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
1 800 FLOWERS COM CL ACL A68243Q106820166,308SH DFND1166,30800
1ST SOURCE CORP COMCOM3369011031,47254,686SH DFND154,68600
1ST UNITED BANCORP INC/NORTHCOM33740N105795108,394SH DFND1108,39400
3-D SYS CORP DEL COM NEWCOM NEW88554D20520,935387,760SH DFND1387,3460414
3M COCOM88579Y101552,4794,627,879SH DFND14,625,51402,365
8X8 INC NEW COMCOM2829141003,431340,685SH DFND1340,68500
A. H. BELO CORPCOM CL A00128210259976,278SH DFND176,27800
AAON INC COM PAR $0.004COM PAR $0.0040003602064,027151,637SH DFND1151,63700
AAR CORP COMCOM00036110534612,653SH DFND1 212,65300
AAR CORP COMCOM0003611056,750246,976SH DFND1246,97600
AARON'S INCCOM PAR $0.500025353008,919321,990SH DFND1321,7090281
AASTROM BIOSCIENCES INC COMCOM NEW00253U30584302,407SH DFND1302,40700
ABAXIS INCCOM0025671054,15298,625SH DFND198,62500
ABBOTT LABS COMCOM00282410037511,300SH DFND1 211,30000
ABBOTT LABS COMCOM002824100370,70211,171,831SH DFND111,166,71705,114
ABBVIE INCCOM00287Y109507,13711,340,518SH DFND111,335,38905,129
ABBVIE INCCOM00287Y10913300SH DFND1 230000
ABERCROMBIE & FITCH CO CL ACL A00289620718,974536,537SH DFND1536,3370200
ABIOMED INC COMCOM0036541003,076161,323SH DFND1161,32300
ABM INDS INC COMCOM0009571006,177232,032SH DFND1232,03200
ABRAXAS PETE CORP COMCOM0038301061,100428,054SH DFND1428,05400
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813075,190225,058SH DFND1225,05800
ACADIA HEALTHCARE CO INCCOM00404A1096,272159,056SH DFND1159,05600
ACADIA PHARMACEUTICALS INC COMCOM0042251089,076330,386SH DFND1330,38600
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT0042391097,534305,266SH DFND1305,26600
ACCELRYS INC COMCOM00430U1032,375240,882SH DFND1240,88200
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101336,6924,573,268SH DFND14,570,71902,549
ACCESS NATIONAL CORP COMCOM00433710134023,849SH DFND123,84900
ACCLERATE DIAGNOSTICS INCCOM00430H1021,419105,840SH DFND1105,84000
ACCO BRANDS CORPCOM00081T1083,431516,666SH DFND1516,1220544
ACCRETIVE HEALTH INCCOM00438V1032,077227,742SH DFND1227,74200
ACCURAY INCCOM0043971052,071280,182SH DFND1280,18200
ACCURIDE CORPCOM NEW00439T2061,177228,962SH DFND1228,96200
ACE LTD ORDSHSH0023R1059100SH DFND1 210000
ACE LTD ORDSHSH0023R105219,3342,344,921SH DFND12,344,4890432
ACELRX PHARMACEUTICALS INCCOM00444T1001,134105,273SH DFND1105,27300
ACETO CORP COMCOM0044461002,189140,141SH DFND1140,14100
ACHILLION PHARMACTCLSCOM00448Q2011,206399,478SH DFND1399,47800
ACI WORLDWIDE INCCOM0044981019,533176,341SH DFND1176,34100
ACNB CORPCOM00086810929317,295SH DFND117,29500
ACORDA THERAPEUTICS INC-REDHCOM00484M1066,367185,736SH DFND1185,73600
ACORN ENERGY INCCOM00484810756996,465SH DFND196,46500
ACTIVE NETWORK INC/THECOM00506D1003,278229,101SH DFND1229,10100
ACTIVE POWER INC COMCOM NEW00504W30817760,907SH DFND160,90700
ACTIVISION BLIZZARD INCCOM00507V10935,1432,108,407SH DFND12,106,72301,684
ACTUANT CORP CL A NEWCL A NEW00508X20311,529296,844SH DFND1296,84400
ACTUATE CORP COMCOM00508B1021,805245,529SH DFND1245,52900
ACUITY BRANDS INC COMCOM00508Y10217,366188,723SH DFND1188,72300
ACURA PHARMACEUTIALS INCCOM NEW00509L703196103,419SH DFND1103,41900
ACXIOM CORP COMCOM00512510910,811380,796SH DFND1380,5960200
ADAMS RESOURCES & ENERGY INCCOM NEW00635130875513,608SH DFND113,60800
ADCARE HEALTH SYSTEMSCOM NEW00650W3004410,908SH DFND110,90800
ADDUS HOMECARE CORPCOM0067391061,06836,852SH DFND136,85200
ADDUS HOMECARE CORPCOM006739106642,200SH DFND1 22,20000
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062911,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW00685420214319,797SH DFND119,79700
ADOBE SYS INC COMCOM00724F101170,8313,289,848SH DFND13,289,2800568
ADT CORP/THECOM00101J1061674,100SH DFND1 24,10000
ADT CORP/THECOM00101J10657,7201,419,928SH DFND11,419,6560272
ADTRAN INC COMCOM00738A1067,353276,032SH DFND1275,9320100
ADVANCED AUTO PARTS INC COMCOM00751Y10625,393307,164SH DFND1306,9820182
ADVANCED EMISSIONS SOLUTIONS INCCOM00770C1012,40756,344SH DFND156,34400
ADVANCED ENERGY INDS COMCOM0079731004,083233,056SH DFND1233,05600
ADVANCED MICRO DEVICES INC COMCOM0079031079,4482,486,216SH DFND12,483,99802,218
ADVANCED PHOTONIX INC CL ACL A00754E1072545,631SH DFND145,63100
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M4045711,899SH DFND10011,899
ADVENT SOFTWARE INC COMCOM0079741088,284260,914SH DFND1260,91400
ADVENT SOFTWARE INC COMCOM00797410834911,000SH DFND1 211,00000
ADVISORY BRD CO COMCOM00762W10710,002168,163SH DFND1168,16300
AECOM TECHNOLOGY CORP -REDHCOM00766T1001153,675SH DFND1 23,67500
AECOM TECHNOLOGY CORP -REDHCOM00766T10013,686437,665SH DFND1437,4150250
AEGERION PHARMACEUTICALS INCCOM00767E10211,392132,910SH DFND1132,91000
AEGION CORPCOM00770F1044,430186,684SH DFND1186,68400
AEHR TEST SYSTEMS COMCOM00760J1082812,126SH DFND112,12600
AEP INDS INC COMCOM0010311032,83638,164SH DFND138,16400
AEROFLEX HOLDING CORPCOM00776710657982,188SH DFND182,18800
AEROPOSTALE COMCOM0078651083,184338,728SH DFND1338,4280300
AEROVIRONMENT INCCOM0080731082,13092,212SH DFND192,21200
AES CORP COMCOM00130H10556,6294,262,064SH DFND14,261,1430921
AETNA INC NEW COMCOM00817Y108165,3402,583,287SH DFND12,582,5440743
AFC ENTERPRISES INC COMCOM00104Q1074,608105,721SH DFND1105,72100
AFFILIATED MANAGERS GROUP COMCOM00825210840,465221,585SH DFND1221,515070
AFFYMETRIX INC COMCOM00826T1081,863300,418SH DFND1300,3180100
AFLAC INC COMCOM001055102198,0693,195,990SH DFND13,194,44601,544
AG MORTGAGE INVESTMENT TRUSTCOM0012281051,995120,014SH DFND1118,96601,048
AGCO CORP COMCOM001084102691,148SH DFND1 21,14800
AGCO CORP COMCOM00108410225,548422,897SH DFND1422,6550242
AGENUS INCCOM NEW00847G70526996,995SH DFND196,99500
AGILENT TECHNOLOGIES INC COMCOM00846U101119,4502,331,333SH DFND12,330,04201,291
AGILYSYS INCCOM00847J1051,13094,782SH DFND194,78200
AGIOS PHARMACEUTICALS INCCOM00847X1041,05837,828SH DFND137,82800
AGL RES INC COMCOM00120410637,715819,486SH DFND1819,3460140
AGREE REALTY CORPCOM0084921001,86861,880SH DFND161,88000
AGRIUM INC COMCOM0089161084785,687SH DFND15,635052
AIR LEASE CORPCL A00912X3028,684313,947SH DFND1313,7900157
AIR METHODS CORP COM PAR $.06COM PAR $.060091283076,944162,994SH DFND1162,99400
AIR PRODS & CHEMS INC COMCOM009158106153,9171,444,656SH DFND11,443,7230933
AIR TRANSPORT SERVICES GROUP INCCOM00922R1052,319309,603SH DFND1309,60300
AIRCASTLE LTDCOMG0129K1046,389366,947SH DFND1366,94700
AIRGAS INC COMCOM00936310248,447456,945SH DFND1456,2530692
AK STL HLDG CORP COMCOM0015471082,128567,589SH DFND1567,2890300
AKAMAI TECHNOLOGIES INC COMCOM00971T10165,0311,258,154SH DFND11,257,6530501
AKORN INC COMCOM0097281066,593334,998SH DFND1334,99800
ALAMO GROUP INC COMCOM0113111072,44349,957SH DFND149,95700
ALASKA AIR GROUP INC COMCOM01165910918,171290,181SH DFND1289,9020279
ALASKA COMMUNICATIONS SYS G COMCOM01167P101696270,832SH DFND1270,83200
ALASKA COMMUNICATIONS SYS G COMCOM01167P101228,400SH DFND1 28,40000
ALBANY INTL CORP CL ACL A0123481085,489153,020SH DFND1153,02000
ALBANY MOLECULAR RESH INC COMCOM0124231092,030157,474SH DFND1157,47400
ALBANY MOLECULAR RESH INC COMCOM01242310912952SH DFND1 295200
ALBEMARLE CORP COMCOM01265310120,490325,590SH DFND1324,46201,128
ALCOA INC COMCOM01381710132540,000SH DFND1 240,00000
ALCOA INC COMCOM01381710160,5687,460,906SH DFND17,459,70201,204
ALERE INCCOM01449J1059,894323,651SH DFND1323,3920259
ALEXANDER & BALDWIN INCCOM0144911047,427206,197SH DFND1206,19700
ALEXANDERS INC COMCOM0147521093,35111,712SH DFND111,71200
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110923,876373,946SH DFND1373,7640182
ALEXION PHARMACEUTICALS INC COMCOM01535110958500SH DFND1 250000
ALEXION PHARMACEUTICALS INC COMCOM015351109160,9161,385,640SH DFND11,385,4190221
ALEXZA PHARMACEUTICALS, INCCOM NEW01538420926852,328SH DFND152,32800
ALICO INC COMCOM01623010445010,934SH DFND110,93400
ALIGN TECHNOLOGY INC COMCOM01625510115,667325,572SH DFND1325,57200
ALIMERA SCIENCES INCCOM01625910315039,781SH DFND139,78100
ALKERMES INC COMSHSG0176710520,552611,294SH DFND1610,9500344
ALLEGHANY CORP DEL COMCOM01717510028,59169,804SH DFND169,784020
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10222,618741,222SH DFND1741,0950127
ALLEGIANT TRAVEL COCOM01748X1028,40879,804SH DFND179,7040100
ALLERGAN INC COMCOM018490102185,4282,050,589SH DFND12,050,2330356
ALLERGAN INC COMCOM01849010245500SH DFND1 250000
ALLETE INC COMCOM NEW0185223008,595177,952SH DFND1177,95200
ALLIANCE DATA SYSTEMS CORP COMCOM01858110843,010203,412SH DFND1203,359053
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,62379,283SH DFND179,28300
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1005459,102SH DFND19,10200
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063014,322156,098SH DFND1156,09800
ALLIANCE IMAGING INC COM NEWCOM PAR $0.0101860630129110,500SH DFND1 210,50000
ALLIANCE ONE INTERNATIONAL INCCOM0187721031,240426,070SH DFND1426,07000
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1084105,533SH DFND15,53300
ALLIANCEBERNSTEIN INCOME FUNDCOM01881E1011,868265,301PRN DFND1 2265,30100
ALLIANT ENERGY CORP COMCOM01880210823,969483,788SH DFND1483,1450643
ALLIANT TECHSYSTEMS INC COMCOM01880410414,919152,917SH DFND1152,830087
ALLIED MOTION TECHNOLOGIES INCCOM01933010915218,740SH DFND118,74000
ALLIED NEVADA GOLD CORPCOM0193441001,703407,315SH DFND1407,31500
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110414,429145,174SH DFND1145,133041
ALLISON TRANSMISSION HOLDINGCOM01973R1015,840233,139SH DFND1233,057082
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10810,368697,212SH DFND1697,21200
ALLSTATE CORP COMCOM020002101166,6353,297,277SH DFND13,295,51701,760
ALLSTATE CORP COMCOM0200021014328,544SH DFND1 28,54400
ALMOST FAMILY INCCOM02040910868635,322SH DFND135,32200
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10716,154252,367SH DFND1251,9670400
ALON USA ENERGY INCCOM0205201025466SH DFND1 246600
ALON USA ENERGY INCCOM0205201022,201215,614SH DFND1215,61400
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1049511,333SH DFND111,33300
ALPHA NATURAL RESOURCES INCCOM02076X1026,0271,011,203SH DFND11,011,20300
ALPHATEC HOLDINGS INC -REDHCOM02081G102597303,207SH DFND1303,20700
ALPINE GLOBAL DYNAMIC DIV FDCOM02082E10637378,399PRN DFND1 278,39900
ALPINE TOTAL DYNAMIC DIV FDCOM SBI0210601081,344334,425PRN DFND1 2334,42500
ALTAIR NANOTECHNOLOGIES INCCOM PAR $0.0010213733039235,540SH DFND135,54000
ALTERA CORP COMCOM02144110083,6532,251,704SH DFND12,250,63501,069
ALTEVA COM02153V10212716,362SH DFND116,36200
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10410,11072,208SH DFND172,20800
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1003,075133,794SH DFND1133,79400
ALTRA HLDGS INCCOM02208R1063,300122,627SH DFND1122,62700
ALTRIA GROUP INCCOM02209S103486,75814,174,043SH DFND114,171,64602,397
AMAG PHARMACEUTICALS INCCOM00163U1062,348109,289SH DFND1109,28900
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW02311120613921,933SH DFND121,93300
AMAZON COM INC COMCOM023135106842,3762,695,043SH DFND12,693,96501,078
AMBAC FINL GROUP INC COMCOM NEW0231398843,862212,886SH DFND1212,88600
AMBARELLA INCSHSG037AX1012,965151,897SH DFND1151,89700
AMBASSADORS GROUP INC COMCOM02317710825975,095SH DFND175,09500
AMBIT BIOSCIENCES CORPCOM02318X10040125,868SH DFND125,86800
AMC NETWORKS INC - A W/ICL A00164V10318,951276,733SH DFND1276,662071
AMCOL INTL CORP COMCOM02341W1033,714113,656SH DFND1113,65600
AMDOCS LTD ORDORDG0260210329,627808,587SH DFND1808,3510236
AMEDISYS INC COMCOM0234361082,409139,909SH DFND1139,90900
AMER SELECT PORTFOLIO INCCOM02957010858761,079PRN DFND1 261,07900
AMERCO COMCOM0235861008,35545,376SH DFND145,2540122
AMEREN CORP COMCOM02360810260,5681,738,884SH DFND11,738,2110673
AMERESCO INC - CL ACL A02361E10898798,528SH DFND198,52800
AMERICAN APPAREL INC -REDHCOM023850100265203,777SH DFND1203,77700
AMERICAN ASSETS TRUST INCCOM0240131044,845158,794SH DFND1158,79400
AMERICAN AXLE & MFG HLDGS I COMCOM0240611035,517279,776SH DFND1279,77600
AMERICAN CAMPUS COMMUNITIESCOM02483510019,019556,934SH DFND1556,93400
AMERICAN CAPITAL AGENCY CORPCOM02503X10539,1891,736,533SH DFND11,733,11803,415
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1045,371271,796SH DFND1270,51001,286
AMERICAN CAPITAL STRATEGIES COMCOM02503Y1033,183231,523SH DFND1231,1710352
AMERICAN DG ENERGY INCCOM02539810814491,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10610,370741,264SH DFND1740,7450519
AMERICAN ELEC PWR INC COMCOM025537101149,8163,456,819SH DFND13,455,54201,277
AMERICAN EQUITY INVT LIFE HLCOM0256762065,433256,034SH DFND1256,03400
AMERICAN EXPRESS CO COMCOM025816109500,9706,635,272SH DFND16,633,13602,136
AMERICAN FINL GROUP INC OHI COMCOM02593210414,008259,114SH DFND1259,0070107
AMERICAN HOMES 4 RENTCL A02665T3064,432274,426SH DFND1274,42600
AMERICAN INTL GROUP INC COMCOM NEW02687478453010,900SH DFND1 210,90000
AMERICAN INTL GROUP INC COMCOM NEW026874784510,87910,507,981SH DFND110,504,91203,069
AMERICAN NATL BANKSHARES IN COMCOM02774510865828,347SH DFND128,34700
AMERICAN NATL INS CO COMCOM0285911054,17742,602SH DFND142,582020
AMERICAN PAC CORP COMCOM0287401082,10438,414SH DFND138,41400
AMERICAN PUBLIC EDUCATIONCOM02913V1033,04280,485SH DFND180,48500
AMERICAN RAILCAR INDUSTRIESCOM02916P1032,19956,043SH DFND156,04300
AMERICAN REALTY CAPITAL PROPCOM02917T10410,592868,174SH DFND1868,17400
AMERICAN RESIDENTIAL PROPERTIESCOM02927E3031,24070,434SH DFND170,43400
AMERICAN SCIENCE & ENGR INC COMCOM0294291073,67360,896SH DFND160,4460450
AMERICAN SOFTWARE INC CL ACL A02968310970482,398SH DFND182,39800
AMERICAN STS WTR CO COMCOM0298991017,541273,609SH DFND1273,60900
AMERICAN STS WTR CO COMCOM029899101501,800SH DFND1 21,80000
AMERICAN SUPERCONDUCTOR COR COMCOM030111108660282,157SH DFND1282,15700
AMERICAN TOWER CORP CL ACOM03027X100200,0712,699,612SH DFND12,699,1420470
AMERICAN VANGUARD CORP COMCOM0303711082,945109,387SH DFND1109,38700
AMERICAN WATER WORKS CO-REDHCOM03042010331,001751,099SH DFND1751,09900
AMERICAN WOODMARK CORP COMCOM03050610960717,529SH DFND1 217,52900
AMERICAN WOODMARK CORP COMCOM0305061091,98257,215SH DFND157,21500
AMERICAS CAR MART INC COMCOM03062T1051,78039,455SH DFND139,45500
AMERIPRISE FINANCIAL INCCOM03076C106125,0821,373,675SH DFND11,373,0070668
AMERIS BANCORP COMCOM03076K10827815,111SH DFND1 215,11100
AMERIS BANCORP COMCOM03076K1082,138116,300SH DFND1116,30000
AMERISAFE INCCOM03071H1003,35994,605SH DFND194,60500
AMERISERV FINL INC COMCOM03074A1024614,728SH DFND114,72800
AMERISOURCEBERGEN CORP COMCOM03073E105101,8341,667,082SH DFND11,666,02501,057
AMERISOURCEBERGEN CORP COMCOM03073E1053866,317SH DFND1 26,31700
AMES NATIONAL CORPCOM03100110050722,272SH DFND122,27200
AMETEK INC NEW COMCOM03110010078,8661,714,153SH DFND11,712,41401,739
AMGEN INC COMCOM031162100612,8715,476,314SH DFND15,473,70002,614
AMICUS THERAPEUTICS INC-REDHCOM03152W109353152,119SH DFND1152,11900
AMKOR TECHNOLOGY INC COMCOM0316521002,379554,628SH DFND1554,4280200
AMN HEALTHCARE SERVICES INC COMCOM0017441013,736271,524SH DFND1271,52400
AMPCO-PITTSBURGH CORP COMCOM03203710371239,708SH DFND139,70800
AMPHENOL CORP NEW CL ACL A03209510185,4921,105,112SH DFND11,104,9300182
AMPIO PHARMACEUTICALS INCCOM03209T109944125,912SH DFND1125,91200
AMREIT INC - CLASS BCL B03216B2081,34777,656SH DFND177,65600
AMSURG CORP COMCOM03232P4056,770170,534SH DFND1170,53400
AMSURG CORP COMCOM03232P40561915,589SH DFND1 215,58900
AMTECH SYS INC COM PAR $0.01NCOM PAR $0.01N03233250424533,540SH DFND133,54000
AMTRUST FINANCIAL SVCS -REDHCOM0323593095,559142,319SH DFND1142,31900
AMYRIS INCCOM03236M101390168,678SH DFND1168,67800
ANACOR PHARMACEUTICALSCOM0324201011,408132,598SH DFND1132,59800
ANADARKO PETE CORP COMCOM032511107333,3433,585,602SH DFND13,583,93501,667
ANADIGICS INC COMCOM032515108770390,874SH DFND1390,87400
ANALOG DEVICES INC COMCOM032654105105,1942,236,358SH DFND12,235,29801,060
ANALOGIC CORP COM PAR $0.05COM PAR $0.050326572075,06761,310SH DFND161,31000
ANAREN INCCOM0327441043,484136,642SH DFND1136,64200
ANAREN INCCOM03274410429711,644SH DFND1 211,64400
ANDERSONS INC COMCOM0341641038,472121,204SH DFND1121,20400
ANDERSONS INC COMCOM0341641031,61523,108SH DFND1 223,10800
ANGIE'S LIST INCCOM0347541014,315191,770SH DFND1191,77000
ANGIODYNAMICS INC COMCOM03475V1011,900143,964SH DFND1143,96400
ANI PHARMACEUTICALS INCCOM00182C10328128,784SH DFND128,78400
ANIKA THERAPEUTICS INC COMCOM0352551081,30154,304SH DFND154,30400
ANIXTER INTL INC COMCOM03529010510,108115,312SH DFND1115,31200
ANN INCCOM0356231077,342202,708SH DFND1202,5080200
ANNALY MTG MGMT INC COMCOM03571040947,3844,092,383SH DFND14,084,94107,442
ANNIE'S INCCOM03600T1043,25866,355SH DFND166,35500
