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 A68243Q1067714,268SH DFND1 214,26800
1 800 FLOWERS COM CL ACL A68243Q106907167,830SH DFND1167,83000
1ST SOURCE CORP COMCOM3369011031,92760,344SH DFND160,34400
1ST UNITED BANCORP INC/NORTHCOM33740N105831109,312SH DFND1109,31200
3-D SYS CORP DEL COM NEWCOM NEW88554D20541,215443,509SH DFND1443,0950414
3M COCOM88579Y101666,0194,750,171SH DFND14,747,18902,982
8X8 INC NEW COMCOM28291410011611,454SH DFND1 211,45400
8X8 INC NEW COMCOM2829141004,062399,843SH DFND1399,84300
A. H. BELO CORPCOM CL A00128210257376,778SH DFND176,77800
AAON INC COM PAR $0.004COM PAR $0.0040003602065,708178,664SH DFND1178,66400
AAON INC COM PAR $0.004COM PAR $0.004000360206020SH DFND1 22000
AAR CORP COMCOM0003611052100SH DFND1 210000
AAR CORP COMCOM0003611056,780242,064SH DFND1242,06400
AARON'S INCCOM PAR $0.5000253530011,169379,917SH DFND1379,7290188
AASTROM BIOSCIENCES INC COMCOM PAR$00253U4044714,838SH DFND114,83800
ABAXIS INCCOM0025671054,389109,681SH DFND1109,68100
ABB LTD-ADRSPONSORED ADR0003752046240SH DFND1 224000
ABB LTD-ADRSPONSORED ADR0003752042,28886,161SH DFND184,02402,137
ABBOTT LABS COMCOM002824100447,38511,675,254SH DFND111,670,00205,252
ABBOTT LABS COMCOM00282410022588SH DFND1 258800
ABBVIE INCCOM00287Y109621,59411,773,798SH DFND111,768,17205,626
ABERCROMBIE & FITCH CO CL ACL A00289620712,129368,558SH DFND1368,3580200
ABIOMED INC COMCOM0036541004,805179,721SH DFND1179,72100
ABM INDS INC COMCOM0009571007,709269,666SH DFND1269,66600
ABM INDS INC COMCOM000957100151SH DFND1 25100
ABRAXAS PETE CORP COMCOM0038301061,650503,268SH DFND1503,26800
ABRAXAS PETE CORP COMCOM0038301060117SH DFND1 211700
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813073,513241,664SH DFND1241,66400
ACADIA HEALTHCARE CO INCCOM00404A1098,987189,896SH DFND1189,89600
ACADIA PHARMACEUTICALS INC COMCOM0042251089,586383,626SH DFND1383,62600
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT0042391098,175329,250SH DFND1329,25000
ACCELERON PHARMA INCCOM00434H1081,31133,121SH DFND133,12100
ACCELRYS INC COMCOM00430U1032,308241,933SH DFND1241,93300
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101382,1284,649,000SH DFND14,646,69102,309
ACCESS NATIONAL CORP COMCOM00433710135623,879SH DFND123,87900
ACCLERATE DIAGNOSTICS INCCOM00430H1021,304106,904SH DFND1106,90400
ACCO BRANDS CORPCOM00081T1083,922583,649SH DFND1583,64900
ACCRETIVE HEALTH INCCOM00438V1032,489271,748SH DFND1271,74800
ACCURAY INCCOM0043971052,945338,119SH DFND1338,11900
ACCURIDE CORPCOM NEW00439T206868232,960SH DFND1232,96000
ACE LTD ORDSHSH0023R10552504SH DFND1 250400
ACE LTD ORDSHSH0023R105255,9982,473,434SH DFND12,472,5920842
ACELRX PHARMACEUTICALS INCCOM00444T1001,218107,726SH DFND1107,72600
ACETO CORP COMCOM0044461005,752230,002SH DFND1230,00200
ACHILLION PHARMACTCLSCOM00448Q2011,359409,495SH DFND1409,49500
ACI WORLDWIDE INCCOM00449810113,313204,828SH DFND1204,82800
ACNB CORPCOM00086810929516,377SH DFND116,37700
ACORDA THERAPEUTICS INC-REDHCOM00484M1066,020206,171SH DFND1206,17100
ACORN ENERGY INCCOM004848107408100,323SH DFND1100,32300
ACTAVIS INCSHSG0083B108208,6481,242,327SH DFND11,242,0780249
ACTAVIS INCSHSG0083B10851304SH DFND1 230400
ACTIVE POWER INC COMCOM NEW00504W30820561,029SH DFND161,02900
ACTIVISION BLIZZARD INCCOM00507V10918410,364SH DFND1 210,36400
ACTIVISION BLIZZARD INCCOM00507V10940,4012,266,211SH DFND12,264,79501,416
ACTUANT CORP CL A NEWCL A NEW00508X20312,903352,167SH DFND1352,16700
ACTUATE CORP COMCOM00508B1021,815235,482SH DFND1235,48200
ACUITY BRANDS INC COMCOM00508Y10223,390213,968SH DFND1213,96800
ACURA PHARMACEUTIALS INCCOM NEW00509L703173103,633SH DFND1103,63300
ACXIOM CORP COMCOM00512510918,334495,791SH DFND1495,5910200
ADAMS RESOURCES & ENERGY INCCOM NEW00635130894313,777SH DFND113,77700
ADAMS RESOURCES & ENERGY INCCOM NEW00635130820303SH DFND1 230300
ADCARE HEALTH SYSTEMSCOM NEW00650W3004610,908SH DFND110,90800
ADDUS HOMECARE CORPCOM0067391061,22754,696SH DFND154,69600
ADDUS HOMECARE CORPCOM006739106441,991SH DFND1 21,99100
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433063211,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW00685420259235,063SH DFND135,06300
ADEPT TECHNOLOGY INC COMCOM NEW006854202049SH DFND1 24900
ADOBE SYS INC COMCOM00724F101205,1023,426,235SH DFND13,425,6670568
ADT CORP/THECOM00101J10653213,169SH DFND1 213,16900
ADT CORP/THECOM00101J10661,6771,524,447SH DFND11,524,1750272
ADTRAN INC COMCOM00738A1067,592281,087SH DFND1280,9870100
ADVANCED AUTO PARTS INC COMCOM00751Y10637,202336,175SH DFND1335,9930182
ADVANCED EMISSIONS SOLUTIONS INCCOM00770C1013,11457,432SH DFND157,43200
ADVANCED ENERGY INDS COMCOM0079731004,682204,843SH DFND1204,84300
ADVANCED MICRO DEVICES INC COMCOM00790310711,1712,886,801SH DFND12,885,06301,738
ADVANCED PHOTONIX INC CL ACL A00754E1073145,631SH DFND145,63100
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M4045711,899SH DFND10011,899
ADVENT SOFTWARE INC COMCOM00797410810,769307,795SH DFND1307,79500
ADVENT SOFTWARE INC COMCOM00797410838711,068SH DFND1 211,06800
ADVISORY BRD CO COMCOM00762W10711,810185,493SH DFND1185,49300
AECOM TECHNOLOGY CORP -REDHCOM00766T1001103,747SH DFND1 23,74700
AECOM TECHNOLOGY CORP -REDHCOM00766T10014,128480,067SH DFND1479,8170250
AEGERION PHARMACEUTICALS INCCOM00767E1029,157129,052SH DFND1129,05200
AEGION CORPCOM00770F1044,509206,024SH DFND1206,02400
AEGON N V ORD AMER REGNY REGISTRY SH00792410367170,825SH DFND167,27503,550
AEHR TEST SYSTEMS COMCOM00760J1083712,126SH DFND112,12600
AEP INDS INC COMCOM0010311031,36625,863SH DFND125,86300
AERI PHARMACEUTICALS INCCOM00771V10867237,463SH DFND137,46300
AEROFLEX HOLDING CORPCOM00776710653482,188SH DFND182,18800
AEROPOSTALE COMCOM0078651083,137345,106SH DFND1344,8060300
AEROVIRONMENT INCCOM0080731083,002103,062SH DFND1103,06200
AES CORP COMCOM00130H10571,7374,945,352SH DFND14,943,97001,382
AETNA INC NEW COMCOM00817Y108183,9102,682,102SH DFND12,681,6110491
AETNA INC NEW COMCOM00817Y1081101,613SH DFND1 21,61300
AFC ENTERPRISES INC COMCOM00104Q1074,637120,463SH DFND1120,46300
AFFILIATED MANAGERS GROUP COMCOM00825210851,797238,864SH DFND1238,794070
AFFYMETRIX INC COMCOM00826T1082,896338,002SH DFND1337,9020100
AFLAC INC COMCOM0010551026104SH DFND1 210400
AFLAC INC COMCOM001055102225,1963,372,203SH DFND13,370,65901,544
AG MORTGAGE INVESTMENT TRUSTCOM0012281052,180139,392SH DFND1137,74201,650
AGCO CORP COMCOM001084102971,641SH DFND1 21,64100
AGCO CORP COMCOM00108410228,411480,071SH DFND1479,8780193
AGENUS INCCOM NEW00847G70525697,039SH DFND197,03900
AGILENT TECHNOLOGIES INC COMCOM00846U101141,5332,475,492SH DFND12,473,92401,568
AGILENT TECHNOLOGIES INC COMCOM00846U1011883,300SH DFND1 23,30000
AGILYSYS INCCOM00847J1051,32795,375SH DFND195,37500
AGIOS PHARMACEUTICALS INCCOM00847X10491938,386SH DFND138,38600
AGL RES INC COMCOM00120410640,527858,265SH DFND1858,1250140
AGL RES INC COMCOM0012041061813,837SH DFND1 23,83700
AGNICO EAGLE MINES LTDCOM200982388433,637SH DFND133,6370186
AGREE REALTY CORPCOM008492100822,836SH DFND1 22,83600
AGREE REALTY CORPCOM0084921002,54787,779SH DFND187,77900
AGRIUM INCCOM22135382,57328,238SH DFND128,2380383
AGRIUM INC COMCOM0089161085185,666SH DFND15,614052
AIR LEASE CORPCL A00912X30213,514434,843SH DFND1434,6860157
AIR METHODS CORP COM PAR $.06COM PAR $.0600912830710,213175,093SH DFND1175,09300
AIR PRODS & CHEMS INC COMCOM009158106171,2761,532,709SH DFND11,531,7760933
AIR TRANSPORT SERVICES GROUP INCCOM00922R1052,547314,923SH DFND1314,92300
AIRCASTLE LTDCOMG0129K1047,224377,054SH DFND1376,7070347
AIRGAS INC COMCOM00936310253,543478,852SH DFND1478,2270625
AK STL HLDG CORP COMCOM0015471085,088620,560SH DFND1620,2600300
AKAMAI TECHNOLOGIES INC COMCOM00971T10162,0301,315,129SH DFND11,314,6680461
AKAMAI TECHNOLOGIES INC COMCOM00971T1011042,218SH DFND1 22,21800
AKORN INC COMCOM0097281069,131370,749SH DFND1370,74900
ALAMO GROUP INC COMCOM0113111073,21853,038SH DFND153,03800
ALASKA AIR GROUP INC COMCOM01165910923,684322,813SH DFND1322,5340279
ALASKA COMMUNICATIONS SYS G COMCOM01167P1010200SH DFND1 220000
ALASKA COMMUNICATIONS SYS G COMCOM01167P101574271,104SH DFND1271,10400
ALBANY INTL CORP CL ACL A0123481085,526153,807SH DFND1153,80700
ALBANY MOLECULAR RESH INC COMCOM0124231092,092207,577SH DFND1207,57700
ALBANY MOLECULAR RESH INC COMCOM0124231091,158114,935SH DFND1 2114,93500
ALBEMARLE CORP COMCOM01265310124,408385,098SH DFND1384,1170981
ALCATEL SPONSORED ADRSPONSORED ADR01390430520747,087SH DFND138,66708,420
ALCOA INC COMCOM01381710183,5807,865,006SH DFND17,863,80201,204
ALCOA INC COMCOM01381710115915,000SH DFND1 215,00000
ALERE INCCOM01449J10513,794381,071SH DFND1380,9710100
ALEXANDER & BALDWIN INCCOM0144911048,507203,876SH DFND1203,87600
ALEXANDERS INC COMCOM0147521093,84411,649SH DFND111,64900
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110926,350414,191SH DFND1413,9700221
ALEXION PHARMACEUTICALS INC COMCOM015351109190,4261,431,556SH DFND11,431,3520204
ALEXZA PHARMACEUTICALS, INCCOM NEW01538420924752,376SH DFND152,37600
ALICO INC COMCOM01623010442710,988SH DFND110,98800
ALIGN TECHNOLOGY INC COMCOM01625510125,194440,854SH DFND1440,85400
ALIGN TECHNOLOGY INC COMCOM016255101122SH DFND1 22200
ALIMERA SCIENCES INCCOM01625910329462,606SH DFND162,60600
ALKERMES INC COMSHSG0176710526,585653,859SH DFND1653,5150344
ALLEGHANY CORP DEL COMCOM01717510032,30880,792SH DFND180,79200
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10228,489799,757SH DFND1799,6300127
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1022817,900SH DFND1 27,90000
ALLEGIANT TRAVEL COCOM01748X1028,96485,024SH DFND184,9240100
ALLEGION PLCORD SHSG0176J10928,639648,283SH DFND1647,9830300
ALLERGAN INC COMCOM018490102234,6152,112,772SH DFND12,112,3220450
ALLETE INC COMCOM NEW01852230010,056201,623SH DFND1201,62300
ALLIANCE DATA SYSTEMS CORP COMCOM01858110890,475344,206SH DFND1344,153053
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,00967,087SH DFND167,08700
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10060510,390SH DFND110,39000
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063013,822154,527SH DFND1154,52700
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063011024,140SH DFND1 24,14000
ALLIANCE ONE INTERNATIONAL INCCOM0187721031,336438,045SH DFND1438,04500
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1084405,725SH DFND15,72500
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1084916,378SH DFND1 26,37800
ALLIANCEBERNSTEIN INCOME FUNDCOM01881E1011,745244,791PRN DFND1 2244,79100
ALLIANT ENERGY CORP COMCOM01880210829,137564,767SH DFND1564,2620505
ALLIANT TECHSYSTEMS INC COMCOM01880410420,843171,299SH DFND1171,212087
ALLIED MOTION TECHNOLOGIES INCCOM01933010923318,740SH DFND118,74000
ALLIED NEVADA GOLD CORPCOM0193441001,582445,694SH DFND1445,69400
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110417,834158,092SH DFND1158,032060
ALLISON TRANSMISSION HOLDINGCOM01973R1019,332338,022SH DFND1337,940082
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10812,618816,176SH DFND1816,17600
ALLSTATE CORP COMCOM02000210118348SH DFND1 234800
ALLSTATE CORP COMCOM020002101188,6013,459,037SH DFND13,457,01902,018
ALMOST FAMILY INCCOM0204091081,40843,580SH DFND143,58000
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10718,308284,605SH DFND1284,2050400
ALON USA ENERGY INCCOM0205201023,643220,306SH DFND1220,30600
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10422929,802SH DFND129,80200
ALPHA NATURAL RESOURCES INCCOM02076X1027,5111,052,097SH DFND11,052,09700
ALPHATEC HOLDINGS INC -REDHCOM02081G102614305,767SH DFND1305,76700
ALPINE TOTAL DYNAMIC DIV FDCOM SBI0210601081,120267,504PRN DFND1 2267,50400
ALTAIR NANOTECHNOLOGIES INCCOM PAR $0.00102137330314235,568SH DFND135,56800
ALTERA CORP COMCOM02144110077,3612,378,834SH DFND12,377,74601,088
ALTEVA COM02153V10213316,362SH DFND116,36200
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10412,11976,400SH DFND176,40000
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10417SH DFND1 2700
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1009,167304,470SH DFND1304,47000
ALTRA HLDGS INCCOM02208R1064,589134,104SH DFND1134,10400
ALTRIA GROUP INCCOM02209S10321572SH DFND1 257200
ALTRIA GROUP INCCOM02209S103563,50914,682,822SH DFND114,678,16304,659
ALUMINA LTD-ADRSPONSORED ADR0222051087519,180SH DFND112,00007,180
AMAG PHARMACEUTICALS INCCOM00163U1062,842117,114SH DFND1117,11400
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW0231112064422,649SH DFND122,64900
AMAZON COM INC COMCOM023135106120301SH DFND1 230100
AMAZON COM INC COMCOM0231351061,114,4852,795,459SH DFND12,794,34001,119
AMBAC FINL GROUP INC COMCOM NEW0231398845,322216,710SH DFND1216,71000
AMBARELLA INCSHSG037AX1014,104120,961SH DFND1120,96100
AMBASSADORS GROUP INC COMCOM02317710834975,225SH DFND175,22500
AMBEV SA - ADRSPONSORED ADR02319V103926126,000SH DFND1126,00000
AMBIT BIOSCIENCES CORPCOM02318X10026027,043SH DFND127,04300
AMC NETWORKS INC - A W/ICL A00164V10319,348284,078SH DFND1284,07800
AMCOL INTL CORP COMCOM02341W1033,968116,799SH DFND1116,79900
AMDOCS LTD ORDORDG02602103390SH DFND1 29000
AMDOCS LTD ORDORDG0260210339,032946,465SH DFND1946,411054
AMEDISYS INC COMCOM0234361082,298157,101SH DFND1157,10100
AMER SELECT PORTFOLIO INCCOM02957010852456,688PRN DFND1 256,68800
AMERCAN EAGLE ENERGY CORPCOM02554F1026129,846SH DFND129,84600
AMERCO COMCOM02358610011,66649,051SH DFND148,9290122
AMEREN CORP COMCOM02360810266,0621,827,467SH DFND11,827,0670400
AMERESCO INC - CL ACL A02361E1081,022105,863SH DFND1105,86300
AMERICAN AIRLINES GROUP INCCOM02376R10223,181918,096SH DFND1917,8110285
AMERICAN APPAREL INC -REDHCOM023850100250203,777SH DFND1203,77700
AMERICAN ASSETS TRUST INCCOM0240131045,103162,388SH DFND1162,38800
AMERICAN AXLE & MFG HLDGS I COMCOM0240611036,748329,996SH DFND1329,99600
AMERICAN CAMPUS COMMUNITIESCOM02483510020,352631,883SH DFND1631,88300
AMERICAN CAPITAL AGENCY CORPCOM02503X10537,0951,923,293SH DFND11,919,92303,370
AMERICAN CAPITAL AGENCY CORPCOM02503X105924,807SH DFND1 24,80700
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1044,869278,923SH DFND1277,50701,416
AMERICAN CAPITAL STRATEGIES COMCOM02503Y1036,506415,997SH DFND1415,3980599
AMERICAN DG ENERGY INCCOM02539810815591,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10611,630807,645SH DFND1807,3450300
AMERICAN ELEC PWR INC COMCOM02553710122477SH DFND1 247700
AMERICAN ELEC PWR INC COMCOM025537101171,1623,663,068SH DFND13,661,46101,607
AMERICAN EQUITY INVT LIFE HLCOM0256762068,740331,327SH DFND1331,32700
AMERICAN EXPRESS CO COMCOM025816109619,0166,824,626SH DFND16,822,44202,184
AMERICAN FINL GROUP INC OHI COMCOM02593210420,036347,125SH DFND1346,9820143
AMERICAN HOMES 4 RENTCL A02665T3064,690289,523SH DFND1289,3980125
AMERICAN INCOME FD INCCOM02672T10931543,016PRN DFND1 243,01600
AMERICAN INTL GROUP INC COMCOM NEW02687478465412,820SH DFND1 212,82000
AMERICAN INTL GROUP INC COMCOM NEW026874784566,30311,096,223SH DFND111,092,90203,321
AMERICAN NATL BANKSHARES IN COMCOM02774510874728,479SH DFND128,47900
AMERICAN NATL INS CO COMCOM0285911055,03343,941SH DFND143,921020
AMERICAN PAC CORP COMCOM028740108013SH DFND1 21300
AMERICAN PAC CORP COMCOM0287401082,27260,999SH DFND160,99900
AMERICAN PUBLIC EDUCATIONCOM02913V1033,84088,358SH DFND188,35800
AMERICAN RAILCAR INDUSTRIESCOM02916P1032,46053,791SH DFND153,79100
AMERICAN REALTY CAPITAL PROPCOM02917T10411,565899,350SH DFND1899,35000
AMERICAN RESIDENTIAL PROPERTIESCOM02927E3031,38580,712SH DFND180,71200
AMERICAN SCIENCE & ENGR INC COMCOM029429107688SH DFND1 28800
AMERICAN SCIENCE & ENGR INC COMCOM0294291075,10270,951SH DFND170,5010450
AMERICAN SOFTWARE INC CL ACL A02968310985586,705SH DFND186,70500
AMERICAN SOFTWARE INC CL ACL A029683109051SH DFND1 25100
AMERICAN STS WTR CO COMCOM0298991019,106316,968SH DFND1316,7120256
AMERICAN SUPERCONDUCTOR COR COMCOM030111108556339,035SH DFND1339,03500
AMERICAN TOWER CORP CL ACOM03027X100221,3052,773,421SH DFND12,772,9170504
AMERICAN VANGUARD CORP COMCOM03037110808SH DFND1 2800
AMERICAN VANGUARD CORP COMCOM0303711083,105127,861SH DFND1127,86100
AMERICAN WATER WORKS CO-REDHCOM03042010339,273929,440SH DFND1929,44000
AMERICAN WOODMARK CORP COMCOM0305061092,83771,793SH DFND171,79300
AMERICAS CAR MART INC COMCOM03062T1051,88544,659SH DFND144,65900
AMERIPRISE FINANCIAL INCCOM03076C106163,5261,421,779SH DFND11,421,0330746
AMERIS BANCORP COMCOM03076K1082,881136,487SH DFND1136,48700
AMERIS BANCORP COMCOM03076K10896645,773SH DFND1 245,77300
AMERISAFE INCCOM03071H1004,517106,943SH DFND1106,94300
AMERISERV FINL INC COMCOM03074A1024414,728SH DFND114,72800
AMERISOURCEBERGEN CORP COMCOM03073E105119,8421,704,967SH DFND11,703,87901,088
AMERISOURCEBERGEN CORP COMCOM03073E10513189SH DFND1 218900
AMES NATIONAL CORPCOM03100110050622,616SH DFND122,61600
AMETEK INC NEW COMCOM03110010094,4131,793,061SH DFND11,791,67701,384
AMGEN INC COMCOM03116210046403SH DFND1 240300
AMGEN INC COMCOM031162100647,2825,671,569SH DFND15,669,00802,561
AMICUS THERAPEUTICS INC-REDHCOM03152W109364155,104SH DFND1155,10400
AMKOR TECHNOLOGY INC COMCOM0316521004,058662,103SH DFND1652,68309,420
AMN HEALTHCARE SERVICES INC COMCOM0017441015,397367,170SH DFND1367,17000
AMPCO-PITTSBURGH CORP COMCOM03203710378040,109SH DFND140,10900
AMPCO-PITTSBURGH CORP COMCOM032037103944,871SH DFND1 24,87100
AMPHENOL CORP NEW CL ACL A032095101100,6871,129,371SH DFND11,129,1890182
AMPIO PHARMACEUTICALS INCCOM03209T1091,070150,110SH DFND1150,11000
AMREIT INC - CLASS BCL B03216B2081,32678,975SH DFND178,97500
AMRI 2 1/4 11/15/18NOTE 2.250%11/1012423AA74,8565,250,000PRN DFND1 25,250,00000
