277,610SH DFND17,61000
FLOWERS FOODS INCCOM34349810184538,667SH DFND138,66700
FLOWSERVE CORPCOM34354P10589220,591SH DFND120,59100
FORD MTR CO DELCOM PAR $0.013453708601,10399,564SH DFND199,56400
FOREST CITY RLTY TR INCCOM CL A34560510943821,599SH DFND121,59900
FORMFACTOR INCCOM34637510855840,847SH DFND140,84700
FORTIS INCCOM3495531072657,860SH DFND17,86000
FORTINET INCCOM34959E10991617,104SH DFND117,10400
FORTERRA INCCOM34960W10611413,710SH DFND113,71000
FORTUNE BRANDS HOME & SEC INCOM34964C10664210,903SH DFND110,90300
FULLER H B COCOM3596941063827,676SH DFND17,67600
FULTON FINL CORP PACOM36027110063735,896SH DFND135,89600
GTT COMMUNICATIONS INCCOM3623931003596,327SH DFND16,32700
GMS INCCOM36251C10348515,874SH DFND115,87400
GALLAGHER ARTHUR J & COCOM3635761095477,963SH DFND17,96300
GANNETT CO INCCOM36473H10444444,483SH DFND144,48300
GENERAC HLDGS INCCOM36873610487819,124SH DFND119,12400
GENERAL DYNAMICS CORPCOM3695501082,2029,968SH DFND19,96800
GENERAL MLS INCCOM3703341041,06223,564SH DFND123,56400
GENERAL MTRS COCOM37045V1003339,157SH DFND19,15700
GENTEX CORPCOM37190110999643,250SH DFND143,25000
GENESIS ENERGY L PUNIT LTD PARTN37192710435017,749SH DFND117,74900
GENUINE PARTS COCOM3724601051,23013,688SH DFND113,68800
GILDAN ACTIVEWEAR INCCOM37591610339013,507SH DFND113,50700
GLACIER BANCORP INC NEWCOM37637Q10554214,127SH DFND114,12700
GLAUKOS CORPCOM37732210231210,114SH DFND110,11400
GODADDY INCCL A38023710761610,026SH DFND110,02600
GOLUB CAP BDC INCCOM38173M10219510,900SH DFND110,90000
GOODYEAR TIRE & RUBR COCOM38255010144916,884SH DFND116,88400
GOPRO INCCL A38268T10329661,763SH DFND161,76300
GRACO INCCOM3841091041,02322,369SH DFND122,36900
GRAINGER W W INCCOM3848021041,1193,964SH DFND13,96400
GRAND CANYON ED INCCOM38526M1065134,885SH DFND14,88500
GRAPHIC PACKAGING HLDG COCOM38868910125716,729SH DFND116,72900
GREIF INCCL A3976241072194,192SH DFND14,19200
GROUPE CGI INCCL A SUB VTG39945C1095088,816SH DFND18,81600
GROUPON INCCOM399473107556128,111SH DFND1128,11100
H & E EQUIPMENT SERVICES INCCOM4040301083017,821SH DFND17,82100
HD SUPPLY HLDGS INCCOM40416M10542811,294SH DFND111,29400
HFF INCCL A40418F1082665,360SH DFND15,36000
HNI CORPCOM4042511002256,222SH DFND16,22200
HMS HLDGS CORPCOM40425J10124314,422SH DFND114,42200
HP INCCOM40434L1051,12551,323SH DFND151,32300
HAEMONETICS CORPCOM4050241003244,422SH DFND14,42200
HALLIBURTON COCOM40621610164213,687SH DFND113,68700
HALYARD HEALTH INCCOM40650V10095520,717SH DFND120,71700
HANMI FINL CORPCOM NEW4104952042327,554SH DFND17,55400
HANOVER INS GROUP INCCOM4108671059848,345SH DFND18,34500
HARRIS CORP DELCOM4138751051,0856,729SH DFND16,72900
HARSCO CORPCOM4158641072049,891SH DFND19,89100
HARTFORD FINL SVCS GROUP INCCOM4165151042685,201SH DFND15,20100
HASBRO INCCOM4180561077288,635SH DFND18,63500
HAWAIIAN HOLDINGS INCCOM41987910145011,626SH DFND111,62600
HEALTHCARE SVCS GRP INCCOM42190610887220,052SH DFND120,05200
HEALTHCARE TR AMER INCCL A NEW42225P5012399,042SH DFND19,04200
HELMERICH & PAYNE INCCOM42345210186813,036SH DFND113,03600
HENRY JACK & ASSOC INCCOM4262811018346,895SH DFND16,89500
HERC HLDGS INCCOM42704L1044076,263SH DFND16,26300
HERSHA HOSPITALITY TRPR SHS BEN INT42782550018510,322SH DFND110,32200
HERSHEY COCOM4278661081,25412,673SH DFND112,67300
HIGHWOODS PPTYS INCCOM4312841084259,694SH DFND19,69400
HILL ROM HLDGS INCCOM4314751021,29214,847SH DFND114,84700
HILLENBRAND INCCOM43157110846910,209SH DFND110,20900
HILLTOP HOLDINGS INCCOM43274810125810,995SH DFND110,99500
HILTON GRAND VACATIONS INCCOM43283X10573217,007SH DFND117,00700
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631072047,385SH DFND17,38500
HOLOGIC INCCOM43644010184022,483SH DFND122,48300
HOME DEPOT INCCOM4370761028584,815SH DFND14,81500
HORMEL FOODS CORPCOM44045210078622,913SH DFND122,91300
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10242616,825SH DFND116,82500
HOULIHAN LOKEY INCCL A44159310062313,974SH DFND113,97400
HUB GROUP INCCL A4433201064169,942SH DFND19,94200
HUBBELL INCCOM4435106071,99016,343SH DFND116,34300
