The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COM CL ACL A68243Q1061,869178,685SH DFND1177,26001,425
1ST SOURCE CORP COMCOM3369011033,472101,778SH DFND1101,77800
21VIANET GROUP INC - ADRSPONSORED ADR90138A10331215,246SH DFND115,24600
22ND CENTURY GROUP INCCOM90137F103136145,276SH DFND1145,27600
2U INCCOM90214J1012,76986,034SH DFND186,03400
3-D SYS CORP DEL COM NEWCOM NEW88554D20511,516589,984SH DFND1589,98400
3M COCOM88579Y10116106SH DFND1 210600
3M COCOM88579Y101778,6045,055,908SH DFND15,046,13809,770
51JOBS INC-ADRSP ADR REP COM3168271042878,656SH DFND18,65600
6D GLOBAL TECHNOLOGIESCOM83002F10023235,496SH DFND135,49600
8X8 INC NEW COMCOM2829141004,882544,893SH DFND1544,89300
8X8 INC NEW COMCOM28291410091,072SH DFND1 21,07200
A. H. BELO CORPCOM CL A001282102619110,575SH DFND1110,57500
A. H. BELO CORPCOM CL A0012821022523SH DFND1 252300
A10 NETWORKS INCCOM002121101655101,756SH DFND1101,75600
AAC HOLDINGS INCCOM0003071081,39732,092SH DFND132,09200
AAON INC COM PAR $0.004COM PAR $0.0040003602066,511289,138SH DFND1289,13800
AAR CORP COMCOM0003611057,133223,830SH DFND1223,83000
AARON'S INCCOM PAR $0.5000253530013,819381,647SH DFND1380,8180829
ABAXIS INCCOM0025671057,144138,774SH DFND1138,77400
ABB LTD-ADRSPONSORED ADR00037520423711,351SH DFND1866010,485
ABBOTT LABS COMCOM002824100595,83512,163,294SH DFND112,140,420022,874
ABBVIE INCCOM00287Y10928429SH DFND1 242900
ABBVIE INCCOM00287Y109908,78913,552,392SH DFND113,531,998020,394
ABERCROMBIE & FITCH CO CL ACL A0028962078,916414,528SH DFND1413,51801,010
ABERDEEN ASIA PACIFIC INCOMECOM003009107555111,935PRN DFND1 2111,93500
ABIOMED INC COMCOM00365410015,564236,802SH DFND1236,80200
ABM INDS INC COMCOM00095710010,950333,145SH DFND1333,14500
ABM INDS INC COMCOM00095710013421SH DFND1 242100
ABRAXAS PETE CORP COMCOM0038301061,770600,016SH DFND1600,01600
ACACIA RESEARCH - ACACIA TECACACIA TCH COM0038813072,703308,275SH DFND1308,27500
ACADIA HEALTHCARE CO INCCOM00404A10924,878317,610SH DFND1317,61000
ACADIA PHARMACEUTICALS INC COMCOM00422510821,748519,313SH DFND1518,9830330
ACADIA RLTY TR COM SH BEN INTCOM SH BEN INT00423910915,891545,900SH DFND1545,90000
ACASTI PHARMA INCCL A SHS00430K105518,131SH DFND118,13100
ACCELERON PHARMA INCCOM00434H1082,45577,600SH DFND177,60000
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C101476,0154,928,284SH DFND14,917,741010,543
ACCENTURE LTD BERMUDA CL ASHS CLASS AG1151C10115157SH DFND1 215700
ACCESS NATIONAL CORP COMCOM00433710173137,610SH DFND137,61000
ACCLERATE DIAGNOSTICS INCCOM00430H1024,114159,406SH DFND1159,2120194
ACCO BRANDS CORPCOM00081T1086,991899,801SH DFND1899,80100
ACCURAY INCCOM0043971053,159468,711SH DFND1468,71100
ACCURIDE CORPCOM NEW00439T2061,053273,527SH DFND1273,52700
ACE LTD ORDSHSH0023R10518180SH DFND1 218000
ACE LTD ORDSHSH0023R105256,8072,530,724SH DFND12,529,21401,510
ACELRX PHARMACEUTICALS INCCOM00444T100546128,938SH DFND1128,93800
ACETO CORP COMCOM0044461004,356176,864SH DFND1176,86400
ACHAOGEN INCCOM00444910421335,328SH DFND135,32800
ACHILLION PHARMACTCLSCOM00448Q201182,105SH DFND1 22,10500
ACHILLION PHARMACTCLSCOM00448Q2016,082686,527SH DFND1686,52700
ACI WORLDWIDE INCCOM00449810117,778723,599SH DFND1723,59900
ACNB CORPCOM00086810936717,657SH DFND117,65700
ACORDA THERAPEUTICS INCCOM00484M1069,718291,571SH DFND1291,57100
ACORN ENERGY INCCOM0048481073784,148SH DFND184,14800
ACTINIUM PHARMACEUTICALS INCCOM00507W107400151,287SH DFND1151,28700
ACTIVE POWER INC COMCOM NEW00504W30815074,955SH DFND174,95500
ACTIVISION BLIZZARD INCCOM00507V10988,9703,676,739SH DFND13,667,44009,299
ACTIVISION BLIZZARD INCCOM00507V109943,922SH DFND1 23,92200
ACTUA CORPCOM005094107533,717SH DFND1 23,71700
ACTUA CORPCOM0050941073,353235,199SH DFND1235,19900
ACTUANT CORP CL A NEWCL A NEW00508X2038,862383,820SH DFND1383,82000
ACUITY BRANDS INC COMCOM00508Y10242,278235,059SH DFND1234,8880171
ACURA PHARMACEUTICALS INCCOM NEW00509L703103104,810SH DFND1104,81000
ACXIOM CORP COMCOM005125109241,366SH DFND1 21,36600
ACXIOM CORP COMCOM0051251098,483482,542SH DFND1482,54200
ADAMAS PHARMACEUTICALS INCCOM00548A1061,28148,864SH DFND148,86400
ADAMAS PHARMACEUTICALS INCCOM00548A1066259SH DFND1 225900
ADAMIS PHARMACEUTICALS INC COMCOM NEW00547W20817441,564SH DFND141,56400
ADAMS EXPRESSCOM0062121041,705122,099PRN DFND1 2122,09900
ADAMS RESOURCES & ENERGY INCCOM NEW00635130865614,725SH DFND114,72500
ADCARE HEALTH SYSTEMSCOM NEW00650W30014040,556SH DFND140,55600
ADDUS HOMECARE CORPCOM0067391061,11840,141SH DFND140,14100
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433062711,928SH DFND111,92800
ADEPT TECHNOLOGY INC COMCOM NEW00685420244862,312SH DFND162,31200
ADEPTUS HEALTH INCCL A0068551003,84340,462SH DFND140,46200
ADOBE SYS INC COMCOM00724F101302,1493,737,266SH DFND13,731,76305,503
ADT CORP/THECOM00101J1062086,198SH DFND1 26,19800
ADT CORP/THECOM00101J10647,6741,422,777SH DFND11,421,61201,165
ADTRAN INC COMCOM00738A106362,219SH DFND1 22,21900
ADTRAN INC COMCOM00738A1065,466336,415SH DFND1336,41500
ADVANCED AUTO PARTS INC COMCOM00751Y10663,416398,379SH DFND1397,9470432
ADVANCED DRAINAGE SYSTEMS INCCOM00790R1044,559155,457SH DFND1155,45700
ADVANCED ENERGY INDS COMCOM0079731006,988254,217SH DFND1254,21700
ADVANCED MICRO DEVICES INC COMCOM0079031079,4883,953,515SH DFND13,953,51500
ADVAXIS INCCOM NEW0076242083,266160,681SH DFND1160,68100
ADVENT SOFTWARE INC COMCOM00797410812,910292,035SH DFND1291,9330102
ADVISORY BRD CO COMCOM00762W10714,918272,878SH DFND1272,87800
AECOM TECHNOLOGY CORP -REDHCOM00766T10028,141850,718SH DFND1850,5960122