AMSURG CORP COMCOM03232P4058,651188,401SH DFND1188,40100
AMSURG CORP COMCOM03232P405374SH DFND1 27400
AMTECH SYS INC COM PAR $0.01NCOM PAR $0.01N03233250423333,592SH DFND133,59200
AMTRUST FINANCIAL SVCS -REDHCOM0323593094,953151,531SH DFND1151,53100
AMYRIS INCCOM03236M101902170,636SH DFND1170,63600
ANACOR PHARMACEUTICALSCOM0324201011176,976SH DFND1 26,97600
ANACOR PHARMACEUTICALSCOM0324201012,559152,540SH DFND1152,54000
ANADARKO PETE CORP COMCOM032511107300,1753,785,438SH DFND13,784,09001,348
ANADARKO PETE CORP COMCOM0325111071682,124SH DFND1 22,12400
ANADIGICS INC COMCOM032515108728395,966SH DFND1395,96600
ANALOG DEVICES INC COMCOM032654105117,2092,302,102SH DFND12,301,4020700
ANALOGIC CORP COM PAR $0.05COM PAR $0.050326572075,98767,605SH DFND167,60500
ANALOGIC CORP COM PAR $0.05COM PAR $0.050326572072282,583SH DFND1 22,58300
ANAREN INCCOM0327441043,417122,088SH DFND1122,08800
ANDERSONS INC COMCOM0341641037027,879SH DFND1 27,87900
ANDERSONS INC COMCOM03416410312,084135,523SH DFND1135,52300
ANGIE'S LIST INCCOM034754101312,100SH DFND1 22,10000
ANGIE'S LIST INCCOM0347541013,123206,191SH DFND1206,19100
ANGIODYNAMICS INC COMCOM03475V1012,664155,031SH DFND1155,03100
ANI PHARMACEUTICALS INCCOM00182C10360129,980SH DFND129,98000
ANIKA THERAPEUTICS INC COMCOM0352551084,176109,436SH DFND1109,43600
ANIXTER INTL INC COMCOM03529010512,099134,682SH DFND1134,68200
ANN INCCOM0356231078,160223,218SH DFND1223,21800
ANNALY MTG MGMT INC COMCOM03571040916216,322SH DFND1 216,32200
ANNALY MTG MGMT INC COMCOM03571040947,6504,779,993SH DFND14,771,66508,328
ANNIE'S INCCOM03600T1043,13472,827SH DFND172,82700
ANR 3 3/4 12/15/17NOTE 3.750%12/102076XAE21,5501,500,000PRN DFND1 21,500,00000
ANR 4 7/8 12/15/20NOTE 4.875%12/102076XAF96,3055,900,000PRN DFND1 25,900,00000
ANSYS INC COMCOM03662Q10540,517464,709SH DFND1464,5090200
ANTARES PHARMA INCCOM0366421062,793623,439SH DFND1623,43900
ANTERO RESOURCES CORPCOM03674X10611,005173,471SH DFND1173,47100
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ANW 4 11/01/2018NOTE 4.000%11/0Y0020QAA9528500,000PRN DFND1 2500,00000
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AOL INCCOM00184X105248SH DFND1 24800
AOL INCCOM00184X10517,975385,581SH DFND1385,526055
AON PLCSHS CL AG0408V102181,4572,163,685SH DFND12,163,1820503
APACHE CORP COMCOM0374111056187,194SH DFND1 27,19400
APACHE CORP COMCOM037411105257,9173,001,985SH DFND13,000,79401,191
APARTMENT INVT & MGMT CO CL ACL A03748R10130,4351,174,884SH DFND11,174,3680516
APARTMENT INVT & MGMT CO CL ACL A03748R101622,427SH DFND1 22,42700
APCO OIL & GAS INTERNATIONAL ISHSG0471F1091,05667,781SH DFND167,78100
API TECHNOLOGIES CORPCOM NEW00187E203381111,872SH DFND1111,87200
APOGEE ENTERPRISES INC COMCOM0375981096,335176,415SH DFND1176,41500
APOLLO COMMERCIAL REAL ESTATCOM03762U1054,202258,594SH DFND1257,48801,106
APOLLO GROUP INC CL ACL A03760410515,878581,202SH DFND1581,0860116
APOLLO GROUP INC CL ACL A03760410593034,074SH DFND1 234,07400
APOLLO INVESTMENT CORPCOM03761U1061,074126,719SH DFND1120,02206,697
APOLLO RESIDENTIAL MORTGAGECOM03763V1022,221150,327SH DFND1148,61001,717
APPLE COMPUTER INC COMCOM037833100226403SH DFND1 240300
APPLE COMPUTER INC COMCOM0378331003,830,7986,829,107SH DFND16,826,32602,781
APPLIED INDL TECHNOLOGIES I COMCOM03820C1059,982203,349SH DFND1203,34900
APPLIED MATLS INC COMCOM03822210534119,330SH DFND1 219,33000
APPLIED MATLS INC COMCOM038222105156,4618,847,178SH DFND18,842,71704,461
APPLIED MICRO CIRCUITS CORP COMCOM NEW03822W4065,150384,918SH DFND1384,7680150
APPLIED OPTOELECTRONICS INCCOM03823U10216110,780SH DFND110,78000
APPROACH RESOURCES INCCOM03834A1033,128162,205SH DFND1162,20500
APRICUS BIOSCIENCES INCCOM03832V109334126,218SH DFND1126,21800
APTARGROUP INC COMCOM03833610321,755320,833SH DFND1320,7190114
AQUA AMERICA INCCOM03836W10319,941845,328SH DFND1844,9960332
AQUA AMERICA INCCOM03836W103143SH DFND1 24300
ARABIAN AMERICAN DEVELOPMENTCOM0384651001,04082,936SH DFND182,93600
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ARAY 3 1/2 02/01/2018NOTE 3.500% 2/0004397AC914,7208,500,000PRN DFND1 28,500,00000
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ARC DOCUMENT SOLUTIONS INCCOM00191G1031,980240,938SH DFND1240,93800
ARCH CAPITAL GROUP LTDORDG0450A10536,177606,187SH DFND1605,9590228
ARCH COAL INC COMCOM0393801004,342975,763SH DFND1975,5630200
ARCHER DANIELS MIDLAND CO COMCOM0394831021924,432SH DFND1 24,43200
ARCHER DANIELS MIDLAND CO COMCOM039483102213,8044,927,778SH DFND14,926,7860992
ARCTIC CAT INC COMCOM0396701043,94569,239SH DFND169,23900
ARDEN GROUP INC CL ACL A0397621095774,561SH DFND14,56100
ARDMORE SHIPPING CORPCOMY0207T10080451,721SH DFND151,72100
ARENA PHARMACEUTICALS INC COMCOM0400471026,3041,077,683SH DFND11,077,68300
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ARGAN INCCOM04010E1093,242117,640SH DFND1117,64000
ARGAN INCCOM04010E1091816,579SH DFND1 26,57900
ARGO GROUP INTERNATIONALCOMG0464B1079,064194,967SH DFND1194,96700
ARIAD PHARMACEUTICALS INC COMCOM04033A1005,883862,680SH DFND1862,1300550
ARKANSAS BEST CORP DEL COMCOM0407901074,758141,277SH DFND1141,27700
ARLINGTON ASSET INVESTMENT CORCL A NEW0413562051,97174,717SH DFND172,69502,022
ARM HLDGS PLC SPONSORED ADRSPONSORED ADR0420681061,54828,281SH DFND126,28701,994
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ARQULE INC COMCOM04269E107588273,501SH DFND1273,50100
ARRAY BIOPHARMA INC COMCOM04269X1052,661531,183SH DFND1531,18300
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ARROW ELECTRS INC COMCOM04273510027,814512,763SH DFND1512,4830280
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ASHLAND INC COMCOM04420910433,594346,250SH DFND1346,161089
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ASPEN TECHNOLOGY INC COMCOM04532710324,548587,282SH DFND1587,28200
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AZZ INC COMCOM0024741045,793118,569SH DFND1118,56900
B H P BILLITON PLC-ADRSPONSORED ADR05545E20990314,542SH DFND113,8520690
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BARD C R INC COMCOM06738310976,025567,771SH DFND1567,6660105
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BE AEROSPACE INC COMCOM07330210140,705467,786SH DFND1467,6730113
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BEAM INCCOM07373010381,7261,201,142SH DFND11,200,9280214
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BEBE STORES INC COMCOM0755711091,168219,551SH DFND1219,55100
BECTON DICKINSON & CO COMCOM075887109150,9241,366,386SH DFND11,365,5480838
BED BATH & BEYOND INC COMCOM075896100126,2681,572,934SH DFND11,572,4890445
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BEL FUSE INC CL BCL B07734730077736,467SH DFND136,46700
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BEMIS INC COMCOM08143710530,889754,275SH DFND1754,27500
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BERKLEY W R CORP COMCOM08442310222,452517,536SH DFND1517,3140222
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BERKSHIRE HILLS BANCORP INC COMCOM0846801073,149115,490SH DFND1115,49000
BERRY PLASTICS GROUP INCCOM08579W1039,238388,316SH DFND1388,31600
BEST BUY INC COMCOM08651610182,1952,061,624SH DFND12,060,6650959
BEST BUY INC COMCOM0865161012576,457SH DFND1 26,45700
BG MEDICINE INCCOM08861T1073938,080SH DFND138,08000
BGC PARTNERS INCCL A05541T1014,961818,656SH DFND1818,65600
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR0886061082,11330,997SH DFND129,51701,480
BIG 5 SPORTING GOODS CORPCOM08915P10126913,578SH DFND1 213,57800
BIG 5 SPORTING GOODS CORPCOM08915P1014,857245,088SH DFND1245,08800
BIG LOTS INC COMCOM089302103024SH DFND1 22400
BIG LOTS INC COMCOM0893021039,058280,545SH DFND1280,4260119
BIGLARI HOLDINGS INCCOM08986R1013,7197,342SH DFND17,34200
BILL BARRETT CORPCOM06846N1045,985223,510SH DFND1223,51000
BIND THERAPEUTICS INCCOM05548N10746030,526SH DFND130,52600
BIO RAD LABS INC CL ACL A09057220712,25099,106SH DFND199,10600
BIOCRYST PHARMACEUTICALS COMCOM09058V1031,684221,635SH DFND1221,63500
BIODEL INCCOM NEW09064M20410144,036SH DFND144,03600
BIODELIVERY SCIENCES INTL INCCOM09060J106681115,708SH DFND1115,70800
BIOFUEL ENERGY CORP -REDHCOM NEW09064Y3072414,423SH DFND114,42300
BIOGEN IDEC INCCOM09062X103477,3311,706,785SH DFND11,706,0830702
BIOGEN IDEC INCCOM09062X10328101SH DFND1 210100
BIOLASE INCCOM090911108380134,409SH DFND1134,40900
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10147,638678,031SH DFND1677,6720359
BIOMED REALTY TRUST INCCOM09063H10720,7141,143,163SH DFND11,142,5570606
BIO-REFERENCE LABS INC COM $.01 NEWCOM $.01 NEW09057G6023,240126,875SH DFND1126,87500
BIOSCRIP INC COMCOM09069N1082,289309,378SH DFND1309,37800
BIOSPECIFICS TECHNOLOGIESCOM09093110633815,624SH DFND115,62400
BIOTA HOLDINGS LTDCOM09069410013131,339SH DFND131,33900
BIOTELEMETRY INCCOM090672106975122,824SH DFND1122,82400
BIOTIME INC COMCOM09066L105485134,887SH DFND1134,88700
BJ'S RESTAURANTS INCCOM09180C1063,718119,710SH DFND1119,71000
BLACK BOX CORP DEL COMCOM0918261072347,865SH DFND1 27,86500
BLACK BOX CORP DEL COMCOM0918261073,947132,459SH DFND1132,3590100
BLACK DIAMOND INCCOM09202G1011,418106,402SH DFND1106,40200
BLACK HILLS CORP COMCOM09211310911,038210,223SH DFND1210,22300
BLACKBAUD INC COMCOM09227Q1008,658229,963SH DFND1229,96300
BLACKBERRY LTDCOM09228F10363585,351SH DFND185,35100
BLACKBERRY LTDCOMBCBHZ3166589,621SH DFND189,62100
BLACKHAWK NETWORK HOLDINGS INCCL A09238E1041,65465,516SH DFND165,51600
BLACKROCK ECSLUTNS INVST TRCOM SH09254610029437,592PRN DFND1 237,59200
BLACKROCK INC CL ACOM09247X101289,808916,032SH DFND1915,4850547
BLACKROCK KELSO CAPITAL CORPCOM09253310849052,611SH DFND146,75005,861
BLACKROCK KELSO CAPITAL CORPCOM09253310806SH DFND1 2600
BLACKROCK REAL ASSET EQTY TRCOM09254B10931135,769PRN DFND1 235,76900
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W1003,576131,846SH DFND1131,84600
BLOCK H & R INC COMCOM09367110556,3261,940,203SH DFND11,939,5330670
BLOOMIN' BRANDS INCCOM0942351088,020334,029SH DFND1334,02900
BLOUNT INTL INC NEW COMCOM0951801053,327229,983SH DFND1229,98300
BLUCORA INCCOM0952291005,951204,109SH DFND1204,10900
BLUE NILE INCCOM09578R1032,77758,987SH DFND158,98700
BLUEBIRD BIO INCCOM09609G10094545,063SH DFND145,06300
BLUELINX HOLDINGS INCCOM09624H109213109,609SH DFND1109,60900
BLYTH INC COMCOM NEW09643P20755951,455SH DFND151,45500
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD32,866825,000PRN DFND1 2825,00000
BNC BANCORPCOM05566T1011,916111,841SH DFND1111,84100
BOB EVANS FARMS INC COMCOM0967611016,637131,205SH DFND1131,20500
BODY CENTRAL CORPCOM09689U10227870,723SH DFND170,72300
BOEING CO COMCOM097023105698,8825,121,884SH DFND15,120,9950889
BOEING CO COMCOM09702310554400SH DFND1 240000
BOFI HOLDING INCCOM05566U1084,66259,449SH DFND159,44900
BOINGO WIRELESS INCCOM09739C102029SH DFND1 22900
BOINGO WIRELESS INCCOM09739C10263298,604SH DFND198,60400
BOISE CASCASDE COCOM09739D1004,467151,530SH DFND1151,53000
BOK FINL CORP COM NEWCOM NEW05561Q20110,103152,349SH DFND1152,34900
BOLT TECHNOLOGY CORPCOM09769810486239,171SH DFND139,17100
BONANZA CREEK ENERGY INCCOM0977931036,465148,724SH DFND1148,72400
BON-TON STORES INC COMCOM09776J10199160,915SH DFND160,91500
BOOKS-A-MILLION INC COMCOM0985701048335,976SH DFND135,97600
BOOZ ALLEN HAMILTON HOLDINGCL A0995021066,111319,160SH DFND1319,16000
BOOZ ALLEN HAMILTON HOLDINGCL A0995021061,30167,960SH DFND1 267,96000
BORG WARNER INC COMCOM09972410691,9391,644,914SH DFND11,644,0540860
BOSTON BEER INC CL ACL A10055710710,10341,785SH DFND141,78500
BOSTON PRIVATE FINL HLDGS I COMCOM1011191055,125406,169SH DFND1406,16900
BOSTON PROPERTIES INC COMCOM1011211013413,400SH DFND1 23,40000
BOSTON PROPERTIES INC COMCOM101121101127,1801,267,436SH DFND11,267,2290207
BOSTON SCIENTIFIC CORP COMCOM101137107119,1499,915,360SH DFND19,913,84201,518
BOTTOMLINE TECH DEL INC COMCOM1013881066,753186,759SH DFND1186,75900
BOULDER BRANDS INCCOM1014051084,553287,109SH DFND1287,10900
BOULDER TOTAL RETURN FUNDCOM1015411001,21252,709PRN DFND1 252,70900
BOVIE MEDICAL CORPCOM10211F1005927,980SH DFND127,98000
BOYD GAMING CORP COMCOM1033041014,019356,942SH DFND1356,94200
BP PLC SPONSORED ADRSPONSORED ADR055622104364SH DFND1 26400
BP PLC SPONSORED ADRSPONSORED ADR0556221041,50530,962SH DFND128,79702,165
BPZ 8 1/2 10/01/17NOTE 8.500%10/0055639AC24,4645,045,000PRN DFND1 25,045,00000
BPZ ENERGY INCCOM055639108968531,970SH DFND1531,97000
BRADY CORP CL ACL A1046741067,508242,750SH DFND1242,75000
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW10536820313,299943,899SH DFND1943,4120487
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,34882,907SH DFND182,90700
BRE PROPERTIES INC CL ACL A05564E1061,18321,636SH DFND1 221,63600
BRE PROPERTIES INC CL ACL A05564E10624,263443,492SH DFND1443,405087
BREEZE-EASTERN CORPCOM10676410311312,245SH DFND112,24500
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN1067761071447,094SH DFND1 27,09400
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN10677610733216,370SH DFND116,37000
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T1071,06150,841SH DFND148,99701,844
BRIDGE BANCORP INCCOM10803510698537,921SH DFND137,92100
BRIDGE CAPITAL HOLDINGSCOM10803010757227,850SH DFND127,85000
BRIDGELINE SOFTWARE INC-REDHCOM10807Q2052524,241SH DFND124,24100
BRIDGEPOINT EDUCATION INCCOM10807M1051,867105,458SH DFND1105,45800
BRIDGEPOINT EDUCATION INCCOM10807M10517910,115SH DFND1 210,11500
BRIGGS & STRATTON CORP COMCOM1090431095,050232,123SH DFND1232,12300
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM1091941003,771102,656SH DFND1102,65600
BRIGHTCOVECOM10921T1011,897134,221SH DFND1134,22100
BRINKER INTL INC COMCOM10964110013,750296,739SH DFND1296,6070132
BRINK'S CO/THECOM1096961048,523249,662SH DFND1249,66200
BRISTOL MYERS SQUIBB CO COMCOM110122108643,79812,116,379SH DFND112,110,86005,519
BRISTOW GROUP INCCOM11039410313,643181,765SH DFND1181,76500
BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481072,01018,722SH DFND118,72200
BRIXMOR PROPERTY GROUPCOM11120U1054,039198,716SH DFND1198,71600
BROADCOM CORP CL ACL A1113201071093,700SH DFND1 23,70000
BROADCOM CORP CL ACL A111320107117,4173,961,216SH DFND13,959,37501,841
BROADRIDGE FINANCIAL SOLUTNSCOM11133T10325,462644,285SH DFND1643,8020483
BROADSOFT INCCOM11133B4093,779138,236SH DFND1138,23600
BROADWIND ENERGY INCCOM NEW11161T20763667,412SH DFND167,41200
BROADWIND ENERGY INCCOM NEW11161T20723424,804SH DFND1 224,80400
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130644650,342SH DFND1 250,34200
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130622,3402,518,623SH DFND12,515,39803,225
BROOKDALE SENIOR LIVING INCCOM11246310413,133483,189SH DFND1482,8700319
BROOKFIELD PPTYS CORP COMCOM112900105392,070SH DFND1002,070
BROOKFIELD PPTYS CORP COMCOM11290010530816,000SH DFND1 216,00000
BROOKLINE BANCORP INC COMCOM11373M1073,601376,314SH DFND1376,31400
BROOKS-PRI AUTOMATION INCCOM1143401023,383322,499SH DFND1322,49900
BROWN & BROWN INC COMCOM11523610117,178547,266SH DFND1547,26600
BROWN FORMAN CORP CL BCL B11563720988,2111,167,638SH DFND11,167,63800
BROWN SHOE INC NEW COMCOM1157361005,431193,003SH DFND1193,00300
BRT REALTY TRUSTSH BEN INT NEW05564530310114,370SH DFND114,37000
BRUKER BIOSCIENCES CORPCOM11679410810,450528,609SH DFND1528,60900
BRUNSWICK CORP COMCOM11704310919,824430,407SH DFND1430,2070200
BRYN MAWR BK CORP COMCOM1176651091,26141,808SH DFND141,80800
BSB BANCORP INC/MACOM05573H10841227,337SH DFND127,33700
BSD MEDICAL CORPCOM055662100168142,011SH DFND1142,01100
BSQUARE CORP COMCOM NEW11776U30014841,543SH DFND141,54300
BT GROUP PLC ADRADR05577E1012994,747SH DFND14,6470100
BTU INTL INC COMCOM0560321055418,660SH DFND118,66000
BUCKLE INC COMCOM1184401067,334139,554SH DFND1139,4040150
BUFFALO WILD WINGS INCCOM11984810913,90794,478SH DFND194,47800
BUILD-A-BEAR WORKSHOP INCCOM12007610434946,290SH DFND146,29000
BUILDERS FIRSTSOURCE INCCOM12008R1072,124297,549SH DFND1297,54900
BUNGE LIMITED COMCOMG1696210558,311710,270SH DFND1709,8050465
BUNGE LIMITED COMCOMG16962105562SH DFND1 26200
BURGER KING WORLDWIDE INCCOM1212201077,188314,452SH DFND1314,3220130
BURLINGTON STORES INCCOM1220171062,79887,447SH DFND187,44700
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA87,8847,500,000PRN DFND1 27,500,00000
C & F FINANCIAL CORPCOM12466Q10413300SH DFND1 230000
C & F FINANCIAL CORPCOM12466Q10450611,096SH DFND111,09600
C D I CORP COMCOM1250711001,02555,325SH DFND155,32500
C D I CORP COMCOM1250711001107SH DFND1 210700
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20964,6561,108,611SH DFND11,108,2110400
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W209581,007SH DFND1 21,00700
C V D EQUIPMENT CORPCOM12660110355338,154SH DFND138,15400
C&J ENERGY SERVICES INCCOM12467B3045,280228,603SH DFND1228,60300
CA INCCOM12673P10588,0882,618,444SH DFND12,617,10501,339
CA INCCOM12673P1057231SH DFND1 223100
CABELA'S INC-CL ACOM12680430113,880208,231SH DFND1207,9370294
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10927,5511,537,045SH DFND11,536,6870358
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C1091337,458SH DFND1 27,45800
CABOT CORP COMCOM12705510114,740286,779SH DFND1286,704075
CABOT MICROELECTRONICS CORP COMCOM12709P1038,068176,554SH DFND1176,55400
CABOT OIL & GAS CORPCOM127097103118,1513,049,168SH DFND13,048,12901,039
CABOT OIL & GAS CORPCOM1270971031072,782SH DFND1 22,78200
CACHE INC COM NEWCOM NEW12715030824745,619SH DFND145,61900
CACI INTL INC CL ACL A1271903048,205112,061SH DFND1112,06100
CACI INTL INC CL ACL A1271903041492,040SH DFND1 22,04000
CADENCE DESIGN SYSTEM INC COMCOM12738710819,6511,401,698SH DFND11,400,30001,398