ANR 3 3/4 12/15/17NOTE 3.750%12/102076XAE23,8004,000,000PRN DFND1 24,000,00000
ANSYS INC COMCOM03662Q10534,766401,876SH DFND1401,5670309
ANTARES PHARMA INCCOM0366421062,063508,199SH DFND1508,19900
ANTHERA PHARMACEUTICALS INCCOM NEW03674U20137593,386SH DFND193,38600
ANWORTH MORTGAGE ASSET CP COMCOM0373471014,700973,124SH DFND1973,12400
AOL INCCOM00184X10511,182323,360SH DFND1323,36000
AOL INCCOM00184X10564718,715SH DFND1 218,71500
AON PLCSHS CL AG0408V102160,0012,149,931SH DFND12,149,5830348
APACHE CORP COMCOM037411105244,4872,872,288SH DFND12,871,07201,216
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BONANZA CREEK ENERGY INCCOM0977931036,256129,635SH DFND1129,63500
BOOKS-A-MILLION INC COMCOM0985701048635,874SH DFND135,87400
BOOZ ALLEN HAMILTON HOLDINGCL A0995021062,219114,848SH DFND1 2114,84800
BOOZ ALLEN HAMILTON HOLDINGCL A0995021065,132265,624SH DFND1265,5210103
BORG WARNER INC COMCOM09972410679,963788,868SH DFND1788,4380430
BOSTON BEER INC CL ACL A1005571079,38538,432SH DFND138,43200
BOSTON PRIVATE FINL HLDGS I COMCOM1011191054,069366,586SH DFND1366,58600
BOSTON PROPERTIES INC COMCOM1011211011391,300SH DFND1 21,30000
BOSTON PROPERTIES INC COMCOM101121101132,4871,239,631SH DFND11,239,4240207
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BOSTON SCIENTIFIC CORP COMCOM101137107110,6079,423,718SH DFND19,422,20001,518
BOTTOMLINE TECH DEL INC COMCOM1013881064,585164,439SH DFND1164,43900
BOULDER BRANDS INCCOM1014051084,499280,474SH DFND1280,47400
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BOVIE MEDICAL CORPCOM10211F1007927,980SH DFND127,98000
BOYD GAMING CORP COMCOM1033041014,690331,415SH DFND1331,41500
BPZ ENERGY INCCOM055639108987506,088SH DFND1506,08800
BRADY CORP CL ACL A1046741066,190202,935SH DFND1202,93500
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BRAVO BRIO RESTAURANT GROUPCOM10567B1091,20980,072SH DFND180,07200
BRE PROPERTIES INC CL ACL A05564E1061022,000SH DFND1 22,00000
BRE PROPERTIES INC CL ACL A05564E10621,112415,910SH DFND1415,823087
BREEZE-EASTERN CORPCOM10676410312112,245SH DFND112,24500
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN10677610729115,862SH DFND115,86200
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T1071,21549,529SH DFND147,68501,844
BRIDGE BANCORP INCCOM10803510649523,009SH DFND123,00900
BRIDGE CAPITAL HOLDINGSCOM108030107231,332SH DFND1 21,33200
BRIDGE CAPITAL HOLDINGSCOM10803010746727,482SH DFND127,48200
BRIDGELINE SOFTWARE INC-REDHCOM10807Q2052724,241SH DFND124,24100
BRIDGEPOINT EDUCATION INCCOM10807M1051,72795,753SH DFND195,75300
BRIGGS & STRATTON CORP COMCOM1090431094,053201,417SH DFND1201,41700
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM1091941003,12287,136SH DFND187,13600
BRIGHTCOVECOM10921T10198987,930SH DFND187,93000
BRINK'S CO/THECOM1096961045,858206,993SH DFND1206,99300
BRINKER INTL INC COMCOM10964110011,266277,964SH DFND1277,8320132
BRISTOL MYERS SQUIBB CO COMCOM110122108540,79811,688,231SH DFND111,682,92205,309
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BROADCOM CORP CL ACL A1113201071535,900SH DFND1 25,90000
BROADCOM CORP CL ACL A111320107100,3383,858,613SH DFND13,856,81901,794
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BROADSOFT INCCOM11133B4094,492124,677SH DFND1124,67700
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BROOKDALE SENIOR LIVING INCCOM11246310410,438396,870SH DFND1396,7700100
BROOKLINE BANCORP INC COMCOM11373M1073,181338,019SH DFND1338,01900
BROOKS-PRI AUTOMATION INCCOM1143401022,843305,334SH DFND1305,33400
BROWN & BROWN INC COMCOM11523610115,936496,464SH DFND1495,9280536
BROWN FORMAN CORP CL BCL B11563720976,3381,120,729SH DFND11,120,5510178
BROWN SHOE INC NEW COMCOM1157361004,655198,325SH DFND1198,32500
BRT REALTY TRUSTSH BEN INT NEW05564530310314,370SH DFND114,37000
BRUKER BIOSCIENCES CORPCOM1167941089,798474,473SH DFND1474,3430130
BRUNSWICK CORP COMCOM11704310916,045402,038SH DFND1401,8380200
BRYN MAWR BK CORP COMCOM1176651091,09640,654SH DFND140,65400
BSB BANCORP INC/MACOM05573H10838327,337SH DFND127,33700
BSD MEDICAL CORPCOM055662100196142,823SH DFND1142,82300
BSQUARE CORP COMCOM NEW11776U30011441,543SH DFND141,54300
BTU INTL INC COMCOM0560321055618,660SH DFND118,66000
BUCKLE INC COMCOM1184401066,859126,894SH DFND1126,7440150
BUFFALO WILD WINGS INCCOM1198481098,87079,748SH DFND179,74800
BUILD-A-BEAR WORKSHOP INCCOM12007610432346,290SH DFND146,29000
BUILDERS FIRSTSOURCE INCCOM12008R1071,728293,885SH DFND1293,88500
BUNGE LIMITED COMCOMG1696210548,125634,059SH DFND1633,5940465
BURGER KING WORLDWIDE INCCOM1212201075,978306,267SH DFND1306,1370130
C & F FINANCIAL CORPCOM12466Q10453711,096SH DFND111,09600
C & F FINANCIAL CORPCOM12466Q10415300SH DFND1 230000
C D I CORP COMCOM12507110066943,686SH DFND143,68600
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20942700SH DFND1 270000
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20966,8081,121,957SH DFND11,121,3750582
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C&J ENERGY SERVICES INCCOM12467B3044,125205,430SH DFND1205,43000
CA INCCOM12673P10573,4862,477,321SH DFND12,475,98201,339
CA INCCOM12673P105672,246SH DFND1 22,24600
CABELA'S INC-CL ACOM12680430112,237194,153SH DFND1194,15300
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10925,4131,509,460SH DFND11,509,2350225
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CABOT CORP COMCOM12705510111,084259,506SH DFND1259,431075
CABOT MICROELECTRONICS CORP COMCOM12709P1035,186134,625SH DFND1134,62500
CABOT OIL & GAS CORPCOM127097103108,7372,914,378SH DFND12,913,13201,246
CACHE INC COM NEWCOM NEW12715030825142,063SH DFND142,06300
CACI INTL INC CL ACL A1271903046,983101,048SH DFND1101,04800
CADENCE DESIGN SYSTEM INC COMCOM12738710816,3071,207,911SH DFND11,207,4110500
CADENCE PHARMACEUTICALSCOM12738T1001,658262,704SH DFND1262,70400
CADIZ INC COMCOM NEW12753720721942,881SH DFND142,88100
CAESAR STONE SDOT YAM LTDORD SHSM205981042184,783SH DFND14,78300
CAESARS ENTERTAINMENTCOM1276861032,657134,795SH DFND1134,79500
CAFEPRESS INCCOM12769A10312820,916SH DFND120,91600
CAI INTERNATIONAL INC -REDHCOM12477X1061,60568,961SH DFND168,96100
CAL DIVE INTERNATIONALCOM12802T1011,019497,167SH DFND1497,16700
CAL-MAINE FOODS INCCOM NEW1280302024,58495,309SH DFND195,30900
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,012101,335SH DFND1101,33500
CALAMP CORP COMCOM1281261092,500141,822SH DFND1141,82200
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CALGON CARBON CORP COMCOM1296031065,114269,318SH DFND1269,31800
CALIFORNIA WTR SVC GROUP COMCOM1307881024,601226,441SH DFND1226,44100
CALIX INCCOM13100M5092,036159,947SH DFND1159,94700
CALLAWAY GOLF CO COMCOM1311931042,362331,782SH DFND1331,78200
CALLIDUS SOFTWARE INCCOM13123E5001,559170,063SH DFND1170,06300
CALLON PETE CO DEL COMCOM13123X102939171,680SH DFND1171,68000
CALPINE CORPCOM NEW13134730429,1391,499,871SH DFND11,499,1610710
CALUMET SPECIALTY PROD -REDHUT LTD PARTNER13147610328810,555SH DFND110,55500
CAMBIUM LEARNING GROUP INCCOM13201A1073321,307SH DFND121,30700
CAMBREX CORP COMCOM1320111071,925145,849SH DFND1145,84900
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CAMDEN NATL CORP COMCOM13303410896623,621SH DFND123,62100
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110228,448463,074SH DFND1463,07400
CAMERON INTERNATIONAL CORP COMCOM13342B10599,3421,702,375SH DFND11,702,0620313
CAMPBELL SOUP CO COMCOM13442910950,7241,246,292SH DFND11,245,8920400
CAMPBELL SOUP CO COMCOM1344291092405,900SH DFND1 25,90000
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CANTEL MEDICAL CORP COMCOM1380981085,205163,421SH DFND1163,42100
CAPE BANCORP INCCOM13920910027329,838SH DFND129,83800
CAPELLA EDUCATION COCOM1395941053,14155,536SH DFND155,53600
CAPITAL BANK FINANCIAL CORPCL A COM1397941016,272285,721SH DFND1285,72100
CAPITAL CITY BK GROUP INC COMCOM13967410557148,472SH DFND148,47200
CAPITAL LEASE FUNDING INCCOM1402881013,422403,053SH DFND1403,05300
CAPITAL ONE FINL CORP COMCOM14040H105285,9844,161,391SH DFND14,159,81201,579
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210712113,431SH DFND113,43100
CAPITAL SOURCECOM14055X1029,951837,621SH DFND1837,2310390
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CAPITAL SR LIVING CORP COMCOM1404751042,505118,433SH DFND1118,43300
CAPITOL FED FINL COMCOM14057J1018,972721,772SH DFND1721,77200
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5065,779490,982SH DFND1487,12603,856
CAPSTONE TURBINE CORP COMCOM14067D1022,3111,958,811SH DFND11,958,81100
CARBO CERAMICS INC COMCOM1407811058,67287,499SH DFND187,49900
CARBONITE INCCOM14133710591961,287SH DFND161,28700
CARDICA INC -REDHCOM14141R1018867,546SH DFND167,54600
CARDINAL FINANCIAL CORPCOM14149F1092,080125,851SH DFND1125,85100
CARDINAL HEALTH INC COMCOM14149Y108126,8862,433,701SH DFND12,432,47901,222
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CARDIUM THERAPEUTICS INCCOM NEW1419163041614,568SH DFND114,56800
CARDTRONICS INCCOM14161H1087,673206,826SH DFND1206,82600
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CAREFUSION CORPCOM14170T10157,6331,562,233SH DFND11,561,9320301
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CARLISLE COS INC COMCOM14233910018,851268,195SH DFND1267,8920303
CARMAX GROUPCOM1431301023737,700SH DFND1 27,70000
CARMAX GROUPCOM14313010275,0021,547,779SH DFND11,547,0180761
CARMIKE CINEMAS INC COMCOM1434364002,302104,263SH DFND1104,26300
CARNIVAL CORPPAIRED CTF1436583001835,600SH DFND1 25,60000
CARNIVAL CORPPAIRED CTF14365830098,4273,016,257SH DFND13,014,88401,373
CARPENTER TECHNOLOGY CORP COMCOM14428510312,865221,385SH DFND1221,331054
CARRIAGE SVCS INC CL ACOM1439051071,39571,893SH DFND171,89300
CARRIZO OIL & CO INC COMCOM1445771036,155164,968SH DFND1164,96800
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CARTER HOLDINGSCOM14622910918,392242,356SH DFND1242,0890267
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CASCADE MICROTECH INCCOM14732210115016,673SH DFND116,67300
CASELLA WASTE SYS INC CL ACL A1474481041,070186,014SH DFND1186,01400
CASEYS GEN STORES INC COMCOM14752810313,330181,358SH DFND1181,35800
CASH AMER INTL INC COMCOM14754D1006,840151,069SH DFND1151,06900
CASS INFORMATION SYSTEMS INCCOM14808P1092,02537,937SH DFND137,93700
CASTLE A M & CO COMCOM1484111011,47291,415SH DFND191,41500
CATALYST PHARMACEUTICAL PARTCOM14888U101505165,418SH DFND1165,41800
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CATERPILLAR INC DEL COMCOM149123101378,1354,536,750SH DFND14,534,61502,135
CATERPILLAR INC DEL COMCOM1491231014425,300SH DFND1 25,30000
CATHAY BANCORP INC COMCOM1491501048,157349,025SH DFND1349,02500
CATO CORP NEW CL ACL A1492051064,339155,071SH DFND1155,07100
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CBL & ASSOC PPTYS INC COMCOM12483010016,370857,087SH DFND1857,08700
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CBOE HOLDINGS INCCOM12503M1081,28828,466SH DFND1 228,46600
CBRE GROUP INCCL A12504L10944,9771,944,977SH DFND11,944,5730404
CBS CORPCL B124857202212,9433,861,471SH DFND13,860,7790692
CBS CORPCL B1248572022324,200SH DFND1 24,20000
CDW CORPORATION OF DELEWARECOM12514G1083,293144,238SH DFND1144,23800
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CELADON GROUP INC COMCOM1508381002,917156,243SH DFND1156,24300
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CELGENE CORP COMCOM151020104447,1192,905,412SH DFND12,904,6330779
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CELLDEX THERAPEUTICS INCCOM15117B10314,765416,742SH DFND1416,74200
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CEMEX 3 1/4 03/16 REGNOTE 3.250% 3/1151290BB817,83314,000,000PRN DFND1 214,000,00000
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CEMIG SA -SPONS ADRSP ADR N-V PFD20440960128833,300SH DFND1 233,30000
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CENTENE CORP DEL COMCOM15135B10116,433256,920SH DFND1256,92000
CENTER BANCORP INC COMCOM15140810156039,353SH DFND139,35300
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CENTERSTATE BANKS OF FLORIDACOM15201P10994397,445SH DFND197,44500
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452021,705323,581SH DFND1323,4810100
CENTRAL GARDEN AND PET CO-ACL A NON-VTG1535272051,232179,921SH DFND1179,92100
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CENTURY ALUM CO COMCOM1564311082,102261,152SH DFND1261,15200
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210635710,702SH DFND110,70200
CENTURY CASINOS INCCOM15649210032957,587SH DFND157,58700
CENTURYTEL INC COMCOM156700106131,0474,177,215SH DFND14,174,51602,699
CENTURYTEL INC COMCOM1567001061514,800SH DFND1 24,80000
CENVEO INC COMCOM15670S105894303,155SH DFND1303,15500
CEPHEID COMCOM15670R10712,063308,994SH DFND1308,99400
CERES INCCOM1567731037449,491SH DFND149,49100
CERNER CORP COMCOM156782104109,9472,092,766SH DFND12,092,3920374
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CEVA INCCOM1572101051,61393,511SH DFND193,51100
CF INDUSTRIES HOLDINGS INCCOM12526910088,097417,961SH DFND1417,7760185
CFS BANCORP INC COMCOM12525D10217215,549SH DFND115,54900
CHAMBERS STREET PROPERTIESCOM15784210510,2421,166,563SH DFND11,166,56300
CHANGYOU.COM LTD - ADRADS REP CL A15911M107631,778SH DFND11,77800
CHANGYOU.COM LTD - ADRADS REP CL A15911M1071855,207SH DFND1 25,20700
CHANNELADVISOR CORPCOM1591791001,14331,199SH DFND131,19900
CHARLES & COLVARD LTD COMCOM15976510634549,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM1598641079,099196,686SH DFND1196,4310255
CHART INDUSTRIES INCCOM PAR $0.0116115Q30817,154139,416SH DFND1139,41600
CHARTER COMMUNICATIONS INCCL A NEW16117M30539,127290,380SH DFND1290,305075
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CHASE CORP COMCOM16150R10453918,341SH DFND118,34100
CHATHAM LODGING TRUSTCOM16208T1021,70695,495SH DFND195,49500
CHECK POINT SOFTWARE TECHNORDM224651041,67029,525SH DFND129,52500
CHECKPOINT SYS INC COMCOM1628251033,292197,127SH DFND1197,12700
CHEESECAKE FACTORY INC COMCOM1630721019,704220,805SH DFND1220,80500
CHEF'S WAREHOUSE HOLDINGS INCCOM1630861011,61870,035SH DFND170,03500
CHELSEA THERAPEUTICS INTCOM163428105911302,503SH DFND1302,50300
CHEMED CORPCOM16359R1037,967111,429SH DFND1111,42900
CHEMICAL FINL CORP COMCOM1637311023,810136,471SH DFND1136,47100
CHEMOCENTRYX INCCOM16383L10647986,214SH DFND186,21400
CHEMTURA CORPCOM NEW1638932099,819427,078SH DFND1427,06909
CHEMUNG FINANCIAL CORPCOM16402410148714,055SH DFND114,05500
CHENIERE ENERGY INC COMCOM NEW16411R20831,894934,336SH DFND1933,9600376
CHEROKEE INC DEL NEW COMCOM16444H10265750,468SH DFND150,46800
CHESAPEAKE ENERGY CORP COMCOM16516710791,5543,538,494SH DFND13,536,53801,956
CHESAPEAKE LODGING TRUSTSH BEN INT1652401025,270223,863SH DFND1223,86300
CHESAPEAKE UTILS CORP COMCOM1653031082,23442,567SH DFND142,56700
CHEVRON CORP COMCOM16676410024200SH DFND1 220000
CHEVRON CORP COMCOM1667641001,676,61713,802,705SH DFND113,796,69106,014
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010930,299447,081SH DFND1446,9560125
CHICOPEE BANCORP INCCOM16856510927415,541SH DFND115,54100
CHICOS FAS INC COMCOM16861510211,029661,989SH DFND1661,5020487
CHILDRENS PL RETAIL STORES COMCOM1689051077,029121,489SH DFND1121,3890100
CHIMERA INVESTMENT CORP-REDHCOM16934Q10914,4094,739,883SH DFND14,738,67601,207
CHIMERIX INCCOM16934W10676634,847SH DFND134,84700
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1095109,031SH DFND1 29,03100
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1092965,250SH DFND12,60002,650
CHINA YUCHAI INTERNATIONAL LTDCOMG2108210561225,739SH DFND1 225,73900
CHINDEX INTERNATIONAL INCCOM16946710786050,461SH DFND150,46100
CHIPOTLE MEXICAN GRILL -REDHCOM16965610591,362213,166SH DFND1213,131035
CHIQUITA BRANDS INTL INC COMCOM1700328093,109245,585SH DFND1245,58500
CHOICE HOTELS INTL INC COMCOM1699051066,010139,161SH DFND1138,5660595
CHRISTOPHER & BANKS CORP COMCOM1710461051,376190,849SH DFND1190,84900
CHUBB CORP COMCOM171232101156,6831,755,818SH DFND11,754,72801,090
CHURCH & DWIGHT INC COMCOM17134010236,500607,923SH DFND1606,56301,360
CHURCHILL DOWNS INC COMCOM1714841085,30561,313SH DFND161,31300
CHUY'S HOLDINGS INCCOM1716041012,50969,897SH DFND169,89700
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40746833,491SH DFND132,6910800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10247547,650SH DFND146,41601,234
CIBER INC COMCOM17163B102903273,581SH DFND1273,58100
CIENA CORP COMCOM NEW17177930911,606464,614SH DFND1464,4720142
CIFC DEERFIELD CORPCOM12547R10517922,647SH DFND122,64700
CIGNA CORP COMCOM125509109152,7331,987,658SH DFND11,987,3100348
CIGNA CORP COMCOM12550910946600SH DFND1 260000
CIMAREX ENERGY COCOM17179810135,100364,158SH DFND1363,8590299