AEGEAN MARINE PETROLEUM NETWSHSY0017S10293475,605SH DFND1 275,60500
AEGERION PHARMACEUTICALS INCCOM00767E1023,159166,546SH DFND1166,54600
AEGION CORPCOM00770F10412680SH DFND1 268000
AEGION CORPCOM00770F1044,598242,784SH DFND1242,78400
AEHR TEST SYSTEMS COMCOM00760J1082712,126SH DFND112,12600
AEMITIS INCCOM NEW00770K20222662,781SH DFND162,78100
AEP INDS INC COMCOM0010311031,46026,451SH DFND126,45100
AERCAP HOLDINGS NVSHSN009851064219,206SH DFND1 29,20600
AERI PHARMACEUTICALS INCCOM00771V1081,66294,196SH DFND194,19600
AEROHIVE NETWORKS INCCOM00778610646066,044SH DFND166,04400
AEROPOSTALE COMCOM007865108660407,443SH DFND1407,44300
AEROVIRONMENT INCCOM0080731083,320127,308SH DFND1127,30800
AES CORP COMCOM00130H10576,9995,817,446SH DFND15,814,16503,281
AES CORP COMCOM00130H105947,148SH DFND1 27,14800
AETERNA ZENTARIS INCCOM NEW007975303311,725SH DFND111,72500
AETNA INC NEW COMCOM00817Y108356,0262,798,663SH DFND12,794,26604,397
AFFILIATED MANAGERS GROUP COMCOM00825210891,308418,546SH DFND1417,31401,232
AFFIMED NVCOMN0104510831123,095SH DFND123,09500
AFFYMETRIX INC COMCOM00826T108948,633SH DFND1 28,63300
AFFYMETRIX INC COMCOM00826T1085,939543,943SH DFND1543,94300
AFLAC INC COMCOM001055102213,6833,442,214SH DFND13,433,63308,581
AG MORTGAGE INVESTMENT TRUSTCOM00122810528716,665SH DFND1 216,66500
AG MORTGAGE INVESTMENT TRUSTCOM0012281053,409197,336SH DFND1189,17108,165
AGCO CORP COMCOM00108410227,037476,520SH DFND1476,469051
AGENGOA YIELD PLCORD SHSG003491032,14368,445SH DFND168,44500
AGENUS INCCOM NEW00847G7053,814442,026SH DFND1442,02600
AGILE THERAPEUTICS INCCOM00847L10045352,794SH DFND152,79400
AGILENT TECHNOLOGIES INC COMCOM00846U101112,7732,928,290SH DFND12,923,97504,315
AGILENT TECHNOLOGIES INC COMCOM00846U10142410,992SH DFND1 210,99200
AGILYSYS INCCOM00847J1051,014110,559SH DFND1110,55900
AGIOS PHARMACEUTICALS INCCOM00847X1048,77078,910SH DFND178,898012
AGL RES INC COMCOM00120410647,7191,026,329SH DFND11,026,1840145
AGNICO EAGLE MINES LTDCOMSTK20098231,93869,084SH DFND169,08400
AGREE REALTY CORPCOM0084921003,448118,228SH DFND1118,22800
AGREE REALTY CORPCOM008492100732,529SH DFND1 22,52900
AGRIUM INCCOMSTK22135384,11739,368SH DFND139,36800
AGRIUM INC COMCOM0089161084834,562SH DFND14,4140148
AIR LEASE CORPCL A00912X30218,349541,271SH DFND1540,4720799
AIR METHODS CORP COM PAR $.06COM PAR $.0600912830710,651257,650SH DFND1257,65000
AIR PRODS & CHEMS INC COMCOM009158106198,5021,453,779SH DFND11,450,66903,110
AIR PRODS & CHEMS INC COMCOM009158106122898SH DFND1 289800
AIR TRANSPORT SERVICES GROUP INCCOM00922R1053,956377,130SH DFND1377,13000
AIRCASTLE LTDCOMG0129K1048,408370,917SH DFND1370,91700
AIRGAS INC COMCOM00936310256,080531,201SH DFND1531,0590142
AK STL HLDG CORP COMCOM0015471084,0141,037,420SH DFND11,037,42000
AKAMAI TECHNOLOGIES INC COMCOM00971T10118262SH DFND1 226200
AKAMAI TECHNOLOGIES INC COMCOM00971T10199,2441,424,192SH DFND11,421,83302,359
AKEBIA THERAPEUTICS INCCOM00972D1051,252121,759SH DFND1121,75900
AKER BIOSCIENCES INCCOM00973E1025212,000SH DFND112,00000
AKORN INC COMCOM00972810620,239463,568SH DFND1463,527041
ALAMO GROUP INC COMCOM0113111074,92290,084SH DFND190,08400
ALASKA AIR GROUP INC COMCOM01165910945,533706,719SH DFND1705,66101,058
ALASKA COMMUNICATIONS SYS G COMCOM01167P101817340,611SH DFND1340,61100
ALBANY INTL CORP CL ACL A0123481087,329184,164SH DFND1184,16400
ALBANY MOLECULAR RESH INC COMCOM0124231093,058151,246SH DFND1151,24600
ALBEMARLE CORP COMCOM01265310152941SH DFND1 294100
ALBEMARLE CORP COMCOM01265310135,375640,451SH DFND1640,0010450
ALCATEL SPONSORED ADRSPONSORED ADR0139043054111,543SH DFND11,85109,692
ALCATEL SPONSORED ADRSPONSORED ADR013904305434120,000SH DFND1 2120,00000
ALCOA INC COMCOM013817101107,4059,651,589SH DFND19,638,092013,497
ALCOA INC COMCOM01381710137133,344SH DFND1 233,34400
ALDER BIOPHARAMCEUTICALS INCCOM0143391056,509122,897SH DFND1122,89700
ALDEYRA THERAPEUTICS INCCOM01438T10617522,558SH DFND122,55800
ALERE INCCOM01449J10523,559446,619SH DFND1446,568051
ALEXANDER & BALDWIN INCCOM01449110410,945277,803SH DFND1277,80300
ALEXANDER & BALDWIN INCCOM014491104561,436SH DFND1 21,43600
ALEXANDERS INC COMCOM0147521097,88919,243SH DFND119,24300
ALEXANDRIA REAL ESTATE EQ I COMCOM01527110945,639521,836SH DFND1521,83600
ALEXION PHARMACEUTICALS INC COMCOM015351109315,0451,746,208SH DFND11,744,06702,141
ALEXION PHARMACEUTICALS INC COMCOM015351109951SH DFND1 25100
ALEXZA PHARMACEUTICALS, INCCOM NEW0153842099990,961SH DFND190,96100
ALICO INC COMCOM0162301041,03222,768SH DFND122,76800
ALIGN TECHNOLOGY INC COMCOM01625510127,117432,423SH DFND1431,6280795
ALIMERA SCIENCES INCCOM016259103709153,897SH DFND1153,89700
ALKERMES INC COMSHSG0176710556,337876,141SH DFND1875,5370604
ALLEGHANY CORP DEL COMCOM01717510045,00396,066SH DFND196,050016
ALLEGHENY TECHNOLOGIES INC COMCOM01741R10225,940860,255SH DFND1860,25500
ALLEGIANT TRAVEL COCOM01748X1021695SH DFND1 29500
ALLEGIANT TRAVEL COCOM01748X10215,34286,252SH DFND186,25200
ALLEGION PLCORD SHSG0176J10943,883730,827SH DFND1730,7260101
ALLETE INC COMCOM NEW01852230012,793275,780SH DFND1275,78000
ALLIANCE DATA SYSTEMS CORP COMCOM018581108138,614475,774SH DFND1475,0120762
ALLIANCE FIBER OPTIC PRODS COMCOM NEW0186803061,74193,892SH DFND193,89200
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10077819,885SH DFND119,88500
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10062615,992SH DFND1 215,99200
ALLIANCE IMAGING INC COM NEWCOM PAR $0.010186063013,050163,197SH DFND1162,7300467