CADENCE DESIGN SYSTEM INC COMCOM127387108876,224SH DFND1 26,22400
CADENCE PHARMACEUTICALSCOM12738T1003,070339,252SH DFND1339,25200
CADIZ INC COMCOM NEW12753720729943,037SH DFND143,03700
CAESAR STONE SDOT YAM LTDORD SHSM205981042715,462SH DFND15,46200
CAESARS ACQUISITION CO - CL ACL A12768T10324520,333SH DFND120,33300
CAESARS ENTERTAINMENTCOM1276861034,287199,055SH DFND1199,05500
CAFEPRESS INCCOM12769A10313220,998SH DFND120,99800
CAI INTERNATIONAL INC -REDHCOM12477X1061,94682,568SH DFND182,56800
CAL DIVE INTERNATIONALCOM12802T1011,008501,948SH DFND1501,94800
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,456122,987SH DFND1122,98700
CALAMP CORP COMCOM1281261094,473159,935SH DFND1159,93500
CALAVO GROWERS INCCOM1282461051,76458,312SH DFND158,31200
CALGON CARBON CORP COMCOM1296031065,908287,251SH DFND1287,25100
CALIFORNIA WTR SVC GROUP COMCOM1307881026,433278,863SH DFND1278,86300
CALIX INCCOM13100M5091,684174,702SH DFND1168,95505,747
CALLAWAY GOLF CO COMCOM1311931043,143372,886SH DFND1372,88600
CALLIDUS SOFTWARE INCCOM13123E5002,447178,260SH DFND1178,26000
CALLON PETE CO DEL COMCOM13123X1021,362208,670SH DFND1208,67000
CAL-MAINE FOODS INCCOM NEW1280302026,189102,759SH DFND1102,75900
CALPINE CORPCOM NEW13134730433,0971,696,700SH DFND11,696,70000
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610328310,907SH DFND110,90700
CAMBIUM LEARNING GROUP INCCOM13201A1073521,495SH DFND121,49500
CAMBREX CORP COMCOM1320111073,172177,940SH DFND1177,94000
CAMCO FINL CORP COMCOM13261810926940,355SH DFND140,35500
CAMDEN NATL CORP COMCOM1330341081,04324,725SH DFND124,72500
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110228,057493,344SH DFND1493,34400
CAMECO CORPCOM21661601,53574,291SH DFND174,2910275
CAMERON INTERNATIONAL CORP COMCOM13342B105102,3961,720,587SH DFND11,720,3590228
CAMPBELL SOUP CO COMCOM13442910955,2931,277,978SH DFND11,277,5780400
CAMPUS CREST COMMUNITIES INCCOM13466Y1052,795297,078SH DFND1297,07800
CANADIAN SOLAR INCCOM1366351092478,284SH DFND18,28400
CANCER GENETICS INCCOM13739U10438427,876SH DFND127,87600
CANON INC ADRSPONSORED ADR1380063091,00931,565SH DFND130,00001,565
CANTEL MEDICAL CORP COMCOM1380981087,547222,587SH DFND1222,58700
CANTEL MEDICAL CORP COMCOM13809810848114,208SH DFND1 214,20800
CAPE BANCORP INCCOM13920910030329,838SH DFND129,83800
CAPE BANCORP INCCOM13920910010810,725SH DFND1 210,72500
CAPELLA EDUCATION COCOM1395941055,12577,152SH DFND177,15200
CAPITAL BANK FINANCIAL CORPCL A COM1397941016,838300,615SH DFND1300,61500
CAPITAL CITY BK GROUP INC COMCOM13967410557548,888SH DFND148,88800
CAPITAL ONE FINL CORP COMCOM14040H105334,8654,372,283SH DFND14,371,16101,122
CAPITAL ONE FINL CORP COMCOM14040H10515202SH DFND1 220200
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210714413,769SH DFND113,76900
CAPITAL SOURCECOM14055X10214,106981,655SH DFND1981,2650390
CAPITAL SOUTHWEST CORPCOM14050110740911,738SH DFND111,73800
CAPITAL SR LIVING CORP COMCOM1404751042,956123,230SH DFND1123,23000
CAPITOL FED FINL COMCOM14057J1019,417777,641SH DFND1777,64100
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E506978,030SH DFND1 28,03000
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5066,378527,995SH DFND1524,13903,856
CAPSTONE TURBINE CORP COMCOM14067D1022,5932,010,168SH DFND12,010,16800
CARBO CERAMICS INC COMCOM14078110511,01894,559SH DFND194,55900
CARBONITE INCCOM14133710573161,823SH DFND161,82300
CARBONITE INCCOM1413371051028,667SH DFND1 28,66700
CARDICA INC -REDHCOM14141R1016667,968SH DFND167,96800
CARDINAL FINANCIAL CORPCOM14149F1092,634146,359SH DFND1146,35900
CARDINAL HEALTH INC COMCOM14149Y108174,2762,609,259SH DFND12,607,92801,331
CARDINAL HEALTH INC COMCOM14149Y108463SH DFND1 26300
CARDIOVASCULAR SYSTEMS INCCOM1416191065,517160,912SH DFND1160,91200
CARDIUM THERAPEUTICS INCCOM NEW1419163041214,568SH DFND114,56800
CARDTRONICS INCCOM14161H10811,824272,140SH DFND1272,14000
CAREER EDUCATION CORP COMCOM1416651091,536269,546SH DFND1269,3460200
CAREFUSION CORPCOM14170T10166,1791,662,402SH DFND11,662,1010301
CARLISLE COS INC COMCOM14233910024,949314,231SH DFND1313,9280303
CARMAX GROUPCOM143130102611,306SH DFND1 21,30600
CARMAX GROUPCOM14313010275,2501,600,853SH DFND11,600,4530400
CARMIKE CINEMAS INC COMCOM1434364003,427123,131SH DFND1123,13100
CARNIVAL CORPPAIRED CTF1436583002105,251SH DFND1 25,25100
CARNIVAL CORPPAIRED CTF143658300127,5143,175,270SH DFND13,174,05601,214
CARNIVAL PLC-ADRADR14365C1032335,637SH DFND15,63700
CARPENTER TECHNOLOGY CORP COMCOM14428510315,644251,519SH DFND1251,465054
CARRIAGE SVCS INC CL ACOM1439051071,42673,032SH DFND173,03200
CARRIAGE SVCS INC CL ACOM1439051071346,908SH DFND1 26,90800
CARRIZO OIL & CO INC COMCOM1445771039,148204,334SH DFND1204,33400
CARROLS RESTAURANT GRP INCCOM14574X10448873,912SH DFND173,91200
CARTER HOLDINGSCOM14622910918,226253,885SH DFND1253,6850200
CASCADE BANCORP COMCOM NEW14715420724847,565SH DFND147,56500
CASCADE MICROTECH INCCOM14732210130132,325SH DFND132,32500
CASCADE MICROTECH INCCOM147322101082SH DFND1 28200
CASELLA WASTE SYS INC CL ACL A1474481041,057182,325SH DFND1182,32500
CASEYS GEN STORES INC COMCOM14752810313,562193,062SH DFND1193,06200
CASH AMER INTL INC COMCOM14754D1006,034157,555SH DFND1157,55500
CASH AMER INTL INC COMCOM14754D100016SH DFND1 21600
CASS INFORMATION SYSTEMS INCCOM14808P1092,60338,656SH DFND138,65600
CASTLE A M & CO COMCOM1484111011,485100,579SH DFND1100,57900
CATALYST PHARMACEUTICAL PARTCOM14888U101322165,418SH DFND1165,41800
CATAMARAN CORPCOM1488871024,44793,639SH DFND193,63900
CATAMARAN CORPCOMB8J4N871,83738,825SH DFND138,825086
CATERPILLAR INC DEL COMCOM149123101432,5384,764,484SH DFND14,762,34902,135
CATERPILLAR INC DEL COMCOM1491231012562,823SH DFND1 22,82300
CATHAY BANCORP INC COMCOM14915010410,696400,179SH DFND1400,17900
CATO CORP NEW CL ACL A149205106011SH DFND1 21100
CATO CORP NEW CL ACL A1492051065,388169,436SH DFND1169,43600
CAVCO INDUSTRIES INCCOM1495681072,44835,647SH DFND135,64700
CAVIUM NCCOM14964U1089,525276,033SH DFND1276,03300
CBEYOND COMMUNICATIONS INCCOM1498471051,290186,990SH DFND1186,99000
CBIZ INC COMCOM1248051022,017221,195SH DFND1221,19500
CBL & ASSOC PPTYS INC COMCOM12483010017,597979,838SH DFND1979,2570581
CBL & ASSOC PPTYS INC COMCOM124830100321,800SH DFND1 21,80000
CBOE HOLDINGS INCCOM12503M10854510,494SH DFND1 210,49400
CBOE HOLDINGS INCCOM12503M10826,184503,941SH DFND1503,901040
CBRE GROUP INCCL A12504L10952,2871,988,691SH DFND11,988,3720319
CBS CORPCL B124857202250,8683,937,006SH DFND13,936,0690937
CBS CORPCL B1248572021322,083SH DFND1 22,08300
CDW CORPORATION OF DELEWARECOM12514G1085,541237,208SH DFND1237,20800
CEC ENTMT INC COMCOM1251371094,01990,776SH DFND190,77600
CEC ENTMT INC COMCOM1251371092746,205SH DFND1 26,20500
CECO ENVIRONMENTAL CORPCOM1251411011,793110,887SH DFND1110,88700
CEDAR REALTY TRUST INCCOM NEW1506022092,118338,458SH DFND1338,45800
CELADON GROUP INC COMCOM1508381002,914149,596SH DFND1149,59600
CELANESE CORP-SERIES ACOM SER A15087010340,794737,665SH DFND1737,4460219
CELESTICA INCCOM226336210410,100SH DFND1 210,10000
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CELL THERAPEUTICS INC COMCOM NPV NEW 20121509348831,155601,932SH DFND1601,93200
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CENTENE CORP DEL COMCOM15135B10115,480262,611SH DFND1262,61100
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CENTER BANCORP INC COMCOM15140810199953,302SH DFND153,30200
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CENTERSTATE BANKS OF FLORIDACOM15201P1091,033101,866SH DFND1101,86600
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CENTRAL PACIFIC FINANCIAL COCOM NEW1547604094,304214,377SH DFND1214,37700
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CENTURY ALUM CO COMCOM1564311082,766264,445SH DFND1264,44500
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CENTURYTEL INC COMCOM156700106136,7414,294,596SH DFND14,291,80002,796
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CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010940,338485,251SH DFND1485,1260125
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CHINA YUCHAI INTERNATIONAL LTDCOMG2108210555426,566SH DFND1 226,56600
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CITIGROUP INC COMCOM NEW1729674241,194,56422,930,390SH DFND122,922,59607,794
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CITIZENS INC CL ACL A1747401001,396159,566SH DFND1159,56600
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CLARCOR INC COMCOM17989510715,973248,235SH DFND1248,23500
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CLEAN HARBORS INC COMCOM18449610715,565259,590SH DFND1259,59000
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CLECO CORP NEW COMCOM12561W10514,283306,387SH DFND1306,38700
CLEVELAND BIOLABS INC -REDHCOM185860103155132,540SH DFND1132,54000
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CLEVELAND CLIFFS INC COMCOM18683K10129,2401,115,842SH DFND11,115,2680574
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CME GROUP INCCOM12572Q105184,6842,354,530SH DFND12,353,30501,225
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CMS ENERGY CORP COMCOM12589610051,4201,921,399SH DFND11,920,9990400
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CNB FINANCIAL CORP/PACOM12612810778641,397SH DFND141,39700
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COBIZ INC COMCOM1908971082,405201,167SH DFND1201,16700
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COCA COLA CO COMCOM1912161001,148,60927,812,841SH DFND127,801,748011,093
COCA COLA ENTERPRISES INC COMCOM19122T10976,6041,736,406SH DFND11,735,4500956
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COMERICA INC COMCOM200340107571,212SH DFND1 21,21200
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CONNECTICUT WTR SVC INC COMCOM2077971011,69147,643SH DFND147,3430300
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CORONADO BIOSCIENCES INCCOM21976U10925797,990SH DFND197,99000
CORPORATE EXECUTIVE BRD CO COMCOM21988R10212,518161,681SH DFND1161,5810100
CORPORATE OFFICE PPTYS TR SH BEN INTSH BEN INT22002T10811,497485,325SH DFND1484,9250400
CORPORATE RESOURCE SERVICESCOM22004Y10515559,291SH DFND159,29100
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40719,048593,972SH DFND1593,8430129
CORVEL CORP COMCOM2210061093,87082,870SH DFND182,87000
COSI INCCOM NEW22122P2005935,569SH DFND135,56900
COSTA INCCL A22149T10274634,354SH DFND134,35400
COSTAR GROUP INC COMCOM22160N10926,889145,682SH DFND1145,5820100
COSTCO WHSL CORP NEW COMCOM22160K105388,8193,268,052SH DFND13,266,97201,080
COTY INCCOM CL A2220702034,556298,780SH DFND1298,6550125
COURIER CORP COMCOM22266010295452,755SH DFND152,75500
COUSINS PPTYS INC COMCOM22279510611,2191,089,253SH DFND11,089,25300
COVANCE INC COMCOM22281610023,437266,149SH DFND1265,9490200
COVANTA HOLDING CORPCOM22282E10211,362640,113SH DFND1639,8130300
COVENANT TRANS INC CL ACL A22284P10526732,598SH DFND132,59800
COVIDIEN LTDSHSG2554F113227,3343,339,234SH DFND13,337,50101,733
COVISINT CORPCOM22357R10368854,900SH DFND154,90000
COWEN GROUP INCCL A2236221011,862476,449SH DFND1476,44900
CPI AEROSTRUCTURES INCCOM NEW12591930826617,716SH DFND117,71600
CRA INTERNATIONAL INCCOM12618T10597649,325SH DFND149,32500
CRACKER BARREL OLD COUNTRY STOCOM22410J10616,149146,723SH DFND1146,72300
CRAFT BREWERS ALLIANCE INCCOM22412210164539,332SH DFND139,33200
CRANE CO COMCOM22439910516,566246,337SH DFND1245,4910846
CRAWFORD & CO CL BCL B22463310788796,028SH DFND196,02800
CRAY INC COMCOM NEW2252233045,744209,189SH DFND1209,18900
CREDICORP LTDCOM22328781,88414,196SH DFND114,176020
CREDIT ACCEP CORP MICH COMCOM2253101018,87068,239SH DFND168,23900
CREDIT SUISSE GROUP SPONSORED ADRSPONSORED ADR22540110898731,806SH DFND130,15501,651
CREE INC COMCOM22544710136,038576,056SH DFND1575,8560200
CREXENDO INCCOM2265521075719,140SH DFND119,14000
CRH PLC -SPONSORED ADRADR12626K2032519,830SH DFND18,00001,830
CRITICAL THERAPEUTICS INC COMCOM21924P10339641,732SH DFND141,73200
CROCS INCCOM2270461096,522409,674SH DFND1409,5740100
CROSS CTRY HEALTHCARE INCCOM227483104023SH DFND1 22300
CROSS CTRY HEALTHCARE INCCOM2274831041,833183,710SH DFND1183,71000
CROSSROADS SYS INC COMCOM NEW22765D2098133,683SH DFND133,68300
CROSSTEX ENERGY INCCOM22765Y104023SH DFND1 22300
CROSSTEX ENERGY INCCOM22765Y1048,103224,093SH DFND1224,09300
CROSSTEX ENERGY LPCOM22765U10239914,458SH DFND114,45800
CROWN CASTLE INTL CORP COMCOM228227104731,000SH DFND1 21,00000
CROWN CASTLE INTL CORP COMCOM228227104174,1872,372,865SH DFND12,372,5320333
CROWN HOLDINGS INCCOM22836810628,156631,845SH DFND1631,84500
CROWN MEDIA HLDGS INC CL ACL A228411104667189,193SH DFND1189,19300
CRUMBS BAKE SHOP INCCOM2288031022127,160SH DFND127,16000
CRYOLIFE INC COMCOM2289031001,448130,588SH DFND1130,58800
CSG SYS INTL INC COMCOM1263491096,693227,675SH DFND1227,67500
CSS INDS INC COMCOM12590610750817,732SH DFND1 217,73200
CSS INDS INC COMCOM1259061071,38248,187SH DFND148,18700
CST BRANDS INCCOM12646R10512,735346,821SH DFND1346,5220299
CSX CORP COMCOM126408103692,423SH DFND1 22,42300
CSX CORP COMCOM126408103208,3517,244,177SH DFND17,240,62903,548
CTC MEDIA INCCOM12642X10633824,376SH DFND124,37600
CTC MEDIA INCCOM12642X106031SH DFND1 23100
CTPARTNERS EXECUTIVE SEARCOM22945C1056110,922SH DFND110,92200
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1001,19824,160SH DFND124,16000
CTS CORP COMCOM1265011052,865143,947SH DFND1143,94700
CU BANCORPCOM12653410655731,919SH DFND131,91900
CUBESMART COM22966310912,748799,786SH DFND1799,78600
CUBIC CORP COMCOM2296691065,887111,806SH DFND1111,80600
CUBIST PHARMACEUTICALS INC COMCOM22967810724,122350,266SH DFND1350,26600
CUI GLOBAL INCCOM NEW12657620621634,267SH DFND134,26700
CULLEN FROST BANKERS INC COMCOM22989910919,771265,634SH DFND1265,540094
CULP INC COMCOM23021510563330,958SH DFND130,95800
CUMBERLAND PHARMACEUTICALSCOM23077010921942,934SH DFND142,93400
CUMMINS INC COMCOM231021106174,8551,240,752SH DFND11,240,1400612
CUMULUS MEDIA INC CL ACL A2310821084,179540,684SH DFND1540,68400
CURIS INC COMCOM2312691011,110393,843SH DFND1393,84300
CURTISS WRIGHT CORP COMCOM23156110116,495265,066SH DFND1265,06600
CUSTOMERS BANCORP INCCOM23204G1001,21259,244SH DFND159,24400
CUTERA INCCOM23210910863362,237SH DFND162,23700
CVB FINL CORP COMCOM1266001057,707451,548SH DFND1451,54800
CVENT INCCOM23247G1091,07729,596SH DFND129,59600
CVR ENERGY INCCOM12662P108375SH DFND1 27500
CVR ENERGY INCCOM12662P1087,032161,937SH DFND1160,62301,314
CVS CORP COMCOM126650100351SH DFND1 25100
CVS CORP COMCOM126650100647,0189,042,933SH DFND19,038,70804,225
CYAN INCCOM23247W10421139,981SH DFND139,98100
CYBERONICS INC COMCOM23251P10212,012183,370SH DFND1183,37000
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L30628671,231SH DFND171,23100
CYNOSOSURE INC-CLASS ACL A2325772052,688100,780SH DFND1100,78000
CYPRESS SEMICONDUCTOR CORP COMCOM2328061097,695732,901SH DFND1730,05002,851
CYRUSONE INCCOM23283R1001,92086,024SH DFND186,02400
CYS INVESTMENTS INCCOM12673A1086,267845,859SH DFND1841,29704,562
CYTEC INDS INC COMCOM23282010015,793169,530SH DFND1169,456074
CYTOKINETICS INC COMCOM NEW23282W605799122,965SH DFND1122,96500
CYTORI THERAPEUTICS INCCOM23283K105702273,253SH DFND1273,25300
CYTRX CORP COM NEWCOM PAR $.001232828509798127,376SH DFND1127,37600
D R HORTON INC COMCOM23331A10946,4342,080,996SH DFND12,080,2750721
DAKTRONICS INC COMCOM2342641091066,805SH DFND1 26,80500
DAKTRONICS INC COMCOM2342641094,061259,052SH DFND1259,05200
DANA CORPCOM23582520530215,414SH DFND1 215,41400
DANA CORPCOM23582520516,914862,103SH DFND1862,10300
DANAHER CORP DEL COMCOM235851102335,6814,349,479SH DFND14,346,97302,506
DARA BIOSCIENCES INCCOM NEW23703P2051630,844SH DFND130,84400
DARDEN RESTAURANTS INC COMCOM23719410551,040939,042SH DFND1937,64401,398
DARDEN RESTAURANTS INC COMCOM2371941051,63130,000SH DFND1 230,00000
DARLING INTL INC COMCOM23726610116,844806,740SH DFND1806,74000
DATALINK CORP COMCOM2379341041,08299,291SH DFND199,29100
DATAWATCH CORP COM NEWCOM NEW23791720859717,576SH DFND117,57600
DAVITA INC COMCOM23918K10879,2881,251,583SH DFND11,251,58300
DAWSON GEOPHYSICAL CO COMCOM2393591021,26837,509SH DFND137,4090100
DAWSON GEOPHYSICAL CO COMCOM2393591022126,275SH DFND1 26,27500
DCT INDUSTRIAL TRUST INCCOM23315310513,0711,833,367SH DFND11,833,36700
DEALERTRACK TECHNOLOGIES INCCOM24230910210,628221,049SH DFND1221,04900
DEAN FOODS CO NEW COMCOM NEW2423702037,315425,588SH DFND1425,4380150
DECKERS OUTDOOR CORP COMCOM24353710714,179167,879SH DFND1167,839040
DEERE & CO COMCOM244199105245,5472,689,378SH DFND12,687,57701,801
DEERE & CO COMCOM2441991051751,918SH DFND1 21,91800
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771022,974126,189SH DFND1126,18900
DELCATH SYSTEMS INCCOM24661P104105415,271SH DFND1415,27100
DELEK US HOLDINGS INCCOM24664710109SH DFND1 2900
DELEK US HOLDINGS INCCOM2466471017,011203,765SH DFND1203,6080157
DELIA*S INCCOM246911101102116,819SH DFND1116,81900
DELPHI AUTOMOTIVE PLCSHSG27823106123,6912,057,657SH DFND12,057,3050352
DELTA AIR LINES INCCOM NEW247361702173,9646,334,308SH DFND16,330,86903,439
DELTA APPAREL INC COMCOM247368103029SH DFND1 22900
DELTA APPAREL INC COMCOM24736810332319,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810651022,796SH DFND122,79600
DELTIC TIMBER CORP COMCOM2478501003,91157,573SH DFND157,57300
DELUXE CORP COMCOM24801910115,006287,529SH DFND1287,52900
DELUXE CORP COMCOM2480191011252,400SH DFND1 22,40000
DEMAND MEDIA INCCOM24802N1099917,289SH DFND1 217,28900
DEMAND MEDIA INCCOM24802N1091,360235,781SH DFND1235,78100