CINCINNATI BELL INCCOM1718711062,419889,471SH DFND1889,47100
CINCINNATI FINL CORP COMCOM17206210150,1601,063,860SH DFND11,063,3740486
CINCINNATI FINL CORP COMCOM1720621019200SH DFND1 220000
CINEDIGM DIGITAL CINEMA CORPCOM1724071088858,892SH DFND158,89200
CINEMARK HOLDINGS INC -REDHCOM17243V10213,927438,775SH DFND1438,6340141
CINTAS CORP COMCOM17290810537,921740,831SH DFND1740,4110420
CINTAS CORP COMCOM1729081051482,900SH DFND1 22,90000
CIRCOR INTL INC COMCOM17273K1094,80877,323SH DFND177,32300
CIRRUS LOGIC INC COMCOM1727551008,098357,073SH DFND1357,07300
CIRRUS LOGIC INC COMCOM1727551001275,600SH DFND1 25,60000
CISCO SYS INC COMCOM17275R10230413,000SH DFND1 213,00000
CISCO SYS INC COMCOM17275R102917,32639,177,842SH DFND139,160,016017,826
CIT GROUP INCCOM NEW12558180143,170885,276SH DFND1885,27600
CITI TRENDS INCCOM17306X1021,21269,310SH DFND169,31000
CITIGROUP INC COMCOM NEW1729674241,053,46121,721,691SH DFND121,713,97707,714
CITIGROUP INC COMCOM NEW172967424681,400SH DFND1 21,40000
CITIZENS & NORTHERN CORPCOM1729221061,06253,266SH DFND153,26600
CITIZENS INC CL ACL A1747401001,349156,179SH DFND1156,17900
CITRIX SYS INC COMCOM17737610093,8821,329,898SH DFND11,329,3870511
CITY HLDG CO COMCOM1778351053,41879,055SH DFND179,05500
CITY NATL CORP COMCOM17856610513,380200,718SH DFND1200,71800
CLARCOR INC COMCOM17989510712,666228,084SH DFND1228,08400
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C40110775,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991014,055317,313SH DFND1317,31300
CLEAN HARBORS INC COMCOM18449610714,073239,904SH DFND1239,6480256
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,325161,525SH DFND1161,2760249
CLEARFIELD INCCOM18482P10358143,297SH DFND143,29700
CLEARSIGN COMBUSTION CORPCOM18506410217525,181SH DFND125,18100
CLEARWATER PAPER CORP - W/ICOM18538R1034,76799,796SH DFND199,79600
CLECO CORP NEW COMCOM12561W10512,897287,618SH DFND1287,61800
CLEVELAND BIOLABS INC -REDHCOM185860103208133,246SH DFND1133,24600
CLEVELAND CLIFFS INC COMCOM18683K10121,8841,067,674SH DFND11,067,1000574
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CLOROX CO DEL COMCOM18905410973,217896,188SH DFND1895,7450443
CLOUD PEAK ENERGY INCCOM18911Q1024,294292,725SH DFND1292,72500
CLOVIS ONCOLOGY INCCOM1894641005,90997,212SH DFND197,21200
CME GROUP INCCOM12572Q105163,5612,214,433SH DFND12,213,32501,108
CMS ENERGY CORP COMCOM12589610048,2061,831,995SH DFND11,831,3190676
CNA FINL CORP COMCOM1261171005,802151,974SH DFND1151,97400
CNB FINANCIAL CORP/PACOM12612810766639,052SH DFND139,05200
CNO FINANCIAL GROUP INCCOM12621E10313,829960,339SH DFND1960,0390300
CNOOC LTD SPONSORED ADRSPONSORED ADR1261321096333,137SH DFND1 23,13700
CNOOC LTD SPONSORED ADRSPONSORED ADR126132109192951SH DFND14000551
COACH INC COMCOM189754104107,0951,964,462SH DFND11,963,44601,016
COBALT INTERNATIONAL ENERGYCOM19075F10630,5201,227,819SH DFND11,227,81900
COBIZ INC COMCOM1908971081,870193,563SH DFND1193,56300
COCA COLA BOTTLING CO CONS COMCOM1910981021,50023,953SH DFND123,95300
COCA COLA CO COMCOM1912161001935,100SH DFND1 25,10000
COCA COLA CO COMCOM1912161001,025,19127,070,982SH DFND127,058,439012,543
COCA COLA ENTERPRISES INC COMCOM19122T10970,6861,758,339SH DFND11,757,3830956
COCA-COLA HBC AG - SPR ADRSPONSORED ADR1912231066,130205,220SH DFND1205,22000
CODEXIS INCCOM19200510617196,970SH DFND196,97000
COEUR D ALENE MINES CORP ID COMCOM NEW1921085045,302439,969SH DFND1439,96900
COGENT COMM GROUP INC COMCOM NEW19239V3027,245224,651SH DFND1224,65100
COGNEX CORP COMCOM19242210312,663403,796SH DFND1403,79600
COGNIZANT TECHNOLOGY SOLUTI CL ACL A192446102173,6402,115,004SH DFND12,114,6650339
COHEN & STEERS INCCOM19247A1002,94683,444SH DFND183,44400
COHEN & STEERS REIT & PFD FDCOM19247X1001,34386,597PRN DFND1 286,59700
COHERENT INC COMCOM1924791037,218117,460SH DFND1117,46000
COHU INC COMCOM19257610699691,331SH DFND191,33100
COLDWATER CREEK INC COMCOM NEW1930682029856,937SH DFND156,93700
COLE REAL ESTATE INVESTMENTCOM19329V10520,9541,709,162SH DFND11,709,16200
COLEMAN CABLE INCCOM19345930244020,862SH DFND1 220,86200
COLEMAN CABLE INCCOM19345930292543,824SH DFND143,82400
COLFAX CORPCOM19401410620,944370,761SH DFND1370,662099
COLGATE PALMOLIVE CO COMCOM194162103370,9736,257,455SH DFND16,254,34003,115
COLLECTORS UNIVERSE INC COMCOM NEW19421R20034223,317SH DFND123,31700
COLONIAL PPTYS TR COM SH BEN INTCOM SH BEN INT19587210610,145451,109SH DFND1451,10900
COLONY FINANCIAL INCCOM19624R1065,718286,208SH DFND1286,20800
COLUMBIA BKG SYS INC COMCOM1972361025,888238,361SH DFND1238,36100
COLUMBIA BKG SYS INC COMCOM1972361027302SH DFND1 230200
COLUMBIA LABS INC COMCOM NEW19777920035248,359SH DFND148,35900
COLUMBIA SPORTSWEAR CO COMCOM1985161064,47474,284SH DFND173,9840300
COLUMBUS MCKINNON CORP N Y COMCOM1993331052,421100,733SH DFND1100,73300
COMBIMATRIX CORPORATIONCOM NEW20009T3034013,866SH DFND113,86600
COMCAST CORP CL ACL A20030N101857,27018,991,446SH DFND118,982,45308,993
COMCAST CORP CL A SPLCL A SPL20030N2003,39078,474SH DFND178,47400
COMERICA INC COMCOM20034010750,2151,277,723SH DFND11,277,4230300
COMFORT SYS USA INC COMCOM1999081042,807167,012SH DFND1167,01200
COMFORT SYS USA INC COMCOM199908104794,696SH DFND1 24,69600
COMMERCE BANCSHARES INC COMCOM20052510315,811360,902SH DFND1360,90200
COMMERCIAL METALS CO COMCOM2017231039,031532,784SH DFND1532,4840300
COMMERCIAL VEHICLE GROUP INC COMCOM2026081051,263158,673SH DFND1158,67300
COMMONWEALTH REITCOM SH BEN INT20323310113,374610,407SH DFND1610,1330274
COMMUNICATIONS SYS INC COMCOM20390010531527,850SH DFND127,85000
COMMUNITY BK SYS INC COMCOM2036071066,726197,119SH DFND1197,11900
COMMUNITY HEALTH SYS INC NE COMCOM20366810817,299416,837SH DFND1416,6370200
COMMUNITY TR BANCORP INC COMCOM2041491082,83769,887SH DFND169,88700
COMMUNITYONE BANCORPCOM20416Q10837237,613SH DFND137,61300
COMMVAULT SYSTEMS INC -REDHCOM20416610220,329231,455SH DFND1231,45500
COMPASS MINERALS INTERNATIONALCOM20451N10110,872142,545SH DFND1142,507038
COMPUTER PROGRAMS & SYS INC COMCOM2053061033,53260,376SH DFND160,37600
COMPUTER SCIENCES CORP COMCOM2053631042094,045SH DFND1 24,04500
COMPUTER SCIENCES CORP COMCOM20536310453,2921,030,257SH DFND11,030,0860171
COMPUTER TASK GROUP INC COMCOM20547710298160,733SH DFND160,73300
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COMPUWARE CORP COMCOM20563810910,265916,476SH DFND1915,5340942
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COMSTOCK HOMEBUILDING COS-ACL A2056841038747,959SH DFND147,95900
COMSTOCK MINING INCCOM205750102399221,906SH DFND1221,90600
COMSTOCK RES INC COM NEWCOM NEW2057682033,041191,111SH DFND1191,11100
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CON-WAY INC COMCOM2059441019,964231,239SH DFND1231,1390100
CONAGRA FOODS INC COMCOM20588710289,3612,946,036SH DFND12,945,03601,000
CONAGRA FOODS INC COMCOM2058871021856,100SH DFND1 26,10000
CONATUS PHARMACEUTICALS INCCOM20600T10830730,517SH DFND130,51700
CONCHO RESOURCES INC -REDHCOM20605P10147,456436,198SH DFND1435,8600338
CONCUR TECHNOLOGIES INC COMCOM20670810922,103200,031SH DFND1199,978053
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CONMED CORP COMCOM20741010140511,915SH DFND1 211,91500
CONN'S INCCOM2082421075,692113,751SH DFND1113,75100
CONNECTICUT WTR SVC INC COMCOM2077971011,32041,039SH DFND140,7390300
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CONOCO PHILLIPS CO COMCOM20825C104606,4428,726,640SH DFND18,722,16504,475
CONSOL ENERGY INC COMCOM20854P10953,7241,596,954SH DFND11,596,2940660
CONSOLIDATED COMMUNICATIONSCOM2090341073,372195,591SH DFND1192,39403,197
CONSOLIDATED EDISON INC COMCOM209115104112,3952,038,880SH DFND12,037,86101,019
CONSOLIDATED GRAPHICS INC COMCOM2093411063,13855,975SH DFND155,97500
CONSOLIDATED GRAPHICS INC COMCOM20934110688515,793SH DFND1 215,79300
CONSOLIDATED TOMOKA LD CO COMCOM21022610666017,146SH DFND117,14600
CONSTANT CONTACT INCCOM2103131023,354141,592SH DFND1141,59200
CONSTELLATION BRANDS INC CL ACL A21036P10865,8561,147,594SH DFND11,147,3860208
CONSTELLATION BRANDS INC CL ACL A21036P1081382,400SH DFND1 22,40000
CONSUMER PORTFOLIO SVCS INC COMCOM210502100254,200SH DFND1 24,20000
CONSUMER PORTFOLIO SVCS INC COMCOM21050210032554,861SH DFND154,86100
CONTANGO OIL AND GAS COMPANYCOM NEW21075N2042,19659,747SH DFND159,74700
CONTINENTAL RESOURCES INCCOM21201510120,135187,747SH DFND1187,678069
CONTROL4 CORPCOM21240D10739622,869SH DFND122,86900
CONVERGYS CORP COMCOM2124851069,881526,989SH DFND1526,98900
COOPER COS INC COM NEWCOM NEW21664840226,250202,403SH DFND1202,2480155
COOPER TIRE & RUBR CO COMCOM216831107622,000SH DFND1 22,00000
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COPA HOLDINGS SACL AP310761051,1828,527SH DFND18,3890138
COPART INC COMCOM21720410615,473486,711SH DFND1486,5800131
CORCEPT THERAPEUTICS INC COMCOM218352102373234,818SH DFND1234,81800
CORE LABORATORIES N V COMCOMN2271710731,205184,439SH DFND1184,43900
CORE MARK HOLDING CO INCCOM2186811043,72256,017SH DFND156,01700
CORE MOLDING TECHNOLOGIES INCCOM21868310016717,440SH DFND117,44000
CORELOGIC INCCOM21871D10311,129411,417SH DFND1411,0340383
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CORINTHIAN COLLEGES INC COMCOM218868107807368,675SH DFND1368,67500
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CORNING INC COMCOM219350105322,200SH DFND1 22,20000
CORNING INC COMCOM219350105146,54810,047,025SH DFND110,041,50905,516
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CORPORATE EXECUTIVE BRD CO COMCOM21988R10210,499144,571SH DFND1144,4710100
CORPORATE OFFICE PPTYS TR SH BEN INTSH BEN INT22002T10810,508454,901SH DFND1454,8000101
CORPORATE RESOURCE SERVICESCOM22004Y1054718,900SH DFND118,90000
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40720,046580,206SH DFND1580,0770129
CORVEL CORP COMCOM2210061092,48367,175SH DFND167,17500
COSI INCCOM NEW22122P2008435,974SH DFND135,97400
COSTAR GROUP INC COMCOM22160N10922,627134,766SH DFND1134,6660100
COSTCO WHSL CORP NEW COMCOM22160K1051151,000SH DFND1 21,00000
COSTCO WHSL CORP NEW COMCOM22160K105364,0763,163,346SH DFND13,162,10401,242
COTY INCCOM CL A2220702034,343267,911SH DFND1267,91100
COURIER CORP COMCOM2226601028500SH DFND1 250000
COURIER CORP COMCOM22266010283152,505SH DFND152,50500
COUSINS PPTYS INC COMCOM22279510610,5141,021,737SH DFND11,021,73700
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COVANTA HOLDING CORPCOM22282E10212,055563,830SH DFND1563,4030427
COVENANT TRANS INC CL ACL A22284P10520632,484SH DFND132,48400
COVIDIEN LTDSHSG2554F113193,0723,169,059SH DFND13,167,53101,528
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CPI AEROSTRUCTURES INCCOM NEW12591930820517,716SH DFND117,71600
CRA INTERNATIONAL INCCOM12618T10585245,745SH DFND145,74500
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CRANE CO COMCOM22439910513,602220,557SH DFND1219,51801,039
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CRAWFORD & CO CL BCL B224633107323,300SH DFND1 23,30000
CRAWFORD & CO CL BCL B22463310790993,705SH DFND193,70500
CRAY INC COMCOM NEW2252233044,862201,981SH DFND1201,98100
CREDIT ACCEP CORP MICH COMCOM2253101016,82561,594SH DFND161,59400
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CROWN CASTLE INTL CORP COMCOM228227104148,1682,029,384SH DFND12,029,0510333
CROWN HOLDINGS INCCOM22836810624,101570,135SH DFND1569,9790156
CROWN MEDIA HLDGS INC CL ACL A228411104573186,165SH DFND1186,16500
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CRYOLIFE INC COMCOM228903100793113,242SH DFND1113,24200
CSG SYS INTL INC COMCOM1263491094,444177,422SH DFND1177,42200
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CSS INDS INC COMCOM1259061071,13647,306SH DFND147,30600
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CSX CORP COMCOM12640810310400SH DFND1 240000
CSX CORP COMCOM126408103179,5446,977,117SH DFND16,973,56903,548
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CTPARTNERS EXECUTIVE SEARCOM22945C1054810,922SH DFND110,92200
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1001,27821,875SH DFND121,87500
CTS CORP COMCOM1265011052,146136,058SH DFND1136,05800
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CUBIST PHARMACEUTICALS INC COMCOM22967810718,221286,725SH DFND1286,651074
CUI GLOBAL INCCOM NEW12657620619834,267SH DFND134,26700
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CULP INC COMCOM23021510557330,640SH DFND130,64000
CUMBERLAND PHARMACEUTICALSCOM23077010919442,776SH DFND142,77600
CUMMINS INC COMCOM231021106158,5991,193,949SH DFND11,193,3370612
CUMULUS MEDIA INC CL ACL A2310821081,782336,141SH DFND1336,14100
CURIS INC COMCOM2312691011,555348,645SH DFND1348,64500
CURTISS WRIGHT CORP COMCOM23156110111,319241,043SH DFND1241,04300
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CVENT INCCOM23247G10983423,722SH DFND123,72200
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CVR ENERGY INCCOM12662P1084,420114,742SH DFND1114,0340708
CVS CORP COMCOM126650100500,1018,814,507SH DFND18,810,01304,494
CVS CORP COMCOM1266501003015,300SH DFND1 25,30000
CYAN INCCOM23247W10440239,981SH DFND139,98100
CYBERONICS INC COMCOM23251P1027,142140,751SH DFND1140,75100
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L30630471,189SH DFND171,18900
CYNOSOSURE INC-CLASS ACL A2325772051,98787,124SH DFND187,12400
CYPRESS SEMICONDUCTOR CORP COMCOM2328061096,364681,336SH DFND1679,78601,550
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CYS INVESTMENTS INCCOM12673A1086,712825,543SH DFND1822,04303,500
CYTEC INDS INC COMCOM23282010012,652155,501SH DFND1155,427074
CYTOKINETICS INC COMCOM NEW23282W605919121,132SH DFND1121,13200
CYTORI THERAPEUTICS INCCOM23283K105626268,456SH DFND1268,45600
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D R HORTON INC COMCOM23331A1092100SH DFND1 210000
D R HORTON INC COMCOM23331A10937,9961,955,995SH DFND11,955,1730822
DAKTRONICS INC COMCOM2342641091,854165,668SH DFND1165,66800
DAKTRONICS INC COMCOM234264109746,599SH DFND1 26,59900
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DANAHER CORP DEL COMCOM235851102286,9274,140,214SH DFND14,137,94002,274
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DARDEN RESTAURANTS INC COMCOM23719410542,137910,496SH DFND1909,9990497
DARLING INTL INC COMCOM23726610111,185528,589SH DFND1528,58900
DATALINK CORP COMCOM2379341041,30896,761SH DFND196,76100
DATAWATCH CORP COM NEWCOM NEW23791720833311,937SH DFND111,93700
DAVITA INC COMCOM23918K10869,8101,227,187SH DFND11,226,9790208
DAWSON GEOPHYSICAL CO COMCOM23935910245213,929SH DFND1 213,92900
DAWSON GEOPHYSICAL CO COMCOM2393591021,19536,809SH DFND136,7090100
DCT INDUSTRIAL TRUST INCCOM23315310512,6511,759,483SH DFND11,759,48300
DEALERTRACK TECHNOLOGIES INCCOM2423091028,920208,226SH DFND1208,22600
DEAN FOODS CO NEW COMCOM NEW2423702037,725400,255SH DFND1399,9960259
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DEERE & CO COMCOM2441991052443,000SH DFND1 23,00000
DEERE & CO COMCOM244199105214,6412,637,861SH DFND12,636,40101,460
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771021,36967,857SH DFND167,85700
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DELPHI AUTOMOTIVE PLCSHSG27823106118,1112,022,274SH DFND12,021,9220352
DELTA AIR LINES INCCOM NEW247361702141,0835,981,745SH DFND15,978,30603,439
DELTA APPAREL INC COMCOM24736810331519,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810649622,458SH DFND122,45800
DELTIC TIMBER CORP COMCOM2478501003,31950,952SH DFND150,95200
DELUXE CORP COMCOM2480191011002,400SH DFND1 22,40000
DELUXE CORP COMCOM24801910110,569253,696SH DFND1253,69600
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DEMAND MEDIA INCCOM24802N10932851,900SH DFND1 251,90000
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DENBURY RES INC COM NEWCOM NEW247916208261,400SH DFND1 21,40000
DENBURY RES INC COM NEWCOM NEW24791620848,5022,635,155SH DFND12,634,2860869
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ETHAN ALLEN INTERIORS INC COMCOM2976021043,129112,270SH DFND1112,27000
EURONET WORLDWIDE INC COMCOM2987361098,672217,896SH DFND1217,89600
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EXPRESS SCRP INC COMCOM30219G108353,3815,721,428SH DFND15,719,93201,496
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EXTERRAN PARTNERS LPCOM UNITS30225N1052478,493SH DFND18,49300
EXTRA SPACE STORAGE INCCOM30225T10227,834608,388SH DFND1608,2630125
EXTREME NETWORKS INC COMCOM30226D1068416,100SH DFND1 216,10000
EXTREME NETWORKS INC COMCOM30226D1062,743525,466SH DFND1525,46600
EXXON MOBIL CORP COMCOM30231G1022,704,73931,443,586SH DFND131,430,094013,492
EXXON MOBIL CORP COMCOM30231G1023614,200SH DFND1 24,20000
EZCORP INCCL A NON VTG3023011064,359258,206SH DFND1258,20600