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10868427,414SH DFND1 227,41400
ALLIANCE RES PARTNER L P UT LTD PARTUT LTD PART01877R10861024,474SH DFND124,47400
ALLIANCEBERNSTEIN GLOBAL HIGHCOM01879R10648940,755PRN DFND1 240,75500
ALLIANT ENERGY CORP COMCOM01880210835,618617,487SH DFND1616,8440643
ALLIED MOTION TECHNOLOGIESCOM01933010955324,660SH DFND1 224,66000
ALLIED MOTION TECHNOLOGIESCOM01933010994542,095SH DFND142,09500
ALLIED WORLD ASSNC HDGS-REDHSHSH0153110426,157605,227SH DFND1605,166061
ALLIQUA INCCOM NEW01962120037471,100SH DFND171,10000
ALLISON TRANSMISSION HOLDINGCOM01973R10141,3781,414,153SH DFND11,411,46202,691
ALLISON TRANSMISSION HOLDINGCOM01973R10117594SH DFND1 259400
ALLOT COMMUNICATIONS LTDSHSM0854Q1057310,261SH DFND110,26100
ALLOT COMMUNICATIONS LTDSHSM0854Q105425,914SH DFND1 25,91400
ALLSCRIPTS HEALTHCARE SOLUT COMCOM01988P10813,7411,004,489SH DFND11,004,3820107
ALLSTATE CORP COMCOM020002101211,9103,273,096SH DFND13,271,33901,757
ALLSTATE CORP COMCOM020002101721,112SH DFND1 21,11200
ALLY FINANCIAL INCCOM02005N10063,0442,812,265SH DFND12,803,48208,783
ALLY FINANCIAL INCCOM02005N10026711,910SH DFND1 211,91000
ALMOST FAMILY INCCOM020409108270SH DFND1 27000
ALMOST FAMILY INCCOM0204091082,07351,954SH DFND151,95400
ALNYLAM PHARMACEUTICALS INC COMCOM02043Q10752,033434,356SH DFND1434,0720284
ALON USA ENERGY INCCOM020520102241,318SH DFND1 21,31800
ALON USA ENERGY INCCOM0205201025,067268,132SH DFND1267,1880944
ALPHA & OMEGA SEMICONDUCTORSHSG6331P104930106,423SH DFND1106,42300
ALPHA NATURAL RESOURCES INCCOM02076X1023701,225,749SH DFND11,225,74900
ALPHATEC HOLDINGS INC -REDHCOM02081G102421305,580SH DFND1305,58000
ALR 3 05/15/2016NOTE 3.000% 5/101449JAA31,5501,250,000PRN DFND1 21,250,00000
ALTERA CORP COMCOM02144110051210,000SH DFND1 210,00000
ALTERA CORP COMCOM021441100125,8682,463,028SH DFND12,457,49205,536
ALTEVA COM02153V10211716,362SH DFND116,36200
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J10415508SH DFND1 250800
ALTISOURCE PORTFOLIO SOLUTIONSREG SHSL0175J1042,86292,957SH DFND192,95700
ALTISOURCE RESIDENTIAL CORP - WICL B02153W1005,780343,046SH DFND1343,04600
ALTRA HLDGS INCCOM02208R1064,490165,217SH DFND1165,21700
ALTRIA GROUP INCCOM02209S1031052,157SH DFND1 22,15700
ALTRIA GROUP INCCOM02209S103768,03115,733,582SH DFND115,713,819019,763
AMAG PHARMACEUTICALS INCCOM00163U1062884,174SH DFND1 24,17400
AMAG PHARMACEUTICALS INCCOM00163U10613,400194,035SH DFND1194,03500
AMAMARK HOLDINGS CORPCOM03852U10634,8151,124,954SH DFND11,124,3770577
AMARIN CORP PLC SPONSORED ADRSPONS ADR NEW02311120613555,105SH DFND155,10500
AMAZON COM INC COMCOM02313510669161SH DFND1 216100
AMAZON COM INC COMCOM0231351061,359,0603,136,802SH DFND13,132,32504,477
AMBAC FINL GROUP INC COMCOM NEW0231398844,888293,775SH DFND1293,77500
AMBARELLA INCSHSG037AX1013,70136,048SH DFND136,004044
AMBASSADORS GROUP INC COMCOM02317710818575,940SH DFND175,94000
AMBER ROAD INCCOM02318Y10835750,858SH DFND150,85800
AMBEV SA - ADRSPONSORED ADR02319V103768126,000SH DFND1126,00000
AMC ENTERTAINMENT HLDSCL A COM00165C1043,534115,192SH DFND1115,19200
AMC NETWORKS INC - A W/ICL A00164V10328,124343,612SH DFND1343,0580554
AMDOCS LTD ORDSHSG0260210363,0011,154,086SH DFND11,152,96601,120
AMEDICA CORPCOM0234351004681,258SH DFND181,25800
AMEDISYS INC COMCOM0234361088,384211,032SH DFND1211,03200
AMER FST TAX EX INVESTORS LPBEN UNIT CTF02364V10712923,423SH DFND123,42300
AMERCO COMCOM02358610016,37350,087SH DFND150,08700
AMEREN CORP COMCOM02360810272,9761,940,497SH DFND11,939,25701,240
AMERESCO INC - CL ACL A02361E108688,950SH DFND1 28,95000
AMERESCO INC - CL ACL A02361E108867113,429SH DFND1113,42900
AMERICAN AIRLINES GROUP INCCOM02376R102215,4505,403,900SH DFND15,401,42802,472
AMERICAN APPAREL INC -REDHCOM023850100280572,493SH DFND1572,49300
AMERICAN ASSETS TRUST INCCOM0240131048,989229,253SH DFND1229,25300
AMERICAN ASSETS TRUST INCCOM024013104832,136SH DFND1 22,13600
AMERICAN AXLE & MFG HLDGS I COMCOM0240611031657,925SH DFND1 27,92500
AMERICAN AXLE & MFG HLDGS I COMCOM02406110313,742657,229SH DFND1657,22900
AMERICAN CAMPUS COMMUNITIESCOM024835100451,197SH DFND1 21,19700
AMERICAN CAMPUS COMMUNITIESCOM02483510029,910793,596SH DFND1793,59600
AMERICAN CAPITAL AGENCY CORPCOM02503X10545,4232,474,004SH DFND12,462,115011,889
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATIONCOM02504A1048,635540,036SH DFND1535,66204,374
AMERICAN DG ENERGY INCCOM0253981083691,665SH DFND191,66500
AMERICAN EAGLE OUTFITTERS N COMCOM02553E106563,277SH DFND1 23,27700
AMERICAN EAGLE OUTFITTERS N COMCOM02553E10625,9191,505,209SH DFND11,504,4430766
AMERICAN ELEC PWR INC COMCOM025537101200,7133,796,818SH DFND13,793,82702,991
AMERICAN ELECTRIC TECHNOLOGIES COMCOM0255761095911,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620612,532464,524SH DFND1464,52400
AMERICAN EXPRESS CO COMCOM025816109546,9147,050,723SH DFND17,039,868010,855
AMERICAN EXPRESS CO COMCOM02581610963811SH DFND1 281100
AMERICAN FINL GROUP INC OHI COMCOM02593210430,510469,101SH DFND1462,30106,800
AMERICAN HOMES 4 RENTCL A02665T30617,1091,066,696SH DFND11,066,69600
AMERICAN INTL GROUP INC COMCOM NEW026874784663,55410,754,491SH DFND110,740,904013,587
AMERICAN NATL BANKSHARES IN COMCOM02774510894839,818SH DFND139,81800
AMERICAN NATL INS CO COMCOM0285911057,11469,535SH DFND169,53500
AMERICAN NATL INS CO COMCOM02859110526255SH DFND1 225500
AMERICAN PUBLIC EDUCATIONCOM02913V1032469,583SH DFND1 29,58300
AMERICAN PUBLIC EDUCATIONCOM02913V1032,761107,370SH DFND1107,37000
AMERICAN RAILCAR INDUSTRIESCOM02916P1033,00461,774SH DFND161,77400
