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 A68243Q1061,547170,059SH DFND1168,63401,425
1ST SOURCE CORP COMCOM3369011033,595116,748SH DFND1116,74800
21VIANET GROUP INC - ADRSPONSORED ADR90138A10331917,466SH DFND117,46600
22ND CENTURY GROUP INCCOM90137F103122145,276SH DFND1145,27600
2U INCCOM90214J10131878SH DFND1 287800
2U INCCOM90214J1016,952193,666SH DFND1193,66600
3-D SYS CORP DEL COM NEWCOM NEW88554D2057,020607,868SH DFND1605,98901,879
3M COCOM88579Y101712,4215,034,940SH DFND15,026,09408,846
51JOBS INC-ADRSP ADR REP COM3168271042408,790SH DFND18,79000
6D GLOBAL TECHNOLOGIESCOM83002F10012643,486SH DFND143,48600
8X8 INC NEW COMCOM28291410081,072SH DFND1 21,07200
8X8 INC NEW COMCOM2829141004,554550,700SH DFND1550,70000
A. H. BELO CORPCOM CL A001282102544110,352SH DFND1110,35200
A. H. BELO CORPCOM CL A0012821022523SH DFND1 252300
A10 NETWORKS INCCOM0021211011,257209,872SH DFND1209,87200
A10 NETWORKS INCCOM002121101335,525SH DFND1 25,52500
AAC HOLDINGS INCCOM00030710891341,063SH DFND141,06300
AAON INC COM PAR $0.004COM PAR $0.0040003602065,840301,351SH DFND1301,35100
AAR CORP COMCOM0003611054,289226,122SH DFND1226,12200
AARON'S INCCOM PAR $0.50002535300541,496SH DFND1 21,49600
AARON'S INCCOM PAR $0.5000253530014,064389,489SH DFND1388,6940795
ABAXIS INCCOM0025671056,187140,665SH DFND1140,66500
ABBOTT LABS COMCOM002824100492,39812,265,755SH DFND112,249,242016,513
ABBVIE INCCOM00287Y109711,60513,104,594SH DFND113,082,549022,045
ABBVIE INCCOM00287Y1092644,866SH DFND1 24,86600
ABEONA THERAPEUTICS INCCOM00289Y10723558,256SH DFND158,25600
ABERCROMBIE & FITCH CO CL ACL A0028962078,820416,268SH DFND1415,4420826
ABERDEEN ASIA PACIFIC INCOMECOM0030091071,667370,533PRN DFND1 2370,53300
ABERDEEN GLOBAL INCOME FDCOM00301310912115,946PRN DFND1 215,94600
ABIOMED INC COMCOM003654100981,065SH DFND1 21,06500
ABIOMED INC COMCOM00365410023,973258,448SH DFND1258,44800
ABM INDS INC COMCOM0009571009,227337,876SH DFND1337,87600
ABRAXAS PETE CORP COMCOM003830106776606,796SH DFND1606,79600
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813072,954325,398SH DFND1325,39800
ACADIA HEALTHCARE CO INCCOM00404A10921,702327,486SH DFND1327,459027
ACADIA PHARMACEUTICALS INC COMCOM00422510817,652533,790SH DFND1533,4600330
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910916,824559,518SH DFND1559,51800
ACASTI PHARMA INCCL A SHS00430K105418,131SH DFND118,13100
ACCELERON PHARMA INCCOM00434H1084,973199,744SH DFND1199,74400
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C1014444,521SH DFND1 24,52100
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101487,5634,971,705SH DFND14,961,146010,559
ACCESS NATIONAL CORP COMCOM00433710183040,754SH DFND140,75400
ACCLERATE DIAGNOSTICS INCCOM00430H1022,610161,316SH DFND1161,1220194
ACCO BRANDS CORPCOM00081T1086,381902,620SH DFND1902,62000
ACCO BRANDS CORPCOM00081T10827939,588SH DFND1 239,58800
ACCURAY INCCOM0043971052,526505,762SH DFND1505,76200
ACCURIDE CORPCOM NEW00439T206765276,185SH DFND1276,18500
ACE LTD ORDSHSH0023R105263,3082,551,534SH DFND12,550,14201,392
ACELRX PHARMACEUTICALS INCCOM00444T100413135,544SH DFND1135,54400
ACETO CORP COMCOM0044461004,850176,700SH DFND1176,70000
ACHAOGEN INCCOM00444910424542,636SH DFND142,63600
ACHILLION PHARMACTCLSCOM00448Q2014,984721,274SH DFND1721,27400
ACI WORLDWIDE INCCOM00449810116,339773,645SH DFND1773,64500
ACNB CORPCOM00086810937117,657SH DFND117,65700
ACORDA THERAPEUTICS INCCOM00484M1067,814294,777SH DFND1294,77700
ACTINIUM PHARMACEUTICALS INCCOM00507W107267151,287SH DFND1151,28700
ACTIVE POWER INC COMCOM NEW00504W30812275,077SH DFND175,07700
ACTIVISION BLIZZARD INCCOM00507V109139,2324,515,166SH DFND14,505,41009,756
ACTUA CORPCOM0050941072,798237,979SH DFND1237,97900
ACTUANT CORP CL A NEWCL A NEW00508X2036,889374,617SH DFND1374,61700
ACUITY BRANDS INC COMCOM00508Y1022741,562SH DFND1 21,56200
ACUITY BRANDS INC COMCOM00508Y10242,812244,007SH DFND1243,7780229
ACURA PHARMACEUTICALS INCCOM PAR $0.0100509L8024921,003SH DFND121,00300
ACXIOM CORP COMCOM00512510910,106511,447SH DFND1511,44700
ADAMAS PHARMACEUTICALS INCCOM00548A10686151,486SH DFND151,48600
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20816441,564SH DFND141,56400
ADAMS EXPRESSCOM00621210474758,624PRN DFND1 258,62400
ADAMS RESOURCES & ENERGY INCCOM NEW00635130860314,715SH DFND114,71500
ADCARE HEALTH SYSTEMSCOM NEW00650W30013440,556SH DFND140,55600
ADDUS HOMECARE CORPCOM006739106022SH DFND1 22200
ADDUS HOMECARE CORPCOM0067391061,55950,068SH DFND150,06800
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062611,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW00685420282763,832SH DFND163,83200
ADEPTUS HEALTH INCCL A0068551004,11550,959SH DFND150,95900
ADOBE SYS INC COMCOM00724F101322,2583,927,205SH DFND13,921,74305,462
ADT CORP/THECOM00101J10642,2291,415,055SH DFND11,413,96601,089
ADTRAN INC COMCOM00738A1064,893335,150SH DFND1335,15000
ADURO BIOTECH INCCOM00739L1011,50177,542SH DFND177,54200
ADVANCED AUTO PARTS INC COMCOM00751Y106107,074566,072SH DFND1565,6220450
ADVANCED DRAINAGE SYSTEMS INCCOM00790R1045,260181,845SH DFND1181,84500
ADVANCED ENERGY INDS COMCOM0079731006,788258,107SH DFND1258,10700
ADVANCED ENERGY INDS COMCOM0079731001023,896SH DFND1 23,89600
ADVANCED MICRO DEVICES INC COMCOM0079031076,9704,052,533SH DFND14,052,53300
ADVANCED MICRO DEVICES INC COMCOM0079031075130,000SH DFND1 230,00000
ADVAXIS INCCOM NEW0076242081,818177,715SH DFND1177,71500
ADVISORY BRD CO COMCOM00762W10712,341271,014SH DFND1271,01400
AECOM TECHNOLOGY CORP -REDHCOM00766T10024,105876,255SH DFND1875,9670288
AEGEAN MARINE PETROLEUM NETWSHSY0017S10242963,758SH DFND1 263,75800
AEGERION PHARMACEUTICALS INCCOM00767E1022,361173,655SH DFND1173,65500
AEGION CORPCOM00770F1044,031244,629SH DFND1244,62900
AEHR TEST SYSTEMS COMCOM00760J1082812,126SH DFND112,12600
AEMITIS INCCOM NEW00770K20217362,983SH DFND162,98300
AEP INDS INC COMCOM001031103851,499SH DFND1 21,49900
AEP INDS INC COMCOM0010311032,42742,347SH DFND142,34700
AERCAP HOLDINGS NVSHSN0098510659915,673SH DFND1 215,67300
AERI PHARMACEUTICALS INCCOM00771V1082,624147,951SH DFND1147,95100
AEROHIVE NETWORKS INCCOM00778610652187,135SH DFND187,13500
AEROJET ROCKETDYNE HOLDINGS INCCOM0078001056,622409,326SH DFND1409,32600
AEROPOSTALE COMCOM007865108252407,330SH DFND1407,33000
AEROVIRONMENT INCCOM0080731082,696134,572SH DFND1134,57200
AES CORP COMCOM00130H10555,5535,685,164SH DFND15,669,791015,373
AES CORP COMCOM00130H105212,208SH DFND1 22,20800
AETERNA ZENTARIS INCCOM NEW007975303111,859SH DFND111,85900
AETHLON MEDICAL INCCOM NEW00808Y20817324,234SH DFND124,23400
AETNA INC NEW COMCOM00817Y108307,9452,820,022SH DFND12,815,54404,478
AETNA INC NEW COMCOM00817Y10854500SH DFND1 250000
AFFILIATED MANAGERS GROUP COMCOM00825210871,184417,173SH DFND1417,17300
AFFILIATED MANAGERS GROUP COMCOM00825210879466SH DFND1 246600
AFFIMED NVCOMN0104510816026,064SH DFND126,06400
AFFYMETRIX INC COMCOM00826T108455,375SH DFND1 25,37500
AFFYMETRIX INC COMCOM00826T1084,653544,888SH DFND1544,88800
AFLAC INC COMCOM001055102200,7983,461,016SH DFND13,457,19603,820
AG MORTGAGE INVESTMENT TRUSTCOM00122810517811,701SH DFND1 211,70100
AG MORTGAGE INVESTMENT TRUSTCOM0012281052,890189,885SH DFND1181,72008,165
AGCO CORP COMCOM00108410220,661443,407SH DFND1443,322085
AGENGOA YIELD PLCORD SHSG003491031,30178,627SH DFND178,62700
AGENUS INCCOM NEW00847G7052,065448,966SH DFND1448,96600
AGILE THERAPEUTICS INCCOM00847L10038757,556SH DFND157,55600
AGILENT TECHNOLOGIES INC COMCOM00846U101103,8223,029,432SH DFND13,028,5320900
AGILENT TECHNOLOGIES INC COMCOM00846U10140411,777SH DFND1 211,77700
AGILYSYS INCCOM00847J1051,243111,860SH DFND1111,86000
AGIOS PHARMACEUTICALS INCCOM00847X10411,550163,634SH DFND1163,609025
AGL RES INC COMCOM0012041061,77029,000SH DFND1 229,00000
AGL RES INC COMCOM00120410659,641978,508SH DFND1978,3630145
AGNICO EAGLE MINES LTDCOMSTK20098232,26890,302SH DFND188,34701,955
AGNICO EAGLE MINES LTD COMCOM0084741082148,478SH DFND1 28,47800
AGNICO EAGLE MINES LTD COMCOM0084741086265SH DFND100265
AGREE REALTY CORPCOM008492100431,470SH DFND1 21,47000
AGREE REALTY CORPCOM0084921003,554119,085SH DFND1119,08500
AGRIUM INCCOMSTK22135383,65541,313SH DFND140,7980515
AGRIUM INC COMCOM0089161083423,825SH DFND13,6770148
AGROFRESH SOLUTIONS INCCOM00856G10942153,115SH DFND153,11500
AIMMUNE THERAPEUTICS INCCOM00900T1071,69066,746SH DFND166,74600
AIR LEASE CORPCL A00912X30217,511566,340SH DFND1566,34000
AIR METHODS CORP COM PAR $.06COM PAR $.060091283079,205270,027SH DFND1270,02700
AIR PRODS & CHEMS INC COMCOM00915810633263SH DFND1 226300
AIR PRODS & CHEMS INC COMCOM009158106186,4191,464,256SH DFND11,463,2930963
AIR TRANSPORT SERVICES GROUP INCCOM00922R1053,370394,185SH DFND1394,18500
AIRCASTLE LTDCOMG0129K1047,730375,061SH DFND1375,06100
AIRGAS INC COMCOM00936310210117SH DFND1 211700
AIRGAS INC COMCOM00936310247,647534,440SH DFND1533,9450495
AIRMEDIA GROUP -ADS-REDHSPONSORED ADR0094111098315,595SH DFND115,59500
AK STL HLDG CORP COMCOM0015471082,5171,044,688SH DFND11,044,68800
AKAMAI TECHNOLOGIES INC COMCOM00971T10198,9561,435,677SH DFND11,433,39402,283
AKEBIA THERAPEUTICS INCCOM00972D1051,233127,691SH DFND1127,69100
AKER BIOSCIENCES INCCOM00973E1023712,000SH DFND112,00000
AKORN INC COMCOM00972810613,732481,754SH DFND1481,667087
ALAMO GROUP INC COMCOM0113111074,25791,061SH DFND191,06100
ALARM.COM HOLDINGS INCCOM01164210559751,265SH DFND151,26500
ALASKA AIR GROUP INC COMCOM01165910958,336734,260SH DFND1733,19801,062
ALASKA COMMUNICATIONS SYS G COMCOM01167P101776354,428SH DFND1354,42800
ALBANY INTL CORP CL ACL A0123481085,328186,233SH DFND1186,23300
ALBANY MOLECULAR RESH INC COMCOM0124231092,835162,792SH DFND1162,79200
ALBEMARLE CORP COMCOM01265310128,952656,895SH DFND1656,4480447
ALCATEL SPONSORED ADRSPONSORED ADR0139043055916,406SH DFND15,831010,575
ALCATEL SPONSORED ADRSPONSORED ADR013904305438120,000SH DFND1 2120,00000
ALCOA INC COMCOM013817101100,49410,423,969SH DFND110,416,32407,645
ALDER BIOPHARAMCEUTICALS INCCOM0143391056,061185,041SH DFND1185,04100
ALDEYRA THERAPEUTICS INCCOM01438T10613122,558SH DFND122,55800
ALERE INCCOM01449J10522,801473,557SH DFND1473,496061
ALEXANDER & BALDWIN INCCOM01449110430898SH DFND1 289800
ALEXANDER & BALDWIN INCCOM0144911049,631280,557SH DFND1280,55700
ALEXANDERS INC COMCOM0147521097,46619,963SH DFND119,96300
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110944,645527,290SH DFND1527,29000
ALEXION PHARMACEUTICALS INC COMCOM01535110924159SH DFND1 215900
ALEXION PHARMACEUTICALS INC COMCOM015351109279,0471,787,807SH DFND11,786,42401,383
ALEXZA PHARMACEUTICALS, INCCOM NEW01538420911591,009SH DFND191,00900
ALICO INC COMCOM01623010494023,182SH DFND123,18200
ALIGN TECHNOLOGY INC COMCOM01625510125,097442,174SH DFND1441,3430831
ALIMERA SCIENCES INCCOM016259103340154,143SH DFND1154,14300
ALKERMES INC COMSHSG0176710552,663898,163SH DFND1897,6160547
ALKERMES INC COMSHSG0176710537639SH DFND1 263900
ALLEGHANY CORP DEL COMCOM01717510047,855102,288SH DFND1102,273015
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1029,148645,186SH DFND1643,25401,932
ALLEGIANT TRAVEL COCOM01748X10218,76386,767SH DFND186,76700
ALLEGION PLCORD SHSG0176J10942,794743,312SH DFND1743,253059
ALLERGAN PLCSHSG0177J108850,3983,134,775SH DFND13,130,21204,563
ALLETE INC COMCOM NEW01852230014,616289,488SH DFND1289,48800
ALLIANCE DATA SYSTEMS CORP COMCOM018581108122,820475,208SH DFND1474,6110597
ALLIANCE DATA SYSTEMS CORP COMCOM01858110858224SH DFND1 222400
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,62094,836SH DFND194,83600
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10064020,685SH DFND120,68500
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10050116,193SH DFND1 216,19300
ALLIANCE IMAGING INC COM NEWCOM PAR $0.01018606301262,711SH DFND1 22,71100
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063011,534157,246SH DFND1156,7790467
ALLIANCE ONE INTERNATIONAL INCCOM NEW018772301602,945SH DFND1 22,94500
ALLIANCE ONE INTERNATIONAL INCCOM NEW01877230186442,426SH DFND142,42600
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10856825,559SH DFND125,55900
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R1082219,936SH DFND1 29,93600
ALLIANT ENERGY CORP COMCOM01880210838,218653,908SH DFND1653,6490259
ALLIED MOTION TECHNOLOGIESCOM01933010976042,792SH DFND142,79200
ALLIED MOTION TECHNOLOGIESCOM01933010938121,458SH DFND1 221,45800
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110422,883599,518SH DFND1599,460058
ALLIED WORLD ASSNC HDGS-REDHSHSH01531104133SH DFND1 23300
ALLIQUA INCCOM NEW01962120025680,845SH DFND180,84500
ALLISON TRANSMISSION HOLDINGCOM01973R10136,5771,370,439SH DFND11,370,0710368
ALLISON TRANSMISSION HOLDINGCOM01973R101271,028SH DFND1 21,02800
ALLOT COMMUNICATIONS LTDSHSM0854Q1057815,931SH DFND115,93100
ALLOT COMMUNICATIONS LTDSHSM0854Q105398,032SH DFND1 28,03200
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10812,9221,042,141SH DFND11,042,0340107
ALLSTATE CORP COMCOM020002101187,3583,223,274SH DFND13,221,31401,960
ALLSTATE CORP COMCOM02000210128490SH DFND1 249000
ALLY FINANCIAL INCCOM02005N100271,361SH DFND1 21,36100
ALLY FINANCIAL INCCOM02005N10057,1432,805,509SH DFND12,796,38709,122
ALMOST FAMILY INCCOM0204091082,07651,853SH DFND151,85300
ALMOST FAMILY INCCOM0204091087199SH DFND1 219900
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10718228SH DFND1 222800
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10735,170437,955SH DFND1437,3090646
ALON USA ENERGY INCCOM02052010253929,844SH DFND1 229,84400
ALON USA ENERGY INCCOM0205201026,597365,102SH DFND1364,1580944
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104941120,805SH DFND1120,80500
ALPHATEC HOLDINGS INC -REDHCOM02081G102100305,969SH DFND1305,96900
ALPINE GLOBAL PREMIER PROPRTCOM SBI02083A1039617,315PRN DFND1 217,31500
ALR 3 05/15/2016NOTE 3.000% 5/101449JAA31,4171,250,000PRN DFND1 21,250,00000
ALTERA CORP COMCOM0214411001,00120,000SH DFND1 220,00000
ALTERA CORP COMCOM021441100124,8842,498,395SH DFND12,492,95605,439
ALTEVA COM02153V1028820,153SH DFND120,15300
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1042,21893,046SH DFND193,04600
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1004,814345,869SH DFND1345,86900
ALTRA HLDGS INCCOM02208R1063,853166,693SH DFND1166,69300
ALTRIA GROUP INCCOM02209S103856,86315,781,680SH DFND115,757,444024,236
AMAG PHARMACEUTICALS INCCOM00163U1068,815221,884SH DFND1221,88400
AMAG PHARMACEUTICALS INCCOM00163U10651813,047SH DFND1 213,04700
AMAMARK HOLDINGS CORPCOM03852U10636,8611,244,540SH DFND11,244,0470493
AMAMARK HOLDINGS CORPCOM03852U10627941SH DFND1 294100
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW02311120610755,821SH DFND155,82100
AMAYA INCCOM02314M10885646,955SH DFND146,95500
AMAZON COM INC COMCOM0231351061,623,6383,177,867SH DFND13,173,26204,605
AMAZON COM INC COMCOM023135106149292SH DFND1 229200
AMBAC FINL GROUP INC COMCOM NEW02313988421514,916SH DFND1 214,91600
AMBAC FINL GROUP INC COMCOM NEW0231398844,286296,224SH DFND1296,22400
AMBARELLA INCSHSG037AX1012,26339,175SH DFND139,131044
AMBARELLA INCSHSG037AX10124430SH DFND1 243000
AMBASSADORS GROUP INC COMCOM02317710823787,434SH DFND187,43400
AMBER ROAD INCCOM02318Y10821450,858SH DFND150,85800
AMBEV SA - ADRSPONSORED ADR02319V103617126,000SH DFND1126,00000
AMC ENTERTAINMENT HLDSCL A COM00165C1042,920115,930SH DFND1115,93000
AMC NETWORKS INC - A W/ICL A00164V10325,746351,866SH DFND1351,3250541
AMDOCS LTD ORDSHSG0260210366,8931,176,048SH DFND11,174,90101,147
AMEC PLC-SPON ADR - W/ISPONSORED ADR00167X20514313,164SH DFND12,968010,196
AMEDICA CORPCOM02343510071227,802SH DFND1227,80200
AMEDISYS INC COMCOM0234361088,242217,071SH DFND1217,07100
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V10712323,773SH DFND123,77300
AMERCO COMCOM02358610018,64047,374SH DFND147,361013
AMERCO COMCOM023586100515SH DFND1 21500
AMEREN CORP COMCOM02360810282,9491,966,130SH DFND11,964,86801,262
AMERESCO INC - CL ACL A02361E108427,225SH DFND1 27,22500
AMERESCO INC - CL ACL A02361E108666113,429SH DFND1113,42900
AMERICAN AIRLINES GROUP INCCOM02376R102203,6935,254,557SH DFND15,252,60201,955
AMERICAN APPAREL INC -REDHCOM02385010063572,326SH DFND1572,32600
AMERICAN ASSETS TRUST INCCOM0240131049,453231,354SH DFND1231,35400
AMERICAN ASSETS TRUST INCCOM024013104441,083SH DFND1 21,08300
AMERICAN AXLE & MFG HLDGS I COMCOM024061103331,661SH DFND1 21,66100
AMERICAN AXLE & MFG HLDGS I COMCOM02406110313,555679,797SH DFND1679,79700
AMERICAN CAMPUS COMMUNITIESCOM02483510029,949826,431SH DFND1826,43100
AMERICAN CAPITAL AGENCY CORPCOM02503X10543,4182,323,179SH DFND12,312,038011,141
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1047,246491,589SH DFND1487,21504,374
AMERICAN DG ENERGY INCCOM0253981083291,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10623,4041,497,380SH DFND11,496,6140766
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10627717,733SH DFND1 217,73300
AMERICAN ELEC PWR INC COMCOM025537101217,4243,831,456SH DFND13,826,53904,917
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761093011,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620611,410489,519SH DFND1489,51900
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BANK OF HAWAII CORPCOM06254010916,857265,513SH DFND1265,51300
BANK OF MARIN BANCORP/CACOM0634251021,40329,243SH DFND129,24300
BANK OF SOUTH CAROLINACOM06506610216510,268SH DFND110,26800
BANK OF THE OZARKS INC COMCOM06390410620,695472,938SH DFND1472,93800
BANKFINANCIAL CORPCOM06643P1041,375110,669SH DFND1110,66900
BANKRATE INCCOM06647F1023,686356,205SH DFND1356,20500
BANKUNITED INCCOM06652K10321,507601,597SH DFND1601,536061
BANKWELL FINANCIAL GROUP INCCOM06654A10322612,409SH DFND112,40900
