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 A68243Q1061,003172,955SH DFND1172,95500
1ST SOURCE CORP COMCOM3369011032,20171,897SH DFND171,89700
1ST UNITED BANCORP INC/NORTHCOM33740N1051,265146,765SH DFND1146,76500
21VIANET GROUP INC - ADRSPONSORED ADR90138A1032377,911SH DFND17,91100
22ND CENTURY GROUP INCCOM90137F10329596,258SH DFND196,25800
2U INCCOM90214J10172943,404SH DFND143,40400
3-D SYS CORP DEL COM NEWCOM NEW88554D20530,303506,750SH DFND1506,4500300
3M COCOM88579Y10129205SH DFND1 220500
3M COCOM88579Y101658,8194,602,126SH DFND14,599,76102,365
8X8 INC NEW COMCOM282914100024SH DFND1 22400
8X8 INC NEW COMCOM2829141003,725461,021SH DFND1461,02100
A. H. BELO CORPCOM CL A0012821021,502126,778SH DFND1126,77800
A10 NETWORKS INCCOM00212110157843,521SH DFND143,52100
AAON INC COM PAR $0.004COM PAR $0.0040003602066,241186,209SH DFND1186,20900
AAR CORP COMCOM0003611055,821211,212SH DFND1211,21200
AARON'S INCCOM PAR $0.5000253530013,537379,854SH DFND1379,85400
AARON'S INCCOM PAR $0.5000253530002SH DFND1 2200
AASTROM BIOSCIENCES INC COMCOM PAR$00253U4046014,838SH DFND114,83800
ABAXIS INCCOM0025671055,441122,794SH DFND1122,79400
ABB LTD-ADRSPONSORED ADR00037520451622,425SH DFND117,97304,452
ABBOTT LABS COMCOM002824100465,83811,396,269SH DFND111,390,59805,671
ABBOTT LABS COMCOM0028241004100SH DFND1 210000
ABBVIE INCCOM00287Y109360SH DFND1 26000
ABBVIE INCCOM00287Y109664,52411,780,937SH DFND111,774,33606,601
ABERCROMBIE & FITCH CO CL ACL A00289620715,537359,247SH DFND1359,0470200
ABIOMED INC COMCOM0036541004,936196,356SH DFND1196,35600
ABM INDS INC COMCOM0009571007,659283,894SH DFND1283,89400
ABM INDS INC COMCOM00095710012481SH DFND1 248100
ABRAXAS PETE CORP COMCOM00383010625941,464SH DFND1 241,46400
ABRAXAS PETE CORP COMCOM0038301067,1111,136,102SH DFND11,136,10200
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813074,808270,901SH DFND1270,90100
ACADIA HEALTHCARE CO INCCOM00404A10910,937240,394SH DFND1240,39400
ACADIA PHARMACEUTICALS INC COMCOM00422510810,668472,252SH DFND1471,5720680
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910910,318367,331SH DFND1367,33100
ACASTI PHARMA INCCL A SHS00430K1051818,131SH DFND118,13100
ACCELERON PHARMA INCCOM00434H1081,93857,054SH DFND156,8560198
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101373,2104,619,418SH DFND14,616,64102,777
ACCESS NATIONAL CORP COMCOM0043371011046,867SH DFND1 26,86700
ACCESS NATIONAL CORP COMCOM00433710143828,925SH DFND128,92500
ACCLERATE DIAGNOSTICS INCCOM00430H1023,659140,765SH DFND1140,684081
ACCO BRANDS CORPCOM00081T1083,863602,655SH DFND1602,65500
ACCURAY INCCOM0043971053,089351,095SH DFND1351,09500
ACCURAY INCCOM00439710543249,184SH DFND1 249,18400
ACCURIDE CORPCOM NEW00439T2061,162237,823SH DFND1237,82300
ACE LTD ORDSHSH0023R105256,8272,478,109SH DFND12,477,6500459
ACE LTD ORDSHSH0023R10531307SH DFND1 230700
ACELRX PHARMACEUTICALS INCCOM00444T1001,283125,216SH DFND1125,21600
ACETO CORP COMCOM0044461003,971218,935SH DFND1218,93500
ACHAOGEN INCCOM00444910440328,879SH DFND128,87900
ACHILLION PHARMACTCLSCOM00448Q2013,806502,892SH DFND1502,89200
ACI WORLDWIDE INCCOM00449810112,236219,175SH DFND1219,17500
ACNB CORPCOM00086810931516,377SH DFND116,37700
ACORDA THERAPEUTICS INCCOM00484M1068,733259,091SH DFND1259,09100
ACORN ENERGY INCCOM00484810720988,710SH DFND188,71000
ACRE 7 12/15/2015NOTE 7.000%12/104013VAB43,5783,500,000PRN DFND1 23,500,00000
ACTAVIS INCSHSG0083B108418,3971,876,944SH DFND11,876,4790465
ACTAVIS INCSHSG0083B10801SH DFND1 2100
ACTINIUM PHARMACEUTICALS INCCOM00507W107803111,268SH DFND1111,26800
ACTIVE POWER INC COMCOM NEW00504W30816861,151SH DFND161,15100
ACTIVISION BLIZZARD INCCOM00507V109662,990SH DFND1 22,99000
ACTIVISION BLIZZARD INCCOM00507V10958,9702,645,019SH DFND12,643,06701,952
ACTUANT CORP CL A NEWCL A NEW00508X20312,943374,401SH DFND1374,40100
ACTUATE CORP COMCOM00508B1021,140239,111SH DFND1239,11100
ACUITY BRANDS INC COMCOM00508Y10232,718236,664SH DFND1236,66400
ACUITY BRANDS INC COMCOM00508Y10204SH DFND1 2400
ACURA PHARMACEUTICALS INCCOM NEW00509L703113103,847SH DFND1103,84700
ACXIOM CORP COMCOM005125109180SH DFND1 28000
ACXIOM CORP COMCOM00512510910,769496,524SH DFND1496,3240200
ADAMAS PHARMACEUTICALS INCCOM00548A10631917,451SH DFND117,45100
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20817035,529SH DFND135,52900
ADAMS EXPRESSCOM0062121042,082151,443PRN DFND1 2151,44300
ADAMS RESOURCES & ENERGY INCCOM NEW0063513081411,809SH DFND1 21,80900
ADAMS RESOURCES & ENERGY INCCOM NEW0063513081,09113,973SH DFND113,97300
ADCARE HEALTH SYSTEMSCOM NEW00650W30017340,556SH DFND140,55600
ADDUS HOMECARE CORPCOM00673910678434,892SH DFND134,89200
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433063211,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW00685420262959,982SH DFND159,98200
ADOBE SYS INC COMCOM00724F1011902,632SH DFND1 22,63200
ADOBE SYS INC COMCOM00724F101242,1543,348,549SH DFND13,347,37501,174
ADT CORP/THECOM00101J1061343,852SH DFND1 23,85200
ADT CORP/THECOM00101J10645,4961,302,876SH DFND11,302,4740402
ADTRAN INC COMCOM00738A1066,948308,005SH DFND1307,9050100
ADVANCED AUTO PARTS INC COMCOM00751Y10648,108356,659SH DFND1356,4670192
ADVANCED EMISSIONS SOLUTIONS INCCOM00770C1012,747119,841SH DFND1119,84100
ADVANCED ENERGY INDS COMCOM0079731003,953205,378SH DFND1205,37800
ADVANCED MICRO DEVICES INC COMCOM00790310712,8293,061,882SH DFND13,060,88201,000
ADVANCED PHOTONIX INC CL ACL A00754E1072745,631SH DFND145,63100
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M4047711,899SH DFND10011,899
ADVAXIS INCCOM NEW00762420813342,520SH DFND142,52000
ADVENT SOFTWARE INC COMCOM00797410811,594355,978SH DFND1355,97800
ADVISORY BRD CO COMCOM00762W10710,269198,245SH DFND1198,24500
AECOM TECHNOLOGY CORP -REDHCOM00766T10016,925525,622SH DFND1525,3720250
AEGERION PHARMACEUTICALS INCCOM00767E1024,590143,055SH DFND1142,998057
AEGERION PHARMACEUTICALS INCCOM00767E102752,365SH DFND1 22,36500
AEGION CORPCOM00770F1044,892210,265SH DFND1210,26500
AEGON N V ORD AMER REGNY REGISTRY SH00792410323426,691SH DFND123,14103,550
AEHR TEST SYSTEMS COMCOM00760J1082612,126SH DFND112,12600
AEP INDS INC COMCOM00103110383423,941SH DFND123,94100
AERI PHARMACEUTICALS INCCOM00771V1081,26951,241SH DFND150,9590282
AEROFLEX HOLDING CORPCOM00776710696792,189SH DFND192,18900
AEROHIVE NETWORKS INCCOM00778610625330,808SH DFND130,80800
AEROPOSTALE COMCOM0078651081,351387,108SH DFND1386,8080300
AEROVIRONMENT INCCOM0080731083,364105,814SH DFND1105,81400
AES CORP COMCOM00130H10576,0824,895,735SH DFND14,894,40401,331
AETNA INC NEW COMCOM00817Y108216,0292,665,964SH DFND12,665,0470917
AETNA INC NEW COMCOM00817Y108347SH DFND1 24700
AFFILIATED MANAGERS GROUP COMCOM00825210883,141405,017SH DFND1404,920097
AFFILIATED MANAGERS GROUP COMCOM00825210818SH DFND1 2800
AFFYMETRIX INC COMCOM00826T1084,261478,248SH DFND1478,1480100
AFFYMETRIX INC COMCOM00826T10804SH DFND1 2400
AFLAC INC COMCOM001055102209,1613,361,996SH DFND13,360,20101,795
AFLAC INC COMCOM00105510240656SH DFND1 265600
AG MORTGAGE INVESTMENT TRUSTCOM0012281052,746145,084SH DFND1143,43401,650
AGCO CORP COMCOM001084102014SH DFND1 21400
AGCO CORP COMCOM00108410227,500489,245SH DFND1489,0650180
AGENGOA YIELD PLCORD SHSG0034910355514,700SH DFND114,70000
AGENUS INCCOM NEW00847G705987306,582SH DFND1306,58200
AGILENT TECHNOLOGIES INC COMCOM00846U101140,4192,446,071SH DFND12,444,58401,487
AGILYSYS INCCOM00847J1051,39298,865SH DFND198,86500
AGIOS PHARMACEUTICALS INCCOM00847X1042,71959,343SH DFND159,294049
AGL RES INC COMCOM00120410652,824960,289SH DFND1960,28900
AGNICO EAGLE MINES LTDCOM20098231,46338,210SH DFND137,8530357
AGREE REALTY CORPCOM0084921002,86994,917SH DFND194,91700
AGRIUM INCCOM22135382,88231,467SH DFND131,46700
AGRIUM INC COMCOM0089161084935,388SH DFND15,336052
AIR LEASE CORPCL A00912X30218,732485,537SH DFND1485,53700
AIR METHODS CORP COM PAR $.06COM PAR $.0600912830710,008193,777SH DFND1193,77700
AIR PRODS & CHEMS INC COMCOM009158106197,9931,540,293SH DFND11,539,24501,048
AIR TRANSPORT SERVICES GROUP INCCOM00922R1052,820336,951SH DFND1336,95100
AIR TRANSPORT SERVICES GROUP INCCOM00922R105253,000SH DFND1 23,00000
AIRCASTLE LTDCOMG0129K1046,164346,884SH DFND1346,5370347
AIRGAS INC COMCOM00936310252,295480,452SH DFND1479,7520700
AIRGAS INC COMCOM00936310287807SH DFND1 280700
AK STL HLDG CORP COMCOM0015471085,702716,370SH DFND1716,0700300
AKAMAI TECHNOLOGIES INC COMCOM00971T10179,5741,303,987SH DFND11,303,3870600
AKAMAI TECHNOLOGIES INC COMCOM00971T1011492,447SH DFND1 22,44700
AKEBIA THERAPEUTICS INCCOM00972D10583129,911SH DFND129,91100
AKORN INC COMCOM00972810613,679411,420SH DFND1411,42000
AKORN INC COMCOM0097281061614,860SH DFND1 24,86000
ALAMO GROUP INC COMCOM0113111073,31661,310SH DFND161,31000
ALASKA AIR GROUP INC COMCOM011659109229SH DFND1 22900
ALASKA AIR GROUP INC COMCOM01165910939,127411,648SH DFND1411,4480200
ALASKA COMMUNICATIONS SYS G COMCOM01167P101488271,376SH DFND1271,37600
ALBANY INTL CORP CL ACL A0123481086,395168,473SH DFND1168,47300
ALBANY MOLECULAR RESH INC COMCOM0124231091185,865SH DFND1 25,86500
ALBANY MOLECULAR RESH INC COMCOM0124231092,657132,077SH DFND1132,07700
ALBEMARLE CORP COMCOM01265310128,796402,837SH DFND1402,3330504
ALCATEL SPONSORED ADRSPONSORED ADR01390430518752,778SH DFND144,35808,420
ALCOA INC COMCOM01381710131020,870SH DFND1 220,87000
ALCOA INC COMCOM013817101128,4808,633,650SH DFND18,631,71701,933
ALDER BIOPHARAMCEUTICALS INCCOM01433910577738,748SH DFND138,74800
ALERE INCCOM01449J10515,140404,622SH DFND1404,62200
ALEXANDER & BALDWIN INCCOM01449110410,021241,765SH DFND1241,76500
ALEXANDERS INC COMCOM0147521094,52512,249SH DFND112,24900
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110934,671446,573SH DFND1446,57300
ALEXION PHARMACEUTICALS INC COMCOM0153511093031,943SH DFND1 21,94300
ALEXION PHARMACEUTICALS INC COMCOM015351109227,8651,459,198SH DFND11,458,5770621
ALEXZA PHARMACEUTICALS, INCCOM NEW01538420925856,488SH DFND156,48800
ALICO INC COMCOM01623010444011,760SH DFND111,76000
ALIGN TECHNOLOGY INC COMCOM01625510123,392417,428SH DFND1417,42800
ALIMERA SCIENCES INCCOM01625910345876,616SH DFND176,61600
ALKERMES INC COMSHSG0176710538,373762,435SH DFND1762,2350200
ALLEGHANY CORP DEL COMCOM01717510037,38385,346SH DFND185,300046
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1024100SH DFND1 210000
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10236,056799,829SH DFND1799,82900
ALLEGIANT TRAVEL COCOM01748X10211,48497,515SH DFND197,435080
ALLEGION PLCORD SHSG0176J10936,260640,027SH DFND1639,8380189
ALLERGAN INC COMCOM0184901021691,000SH DFND1 21,00000
ALLERGAN INC COMCOM018490102354,3492,095,316SH DFND12,094,29901,017
ALLETE INC COMCOM NEW01852230010,762209,597SH DFND1209,59700
ALLIANCE DATA SYSTEMS CORP COMCOM018581108271964SH DFND1 296400
ALLIANCE DATA SYSTEMS CORP COMCOM018581108108,401385,658SH DFND1385,563095
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,46480,905SH DFND180,90500
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10073311,327SH DFND111,32700
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063014,290158,914SH DFND1158,91400
ALLIANCE ONE INTERNATIONAL INCCOM0187721031,122449,161SH DFND1449,16100
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10859512,766SH DFND1 212,76600
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10861913,272SH DFND113,27200
ALLIANCEBERNSTEIN INCOME FUNDCOM01881E10124933,238PRN DFND1 233,23800
ALLIANT ENERGY CORP COMCOM01880210834,852572,798SH DFND1572,1610637
ALLIANT TECHSYSTEMS INC COMCOM01880410421,989164,198SH DFND1164,19800
ALLIED MOTION TECHNOLOGIES INCCOM01933010928419,639SH DFND119,63900
ALLIED NEVADA GOLD CORPCOM0193441001,874498,628SH DFND1498,62800
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110422,025579,319SH DFND1579,31900
ALLIQUA INCCOM NEW01962120018934,541SH DFND134,54100
ALLISON TRANSMISSION HOLDINGCOM01973R10129,292941,889SH DFND1941,88900
ALLISON TRANSMISSION HOLDINGCOM01973R1011745,624SH DFND1 25,62400
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10813,481839,965SH DFND1839,96500
ALLSTATE CORP COMCOM020002101193,0033,288,760SH DFND13,287,02701,733
ALLSTATE CORP COMCOM020002101357SH DFND1 25700
ALLY FINANCIAL INCCOM02005N10012,094505,827SH DFND1505,82700
ALMOST FAMILY INCCOM02040910899945,260SH DFND145,26000
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10720,480324,208SH DFND1323,8080400
ALON USA ENERGY INCCOM0205201022,041164,100SH DFND1164,10000
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10438141,121SH DFND141,12100
ALPHA NATURAL RESOURCES INCCOM02076X1024,2931,157,262SH DFND11,157,26200
ALPHATEC HOLDINGS INC -REDHCOM02081G102485297,815SH DFND1297,81500
ALPHATEC HOLDINGS INC -REDHCOM02081G10210665,044SH DFND1 265,04400
ALTAIR NANOTECHNOLOGIES INCCOM PAR $0.00102137330312235,596SH DFND135,59600
ALTERA CORP COMCOM02144110081,7762,354,022SH DFND12,352,83301,189
ALTEVA COM02153V10211216,362SH DFND116,36200
ALTISOURCE ASSET MANAGEMENTCOM02153X1087331,015SH DFND11,01500
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1041441,257SH DFND1 21,25700
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10410,40690,826SH DFND190,82600
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1001144,413SH DFND1 24,41300
ALTISOURCE RESIDENTIAL CORP - WICL B02153W10011,575444,688SH DFND1443,08901,599
ALTRA HLDGS INCCOM02208R1065,267144,758SH DFND1144,75800
ALTRIA GROUP INCCOM02209S103612,69414,617,507SH DFND114,614,78902,718
AMAG PHARMACEUTICALS INCCOM00163U1062,579124,509SH DFND1124,50900
AMAMARK HOLDINGS CORPCOM03852U1068,919344,641SH DFND1344,64100
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW0231112065229,852SH DFND129,85200
AMAZON COM INC COMCOM02313510698302SH DFND1 230200
AMAZON COM INC COMCOM023135106912,7322,811,956SH DFND12,810,64401,312
AMBAC FINL GROUP INC COMCOM NEW0231398846,767247,790SH DFND1247,79000
AMBARELLA INCSHSG037AX10180125,711SH DFND125,4910220
AMBASSADORS GROUP INC COMCOM02317710834775,355SH DFND175,35500
AMBER ROAD INCCOM02318Y10842326,244SH DFND126,24400
AMBEV SA - ADRSPONSORED ADR02319V103887126,000SH DFND1126,00000
AMBIT BIOSCIENCES CORPCOM02318X10024235,078SH DFND135,07800
AMC ENTERTAINMENT HLDSCL A COM00165C1042,582103,843SH DFND1103,84300
AMC NETWORKS INC - A W/ICL A00164V10318,690303,953SH DFND1303,95300
AMC NETWORKS INC - A W/ICL A00164V10362110,100SH DFND1 210,10000
AMDOCS LTD ORDSHSG02602103258SH DFND1 25800
AMDOCS LTD ORDSHSG0260210345,914991,029SH DFND1991,02900
AMEDICA CORPCOM0234351005211,614SH DFND111,61400
AMEDISYS INC COMCOM0234361082,905173,591SH DFND1173,59100
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V1076711,141SH DFND111,14100
AMERCAN EAGLE ENERGY CORPCOM NEW02554F300838140,042SH DFND1140,04200
AMERCO COMCOM02358610014,13248,607SH DFND148,5070100
AMEREN CORP COMCOM02360810275,1651,839,767SH DFND11,838,8430924
AMERESCO INC - CL ACL A02361E108773109,994SH DFND1109,99400
AMERICAN AIRLINES GROUP INCCOM02376R102461,091SH DFND1 21,09100
AMERICAN AIRLINES GROUP INCCOM02376R102153,5353,574,118SH DFND13,572,71901,399
AMERICAN APPAREL INC -REDHCOM023850100463515,332SH DFND1515,33200
AMERICAN ASSETS TRUST INCCOM0240131046,363184,179SH DFND1184,17900
AMERICAN AXLE & MFG HLDGS I COMCOM0240611036,469342,490SH DFND1342,49000
AMERICAN CAMPUS COMMUNITIESCOM02483510025,982679,455SH DFND1679,45500
AMERICAN CAPITAL AGENCY CORPCOM02503X10544,6741,908,798SH DFND11,905,48603,312
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1045,706285,061SH DFND1283,64501,416
AMERICAN DG ENERGY INCCOM02539810816491,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10610,093899,565SH DFND1899,2650300
AMERICAN ELEC PWR INC COMCOM02553710123413SH DFND1 241300
AMERICAN ELEC PWR INC COMCOM025537101197,1463,537,132SH DFND13,535,55901,573
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761097811,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM0256762069,733395,680SH DFND1395,68000
AMERICAN EXPRESS CO COMCOM02581610919203SH DFND1 220300
AMERICAN EXPRESS CO COMCOM025816109631,9826,665,585SH DFND16,662,90702,678
AMERICAN FINL GROUP INC OHI COMCOM02593210422,728381,607SH DFND1381,60700
AMERICAN HOMES 4 RENTCL A02665T3066,960391,908SH DFND1391,90800
AMERICAN INTL GROUP INC COMCOM NEW026874784551,012SH DFND1 21,01200
AMERICAN INTL GROUP INC COMCOM NEW026874784600,79111,013,779SH DFND111,010,03703,742
AMERICAN NATL BANKSHARES IN COMCOM02774510879236,459SH DFND136,45900
AMERICAN NATL INS CO COMCOM0285911055,08144,495SH DFND144,49500
AMERICAN PUBLIC EDUCATIONCOM02913V1031574,595SH DFND1 24,59500
AMERICAN PUBLIC EDUCATIONCOM02913V1033,15491,762SH DFND191,76200
AMERICAN RAILCAR INDUSTRIESCOM02916P1033,71954,887SH DFND154,88700
AMERICAN REALTY CAPITAL HEALCOM02917R10810810,000SH DFND1 210,00000
AMERICAN REALTY CAPITAL HEALCOM02917R1081,655152,056SH DFND1152,05600
AMERICAN REALTY CAPITAL PROPCOM02917T10460,0024,789,779SH DFND14,784,87604,903
AMERICAN RESIDENTIAL PROPERTIESCOM02927E3031,78595,244SH DFND195,24400
AMERICAN SCIENCE & ENGR INC COMCOM0294291075,55079,761SH DFND179,3110450
AMERICAN SCIENCE & ENGR INC COMCOM02942910701SH DFND1 2100
AMERICAN SOFTWARE INC CL ACL A0296831091,069108,205SH DFND1108,20500
AMERICAN STS WTR CO COMCOM02989910111,047332,466SH DFND1332,2100256
AMERICAN SUPERCONDUCTOR COR COMCOM030111108524321,798SH DFND1321,79800
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BED BATH & BEYOND INC COMCOM07589610094,7831,652,745SH DFND11,652,4490296
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BENEFICIAL MUT BANCORP -REDHCOM08173R1042,668196,799SH DFND1196,79900
BENEFITFOCUS INCCOM08180D1061,65935,912SH DFND135,832080
BERKLEY W R CORP COMCOM08442310226,279567,584SH DFND1567,2760308
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707021,730,38213,679,440SH DFND113,675,76103,679
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707021411,120SH DFND1 21,12000
BERKSHIRE HILLS BANCORP INC COMCOM0846801073,063131,946SH DFND1131,94600
BERRY PLASTICS GROUP INCCOM08579W10313,597527,054SH DFND1527,05400
BEST BUY INC COMCOM0865161012728,790SH DFND1 28,79000
BEST BUY INC COMCOM08651610168,1922,200,288SH DFND12,198,42501,863
BG MEDICINE INCCOM08861T107158150,598SH DFND1150,59800
BGC PARTNERS INCCL A05541T1018,4621,137,368SH DFND11,134,56702,801
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR08860610895213,919SH DFND112,43901,480
BIG 5 SPORTING GOODS CORPCOM08915P1013,163257,844SH DFND1257,84400
BIG LOTS INC COMCOM08930210313,724300,321SH DFND1300,32100
BIGLARI HOLDINGS INCCOM08986R1013,3657,958SH DFND17,95800
BILL BARRETT CORPCOM06846N1047,131266,304SH DFND1266,30400
BIND THERAPEUTICS INCCOM05548N10737828,701SH DFND128,70100
BIO RAD LABS INC CL ACL A09057220712,740106,431SH DFND1106,43100
BIOAMBER INCCOM09072Q10626026,174SH DFND126,17400
BIOCRYST PHARMACEUTICALS COMCOM09058V1034,705369,040SH DFND1369,04000
BIODEL INCCOM NEW09064M2049544,036SH DFND144,03600
BIODELIVERY SCIENCES INTL INCCOM09060J1062,618216,971SH DFND1216,97100
BIOFUEL ENERGY CORP -REDHCOM NEW09064Y3079914,423SH DFND114,42300
BIOGEN IDEC INCCOM09062X103566,2891,797,010SH DFND11,796,2000810
BIOGEN IDEC INCCOM09062X10395302SH DFND1 230200
BIOLASE INCCOM090911108335152,450SH DFND1152,45000
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10146,206742,920SH DFND1742,4400480