F M C CORP COM NEWCOM NEW30249130368,151950,468SH DFND1949,9150553
F5 NETWORKS INC COMCOM31561610247,557554,670SH DFND1554,3810289
FAB UNIVERSAL CORPCOM30277110041155,825SH DFND155,82500
FABRINETSHSG3323L1001,936114,940SH DFND1114,94000
FACEBOOK INC -ACL A30303M102352,8437,024,074SH DFND17,020,65203,422
FACTSET RESH SYS INC COMCOM30307510518,396168,616SH DFND1168,4660150
FAIR ISAAC INCCOM3032501049,100164,621SH DFND1164,62100
FAIRCHILD SEMICONDUCTOR INT CL ACOM3037261037,670552,208SH DFND1552,0510157
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603021,228128,558SH DFND1128,55800
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D1091,77369,385SH DFND169,38500
FALCONSTOR SOFTWARE INC COMCOM306137100193146,419SH DFND1146,41900
FAMILY DLR STORES INC COMCOM30700010948,210669,562SH DFND1669,4540108
FAMOUS DAVES AMER INC COMCOM30706810629818,472SH DFND118,47200
FARMER BROS CO COMCOM30767510840126,636SH DFND126,63600
FARMERS CAP BK CORP COMCOM30956210617800SH DFND1 280000
FARMERS CAP BK CORP COMCOM30956210653224,322SH DFND124,32200
FARMERS NATL BANC CORPCOM30962710738260,514SH DFND160,51400
FARO TECHNOLOGIES INCCOM3116421023,28978,002SH DFND178,00200
FASTENAL CO COMCOM31190010497,4151,939,096SH DFND11,938,3630733
FBL FINL GROUP INC CL ACL A30239F1063,01667,176SH DFND167,17600
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40030711,435SH DFND1 211,43500
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C4001,54557,627SH DFND157,62700
FEDERAL AGRIC MTG CORP CL CCL C3131483061,66849,981SH DFND149,98100
FEDERAL MOGUL CORPCOM3135494043,362200,227SH DFND1200,22700
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW31374720634,989344,922SH DFND1344,830092
FEDERAL SIGNAL CORP COMCOM3138551083,801295,335SH DFND1295,33500
FEDERATED DEPT STORES INC D COMCOM55616P104115,3752,667,081SH DFND12,665,23901,842
FEDERATED DEPT STORES INC D COMCOM55616P1044189,668SH DFND1 29,66800
FEDERATED INVS INC PA CL BCL B31421110310,944402,945SH DFND1402,6350310
FEDERATED NATIONAL HOLDING COCOM31422T10112913,531SH DFND113,53100
FEDEX CORP COMCOM31428X106243,5922,135,237SH DFND12,134,2810956
FEI CO COMCOM30241L10917,015193,793SH DFND1193,79300
FELCOR LODGING TR INC COMCOM31430F1014,471725,840SH DFND1725,84000
FEMALE HEALTH COMPANY COMCOM31446210284685,762SH DFND185,76200
FERRO CORP COMCOM3154051003,353368,104SH DFND1368,10400
FIBROCELL SCIENCE INCCOM NEW31572120917239,247SH DFND139,24700
FIDELITY NATIONAL FINL-ACL A31620R10523,833896,106SH DFND1895,4040702
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M10614300SH DFND1 230000
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M10695,7902,063,169SH DFND12,062,1940975
FIDELITY NATL CORP GA COMCOM31639410581953,386SH DFND153,38600
FIESTA RESTAURANT GROUP - W/ICOM31660B1013,68797,905SH DFND197,90500
FIFTH & PACIFIC CO INCCOM31664510013,032518,573SH DFND1518,3730200
FIFTH STREET FINANCE CORPCOM31678A10368366,405SH DFND161,26905,136
FIFTH THIRD BANCORP COMCOM316773100116,8096,476,612SH DFND16,473,23603,376
FIFTH THIRD BANCORP COMCOM31677310024013,300SH DFND1 213,30000
FINANCIAL ENGINES INCCOM31748510013,142221,098SH DFND1221,09800
FINANCIAL INSTNS INC COMCOM31758540499548,648SH DFND148,64800
FINISAR COMCOM NEW31787A5079,663427,021SH DFND1427,02100
FINISH LINE INC CL ACL A3179231006,445259,142SH DFND1259,109033
FIRST ACCEPTANCE CORPCOM3184571085028,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R1024165SH DFND1 216500
FIRST AMERICAN FINANCIAL - W/ICOM31847R10214,652601,720SH DFND1601,5200200
FIRST BANCORP INCCOM31866P10249829,661SH DFND129,66100
FIRST BANCORP N C COMCOM31891010685258,938SH DFND158,93800
FIRST BANCORP P R COMCOM NEW3186727064,426779,218SH DFND1779,21800
FIRST BANCORP P R COMCOM NEW31867270611019,300SH DFND1 219,30000
FIRST BUSEY CORP COMCOM3193831051,500287,881SH DFND1286,33101,550
FIRST CASH FINL SVCS INC COMCOM31942D1077,785134,340SH DFND1134,34000
FIRST CLOVER LEAF FINANCIALCOM31969M1059110,566SH DFND110,56600
FIRST CMNTY BANCSHARES INC COMCOM31983A1031,08966,586SH DFND166,58600
FIRST COMWLTH FINL CORP PA COMCOM3198291073,511462,544SH DFND1462,3940150
FIRST CONNECTICUT BANCORPCOM3198501031,03170,117SH DFND170,11700
FIRST CTZNS BANCSHARES INC CL ACL A31946M1037,10934,576SH DFND134,557019
FIRST CTZNS BANCSHARES INC CL ACL A31946M10363306SH DFND1 230600
FIRST DEFIANCE FINL CORP COMCOM32006W10682735,354SH DFND135,35400
FIRST FINANCIAL HOLDINGSCOM32023E1056,640120,378SH DFND1120,37800
FIRST FINANCIAL NORTHWESTCOM32022K10248046,040SH DFND146,04000
FIRST FINL BANCORP OH COMCOM3202091094,317284,586SH DFND1284,58600
FIRST FINL BANKSHARES COMCOM32020R1099,133155,265SH DFND1155,26500
FIRST FINL CORP IND COMCOM3202181001,45145,957SH DFND145,95700
FIRST HORIZON NATL CORP COMCOM32051710511,3741,034,978SH DFND11,034,7070271
FIRST INDUSTRIAL REALTY TRU COMCOM32054K1039,154562,659SH DFND1562,65900
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2012,35997,665SH DFND197,66500
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y201431,779SH DFND1 21,77900
FIRST LONG IS CORP COMCOM32073410692923,904SH DFND123,90400
FIRST MARBLEHEAD CORP/THECOM320771108254310,295SH DFND1310,29500
FIRST MERCHANTS CORP COMCOM3208171093,037175,273SH DFND1175,27300
FIRST MIDWEST BANCORP DEL COMCOM3208671045,521365,376SH DFND1365,37600
FIRST NIAGARA FINL GROUP IN COMCOM33582V10815,8461,528,079SH DFND11,527,5290550
FIRST POTOMAC REALTY TRUSTCOM33610F1094,197333,907SH DFND1333,90700
FIRST REPUBLIC BANK/SAN FRANCOM33616C10025,512547,165SH DFND1547,0340131
FIRST SECURITY GROUP INC/TNCOM NEW3363122025023,955SH DFND123,95500
FIRST SOLAR INCCOM33643310720,332505,723SH DFND1505,5040219
FIRST SOLAR INCCOM336433107882,200SH DFND1 22,20000
FIRST SOUTH BANCORP INC VA COMCOM33646W10025640,818SH DFND140,81800
FIRST TRUST/FIDAC MTG INC FDCOM SHS33734E10316610,782PRN DFND1 210,78200
FIRST UTD CORP COMCOM33741H10714918,113SH DFND118,11300
FIRSTBANK CORP/ALMA MICHCOM33761G10422511,571SH DFND111,57100
FIRSTENERGY CORP COMCOM337932107105,9122,906,424SH DFND12,904,98701,437
FIRSTMERIT CORP COMCOM33791510218,861868,771SH DFND1868,77100
FIRSTSERVICE CORPORATION-VTGSUB VTG SH33761N1092767,117SH DFND17,11700
FISERV INC COMCOM33773810892,701917,613SH DFND1917,4620151
FIVE BELOW, INCCOM33829M1019,125208,564SH DFND1208,56400
FIVE OAKS INVESTMENT CORPCOM33830W10636331,958SH DFND131,95800
FIVE STAR QUALITY CARE INC COMCOM33832D1061,679324,770SH DFND1324,77000
FLAGSTAR BANCORP INC COMCOM PAR .00133793070535924,340SH DFND1 224,34000
FLAGSTAR BANCORP INC COMCOM PAR .0013379307053,441233,117SH DFND1233,11700
FLEETCOR TECHNOLOGIES INCCOM33904110534,392312,197SH DFND1312,120077
FLEETMATICS GROUPCOMG355691052817,483SH DFND17,48300
FLEXSTEEL INDS INC COMCOM3393821031,67266,978SH DFND166,97800
FLEXTRONICS INTL LTD ORDORDY2573F10285494,349SH DFND194,34900
FLEXTRONICS INTL LTD ORDORDY2573F1021,410155,090SH DFND1 2155,09000
FLIR SYS INC COMCOM30244510131,5611,005,374SH DFND11,005,2140160
FLOTEK INDUSTRIES INCCOM3433891025,223227,075SH DFND1227,07500
FLOW INTL CORP COMCOM34346810412030,000SH DFND1 230,00000
FLOW INTL CORP COMCOM343468104783196,170SH DFND1196,17000
FLOWERS FOODS INC COMCOM34349810115,584726,863SH DFND1726,86300
FLOWSERVE CORP COMCOM34354P10560,007962,038SH DFND1961,5810457
FLUIDIGM CORPCOM34385P1082,290104,388SH DFND1104,38800
FLUOR CORP NEW COMCOM34341210280,4171,133,546SH DFND11,132,9630583
FLUSHING FINL CORP COMCOM3438731053,281177,811SH DFND1177,81100
FMC TECHNOLOGIES INC COMCOM30249U10190,6611,636,289SH DFND11,635,9840305
FNB CORP PA COMCOM3025201018,193675,410SH DFND1675,41000
FOOD TECHNOLOGY SERVICE INC COMCOM NEW3447982026011,431SH DFND111,43100
FOOT LOCKER INC COMCOM34484910423,882703,647SH DFND1703,3470300
FORBES ENERGY SERVICES LTDCOM34514310113128,044SH DFND128,04400
FORD MTR CO DELCOM PAR $0.01345370860475,26428,178,922SH DFND128,167,819011,103
FOREST CITY ENTERPRISES INC CL ACL A34555010712,371653,165SH DFND1652,9650200
FOREST LABS INC COMCOM34583810671,6061,673,853SH DFND11,673,5490304
FOREST LABS INC COMCOM34583810626600SH DFND1 260000
FOREST OIL CORP COM PAR $0.01COM PAR $0.01346091705315,000SH DFND1 25,00000
FOREST OIL CORP COM PAR $0.01COM PAR $0.013460917053,011493,636SH DFND1493,63600
FORESTAR REAL ESTATE GRP-W/ICOM3462331093,687171,237SH DFND1171,171066
FORMFACTOR INCCOM3463751081,648240,234SH DFND1240,23400
FORRESTER RESH INC COMCOM3465631092,36464,307SH DFND164,30700
FORTEGRA FINANCIAL CORPCOM34954W10423627,771SH DFND127,77100
FORTINET INC.COM34959E10912,227603,516SH DFND1603,3620154
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10628,755690,717SH DFND1690,5250192
FORUM ENERGY TECHNOLOGIES INCCOM34984V1005,016185,695SH DFND1185,69500
FORWARD AIR CORP COMCOM3498531016,216154,045SH DFND1154,04500
FORWARD INDUSTRIES INC-N YCOM NEW3498623003618,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10642,782368,134SH DFND1367,9260208
FOSTER L B CO COMCOM3500601092,32950,916SH DFND150,91600
FOSTER WHEELER LTD SHSCOMH2717810411,114421,949SH DFND1421,94900
FOX CHASE BANCORP INCCOM35137T1081,08462,281SH DFND162,28100
FOX FACTORY HOLDING CORPCOM35138V10298250,978SH DFND150,97800
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010659347,422SH DFND1 247,42200
FRANCE TELECOM SPONSORED ADRSPONSORED ADR684060106151,212SH DFND1001,212
FRANCESCAS HOLDINGS CORPCOM3517931043,772202,366SH DFND1202,36600
FRANKLIN COVEY CO COMCOM35346910983046,263SH DFND146,26300
FRANKLIN ELEC INC COMCOM3535141027,508190,557SH DFND1190,55700
FRANKLIN FINANCIAL CORP/VACOM35353C10297151,215SH DFND151,21500
FRANKLIN RES INC COMCOM354613101143,3282,836,088SH DFND12,834,72301,365
FRANKLIN RES INC COMCOM35461310156611,200SH DFND1 211,20000
FRANKLIN STREET PROPERTIES CCOM35471R1066,687524,898SH DFND1524,89800
FRANKLIN TEMPLETON LTD DURCOM35472T10131324,104PRN DFND1 224,10400
FRANKS INTERNATIONAL NVCOMN334621072086,962SH DFND16,96200
FREDS INC CL ACL A3561081002,694172,152SH DFND1172,15200
FREEPORT-MCMORAN COPPER & G CL BCOM35671D857244,4117,390,302SH DFND17,387,49502,807
FREEPORT-MCMORAN COPPER & G CL BCOM35671D8571,46944,400SH DFND1 244,40000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q1013,536212,395SH DFND1212,2720123
FREIGHTCAR AMERICA INCCOM3570231001,51473,203SH DFND173,20300
FREQUENCY ELECTRS INC COMCOM35801010616714,272SH DFND114,27200
FRESH DEL MONTE PRODUCE INC ORDORDG367381056,827230,022SH DFND1230,02200
FRESH MARKET INC/THECOM35804H1068,281175,036SH DFND1174,988048
FRIEDMAN INDUSTRIES INCCOM35843510517817,789SH DFND117,78900
FRISCHS RESTAURANTS INC COMCOM3587481012078,568SH DFND18,56800
FRONTIER COMMUNICATIONS CORPCOM35906A10829,8957,170,570SH DFND17,154,726015,844
FRONTLINE LTDSHSG3682E1275821,732SH DFND121,73200
FTI CONSULTING INC COMCOM3029411097,675203,040SH DFND1203,04000
FUEL SYSTEMS SOL INC COMCOM35952W1031,43973,200SH DFND173,20000
FUEL-TECH N.V.COM359523107557127,640SH DFND1127,64000
FUELCELL ENERGY INC COMCOM35952H1061,022792,451SH DFND1792,45100
FULL HOUSE RESORTS INCCOM3596781096824,413SH DFND124,41300
FULLER H B CO COMCOM3596941069,955220,283SH DFND1220,28300
FULTON FINL CORP PA COMCOM36027110010,049860,370SH DFND1860,1080262
FURIEX PHARMACEUTICALSCOM36106P1011,96444,646SH DFND144,630016
FURMANITE CORPCOM3610861011,685170,181SH DFND1170,18100
FUSION-IO INCCOM36112J1075,191387,642SH DFND1387,64200
FUTUREFUEL CORPCOM36116M1062,641147,050SH DFND1147,05000
FUTUREFUEL CORPCOM36116M10653529,814SH DFND1 229,81400
FX ENERGY INC COMCOM302695101982285,609SH DFND1285,60900
FXCM INC - ACOM CL A3026931063,703187,510SH DFND1187,51000
G & K SVCS INC CL ACL A3612681057,619126,165SH DFND1126,16500
G-III APPAREL GROUP LTD COMCOM36237H1013,98973,076SH DFND173,07600
GAIAM INC CL ACL A36268Q10325651,074SH DFND151,07400
GAIN CAPITAL HOLDINGS INCCOM36268W10083866,528SH DFND166,52800
GALECTIN THERAPEUTICS INCCOM NEW36322520244344,385SH DFND144,38500
GALENA BIOPHARMA INCCOM363256108985433,721SH DFND1433,72100
GALLAGHER ARTHUR J & CO COMCOM36357610923,960548,908SH DFND1548,5580350
GAMCO INVESTORS INC - ACOM3614381041,79923,696SH DFND123,69600
GAMESTOP CORP CL ACL A36467W10940,260811,084SH DFND1810,5540530
GAMESTOP CORP CL ACL A36467W10925500SH DFND1 250000
GANNETT INC COMCOM364730101291,100SH DFND1 21,10000
GANNETT INC COMCOM36473010142,5821,589,732SH DFND11,588,8940838
GAP INC DEL COMCOM3647601082055,100SH DFND1 25,10000
GAP INC DEL COMCOM36476010880,7452,005,088SH DFND12,003,98801,100
GARMIN LTD ORDSHSH2906T10940,079887,111SH DFND1886,1700941
GARTNER INC COMCOM36665110723,399389,979SH DFND1389,8340145
GAS NATURAL INCCOM36720410432932,257SH DFND132,25700
GASLOG LTDSHSG3758510918612,488SH DFND112,48800
GASTAR EXPLORATION LTDCOM NEW3672992031,072271,511SH DFND1271,51100
GATX CORP COMCOM3614481039,837207,006SH DFND1206,946060
GEEKNET INC.COM NEW36846Q20333419,862SH DFND119,86200
GENCO SHIPPING & TRADING LTDSHSY2685T107768195,419SH DFND1195,41900
GENCORP INC COMCOM3686821004,828301,166SH DFND1301,16600
GENERAC HOLDINGS INCCOM3687361042756,457SH DFND1 26,45700
GENERAC HOLDINGS INCCOM36873610417,053399,923SH DFND1399,92300
GENERAL CABLE CORP DEL NEW COMCOM3693001087,241228,077SH DFND1228,07700
GENERAL COMMUNICATION INC CL ACL A3693851091,424149,539SH DFND1149,53900
GENERAL DYNAMICS CORP COMCOM369550108207,9372,376,449SH DFND12,376,0920357
GENERAL ELEC CO COMCOM3696041031,738,65872,795,605SH DFND172,763,228032,377
GENERAL GROWTH PPTYS INC COMCOM37002310358,7483,045,784SH DFND13,044,8060978
GENERAL MLS INC COMCOM370334104211,6824,418,551SH DFND14,416,27102,280
GENERAL MLS INC COMCOM3703341042064,300SH DFND1 24,30000
GENERAL MOLY INCCOM370373102475288,073SH DFND1288,07300
GENERAL MOTORS COCOM37045V100239,7146,665,842SH DFND16,664,05301,789
GENESCO INC COMCOM3715321026,951105,992SH DFND1105,8920100
GENESEE & WYO INC CL ACL A37155910517,788191,328SH DFND1191,257071
GENIE ENERGY LTD - BCL B37228420889491,246SH DFND191,24600
GENMARK DIAGNOSTICS INCCOM3723091041,993164,017SH DFND1164,01700
GENOMIC HEALTH INCCOM37244C1012,54183,097SH DFND183,09700
GENPACT LTDSHSG3922B1079,437499,821SH DFND1499,82100
GENTEX CORP COMCOM3719011091,27449,782SH DFND1 249,78200
GENTEX CORP COMCOM37190110920,088784,994SH DFND1784,0270967
GENTHERM INCCOM37253A1033,259170,787SH DFND1170,78700
GENTIVA HEALTH SERVICES INC COMCOM37247A1022,016167,427SH DFND1167,42700
GENUINE PARTS CO COMCOM37246010588,3231,092,159SH DFND11,090,99801,161
GENVEC INCCOM NEW37246C3074031,476SH DFND131,47600
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10643,6943,416,835SH DFND13,416,83500
GEO GROUP INC/THECOM36159R10313,638410,166SH DFND1410,16600
GEOSPACE TECHNOLOGIES CORPCOM37364X1095,15861,188SH DFND161,18800
GERMAN AMERN BANCORP COMCOM3738651041,11144,034SH DFND144,03400
GERON CORP COMCOM3741631031,946580,900SH DFND1580,90000
GETTY RLTY CORP NEW COMCOM3742971092,900149,228SH DFND1149,22800
GEVO INCCOM374396109221114,968SH DFND1114,96800
GFI GROUP INCCOM3616522091,216307,730SH DFND1307,73000
GGSCOM37946S107290106,920SH DFND1106,92000
GIANT INTERACTIVE GROUP-ADRADR3745111031,396153,026SH DFND1 2153,02600
GIANT INTERACTIVE GROUP-ADRADR374511103293,126SH DFND1003,126
GIBRALTAR INDUSTRIES, INCCOM3746891072,410169,035SH DFND1169,03500
GIBRALTAR INDUSTRIES, INCCOM37468910738727,144SH DFND1 227,14400
GIGAMON INCCOM37518B1021,47438,152SH DFND138,15200
GIGOPTIX INCCOM37517Y1039169,718SH DFND169,71800
GILEAD SCIENCES INC COMCOM375558103697,18411,097,256SH DFND111,092,67504,581
GILEAD SCIENCES INC COMCOM37555810313200SH DFND1 220000
GLACIER BANCORP INC NEW COMCOM37637Q1058,509344,368SH DFND1344,36800
GLADSTONE CAPITAL CORP COMCOM3765351008910,172SH DFND18,81401,358
GLADSTONE COMMERCIAL CORPCOM3765361081,17965,653SH DFND165,65300
GLADSTONE INVESTMENT CORP/DECOM3765461077710,971SH DFND110,97100
GLADSTONE LAND CORPCOM37654910134923,055SH DFND123,05500
GLATFELTER COMCOM3773161045,800214,256SH DFND1214,25600
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1054488,929SH DFND17,68901,240
GLEACHER & CO INCCOM NEW37734120116411,955SH DFND111,95500
GLIMCHER RLTY TR SH BEN INTSH BEN INT3793021028,334854,778SH DFND1854,77800
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G10345025,677SH DFND125,67700
GLOBAL CASH ACCESS INCCOM3789671033,216411,780SH DFND1411,78000
GLOBAL EAGLE ACQUISITION CORPCOM37951D1021,634174,991SH DFND1174,99100
GLOBAL HIGH INCOME FUND INCCOM37933G10821721,093PRN DFND1 221,09300
GLOBAL INDEMNITY PLCSHSG393191011,48558,331SH DFND158,33100
GLOBAL PMTS INC COMCOM37940X10216,336319,818SH DFND1319,732086
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P3061,33266,251SH DFND166,25100
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P3061989,841SH DFND1 29,84100
GLOBAL SOURCES LIMITEDORDG3930010171996,873SH DFND196,87300
