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 A68243Q1069011,534SH DFND1 211,53400
1 800 FLOWERS COM CL ACL A68243Q1061,732219,802SH DFND1218,37701,425
1ST CENTURY BANCSHARES INCCOM31943X10248844,529SH DFND144,52900
1ST SOURCE CORP COMCOM3369011034,361136,977SH DFND1136,97700
21VIANET GROUP INC - ADRSPONSORED ADR90138A10343821,980SH DFND121,98000
22ND CENTURY GROUP INCCOM90137F103129164,883SH DFND1164,88300
2U INCCOM90214J1015,074224,552SH DFND1224,55200
3-D SYS CORP DEL COM NEWCOM NEW88554D20510,187658,537SH DFND1655,61402,923
3M COCOM88579Y101886,5755,330,612SH DFND15,321,54009,072
51JOBS INC-ADRSP ADR REP COM3168271043099,987SH DFND19,98700
58.COM INC-ADRSPON ADR REP A31680Q10488916,165SH DFND116,16500
8X8 INC NEW COMCOM2829141006,271623,402SH DFND1623,40200
A-MARK PRECIOUS METALS INCCOM00181T10727513,859SH DFND1 213,85900
A-MARK PRECIOUS METALS INCCOM00181T10736318,273SH DFND118,27300
A. H. BELO CORPCOM CL A001282102528109,895SH DFND1109,89500
A10 NETWORKS INCCOM0021211016210,531SH DFND1 210,53100
A10 NETWORKS INCCOM0021211011,369231,383SH DFND1231,38300
AAC HOLDINGS INCCOM0003071081,07054,085SH DFND154,08500
AAON INC COM PAR $0.004COM PAR $0.0040003602068,647308,840SH DFND1308,84000
AAR CORP COMCOM0003611055,297227,646SH DFND1227,64600
AARON'S INCCOM PAR $0.5000253530010,136403,839SH DFND1403,83900
ABAXIS INCCOM0025671056,723148,120SH DFND1148,12000
ABB LTD-ADRSPONSORED ADR00037520426413,612SH DFND12,338011,274
ABBOTT LABS COMCOM002824100517,88512,405,029SH DFND112,390,958014,071
ABBVIE INCCOM00287Y109743,88513,049,801SH DFND113,031,284018,517
ABBVIE INCCOM00287Y109781,380SH DFND1 21,38000
ABEONA THERAPEUTICS INCCOM00289Y10718070,496SH DFND170,49600
ABERCROMBIE & FITCH CO CL ACL A00289620713,420425,517SH DFND1424,8460671
ABERCROMBIE & FITCH CO CL ACL A002896207431,377SH DFND1 21,37700
ABERDEEN ASIA PACIFIC INCOMECOM00300910731062,029PRN DFND1 262,02900
ABIOMED INC COMCOM00365410026,882283,541SH DFND1283,54100
ABM INDS INC COMCOM00095710012,224378,355SH DFND1378,35500
ABRAXAS PETE CORP COMCOM003830106612606,301SH DFND1606,30100
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813071,268334,737SH DFND1334,73700
ACADIA HEALTHCARE CO INCCOM00404A10926,069473,045SH DFND1473,008037
ACADIA PHARMACEUTICALS INC COMCOM00422510818,873675,017SH DFND1674,6870330
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910920,997597,705SH DFND1597,70500
ACCELERON PHARMA INCCOM00434H1086,260237,228SH DFND1237,22800
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101636,3565,524,658SH DFND15,513,980010,678
ACCESS NATIONAL CORP COMCOM00433710186443,610SH DFND143,61000
ACCLERATE DIAGNOSTICS INCCOM00430H1022,692187,380SH DFND1187,1860194
ACCO BRANDS CORPCOM00081T1086,554729,846SH DFND1729,84600
ACCURAY INCCOM0043971053,187551,483SH DFND1551,48300
ACCURIDE CORPCOM NEW00439T206436281,742SH DFND1281,74200
ACELRX PHARMACEUTICALS INCCOM00444T100525170,734SH DFND1170,73400
ACETO CORP COMCOM0044461004,845205,687SH DFND1205,68700
ACHAOGEN INCCOM00444910412746,187SH DFND146,18700
ACHILLION PHARMACTCLSCOM00448Q2016,156797,518SH DFND1797,51800
ACI WORLDWIDE INCCOM00449810117,159825,374SH DFND1825,37400
ACLARIS THERAPEUTICS INCCOM00461U10581943,246SH DFND143,24600
ACNB CORPCOM00086810939517,657SH DFND117,65700
ACORDA THERAPEUTICS INCCOM00484M1069,202347,915SH DFND1347,91500
ACORDA THERAPEUTICS INCCOM00484M1062138,066SH DFND1 28,06600
ACTINIUM PHARMACEUTICALS INCCOM00507W107301151,287SH DFND1151,28700
ACTIVE POWER INC COMCOM NEW00504W3087275,138SH DFND175,13800
ACTIVISION BLIZZARD INCCOM00507V109149,5174,426,690SH DFND14,416,93409,756
ACTUA CORPCOM0050941072,296253,798SH DFND1253,79800
ACTUANT CORP CL A NEWCL A NEW00508X2039,531385,731SH DFND1385,73100
ACTUANT CORP CL A NEWCL A NEW00508X203341,382SH DFND1 21,38200
ACUITY BRANDS INC COMCOM00508Y10257,231262,514SH DFND1262,2840230
ACURA PHARMACEUTICALS INCCOM PAR $0.0100509L8025921,024SH DFND121,02400
ACXIOM CORP COMCOM00512510911,712546,276SH DFND1546,27600
ADAMAS PHARMACEUTICALS INCCOM00548A1061,29389,468SH DFND189,46800
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20825441,564SH DFND141,56400
ADAMS EXPRESSCOM0062121041,711135,334PRN DFND1 2135,33400
ADAMS RESOURCES & ENERGY INCCOM NEW00635130860415,129SH DFND115,12900
ADCARE HEALTH SYSTEMSCOM NEW00650W3009440,556SH DFND140,55600
ADDUS HOMECARE CORPCOM00673910679146,068SH DFND146,06800
ADDUS HOMECARE CORPCOM006739106281,671SH DFND1 21,67100
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062211,928SH DFND111,92800
ADEPTUS HEALTH INCCL A0068551003,83769,091SH DFND169,09100
ADESTO TECHNOLOGIES CORPCOM00687D10124243,069SH DFND143,06900
ADOBE SYS INC COMCOM00724F101384,8504,111,067SH DFND14,105,70405,363
ADT CORP/THE - WHEN ISSUEDCOM00101J10656,6101,374,820SH DFND11,372,34202,478
ADTRAN INC COMCOM00738A1066,958344,117SH DFND1344,11700
ADURO BIOTECH INCCOM00739L1011,06282,947SH DFND182,94700
ADVANCED AUTO PARTS INC COMCOM00751Y10693,549584,656SH DFND1584,2360420
ADVANCED DRAINAGE SYSTEMS INCCOM00790R1044,605216,198SH DFND1216,19800
ADVANCED ENERGY INDS COMCOM0079731009,665277,810SH DFND1277,81000
ADVANCED MICRO DEVICES INC COMCOM00790310712,5154,391,238SH DFND14,391,23800
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M40413423,046SH DFND119,18603,860
ADVAXIS INCCOM NEW0076242081,658183,611SH DFND1183,61100
ADVISORY BRD CO COMCOM00762W1079,332289,370SH DFND1289,37000
AECOM TECHNOLOGY CORP -REDHCOM00766T10029,091944,835SH DFND1944,5470288
AEGEAN MARINE PETROLEUM NETWSHSY0017S10240153,088SH DFND1 253,08800
AEGERION PHARMACEUTICALS INCCOM00767E102713192,826SH DFND1192,82600
AEGERION PHARMACEUTICALS INCCOM00767E10210628,858SH DFND1 228,85800
AEGION CORPCOM00770F1045,262249,518SH DFND1249,51800
AEHR TEST SYSTEMS COMCOM00760J1081312,126SH DFND112,12600
AEMITIS INCCOM NEW00770K20212863,084SH DFND163,08400
AEP INDS INC COMCOM0010311032734,145SH DFND1 24,14500
AEP INDS INC COMCOM0010311034,11962,410SH DFND162,41000
AERCAP HOLDINGS NVSHSN0098510680420,748SH DFND1 220,74800
AERCAP HOLDINGS NVSHSN009851066,372165,824SH DFND1165,82400
AERI PHARMACEUTICALS INCCOM00771V1081,961161,319SH DFND1161,31900
AEROHIVE NETWORKS INCCOM007786106614123,240SH DFND1123,24000
AEROJET ROCKETDYNE HOLDINGS INCCOM0078001057,220440,839SH DFND1440,83900
AEROPOSTALE COMCOM00786510880407,330SH DFND1407,33000
AEROVIRONMENT INCCOM0080731084,079144,036SH DFND1144,03600
AES CORP COMCOM00130H10563,6405,404,267SH DFND15,397,87306,394
AES CORP COMCOM00130H10518115,339SH DFND1 215,33900
AETHLON MEDICAL INCCOM NEW00808Y20813324,234SH DFND124,23400
AETNA INC NEW COMCOM00817Y1082932,611SH DFND1 22,61100
AETNA INC NEW COMCOM00817Y108321,5272,867,557SH DFND12,862,62004,937
AFFILIATED MANAGERS GROUP COMCOM00825210869430SH DFND1 243000
AFFILIATED MANAGERS GROUP COMCOM00825210871,197439,289SH DFND1438,5120777
AFFIMED NVCOMN0104510810929,204SH DFND129,20400
AFFX 4 07/01/2019NOTE 4.000% 7/000826TAH12,4041,000,000PRN DFND1 21,000,00000
AFLAC INC COMCOM001055102220,9043,505,561SH DFND13,499,57805,983
AG MORTGAGE INVESTMENT TRUSTCOM00122810515211,701SH DFND1 211,70100
AG MORTGAGE INVESTMENT TRUSTCOM0012281052,399183,615SH DFND1175,45008,165
AGCO CORP COMCOM00108410222,850460,039SH DFND1459,977062
AGENGOA YIELD PLCORD SHSG003491031,62191,225SH DFND191,22500
AGENUS INCCOM NEW00847G7052,059494,971SH DFND1494,97100
AGILE THERAPEUTICS INCCOM00847L10052584,671SH DFND184,67100
AGILENT TECHNOLOGIES INC COMCOM00846U10139810,000SH DFND1 210,00000
AGILENT TECHNOLOGIES INC COMCOM00846U101113,0242,841,677SH DFND12,837,78803,889
AGILYSYS INCCOM00847J1051,181115,721SH DFND1115,72100
AGIOS PHARMACEUTICALS INCCOM00847X1041172,899SH DFND1 22,89900
AGIOS PHARMACEUTICALS INCCOM00847X1047,063173,970SH DFND1173,941029
AGL RES INC COMCOM0012041061,62825,000SH DFND1 225,00000
AGL RES INC COMCOM00120410664,713995,445SH DFND1994,6210824
AGREE REALTY CORPCOM0084921005,108132,790SH DFND1132,79000
AGRIUM INC COMCOM0089161083664,146SH DFND13,9980148
AGROFRESH SOLUTIONS INCCOM00856G109896140,001SH DFND1140,00100
AIMC 2 3/4 03/01/2031NOTE 2.750% 3/002208RAE62,2812,000,000PRN DFND1 22,000,00000
AIMMUNE THERAPEUTICS INCCOM00900T1071,26092,923SH DFND192,92300
AIR LEASE CORPCL A00912X30218,688581,848SH DFND1581,5410307
AIR METHODS CORP COM PAR $.06COM PAR $.060091283079,232254,893SH DFND1254,89300
AIR METHODS CORP COM PAR $.06COM PAR $.06009128307742,059SH DFND1 22,05900
AIR PRODS & CHEMS INC COMCOM009158106216,1191,503,529SH DFND11,501,84101,688
AIR TRANSPORT SERVICES GROUP INCCOM00922R1056,193402,724SH DFND1402,72400
AIRCASTLE LTDCOMG0129K1049,052407,015SH DFND1407,01500
AIRGAS INC COMCOM00936310275,223532,169SH DFND1531,12901,040
AIRMEDIA GROUP -ADS-REDHSPONSORED ADR0094111098815,734SH DFND115,73400
AK STL HLDG CORP COMCOM0015471084,7571,151,849SH DFND11,151,84900
AK STL HLDG CORP COMCOM00154710813031,523SH DFND1 231,52300
AKAMAI TECHNOLOGIES INC COMCOM00971T10181,5421,470,277SH DFND11,468,65101,626
AKEBIA THERAPEUTICS INCCOM00972D1051,987220,579SH DFND1220,57900
AKER BIOSCIENCES INCCOM00973E1021912,000SH DFND112,00000
AKORN INC COMCOM00972810612,162516,880SH DFND1516,786094
ALAMO GROUP INC COMCOM0113111074,09373,470SH DFND173,47000
ALARM.COM HOLDINGS INCCOM0116421051,60667,769SH DFND167,76900
ALASKA AIR GROUP INC COMCOM01165910967,209819,428SH DFND1818,30801,120
ALASKA COMMUNICATIONS SYS G COMCOM01167P101658369,962SH DFND1369,96200
ALBANY INTL CORP CL ACL A0123481087,144190,069SH DFND1190,06900
ALBANY MOLECULAR RESH INC COMCOM0124231092,839185,738SH DFND1185,73800
ALBEMARLE CORP COMCOM01265310144,226692,194SH DFND1691,6880506
ALCOA INC COMCOM013817101102,49310,720,212SH DFND110,712,02108,191
ALCOBRA LTDSHSM2239P1095514,567SH DFND114,56700
ALDER BIOPHARAMCEUTICALS INCCOM0143391054,389179,237SH DFND1179,23700
ALDEYRA THERAPEUTICS INCCOM01438T1069823,558SH DFND123,55800
ALERE INCCOM01449J10526,311519,880SH DFND1519,827053
ALEXANDER & BALDWIN INCCOM01449110411,246306,622SH DFND1306,62200
ALEXANDER & BALDWIN INCCOM01449110436988SH DFND1 298800
ALEXANDERS INC COMCOM0147521098,83723,223SH DFND123,22300
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110951,337564,836SH DFND1564,766070
ALEXION PHARMACEUTICALS INC COMCOM015351109252,8581,819,948SH DFND11,816,96002,988
ALEXZA PHARMACEUTICALS, INCCOM NEW0153842094491,033SH DFND191,03300
ALIBABA GROUP HOLDING LTDSPONSORED ADS01609W10220,518262,059SH DFND1262,05900
ALICO INC COMCOM01623010467224,365SH DFND124,36500
ALIGN TECHNOLOGY INC COMCOM01625510134,365472,770SH DFND1471,9390831
ALIGN TECHNOLOGY INC COMCOM01625510123327SH DFND1 232700
ALIMERA SCIENCES INCCOM016259103306175,109SH DFND1175,10900
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB83,6543,750,000PRN DFND1 23,750,00000
ALKERMES INC COMSHSG017671051584,626SH DFND1 24,62600
ALKERMES INC COMSHSG0176710533,050967,203SH DFND1966,19801,005
ALLEGHANY CORP DEL COMCOM01717510050,979102,787SH DFND1102,769018
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10211,034676,949SH DFND1674,09202,857
ALLEGIANCE BANCSHARES INCCOM01748H10757131,132SH DFND131,13200
ALLEGIANT TRAVEL COCOM01748X10216,65693,544SH DFND193,54400
ALLEGIANT TRAVEL COCOM01748X10218106SH DFND1 210600
ALLEGION PLCORD SHSG0176J10948,798767,204SH DFND1767,145059
ALLEGION PLCORD SHSG0176J10928440SH DFND1 244000
ALLERGAN PLCSHSG0177J108864,7973,232,971SH DFND13,229,40503,566
ALLERGAN PLCSHSG0177J1081,6086,000SH DFND1 26,00000
ALLETE INC COMCOM NEW01852230019,870354,380SH DFND1354,38000
ALLIANCE DATA SYSTEMS CORP COMCOM018581108151687SH DFND1 268700
ALLIANCE DATA SYSTEMS CORP COMCOM018581108106,268484,028SH DFND1483,4130615
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,43096,740SH DFND196,74000
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G1001,14378,247SH DFND1 278,24700
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10035824,551SH DFND124,55100
ALLIANCE IMAGING INC COM NEWCOM PAR0186063011,073149,358SH DFND1148,8910467
ALLIANCE ONE INTERNATIONAL INCCOM NEW01877230174542,426SH DFND142,42600
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10844438,137SH DFND1 238,13700
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10835230,279SH DFND130,27900
ALLIANT ENERGY CORP COMCOM01880210851,367691,923SH DFND1691,6640259
ALLIED MOTION TECHNOLOGIESCOM01933010947626,479SH DFND1 226,47900
ALLIED MOTION TECHNOLOGIESCOM0193301091,09460,829SH DFND160,82900
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110419,983571,938SH DFND1571,93503
ALLIQUA INCCOM NEW0196212006680,974SH DFND180,97400
ALLISON TRANSMISSION HOLDINGCOM01973R10135,5091,316,126SH DFND11,315,7890337
ALLOT COMMUNICATIONS LTDSHSM0854Q1058316,041SH DFND116,04100
ALLOT COMMUNICATIONS LTDSHSM0854Q105417,989SH DFND1 27,98900
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P108292,263SH DFND1 22,26300
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10816,0691,216,484SH DFND11,216,3770107
ALLSTATE CORP COMCOM020002101209,1523,110,782SH DFND13,103,96106,821
ALLY FINANCIAL INCCOM02005N10054,0642,889,510SH DFND12,878,699010,811
ALMOST FAMILY INCCOM0204091082,14357,558SH DFND157,55800
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10730,094479,715SH DFND1478,64401,071
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10729466SH DFND1 246600
ALON USA ENERGY INCCOM0205201023,297319,498SH DFND1318,5540944
ALON USA ENERGY INCCOM02052010238637,464SH DFND1 237,46400
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1041,536129,675SH DFND1129,67500
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10443336,541SH DFND1 236,54100
ALPHABET INC - CLASS CCAP STK CL C02079K1071,939,2812,608,164SH DFND12,605,37902,785
ALPHABET INC CLASS ACAP STK CL A02079K3051,943,3422,552,124SH DFND12,547,85404,270
ALPHATEC HOLDINGS INC -REDHCOM02081G10273306,249SH DFND1306,24900
ALPINE GLOBAL DYNAMIC DIV FDCOM NEW02082E20545853,695PRN DFND1 253,69500
ALPINE GLOBAL PREMIER PROPRTCOM SBI02083A10351692,377PRN DFND1 292,37700
ALPINE TOTAL DYNAMIC DIVIDENDCOM SH BEN INT N02106020743658,252PRN DFND1 258,25200
ALR 3PERP PFD CONV SE01449J2044,93712,500PRN DFND1 212,50000
ALR 3 05/15/2016NOTE 3.000% 5/101449JAA32,6072,250,000PRN DFND1 22,250,00000
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1041847,636SH DFND1 27,63600
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1044,585189,867SH DFND1189,86700
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1004,265355,478SH DFND1355,47800
ALTRA HLDGS INCCOM02208R1064,783172,175SH DFND1172,17500
ALTRIA GROUP INCCOM02209S1031161,865SH DFND1 21,86500
ALTRIA GROUP INCCOM02209S1031,006,87716,101,108SH DFND116,076,872024,236
AMAG PHARMACEUTICALS INCCOM00163U10603SH DFND1 2300
AMAG PHARMACEUTICALS INCCOM00163U1066,150262,845SH DFND1262,84500
AMAMARK HOLDINGS CORPCOM03852U10644,1271,333,192SH DFND11,332,8390353
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW02311120612179,241SH DFND179,24100
AMAYA INCCOM02314M10869351,759SH DFND151,75900
AMAZON COM INC COMCOM0231351061,952,9863,296,234SH DFND13,291,62904,605
AMAZON COM INC COMCOM023135106259437SH DFND1 243700
AMBAC FINL GROUP INC COMCOM NEW0231398844,868308,125SH DFND1308,12500
AMBARELLA INCSHSG037AX1012,06646,225SH DFND146,181044
AMBER ROAD INCCOM02318Y10834964,648SH DFND164,64800
AMBEV SA - ADRSPONSORED ADR02319V103377,160SH DFND1 27,16000
AMBEV SA - ADRSPONSORED ADR02319V103781150,815SH DFND1150,81500
AMC ENTERTAINMENT HLDSCL A COM00165C1043,958141,438SH DFND1141,43800
AMC NETWORKS INC - A W/ICL A00164V1033425,272SH DFND1 25,27200
AMC NETWORKS INC - A W/ICL A00164V10324,785381,663SH DFND1381,1220541
AMDOCS LTD ORDSHSG0260210368,4051,132,161SH DFND11,131,04101,120
AMEC PLC-SPON ADR - W/ISPONSORED ADR00167X205497,752SH DFND12,12405,628