DEMANDWARE INCCOM24802Y1058,598134,093SH DFND1134,09300
DENBURY RES INC COM NEWCOM NEW24791620844,3322,699,063SH DFND12,699,06300
DENBURY RES INC COM NEWCOM NEW2479162081119SH DFND1 211900
DENDREON CORP COMCOM24823Q1072,176727,940SH DFND1727,6900250
DENNY'S CORPORATION COMCOM24869P1043,144437,390SH DFND1437,39000
DENTSPLY INTL INC NEW COMCOM24903010751,8781,070,402SH DFND11,070,1470255
DENTSPLY INTL INC NEW COMCOM24903010704SH DFND1 2400
DEPOMED INCCOM2499081043,162298,901SH DFND1298,90100
DERMA SCIENCES INCCOM PAR $.0124982750259855,350SH DFND155,35000
DESTINATION MATERNITY CORPCOM25065D1002,18873,231SH DFND173,23100
DESTINATION XL GROUP INCCOM25065K1041,233187,710SH DFND1187,71000
DEUTSCHE BANK AG -REGNAMEN AKTD181908981,18324,540SH DFND122,94001,600
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10225,5461,662,083SH DFND11,661,8600223
DEVON ENERGY CORP NEW COMCOM25179M103178,9112,892,556SH DFND12,891,19601,360
DEVON ENERGY CORP NEW COMCOM25179M10332527SH DFND1 252700
DEVRY INC DEL COMCOM2518931039,719273,778SH DFND1273,5530225
DEX MEDIA INCCOM25213A1078412,460SH DFND112,46000
DEXCOM INCCOM25213110712,299347,345SH DFND1347,34500
DFC GLOBAL CORPCOM23324T107051SH DFND1 25100
DFC GLOBAL CORPCOM23324T1072,244196,019SH DFND1196,01900
DHT HOLDINGS INCSHS NEWY2065G12124936,464SH DFND136,46400
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2051,83613,870SH DFND113,87000
DIAMOND FOODS INCCOM2526031052,56599,279SH DFND199,27900
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R207547SH DFND1 24700
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2071,21810,295SH DFND110,29500
DIAMOND OFFSHORE DRILLING I COMCOM25271C1022784,900SH DFND1 24,90000
DIAMOND OFFSHORE DRILLING I COMCOM25271C10230,584537,481SH DFND1536,39901,082
DIAMOND RESORTS INTERNATIONAL INCCOM25272T1041,60286,802SH DFND186,80200
DIAMONDBACK ENERGY INCCOM25278X10910,010189,375SH DFND1189,37500
DIAMONDROCK HOSPITALITY COCOM25278430112,9991,125,521SH DFND11,125,52100
DICE HOLDINGS INCCOM2530171071188SH DFND1 218800
DICE HOLDINGS INCCOM2530171071,569216,432SH DFND1216,43200
DICK'S SPORTING GOODS INCCOM25339310226,463455,554SH DFND1455,55400
DIEBOLD INC COMCOM2536511039,923300,623SH DFND1300,3440279
DIGI INTL INC COMCOM2537981021,220100,678SH DFND1100,67800
DIGIMARC CORP COMCOM25381B10140521,079SH DFND121,07900
DIGIRAD CORP COMCOM25382710913937,769SH DFND1 237,76900
DIGIRAD CORP COMCOM25382710916945,825SH DFND145,82500
DIGITAL CINEMA DESTINATIONSCL A COM25383B1095810,117SH DFND110,11700
DIGITAL GENERATION INCCOM25400B1081,424111,716SH DFND1111,71600
DIGITAL REALTY TRUST INCCOM2538681031382,829SH DFND1 22,82900
DIGITAL REALTY TRUST INCCOM25386810335,456721,917SH DFND1721,91700
DIGITAL RIV INC COMCOM25388B1043,050164,913SH DFND1164,8130100
DIGITALGLOBE INCCOM NEW25389M87713,807335,539SH DFND1335,53900
DILLARDS INC CL ACL A25406710111,820121,593SH DFND1121,3360257
DIME CMNTY BANCSHARES COMCOM2539221083,895230,257SH DFND1230,207050
DINEEQUITY INCCOM2544231066,81781,598SH DFND181,59800
DIODES INC COMCOM2545431014,375185,710SH DFND1185,71000
DIRECTV GROUP INC/THECOM25490A309243,6793,528,051SH DFND13,527,1540897
DISCOVER FINANCIAL SVCS INCCOM2547091089165SH DFND1 216500
DISCOVER FINANCIAL SVCS INCCOM254709108198,6043,550,714SH DFND13,550,1610553
DISCOVERY COMMUNICATIONS-CCOM SER C25470F3021,32615,888SH DFND115,88800
DISCOVERY HOLDING CO-ACOM SER A25470F104147,6801,633,689SH DFND11,633,1360553
DISCOVERY HOLDING CO-ACOM SER A25470F1049100SH DFND1 210000
DISCOVERY LABORATORIES INC COMCOM NEW254668403648288,063SH DFND1288,06300
DISH NETWORK CORPCL A25470M10957,526993,354SH DFND1993,0730281
DISNEY WALT CO COM DISNEYCOM DISNEY254687106944,11612,361,068SH DFND112,354,95006,118
DIVERSICARE HEALTHCARE SERVICESCOM2551041015812,213SH DFND112,21300
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M1058517,889SH DFND117,88900
DIXIE GROUP INC CL ACL A25551910045734,682SH DFND134,68200
DOCUMENT SECURITY SYSTEMSCOM25614T10114771,420SH DFND171,42000
DOLAN MEDIA CO -REDHCOM25659P40278112,203SH DFND1112,20300
DOLBY LABORATORIES INC-CL ACOM25659T1078,877230,221SH DFND1230,161060
DOLLAR GEN CORP COMCOM256677105129,7392,151,483SH DFND12,151,1140369
DOLLAR TREE INC COMCOM25674610885,7741,520,718SH DFND11,520,4660252
DOLLAR TREE INC COMCOM2567461081021,812SH DFND1 21,81200
DOMINION RES INC VA NEW COMCOM25746U109271,6234,200,062SH DFND14,197,74902,313
DOMINION RES INC VA NEW COMCOM25746U109891,389SH DFND1 21,38900
DOMINO'S PIZZA INCCOM25754A20118,316262,981SH DFND1262,886095
DOMTAR INC COMCOM NEW25755920315,010159,111SH DFND1159,045066
DOMTAR INC COMCOM NEW257559203996SH DFND1 29600
DONALDSON INC COMCOM25765110928,156647,861SH DFND1647,6790182
DONEGAL GROUP INC-CL ACL A25770120160438,025SH DFND138,02500
DONNELLEY R R & SONS CO COMCOM25786710118,147894,839SH DFND1891,53603,303
DORAL FINL CORP COMCOM PAR 0.0125811P85278950,431SH DFND150,43100
DORMAN PRODUCTS INCCOM2582781008,800156,953SH DFND1156,95300
DOT HILL SYS CORP COMCOM25848T109890264,157SH DFND1264,15700
DOT HILL SYS CORP COMCOM25848T109031SH DFND1 23100
DOUBLE EAGLE PETROLEUM COCOM PAR $0.102585702096929,650SH DFND129,65000
DOUGLAS DYNAMICS INCCOM25960R1051,741103,522SH DFND1100,28103,241
DOUGLAS EMMETT INCCOM25960P10917,792763,940SH DFND1763,4230517
DOVER CORP COMCOM260003108121,6601,260,564SH DFND11,259,5670997
DOVER DOWNS GAMING & ENTMT COMCOM2600951044430,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741078232,679SH DFND132,67900
DOW CHEM CO COMCOM260543103407,3939,178,136SH DFND19,174,25803,878
DR PEPPER SNAPPLE GROUP INCCOM26138E1097151SH DFND1 215100
DR PEPPER SNAPPLE GROUP INCCOM26138E10970,1491,440,272SH DFND11,438,95201,320
DREAMWORKS ANIMATION SKG-ACL A26153C10312,270345,654SH DFND1345,4960158
DRESSER-RAND GROUP INCCOM261608103881,491SH DFND1 21,49100
DRESSER-RAND GROUP INCCOM26160810320,492343,666SH DFND1343,66600
DREW INDS INC COM NEWCOM NEW26168L2056,222121,541SH DFND1121,54100
DRIL-QUIP INC COMCOM26203710426,476240,850SH DFND1240,802048
DRIL-QUIP INC COMCOM26203710491829SH DFND1 282900
DRYSHIPS INCSHSY2109Q10129562,934SH DFND162,93400
DSP GROUP INC COMCOM23332B10693095,873SH DFND195,87300
DST SYS INC DEL COMCOM23332610717,851196,727SH DFND1196,5610166
DST SYS INC DEL COMCOM2333261075235,765SH DFND1 25,76500
DSW INC-CLASS ACL A23334L10214,408337,203SH DFND1337,0730130
DTE ENERGY CO COMCOM23333110788,7021,336,464SH DFND11,336,1640300
DTS INCCOM23335C1012,01383,975SH DFND183,97500
DU PONT E I DE NEMOURS & CO COMCOM263534109439,2986,763,542SH DFND16,760,32303,219
DUCOMMUN INC DEL COMCOM2641471091,57852,938SH DFND152,93800
DUKE ENERGY CORP COMCOM NEW26441C204352,9765,116,358SH DFND15,114,49301,865
DUKE REALTY CORP COM NEWCOM NEW26441150528,4671,893,005SH DFND11,890,53602,469
DUN & BRADSTREET CORP DEL N COMCOM26483E10033,357271,830SH DFND1271,3840446
DUNKIN' BRANDS GROUP INCCOM26550410024,704512,548SH DFND1512,3790169
DUPONT FABROS TECHNOLOGY INCCOM26613Q1069,781395,845SH DFND1395,84500
DUPONT FABROS TECHNOLOGY INCCOM26613Q106176SH DFND1 27600
DURATA THERAPEUTICS INCCOM26658A10770955,509SH DFND155,50900
DURECT CORP COMCOM266605104757438,062SH DFND1438,06200
DURECT CORP COMCOM26660510410057,824SH DFND1 257,82400
DXP ENTERPRISES INCCOM NEW2333774076,69458,109SH DFND158,10900
DYAX CORP COMCOM26746E1035,489728,951SH DFND1728,95100
DYCOM INDS INC COMCOM2674751014,495161,780SH DFND1161,78000
DYNAMIC MATERIALS CORPCOM2678881051,45767,036SH DFND166,8360200
DYNAMICS RESH CORP COMCOM26805710633028,828SH DFND128,82800
DYNAVAX TECHNOLOGIES CORPCOM2681581022,4771,263,983SH DFND11,263,98300
DYNEGY INCCOM26817R10810,537489,653SH DFND1489,65300
DYNEX CAPITAL INCCOM NEW26817Q50623829,813SH DFND126,77603,037
E M C CORP MASS COMCOM268648102823,300SH DFND1 23,30000
E M C CORP MASS COMCOM268648102387,72415,420,910SH DFND115,417,07903,831
E*TRADE FINANCIAL CORPCOM NEW26924640141,8172,129,582SH DFND12,129,1380444
E2OPEN INCCOM29788A1041,13847,610SH DFND147,61000
EAGLE BANCORP INCCOM2689481063,800124,085SH DFND1124,08500
EAGLE BULK SHIPPING INCSHS NEWY2187A11936078,532SH DFND178,53200
EAGLE MATERIALS INCCOM26969P10819,089246,534SH DFND1246,1780356
EAGLE ROCK ENERGY PARTNERSUNIT26985R10417329,232SH DFND129,23200
EAGLE ROCK ENERGY PARTNERSUNIT26985R1041212SH DFND1 221200
EARTHLINK INC COMCOM2703211022,552503,513SH DFND1503,51300
EAST WEST BANCORP INC COMCOM27579R10425,172719,840SH DFND1719,6190221
EASTERN COMPANY (THE)COM27631710422714,260SH DFND114,26000
EASTERN INS HLDGS INCCOM27653410452621,488SH DFND121,48800
EASTGROUP PPTY INC COMCOM27727610110,007172,748SH DFND1172,74800
EASTMAN CHEM CO COMCOM27743210090,1081,116,909SH DFND11,116,90900
EATON CORP PLCSHSG2918310315200SH DFND1 220000
EATON CORP PLCSHSG29183103262,2853,446,708SH DFND13,446,1810527
EATON VANCE CORP COM NON VTGCOM NON VTG27826510324,266567,175SH DFND1566,8340341
EATON VANCE NATIONAL MUNICOM SHS27829L10524713,421SH DFND1 213,42100
EATON VANCE TAX-ADVANTAGED BOND & OPT STRAT FDCOM SH BEN INT27829M10320114,161PRN DFND1 214,16100
EBAY INC COMCOM278642103481,5908,776,228SH DFND18,774,08902,139
EBIX INCCOM NEW2787152062,307156,748SH DFND1156,74800
ECHELON CORP COMCOM27874N105246114,806SH DFND1114,80600
ECHO GLOBAL LOGISTICS INCCOM27875T1011,69879,069SH DFND179,06900
ECHO THERAPEUTICS INCCOM NEW27876L2067824,859SH DFND124,85900
ECHOSTAR CORPCL A27876810610,097203,085SH DFND1203,035050
ECOLAB INC COMCOM278865100198,4231,903,556SH DFND11,902,7130843
ECOLOGY INCCOM91732J1024,254114,398SH DFND1114,39800
EDGEWATER TECHNOLOGY INC COMCOM28035810210915,726SH DFND115,72600
EDISON INTL COMCOM28102010723499SH DFND1 249900
EDISON INTL COMCOM281020107112,6852,434,473SH DFND12,433,40501,068
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ELECTRONIC ARTS INC COMCOM28551210952,3242,281,587SH DFND12,280,57001,017
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ENERGEN CORP COMCOM29265N10825,518360,733SH DFND1360,648085
ENERGIZER HLDGS INC COMCOM29266R10835,799330,785SH DFND1330,6470138
ENERGIZER HLDGS INC COMCOM29266R1081511,400SH DFND1 21,40000
ENERGY RECOVERY INC-REDHCOM29270J10010218,365SH DFND1 218,36500
ENERGY RECOVERY INC-REDHCOM29270J1001,397251,341SH DFND1251,34100
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ENERNOC INC -REDHCOM2927641072,402139,596SH DFND1139,59600
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ENI S P A SPONSORED ADRSPONSORED ADR26874R10866713,763SH DFND111,73302,030
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ENSCO INTL INC COMSHS CLASS AG3157S10691,1891,595,274SH DFND11,595,27400
ENSIGN GROUP INC-REDHCOM29358P1014,33297,871SH DFND197,87100
ENSTAR GROUP LTDSHSG3075P1016,66447,974SH DFND147,97400
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ENTERGY CORP NEW COMCOM29364G10382,5861,305,678SH DFND11,304,9400738
ENTEROMEDICS INC-REDHCOM NEW29365M208449220,156SH DFND1220,15600
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ENVIVIO INCCOM29413T10617150,459SH DFND150,45900
ENZO BIOCHEM INC COMCOM29410010225286,628SH DFND186,62800
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EOG RES INC COMCOM26875P101323,5191,928,135SH DFND11,927,3280807
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EPAM SYSTEMS INCCOM29414B1044,178119,599SH DFND1119,59900
EPIQ SYS INC COMCOM26882D1092,847175,670SH DFND1175,67000
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EPL OIL & GAS INCCOM26883D1084,492157,645SH DFND1157,64500
EPLUS INC COMCOM294268107119SH DFND1 21900
EPLUS INC COMCOM2942681071,34523,671SH DFND123,67100
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EQIX4 3/4 06/15/16NOTE 4.750% 6/129444UAH931,64414,500,000PRN DFND1 214,500,00000
EQT CORPCOM26884L10904SH DFND1 2400
EQT CORPCOM26884L10996,9381,080,051SH DFND11,079,6040447
EQUAL ENERGY LTDCOM29390Q1097614,355SH DFND114,35500
EQUIFAX INC COMCOM29442910561,403888,997SH DFND1888,99700
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ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216088674SH DFND1 267400
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,517124,002SH DFND1120,55603,446
ERIE INDTY CO CL ACL A29530P1028,853121,077SH DFND1120,9770100
ESB FINL CORP COMCOM26884F10278655,361SH DFND155,36100
ESCALADE INC COMCOM29605610417514,918SH DFND114,91800
ESCO TECHNOLOGIES INC COMCOM2963151044,534132,351SH DFND1132,35100
ESPERION THERAPEUTICS INCCOM29664W10541830,467SH DFND130,46700
ESSA BANCORP INC -REDHCOM29667D10449042,397SH DFND142,39700
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ESTERLINE TECHNOLOGIES CORP COMCOM29742510018,501181,455SH DFND1181,45500
ETABLISSEMENTS DELHAIZE FRER S-ADRSPONSORED ADR29759W1013325,604SH DFND15,2240380
ETHAN ALLEN INTERIORS INC COMCOM2976021043,903128,304SH DFND1128,30400
EURONET WORLDWIDE INC COMCOM29873610911,132232,659SH DFND1232,65900
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1071053,107SH DFND1 23,10700
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EVERBANK FINANCIAL CORPCOM29977G1028,803480,040SH DFND1480,04000
EVERCORE PARTNERS INCCLASS A29977A10513,513226,051SH DFND1226,05100
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EVOLUTION PETROLEUM CORPCOM30049A1071,14692,925SH DFND192,92500
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EXACT SCIENCES CORP COMCOM30063P1054,407377,026SH DFND1377,02600
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EXAR CORP COMCOM3006451082,471209,585SH DFND1209,58500
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EXEL 4 1/4 08/15/2019NOTE 4.250% 8/130161QAC83,1752,611,000PRN DFND1 22,611,00000
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EXELON CORP COMCOM30161N10111410SH DFND1 241000
EXELON CORP COMCOM30161N101177,0016,464,079SH DFND16,461,38902,690
EXLSERVICE HOLDINGS INC-REDHCOM3020811045,320192,647SH DFND1192,64700
EXLSERVICE HOLDINGS INC-REDHCOM302081104153SH DFND1 25300
EXONE CO/THECOM3021041043,05750,577SH DFND150,57700
EXPEDIA INCCOM NEW30212P30352,413752,638SH DFND1752,3670271
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EXPRESS SCRP INC COMCOM30219G10815220SH DFND1 222000
EXPRESS SCRP INC COMCOM30219G108409,8635,836,914SH DFND15,835,32501,589
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EXTREME NETWORKS INC COMCOM30226D10610214,687SH DFND1 214,68700
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FACEBOOK INC -ACL A30303M102679,77312,439,961SH DFND112,435,96104,000
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FINANCIAL INSTNS INC COMCOM3175854041,36755,336SH DFND155,33600
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FINISH LINE INC CL ACL A3179231006,756239,830SH DFND1239,797033
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FIRSTSERVICE CORPORATION-VTGSUB VTG SH33761N1092946,835SH DFND16,83500
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FIVE OAKS INVESTMENT CORPCOM33830W10653951,735SH DFND151,73500
FIVE PRIME THERAPEUTICS INCCOM33830X10449629,572SH DFND129,57200
FIVE STAR QUALITY CARE INC COMCOM33832D1061,857338,385SH DFND1338,38500
FLAGSTAR BANCORP INC COMCOM PAR .0013379307053,966202,181SH DFND1202,18100
FLEETCOR TECHNOLOGIES INCCOM33904110542,924366,391SH DFND1366,314077
FLEETMATICS GROUPCOMG355691053899,010SH DFND19,01000
FLEXSTEEL INDS INC COMCOM3393821032,20071,605SH DFND171,60500
FLEXTRONICS INTL LTD ORDORDY2573F10291,205SH DFND1 21,20500
FLEXTRONICS INTL LTD ORDORDY2573F102797103,108SH DFND1103,10800
FLIR SYS INC COMCOM30244510131,8041,056,912SH DFND11,056,91200
FLOTEK INDUSTRIES INCCOM3433891024,665232,471SH DFND1232,47100
FLOW INTL CORP COMCOM343468104814201,590SH DFND1201,59000
FLOWERS FOODS INC COMCOM34349810117,253803,607SH DFND1803,60700
FLOWSERVE CORP COMCOM34354P10577,953989,166SH DFND1988,7090457
FLUIDIGM CORPCOM34385P1084,914128,245SH DFND1128,24500
FLUOR CORP NEW COMCOM34341210293,9061,169,956SH DFND11,169,3730583
FLUSHING FINL CORP COMCOM3438731053,824184,760SH DFND1184,76000
FMC TECHNOLOGIES INC COMCOM30249U10187,4701,675,866SH DFND11,675,7140152
FNB CORP PA COMCOM30252010110,272813,949SH DFND1813,94900
FONAR CORP COMCOM NEW34443740536017,074SH DFND117,07400
FOOD TECHNOLOGY SERVICE INC COMCOM NEW3447982028111,431SH DFND111,43100
FOOT LOCKER INC COMCOM34484910429,183704,234SH DFND1703,7150519
FORBES ENERGY SERVICES LTDCOM3451431019228,250SH DFND128,25000
FORD MTR CO DELCOM PAR $0.0134537086019412,624SH DFND1 212,62400
FORD MTR CO DELCOM PAR $0.01345370860454,02129,432,900SH DFND129,421,797011,103
FOREST CITY ENTERPRISES INC CL ACL A34555010715,359804,151SH DFND1803,9510200
FOREST LABS INC COMCOM3458381062113,523SH DFND1 23,52300
FOREST LABS INC COMCOM345838106106,6641,777,362SH DFND11,777,0160346
FOREST OIL CORP COM PAR $0.01COM PAR $0.013460917052,028561,991SH DFND1561,99100
FORESTAR REAL ESTATE GRP-W/ICOM3462331093,513165,177SH DFND1165,17700
FORMFACTOR INCCOM3463751081,654274,882SH DFND1274,88200
FORRESTER RESH INC COMCOM3465631092,96577,520SH DFND177,52000
FORTEGRA FINANCIAL CORPCOM34954W10423228,071SH DFND128,07100
FORTINET INC.COM34959E10912,494653,153SH DFND1653,15300
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10634,846762,511SH DFND1762,3190192
FORUM ENERGY TECHNOLOGIES INCCOM34984V1007,658271,005SH DFND1271,00500
FORWARD AIR CORP COMCOM3498531017,609173,300SH DFND1173,30000
FORWARD INDUSTRIES INC-N YCOM NEW3498623002818,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10645,153376,571SH DFND1376,3630208
FOSSIL GROUP INCCOM34988V10635300SH DFND1 230000
FOSTER L B CO COMCOM3500601092,47952,441SH DFND152,44100
FOSTER WHEELER LTD SHSCOMH2717810414,537440,263SH DFND1440,26300
FOUNDATION MEDICINE INCCOM35046510078733,050SH DFND133,05000
