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 A68243Q106986175,156SH DFND1175,15600
1ST SOURCE CORP COMCOM3369011032,32272,387SH DFND172,38700
1ST UNITED BANCORP INC/NORTHCOM33740N105947123,678SH DFND1123,67800
21VIANET GROUP INC - ADRSPONSORED ADR90138A1032308,026SH DFND18,02600
3-D SYS CORP DEL COM NEWCOM NEW88554D20527,322461,922SH DFND1461,5080414
3M COCOM88579Y101643,2784,743,837SH DFND14,740,85502,982
8X8 INC NEW COMCOM2829141004,928455,881SH DFND1455,88100
A. H. BELO CORPCOM CL A001282102034SH DFND1 23400
A. H. BELO CORPCOM CL A0012821021,199103,560SH DFND1103,56000
AAON INC COM PAR $0.004COM PAR $0.0040003602065,056181,446SH DFND1181,44600
AAR CORP COMCOM0003611056,476249,586SH DFND1249,58600
AARON'S INCCOM PAR $0.5000253530011,661385,623SH DFND1385,3680255
AASTROM BIOSCIENCES INC COMCOM PAR$00253U4046514,838SH DFND114,83800
ABAXIS INCCOM0025671054,421113,727SH DFND1113,72700
ABB LTD-ADRSPONSORED ADR0003752046240SH DFND1 224000
ABB LTD-ADRSPONSORED ADR00037520462724,338SH DFND119,88604,452
ABBOTT LABS COMCOM00282410027721SH DFND1 272100
ABBOTT LABS COMCOM002824100453,51811,781,513SH DFND111,776,26105,252
ABBVIE INCCOM00287Y109609,45411,862,099SH DFND111,856,25105,848
ABERCROMBIE & FITCH CO CL ACL A00289620714,736382,754SH DFND1382,4700284
ABIOMED INC COMCOM0036541005,060194,346SH DFND1194,34600
ABM INDS INC COMCOM00095710020719SH DFND1 271900
ABM INDS INC COMCOM0009571008,418292,935SH DFND1292,93500
ABRAXAS PETE CORP COMCOM0038301063,603910,053SH DFND1910,05300
ABRAXAS PETE CORP COMCOM003830106307,581SH DFND1 27,58100
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813074,095268,059SH DFND1268,05900
ACADIA HEALTHCARE CO INCCOM00404A1098,825195,591SH DFND1195,59100
ACADIA PHARMACEUTICALS INC COMCOM00422510810,776442,915SH DFND1442,832083
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT0042391099,337353,947SH DFND1353,94700
ACASTI PHARMA INCCL A SHS00430K1052018,131SH DFND118,13100
ACCELERON PHARMA INCCOM00434H1081,73650,333SH DFND150,1350198
ACCELRYS INC COMCOM00430U1033,751301,054SH DFND1301,05400
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101373,2224,683,673SH DFND14,681,28302,390
ACCESS NATIONAL CORP COMCOM00433710138023,450SH DFND123,45000
ACCLERATE DIAGNOSTICS INCCOM00430H1022,699123,774SH DFND1123,77400
ACCO BRANDS CORPCOM00081T1083,677597,026SH DFND1597,02600
ACCURAY INCCOM0043971053,321346,009SH DFND1346,00900
ACCURIDE CORPCOM NEW00439T2061,051237,336SH DFND1237,33600
ACE LTD ORDSHSH0023R10569703SH DFND1 270300
ACE LTD ORDSHSH0023R105245,0492,474,812SH DFND12,474,0980714
ACELRX PHARMACEUTICALS INCCOM00444T1001,482123,436SH DFND1123,43600
ACETO CORP COMCOM0044461004,739235,905SH DFND1235,90500
ACHILLION PHARMACTCLSCOM00448Q2011,480450,043SH DFND1450,04300
ACI WORLDWIDE INCCOM00449810112,486210,963SH DFND1210,96300
ACNB CORPCOM00086810930216,377SH DFND116,37700
ACORDA THERAPEUTICS INC-REDHCOM00484M1068,363220,625SH DFND1220,62500
ACORN ENERGY INCCOM004848107343101,267SH DFND1101,26700
ACRE 7 12/15/2015NOTE 7.000%12/104013VAB43,5743,500,000PRN DFND1 23,500,00000
ACTAVIS INCSHSG0083B108258,6421,257,010SH DFND11,256,7610249
ACTIVE POWER INC COMCOM NEW00504W30820261,212SH DFND161,21200
ACTIVISION BLIZZARD INCCOM00507V109612,990SH DFND1 22,99000
ACTIVISION BLIZZARD INCCOM00507V10948,8442,390,080SH DFND12,388,66401,416
ACTUANT CORP CL A NEWCL A NEW00508X20312,359361,910SH DFND1361,91000
ACTUATE CORP COMCOM00508B1021,641272,667SH DFND1272,66700
ACUITY BRANDS INC COMCOM00508Y10232,127242,347SH DFND1242,34700
ACURA PHARMACEUTIALS INCCOM NEW00509L703151103,954SH DFND1103,95400
ACXIOM CORP COMCOM00512510918,141527,450SH DFND1527,2500200
ACXIOM CORP COMCOM0051251091494,343SH DFND1 24,34300
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20813321,042SH DFND121,04200
ADAMS EXPRESSCOM00621210429622,876PRN DFND1 222,87600
ADAMS RESOURCES & ENERGY INCCOM NEW00635130883014,340SH DFND114,34000
ADAMS RESOURCES & ENERGY INCCOM NEW0063513081061,835SH DFND1 21,83500
ADCARE HEALTH SYSTEMSCOM NEW00650W3004510,908SH DFND110,90800
ADDUS HOMECARE CORPCOM0067391061,01444,008SH DFND144,00800
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433063911,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW0068542021,14060,011SH DFND160,01100
ADOBE SYS INC COMCOM00724F1011792,736SH DFND1 22,73600
ADOBE SYS INC COMCOM00724F101227,9763,469,332SH DFND13,468,7640568
ADT CORP/THECOM00101J10655818,659SH DFND1 218,65900
ADT CORP/THECOM00101J10641,4681,385,173SH DFND11,385,148025
ADTRAN INC COMCOM00738A1067,484306,618SH DFND1306,5180100
ADVANCED AUTO PARTS INC COMCOM00751Y10644,226349,687SH DFND1349,5050182
ADVANCED EMISSIONS SOLUTIONS INCCOM00770C1012,911118,658SH DFND1118,65800
ADVANCED ENERGY INDS COMCOM0079731004,959202,433SH DFND1202,43300
ADVANCED MICRO DEVICES INC COMCOM00790310711,9302,975,128SH DFND12,973,39001,738
ADVANCED PHOTONIX INC CL ACL A00754E1072845,631SH DFND145,63100
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M4046611,899SH DFND10011,899
ADVAXIS INCCOM NEW00762420813342,520SH DFND142,52000
ADVENT SOFTWARE INC COMCOM0079741089,706330,587SH DFND1330,58700
ADVENT SOFTWARE INC COMCOM00797410832511,085SH DFND1 211,08500
ADVISORY BRD CO COMCOM00762W10712,202189,916SH DFND1189,91600
AECOM TECHNOLOGY CORP -REDHCOM00766T10016,002497,429SH DFND1497,1140315
AECOM TECHNOLOGY CORP -REDHCOM00766T1004128SH DFND1 212800
AEGERION PHARMACEUTICALS INCCOM00767E1026,467140,240SH DFND1140,183057
AEGION CORPCOM00770F1045,299209,368SH DFND1209,36800
AEGON N V ORD AMER REGNY REGISTRY SH00792410325427,663SH DFND124,11303,550
AEHR TEST SYSTEMS COMCOM00760J1083412,126SH DFND112,12600
AEP INDS INC COMCOM00103110388823,961SH DFND123,96100
AERI PHARMACEUTICALS INCCOM00771V1081,04849,469SH DFND149,2500219
AEROFLEX HOLDING CORPCOM00776710681497,997SH DFND197,99700
AEROPOSTALE COMCOM0078651081,924383,381SH DFND1383,0810300
AEROVIRONMENT INCCOM0080731084,213104,673SH DFND1104,67300
AES CORP COMCOM00130H10569,9024,897,262SH DFND14,896,3410921
AETNA INC NEW COMCOM00817Y108199,7952,666,155SH DFND12,665,5960559
AETNA INC NEW COMCOM00817Y10804SH DFND1 2400
AFFILIATED MANAGERS GROUP COMCOM00825210850,425252,112SH DFND1252,042070
AFFYMETRIX INC COMCOM00826T1083,462485,591SH DFND1485,4910100
AFLAC INC COMCOM001055102212,1803,367,260SH DFND13,366,24001,020
AFLAC INC COMCOM00105510212206SH DFND1 220600
AG MORTGAGE INVESTMENT TRUSTCOM0012281053,098176,958SH DFND1175,30801,650
AGCO CORP COMCOM0010841021242,251SH DFND1 22,25100
AGCO CORP COMCOM00108410227,229493,736SH DFND1493,5170219
AGENUS INCCOM NEW00847G705813256,735SH DFND1256,73500
AGILENT TECHNOLOGIES INC COMCOM00846U101140,7362,517,791SH DFND12,516,22301,568
AGILENT TECHNOLOGIES INC COMCOM00846U1011983,545SH DFND1 23,54500
AGILYSYS INCCOM00847J1051,31798,308SH DFND198,30800
AGIOS PHARMACEUTICALS INCCOM00847X1041,51638,729SH DFND138,680049
AGL RES INC COMCOM00120410643,859896,093SH DFND1895,9530140
AGL RES INC COMCOM0012041062184,456SH DFND1 24,45600
AGNICO EAGLE MINES LTDCOM20098231,10236,550SH DFND136,55000
AGREE REALTY CORPCOM0084921002,87994,701SH DFND194,70100
AGRIUM INCCOM22135382,99830,902SH DFND130,90200
AGRIUM INC COMCOM0089161085465,609SH DFND15,557052
AIR LEASE CORPCL A00912X30217,321464,507SH DFND1464,3500157
AIR METHODS CORP COM PAR $.06COM PAR $.060091283079,974186,691SH DFND1186,69100
AIR PRODS & CHEMS INC COMCOM009158106184,5331,550,851SH DFND11,549,9180933
AIR TRANSPORT SERVICES GROUP INCCOM00922R1052,506319,344SH DFND1319,34400
AIRCASTLE LTDCOMG0129K1046,352327,777SH DFND1327,4300347
AIRGAS INC COMCOM00936310251,280481,672SH DFND1481,0470625
AK STL HLDG CORP COMCOM0015471084,772661,003SH DFND1660,7030300
AKAMAI TECHNOLOGIES INC COMCOM00971T10176,9091,321,804SH DFND11,321,3430461
AKAMAI TECHNOLOGIES INC COMCOM00971T1011422,450SH DFND1 22,45000
AKORN INC COMCOM0097281068,524387,475SH DFND1387,47500
ALAMO GROUP INC COMCOM011311107119SH DFND1 21900
ALAMO GROUP INC COMCOM0113111073,18758,666SH DFND158,66600
ALASKA AIR GROUP INC COMCOM01165910934,350368,132SH DFND1367,8530279
ALASKA COMMUNICATIONS SYS G COMCOM01167P1017639,402SH DFND1 239,40200
ALASKA COMMUNICATIONS SYS G COMCOM01167P101524271,512SH DFND1271,51200
ALBANY INTL CORP CL ACL A0123481085,934166,989SH DFND1166,98900
ALBANY MOLECULAR RESH INC COMCOM0124231092,724146,572SH DFND1146,57200
ALBANY MOLECULAR RESH INC COMCOM012423109038SH DFND1 23800
ALBEMARLE CORP COMCOM01265310126,962406,014SH DFND1405,2270787
ALCATEL SPONSORED ADRSPONSORED ADR01390430518948,679SH DFND140,25908,420
ALCOA INC COMCOM013817101102,8857,997,581SH DFND17,996,37701,204
ALCOA INC COMCOM01381710144034,237SH DFND1 234,23700
ALERE INCCOM01449J10513,936405,726SH DFND1405,5700156
ALEXANDER & BALDWIN INCCOM0144911049,294218,395SH DFND1218,39500
ALEXANDERS INC COMCOM0147521094,40612,207SH DFND112,20700
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110931,409432,874SH DFND1432,6530221
ALEXION PHARMACEUTICALS INC COMCOM0153511093162,079SH DFND1 22,07900
ALEXION PHARMACEUTICALS INC COMCOM015351109229,1331,506,790SH DFND11,506,2430547
ALEXZA PHARMACEUTICALS, INCCOM NEW01538420923252,448SH DFND152,44800
ALICO INC COMCOM01623010442911,405SH DFND111,40500
ALIGN TECHNOLOGY INC COMCOM01625510124,152466,347SH DFND1466,34700
ALIMERA SCIENCES INCCOM01625910356872,007SH DFND172,00700
ALKERMES INC COMSHSG0176710532,439735,764SH DFND1735,4200344
ALLEGHANY CORP DEL COMCOM01717510034,23484,050SH DFND183,992058
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10230,418807,527SH DFND1807,4000127
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1021012,700SH DFND1 22,70000
ALLEGIANT TRAVEL COCOM01748X1029,80887,633SH DFND187,5330100
ALLEGION PLCORD SHSG0176J109521,013SH DFND1 21,01300
ALLEGION PLCORD SHSG0176J10933,806648,200SH DFND1647,9000300
ALLERGAN INC COMCOM018490102263,3612,123,115SH DFND12,122,6650450
ALLERGAN INC COMCOM0184901021751,418SH DFND1 21,41800
ALLETE INC COMCOM NEW01852230010,808206,194SH DFND1206,19400
ALLIANCE DATA SYSTEMS CORP COMCOM018581108103,267379,195SH DFND1379,142053
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,00169,193SH DFND169,19300
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10073611,864SH DFND111,86400
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063015,467163,069SH DFND1163,06900
ALLIANCE ONE INTERNATIONAL INCCOM0187721031,304446,866SH DFND1446,86600
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1085366,378SH DFND1 26,37800
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1085666,732SH DFND16,73200
ALLIANT ENERGY CORP COMCOM01880210832,475571,756SH DFND1571,2510505
ALLIANT TECHSYSTEMS INC COMCOM01880410424,729173,970SH DFND1173,883087
ALLIED MOTION TECHNOLOGIES INCCOM01933010922719,639SH DFND119,63900
ALLIED NEVADA GOLD CORPCOM0193441002,126493,409SH DFND1493,40900
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110416,445159,368SH DFND1159,328040
ALLIQUA INCCOM NEW01962120010212,214SH DFND112,21400
ALLISON TRANSMISSION HOLDINGCOM01973R10113,809461,254SH DFND1461,172082
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10815,161840,891SH DFND1840,89100
ALLSTATE CORP COMCOM020002101193,9393,429,113SH DFND13,427,09502,018
ALLSTATE CORP COMCOM020002101010SH DFND1 21000
ALMOST FAMILY INCCOM0204091081,04445,219SH DFND145,21900
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10721,054313,594SH DFND1313,1940400
ALON USA ENERGY INCCOM020520102037SH DFND1 23700
ALON USA ENERGY INCCOM0205201022,558171,245SH DFND1171,24500
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10427337,156SH DFND137,15600
ALPHA NATURAL RESOURCES INCCOM02076X1024,7411,115,688SH DFND11,115,68800
ALPHATEC HOLDINGS INC -REDHCOM02081G102501334,311SH DFND1334,31100
ALPINE TOTAL DYNAMIC DIVIDENDCOM SH BEN INT N021060207924110,233PRN DFND1 2110,23300
ALTAIR NANOTECHNOLOGIES INCCOM PAR $0.00102137330315935,610SH DFND135,61000
ALTERA CORP COMCOM0214411001313,627SH DFND1 23,62700
ALTERA CORP COMCOM02144110087,5062,415,634SH DFND12,414,6510983
ALTEVA COM02153V10213516,362SH DFND116,36200
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1049,61479,025SH DFND179,02500
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1041421,172SH DFND1 21,17200
ALTISOURCE RESIDENTIAL CORP - WICL B02153W10013,394424,412SH DFND1424,41200
ALTISOURCE RESIDENTIAL CORP - WICL B02153W100932,960SH DFND1 22,96000
ALTRA HLDGS INCCOM02208R1065,202145,726SH DFND1145,72600
ALTRIA GROUP INCCOM02209S103548,14414,650,799SH DFND114,646,92503,874
ALTRIA GROUP INCCOM02209S10319530SH DFND1 253000
AMAG PHARMACEUTICALS INCCOM00163U1062,328120,344SH DFND1120,34400
AMAMARK HOLDINGS CORPCOM03852U1065,353185,099SH DFND1185,09900
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW0231112065228,877SH DFND128,87700
AMAZON COM INC COMCOM0231351065451,622SH DFND1 21,62200
AMAZON COM INC COMCOM023135106952,7652,832,396SH DFND12,831,28801,108
AMBAC FINL GROUP INC COMCOM NEW0231398847,273234,401SH DFND1234,40100
AMBARELLA INCSHSG037AX10146417,401SH DFND117,1810220
AMBASSADORS GROUP INC COMCOM02317710829875,420SH DFND175,42000
AMBEV SA - ADRSPONSORED ADR02319V103933126,000SH DFND1126,00000
AMBIT BIOSCIENCES CORPCOM02318X10032035,139SH DFND135,13900
AMC ENTERTAINMENT HLDSCL A COM00165C1042,18690,147SH DFND190,14700
AMC NETWORKS INC - A W/ICL A00164V10321,313291,601SH DFND1291,566035
AMCOL INTL CORP COMCOM02341W1035,990130,863SH DFND1130,86300
AMCOL INTL CORP COMCOM02341W1032285,000SH DFND1 25,00000
AMDOCS LTD ORDSHSG0260210346,152993,383SH DFND1993,284099
AMDOCS LTD ORDSHSG02602103386SH DFND1 28600
AMEDICA CORPCOM0234351008711,614SH DFND111,61400
AMEDISYS INC COMCOM0234361082,600174,647SH DFND1174,64700
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V1076811,365SH DFND111,36500
AMERCO COMCOM02358610011,52049,633SH DFND149,5110122
AMEREN CORP COMCOM02360810276,5401,858,546SH DFND11,858,0300516
AMERESCO INC - CL ACL A02361E108820108,507SH DFND1108,50700
AMERICAN AIRLINES GROUP INCCOM02376R10226718SH DFND1 271800
AMERICAN AIRLINES GROUP INCCOM02376R10237,7061,030,227SH DFND11,029,5780649
AMERICAN APPAREL INC -REDHCOM023850100134268,237SH DFND1268,23700
AMERICAN ASSETS TRUST INCCOM0240131046,114181,237SH DFND1181,23700
AMERICAN AXLE & MFG HLDGS I COMCOM0240611036,301340,259SH DFND1340,25900
AMERICAN CAMPUS COMMUNITIESCOM02483510024,602658,703SH DFND1658,5070196
AMERICAN CAPITAL AGENCY CORPCOM02503X10542,5711,981,371SH DFND11,978,00103,370
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1045,371286,193SH DFND1284,77701,416
AMERICAN CAPITAL STRATEGIES COMCOM02503Y1032,647167,665SH DFND1166,61701,048
AMERICAN DG ENERGY INCCOM02539810818291,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10610,127827,382SH DFND1827,0820300
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10612610,375SH DFND1 210,37500
AMERICAN ELEC PWR INC COMCOM02553710124476SH DFND1 247600
AMERICAN ELEC PWR INC COMCOM025537101181,1283,576,931SH DFND13,575,65401,277
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761097811,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM0256762068,763371,034SH DFND1371,03400
AMERICAN EXPRESS CO COMCOM02581610936403SH DFND1 240300
AMERICAN EXPRESS CO COMCOM025816109613,5906,818,320SH DFND16,816,13602,184
AMERICAN FINL GROUP INC OHI COMCOM02593210422,685393,091SH DFND1392,9480143
AMERICAN HOMES 4 RENTCL A02665T3065,573333,525SH DFND1333,4000125
AMERICAN INCOME FD INCCOM02672T10917222,800PRN DFND1 222,80000
AMERICAN INTL GROUP INC COMCOM NEW026874784558,75611,177,449SH DFND111,174,12803,321
AMERICAN INTL GROUP INC COMCOM NEW0268747843296,584SH DFND1 26,58400
AMERICAN NATL BANKSHARES IN COMCOM02774510868229,018SH DFND129,01800
AMERICAN NATL INS CO COMCOM0285911055,05844,749SH DFND144,729020
AMERICAN PUBLIC EDUCATIONCOM02913V1033,557101,407SH DFND1101,40700
AMERICAN RAILCAR INDUSTRIESCOM02916P1033,81354,454SH DFND154,45400
AMERICAN REALTY CAPITAL PROPCOM02917T10450,3683,593,291SH DFND13,593,29100
AMERICAN RESIDENTIAL PROPERTIESCOM02927E3031,48882,802SH DFND182,80200
AMERICAN SCIENCE & ENGR INC COMCOM0294291075,40480,465SH DFND180,0150450
AMERICAN SOFTWARE INC CL ACL A0296831091,077105,974SH DFND1105,97400
AMERICAN SOFTWARE INC CL ACL A029683109063SH DFND1 26300
AMERICAN STS WTR CO COMCOM02989910110,246317,326SH DFND1317,0700256
AMERICAN SUPERCONDUCTOR COR COMCOM030111108562349,392SH DFND1349,39200
AMERICAN TOWER CORP CL ACOM03027X100228,4122,791,189SH DFND12,790,7190470
AMERICAN VANGUARD CORP COMCOM0303711082,853131,799SH DFND1131,79900
AMERICAN WATER WORKS CO-REDHCOM03042010345,6921,006,624SH DFND11,006,578046
AMERICAN WOODMARK CORP COMCOM0305061092,39471,146SH DFND171,14600
AMERICAS CAR MART INC COMCOM03062T1051,67245,546SH DFND145,54600
AMERIPRISE FINANCIAL INCCOM03076C106154,8821,407,724SH DFND11,406,9780746
AMERIS BANCORP COMCOM03076K1083,524151,282SH DFND1151,28200
AMERISAFE INCCOM03071H1005,157117,453SH DFND1117,45300
AMERISERV FINL INC COMCOM03074A1025614,728SH DFND114,72800
AMERISOURCEBERGEN CORP COMCOM03073E105584SH DFND1 28400
AMERISOURCEBERGEN CORP COMCOM03073E105108,7761,659,149SH DFND11,658,09201,057
AMES NATIONAL CORPCOM03100110054724,857SH DFND124,85700
AMETEK INC NEW COMCOM03110010094,1011,828,335SH DFND11,826,95101,384
AMGEN INC COMCOM031162100707,8935,741,741SH DFND15,739,05102,690
AMICUS THERAPEUTICS INC-REDHCOM03152W109331160,080SH DFND1160,08000
AMKOR TECHNOLOGY INC COMCOM0316521004,941720,330SH DFND1705,571014,759
AMN HEALTHCARE SERVICES INC COMCOM0017441013,795276,246SH DFND1276,24600
AMPCO-PITTSBURGH CORP COMCOM03203710377140,876SH DFND140,87600
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AMPIO PHARMACEUTICALS INCCOM03209T1091,248196,618SH DFND1196,61800
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AMSURG CORP COMCOM03232P4059,437200,459SH DFND1200,45900
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AMTECH SYS INC COM PAR $0.01NCOM PAR $0.01N03233250453143,663SH DFND143,66300
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ANDERSONS INC COMCOM03416410311,632196,360SH DFND1196,36000
ANDERSONS INC COMCOM034164103239SH DFND1 23900
ANGIE'S LIST INCCOM0347541012,621215,216SH DFND1215,21600
