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
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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 A68243Q1062,006222,423SH DFND1220,99801,425
1ST CENTURY BANCSHARES INCCOM31943X10251946,313SH DFND146,31300
1ST SOURCE CORP COMCOM3369011034,506139,142SH DFND1139,14200
21VIANET GROUP INC - ADRSPONSORED ADR90138A10326025,510SH DFND125,51000
22ND CENTURY GROUP INCCOM90137F103133164,883SH DFND1164,88300
2U INCCOM90214J1017,202244,910SH DFND1244,91000
3-D SYS CORP DEL COM NEWCOM NEW88554D2059,786714,891SH DFND1712,01002,881
3M COCOM88579Y101939,9395,376,096SH DFND15,352,799023,297
51JOBS INC-ADRSP ADR REP COM31682710431110,615SH DFND110,61500
58.COM INC-ADRSPON ADR REP A31680Q1042,89963,500SH DFND163,50000
8X8 INC NEW COMCOM2829141009,236632,223SH DFND1632,22300
8X8 INC NEW COMCOM282914100503,452SH DFND1 23,45200
A. H. BELO CORPCOM CL A001282102549109,895SH DFND1109,89500
A10 NETWORKS INCCOM00212110191,533SH DFND1 21,53300
A10 NETWORKS INCCOM0021211011,685260,467SH DFND1260,46700
AAC HOLDINGS INCCOM0003071081,28956,517SH DFND156,51700
AAON INC COM PAR $0.004COM PAR $0.0040003602068,572311,601SH DFND1311,60100
AAR CORP COMCOM0003611055,336228,640SH DFND1228,64000
AARON'S INCCOM PAR $0.50002535300291,328SH DFND1 21,32800
AARON'S INCCOM PAR $0.500025353009,568437,125SH DFND1437,115010
ABAXIS INCCOM0025671057,068149,667SH DFND1149,66700
ABB LTD-ADRSPONSORED ADR00037520427513,897SH DFND12,623011,274
ABBOTT LABS COMCOM002824100497,36412,673,458SH DFND112,623,318050,140
ABBVIE INCCOM00287Y109794,63012,858,423SH DFND112,799,265059,158
ABEONA THERAPEUTICS INCCOM00289Y10714461,087SH DFND161,08700
ABERCROMBIE & FITCH CO CL ACL A0028962077,772436,392SH DFND1435,7210671
ABERDEEN CHILE FUND INCCOM00301W10517828,547PRN DFND1 228,54700
ABIOMED INC COMCOM00365410031,634289,453SH DFND1289,45300
ABM INDS INC COMCOM00095710013,930381,870SH DFND1381,87000
ABRAXAS PETE CORP COMCOM003830106887785,110SH DFND1785,11000
ACACIA COMMUNICATIONS INCCOM00401C1082,05851,528SH DFND151,52800
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813071,484337,341SH DFND1337,34100
ACADIA HEALTHCARE CO INCCOM00404A10927,998505,386SH DFND1505,334052
ACADIA PHARMACEUTICALS INC COMCOM00422510821,036648,089SH DFND1647,7590330
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910920,401574,364SH DFND1574,36400
ACCELERON PHARMA INCCOM00434H1088,371246,359SH DFND1246,35900
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101635,4085,617,640SH DFND15,592,272025,368
ACCESS NATIONAL CORP COMCOM00433710190546,420SH DFND146,42000
ACCLERATE DIAGNOSTICS INCCOM00430H1022,859198,744SH DFND1198,5500194
ACCO BRANDS CORPCOM00081T1087,443720,583SH DFND1720,58300
ACCURAY INCCOM0043971052,921562,914SH DFND1562,91400
ACCURIDE CORPCOM NEW00439T206300242,329SH DFND1242,32900
ACELRX PHARMACEUTICALS INCCOM00444T100552205,291SH DFND1205,29100
ACETO CORP COMCOM0044461004,551207,946SH DFND1207,94600
ACHAOGEN INCCOM00444910417546,187SH DFND146,18700
ACHILLION PHARMACTCLSCOM00448Q2016,865880,254SH DFND1880,25400
ACI WORLDWIDE INCCOM00449810116,447843,014SH DFND1843,01400
ACLARIS THERAPEUTICS INCCOM00461U10590549,025SH DFND149,02500
ACNB CORPCOM00086810965225,976SH DFND125,97600
ACNB CORPCOM00086810924964SH DFND1 296400
ACORDA THERAPEUTICS INCCOM00484M1069,206360,950SH DFND1360,95000
ACORDA THERAPEUTICS INCCOM00484M106391,546SH DFND1 21,54600
ACTINIUM PHARMACEUTICALS INCCOM00507W107267151,287SH DFND1151,28700
ACTIVE POWER INC COMCOM NEW00504W3082975,138SH DFND175,13800
ACTIVISION BLIZZARD INCCOM00507V109165,9074,193,899SH DFND14,153,316040,583
ACTUA CORPCOM0050941072,293254,007SH DFND1254,00700
ACTUANT CORP CL A NEWCL A NEW00508X2038,832390,667SH DFND1390,66700
ACUITY BRANDS INC COMCOM00508Y102141569SH DFND1 256900
ACUITY BRANDS INC COMCOM00508Y10293,499377,702SH DFND1376,43501,267
ACURA PHARMACEUTICALS INCCOM PAR $0.0100509L8023821,024SH DFND121,02400
ACXIOM CORP COMCOM00512510912,196554,626SH DFND1554,62600
ADAMAS PHARMACEUTICALS INCCOM00548A1061,698112,201SH DFND1112,20100
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20816759,694SH DFND159,69400
ADAMS EXPRESSCOM0062121043,463273,400PRN DFND1 2273,40000
ADAMS RESOURCES & ENERGY INCCOM NEW00635130858415,182SH DFND115,18200
ADAPTIMMUNE THERAPEUTICS - ADRSPONDS ADR00653A1078310,273SH DFND110,27300
ADCARE HEALTH SYSTEMSCOM NEW00650W3007440,556SH DFND140,55600
ADDUS HOMECARE CORPCOM00673910682947,611SH DFND147,61100
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062111,928SH DFND111,92800
ADEPTUS HEALTH INCCL A0068551004,58188,687SH DFND188,68700
ADESTO TECHNOLOGIES CORPCOM00687D10114143,069SH DFND143,06900
ADOBE SYS INC COMCOM00724F101395,2924,133,814SH DFND14,103,902029,912
ADTRAN INC COMCOM00738A1066,532350,277SH DFND1350,27700
ADURO BIOTECH INCCOM00739L1011,593140,885SH DFND1140,88500
ADURO BIOTECH INCCOM00739L10125122,272SH DFND1 222,27200
ADVANCED AUTO PARTS INC COMCOM00751Y1064843,000SH DFND1 23,00000
ADVANCED AUTO PARTS INC COMCOM00751Y10699,896619,104SH DFND1616,99002,114
ADVANCED DRAINAGE SYSTEMS INCCOM00790R1046,818249,134SH DFND1249,13400
ADVANCED ENERGY INDS COMCOM00797310099526,228SH DFND1 226,22800
ADVANCED ENERGY INDS COMCOM00797310010,630280,032SH DFND1280,03200
ADVANCED MICRO DEVICES INC COMCOM00790310723,6324,597,736SH DFND14,597,73600
ADVANCED MICRO DEVICES INC COMCOM00790310710821,097SH DFND1 221,09700
ADVANCED SEMICONDUCTOR E- ADRSPONSORED ADR00756M40412823,046SH DFND119,18603,860
ADVAXIS INCCOM NEW0076242081,527188,818SH DFND1188,81800
ADVERUM BIOTECHNOLOGIES INCCOM00773U108386122,365SH DFND1122,36500
ADVISORY BRD CO COMCOM00762W10710,487296,336SH DFND1296,33600
AECOM TECHNOLOGY CORP -REDHCOM00766T10030,904972,758SH DFND1972,4700288
AEGEAN MARINE PETROLEUM NETWSHSY0017S102610110,927SH DFND1 2110,92700
AEGERION PHARMACEUTICALS INCCOM00767E102249167,139SH DFND1167,13900
AEGION CORPCOM00770F1044,938253,125SH DFND1253,12500
AEGON N V ORD AMER REGNY REGISTRY SH0079241037919,795SH DFND17,826011,969
AEHR TEST SYSTEMS COMCOM00760J1081912,126SH DFND112,12600
AEMITIS INCCOM NEW00770K20214363,084SH DFND163,08400
AEP INDS INC COMCOM0010311035,28765,711SH DFND165,71100
AERCAP HOLDINGS NVSHSN0098510610,281308,119SH DFND1307,11201,007
AERI PHARMACEUTICALS INCCOM00771V1083,266185,594SH DFND1185,59400
AEROHIVE NETWORKS INCCOM007786106945142,763SH DFND1142,76300
AEROJET ROCKETDYNE HOLDINGS INCCOM0078001058,297453,910SH DFND1453,91000
AEROVIRONMENT INCCOM0080731084,093147,264SH DFND1147,26400
AES CORP COMCOM00130H10566,4065,330,506SH DFND15,308,650021,856
AETHLON MEDICAL INCCOM NEW00808Y20813824,234SH DFND124,23400
AETNA INC NEW COMCOM00817Y108345,3662,832,877SH DFND12,819,682013,195
AETNA INC NEW COMCOM00817Y1083422,806SH DFND1 22,80600
AFFILIATED MANAGERS GROUP COMCOM008252108106759SH DFND1 275900
AFFILIATED MANAGERS GROUP COMCOM00825210863,632452,805SH DFND1450,71302,092
AFFIMED NVCOMN010451083012,273SH DFND112,27300
AFLAC INC COMCOM001055102249,2023,459,400SH DFND13,443,669015,731
AG MORTGAGE INVESTMENT TRUSTCOM0012281052,674185,241SH DFND1177,07608,165
AGCO CORP COMCOM00108410221,679460,213SH DFND1460,151062
AGENUS INCCOM NEW00847G7052,071511,363SH DFND1511,36300
AGILE THERAPEUTICS INCCOM00847L10067188,246SH DFND188,24600
AGILENT TECHNOLOGIES INC COMCOM00846U101123,6682,792,529SH DFND12,780,909011,620
AGILYSYS INCCOM00847J1051,225117,020SH DFND1117,02000
AGIOS PHARMACEUTICALS INCCOM00847X1047,740184,770SH DFND1184,740030
AGL RES INC COMCOM00120410675613,186SH DFND113,18600
AGL RES INC COMCOMSTK00120410666,0761,003,333SH DFND11,003,33300
AGNICO EAGLE MINES LTDCOMSTK20098236,183116,188SH DFND1114,30601,882
AGREE REALTY CORPCOM0084921007,580157,133SH DFND1157,13300
AGRIUM INCCOMSTK22135384,62151,467SH DFND150,34801,119
AGRIUM INC COMCOM0089161083754,153SH DFND14,0050148
AGROFRESH SOLUTIONS INCCOM00856G109953179,486SH DFND1179,48600
AIMC 2 3/4 03/01/2031NOTE 2.750% 3/002208RAE62,2602,000,000PRN DFND1 22,000,00000
AIMMUNE THERAPEUTICS INCCOM00900T1071,212112,106SH DFND1112,10600
AIR LEASE CORPCL A00912X30216,435613,737SH DFND1613,4300307
AIR LEASE CORPCL A00912X3022278,493SH DFND1 28,49300
AIR METHODS CORP COM PAR $.06COM PAR $.060091283079,243257,991SH DFND1257,99100
AIR PRODS & CHEMS INC COMCOM00915810644311SH DFND1 231100
AIR PRODS & CHEMS INC COMCOM009158106212,6541,499,966SH DFND11,493,78506,181
AIR TRANSPORT SERVICES GROUP INCCOM00922R1055,294408,492SH DFND1408,49200
AIRCASTLE LTDCOMG0129K1047,967407,348SH DFND1407,34800
AIRMEDIA GROUP -ADS-REDHSPONSORED ADR0094111098725,466SH DFND125,46600
AK STL HLDG CORP COMCOM0015471087,0911,521,808SH DFND11,521,80800
AK STL HLDG CORP COMCOM00154710823049,474SH DFND1 249,47400
AKAMAI TECHNOLOGIES INC COMCOM00971T10181,7731,464,603SH DFND11,454,332010,271
AKEBIA THERAPEUTICS INCCOM00972D1051,708228,369SH DFND1228,36900
AKER BIOSCIENCES INCCOM00973E1023812,000SH DFND112,00000
AKORN INC COMCOM00972810616,114565,720SH DFND1565,626094
ALAMO GROUP INC COMCOM0113111075,86788,935SH DFND188,93500
ALARM.COM HOLDINGS INCCOM0116421051,78369,601SH DFND169,60100
ALARM.COM HOLDINGS INCCOM011642105501,968SH DFND1 21,96800
ALASKA AIR GROUP INC COMCOM01165910961,6061,058,305SH DFND11,054,30603,999
ALASKA AIR GROUP INC COMCOM0116591091131,951SH DFND1 21,95100
ALASKA COMMUNICATIONS SYS G COMCOM01167P101647381,112SH DFND1381,11200
ALBANY INTL CORP CL ACL A0123481087,889197,574SH DFND1197,57400
ALBANY MOLECULAR RESH INC COMCOM0124231092,532188,464SH DFND1188,46400
ALBEMARLE CORP COMCOM01265310173,450927,694SH DFND1924,54303,151
ALCOA INC COMCOM01381710119521,090SH DFND1 221,09000
ALCOA INC COMCOM01381710199,18310,718,212SH DFND110,678,995039,217
ALCOBRA LTDSHSM2239P1096514,567SH DFND114,56700
ALDER BIOPHARAMCEUTICALS INCCOM0143391058,152326,473SH DFND1326,47300
ALDEYRA THERAPEUTICS INCCOM01438T10615326,977SH DFND126,97700
ALERE INCCOM01449J10541610,000SH DFND1 210,00000
ALERE INCCOM01449J10522,875548,838SH DFND1548,773065
ALEXANDER & BALDWIN INCCOM01449110411,159308,782SH DFND1308,78200
ALEXANDERS INC COMCOM0147521099,95124,317SH DFND124,31700
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110957,081551,635SH DFND1551,564071
ALEXION PHARMACEUTICALS INC COMCOM015351109209,0961,794,044SH DFND11,779,543014,501
ALIBABA GROUP HOLDING LTDSPONSORED ADS01609W10273,332926,244SH DFND1926,0270217
ALICO INC COMCOM01623010475124,858SH DFND124,85800
ALIGN TECHNOLOGY INC COMCOM01625510171893SH DFND1 289300
ALIGN TECHNOLOGY INC COMCOM01625510139,776493,812SH DFND1492,9810831
ALIMERA SCIENCES INCCOM016259103179145,751SH DFND1145,75100
ALJ 3 09/15/18NOTE 3.000% 9/1020520AB82,6033,000,000PRN DFND1 23,000,00000
ALJ REGIONAL HLDGS INCCOM00162710810821,764SH DFND121,76400
ALKERMES INC COMSHSG0176710543,2381,000,875SH DFND1999,48501,390
ALLEGHANY CORP DEL COMCOM01717510057,764105,153SH DFND1105,135018
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1029,153717,898SH DFND1715,04102,857
ALLEGIANCE BANCSHARES INCCOM01748H1071,04842,123SH DFND142,12300
ALLEGIANT TRAVEL COCOM01748X10216,416108,362SH DFND1108,36200
ALLEGION PLCORD SHSG0176J10953,256768,147SH DFND1765,84802,299
ALLERGAN PLCSHSG0177J108735,9453,190,344SH DFND13,176,646013,698
ALLERGAN PLCSHSG0177J1084622,000SH DFND1 22,00000
ALLETE INC COMCOM NEW01852230023,647365,894SH DFND1365,89400
ALLIANCE DATA SYSTEMS CORP COMCOM01858110882420SH DFND1 242000
ALLIANCE DATA SYSTEMS CORP COMCOM01858110895,122486,365SH DFND1484,12402,241
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10051624,551SH DFND124,55100
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10030114,325SH DFND1 214,32500
ALLIANCE IMAGING INC COM NEWCOM PAR018606301901144,452SH DFND1143,9850467
ALLIANCE ONE INTERNATIONAL INCCOM NEW01877230180752,432SH DFND152,43200
ALLIANCE ONE INTERNATIONAL INCCOM NEW018772301221,492SH DFND1 21,49200
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10847730,279SH DFND130,27900
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10863440,244SH DFND1 240,24400
ALLIANT ENERGY CORP COMCOM01880210874,1511,870,970SH DFND11,865,10305,867
ALLIED MOTION TECHNOLOGIESCOM0193301091,26954,559SH DFND154,55900
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110420,610586,527SH DFND1586,52403
ALLIQUA INCCOM NEW0196212009080,974SH DFND180,97400
ALLISON TRANSMISSION HOLDINGCOM01973R10137,1931,317,501SH DFND11,317,1640337
ALLOT COMMUNICATIONS LTDSHSM0854Q1057816,041SH DFND116,04100
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P108493,871SH DFND1 23,87100
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10815,8871,251,016SH DFND11,250,9090107
ALLSTATE CORP COMCOM020002101213,6413,059,582SH DFND13,043,884015,698
ALLY FINANCIAL INCCOM02005N10047,8182,802,639SH DFND12,801,9980641
ALLY FINANCIAL INCCOM02005N100603,519SH DFND1 23,51900
ALMOST FAMILY INCCOM0204091082,51358,985SH DFND158,98500
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10727,665498,793SH DFND1497,48401,309
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10745823SH DFND1 282300
ALON USA ENERGY INCCOM02052010222534,840SH DFND1 234,84000
ALON USA ENERGY INCCOM0205201021,442222,594SH DFND1221,6500944
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1041,808129,858SH DFND1129,85800
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104543,897SH DFND1 23,89700
ALPHABET INC - CLASS CCAP STK CL C02079K1071,803,1722,609,622SH DFND12,591,069018,553
ALPHABET INC - CLASS CCAP STK CL C02079K1072841SH DFND1 24100
ALPHABET INC CLASS ACAP STK CL A02079K3051,822,2572,594,391SH DFND12,575,720018,671
ALPHABET INC CLASS ACAP STK CL A02079K3052840SH DFND1 24000
ALPHATEC HOLDINGS INC -REDHCOM02081G102107306,249SH DFND1306,24900
ALPINE GLOBAL PREMIER PROPRTCOM SBI02083A103551100,398PRN DFND1 2100,39800
ALPINE TOTAL DYNAMIC DIVIDENDCOM SH BEN INT N021060207848116,809PRN DFND1 2116,80900
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1045,385193,445SH DFND1193,44500
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10431811,434SH DFND1 211,43400
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1003,258354,516SH DFND1354,51600
ALTRA HLDGS INCCOM02208R1064,831179,088SH DFND1179,08800
ALTRIA GROUP INCCOM02209S1031,096,97915,935,497SH DFND115,865,191070,306
ALTRIA GROUP INCCOM02209S1032954,291SH DFND1 24,29100
AMAG PHARMACEUTICALS INCCOM00163U1066,784283,649SH DFND1283,64900
AMAMARK HOLDINGS CORPCOM03852U10647,8391,432,130SH DFND11,431,7770353
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW02311120617179,241SH DFND179,24100
A-MARK PRECIOUS METALS INCCOM00181T10729518,273SH DFND118,27300
AMAYA INCCOM02314M10891159,383SH DFND159,38300
AMAZON COM INC COMCOM0231351062,352,9593,293,581SH DFND13,267,812025,769
AMAZON COM INC COMCOM023135106506708SH DFND1 270800
AMBAC FINL GROUP INC COMCOM NEW0231398845,130311,684SH DFND1311,68400
AMBARELLA INCSHSG037AX1012,54750,132SH DFND150,088044
AMBER ROAD INCCOM02318Y10858976,405SH DFND176,40500
AMBEV SA - ADRSPONSORED ADR02319V103746126,315SH DFND1126,31500
AMC ENTERTAINMENT HLDSCL A COM00165C1043,938142,654SH DFND1142,65400
AMC NETWORKS INC - A W/ICL A00164V10324,100398,876SH DFND1398,2750601
AMC NETWORKS INC - A W/ICL A00164V1032373,930SH DFND1 23,93000
AMDOCS LTD ORDSHSG0260210365,0501,127,002SH DFND11,125,88201,120
AMDOCS LTD ORDSHSG0260210328502SH DFND1 250200
AMEC PLC-SPON ADR - W/ISPONSORED ADR00167X20518428,303SH DFND1 228,30300
AMEC PLC-SPON ADR - W/ISPONSORED ADR00167X205365,542SH DFND12,09903,443
AMEDICA CORPCOM NEW0234352096045,747SH DFND145,74700
AMEDISYS INC COMCOM02343610810,455207,121SH DFND1207,12100
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V10714927,252SH DFND127,25200
AMERCO COMCOM02358610017,56646,923SH DFND146,92300
AMEREN CORP COMCOM023608102104,4291,952,537SH DFND11,945,54206,995
AMERESCO INC - CL ACL A02361E108519118,920SH DFND1118,92000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10514011,444SH DFND1 211,44400
AMERICAN AIRLINES GROUP INCCOM02376R10227961SH DFND1 296100
AMERICAN AIRLINES GROUP INCCOM02376R102139,4124,931,557SH DFND14,900,372031,185
AMERICAN ASSETS TRUST INCCOM02401310411,829278,742SH DFND1278,74200
AMERICAN AXLE & MFG HLDGS I COMCOM02406110311,423788,909SH DFND1788,90900
AMERICAN CAMPUS COMMUNITIESCOM02483510052,088985,218SH DFND1985,21800
AMERICAN CAPITAL AGENCY CORPCOM02503X10552,8532,667,666SH DFND12,657,429010,237
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1045,574353,048SH DFND1348,67404,374
AMERICAN CAPITAL STRATEGIES COMCOM02503Y1031,39988,386SH DFND188,38600
AMERICAN DG ENERGY INCCOM0253981082191,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10630,4091,908,976SH DFND11,908,2100766
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10678449,242SH DFND1 249,24200
AMERICAN ELEC PWR INC COMCOM025537101272,7733,898,814SH DFND13,884,033014,781
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761092911,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM0256762067,680538,996SH DFND1538,99600
AMERICAN EXPRESS CO COMCOM02581610933549SH DFND1 254900
AMERICAN EXPRESS CO COMCOM025816109416,6936,869,649SH DFND16,842,470027,179
AMERICAN FARMLAND COCOM02589Y10023438,789SH DFND138,78900