BANNER CORP COMCOM NEW06652V2088,007167,624SH DFND1167,62400
BAR HARBOR BANKSHARESCOM0668491001,03832,454SH DFND132,45400
BARCLAYS PLC ADRADR06738E2041,24784,371SH DFND151,742032,629
BARD C R INC COMCOM067383109119,358641,802SH DFND1641,2200582
BARNES & NOBLE EDUCATIONCOM06777U1013,007236,660SH DFND1236,4770183
BARNES & NOBLE INC COMCOM0677741094,383361,943SH DFND1361,6520291
BARNES GROUP INC COMCOM06780610911,174309,962SH DFND1309,96200
BARNWELL INDUSTRIES INCCOM0682211002614,145SH DFND114,14500
BARRACUDA NETWORKS INCCOM0683231041,755112,674SH DFND1112,67400
BARRACUDA NETWORKS INCCOM068323104271,765SH DFND1 21,76500
BARRETT BUSINESS SERVICES I COMCOM068463108431,021SH DFND1 21,02100
BARRETT BUSINESS SERVICES I COMCOM0684631081,96645,800SH DFND145,80000
BARRICK GOLD CORPCOMSTK20246442,242357,123SH DFND1348,70208,421
BASIC ENERGY SRVCS INCCOM06985P100690209,275SH DFND1209,27500
BASIC ENERGY SRVCS INCCOM06985P100206,223SH DFND1 26,22300
BASSETT FURNITURE INDS INC COMCOM0702031042,46688,559SH DFND188,55900
BASSETT FURNITURE INDS INC COMCOM070203104572,077SH DFND1 22,07700
BAXALTA INCCOM07177M103132,3304,208,083SH DFND14,200,72007,363
BAXALTA INCCOM07177M10369322,000SH DFND1 222,00000
BAXTER INTL INC COMCOM07181310924753SH DFND1 275300
BAXTER INTL INC COMCOM071813109144,5954,410,191SH DFND14,406,14504,046
BAYLAKE CORPCOM07278810240728,826SH DFND128,82600
BAYTEX ENERGY CORPCOMSTKB4VGVM322776,700SH DFND1 276,70000
BAYTEX ENERGY CORPCOMSTKB4VGVM319561,928SH DFND161,92800
BAZAARVOICE INCCOM0732711081,759390,205SH DFND1390,20500
BB&T CORP COMCOM054937107217,8396,131,181SH DFND16,125,30405,877
BBCN BANCORP INCCOM0732951077,935528,304SH DFND1528,30400
BBVA BANCO FRANCES SASPONSORED ADR07329M10041426,719SH DFND1 226,71900
BBX CAPITAL CORPCL A PAR $0.0105540P1001,01863,261SH DFND163,26100
BCB BANCORP INCCOM05529810315015,088SH DFND115,08800
BCE INCCOMSTKB188TH26,989171,299SH DFND1171,0770222
BE AEROSPACE INC COMCOM07330210127,860634,985SH DFND1634,3210664
BE AEROSPACE INC COMCOM0733021012505,706SH DFND1 25,70600
BEACON ROOFING SUPPLY INC COMCOM07368510910,310317,346SH DFND1317,34600
BEAR STATE FINANCIAL INCCOM07384410253660,268SH DFND160,26800
BEAZER HOMES USA INC COMCOM NEW07556Q8812,225166,959SH DFND1166,95900
BEBE STORES INC COMCOM075571109226240,934SH DFND1240,93400
BECTON DICKINSON & CO COMCOM075887109216,6541,636,414SH DFND11,633,73802,676
BED BATH & BEYOND INC COMCOM075896100621,098SH DFND1 21,09800
BED BATH & BEYOND INC COMCOM07589610084,2361,479,993SH DFND11,477,39702,596
BEL FUSE INC CL BCL B077347300733,804SH DFND1 23,80400
BEL FUSE INC CL BCL B0773473001,26765,223SH DFND165,22300
BELDEN INCCOM07745410611,874254,328SH DFND1254,32800
BELDEN INCCOM077454106141SH DFND1 24100
BELLCIUM PHARMACEUTICALS INCCOM07948110791162,698SH DFND162,69800
BELMOND LTDCL AG1154H1075,484542,498SH DFND1542,49800
BEMIS INC COMCOM08143710522,933579,566SH DFND1575,63103,935
BENCHMARK ELECTRS INC COMCOM08160H10111,778541,312SH DFND1541,31200
BENEFICIAL BANCORP INCCOM08171T1026,426484,666SH DFND1484,66600
BENEFITFOCUS INCCOM08180D1062,63284,243SH DFND184,24300
BERKLEY W R CORP COMCOM08442310234,824640,904SH DFND1640,0660838
BERKSHIRE HATHAWAY INC DEL CL CL A0846701087804SH DFND1400
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707021,997,88215,347,829SH DFND115,333,926013,903
BERKSHIRE HILLS BANCORP INC COMCOM0846801075,375195,183SH DFND1195,18300
BERRY PLASTICS GROUP INCCOM08579W103411,396SH DFND1 21,39600
BERRY PLASTICS GROUP INCCOM08579W10322,765757,083SH DFND1757,08300
BEST BUY INC COMCOM086516101109,6892,959,830SH DFND12,955,64204,188
BGC PARTNERS INCCL A05541T10110,3011,253,271SH DFND11,240,864012,407
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR08860610848115,212SH DFND112,34302,869
BIG 5 SPORTING GOODS CORPCOM08915P1013,510338,172SH DFND1338,17200
BIG 5 SPORTING GOODS CORPCOM08915P101151,456SH DFND1 21,45600
BIG LOTS INC COMCOM0893021032405,017SH DFND1 25,01700
BIG LOTS INC COMCOM08930210323,874498,217SH DFND1498,21700
BIGLARI HOLDINGS INCCOM08986R1013,69910,116SH DFND110,11600
BILL BARRETT CORPCOM06846N104943285,877SH DFND1285,87700
BILL BARRETT CORPCOM06846N104216,569SH DFND1 26,56900
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BIO RAD LABS INC CL ACL A09057220716,897125,812SH DFND1125,4830329
BIOAMBER INCCOM09072Q10637269,539SH DFND169,53900
BIOCEPT INCCOM09072V10518781,635SH DFND181,63500
BIOCRYST PHARMACEUTICALS COMCOM09058V103194SH DFND1 29400
BIOCRYST PHARMACEUTICALS COMCOM09058V1034,981436,974SH DFND1436,97400
BIODEL INCCOM NEW09064M20451117,056SH DFND1117,05600
BIODELIVERY SCIENCES INTL INCCOM09060J1061,615290,605SH DFND1290,60500
BIOGEN INCCOM09062X103568,5041,951,867SH DFND11,949,09302,774
BIOLASE INCCOM090911108175195,040SH DFND1195,04000
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10129284SH DFND1 228400
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10199,343943,865SH DFND1941,93801,927
BIOMED REALTY TRUST INCCOM09063H10729,6331,483,141SH DFND11,482,9520189
BIO-PATH HOLDING INCCOM09057N102592520,069SH DFND1520,06900
BIOSCRIP INC COMCOM09069N108754403,551SH DFND1403,55100
BIOSPECIFICS TECHNOLOGIESCOM0909311061,58636,440SH DFND136,44000
BIOTA HOLDINGS LTDCOM090694100347175,593SH DFND1175,59300
BIO-TECHNE GROUPCOM09073M10420,735224,263SH DFND1224,1310132
BIOTELEMETRY INCCOM0906721062,375194,045SH DFND1194,04500
BIOTIME INC COMCOM09066L105991330,560SH DFND1330,56000
BJ'S RESTAURANTS INCCOM09180C1067,063164,154SH DFND1164,15400
BLACK BOX CORP DEL COMCOM0918261074291SH DFND1 229100
BLACK BOX CORP DEL COMCOM0918261072,046138,842SH DFND1138,84200
BLACK DIAMOND INCCOM09202G1011,008160,558SH DFND1160,55800
BLACK HILLS CORP COMCOM09211310915368SH DFND1 236800
BLACK HILLS CORP COMCOM09211310912,246296,237SH DFND1296,23700
BLACK KNIGHT FINANCIAL-CL ACL A09214X100341,052SH DFND1 21,05200
BLACK KNIGHT FINANCIAL-CL ACL A09214X1002,92089,722SH DFND189,72200
BLACKBAUD INC COMCOM09227Q10017,008303,078SH DFND1303,07800
BLACKBERRY LTDCOM09228F1031,079175,853SH DFND1175,85300
BLACKBERRY LTDCOMSTKBCBHZ31922152,147SH DFND1145,41506,732
BLACKHAWK NETWORK HOLDINGS INCCOM09238E10417,009401,263SH DFND1401,26300
BLACKROCK DEBT STRATEGIES FUNDCOM09255R10324673,761PRN DFND1 273,76100
BLACKROCK INC CL ACOM09247X101291,597982,235SH DFND1980,30101,934
BLACKROCK MUNIYIELD MICHIGAN ICOM09254V10516612,601PRN DFND1 212,60100
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W10012,733464,063SH DFND1464,06300
BLOCK H & R INC COMCOM09367110577,1862,136,497SH DFND12,134,36302,134
BLOOMIN' BRANDS INCCOM09423510816,976933,820SH DFND1933,82000
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BLOUNT INTL INC NEW COMCOM0951801057112,772SH DFND1 212,77200
BLOUNT INTL INC NEW COMCOM0951801051,643295,082SH DFND1295,08200
BLUCORA INCCOM0952291003,669266,489SH DFND1266,48900
BLUE BIRD CORPCOM09530610611611,709SH DFND111,70900
BLUE BUFFALO PET PRODUCTS INCCOM09531U1024,764266,022SH DFND1266,02200
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BLUE EARTH INCCOM095428108127187,131SH DFND1187,13100
BLUE HILLS BANCORP INCCOM0955731012,616188,891SH DFND1188,89100
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BLUEBIRD BIO INCCOM09609G10018,129211,914SH DFND1211,880034
BLUEKNIGHT ENERGY PARTNERSCOM UNIT09625U1097312,940SH DFND112,94000
BLUELINX HOLDINGS INCCOM09624H1096796,746SH DFND196,74600
BLUEPRINT MEDICINES CORPCOM09627Y1091,45368,108SH DFND168,10800
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BLUEROCK RESIDENTIAL GROWTHCOM CL A09627J1021,18598,952SH DFND198,95200
BLYTH INC COMCOM NEW09643P20728046,905SH DFND146,90500
BMRN 1 1/2 10/15/20NOTE 1.500%10/109061GAF81,3431,000,000PRN DFND1 21,000,00000
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD35,1791,000,000PRN DFND1 21,000,00000
BNC BANCORPCOM05566T1014,924221,545SH DFND1221,54500
BOB EVANS FARMS INC COMCOM0967611016,197142,966SH DFND1142,8500116
BOEING CO COMCOM09702310515115SH DFND1 211500
BOEING CO COMCOM097023105671,6305,138,903SH DFND15,132,58406,319
BOFI HOLDING INCCOM05566U10811,16486,664SH DFND186,66400
BOINGO WIRELESS INCCOM09739C1021,686203,636SH DFND1203,63600
BOISE CASCASDE COCOM09739D1005,904234,100SH DFND1234,10000
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BOK FINL CORP COM NEWCOM NEW05561Q20111,815182,596SH DFND1182,59600
BONA FILM GROUP LTD - SPON ADRSPONSORED ADS09777B10714512,220SH DFND112,22000
BONANZA CREEK ENERGY INCCOM097793103977240,230SH DFND1240,23000
BON-TON STORES INC COMCOM09776J10122772,581SH DFND172,58100
BOOKS-A-MILLION INC COMCOM09857010411736,639SH DFND136,63900
BOOT BARN HOLDINGS INCCOM0994061001,24067,283SH DFND167,28300
BOOZ ALLEN HAMILTON HOLDINGCL A09950210618,707713,747SH DFND1713,74700
BOOZ ALLEN HAMILTON HOLDINGCL A099502106471,820SH DFND1 21,82000
BORG WARNER INC COMCOM09972410634836SH DFND1 283600
BORG WARNER INC COMCOM09972410672,9171,756,745SH DFND11,755,7670978
BOSTON BEER INC CL ACL A10055710711,58855,022SH DFND155,02200
BOSTON PRIVATE FINL HLDGS I COMCOM1011191056,088520,385SH DFND1520,38500
BOSTON PROPERTIES INC COMCOM101121101167,3881,416,135SH DFND11,413,86202,273
BOSTON SCIENTIFIC CORP COMCOM101137107175,30910,703,954SH DFND110,690,488013,466
BOSTON SCIENTIFIC CORP COMCOM101137107291,817SH DFND1 21,81700
BOTTOMLINE TECH DEL INC COMCOM1013881066,264250,463SH DFND1250,46300
BOULDER BRANDS INCCOM1014051083,072375,148SH DFND1375,14800
BOULDER GROWTH & INC FUNDCOM1015071013,167425,118PRN DFND1 2425,11800
BOVIE MEDICAL CORPCOM10211F10014573,582SH DFND173,58200
BOX INC - CLASS ACL A10316T1042,362187,826SH DFND1187,82600
BOYD GAMING CORP COMCOM103304101166SH DFND1 26600
BOYD GAMING CORP COMCOM1033041017,822479,886SH DFND1479,88600
BP PLC SPONSORED ADRSPONSORED ADR0556221041003,298SH DFND1 23,29800
BP PLC SPONSORED ADRSPONSORED ADR05562210485928,123SH DFND19,173018,950
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BRINKER INTL INC COMCOM10964110023,461445,435SH DFND1444,6920743
BRINK'S CO/THECOM1096961047,920293,239SH DFND1293,23900
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BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481071,98618,050SH DFND111,53106,519
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BROADCOM CORP CL ACL A111320107233,5444,549,660SH DFND14,542,93606,724
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BROADSOFT INCCOM11133B4095,624187,721SH DFND1187,72100
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BROOKDALE SENIOR LIVING INCCOM11246310424,4901,066,640SH DFND11,065,6660974
BROOKLINE BANCORP INC COMCOM11373M1074,626456,301SH DFND1456,30100
BROOKS-PRI AUTOMATION INCCOM1143401025,100435,561SH DFND1435,56100
BROWN & BROWN INC COMCOM11523610120,657667,002SH DFND1666,8860116
BROWN FORMAN CORPCL A1156371003,56433,320SH DFND133,32000
BROWN FORMAN CORP CL BCL B11563720983,102859,318SH DFND1858,8110507
BRT REALTY TRUSTSH BEN INT NEW0556453031,476208,254SH DFND1208,25400
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BRUNSWICK CORP COMCOM11704310928,031585,326SH DFND1585,258068
BRYN MAWR BK CORP COMCOM1176651093,910125,855SH DFND1125,85500
BSB BANCORP INC/MACOM05573H1081,06050,183SH DFND150,18300
BSQUARE CORP COMCOM NEW11776U30033951,409SH DFND151,40900
BT GROUP PLC ADRADR05577E10192314,494SH DFND17,60406,890
BUCKLE INC COMCOM1184401066,543176,990SH DFND1176,3070683
BUFFALO WILD WINGS INCCOM11984810923,082119,330SH DFND1119,33000
BUILD-A-BEAR WORKSHOP INCCOM1200761041,32069,905SH DFND169,90500
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BUILDERS FIRSTSOURCE INCCOM12008R1075,102402,438SH DFND1402,43800
BUNGE LIMITED COMCOMG169621059128SH DFND1 212800
BUNGE LIMITED COMCOMG1696210572,950995,776SH DFND1994,35101,425
BURLINGTON STORES INCCOM12201710623,164453,848SH DFND1453,84800
BWX TECHNOLOGIES INCCOM05605H10016,591629,435SH DFND1629,368067
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA84,7164,500,000PRN DFND1 24,500,00000
C & F FINANCIAL CORPCOM12466Q10453114,528SH DFND114,52800
C D I CORP COMCOM12507110011813,899SH DFND1 213,89900
C D I CORP COMCOM12507110067679,066SH DFND179,06600
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20978,2351,156,475SH DFND11,155,6830792
C V D EQUIPMENT CORPCOM12660110344640,414SH DFND140,41400
C&J ENERGY SERVICES LTDSHSG3164Q101992281,918SH DFND1281,91800
C1 FINANCIAL INCCOM12591N10921911,528SH DFND111,52800
CA INCCOM12673P10578,0302,863,334SH DFND12,854,46908,865
CABELA'S INC-CL ACOM12680430113,328292,299SH DFND1292,29900
CABLE ONE INCCOM12685J10511,13626,551SH DFND126,470081
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10957,7521,781,989SH DFND11,778,74003,249
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CABOT CORP COMCOM127055101722,307SH DFND1 22,30700
CABOT CORP COMCOM12705510114,468458,460SH DFND1457,9850475
CABOT MICROELECTRONICS CORP COMCOM12709P1039,788252,668SH DFND1252,66800
CABOT MICROELECTRONICS CORP COMCOM12709P10332851SH DFND1 285100
CABOT OIL & GAS CORPCOM12709710370,5073,231,806SH DFND13,227,71204,094
CACI INTL INC CL ACL A12719030410,954148,091SH DFND1148,09100
CADENCE DESIGN SYSTEM INC COMCOM12738710835,9561,738,718SH DFND11,735,44403,274
CADIZ INC COMCOM NEW12753720757278,849SH DFND178,84900
CAESAR STONE SDOT YAM LTDORD SHSM2059810434711,430SH DFND111,43000
CAESAR STONE SDOT YAM LTDORD SHSM20598104943,115SH DFND1 23,11500
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CAESARS ENTERTAINMENTCOM1276861031,798305,266SH DFND1305,26600
CAFEPRESS INCCOM12769A10310925,394SH DFND125,39400
CAI INTERNATIONAL INC -REDHCOM12477X1061,095108,728SH DFND1108,72800
CALADRIUS BIOSCIENCES INCCOM128058104436293,203SH DFND1293,20300
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,098115,877SH DFND1112,89202,985
CALAMP CORP COMCOM1281261093,750233,072SH DFND1233,07200
CALARES INCCOM12950010410,093330,619SH DFND1330,61900
CALAVO GROWERS INCCOM1282461054,38198,159SH DFND198,15900
CALGON CARBON CORP COMCOM1296031065,211334,500SH DFND1334,50000
CALIFORNIA RESOURCES CORPCOM13057Q1074,6741,798,064SH DFND11,796,22801,836
CALIFORNIA WTR SVC GROUP COMCOM1307881026,920312,858SH DFND1312,85800
CALITHERA BIOSCIENCES INCCOM13089P10132960,722SH DFND160,72200
CALIX INCCOM13100M5091,865239,533SH DFND1239,53300
CALLAWAY GOLF CO COMCOM1311931044,063486,692SH DFND1486,69200
CALLIDUS SOFTWARE INCCOM13123E5006,269368,997SH DFND1368,99700
CALLON PETE CO DEL COMCOM13123X1023,000411,603SH DFND1411,60300
CAL-MAINE FOODS INCCOM NEW12803020299418,217SH DFND1 218,21700
CAL-MAINE FOODS INCCOM NEW12803020221,183387,905SH DFND1387,5950310
CALPINE CORPCOM NEW13134730428,9141,981,698SH DFND11,981,0540644
CALPINE CORPCOM NEW131347304261,836SH DFND1 21,83600
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610363726,265SH DFND126,26500
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER1314761031225,047SH DFND1 25,04700
CAMBIUM LEARNING GROUP INCCOM13201A10740785,359SH DFND185,35900
CAMBREX CORP COMCOM1320111078,026202,271SH DFND1202,27100
CAMBREX CORP COMCOM1320111071594,026SH DFND1 24,02600
CAMDEN NATL CORP COMCOM1330341081,64340,680SH DFND140,68000
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110247,015636,547SH DFND1636,518029
CAMECO CORPCOMSTK21661601,413117,437SH DFND1116,7890648
CAMECO CORP COMCOM13321L1083326SH DFND100326
CAMECO CORP COMCOM13321L10823419,264SH DFND1 219,26400
CAMERON INTERNATIONAL CORP COMCOM13342B10581613,316SH DFND1 213,31600
CAMERON INTERNATIONAL CORP COMCOM13342B10594,4601,543,444SH DFND11,540,42503,019
CAMPBELL SOUP CO COMCOM13442910980,0651,582,641SH DFND11,580,23402,407
CAMPUS CREST COMMUNITIES INCCOM13466Y1052,094393,789SH DFND1393,78900
CAMTEK LIMITEDORDM207911054919,623SH DFND119,62300
CANADIAN SOLAR INCCOM13663510942825,763SH DFND125,76300
CANCER GENETICS INCCOM13739U10433042,242SH DFND142,24200
CANON INC ADRSPONSORED ADR13800630976626,450SH DFND120,71505,735
CANTEL MEDICAL CORP COMCOM13809810819350SH DFND1 235000
CANTEL MEDICAL CORP COMCOM13809810816,301287,499SH DFND1287,49900
CAPE BANCORP INCCOM13920910042934,616SH DFND134,61600
CAPE BANCORP INCCOM139209100373,011SH DFND1 23,01100
CAPELLA EDUCATION COCOM1395941054,86498,243SH DFND198,24300
CAPELLA EDUCATION COCOM139594105641,308SH DFND1 21,30800
CAPITAL BANK FINANCIAL CORPCL A COM1397941018,236272,464SH DFND1272,46400
CAPITAL BANK FINANCIAL CORPCL A COM13979410119646SH DFND1 264600
CAPITAL CITY BK GROUP INC COMCOM13967410594163,119SH DFND163,11900
CAPITAL CITY BK GROUP INC COMCOM139674105271,818SH DFND1 21,81800
CAPITAL ONE FINL CORP COMCOM14040H105327,8974,529,931SH DFND14,523,71806,213
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107081SH DFND1 28100
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210721835,394SH DFND135,39400
CAPITAL SR LIVING CORP COMCOM1404751043,610180,064SH DFND1180,06400
CAPITOL FED FINL COMCOM14057J10110,665880,026SH DFND1880,02600
CAPRICOR THERAPEUTICS INCCOM14070B10117743,929SH DFND143,92900
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5069,784989,301SH DFND1989,30100
CAPSTONE TURBINE CORP COMCOM14067D1027342,160,392SH DFND12,160,39200
CARA THERAPEUTICS INCCOM1407551091,604112,301SH DFND1112,30100
CARBO CERAMICS INC COMCOM1407811052,241118,037SH DFND1118,03700
CARBONITE INCCOM1413371051,174105,542SH DFND1105,54200
CARBYLAN THERAPEUTICS INCCOM14138410726975,629SH DFND175,62900
CARDICA INCCOM14141R10188308,547SH DFND1308,54700
CARDINAL FINANCIAL CORPCOM14149F1095,575242,300SH DFND1242,30000
CARDINAL HEALTH INC COMCOM14149Y108207,5062,706,286SH DFND12,701,63004,656
CARDIOVASCULAR SYSTEMS INCCOM1416191063,001189,467SH DFND1189,46700
CARDTRONICS INCCOM14161H10811,404348,760SH DFND1348,76000
CARE CAPITAL PROPERTIES INCCOM14162410619,432590,128SH DFND1590,049079