HUNT J B TRANS SVCS INCCOM4456581071,63513,959SH DFND113,95900
HUNTINGTON BANCSHARES INCCOM4461501041,804119,461SH DFND1119,46100
HUNTINGTON INGALLS INDS INCCOM4464131061,9547,580SH DFND17,58000
HUNTSMAN CORPCOM4470111071,02635,082SH DFND135,08200
IAC INTERACTIVECORPCOM44919P5086834,367SH DFND14,36700
ICF INTL INCCOM44925C1032804,790SH DFND14,79000
ICU MED INCCOM44930G1071,0934,331SH DFND14,33100
ISTAR INCCOM45031U10112712,510SH DFND112,51000
IAMGOLD CORPCOM45091310810820,820SH DFND120,82000
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012614,569SH DFND14,56900
ILLINOIS TOOL WKS INCCOM4523081091,1887,584SH DFND17,58400
IMPERVA INCCOM45321L1004149,570SH DFND19,57000
INDEPENDENCE RLTY TR INCCOM45378A10620221,955SH DFND121,95500
INSPERITY INCCOM45778Q1075497,896SH DFND17,89600
INOGEN INCCOM45780L1042602,116SH DFND12,11600
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520870812,790SH DFND112,79000
INTEGRATED DEVICE TECHNOLOGYCOM45811810650216,435SH DFND116,43500
INTEGER HLDGS CORPCOM45826H1094147,315SH DFND17,31500
INTERNATIONAL BUSINESS MACHSCOM4592001012271,481SH DFND11,48100
INTL PAPER COCOM46014610354410,183SH DFND110,18300
INTERPUBLIC GROUP COS INCCOM4606901001,26554,926SH DFND154,92600
INTUITCOM4612021035072,924SH DFND12,92400
INVESCO MORTGAGE CAPITAL INCCOM46131B10067541,192SH DFND141,19200
IQVIA HLDGS INCCOM46266C1054104,181SH DFND14,18100
IRON MTN INC NEWCOM46284V10149314,988SH DFND114,98800
ITRON INCCOM4657411064846,758SH DFND16,75800
J JILL INCCOM46620W1028820,001SH DFND120,00100
JACK IN THE BOX INCCOM4663671093113,645SH DFND13,64500
JELD-WEN HLDG INCCOM47580P10341213,439SH DFND113,43900
JOHN BEAN TECHNOLOGIES CORPCOM4778391044213,710SH DFND13,71000
JONES LANG LASALLE INCCOM48020Q1073181,822SH DFND11,82200
J2 GLOBAL INCCOM48123V1026418,128SH DFND18,12800
JUNIPER NETWORKS INCCOM48203R10429312,032SH DFND112,03200
KAR AUCTION SVCS INCCOM48238T1091,22822,663SH DFND122,66300
KBR INCCOM48242W10618111,204SH DFND111,20400
KAISER ALUMINUM CORPCOM PAR $0.014830077042092,072SH DFND12,07200
KAMAN CORPCOM4835481033956,357SH DFND16,35700
KB HOMECOM48666K1092468,663SH DFND18,66300
KEANE GROUP INCCOM48669A10824216,337SH DFND116,33700
KELLOGG COCOM4878361081,21218,639SH DFND118,63900
KEMET CORPCOM NEW48836020735619,658SH DFND119,65800
KEMPER CORP DELCOM4884011002273,984SH DFND13,98400
KENNAMETAL INCCOM4891701002205,488SH DFND15,48800
KEYCORP NEWCOM4932671081,23263,019SH DFND163,01900
KFORCE INCCOM4937321012067,607SH DFND17,60700
KIMBERLY CLARK CORPCOM4943681031,54514,030SH DFND114,03000
KIRBY CORPCOM4972661064976,455SH DFND16,45500
KNOWLES CORPCOM49926D10921316,947SH DFND116,94700
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031,15830,216SH DFND130,21600
KRONOS WORLDWIDE INCCOM50105F10526911,903SH DFND111,90300
LHC GROUP INCCOM50187A1074427,187SH DFND17,18700
LGI HOMES INCCOM50187T1065087,196SH DFND17,19600
LPL FINL HLDGS INCCOM50212V1001,32221,644SH DFND121,64400
LSC COMMUNICATIONS INCCOM50218P10726014,907SH DFND114,90700
L3 TECHNOLOGIES INCCOM5024131071,7068,203SH DFND18,20300
LA Z BOY INCCOM50533610733511,173SH DFND111,17300
LAMAR ADVERTISING CO NEWCL A5128161094426,945SH DFND16,94500
LANDSTAR SYS INCCOM5150981017156,521SH DFND16,52100
LANTHEUS HLDGS INCCOM51654410332420,384SH DFND120,38400
LAREDO PETROLEUM INCCOM51680610637843,395SH DFND143,39500
LAS VEGAS SANDS CORPCOM5178341071,30118,096SH DFND118,09600
LEAR CORPCOM NEW5218652041,2056,473SH DFND16,47300
LEGGETT & PLATT INCCOM52466010758913,279SH DFND113,27900
LEGG MASON INCCOM52490110564615,893SH DFND115,89300
LEIDOS HLDGS INCCOM5253271023875,921SH DFND15,92100
LENNOX INTL INCCOM5261071071,0435,105SH DFND15,10500
LINCOLN ELEC HLDGS INCCOM5339001061,24113,791SH DFND113,79100
LITTELFUSE INCCOM5370081045812,789SH DFND12,78900
LOCKHEED MARTIN CORPCOM5398301091,1523,408SH DFND13,40800
LOGMEIN INCCOM54142L1093593,111SH DFND13,11100
LULULEMON ATHLETICA INCCOM5500211092572,881SH DFND12,88100
M & T BK CORPCOM55261F1044612,499SH DFND12,49900
MB FINANCIAL INC NEWCOM55264U10857514,208SH DFND114,20800