AMERICAN FINL GROUP INC OHI COMCOM02593210446627SH DFND1 262700
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BANCORPSOUTH INC COMCOM05969210312,880567,693SH DFND1567,69300
BANCROFT FUND LTDCOM05969510641922,400SH DFND1 222,40000
BANK MUTUAL CORPCOM0637501032,203286,871SH DFND1286,87100
BANK NEW YORK INC COMCOM064058100338,2658,722,365SH DFND18,690,742031,623
BANK NEW YORK INC COMCOM06405810029750SH DFND1 275000
BANK OF AMERICA CORPORATION COMCOM060505104161,208SH DFND1 21,20800
BANK OF AMERICA CORPORATION COMCOM0605051041,142,98186,280,260SH DFND185,949,5490330,711
BANK OF HAWAII CORPCOM06254010920,019290,976SH DFND1290,97600
BANK OF MARIN BANCORP/CACOM0634251021,70535,258SH DFND135,25800
BANK OF NOVA SCOTIACOMSTK207628130,084617,532SH DFND1607,87809,654
BANK OF SOUTH CAROLINACOM06506610216210,268SH DFND110,26800
BANK OF THE OZARKS INC COMCOM063904106431,164SH DFND1 21,16400
BANK OF THE OZARKS INC COMCOM06390410622,207591,877SH DFND1591,87700
BANKFINANCIAL CORPCOM06643P1041,490124,329SH DFND1124,32900
BANKRATE INCCOM06647F10271195,069SH DFND1 295,06900
BANKRATE INCCOM06647F1023,114416,337SH DFND1416,33700
BANKUNITED INCCOM06652K10320,351662,475SH DFND1662,47005
BANKWELL FINANCIAL GROUP INCCOM06654A10344120,006SH DFND120,00600
BANNER CORP COMCOM NEW06652V2087,872185,057SH DFND1185,05700
BAR HARBOR BANKSHARESCOM0668491001,17533,480SH DFND133,48000
BARCLAYS PLC ADRADR06738E20452268,704SH DFND134,327034,377
BARD C R INC COMCOM067383109154,846659,525SH DFND1657,42502,100
BARD C R INC COMCOM067383109152648SH DFND1 264800
BARNES & NOBLE EDUCATIONCOM06777U1012,649261,032SH DFND1260,8490183
BARNES & NOBLE INC COMCOM067774109645,723SH DFND1 25,72300
BARNES & NOBLE INC COMCOM0677741094,555401,370SH DFND1401,0790291
BARNES GROUP INC COMCOM06780610920605SH DFND1 260500
BARNES GROUP INC COMCOM06780610911,309341,483SH DFND1341,48300
BARNWELL INDUSTRIES INCCOM0682211002114,145SH DFND114,14500
BARRACUDA NETWORKS INCCOM0683231042,130140,690SH DFND1140,69000
BARRACUDA NETWORKS INCCOM068323104382,540SH DFND1 22,54000
BARRETT BUSINESS SERVICES I COMCOM0684631082,27154,978SH DFND154,97800
BARRICK GOLD CORPCOMSTK20246449,688457,243SH DFND1449,19208,051
BARRICK GOLD CORP COMCOM0679011081828,570SH DFND1 28,57000
BARRICK GOLD CORP COMCOM0679011081748,178SH DFND17,3720806
BASIC ENERGY SRVCS INCCOM06985P100359213,760SH DFND1213,76000
BASSETT FURNITURE INDS INC COMCOM0702031042,04185,285SH DFND185,28500
BASSETT FURNITURE INDS INC COMCOM070203104271,146SH DFND1 21,14600
BATS GLOBAL MARKETS INCCOM05491G1092,37392,404SH DFND192,40400
BAXTER INTL INC COMCOM071813109197,6964,379,644SH DFND14,359,916019,728
BAZAARVOICE INCCOM073271108297,319SH DFND1 27,31900
BAZAARVOICE INCCOM0732711081,769441,265SH DFND1441,26500
BB&T CORP COMCOM054937107681,917SH DFND1 21,91700
BB&T CORP COMCOM054937107233,6576,573,296SH DFND16,532,815040,481
BBCN BANCORP INCCOM0732951078,300556,336SH DFND1556,33600
BBX CAPITAL CORPCL A PAR $0.0105540P10098864,326SH DFND164,32600
BCB BANCORP INCCOM05529810318217,863SH DFND117,86300
BCE INCCOMSTKB188TH211,948252,918SH DFND1251,82701,091
BE AEROSPACE INC COMCOM0733021011,15425,000SH DFND1 225,00000
BE AEROSPACE INC COMCOM07330210133,861733,643SH DFND1733,626017
BEACON ROOFING SUPPLY INC COMCOM07368510918,837414,275SH DFND1414,27500
BEAR STATE FINANCIAL INCCOM07384410291296,766SH DFND196,76600
BEAZER HOMES USA INC COMCOM NEW07556Q8811,332171,879SH DFND1171,87900
BEBE STORES INC COMCOM075571109109216,818SH DFND1216,81800
BECTON DICKINSON & CO COMCOM075887109284,8291,682,552SH DFND11,674,67107,881
BED BATH & BEYOND INC COMCOM07589610066,1421,532,606SH DFND11,524,72307,883
BED BATH & BEYOND INC COMCOM0758961001112,581SH DFND1 22,58100
BEL FUSE INC CL BCL B077347300051SH DFND1 25100
BEL FUSE INC CL BCL B0773473001,23369,369SH DFND169,36900
BELDEN INCCOM07745410616,712276,831SH DFND1276,83100
BELLCIUM PHARMACEUTICALS INCCOM0794811071,05281,189SH DFND181,18900
BELMOND LTDCL AG1154H1075,794585,296SH DFND1585,29600
BEMIS INC COMCOM08143710531,415610,130SH DFND1606,19503,935
BENCHMARK ELECTRS INC COMCOM08160H10111,671551,841SH DFND1551,84100
BENEFICIAL BANCORP INCCOM08171T1028,231647,167SH DFND1647,16700
BENEFITFOCUS INCCOM08180D1063,79599,571SH DFND199,57100
BERKLEY W R CORP COMCOM08442310241,722696,582SH DFND1695,7650817
BERKSHIRE HATHAWAY INC DEL CL CL A0846701086503SH DFND1300
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707022,253,95115,591,887SH DFND115,532,698059,189
BERKSHIRE HILLS BANCORP INC COMCOM0846801076,379236,972SH DFND1236,97200
BERRY PLASTICS GROUP INCCOM08579W10328,751740,071SH DFND1740,07100
BEST BUY INC COMCOM08651610189,9292,942,998SH DFND12,934,54208,456
BEST BUY INC COMCOM08651610175624,721SH DFND1 224,72100
BGC 4 1/2 11/15/29FRNT 4.500%11/1369300AL21,7193,000,000PRN DFND1 23,000,00000
BGC PARTNERS INCCL A05541T10111,8071,355,654SH DFND11,354,37801,276
BIG 5 SPORTING GOODS CORPCOM08915P1012,453264,672SH DFND1264,67200
BIG LOTS INC COMCOM08930210321,047420,031SH DFND1420,03100
BIGLARI HOLDINGS INCCOM08986R1013,3538,314SH DFND18,31400
BILL BARRETT CORPCOM06846N1042,160338,042SH DFND1338,04200
BIO RAD LABS INC CL ACL A09057220719,332135,173SH DFND1134,8440329
BIO RAD LABS INC CL ACL A09057220736253SH DFND1 225300
BIOAMBER INCCOM09072Q10622475,464SH DFND175,46400
BIOCEPT INCCOM09072V1055481,635SH DFND181,63500
BIOCRYST PHARMACEUTICALS COMCOM09058V10341,517SH DFND1 21,51700
BIOCRYST PHARMACEUTICALS COMCOM09058V1031,397491,923SH DFND1491,92300
BIODEL INCCOM NEW09064M20436117,056SH DFND1117,05600
BIODELIVERY SCIENCES INTL INCCOM09060J10612051,131SH DFND1 251,13100
BIODELIVERY SCIENCES INTL INCCOM09060J106597253,192SH DFND1253,19200
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BIOGEN INCCOM09062X103488,0642,021,435SH DFND12,009,948011,487
BIOLASE INCCOM090911108228195,116SH DFND1195,11600
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10182,1091,055,856SH DFND11,050,85405,002
BIOMARIN PHARMACEUTICAL INC COMCOM09061G10144573SH DFND1 257300
BIO-PATH HOLDING INCCOM09057N1021,230618,109SH DFND1618,10900
BIOSCRIP INC COMCOM09069N1081,811710,533SH DFND1710,53300
BIOSPECIFICS TECHNOLOGIESCOM0909311061,65741,498SH DFND141,49800
BIOSTAGE INCCOM09074M1033027,191SH DFND127,19100
BIO-TECHNE GROUPCOM09073M10427,549244,296SH DFND1244,1760120
BIOTELEMETRY INCCOM090672106291,816SH DFND1 21,81600
BIOTELEMETRY INCCOM0906721063,092189,745SH DFND1189,74500
BIOTIME INC COMCOM09066L105966370,251SH DFND1370,25100
BJ'S RESTAURANTS INCCOM09180C1067,252165,475SH DFND1165,47500
BLACK BOX CORP DEL COMCOM0918261071,598122,246SH DFND1122,24600
BLACK BOX CORP DEL COMCOM0918261073260SH DFND1 226000
BLACK DIAMOND INCCOM09202G101602145,487SH DFND1145,48700
BLACK HILLS CORP COMCOM09211310921,382339,190SH DFND1339,19000
BLACK KNIGHT FINANCIAL-CL ACL A09214X1005,058134,545SH DFND1134,54500
BLACKBAUD INC COMCOM09227Q10023,081339,935SH DFND1339,93500
BLACKBERRY LTDCOM09228F10352578,326SH DFND1 278,32600
BLACKBERRY LTDCOM09228F1031,406209,524SH DFND1209,1970327
BLACKBERRY LTDCOMSTKBCBHZ311,266190,067SH DFND1186,80903,258
BLACKHAWK NETWORK HOLDINGS INCCOM09238E10413,148392,596SH DFND1392,59600
BLACKROCK INC CL ACOM09247X101348,0111,017,795SH DFND11,012,66905,126
BLACKROCK INC CL ACOM09247X1013089SH DFND1 28900
BLACKROCK RESOURCES & COMMODSHS09257A1081,429185,674SH DFND1 2185,67400
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W10014,134510,828SH DFND1510,82800
BLOCK H & R INC COMCOM09367110542,8261,865,277SH DFND11,859,21306,064
BLOOMIN' BRANDS INCCOM09423510818,0611,010,699SH DFND11,010,69900
BLUCORA INCCOM0952291003,074296,738SH DFND1296,73800
BLUE BIRD CORPCOM09530610649141,294SH DFND141,29400
BLUE BUFFALO PET PRODUCTS INCCOM09531U1027,903338,626SH DFND1338,573053
BLUE CAPITAL REINSURANCE HOLCOMG1190F10754929,705SH DFND129,70500
BLUE HILLS BANCORP INCCOM0955731013,028205,161SH DFND1205,16100
BLUE NILE INCCOM09578R1032,27182,955SH DFND182,95500
BLUEBIRD BIO INCCOM09609G10011,617268,368SH DFND1268,36503
BLUEKNIGHT ENERGY PARTNERSCOM UNIT09625U1099117,442SH DFND117,44200
BLUEPRINT MEDICINES CORPCOM09627Y1091,95196,381SH DFND196,38100
BLUEROCK RESIDENTIAL GROWTHCOM CL A09627J1021,386106,618SH DFND1106,61800
BMC STOCK HOLDINGS INCCOM05591B1096,113343,096SH DFND1343,09600
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD33,7951,000,000PRN DFND1 21,000,00000
BNC BANCORPCOM05566T1016,711295,525SH DFND1295,52500
BOB EVANS FARMS INC COMCOM0967611015,224137,668SH DFND1137,5520116
BOEING CO COMCOM097023105697,0865,376,249SH DFND15,357,147019,102
BOFI HOLDING INCCOM05566U10810,992620,667SH DFND1620,66700
BOINGO WIRELESS INCCOM09739C1022,007225,110SH DFND1225,11000
BOISE CASCASDE COCOM09739D1005,799252,722SH DFND1252,72200
BOJANGLES' INCCOM0974881001,51889,585SH DFND189,58500
BOK FINL CORP COM NEWCOM NEW05561Q20111,452182,661SH DFND1182,635026
BONANZA CREEK ENERGY INCCOM097793103428213,409SH DFND1213,40900
BON-TON STORES INC COMCOM09776J10110272,615SH DFND172,61500
BOOT BARN HOLDINGS INCCOM09940610082195,323SH DFND195,32300
BOOZ ALLEN HAMILTON HOLDINGCL A09950210623,081778,718SH DFND1778,678040
BORG WARNER INC COMCOM09972410658,9942,001,554SH DFND11,994,27407,280
BOSTON BEER INC CL ACL A10055710740238SH DFND1 223800
BOSTON BEER INC CL ACL A10055710710,35760,562SH DFND160,56200
BOSTON PRIVATE FINL HLDGS I COMCOM1011191057,200611,259SH DFND1611,25900
BOSTON PROPERTIES INC COMCOM101121101187,7371,425,540SH DFND11,419,65105,889
BOSTON SCIENTIFIC CORP COMCOM101137107240,24310,299,468SH DFND110,254,203045,265
BOTTOMLINE TECH DEL INC COMCOM1013881066,020279,617SH DFND1279,61700
BOULDER GROWTH & INC FUNDCOM1015071014,403541,636PRN DFND1 2541,63600
BOVIE MEDICAL CORPCOM10211F10012073,582SH DFND173,58200
BOX INC - CLASS ACL A10316T1043,120301,763SH DFND1301,76300
BOYD GAMING CORP COMCOM10330410111,943649,107SH DFND1649,10700
BOYD GAMING CORP COMCOM10330410113723SH DFND1 272300
BP PLC SPONSORED ADRSPONSORED ADR0556221041,60545,206SH DFND123,482021,724
BRADY CORP CL ACL A1046741069,525311,691SH DFND1311,69100
BRADY CORP CL ACL A1046741061063,480SH DFND1 23,48000
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BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW10536820321,7861,296,814SH DFND11,296,4370377
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BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T10754439,091SH DFND137,31601,775
BRIDGE BANCORP INCCOM1080351062,50488,189SH DFND188,18900
BRIDGEPOINT EDUCATION INCCOM10807M10570297,001SH DFND197,00100
BRIGGS & STRATTON CORP COMCOM1090431096,110288,480SH DFND1288,48000
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM10919410019,371292,142SH DFND1292,14200
BRIGHTCOVECOM10921T101657,466SH DFND1 27,46600
BRIGHTCOVECOM10921T1011,944221,011SH DFND1221,01100
BRINKER INTL INC COMCOM10964110015,857348,278SH DFND1348,27800
BRINKER INTL INC COMCOM10964110045990SH DFND1 299000
BRINK'S CO/THECOM1096961049,219323,608SH DFND1323,60800
BRISTOL MYERS SQUIBB CO COMCOM110122108986,76313,440,140SH DFND113,379,919060,221
BRISTOW GROUP INCCOM1103941032,602228,098SH DFND1228,09800
BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481072,11216,318SH DFND110,68105,637
BRIXMOR PROPERTY GROUPCOM11120U10541,0081,550,485SH DFND11,550,2120273
BROADCOM LTDSHSY09827109469,2983,025,309SH DFND13,000,403024,906
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BROADSOFT INCCOM11133B409144SH DFND1 24400
BROADSOFT INCCOM11133B4098,342203,323SH DFND1203,32300
BROADWIND ENERGY INCCOM NEW11161T20729068,877SH DFND168,87700
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130648,5155,284,897SH DFND15,282,68502,212
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BROOKDALE SENIOR LIVING INCCOM11246310418,4981,198,094SH DFND11,196,73701,357
BROOKLINE BANCORP INC COMCOM11373M1076,125555,378SH DFND1555,37800
BROOKS-PRI AUTOMATION INCCOM1143401025,557495,288SH DFND1495,28800
BROOKS-PRI AUTOMATION INCCOM11434010219917,814SH DFND1 217,81400
BROWN & BROWN INC COMCOM11523610127,582736,119SH DFND1736,11900
BROWN FORMAN CORPCL A1156371003,90836,183SH DFND136,18300
BROWN FORMAN CORP CL BCL B11563720930301SH DFND1 230100
BROWN FORMAN CORP CL BCL B11563720990,325906,909SH DFND1904,16702,742
BRT REALTY TRUSTSH BEN INT NEW0556453031,489208,311SH DFND1208,31100
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BRUKER BIOSCIENCES CORPCOM11679410826,8671,181,529SH DFND11,181,470059
BRUNSWICK CORP COMCOM11704310941,386913,201SH DFND1913,138063
BRYN MAWR BK CORP COMCOM1176651093,810130,508SH DFND1130,50800
BSB BANCORP INC/MACOM05573H1081,19152,593SH DFND152,59300
BSQUARE CORP COMCOM NEW11776U30028651,409SH DFND151,40900
BT GROUP PLC ADRADR05577E10141214,823SH DFND111,65603,167
BUCKLE INC COMCOM1184401064,968191,186SH DFND1190,6990487
BUFFALO WILD WINGS INCCOM11984810918,203131,011SH DFND1131,01100
BUILD-A-BEAR WORKSHOP INCCOM1200761041,23592,069SH DFND192,06900
BUILDERS FIRSTSOURCE INCCOM12008R1076,580584,926SH DFND1584,92600
BUNGE LIMITED COMCOMG1696210551875SH DFND1 287500
BUNGE LIMITED COMCOMG1696210559,1421,000,291SH DFND1998,80601,485
BURLINGTON STORES INCCOM12201710629,910448,371SH DFND1448,37100
BWX TECHNOLOGIES INCCOM05605H10023,202648,653SH DFND1648,586067
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA88,6068,110,000PRN DFND1 28,110,00000
C & F FINANCIAL CORPCOM12466Q10483818,728SH DFND118,72800
C D I CORP COMCOM12507110041267,558SH DFND167,55800
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20999,1371,337,215SH DFND11,332,95304,262
C V D EQUIPMENT CORPCOM12660110334640,414SH DFND140,41400
C&J ENERGY SERVICES LTDSHSG3164Q101140232,508SH DFND1232,50800
C1 FINANCIAL INCCOM12591N1091,23352,893SH DFND152,89300
CA INCCOM12673P10593,5722,854,522SH DFND12,826,529027,993
CABELA'S INC-CL ACOM12680430115,341306,472SH DFND1306,432040
CABLE ONE INCCOM12685J105127249SH DFND1 224900
CABLE ONE INCCOM12685J10513,45326,306SH DFND126,225081
CABOT CORP COMCOM12705510120,185442,090SH DFND1441,6150475
CABOT CORP COMCOM12705510110225SH DFND1 222500
CABOT MICROELECTRONICS CORP COMCOM12709P10311,302266,954SH DFND1266,95400
CABOT OIL & GAS CORPCOM12709710395,0153,698,023SH DFND13,682,613015,410
CACI INTL INC CL ACL A12719030415,433170,703SH DFND1170,70300
CADENCE DESIGN SYSTEM INC COMCOM127387108261,098SH DFND1 21,09800
CADENCE DESIGN SYSTEM INC COMCOM12738710854,1182,227,963SH DFND12,224,68903,274
CADIZ INC COMCOM NEW12753720746378,899SH DFND178,89900
CAESAR STONE SDOT YAM LTDORD SHSM205981041,47742,494SH DFND142,49400
CAESARS ACQUISITION CO - CL ACL A12768T1031,234110,000SH DFND1110,00000
CAESARS ENTERTAINMENTCOM127686103017SH DFND1 21700
CAESARS ENTERTAINMENTCOM1276861032,663346,392SH DFND1346,39200
CAFEPRESS INCCOM12769A1037925,556SH DFND125,55600
CAI INTERNATIONAL INC -REDHCOM12477X106830110,741SH DFND1110,74100
CALADRIUS BIOSCIENCES INCCOM128058104173293,305SH DFND1293,30500
CALAMOS ASSET MANAGEMENT-ACL A12811R104888121,522SH DFND1118,53702,985
CALAMP CORP COMCOM12812610924316,430SH DFND1 216,43000
CALAMP CORP COMCOM1281261093,740252,571SH DFND1252,57100
CALARES INCCOM12950010418784SH DFND1 278400
CALARES INCCOM12950010410,102417,287SH DFND1417,28700
CALATLANTIC GROUPCOM12819510417,720482,728SH DFND1482,72800
CALAVO GROWERS INCCOM1282461057,521112,254SH DFND1112,25400
CALGON CARBON CORP COMCOM129603106846,434SH DFND1 26,43400
CALGON CARBON CORP COMCOM1296031064,532344,645SH DFND1344,64500
CALIFORNIA RESOURCES CORPCOM NEW13057Q20644836,744SH DFND1 236,74400
CALIFORNIA RESOURCES CORPCOM NEW13057Q2063,052250,210SH DFND1249,3890821
CALIFORNIA WTR SVC GROUP COMCOM13078810211,982343,039SH DFND1343,03900
CALITHERA BIOSCIENCES INCCOM13089P10120555,351SH DFND155,35100
CALIX INCCOM13100M5091,972285,460SH DFND1285,46000
CALLAWAY GOLF CO COMCOM1311931046,493636,012SH DFND1636,01200
CALLIDUS SOFTWARE INCCOM13123E5007,930396,936SH DFND1396,93600
CALLON PETE CO DEL COMCOM13123X1029,692863,109SH DFND1863,10900
CAL-MAINE FOODS INCCOM NEW1280302029,802221,178SH DFND1220,8680310
CALPINE CORPCOM NEW13134730431,4272,131,632SH DFND12,131,2360396
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610319139,003SH DFND139,00300
CAMBIUM LEARNING GROUP INCCOM13201A10743095,397SH DFND195,39700
CAMBREX CORP COMCOM13201110711,886229,778SH DFND1229,77800
CAMBREX CORP COMCOM13201110741793SH DFND1 279300
CAMDEN NATL CORP COMCOM1330341082,35556,079SH DFND156,07900
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110259,181669,581SH DFND1669,57308
CAMECO CORPCOMSTK21661601,654151,731SH DFND1151,0990632
CAMPBELL SOUP CO COMCOM134429109360SH DFND1 26000
CAMPBELL SOUP CO COMCOM134429109131,4961,979,126SH DFND11,972,48006,646
CAMTEK LIMITEDORDM207911055024,073SH DFND124,07300
CANADIAN SOLAR INCCOM13663510948131,848SH DFND131,84800
CANCER GENETICS INCCOM13739U1048241,243SH DFND141,24300
CANON INC ADRSPONSORED ADR13800630966123,129SH DFND116,18806,941
CANTEL MEDICAL CORP COMCOM13809810821,865318,129SH DFND1318,12900
CAPELLA EDUCATION COCOM1395941055,638107,114SH DFND1107,11400
CAPELLA EDUCATION COCOM1395941051052,000SH DFND1 22,00000
CAPITAL BANK FINANCIAL CORPCL A COM1397941015,002173,686SH DFND1173,68600
CAPITAL CITY BK GROUP INC COMCOM13967410596369,184SH DFND169,18400
