0001214717-16-000017.txt : 20160513 0001214717-16-000017.hdr.sgml : 20160513 20160513133300 ACCESSION NUMBER: 0001214717-16-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 161647365 BUSINESS ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 20TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 20TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC DATE OF NAME CHANGE: 20030116 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001214717 XXXXXXXX 03-31-2016 03-31-2016 GEODE CAPITAL MANAGEMENT, LLC

1 POST OFFICE SQUARE 20TH FLOOR BOSTON MA 02109

13F HOLDINGS REPORT 028-10386 N Jeffery S. Miller 617-392-8533 Jeffery S. 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0 0 DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 1249 124900 SH DFND 1 2 124900 0 0 DOUGLAS DYNAMICS INC COM 25960R105 3293 143750 SH DFND 1 141957 0 1793 DOUGLAS EMMETT INC COM 25960P109 33082 1098714 SH DFND 1 1098285 0 429 DOVER CORP COM COM 260003108 81526 1269848 SH DFND 1 1266343 0 3505 DOVER DOWNS GAMING & ENTMT COM COM 260095104 32 30139 SH DFND 1 30139 0 0 DOVER MOTORSPORTS INC COM COM 260174107 74 32679 SH DFND 1 32679 0 0 DOW CHEM CO COM COM 260543103 486730 9588374 SH DFND 1 9571378 0 16996 DR PEPPER SNAPPLE GROUP INC COM 26138E109 26 300 SH DFND 1 2 300 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 151656 1699058 SH DFND 1 1696164 0 2894 DRAFTDAY FANTASY SPORTS INC COM NEW 261427108 26 110929 SH DFND 1 110929 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 12468 499720 SH DFND 1 499720 0 0 DREW INDS INC COM NEW COM NEW 26168L205 10440 161969 SH DFND 1 161969 0 0 DRIL-QUIP INC COM COM 262037104 35398 584516 SH DFND 1 584505 0 11 DRIL-QUIP INC COM COM 262037104 592 9783 SH DFND 1 2 9783 0 0 DRYSHIPS INC COM NEW Y2109Q127 24 10382 SH DFND 1 10382 0 0 DS HEALTHCARE GROUP COM 23336Q109 40 52113 SH DFND 1 52113 0 0 DSP GROUP INC COM COM 23332B106 1385 151888 SH DFND 1 151888 0 0 DST SYS INC DEL COM COM 233326107 27854 247001 SH DFND 1 246219 0 782 DSW INC-CLASS A CL A 23334L102 17696 640247 SH DFND 1 640139 0 108 DTE ENERGY CO COM COM 233331107 133224 1472427 SH DFND 1 1465543 0 6884 DTS INC COM 23335C101 2546 116925 SH DFND 1 116925 0 0 DU PONT E I DE NEMOURS & CO COM COM 263534109 2216 35000 SH DFND 1 2 35000 0 0 DU PONT E I DE NEMOURS & CO COM COM 263534109 455126 7202054 SH DFND 1 7192402 0 9652 DUCOMMUN INC DEL COM COM 264147109 1061 69593 SH DFND 1 69593 0 0 DUKE ENERGY CORP COM COM NEW 26441C204 472652 5869684 SH DFND 1 5862315 0 7369 DUKE REALTY CORP COM NEW COM NEW 264411505 59916 2659235 SH DFND 1 2658764 0 471 DULUTH HOLDINGS INC COM CL B 26443V101 1331 68327 SH DFND 1 68327 0 0 DUN & BRADSTREET CORP DEL N COM COM 26483E100 31419 305387 SH DFND 1 305314 0 73 DUNKIN' BRANDS GROUP INC COM 265504100 27443 581804 SH DFND 1 581772 0 32 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 23337 575804 SH DFND 1 575548 0 256 DURBAN ROODEPORT DEEP-SP ADR SPON ADR REPSTG 26152H301 96 24275 SH DFND 1 2 24275 0 0 DURECT CORP COM COM 266605104 948 702914 SH DFND 1 702914 0 0 DXP ENTERPRISES INC COM NEW 233377407 1600 91134 SH DFND 1 91134 0 0 DXP ENTERPRISES INC COM NEW 233377407 51 2927 SH DFND 1 2 2927 0 0 DYCOM INDS INC COM COM 267475101 36 561 SH DFND 1 2 561 0 0 DYCOM INDS INC COM COM 267475101 13566 209786 SH DFND 1 209786 0 0 DYNAMIC MATERIALS CORP COM 267888105 491 75810 SH DFND 1 75810 0 0 