BIOMED REALTY TRUST INCCOM09063H10726,0771,194,588SH DFND11,194,58800
BIO-PATH HOLDING INCCOM09057N1021,479485,083SH DFND1485,08300
BIO-REFERENCE LABS INC COM $.01 NEWCOM $.01 NEW09057G6024,280141,656SH DFND1141,65600
BIOSCRIP INC COMCOM09069N1082,734327,857SH DFND1327,85700
BIOSPECIFICS TECHNOLOGIESCOM09093110656921,130SH DFND121,13000
BIOTA HOLDINGS LTDCOM090694100455159,763SH DFND1159,76300
BIOTELEMETRY INCCOM0906721061,048146,239SH DFND1146,23900
BIOTIME INC COMCOM09066L105609199,712SH DFND1199,71200
BJ'S RESTAURANTS INCCOM09180C1065,072145,310SH DFND1145,31000
BLACK BOX CORP DEL COMCOM0918261073,079131,387SH DFND1131,2870100
BLACK BOX CORP DEL COMCOM09182610745319,348SH DFND1 219,34800
BLACK DIAMOND INCCOM09202G1011,252111,642SH DFND1111,64200
BLACK HILLS CORP COMCOM09211310914,073229,254SH DFND1229,25400
BLACKBAUD INC COMCOM09227Q1009,017252,304SH DFND1252,30400
BLACKBERRY LTDCOM09228F10399697,267SH DFND197,26700
BLACKBERRY LTDCOMBCBHZ311,033100,913SH DFND1100,91300
BLACKHAWK NETWORK HD - BCL B09238E2034,486167,092SH DFND1167,09200
BLACKHAWK NETWORK HOLDINGS INCCL A09238E1043,113110,323SH DFND1110,32300
BLACKROCK INC CL ACOM09247X10196301SH DFND1 230100
BLACKROCK INC CL ACOM09247X101287,412899,849SH DFND1899,2780571
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W1005,205179,487SH DFND1179,48700
BLOCK H & R INC COMCOM09367110565,0351,941,417SH DFND11,940,23401,183
BLOOMIN' BRANDS INCCOM09423510811533SH DFND1 253300
BLOOMIN' BRANDS INCCOM09423510810,098450,201SH DFND1450,20100
BLOUNT INTL INC NEW COMCOM0951801053,654258,968SH DFND1258,96800
BLUCORA INCCOM09522910002SH DFND1 2200
BLUCORA INCCOM0952291004,215223,422SH DFND1223,42200
BLUE CAPITAL REINSURANCE HOLCOMG1190F10740720,674SH DFND120,67400
BLUE NILE INCCOM09578R1032,14676,660SH DFND176,66000
BLUEBIRD BIO INCCOM09609G1002,10554,582SH DFND154,58200
BLUELINX HOLDINGS INCCOM09624H10913797,866SH DFND197,86600
BLUEROCK RESIDENTIAL GROWTHCOM CL A09627J10213810,497SH DFND110,49700
BLYTH INC COMCOM NEW09643P20736446,905SH DFND146,90500
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD33,0831,000,000PRN DFND1 21,000,00000
BNC BANCORPCOM05566T1012,553149,613SH DFND1149,61300
BNC BANCORPCOM05566T101010SH DFND1 21000
BOB EVANS FARMS INC COMCOM0967611017,203143,933SH DFND1143,93300
BODY CENTRAL CORPCOM09689U1025664,059SH DFND164,05900
BOEING CO COMCOM097023105632,0674,970,894SH DFND14,969,77501,119
BOEING CO COMCOM0970231053342,633SH DFND1 22,63300
BOFI HOLDING INCCOM05566U1085,29772,105SH DFND172,10500
BOINGO WIRELESS INCCOM09739C102719105,345SH DFND1105,34500
BOISE CASCASDE COCOM09739D1004,961173,235SH DFND1173,23500
BOK FINL CORP COM NEWCOM NEW05561Q20110,094151,571SH DFND1151,57100
BOLT TECHNOLOGY CORPCOM0976981041347,311SH DFND1 27,31100
BOLT TECHNOLOGY CORPCOM09769810467236,654SH DFND136,65400
BONANZA CREEK ENERGY INCCOM0977931038,916155,912SH DFND1155,91200
BON-TON STORES INC COMCOM09776J10181579,107SH DFND179,10700
BOOKS-A-MILLION INC COMCOM0985701047836,078SH DFND136,07800
BOOZ ALLEN HAMILTON HOLDINGCL A09950210610,178479,202SH DFND1479,20200
BOOZ ALLEN HAMILTON HOLDINGCL A0995021061,27460,024SH DFND1 260,02400
BORDERFREE INCCOM09970L10039623,908SH DFND123,90800
BORG WARNER INC COMCOM099724106105,6571,621,767SH DFND11,620,76201,005
BOSTON BEER INC CL ACL A10055710710,17345,514SH DFND145,51400
BOSTON PRIVATE FINL HLDGS I COMCOM1011191055,997446,254SH DFND1446,25400
BOSTON PROPERTIES INC COMCOM1011211013232,735SH DFND1 22,73500
BOSTON PROPERTIES INC COMCOM101121101154,1091,304,680SH DFND11,304,3390341
BOSTON SCIENTIFIC CORP COMCOM101137107124,1529,727,937SH DFND19,725,67802,259
BOSTON SCIENTIFIC CORP COMCOM10113710752541,147SH DFND1 241,14700
BOTTOMLINE TECH DEL INC COMCOM1013881066,455215,768SH DFND1215,76800
BOULDER BRANDS INCCOM1014051084,521318,869SH DFND1318,86900
BOULDER GROWTH & INC FUNDCOM101507101921108,174PRN DFND1 2108,17400
BOULDER TOTAL RETURN FUNDCOM1015411002,12782,935PRN DFND1 282,93500
BOVIE MEDICAL CORPCOM10211F10010729,641SH DFND129,64100
BOYD GAMING CORP COMCOM1033041014,758392,303SH DFND1392,30300
BP PLC SPONSORED ADRSPONSORED ADR0556221041,34425,493SH DFND1 225,49300
BP PLC SPONSORED ADRSPONSORED ADR0556221041,38426,251SH DFND118,46907,782
BPZ 8 1/2 10/01/17NOTE 8.500%10/0055639AC22,3792,045,000PRN DFND1 22,045,00000
BPZ ENERGY INCCOM0556391081,820590,953SH DFND1590,95300
BRADY CORP CL ACL A1046741067,739259,098SH DFND1259,09800
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW10536820315,8511,016,131SH DFND11,016,13100
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,45993,526SH DFND193,52600
BREEZE-EASTERN CORPCOM10676410315612,245SH DFND112,24500
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN10677610738317,355SH DFND117,35500
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T1071,30853,831SH DFND150,40303,428
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T107572,361SH DFND1 22,36100
BRIDGE BANCORP INCCOM1080351061,32655,291SH DFND155,29100
BRIDGE CAPITAL HOLDINGSCOM1080301071,13146,752SH DFND146,75200
BRIDGELINE SOFTWARE INC-REDHCOM10807Q2052124,241SH DFND124,24100
BRIDGEPOINT EDUCATION INCCOM10807M10576957,912SH DFND157,91200
BRIGGS & STRATTON CORP COMCOM1090431094,889239,000SH DFND1239,00000
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM1091941006,916161,077SH DFND1161,07700
BRIGHTCOVECOM10921T1011,627154,389SH DFND1154,38900
BRINKER INTL INC COMCOM10964110016,212333,245SH DFND1333,24500
BRINK'S CO/THECOM109696104752,659SH DFND1 22,65900
BRINK'S CO/THECOM1096961047,221255,907SH DFND1255,90700
BRISTOL MYERS SQUIBB CO COMCOM110122108621,297SH DFND1 21,29700
BRISTOL MYERS SQUIBB CO COMCOM110122108602,74112,432,321SH DFND112,426,12306,198
BRISTOW GROUP INCCOM11039410315,683194,539SH DFND1194,53900
BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481071,41511,886SH DFND19,55102,335
BRIXMOR PROPERTY GROUPCOM11120U105401,756SH DFND1 21,75600
BRIXMOR PROPERTY GROUPCOM11120U1056,541285,022SH DFND1285,02200
BROADCOM CORP CL ACL A111320107155,1014,180,810SH DFND14,178,98401,826
BROADRIDGE FINANCIAL SOLUTNSCOM11133T10324,309583,797SH DFND1583,5220275
BROADSOFT INCCOM11133B4094,138156,802SH DFND1156,80200
BROADWIND ENERGY INCCOM NEW11161T20760168,589SH DFND168,58900
BROADWIND ENERGY INCCOM NEW11161T20721124,111SH DFND1 224,11100
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130625,0292,720,590SH DFND12,718,74101,849
BROCADE COMMUNICATIONS SYS COMCOM NEW111621306081SH DFND1 28100
BROOKDALE SENIOR LIVING INCCOM11246310420,198605,823SH DFND1605,82300
BROOKLINE BANCORP INC COMCOM11373M1073,800405,600SH DFND1405,60000
BROOKS-PRI AUTOMATION INCCOM1143401024,007372,119SH DFND1372,11900
BROWN & BROWN INC COMCOM11523610119,223625,972SH DFND1625,97200
BROWN FORMAN CORP CL BCL B115637209112,3331,193,544SH DFND11,193,4050139
BROWN FORMAN CORP CL BCL B11563720904SH DFND1 2400
BROWN SHOE INC NEW COMCOM1157361006,459225,786SH DFND1225,78600
BRT REALTY TRUSTSH BEN INT NEW05564530310614,370SH DFND114,37000
BRUKER BIOSCIENCES CORPCOM11679410813,409552,532SH DFND1552,53200
BRUNSWICK CORP COMCOM11704310920,670490,643SH DFND1490,4430200
BRYN MAWR BK CORP COMCOM1176651091,96067,328SH DFND167,32800
BSB BANCORP INC/MACOM05573H1081408,206SH DFND1 28,20600
BSB BANCORP INC/MACOM05573H10858934,341SH DFND134,34100
BSD MEDICAL CORPCOM055662100140142,011SH DFND1142,01100
BSQUARE CORP COMCOM NEW11776U30013241,543SH DFND141,54300
BT GROUP PLC ADRADR05577E1013835,838SH DFND13,98601,852
BTU INTL INC COMCOM0560321056118,660SH DFND118,66000
BUCKLE INC COMCOM1184401066,731151,751SH DFND1150,67001,081
BUFFALO WILD WINGS INCCOM11984810921,367128,945SH DFND1128,94500
BUFFALO WILD WINGS INCCOM11984810971434SH DFND1 243400
BUILD-A-BEAR WORKSHOP INCCOM12007610488566,283SH DFND166,28300
BUILDERS FIRSTSOURCE INCCOM12008R1072,340312,906SH DFND1312,90600
BUNGE LIMITED COMCOMG1696210557,882765,430SH DFND1764,8920538
BURGER KING WORLDWIDE INCCOM1212201079,267340,449SH DFND1340,44900
BURLINGTON STORES INCCOM1220171065,048158,457SH DFND1158,45700
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA85,4375,000,000PRN DFND1 25,000,00000
C & F FINANCIAL CORPCOM12466Q10448813,585SH DFND113,58500
C D I CORP COMCOM1250711001107SH DFND1 210700
C D I CORP COMCOM12507110098668,481SH DFND168,48100
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20968,9971,082,276SH DFND11,082,1310145
C V D EQUIPMENT CORPCOM12660110346238,154SH DFND138,15400
C&J ENERGY SERVICES INCCOM12467B3048,424249,381SH DFND1249,38100
CA INCCOM12673P105290SH DFND1 29000
CA INCCOM12673P10570,4892,454,070SH DFND12,452,59001,480
CABELA'S INC-CL ACOM12680430114,859238,127SH DFND1238,12700
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10927,1811,540,923SH DFND11,538,58002,343
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10979144,835SH DFND1 244,83500
CABOT CORP COMCOM12705510116,668287,446SH DFND1287,44600
CABOT MICROELECTRONICS CORP COMCOM12709P1038,258184,960SH DFND1184,96000
CABOT OIL & GAS CORPCOM12709710305SH DFND1 2500
CABOT OIL & GAS CORPCOM127097103101,9992,989,501SH DFND12,988,36301,138
CACHE INC COM NEWCOM NEW1271503087345,711SH DFND145,71100
CACI INTL INC CL ACL A12719030420294SH DFND1 229400
CACI INTL INC CL ACL A1271903048,126115,751SH DFND1115,75100
CADENCE DESIGN SYSTEM INC COMCOM12738710825,8251,476,612SH DFND11,476,61200
CADIZ INC COMCOM NEW12753720711113,390SH DFND1 213,39000
CADIZ INC COMCOM NEW12753720744954,002SH DFND154,00200
CAESAR STONE SDOT YAM LTDORD SHSM205981042976,053SH DFND16,05300
CAESAR STONE SDOT YAM LTDORD SHSM2059810402SH DFND1 2200
CAESARS ACQUISITION CO - CL ACL A12768T10372058,220SH DFND158,22000
CAESARS ENTERTAINMENTCOM1276861034,306238,189SH DFND1238,18900
CAFEPRESS INCCOM12769A10310821,080SH DFND121,08000
CAI INTERNATIONAL INC -REDHCOM12477X1061,95888,987SH DFND188,98700
CAL DIVE INTERNATIONALCOM12802T101612463,672SH DFND1463,67200
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,368102,211SH DFND1102,21100
CALAMOS ASSET MANAGEMENT-ACL A12811R1041269,457SH DFND1 29,45700
CALAMP CORP COMCOM1281261093,743172,843SH DFND1172,3260517
CALAVO GROWERS INCCOM1282461052,33068,898SH DFND168,89800
CALGON CARBON CORP COMCOM1296031066,952311,335SH DFND1311,33500
CALIFORNIA WTR SVC GROUP COMCOM1307881025,747237,487SH DFND1237,48700
CALIX INCCOM13100M5091,644200,986SH DFND1200,98600
CALLAWAY GOLF CO COMCOM1311931043,334400,823SH DFND1400,82300
CALLIDUS SOFTWARE INCCOM13123E5002,745229,959SH DFND1228,9840975
CALLON PETE CO DEL COMCOM13123X1024,167357,690SH DFND1357,69000
CAL-MAINE FOODS INCCOM NEW1280302028,774118,058SH DFND1118,05800
CAL-MAINE FOODS INCCOM NEW12803020206SH DFND1 2600
CALPINE CORPCOM NEW13134730442,7421,795,560SH DFND11,794,7500810
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610340112,618SH DFND112,61800
CAMBIUM LEARNING GROUP INCCOM13201A1074721,683SH DFND121,68300
CAMBREX CORP COMCOM1320111073,320160,396SH DFND1160,39600
CAMDEN NATL CORP COMCOM1330341081,29733,483SH DFND133,48300
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110239,227551,430SH DFND1551,0880342
CAMECO CORPCOM21661601,64984,080SH DFND184,08000
CAMERON INTERNATIONAL CORP COMCOM13342B105100,1801,480,449SH DFND11,480,0280421
CAMERON INTERNATIONAL CORP COMCOM13342B10504SH DFND1 2400
CAMPBELL SOUP CO COMCOM13442910959,1201,291,355SH DFND11,290,6320723
CAMPUS CREST COMMUNITIES INCCOM13466Y1052,877332,219SH DFND1332,21900
CANADIAN SOLAR INCCOM13663510963620,354SH DFND1 220,35400
CANADIAN SOLAR INCCOM13663510963520,329SH DFND120,32900
CANCER GENETICS INCCOM13739U10444839,720SH DFND139,72000
CANON INC ADRSPONSORED ADR13800630958717,946SH DFND115,52302,423
CANTEL MEDICAL CORP COMCOM1380981088,568233,974SH DFND1233,97400
CAPE BANCORP INCCOM13920910032029,838SH DFND129,83800
CAPE BANCORP INCCOM1392091001104SH DFND1 210400
CAPELLA EDUCATION COCOM1395941053,38762,288SH DFND162,28800
CAPITAL BANK FINANCIAL CORPCL A COM1397941017,414314,031SH DFND1314,03100
CAPITAL CITY BK GROUP INC COMCOM13967410574351,180SH DFND151,18000
CAPITAL ONE FINL CORP COMCOM14040H1059111SH DFND1 211100
CAPITAL ONE FINL CORP COMCOM14040H105364,0994,410,477SH DFND14,408,63201,845
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210718015,801SH DFND115,80100
CAPITAL SR LIVING CORP COMCOM1404751043,313138,981SH DFND1138,98100
CAPITOL FED FINL COMCOM14057J1019,654793,992SH DFND1793,99200
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5069,823747,011SH DFND1742,84504,166
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E506151,146SH DFND1 21,14600
CAPSTONE TURBINE CORP COMCOM14067D1023,5472,349,635SH DFND12,344,12605,509
CARA THERAPEUTICS INCCOM14075510952030,560SH DFND130,3460214
CARBO CERAMICS INC COMCOM14078110515,985103,722SH DFND1103,72200
CARBONITE INCCOM14133710581267,846SH DFND167,84600
CARDICA INC -REDHCOM14141R101129113,916SH DFND1113,91600
CARDINAL FINANCIAL CORPCOM14149F1093,184172,513SH DFND1172,51300
CARDINAL HEALTH INC COMCOM14149Y108176,7372,579,357SH DFND12,577,96901,388
CARDINAL HEALTH INC COMCOM14149Y10801SH DFND1 2100
CARDIOVASCULAR SYSTEMS INCCOM1416191065,148165,212SH DFND1165,21200
CARDTRONICS INCCOM14161H10811,918349,717SH DFND1349,71700
CARDTRONICS INCCOM14161H108394SH DFND1 29400
CARE.COM INCCOM14163310740131,743SH DFND131,74300
CAREER EDUCATION CORP COMCOM1416651091,379294,793SH DFND1294,79300
CAREFUSION CORPCOM14170T10168,6211,548,163SH DFND11,547,7580405
CARETRUST REIT INCCOM14174T1072,185110,375SH DFND1110,37500
CARLISLE COS INC COMCOM14233910029,644342,234SH DFND1342,0340200
CARMAX GROUPCOM14313010282,5631,588,402SH DFND11,588,0290373
CARMAX GROUPCOM1431301024799,212SH DFND1 29,21200
CARMIKE CINEMAS INC COMCOM1434364004,341123,573SH DFND1123,57300
CARNIVAL CORPPAIRED CTF14365830044811,906SH DFND1 211,90600
CARNIVAL CORPPAIRED CTF143658300121,2003,220,993SH DFND13,219,46201,531
CARPENTER TECHNOLOGY CORP COMCOM14428510317,493276,579SH DFND1276,57900
CARRIAGE SVCS INC CL ACOM1439051071,38280,705SH DFND180,70500
CARRIZO OIL & CO INC COMCOM14457710315,602225,268SH DFND1225,26800
CARROLS RESTAURANT GRP INCCOM14574X1041,225172,151SH DFND1172,15100
CARTER HOLDINGSCOM14622910917,930260,126SH DFND1259,9260200
CASCADE BANCORP COMCOM NEW147154207815156,525SH DFND1156,52500
CASCADE MICROTECH INCCOM14732210158242,637SH DFND142,63700
CASELLA WASTE SYS INC CL ACL A1474481041,092218,007SH DFND1218,00700
CASEYS GEN STORES INC COMCOM14752810313,829196,755SH DFND1196,75500
CASH AMER INTL INC COMCOM14754D100368SH DFND1 26800
CASH AMER INTL INC COMCOM14754D1009,990224,853SH DFND1224,85300
CASS INFORMATION SYSTEMS INCCOM14808P1092,40748,651SH DFND148,65100
CASTLE A M & CO COMCOM1484111011,158104,957SH DFND1104,95700
CASTLE BRANDS INCCOM148435100127143,496SH DFND1143,49600
CASTLIGHT HEALTH INC - BCL B14862Q1001,00566,141SH DFND166,14100
CATALYST PHARMACEUTICAL PARTCOM14888U101623246,430SH DFND1246,43000
CATALYST PHARMACEUTICAL PARTCOM14888U10112850,830SH DFND1 250,83000
CATAMARAN CORPCOM1488871024,525102,484SH DFND1102,48400
CATAMARAN CORPCOMB8J4N871,97244,659SH DFND144,65900
CATCHMARK TIMBER TRUST INC-ACL A14912Y2021,04776,618SH DFND176,61800
CATERPILLAR INC DEL COMCOM149123101509,1784,688,288SH DFND14,685,93002,358
CATHAY BANCORP INC COMCOM14915010410,623415,616SH DFND1415,61600
CATO CORP NEW CL ACL A1492051065,169167,291SH DFND1167,29100
CAVCO INDUSTRIES INCCOM1495681073,62242,464SH DFND142,46400
CAVIUM NCCOM14964U10814,787297,782SH DFND1297,78200
CBEYOND COMMUNICATIONS INCCOM1498471051,918192,793SH DFND1192,79300
CBIZ INC COMCOM1248051022,089231,383SH DFND1231,38300
CBL & ASSOC PPTYS INC COMCOM12483010003SH DFND1 2300
CBL & ASSOC PPTYS INC COMCOM12483010020,4871,078,297SH DFND11,078,29700
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CBOE HOLDINGS INCCOM12503M1085113SH DFND1 211300
CBRE GROUP INCCL A12504L10963,2991,976,877SH DFND11,976,4360441
CBS CORPCL B124857202232,7873,748,532SH DFND13,747,37101,161
CBS CORPCL B12485720218305SH DFND1 230500
CBS OUTDOOR AMERICAS INCCOM14987J1063,308101,243SH DFND1101,24300
CDW CORPORATION OF DELEWARECOM12514G10815,592489,109SH DFND1489,10900
CECO ENVIRONMENTAL CORPCOM1251411011,791114,909SH DFND1114,90900
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CELADON GROUP INC COMCOM1508381003,351157,214SH DFND1157,21400
CELANESE CORP-SERIES ACOM SER A15087010351,810806,200SH DFND1805,9240276
CELGENE CORP COMCOM151020104502,7345,857,418SH DFND15,854,84202,576
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CEL-SCI CORP COM NEWCOM PAR $0.01150837508277223,630SH DFND1223,63000
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CEMIG SA -SPONS ADRSP ADR N-V PFD204409601933116,797SH DFND1116,79700
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CENTENE CORP DEL COMCOM15135B1012413,188SH DFND1 23,18800
CENTENE CORP DEL COMCOM15135B10126,216346,738SH DFND1346,73800
CENTER BANCORP INC COM20786W1071,30467,827SH DFND167,82700
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CENTERSTATE BANKS OF FLORIDACOM15201P1092,178194,484SH DFND1194,48400
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452021,097389,304SH DFND1389,30400
CENTRAL GARDEN AND PET CO-ACL A NON-VTG1535272051,938210,717SH DFND1210,71700
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604093,892196,099SH DFND1196,09900
CENTRAL SECURITIES CORPCOM1551231022,602110,967PRN DFND1 2110,96700
CENTRAL VALLEY COMM BANCORPCOM15568510015812,081SH DFND112,08100
CENTURY ALUM CO COMCOM1564311084,701299,836SH DFND1299,83600
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210641611,781SH DFND111,78100
CENTURY CASINOS INCCOM15649210056497,563SH DFND197,56300
CENTURYTEL INC COMCOM156700106153,6374,246,645SH DFND14,243,33403,311
CENVEO INC COMCOM15670S1051,245335,790SH DFND1335,79000
CEPHEID COMCOM15670R10719,201400,542SH DFND1400,54200
CERES INCCOM1567731033349,715SH DFND149,71500
CERNER CORP COMCOM15678210426506SH DFND1 250600
CERNER CORP COMCOM156782104111,5422,163,805SH DFND12,163,0930712
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CHARLES & COLVARD LTD COMCOM15976510610849,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM159864107239SH DFND1 23900
CHARLES RIV LABS INTL INC COMCOM15986410713,780257,477SH DFND1257,2770200
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CHASE CORP COMCOM16150R10496028,148SH DFND128,14800
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CHC GROUP LTDSHSG070211011,420168,353SH DFND1168,35300
CHECK POINT SOFTWARE TECHNORDM224651042,35435,119SH DFND135,11900
CHECKPOINT SYS INC COMCOM1628251033,057218,556SH DFND1218,55600
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CHEGG INCCOM163092109838119,103SH DFND1119,10300
CHEMED CORPCOM16359R1038,74193,274SH DFND193,27400
CHEMICAL FINL CORP COMCOM1637311025,468194,741SH DFND1194,74100
CHEMOCENTRYX INCCOM16383L106720123,204SH DFND1123,20400
CHEMTURA CORPCOM NEW16389320913,469515,477SH DFND1511,79003,687
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CHENIERE ENERGY INC COMCOM NEW16411R20877,8871,086,592SH DFND11,086,1370455
CHEROKEE INC DEL NEW COMCOM16444H10276850,576SH DFND150,57600
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CHESAPEAKE ENERGY CORP COMCOM1651671072167,359SH DFND1 27,35900
CHESAPEAKE LODGING TRUSTSH BEN INT1652401029,164303,161SH DFND1303,16100
CHESAPEAKE UTILS CORP COMCOM1653031083,74052,435SH DFND152,43500