CAPITAL ONE FINL CORP COMCOM14040H10557899SH DFND1 289900
CAPITAL ONE FINL CORP COMCOM14040H105282,1664,450,230SH DFND14,432,385017,845
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CAPITAL SOUTHWEST CORPCOM14050110714210,432SH DFND110,43200
CAPITAL SR LIVING CORP COMCOM1404751043,270185,085SH DFND1185,08500
CAPITOL ACQUISITION CORP IIIUNIT 99/99/999914055M2051,488150,000SH DFND1 2150,00000
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CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E5069,9481,025,632SH DFND11,025,63200
CAPSTONE TURBINE CORP COMCOM NEW14067D409149108,063SH DFND1108,06300
CARA THERAPEUTICS INCCOM140755109573119,201SH DFND1119,20100
CARBO CERAMICS INC COMCOM1407811051,647125,750SH DFND1125,75000
CARBONITE INCCOM1413371051,196122,954SH DFND1122,95400
CARBYLAN THERAPEUTICS INCCOM1413841074467,020SH DFND167,02000
CARDINAL FINANCIAL CORPCOM14149F1095,440247,986SH DFND1247,98600
CARDINAL HEALTH INC COMCOM14149Y108204,6692,628,328SH DFND12,617,328011,000
CARDIOME PHARMA CORPORATION COMCOM NO PAR14159U3016512,725SH DFND112,72500
CARDIOVASCULAR SYSTEMS INCCOM1416191064,017218,623SH DFND1218,62300
CARDTRONICS INCCOMSTK14161H10815,342385,384SH DFND1385,38400
CARE CAPITAL PROPERTIES INCCOM14162410622,653864,294SH DFND1864,212082
CARE.COM INCCOM1416331071,02888,060SH DFND188,06000
CAREDX INCCOM14167L1036515,112SH DFND115,11200
CAREER EDUCATION CORP COMCOM1416651092,808471,991SH DFND1471,99100
CARETRUST REIT INCCOM14174T1075,329386,721SH DFND1386,72100
CARLISLE COS INC COMCOM14233910043,011406,995SH DFND1406,4210574
CARMAX GROUPCOM14313010274,9071,530,576SH DFND11,525,45305,123
CARMIKE CINEMAS INC COMCOM1434364005,062168,078SH DFND1168,07800
CARMIKE CINEMAS INC COMCOM14343640030110,000SH DFND1 210,00000
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CARNIVAL CORPUNIT 99/99/999914365830030695SH DFND1 269500
CAROLINA FINANCIAL CORPCOM1438731071,33071,217SH DFND171,21700
CARPENTER TECHNOLOGY CORP COMCOM14428510310,296312,666SH DFND1312,66600
CARPENTER TECHNOLOGY CORP COMCOM14428510327834SH DFND1 283400
CARRIAGE SVCS INC CL ACOM1439051072,536107,117SH DFND1107,11700
CARRIZO OIL & CO INC COMCOM14457710314,882415,138SH DFND1415,13800
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CARROLS RESTAURANT GRP INCCOM14574X1042,846239,239SH DFND1239,23900
CARTER HOLDINGSCOM14622910933,764317,129SH DFND1317,12207
CASCADE BANCORP COMCOM NEW1471542071,173211,810SH DFND1211,81000
CASCADIAN THERAPEUTICS INCCOM14740B101502532,514SH DFND1532,51400
CASELLA WASTE SYS INC CL ACL A1474481042,168276,288SH DFND1276,28800
CASEYS GEN STORES INC COMCOM14752810333,738256,550SH DFND1256,55000
CASH AMER INTL INC COMCOM14754D1006,902161,943SH DFND1161,7270216
CASI PHARMACEUTICALS INCCOM14757U1094538,700SH DFND138,70000
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CASTLE A M & CO COMCOM148411101174106,254SH DFND1106,25400
CASTLE BRANDS INCCOM148435100289395,081SH DFND1395,08100
CASTLIGHT HEALTH INC - BCL B14862Q1001,135286,710SH DFND1286,71000
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CATALENT INCCOM14880610216,941736,896SH DFND1736,89600
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CATALYST PHARMACEUTICALS INCCOM14888U101326460,026SH DFND1460,02600
CATCHMARK TIMBER TRUST INC-ACL A14912Y2023,135256,619SH DFND1256,61900
CATERPILLAR INC DEL COMCOM149123101357,1294,719,191SH DFND14,700,578018,613
CATHAY BANCORP INC COMCOM14915010415,023532,733SH DFND1532,73300
CATHAY BANCORP INC COMCOM14915010427968SH DFND1 296800
CATO CORP NEW CL ACL A1492051066,946184,159SH DFND1184,15900
CAVCO INDUSTRIES INCCOM1495681075,49658,662SH DFND158,66200
CAVIUM NCCOM14964U108381,005SH DFND1 21,00500
CAVIUM NCCOM14964U10815,493401,375SH DFND1401,37500
CBIZ INC COMCOM1248051024,089392,878SH DFND1392,87800
CBL & ASSOC PPTYS INC COMCOM124830100363,894SH DFND1 23,89400
CBL & ASSOC PPTYS INC COMCOM12483010020,2872,179,099SH DFND12,176,77902,320
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CBRE GROUP INCCL A12504L10961,0012,307,858SH DFND12,295,734012,124
CBS CORPCL B124857202186,8803,438,759SH DFND13,421,255017,504
CDK GLOBAL INCCOM12508E10162,2041,121,392SH DFND11,118,98602,406
CDW CORPORATION OF DELEWARECOM12514G10839,992998,230SH DFND1996,39001,840
CEB INCCOM12513410613,389217,075SH DFND1217,015060
CECO ENVIRONMENTAL CORPCOM1251411011,810207,145SH DFND1207,14500
CEDAR REALTY TRUST INCCOM NEW1506022095,158694,276SH DFND1694,27600
CELADON GROUP INC COMCOM1508381001,719210,502SH DFND1210,50200
CELANESE CORP-SERIES ACOM SER A15087010327413SH DFND1 241300
CELANESE CORP-SERIES ACOM SER A15087010361,117934,232SH DFND1933,2760956
CELATOR PHARMACEUTICALS, INCCOM15089R1026,826226,185SH DFND1226,18500
CELGENE CORP COMCOM151020104633,9686,438,861SH DFND16,389,899048,962
CELGENE CORP COMCOM15102010486880SH DFND1 288000
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CELLULAR BIOMEDICINE GROUP INCCOM NEW15117P10266455,422SH DFND155,42200
CEL-SCI CORP COM NEWCOM PAR $0.01150837508193420,802SH DFND1420,80200
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CEMPRA INCCOM15130J1095,116310,304SH DFND1310,30400
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CENTENE CORP DEL COMCOM15135B101104,6341,468,512SH DFND11,462,73805,774
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CENTERSTATE BANKS OF FLORIDACOM15201P1095,796368,030SH DFND1368,03000
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452021,140540,614SH DFND1540,61400
CENTRAL GARDEN & PET CO COMCOM15352710641518,196SH DFND118,19600
CENTRAL GARDEN AND PET CO-ACL A NON-VTG1535272058,960412,756SH DFND1412,75600
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604095,002211,956SH DFND1211,95600
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CENTRUS ENERGY CORP-ACL A15643U1047222,164SH DFND122,16400
CENTURY ALUM CO COMCOM1564311082,376375,412SH DFND1375,41200
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210687820,761SH DFND120,76100
CENTURY CASINOS INCCOM156492100888142,620SH DFND1142,62000
CENTURY COMMUNITIES INCCOM1565043001,66996,286SH DFND196,28600
CENTURYTEL INC COMCOM156700106143,4124,951,350SH DFND14,928,794022,556
CENVEO INC COMCOM15670S105263322,991SH DFND1322,99100
CEPHEID COMCOM15670R10717,159558,021SH DFND1558,02100
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CHARLES & COLVARD LTD COMCOM1597651065049,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM15986410710128SH DFND1 212800
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CHEMICAL FINL CORP COMCOM16373110213,177353,374SH DFND1353,37400
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CHEMTURA CORPCOM NEW16389320911,985454,324SH DFND1454,32400
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CHEROKEE INC DEL NEW COMCOM16444H10266860,188SH DFND160,18800
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CHESAPEAKE ENERGY CORP COMCOM1651671071,935452,294SH DFND1 2452,29400
CHESAPEAKE LODGING TRUSTSH BEN INT1652401029,784420,819SH DFND1420,81900
CHESAPEAKE UTILS CORP COMCOM1653031087,081107,010SH DFND1107,01000
CHEVRON CORP COMCOM1667641001,629,38215,570,097SH DFND115,503,985066,112
CHIASMA INCCOM16706W10213847,766SH DFND147,76600
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010921,275614,380SH DFND1613,25001,130
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM167250109511,477SH DFND1 21,47700
CHICOPEE BANCORP INCCOM16856510932617,861SH DFND117,86100
CHICOS FAS INC COMCOM1686151029,472884,440SH DFND1884,1400300
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CHIMERA INVESTMENT CORP-REDHCOM NEW16934Q20852333,326SH DFND1 233,32600
CHIMERA INVESTMENT CORP-REDHCOM NEW16934Q20835,3702,252,924SH DFND12,247,37505,549
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CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1054514,219SH DFND114,21900
CHINA BIOLOGIC PRODUCTS INCCOM16938C1061,14210,749SH DFND110,74900
CHINA FIN ONLINE-ADR-REDHSPONSORED ADR16937910428460,703SH DFND1 260,70300
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CHINA INFORMATION TECHNOLOGY ICOMG211741002924,922SH DFND124,92200
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CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N1091,04828,781SH DFND1 228,78100
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1091001,740SH DFND1001,740
CHINA MOBILE HONG KONG LTD SPONSORED ADRSPONSORED ADR16941M1091402,435SH DFND1 22,43500
CHINA XD PLASTICS CO LTDCOM16948F1076119,221SH DFND119,22100
CHIPMOS TECHNOLOGIES BERMUDASHSG2110R11420811,494SH DFND111,49400
CHIPOTLE MEXICAN GRILL -REDHCOM169656105102,316254,461SH DFND1253,40001,061
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CHOICE HOTELS INTL INC COMCOM16990510610,550221,556SH DFND1221,503053
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CHROMADEX CORPCOM NEW171077407713172,370SH DFND1172,37000
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CHURCH & DWIGHT INC COMCOM171340102124,3661,210,574SH DFND11,205,54305,031
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CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10215417,259SH DFND115,98001,279
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CIBER INC COMCOM17163B102536357,719SH DFND1357,71900
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CIE 2 5/8 12/01/19NOTE 2.625%12/019075FAA43,75010,000,000PRN DFND1 210,000,00000
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CIMPRESS NVSHS EURON201461013,88642,028SH DFND142,02800
CINCINNATI BELL INCCOM1718711066,3901,398,315SH DFND11,398,31500
CINCINNATI FINL CORP COMCOM17206210194,6571,266,095SH DFND11,262,19303,902
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CINEDIGM CORPCOM NEW1724062093832,084SH DFND132,08400
CINEMARK HOLDINGS INC -REDHCOM17243V10223,878654,929SH DFND1654,92900
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CINTAS CORP COMCOM17290810585,842876,031SH DFND1872,96703,064
CIRCOR INTL INC COMCOM17273K1096,392112,164SH DFND1112,16400
CIRRUS LOGIC INC COMCOM17275510019,865512,127SH DFND1512,12700
CISCO SYS INC COMCOM17275R1021,294,18345,181,339SH DFND144,863,5660317,773
CIT GROUP INCCOM NEW12558180139,9831,253,560SH DFND11,251,86501,695
CIT GROUP INCCOM NEW12558180131986SH DFND1 298600
CITI TRENDS INCCOM17306X1021,603103,244SH DFND1103,24400
CITIGROUP INC COMCOM NEW1729674241,024,68324,214,832SH DFND124,129,422085,410
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CITIZENS FINANCIAL GROUPCOM17461010590,4634,535,283SH DFND14,517,281018,002
CITIZENS HOLDING COMPANYCOM17471510230613,978SH DFND113,97800
CITIZENS INC CL ACL A1747401002,167285,138SH DFND1285,13800
CITRIX SYS INC COMCOM1773761001221,528SH DFND1 21,52800
CITRIX SYS INC COMCOM177376100113,0571,413,835SH DFND11,404,55309,282
CITY HLDG CO COMCOM1778351055,800127,568SH DFND1126,6680900
CITY OFFICE REITCOM1785871011,693130,434SH DFND1130,43400
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CLARCOR INC COMCOM17989510719,540321,224SH DFND1321,22400
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C4012575,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991012,150619,666SH DFND1619,66600
CLEAN HARBORS INC COMCOM18449610717,870342,941SH DFND1342,905036
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CLEVELAND BIOLABS INC -REDHCOM NEW1858602024716,688SH DFND116,68800
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CLIFTON BANCORP INCCOM1868731052,512166,699SH DFND1166,69900
CLOROX CO DEL COMCOM189054109168,0071,215,881SH DFND11,209,97305,908
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CLOVIS ONCOLOGY INCCOM1894641003,114227,024SH DFND1227,02400
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CME GROUP INCCOM12572Q105287,2232,953,771SH DFND12,940,429013,342
CME GROUP INCCOM12572Q10553545SH DFND1 254500
CMS ENERGY CORP COMCOM125896100103,7412,266,123SH DFND12,257,71908,404
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CNB FINANCIAL CORP/PACOM1261281071,35276,002SH DFND176,00200
CNINSURE INC -ADSSPONSORED ADR18976M10310014,096SH DFND1 214,09600
CNINSURE INC -ADSSPONSORED ADR18976M10311616,352SH DFND116,35200
CNO FINANCIAL GROUP INCCOM12621E10320,6991,185,510SH DFND11,185,51000
CNOOC LTD SPONSORED ADRSPONSORED ADR12613210987699SH DFND12000499
CNOOC LTD SPONSORED ADRSPONSORED ADR1261321096905,539SH DFND1 25,53900
CNOVA NVSHSN20947102909183,725SH DFND1183,72500
COACH INC COMCOM18975410491,2082,242,779SH DFND12,231,618011,161
COBALT INTERNATIONAL ENERGYCOM19075F1063,0852,302,578SH DFND12,302,57800
COBALT INTERNATIONAL ENERGYCOM19075F1066750,000SH DFND1 250,00000
COBIZ INC COMCOM1908971083,023258,446SH DFND1258,44600
COCA COLA BOTTLING CO CONS COMCOM1910981025,02234,060SH DFND134,06000
COCA COLA CO COMCOM1912161001,419,17331,364,052SH DFND131,235,1790128,873
COCA COLA CO COMCOM19121610029649SH DFND1 264900
CODE 2 09/01/20NOTE 2.000% 9/084649PAL921,23610,500,000PRN DFND1 210,500,00000
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CODORUS VALLEY BANCORP INCCOM19202510477438,006SH DFND138,00600
COEUR D ALENE MINES CORP ID COMCOM NEW19210850410,099947,380SH DFND1947,38000
COEUR D ALENE MINES CORP ID COMCOM NEW19210850419918,754SH DFND1 218,75400
COFFEE HOLDING CO INCCOM19217610512622,341SH DFND122,34100
COGENT COMM GROUP INC COMCOM NEW19239V302761,919SH DFND1 21,91900
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DIEBOLD INC COMCOM25365110310,517423,567SH DFND1423,3670200
DIGI INTL INC COMCOM25379810237434,943SH DFND1 234,94300
DIGI INTL INC COMCOM2537981022,436227,049SH DFND1227,04900
DIGIMARC CORP COMCOM25381B1011,99262,333SH DFND162,33300
DIGIRAD CORP COMCOM25382710930659,552SH DFND159,55200
DIGITAL ALLY INCCOM NEW25382P2087118,324SH DFND118,32400
DIGITAL REALTY TRUST INCCOM253868103148,7101,366,551SH DFND11,362,16604,385
DIGITAL TURBINE INCCOM NEW25400W102223208,995SH DFND1208,99500
DIGITALGLOBE INCCOM NEW25389M8778,674405,533SH DFND1405,53300
DILLARDS INC CL ACL A2540671018,202135,356SH DFND1135,265091
DIME CMNTY BANCSHARES COMCOM2539221085,511324,033SH DFND1324,03300
DIMENSION THERAPEUTICS INCCOM25433V10535959,931SH DFND159,93100
DINEEQUITY INCCOM2544231069,718114,627SH DFND1114,62700
DIODES INC COMCOM2545431015,189276,182SH DFND1276,18200
DIPEXIUM PHARMACEUTICALS INCCOM25456J10432833,170SH DFND133,17000
DIPLOMAT PHARMACY INCCOM25456K1018,883253,828SH DFND1253,82800
DISCOVER FINANCIAL SVCS INCCOM254709108193,2083,611,227SH DFND13,592,276018,951
DISCOVER FINANCIAL SVCS INCCOM25470910847895SH DFND1 289500
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30257,9612,434,061SH DFND12,421,638012,423
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30234114,325SH DFND1 214,32500
DISCOVERY HOLDING CO-ACOM SER A25470F10440,3381,600,707SH DFND11,593,31607,391
DISCOVERY HOLDING CO-ACOM SER A25470F10448119,098SH DFND1 219,09800
DISH NETWORK CORPCL A25470M10972,9721,393,263SH DFND11,385,20308,060
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,260,17112,904,108SH DFND112,847,084057,024
DIVERSICARE HEALTHCARE SERVICESCOM25510410111013,755SH DFND113,75500
DIVERSIFIED REAL ASST INC FDCOM SHS25533B1081,37683,162PRN DFND1 283,16200
DIVERSIFIED RESTAURANT HOLDINGS INCCOM25532M1056744,368SH DFND144,36800
DIVIDEND AND INCOME FUNDCOM NEW25538A2041,650151,264PRN DFND1 2151,26400
DIXIE GROUP INC CL ACL A25551910024569,045SH DFND169,04500
DOCTOR REDDY'S LAB-ADRADR2561352031,97338,978SH DFND138,4470531
DOCUMENT SECURITY SYSTEMSCOM25614T10120101,604SH DFND1101,60400
DOLBY LABORATORIES INC-CL ACOM25659T10717,925374,613SH DFND1374,566047
DOLLAR GEN CORP COMCOM256677105237,7962,533,835SH DFND12,524,16109,674
DOLLAR TREE INC COMCOM256746108185,6691,973,546SH DFND11,959,236014,310
DOMINION DIAMOND CORPCOM25728710211613,200SH DFND1 213,20000
DOMINION RES INC VA NEW COMCOM25746U109383,0914,924,607SH DFND14,903,488021,119
DOMINO'S PIZZA INCCOM25754A20140,899311,445SH DFND1311,2210224
DOMTAR INC COMCOM NEW25755920313,829395,004SH DFND1393,82101,183
DONALDSON INC COMCOM25765110926,723777,740SH DFND1777,714026
DONEGAL GROUP INC-CL ACL A25770120187853,281SH DFND153,28100
DONNELLEY R R & SONS CO COMCOM25786710123,2551,374,452SH DFND11,365,51208,940
DONNELLEY R R & SONS CO COMCOM25786710151230,262SH DFND1 230,26200
DORCHESTER MINERALS LPCOM UNIT25820R10521314,796SH DFND114,79600
DORIAN LPG LTDSHS USDY2106R11019728,015SH DFND128,01500
DORMAN PRODUCTS INCCOM25827810012,126211,996SH DFND1211,99600
DOUBLE EAGLE ACQUISITION CORUNIT 99/99/9999G2819510874475,000SH DFND1 275,00000
DOUGLAS DYNAMICS INCCOM25960R1054,156161,533SH DFND1159,74001,793
DOUGLAS EMMETT INCCOM25960P10937,5381,056,822SH DFND11,056,3930429
DOVER CORP COMCOM26000310887,9221,270,573SH DFND11,263,39707,176
DOVER DOWNS GAMING & ENTMT COMCOM2600951043130,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741077032,679SH DFND132,67900
DOW CHEM CO COMCOM260543103475,6279,584,122SH DFND19,540,677043,445
DR PEPPER SNAPPLE GROUP INCCOM26138E109166,6011,726,805SH DFND11,719,53207,273
DREAMWORKS ANIMATION SKG-ACL A26153C10321,515526,443SH DFND1526,44300
DREW INDS INC COM NEWCOM NEW26168L20511141SH DFND1 214100
DREW INDS INC COM NEWCOM NEW26168L20514,798174,429SH DFND1174,42900
DRIL-QUIP INC COMCOM26203710433,771577,976SH DFND1577,965011