AMERICAN REALTY CAPITAL PROPCOM02917T10444,6835,499,357SH DFND15,488,811010,546
AMERICAN RESIDENTIAL PROPERTIESCOM02927E3033,531190,867SH DFND1190,86700
AMERICAN SCIENCE & ENGR INC COMCOM0294291072,32453,052SH DFND152,6020450
AMERICAN SOFTWARE INC CL ACL A0296831091,156121,769SH DFND1121,76900
AMERICAN STS WTR CO COMCOM02989910112,998347,650SH DFND1347,65000
AMERICAN STS WTR CO COMCOM02989910115424SH DFND1 242400
AMERICAN SUPERCONDUCTOR COR COMSHS NEW03011120734065,045SH DFND165,04500
AMERICAN TOWER CORP CL ACOM03027X100297,2103,192,422SH DFND13,189,17503,247
AMERICAN VANGUARD CORP COMCOM0303711082,195159,082SH DFND1159,08200
AMERICAN WATER WORKS CO-REDHCOM030420103631,305SH DFND1 21,30500
AMERICAN WATER WORKS CO-REDHCOM03042010356,1621,155,567SH DFND11,154,8050762
AMERICAN WOODMARK CORP COMCOM0305061095,13993,696SH DFND193,69600
AMERICAN WOODMARK CORP COMCOM03050610956810,363SH DFND1 210,36300
AMERICAS CAR MART INC COMCOM03062T1052,62353,189SH DFND153,18900
AMERIPRISE FINANCIAL INCCOM03076C106173,9841,395,483SH DFND11,394,5890894
AMERIS BANCORP COMCOM03076K1084,472176,833SH DFND1176,83300
AMERISAFE INCCOM03071H1007,983169,645SH DFND1169,64500
AMERISERV FINL INC COMCOM03074A1024914,728SH DFND114,72800
AMERISOURCEBERGEN CORP COMCOM03073E1051231,163SH DFND1 21,16300
AMERISOURCEBERGEN CORP COMCOM03073E105185,0201,743,160SH DFND11,739,73103,429
AMES NATIONAL CORPCOM03100110085334,017SH DFND134,01700
AMETEK INC NEW COMCOM031100100102,3071,871,365SH DFND11,866,86804,497
AMGEN INC COMCOM0311621001,0076,565SH DFND1 26,56500
AMGEN INC COMCOM031162100956,9906,245,466SH DFND16,236,20409,262
AMICUS THERAPEUTICS INC-REDHCOM03152W1099,922701,256SH DFND1701,25600
AMKOR TECHNOLOGY INC COMCOM031652100213,670SH DFND1 23,67000
AMKOR TECHNOLOGY INC COMCOM0316521004,507753,799SH DFND1751,85301,946
AMN HEALTHCARE SERVICES INC COMCOM0017441019,271293,503SH DFND1293,50300
AMPCO-PITTSBURGH CORP COMCOM03203710360940,327SH DFND140,32700
AMPHASTAR PHARMACEUTICALS INCCOM03209R1031,61591,885SH DFND191,88500
AMPHENOL CORP NEW CL ACL A032095101137,5932,378,336SH DFND12,375,02403,312
AMPIO PHARMACEUTICALS INCCOM03209T109487205,605SH DFND1205,60500
AMSURG CORP COMCOM03232P40520,724296,273SH DFND1296,27300
AMTECH SYS INC COM PAR $0.01NCOM PAR $0.01N03233250464061,674SH DFND161,67400
AMTRUST FINANCIAL SVCS -REDHCOM03235930913,715209,365SH DFND1209,36500
AMYRIS INCCOM03236M101446228,990SH DFND1228,99000
ANACOR PHARMACEUTICALSCOM03242010122,890295,631SH DFND1295,3020329
ANACOR PHARMACEUTICALSCOM0324201012042,640SH DFND1 22,64000
ANADARKO PETE CORP COMCOM032511107317,0834,069,915SH DFND14,064,17505,740
ANADIGICS INC COMCOM032515108313428,889SH DFND1428,88900
ANALOG DEVICES INC COMCOM032654105467SH DFND1 26700
ANALOG DEVICES INC COMCOM032654105161,2332,516,894SH DFND12,514,83202,062
ANALOGIC CORP COM PAR $0.05COM PAR $0.050326572076,00076,053SH DFND176,05300
ANCHOR BANCORP WIS INC COMCOM03283P10640010,556SH DFND110,55600
ANDERSONS INC COMCOM034164103621,607SH DFND1 21,60700
ANDERSONS INC COMCOM0341641036,699171,772SH DFND1171,77200
ANGIE'S LIST INCCOM0347541011,644266,957SH DFND1266,95700
ANGIODYNAMICS INC COMCOM03475V1012,906177,253SH DFND1177,25300
ANHEUSER-BUSCH INBEV SPN ADRSPONSORED ADR03524A1083,19626,491SH DFND124,68501,806
ANI PHARMACEUTICALS INCCOM00182C1033,16451,003SH DFND151,00300
ANIKA THERAPEUTICS INC COMCOM0352551083,06892,910SH DFND192,7880122
ANIXTER INTL INC COMCOM03529010510,693164,142SH DFND1164,14200
ANN INCCOM03562310796520,000SH DFND1 220,00000
ANN INCCOM03562310713,299275,403SH DFND1275,40300
ANNALY MTG MGMT INC COMCOM035710409586,402SH DFND1 26,40200
ANNALY MTG MGMT INC COMCOM03571040955,7386,068,549SH DFND16,038,078030,471
ANSYS INC COMCOM03662Q10550,383552,537SH DFND1552,3870150
ANTARES PHARMA INCCOM0366421061,760846,340SH DFND1846,34000
ANTERO RESOURCES CORPCOM03674X10612,354360,065SH DFND1360,036029
ANTHEM INCCOM0367521033822,331SH DFND1 22,33100
ANTHEM INCCOM036752103353,1512,155,650SH DFND12,152,50003,150
ANTHERA PHARMACEUTICALS INCCOM NEW03674U2011,960227,380SH DFND1227,38000
ANW 4 11/01/2018NOTE 4.000%11/0Y0020QAA98,7458,000,000PRN DFND1 28,000,00000
ANWORTH MORTGAGE ASSET CP COMCOM0373471014,450902,796SH DFND1895,93306,863
AON PLCSHS CL AG0408V102214,3722,154,988SH DFND12,153,53901,449
APACHE CORP COMCOM037411105166,8732,901,445SH DFND12,898,53702,908
APARTMENT INVT & MGMT CO CL ACL A03748R10154,8361,486,743SH DFND11,484,59102,152
API TECHNOLOGIES CORPCOM NEW00187E203423168,640SH DFND1168,64000
APOGEE ENTERPRISES INC COMCOM0375981094187,959SH DFND1 27,95900
APOGEE ENTERPRISES INC COMCOM0375981099,594182,268SH DFND1182,26800
APOLLO COMMERCIAL REAL ESTATCOM03762U1057,072430,482SH DFND1423,12107,361
APOLLO GROUP INC CL ACL A037604105433,351SH DFND1 23,35100
APOLLO GROUP INC CL ACL A0376041057,922615,070SH DFND1614,8100260
APOLLO RESIDENTIAL MORTGAGECOM03763V1024,440302,253SH DFND1298,01704,236
APOLLO RESIDENTIAL MORTGAGECOM03763V102785,313SH DFND1 25,31300
APPLE COMPUTER INC COMCOM0378331009227,355SH DFND1 27,35500
APPLE COMPUTER INC COMCOM0378331005,898,82147,120,374SH DFND147,052,861067,513
APPLIED DNA SCIENCES INCCOM NEW03815U20113543,717SH DFND143,71700
APPLIED GENETIC TECHNOLOGIESCOM03820J10072347,149SH DFND147,14900
APPLIED INDL TECHNOLOGIES I COMCOM03820C1059,534240,478SH DFND1240,47800
APPLIED MATLS INC COMCOM038222105201,40410,497,964SH DFND110,485,941012,023
APPLIED MICRO CIRCUITS CORP COMCOM NEW03822W4063,394502,880SH DFND1502,88000
APPLIED OPTOELECTRONICS INCCOM03823U10291452,663SH DFND152,66300