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4928 256150 SH DFND 1 256150 0 0 DYNEGY INC COM 26817R108 10375 722036 SH DFND 1 722036 0 0 DYNEX CAPITAL INC COM NEW 26817Q506 2500 376072 SH DFND 1 361742 0 14330 E M C CORP MASS COM COM 268648102 3731 140000 SH DFND 1 2 140000 0 0 E M C CORP MASS COM COM 268648102 428224 16100401 SH DFND 1 16082646 0 17755 E*TRADE FINANCIAL CORP COM NEW 269246401 61188 2503264 SH DFND 1 2500590 0 2674 EAGLE BANCORP INC COM 268948106 10080 210004 SH DFND 1 210004 0 0 EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 13 36374 SH DFND 1 36374 0 0 EAGLE MATERIALS INC COM 26969P108 21778 310633 SH DFND 1 310620 0 13 EAGLE PHARMACEUTICALS INC COM 269796108 2686 66326 SH DFND 1 66326 0 0 EAGLE PHARMACEUTICALS INC COM 269796108 85 2107 SH DFND 1 2 2107 0 0 EARTHLINK INC COM COM 27033X101 4897 863745 SH DFND 1 856295 0 7450 EARTHLINK INC COM COM 27033X101 305 53850 SH DFND 1 2 53850 0 0 EAST WEST BANCORP INC COM COM 27579R104 31353 965303 SH DFND 1 965186 0 117 EAST WEST BANCORP INC COM COM 27579R104 92 2856 SH DFND 1 2 2856 0 0 EASTERLY GOVERNMENT PROPERTY COM 27616P103 2149 116057 SH DFND 1 116057 0 0 EASTERN COMPANY (THE) COM 276317104 383 23378 SH DFND 1 23378 0 0 EASTERN VA BANKSHARES INC COM COM 277196101 119 17915 SH DFND 1 17915 0 0 EASTGROUP PPTY INC COM COM 277276101 15553 257634 SH DFND 1 257634 0 0 EASTMAN CHEM CO COM COM 277432100 91545 1269863 SH DFND 1 1268842 0 1021 EASTMAN KODAK CO COM NEW 277461406 2452 226044 SH DFND 1 226044 0 0 EATON CORP PLC SHS G29183103 238466 3819359 SH DFND 1 3812833 0 6526 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 25534 762095 SH DFND 1 761712 0 383 EBAY INC COM COM 278642103 229743 9646610 SH DFND 1 9634009 0 12601 EBAY INC COM COM 278642103 463 19441 SH DFND 1 2 19441 0 0 EBIX INC COM NEW 278715206 7354 180308 SH DFND 1 180308 0 0 ECHELON CORP COM COM NEW 27874N303 83 14804 SH DFND 1 14804 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 4956 182486 SH DFND 1 182486 0 0 ECHO THERAPEUTICS INC COM NEW 27876L206 70 52333 SH DFND 1 52333 0 0 ECHOSTAR CORP CL A 278768106 13584 306720 SH DFND 1 306626 0 94 ECLIPSE RESOURCES CORP COM 27890G100 438 304246 SH DFND 1 304246 0 0 ECO-STIM ENERGY SOLUTIONS INC COM 27888D101 116 45860 SH DFND 1 45860 0 0 ECOLAB INC COM COM 278865100 229130 2058986 SH DFND 1 2058702 0 284 ECOLOGY INC COM 91732J102 6587 149168 SH DFND 1 149168 0 0 ECPG 2 7/8 03/15/21 NOTE 2.875% 3/1 292554AH5 216 315000 PRN DFND 1 2 315000 0 0 ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 3429 4450000 PRN DFND 1 2 4450000 0 0 ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 6723 6800000 PRN DFND 1 2 6800000 0 0 EDAP TMS SA -ADR SPONSORED ADR 268311107 53 13214 SH DFND 1 13214 0 0 EDGE THERAPEUTICS INC COM 279870109 610 66744 SH DFND 1 66744 0 0 EDGEWATER TECHNOLOGY INC COM COM 280358102 253 32548 SH DFND 1 32548 0 0 EDGEWELL PERSONAL CARE COM 28035Q102 805 10000 SH DFND 1 2 10000 0 0 EDGEWELL PERSONAL CARE COM 28035Q102 30137 374467 SH DFND 1 374410 0 57 EDISON INTL COM COM 281020107 192564 2683945 SH DFND 1 2678835 0 5110 EDITAS MEDICINE INC COM 28106W103 1962 56809 SH DFND 1 56809 0 0 EDUCATION REALTY TRUST INC COM NEW 28140H203 20895 502292 SH DFND 1 502292 0 0 EDUCATIONAL DEVELOPMENT CORP COM 281479105 297 21194 SH DFND 1 21194 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 166168 1887308 SH DFND 1 1885482 0 1826 EGAIN COMMUNICATIONS COM COM NEW 