DRIL-QUIP INC COMCOM26203710414242SH DFND1 224200
DRYSHIPS INCCOM NEWY2109Q1273156,678SH DFND156,67800
DS HEALTHCARE GROUPCOM23336Q1093452,113SH DFND152,11300
DSP GROUP INC COMCOM23332B1061,644155,017SH DFND1155,01700
DST SYS INC DEL COMCOM23332610727,388235,236SH DFND1234,4540782
DSW INC-CLASS ACL A23334L102532,532SH DFND1 22,53200
DSW INC-CLASS ACL A23334L1029,764461,043SH DFND1461,04300
DTE ENERGY CO COMCOM233331107144,9621,465,079SH DFND11,453,964011,115
DTS INCCOM23335C1013,248122,826SH DFND1122,82600
DU PONT E I DE NEMOURS & CO COMCOM263534109448,6296,935,842SH DFND16,905,721030,121
DUCOMMUN INC DEL COMCOM2641471091,40270,916SH DFND170,91600
DUKE ENERGY CORP COMCOM NEW26441C2042192,556SH DFND1 22,55600
DUKE ENERGY CORP COMCOM NEW26441C204513,8705,999,728SH DFND15,975,221024,507
DUKE REALTY CORP COM NEWCOM NEW26441150572,4742,719,638SH DFND12,719,1670471
DULUTH HOLDINGS INCCOM CL B26443V1011,54563,190SH DFND163,19000
DUN & BRADSTREET CORP DEL N COMCOM26483E10036,839302,879SH DFND1301,9580921
DUNKIN' BRANDS GROUP INCCOM26550410025,923594,310SH DFND1594,278032
DUPONT FABROS TECHNOLOGY INCCOM26613Q10637799SH DFND1 279900
DUPONT FABROS TECHNOLOGY INCCOM26613Q10627,499578,444SH DFND1578,1880256
DURBAN ROODEPORT DEEP-SP ADRSPON ADR REPSTG26152H3018213,957SH DFND1 213,95700
DURECT CORP COMCOM266605104921755,526SH DFND1755,52600
DXP ENTERPRISES INCCOM NEW2333774071,37592,140SH DFND192,14000
DYCOM INDS INC COMCOM26747510118,615207,396SH DFND1207,39600
DYNAMIC MATERIALS CORPCOM26788810599592,581SH DFND192,58100
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582013,792260,091SH DFND1260,09100
DYNEGY INCCOM26817R10812,395719,017SH DFND1719,01700
DYNEX CAPITAL INCCOM NEW26817Q5062,625378,259SH DFND1359,274018,985
E M C CORP MASS COMCOM268648102437,36716,125,424SH DFND116,059,638065,786
E*TRADE FINANCIAL CORPCOM NEW269246401291,274SH DFND1 21,27400
E*TRADE FINANCIAL CORPCOM NEW26924640157,7262,461,527SH DFND12,452,35109,176
EAGLE BANCORP INCCOM26894810610,353215,214SH DFND1215,21400
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A127614,643SH DFND114,64300
EAGLE MATERIALS INCCOM26969P10823,604305,952SH DFND1305,939013
EAGLE PHARMACEUTICALS INCCOM2697961082,60667,207SH DFND167,20700
EARTHLINK INC COMCOM27033X1015,826910,354SH DFND1902,90407,450
EARTHSTONE ENERGY INCCOM NEW27032D20554050,168SH DFND150,16800
EAST WEST BANCORP INC COMCOM27579R10437,0451,083,846SH DFND11,083,6970149
EAST WEST BANCORP INC COMCOM27579R10429867SH DFND1 286700
EASTERLY GOVERNMENT PROPERTYCOM27616P1032,991151,627SH DFND1151,62700
EASTERN COMPANY (THE)COM27631710440924,715SH DFND124,71500
EASTERN VA BANKSHARES INC COMCOM27719610113517,915SH DFND117,91500
EASTGROUP PPTY INC COMCOM27727610117,593255,276SH DFND1255,27600
EASTMAN CHEM CO COMCOM27743210087,2091,286,495SH DFND11,281,95504,540
EASTMAN CHEM CO COMCOM277432100355SH DFND1 25500
EASTMAN KODAK COCOM NEW2774614063,945245,381SH DFND1245,38100
EATON CORP PLCSHSG29183103224,4233,763,861SH DFND13,746,544017,317
EATON VANCE CORP COM NON VTGCOM NON VTG27826510327,483778,028SH DFND1777,6450383
EATON VANCE TAX-ADVANTAGED BOND & OPT STRAT FDCOM SH BEN INT27829M10313911,440PRN DFND1 211,44000
EBAY INC COMCOM27864210363227,014SH DFND1 227,01400
EBAY INC COMCOM278642103222,7749,531,549SH DFND19,465,304066,245
EBIX INCCOM NEW2787152068,697181,566SH DFND1181,56600
ECHELON CORP COMCOM NEW27874N3037014,804SH DFND114,80400
ECHO GLOBAL LOGISTICS INCCOM27875T1014,201187,388SH DFND1187,38800
ECHO THERAPEUTICS INCCOM NEW27876L2066852,333SH DFND152,33300
ECHOSTAR CORPCL A27876810612,567316,566SH DFND1316,472094
ECLIPSE RESOURCES CORPCOM27890G1001,103330,366SH DFND1330,36600
ECOLAB INC COMCOM278865100239,9762,027,204SH DFND12,020,25606,948
ECOLOGY INCCOM91732J1026,935150,931SH DFND1150,93100
ECO-STIM ENERGY SOLUTIONS INCCOM27888D10113245,860SH DFND145,86000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF91,8942,450,000PRN DFND1 22,450,00000
ECPG 3 11/27/17NOTE 3.000%11/2292554AD49,3729,570,000PRN DFND1 29,570,00000
EDAP TMS SA -ADRSPONSORED ADR2683111074313,214SH DFND113,21400
EDGE THERAPEUTICS INCCOM27987010976075,200SH DFND175,20000
EDGEWATER TECHNOLOGY INC COMCOM28035810232337,499SH DFND137,49900
EDGEWELL PERSONAL CARECOM28035Q10232,034379,692SH DFND1379,671021
EDGEWELL PERSONAL CARECOM28035Q1028109,599SH DFND1 29,59900
EDISON INTL COMCOM281020107211,4702,727,366SH DFND12,714,581012,785
EDITAS MEDICINE INCCOM28106W1031,38556,769SH DFND156,76900
EDUCATION REALTY TRUST INCCOM NEW28140H20323,252503,959SH DFND1503,95900
EDUCATIONAL DEVELOPMENT CORPCOM28147910524621,194SH DFND121,19400
EDWARDS LIFESCIENCES CORP COMCOM28176E1081261,264SH DFND1 21,26400
EDWARDS LIFESCIENCES CORP COMCOM28176E108194,2201,950,502SH DFND11,943,68706,815
EGAIN COMMUNICATIONS COMCOM NEW28225C80618565,700SH DFND165,70000
EGALET CORPORATIONCOM28226B10440180,957SH DFND180,95700
EHEALTH INCCOM28238P10938027,141SH DFND1 227,14100
EHEALTH INCCOM28238P1092,066147,419SH DFND1147,41900
EIGER BIOPHARMACEUTICALS INCCOM28249U10519910,049SH DFND110,04900
EL PASO ELEC CO COM NEWCOM NEW28367785413,389283,248SH DFND1283,24800
EL POLLO LOCO HOLDINGS INCCOM2686031072,174167,261SH DFND1167,26100
ELBIT SYSTEMS LTDORDM3760D1011,62017,817SH DFND117,81700
ELDORADO GOLD CORP NEWCOMSTK23078731,233276,437SH DFND1275,03001,407
ELDORADO RESORTS INCCOM28470R1022,792183,807SH DFND1183,80700
ELDORADO RESORTS INCCOM28470R102342,242SH DFND1 22,24200
ELECTRO RENT CORP COMCOM2852181032,108136,841SH DFND1136,84100
ELECTRO SCIENTIFIC INDS COMCOM2852291001,129193,408SH DFND1193,40800
ELECTROMED INCCOM2854091087118,483SH DFND118,48300
ELECTRONIC ARTS INC COMCOM285512109215,5502,849,509SH DFND12,830,631018,878
ELECTRONIC ARTS INC COMCOM285512109342SH DFND1 24200
ELECTRONICS FOR IMAGING INC COMCOM28608210214,260331,339SH DFND1331,33900
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205152861,207SH DFND1861,20700
ELEVEN BIOTHERAPEUTICS INCCOM2862211067746,637SH DFND146,63700
ELIZABETH ARDEN INC COMCOM28660G106896,500SH DFND1 26,50000
ELIZABETH ARDEN INC COMCOM28660G1062,195159,553SH DFND1159,55300
ELLIE MAE INCCOM28849P10018,215198,748SH DFND1198,74800
ELLIE MAE INCCOM28849P10028312SH DFND1 231200
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT2885781071108,492SH DFND1 28,49200
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810747136,073SH DFND136,07300
ELLIS PERRY INTL INC COMCOM2888531041,72085,533SH DFND185,53300
ELLSWORTH GROWTH AND INCOME FUCOM28907410625332,331PRN DFND1 232,33100
ELM CAPITAL GROUP INCCOM39036P10026340,028SH DFND140,02800
EMAGIN CORP COMCOM NEW29076N20612565,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641091,82765,932SH DFND165,93200
EMCOR GROUP INC COMCOM29084Q10020,802422,310SH DFND1422,31000
EMCORE CORP COMCOM NEW2908462031,009169,873SH DFND1169,87300
EMERGENT BIOSOLUTIONSCOM29089Q1056,415228,144SH DFND1227,9580186
EMERGENT BIOSOLUTIONSCOM29089Q10556920,247SH DFND1 220,24700
EMERGENT CAPITAL INCCOM29102N105398118,477SH DFND1118,47700
EMERSON ELEC CO COMCOM291011104292,9125,624,881SH DFND15,598,906025,975
EMERSON RADIO CORPCOM NEW2910872032748,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A29152510383115,249SH DFND1115,24900
EMPIRE DIST ELEC CO COMCOM29164110811,051325,344SH DFND1325,34400
EMPIRE RESORTS INCCOM PAR $0 0129205230546729,557SH DFND129,55700
EMPIRE TRUST REALTY TRUSTCL A29210410613,745723,835SH DFND1723,83500
EMPLOYERS HOLDINGS INCCOM2922181048,011276,078SH DFND1276,07800
EMPRESA BRASILEIRA DE AE-ADRSP ADR REP 4 COM29082A1072029,332SH DFND1 29,33200
EMPRESA BRASILEIRA DE AE-ADRSP ADR REP 4 COM29082A1077336SH DFND100336
ENANTA PHARMACEUTICALS INCCOM29251M1062,575116,813SH DFND1116,81300
ENBRIDGE INCCOMSTK246614914,974356,221SH DFND1350,45405,767
ENCANA CORPCOMSTK27931932,469319,971SH DFND1319,97100
ENCORE CAPITAL GROUP INCCOM2925541023,968168,651SH DFND1168,65100
ENCORE WIRE CORP COMCOM2925621055,610150,490SH DFND1150,49000
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106976,259SH DFND1 26,25900
ENDO PHARMACEUTICALS HLDGS COMSHSG3040110627,8151,787,164SH DFND11,775,276011,888
ENDOCHOICE HOLDINGS INCCOM29272U10316834,453SH DFND134,45300
ENDOCYTE INCCOM29269A102779242,815SH DFND1242,81500
ENDOLOGIX INCCOM29266S1066,297505,393SH DFND1505,39300
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1054,176464,624SH DFND1464,62400
ENDURANCE SPECIALTY HOLDINGSSHSG30397106010SH DFND1 21000
ENDURANCE SPECIALTY HOLDINGSSHSG3039710630,079447,876SH DFND1447,87600
ENERGEN CORP COMCOM29265N10829,839618,938SH DFND1618,6860252
ENERGIZER HOLDINGS INCCOM29272W10921,146410,693SH DFND1410,664029
ENERGIZER HOLDINGS INCCOM29272W10944870SH DFND1 287000
ENERGOUS CORPCOM29272C1031,15989,546SH DFND189,54600
ENERGY FOCUS INC.COM NEW29268T30027644,373SH DFND144,37300
ENERGY RECOVERY INC-REDHCOM29270J100242,709SH DFND1 22,70900
ENERGY RECOVERY INC-REDHCOM29270J1002,434273,820SH DFND1273,82000
ENERNOC INC -REDHCOM2927641071,180186,828SH DFND1186,82800
ENERSYS INC COMCOM29275Y1021111,871SH DFND1 21,87100
ENERSYS INC COMCOM29275Y10221,184356,218SH DFND1356,21800
ENGILITY HOLDINGS INCCOM29286C1072,454116,206SH DFND1116,20600
ENGLOBAL CORPCOM2933061067260,208SH DFND160,20800
ENI S P A SPONSORED ADRSPONSORED ADR26874R10853016,387SH DFND18,38408,003
ENNIS BUSINESS FORMS INC COMCOM2933891023,719193,938SH DFND1191,17502,763
ENNIS BUSINESS FORMS INC COMCOM29338910241521,665SH DFND1 221,66500
ENOVA INTERNATIONALCOM29357K10312817,480SH DFND1 217,48000
ENOVA INTERNATIONALCOM29357K1031,850251,452SH DFND1251,45200
ENPHASE ENERGY INCCOM29355A107317159,711SH DFND1159,71100
ENPRO INDS INC COMCOM29355X1076,502146,475SH DFND1146,47500
ENSCO INTL INC COMSHS CLASS AG3157S10619,1441,971,613SH DFND11,968,77202,841
ENSCO INTL INC COMSHS CLASS AG3157S10627027,853SH DFND1 227,85300
ENSERVCO CORPCOM29358Y1024877,749SH DFND177,74900
ENSIGN GROUP INC-REDHCOM29358P1017,335349,153SH DFND1349,15300
ENSTAR GROUP LTDSHSG3075P10114,15587,387SH DFND187,38700
ENSYNC INCCOM29359T10243116,581SH DFND1116,58100
ENTEGRIS INC COMCOM29362U10414,342991,159SH DFND1991,15900
ENTELLUS MEDICAL INCCOM29363K10587147,675SH DFND147,67500
ENTERCOM COMMUNICATIONS COR CL ACL A2936391002,053151,362SH DFND1151,36200
ENTERGY CORP NEW COMCOM29364G103129,6451,596,226SH DFND11,585,586010,640
ENTEROMEDICS INC-REDHCOM PAR 0.0129365M307726,170SH DFND126,17000
ENTERPRISE BANCORP INC/MACOM29366810989037,123SH DFND137,12300
ENTERPRISE FINANCIAL SERVICECOM2937121053,932140,990SH DFND1140,99000
ENTERPRISE PRODS PARTNERS L COMCOM2937921072518,610SH DFND18,61000
ENTERTAINMENT GAMING ASIA INCCOM PAR29383V3052212,537SH DFND112,53700
ENTRAVISION COMMUNICATIONS CL ACL A29382R1072,598386,632SH DFND1386,63200
ENVESTNET INCCOM29404K1068,864266,113SH DFND1266,11300
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10350720,000SH DFND1 220,00000
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10329,3261,156,444SH DFND11,155,9400504
ENZO BIOCHEM INC COMCOM29410010218931,715SH DFND1 231,71500
ENZO BIOCHEM INC COMCOM2941001021,541258,271SH DFND1258,27100
ENZYMOTEC LTDSHSM4059L1018410,140SH DFND110,14000
EOG RES INC COMCOM26875P101359,1264,312,934SH DFND14,295,230017,704
EP ENERGY CORP-CL ACL A268785102397,594SH DFND1 27,59400
EP ENERGY CORP-CL ACL A2687851021,339258,625SH DFND1258,4160209
EPAM SYSTEMS INCCOM29414B10418,539288,288SH DFND1288,28800
EPIQ SYS INC COMCOM26882D1093,183218,015SH DFND1218,01500
EPIRUS BIOPHARMACEUTICALS INCCOM29428P1073782,821SH DFND182,82100
EPIZYME INCCOM29428V1043,084301,224SH DFND1301,22400
EPLUS INC COMCOM2942681073,29440,279SH DFND140,27900
EPR PROPERTIESCOM SH BEN INT26884U10932,145398,429SH DFND1398,42900
EPR PROPERTIES S-C 5 3/4PFD C CNV 5.75%26884U20814,435473,600PRN DFND1 2473,60000
EQT CORPCOM26884L109130,0841,682,496SH DFND11,676,63505,861
EQUIFAX INC COMCOM294429105136,0991,061,658SH DFND11,058,62503,033
EQUINIX INCCOM PAR $0.00129444U700223,050576,266SH DFND1573,86702,399
EQUITY COMMONWEALTH REITCOM SH BEN INT29462810227,947959,416SH DFND1959,398018
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10855,105688,391SH DFND1688,340051
EQUITY ONE COMCOM29475210022,854710,205SH DFND1710,20500
EQUITY RESIDENTIALSH BEN INT29476L107231,9543,372,762SH DFND13,361,710011,052
ERA GROUP INCCOM26885G1091,220129,819SH DFND1129,81900
ERBA DIAGNOSTICS INCCOM29490B1014354,497SH DFND154,49700
ERICKSON INCCOM29482P1002236,646SH DFND136,64600
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,078140,445SH DFND1135,64504,800
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 10294821608837109,018SH DFND1 2109,01800
ERIE INDTY CO CL ACL A29530P10217,683178,005SH DFND1177,6120393
ERIN ENERGY CORPCOM2956251073414,124SH DFND114,12400
EROS INTERNATIONAL PLCSHS NEWG3788M11453833,112SH DFND132,8330279
ESCALADE INC COMCOM29605610460959,529SH DFND159,52900
ESCO TECHNOLOGIES INC COMCOM2963151047,285182,422SH DFND1182,42200
ESPERION THERAPEUTICS INCCOM29664W1051,081109,473SH DFND1109,47300
ESSA BANCORP INC -REDHCOM29667D10472053,793SH DFND153,79300
ESSENDANT INCCOM2966891028,018262,394SH DFND1262,39400
ESSENDANT INCCOM29668910220663SH DFND1 266300
ESSENT GROUP LTDCOMG3198U10214,387659,695SH DFND1659,69500
ESSEX PPTY TR INC COMCOM297178105141,267620,287SH DFND1617,83402,453
ESTERLINE TECHNOLOGIES CORP COMCOM2974251001151,869SH DFND1 21,86900
ESTERLINE TECHNOLOGIES CORP COMCOM29742510012,058194,360SH DFND1194,36000
ETHAN ALLEN INTERIORS INC COMCOM29760210429894SH DFND1 289400
ETHAN ALLEN INTERIORS INC COMCOM2976021046,771204,946SH DFND1204,94600
ETSY INCCOM29786A1062,611272,306SH DFND1272,30600
EURONET WORLDWIDE INC COMCOM29873610923,127334,258SH DFND1334,25800
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EVERBANK FINANCIAL CORPCOM29977G1029,144615,381SH DFND1615,38100
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EXAR CORP COMCOM3006451082,425301,338SH DFND1301,33800
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EXEL 4 1/4 08/15/2019NOTE 4.250% 8/130161QAC814,81810,000,000PRN DFND1 210,000,00000
EXELIXIS INC COMCOM30161Q10413,4241,718,864SH DFND11,718,86400
EXELIXIS INC COMCOM30161Q10410813,915SH DFND1 213,91500
EXELON CORP COMCOM30161N101292,3398,053,378SH DFND18,021,198032,180
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EXONE CO/THECOM30210410477873,613SH DFND173,61300
EXPEDIA INCCOM NEW30212P303104,635986,031SH DFND1978,26907,762
EXPEDITORS INTL WASH INC COMCOM30213010984,1001,717,533SH DFND11,713,11404,419
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EXPRESS SCRP INC COMCOM30219G1081461,933SH DFND1 21,93300
EXPRESS SCRP INC COMCOM30219G108413,6345,466,086SH DFND15,428,517037,569
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EXTERRAN CORPCOM30227H1063,140244,425SH DFND1244,42500
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EXTREME NETWORKS INC COMCOM30226D1062,435718,528SH DFND1718,52800
EXTREME NETWORKS INC COMCOM30226D1069828,948SH DFND1 228,94800
EXXON MOBIL CORP COMCOM30231G1023,254,41534,776,913SH DFND134,631,2980145,615
EZCORP INC-CL ACL A NON VTG3023011062,793369,473SH DFND1369,47300
EZCORP INC-CL ACL A NON VTG3023011069212,208SH DFND1 212,20800
F M C CORP COM NEWCOM NEW30249130349,4181,069,020SH DFND11,063,63305,387
F5 NETWORKS INC COMCOM31561610275,805666,868SH DFND1665,01101,857
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FACEBOOK INC -ACL A30303M1022,222,35819,479,686SH DFND119,339,8570139,829
FACTSET RESH SYS INC COMCOM30307510540,341249,917SH DFND1249,2860631
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FALCONSTOR SOFTWARE INC COMCOM306137100156149,123SH DFND1149,12300
FAMOUS DAVES AMER INC COMCOM30706810615330,474SH DFND130,47400
FARMER BROS CO COMCOM3076751081,69352,832SH DFND152,83200
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FARO TECHNOLOGIES INCCOM3116421023,952116,832SH DFND1116,83200
FASTENAL CO COMCOM311900104115,0152,595,156SH DFND12,577,922017,234
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FBL FINL GROUP INC CL ACL A30239F1064,27270,429SH DFND169,6840745
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FEDERAL AGRIC MTG CORP CL CCL C31314830630877SH DFND1 287700
FEDERAL MOGUL CORPCOM3135494042,477298,103SH DFND1298,10300
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW313747206111,770676,153SH DFND1674,10202,051
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FEDERAL SIGNAL CORP COMCOM313855108372,942SH DFND1 22,94200
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FEDERATED INVS INC PA CL BCL B3142111031445,005SH DFND1 25,00500
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FEDEX CORP COMCOM31428X106298,1861,968,210SH DFND11,961,62806,582
FEDEX CORP COMCOM31428X10636240SH DFND1 224000
FEI CO COMCOM30241L10929,440275,458SH DFND1275,45800
FELCOR LODGING TR INC COMCOM31430F1016,4861,041,173SH DFND11,041,17300
FEMALE HEALTH COMPANY COMCOM31446210211793,256SH DFND193,25600
FENIX PARTS INCCOM31446L10027971,176SH DFND171,17600
FERRO CORP COMCOM3154051007,631570,398SH DFND1570,39800
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FIAT CHRYSLER AUTOMOBILES NVSHSN31738102274,570SH DFND1004,570
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810223638,632SH DFND1 238,63200