APPROACH RESOURCES INCCOM03834A1031,532223,775SH DFND1223,77500
APRICUS BIOSCIENCES INCCOM03832V109449262,632SH DFND1262,63200
APTARGROUP INC COMCOM0383361031041,631SH DFND1 21,63100
APTARGROUP INC COMCOM03833610322,779357,221SH DFND1355,03002,191
AQUA AMERICA INCCOM03836W10325,8111,053,947SH DFND11,053,94700
AQUA AMERICA INCCOM03836W10317725SH DFND1 272500
AQUINOX PHARMACEUTICALS INCCOM03842B10111116,116SH DFND116,11600
ARATANA THERAPEUTICS INCCOM03874P1012,656175,717SH DFND1175,71700
ARAY 3 1/2 02/01/2018NOTE 3.500% 2/0004397AD712,0829,000,000PRN DFND1 29,000,00000
ARBOR REALTY TRUST INCCOM0389231081,464216,629SH DFND1216,62900
ARBOR REALTY TRUST INCCOM0389231087310,935SH DFND1 210,93500
ARC DOCUMENT SOLUTIONS INCCOM00191G1032,205289,828SH DFND1289,82800
ARC DOCUMENT SOLUTIONS INCCOM00191G103222,965SH DFND1 22,96500
ARC GROUP WORLDWIDE INCCOM00213H10517132,362SH DFND132,36200
ARCA BIOPHARMA INCCOM NEW00211Y2092925,653SH DFND125,65300
ARCBEST CORPCOM03937C105531,688SH DFND1 21,68800
ARCBEST CORPCOM03937C1058,516267,819SH DFND1267,81900
ARCH CAPITAL GROUP LTDORDG0450A10557,317856,447SH DFND1856,2260221
ARCH COAL INC COMCOM0393801003481,024,132SH DFND11,024,13200
ARCHER DANIELS MIDLAND CO COMCOM039483102250,1955,198,328SH DFND15,189,76208,566
ARCHER DANIELS MIDLAND CO COMCOM03948310255611,541SH DFND1 211,54100
ARCTIC CAT INC COMCOM0396701042,73382,303SH DFND182,30300
ARDELYX INCCOM03969710768042,636SH DFND142,63600
ARDMORE SHIPPING CORPCOMY0207T1001,231101,723SH DFND1101,72300
ARENA PHARMACEUTICALS INC COMCOM0400471027,0381,516,926SH DFND11,516,92600
ARES COMMERCIAL REAL ESTATECOM04013V1082,381209,104SH DFND1209,10400
ARGAN INCCOM04010E1097,511186,252SH DFND1186,25200
ARGAN INCCOM04010E10986821,534SH DFND1 221,53400
ARGO GROUP INTERNATIONALCOMG0464B1079,890177,562SH DFND1177,56200
ARGOS THERAPEUTICS INCCOM04022110330845,048SH DFND145,04800
ARI 5 1/2 03/15/19NOTE 5.500% 3/103762UAA310,91711,000,000PRN DFND1 211,000,00000
ARI NETWORK SVCS INC COM NEWCOM NEW00193020510734,382SH DFND134,38200
ARIAD PHARMACEUTICALS INC COMCOM04033A100172,130SH DFND1 22,13000
ARIAD PHARMACEUTICALS INC COMCOM04033A1009,8001,185,112SH DFND11,185,11200
ARISTA NETWORKS INCCOM0404131063,20739,240SH DFND138,7700470
ARK RESTAURANTS CORP COMCOM0407121012118,457SH DFND18,45700
ARLINGTON ASSET INVESTMENT CORCL A NEW0413562051809,246SH DFND1 29,24600
ARLINGTON ASSET INVESTMENT CORCL A NEW0413562052,579131,884SH DFND1127,03104,853
ARM HLDGS PLC SPONSORED ADRSPONSORED ADR0420681062,57252,207SH DFND148,32503,882
ARMADA HOFFLER PROPERTIES INCCOM04208T1081,447144,897SH DFND1144,89700
ARMADA HOFFLER PROPERTIES INCCOM04208T108444,483SH DFND1 24,48300
ARMOUR RESIDENTIAL REIT INCCOM0423151016,0072,137,740SH DFND12,118,647019,093
ARMSTRONG WORLD INDUSTRIECOM04247X10213,017244,318SH DFND1244,31800
AROTECH CORPCOM NEW04268220317773,606SH DFND173,60600
ARQULE INC COMCOM04269E107469293,509SH DFND1293,50900
ARRAY BIOPHARMA INC COMCOM04269X1055,840810,079SH DFND1810,07900
ARRIS GROUP INC COMCOM04270V10624,444798,824SH DFND1798,0650759
ARROW ELECTRS INC COMCOM04273510030,711550,752SH DFND1550,721031
ARROW FINL CORP COMCOM0427441022,04475,623SH DFND175,62300
ARROWHEAD RESEARCH CORPCOM NEW0427972092,599363,572SH DFND1363,57200
ARTESIAN RESOURCES CORP-CL ACL A04311320891243,244SH DFND143,24400
ARTISAN PARTNERS ASSET MGMTCL A04316A1088,687186,996SH DFND1185,70201,294
ARTISAN PARTNERS ASSET MGMTCL A04316A108561,206SH DFND1 21,20600
ASBURY AUTOMOTIVE GROUP INC COMCOM04343610415,435170,329SH DFND1170,32900
ASCENA RETAIL GROUP INCCOM04351G10113,776827,168SH DFND1827,0070161
ASCENT MEDIA CORP-A-W/ICOM SER A0436321083,31177,469SH DFND177,46900
ASCENT SOLAR TECH INC -REDHCOM NEW0436353094786,137SH DFND186,13700
ASCMA 4 07/15/20NOTE 4.000% 7/1043632AA63,4734,500,000PRN DFND1 24,500,00000
ASHFORD HOSPITALITY PRIME INCCOM0441021012,757183,608SH DFND1183,60800
ASHFORD HOSPITALITY TRUSTCOM SHS0441031096,732795,781SH DFND1795,78100
ASHFORD HOSPITALITY TRUSTCOM SHS04410310959470,317SH DFND1 270,31700
ASHFORD INCCOM0441041075786,628SH DFND16,62800
ASHLAND INC COMCOM04420910442,517349,028SH DFND1348,966062
ASML HLDG NV N Y SHSN Y REGISTRY SHSN070592102,84427,321SH DFND126,02401,297
ASPEN AEROGELS INCCOM04523Y10519830,047SH DFND130,04700
ASPEN INSURANCE HOLDINGS LTDSHSG0538410526,110545,108SH DFND1545,071037
ASPEN TECHNOLOGY INC COMCOM04532710331,519691,969SH DFND1691,96900
ASPEN TECHNOLOGY INC COMCOM045327103265SH DFND1 26500
ASSEMBLY BIOSCIENCES INCCOM0453961081,59182,617SH DFND182,61700
ASSOCIATED BANC CORP COMCOM04548710517,836879,969SH DFND1879,879090
ASSOCIATED ESTATES RLTY COR COMCOM04560410512,107422,891SH DFND1422,89100
ASSOCIATED ESTATES RLTY COR COMCOM04560410585830,000SH DFND1 230,00000
ASSURANT INCCOM04621X10836,331543,308SH DFND1543,1310177
ASSURED GUARANTY LTDCOMG0585R10628,6341,193,592SH DFND11,191,48302,109
ASSURED GUARANTY LTDCOMG0585R106833,500SH DFND1 23,50000
ASTA FUNDING INCCOM04622010931037,032SH DFND137,03200
ASTEC INDS INC COMCOM0462241014,915117,537SH DFND1117,53700
ASTORIA FINL CORP COMCOM0462651047,154518,830SH DFND1518,83000
ASTRAZENECA PLC SPONSORED ADRSPONSORED ADR0463531081,68926,515SH DFND119,90206,613
ASTRONICS CORP COMCOM04643310812,390174,785SH DFND1174,78500
ASTROTECH CORPCOM04648410114051,802SH DFND151,80200
AT&T INCCOM00206R1021,502,35842,376,810SH DFND142,307,718069,092
ATARA BIOTHERAPEUTICS INCCOM0465131073,39964,431SH DFND164,43100
ATHENAHEALTH INCCOM04685W10325,461222,215SH DFND1222,177038
ATHERSYS INCCOM04744L106525433,971SH DFND1433,97100