28225C806 233 65700 SH DFND 1 65700 0 0 EGALET CORPORATION COM 28226B104 407 59330 SH DFND 1 59330 0 0 EHEALTH INC COM 28238P109 83 8928 SH DFND 1 2 8928 0 0 EHEALTH INC COM 28238P109 1164 123964 SH DFND 1 123964 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 12877 280687 SH DFND 1 280687 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 28 618 SH DFND 1 2 618 0 0 EL POLLO LOCO HOLDINGS INC COM 268603107 2131 159756 SH DFND 1 159756 0 0 ELBIT SYSTEMS LTD ORD M3760D101 1640 17488 SH DFND 1 17488 0 0 ELDORADO GOLD CORP COM 284902103 152 48587 SH DFND 1 2 48587 0 0 ELDORADO GOLD CORP COM 284902103 2 944 SH DFND 1 194 0 750 ELDORADO RESORTS INC COM 28470R102 2073 181221 SH DFND 1 181221 0 0 ELECTRO RENT CORP COM COM 285218103 1175 126898 SH DFND 1 126898 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 1090 152587 SH DFND 1 152587 0 0 ELECTROMED INC COM 285409108 76 18483 SH DFND 1 18483 0 0 ELECTRONIC ARTS INC COM COM 285512109 183471 2780329 SH DFND 1 2776292 0 4037 ELECTRONICS FOR IMAGING INC COM COM 286082102 13883 327513 SH DFND 1 327513 0 0 ELEPHANT TALK COMMUNICATIONS COM NEW 286202205 189 861207 SH DFND 1 861207 0 0 ELEVEN BIOTHERAPEUTICS INC COM 286221106 14 46637 SH DFND 1 46637 0 0 ELIZABETH ARDEN INC COM COM 28660G106 1413 172530 SH DFND 1 172530 0 0 ELLIE MAE INC COM 28849P100 17291 190773 SH DFND 1 190773 0 0 ELLIE MAE INC COM 28849P100 59 655 SH DFND 1 2 655 0 0 ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 431 36073 SH DFND 1 36073 0 0 ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 188 15756 SH DFND 1 2 15756 0 0 ELLIS PERRY INTL INC COM COM 288853104 1512 82133 SH DFND 1 82133 0 0 ELLSWORTH GROWTH AND INCOME FU COM 289074106 123 16272 PRN DFND 1 2 16272 0 0 EMAGIN CORP COM COM NEW 29076N206 117 65621 SH DFND 1 65621 0 0 EMC INS GROUP INC COM COM 268664109 1640 63971 SH DFND 1 63971 0 0 EMCOR GROUP INC COM COM 29084Q100 19950 410494 SH DFND 1 410494 0 0 EMCORE CORP COM COM NEW 290846203 112 22413 SH DFND 1 2 22413 0 0 EMCORE CORP COM COM NEW 290846203 808 161783 SH DFND 1 161783 0 0 EMERGENT BIOSOLUTIONS COM 29089Q105 7888 217017 SH DFND 1 216831 0 186 EMERGENT CAPITAL INC COM 29102N105 476 118477 SH DFND 1 118477 0 0 EMERSON ELEC CO COM COM 291011104 299972 5526822 SH DFND 1 5516003 0 10819 EMERSON RADIO CORP COM NEW 291087203 40 48121 SH DFND 1 48121 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 67 115249 SH DFND 1 115249 0 0 EMPIRE DIST ELEC CO COM COM 291641108 10607 320960 SH DFND 1 320960 0 0 EMPIRE RESORTS INC COM PAR $0 01 292052305 280 20578 SH DFND 1 20578 0 0 EMPIRE TRUST REALTY TRUST CL A 292104106 12455 710523 SH DFND 1 710523 0 0 EMPLOYERS HOLDINGS INC COM 292218104 7797 277110 SH DFND 1 277110 0 0 EMPRESAS ICA SAB DE CV SPONS ADR NEW 292448206 0 861 SH DFND 1 0 0 861 EMPRESAS ICA SAB DE CV SPONS ADR NEW 292448206 13 13641 SH DFND 1 2 13641 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 399 13600 SH DFND 1 2 13600 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 3428 116718 SH DFND 1 116718 0 0 ENCORE CAPITAL GROUP INC COM 292554102 4074 158305 SH DFND 1 158305 0 0 ENCORE WIRE CORP COM COM 292562105 5579 143313 SH DFND 1 143313 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 36 14779 SH DFND 1 2 14779 0 0 ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 63 2264 SH DFND 1 2 2264 0 0 ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 49359 1756903 SH DFND 