FOX CHASE BANCORP INCCOM35137T1081,09162,821SH DFND162,82100
FOX FACTORY HOLDING CORPCOM35138V10290951,590SH DFND151,59000
FRANCESCAS HOLDINGS CORPCOM3517931044,013218,027SH DFND1218,02700
FRANKLIN COVEY CO COMCOM35346910992946,759SH DFND146,75900
FRANKLIN ELEC INC COMCOM3535141029,384210,227SH DFND1210,22700
FRANKLIN FINANCIAL CORP/VACOM35353C1021,02151,622SH DFND151,62200
FRANKLIN RES INC COMCOM3546131013616,266SH DFND1 26,26600
FRANKLIN RES INC COMCOM354613101166,1472,878,859SH DFND12,878,0180841
FRANKLIN STREET PROPERTIES CCOM35471R1066,774566,889SH DFND1566,88900
FRANKS INTERNATIONAL NVCOMN334621074,444164,610SH DFND1164,543067
FREDS INC CL ACL A3561081003,463187,002SH DFND1187,00200
FREEPORT-MCMORAN COPPER & G CL BCOM35671D85773319,425SH DFND1 219,42500
FREEPORT-MCMORAN COPPER & G CL BCOM35671D857294,6777,810,303SH DFND17,807,49602,807
FREESCALE SEMICONDUCTOR LTDSHSG3727Q1013,922244,366SH DFND1244,2430123
FREIGHTCAR AMERICA INCCOM3570231001,99474,938SH DFND174,93800
FREQUENCY ELECTRS INC COMCOM35801010616614,272SH DFND114,27200
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR35802910636210,200SH DFND17,00003,200
FRESH DEL MONTE PRODUCE INC ORDORDG367381057,225255,320SH DFND1255,32000
FRESH MARKET INC/THECOM35804H1067,478184,666SH DFND1184,618048
FRIEDMAN INDUSTRIES INCCOM35843510515117,789SH DFND117,78900
FRISCHS RESTAURANTS INC COMCOM3587481012198,568SH DFND18,56800
FRONTIER COMMUNICATIONS CORPCOM35906A10834,8717,501,398SH DFND17,484,154017,244
FRONTLINE LTDSHSG3682E12710227,379SH DFND127,37900
FTD COMPANIES INCCOM30281V108521,620SH DFND1 21,62000
FTD COMPANIES INCCOM30281V1083,765115,590SH DFND1115,0500540
FTI CONSULTING INC COMCOM3029411099,011219,055SH DFND1219,05500
FUEL SYSTEMS SOL INC COMCOM35952W1031,03874,838SH DFND174,83800
FUELCELL ENERGY INC COMCOM35952H1061,172831,626SH DFND1831,62600
FUEL-TECH N.V.COM359523107905127,768SH DFND1127,76800
FULL HOUSE RESORTS INCCOM3596781096824,413SH DFND124,41300
FULLER H B CO COMCOM35969410615,822304,053SH DFND1304,05300
FULTON FINL CORP PA COMCOM36027110012,977992,161SH DFND1992,16100
FURIEX PHARMACEUTICALSCOM36106P1011,89545,117SH DFND145,101016
FURMANITE CORPCOM3610861012,350221,292SH DFND1221,29200
FUSION-IO INCCOM36112J1073,944442,714SH DFND1442,71400
FUTUREFUEL CORPCOM36116M10636923,387SH DFND1 223,38700
FUTUREFUEL CORPCOM36116M1063,856244,080SH DFND1244,08000
FX ENERGY INC COMCOM3026951011,061290,156SH DFND1290,15600
FXCM INC - ACOM CL A3026931063,301185,087SH DFND1185,08700
G & K SVCS INC CL ACL A3612681058,676139,431SH DFND1139,43100
GABELLI GLBL GOLD NTRL RESCOM SH BEN INT36465A10967875,180PRN DFND1 275,18000
GAIAM INC CL ACL A36268Q10333851,184SH DFND151,18400
GAIN CAPITAL HOLDINGS INCCOM36268W1001,024136,397SH DFND1136,39700
GAIN CAPITAL HOLDINGS INCCOM36268W10014919,863SH DFND1 219,86300
GALECTIN THERAPEUTICS INCCOM NEW36322520258872,869SH DFND172,86900
GALENA BIOPHARMA INCCOM3632561082,426489,295SH DFND1489,29500
GALLAGHER ARTHUR J & CO COMCOM36357610928,069598,109SH DFND1597,7590350
GAMCO INVESTORS INC - ACOM3614381042,30126,459SH DFND126,45900
GAMCO INVESTORS INC - ACOM36143810449568SH DFND1 256800
GAMCO NATURAL RESOURCES GOLDSH BEN INT36465E10162061,877PRN DFND1 261,87700
GAMESTOP CORP CL ACL A36467W10920408SH DFND1 240800
GAMESTOP CORP CL ACL A36467W10943,852890,475SH DFND1889,7190756
GAMING AND LEISURE PROPERTIES INCCOM36467J10818,256359,300SH DFND1359,1850115
GANNETT INC COMCOM36473010149,7931,683,676SH DFND11,682,8380838
GANNETT INC COMCOM3647301012779,384SH DFND1 29,38400
GAP INC DEL COMCOM36476010875,9981,945,270SH DFND11,943,09202,178
GARMIN LTD ORDSHSH2906T10943,428939,869SH DFND1938,9280941
GARTNER INC COMCOM36665110730,738432,627SH DFND1432,593034
GAS NATURAL INCCOM36720410432240,191SH DFND140,19100
GASLOG LTDSHSG3758510925514,929SH DFND114,92900
GASLOG LTDSHSG37585109041SH DFND1 24100
GASTAR EXPLORATION LTDCOM NEW36729920315722,740SH DFND1 222,74000
GASTAR EXPLORATION LTDCOM NEW3672992032,012290,860SH DFND1290,86000
GATX CORP COMCOM36144810311,921228,505SH DFND1228,445060
GCAP 4 1/8 12/01/18NOTE 4.125%12/036268WAA81,8362,000,000PRN DFND1 22,000,00000
GEEKNET INC.COM NEW36846Q20336019,904SH DFND119,90400
GEEKNET INC.COM NEW36846Q203172SH DFND1 27200
GENCO SHIPPING & TRADING LTDSHSY2685T107488195,419SH DFND1195,41900
GENCORP INC COMCOM3686821006,020334,091SH DFND1334,09100
GENERAC HOLDINGS INCCOM36873610423,239410,306SH DFND1410,30600
GENERAL CABLE CORP DEL NEW COMCOM3693001087,529256,033SH DFND1256,03300
GENERAL COMMUNICATION INC CL ACL A3693851091,801161,600SH DFND1161,60000
GENERAL DYNAMICS CORP COMCOM36955010814156SH DFND1 215600
GENERAL DYNAMICS CORP COMCOM369550108242,7542,541,294SH DFND12,540,9370357
GENERAL ELEC CO COMCOM3696041032,148,01676,654,395SH DFND176,621,429032,966
GENERAL ELEC CO COMCOM369604103168SH DFND1 26800
GENERAL GROWTH PPTYS INC COMCOM3700231031969,794SH DFND1 29,79400
GENERAL GROWTH PPTYS INC COMCOM37002310391,1074,540,608SH DFND14,539,6330975
GENERAL MLS INC COMCOM370334104224,0424,490,300SH DFND14,487,70602,594
GENERAL MLS INC COMCOM370334104368SH DFND1 26800
GENERAL MOLY INCCOM370373102386288,073SH DFND1288,07300
GENERAL MOTORS COCOM37045V100344,3238,427,189SH DFND18,425,68101,508
GENESCO INC COMCOM3715321028,440115,530SH DFND1115,4300100
GENESEE & WYO INC CL ACL A37155910522,987239,331SH DFND1239,260071
GENIE ENERGY LTD - BCL B37228420878977,372SH DFND177,37200
GENIE ENERGY LTD - BCL B372284208049SH DFND1 24900
GENMARK DIAGNOSTICS INCCOM3723091042,574193,390SH DFND1193,39000
GENOMIC HEALTH INCCOM37244C1012,68291,658SH DFND191,65800
GENPACT LTDSHSG3922B10710,314561,488SH DFND1561,48800
GENTEX CORP COMCOM37190110929,123882,785SH DFND1881,8180967
GENTEX CORP COMCOM37190110975822,984SH DFND1 222,98400
GENTHERM INCCOM37253A1034,894182,556SH DFND1182,55600
GENTIVA HEALTH SERVICES INC COMCOM37247A1021,630131,346SH DFND1131,34600
GENUINE PARTS CO COMCOM372460105673SH DFND1 27300
GENUINE PARTS CO COMCOM37246010591,8581,104,544SH DFND11,103,6980846
GENVEC INCCOM NEW37246C3077331,528SH DFND131,52800
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10656,4693,636,887SH DFND13,636,7470140
GEO GROUP INC/THECOM36159R10315,494480,907SH DFND1480,90700
GEOSPACE TECHNOLOGIES CORPCOM37364X1095,93862,624SH DFND162,62400
GERMAN AMERN BANCORP COMCOM3738651041,28445,063SH DFND145,06300
GERON CORP COMCOM3741631032,947621,794SH DFND1621,79400
GETTY RLTY CORP NEW COMCOM3742971092,659144,762SH DFND1144,76200
GEVO INCCOM374396109164115,092SH DFND1115,09200
GFI GROUP INCCOM3616522091,245318,524SH DFND1318,52400
GGSCOM37946S107172106,920SH DFND1106,92000
GIANT INTERACTIVE GROUP-ADRADR3745111031,786158,965SH DFND1 2158,96500
GIANT INTERACTIVE GROUP-ADRADR374511103353,126SH DFND1003,126
GIBRALTAR INDUSTRIES, INCCOM3746891073,314178,317SH DFND1178,31700
GIGAMON INCCOM37518B1021,76762,943SH DFND162,94300
GIGOPTIX INCCOM37517Y10310669,718SH DFND169,71800
G-III APPAREL GROUP LTD COMCOM36237H1016,42287,040SH DFND187,04000
GILDAN ACTIVEWEAR INCCOM22546451,17522,137SH DFND122,13700
GILEAD SCIENCES INC COMCOM3755581032202,932SH DFND1 22,93200
GILEAD SCIENCES INC COMCOM375558103864,26211,503,775SH DFND111,499,16504,610
GLACIER BANCORP INC NEW COMCOM37637Q10510,999369,238SH DFND1369,23800
GLADSTONE CAPITAL CORP COMCOM37653510010511,030SH DFND19,67201,358
GLADSTONE COMMERCIAL CORPCOM3765361081,11762,181SH DFND162,18100
GLADSTONE INVESTMENT CORP/DECOM37654610710112,635SH DFND1 212,63500
GLADSTONE INVESTMENT CORP/DECOM3765461078810,971SH DFND110,97100
GLADSTONE LAND CORPCOM3765491011,14570,704SH DFND170,70400
GLATFELTER COMCOM3773161046,560237,345SH DFND1237,34500
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W105361SH DFND1 26100
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1052,30643,205SH DFND141,96501,240
GLEACHER & CO INCCOM NEW37734120112411,985SH DFND111,98500
GLIMCHER RLTY TR SH BEN INTSH BEN INT3793021027,842837,891SH DFND1837,89100
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1031,23374,530SH DFND174,53000
GLOBAL CASH ACCESS INCCOM3789671034,931493,660SH DFND1493,66000
GLOBAL EAGLE ACQUISITION CORPCOM37951D1023,388227,842SH DFND1227,84200
GLOBAL HIGH INCOME FUND INCCOM37933G10813813,989PRN DFND1 213,98900
GLOBAL INDEMNITY PLCSHSG393191011,46357,836SH DFND157,83600
GLOBAL PMTS INC COMCOM37940X1021121,730SH DFND1 21,73000
GLOBAL PMTS INC COMCOM37940X10222,189341,423SH DFND1341,337086
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P3061,34468,697SH DFND168,69700
GLOBAL SOURCES LIMITEDORDG39300101855105,186SH DFND1105,18600
GLOBE SPECIALTY METALS INCCOM37954N2066,083337,789SH DFND1337,78900
GLOBUS MEDICAL INC- ACL A3795772087,046349,201SH DFND1349,20100
GLOBUS MEDICAL INC- ACL A379577208032SH DFND1 23200
GLOWPOINT INCCOM NEW3798872019670,219SH DFND170,21900
GLU MOBILE INCCOM3798901061,331342,359SH DFND1342,35900
GNC HOLDINGS INC-CL ACOM CL A36191G10725,639438,661SH DFND1438,5140147
GOGO INCCOM38046C1091,77271,456SH DFND171,45600
GOLAR LNG LTDSHSG9456A1001,28335,371SH DFND135,314057
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C1022257,448SH DFND17,44800
GOLD RESOURCES CORPCOM38068T105774170,943SH DFND1170,94300
GOLDEN MINERALS COMPANYCOM38111910688186,795SH DFND1186,79500
GOLDFIELD CORPCOM381370105198101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104568,6723,209,029SH DFND13,208,1330896
GOLDMAN SACHS GROUP INC COMCOM38141G104951SH DFND1 25100
GOLUB CAPITAL BDC INCCOM38173M10236018,861SH DFND118,86100
GOODRICH PETROLEUM CORPCOM NEW3824104052,638155,044SH DFND1155,04400
GOODRICH PETROLEUM CORPCOM NEW382410405019SH DFND1 21900
GOODYEAR TIRE & RUBR CO COMCOM38255010145,5581,910,539SH DFND11,909,7600779
GOOGLE INC-CL A COMCL A38259P5082,362,0322,108,216SH DFND12,107,4820734
GORDMANS STORES INCCOM38269P10031541,136SH DFND141,13600
GORMAN RUPP CO COMCOM383082104591,792SH DFND1 21,79200
GORMAN RUPP CO COMCOM3830821043,12993,611SH DFND193,61100
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1036,247251,397SH DFND1251,39700
GP STRATEGIES CORP COMCOM36225V1042,52784,839SH DFND184,83900
GRACE W R & CO DEL NEW COMCOM38388F10835,462358,683SH DFND1358,597086
GRACO INC COMCOM38410910422,709290,703SH DFND1290,632071
GRAFTECH INTERNATIONAL LTDCOM3843131026,557583,960SH DFND1583,96000
GRAHAM CORPCOM3845561061,70847,079SH DFND147,07900
GRAHAM HOLDINGS COCOM38463710424,97337,656SH DFND137,572084
GRAHAM HOLDINGS COCOM384637104323487SH DFND1 248700
GRAINGER W W INC COMCOM3848021042581,011SH DFND1 21,01100
GRAINGER W W INC COMCOM384802104112,289439,767SH DFND1439,4870280
GRAMERCY PROPERTY TRUST INCCOM38489R1001,711297,708SH DFND1297,70800
GRAMERCY PROPERTY TRUST INCCOM38489R10010818,881SH DFND1 218,88100
GRAN TIERRA ENERGY INCCOM38500T10160182,292SH DFND1 282,29200
GRAND CANYON EDUCATION-REDHCOM38526M1069,962228,503SH DFND1228,50300
GRANITE CONSTR INC COMCOM3873281076,169176,364SH DFND1176,36400
GRAPHIC PACKAGING HOLDING COCOM38868910115,8701,653,225SH DFND11,653,22500
GRAPHIC PACKAGING HOLDING COCOM3886891015539SH DFND1 253900
GRAY TELEVISION INC COMCOM3893751064,876327,750SH DFND1327,75000
GREAT LAKES DREDGE&DOCK CORPCOM3906071092,471268,656SH DFND1268,65600
GREAT PLAINS ENERGY INC COMCOM39116410017,659728,537SH DFND1728,452085
GREAT SOUTHN BANCORP INC COMCOM3909051071,19239,226SH DFND139,22600
GREATBATCH INCCOM39153L1066,169139,460SH DFND1139,46000
GREEN DOT CORP - CLASS ACL A39304D1025,404214,906SH DFND1214,90600
GREEN DOT CORP - CLASS ACL A39304D1022188,669SH DFND1 28,66900
GREEN MTN COFFEE ROASTERSCOM39312210647,865633,395SH DFND1633,2370158
GREEN PLAINS RENEWABLE ENERGCOM3932221042,089107,783SH DFND1107,78300
GREEN PLAINS RENEWABLE ENERGCOM393222104301,551SH DFND1 21,55100
GREENBRIER COS INC COMCOM3936571013,905118,931SH DFND1118,93100
GREENHILL & CO INC COMCOM3952591047,372127,245SH DFND1127,24500
GREENHUNTER ENERGY INC-REDHCOM39530A1045245,224SH DFND145,22400
GREENLIGHT CAPITAL RECLASS AG4095J1094,857144,094SH DFND1144,09400
GREIF INCCL A3976241077,770148,291SH DFND1147,9910300
GRIFFIN LAND & NURSERIESCL A3982311002698,086SH DFND18,08600
GRIFFON CORP COMCOM3984331022,885218,449SH DFND1218,44900
GRIFOLS SA-ADRSP ADR REP B NVT39843840866818,497SH DFND118,49700
GROUP 1 AUTOMOTIVE INC COMCOM3989051097,240101,947SH DFND1101,94700
GROUPON INCCOM CL A39947310721,5921,834,498SH DFND11,834,0190479
GSE HOLDING INCCOM36191X1004522,078SH DFND122,07800
GSE SYSTEMS INCCOM36227K1065333,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C20567660,184SH DFND160,18400
GSI TECHNOLOGY INCCOM36241U10648172,460SH DFND172,46000
GSV CAPITAL CORPCOM36191J10112210,110SH DFND110,11000
GT ADVANCED TECHNOLOGIES INCCOM36191U1066,204711,496SH DFND1711,49600
GTX INCCOM40052B108198120,162SH DFND1120,16200
GUARANTY BANCORPCOM NEW40075T6071,07476,502SH DFND176,50200
GUESS INC COMCOM4016171058,817283,796SH DFND1283,5270269
GUIDANCE SOFTWARE INCCOM40169210868067,371SH DFND167,37100
GUIDEWIRE SOFTWARE INCCOM40171V10014,923304,127SH DFND1304,12700
GULF ISLAND FABRICATION INC COMCOM4023071021,85079,708SH DFND179,70800
GULFMARK OFFSHORE INC COMCL A NEW4026292085,207110,498SH DFND1110,49800
GULFPORT ENERGY CORPCOM NEW40263530425,299400,623SH DFND1400,536087
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN010,4045,170,000PRN DFND1 25,170,00000
H&E EQUIPMENT SERVICES INCCOM4040301084,315145,641SH DFND1145,64100
HACKETT GROUP INC/THECOM4046091096710,800SH DFND1 210,80000
HACKETT GROUP INC/THECOM404609109916147,624SH DFND1147,62400
HAEMONETICS CORP COMCOM40502410010,703254,060SH DFND1254,06000
HAIN CELESTIAL GROUP INC COMCOM40521710021,176233,270SH DFND1233,27000
HALCON RESOURCES CORPCOM NEW40537Q2094,6191,196,714SH DFND11,196,71400
HALLADOR ENERGY COCOM40609P10524230,069SH DFND130,06900
HALLIBURTON CO COMCOM406216101318,1196,270,189SH DFND16,267,37302,816
HALLMARK FINL SERVICES INCCOM NEW40624Q20341246,417SH DFND146,41700
HALOZYME THERAPEUTICS INCCOM40637H1097,244483,283SH DFND1483,28300
HAMPTON ROADS BANKSHARES INCCOM NEW409321502708404,822SH DFND1404,82200
HANCOCK HLDG CO COMCOM41012010916,208441,885SH DFND1441,88500
HANDY & HARMAN LTDCOM41031510523975SH DFND1 297500
HANDY & HARMAN LTDCOM4103151051,18548,984SH DFND148,98400
HANESBRANDS INCCOM410345102698SH DFND1 29800
HANESBRANDS INCCOM41034510235,900510,898SH DFND1510,3480550
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2089,897251,582SH DFND1251,58200
HANMI FINL CORP COMCOM NEW4104952045,820265,882SH DFND1265,88200
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X10088963,704SH DFND163,70400
HANOVER INSURANCE GROUP INC/THCOM41086710512,584210,758SH DFND1210,4920266
HANSEN MEDICAL INCCOM411307101394228,193SH DFND1228,19300
HARBINGER GROUP INC.COM41146A1061,987167,705SH DFND1167,70500
HARDINGE INC COMCOM41232430374951,774SH DFND151,77400
HARLEY DAVIDSON INC COMCOM412822108109,7271,585,215SH DFND11,584,4580757
HARMAN INTL INDS INC COMCOM4130861091812,222SH DFND1 22,22200
HARMAN INTL INDS INC COMCOM41308610940,419493,922SH DFND1493,4120510
HARMONIC INC COMCOM4131601023,873524,820SH DFND1524,82000
HARRIS CORP DEL COMCOM41387510558,319835,624SH DFND1835,4950129
HARRIS CORP DEL COMCOM4138751051,48821,326SH DFND1 221,32600
HARRIS INTERACTIVE INC COMCOM41454910512663,010SH DFND163,01000
HARRIS TEETER SUPERMARKETS INCCOM41458510912,158246,366SH DFND1246,36600
HARSCO CORP COMCOM41586410710,857387,352SH DFND1386,7520600
HARTE-HANKS INC COMCOM4161961030120SH DFND1 212000
HARTE-HANKS INC COMCOM4161961031,879240,313SH DFND1239,8190494
HARTFORD FINL SVCS GROUP IN COMCOM416515104118,2773,265,597SH DFND13,264,38201,215
HARVARD APPARATUS REGENERATIVE TECH INCCOM41690A10610722,613SH DFND122,61300
HARVARD BIOSCIENCE INC COMCOM41690610542590,459SH DFND190,45900
HARVEST NATURAL RESOURCES INCCOM41754V103791175,097SH DFND1175,09700
HASBRO INC COMCOM41805610746,314842,171SH DFND1842,0000171
HASTINGS ENTERTAINMENT INCCOM4183651022815,004SH DFND115,00400
HATTERAS FINANCIAL CORPCOM41902R1037,994489,239SH DFND1486,42002,819
HAVERTY FURNITURE INC COMCOM4195961013,619115,647SH DFND1115,64700
HAWAIIAN ELEC INDUSTRIES COMCOM41987010014,622561,103SH DFND1560,8900213
HAWAIIAN HOLDINGS INCCOM4198791012,919303,150SH DFND1303,15000
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,18740,440SH DFND140,44000
HAWKINS INCCOM4202611091,30235,015SH DFND135,01500
HAYNES INTERNATIONAL INCCOM NEW4208772013,32260,143SH DFND160,14300
HCA HOLDINGS INC.COM40412C10171,2531,493,692SH DFND11,493,3900302
HCC INS HLDGS INC COMCOM40413210223,993520,022SH DFND1519,8990123
HCI GROUP INCCOM40416E1034728,828SH DFND1 28,82800
HCI GROUP INCCOM40416E1033,29561,607SH DFND161,60700
HCN 6 1/2PFD PER CON I42217K60111,571225,700PRN DFND1 2225,70000
HCP INCCOM40414L109137,9153,798,187SH DFND13,797,17101,016
HCP INCCOM40414L1091794,948SH DFND1 24,94800
HD SUPPLY HOLDINGS INCCOM40416M1057,279303,183SH DFND1303,18300
HEADWATERS INC COMCOM42210P1023,785386,655SH DFND1386,5550100
HEALTH CARE REIT INC COMCOM42217K1061442,700SH DFND1 22,70000
HEALTH CARE REIT INC COMCOM42217K106128,9612,407,945SH DFND12,406,82301,122
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10619519,339SH DFND119,33900
HEALTH MGMT ASSOC INC NEW CL ACL A42193310215,5101,184,041SH DFND11,184,04100
HEALTH NET INC COMCOM42222G10811,337382,127SH DFND1382,12700
HEALTHCARE ACQUISITION CORPCOM71714G102324174,428SH DFND1174,42800
HEALTHCARE RLTY TR COMCOM42194610412,766599,107SH DFND1599,10700
HEALTHCARE SVCS GRP INC COMCOM42190610810,665375,927SH DFND1375,92700
HEALTHCARE TRUST OF AMERICACL A42225P1059,001914,755SH DFND1913,8240931
HEALTHSOUTH CORP COMCOM NEW42192430916,451493,756SH DFND1493,75600