ATLANTIC POWER CORPCOM NEW04878Q863377122,301SH DFND1122,30100
ATLANTIC POWER CORPCOM NEW04878Q86311336,650SH DFND1 236,65000
ATLANTIC TELE NETWORK INC COM NEWCOM NEW0490792055,07073,396SH DFND173,39600
ATLANTICUS HOLDINGS CORPCOM04914Y10225973,622SH DFND173,62200
ATLAS AIR WORLDWIDE HLDG INCCOM NEW04916420513,389243,617SH DFND1243,61700
ATLAS AIR WORLDWIDE HLDG INCCOM NEW04916420571613,039SH DFND1 213,03900
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711528314,292SH DFND114,29200
ATMEL CORP COMCOM04951310423,7222,407,142SH DFND12,402,36804,774
ATMEL CORP COMCOM0495131049810,000SH DFND1 210,00000
ATMOS ENERGY CORP COMCOM04956010530,144587,847SH DFND1586,29401,553
ATOSSA GENETICS INCCOM04962H1009786,072SH DFND186,07200
ATRICURE INCCOM04963C2094,148168,359SH DFND1168,35900
ATRION CORP COMCOM0499041054,30410,971SH DFND110,97100
ATWOOD OCEANICS INC COMCOM05009510854920,779SH DFND1 220,77900
ATWOOD OCEANICS INC COMCOM05009510823,686895,845SH DFND1895,84500
AU OPTRONICS CORPSPONSORED ADR002255107173,819SH DFND1003,819
AU OPTRONICS CORPSPONSORED ADR0022551071,754393,471SH DFND1 2393,47100
AUDIENCE INCCOM05070J10232666,862SH DFND166,86200
AUDIOCODES LTDORDM153421045818,192SH DFND118,19200
AUDIOCODES LTDORDM153421047222,320SH DFND1 222,32000
AUTHENTIDATE HLDG CORP COMCOM NEW052666203950,905SH DFND150,90500
AUTOBYTEL INC COMCOM NEW05275N20572245,182SH DFND145,18200
AUTOBYTEL INC COMCOM NEW05275N20524615,441SH DFND1 215,44100
AUTODESK INC COMCOM05276910643875SH DFND1 287500
AUTODESK INC COMCOM05276910691,5291,831,379SH DFND11,828,49202,887
AUTOHOME INC-ADRSP ADR RP CL A05278C1072424,790SH DFND1 24,79000
AUTOLIV INC COMCOM05280010952,845452,952SH DFND1452,875077
AUTOMATIC DATA PROCESSING I COMCOM05301510317215SH DFND1 221500
AUTOMATIC DATA PROCESSING I COMCOM053015103303,3023,787,753SH DFND13,784,23503,518
AUTONATION INC COMCOM05329W10240,849649,739SH DFND1649,4730266
AUTOZONE INC COMCOM053332102169,949255,329SH DFND1254,4050924
AV HOMES INCCOM00234P1021,01370,541SH DFND170,54100
AVAGO TECHNOLOGIES LTDSHSY0486S104264,7141,995,377SH DFND11,991,51803,859
AVALANCHE BIOTECHNOLOGIES INCCOM05337G1071,11468,609SH DFND168,60900
AVALONBAY CMNTYS INC COMCOM053484101204,2881,279,895SH DFND11,278,78401,111
AVEO PHARMACEUTICALS INCCOM053588109666382,852SH DFND1382,85200
AVERY DENNISON CORP COMCOM05361110946,601766,152SH DFND1765,8020350
AVG TECHNOLOGIESSHSN078311055,280194,080SH DFND1194,08000
AVG TECHNOLOGIESSHSN07831105371,386SH DFND1 21,38600
AVIAT NETWORKS INCCOM05366Y102367291,886SH DFND1291,88600
AVID TECHNOLOGY INC COMCOM05367P1003,054228,983SH DFND1228,98300
AVID TECHNOLOGY INC COMCOM05367P10018513,938SH DFND1 213,93800
AVINGER INCCOM05373410920515,894SH DFND115,89400
AVIS BUDGET GROUP INCCOM05377410526,882609,860SH DFND1609,6730187
AVIS BUDGET GROUP INCCOM05377410512275SH DFND1 227500
AVISTA CORP COMCOM05379B10710,719349,731SH DFND1349,73100
AVIVA PLC - SPON ADRADR05382A10463540,844SH DFND123,154017,690
AVNET INC COMCOM05380710355413,489SH DFND1 213,48900
AVNET INC COMCOM05380710333,782822,270SH DFND1822,1390131
AVON PRODS INC COMCOM05430310215,5492,483,878SH DFND12,482,34301,535
AVX CORP NEW COMCOM0024441074,177310,359SH DFND1309,8100549
AWARE INC MASS COMCOM05453N10011929,721SH DFND129,72100
AXALTA COATING SYSTEMS LTDCOMG0750C108772,356SH DFND1 22,35600
AXALTA COATING SYSTEMS LTDCOMG0750C10816,710505,573SH DFND1505,4570116
AXCELIS TECHNOLOGIES INC COMCOM0545401092,106711,549SH DFND1711,54900
AXIALL CORPCOM05463D10015,025416,797SH DFND1416,79700
AXIS CAPITAL HOLDINGS LTDSHSG0692U10932,921617,226SH DFND1616,6280598
AXOGEN CORPCOM05463X10628289,937SH DFND189,93700
AXT INC COMCOM00246W103409162,495SH DFND1162,49500
AZZ INC COMCOM0024741047,948153,437SH DFND1153,43700
AZZ INC COMCOM0024741042043,941SH DFND1 23,94100
B H P BILLITON PLC-ADRSPONSORED ADR05545E20996424,384SH DFND115,99808,386
B H P BILLITON PLC-ADRSPONSORED ADR05545E209922,329SH DFND1 22,32900
B&G FOODS INCCOM05508R1069,798343,430SH DFND1343,0830347
BADGER METER INCCOM0565251086,893108,576SH DFND1108,57600
BAIDU.COM ADRSPON ADR REP A05675210817,97890,306SH DFND190,0060300
BAKER HUGHES INC COMCOM057224107207,6163,371,680SH DFND13,367,74703,933
BAKER HUGHES INC COMCOM0572241071,23420,000SH DFND1 220,00000
BALCHEM CORP COMCOM05766520010,805193,921SH DFND1193,92100
BALDWIN & LYONS INC CL BCL B0577552091,21352,695SH DFND152,69500
BALL CORP COMCOM05849810673,6751,052,352SH DFND11,052,0980254
BALLANTYNE OMAHA INC COMCOM05851610530865,729SH DFND165,72900
BALLARD PWR SYS INC COMCOM0585861088039,155SH DFND139,15500
BALTIC TRADING LTDCOMY0553W103301188,228SH DFND1188,22800
BALTIC TRADING LTDCOMY0553W1038050,000SH DFND1 250,00000
BANC OF CALIFORNIA INCCOM05990K1062,850207,338SH DFND1207,33800
BANC OF CALIFORNIA INCCOM05990K106634,599SH DFND1 24,59900
BANCFIRST CORP COMCOM05945F1033,69556,460SH DFND156,46000
BANCO BILBAO VIZCAYA-SP ADRSPONSORED ADR05946K1011,040105,380SH DFND170,439034,941
BANCO MACRO SASPON ADR B05961W1054359,560SH DFND1 29,56000
BANCO SANTANDER CENT HISPAN ADRADR05964H1051,042148,785SH DFND1127,762021,023
BANCO SANTANDER CENT HISPAN ADRADR05964H105507,255SH DFND1 27,25500
BANCORPSOUTH INC COMCOM05969210313,106508,794SH DFND1508,79400
BANCROFT FUND LTDCOM05969510650123,676SH DFND1 223,67600
BANK MUTUAL CORPCOM0637501032,149280,302SH DFND1280,30200
BANK NEW YORK INC COMCOM064058100373,3868,913,921SH DFND18,903,817010,104
BANK OF AMERICA CORPORATION COMCOM0605051041,456,12885,717,063SH DFND185,603,2680113,795