FIBROCELL SCIENCE INCCOM NEW315721209206179,997SH DFND1179,99700
FIBROGEN INCCOM31572Q8086,791413,867SH DFND1413,86700
FIBROGEN INCCOM31572Q8081388,438SH DFND1 28,43800
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FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106170,2942,315,351SH DFND12,305,82409,527
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FIESTA RESTAURANT GROUP - W/ICOM31660B1014,173191,378SH DFND1191,37800
FIFTH STREET ASSET MANAGEMENTCL A COM31679P10915839,197SH DFND138,13901,058
FIFTH STREET FINANCE CORPCOM31678A10311022,878SH DFND1 222,87800
FIFTH THIRD BANCORP COMCOM316773100120,6406,869,539SH DFND16,834,376035,163
FINANCIAL ENGINES INCCOM3174851001,10442,681SH DFND1 242,68100
FINANCIAL ENGINES INCCOM31748510014,115545,632SH DFND1545,63200
FINANCIAL INSTNS INC COMCOM3175854042,626100,745SH DFND1100,74500
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FINISH LINE INC CL ACL A3179231001346,668SH DFND1 26,66800
FINISH LINE INC CL ACL A3179231006,023298,319SH DFND1298,31900
FINJAN HOLDINGS INCCOM NEW31788H30317093,776SH DFND193,77600
FIREEYE INCCOM31816Q10116,6181,008,996SH DFND11,008,944052
FIREEYE INCCOM31816Q10116410,000SH DFND1 210,00000
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FIRST AMERICAN FINANCIAL - W/ICOM31847R10227,632687,042SH DFND1687,04200
FIRST BANCORP INCCOM31866P1021,13852,852SH DFND152,85200
FIRST BANCORP N C COMCOM3189101068509SH DFND1 250900
FIRST BANCORP N C COMCOM3189101062,498142,123SH DFND1142,12300
FIRST BANCORP P R COMCOM NEW3186727066115,504SH DFND1 215,50400
FIRST BANCORP P R COMCOM NEW3186727064,2451,069,384SH DFND11,069,38400
FIRST BUSEY CORP COMCOM NEW3193832045,171241,781SH DFND1241,2650516
FIRST BUSINESS FINANCIAL SERCOM3193901001,29655,227SH DFND155,22700
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FIRST CASH FINL SVCS INC COMCOM31942D10710,405202,725SH DFND1202,72500
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FIRST CMNTY BANCSHARES INC COMCOM31983A1032,344104,479SH DFND1104,47900
FIRST COMMUNITY FINL PARTNERSCOM31985Q10611613,271SH DFND113,27100
FIRST COMWLTH FINL CORP PA COMCOM3198291075,854636,367SH DFND1636,36700
FIRST CONNECTICUT BANCORPCOM3198501031,45487,807SH DFND187,80700
FIRST CTZNS BANCSHARES INC CL ACL A31946M10317,37167,093SH DFND167,09300
FIRST DATA CORP- CLASS ACOM CL A32008D10613,0111,175,370SH DFND11,173,63001,740
FIRST DEFIANCE FINL CORP COMCOM32006W1062,80572,208SH DFND172,20800
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FIRST FINL BANCORP OH COMCOM3202091098,922458,717SH DFND1458,71700
FIRST FINL BANKSHARES COMCOM32020R109361,120SH DFND1 21,12000
FIRST FINL BANKSHARES COMCOM32020R10915,743480,139SH DFND1480,13900
FIRST FINL CORP IND COMCOM3202181003,30590,259SH DFND190,25900
FIRST FOUNDATION INCCOM32026V1041,89187,972SH DFND187,97200
FIRST HORIZON NATL CORP COMCOM32051710519,9731,449,473SH DFND11,442,95406,519
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FIRST INTERSTATE BANCSYSTEM INC.COM CL A32055Y2015,951211,789SH DFND1211,78900
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FIRST MERCHANTS CORP COMCOM3208171098,027321,997SH DFND1321,99700
FIRST MIDWEST BANCORP DEL COMCOM32086710411,265641,515SH DFND1641,51500
FIRST NBC BANK HLDG COCOM32115D10618010,722SH DFND1 210,72200
FIRST NBC BANK HLDG COCOM32115D1062,255134,357SH DFND1134,35700
FIRST NIAGARA FINL GROUP IN COMCOM33582V10823,1122,372,968SH DFND12,372,947021
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FIRST REPUBLIC BANK/SAN FRANCOM33616C10066949SH DFND1 294900
FIRST SOLAR INCCOM33643310732,823677,931SH DFND1676,01701,914
FIRST SOUTH BANCORP INC VA COMCOM33646W10039942,745SH DFND142,74500
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FIRSTENERGY CORP COMCOM337932107135,8413,897,258SH DFND13,879,713017,545
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FIRSTMERIT CORP COMCOM33791510224,5511,211,206SH DFND11,211,20600
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FISERV INC COMCOM337738108215,6761,986,786SH DFND11,974,752012,034
FITBIT INC - ACL A33812L10230124,691SH DFND1 224,69100
FITBIT INC - ACL A33812L1026,570537,651SH DFND1537,64209
FIVE BELOW INCCOM33829M10117,678380,928SH DFND1380,92800
FIVE OAKS INVESTMENT CORPCOM33830W10636666,937SH DFND166,93700
FIVE PRIME THERAPEUTICS INCCOM33830X10494822,929SH DFND1 222,92900
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FIVE STAR QUALITY CARE INC COMCOM33832D106497212,611SH DFND1212,61100
FIVE9 INCCOM338307101826,952SH DFND1 26,95200
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FLAGSTAR BANCORP INC COMCOM PAR .0013379307053,601147,545SH DFND1147,54500
FLAMEL TECHNOLOGIES-SP ADRSPONSORED ADR33848810917816,602SH DFND116,60200
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FLEXSTEEL INDS INC COMCOM339382103842,135SH DFND1 22,13500
FLEXTRONICS INTL LTD ORDORDY2573F1022,675228,379SH DFND1228,329050
FLIR SYS INC COMCOM30244510140,1081,297,913SH DFND11,294,45903,454
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FLOWERS FOODS INC COMCOM34349810121,2141,131,445SH DFND11,131,3410104
FLOWSERVE CORP COMCOM34354P10547,5231,053,978SH DFND11,048,14005,838
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FMC TECHNOLOGIES INC COMCOM30249U10166,6012,500,493SH DFND12,493,48107,012
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FOGO DE CHAO INCCOM34417710056643,391SH DFND143,39100
FONAR CORP COMCOM NEW34443740578638,615SH DFND138,61500
FOOT LOCKER INC COMCOM34484910470,7141,290,957SH DFND11,287,31303,644
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FORD MTR CO DELCOM PAR $0.0134537086039631,511SH DFND1 231,51100
FOREST CITY REALTY TRUST- ACOM CL A34560510937,5691,683,992SH DFND11,683,981011
FORESTAR REAL ESTATE GRP-W/ICOM3462331092,522212,147SH DFND1212,14700
FORM HOLDINGS CORPCOM34634E10211158,987SH DFND158,98700
FORMFACTOR INCCOM346375108273,027SH DFND1 23,02700
FORMFACTOR INCCOM3463751084,577509,131SH DFND1509,13100
FORRESTER RESH INC COMCOM3465631093,05682,935SH DFND182,93500
FORTINET INC.COM34959E10917564SH DFND1 256400
FORTINET INC.COM34959E10930,367961,724SH DFND1959,65102,073
FORTRESS BIOTECH INCCOM34960Q109708263,560SH DFND1263,56000
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10671,3641,233,260SH DFND11,228,37304,887
FORUM ENERGY TECHNOLOGIES INCCOM34984V1007,585438,204SH DFND1438,20400
FORWARD AIR CORP COMCOM3498531019,678217,349SH DFND1217,34900
FORWARD INDUSTRIES INC-N YCOM NEW3498623002218,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1068,259289,488SH DFND1289,462026
FOSTER L B CO COMCOM350060109353,227SH DFND1 23,22700
FOSTER L B CO COMCOM35006010958653,818SH DFND153,81800
FOUNDATION MEDICINE INCCOM3504651001,906102,158SH DFND1102,15800
FOUR CORNERS PROPERTY TRUST INCCOM35086T1098,337404,910SH DFND1403,78901,121
FOX CHASE BANCORP INCCOMSTK35137T1081,44971,241SH DFND171,24100
FOX FACTORY HOLDING CORPCOM35138V1022,798161,112SH DFND1161,11200
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010625615,607SH DFND15,65109,956
FRANCESCAS HOLDINGS CORPCOM3517931043,225291,864SH DFND1291,86400
FRANKLIN COVEY CO COMCOM3534691091,19577,988SH DFND177,98800
FRANKLIN ELEC INC COMCOM3535141029,645291,832SH DFND1291,83200
FRANKLIN FINANCIAL NETWORKCOM35352P10477624,775SH DFND124,77500
FRANKLIN RES INC COMCOM3546131011705,109SH DFND1 25,10900
FRANKLIN RES INC COMCOM354613101109,8743,297,956SH DFND13,274,769023,187
FRANKLIN STREET PROPERTIES CCOM35471R1069,226751,940SH DFND1751,94000
FRANKS INTERNATIONAL NVCOMN334621073,627248,279SH DFND1247,5180761
FREDS INC CL ACL A3561081003,895241,779SH DFND1241,77900
FREEPORT-MCMORAN COPPER & G CL BCL B35671D857112,63310,128,507SH DFND110,080,015048,492
FREEPORT-MCMORAN COPPER & G CL BCL B35671D85716114,478SH DFND1 214,47800
FREIGHTCAR AMERICA INCCOM35702310011834SH DFND1 283400
FREIGHTCAR AMERICA INCCOM3570231001,29091,853SH DFND191,85300
FREQUENCY ELECTRS INC COMCOM35801010621322,906SH DFND122,90600
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291063127,182SH DFND16,01701,165
FRESH DEL MONTE PRODUCE INC ORDORDG3673810515,748289,340SH DFND1289,34000
FRESH DEL MONTE PRODUCE INC ORDORDG367381051352,483SH DFND1 22,48300
FRESHPET INCCOM3580391051,252134,228SH DFND1134,22800
FRIEDMAN INDUSTRIES INCCOM35843510512621,701SH DFND121,70100
FRONTIER COMMUNICATIONS CORPCOM35906A10850,19610,178,275SH DFND110,132,595045,680
FRONTIER COMMUNICATIONS CORPCOM35906A1087515,325SH DFND1 215,32500
FRONTLINE LTDSHS NEWG3682E19260677,019SH DFND177,01900
FRP HOLDINGS INCCOM30292L1071,39340,387SH DFND140,38700
FTD COMPANIES INCCOM30281V1083,360134,623SH DFND1134,62300
FTI CONSULTING INC COMCOM30294110912,218300,365SH DFND1300,36500
FUELCELL ENERGY INC COMCOM NEW35952H5021,110178,587SH DFND1178,58700
FUEL-TECH N.V.COM359523107190128,664SH DFND1128,66400
FULL HOUSE RESORTS INCCOM3596781094924,413SH DFND124,41300
FULLER H B CO COMCOM35969410614,563331,075SH DFND1331,07500
FULTON FINL CORP PA COMCOM36027110021,5381,595,420SH DFND11,595,42000
FUNCTIONX INCCOM NEW36077T10831110,929SH DFND1110,92900
FUSION TELECOMMUNICATIONS INCOM NEW36113B4008848,146SH DFND148,14600
FUTUREFUEL CORPCOM36116M1063,839352,926SH DFND1352,92600
FXCM INC - ACL A NEW30269320520924,268SH DFND124,26800
G & K SVCS INC CL ACL A36126810511,255146,999SH DFND1146,99900
GABELLI SMALL AND MID CAP VALUE TRUSTCOM36249W10453050,877PRN DFND1 250,87700
GAIAM INC CL ACL A36268Q10373995,598SH DFND195,59800
GAIN CAPITAL HOLDINGS INCCOM36268W1001,543244,156SH DFND1244,15600
GALAPAGOS NV - SPON ADRSPON ADR36315X1012023,654SH DFND13,65400
GALECTIN THERAPEUTICS INCCOM NEW363225202158107,592SH DFND1107,59200
GALENA BIOPHARMA INCCOM3632561085861,258,625SH DFND11,258,62500
GALLAGHER ARTHUR J & CO COMCOM36357610968,4401,440,365SH DFND11,435,07405,291
GAMCO INVESTORS INC - ACL A COM3614381041,04131,772SH DFND131,77200
GAMESTOP CORP CL ACL A36467W10917,569661,016SH DFND1659,55101,465
GAMESTOP CORP CL ACL A36467W1091495,623SH DFND1 25,62300
GAMING AND LEISURE PROPERTIES INCCOM36467J10842,9151,244,643SH DFND11,244,626017
GANNETT CO INCCOM36473H104161,185SH DFND1 21,18500
GANNETT CO INCCOM36473H10410,946792,648SH DFND1791,20701,441
GAP INC DEL COMCOM364760108703,331SH DFND1 23,33100
GAP INC DEL COMCOM36476010848,1262,271,202SH DFND12,263,54207,660
GARMIN LTD ORDSHSH2906T10943,5131,027,443SH DFND11,023,73303,710
GARTNER INC COMCOM36665110754,832563,142SH DFND1562,6860456
GAS NATURAL INCCOM36720410434148,909SH DFND148,90900
GASLOG LTDSHSG3758510960046,238SH DFND146,23800
GASTAR EXPLORATION LTDCOM36729W202723657,797SH DFND1657,79700
GATX CORP COMCOM36144810312,002272,963SH DFND1272,922041
GCP APPLIED TECHNOLOGIES - W/ICOM36164Y10112,440477,741SH DFND1477,74100
GENCO SHPNG & TRDNG LTD-REDHSHS NEWY2685T1152543,918SH DFND143,91800
GENCOR INDUSTRIES INCCOM36867810849832,130SH DFND132,13000
GENER8 MARITIME INCCOMY26889108934146,006SH DFND1146,00600
GENERAC HOLDINGS INCCOM36873610415,461442,274SH DFND1442,27400
GENERAL AMERICAN INVESTORSCOM3688021043,900126,544PRN DFND1 2126,54400
GENERAL CABLE CORP DEL NEW COMCOM3693001084,214331,616SH DFND1330,25801,358
GENERAL COMMUNICATION INC CL ACL A3693851093,530223,466SH DFND1223,46600
GENERAL DYNAMICS CORP COMCOM369550108355,4242,556,645SH DFND12,548,87107,774
GENERAL ELEC CO COMCOM3696041032,381,47375,782,386SH DFND175,441,7470340,639
GENERAL FINANCE CORP/DECOM3698221014610,949SH DFND110,94900
GENERAL GROWTH PPTYS INC COMCOM370023103163,5525,492,956SH DFND15,473,530019,426
GENERAL MLS INC COMCOM370334104342,3184,808,258SH DFND14,784,588023,670
GENERAL MLS INC COMCOM37033410420281SH DFND1 228100
GENERAL MOLY INCCOM37037310290263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100333,46711,803,316SH DFND111,750,432052,884
GENERAL MOTORS COCOM37045V1002348,290SH DFND1 28,29000
GENESCO INC COMCOM3715321029,189142,893SH DFND1142,89300
GENESEE & WYO INC CL ACL A37155910521,611366,599SH DFND1365,06701,532
GENESIS HEALTHCARE INCCL A COM37185X106308174,054SH DFND1174,05400
GENIE ENERGY LTD - BCL B372284208704104,116SH DFND1104,11600
GENMARK DIAGNOSTICS INCCOM3723091042,622301,461SH DFND1301,46100
GENMARK DIAGNOSTICS INCCOM372309104839,615SH DFND1 29,61500
GENOCEA BIOSCIENCES INCCOM372427104489119,352SH DFND1119,35200
GENOMIC HEALTH INCCOM37244C1014,171161,103SH DFND1161,10300
GENOMIC HEALTH INCCOM37244C10119736SH DFND1 273600
GENPACT LTDSHSG3922B10725,923965,843SH DFND1964,75501,088
GENTEX CORP COMCOM371901109039SH DFND1 23900
GENTEX CORP COMCOM37190110949,7933,222,856SH DFND13,220,97001,886
GENTHERM INCCOM37253A1038,983262,305SH DFND1262,225080
GENUINE PARTS CO COMCOM372460105132,0351,306,190SH DFND11,300,39005,800
GENVEC INCCOM NEW37246C30788155,322SH DFND1155,32200
GENWORTH FINANCIAL INC-CL ACOM CL A37247D106197,677SH DFND1 27,67700
GENWORTH FINANCIAL INC-CL ACOM CL A37247D1068,5103,298,776SH DFND13,295,10403,672
GEO GROUP INC/THECOM36162J10620,654604,300SH DFND1604,30000
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,63099,623SH DFND199,62300
GERMAN AMERN BANCORP COMCOM3738651043,13097,907SH DFND197,90700
GERON CORP COMCOM3741631032,8371,058,657SH DFND11,058,4610196
GETTY RLTY CORP NEW COMCOM3742971094,531211,243SH DFND1211,24300
GEVO INCCOM NEW374396208187317,487SH DFND1317,48700
GIBRALTAR INDUSTRIES INCCOM3746891077,005221,916SH DFND1221,91600
GIGA TRONICS INC COMCOM3751751062019,463SH DFND119,46300
GIGAMON INCCOM37518B102501,338SH DFND1 21,33800
GIGAMON INCCOM37518B1027,399197,910SH DFND1197,91000
GIGPEAK INCCOM37518Q1099347,584SH DFND1 247,58400
GIGPEAK INCCOM37518Q109572291,955SH DFND1291,95500
G-III APPAREL GROUP LTD COMCOM36237H10112,888281,899SH DFND1281,89900
GILAT SATELLITE NETWORKSSHS NEWM514741187918,388SH DFND118,38800
GILDAN ACTIVEWEAR INCCOMSTK22546453,601123,680SH DFND1123,592088
GILEAD SCIENCES INC COMCOM3755581031,019,31212,238,244SH DFND112,161,182077,062
GILEAD SCIENCES INC COMCOM3755581032893,472SH DFND1 23,47200
GLACIER BANCORP INC NEW COMCOM37637Q10514,674552,103SH DFND1552,10300
GLADSTONE COMMERCIAL CORPCOM3765361082,565151,890SH DFND1151,89000
GLADSTONE LAND CORPCOM37654910189380,772SH DFND180,77200
GLATFELTER COMCOM3773161045,742293,576SH DFND1293,57600
GLAUKOS CORPCOM3773221021,65856,867SH DFND156,86700
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1054,05593,579SH DFND175,565018,014
GLEN BURNIE BANCORPCOM37740710119918,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCCOM37890U1081,04062,715SH DFND162,71500
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1035,001183,267SH DFND1183,26700
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G10325951SH DFND1 295100
GLOBAL EAGLE ACQUISITION CORPCOM37951D102121,925SH DFND1 21,92500
GLOBAL EAGLE ACQUISITION CORPCOM37951D1022,277342,928SH DFND1342,92800
GLOBAL INDEMNITY PLCSHSG393191011,87568,117SH DFND168,11700
GLOBAL NET LEASE INCCOM3793781029,0481,138,234SH DFND11,138,23400
GLOBAL PMTS INC COMCOM37940X10294,1791,321,623SH DFND11,316,92904,694
GLOBAL SOURCES LIMITEDORDG3930010191699,998SH DFND199,99800
GLOBALSCAPE INCCOM37940G10910829,423SH DFND129,42300
GLOBALSTAR INCCOM3789734082,3611,951,631SH DFND11,951,63100
GLOBANT SACOML443851091,19630,410SH DFND130,41000
GLOBUS MEDICAL INC- ACL A37957720812,263514,636SH DFND1514,63600
GLOBUS MEDICAL INC- ACL A3795772081154,835SH DFND1 24,83500
GLORI ENERGY INCCOM3796061061462,760SH DFND162,76000
GLOWPOINT INCCOM NEW379887201100340,724SH DFND1340,72400
GLU MOBILE INCCOM3798901061,784811,100SH DFND1811,10000
GLYCOMIMETICS INCCOM38000Q10259581,957SH DFND181,95700
GNC HOLDINGS INC-CL ACOM CL A36191G10729612,214SH DFND1 212,21400
GNC HOLDINGS INC-CL ACOM CL A36191G10718,691769,530SH DFND1769,53000
GODADDY INC - CLASS ACL A3802371078,925286,167SH DFND1286,153014
GODADDY INC - CLASS ACL A38023710771022,779SH DFND1 222,77900
GOGO INCCOM38046C1093,242386,413SH DFND1386,41300
GOLAR LNG LTDSHSG9456A1002,225143,567SH DFND1142,06601,501
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10233718,395SH DFND118,39500
GOLD FIELDS LTDSPONSORED ADR38059T10691,845SH DFND1001,845
GOLD FIELDS LTDSPONSORED ADR38059T10611523,560SH DFND1 223,56000
GOLD RESOURCES CORPCOM38068T1051,288359,049SH DFND1359,04900
GOLDEN ENTERTAINMENT INCCOM38101310165756,284SH DFND156,28400
GOLDEN MINERALS COMPANYCOM381119106121186,795SH DFND1186,79500
GOLDEN OCEAN GROUP LTDSHSG39637106116175,088SH DFND1175,08800
GOLDFIELD CORPCOM381370105392119,713SH DFND1119,71300
GOLDMAN SACHS GROUP INC COMCOM38141G104484,3603,265,442SH DFND13,252,642012,800
GOLDMAN SACHS GROUP INC COMCOM38141G10427186SH DFND1 218600
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087919856,983SH DFND156,98300
GOODYEAR TIRE & RUBR CO COMCOM38255010159,8782,337,335SH DFND12,328,39508,940
GOPRO INC - CL ACL A38268T1036,299582,755SH DFND1581,9530802
GORDMANS STORES INCCOM38269P1006349,557SH DFND149,55700
GORMAN RUPP CO COMCOM3830821043,367122,864SH DFND1122,86400
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10311,289489,579SH DFND1489,57900
GP STRATEGIES CORP COMCOM36225V104211,000SH DFND1 21,00000
GP STRATEGIES CORP COMCOM36225V1042,249103,690SH DFND1103,69000
GPRE 3 1/4 10/01/18NOTE 3.250%10/0393222AD68,9258,000,000PRN DFND1 28,000,00000