CHEVRON CORP COMCOM1667641001,889,21914,479,539SH DFND114,472,85306,686
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010935,768524,578SH DFND1524,2740304
CHICOPEE BANCORP INCCOM16856510926215,541SH DFND115,54100
CHICOS FAS INC COMCOM16861510213,717808,798SH DFND1808,4980300
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CHIMERA INVESTMENT CORP-REDHCOM16934Q10918,9875,952,124SH DFND15,952,12400
CHIMERA INVESTMENT CORP-REDHCOM16934Q10924978,210SH DFND1 278,21000
CHIMERIX INCCOM16934W1063,403155,106SH DFND1155,10600
CHINA BIOLOGIC PRODUCTS INCCOM16938C1062064,633SH DFND14,63300
CHINA HOUSING & LAND DEV INCCOM16939V10311161,878SH DFND1 261,87800
CHINA HOUSING & LAND DEV INCCOM16939V103126,688SH DFND16,68800
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M109931,925SH DFND1001,925
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1094399,033SH DFND1 29,03300
CHINA RECYCLING ENERGY CORPCOM1689131010159SH DFND1 215900
CHINA RECYCLING ENERGY CORPCOM1689131011810,294SH DFND110,29400
CHINA YUCHAI INTERNATIONAL LTDCOMG2108210537117,520SH DFND1 217,52000
CHINDEX INTERNATIONAL INCCOM1694671071,50563,542SH DFND163,54200
CHIPOTLE MEXICAN GRILL -REDHCOM169656105131,780222,546SH DFND1222,494052
CHIQUITA BRANDS INTL INC COMCOM1700328092,826260,493SH DFND1260,49300
CHOICE HOTELS INTL INC COMCOM1699051069,233195,998SH DFND1195,4980500
CHRISTOPHER & BANKS CORP COMCOM1710461051,864212,837SH DFND1212,83700
CHUBB CORP COMCOM171232101166,5031,807,546SH DFND11,807,0650481
CHUBB CORP COMCOM17123210156608SH DFND1 260800
CHURCH & DWIGHT INC COMCOM17134010247,453678,550SH DFND1678,1960354
CHURCHILL DOWNS INC COMCOM1714841086,88176,368SH DFND176,36800
CHUY'S HOLDINGS INCCOM1716041013,43794,694SH DFND194,69400
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40749432,303SH DFND131,5030800
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B4072161SH DFND1 216100
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10245842,746SH DFND141,51201,234
CIBER INC COMCOM17163B1021,667337,565SH DFND1337,56500
CIENA CORP COMCOM NEW17177930911,964552,359SH DFND1552,2170142
CIFC DEERFIELD CORPCOM12547R10522124,554SH DFND124,55400
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CIGNA CORP COMCOM125509109182,0931,981,106SH DFND11,980,6520454
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CIMAREX ENERGY COCOM17179810193,398651,413SH DFND1651,0900323
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CINEDIGM CORPCOM172406100907364,511SH DFND1364,51100
CINEMARK HOLDINGS INC -REDHCOM17243V10218,483522,721SH DFND1522,72100
CINTAS CORP COMCOM17290810525403SH DFND1 240300
CINTAS CORP COMCOM17290810547,376746,059SH DFND1745,5500509
CIRCOR INTL INC COMCOM17273K1098,539110,722SH DFND1110,72200
CIRRUS LOGIC INC COMCOM1727551003139SH DFND1 213900
CIRRUS LOGIC INC COMCOM1727551007,792342,670SH DFND1342,67000
CISCO SYS INC COMCOM17275R102783,160SH DFND1 23,16000
CISCO SYS INC COMCOM17275R102995,27540,073,707SH DFND140,054,299019,408
CIT GROUP INCCOM NEW12558180147,0191,027,764SH DFND11,027,3920372
CIT GROUP INCCOM NEW1255818011242,721SH DFND1 22,72100
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CITI TRENDS INCCOM17306X102221,050SH DFND1 21,05000
CITIGROUP INC COMCOM NEW1729674244419,367SH DFND1 29,36700
CITIGROUP INC COMCOM NEW1729674241,085,19423,053,480SH DFND123,044,26509,215
CITIZENS & NORTHERN CORPCOM1729221061,14258,622SH DFND158,62200
CITIZENS INC CL ACL A1747401001,448195,696SH DFND1195,69600
CITRIX SYS INC COMCOM17737610077,1281,233,819SH DFND11,233,2290590
CITRIX SYS INC COMCOM1773761006107SH DFND1 210700
CITY HLDG CO COMCOM1778351054,540100,634SH DFND199,7340900
CITY NATL CORP COMCOM17856610519,262254,263SH DFND1254,26300
CITY OFFICE REITCOM17858710128622,563SH DFND122,56300
CIVEO CORPCOM17878710713,576542,406SH DFND1542,40600
CLARCOR INC COMCOM17989510716,763271,031SH DFND1271,03100
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C40120575,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991014,327369,264SH DFND1369,26400
CLEAN HARBORS INC COMCOM18449610718,025280,545SH DFND1280,54500
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,666203,708SH DFND1197,34806,360
CLEARFIELD INCCOM18482P10398058,408SH DFND158,40800
CLEARONE INCCOM18506U1041105SH DFND1 210500
CLEARONE INCCOM18506U10419619,998SH DFND119,99800
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CLEARWATER PAPER CORP - W/ICOM18538R1037,060114,391SH DFND1114,39100
CLECO CORP NEW COMCOM12561W1052945,000SH DFND1 25,00000
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CLEVELAND BIOLABS INC -REDHCOM18586010363132,540SH DFND1132,54000
CLEVELAND CLIFFS INC COMCOM18683K10111,688776,649SH DFND1776,2490400
CLEVELAND CLIFFS INC COMCOM18683K101835,561SH DFND1 25,56100
CLIFTON BANCORP INCCOM18687310581664,432SH DFND164,43200
CLOROX CO DEL COMCOM18905410983,612915,353SH DFND1914,7770576
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CLOVIS ONCOLOGY INCCOM1894641006,748162,975SH DFND1162,97500
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CME GROUP INCCOM12572Q105166,9582,354,583SH DFND12,352,20302,380
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CMS ENERGY CORP COMCOM12589610062,4442,005,843SH DFND12,004,8510992
CNA FINL CORP COMCOM1261171007,227178,803SH DFND1178,80300
CNB FINANCIAL CORP/PACOM1261281071,03561,615SH DFND161,61500
CNH GLOBAL N V SHSSHSN2094410910210,000SH DFND110,00000
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CNOOC LTD SPONSORED ADRSPONSORED ADR126132109134751SH DFND12000551
COACH INC COMCOM18975410467,2421,967,941SH DFND11,966,74901,192
COBALT INTERNATIONAL ENERGYCOM19075F10627,4501,496,261SH DFND11,495,5320729
COBIZ INC COMCOM1908971082,249208,885SH DFND1208,88500
COCA COLA BOTTLING CO CONS COMCOM1910981021,87425,441SH DFND125,44100
COCA COLA CO COMCOM1912161001,175,15027,758,674SH DFND127,744,923013,751
COCA COLA CO COMCOM1912161001543,645SH DFND1 23,64500
COCA COLA ENTERPRISES INC COMCOM19122T1098186SH DFND1 218600
COCA COLA ENTERPRISES INC COMCOM19122T10980,0091,675,594SH DFND11,674,7110883
COCA-COLA HBC AG - SPR ADRSPONSORED ADR1912231064,668205,220SH DFND1205,22000
CODEXIS INCCOM19200510613895,112SH DFND195,11200
COEUR D ALENE MINES CORP ID COMCOM NEW1921085045,533602,778SH DFND1602,77800
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COGENT COMM GROUP INC COMCOM NEW19239V3029,068262,473SH DFND1262,47300
COGNEX CORP COMCOM19242210318,344477,724SH DFND1477,72400
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COHEN & STEERS REIT & PFD FDCOM19247X1002,027112,425PRN DFND1 2112,42500
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COHERENT INC COMCOM1924791039,088137,350SH DFND1137,35000
COHU INC COMCOM1925761061,211113,234SH DFND1113,23400
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COLGATE PALMOLIVE CO COMCOM194162103435,1286,385,897SH DFND16,382,43003,467
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COLONY FINANCIAL INCCOM19624R10611,100478,043SH DFND1478,04300
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COLUMBIA LABS INC COMCOM NEW19777920031746,350SH DFND146,35000
COLUMBIA PROPERTY TRUST INCCOM NEW19828720320,715796,454SH DFND1796,45400
COLUMBIA SPORTSWEAR CO COMCOM1985161066,55879,358SH DFND179,0580300
COLUMBUS MCKINNON CORP N Y COMCOM1993331052,924108,131SH DFND1108,13100
COMBIMATRIX CORPORATIONCOM NEW20009T3032913,852SH DFND113,85200
COMCAST CORP CL ACL A20030N1011,053,13519,629,429SH DFND119,623,94205,487
COMCAST CORP CL A SPLCL A SPL20030N2004,71489,051SH DFND184,98404,067
COMERICA INC COMCOM20034010768,9751,375,911SH DFND11,375,5810330
COMERICA INC COMCOM20034010720403SH DFND1 240300
COMFORT SYS USA INC COMCOM1999081044,150262,679SH DFND1262,67900
COMMERCE BANCSHARES INC COMCOM20052510320,068431,585SH DFND1431,58500
COMMERCIAL METALS CO COMCOM2017231039,911572,569SH DFND1572,2690300
COMMERCIAL VEHICLE GROUP INC COMCOM2026081051,878187,144SH DFND1187,14400
COMMONWEALTH REITCOM SH BEN INT20323310118,636708,065SH DFND1708,06500
COMMSCOPE HOLDING CO INCCOM20337X10910,177440,002SH DFND1440,00200
COMMUNICATIONS SYS INC COMCOM20390010533627,069SH DFND127,06900
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COMMUNITY HEALTH SYS INC NE COMCOM20366810826,842591,625SH DFND1591,62500
COMMUNITY TR BANCORP INC COMCOM2041491083,27795,774SH DFND195,77400
COMMUNITYONE BANCORPCOM20416Q10838239,393SH DFND139,39300
COMMVAULT SYSTEMS INC -REDHCOM2041661021252,553SH DFND1 22,55300
COMMVAULT SYSTEMS INC -REDHCOM20416610212,201248,148SH DFND1248,14800
COMPASS MINERALS INTERNATIONALCOM20451N10116,167168,872SH DFND1168,87200
COMPUTER PROGRAMS & SYS INC COMCOM2053061034,38268,901SH DFND168,0150886
COMPUTER SCIENCES CORP COMCOM2053631044647,356SH DFND1 27,35600
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COMPUWARE CORP COMCOM20563810912,7031,271,613SH DFND11,271,61300
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COMSTOCK HOMEBUILDING COS-ACL A2056841035747,959SH DFND147,95900
COMSTOCK MINING INCCOM205750102468280,703SH DFND1280,70300
COMSTOCK RES INC COM NEWCOM NEW2057682036,841237,239SH DFND1237,23900
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COMVERSE INCCOM20585P1051284,807SH DFND1 24,80700
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CONAGRA FOODS INC COMCOM20588710292,0323,102,664SH DFND13,100,98501,679
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CONCERT PHARMACEUTICALS INCCOM20602210521120,942SH DFND120,94200
CONCHO RESOURCES INC -REDHCOM20605P10179,690551,619SH DFND1551,2280391
CONCUR TECHNOLOGIES INC COMCOM20670810922,629242,441SH DFND1242,44100
CONCURRENT COMPUTER CORP NE COMCOM PAR $.0120671040224532,962SH DFND132,96200
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CONNECTICUT WTR SVC INC COMCOM2077971011,87555,382SH DFND155,38200
CONNECTONE BANCORP INCCOM20786U10151610,345SH DFND110,34500
CONN'S INCCOM2082421076,785137,387SH DFND1137,38700
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CONOCO PHILLIPS CO COMCOM20825C104803,2029,374,322SH DFND19,369,78804,534
CONSOL ENERGY INC COMCOM20854P10977,9361,692,680SH DFND11,691,8870793
CONSOL ENERGY INC COMCOM20854P1092214,817SH DFND1 24,81700
CONSOLIDATED COMMUNICATIONSCOM2090341075,278237,358SH DFND1234,51402,844
CONSOLIDATED EDISON INC COMCOM20911510412211SH DFND1 221100
CONSOLIDATED EDISON INC COMCOM209115104124,7142,161,226SH DFND12,159,97201,254
CONSOLIDATED TOMOKA LD CO COMCOM2102261061,01222,049SH DFND122,04900
CONSTANT CONTACT INCCOM2103131029,312290,020SH DFND1290,02000
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CONSTELLATION BRANDS INC CL ACL A21036P1082753,130SH DFND1 23,13000
CONSTELLATION BRANDS INC CL ACL A21036P108105,6131,199,103SH DFND11,198,8900213
CONSUMER PORTFOLIO SVCS INC COMCOM21050210059277,698SH DFND177,69800
CONTAINER STORE GROUP INCCOM2107511032,15777,679SH DFND177,67900
CONTANGO OIL AND GAS COMPANYCOM NEW21075N2043,63785,981SH DFND185,98100
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CONTROL4 CORPCOM21240D10759130,220SH DFND130,22000
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CON-WAY INC COMCOM20594410115,180301,132SH DFND1301,0320100
COOPER COS INC COM NEWCOM NEW21664840233,630248,138SH DFND1248,0380100
COOPER TIRE & RUBR CO COMCOM2168311079,968332,276SH DFND1332,27600
COOPER-STANDARD HOLDINGCOM21676P1033,24949,122SH DFND149,12200
COPA HOLDINGS SACL AP310761057,61453,407SH DFND153,353054
COPART INC COMCOM21720410620,535571,056SH DFND1571,05600
CORCEPT THERAPEUTICS INC COMCOM2183521021,001357,592SH DFND1357,59200
CORCEPT THERAPEUTICS INC COMCOM21835210215655,972SH DFND1 255,97200
CORE LABORATORIES N V COMCOMN2271710703SH DFND1 2300
CORE LABORATORIES N V COMCOMN2271710734,834208,572SH DFND1208,485087
CORE MARK HOLDING CO INCCOM2186811045,772126,504SH DFND1126,50400
CORE MOLDING TECHNOLOGIES INCCOM21868310028321,803SH DFND121,80300
CORELOGIC INCCOM21871D10314,419474,945SH DFND1474,8210124
CORENERGY INFRASTRUCTURE TRUCOM21870U20520627,864SH DFND122,86405,000
CORESITE REALTY CORPCOM21870Q1053,871117,081SH DFND1117,08100
CORESITE REALTY CORPCOM21870Q105263SH DFND1 26300
CORINTHIAN COLLEGES INC COMCOM218868107123418,283SH DFND1418,28300
CORIUM INTERNATIONAL INCCOM21887L10710313,356SH DFND113,35600
CORMEDIX INCCOM21900C1008949,454SH DFND149,45400
CORNERSTONE ONDEMAND INCCOM21925Y10311,982260,382SH DFND1260,38200
CORNING INC COMCOM219350105502,300SH DFND1 22,30000
CORNING INC COMCOM219350105206,8399,429,000SH DFND19,422,90806,092
CORONADO BIOSCIENCES INCCOM21976U109204118,769SH DFND1118,76900
CORPORATE EXECUTIVE BRD CO COMCOM21988R10212,029176,334SH DFND1176,2340100
CORPORATE OFFICE PPTYS TR SH BEN INTSH BEN INT22002T10815,734565,793SH DFND1565,79300
CORPORATE RESOURCE SERVICESCOM22004Y10520970,416SH DFND170,41600
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40722,456683,598SH DFND1683,59800
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y407021SH DFND1 22100
CORVEL CORP COMCOM2210061094,35696,417SH DFND196,41700
COSI INCCOM NEW22122P2004035,663SH DFND135,66300
COSTAR GROUP INC COMCOM22160N10902SH DFND1 2200
COSTAR GROUP INC COMCOM22160N10925,460160,968SH DFND1160,8680100
COSTCO WHSL CORP NEW COMCOM22160K105378,3403,287,254SH DFND13,285,90001,354
COTT CORP QUE COMCOM22163N1062386SH DFND1 238600
COTT CORP QUE COMCOM22163N1067310,364SH DFND10010,364
COTY INCCOM CL A2220702035,223304,929SH DFND1304,92900
COUPONS.COMCOM22265J1021,69364,366SH DFND164,36600
COURIER CORP COMCOM22266010274249,756SH DFND149,75600
COUSINS PPTYS INC COMCOM22279510615,5561,249,502SH DFND11,249,50200
COVANCE INC COMCOM22281610023,938279,718SH DFND1279,5180200
COVANTA HOLDING CORPCOM22282E10214,107684,502SH DFND1684,2020300
COVENANT TRANS INC CL ACL A22284P10553441,470SH DFND141,47000
COVIDIEN LTDSHSG2554F1131,84820,500SH DFND1 220,50000
COVIDIEN LTDSHSG2554F113295,2863,276,378SH DFND13,274,67101,707
COVISINT CORPCOM22357R10327757,070SH DFND157,07000
COWEN GROUP INCCL A2236221012,366560,771SH DFND1560,77100
CPI AEROSTRUCTURES INCCOM NEW12591930830123,822SH DFND123,82200
CRA INTERNATIONAL INCCOM12618T1051,20052,072SH DFND152,07200
CRACKER BARREL OLD COUNTRY STOCOM22410J10612,587126,420SH DFND1126,343077
CRAFT BREWERS ALLIANCE INCCOM22412210148644,006SH DFND144,00600
CRANE CO COMCOM22439910518,215244,970SH DFND1244,1240846
CRAWFORD & CO CL BCL B2246331071,180117,094SH DFND1117,09400
CRAY INC COMCOM NEW2252233045,909222,146SH DFND1222,14600
CREDICORP LTDCOM22329863722,404SH DFND12,40400
CREDICORP LTDCOM22328782,52816,262SH DFND116,26200
CREDIT ACCEP CORP MICH COMCOM2253101018,65070,274SH DFND170,27400
CREDIT SUISSE GROUP SPONSORED ADRSPONSORED ADR22540110844515,704SH DFND114,05301,651
CREE INC COMCOM22544710131,292626,614SH DFND1626,1340480
CREXENDO INCCOM2265521076119,140SH DFND119,14000
CRH PLC -SPONSORED ADRADR12626K20331912,360SH DFND110,45801,902
CROCS INCCOM2270461097,213479,931SH DFND1479,93100
CROSS CTRY HEALTHCARE INCCOM2274831041,043160,103SH DFND1160,10300
CROSSROADS SYS INC COMCOM NEW22765D20911233,683SH DFND133,68300
CROWN CASTLE INTL CORP COMCOM2282271043194,300SH DFND1 24,30000
CROWN CASTLE INTL CORP COMCOM228227104176,1352,373,330SH DFND12,372,7230607
CROWN HOLDINGS INCCOM22836810632,580654,917SH DFND1654,8160101
CROWN MEDIA HLDGS INC CL ACL A228411104812223,872SH DFND1223,87200
CRYOLIFE INC COMCOM22890310001SH DFND1 2100
CRYOLIFE INC COMCOM2289031001,198133,891SH DFND1133,89100
CSG SYS INTL INC COMCOM1263491096,963266,713SH DFND1266,71300
CSS INDS INC COMCOM12590610750919,337SH DFND1 219,33700
CSS INDS INC COMCOM1259061071,32850,370SH DFND150,37000
CST BRANDS INCCOM12646R10512,958375,599SH DFND1375,4490150
CSX CORP COMCOM126408103224,4187,288,334SH DFND17,284,84703,487
CTC MEDIA INCCOM12642X10643039,070SH DFND1 239,07000
CTC MEDIA INCCOM12642X10632629,640SH DFND129,64000
CTI BIOPHARMA CORPCOM12648L1062,099747,291SH DFND1747,29100
CTPARTNERS EXECUTIVE SEARCOM22945C10510210,922SH DFND110,92200
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1001,78127,818SH DFND127,81800
CTS CORP COMCOM1265011053,392181,407SH DFND1181,40700
CU BANCORPCOM12653410687946,101SH DFND146,10100
CUBESMART COM22966310915,460843,908SH DFND1843,90800
CUBIC CORP COMCOM2296691065,166116,064SH DFND1116,06400
CUBIST PHARMACEUTICALS INC COMCOM22967810726,799383,842SH DFND1383,84200
CUI GLOBAL INCCOM NEW126576206943112,331SH DFND1112,33100
CULLEN FROST BANKERS INC COMCOM22989910920,571259,027SH DFND1259,02700
CULP INC COMCOM23021510565737,747SH DFND137,74700
CUMBERLAND PHARMACEUTICALSCOM23077010919343,092SH DFND143,09200
CUMMINS INC COMCOM231021106185,6771,204,192SH DFND11,203,5040688
CUMMINS INC COMCOM231021106322SH DFND1 22200
CUMULUS MEDIA INC CL ACL A2310821084,134627,332SH DFND1627,33200
CUMULUS MEDIA INC CL ACL A23108210816825,621SH DFND1 225,62100
CURIS INC COMCOM231269101659354,696SH DFND1354,69600
CURTISS WRIGHT CORP COMCOM23156110120,241308,742SH DFND1308,74200
CUSTOMERS BANCORP INCCOM23204G1001,55177,537SH DFND177,53700
CUTERA INCCOM23210910858756,514SH DFND156,51400
CVB FINL CORP COMCOM1266001058,055502,511SH DFND1502,51100
CVENT INCCOM23247G1091,92666,223SH DFND166,22300
CVR ENERGY INCCOM12662P1087,186149,138SH DFND1147,25001,888
CVR ENERGY INCCOM12662P10801SH DFND1 2100
CVS CORP COMCOM1266501001532,031SH DFND1 22,03100
CVS CORP COMCOM126650100669,8208,892,205SH DFND18,887,57004,635
CYAN INCCOM23247W10423758,998SH DFND158,99800
CYBERONICS INC COMCOM23251P10212,026192,544SH DFND1192,54400
CYBERONICS INC COMCOM23251P102121SH DFND1 22100
CYBEROPTICS CORP COMCOM23251710213516,917SH DFND116,91700
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L30621871,273SH DFND171,27300
CYNOSOSURE INC-CLASS ACL A2325772052,252106,010SH DFND1106,01000
CYNOSOSURE INC-CLASS ACL A23257720506SH DFND1 2600
CYPRESS SEMICONDUCTOR CORP COMCOM2328061099,287851,266SH DFND1848,41502,851
CYRUSONE INCCOM23283R1004,253170,839SH DFND1170,83900
CYRUSONE INCCOM23283R100146SH DFND1 24600
CYS INVESTMENTS INCCOM12673A1088,002887,237SH DFND1882,67504,562
CYTEC INDS INC COMCOM23282010019,270182,794SH DFND1182,79400
CYTOKINETICS INC COMCOM NEW23282W605756158,323SH DFND1158,32300
CYTORI THERAPEUTICS INCCOM23283K105764319,755SH DFND1319,75500
CYTRX CORP COM NEWCOM PAR $.001232828509981234,828SH DFND1234,82800
D R HORTON INC COMCOM23331A10951,5502,098,566SH DFND12,097,51701,049
D R HORTON INC COMCOM23331A109271,107SH DFND1 21,10700
DAILY JOURNAL CORPCOM2339121042141,040SH DFND11,04000
DAKTRONICS INC COMCOM2342641092202SH DFND1 220200
DAKTRONICS INC COMCOM2342641093,505294,110SH DFND1294,11000
DANA CORPCOM23582520524,9571,022,011SH DFND11,022,01100
DANAHER CORP DEL COMCOM235851102342,1734,348,823SH DFND14,346,30502,518
DARDEN RESTAURANTS INC COMCOM23719410544,950972,045SH DFND1970,55101,494
DARLING INTL INC COMCOM23726610118,373879,104SH DFND1879,10400
DATALINK CORP COMCOM2379341041,121112,182SH DFND1112,18200
DATALINK CORP COMCOM2379341043323SH DFND1 232300
DATAWATCH CORP COM NEWCOM NEW23791720859439,737SH DFND139,73700
DATAWATCH CORP COM NEWCOM NEW23791720816210,848SH DFND1 210,84800
DAVITA INC COMCOM23918K10893,2381,290,013SH DFND11,289,6670346
DAWSON GEOPHYSICAL CO COMCOM2393591021,18941,506SH DFND141,50600
DCT INDUSTRIAL TRUST INCCOM233153105566,932SH DFND1 26,93200
DCT INDUSTRIAL TRUST INCCOM23315310516,3681,993,720SH DFND11,993,72000