ANGIODYNAMICS INC COMCOM03475V1012,371150,587SH DFND1150,58700
ANI PHARMACEUTICALS INCCOM00182C10395330,423SH DFND130,42300
ANIKA THERAPEUTICS INC COMCOM0352551083,02573,607SH DFND173,575032
ANIXTER INTL INC COMCOM03529010514,091138,803SH DFND1138,80300
ANN INCCOM0356231079,522229,571SH DFND1229,57100
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ANR 4 7/8 12/15/20NOTE 4.875%12/102076XAF96,0407,400,000PRN DFND1 27,400,00000
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APACHE CORP COMCOM037411105249,6493,010,882SH DFND13,010,1210761
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APPLE COMPUTER INC COMCOM0378331003,678,6796,856,561SH DFND16,853,74802,813
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APPLIED MATLS INC COMCOM038222105183,9749,013,297SH DFND19,008,83604,461
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ARDMORE SHIPPING CORPCOMY0207T10086364,932SH DFND164,93200
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BGC PARTNERS INCCL A05541T1016,476990,317SH DFND1987,51602,801
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR0886061081,09216,127SH DFND114,64701,480
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR088606108586SH DFND1 28600
BIG 5 SPORTING GOODS CORPCOM08915P1014,172259,959SH DFND1259,95900
BIG 5 SPORTING GOODS CORPCOM08915P101012SH DFND1 21200
BIG LOTS INC COMCOM08930210311,262297,406SH DFND1297,2080198
BIGLARI HOLDINGS INCCOM08986R1013,8537,904SH DFND17,90400
BILL BARRETT CORPCOM06846N1046,182241,513SH DFND1241,51300
BIND THERAPEUTICS INCCOM05548N10738432,131SH DFND132,13100
BIO RAD LABS INC CL ACL A09057220713,699106,924SH DFND1106,92400
BIOCRYST PHARMACEUTICALS COMCOM09058V1032,948278,664SH DFND1278,66400
BIODEL INCCOM NEW09064M20412044,036SH DFND144,03600
BIODELIVERY SCIENCES INTL INCCOM09060J1061,767209,424SH DFND1209,42400
BIOFUEL ENERGY CORP -REDHCOM NEW09064Y30710514,423SH DFND114,42300
BIOGEN IDEC INCCOM09062X103552,5761,807,316SH DFND11,806,5850731
BIOGEN IDEC INCCOM09062X10392301SH DFND1 230100
BIOLASE INCCOM090911108410170,206SH DFND1170,20600
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10149,186721,242SH DFND1720,8150427
BIOMED REALTY TRUST INCCOM09063H10723,9191,167,375SH DFND11,166,7690606
BIO-PATH HOLDING INCCOM09057N1025922,393SH DFND122,39300
BIO-REFERENCE LABS INC COM $.01 NEWCOM $.01 NEW09057G6023,907141,180SH DFND1141,18000
BIOSCRIP INC COMCOM09069N1082,211316,804SH DFND1316,80400
BIOSPECIFICS TECHNOLOGIESCOM09093110639115,119SH DFND115,11900
BIOTA HOLDINGS LTDCOM090694100976159,893SH DFND1159,89300
BIOTELEMETRY INCCOM0906721061106SH DFND1 210600
BIOTELEMETRY INCCOM0906721061,286127,473SH DFND1127,47300
BIOTIME INC COMCOM09066L105608185,086SH DFND1185,08600
BJ'S RESTAURANTS INCCOM09180C1064,733144,724SH DFND1144,72400
BLACK BOX CORP DEL COMCOM09182610730412,505SH DFND1 212,50500
BLACK BOX CORP DEL COMCOM0918261073,320136,424SH DFND1136,3240100
BLACK DIAMOND INCCOM09202G1011,344109,968SH DFND1109,96800
BLACK HILLS CORP COMCOM09211310913,396232,371SH DFND1232,37100
BLACKBAUD INC COMCOM09227Q1007,880251,785SH DFND1251,78500
BLACKBERRY LTDCOM09228F10379798,646SH DFND198,64600
BLACKBERRY LTDCOMBCBHZ3179799,141SH DFND199,14100
BLACKHAWK NETWORK HOLDINGS INCCL A09238E1041,61166,059SH DFND166,05900
BLACKROCK INC CL ACOM09247X101287,222913,727SH DFND1913,1140613
BLACKROCK KELSO CAPITAL CORPCOM09253310862868,550SH DFND152,717015,833
BLACKROCK REAL ASSET EQTY TRCOM09254B1091,333149,877PRN DFND1 2149,87700
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W1004,654161,913SH DFND1161,91300
BLOCK H & R INC COMCOM09367110559,3001,965,133SH DFND11,964,3640769
BLOOMIN' BRANDS INCCOM0942351089,864409,300SH DFND1409,30000
BLOUNT INTL INC NEW COMCOM0951801053,051256,459SH DFND1256,45900
BLUCORA INCCOM09522910002SH DFND1 2200
BLUCORA INCCOM0952291004,331219,969SH DFND1219,96900
BLUE CAPITAL REINSURANCE HOLCOMG1190F10723913,784SH DFND113,78400
BLUE NILE INCCOM09578R1032,65576,300SH DFND176,30000
BLUEBIRD BIO INCCOM09609G1001,04445,930SH DFND145,93000
BLUELINX HOLDINGS INCCOM09624H109143110,729SH DFND1110,72900
BLYTH INC COMCOM NEW09643P20757653,769SH DFND153,76900
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD318,2655,425,000PRN DFND1 25,425,00000
BNC BANCORPCOM05566T1012,408138,980SH DFND1138,98000
BOARDWALK PIPLINE PRTS -REDHUT LTD PARTNER0966271041,03877,450SH DFND1 277,45000
BOB EVANS FARMS INC COMCOM0967611017,221144,346SH DFND1144,34600
BODY CENTRAL CORPCOM09689U1027671,413SH DFND171,41300
BOEING CO COMCOM097023105641,4805,113,988SH DFND15,113,1150873
BOEING CO COMCOM0970231053192,549SH DFND1 22,54900
BOFI HOLDING INCCOM05566U1085,42363,248SH DFND163,24800
BOINGO WIRELESS INCCOM09739C102698103,085SH DFND1103,08500
BOISE CASCASDE COCOM09739D1004,391153,318SH DFND1153,31800
BOK FINL CORP COM NEWCOM NEW05561Q20111,765170,386SH DFND1170,355031
BOLT TECHNOLOGY CORPCOM0976981045266SH DFND1 226600
BOLT TECHNOLOGY CORPCOM09769810484442,741SH DFND142,74100
BONANZA CREEK ENERGY INCCOM0977931036,775152,611SH DFND1152,61100
BON-TON STORES INC COMCOM09776J10169963,710SH DFND163,71000
BOOKS-A-MILLION INC COMCOM0985701048636,129SH DFND136,12900
BOOZ ALLEN HAMILTON HOLDINGCL A0995021061,09449,743SH DFND1 249,74300
BOOZ ALLEN HAMILTON HOLDINGCL A0995021068,170371,373SH DFND1371,37300
BORG WARNER INC COMCOM099724106101,5781,653,209SH DFND11,652,3490860
BOSTON BEER INC CL ACL A10055710710,80044,134SH DFND144,13400
BOSTON PRIVATE FINL HLDGS I COMCOM1011191056,016444,673SH DFND1444,67300
BOSTON PROPERTIES INC COMCOM101121101148,5161,297,232SH DFND11,297,0250207
BOSTON PROPERTIES INC COMCOM10112110134300SH DFND1 230000
BOSTON SCIENTIFIC CORP COMCOM101137107133,5079,879,044SH DFND19,877,52601,518
BOSTON SCIENTIFIC CORP COMCOM1011371076500SH DFND1 250000
BOTTOMLINE TECH DEL INC COMCOM1013881067,122202,640SH DFND1202,64000
BOULDER BRANDS INCCOM1014051085,556315,324SH DFND1315,32400
BOULDER TOTAL RETURN FUNDCOM1015411001,64367,563PRN DFND1 267,56300
BOVIE MEDICAL CORPCOM10211F10010727,980SH DFND127,98000
BOYD GAMING CORP COMCOM1033041015,047382,405SH DFND1382,40500
BP PLC SPONSORED ADRSPONSORED ADR0556221041,21125,188SH DFND1 225,18800
BP PLC SPONSORED ADRSPONSORED ADR0556221041,14323,771SH DFND121,60602,165
BPZ 8 1/2 10/01/17NOTE 8.500%10/0055639AC25,8395,045,000PRN DFND1 25,045,00000
BPZ ENERGY INCCOM0556391081,867587,342SH DFND1587,34200
BRADY CORP CL ACL A1046741066,944255,795SH DFND1255,79500
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW10536820313,941964,146SH DFND1963,6590487
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW105368203392,700SH DFND1 22,70000
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,29892,026SH DFND192,02600
BRE PROPERTIES INC CL ACL A05564E10629,837475,277SH DFND1475,190087
BREEZE-EASTERN CORPCOM10676410312012,245SH DFND112,24500
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN10677610735117,609SH DFND117,60900
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T1071,16058,068SH DFND154,64003,428
BRIDGE BANCORP INCCOM1080351061,09841,129SH DFND141,12900
BRIDGE CAPITAL HOLDINGSCOM10803010785836,134SH DFND136,13400
BRIDGELINE SOFTWARE INC-REDHCOM10807Q2052424,241SH DFND124,24100
BRIDGEPOINT EDUCATION INCCOM10807M10594963,769SH DFND163,76900
BRIDGEPOINT EDUCATION INCCOM10807M105189SH DFND1 28900
BRIGGS & STRATTON CORP COMCOM1090431095,284237,492SH DFND1237,49200
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM1091941004,085104,452SH DFND1104,45200
BRIGHTCOVECOM10921T1011,341136,456SH DFND1136,45600
BRINKER INTL INC COMCOM10964110017,182327,598SH DFND1327,4660132
BRINK'S CO/THECOM1096961047,261254,326SH DFND1254,32600
BRISTOL MYERS SQUIBB CO COMCOM11012210810201SH DFND1 220100
BRISTOL MYERS SQUIBB CO COMCOM110122108632,44812,179,353SH DFND112,173,73705,616
BRISTOW GROUP INCCOM11039410314,365190,226SH DFND1190,22600
BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481071,15610,380SH DFND110,38000
BRIXMOR PROPERTY GROUPCOM11120U1055,358251,238SH DFND1251,143095
BROADCOM CORP CL ACL A111320107441,403SH DFND1 21,40300
BROADCOM CORP CL ACL A111320107128,6524,088,510SH DFND14,086,66901,841
BROADRIDGE FINANCIAL SOLUTNSCOM11133T10322,090594,794SH DFND1594,3110483
BROADSOFT INCCOM11133B4093,829143,253SH DFND1143,25300
BROADWIND ENERGY INCCOM NEW11161T20730324,857SH DFND1 224,85700
BROADWIND ENERGY INCCOM NEW11161T20783868,613SH DFND168,61300
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130627,6092,602,219SH DFND12,599,84502,374
BROOKDALE SENIOR LIVING INCCOM11246310416,707498,594SH DFND1498,3450249
BROOKLINE BANCORP INC COMCOM11373M1073,562378,191SH DFND1378,19100
BROOKS-PRI AUTOMATION INCCOM1143401023,852352,434SH DFND1352,43400
BROWN & BROWN INC COMCOM11523610118,488601,072SH DFND1600,9450127
BROWN FORMAN CORP CL BCL B115637209105,1551,172,911SH DFND11,172,6690242
BROWN FORMAN CORP CL BCL B11563720902SH DFND1 2200
BROWN SHOE INC NEW COMCOM1157361005,649212,863SH DFND1212,86300
BRT REALTY TRUSTSH BEN INT NEW05564530310214,370SH DFND114,37000
BRUKER BIOSCIENCES CORPCOM11679410812,595552,679SH DFND1552,588091
BRUNSWICK CORP COMCOM11704310921,660478,269SH DFND1478,0690200
BRYN MAWR BK CORP COMCOM1176651091,53953,573SH DFND153,57300
BSB BANCORP INC/MACOM05573H1081247,209SH DFND1 27,20900
BSB BANCORP INC/MACOM05573H10849028,529SH DFND128,52900
BSD MEDICAL CORPCOM055662100183142,011SH DFND1142,01100
BSQUARE CORP COMCOM NEW11776U30013141,543SH DFND141,54300
BT GROUP PLC ADRADR05577E1012764,338SH DFND14,2380100
BTU INTL INC COMCOM0560321055818,660SH DFND118,66000
BUCKLE INC COMCOM1184401066,851149,596SH DFND1149,4460150
BUFFALO WILD WINGS INCCOM11984810919,138128,535SH DFND1128,53500
BUILD-A-BEAR WORKSHOP INCCOM120076104788,163SH DFND1 28,16300
BUILD-A-BEAR WORKSHOP INCCOM12007610444546,290SH DFND146,29000
BUILDERS FIRSTSOURCE INCCOM12008R1072,830310,703SH DFND1310,70300
BUNGE LIMITED COMCOMG16962105462SH DFND1 26200
BUNGE LIMITED COMCOMG1696210559,931753,898SH DFND1753,1590739
BURGER KING WORLDWIDE INCCOM1212201078,751329,606SH DFND1329,4760130
BURLINGTON STORES INCCOM1220171062,62488,908SH DFND188,90800
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA85,5195,000,000PRN DFND1 25,000,00000
C & F FINANCIAL CORPCOM12466Q10422688SH DFND1 268800
C & F FINANCIAL CORPCOM12466Q10437411,309SH DFND111,30900
C D I CORP COMCOM1250711001,02459,758SH DFND159,75800
C D I CORP COMCOM125071100875,114SH DFND1 25,11400
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20957,4481,097,026SH DFND11,096,6260400
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W209488SH DFND1 28800
C V D EQUIPMENT CORPCOM12660110353338,154SH DFND138,15400
C&J ENERGY SERVICES INCCOM12467B3047,200246,940SH DFND1246,94000
CA INCCOM12673P1052257,281SH DFND1 27,28100
CA INCCOM12673P10579,4502,566,397SH DFND12,565,05801,339
CABELA'S INC-CL ACOM12680430114,397219,774SH DFND1219,4800294
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10926,0371,544,096SH DFND11,542,25201,844
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10965538,838SH DFND1 238,83800
CABOT CORP COMCOM12705510118,259309,169SH DFND1309,094075
CABOT MICROELECTRONICS CORP COMCOM12709P1038,097184,024SH DFND1184,02400
CABOT OIL & GAS CORPCOM1270971032306,800SH DFND1 26,80000
CABOT OIL & GAS CORPCOM127097103103,4663,055,216SH DFND13,054,6160600
CACHE INC COM NEWCOM NEW12715030815045,757SH DFND145,75700
CACI INTL INC CL ACL A1271903048,450114,505SH DFND1114,50500
CADENCE DESIGN SYSTEM INC COMCOM1273871081137,286SH DFND1 27,28600
CADENCE DESIGN SYSTEM INC COMCOM12738710822,4821,446,741SH DFND11,445,34301,398
CADIZ INC COMCOM NEW12753720730543,271SH DFND143,27100
CAESAR STONE SDOT YAM LTDORD SHSM205981043336,141SH DFND16,14100
CAESARS ACQUISITION CO - CL ACL A12768T10334023,966SH DFND123,96600
CAESARS ENTERTAINMENTCOM1276861034,098215,577SH DFND1215,57700
CAFEPRESS INCCOM12769A10312821,121SH DFND121,12100
CAI INTERNATIONAL INC -REDHCOM12477X1062,07384,046SH DFND184,04600
CAL DIVE INTERNATIONALCOM12802T101877515,928SH DFND1515,92800
CALAMOS ASSET MANAGEMENT-ACL A12811R104987,610SH DFND1 27,61000
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,363105,458SH DFND1105,45800
CALAMP CORP COMCOM1281261094,761170,854SH DFND1170,5910263
CALAVO GROWERS INCCOM1282461052,42868,244SH DFND168,24400
CALGON CARBON CORP COMCOM1296031066,765309,920SH DFND1309,92000
CALIFORNIA WTR SVC GROUP COMCOM1307881026,779283,199SH DFND1283,19900
CALIX INCCOM13100M5091,449171,899SH DFND1170,11501,784
CALLAWAY GOLF CO COMCOM1311931043,861377,870SH DFND1377,87000
CALLIDUS SOFTWARE INCCOM13123E5002,521201,386SH DFND1201,38600
CALLON PETE CO DEL COMCOM13123X1021,798214,920SH DFND1214,92000
CAL-MAINE FOODS INCCOM NEW1280302026,595105,064SH DFND1105,06400
CALPINE CORPCOM NEW13134730436,4691,744,427SH DFND11,744,0020425
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610333012,794SH DFND112,79400
CAMBIUM LEARNING GROUP INCCOM13201A1074621,777SH DFND121,77700
CAMBREX CORP COMCOM1320111072,991158,557SH DFND1158,55700
CAMDEN NATL CORP COMCOM1330341081,18628,787SH DFND128,78700
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110235,920533,497SH DFND1533,3860111
CAMECO CORPCOM21661601,89883,309SH DFND183,30900
CAMERON INTERNATIONAL CORP COMCOM13342B10597,4461,578,277SH DFND11,578,0100267
CAMPBELL SOUP CO COMCOM1344291094100SH DFND1 210000
CAMPBELL SOUP CO COMCOM13442910958,0771,294,666SH DFND11,294,0800586
CAMPUS CREST COMMUNITIES INCCOM13466Y1052,857329,256SH DFND1329,25600
CANADIAN SOLAR INCCOM136635109019SH DFND1 21900
CANADIAN SOLAR INCCOM13663510932010,007SH DFND110,00700
CANCER GENETICS INCCOM13739U10459939,751SH DFND139,75100
CANON INC ADRSPONSORED ADR13800630948415,593SH DFND113,17002,423
CANTEL MEDICAL CORP COMCOM1380981087,579224,786SH DFND1224,78600
CAPE BANCORP INCCOM13920910032829,838SH DFND129,83800
CAPE BANCORP INCCOM13920910012711,555SH DFND1 211,55500
CAPELLA EDUCATION COCOM1395941055,08280,481SH DFND180,48100
CAPELLA EDUCATION COCOM139594105013SH DFND1 21300
CAPITAL BANK FINANCIAL CORPCL A COM1397941017,689306,220SH DFND1306,22000
CAPITAL CITY BK GROUP INC COMCOM13967410569152,054SH DFND152,05400
CAPITAL ONE FINL CORP COMCOM14040H105338,4734,388,451SH DFND14,387,11101,340
CAPITAL ONE FINL CORP COMCOM14040H10515196SH DFND1 219600
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210717516,051SH DFND116,05100
CAPITAL SOURCECOM14055X10214,9041,021,589SH DFND11,021,1990390
CAPITAL SOUTHWEST CORPCOM14050110742712,302SH DFND112,30200
CAPITAL SR LIVING CORP COMCOM1404751043,570137,365SH DFND1137,36500
CAPITOL FED FINL COMCOM14057J1019,930791,264SH DFND1791,26400
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E506161,287SH DFND1 21,28700
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5067,177566,952SH DFND1562,78604,166
CAPSTONE TURBINE CORP COMCOM14067D1024,7402,225,429SH DFND12,225,42900
CARA THERAPEUTICS INCCOM14075510956130,153SH DFND130,15300
CARBO CERAMICS INC COMCOM14078110513,988101,375SH DFND1101,37500
CARBONITE INCCOM14133710565063,798SH DFND163,79800
CARDICA INC -REDHCOM14141R101115114,127SH DFND1114,12700
CARDINAL FINANCIAL CORPCOM14149F1092,729153,110SH DFND1153,11000
CARDINAL HEALTH INC COMCOM14149Y108185,7142,654,888SH DFND12,653,55701,331
CARDINAL HEALTH INC COMCOM14149Y108463SH DFND1 26300
CARDIOVASCULAR SYSTEMS INCCOM1416191064,868153,156SH DFND1153,15600
CARDTRONICS INCCOM14161H108132SH DFND1 23200
CARDTRONICS INCCOM14161H10811,653299,962SH DFND1299,96200
CARE.COM INCCOM14163310751230,958SH DFND130,95800
CAREER EDUCATION CORP COMCOM1416651092,098281,255SH DFND1281,25500
CAREFUSION CORPCOM14170T10165,5381,630,166SH DFND11,629,8650301
CARLISLE COS INC COMCOM14233910026,687336,372SH DFND1336,0690303
CARMAX GROUPCOM14313010275,1461,606,414SH DFND11,606,0410373
CARMAX GROUPCOM14313010218404SH DFND1 240400
CARMIKE CINEMAS INC COMCOM1434364003,657122,494SH DFND1122,49400
CARNIVAL CORPPAIRED CTF143658300121,8373,219,446SH DFND13,218,09801,348
CARNIVAL CORPPAIRED CTF1436583003228,512SH DFND1 28,51200
CARNIVAL CORPCOM312152210,518315,644SH DFND1315,64400
CARPENTER TECHNOLOGY CORP COMCOM14428510318,141274,711SH DFND1274,657054
CARRIAGE SVCS INC CL ACOM1439051071,47280,705SH DFND180,70500
CARRIZO OIL & CO INC COMCOM14457710311,704218,939SH DFND1218,93900
CARROLS RESTAURANT GRP INCCOM14574X104756105,450SH DFND1105,45000
CARTER HOLDINGSCOM14622910919,879256,017SH DFND1255,7550262
CAS 7 12/15/17NOTE 7.000%12/1148411AF811,2606,983,000PRN DFND1 26,983,00000
CASCADE BANCORP COMCOM NEW14715420726847,940SH DFND147,94000
CASCADE MICROTECH INCCOM14732210133833,503SH DFND133,50300
CASELLA WASTE SYS INC CL ACL A1474481041,080211,462SH DFND1211,46200
CASEYS GEN STORES INC COMCOM14752810314,128209,039SH DFND1209,03900
CASH AMER INTL INC COMCOM14754D1007,124184,005SH DFND1184,00500
CASH AMER INTL INC COMCOM14754D100379SH DFND1 27900
CASS INFORMATION SYSTEMS INCCOM14808P1092,36945,947SH DFND145,94700
CASTLE A M & CO COMCOM1484111011,521103,605SH DFND1103,60500
CASTLE BRANDS INCCOM148435100172143,496SH DFND1143,49600
CATALYST PHARMACEUTICAL PARTCOM14888U101392173,788SH DFND1173,78800
CATAMARAN CORPCOM1488871024,610103,041SH DFND1102,6750366
CATAMARAN CORPCOMB8J4N871,96844,168SH DFND144,16800
CATCHMARK TIMBER TRUST INC-ACL A14912Y20286361,471SH DFND161,47100
CATERPILLAR INC DEL COMCOM149123101480,7134,839,619SH DFND14,837,46302,156
CATERPILLAR INC DEL COMCOM1491231011301,314SH DFND1 21,31400
CATHAY BANCORP INC COMCOM14915010410,415413,474SH DFND1413,47400
CATO CORP NEW CL ACL A1492051064,717174,455SH DFND1174,45500
CAVCO INDUSTRIES INCCOM1495681073,07139,146SH DFND139,14600
CAVIUM NCCOM14964U10812,876294,466SH DFND1294,46600
CBEYOND COMMUNICATIONS INCCOM1498471051,377189,944SH DFND1189,94400
CBIZ INC COMCOM1248051022,050223,857SH DFND1223,85700
CBL & ASSOC PPTYS INC COMCOM12483010018,2291,027,023SH DFND11,027,02300
CBOE HOLDINGS INCCOM12503M1081,24121,934SH DFND1 221,93400
CBOE HOLDINGS INCCOM12503M10829,026512,833SH DFND1512,793040
CBRE GROUP INCCL A12504L10911402SH DFND1 240200
CBRE GROUP INCCL A12504L10954,7851,998,134SH DFND11,997,8150319