1 1754131 0 2772 ENDOCHOICE HOLDINGS INC COM 29272U103 209 40265 SH DFND 1 40265 0 0 ENDOCYTE INC COM 29269A102 761 245677 SH DFND 1 245677 0 0 ENDOLOGIX INC COM 29266S106 4039 483205 SH DFND 1 483205 0 0 ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 4807 456565 SH DFND 1 456565 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 216 3311 SH DFND 1 2 3311 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 27831 425953 SH DFND 1 425953 0 0 ENERGEN CORP COM COM 29265N108 21886 598154 SH DFND 1 597944 0 210 ENERGIZER HOLDINGS INC COM 29272W109 15561 384140 SH DFND 1 384111 0 29 ENERGOUS CORP COM 29272C103 846 83818 SH DFND 1 83818 0 0 ENERGY FOCUS, INC. COM NEW 29268T300 329 44373 SH DFND 1 44373 0 0 ENERGY FUELS INC COM NEW 292671708 125 56417 SH DFND 1 56417 0 0 ENERGY RECOVERY INC-REDH COM 29270J100 2534 245143 SH DFND 1 245143 0 0 ENERGY RECOVERY INC-REDH COM 29270J100 39 3860 SH DFND 1 2 3860 0 0 ENERGY TRANSFER EQUITY -REDH COM UT LTD PTN 29273V100 555 77961 SH DFND 1 2 77961 0 0 ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 393 631435 SH DFND 1 631435 0 0 ENERNOC INC -REDH COM 292764107 1386 185352 SH DFND 1 185352 0 0 ENERSYS INC COM COM 29275Y102 16152 289894 SH DFND 1 289894 0 0 ENGILITY HOLDINGS INC COM 29286C107 2142 114220 SH DFND 1 114220 0 0 ENGLOBAL CORP COM 293306106 62 60208 SH DFND 1 60208 0 0 ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 431 14283 SH DFND 1 8178 0 6105 ENNIS BUSINESS FORMS INC COM COM 293389102 943 48276 SH DFND 1 2 48276 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 4039 206647 SH DFND 1 203884 0 2763 ENOVA INTERNATIONAL COM 29357K103 1815 287681 SH DFND 1 287681 0 0 ENPHASE ENERGY INC COM 29355A107 434 186624 SH DFND 1 186624 0 0 ENPRO INDS INC COM COM 29355X107 8423 146041 SH DFND 1 146041 0 0 ENSCO INTL INC COM SHS CLASS A G3157S106 14882 1435126 SH DFND 1 1433187 0 1939 ENSERVCO CORP COM 29358Y102 45 77749 SH DFND 1 77749 0 0 ENSIGN GROUP INC-REDH COM 29358P101 7863 347320 SH DFND 1 347320 0 0 ENSTAR GROUP LTD SHS G3075P101 13477 82898 SH DFND 1 82898 0 0 ENSYNC INC COM 29359T102 32 116581 SH DFND 1 116581 0 0 ENTEGRIS INC COM COM 29362U104 13238 971993 SH DFND 1 971993 0 0 ENTELLUS MEDICAL INC COM 29363K105 757 41648 SH DFND 1 41648 0 0 ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1550 146574 SH DFND 1 146574 0 0 ENTERGY CORP NEW COM COM 29364G103 132007 1668003 SH DFND 1 1661584 0 6419 ENTEROMEDICS INC-REDH COM PAR 0.01 29365M307 25 26170 SH DFND 1 26170 0 0 ENTERPRISE BANCORP INC/MA COM 293668109 903 34445 SH DFND 1 34445 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 3626 134117 SH DFND 1 134117 0 0 ENTERTAINMENT GAMING ASIA INC COM PAR 29383V305 24 12537 SH DFND 1 12537 0 0 ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 2815 378465 SH DFND 1 378465 0 0 ENVESTNET INC COM 29404K106 6526 239933 SH DFND 1 239933 0 0 ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 22707 1113709 SH DFND 1 1113205 0 504 ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 27 1337 SH DFND 1 2 1337 0 0 ENZO BIOCHEM INC COM COM 294100102 798 175536 SH DFND 1 175536 0 0 ENZO BIOCHEM INC COM COM 294100102 24 5309 SH DFND 1 2 5309 0 0 ENZON PHARMACEUTICALS INC COM 293904108 93 198099 SH DFND 1 198099 0 0 ENZYMOTEC LTD SHS M4059L101 114 12640 SH DFND 1 12640 0 0 EOG RES INC COM COM 26875P101 317824 4387988 SH DFND 1 4383699 0 4289 EP ENERGY CORP-CL A CL A 268785102 