DEALERTRACK TECHNOLOGIES INCCOM24230910211,399251,418SH DFND1251,41800
DEAN FOODS CO NEW COMCOM NEW2423702038,939508,240SH DFND1508,0900150
DECKERS OUTDOOR CORP COMCOM24353710714,670169,932SH DFND1169,93200
DEERE & CO COMCOM244199105238,6482,637,113SH DFND12,635,61101,502
DEERE & CO COMCOM2441991052562,834SH DFND1 22,83400
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771023,745135,905SH DFND1135,90500
DELCATH SYSTEMS INCCOM NEW24661P40110439,792SH DFND139,79200
DELEK US HOLDINGS INCCOM2466471018,916315,855SH DFND1315,6980157
DELIA*S INCCOM246911101152198,502SH DFND1198,50200
DELPHI AUTOMOTIVE PLCSHSG27823106134,2921,954,887SH DFND11,954,3530534
DELTA AIR LINES INCCOM NEW247361702244,1236,307,727SH DFND16,304,65403,073
DELTA AIR LINES INCCOM NEW24736170259115,276SH DFND1 215,27600
DELTA APPAREL INC COMCOM24736810327219,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810650322,946SH DFND122,94600
DELTIC TIMBER CORP COMCOM2478501003,76762,362SH DFND162,36200
DELUXE CORP COMCOM2480191011402,400SH DFND1 22,40000
DELUXE CORP COMCOM24801910117,528299,225SH DFND1299,22500
DEMAND MEDIA INCCOM24802N1091,181245,071SH DFND1245,07100
DEMANDWARE INCCOM24802Y10510,577152,475SH DFND1151,8410634
DENBURY RES INC COM NEWCOM NEW24791620847,8302,592,563SH DFND12,591,5800983
DENDREON CORP COMCOM24823Q1071,966854,784SH DFND1854,78400
DENNY'S CORPORATION COMCOM24869P1043,233495,946SH DFND1495,94600
DENTSPLY INTL INC NEW COMCOM24903010750,2171,061,167SH DFND11,060,8540313
DEPOMED INCCOM2499081044,512324,640SH DFND1324,64000
DERMA SCIENCES INCCOM PAR $.012498275021,435124,142SH DFND1124,14200
DESCARTES SYSTEMS GROUP INCCOM24990610816511,543SH DFND111,54300
DESTINATION MATERNITY CORPCOM25065D1001,74876,769SH DFND176,76900
DESTINATION XL GROUP INCCOM25065K1041,236224,440SH DFND1224,44000
DEUTSCHE BANK AG -REGNAMEN AKTD181908983068,701SH DFND17,10101,600
DEUTSCHE BANK AG -REGNAMEN AKTD1819089824710SH DFND1 271000
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10231,6311,794,162SH DFND11,794,077085
DEVON ENERGY CORP NEW COMCOM25179M10340506SH DFND1 250600
DEVON ENERGY CORP NEW COMCOM25179M103229,9522,897,805SH DFND12,896,69401,111
DEVRY INC DEL COMCOM25189310314,225335,994SH DFND1335,8440150
DEX MEDIA INCCOM25213A10715714,137SH DFND114,13700
DEXCOM INCCOM25213110718,878476,001SH DFND1476,00100
DHT HOLDINGS INCSHS NEWY2065G1212,383331,069SH DFND1331,06900
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2059457,432SH DFND15,75701,675
DIAMOND FOODS INCCOM25260310504SH DFND1 2400
DIAMOND FOODS INCCOM2526031053,291116,726SH DFND1116,72600
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2071,59412,484SH DFND112,48400
DIAMOND OFFSHORE DRILLING I COMCOM25271C1021242,500SH DFND1 22,50000
DIAMOND OFFSHORE DRILLING I COMCOM25271C10225,351511,105SH DFND1509,02702,078
DIAMOND RESORTS INTERNATIONAL INCCOM25272T1042,525108,541SH DFND1108,54100
DIAMONDBACK ENERGY INCCOM25278X10917,902201,606SH DFND1201,60600
DIAMONDROCK HOSPITALITY COCOM25278430116,1421,259,194SH DFND11,259,19400
DICE HOLDINGS INCCOM2530171071,701223,636SH DFND1223,63600
DICERNA PHARMACEUTICALS INCCOM25303110877534,380SH DFND134,2710109
DICK'S SPORTING GOODS INCCOM25339310223,745510,120SH DFND1509,9630157
DICK'S SPORTING GOODS INCCOM2533931021703,654SH DFND1 23,65400
DIEBOLD INC COMCOM25365110313,331331,884SH DFND1331,6840200
DIGI INTL INC COMCOM2537981021,152122,329SH DFND1122,32900
DIGIMARC CORP COMCOM25381B1011,24638,236SH DFND138,23600
DIGIRAD CORP COMCOM25382710910730,155SH DFND1 230,15500
DIGIRAD CORP COMCOM25382710917248,513SH DFND148,51300
DIGITAL CINEMA DESTINATIONSCL A COM25383B1096010,117SH DFND110,11700
DIGITAL REALTY TRUST INCCOM25386810350,340863,320SH DFND1863,0250295
DIGITAL RIV INC COMCOM25388B1042,615169,488SH DFND1169,3880100
DIGITALGLOBE INCCOM NEW25389M87710,559379,826SH DFND1379,82600
DILLARDS INC CL ACL A25406710118,294156,889SH DFND1156,813076
DIME CMNTY BANCSHARES COMCOM2539221083,305209,320SH DFND1209,32000
DINEEQUITY INCCOM2544231067,46793,948SH DFND193,94800
DIODES INC COMCOM2545431015,765199,069SH DFND1199,06900
DIRECTV GROUP INC/THECOM25490A309288,3713,394,270SH DFND13,393,3270943
DIRECTV GROUP INC/THECOM25490A3092,61830,800SH DFND1 230,80000
DISCOVER FINANCIAL SVCS INCCOM254709108216,1883,490,078SH DFND13,489,2190859
DISCOVER FINANCIAL SVCS INCCOM25470910816265SH DFND1 226500
DISCOVERY COMMUNICATIONS-CCOM SER C25470F3021,05514,662SH DFND114,66200
DISCOVERY HOLDING CO-ACOM SER A25470F104118,6711,598,474SH DFND11,597,7930681
DISCOVERY HOLDING CO-ACOM SER A25470F10460812SH DFND1 281200
DISCOVERY LABORATORIES INC COMCOM NEW254668403780438,635SH DFND1438,63500
DISH NETWORK CORPCL A25470M10970,8291,088,604SH DFND11,088,2080396
DISH NETWORK CORPCL A25470M1093255,000SH DFND1 25,00000
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,026,55811,980,006SH DFND111,973,60506,401
DIVERSICARE HEALTHCARE SERVICESCOM2551041019212,213SH DFND112,21300
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M10518238,291SH DFND138,29100
DIXIE GROUP INC CL ACL A25551910068064,280SH DFND164,28000
DOCUMENT SECURITY SYSTEMSCOM25614T1019771,420SH DFND171,42000
DOLBY LABORATORIES INC-CL ACOM25659T10711,600268,522SH DFND1268,52200
DOLBY LABORATORIES INC-CL ACOM25659T107020SH DFND1 22000
DOLLAR GEN CORP COMCOM256677105124,5452,172,641SH DFND12,172,1120529
DOLLAR TREE INC COMCOM25674610882,5571,516,840SH DFND11,516,3390501
DOMINION DIAMOND CORPCOM25728710215510,789SH DFND1 210,78900
DOMINION RES INC VA NEW COMCOM25746U109301,5364,218,629SH DFND14,216,49302,136
DOMINION RES INC VA NEW COMCOM25746U1093564,985SH DFND1 24,98500
DOMINO'S PIZZA INCCOM25754A20119,893272,178SH DFND1272,17800
DOMTAR INC COMCOM NEW257559203551,296SH DFND1 21,29600
DOMTAR INC COMCOM NEW25755920314,272333,085SH DFND1333,08500
DONALDSON INC COMCOM25765110926,672630,254SH DFND1630,25400
DONEGAL GROUP INC-CL ACL A25770120161840,399SH DFND140,39900
DONEGAL GROUP INC-CL ACL A2577012011087,102SH DFND1 27,10200
DONNELLEY R R & SONS CO COMCOM25786710117,7451,046,317SH DFND11,042,64603,671
DORAL FINL CORP COMCOM PAR 0.0125811P85211426,508SH DFND126,50800
DORMAN PRODUCTS INCCOM25827810010,464212,171SH DFND1212,17100
DOT HILL SYS CORP COMCOM25848T1091,670355,524SH DFND1355,52400
DOUGLAS DYNAMICS INCCOM25960R1052,355133,678SH DFND1130,43703,241
DOUGLAS DYNAMICS INCCOM25960R105026SH DFND1 22600
DOUGLAS EMMETT INCCOM25960P10924,062852,668SH DFND1852,66800
DOVER CORP COMCOM260003108670SH DFND1 27000
DOVER CORP COMCOM260003108109,2211,201,630SH DFND11,200,54501,085
DOVER DOWNS GAMING & ENTMT COMCOM2600951044130,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741079432,679SH DFND132,67900
DOW CHEM CO COMCOM260543103471,7019,171,642SH DFND19,166,79904,843
DOW CHEM CO COMCOM26054310325502SH DFND1 250200
DR PEPPER SNAPPLE GROUP INCCOM26138E10936621SH DFND1 262100
DR PEPPER SNAPPLE GROUP INCCOM26138E10987,5421,495,260SH DFND11,493,70401,556
DREAMWORKS ANIMATION SKG-ACL A26153C1038,975385,889SH DFND1385,88900
DRESSER-RAND GROUP INCCOM26160810323,452368,001SH DFND1368,00100
DREW INDS INC COM NEWCOM NEW26168L205139SH DFND1 23900
DREW INDS INC COM NEWCOM NEW26168L2057,137142,726SH DFND1142,72600
DRIL-QUIP INC COMCOM26203710428,750263,190SH DFND1263,19000
DRYSHIPS INCSHSY2109Q10124375,631SH DFND175,63100
DSP GROUP INC COMCOM23332B1061,021120,279SH DFND1120,27900
DST SYS INC DEL COMCOM23332610722,917248,641SH DFND1248,5410100
DST SYS INC DEL COMCOM2333261074244,603SH DFND1 24,60300
DSW INC-CLASS ACL A23334L10210,461374,419SH DFND1374,41900
DTE ENERGY CO COMCOM233331107105,6291,357,248SH DFND11,356,5870661
DTS INCCOM23335C1013173SH DFND1 217300
DTS INCCOM23335C1011,82899,328SH DFND199,32800
DU PONT E I DE NEMOURS & CO COMCOM263534109439,2686,716,549SH DFND16,713,08703,462
DU PONT E I DE NEMOURS & CO COMCOM26353410922340SH DFND1 234000
DUCOMMUN INC DEL COMCOM2641471091,53158,611SH DFND158,61100
DUKE ENERGY CORP COMCOM NEW26441C204386,3105,210,130SH DFND15,207,09403,036
DUKE ENERGY CORP COMCOM NEW26441C2047104SH DFND1 210400
DUKE REALTY CORP COM NEWCOM NEW26441150538,2232,105,199SH DFND12,102,30502,894
DUN & BRADSTREET CORP DEL N COMCOM26483E10029,165264,809SH DFND1264,2940515
DUNKIN' BRANDS GROUP INCCOM26550410024,546535,822SH DFND1535,82200
DUPONT FABROS TECHNOLOGY INCCOM26613Q10612,144450,482SH DFND1450,48200
DUPONT FABROS TECHNOLOGY INCCOM26613Q106401,492SH DFND1 21,49200
DURATA THERAPEUTICS INCCOM26658A1071,00859,242SH DFND159,24200
DURECT CORP COMCOM266605104937514,930SH DFND1514,93000
DVR 5 07/15/17NOTE 5.000% 7/112802TAB74,4055,304,000PRN DFND1 25,304,00000
DWS MULTI-MARKET INCOME TRUSTSHS23338L1081,742183,961PRN DFND1 2183,96100
DXP ENTERPRISES INCCOM NEW2333774076,07180,373SH DFND180,37300
DYAX CORP COMCOM26746E1037,977830,939SH DFND1829,74401,195
DYCOM INDS INC COMCOM2674751015,574178,027SH DFND1178,02700
DYNAMIC MATERIALS CORPCOM2678881051,70977,240SH DFND177,24000
DYNAVAX TECHNOLOGIES CORPCOM2681581022,2981,436,343SH DFND11,436,34300
DYNEGY INCCOM26817R10823,106663,974SH DFND1663,97400
DYNEX CAPITAL INCCOM NEW26817Q5062,516284,377SH DFND1281,34003,037
E M C CORP MASS COMCOM268648102404,82915,378,333SH DFND115,373,28605,047
E M C CORP MASS COMCOM268648102391,516SH DFND1 21,51600
E*TRADE FINANCIAL CORPCOM NEW26924640146,6342,194,439SH DFND12,194,43900
E2OPEN INCCOM29788A1041,91492,600SH DFND192,2720328
EAGLE BANCORP INCCOM268948106541,615SH DFND1 21,61500
EAGLE BANCORP INCCOM2689481064,875144,459SH DFND1144,45900
EAGLE BULK SHIPPING INCSHS NEWY2187A11924278,622SH DFND178,62200
EAGLE MATERIALS INCCOM26969P10823,699251,372SH DFND1251,0720300
EAGLE PHARMACEUTICALS INCCOM26979610817312,101SH DFND112,10100
EAGLE ROCK ENERGY PARTNERSUNIT26985R10415030,134SH DFND130,13400
EARTHLINK INC COMCOM27033X1012,182586,725SH DFND1582,35004,375
EAST WEST BANCORP INC COMCOM27579R10426,427755,282SH DFND1755,28200
EASTERN COMPANY (THE)COM27631710426617,269SH DFND117,26900
EASTGROUP PPTY INC COMCOM27727610112,412193,255SH DFND1193,25500
EASTMAN CHEM CO COMCOM27743210095,5301,094,300SH DFND11,094,0120288
EASTMAN KODAK COCOM NEW27746140630712,580SH DFND112,58000
EATON CORP PLCSHSG29183103266,9713,461,150SH DFND13,460,1900960
EATON VANCE CORP COM NON VTGCOM NON VTG27826510321,659573,299SH DFND1572,8410458
EBAY INC COMCOM278642103430,7888,610,533SH DFND18,607,23303,300
EBAY INC COMCOM2786421031,29025,777SH DFND1 225,77700
EBIX INCCOM NEW2787152062,522176,254SH DFND1176,25400
ECHELON CORP COMCOM27874N105356146,592SH DFND1146,59200
ECHO GLOBAL LOGISTICS INCCOM27875T1011,66887,026SH DFND187,02600
ECHO GLOBAL LOGISTICS INCCOM27875T1014210SH DFND1 221000
ECHO THERAPEUTICS INCCOM NEW27876L2064620,774SH DFND120,77400
ECHOSTAR CORPCL A27876810612,364233,561SH DFND1233,56100
ECOLAB INC COMCOM2788651001241,120SH DFND1 21,12000
ECOLAB INC COMCOM278865100211,1251,897,409SH DFND11,896,4880921
ECOLOGY INCCOM91732J1025,770117,892SH DFND1117,89200
EDGEWATER TECHNOLOGY INC COMCOM28035810224232,548SH DFND132,54800
EDISON INTL COMCOM28102010712210SH DFND1 221000
EDISON INTL COMCOM281020107139,7402,406,152SH DFND12,405,5750577
EDUCATION MANAGEMENT CORPCOM28140M103229135,944SH DFND1135,94400
EDUCATION REALTY TRUST INCCOM28140H1049,370872,518SH DFND1872,51800
EDWARDS LIFESCIENCES CORP COMCOM28176E108336SH DFND1 23600
EDWARDS LIFESCIENCES CORP COMCOM28176E10872,866849,315SH DFND1849,1210194
EGAIN COMMUNICATIONS COMCOM NEW28225C80631346,367SH DFND146,36700
EGALET CORPORATIONCOM28226B10427621,099SH DFND121,09900
EHEALTH INCCOM28238P1094,209110,875SH DFND1110,87500
EINSTEIN NOAH RESTAURANT GROUPCOM28257U1041,08767,724SH DFND167,72400
EL PASO ELEC CO COM NEWCOM NEW2836778549,409233,999SH DFND1233,99900
ELBIT SYSTEMS LTDORDM3760D1014707,657SH DFND17,65700
ELDORADO GOLD CORP NEWCOM23078731,105144,614SH DFND1144,61400
ELECTRO RENT CORP COMCOM2852181031,32078,909SH DFND178,90900
ELECTRO SCIENTIFIC INDS COMCOM285229100848124,642SH DFND1124,64200
ELECTRONIC ARTS INC COMCOM28551210982,9342,313,414SH DFND12,312,27201,142
ELECTRONIC ARTS INC COMCOM285512109471,317SH DFND1 21,31700
ELECTRONICS FOR IMAGING INC COMCOM28608210212,041266,394SH DFND1266,39400
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205372392,179SH DFND1392,17900
ELEVEN BIOTHERAPEUTICS INCCOM28622110631323,791SH DFND123,79100
ELIZABETH ARDEN INC COMCOM28660G1063,141146,668SH DFND1146,66800
ELLIE MAE INCCOM28849P1004,287137,740SH DFND1137,74000
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810747027,615SH DFND127,61500
ELLIS PERRY INTL INC COMCOM2888531041,18167,768SH DFND167,76800
ELLSWORTH FUND LTDCOM2890741061,432162,216PRN DFND1 2162,21600
EMAGIN CORP COMCOM NEW29076N20614665,621SH DFND165,62100
EMC INS GROUP INC COMCOM26866410990429,384SH DFND129,38400
EMCOR GROUP INC COMCOM29084Q10016,525371,118SH DFND1371,11800
EMCORE CORP COMCOM NEW290846203486118,010SH DFND1118,01000
EMERALD OIL INCCOM NEW29101U2092,175284,374SH DFND1284,37400
EMERGENT BIOSOLUTIONSCOM29089Q1053,604160,468SH DFND1160,46800
EMERGENT BIOSOLUTIONSCOM29089Q1051285,733SH DFND1 25,73300
EMERITUS CORPCOM2910051067,263229,505SH DFND1229,50500
EMERSON ELEC CO COMCOM2910111041352,044SH DFND1 22,04400
EMERSON ELEC CO COMCOM291011104343,5325,179,878SH DFND15,176,89002,988
EMERSON RADIO CORPCOM NEW2910872038548,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A291525103338113,161SH DFND1113,16100
EMPIRE DIST ELEC CO COMCOM2916411086,637258,452SH DFND1258,45200
EMPIRE RESORTS INCCOM NEW29205220649669,373SH DFND169,37300
EMPIRE TRUST REALTY TRUSTCL A2921041068,197496,805SH DFND1496,80500
EMPLOYERS HOLDINGS INCCOM2922181043,621170,989SH DFND1170,98900
EMPRESA BRASILEIRA DE AE-ADRSP ADR REP 4 COM29082A1072286,275SH DFND15,9750300
EMULEX CORP COM NEWCOM NEW2924752092,811493,213SH DFND1493,21300
ENANTA PHARMACEUTICALS INCCOM29251M1061,82642,399SH DFND142,39900
ENBRIDGE INCCOM24661498,127171,279SH DFND1169,45401,825
ENCANA CORPCOM27931933,799160,379SH DFND1158,66601,713
ENCANA CORP COMCOM29250510441217,393SH DFND1 217,39300
ENCORE CAPITAL GROUP INCCOM2925541026,015132,438SH DFND1132,43800
ENCORE WIRE CORP COMCOM2925621055,449111,124SH DFND1111,12400
ENDEAVOUR INTERNATIONAL CORPCOM NEW29259G200272198,921SH DFND1198,92100
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110650,382719,707SH DFND1719,3900317
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106881,261SH DFND1 21,26100
ENDOCYTE INCCOM29269A1021,290195,753SH DFND1195,75300
ENDOLOGIX INCCOM29266S1065,208342,452SH DFND1342,45200
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1052,266148,265SH DFND1148,26500
ENDURANCE SPECIALTY HOLDINGSSHSG30397106016SH DFND1 21600
ENDURANCE SPECIALTY HOLDINGSSHSG3039710612,222236,916SH DFND1236,91600
ENERGEN CORP COMCOM29265N10833,465376,611SH DFND1376,4630148
ENERGIZER HLDGS INC COMCOM29266R10840,476331,763SH DFND1331,5470216
ENERGIZER HLDGS INC COMCOM29266R108113SH DFND1 21300
ENERGOUS CORPCOM29272C10318812,499SH DFND112,49900
ENERGY RECOVERY INC-REDHCOM29270J1009118,688SH DFND1 218,68800
ENERGY RECOVERY INC-REDHCOM29270J1001,272258,609SH DFND1258,60900
ENERGY XXI (BERMUDA)USD UNRS SHSG1008214011,916504,294SH DFND1504,29400
ENERNOC INC -REDHCOM2927641073,064161,729SH DFND1161,72900
ENERNOC INC -REDHCOM29276410731916,853SH DFND1 216,85300
ENERSYS INC COMCOM29275Y10219,268280,108SH DFND1280,10800
ENGILITY HOLDINGS INCCOM29285W1043,964103,616SH DFND1103,61600
ENGILITY HOLDINGS INCCOM29285W1041,12329,355SH DFND1 229,35500
ENGLOBAL CORPCOM29330610616552,934SH DFND152,93400
ENI S P A SPONSORED ADRSPONSORED ADR26874R10879614,517SH DFND110,42104,096
ENNIS BUSINESS FORMS INC COMCOM2933891022,000131,064SH DFND1130,2640800
ENNIS BUSINESS FORMS INC COMCOM2933891021124SH DFND1 212400
ENPHASE ENERGY INCCOM29355A10771483,512SH DFND183,51200
ENPRO INDS INC COMCOM29355X1078,943122,245SH DFND1122,24500
ENSCO INTL INC COMSHS CLASS AG3157S10688,2001,588,242SH DFND11,586,38401,858
ENSERVCO CORPCOM29358Y1027629,557SH DFND129,55700
ENSIGN GROUP INC-REDHCOM29358P1013,430110,375SH DFND1110,37500
ENSTAR GROUP LTDSHSG3075P1019,23661,280SH DFND161,28000
ENTEGRIS INC COMCOM29362U10421315,551SH DFND1 215,55100
ENTEGRIS INC COMCOM29362U10411,034802,811SH DFND1802,81100
ENTERCOM COMMUNICATIONS COR CL ACL A2936391001,00793,852SH DFND193,85200
ENTERGY CORP NEW COMCOM29364G103115,4621,407,325SH DFND11,406,6200705
ENTERGY CORP NEW COMCOM29364G1032242,736SH DFND1 22,73600
ENTEROMEDICS INC-REDHCOM NEW29365M208343220,452SH DFND1220,45200
ENTERPRISE BANCORP INC/MACOM29366810956927,584SH DFND127,58400
ENTERPRISE FINANCIAL SERVICECOM2937121051,59888,489SH DFND188,48900
ENTERTAINMENT GAMING ASIA INCCOM NEW29383V2063850,152SH DFND150,15200
ENTRAVISION COMMUNICATIONS CL ACL A29382R1074,903788,311SH DFND1788,31100
ENTROPIC COMMUN INC-REDHCOM29384R1051,860558,713SH DFND1558,71300
ENVESTNET INCCOM29404K1068,032164,201SH DFND1164,0820119
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10312,680353,111SH DFND1353,11100
ENVIVIO INCCOM29413T10612150,659SH DFND150,65900
ENZO BIOCHEM INC COMCOM294100102912173,734SH DFND1173,73400
ENZON PHARMACEUTICALS INCCOM293904108194186,888SH DFND1186,88800
EOG RES INC COMCOM26875P101454,0203,887,550SH DFND13,885,67301,877
EOG RES INC COMCOM26875P10106SH DFND1 2600
EP ENERGY CORP-CL ACL A2687851024,376189,850SH DFND1189,85000
EPAM SYSTEMS INCCOM29414B1047,408169,340SH DFND1169,34000
EPIQ SYS INC COMCOM26882D1092,502178,106SH DFND1178,10600
EPIZYME INCCOM29428V1042,33675,082SH DFND175,08200
EPLUS INC COMCOM2942681071,70329,268SH DFND129,26800
EPR 5 3/4PFD C CNV 5.75%26884U20868930,000PRN DFND1 230,00000
EPR PROPERTIESCOM SH BEN INT26884U10915,926285,060SH DFND1285,06000
EQIX4 3/4 06/15/16NOTE 4.750% 6/129444UAH943,43517,000,000PRN DFND1 217,000,00000
EQT CORPCOM26884L109117,3791,098,685SH DFND11,098,3150370
EQT CORPCOM26884L10964607SH DFND1 260700
EQUAL ENERGY LTDCOM29390Q10913725,315SH DFND125,31500
EQUIFAX INC COMCOM29442910565,142898,540SH DFND1898,2070333
EQUINIX INCCOM NEW29444U50252,805251,410SH DFND1251,2410169
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10824,133546,510SH DFND1546,51000
EQUITY ONE COMCOM2947521009,578406,046SH DFND1406,04600
EQUITY RESIDENTIALSH BEN INT29476L10718286SH DFND1 228600
EQUITY RESIDENTIALSH BEN INT29476L107180,1472,860,949SH DFND12,860,2160733
ERA GROUP INCCOM26885G1092,964103,378SH DFND1103,37800
ERBA DIAGNOSTICS INCCOM29490B1015829,733SH DFND129,73300
ERICKSON INCCOM29482P10065940,560SH DFND140,56000
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 1029482160889173,780SH DFND169,02704,753
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 10294821608131,144SH DFND1 21,14400
ERIE INDTY CO CL ACL A29530P102680SH DFND1 28000
ERIE INDTY CO CL ACL A29530P10210,790143,380SH DFND1143,2800100
EROS INTERNATIONAL PLCSHS NEWG3788M11421213,976SH DFND113,97600
ESB FINL CORP COMCOM26884F10275958,698SH DFND158,69800
ESCALADE INC COMCOM29605610460237,336SH DFND137,33600
ESCALERA RESOURCES COCOM2960641087829,704SH DFND129,70400
ESCO TECHNOLOGIES INC COMCOM2963151045,123147,916SH DFND1147,91600
ESPERION THERAPEUTICS INCCOM29664W10547429,929SH DFND129,92900
ESSA BANCORP INC -REDHCOM29667D10444039,597SH DFND139,59700
ESSENT GROUP LTDCOMG3198U1023,031150,902SH DFND1150,90200
ESSEX PPTY TR INC COMCOM29717810599,006535,701SH DFND1535,4880213