CBS CORPCL B124857202242,2183,921,140SH DFND13,920,2030937
CBS CORPCL B1248572023355,433SH DFND1 25,43300
CDW CORPORATION OF DELEWARECOM12514G1088,394305,912SH DFND1305,91200
CECO ENVIRONMENTAL CORPCOM1251411011,849111,507SH DFND1111,50700
CEDAR REALTY TRUST INCCOM NEW1506022093,039497,532SH DFND1497,53200
CELADON GROUP INC COMCOM1508381003,745155,805SH DFND1155,80500
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CITIZENS INC CL ACL A1747401001,376185,978SH DFND1185,97800
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CORESITE REALTY CORPCOM21870Q1053,397109,600SH DFND1109,60000
CORINTHIAN COLLEGES INC COMCOM218868107637462,295SH DFND1462,29500
CORMEDIX INCCOM21900C10012449,454SH DFND149,45400
CORNERSTONE ONDEMAND INCCOM21925Y10311,976250,188SH DFND1250,18800
CORNING INC COMCOM219350105214,07810,286,806SH DFND110,281,29005,516
CORNING INC COMCOM2193501052113SH DFND1 211300
CORONADO BIOSCIENCES INCCOM21976U109272137,511SH DFND1137,51100
CORPORATE EXECUTIVE BRD CO COMCOM21988R10212,986174,956SH DFND1174,8560100
CORPORATE OFFICE PPTYS TR SH BEN INTSH BEN INT22002T10814,367539,332SH DFND1538,9320400
CORPORATE RESOURCE SERVICESCOM22004Y10518960,296SH DFND160,29600
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y407021SH DFND1 22100
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40719,753630,702SH DFND1630,70200
CORVEL CORP COMCOM2210061094,81396,736SH DFND196,73600
COSI INCCOM NEW22122P2004135,710SH DFND135,71000
COSTAR GROUP INC COMCOM22160N10928,918154,858SH DFND1154,7580100
COSTAR GROUP INC COMCOM22160N10930163SH DFND1 216300
COSTCO WHSL CORP NEW COMCOM22160K1053403,045SH DFND1 23,04500
COSTCO WHSL CORP NEW COMCOM22160K105369,7253,311,959SH DFND13,310,39101,568
COTT CORP QUE COMCOM22163N1068710,364SH DFND10010,364
COTY INCCOM CL A2220702034,524302,006SH DFND1301,6620344
COURIER CORP COMCOM22266010287356,750SH DFND156,75000
COUSINS PPTYS INC COMCOM22279510613,2521,155,388SH DFND11,155,38800
COVANCE INC COMCOM22281610028,522274,518SH DFND1274,2980220
COVANTA HOLDING CORPCOM22282E10212,339683,638SH DFND1683,3380300
COVENANT TRANS INC CL ACL A22284P10541941,527SH DFND141,52700
COVIDIEN LTDSHSG2554F113245,5063,334,394SH DFND13,332,66101,733
COVISINT CORPCOM22357R10341957,164SH DFND157,16400
COWEN GROUP INCCL A2236221012,399544,030SH DFND1544,03000
CPI AEROSTRUCTURES INCCOM NEW12591930830923,822SH DFND123,82200
CRA INTERNATIONAL INCCOM12618T1051,13551,700SH DFND151,70000
CRACKER BARREL OLD COUNTRY STOCOM22410J10615,058154,856SH DFND1154,779077
CRAFT BREWERS ALLIANCE INCCOM22412210166243,371SH DFND143,37100
CRANE CO COMCOM22439910516,564232,810SH DFND1231,9340876
CRAWFORD & CO CL BCL B2246331071,234113,152SH DFND1113,15200
CRAY INC COMCOM NEW2252233048,009214,623SH DFND1214,62300
CREDICORP LTDCOM22329863082,254SH DFND12,25400
CREDICORP LTDCOM22328782,17315,879SH DFND115,859020
CREDIT ACCEP CORP MICH COMCOM2253101019,82969,151SH DFND169,15100
CREDIT SUISSE GROUP SPONSORED ADRSPONSORED ADR22540110856817,558SH DFND115,90701,651
CREE INC COMCOM22544710134,197604,723SH DFND1604,5230200
CREXENDO INCCOM2265521076519,140SH DFND119,14000
CRH PLC -SPONSORED ADRADR12626K20333111,763SH DFND19,93301,830
CROCS INCCOM2270461097,446477,332SH DFND1477,2320100
CROSS CTRY HEALTHCARE INCCOM2274831041,518188,180SH DFND1188,18000
CROSS CTRY HEALTHCARE INCCOM227483104023SH DFND1 22300
CROSSROADS SYS INC COMCOM NEW22765D2098133,683SH DFND133,68300
CROWN CASTLE INTL CORP COMCOM22822710451700SH DFND1 270000
CROWN CASTLE INTL CORP COMCOM228227104176,6292,395,039SH DFND12,394,7060333
CROWN HOLDINGS INCCOM22836810629,082650,174SH DFND1650,121053
CROWN MEDIA HLDGS INC CL ACL A228411104863224,743SH DFND1224,74300
CRUMBS BAKE SHOP INCCOM2288031021627,160SH DFND127,16000
CRYOLIFE INC COMCOM2289031001,346135,228SH DFND1135,22800
CRYOLIFE INC COMCOM2289031001124SH DFND1 212400
CSG SYS INTL INC COMCOM1263491096,712257,758SH DFND1257,75800
CSS INDS INC COMCOM1259061071,32549,099SH DFND149,09900
CSS INDS INC COMCOM12590610729110,789SH DFND1 210,78900
CST BRANDS INCCOM12646R10511,413365,345SH DFND1365,1160229
CSX CORP COMCOM126408103210,4877,268,856SH DFND17,265,30803,548
CTC MEDIA INCCOM12642X10636039,177SH DFND1 239,17700
CTC MEDIA INCCOM12642X10627630,041SH DFND130,04100
CTPARTNERS EXECUTIVE SEARCOM22945C10511810,922SH DFND110,92200
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1001,35426,861SH DFND126,86100
CTS CORP COMCOM1265011053,753179,743SH DFND1179,74300
CU BANCORPCOM12653410663234,379SH DFND134,37900
CUBESMART COM22966310913,582791,512SH DFND1791,51200
CUBIC CORP COMCOM2296691065,831114,193SH DFND1114,19300
CUBIST PHARMACEUTICALS INC COMCOM22967810726,683364,784SH DFND1364,742042
CUI GLOBAL INCCOM NEW1265762061,07497,646SH DFND197,64600
CULLEN FROST BANKERS INC COMCOM22989910921,536277,778SH DFND1277,684094
CULP INC COMCOM23021510573036,984SH DFND136,98400
CUMBERLAND PHARMACEUTICALSCOM23077010919443,171SH DFND143,17100
CUMMINS INC COMCOM231021106184,7501,240,575SH DFND11,239,9630612
CUMULUS MEDIA INC CL ACL A23108210815923,103SH DFND1 223,10300
CUMULUS MEDIA INC CL ACL A2310821083,823553,388SH DFND1553,38800
CURIS INC COMCOM2312691011,149407,686SH DFND1407,68600
CURTISS WRIGHT CORP COMCOM23156110118,893297,355SH DFND1297,35500
CUSTOMERS BANCORP INCCOM23204G1001,45169,528SH DFND169,52800
CUSTOMERS BANCORP INCCOM23204G10002SH DFND1 2200
CUTERA INCCOM23210910875567,553SH DFND167,55300
CVB FINL CORP COMCOM12660010512807SH DFND1 280700
CVB FINL CORP COMCOM1266001057,809491,188SH DFND1491,18800
CVENT INCCOM23247G1092,08857,764SH DFND157,76400
CVR ENERGY INCCOM12662P1086,461152,929SH DFND1150,73102,198
CVS CORP COMCOM126650100682,1809,116,470SH DFND19,112,04604,424
CVS CORP COMCOM126650100351SH DFND1 25100
CYAN INCCOM23247W10417140,195SH DFND140,19500
CYBERONICS INC COMCOM23251P102821,267SH DFND1 21,26700
CYBERONICS INC COMCOM23251P10212,633193,612SH DFND1193,61200
CYBEROPTICS CORP COMCOM23251710214016,917SH DFND116,91700
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L30626271,294SH DFND171,29400
CYNOSOSURE INC-CLASS ACL A2325772052,998102,323SH DFND1102,32300
CYNOSOSURE INC-CLASS ACL A23257720506SH DFND1 2600
CYPRESS SEMICONDUCTOR CORP COMCOM2328061098,141792,789SH DFND1789,93802,851
CYRUSONE INCCOM23283R1002,08099,895SH DFND199,89500
CYS INVESTMENTS INCCOM12673A1087,266879,779SH DFND1875,21704,562
CYTEC INDS INC COMCOM23282010017,174175,947SH DFND1175,873074
CYTOKINETICS INC COMCOM NEW23282W6051,477155,512SH DFND1155,51200
CYTOKINETICS INC COMCOM NEW23282W605035SH DFND1 23500
CYTORI THERAPEUTICS INCCOM23283K105847314,060SH DFND1314,06000
CYTRX CORP COM NEWCOM PAR $.001232828509681195,220SH DFND1195,22000
D R HORTON INC COMCOM23331A10945,5772,106,097SH DFND12,105,3760721
D R HORTON INC COMCOM23331A1094200SH DFND1 220000
DAKTRONICS INC COMCOM2342641094,135287,415SH DFND1287,41500
DAKTRONICS INC COMCOM234264109282,002SH DFND1 22,00200
DANA CORPCOM23582520523,7281,019,712SH DFND11,019,71200
DANAHER CORP DEL COMCOM23585110222300SH DFND1 230000
DANAHER CORP DEL COMCOM235851102329,6414,397,104SH DFND14,394,59802,506
DARDEN RESTAURANTS INC COMCOM23719410548,152949,039SH DFND1947,64101,398
DARDEN RESTAURANTS INC COMCOM2371941051,22824,200SH DFND1 224,20000
DARLING INTL INC COMCOM23726610117,170857,674SH DFND1857,67400
DATALINK CORP COMCOM2379341041,549111,202SH DFND1111,20200
DATAWATCH CORP COM NEWCOM NEW2379172081,07839,771SH DFND139,77100
DAVITA INC COMCOM23918K10813200SH DFND1 220000
DAVITA INC COMCOM23918K10887,2461,267,765SH DFND11,267,6150150
DAWSON GEOPHYSICAL CO COMCOM2393591021,15441,224SH DFND141,22400
DCT INDUSTRIAL TRUST INCCOM23315310515,0461,909,448SH DFND11,909,44800
DEALERTRACK TECHNOLOGIES INCCOM24230910211,495233,687SH DFND1233,68700
DEAN FOODS CO NEW COMCOM NEW2423702036,947449,358SH DFND1448,8020556
DECKERS OUTDOOR CORP COMCOM24353710713,890174,224SH DFND1174,184040
DEERE & CO COMCOM244199105239,4462,638,238SH DFND12,636,43701,801
DEERE & CO COMCOM24419910536400SH DFND1 240000
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771023,527126,447SH DFND1126,44700
DELCATH SYSTEMS INCCOM24661P104178636,644SH DFND1636,64400
DELEK US HOLDINGS INCCOM246647101742,559SH DFND1 22,55900
DELEK US HOLDINGS INCCOM2466471015,420186,665SH DFND1186,5080157
DELIA*S INCCOM246911101166198,584SH DFND1198,58400
DELPHI AUTOMOTIVE PLCSHSG27823106138,9252,048,139SH DFND12,047,7870352
DELTA AIR LINES INCCOM NEW247361702220,9376,378,359SH DFND16,374,73903,620
DELTA AIR LINES INCCOM NEW2473617022376,858SH DFND1 26,85800
DELTA APPAREL INC COMCOM24736810331119,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810657127,588SH DFND127,58800
DELTIC TIMBER CORP COMCOM2478501004,04061,948SH DFND161,94800
DELUXE CORP COMCOM24801910115,372292,971SH DFND1292,97100
DELUXE CORP COMCOM2480191011252,400SH DFND1 22,40000
DEMAND MEDIA INCCOM24802N1091,163239,939SH DFND1239,93900
DEMANDWARE INCCOM24802Y1059,032141,007SH DFND1140,8260181
DENBURY RES INC COM NEWCOM NEW24791620843,7122,666,520SH DFND12,665,8150705
DENDREON CORP COMCOM24823Q1072,532847,012SH DFND1847,01200
DENNY'S CORPORATION COMCOM24869P1042,944458,002SH DFND1458,00200
DENTSPLY INTL INC NEW COMCOM24903010749,5921,077,612SH DFND11,077,3570255
DEPOMED INCCOM2499081044,373301,648SH DFND1301,64800
DERMA SCIENCES INCCOM PAR $.012498275021,542121,638SH DFND1121,63800
DESCARTES SYSTEMS GROUP INCCOM24990610816311,716SH DFND111,71600
DESTINATION MATERNITY CORPCOM25065D1002,01773,628SH DFND173,62800
DESTINATION XL GROUP INCCOM25065K1041,156205,063SH DFND1205,06300
DEUTSCHE BANK AG -REGNAMEN AKTD181908984279,543SH DFND17,94301,600
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10228,4941,729,006SH DFND11,728,7950211
DEVON ENERGY CORP NEW COMCOM25179M103195,6662,924,647SH DFND12,923,24901,398
DEVRY INC DEL COMCOM25189310312,129286,138SH DFND1285,9130225
DEX MEDIA INCCOM25213A10713815,099SH DFND115,09900
DEXCOM INCCOM25213110719,638474,827SH DFND1474,82700
DFC GLOBAL CORPCOM23324T1071,783202,024SH DFND1202,02400
DHT HOLDINGS INCSHS NEWY2065G1211,911245,657SH DFND1245,65700
DHT HOLDINGS INCSHS NEWY2065G12109SH DFND1 2900
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2057085,683SH DFND15,68300
DIAMOND FOODS INCCOM2526031053,859110,496SH DFND1110,49600
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R207647SH DFND1 24700
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2071,61412,280SH DFND112,28000
DIAMOND OFFSHORE DRILLING I COMCOM25271C1021212,500SH DFND1 22,50000
DIAMOND OFFSHORE DRILLING I COMCOM25271C10225,574524,710SH DFND1522,71301,997
DIAMOND RESORTS INTERNATIONAL INCCOM25272T1041,60594,735SH DFND194,73500
DIAMONDBACK ENERGY INCCOM25278X10912,357183,596SH DFND1183,59600
DIAMONDROCK HOSPITALITY COCOM25278430113,7741,172,335SH DFND11,172,33500
DICE HOLDINGS INCCOM2530171071,642220,193SH DFND1220,19300
DICERNA PHARMACEUTICALS INCCOM25303110896334,102SH DFND134,10200
DICK'S SPORTING GOODS INCCOM25339310226,271481,166SH DFND1481,16600
DICK'S SPORTING GOODS INCCOM253393102941,739SH DFND1 21,73900
DIEBOLD INC COMCOM25365110313,930349,211SH DFND1348,9320279
DIGI INTL INC COMCOM2537981021,238121,984SH DFND1121,98400
DIGIMARC CORP COMCOM25381B1011,18437,715SH DFND137,71500
DIGIRAD CORP COMCOM25382710916648,513SH DFND148,51300
DIGITAL CINEMA DESTINATIONSCL A COM25383B1095310,117SH DFND110,11700
DIGITAL REALTY TRUST INCCOM25386810340,279758,960SH DFND1758,96000
DIGITAL RIV INC COMCOM25388B1042,941168,785SH DFND1168,6850100
DIGITALGLOBE INCCOM NEW25389M87710,673367,940SH DFND1367,94000
DILLARDS INC CL ACL A25406710111,429123,698SH DFND1123,4180280
DIME CMNTY BANCSHARES COMCOM2539221083,741220,358SH DFND1220,35800
DINEEQUITY INCCOM2544231066,80787,202SH DFND187,20200
DIODES INC COMCOM2545431015,149197,129SH DFND1197,12900
DIRECTV GROUP INC/THECOM25490A309266,5913,490,021SH DFND13,489,1240897
DISCOVER FINANCIAL SVCS INCCOM2547091089165SH DFND1 216500
DISCOVER FINANCIAL SVCS INCCOM254709108207,5193,567,730SH DFND13,567,1770553
DISCOVERY COMMUNICATIONS-CCOM SER C25470F3021,34517,558SH DFND117,55800
DISCOVERY HOLDING CO-ACOM SER A25470F104135,9641,644,675SH DFND11,644,1480527
DISCOVERY LABORATORIES INC COMCOM NEW254668403846393,502SH DFND1393,50200
DISH NETWORK CORPCL A25470M1091242,000SH DFND1 22,00000
DISH NETWORK CORPCL A25470M10964,9971,045,004SH DFND11,044,7230281
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,001,63112,514,607SH DFND112,508,48906,118
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061622,025SH DFND1 22,02500
DIVERSICARE HEALTHCARE SERVICESCOM2551041017612,213SH DFND112,21300
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M10522645,276SH DFND145,27600
DIXIE GROUP INC CL ACL A25551910066140,272SH DFND140,27200
DOCUMENT SECURITY SYSTEMSCOM25614T1019171,420SH DFND171,42000
DOLBY LABORATORIES INC-CL ACOM25659T10711,531259,125SH DFND1259,065060
DOLLAR GEN CORP COMCOM256677105117,4512,117,948SH DFND12,117,5790369
DOLLAR GEN CORP COMCOM2566771051232,225SH DFND1 22,22500
DOLLAR TREE INC COMCOM25674610879,7681,529,373SH DFND11,529,37300
DOLLAR TREE INC COMCOM256746108941,814SH DFND1 21,81400
DOMINION RES INC VA NEW COMCOM25746U109303,2494,273,550SH DFND14,271,23702,313
DOMINO'S PIZZA INCCOM25754A20120,347264,362SH DFND1264,267095
DOMTAR INC COMCOM NEW25755920318,542165,234SH DFND1165,168066
DOMTAR INC COMCOM NEW257559203114SH DFND1 21400
DONALDSON INC COMCOM25765110928,686676,557SH DFND1676,3750182
DONEGAL GROUP INC-CL ACL A25770120157039,118SH DFND139,11800
DONNELLEY R R & SONS CO COMCOM25786710118,1411,013,505SH DFND11,010,10203,403
DORAL FINL CORP COMCOM PAR 0.0125811P85244551,311SH DFND151,31100
DORMAN PRODUCTS INCCOM25827810011,494194,622SH DFND1194,62200
DOT HILL SYS CORP COMCOM25848T1091,210312,918SH DFND1312,91800
DOT HILL SYS CORP COMCOM25848T1090183SH DFND1 218300
DOUBLE EAGLE PETROLEUM COCOM25857020985,03029,731SH DFND129,73100
DOUGLAS DYNAMICS INCCOM25960R1052,133122,492SH DFND1119,25103,241
DOUGLAS DYNAMICS INCCOM25960R105026SH DFND1 22600
DOUGLAS EMMETT INCCOM25960P10921,603795,994SH DFND1795,4770517
DOVER CORP COMCOM2600031082312,837SH DFND1 22,83700
DOVER CORP COMCOM260003108100,4951,229,827SH DFND11,228,8300997
DOVER DOWNS GAMING & ENTMT COMCOM2600951044630,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741078132,679SH DFND132,67900
DOW CHEM CO COMCOM26054310324500SH DFND1 250000
DOW CHEM CO COMCOM260543103455,4359,376,856SH DFND19,372,40604,450
DR PEPPER SNAPPLE GROUP INCCOM26138E10983,4781,533,448SH DFND11,531,85101,597
DR PEPPER SNAPPLE GROUP INCCOM26138E1093286,037SH DFND1 26,03700
DREAMWORKS ANIMATION SKG-ACL A26153C10310,104380,572SH DFND1380,57200
DRESSER-RAND GROUP INCCOM26160810320,679354,037SH DFND1353,992045
DREW INDS INC COM NEWCOM NEW26168L2057,025129,616SH DFND1129,61600
DRIL-QUIP INC COMCOM26203710428,038250,117SH DFND1250,069048
DRYSHIPS INCSHSY2109Q10125980,201SH DFND180,20100
DSP GROUP INC COMCOM23332B1061,009116,804SH DFND1116,80400
DST SYS INC DEL COMCOM23332610719,345204,085SH DFND1203,9190166
DST SYS INC DEL COMCOM2333261074364,603SH DFND1 24,60300
DSW INC-CLASS ACL A23334L10212,766355,996SH DFND1355,99600
DTE ENERGY CO COMCOM233331107101,9371,372,707SH DFND11,372,3060401
DTS INCCOM23335C1011,97299,848SH DFND199,84800
DTS INCCOM23335C101183SH DFND1 28300
DU PONT E I DE NEMOURS & CO COMCOM263534109457,0836,814,891SH DFND16,811,67203,219
DUCOMMUN INC DEL COMCOM2641471091,44357,604SH DFND157,60400
DUKE ENERGY CORP COMCOM NEW26441C204369,8255,194,948SH DFND15,192,35902,589
DUKE REALTY CORP COM NEWCOM NEW26441150533,2551,970,424SH DFND11,968,20202,222
DUN & BRADSTREET CORP DEL N COMCOM26483E10026,751269,379SH DFND1268,9790400
DUN & BRADSTREET CORP DEL N COMCOM26483E10010102SH DFND1 210200
DUNKIN' BRANDS GROUP INCCOM26550410026,491527,928SH DFND1527,7590169
DUPONT FABROS TECHNOLOGY INCCOM26613Q10610,517436,951SH DFND1436,95100
DURATA THERAPEUTICS INCCOM26658A10777957,894SH DFND157,89400
DURECT CORP COMCOM266605104685515,191SH DFND1515,19100
DVR 5 07/15/17NOTE 5.000% 7/112802TAB75,0325,304,000PRN DFND1 25,304,00000
DWS MULTI-MARKET INCOME TRUSTSHS23338L10812513,205PRN DFND1 213,20500
DXP ENTERPRISES INCCOM NEW2333774076,33766,764SH DFND166,76400
DYAX CORP COMCOM26746E1037,351818,654SH DFND1818,4420212
DYCOM INDS INC COMCOM2674751011093,466SH DFND1 23,46600
DYCOM INDS INC COMCOM2674751015,576176,408SH DFND1176,40800
DYNAMIC MATERIALS CORPCOM2678881051,44675,949SH DFND175,94900
DYNAVAX TECHNOLOGIES CORPCOM2681581022,5661,425,746SH DFND11,425,74600
DYNEGY INCCOM26817R10812,944519,019SH DFND1519,01900
DYNEX CAPITAL INCCOM NEW26817Q5062,208246,764SH DFND1243,72703,037
E M C CORP MASS COMCOM268648102416,53415,202,854SH DFND115,199,02303,831
E M C CORP MASS COMCOM268648102411,505SH DFND1 21,50500
E*TRADE FINANCIAL CORPCOM NEW2692464011787,764SH DFND1 27,76400
E*TRADE FINANCIAL CORPCOM NEW26924640150,5212,195,310SH DFND12,194,8660444
E2OPEN INCCOM29788A1042,04086,582SH DFND186,58200
EAGLE BANCORP INCCOM2689481065,040139,613SH DFND1139,61300
EAGLE BULK SHIPPING INCSHS NEWY2187A11931378,667SH DFND178,66700
EAGLE MATERIALS INCCOM26969P10822,272251,213SH DFND1250,8570356
EAGLE PHARMACEUTICALS INCCOM26979610817513,770SH DFND113,77000
EAGLE ROCK ENERGY PARTNERSUNIT26985R10416030,585SH DFND130,58500
EARTHLINK INC COMCOM27033X1012,079576,076SH DFND1576,07600
EAST WEST BANCORP INC COMCOM27579R10428,097769,792SH DFND1769,5710221
EASTERN COMPANY (THE)COM27631710423014,260SH DFND114,26000
EASTGROUP PPTY INC COMCOM27727610111,695185,911SH DFND1185,91100
EASTMAN CHEM CO COMCOM27743210095,9041,112,926SH DFND11,112,7840142
EATON CORP PLCSHSG29183103261,3733,480,909SH DFND13,480,2840625
EATON CORP PLCSHSG2918310306SH DFND1 2600
EATON VANCE CORP COM NON VTGCOM NON VTG27826510322,753596,351SH DFND1596,0290322
EBAY INC COMCOM278642103488,8588,853,393SH DFND18,850,61502,778
EBIX INCCOM NEW2787152062,989175,132SH DFND1175,13200
ECHELON CORP COMCOM27874N105407146,714SH DFND1146,71400
ECHO GLOBAL LOGISTICS INCCOM27875T1011,50282,017SH DFND182,01700
ECHO THERAPEUTICS INCCOM NEW27876L2066622,296SH DFND122,29600
ECHOSTAR CORPCL A27876810610,191214,286SH DFND1214,236050