GRACE W R & CO DEL NEW COMCOM38388F10832,532444,587SH DFND1444,556031
GRACO INC COMCOM38410910426,792339,185SH DFND1339,18500
GRAHAM CORPCOM3845561061,11960,773SH DFND160,77300
GRAHAM HOLDINGS COCOM38463710413,93328,463SH DFND128,381082
GRAINGER W W INC COMCOM384802104109,771483,859SH DFND1481,83302,026
GRAMERCY PROPERTY TRUSTCOM38500210025,4692,762,388SH DFND12,762,38800
GRAND CANYON EDUCATION-REDHCOM38526M10613,353334,517SH DFND1334,51700
GRANITE CONSTR INC COMCOM38732810712,409272,435SH DFND1272,43500
GRAPHIC PACKAGING HOLDING COCOM388689101272,192SH DFND1 22,19200
GRAPHIC PACKAGING HOLDING COCOM38868910125,1462,005,268SH DFND12,004,9320336
GRAY TELEVISION INC COMCOM3893751064,633427,008SH DFND1427,00800
GREAT AJAX CORPCOM38983D3001,17284,519SH DFND184,51900
GREAT BASIN SCIENTIFIC INCCOM39013L5023218,361SH DFND118,36100
GREAT LAKES DREDGE&DOCK CORPCOM3906071091,716393,775SH DFND1393,77500
GREAT PLAINS ENERGY INC COMCOM39116410029,700976,990SH DFND1976,99000
GREAT PLAINS ENERGY INC COMCOM39116410019654SH DFND1 265400
GREAT SOUTHN BANCORP INC COMCOM3909051073,55196,071SH DFND196,07100
GREAT WESTERN BANCORP INCCOM39141610414,542461,097SH DFND1461,09700
GREATBATCH INCCOMSTK39153L1067,630246,687SH DFND1246,68700
GREATER CHINA FD INCCOM0030311019711,626PRN DFND1 211,62600
GREEN BANCORP INCCOM39260X10076687,868SH DFND187,86800
GREEN BRICK PARTNERS INCCOM3927091011,365187,843SH DFND1187,84300
GREEN DOT CORP - CLASS ACL A39304D10212559SH DFND1 255900
GREEN DOT CORP - CLASS ACL A39304D1027,109309,259SH DFND1309,25900
GREEN PLAINS INCCOM3932221044,811243,995SH DFND1243,5740421
GREENBRIER COS INC COMCOM393657101491,701SH DFND1 21,70100
GREENBRIER COS INC COMCOM3936571016,772232,493SH DFND1232,3740119
GREENHILL & CO INC COMCOM3952591042,760171,472SH DFND1170,9160556
GREENLIGHT CAPITAL RECLASS AG4095J1094,361216,368SH DFND1216,36800
GREIF INCCL A3976241079,365251,296SH DFND1251,0960200
GREIF INCCL B39762420672013,151SH DFND113,15100
GRIFFIN INDUSTRIAL REALTY INCCOM39823110033110,810SH DFND110,81000
GRIFFON CORP COMCOM3984331024,384260,045SH DFND1260,04500
GRIFOLS SA-ADRSP ADR REP B NVT3984384081,02861,727SH DFND160,15901,568
GROUP 1 AUTOMOTIVE INC COMCOM3989051095117SH DFND1 211700
GROUP 1 AUTOMOTIVE INC COMCOM3989051098,519172,591SH DFND1172,59100
GROUPON INCCOM CL A3994731079,1062,802,117SH DFND12,802,083034
GRUBHUB INCCOM40011010216,408528,108SH DFND1528,10800
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910056218,434SH DFND118,43400
GSE SYSTEMS INCCOM36227K1067433,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10633480,321SH DFND180,32100
GTT COMMUNICATIONS INCCOM3623931003,730201,890SH DFND1201,89000
GTX INCCOM40052B108192350,264SH DFND1350,26400
GUARANTY BANCORPCOM NEW40075T6072,477148,376SH DFND1148,37600
GUESS INC COMCOM4016171056,292418,133SH DFND1415,85702,276
GUIDANCE SOFTWARE INCCOM401692108858138,710SH DFND1138,71000
GUIDEWIRE SOFTWARE INCCOM40171V10028,117455,268SH DFND1455,26800
GULF ISLAND FABRICATION INC COMCOM40230710254378,339SH DFND178,33900
GULF RESOURCES INCCOM PAR $0.000540251W3091812,005SH DFND1 212,00500
GULF RESOURCES INCCOM PAR $0.000540251W309149,279SH DFND19,27900
GULFMARK OFFSHORE INC COMCL A NEW402629208397126,894SH DFND1126,89400
GULFPORT ENERGY CORPCOM NEW40263530427,349874,902SH DFND1874,804098
GW PHARMACEUTICALS PLC ADRADS36197T1035566,072SH DFND16,07200
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN033,61616,570,000PRN DFND1 216,570,00000
H D F C BANK LTDADR REPS 3 SHS40415F1012,15832,538SH DFND131,6540884
H&E EQUIPMENT SERVICES INCCOM4040301084,232222,423SH DFND1222,42300
HABIT RESTAURANTS INCCOM CL A40449J1031,48990,964SH DFND190,96400
HACKETT GROUP INC/THECOM40460910947734,412SH DFND1 234,41200
HACKETT GROUP INC/THECOM4046091092,648190,923SH DFND1190,92300
HAEMONETICS CORP COMCOM4050241009,809338,371SH DFND1338,37100
HAIN CELESTIAL GROUP INC COMCOM40521710033,947682,352SH DFND1681,9690383
HALCON RESOURCES CORPCOM PAR40537Q506206444,318SH DFND1444,31800
HALCON RESOURCES CORPCOM PAR40537Q506147318,317SH DFND1 2318,31700
HALLADOR ENERGY COCOM40609P10542692,228SH DFND192,22800
HALLADOR ENERGY COCOM40609P1057817,031SH DFND1 217,03100
HALLIBURTON CO COMCOM406216101314,3036,952,097SH DFND16,917,950034,147
HALLMARK FINL SERVICES INCCOM NEW40624Q20397784,370SH DFND184,37000
HALOZYME THERAPEUTICS INCCOM40637H1096,698776,138SH DFND1776,13800
HALYARD HEALTH INC - W/ICOM40650V10010,503322,985SH DFND1322,98500
HAMPTON ROADS BANKSHARES INCCOM NEW409321502865483,369SH DFND1483,36900
HANCOCK HLDG CO COMCOM41012010914,002536,272SH DFND1535,5980674
HANDY & HARMAN LTDCOM4103151051,07340,973SH DFND140,97300
HANESBRANDS INCCOM41034510275,0262,991,017SH DFND12,978,940012,077
HANMI FINL CORP COMCOM NEW4104952045,436231,429SH DFND1231,42900
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1005,308245,753SH DFND1245,75300
HANOVER INSURANCE GROUP INC/THCOM41086710523,152273,602SH DFND1272,32101,281
HANSEN MEDICAL INCCOM NEW41130720015539,185SH DFND139,18500
HARDINGE INC COMCOM41232430365465,089SH DFND165,08900
HARLEY DAVIDSON INC COMCOM41282210866,8071,477,367SH DFND11,472,08005,287
HARMAN INTL INDS INC COMCOM41308610941,588580,069SH DFND1577,30702,762
HARMONIC INC COMCOM4131601021,731607,669SH DFND1607,66900
HARRIS & HARRIS GROUP INC CCOM4138331042314,730SH DFND114,73000
HARRIS CORP DEL COMCOM41387510584,3711,012,945SH DFND11,009,22103,724
HARSCO CORP COMCOM4158641073,475523,423SH DFND1523,42300
HARTE-HANKS INC COMCOM416196103343216,007SH DFND1213,50802,499
HARTFORD FINL SVCS GROUP IN COMCOM416515104141,3033,189,600SH DFND13,178,536011,064
HARVARD BIOSCIENCE INC COMCOM416906105375131,332SH DFND1131,33200
HARVEST NATURAL RESOURCES INCCOM41754V103177212,524SH DFND1212,52400
HASBRO INC COMCOM41805610782,462983,411SH DFND1979,72903,682
HATTERAS FINANCIAL CORPCOM41902R10310,337630,307SH DFND1626,14604,161
HATTERAS FINANCIAL CORPCOM41902R10316410,000SH DFND1 210,00000
HAVERTY FURNITURE INC COMCOM4195961012,477137,423SH DFND1137,42300
HAWAIIAN ELEC INDUSTRIES COMCOM41987010024,103735,093SH DFND1735,09300
HAWAIIAN HOLDINGS INCCOM41987910117,668465,459SH DFND1465,45900
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,49570,567SH DFND170,56700
HAWKINS INCCOM4202611092,99468,975SH DFND168,97500
HAYNES INTERNATIONAL INCCOM NEW4208772012,84688,722SH DFND188,72200
HC2 HOLDINGS INCCOM404139107753175,176SH DFND1175,17600
HCA HOLDINGS INC.COM40412C101177,8902,314,339SH DFND12,303,656010,683
HCI GROUP INCCOM40416E1032,59595,147SH DFND195,067080
HCP INCCOM40414L109153,7794,353,180SH DFND14,337,358015,822
HD SUPPLY HOLDINGS INCCOM40416M10546,2891,329,398SH DFND11,327,69301,705
HEADWATERS INC COMCOM42210P1028,576478,074SH DFND1478,07400
HEALTH CARE REIT INC S-I 6 1/26.50% PFD PREPET95040Q20315,642230,722PRN DFND1 2230,72200
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10610526,772SH DFND126,77200
HEALTHCARE RLTY TR COMCOM42194610428,117803,589SH DFND1803,58900
HEALTHCARE SVCS GRP INC COMCOM42190610821,566521,174SH DFND1521,17400
HEALTHCARE TRUST OF AMERICACL A NEW42225P50127,836860,759SH DFND1860,75900
HEALTHEQUITY INCCOM42226A1078,259271,816SH DFND1271,81600
HEALTHSOUTH CORP COMCOM NEW42192430924,253624,765SH DFND1624,1540611
HEALTHSTREAM INCCOM42222N1034,724178,152SH DFND1178,15200
HEALTHWAYS INCCOM4222451002,798242,314SH DFND1242,31400
HEARTLAND EXPRESS INC COMCOM4223471047,270418,070SH DFND1418,07000
HEARTLAND FINANCIAL USA INCCOM42234Q1024,776135,352SH DFND1135,35200
HEARTWARE INTERNATIONAL INCCOM4223681007,101122,973SH DFND1122,97300
HEAT BIOLOGICS INCCOM42237K1021522,034SH DFND122,03400
HECLA MNG CO COMCOM42270410616832,984SH DFND1 232,98400
HECLA MNG CO COMCOM42270410617,5493,441,026SH DFND13,441,02600
HEICO CORP NEW COMCOM4228061097,889118,085SH DFND1118,08500
HEICO CORP-CL ACL A42280620813,107244,323SH DFND1244,32300
HEIDRICK & STRUGGLES INTL I COMCOM4228191022,034120,537SH DFND1120,1470390
HEIDRICK & STRUGGLES INTL I COMCOM422819102834,936SH DFND1 24,93600
HELEN OF TROY CORP LTD COMCOMG4388N10620,162196,055SH DFND1196,05500
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P1074,506666,664SH DFND1666,66400
HELMERICH & PAYNE INC COMCOM42345210158,592874,358SH DFND1868,23906,119
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10390276,476SH DFND176,47600
HEMISPHERX BIOPHARMA INC COMCOM42366C103103897,977SH DFND1897,97700
HENRY JACK & ASSOC INC COMCOM42628110148,930560,677SH DFND1559,41001,267
HERBALIFE LTDCOM USD SHSG4412G10124,049410,893SH DFND1410,811082
HERBALIFE LTDCOM USD SHSG4412G10130519SH DFND1 251900
HERC HOLDINGS INCCOM42704L1045,289155,354SH DFND1155,313041
HERC HOLDINGS INCCOM42704L104952,817SH DFND1 22,81700
HERITAGE COMMERCE CORP COMCOM4269271091,633155,124SH DFND1155,12400
HERITAGE FINL CORP WASH COMCOM42722X1064,136235,268SH DFND1235,26800
HERITAGE INSURANCE HOLDINGSCOM42727J1023,974332,031SH DFND1332,03100
HERITAGE OAKS BANCORPCOM42724R1071,247157,061SH DFND1157,06100
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M1061,21899,787SH DFND199,78700
HERON THERAPEUTICS INCCOM4277461023,952218,988SH DFND1218,98800
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255005,974348,342SH DFND1348,34200
HERSHEY CO/THECOM4278661081131,000SH DFND1 21,00000
HERSHEY CO/THECOM427866108144,5041,275,308SH DFND11,269,71605,592
HERTZ GLOBAL HOLDINGS INCCOM42806J10620,507466,087SH DFND1465,9610126
HERTZ GLOBAL HOLDINGS INCCOM42806J1063718,454SH DFND1 28,45400
HERTZ GLOBAL HOLDINGS, INCCOMSTK42805T10526,8812,428,242SH DFND12,427,6030639
HESKA CORP COMCOM RESTRC NEW42805E3061,60943,308SH DFND143,30800
HESS CORP COMCOM42809H107129,8332,164,149SH DFND12,155,52608,623
HEWLETT PACKARD CO COMCOM40434L105186,24814,865,228SH DFND114,799,643065,585
HEWLETT PACKARD ENTERPRISECOM42824C109238,54513,080,726SH DFND113,019,261061,465
HEXCEL CORP NEW COMCOM42829110824,665592,352SH DFND1591,5170835
HFF INC-CLASS ACL A40418F1086,898238,866SH DFND1238,86600
HHGREGG INC -REDHCOM42833L10811766,396SH DFND166,39600
HIBBETT SPORTS INCCOM4285671015,653162,499SH DFND1162,49900
HIGHER ONE HOLDINGS INCCOM42983D1041,444282,738SH DFND1282,1970541
HIGHWOODS PPTYS INC COMCOM43128410839,002738,692SH DFND1738,69200
HILL INTERNATIONAL INCCOM431466101880216,406SH DFND1216,40600
HILLENBRAND INC -SPNCOM43157110812,745424,283SH DFND1424,28300
HILL-ROM HOLDINGS INCCOM43147510218,964375,908SH DFND1374,45801,450
HILLTOP HOLDINGSCOM432748101231,097SH DFND1 21,09700
HILLTOP HOLDINGSCOM43274810114,769703,643SH DFND1703,64300
HILTON WORLDWIDE HOLDINGS INCOM43300A10471,4413,172,581SH DFND13,161,694010,887
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10635743,310SH DFND143,31000
HINGHAM INSTITUTION FOR SVGSCOM4333231021,26510,295SH DFND110,29500
HMS HOLDINGS CORPCOM40425J10111,704664,624SH DFND1664,62400
HNI CORP COMCOM40425110013,928299,605SH DFND1298,8510754
HOLLY ENERGY PARTNERS LPCOM UT LTD PTN4357631072667,691SH DFND1 27,69100
HOLLYFRONTIER CORPCOM4361061081315,540SH DFND1 25,54000
HOLLYFRONTIER CORPCOM43610610827,0771,139,670SH DFND11,138,7110959
HOLLYSYS AUTOMATION TECHNOLOGISHSG4566710541323,801SH DFND123,80100
HOLLYSYS AUTOMATION TECHNOLOGISHSG45667105502,882SH DFND1 22,88200
HOLOGIC INC COMCOM43644010183,4822,416,274SH DFND12,410,17906,095
HOME BANCORP INCCOM43689E10769325,262SH DFND125,26200
HOME BANCSHARES INCCOM43689320017,395878,988SH DFND1878,98800
HOME DEPOT INC COMCOM4370761021,359,28110,663,062SH DFND110,616,333046,729
HOME DEPOT INC COMCOM4370761029027,071SH DFND1 27,07100
HOMESTREET INCCOM43785V1023,107155,999SH DFND1155,99900
HOMETRUST BANCSHARES INCCOM4378721042,509135,648SH DFND1135,64800
HONDA MOTOR LTD SPONS ADRAMERN SHS4381283082088,234SH DFND12,04806,186
HONEYWELL INTL INC COMCOM438516106763SH DFND1 26300
HONEYWELL INTL INC COMCOM438516106751,0586,467,657SH DFND16,440,838026,819
HOOKER FURNITURE CORPCOM43903810015722SH DFND1 272200
HOOKER FURNITURE CORPCOM4390381001,76181,974SH DFND181,97400
HOPFED BANCORP INCCOM43973410423620,418SH DFND120,41800
HORACE MANN EDUCATORS CORP COMCOM44032710411,770348,328SH DFND1348,32800
HORIZON BANCORP INDIANACOM4404071041,60663,908SH DFND163,90800
HORIZON GLOBAL CORP-W/ICOM44052W1041,299114,481SH DFND1114,48100
HORIZON PHARMA PLCSHSG4617B10516410,000SH DFND1 210,00000
HORIZON PHARMA PLCSHSG4617B10518,0301,094,758SH DFND11,094,75800
HORMEL FOODS CORP COMCOM44045210086,6582,371,626SH DFND12,362,07009,556
HORNBECK OFFSHORE SERVICES COMCOM4405431061,728207,269SH DFND1207,26900
HORTONWORKS INCCOM4408941032,863267,861SH DFND1267,86100
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10238,0741,322,030SH DFND11,320,72801,302
HOST MARRIOTT CORP NEW COMCOM44107P104513,162SH DFND1 23,16200
HOST MARRIOTT CORP NEW COMCOM44107P104120,4097,438,782SH DFND17,406,144032,638
HOUGHTON MIFFLIN HARCOURT COCOM44157R109171,091SH DFND1 21,09100
HOUGHTON MIFFLIN HARCOURT COCOM44157R10912,182779,399SH DFND1779,39900
HOULIHAN LOKEY INCCL A4415931002,07492,738SH DFND192,73800
HOUSTON AMERICAN ENERGY CORPCOM44183U10030135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K109112,099SH DFND1 22,09900
HOUSTON WIRE & CABLECOM44244K10949193,554SH DFND193,55400
HOVNANIAN ENTERPRISES INC CL ACL A4424872031,369815,167SH DFND1815,16700
HOWARD BANCORP INCCOM44249610524018,478SH DFND118,47800
HOWARD HUGHES CORPCOM44267D10726,341230,423SH DFND1230,360063
HRG GROUP INCCOM40434J10011,315824,123SH DFND1824,12300
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804062,83190,429SH DFND163,009027,420
HSN INCCOM40430310911,424233,494SH DFND1233,434060
HSN INCCOM40430310929601SH DFND1 260100
HTG MOLECULAR DIAGNOSTICS INCCOM40434H1045119,859SH DFND119,85900
HUB GROUP INC CL ACL A4433201069,810255,673SH DFND1255,67300
HUBBELL INC CL BCOM44351060735,465336,261SH DFND1336,0550206
HUBBELL INC CL BCOM44351060730286SH DFND1 228600
HUBSPOT INCCOM4435731003,84188,465SH DFND188,46500
HUBSPOT INCCOM44357310015367SH DFND1 236700
HUDSON GLOBAL INCCOM44378710618895,731SH DFND195,73100
HUDSON PACIFIC PROPERTIES INCCOM44409710919,803678,651SH DFND1678,65100
HUDSON TECHNOLOGIES INCCOM444144109454126,344SH DFND1126,34400
HUMANA INC COMCOM444859102205,8601,146,555SH DFND11,141,16205,393
HUMANA INC COMCOM4448591027194,000SH DFND1 24,00000
HUNT J B TRANS SVCS INC COMCOM44565810764,861802,743SH DFND1798,57204,171
HUNTINGTON BANCSHARES INC COMCOM44615010461,5006,890,701SH DFND16,866,630024,071
HUNTINGTON INGALLS INDUST-WICOM44641310667,373400,963SH DFND1400,6090354
HUNTSMAN CORPCOM4470111075432SH DFND1 243200
HUNTSMAN CORPCOM44701110717,0791,269,885SH DFND11,268,40801,477
HURCO COMPANIES INCCOM4473241041,69060,758SH DFND160,75800
HURON CONSULTING GROUP INCCOM4474621029,605158,983SH DFND1158,98300
HUTCHINSON TECHNOLOGY INC COMCOM448407106649191,448SH DFND1191,44800
HUTTIG BLDG PRODS INC COMCOM44845110411922,756SH DFND122,75600
HYATT HOTELS CORP - CL ACOM CL A4485791028,005162,906SH DFND1162,7630143
HYSTER-YALE MATERIALSCL A44917210510174SH DFND1 217400
HYSTER-YALE MATERIALSCL A4491721055,29989,085SH DFND189,08500
IAC INTERACTIVECORPCOM44919P50828,399504,428SH DFND1504,1750253
IAMGOLD CORPCOM4509131080120SH DFND100120
IAMGOLD CORPCOM4509131085613,675SH DFND1 213,67500
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041052119,905SH DFND119,90500
IART 1 5/8 12/15/16NOTE 1.625%12/1457985AK510,6187,000,000PRN DFND1 27,000,00000
IBERIABANK CORP COMCOM45082810816,261272,248SH DFND1272,24800
IBERIABANK CORP COMCOM45082810830505SH DFND1 250500
IBIO INCCOM451033104246342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20636069,140SH DFND169,14000
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012,93454,335SH DFND154,33500
ICF INTERNATIONAL INCCOM44925C1035,593136,750SH DFND1136,75000
ICICI BK LTDADR45104G10423833,177SH DFND1 233,17700
ICICI BK LTDADR45104G10456678,879SH DFND176,17702,702
ICON PLCSHSG4705A1001672,395SH DFND1 22,39500
ICON PLCSHSG4705A1001,56022,295SH DFND122,29500
ICONIX BRAND GROUP INCCOM451055107334,988SH DFND1 24,98800
ICONIX BRAND GROUP INCCOM4510551072,179322,469SH DFND1322,46900
ICU MED INC COMCOM44930G10713,778122,207SH DFND1122,20700
ID SYSTEMS INCCOM44948910325252,411SH DFND152,41100
IDACORP INC COMCOM45110710629,714365,264SH DFND1365,26400
IDEAL POWER INCCOM45162210410421,224SH DFND121,22400
IDENTIVE GROUP INCCOM NEW45170X2059654,157SH DFND154,15700
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,056690,206SH DFND1690,20600
IDEX CORP COMCOM45167R10439,082476,034SH DFND1476,03400
IDEXX LABS INC COMCOM45168D10454,830590,726SH DFND1589,70501,021
IDI INCCOM44938L1087415,807SH DFND115,80700
IDT CORP CL BCL B NEW4489475073,398239,506SH DFND1239,50600
IEC ELECTRS CORP NEW COMCOM44949L1057518,187SH DFND118,18700
IES HOLDINGS INCCOM44951W10686369,500SH DFND169,50000
IES HOLDINGS INCCOM44951W1061229,894SH DFND1 29,89400
IGNITE RESTAURANT GROUP INCCOM4517301056944,783SH DFND144,78300
IGNYTA INCCOM4517311031,162214,498SH DFND1214,49800
IHS INC-CLASS ACL A45173410747,671412,541SH DFND1412,2260315
II VI INC COMCOM9021041087,486399,088SH DFND1399,08800
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10834318,738SH DFND118,73800
ILLINOIS TOOL WKS INC COMCOM452308109276,5512,659,716SH DFND12,647,086012,630