CARE.COM INCCOM14163310721341,479SH DFND141,47900
CAREDX INCCOM14167L1036315,112SH DFND115,11200
CAREER EDUCATION CORP COMCOM1416651091,396371,512SH DFND1371,51200
CARETRUST REIT INCCOM14174T1073,480306,673SH DFND1306,67300
CARLISLE COS INC COMCOM14233910002SH DFND1 2200
CARLISLE COS INC COMCOM14233910033,548383,935SH DFND1383,2910644
CARMAX GROUPCOM14313010295,0581,605,682SH DFND11,605,4930189
CARMIKE CINEMAS INC COMCOM1434364003,347166,622SH DFND1166,62200
CARNIVAL CORPPAIRED CTF143658300176,6243,560,832SH DFND13,555,93904,893
CAROLINA FINANCIAL CORPCOM14387310730119,927SH DFND119,92700
CARPENTER TECHNOLOGY CORP COMCOM1442851039,238310,339SH DFND1310,33900
CARRIAGE SVCS INC CL ACOM1439051072,897134,207SH DFND1134,20700
CARRIAGE SVCS INC CL ACOM143905107351,624SH DFND1 21,62400
CARRIZO OIL & CO INC COMCOM1445771039,158299,893SH DFND1299,89300
CARROLS RESTAURANT GRP INCCOM14574X104322,743SH DFND1 22,74300
CARROLS RESTAURANT GRP INCCOM14574X1042,470207,614SH DFND1207,61400
CARTER HOLDINGSCOM1462291093313,656SH DFND1 23,65600
CARTER HOLDINGSCOM14622910926,874296,500SH DFND1296,467033
CASCADE BANCORP COMCOM NEW1471542071,113205,883SH DFND1205,88300
CASCADE MICROTECH INCCOM1473221016438SH DFND1 243800
CASCADE MICROTECH INCCOM1473221011,05974,935SH DFND174,93500
CASELLA WASTE SYS INC CL ACL A1474481042453SH DFND1 245300
CASELLA WASTE SYS INC CL ACL A1474481041,484255,965SH DFND1255,96500
CASEYS GEN STORES INC COMCOM14752810329,148283,213SH DFND1283,21300
CASH AMER INTL INC COMCOM14754D1004,682167,419SH DFND1167,2030216
CASI PHARMACEUTICALS INCCOM14757U1094138,700SH DFND138,70000
CASS INFORMATION SYSTEMS INCCOM14808P1092,95660,169SH DFND160,16900
CASTLE A M & CO COMCOM148411101235106,254SH DFND1106,25400
CASTLE BRANDS INCCOM148435100585443,284SH DFND1443,28400
CASTLIGHT HEALTH INC - BCL B14862Q100818194,961SH DFND1194,96100
CATABASIS PHARMACEUTICALS INCCOM14875P10726332,562SH DFND132,56200
CATALENT INCCOM14880610214,997617,178SH DFND1617,17800
CATALYST BIOSCIENCES INCCOM14888D10911925,656SH DFND125,65600
CATALYST PHARMACEUTICALS INCCOM14888U1011,410470,072SH DFND1470,07200
CATCHMARK TIMBER TRUST INC-ACL A14912Y2022,054199,836SH DFND1199,83600
CATERPILLAR INC DEL COMCOM149123101315,6904,839,302SH DFND14,835,45803,844
CATERPILLAR INC DEL COMCOM1491231011802,755SH DFND1 22,75500
CATHAY BANCORP INC COMCOM14915010414,406480,853SH DFND1480,85300
CATO CORP NEW CL ACL A1492051066,961204,581SH DFND1204,58100
CAVCO INDUSTRIES INCCOM1495681073,74354,976SH DFND154,97600
CAVIUM NCCOM14964U10821,613352,183SH DFND1352,18300
CBIZ INC COMCOM1248051022,470251,590SH DFND1251,59000
CBL & ASSOC PPTYS INC COMCOM124830100191,417SH DFND1 21,41700
CBL & ASSOC PPTYS INC COMCOM12483010016,0721,168,896SH DFND11,168,3330563
CBOE HOLDINGS INCCOM12503M1082343,496SH DFND1 23,49600
CBOE HOLDINGS INCCOM12503M10838,779578,113SH DFND1578,100013
CBRE GROUP INCCL A12504L10972,9642,284,716SH DFND12,284,4520264
CBRE GROUP INCCL A12504L10926823SH DFND1 282300
CBS CORPCL B124857202134,1053,368,035SH DFND13,360,72007,315
CBS CORPCL B124857202471,193SH DFND1 21,19300
CDK GLOBAL INCCOM12508E10145,699956,989SH DFND1954,54202,447
CDW CORPORATION OF DELEWARECOM12514G10834,617847,225SH DFND1845,63601,589
CEB INCCOM12513410614,170207,360SH DFND1207,300060
CECO ENVIRONMENTAL CORPCOM1251411011,629198,961SH DFND1198,96100
CEDAR REALTY TRUST INCCOM NEW1506022094,180673,249SH DFND1673,24900
CELADON GROUP INC COMCOM1508381003,068191,526SH DFND1191,52600
CELANESE CORP-SERIES ACOM SER A15087010354,498921,621SH DFND1920,6650956
CELATOR PHARMACEUTICALS, INCCOM15089R10211167,015SH DFND167,01500
CELGENE CORP COMCOM151020104702,4116,505,906SH DFND16,496,79909,107
CELGENE CORP COMCOM1510201043243,000SH DFND1 23,00000
CELLADON CORPCOM15117E1076158,892SH DFND158,89200
CELLDEX THERAPEUTICS INCCOM15117B1036,705636,205SH DFND1635,9290276
CELLECTAR BIOSCIENCES INCCOM NEW15117F2038844,858SH DFND144,85800
CELLULAR BIOMEDICINE GROUP INCCOM NEW15117P10284950,149SH DFND150,14900
CEL-SCI CORP COM NEWCOM PAR $0.01150837508255420,802SH DFND1420,80200
CELSION CORPCOM PAR $0.0115117N40413782,365SH DFND182,36500
CEMIG SA -SPONS ADRSP ADR N-V PFD204409601999561,476SH DFND1 2561,47600
CEMIG SA -SPONS ADRSP ADR N-V PFD204409601205115,408SH DFND1115,40800
CEMPRA INCCOM15130J1096,164221,426SH DFND1221,42600
CEMPRA INCCOM15130J109662,373SH DFND1 22,37300
CEMTREX INCCOM PAR $.00115130G3036920,259SH DFND120,25900
CENTENE CORP DEL COMCOM15135B10147,185870,542SH DFND1869,5800962
CENTENE CORP DEL COMCOM15135B10172713,424SH DFND1 213,42400
CENTERPOINT ENERGY INCCOM15189T10762,2003,454,447SH DFND13,446,41008,037
CENTERPOINT ENERGY INCCOM15189T107271,530SH DFND1 21,53000
CENTERSTATE BANKS OF FLORIDACOM15201P1094,581311,656SH DFND1311,65600
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452021,055488,621SH DFND1488,62100
CENTRAL GARDEN AND PET CO-ACL A NON-VTG153527205804,994SH DFND1 24,99400
CENTRAL GARDEN AND PET CO-ACL A NON-VTG1535272055,093316,146SH DFND1316,14600
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604093,719177,375SH DFND1177,37500
CENTRAL SECURITIES CORPCOM1551231023,283166,187PRN DFND1 2166,18700
CENTRAL VALLEY COMM BANCORPCOM15568510028123,250SH DFND123,25000
CENTRUS ENERGY CORP-ACL A15643U1046822,164SH DFND122,16400
CENTURY ALUM CO COMCOM1564311081,549336,789SH DFND1336,78900
CENTURY ALUM CO COMCOM15643110837180,722SH DFND1 280,72200
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210654113,295SH DFND113,29500
CENTURY CASINOS INCCOM156492100683111,199SH DFND1111,19900
CENTURY COMMUNITIES INCCOM15650430098849,777SH DFND149,77700
CENTURYTEL INC COMCOM156700106130,1565,190,112SH DFND15,175,899014,213
CENVEO INC COMCOM15670S105607322,991SH DFND1322,99100
CEPHEID COMCOM15670R10702SH DFND1 2200
CEPHEID COMCOM15670R10722,527498,385SH DFND1498,38500
CERAGON NETWORKS LTDORDM220131024025,896SH DFND125,89600
CERES INCCOM NEW1567734003027,626SH DFND127,62600
CERNER CORP COMCOM156782104152,8192,553,474SH DFND12,551,64401,830
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CERUS CORP COMCOM157085101224,934SH DFND1 24,93400
CERUS CORP COMCOM1570851012,810618,952SH DFND1618,95200
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CEVA INCCOM1572101052,421130,418SH DFND1130,41800
CF INDUSTRIES HOLDINGS INCCOM12526910081,0961,809,771SH DFND11,808,68801,083
CF INDUSTRIES HOLDINGS INCCOM12526910023529SH DFND1 252900
CHAMBERS STREET PROPERTIESCOM15784210551980,000SH DFND1 280,00000
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CHANGYOU.COM LTD - ADRADS REP CL A15911M10731017,427SH DFND1 217,42700
CHANGYOU.COM LTD - ADRADS REP CL A15911M1071106,195SH DFND16,19500
CHANNELADVISOR CORPCOM1591791001,304131,208SH DFND1131,20800
CHANTICLEER HOLDINGS INCCOM PAR $.0001 N15930P40410192,136SH DFND192,13600
CHARLES & COLVARD LTD COMCOM1597651066349,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM15986410717,151270,019SH DFND1270,004015
CHARLES RIV LABS INTL INC COMCOM159864107871,383SH DFND1 21,38300
CHART INDUSTRIES INCCOM PAR $0.0116115Q3083,831199,430SH DFND1199,43000
CHART INDUSTRIES INCCOM PAR $0.0116115Q308351,827SH DFND1 21,82700
CHARTER COMMUNICATIONS INCCL A NEW16117M30578,791448,381SH DFND1447,3940987
CHARTER FINL CORP WEST PT G COMCOM16122W1081,10887,396SH DFND187,39600
CHASE CORP COMCOM16150R1041,39735,489SH DFND135,48900
CHATHAM LODGING TRUSTCOM16208T102013SH DFND1 21300
CHATHAM LODGING TRUSTCOM16208T1025,363249,683SH DFND1249,68300
CHC GROUP LTDSHSG0702110191153,275SH DFND1153,27500
CHECK POINT SOFTWARE TECHNORDM224651044,81860,746SH DFND160,74600
CHECKPOINT SYS INC COMCOM162825103415,720SH DFND1 25,72000
CHECKPOINT SYS INC COMCOM1628251031,817250,739SH DFND1250,73900
CHEESECAKE FACTORY INC COMCOM16307210115,747291,845SH DFND1291,84500
CHEF'S WAREHOUSE HOLDINGS INCCOM1630861011,702120,268SH DFND1120,26800
CHEGG INCCOM1630921092,446339,349SH DFND1339,34900
CHEMBIO DIAGNOSTICS INCCOM NEW1635722096516,328SH DFND116,32800
CHEMED CORPCOM16359R10318,548138,971SH DFND1138,97100
CHEMICAL FINL CORP COMCOM1637311028,904275,253SH DFND1275,25300
CHEMOCENTRYX INCCOM16383L106879145,346SH DFND1145,34600
CHEMOURS CO/THE - W/ICOM163851108203,103SH DFND1 23,10300
CHEMOURS CO/THE - W/ICOM1638511086,324977,517SH DFND1976,8450672
CHEMTURA CORPCOM NEW16389320912,304429,925SH DFND1429,92500
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CHENIERE ENERGY INC COMCOM NEW16411R20865,4761,356,482SH DFND11,353,47803,004
CHEROKEE INC DEL NEW COMCOM16444H1021,03966,948SH DFND166,94800
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CHESAPEAKE ENERGY CORP COMCOM16516710730,6544,190,518SH DFND14,183,12107,397
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CHESAPEAKE LODGING TRUSTSH BEN INT1652401029,554366,630SH DFND1366,63000
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CHEVRON CORP COMCOM1667641001,211,72115,390,856SH DFND115,375,298015,558
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CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010922,668571,973SH DFND1571,878095
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CHICOS FAS INC COMCOM16861510213,754874,381SH DFND1874,0810300
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CHINA INFORMATION TECHNOLOGY ICOMG211741001111,858SH DFND111,85800
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N10930612,586SH DFND110,66401,922
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1091174,836SH DFND1 24,83600
CHINA MING YANG WIND POW-ADSSPONSORED ADR16951C108612312,290SH DFND1 2312,29000
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1091031,740SH DFND1001,740
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1093576,003SH DFND1 26,00300
CHINA RECYCLING ENERGY CORPCOM168913101919,460SH DFND119,46000
CHINA XD PLASTICS CO LTDCOM16948F107174,143SH DFND1 24,14300
CHINA XD PLASTICS CO LTDCOM16948F1076916,578SH DFND116,57800
CHIPMOS TECHNOLOGIES BERMUDASHSG2110R1141529,259SH DFND19,25900
CHIPMOS TECHNOLOGIES BERMUDASHSG2110R114573,527SH DFND1 23,52700
CHIPOTLE MEXICAN GRILL -REDHCOM169656105175,996244,839SH DFND1244,4920347
CHOICE HOTELS INTL INC COMCOM1699051069,964209,128SH DFND1209,075053
CHOICE HOTELS INTL INC COMCOM169905106481,012SH DFND1 21,01200
CHRISTOPHER & BANKS CORP COMCOM171046105256231,494SH DFND1231,49400
CHUBB CORP COMCOM171232101225,9771,845,995SH DFND11,843,55002,445
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CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q502622,068SH DFND1002,068
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CHURCH & DWIGHT INC COMCOM17134010266,139788,783SH DFND1787,9790804
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CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40717221,009SH DFND120,2090800
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B407313,839SH DFND1 23,83900
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1022761SH DFND1 276100
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CIBER INC COMCOM17163B1021,272400,158SH DFND1400,15800
CIDARA THERAPEUTICS INCCOM17175710727521,687SH DFND121,68700
CIENA CORP COMCOM NEW17177930915,275737,215SH DFND1737,21500
CIENA CORP COMCOM NEW171779309261,276SH DFND1 21,27600
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CIGNA CORP COMCOM125509109261,2861,939,174SH DFND11,937,94101,233
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CIMAREX ENERGY COCOM17179810177,229755,092SH DFND1754,5100582
CIMPRESS NVSHS EURON201461013,12841,109SH DFND141,10900
CINCINNATI BELL INCCOM1718711063,7631,206,301SH DFND11,206,30100
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CINCINNATI FINL CORP COMCOM17206210167,5991,258,850SH DFND11,258,4500400
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CINEMARK HOLDINGS INC -REDHCOM17243V10221,360657,435SH DFND1657,2190216
CINEMARK HOLDINGS INC -REDHCOM17243V10212380SH DFND1 238000
CINTAS CORP COMCOM17290810568,425799,417SH DFND1798,38001,037
CIRCOR INTL INC COMCOM17273K1094,451110,944SH DFND1110,94400
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CISCO SYS INC COMCOM17275R1021,153,14744,008,593SH DFND143,942,598065,995
CIT GROUP INCCOM NEW12558180140,2291,005,624SH DFND11,005,1970427
CIT GROUP INCCOM NEW1255818011914,781SH DFND1 24,78100
CITI TRENDS INCCOM17306X1022,972127,137SH DFND1127,13700
CITIGROUP INC COMCOM NEW1729674241,220,70124,652,874SH DFND124,625,547027,327
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CITIZENS FINANCIAL GROUPCOM17461010566,2232,777,167SH DFND12,776,3360831
CITIZENS FINANCIAL GROUPCOM174610105281,186SH DFND1 21,18600
CITIZENS HOLDING COMPANYCOM17471510231413,978SH DFND113,97800
CITIZENS INC CL ACL A1747401001,932260,474SH DFND1260,47400
CITRIX SYS INC COMCOM17737610091,9601,329,881SH DFND11,328,08201,799
CITRIX SYS INC COMCOM1773761004226,100SH DFND1 26,10000
CITY HLDG CO COMCOM1778351055,950120,706SH DFND1119,8060900
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CIVEO CORPCOM17878Y1082617,622SH DFND1 217,62200
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CLARCOR INC COMCOM17989510714,660307,480SH DFND1307,48000
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C40111675,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991012,248499,602SH DFND1499,60200
CLEAN HARBORS INC COMCOM18449610713,479306,555SH DFND1306,55500
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CLEARONE INCCOM18506U10424821,117SH DFND121,11700
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CNB FINANCIAL CORP/PACOM1261281071,28270,563SH DFND170,56300
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CYNOSOSURE INC-CLASS ACL A2325772054,327144,048SH DFND1144,04800
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D R HORTON INC COMCOM23331A10976,2912,603,593SH DFND12,602,7580835
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DAVE & BUSTER'S ENTERTAINMENTCOM2383371094,912129,864SH DFND1129,86400
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DEAN FOODS CO NEW COMCOM NEW2423702039,343565,597SH DFND1565,59700
DECKERS OUTDOOR CORP COMCOM24353710727471SH DFND1 247100
DECKERS OUTDOOR CORP COMCOM24353710716,107277,429SH DFND1277,42900
DEERE & CO COMCOM2441991052152,917SH DFND1 22,91700
DEERE & CO COMCOM244199105182,2972,468,364SH DFND12,466,98801,376
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771022,120152,677SH DFND1152,67700
DEL TACO RESTAURANTS INCCOM2454961042,348167,779SH DFND1167,77900
DELCATH SYSTEMS INCCOM NEW24661P4011739,792SH DFND139,79200
DELEK US HOLDINGS INCCOM24664710110,053362,950SH DFND1362,7930157
DELHAIZE GROUP - SPONS ADRSPONSORED ADR29759W1011105,000SH DFND1 25,00000
DELHAIZE GROUP - SPONS ADRSPONSORED ADR29759W1011366,174SH DFND12,56803,606
DELPHI AUTOMOTIVE PLCSHSG27823106175,4902,312,292SH DFND12,311,3400952
DELTA AIR LINES INCCOM NEW247361702266,6045,951,856SH DFND15,948,11003,746
DELTA APPAREL INC COMCOM24736810333519,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810648723,837SH DFND123,83700
DELTIC TIMBER CORP COMCOM2478501004,32372,288SH DFND172,28800
DELUXE CORP COMCOM24801910123,627423,882SH DFND1423,88200
DELUXE CORP COMCOM2480191011352,423SH DFND1 22,42300
DEMAND MEDIA INCCOM NEW24802N20824358,439SH DFND156,80201,637
DEMANDWARE INCCOM24802Y10510,555204,255SH DFND1204,25500
DENBURY RES INC COM NEWCOM NEW2479162085,1952,129,307SH DFND12,118,666010,641
DENNY'S CORPORATION COMCOM24869P1046,047548,288SH DFND1548,28800
DENTSPLY INTL INC NEW COMCOM24903010758,7691,164,329SH DFND11,163,8970432
DEPO 2 1/2 09/01/21NOTE 2.500% 9/0249908AA21,1901,000,000PRN DFND1 21,000,00000
DEPOMED INCCOM2499081047,108377,097SH DFND1377,09700
DERMA SCIENCES INCCOM PAR $.01249827502570121,080SH DFND1121,08000
DERMA SCIENCES INCCOM PAR $.01249827502306,391SH DFND1 26,39100
DERMIRA INCCOM24983L1042,518107,913SH DFND1107,91300
DESCARTES SYSTEMS GROUP INCCOM24990610849427,936SH DFND127,93600
DESTINATION MATERNITY CORPCOM25065D10068874,713SH DFND174,71300
DESTINATION XL GROUP INCCOM25065K1041,496257,589SH DFND1257,58900
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10233,2902,164,514SH DFND12,164,51400
DEVON ENERGY CORP NEW COMCOM25179M1032145,795SH DFND1 25,79500
DEVON ENERGY CORP NEW COMCOM25179M103115,7743,127,550SH DFND13,125,38302,167
DEVRY INC DEL COMCOM25189310312,331453,215SH DFND1453,21500
DEX MEDIA INCCOM25213A107756,552SH DFND155,5800972
DEXCOM INCCOM25213110739,725462,673SH DFND1462,654019
DEXCOM INCCOM2521311071171,363SH DFND1 21,36300
DHI GROUP INCCOM23331S1001,723235,724SH DFND1235,72400
DHT 4 1/2 10/01/19DEBT 4.500%10/023335SAB25,7005,000,000PRN DFND1 25,000,00000
DHT HOLDINGS INCSHS NEWY2065G12144359,822SH DFND1 259,82200
DHT HOLDINGS INCSHS NEWY2065G1216,470872,069SH DFND1872,06900
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2051,0109,372SH DFND14,60804,764
DIAMOND FOODS INCCOM2526031055,448176,561SH DFND1176,56100
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2073,89820,954SH DFND120,95400
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R207165888SH DFND1 288800
DIAMOND OFFSHORE DRILLING I COMCOM25271C1029,008521,494SH DFND1520,6160878
DIAMOND OFFSHORE DRILLING I COMCOM25271C102221,273SH DFND1 21,27300
DIAMOND RESORTS INTERNATIONAL INCCOM25272T1047,509321,049SH DFND1321,04900
DIAMONDBACK ENERGY INCCOM25278X10926,366408,157SH DFND1408,122035
DIAMONDROCK HOSPITALITY COCOM25278430116,7641,517,153SH DFND11,517,15300
DIANA CONTAINERSHIPS INCCOMY2069P1012419,412SH DFND119,41200
DICERNA PHARMACEUTICALS INCCOM25303110880798,388SH DFND198,38800
DICK'S SPORTING GOODS INCCOM25339310237,708760,503SH DFND1760,4020101
DICK'S SPORTING GOODS INCCOM25339310231628SH DFND1 262800
DIEBOLD INC COMCOM25365110311,733394,154SH DFND1393,9540200