ECOLAB INC COMCOM278865100206,5111,913,170SH DFND11,912,3460824
ECOLOGY INCCOM91732J1024,345117,063SH DFND1117,06300
EDGEWATER TECHNOLOGY INC COMCOM28035810211215,726SH DFND115,72600
EDISON INTL COMCOM28102010723423SH DFND1 242300
EDISON INTL COMCOM281020107140,3032,479,438SH DFND12,478,37001,068
EDUCATION MANAGEMENT CORPCOM28140M103668137,311SH DFND1137,31100
EDUCATION REALTY TRUST INCCOM28140H10413513,726SH DFND1 213,72600
EDUCATION REALTY TRUST INCCOM28140H1047,034712,699SH DFND1712,69900
EDWARDS LIFESCIENCES CORP COMCOM28176E10857,417774,470SH DFND1774,391079
EDWARDS LIFESCIENCES CORP COMCOM28176E108961,305SH DFND1 21,30500
EGAIN COMMUNICATIONS COMCOM NEW28225C80640857,840SH DFND157,84000
EGALET CORPORATIONCOM28226B10428220,160SH DFND120,16000
EHEALTH INCCOM28238P1096,072119,531SH DFND1119,53100
EINSTEIN NOAH RESTAURANT GROUPCOM28257U1041,18672,088SH DFND172,08800
EL PASO ELEC CO COM NEWCOM NEW2836778549,381262,553SH DFND1262,55300
ELBIT SYSTEMS LTDORDM3760D1014747,767SH DFND17,76700
ELDORADO GOLD CORP NEWCOM2307873793143,268SH DFND1143,26800
ELECTRO RENT CORP COMCOM2852181031,40579,923SH DFND179,92300
ELECTRO SCIENTIFIC INDS COMCOM2852291001,716174,309SH DFND1174,30900
ELECTRONIC ARTS INC COMCOM285512109027SH DFND1 22700
ELECTRONIC ARTS INC COMCOM28551210966,9002,307,097SH DFND12,306,08001,017
ELECTRONICS FOR IMAGING INC COMCOM28608210211,067255,535SH DFND1255,53500
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205415392,179SH DFND1392,17900
ELEVEN BIOTHERAPEUTICS INCCOM28622110635021,617SH DFND121,61700
ELIZABETH ARDEN INC COMCOM28660G1064,290145,387SH DFND1145,38700
ELLIE MAE INCCOM28849P1003,913135,685SH DFND1135,68500
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810756633,486SH DFND132,6520834
ELLIS PERRY INTL INC COMCOM28885310492467,252SH DFND167,25200
ELLSWORTH FUND LTDCOM2890741061,309152,303PRN DFND1 2152,30300
EMAGIN CORP COMCOM NEW29076N20616565,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641091,02928,978SH DFND128,97800
EMCOR GROUP INC COMCOM29084Q10016,831359,727SH DFND1359,72700
EMCOR GROUP INC COMCOM29084Q10011245SH DFND1 224500
EMCORE CORP COMCOM NEW290846203596118,180SH DFND1118,18000
EMERALD OIL INCCOM NEW29101U2091,892281,650SH DFND1281,65000
EMERGENT BIOSOLUTIONSCOM29089Q10544017,435SH DFND1 217,43500
EMERGENT BIOSOLUTIONSCOM29089Q1054,412174,618SH DFND1174,61800
EMERITUS CORPCOM2910051066,611210,288SH DFND1210,28800
EMERSON ELEC CO COMCOM291011104349,2745,230,880SH DFND15,228,22102,659
EMERSON RADIO CORPCOM NEW29108720310048,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A291525103362113,335SH DFND1113,33500
EMPIRE DIST ELEC CO COMCOM2916411085,977245,769SH DFND1245,76900
EMPIRE RESORTS INCCOM NEW29205220640857,846SH DFND157,84600
EMPIRE TRUST REALTY TRUSTCL A2921041067,327484,957SH DFND1484,95700
EMPLOYERS HOLDINGS INCCOM2922181043,219159,131SH DFND1159,13100
EMPRESA BRASILEIRA DE AE-ADRSP ADR REP 4 COM29082A1072226,275SH DFND15,9750300
EMPRESA NAC ELEC-CHIL-SP ADRSPONSORED ADR29244T10168615,895SH DFND115,1750720
EMULEX CORP COM NEWCOM NEW2924752094,916665,336SH DFND1665,33600
EMULEX CORP COM NEWCOM NEW29247520920928,400SH DFND1 228,40000
ENANTA PHARMACEUTICALS INCCOM29251M1061,19729,943SH DFND129,94300
ENBRIDGE INCCOM24661497,488165,589SH DFND1165,58900
ENCANA CORPCOM27931933,340157,124SH DFND1157,12400
ENCORE CAPITAL GROUP INCCOM2925541025,973130,709SH DFND1130,70900
ENCORE WIRE CORP COMCOM2925621054,973102,518SH DFND1102,51800
ENDEAVOUR INTERNATIONAL CORPCOM NEW29259G200751231,227SH DFND1231,22700
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110646,689680,105SH DFND1679,9800125
ENDOCYTE INCCOM29269A1024,181175,609SH DFND1175,60900
ENDOLOGIX INCCOM29266S1064,375339,999SH DFND1339,99900
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1051,839141,403SH DFND1141,40300
ENDURANCE SPECIALTY HOLDINGSSHSG3039710611,689217,164SH DFND1217,112052
ENERGEN CORP COMCOM29265N10830,309375,140SH DFND1375,055085
ENERGIZER HLDGS INC COMCOM29266R10834,103338,584SH DFND1338,3220262
ENERGY RECOVERY INC-REDHCOM29270J1001,383260,141SH DFND1260,14100
ENERGY XXI (BERMUDA)USD UNRS SHSG100821409,229391,570SH DFND1391,57000
ENERNOC INC -REDHCOM2927641073,226144,800SH DFND1144,80000
ENERSYS INC COMCOM29275Y10220,847300,876SH DFND1300,87600
ENGILITY HOLDINGS INCCOM29285W1041,50833,492SH DFND1 233,49200
ENGILITY HOLDINGS INCCOM29285W1044,940109,663SH DFND1109,66300
ENGLOBAL CORPCOM2933061068353,004SH DFND153,00400
ENI S P A SPONSORED ADRSPONSORED ADR26874R10859611,899SH DFND19,86902,030
ENNIS BUSINESS FORMS INC COMCOM2933891022,079125,478SH DFND1124,6780800
ENPHASE ENERGY INCCOM29355A10760281,799SH DFND181,79900
ENPRO INDS INC COMCOM29355X1077,845107,957SH DFND1107,95700
ENSCO INTL INC COMSHS CLASS AG3157S10684,2381,596,779SH DFND11,596,77900
ENSIGN GROUP INC-REDHCOM29358P1014,764109,174SH DFND1109,17400
ENSTAR GROUP LTDSHSG3075P1017,26853,325SH DFND153,32500
ENTEGRIS INC COMCOM29362U1049,189758,862SH DFND1758,86200
ENTERCOM COMMUNICATIONS COR CL ACL A29363910091991,315SH DFND191,31500
ENTERGY CORP NEW COMCOM29364G10389,4381,338,460SH DFND11,337,9290531
ENTEROMEDICS INC-REDHCOM NEW29365M208401220,600SH DFND1220,60000
ENTERPRISE BANCORP INC/MACOM29366810943421,375SH DFND121,37500
ENTERPRISE FINANCIAL SERVICECOM2937121051,79989,653SH DFND189,65300
ENTERTAINMENT GAMING ASIA INCCOM NEW29383V2064550,152SH DFND150,15200
ENTRAVISION COMMUNICATIONS CL ACL A29382R1075,609837,232SH DFND1837,23200
ENTREMED INC COMCOM NEW29382F2027038,700SH DFND138,70000
ENTROPIC COMMUN INC-REDHCOM29384R1052,272555,579SH DFND1555,57900
ENVESTNET INCCOM29404K1065,734142,723SH DFND1142,6040119
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10310,912322,555SH DFND1322,486069
ENVIVIO INCCOM29413T10615650,759SH DFND150,75900
ENZO BIOCHEM INC COMCOM294100102620149,250SH DFND1149,25000
ENZON PHARMACEUTICALS INCCOM293904108278269,999SH DFND1269,99900
EOG RES INC COMCOM26875P101386,8071,973,507SH DFND11,972,9120595
EOG RES INC COMCOM26875P1016063,095SH DFND1 23,09500
EP ENERGY CORP-CL ACL A2687851023,668187,440SH DFND1187,44000
EPAM SYSTEMS INCCOM29414B104137SH DFND1 23700
EPAM SYSTEMS INCCOM29414B1046,174187,683SH DFND1187,68300
EPIQ SYS INC COMCOM26882D1092,418177,449SH DFND1177,44900
EPIZYME INCCOM29428V1041,60470,452SH DFND170,45200
EPL OIL & GAS INCCOM26883D1087,346190,335SH DFND1190,33500
EPLUS INC COMCOM2942681071,26822,750SH DFND122,75000
EPR PROPERTIESCOM SH BEN INT26884U10914,672274,819SH DFND1274,81900
EQIX4 3/4 06/15/16NOTE 4.750% 6/129444UAH938,52317,000,000PRN DFND1 217,000,00000
EQT CORPCOM26884L109104,8241,081,472SH DFND11,081,0360436
EQT CORPCOM26884L10969713SH DFND1 271300
EQUAL ENERGY LTDCOM29390Q10910122,221SH DFND122,22100
EQUIFAX INC COMCOM29442910560,767893,629SH DFND1893,600029
EQUINIX INCCOM NEW29444U50245,873248,221SH DFND1248,0220199
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10820,035492,886SH DFND1492,834052
EQUITY ONE COMCOM2947521009,836440,310SH DFND1440,31000
EQUITY RESIDENTIALSH BEN INT29476L1073766,500SH DFND1 26,50000
EQUITY RESIDENTIALSH BEN INT29476L107163,9712,828,645SH DFND12,828,1910454
ERA GROUP INCCOM26885G1092,999102,325SH DFND1102,32500
ERBA DIAGNOSTICS INCCOM29490B1017629,733SH DFND129,73300
ERICKSON AIR-CRANE INCCOM29482P10066034,196SH DFND134,19600
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 1029482160892769,580SH DFND164,82704,753
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216088674SH DFND1 267400
ERIE INDTY CO CL ACL A29530P1022072,968SH DFND1 22,96800
ERIE INDTY CO CL ACL A29530P1029,501136,205SH DFND1136,1050100
ESB FINL CORP COMCOM26884F10276058,201SH DFND158,20100
ESCALADE INC COMCOM29605610426119,550SH DFND119,55000
ESCO TECHNOLOGIES INC COMCOM2963151044,993141,909SH DFND1141,90900
ESPERION THERAPEUTICS INCCOM29664W10545930,418SH DFND130,41800
ESSA BANCORP INC -REDHCOM29667D10447844,020SH DFND144,02000
ESSENT GROUP LTDCOMG3198U1022,748122,378SH DFND1122,37800
ESSEX PPTY TR INC COMCOM29717810539,492232,239SH DFND1232,162077
ESSEX RENTAL CORPCOM29718710613846,734SH DFND146,73400
ESTERLINE TECHNOLOGIES CORP COMCOM29742510020,186189,469SH DFND1189,46900
ETABLISSEMENTS DELHAIZE FRER S-ADRSPONSORED ADR29759W1013905,379SH DFND14,4200959
ETHAN ALLEN INTERIORS INC COMCOM2976021043,595141,273SH DFND1141,27300
EURONET WORLDWIDE INC COMCOM29873610912,778307,256SH DFND1307,25600
EURONET WORLDWIDE INC COMCOM29873610945410,921SH DFND1 210,92100
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1072898,656SH DFND18,65600
EVERBANK FINANCIAL CORPCOM29977G1029,251468,899SH DFND1468,89900
EVERCORE PARTNERS INCCLASS A29977A10513,570245,621SH DFND1245,62100
EVEREST RE GROUP LTD COMCOMG3223R10836,191236,511SH DFND1236,456055
EVEREST RE GROUP LTD COMCOMG3223R1086073,972SH DFND1 23,97200
EVERGREEN GLOBAL DIV OPPRTNYCOM94987C10322628,741PRN DFND1 228,74100
EVERTEC INCCOM30040P1038,219332,756SH DFND1332,75600
EVERYWARE GLOBAL INCCOM3004391065211,557SH DFND111,55700
EVOKE PHARMA INCCOM30049G1048510,276SH DFND110,27600
EVOLUTION PETROLEUM CORPCOM30049A1071,657130,199SH DFND1130,19900
EVOLVING SYS INC COMCOM NEW30049R20930333,696SH DFND133,69600
EXACT SCIENCES CORP COMCOM30063P1055,529390,192SH DFND1390,19200
EXACTECH INCCOM30064E10996542,777SH DFND142,77700
EXAMWORKS GROUP INCCOM30066A1054,933140,916SH DFND1140,91600
EXAR CORP COMCOM3006451082,934245,552SH DFND1245,55200
EXCEL TRUST INCCOM30068C1093,198252,222SH DFND1252,22200
EXCO RESOURCES INCCOM2692794025,165922,353SH DFND1920,50301,850
EXELIS INCCOM30162A1081103SH DFND1 210300
EXELIS INCCOM30162A10819,9041,047,080SH DFND11,046,8540226
EXELIXIS INC COMCOM30161Q1043,378954,384SH DFND1954,38400
EXELON CORP COMCOM30161N10113408SH DFND1 240800
EXELON CORP COMCOM30161N101220,2816,566,528SH DFND16,563,74402,784
EXLSERVICE HOLDINGS INC-REDHCOM3020811046,099197,321SH DFND1197,32100
EXLSERVICE HOLDINGS INC-REDHCOM302081104153SH DFND1 25300
EXONE CO/THECOM3021041041,95654,599SH DFND154,566033
EXPEDIA INCCOM NEW30212P30354,617753,672SH DFND1753,4010271
EXPEDIA INCCOM NEW30212P30337518SH DFND1 251800
EXPEDITORS INTL WASH INC COMCOM30213010959,1921,494,284SH DFND11,493,8840400
EXPEDITORS INTL WASH INC COMCOM30213010902SH DFND1 2200
EXPONENT INCCOM30214U1026,06280,775SH DFND180,77500
EXPRESS INCCOM30219E1037,074445,480SH DFND1445,48000
EXPRESS SCRP INC COMCOM30219G10854729SH DFND1 272900
EXPRESS SCRP INC COMCOM30219G108428,3135,706,480SH DFND15,704,89101,589
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P2003,642159,962SH DFND1159,96200
EXTERRAN HOLDINGS INCCOM30225X10314,447329,243SH DFND1329,24300
EXTERRAN PARTNERS LPCOM UNITS30225N1052518,811SH DFND18,81100
EXTRA SPACE STORAGE INCCOM30225T10237,851780,291SH DFND1780,1660125
EXTREME NETWORKS INC COMCOM30226D1063,492602,183SH DFND1602,18300
EXXON MOBIL CORP COMCOM30231G1023,245,58133,240,312SH DFND133,226,870013,442
EZCORP INCCL A NON VTG3023011063,292305,141SH DFND1305,14100
F M C CORP COM NEWCOM NEW30249130372,865952,156SH DFND1951,7140442
F5 NETWORKS INC COMCOM3156161021361,276SH DFND1 21,27600
F5 NETWORKS INC COMCOM31561610259,113554,618SH DFND1554,3500268
FAB UNIVERSAL CORPCOM30277110017155,825SH DFND155,82500
FAB UNIVERSAL CORPCOM3027711000105SH DFND1 210500
FABRINETSHSG3323L1002,755132,685SH DFND1132,68500
FACEBOOK INC -ACL A30303M102787,67213,081,070SH DFND113,075,81005,260
FACEBOOK INC -ACL A30303M1021592,641SH DFND1 22,64100
FACTSET RESH SYS INC COMCOM30307510521,808202,291SH DFND1202,1720119
FAIR ISAAC INCCOM30325010410,372187,503SH DFND1187,50300
FAIRCHILD SEMICONDUCTOR INT CL ACOM3037261039,386680,697SH DFND1680,3890308
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603021,821133,918SH DFND1133,91800
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D10956273,667SH DFND173,66700
FALCONSTOR SOFTWARE INC COMCOM306137100232147,264SH DFND1147,26400
FAMILY DLR STORES INC COMCOM30700010958010,000SH DFND1 210,00000
FAMILY DLR STORES INC COMCOM30700010939,394679,400SH DFND1679,40000
FAMOUS DAVES AMER INC COMCOM30706810666227,079SH DFND127,07900
FARMER BROS CO COMCOM307675108038SH DFND1 23800
FARMER BROS CO COMCOM30767510854327,596SH DFND127,59600
FARMERS CAP BK CORP COMCOM30956210663228,159SH DFND128,15900
FARMERS NATL BANC CORPCOM30962710746760,884SH DFND160,88400
FARO TECHNOLOGIES INCCOM3116421024,85091,511SH DFND191,51100
FASTENAL CO COMCOM31190010499,8562,025,539SH DFND12,024,9940545
FATE THERAPEUTICS INCCOM31189P10223123,728SH DFND123,72800
FBL FINL GROUP INC CL ACL A30239F106791,833SH DFND1 21,83300
FBL FINL GROUP INC CL ACL A30239F1063,34977,313SH DFND177,31300
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40088634,339SH DFND1 234,33900
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C4001,86272,110SH DFND172,11000
FEDERAL AGRIC MTG CORP CL CCL C3131483061,90157,190SH DFND157,19000
FEDERAL MOGUL CORPCOM3135494044,104219,356SH DFND1219,35600
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW31374720645,162393,733SH DFND1393,687046
FEDERAL SIGNAL CORP COMCOM3138551085,504369,417SH DFND1369,41700
FEDERATED DEPT STORES INC D COMCOM55616P10410185SH DFND1 218500
FEDERATED DEPT STORES INC D COMCOM55616P104161,9332,732,355SH DFND12,729,94102,414
FEDERATED INVS INC PA CL BCL B31421110314,047459,956SH DFND1459,6830273
FEDERATED NATIONAL HOLDING COCOM31422T1011106,043SH DFND1 26,04300
FEDERATED NATIONAL HOLDING COCOM31422T10179843,565SH DFND143,56500
FEDEX CORP COMCOM31428X106282,1422,129,314SH DFND12,128,3580956
FEDEX CORP COMCOM31428X106431SH DFND1 23100
FEI CO COMCOM30241L10922,903222,321SH DFND1222,32100
FELCOR LODGING TR INC COMCOM31430F1016,978771,974SH DFND1771,97400
FEMALE HEALTH COMPANY COMCOM31446210273594,784SH DFND194,78400
FERRO CORP COMCOM3154051006,162451,106SH DFND1451,10600
FIBROCELL SCIENCE INCCOM NEW315721209721137,955SH DFND1137,95500
FIDELITY & GUARANTY LIFECOM3157851051,34957,167SH DFND157,16700
FIDELITY NATIONAL FINL-ACL A31620R10543,3671,379,605SH DFND11,378,9060699
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106115,4682,161,229SH DFND12,160,2540975
FIDELITY NATL CORP GA COMCOM31639410589664,194SH DFND164,19400
FIDUS INVESTMENT CORPCOM31650010724212,554SH DFND19,91802,636
FIESTA RESTAURANT GROUP - W/ICOM31660B1017,010153,778SH DFND1153,77800
FIFTH STREET FINANCE CORPCOM31678A103960101,558SH DFND192,17409,384
FIFTH THIRD BANCORP COMCOM31677310021918SH DFND1 291800
FIFTH THIRD BANCORP COMCOM316773100152,5756,650,883SH DFND16,648,47202,411
FINANCIAL ENGINES INCCOM31748510013,708269,962SH DFND1269,96200
FINANCIAL ENGINES INCCOM31748510005SH DFND1 2500
FINANCIAL INSTNS INC COMCOM3175854041,48164,370SH DFND164,37000
FINISAR COMCOM NEW31787A50714,342541,038SH DFND1541,03800
FINISH LINE INC CL ACL A3179231006,686246,837SH DFND1246,804033
FIREEYE INCCOM31816Q10110,083163,776SH DFND1163,5090267
FIRST ACCEPTANCE CORPCOM3184571087128,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10219,130720,560SH DFND1720,56000
FIRST AMERICAN FINANCIAL - W/ICOM31847R1024165SH DFND1 216500
FIRST BANCORP INCCOM31866P10251631,661SH DFND131,66100
FIRST BANCORP N C COMCOM3189101061,48478,146SH DFND178,14600
FIRST BANCORP P R COMCOM NEW3186727064,012737,614SH DFND1737,61400
FIRST BUSEY CORP COMCOM3193831051,884324,890SH DFND1323,34001,550
FIRST CASH FINL SVCS INC COMCOM31942D1078,159161,711SH DFND1161,71100
FIRST CLOVER LEAF FINANCIALCOM31969M1059810,566SH DFND110,56600
FIRST CMNTY BANCSHARES INC COMCOM31983A1031,23475,431SH DFND175,43100
FIRST COMWLTH FINL CORP PA COMCOM3198291074,606509,614SH DFND1509,61400
FIRST CONNECTICUT BANCORPCOM3198501031,14573,172SH DFND173,17200
FIRST CTZNS BANCSHARES INC CL ACL A31946M10310,51143,662SH DFND143,643019
FIRST DEFIANCE FINL CORP COMCOM32006W1061,13241,776SH DFND141,77600
FIRST FINANCIAL HOLDINGSCOM32023E1058,509135,892SH DFND1135,89200
FIRST FINANCIAL NORTHWESTCOM32022K10248447,732SH DFND147,73200
FIRST FINL BANCORP OH COMCOM3202091096,574365,667SH DFND1365,66700
FIRST FINL BANKSHARES COMCOM32020R10911,191181,119SH DFND1181,11900
FIRST FINL CORP IND COMCOM3202181001,73351,461SH DFND151,46100
FIRST HORIZON NATL CORP COMCOM32051710515,1651,228,973SH DFND11,228,8030170
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10312,296636,489SH DFND1636,48900
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2014,596162,881SH DFND1162,88100
FIRST LONG IS CORP COMCOM3207341061,25230,839SH DFND130,83900
FIRST MARBLEHEAD CORP/THECOM NEW32077120720634,264SH DFND134,26400
FIRST MERCHANTS CORP COMCOM3208171095,534255,753SH DFND1255,75300
FIRST MIDWEST BANCORP DEL COMCOM3208671047,609445,550SH DFND1445,55000
FIRST NBC BANK HLDG COCOM32115D1062045,864SH DFND15,86400
FIRST NIAGARA FINL GROUP IN COMCOM33582V10818,7411,983,214SH DFND11,982,6400574
FIRST POTOMAC REALTY TRUSTCOM33610F1095,059391,580SH DFND1391,58000
FIRST REPUBLIC BANK/SAN FRANCOM33616C10033,712624,507SH DFND1624,3760131
FIRST SECURITY GROUP INC/TNCOM NEW336312202315151,752SH DFND1151,75200
FIRST SOLAR INCCOM33643310738,986558,787SH DFND1558,5680219
FIRST SOUTH BANCORP INC VA COMCOM33646W10035640,968SH DFND140,96800
FIRST UTD CORP COMCOM33741H10713618,113SH DFND118,11300
FIRSTBANK CORP/ALMA MICHCOM33761G10428315,204SH DFND115,20400
FIRSTENERGY CORP COMCOM337932107105,8873,112,908SH DFND13,110,94001,968
FIRSTMERIT CORP COMCOM33791510218,531889,677SH DFND1889,67700
FIRSTSERVICE CORPORATION-VTGSUB VTG SH33761N1093216,774SH DFND16,77400
FISERV INC COMCOM337738108107,2611,892,876SH DFND11,892,5360340
FIVE BELOW, INCCOM33829M10110,227240,763SH DFND1240,76300
FIVE BELOW, INCCOM33829M101010SH DFND1 21000
FIVE OAKS INVESTMENT CORPCOM33830W10657651,735SH DFND151,73500
FIVE PRIME THERAPEUTICS INCCOM33830X10489345,471SH DFND145,47100
FIVE STAR QUALITY CARE INC COMCOM33832D1061,572323,529SH DFND1323,52900
FLAGSTAR BANCORP INC COMCOM PAR .0013379307054,757214,102SH DFND1214,10200
FLEETCOR TECHNOLOGIES INCCOM33904110542,960373,310SH DFND1373,233077
FLEETMATICS GROUPCOMG3556910539411,803SH DFND111,80300
FLEXION THERAPEUTICS INCOM33938J10634521,025SH DFND121,02500
FLEXSTEEL INDS INC COMCOM3393821033,07581,760SH DFND181,76000
FLEXTRONICS INTL LTD ORDORDY2573F102101,146SH DFND1 21,14600