ILLINOIS TOOL WKS INC COMCOM45230810916156SH DFND1 215600
ILLUMINA INC COMCOM452327109173,0351,234,723SH DFND11,226,83007,893
ILLUMINA INC COMCOM45232710914104SH DFND1 210400
IMATION CORP COMCOM45245A107201161,044SH DFND1161,04400
IMAX CORP COMCOM45245E1092,00668,070SH DFND168,07000
IMAX CORP COMCOM45245E109301,043SH DFND1 21,04300
IMMERSION CORP COMCOM4525211071,586216,174SH DFND1216,17400
IMMU 4 3/4 02/15/20NOTE 4.750% 2/1452907AK41,3892,000,000PRN DFND1 22,000,00000
IMMUNE DESIGN CORPCOM45252L10350561,924SH DFND161,2500674
IMMUNE PHARMACEUTICALS INCCOM45254C1013999,919SH DFND199,91900
IMMUNOGEN INC COMCOM45253H1011,913621,144SH DFND1621,14400
IMMUNOMEDICS INC COMCOM4529071081,424614,033SH DFND1614,03300
IMPAC MTG HLDGS INC COMCOM NEW45254P50879550,729SH DFND150,72900
IMPAX LABORATORIES INCCOM45256B1011,24243,112SH DFND1 243,11200
IMPAX LABORATORIES INCCOM45256B10115,554539,711SH DFND1539,71100
IMPERIAL OIL LTDCOMSTK24542415,005159,067SH DFND1157,30501,762
IMPERVA INCCOM45321L1007,769180,646SH DFND1180,64600
IMPRIMIS PHARMACEUTICALSCOM NEW45323A2016617,570SH DFND117,57000
IMPRIVATA INCCOM45323J1031,29392,428SH DFND192,42800
IMS HEALTH HOLDINGS INCCOM44970B10922,775898,578SH DFND1898,2550323
IMUNOCELLULAR THERAPEUTICSCOM452536105101439,847SH DFND1439,84700
INC RESEARCH HOLDINGS INC - ACL A45329R10913,984366,752SH DFND1366,75200
INC RESEARCH HOLDINGS INC - ACL A45329R10991023,867SH DFND1 223,86700
INCONTACT INCCOM45336E1095,887425,119SH DFND1425,11900
INCYTE INCCOM45337C10289,3721,117,938SH DFND11,110,60607,332
INDEPENDENCE CONTRACT DRILLING INC.COM4534153091,029189,537SH DFND1189,53700
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030769438,665SH DFND138,66500
INDEPENDENCE REALTY TRUST INCCOM45378A1061,855226,831SH DFND1226,83100
INDEPENDENT BANK CORP MASS COMCOM4538361088,966196,207SH DFND1196,20700
INDEPENDENT BANK CORP MICH COMCOM NEW4538386092,222153,166SH DFND1153,16600
INDEPENDENT BANK GROUP INCCOM45384B1063,59583,799SH DFND183,79900
INDEPENDENT BANK GROUP INCCOM45384B10617418SH DFND1 241800
INDUSTRIAL SVCS OF AMERICACOM4563141032615,157SH DFND115,15700
INFINERA CORP -REDHCOM45667G103433,866SH DFND1 23,86600
INFINERA CORP -REDHCOM45667G10311,4411,014,275SH DFND11,014,27500
INFINITY PHARMACEUTICALS INC COMCOM45665G303419315,401SH DFND1315,0750326
INFINITY PROPERTY & CASUALTYCOM45665Q1036,62582,143SH DFND182,14300
INFOBLOX INCCOM45672H1046,903367,988SH DFND1367,98800
INFORMATION SERVICES GROUPCOM45675Y104658175,536SH DFND1175,53600
INFOSONICS CORPCOM4567841073441,938SH DFND141,93800
INFOSYS TECHNOLOGIES-SP ADRSPONSORED ADR4567881085,195294,117SH DFND1291,39302,724
INFRAREIT INCCOM45685L1004,226240,964SH DFND1240,96400
INFUSYSTEM HOLDINGS INCCOM45685K10212146,642SH DFND146,64200
ING CLARION GLOBL RE INCM FDCOM12504G10018021,956PRN DFND1 221,95600
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710329428,475SH DFND125,06503,410
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101134,9342,122,623SH DFND12,115,26907,354
INGEVITY CORPCOM45688C1079,585281,597SH DFND1281,3540243
INGLES MKTS INC CL ACL A4570301045,908158,396SH DFND1158,39600
INGRAM MICRO INC CL ACL A45715310432,901945,985SH DFND1943,99401,991
INGREDION INCCOM45718710269,473537,060SH DFND1535,46701,593
INNERWORKINGS INC -REDHCOM45773Y1052,177263,335SH DFND1263,33500
INNODATA ISOGEN CORPCOM NEW45764220520383,008SH DFND183,00800
INNOPHOS HOLDINGS INC -REDHCOM45774N1086,543155,034SH DFND1154,8710163
INNOSPEC INCCOM45768S1058,947194,557SH DFND1194,55700
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10516859,694SH DFND159,69400
INNOVIVA INCCOM45781M101201,907SH DFND1 21,90700
INNOVIVA INCCOM45781M1016,159584,969SH DFND1583,52901,440
INOGEN INCCOM45780L104511,037SH DFND1 21,03700
INOGEN INCCOM45780L1047,217144,026SH DFND1144,02600
INOTEK PHARMACEUTICALS CORPCOM45780V102768103,301SH DFND1103,30100
INOVALON HOLDINGS INC - ACOM CL A45781D1017,827434,634SH DFND1434,63400
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,412477,534SH DFND1477,53400
INPHI CORPCOM45772F1077,816244,049SH DFND1244,04900
INSIGHT ENTERPRISES INC COMCOM45765U1037,404284,799SH DFND1284,79900
INSIGNIA SYS INC COMCOM45765Y1056228,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693074,441450,499SH DFND1450,49900
INSPERITY INCCOM45778Q1074005,191SH DFND1 25,19100
INSPERITY INCCOM45778Q10713,674177,063SH DFND1176,6790384
INSTALLED BUILDING PRODUCTSCOM45780R1014,367120,359SH DFND1120,35900
INSTALLED BUILDING PRODUCTSCOM45780R101501,379SH DFND1 21,37900
INSTEEL INDUSTRIES INC COMCOM45774W10841314,464SH DFND1 214,46400
INSTEEL INDUSTRIES INC COMCOM45774W1083,922137,187SH DFND1137,18700
INSTITUTIONAL FINANCIAL MARKETCOM45779L1071923,694SH DFND123,69400
INSTRUCTURE INCCOM45781U10384144,276SH DFND144,27600
INSULET CORP -REDHCOM45784P10112,353408,502SH DFND1408,50200
INSULET CORP -REDHCOM45784P10129989SH DFND1 298900
INSYS THERAPEUTICS INCCOM NEW45824V209221,710SH DFND1 21,71000
INSYS THERAPEUTICS INCCOM NEW45824V2092,332180,291SH DFND1179,9730318
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW45798520816,377205,287SH DFND1205,28700
INTEGRATED DEVICE TECHNOLOG COMCOM45811810619,618974,604SH DFND1974,60400
INTEL CORP COMCOM4581401001,461,46544,624,527SH DFND144,343,2050281,322
INTEL CORP COMCOM4581401002156,580SH DFND1 26,58000
INTELIQUENT INCCOM45825N1079,595482,435SH DFND1482,43500
INTELLIA THERAPEUTICS INCCOM45826J1051,43767,346SH DFND167,34600
INTELLI-CHECK INC COMCOM NEW45817G2011511,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM4581731012113,756SH DFND113,75600
INTELSAT SACOML5140P101643249,351SH DFND1249,35100
INTER PARFUMS INC COMCOM4583341093,807133,253SH DFND1133,25300
INTERACTIVE BROKERS GRPCOM45841N10713,545382,654SH DFND1380,63902,015
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1095,140125,397SH DFND1125,39700
INTERCEPT PHARMACEUTICALS INCCOM45845P10816,818117,877SH DFND1117,5980279
INTERCLOUD SYSTEMS INCCOM NEW45848820286124,153SH DFND1124,15300
INTERCONTINENTALEXCHANGE GROUPCOM45866F104235,768922,820SH DFND1919,18803,632
INTERDIGITAL INCCOM45867G10113,770247,322SH DFND1247,0610261
INTERFACE INC CL ACOM4586653045392SH DFND1 239200
INTERFACE INC CL ACOM4586653047,158469,386SH DFND1469,38600
INTERMOLECULAR INCCOM45882D10911477,331SH DFND177,33100
INTERNAP CORPCOM PAR $.00145885A300646313,658SH DFND1313,65800
INTERNATIONAL BANCSHARES CO COMCOM45904410312,034461,253SH DFND1461,25300
INTERNATIONAL BUSINESS MACHINES INCCOM4592001013222,123SH DFND1 22,12300
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,167,0317,701,697SH DFND17,672,832028,865
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610185,261677,446SH DFND1675,08502,361
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A1081638,726SH DFND1 28,72600
INTERNATIONAL GAME TECHNOLOGY PLCSHS USDG4863A1084,301229,558SH DFND1229,3990159
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352016,431192,275SH DFND1192,27500
INTERPACE DIAGNOSTICS GROUP INCCOM46062X105723,719SH DFND123,71900
INTERPUBLIC GROUP COS INC COMCOM46069010074,3673,225,120SH DFND13,213,887011,233
INTERSECT ENT INCCOM46071F1031,836142,052SH DFND1142,05200
INTERSECTIONS INCCOM46098130113965,254SH DFND165,25400
INTERSIL CORP CL ACL A46069S10912,608931,201SH DFND1928,22102,980
INTERVAL LEISURE GROUPCOM46113M10813,513849,906SH DFND1849,6740232
INTERXON CORPCOM46122T1027,752315,004SH DFND1314,7360268
INTEST CORP COMCOM46114710013736,180SH DFND136,18000
INTEVAC INC COMCOM461148108620109,185SH DFND1109,18500
INTL FCSTONE INCCOM46116V1056,219227,907SH DFND1227,90700
INTL PAPER CO COMCOM460146103141,1523,336,464SH DFND13,322,840013,624
INTRA-CELLULAR THERAPIES INCCOM46116X1018,571220,799SH DFND1220,79900
INTRALINKS HOLDINGS INCCOM46118H1041,803277,404SH DFND1277,40400
INTRALINKS HOLDINGS INCCOM46118H10415624,035SH DFND1 224,03500
INTRAWEST RESORTS HOLDINGS ICOM46090K1091,431110,267SH DFND1110,26700
INTREPID POTASH INCCOM46121Y102422293,680SH DFND1293,68000
INTUIT COMCOM461202103265,4802,382,272SH DFND12,366,756015,516
INTUITIVE SURGICAL INC COMCOM NEW46120E602217,821329,871SH DFND1327,60302,268
INUVO INC.COM NEW46122W204149106,848SH DFND1106,84800
INVACARE CORP COMCOM4612031012,378196,105SH DFND1196,10500
INVENSENSE INCOM46123D2053,209523,598SH DFND1523,59800
INVENSENSE INCOM46123D2057712,667SH DFND1 212,66700
INVENTURE GROUP INCCOM461212102990126,867SH DFND1126,86700
INVESCO MORTGAGE CAPITALCOM46131B10010,303752,658SH DFND1745,38707,271
INVESCO PLCSHSG491BT108883,459SH DFND1 23,45900
INVESCO PLCSHSG491BT10885,7423,363,167SH DFND13,351,425011,742
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1053,794226,940SH DFND1226,94000
INVESTORS BANCORP INCCOM46146L10128,6352,584,427SH DFND12,584,42700
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301035,651873,421SH DFND1873,42100
INVESTORS TITLE CO COMCOM4618041067487,859SH DFND17,85900
INVITAE CORPCOM46185L10368692,931SH DFND192,93100
INVIVO THERAPEUTICS HOLDINGS CORPCOM NEW46186M2091,164201,554SH DFND1201,55400
INVUITY INCCOM NEW46187J20522823,945SH DFND123,94500
ION GEOPHYSICAL CORP COMCOM NEW46204420726142,046SH DFND142,04600
IONIS PHARMACEUTICALS INCOM46222210016728SH DFND1 272800
IONIS PHARMACEUTICALS INCOM46222210018,459792,940SH DFND1791,53501,405
IPASS INCCOM46261V108574463,672SH DFND1463,67200
IPG PHOTONICS CORP -REDHCOM44980X10919,762247,031SH DFND1246,6420389
IRADIMED CORPCOM46266A10968031,268SH DFND131,26800
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C40912,29137,588PRN DFND1 237,58800
IRIDEX CORP COMCOM46268410152135,283SH DFND135,28300
IRIDIUM COMMUNICATIONS INCCOM46269C1025,150579,993SH DFND1579,99300
IROBOT CORPCOM4627261007,558215,451SH DFND1215,45100
IROBOT CORPCOM46272610055115,718SH DFND1 215,71800
IRON MTN INC PA COMCOM46284V10177,1471,940,426SH DFND11,934,22306,203
IRONWOOD PHARMACEUTICALSCOM CL A46333X10812,473954,033SH DFND1954,03300
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1036,650158,958PRN DFND1110,647048,311
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822411413,000PRN DFND113,00000
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B5982127,600PRN DFND17,60000
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876226045,175PRN DFND15,17500
ISHARES TR S&P 500 INDEXCORE S&P500 ETF4642872001,6097,644PRN DFND17,64400
ISLE OF CAPRI CASINOS INC COMCOM4645921047,673418,832SH DFND1418,83200
ISLE OF CAPRI CASINOS INC COMCOM464592104170SH DFND1 27000
ISORAY INCCOM46489V104234269,778SH DFND1269,77800
ISRAEL CHEMICALS LTDCOMSTK64555303,391878,834SH DFND1875,77303,061
ISRAMCO INCCOM NEW4651414064425,383SH DFND15,38300
ISSUER DIRECT CORPCOM NEW46520M20423235,897SH DFND135,89700
ISTAR FINANCIAL INCCOM45031U1014,730493,249SH DFND1493,24900
ITC HOLDINGS CORPCOM46568510544,432948,999SH DFND1948,99900
ITERIS INCCOM46564T10718163,460SH DFND163,46000
ITRON INC COMCOM46574110611,271261,528SH DFND1261,52800
ITT EDUCATIONAL SERVICES IN COMCOM45068B10916988,092SH DFND188,09200
ITT INCCOM45073V10818,771586,964SH DFND1586,96400
ITURAN LOCATION AND CONTROLSHSM6158M10425311,156SH DFND111,15600
ITUS CORPCOM NEW45069V20310734,351SH DFND134,35100
IXIA COMCOM45071R1094,784487,244SH DFND1487,24400
IXIA COMCOM45071R109757,722SH DFND1 27,72200
IXYS CORP COMCOM46600W1062,804273,651SH DFND1273,65100
J & J SNACK FOODS CORP COMCOM46603210913,256111,151SH DFND1111,15100
J ALEXANDER'S HOLDINGS - W/ICOM46609J10690691,241SH DFND191,24100
J2 GLOBAL INCCOM48123V10224394SH DFND1 239400
J2 GLOBAL INCCOM48123V10223,726375,605SH DFND1375,4050200
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020617225,241SH DFND125,24100
JABIL CIRCUIT INC COMCOM46631310322,1471,199,107SH DFND11,198,6840423
JACK IN THE BOX INC COMCOM46636710919,653228,744SH DFND1228,74400
JACOBS ENGR GROUP INC DEL COMCOM46981410749,9131,003,800SH DFND11,000,23403,566
JAGUAR ANIMAL HEALTH INCCOM47008L1065127,742SH DFND127,74200
JAKKS PAC INC COMCOM47012E106924116,837SH DFND1116,83700
JAMBA INCCOM NEW47023A3091,045101,643SH DFND1101,64300
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R1073,807112,103SH DFND1112,10300
JANUS CAPITAL GROUP INCCOM47102X10512,861923,981SH DFND1923,5810400
JAPAN EQUITY FD INCCOM00306J10914318,748PRN DFND1 218,74800
JAPAN SMALL CAP FUND INCCOM47109U10414514,920PRN DFND1 214,92000
JASON INDUSTRIES INCCOM47117210620657,144SH DFND157,14400
JAZZ PHARMACEUTICALS PLCSHS USDG5087110550,545357,872SH DFND1357,3060566
JAZZ PHARMACEUTICALS PLCSHS USDG5087110575535SH DFND1 253500
JD.COM INC - ADRSPON ADR CL A47215P10620,201954,482SH DFND1931,304023,178
JERNIGAN CAPITAL INCCOM47640510534925,051SH DFND125,05100
JETBLUE AIRWAYS CORPCOM47714310142,6652,576,398SH DFND12,576,1110287
JETBLUE AIRWAYS CORPCOM477143101201,249SH DFND1 21,24900
JINKOSOLAR HLDG CO ADRSPONSORED ADR47759T1001708,345SH DFND1 28,34500
JINKOSOLAR HLDG CO ADRSPONSORED ADR47759T100964,749SH DFND14,74900
JIVE SOFTWARE INCCOM47760A1081,308347,947SH DFND1347,94700
JOHN B. SANFILIPPO & SONCOM8004221072,88867,751SH DFND167,75100
JOHN B. SANFILIPPO & SONCOM8004221071774,164SH DFND1 24,16400
JOHN BEAN TECHNOLOGIES-SPNCOM47783910411,948195,168SH DFND1195,16800
JOHNSON & JOHNSON COMCOM4781601047686,332SH DFND1 26,33200
JOHNSON & JOHNSON COMCOM4781601042,955,56024,405,158SH DFND124,306,016099,142
JOHNSON CTLS INC COMCOM478366107226,3425,123,241SH DFND15,098,190025,051
JOHNSON OUTDOORS INC CL ACL A47916710895036,969SH DFND136,96900
JOHNSON OUTDOORS INC CL ACL A47916710831612,304SH DFND1 212,30400
JONES ENERGY INCCOM CL A48019R108832202,090SH DFND1202,09000
JONES LANG LASALLE INC COMCOM48020Q10730,476312,872SH DFND1312,5820290
JOY GLOBAL INC COMCOM48116510815,166717,430SH DFND1717,1360294
JP MORGAN CHASE & COCOM46625H1001,898,25730,600,459SH DFND130,466,4720133,987
JRJR33 INCCOM46645Q1063944,389SH DFND144,38900
JUMEI INTERNATIONAL-ADRSPONSORED ADR48138L1078520,588SH DFND1 220,58800
JUNIPER NETWORKS INC COMCOM48203R10478,7453,506,359SH DFND13,496,80609,553
JUNIPER PHARMACEUTICALS INC COM48203L10741058,521SH DFND158,52100
JUNO THERAPEUTICS INCCOM48205A10919,116497,300SH DFND1495,97001,330
JUST ENERGY GROUP INCCOMSTKB63MCN157695,049SH DFND1 295,04900
K12 INCCOM48273U102221,816SH DFND1 21,81600
K12 INCCOM48273U1024,197336,055SH DFND1335,7290326
K2M GROUP HOLDINGS INCCOM48273J1072,925188,489SH DFND1188,48900
KADANT INC COMCOM48282T1045,12399,468SH DFND199,46800
KAISER ALUMINUM CORPCOM PAR $0.0148300770411,717129,605SH DFND1129,60500
KAMADA LIMITEDSHSM6240T1094311,897SH DFND111,89700
KAMAN CORPCOM4835481037,919186,263SH DFND1186,26300
KANDI TECHNOLOGIES CORPCOM48370910112717,770SH DFND117,77000
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030278,690875,018SH DFND1871,39903,619
KAPSTONE PAPER AND PACKAGINGCOM48562P1037,654588,362SH DFND1588,36200
KAR AUCTION SERVICES INCCOM48238T10939,816953,912SH DFND1951,72102,191
KARYOPHARM THERAPEUTICS INCCOM48576U106962143,471SH DFND1143,47100
KATE SPADE & COCOM48586510916,067779,614SH DFND1779,4760138
KB HOME COMCOM48666K1098,242541,912SH DFND1541,91200
KBR INCCOM48242W10611,982904,993SH DFND1901,70403,289
KCG HOLDINGSCL A48244B1005,463410,772SH DFND1410,77200
KEARNY FINANCIAL CORP/MDCOM48716P1083,145250,032SH DFND1250,03200
KELLOGG CO COMCOM487836108170,4202,090,843SH DFND12,083,66607,177
KELLY SVCS INC CL ACL A4881522084,287226,007SH DFND1226,00700
KEMET CORP COMCOM NEW488360207668228,039SH DFND1228,03900
KEMPER CORPCOM4884011009,558308,550SH DFND1308,55000
KEMPHARM INCCOM48844510717042,856SH DFND142,85600
KENNAMETAL INC COMCOM48917010011,478519,135SH DFND1519,056079
KENNEDY-WILSON HOLDINGS INCCOM48939810711,525607,876SH DFND1607,87600
KERYX BIOPHARMACEUTICALS IN COMCOM4925151014,761719,245SH DFND1719,24500
KEY ENERGY SVCS INC COMCOM492914106149643,375SH DFND1643,37500
KEY TECHNOLOGY INC COMCOM49314310111612,659SH DFND112,65900
KEY TRONIC CORPCOM49314410926535,271SH DFND135,27100
KEYCORP NEW COMCOM49326710882,1287,444,477SH DFND17,412,910031,567
KEYCORP NEW COMCOM493267108302,727SH DFND1 22,72700
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L10331,7831,092,575SH DFND11,092,3900185
KEYW HOLDING CORP/THECOM4937231002,795281,196SH DFND1281,19600
KFORCE INC COMCOM4937321013,439203,619SH DFND1203,61900
KFORCE INC COMCOM4937321011438,518SH DFND1 28,51800
KILROY RLTY CORP COMCOM49427F10846,102695,460SH DFND1695,409051
KIMBALL ELECTRONICS INC-W/ICOM49428J1094,030323,769SH DFND1323,76900
KIMBALL INTL INC CL BCL B4942741034,497395,237SH DFND1395,23700
KIMBERLY CLARK CORP COMCOM494368103383,9222,797,739SH DFND12,784,138013,601
KIMCO REALTY CORP COMCOM49446R109124,7623,981,840SH DFND13,969,462012,378
KINDER MORGAN INCCOM49456B101286,97015,356,098SH DFND115,294,269061,829
KINDRED BIOSCIENCES INCCOM49457710922864,569SH DFND164,56900
KINDRED HEALTHCARE INC COMCOM4945801036,406567,416SH DFND1567,41600
KINGOLD JEWELRY INCCOM NEW49579A2045631,306SH DFND131,30600
KINROSS GOLD CORPCOMSTKB03Z8412,364485,734SH DFND1473,754011,980
KINROSS GOLD CORPCOMSTKB03Z84144089,699SH DFND1 289,69900
KIRBY CORP COMCOM49726610621,191339,657SH DFND1339,618039
KIRKLAND'S INCCOM4974981051,604109,290SH DFND1109,29000
KITE PHARMA INCCOM49803L10915,703314,073SH DFND1314,07300