DIGI INTL INC COMCOM2537981021,764149,640SH DFND1149,64000
DIGIMARC CORP COMCOM25381B1011,64353,786SH DFND153,78600
DIGIRAD CORP COMCOM25382710918148,513SH DFND148,51300
DIGITAL ALLY INCCOM NEW25382P2089415,179SH DFND115,17900
DIGITAL REALTY TRUST INCCOM25386810363,506972,786SH DFND1972,1910595
DIGITAL REALTY TRUST INC S-I 6.35CONV PFD I2538688632,591104,763SH DFND1104,76300
DIGITAL TURBINE INCCOM NEW25400W102380210,265SH DFND1210,26500
DIGITALGLOBE INCCOM NEW25389M8778,025421,925SH DFND1421,92500
DILLARDS INC CL ACL A25406710166762SH DFND1 276200
DILLARDS INC CL ACL A25406710118,482211,499SH DFND1211,478021
DIME CMNTY BANCSHARES COMCOM2539221084,486265,493SH DFND1265,49300
DINEEQUITY INCCOM25442310610,600115,647SH DFND1115,64700
DIODES INC COMCOM2545431015,430254,121SH DFND1254,12100
DIPEXIUM PHARMACEUTICALS INCCOM25456J10442430,335SH DFND130,33500
DIPLOMAT PHARMACY INCCOM25456K1015,921206,125SH DFND1206,12500
DISCOVER FINANCIAL SVCS INCCOM254709108191,6253,692,575SH DFND13,685,31607,259
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30253,4032,203,273SH DFND12,201,83601,437
DISCOVERY HOLDING CO-ACOM SER A25470F1043132SH DFND1 213200
DISCOVERY HOLDING CO-ACOM SER A25470F10432,6721,256,946SH DFND11,254,13002,816
DISCOVERY LABORATORIES INC COMCOM NEW254668403228763,107SH DFND1763,10700
DISH NETWORK CORPCL A25470M10958310,000SH DFND1 210,00000
DISH NETWORK CORPCL A25470M10972,9181,250,742SH DFND11,249,51201,230
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,256,32212,317,139SH DFND112,293,673023,466
DIVERSICARE HEALTHCARE SERVICESCOM25510410114113,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M10512044,248SH DFND144,24800
DIVIDEND AND INCOME FUNDCOM NEW25538A20491684,484PRN DFND1 284,48400
DIXIE GROUP INC CL ACL A25551910051661,788SH DFND161,78800
DOCTOR REDDY'S LAB-ADRADR25613520383413,060SH DFND112,5290531
DOCUMENT SECURITY SYSTEMSCOM25614T10117101,604SH DFND1101,60400
DOLBY LABORATORIES INC-CL ACOM25659T1079,820301,255SH DFND1301,208047
DOLLAR GEN CORP COMCOM25667710525356SH DFND1 235600
DOLLAR GEN CORP COMCOM256677105173,0332,393,258SH DFND12,389,97103,287
DOLLAR TREE INC COMCOM256746108129,2851,943,104SH DFND11,941,53501,569
DOMINION DIAMOND CORPCOM25728710217015,938SH DFND1 215,93800
DOMINION RES INC VA NEW COMCOM25746U109329,5524,691,699SH DFND14,681,82809,871
DOMINO'S PIZZA INCCOM25754A20133,636311,711SH DFND1311,4980213
DOMINO'S PIZZA INCCOM25754A20126244SH DFND1 224400
DOMTAR INC COMCOM NEW25755920315,691438,910SH DFND1436,85702,053
DOMTAR INC COMCOM NEW2575592031915,359SH DFND1 25,35900
DONALDSON INC COMCOM25765110920,177718,569SH DFND1718,2330336
DONEGAL GROUP INC-CL ACL A25770120178756,042SH DFND156,04200
DONNELLEY R R & SONS CO COMCOM25786710118,8761,296,486SH DFND11,287,56208,924
DORCHESTER MINERALS LPCOM UNIT25820R10516911,742SH DFND111,74200
DORIAN LPG LTDSHS USDY2106R11025024,309SH DFND124,30900
DORMAN PRODUCTS INCCOM2582781009,954195,601SH DFND1195,60100
DOT HILL SYS CORP COMCOM25848T1094,028414,015SH DFND1414,01500
DOUBLE EAGLE ACQUISITION CORUNIT 99/99/9999G281951081,521150,000SH DFND1 2150,00000
DOUGLAS DYNAMICS INCCOM25960R1052,753138,621SH DFND1136,82801,793
DOUGLAS EMMETT INCCOM25960P10929,6321,031,758SH DFND11,031,2700488
DOVER CORP COMCOM26000310871,7111,256,628SH DFND11,253,25803,370
DOVER DOWNS GAMING & ENTMT COMCOM2600951043030,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741077532,679SH DFND132,67900
DOW CHEM CO COMCOM260543103410,3129,695,117SH DFND19,677,006018,111
DOW CHEM CO COMCOM2605431032245,295SH DFND1 25,29500
DR PEPPER SNAPPLE GROUP INCCOM26138E109132,4201,678,136SH DFND11,675,24202,894
DRAGONWAVE INCCOM26144M103318,227SH DFND118,22700
DREAMWORKS ANIMATION SKG-ACL A26153C1038,157467,464SH DFND1467,46400
DREW INDS INC COM NEWCOM NEW26168L20532591SH DFND1 259100
DREW INDS INC COM NEWCOM NEW26168L2058,016146,801SH DFND1146,80100
DRIL-QUIP INC COMCOM26203710428,280485,754SH DFND1485,666088
DRIL-QUIP INC COMCOM2620371043225,533SH DFND1 25,53300
DRYSHIPS INCSHSY2109Q10143257,672SH DFND1257,67200
DS HEALTHCARE GROUPCOM23336Q10913052,113SH DFND152,11300
DSP GROUP INC COMCOM23332B106343,828SH DFND1 23,82800
DSP GROUP INC COMCOM23332B1061,339147,066SH DFND1147,06600
DST SYS INC DEL COMCOM23332610727,436260,948SH DFND1260,1810767
DSW INC-CLASS ACL A23334L10212,075477,086SH DFND1477,08600
DSW INC-CLASS ACL A23334L1021596,289SH DFND1 26,28900
DTE ENERGY CO COMCOM23333110715195SH DFND1 219500
DTE ENERGY CO COMCOM233331107115,4751,439,591SH DFND11,432,68406,907
DTS INCCOM23335C1012,956110,739SH DFND1110,73900
DU PONT E I DE NEMOURS & CO COMCOM263534109346,4337,201,522SH DFND17,188,556012,966
DUCOMMUN INC DEL COMCOM2641471091969,795SH DFND1 29,79500
DUCOMMUN INC DEL COMCOM2641471091,40570,035SH DFND170,03500
DUKE ENERGY CORP COMCOM NEW26441C204403,7335,622,810SH DFND15,619,12103,689
DUKE REALTY CORP COM NEWCOM NEW26441150548,3392,538,975SH DFND12,538,5040471
DUN & BRADSTREET CORP DEL N COMCOM26483E10030,198288,194SH DFND1288,0920102
DUNKIN' BRANDS GROUP INCCOM26550410028,256576,659SH DFND1576,599060
DUPONT FABROS TECHNOLOGY INCCOM26613Q10613,066504,888SH DFND1504,6320256
DURECT CORP COMCOM2666051041,334684,132SH DFND1684,13200
DWS MULTI-MARKET INCOME TRUSTSHS25160E10245461,540PRN DFND1 261,54000
DXP ENTERPRISES INCCOM NEW2333774072,19780,561SH DFND180,56100
DXP ENTERPRISES INCCOM NEW23337740712451SH DFND1 245100
DYAX CORP COMCOM26746E10318,527970,551SH DFND1970,55100
DYCOM INDS INC COMCOM26747510137516SH DFND1 251600
DYCOM INDS INC COMCOM26747510114,723203,482SH DFND1203,48200
DYNAMIC MATERIALS CORPCOM26788810572275,780SH DFND175,78000
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582015,840238,014SH DFND1238,01400
DYNEGY INCCOM26817R10813,679661,794SH DFND1661,79400
DYNEX CAPITAL INCCOM NEW26817Q5062,546388,127SH DFND1373,797014,330
E M C CORP MASS COMCOM26864810224110,000SH DFND1 210,00000
E M C CORP MASS COMCOM268648102375,31315,564,590SH DFND115,534,750029,840
E*TRADE FINANCIAL CORPCOM NEW26924640164,2262,443,860SH DFND12,442,09301,767
EAGLE BANCORP INCCOM2689481069,082199,615SH DFND1199,61500
EAGLE BANCORP INCCOM26894810634761SH DFND1 276100
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A12721436,251SH DFND136,25100
EAGLE MATERIALS INCCOM26969P10819,445284,210SH DFND1284,153057
EAGLE PHARMACEUTICALS INCCOM2697961081021,381SH DFND1 21,38100
EAGLE PHARMACEUTICALS INCCOM2697961085,06568,428SH DFND168,42800
EAGLE ROCK ENERGY PARTNERSUNIT26985R1046349,976SH DFND149,97600
EARTHLINK INC COMCOM27033X1015,204668,910SH DFND1661,46007,450
EAST WEST BANCORP INC COMCOM27579R10435,882933,963SH DFND1931,75002,213
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EASTERLY GOVERNMENT PROPERTYCOM27616P1031,786111,986SH DFND1111,98600
EASTERN COMPANY (THE)COM27631710437823,355SH DFND123,35500
EASTERN VA BANKSHARES INC COMCOM2771961017511,184SH DFND111,18400
EASTGROUP PPTY INC COMCOM27727610113,346246,338SH DFND1246,33800
EASTMAN CHEM CO COMCOM27743210080,0581,239,319SH DFND11,239,31900
EASTMAN KODAK COCOM NEW2774614062,684171,882SH DFND1171,88200
EATON CORP PLCSHSG29183103185,2963,619,307SH DFND13,618,08401,223
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EATON VANCE CORP COM NON VTGCOM NON VTG27826510322,771681,783SH DFND1681,6530130
EATON VANCE CORP COM NON VTGCOM NON VTG278265103521,569SH DFND1 21,56900
EBAY INC COMCOM278642103230,4989,448,620SH DFND19,433,883014,737
EBIX INCCOM NEW2787152064,434177,673SH DFND1177,67300
ECHELON CORP COMCOM27874N10588147,934SH DFND1147,93400
ECHO GLOBAL LOGISTICS INCCOM27875T1013,255166,081SH DFND1166,08100
ECHO THERAPEUTICS INCCOM NEW27876L2068152,333SH DFND152,33300
ECHOSTAR CORPCL A27876810612,439289,092SH DFND1288,7090383
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ECOLAB INC COMCOM278865100223,1302,037,768SH DFND12,034,73903,029
ECOLOGY INCCOM91732J1026,074139,167SH DFND1139,16700
ECO-STIM ENERGY SOLUTIONS INCCOM27888D10115245,860SH DFND145,86000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF92,4792,500,000PRN DFND1 22,500,00000
EDGEWATER TECHNOLOGY INC COMCOM28035810223832,548SH DFND132,54800
EDGEWELL PERSONAL CARECOM28035Q1022443,000SH DFND1 23,00000
EDGEWELL PERSONAL CARECOM28035Q10229,717364,435SH DFND1364,2330202
EDISON INTL COMCOM281020107163,3462,595,012SH DFND12,589,89705,115
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EDUCATION REALTY TRUST INCCOM NEW28140H20328857SH DFND1 285700
EDWARDS LIFESCIENCES CORP COMCOM28176E108126,695892,829SH DFND1891,9160913
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EHEALTH INCCOM28238P1091,530119,438SH DFND1119,43800
EHEALTH INCCOM28238P109997,798SH DFND1 27,79800
EL PASO ELEC CO COM NEWCOM NEW2836778549,621261,306SH DFND1261,30600
EL POLLO LOCO HOLDINGS INCCOM2686031071,02495,015SH DFND195,01500
ELBIT SYSTEMS LTDORDM3760D1011,10914,869SH DFND114,86900
ELDORADO GOLD CORP NEWCOMSTK2307873703221,647SH DFND1220,53801,109
ELDORADO RESORTS INCCOM28470R1021,502166,536SH DFND1166,53600
ELDORADO RESORTS INCCOM28470R102404,513SH DFND1 24,51300
ELECTRO RENT CORP COMCOM2852181031,263121,737SH DFND1121,73700
ELECTRO SCIENTIFIC INDS COMCOM285229100667143,781SH DFND1143,78100
ELECTROMED INCCOM2854091083318,483SH DFND118,48300
ELECTRONIC ARTS INC COMCOM285512109183,1682,708,446SH DFND12,704,95903,487
ELECTRONIC ARTS INC COMCOM2855121091422,108SH DFND1 22,10800
ELECTRONICS FOR IMAGING INC COMCOM28608210213,215305,342SH DFND1305,34200
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205361861,207SH DFND1861,20700
ELEVEN BIOTHERAPEUTICS INCCOM28622110611246,587SH DFND146,58700
ELIZABETH ARDEN INC COMCOM28660G1062,014172,331SH DFND1172,33100
ELLIE MAE INCCOM28849P10056852SH DFND1 285200
ELLIE MAE INCCOM28849P10011,209168,388SH DFND1168,38800
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ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810738331,604SH DFND1 231,60400
ELLIS PERRY INTL INC COMCOM2888531041,75079,722SH DFND179,72200
ELLSWORTH GROWTH AND INCOME FUCOM28907410669388,743PRN DFND1 288,74300
EMAGIN CORP COMCOM NEW29076N20616265,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641091,23953,405SH DFND153,40500
EMCOR GROUP INC COMCOM29084Q10017,326391,554SH DFND1391,55400
EMCORE CORP COMCOM NEW2908462031,152169,499SH DFND1169,49900
EMERALD OIL INCCOM PAR 0.00129101U4073016,535SH DFND116,53500
EMERGENT BIOSOLUTIONSCOM29089Q10529010,194SH DFND1 210,19400
EMERGENT BIOSOLUTIONSCOM29089Q1056,027211,575SH DFND1211,3890186
EMERGENT CAPITAL INCCOM29102N105645118,477SH DFND1118,47700
EMERSON ELEC CO COMCOM291011104230,6025,231,117SH DFND15,217,218013,899
EMERSON ELEC CO COMCOM291011104791,811SH DFND1 21,81100
EMERSON RADIO CORPCOM NEW2910872035848,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A291525103142115,075SH DFND1115,07500
EMPIRE DIST ELEC CO COMCOM2916411086,973316,531SH DFND1316,53100
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EMPIRE TRUST REALTY TRUSTCL A29210410611,844695,530SH DFND1695,53000
EMPLOYERS HOLDINGS INCCOM2922181044,648208,552SH DFND1208,55200
ENANTA PHARMACEUTICALS INCCOM29251M1063,45595,613SH DFND195,61300
ENBRIDGE INCCOMSTK246614911,122302,828SH DFND1296,18906,639
ENCANA CORPCOMSTK27931931,583249,489SH DFND1249,1660323
ENCORE CAPITAL GROUP INCCOM2925541025,633152,262SH DFND1152,26200
ENCORE WIRE CORP COMCOM2925621054,074124,702SH DFND1124,70200
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106731,057SH DFND1 21,05700
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106118,1971,709,300SH DFND11,708,6490651
ENDOCYTE INCCOM29269A1021,080235,981SH DFND1235,98100
ENDOLOGIX INCCOM29266S1065,302432,469SH DFND1432,46900
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1055,202389,378SH DFND1389,37800
ENDURANCE SPECIALTY HOLDINGSSHSG3039710625,804422,823SH DFND1422,811012
ENDURANCE SPECIALTY HOLDINGSSHSG303971062484,073SH DFND1 24,07300
ENERGEN CORP COMCOM29265N10823,128464,196SH DFND1463,6800516
ENERGIZER HOLDINGS INCCOM29272W10914,535375,510SH DFND1375,3550155
ENERGOUS CORPCOM29272C10324835,983SH DFND135,98300
ENERGY FOCUS, INC.COM NEW29268T30050542,832SH DFND142,83200
ENERGY FUELS INCCOM NEW29267170811940,977SH DFND140,97700
ENERGY RECOVERY INC-REDHCOM29270J100512239,352SH DFND1239,35200
ENERGY XXI (BERMUDA)USD UNRS SHSG10082140642612,266SH DFND1612,26600
ENERNOC INC -REDHCOM292764107172,170SH DFND1 22,17000
ENERNOC INC -REDHCOM2927641071,317166,791SH DFND1166,79100
ENERSYS INC COMCOM29275Y10214,282266,571SH DFND1266,57100
ENGILITY HOLDINGS INCCOM29286C1072,880111,751SH DFND1111,75100
ENGLOBAL CORPCOM2933061066462,448SH DFND162,44800
ENI S P A SPONSORED ADRSPONSORED ADR26874R1082196,994SH DFND14,08102,913
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T10039021,357SH DFND1 221,35700
ENNIS BUSINESS FORMS INC COMCOM2933891023,064176,536SH DFND1173,77302,763
ENNIS BUSINESS FORMS INC COMCOM29338910244225,470SH DFND1 225,47000
ENOVA INTERNATIONALCOM29357K1032,869280,736SH DFND1280,73600
ENPHASE ENERGY INCCOM29355A107561151,846SH DFND1151,84600
ENPRO INDS INC COMCOM29355X1075,640143,992SH DFND1143,99200
ENSCO INTL INC COMSHS CLASS AG3157S10629,7842,118,952SH DFND12,117,86001,092
ENSCO INTL INC COMSHS CLASS AG3157S10677455,040SH DFND1 255,04000
ENSERVCO CORPCOM29358Y1025577,749SH DFND177,74900
ENSIGN GROUP INC-REDHCOM29358P1016,565154,018SH DFND1154,01800
ENSTAR GROUP LTDSHSG3075P10110,69471,298SH DFND171,29800
ENSYNC INCCOM29359T10261116,581SH DFND1116,58100
ENTEGRIS INC COMCOM29362U10411,922903,877SH DFND1903,87700
ENTELLUS MEDICAL INCCOM29363K10566036,642SH DFND136,64200
ENTERCOM COMMUNICATIONS COR CL ACL A2936391001,182116,401SH DFND1116,40100
ENTERGY CORP NEW COMCOM29364G103109,5091,684,960SH DFND11,678,15606,804
ENTERGY CORP NEW COMCOM29364G1038130SH DFND1 213000
ENTEROMEDICS INC-REDHCOM NEW29365M208102392,401SH DFND1392,40100
ENTERPRISE BANCORP INC/MACOM29366810968432,665SH DFND132,66500
ENTERPRISE FINANCIAL SERVICECOM2937121052,951117,275SH DFND1117,27500
ENTERTAINMENT GAMING ASIA INCCOM PAR $0.00129383V3052712,537SH DFND112,53700
ENTRAVISION COMMUNICATIONS CL ACL A29382R1072,303346,861SH DFND1346,86100
ENVESTNET INCCOM29404K1066,453215,337SH DFND1215,33700
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10338,4881,046,832SH DFND11,046,3400492
ENVIVIO INCCOM29413T10625562,512SH DFND162,51200
ENZO BIOCHEM INC COMCOM294100102556175,536SH DFND1175,53600
ENZON PHARMACEUTICALS INCCOM293904108192198,099SH DFND1198,09900
EOG RES INC COMCOM26875P101307,7084,235,322SH DFND14,233,08702,235
EOG RES INC COMCOM26875P10134470SH DFND1 247000
EP ENERGY CORP-CL ACL A2687851021,133220,075SH DFND1219,8630212
EP ENERGY CORP-CL ACL A268785102458,884SH DFND1 28,88400
EPAM SYSTEMS INCCOM29414B10417,736238,016SH DFND1238,01600
EPAM SYSTEMS INCCOM29414B10444600SH DFND1 260000
EPIQ SYS INC COMCOM26882D1092,753213,153SH DFND1213,15300
EPIRUS BIOPHARMACEUTICALS INCCOM29428P10736582,710SH DFND182,71000
EPIZYME INCCOM29428V1042,089162,452SH DFND1162,45200
EPLUS INC COMCOM2942681074,02450,901SH DFND150,90100
EPR PROPERTIESCOM SH BEN INT26884U10918,010349,244SH DFND1349,24400
EPR PROPERTIES S-C 5 3/4PFD C CNV 5.75%26884U2086,648300,000PRN DFND1 2300,00000
EQT CORPCOM26884L10978,6321,216,391SH DFND11,213,72802,663
EQUIFAX INC COMCOM29442910590,939937,640SH DFND1937,4140226
EQUIFAX INC COMCOM2944291055215,362SH DFND1 25,36200
EQUINIX INCCOM PAR $0.00129444U700124,955457,924SH DFND1457,0960828
EQUITY COMMONWEALTH REITCOM SH BEN INT29462810226,010954,878SH DFND1954,860018
EQUITY COMMONWEALTH S-E 7 1/4CUM PFD E 7.25%29462840994737,175SH DFND137,17500
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10837,703643,731SH DFND1643,680051
EQUITY ONE COMCOM29475210013,138539,797SH DFND1539,79700
EQUITY RESIDENTIALSH BEN INT29476L107255,1423,402,124SH DFND13,399,56002,564
ERA GROUP INCCOM26885G1091,863124,460SH DFND1124,46000
ERBA DIAGNOSTICS INCCOM29490B10110754,497SH DFND154,49700
ERICKSON INCCOM29482P10011436,620SH DFND136,62000
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,246127,424SH DFND1119,24408,180
ERIE INDTY CO CL ACL A29530P10213,698165,158SH DFND1164,5880570
ERIN ENERGY CORPCOM2956251073910,037SH DFND110,03700
EROS INTERNATIONAL PLCSHS NEWG3788M11471326,255SH DFND125,9760279
ESCALADE INC COMCOM29605610491357,807SH DFND157,80700
ESCALERA RESOURCES COCOM296064108430,001SH DFND130,00100
ESCO TECHNOLOGIES INC COMCOM2963151045,740159,895SH DFND1159,89500
ESPERION THERAPEUTICS INCCOM29664W1052,08388,322SH DFND188,32200
ESSA BANCORP INC -REDHCOM29667D10454241,570SH DFND141,57000
ESSENDANT INCCOM2966891027,918244,162SH DFND1244,16200
ESSENT GROUP LTDCOMG3198U10210,634427,933SH DFND1427,93300
ESSENT GROUP LTDCOMG3198U102542,180SH DFND1 22,18000
ESSEX PPTY TR INC COMCOM297178105138,167619,446SH DFND1618,7550691
ESSEX RENTAL CORPCOM2971871061746,734SH DFND146,73400
ESTERLINE TECHNOLOGIES CORP COMCOM29742510043599SH DFND1 259900
ESTERLINE TECHNOLOGIES CORP COMCOM29742510013,271184,606SH DFND1184,60600
ETHAN ALLEN INTERIORS INC COMCOM2976021044,162157,606SH DFND1157,60600
ETSY INCCOM29786A1062,197160,501SH DFND1160,50100
EURONET WORLDWIDE INC COMCOM29873610922307SH DFND1 230700
EURONET WORLDWIDE INC COMCOM29873610923,450316,507SH DFND1316,50700
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1079115,316SH DFND115,31600
EVERBANK FINANCIAL CORPCOM29977G10210,643551,468SH DFND1551,46800
EVERCORE PARTNERS INCCLASS A29977A10511221SH DFND1 222100
EVERCORE PARTNERS INCCLASS A29977A10510,934217,647SH DFND1217,64700
EVEREST RE GROUP LTD COMCOMG3223R10826150SH DFND1 215000
EVEREST RE GROUP LTD COMCOMG3223R10848,692281,082SH DFND1281,035047
EVERGREEN GLOBAL DIV OPPRTNYCOM94987C10359099,842PRN DFND1 299,84200