997 220678 SH DFND 1 220469 0 209 EPAM SYSTEMS INC COM 29414B104 20831 278987 SH DFND 1 278987 0 0 EPIQ SYS INC COM COM 26882D109 3296 219475 SH DFND 1 219475 0 0 EPIRUS BIOPHARMACEUTICALS INC COM 29428P107 222 82821 SH DFND 1 82821 0 0 EPIZYME INC COM 29428V104 3301 272389 SH DFND 1 272389 0 0 EPLUS INC COM COM 294268107 3695 45906 SH DFND 1 45906 0 0 EPR PROPERTIES COM SH BEN INT 26884U109 26463 397236 SH DFND 1 397236 0 0 EPR PROPERTIES S-C 5 3/4 PFD C CNV 5.75% 26884U208 11386 438600 PRN DFND 1 2 438600 0 0 EQT CORP COM 26884L109 103064 1534925 SH DFND 1 1533485 0 1440 EQUIFAX INC COM COM 294429105 113959 999071 SH DFND 1 998845 0 226 EQUINIX INC COM PAR $0.001 29444U700 188919 572385 SH DFND 1 571527 0 858 EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 28464 1008657 SH DFND 1 1008639 0 18 EQUITY COMMONWEALTH S-E 7 1/4 CUM PFD E 7.25% 294628409 3008 118365 SH DFND 1 118365 0 0 EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 50156 689621 SH DFND 1 689570 0 51 EQUITY ONE COM COM 294752100 21244 741245 SH DFND 1 741245 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 265192 3540484 SH DFND 1 3538019 0 2465 EQUITY RESIDENTIAL SH BEN INT 29476L107 29 388 SH DFND 1 2 388 0 0 ERA GROUP INC COM 26885G109 3 343 SH DFND 1 2 343 0 0 ERA GROUP INC COM 26885G109 1191 127033 SH DFND 1 127033 0 0 ERBA DIAGNOSTICS INC COM 29490B101 55 54497 SH DFND 1 54497 0 0 ERICKSON INC COM 29482P100 60 36646 SH DFND 1 36646 0 0 ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1481 147751 SH DFND 1 139177 0 8574 ERIE INDTY CO CL A CL A 29530P102 16161 173794 SH DFND 1 173224 0 570 ERIN ENERGY CORP COM 295625107 21 11499 SH DFND 1 11499 0 0 EROS INTERNATIONAL PLC SHS NEW G3788M114 341 29695 SH DFND 1 29416 0 279 ESCALADE INC COM COM 296056104 683 58058 SH DFND 1 58058 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 6920 177540 SH DFND 1 177540 0 0 ESPERION THERAPEUTICS INC COM 29664W105 1815 107392 SH DFND 1 107392 0 0 ESSA BANCORP INC -REDH COM 29667D104 584 43292 SH DFND 1 43292 0 0 ESSENDANT INC COM 296689102 8043 251904 SH DFND 1 251904 0 0 ESSENT GROUP LTD COM G3198U102 11156 536350 SH DFND 1 536350 0 0 ESSEX PPTY TR INC COM COM 297178105 152275 652211 SH DFND 1 651225 0 986 ESTERLINE TECHNOLOGIES CORP COM COM 297425100 124 1936 SH DFND 1 2 1936 0 0 ESTERLINE TECHNOLOGIES CORP COM COM 297425100 12312 192176 SH DFND 1 192176 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 6697 210483 SH DFND 1 210483 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 286 9016 SH DFND 1 2 9016 0 0 ETSY INC COM 29786A106 1477 169884 SH DFND 1 169884 0 0 EURONET WORLDWIDE INC COM COM 298736109 25547 344720 SH DFND 1 344720 0 0 EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 29 15434 SH DFND 1 15434 0 0 EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 22 11448 SH DFND 1 2 11448 0 0 EVERBANK FINANCIAL CORP COM 29977G102 9068 600992 SH DFND 1 600992 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 13078 252730 SH DFND 1 252730 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 33 638 SH DFND 1 2 638 0 0 EVEREST RE GROUP LTD COM COM G3223R108 57212 289941 SH DFND 1 289894 0 47 EVERI HOLDINGS INC COM 30034T103 928 405573 SH DFND 1 405573 0 0 EVERSOURCE ENERGY COM 30040W108 152654 2621823 SH DFND 1 2619177 0 2646 EVERTEC INC COM 30040P103 418 29964 SH DFND 1 2 29964 0 0 EVERTEC INC COM 30040P103 6128 438365 SH DFND 1 438365 0 0 