ESSEX RENTAL CORPCOM29718710611346,734SH DFND146,73400
ESTERLINE TECHNOLOGIES CORP COMCOM29742510023,188201,425SH DFND1201,42500
ETABLISSEMENTS DELHAIZE FRER S-ADRSPONSORED ADR29759W10137822,461SH DFND118,62503,836
ETHAN ALLEN INTERIORS INC COMCOM2976021043,528142,631SH DFND1142,63100
EURONET WORLDWIDE INC COMCOM29873610913,354276,844SH DFND1276,84400
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1073388,538SH DFND18,53800
EVENTIS CORPCOM29402J10185253,806SH DFND153,758048
EVENTIS CORPCOM29402J10112807SH DFND1 280700
EVERBANK FINANCIAL CORPCOM29977G1029,677480,022SH DFND1480,02200
EVERCORE PARTNERS INCCLASS A29977A10514,735255,642SH DFND1255,64200
EVEREST RE GROUP LTD COMCOMG3223R1086373,972SH DFND1 23,97200
EVEREST RE GROUP LTD COMCOMG3223R10838,188238,006SH DFND1237,956050
EVERTEC INCCOM30040P1038,731360,211SH DFND1360,21100
EVERYDAY HEALTH INCCOM30041510650927,557SH DFND127,55700
EVOKE PHARMA INCCOM30049G1048010,276SH DFND110,27600
EVOLUTION PETROLEUM CORPCOM30049A1071,406128,411SH DFND1128,41100
EVOLVING SYS INC COMCOM NEW30049R20928833,696SH DFND133,69600
EXACT SCIENCES CORP COMCOM30063P1058,383492,284SH DFND1492,28400
EXACTECH INCCOM30064E1091,10343,741SH DFND143,74100
EXAMWORKS GROUP INCCOM30066A1055,903186,061SH DFND1186,06100
EXAR CORP COMCOM3006451082,800247,873SH DFND1247,87300
EXCEL TRUST INCCOM30068C1093,409255,811SH DFND1255,81100
EXCO RESOURCES INCCOM2692794025,398916,512SH DFND1914,66201,850
EXELIS INCCOM30162A10817,1551,010,360SH DFND11,008,16302,197
EXELIS INCCOM30162A108049SH DFND1 24900
EXELIXIS INC COMCOM30161Q1043,165933,675SH DFND1933,67500
EXELON CORP COMCOM30161N101236,5536,488,202SH DFND16,485,44402,758
EXLSERVICE HOLDINGS INC-REDHCOM302081104032SH DFND1 23200
EXLSERVICE HOLDINGS INC-REDHCOM3020811045,817197,549SH DFND1197,54900
EXONE CO/THECOM3021041042,27357,392SH DFND157,359033
EXPEDIA INCCOM NEW30212P30359,031749,953SH DFND1749,6230330
EXPEDITORS INTL WASH INC COMCOM3021301094100SH DFND1 210000
EXPEDITORS INTL WASH INC COMCOM30213010964,6571,465,022SH DFND11,464,8900132
EXPONENT INCCOM30214U1025,87279,244SH DFND179,24400
EXPRESS INCCOM30219E10385150,000SH DFND1 250,00000
EXPRESS INCCOM30219E1037,632448,206SH DFND1448,20600
EXPRESS SCRP INC COMCOM30219G108388,3625,605,023SH DFND15,603,12101,902
EXPRESS SCRP INC COMCOM30219G108841,217SH DFND1 21,21700
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P2003,704159,962SH DFND1159,96200
EXTERRAN HOLDINGS INCCOM30225X1031683,738SH DFND1 23,73800
EXTERRAN HOLDINGS INCCOM30225X10319,375430,653SH DFND1430,65300
EXTERRAN PARTNERS LPCOM UNITS30225N10529710,507SH DFND110,50700
EXTRA SPACE STORAGE INCCOM30225T10241,517779,668SH DFND1779,66800
EXTREME NETWORKS INC COMCOM30226D1062,326523,941SH DFND1523,94100
EXXON MOBIL CORP COMCOM30231G1023,293,80532,734,346SH DFND132,719,419014,927
EXXON MOBIL CORP COMCOM30231G10230303SH DFND1 230300
EZCORP INC-CL ACL A NON VTG3023011063,554307,714SH DFND1307,71400
F M C CORP COM NEWCOM NEW30249130367,640950,699SH DFND1950,1680531
F5 NETWORKS INC COMCOM31561610211100SH DFND1 210000
F5 NETWORKS INC COMCOM31561610262,446560,681SH DFND1560,3480333
FAB UNIVERSAL CORPCOM30277110017155,825SH DFND155,82500
FAB UNIVERSAL CORPCOM3027711000105SH DFND1 210500
FABRINETSHSG3323L1003,129151,920SH DFND1151,92000
FACEBOOK INC -ACL A30303M102880,43313,091,864SH DFND113,085,49706,367
FACTSET RESH SYS INC COMCOM30307510524,620204,697SH DFND1204,5970100
FAIR ISAAC INCCOM30325010411,646182,654SH DFND1182,65400
FAIRCHILD SEMICONDUCTOR INT CL ACOM30372610310,852695,670SH DFND1695,67000
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603021,867133,708SH DFND1133,70800
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D10950175,347SH DFND175,34700
FALCONSTOR SOFTWARE INC COMCOM306137100250147,095SH DFND1147,09500
FAMILY DLR STORES INC COMCOM3070001092644,000SH DFND1 24,00000
FAMILY DLR STORES INC COMCOM30700010945,050681,559SH DFND1681,3650194
FAMOUS DAVES AMER INC COMCOM30706810687530,512SH DFND130,51200
FARMER BROS CO COMCOM30767510862328,853SH DFND128,85300
FARMERS CAP BK CORP COMCOM30956210651022,600SH DFND122,60000
FARMERS NATL BANC CORPCOM30962710760577,705SH DFND177,70500
FARO TECHNOLOGIES INCCOM3116421024,53892,389SH DFND192,38900
FASTENAL CO COMCOM31190010499,0502,002,630SH DFND12,001,7370893
FATE THERAPEUTICS INCCOM31189P10214923,664SH DFND123,66400
FBL FINL GROUP INC CL ACL A30239F1063,68880,174SH DFND180,17400
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40033212,272SH DFND1 212,27200
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C4001,95972,216SH DFND172,21600
FEDERAL AGRIC MTG CORP CL CCL C3131483061,84559,389SH DFND159,38900
FEDERAL MOGUL CORPCOM3135494044,580226,416SH DFND1226,41600
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW31374720649,225407,183SH DFND1406,9850198
FEDERAL SIGNAL CORP COMCOM3138551085,676387,506SH DFND1387,50600
FEDERATED DEPT STORES INC D COMCOM55616P104155,7812,686,523SH DFND12,684,17802,345
FEDERATED DEPT STORES INC D COMCOM55616P10412214SH DFND1 221400
FEDERATED INVS INC PA CL BCL B31421110314,716475,956SH DFND1475,7560200
FEDERATED NATIONAL HOLDING COCOM31422T10138515,136SH DFND1 215,13600
FEDERATED NATIONAL HOLDING COCOM31422T1011,33552,384SH DFND152,38400
FEDEX CORP COMCOM31428X106312,5352,065,814SH DFND12,064,9490865
FEI CO COMCOM30241L10920,683227,971SH DFND1227,97100
FELCOR LODGING TR INC COMCOM31430F1019,068862,805SH DFND1862,80500
FELCOR LODGING TR INC COMCOM31430F101056SH DFND1 25600
FEMALE HEALTH COMPANY COMCOM31446210251794,004SH DFND194,00400
FERRO CORP COMCOM3154051001199,487SH DFND1 29,48700
FERRO CORP COMCOM3154051005,958474,431SH DFND1474,43100
FIBROCELL SCIENCE INCCOM NEW315721209495124,076SH DFND1124,07600
FIDELITY & GUARANTY LIFECOM3157851051,53063,926SH DFND163,92600
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106115,5172,111,548SH DFND12,110,35501,193
FIDELITY NATIONAL TITLE-CL ACOM31620R10546,4181,417,241SH DFND11,417,24100
FIDELITY NATL CORP GA COMCOM3163941051,00877,612SH DFND177,61200
FIESTA RESTAURANT GROUP - W/ICOM31660B1016,566141,483SH DFND1141,48300
FIFTH THIRD BANCORP COMCOM316773100017SH DFND1 21700
FIFTH THIRD BANCORP COMCOM316773100140,8896,602,809SH DFND16,599,80603,003
FINANCIAL ENGINES INCCOM31748510012,623278,783SH DFND1278,78300
FINANCIAL INSTNS INC COMCOM3175854041,55066,212SH DFND166,21200
FINISAR COMCOM NEW31787A50710,327522,931SH DFND1522,93100
FINISH LINE INC CL ACL A3179231007,892265,393SH DFND1265,360033
FIREEYE INCCOM31816Q1017,909195,143SH DFND1194,4960647
FIRST ACCEPTANCE CORPCOM3184571087028,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10216,203583,085SH DFND1583,08500
FIRST AMERICAN FINANCIAL - W/ICOM31847R102291SH DFND1 29100
FIRST BANCORP INCCOM31866P10267338,599SH DFND138,59900
FIRST BANCORP N C COMCOM318910106754,108SH DFND1 24,10800
FIRST BANCORP N C COMCOM3189101062,124115,800SH DFND1115,80000
FIRST BANCORP P R COMCOM NEW3186727064,209773,717SH DFND1773,71700
FIRST BUSEY CORP COMCOM3193831052,320399,343SH DFND1397,79301,550
FIRST CASH FINL SVCS INC COMCOM31942D1079,360162,544SH DFND1162,54400
FIRST CLOVER LEAF FINANCIALCOM31969M10510410,566SH DFND110,56600
FIRST CMNTY BANCSHARES INC COMCOM31983A10301SH DFND1 2100
FIRST CMNTY BANCSHARES INC COMCOM31983A1031,13679,324SH DFND179,32400
FIRST COMWLTH FINL CORP PA COMCOM3198291074,952537,158SH DFND1537,15800
FIRST CONNECTICUT BANCORPCOM3198501031,18273,664SH DFND173,66400
FIRST CTZNS BANCSHARES INC CL ACL A31946M1039,90740,437SH DFND140,43700
FIRST DEFIANCE FINL CORP COMCOM32006W1061,22542,702SH DFND142,70200
FIRST FINANCIAL NORTHWESTCOM32022K10253749,412SH DFND149,41200
FIRST FINL BANCORP OH COMCOM3202091096,313366,871SH DFND1366,87100
FIRST FINL BANKSHARES COMCOM32020R10911,695372,814SH DFND1372,81400
FIRST FINL CORP IND COMCOM3202181001,97761,438SH DFND161,43800
FIRST HORIZON NATL CORP COMCOM32051710514,4731,220,326SH DFND11,220,32600
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10312,409658,662SH DFND1658,66200
FIRST INTERNET BANCORPCOM32055710131415,249SH DFND115,24900
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2014,643170,850SH DFND1170,85000
FIRST LONG IS CORP COMCOM3207341061,43036,617SH DFND136,61700
FIRST MARBLEHEAD CORP/THECOM NEW32077120714627,831SH DFND127,83100
FIRST MERCHANTS CORP COMCOM3208171095,526261,433SH DFND1261,43300
FIRST MIDWEST BANCORP DEL COMCOM3208671046,567385,640SH DFND1385,64000
FIRST NBC BANK HLDG COCOM32115D10650214,991SH DFND114,99100
FIRST NIAGARA FINL GROUP IN COMCOM33582V10817,5352,006,407SH DFND12,006,40700
FIRST POTOMAC REALTY TRUSTCOM33610F1095,286402,922SH DFND1402,92200
FIRST REPUBLIC BANK/SAN FRANCOM33616C10035,257641,324SH DFND1641,1180206
FIRST SECURITY GROUP INC/TNCOM NEW336312202384177,342SH DFND1177,34200
FIRST SOLAR INCCOM336433107791,121SH DFND1 21,12100
FIRST SOLAR INCCOM33643310739,110550,610SH DFND1550,4600150
FIRST SOUTH BANCORP INC VA COMCOM33646W10032740,938SH DFND140,93800
FIRST UTD CORP COMCOM33741H10715818,113SH DFND118,11300
FIRSTENERGY CORP COMCOM337932107107,2773,091,618SH DFND13,089,75601,862
FIRSTMERIT CORP COMCOM33791510218,487936,085SH DFND1936,08500
FIRSTSERVICE CORPORATION-VTGSUB VTG SH33761N1093046,011SH DFND16,01100
FISERV INC COMCOM337738108110,7061,836,417SH DFND11,835,9570460
FISERV INC COMCOM337738108474SH DFND1 27400
FIVE BELOW, INCCOM33829M10110,658267,061SH DFND1267,06100
FIVE OAKS INVESTMENT CORPCOM33830W10658451,735SH DFND151,73500
FIVE PRIME THERAPEUTICS INCCOM33830X10482853,270SH DFND153,27000
FIVE STAR QUALITY CARE INC COMCOM33832D1061,480295,594SH DFND1295,59400
FIVE9 INCCOM33830710134848,350SH DFND148,35000
FLAGSTAR BANCORP INC COMCOM PAR .0013379307052,316128,011SH DFND1128,01100
FLEETCOR TECHNOLOGIES INCCOM33904110549,221373,540SH DFND1373,3660174
FLEETMATICS GROUPCOMG3556910586426,729SH DFND126,72900
FLEXION THERAPEUTICS INCOM33938J10628721,295SH DFND121,29500
FLEXSTEEL INDS INC COMCOM339382103159SH DFND1 25900
FLEXSTEEL INDS INC COMCOM3393821032,83485,000SH DFND185,00000
FLEXTRONICS INTL LTD ORDORDY2573F102010SH DFND1 21000
FLEXTRONICS INTL LTD ORDORDY2573F1021,210110,088SH DFND1108,63301,455
FLIR SYS INC COMCOM30244510136,5591,053,292SH DFND11,052,8850407
FLIR SYS INC COMCOM30244510105SH DFND1 2500
FLOTEK INDUSTRIES INCCOM3433891028,617267,945SH DFND1267,94500
FLOWERS FOODS INC COMCOM34349810118,965899,684SH DFND1899,68400
FLOWSERVE CORP COMCOM34354P10572,472975,346SH DFND1974,7710575
FLUIDIGM CORPCOM34385P1084,478152,333SH DFND1152,269064
FLUOR CORP NEW COMCOM34341210288,1941,147,576SH DFND11,146,7230853
FLUSHING FINL CORP COMCOM343873105035SH DFND1 23500
FLUSHING FINL CORP COMCOM3438731054,053197,261SH DFND1197,26100
FMC TECHNOLOGIES INC COMCOM30249U101102,1591,673,840SH DFND11,673,3450495
FNB CORP PA COMCOM30252010111,295881,084SH DFND1881,08400
FONAR CORP COMCOM NEW34443740540733,375SH DFND133,37500
FOOT LOCKER INC COMCOM34484910441,279813,879SH DFND1813,5790300
FORBES ENERGY SERVICES LTDCOM34514310113028,456SH DFND128,45600
FORD MTR CO DELCOM PAR $0.01345370860513,45829,799,945SH DFND129,787,872012,073
FOREST CITY ENTERPRISES INC CL ACL A34555010718,416926,836SH DFND1926,83600
FOREST LABS INCCOM3458381069,26293,856SH DFND193,85600
FOREST OIL CORP COM PAR $0.01COM PAR $0.013460917051,323580,665SH DFND1580,66500
FORESTAR REAL ESTATE GRP-W/ICOM3462331093,450180,764SH DFND1180,76400
FORMFACTOR INCCOM3463751082,435292,765SH DFND1292,76500
FORRESTER RESH INC COMCOM3465631092,71871,776SH DFND171,77600
FORTEGRA FINANCIAL CORPCOM34954W10419826,101SH DFND126,10100
FORTINET INC.COM34959E10917,208684,797SH DFND1684,79700
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10632,699818,913SH DFND1818,91300
FORUM ENERGY TECHNOLOGIES INCCOM34984V10012,191334,655SH DFND1334,65500
FORWARD AIR CORP COMCOM3498531018,845184,851SH DFND1184,85100
FORWARD INDUSTRIES INC-N YCOM NEW3498623002218,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10637,890362,737SH DFND1362,6250112
FOSSIL GROUP INCCOM34988V10621202SH DFND1 220200
FOSTER L B CO COMCOM3500601092,92053,963SH DFND153,96300
FOSTER WHEELER LTD SHSCOMH2717810417,050500,447SH DFND1500,44700
FOUNDATION MEDICINE INCCOM3504651001,42852,989SH DFND152,98900
FOX CHASE BANCORP INCCOM35137T10899458,986SH DFND158,98600
FOX FACTORY HOLDING CORPCOM35138V1021,11463,357SH DFND163,35700
FRANCESCAS HOLDINGS CORPCOM3517931043,310224,601SH DFND1224,60100
FRANKLIN COVEY CO COMCOM3534691091,14056,664SH DFND156,66400
FRANKLIN ELEC INC COMCOM3535141029,092225,462SH DFND1225,46200
FRANKLIN FINANCIAL CORP/VACOM35353C1021,16253,558SH DFND153,55800
FRANKLIN RES INC COMCOM35461310111202SH DFND1 220200
FRANKLIN RES INC COMCOM354613101166,5592,881,396SH DFND12,880,7670629
FRANKLIN STREET PROPERTIES CCOM35471R1067,921629,656SH DFND1629,65600
FRANKS INTERNATIONAL NVCOMN334621074,334176,213SH DFND1176,21300
FREDS INC CL ACL A3561081003,035198,558SH DFND1198,55800
FREEPORT-MCMORAN COPPER & G CL BCOM35671D857285,8637,836,416SH DFND17,832,95903,457
FREEPORT-MCMORAN COPPER & G CL BCOM35671D85751314,078SH DFND1 214,07800
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10126911,467SH DFND1 211,46700
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10111,126473,480SH DFND1473,48000
FREIGHTCAR AMERICA INCCOM3570231001234,915SH DFND1 24,91500
FREIGHTCAR AMERICA INCCOM3570231001,93377,197SH DFND177,19700
FREQUENCY ELECTRS INC COMCOM35801010617514,272SH DFND114,27200
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291063089,200SH DFND16,00003,200
FRESH DEL MONTE PRODUCE INC ORDORDG367381056,232203,328SH DFND1203,32800
FRESH MARKET INC/THECOM35804H1061243,718SH DFND1 23,71800
FRESH MARKET INC/THECOM35804H1067,718230,611SH DFND1230,61100
FRIEDMAN INDUSTRIES INCCOM35843510515017,789SH DFND117,78900
FRISCHS RESTAURANTS INC COMCOM3587481012028,568SH DFND18,56800
FRONTIER COMMUNICATIONS CORPCOM35906A10844,4127,609,279SH DFND17,593,957015,322
FRONTLINE LTDSHSG3682E12713747,117SH DFND147,11700
FTD COMPANIES INCCOM30281V1083,487109,719SH DFND1109,71900
FTI CONSULTING INC COMCOM3029411098,862234,325SH DFND1234,32500
FUEL SYSTEMS SOL INC COMCOM35952W10399088,945SH DFND188,94500
FUEL SYSTEMS SOL INC COMCOM35952W10327925,067SH DFND1 225,06700
FUELCELL ENERGY INC COMCOM35952H1062,7561,148,567SH DFND11,148,56700
FUEL-TECH N.V.COM359523107721127,896SH DFND1127,89600
FULL HOUSE RESORTS INCCOM3596781093424,413SH DFND124,41300
FULLER H B CO COMCOM35969410614,618303,923SH DFND1303,92300
FULTON FINL CORP PA COMCOM36027110023218,738SH DFND1 218,73800
FULTON FINL CORP PA COMCOM36027110013,3191,075,049SH DFND11,075,04900
FURIEX PHARMACEUTICALS - W/ICOM36106P1014,96946,800SH DFND146,80000
FURMANITE CORPCOM3610861012,389205,263SH DFND1205,26300
FUSION-IO INCCOM36112J1075,625497,808SH DFND1497,80800
FUTUREFUEL CORPCOM36116M106194SH DFND1 29400
FUTUREFUEL CORPCOM36116M1065,067305,439SH DFND1305,43900
FX ENERGY INC COMCOM3026951011,194330,801SH DFND1330,80100
FXCM INC - ACOM CL A3026931063,234216,239SH DFND1216,23900
G & K SVCS INC CL ACL A3612681057,391141,946SH DFND1141,94600
GABELLI GLOBAL UTIL &INCM TRCOM SH BEN INT36242L10545221,695PRN DFND1 221,69500
GABELLI HEALTHCARE&WELLNESSSHS36246K10354452,678PRN DFND1 252,67800
GAIAM INC CL ACL A36268Q10354771,253SH DFND171,25300
GAIN CAPITAL HOLDINGS INCCOM36268W10062179,021SH DFND179,02100
GAIN CAPITAL HOLDINGS INCCOM36268W10013617,298SH DFND1 217,29800
GALECTIN THERAPEUTICS INCCOM NEW3632252021,518109,937SH DFND1109,93700
GALENA BIOPHARMA INCCOM3632561082,135697,955SH DFND1696,49301,462
GALLAGHER ARTHUR J & CO COMCOM36357610935,933771,100SH DFND1770,9000200
GALMED PHARMACEUTICALS LTDSHSM4723810615616,077SH DFND116,07700
GAMCO INVESTORS INC - ACOM3614381042,89834,899SH DFND134,89900
GAMCO INVESTORS INC - ACOM361438104226SH DFND1 22600
GAMESTOP CORP CL ACL A36467W109882,198SH DFND1 22,19800
GAMESTOP CORP CL ACL A36467W10935,184869,873SH DFND1868,16001,713
GAMING AND LEISURE PROPERTIES INCCOM36467J10816,099473,929SH DFND1473,92900
GANNETT INC COMCOM36473010152,1821,667,359SH DFND11,666,8590500
GAP INC DEL COMCOM36476010880,4841,937,220SH DFND11,935,71001,510
GARMIN LTD ORDSHSH2906T10954900SH DFND1 290000
GARMIN LTD ORDSHSH2906T10957,417943,332SH DFND1942,23101,101
GARTNER INC COMCOM36665110732,019454,051SH DFND1454,05100
GAS NATURAL INCCOM36720410442340,191SH DFND140,19100
GASLOG LTDSHSG3758510997030,432SH DFND130,43200
GASTAR EXPLORATION LTDCOM36729W2022,745315,200SH DFND1315,20000
GATX CORP COMCOM36144810316,034239,541SH DFND1239,54100
GEEKNET INC.COM NEW36846Q20324819,946SH DFND119,94600
GEEKNET INC.COM NEW36846Q203011SH DFND1 21100
GENCORP INC COMCOM3686821006,569343,956SH DFND1343,95600
GENERAC HOLDINGS INCCOM36873610420,043411,238SH DFND1411,23800
GENERAL CABLE CORP DEL NEW COMCOM3693001086,780264,254SH DFND1264,25400
GENERAL COMMUNICATION INC CL ACL A3693851091,921173,426SH DFND1173,42600
GENERAL COMMUNICATION INC CL ACL A369385109605,475SH DFND1 25,47500
GENERAL DYNAMICS CORP COMCOM369550108287,1672,465,278SH DFND12,464,8490429
GENERAL DYNAMICS CORP COMCOM369550108103891SH DFND1 289100
GENERAL ELEC CO COMCOM36960410354220,656SH DFND1 220,65600
GENERAL ELEC CO COMCOM3696041031,999,81276,140,079SH DFND176,101,728038,351
GENERAL FINANCE CORP/DECOM36982210112813,569SH DFND113,56900
GENERAL GROWTH PPTYS INC COMCOM370023103107,0814,547,308SH DFND14,546,16501,143
GENERAL MLS INC COMCOM3703341048166SH DFND1 216600
GENERAL MLS INC COMCOM370334104228,3054,348,069SH DFND14,345,28102,788
GENERAL MOLY INCCOM370373102311271,297SH DFND1271,29700
GENERAL MOTORS COCOM37045V100364,43210,045,158SH DFND110,040,43804,720
GENESCO INC COMCOM37153210211,045134,494SH DFND1134,49400
GENESEE & WYO INC CL ACL A37155910527,443261,365SH DFND1261,36500
GENIE ENERGY LTD - BCL B37228420847159,954SH DFND159,95400
GENMARK DIAGNOSTICS INCCOM3723091042,743202,774SH DFND1202,77400
GENOCEA BIOSCIENCES INCCOM37242710463133,670SH DFND133,67000
GENOMIC HEALTH INCCOM37244C1012,63796,242SH DFND196,24200
GENPACT LTDSHSG3922B107166SH DFND1 26600
GENPACT LTDSHSG3922B10714,820845,450SH DFND1845,45000
GENTEX CORP COMCOM371901109286SH DFND1 28600
GENTEX CORP COMCOM37190110928,799990,004SH DFND1989,2040800
GENTHERM INCCOM37253A10311,969269,278SH DFND1269,198080
GENTIVA HEALTH SERVICES INC COMCOM37247A1022,252149,544SH DFND1149,54400
GENUINE PARTS CO COMCOM372460105673SH DFND1 27300
GENUINE PARTS CO COMCOM37246010596,5071,099,843SH DFND11,098,59701,246
GENVEC INCCOM NEW37246C30712649,412SH DFND149,41200
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10647627,364SH DFND1 227,36400
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10664,4083,703,800SH DFND13,702,63501,165
GEO GROUP INCCOM36162J10618,079506,007SH DFND1506,00700
GEO GROUP INCCOM36162J1061273,560SH DFND1 23,56000
GEOSPACE TECHNOLOGIES CORPCOM37364X1093,83969,712SH DFND169,71200
GERMAN AMERN BANCORP COMCOM3738651041,74864,579SH DFND164,57900
GERON CORP COMCOM3741631032,781866,558SH DFND1866,3620196
GETTY RLTY CORP NEW COMCOM3742971092,855149,635SH DFND1149,63500
GEVO INCCOM374396109183213,316SH DFND1213,31600
GFI GROUP INCCOM3616522091,259379,379SH DFND1372,37907,000
GIBRALTAR INDUSTRIES, INCCOM3746891073,005193,764SH DFND1193,76400
GIGAMON INCCOM37518B1021,46576,583SH DFND176,58300
GIGOPTIX INCCOM37517Y10312591,853SH DFND191,85300
G-III APPAREL GROUP LTD COMCOM36237H1017,85796,218SH DFND196,21800