FLEXTRONICS INTL LTD ORDORDY2573F1021,055114,793SH DFND1114,79300
FLIR SYS INC COMCOM302445101681,915SH DFND1 21,91500
FLIR SYS INC COMCOM30244510138,2081,061,798SH DFND11,061,727071
FLOTEK INDUSTRIES INCCOM3433891027,296261,999SH DFND1261,99900
FLOWERS FOODS INC COMCOM343498101924,333SH DFND1 24,33300
FLOWERS FOODS INC COMCOM34349810118,638868,944SH DFND1868,7870157
FLOWSERVE CORP COMCOM34354P10577,483989,493SH DFND1989,0360457
FLUIDIGM CORPCOM34385P1086,725152,619SH DFND1152,61900
FLUOR CORP NEW COMCOM34341210290,1431,160,197SH DFND11,159,6140583
FLUSHING FINL CORP COMCOM3438731053,985189,150SH DFND1189,15000
FMC TECHNOLOGIES INC COMCOM30249U10188,2481,688,417SH DFND11,688,1690248
FNB CORP PA COMCOM3025201011078,041SH DFND1 28,04100
FNB CORP PA COMCOM30252010111,230838,074SH DFND1838,07400
FONAR CORP COMCOM NEW34443740558733,395SH DFND133,39500
FOOT LOCKER INC COMCOM34484910435,474755,106SH DFND1754,5870519
FORBES ENERGY SERVICES LTDCOM34514310111228,559SH DFND128,55900
FORD MTR CO DELCOM PAR $0.0134537086003SH DFND1 2300
FORD MTR CO DELCOM PAR $0.01345370860462,44729,656,285SH DFND129,649,17007,115
FOREST CITY ENTERPRISES INC CL ACL A34555010716,244850,521SH DFND1850,3210200
FOREST LABS INC COMCOM34583810692210,000SH DFND1 210,00000
FOREST LABS INC COMCOM345838106167,0661,811,376SH DFND11,810,8920484
FOREST OIL CORP COM PAR $0.01COM PAR $0.013460917051,109580,665SH DFND1580,66500
FORESTAR REAL ESTATE GRP-W/ICOM346233109027SH DFND1 22700
FORESTAR REAL ESTATE GRP-W/ICOM3462331093,187179,052SH DFND1179,05200
FORMFACTOR INCCOM3463751081,781278,770SH DFND1278,77000
FORRESTER RESH INC COMCOM3465631092,84979,493SH DFND179,49300
FORTEGRA FINANCIAL CORPCOM34954W10419828,305SH DFND128,30500
FORTINET INC.COM34959E10915,045682,976SH DFND1682,957019
FORTRESS INVESTMENT GRP-REDHCL A34958B106798107,914SH DFND1 2107,91400
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10633,395793,615SH DFND1793,61500
FORUM ENERGY TECHNOLOGIES INCCOM34984V1008,875286,501SH DFND1286,50100
FORWARD AIR CORP COMCOM3498531018,441183,068SH DFND1183,06800
FORWARD INDUSTRIES INC-N YCOM NEW3498623003618,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10643,174370,398SH DFND1370,1900208
FOSTER L B CO COMCOM3500601092,46452,611SH DFND152,61100
FOSTER WHEELER LTD SHSCOMH2717810414,840457,769SH DFND1457,76900
FOUNDATION MEDICINE INCCOM3504651001,54247,661SH DFND147,66100
FOX CHASE BANCORP INCCOM35137T1081,08264,235SH DFND164,23500
FOX FACTORY HOLDING CORPCOM35138V1021,19363,143SH DFND163,14300
FRANCESCAS HOLDINGS CORPCOM3517931044,056223,641SH DFND1223,64100
FRANKLIN COVEY CO COMCOM3534691091,08054,660SH DFND154,66000
FRANKLIN ELEC INC COMCOM3535141029,528224,095SH DFND1224,09500
FRANKLIN FINANCIAL CORP/VACOM35353C1021,06054,240SH DFND154,24000
FRANKLIN RES INC COMCOM354613101156,7852,895,065SH DFND12,894,6000465
FRANKLIN STREET PROPERTIES CCOM35471R1067,506595,780SH DFND1595,78000
FRANKS INTERNATIONAL NVCOMN334621074,314174,113SH DFND1173,9560157
FREDS INC CL ACL A3561081003,544196,803SH DFND1196,80300
FREEPORT-MCMORAN COPPER & G CL BCOM35671D857261,5357,911,843SH DFND17,909,03602,807
FREEPORT-MCMORAN COPPER & G CL BCOM35671D85733010,000SH DFND1 210,00000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10111,370465,821SH DFND1465,6980123
FREIGHTCAR AMERICA INCCOM3570231001,76475,923SH DFND175,92300
FREQUENCY ELECTRS INC COMCOM35801010615414,272SH DFND114,27200
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291063469,946SH DFND16,74603,200
FRESH DEL MONTE PRODUCE INC ORDORDG367381055,598203,059SH DFND1203,05900
FRESH MARKET INC/THECOM35804H1066,580195,835SH DFND1195,788047
FRESH MARKET INC/THECOM35804H1063101SH DFND1 210100
FRIEDMAN INDUSTRIES INCCOM35843510514917,789SH DFND117,78900
FRISCHS RESTAURANTS INC COMCOM3587481012028,568SH DFND18,56800
FRONTIER COMMUNICATIONS CORPCOM35906A10843,3697,611,968SH DFND17,594,079017,889
FRONTLINE LTDSHSG3682E12715138,603SH DFND138,60300
FTD COMPANIES INCCOM30281V1083,456108,660SH DFND1108,66000
FTD COMPANIES INCCOM30281V108511,620SH DFND1 21,62000
FTI CONSULTING INC COMCOM3029411097,751232,504SH DFND1232,50400
FUEL SYSTEMS SOL INC COMCOM35952W1031132SH DFND1 213200
FUEL SYSTEMS SOL INC COMCOM35952W10395288,503SH DFND188,50300
FUELCELL ENERGY INC COMCOM35952H1062,6221,057,557SH DFND11,057,55700
FUEL-TECH N.V.COM359523107067SH DFND1 26700
FUEL-TECH N.V.COM359523107639127,960SH DFND1127,96000
FULL HOUSE RESORTS INCCOM3596781095224,413SH DFND124,41300
FULLER H B CO COMCOM35969410614,231294,763SH DFND1294,76300
FULTON FINL CORP PA COMCOM36027110013,5111,074,040SH DFND11,073,8820158
FURIEX PHARMACEUTICALSCOM36106P1014,55752,386SH DFND152,370016
FURMANITE CORPCOM3610861012,082212,022SH DFND1212,02200
FUSION-IO INCCOM36112J1074,988474,173SH DFND1474,17300
FUTUREFUEL CORPCOM36116M10632415,964SH DFND1 215,96400
FUTUREFUEL CORPCOM36116M1065,582274,994SH DFND1274,99400
FX ENERGY INC COMCOM302695101985295,114SH DFND1295,11400
FXCM INC - ACOM CL A302693106906,145SH DFND1 26,14500
FXCM INC - ACOM CL A3026931063,069207,804SH DFND1207,80400
G & K SVCS INC CL ACL A3612681058,644141,312SH DFND1141,31200
GABELLI GLOBAL UTIL &INCM TRCOM SH BEN INT36242L10538119,171PRN DFND1 219,17100
GAIAM INC CL ACL A36268Q10337251,349SH DFND151,34900
GAIN CAPITAL HOLDINGS INCCOM36268W10077471,616SH DFND171,61600
GALECTIN THERAPEUTICS INCCOM NEW3632252021,13474,072SH DFND174,07200
GALENA BIOPHARMA INCCOM3632561081,455582,268SH DFND1580,80601,462
GALLAGHER ARTHUR J & CO COMCOM36357610930,854648,479SH DFND1648,1290350
GAMCO INVESTORS INC - ACOM3614381042,20528,402SH DFND128,40200
GAMCO INVESTORS INC - ACOM36143810468879SH DFND1 287900
GAMESTOP CORP CL ACL A36467W10936,777895,196SH DFND1893,55201,644
GAMING AND LEISURE PROPERTIES INCCOM36467J10816,867462,637SH DFND1462,63700
GANNETT INC COMCOM36473010146,8061,696,391SH DFND11,695,5530838
GAP INC DEL COMCOM36476010825630SH DFND1 263000
GAP INC DEL COMCOM36476010878,5321,961,205SH DFND11,959,49001,715
GARMIN LTD ORDSHSH2906T10952,672953,558SH DFND1952,49301,065
GARTNER INC COMCOM36665110731,115448,093SH DFND1448,059034
GAS NATURAL INCCOM36720410440540,191SH DFND140,19100
GASLOG LTDSHSG375851092,434104,515SH DFND1104,51500
GASTAR EXPLORATION LTDCOM36729W2021,711312,957SH DFND1312,95700
GATX CORP COMCOM36144810316,365241,093SH DFND1241,033060
GEEKNET INC.COM NEW36846Q20327919,967SH DFND119,96700
GEEKNET INC.COM NEW36846Q203011SH DFND1 21100
GENCO SHIPPING & TRADING LTDSHSY2685T107343195,419SH DFND1195,41900
GENCORP INC COMCOM3686821006,235341,318SH DFND1341,31800
GENERAC HOLDINGS INCCOM36873610425,045424,715SH DFND1424,71500
GENERAL CABLE CORP DEL NEW COMCOM3693001086,745263,398SH DFND1263,39800
GENERAL COMMUNICATION INC CL ACL A3693851091,947170,695SH DFND1170,69500
GENERAL DYNAMICS CORP COMCOM36955010816153SH DFND1 215300
GENERAL DYNAMICS CORP COMCOM369550108271,4832,493,505SH DFND12,493,1480357
GENERAL ELEC CO COMCOM3696041031023,950SH DFND1 23,95000
GENERAL ELEC CO COMCOM3696041031,998,47777,222,764SH DFND177,187,960034,804
GENERAL GROWTH PPTYS INC COMCOM37002310399,3554,517,831SH DFND14,517,5250306
GENERAL GROWTH PPTYS INC COMCOM370023103934,259SH DFND1 24,25900
GENERAL MLS INC COMCOM370334104231,0214,460,135SH DFND14,457,46002,675
GENERAL MLS INC COMCOM370334104368SH DFND1 26800
GENERAL MOLY INCCOM370373102295298,561SH DFND1298,56100
GENERAL MOTORS COCOM37045V1001905,533SH DFND1 25,53300
GENERAL MOTORS COCOM37045V100340,7209,902,940SH DFND19,902,0900850
GENESCO INC COMCOM3715321029,945133,368SH DFND1133,36800
GENESEE & WYO INC CL ACL A37155910524,617252,957SH DFND1252,886071
GENIE ENERGY LTD - BCL B37228420879179,383SH DFND179,38300
GENMARK DIAGNOSTICS INCCOM3723091041,970198,206SH DFND1198,20600
GENOCEA BIOSCIENCES INCCOM37242710460833,464SH DFND133,46400
GENOMIC HEALTH INCCOM37244C1012,49594,726SH DFND194,72600
GENPACT LTDSHSG3922B107166SH DFND1 26600
GENPACT LTDSHSG3922B10710,372595,432SH DFND1595,3000132
GENTEX CORP COMCOM371901109286SH DFND1 28600
GENTEX CORP COMCOM37190110926,697846,729SH DFND1845,7620967
GENTHERM INCCOM37253A1036,414184,737SH DFND1184,73700
GENTIVA HEALTH SERVICES INC COMCOM37247A1021,350148,038SH DFND1148,03800
GENUINE PARTS CO COMCOM37246010595,9861,105,689SH DFND11,104,8430846
GENUINE PARTS CO COMCOM372460105673SH DFND1 27300
GENVEC INCCOM NEW37246C30713149,438SH DFND149,43800
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10665,9993,723,570SH DFND13,723,0980472
GEO GROUP INC/THECOM36159R10317,099530,387SH DFND1530,38700
GEOSPACE TECHNOLOGIES CORPCOM37364X1094,56368,965SH DFND168,96500
GERMAN AMERN BANCORP COMCOM3738651041,59055,057SH DFND155,05700
GERON CORP COMCOM3741631031,706820,491SH DFND1820,2950196
GETTY RLTY CORP NEW COMCOM3742971092,862151,522SH DFND1151,52200
GEVO INCCOM374396109249213,378SH DFND1213,37800
GFI GROUP INCCOM3616522091,278360,242SH DFND1360,24200
GIBRALTAR INDUSTRIES, INCCOM3746891073,632192,507SH DFND1192,50700
GIGAMON INCCOM37518B1021,96564,679SH DFND164,67900
GIGOPTIX INCCOM37517Y10315491,853SH DFND191,85300
G-III APPAREL GROUP LTD COMCOM36237H1016,59792,169SH DFND192,16900
GILDAN ACTIVEWEAR INCCOM22546451,25224,959SH DFND124,95900
GILEAD SCIENCES INC COMCOM3755581036529,211SH DFND1 29,21100
GILEAD SCIENCES INC COMCOM375558103830,84711,730,032SH DFND111,725,20404,828
GLACIER BANCORP INC NEW COMCOM37637Q10512,132417,346SH DFND1417,34600
GLADSTONE CAPITAL CORP COMCOM37653510017517,397SH DFND116,03901,358
GLADSTONE COMMERCIAL CORPCOM3765361081,42081,928SH DFND181,92800
GLADSTONE INVESTMENT CORP/DECOM37654610710012,186SH DFND1 212,18600
GLADSTONE INVESTMENT CORP/DECOM37654610714817,916SH DFND117,91600
GLADSTONE LAND CORPCOM3765491011,05674,704SH DFND174,70400
GLATFELTER COMCOM37731610415571SH DFND1 257100
GLATFELTER COMCOM3773161046,598242,423SH DFND1242,42300
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W105361SH DFND1 26100
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1052,13940,049SH DFND138,22001,829
GLEACHER & CO INCCOM NEW37734120113712,030SH DFND112,03000
GLIMCHER RLTY TR SH BEN INTSH BEN INT3793021029,317928,996SH DFND1928,99600
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1031,979125,506SH DFND1125,50600
GLOBAL CASH ACCESS INCCOM3789671032,965432,319SH DFND1432,31900
GLOBAL EAGLE ACQUISITION CORPCOM37951D1024,415279,812SH DFND1279,81200
GLOBAL HIGH INCOME FUND INCCOM37933G10851552,215PRN DFND1 252,21500
GLOBAL INDEMNITY PLCSHSG393191011,55659,093SH DFND159,09300
GLOBAL PMTS INC COMCOM37940X10224,946350,813SH DFND1350,727086
GLOBAL PMTS INC COMCOM37940X102346SH DFND1 24600
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P3061,40570,687SH DFND170,68700
GLOBAL SOURCES LIMITEDORDG393001011,006112,377SH DFND1112,37700
GLOBALSCAPE INCCOM37940G1097229,423SH DFND129,42300
GLOBE SPECIALTY METALS INCCOM37954N2067,219346,736SH DFND1346,73600
GLOBUS MEDICAL INC- ACL A3795772089,312350,216SH DFND1350,21600
GLOWPOINT INCCOM NEW37988720111570,219SH DFND170,21900
GLU MOBILE INCCOM3798901061,692357,063SH DFND1357,06300
GLYCOMIMETICS INCCOM38000Q10269842,746SH DFND142,74600
GNC HOLDINGS INC-CL ACOM CL A36191G10721,005477,187SH DFND1477,18700
GOGO INCCOM38046C1091,52774,356SH DFND174,309047
GOLAR LNG LTDSHSG9456A1001,67540,197SH DFND140,0360161
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C1022167,229SH DFND17,22900
GOLD RESOURCES CORPCOM38068T105939196,531SH DFND1196,53100
GOLDEN MINERALS COMPANYCOM381119106156186,795SH DFND1186,79500
GOLDFIELD CORPCOM381370105226101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104535,7023,270,806SH DFND13,270,0840722
GOLDMAN SACHS GROUP INC COMCOM38141G1042901,772SH DFND1 21,77200
GOLUB CAPITAL BDC INCCOM38173M10245325,440SH DFND125,44000
GOODRICH PETROLEUM CORPCOM NEW3824104052,739173,180SH DFND1173,18000
GOODYEAR TIRE & RUBR CO COMCOM38255010147,8641,832,325SH DFND11,831,5460779
GOOGLE INC-CL A COMCL A38259P5082,387,3732,142,967SH DFND12,142,1900777
GOOGLE INC-CL A COMCL A38259P508450404SH DFND1 240400
GORDMANS STORES INCCOM38269P10022641,566SH DFND141,56600
GORMAN RUPP CO COMCOM3830821043,02495,155SH DFND195,15500
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1037,356291,912SH DFND1291,91200
GP STRATEGIES CORP COMCOM36225V1042,46890,672SH DFND190,67200
GRACE W R & CO DEL NEW COMCOM38388F10836,694370,017SH DFND1369,931086
GRACO INC COMCOM38410910423,933320,222SH DFND1320,151071
GRAFTECH INTERNATIONAL LTDCOM3843131026,533598,265SH DFND1598,26500
GRAHAM CORPCOM3845561061,66952,431SH DFND152,43100
GRAHAM HOLDINGS COCOM38463710423,53333,450SH DFND133,357093
GRAINGER W W INC COMCOM384802104110,717438,400SH DFND1438,0320368
GRAMERCY PROPERTY TRUST INCCOM38489R1001,574305,211SH DFND1305,21100
GRAN TIERRA ENERGY INCCOM38500T10139653,036SH DFND1 253,03600
GRAND CANYON EDUCATION-REDHCOM38526M10611,659249,677SH DFND1249,67700
GRANITE CONSTR INC COMCOM3873281077,697192,782SH DFND1192,78200
GRAPHIC PACKAGING HOLDING COCOM38868910116,6231,636,154SH DFND11,636,15400
GRAPHIC PACKAGING HOLDING COCOM3886891015539SH DFND1 253900
GRAY TELEVISION INC COMCOM3893751062,600250,765SH DFND1250,76500
GREAT LAKES DREDGE&DOCK CORPCOM3906071092,696295,373SH DFND1295,37300
GREAT PLAINS ENERGY INC COMCOM39116410020,495757,971SH DFND1757,6210350
GREAT SOUTHN BANCORP INC COMCOM3909051071,22240,697SH DFND140,69700
GREATBATCH INCCOM39153L1066,545142,543SH DFND1142,54300
GREEN DOT CORP - CLASS ACL A39304D1022,630134,695SH DFND1134,69500
GREEN PLAINS RENEWABLE ENERGCOM39322210495131,743SH DFND1 231,74300
GREEN PLAINS RENEWABLE ENERGCOM3932221048,288276,659SH DFND1276,65900
GREENBRIER COS INC COMCOM3936571015,540121,501SH DFND1121,50100
GREENHILL & CO INC COMCOM3952591046,797130,768SH DFND1130,76800
GREENHUNTER ENERGY INC-REDHCOM39530A1044345,224SH DFND145,22400
GREENLIGHT CAPITAL RECLASS AG4095J1094,947150,842SH DFND1150,84200
GREIF INCCL A3976241078,232156,835SH DFND1156,5740261
GRIFFIN LAND & NURSERIESCL A39823110031210,349SH DFND110,34900
GRIFFON CORP COMCOM3984331022,818236,014SH DFND1236,01400
GRIFOLS SA-ADRSP ADR REP B NVT39843840876718,592SH DFND118,59200
GROUP 1 AUTOMOTIVE INC COMCOM3989051096,889104,932SH DFND1104,93200
GROUPON INCCOM CL A39947310715,4821,974,841SH DFND11,973,8900951
GSE SYSTEMS INCCOM36227K1065833,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C2051,666127,597SH DFND1127,59700
GSI TECHNOLOGY INCCOM36241U10652776,334SH DFND176,33400
GSV CAPITAL CORPCOM36191J10113112,947SH DFND112,94700
GT ADVANCED TECHNOLOGIES INCCOM36191U10612,788750,051SH DFND1749,7180333
GT ADVANCED TECHNOLOGIES INCCOM36191U106804,700SH DFND1 24,70000
GTX INCCOM40052B108191125,122SH DFND1125,12200
GUARANTY BANCORPCOM NEW40075T6071,11978,547SH DFND178,54700
GUESS INC COMCOM4016171058,355302,722SH DFND1302,5220200
GUIDANCE SOFTWARE INCCOM40169210892683,739SH DFND183,73900
GUIDEWIRE SOFTWARE INCCOM40171V10016,086327,961SH DFND1327,96100
GULF ISLAND FABRICATION INC COMCOM4023071021,76281,550SH DFND181,55000
GULFMARK OFFSHORE INC COMCL A NEW4026292085,669126,166SH DFND1126,16600
GULFPORT ENERGY CORPCOM NEW40263530430,518428,748SH DFND1428,668080
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN039,93019,670,000PRN DFND1 219,670,00000
H&E EQUIPMENT SERVICES INCCOM4040301086,418158,688SH DFND1158,68800
HACKETT GROUP INC/THECOM404609109152,668SH DFND1 22,66800
HACKETT GROUP INC/THECOM404609109919153,833SH DFND1153,83300
HAEMONETICS CORP COMCOM4050241009,025276,945SH DFND1276,94500
HAIN CELESTIAL GROUP INC COMCOM40521710023,408255,918SH DFND1255,91800
HALCON RESOURCES CORPCOM NEW40537Q2095,6011,293,548SH DFND11,293,54800
HALLADOR ENERGY COCOM40609P10526030,513SH DFND130,51300
HALLIBURTON CO COMCOM406216101367,9596,250,925SH DFND16,248,22902,696
HALLMARK FINL SERVICES INCCOM NEW40624Q20340048,155SH DFND148,15500
HALOZYME THERAPEUTICS INCCOM40637H1096,978549,479SH DFND1549,47900
HAMPTON ROADS BANKSHARES INCCOM NEW409321502668420,205SH DFND1420,20500
HANCOCK HLDG CO COMCOM41012010917,493477,310SH DFND1477,31000
HANDY & HARMAN LTDCOM4103151051,10050,005SH DFND150,00500
HANESBRANDS INCCOM410345102798SH DFND1 29800
HANESBRANDS INCCOM41034510240,699532,161SH DFND1531,5280633
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2087,441220,933SH DFND1220,93300
HANMI FINL CORP COMCOM NEW4104952045,432233,162SH DFND1233,16200
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1001,20183,760SH DFND183,76000
HANOVER INSURANCE GROUP INC/THCOM41086710513,570220,875SH DFND1220,7090166
HANSEN MEDICAL INCCOM411307101784301,597SH DFND1301,59700
HARBINGER GROUP INC.COM41146A1062,322189,890SH DFND1189,89000
HARDINGE INC COMCOM41232430377353,688SH DFND153,68800
HARLEY DAVIDSON INC COMCOM412822108105,5551,585,380SH DFND11,584,5640816
HARMAN INTL INDS INC COMCOM41308610953,839506,157SH DFND1505,6470510
HARMAN INTL INDS INC COMCOM4130861098618,098SH DFND1 28,09800
HARMONIC INC COMCOM4131601023,748524,944SH DFND1524,94400
HARRIS CORP DEL COMCOM4138751051,56321,377SH DFND1 221,37700
HARRIS CORP DEL COMCOM41387510560,539827,819SH DFND1827,6900129
HARSCO CORP COMCOM4158641079,767416,875SH DFND1416,2750600
HARSCO CORP COMCOM4158641071134,862SH DFND1 24,86200
HARTE-HANKS INC COMCOM4161961032,152243,541SH DFND1243,0470494
HARTFORD FINL SVCS GROUP IN COMCOM41651510421607SH DFND1 260700
HARTFORD FINL SVCS GROUP IN COMCOM416515104117,2853,326,750SH DFND13,325,53501,215
HARVARD APPARATUS REGENERATIVE TECH INCCOM41690A10621623,822SH DFND123,82200
HARVARD BIOSCIENCE INC COMCOM416906105588124,149SH DFND1124,14900
HARVARD BIOSCIENCE INC COMCOM4169061053745SH DFND1 274500
HARVEST NATURAL RESOURCES INCCOM41754V103733194,968SH DFND1194,96800
HASBRO INC COMCOM41805610747,613856,412SH DFND1855,9730439
HASTINGS ENTERTAINMENT INCCOM4183651024415,004SH DFND115,00400
HATTERAS FINANCIAL CORPCOM41902R1039,607509,695SH DFND1506,99502,700
HAVERTY FURNITURE INC COMCOM4195961013,069103,351SH DFND1103,35100
HAWAIIAN ELEC INDUSTRIES COMCOM41987010014,367565,199SH DFND1565,161038
HAWAIIAN HOLDINGS INCCOM4198791014,376313,533SH DFND1313,53300
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,29045,290SH DFND145,29000