M D C HLDGS INCCOM55267610831011,109SH DFND111,10900
MGM RESORTS INTERNATIONALCOM5529531012938,377SH DFND18,37700
MGP INGREDIENTS INC NEWCOM55303J1062252,516SH DFND12,51600
MKS INSTRUMENT INCCOM55306N1045714,938SH DFND14,93800
MPLX LPCOM UNIT REP LTD55336V1002397,235SH DFND17,23500
MSC INDL DIRECT INCCL A5535301061,10812,087SH DFND112,08700
MACK CALI RLTY CORPCOM55448910427216,275SH DFND116,27500
MACYS INCCOM55616P10465822,136SH DFND122,13600
MADDEN STEVEN LTDCOM5562691083147,155SH DFND17,15500
MAGELLAN HEALTH INCCOM NEW5590792077006,535SH DFND16,53500
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010666711,435SH DFND111,43500
MAGNA INTL INCCOM55922240196517,132SH DFND117,13200
MANHATTAN ASSOCS INCCOM56275010982619,730SH DFND119,73000
MANITOWOC CO INCCOM NEW56357140545315,931SH DFND115,93100
MANPOWERGROUP INCCOM56418H1001,35711,788SH DFND111,78800
MANULIFE FINL CORPCOM56501R10676341,083SH DFND141,08300
MARATHON PETE CORPCOM56585A1023454,718SH DFND14,71800
MARCUS & MILLICHAP INCCOM5663241092115,860SH DFND15,86000
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1076825,120SH DFND15,12000
MARSH & MCLENNAN COS INCCOM5717481027148,650SH DFND18,65000
MARRIOTT INTL INC NEWCL A5719032029136,715SH DFND16,71500
MASONITE INTL CORP NEWCOM5753851095789,419SH DFND19,41900
MASTEC INCCOM5763231091,25826,734SH DFND126,73400
MASTERCARD INCORPORATEDCL A57636Q1046963,975SH DFND13,97500
MATCH GROUP INCCOM57665R1063848,649SH DFND18,64900
MATERION CORPCOM5766901012324,549SH DFND14,54900
MATSON INCCOM57686G1052849,908SH DFND19,90800
MATTHEWS INTL CORPCL A5771281012504,944SH DFND14,94400
MAXIM INTEGRATED PRODS INCCOM57772K10163910,609SH DFND110,60900
MCDERMOTT INTL INCCOM58003710923839,153SH DFND139,15300
MCDONALDS CORPCOM5801351018085,165SH DFND15,16500
MCKESSON CORPCOM58155Q1031,0807,667SH DFND17,66700
MEDIFAST INCCOM58470H1013063,271SH DFND13,27100
MEDPACE HLDGS INCCOM58506Q10937710,800SH DFND110,80000
MERCADOLIBRE INCCOM58733R1024851,362SH DFND11,36200
MERCURY GENL CORP NEWCOM58940010063413,815SH DFND113,81500
MERIDIAN BIOSCIENCE INCCOM58958410117812,529SH DFND112,52900
MERIT MED SYS INCCOM5898891043888,557SH DFND18,55700
MERITAGE HOMES CORPCOM59001A1024209,286SH DFND19,28600
MERITOR INCCOM59001K10095946,642SH DFND146,64200
METTLER TOLEDO INTERNATIONALCOM5926881051,3532,353SH DFND12,35300
MICHAELS COS INCCOM59408Q10627614,011SH DFND114,01100
MICROSOFT CORPCOM5949181042272,491SH DFND12,49100
MICROSEMI CORPCOM5951371005,70588,154SH DFND188,15400
MID AMER APT CMNTYS INCCOM59522J1034985,461SH DFND15,46100
MIDDLEBY CORPCOM5962781013012,428SH DFND12,42800
MILACRON HLDGS CORPCOM59870L10638819,256SH DFND119,25600
MILLER HERMAN INCCOM60054410059618,651SH DFND118,65100
MOELIS & COCL A60786M10581015,934SH DFND115,93400
MORGAN STANLEYCOM NEW61744644886816,082SH DFND116,08200
MOSAIC CO NEWCOM61945C1032078,509SH DFND18,50900
MOTOROLA SOLUTIONS INCCOM NEW6200763076896,543SH DFND16,54300
MUELLER INDS INCCOM62475610229211,169SH DFND111,16900
MULESOFT INCCL A62520710510,115230,000SH DFND1230,00000
MURPHY USA INCCOM6267551024165,719SH DFND15,71900
NCI BUILDING SYS INCCOM NEW62885220445325,618SH DFND125,61800
NCR CORP NEWCOM62886E10855017,453SH DFND117,45300
NIC INCCOM62914B10025719,338SH DFND119,33800
NASDAQ INCCOM6311031086787,863SH DFND17,86300
NATIONAL BEVERAGE CORPCOM6350171063003,371SH DFND13,37100
NATIONAL HEALTH INVS INCCOM63633D1043024,482SH DFND14,48200
NATIONAL INSTRS CORPCOM63651810262512,353SH DFND112,35300
NATUS MEDICAL INC DELCOM63905010339011,581SH DFND111,58100
NAVIGANT CONSULTING INCCOM63935N10719910,322SH DFND110,32200
NAVIENT CORPORATIONCOM63938C10843433,065SH DFND133,06500
NETAPP INCCOM64110D1045729,265SH DFND19,26500
NETGEAR INCCOM64111Q10460110,513SH DFND110,51300
NETSCOUT SYS INCCOM64115T10430211,475SH DFND111,47500
NEW JERSEY RESCOM64602510658314,547SH DFND114,54700
NEW MEDIA INVT GROUP INCCOM64704V10620812,153SH DFND112,15300
NEW RESIDENTIAL INVT CORPCOM NEW64828T20144527,040SH DFND127,04000
NEW SR INVT GROUP INCCOM64869110313316,232SH DFND116,23200
NEW YORK MTG TR INCCOM PAR $.02649604501604101,861SH DFND1101,86100