HEALTHSTREAM INCCOM42222N1033,873118,192SH DFND1118,19200
HEALTHWAYS INCCOM4222451002,670173,965SH DFND1173,8650100
HEARTLAND EXPRESS INC COMCOM4223471046,473329,928SH DFND1329,92800
HEARTLAND FINANCIAL USA INCCOM42234Q1021,75961,106SH DFND161,10600
HEARTLAND PAYMENT SYSTEMS INCOM42235N1089,249185,593SH DFND1185,59300
HEARTWARE INTERNATIONAL INCCOM4223681007,25477,204SH DFND177,20400
HEAT BIOLOGICS INCCOM42237K1028512,034SH DFND112,03400
HECLA MNG CO COMCOM4227041065,2641,709,160SH DFND11,709,16000
HEICO CORP NEW COMCOM4228061099,455163,161SH DFND1163,16100
HEICO CORP-CL ACL A4228062087,007166,380SH DFND1166,38000
HEIDRICK & STRUGGLES INTL I COMCOM4228191021,65582,213SH DFND182,21300
HELEN OF TROY CORP LTD COMCOMG4388N1067,807157,686SH DFND1157,68600
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P10711,443493,667SH DFND1493,4670200
HELMERICH & PAYNE INC COMCOM42345210167,145798,818SH DFND1798,5100308
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10326021,904SH DFND121,90400
HEMISPHERX BIOPHARMA INC COMCOM42366C103149564,507SH DFND1564,50700
HENRY JACK & ASSOC INC COMCOM4262811013545,984SH DFND1 25,98400
HENRY JACK & ASSOC INC COMCOM42628110129,860504,317SH DFND1504,2110106
HERBALIFE LTDCOM USD SHSG4412G10131,010394,089SH DFND1393,7640325
HERCULES OFFSHORE INCCOM4270931097,7811,191,718SH DFND11,191,71800
HERCULES OFFSHORE INCCOM42709310912118,575SH DFND1 218,57500
HERCULES TECH GROWTH CAP INCCOM42709650857234,939SH DFND133,43901,500
HERITAGE COMMERCE CORP COMCOM42692710971586,864SH DFND186,86400
HERITAGE FINANCIAL GROUPCOM42726X10236719,067SH DFND119,06700
HERITAGE FINANCIAL GROUPCOM42726X10208SH DFND1 2800
HERITAGE FINL CORP WASH COMCOM42722X10697857,178SH DFND157,17800
HERITAGE FINL CORP WASH COMCOM42722X106033SH DFND1 23300
HERITAGE OAKS BANCORPCOM42724R10759779,712SH DFND179,71200
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10674236,249SH DFND136,24900
HERSHA HOSPITALITY TRUSTSH BEN INT A4278251046,0711,090,048SH DFND11,090,04800
HERSHEY CO/THECOM427866108105,7381,087,830SH DFND11,087,4390391
HERTZ GLOBAL HOLDINGS, INCCOM42805T10558,2552,035,762SH DFND12,035,0050757
HESKA CORP COMCOM RESTRC NEW42805E30613115,048SH DFND115,04800
HESS CORP COMCOM42809H107171,5412,067,416SH DFND12,066,40001,016
HEWLETT PACKARD CO COMCOM42823610364923,213SH DFND1 223,21300
HEWLETT PACKARD CO COMCOM428236103409,78314,649,701SH DFND114,642,17007,531
HEXCEL CORP NEW COMCOM42829110821,650484,466SH DFND1484,2930173
HFF INC-CLASS ACL A40418F1084,381163,189SH DFND1163,18900
HHGREGG INC -REDHCOM42833L108171,226SH DFND1 21,22600
HHGREGG INC -REDHCOM42833L1081,01872,878SH DFND172,87800
HIBBETT SPORTS INCCOM4285671019,609142,978SH DFND1142,97800
HICKORY TECH CORP COMCOM42906010663949,878SH DFND149,7090169
HIGHER ONE HOLDINGS INCCOM42983D1041,497153,390SH DFND1153,39000
HIGHWOODS PPTYS INC COMCOM43128410818,429509,524SH DFND1509,52400
HILL INTERNATIONAL INCCOM43146610133484,673SH DFND184,67300
HILLENBRAND INC -SPNCOM4315711089,005306,094SH DFND1306,09400
HILL-ROM HOLDINGS INCCOM43147510212,483301,963SH DFND1301,6370326
HILL-ROM HOLDINGS INCCOM431475102140SH DFND1 24000
HILLSHIRE BRANDS CO/THECOM43258910920,203604,177SH DFND1602,37701,800
HILLTOP HOLDINGSCOM43274810110,031433,714SH DFND1433,71400
HILLTOP HOLDINGSCOM4327481011436,224SH DFND1 26,22400
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P106017SH DFND1 21700
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10621814,867SH DFND114,86700
HINGHAM INSTITUTION FOR SVGSCOM4333231023404,334SH DFND14,33400
HI-TECH PHARMACAL INC COMCOM42840B1012,44256,290SH DFND156,29000
HITTITE MICROWAVE CORPCOM43365Y10410,219165,552SH DFND1165,55200
HMS HOLDINGS CORPCOM40425J10110,188448,251SH DFND1448,25100
HNI CORP COMCOM4042511008,801226,673SH DFND1225,37101,302
HOLLYFRONTIER CORPCOM436106108380SH DFND1 28000
HOLLYFRONTIER CORPCOM43610610851,4181,034,926SH DFND11,033,11901,807
HOLLYWOOD MEDIA CORP COMCOM43623310010776,814SH DFND176,81400
HOLOGIC INC COMCOM43644010130,3911,359,990SH DFND11,359,7120278
HOME BANCORP INCCOM43689E10740121,300SH DFND121,30000
HOME BANCSHARES INCCOM43689320029800SH DFND1 280000
HOME BANCSHARES INCCOM4368932009,341250,106SH DFND1250,10600
HOME DEPOT INC COMCOM437076102855,65110,394,718SH DFND110,390,25704,461
HOME FEDERAL BANCORP INCCOM43710G10584656,845SH DFND156,84500
HOME INNS & HOTELS MANAG-ADRSPON ADR43713W1072465,647SH DFND15,64700
HOME LOAN SERVICING SOLUTIONORD SHSG6648D10910,762468,565SH DFND1468,56500
HOME PROPERTIES INCCOM43730610318,516345,321SH DFND1345,1660155
HOMEAWAY INCCOM43739Q10012,564307,344SH DFND1307,278066
HOMESTREET INCCOM43785V1022,000100,040SH DFND1100,04000
HOMETRUST BANCSHARES INCCOM4378721041,56597,884SH DFND197,88400
HOMETRUST BANCSHARES INCCOM43787210415981SH DFND1 298100
HONDA MOTOR LTD SPONS ADRAMERN SHS4381283081,32332,050SH DFND130,00002,050
HONEYWELL INTL INC COMCOM43851610605SH DFND1 2500
HONEYWELL INTL INC COMCOM438516106525,4865,752,840SH DFND15,750,89301,947
HOOKER FURNITURE CORPCOM43903810086251,723SH DFND151,72300
HOOPER HOLMES INC COMCOM43910410071134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410413211,625SH DFND111,62500
HORACE MANN EDUCATORS CORP COMCOM4403271049,579303,731SH DFND1303,73100
HORIZON BANCORP INDIANACOM44040710453721,227SH DFND121,22700
HORIZON PHARMA, INCCOM44047T1091,768232,130SH DFND1232,13000
HORMEL FOODS CORP COMCOM440452100249SH DFND1 24900
HORMEL FOODS CORP COMCOM44045210045,7041,012,128SH DFND11,011,7280400
HORNBECK OFFSHORE SERVICES COMCOM44054310608SH DFND1 2800
HORNBECK OFFSHORE SERVICES COMCOM4405431067,661155,634SH DFND1155,63400
HORSEHEAD HOLDING CORPCOM4406943053,955244,000SH DFND1244,00000
HOSPIRA INC COMCOM4410601001914,641SH DFND1 24,64100
HOSPIRA INC COMCOM44106010051,6161,250,752SH DFND11,250,4520300
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10223,335863,311SH DFND1863,31100
HOST MARRIOTT CORP NEW COMCOM44107P104121,5846,255,938SH DFND16,253,77802,160
HOUGHTON MIFFLIN HARCOURT COMPANYCOM44157R1093,600212,278SH DFND1212,27800
HOUSTON AMERICAN ENERGY CORPCOM44183U10033135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10991968,752SH DFND168,75200
HOVNANIAN ENTERPRISES INC CL ACL A4424872034,584692,512SH DFND1692,4120100
HOWARD HUGHES CORPCOM44267D10718,684155,576SH DFND1155,529047
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,07937,725SH DFND135,41602,309
HSN INCCOM40430310910,967176,041SH DFND1175,981060
HUB GROUP INC CL ACL A4433201067,201180,578SH DFND1180,57800
HUBBELL INC CL BCL B44351020127,995257,071SH DFND1257,052019
HUDSON CITY BANCORP COMCOM44368310724025,525SH DFND1 225,52500
HUDSON CITY BANCORP COMCOM44368310734,0533,612,116SH DFND13,608,40603,710
HUDSON GLOBAL INCCOM44378710636791,448SH DFND191,44800
HUDSON PACIFIC PROPERTIES INCCOM4440971094,953226,500SH DFND1226,50000
HUDSON TECHNOLOGIES INCCOM44414410915341,560SH DFND141,56000
HUDSON VALLEY HOLDING CORPCOM4441721001,36266,953SH DFND166,95300
HUMANA INC COMCOM44485910273712SH DFND1 271200
HUMANA INC COMCOM444859102119,6461,159,465SH DFND11,158,8440621
HUNT J B TRANS SVCS INC COMCOM44565810734,979452,586SH DFND1452,58600
HUNTINGTON BANCSHARES INC COMCOM44615010461,9886,424,817SH DFND16,422,10302,714
HUNTINGTON BANCSHARES INC COMCOM44615010418719,383SH DFND1 219,38300
HUNTINGTON INGALLS INDUST-WICOM44641310621,326236,940SH DFND1236,879061
HUNTSMAN CORPCOM44701110722,959933,307SH DFND1933,0860221
HURCO COMPANIES INCCOM44732410465226,081SH DFND126,08100
HURON CONSULTING GROUP INCCOM4474621027,820124,695SH DFND1124,69500
HUTCHINSON TECHNOLOGY INC COMCOM448407106431134,711SH DFND1134,71100
HYATT HOTELS CORP - CL ACOM CL A44857910213,676276,523SH DFND1276,461062
HYPERDYNAMICS CORPCOM NEW44895420636890,462SH DFND190,46200
HYPERION THERAPEUTICS INCCOM44915N10167433,355SH DFND133,35500
HYSTER-YALE MATERIALSCL A4491721053143,375SH DFND1 23,37500
HYSTER-YALE MATERIALSCL A4491721059,00196,619SH DFND196,61900
IAC INTERACTIVECORPCOM PAR $.00144919P50824,981363,681SH DFND1363,4440237
IBERIABANK CORP COMCOM45082810810,355164,769SH DFND1164,76900
IBIO INCCOM45103310447142,667SH DFND1142,66700
ICAD INCCOM NEW44934S20637031,816SH DFND131,81600
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012,00818,355SH DFND118,35500
ICF INTERNATIONAL INCCOM44925C1032507,223SH DFND1 27,22300
ICF INTERNATIONAL INCCOM44925C1033,526101,613SH DFND1101,61300
ICG GROUP INCCOM44928D1083,252174,581SH DFND1174,58100
ICON PLCSHSG4705A10041110,177SH DFND110,17700
ICONIX BRAND GROUP INCCOM45105510710,680269,025SH DFND1269,02500
ICU MED INC COMCOM44930G1074,82075,667SH DFND175,66700
ID SYSTEMS INCCOM44948910324041,458SH DFND141,45800
IDACORP INC COMCOM45110710613,568261,741SH DFND1261,74100
IDENIX PHARMACEUTICALS INC COMCOM45166R2043,078514,814SH DFND1514,81400
IDENTIVE GROUP INCCOM45170X106134233,234SH DFND1233,23400
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,218263,234SH DFND1263,23400
IDEX CORP COMCOM45167R10429,094393,972SH DFND1393,876096
IDEXX LABS INC COMCOM45168D10426,098245,354SH DFND1245,274080
IDT CORP CL BCL B NEW4489475072,466138,009SH DFND1136,34201,667
IDT CORP CL BCL B NEW448947507010SH DFND1 21000
IEC ELECTRS CORP NEW COMCOM44949L1057618,187SH DFND118,18700
IF BANCORP INCCOM44951J10524514,709SH DFND114,70900
IGATE CAPITAL CORP COMCOM45169U1057,644190,343SH DFND1190,34300
IGNITE RESTAURANT GROUP INCCOM45173010535428,350SH DFND128,35000
IHS INC-CLASS ACL A45173410735,194294,062SH DFND1294,027035
II VI INC COMCOM9021041084,722268,318SH DFND1268,31800
IKANOS COMMUNICATIONS INCCOM45173E105416346,810SH DFND1346,81000
ILLINOIS TOOL WKS INC COMCOM452308109244,6672,910,817SH DFND12,909,39401,423
ILLUMINA INC COMCOM45232710966,413600,462SH DFND1600,3210141
IMATION CORP COMCOM45245A107594126,935SH DFND1126,93500
IMMERSION CORP COMCOM4525211071,849178,191SH DFND1178,19100
IMMUNOGEN INC COMCOM45253H1016,206423,098SH DFND1423,09800
IMMUNOMEDICS INC COMCOM4529071081,660361,043SH DFND1361,04300
IMPAC MTG HLDGS INC COMCOM NEW45254P50815325,695SH DFND125,69500
IMPAX LABORATORIES INCCOM45256B1018,680345,277SH DFND1345,27700
IMPERIAL HOLDINGS INCCOM45283410450176,753SH DFND176,75300
IMPERIAL OIL LTDCOM24542412,52257,162SH DFND157,1620356
IMPERVA INCCOM45321L1004,78099,334SH DFND199,33400
IMUNOCELLULAR THERAPEUTICSCOM452536105202219,025SH DFND1219,02500
INCONTACT INCCOM45336E1092,080266,435SH DFND1266,43500
INCYTE INCCOM45337C10234,984690,984SH DFND1690,7680216
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030742631,581SH DFND131,58100
INDEPENDENT BANK CORP MASS COMCOM4538361085,525141,004SH DFND1141,00400
INDEPENDENT BANK CORP MICH COMCOM NEW4538386091,09991,625SH DFND191,62500
INDEPENDENT BANK GROUP INCCOM45384B10683516,822SH DFND116,82200
INDUSTRIAL SVCS OF AMERICACOM4563141034915,736SH DFND115,73600
INFINERA CORP -REDHCOM45667G1035,792592,258SH DFND1592,25800
INFINITY PHARMACEUTICALS INC COMCOM45665G3033,006217,727SH DFND1217,72700
INFINITY PROPERTY & CASUALTYCOM45665Q1034,24059,097SH DFND159,09700
INFOBLOX INCCOM45672H1047,491226,871SH DFND1226,87100
INFORMATICA CORP COMCOM45666Q10222,215535,315SH DFND1535,2150100
INFORMATION SERVICES GROUPCOM45675Y10435383,318SH DFND183,31800
ING CLARION GLOBL RE INCM FDCOM12504G10065182,209PRN DFND1 282,20900
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710378155,808SH DFND149,70806,100
ING RISK MANAGED NAT RES FNDCOM44981010033834,502PRN DFND1 234,50200
ING US INCCOM45685E10619,435552,937SH DFND1552,858079
INGERSOLL-RAND COMPANY LTD CL ASHSG4779110139649SH DFND1 264900
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101118,5881,925,706SH DFND11,924,8020904
INGLES MKTS INC CL ACL A4570301041,87569,192SH DFND169,19200
INGRAM MICRO INC CL ACL A45715310418,218776,556SH DFND1776,2930263
INGRAM MICRO INC CL ACL A45715310410442SH DFND1 244200
INGREDION INCCOM45718710205SH DFND1 2500
INGREDION INCCOM45718710225,522372,808SH DFND1372,5470261
INLAND REAL ESTATE CORPORATIONCOM NEW4574612005,231497,301SH DFND1497,30100
INNERWORKINGS INC -REDHCOM45773Y1051,493191,732SH DFND1191,73200
INNODATA ISOGEN CORPCOM NEW45764220518475,451SH DFND175,45100
INNOPHOS HOLDINGS INC -REDHCOM45774N1085,219107,389SH DFND1107,38900
INNOSPEC INCCOM45768S1057,699166,573SH DFND1166,57300
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10546163,251SH DFND163,25100
INOVIO PHARMACEUTICALS INCCOM45773H1022,249775,618SH DFND1775,61800
INOVIO PHARMACEUTICALS INCCOM45773H1029332,092SH DFND1 232,09200
INPHI CORPCOM45772F1071,496116,012SH DFND1116,01200
INSIGHT ENTERPRISES INC COMCOM45765U1035,757253,519SH DFND1253,51900
INSIGHT ENTERPRISES INC COMCOM45765U10350122,077SH DFND1 222,07700
INSIGNIA SYS INC COMCOM45765Y1057828,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693072,835166,668SH DFND1166,66800
INSPERITY INCCOM45778Q1075,846161,811SH DFND1161,7110100
INSTEEL INDUSTRIES INC COMCOM45774W1081,88482,905SH DFND182,90500
INSTITUTIONAL FINANCIAL MARKETCOM45779L1074723,694SH DFND123,69400
INSULET CORP -REDHCOM45784P10110,090271,972SH DFND1271,97200
INSYS THERAPEUTICS INCCOM NEW45824V2091,86548,189SH DFND148,0830106
INSYS THERAPEUTICS INCCOM NEW45824V20947312,238SH DFND1 212,23800
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW4579852085,744120,400SH DFND1120,40000
INTEGRATED DEVICE TECHNOLOG COMCOM4581181067,132699,934SH DFND1699,5340400
INTEGRATED ELECTRICAL SVC COMCOM45811E30125747,764SH DFND147,76400
INTEGRATED SILICON SOLUTION COMCOM45812P1071,650136,540SH DFND1136,54000
INTEGRYS ENERGY GROUP INCCOM45822P10532,352594,784SH DFND1594,6840100
INTEL CORP COMCOM458140100996,32738,389,951SH DFND138,374,663015,288
INTELIQUENT INCCOM45825N1074,890428,282SH DFND1428,28200
INTELIQUENT INCCOM45825N10749243,162SH DFND1 243,16200
INTELLI-CHECK INC COMCOM45817G1021530,094SH DFND130,09400
INTELSAT SACOML5140P1012,20797,933SH DFND197,93300
INTER PARFUMS INC COMCOM4583341093,13687,593SH DFND187,59300
INTERACTIVE BROKERS GRPCOM45841N1075,914242,989SH DFND1242,7830206
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1095,29978,674SH DFND178,67400
INTERCEPT PHARMACEUTICALS INCCOM45845P1084,01958,861SH DFND158,86100
INTERCHANGE CORPCOM53954W10412378,225SH DFND178,22500
INTERCLOUD SYSTEMS INCCOM NEW45848820220611,195SH DFND111,19500
INTERCONTINENTALEXCHANGE GROUPCOM45866F1043631,617SH DFND1 21,61700
INTERCONTINENTALEXCHANGE GROUPCOM45866F104192,877857,785SH DFND1857,5820203
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW 1245857P40062018,569SH DFND110,21108,358
INTERDIGITAL INCCOM45867G1016,336214,886SH DFND1214,88600
INTERFACE INC CL ACOM4586653046,380290,553SH DFND1290,55300
INTERMOLECULAR INCCOM45882D10932265,632SH DFND165,63200
INTERMUNE INC COMCOM45884X1036,433436,768SH DFND1436,76800
INTERNAP NETWORK SVCS CORP COMCOM PAR $.00145885A3001,911254,205SH DFND1254,20500
INTERNATIONAL BANCSHARES CO COMCOM4590441038,940338,778SH DFND1338,77800
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,406,0287,498,215SH DFND17,495,07303,142
INTERNATIONAL BUSINESS MACHINES INCCOM459200101530SH DFND1 23000
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610152,881615,208SH DFND1614,9130295
INTERNATIONAL GAME TECHNOLO COMCOM459902102965,334SH DFND1 25,33400
INTERNATIONAL GAME TECHNOLO COMCOM45990210233,5781,849,593SH DFND11,849,3170276
INTERNATIONAL RECTIFIER COR COMCOM4602541059,595368,066SH DFND1367,9660100
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW4603212011,06035,948SH DFND135,5710377
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352015,045142,180SH DFND1142,18000
INTERPHASE CORP COMCOM4605931068722,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM460690100673,831SH DFND1 23,83100
INTERPUBLIC GROUP COS INC COMCOM46069010053,2473,009,188SH DFND13,008,3880800
INTERSECTIONS INCCOM460981301891114,401SH DFND1114,40100
INTERSECTIONS INCCOM460981301069SH DFND1 26900
INTERSIL CORP CL ACL A46069S1097,954693,515SH DFND1692,5960919
INTERVAL LEISURE GROUPCOM46113M1086,522211,092SH DFND1211,032060
INTERVEST BANCSHARES CORPCOM46092710648564,653SH DFND164,65300
INTERXON CORPCOM46122T1021,36957,556SH DFND157,55600
INTEST CORP COMCOM46114710013736,180SH DFND136,18000
INTEVAC INC COMCOM46114810859379,943SH DFND179,94300
INTL FCSTONE INCCOM46116V1051,40675,876SH DFND175,87600
INTL PAPER CO COMCOM460146103155,8183,178,971SH DFND13,177,85101,120
INTRALINKS HOLDINGS INCCOM46118H1042,097173,168SH DFND1173,16800
INTREPID POTASH INCCOM46121Y1024,545286,988SH DFND1286,98800
INTUIT COMCOM461202103160,3632,101,818SH DFND12,100,70801,110
INTUITIVE SURGICAL INC COMCOM NEW46120E602192501SH DFND1 250100
INTUITIVE SURGICAL INC COMCOM NEW46120E602105,926275,874SH DFND1275,843031
INUVO INC.COM NEW46122W2046147,147SH DFND147,14700
INVACARE CORP COMCOM4612031013,490150,393SH DFND1150,39300
INVENSENSE INCOM46123D2055,547266,949SH DFND1266,94900
INVENTURE GROUP INCCOM46121210253140,091SH DFND140,09100
INVESCO BOND FUNDCOM46132L10726214,815PRN DFND1 214,81500
INVESCO MORTGAGE CAPITALCOM46131B1009,545650,257SH DFND1647,11503,142
INVESCO PLCSHSG491BT108118,8773,266,786SH DFND13,265,26401,522
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1055,051245,700SH DFND1245,70000
INVESTORS BANCORP INCCOM46146P1028,678339,266SH DFND1339,26600
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301034,324504,046SH DFND1504,04600
INVESTORS TITLE CO COMCOM4618041063554,387SH DFND14,38700
ION GEOPHYSICAL CORP COMCOM4620441081,778538,939SH DFND1538,93900
ION GEOPHYSICAL CORP COMCOM4620441080253SH DFND1 225300
IPASS INCCOM46261V108265168,891SH DFND1168,89100
IPC THE HOSPITALIST CO-REDHCOM44984A1055,26088,578SH DFND188,57800