EVERI HOLDINGS INCCOM30034T1032,037397,188SH DFND1397,18800
EVERSOURCE ENERGYCOM30040W108128,4052,541,559SH DFND12,538,95302,606
EVERSOURCE ENERGYCOM30040W10812252SH DFND1 225200
EVERTEC INCCOM30040P1037,263401,944SH DFND1401,94400
EVERYDAY HEALTH INCCOM30041510680187,685SH DFND187,68500
EVINE LIVE INCCL A300487105923352,373SH DFND1352,37300
EVOKE PHARMA INCCOM30049G1044615,864SH DFND115,86400
EVOLENT HEALTH INCCL A30050B10180450,405SH DFND150,40500
EVOLUTION PETROLEUM CORPCOM30049A107848152,793SH DFND1152,79300
EVOLVING SYS INC COMCOM NEW30049R20921836,353SH DFND136,35300
EXACT SCIENCES CORP COMCOM30063P10511,350630,921SH DFND1630,92100
EXACTECH INCCOM30064E1091,42481,755SH DFND181,75500
EXAMWORKS GROUP INCCOM30066A1056,805232,730SH DFND1232,73000
EXAR CORP COMCOM3006451081,695284,949SH DFND1284,94900
EXCO RESOURCES INCCOM2692794028341,112,113SH DFND11,110,50001,613
EXELIXIS INC COMCOM30161Q104376,671SH DFND1 26,67100
EXELIXIS INC COMCOM30161Q1047,6841,369,794SH DFND11,369,79400
EXELON CORP COMCOM30161N10154018,202SH DFND1 218,20200
EXELON CORP COMCOM30161N101221,7867,480,920SH DFND17,468,584012,336
EXLSERVICE HOLDINGS INCCOM3020811046175SH DFND1 217500
EXLSERVICE HOLDINGS INCCOM3020811048,613233,240SH DFND1233,24000
EXONE CO/THECOM30210410445768,205SH DFND168,20500
EXPEDIA INCCOM NEW30212P30397,896833,461SH DFND1831,99301,468
EXPEDIA INCCOM NEW30212P30371606SH DFND1 260600
EXPEDITORS INTL WASH INC COMCOM30213010976,6191,631,447SH DFND11,630,7370710
EXPONENT INCCOM30214U1027,676172,273SH DFND1172,27300
EXPRESS INCCOM30219E10313,182737,694SH DFND1737,69400
EXPRESS INCCOM30219E1031327,408SH DFND1 27,40800
EXPRESS SCRP INC COMCOM30219G108440,6325,453,312SH DFND15,445,25408,058
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P2005,635335,875SH DFND1335,850025
EXTERRAN HOLDINGS INCCOM30225X1037,499416,630SH DFND1416,63000
EXTERRAN HOLDINGS INCCOM30225X103502,781SH DFND1 22,78100
EXTERRAN PARTNERS LPCOM UNITS30225N10535621,728SH DFND121,72800
EXTRA SPACE STORAGE INCCOM30225T10272,777943,617SH DFND1942,15701,460
EXTRA SPACE STORAGE INCCOM30225T10212166SH DFND1 216600
EXTREME NETWORKS INC COMCOM30226D1062,313688,543SH DFND1688,54300
EXXON MOBIL CORP COMCOM30231G1021742,343SH DFND1 22,34300
EXXON MOBIL CORP COMCOM30231G1022,562,66134,532,577SH DFND134,495,406037,171
EZCHIP SEMICONDUCTOR LTDORDM4146Y10826810,664SH DFND110,66400
EZCORP INC-CL ACL A NON VTG3023011061262SH DFND1 226200
EZCORP INC-CL ACL A NON VTG3023011062,020327,460SH DFND1327,46000
F M C CORP COM NEWCOM NEW30249130335,3651,044,992SH DFND11,044,958034
F5 NETWORKS INC COMCOM31561610273,612636,798SH DFND1636,2930505
FABRINETSHSG3323L1003,499190,900SH DFND1190,90000
FACEBOOK INC -ACL A30303M10220227SH DFND1 222700
FACEBOOK INC -ACL A30303M1021,663,02718,533,328SH DFND118,510,038023,290
FACTSET RESH SYS INC COMCOM30307510540,447253,096SH DFND1252,4390657
FACTSET RESH SYS INC COMCOM3030751053412,134SH DFND1 22,13400
FAIR ISAAC INCCOM3032501041231,458SH DFND1 21,45800
FAIR ISAAC INCCOM30325010415,865187,755SH DFND1187,75500
FAIRCHILD SEMICONDUCTOR INT CL ACOM30372610311,858844,633SH DFND1844,63300
FAIRMOUNT SANTROL HOLDINGS INCCOM30555Q108819303,556SH DFND1303,55600
FAIRPOINT COMMUNICATIONS INCCOM NEW305560302563,657SH DFND1 23,65700
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603022,358153,034SH DFND1153,03400
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D109146139,886SH DFND1139,88600
FALCONSTOR SOFTWARE INC COMCOM306137100296148,954SH DFND1148,95400
FAMOUS DAVES AMER INC COMCOM30706810640231,149SH DFND131,14900
FARMER BROS CO COMCOM3076751081,31548,281SH DFND148,28100
FARMERS CAP BK CORP COMCOM3095621061,13745,767SH DFND145,76700
FARMERS NATL BANC CORPCOM30962710765679,815SH DFND179,81500
FARMLAND PARTNERS INCCOM31154R10945943,759SH DFND143,75900
FARO TECHNOLOGIES INCCOM3116421023,945112,734SH DFND1112,73400
FASTENAL CO COMCOM31190010485,2672,333,546SH DFND12,330,51503,031
FATE THERAPEUTICS INCCOM31189P102575107,965SH DFND1107,96500
FBL FINL GROUP INC CL ACL A30239F1064,08066,326SH DFND165,5810745
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40079238,816SH DFND138,81600
FCB FINANCIAL HOLDINGS-CL ACL A30255G1032,60979,990SH DFND179,99000
FEDERAL AGRIC MTG CORP CL CCL C3131483061,85871,683SH DFND171,68300
FEDERAL MOGUL CORPCOM3135494041,920281,163SH DFND1281,16300
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW31374720670,781519,005SH DFND1518,6310374
FEDERAL SIGNAL CORP COMCOM3138551085,952434,162SH DFND1434,16200
FEDERATED INVS INC PA CL BCL B3142111034157SH DFND1 215700
FEDERATED INVS INC PA CL BCL B31421110316,237561,835SH DFND1559,36202,473
FEDERATED NATIONAL HOLDING COCOM31422T10127711,553SH DFND1 211,55300
FEDERATED NATIONAL HOLDING COCOM31422T1015,023209,120SH DFND1209,12000
FEDEX CORP COMCOM31428X106302,5392,105,358SH DFND12,100,52104,837
FEI CO COMCOM30241L10919,197262,836SH DFND1262,83600
FELCOR LODGING TR INC COMCOM31430F1017,9241,120,862SH DFND11,120,86200
FEMALE HEALTH COMPANY COMCOM31446210214793,197SH DFND193,19700
FENIX PARTS INCCOM31446L10052378,417SH DFND178,41700
FERRO CORP COMCOM315405100333,047SH DFND1 23,04700
FERRO CORP COMCOM3154051005,620513,323SH DFND1513,32300
FIBROCELL SCIENCE INCCOM NEW315721209793206,043SH DFND1206,04300
FIBROGEN INCCOM31572Q8087,405337,848SH DFND1337,84800
FIDELITY & GUARANTY LIFECOM3157851051,90777,744SH DFND177,74400
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106152,0052,270,426SH DFND12,267,75502,671
FIDELITY NATL CORP GA COMCOM3163941052,702127,841SH DFND1127,84100
FIESTA RESTAURANT GROUP - W/ICOM31660B1017,871173,494SH DFND1173,49400
FIFTH STREET ASSET MANAGEMENTCL A COM31679P1098411,264SH DFND110,20601,058
FIFTH THIRD BANCORP COMCOM316773100131,8016,982,428SH DFND16,972,60009,828
FINANCIAL ENGINES INCCOM31748510014,145479,986SH DFND1479,98600
FINANCIAL ENGINES INCCOM31748510066422,557SH DFND1 222,55700
FINANCIAL INSTNS INC COMCOM3175854042,06883,479SH DFND183,47900
FINISAR COMCOM NEW31787A507716,463SH DFND1 26,46300
FINISAR COMCOM NEW31787A5077,418666,522SH DFND1666,52200
FINISH LINE INC CL ACL A3179231005,633291,884SH DFND1291,88400
FINJAN HOLDINGS INCCOM NEW31788H30315493,776SH DFND193,77600
FIREEYE INCCOM31816Q10126834SH DFND1 283400
FIREEYE INCCOM31816Q10126,684838,968SH DFND1838,7670201
FIRST ACCEPTANCE CORPCOM3184571087728,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10225,281647,077SH DFND1647,07700
FIRST BANCORP INCCOM31866P10286245,158SH DFND145,15800
FIRST BANCORP N C COMCOM3189101062,225130,893SH DFND1130,89300
FIRST BANCORP N C COMCOM31891010615926SH DFND1 292600
FIRST BANCORP P R COMCOM NEW3186727063,412958,557SH DFND1958,55700
FIRST BUSEY CORP COMCOM NEW3193832043,320167,123SH DFND1166,6070516
FIRST BUSINESS FINANCIAL SERCOM31939010075532,129SH DFND132,12900
FIRST CASH FINL SVCS INC COMCOM31942D1077,616190,115SH DFND1190,11500
FIRST CLOVER LEAF FINANCIALCOM31969M10511411,648SH DFND111,64800
FIRST CMNTY BANCSHARES INC COMCOM31983A1031,73196,759SH DFND196,75900
FIRST CMNTY BANCSHARES INC COMCOM31983A1037410SH DFND1 241000
FIRST COMWLTH FINL CORP PA COMCOM3198291075,159567,646SH DFND1567,64600
FIRST CONNECTICUT BANCORPCOM3198501031,37185,110SH DFND185,11000
FIRST CTZNS BANCSHARES INC CL ACL A31946M10313,03057,659SH DFND157,65900
FIRST DEFIANCE FINL CORP COMCOM32006W1062065,644SH DFND1 25,64400
FIRST DEFIANCE FINL CORP COMCOM32006W1062,37064,842SH DFND164,84200
FIRST FINANCIAL NORTHWESTCOM32022K10256947,136SH DFND147,13600
FIRST FINL BANCORP OH COMCOM3202091098,156427,491SH DFND1427,49100
FIRST FINL BANKSHARES COMCOM32020R109421,331SH DFND1 21,33100
FIRST FINL BANKSHARES COMCOM32020R10913,146413,678SH DFND1413,67800
FIRST FINL CORP IND COMCOM3202181002,34772,558SH DFND172,55800
FIRST FOUNDATION INCCOM32026V10450422,176SH DFND122,17600
FIRST HORIZON NATL CORP COMCOM32051710519,0991,346,931SH DFND11,340,84806,083
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10318,607888,206SH DFND1888,20600
FIRST INTERNET BANCORPCOM32055710163419,869SH DFND119,86900
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2015,893211,691SH DFND1211,69100
FIRST LONG IS CORP COMCOM3207341061,84168,143SH DFND168,14300
FIRST MARBLEHEAD CORP/THECOM NEW32077120711132,513SH DFND132,51300
FIRST MERCHANTS CORP COMCOM3208171098,284315,957SH DFND1315,95700
FIRST MIDWEST BANCORP DEL COMCOM32086710410,391592,424SH DFND1592,42400
FIRST NBC BANK HLDG COCOM32115D1063,735106,620SH DFND1106,62000
FIRST NIAGARA FINL GROUP IN COMCOM33582V10822,8172,234,833SH DFND12,234,83300
FIRST POTOMAC REALTY TRUSTCOM33610F1095,041458,327SH DFND1458,32700
FIRST REPUBLIC BANK/SAN FRANCOM33616C10050,901811,474SH DFND1811,1820292
FIRST SECURITY GROUP INC/TNCOM NEW336312202651261,806SH DFND1261,80600
FIRST SOLAR INCCOM33643310727,779650,707SH DFND1650,5870120
FIRST SOUTH BANCORP INC VA COMCOM33646W10032641,268SH DFND141,26800
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910737939,240PRN DFND1 239,24000
FIRST TRUST HIGH INCOME LONGCOM33738E10918413,074PRN DFND1 213,07400
FIRST UTD CORP COMCOM33741H10714818,113SH DFND118,11300
FIRSTENERGY CORP COMCOM33793210727870SH DFND1 287000
FIRSTENERGY CORP COMCOM337932107105,6713,381,550SH DFND13,372,48309,067
FIRSTMERIT CORP COMCOM33791510219,2061,086,958SH DFND11,086,95800
FISERV INC COMCOM337738108174,2052,015,062SH DFND12,013,93101,131
FITBIT INC - ACL A33812L1027,957211,129SH DFND1211,12900
FIVE BELOW, INCCOM33829M10111,583344,945SH DFND1344,94500
FIVE OAKS INVESTMENT CORPCOM33830W10642366,937SH DFND166,93700
FIVE PRIME THERAPEUTICS INCCOM33830X1042,113137,326SH DFND1137,32600
FIVE STAR QUALITY CARE INC COMCOM33832D106773250,464SH DFND1250,46400
FIVE9 INCCOM338307101460124,418SH DFND1124,41800
FIVE9 INCCOM338307101369,760SH DFND1 29,76000
FLAGSTAR BANCORP INC COMCOM PAR .0013379307052,785135,500SH DFND1135,50000
FLAMEL TECHNOLOGIES-SP ADRSPONSORED ADR33848810921713,336SH DFND113,33600
FLEETCOR TECHNOLOGIES INCCOM33904110558,301423,940SH DFND1423,7600180
FLEETMATICS GROUPCOMG355691052,11343,052SH DFND143,05200
FLEETMATICS GROUPCOMG3556910533689SH DFND1 268900
FLEX PHARMA INCCOM33938A10577164,228SH DFND164,22800
FLEXION THERAPEUTICS INCOM33938J1061,06971,959SH DFND171,95900
FLEXSTEEL INDS INC COMCOM3393821033,193102,191SH DFND1102,19100
FLEXSTEEL INDS INC COMCOM3393821031454,647SH DFND1 24,64700
FLEXTRONICS INTL LTD ORDORDY2573F1022,071198,986SH DFND1197,61201,374
FLIR SYS INC COMCOM30244510132,2111,153,057SH DFND11,152,6820375
FLOTEK INDUSTRIES INCCOM3433891025,210311,993SH DFND1311,99300
FLOWERS FOODS INC COMCOM34349810126,1011,055,031SH DFND11,051,29503,736
FLOWSERVE CORP COMCOM34354P10543,5431,060,441SH DFND11,055,58804,853
FLOWSERVE CORP COMCOM34354P10538937SH DFND1 293700
FLUIDIGM CORPCOM34385P1081,452179,090SH DFND1179,09000
FLUIDIGM CORPCOM34385P108597,331SH DFND1 27,33100
FLUOR CORP NEW COMCOM343412102601,431SH DFND1 21,43100
FLUOR CORP NEW COMCOM34341210249,3291,167,047SH DFND11,166,2500797
FLUSHING FINL CORP COMCOM3438731054,282213,902SH DFND1213,90200
FMC TECHNOLOGIES INC COMCOM30249U10120654SH DFND1 265400
FMC TECHNOLOGIES INC COMCOM30249U10160,8051,964,983SH DFND11,962,60902,374
FNB CORP PA COMCOM30252010113,2871,026,062SH DFND11,022,02104,041
FNF GROUPFNF GROUP COM31620R30359,8241,687,553SH DFND11,686,8620691
FNFV GROUPFNFV GROUP COM31620R4026,050516,226SH DFND1516,22600
FOAMIX PHARMACEUTICALS LTDSHSM4613510523532,186SH DFND132,18600
FOGO DE CHAO INCCOM34417710020813,359SH DFND113,35900
FONAR CORP COMCOM NEW34443740545033,595SH DFND133,59500
FOOT LOCKER INC COMCOM34484910468,273949,146SH DFND1948,4900656
FORBES ENERGY SERVICES LTDCOM3451431011935,202SH DFND135,20200
FORD MTR CO DELCOM PAR $0.01345370860427,80431,585,727SH DFND131,523,636062,091
FOREST CITY ENTERPRISES INC CL ACL A34555010727,2811,355,281SH DFND11,352,11403,167
FORESTAR REAL ESTATE GRP-W/ICOM3462331092,689204,546SH DFND1204,54600
FORMFACTOR INCCOM3463751082,497368,362SH DFND1368,36200
FORMFACTOR INCCOM3463751081188SH DFND1 218800
FORRESTER RESH INC COMCOM3465631092,51079,862SH DFND179,86200
FORTINET INC.COM34959E10936,562860,692SH DFND1858,78501,907
FORTINET INC.COM34959E109721,697SH DFND1 21,69700
FORTRESS BIOTECH INCCOM34960Q109573220,620SH DFND1220,62000
FORTUNA SILVER MINES INCCOMSTK23830335926,700SH DFND1 226,70000
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10643,581918,704SH DFND1917,36601,338
FORUM ENERGY TECHNOLOGIES INCCOM34984V1004,582375,319SH DFND1375,31900
FORUM ENERGY TECHNOLOGIES INCCOM34984V100564,661SH DFND1 24,66100
FORWARD AIR CORP COMCOM3498531018,107195,400SH DFND1195,40000
FORWARD INDUSTRIES INC-N YCOM NEW3498623002518,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10627,128485,969SH DFND1485,96900
FOSTER L B CO COMCOM35006010977062,705SH DFND162,70500
FOSTER L B CO COMCOM35006010946638,018SH DFND1 238,01800
FOUNDATION MEDICINE INCCOM3504651001,76095,416SH DFND195,41600
FOX CHASE BANCORP INCCOM35137T1081,18368,190SH DFND168,19000
FOX FACTORY HOLDING CORPCOM35138V1022,301136,481SH DFND1136,48100
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010631620,927SH DFND112,01708,910
FRANCESCAS HOLDINGS CORPCOM3517931043,262266,738SH DFND1266,73800
FRANKLIN COVEY CO COMCOM3534691091,17873,404SH DFND173,40400
FRANKLIN ELEC INC COMCOM3535141027,305268,285SH DFND1268,28500
FRANKLIN FINANCIAL NETWORKCOM35352P10432714,637SH DFND114,63700
FRANKLIN RES INC COMCOM3546131011764,750SH DFND1 24,75000
FRANKLIN RES INC COMCOM354613101121,3923,264,015SH DFND13,261,03702,978
FRANKLIN STREET PROPERTIES CCOM35471R1067,897734,605SH DFND1734,60500
FRANKS INTERNATIONAL NVCOMN334621073,193208,343SH DFND1207,5820761
FRANKS INTERNATIONAL NVCOMN33462107231,516SH DFND1 21,51600
FREDS INC CL ACL A3561081002,738231,132SH DFND1231,13200
FREEPORT-MCMORAN COPPER & G CL BCL B35671D85787,7559,073,591SH DFND19,056,937016,654
FREEPORT-MCMORAN COPPER & G CL BCL B35671D857373,841SH DFND1 23,84100
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10120,994574,302SH DFND1572,37401,928
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10154815,000SH DFND1 215,00000
FREIGHTCAR AMERICA INCCOM3570231008482SH DFND1 248200
FREIGHTCAR AMERICA INCCOM3570231001,39681,409SH DFND181,40900
FREQUENCY ELECTRS INC COMCOM35801010623722,870SH DFND122,87000
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291062596,641SH DFND15,50501,136
FRESH DEL MONTE PRODUCE INC ORDORDG367381058,654219,053SH DFND1219,05300
FRESH MARKET INC/THECOM35804H1066,341280,736SH DFND1280,73600
FRESHPET INCCOM3580391051,220116,256SH DFND1116,25600
FRIEDMAN INDUSTRIES INCCOM35843510513021,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM35906A10846,4939,805,952SH DFND19,791,265014,687
FRONTIER COMMUNICATIONS CORPCOM35906A10842790,000SH DFND1 290,00000
FRONTLINE LTDSHSG3682E12726096,766SH DFND196,76600
FRP HOLDINGS INCCOM30292L10799232,934SH DFND132,93400
FTD COMPANIES INCCOM30281V1083,713124,604SH DFND1124,60400
FTI CONSULTING INC COMCOM30294110911,897286,629SH DFND1286,62900
FTI CONSULTING INC COMCOM30294110914347SH DFND1 234700
FUEL SYSTEMS SOL INC COMCOM35952W10340082,835SH DFND182,83500
FUELCELL ENERGY INC COMCOM35952H1061,2241,666,010SH DFND11,666,01000
FUEL-TECH N.V.COM359523107245128,600SH DFND1128,60000
FULL HOUSE RESORTS INCCOM3596781093524,413SH DFND124,41300
FULLER H B CO COMCOM35969410610,515309,816SH DFND1309,81600
FULTON FINL CORP PA COMCOM36027110018,4551,525,276SH DFND11,525,27600
FURMANITE CORPCOM3610861011,286211,544SH DFND1211,54400
FUSION TELECOMMUNICATIONS INCOM NEW36113B40012063,636SH DFND163,63600
FUTUREFUEL CORPCOM36116M1063,427346,866SH DFND1346,86600
FX ENERGY INC COMCOM302695101294309,768SH DFND1309,76800
FXCM INC - ACOMSTK30269320521124,264SH DFND124,26400
G & K SVCS INC CL ACL A3612681059,815147,335SH DFND1147,33500
GABELLI GLOBAL UTIL &INCM TRCOM SH BEN INT36242L10524315,157PRN DFND1 215,15700
GAIAM INC CL ACL A36268Q10352685,655SH DFND185,65500
GAIN CAPITAL HOLDINGS INCCOM36268W1001,681230,957SH DFND1230,95700
GAIN CAPITAL HOLDINGS INCCOM36268W10052672,313SH DFND1 272,31300
GALECTIN THERAPEUTICS INCCOM NEW363225202234100,109SH DFND1100,10900
GALENA BIOPHARMA INCCOM3632561081,7291,094,592SH DFND11,094,59200
GALLAGHER ARTHUR J & CO COMCOM36357610939,269951,915SH DFND1951,2630652
GALLAGHER ARTHUR J & CO COMCOM36357610927665SH DFND1 266500
GALMED PHARMACEUTICALS LTDSHSM4723810620227,269SH DFND127,26900
GAMCO INVESTORS INC - ACOM3614381041,54328,107SH DFND128,10700
GAMCO INVESTORS INC - ACOM36143810422411SH DFND1 241100
GAMESTOP CORP CL ACL A36467W10935,439861,597SH DFND1859,99701,600
GAMING AND LEISURE PROPERTIES INCCOM36467J10817,031573,437SH DFND1573,3070130
GAMING AND LEISURE PROPERTIES INCCOM36467J10821718SH DFND1 271800
GANNETT CO INCCOM36473H10411,946811,037SH DFND1809,59601,441
GAP INC DEL COMCOM3647601081244,375SH DFND1 24,37500
GAP INC DEL COMCOM36476010863,3382,226,095SH DFND12,224,04502,050
GARMIN LTD ORDSHSH2906T10936,5761,021,244SH DFND11,020,02401,220
GARTNER INC COMCOM36665110741,984500,523SH DFND1499,9160607
GAS NATURAL INCCOM36720410443748,909SH DFND148,90900
GASLOG LTDSHSG3758510912513,054SH DFND1 213,05400
GASLOG LTDSHSG3758510935837,230SH DFND137,23000
GASTAR EXPLORATION LTDCOM36729W202471410,179SH DFND1410,17900
GATX CORP COMCOM36144810311,496260,400SH DFND1260,384016
GCAP 4 1/8 12/01/18NOTE 4.125%12/036268WAB62,8793,000,000PRN DFND1 23,000,00000
GENCO SHIPPING & TRADING LTDSHS NEWY2685T11517143,918SH DFND143,91800
GENER8 MARITIME INCCOMY2688910837734,441SH DFND134,44100
GENERAC HOLDINGS INCCOM36873610412,474414,581SH DFND1414,58100
GENERAL AMERICAN INVESTORSCOM3688021041,30842,227PRN DFND1 242,22700
GENERAL CABLE CORP DEL NEW COMCOM36930010829324,626SH DFND1 224,62600