AMEC PLC-SPON ADR - W/ISPONSORED ADR00167X20515123,603SH DFND1 223,60300
AMEDICA CORPCOM NEW0234352097045,747SH DFND145,74700
AMEDISYS INC COMCOM0234361089,926205,347SH DFND1205,34700
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V10714327,252SH DFND127,25200
AMERCO COMCOM02358610016,36045,816SH DFND145,81600
AMEREN CORP COMCOM02360810298,4061,968,157SH DFND11,966,89501,262
AMERESCO INC - CL ACL A02361E108553115,948SH DFND1115,94800
AMERICAN AIRLINES GROUP INCCOM02376R102199,1614,864,854SH DFND14,863,40701,447
AMERICAN ASSETS TRUST INCCOM02401310410,929273,791SH DFND1273,79100
AMERICAN AXLE & MFG HLDGS I COMCOM02406110311,994779,391SH DFND1779,39100
AMERICAN AXLE & MFG HLDGS I COMCOM024061103251,661SH DFND1 21,66100
AMERICAN CAMPUS COMMUNITIESCOM02483510047,5071,008,856SH DFND11,008,85600
AMERICAN CAPITAL AGENCY CORPCOM02503X10548,5742,608,523SH DFND12,598,286010,237
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1045,191353,672SH DFND1349,29804,374
AMERICAN CAPITAL STRATEGIES COMCOM02503Y1031,43694,237SH DFND194,23700
AMERICAN CAPITAL STRATEGIES COMCOM02503Y103161,087SH DFND1 21,08700
AMERICAN DG ENERGY INCCOM0253981082891,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10632,0391,921,984SH DFND11,921,2180766
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10687452,445SH DFND1 252,44500
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CARPENTER TECHNOLOGY CORP COMCOM14428510310,695312,453SH DFND1312,45300
CARRIAGE SVCS INC CL ACOM1439051072,291106,023SH DFND1106,02300
CARRIZO OIL & CO INC COMCOM14457710312,758412,630SH DFND1412,63000
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CASEYS GEN STORES INC COMCOM14752810331,430277,362SH DFND1277,36200
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CASH AMER INTL INC COMCOM14754D1006,446166,842SH DFND1166,6260216
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CATERPILLAR INC DEL COMCOM149123101363,3324,756,532SH DFND14,750,78905,743
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CATHAY BANCORP INC COMCOM14915010422810SH DFND1 281000
CATO CORP NEW CL ACL A1492051067,282188,898SH DFND1188,89800
CAVCO INDUSTRIES INCCOM1495681075,45658,379SH DFND158,37900
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CBIZ INC COMCOM1248051023,828379,455SH DFND1379,45500
CBL & ASSOC PPTYS INC COMCOM124830100776,501SH DFND1 26,50100
CBL & ASSOC PPTYS INC COMCOM12483010022,5131,891,860SH DFND11,891,835025
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CDK GLOBAL INCCOM12508E10147,3051,016,725SH DFND11,014,31902,406
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CECO ENVIRONMENTAL CORPCOM1251411011,274205,242SH DFND1205,24200
CEDAR REALTY TRUST INCCOM NEW1506022095,043697,597SH DFND1697,59700
CEL-SCI CORP COM NEWCOM PAR $0.01150837508222420,802SH DFND1420,80200
CELADON GROUP INC COMCOM1508381002,185208,584SH DFND1208,58400
CELANESE CORP-SERIES ACOM SER A15087010358,826898,589SH DFND1897,6330956
CELATOR PHARMACEUTICALS, INCCOM15089R1021,395126,485SH DFND1126,48500
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CELGENE CORP COMCOM151020104692,4826,931,448SH DFND16,921,83709,611
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CENTERSTATE BANKS OF FLORIDACOM15201P1095,474367,686SH DFND1367,68600
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CENTURY ALUM CO COMCOM1564311082,587367,011SH DFND1367,01100
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210653913,859SH DFND113,85900
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CENTURYTEL INC COMCOM156700106164,0695,142,542SH DFND15,132,332010,210
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CHANNELADVISOR CORPCOM1591791001,702151,321SH DFND1151,32100
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CHEMBIO DIAGNOSTICS INCCOM NEW1635722099716,328SH DFND116,32800
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CHERRY HILL MORTGAGE INVESTMENTCOM16465110158141,049SH DFND141,04900
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CHESAPEAKE UTILS CORP COMCOM1653031086,647105,559SH DFND1105,55900
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CHEVRON CORP COMCOM1667641001,496,56015,718,173SH DFND115,696,260021,913
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CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010921,986601,241SH DFND1601,0130228
CHICOPEE BANCORP INCCOM16856510931517,861SH DFND117,86100
CHICOS FAS INC COMCOM16861510211,739884,677SH DFND1884,3770300
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CHINA BIOLOGIC PRODUCTS INCCOM16938C1061,20310,512SH DFND110,51200
CHINA FIN ONLINE-ADR-REDHSPONSORED ADR1693791045310,468SH DFND110,46800
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CHINA RECYCLING ENERGY CORPCOM168913101519,566SH DFND119,56600
CHINA XD PLASTICS CO LTDCOM16948F1076119,221SH DFND119,22100
CHIPMOS TECHNOLOGIES BERMUDASHSG2110R11419911,494SH DFND111,49400
CHIPOTLE MEXICAN GRILL -REDHCOM169656105122,878261,402SH DFND1261,0790323
CHOICE HOTELS INTL INC COMCOM16990510611,589214,425SH DFND1214,333092
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CHURCH & DWIGHT INC COMCOM171340102107,6961,170,476SH DFND11,169,6250851
CHURCHILL DOWNS INC COMCOM17148410813,50491,320SH DFND191,32000
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CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40717021,514SH DFND120,7140800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10225438,633SH DFND1 238,63300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10211617,628SH DFND116,34901,279
CIBER INC COMCOM17163B102865410,300SH DFND1410,30000
CIDARA THERAPEUTICS INCCOM17175710734327,025SH DFND127,02500
CIE 2 5/8 12/01/19NOTE 2.625%12/019075FAA47481,500,000PRN DFND1 21,500,00000
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CIENA CORP COMCOM NEW17177930915,465813,136SH DFND1813,13600
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CIGNA CORP COMCOM1255091091,55611,344SH DFND1 211,34400
CIGNA CORP COMCOM125509109270,9041,978,158SH DFND11,976,00202,156
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CIMAREX ENERGY COCOM17179810174,966772,277SH DFND1771,7910486
CIMPRESS NVSHS EURON201461014,31547,590SH DFND147,59000
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CINCINNATI BELL INCCOM1718711065,1671,335,204SH DFND11,335,20400
CINCINNATI FINL CORP COMCOM17206210183,8041,284,690SH DFND11,284,2900400
CINEDIGM CORPCOM17240610066320,865SH DFND1320,86500
CINEMARK HOLDINGS INC -REDHCOM17243V10223,207647,707SH DFND1647,70700
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CINTAS CORP COMCOM17290810572,271806,175SH DFND1805,13801,037
CIRCOR INTL INC COMCOM17273K1095,239112,944SH DFND1112,94400
CIRRUS LOGIC INC COMCOM17275510020,829572,093SH DFND1572,09300
CISCO SYS INC COMCOM17275R1021,278,09544,975,559SH DFND144,904,548071,011
CIT GROUP INCCOM NEW12558180137,1001,196,226SH DFND11,195,2960930
CITI TRENDS INCCOM17306X102201,150SH DFND1 21,15000
CITI TRENDS INCCOM17306X1021,840103,204SH DFND1103,20400
CITIGROUP INC COMCOM NEW1729674241,027,42524,657,570SH DFND124,642,641014,929
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CITIZENS FINANCIAL GROUPCOM17461010591,6934,385,430SH DFND14,380,07705,353
CITIZENS HOLDING COMPANYCOM17471510230013,978SH DFND113,97800
CITIZENS INC CL ACL A1747401002,012277,986SH DFND1277,98600
CITRIX SYS INC COMCOM177376100109,6011,397,291SH DFND11,395,62901,662
CITY HLDG CO COMCOM1778351055,900123,497SH DFND1122,5970900
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CKH 2 1/2 12/15/27NOTE 2.500%12/1811904AM39461,000,000PRN DFND1 21,000,00000
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CLARCOR INC COMCOM17989510720,037346,728SH DFND1346,72800
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C4015475,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991011,526521,001SH DFND1521,00100
CLEAN HARBORS INC COMCOM18449610715,802320,269SH DFND1320,233036
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,177250,633SH DFND1247,54203,091
CLEARFIELD INCCOM18482P1031,28379,849SH DFND179,84900
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CLECO CORP NEW COMCOM12561W10522,014398,737SH DFND1398,73700
CLEVELAND BIOLABS INC -REDHCOM NEW1858602024216,688SH DFND116,68800
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CLIFTON BANCORP INCCOM1868731052,559169,289SH DFND1169,28900
CLOROX CO DEL COMCOM18905410926212SH DFND1 221200
CLOROX CO DEL COMCOM189054109148,8121,182,598SH DFND11,180,19502,403
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CLOVIS ONCOLOGY INCCOM1894641004,167217,062SH DFND1217,06200
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CME GROUP INCCOM12572Q105282,5882,947,602SH DFND12,942,06005,542
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CNB FINANCIAL CORP/PACOM1261281071,33075,624SH DFND175,62400
CNINSURE INC -ADSSPONSORED ADR18976M10313116,352SH DFND116,35200
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CNOVA NVSHSN20947102531177,102SH DFND1177,10200
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COBIZ INC COMCOM1908971082,996253,538SH DFND1253,53800
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CONSUMER PORTFOLIO SVCS INC COMCOM21050210037388,194SH DFND188,19400
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COPART INC COMCOM21720410627,338670,565SH DFND1669,36101,204
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CORVEL CORP COMCOM2210061094,213106,877SH DFND1106,87700
COSAN LTD-REDHSHS AG2534310714128,774SH DFND1 228,77400
COSI INCCOM NEW22122P200119140,312SH DFND1140,31200
COSTAR GROUP INC COMCOM22160N10938,549204,864SH DFND1204,7330131
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COVENANT TRANS INC CL ACL A22284P1052,03083,927SH DFND183,92700
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COWEN GROUP INCCL A2236221012,811738,004SH DFND1738,00400
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CRA INTERNATIONAL INCCOM12618T10517900SH DFND1 290000
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CRANE CO COMCOM22439910516,512306,581SH DFND1305,7280853
CRAWFORD & CO CL BCL B224633107844130,366SH DFND1130,36600
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CREDIT ACCEP CORP MICH COMCOM22531010112,35268,039SH DFND168,025014
CREE INC COMCOM22544710128964SH DFND1 296400
CREE INC COMCOM22544710119,684676,431SH DFND1676,3020129
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610620918,041SH DFND118,04100
CRH PLC -SPONSORED ADRADR12626K20336312,907SH DFND15,85707,050
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CROWN CASTLE INTL CORP COMCOM22822V101236,3772,738,160SH DFND12,733,70604,454
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CROWN MEDIA HLDGS INC CL ACL A2284111042,059405,342SH DFND1405,34200
CRYOLIFE INC COMCOM2289031001,660154,430SH DFND1154,43000
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CSG SYS INTL INC COMCOM12634910965214,455SH DFND1 214,45500
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CSRA INCCOM12650T10435,7051,329,130SH DFND11,329,095035
CSRA INCCOM12650T104823,070SH DFND1 23,07000
CSS INDS INC COMCOM1259061072478,876SH DFND1 28,87600
CSS INDS INC COMCOM1259061071,65259,152SH DFND159,15200
CST BRANDS INCCOM12646R10517,601459,677SH DFND1459,67700
CSW INDUSTRIALS INC W/ICOM1264021063,02596,042SH DFND196,04200
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CTI BIOPHARMA CORPCOM12648L1067021,321,080SH DFND11,321,08000
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1008,597194,918SH DFND1194,91800
CTS CORP COMCOM1265011053,330211,588SH DFND1211,58800
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CULLEN FROST BANKERS INC COMCOM22989910918,587337,276SH DFND1337,27600
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CUMMINS INC COMCOM231021106163,5731,490,520SH DFND11,487,40303,117
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CURIS INC COMCOM2312691011,243772,054SH DFND1772,05400
CURTISS WRIGHT CORP COMCOM23156110127,108358,244SH DFND1358,24400
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CVB FINL CORP COMCOM12660010512,040689,977SH DFND1689,97700
CVENT INCCOM23247G1093,265152,616SH DFND1152,61600
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CYBER-ARK SOFTWARE LTD/ISRAELSHSM2682V10855513,026SH DFND113,02600
CYBEROPTICS CORP COMCOM23251710220221,701SH DFND121,70100
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L3063386,456SH DFND186,45600
CYNOSOSURE INC-CLASS ACL A2325772056,843155,107SH DFND1155,10700
CYPRESS SEMICONDUCTOR CORP COMCOM23280610918,5362,140,486SH DFND12,137,74202,744
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CYS INVESTMENTS INCCOM12673A1087,843963,545SH DFND1957,89505,650
CYTOKINETICS INC COMCOM NEW23282W6051,965278,830SH DFND1278,83000
CYTOMX THERAPEUTICS INCCOM23284F10588068,254SH DFND168,25400
CYTORI THERAPEUTICS INCCOM23283K105193905,990SH DFND1905,99000
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CYTRX CORP COM NEWCOM PAR $.001232828509942351,694SH DFND1351,69400
D R HORTON INC COMCOM23331A10982,8712,746,802SH DFND12,745,48701,315
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DAKOTA PLAINS HOLDINGS INCCOM23425510750555,860SH DFND1555,86000
DAKTRONICS INC COMCOM2342641092,129269,600SH DFND1269,60000
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DANAHER CORP DEL COMCOM235851102461,3934,873,827SH DFND14,867,26506,562
DARDEN RESTAURANTS INC COMCOM23719410530466SH DFND1 246600
DARDEN RESTAURANTS INC COMCOM23719410568,9471,041,811SH DFND11,039,49502,316
DARLING INTL INC COMCOM23726610119414,788SH DFND1 214,78800
DARLING INTL INC COMCOM23726610114,6871,115,253SH DFND11,115,25300
DATALINK CORP COMCOM2379341045600SH DFND1 260000
DATALINK CORP COMCOM2379341041,201131,491SH DFND1131,49100
DATAWATCH CORP COM NEWCOM NEW23791720821543,467SH DFND143,46700
DAVE & BUSTER'S ENTERTAINMENTCOM2383371097,124183,708SH DFND1183,70800
DAVE & BUSTER'S ENTERTAINMENTCOM238337109521,346SH DFND1 21,34600
DAVIDSTEA INCCOM23866110212110,027SH DFND110,02700
DAVITA INC COMCOM23918K108103,8401,417,807SH DFND11,414,11403,693
DAWSON GEOPHYSICAL COCOM239360100473103,661SH DFND1103,66100
DBV TECHNOLOGIES SA SPON ADRSPONSORED ADR23306J1013009,237SH DFND19,23700
DCT INDUSTRIAL TRUST INCCOM NEW23315320427,670701,049SH DFND1701,04900
DEAN FOODS CO NEW COMCOM NEW24237020324614,206SH DFND1 214,20600
DEAN FOODS CO NEW COMCOM NEW24237020312,216705,320SH DFND1705,32000
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DEERE & CO COMCOM24419910526348SH DFND1 234800
DEERE & CO COMCOM244199105183,1382,383,684SH DFND12,379,35204,332
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DELEK US HOLDINGS INCCOM2466471015,441357,031SH DFND1356,8740157
DELPHI AUTOMOTIVE PLCSHSG27823106183,5392,451,102SH DFND12,448,96002,142
DELTA AIR LINES INCCOM NEW247361702296,2666,096,839SH DFND16,093,00803,831
DELTA AIR LINES INCCOM NEW2473617021723,547SH DFND1 23,54700
DELTA APPAREL INC COMCOM24736810336419,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810655423,959SH DFND123,95900
DELTIC TIMBER CORP COMCOM2478501004,53775,443SH DFND175,44300
DELUXE CORP COMCOM24801910129,329469,346SH DFND1469,34600
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DEMANDWARE INCCOM24802Y1058,505217,544SH DFND1217,54400
DENBURY RES INC COM NEWCOM NEW2479162084,8702,193,889SH DFND12,186,14207,747
DENNY'S CORPORATION COMCOM24869P1045,806560,456SH DFND1560,45600
DENTSPLY INTL INC NEW COMCOM24906P109125,3892,038,189SH DFND12,035,76402,425
DEPOMED INCCOM2499081045,774414,513SH DFND1414,51300
DERMA SCIENCES INCCOM PAR $.01249827502394127,210SH DFND1127,21000
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DERMIRA INCCOM24983L1042,552123,424SH DFND1123,42400