KITE REALTY GROUP TRUSTCOM NEW49803T30019,197684,893SH DFND1684,89300
KLA-TENCOR CORP COMCOM48248010095,5331,306,444SH DFND11,301,07205,372
KLX INCCOM48253910312,295396,642SH DFND1396,64200
KMG CHEMICALS INCCOM4825641011,47356,691SH DFND156,69100
KNIGHT TRANSN INC COMCOM49906410310,921410,888SH DFND1410,88800
KNOLL INCCOM NEW4989042009,168377,598SH DFND1376,6180980
KNOWLES CORPCOM49926D1097,911578,328SH DFND1578,32800
KOHLS CORP COMCOM50025510457,0601,507,439SH DFND11,500,89106,548
KONA GRILL INCCOM50047H20170565,847SH DFND165,84700
KONGZHONG CORP-ADRSPONSORED ADR50047P1049218,260SH DFND118,26000
KOPIN CORP COMCOM500600101909409,679SH DFND1409,67900
KOPPERS HOLDINGS INCCOM50060P1064,182136,117SH DFND1136,11700
KORN FERRY INTL COM NEWCOM NEW500643200341,654SH DFND1 21,65400
KORN FERRY INTL COM NEWCOM NEW50064320010,108488,356SH DFND1488,35600
KORNIT DIGITAL LTDSHSM6372Q11313513,919SH DFND113,91900
KOSMOS ENERGY LTDSHSG5315B1075,243962,059SH DFND1962,05900
KRAFT HEINZ CO/THECOM500754106456,0745,163,123SH DFND15,110,359052,764
KRATON PERFORMANCE POLYMERSCOM50077C1065,508197,213SH DFND1197,21300
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,254306,001SH DFND1306,00100
KRISPY KREME DOUGHNUTS INC COMCOM5010141048,664413,399SH DFND1413,39900
KRISPY KREME DOUGHNUTS INC COMCOM50101410431415,000SH DFND1 215,00000
KROGER CO COMCOM501044101266,5567,258,955SH DFND17,225,525033,430
KROGER CO COMCOM501044101511,407SH DFND1 21,40700
KRONOS WORLDWIDE INCCOM50105F105814155,193SH DFND1152,59402,599
KULICKE & SOFFA INDS INC COMCOM5012421015,105419,527SH DFND1419,52700
KVH INDUSTRIES INCCOM48273810174196,251SH DFND196,25100
L BRANDS INCCOM501797104137,7512,055,597SH DFND12,046,66508,932
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410486592SH DFND1 259200
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410492,372630,808SH DFND1628,29602,512
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 25034596041,53996,199SH DFND196,19900
LA QUINTA HOLDINGS INCCOM50420D1086,181542,233SH DFND1542,23300
LA Z BOY INC COMCOM50533610713,728493,460SH DFND1493,46000
LA Z BOY INC COMCOM50533610714534SH DFND1 253400
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R409113,644873,847SH DFND1870,65903,188
LADDER CAPITAL CORP-CLASS ACL A5057431043,824313,487SH DFND1313,48700
LADENBURG THALMANN FINANCIALCOM50575Q1021,564662,746SH DFND1662,74600
LAKE SUNAPEE BANK GROUPCOM51086610667539,466SH DFND139,46600
LAKELAND BANCORP INC COMCOM5116371002,899254,815SH DFND1254,81500
LAKELAND FINL CORP COMCOM5116561006,102129,823SH DFND1129,82300
LAKELAND INDUSTRIES INCCOM51179510629133,605SH DFND133,60500
LAM RESEARCH CORP COMCOM512807108115,1111,371,677SH DFND11,361,135010,542
LAMAR ADVERTISING CO CL ACL A51281610949,920752,949SH DFND1751,31001,639
LANCASTER COLONY CORP COMCOM51384710345353SH DFND1 235300
LANCASTER COLONY CORP COMCOM51384710319,234150,726SH DFND1150,72600
LANDAUER INC COMCOM51476K1032,65864,594SH DFND164,59400
LANDEC CORPCOM5147661042,063191,804SH DFND1191,80400
LANDS END INCCOM51509F1052,022123,162SH DFND1123,0350127
LANDSTAR SYS INC COMCOM51509810119,310281,249SH DFND1281,24900
LANNET INC COMCOM5160121015,019210,997SH DFND1210,8570140
LANTHEUS HOLDINGS INCCOM51654410316444,738SH DFND144,73800
LAREDO PETROLEUM HOLDINGS INCOM51680610613312,726SH DFND1 212,72600
LAREDO PETROLEUM HOLDINGS INCOM5168061069,231880,913SH DFND1880,819094
LAS VEGAS SANDS CORPCOM51783410792,9652,138,949SH DFND12,134,02604,923
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210822,103937,376SH DFND1937,37600
LATTICE SEMICONDUCTOR CORP COMCOM5184151044,546849,813SH DFND1849,81300
LAUDER ESTEE COS INC CL ACL A518439104167,5421,843,893SH DFND11,834,66909,224
LAUDER ESTEE COS INC CL ACL A51843910429322SH DFND1 232200
LAWSON PRODS INC COMCOM52077610581741,159SH DFND141,15900
LAYN 8 05/01/19NOTE 8.000% 5/0521050AD68,2108,000,000PRN DFND1 28,000,00000
LAYNE CHRISTENSEN COMPANYCOM5210501041,039128,365SH DFND1128,36500
LAZARD LTDSHS AG5405010224,494822,510SH DFND1821,9140596
LAZARD LTDSHS AG54050102602,034SH DFND1 22,03400
LCNB CORPORATIONCOM50181P10072545,902SH DFND145,90200
LDR HOLDING CORPCOM50185U1056,564177,672SH DFND1177,67200
LEAR CORPCOM NEW52186520458,186572,018SH DFND1570,63301,385
LEE ENTERPRISES INC COMCOM523768109489256,513SH DFND1256,51300
LEGACY RESERVES LPUNIT LP INT5247073044829,900SH DFND129,90000
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y10616616SH DFND1 261600
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y1068,848328,800SH DFND1328,80000
LEGG MASON INC COMCOM52490110532010,854SH DFND1 210,85400
LEGG MASON INC COMCOM52490110527,742941,937SH DFND1935,02206,915
LEGGETT & PLATT INC COMCOM52466010760,0091,176,062SH DFND11,172,05004,012
LEIDOS HOLDINGS INCCOM52532710288618,526SH DFND1 218,52600
LEIDOS HOLDINGS INCCOM52532710221,103440,851SH DFND1439,9200931
LEMAITRE VASCULAR INCCOM52555820129620,811SH DFND1 220,81100
LEMAITRE VASCULAR INCCOM5255582011,31592,177SH DFND192,17700
LENDINGCLUB CORPCOM52603A1096,6091,537,153SH DFND11,535,75301,400
LENDINGTREE INCCOM52603B1074,48350,753SH DFND150,75300
LENNAR CORP CL BCL B52605730256015,049SH DFND114,7410308
LENNAR CORP COMCL A52605710469,1091,501,705SH DFND11,495,94705,758
LENNOX INTL INC COMCOM52610710734,051238,789SH DFND1238,3020487
LEUCADIA NATL CORP COMCOM52728810460,1763,477,208SH DFND13,468,87108,337
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308121,4852,363,568SH DFND12,355,00708,561
LEXICON GENETICS INC COMCOM NEW52887230227919,479SH DFND1 219,47900
LEXICON GENETICS INC COMCOM NEW5288723025,695396,878SH DFND1396,87800
LEXINGTON CORP PPTYS TR COMCOM52904310114,8421,468,145SH DFND11,468,14500
LEXMARK INTL NEW CL ACL A52977110715,427408,672SH DFND1406,35402,318
LGI HOMES INCCOM50187T1063,342104,634SH DFND1104,63400
LGIH 4 1/4 11/15/19NOTE 4.250%11/150187TAB214,2919,220,000PRN DFND1 29,220,00000
LHC GROUP LLCCOM50187A1074,384101,300SH DFND1101,30000
LIBBEY INC COMCOM5298981082,332146,801SH DFND1146,80100
LIBBEY INC COMCOM5298981085316SH DFND1 231600
LIBERTY ALL-STAR EQUITYSH BEN INT5301581041,318262,631PRN DFND1 2262,63100
LIBERTY BRAVES GROUP - ACOM A BRAVES GRP5312297061,08772,341SH DFND172,34100
LIBERTY BRAVES GROUP - CCOM C BRAVES GRP5312298883,851262,772SH DFND1262,76606
LIBERTY BROADBAND A - W/ICOM SER A5303071079,929167,163SH DFND1167,15904
LIBERTY BROADBAND C W/ICOM SER C53030730529,481491,359SH DFND1491,325034
LIBERTY GLOBAL PLC - ASHS CL AG5480U104391,361SH DFND1 21,36100
LIBERTY GLOBAL PLC - ASHS CL AG5480U10447,5991,638,835SH DFND11,631,56807,267
LIBERTY GLOBAL PLC-CSHS CL CG5480U120111,5283,894,649SH DFND13,871,462023,187
LIBERTY GLOBAL PLC-CSHS CL CG5480U1201635,694SH DFND1 25,69400
LIBERTY LILAC GROUP - CL C W/ILILAC SHS CL CG5480U15305SH DFND1 2500
LIBERTY LILAC GROUP - CL C W/ILILAC SHS CL CG5480U15321,954675,955SH DFND1675,895060
LIBERTY LILAC GRP-CL A W/ILILAC SHS CL AG5480U1388,797272,799SH DFND1272,79900
LIBERTY MEDIA CORP - ACOM A MEDIA GRP5312298703,281171,444SH DFND1171,44400
LIBERTY MEDIA CORP - CCOM C MEDIA GRP5312298546,192326,444SH DFND1326,44400
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10436214,305SH DFND1 214,30500
LIBERTY MEDIA-INTERACTIVE A COMQVC GP COM SER A53071M10481,3093,206,212SH DFND13,190,705015,507
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210445,8821,155,605SH DFND11,155,4650140
LIBERTY SIRIUS GROUP - CCOM C SIRIUSXM53122960739,1751,269,638SH DFND11,269,593045
LIBERTY SIRIUS XM GROUP - ACOM A SIRIUSXM53122940921,775694,583SH DFND1694,4650118
LIBERTY TAX INCCL A53128T10265749,365SH DFND149,36500
LIBERTY TRIPADVISOR HDG-A INCCOM SER A53146510210,394475,046SH DFND1474,7770269
LIBERTY VENTURES - SER ALBT VENT COM A53071M88034,348926,586SH DFND1922,34904,237
LIFELOCK INCCOM53224V100161,064SH DFND1 21,06400
LIFELOCK INCCOM53224V1008,849559,719SH DFND1559,71900
LIFEPOINT HOSPITALS INC COMCOM53219L10918,995290,577SH DFND1290,540037
LIFETIME BRANDS INCCOM53222Q1031,13878,020SH DFND178,02000
LIFEVANTAGE CORPCOM NEW53222K2051,34799,046SH DFND199,04600
LIFEVANTAGE CORPCOM NEW53222K20517512,883SH DFND1 212,88300
LIFEWAY FOODS INCCOM53191410932133,248SH DFND133,24800
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50417,395145,850SH DFND1145,85000
LIGHTBRIDGE CORPCOM53224K1043066,578SH DFND166,57800
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578053721,491SH DFND121,49100
LILLY ELI & CO COMCOM532457108657,0838,357,914SH DFND18,323,758034,156
LIMELIGHT NETWORKS INC -REDHCOM53261M104636426,887SH DFND1426,88700
LIMONEIRA COCOM5327461041,30774,186SH DFND174,18600
LINCOLN EDUCATIONAL SERVICESCOM533535100170113,403SH DFND1113,40300
LINCOLN ELEC HLDGS INC COMCOM53390010625,348429,048SH DFND1428,5170531
LINCOLN NATL CORP IND COMCOM53418710984,2332,176,066SH DFND12,163,959012,107
LINCOLN NATL CORP IND COMCOM5341871091463,767SH DFND1 23,76700
LINDBLAD EXPEDITIONS HOLDINGSCOM5352191091,433148,859SH DFND1148,85900
LINDSAY MFG CO COMCOM5355551065,07374,758SH DFND174,75800
LINEAR TECHNOLOGY CORP COMCOM535678106102,9202,215,333SH DFND12,200,524014,809
LINKEDIN CORP - ACOM CL A53578A108137,933729,178SH DFND1727,97101,207
LION BIOTECHNOLOGIES INCCOM53619R1022,619323,355SH DFND1323,35500
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521091,579399,852SH DFND1399,85200
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920312,037595,045SH DFND1594,992053
LIPOCINE INCCOM53630X104319105,136SH DFND1105,13600
LIQTECH INTERNATIONAL INCCOM53632A1025490,569SH DFND190,56900
LIQUIDITY SERVICES INC.COM53635B1071,326169,151SH DFND1169,15100
LITHIA MTRS INC CL ACL A53679710311,146156,833SH DFND1156,83300
LITTELFUSE INC COMCOM53700810418,506156,585SH DFND1156,58500
LIVANOVA PLCSHSG5509L10116,792334,322SH DFND1334,32200
LIVE NATION ENTERTAINMENT, INC.COM53803410921,251904,333SH DFND1904,2230110
LIVE OAK BANCSHARES INCCOM53803X10584659,982SH DFND159,98200
LIVE VENTURES INCCOM53814210012885,426SH DFND185,42600
LIVEPERSON INCCOM5381461016710,698SH DFND1 210,69800
LIVEPERSON INCCOM5381461012,237352,840SH DFND1352,84000
LKQ CORPCOM50188920885,5372,702,692SH DFND12,694,99907,693
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109672226,483SH DFND1106,6200119,863
LMI AEROSPACE INCCOM50207910643954,641SH DFND154,64100
LNKD 0 1/2 11/01/19NOTE 0.500%11/053578AAB49861,000,000PRN DFND1 21,000,00000
LOCKHEED MARTIN CORP COMCOM539830109513,9882,074,899SH DFND12,065,57209,327
LOEWS CORP COMCOM54042410890,3592,202,954SH DFND12,195,28007,674
LOGITECH INTERNATIONAL - REGSHSH504302321,08766,807SH DFND166,80700
LOGMEIN INCCOM54142L10911,318178,438SH DFND1178,43800
LORAL SPACE & COMMUNICATION COMCOM5438811063,35195,037SH DFND195,03700
LOUISIANA PAC CORP COMCOM54634710516,224935,132SH DFND1935,13200
LOWES COS INC COMCOM548661107605,0967,655,766SH DFND17,622,569033,197
LOXO ONCOLOGY INCCOM5488621012,25597,293SH DFND197,29300
LPL INVESTMENT HOLDINGS INCCOM50212V10011,847525,868SH DFND1525,855013
LRAD CORPCOM50213V109256143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601041,620134,107SH DFND1134,10700
LSI INDS INC COMCOM50216C1081,933174,680SH DFND1174,68000
LTC PPTYS INC COMCOM50217510216,839325,532SH DFND1325,53200
LUBYS INC COMCOM54928210140981,605SH DFND181,60500
LULULEMON ATHLETICA INCCOM55002110958,312789,843SH DFND1788,9270916
LUMBER LIQUIDATORS HOLDINGS INCOM55003T1072,632170,707SH DFND1170,70700
LUMENTUM HOLDINGS INCCOM55024U1098,360345,475SH DFND1343,47901,996
LUMINEX CORP DEL COMCOM55027E10221910,831SH DFND1 210,83100
LUMINEX CORP DEL COMCOM55027E1026,508321,710SH DFND1321,71000
LUMOS NETWORKS CORPCOM5502831051,928159,361SH DFND1159,36100
LUNA INNOVATIONS INCCOM5503511005041,071SH DFND141,07100
LUXFER HOLDINGS PLC-ADRSPONSORED ADR55067810625621,335SH DFND1 221,33500
LYDALL INC DEL COMCOM5508191064,370113,337SH DFND1113,33700
LYDALL INC DEL COMCOM55081910635933SH DFND1 293300
LYONDELLBASELL INDU-CL ASHS - A -N537451001291,741SH DFND1 21,74100
LYONDELLBASELL INDU-CL ASHS - A -N53745100244,2213,286,631SH DFND13,272,842013,789
M & T BK CORP COMCOM55261F104152,4611,291,761SH DFND11,286,53105,230
M D C HLDGS INC COMCOM5526761086,458265,343SH DFND1265,34300
M SMUCKER CO/THE-NEW COMCOM NEW832696405171,0661,124,106SH DFND11,120,08204,024
M/I HOMES INCCOM55305B1013,139166,718SH DFND1166,71800
MACATAWA BK CORP COMCOM5542251021,065143,633SH DFND1143,63300
MACERICH CO COMCOM554382101112,7871,322,688SH DFND11,319,49903,189
MACK CALI RLTY CORP COMCOM55448910418,514685,705SH DFND1685,70500
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1005,135155,701SH DFND1155,70100
MACQUARIE INFRASTRUCTURE COCOM55608B10533,586453,571SH DFND1453,546025
MACROGENICS INCCOM5560991095,991221,986SH DFND1221,98600
MACY'S INCCOM55616P10489,7402,674,478SH DFND12,662,019012,459
MACY'S INCCOM55616P10419572SH DFND1 257200
MADDEN STEVEN LTD COMCOM55626910813,988409,264SH DFND1409,26400
MADISON SQUARE GARDEN CO/THECL A55825T10321,870126,780SH DFND1126,6390141
MAGELLAN HEALTH INCCOM NEW55907920754831SH DFND1 283100
MAGELLAN HEALTH INCCOM NEW55907920716,127245,215SH DFND1245,21500
MAGELLAN PETROLEUM CORPCOM NEW5590916083026,001SH DFND126,00100
MAGIC SOFTWARE ENTERPRISESORD55916610316525,002SH DFND125,00200
MAGICJACK VOCALTEC LTDSHSM6787E10119731,442SH DFND1 231,44200
MAGICJACK VOCALTEC LTDSHSM6787E101477,625SH DFND17,62500
MAGNEGAS CORPCOM NEW55939L20285144,434SH DFND1144,43400
MAIDEN HOLDINGS LTDSHSG5753U1124,989407,604SH DFND1405,19702,407
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1024,083185,201SH DFND1185,20100
MAJESCOCOM56068V10230958,273SH DFND158,27300
MAJESCO ENTERTAINMENT COCOM PAR $.001560690307115165,697SH DFND1165,69700
MAKEMYTRIP LTDSHSV5633W10925817,388SH DFND117,38800
MALIBU BOATS INC CLASS ACOM CL A56117J1001,542127,667SH DFND1127,66700
MALLINCKRODT PLC SHSG5785G10754,096891,620SH DFND1888,95802,662
MALLINCKRODT PLC SHSG5785G107901,496SH DFND1 21,49600
MANHATTAN ASSOCS INC COMCOM56275010928441SH DFND1 244100
MANHATTAN ASSOCS INC COMCOM56275010932,674509,506SH DFND1509,50600
MANITEX INTERNATIONAL INCCOM56342010843162,202SH DFND162,20200
MANITOWOC FOODSERVICE INCCOM56356810415,259866,049SH DFND1866,04900
MANITOWOC INC COMCOM5635711084,744870,592SH DFND1870,59200
MANNING & NAPIER INCCL A56382Q1021,086114,383SH DFND1112,01402,369
MANNKIND CORP COMCOM56400P2012,5442,193,826SH DFND12,193,82600
MANPOWER INC COMCOM56418H10046730SH DFND1 273000
MANPOWER INC COMCOM56418H10031,109483,732SH DFND1483,4980234
MANTECH INTL CORP CL ACL A56456310423626SH DFND1 262600
MANTECH INTL CORP CL ACL A5645631046,850181,135SH DFND1181,13500
MANULIFE FINL CORPCOMSTK249251910,401766,447SH DFND1755,835010,612
MARATHON OIL CORP COMCOM565849106103,4246,902,477SH DFND16,866,072036,405
MARATHON PATENT GROUP INCCOM NEW56585W20312244,662SH DFND144,66200
MARATHON PETROLEUM CORP - W/ICOM56585A10227732SH DFND1 273200
MARATHON PETROLEUM CORP - W/ICOM56585A102171,0584,513,856SH DFND14,498,059015,797
MARCHEX INC-CLASS BCL B56624R108624196,446SH DFND1195,26101,185
MARCUS & MILLICHAP INCCOM5663241093,380133,029SH DFND1133,02900
MARCUS CORP COMCOM5663301062,819133,606SH DFND1133,60600
MARIN SOFTWARE INCCOM56804T10615365,390SH DFND165,39000
MARINE PRODS CORP COMCOM56842710839146,277SH DFND146,27700
MARINEMAX INC COMCOM5679081082,907171,334SH DFND1171,33400
MARINUS PHARMACEUTICALS INCCOM56854Q1017055,614SH DFND155,61400
MARKEL CORP COMCOM57053510485,44689,721SH DFND189,708013
MARKEL CORP COMCOM5705351043941SH DFND1 24100
MARKETAXESS HOLDINGS INCCOM57060D10858404SH DFND1 240400
MARKETAXESS HOLDINGS INCCOM57060D10836,590251,657SH DFND1251,65700
MARKETO INCCOM57063L107872,500SH DFND1 22,50000
MARKETO INCCOM57063L1079,368269,048SH DFND1269,04800
MARKIT LTDSHSG582491062,64981,266SH DFND181,26600
MARLIN BUSINESS SERVICES INCCOM571157106503,123SH DFND1 23,12300
MARLIN BUSINESS SERVICES INCCOM5711571061,838112,818SH DFND1112,81800
MARRIOTT INTL INC NEW CL ACL A57190320262934SH DFND1 293400
MARRIOTT INTL INC NEW CL ACL A571903202107,3121,617,448SH DFND11,602,759014,689
MARRIOTT VACATIONS WORLD W/ICOM57164Y10714,894217,473SH DFND1217,47300
MARRONE BIO INNOVATIONS INCCOM57165B1066174,484SH DFND174,48400
MARSH & MCLENNAN COS INC COMCOM571748102296,2684,335,090SH DFND14,317,287017,803
MARTEN TRANSPORT LTDCOM5730751083,539178,739SH DFND1178,73900
MARTIN MARIETTA MATLS INC COMCOM57328410696,311502,523SH DFND1500,39002,133
MARTIN MIDSTREAM PARTNERS LPUNIT L P INT57333110534114,775SH DFND114,77500
MARVELL TECHNOLOGY GROUP LT ORDORDG5876H10530,2243,172,737SH DFND13,170,76101,976
MASCO CORP COMCOM57459910681,4932,638,710SH DFND12,628,92909,781
MASIMO CORP -REDHCOM5747951003787,205SH DFND1 27,20500
MASIMO CORP -REDHCOM57479510021,947417,922SH DFND1417,92200
MASONITE INTERNATIONAL CORPCOM57538510912,686191,816SH DFND1191,81600
MASONITE INTERNATIONAL CORPCOM57538510910166SH DFND1 216600
MAST THERAPEUTICS INCCOM5763141084751,012,559SH DFND11,012,55900
MASTEC INC COMCOM5763231099,779438,146SH DFND1438,14600
MASTERCARD INCCL A57636Q10426302SH DFND1 230200
MASTERCARD INCCL A57636Q104758,1668,623,571SH DFND18,588,124035,447
MATADOR RESOURCES COCOM57648520511,044557,817SH DFND1557,81700
MATCH GROUP INCCOM57665R1