BANK OF HAWAII CORPCOM06254010917,621264,263SH DFND1264,237026
BANK OF MARIN BANCORP/CACOM0634251021,43928,293SH DFND128,29300
BANK OF THE OZARKS INC COMCOM06390410621,194463,273SH DFND1463,27300
BANKFINANCIAL CORPCOM06643P1041,282108,878SH DFND1108,87800
BANKRATE INCCOM06647F1023,711353,833SH DFND1353,83300
BANKUNITED INCCOM06652K10321,237591,092SH DFND1591,031061
BANKWELL FINANCIAL GROUP INCCOM06654A10320211,351SH DFND111,35100
BANNER CORP COMCOM NEW06652V2087,980166,507SH DFND1166,50700
BAR HARBOR BANKSHARESCOM0668491001,10131,090SH DFND131,09000
BARCLAYS PLC ADRADR06738E2041,06264,610SH DFND131,642032,968
BARD C R INC COMCOM067383109105,723620,508SH DFND1620,1360372
BARNES & NOBLE INC COMCOM06777410910,906420,138SH DFND1419,8470291
BARNES & NOBLE INC COMCOM0677741097284SH DFND1 228400
BARNES GROUP INC COMCOM06780610911,983307,357SH DFND1307,35700
BARNWELL INDUSTRIES INCCOM0682211003314,145SH DFND114,14500
BARRACUDA NETWORKS INCCOM0683231043,01075,988SH DFND175,98800
BARRACUDA NETWORKS INCCOM06832310419503SH DFND1 250300
BARRETT BUSINESS SERVICES I COMCOM068463108671,866SH DFND1 21,86600
BARRETT BUSINESS SERVICES I COMCOM0684631081,56243,024SH DFND143,02400
BARRICK GOLD CORPCOMSTK20246443,417323,937SH DFND1323,93700
BARRICK GOLD CORP COMCOM06790110813512,736SH DFND111,9300806
BASIC ENERGY SRVCS INCCOM06985P1001,566207,486SH DFND1207,48600
BASSETT FURNITURE INDS INC COMCOM0702031042,01570,955SH DFND170,95500
BASSETT FURNITURE INDS INC COMCOM0702031042117,453SH DFND1 27,45300
BAXTER INTL INC COMCOM071813109158,9974,178,958SH DFND14,171,74007,218
BAYLAKE CORPCOM07278810235127,797SH DFND127,79700
BAYTEX ENERGY CORPCOMSTKB4VGVM386156,075SH DFND156,07500
BAZAARVOICE INCCOM0732711082,107357,858SH DFND1357,85800
BB&T CORP COMCOM054937107227,2065,647,781SH DFND15,637,772010,009
BBCN BANCORP INCCOM0732951077,791526,795SH DFND1526,79500
BBX CAPITAL CORPCL A PAR $0.0105540P1001,02763,292SH DFND163,29200
BCB BANCORP INCCOM05529810318315,000SH DFND115,00000
BCE INCCOMSTKB188TH23,46482,096SH DFND182,09600
BE AEROSPACE INC COMCOM07330210133,655613,413SH DFND1612,9660447
BEACON ROOFING SUPPLY INC COMCOM07368510910,260308,857SH DFND1308,85700
BEAR STATE FINANCIAL INCCOM07384410236439,041SH DFND139,04100
BEAZER HOMES USA INC COMCOM NEW07556Q88115761SH DFND1 276100
BEAZER HOMES USA INC COMCOM NEW07556Q8813,214161,146SH DFND1161,14600
BEBE STORES INC COMCOM075571109480240,468SH DFND1240,46800
BECTON DICKINSON & CO COMCOM075887109228,1731,614,080SH DFND11,611,17202,908
BED BATH & BEYOND INC COMCOM07589610023341SH DFND1 234100
BED BATH & BEYOND INC COMCOM075896100100,9671,466,415SH DFND11,465,40001,015
BEL FUSE INC CL BCL B0773473001,31564,121SH DFND164,12100
BEL FUSE INC CL BCL B077347300522,542SH DFND1 22,54200
BELDEN INCCOM07745410620,456251,837SH DFND1251,83700
BELLCIUM PHARMACEUTICALS INCCOM0794811071,60175,286SH DFND175,28600
BELMOND LTDCL AG1154H1076,528522,685SH DFND1522,68500
BEMIS INC COMCOM08143710525,455565,560SH DFND1561,81903,741
BENCHMARK ELECTRS INC COMCOM08160H10111,275517,718SH DFND1517,71800
BENEFICIAL BANCORP INCCOM08171T1023,439275,344SH DFND1275,34400
BENEFITFOCUS INCCOM08180D1062,31852,884SH DFND152,88400
BERKLEY W R CORP COMCOM08442310232,354623,460SH DFND1622,6430817
BERKSHIRE HATHAWAY INC DEL CL CL A0846701088194SH DFND1400
BERKSHIRE HATHAWAY INC DEL CL BCL B NEW0846707022,035,18414,978,369SH DFND114,965,650012,719
BERKSHIRE HILLS BANCORP INC COMCOM0846801075,494192,939SH DFND1192,93900
BERRY PLASTICS GROUP INCCOM08579W1031063,286SH DFND1 23,28600
BERRY PLASTICS GROUP INCCOM08579W10326,066804,522SH DFND1804,52200
BEST BUY INC COMCOM08651610153716,497SH DFND1 216,49700
BEST BUY INC COMCOM08651610190,7122,786,384SH DFND12,783,62302,761
BG MEDICINE INCCOM08861T10782150,598SH DFND1150,59800
BGC PARTNERS INCCL A05541T10111,3611,298,424SH DFND11,286,017012,407
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR0886061088217SH DFND1 221700
BHP BILLITON LTD SPONSORED ADRSPONSORED ADR0886061083097,612SH DFND12,46105,151
BIG 5 SPORTING GOODS CORPCOM08915P1011126SH DFND1 212600
BIG 5 SPORTING GOODS CORPCOM08915P1014,111289,365SH DFND1289,36500
BIG LOTS INC COMCOM089302103451,007SH DFND1 21,00700
BIG LOTS INC COMCOM08930210320,907464,708SH DFND1464,70800
BIGLARI HOLDINGS INCCOM08986R1011128SH DFND1 22800
BIGLARI HOLDINGS INCCOM08986R1014,49210,858SH DFND110,85800
BILL BARRETT CORPCOM06846N1042,436283,649SH DFND1283,64900
BIND THERAPEUTICS INCCOM05548N10728551,023SH DFND151,02300
BIO RAD LABS INC CL ACL A09057220718,259121,235SH DFND1120,9060329
BIOAMBER INCCOM09072Q10659869,539SH DFND169,53900
BIOCEPT INCCOM09072V10520881,635SH DFND181,63500
BIOCRYST PHARMACEUTICALS COMCOM09058V1036,061406,016SH DFND1406,01600
BIODEL INCCOM NEW09064M204120117,056SH DFND1117,05600
BIODELIVERY SCIENCES INTL INCCOM09060J1062,060258,804SH DFND1258,80400
BIODELIVERY SCIENCES INTL INCCOM09060J106212,730SH DFND1 22,73000
BIOGEN INCCOM09062X103821SH DFND1 22100
BIOGEN INCCOM09062X103778,0081,929,700SH DFND11,926,84702,853
BIOLASE INCCOM090911108339194,888SH DFND1194,88800
BIOMARIN PHARMACEUTICAL INC COMCOM09061G101127,292931,233SH DFND1929,28501,948
BIOMED REALTY TRUST INCCOM09063H10728,5631,476,910SH DFND11,476,7210189
BIOMED REALTY TRUST INCCOM09063H10718957SH DFND1 295700
BIO-PATH HOLDING INCCOM09057N102596519,113SH DFND1519,11300
BIO-REFERENCE LABS INC COM $.01 NEWCOM $.01 NEW09057G6026,449156,354SH DFND1156,35400
BIOSCRIP INC COMCOM09069N1081,463403,251SH DFND1403,25100
BIOSPECIFICS TECHNOLOGIESCOM0909311061,80935,069SH DFND135,06900