DESCARTES SYSTEMS GROUP INCCOM24990610863932,839SH DFND132,83900
DESTINATION MATERNITY CORPCOM25065D10052777,094SH DFND177,09400
DESTINATION XL GROUP INCCOM25065K1041,443279,181SH DFND1279,18100
DETERMINE INCCOM25066010713674,013SH DFND174,01300
DEUTSCHE BANK AG -REGNAMEN AKTD18190898271,600SH DFND1001,600
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DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10241,8182,350,671SH DFND12,350,67100
DEVON ENERGY CORP NEW COMCOM25179M103109,9754,016,066SH DFND14,009,12606,940
DEVRY INC DEL COMCOM25189310318110,529SH DFND1 210,52900
DEVRY INC DEL COMCOM2518931036,377369,285SH DFND1369,28500
DEXCOM INCCOM25213110735,581523,958SH DFND1523,921037
DHI GROUP INCCOM23331S1002,210273,874SH DFND1273,87400
DHT 4 1/2 10/01/19DEBT 4.500%10/023335SAB28,3148,500,000PRN DFND1 28,500,00000
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DHT HOLDINGS INCSHS NEWY2065G1211,353234,899SH DFND1 2234,89900
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2058868,215SH DFND13,66904,546
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2074,55225,667SH DFND125,66700
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R207113640SH DFND1 264000
DIAMOND OFFSHORE DRILLING I COMCOM25271C10211,434527,025SH DFND1527,02500
DIAMOND OFFSHORE DRILLING I COMCOM25271C102522,434SH DFND1 22,43400
DIAMOND RESORTS INTERNATIONAL INCCOM25272T1048,527350,916SH DFND1350,91600
DIAMONDBACK ENERGY INCCOM25278X10935,981466,203SH DFND1466,159044
DIAMONDROCK HOSPITALITY COCOM25278430115,9561,576,686SH DFND11,576,68600
DIANA CONTAINERSHIPS INCCOMY2069P1011119,512SH DFND119,51200
DICERNA PHARMACEUTICALS INCCOM253031108544101,528SH DFND1101,52800
DICK'S SPORTING GOODS INCCOM25339310227,505588,709SH DFND1588,4410268
DIEBOLD INC COMCOM25365110311,975414,237SH DFND1414,0370200
DIGI INTL INC COMCOM25379810235837,993SH DFND1 237,99300
DIGI INTL INC COMCOM2537981022,010213,170SH DFND1213,17000
DIGIMARC CORP COMCOM25381B1011,78959,044SH DFND159,04400
DIGIRAD CORP COMCOM25382710929559,552SH DFND159,55200
DIGITAL ALLY INCCOM NEW25382P2089018,324SH DFND118,32400
DIGITAL REALTY TRUST INCCOM25386810397,7821,105,497SH DFND11,104,8970600
DIGITAL REALTY TRUST INC S-I 6.356.35% PFD CUM CV2538688631,67064,763SH DFND164,76300
DIGITAL TURBINE INCCOM NEW25400W102306257,594SH DFND1257,59400
DIGITALGLOBE INCCOM NEW25389M877181,079SH DFND1 21,07900
DIGITALGLOBE INCCOM NEW25389M8777,243418,679SH DFND1418,67900
DILLARDS INC CL ACL A25406710112,037141,764SH DFND1141,2550509
DILLARDS INC CL ACL A25406710167795SH DFND1 279500
DIME CMNTY BANCSHARES COMCOM2539221085,565315,866SH DFND1315,86600
DIMENSION THERAPEUTICS INCCOM25433V10546259,064SH DFND159,06400
DINEEQUITY INCCOM25442310610,532112,732SH DFND1112,73200
DIODES INC COMCOM2545431015,481272,717SH DFND1272,71700
DIPEXIUM PHARMACEUTICALS INCCOM25456J10431533,170SH DFND133,17000
DIPLOMAT PHARMACY INCCOM25456K1016,110223,011SH DFND1223,01100
DISCOVER FINANCIAL SVCS INCCOM254709108183,0503,601,690SH DFND13,592,55809,132
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30262,9462,335,778SH DFND12,334,63601,142
DISCOVERY COMMUNICATIONS-CCOM SER C25470F3029344SH DFND1 234400
DISCOVERY HOLDING CO-ACOM SER A25470F104010SH DFND1 21000
DISCOVERY HOLDING CO-ACOM SER A25470F10442,0451,470,602SH DFND11,466,55204,050
DISCOVERY LABORATORIES INC COMCOM PAR2546685028954,531SH DFND154,53100
DISH NETWORK CORPCL A25470M10963,1681,366,246SH DFND11,364,55701,689
DISH NETWORK CORPCL A25470M1091,26427,341SH DFND1 227,34100
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,221,82312,328,050SH DFND112,305,414022,636
DIVERSICARE HEALTHCARE SERVICESCOM25510410111713,755SH DFND113,75500
DIVERSIFIED REAL ASST INC FDCOM SHS25533B1082,616165,571PRN DFND1 2165,57100
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M1058544,368SH DFND144,36800
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,299206,093PRN DFND1 2206,09300
DIXIE GROUP INC CL ACL A25551910029069,045SH DFND169,04500
DOCTOR REDDY'S LAB-ADRADR2561352031,54434,761SH DFND134,2300531
DOCUMENT SECURITY SYSTEMSCOM25614T10118101,604SH DFND1101,60400
DOLBY LABORATORIES INC-CL ACOM25659T10716,111370,711SH DFND1370,664047
DOLLAR GEN CORP COMCOM256677105219,4542,568,503SH DFND12,565,54802,955
DOLLAR TREE INC COMCOM256746108162,2841,971,839SH DFND11,969,48502,354
DOMINION DIAMOND CORPCOM25728710252447,280SH DFND1 247,28000
DOMINION RES INC VA NEW COMCOM25746U109360,6454,810,737SH DFND14,804,04806,689
DOMINO'S PIZZA INCCOM25754A20140,012303,449SH DFND1303,2360213
DOMTAR INC COMCOM NEW25755920317,277426,617SH DFND1425,43401,183
DONALDSON INC COMCOM25765110924,175757,628SH DFND1757,602026
DONEGAL GROUP INC-CL ACL A25770120180856,219SH DFND156,21900
DONNELLEY R R & SONS CO COMCOM25786710122,0621,345,248SH DFND11,336,30808,940
DORCHESTER MINERALS LPCOM UNIT25820R10516814,796SH DFND114,79600
DORIAN LPG LTDSHS USDY2106R11025326,921SH DFND126,92100
DORMAN PRODUCTS INCCOM25827810011,424209,927SH DFND1209,92700
DOUBLE EAGLE ACQUISITION CORUNIT 99/99/9999G281951081,249124,900SH DFND1 2124,90000
DOUGLAS DYNAMICS INCCOM25960R1053,293143,750SH DFND1141,95701,793
DOUGLAS EMMETT INCCOM25960P10933,0821,098,714SH DFND11,098,2850429
DOVER CORP COMCOM26000310881,5261,269,848SH DFND11,266,34303,505
DOVER DOWNS GAMING & ENTMT COMCOM2600951043230,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741077432,679SH DFND132,67900
DOW CHEM CO COMCOM260543103486,7309,588,374SH DFND19,571,378016,996
DR PEPPER SNAPPLE GROUP INCCOM26138E10926300SH DFND1 230000
DR PEPPER SNAPPLE GROUP INCCOM26138E109151,6561,699,058SH DFND11,696,16402,894
DRAFTDAY FANTASY SPORTS INCCOM NEW26142710826110,929SH DFND1110,92900
DREAMWORKS ANIMATION SKG-ACL A26153C10312,468499,720SH DFND1499,72000
DREW INDS INC COM NEWCOM NEW26168L20510,440161,969SH DFND1161,96900
DRIL-QUIP INC COMCOM26203710435,398584,516SH DFND1584,505011
DRIL-QUIP INC COMCOM2620371045929,783SH DFND1 29,78300
DRYSHIPS INCCOM NEWY2109Q1272410,382SH DFND110,38200
DS HEALTHCARE GROUPCOM23336Q1094052,113SH DFND152,11300
DSP GROUP INC COMCOM23332B1061,385151,888SH DFND1151,88800
DST SYS INC DEL COMCOM23332610727,854247,001SH DFND1246,2190782
DSW INC-CLASS ACL A23334L10217,696640,247SH DFND1640,1390108
DTE ENERGY CO COMCOM233331107133,2241,472,427SH DFND11,465,54306,884
DTS INCCOM23335C1012,546116,925SH DFND1116,92500
DU PONT E I DE NEMOURS & CO COMCOM2635341092,21635,000SH DFND1 235,00000
DU PONT E I DE NEMOURS & CO COMCOM263534109455,1267,202,054SH DFND17,192,40209,652
DUCOMMUN INC DEL COMCOM2641471091,06169,593SH DFND169,59300
DUKE ENERGY CORP COMCOM NEW26441C204472,6525,869,684SH DFND15,862,31507,369
DUKE REALTY CORP COM NEWCOM NEW26441150559,9162,659,235SH DFND12,658,7640471
DULUTH HOLDINGS INCCOM CL B26443V1011,33168,327SH DFND168,32700
DUN & BRADSTREET CORP DEL N COMCOM26483E10031,419305,387SH DFND1305,314073
DUNKIN' BRANDS GROUP INCCOM26550410027,443581,804SH DFND1581,772032
DUPONT FABROS TECHNOLOGY INCCOM26613Q10623,337575,804SH DFND1575,5480256
DURBAN ROODEPORT DEEP-SP ADRSPON ADR REPSTG26152H3019624,275SH DFND1 224,27500
DURECT CORP COMCOM266605104948702,914SH DFND1702,91400
DXP ENTERPRISES INCCOM NEW2333774071,60091,134SH DFND191,13400
DXP ENTERPRISES INCCOM NEW233377407512,927SH DFND1 22,92700
DYCOM INDS INC COMCOM26747510136561SH DFND1 256100
DYCOM INDS INC COMCOM26747510113,566209,786SH DFND1209,78600
DYNAMIC MATERIALS CORPCOM26788810549175,810SH DFND175,81000
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582014,928256,150SH DFND1256,15000
DYNEGY INCCOM26817R10810,375722,036SH DFND1722,03600
DYNEX CAPITAL INCCOM NEW26817Q5062,500376,072SH DFND1361,742014,330
E M C CORP MASS COMCOM2686481023,731140,000SH DFND1 2140,00000
E M C CORP MASS COMCOM268648102428,22416,100,401SH DFND116,082,646017,755
E*TRADE FINANCIAL CORPCOM NEW26924640161,1882,503,264SH DFND12,500,59002,674
EAGLE BANCORP INCCOM26894810610,080210,004SH DFND1210,00400
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A1271336,374SH DFND136,37400
EAGLE MATERIALS INCCOM26969P10821,778310,633SH DFND1310,620013
EAGLE PHARMACEUTICALS INCCOM2697961082,68666,326SH DFND166,32600
EAGLE PHARMACEUTICALS INCCOM269796108852,107SH DFND1 22,10700
EARTHLINK INC COMCOM27033X1014,897863,745SH DFND1856,29507,450
EARTHLINK INC COMCOM27033X10130553,850SH DFND1 253,85000
EAST WEST BANCORP INC COMCOM27579R10431,353965,303SH DFND1965,1860117
EAST WEST BANCORP INC COMCOM27579R104922,856SH DFND1 22,85600
EASTERLY GOVERNMENT PROPERTYCOM27616P1032,149116,057SH DFND1116,05700
EASTERN COMPANY (THE)COM27631710438323,378SH DFND123,37800
EASTERN VA BANKSHARES INC COMCOM27719610111917,915SH DFND117,91500
EASTGROUP PPTY INC COMCOM27727610115,553257,634SH DFND1257,63400
EASTMAN CHEM CO COMCOM27743210091,5451,269,863SH DFND11,268,84201,021
EASTMAN KODAK COCOM NEW2774614062,452226,044SH DFND1226,04400
EATON CORP PLCSHSG29183103238,4663,819,359SH DFND13,812,83306,526
EATON VANCE CORP COM NON VTGCOM NON VTG27826510325,534762,095SH DFND1761,7120383
EBAY INC COMCOM278642103229,7439,646,610SH DFND19,634,009012,601
EBAY INC COMCOM27864210346319,441SH DFND1 219,44100
EBIX INCCOM NEW2787152067,354180,308SH DFND1180,30800
ECHELON CORP COMCOM NEW27874N3038314,804SH DFND114,80400
ECHO GLOBAL LOGISTICS INCCOM27875T1014,956182,486SH DFND1182,48600
ECHO THERAPEUTICS INCCOM NEW27876L2067052,333SH DFND152,33300
ECHOSTAR CORPCL A27876810613,584306,720SH DFND1306,626094
ECLIPSE RESOURCES CORPCOM27890G100438304,246SH DFND1304,24600
ECO-STIM ENERGY SOLUTIONS INCCOM27888D10111645,860SH DFND145,86000
ECOLAB INC COMCOM278865100229,1302,058,986SH DFND12,058,7020284
ECOLOGY INCCOM91732J1026,587149,168SH DFND1149,16800
ECPG 2 7/8 03/15/21NOTE 2.875% 3/1292554AH5216315,000PRN DFND1 2315,00000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF93,4294,450,000PRN DFND1 24,450,00000
ECPG 3 11/27/17NOTE 3.000%11/2292554AD46,7236,800,000PRN DFND1 26,800,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075313,214SH DFND113,21400
EDGE THERAPEUTICS INCCOM27987010961066,744SH DFND166,74400
EDGEWATER TECHNOLOGY INC COMCOM28035810225332,548SH DFND132,54800
EDGEWELL PERSONAL CARECOM28035Q10280510,000SH DFND1 210,00000
EDGEWELL PERSONAL CARECOM28035Q10230,137374,467SH DFND1374,410057
EDISON INTL COMCOM281020107192,5642,683,945SH DFND12,678,83505,110
EDITAS MEDICINE INCCOM28106W1031,96256,809SH DFND156,80900
EDUCATION REALTY TRUST INCCOM NEW28140H20320,895502,292SH DFND1502,29200
EDUCATIONAL DEVELOPMENT CORPCOM28147910529721,194SH DFND121,19400
EDWARDS LIFESCIENCES CORP COMCOM28176E108166,1681,887,308SH DFND11,885,48201,826
EGAIN COMMUNICATIONS COMCOM NEW28225C80623365,700SH DFND165,70000
EGALET CORPORATIONCOM28226B10440759,330SH DFND159,33000
EHEALTH INCCOM28238P109838,928SH DFND1 28,92800
EHEALTH INCCOM28238P1091,164123,964SH DFND1123,96400
EL PASO ELEC CO COM NEWCOM NEW28367785412,877280,687SH DFND1280,68700
EL PASO ELEC CO COM NEWCOM NEW28367785428618SH DFND1 261800
EL POLLO LOCO HOLDINGS INCCOM2686031072,131159,756SH DFND1159,75600
ELBIT SYSTEMS LTDORDM3760D1011,64017,488SH DFND117,48800
ELDORADO GOLD CORPCOM28490210315248,587SH DFND1 248,58700
ELDORADO GOLD CORPCOM2849021032944SH DFND11940750
ELDORADO RESORTS INCCOM28470R1022,073181,221SH DFND1181,22100
ELECTRO RENT CORP COMCOM2852181031,175126,898SH DFND1126,89800
ELECTRO SCIENTIFIC INDS COMCOM2852291001,090152,587SH DFND1152,58700
ELECTROMED INCCOM2854091087618,483SH DFND118,48300
ELECTRONIC ARTS INC COMCOM285512109183,4712,780,329SH DFND12,776,29204,037
ELECTRONICS FOR IMAGING INC COMCOM28608210213,883327,513SH DFND1327,51300
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205189861,207SH DFND1861,20700
ELEVEN BIOTHERAPEUTICS INCCOM2862211061446,637SH DFND146,63700
ELIZABETH ARDEN INC COMCOM28660G1061,413172,530SH DFND1172,53000
ELLIE MAE INCCOM28849P10017,291190,773SH DFND1190,77300
ELLIE MAE INCCOM28849P10059655SH DFND1 265500
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810743136,073SH DFND136,07300
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810718815,756SH DFND1 215,75600
ELLIS PERRY INTL INC COMCOM2888531041,51282,133SH DFND182,13300
ELLSWORTH GROWTH AND INCOME FUCOM28907410612316,272PRN DFND1 216,27200
EMAGIN CORP COMCOM NEW29076N20611765,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641091,64063,971SH DFND163,97100
EMCOR GROUP INC COMCOM29084Q10019,950410,494SH DFND1410,49400
EMCORE CORP COMCOM NEW29084620311222,413SH DFND1 222,41300
EMCORE CORP COMCOM NEW290846203808161,783SH DFND1161,78300
EMERGENT BIOSOLUTIONSCOM29089Q1057,888217,017SH DFND1216,8310186
EMERGENT CAPITAL INCCOM29102N105476118,477SH DFND1118,47700
EMERSON ELEC CO COMCOM291011104299,9725,526,822SH DFND15,516,003010,819
EMERSON RADIO CORPCOM NEW2910872034048,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A29152510367115,249SH DFND1115,24900
EMPIRE DIST ELEC CO COMCOM29164110810,607320,960SH DFND1320,96000
EMPIRE RESORTS INCCOM PAR $0 0129205230528020,578SH DFND120,57800
EMPIRE TRUST REALTY TRUSTCL A29210410612,455710,523SH DFND1710,52300
EMPLOYERS HOLDINGS INCCOM2922181047,797277,110SH DFND1277,11000
EMPRESAS ICA SAB DE CVSPONS ADR NEW2924482060861SH DFND100861
EMPRESAS ICA SAB DE CVSPONS ADR NEW2924482061313,641SH DFND1 213,64100
ENANTA PHARMACEUTICALS INCCOM29251M10639913,600SH DFND1 213,60000
ENANTA PHARMACEUTICALS INCCOM29251M1063,428116,718SH DFND1116,71800
ENCORE CAPITAL GROUP INCCOM2925541024,074158,305SH DFND1158,30500
ENCORE WIRE CORP COMCOM2925621055,579143,313SH DFND1143,31300
ENDEAVOUR SILVER CORPCOM29258Y1033614,779SH DFND1 214,77900
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106632,264SH DFND1 22,26400
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110649,3591,756,903SH DFND11,754,13102,772
ENDOCHOICE HOLDINGS INCCOM29272U10320940,265SH DFND140,26500
ENDOCYTE INCCOM29269A102761245,677SH DFND1245,67700
ENDOLOGIX INCCOM29266S1064,039483,205SH DFND1483,20500
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1054,807456,565SH DFND1456,56500
ENDURANCE SPECIALTY HOLDINGSSHSG303971062163,311SH DFND1 23,31100
ENDURANCE SPECIALTY HOLDINGSSHSG3039710627,831425,953SH DFND1425,95300
ENERGEN CORP COMCOM29265N10821,886598,154SH DFND1597,9440210
ENERGIZER HOLDINGS INCCOM29272W10915,561384,140SH DFND1384,111029
ENERGOUS CORPCOM29272C10384683,818SH DFND183,81800
ENERGY FOCUS, INC.COM NEW29268T30032944,373SH DFND144,37300
ENERGY FUELS INCCOM NEW29267170812556,417SH DFND156,41700
ENERGY RECOVERY INC-REDHCOM29270J1002,534245,143SH DFND1245,14300
ENERGY RECOVERY INC-REDHCOM29270J100393,860SH DFND1 23,86000
ENERGY TRANSFER EQUITY -REDHCOM UT LTD PTN29273V10055577,961SH DFND1 277,96100
ENERGY XXI (BERMUDA)USD UNRS SHSG10082140393631,435SH DFND1631,43500
ENERNOC INC -REDHCOM2927641071,386185,352SH DFND1185,35200
ENERSYS INC COMCOM29275Y10216,152289,894SH DFND1289,89400
ENGILITY HOLDINGS INCCOM29286C1072,142114,220SH DFND1114,22000
ENGLOBAL CORPCOM2933061066260,208SH DFND160,20800
ENI S P A SPONSORED ADRSPONSORED ADR26874R10843114,283SH DFND18,17806,105
ENNIS BUSINESS FORMS INC COMCOM29338910294348,276SH DFND1 248,27600
ENNIS BUSINESS FORMS INC COMCOM2933891024,039206,647SH DFND1203,88402,763
ENOVA INTERNATIONALCOM29357K1031,815287,681SH DFND1287,68100
ENPHASE ENERGY INCCOM29355A107434186,624SH DFND1186,62400
ENPRO INDS INC COMCOM29355X1078,423146,041SH DFND1146,04100
ENSCO INTL INC COMSHS CLASS AG3157S10614,8821,435,126SH DFND11,433,18701,939
ENSERVCO CORPCOM29358Y1024577,749SH DFND177,74900
ENSIGN GROUP INC-REDHCOM29358P1017,863347,320SH DFND1347,32000
ENSTAR GROUP LTDSHSG3075P10113,47782,898SH DFND182,89800
ENSYNC INCCOM29359T10232116,581SH DFND1116,58100
ENTEGRIS INC COMCOM29362U10413,238971,993SH DFND1971,99300