GENERAL CABLE CORP DEL NEW COMCOM3693001083,745314,773SH DFND1313,41501,358
GENERAL COMMUNICATION INC CL ACL A3693851093,365194,960SH DFND1194,96000
GENERAL COMMUNICATION INC CL ACL A369385109492,868SH DFND1 22,86800
GENERAL DYNAMICS CORP COMCOM369550108348,0582,527,694SH DFND12,526,53101,163
GENERAL ELEC CO COMCOM36960410326310,450SH DFND1 210,45000
GENERAL ELEC CO COMCOM3696041032,079,26482,602,137SH DFND182,473,1470128,990
GENERAL EMPLOYMENT ENTREPRS INCOM3697301061537,933SH DFND137,93300
GENERAL GROWTH PPTYS INC COMCOM370023103144,9355,589,951SH DFND15,584,40305,548
GENERAL MLS INC COMCOM370334104261,5834,669,640SH DFND14,659,257010,383
GENERAL MOLY INCCOM37037310276263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100350,44111,696,050SH DFND111,678,316017,734
GENERAL MOTORS COCOM37045V10060020,000SH DFND1 220,00000
GENESCO INC COMCOM3715321028,436147,825SH DFND1147,82500
GENESEE & WYO INC CL ACL A37155910517,590297,733SH DFND1296,8710862
GENESIS HEALTHCARE INCCL A COM37185X1061,020166,442SH DFND1166,44200
GENIE ENERGY LTD - BCL B37228420874690,646SH DFND190,64600
GENMARK DIAGNOSTICS INCCOM3723091042,005254,830SH DFND1254,83000
GENOCEA BIOSCIENCES INCCOM372427104915133,705SH DFND1133,70500
GENOMIC HEALTH INCCOM37244C1013,024142,932SH DFND1142,93200
GENOMIC HEALTH INCCOM37244C101341,620SH DFND1 21,62000
GENPACT LTDSHSG3922B10721,224898,966SH DFND1897,87801,088
GENPACT LTDSHSG3922B107311,328SH DFND1 21,32800
GENTEX CORP COMCOM37190110944,7702,888,399SH DFND12,880,85907,540
GENTHERM INCCOM37253A10310,271228,667SH DFND1228,587080
GENUINE PARTS CO COMCOM37246010599,8961,207,536SH DFND11,205,47202,064
GENVEC INCCOM NEW37246C307358155,296SH DFND1155,29600
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10617537,943SH DFND1 237,94300
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10618,4654,002,753SH DFND14,002,673080
GEO GROUP INC/THECOM36162J10617,536589,676SH DFND1589,67600
GEO GROUP INC/THECOM36162J10628953SH DFND1 295300
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,15383,507SH DFND183,50700
GERMAN AMERN BANCORP COMCOM3738651042,13372,874SH DFND172,87400
GERON CORP COMCOM3741631032,8131,019,240SH DFND11,019,0440196
GETTY RLTY CORP NEW COMCOM374297109342,167SH DFND1 22,16700
GETTY RLTY CORP NEW COMCOM3742971092,956187,096SH DFND1187,09600
GEVO INCCOM NEW37439620814584,562SH DFND184,56200
GIBRALTAR INDUSTRIES, INCCOM3746891073,733203,477SH DFND1203,47700
GIGA TRONICS INC COMCOM3751751061719,463SH DFND119,46300
GIGAMON INCCOM37518B1021417,049SH DFND1 27,04900
GIGAMON INCCOM37518B1022,961148,022SH DFND1148,02200
GIGOPTIX INCCOM37517Y103269153,832SH DFND1153,83200
G-III APPAREL GROUP LTD COMCOM36237H10115,328248,591SH DFND1248,59100
GILAT SATELLITE NETWORKSSHS NEWM514741186318,227SH DFND118,22700
GILDAN ACTIVEWEAR INCCOMSTK22546452,43381,452SH DFND180,6030849
GILEAD SCIENCES INC COMCOM3755581031,188,78812,129,893SH DFND112,111,672018,221
GILEAD SCIENCES INC COMCOM3755581031,42814,553SH DFND1 214,55300
GLACIER BANCORP INC NEW COMCOM37637Q10513,073495,387SH DFND1495,38700
GLADSTONE COMMERCIAL CORPCOM3765361082,015142,843SH DFND1142,84300
GLADSTONE LAND CORPCOM37654910173580,123SH DFND180,12300
GLATFELTER COMCOM3773161044,783277,774SH DFND1277,77400
GLATFELTER COMCOM377316104201,219SH DFND1 21,21900
GLAUKOS CORPCOM37732210264126,512SH DFND126,51200
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1052536,586SH DFND1 26,58600
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1053,09180,393SH DFND166,695013,698
GLEN BURNIE BANCORPCOM37740710125118,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCCOM37890U1081,74341,351SH DFND141,35100
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1033,199155,978SH DFND1155,97800
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G10325112,262SH DFND1 212,26200
GLOBAL EAGLE ACQUISITION CORPCOM37951D1023,630316,243SH DFND1316,24300
GLOBAL INDEMNITY PLCSHSG393191011,68464,368SH DFND164,36800
GLOBAL NET LEASE INCCOM3793781027,470812,041SH DFND1812,04100
GLOBAL PMTS INC COMCOM37940X10242,938374,255SH DFND1373,7560499
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P306308,250SH DFND1 28,25000
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P30627976,204SH DFND176,20400
GLOBAL SOURCES LIMITEDORDG3930010175991,444SH DFND191,44400
GLOBALSCAPE INCCOM37940G1099629,423SH DFND129,42300
GLOBALSTAR INCCOM3789734082,8251,799,441SH DFND11,799,44100
GLOBANT SACOML4438510943814,340SH DFND114,34000
GLOBE SPECIALTY METALS INCCOM37954N2065,034415,022SH DFND1415,02200
GLOBE SPECIALTY METALS INCCOM37954N206292,398SH DFND1 22,39800
GLOBUS MEDICAL INC- ACL A3795772089,483459,009SH DFND1459,00900
GLORI ENERGY INCCOM3796061064662,701SH DFND162,70100
GLOWPOINT INCCOM NEW379887201197340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901063,034694,507SH DFND1694,50700
GLYCOMIMETICS INCCOM38000Q10228851,446SH DFND151,44600
GNC HOLDINGS INC-CL ACOM CL A36191G10726667SH DFND1 266700
GNC HOLDINGS INC-CL ACOM CL A36191G10723,729587,065SH DFND1586,5130552
GODADDY INC - CLASS ACL A3802371073,812151,217SH DFND1151,203014
GOGO INCCOM38046C1095,951389,524SH DFND1389,52400
GOLAR LNG LTDSHSG9456A1002,869102,919SH DFND1101,88301,036
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10222815,584SH DFND115,58400
GOLD FIELDS LTDSPONSORED ADR38059T10641,845SH DFND1001,845
GOLD FIELDS LTDSPONSORED ADR38059T106293110,307SH DFND1 2110,30700
GOLD RESOURCES CORPCOM38068T1058132,065SH DFND1 232,06500
GOLD RESOURCES CORPCOM38068T105591233,631SH DFND1233,63100
GOLDEN ENTERTAINMENT INCCOM38101310133837,389SH DFND137,38900
GOLDEN MINERALS COMPANYCOM38111910649186,795SH DFND1186,79500
GOLDEN OCEAN GROUP LTDSHSG3963710616768,219SH DFND168,21900
GOLDFIELD CORPCOM381370105169101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104583,4613,364,081SH DFND13,358,21605,865
GOLDMAN SACHS GROUP INC COMCOM38141G1042431,400SH DFND1 21,40000
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087932952,728SH DFND152,72800
GOODRICH PETROLEUM CORPCOM NEW382410405136236,001SH DFND1236,00100
GOODYEAR TIRE & RUBR CO COMCOM38255010173,8152,520,930SH DFND12,518,01902,911
GOOGLE INC - CCL C38259P7061,487,6402,449,747SH DFND12,447,08802,659
GOOGLE INC - CCL C38259P7063254SH DFND1 25400
GOOGLE INC-CL A COMCL A38259P5083352SH DFND1 25200
GOOGLE INC-CL A COMCL A38259P5081,525,7922,394,649SH DFND12,390,41304,236
GOPRO INC - CL ACL A38268T10314,035449,572SH DFND1448,7550817
GORDMANS STORES INCCOM38269P10017951,296SH DFND151,29600
GORMAN RUPP CO COMCOM3830821042,827117,958SH DFND1117,95800
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1036,237389,873SH DFND1389,87300
GP STRATEGIES CORP COMCOM36225V1042,297100,684SH DFND1100,68400
GP STRATEGIES CORP COMCOM36225V104562,492SH DFND1 22,49200
GPRE 3 1/4 10/01/18NOTE 3.250%10/0393222AD612,68911,298,000PRN DFND1 211,298,00000
GRACE W R & CO DEL NEW COMCOM38388F10837,752405,725SH DFND1405,72500
GRACO INC COMCOM38410910422,425334,554SH DFND1334,55400
GRAHAM CORPCOM3845561061,05259,630SH DFND159,63000
GRAHAM HOLDINGS COCOM38463710470122SH DFND1 212200
GRAHAM HOLDINGS COCOM38463710415,06426,108SH DFND126,028080
GRAINGER W W INC COMCOM384802104101,804474,432SH DFND1473,39301,039
GRAMERCY PROPERTY TRUST INCCOM NEW38489R6057,087341,226SH DFND1341,22600
GRAND CANYON EDUCATION-REDHCOM38526M10611,814310,986SH DFND1310,98600
GRANITE CONSTR INC COMCOM3873281076,740227,178SH DFND1227,17800
GRAPHIC PACKAGING HOLDING COCOM38868910123,8791,867,028SH DFND11,867,02800
GRAY TELEVISION INC COMCOM38937510628222,164SH DFND1 222,16400
GRAY TELEVISION INC COMCOM3893751066,366498,923SH DFND1498,92300
GREAT AJAX CORPCOM38983D30031725,703SH DFND125,70300
GREAT LAKES DREDGE&DOCK CORPCOM3906071091,844365,911SH DFND1365,91100
GREAT PLAINS ENERGY INC COMCOM39116410024,121892,742SH DFND1892,74200
GREAT SOUTHN BANCORP INC COMCOM3909051073,22774,531SH DFND174,53100
GREAT SOUTHN BANCORP INC COMCOM3909051073347,730SH DFND1 27,73000
GREAT WESTERN BANCORP INCCOM3914161049,794386,062SH DFND1386,06200
GREATBATCH INCCOM39153L10613,090232,017SH DFND1232,01700
GREEN BANCORP INCCOM39260X10050944,429SH DFND144,42900
GREEN BRICK PARTNERS INCCOM3927091011,927178,001SH DFND1178,00100
GREEN DOT CORP - CLASS ACL A39304D1024,393249,641SH DFND1249,64100
GREEN PLAINS INCCOM3932221049481SH DFND1 248100
GREEN PLAINS INCCOM3932221044,334222,750SH DFND1222,3290421
GREENBRIER COS INC COMCOM3936571015,172161,077SH DFND1160,9580119
GREENBRIER COS INC COMCOM3936571011715,355SH DFND1 25,35500
GREENHILL & CO INC COMCOM3952591044,729166,135SH DFND1165,5790556
GREENHUNTER ENERGY INC-REDHCOM39530A1042792,452SH DFND192,45200
GREENLIGHT CAPITAL RECLASS AG4095J1094,117184,798SH DFND1184,79800
GREIF INCCL A3976241076,390200,260SH DFND1200,0600200
GRIFFIN INDUSTRIAL REALTY INCCOM3982311002208,902SH DFND18,90200
GRIFFON CORP COMCOM3984331023,917248,428SH DFND1248,42800
GRIFFON CORP COMCOM398433102442,819SH DFND1 22,81900
GRIFOLS SA-ADRSP ADR REP B NVT39843840889229,362SH DFND126,75202,610
GROUP 1 AUTOMOTIVE INC COMCOM39890510915,757185,051SH DFND1185,05100
GROUPON INCCOM CL A3994731079,3272,861,074SH DFND12,860,1050969
GROUPON INCCOM CL A39947310715046,085SH DFND1 246,08500
GRUBHUB INCCOM40011010211,279463,401SH DFND1463,40100
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910026214,721SH DFND114,72100
GSE SYSTEMS INCCOM36227K1064933,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C2052,531198,872SH DFND1198,87200
GSI TECHNOLOGY INCCOM36241U10631377,127SH DFND177,12700
GTT COMMUNICATIONS INCCOM3623931004,293184,582SH DFND1184,58200
GTX INCCOM40052B108266350,319SH DFND1350,31900
GUARANTY BANCORPCOM NEW40075T6072,234135,701SH DFND1135,70100
GUESS INC COMCOM4016171058,349390,877SH DFND1388,60102,276
GUIDANCE SOFTWARE INCCOM401692108760126,325SH DFND1126,32500
GUIDEWIRE SOFTWARE INCCOM40171V10022,305424,228SH DFND1424,22800
GULF COAST ULTRA ROYALTY TR UNT40222T1042279,621SH DFND179,62100
GULF ISLAND FABRICATION INC COMCOM402307102484,630SH DFND1 24,63000
GULF ISLAND FABRICATION INC COMCOM40230710284980,705SH DFND180,70500
GULF RESOURCES INCCOM PAR $0.000540251W3091611,775SH DFND111,77500
GULF RESOURCES INCCOM PAR $0.000540251W3092115,124SH DFND1 215,12400
GULFMARK OFFSHORE INC COMCL A NEW402629208916149,961SH DFND1149,96100
GULFPORT ENERGY CORPCOM NEW40263530420,072676,291SH DFND1675,5170774
GW PHARMACEUTICALS PLC ADRADS36197T1034615,056SH DFND15,05600
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN029,75316,570,000PRN DFND1 216,570,00000
H D F C BANK LTDADR REPS 3 SHS40415F1015348,742SH DFND18,2020540
H&E EQUIPMENT SERVICES INCCOM4040301083,396203,121SH DFND1203,12100
HABIT RESTAURANTS INCCOM CL A40449J1031,41466,047SH DFND166,04700
HACKETT GROUP INC/THECOM4046091092,367172,159SH DFND1172,15900
HACKETT GROUP INC/THECOM4046091091128,149SH DFND1 28,14900
HAEMONETICS CORP COMCOM40502410010,101312,532SH DFND1312,53200
HAIN CELESTIAL GROUP INC COMCOM40521710031,149603,682SH DFND1603,0340648
HAIN CELESTIAL GROUP INC COMCOM40521710022445SH DFND1 244500
HALCON RESOURCES CORPCOM NEW40537Q2091,3562,559,119SH DFND12,559,11900
HALLADOR ENERGY COCOM40609P10566996,292SH DFND196,29200
HALLADOR ENERGY COCOM40609P10533147,677SH DFND1 247,67700
HALLIBURTON CO COMCOM406216101242,9436,885,826SH DFND16,871,893013,933
HALLMARK FINL SERVICES INCCOM NEW40624Q20388276,816SH DFND176,81600
HALOZYME THERAPEUTICS INCCOM40637H1099,365697,353SH DFND1697,35300
HALOZYME THERAPEUTICS INCCOM40637H109282,091SH DFND1 22,09100
HALYARD HEALTH INC - W/ICOM40650V1007,899277,743SH DFND1277,74300
HAMPTON ROADS BANKSHARES INCCOM NEW409321502871458,554SH DFND1458,55400
HANCOCK HLDG CO COMCOM41012010914,652541,674SH DFND1541,0000674
HANDY & HARMAN LTDCOM41031510590737,826SH DFND137,82600
HANESBRANDS INCCOM41034510290,1363,120,882SH DFND13,115,35405,528
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F20803SH DFND1 2300
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2082,953216,502SH DFND1216,50200
HANMI FINL CORP COMCOM NEW4104952045,129203,567SH DFND1203,56700
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1003,337193,833SH DFND1193,83300
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X100301,787SH DFND1 21,78700
HANOVER INSURANCE GROUP INC/THCOM41086710520,514264,020SH DFND1262,73901,281
HANSEN MEDICAL INCCOM NEW41130720012032,006SH DFND132,00600
HARDINGE INC COMCOM41232430348152,493SH DFND152,49300
HARLEY DAVIDSON INC COMCOM41282210894,0221,715,807SH DFND11,715,0510756
HARMAN INTL INDS INC COMCOM41308610953,564559,125SH DFND1558,02901,096
HARMONIC INC COMCOM4131601023,408587,754SH DFND1587,75400
HARRIS & HARRIS GROUP INC CCOM4138331043114,878SH DFND114,87800
HARRIS CORP DEL COMCOM413875105573SH DFND1 27300
HARRIS CORP DEL COMCOM41387510571,770983,092SH DFND1982,3480744
HARSCO CORP COMCOM4158641074,385483,519SH DFND1483,51900
HARTE-HANKS INC COMCOM41619610320457,926SH DFND1 257,92600
HARTE-HANKS INC COMCOM416196103912258,583SH DFND1256,08402,499
HARTFORD FINL SVCS GROUP IN COMCOM416515104151,3823,313,199SH DFND13,311,01102,188
HARVARD APPARATUS REGENERATIVE TECH INCCOM41690A1062327,158SH DFND127,15800
HARVARD BIOSCIENCE INC COMCOM416906105627166,116SH DFND1166,11600
HARVEST NATURAL RESOURCES INCCOM41754V103295212,524SH DFND1212,52400
HASBRO INC COMCOM41805610767,185933,076SH DFND1932,00001,076
HATTERAS FINANCIAL CORPCOM41902R1038,556564,790SH DFND1560,62904,161
HAVERTY FURNITURE INC COMCOM4195961013,485148,443SH DFND1148,44300
HAWAIIAN ELEC INDUSTRIES COMCOM41987010016,607578,867SH DFND1578,86700
HAWAIIAN HOLDINGS INCCOM4198791018,552346,530SH DFND1346,53000
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,51773,030SH DFND173,03000
HAWKINS INCCOM4202611092,42362,957SH DFND162,95700
HAYNES INTERNATIONAL INCCOM NEW4208772013,13082,730SH DFND182,73000
HC2 HOLDINGS INCCOM4041391071,005143,481SH DFND1143,48100
HCA HOLDINGS INC.COM40412C10124318SH DFND1 231800
HCA HOLDINGS INC.COM40412C101190,8412,471,941SH DFND12,470,11501,826
HCC INS HLDGS INC COMCOM40413210243,807565,479SH DFND1560,72804,751
HCI 3 7/8 03/15/19NOTE 3.875% 3/140416EAB99,18110,090,000PRN DFND1 210,090,00000
HCI GROUP INCCOM40416E10359115,265SH DFND1 215,26500
HCI GROUP INCCOM40416E1034,348112,166SH DFND1112,086080
HCP INCCOM40414L109165,0304,437,559SH DFND14,429,10208,457
HD SUPPLY HOLDINGS INCCOM40416M1051274,449SH DFND1 24,44900
HD SUPPLY HOLDINGS INCCOM40416M10530,8541,078,063SH DFND11,076,32601,737
HEADWATERS INC COMCOM42210P1028,564455,580SH DFND1455,58000
HEALTH CARE REIT INC S-I 6 1/26.50% PFD PREPET95040Q2038,241135,700PRN DFND1 2135,70000
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10613326,772SH DFND126,77200
HEALTH NET INC COMCOM42222G10860210,000SH DFND1 210,00000
HEALTH NET INC COMCOM42222G10826,950447,540SH DFND1446,8240716
HEALTHCARE RLTY TR COMCOM42194610418,008724,680SH DFND1724,68000
HEALTHCARE SVCS GRP INC COMCOM42190610815,549461,414SH DFND1461,41400
HEALTHCARE TRUST OF AMERICACL A NEW42225P50119,426792,585SH DFND1792,58500
HEALTHEQUITY INCCOM42226A1076,731227,810SH DFND1227,81000
HEALTHSOUTH CORP COMCOM NEW42192430925,140655,208SH DFND1654,5970611
HEALTHSTREAM INCCOM42222N10318870SH DFND1 287000
HEALTHSTREAM INCCOM42222N1033,446158,001SH DFND1158,00100
HEALTHWAYS INCCOM4222451002,666239,784SH DFND1239,78400
HEARTLAND EXPRESS INC COMCOM4223471047,650383,683SH DFND1383,68300
HEARTLAND FINANCIAL USA INCCOM42234Q1024,042111,392SH DFND1111,39200
HEARTLAND PAYMENT SYSTEMS INCOM42235N10814,015222,433SH DFND1222,43300
HEARTWARE INTERNATIONAL INCCOM4223681005,492104,993SH DFND1104,99300
HEAT BIOLOGICS INCCOM42237K10210222,034SH DFND122,03400
HECLA MNG CO COMCOM4227041064,4672,267,570SH DFND12,267,57000
HEICO CORP NEW COMCOM4228061094,70996,347SH DFND196,34700
HEICO CORP-CL ACL A4228062089,370206,361SH DFND1206,36100
HEIDRICK & STRUGGLES INTL I COMCOM4228191022,107108,372SH DFND1107,8260546
HELEN OF TROY CORP LTD COMCOMG4388N10617,452195,433SH DFND1195,43300
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P1072,874600,133SH DFND1600,13300
HELMERICH & PAYNE INC COMCOM42345210140,329855,104SH DFND1851,47503,629
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q1031,02675,462SH DFND175,46200
HEMISPHERX BIOPHARMA INC COMCOM42366C103153897,977SH DFND1897,97700
HENRY JACK & ASSOC INC COMCOM42628110138,294550,128SH DFND1548,86101,267
HERBALIFE LTDCOM USD SHSG4412G10121,438393,369SH DFND1393,286083
HERITAGE COMMERCE CORP COMCOM4269271091,428125,959SH DFND1125,95900
HERITAGE FINL CORP WASH COMCOM42722X1063,887206,550SH DFND1206,55000
HERITAGE INSURANCE HOLDINGSCOM42727J10240620,595SH DFND1 220,59500
HERITAGE INSURANCE HOLDINGSCOM42727J1027,429376,578SH DFND1376,57800
HERITAGE OAKS BANCORPCOM42724R1071,082136,012SH DFND1136,01200
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10697294,694SH DFND194,69400
HERON THERAPEUTICS INCCOM4277461028336SH DFND1 233600
HERON THERAPEUTICS INCCOM4277461025,140210,670SH DFND1210,67000
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255008,372369,493SH DFND1369,49300
HERSHEY CO/THECOM427866108108,0211,177,983SH DFND11,176,84301,140
HERTZ GLOBAL HOLDINGS, INCCOM42805T10537,0592,216,657SH DFND12,209,76806,889
HERTZ GLOBAL HOLDINGS, INCCOM42805T10550130,000SH DFND1 230,00000
HESKA CORP COMCOM RESTRC NEW42805E30616532SH DFND1 253200
HESKA CORP COMCOM RESTRC NEW42805E3061,03734,047SH DFND134,04700
HESS CORP COMCOM42809H10797,0201,941,928SH DFND11,935,37306,555
HEWLETT PACKARD CO COMCOM42823610369927,320SH DFND1 227,32000
HEWLETT PACKARD CO COMCOM428236103381,61514,929,120SH DFND114,917,240011,880
HEXCEL CORP NEW COMCOM42829110824,415544,253SH DFND1543,4180835
HFF INC-CLASS ACL A40418F1088,998266,546SH DFND1266,54600
HFF INC-CLASS ACL A40418F10877322,916SH DFND1 222,91600