HAWKINS INCCOM4202611091,45439,598SH DFND139,59800
HAYNES INTERNATIONAL INCCOM NEW4208772013,72468,971SH DFND168,97100
HCA HOLDINGS INC.COM40412C10181,4821,552,340SH DFND11,552,0380302
HCC INS HLDGS INC COMCOM40413210223,968526,893SH DFND1526,847046
HCI GROUP INCCOM40416E1032,32763,952SH DFND163,872080
HCI GROUP INCCOM40416E1031072,957SH DFND1 22,95700
HCN 6 1/2PFD PER CON I42217K60112,485225,700PRN DFND1 2225,70000
HCP INCCOM40414L109150,5453,882,480SH DFND13,881,9800500
HD SUPPLY HOLDINGS INCCOM40416M1058,331318,623SH DFND1318,531092
HEADWATERS INC COMCOM42210P1025,492415,798SH DFND1415,79800
HEALTH CARE REIT INC COMCOM42217K1062684,500SH DFND1 24,50000
HEALTH CARE REIT INC COMCOM42217K106146,2522,454,819SH DFND12,453,8470972
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10619919,339SH DFND119,33900
HEALTH NET INC COMCOM42222G10813,788405,431SH DFND1405,369062
HEALTHCARE ACQUISITION CORPCOM71714G102319174,428SH DFND1174,42800
HEALTHCARE RLTY TR COMCOM42194610414,882616,261SH DFND1616,26100
HEALTHCARE SVCS GRP INC COMCOM42190610811,610399,547SH DFND1399,54700
HEALTHCARE TRUST OF AMERICACL A42225P10511,196983,038SH DFND1982,1070931
HEALTHSOUTH CORP COMCOM NEW42192430918,678519,854SH DFND1519,85400
HEALTHSTREAM INCCOM42222N1033,204120,001SH DFND1120,00100
HEALTHWAYS INCCOM4222451003,102180,992SH DFND1180,8920100
HEARTLAND EXPRESS INC COMCOM4223471046,873302,931SH DFND1302,93100
HEARTLAND FINANCIAL USA INCCOM42234Q1021,88869,986SH DFND169,98600
HEARTLAND PAYMENT SYSTEMS INCOM42235N1088,372201,992SH DFND1201,99200
HEARTWARE INTERNATIONAL INCCOM4223681007,87483,971SH DFND183,97100
HEAT BIOLOGICS INCCOM42237K1028012,034SH DFND112,03400
HECLA MNG CO COMCOM4227041065,3671,748,351SH DFND11,748,35100
HEICO CORP NEW COMCOM42280610910,749178,685SH DFND1178,68500
HEICO CORP-CL ACL A4228062087,457171,795SH DFND1171,79500
HEIDRICK & STRUGGLES INTL I COMCOM4228191021,68383,857SH DFND183,85700
HELEN OF TROY CORP LTD COMCOMG4388N10612,851185,640SH DFND1185,64000
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P10712,221531,852SH DFND1531,85200
HELMERICH & PAYNE INC COMCOM42345210103SH DFND1 2300
HELMERICH & PAYNE INC COMCOM42345210188,384822,064SH DFND1821,7560308
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10344535,407SH DFND135,40700
HEMISPHERX BIOPHARMA INC COMCOM42366C103310777,066SH DFND1777,06600
HENRY JACK & ASSOC INC COMCOM42628110129,204523,755SH DFND1523,6490106
HENRY JACK & ASSOC INC COMCOM4262811011392,500SH DFND1 22,50000
HERBALIFE LTDCOM USD SHSG4412G101811,421SH DFND1 21,42100
HERBALIFE LTDCOM USD SHSG4412G10123,655413,120SH DFND1412,6050515
HERCULES OFFSHORE INCCOM4270931098618,757SH DFND1 218,75700
HERCULES OFFSHORE INCCOM4270931093,981867,493SH DFND1867,49300
HERCULES TECHNOLOGY GROWTHCOM42709650862244,215SH DFND141,35802,857
HERITAGE COMMERCE CORP COMCOM42692710973090,586SH DFND190,58600
HERITAGE FINANCIAL GROUPCOM42726X10201SH DFND1 2100
HERITAGE FINANCIAL GROUPCOM42726X10237419,067SH DFND119,06700
HERITAGE FINL CORP WASH COMCOM42722X1061,04061,491SH DFND161,49100
HERITAGE OAKS BANCORPCOM42724R10775593,561SH DFND193,56100
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10678443,265SH DFND143,26500
HERON THERAPEUTICS INCCOM42774610286562,243SH DFND162,24300
HERSHA HOSPITALITY TRUSTSH BEN INT A4278251046,5691,126,856SH DFND11,126,85600
HERSHEY CO/THECOM42786610821204SH DFND1 220400
HERSHEY CO/THECOM427866108114,0351,092,774SH DFND11,092,3640410
HERTZ GLOBAL HOLDINGS, INCCOM42805T10556,3382,115,250SH DFND12,114,4930757
HERTZ GLOBAL HOLDINGS, INCCOM42805T1051,33250,000SH DFND1 250,00000
HESKA CORP COMCOM RESTRC NEW42805E30615815,048SH DFND115,04800
HESS CORP COMCOM42809H107167,6912,024,184SH DFND12,023,11401,070
HEWLETT PACKARD CO COMCOM4282361031,43744,434SH DFND1 244,43400
HEWLETT PACKARD CO COMCOM428236103475,26514,692,819SH DFND114,685,28807,531
HEXCEL CORP NEW COMCOM42829110821,192486,731SH DFND1486,5580173
HFF INC-CLASS ACL A40418F1087,297217,136SH DFND1217,13600
HHGREGG INC -REDHCOM42833L10871774,631SH DFND174,63100
HIBBETT SPORTS INCCOM4285671017,734146,264SH DFND1146,26400
HICKORY TECH CORP COMCOM42906010669254,108SH DFND153,9390169
HIGHER ONE HOLDINGS INCCOM42983D1041,115154,308SH DFND1154,30800
HIGHER ONE HOLDINGS INCCOM42983D104172,477SH DFND1 22,47700
HIGHWOODS PPTYS INC COMCOM43128410820,220526,445SH DFND1526,44500
HILL INTERNATIONAL INCCOM43146610146584,673SH DFND184,67300
HILLENBRAND INC -SPNCOM43157110810,273317,782SH DFND1317,78200
HILL-ROM HOLDINGS INCCOM43147510212,788331,834SH DFND1331,5080326
HILL-ROM HOLDINGS INCCOM431475102140SH DFND1 24000
HILLSHIRE BRANDS CO/THECOM43258910922,537604,878SH DFND1603,02301,855
HILLTOP HOLDINGSCOM43274810110,697449,672SH DFND1449,67200
HILTON WORLDWIDE HOLDINGS INCOM43300A10413,322599,050SH DFND1599,05000
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10620417,732SH DFND117,73200
HINGHAM INSTITUTION FOR SVGSCOM4333231023514,477SH DFND14,47700
HI-TECH PHARMACAL INC COMCOM42840B1012,49257,515SH DFND157,51500
HITTITE MICROWAVE CORPCOM43365Y10410,774170,922SH DFND1170,92200
HMS HOLDINGS CORPCOM40425J1018,997472,307SH DFND1472,30700
HNI CORP COMCOM4042511008,494232,341SH DFND1231,03901,302
HOLLYFRONTIER CORPCOM43610610849,1011,032,132SH DFND11,029,95702,175
HOLLYSYS AUTOMATION TECHNOLOGISHSG456671052139,926SH DFND19,92600
HOLOGIC INC COMCOM43644010130,5181,419,683SH DFND11,419,68300
HOLOGIC INC COMCOM436440101944,413SH DFND1 24,41300
HOME BANCORP INCCOM43689E10752925,229SH DFND125,22900
HOME BANCSHARES INCCOM4368932009,748283,223SH DFND1283,22300
HOME DEPOT INC COMCOM437076102828,67710,476,777SH DFND110,472,06704,710
HOME DEPOT INC COMCOM43707610201SH DFND1 2100
HOME FEDERAL BANCORP INCCOM43710G10597162,409SH DFND162,40900
HOME LOAN SERVICING SOLUTIONORD SHSG6648D109293SH DFND1 29300
HOME LOAN SERVICING SOLUTIONORD SHSG6648D10911,402527,909SH DFND1527,90900
HOME PROPERTIES INCCOM43730610321,669360,441SH DFND1360,3190122
HOMEAWAY INCCOM43739Q10012,507332,016SH DFND1331,950066
HOMESTREET INCCOM43785V1021,92698,530SH DFND198,53000
HOMETRUST BANCSHARES INCCOM4378721041,584100,428SH DFND1100,42800
HOMETRUST BANCSHARES INCCOM4378721046381SH DFND1 238100
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830862717,748SH DFND115,04502,703
HONEYWELL INTL INC COMCOM438516106535,8805,779,493SH DFND15,776,72502,768
HOOKER FURNITURE CORPCOM43903810082652,750SH DFND152,75000
HOOPER HOLMES INC COMCOM43910410078134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410413511,625SH DFND111,62500
HORACE MANN EDUCATORS CORP COMCOM4403271049,464326,358SH DFND1326,35800
HORIZON BANCORP INDIANACOM44040710454124,312SH DFND124,31200
HORIZON PHARMA, INCCOM44047T1094,867321,940SH DFND1321,94000
HORIZON TECHNOLOGY FINANCECOM44045A10215011,993SH DFND18,07703,916
HORMEL FOODS CORP COMCOM44045210051,1501,038,605SH DFND11,038,1610444
HORMEL FOODS CORP COMCOM440452100249SH DFND1 24900
HORNBECK OFFSHORE SERVICES COMCOM4405431066,720160,747SH DFND1160,74700
HORSEHEAD HOLDING CORPCOM4406943054,574271,980SH DFND1271,98000
HOSPIRA INC COMCOM44106010054,7231,265,807SH DFND11,265,6380169
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10226,066907,594SH DFND1907,518076
HOST MARRIOTT CORP NEW COMCOM44107P10425512,619SH DFND1 212,61900
HOST MARRIOTT CORP NEW COMCOM44107P104129,3406,392,699SH DFND16,390,53902,160
HOUGHTON MIFFLIN HARCOURT COCOM44157R1094,403216,612SH DFND1216,61200
HOUSTON AMERICAN ENERGY CORPCOM44183U10074135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K1091,04679,671SH DFND179,67100
HOVNANIAN ENTERPRISES INC CL ACL A4424872033,295696,687SH DFND1696,68700
HOWARD HUGHES CORPCOM44267D10723,143162,170SH DFND1162,123047
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,03840,101SH DFND137,88502,216
HSN INCCOM40430310911,059185,152SH DFND1185,092060
HUB GROUP INC CL ACL A4433201068,146203,701SH DFND1203,70100
HUBBELL INC CL BCL B44351020131,813265,404SH DFND1265,385019
HUDSON CITY BANCORP COMCOM44368310725025,525SH DFND1 225,52500
HUDSON CITY BANCORP COMCOM44368310736,0863,672,541SH DFND13,668,83103,710
HUDSON GLOBAL INCCOM44378710634691,643SH DFND191,64300
HUDSON PACIFIC PROPERTIES INCCOM4440971095,930257,086SH DFND1257,08600
HUDSON TECHNOLOGIES INCCOM44414410911641,560SH DFND141,56000
HUDSON VALLEY HOLDING CORPCOM4441721001,36671,710SH DFND171,71000
HUMANA INC COMCOM44485910216149SH DFND1 214900
HUMANA INC COMCOM444859102131,1181,163,711SH DFND11,163,0900621
HUNT J B TRANS SVCS INC COMCOM44565810733,671468,255SH DFND1468,25500
HUNTINGTON BANCSHARES INC COMCOM44615010463,2526,346,185SH DFND16,343,47102,714
HUNTINGTON BANCSHARES INC COMCOM44615010420220,355SH DFND1 220,35500
HUNTINGTON INGALLS INDUST-WICOM44641310625,273247,149SH DFND1247,088061
HUNTSMAN CORPCOM44701110723,419959,026SH DFND1958,8050221
HURCO COMPANIES INCCOM44732410481030,389SH DFND130,38900
HURON CONSULTING GROUP INCCOM4474621028,797138,808SH DFND1138,80800
HUTCHINSON TECHNOLOGY INC COMCOM448407106391138,211SH DFND1138,21100
HWAY 1 1/2 07/01/18NOTE 1.500% 7/0422245AB65,3715,000,000PRN DFND1 25,000,00000
HYATT HOTELS CORP - CL ACOM CL A44857910216,038298,063SH DFND1298,001062
HYPERDYNAMICS CORPCOM NEW448954206174100,472SH DFND1100,47200
HYPERION THERAPEUTICS INCCOM44915N10188334,251SH DFND134,25100
HYSTER-YALE MATERIALSCL A4491721059,44296,842SH DFND196,84200
HYSTER-YALE MATERIALSCL A4491721054885,013SH DFND1 25,01300
IAC INTERACTIVECORPCOM PAR $.00144919P50827,304382,474SH DFND1382,2370237
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041053911,274SH DFND111,27400
IBERIABANK CORP COMCOM45082810811,868169,181SH DFND1169,18100
IBIO INCCOM45103310476142,667SH DFND1142,66700
ICAD INCCOM NEW44934S20650455,059SH DFND155,05900
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012,23021,717SH DFND121,71700
ICF INTERNATIONAL INCCOM44925C1034,338108,989SH DFND1108,98900
ICF INTERNATIONAL INCCOM44925C103020SH DFND1 22000
ICG GROUP INCCOM44928D1084,088200,202SH DFND1200,20200
ICON PLCSHSG4705A10055211,609SH DFND111,60900
ICONIX BRAND GROUP INCCOM45105510710,843276,126SH DFND1276,12600
ICU MED INC COMCOM44930G1074,37973,134SH DFND173,13400
ID SYSTEMS INCCOM44948910323641,578SH DFND141,57800
IDACORP INC COMCOM45110710614,851267,740SH DFND1267,74000
IDEAL POWER INCCOM4516221048410,507SH DFND110,50700
IDENIX PHARMACEUTICALS INC COMCOM45166R2043,742620,712SH DFND1620,3520360
IDENTIVE GROUP INCCOM45170X106351311,186SH DFND1311,18600
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,349330,770SH DFND1330,77000
IDEX CORP COMCOM45167R10429,918410,466SH DFND1410,370096
IDEXX LABS INC COMCOM45168D10431,933263,042SH DFND1262,962080
IDT CORP CL BCL B NEW4489475072,298137,977SH DFND1137,97700
IDT CORP CL BCL B NEW448947507010SH DFND1 21000
IEC ELECTRS CORP NEW COMCOM44949L1058118,187SH DFND118,18700
IF BANCORP INCCOM44951J10523914,709SH DFND114,70900
IGATE CAPITAL CORP COMCOM45169U1057,231229,274SH DFND1229,27400
IGI LABORATORIES INCCOM44957510947684,330SH DFND184,33000
IGNITE RESTAURANT GROUP INCCOM45173010542530,238SH DFND130,23800
IHS INC-CLASS ACL A45173410737,034304,872SH DFND1304,807065
II VI INC COMCOM9021041084,477290,195SH DFND1290,19500
IKANOS COMMUNICATIONS INCCOM45173E105302347,182SH DFND1347,18200
ILLINOIS TOOL WKS INC COMCOM452308109121SH DFND1 22100
ILLINOIS TOOL WKS INC COMCOM452308109229,3262,820,966SH DFND12,819,54301,423
ILLUMINA INC COMCOM45232710996,976652,454SH DFND1652,0230431
ILLUMINA INC COMCOM45232710989600SH DFND1 260000
IMATION CORP COMCOM45245A107844146,310SH DFND1146,31000
IMMERSION CORP COMCOM4525211071,943184,252SH DFND1184,25200
IMMUNOGEN INC COMCOM45253H1017,172480,420SH DFND1480,42000
IMMUNOMEDICS INC COMCOM4529071081,769420,301SH DFND1420,30100
IMPAC MTG HLDGS INC COMCOM NEW45254P50815325,695SH DFND125,69500
IMPAX LABORATORIES INCCOM45256B10110,158384,498SH DFND1384,49800
IMPERIAL HOLDINGS INCCOM45283410445579,196SH DFND179,19600
IMPERIAL OIL LTDCOM24542412,91562,884SH DFND162,88400
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IMUNOCELLULAR THERAPEUTICSCOM452536105267219,025SH DFND1219,02500
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INCYTE INCCOM45337C10239,308734,460SH DFND1733,9950465
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030744833,422SH DFND133,42200
INDEPENDENCE REALTY TRUST INCCOM45378A10636140,535SH DFND140,53500
INDEPENDENT BANK CORP MASS COMCOM4538361085,615142,625SH DFND1142,62500
INDEPENDENT BANK CORP MICH COMCOM NEW4538386091,29599,845SH DFND199,84500
INDEPENDENT BANK GROUP INCCOM45384B1061,16719,866SH DFND119,86600
INDUSTRIAL SVCS OF AMERICACOM4563141038115,826SH DFND115,82600
INFINERA CORP -REDHCOM45667G1035,995660,314SH DFND1660,31400
INFINITY PHARMACEUTICALS INC COMCOM45665G3032,689226,159SH DFND1226,15900
INFINITY PROPERTY & CASUALTYCOM45665Q1034,25962,984SH DFND162,98400
INFOBLOX INCCOM45672H1044,879243,223SH DFND1243,22300
INFORMATICA CORP COMCOM45666Q10221,229561,933SH DFND1561,8330100
INFORMATION SERVICES GROUPCOM45675Y104536109,308SH DFND1109,30800
INFOSONICS CORPCOM45678410714641,938SH DFND141,93800
ING CLARION GLOBL RE INCM FDCOM12504G10027032,380PRN DFND1 232,38000
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710358641,192SH DFND136,97304,219
ING US INCCOM45685E10625,171694,008SH DFND1693,929079
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101108,1671,890,551SH DFND11,889,6470904
INGERSOLL-RAND COMPANY LTD CL ASHSG477911012053,597SH DFND1 23,59700
INGLES MKTS INC CL ACL A4570301041,67770,415SH DFND170,41500
INGRAM MICRO INC CL ACL A45715310424,028812,886SH DFND1812,6230263
INGRAM MICRO INC CL ACL A45715310414478SH DFND1 247800
INGREDION INCCOM45718710226,391387,654SH DFND1387,4540200
INLAND REAL ESTATE CORPORATIONCOM NEW4574612005,811550,846SH DFND1550,84600
INNERWORKINGS INC -REDHCOM45773Y1051,541201,178SH DFND1201,17800
INNODATA ISOGEN CORPCOM NEW45764220522075,703SH DFND175,70300
INNOPHOS HOLDINGS INC -REDHCOM45774N1086,980123,109SH DFND1123,10900
INNOSPEC INCCOM45768S1057,055155,984SH DFND1155,98400
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10550867,578SH DFND167,57800
INOGEN INCCOM45780L10427916,905SH DFND116,90500
INOVIO PHARMACEUTICALS INCCOM45773H1022,972892,697SH DFND1892,69700
INPHI CORPCOM45772F1071,951121,265SH DFND1121,26500
INSIGHT ENTERPRISES INC COMCOM45765U1035,833232,305SH DFND1232,30500
INSIGHT ENTERPRISES INC COMCOM45765U103029SH DFND1 22900
INSIGNIA SYS INC COMCOM45765Y1058628,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693073,260171,223SH DFND1171,22300
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INSPIREMD INCCOM NEW45779A30910434,414SH DFND134,41400
INSTALLED BUILDING PRODUCTSCOM45780R10154038,724SH DFND138,72400
INSTEEL INDUSTRIES INC COMCOM45774W108432,200SH DFND1 22,20000
INSTEEL INDUSTRIES INC COMCOM45774W1081,84193,623SH DFND193,62300
INSTITUTIONAL FINANCIAL MARKETCOM45779L1074923,694SH DFND123,69400
INSULET CORP -REDHCOM45784P10113,850292,082SH DFND1292,08200
INSYS THERAPEUTICS INCCOM NEW45824V2092,33056,246SH DFND156,0870159
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW4579852085,731124,620SH DFND1124,62000
INTEGRATED DEVICE TECHNOLOG COMCOM45811810612,6431,033,832SH DFND11,033,83200
INTEGRATED ELECTRICAL SVC COMCOM45811E30129747,908SH DFND147,90800
INTEGRATED SILICON SOLUTION COMCOM45812P1072,357151,633SH DFND1151,63300
INTEGRYS ENERGY GROUP INCCOM45822P10535,911602,289SH DFND1602,0090280
INTEL CORP COMCOM4581401001,009,03439,110,359SH DFND139,093,773016,586
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INTELIQUENT INCCOM45825N1076,094419,422SH DFND1419,42200
INTELLI-CHECK INC COMCOM45817G1028290,099SH DFND190,09900
INTELSAT SACOML5140P1012,069110,570SH DFND1110,57000
INTER PARFUMS INC COMCOM4583341093,57498,714SH DFND198,71400
INTERACTIVE BROKERS GRPCOM45841N1075,328245,892SH DFND1245,6860206
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1096,08483,927SH DFND183,92700
INTERCEPT PHARMACEUTICALS INCCOM45845P10819,44858,973SH DFND158,954019
INTERCHANGE CORPCOM53954W10415078,225SH DFND178,22500
INTERCLOUD SYSTEMS INCCOM NEW45848820210312,203SH DFND112,20300
INTERCONTINENTALEXCHANGE GROUPCOM45866F104167,300846,037SH DFND1845,8340203
INTERCONTINENTALEXCHANGE GROUPCOM45866F1043001,517SH DFND1 21,51700
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW 1245857P40042313,086SH DFND19,61003,476
INTERDIGITAL INCCOM45867G1017,619230,121SH DFND1230,12100
INTERFACE INC CL ACOM4586653046,497316,158SH DFND1316,15800
INTERMOLECULAR INCCOM45882D10918566,369SH DFND166,36900
INTERMUNE INC COMCOM45884X10318,248545,216SH DFND1545,1090107
INTERNAP NETWORK SVCS CORP COMCOM PAR $.00145885A3002,036287,617SH DFND1287,61700
INTERNATIONAL BANCSHARES CO COMCOM4590441038,744348,646SH DFND1348,64600
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,392,7817,238,729SH DFND17,235,41903,310
INTERNATIONAL BUSINESS MACHINES INCCOM459200101530SH DFND1 23000
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610161,407642,124SH DFND1641,8290295
INTERNATIONAL GAME TECHNOLO COMCOM459902102443,200SH DFND1 23,20000
INTERNATIONAL GAME TECHNOLO COMCOM45990210225,6371,824,174SH DFND11,824,17400
INTERNATIONAL RECTIFIER COR COMCOM46025410510,996401,329SH DFND1401,32900
INTERNATIONAL RECTIFIER COR COMCOM460254105145SH DFND1 24500
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW4603212011,08136,747SH DFND136,3700377
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352015,149151,498SH DFND1151,49800
INTERPHASE CORP COMCOM46059310612322,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM46069010054,0833,156,695SH DFND13,155,8950800
INTERSECTIONS INCCOM460981301677114,810SH DFND1114,81000
INTERSECTIONS INCCOM4609813018915,111SH DFND1 215,11100
INTERSIL CORP CL ACL A46069S1099,282718,451SH DFND1717,5320919
INTERVAL LEISURE GROUPCOM46113M1085,929226,850SH DFND1226,790060
INTERVEST BANCSHARES CORPCOM46092710650567,857SH DFND167,85700
INTERXON CORPCOM46122T1021,55159,020SH DFND159,02000
INTERXON CORPCOM46122T102843,201SH DFND1 23,20100
INTEST CORP COMCOM46114710014536,180SH DFND136,18000
INTEVAC INC COMCOM46114810887289,900SH DFND189,90000