GLOBE SPECIALTY METALS INCCOM37954N2064,690304,330SH DFND1304,33000
GLOBECOMM SYSTEMS INC COMCOM37956X1031,909136,052SH DFND1136,05200
GLOBECOMM SYSTEMS INC COMCOM37956X103141,000SH DFND1 21,00000
GLOBUS MEDICAL INC- ACL A3795772084,514258,560SH DFND1258,56000
GLOWPOINT INCCOM NEW3798872019370,219SH DFND170,21900
GLU MOBILE INCCOM379890106927332,214SH DFND1332,21400
GNC HOLDINGS INC-CL ACOM CL A36191G10722,209406,536SH DFND1406,3890147
GOGO INCCOM38046C1091,19867,438SH DFND167,43800
GOLAR LNG LTDSHSG9456A10088123,384SH DFND123,327057
GOLD RESOURCES CORPCOM38068T1051,118168,700SH DFND1168,70000
GOLDEN MINERALS COMPANYCOM381119106177186,795SH DFND1186,79500
GOLDFIELD CORPCOM381370105176101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104476,1803,010,540SH DFND13,009,43701,103
GOLUB CAPITAL BDC INCCOM38173M10227916,092SH DFND116,09200
GOODRICH PETROLEUM CORPCOM NEW3824104052,998123,430SH DFND1123,43000
GOODYEAR TIRE & RUBR CO COMCOM38255010141,7551,860,206SH DFND11,859,4270779
GOOGLE INC-CL A COMCL A38259P5081,777,3622,029,646SH DFND12,028,9270719
GORDMANS STORES INCCOM38269P10046241,028SH DFND141,02800
GORMAN RUPP CO COMCOM3830821042,63265,593SH DFND165,59300
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1036,279262,387SH DFND1262,38700
GP STRATEGIES CORP COMCOM36225V1042,08379,453SH DFND179,45300
GPI 2 1/4 06/15/36FRNT 2.250% 6/1398905AE97,1155,390,000PRN DFND1 25,390,00000
GRACE W R & CO DEL NEW COMCOM38388F10827,571315,461SH DFND1315,375086
GRACO INC COMCOM38410910419,185259,053SH DFND1258,982071
GRAFTECH INTERNATIONAL LTDCOM3843131024,732560,051SH DFND1560,05100
GRAHAM CORPCOM3845561061,66546,081SH DFND146,08100
GRAINGER W W INC COMCOM384802104112,020428,142SH DFND1427,7520390
GRAMERCY PROPERTY TRUST INCCOM38489R1001,214292,460SH DFND1292,46000
GRAND CANYON EDUCATION-REDHCOM38526M1068,215203,936SH DFND1203,93600
GRANITE CONSTR INC COMCOM3873281076,084198,836SH DFND1198,83600
GRAPHIC PACKAGING HOLDING COCOM3886891019,5831,119,531SH DFND11,119,53100
GRAPHIC PACKAGING HOLDING COCOM38868910170582,377SH DFND1 282,37700
GRAY TELEVISION INC COMCOM3893751061,674213,254SH DFND1213,25400
GREAT LAKES DREDGE&DOCK CORPCOM3906071091,981266,969SH DFND1266,96900
GREAT PLAINS ENERGY INC COMCOM39116410014,644659,660SH DFND1659,66000
GREAT SOUTHN BANCORP INC COMCOM3909051071,02336,235SH DFND136,23500
GREATBATCH INCCOM39153L1064,057119,204SH DFND1119,20400
GREEN DOT CORP - CLASS ACL A39304D1023,102117,810SH DFND1117,81000
GREEN MTN COFFEE ROASTERSCOM39312210643,210573,680SH DFND1573,5120168
GREEN PLAINS RENEWABLE ENERGCOM393222104241,500SH DFND1 21,50000
GREEN PLAINS RENEWABLE ENERGCOM3932221042,096130,621SH DFND1130,62100
GREENBRIER COS INC COMCOM3936571012,533102,407SH DFND1102,40700
GREENHILL & CO INC COMCOM3952591045,712114,511SH DFND1114,51100
GREENHUNTER ENERGY INC-REDHCOM39530A1045145,224SH DFND145,22400
GREENLIGHT CAPITAL RECLASS AG4095J1093,769132,509SH DFND1132,50900
GREENWAY MEDICAL TECHNOLOGIESCOM39679B1031,17256,757SH DFND156,75700
GREIF INCCL A3976241076,668135,991SH DFND1135,6910300
GRIFFIN LAND & NURSERIESCL A3982311002588,022SH DFND18,02200
GRIFFON CORP COMCOM3984331022,425193,354SH DFND1193,35400
GRIFOLS SA-ADRSP ADR REP B NVT39843840854417,953SH DFND117,95300
GROUP 1 AUTOMOTIVE INC COMCOM3989051097,28693,793SH DFND193,79300
GROUPON INCCOM CL A39947310718,7261,670,485SH DFND11,670,0060479
GSE HOLDING INCCOM36191X1004622,078SH DFND122,07800
GSE SYSTEMS INCCOM36227K1065333,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C20531733,261SH DFND133,26100
GSI TECHNOLOGY INCCOM36241U10650271,447SH DFND171,44700
GT ADVANCED TECHNOLOGIES INCCOM36191U1065,238615,551SH DFND1615,55100
GTX INCCOM40052B108237117,852SH DFND1117,85200
GUARANTY BANCORPCOM NEW40075T60756040,872SH DFND140,87200
GUESS INC COMCOM4016171057,703258,052SH DFND1257,7830269
GUIDANCE SOFTWARE INCCOM40169210860366,535SH DFND166,53500
GUIDEWIRE SOFTWARE INCCOM40171V10012,050255,775SH DFND1255,77500
GULF ISLAND FABRICATION INC COMCOM4023071021,89677,376SH DFND177,37600
GULFMARK OFFSHORE INC COMCL A NEW4026292085,477107,619SH DFND1107,61900
GULFPORT ENERGY CORPCOM NEW40263530421,347331,792SH DFND1331,6710121
GYRODYNE CO OF AMERICA INCCOM4038201033084,110SH DFND14,11000
H&E EQUIPMENT SERVICES INCCOM4040301084,007150,849SH DFND1150,84900
HACKETT GROUP INC/THECOM4046091097710,800SH DFND1 210,80000
HACKETT GROUP INC/THECOM404609109943132,325SH DFND1132,32500
HAEMONETICS CORP COMCOM4050241009,113228,513SH DFND1228,51300
HAIN CELESTIAL GROUP INC COMCOM40521710016,490213,825SH DFND1213,82500
HALCON RESOURCES CORPCOM NEW40537Q2094,8621,097,626SH DFND11,097,62600
HALLADOR ENERGY COCOM40609P105669,000SH DFND1 29,00000
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HALLIBURTON CO COMCOM40621610119400SH DFND1 240000
HALLIBURTON CO COMCOM406216101288,9946,003,483SH DFND16,000,78702,696
HALLMARK FINL SERVICES INCCOM NEW40624Q20340745,911SH DFND145,91100
HALOZYME THERAPEUTICS INCCOM40637H1094,512408,684SH DFND1408,68400
HAMPTON ROADS BANKSHARES INCCOM NEW409321502570401,448SH DFND1401,44800
HANCOCK HLDG CO COMCOM41012010912,375394,369SH DFND1394,36900
HANDY & HARMAN LTDCOM4103151051,25252,430SH DFND152,43000
HANESBRANDS INCCOM41034510291714,718SH DFND1 214,71800
HANESBRANDS INCCOM41034510228,105451,057SH DFND1450,3970660
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F208381SH DFND1 28100
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2087,399219,172SH DFND1219,17200
HANMI FINL CORP COMCOM NEW4104952043,781228,163SH DFND1228,16300
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X10071662,768SH DFND162,76800
HANOVER INSURANCE GROUP INC/THCOM41086710510,569191,051SH DFND1190,7850266
HANSEN MEDICAL INCCOM411307101408227,749SH DFND1227,74900
HARBINGER GROUP INC.COM41146A1061,123108,307SH DFND1108,30700
HARDINGE INC COMCOM41232430379251,248SH DFND151,24800
HARLEY DAVIDSON INC COMCOM41282210899,6461,551,544SH DFND11,550,7870757
HARMAN INTL INDS INC COMCOM41308610931,481475,405SH DFND1474,8950510
HARMAN INTL INDS INC COMCOM4130861096039,100SH DFND1 29,10000
HARMONIC INC COMCOM4131601024,394571,345SH DFND1571,34500
HARRIS CORP DEL COMCOM41387510546,999792,742SH DFND1792,6130129
HARRIS CORP DEL COMCOM4138751051,14619,329SH DFND1 219,32900
HARRIS INTERACTIVE INC COMCOM41454910512562,648SH DFND162,64800
HARRIS TEETER SUPERMARKETS INCCOM41458510911,895241,812SH DFND1240,8620950
HARRIS TEETER SUPERMARKETS INCCOM4145851093447,000SH DFND1 27,00000
HARSCO CORP COMCOM4158641078,217329,985SH DFND1329,2810704
HARTE-HANKS INC COMCOM4161961031,869211,684SH DFND1211,68400
HARTFORD FINL SVCS GROUP IN COMCOM41651510498,0143,150,328SH DFND13,149,11301,215
HARVARD BIOSCIENCE INC COMCOM41690610546688,564SH DFND188,56400
HARVEST NATURAL RESOURCES INCCOM41754V103937175,097SH DFND1175,09700
HASBRO INC COMCOM41805610738,104808,525SH DFND1808,3540171
HASTINGS ENTERTAINMENT INCCOM4183651023815,004SH DFND115,00400
HATTERAS FINANCIAL CORPCOM41902R1038,455451,872SH DFND1449,28202,590
HAUPPAUGE DIGITAL INC COMCOM4191311071128,800SH DFND128,80000
HAVERTY FURNITURE INC COMCOM419596101863,500SH DFND1 23,50000
HAVERTY FURNITURE INC COMCOM4195961012,37796,891SH DFND196,89100
HAWAIIAN ELEC INDUSTRIES COMCOM41987010010,944436,016SH DFND1435,8030213
HAWAIIAN HOLDINGS INCCOM4198791012,225299,063SH DFND1299,06300
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,02538,552SH DFND138,55200
HAWKINS INCCOM42026110919500SH DFND1 250000
HAWKINS INCCOM4202611091,32935,206SH DFND135,20600
HAYNES INTERNATIONAL INCCOM NEW4208772012,57456,774SH DFND156,77400
HCA HOLDINGS INC.COM40412C10149,4201,156,168SH DFND11,155,8650303
HCC INS HLDGS INC COMCOM40413210219,972455,778SH DFND1455,4050373
HCI GROUP INCCOM40416E1032,36557,903SH DFND157,90300
HCI GROUP INCCOM40416E10394423,124SH DFND1 223,12400
HCN 6 1/2PFD PER CON I42217K60112,930225,700PRN DFND1 2225,70000
HCP INCCOM40414L10916400SH DFND1 240000
HCP INCCOM40414L109151,8693,709,463SH DFND13,708,44701,016
HD SUPPLY HOLDINGS INCCOM40416M1055,694259,160SH DFND1259,16000
HEADWATERS INC COMCOM42210P1023,206356,640SH DFND1356,5400100
HEALTH CARE REIT INC COMCOM42217K106145,6112,334,769SH DFND12,333,64701,122
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10622618,876SH DFND118,87600
HEALTH MGMT ASSOC INC NEW CL ACL A42193310213,9031,086,154SH DFND11,085,3610793
HEALTH NET INC COMCOM42222G10810,909344,140SH DFND1343,5470593
HEALTHCARE ACQUISITION CORPCOM71714G102366174,428SH DFND1174,42800
HEALTHCARE RLTY TR COMCOM42194610412,501540,925SH DFND1540,92500
HEALTHCARE SVCS GRP INC COMCOM4219061088,345323,962SH DFND1323,96200
HEALTHCARE TRUST OF AMERICACL A42225P1058,580815,549SH DFND1815,3660183
HEALTHSOUTH CORP COMCOM NEW42192430913,458390,300SH DFND1390,30000
HEALTHSTREAM INCCOM42222N1034,082107,759SH DFND1107,75900
HEALTHWAYS INCCOM4222451002,831152,918SH DFND1152,8180100
HEARTLAND EXPRESS INC COMCOM4223471044,401310,141SH DFND1310,14100
HEARTLAND FINANCIAL USA INCCOM42234Q1021,53655,143SH DFND155,14300
HEARTLAND PAYMENT SYSTEMS INCOM42235N1086,422161,680SH DFND1161,68000
HEARTWARE INTERNATIONAL INCCOM4223681004,51961,727SH DFND161,72700
HEAT BIOLOGICS INCCOM42237K10215012,034SH DFND112,03400
HECLA MNG CO COMCOM422704106165,000SH DFND1 25,00000
HECLA MNG CO COMCOM4227041064,8261,536,951SH DFND11,536,95100
HEICO CORP NEW COMCOM4228061097,631112,652SH DFND1112,65200
HEICO CORP-CL ACL A4228062086,674133,105SH DFND1133,10500
HEIDRICK & STRUGGLES INTL I COMCOM4228191021,51979,701SH DFND179,70100
HELEN OF TROY CORP LTD COMCOMG4388N1066,735152,377SH DFND1152,37700
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P10710,898429,565SH DFND1429,3650200
HELMERICH & PAYNE INC COMCOM42345210121300SH DFND1 230000
HELMERICH & PAYNE INC COMCOM42345210151,538747,648SH DFND1747,3400308
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10317614,949SH DFND114,94900
HEMISPHERX BIOPHARMA INC COMCOM42366C103133564,507SH DFND1564,50700
HENRY JACK & ASSOC INC COMCOM42628110123,175449,048SH DFND1448,9420106
HENRY JACK & ASSOC INC COMCOM4262811011,09421,200SH DFND1 221,20000
HERBALIFE LTDCOM USD SHSG4412G10125,676368,067SH DFND1367,7420325
HERCULES OFFSHORE INCCOM4270931098,4351,144,539SH DFND11,144,53900
HERCULES OFFSHORE INCCOM42709310913618,400SH DFND1 218,40000
HERCULES TECH GROWTH CAP INCCOM42709650846330,371SH DFND128,87101,500
HERITAGE COMMERCE CORP COMCOM42692710965986,154SH DFND186,15400
HERITAGE FINANCIAL GROUPCOM42726X10233219,067SH DFND119,06700
HERITAGE FINL CORP WASH COMCOM42722X10687956,608SH DFND156,60800
HERITAGE OAKS BANCORPCOM42724R10741063,995SH DFND163,99500
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10664535,804SH DFND135,80400
HERSHA HOSPITALITY TRUSTSH BEN INT A4278251045,7381,026,493SH DFND11,026,49300
HERSHEY CO/THECOM42786610897,7461,056,982SH DFND11,056,4240558
HERTZ GLOBAL HOLDINGS, INCCOM42805T10534,3231,549,105SH DFND11,548,1990906
HESKA CORP COMCOM RESTRC NEW42805E3069015,048SH DFND115,04800
HESS CORP COMCOM42809H1074495,800SH DFND1 25,80000
HESS CORP COMCOM42809H107154,4491,997,543SH DFND11,996,52701,016
HEWLETT PACKARD CO COMCOM42823610332115,299SH DFND1 215,29900
HEWLETT PACKARD CO COMCOM428236103287,30113,697,439SH DFND113,691,18806,251
HEXCEL CORP NEW COMCOM42829110816,391422,454SH DFND1422,2810173
HFF INC-CLASS ACL A40418F1083,570142,513SH DFND1142,51300
HHGREGG INC -REDHCOM42833L108814,500SH DFND1 24,50000
HHGREGG INC -REDHCOM42833L1081,29372,203SH DFND172,20300
HI-TECH PHARMACAL INC COMCOM42840B101862,000SH DFND1 22,00000
HI-TECH PHARMACAL INC COMCOM42840B1012,37254,971SH DFND154,97100
HIBBETT SPORTS INCCOM4285671016,517116,070SH DFND1116,07000
HICKORY TECH CORP COMCOM42906010655548,781SH DFND148,78100
HIGHER ONE HOLDINGS INCCOM42983D1041,018132,751SH DFND1132,75100
HIGHWOODS PPTYS INC COMCOM43128410817,548496,960SH DFND1496,96000
HILL INTERNATIONAL INCCOM43146610127984,673SH DFND184,67300
HILL-ROM HOLDINGS INCCOM4314751029,153255,443SH DFND1255,1170326
HILLENBRAND INC -SPNCOM4315711088,860323,721SH DFND1323,5210200
HILLSHIRE BRANDS CO/THECOM43258910915,388500,582SH DFND1498,68201,900
HILLTOP HOLDINGSCOM432748101285SH DFND1 28500
HILLTOP HOLDINGSCOM4327481016,113330,436SH DFND1330,43600
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10614414,399SH DFND114,39900
HINGHAM INSTITUTION FOR SVGSCOM4333231022233,183SH DFND13,18300
HITTITE MICROWAVE CORPCOM43365Y1048,891136,054SH DFND1136,05400
HMS HOLDINGS CORPCOM40425J1018,548397,408SH DFND1397,40800
HNI CORP COMCOM4042511007,657211,636SH DFND1210,23601,400
HOLLYFRONTIER CORPCOM43610610837,593892,831SH DFND1892,2370594
HOLLYFRONTIER CORPCOM4361061088181SH DFND1 218100
HOLLYWOOD MEDIA CORP COMCOM43623310012176,814SH DFND176,81400
HOLOGIC INC COMCOM43644010124,5541,189,211SH DFND11,188,6030608
HOME BANCORP INCCOM43689E10740222,244SH DFND122,24400
HOME BANCSHARES INCCOM4368932006,881226,557SH DFND1226,55700
HOME BANCSHARES INCCOM43689320024800SH DFND1 280000
HOME DEPOT INC COMCOM437076102776,12810,234,958SH DFND110,230,23404,724
HOME FEDERAL BANCORP INCCOM43710G10570255,832SH DFND155,83200
HOME LOAN SERVICING SOLUTIONORD SHSG6648D1099,709441,101SH DFND1441,10100
HOME PROPERTIES INCCOM43730610317,480302,687SH DFND1302,68700
HOMEAWAY INCCOM43739Q1007,840279,987SH DFND1279,921066
HOMESTREET INCCOM43785V1021,82094,316SH DFND194,31600
HOMETRUST BANCSHARES INCCOM4378721041,51091,526SH DFND191,52600
HONEYWELL INTL INC COMCOM438516106462,2225,567,608SH DFND15,566,05201,556
HOOKER FURNITURE CORPCOM43903810076951,421SH DFND151,42100
HOOPER HOLMES INC COMCOM43910410063134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410413011,625SH DFND111,62500
HORACE MANN EDUCATORS CORP COMCOM4403271046,613233,015SH DFND1233,01500
HORIZON BANCORP INDIANACOM44040710448820,897SH DFND120,89700
HORIZON PHARMA, INCCOM44047T109693205,086SH DFND1205,08600
HORMEL FOODS CORP COMCOM44045210040,413959,707SH DFND1959,1050602
HORNBECK OFFSHORE SERVICES COMCOM4405431068,137141,661SH DFND1141,66100
HORSEHEAD HOLDING CORPCOM4406943052,446196,334SH DFND1196,33400
HOSPIRA INC COMCOM44106010045,1751,152,112SH DFND11,151,6230489
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10221,074744,664SH DFND1744,4330231
HOST MARRIOTT CORP NEW COMCOM44107P10414800SH DFND1 280000
HOST MARRIOTT CORP NEW COMCOM44107P104107,2226,069,302SH DFND16,067,14202,160
HOUSTON AMERN ENERGY CORPCOM44183U10039135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10987965,284SH DFND165,28400
HOVNANIAN ENTERPRISES INC CL ACL A4424872032,611499,194SH DFND1499,0940100
HOWARD HUGHES CORPCOM44267D10715,519138,108SH DFND1138,061047
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062474,546SH DFND12,23702,309
HSN INCCOM4043031098,219153,291SH DFND1153,231060
HUB GROUP INC CL ACL A4433201066,421163,686SH DFND1163,68600
HUBBELL INC CL BCL B44351020123,844227,651SH DFND1227,562089
HUDSON CITY BANCORP COMCOM44368310723125,525SH DFND1 225,52500
HUDSON CITY BANCORP COMCOM44368310731,1493,442,676SH DFND13,441,57601,100
HUDSON GLOBAL INCCOM44378710629691,318SH DFND191,31800
HUDSON PACIFIC PROPERTIES INCCOM4440971094,184215,097SH DFND1215,09700
HUDSON TECHNOLOGIES INCCOM4441441098441,560SH DFND141,56000
HUDSON VALLEY HOLDING CORPCOM4441721001,22765,343SH DFND165,34300
HUMANA INC COMCOM444859102103,5101,109,345SH DFND11,108,8680477
HUNT J B TRANS SVCS INC COMCOM44565810728,683393,352SH DFND1393,2200132
HUNTINGTON BANCSHARES INC COMCOM44615010417821,600SH DFND1 221,60000
HUNTINGTON BANCSHARES INC COMCOM44615010449,7766,027,115SH DFND16,024,40102,714
HUNTINGTON INGALLS INDUST-WICOM44641310614,246211,369SH DFND1211,308061
HUNTSMAN CORPCOM44701110716,186785,339SH DFND1785,1180221
HURCO COMPANIES INCCOM44732410466425,672SH DFND125,67200
HURON CONSULTING GROUP INCCOM4474621025,448103,559SH DFND1103,55900
HUTCHINSON TECHNOLOGY INC COMCOM448407106468134,571SH DFND1134,57100
HYATT HOTELS CORP - CL ACOM CL A44857910210,637247,598SH DFND1247,536062
HYPERDYNAMICS CORPCOM NEW44895420640090,462SH DFND190,46200
HYPERION THERAPEUTICS INCCOM44915N10181831,302SH DFND131,30200
HYSTER-YALE MATERIALSCL A4491721057,42882,837SH DFND182,83700
IAC INTERACTIVECORPCOM PAR $.00144919P50818,664341,393SH DFND1341,1560237
IBERIABANK CORP COMCOM4508281087,641147,314SH DFND1147,31400
IBIO INCCOM45103310462142,667SH DFND1142,66700
ICAD INCCOM NEW44934S20612423,563SH DFND123,56300
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001011,38916,678SH DFND116,67800
ICF INTERNATIONAL INCCOM44925C10383623,614SH DFND1 223,61400
ICF INTERNATIONAL INCCOM44925C1033,08787,184SH DFND187,18400
ICG GROUP INCCOM44928D1082,386168,148SH DFND1168,14800
ICON PLCSHSG4705A1004049,873SH DFND19,87300