EVERYDAY HEALTH INC COM 300415106 786 140505 SH DFND 1 140505 0 0 EVERYDAY HEALTH INC COM 300415106 29 5324 SH DFND 1 2 5324 0 0 EVINE LIVE INC CL A 300487105 416 356364 SH DFND 1 356364 0 0 EVOKE PHARMA INC COM 30049G104 80 15864 SH DFND 1 15864 0 0 EVOLENT HEALTH INC CL A 30050B101 792 75085 SH DFND 1 75085 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 750 154483 SH DFND 1 154483 0 0 EVOLVING SYS INC COM COM NEW 30049R209 208 36353 SH DFND 1 36353 0 0 EXACT SCIENCES CORP COM COM 30063P105 4371 648520 SH DFND 1 648520 0 0 EXACTECH INC COM 30064E109 140 6925 SH DFND 1 2 6925 0 0 EXACTECH INC COM 30064E109 2037 100584 SH DFND 1 100584 0 0 EXAMWORKS GROUP INC COM 30066A105 7601 257154 SH DFND 1 257154 0 0 EXAR CORP COM COM 300645108 1658 288417 SH DFND 1 288417 0 0 EXCO RESOURCES INC COM 269279402 1106 1118378 SH DFND 1 1116765 0 1613 EXELIXIS INC COM COM 30161Q104 6116 1529148 SH DFND 1 1529148 0 0 EXELON CORP COM COM 30161N101 291761 8151213 SH DFND 1 8142059 0 9154 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BUSINESS FINANCIAL SER COM 319390100 1267 55279 SH DFND 1 55279 0 0 FIRST CASH FINL SVCS INC COM COM 31942D107 9036 196195 SH DFND 1 196195 0 0 FIRST CLOVER LEAF FINANCIAL COM 31969M105 109 11648 SH DFND 1 11648 0 0 FIRST CMNTY BANCSHARES INC COM COM 31983A103 2069 104289 SH DFND 1 104289 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 5464 616737 SH DFND 1 616737 0 0 FIRST CONNECTICUT BANCORP COM 319850103 1422 89121 SH DFND 1 89121 0 0 FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 16232 64655 SH DFND 1 64655 0 0 FIRST DATA CORP- CLASS A COM CL A 32008D106 28 2221 SH DFND 1 2 2221 0 0 FIRST DATA CORP- CLASS A COM CL A 32008D106 13962 1079020 SH DFND 1 1078975 0 45 FIRST DEFIANCE FINL CORP COM COM 32006W106 2736 71245 SH DFND 1 71245 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 651 49469 SH DFND 1 49469 0 0 FIRST FINL BANCORP OH COM COM 320209109 7909 435060 SH DFND 1 435060 0 0 FIRST FINL BANKSHARES COM COM 32020R109 13811 466925 SH DFND 1 466925 0 0 FIRST FINL CORP IND COM COM 320218100 3004 87830 SH DFND 1 87830 0 0 FIRST FOUNDATION INC COM 32026V104 1531 68279 SH DFND 1 68279 0 0 FIRST HORIZON NATL CORP COM COM 320517105 18609 1420580 SH DFND 1 1414069 0 6511 FIRST INDUSTRIAL REALTY TRU COM COM 32054K103 20042 881393 SH DFND 1 881393 0 0 FIRST INTERNET BANCORP COM 320557101 486 20820 SH DFND 1 20820 0 0 FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 5907 210005 SH DFND 1 210005 0 0 FIRST LONG IS CORP COM COM 320734106 2336 81976 SH DFND 1 81976 0 0 FIRST MARBLEHEAD CORP/THE COM NEW 320771207 123 32513 SH DFND 1 32513 0 0 FIRST MERCHANTS CORP COM COM 320817109 7609 322846 SH DFND 1 322846 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 11613 644478 SH DFND 1 644478 0 0 FIRST NBC BANK HLDG CO COM 32115D106 446 21681 SH DFND 1 2 21681 0 0 FIRST NBC BANK HLDG CO COM 32115D106 2544 123573 SH DFND 1 123573 0 0 FIRST NIAGARA FINL GROUP IN COM COM 33582V108 22646 2339463 SH DFND 1 2339442 0 21 FIRST POTOMAC REALTY TRUST COM 33610F109 4293 473947 SH DFND 1 473947 0 0 FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 59278 890035 SH DFND 1 889735 0 300 FIRST SOLAR INC COM 336433107 46295 677141 SH DFND 1 677021 0 120 FIRST SOUTH BANCORP INC VA COM COM 33646W100 352 42745 SH DFND 1 42745 0 0 FIRST UTD CORP COM COM 33741H107 198 18113 SH DFND 1 18113 0 0 FIRSTENERGY CORP COM COM 337932107 