INTL FCSTONE INCCOM46116V1051,46377,813SH DFND177,81300
INTL PAPER CO COMCOM460146103145,1893,165,927SH DFND13,165,0270900
INTL PAPER CO COMCOM4601461034299,363SH DFND1 29,36300
INTRA-CELLULAR THERAPIES INCCOM46116X1011,01355,775SH DFND155,77500
INTRALINKS HOLDINGS INCCOM46118H1041,993194,866SH DFND1194,86600
INTRAWEST RESORTS HOLDINGS ICOM46090K1091,11685,659SH DFND185,65900
INTREPID POTASH INCCOM46121Y1024,699303,952SH DFND1303,95200
INTUIT COMCOM461202103163,4792,104,042SH DFND12,102,93201,110
INTUITIVE SURGICAL INC COMCOM NEW46120E602121,550277,640SH DFND1277,583057
INUVO INC.COM NEW46122W2043547,147SH DFND147,14700
INVACARE CORP COMCOM4612031012,816147,710SH DFND1147,71000
INVENSENSE INCOM46123D2056,512275,131SH DFND1275,13100
INVENTURE GROUP INCCOM4612121021,10178,818SH DFND178,81800
INVESCO MORTGAGE CAPITALCOM46131B10011,145676,713SH DFND1673,57103,142
INVESCO PLCSHSG491BT108119,9443,243,117SH DFND13,241,59501,522
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1057,406366,671SH DFND1366,67100
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1051,17558,183SH DFND1 258,18300
INVESTORS BANCORP INCCOM46146P10210,081364,757SH DFND1364,75700
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301035,185577,447SH DFND1577,44700
INVESTORS TITLE CO COMCOM4618041064165,481SH DFND15,48100
ION GEOPHYSICAL CORP COMCOM4620441082,934697,131SH DFND1697,13100
IPASS INCCOM46261V108365221,232SH DFND1221,23200
IPC THE HOSPITALIST CO-REDHCOM44984A1054,82298,250SH DFND198,25000
IPG PHOTONICS CORP -REDHCOM44980X10913,133184,777SH DFND1184,703074
IRC 5 11/15/29NOTE 5.000%11/1457461AC53,3153,000,000PRN DFND1 23,000,00000
IRIDEX CORP COMCOM46268410117119,221SH DFND119,22100
IRIDIUM COMMUNICATIONS INCCOM46269C1022,537337,908SH DFND1337,90800
IROBOT CORPCOM4627261006,362155,002SH DFND1155,00200
IRON MTN INC PA COMCOM46284610633,6161,219,825SH DFND11,219,2800545
IRON MTN INC PA COMCOM46284610639714,400SH DFND1 214,40000
IRONWOOD PHARMACEUTICALSCOM CL A46333X1088,169663,089SH DFND1663,08900
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1032,95860,284PRN DFND160,28400
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876226286,002PRN DFND15,1750827
ISIS PHARMACEUTICALS INC COMCOM46433010929,537683,584SH DFND1683,3840200
ISIS PHARMACEUTICALS INC COMCOM46433010902SH DFND1 2200
ISLE OF CAPRI CASINOS INC COMCOM464592104888115,851SH DFND1115,85100
ISORAY INCCOM46489V104331150,640SH DFND1150,64000
ISRAMCO INCCOM NEW4651414064793,622SH DFND13,62200
ISTAR FINANCIAL INCCOM45031U1016,796460,462SH DFND1460,46200
ITC HOLDINGS CORPCOM46568510528,811771,391SH DFND1771,1990192
ITERIS INCCOM46564T10710553,480SH DFND153,48000
ITMN 2 1/2 12/15/17NOTE 2.500%12/145884XAF01,320500,000PRN DFND1 2500,00000
ITRON INC COMCOM4657411067,230203,459SH DFND1203,45900
ITT EDUCATIONAL SERVICES IN COMCOM45068B1093,902136,076SH DFND1135,9760100
ITT EDUCATIONAL SERVICES IN COMCOM45068B10938613,466SH DFND1 213,46600
ITT INDS INC IND COMCOM NEW45091120119,073446,053SH DFND1445,9460107
IVANHOE ENERGY INCCOM NEW465790301917,459SH DFND117,45900
IXIA COMCOM45071R1094,509360,791SH DFND1360,79100
IXYS CORP COMCOM46600W1061,628143,489SH DFND1143,48900
J & J SNACK FOODS CORP COMCOM4660321099,54899,497SH DFND199,49700
J2 GLOBAL INCCOM48123V102253SH DFND1 25300
J2 GLOBAL INCCOM48123V10213,556270,863SH DFND1270,6630200
JABIL CIRCUIT INC COMCOM46631310325,4041,411,794SH DFND11,411,4940300
JACK IN THE BOX INC COMCOM46636710916,527280,420SH DFND1280,42000
JACOBS ENGR GROUP INC DEL COMCOM46981410763,278996,908SH DFND1996,875033
JAKKS PAC INC COMCOM47012E10667793,893SH DFND193,89300
JAMBA INCCOM NEW47023A30997881,534SH DFND181,53400
JAMES RIVER COAL COCOM NEW470355207139185,636SH DFND1185,63600
JANUS CAPITAL GROUP INCCOM47102X1058,560787,571SH DFND1787,1710400
JANUS CAPITAL GROUP INCCOM47102X10514413,339SH DFND1 213,33900
JARDEN CORP COMCOM47110910835,256589,277SH DFND1589,1510126
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10494770,678SH DFND167,78202,896
JAZZ PHARMACEUTICALS PLCSHS USDG5087110539,720286,417SH DFND1286,2440173
JBLU6 3/4 10/15/39DBCV 6.750%10/1477143AF89,8085,392,000PRN DFND1 25,392,00000
JDS UNIPHASE CORP COMCOM PAR $0.00146612J50716,6371,188,387SH DFND11,187,02201,365
JDS UNIPHASE CORP COMCOM PAR $0.00146612J507211,555SH DFND1 21,55500
JETBLUE AIRWAYS CORPCOM47714310106SH DFND1 2600
JETBLUE AIRWAYS CORPCOM47714310110,8381,247,216SH DFND11,247,21600
JGWPT HOLDINGS INC-ACL A46617M10996853,029SH DFND153,02900
JIVE SOFTWARE INCCOM47760A1081,597199,446SH DFND1199,44600
JMP GROUP INCCOM46629U10748067,575SH DFND167,57500
JMP GROUP INCCOM46629U1079914,028SH DFND1 214,02800
JOE'S JEANS INCCOM47777N101256213,677SH DFND1213,67700
JOHN B. SANFILIPPO & SONCOM80042210784436,703SH DFND136,70300
JOHN BEAN TECHNOLOGIES-SPNCOM4778391044,209136,231SH DFND1136,167064
JOHNSON & JOHNSON COMCOM4781601042,126,17721,653,784SH DFND121,644,87708,907
JOHNSON & JOHNSON COMCOM4781601045815,915SH DFND1 25,91500
JOHNSON CTLS INC COMCOM478366107231,9284,903,388SH DFND14,900,81802,570
JOHNSON OUTDOORS INC CL ACL A47916710870827,882SH DFND127,88200
JONES ENERGY INCCOM CL A48019R10898465,046SH DFND165,04600
JONES LANG LASALLE INC COMCOM48020Q10727,064228,395SH DFND1228,327068
JOS A BANK CLOTHIERS INC COMCOM4808381019,174142,688SH DFND1142,5010187
JOURNAL COMMUNICATIONS INC-ACL A4811301022,082235,086SH DFND1235,08600
JOY GLOBAL INC COMCOM48116510843,432749,159SH DFND1748,6510508
JP MORGAN CHASE & COCOM46625H1001,766,37229,107,144SH DFND129,095,608011,536
JP MORGAN CHASE & COCOM46625H1001352,237SH DFND1 22,23700
JTH HOLDING INC CLASS ACL A46637N10350818,334SH DFND118,33400
JUNIPER NETWORKS INC COMCOM48203R10434613,432SH DFND1 213,43200
JUNIPER NETWORKS INC COMCOM48203R104102,1903,968,593SH DFND13,967,12501,468
K12 INCCOM48273U1024,239187,191SH DFND1187,19100
KADANT INC COMCOM48282T1043,680100,921SH DFND1100,92100
KAISER ALUMINUM CORPCOM PAR $0.014830077046,72194,115SH DFND194,11500
KALOBIOS PHARMACEUTICALS INCCOM48344T10022482,873SH DFND182,87300
KAMAN CORPCOM4835481035,889144,772SH DFND1144,77200
KANSAS CITY LIFE INS CO COMCOM48483610188518,373SH DFND118,37300
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030280,830792,340SH DFND1791,9940346
KAPSTONE PAPER AND PACKAGINGCOM48562P10312,573435,958SH DFND1435,95800
KAPSTONE PAPER AND PACKAGINGCOM48562P1031073,733SH DFND1 23,73300
KAR AUCTION SERVICES INCCOM48238T10919,475641,710SH DFND1641,615095
KARYOPHARM THERAPEUTICS INCCOM48576U1061,37844,621SH DFND144,62100
KATE SPADE & COCOM48586510923,383630,449SH DFND1630,2490200
KB HOME COMCOM48666K1097,384434,660SH DFND1434,5600100
KBR INCCOM48242W10619,914746,576SH DFND1746,57600
KCAP FINANCIAL INCCOM48668E10123927,663SH DFND121,18206,481
KCG HOLDINGSCL A48244B1005,871492,193SH DFND1492,19300
KEARNY FINANCIAL CORPCOM4871691041,29487,563SH DFND187,56300
KELLOGG CO COMCOM487836108114,5481,827,434SH DFND11,826,4650969
KELLOGG CO COMCOM48783610810165SH DFND1 216500
KELLY SVCS INC CL ACL A4881522083,260137,394SH DFND1136,9310463
KEMET CORP COMCOM NEW4883602071,190204,895SH DFND1204,89500
KEMPER CORPCOM48840110010,329263,721SH DFND1263,6070114
KENNAMETAL INC COMCOM48917010018,178410,351SH DFND1410,35100
KENNEDY-WILSON HOLDINGS INCCOM4893981078,131361,221SH DFND1361,22100
KERYX BIOPHARMACEUTICALS IN COMCOM4925151018,401493,041SH DFND1493,04100
KEURIG GREEN MOUNTAIN INCCOM49271M100102,015966,557SH DFND1966,1720385
KEURIG GREEN MOUNTAIN INCCOM49271M100101958SH DFND1 295800
KEY ENERGY SVCS INC COMCOM4929141066,604714,747SH DFND1714,74700
KEY TECHNOLOGY INC COMCOM49314310116512,659SH DFND112,65900
KEY TRONIC CORPCOM49314410934132,780SH DFND132,78000
KEYCORP NEW COMCOM493267108141,002SH DFND1 21,00200
KEYCORP NEW COMCOM493267108100,9847,094,422SH DFND17,091,91102,511
KEYW HOLDING CORP/THECOM4937231002,826151,072SH DFND1151,07200
KFORCE INC COMCOM4937321013,311155,307SH DFND1155,30700
KI HOLDINGS INCCOM50060P1064,362105,817SH DFND1105,81700
KILROY RLTY CORP COMCOM49427F10828,762490,999SH DFND1490,7740225
KIMBALL INTL INC CL BCL B4942741035,306293,030SH DFND1293,03000
KIMBALL INTL INC CL BCL B49427410345325,056SH DFND1 225,05600
KIMBERLY CLARK CORP COMCOM49436810350459SH DFND1 245900
KIMBERLY CLARK CORP COMCOM494368103301,1922,733,100SH DFND12,731,52801,572
KIMCO REALTY CORP COMCOM49446R109894,100SH DFND1 24,10000
KIMCO REALTY CORP COMCOM49446R10975,2573,440,831SH DFND13,440,2620569
KINDER MORGAN INCCOM49456B10141112,662SH DFND1 212,66200
KINDER MORGAN INCCOM49456B101154,3214,752,169SH DFND14,750,32601,843
KINDRED BIOSCIENCES INCCOM49457710986946,942SH DFND146,94200
KINDRED HEALTHCARE INC COMCOM4945801036,990298,487SH DFND1298,48700
KINDRED HEALTHCARE INC COMCOM49458010310462SH DFND1 246200
KINROSS GOLD CORPCOMB03Z841985239,381SH DFND1239,38100
KIOR INC - CL ACL A49721710974130,178SH DFND1130,17800
KIRBY CORP COMCOM49726610627,784274,418SH DFND1274,3140104
KIRKLAND'S INCCOM4974981051,61287,187SH DFND187,18700
KITE REALTY GROUP TRUSTCOM49803T1024,995832,528SH DFND1832,52800
KLA-TENCOR CORP COMCOM48248010088,4761,280,192SH DFND11,279,6020590
KLA-TENCOR CORP COMCOM4824801006101SH DFND1 210100
KMG CHEMICALS INCCOM48256410165541,808SH DFND141,80800
KNIGHT TRANSN INC COMCOM4990641037,097306,857SH DFND1306,85700
KNOLL INCCOM NEW4989042004,374240,497SH DFND1239,04701,450
KNOWLES CORPCOM49926D10912,946410,089SH DFND1409,5910498
KODIAK OIL & GAS CORPCOM50015Q10016,6081,368,046SH DFND11,368,04600
KOFAX LTDCOM USDG5307C10516318,902SH DFND118,90200
KOFAX LTDCOMBH366C718937,203SH DFND137,20300
KOHLS CORP COMCOM50025510485,5421,506,663SH DFND11,506,2800383
KOHLS CORP COMCOM50025510423406SH DFND1 240600
KONA GRILL INCCOM50047H20155727,345SH DFND127,34500
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEWNY REG SH NEW50047230339011,109SH DFND18,33402,775
KOPIN CORP COMCOM5006001011,131299,341SH DFND1299,34100
KORN FERRY INTL COM NEWCOM NEW500643200167SH DFND1 26700
KORN FERRY INTL COM NEWCOM NEW50064320011,992402,840SH DFND1402,84000
KOSMOS ENERGY LTDSHSG5315B1076,474588,600SH DFND1588,2260374
KRAFT FOODS GROUP INCCOM50076Q106244,3234,357,026SH DFND14,354,53902,487
KRAFT FOODS GROUP INCCOM50076Q10604SH DFND1 2400
KRATON PERFORMANCE POLYMERSCOM50077C1064,399168,291SH DFND1168,29100
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,786236,950SH DFND1236,95000
KRISPY KREME DOUGHNUTS INC COMCOM5010141048,844498,869SH DFND1498,86900
KRISPY KREME DOUGHNUTS INC COMCOM501014104043SH DFND1 24300
KROGER CO COMCOM501044101741,705SH DFND1 21,70500
KROGER CO COMCOM501044101165,6363,796,251SH DFND13,795,7980453
KRONOS WORLDWIDE INCCOM50105F1051,951116,970SH DFND1116,8440126
KULICKE & SOFFA INDS INC COMCOM5012421014,971394,275SH DFND1394,27500
KVH INDUSTRIES INCCOM4827381011,02577,929SH DFND177,92900
KYTHERA BIOPHARMACEUTICALS INCCOM5015701052,72568,545SH DFND168,54500
L BRANDS INCCOM50179710499,3571,750,943SH DFND11,750,2740669
L&L ENERGY INCCOM50162D1002615,999SH DFND115,99900
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410482,230696,251SH DFND1696,1280123
L-3 COMMUNICATIONS HLDGS IN COMCOM5024241041,92016,255SH DFND1 216,25500
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 250345960412111,264SH DFND111,26400
LA Z BOY INC COMCOM5053361079,489350,177SH DFND1350,17700
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40929300SH DFND1 230000
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40960,235613,596SH DFND1613,508088
LACLEDE GROUP INC COMCOM5055971048,310176,265SH DFND1176,26500
LADDER CAPITAL CORP-CLASS ACL A5057431041,40674,481SH DFND174,48100
LADENBURG THALMANN FINANCIALCOM50575Q1021,563517,706SH DFND1517,70600
LAKELAND BANCORP INC COMCOM5116371001,700151,142SH DFND1151,14200
LAKELAND FINL CORP COMCOM5116561003,49086,791SH DFND186,79100
LAKELAND INDUSTRIES INCCOM51179510616225,549SH DFND125,54900
LAKES ENTERTAINMENT INCCOM51206P10936973,936SH DFND173,93600
LAM RESEARCH CORP COMCOM5128071082584,707SH DFND1 24,70700
LAM RESEARCH CORP COMCOM51280710867,8941,234,967SH DFND11,234,7810186
LAMAR ADVERTISING CO CL ACL A51281510116,356320,788SH DFND1320,5710217
LAMAR ADVERTISING CO CL ACL A51281510166213,000SH DFND1 213,00000
LANCASTER COLONY CORP COMCOM51384710311,392114,587SH DFND1114,4010186
LANDAUER INC COMCOM51476K1032,47954,705SH DFND154,70500
LANDEC CORPCOM5147661041,848165,637SH DFND1165,63700
LANDSTAR SYS INC COMCOM51509810113,455227,210SH DFND1227,176034
LANNET INC COMCOM51601210142811,988SH DFND1 211,98800
LANNET INC COMCOM5160121015,489153,692SH DFND1153,5190173
LAREDO PETROLEUM HOLDINGS INCOM5168061067,027271,733SH DFND1271,652081
LAS VEGAS SANDS CORPCOM51783410720251SH DFND1 225100
LAS VEGAS SANDS CORPCOM517834107151,4091,874,725SH DFND11,874,2840441
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210819,952637,253SH DFND1637,25300
LATTICE SEMICONDUCTOR CORP COMCOM518415104023SH DFND1 22300
LATTICE SEMICONDUCTOR CORP COMCOM5184151045,733731,311SH DFND1731,31100
LAUDER ESTEE COS INC CL ACL A518439104120,7371,806,082SH DFND11,805,4130669
LAUDER ESTEE COS INC CL ACL A5184391044606,887SH DFND1 26,88700
LAWSON PRODS INC COMCOM52077610547429,544SH DFND129,54400
LAYNE CHRISTENSEN COMPANYCOM5210501042,065113,535SH DFND1113,53500
LAZARD LTDSHS AG540501025,071107,703SH DFND1107,4070296
LCA-VISION INC COM NEWCOM PAR $.001501803308539100,912SH DFND1100,91200
LCNB CORPORATIONCOM50181P10051229,636SH DFND129,63600
LDR HOLDING CORPCOM50185U1051,46842,773SH DFND142,77300
LEAPFROG ENTERPRISES INC CL ACL A52186N1062,536338,219SH DFND1338,21900
LEAR CORPCOM NEW52186520408SH DFND1 2800
LEAR CORPCOM NEW52186520438,925464,952SH DFND1464,8500102
LEARNING TREE INTL INC COMCOM5220151065817,978SH DFND117,97800
LEE ENTERPRISES INC COMCOM5237681091,057236,686SH DFND1236,68600
LEGACY RESERVES LPUNIT LP INT52470730426410,660SH DFND110,66000
LEGG MASON INC COMCOM52490110538,225779,797SH DFND1779,6160181
LEGG MASON INC COMCOM52490110502SH DFND1 2200
LEGGETT & PLATT INC COMCOM5246601075164SH DFND1 216400
LEGGETT & PLATT INC COMCOM52466010734,4151,054,824SH DFND11,054,4590365
LEIDOS HOLDINGS INCCOM52532710213,186372,885SH DFND1372,88500
LEIDOS HOLDINGS INCCOM52532710236410,302SH DFND1 210,30200
LEMAITRE VASCULAR INCCOM52555820120125,018SH DFND125,01800
LENNAR CORP COMCL A52605710451,2411,293,859SH DFND11,293,4700389
LENNAR CORP COMCL A5260571042686,788SH DFND1 26,78800
LENNOX INTL INC COMCOM52610710722,933252,265SH DFND1252,180085
LEUCADIA NATL CORP COMCOM52728810465,2072,329,829SH DFND12,329,82900
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N30833,060844,820SH DFND1844,6290191
LEXICON GENETICS INC COMCOM5288721042,9791,722,131SH DFND11,722,13100
LEXINGTON CORP PPTYS TR COMCOM52904310111,4021,045,163SH DFND11,045,16300
LEXMARK INTL NEW CL ACL A52977110714,717317,946SH DFND1317,6990247
LEXMARK INTL NEW CL ACL A52977110758212,576SH DFND1 212,57600
LGI HOMES INCCOM50187T1061,10964,331SH DFND164,33100
LHC GROUP LLCCOM50187A1071,45666,041SH DFND166,04100
LHC GROUP LLCCOM50187A1075241SH DFND1 224100
LIBBEY INC COMCOM5298981083,019116,141SH DFND1116,14100
LIBERATOR MEDICAL HOLDINGS INCCOM53012L108756192,411SH DFND1192,41100
LIBERATOR MEDICAL HOLDINGS INCCOM53012L10814035,852SH DFND1 235,85200
LIBERTY GLOBAL PLC - ASHS CL AG5480U10447,6581,145,833SH DFND11,145,3200513
LIBERTY GLOBAL PLC-CSHS CL CG5480U120104,6422,570,927SH DFND12,570,4620465
LIBERTY MEDIA CORPCL A53122910269,700533,260SH DFND1533,1270133
LIBERTY MEDIA-INTERACTIVE A COMINT COM SER A53071M10472,1572,499,863SH DFND12,499,2480615
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210433,359902,719SH DFND1901,17801,541
LIBERTY VENTURES - SER ALBT VENT COM A53071M88024,723189,703SH DFND1189,656047
LIFE PARTNERS HOLDINGS INCCOM53215T10620772,412SH DFND172,41200
LIFE TIME FITNESS INCCOM53217R2079,605199,700SH DFND1199,70000
LIFELOCK INCCOM53224V100027SH DFND1 22700
LIFELOCK INCCOM53224V1009,774571,289SH DFND1571,28900
LIFEPOINT HOSPITALS INC COMCOM53219L10913,301243,838SH DFND1243,784054
LIFETIME BRANDS INCCOM53222Q10388749,704SH DFND149,70400
LIFEVANTAGE CORPCOM53222K106706539,570SH DFND1539,57000
LIFEWAY FOODS INCCOM53191410935924,432SH DFND124,43200
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K5048,352124,185SH DFND1124,0120173
LIGHTBRIDGE CORPCOM53224K10412446,305SH DFND146,30500
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578052113,622SH DFND113,62200
LILIS ENERGY INCCOM5324031025416,027SH DFND116,02700
LILLY ELI & CO COMCOM532457108446,5837,590,341SH DFND17,586,54203,799
LILLY ELI & CO COMCOM532457108128SH DFND1 22800
LIMELIGHT NETWORKS INC -REDHCOM53261M104522239,572SH DFND1239,57200
LIMONEIRA COCOM5327461041,28856,797SH DFND156,79700
LINCOLN EDUCATIONAL SERVICESCOM533535100399105,949SH DFND197,95507,994
LINCOLN ELEC HLDGS INC COMCOM53390010631,384435,842SH DFND1434,9290913
LINCOLN NATL CORP IND COMCOM534187109100,1781,977,907SH DFND11,976,50801,399
LINDSAY MFG CO COMCOM5355551066,14269,660SH DFND169,66000
LINEAR TECHNOLOGY CORP COMCOM53567810684,5791,737,848SH DFND11,737,1180730
LINEAR TECHNOLOGY CORP COMCOM53567810608SH DFND1 2800
LINKEDIN CORP - ACOM CL A53578A10886,812469,503SH DFND1469,2070296
LINN CO LLCCOMSHS LTD INT53578210664723,938SH DFND123,93800
LINN ENERGY LLC-UNITSUNIT LTD LIAB5360201001,22743,343SH DFND143,34300
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521092,104313,640SH DFND1313,64000
LIONS GATE ENTERTAINMENT CORPCOM NEW535919203145SH DFND1 24500
LIONS GATE ENTERTAINMENT CORPCOM NEW5359192031,64561,575SH DFND161,4020173
LIPOSCIENCE INCCOM53630M1084815,054SH DFND115,05400
LIQTECH INTERNATIONAL INCCOM53632A1025730,147SH DFND130,14700
LIQUID HOLDINGS GROUP LLCCOM53633A1017920,304SH DFND120,30400
LIQUIDITY SERVICES, INC.COM53635B1073,943151,380SH DFND1151,38000
LIQUIDITY SERVICES, INC.COM53635B1071144,399SH DFND1 24,39900
LITHIA MTRS INC CL ACL A5367971037,381111,074SH DFND1111,07400
LITTELFUSE INC COMCOM53700810411,652124,444SH DFND1124,44400
LIVE NATIONCOM53803410917,669812,372SH DFND1812,1590213
LIVEDEAL INCCOM NEW53814430424035,095SH DFND135,09500
LIVEPERSON INCCOM5381461013,376279,724SH DFND1279,72400