ICONIX BRAND GROUP INCCOM4510551078,764263,807SH DFND1263,80700
ICU MED INC COMCOM44930G10734500SH DFND1 250000
ICU MED INC COMCOM44930G1074,24962,547SH DFND162,54700
ID SYSTEMS INCCOM44948910325541,378SH DFND141,37800
IDACORP INC COMCOM45110710611,866245,160SH DFND1245,16000
IDENIX PHARMACEUTICALS INC COMCOM45166R2042,330447,207SH DFND1447,20700
IDENTIVE GROUP INCCOM45170X106163232,822SH DFND1232,82200
IDERA PHARMACEUTICALS INCCOM NEW45168K306294168,741SH DFND1168,74100
IDEX CORP COMCOM45167R10421,935336,163SH DFND1336,067096
IDEXX LABS INC COMCOM45168D10422,181222,591SH DFND1222,530061
IDT CORP CL BCL B NEW4489475071,802101,529SH DFND199,86201,667
IEC ELECTRS CORP NEW COMCOM44949L1056718,187SH DFND118,18700
IF BANCORP INCCOM44951J10523714,709SH DFND114,70900
IGATE CAPITAL CORP COMCOM45169U1054,109148,009SH DFND1148,00900
IGNITE RESTAURANT GROUP INCCOM45173010543427,980SH DFND127,98000
IGO INCCOM NEW4495932013611,605SH DFND111,60500
IHS INC-CLASS ACL A45173410729,742260,522SH DFND1260,447075
II VI INC COMCOM9021041084,714250,459SH DFND1250,45900
IKANOS COMMUNICATIONS INCCOM45173E105267214,983SH DFND1214,98300
ILLINOIS TOOL WKS INC COMCOM452308109215,0142,819,847SH DFND12,818,42401,423
ILLUMINA INC COMCOM45232710943,589539,339SH DFND1539,1980141
IMATION CORP COMCOM45245A107512124,760SH DFND1124,76000
IMMERSION CORP COMCOM4525211072,193166,292SH DFND1166,29200
IMMUNOGEN INC COMCOM45253H1016,947408,165SH DFND1408,16500
IMMUNOMEDICS INC COMCOM4529071082,039329,338SH DFND1329,33800
IMPAC MTG HLDGS INC COMCOM NEW45254P50824525,695SH DFND125,69500
IMPAX LABORATORIES INCCOM45256B1016,330308,607SH DFND1308,60700
IMPERIAL HOLDINGS INCCOM45283410448276,153SH DFND176,15300
IMPERVA INCCOM45321L1003,85591,752SH DFND191,75200
IMUNOCELLULAR THERAPEUTICSCOM452536105483188,084SH DFND1188,08400
INCONTACT INCCOM45336E1091,926232,932SH DFND1232,93200
INCYTE INCCOM45337C10222,772596,907SH DFND1596,7300177
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030744731,281SH DFND131,28100
INDEPENDENT BANK CORP MASS COMCOM4538361084,115115,274SH DFND1115,27400
INDEPENDENT BANK CORP MICH COMCOM NEW45383860965465,354SH DFND165,35400
INDEPENDENT BANK GROUP INCCOM45384B10659816,618SH DFND116,61800
INDUSTRIAL SVCS OF AMERICACOM4563141033015,676SH DFND115,67600
INFINERA CORP -REDHCOM45667G1036,245552,147SH DFND1552,14700
INFINITY PHARMACEUTICALS INC COMCOM45665G3033,439197,096SH DFND1197,09600
INFINITY PROPERTY & CASUALTYCOM45665Q1033,46453,622SH DFND153,62200
INFOBLOX INCCOM45672H1048,645206,717SH DFND1206,71700
INFORMATICA CORP COMCOM45666Q10218,210467,275SH DFND1467,0510224
INFORMATION SERVICES GROUPCOM45675Y10434483,152SH DFND183,15200
ING CLARION GLOBL RE INCM FDCOM12504G10010513,000PRN DFND1 213,00000
ING US INCCOM45685E1069,386321,328SH DFND1321,32800
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101123,8591,907,783SH DFND11,906,8790904
INGLES MKTS INC CL ACL A4570301041,95067,868SH DFND167,86800
INGRAM MICRO INC CL ACL A45715310415,214660,027SH DFND1659,7640263
INGREDION INCCOM4571871021131,713SH DFND1 21,71300
INGREDION INCCOM45718710224,372368,330SH DFND1368,0410289
INLAND REAL ESTATE CORPORATIONCOM NEW4574612004,969485,692SH DFND1485,69200
INNERWORKINGS INC -REDHCOM45773Y1051,626165,538SH DFND1165,53800
INNODATA ISOGEN CORPCOM NEW45764220519575,283SH DFND175,28300
INNOPHOS HOLDINGS INC -REDHCOM45774N1085,279100,011SH DFND1100,01100
INNOSPEC INCCOM45768S1056,397137,106SH DFND1137,10600
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10550363,137SH DFND163,13700
INOVIO PHARMACEUTICALS INCCOM45773H1021,420686,196SH DFND1686,19600
INPHI CORPCOM45772F1071,19588,975SH DFND188,97500
INSIGHT ENTERPRISES INC COMCOM45765U1034,281226,251SH DFND1226,25100
INSIGNIA SYS INC COMCOM45765Y1057728,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693072,556163,744SH DFND1163,74400
INSPERITY INCCOM45778Q10763716,954SH DFND1 216,95400
INSPERITY INCCOM45778Q1074,773126,943SH DFND1126,8430100
INSTEEL INDUSTRIES INC COMCOM45774W1081,30781,205SH DFND181,20500
INSTITUTIONAL FINANCIAL MARKETCOM45779L1075323,694SH DFND123,69400
INSULET CORP -REDHCOM45784P1018,849244,181SH DFND1244,18100
INSYS THERAPEUTICS INCCOM NEW45824V2091,31337,517SH DFND137,51700
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW4579852084,348108,037SH DFND1108,03700
INTEGRATED DEVICE TECHNOLOG COMCOM4581181066,496689,629SH DFND1689,2290400
INTEGRATED ELECTRICAL SVC COMCOM45811E30119447,668SH DFND147,66800
INTEGRATED SILICON SOLUTION COMCOM45812P1071,326121,788SH DFND1121,78800
INTEGRYS ENERGY GROUP INCCOM45822P10531,014555,050SH DFND1554,9500100
INTEL CORP COMCOM458140100832,84236,345,616SH DFND136,330,328015,288
INTEL CORP COMCOM4581401002259,800SH DFND1 29,80000
INTELIQUENT INCCOM45825N107990102,465SH DFND1 2102,46500
INTELIQUENT INCCOM45825N1072,641273,387SH DFND1273,38700
INTELLI-CHECK INC COMCOM45817G1021730,094SH DFND130,09400
INTELSAT SACOML5140P1012,07886,572SH DFND186,491081
INTER PARFUMS INC COMCOM4583341092,62487,490SH DFND187,49000
INTERACTIVE BROKERS GRPCOM45841N1073,483185,544SH DFND1185,4370107
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1094,54871,629SH DFND171,62900
INTERCEPT PHARMACEUTICALS INCCOM45845P1082,71939,389SH DFND139,38900
INTERCHANGE CORPCOM53954W10415378,770SH DFND178,77000
INTERCONTINENTALEXCHANGE INCCOM45865V10090,999501,718SH DFND1501,5980120
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW 1245857P4002448,358SH DFND1008,358
INTERDIGITAL INCCOM45867G1017,764207,974SH DFND1207,97400
INTERDIGITAL INCCOM45867G101259SH DFND1 25900
INTERFACE INC CL ACOM4586653045,246264,404SH DFND1264,40400
INTERMOLECULAR INCCOM45882D10936165,432SH DFND165,43200
INTERMUNE INC COMCOM45884X1035,862381,365SH DFND1381,36500
INTERNAP NETWORK SVCS CORP COMCOM PAR $.00145885A3001,635235,246SH DFND1235,24600
INTERNATIONAL BANCSHARES CO COMCOM4590441036,226287,828SH DFND1287,82800
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,357,8707,334,525SH DFND17,331,21203,313
INTERNATIONAL BUSINESS MACHINES INCCOM459200101111600SH DFND1 260000
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610146,098560,264SH DFND1559,9690295
INTERNATIONAL GAME TECHNOLO COMCOM4599021029500SH DFND1 250000
INTERNATIONAL GAME TECHNOLO COMCOM45990210237,4431,978,408SH DFND11,978,1090299
INTERNATIONAL RECTIFIER COR COMCOM4602541057,661309,302SH DFND1309,2020100
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW46032120196735,226SH DFND135,22600
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352013,694114,361SH DFND1114,36100
INTERPHASE CORP COMCOM46059310610222,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM46069010014800SH DFND1 280000
INTERPUBLIC GROUP COS INC COMCOM46069010050,5472,942,908SH DFND12,941,51301,395
INTERSECTIONS INCCOM460981301964109,926SH DFND1109,92600
INTERSIL CORP CL ACL A46069S1096,688595,507SH DFND1595,2070300
INTERVAL LEISURE GROUPCOM46113M1084,142175,276SH DFND1175,216060
INTERVEST BANCSHARES CORPCOM46092710650463,514SH DFND163,51400
INTERXON CORPCOM46122T1021,34356,702SH DFND156,70200
INTEST CORP COMCOM46114710014336,180SH DFND136,18000
INTEVAC INC COMCOM46114810846879,823SH DFND179,82300
INTL FCSTONE INCCOM46116V1051,30163,603SH DFND163,60300
INTL PAPER CO COMCOM460146103139,0913,105,477SH DFND13,104,07501,402
INTL PAPER CO COMCOM4601461031934,300SH DFND1 24,30000
INTRALINKS HOLDINGS INCCOM46118H1041,503170,820SH DFND1170,82000
INTREPID POTASH INCCOM46121Y1023,731237,969SH DFND1237,96900
INTUIT COMCOM461202103140,1042,113,383SH DFND12,112,4180965
INTUIT COMCOM4612021037100SH DFND1 210000
INTUITIVE SURGICAL INC COMCOM NEW46120E602104,354277,409SH DFND1277,358051
INTUITIVE SURGICAL INC COMCOM NEW46120E602188500SH DFND1 250000
INUVO INC.COM NEW46122W2045747,147SH DFND147,14700
INVACARE CORP COMCOM4612031012,807162,553SH DFND1162,55300
INVENSENSE INCOM46123D2054,030228,732SH DFND1228,73200
INVENTURE GROUP INCCOM46121210240238,261SH DFND138,26100
INVESCO BOND FUNDCOM46132L10760134,283PRN DFND1 234,28300
INVESCO MORTGAGE CAPITALCOM46131B1009,360608,216SH DFND1604,84203,374
INVESCO PLCSHSG491BT10898,1163,076,482SH DFND13,074,81701,665
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1053,216204,574SH DFND1204,57400
INVESTORS BANCORP INCCOM46146P1025,625257,091SH DFND1257,09100
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301033,864468,391SH DFND1468,39100
INVESTORS TITLE CO COMCOM4618041063234,307SH DFND14,30700
ION GEOPHYSICAL CORP COMCOM4620441083,058588,028SH DFND1588,02800
IPASS INCCOM46261V108337168,389SH DFND1168,38900
IPC THE HOSPITALIST CO-REDHCOM44984A1054,26283,560SH DFND183,56000
IPG PHOTONICS CORP -REDHCOM44980X1099,059160,872SH DFND1160,798074
IRC 5 11/15/29NOTE 5.000%11/1457461AC53,2333,000,000PRN DFND1 23,000,00000
IRIDIUM COMMUNICATIONS INCCOM46269C1021,885273,916SH DFND1273,91600
IROBOT CORPCOM4627261004,775126,752SH DFND1126,75200
IRON MTN INC PA COMCOM46284610632,0581,186,733SH DFND11,186,1420591
IRON MTN INC PA COMCOM4628461061,17843,600SH DFND1 243,60000
IRONWOOD PHARMACEUTICALSCOM CL A46333X1085,538467,321SH DFND1467,32100
ISHARES MSCI CANADAMSCI CDA ETF46428650946416,400PRN DFND116,40000
ISIS PHARMACEUTICALS INC COMCOM46433010920,384543,007SH DFND1542,8070200
ISLE OF CAPRI CASINOS INC COMCOM46459210473296,822SH DFND196,82200
ISORAY INCCOM46489V10470107,708SH DFND1107,70800
ISRAMCO INCCOM NEW4651414064013,233SH DFND13,23300
ISTAR FINL INC COMCOM45031U1014,548377,782SH DFND1377,78200
ITC HOLDINGS CORPCOM46568510520,588219,346SH DFND1219,262084
ITERIS INCCOM46564T1079853,480SH DFND153,48000
ITRON INC COMCOM4657411067,805182,236SH DFND1182,1360100
ITT EDUCATIONAL SERVICES IN COMCOM45068B1092,74688,591SH DFND188,4910100
ITT INDS INC IND COMCOM NEW45091120114,172394,217SH DFND1394,1100107
IVANHOE ENERGY INCCOM NEW4657903011315,969SH DFND115,96900
IXIA COMCOM45071R1094,553290,527SH DFND1290,52700
IXYS CORP COMCOM46600W1061100SH DFND1 210000
IXYS CORP COMCOM46600W1061,159120,111SH DFND1120,11100
J & J SNACK FOODS CORP COMCOM4660321096,98286,497SH DFND186,49700
J2 GLOBAL INCCOM48123V10210,522212,485SH DFND1212,2850200
JABIL CIRCUIT INC COMCOM46631310327,6851,277,192SH DFND11,276,5690623
JACK IN THE BOX INC COMCOM46636710910,519262,965SH DFND1262,96500
JACOBS ENGR GROUP INC DEL COMCOM46981410753,215914,890SH DFND1914,7410149
JACOBS ENGR GROUP INC DEL COMCOM46981410712200SH DFND1 220000
JAKKS PAC INC COMCOM47012E10639888,535SH DFND188,53500
JAMBA INCCOM NEW47023A3091,04077,698SH DFND177,69800
JAMES RIVER COAL COCOM NEW470355207367185,251SH DFND1185,25100
JANUS CAPITAL GROUP INCCOM47102X1055,703670,189SH DFND1669,7890400
JARDEN CORP COMCOM47110910823,186479,048SH DFND1478,9220126
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10466155,897SH DFND155,2950602
JAZZ PHARMACEUTICALS PLCSHS USDG5087110521,687235,803SH DFND1235,721082
JBLU6 3/4 10/15/39DBCV 6.750%10/1477143AF89,4506,492,000PRN DFND1 26,492,00000
JDS UNIPHASE CORP COMCOM PAR $0.00146612J50724,3741,657,266SH DFND11,655,17202,094
JETBLUE AIRWAYS CORPCOM4771431016,7291,010,404SH DFND11,010,40400
JIVE SOFTWARE INCCOM47760A1081,956156,502SH DFND1156,50200
JMP GROUP INCCOM46629U10739163,091SH DFND163,09100
JOE'S JEANS INCCOM47777N101183170,801SH DFND1170,80100
JOHN B. SANFILIPPO & SONCOM80042210763127,227SH DFND1 227,22700
JOHN B. SANFILIPPO & SONCOM80042210782635,634SH DFND135,63400
JOHN BEAN TECHNOLOGIES-SPNCOM4778391043,549142,658SH DFND1142,594064
JOHNSON & JOHNSON COMCOM4781601041,744,59820,129,474SH DFND120,120,71408,760
JOHNSON & JOHNSON COMCOM4781601046377,349SH DFND1 27,34900
JOHNSON CTLS INC COMCOM478366107196,0694,725,759SH DFND14,723,74302,016
JOHNSON OUTDOORS INC CL ACL A47916710848618,108SH DFND118,10800
JONES ENERGY INCCOM CL A48019R1081,01862,045SH DFND162,04500
JONES LANG LASALLE INC COMCOM48020Q10715,665179,440SH DFND1179,389051
JOS A BANK CLOTHIERS INC COMCOM4808381015,715130,010SH DFND1129,8230187
JOURNAL COMMUNICATIONS INC-ACL A4811301021,283150,069SH DFND1150,06900
JOY GLOBAL INC COMCOM48116510837,474734,383SH DFND1733,8750508
JP MORGAN CHASE & COCOM46625H1001,389,51326,888,296SH DFND126,878,85009,446
JP MORGAN CHASE & COCOM46625H1001,33125,746SH DFND1 225,74600
JUNIPER NETWORKS INC COMCOM48203R10470,5783,554,622SH DFND13,553,04401,578
K12 INCCOM48273U1023,949127,871SH DFND1127,87100
KADANT INC COMCOM48282T1042,97488,538SH DFND188,53800
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KANSAS CITY LIFE INS CO COMCOM48483610177317,478SH DFND117,47800
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KAYDON CORP COMCOM486587108712,000SH DFND1 22,00000
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KB HOME COMCOM48666K1096,276348,306SH DFND1348,2060100
KBR INCCOM48242W10619,887609,359SH DFND1609,1850174
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KCG HOLDINGSCL A48244B1003,524406,456SH DFND1406,45600
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KELLOGG CO COMCOM487836108103,1691,757,118SH DFND11,756,5180600
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KELLY SVCS INC CL ACL A4881522082,928150,410SH DFND1149,6100800
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KENNAMETAL INC COMCOM48917010014,180310,958SH DFND1310,867091
KENNEDY-WILSON HOLDINGS INCCOM4893981074,171224,744SH DFND1224,74400
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KEY ENERGY SVCS INC COMCOM4929141064,378600,607SH DFND1600,60700
KEY TECHNOLOGY INC COMCOM49314310117612,659SH DFND112,65900
KEY TRONIC CORPCOM49314410933732,780SH DFND132,78000
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KFORCE INC COMCOM4937321012,611147,577SH DFND1147,57700
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KINDRED HEALTHCARE INC COMCOM4945801033,537263,383SH DFND1263,38300
KIOR INC - CL ACL A497217109336119,075SH DFND1119,07500
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KULICKE & SOFFA INDS INC COMCOM5012421015,948515,006SH DFND1515,00600
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L-3 COMMUNICATIONS HLDGS IN COMCOM50242410462,719663,846SH DFND1663,7440102
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LA Z BOY INC COMCOM50533610714600SH DFND1 260000
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LACLEDE GROUP INC COMCOM5055971046,258139,067SH DFND1139,06700
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LAM RESEARCH CORP COMCOM51280710859,3231,159,155SH DFND11,158,9690186
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LATTICE SEMICONDUCTOR CORP COMCOM5184151042,455550,416SH DFND1550,41600
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LAWSON PRODS INC COMCOM52077610530329,344SH DFND129,34400
LAYNE CHRISTENSEN COMPANYCOM5210501041,87293,763SH DFND193,76300
LAZARD LTDSHS AG5405010269119,170SH DFND118,8740296
LCA-VISION INC COM NEWCOM PAR $.00150180330828378,631SH DFND178,63100
LCNB CORPORATIONCOM50181P10035918,347SH DFND118,34700
LEAP WIRELESS INTL INCCOM NEW5218633083,993252,872SH DFND1252,1220750
LEAP WIRELESS INTL INCCOM NEW521863308473,000SH DFND1 23,00000
LEAPFROG ENTERPRISES INC CL ACL A52186N1062,256239,440SH DFND1239,44000
LEAR CORPCOM NEW52186520430,642428,140SH DFND1428,0380102
LEARNING TREE INTL INC COMCOM5220151066917,653SH DFND117,65300
LEE ENTERPRISES INC COMCOM523768109372140,982SH DFND1140,98200
LEGACY RESERVES LPUNIT LP INT5247073042238,257SH DFND18,25700
LEGG MASON INC COMCOM52490110526,539793,822SH DFND1793,3950427
LEGGETT & PLATT INC COMCOM5246601079300SH DFND1 230000
LEGGETT & PLATT INC COMCOM52466010729,071964,454SH DFND1963,9880466
LEMAITRE VASCULAR INCCOM52555820116624,743SH DFND124,74300
LENDER PROCESSING SERVCS-SPNCOM52602E10211,838355,817SH DFND1355,4290388
LENNAR CORP COMCL A52605710440,4021,141,570SH DFND11,141,1810389
LENNOX INTL INC COMCOM52610710714,846197,259SH DFND1197,174085
LEUCADIA NATL CORP COMCOM52728810459,3222,178,281SH DFND12,177,9370344
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N30818,151680,154SH DFND1679,9630191
LEXICON GENETICS INC COMCOM5288721043,9191,653,786SH DFND11,653,78600
LEXINGTON CORP PPTYS TR COMCOM5290431019,429839,626SH DFND1839,62600
LEXMARK INTL NEW CL ACL A5297711078,559259,349SH DFND1259,1490200
LGL GROUP INC - WT 8/18*W EXP 08/06/20150186A116115,045SH DFND115,04500
LHC GROUP LLCCOM50187A1071,49863,856SH DFND163,85600
LIBBEY INC COMCOM5298981082,09888,216SH DFND188,21600
LIBERTY GLOBAL PLC - ASHS CL AG5480U104123,9751,562,513SH DFND11,562,0680445
LIBERTY GLOBAL PLC-CSHS CL CG5480U1201,96826,158SH DFND126,15800
LIBERTY MEDIA CORPCL A53122910268,709466,985SH DFND1466,8570128
LIBERTY MEDIA-INTERACTIVE A COMINT COM SER A53071M10452,7972,249,894SH DFND12,249,2790615
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LIFE PARTNERS HOLDINGS INCCOM53215T10615972,187SH DFND172,18700