ENTELLUS MEDICAL INCCOM29363K10575741,648SH DFND141,64800
ENTERCOM COMMUNICATIONS COR CL ACL A2936391001,550146,574SH DFND1146,57400
ENTERGY CORP NEW COMCOM29364G103132,0071,668,003SH DFND11,661,58406,419
ENTEROMEDICS INC-REDHCOM PAR 0.0129365M3072526,170SH DFND126,17000
ENTERPRISE BANCORP INC/MACOM29366810990334,445SH DFND134,44500
ENTERPRISE FINANCIAL SERVICECOM2937121053,626134,117SH DFND1134,11700
ENTERTAINMENT GAMING ASIA INCCOM PAR29383V3052412,537SH DFND112,53700
ENTRAVISION COMMUNICATIONS CL ACL A29382R1072,815378,465SH DFND1378,46500
ENVESTNET INCCOM29404K1066,526239,933SH DFND1239,93300
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10322,7071,113,709SH DFND11,113,2050504
ENVISION HEALTHCARE HOLDINGS INCCOM29413U103271,337SH DFND1 21,33700
ENZO BIOCHEM INC COMCOM294100102798175,536SH DFND1175,53600
ENZO BIOCHEM INC COMCOM294100102245,309SH DFND1 25,30900
ENZON PHARMACEUTICALS INCCOM29390410893198,099SH DFND1198,09900
ENZYMOTEC LTDSHSM4059L10111412,640SH DFND112,64000
EOG RES INC COMCOM26875P101317,8244,387,988SH DFND14,383,69904,289
EP ENERGY CORP-CL ACL A268785102997220,678SH DFND1220,4690209
EPAM SYSTEMS INCCOM29414B10420,831278,987SH DFND1278,98700
EPIQ SYS INC COMCOM26882D1093,296219,475SH DFND1219,47500
EPIRUS BIOPHARMACEUTICALS INCCOM29428P10722282,821SH DFND182,82100
EPIZYME INCCOM29428V1043,301272,389SH DFND1272,38900
EPLUS INC COMCOM2942681073,69545,906SH DFND145,90600
EPR PROPERTIESCOM SH BEN INT26884U10926,463397,236SH DFND1397,23600
EPR PROPERTIES S-C 5 3/4PFD C CNV 5.75%26884U20811,386438,600PRN DFND1 2438,60000
EQT CORPCOM26884L109103,0641,534,925SH DFND11,533,48501,440
EQUIFAX INC COMCOM294429105113,959999,071SH DFND1998,8450226
EQUINIX INCCOM PAR $0.00129444U700188,919572,385SH DFND1571,5270858
EQUITY COMMONWEALTH REITCOM SH BEN INT29462810228,4641,008,657SH DFND11,008,639018
EQUITY COMMONWEALTH S-E 7 1/4CUM PFD E 7.25%2946284093,008118,365SH DFND1118,36500
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10850,156689,621SH DFND1689,570051
EQUITY ONE COMCOM29475210021,244741,245SH DFND1741,24500
EQUITY RESIDENTIALSH BEN INT29476L107265,1923,540,484SH DFND13,538,01902,465
EQUITY RESIDENTIALSH BEN INT29476L10729388SH DFND1 238800
ERA GROUP INCCOM26885G1093343SH DFND1 234300
ERA GROUP INCCOM26885G1091,191127,033SH DFND1127,03300
ERBA DIAGNOSTICS INCCOM29490B1015554,497SH DFND154,49700
ERICKSON INCCOM29482P1006036,646SH DFND136,64600
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,481147,751SH DFND1139,17708,574
ERIE INDTY CO CL ACL A29530P10216,161173,794SH DFND1173,2240570
ERIN ENERGY CORPCOM2956251072111,499SH DFND111,49900
EROS INTERNATIONAL PLCSHS NEWG3788M11434129,695SH DFND129,4160279
ESCALADE INC COMCOM29605610468358,058SH DFND158,05800
ESCO TECHNOLOGIES INC COMCOM2963151046,920177,540SH DFND1177,54000
ESPERION THERAPEUTICS INCCOM29664W1051,815107,392SH DFND1107,39200
ESSA BANCORP INC -REDHCOM29667D10458443,292SH DFND143,29200
ESSENDANT INCCOM2966891028,043251,904SH DFND1251,90400
ESSENT GROUP LTDCOMG3198U10211,156536,350SH DFND1536,35000
ESSEX PPTY TR INC COMCOM297178105152,275652,211SH DFND1651,2250986
ESTERLINE TECHNOLOGIES CORP COMCOM2974251001241,936SH DFND1 21,93600
ESTERLINE TECHNOLOGIES CORP COMCOM29742510012,312192,176SH DFND1192,17600
ETHAN ALLEN INTERIORS INC COMCOM2976021046,697210,483SH DFND1210,48300
ETHAN ALLEN INTERIORS INC COMCOM2976021042869,016SH DFND1 29,01600
ETSY INCCOM29786A1061,477169,884SH DFND1169,88400
EURONET WORLDWIDE INC COMCOM29873610925,547344,720SH DFND1344,72000
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1072915,434SH DFND115,43400
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V1072211,448SH DFND1 211,44800
EVERBANK FINANCIAL CORPCOM29977G1029,068600,992SH DFND1600,99200
EVERCORE PARTNERS INCCLASS A29977A10513,078252,730SH DFND1252,73000
EVERCORE PARTNERS INCCLASS A29977A10533638SH DFND1 263800
EVEREST RE GROUP LTD COMCOMG3223R10857,212289,941SH DFND1289,894047
EVERI HOLDINGS INCCOM30034T103928405,573SH DFND1405,57300
EVERSOURCE ENERGYCOM30040W108152,6542,621,823SH DFND12,619,17702,646
EVERTEC INCCOM30040P10341829,964SH DFND1 229,96400
EVERTEC INCCOM30040P1036,128438,365SH DFND1438,36500
EVERYDAY HEALTH INCCOM300415106786140,505SH DFND1140,50500
EVERYDAY HEALTH INCCOM300415106295,324SH DFND1 25,32400
EVINE LIVE INCCL A300487105416356,364SH DFND1356,36400
EVOKE PHARMA INCCOM30049G1048015,864SH DFND115,86400
EVOLENT HEALTH INCCL A30050B10179275,085SH DFND175,08500
EVOLUTION PETROLEUM CORPCOM30049A107750154,483SH DFND1154,48300
EVOLVING SYS INC COMCOM NEW30049R20920836,353SH DFND136,35300
EXACT SCIENCES CORP COMCOM30063P1054,371648,520SH DFND1648,52000
EXACTECH INCCOM30064E1091406,925SH DFND1 26,92500
EXACTECH INCCOM30064E1092,037100,584SH DFND1100,58400
EXAMWORKS GROUP INCCOM30066A1057,601257,154SH DFND1257,15400
EXAR CORP COMCOM3006451081,658288,417SH DFND1288,41700
EXCO RESOURCES INCCOM2692794021,1061,118,378SH DFND11,116,76501,613
EXELIXIS INC COMCOM30161Q1046,1161,529,148SH DFND11,529,14800
EXELON CORP COMCOM30161N101291,7618,151,213SH DFND18,142,05909,154
EXLSERVICE HOLDINGS INCCOM30208110413,343257,591SH DFND1257,59100
EXONE CO/THECOM30210410495172,446SH DFND172,44600
EXPEDIA INCCOM NEW30212P303106,825992,731SH DFND1991,28701,444
EXPEDITORS INTL WASH INC COMCOM30213010981,4811,672,325SH DFND11,672,1640161
EXPONENT INCCOM30214U1029,432184,919SH DFND1184,91900
EXPRESS INCCOM30219E10380837,752SH DFND1 237,75200
EXPRESS INCCOM30219E10315,202710,051SH DFND1710,05100
EXPRESS SCRP INC COMCOM30219G1083445,011SH DFND1 25,01100
EXPRESS SCRP INC COMCOM30219G108395,2425,765,025SH DFND15,758,71706,308
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P200161,023SH DFND1 21,02300
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P2006,661408,687SH DFND1408,67809
EXTERRAN CORPCOM30227H1063,853249,257SH DFND1249,25700
EXTRA SPACE STORAGE INCCOM30225T102119,9111,285,084SH DFND11,283,62401,460
EXTRA SPACE STORAGE INCCOM30225T10221233SH DFND1 223300
EXTREME NETWORKS INC COMCOM30226D10651,684SH DFND1 21,68400
EXTREME NETWORKS INC COMCOM30226D1062,252724,364SH DFND1724,36400
EXXON MOBIL CORP COMCOM30231G1022,950,06535,360,347SH DFND135,315,460044,887
EZCORP INC-CL ACL A NON VTG302301106996335,462SH DFND1335,46200
F M C CORP COM NEWCOM NEW30249130343,5711,081,505SH DFND11,079,24602,259
F5 NETWORKS INC COMCOM31561610270,372665,984SH DFND1665,8470137
FABRINETSHSG3323L1006,559202,782SH DFND1202,78200
FACEBOOK INC -ACL A30303M1022,210,46419,410,677SH DFND119,384,666026,011
FACTSET RESH SYS INC COMCOM30307510540,611268,011SH DFND1267,3800631
FAIR ISAAC INCCOM30325010421,457202,253SH DFND1202,25300
FAIRCHILD SEMICONDUCTOR INT CL ACOM30372610352026,000SH DFND1 226,00000
FAIRCHILD SEMICONDUCTOR INT CL ACOM30372610315,771788,597SH DFND1788,59700
FAIRMOUNT SANTROL HOLDINGS INCCOM30555Q1081,046416,889SH DFND1416,88900
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603022,333156,805SH DFND1156,80500
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D10948139,952SH DFND1139,95200
FALCONSTOR SOFTWARE INC COMCOM306137100199149,123SH DFND1149,12300
FAMOUS DAVES AMER INC COMCOM30706810618530,474SH DFND130,47400
FARMER BROS CO COMCOM3076751081,44851,974SH DFND151,97400
FARMERS CAP BK CORP COMCOM3095621061,27348,205SH DFND148,20500
FARMERS NATL BANC CORPCOM30962710775885,145SH DFND185,14500
FARMLAND PARTNERS INCCOM31154R10946943,759SH DFND143,75900
FARO TECHNOLOGIES INCCOM311642102158SH DFND1 25800
FARO TECHNOLOGIES INCCOM3116421023,730115,806SH DFND1115,80600
FASTENAL CO COMCOM311900104124,7922,551,508SH DFND12,548,46803,040
FATE THERAPEUTICS INCCOM31189P102194108,029SH DFND1108,02900
FBL FINL GROUP INC CL ACL A30239F1064,27069,411SH DFND168,6660745
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40073240,479SH DFND140,47900
FCB FINANCIAL HOLDINGS-CL ACL A30255G1032,94288,467SH DFND188,46700
FEDERAL AGRIC MTG CORP CL CCL C3131483062,54467,446SH DFND167,44600
FEDERAL MOGUL CORPCOM3135494042,903293,892SH DFND1293,89200
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW313747206109,626703,660SH DFND1703,2860374
FEDERAL SIGNAL CORP COMCOM313855108231,791SH DFND1 21,79100
FEDERAL SIGNAL CORP COMCOM3138551085,979450,974SH DFND1450,97400
FEDERATED INVS INC PA CL BCL B314211103411,455SH DFND1 21,45500
FEDERATED INVS INC PA CL BCL B31421110317,000589,264SH DFND1588,7510513
FEDERATED NATIONAL HOLDING COCOM31422T1014,598233,909SH DFND1233,90900
FEDERATED NATIONAL HOLDING COCOM31422T10131716,165SH DFND1 216,16500
FEDEX CORP COMCOM31428X106351,6992,165,629SH DFND12,164,9340695
FEI CO COMCOM30241L10932370SH DFND1 237000
FEI CO COMCOM30241L10924,942280,218SH DFND1280,21800
FELCOR LODGING TR INC COMCOM31430F1018,8121,085,225SH DFND11,085,22500
FEMALE HEALTH COMPANY COMCOM31446210217493,256SH DFND193,25600
FENIX PARTS INCCOM31446L10038583,793SH DFND183,79300
FERRO CORP COMCOM3154051006,198522,160SH DFND1522,16000
FERROGLOBE PLCSHSG3385610887499,292SH DFND199,29200
FIAT CHRYSLER AUTOMOBILES NVSHSN31738102364,570SH DFND1004,570
FIAT CHRYSLER AUTOMOBILES NVSHSN31738102556,892SH DFND1 26,89200
FIBROCELL SCIENCE INCCOM NEW315721209520208,175SH DFND1208,17500
FIBROGEN INCCOM31572Q8088,001375,845SH DFND1375,84500
FIDELITY & GUARANTY LIFECOM3157851052,08079,293SH DFND179,29300
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106144,3042,283,880SH DFND12,280,88902,991
FIDELITY NATL CORP GA COMCOM3163941052,674166,752SH DFND1166,75200
FIESTA RESTAURANT GROUP - W/ICOM31660B1016,016183,549SH DFND1183,54900
FIFTH STREET ASSET MANAGEMENTCL A COM31679P10911738,373SH DFND137,31501,058
FIFTH STREET FINANCE CORPCOM31678A10312625,178SH DFND1 225,17800
FIFTH THIRD BANCORP COMCOM316773100116,3006,981,349SH DFND16,973,07508,274
FINANCIAL ENGINES INCCOM31748510016,210515,776SH DFND1515,77600
FINANCIAL ENGINES INCCOM3174851001,01332,255SH DFND1 232,25500
FINANCIAL INSTNS INC COMCOM3175854042,80796,573SH DFND196,57300
FINISAR COMCOM NEW31787A50713,079717,091SH DFND1717,09100
FINISH LINE INC CL ACL A317923100653,095SH DFND1 23,09500
FINISH LINE INC CL ACL A3179231006,337300,351SH DFND1300,35100
FINJAN HOLDINGS INCCOM NEW31788H3038693,776SH DFND193,77600
FIREEYE INCCOM31816Q101804,482SH DFND1 24,48200
FIREEYE INCCOM31816Q10116,198900,433SH DFND1897,81302,620
FIRST ACCEPTANCE CORPCOM3184571085128,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10226,861704,835SH DFND1704,83500
FIRST BANCORP INCCOM31866P1021,05153,907SH DFND153,90700
FIRST BANCORP N C COMCOM3189101062,538134,686SH DFND1134,68600
FIRST BANCORP P R COMCOM NEW3186727062,845974,503SH DFND1974,50300
FIRST BUSEY CORP COMCOM NEW3193832043,845187,749SH DFND1187,2330516
FIRST BUSINESS FINANCIAL SERCOM3193901001,26755,279SH DFND155,27900
FIRST CASH FINL SVCS INC COMCOM31942D1079,036196,195SH DFND1196,19500
FIRST CLOVER LEAF FINANCIALCOM31969M10510911,648SH DFND111,64800
FIRST CMNTY BANCSHARES INC COMCOM31983A1032,069104,289SH DFND1104,28900
FIRST COMWLTH FINL CORP PA COMCOM3198291075,464616,737SH DFND1616,73700
FIRST CONNECTICUT BANCORPCOM3198501031,42289,121SH DFND189,12100
FIRST CTZNS BANCSHARES INC CL ACL A31946M10316,23264,655SH DFND164,65500
FIRST DATA CORP- CLASS ACOM CL A32008D106282,221SH DFND1 22,22100
FIRST DATA CORP- CLASS ACOM CL A32008D10613,9621,079,020SH DFND11,078,975045
FIRST DEFIANCE FINL CORP COMCOM32006W1062,73671,245SH DFND171,24500
FIRST FINANCIAL NORTHWESTCOM32022K10265149,469SH DFND149,46900
FIRST FINL BANCORP OH COMCOM3202091097,909435,060SH DFND1435,06000
FIRST FINL BANKSHARES COMCOM32020R10913,811466,925SH DFND1466,92500
FIRST FINL CORP IND COMCOM3202181003,00487,830SH DFND187,83000
FIRST FOUNDATION INCCOM32026V1041,53168,279SH DFND168,27900
FIRST HORIZON NATL CORP COMCOM32051710518,6091,420,580SH DFND11,414,06906,511
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10320,042881,393SH DFND1881,39300
FIRST INTERNET BANCORPCOM32055710148620,820SH DFND120,82000
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2015,907210,005SH DFND1210,00500
FIRST LONG IS CORP COMCOM3207341062,33681,976SH DFND181,97600
FIRST MARBLEHEAD CORP/THECOM NEW32077120712332,513SH DFND132,51300
FIRST MERCHANTS CORP COMCOM3208171097,609322,846SH DFND1322,84600
FIRST MIDWEST BANCORP DEL COMCOM32086710411,613644,478SH DFND1644,47800
FIRST NBC BANK HLDG COCOM32115D10644621,681SH DFND1 221,68100
FIRST NBC BANK HLDG COCOM32115D1062,544123,573SH DFND1123,57300
FIRST NIAGARA FINL GROUP IN COMCOM33582V10822,6462,339,463SH DFND12,339,442021
FIRST POTOMAC REALTY TRUSTCOM33610F1094,293473,947SH DFND1473,94700
FIRST REPUBLIC BANK/SAN FRANCOM33616C10059,278890,035SH DFND1889,7350300
FIRST SOLAR INCCOM33643310746,295677,141SH DFND1677,0210120
FIRST SOUTH BANCORP INC VA COMCOM33646W10035242,745SH DFND142,74500
FIRST UTD CORP COMCOM33741H10719818,113SH DFND118,11300
FIRSTENERGY CORP COMCOM337932107133,0123,704,869SH DFND13,697,08807,781
FIRSTMERIT CORP COMCOM33791510225,1461,194,611SH DFND11,194,61100
FISERV INC COMCOM337738108203,2701,985,247SH DFND11,984,11601,131
FITBIT INC - ACL A33812L1024,525298,709SH DFND1298,70900
FITBIT INC - ACL A33812L102302,038SH DFND1 22,03800
FIVE BELOW, INCCOM33829M101882,132SH DFND1 22,13200
FIVE BELOW, INCCOM33829M10115,050364,078SH DFND1364,07800
FIVE OAKS INVESTMENT CORPCOM33830W10637466,937SH DFND166,93700
FIVE PRIME THERAPEUTICS INCCOM33830X1047,647188,218SH DFND1188,21800
FIVE STAR QUALITY CARE INC COMCOM33832D106583254,789SH DFND1254,78900
FIVE9 INCCOM3383071011,779200,213SH DFND1200,21300
FIVE9 INCCOM33830710113815,626SH DFND1 215,62600
FLAGSTAR BANCORP INC COMCOM PAR .0013379307053,194148,850SH DFND1148,85000
FLAMEL TECHNOLOGIES-SP ADRSPONSORED ADR33848810916414,894SH DFND114,89400
FLEETCOR TECHNOLOGIES INCCOM33904110568,338459,691SH DFND1459,0440647
FLEETMATICS GROUPCOMG355691052,47360,757SH DFND160,75700
FLEETMATICS GROUPCOMG355691051022,511SH DFND1 22,51100
FLEX PHARMA INCCOM33938A10571064,788SH DFND164,78800
FLEXION THERAPEUTICS INCOM33938J10669275,274SH DFND175,27400
FLEXSTEEL INDS INC COMCOM3393821034,722108,119SH DFND1108,11900
FLEXSTEEL INDS INC COMCOM33938210335816SH DFND1 281600
FLEXTRONICS INTL LTD ORDORDY2573F1022,689224,798SH DFND1224,748050
FLIR SYS INC COMCOM30244510138,4861,170,368SH DFND11,170,1350233
FLOTEK INDUSTRIES INCCOM3433891022,506342,010SH DFND1342,01000
FLOWERS FOODS INC COMCOM3434981011226,656SH DFND1 26,65600
FLOWERS FOODS INC COMCOM34349810120,5891,115,344SH DFND11,115,2100134
FLOWSERVE CORP COMCOM34354P10549,0441,106,529SH DFND11,103,81302,716
FLUIDIGM CORPCOM34385P1081,593197,506SH DFND1197,50600
FLUIDIGM CORPCOM34385P108243,064SH DFND1 23,06400
FLUOR CORP NEW COMCOM34341210234646SH DFND1 264600
FLUOR CORP NEW COMCOM34341210261,3271,144,303SH DFND11,143,4200883
FLUSHING FINL CORP COMCOM3438731054,704217,618SH DFND1217,61800
FMC TECHNOLOGIES INC COMCOM30249U101672,470SH DFND1 22,47000
FMC TECHNOLOGIES INC COMCOM30249U10164,9042,376,039SH DFND12,375,4810558
FNB CORP PA COMCOM30252010116,5611,272,955SH DFND11,268,91404,041
FNF GROUPFNF GROUP COM31620R30360,1441,775,091SH DFND11,774,6970394
FNFV GROUPFNFV GROUP COM31620R4025,664522,071SH DFND1522,07100
FOAMIX PHARMACEUTICALS LTDSHSM4613510524938,243SH DFND138,24300
FOGO DE CHAO INCCOM34417710062239,860SH DFND139,86000
FONAR CORP COMCOM NEW344437405523,403SH DFND1 23,40300
FONAR CORP COMCOM NEW34443740553434,721SH DFND134,72100
FOOT LOCKER INC COMCOM344849104651,014SH DFND1 21,01400
FOOT LOCKER INC COMCOM34484910464,261996,802SH DFND1996,2520550
FORBES ENERGY SERVICES LTDCOM3451431011535,305SH DFND135,30500
FORD MTR CO DELCOM PAR $0.01345370860282,143SH DFND1 22,14300
FORD MTR CO DELCOM PAR $0.01345370860454,68533,743,873SH DFND133,675,448068,425