IPG PHOTONICS CORP -REDHCOM44980X10913,611175,380SH DFND1175,306074
IRC 5 11/15/29NOTE 5.000%11/1457461AC53,3183,000,000PRN DFND1 23,000,00000
IRIDIUM COMMUNICATIONS INCCOM46269C1022,055328,275SH DFND1328,27500
IROBOT CORPCOM4627261004,778137,432SH DFND1137,43200
IROBOT CORPCOM46272610001SH DFND1 2100
IRON MTN INC PA COMCOM46284610636,8031,212,966SH DFND11,212,4280538
IRON MTN INC PA COMCOM4628461061,33544,000SH DFND1 244,00000
IRONWOOD PHARMACEUTICALSCOM CL A46333X1085,965513,860SH DFND1513,86000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1032,74355,084PRN DFND155,08400
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876227026,808PRN DFND15,17501,633
ISIS PHARMACEUTICALS INC COMCOM46433010926,057654,043SH DFND1653,8430200
ISLE OF CAPRI CASINOS INC COMCOM46459210488197,892SH DFND197,89200
ISORAY INCCOM46489V10453107,708SH DFND1107,70800
ISRAMCO INCCOM NEW4651414064163,280SH DFND13,28000
ISTAR FINANCIAL INCCOM45031U1015,494385,023SH DFND1385,02300
ITC HOLDINGS CORPCOM46568510523,944249,891SH DFND1249,89100
ITERIS INCCOM46564T10711253,480SH DFND153,48000
ITRON INC COMCOM4657411068,176197,362SH DFND1197,36200
ITT EDUCATIONAL SERVICES IN COMCOM45068B1093,03590,384SH DFND190,2840100
ITT INDS INC IND COMCOM NEW45091120118,657429,697SH DFND1429,5900107
ITT INDS INC IND COMCOM NEW4509112011092,518SH DFND1 22,51800
IVANHOE ENERGY INCCOM NEW465790301916,565SH DFND116,56500
IXIA COMCOM45071R1094,874366,220SH DFND1366,22000
IXYS CORP COMCOM46600W1061,598123,240SH DFND1123,24000
J & J SNACK FOODS CORP COMCOM4660321098,43495,209SH DFND195,20900
J2 GLOBAL INCCOM48123V10211,665233,260SH DFND1233,0600200
JABIL CIRCUIT INC COMCOM46631310324,0671,380,276SH DFND11,379,8130463
JACK IN THE BOX INC COMCOM46636710914,930298,485SH DFND1298,48500
JACOBS ENGR GROUP INC DEL COMCOM46981410762,592993,963SH DFND1993,96300
JAKKS PAC INC COMCOM47012E10660289,536SH DFND189,53600
JAMBA INCCOM NEW47023A30997878,751SH DFND178,75100
JAMES RIVER COAL COCOM NEW470355207250185,405SH DFND1185,40500
JANUS CAPITAL GROUP INCCOM47102X1058,975725,594SH DFND1725,1940400
JARDEN CORP COMCOM47110910833,807551,063SH DFND1550,9370126
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10482359,097SH DFND156,20102,896
JAZZ PHARMACEUTICALS PLCSHS USDG5087110535,373279,498SH DFND1279,416082
JBLU6 3/4 10/15/39DBCV 6.750%10/1477143AF811,6416,492,000PRN DFND1 26,492,00000
JDS UNIPHASE CORP COMCOM PAR $0.00146612J50714,9841,154,393SH DFND11,152,29902,094
JETBLUE AIRWAYS CORPCOM4771431019,8701,154,425SH DFND11,154,42500
JGWPT HOLDINGS INC-ACL A46617M10972041,438SH DFND141,43800
JIVE SOFTWARE INCCOM47760A1082,162192,235SH DFND1192,23500
JMP GROUP INCCOM46629U10747464,104SH DFND164,10400
JMP GROUP INCCOM46629U10710314,036SH DFND1 214,03600
JOE'S JEANS INCCOM47777N101188171,139SH DFND1171,13900
JOHN B. SANFILIPPO & SONCOM80042210788335,802SH DFND135,80200
JOHN B. SANFILIPPO & SONCOM80042210766426,925SH DFND1 226,92500
JOHN BEAN TECHNOLOGIES-SPNCOM4778391044,229144,190SH DFND1144,126064
JOHNSON & JOHNSON COMCOM47816010499810,898SH DFND1 210,89800
JOHNSON & JOHNSON COMCOM4781601041,949,24221,288,273SH DFND121,280,26208,011
JOHNSON CTLS INC COMCOM478366107255,2654,977,401SH DFND14,975,38502,016
JOHNSON OUTDOORS INC CL ACL A47916710860822,572SH DFND122,57200
JONES ENERGY INCCOM CL A48019R10891263,014SH DFND163,01400
JONES LANG LASALLE INC COMCOM48020Q10721,677211,719SH DFND1211,668051
JOS A BANK CLOTHIERS INC COMCOM4808381017,276132,953SH DFND1132,7660187
JOS A BANK CLOTHIERS INC COMCOM48083810132600SH DFND1 260000
JOURNAL COMMUNICATIONS INC-ACL A4811301021,464157,322SH DFND1157,32200
JOURNAL COMMUNICATIONS INC-ACL A48113010201SH DFND1 2100
JOY GLOBAL INC COMCOM48116510845,531778,679SH DFND1778,1710508
JP MORGAN CHASE & COCOM46625H1001,663,45828,452,932SH DFND128,441,484011,448
JP MORGAN CHASE & COCOM46625H10067111,477SH DFND1 211,47700
JUNIPER NETWORKS INC COMCOM48203R10425611,343SH DFND1 211,34300
JUNIPER NETWORKS INC COMCOM48203R10485,0223,768,107SH DFND13,766,73301,374
K12 INCCOM48273U1023,993183,611SH DFND1183,61100
K12 INCCOM48273U102157SH DFND1 25700
KADANT INC COMCOM48282T1043,87495,624SH DFND195,62400
KAISER ALUMINUM CORPCOM PAR $0.014830077046,16587,783SH DFND187,78300
KALOBIOS PHARMACEUTICALS INCCOM48344T10036682,873SH DFND182,87300
KAMADA LIMITEDSHSM6240T10916611,175SH DFND111,17500
KAMAN CORPCOM4835481035,263132,478SH DFND1132,47800
KANSAS CITY LIFE INS CO COMCOM48483610187118,265SH DFND118,26500
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030274605SH DFND1 260500
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030296,638780,647SH DFND1780,3210326
KAPSTONE PAPER AND PACKAGINGCOM48562P10311,432204,662SH DFND1204,66200
KAR AUCTION SERVICES INCCOM48238T10918,751634,582SH DFND1634,487095
KARYOPHARM THERAPEUTICS INCCOM48576U10681235,455SH DFND135,45500
KB HOME COMCOM48666K1097,222395,097SH DFND1394,9970100
KBR INCCOM48242W10622,645710,220SH DFND1710,0460174
KCAP FINANCIAL INCCOM48668E10120024,790SH DFND118,30906,481
KCG HOLDINGSCL A48244B1005,387450,477SH DFND1450,47700
KEARNY FINANCIAL CORPCOM48716910486074,004SH DFND174,00400
KELLOGG CO COMCOM487836108111,4231,825,060SH DFND11,824,1710889
KELLOGG CO COMCOM48783610822365SH DFND1 236500
KELLY SVCS INC CL ACL A4881522084,015161,007SH DFND1160,2070800
KEMET CORP COMCOM NEW4883602071,049186,109SH DFND1186,10900
KEMPER CORPCOM48840110010,355253,323SH DFND1253,2090114
KENNAMETAL INC COMCOM48917010019,298370,619SH DFND1370,528091
KENNEDY-WILSON HOLDINGS INCCOM4893981076,389287,190SH DFND1287,19000
KERYX BIOPHARMACEUTICALS IN COMCOM4925151015,080392,306SH DFND1392,30600
KEY ENERGY SVCS INC COMCOM4929141065,111646,986SH DFND1646,98600
KEY TECHNOLOGY INC COMCOM49314310118112,659SH DFND112,65900
KEY TRONIC CORPCOM49314410936132,780SH DFND132,78000
KEYCORP NEW COMCOM49326710893,6286,978,687SH DFND16,976,67902,008
KEYCORP NEW COMCOM4932671081329,876SH DFND1 29,87600
KEYW HOLDING CORP/THECOM4937231001,864138,704SH DFND1138,70400
KFORCE INC COMCOM4937321013,058149,497SH DFND1149,49700
KI HOLDINGS INCCOM50060P1064,722103,220SH DFND1103,22000
KID BRANDS INCCOM49375T1006059,107SH DFND159,10700
KILROY RLTY CORP COMCOM49427F10823,753473,358SH DFND1473,1330225
KIMBALL INTL INC CL BCL B4942741033,609240,175SH DFND1240,17500
KIMBALL INTL INC CL BCL B49427410332921,926SH DFND1 221,92600
KIMBERLY CLARK CORP COMCOM494368103548SH DFND1 24800
KIMBERLY CLARK CORP COMCOM494368103285,4272,733,236SH DFND12,731,83001,406
KIMCO REALTY CORP COMCOM49446R109954,860SH DFND1 24,86000
KIMCO REALTY CORP COMCOM49446R10966,8193,384,134SH DFND13,383,7340400
KINDER MORGAN INCCOM49456B101170,8834,748,334SH DFND14,746,32702,007
KINDER MORGAN INCCOM49456B101912,552SH DFND1 22,55200
KINDRED HEALTHCARE INC COMCOM4945801039462SH DFND1 246200
KINDRED HEALTHCARE INC COMCOM4945801035,446275,926SH DFND1275,92600
KINROSS GOLD CORPCOMB03Z841963220,903SH DFND1220,90300
KIOR INC - CL ACL A497217109204121,677SH DFND1121,67700
KIRBY CORP COMCOM49726610626,403266,031SH DFND1265,967064
KIRKLAND'S INCCOM4974981051,82076,921SH DFND176,92100
KITE REALTY GROUP TRUSTCOM49803T1025,080773,258SH DFND1773,25800
KLA-TENCOR CORP COMCOM48248010080,0491,242,198SH DFND11,241,6080590
KMG CHEMICALS INCCOM48256410156833,667SH DFND133,66700
KNIGHT TRANSN INC COMCOM4990641035,473298,468SH DFND1298,46800
KNOLL INCCOM NEW4989042004,505246,069SH DFND1244,61901,450
KODIAK OIL & GAS CORPCOM50015Q10014,4911,292,700SH DFND11,292,70000
KOFAX LTDCOM USDG5307C10514719,864SH DFND119,86400
KOHLS CORP COMCOM50025510484,0351,481,238SH DFND11,480,7020536
KOHLS CORP COMCOM50025510423406SH DFND1 240600
KONA GRILL INCCOM50047H20129415,896SH DFND115,89600
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEWNY REG SH NEW5004723031,01827,559SH DFND124,78402,775
KOPIN CORP COMCOM5006001011,068253,261SH DFND1253,26100
KORN FERRY INTL COM NEWCOM NEW5006432002228,527SH DFND1 28,52700
KORN FERRY INTL COM NEWCOM NEW5006432009,860377,496SH DFND1377,49600
KOSMOS ENERGY LTDSHSG5315B1076,130548,332SH DFND1547,9580374
KRAFT FOODS GROUP INCCOM50076Q106232,0794,305,437SH DFND14,303,04402,393
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KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,716223,484SH DFND1223,48400
KRISPY KREME DOUGHNUTS INC COMCOM5010141048,454438,260SH DFND1438,26000
KROGER CO COMCOM50104410178419,846SH DFND1 219,84600
KROGER CO COMCOM501044101151,7313,839,495SH DFND13,838,8610634
KRONOS WORLDWIDE INCCOM50105F1052,199115,447SH DFND1115,3210126
KULICKE & SOFFA INDS INC COMCOM5012421011109SH DFND1 210900
KULICKE & SOFFA INDS INC COMCOM5012421016,939521,765SH DFND1521,76500
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KYTHERA BIOPHARMACEUTICALS INCCOM5015701052,35963,343SH DFND163,34300
L BRANDS INCCOM501797104107,8691,744,563SH DFND11,743,6930870
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L-3 COMMUNICATIONS HLDGS IN COMCOM50242410474,661698,893SH DFND1698,7700123
L-3 COMMUNICATIONS HLDGS IN COMCOM5024241041,79316,781SH DFND1 216,78100
LA Z BOY INC COMCOM5053361079,180296,154SH DFND1296,15400
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40958,439639,777SH DFND1639,5560221
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LACLEDE GROUP INC COMCOM5055971047,282159,912SH DFND1159,91200
LADENBURG THALMANN FINANCIALCOM50575Q1021,228392,605SH DFND1392,60500
LAKELAND BANCORP INC COMCOM5116371001,716138,800SH DFND1138,80000
LAKELAND FINL CORP COMCOM5116561003,39687,086SH DFND187,08600
LAKELAND INDUSTRIES INCCOM51179510613525,549SH DFND125,54900
LAKES ENTERTAINMENT INCCOM51206P10922958,014SH DFND158,01400
LAM RESEARCH CORP COMCOM51280710865,4121,201,676SH DFND11,201,4900186
LAM RESEARCH CORP COMCOM5128071082083,837SH DFND1 23,83700
LAMAR ADVERTISING CO CL ACL A51281510116,328312,509SH DFND1312,2920217
LANCASTER COLONY CORP COMCOM5138471039,029102,430SH DFND1101,8800550
LANDAUER INC COMCOM51476K1032,84554,093SH DFND154,09300
LANDEC CORPCOM5147661042,032167,668SH DFND1167,66800
LANDSTAR SYS INC COMCOM51509810112,625219,761SH DFND1219,76100
LANNET INC COMCOM5160121015,680171,626SH DFND1171,62600
LANNET INC COMCOM51601210155616,813SH DFND1 216,81300
LAREDO PETROLEUM HOLDINGS INCOM5168061067,162258,660SH DFND1258,579081
LAS VEGAS SANDS CORPCOM517834107139,1891,765,077SH DFND11,764,6360441
LAS VEGAS SANDS CORPCOM51783410719251SH DFND1 225100
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210821700SH DFND1 270000
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210818,579602,057SH DFND1602,05700
LATTICE SEMICONDUCTOR CORP COMCOM5184151043,537642,074SH DFND1642,07400
LAUDER ESTEE COS INC CL ACL A518439104136,1131,807,660SH DFND11,806,8200840
LAWSON PRODS INC COMCOM52077610536029,424SH DFND129,42400
LAYNE CHRISTENSEN COMPANYCOM5210501041,915112,158SH DFND1112,15800
LAZARD LTDSHS AG5405010294420,841SH DFND120,5450296
LCA-VISION INC COM NEWCOM PAR $.00150180330830778,751SH DFND178,75100
LCNB CORPORATIONCOM50181P10053329,862SH DFND129,86200
LDR HOLDING CORPCOM50185U10575231,881SH DFND131,88100
LEAP WIRELESS INTL INCCOM NEW5218633084,510259,244SH DFND1259,24400
LEAPFROG ENTERPRISES INC CL ACL A52186N1062,345295,356SH DFND1295,35600
LEAR CORPCOM NEW52186520435,376436,904SH DFND1436,8020102
LEAR CORPCOM NEW52186520408SH DFND1 2800
LEARNING TREE INTL INC COMCOM5220151065517,783SH DFND117,78300
LEE ENTERPRISES INC COMCOM523768109489140,982SH DFND1140,98200
LEGACY RESERVES LPUNIT LP INT52470730430410,823SH DFND110,82300
LEGG MASON INC COMCOM52490110535,533817,452SH DFND1816,9710481
LEGG MASON INC COMCOM52490110517412SH DFND1 241200
LEGGETT & PLATT INC COMCOM52466010732,6201,054,593SH DFND11,054,2930300
LEGGETT & PLATT INC COMCOM5246601075164SH DFND1 216400
LEIDOS HOLDINGS INCCOM52532710247810,302SH DFND1 210,30200
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LEMAITRE VASCULAR INCCOM52555820120024,977SH DFND124,97700
LENDER PROCESSING SERVCS-SPNCOM52602E10213,823369,806SH DFND1369,5890217
LENNAR CORP COMCL A52605710448,0231,214,272SH DFND11,213,8830389
LENNAR CORP COMCL A52605710431807SH DFND1 280700
LENNOX INTL INC COMCOM52610710719,004223,420SH DFND1223,335085
LEUCADIA NATL CORP COMCOM52728810465,5602,314,024SH DFND12,313,6800344
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N30825,879780,334SH DFND1780,1430191
LEXICON GENETICS INC COMCOM5288721043,0071,670,933SH DFND11,670,93300
LEXINGTON CORP PPTYS TR COMCOM52904310110,2101,000,011SH DFND11,000,01100
LEXMARK INTL NEW CL ACL A52977110710,215287,608SH DFND1287,4080200
LGI HOMES INCCOM50187T10676543,005SH DFND143,00500
LGL GROUP INC - WT 8/18*W EXP 08/06/20150186A116115,045SH DFND115,04500
LHC GROUP LLCCOM50187A1071,55564,707SH DFND164,70700
LHC GROUP LLCCOM50187A10721888SH DFND1 288800
LIBBEY INC COMCOM5298981081,88089,554SH DFND189,55400
LIBERATOR MEDICAL HOLDINGS INCCOM53012L108570136,818SH DFND1136,81800
LIBERTY GLOBAL PLC - ASHS CL AG5480U104154,1671,732,548SH DFND11,732,0830465
LIBERTY GLOBAL PLC-CSHS CL CG5480U1202,42628,897SH DFND128,89700
LIBERTY MEDIA CORPCL A53122910276,296521,040SH DFND1520,9120128
LIBERTY MEDIA-INTERACTIVE A COMINT COM SER A53071M10471,8672,448,958SH DFND12,448,3430615
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210429,121859,899SH DFND1858,35801,541
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LIFE PARTNERS HOLDINGS INCCOM53215T10612872,277SH DFND172,27700
LIFE TECHNOLOGIES CORPCOM53217V10994,6741,249,370SH DFND11,249,1800190
LIFE TIME FITNESS INCCOM53217R2078,588182,737SH DFND1182,73700
LIFELOCK INCCOM53224V1009,036550,667SH DFND1550,66700
LIFEPOINT HOSPITALS INC COMCOM53219L10912,082228,664SH DFND1228,609055
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LIFEWAY FOODS INCCOM53191410938624,158SH DFND124,15800
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K5045,262100,057SH DFND1100,05700
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LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578051813,622SH DFND113,62200
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LILLY ELI & CO COMCOM532457108382,8357,508,720SH DFND17,505,11103,609
LILLY ELI & CO COMCOM532457108541,064SH DFND1 21,06400
LIMELIGHT NETWORKS INC -REDHCOM53261M104455230,281SH DFND1230,28100
LIMONEIRA COCOM53274610498537,076SH DFND137,07600
LINCOLN EDUCATIONAL SERVICESCOM533535100527105,861SH DFND194,030011,831
LINCOLN ELEC HLDGS INC COMCOM53390010630,163422,811SH DFND1421,8980913
LINCOLN NATL CORP IND COMCOM53418710999,0401,919,187SH DFND11,917,86001,327
LINDSAY MFG CO COMCOM5355551064,96459,998SH DFND159,99800
LINEAR TECHNOLOGY CORP COMCOM53567810627600SH DFND1 260000
LINEAR TECHNOLOGY CORP COMCOM53567810678,2691,718,814SH DFND11,718,2140600
LINKEDIN CORP - ACOM CL A53578A10896,550445,348SH DFND1445,2460102
LINN ENERGY LLC-UNITSUNIT LTD LIAB5360201001,18938,645SH DFND138,64500
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521091,591267,005SH DFND1267,00500
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920379925,268SH DFND125,174094
LIPOSCIENCE INCCOM53630M1086315,054SH DFND115,05400
LIQUID HOLDINGS GROUP LLCCOM53633A10110415,012SH DFND115,01200
LIQUIDITY SERVICES, INC.COM53635B1072,688118,640SH DFND1118,64000
LITHIA MTRS INC CL ACL A5367971037,472107,643SH DFND1107,64300
LITTELFUSE INC COMCOM5370081049,956107,140SH DFND1107,14000
LIVE NATIONCOM53803410913,348675,515SH DFND1675,3020213
LIVEPERSON INCCOM5381461013,705250,038SH DFND1250,03800
LKQ CORPCOM50188920846,6791,419,071SH DFND11,418,3330738
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109661124,264SH DFND1119,17605,088
LMI AEROSPACE INCCOM50207910681855,508SH DFND155,50800
LMP REAL ESTATE INCOME FUND INCOM50208C10818117,995PRN DFND1 217,99500
LOCKHEED MARTIN CORP COMCOM539830109295,4961,988,312SH DFND11,987,8740438
LOEWS CORP COMCOM540424108108,6932,253,848SH DFND12,253,4520396
LOGITECH INTERNATIONAL - REGSHSH5043023237627,473SH DFND127,47300
LOGMEIN INCCOM54142L1093,989118,911SH DFND1118,91100
LO-JACK CORP COMCOM53945110426974,676SH DFND174,67600
LOOKSMART LTD COMCOM PAR $0.0015434426023014,768SH DFND114,76800
LORAL SPACE & COMMUNICATION COMCOM5438811066,59281,409SH DFND181,40900
LORILLARD INCCOM544147101132,7092,619,346SH DFND12,618,8780468
LOUISIANA PAC CORP COMCOM5463471051100SH DFND1 210000
LOUISIANA PAC CORP COMCOM54634710512,970700,714SH DFND1700,5140200
LOWES COS INC COMCOM548661107380,3957,679,255SH DFND17,675,17704,078
LPATH INC - CLASS ACOM NEW54891030612730,015SH DFND130,01500
LPL INVESTMENT HOLDINGS INCCOM50212V10018,460392,518SH DFND1392,3470171
LRAD CORPCOM50213V109227121,112SH DFND1121,11200
LSB INDUSTRIES INCCOM5021601043,62788,433SH DFND188,43300
LSI INDS INC COMCOM50216C10876287,913SH DFND187,91300
LSI LOGIC CORP COMCOM50216110244,8544,071,452SH DFND14,070,17401,278
LSI LOGIC CORP COMCOM50216110233030,000SH DFND1 230,00000
LTC PPTYS INC COMCOM5021751027,144201,892SH DFND1201,89200
LTX CORP COMCOM NEW5024032071,883235,704SH DFND1235,70400
LUBYS INC COMCOM54928210152267,645SH DFND167,64500
LUCAS ENERGY INCCOM NEW5493332013334,712SH DFND134,71200
LULULEMON ATHLETICA INCCOM55002110928,286479,250SH DFND1479,25000
LUMBER LIQUIDATORS HOLDINGS INCOM55003T10701SH DFND1 2100
LUMBER LIQUIDATORS HOLDINGS INCOM55003T10713,595132,132SH DFND1132,13200
LUMINEX CORP DEL COMCOM55027E1023,961204,182SH DFND1204,18200
LUMINEX CORP DEL COMCOM55027E1021377,105SH DFND1 27,10500
LUMOS NETWORKS CORPCOM5502831051,81986,655SH DFND186,65500
LUNA INNOVATIONS INCCOM5503511003726,569SH DFND126,56900
LUXOTTICA GROUP S P A SPONSORED ADRSPONSORED ADR55068R20267712,573SH DFND110,72701,846
LYDALL INC DEL COMCOM5508191061,14364,890SH DFND164,89000