HHGREGG INC -REDHCOM42833L10832366,396SH DFND166,39600
HIBBETT SPORTS INCCOM4285671015,524157,785SH DFND1157,78500
HIBBETT SPORTS INCCOM42856710126757SH DFND1 275700
HI-CRUSH PARTNERS LPCOM UNIT LTD4283371098411,297SH DFND1 211,29700
HIGHER ONE HOLDINGS INCCOM42983D104489248,730SH DFND1248,1890541
HIGHER ONE HOLDINGS INCCOM42983D10419498,709SH DFND1 298,70900
HIGHWOODS PPTYS INC COMCOM43128410826,281678,228SH DFND1678,22800
HILL INTERNATIONAL INCCOM431466101700213,519SH DFND1213,51900
HILLENBRAND INC -SPNCOM4315711089,985383,924SH DFND1383,92400
HILL-ROM HOLDINGS INCCOM43147510217,749341,393SH DFND1339,90601,487
HILL-ROM HOLDINGS INCCOM4314751028164SH DFND1 216400
HILLTOP HOLDINGSCOM432748101412,087SH DFND1 22,08700
HILLTOP HOLDINGSCOM43274810111,600585,580SH DFND1585,58000
HILTON WORLDWIDE HOLDINGS INCOM43300A10464,7622,824,952SH DFND12,820,39804,554
HILTON WORLDWIDE HOLDINGS INCOM43300A104261,154SH DFND1 21,15400
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10626833,682SH DFND133,68200
HINGHAM INSTITUTION FOR SVGSCOM4333231021,0959,440SH DFND19,44000
HMS HOLDINGS CORPCOM40425J1015,489625,961SH DFND1625,96100
HMS HOLDINGS CORPCOM40425J10112614,373SH DFND1 214,37300
HNI CORP COMCOM40425110013,131306,103SH DFND1305,3490754
HOLLY ENERGY PARTNERS LPCOM UT LTD PTN4357631072498,582SH DFND1 28,58200
HOLLYFRONTIER CORPCOM43610610870,0861,435,734SH DFND11,432,72303,011
HOLLYFRONTIER CORPCOM4361061081,14823,515SH DFND1 223,51500
HOLLYSYS AUTOMATION TECHNOLOGISHSG45667105583,354SH DFND1 23,35400
HOLLYSYS AUTOMATION TECHNOLOGISHSG4566710535320,214SH DFND120,21400
HOLOGIC INC COMCOM43644010158,1691,487,485SH DFND11,486,6690816
HOME BANCORP INCCOM43689E10750619,617SH DFND119,61700
HOME BANCSHARES INCCOM436893200411,032SH DFND1 21,03200
HOME BANCSHARES INCCOM43689320016,626410,528SH DFND1410,52800
HOME DEPOT INC COMCOM4370761021,174,69110,191,416SH DFND110,173,663017,753
HOME PROPERTIES INCCOM4373061034445,953SH DFND1 25,95300
HOME PROPERTIES INCCOM43730610331,520421,675SH DFND1421,638037
HOMEAWAY INCCOM43739Q10015,385579,728SH DFND1579,6110117
HOMEAWAY INCCOM43739Q10026994SH DFND1 299400
HOMEINNS HOTEL GROUPSPONSORED ADR43742E10233911,807SH DFND111,80700
HOMESTREET INCCOM43785V1023,331144,208SH DFND1144,20800
HOMETRUST BANCSHARES INCCOM4378721042,430131,024SH DFND1131,02400
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830845715,296SH DFND19,74505,551
HONEYWELL INTL INC COMCOM438516106578,9536,126,211SH DFND16,115,817010,394
HOOKER FURNITURE CORPCOM439038100763,241SH DFND1 23,24100
HOOKER FURNITURE CORPCOM4390381001,73173,549SH DFND173,54900
HOOPER HOLMES INC COMCOM43910410015134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410424320,385SH DFND120,38500
HORACE MANN EDUCATORS CORP COMCOM44032710411,901358,267SH DFND1358,26700
HORIZON BANCORP INDIANACOM4404071041,03343,515SH DFND143,51500
HORIZON GLOBAL CORP-W/ICOM44052W1041,110125,955SH DFND1125,95500
HORIZON PHARMA PLCSHSG4617B10515,243769,089SH DFND1769,08900
HORMEL FOODS CORP COMCOM44045210067,0751,061,617SH DFND11,060,16401,453
HORNBECK OFFSHORE SERVICES COMCOM440543106302,287SH DFND1 22,28700
HORNBECK OFFSHORE SERVICES COMCOM4405431062,557189,006SH DFND1189,00600
HORSEHEAD HOLDING CORPCOM4406943051,141375,451SH DFND1375,45100
HORTONWORKS INCCOM4408941032,979136,114SH DFND1136,11400
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M102298SH DFND1 29800
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10234,2621,339,428SH DFND11,338,05201,376
HOST MARRIOTT CORP NEW COMCOM44107P104116,6467,389,815SH DFND17,376,382013,433
HOST MARRIOTT CORP NEW COMCOM44107P104865,450SH DFND1 25,45000
HOUGHTON MIFFLIN HARCOURT COCOM44157R10915,688772,432SH DFND1772,43200
HOULIHAN LOKEY INCCL A44159310052824,239SH DFND124,23900
HOUSTON AMERICAN ENERGY CORPCOM44183U10024135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K1097011,095SH DFND1 211,09500
HOUSTON WIRE & CABLECOM44244K10956989,750SH DFND189,75000
HOVNANIAN ENTERPRISES INC CL ACL A4424872031,394787,650SH DFND1787,65000
HOWARD BANCORP INCCOM44249610526218,478SH DFND118,47800
HOWARD HUGHES CORPCOM44267D10724,559214,049SH DFND1213,991058
HRG GROUP INCCOM40434J1007,817666,467SH DFND1666,46700
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,64469,816SH DFND152,505017,311
HSN INCCOM40430310912,500218,386SH DFND1218,326060
HTG MOLECULAR DIAGNOSTICS INCCOM40434H10415119,859SH DFND119,85900
HUB GROUP INC CL ACL A4433201068,019220,254SH DFND1220,25400
HUBBELL INC -CL ACL A4435101028607,956SH DFND17,95600
HUBBELL INC CL BCL B44351020135416SH DFND1 241600
HUBBELL INC CL BCL B44351020126,646313,678SH DFND1313,4610217
HUBSPOT INCCOM4435731003,09066,639SH DFND166,63900
HUDSON CITY BANCORP COMCOM44368310741,8264,120,436SH DFND14,119,6990737
HUDSON CITY BANCORP COMCOM44368310725925,525SH DFND1 225,52500
HUDSON GLOBAL INCCOM44378710622992,293SH DFND192,29300
HUDSON PACIFIC PROPERTIES INCCOM44409710912,847446,246SH DFND1446,24600
HUDSON TECHNOLOGIES INCCOM444144109374126,238SH DFND1126,23800
HUMANA INC COMCOM444859102200,3381,121,531SH DFND11,119,73501,796
HUMANA INC COMCOM4448591021,0746,000SH DFND1 26,00000
HUNT J B TRANS SVCS INC COMCOM44565810753,555751,506SH DFND1750,15801,348
HUNTINGTON BANCSHARES INC COMCOM44615010470,8866,699,783SH DFND16,683,894015,889
HUNTINGTON INGALLS INDUST-WICOM44641310640,698379,826SH DFND1379,4720354
HUNTSMAN CORPCOM447011107545,626SH DFND1 25,62600
HUNTSMAN CORPCOM44701110711,3151,167,744SH DFND11,165,64402,100
HURCO COMPANIES INCCOM4473241041,58160,268SH DFND160,26800
HURON CONSULTING GROUP INCCOM4474621029,325149,131SH DFND1149,13100
HUTCHINSON TECHNOLOGY INC COMCOM448407106248155,297SH DFND1155,29700
HYATT HOTELS CORP - CL ACOM CL A4485791029,130193,857SH DFND1193,85700
HYSTER-YALE MATERIALSCL A4491721055,74999,428SH DFND199,42800
IAC INTERACTIVECORPCOM PAR $.00144919P50829,588453,320SH DFND1452,6570663
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041053319,755SH DFND119,75500
IBERIABANK CORP COMCOM45082810813,648234,476SH DFND1234,47600
IBIO INCCOM451033104233342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20623569,140SH DFND169,14000
ICAD INCCOM NEW44934S20621463,152SH DFND1 263,15200
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012,88443,046SH DFND143,04600
ICF INTERNATIONAL INCCOM44925C1033,980130,969SH DFND1130,96900
ICICI BK LTDADR45104G10444352,947SH DFND150,24502,702
ICON PLCSHSG4705A1001,42120,033SH DFND120,03300
ICON PLCSHSG4705A1001151,623SH DFND1 21,62300
ICONIX BRAND GROUP INCCOM451055107745,543SH DFND1 25,54300
ICONIX BRAND GROUP INCCOM4510551074,068300,909SH DFND1300,90900
ICU MED INC COMCOM44930G10710,90999,630SH DFND199,63000
ID SYSTEMS INCCOM44948910316852,371SH DFND152,37100
IDACORP INC COMCOM45110710619,727304,857SH DFND1304,85700
IDEAL POWER INCCOM45162210414021,224SH DFND121,22400
IDENTIVE GROUP INCCOM NEW45170X20518854,137SH DFND154,13700
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,063616,034SH DFND1616,03400
IDEX CORP COMCOM45167R10429,522414,064SH DFND1414,06400
IDEXX LABS INC COMCOM45168D10441,476558,600SH DFND1557,55701,043
IDT CORP CL BCL B NEW4489475073,288229,997SH DFND1229,99700
IDT CORP CL BCL B NEW44894750718512,986SH DFND1 212,98600
IEC ELECTRS CORP NEW COMCOM44949L1057118,187SH DFND118,18700
IGI LABORATORIES INCCOM4495751091,360208,046SH DFND1208,04600
IGNITE RESTAURANT GROUP INCCOM45173010521745,005SH DFND145,00500
IGNYTA INCCOM4517311031,452165,485SH DFND1165,48500
IHS INC-CLASS ACL A45173410745,078388,874SH DFND1388,5320342
II VI INC COMCOM9021041085,442338,487SH DFND1338,48700
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10824316,446SH DFND116,44600
ILLINOIS TOOL WKS INC COMCOM452308109205,0592,496,458SH DFND12,494,71801,740
ILLUMINA INC COMCOM45232710958332SH DFND1 233200
ILLUMINA INC COMCOM452327109143,478816,594SH DFND1815,11101,483
IMATION CORP COMCOM45245A107400188,031SH DFND1188,03100
IMAX CORP COMCOM45245E1091,87255,427SH DFND155,42700
IMMERSION CORP COMCOM4525211072,350209,327SH DFND1209,32700
IMMUNE DESIGN CORPCOM45252L10370557,795SH DFND157,79500
IMMUNE PHARMACEUTICALS INCCOM45254C10111799,919SH DFND199,91900
IMMUNOGEN INC COMCOM45253H1015,491572,019SH DFND1572,01900
IMMUNOGEN INC COMCOM45253H10119620,481SH DFND1 220,48100
IMMUNOMEDICS INC COMCOM452907108947550,628SH DFND1550,62800
IMPAC MTG HLDGS INC COMCOM NEW45254P50881649,912SH DFND149,91200
IMPAX LABORATORIES INCCOM45256B10115,790448,478SH DFND1448,47800
IMPERIAL OIL LTDCOMSTK24542412,87792,032SH DFND187,43704,595
IMPERVA INCCOM45321L10010,100154,246SH DFND1154,24600
IMPRIMIS PHARMACEUTICALSCOM NEW45323A2017611,869SH DFND111,86900
IMPRIVATA INCCOM45323J1031,39678,578SH DFND178,57800
IMS HEALTH HOLDINGS INCCOM44970B10926,321904,506SH DFND1904,462044
IMUNOCELLULAR THERAPEUTICSCOM452536105184439,847SH DFND1439,84700
INC RESEARCH HOLDINGS INC - ACL A45329R1097,678191,959SH DFND1191,95900
INCONTACT INCCOM45336E1093,078409,985SH DFND1409,98500
INCYTE INCCOM45337C102106,476965,681SH DFND1963,68401,997
INCYTE INCCOM45337C10237337SH DFND1 233700
INDEPENDENCE CONTRACT DRILLING INC.COM45341530926853,847SH DFND153,84700
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030748237,221SH DFND137,22100
INDEPENDENCE REALTY TRUST INCCOM45378A1061,520210,831SH DFND1210,83100
INDEPENDENT BANK CORP MASS COMCOM4538361088,039174,386SH DFND1174,38600
INDEPENDENT BANK CORP MICH COMCOM NEW4538386092,151145,799SH DFND1145,79900
INDEPENDENT BANK GROUP INCCOM45384B1062,08154,155SH DFND154,15500
INDUSTRIAL SVCS OF AMERICACOM4563141035416,126SH DFND116,12600
INFINERA CORP -REDHCOM45667G103271,412SH DFND1 21,41200
INFINERA CORP -REDHCOM45667G10317,551897,323SH DFND1897,32300
INFINITY PHARMACEUTICALS INC COMCOM45665G3033,072363,654SH DFND1362,49601,158
INFINITY PHARMACEUTICALS INC COMCOM45665G30381,024SH DFND1 21,02400
INFINITY PROPERTY & CASUALTYCOM45665Q1035,83572,450SH DFND172,45000
INFOBLOX INCCOM45672H1044,959310,350SH DFND1310,35000
INFOBLOX INCCOM45672H104372,351SH DFND1 22,35100
INFORMATION SERVICES GROUPCOM45675Y104567145,086SH DFND1145,08600
INFOSONICS CORPCOM4567841075241,938SH DFND141,93800
INFOSYS TECHNOLOGIES-SP ADRSPONSORED ADR4567881081,53380,315SH DFND177,59102,724
INFRAREIT INCCOM45685L1003,098130,851SH DFND1130,85100
INFUSYSTEM HOLDINGS INCCOM45685K10212746,642SH DFND146,64200
ING ASIA PAC HI DIV EQ INCMCOM92912J10220023,425PRN DFND1 223,42500
ING CLARION GLOBL RE INCM FDCOM12504G10013918,949PRN DFND1 218,94900
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710368148,210SH DFND130,072018,138
ING RISK MANAGED NAT RES FNDCOM92913C10612721,213PRN DFND1 221,21300
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101106,7432,106,634SH DFND12,102,83103,803
INGLES MKTS INC CL ACL A4570301047,678160,530SH DFND1160,53000
INGRAM MICRO INC CL ACL A45715310426,545974,496SH DFND1972,50501,991
INGRAM MICRO INC CL ACL A457153104411,530SH DFND1 21,53000
INGREDION INCCOM45718710237,980435,003SH DFND1433,41001,593
INLAND REAL ESTATE CORP S-B 7REDM PFD SER B4574615071,50360,000SH DFND160,00000
INLAND REAL ESTATE CORPORATIONCOM NEW4574612006,010742,009SH DFND1742,00900
INNERWORKINGS INC -REDHCOM45773Y1051,488238,143SH DFND1238,14300
INNODATA ISOGEN CORPCOM NEW45764220517876,543SH DFND176,54300
INNOPHOS HOLDINGS INC -REDHCOM45774N108832,115SH DFND1 22,11500
INNOPHOS HOLDINGS INC -REDHCOM45774N1085,106128,821SH DFND1128,6580163
INNOSPEC INCCOM45768S105651,408SH DFND1 21,40800
INNOSPEC INCCOM45768S1058,936192,131SH DFND1192,13100
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10516159,637SH DFND159,63700
INOGEN INCCOM45780L1045,723117,888SH DFND1117,88800
INOGEN INCCOM45780L10442869SH DFND1 286900
INOTEK PHARMACEUTICALS CORPCOM45780V10274479,197SH DFND179,19700
INOVALON HOLDINGS INC - ACOM CL A45781D1012,980143,093SH DFND1143,09300
INOVIO PHARMACEUTICALS INCCOM NEW45773H2012,472427,687SH DFND1427,68700
INPHI CORPCOM45772F107301,254SH DFND1 21,25400
INPHI CORPCOM45772F1074,334180,302SH DFND1180,30200
INSIGHT ENTERPRISES INC COMCOM45765U1036,443249,251SH DFND1249,25100
INSIGNIA SYS INC COMCOM45765Y1057228,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693077,510404,416SH DFND1404,41600
INSPERITY INCCOM45778Q1071,01823,192SH DFND1 223,19200
INSPERITY INCCOM45778Q10710,136230,745SH DFND1230,3610384
INSPIREMD LTDCOM NEW45779A309098,457SH DFND198,45700
INSTALLED BUILDING PRODUCTSCOM45780R101491,954SH DFND1 21,95400
INSTALLED BUILDING PRODUCTSCOM45780R1012,655105,028SH DFND1105,02800
INSTEEL INDUSTRIES INC COMCOM45774W1081,776110,448SH DFND1110,44800
INSTITUTIONAL FINANCIAL MARKETCOM45779L1073523,694SH DFND123,69400
INSULET CORP -REDHCOM45784P1019,381362,092SH DFND1362,09200
INSYS THERAPEUTICS INCCOM NEW45824V2094,936173,451SH DFND1173,1330318
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW45798520810,634178,574SH DFND1178,57400
INTEGRATED DEVICE TECHNOLOG COMCOM45811810647923,612SH DFND1 223,61200
INTEGRATED DEVICE TECHNOLOG COMCOM45811810624,5491,209,314SH DFND11,209,31400
INTEGRATED ELECTRICAL SVC COMCOM45811E30148362,642SH DFND162,64200
INTEGRATED SILICON SOLUTION COMCOM45812P1074,342202,068SH DFND1202,06800
INTEL CORP COMCOM4581401001334,417SH DFND1 24,41700
INTEL CORP COMCOM4581401001,238,73341,173,251SH DFND141,127,393045,858
INTELIQUENT INCCOM45825N1079,019403,903SH DFND1403,90300
INTELIQUENT INCCOM45825N1071757,878SH DFND1 27,87800
INTELLI-CHECK INC COMCOM NEW45817G2011011,261SH DFND111,26100
INTELSAT SACOML5140P1011,067165,943SH DFND1165,94300
INTER PARFUMS INC COMCOM4583341093,030122,136SH DFND1122,13600
INTERACTIVE BROKERS GRPCOM45841N10713,851350,947SH DFND1349,40901,538
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1093,277110,303SH DFND1110,30300
INTERCEPT PHARMACEUTICALS INCCOM45845P1081168SH DFND1 26800
INTERCEPT PHARMACEUTICALS INCCOM45845P10817,051102,806SH DFND1102,790016
INTERCLOUD SYSTEMS INCCOM NEW458488202220124,153SH DFND1124,15300
INTERCONTINENTALEXCHANGE GROUPCOM45866F104204,982874,023SH DFND1873,2690754
INTERDIGITAL INCCOM45867G10116,481325,713SH DFND1325,4520261
INTERFACE INC CL ACOM4586653049,292414,109SH DFND1414,10900
INTERFACE INC CL ACOM45866530427612,319SH DFND1 212,31900
INTERMOLECULAR INCCOM45882D10913772,586SH DFND172,58600
INTERNAP CORPCOM PAR $.00145885A3002,228363,574SH DFND1363,57400
INTERNATIONAL BANCSHARES CO COMCOM45904410310,641425,147SH DFND1425,14700
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,052,2797,272,758SH DFND17,264,22808,530
INTERNATIONAL BUSINESS MACHINES INCCOM4592001012421,674SH DFND1 21,67400
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610165,001630,776SH DFND1630,5530223
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A10888657,798SH DFND157,79800
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A108151,037SH DFND1 21,03700
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW46032120112532,886SH DFND132,88600
INTERNATIONAL SPEEDWAY CORP CL ACL A46033520131995SH DFND1 299500
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352015,885185,555SH DFND1185,55500
INTERPHASE CORP COMCOM460593106322,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM46069010061,2113,206,032SH DFND13,204,33601,696
INTERSECT ENT INCCOM46071F1032,700115,393SH DFND1115,39300
INTERSECTIONS INCCOM46098130112158,383SH DFND158,38300
INTERSIL CORP CL ACL A46069S10910,107863,869SH DFND1860,88902,980
INTERSIL CORP CL ACL A46069S109292,515SH DFND1 22,51500
INTERVAL LEISURE GROUPCOM46113M10812665SH DFND1 266500
INTERVAL LEISURE GROUPCOM46113M1084,988271,715SH DFND1271,71500
INTERXON CORPCOM46122T1028,901279,937SH DFND1279,900037
INTEST CORP COMCOM46114710015236,180SH DFND136,18000
INTEVAC INC COMCOM461148108508110,544SH DFND1110,54400
INTL FCSTONE INCCOM46116V10571028,794SH DFND1 228,79400
INTL FCSTONE INCCOM46116V1054,345176,017SH DFND1176,01700
INTL PAPER CO COMCOM460146103122,2093,240,297SH DFND13,233,65706,640
INTL PAPER CO COMCOM46014610338010,065SH DFND1 210,06500
INTRA-CELLULAR THERAPIES INCCOM46116X1016,739168,323SH DFND1168,32300
INTRALINKS HOLDINGS INCCOM46118H1042,093252,498SH DFND1252,49800
INTRAWEST RESORTS HOLDINGS ICOM46090K109972112,337SH DFND1112,33700
INTREPID POTASH INCCOM46121Y1021,905343,893SH DFND1343,89300
INTREPID POTASH INCCOM46121Y102244,371SH DFND1 24,37100
INTUIT COMCOM461202103202,1922,282,483SH DFND12,280,39402,089
INTUITIVE SURGICAL INC COMCOM NEW46120E602137,272299,265SH DFND1298,8760389
INUVO INC.COM NEW46122W204309106,848SH DFND1106,84800
INVACARE CORP COMCOM4612031012,731188,740SH DFND1188,74000
INVENSENSE INCOM46123D2054,285461,267SH DFND1461,26700
INVENTERGY GLOBAL INCCOM46123X102823,240SH DFND123,24000
INVENTURE GROUP INCCOM4612121021,090122,798SH DFND1122,79800
INVESCO MORTGAGE CAPITALCOM46131B1008,969732,814SH DFND1725,34907,465
INVESCO PLCSHSG491BT10826844SH DFND1 284400
INVESCO PLCSHSG491BT108106,3993,413,664SH DFND13,405,83807,826
INVESTMENT TECHNOLOGY GRP N COMCOM46145F10533024,779SH DFND1 224,77900
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1054,768357,486SH DFND1357,48600
INVESTORS BANCORP INCCOM46146L10126,3012,131,363SH DFND12,131,36300
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301036,361821,961SH DFND1821,96100
INVESTORS TITLE CO COMCOM4618041064676,458SH DFND16,45800
INVITAE CORPCOM46185L10362987,204SH DFND187,20400
INVIVO THERAPEUTICS HOLDINGS CORPCOM NEW46186M2091,430165,989SH DFND1165,98900
ION GEOPHYSICAL CORP COMCOM462044108292749,047SH DFND1749,04700
ION GEOPHYSICAL CORP COMCOM462044108615,987SH DFND1 215,98700
IPASS INCCOM46261V108449463,283SH DFND1463,28300
IPC THE HOSPITALIST CO-REDHCOM44984A1058,533109,840SH DFND1109,84000
IPG PHOTONICS CORP -REDHCOM44980X10926347SH DFND1 234700