LKQ CORPCOM50188920839,8201,511,487SH DFND11,511,0870400
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109522102,666SH DFND195,57807,088
LMI AEROSPACE INCCOM50207910679856,624SH DFND156,62400
LMP REAL ESTATE INCOME FUND INCOM50208C10896989,428PRN DFND1 289,42800
LOCKHEED MARTIN CORP COMCOM5398301098735,354SH DFND1 25,35400
LOCKHEED MARTIN CORP COMCOM539830109328,7242,014,604SH DFND12,014,1660438
LOEWS CORP COMCOM54042410899,8662,268,111SH DFND12,268,11100
LOEWS CORP COMCOM54042410801SH DFND1 2100
LOGITECH INTERNATIONAL - REGSHSH5043023243829,443SH DFND129,44300
LOGMEIN INCCOM54142L1097,088157,912SH DFND1157,91200
LOGMEIN INCCOM54142L10902SH DFND1 2200
LO-JACK CORP COMCOM53945110446080,824SH DFND180,82400
LOOKSMART LTD COMCOM PAR $0.0015434426023214,768SH DFND114,76800
LORAL SPACE & COMMUNICATION COMCOM5438811065,50677,856SH DFND177,85600
LORILLARD INCCOM544147101140,9132,606,807SH DFND12,606,3390468
LORILLARD INCCOM5441471011,08120,000SH DFND1 220,00000
LOUISIANA PAC CORP COMCOM54634710512,395734,739SH DFND1734,73900
LOWES COS INC COMCOM548661107375,9307,691,035SH DFND17,686,95704,078
LPATH INC - CLASS ACOM NEW54891030621946,168SH DFND146,16800
LPL INVESTMENT HOLDINGS INCCOM50212V10022,614430,428SH DFND1430,2570171
LRAD CORPCOM50213V109254121,112SH DFND1121,11200
LSB INDUSTRIES INCCOM5021601043,775100,899SH DFND1100,89900
LSI INDS INC COMCOM50216C10881799,799SH DFND199,79900
LSI LOGIC CORP COMCOM50216110246,4604,198,725SH DFND14,198,1470578
LSI LOGIC CORP COMCOM50216110233230,000SH DFND1 230,00000
LTC PPTYS INC COMCOM5021751028,629229,334SH DFND1229,33400
LTX CORP COMCOM NEW5024032072,395268,808SH DFND1268,80800
LUBYS INC COMCOM54928210143570,620SH DFND170,62000
LUCAS ENERGY INCCOM NEW5493332012634,712SH DFND134,71200
LULULEMON ATHLETICA INCCOM55002110926,225498,767SH DFND1498,76700
LUMBER LIQUIDATORS HOLDINGS INCOM55003T10713,056139,193SH DFND1139,19300
LUMINEX CORP DEL COMCOM55027E1023,617199,740SH DFND1199,74000
LUMOS NETWORKS CORPCOM5502831051,24793,328SH DFND193,32800
LUNA INNOVATIONS INCCOM5503511003926,569SH DFND126,56900
LUXOFT HOLDING INCORD SHS CL AG5727910437310,651SH DFND110,65100
LUXOTTICA GROUP S P A SPONSORED ADRSPONSORED ADR55068R2023466,013SH DFND14,16701,846
LYDALL INC DEL COMCOM5508191061687,380SH DFND1 27,38000
LYDALL INC DEL COMCOM5508191061,78678,121SH DFND178,12100
LYONDELLBASELL INDU-CL ASHS - A -N53745100278,4413,132,060SH DFND13,131,4750585
LYONDELLBASELL INDU-CL ASHS - A -N537451001,80920,340SH DFND1 220,34000
M & T BK CORP COMCOM55261F10461508SH DFND1 250800
M & T BK CORP COMCOM55261F104117,951972,799SH DFND1972,5120287
M D C HLDGS INC COMCOM5526761085,501194,523SH DFND1194,4230100
M SMUCKER CO/THE-NEW COMCOM NEW83269640574,996771,581SH DFND1770,6810900
M/I HOMES INCCOM55305B1012,875128,265SH DFND1128,26500
MACATAWA BK CORP COMCOM554225102517102,603SH DFND1102,60300
MACERICH CO COMCOM55438210174,6841,198,653SH DFND11,198,3390314
MACK CALI RLTY CORP COMCOM55448910411,647560,266SH DFND1559,9070359
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1001,47371,690SH DFND171,69000
MACROGENICS INCCOM5560991091,40350,416SH DFND150,41600
MADDEN STEVEN LTD COMCOM55626910811,113308,871SH DFND1308,87100
MADISON COUNTY FINANCIAL INCCOM55677710029216,223SH DFND116,22300
MADISON SQUARE GAR INC-A-W/ICL A55826P10017,792313,367SH DFND1313,36700
MAGELLAN HEALTH SVCS INCCOM NEW55907920712,104203,955SH DFND1203,95500
MAGELLAN PETROLEUM CORPCOM559091301213150,074SH DFND1150,07400
MAGICJACK VOCALTEC LTDSHSM6787E10134616,331SH DFND116,33100
MAGNA INTL INC CL ACOM55922240138400SH DFND100400
MAGNA INTL INC CL ACOM5592224011,89619,729SH DFND1 219,72900
MAGNEGAS CORPCOM NEW55939L2027647,231SH DFND147,23100
MAGNUM HUNTER RESOURCES CORPCOM55973B1026,991822,480SH DFND1822,48000
MAIDEN HOLDINGS LTDSHSG5753U1121144SH DFND1 214400
MAIDEN HOLDINGS LTDSHSG5753U1124,015321,753SH DFND1321,75300
MAIN STREET CAPITAL CORPCOM56035L10489527,248SH DFND126,5480700
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1021,49587,469SH DFND187,46900
MAJESCO ENTERTAINMENT COCOM NEW56069020879196,028SH DFND1196,02800
MALIBU BOATS INC CLASS ACOM CL A56117J10085038,269SH DFND138,26900
MALLINCKRODT PLC SHSG5785G10719,155302,091SH DFND1301,9720119
MANDALAY DIGITAL GROUP INCCOM NEW562562207591149,827SH DFND1149,82700
MANHATTAN ASSOCS INC COMCOM56275010918,422525,894SH DFND1525,89400
MANITEX INTERNATIONAL INCCOM5634201081,00961,919SH DFND161,91900
MANITOWOC INC COMCOM56357110820,626655,845SH DFND1655,4820363
MANNING & NAPIER INCCL A56382Q1021,11466,459SH DFND166,45900
MANNING & NAPIER INCCL A56382Q1021,08164,511SH DFND1 264,51100
MANNKIND CORP COMCOM56400P2017919,700SH DFND1 219,70000
MANNKIND CORP COMCOM56400P2014,6531,157,642SH DFND11,157,1180524
MANPOWER INC COMCOM56418H1001912,424SH DFND1 22,42400
MANPOWER INC COMCOM56418H10034,636439,452SH DFND1439,1650287
MANTECH INTL CORP CL ACL A5645631043,834130,365SH DFND1130,36500
MANULIFE FINL CORPCOM24925197,483389,746SH DFND1389,74600
MARATHON OIL CORP COMCOM565849106182,1175,129,347SH DFND15,127,31702,030
MARATHON PETROLEUM CORP - W/ICOM56585A102196,0812,253,711SH DFND12,252,39801,313
MARATHON PETROLEUM CORP - W/ICOM56585A10296911,138SH DFND1 211,13800
MARCHEX INC-CLASS BCL B56624R1081,319125,528SH DFND1125,52800
MARCUS & MILLICHAP INCCOM56632410979844,740SH DFND144,74000
MARCUS CORP COMCOM5663301061,790107,236SH DFND1107,23600
MARIN SOFTWARE INCCOM56804T10647444,893SH DFND144,89300
MARINE PRODS CORP COMCOM56842710830340,418SH DFND140,41800
MARINEMAX INC COMCOM5679081081,985130,691SH DFND1130,69100
MARKEL CORP COMCOM57053510442,80671,811SH DFND171,786025
MARKET VECTORS AGRIBUSINESSAGRIBUS ETF57060U6053266,000PRN DFND16,00000
MARKETAXESS HOLDINGS INCCOM57060D10816,570279,821SH DFND1279,82100
MARKETO INCCOM57063L1073,09794,798SH DFND194,79800
MARLIN BUSINESS SERVICES INCCOM5711571061,81687,280SH DFND187,28000
MARRIOTT INTL INC NEW CL ACL A57190320292,7361,656,129SH DFND11,655,2620867
MARRIOTT INTL INC NEW CL ACL A57190320222400SH DFND1 240000
MARRIOTT VACATIONS WORLD W/ICOM57164Y107241SH DFND1 24100
MARRIOTT VACATIONS WORLD W/ICOM57164Y10712,768228,372SH DFND1228,37200
MARRONE BIO INNOVATIONS INCCOM57165B10641729,872SH DFND129,87200
MARSH & MCLENNAN COS INC COMCOM57174810204SH DFND1 2400
MARSH & MCLENNAN COS INC COMCOM571748102194,9673,956,443SH DFND13,954,78101,662
MARTEN TRANSPORT LTDCOM5730751083,332154,835SH DFND1154,83500
MARTHA STEWART LIVING OMNIM CL ACL A573083102632139,692SH DFND1139,69200
MARTIN MARIETTA MATLS INC COMCOM57328410628,334220,805SH DFND1220,7010104
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT5733311052114,905SH DFND14,90500
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10535,5732,259,000SH DFND12,257,19901,801
MASCO CORP COMCOM57459910656,9092,563,412SH DFND12,562,20201,210
MASIMO CORP -REDHCOM5747951008,807322,505SH DFND1322,50500
MASIMO CORP -REDHCOM57479510009SH DFND1 2900
MASONITE INTERNATIONAL CORPCOM5753851094,26275,409SH DFND175,40900
MAST THERAPEUTICS INCCOM576314108381560,868SH DFND1560,86800
MASTEC INC COMCOM57632310914,327329,826SH DFND1329,82600
MASTERCARD INCCL A57636Q104571,1507,649,153SH DFND17,644,89304,260
MASTERCARD INCCL A57636Q1044756,369SH DFND1 26,36900
MATADOR RESOURCES COCOM5764852057,362300,613SH DFND1300,61300
MATERION CORPCOM5766901013,610106,422SH DFND1106,42200
MATRIX SERVICE COCOM576853105017SH DFND1 21700
MATRIX SERVICE COCOM5768531058,255244,403SH DFND1244,40300
MATSON INCCOM57686G1057,180290,815SH DFND1290,81500
MATTEL INC COMCOM577081102100,7802,513,678SH DFND12,511,78801,890
MATTERSIGHT CORPCOM57709710831144,993SH DFND144,99300
MATTHEWS INTL CORP CL ACL A5771281016,065148,640SH DFND1148,64000
MATTRESS FIRM HOLDING CORPCOM57722W1064,32090,329SH DFND190,32900
MATTSON TECHNOLOGY INC COMCOM577223100775334,369SH DFND1334,36900
MAUI LD & PINEAPPLE INC COMCOM57734510131649,253SH DFND149,25300
MAVENIR SYSTEMS INCCOM57767510138921,777SH DFND121,77700
MAXIM INTEGRATED PRODS INC COMCOM57772K10146,0741,391,380SH DFND11,390,5160864
MAXIMUS INC COMCOM57793310416,950377,855SH DFND1377,85500
MAXLINEAR INC-CLASS ACL A57776J1001,455153,519SH DFND1153,51900
MAXWELL TECHNOLOGIES INC COMCOM5777671062,068160,112SH DFND1160,11200
MB FINANCIAL INC NEW COMCOM55264U10811,016355,844SH DFND1355,84400
MBIA INC COMCOM55262C10011,027788,268SH DFND1788,0190249
MBT FINANCIAL CORPCOM5788771027314,886SH DFND114,88600
MCCLATCHY CO CL ACL A5794891050129SH DFND1 212900
MCCLATCHY CO CL ACL A5794891052,239348,825SH DFND1348,82500
MCCORMICK & CO INC COM NON VTGCOM NON VTG5797802067105SH DFND1 210500
MCCORMICK & CO INC COM NON VTGCOM NON VTG57978020668,225951,419SH DFND1951,2190200
MCDERMOTT INTL INC COMCOM5800371099,4011,202,209SH DFND11,202,20900
MCDONALDS CORP COMCOM580135101716,5777,312,902SH DFND17,310,41702,485
MCEWEN MINING INCCOM58039P1072,5391,071,650SH DFND11,071,65000
MCG CAPITAL CORP COMCOM58047P107614162,180SH DFND1145,856016,324
MCG CAPITAL CORP COMCOM58047P107604159,532SH DFND1 2159,53200
MCGRATH RENTCORP COMCOM5805891094,734135,414SH DFND1135,41400
MCGRAW HILL COS INC COMCOM580645109157,7612,068,492SH DFND12,067,45501,037
MCGRAW HILL COS INC COMCOM5806451093294,316SH DFND1 24,31600
MCKESSON CORP COMCOM58155Q103293,4171,662,488SH DFND11,662,1450343
MCKESSON CORP COMCOM58155Q1034992,827SH DFND1 22,82700
MDC PARTNERS INCCL A SUB VTG5526971041446,333SH DFND1 26,33300
MDC PARTNERS INCCL A SUB VTG5526971041,58769,564SH DFND169,56400
MDS INC COMCOM65563C10529025,234SH DFND1 225,23400
MDU RES GROUP INC COMCOM55269010933,755983,979SH DFND1983,6120367
MEAD JOHNSON NUTRITIONCOM582839106121,8921,466,743SH DFND11,466,1990544
MEADOWBROOK INS GROUP INC COMCOM58319P1081,366234,313SH DFND1234,31300
MEADWESTVACO CORP COMCOM583334107014SH DFND1 21400
MEADWESTVACO CORP COMCOM58333410749,6091,318,551SH DFND11,316,90201,649
MEASUREMENT SPECIALTIES INC COMCOM5834211025,47080,629SH DFND180,62900
MEDALLION FINL CORP COMCOM58392810626820,306SH DFND120,30600
MEDASSETS INC-REDHCOM5840451087,953321,889SH DFND1321,88900
MEDGENICSCOM NEW58436Q20335350,598SH DFND150,59800
MEDIA GEN INC CL ACL A5844041072,097114,188SH DFND1114,18800
MEDICAL ACTION INDS INC COMCOM58449L10058383,645SH DFND183,64500
MEDICAL PROPERTIES TRUST INCCOM58463J30410,590827,997SH DFND1827,99700
MEDICINES CO COMCOM58468810510,660375,119SH DFND1375,11900
MEDICINOVA INCCOM NEW58468P2069847,646SH DFND147,64600
MEDIDATA SOLUTIONS INCCOM58471A10514,677270,102SH DFND1270,055047
MEDIFAST INCCOM58470H1011,99768,683SH DFND168,68300
MEDIVATION INCCOM58501N10124,312377,692SH DFND1377,5680124
MEDLEY CAPITAL CORPCOM58503F10658643,126SH DFND132,542010,584
MEDNAX INC.COM58502B10630,366489,938SH DFND1489,7840154
MEDTRONIC INC COMCOM585055106476,4287,744,925SH DFND17,741,26003,665
MEDTRONIC INC COMCOM5850551061,34021,789SH DFND1 221,78900
MEETME INCCOM58514110427484,177SH DFND184,17700
MEI PHARMA INCCOM NEW55279B2021,06495,662SH DFND195,66200
MELA SCIENCES INCCOM55277R100100160,555SH DFND1160,55500
MELCO PBL ENTERTAINMENT-ADRADR5854641001,34934,907SH DFND134,90700
MELLANOX TECH LTDSHSM513631133388,639SH DFND18,63900
MEMORIAL PRODUCTION PARTNERSCOM U REP LTD58604810025411,311SH DFND111,31100
MENS WEARHOUSE INC COMCOM58711810011,563236,080SH DFND1235,9800100
MENTOR GRAPHICS CORP COMCOM58720010611,683530,597SH DFND1530,59700
MERCADOLIBRE INCCOM58733R1027748,142SH DFND18,14200
MERCANTILE BANK CORPCOM58737610456827,573SH DFND127,57300
MERCER INTL INC SH BEN INTCOM58805610137449,923SH DFND149,92300
MERCHANTS BANCSHARES COMCOM5884481001,56547,994SH DFND147,99400
MERCK & CO INC COMCOM58933Y1051,280,58322,566,632SH DFND122,557,23609,396
MERCK & CO INC COMCOM58933Y10515271SH DFND1 227100
MERCURY COMPUTER SYS COMCOM5893781082,459186,198SH DFND1186,19800
MERCURY GENL CORP NEW COMCOM5894001008,505188,667SH DFND1187,8670800
MEREDITH CORP COMCOM58943310110,107217,691SH DFND1217,3160375
MERGE HEALTHCARE INCCOM589499102714292,836SH DFND1292,83600
MERIDIAN BIOSCIENCE INC COMCOM5895841015,005229,735SH DFND1229,73500
MERIDIAN INTERSTATE BANCORPCOM58964Q1041,32151,664SH DFND151,66400
MERIT MED SYS INC COMCOM5898891043,009210,429SH DFND1210,42900
MERITAGE HOMES CORP COMCOM59001A1028,107193,594SH DFND1193,4940100
MERITOR INC COMCOM59001K1006,223508,036SH DFND1508,03600
MERRIMACK PHARMACEUTICALS INCCOM5903281002,476491,435SH DFND1491,43500
MERRIMACK PHARMACEUTICALS INCCOM59032810011923,650SH DFND1 223,65000
MERU NETWORKS INCCOM59047Q10331469,765SH DFND169,76500
MESA LABS INC COMCOM59064R1091,29614,367SH DFND114,36700
META FINANCIAL GROUP INCCOM59100U1081,17526,217SH DFND126,21700
METABOLIX INCCOM591018809170130,805SH DFND1130,80500
METALICO INCCOM591176102302185,416SH DFND1185,41600
METHANEX CORPCOM26544161,26619,882SH DFND119,88200
METHANEX CORP COMCOM59151K108348SH DFND1 24800
METHANEX CORP COMCOM59151K1081,13517,744SH DFND117,74400
METHODE ELECTRS INC CL ACOM5915202006,441210,083SH DFND1210,08300
METLIFE INC COMCOM59156R108363SH DFND1 26300
METLIFE INC COMCOM59156R108445,8728,447,935SH DFND18,444,66703,268
METRO BANCORP INCCOM59161R1011,39966,178SH DFND166,17800
METTLER TOLEDO INTERNATIONA COMCOM59268810533,970144,164SH DFND1144,129035
MFA MORTGAGE INVESTMENTS INCCOM55272X1025704SH DFND1 270400
MFA MORTGAGE INVESTMENTS INCCOM55272X10221,0282,713,320SH DFND12,698,510014,810
MFRI INCCOM55272110219614,425SH DFND114,42500
MFS CHARTER INCOME TRSH BEN INT5527271091,658181,642PRN DFND1 2181,64200
MFS MULTIMARKET INCOME TRSH BEN INT552737108836128,092PRN DFND1 2128,09200
MGE ENERGY INCCOM55277P1048,147207,684SH DFND1207,68400
MGIC INVT CORP WIS COMCOM55284810314,8911,747,886SH DFND11,747,6860200
MGM MIRAGE COMCOM55295310145,7941,771,235SH DFND11,770,8110424
MGM MIRAGE COMCOM55295310103SH DFND1 2300
MGP INGREDIENTS INCCOM55303J10619428,833SH DFND128,83300
MICHAEL KORS HOLDINGS LTDSHSG60754101120,6151,293,764SH DFND11,293,5370227
MICHAEL KORS HOLDINGS LTDSHSG6075410185914SH DFND1 291400
MICREL INC COMCOM5947931012,594234,175SH DFND1234,17500
MICROCHIP TECHNOLOGY INC COMCOM59501710419400SH DFND1 240000
MICROCHIP TECHNOLOGY INC COMCOM59501710469,6221,458,378SH DFND11,457,7410637
MICROFINANCIAL INC COMCOM59507210915219,350SH DFND119,35000
MICRON TECHNOLOGY INC COMCOM5951121031,22851,926SH DFND1 251,92600
MICRON TECHNOLOGY INC COMCOM595112103197,2348,339,556SH DFND18,336,27003,286
MICRONET ENERTEC TECHNOLOGIESCOM5951171025511,589SH DFND111,58900
MICROS SYS INC COMCOM59490110020,530387,888SH DFND1387,6570231
MICROSEMI CORP COMCOM59513710012,568502,149SH DFND1502,14900
MICROSOFT CORP COMCOM5949181042,368,69457,811,244SH DFND157,784,703026,541
MICROSOFT CORP COMCOM5949181041,59338,866SH DFND1 238,86600
MICROSTRATEGY INC CL ACL A NEW5949724085,86550,829SH DFND150,82900
MICROVISION INC WASH COMCOM NEW59496030418797,321SH DFND197,32100
MID-AMER APT CMNTYS INC COMCOM59522J10330,713449,883SH DFND1449,7350148
MIDDLEBURG FINANCIAL CORPCOM59609410233519,062SH DFND119,06200
MIDDLEBY CORP COMCOM59627810126,837101,577SH DFND1101,3770200
MIDDLESEX WATER CO COMCOM5966801081,70778,271SH DFND178,27100
MIDSOUTH BANCORP INCCOM59803910557734,315SH DFND134,31500
MIDSTATES PETROLEUM CO INCCOM59804T100896167,228SH DFND1167,22800
MIDWAY GOLD CORPCOM5981531048883,897SH DFND183,89700
MIDWESTONE FINANCIAL GROUP INCCOM59851110356022,217SH DFND122,21700
MILLENNIAL MEDIA INCCOM60040N1051,198173,134SH DFND1173,13400
MILLER ENERGY RESOURCES INCCOM6005271051,118190,168SH DFND1190,16800
MILLER HERMAN INC COMCOM60054410010,014311,689SH DFND1311,68900
MILLER INDS INC TENN COM NEWCOM NEW6005512041,02652,549SH DFND152,54900
MIMEDX GROUP INCCOM6024961012,606425,234SH DFND1425,23400
MINE SAFETY APPLIANCES CO COMCOM5534981069,507166,798SH DFND1166,79800
MINERALS TECHNOLOGIES INC COMCOM60315810617,298267,950SH DFND1267,95000
MINES MANAGEMENT INCCOM60343210510393,274SH DFND193,27400
MISONIX INC COMCOM6048711038713,742SH DFND113,74200
MISTRAS GROUP INCCOM60649T1071,83580,602SH DFND180,60200
MITCHAM INDS INC COMCOM6065011041,02273,383SH DFND173,38300
MITEK SYS INC COM NEWCOM NEW606710200497128,590SH DFND1128,59000
MITEL NETWORKS CORPCOM60671Q10418117,168SH DFND117,16800
MITSUBISHI UFJ FINANCIAL GROUPSPONSORED ADR606822104558100,886SH DFND182,026018,860
MITTAL STEEL CO-CL A NY REGNY REGISTRY SH03938L1043205SH DFND1 220500
MITTAL STEEL CO-CL A NY REGNY REGISTRY SH03938L10435221,841SH DFND118,74103,100
MIZUHO FINANICAL GROUP INCSPONSORED ADR60687Y10916240,931SH DFND131,40109,530
MKS INSTRUMENT INC COMCOM55306N1049,203307,920SH DFND1307,92000
MOBILE MINI INC COMCOM60740F1059,763225,167SH DFND1225,0160151
MODEL N INCCOM60752510232332,026SH DFND132,02600
MODINE MFG CO COMCOM6078281003,802259,528SH DFND1259,52800
MODUSLINK GLOBAL SOLUTIONS INCCOM60786L107760179,774SH DFND1179,77400
MODUSLINK GLOBAL SOLUTIONS INCCOM60786L1070118SH DFND1 211800
MOHAWK INDS INC COMCOM60819010462,172457,415SH DFND1457,2320183
MOLINA HEALTHCARE INCCOM60855R1005,315141,519SH DFND1141,51900
MOLSON COORS BREWING CO -BCL B60871R20902SH DFND1 2200
MOLSON COORS BREWING CO -BCL B60871R20968,6881,167,477SH DFND11,167,1130364
MOLYCORP INCCOM6087531094,328922,839SH DFND1922,83900
MOMENTA PHARMACEUTICALS INC COMCOM60877T1002,734234,685SH DFND1234,5850100
MONARCH CASINO & RESORT INC COMCOM609027107351,924SH DFND1 21,92400
MONARCH CASINO & RESORT INC COMCOM6090271071,06557,526SH DFND157,52600
MONARCH FINANCIAL HOLDINGS INCCOM60907Q10015112,349SH DFND112,34900
MONDELEZ INTERNATIONAL INCCL A609207105462,52913,392,584SH DFND113,388,19404,390
MONDELEZ INTERNATIONAL INCCL A609207105451,316SH DFND1 21,31600
MONEYGRAM INTERNATIONAL, INC.COM NEW60935Y208048SH DFND1 24800
MONEYGRAM INTERNATIONAL, INC.COM NEW60935Y2083,149178,470SH DFND1178,47000
MONMOUTH REAL ESTATE INVT C CL ACL A6097201072,439255,698SH DFND1255,69800
MONOLITHIC POWER SYSTEMS INCCOM6098391057,369190,090SH DFND1190,09000
MONOTYPE IMAGING HLDGS -REDHCOM61022P1008,324276,184SH DFND1276,18400
MONRO MUFFLER BRAKE INC COMCOM6102361019,640169,491SH DFND1169,49100
MONSANTO CO NEW COMCOM61166W101440,7453,875,663SH DFND13,873,65902,004
MONSTER BEVERAGE CORPCOM611740101701,009SH DFND1 21,00900
MONSTER BEVERAGE CORPCO