LYDALL INC DEL COMCOM55081910658833,374SH DFND1 233,37400
LYONDELLBASELL INDU-CL ASHS - A -N537451001,78322,218SH DFND1 222,21800
LYONDELLBASELL INDU-CL ASHS - A -N53745100252,6063,147,499SH DFND13,146,9140585
M & T BK CORP COMCOM55261F104111,465957,714SH DFND1957,5560158
M D C HLDGS INC COMCOM5526761085,717177,329SH DFND1177,2290100
M SMUCKER CO/THE-NEW COMCOM NEW83269640581,185783,713SH DFND1783,0970616
M/I HOMES INCCOM55305B1013,176124,795SH DFND1124,79500
MACATAWA BK CORP COMCOM55422510249098,048SH DFND198,04800
MACERICH CO COMCOM55438210169,4971,180,410SH DFND11,180,0960314
MAC-GRAY CORPCOM55415310683939,547SH DFND139,54700
MACK CALI RLTY CORP COMCOM55448910411,648542,306SH DFND1541,8450461
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1001,00259,002SH DFND159,00200
MACROGENICS INCCOM55609910987531,929SH DFND131,92900
MADDEN STEVEN LTD COMCOM55626910810,717292,916SH DFND1292,91600
MADISON COUNTY FINANCIAL INCCOM55677710028816,223SH DFND116,22300
MADISON SQUARE GAR INC-A-W/ICL A55826P10017,280300,119SH DFND1300,11900
MAGELLAN HEALTH SVCS INCCOM NEW55907920711,890198,473SH DFND1198,47300
MAGELLAN PETROLEUM CORPCOM559091301156150,074SH DFND1150,07400
MAGICJACK VOCALTEC LTDSHSM6787E10114612,304SH DFND112,30400
MAGNA INTL INC CL ACOM55922240132400SH DFND100400
MAGNA INTL INC CL ACOM5592224011,42517,387SH DFND1 217,38700
MAGNETEK INC COMCOM NEW5594244032229,309SH DFND19,30900
MAGNUM HUNTER RESOURCES CORPCOM55973B1020122SH DFND1 212200
MAGNUM HUNTER RESOURCES CORPCOM55973B1025,586764,274SH DFND1764,27400
MAIDEN HOLDINGS LTDSHSG5753U112046SH DFND1 24600
MAIDEN HOLDINGS LTDSHSG5753U1123,191292,025SH DFND1292,02500
MAIN STREET CAPITAL CORPCOM56035L10470221,488SH DFND120,7880700
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1021,44279,998SH DFND179,99800
MAJESCO ENTERTAINMENT COCOM NEW560690208115195,545SH DFND1195,54500
MALLINCKRODT PLC SHSG5785G10715,318293,123SH DFND1293,0040119
MANDALAY DIGITAL GROUP INCCOM NEW56256220715157,864SH DFND157,86400
MANHATTAN ASSOCS INC COMCOM56275010915,368130,814SH DFND1130,81400
MANITEX INTERNATIONAL INCCOM56342010889356,250SH DFND156,25000
MANITOWOC INC COMCOM56357110814,876637,914SH DFND1637,7140200
MANNING & NAPIER INCCL A56382Q10296054,417SH DFND154,41700
MANNING & NAPIER INCCL A56382Q1021,46683,090SH DFND1 283,09000
MANNKIND CORP COMCOM56400P2015,4731,050,493SH DFND11,050,49300
MANPOWER INC COMCOM56418H10014164SH DFND1 216400
MANPOWER INC COMCOM56418H10036,960430,529SH DFND1430,2420287
MANTECH INTL CORP CL ACL A5645631043,862129,062SH DFND1129,06200
MANULIFE FINL CORPCOM24925196,877349,825SH DFND1349,82501,361
MARATHON OIL CORP COMCOM565849106178,6945,063,679SH DFND15,061,29402,385
MARATHON PETROLEUM CORP - W/ICOM56585A102206,9622,256,873SH DFND12,255,56001,313
MARATHON PETROLEUM CORP - W/ICOM56585A1026637,231SH DFND1 27,23100
MARCHEX INC-CLASS BCL B56624R108949109,749SH DFND1109,74900
MARCUS & MILLICHAP INCCOM56632410964343,210SH DFND143,21000
MARCUS CORP COMCOM5663301061,20889,928SH DFND189,3780550
MARIN SOFTWARE INCCOM56804T10644643,594SH DFND143,59400
MARINE PRODS CORP COMCOM56842710838738,582SH DFND138,58200
MARINEMAX INC COMCOM5679081081,725107,325SH DFND1107,32500
MARKEL CORP COMCOM57053510438,47166,290SH DFND166,29000
MARKET VECTORS AGRIBUSINESSAGRIBUS ETF57060U6053927,200PRN DFND17,20000
MARKETAXESS HOLDINGS INCCOM57060D10817,672264,278SH DFND1264,27800
MARKETO INCCOM57063L1073,26588,087SH DFND188,08700
MARLIN BUSINESS SERVICES INCCOM5711571062,01980,131SH DFND180,13100
MARRIOTT INTL INC NEW CL ACL A57190320282,0951,663,676SH DFND11,662,8090867
MARRIOTT VACATIONS WORLD W/ICOM57164Y1072494,733SH DFND1 24,73300
MARRIOTT VACATIONS WORLD W/ICOM57164Y10711,421216,483SH DFND1216,48300
MARRONE BIO INNOVATIONS INCCOM57165B10653530,090SH DFND130,09000
MARSH & MCLENNAN COS INC COMCOM571748102188,2553,893,942SH DFND13,892,28001,662
MARTEN TRANSPORT LTDCOM5730751083,183157,665SH DFND1157,66500
MARTHA STEWART LIVING OMNIM CL ACL A573083102586139,692SH DFND1139,69200
MARTIN MARIETTA MATLS INC COMCOM57328410629300SH DFND1 230000
MARTIN MARIETTA MATLS INC COMCOM57328410621,802218,188SH DFND1218,117071
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10532,2982,246,348SH DFND12,244,54701,801
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H1051007,000SH DFND1 27,00000
MASCO CORP COMCOM57459910658,2272,557,951SH DFND12,556,74101,210
MASCO CORP COMCOM574599106032SH DFND1 23200
MASIMO CORP -REDHCOM5747951007,884269,732SH DFND1269,73200
MASONITE INTERNATIONAL CORPCOM5753851093,75962,662SH DFND162,66200
MAST THERAPEUTICS INCCOM57631410888192,325SH DFND1192,32500
MASTEC INC COMCOM5763231099,514290,785SH DFND1290,78500
MASTERCARD INCCL A57636Q104640,648767,043SH DFND1766,6170426
MATADOR RESOURCES COCOM5764852055,191278,492SH DFND1278,49200
MATERIAL SCIENCES CORP COMCOM57667410535430,021SH DFND130,02100
MATERION CORPCOM5766901013,03498,378SH DFND198,37800
MATRIX SERVICE COCOM5768531054,927201,352SH DFND1201,35200
MATSON INCCOM57686G1057,795298,555SH DFND1298,55500
MATTEL INC COMCOM577081102119,8032,518,651SH DFND12,517,51201,139
MATTERSIGHT CORPCOM57709710811524,041SH DFND124,04100
MATTHEWS INTL CORP CL ACL A5771281016,177144,968SH DFND1144,96800
MATTRESS FIRM HOLDING CORPCOM57722W1063,47380,708SH DFND180,70800
MATTSON TECHNOLOGY INC COMCOM577223100684249,929SH DFND1249,92900
MATTSON TECHNOLOGY INC COMCOM5772231000211SH DFND1 221100
MAUI LD & PINEAPPLE INC COMCOM57734510129949,253SH DFND149,25300
MAXIM INTEGRATED PRODS INC COMCOM57772K10140,6261,455,827SH DFND11,454,9620865
MAXIMUS INC COMCOM57793310416,589377,110SH DFND1377,11000
MAXLINEAR INC-CLASS ACL A57776J1001,139109,285SH DFND1109,28500
MAXLINEAR INC-CLASS ACL A57776J100014SH DFND1 21400
MAXWELL TECHNOLOGIES INC COMCOM577767106072SH DFND1 27200
MAXWELL TECHNOLOGIES INC COMCOM5777671061,198154,295SH DFND1154,29500
MB FINANCIAL INC NEW COMCOM55264U10812,246381,641SH DFND1381,64100
MBIA INC COMCOM55262C1008,158683,292SH DFND1683,0430249
MBT FINANCIAL CORPCOM5788771026214,679SH DFND114,67900
MCCLATCHY CO CL ACL A579489105862253,676SH DFND1253,67600
MCCLATCHY CO CL ACL A5794891052611SH DFND1 261100
MCCORMICK & CO INC COM NON VTGCOM NON VTG57978020665,661953,030SH DFND1952,8300200
MCDERMOTT INTL INC COMCOM58003710910,2731,121,562SH DFND11,121,56200
MCDONALDS CORP COMCOM580135101708,3677,302,627SH DFND17,299,79802,829
MCDONALDS CORP COMCOM5801351011661,716SH DFND1 21,71600
MCEWEN MINING INCCOM58039P1072,1001,071,650SH DFND11,071,65000
MCG CAPITAL CORP COMCOM58047P107701159,532SH DFND1 2159,53200
MCG CAPITAL CORP COMCOM58047P107475108,095SH DFND196,023012,072
MCGRATH RENTCORP COMCOM5805891094,992125,449SH DFND1125,44900
MCGRAW HILL COS INC COMCOM580645109158,1312,022,709SH DFND12,021,67201,037
MCHP 2 1/8 12/15/37SDCV 2.125%12/1595017AB020,82712,000,000PRN DFND1 212,000,00000
MCKESSON CORP COMCOM58155Q103265,2891,644,167SH DFND11,643,8240343
MDC PARTNERS INCCL A SUB VTG5526971041,61663,359SH DFND163,35900
MDU RES GROUP INC COMCOM55269010928,077919,200SH DFND1918,8330367
MEAD JOHNSON NUTRITIONCOM5828391061782,128SH DFND1 22,12800
MEAD JOHNSON NUTRITIONCOM582839106122,9261,468,036SH DFND11,467,5050531
MEADOWBROOK INS GROUP INC COMCOM58319P1081,459209,761SH DFND1209,76100
MEADWESTVACO CORP COMCOM58333410748,8681,323,645SH DFND11,322,12201,523
MEASUREMENT SPECIALTIES INC COMCOM5834211024,47173,685SH DFND173,68500
MEDALLION FINL CORP COMCOM5839281061,00470,008SH DFND170,00800
MEDASSETS INC-REDHCOM5840451086,187312,011SH DFND1312,01100
MEDGENICSCOM NEW58436Q20323138,684SH DFND138,68400
MEDIA GEN INC CL ACL A5844041072,307102,108SH DFND1102,10800
MEDICAL ACTION INDS INC COMCOM58449L10058868,800SH DFND168,80000
MEDICAL PROPERTIES TRUST INCCOM58463J3049,320762,720SH DFND1762,72000
MEDICINES CO COMCOM58468810514,756382,088SH DFND1382,08800
MEDICINOVA INCCOM NEW58468P20610147,646SH DFND147,64600
MEDIDATA SOLUTIONS INCCOM58471A10516,291268,975SH DFND1268,97500
MEDIDATA SOLUTIONS INCCOM58471A105010SH DFND1 21000
MEDIFAST INCCOM58470H1011,56559,918SH DFND159,91800
MEDIVATION INCCOM58501N10123,018360,682SH DFND1360,596086
MEDLEY CAPITAL CORPCOM58503F10635125,367SH DFND121,51903,848
MEDNAX INC.COM58502B10624,798464,573SH DFND1464,4190154
MEDTRONIC INC COMCOM585055106436,5247,608,434SH DFND17,604,76903,665
MEDTRONIC INC COMCOM5850551061,41324,629SH DFND1 224,62900
MEETME INCCOM58514110415484,177SH DFND184,17700
MEI PHARMA INCCOM NEW55279B20233641,957SH DFND141,95700
MELA SCIENCES INCCOM55277R100102160,555SH DFND1160,55500
MELCO PBL ENTERTAINMENT-ADRADR58546410009SH DFND1 2900
MELCO PBL ENTERTAINMENT-ADRADR5854641001,18930,320SH DFND130,32000
MELLANOX TECH LTDSHSM513631132947,378SH DFND17,37800
MELLANOX TECH LTDSHSM51363113014SH DFND1 21400
MEMORIAL PRODUCTION PARTNERSCOM U REP LTD5860481002049,328SH DFND19,32800
MENS WEARHOUSE INC COMCOM58711810011,631227,711SH DFND1227,6110100
MENTOR GRAPHICS CORP COMCOM58720010611,964497,080SH DFND1497,08000
MERCADOLIBRE INCCOM58733R1028037,451SH DFND17,45100
MERCANTILE BANK CORPCOM58737610459127,403SH DFND127,40300
MERCER INTL INC SH BEN INTCOM58805610141641,800SH DFND141,80000
MERCHANTS BANCSHARES COMCOM5884481001,57647,051SH DFND147,05100
MERCK & CO INC COMCOM58933Y1051,107,81322,140,378SH DFND122,131,55808,820
MERCK & CO INC COMCOM58933Y105571,153SH DFND1 21,15300
MERCURY COMPUTER SYS COMCOM5893781081,657151,350SH DFND1151,35000
MERCURY GENL CORP NEW COMCOM5894001008,929179,631SH DFND1178,8310800
MEREDITH CORP COMCOM5894331019,141176,471SH DFND1176,3710100
MERGE HEALTHCARE INCCOM589499102654281,978SH DFND1281,97800
MERGE HEALTHCARE INCCOM589499102033SH DFND1 23300
MERIDIAN BIOSCIENCE INC COMCOM5895841015,314200,324SH DFND1200,32400
MERIDIAN INTERSTATE BANCORPCOM58964Q10479235,100SH DFND135,10000
MERIT MED SYS INC COMCOM5898891043,219204,530SH DFND1204,53000
MERITAGE HOMES CORP COMCOM59001A1028,381174,653SH DFND1174,5530100
MERITOR INC COMCOM59001K1004,487430,276SH DFND1430,27600
MERRIMACK PHARMACEUTICALS INCCOM59032810014827,765SH DFND1 227,76500
MERRIMACK PHARMACEUTICALS INCCOM5903281002,334437,098SH DFND1437,09800
MERU NETWORKS INCCOM59047Q10330270,125SH DFND170,12500
MESA LABS INC COMCOM59064R10985210,848SH DFND110,84800
META FINANCIAL GROUP INCCOM59100U10872517,981SH DFND117,98100
METABOLIX INCCOM591018809164130,601SH DFND1130,60100
METALICO INCCOM591176102305147,784SH DFND1147,78400
METHANEX CORPCOM26544161,07818,301SH DFND118,3010114
METHANEX CORP COMCOM59151K10891115,411SH DFND115,41100
METHANEX CORP COMCOM59151K1087133SH DFND1 213300
METHODE ELECTRS INC CL ACOM5915202008,045235,321SH DFND1235,32100
METLIFE INC COMCOM59156R108449,2088,333,285SH DFND18,330,01703,268
METLIFE INC COMCOM59156R108371SH DFND1 27100
METRO BANCORP INCCOM59161R1011,35062,689SH DFND162,68900
METROCORP BANCSHARES INCCOM59165010699165,783SH DFND165,78300
METTLER TOLEDO INTERNATIONA COMCOM59268810533,266137,151SH DFND1137,116035
MFA MORTGAGE INVESTMENTS INCCOM55272X1023503SH DFND1 250300
MFA MORTGAGE INVESTMENTS INCCOM55272X10216,1862,292,642SH DFND12,283,68008,962
MFRI INCCOM55272110220614,425SH DFND114,42500
MFS CHARTER INCOME TRSH BEN INT5527271091,854204,867PRN DFND1 2204,86700
MFS MULTIMARKET INCOME TRSH BEN INT55273710835052,991PRN DFND1 252,99100
MGE ENERGY INCCOM55277P1047,478129,155SH DFND1129,15500
MGIC INVT CORP WIS COMCOM55284810313,4251,590,752SH DFND11,590,5520200
MGM MIRAGE COMCOM552953101025SH DFND1 22500
MGM MIRAGE COMCOM55295310138,0861,619,600SH DFND11,619,1760424
MGP INGREDIENTS INCCOM55303J10614828,692SH DFND128,69200
MICHAEL KORS HOLDINGS LTDSHSG60754101104,0791,282,318SH DFND11,282,0910227
MICHAEL KORS HOLDINGS LTDSHSG607541019115SH DFND1 211500
MICREL INC COMCOM5947931012,222225,150SH DFND1225,15000
MICROCHIP TECHNOLOGY INC COMCOM59501710464,5841,443,646SH DFND11,443,2460400
MICROFINANCIAL INC COMCOM59507210916519,350SH DFND119,35000
MICRON TECHNOLOGY INC COMCOM595112103173,3157,967,075SH DFND17,964,11002,965
MICRON TECHNOLOGY INC COMCOM5951121032059,432SH DFND1 29,43200
MICRONET ENERTEC TECHNOLOGIESCOM5951171025911,589SH DFND111,58900
MICROS SYS INC COMCOM59490110021,656377,481SH DFND1377,2500231
MICROSEMI CORP COMCOM59513710011,771471,787SH DFND1471,78700
MICROSOFT CORP COMCOM5949181042,150,47457,469,684SH DFND157,445,163024,521
MICROSOFT CORP COMCOM59491810459615,930SH DFND1 215,93000
MICROSTRATEGY INC CL ACL A NEW5949724085,84247,028SH DFND146,9280100
MICROVISION INC WASH COMCOM NEW59496030412897,321SH DFND197,32100
MID-AMER APT CMNTYS INC COMCOM59522J10326,308433,128SH DFND1432,9800148
MIDDLEBURG FINANCIAL CORPCOM59609410231117,252SH DFND117,25200
MIDDLEBY CORP COMCOM59627810123,09796,250SH DFND196,0500200
MIDDLESEX WATER CO COMCOM5966801081,51772,455SH DFND172,45500
MIDSOUTH BANCORP INCCOM59803910559133,146SH DFND133,14600
MIDSTATES PETROLEUM CO INCCOM59804T1001,082163,486SH DFND1163,48600
MIDWAY GOLD CORPCOM5981531044049,948SH DFND149,94800
MIDWESTONE FINANCIAL GROUP INCCOM59851110357321,086SH DFND121,08600
MILLENNIAL MEDIA INCCOM60040N1051,202165,463SH DFND1165,46300
MILLER ENERGY RESOURCES INCCOM6005271051,304185,316SH DFND1185,31600
MILLER HERMAN INC COMCOM6005441008,519288,603SH DFND1288,60300
MILLER INDS INC TENN COM NEWCOM NEW60055120494350,656SH DFND150,65600
MIMEDX GROUP INCCOM6024961013,430392,526SH DFND1392,52600
MINE SAFETY APPLIANCES CO COMCOM6027201048,148159,115SH DFND1159,11500
MINERALS TECHNOLOGIES INC COMCOM60315810614,705244,802SH DFND1244,80200
MINES MANAGEMENT INCCOM6034321055593,274SH DFND193,27400
MISONIX INC COMCOM6048711037713,742SH DFND113,74200
MISTRAS GROUP INCCOM60649T1071,62477,822SH DFND177,82200
MITCHAM INDS INC COMCOM6065011041,15064,960SH DFND164,96000
MITEK SYS INC COM NEWCOM NEW606710200604101,773SH DFND1101,77300
MITEL NETWORKS CORPCOM60671Q10410710,655SH DFND110,65500
MITSUBISHI UFJ FINANCIAL GROUPSPONSORED ADR606822104732109,750SH DFND1100,00009,750
MITTAL STEEL CO-CL A NY REGNY REGISTRY SH03938L1043205SH DFND1 220500
MITTAL STEEL CO-CL A NY REGNY REGISTRY SH03938L10448927,438SH DFND124,33803,100
MIZUHO FINANICAL GROUP INCSPONSORED ADR60687Y10917139,530SH DFND130,00009,530
MKS INSTRUMENT INC COMCOM55306N1048,367279,484SH DFND1279,48400
MOBILE MINI INC COMCOM60740F1059,066220,166SH DFND1220,0150151
MODEL N INCCOM60752510236330,800SH DFND130,80000
MODINE MFG CO COMCOM6078281003,004234,376SH DFND1234,37600
MODUSLINK GLOBAL SOLUTIONS INCCOM60786L107982171,415SH DFND1171,41500
MOHAWK INDS INC COMCOM60819010466,262445,141SH DFND1444,9730168
MOLINA HEALTHCARE INCCOM60855R1005,035144,911SH DFND1144,91100
MOLSON COORS BREWING CO -BCL B60871R20964,8111,154,575SH DFND11,154,4170158
MOLYCORP INCCOM6087531094,912874,110SH DFND1874,11000
MOMENTA PHARMACEUTICALS INC COMCOM60877T1003,982225,269SH DFND1225,1690100
MONARCH CASINO & RESORT INC COMCOM60902710799649,609SH DFND149,60900
MONARCH CASINO & RESORT INC COMCOM60902710748724,271SH DFND1 224,27100
MONARCH FINANCIAL HOLDINGS INCCOM60907Q10015212,349SH DFND112,34900
MONDELEZ INTERNATIONAL INCCL A60920710514416SH DFND1 241600
MONDELEZ INTERNATIONAL INCCL A609207105477,04613,517,766SH DFND113,513,37604,390
MONEYGRAM INTERNATIONAL, INC.COM NEW60935Y2083,522169,493SH DFND1169,49300
MONEYGRAM INTERNATIONAL, INC.COM NEW60935Y208472,300SH DFND1 22,30000
MONMOUTH REAL ESTATE INVT C CL ACL A6097201071,666183,375SH DFND1183,37500
MONOLITHIC POWER SYSTEMS INCCOM6098391056,008173,344SH DFND1173,34400
MONOTYPE IMAGING HLDGS -REDHCOM61022P1008,212257,763SH DFND1257,76300
MONRO MUFFLER BRAKE INC COMCOM6102361018,163144,839SH DFND1144,83900
MONSANTO CO NEW COMCOM61166W101449,2703,855,870SH DFND13,853,86602,004
MONSTER BEVERAGE CORPCOM61174010167,310993,508SH DFND1993,457051
MONSTER WORLDWIDE INCCOM6117421073,577501,780SH DFND1501,5800200
MONTPELIER RE HOLDINGS LTDSHSG621851066,586226,329SH DFND1226,32900
MOODYS CORP COMCOM615369105109,4821,395,620SH DFND11,394,9590661
MOOG INC CL ACL A61539420218,748275,962SH DFND1275,96200
MORGAN STAN EMG MKT DEBT FDCOM61744H10520621,642PRN DFND1 221,64200
MORGAN STANLEYCOM NEW61744644811382SH DFND1 238200
MORGAN STANLEYCOM NEW617446448332,57310,608,057SH DFND110,604,31803,739
MORGANS HOTEL GROUP COCOM61748W1081,101135,455SH DFND1135,45500
MORGANS HOTEL GROUP COCOM61748W108273,415SH DFND1 23,41500
MORNINGSTAR INCCOM6177001092022,591SH DFND1 22,59100
MORNINGSTAR INCCOM61770010910,707137,114SH DFND1137,062052
MOSAIC COCOM61945C103010SH DFND1 21000
MOSAIC COCOM61945C103116,3012,461,051SH DFND12,460,4150636
MOSYS INCCOM6197181091,108200,792SH DFND1200,79200
MOTORCAR PARTS OF AMERICA INCOM6200711001,26865,737SH DFND165,73700
MOTOROLA INC COMCOM NEW620076307111,0701,645,979SH DFND11,644,76701,212
MOTOROLA INC COMCOM NEW62007630702SH DFND1 2200
MOVADO GROUP INC COMCOM6245801063,97490,316SH DFND190,31600
MOVE INC COMCOM NEW62458M2073,230202,034SH DFND1202,03400
MRC GLOBALCOM55345K10315,739487,909SH DFND1487,815094
MSC INDL DIRECT INC CL ACL A55353010618,216225,253SH DFND1225,25300
MSCI INC-ACOM55354G10027,447627,812SH DFND1627,6150197
MTR GAMING GROUP INC COMCOM55376910034767,292SH DFND167,29200
MTS SYS CORP COMCOM5537771035,72880,403SH DFND180,40300
MU 2 3/8 05/01/32NOTE 2.375% 5/0595112AW328,96812,500,000PRN DFND1 212,500,00000
MUELLER INDS INC COMCOM62475610211,899188,854SH DFND1188,85400
MUELLER WATER PRODUCTS INC-ACOM SER A62475810810,8931,162,573SH DFND11,162,4080165
MULTI-COLOR CORPCOM6253831042,41063,863SH DFND163,86300
MULTI-FINELINE ELECTRONIX INCOM62541B10156340,546SH DFND140,54600
MULTIMEDIA GAMES INC COMCOM6254531057,198229,534SH DFND1229,53400
MURPHY OIL CORP COMCOM62671710284,1891,297,993SH DFND11,297,1340