IPG PHOTONICS CORP -REDHCOM44980X10916,544217,779SH DFND1217,3600419
IRADIMED CORPCOM46266A10926210,789SH DFND110,78900
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C4097,18630,000PRN DFND1 230,00000
IRIDEX CORP COMCOM46268410118123,479SH DFND123,47900
IRIDIUM COMMUNICATIONS INCCOM46269C1023,239526,792SH DFND1526,79200
IROBOT CORPCOM462726100893,072SH DFND1 23,07200
IROBOT CORPCOM4627261005,997205,800SH DFND1205,80000
IRON MTN INC PA COMCOM46284V10152,1301,683,497SH DFND11,681,76501,732
IRONWOOD PHARMACEUTICALSCOM CL A46333X1088,636828,822SH DFND1828,82200
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822414516,000PRN DFND116,00000
ISHARES MSCI EMERGING MKT INMSCI EMG MKT ETF4642872346,185188,704PRN DFND1133,648055,056
ISHARES MSCI USA MIN VOLATILITYUSA MIN VOL ETF46429B6974,951125,057PRN DFND1125,05700
ISHARES S&P PREF STK INDX FNU.S. PFD STK ETF4642886871,10028,500PRN DFND128,50000
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876225535,175PRN DFND15,17500
ISIS PHARMACEUTICALS INC COMCOM46433010929,301725,380SH DFND1725,1420238
ISLE OF CAPRI CASINOS INC COMCOM46459210457032,726SH DFND1 232,72600
ISLE OF CAPRI CASINOS INC COMCOM4645921045,906338,650SH DFND1338,65000
ISORAY INCCOM46489V104377269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414065145,175SH DFND15,17500
ISSUER DIRECT CORPCOM NEW46520M20429135,897SH DFND135,89700
ISTAR FINANCIAL INCCOM45031U1016,070482,527SH DFND1482,52700
ITC HOLDINGS CORPCOM46568510529,885896,395SH DFND1896,39500
ITERIS INCCOM46564T10715663,460SH DFND163,46000
ITRON INC COMCOM4657411067,971249,807SH DFND1249,80700
ITT EDUCATIONAL SERVICES IN COMCOM45068B10930288,092SH DFND188,09200
ITT INDS INC IND COMCOM NEW45091120118,323548,105SH DFND1547,9780127
ITUS CORPCOM NEW45069V20316234,351SH DFND134,35100
IXIA COMCOM45071R1095,739396,077SH DFND1396,07700
IXYS CORP COMCOM46600W1062,767247,962SH DFND1247,96200
J & J SNACK FOODS CORP COMCOM46603210911,17698,335SH DFND198,33500
J ALEXANDER'S HOLDINGS - W/ICOM46609J10688688,957SH DFND188,95700
J2 GLOBAL INCCOM48123V10220,820293,874SH DFND1293,6740200
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020612215,711SH DFND115,71100
JABIL CIRCUIT INC COMCOM46631310325,4261,136,616SH DFND11,136,0670549
JACK IN THE BOX INC COMCOM46636710923,821309,215SH DFND1309,21500
JACOBS ENGR GROUP INC DEL COMCOM46981410740,6941,089,131SH DFND11,088,3370794
JACOBS ENGR GROUP INC DEL COMCOM4698141072085,578SH DFND1 25,57800
JAGUAR ANIMAL HEALTH INCCOM47008L1068927,742SH DFND127,74200
JAKKS PAC INC COMCOM47012E1061,004117,895SH DFND1117,89500
JAMBA INCCOM NEW47023A3091,40698,707SH DFND198,70700
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R1073,228120,053SH DFND1120,05300
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R107441,669SH DFND1 21,66900
JANUS CAPITAL GROUP INCCOM47102X10511,813868,670SH DFND1868,2700400
JANUS CAPITAL GROUP INCCOM47102X105302,275SH DFND1 22,27500
JARDEN CORP COMCOM47110910854,1461,108,526SH DFND11,107,09801,428
JASON INDUSTRIES INCCOM47117210624957,075SH DFND157,07500
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10439966,318SH DFND166,31800
JAZZ PHARMACEUTICALS PLCSHS USDG5087110547,511357,965SH DFND1357,7440221
JAZZ PHARMACEUTICALS PLCSHS USDG5087110584634SH DFND1 263400
JD.COM INC - ADRSPON ADR CL A47215P1067,112272,918SH DFND1272,91800
JERNIGAN CAPITAL INCCOM47640510534219,625SH DFND119,62500
JETBLUE AIRWAYS CORPCOM47714310151,9022,014,058SH DFND12,013,8740184
JETBLUE AIRWAYS CORPCOM47714310115614SH DFND1 261400
JG WENTWORTH COCL A46618D10832465,759SH DFND165,75900
JIAYUAN.COM INTERNATIONAL-ADRSPONSORED ADR4773741027712,670SH DFND1 212,67000
JIAYUAN.COM INTERNATIONAL-ADRSPONSORED ADR477374102325,298SH DFND15,29800
JIVE SOFTWARE INCCOM47760A1081,274272,967SH DFND1272,96700
JMP GROUP INCCOM46629U10718830,338SH DFND1 230,33800
JOE'S JEANS INCCOM47777N10177215,367SH DFND1215,36700
JOHN B. SANFILIPPO & SONCOM8004221073,63470,898SH DFND170,89800
JOHN BEAN TECHNOLOGIES-SPNCOM477839104401,063SH DFND1 21,06300
JOHN BEAN TECHNOLOGIES-SPNCOM4778391046,910180,661SH DFND1180,66100
JOHNSON & JOHNSON COMCOM4781601042,135,96022,924,251SH DFND122,896,603027,648
JOHNSON & JOHNSON COMCOM47816010487941SH DFND1 294100
JOHNSON CTLS INC COMCOM478366107208,2825,046,024SH DFND15,038,67307,351
JOHNSON OUTDOORS INC CL ACL A479167108954,528SH DFND1 24,52800
JOHNSON OUTDOORS INC CL ACL A47916710872234,226SH DFND134,22600
JONES ENERGY INCCOM CL A48019R108916191,330SH DFND1191,33000
JONES LANG LASALLE INC COMCOM48020Q10736,310252,736SH DFND1251,9420794
JOURNAL MEDIA GROUP INCCOM48114A109768102,458SH DFND1102,45800
JOY GLOBAL INC COMCOM481165108855,759SH DFND1 25,75900
JOY GLOBAL INC COMCOM48116510811,711785,574SH DFND1781,71403,860
JP MORGAN CHASE & COCOM46625H1001,856,45130,506,191SH DFND130,465,132041,059
JP MORGAN CHASE & COCOM46625H1002303,788SH DFND1 23,78800
JUNIPER NETWORKS INC COMCOM48203R10441916,309SH DFND1 216,30900
JUNIPER NETWORKS INC COMCOM48203R10489,0523,469,199SH DFND13,466,05903,140
JUNIPER PHARMACEUTICALS INC COM48203L10761251,983SH DFND151,98300
JUNO THERAPEUTICS INCCOM48205A10915,979392,708SH DFND1392,677031
JUST ENERGY GROUP INCCOMSTKB63MCN11,136192,900SH DFND1 2192,90000
K12 INCCOM48273U102846,753SH DFND1 26,75300
K12 INCCOM48273U1023,674295,390SH DFND1295,0640326
K2M GROUP HOLDINGS INCCOM48273J1072,973159,864SH DFND1159,86400
KADANT INC COMCOM48282T1044,121105,642SH DFND1105,64200
KAISER ALUMINUM CORPCOM PAR $0.014830077049,002112,181SH DFND1112,18100
KAMADA LIMITEDSHSM6240T1094011,785SH DFND111,78500
KAMAN CORPCOM4835481036,258174,569SH DFND1174,56900
KANDI TECHNOLOGIES CORPCOM4837091019217,662SH DFND117,66200
KANSAS CITY LIFE INS CO COMCOM48483610196120,466SH DFND120,46600
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030279,900880,894SH DFND1880,4580436
KAPSTONE PAPER AND PACKAGINGCOM48562P1038,804533,307SH DFND1533,30700
KAR AUCTION SERVICES INCCOM48238T10932,377912,042SH DFND1909,88702,155
KARYOPHARM THERAPEUTICS INCCOM48576U1061,434136,269SH DFND1136,26900
KATE SPADE & COCOM48586510913,874726,044SH DFND1725,2150829
KB HOME COMCOM48666K1097,035519,247SH DFND1519,24700
KBR INCCOM48242W10614,339860,744SH DFND1858,23402,510
KCG HOLDINGSCL A48244B1003,667334,365SH DFND1334,36500
KEARNY FINANCIAL CORP/MDCOM48716P1082,641230,296SH DFND1230,29600
KELLOGG CO COMCOM487836108132,9192,001,291SH DFND12,000,04801,243
KELLY SVCS INC CL ACL A4881522082,832200,340SH DFND1200,34000
KEMET CORP COMCOM NEW4883602071930SH DFND1 293000
KEMET CORP COMCOM NEW488360207420228,406SH DFND1228,40600
KEMPER CORPCOM48840110010,535297,878SH DFND1297,87800
KEMPHARM INCCOM48844510764433,236SH DFND133,23600
KENNAMETAL INC COMCOM4891701006270SH DFND1 227000
KENNAMETAL INC COMCOM48917010011,979481,279SH DFND1481,0660213
KENNEDY-WILSON HOLDINGS INCCOM48939810712,136547,424SH DFND1547,42400
KERYX BIOPHARMACEUTICALS IN COMCOM4925151012,313657,146SH DFND1657,14600
KEURIG GREEN MOUNTAIN INCCOM49271M10052,8961,016,342SH DFND11,014,98301,359
KEY ENERGY SVCS INC COMCOM492914106355755,826SH DFND1755,82600
KEY TECHNOLOGY INC COMCOM49314310115212,659SH DFND112,65900
KEY TRONIC CORPCOM49314410932832,780SH DFND132,78000
KEYCORP NEW COMCOM493267108272,081SH DFND1 22,08100
KEYCORP NEW COMCOM49326710889,9306,925,627SH DFND16,922,15003,477
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L10331,1421,009,800SH DFND11,009,723077
KEYW HOLDING CORP/THECOM4937231001,365221,998SH DFND1221,99800
KFORCE INC COMCOM4937321014,468170,045SH DFND1170,04500
KILROY RLTY CORP COMCOM49427F10842,951659,172SH DFND1657,56301,609
KIMBALL ELECTRONICS INC-W/ICOM49428J1093,757314,990SH DFND1314,99000
KIMBALL INTL INC CL BCL B4942741033,924414,881SH DFND1414,88100
KIMBALL INTL INC CL BCL B49427410311412,082SH DFND1 212,08200
KIMBERLY CLARK CORP COMCOM494368103307,8162,828,624SH DFND12,823,93704,687
KIMCO REALTY CORP COMCOM49446R10997,5023,997,571SH DFND13,995,11002,461
KINDER MORGAN INCCOM49456B101400,61814,501,414SH DFND114,490,545010,869
KINDRED BIOSCIENCES INCCOM49457710933564,494SH DFND164,49400
KINDRED HEALTHCARE INC COMCOM4945801037,975506,409SH DFND1506,40900
KING DIGITAL ENTERTAINMENT PLCORD SHSG5258J10958643,284SH DFND143,28400
KINGOLD JEWELRY INCCOM NEW49579A204510,157SH DFND110,15700
KINROSS GOLD CORPCOMSTKB03Z841590344,593SH DFND1331,717012,876
KIRBY CORP COMCOM49726610620,114324,691SH DFND1324,644047
KIRBY CORP COMCOM49726610627445SH DFND1 244500
KIRKLAND'S INCCOM4974981052,216102,880SH DFND1102,88000
KITE PHARMA INCCOM49803L10913,495242,370SH DFND1242,37000
KITE PHARMA INCCOM49803L10917306SH DFND1 230600
KITE REALTY GROUP TRUSTCOM NEW49803T30016,001672,058SH DFND1672,05800
KLA-TENCOR CORP COMCOM48248010064,0011,282,552SH DFND11,280,57201,980
KLX INCCOM48253910311,953334,448SH DFND1334,44800
KMG CHEMICALS INCCOM4825641011,11157,607SH DFND157,60700
KMG CHEMICALS INCCOM4825641011316,819SH DFND1 26,81900
KNIGHT TRANSN INC COMCOM4990641038,675361,498SH DFND1361,49800
KNOLL INCCOM NEW4989042006,630301,670SH DFND1300,6900980
KNOWLES CORPCOM49926D1099,714527,101SH DFND1527,10100
KOHLS CORP COMCOM50025510488,6541,917,475SH DFND11,916,7530722
KONA GRILL INCCOM50047H20188856,423SH DFND156,42300
KONGZHONG CORP-ADRSPONSORED ADR50047P1048512,985SH DFND112,98500
KOPIN CORP COMCOM5006001011,172373,501SH DFND1373,50100
KOPPERS HOLDINGS INCCOM50060P106432,146SH DFND1 22,14600
KOPPERS HOLDINGS INCCOM50060P1062,629130,386SH DFND1130,38600
KORN FERRY INTL COM NEWCOM NEW50064320014,498438,418SH DFND1438,41800
KORNIT DIGITAL LTDSHSM6372Q11315212,076SH DFND112,07600
KOSMOS ENERGY LTDSHSG5315B1074,511808,487SH DFND1808,48700
KRAFT HEINZ CO/THECOM500754106342,8084,866,271SH DFND14,859,67306,598
KRATON PERFORMANCE POLYMERSCOM50077C1061015,647SH DFND1 25,64700
KRATON PERFORMANCE POLYMERSCOM50077C1063,402190,067SH DFND1190,06700
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,161275,206SH DFND1275,20600
KRISPY KREME DOUGHNUTS INC COMCOM501014104463,163SH DFND1 23,16300
KRISPY KREME DOUGHNUTS INC COMCOM5010141045,710390,301SH DFND1390,30100
KROGER CO COMCOM501044101262,2057,284,267SH DFND17,276,29707,970
KRONOS WORLDWIDE INCCOM50105F105365,903SH DFND1 25,90300
KRONOS WORLDWIDE INCCOM50105F105933150,364SH DFND1147,76502,599
KULICKE & SOFFA INDS INC COMCOM5012421014,017437,614SH DFND1437,61400
KULICKE & SOFFA INDS INC COMCOM50124210134337,381SH DFND1 237,38100
KVH INDUSTRIES INCCOM48273810194594,510SH DFND194,51000
KYTHERA BIOPHARMACEUTICALCOMSTK50157010510,128135,076SH DFND1135,07600
L BRANDS INCCOM501797104178,5671,985,187SH DFND11,982,95102,236
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410467,680648,813SH DFND1648,1230690
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 25034596042,58693,067SH DFND193,06700
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 2503459604271,002SH DFND1 21,00200
LA QUINTA HOLDINGS INCCOM50420D1088,519539,899SH DFND1539,89900
LA QUINTA HOLDINGS INCCOM50420D108261,660SH DFND1 21,66000
LA Z BOY INC COMCOM50533610711,678439,715SH DFND1439,71500
LA Z BOY INC COMCOM505336107692,600SH DFND1 22,60000
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40992,657855,775SH DFND1855,699076
LACLEDE GROUP INC COMCOM50559710412,318225,904SH DFND1225,90400
LADDER CAPITAL CORP-CLASS ACL A5057431042,347163,966SH DFND1163,96600
LADENBURG THALMANN FINANCIALCOM50575Q1021,359644,376SH DFND1644,37600
LAKE SUNAPEE BANK GROUPCOM51086610631221,504SH DFND121,50400
LAKELAND BANCORP INC COMCOM5116371002,502225,241SH DFND1225,24100
LAKELAND FINL CORP COMCOM5116561005,600124,040SH DFND1124,04000
LAKELAND INDUSTRIES INCCOM51179510636526,348SH DFND126,34800
LAM RESEARCH CORP COMCOM51280710885,6601,313,642SH DFND11,310,83402,808
LAM RESEARCH CORP COMCOM51280710827419SH DFND1 241900
LAMAR ADVERTISING CO CL ACL A51281610936,617701,756SH DFND1700,11701,639
LANCASTER COLONY CORP COMCOM51384710312,684130,122SH DFND1130,12200
LANDAUER INC COMCOM51476K1032,33163,042SH DFND163,04200
LANDEC CORPCOM5147661041,997171,162SH DFND1171,16200
LANDS END INCCOM51509F1052,56594,973SH DFND194,7630210
LANDSTAR SYS INC COMCOM51509810116,599261,531SH DFND1261,442089
LANNET INC COMCOM5160121017,226174,047SH DFND1173,9070140
LANNET INC COMCOM5160121013037,311SH DFND1 27,31100
LANTHEUS HOLDINGS INCCOM51654410320948,628SH DFND148,62800
LAREDO PETROLEUM HOLDINGS INCOM5168061066,783719,342SH DFND1719,267075
LAS VEGAS SANDS CORPCOM51783410776,0512,004,450SH DFND11,999,33905,111
LAS VEGAS SANDS CORPCOM517834107381,006SH DFND1 21,00600
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210823,739836,207SH DFND1836,20700
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT517942108662,343SH DFND1 22,34300
LATTICE SEMICONDUCTOR CORP COMCOM5184151043,004780,284SH DFND1780,28400
LAUDER ESTEE COS INC CL ACL A518439104137,0331,702,012SH DFND11,698,14803,864
LAWSON PRODS INC COMCOM52077610582838,259SH DFND138,25900
LAYNE CHRISTENSEN COMPANYCOM521050104657101,202SH DFND1101,20200
LAZARD GLOBAL TOTAL RET INCMCOM52106W10319515,601PRN DFND1 215,60100
LAZARD LTDSHS AG5405010236,381840,215SH DFND1839,6450570
LAZARD LTDSHS AG540501021282,965SH DFND1 22,96500
LAZARD WORLD DIVIDEND & INCCOM5210761099510,450SH DFND1 210,45000
LCNB CORPORATIONCOM50181P10041425,608SH DFND125,60800
LDR HOLDING CORPCOM50185U1055,269152,594SH DFND1152,59400
LEAPFROG ENTERPRISES INC CL ACL A52186N106237333,465SH DFND1333,46500
LEAR CORPCOM NEW52186520454,532501,619SH DFND1500,17601,443
LEE ENTERPRISES INC COMCOM523768109513246,915SH DFND1246,91500
LEGACY RESERVES LPUNIT LP INT5247073049022,243SH DFND122,24300
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y1068,452277,310SH DFND1277,31000
LEGG MASON INC COMCOM52490110535,674859,004SH DFND1858,5590445
LEGG MASON INC COMCOM524901105922,235SH DFND1 22,23500
LEGGETT & PLATT INC COMCOM52466010744,3441,077,189SH DFND11,076,3720817
LEGGETT & PLATT INC COMCOM52466010725618SH DFND1 261800
LEIDOS HOLDINGS INCCOM52532710216,655403,188SH DFND1401,68201,506
LEIDOS HOLDINGS INCCOM5253271021152,795SH DFND1 22,79500
LEJU HOLDINGS LT- ADRSPONSORED ADS50187J10832157,430SH DFND1 257,43000
LEMAITRE VASCULAR INCCOM52555820182867,944SH DFND167,94400
LEMAITRE VASCULAR INCCOM52555820112210,057SH DFND1 210,05700
LENDINGCLUB CORPCOM52603A10914,5481,099,654SH DFND11,099,586068
LENDINGTREE INCCOM52603B1075,52159,350SH DFND159,35000
LENDINGTREE INCCOM52603B1075465,878SH DFND1 25,87800
LENNAR CORP CL BCL B5260573023328,403SH DFND18,40300
LENNAR CORP COMCL A52605710466,6241,386,979SH DFND11,386,0970882
LENNOX INTL INC COMCOM52610710726,269231,794SH DFND1231,3070487
LENNOX INTL INC COMCOM52610710747416SH DFND1 241600
LEUCADIA NATL CORP COMCOM52728810468,9023,406,299SH DFND13,400,26606,033
LEUCADIA NATL CORP COMCOM52728810446923,162SH DFND1 223,16200
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308100,4242,303,136SH DFND12,302,8990237
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308811,872SH DFND1 21,87200
LEXICON GENETICS INC COMCOM NEW5288723023,251302,765SH DFND1302,76500
LEXINGTON CORP PPTYS TR COMCOM5290431019,9711,231,051SH DFND11,231,05100
LEXINGTON CORP PPTYS TR COMCOM529043101313,893SH DFND1 23,89300
LEXMARK INTL NEW CL ACL A52977110711,359391,981SH DFND1390,02801,953
LEXMARK INTL NEW CL ACL A52977110747116,279SH DFND1 216,27900
LGI HOMES INCCOM50187T1062,38887,834SH DFND187,83400
LHC GROUP LLCCOM50187A1073,87586,556SH DFND186,55600
LIBBEY INC COMCOM5298981084,260130,643SH DFND1130,64300
LIBERATOR MEDICAL HOLDINGS INCCOM53012L108483205,638SH DFND1205,63800
LIBERTY BROADBAND A - W/ICOM SER A5303071078,328161,905SH DFND1161,90104
LIBERTY BROADBAND C W/ICOM SER C53030730521,716424,392SH DFND1424,379013
LIBERTY GLOBAL PLC - ASHS CL AG5480U10459,1081,377,593SH DFND11,372,19205,401
LIBERTY GLOBAL PLC-CSHS CL CG5480U120135,5423,306,515SH DFND13,306,0040511
LIBERTY LILAC GROUP - CL C W/ILILAC SHS CL CG5480U1535,523161,434SH DFND1161,43400
LIBERTY LILAC GRP-CL A W/ILILAC SHS CL AG5480U1382,27967,704SH DFND167,70400
LIBERTY MEDIA CORP - ACL A53122910221,824611,328SH DFND1610,8030525
LIBERTY MEDIA CORP - CCOM SER C53122930039,5181,147,528SH DFND11,146,6840844
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10480,0772,932,061SH DFND12,930,65601,405
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210435,6401,131,605SH DFND11,131,2380367
LIBERTY TAX INCCL A53128T10296441,431SH DFND141,43100
LIBERTY TRIPADVISOR HDG-A INCCOM SER A5314651029,995450,838SH DFND1450,5690269
LIBERTY VENTURES - SER ALBT VENT COM A53071M88032,448804,179SH DFND1803,4380741
LIFELOCK INCCOM53224V10014917,010SH DFND1 217,01000
LIFELOCK INCCOM53224V1005,771658,803SH DFND1658,80300
LIFEPOINT HOSPITALS INC COMCOM53219L10920,594290,476SH DFND1290,447029
LIFETIME BRANDS INCCOM53222Q10394467,573SH DFND167,57300
LIFEVANTAGE CORPCOM53222K106415506,786SH DFND1506,78600
LIFEWAY FOODS INCCOM53191410933532,002SH DFND132,00200
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50410,739125,383SH DFND1125,38300
LIGHTBRIDGE CORPCOM53224K1045668,096SH DFND168,09600
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578053121,491SH DFND121,49100
LILIS ENERGY INCCOM532403102213355,958SH DFND1355,95800
LILLY ELI & CO COMCOM532457108652,1837,808,120SH DFND17,795,695012,425
LIMELIGHT NETWORKS INC -REDHCOM53261M104747391,152SH DFND1391,15200
LIMELIGHT NETWORKS INC -REDHCOM53261M1042412,790SH DFND1 212,79000
LIMONEIRA COCOM5327461041,17670,320SH DFND170,32000
LINCOLN EDUCATIONAL SERVICESCOM53353510053103,943SH DFND1103,94300
LINCOLN ELEC HLDGS INC COMCOM53390010651991SH DFND1 299100
LINCOLN ELEC HLDGS INC COMCOM53390010623,093440,456SH DFND1439,7950661
LINCOLN NATL CORP IND COMCOM53418710926565SH DFND1 256500
LINCOLN NATL CORP IND COMCOM53418710998,570