GILDAN ACTIVEWEAR INCCOM22546451,48325,184SH DFND125,18400
GILEAD SCIENCES INC COMCOM375558103961,15111,599,404SH DFND111,593,94305,461
GILEAD SCIENCES INC COMCOM3755581033474,186SH DFND1 24,18600
GLACIER BANCORP INC NEW COMCOM37637Q10512,384436,391SH DFND1436,39100
GLADSTONE COMMERCIAL CORPCOM3765361081,64992,312SH DFND192,31200
GLADSTONE LAND CORPCOM37654910197074,704SH DFND174,70400
GLATFELTER COMCOM3773161046,217234,372SH DFND1234,37200
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1051,38725,950SH DFND1 225,95000
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1052,46946,172SH DFND139,60306,569
GLIMCHER RLTY TR SH BEN INTSH BEN INT37930210210,350955,741SH DFND1955,74100
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1032,099124,227SH DFND1124,22700
GLOBAL CASH ACCESS INCCOM3789671034,785537,689SH DFND1537,68900
GLOBAL CASH ACCESS INCCOM378967103697,767SH DFND1 27,76700
GLOBAL EAGLE ACQUISITION CORPCOM37951D1023,579288,637SH DFND1288,63700
GLOBAL INDEMNITY PLCSHSG393191011,54959,602SH DFND159,60200
GLOBAL PMTS INC COMCOM37940X10225,672352,407SH DFND1352,40700
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P3061,16572,145SH DFND172,14500
GLOBAL SOURCES LIMITEDORDG3930010177994,090SH DFND194,09000
GLOBALSCAPE INCCOM37940G1097229,423SH DFND129,42300
GLOBALSTAR INCCOM3789734085,8121,367,546SH DFND11,367,54600
GLOBE SPECIALTY METALS INCCOM37954N2067,595365,500SH DFND1365,50000
GLOBUS MEDICAL INC- ACL A3795772081536,399SH DFND1 26,39900
GLOBUS MEDICAL INC- ACL A3795772088,640361,244SH DFND1361,24400
GLORI ENERGY INCCOM37960610614413,317SH DFND113,31700
GLOWPOINT INCCOM NEW37988720110570,219SH DFND170,21900
GLU MOBILE INCCOM3798901062,384476,943SH DFND1476,94300
GLYCOMIMETICS INCCOM38000Q10232338,367SH DFND138,36700
GNC HOLDINGS INC-CL ACOM CL A36191G10717,151502,985SH DFND1502,98500
GOGO INCCOM38046C1092,090106,881SH DFND1106,834047
GOGO INCCOM38046C1091316,723SH DFND1 26,72300
GOLAR LNG LTDSHSG9456A1002,38839,737SH DFND139,73700
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C1023258,833SH DFND18,83300
GOLD RESOURCES CORPCOM38068T1051,022202,094SH DFND1202,09400
GOLDEN MINERALS COMPANYCOM381119106214186,795SH DFND1186,79500
GOLDFIELD CORPCOM381370105175101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104530,1763,168,202SH DFND13,166,78401,418
GOODRICH PETROLEUM CORPCOM NEW3824104054,876176,674SH DFND1176,67400
GOODYEAR TIRE & RUBR CO COMCOM38255010155,4851,998,178SH DFND11,997,6780500
GOOGLE INC - CCL C38259P7061,227,9692,135,798SH DFND12,134,40101,397
GOOGLE INC-CL A COMCL A38259P5081,245,5612,131,598SH DFND12,131,0540544
GORDMANS STORES INCCOM38269P10016037,379SH DFND137,37900
GORMAN RUPP CO COMCOM3830821043,39495,969SH DFND195,96900
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1037,452293,535SH DFND1293,53500
GP STRATEGIES CORP COMCOM36225V1042,34690,672SH DFND190,67200
GRACE W R & CO DEL NEW COMCOM38388F10835,567376,255SH DFND1376,25500
GRACO INC COMCOM38410910425,449325,941SH DFND1325,94100
GRAFTECH INTERNATIONAL LTDCOM38431310212311,838SH DFND1 211,83800
GRAFTECH INTERNATIONAL LTDCOM3843131026,525623,855SH DFND1623,85500
GRAHAM CORPCOM3845561061,99957,440SH DFND157,44000
GRAHAM HOLDINGS COCOM38463710422,98332,019SH DFND131,962057
GRAINGER W W INC COMCOM384802104110,153433,479SH DFND1433,0840395
GRAMERCY PROPERTY TRUST INCCOM38489R1003,644602,419SH DFND1602,41900
GRAN TIERRA ENERGY INCCOM38500T10151163,031SH DFND1 263,03100
GRAND CANYON EDUCATION-REDHCOM38526M10611,593252,189SH DFND1252,18900
GRANITE CONSTR INC COMCOM3873281077,328203,675SH DFND1203,67500
GRAPHIC PACKAGING HOLDING COCOM3886891016539SH DFND1 253900
GRAPHIC PACKAGING HOLDING COCOM38868910125,0152,138,069SH DFND12,138,06900
GRAY TELEVISION INC COMCOM3893751063,296251,092SH DFND1251,09200
GREAT LAKES DREDGE&DOCK CORPCOM3906071092,530316,710SH DFND1316,71000
GREAT PLAINS ENERGY INC COMCOM39116410020,878777,011SH DFND1777,01100
GREAT SOUTHN BANCORP INC COMCOM3909051071,54948,332SH DFND148,33200
GREATBATCH INCCOM39153L1067,409151,033SH DFND1151,03300
GREEN DOT CORP - CLASS ACL A39304D1023,294173,564SH DFND1173,56400
GREEN PLAINS INCCOM3932221041,06132,282SH DFND1 232,28200
GREEN PLAINS INCCOM3932221049,562290,927SH DFND1290,92700
GREENBRIER COS INC COMCOM3936571017,558131,230SH DFND1131,23000
GREENHILL & CO INC COMCOM3952591047,418150,629SH DFND1150,62900
GREENHUNTER ENERGY INC-REDHCOM39530A1048945,224SH DFND145,22400
GREENLIGHT CAPITAL RECLASS AG4095J1095,004151,917SH DFND1151,91700
GREIF INCCL A3976241078,879162,739SH DFND1162,5390200
GRIFFIN LAND & NURSERIESCL A3982311002277,719SH DFND17,71900
GRIFFON CORP COMCOM398433102131,085SH DFND1 21,08500
GRIFFON CORP COMCOM3984331022,947237,670SH DFND1237,67000
GRIFOLS SA-ADRSP ADR REP B NVT39843840880818,357SH DFND118,35700
GROUP 1 AUTOMOTIVE INC COMCOM3989051099,640114,342SH DFND1114,34200
GROUPON INCCOM CL A39947310713,3032,009,607SH DFND12,008,6560951
GRUBHUB INCCOM4001101021,77350,085SH DFND150,08500
GSE SYSTEMS INCCOM36227K1065533,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C20508SH DFND1 2800
GSI GROUP INCCOM NEW36191C2051,752137,637SH DFND1137,63700
GSI TECHNOLOGY INCCOM36241U10640868,604SH DFND168,60400
GT ADVANCED TECHNOLOGIES INCCOM36191U10614,630786,611SH DFND1785,6520959
GTT COMMUNICATIONS INCCOM36239310010510,365SH DFND110,36500
GTX INCCOM40052B108153111,424SH DFND1111,42400
GUARANTY BANCORPCOM NEW40075T6071,09478,713SH DFND178,71300
GUESS INC COMCOM4016171058,446312,819SH DFND1312,6190200
GUIDANCE SOFTWARE INCCOM40169210877184,635SH DFND184,63500
GUIDEWIRE SOFTWARE INCCOM40171V10014,335352,569SH DFND1352,56900
GULF ISLAND FABRICATION INC COMCOM4023071021,78282,823SH DFND182,82300
GULFMARK OFFSHORE INC COMCL A NEW4026292086,199137,207SH DFND1137,20700
GULFPORT ENERGY CORPCOM NEW40263530427,411436,483SH DFND1436,48300
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN041,82319,670,000PRN DFND1 219,670,00000
H&E EQUIPMENT SERVICES INCCOM4040301085,975164,421SH DFND1164,42100
HACKETT GROUP INC/THECOM404609109825138,334SH DFND1138,33400
HAEMONETICS CORP COMCOM4050241009,860279,502SH DFND1279,50200
HAIN CELESTIAL GROUP INC COMCOM40521710022,292251,217SH DFND1251,21700
HALCON RESOURCES CORPCOM NEW40537Q20910,1441,391,554SH DFND11,391,55400
HALLADOR ENERGY COCOM40609P10546649,116SH DFND149,11600
HALLIBURTON CO COMCOM406216101442,1936,230,892SH DFND16,227,93102,961
HALLMARK FINL SERVICES INCCOM NEW40624Q20358654,588SH DFND154,58800
HALOZYME THERAPEUTICS INCCOM40637H1095,542561,019SH DFND1561,01900
HAMPTON ROADS BANKSHARES INCCOM NEW409321502718415,569SH DFND1415,56900
HANCOCK HLDG CO COMCOM41012010914,967423,756SH DFND1423,75600
HANDY & HARMAN LTDCOM4103151051,33549,890SH DFND149,89000
HANESBRANDS INCCOM41034510252,552533,853SH DFND1533,3030550
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2085,977190,050SH DFND1190,05000
HANMI FINL CORP COMCOM NEW4104952044,525214,662SH DFND1214,66200
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1001,34693,921SH DFND193,92100
HANOVER INSURANCE GROUP INC/THCOM41086710514,079222,948SH DFND1222,94800
HANSEN MEDICAL INCCOM411307101394301,375SH DFND1301,37500
HARBINGER GROUP INC.COM41146A1063,008236,861SH DFND1236,86100
HARDINGE INC COMCOM41232430306SH DFND1 2600
HARDINGE INC COMCOM41232430358846,485SH DFND146,48500
HARLEY DAVIDSON INC COMCOM412822108108,6061,555,818SH DFND11,554,9380880
HARLEY DAVIDSON INC COMCOM41282210801SH DFND1 2100
HARMAN INTL INDS INC COMCOM4130861093253,030SH DFND1 23,03000
HARMAN INTL INDS INC COMCOM41308610951,975484,020SH DFND1483,6200400
HARMONIC INC COMCOM4131601024,161557,900SH DFND1557,90000
HARRIS CORP DEL COMCOM4138751051,59621,071SH DFND1 221,07100
HARRIS CORP DEL COMCOM41387510561,238808,898SH DFND1808,7460152
HARSCO CORP COMCOM41586410711,840444,629SH DFND1444,0290600
HARSCO CORP COMCOM4158641071204,543SH DFND1 24,54300
HARTE-HANKS INC COMCOM4161961031,794249,576SH DFND1249,57600
HARTFORD FINL SVCS GROUP IN COMCOM41651510438410,735SH DFND1 210,73500
HARTFORD FINL SVCS GROUP IN COMCOM416515104118,0013,297,155SH DFND13,295,62301,532
HARVARD APPARATUS REGENERATIVE TECH INCCOM41690A10621220,289SH DFND120,28900
HARVARD BIOSCIENCE INC COMCOM41690610526157,497SH DFND1 257,49700
HARVARD BIOSCIENCE INC COMCOM416906105486106,829SH DFND1106,82900
HARVEST NATURAL RESOURCES INCCOM41754V1031,123225,063SH DFND1225,06300
HASBRO INC COMCOM41805610748907SH DFND1 290700
HASBRO INC COMCOM41805610745,054849,787SH DFND1849,3290458
HASTINGS ENTERTAINMENT INCCOM4183651024415,004SH DFND115,00400
HATTERAS FINANCIAL CORPCOM41902R10310,343522,123SH DFND1519,65202,471
HAVERTY FURNITURE INC COMCOM4195961012,954117,557SH DFND1117,55700
HAVERTY FURNITURE INC COMCOM41959610149519,717SH DFND1 219,71700
HAWAIIAN ELEC INDUSTRIES COMCOM41987010014,280563,992SH DFND1563,99200
HAWAIIAN HOLDINGS INCCOM4198791014,294313,247SH DFND1313,24700
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,50752,703SH DFND152,70300
HAWKINS INCCOM4202611091,54441,592SH DFND141,59200
HAWKINS INCCOM420261109153SH DFND1 25300
HAYNES INTERNATIONAL INCCOM NEW4208772013,93269,498SH DFND169,49800
HCA HOLDINGS INC.COM40412C10191,1101,616,401SH DFND11,615,8610540
HCC INS HLDGS INC COMCOM40413210226,729546,171SH DFND1546,17100
HCI GROUP INCCOM40416E1032,09151,519SH DFND151,439080
HCN 6 1/2PFD PER CON I42217K6018,402145,700PRN DFND1 2145,70000
HCP INCCOM40414L1092726,587SH DFND1 26,58700
HCP INCCOM40414L109162,7213,934,390SH DFND13,932,98301,407
HD SUPPLY HOLDINGS INCCOM40416M10514,498510,707SH DFND1510,70700
HEADWATERS INC COMCOM42210P1025,860421,940SH DFND1421,94000
HEALTH CARE REIT INC COMCOM42217K1065038,031SH DFND1 28,03100
HEALTH CARE REIT INC COMCOM42217K106161,6032,579,937SH DFND12,578,58401,353
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10621517,500SH DFND117,50000
HEALTH NET INC COMCOM42222G108902,183SH DFND1 22,18300
HEALTH NET INC COMCOM42222G10817,494421,152SH DFND1421,15200
HEALTHCARE ACQUISITION CORPCOM71714G102245174,428SH DFND1174,42800
HEALTHCARE RLTY TR COMCOM42194610416,369643,950SH DFND1643,95000
HEALTHCARE SVCS GRP INC COMCOM42190610811,859402,835SH DFND1402,83500
HEALTHCARE TRUST OF AMERICACL A42225P10513,0601,084,782SH DFND11,084,78200
HEALTHSOUTH CORP COMCOM NEW42192430918,754522,852SH DFND1522,85200
HEALTHSTREAM INCCOM42222N1033,295135,631SH DFND1135,63100
HEALTHWAYS INCCOM4222451003,367192,002SH DFND1191,965037
HEARTLAND EXPRESS INC COMCOM4223471046,086285,206SH DFND1285,20600
HEARTLAND FINANCIAL USA INCCOM42234Q1021,72369,712SH DFND169,71200
HEARTLAND PAYMENT SYSTEMS INCOM42235N1088,371203,141SH DFND1203,14100
HEARTWARE INTERNATIONAL INCCOM4223681007,51384,903SH DFND184,90300
HEAT BIOLOGICS INCCOM42237K1026612,034SH DFND112,03400
HECLA MNG CO COMCOM4227041066,1091,770,877SH DFND11,770,87700
HEICO CORP NEW COMCOM4228061098,499163,642SH DFND1163,64200
HEICO CORP-CL ACL A4228062086,974171,795SH DFND1171,79500
HEIDRICK & STRUGGLES INTL I COMCOM4228191021,70592,204SH DFND192,20400
HELEN OF TROY CORP LTD COMCOMG4388N1062223,674SH DFND1 23,67400
HELEN OF TROY CORP LTD COMCOMG4388N10611,890196,108SH DFND1196,10800
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P10714,944568,009SH DFND1568,00900
HELMERICH & PAYNE INC COMCOM42345210103SH DFND1 2300
HELMERICH & PAYNE INC COMCOM42345210195,639824,175SH DFND1823,8070368
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10346236,824SH DFND136,82400
HEMISPHERX BIOPHARMA INC COMCOM42366C103240777,066SH DFND1777,06600
HENRY JACK & ASSOC INC COMCOM42628110130,497513,160SH DFND1513,16000
HENRY JACK & ASSOC INC COMCOM4262811011662,799SH DFND1 22,79900
HERBALIFE LTDCOM USD SHSG4412G10125,968402,465SH DFND1401,8190646
HERBALIFE LTDCOM USD SHSG4412G101901,399SH DFND1 21,39900
HERCULES OFFSHORE INCCOM4270931093,580890,645SH DFND1890,64500
HERITAGE COMMERCE CORP COMCOM426927109855104,667SH DFND1104,66700
HERITAGE FINANCIAL GROUPCOM42726X10240120,248SH DFND120,24800
HERITAGE FINL CORP WASH COMCOM42722X1062,124132,057SH DFND1132,05700
HERITAGE OAKS BANCORPCOM42724R107867113,644SH DFND1113,64400
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10688645,179SH DFND145,17900
HERON THERAPEUTICS INCCOM4277461021,352109,784SH DFND1109,78400
HERSHA HOSPITALITY TRUSTSH BEN INT A4278251048,2201,225,072SH DFND11,225,07200
HERSHEY CO/THECOM427866108105,1961,081,030SH DFND11,080,5160514
HERSHEY CO/THECOM42786610820210SH DFND1 221000
HERTZ GLOBAL HOLDINGS, INCCOM42805T10562,7572,239,509SH DFND12,238,37101,138
HESKA CORP COMCOM RESTRC NEW42805E30616115,048SH DFND115,04800
HESS CORP COMCOM42809H10702SH DFND1 2200
HESS CORP COMCOM42809H107193,1681,954,549SH DFND11,953,6030946
HEWLETT PACKARD CO COMCOM4282361031,51444,972SH DFND1 244,97200
HEWLETT PACKARD CO COMCOM428236103483,93414,376,812SH DFND114,368,43108,381
HEXCEL CORP NEW COMCOM42829110820,174493,262SH DFND1493,26200
HFF INC-CLASS ACL A40418F108134SH DFND1 23400
HFF INC-CLASS ACL A40418F1089,585257,739SH DFND1257,73900
HHGREGG INC -REDHCOM42833L10876274,973SH DFND174,97300
HIBBETT SPORTS INCCOM4285671017,953146,833SH DFND1146,83300
HIGHER ONE HOLDINGS INCCOM42983D1043871SH DFND1 287100
HIGHER ONE HOLDINGS INCCOM42983D104599157,223SH DFND1157,22300
HIGHWOODS PPTYS INC COMCOM43128410823,304555,522SH DFND1555,52200
HILL INTERNATIONAL INCCOM431466101738118,536SH DFND1118,53600
HILLENBRAND INC -SPNCOM43157110810,786330,672SH DFND1330,67200
HILL-ROM HOLDINGS INCCOM43147510213,178317,466SH DFND1317,2660200
HILL-ROM HOLDINGS INCCOM431475102127SH DFND1 22700
HILLSHIRE BRANDS CO/THECOM43258910939,151628,442SH DFND1627,6440798
HILLSHIRE BRANDS CO/THECOM432589109621,000SH DFND1 21,00000
HILLTOP HOLDINGSCOM4327481019,844463,070SH DFND1463,07000
HILTON WORLDWIDE HOLDINGS INCOM43300A10414,228610,657SH DFND1610,65700
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10611917,463SH DFND117,46300
HINGHAM INSTITUTION FOR SVGSCOM4333231023934,956SH DFND14,95600
HITTITE MICROWAVE CORPCOM43365Y10414,016179,819SH DFND1179,81900
HMS HOLDINGS CORPCOM40425J1019,702475,367SH DFND1475,36700
HNI CORP COMCOM404251100126SH DFND1 22600
HNI CORP COMCOM40425110010,233261,654SH DFND1260,35201,302
HOLLYFRONTIER CORPCOM43610610844,6031,021,143SH DFND11,018,96802,175
HOLLYSYS AUTOMATION TECHNOLOGISHSG456671052399,794SH DFND19,79400
HOLOGIC INC COMCOM43644010136,3171,432,968SH DFND11,432,4120556
HOME BANCORP INCCOM43689E10739718,064SH DFND118,06400
HOME BANCSHARES INCCOM4368932001263,854SH DFND1 23,85400
HOME BANCSHARES INCCOM43689320010,198310,754SH DFND1310,75400
HOME DEPOT INC COMCOM437076102813,64510,055,979SH DFND110,050,82305,156
HOME DEPOT INC COMCOM43707610225314SH DFND1 231400
HOME INNS & HOTELS MANAG-ADRSPON ADR43713W1072296,713SH DFND16,71300
HOME LOAN SERVICING SOLUTIONORD SHSG6648D10911,684514,038SH DFND1514,03800
HOME LOAN SERVICING SOLUTIONORD SHSG6648D10907SH DFND1 2700
HOME PROPERTIES INCCOM43730610323,936374,235SH DFND1374,23500
HOMEAWAY INCCOM43739Q10012,149348,935SH DFND1348,93500
HOMESTREET INCCOM43785V1021,63388,900SH DFND188,90000
HOMETRUST BANCSHARES INCCOM4378721043237SH DFND1 223700
HOMETRUST BANCSHARES INCCOM4378721041,760111,659SH DFND1111,65900
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830857116,340SH DFND113,63702,703
HONEYWELL INTL INC COMCOM43851610601SH DFND1 2100
HONEYWELL INTL INC COMCOM438516106531,6125,722,710SH DFND15,719,78302,927
HOOKER FURNITURE CORPCOM43903810076247,239SH DFND147,23900
HOOPER HOLMES INC COMCOM439104100100134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410413511,625SH DFND111,62500
HORACE MANN EDUCATORS CORP COMCOM4403271049,914317,061SH DFND1317,06100
HORIZON BANCORP INDIANACOM44040710456525,899SH DFND125,89900
HORIZON PHARMA, INCCOM44047T1095,385340,395SH DFND1340,39500
HORMEL FOODS CORP COMCOM44045210049,315999,890SH DFND1999,2820608
HORNBECK OFFSHORE SERVICES COMCOM4405431068,549182,217SH DFND1182,21700
HORNBECK OFFSHORE SERVICES COMCOM4405431061713,664SH DFND1 23,66400
HORSEHEAD HOLDING CORPCOM4406943055,271288,678SH DFND1288,67800
HOSPIRA INC COMCOM44106010064,3691,253,762SH DFND11,253,4530309
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10230,8361,014,345SH DFND11,014,34500
HOST MARRIOTT CORP NEW COMCOM44107P10439618,023SH DFND1 218,02300
HOST MARRIOTT CORP NEW COMCOM44107P104147,6516,711,704SH DFND16,708,89102,813
HOUGHTON MIFFLIN HARCOURT COCOM44157R1095,366280,110SH DFND1280,11000
HOUSTON AMERICAN ENERGY CORPCOM44183U10062135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10999980,551SH DFND180,55100
HOVNANIAN ENTERPRISES INC CL ACL A4424872033,614701,756SH DFND1701,75600
HOWARD HUGHES CORPCOM44267D10725,540161,825SH DFND1161,82500
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,31445,559SH DFND136,45709,102
HSN INCCOM40430310911,548194,949SH DFND1194,889060
HUB GROUP INC CL ACL A44332010610,335205,070SH DFND1205,07000
HUBBELL INC CL BCL B44351020134,284278,394SH DFND1278,39400
HUDSON CITY BANCORP COMCOM44368310725025,525SH DFND1 225,52500
HUDSON CITY BANCORP COMCOM44368310735,5833,621,965SH DFND13,619,12202,843
HUDSON GLOBAL INCCOM44378710635991,578SH DFND191,57800
HUDSON PACIFIC PROPERTIES INCCOM4440971097,216284,783SH DFND1284,78300
HUDSON TECHNOLOGIES INCCOM44414410922979,516SH DFND179,51600
HUDSON VALLEY HOLDING CORPCOM4441721001,51383,857SH DFND183,85700
HUMANA INC COMCOM44485910255433SH DFND1 243300
HUMANA INC COMCOM444859102148,3671,162,331SH DFND11,161,7750556
HUNT J B TRANS SVCS INC COMCOM445658107458SH DFND1 25800
HUNT J B TRANS SVCS INC COMCOM44565810734,800471,807SH DFND1471,781026
HUNTINGTON BANCSHARES INC COMCOM44615010412212,882SH DFND1 212,88200
HUNTINGTON BANCSHARES INC COMCOM44615010459,4856,238,018SH DFND16,237,6180400
HUNTINGTON INGALLS INDUST-WICOM44641310626,820283,543SH DFND1283,54300
HUNTSMAN CORPCOM44701110726,594946,432SH DFND1946,43200
HURCO COMPANIES INCCOM44732410486630,738SH DFND130,73800
HURCO COMPANIES INCCOM447324104033SH DFND1 23300
HURON CONSULTING GROUP INCCOM4474621029,425133,085SH DFND1133,08500
HUTCHINSON TECHNOLOGY INC COMCOM448407106317127,124SH DFND1127,12400
HWAY 1 1/2 07/01/18NOTE 1.500% 7/0422245AB66,0225,500,000PRN DFND1 25,500,00000
HYATT HOTELS CORP - CL ACOM CL A44857910217,941294,216SH DFND1294,21600
HYATT HOTELS CORP - CL ACOM CL A4485791028142SH DFND1 214200
HYPERDYNAMICS CORPCOM NEW448954206326100,472SH DFND1100,47200
HYPERION THERAPEUTICS INCCOM44915N1011726,619SH DFND1 26,61900
HYPERION THERAPEUTICS INCCOM44915N10198637,784SH DFND137,78400
HYSTER-YALE MATERIALSCL A4491721054435,013SH DFND1 25,01300
HYSTER-YALE MATERIALSCL A4491721058,49495,940SH DFND195,94000
IAC INTERACTIVECORPCOM PAR $.00144919P50827,779401,268SH DFND1401,1180150
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041053411,124SH DFND111,12400
IBERIABANK CORP COMCOM45082810812,145175,537SH DFND1175,53700
IBIO INCCOM45103310460142,667SH DFND1142,66700
ICAD INCCOM NEW44934S20635255,059SH DFND155,05900
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012,15321,596SH DFND121,59600
ICF INTERNATIONAL INCCOM44925C1034,105116,113SH DFND1116,11300
ICG GROUP INCCOM44928D1084,486214,873SH DFND1214,87300
ICON PLCSHSG4705A10074215,767SH DFND1 215,76700
ICON PLCSHSG4705A10053911,448SH DFND111,44800
ICONIX BRAND GROUP INCCOM45105510711,618270,572SH DFND1270,57200