FOREST CITY REALTY TRUST- ACOM CL A34560510935,2661,672,182SH DFND11,672,171011
FORESTAR REAL ESTATE GRP-W/ICOM3462331092,712208,017SH DFND1208,01700
FORMFACTOR INCCOM3463751083,033417,226SH DFND1417,22600
FORMFACTOR INCCOM34637510818325,181SH DFND1 225,18100
FORRESTER RESH INC COMCOM3465631092,75281,909SH DFND181,90900
FORTINET INC.COM34959E10928,503931,100SH DFND1929,02702,073
FORTINET INC.COM34959E1091073,508SH DFND1 23,50800
FORTRESS BIOTECH INCCOM34960Q109713230,279SH DFND1230,27900
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10653,345952,484SH DFND1951,20801,276
FORUM ENERGY TECHNOLOGIES INCCOM34984V1005,415410,274SH DFND1410,27400
FORWARD AIR CORP COMCOM3498531019,782215,862SH DFND1215,86200
FORWARD INDUSTRIES INC-N YCOM NEW3498623002418,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10612,061271,544SH DFND1271,526018
FOSSIL GROUP INCCOM34988V10628632SH DFND1 263200
FOSTER L B CO COMCOM35006010912692SH DFND1 269200
FOSTER L B CO COMCOM3500601091,17064,453SH DFND164,45300
FOUNDATION MEDICINE INCCOM3504651001,81099,571SH DFND199,57100
FOUR CORNERS PROPERTY TRUST INCCOM35086T1096,337353,038SH DFND1351,91701,121
FOX CHASE BANCORP INCCOM35137T1081,35270,004SH DFND170,00400
FOX FACTORY HOLDING CORPCOM35138V1022,219140,398SH DFND1140,39800
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010626014,976SH DFND16,77008,206
FRANCESCAS HOLDINGS CORPCOM3517931045,432283,522SH DFND1283,52200
FRANCESCAS HOLDINGS CORPCOM351793104804,213SH DFND1 24,21300
FRANKLIN COVEY CO COMCOM3534691091,39179,123SH DFND179,12300
FRANKLIN ELEC INC COMCOM3535141029,057281,550SH DFND1281,55000
FRANKLIN FINANCIAL NETWORKCOM35352P10455520,573SH DFND120,57300
FRANKLIN RES INC COMCOM35461310128736SH DFND1 273600
FRANKLIN RES INC COMCOM354613101128,1603,288,135SH DFND13,273,085015,050
FRANKLIN STREET PROPERTIES CCOM35471R1068,051758,883SH DFND1758,88300
FRANKS INTERNATIONAL NVCOMN334621074,019243,893SH DFND1243,1320761
FRANKS INTERNATIONAL NVCOMN334621072140SH DFND1 214000
FREDS INC CL ACL A3561081003,576239,899SH DFND1239,89900
FREEPORT-MCMORAN COPPER & G CL BCL B35671D857105,57310,230,429SH DFND110,211,550018,879
FREIGHTCAR AMERICA INCCOM3570231001,42291,310SH DFND191,31000
FREQUENCY ELECTRS INC COMCOM35801010622822,906SH DFND122,90600
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291063217,287SH DFND15,78001,507
FRESH DEL MONTE PRODUCE INC ORDORDG367381059,585227,852SH DFND1227,85200
FRESH MARKET INC/THECOM35804H1068,243288,958SH DFND1288,95800
FRESHPET INCCOM358039105892121,710SH DFND1121,71000
FRIEDMAN INDUSTRIES INCCOM35843510511721,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM35906A10856,77710,176,364SH DFND110,157,970018,394
FRONTLINE LTDSHS NEWG3682E19242550,789SH DFND150,78900
FRP HOLDINGS INCCOM30292L1071,44140,496SH DFND140,49600
FTD COMPANIES INCCOM30281V1083,531134,523SH DFND1134,52300
FTI CONSULTING INC COMCOM30294110910,565297,537SH DFND1297,53700
FUEL SYSTEMS SOL INC COMCOM35952W10345882,887SH DFND182,88700
FUEL-TECH N.V.COM359523107225128,664SH DFND1128,66400
FUELCELL ENERGY INC COMCOM NEW35952H5021,193176,235SH DFND1176,23500
FULL HOUSE RESORTS INCCOM3596781093524,413SH DFND124,41300
FULLER H B CO COMCOM35969410614,000329,800SH DFND1329,80000
FULLER H B CO COMCOM35969410617414SH DFND1 241400
FULTON FINL CORP PA COMCOM36027110020,4461,528,130SH DFND11,528,13000
FUSION TELECOMMUNICATIONS INCOM NEW36113B4008548,146SH DFND148,14600
FUTUREFUEL CORPCOM36116M1064,037342,437SH DFND1342,43700
FXCM INC - ACL A NEW30269320526024,268SH DFND124,26800
G & K SVCS INC CL ACL A36126810510,914148,997SH DFND1148,99700
G-III APPAREL GROUP LTD COMCOM36237H10113,413274,358SH DFND1274,35800
GABELLI CONV & INCOME SEC FDCOM36240B1096313,754PRN DFND1 213,75400
GABELLI GLOBAL UTIL &INCM TRCOM SH BEN INT36242L10542523,767PRN DFND1 223,76700
GABELLI HEALTHCARE&WELLNESSSHS36246K10318418,754PRN DFND1 218,75400
GABELLI SMALL AND MID CAP VALUE TRUSTCOM36249W10424523,228PRN DFND1 223,22800
GAIAM INC CL ACL A36268Q10355887,209SH DFND187,20900
GAIN CAPITAL HOLDINGS INCCOM36268W10011617,706SH DFND1 217,70600
GAIN CAPITAL HOLDINGS INCCOM36268W1001,572239,767SH DFND1239,76700
GALECTIN THERAPEUTICS INCCOM NEW363225202153107,592SH DFND1107,59200
GALENA BIOPHARMA INCCOM3632561081,6691,227,715SH DFND11,227,71500
GALLAGHER ARTHUR J & CO COMCOM36357610947,5141,068,877SH DFND11,067,72901,148
GAMCO INVESTORS INC - ACL A COM361438104259SH DFND1 25900
GAMCO INVESTORS INC - ACL A COM3614381041,15131,063SH DFND131,06300
GAMESTOP CORP CL ACL A36467W109341,072SH DFND1 21,07200
GAMESTOP CORP CL ACL A36467W10929,031916,654SH DFND1915,29101,363
GAMING AND LEISURE PROPERTIES INCCOM36467J10819,312624,583SH DFND1624,566017
GANNETT CO INCCOM36473H10414,417952,297SH DFND1950,85601,441
GAP INC DEL COMCOM36476010861,5312,096,643SH DFND12,092,52304,120
GAP INC DEL COMCOM364760108682,322SH DFND1 22,32200
GARMIN LTD ORDSHSH2906T10941,3831,037,562SH DFND11,036,5710991
GARTNER INC COMCOM36665110748,382541,791SH DFND1541,3350456
GAS NATURAL INCCOM36720410438148,909SH DFND148,90900
GASLOG LTDSHSG3758510941442,559SH DFND142,55900
GASTAR EXPLORATION LTDCOM36729W202463421,452SH DFND1421,45200
GATX CORP COMCOM36144810312,451262,134SH DFND1262,093041
GCP APPLIED TECHNOLOGIES - W/ICOM36164Y1018,286415,556SH DFND1415,55600
GENCO SHIPPING & TRADING LTDSHS NEWY2685T1152843,918SH DFND143,91800
GENCOR INDUSTRIES INCCOM36867810837625,722SH DFND125,72200
GENER8 MARITIME INCCOMY26889108789111,818SH DFND1111,81800
GENERAC HOLDINGS INCCOM36873610416,105432,486SH DFND1432,48600
GENERAL AMERICAN INVESTORSCOM3688021041,98863,658PRN DFND1 263,65800
GENERAL CABLE CORP DEL NEW COMCOM36930010813511,114SH DFND1 211,11400
GENERAL CABLE CORP DEL NEW COMCOM3693001083,947323,274SH DFND1321,91601,358
GENERAL COMMUNICATION INC CL ACL A3693851094,317235,656SH DFND1235,65600
GENERAL COMMUNICATION INC CL ACL A36938510942423,161SH DFND1 223,16100
GENERAL DYNAMICS CORP COMCOM3695501081186SH DFND1 28600
GENERAL DYNAMICS CORP COMCOM369550108341,3722,603,276SH DFND12,602,20501,071
GENERAL ELEC CO COMCOM3696041032,479,60878,153,367SH DFND178,029,2600124,107
GENERAL FINANCE CORP/DECOM3698221014910,949SH DFND110,94900
GENERAL GROWTH PPTYS INC COMCOM370023103170,3915,740,835SH DFND15,735,08705,748
GENERAL MLS INC COMCOM370334104302,2654,781,113SH DFND14,771,43009,683
GENERAL MOLY INCCOM37037310289263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100382,15012,181,917SH DFND112,164,629017,288
GENESCO INC COMCOM37153210230421SH DFND1 242100
GENESCO INC COMCOM37153210210,528145,724SH DFND1145,72400
GENESEE & WYO INC CL ACL A37155910521,473342,475SH DFND1340,94301,532
GENESIS HEALTHCARE INCCL A COM37185X106397171,157SH DFND1171,15700
GENIE ENERGY LTD - BCL B372284208783102,950SH DFND1102,95000
GENMARK DIAGNOSTICS INCCOM3723091041,507286,064SH DFND1286,06400
GENOCEA BIOSCIENCES INCCOM3724271041,060136,990SH DFND1136,99000
GENOMIC HEALTH INCCOM37244C10123945SH DFND1 294500
GENOMIC HEALTH INCCOM37244C1013,892157,133SH DFND1157,13300
GENPACT LTDSHSG3922B10725,620942,264SH DFND1941,17601,088
GENTEX CORP COMCOM371901109151,013SH DFND1 21,01300
GENTEX CORP COMCOM37190110948,5463,094,120SH DFND13,092,23401,886
GENTHERM INCCOM37253A10310,583254,484SH DFND1254,404080
GENUINE PARTS CO COMCOM372460105127,2571,283,219SH DFND11,280,94902,270
GENVEC INCCOM NEW37246C307125155,322SH DFND1155,32200
GENWORTH FINANCIAL INC-CL ACOM CL A37247D1064817,622SH DFND1 217,62200
GENWORTH FINANCIAL INC-CL ACOM CL A37247D1068,4763,104,979SH DFND13,101,64603,333
GEO GROUP INC/THECOM36162J10621,573622,245SH DFND1622,24500
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,21998,827SH DFND198,82700
GERMAN AMERN BANCORP COMCOM3738651043,02994,090SH DFND194,09000
GERON CORP COMCOM3741631033,0321,038,452SH DFND11,038,2560196
GETTY RLTY CORP NEW COMCOM3742971094,137208,638SH DFND1208,63800
GEVO INCCOM NEW3743962082284,566SH DFND184,56600
GIBRALTAR INDUSTRIES, INCCOM3746891076,244218,349SH DFND1218,34900
GIGA TRONICS INC COMCOM3751751062819,463SH DFND119,46300
GIGAMON INCCOM37518B1025,688183,394SH DFND1183,39400
GIGAMON INCCOM37518B1021183,810SH DFND1 23,81000
GIGOPTIX INCCOM37517Y103527195,261SH DFND1195,26100
GILAT SATELLITE NETWORKSSHS NEWM514741188618,388SH DFND118,38800
GILEAD SCIENCES INC COMCOM3755581031,16312,667SH DFND1 212,66700
GILEAD SCIENCES INC COMCOM3755581031,136,80612,398,179SH DFND112,383,072015,107
GLACIER BANCORP INC NEW COMCOM37637Q10513,474530,082SH DFND1530,08200
GLADSTONE COMMERCIAL CORPCOM3765361082,457150,017SH DFND1150,01700
GLADSTONE LAND CORPCOM37654910181380,772SH DFND180,77200
GLATFELTER COMCOM3773161046,015290,176SH DFND1290,17600
GLAUKOS CORPCOM37732210270641,932SH DFND141,93200
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1054,405108,632SH DFND185,226023,406
GLEN BURNIE BANCORPCOM37740710119618,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCCOM37890U10884753,433SH DFND153,43300
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1031475,910SH DFND1 25,91000
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1034,499180,343SH DFND1180,34300
GLOBAL EAGLE ACQUISITION CORPCOM37951D1022,919342,647SH DFND1342,64700
GLOBAL INDEMNITY PLCSHSG393191012,07766,726SH DFND166,72600
GLOBAL NET LEASE INCCOM3793781027,933926,862SH DFND1926,86200
GLOBAL PMTS INC COMCOM37940X10250,475773,444SH DFND1772,39201,052
GLOBAL SOURCES LIMITEDORDG3930010172389,365SH DFND189,36500
GLOBALSCAPE INCCOM37940G10911129,423SH DFND129,42300
GLOBALSTAR INCCOM3789734082,8321,927,023SH DFND11,927,02300
GLOBANT SACOML4438510950516,370SH DFND116,37000
GLOBUS MEDICAL INC- ACL A37957720810,766453,343SH DFND1453,34300
GLOBUS MEDICAL INC- ACL A379577208291,260SH DFND1 21,26000
GLORI ENERGY INCCOM3796061061262,760SH DFND162,76000
GLOWPOINT INCCOM NEW379887201126340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901062,317821,670SH DFND1821,67000
GLYCOMIMETICS INCCOM38000Q10230651,503SH DFND151,50300
GNC HOLDINGS INC-CL ACOM CL A36191G10733,5031,055,215SH DFND11,055,21500
GNC HOLDINGS INC-CL ACOM CL A36191G1079302SH DFND1 230200
GODADDY INC - CLASS ACL A3802371074,785148,032SH DFND1148,018014
GOGO INCCOM38046C1094,220383,346SH DFND1383,34600
GOLAR LNG LTDSHSG9456A1002,069115,153SH DFND1113,65201,501
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10227018,395SH DFND118,39500
GOLD FIELDS LTDSPONSORED ADR38059T10635790,729SH DFND1 290,72900
GOLD FIELDS LTDSPONSORED ADR38059T10671,845SH DFND1001,845
GOLD RESOURCES CORPCOM38068T10510043,145SH DFND1 243,14500
GOLD RESOURCES CORPCOM38068T105656281,942SH DFND1281,94200
GOLDEN ENTERTAINMENT INCCOM38101310150146,222SH DFND146,22200
GOLDEN MINERALS COMPANYCOM38111910684186,795SH DFND1186,79500
GOLDEN OCEAN GROUP LTDSHSG396371065072,591SH DFND172,59100
GOLDFIELD CORPCOM381370105172101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104530,5313,386,035SH DFND13,383,38302,652
GOLDMAN SACHS GROUP INC COMCOM38141G1042061,318SH DFND1 21,31800
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087922656,983SH DFND156,98300
GOODYEAR TIRE & RUBR CO COMCOM38255010183,9812,550,854SH DFND12,547,97602,878
GOODYEAR TIRE & RUBR CO COMCOM3825501011213,691SH DFND1 23,69100
GOPRO INC - CL ACL A38268T1035,957498,157SH DFND1494,80203,355
GORDMANS STORES INCCOM38269P10011149,557SH DFND149,55700
GORMAN RUPP CO COMCOM3830821043,191123,088SH DFND1123,08800
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1038,067451,935SH DFND1451,93500
GP STRATEGIES CORP COMCOM36225V1042,794102,005SH DFND1102,00500
GPRE 3 1/4 10/01/18NOTE 3.250%10/0393222AD69,91810,000,000PRN DFND1 210,000,00000
GRACE W R & CO DEL NEW COMCOM38388F10830,203424,576SH DFND1424,545031
GRACO INC COMCOM38410910427,683329,723SH DFND1329,72300
GRAHAM CORPCOM3845561061,20960,764SH DFND160,76400
GRAHAM HOLDINGS COCOM38463710413,31827,747SH DFND127,660087
GRAHAM HOLDINGS COCOM38463710465137SH DFND1 213700
GRAINGER W W INC COMCOM384802104112,953484,813SH DFND1484,0990714
GRAMERCY PROPERTY TRUSTCOM38500210033840,000SH DFND1 240,00000
GRAMERCY PROPERTY TRUSTCOM38500210023,0662,729,736SH DFND12,729,73600
GRAND CANYON EDUCATION-REDHCOM38526M10614,259333,622SH DFND1333,62200
GRANITE CONSTR INC COMCOM38732810712,814268,091SH DFND1268,09100
GRAPHIC PACKAGING HOLDING COCOM38868910125,3341,971,590SH DFND11,971,2540336
GRAY TELEVISION INC COMCOM3893751066,821582,070SH DFND1582,07000
GRAY TELEVISION INC COMCOM3893751061008,598SH DFND1 28,59800
GREAT AJAX CORPCOM38983D30039435,273SH DFND135,27300
GREAT LAKES DREDGE&DOCK CORPCOM3906071091,723386,537SH DFND1386,53700
GREAT PLAINS ENERGY INC COMCOM39116410030,018930,799SH DFND1930,79900
GREAT SOUTHN BANCORP INC COMCOM3909051073,52694,980SH DFND194,98000
GREAT SOUTHN BANCORP INC COMCOM390905107822,210SH DFND1 22,21000
GREAT WESTERN BANCORP INCCOM39141610410,736393,707SH DFND1393,70700
GREATBATCH INCCOM39153L1061544,348SH DFND1 24,34800
GREATBATCH INCCOM39153L1069,112255,680SH DFND1255,68000
GREEN BANCORP INCCOM39260X10058877,774SH DFND177,77400
GREEN BRICK PARTNERS INCCOM3927091011,397184,160SH DFND1184,16000
GREEN DOT CORP - CLASS ACL A39304D102652,836SH DFND1 22,83600
GREEN DOT CORP - CLASS ACL A39304D1027,090308,695SH DFND1308,69500
GREEN PLAINS INCCOM3932221043,868242,386SH DFND1241,9650421
GREENBRIER COS INC COMCOM3936571014,822174,465SH DFND1174,3460119
GREENBRIER COS INC COMCOM3936571012509,053SH DFND1 29,05300
GREENHILL & CO INC COMCOM3952591043,833172,674SH DFND1172,1180556
GREENHILL & CO INC COMCOM395259104974,414SH DFND1 24,41400
GREENLIGHT CAPITAL RECLASS AG4095J1094,507206,841SH DFND1206,84100
GREIF INCCL B3976242063036,493SH DFND16,49300
GREIF INCCL A397624107561,711SH DFND1 21,71100
GREIF INCCL A3976241077,724235,850SH DFND1235,6500200
GRIFFIN INDUSTRIAL REALTY INCCOM39823110024810,117SH DFND110,11700
GRIFFON CORP COMCOM3984331024,068263,327SH DFND1263,32700
GRIFOLS SA-ADRSP ADR REP B NVT39843840899864,527SH DFND162,01602,511
GROUP 1 AUTOMOTIVE INC COMCOM3989051099,901168,701SH DFND1168,70100
GROUPON INCCOM CL A39947310710426,103SH DFND1 226,10300
GROUPON INCCOM CL A39947310711,5202,887,334SH DFND12,886,9630371
GRUBHUB INCCOM40011010212,856511,586SH DFND1511,58600
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910050217,750SH DFND117,75000
GSE SYSTEMS INCCOM36227K1069033,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C2052,999211,862SH DFND1211,86200
GSI TECHNOLOGY INCCOM36241U10632980,321SH DFND180,32100
GSVC 5 1/4 09/15/18NOTE 5.250% 9/136191JAB72,2892,500,000PRN DFND1 22,500,00000
GTT COMMUNICATIONS INCCOM3623931003,278198,215SH DFND1198,21500
GTX INCCOM40052B108175350,264SH DFND1350,26400
GUARANTY BANCORPCOM NEW40075T6072,169140,320SH DFND1140,32000
GUESS INC COMCOM4016171057,726411,658SH DFND1409,38202,276
GUIDANCE SOFTWARE INCCOM401692108575133,944SH DFND1133,94400
GUIDANCE SOFTWARE INCCOM4016921085412,598SH DFND1 212,59800
GUIDEWIRE SOFTWARE INCCOM40171V10025,835474,215SH DFND1474,21500
GULF ISLAND FABRICATION INC COMCOM40230710259175,398SH DFND175,39800
GULF ISLAND FABRICATION INC COMCOM402307102314,043SH DFND1 24,04300
GULF RESOURCES INCCOM PAR $0.000540251W3091911,853SH DFND111,85300
GULF RESOURCES INCCOM PAR $0.000540251W3092214,124SH DFND1 214,12400
GULFMARK OFFSHORE INC COMCL A NEW402629208947153,534SH DFND1153,53400
GULFPORT ENERGY CORPCOM NEW40263530423,743837,814SH DFND1837,716098
GW PHARMACEUTICALS PLC ADRADS36197T1034386,072SH DFND16,07200
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN030,11516,570,000PRN DFND1 216,570,00000
H D F C BANK LTDADR REPS 3 SHS40415F1012,09634,011SH DFND133,1270884
H&E EQUIPMENT SERVICES INCCOM404030108271,578SH DFND1 21,57800
H&E EQUIPMENT SERVICES INCCOM4040301083,650208,234SH DFND1208,23400