NEWMONT MINING CORPCOM6516391061,15029,447SH DFND129,44700
NEWPARK RES INCCOM PAR $.01NEW65171850418422,678SH DFND122,67800
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1062125,307SH DFND15,30700
NIKE INCCL B6541061031,02515,420SH DFND115,42000
NORDSON CORPCOM6556631024823,537SH DFND13,53700
NORTHROP GRUMMAN CORPCOM6668071021,5644,480SH DFND14,48000
NORTHWEST BANCSHARES INC MDCOM66734010336922,288SH DFND122,28800
NOVANTA INCCOM67000B1043336,385SH DFND16,38500
NU SKIN ENTERPRISES INCCL A67018T1053274,442SH DFND14,44200
NVIDIA CORPCOM67066G1044982,150SH DFND12,15000
NUTRI SYS INC NEWCOM67069D1081,03438,365SH DFND138,36500
NUVASIVE INCCOM67070410595618,302SH DFND118,30200
O REILLY AUTOMOTIVE INC NEWCOM67103H1077863,179SH DFND13,17900
OAKTREE SPECIALTY LENDING COCOM67401P1084510,596SH DFND110,59600
OLD REP INTL CORPCOM6802231041,55672,518SH DFND172,51800
OMNICELL INCCOM68213N1093127,197SH DFND17,19700
ONEOK INC NEWCOM6826801033636,377SH DFND16,37700
OPEN TEXT CORPCOM68371510643712,548SH DFND112,54800
ORBITAL ATK INCCOM68557N10337,452282,424SH DFND1282,42400
OSHKOSH CORPCOM6882392012312,987SH DFND12,98700
OUTFRONT MEDIA INCCOM69007J10628415,152SH DFND115,15200
OWENS & MINOR INC NEWCOM69073210248731,289SH DFND131,28900
OWENS ILL INCCOM NEW69076840351123,588SH DFND123,58800
PBF ENERGY INCCL A69318G10669020,360SH DFND120,36000
PNC FINL SVCS GROUP INCCOM6934751051,0947,235SH DFND17,23500
PNM RES INCCOM69349H1072837,406SH DFND17,40600
PPG INDS INCCOM6935061076115,471SH DFND15,47100
PRA HEALTH SCIENCES INCCOM69354M1081,26815,279SH DFND115,27900
PTC INCCOM69370C1006968,928SH DFND18,92800
PACCAR INCCOM69371810875411,401SH DFND111,40100
PACWEST BANCORP DELCOM6952631033837,740SH DFND17,74000
PAN AMERICAN SILVER CORPCOM69790010873645,570SH DFND145,57000
PARAMOUNT GROUP INCCOM69924R10821014,720SH DFND114,72000
PARK HOTELS RESORTS INCCOM70051710551218,962SH DFND118,96200
PARKER HANNIFIN CORPCOM7010941041,4518,486SH DFND18,48600
PARTY CITY HOLDCO INCCOM70214910523414,975SH DFND114,97500
PATRICK INDS INCCOM7033431034907,930SH DFND17,93000
PAYCHEX INCCOM7043261072323,761SH DFND13,76100
PAYLOCITY HLDG CORPCOM70438V1062124,146SH DFND14,14600
PEGASYSTEMS INCCOM70557310396015,827SH DFND115,82700
PENN NATL GAMING INCCOM70756910933812,859SH DFND112,85900
PENNYMAC MTG INVT TRCOM70931T10338621,395SH DFND121,39500
PENSKE AUTOMOTIVE GRP INCCOM70959W10348010,831SH DFND110,83100
PEOPLES UNITED FINANCIAL INCCOM71270410558631,401SH DFND131,40100
PEPSICO INCCOM7134481088227,531SH DFND17,53100
PERFORMANCE FOOD GROUP COCOM71377A10356718,994SH DFND118,99400
PHILLIPS 66COM7185461043733,891SH DFND13,89100
PIEDMONT OFFICE REALTY TR INCOM CL A72019020664536,653SH DFND136,65300
PILGRIMS PRIDE CORP NEWCOM72147K10836314,754SH DFND114,75400
PIONEER NAT RES COCOM7237871075313,089SH DFND13,08900
PITNEY BOWES INCCOM72447910041237,812SH DFND137,81200
PLANET FITNESS INCCL A72703H1012727,191SH DFND17,19100
PLANTRONICS INC NEWCOM7274931083285,441SH DFND15,44100
PLEXUS CORPCOM7291321002203,689SH DFND13,68900
POLYONE CORPCOM73179P10652812,429SH DFND112,42900
POOL CORPORATIONCOM73278L1051,0277,026SH DFND17,02600
PORTLAND GEN ELEC COCOM NEW73650884741410,217SH DFND110,21700
POTLATCHDELTIC CORPORATIONCOM7376301033616,929SH DFND16,92900
POWER INTEGRATIONS INCCOM7392761033855,636SH DFND15,63600
POWERSHARES QQQ TRUSTUNIT SER 173935A10492,932580,354SH DFND1580,35400
PRAXAIR INCCOM74005P1041,1047,653SH DFND17,65300
PRIMORIS SVCS CORPCOM74164F10335914,367SH DFND114,36700
PRIMERICA INCCOM74164M1084564,723SH DFND14,72300
PRINCIPAL FINL GROUP INCCOM74251V10262210,213SH DFND110,21300
PROASSURANCE CORPCOM74267C1062084,275SH DFND14,27500
PROGRESS SOFTWARE CORPCOM74331210042110,960SH DFND110,96000
PROPETRO HLDG CORPCOM74347M10818911,893SH DFND111,89300
PROSPECT CAPITAL CORPORATIONCOM74348T10233551,190SH DFND151,19000
PROVIDENCE SVC CORPCOM7438151022042,948SH DFND12,94800
PRUDENTIAL FINL INCCOM7443201025975,762SH DFND15,76200
PULTE GROUP INCCOM7458671011,08936,935SH DFND136,93500