133012 3704869 SH DFND 1 3697088 0 7781 FIRSTMERIT CORP COM COM 337915102 25146 1194611 SH DFND 1 1194611 0 0 FISERV INC COM COM 337738108 203270 1985247 SH DFND 1 1984116 0 1131 FITBIT INC - A CL A 33812L102 4525 298709 SH DFND 1 298709 0 0 FITBIT INC - A CL A 33812L102 30 2038 SH DFND 1 2 2038 0 0 FIVE BELOW, INC COM 33829M101 88 2132 SH DFND 1 2 2132 0 0 FIVE BELOW, INC COM 33829M101 15050 364078 SH DFND 1 364078 0 0 FIVE OAKS INVESTMENT CORP COM 33830W106 374 66937 SH DFND 1 66937 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 7647 188218 SH DFND 1 188218 0 0 FIVE STAR QUALITY CARE INC COM COM 33832D106 583 254789 SH DFND 1 254789 0 0 FIVE9 INC COM 338307101 1779 200213 SH DFND 1 200213 0 0 FIVE9 INC COM 338307101 138 15626 SH DFND 1 2 15626 0 0 FLAGSTAR BANCORP INC COM COM PAR .001 337930705 3194 148850 SH DFND 1 148850 0 0 FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 164 14894 SH DFND 1 14894 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 68338 459691 SH DFND 1 459044 0 647 FLEETMATICS GROUP COM G35569105 2473 60757 SH DFND 1 60757 0 0 FLEETMATICS GROUP COM G35569105 102 2511 SH DFND 1 2 2511 0 0 FLEX PHARMA INC COM 33938A105 710 64788 SH DFND 1 64788 0 0 FLEXION THERAPEUTICS IN COM 33938J106 692 75274 SH DFND 1 75274 0 0 FLEXSTEEL INDS INC COM COM 339382103 4722 108119 SH DFND 1 108119 0 0 FLEXSTEEL INDS INC COM COM 339382103 35 816 SH DFND 1 2 816 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 2689 224798 SH DFND 1 224748 0 50 FLIR SYS INC COM COM 302445101 38486 1170368 SH DFND 1 1170135 0 233 FLOTEK INDUSTRIES INC COM 343389102 2506 342010 SH DFND 1 342010 0 0 FLOWERS FOODS INC COM COM 343498101 122 6656 SH DFND 1 2 6656 0 0 FLOWERS FOODS INC COM COM 343498101 20589 1115344 SH DFND 1 1115210 0 134 FLOWSERVE CORP COM COM 34354P105 49044 1106529 SH DFND 1 1103813 0 2716 FLUIDIGM CORP COM 34385P108 1593 197506 SH DFND 1 197506 0 0 FLUIDIGM CORP COM 34385P108 24 3064 SH DFND 1 2 3064 0 0 FLUOR CORP NEW COM COM 343412102 34 646 SH DFND 1 2 646 0 0 FLUOR CORP NEW COM COM 343412102 61327 1144303 SH DFND 1 1143420 0 883 FLUSHING FINL CORP COM COM 343873105 4704 217618 SH DFND 1 217618 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 67 2470 SH DFND 1 2 2470 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 64904 2376039 SH DFND 1 2375481 0 558 FNB CORP PA COM COM 302520101 16561 1272955 SH DFND 1 1268914 0 4041 FNF GROUP FNF GROUP COM 31620R303 60144 1775091 SH DFND 1 1774697 0 394 FNFV GROUP FNFV GROUP COM 31620R402 5664 522071 SH DFND 1 522071 0 0 FOAMIX PHARMACEUTICALS LTD SHS M46135105 249 38243 SH DFND 1 38243 0 0 FOGO DE CHAO INC COM 344177100 622 39860 SH DFND 1 39860 0 0 FONAR CORP COM COM NEW 344437405 52 3403 SH DFND 1 2 3403 0 0 FONAR CORP COM COM NEW 344437405 534 34721 SH DFND 1 34721 0 0 FOOT LOCKER INC COM COM 344849104 65 1014 SH DFND 1 2 1014 0 0 FOOT LOCKER INC COM COM 344849104 64261 996802 SH DFND 1 996252 0 550 FORBES ENERGY SERVICES LTD COM 345143101 15 35305 SH DFND 1 35305 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 28 2143 SH DFND 1 2 2143 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 454685 33743873 SH DFND 1 33675448 0 68425 FOREST CITY REALTY TRUST- A COM CL A 345605109 35266 1672182 SH DFND 1 1672171 0 11 FORESTAR REAL ESTATE GRP-W/I COM 346233109 2712 208017 SH DFND 1 208017 0 0 FORMFACTOR INC COM 346375108 3033 417226 SH DFND 1 417226 0 0 FORMFACTOR INC COM 346375108 183 25181 SH DFND 1 2 25181 0 0 FORRESTER RESH INC COM COM 346563109 2752 81909 SH DFND 1 81909 0 0 FORTINET INC. 