ICU MED INC COMCOM44930G1074,83679,533SH DFND179,53300
ID SYSTEMS INCCOM44948910322541,538SH DFND141,53800
IDACORP INC COMCOM45110710616,218280,453SH DFND1280,45300
IDEAL POWER INCCOM4516221049610,507SH DFND110,50700
IDENIX PHARMACEUTICALS INC COMCOM45166R20415,476642,163SH DFND1641,8030360
IDENTIVE GROUP INCCOM NEW45170X20534431,097SH DFND131,09700
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,083373,463SH DFND1373,46300
IDEX CORP COMCOM45167R10433,199411,195SH DFND1411,19500
IDEXX LABS INC COMCOM45168D10437,785282,892SH DFND1282,89200
IDT CORP CL BCL B NEW448947507045SH DFND1 24500
IDT CORP CL BCL B NEW4489475072,445140,382SH DFND1140,38200
IEC ELECTRS CORP NEW COMCOM44949L1057918,187SH DFND118,18700
IF BANCORP INCCOM44951J10524214,709SH DFND114,70900
IGATE CAPITAL CORP COMCOM45169U1058,372230,084SH DFND1230,08400
IGI LABORATORIES INCCOM449575109558105,217SH DFND1105,21700
IGNITE RESTAURANT GROUP INCCOM45173010545231,098SH DFND131,09800
IGNYTA INCCOM45173110322825,158SH DFND125,15800
IHS INC-CLASS ACL A45173410742,508313,404SH DFND1313,2560148
II VI INC COMCOM9021041084,402304,489SH DFND1304,48900
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10819411,190SH DFND111,19000
IKANOS COMMUNICATIONS INCCOM45173E105147347,058SH DFND1347,05800
ILLINOIS TOOL WKS INC COMCOM452308109233,1422,664,335SH DFND12,662,78501,550
ILLUMINA INC COMCOM45232710902SH DFND1 2200
ILLUMINA INC COMCOM452327109119,791671,103SH DFND1670,5480555
IMATION CORP COMCOM45245A107439127,743SH DFND1127,74300
IMMERSION CORP COMCOM4525211072,380187,168SH DFND1187,16800
IMMUNOGEN INC COMCOM45253H1015,712482,071SH DFND1482,07100
IMMUNOMEDICS INC COMCOM4529071081,662455,479SH DFND1455,47900
IMPAC MTG HLDGS INC COMCOM NEW45254P50812325,695SH DFND125,69500
IMPAX LABORATORIES INCCOM45256B10111,680389,480SH DFND1389,48000
IMPERIAL HOLDINGS INCCOM45283410456683,120SH DFND183,12000
IMPERIAL OIL LTDCOM NEW24542413,41764,863SH DFND163,64101,222
IMPERVA INCCOM45321L1002,826107,953SH DFND1107,95300
IMRIS INCCOM45322N1051210,782SH DFND110,78200
IMS HEALTH HOLDINGS INCCOM44970B1098,838344,162SH DFND1344,16200
IMUNOCELLULAR THERAPEUTICSCOM452536105245219,025SH DFND1219,02500
INCONTACT INCCOM45336E1092,573280,023SH DFND1280,02300
INCYTE INCCOM45337C10243,372768,470SH DFND1768,1820288
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030749134,784SH DFND134,78400
INDEPENDENCE REALTY TRUST INCCOM45378A10638340,535SH DFND140,53500
INDEPENDENT BANK CORP MASS COMCOM4538361085,585145,526SH DFND1145,52600
INDEPENDENT BANK CORP MICH COMCOM NEW4538386091,495116,190SH DFND1116,19000
INDEPENDENT BANK GROUP INCCOM45384B106121SH DFND1 22100
INDEPENDENT BANK GROUP INCCOM45384B1062,01536,206SH DFND136,20600
INDUSTRIAL SVCS OF AMERICACOM4563141037815,796SH DFND115,79600
INFINERA CORP -REDHCOM45667G1036,127666,058SH DFND1666,05800
INFINITY PHARMACEUTICALS INC COMCOM45665G3032,993234,971SH DFND1234,97100
INFINITY PROPERTY & CASUALTYCOM45665Q1034,36764,958SH DFND164,95800
INFOBLOX INCCOM45672H1043,407259,128SH DFND1258,5890539
INFORMATICA CORP COMCOM45666Q10220,130564,669SH DFND1564,5690100
INFORMATION SERVICES GROUPCOM45675Y104638132,675SH DFND1132,67500
INFOSONICS CORPCOM4567841079941,938SH DFND141,93800
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710361043,566SH DFND139,34704,219
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101116,5241,865,238SH DFND11,864,15901,079
INGLES MKTS INC CL ACL A4570301041,90072,125SH DFND172,12500
INGRAM MICRO INC CL ACL A45715310424,047823,247SH DFND1823,24700
INGRAM MICRO INC CL ACL A457153104021SH DFND1 22100
INGREDION INCCOM45718710228,780383,537SH DFND1383,3370200
INLAND REAL ESTATE CORPORATIONCOM NEW4574612006,049569,077SH DFND1569,07700
INNERWORKINGS INC -REDHCOM45773Y1051,646193,696SH DFND1193,69600
INNODATA ISOGEN CORPCOM NEW45764220524375,619SH DFND175,61900
INNOPHOS HOLDINGS INC -REDHCOM45774N1087,496130,211SH DFND1130,21100
INNOSPEC INCCOM45768S1057,007162,317SH DFND1162,31700
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10545461,103SH DFND161,10300
INOGEN INCCOM45780L10440718,058SH DFND118,05800
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,252300,888SH DFND1300,88800
INPHI CORPCOM45772F1071,843125,552SH DFND1125,55200
INSIGHT ENTERPRISES INC COMCOM45765U1036,785220,727SH DFND1220,72700
INSIGHT ENTERPRISES INC COMCOM45765U10332510,603SH DFND1 210,60300
INSIGNIA SYS INC COMCOM45765Y1059328,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693073,506175,495SH DFND1175,49500
INSPERITY INCCOM45778Q1073,849116,646SH DFND1116,5460100
INSPIREMD INCCOM NEW45779A30921271,907SH DFND171,90700
INSTALLED BUILDING PRODUCTSCOM45780R10182967,734SH DFND167,73400
INSTEEL INDUSTRIES INC COMCOM45774W1081,92097,730SH DFND197,73000
INSTITUTIONAL FINANCIAL MARKETCOM45779L1074723,694SH DFND123,69400
INSULET CORP -REDHCOM45784P10111,969301,734SH DFND1301,73400
INSYS THERAPEUTICS INCCOM NEW45824V2091575,046SH DFND1 25,04600
INSYS THERAPEUTICS INCCOM NEW45824V2091,27340,779SH DFND140,6200159
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW4579852086,354135,032SH DFND1135,03200
INTEGRATED DEVICE TECHNOLOG COMCOM45811810615,7771,020,506SH DFND11,020,50600
INTEGRATED ELECTRICAL SVC COMCOM45811E30131347,860SH DFND147,86000
INTEGRATED SILICON SOLUTION COMCOM45812P1072,409163,121SH DFND1163,12100
INTEGRATED SILICON SOLUTION COMCOM45812P107281,956SH DFND1 21,95600
INTEGRYS ENERGY GROUP INCCOM45822P1053555,000SH DFND1 25,00000
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INTEL CORP COMCOM45814010027900SH DFND1 290000
INTEL CORP COMCOM4581401001,198,86738,819,999SH DFND138,801,335018,664
INTELIQUENT INCCOM45825N1071,24990,089SH DFND1 290,08900
INTELIQUENT INCCOM45825N1075,351385,797SH DFND1385,79700
INTELLI-CHECK INC COMCOM45817G1026590,099SH DFND190,09900
INTELSAT SACOML5140P1012,223118,031SH DFND1118,03100
INTER PARFUMS INC COMCOM4583341092,958100,116SH DFND1100,11600
INTERACTIVE BROKERS GRPCOM45841N1075,807249,358SH DFND1249,35800
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1094,78285,204SH DFND185,20400
INTERCEPT PHARMACEUTICALS INCCOM45845P10814,55761,518SH DFND161,483035
INTERCHANGE CORPCOM53954W10416278,225SH DFND178,22500
INTERCLOUD SYSTEMS INCCOM NEW4584882028012,203SH DFND112,20300
INTERCONTINENTALEXCHANGE GROUPCOM45866F104157,905836,429SH DFND1836,2370192
INTERCONTINENTALEXCHANGE GROUPCOM45866F10438206SH DFND1 220600
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW 1245857P40025610SH DFND1 261000
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW 1245857P40058714,153SH DFND19,66904,484
INTERDIGITAL INCCOM45867G10111,045231,072SH DFND1231,07200
INTERFACE INC CL ACOM4586653046,097323,622SH DFND1323,62200
INTERMOLECULAR INCCOM45882D10914060,346SH DFND160,34600
INTERMUNE INC COMCOM45884X10325,419575,762SH DFND1575,6550107
INTERNAP NETWORK SVCS CORP COMCOM PAR $.00145885A300253,600SH DFND1 23,60000
INTERNAP NETWORK SVCS CORP COMCOM PAR $.00145885A3002,139303,490SH DFND1303,49000
INTERNATIONAL BANCSHARES CO COMCOM4590441039,520352,601SH DFND1352,60100
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,261,1946,961,739SH DFND16,958,12503,614
INTERNATIONAL BUSINESS MACHINES INCCOM4592001013581,975SH DFND1 21,97500
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610166,186635,049SH DFND1634,6670382
INTERNATIONAL GAME TECHNOLO COMCOM45990210279550,000SH DFND1 250,00000
INTERNATIONAL GAME TECHNOLO COMCOM45990210219,8971,250,620SH DFND11,250,62000
INTERNATIONAL RECTIFIER COR COMCOM460254105021SH DFND1 22100
INTERNATIONAL RECTIFIER COR COMCOM46025410511,981429,452SH DFND1429,45200
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW46032120185037,086SH DFND136,7090377
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352015,246157,653SH DFND1157,65300
INTERPHASE CORP COMCOM4605931069722,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM46069010059,5643,054,883SH DFND13,053,40801,475
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INTERSECTIONS INCCOM46098130128958,908SH DFND158,90800
INTERSIL CORP CL ACL A46069S10911,445765,572SH DFND1764,6530919
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INTERXON CORPCOM46122T1021,91676,278SH DFND176,27800
INTEST CORP COMCOM46114710014036,180SH DFND136,18000
INTEVAC INC COMCOM461148108918114,686SH DFND1114,68600
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INTL FCSTONE INCCOM46116V1051,60480,546SH DFND180,54600
INTL PAPER CO COMCOM460146103160,2193,176,426SH DFND13,174,90201,524
INTL PAPER CO COMCOM4601461035100SH DFND1 210000
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INTRALINKS HOLDINGS INCCOM46118H1041,739195,638SH DFND1195,63800
INTRAWEST RESORTS HOLDINGS ICOM46090K10998385,779SH DFND185,77900
INTREPID POTASH INCCOM46121Y1025,403322,434SH DFND1322,43400
INTUIT COMCOM461202103167,9822,087,200SH DFND12,086,2290971
INTUITIVE SURGICAL INC COMCOM NEW46120E602115,664281,041SH DFND1280,966075
INUVO INC.COM NEW46122W2044147,147SH DFND147,14700
INVACARE CORP COMCOM4612031012,740149,188SH DFND1149,18800
INVENSENSE INCOM46123D2056,533287,940SH DFND1287,6640276
INVENTURE GROUP INCCOM46121210290480,279SH DFND180,27900
INVESCO MORTGAGE CAPITALCOM46131B10010,918628,926SH DFND1625,78403,142
INVESCO PLCSHSG491BT108119,7733,174,725SH DFND13,172,97601,749
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1056,395378,851SH DFND1378,85100
INVESTMENT TECHNOLOGY GRP N COMCOM46145F105171,008SH DFND1 21,00800
INVESTORS BANCORP INCCOM46146L10121,2941,927,068SH DFND11,927,06800
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301035,845634,711SH DFND1634,71100
INVESTORS TITLE CO COMCOM4618041063435,099SH DFND15,09900
ION GEOPHYSICAL CORP COMCOM4620441082,959701,243SH DFND1701,24300
IPASS INCCOM46261V108265220,981SH DFND1220,98100
IPC THE HOSPITALIST CO-REDHCOM44984A1054,38999,261SH DFND199,26100
IPG PHOTONICS CORP -REDHCOM44980X10912,726184,983SH DFND1184,98300
IRC 5 11/15/29NOTE 5.000%11/1457461AC53,3413,000,000PRN DFND1 23,000,00000
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C40914,08442,200PRN DFND1 242,20000
IRIDEX CORP COMCOM46268410115919,221SH DFND119,22100
IRIDIUM COMMUNICATIONS INCCOM46269C1023,857455,927SH DFND1455,92700
IROBOT CORPCOM4627261006,700163,638SH DFND1163,63800
IRON MTN INC PA COMCOM46284610643,5241,228,511SH DFND11,227,5330978
IRON MTN INC PA COMCOM46284610686524,419SH DFND1 224,41900
IRONWOOD PHARMACEUTICALSCOM CL A46333X10810,600691,472SH DFND1691,47200
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1033,01158,240PRN DFND158,24000
ISHARES MSCI EAFE MINIMUM VOLATILITY INDEX FUNDEAFE MIN VOL ETF46429B68910,723164,018PRN DFND1164,01800
ISHARES MSCI USA MIN VOLATILITYUSA MIN VOL ETF46429B6974,654125,057PRN DFND1125,05700
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876226606,002PRN DFND16,00200
ISIS PHARMACEUTICALS INC COMCOM46433010904SH DFND1 2400
ISIS PHARMACEUTICALS INC COMCOM46433010923,489681,830SH DFND1681,6300200
ISLE OF CAPRI CASINOS INC COMCOM4645921041130SH DFND1 213000
ISLE OF CAPRI CASINOS INC COMCOM4645921041,009117,892SH DFND1117,89200
ISORAY INCCOM46489V104760243,771SH DFND1243,77100
ISRAMCO INCCOM NEW4651414064803,779SH DFND13,77900
ISTAR FINANCIAL INCCOM45031U1016,931462,745SH DFND1462,74500
ITC HOLDINGS CORPCOM46568510528,763788,478SH DFND1788,47800
ITERIS INCCOM46564T1079053,480SH DFND153,48000
ITRON INC COMCOM4657411069,264228,466SH DFND1228,46600
ITT EDUCATIONAL SERVICES IN COMCOM45068B1091,682100,831SH DFND1100,7310100
ITT EDUCATIONAL SERVICES IN COMCOM45068B10922413,425SH DFND1 213,42500
ITT INDS INC IND COMCOM NEW45091120122,469467,147SH DFND1467,14700
IVANHOE ENERGY INCCOM NEW465790301617,161SH DFND117,16100
IXIA COMCOM45071R1093,943345,007SH DFND1345,00700
IXYS CORP COMCOM46600W1061,791145,424SH DFND1145,42400
J & J SNACK FOODS CORP COMCOM4660321098,25787,737SH DFND187,73700
J2 GLOBAL INCCOM48123V102243SH DFND1 24300
J2 GLOBAL INCCOM48123V10214,186278,929SH DFND1278,7290200
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD466090206383,591SH DFND1 23,59100
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD466090206787,202SH DFND17,20200
JABIL CIRCUIT INC COMCOM4663131031095,243SH DFND1 25,24300
JABIL CIRCUIT INC COMCOM46631310328,7671,377,027SH DFND11,376,7270300
JACK IN THE BOX INC COMCOM46636710916,705279,169SH DFND1279,16900
JACOBS ENGR GROUP INC DEL COMCOM46981410752,381983,714SH DFND1983,2750439
JACOBS ENGR GROUP INC DEL COMCOM46981410727509SH DFND1 250900
JAKKS PAC INC COMCOM47012E106873112,811SH DFND1112,81100
JAMBA INCCOM NEW47023A3091,00683,183SH DFND183,18300
JANUS CAPITAL GROUP INCCOM47102X10510,204817,702SH DFND1817,3020400
JANUS CAPITAL GROUP INCCOM47102X10514811,888SH DFND1 211,88800
JARDEN CORP COMCOM47110910835,750602,366SH DFND1602,36600
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10484359,792SH DFND159,79200
JAZZ PHARMACEUTICALS PLCSHS USDG5087110540,822277,684SH DFND1277,5010183
JBLU6 3/4 10/15/39DBCV 6.750%10/1477143AF812,0165,392,000PRN DFND1 25,392,00000
JD.COM INC - ADRSPON ADR CL A47215P10646916,466SH DFND116,46600
JDS UNIPHASE CORP COMCOM PAR $0.00146612J50715,5911,250,306SH DFND11,249,6620644
JETBLUE AIRWAYS CORPCOM4771431011163SH DFND1 216300
JETBLUE AIRWAYS CORPCOM47714310114,0861,298,262SH DFND11,298,26200
JGWPT HOLDINGS INC-ACL A46617M10961154,328SH DFND154,32800
JIVE SOFTWARE INCCOM47760A1081,747205,395SH DFND1205,39500
JMP GROUP INCCOM46629U10742956,696SH DFND156,69600
JMP GROUP INCCOM46629U10712216,117SH DFND1 216,11700
JOE'S JEANS INCCOM47777N101226213,508SH DFND1213,50800
JOHN B. SANFILIPPO & SONCOM80042210798437,207SH DFND137,20700
JOHN BEAN TECHNOLOGIES-SPNCOM4778391044,452143,670SH DFND1143,606064
JOHNSON & JOHNSON COMCOM4781601042,242,42521,446,327SH DFND121,436,180010,147
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JOHNSON CTLS INC COMCOM478366107238,4194,777,982SH DFND14,775,10702,875
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JONES LANG LASALLE INC COMCOM48020Q10728,770227,633SH DFND1227,63300
JOURNAL COMMUNICATIONS INC-ACL A4811301022,104237,213SH DFND1237,21300
JOY GLOBAL INC COMCOM48116510845,370737,216SH DFND1736,6900526
JP MORGAN CHASE & COCOM46625H10050877SH DFND1 287700
JP MORGAN CHASE & COCOM46625H1001,654,32328,727,432SH DFND128,714,517012,915
JTH HOLDING INC CLASS ACL A46637N10356817,080SH DFND117,08000
JUNIPER NETWORKS INC COMCOM48203R10417718SH DFND1 271800
JUNIPER NETWORKS INC COMCOM48203R10492,0613,753,633SH DFND13,751,80801,825
K12 INCCOM48273U1021566,493SH DFND1 26,49300
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KADANT INC COMCOM48282T1043,983103,609SH DFND1103,60900
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KANSAS CITY LIFE INS CO COMCOM48483610197021,344SH DFND121,34400
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030285,256793,496SH DFND1793,1120384
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KELLOGG CO COMCOM487836108117,8581,795,025SH DFND11,794,02401,001
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KEMET CORP COMCOM NEW4883602071,180205,358SH DFND1205,35800
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KENNAMETAL INC COMCOM48917010019,041411,445SH DFND1411,44500
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KEY ENERGY SVCS INC COMCOM4929141066,433703,845SH DFND1703,84500
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KEYCORP NEW COMCOM493267108100,2947,002,680SH DFND16,999,30503,375
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KEYW HOLDING CORP/THECOM4937231001,923153,053SH DFND1153,05300
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KFORCE INC COMCOM4937321013,386156,441SH DFND1156,44100
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KILROY RLTY CORP COMCOM49427F10831,942512,880SH DFND1512,88000
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KIOR INC - CL ACL A49721710937105,394SH DFND1105,39400
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KITE REALTY GROUP TRUSTCOM49803T1025,274859,099SH DFND1859,09900
KLA-TENCOR CORP COMCOM48248010088,6011,220,467SH DFND11,219,8100657
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KNIGHT TRANSN INC COMCOM4990641037,392311,002SH DFND1311,00200
KNOLL INCCOM NEW4989042004,366251,953SH DFND1250,50301,450
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KRISPY KREME DOUGHNUTS INC COMCOM5010141045,787362,156SH DFND1362,15600
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KROGER CO COMCOM501044101179,3093,629,762SH DFND13,628,9500812
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KYTHERA BIOPHARMACEUTICALS INCCOM5015701053,29485,864SH DFND185,86400
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L BRANDS INCCOM501797104104,2921,778,970SH DFND11,777,96401,006
L N B BANCORP INCCOM50210010012310,117SH DFND110,11700
L-3 COMMUNICATIONS HLDGS IN COMCOM5024241041,1959,903SH DFND1 29,90300
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410481,499675,322SH DFND1674,8850437
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 250345960418320,038SH DFND120,03800
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LA Z BOY INC COMCOM5053361078,123350,596SH DFND1350,59600
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LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40963,170617,278SH DFND1617,1130165
LACLEDE GROUP INC COMCOM50559710410,508216,453SH DFND1216,45300
LADDER CAPITAL CORP-CLASS ACL A5057431041,48582,219SH DFND182,21900
LADENBURG THALMANN FINANCIALCOM50575Q1021,665528,730SH DFND1528,73000
LAKELAND BANCORP INC COMCOM5116371002,027187,709SH DFND1187,70900
LAKELAND FINL CORP COMCOM5116561003,54692,936SH DFND192,93600
LAKELAND INDUSTRIES INCCOM51179510618225,549SH DFND125,54900
LAKES ENTERTAINMENT INCCOM51206P10934773,851SH DFND173,85100
LAM RESEARCH CORP COMCOM5128071081572,328SH DFND1 22,32800
LAM RESEARCH CORP COMCOM51280710882,1331,216,042SH DFND11,215,7480294
LAMAR ADVERTISING CO CL ACL A51281510163612,000SH DFND1 212,00000
LAMAR ADVERTISING CO CL ACL A51281510117,344327,251SH DFND1327,25100
LANCASTER COLONY CORP COMCOM51384710310,955115,125SH DFND1114,9390186
LANDAUER INC COMCOM51476K1032,31155,043SH DFND155,04300
LANDEC CORPCOM5147661041,852148,289SH DFND1148,28900
LANDS END INCCOM51509F1052,59077,132SH DFND177,072060
LANDSTAR SYS INC COMCOM51509810115,358239,972SH DFND1239,97200
LANNET INC COMCOM516012101247SH DFND1 24700
LANNET INC COMCOM5160121018,213165,526SH DFND1165,0500476
LAREDO PETROLEUM HOLDINGS INCOM5168061069,150295,366SH DFND1295,36600
LAS VEGAS SANDS CORPCOM517834107140,1831,839,700SH DFND11,839,0140686
LAS VEGAS SANDS CORPCOM517834107688SH DFND1 28800
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210824,688699,601SH DFND1699,60100
LATTICE SEMICONDUCTOR CORP COMCOM51841510421626,276SH DFND1 226,27600
LATTICE SEMICONDUCTOR CORP COMCOM5184151049,0041,091,434SH DFND11,091,43400
LAUDER ESTEE COS INC CL ACL A518439104131,4701,771,485SH DFND11,770,8920593
LAWSON PRODS INC COMCOM52077610548029,504SH DFND129,50400
LAYNE CHRISTENSEN COMPANYCOM5210501041,518114,183SH DFND1114,18300
LAZARD LTDSHS AG540501026,642128,827SH DFND1128,6770150
LCNB CORPORATIONCOM50181P10040825,257SH DFND125,25700
LDR HOLDING CORPCOM50185U1051,75770,258SH DFND170,25800
LEAPFROG ENTERPRISES INC CL ACL A52186N1062,514342,167SH DFND1342,16700
LEAR CORPCOM NEW521865204114SH DFND1 21400