QUAD / GRAPHICS INCCOM CL A74730110939615,612SH DFND115,61200
QORVO INCCOM74736K1016028,548SH DFND18,54800
Q2 HLDGS INCCOM74736L1094419,687SH DFND19,68700
QUALITY SYS INCCOM74758210415411,270SH DFND111,27000
QUALYS INCCOM74758T3032653,644SH DFND13,64400
QUEST DIAGNOSTICS INCCOM74834L1002712,701SH DFND12,70100
QUINSTREET INCCOM74874Q10033526,211SH DFND126,21100
QUORUM HEALTH CORPCOM74909E10610312,593SH DFND112,59300
QUOTIENT TECHNOLOGY INCCOM74911910328121,457SH DFND121,45700
RPC INCCOM74966010657431,846SH DFND131,84600
RHCOM74967X1032052,156SH DFND12,15600
RPM INTL INCCOM7496851031,23525,906SH DFND125,90600
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220224419,755SH DFND119,75500
RAYONIER INCCOM7549071032356,683SH DFND16,68300
RAYONIER ADVANCED MATLS INCCOM75508B10444420,694SH DFND120,69400
RAYTHEON COCOM NEW7551115071,5267,073SH DFND17,07300
RED HAT INCCOM7565771026584,401SH DFND14,40100
REDWOOD TR INCCOM75807540224015,501SH DFND115,50100
REDWOOD TR INCNOTE 4.625% 4/1758075AB12,2252,226,000PRN DFND12,226,00000
REGAL BELOIT CORPCOM7587501033815,189SH DFND15,18900
REGIONS FINL CORP NEWCOM7591EP10096852,103SH DFND152,10300
REINSURANCE GROUP AMER INCCOM NEW7593516041,0116,563SH DFND16,56300
RELIANCE STEEL & ALUMINUM COCOM7595091026227,249SH DFND17,24900
REPUBLIC SVCS INCCOM76075910073411,083SH DFND111,08300
RESMED INCCOM7611521075976,067SH DFND16,06700
RESTAURANT BRANDS INTL INCCOM76131D10378413,772SH DFND113,77200
RETAIL PPTYS AMER INCCL A76131V20245739,151SH DFND139,15100
ROBERT HALF INTL INCCOM7703231035198,971SH DFND18,97100
ROCKWELL AUTOMATION INCCOM7739031094092,348SH DFND12,34800
ROCKWELL COLLINS INCCOM77434110113,35099,000SH DFND199,00000
ROGERS CORPCOM7751331019397,852SH DFND17,85200
ROSS STORES INCCOM7782961035256,728SH DFND16,72800
ROYAL BK CDA MONTREAL QUECOM78008710283610,822SH DFND110,82200
ROYAL GOLD INCCOM7802871082272,646SH DFND12,64600
RUSH ENTERPRISES INCCL A78184620947411,160SH DFND111,16000
RUTHS HOSPITALITY GROUP INCCOM78333210927411,204SH DFND111,20400
RYDER SYS INCCOM7835491081,52620,958SH DFND120,95800
SPX CORPCOM7846351043099,513SH DFND19,51300
SPS COMM INCCOM78463M1072313,598SH DFND13,59800
SS&C TECHNOLOGIES HLDGS INCCOM78467J1004037,512SH DFND17,51200
SPX FLOW INCCOM78469X10755611,300SH DFND111,30000
SSR MNG INCCOM7847301039710,076SH DFND110,07600
SABRA HEALTH CARE REIT INCCOM78573L10633118,730SH DFND118,73000
SAILPOINT TECHNLGIES HLDGS ICOM78781P10528513,790SH DFND113,79000
SALESFORCE COM INCCOM79466L3023753,227SH DFND13,22700
SALLY BEAUTY HLDGS INCCOM79546E10447628,939SH DFND128,93900
SANDERSON FARMS INCCOM8000131042982,505SH DFND12,50500
SCHLUMBERGER LTDCOM8068571085107,874SH DFND17,87400
SCOTTS MIRACLE GRO COCL A8101861063884,519SH DFND14,51900
SELECT ENERGY SVCS INCCL A COM81617J30112710,084SH DFND110,08400
SELECT INCOME REITCOM SH BEN INT81618T10031616,218SH DFND116,21800
SELECT MED HLDGS CORPCOM81619Q10538122,115SH DFND122,11500
SERVICE CORP INTLCOM81756510440810,803SH DFND110,80300
SHERWIN WILLIAMS COCOM8243481061,0412,654SH DFND12,65400
SHOE CARNIVAL INCCOM8248891092018,436SH DFND18,43600
SHUTTERFLY INCCOM82568P3043304,059SH DFND14,05900
SHUTTERSTOCK INCCOM8256901004379,072SH DFND19,07200
SILICON LABORATORIES INCCOM8269191027308,115SH DFND18,11500
SILGAN HOLDINGS INCCOM82704810963422,781SH DFND122,78100
SINCLAIR BROADCAST GROUP INCCL A82922610936511,677SH DFND111,67700
SIRIUS XM HLDGS INCCOM82968B1039415,016SH DFND115,01600
SIX FLAGS ENTMT CORP NEWCOM83001A10268310,974SH DFND110,97400
SKYWORKS SOLUTIONS INCCOM83088M1028828,796SH DFND18,79600
SLEEP NUMBER CORPCOM83125X1032838,064SH DFND18,06400
SMUCKER J M COCOM NEW8326964052892,334SH DFND12,33400
SNAP ON INCCOM8330341011,75211,874SH DFND111,87400
SOHU COM INCCOM83408W10332110,388SH DFND110,38800
SOLAREDGE TECHNOLOGIES INCCOM83417M10455510,557SH DFND110,55700
SONIC CORPCOM83545110572228,597SH DFND128,59700
SOUTHERN COCOM8425871073668,197SH DFND18,19700
SOUTHERN COPPER CORPCOM84265V10579114,603SH DFND114,60300
SOUTHWEST AIRLS COCOM8447411084317,533SH DFND17,53300
SOUTHWEST GAS HOLDINGS INCCOM8448951023545,236SH DFND15,23600