HABIT RESTAURANTS INCCOM CL A40449J1031,41075,693SH DFND175,69300
HACKETT GROUP INC/THECOM40460910941727,594SH DFND1 227,59400
HACKETT GROUP INC/THECOM4046091092,864189,452SH DFND1189,45200
HAEMONETICS CORP COMCOM40502410011,946341,519SH DFND1341,51900
HAIN CELESTIAL GROUP INC COMCOM40521710026,882657,106SH DFND1656,7230383
HALCON RESOURCES CORPCOM PAR40537Q506502523,072SH DFND1523,07200
HALLADOR ENERGY COCOM40609P105476104,180SH DFND1104,18000
HALLADOR ENERGY COCOM40609P105419,176SH DFND1 29,17600
HALLIBURTON CO COMCOM406216101250,3747,023,445SH DFND17,009,699013,746
HALLMARK FINL SERVICES INCCOM NEW40624Q20391379,472SH DFND179,47200
HALLMARK FINL SERVICES INCCOM NEW40624Q203211,858SH DFND1 21,85800
HALOZYME THERAPEUTICS INCCOM40637H1097,048744,320SH DFND1744,32000
HALYARD HEALTH INC - W/ICOM40650V1008,495295,703SH DFND1295,70300
HAMPTON ROADS BANKSHARES INCCOM NEW409321502853482,172SH DFND1482,17200
HANCOCK HLDG CO COMCOM41012010912,172530,147SH DFND1529,4730674
HANDY & HARMAN LTDCOM4103151051,10240,294SH DFND140,29400
HANESBRANDS INCCOM41034510287,7133,101,474SH DFND13,097,58703,887
HANMI FINL CORP COMCOM NEW4104952044,744215,468SH DFND1215,46800
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1004,449231,508SH DFND1231,50800
HANOVER INSURANCE GROUP INC/THCOM41086710534379SH DFND1 237900
HANOVER INSURANCE GROUP INC/THCOM41086710524,756274,402SH DFND1273,12101,281
HANSEN MEDICAL INCCOM NEW41130720011243,091SH DFND143,09100
HARDINGE INC COMCOM41232430366953,673SH DFND153,67300
HARLEY DAVIDSON INC COMCOM41282210881,6131,593,016SH DFND11,592,0240992
HARMAN INTL INDS INC COMCOM41308610955624SH DFND1 262400
HARMAN INTL INDS INC COMCOM41308610951,257576,837SH DFND1575,58801,249
HARMONIC INC COMCOM4131601028827,147SH DFND1 227,14700
HARMONIC INC COMCOM4131601021,951596,812SH DFND1596,81200
HARMONY GOLD MNG LTDSPONSORED ADR4132163006217,091SH DFND1 217,09100
HARMONY GOLD MNG LTDSPONSORED ADR41321630092,592SH DFND1002,592
HARRIS & HARRIS GROUP INC CCOM4138331042414,730SH DFND114,73000
HARRIS CORP DEL COMCOM41387510578,4841,010,088SH DFND11,009,3050783
HARSCO CORP COMCOM4158641072,696494,753SH DFND1494,75300
HARTE-HANKS INC COMCOM416196103671265,343SH DFND1262,84402,499
HARTFORD FINL SVCS GROUP IN COMCOM416515104149,3993,248,717SH DFND13,246,92101,796
HARVARD BIOSCIENCE INC COMCOM416906105509168,634SH DFND1168,63400
HARVEST NATURAL RESOURCES INCCOM41754V103128212,524SH DFND1212,52400
HASBRO INC COMCOM41805610778,821985,897SH DFND1984,87501,022
HATTERAS FINANCIAL CORPCOM41902R1038,774613,609SH DFND1609,44804,161
HAVERTY FURNITURE INC COMCOM4195961012,876135,949SH DFND1135,94900
HAWAIIAN ELEC INDUSTRIES COMCOM41987010023,463724,171SH DFND1724,17100
HAWAIIAN HOLDINGS INCCOM4198791011853,929SH DFND1 23,92900
HAWAIIAN HOLDINGS INCCOM41987910120,737439,451SH DFND1439,45100
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,74674,141SH DFND174,14100
HAWKINS INCCOM4202611092,50169,322SH DFND169,32200
HAYNES INTERNATIONAL INCCOM NEW4208772013,21688,125SH DFND188,12500
HC2 HOLDINGS INCCOM404139107632165,480SH DFND1165,48000
HCA HOLDINGS INC.COM40412C101189,7722,436,513SH DFND12,432,95503,558
HCI 3 7/8 03/15/19NOTE 3.875% 3/140416EAB97,3208,500,000PRN DFND1 28,500,00000
HCI GROUP INCCOM40416E1034,128123,964SH DFND1123,884080
HCP INCCOM40414L109150,7264,633,982SH DFND14,628,55105,431
HD SUPPLY HOLDINGS INCCOM40416M10538,9791,178,707SH DFND11,177,00201,705
HD SUPPLY HOLDINGS INCCOM40416M1051193,604SH DFND1 23,60400
HEADWATERS INC COMCOM42210P1029,395473,571SH DFND1473,57100
HEALTH CARE REIT INC S-I 6 1/26.50% PFD PREPET95040Q20315,257245,700PRN DFND1 2245,70000
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10616326,772SH DFND126,77200
HEALTHCARE RLTY TR COMCOM42194610425,184815,281SH DFND1815,28100
HEALTHCARE SVCS GRP INC COMCOM42190610818,921514,031SH DFND1514,03100
HEALTHCARE TRUST OF AMERICACL A NEW42225P50123,932813,469SH DFND1813,46900
HEALTHEQUITY INCCOM42226A10716654SH DFND1 265400
HEALTHEQUITY INCCOM42226A1076,326256,455SH DFND1256,45500
HEALTHSOUTH CORP COMCOM NEW42192430923,725630,490SH DFND1629,8790611
HEALTHSOUTH CORP COMCOM NEW421924309022SH DFND1 22200
HEALTHSOUTH CORP WARRANTS 1/17/17*W EXP 01/17/2014219241272512,634SH DFND112,63400
HEALTHSTREAM INCCOM42222N1033,872175,289SH DFND1175,28900
HEALTHWAYS INCCOM4222451002,399237,795SH DFND1237,79500
HEARTLAND EXPRESS INC COMCOM4223471047,763418,494SH DFND1418,49400
HEARTLAND FINANCIAL USA INCCOM42234Q1024,006130,135SH DFND1130,13500
HEARTLAND PAYMENT SYSTEMS INCOM42235N10823,335241,641SH DFND1241,64100
HEARTWARE INTERNATIONAL INCCOM42236810030965SH DFND1 296500
HEARTWARE INTERNATIONAL INCCOM4223681003,604114,718SH DFND1114,71800
HEAT BIOLOGICS INCCOM42237K1021522,034SH DFND122,03400
HECLA MNG CO COMCOM4227041067,7572,790,350SH DFND12,790,35000
HEICO CORP NEW COMCOM4228061097,028116,885SH DFND1116,88500
HEICO CORP-CL ACL A42280620812,253257,427SH DFND1257,42700
HEIDRICK & STRUGGLES INTL I COMCOM4228191022,887121,839SH DFND1121,4490390
HELEN OF TROY CORP LTD COMCOMG4388N10619,996192,853SH DFND1192,85300
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P1073,887694,135SH DFND1694,13500
HELMERICH & PAYNE INC COMCOM42345210154,337927,146SH DFND1923,55403,592
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q1031,04279,429SH DFND179,42900
HEMISPHERX BIOPHARMA INC COMCOM42366C103119897,977SH DFND1897,97700
HENRY JACK & ASSOC INC COMCOM42628110146,571550,682SH DFND1549,41501,267
HERBALIFE LTDCOM USD SHSG4412G10124,219393,425SH DFND1393,363062
HERITAGE COMMERCE CORP COMCOM4269271091,486148,458SH DFND1148,45800
HERITAGE FINL CORP WASH COMCOM42722X1064,023228,990SH DFND1228,99000
HERITAGE INSURANCE HOLDINGSCOM42727J102241,508SH DFND1 21,50800
HERITAGE INSURANCE HOLDINGSCOM42727J1026,063379,674SH DFND1379,67400
HERITAGE OAKS BANCORPCOM42724R1071,185152,194SH DFND1152,19400
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M10694895,471SH DFND195,47100
HERON THERAPEUTICS INCCOM4277461023,945207,789SH DFND1207,78900
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255008,048377,151SH DFND1377,15100
HERSHEY CO/THECOM42786610854594SH DFND1 259400
HERSHEY CO/THECOM427866108116,8661,271,406SH DFND11,269,53301,873
HERTZ GLOBAL HOLDINGS, INCCOM42805T10523,9632,277,098SH DFND12,275,88801,210
HERTZ GLOBAL HOLDINGS, INCCOM42805T10576973,108SH DFND1 273,10800
HESKA CORP COMCOM RESTRC NEW42805E3061,18141,447SH DFND141,44700
HESS CORP COMCOM42809H107114,0082,169,803SH DFND12,167,43802,365
HEWLETT PACKARD CO COMCOM40434L10519215,630SH DFND1 215,63000
HEWLETT PACKARD CO COMCOM40434L105185,52815,087,772SH DFND115,072,628015,144
HEWLETT PACKARD ENTERPRISECOM42824C109243,38013,755,494SH DFND113,736,089019,405
HEWLETT PACKARD ENTERPRISECOM42824C10926515,000SH DFND1 215,00000
HEXCEL CORP NEW COMCOM42829110824,740566,022SH DFND1565,1870835
HF FINANCIAL CORPCOM40417210872040,018SH DFND140,01800
HFF INC-CLASS ACL A40418F108361,334SH DFND1 21,33400
HFF INC-CLASS ACL A40418F1086,483235,524SH DFND1235,52400
HHGREGG INC -REDHCOM42833L10814066,396SH DFND166,39600
HI-CRUSH PARTNERS LPCOM UNIT LTD42833710913427,111SH DFND1 227,11100
HIBBETT SPORTS INCCOM428567101571,615SH DFND1 21,61500
HIBBETT SPORTS INCCOM4285671015,714159,174SH DFND1159,17400
HIGHER ONE HOLDINGS INCCOM42983D104988252,721SH DFND1252,1800541
HIGHWOODS PPTYS INC COMCOM43128410836,769769,080SH DFND1769,08000
HILL INTERNATIONAL INCCOM431466101732217,348SH DFND1217,34800
HILL-ROM HOLDINGS INCCOM43147510217,982357,514SH DFND1356,06401,450
HILLENBRAND INC -SPNCOM43157110812,467416,269SH DFND1416,26900
HILLTOP HOLDINGSCOM43274810113,194698,869SH DFND1698,86900
HILTON WORLDWIDE HOLDINGS INCOM43300A10468,9023,061,266SH DFND13,050,626010,640
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10646541,389SH DFND141,38900
HINGHAM INSTITUTION FOR SVGSCOM4333231021,20810,146SH DFND110,14600
HMS HOLDINGS CORPCOM40425J1019,361652,385SH DFND1652,38500
HNI CORP COMCOM40425110011,537294,560SH DFND1293,8060754
HOLLYFRONTIER CORPCOM43610610841,0761,163,620SH DFND11,162,7070913
HOLLYFRONTIER CORPCOM4361061088242SH DFND1 224200
HOLLYSYS AUTOMATION TECHNOLOGISHSG4566710548022,820SH DFND122,82000
HOLOGIC INC COMCOM43644010180,1872,328,326SH DFND12,327,9000426
HOME BANCORP INCCOM43689E10752619,645SH DFND119,64500
HOME BANCSHARES INCCOM43689320017,854435,998SH DFND1435,99800
HOME DEPOT INC COMCOM4370761021,459,62510,960,092SH DFND110,942,670017,422
HOMEINNS HOTEL GROUPSPONSORED ADR43742E10247413,321SH DFND113,32100
HOMESTREET INCCOM43785V1023,169152,302SH DFND1152,30200
HOMETRUST BANCSHARES INCCOM4378721042,480135,298SH DFND1135,29800
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830835513,002SH DFND17,04505,957
HONEYWELL INTL INC COMCOM438516106724,7166,480,309SH DFND16,469,377010,932
HOOKER FURNITURE CORPCOM4390381002,42573,848SH DFND173,84800
HOOPER HOLMES INC COMCOM43910410018134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410423320,418SH DFND120,41800
HORACE MANN EDUCATORS CORP COMCOM44032710411,021347,797SH DFND1347,79700
HORIZON BANCORP INDIANACOM4404071041,51361,238SH DFND161,23800
HORIZON GLOBAL CORP-W/ICOM44052W1041,381109,782SH DFND1109,78200
HORIZON PHARMA PLCSHSG4617B10513,785831,978SH DFND1831,97800
HORMEL FOODS CORP COMCOM440452100101,2432,345,955SH DFND12,343,04902,906
HORNBECK OFFSHORE SERVICES COMCOM4405431061,924193,811SH DFND1193,81100
HORTONWORKS INCCOM4408941032,267200,671SH DFND1200,67100
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10235,2611,327,626SH DFND11,326,32401,302
HOST MARRIOTT CORP NEW COMCOM44107P104129,8067,785,290SH DFND17,770,055015,235
HOUGHTON MIFFLIN HARCOURT COCOM44157R10915,957800,273SH DFND1800,27300
HOULIHAN LOKEY INCCL A4415931002,28291,678SH DFND191,67800
HOUSTON AMERICAN ENERGY CORPCOM44183U10028135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10965393,554SH DFND193,55400
HOUSTON WIRE & CABLECOM44244K109233,399SH DFND1 23,39900
HOVNANIAN ENTERPRISES INC CL ACL A4424872031,257805,812SH DFND1805,81200
HOWARD BANCORP INCCOM44249610522218,478SH DFND118,47800
HOWARD HUGHES CORPCOM44267D10723,699223,812SH DFND1223,749063
HRG GROUP INCCOM40434J10010,268737,177SH DFND1737,17700
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,52981,271SH DFND160,914020,357
HSN INCCOM40430310910194SH DFND1 219400
HSN INCCOM40430310912,135231,994SH DFND1231,934060
HTG MOLECULAR DIAGNOSTICS INCCOM40434H1045619,859SH DFND119,85900
HUB GROUP INC CL ACL A44332010610,043246,225SH DFND1246,22500
HUBBELL INC CL BCOM44351060735,905338,957SH DFND1338,7510206
HUBSPOT INCCOM4435731003,25674,652SH DFND174,65200
HUDSON GLOBAL INCCOM44378710622695,731SH DFND195,73100
HUDSON PACIFIC PROPERTIES INCCOM44409710913,274459,007SH DFND1459,00700
HUDSON TECHNOLOGIES INCCOM444144109414126,344SH DFND1126,34400
HUMANA INC COMCOM4448591022,83515,500SH DFND1 215,50000
HUMANA INC COMCOM444859102210,1401,151,062SH DFND11,149,18901,873
HUNT J B TRANS SVCS INC COMCOM44565810766,766794,074SH DFND1791,98502,089
HUNTINGTON BANCSHARES INC COMCOM44615010465,6556,895,402SH DFND16,892,83202,570
HUNTINGTON INGALLS INDUST-WICOM44641310655,057402,052SH DFND1401,6980354
HUNTINGTON INGALLS INDUST-WICOM44641310629214SH DFND1 221400
HUNTSMAN CORPCOM44701110716,5331,243,131SH DFND11,241,65401,477
HURCO COMPANIES INCCOM4473241042,01160,969SH DFND160,96900
HURON CONSULTING GROUP INCCOM4474621029,086156,150SH DFND1156,15000
HUTCHINSON TECHNOLOGY INC COMCOM448407106649177,378SH DFND1177,37800
HYATT HOTELS CORP - CL ACOM CL A4485791028,814178,114SH DFND1177,9710143
HYSTER-YALE MATERIALSCL A4491721056,46597,081SH DFND197,08100
HYSTER-YALE MATERIALSCL A44917210521320SH DFND1 232000
HZNP 2 1/2 03/15/2022NOTE 2.500% 3/144052TAB72,9813,500,000PRN DFND1 23,500,00000
IAC INTERACTIVECORPCOM44919P5082214,702SH DFND1 24,70200
IAC INTERACTIVECORPCOM44919P50823,103490,734SH DFND1490,4810253
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041051919,905SH DFND119,90500
IART 1 5/8 12/15/16NOTE 1.625%12/1457985AK59,0567,000,000PRN DFND1 27,000,00000
IBERIABANK CORP COMCOM45082810813,565264,597SH DFND1264,59700
IBIO INCCOM451033104195342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20635269,140SH DFND169,14000
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001013,27551,957SH DFND151,95700
ICF INTERNATIONAL INCCOM44925C1034,611134,159SH DFND1134,15900
ICICI BK LTDADR45104G10463789,000SH DFND186,29802,702
ICICI BK LTDADR45104G104775108,241SH DFND1 2108,24100
ICON PLCSHSG4705A1001,67422,295SH DFND122,29500
ICON PLCSHSG4705A1001822,429SH DFND1 22,42900
ICONIX BRAND GROUP INCCOM4510551072,595322,440SH DFND1322,44000
ICU MED INC COMCOM44930G10711,889114,208SH DFND1114,20800
ID SYSTEMS INCCOM44948910322752,411SH DFND152,41100
IDACORP INC COMCOM45110710626,625356,953SH DFND1356,95300
IDACORP INC COMCOM451107106781,054SH DFND1 21,05400
IDEAL POWER INCCOM4516221049521,224SH DFND121,22400
IDENTIVE GROUP INCCOM NEW45170X20511654,157SH DFND154,15700
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,346680,280SH DFND1680,28000
IDEX CORP COMCOM45167R10438,858468,847SH DFND1468,84700
IDEXX LABS INC COMCOM45168D10445,138576,331SH DFND1575,31001,021
IDT CORP CL BCL B NEW4489475073,673235,663SH DFND1235,66300
IEC ELECTRS CORP NEW COMCOM44949L1058118,187SH DFND118,18700
IGNITE RESTAURANT GROUP INCCOM45173010514544,783SH DFND144,78300
IGNYTA INCCOM4517311031,137168,003SH DFND1168,00300
IHS INC-CLASS ACL A45173410749,926402,351SH DFND1402,0360315
II VI INC COMCOM9021041088,445388,995SH DFND1388,99500
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10838317,558SH DFND117,55800
ILLINOIS TOOL WKS INC COMCOM452308109273,9882,680,001SH DFND12,674,98205,019
ILLUMINA INC COMCOM45232710964395SH DFND1 239500
ILLUMINA INC COMCOM452327109191,5311,183,906SH DFND11,182,77801,128
IMATION CORP COMCOM45245A107297191,967SH DFND1191,96700
IMAX CORP COMCOM45245E1092,02765,226SH DFND165,22600
IMMERSION CORP COMCOM4525211071,762213,411SH DFND1213,41100
IMMU 4 3/4 02/15/20NOTE 4.750% 2/1452907AK42,0303,000,000PRN DFND1 23,000,00000
IMMUNE DESIGN CORPCOM45252L10379761,384SH DFND160,7100674
IMMUNE PHARMACEUTICALS INCCOM45254C1014299,919SH DFND199,91900
IMMUNOGEN INC COMCOM45253H1015,285620,395SH DFND1620,39500
IMMUNOMEDICS INC COMCOM4529071081,425570,322SH DFND1570,32200
IMPAC MTG HLDGS INC COMCOM NEW45254P50870450,772SH DFND150,77200
IMPAX LABORATORIES INCCOM45256B10115,999499,684SH DFND1499,68400
IMPAX LABORATORIES INCCOM45256B10114466SH DFND1 246600
IMPERVA INCCOM45321L1008,721172,712SH DFND1172,71200
IMPRIMIS PHARMACEUTICALSCOM NEW45323A2016917,570SH DFND117,57000
IMPRIVATA INCCOM45323J1031,07385,033SH DFND185,03300
IMS HEALTH HOLDINGS INCCOM44970B10926,380994,215SH DFND1994,0160199
IMUNOCELLULAR THERAPEUTICSCOM452536105127439,847SH DFND1439,84700
INC RESEARCH HOLDINGS INC - ACL A45329R10910,957265,892SH DFND1265,89200
INC RESEARCH HOLDINGS INC - ACL A45329R10964715,720SH DFND1 215,72000
INCONTACT INCCOM45336E1093,766423,672SH DFND1423,67200
INCYTE INCCOM45337C10277,3721,068,236SH DFND11,065,93102,305
INDEPENDENCE CONTRACT DRILLING INC.COM45341530937678,845SH DFND178,84500
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030760437,965SH DFND137,96500
INDEPENDENCE REALTY TRUST INCCOM45378A1061,533215,320SH DFND1215,32000
INDEPENDENT BANK CORP MASS COMCOM4538361088,940194,518SH DFND1194,51800
INDEPENDENT BANK CORP MICH COMCOM NEW4538386092,161148,586SH DFND1148,58600
INDEPENDENT BANK GROUP INCCOM45384B1062,10376,774SH DFND176,77400
INDUSTRIAL SVCS OF AMERICACOM4563141033615,157SH DFND115,15700
INFINERA CORP -REDHCOM45667G10315,084939,233SH DFND1939,23300
INFINITY PHARMACEUTICALS INC COMCOM45665G3031,643311,897SH DFND1311,5710326