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55168 SH DFND 1 55168 0 0 SEABOARD CORP COM COM 811543107 6027 2007 SH DFND 1 2007 0 0 SEACHANGE INTL INC COM COM 811699107 1166 211315 SH DFND 1 211315 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 2873 181985 SH DFND 1 181985 0 0 SEACOR HOLDINGS INC COM 811904101 6445 118373 SH DFND 1 118373 0 0 SEADRILL LTD SHS G7945E105 1027 311470 SH DFND 1 311376 0 94 SEADRILL LTD SHS G7945E105 208 63046 SH DFND 1 2 63046 0 0 SEAGATE TECHNOLOGY SHS G7945M107 83532 2429601 SH DFND 1 2425241 0 4360 SEALED AIR CORP NEW COM COM 81211K100 75741 1580816 SH DFND 1 1580666 0 150 SEARS CANADA INC COM 81234D109 112 39969 SH DFND 1 39969 0 0 SEARS HOLDING CORP COM 812350106 5062 330634 SH DFND 1 330617 0 17 SEARS HOMETOWN & OUTLET STORES INC COM 812362101 433 67467 SH DFND 1 67467 0 0 SEASPINE HOLDINGS CORP COM 81255T108 838 57250 SH DFND 1 57250 0 0 SEATTLE GENETICS INC COM COM 812578102 24965 711458 SH DFND 1 711351 0 107 SEAWORLD ENTERTAINMENT INC COM 81282V100 9247 439124 SH DFND 1 437744 0 1380 SECOND 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455149 SH DFND 1 455149 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 8141 183375 SH DFND 1 183375 0 0 SEVENTY SEVEN ENERGY INC COM 818097107 160 276642 SH DFND 1 276642 0 0 SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 2994 3000000 PRN DFND 1 2 3000000 0 0 SHAKE SHACK INC - CLASS A CL A 819047101 1264 33875 SH DFND 1 33875 0 0 SHARPS COMPLIANCE CORP COM 820017101 326 59392 SH DFND 1 59392 0 0 SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 9023 337329 SH DFND 1 337329 0 0 SHERWIN WILLIAMS CO COM COM 824348106 190709 671222 SH DFND 1 670493 0 729 SHILOH INDS INC COM COM 824543102 250 48886 SH DFND 1 48886 0 0 SHIP FINANCE INTL LTD SHS G81075106 888 63939 SH DFND 1 63939 0 0 SHIRE LTD-ADR SPONSORED ADR 82481R106 3525 20510 SH DFND 1 18847 0 1663 SHIRE LTD-ADR SPONSORED ADR 82481R106 43 253 SH DFND 1 2 253 0 0 SHOE CARNIVAL INC COM COM 824889109 238 8833 SH DFND 1 2 8833 0 0 SHOE CARNIVAL INC COM COM 824889109 4684 173744 SH DFND 1 173744 0 0 SHORE BANCSHARES INC COM COM 825107105 502 41931 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86732YAD1 151 3900000 PRN DFND 1 2 3900000 0 0 SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 1859 286895 SH DFND 1 286895 0 0 SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 43 6720 SH DFND 1 2 6720 0 0 SUNESIS PHARMACEUTICALS INC COM NEW 867328601 183 339887 SH DFND 1 339887 0 0 SUNLINK HEALTH SYSTEMS INC COM 86737U102 9 19190 SH DFND 1 19190 0 0 SUNOPTA INC COM 8676EP108 146 32743 SH DFND 1 32743 0 0 SUNOPTA INC COM 8676EP108 289 65000 SH DFND 1 2 65000 0 0 SUNPOWER CORP COM 867652406 8967 401390 SH DFND 1 400680 0 710 SUNRUN INC COM 86771W105 984 151973 SH DFND 1 151973 0 0 SUNSHINE HEART INC COM 86782U106 46 55448 SH DFND 1 55448 0 0 SUNSTONE HOTEL INV INC -REDH COM 867892101 27009 1929252 SH DFND 1 1929252 0 0 SUNTRUST BKS INC COM COM 867914103 160520 4457299 SH DFND 1 4448581 0 8718 SUNTRUST BKS INC COM COM 867914103 22 623 SH DFND 1 2 623 0 0 SUNWORKS INC COM 86803X105 193 69859 SH DFND 1 69859 0 0 SUPER MICRO COMPUTR INC COM 86800U104 12406 364051 SH DFND 1 364051 0 0 SUPERCONDUCTOR 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