SPARTANNASH COCOM84721510018010,443SH DFND110,44300
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741097579,043SH DFND19,04300
SPIRE INCCOM84857L1012022,798SH DFND12,79800
SPROUTS FMRS MKT INCCOM85208M10227111,537SH DFND111,53700
STAG INDL INCCOM85254J10238215,953SH DFND115,95300
STAMPS COM INCCOM NEW8528572007533,746SH DFND13,74600
STANLEY BLACK & DECKER INCCOM8545021017604,961SH DFND14,96100
STARBUCKS CORPCOM8552441091,21620,997SH DFND120,99700
STARWOOD PPTY TR INCCOM85571B10525312,086SH DFND112,08600
STEELCASE INCCL A85815520334925,635SH DFND125,63500
STEWART INFORMATION SVCS CORCOM86037210183719,060SH DFND119,06000
STMICROELECTRONICS N VNY REGISTRY86101210262528,054SH DFND128,05400
STONERIDGE INCCOM86183P10231411,361SH DFND111,36100
STRAYER ED INCCOM8632361053913,874SH DFND13,87400
STRYKER CORPCOM8636671011,2107,519SH DFND17,51900
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614210216711,860SH DFND111,86000
SUNCOKE ENERGY INCCOM86722A10323621,959SH DFND121,95900
SUNOCO LPCOM U REP LP86765K10938615,137SH DFND115,13700
SUNTRUST BKS INCCOM86791410386512,707SH DFND112,70700
SYMANTEC CORPCOM8715031081,02039,454SH DFND139,45400
SYNAPTICS INCCOM87157D10953111,615SH DFND111,61500
SYNOPSYS INCCOM8716071072943,535SH DFND13,53500
SYNOVUS FINL CORPCOM NEW87161C5011,04720,961SH DFND120,96100
SYNTEL INCCOM87162H10342916,786SH DFND116,78600
SYNNEX CORPCOM87162W1004393,709SH DFND13,70900
SYNCHRONY FINLCOM87165B10380824,088SH DFND124,08800
TCF FINL CORPCOM8722751021,16951,253SH DFND151,25300
TC PIPELINES LPUT COM LTD PRT87233Q10835810,309SH DFND110,30900
TJX COS INC NEWCOM8725401095777,077SH DFND17,07700
T MOBILE US INCCOM8725901042293,744SH DFND13,74400
TRI POINTE GROUP INCCOM87265H10945227,505SH DFND127,50500
TPG SPECIALTY LENDING INCCOM87265K10233818,909SH DFND118,90900
TPI COMPOSITES INCCOM87266J1042159,581SH DFND19,58100
TTM TECHNOLOGIES INCCOM87305R10930720,082SH DFND120,08200
TABULA RASA HEALTHCARE INCCOM8733791012446,283SH DFND16,28300
TACTILE SYS TECHNOLOGY INCCOM87357P1002598,144SH DFND18,14400
TALLGRASS ENERGY PARTNERS LPCOM UNIT8746971052215,838SH DFND15,83800
TANGER FACTORY OUTLET CTRS ICOM87546510653024,092SH DFND124,09200
TARGET CORPCOM87612E1061,14516,488SH DFND116,48800
TARGA RES CORPCOM87612G1013237,345SH DFND17,34500
TAUBMAN CTRS INCCOM8766641032764,844SH DFND14,84400
TEAM INCCOM87815510015211,049SH DFND111,04900
TEGNA INCCOM87901J10533629,456SH DFND129,45600
TELEDYNE TECHNOLOGIES INCCOM8793601056813,636SH DFND13,63600
TEMPUR SEALY INTL INCCOM88023U1012625,783SH DFND15,78300
TENET HEALTHCARE CORPCOM NEW88033G40734314,139SH DFND114,13900
TENNANT COCOM8803451032964,376SH DFND14,37600
TENNECO INCCOM88034910576914,022SH DFND114,02200
TETRA TECH INC NEWCOM88162G1033106,324SH DFND16,32400
TEXAS CAPITAL BANCSHARES INCCOM88224Q1073423,805SH DFND13,80500
TEXAS INSTRS INCCOM8825081041,40513,520SH DFND113,52000
THE TRADE DESK INCCOM CL A88339J1052775,581SH DFND15,58100
THERMO FISHER SCIENTIFIC INCCOM8835561025252,542SH DFND12,54200
3M COCOM88579Y1011,2915,879SH DFND15,87900
TIME WARNER INCCOM NEW88731730316,424173,654SH DFND1173,65400
TIMKEN COCOM88738910467014,683SH DFND114,68300
TIVITY HEALTH INCCOM88870R10245911,564SH DFND111,56400
TOLL BROTHERS INCCOM8894781032525,825SH DFND15,82500
TOPBUILD CORPCOM89055F1032102,750SH DFND12,75000
TORO COCOM89109210893614,982SH DFND114,98200
TORONTO DOMINION BK ONTCOM NEW8911605095669,952SH DFND19,95200
TOTAL SYS SVCS INCCOM8919061097168,300SH DFND18,30000
TRACTOR SUPPLY COCOM8923561063415,413SH DFND15,41300
TRANSCANADA CORPCOM89353D1072365,723SH DFND15,72300
TRAVELERS COMPANIES INCCOM89417E1095543,991SH DFND13,99100
TREX CO INCCOM89531P1052462,261SH DFND12,26100
TRINET GROUP INCCOM89628810775016,183SH DFND116,18300
TRUSTCO BK CORP N YCOM8983491059310,968SH DFND110,96800
TUPPERWARE BRANDS CORPCOM89989610457411,861SH DFND111,86100
TUTOR PERINI CORPCOM90110910848421,954SH DFND121,95400
TWENTY FIRST CENTY FOX INCCL A90130A10131,370855,000SH DFND1855,00000
TWITTER INCCOM90184L10243514,993SH DFND114,99300