INFINITY PHARMACEUTICALS INC COMCOM45665G30313125,038SH DFND1 225,03800
INFINITY PROPERTY & CASUALTYCOM45665Q1036,62182,254SH DFND182,25400
INFOBLOX INCCOM45672H1046,155359,971SH DFND1359,97100
INFOBLOX INCCOM45672H104814,758SH DFND1 24,75800
INFORMATION SERVICES GROUPCOM45675Y104570145,200SH DFND1145,20000
INFOSONICS CORPCOM4567841073941,938SH DFND141,93800
INFOSYS TECHNOLOGIES-SP ADRSPONSORED ADR4567881084,965264,779SH DFND1262,05502,724
INFRAREIT INCCOM45685L1003,122183,162SH DFND1183,16200
INFRAREIT INCCOM45685L10019311,377SH DFND1 211,37700
INFUSYSTEM HOLDINGS INCCOM45685K10216446,642SH DFND146,64200
ING CLARION GLOBL RE INCM FDCOM12504G10011614,911PRN DFND1 214,91100
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710360250,471SH DFND132,843017,628
ING RISK MANAGED NAT RES FNDCOM92913C10639970,778PRN DFND1 270,77800
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101129,5662,093,664SH DFND12,092,37701,287
INGLES MKTS INC CL ACL A4570301046,238166,355SH DFND1166,35500
INGLES MKTS INC CL ACL A457030104421,135SH DFND1 21,13500
INGRAM MICRO INC CL ACL A45715310434,088949,280SH DFND1947,28901,991
INGREDION INCCOM45718710246431SH DFND1 243100
INGREDION INCCOM45718710249,369462,308SH DFND1460,71501,593
INNERWORKINGS INC -REDHCOM45773Y1052,039256,595SH DFND1256,59500
INNERWORKINGS INC -REDHCOM45773Y105435,443SH DFND1 25,44300
INNODATA ISOGEN CORPCOM NEW45764220518783,008SH DFND183,00800
INNOPHOS HOLDINGS INC -REDHCOM45774N1084,769154,311SH DFND1154,1480163
INNOPHOS HOLDINGS INC -REDHCOM45774N108792,564SH DFND1 22,56400
INNOSPEC INCCOM45768S1057,878181,705SH DFND1181,70500
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10515659,694SH DFND159,69400
INNOVIVA INCCOM45781M1017,255576,290SH DFND1574,85001,440
INOGEN INCCOM45780L1046,486144,209SH DFND1144,20900
INOGEN INCCOM45780L1042204,897SH DFND1 24,89700
INOTEK PHARMACEUTICALS CORPCOM45780V10260782,072SH DFND182,07200
INOVALON HOLDINGS INC - ACOM CL A45781D1016,862370,521SH DFND1370,52100
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,157477,275SH DFND1477,27500
INOVIO PHARMACEUTICALS INCCOM NEW45773H201364,159SH DFND1 24,15900
INPHI CORPCOM45772F1077,562226,829SH DFND1226,82900
INSIGHT ENTERPRISES INC COMCOM45765U103933,281SH DFND1 23,28100
INSIGHT ENTERPRISES INC COMCOM45765U1037,854274,249SH DFND1274,24900
INSIGNIA SYS INC COMCOM45765Y1058128,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693075,382424,851SH DFND1424,85100
INSPERITY INCCOM45778Q10710,515203,285SH DFND1202,9010384
INSPERITY INCCOM45778Q10754310,507SH DFND1 210,50700
INSTALLED BUILDING PRODUCTSCOM45780R1012,853107,221SH DFND1107,22100
INSTEEL INDUSTRIES INC COMCOM45774W1084,177136,669SH DFND1136,66900
INSTEEL INDUSTRIES INC COMCOM45774W10859819,579SH DFND1 219,57900
INSTITUTIONAL FINANCIAL MARKETCOM45779L1072023,694SH DFND123,69400
INSTRUCTURE INCCOM45781U10368938,428SH DFND138,42800
INSULET CORP -REDHCOM45784P10112,632380,970SH DFND1380,97000
INSYS THERAPEUTICS INCCOM NEW45824V2092,837177,465SH DFND1177,1470318
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW45798520813,684203,148SH DFND1203,14800
INTEGRATED DEVICE TECHNOLOG COMCOM4581181061718,366SH DFND1 28,36600
INTEGRATED DEVICE TECHNOLOG COMCOM45811810624,8751,217,013SH DFND11,217,01300
INTEGRATED ELECTRICAL SVC COMCOM45811E3019644SH DFND1 264400
INTEGRATED ELECTRICAL SVC COMCOM45811E30195565,129SH DFND165,12900
INTEL CORP COMCOM4581401001,427,27544,197,532SH DFND144,148,335049,197
INTEL CORP COMCOM4581401002387,365SH DFND1 27,36500
INTELIQUENT INCCOM45825N1077,736482,027SH DFND1482,02700
INTELLI-CHECK INC COMCOM NEW45817G2011811,261SH DFND111,26100
INTELSAT SACOML5140P101428169,899SH DFND1169,89900
INTER PARFUMS INC COMCOM4583341094,024130,233SH DFND1130,23300
INTERACTIVE BROKERS GRPCOM45841N10714,414366,583SH DFND1364,56802,015
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1094,335119,042SH DFND1119,04200
INTERCEPT PHARMACEUTICALS INCCOM45845P10814,487112,773SH DFND1112,4940279
INTERCLOUD SYSTEMS INCCOM NEW458488202117124,153SH DFND1124,15300
INTERCONTINENTALEXCHANGE GROUPCOM45866F104237,3631,011,410SH DFND11,010,5900820
INTERCONTINENTALEXCHANGE GROUPCOM45866F10427116SH DFND1 211600
INTERDIGITAL INCCOM45867G10113,594244,281SH DFND1244,0200261
INTERFACE INC CL ACOM4586653048,616464,764SH DFND1464,76400
INTERFACE INC CL ACOM4586653041789,643SH DFND1 29,64300
INTERMOLECULAR INCCOM45882D10919577,331SH DFND177,33100
INTERNAP CORPCOM PAR $.00145885A30010036,934SH DFND1 236,93400
INTERNAP CORPCOM PAR $.00145885A3001,009369,896SH DFND1369,89600
INTERNATIONAL BANCSHARES CO COMCOM45904410311,120450,967SH DFND1450,96700
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,093,5097,234,923SH DFND17,225,60009,323
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610126231SH DFND1 223100
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610176,922677,431SH DFND1677,0020429
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A108553,060SH DFND1 23,06000
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A1081,57886,517SH DFND186,3580159
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352017,062191,341SH DFND1191,34100
INTERPACE DIAGNOSTICS GROUP INCCOM46062X105523,719SH DFND123,71900
INTERPUBLIC GROUP COS INC COMCOM46069010073,6623,216,385SH DFND13,214,68901,696
INTERSECT ENT INCCOM46071F1032,452129,093SH DFND1129,09300
INTERSECTIONS INCCOM46098130116065,254SH DFND165,25400
INTERSIL CORP CL ACL A46069S10911,950893,803SH DFND1890,82302,980
INTERVAL LEISURE GROUPCOM46113M1086,840473,689SH DFND1473,68900
INTERVAL LEISURE GROUPCOM46113M10833823,446SH DFND1 223,44600
INTERXON CORPCOM46122T10210,147299,427SH DFND1299,2690158
INTEST CORP COMCOM46114710014136,180SH DFND136,18000
INTEVAC INC COMCOM461148108507112,882SH DFND1112,88200
INTL FCSTONE INCCOM46116V1056,053226,462SH DFND1226,46200
INTL PAPER CO COMCOM460146103133,7783,266,391SH DFND13,262,45403,937
INTL PAPER CO COMCOM4601461032506,100SH DFND1 26,10000
INTRA-CELLULAR THERAPIES INCCOM46116X1015,697204,936SH DFND1204,93600
INTRALINKS HOLDINGS INCCOM46118H1042,155273,551SH DFND1273,55100
INTRAWEST RESORTS HOLDINGS ICOM46090K109976114,216SH DFND1114,21600
INTREPID POTASH INCCOM46121Y1022725,137SH DFND1 225,13700
INTREPID POTASH INCCOM46121Y102390351,555SH DFND1351,55500
INTUIT COMCOM461202103238,5232,297,466SH DFND12,294,50402,962
INTUITIVE SURGICAL INC COMCOM NEW46120E602188,175313,692SH DFND1313,2910401
INUVO INC.COM NEW46122W204189106,848SH DFND1106,84800
INVACARE CORP COMCOM4612031012,561194,492SH DFND1194,49200
INVENSENSE INCOM46123D2054,330515,561SH DFND1515,56100
INVENTURE GROUP INCCOM461212102713126,354SH DFND1126,35400
INVESCO MORTGAGE CAPITALCOM46131B1009,177753,490SH DFND1746,21907,271
INVESCO PLCSHSG491BT108104,5523,404,695SH DFND13,402,74301,952
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1054,980225,370SH DFND1225,37000
INVESTORS BANCORP INCCOM46146L10126,8442,306,193SH DFND12,306,19300
INVESTORS BANCORP INCCOM46146L101292,502SH DFND1 22,50200
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301036,286865,868SH DFND1865,86800
INVESTORS TITLE CO COMCOM4618041065886,463SH DFND16,46300
INVITAE CORPCOM46185L10384282,336SH DFND182,33600
INVIVO THERAPEUTICS HOLDINGS CORPCOM NEW46186M2091,393199,623SH DFND1199,62300
INVUITY INCCOM NEW46187J20518725,912SH DFND125,91200
ION GEOPHYSICAL CORP COMCOM NEW46204420741951,943SH DFND151,94300
IONIS PHARMACEUTICALS INCOM46222210030,802760,951SH DFND1760,1200831
IPASS INCCOM46261V108510463,672SH DFND1463,67200
IPG PHOTONICS CORP -REDHCOM44980X10922,803237,334SH DFND1236,9360398
IRADIMED CORPCOM46266A10953628,007SH DFND128,00700
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C40910,18734,752PRN DFND1 234,75200
IRIDEX CORP COMCOM46268410122021,571SH DFND121,57100
IRIDIUM COMMUNICATIONS INCCOM46269C1024,503572,291SH DFND1572,29100
IROBOT CORPCOM4627261007,178203,358SH DFND1203,35800
IRON MTN INC PA COMCOM46284V10154,5841,612,917SH DFND11,612,3830534
IRONWOOD PHARMACEUTICALSCOM CL A46333X10810,204932,729SH DFND1932,72900
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1036,335152,221PRN DFND1105,002047,219
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876225905,175PRN DFND15,17500
ISHARES TR S&P 500 INDEXCORE S&P500 ETF4642872006363,080PRN DFND13,08000
ISLE OF CAPRI CASINOS INC COMCOM4645921046,566469,032SH DFND1469,03200
ISLE OF CAPRI CASINOS INC COMCOM4645921049680SH DFND1 268000
ISORAY INCCOM46489V104242269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414064465,463SH DFND15,46300
ISSUER DIRECT CORPCOM NEW46520M20419935,897SH DFND135,89700
ISTAR FINANCIAL INCCOM45031U1015,140532,160SH DFND1532,16000
ITC HOLDINGS CORPCOM46568510540,380926,799SH DFND1926,79900
ITERIS INCCOM46564T10715463,460SH DFND163,46000
ITRON INC COMCOM46574110610,730257,212SH DFND1257,21200
ITT EDUCATIONAL SERVICES IN COMCOM45068B10927288,092SH DFND188,09200
ITT INDS INC IND COMCOM NEW45091120120,753562,588SH DFND1562,58800
ITURAN LOCATION AND CONTROLSHSM6158M10419810,125SH DFND110,12500
ITUS CORPCOM NEW45069V20310134,351SH DFND134,35100
IXIA COMCOM45071R1095,768462,944SH DFND1462,94400
IXIA COMCOM45071R1091159,300SH DFND1 29,30000
IXYS CORP COMCOM46600W1063,037270,746SH DFND1270,74600
J & J SNACK FOODS CORP COMCOM46603210911,577106,918SH DFND1106,91800
J ALEXANDER'S HOLDINGS - W/ICOM46609J10695490,416SH DFND190,41600
J2 GLOBAL INCCOM48123V10222,574366,591SH DFND1366,3910200
J2 GLOBAL INCCOM48123V1025639,153SH DFND1 29,15300
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020613615,825SH DFND115,82500
JABIL CIRCUIT INC COMCOM46631310322,2441,154,340SH DFND11,153,7910549
JABIL CIRCUIT INC COMCOM466313103281,454SH DFND1 21,45400
JACK IN THE BOX INC COMCOM4663671091302,040SH DFND1 22,04000
JACK IN THE BOX INC COMCOM46636710915,205238,074SH DFND1238,07400
JACOBS ENGR GROUP INC DEL COMCOM46981410743,9071,010,207SH DFND11,009,4950712
JAGUAR ANIMAL HEALTH INCCOM47008L1064327,742SH DFND127,74200
JAH 1 1/2 06/15/19NOTE 1.500% 6/1471109AL23,0632,000,000PRN DFND1 22,000,00000
JAKKS PAC INC COMCOM47012E1067810,507SH DFND1 210,50700
JAKKS PAC INC COMCOM47012E106929124,991SH DFND1124,99100
JAMBA INCCOM NEW47023A3091,251101,228SH DFND1101,22800
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R1073,813118,216SH DFND1118,21600
JANUS CAPITAL GROUP INCCOM47102X10513,308909,658SH DFND1909,2580400
JARDEN CORP COMCOM47110910873,5811,248,898SH DFND11,246,69402,204
JASON INDUSTRIES INCCOM47117210620057,144SH DFND157,14400
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10447666,318SH DFND166,31800
JAZZ PHARMACEUTICALS PLCSHS USDG5087110551,808397,069SH DFND1396,5390530
JAZZ PHARMACEUTICALS PLCSHS USDG5087110572556SH DFND1 255600
JD.COM INC - ADRSPON ADR CL A47215P10611,082419,069SH DFND1419,06900
JERNIGAN CAPITAL INCCOM47640510539125,051SH DFND125,05100
JETBLUE AIRWAYS CORPCOM47714310153,7972,547,231SH DFND12,547,152079
JETBLUE AIRWAYS CORPCOM477143101261,249SH DFND1 21,24900
JG WENTWORTH COCL A46618D1088570,130SH DFND170,13000
JIVE SOFTWARE INCCOM47760A1081,257332,758SH DFND1332,75800
JMP GROUP INCCOM46629U1075710,931SH DFND1 210,93100
JOHN B. SANFILIPPO & SONCOM8004221074,00057,909SH DFND157,90900
JOHN BEAN TECHNOLOGIES-SPNCOM47783910410,545186,947SH DFND1186,94700
JOHNSON & JOHNSON COMCOM4781601042,646,96324,509,040SH DFND124,474,701034,339
JOHNSON & JOHNSON COMCOM4781601048858,188SH DFND1 28,18800
JOHNSON CTLS INC COMCOM478366107201,6135,184,206SH DFND15,177,48906,717
JOHNSON OUTDOORS INC CL ACL A47916710877935,069SH DFND135,06900
JONES ENERGY INCCOM CL A48019R108653196,177SH DFND1196,17700
JONES LANG LASALLE INC COMCOM48020Q10785726SH DFND1 272600
JONES LANG LASALLE INC COMCOM48020Q10733,787288,153SH DFND1287,9860167
JOURNAL MEDIA GROUP INC-SPNCOM48114A1091,312109,759SH DFND1109,75900
JOY GLOBAL INC COMCOM4811651089,632599,395SH DFND1599,1040291
JP MORGAN CHASE & COCOM46625H1002043,453SH DFND1 23,45300
JP MORGAN CHASE & COCOM46625H1001,833,98731,029,440SH DFND130,983,071046,369
JRJR33 INCCOM46645Q1064444,389SH DFND144,38900
JUNIPER NETWORKS INC COMCOM48203R10489,9273,531,001SH DFND13,528,45502,546
JUNIPER PHARMACEUTICALS INC COM48203L10738658,521SH DFND158,52100
JUNO THERAPEUTICS INCCOM48205A10916,137423,661SH DFND1422,33401,327
K12 INCCOM48273U1023,216325,217SH DFND1324,8910326
K12 INCCOM48273U10253954,502SH DFND1 254,50200
K2M GROUP HOLDINGS INCCOM48273J1072,613176,261SH DFND1176,26100
KADANT INC COMCOM48282T1044,670103,419SH DFND1103,41900
KAISER ALUMINUM CORPCOM PAR $0.0148300770410,076119,194SH DFND1119,19400
KAMADA LIMITEDSHSM6240T1094111,897SH DFND111,89700
KAMAN CORPCOM4835481037,883184,668SH DFND1184,66800
KANDI TECHNOLOGIES CORPCOM48370910112717,770SH DFND117,77000
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030275,820889,091SH DFND1888,03401,057
KAPSTONE PAPER AND PACKAGINGCOM48562P1037,741558,917SH DFND1558,91700
KAR AUCTION SERVICES INCCOM48238T10936,133947,388SH DFND1945,19702,191
KARYOPHARM THERAPEUTICS INCCOM48576U1061,237138,717SH DFND1138,71700
KATE SPADE & COCOM48586510919,247754,225SH DFND1754,0870138
KB HOME COMCOM48666K1097,554529,027SH DFND1529,02700
KB HOME COMCOM48666K109322,301SH DFND1 22,30100
KBR INCCOM48242W10613,777890,036SH DFND1886,74703,289
KCG HOLDINGSCL A48244B1004,831404,316SH DFND1404,31600
KEARNY FINANCIAL CORP/MDCOM48716P1083,059247,752SH DFND1247,75200
KELLOGG CO COMCOM487836108158,4422,073,967SH DFND12,072,72401,243
KELLY SVCS INC CL ACL A4881522084,194219,381SH DFND1219,38100
KEMET CORP COMCOM NEW488360207440228,039SH DFND1228,03900
KEMPER CORPCOM4884011009,143309,228SH DFND1309,22800
KEMPHARM INCCOM48844510749934,435SH DFND134,43500
KENNAMETAL INC COMCOM489170100401,790SH DFND1 21,79000
KENNAMETAL INC COMCOM48917010010,978488,143SH DFND1488,064079
KENNEDY-WILSON HOLDINGS INCCOM48939810713,277606,265SH DFND1606,26500
KERYX BIOPHARMACEUTICALS IN COMCOM4925151013,268699,895SH DFND1699,89500
KEY ENERGY SVCS INC COMCOM492914106284769,483SH DFND1769,48300
KEY TECHNOLOGY INC COMCOM4931431018612,659SH DFND112,65900
KEY TRONIC CORPCOM49314410925235,271SH DFND135,27100
KEYCORP NEW COMCOM49326710882,3867,476,448SH DFND17,474,02402,424
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L10328,3731,022,842SH DFND11,022,6570185
KEYW HOLDING CORP/THECOM4937231001,817273,782SH DFND1273,78200
KFORCE INC COMCOM4937321013,816194,925SH DFND1194,92500
KFORCE INC COMCOM4937321011165,951SH DFND1 25,95100
KILROY RLTY CORP COMCOM49427F10844,372717,194SH DFND1717,143051
KIMBALL ELECTRONICS INC-W/ICOM49428J1093,545317,381SH DFND1317,38100
KIMBALL INTL INC CL BCL B4942741034,450392,091SH DFND1392,09100
KIMBERLY CLARK CORP COMCOM494368103383,8092,859,320SH DFND12,854,63304,687
KIMCO REALTY CORP COMCOM49446R109117,0764,074,851SH DFND14,072,39002,461
KINDER MORGAN INCCOM49456B10138521,559SH DFND1 221,55900
KINDER MORGAN INCCOM49456B101270,48015,174,712SH DFND115,153,556021,156
KINDRED BIOSCIENCES INCCOM49457710922264,569SH DFND164,56900
KINDRED HEALTHCARE INC COMCOM4945801036,619535,990SH DFND1535,99000
KINGOLD JEWELRY INCCOM NEW49579A2043931,306SH DFND131,30600
KIRBY CORP COMCOM49726610619,783328,135SH DFND1328,097038
KIRKLAND'S INCCOM4974981051,934110,480SH DFND1110,48000
KITE PHARMA INCCOM49803L10912,983282,806SH DFND1282,80600
KITE REALTY GROUP TRUSTCOM NEW49803T30019,820715,273SH DFND1715,27300
KLA-TENCOR CORP COMCOM48248010094,6191,302,094SH DFND11,300,40501,689
KLX INCCOM482539103156SH DFND1 25600
KLX INCCOM48253910311,975372,608SH DFND1372,60800
KMG CHEMICALS INCCOM4825641011,20852,391SH DFND152,39100
KNIGHT TRANSN INC COMCOM49906410310,425398,698SH DFND1398,69800
KNOLL INCCOM NEW4989042006,853316,551SH DFND1315,5710980
KNOWLES CORPCOM49926D1097,444564,816SH DFND1564,81600