LIFE TECHNOLOGIES CORPCOM53217V10990,8571,214,476SH DFND11,214,2860190
LIFE TECHNOLOGIES CORPCOM53217V1092243,000SH DFND1 23,00000
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LIFELOCK INCCOM53224V1005,922399,297SH DFND1399,29700
LIFEPOINT HOSPITALS INC COMCOM53219L1099,754209,179SH DFND1209,124055
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LIFEWAY FOODS INCCOM53191410932524,054SH DFND124,05400
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K5044,05593,696SH DFND193,69600
LIGHTBRIDGE CORPCOM53224K1044927,446SH DFND127,44600
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578051613,622SH DFND113,62200
LILLY ELI & CO COMCOM5324571082494,941SH DFND1 24,94100
LILLY ELI & CO COMCOM532457108357,8087,110,995SH DFND17,107,42803,567
LIME ENERGY COCOM NEW53261U2051734,480SH DFND134,48000
LIMELIGHT NETWORKS INC -REDHCOM53261M104443229,409SH DFND1229,40900
LIMONEIRA COCOM53274610484432,876SH DFND132,87600
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LINCOLN ELEC HLDGS INC COMCOM53390010625,282379,501SH DFND1378,5020999
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LINDSAY MFG CO COMCOM5355551066,95185,163SH DFND185,16300
LINEAR TECHNOLOGY CORP COMCOM53567810666,7421,683,243SH DFND11,682,3670876
LINKEDIN CORP - ACOM CL A53578A10893,564380,300SH DFND1380,1980102
LINN ENERGY LLC-UNITSUNIT LTD LIAB53602010091535,316SH DFND135,31600
LIONBRIDGE TECHNOLOGIES INC COMCOM536252109852231,017SH DFND1231,01700
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920364118,291SH DFND118,197094
LIPOSCIENCE INCCOM53630M1087515,054SH DFND115,05400
LIQUID HOLDINGS GROUP LLCCOM53633A10110615,012SH DFND115,01200
LIQUIDITY SERVICES, INC.COM53635B1073,728111,072SH DFND1111,07200
LITHIA MTRS INC CL ACL A5367971036,85193,900SH DFND193,90000
LITTELFUSE INC COMCOM5370081047,968101,863SH DFND1101,86300
LIVE NATIONCOM53803410911,872640,022SH DFND1639,8090213
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LKQ CORPCOM50188920841,2851,295,992SH DFND11,295,2540738
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LO-JACK CORP COMCOM53945110423974,536SH DFND174,53600
LOCKHEED MARTIN CORP COMCOM539830109244,8131,919,829SH DFND11,919,5220307
LOEWS CORP COMCOM54042410899,5942,131,368SH DFND12,130,9720396
LOGITECH INTERNATIONAL - REGSHSH5043023220923,648SH DFND123,64800
LOGMEIN INCCOM54142L1093,209103,344SH DFND1103,34400
LOOKSMART LTD COMCOM NEW5434425033244,306SH DFND144,30600
LORAL SPACE & COMMUNICATION COMCOM5438811065,13375,792SH DFND175,79200
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LOUISIANA PAC CORP COMCOM54634710513,947792,898SH DFND1792,6980200
LOWES COS INC COMCOM548661107357,1147,502,701SH DFND17,498,23404,467
LOWES COS INC COMCOM54866110714300SH DFND1 230000
LPATH INC - CLASS ACOM NEW54891030616629,731SH DFND129,73100
LPL INVESTMENT HOLDINGS INCCOM50212V10013,234345,442SH DFND1345,3200122
LRAD CORPCOM50213V109176121,112SH DFND1121,11200
LSB INDUSTRIES INCCOM5021601043,22196,060SH DFND196,06000
LSI INDS INC COMCOM50216C10873787,328SH DFND187,32800
LSI LOGIC CORP COMCOM50216110230,0883,848,464SH DFND13,847,10401,360
LTC PPTYS INC COMCOM5021751027,309192,456SH DFND1192,45600
LTX CORP COMCOM NEW5024032071,356206,073SH DFND1206,07300
LUBYS INC COMCOM54928210148267,145SH DFND167,14500
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LULULEMON ATHLETICA INCCOM55002110931,291428,172SH DFND1428,17200
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LUMINEX CORP DEL COMCOM55027E1023,562178,094SH DFND1178,09400
LUMOS NETWORKS CORPCOM5502831051,52870,499SH DFND170,49900
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LYDALL INC DEL COMCOM55081910657333,374SH DFND1 233,37400
LYDALL INC DEL COMCOM5508191061,07662,662SH DFND162,66200
LYONDELLBASELL INDU-CL ASHS - A -N537451001,66322,703SH DFND1 222,70300
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M & T BK CORP COMCOM55261F1041901,700SH DFND1 21,70000
M & T BK CORP COMCOM55261F104104,140930,697SH DFND1930,3960301
M D C HLDGS INC COMCOM5526761084,963165,365SH DFND1165,2650100
M SMUCKER CO/THE-NEW COMCOM NEW83269640521200SH DFND1 220000
M SMUCKER CO/THE-NEW COMCOM NEW83269640580,994771,253SH DFND1770,3790874
M/I HOMES INCCOM55305B1012,208107,099SH DFND1107,09900
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y10097357,167SH DFND157,16700
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MACATAWA BK CORP COMCOM55422510252397,246SH DFND197,24600
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MACERICH CO COMCOM55438210165,5961,162,468SH DFND11,162,1610307
MACK CALI RLTY CORP COMCOM55448910410,140462,163SH DFND1462,0610102
MADDEN STEVEN LTD COMCOM55626910810,338192,042SH DFND1192,04200
MADISON COUNTY FINANCIAL INCCOM55677710028216,223SH DFND116,22300
MADISON SQUARE GAR INC-A-W/ICL A55826P10015,612268,841SH DFND1268,769072
MAGELLAN HEALTH SVCS INCCOM NEW5590792079,821163,795SH DFND1163,79500
MAGELLAN PETROLEUM CORPCOM559091301155150,074SH DFND1150,07400
MAGICJACK VOCALTEC LTDSHSM6787E10114210,997SH DFND110,99700
MAGNA INTL INC CL ACOM55922240133400SH DFND100400
MAGNA INTL INC CL ACOM5592224011,53318,590SH DFND1 218,59000
MAGNUM HUNTER RESOURCES CORPCOM55973B1024,265691,294SH DFND1691,29400
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MAIDENFORM BRANDS INCCOM5603051042,618111,444SH DFND1111,44400
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MAINSOURCE FINANCIAL GP INC COMCOM56062Y1021,17877,573SH DFND177,57300
MAJESCO ENTERTAINMENT COCOM NEW560690208107195,223SH DFND1195,22300
MAKO SURGICAL CORP-REDHCOM560879108301,000SH DFND1 21,00000
MAKO SURGICAL CORP-REDHCOM5608791085,896199,803SH DFND1199,80300
MALLINCKRODT PLC SHSG5785G10710,937248,064SH DFND1247,9390125
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MANHATTAN ASSOCS INC COMCOM56275010911,337118,770SH DFND1118,77000
MANITEX INTERNATIONAL INCCOM56342010850546,237SH DFND146,23700
MANITOWOC INC COMCOM56357110810,708546,888SH DFND1546,6880200
MANNING & NAPIER INCCL A56382Q1021,25275,050SH DFND1 275,05000
MANNING & NAPIER INCCL A56382Q10287752,586SH DFND152,58600
MANNKIND CORP COMCOM56400P2014,367766,139SH DFND1766,13900
MANPOWER INC COMCOM56418H10025,111345,260SH DFND1344,9730287
MANTECH INTL CORP CL ACL A5645631043,130108,831SH DFND1108,83100
MARATHON OIL CORP COMCOM56584910631900SH DFND1 290000
MARATHON OIL CORP COMCOM565849106170,1594,879,669SH DFND14,876,94302,726
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MARATHON PETROLEUM CORP - W/ICOM56585A10283813,030SH DFND1 213,03000
MARCHEX INC-CLASS BCL B56624R10871698,384SH DFND198,38400
MARCUS CORP COMCOM5663301061,25886,599SH DFND186,0490550
MARIN SOFTWARE INCCOM56804T10642834,078SH DFND134,07800
MARINE PRODS CORP COMCOM56842710834838,282SH DFND138,28200
MARINEMAX INC COMCOM5679081081,17896,544SH DFND196,54400
MARKEL CORP COMCOM57053510429,88057,709SH DFND157,693016
MARKET VECTORS AGRIBUSINESSAGRIBUS ETF57060U6054067,900PRN DFND17,90000
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MARKETO INCCOM57063L1072,61381,971SH DFND181,97100
MARLIN BUSINESS SERVICES INCCOM5711571061,91176,550SH DFND176,55000
MARRIOTT INTL INC NEW CL ACL A5719032028200SH DFND1 220000
MARRIOTT INTL INC NEW CL ACL A57190320267,0231,593,899SH DFND11,593,6300269
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MARSH & MCLENNAN COS INC COMCOM571748102163,9733,766,139SH DFND13,764,52001,619
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MARTHA STEWART LIVING OMNIM CL ACL A573083102258112,173SH DFND1112,17300
MARTIN MARIETTA MATLS INC COMCOM57328410618,257185,997SH DFND1185,8740123
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10522,3651,945,043SH DFND11,944,1430900
MASCO CORP COMCOM57459910652,2792,457,303SH DFND12,456,09301,210
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MAST THERAPEUTICS INCCOM57631410884192,325SH DFND1192,32500
MASTEC INC COMCOM5763231097,779256,722SH DFND1256,72200
MASTERCARD INCCL A57636Q104499,342742,390SH DFND1741,9550435
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MATERIAL SCIENCES CORP COMCOM57667410528129,945SH DFND129,94500
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MATRIX SERVICE COCOM5768531052,914148,506SH DFND1148,50600
MATSON INCCOM57686G1058,034306,278SH DFND1306,27800
MATSON INCCOM57686G10551719,708SH DFND1 219,70800
MATTEL INC COMCOM57708110229700SH DFND1 270000
MATTEL INC COMCOM577081102103,5912,475,322SH DFND12,474,18301,139
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MATTHEWS INTL CORP CL ACL A5771281014,949129,964SH DFND1129,96400
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MATTSON TECHNOLOGY INC COMCOM577223100597249,639SH DFND1249,63900
MAUI LD & PINEAPPLE INC COMCOM57734510119949,253SH DFND149,25300
MAXIM INTEGRATED PRODS INC COMCOM57772K10140,2231,349,928SH DFND11,348,9940934
MAXIMUS INC COMCOM57793310415,229338,118SH DFND1338,11800
MAXLINEAR INC-CLASS ACL A57776J10076392,009SH DFND192,00900
MAXWELL TECHNOLOGIES INC COMCOM5777671061,371150,967SH DFND1150,96700
MB FINANCIAL INC NEW COMCOM55264U1089,838348,384SH DFND1348,38400
MBIA INC COMCOM55262C1005,964582,970SH DFND1582,5410429
MBT FINANCIAL CORPCOM5788771025614,541SH DFND114,54100
MCCLATCHY CO CL ACL A579489105751250,358SH DFND1250,35800
MCCORMICK & CO INC COM NON VTGCOM NON VTG57978020660,471934,855SH DFND1934,5030352
MCDERMOTT INTL INC COMCOM5800371097,340987,824SH DFND1987,5520272
MCDONALDS CORP COMCOM580135101682,8507,099,255SH DFND17,095,95603,299
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MCEWEN MINING INCCOM58039P1072,5721,071,650SH DFND11,071,65000
MCG CAPITAL CORP COMCOM58047P10746091,316SH DFND183,55407,762
MCG CAPITAL CORP COMCOM58047P107884175,338SH DFND1 2175,33800
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MCGRAW HILL COS INC COMCOM580645109128,9431,966,380SH DFND11,965,37101,009
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MCHP 2 1/8 12/15/37SDCV 2.125%12/1595017AB015,66910,000,000PRN DFND1 210,000,00000
MCKESSON CORP COMCOM58155Q103203,9591,590,112SH DFND11,589,8070305
MDC PARTNERS INCCL A SUB VTG55269710443715,626SH DFND115,62600
MDU RES GROUP INC COMCOM55269010922,291797,036SH DFND1796,7360300
MEAD JOHNSON NUTRITIONCOM58283910652700SH DFND1 270000
MEAD JOHNSON NUTRITIONCOM582839106103,8001,398,156SH DFND11,397,6690487
MEADOWBROOK INS GROUP INC COMCOM58319P1081,343206,608SH DFND1206,60800
MEADWESTVACO CORP COMCOM58333410747,5851,240,149SH DFND11,238,24601,903
MEASUREMENT SPECIALTIES INC COMCOM5834211023,91772,222SH DFND172,22200
MEDALLION FINL CORP COMCOM5839281061,00467,472SH DFND167,47200
MEDASSETS INC-REDHCOM5840451086,723264,480SH DFND1264,48000
MEDGENICSCOM NEW58436Q20330238,684SH DFND138,68400
MEDIA GEN INC CL ACL A5844041071,590111,519SH DFND1111,51900
MEDICAL ACTION INDS INC COMCOM58449L10042463,788SH DFND163,78800
MEDICAL ACTION INDS INC COMCOM58449L10015623,507SH DFND1 223,50700
MEDICAL PROPERTIES TRUST INCCOM58463J3049,161752,727SH DFND1752,72700
MEDICINES CO COMCOM58468810510,262306,158SH DFND1306,15800
MEDICINOVA INCCOM NEW58468P20612047,646SH DFND147,64600
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MEDIFAST INCCOM58470H1012,07477,138SH DFND177,13800
MEDIVATION INCCOM58501N10119,172319,860SH DFND1319,774086
MEDLEY CAPITAL CORPCOM58503F10631322,704SH DFND119,20403,500
MEDNAX INC.COM58502B10621,516214,304SH DFND1214,246058
MEDTRONIC INC COMCOM5850551061,52028,540SH DFND1 228,54000
MEDTRONIC INC COMCOM585055106380,7677,152,318SH DFND17,148,65303,665
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MEI PHARMA INCCOM NEW55279B20214212,543SH DFND112,54300
MELA SCIENCES INCCOM55277R100117161,406SH DFND1161,40600
MELCO PBL ENTERTAINMENT-ADRADR58546410086527,190SH DFND127,19000
MELCO PBL ENTERTAINMENT-ADRADR5854641002999,400SH DFND1 29,40000
MELLANOX TECH LTDSHSM513631132426,372SH DFND16,37200
MENS WEARHOUSE INC COMCOM5871181009,685284,445SH DFND1284,3450100
MENTOR GRAPHICS CORP COMCOM58720010610,794461,872SH DFND1461,87200
MERCADOLIBRE INCCOM58733R1028926,609SH DFND16,60900
MERCANTILE BANK CORPCOM58737610461428,212SH DFND128,21200
MERCER INTL INC SH BEN INTCOM58805610117825,053SH DFND125,05300
MERCHANTS BANCSHARES COMCOM5884481001,31245,303SH DFND145,30300
MERCK & CO INC COMCOM58933Y105994,68620,897,569SH DFND120,887,62209,947
MERCK & CO INC COMCOM58933Y105861,800SH DFND1 21,80000
MERCURY COMPUTER SYS COMCOM5893781081,315131,618SH DFND1131,61800
MERCURY GENL CORP NEW COMCOM5894001007,611157,537SH DFND1156,7370800
MEREDITH CORP COMCOM5894331017,443156,290SH DFND1156,1900100
MERGE HEALTHCARE INCCOM589499102720275,770SH DFND1275,77000
MERIDIAN BIOSCIENCE INC COMCOM5895841014,482189,510SH DFND1189,51000
MERIDIAN INTERSTATE BANCORPCOM58964Q10475434,625SH DFND134,62500
MERIT MED SYS INC COMCOM5898891042,171179,001SH DFND1179,00100
MERITAGE HOMES CORP COMCOM59001A1026,996162,888SH DFND1162,7880100
MERITOR INC COMCOM59001K1003,286418,094SH DFND1418,09400
MERRIMACK PHARMACEUTICALS INCCOM5903281001,628428,460SH DFND1428,46000
MERU NETWORKS INCCOM59047Q10322869,795SH DFND169,79500
MESA LABS INC COMCOM59064R10971810,619SH DFND110,61900
META FINANCIAL GROUP INCCOM59100U10864416,953SH DFND116,95300
METABOLIX INCCOM591018809164130,465SH DFND1130,46500
METALICO INCCOM591176102207147,784SH DFND1147,78400
METHANEX CORP COMCOM59151K10874114,443SH DFND114,44300
METHODE ELECTRS INC CL ACOM5915202004,948176,703SH DFND1176,70300
METLIFE INC COMCOM59156R108371,9617,924,355SH DFND17,922,27502,080
METLIFE INC COMCOM59156R1081643,500SH DFND1 23,50000
METRO BANCORP INCCOM59161R1011,30562,099SH DFND162,09900
METROCORP BANCSHARES INCCOM591650106231,700SH DFND1 21,70000
METROCORP BANCSHARES INCCOM59165010688964,597SH DFND164,59700
METTLER TOLEDO INTERNATIONA COMCOM59268810528,897120,360SH DFND1120,325035
MFA MORTGAGE INVESTMENTS INCCOM55272X10214,1151,894,681SH DFND11,886,85407,827
MFRI INCCOM55272110216514,425SH DFND114,42500
MFS CHARTER INCOME TRSH BEN INT5527271092,403268,492PRN DFND1 2268,49200
MFS INTERM INCOME SBISH BEN INT55273C10711922,500PRN DFND1 222,50000
MFS MULTIMARKET INCOME TRSH BEN INT55273710839659,928PRN DFND1 259,92800
MGE ENERGY INCCOM55277P1046,215113,934SH DFND1113,93400
MGIC INVT CORP WIS COMCOM55284810310,7711,479,600SH DFND11,479,4000200
MGM MIRAGE COMCOM55295310128,7491,406,700SH DFND11,406,2760424
MGP INGREDIENTS INCCOM55303J10615028,598SH DFND128,59800
MICHAEL KORS HOLDINGS LTDSHSG6075410155,335742,669SH DFND1742,4420227
MICREL INC COMCOM5947931011,913210,013SH DFND1210,01300
MICROCHIP TECHNOLOGY INC COMCOM59501710456,7841,409,717SH DFND11,409,0860631
MICROFINANCIAL INC COMCOM59507210917522,194SH DFND122,19400
MICRON TECHNOLOGY INC COMCOM59511210372841,700SH DFND1 241,70000
MICRON TECHNOLOGY INC COMCOM595112103130,7737,487,352SH DFND17,484,38702,965
MICRONET ENERTEC TECHNOLOGIESCOM5951171026211,589SH DFND111,58900
MICROS SYS INC COMCOM59490110016,418328,749SH DFND1328,5180231
MICROSEMI CORP COMCOM59513710010,471431,801SH DFND1431,80100
MICROSOFT CORP COMCOM5949181041,844,12555,376,034SH DFND155,351,797024,237
MICROSOFT CORP COMCOM59491810440412,129SH DFND1 212,12900
MICROSTRATEGY INC CL ACL A NEW5949724084,29441,383SH DFND141,2830100
MICROVISION INC WASH COMCOM NEW59496030417097,807SH DFND197,80700
MID-AMER APT CMNTYS INC COMCOM59522J10314,417230,675SH DFND1230,627048
MIDDLEBURG FINANCIAL CORPCOM59609410235218,262SH DFND118,26200
MIDDLEBY CORP COMCOM59627810118,38788,012SH DFND187,8120200
MIDDLESEX WATER CO COMCOM5966801081,44867,688SH DFND167,68800
MIDSOUTH BANCORP INCCOM59803910550932,846SH DFND132,84600
MIDSTATES PETROLEUM CO INCCOM59804T100710138,411SH DFND1138,41100
MIDWAY GOLD CORPCOM5981531044243,686SH DFND143,68600
MIDWESTONE FINANCIAL GROUP INCCOM59851110353420,778SH DFND120,77800
MILLENNIAL MEDIA INCCOM60040N105981138,825SH DFND1138,82500
MILLER ENERGY RESOURCES INCCOM6005271051,330183,178SH DFND1183,17800
MILLER HERMAN INC COMCOM6005441007,479256,293SH DFND1256,29300
MILLER INDS INC TENN COM NEWCOM NEW60055120485750,492SH DFND150,49200
MIMEDX GROUP INCCOM6024961011,493358,065SH DFND1358,06500
MINDSPEED TECHNOLOGIES INCCOM NEW602682205523172,125SH DFND1172,12500
MINE SAFETY APPLIANCES CO COMCOM6027201047,867152,434SH DFND1152,43400
MINERALS TECHNOLOGIES INC COMCOM60315810610,616215,023SH DFND1215,02300
MINES MANAGEMENT INCCOM6034321055293,274SH DFND193,27400
MISONIX INC COMCOM6048711036413,742SH DFND113,74200
MISTRAS GROUP INCCOM60649T1071,14067,044SH DFND167,04400
MITCHAM INDS INC COMCOM60650110497863,957SH DFND163,95700
MITEK SYS INC COM NEWCOM NEW606710200521100,493SH DFND1100,49300
MKS INSTRUMENT INC COMCOM55306N1046,303237,046SH DFND1237,04600
MOBILE MINI INC COMCOM60740F1056,045177,493SH DFND1177,3420151