TWO HBRS INVT CORPCOM NEW90187B40884855,143SH DFND155,14300
TYSON FOODS INCCL A90249410391512,507SH DFND112,50700
UGI CORP NEWCOM9026811053106,983SH DFND16,98300
UMB FINL CORPCOM9027881083474,795SH DFND14,79500
US BANCORP DELCOM NEW9029733043987,874SH DFND17,87400
USANA HEALTH SCIENCES INCCOM90328M1073243,773SH DFND13,77300
U S CONCRETE INCCOM NEW90333L2013525,820SH DFND15,82000
UBIQUITI NETWORKS INCCOM90347A1003985,784SH DFND15,78400
ULTIMATE SOFTWARE GROUP INCCOM90385D1075142,109SH DFND12,10900
ULTRA CLEAN HLDGS INCCOM90385V10739120,307SH DFND120,30700
UMPQUA HLDGS CORPCOM90421410378336,573SH DFND136,57300
UNILEVER N VN Y SHS NEW9047847091,24522,073SH DFND122,07300
UNION BANKSHARES CORP NEWCOM90539J10945712,442SH DFND112,44200
UNION PAC CORPCOM9078181081,35610,084SH DFND110,08400
UNIT CORPCOM90921810926713,531SH DFND113,53100
UNITED CONTL HLDGS INCCOM9100471091,10415,895SH DFND115,89500
US FOODS HLDG CORPCOM91200810934110,412SH DFND110,41200
UNITED STATES STL CORP NEWCOM91290910846713,265SH DFND113,26500
UNITED TECHNOLOGIES CORPCOM9130171091,1529,153SH DFND19,15300
UNIVAR INCCOM91336L10798535,502SH DFND135,50200
UNIVERSAL CORP VACOM9134561092986,142SH DFND16,14200
UNIVERSAL FST PRODS INCCOM91354310438111,753SH DFND111,75300
UNIVERSAL HLTH SVCS INCCL B9139031008817,440SH DFND17,44000
UNUM GROUPCOM91529Y1061,04922,033SH DFND122,03300
URBAN EDGE PPTYSCOM91704F10430314,197SH DFND114,19700
V F CORPCOM9182041081,14215,401SH DFND115,40100
VAIL RESORTS INCCOM91879Q1099264,178SH DFND14,17800
VALERO ENERGY CORP NEWCOM91913Y1006456,953SH DFND16,95300
VAREX IMAGING CORPCOM92214X1062787,771SH DFND17,77100
VARIAN MED SYS INCCOM92220P1051,45711,880SH DFND111,88000
VECTREN CORPCOM92240G1014937,715SH DFND17,71500
VECTRUS INCCOM92242T1012125,705SH DFND15,70500
VENTAS INCCOM92276F1001,30526,338SH DFND126,33800
VERISIGN INCCOM92343E1024593,868SH DFND13,86800
VERIZON COMMUNICATIONS INCCOM92343V10460512,661SH DFND112,66100
VERMILION ENERGY INCCOM9237251052347,243SH DFND17,24300
VERSO CORPCL A92531L20734320,348SH DFND120,34800
VIAVI SOLUTIONS INCCOM92555010510410,734SH DFND110,73400
VIRTU FINL INCCL A92825410139511,969SH DFND111,96900
VISA INCCOM CL A92826C8393923,274SH DFND13,27400
VISTA OUTDOOR INCCOM92837710017710,823SH DFND110,82300
VISTEON CORPCOM NEW92839U2064484,067SH DFND14,06700
VISTRA ENERGY CORPCOM92840M10290,1094,918,615SH DFND04,918,61500
VOCERA COMMUNICATIONS INCCOM92857F1072048,695SH DFND18,69500
VONAGE HLDGS CORPCOM92886T20114113,216SH DFND113,21600
W P CAREY INCCOM92936U1093425,525SH DFND15,52500
WEC ENERGY GROUP INCCOM92939U1062774,419SH DFND14,41900
WABASH NATL CORPCOM92956610750124,054SH DFND124,05400
WADDELL & REED FINL INCCL A93005910043621,593SH DFND121,59300
WALMART INCCOM9311421038559,613SH DFND19,61300
WALKER & DUNLOP INCCOM93148P10262710,545SH DFND110,54500
WASHINGTON PRIME GROUP NEWCOM93964W10857485,989SH DFND185,98900
WASTE MGMT INC DELCOM94106L1098069,586SH DFND19,58600
WATSCO INCCOM9426222007103,922SH DFND13,92200
WATTS WATER TECHNOLOGIES INCCL A9427491023564,578SH DFND14,57800
WEB COM GROUP INCCOM94733A10426814,802SH DFND114,80200
WEBSTER FINL CORP CONNCOM94789010997317,565SH DFND117,56500
WEIGHT WATCHERS INTL INC NEWCOM9486261063735,846SH DFND15,84600
WELBILT INCCOM94909010484643,521SH DFND143,52100
WELLCARE HEALTH PLANS INCCOM94946T1061,0015,168SH DFND15,16800
WELLS FARGO CO NEWCOM9497461012564,881SH DFND14,88100
WELLTOWER INCCOM95040Q1044668,565SH DFND18,56500
WENDYS COCOM95058W10085448,669SH DFND148,66900
WERNER ENTERPRISES INCCOM9507551082175,942SH DFND15,94200
WESCO INTL INCCOM95082P10592814,952SH DFND114,95200
WEST PHARMACEUTICAL SVSC INCCOM9553061051,25114,170SH DFND114,17000
WESTERN ALLIANCE BANCORPCOM9576381093215,522SH DFND15,52200
WESTERN ASSET MTG CAP CORPCOM95790D10511111,451SH DFND111,45100
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541043899,116SH DFND19,11600
WHITESTONE REITCOM96608420414313,767SH DFND113,76700
WILEY JOHN & SONS INCCL A9682232064436,949SH DFND16,94900
WILLIAMS SONOMA INCCOM96990410189216,910SH DFND116,91000