LEAR CORPCOM NEW52186520442,763478,763SH DFND1478,76300
LEARNING TREE INTL INC COMCOM5220151064517,913SH DFND117,91300
LEE ENTERPRISES INC COMCOM5237681091,223275,043SH DFND1275,04300
LEE ENTERPRISES INC COMCOM52376810911826,694SH DFND1 226,69400
LEGACY RESERVES LPUNIT LP INT52470730432810,518SH DFND110,51800
LEGG MASON INC COMCOM52490110538,141743,800SH DFND1743,6470153
LEGG MASON INC COMCOM5249011053326,480SH DFND1 26,48000
LEGGETT & PLATT INC COMCOM52466010734,9551,020,381SH DFND11,019,4450936
LEGGETT & PLATT INC COMCOM52466010719583SH DFND1 258300
LEIDOS HOLDINGS INCCOM52532710212,745332,430SH DFND1332,43000
LEMAITRE VASCULAR INCCOM52555820120624,915SH DFND124,91500
LENNAR CORP COMCL A5260571042295,468SH DFND1 25,46800
LENNAR CORP COMCL A52605710453,6971,279,864SH DFND11,279,5660298
LENNOX INTL INC COMCOM52610710721,324238,078SH DFND1238,07800
LEUCADIA NATL CORP COMCOM52728810461,7302,355,720SH DFND12,355,0970623
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N30837,007843,019SH DFND1842,7590260
LEXICON GENETICS INC COMCOM5288721042,7731,722,394SH DFND11,722,39400
LEXINGTON CORP PPTYS TR COMCOM52904310112,2711,114,565SH DFND11,114,56500
LEXMARK INTL NEW CL ACL A52977110750910,588SH DFND1 210,58800
LEXMARK INTL NEW CL ACL A52977110715,335318,425SH DFND1318,2250200
LGI HOMES INCCOM50187T1061,24168,004SH DFND168,00400
LHC GROUP LLCCOM50187A1071,43467,148SH DFND167,14800
LIBBEY INC COMCOM5298981083,264122,524SH DFND1122,52400
LIBERATOR MEDICAL HOLDINGS INCCOM53012L108810216,155SH DFND1216,15500
LIBERTY GLOBAL PLC - ASHS CL AG5480U104388SH DFND1 28800
LIBERTY GLOBAL PLC - ASHS CL AG5480U10446,3311,048,022SH DFND11,046,71801,304
LIBERTY GLOBAL PLC-CSHS CL CG5480U120108,4232,563,224SH DFND12,563,22400
LIBERTY MEDIA CORP - ACL A53122910273,728539,535SH DFND1539,3760159
LIBERTY MEDIA-INTERACTIVE A COMINT COM SER A53071M10473,5882,507,018SH DFND12,506,2280790
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210435,894946,478SH DFND1944,66501,813
LIBERTY VENTURES - SER ALBT VENT COM A53071M8802002,716SH DFND1 22,71600
LIBERTY VENTURES - SER ALBT VENT COM A53071M88029,689402,303SH DFND1402,30300
LIFE PARTNERS HOLDINGS INCCOM53215T10618072,367SH DFND172,36700
LIFE TIME FITNESS INCCOM53217R20710,319211,735SH DFND1211,73500
LIFELOCK INCCOM53224V100067SH DFND1 26700
LIFELOCK INCCOM53224V1009,387672,469SH DFND1672,46900
LIFEPOINT HOSPITALS INC COMCOM53219L10914,982241,259SH DFND1241,25900
LIFETIME BRANDS INCCOM53222Q10384453,694SH DFND153,69400
LIFEVANTAGE CORPCOM53222K106659457,708SH DFND1457,70800
LIFEWAY FOODS INCCOM53191410935425,373SH DFND125,37300
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50452841SH DFND1 284100
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K5047,127114,428SH DFND1114,2550173
LIGHTBRIDGE CORPCOM53224K10412846,258SH DFND146,25800
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578051813,622SH DFND113,62200
LILIS ENERGY INCCOM5324031022816,027SH DFND116,02700
LILLY ELI & CO COMCOM532457108468,2137,535,500SH DFND17,531,13504,365
LILLY ELI & CO COMCOM5324571081302,095SH DFND1 22,09500
LIMELIGHT NETWORKS INC -REDHCOM53261M104748244,743SH DFND1244,74300
LIMONEIRA COCOM532746104024SH DFND1 22400
LIMONEIRA COCOM5327461041,27958,245SH DFND158,24500
LINCOLN EDUCATIONAL SERVICESCOM53353510038184,938SH DFND184,93800
LINCOLN ELEC HLDGS INC COMCOM53390010630,668438,876SH DFND1438,0620814
LINCOLN NATL CORP IND COMCOM534187109100,1651,948,393SH DFND11,946,70301,690
LINDSAY MFG CO COMCOM5355551066,21773,604SH DFND173,60400
LINEAR TECHNOLOGY CORP COMCOM53567810681,1641,725,359SH DFND11,724,3940965
LINKEDIN CORP - ACOM CL A53578A10883,533487,283SH DFND1486,9320351
LINN CO LLCCOMSHS LTD INT53578210673823,597SH DFND123,59700
LINN ENERGY LLC-UNITSUNIT LTD LIAB5360201001,40643,490SH DFND143,49000
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521091,921323,423SH DFND1323,42300
LIONBRIDGE TECHNOLOGIES INC COMCOM53625210915526,257SH DFND1 226,25700
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920373325,667SH DFND125,66700
LIPOSCIENCE INCCOM53630M1085115,054SH DFND115,05400
LIQTECH INTERNATIONAL INCCOM53632A1025930,147SH DFND130,14700
LIQUID HOLDINGS GROUP LLCCOM53633A101287150,723SH DFND1150,72300
LIQUIDITY SERVICES, INC.COM53635B1072,419153,515SH DFND1153,51500
LITHIA MTRS INC CL ACL A53679710311,521122,478SH DFND1122,47800
LITTELFUSE INC COMCOM53700810411,544124,201SH DFND1124,20100
LIVE NATION ENTERTAINMENT, INC.COM53803410921,476869,851SH DFND1869,6380213
LIVE NATION ENTERTAINMENT, INC.COM538034109783,191SH DFND1 23,19100
LIVEDEAL INCCOM NEW53814430415335,051SH DFND135,05100
LIVEPERSON INCCOM5381461012,857281,522SH DFND1281,52200
LKQ CORPCOM50188920841,1131,540,771SH DFND11,539,75901,012
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109527102,562SH DFND195,47407,088
LMI AEROSPACE INCCOM50207910676558,543SH DFND158,54300
LMP REAL ESTATE INCOME FUND INCOM50208C1081,240107,780PRN DFND1 2107,78000
LOCKHEED MARTIN CORP COMCOM539830109317,4031,975,927SH DFND11,975,5110416
LOCKHEED MARTIN CORP COMCOM53983010940252SH DFND1 225200
LOEWS CORP COMCOM540424108100,3412,281,342SH DFND12,280,7160626
LOGITECH INTERNATIONAL - REGSHSH5043023237829,010SH DFND129,01000
LOGMEIN INCCOM54142L1092986,404SH DFND1 26,40400
LOGMEIN INCCOM54142L1096,764145,090SH DFND1145,09000
LO-JACK CORP COMCOM53945110443880,754SH DFND180,75400
LOOKSMART LTD COMCOM PAR $0.0015434426022614,768SH DFND114,76800
LORAL SPACE & COMMUNICATION COMCOM5438811065,69278,316SH DFND178,31600
LORILLARD INCCOM5441471011,37822,604SH DFND1 222,60400
LORILLARD INCCOM544147101157,2932,581,432SH DFND12,580,8560576
LOUISIANA PAC CORP COMCOM54634710511,134741,327SH DFND1741,32700
LOWES COS INC COMCOM548661107348,2857,261,852SH DFND17,257,50404,348
LOWES COS INC COMCOM54866110743912SH DFND1 291200
LPATH INC - CLASS ACOM NEW54891030618246,073SH DFND146,07300
LPL INVESTMENT HOLDINGS INCCOM50212V10019,479391,626SH DFND1391,62600
LRAD CORPCOM50213V109249121,112SH DFND1121,11200
LSB INDUSTRIES INCCOM5021601044,225101,405SH DFND1101,40500
LSI INDS INC COMCOM50216C108824103,296SH DFND1103,29600
LTC PPTYS INC COMCOM5021751029,237236,621SH DFND1236,62100
LUBYS INC COMCOM54928210135961,200SH DFND161,20000
LUCAS ENERGY INCCOM NEW5493332012034,712SH DFND134,71200
LULULEMON ATHLETICA INCCOM55002110920,702511,544SH DFND1511,3150229
LUMBER LIQUIDATORS HOLDINGS INCOM55003T10710,949144,168SH DFND1144,16800
LUMINEX CORP DEL COMCOM55027E1023,655213,155SH DFND1213,15500
LUMINEX CORP DEL COMCOM55027E102523,061SH DFND1 23,06100
LUMOS NETWORKS CORPCOM5502831051,38795,855SH DFND195,85500
LUNA INNOVATIONS INCCOM5503511003626,569SH DFND126,56900
LUXOFT HOLDING INCORD SHS CL AG572791042075,754SH DFND15,75400
LUXOTTICA GROUP S P A SPONSORED ADRSPONSORED ADR55068R2024016,926SH DFND14,35002,576
LYDALL INC DEL COMCOM5508191062,62395,865SH DFND195,86500
LYONDELLBASELL INDU-CL ASHS - A -N53745100295,3033,025,977SH DFND13,025,2090768
LYONDELLBASELL INDU-CL ASHS - A -N537451001141,175SH DFND1 21,17500
M & T BK CORP COMCOM55261F104121,801982,437SH DFND1982,1710266
M & T BK CORP COMCOM55261F10405SH DFND1 2500
M D C HLDGS INC COMCOM5526761085,940196,124SH DFND1196,0240100
M SMUCKER CO/THE-NEW COMCOM NEW83269640521201SH DFND1 220100
M SMUCKER CO/THE-NEW COMCOM NEW83269640584,951797,590SH DFND1796,8220768
M/I HOMES INCCOM55305B1013,141129,433SH DFND1129,43300
MACATAWA BK CORP COMCOM554225102574113,290SH DFND1113,29000
MACERICH CO COMCOM55438210180,6311,208,591SH DFND11,207,9930598
MACK CALI RLTY CORP COMCOM55448910412,883599,779SH DFND1599,77900
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1001,62772,386SH DFND172,38600
MACROGENICS INCCOM5560991091,31060,307SH DFND160,30700
MADDEN STEVEN LTD COMCOM55626910811,335330,485SH DFND1330,48500
MADISON COUNTY FINANCIAL INCCOM55677710029416,223SH DFND116,22300
MADISON SQUARE GAR INC-A-W/ICL A55826P10020,779332,736SH DFND1332,73600
MAGELLAN HEALTH INCCOM NEW55907920713,216212,353SH DFND1212,35300
MAGELLAN PETROLEUM CORPCOM559091301404183,866SH DFND1183,86600
MAGICJACK VOCALTEC LTDSHSM6787E10124716,401SH DFND116,40100
MAGNA INTL INC CL ACOM55922240143400SH DFND100400
MAGNA INTL INC CL ACOM5592224012,14119,897SH DFND1 219,89700
MAGNEGAS CORPCOM NEW55939L2027047,231SH DFND147,23100
MAGNETEK INC COMCOM NEW5594244032229,309SH DFND19,30900
MAGNUM HUNTER RESOURCES CORPCOM55973B1027,403902,832SH DFND1902,83200
MAIDEN HOLDINGS LTDSHSG5753U1122219SH DFND1 221900
MAIDEN HOLDINGS LTDSHSG5753U1124,106339,640SH DFND1339,64000
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1021,744101,155SH DFND1101,15500
MAJESCO ENTERTAINMENT COCOM PAR $.0015606903076327,979SH DFND127,97900
MAKEMYTRIP LTDSHSV5633W1092908,278SH DFND18,27800
MALIBU BOATS INC CLASS ACOM CL A56117J10092746,147SH DFND146,14700
MALLINCKRODT PLC SHSG5785G10724,178302,150SH DFND1302,15000
MALLINCKRODT PLC SHSG5785G1075717,148SH DFND1 27,14800
MANDALAY DIGITAL GROUP INCCOM NEW562562207591149,827SH DFND1149,82700
MANHATTAN ASSOCS INC COMCOM562750109149SH DFND1 24900
MANHATTAN ASSOCS INC COMCOM56275010918,567539,279SH DFND1539,27900
MANITEX INTERNATIONAL INCCOM5634201081,11368,576SH DFND168,57600
MANITOWOC INC COMCOM56357110821,961668,348SH DFND1668,1480200
MANNING & NAPIER INCCL A56382Q10240423,444SH DFND1 223,44400
MANNING & NAPIER INCCL A56382Q1021,47585,463SH DFND185,46300
MANNKIND CORP COMCOM56400P20114,4991,319,338SH DFND11,318,8140524
MANPOWER INC COMCOM56418H10036,860434,508SH DFND1434,1230385
MANTECH INTL CORP CL ACL A5645631043,872131,190SH DFND1131,19000
MANULIFE FINL CORPCOM24925197,900397,481SH DFND1393,56603,915
MARATHON OIL CORP COMCOM56584910636908SH DFND1 290800
MARATHON OIL CORP COMCOM565849106196,3664,921,985SH DFND14,919,03802,947
MARATHON PETROLEUM CORP - W/ICOM56585A10299112,706SH DFND1 212,70600
MARATHON PETROLEUM CORP - W/ICOM56585A102162,6512,084,658SH DFND12,083,28801,370
MARCHEX INC-CLASS BCL B56624R1081,846153,656SH DFND1153,65600
MARCUS & MILLICHAP INCCOM5663241091,17346,016SH DFND146,01600
MARCUS CORP COMCOM5663301061,866102,298SH DFND1102,29800
MARIN SOFTWARE INCCOM56804T10669959,419SH DFND159,41900
MARINE PRODS CORP COMCOM56842710834441,463SH DFND141,46300
MARINEMAX INC COMCOM5679081082,435145,519SH DFND1145,51900
MARKEL CORP COMCOM57053510448,00973,226SH DFND173,22600
MARKET VECTORS AGRIBUSINESSAGRIBUS ETF57060U6052865,200PRN DFND15,20000
MARKETAXESS HOLDINGS INCCOM57060D10814,384266,083SH DFND1266,08300
MARKETO INCCOM57063L1073,142108,050SH DFND1108,05000
MARLIN BUSINESS SERVICES INCCOM5711571061,58086,894SH DFND186,89400
MARRIOTT INTL INC NEW CL ACL A571903202104,0651,624,477SH DFND11,624,2130264
MARRIOTT VACATIONS WORLD W/ICOM57164Y107133SH DFND1 23300
MARRIOTT VACATIONS WORLD W/ICOM57164Y10713,248225,971SH DFND1225,97100
MARRONE BIO INNOVATIONS INCCOM57165B10688275,977SH DFND175,97700
MARSH & MCLENNAN COS INC COMCOM571748102201,0593,882,358SH DFND13,880,61801,740
MARTEN TRANSPORT LTDCOM5730751083,462154,931SH DFND1154,93100
MARTHA STEWART LIVING OMNIM CL ACL A573083102684145,673SH DFND1145,67300
MARTHA STEWART LIVING OMNIM CL ACL A5730831021227SH DFND1 222700
MARTIN MARIETTA MATLS INC COMCOM57328410629,751225,359SH DFND1225,1620197
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT5733311052395,825SH DFND15,82500
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10533223,212SH DFND1 223,21200
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10538,1472,662,446SH DFND12,660,82601,620
MASCO CORP COMCOM57459910656,2402,534,942SH DFND12,533,36401,578
MASIMO CORP -REDHCOM57479510081734,634SH DFND1 234,63400
MASIMO CORP -REDHCOM57479510010,345438,378SH DFND1438,37800
MASONITE INTERNATIONAL CORPCOM5753851095,61799,851SH DFND199,85100
MAST THERAPEUTICS INCCOM576314108352560,868SH DFND1560,86800
MASTEC INC COMCOM57632310910,306334,419SH DFND1334,41900
MASTERCARD INCCL A57636Q104545,8617,434,132SH DFND17,429,79704,335
MASTERCARD INCCL A57636Q1041101,509SH DFND1 21,50900
MATADOR RESOURCES COCOM57648520510,606362,251SH DFND1362,25100
MATERION CORPCOM5766901014,114111,221SH DFND1111,22100
MATRIX SERVICE COCOM5768531058,136248,130SH DFND1248,13000
MATRIX SERVICE COCOM576853105029SH DFND1 22900
MATSON INCCOM57686G1056,109227,638SH DFND1227,63800
MATTEL INC COMCOM57708110298,5682,530,827SH DFND12,528,56602,261
MATTERSIGHT CORPCOM57709710823844,923SH DFND144,92300
MATTHEWS INTL CORP CL ACL A5771281016,208149,340SH DFND1149,34000
MATTRESS FIRM HOLDING CORPCOM57722W1064,38491,825SH DFND191,82500
MATTSON TECHNOLOGY INC COMCOM577223100731334,224SH DFND1334,22400
MAUI LD & PINEAPPLE INC COMCOM57734510133749,253SH DFND149,25300
MAVENIR SYSTEMS INCCOM57767510139526,134SH DFND125,8520282
MAXIM INTEGRATED PRODS INC COMCOM57772K10148,9351,447,701SH DFND11,446,61401,087
MAXIMUS INC COMCOM57793310416,460382,616SH DFND1382,61600
MAXLINEAR INC-CLASS ACL A57776J1001,588157,734SH DFND1157,73400
MAXLINEAR INC-CLASS ACL A57776J1001172SH DFND1 217200
MAXWELL TECHNOLOGIES INC COMCOM5777671062,471163,365SH DFND1163,2420123
MB FINANCIAL INC NEW COMCOM55264U1088,291306,542SH DFND1306,54200
MBIA INC COMCOM55262C100027SH DFND1 22700
MBIA INC COMCOM55262C10011,8671,074,977SH DFND11,074,97700
MBT FINANCIAL CORPCOM5788771029817,921SH DFND117,92100
MCCLATCHY CO CL ACL A5794891051,725310,824SH DFND1310,82400
MCCORMICK & CO INC COM NON VTGCOM NON VTG579780206791,107SH DFND1 21,10700
MCCORMICK & CO INC COM NON VTGCOM NON VTG57978020667,184939,015SH DFND1938,6320383
MCDERMOTT INTL INC COMCOM58003710910,2331,264,991SH DFND11,264,99100
MCDONALDS CORP COMCOM5801351011221,214SH DFND1 21,21400
MCDONALDS CORP COMCOM580135101727,4267,225,139SH DFND17,221,49403,645
MCEWEN MINING INCCOM58039P1073,0861,071,650SH DFND11,071,65000
MCGRATH RENTCORP COMCOM5805891095,022136,669SH DFND1136,66900
MCGRAW HILL COS INC COMCOM58064510928343SH DFND1 234300
MCGRAW HILL COS INC COMCOM580645109167,4732,018,219SH DFND12,017,12901,090
MCKESSON CORP COMCOM58155Q10337203SH DFND1 220300
MCKESSON CORP COMCOM58155Q103304,1521,634,385SH DFND11,633,9520433
MDC PARTNERS INCCL A SUB VTG55269710484539,325SH DFND139,32500
MDU RES GROUP INC COMCOM55269010935,025998,083SH DFND1997,1850898
MEAD JOHNSON NUTRITIONCOM58283910605SH DFND1 2500
MEAD JOHNSON NUTRITIONCOM582839106136,3641,464,490SH DFND11,463,8860604
MEADOWBROOK INS GROUP INC COMCOM58319P1081,700236,444SH DFND1236,44400
MEADWESTVACO CORP COMCOM583334107011SH DFND1 21100
MEADWESTVACO CORP COMCOM58333410755,6081,257,129SH DFND11,255,43301,696
MEASUREMENT SPECIALTIES INC COMCOM5834211027,25384,274SH DFND184,27400
MEDASSETS INC-REDHCOM5840451088,107354,975SH DFND1354,97500
MEDGENICSCOM NEW58436Q20339350,598SH DFND150,59800
MEDIA GEN INC CL ACOM5844041072,859139,279SH DFND1139,27900
MEDICAL ACTION INDS INC COMCOM58449L1001,03475,310SH DFND175,31000
MEDICAL PROPERTIES TRUST INCCOM58463J30412,480942,641SH DFND1942,64100
MEDICINES CO COMCOM58468810511,036379,780SH DFND1379,78000
MEDICINOVA INCCOM NEW58468P2069647,646SH DFND147,64600
MEDIDATA SOLUTIONS INCCOM58471A10512,140283,592SH DFND1283,3070285
MEDIFAST INCCOM58470H101026SH DFND1 22600
MEDIFAST INCCOM58470H1012,08268,482SH DFND168,48200
MEDIVATION INCCOM58501N10129,819386,860SH DFND1386,822038
MEDNAX INC.COM58502B10628,969498,192SH DFND1498,19200
MEDTRONIC INC COMCOM58505510697615,322SH DFND1 215,32200
MEDTRONIC INC COMCOM585055106481,7397,559,860SH DFND17,555,85504,005
MEETME INCCOM58514110422884,177SH DFND184,17700
MEI PHARMA INCCOM NEW55279B20255487,460SH DFND187,46000
MELA SCIENCES INCCOM55277R10051160,555SH DFND1160,55500
MELCO PBL ENTERTAINMENT-ADRADR5854641001,20533,770SH DFND133,77000
MELLANOX TECH LTDSHSM513631132878,242SH DFND18,24200
MEMORIAL PRODUCTION PARTNERSCOM U REP LTD58604810027011,150SH DFND111,15000
MEMORIAL RESOURCE DEVELOPMENTCOM58605Q10986435,500SH DFND135,50000
MENS WEARHOUSE INC COMCOM58711810013,833247,920SH DFND1247,8200100
MENTOR GRAPHICS CORP COMCOM58720010612,044558,382SH DFND1558,38200
MERCADOLIBRE INCCOM58733R1027658,028SH DFND18,02800
MERCANTILE BANK CORPCOM5873761041,24454,393SH DFND154,39300
MERCER INTL INC SH BEN INTCOM5880561011,892180,259SH DFND1180,25900
MERCHANTS BANCSHARES COMCOM5884481001,70953,447SH DFND153,44700
MERCK & CO INC COMCOM58933Y1051,277,69822,099,168SH DFND122,088,327010,841
MERCK & CO INC COMCOM58933Y105951,646SH DFND1 21,64600
MERCURY COMPUTER SYS COMCOM5893781082,110186,082SH DFND1186,08200
MERCURY GENL CORP NEW COMCOM5894001009,108193,625SH DFND1192,8250800
MEREDITH CORP COMCOM58943310111,037228,227SH DFND1227,8520375
MERGE HEALTHCARE INCCOM589499102677298,408SH DFND1298,40800
MERIDIAN BIOSCIENCE INC COMCOM5895841014,779231,549SH DFND1231,54900
MERIDIAN INTERSTATE BANCORPCOM58964Q1041,32151,459SH DFND151,45900
MERIT MED SYS INC COMCOM5898891043,380223,869SH DFND1223,86900
MERITAGE HOMES CORP COMCOM59001A1028,675205,543SH DFND1205,54300
MERITOR INC COMCOM59001K1006,864526,438SH DFND1526,43800
MERITOR INC COMCOM59001K1001168,928SH DFND1 28,92800
MERRIMACK PHARMACEUTICALS INCCOM59032810016022,000SH DFND1 222,00000
MERRIMACK PHARMACEUTICALS INCCOM5903281003,620496,585SH DFND1496,58500
MERU NETWORKS INCCOM59047Q10325669,639SH DFND169,63900
MESA LABS INC COMCOM59064R1091,22214,561SH DFND114,56100
META FINANCIAL GROUP INCCOM59100U1081,04926,247SH DFND126,24700
METABOLIX INCCOM591018809113130,737SH DFND1130,73700
METALICO INCCOM591176102229185,416SH DFND1185,41600
METHANEX CORPCOM26544161,25820,354SH DFND120,0320322
METHANEX CORP COMCOM59151K1081,08117,494SH DFND117,49400
METHANEX CORP COMCOM59151K108236SH DFND1 23600
METHODE ELECTRS INC CL ACOM5915202007,331191,869SH DFND1191,86900
METLIFE INC COMCOM59156R108469,1418,448,570SH DFND18,445,07303,497
METRO BANCORP INCCOM59161R1011,54166,653SH DFND166,65300
METTLER TOLEDO INTERNATIONA COMCOM59268810536,934145,924SH DFND1145,8200104
MFA MORTGAGE INVESTMENTS INCCOM55272X10224,2262,950,865SH DFND12,937,035013,830
MFA MORTGAGE INVESTMENTS INCCOM55272X1025704SH DFND1 270400
MFRI INCCOM55272110216414,425SH DFND114,42500
MFS CHARTER INCOME TRSH BEN INT5527271099410,241PRN DFND1 210,24100
MFS HIGH YIELD MUNICIPAL TRUSTSH BEN INT59318E10213631,543PRN DFND1 231,54300
MGE ENERGY INCCOM55277P1048,579217,140SH DFND1217,14000
MGIC INVT CORP WIS COMCOM55284810320,5352,222,427SH DFND12,222,2270200
MGM MIRAGE COMCOM55295310145,5471,725,737SH DFND11,725,0490688
MGM MIRAGE COMCOM5529531011204,561SH DFND1 24,56100
MGP INGREDIENTS INCCOM55303J10628736,180SH DFND136,18000
MICHAEL KORS HOLDINGS LTDSHSG607541015205,877SH DFND1 25,87700
MICHAEL KORS HOLDINGS LTDSHSG60754101116,4591,314,496SH DFND11,314,1900306
MICREL INC COMCOM5947931012,756244,410SH DFND1244,41000
MICREL INC COMCOM59479310117215,308SH DFND1 215,30800
MICROCHIP TECHNOLOGY INC COMCOM59501710471,5151,466,037SH DFND11,465,3950642
MICROFINANCIAL INC COMCOM59507210914919,350SH DFND119,35000
MICRON TECHNOLOGY INC COMCOM595112103262,9187,983,953SH DFND17,980,12203,831
MICRON TECHNOLOGY INC COMCOM5951121031,75953,412SH DFND1 253,41200
MICRONET ENERTEC TECHNOLOGIESCOM5951171024811,589SH DFND111,58900
MICROS SYS INC COMCOM59490110025,897381,401SH DFND1381,40100
MICROSEMI CORP COMCOM59513710014,091526,585SH DFND1526,58500
MICROSOFT CORP COMCOM5949181042,404,94657,705,781SH DFND157,676,233029,548
MICROSOFT CORP COMCOM5949181041,52836,649SH DFND1 236,64900
MICROSTRATEGY INC CL A