KOHLS CORP COMCOM50025510472,2631,553,568SH DFND11,552,5820986
KONA GRILL INCCOM50047H20184365,140SH DFND165,14000
KONGZHONG CORP-ADRSPONSORED ADR50047P10410414,541SH DFND114,54100
KOPIN CORP COMCOM500600101657395,913SH DFND1395,91300
KOPPERS HOLDINGS INCCOM50060P1062,996133,371SH DFND1133,37100
KORN FERRY INTL COM NEWCOM NEW50064320013,829488,836SH DFND1488,83600
KORNIT DIGITAL LTDSHSM6372Q11313813,919SH DFND113,91900
KOSMOS ENERGY LTDSHSG5315B1075,485942,609SH DFND1942,60900
KRAFT HEINZ CO/THECOM500754106395,0795,038,839SH DFND15,031,12807,711
KRATON PERFORMANCE POLYMERSCOM50077C1063,456199,785SH DFND1199,78500
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,499302,948SH DFND1302,94800
KRISPY KREME DOUGHNUTS INC COMCOM501014104362,339SH DFND1 22,33900
KRISPY KREME DOUGHNUTS INC COMCOM5010141046,502417,122SH DFND1417,12200
KROGER CO COMCOM50104410128733SH DFND1 273300
KROGER CO COMCOM501044101286,0987,495,544SH DFND17,485,288010,256
KRONOS WORLDWIDE INCCOM50105F105162,818SH DFND1 22,81800
KRONOS WORLDWIDE INCCOM50105F105873152,775SH DFND1150,17602,599
KULICKE & SOFFA INDS INC COMCOM501242101201,805SH DFND1 21,80500
KULICKE & SOFFA INDS INC COMCOM5012421014,749419,527SH DFND1419,52700
KVH INDUSTRIES INCCOM48273810191395,635SH DFND195,63500
L BRANDS INCCOM5017971041872,137SH DFND1 22,13700
L BRANDS INCCOM501797104177,4062,024,489SH DFND12,022,38602,103
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410475,291636,635SH DFND1635,9440691
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 25034596041,98895,082SH DFND195,08200
LA QUINTA HOLDINGS INCCOM50420D1087,127570,195SH DFND1570,19500
LA Z BOY INC COMCOM50533610713,081489,208SH DFND1489,20800
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R40998,931846,284SH DFND1845,5150769
LACLEDE GROUP INC COMCOM50559710420,190298,022SH DFND1298,02200
LADDER CAPITAL CORP-CLASS ACL A5057431043,939316,446SH DFND1316,44600
LADENBURG THALMANN FINANCIALCOM50575Q1021,651660,561SH DFND1660,56100
LAKE SUNAPEE BANK GROUPCOM51086610630021,504SH DFND121,50400
LAKELAND BANCORP INC COMCOM5116371002,506246,946SH DFND1246,94600
LAKELAND FINL CORP COMCOM5116561005,820127,147SH DFND1127,14700
LAKELAND INDUSTRIES INCCOM51179510641233,605SH DFND133,60500
LAM RESEARCH CORP COMCOM512807108110,8951,345,158SH DFND11,342,45702,701
LAM RESEARCH CORP COMCOM51280710829359SH DFND1 235900
LAMAR ADVERTISING CO CL ACL A51281610945,834745,279SH DFND1743,64001,639
LANCASTER COLONY CORP COMCOM51384710315,399139,271SH DFND1139,27100
LANDAUER INC COMCOM51476K1032,11363,911SH DFND163,91100
LANDEC CORPCOM5147661042,000190,498SH DFND1190,49800
LANDS END INCCOM51509F1053,157123,789SH DFND1123,6620127
LANDSTAR SYS INC COMCOM51509810118,042279,252SH DFND1279,25200
LANNET INC COMCOM5160121013,539197,433SH DFND1197,2930140
LANTHEUS HOLDINGS INCCOM51654410310455,299SH DFND155,29900
LAREDO PETROLEUM HOLDINGS INCOM5168061066,048762,725SH DFND1762,631094
LAS VEGAS SANDS CORPCOM517834107107,6322,084,031SH DFND12,079,11204,919
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210823,820941,161SH DFND1941,16100
LATTICE SEMICONDUCTOR CORP COMCOM5184151044,591808,365SH DFND1808,36500
LAUDER ESTEE COS INC CL ACL A518439104170,8031,814,732SH DFND11,810,77003,962
LAWSON PRODS INC COMCOM52077610578540,123SH DFND140,12300
LAYN 8 05/01/19NOTE 8.000% 5/0521050AD67,9208,000,000PRN DFND1 28,000,00000
LAYNE CHRISTENSEN COMPANYCOM521050104728101,261SH DFND1101,26100
LAZARD GLOBAL TOTAL RET INCMCOM52106W10360148,353PRN DFND1 248,35300
LAZARD LTDSHS AG540501027181SH DFND1 218100
LAZARD LTDSHS AG5405010229,915771,027SH DFND1769,85701,170
LAZARD WORLD DIVIDEND & INCCOM52107610931034,438SH DFND1 234,43800
LCNB CORPORATIONCOM50181P10059036,720SH DFND136,72000
LDR HOLDING CORPCOM50185U1054,153162,947SH DFND1162,94700
LEAPFROG ENTERPRISES INC CL ACL A52186N106331333,465SH DFND1333,46500
LEAR CORPCOM NEW5218652041241,122SH DFND1 21,12200
LEAR CORPCOM NEW52186520457,565518,063SH DFND1516,67901,384
LEE ENTERPRISES INC COMCOM523768109461256,513SH DFND1256,51300
LEGACY RESERVES LPUNIT LP INT5247073042122,409SH DFND122,40900
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y1066,090309,946SH DFND1309,94600
LEGG MASON INC COMCOM5249011051,60046,152SH DFND1 246,15200
LEGG MASON INC COMCOM52490110533,867978,281SH DFND1973,83104,450
LEGGETT & PLATT INC COMCOM52466010752,4031,084,978SH DFND11,084,1080870
LEIDOS HOLDINGS INCCOM52532710270714,057SH DFND1 214,05700
LEIDOS HOLDINGS INCCOM52532710220,582409,039SH DFND1408,1080931
LEMAITRE VASCULAR INCCOM5255582011,39489,853SH DFND189,85300
LEMAITRE VASCULAR INCCOM52555820136923,797SH DFND1 223,79700
LENDINGCLUB CORPCOM52603A1099,9191,195,074SH DFND11,191,81903,255
LENDINGTREE INCCOM52603B1077,10072,621SH DFND172,62100
LENNAR CORP CL BCL B52605730254514,089SH DFND113,7810308
LENNAR CORP COMCL A52605710471,8271,488,232SH DFND11,487,3260906
LENNOX INTL INC COMCOM52610710731,302231,542SH DFND1231,0550487
LEUCADIA NATL CORP COMCOM52728810459,2513,669,910SH DFND13,669,6060304
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308125,4482,378,450SH DFND12,376,72801,722
LEXICON GENETICS INC COMCOM NEW5288723024,220353,192SH DFND1353,19200
LEXINGTON CORP PPTYS TR COMCOM52904310112,2521,424,695SH DFND11,424,69500
LEXMARK INTL NEW CL ACL A52977110713,245396,226SH DFND1393,90802,318
LEXMARK INTL NEW CL ACL A52977110766820,000SH DFND1 220,00000
LGI HOMES INCCOM50187T1062,34596,885SH DFND196,88500
LGIH 4 1/4 11/15/19NOTE 4.250%11/150187TAB213,46710,720,000PRN DFND1 210,720,00000
LHC GROUP LLCCOM50187A1073,42896,402SH DFND196,40200
LHC GROUP LLCCOM50187A107701,993SH DFND1 21,99300
LIBBEY INC COMCOM5298981082,682144,227SH DFND1144,22700
LIBERTY BROADBAND A - W/ICOM SER A5303071079,801168,528SH DFND1168,52404
LIBERTY BROADBAND C W/ICOM SER C53030730525,489439,858SH DFND1439,824034
LIBERTY GLOBAL PLC - ASHS CL AG5480U10456,9001,478,925SH DFND11,470,91808,007
LIBERTY GLOBAL PLC-CSHS CL CG5480U120127,2623,390,140SH DFND13,389,9890151
LIBERTY LILAC GROUP - CL C W/ILILAC SHS CL CG5480U1536,648175,503SH DFND1175,50300
LIBERTY LILAC GRP-CL A W/ILILAC SHS CL AG5480U1382,57273,360SH DFND173,36000
LIBERTY MEDIA CORPCL A53122910227,566713,883SH DFND1713,7650118
LIBERTY MEDIA CORP - C W/ICOM SER C53122930047,7071,253,266SH DFND11,253,26600
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10479,3583,144,335SH DFND13,143,9270408
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M104271,108SH DFND1 21,10800
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210439,5391,182,104SH DFND11,181,9640140
LIBERTY TAX INCCL A53128T10284443,086SH DFND143,08600
LIBERTY TRIPADVISOR HDG-A INCCOM SER A53146510210,452471,704SH DFND1471,4350269
LIBERTY VENTURES - SER ALBT VENT COM A53071M88034,379878,812SH DFND1878,0960716
LIFELOCK INCCOM53224V1006,790562,621SH DFND1562,62100
LIFEPOINT HOSPITALS INC COMCOM53219L10920,726299,299SH DFND1299,288011
LIFETIME BRANDS INCCOM53222Q1031,05469,975SH DFND169,97500
LIFEVANTAGE CORPCOM NEW53222K20565972,437SH DFND172,43700
LIFEWAY FOODS INCCOM53191410935933,233SH DFND133,23300
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50414,095131,624SH DFND1131,62400
LIGHTBRIDGE CORPCOM53224K1043766,578SH DFND166,57800
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578054321,491SH DFND121,49100
LILIS ENERGY INCCOM53240310257335,103SH DFND1335,10300
LILLY ELI & CO COMCOM53245710825361SH DFND1 236100
LILLY ELI & CO COMCOM532457108602,6968,385,704SH DFND18,374,503011,201
LIMELIGHT NETWORKS INC -REDHCOM53261M104742410,366SH DFND1410,36600
LIMONEIRA COCOM5327461041,08371,283SH DFND171,28300
LINCOLN EDUCATIONAL SERVICESCOM533535100281113,403SH DFND1113,40300
LINCOLN ELEC HLDGS INC COMCOM53390010625,240430,945SH DFND1430,4140531
LINCOLN NATL CORP IND COMCOM53418710984,3252,155,109SH DFND12,148,71906,390
LINCOLN NATL CORP IND COMCOM534187109641,644SH DFND1 21,64400
LINDBLAD EXPEDITIONS HOLDINGSCOM5352191091,336134,487SH DFND1134,48700
LINDSAY MFG CO COMCOM5355551065,33174,449SH DFND174,44900
LINEAR TECHNOLOGY CORP COMCOM53567810696,4092,167,497SH DFND12,164,41803,079
LINKEDIN CORP - ACOM CL A53578A1081141,004SH DFND1 21,00400
LINKEDIN CORP - ACOM CL A53578A10877,042674,155SH DFND1673,03501,120
LINN CO LLCCOM SHS LTD INT5357821061132,952SH DFND132,95200
LINN ENERGY LLC-UNITSUNIT LTD LIAB53602010047132,606SH DFND1132,60600
LINN ENERGY LLC-UNITSUNIT LTD LIAB53602010042119,332SH DFND1 2119,33200
LION BIOTECHNOLOGIES INCCOM53619R1021,624319,759SH DFND1319,75900
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521092,015398,355SH DFND1398,35500
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920312,320563,851SH DFND1563,85100
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920321810,000SH DFND1 210,00000
LIPOCINE INCCOM53630X10490388,967SH DFND188,96700
LIQTECH INTERNATIONAL INCCOM53632A1026490,569SH DFND190,56900
LIQUIDITY SERVICES, INC.COM53635B10710921,154SH DFND1 221,15400
LIQUIDITY SERVICES, INC.COM53635B107863166,737SH DFND1166,73700
LITHIA MTRS INC CL ACL A53679710313,051149,455SH DFND1149,45500
LITTELFUSE INC COMCOM53700810437305SH DFND1 230500
LITTELFUSE INC COMCOM53700810418,974154,130SH DFND1154,13000
LIVANOVA PLCSHSG5509L10120,100372,375SH DFND1372,37500
LIVE NATION ENTERTAINMENT, INC.COM53803410919,159858,779SH DFND1858,6690110
LIVE OAK BANCSHARES INCCOM53803X10559939,981SH DFND139,98100
LIVE VENTURES INCCOM53814210011885,426SH DFND185,42600
LIVEPERSON INCCOM5381461012,061352,420SH DFND1352,42000
LIVEPERSON INCCOM538146101559,434SH DFND1 29,43400
LKQ CORPCOM50188920863,1991,980,374SH DFND11,979,9540420
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR5394391091,057267,682SH DFND1157,5310110,151
LMI AEROSPACE INCCOM50207910646454,641SH DFND154,64100
LNKD 0 1/2 11/01/19NOTE 0.500%11/053578AAB43,6224,000,000PRN DFND1 24,000,00000
LOCKHEED MARTIN CORP COMCOM539830109148671SH DFND1 267100
LOCKHEED MARTIN CORP COMCOM539830109503,1202,275,790SH DFND12,272,62403,166
LOEWS CORP COMCOM54042410885,0192,226,561SH DFND12,225,22601,335
LOGITECH INTERNATIONAL - REGSHSH504302321,04265,528SH DFND165,52800
LOGMEIN INCCOM54142L1098,662171,680SH DFND1171,68000
LOGMEIN INCCOM54142L109541,089SH DFND1 21,08900
LORAL SPACE & COMMUNICATION COMCOM5438811063,24092,246SH DFND192,24600
LOUISIANA PAC CORP COMCOM54634710515,545908,007SH DFND1908,00700
LOUISIANA PAC CORP COMCOM5463471053232SH DFND1 223200
LOWES COS INC COMCOM548661107593,5147,850,217SH DFND17,838,018012,199
LOXO ONCOLOGY INCCOM5488621011,56057,068SH DFND157,06800
LPATH INC - CLASS ACOM NEW5489103061373,679SH DFND173,67900
LPL INVESTMENT HOLDINGS INCCOM50212V100622,531SH DFND1 22,53100
LPL INVESTMENT HOLDINGS INCCOM50212V10012,442501,702SH DFND1501,689013
LRAD CORPCOM50213V109238143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,503117,954SH DFND1117,95400
LSI INDS INC COMCOM50216C108726,188SH DFND1 26,18800
LSI INDS INC COMCOM50216C1081,849157,427SH DFND1157,42700
LTC PPTYS INC COMCOM50217510214,211314,130SH DFND1314,13000
LTC PPTYS INC COMCOM50217510222496SH DFND1 249600
LUBYS INC COMCOM54928210130362,611SH DFND162,61100
LULULEMON ATHLETICA INCCOM55002110951,825765,820SH DFND1764,9040916
LUMBER LIQUIDATORS HOLDINGS INCOM55003T1072,139163,058SH DFND1163,05800
LUMENTUM HOLDINGS INCCOM55024U1098,550317,033SH DFND1315,02302,010
LUMINEX CORP DEL COMCOM55027E1026,070312,911SH DFND1312,91100
LUMINEX CORP DEL COMCOM55027E10226113,478SH DFND1 213,47800
LUMOS NETWORKS CORPCOM5502831051,841143,390SH DFND1143,39000
LUNA INNOVATIONS INCCOM5503511004341,071SH DFND141,07100
LUXFER HOLDINGS PLC-ADRSPONSORED ADR55067810630528,808SH DFND1 228,80800
LUXOFT HOLDING INCORD SHS CL AG572791041,08319,698SH DFND119,69800
LYDALL INC DEL COMCOM5508191063,505107,793SH DFND1107,79300
LYONDELLBASELL INDU-CL ASHS - A -N53745100270,0103,160,867SH DFND13,154,95505,912
LYONDELLBASELL INDU-CL ASHS - A -N537451003834,480SH DFND1 24,48000
M & T BK CORP COMCOM55261F104144,2201,301,841SH DFND11,299,65002,191
M D C HLDGS INC COMCOM5526761086,415256,024SH DFND1256,02400
M SMUCKER CO/THE-NEW COMCOM NEW832696405127,279982,229SH DFND1980,72201,507
M/I HOMES INCCOM55305B1013,070164,643SH DFND1164,64300
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1006,398146,115SH DFND1146,11500
MACATAWA BK CORP COMCOM554225102691110,635SH DFND1110,63500
MACERICH CO COMCOM554382101105,4351,332,719SH DFND11,331,40101,318
MACK CALI RLTY CORP COMCOM55448910417,633750,360SH DFND1750,36000
MACQUARIE INFRASTRUCTURE COCOM55608B10529,274434,087SH DFND1434,08403
MACROGENICS INCCOM5560991093,815203,504SH DFND1203,50400
MACY'S INCCOM55616P104117,0272,659,378SH DFND12,653,82605,552
MADDEN STEVEN LTD COMCOM55626910814,722397,483SH DFND1397,48300
MADISON SQUARE GARDEN CO/THECL A55825T10320,431122,813SH DFND1122,6720141
MAGELLAN HEALTH INCCOM NEW55907920716,727246,253SH DFND1246,25300
MAGELLAN HEALTH INCCOM NEW5590792074646,842SH DFND1 26,84200
MAGELLAN PETROLEUM CORPCOM NEW5590916082726,001SH DFND126,00100
MAGIC SOFTWARE ENTERPRISESORD55916610315022,249SH DFND122,24900
MAGICJACK VOCALTEC LTDSHSM6787E10135954,848SH DFND1 254,84800
MAGICJACK VOCALTEC LTDSHSM6787E101507,625SH DFND17,62500
MAGNEGAS CORPCOM NEW55939L202150144,434SH DFND1144,43400
MAIDEN HOLDINGS LTDSHSG5753U1125,013387,437SH DFND1385,03002,407
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1023,153149,527SH DFND1149,52700
MAJESCOCOM56068V10231952,545SH DFND152,54500
MAJESCO ENTERTAINMENT COCOM PAR $.001560690307140165,697SH DFND1165,69700
MAKEMYTRIP LTDSHSV5633W10931417,388SH DFND117,38800
MALIBU BOATS INC CLASS ACOM CL A56117J1001,933117,900SH DFND1117,90000
MALLINCKRODT PLC SHSG5785G1072594,231SH DFND1 24,23100
MALLINCKRODT PLC SHSG5785G10755,687910,599SH DFND1910,4070192
MANHATTAN ASSOCS INC COMCOM56275010951904SH DFND1 290400
MANHATTAN ASSOCS INC COMCOM56275010927,846489,648SH DFND1489,64800
MANITEX INTERNATIONAL INCCOM56342010832562,202SH DFND162,20200
MANITOWOC FOODSERVICE INCCOM56356810412,489847,327SH DFND1847,32700
MANITOWOC FOODSERVICE INCCOM56356810422115,000SH DFND1 215,00000
MANITOWOC INC COMCOM5635711083,589829,016SH DFND1829,01600
MANITOWOC INC COMCOM56357110813030,100SH DFND1 230,10000
MANNING & NAPIER INCCL A56382Q10278497,170SH DFND194,80102,369
MANNKIND CORP COMCOM56400P2012,9501,832,708SH DFND11,832,70800
MANPOWER INC COMCOM56418H10037,501460,817SH DFND1460,5600257
MANTECH INTL CORP CL ACL A56456310424752SH DFND1 275200
MANTECH INTL CORP CL ACL A5645631045,808181,560SH DFND1181,3070253
MARATHON OIL CORP COMCOM56584910676,7336,901,512SH DFND16,885,751015,761
MARATHON PATENT GROUP INCCOM NEW56585W2038844,662SH DFND144,66200
MARATHON PETROLEUM CORP - W/ICOM56585A1022667,181SH DFND1 27,18100
MARATHON PETROLEUM CORP - W/ICOM56585A102171,2504,614,703SH DFND14,608,50306,200
MARCHEX INC-CLASS BCL B56624R108856192,458SH DFND1191,27301,185
MARCUS & MILLICHAP INCCOM5663241093,194125,810SH DFND1125,81000
MARCUS & MILLICHAP INCCOM5663241091375,405SH DFND1 25,40500
MARCUS CORP COMCOM5663301062,426128,029SH DFND1128,02900
MARIN SOFTWARE INCCOM56804T106303100,558SH DFND1100,55800
MARINE PRODS CORP COMCOM56842710834345,247SH DFND145,24700
MARINEMAX INC COMCOM5679081083,316170,362SH DFND1170,36200
MARINUS PHARMACEUTICALS INCCOM56854Q10127951,924SH DFND151,92400
MARKEL CORP COMCOM57053510475,62584,872SH DFND184,859013
MARKETAXESS HOLDINGS INCCOM57060D10832,141257,486SH DFND1257,48600
MARKETAXESS HOLDINGS INCCOM57060D108119960SH DFND1 296000
MARKETO INCCOM57063L1074,990254,997SH DFND1254,99700
MARKETO INCCOM57063L1075304SH DFND1 230400
MARKIT LTDSHSG582491062,88481,603SH DFND181,60300
MARLIN BUSINESS SERVICES INCCOM571157106674,726SH DFND1 24,72600
MARLIN BUSINESS S