MOCON INC COMCOM60749410115311,194SH DFND111,19400
MODEL N INCCOM60752510229930,234SH DFND130,23400
MODINE MFG CO COMCOM6078281002,974203,249SH DFND1203,24900
MODUSLINK GLOBAL SOLUTIONS INCCOM60786L107421153,785SH DFND1153,78500
MOHAWK INDS INC COMCOM60819010434,187262,505SH DFND1262,3370168
MOLEX INC CL ACL A60855420049712,975SH DFND112,97500
MOLEX INC COMCOM6085541011544,000SH DFND1 24,00000
MOLEX INC COMCOM60855410137,064962,360SH DFND1961,8440516
MOLINA HEALTHCARE INCCOM60855R1005,860164,615SH DFND1164,61500
MOLSON COORS BREWING CO -BCL B60871R20955,4561,106,515SH DFND11,106,3570158
MOLYCORP INCCOM6087531093,942600,954SH DFND1600,95400
MOMENTA PHARMACEUTICALS INC COMCOM60877T1003,142218,358SH DFND1218,2580100
MONARCH CASINO & RESORT INC COMCOM60902710774739,331SH DFND139,33100
MONARCH FINANCIAL HOLDINGS INCCOM60907Q10014512,349SH DFND112,34900
MONDELEZ INTERNATIONAL INCCL A609207105406,39212,937,252SH DFND112,933,56403,688
MONEYGRAM INTERNATIONAL, INC.COM NEW60935Y2082,898148,027SH DFND1148,02700
MONMOUTH REAL ESTATE INVT C CL ACL A6097201071,707188,228SH DFND1188,22800
MONOLITHIC POWER SYSTEMS INCCOM6098391054,969164,102SH DFND1164,10200
MONOTYPE IMAGING HLDGS -REDHCOM61022P1006,812237,673SH DFND1237,67300
MONRO MUFFLER BRAKE INC COMCOM6102361016,209133,565SH DFND1133,56500
MONSANTO CO NEW COMCOM61166W101395,6103,791,392SH DFND13,789,54101,851
MONSTER BEVERAGE CORPCOM61174010126500SH DFND1 250000
MONSTER BEVERAGE CORPCOM61174010150,771971,932SH DFND1971,93200
MONSTER WORLDWIDE INCCOM6117421072,181493,536SH DFND1493,3360200
MONTPELIER RE HOLDINGS LTDSHSG621851066,018231,005SH DFND1231,00500
MOODYS CORP COMCOM61536910597,7121,389,674SH DFND11,389,0130661
MOOG INC CL ACL A61539420213,603231,850SH DFND1231,85000
MORGAN STANLEYCOM NEW617446448269,1299,988,735SH DFND19,986,52402,211
MORGANS HOTEL GROUP COCOM61748W1081,028133,723SH DFND1133,72300
MORNINGSTAR INCCOM6177001098,746110,340SH DFND1110,314026
MOSAIC COCOM61945C103100,8412,344,618SH DFND12,343,9820636
MOSYS INCCOM619718109656176,476SH DFND1176,47600
MOTORCAR PARTS & ACCESSORIES ICOM62007110072357,041SH DFND157,04100
MOTOROLA INC COMCOM NEW62007630797,1591,636,639SH DFND11,635,7200919
MOTOROLA INC COMCOM NEW62007630712200SH DFND1 220000
MOVADO GROUP INC COMCOM6245801065,070115,885SH DFND1115,88500
MOVE INC COMCOM NEW62458M2072,904171,303SH DFND1171,30300
MPG OFFICE TRUST INCCOM5532741011,156369,293SH DFND1369,29300
MRC GLOBALCOM55345K10311,088413,721SH DFND1413,627094
MSC INDL DIRECT INC CL ACL A55353010615,732193,386SH DFND1193,308078
MSCI INC-ACOM55354G10021,547535,203SH DFND1535,0060197
MTR GAMING GROUP INC COMCOM55376910031667,080SH DFND167,08000
MTS SYS CORP COMCOM5537771034,71373,235SH DFND173,23500
MUELLER INDS INC COMCOM6247561029,426169,315SH DFND1169,31500
MUELLER WATER PRODUCTS INC-ACOM SER A6247581088,4641,059,288SH DFND11,059,1230165
MULTI-COLOR CORPCOM6253831041,78552,606SH DFND152,60600
MULTI-FINELINE ELECTRONIX INCOM62541B10164639,844SH DFND139,84400
MULTIMEDIA GAMES INC COMCOM6254531057,011202,911SH DFND1202,91100
MURPHY OIL CORP COMCOM62671710275,5601,252,967SH DFND11,252,5170450
MURPHY USA INCCOM6267551027,125176,444SH DFND1176,2780166
MWI VETERINARY SUPPLY INCCOM55402X1058,58357,464SH DFND157,46400
MYERS INDS INC COMCOM628464109974,800SH DFND1 24,80000
MYERS INDS INC COMCOM6284641094,508224,188SH DFND1224,18800
MYLAN LABS INC COMCOM628530107104,3222,733,759SH DFND12,733,3290430
MYLAN LABS INC COMCOM62853010734900SH DFND1 290000
MYR GROUP INC/DELAWARECOM55405W1042,722112,006SH DFND1112,00600
MYRIAD GENETICS INC COMCOM62855J10485036,169SH DFND1 236,16900
MYRIAD GENETICS INC COMCOM62855J10410,719456,137SH DFND1455,9460191
NABORS INDS INC COMSHSG6359F10329,9291,864,052SH DFND11,863,0900962
NACCO INDS INC CL ACL A6295791032,68348,404SH DFND148,40400
NACCO INDS INC CL ACL A62957910322400SH DFND1 240000
NANOMETRICS INC COMCOM6300771051,59498,887SH DFND198,88700
NANOSPHERE INCCOM63009F105386193,116SH DFND1193,11600
NANOSTRING TECHNOLOGIES INCCOM63009R10927825,316SH DFND125,31600
NAPCO SECURITY SYSTEMS INCCOM6304021059317,472SH DFND117,47200
NASB FINL INC COMCOM6289681092057,474SH DFND17,47400
NASDAQ OMX GROUPCOM63110310828,242880,278SH DFND1879,8870391
NASH FINCH CO COMCOM631158102793,000SH DFND1 23,00000
NASH FINCH CO COMCOM6311581021,65762,750SH DFND162,75000
NATHAN'S FAMOUS INCCOM63234710053010,035SH DFND110,03500
NATIONAL AMERICAN UNIVERSITYCOM63245Q10510731,286SH DFND131,28600
NATIONAL BANK HOLDINGS CORP - CLASS ACL A6337071045,877286,124SH DFND1286,12400
NATIONAL BANKSHARES INC/VACOM63486510993626,067SH DFND126,06700
NATIONAL BEVERAGE CORP COMCOM6350171061,22868,773SH DFND168,77300
NATIONAL CINEMEDIA INCCOM6353091074,913260,509SH DFND1257,26103,248
NATIONAL FUEL GAS CO N J COMCOM63618010124,764360,144SH DFND1360,062082
NATIONAL HEALTH INVS INC COMCOM63633D1046,693117,643SH DFND1117,64300
NATIONAL HEALTHCARE CORP COMCOM6359061002,65356,134SH DFND156,13400
NATIONAL HEALTHCARE CORP COMCOM63590610055311,706SH DFND1 211,70600
NATIONAL INFO CONSORTIUM IN COMCOM62914B1006,886297,966SH DFND1297,96600
NATIONAL INSTRS CORP COMCOM63651810212,891416,764SH DFND1414,85801,906
NATIONAL INTERSTATE CORPCOM63654U1001,50554,115SH DFND154,11500
NATIONAL OILWELL VARCO INC COMCOM637071101237,3763,039,756SH DFND13,038,14801,608
NATIONAL PENN BANCSHARES IN COMCOM6371381085,588556,054SH DFND1556,05400
NATIONAL PRESTO INDS INC COMCOM6372151041,36319,356SH DFND119,35600
NATIONAL RESEARCH CO CLASS BCL B63737230137812,658SH DFND112,65800
NATIONAL RETAIL PROPERTIES INC COMCOM63741710617,289543,337SH DFND1542,03701,300
NATIONAL TECHNICAL SYS INCCOM63810410956524,714SH DFND124,71400
NATIONAL WESTN LIFE INS CO CL ACL A6385221022,24311,117SH DFND111,11700
NATIONSTAR MORTGAGE HLDGSCOM63861C1094,60081,801SH DFND181,725076
NATL RESEARCH CO CLASS ACL A63737220268936,575SH DFND136,57500
NATURAL ALTERNATIVES INTLCOM NEW63884230211620,104SH DFND120,10400
NATURAL GAS SERVICES GROUP INCCOM63886Q1091,68262,725SH DFND162,72500
NATURAL GAS SERVICES GROUP INCCOM63886Q109381,400SH DFND1 21,40000
NATURAL GROCERS BY VITAMIN CCOM63888U1081,43836,228SH DFND136,22800
NATURES SUNSHINE PRODS INCCOM63902710185444,778SH DFND144,77800
NATURES SUNSHINE PRODS INCCOM6390271011095,700SH DFND1 25,70000
NATUS MEDICAL INCCOM6390501032,009141,669SH DFND1141,66900
NAUTILUS INCCOM63910B102894123,808SH DFND1123,80800
NAVIDEA BIOPHARMACEUTICALS INCCOM63937X1031,389523,969SH DFND1523,96900
NAVIGANT CONSULTING INC COMCOM63935N1073,470224,419SH DFND1224,41900
NAVIGATORS GROUP INC COMCOM6389041023,15254,561SH DFND154,56100
NAVISTAR INTL CORP NEW COMCOM63934E10810,452286,515SH DFND1286,451064
NBT BANCORP INC COMCOM6287781025,184225,604SH DFND1225,60400
NCI BUILDING SYS INC COMCOM NEW6288522041,20194,246SH DFND194,24600
NCI INC-CLASS ACL A62886K10431956,578SH DFND156,57800
NCR CORP NEW COMCOM62886E10827,396691,651SH DFND1691,1620489
NEENAH PAPER INCCOM6400791093,09578,725SH DFND178,72500
NEKTAR THERAPEUTICSCOM6402681085,414518,093SH DFND1517,8930200
NELNET INC-CL ACL A64031N108511,325SH DFND1 21,32500
NELNET INC-CL ACL A64031N1085,384140,023SH DFND1140,02300
NEOGEN CORP COMCOM6404911066,682110,046SH DFND1110,04600
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NEONODE INCCOM NEW64051M402896139,581SH DFND1139,58100
NEOPHOTONICS CORPCOM64051T10059880,927SH DFND180,92700
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NETAPP INCCOM64110D104106,9402,509,736SH DFND12,508,58401,152
NETEASE.COM INC -ADRSPONSORED ADR64110W10281411,213SH DFND111,21300
NETEASE.COM INC -ADRSPONSORED ADR64110W1025267,246SH DFND1 27,24600
NETFLIX COM INC COMCOM64110L106129,627419,317SH DFND1419,1610156
NETGEAR INCCOM64111Q1046,180200,263SH DFND1200,26300
NETLIST INCCOM64118P109130161,308SH DFND1161,30800
NETSCOUT SYS INC COMCOM64115T1045,600219,005SH DFND1219,00500
NETSOL INTERNATIONAL INC COMCOM PAR $.00164115A40236236,053SH DFND136,05300
NETSUITE INC-REDHCOM64118Q10713,765127,520SH DFND1127,478042
NETSUITE INC-REDHCOM64118Q1071,19811,100SH DFND1 211,10000
NEURALSTEM INCCOM64127R302598220,634SH DFND1220,63400
NEUROCRINE BIOSCIENCES INC COMCOM64125C1093,234285,689SH DFND1285,5890100
NEUSTAR INC-CLASS ACL A64126X20113,617275,199SH DFND1275,19900
NEW JERSEY RES COMCOM6460251068,193185,989SH DFND1185,98900
NEW MOUNTAIN FINANCE CORPCOM64755110043430,120SH DFND130,12000
NEW RESIDENTIAL INVESTMENTCOM64828T1024,067614,400SH DFND1614,40000
NEW YORK & COCOM649295102698120,685SH DFND1120,68500
NEW YORK CMNTY BANCORP INC COMCOM64944510327,6051,827,261SH DFND11,821,66605,595
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NEW YORK TIMES CO CL ACL A6501111076,625527,015SH DFND1526,7150300
NEWBRIDGE BANCORPCL A NO PAR65080T10251170,071SH DFND170,07100
NEWCASTLE INVESTMENT CORPCOM65105M10816729,800SH DFND1 229,80000
NEWELL RUBBERMAID INC COMCOM6512291063100SH DFND1 210000
NEWELL RUBBERMAID INC COMCOM65122910654,6281,986,963SH DFND11,986,0630900
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NEWFIELD EXPL CO COMCOM651290108471,700SH DFND1 21,70000
NEWLEAD HOLDINGS LTDSHSG64626115429,764SH DFND129,76400
NEWLINK GENETICS CORPCOM6515111071,36872,845SH DFND172,84500
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NEWMONT MINING CORP COMCOM65163910697,1333,457,557SH DFND13,456,00001,557
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NEWPORT CORP COMCOM6518241042,891184,943SH DFND1184,94300
NEWS CORP CLASS ACL A65249B10955,8003,475,288SH DFND13,474,23301,055
NEWS CORP CLASS BCL B65249B20851431,317SH DFND131,31700
NEWSTAR FINANCIAL INCCOM65251F1052,110115,491SH DFND1115,49100
NEXSTAR BROADCASTING GROUP-ACL A65336K1037,734173,785SH DFND1173,78500
NEXTERA ENERGY INCCOM65339F101233,7692,917,022SH DFND12,916,2220800
NEXTERA ENERGY INCCOM65339F1012002,500SH DFND1 22,50000
NICE SYSTEMS LTD-SPONS ADRSPONSORED ADR6536561084059,779SH DFND19,77900
NIELSEN HLDGS N.V.COMN6321810663117,300SH DFND1 217,30000
NIELSEN HLDGS N.V.COMN6321810654,4921,495,337SH DFND11,495,0920245
NII HOLDINGS INC-CL BCL B NEW62913F2014,608759,219SH DFND1758,7100509
NIKE INC CL BCL B654106103386,1885,317,762SH DFND15,315,23502,527
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NL INDS INC COM NEWCOM NEW62915640732929,003SH DFND129,00300
NN INC COMCOM6293371061,03366,416SH DFND166,41600
NOBLE CORP SWITZERLANDNAMEN -AKTH5833N10364,0301,695,691SH DFND11,695,69100
NOBLE CORP SWITZERLANDNAMEN -AKTH5833N10323600SH DFND1 260000
NOBLE ENERGY INCCOM655044105169,0972,524,120SH DFND12,523,11201,008
NOMURA HOLDINGS INC-ADRSPONSORED ADR65535H2088210,550SH DFND10010,550
NOODLES & COMPANYCL A65540B1051,36031,882SH DFND131,88200
NORANDA ALUMINIUM HOLDINGCOM65542W107715290,496SH DFND1290,49600
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NORTHERN TR CORP COMCOM66585910487,8211,615,043SH DFND11,613,40701,636
NORTHERN TR CORP COMCOM6658591041903,500SH DFND1 23,50000
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NORTHWEST BIOTHERAPEUTICS I COMCOM PAR $0.00166737P60021263,360SH DFND163,36000
NORTHWEST NAT GAS CO COMCOM6676551045,405128,740SH DFND1128,74000
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NORTHWESTERN CORPCOM NEW6680743059,600213,704SH DFND1213,70400
NORWEGIAN CRUISE LINE HLDGSSHSG667211046,792220,151SH DFND1220,15100
NOVABAY PHARMA INC -REDHCOM66987P10212372,124SH DFND172,12400
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NOVATEL WIRELESS INC COMCOM NEW66987M604330126,459SH DFND1126,45900
NOVAVAX INC COMCOM6700021042,106666,464SH DFND1666,46400
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NPS PHARMACEUTICALS INC COMCOM62936P10313,738431,876SH DFND1431,87600
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NUVERRA ENVIRONMENTAL SOLUTIONCOM67091K1041,493652,007SH DFND1652,00700
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NVIDIA CORP COMCOM67066G10464,7154,160,100SH DFND14,158,53001,570
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NYSE EURONEXTCOM62949110171,9901,715,290SH DFND11,713,75001,540
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O REILLY AUTOMOTIVE INC COMCOM67103H10713100SH DFND1 210000
O REILLY AUTOMOTIVE INC COMCOM67103H107100,680789,285SH DFND1789,1090176
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OCEANFIRST FINL CORP COMCOM67523410886451,105SH DFND151,10500
OCLARO INCCOM NEW67555N206643363,364SH DFND1363,36400
OCWEN FINL CORP COMCOM NEW67574630901SH DFND1 2100
OCWEN FINL CORP COMCOM NEW67574630930,712550,699SH DFND1550,5810118
OCZ TECHNOLOGY GROUP INCCOM67086E303439337,954SH DFND1337,95400
ODYSSEY MARINE EXPLORATIONCOM676118102996330,872SH DFND1330,87200
OFFICE DEPOT INC COMCOM6762201064,9451,023,892SH DFND11,023,2920600
OFFICEMAX INCCOM67622P10117914,000SH DFND1 214,00000
OFFICEMAX INCCOM67622P1015,307414,967SH DFND1414,96700
OFFICIAL PAYMENTS HOLDINGS INCCOM67623R10624529,439SH DFND129,43900
OFG BANCORPCOM67103X1023,171195,883SH DFND1195,88300
OGE ENERGY CORP COMCOM67083710331,516873,367SH DFND1871,26202,105
OHIO VY BANC CORP COMCOM6777191062029,994SH DFND19,99400
OHR PHARMACEUTICAL INCCOM NEW67778H20015118,623SH DFND118,62300
OI SA ADR PFDSPN ADR REP PFD6708512033217,217SH DFND117,181036
OIL DRI CORP AMER COMCOM67786410062418,494SH DFND118,49400
OIL STS INTL INC COMCOM67802610524,031232,276SH DFND1232,214062
OLD DOMINION FGHT LINES INC COMCOM67958010016,171351,624SH DFND1351,539085
OLD NATL BANCORP IND COMCOM6800331077,365518,655SH DFND1518,65500
OLD REP INTL CORP COMCOM68022310415,4391,002,536SH DFND11,001,10201,434
OLD SECOND BANCORP INC ILL COMCOM68027710031555,328SH DFND155,32800
OLIN CORP COM PAR $1COM PAR $16806652058,272358,556SH DFND1358,55600
OLIN CORP COM PAR $1COM PAR $16806652051365,900SH DFND1 25,90000
OLYMPIC STEEL INC COMCOM68162K1061,23944,609SH DFND144,60900
OM GROUP INC COMCOM6708721004,685138,695SH DFND1138,69500
OMEGA HEALTHCARE INVS INC COMCOM68193610015,642523,684SH DFND1523,4840200
OMEGA PROTEIN CORPCOM68210P10733432,832SH DFND1 232,83200
OMEGA PROTEIN CORPCOM68210P1071,272125,048SH DFND1125,04800
OMEROS CORPCOM6821431021,045107,136SH DFND1107,13600
OMNIAMERICAN BANCORP INCCOM68216R1071,05943,279SH DFND143,27900
OMNICARE INC COMCOM68190410826,357474,958SH DFND1474,6420316
OMNICARE INC COMCOM6819041084448,009SH DFND1 28,00900
OMNICELL INC COMCOM68213N1095,937250,700SH DFND1248,09402,606
OMNICELL INC COMCOM68213N1091496,300SH DFND1 26,30000
OMNICOM GROUP INC COMCOM681919106112,7531,777,782SH DFND11,776,8590923
OMNICOM GROUP INC COMCOM681919106631,000SH DFND1 21,00000
OMNIVISION TECHNOLOGIES INC COMCOM6821281033,792247,678SH DFND1246,7590919
OMNOVA SOLUTIONS INC COMCOM6821291011,637191,459SH DFND1191,45900
ON ASSIGNMENT INC COMCOM6821591086,858207,817SH DFND1207,81700
ON SEMICONDUCTOR CORP COMCOM68218910514,1611,939,917SH DFND11,939,0670850
ONCOGENEX PHARMACEUTICAL INCCOM68230A10649953,840SH DFND153,84000
ONCOLYTICS BIOTECH INCCOM6823101072610,648SH DFND110,64800
ONCOMED PHARMACEUTICALS INCCOM68234X10242327,644SH DFND127,64400
ONCONVA THERAPEUTICS INCCOM68232V10876328,832SH DFND128,83200
ONCOTHERA PHARMACEUTICALS INCCOM NEW15117N305254220,809SH DFND1220,80900
ONCOTHYREON INCCOM682324108434210,883SH DFND1210,88300
ONE LIBERTY PROPERTIES INCCOM6824061031,12655,530SH DFND155,53000
ONEBEACON INSURANCE GRPCL AG677421091,40395,087SH DFND195,08700
ONEOK INC NEW COMCOM68268010376,1541,428,592SH DFND11,428,3590233
ONXX 4 08/15/16 NOTE 4.000% 8/1683399AB536,90111,500,000PRN DFND1 211,500,00000
ONYX PHARMACEUTICALS INC COMCOM6833991093,32926,699SH DFND126,601098
OPEN TEXT CORP COMCOM6837151066588,809SH DFND18,80900
OPENTABLE INCCOM68372A1047,159102,302SH DFND1102,30200
OPEXA THERAPEUTICS INCCOM NEW68372T2023114,045SH DFND114,04500
OPKO HEALTH INCCOM68375N1038,331945,582SH DFND1945,58200
OPLINK COMMUNICATIONS INC COMCOM NEW68375Q40346824,866SH DFND1 224,86600
OPLINK COMMUNICATIONS INC COMCOM NEW68375Q4031,60585,266SH DFND185,26600
OPPENHEIMER HOLDINGS INCCL A NON VTG68379710477743,707SH DFND143,70700
OPTICAL CABLE CORP COMCOM NEW6838272084812,030SH DFND112,03000
OPTIMER PHARMA INCCOM68401H1042,818223,628SH DFND1223,62800
ORACLE CORP COMCOM68389X105843,04125,422,149SH DFND125,410,082012,067
ORAGENICS INCCOM NEW68402320311037,902SH DFND137,90200
ORASURE TECHNOLOGIES INC COMCOM68554V1081,531254,717SH DFND1254,71700
ORBCOMM INCCOM68555P100679128,933SH DFND1128,93300
ORBITAL SCIENCES CORP COMCOM6855641065,566262,813SH DFND1262,81300
ORBITZ WORLDWIDE INCCOM68557K1091,371142,348SH DFND1142,34800
ORCHIDS PAPER PRODUCTS -REDHCOM68572N1041,60558,022SH DFND158,02200
OREXIGEN THERPEUTCS INCCOM6861641042,529411,920SH DFND1411,92000
ORGANOVO HOLDINGS INCCOM68620A1041,535265,991SH DFND1265,991