WINTRUST FINL CORPCOM97650W1082763,213SH DFND13,21300
WISDOMTREE INVTS INCCOM97717P10422324,340SH DFND124,34000
WORTHINGTON INDS INCCOM9818111023247,551SH DFND17,55100
WYNDHAM WORLDWIDE CORPCOM98310W1081,36511,931SH DFND111,93100
WYNN RESORTS LTDCOM9831341076873,770SH DFND13,77000
XPO LOGISTICS INCCOM9837931002742,693SH DFND12,69300
XCEL ENERGY INCCOM98389B10093220,503SH DFND120,50300
XILINX INCCOM9839191011,01614,065SH DFND114,06500
XCERRA CORPCOM98400J10871060,980SH DFND160,98000
XENIA HOTELS & RESORTS INCCOM98401710322811,583SH DFND111,58300
XYLEM INCCOM98419M1006868,923SH DFND18,92300
YELP INCCL A9858171052455,875SH DFND15,87500
ZAGG INCCOM98884U10827822,760SH DFND122,76000
ZEBRA TECHNOLOGIES CORPCL A9892071054563,278SH DFND13,27800
ZIMMER BIOMET HLDGS INCCOM98956P1023533,239SH DFND13,23900
ZIONS BANCORPORATIONCOM9897011074468,457SH DFND18,45700
ATLASSIAN CORP PLCCL AG062421042063,824SH DFND13,82400
AXALTA COATING SYS LTDCOMG0750C10838812,840SH DFND112,84000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1016224,051SH DFND14,05100
MIMECAST LTDORD SHSG148381092908,173SH DFND18,17300
BRIGHTSPHERE INVESTMNT GRP PSHSG1644T10918211,578SH DFND111,57800
BUNGE LIMITEDCOMG1696210597313,156SH DFND113,15600
CISION LTDSHSG1992S10912010,347SH DFND110,34700
COCA COLA EUROPEAN PARTNERSSHSG2583910466415,929SH DFND115,92900
EATON CORP PLCSHSG291831031,63720,488SH DFND120,48800
EVEREST RE GROUP LTDCOMG3223R1089533,711SH DFND13,71100
FABRINETSHSG3323L10054217,277SH DFND117,27700
GENPACT LIMITEDSHSG3922B10760218,810SH DFND118,81000
HELEN OF TROY CORP LTDCOMG4388N1062232,558SH DFND12,55800
JANUS HENDERSON GROUP PLCORD SHSG4474Y2143119,398SH DFND19,39800
ICON PLCSHSG4705A1001,1189,467SH DFND19,46700
ICHOR HOLDINGSSHSG4740B10591137,616SH DFND137,61600
INGERSOLL-RAND PLCSHSG477911012,62730,724SH DFND130,72400
INVESCO LTDSHSG491BT10878824,609SH DFND124,60900
JAMES RIV GROUP LTDCOMG5005R1073239,104SH DFND19,10400
KOSMOS ENERGY LTDSHSG5315B10711317,910SH DFND117,91000
LAZARD LTDSHS AG5405010294017,884SH DFND117,88400
MAIDEN HOLDINGS LTDSHSG5753U11217627,041SH DFND127,04100
MARVELL TECHNOLOGY GROUP LTDORDG5876H10568432,595SH DFND132,59500
MICHAEL KORS HLDGS LTDSHSG6075410171911,589SH DFND111,58900
NABORS INDUSTRIES LTDSHSG6359F10310314,796SH DFND114,79600
SEAGATE TECHNOLOGY PLCSHSG7945M1071,00717,216SH DFND117,21600
PENTAIR PLCSHSG7S00T1044256,234SH DFND16,23400
SIGNET JEWELERS LIMITEDSHSG8127610049812,922SH DFND112,92200
STERIS PLCSHS USDG847201048929,551SH DFND19,55100
VALIDUS HOLDINGS LTDCOM SHSG9319H1027,183106,490SH DFND1106,49000
VENATOR MATLS PLCSHSG9329Z10041522,936SH DFND122,93600
XL GROUP LTDCOMG9829410416,578300,000SH DFND1300,00000
GARMIN LTDSHSH2906T1094657,884SH DFND17,88400
UBS GROUP AGSHSH4209710720811,791SH DFND111,79100
LOGITECH INTL S ASHSH5043023254014,707SH DFND114,70700
TRINSEO S ASHSL9340P1011,03814,024SH DFND114,02400
CHECK POINT SOFTWARE TECH LTORDM224651041,36513,739SH DFND113,73900
CYBERARK SOFTWARE LTDSHSM2682V1082424,743SH DFND14,74300
MELLANOX TECHNOLOGIES LTDSHSM513631135948,150SH DFND18,15000
ORBOTECH LTDORDM752531003796,099SH DFND16,09900
TOWER SEMICONDUCTOR LTDSHS NEWM8791527448518,012SH DFND118,01200
CIMPRESS N VSHS EURON201461011,0146,553SH DFND16,55300
CNH INDL N VSHSN2094410989772,321SH DFND172,32100
CORE LABORATORIES N VCOMN227171079278,569SH DFND18,56900
LYONDELLBASELL INDUSTRIES NSHS - A -N537451004994,720SH DFND14,72000
NXP SEMICONDUCTORS N VCOMN6596X10917,041145,650SH DFND1145,65000
ORTHOFIX INTL N VCOMN6748L1022924,965SH DFND14,96500
YANDEX N VSHS CLASS AN9728410869717,674SH DFND117,67400
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032852,420SH DFND12,42000
BROADCOM LTDSHSY098271094501,910SH DFND11,91000
COSTAMARE INCSHSY1771G10212319,726SH DFND119,72600
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10233819,774SH DFND119,77400
SEASPAN CORPSHSY7563810954181,003SH DFND181,00300
FORMFACTOR INCCOM3463751081,492109,305SH DFND0109,30500
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q76926,1141,129,006SH DFND01,129,00600