BIOTA HOLDINGS LTDCOM090694100371179,686SH DFND1179,68600
BIO-TECHNE GROUPCOM09073M10421,751220,891SH DFND1220,7680123
BIOTELEMETRY INCCOM0906721061,604170,179SH DFND1170,17900
BIOTIME INC COMCOM09066L1051,048288,830SH DFND1288,83000
BJ'S RESTAURANTS INCCOM09180C1066,993144,347SH DFND1144,34700
BLACK BOX CORP DEL COMCOM0918261072,489124,496SH DFND1124,49600
BLACK BOX CORP DEL COMCOM0918261075291SH DFND1 229100
BLACK DIAMOND INCCOM09202G1011,426154,336SH DFND1154,33600
BLACK HILLS CORP COMCOM09211310911,870271,939SH DFND1271,93900
BLACKBAUD INC COMCOM09227Q10016,575291,058SH DFND1291,05800
BLACKBERRY LTDCOM09228F1031,387169,793SH DFND1169,79300
BLACKBERRY LTDCOMSTKBCBHZ311,09913,481SH DFND113,48100
BLACKHAWK NETWORK HOLDINGS INCCL A09238E10415,523376,794SH DFND1376,79400
BLACKROCK DEBT STRATEGIES FUNDCOM09255R103555153,354PRN DFND1 2153,35400
BLACKROCK INC CL ACOM09247X101333,844966,889SH DFND1965,16701,722
BLACKROCK MUNIYIELD PENNSYLVANCOM09255G10715511,563PRN DFND1 211,56300
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W10022810SH DFND1 281000
BLACKSTONE MORTGAGE TRUST INCCOM CL A09257W10012,910464,063SH DFND1464,06300
BLOCK H & R INC COMCOM09367110562,6042,115,679SH DFND12,114,9960683
BLOOMIN' BRANDS INCCOM09423510819,413909,314SH DFND1909,31400
BLOUNT INTL INC NEW COMCOM0951801051049,594SH DFND1 29,59400
BLOUNT INTL INC NEW COMCOM0951801053,199293,034SH DFND1293,03400
BLUCORA INCCOM0952291004,232262,078SH DFND1262,07800
BLUE BIRD CORPCOM09530610616412,649SH DFND112,64900
BLUE CAPITAL REINSURANCE HOLCOMG1190F10736920,551SH DFND120,55100
BLUE EARTH INCCOM095428108203187,131SH DFND1187,13100
BLUE HILLS BANCORP INCCOM0955731012,536181,151SH DFND1181,15100
BLUE NILE INCCOM09578R1032,41979,604SH DFND179,60400
BLUEBIRD BIO INCCOM09609G10030,472180,987SH DFND1180,961026
BLUEKNIGHT ENERGY PARTNERSCOM UNIT09625U1099512,724SH DFND112,72400
BLUELINX HOLDINGS INCCOM09624H1099396,971SH DFND196,97100
BLUEROCK RESIDENTIAL GROWTHCOM CL A09627J1021,17592,885SH DFND192,88500
BLYTH INC COMCOM NEW09643P20729746,905SH DFND146,90500
BMRN 1 1/2 10/15/20NOTE 1.500%10/109061GAF84,7773,000,000PRN DFND1 23,000,00000
BMRN 1 7/8 04/23/17NOTE 1.875% 4/209061GAD36,7321,000,000PRN DFND1 21,000,00000
BNC BANCORPCOM05566T1013,917202,656SH DFND1202,65600
BOB EVANS FARMS INC COMCOM0967611017,408145,121SH DFND1145,0050116
BOEING CO COMCOM097023105708,5755,118,047SH DFND15,111,55306,494
BOFI HOLDING INCCOM05566U1088,51580,559SH DFND180,55900
BOINGO WIRELESS INCCOM09739C1021,151139,398SH DFND1139,39800
BOISE CASCASDE COCOM09739D1009,370255,472SH DFND1255,47200
BOK FINL CORP COM NEWCOM NEW05561Q20112,233175,822SH DFND1175,805017
BONANZA CREEK ENERGY INCCOM0977931034,290235,087SH DFND1235,08700
BON-TON STORES INC COMCOM09776J10133572,513SH DFND172,51300
BOOKS-A-MILLION INC COMCOM09857010410436,537SH DFND136,53700
BOOT BARN HOLDINGS INCCOM0994061001,97861,817SH DFND161,81700
BOOZ ALLEN HAMILTON HOLDINGCL A09950210617,927710,286SH DFND1709,8630423
BOOZ ALLEN HAMILTON HOLDINGCL A099502106702,798SH DFND1 22,79800
BORG WARNER INC COMCOM0997241061212,144SH DFND1 22,14400
BORG WARNER INC COMCOM09972410698,1921,731,006SH DFND11,730,4170589
BOSTON BEER INC CL ACL A10055710712,22552,698SH DFND152,69800
BOSTON BEER INC CL ACL A1005571071879SH DFND1 27900
BOSTON PRIVATE FINL HLDGS I COMCOM1011191056,919515,960SH DFND1515,96000
BOSTON PROPERTIES INC COMCOM101121101171,9111,422,669SH DFND11,420,09802,571
BOSTON PROPERTIES INC COMCOM10112110117148SH DFND1 214800
BOSTON SCIENTIFIC CORP COMCOM101137107186,85510,577,648SH DFND110,566,082011,566
BOTTOMLINE TECH DEL INC COMCOM1013881066,645238,948SH DFND1238,94800
BOULDER BRANDS INCCOM1014051082,464355,102SH DFND1355,10200
BOULDER GROWTH & INC FUNDCOM1015071013,381400,614PRN DFND1 2400,61400
BOVIE MEDICAL CORPCOM10211F10020573,582SH DFND173,58200
BOX INC - CLASS ACL A10316T1041,79796,412SH DFND196,41200
BOYD GAMING CORP COMCOM1033041016,758452,071SH DFND1452,07100
BP PLC SPONSORED ADRSPONSORED ADR0556221041042,605SH DFND1 22,60500
BP PLC SPONSORED ADRSPONSORED ADR05562210474618,673SH DFND112,36506,308
BRADY CORP CL ACL A1046741067,000282,944SH DFND1282,94400
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E20122161,269SH DFND161,26900
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW10536820317,3141,303,815SH DFND11,303,2920523
BRANDYWINE RLTY TR SH BEN INT NEWSH BEN INT NEW1053682033267SH DFND1 226700
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,30396,213SH DFND196,21300
BREEZE-EASTERN CORPCOM10676410314012,245SH DFND112,24500
BREITBURN ENERGY PTNRS -REDHCOM UT LTD PTN10677610714730,940SH DFND130,94000
BRF - BRASIL FOODS SA-ADRSPONSORED ADR10552T10791243,616SH DFND141,84101,775
BRIDGE BANCORP INCCOM1080351061,59359,687SH DFND159,68700
BRIDGE CAPITAL HOLDINGSCOMSTK1080301072,03468,256SH DFND168,25600
BRIDGEPOINT EDUCATION INCCOM10807M10579583,243SH DFND183,24300
BRIGGS & STRATTON CORP COMCOM1090431094,688243,407SH DFND1243,40700
BRIGHT HORIZONS FAMILY SOLUTIONS INCCOM10919410012,799221,439SH DFND1221,43900
BRIGHTCOVECOM10921T1011,361198,448SH DFND1198,44800
BRIGHTCOVECOM10921T101608,873SH DFND1 28,87300
BRINKER INTL INC COMCOM1096411007125SH DFND1 212500
BRINKER INTL INC COMCOM10964110025,914449,514SH DFND1448,7710743
BRINK'S CO/THECOM1096961048,374284,550SH DFND1284,55000
BRISTOL MYERS SQUIBB CO COMCOM110122108878,26213,224,857SH DFND113,203,223021,634
BRISTOW GROUP INCCOM11039410310,948205,414SH DFND1205,41400
BRITISH AMERN TOB PLC SPONSORED ADRSPONSORED ADR1104481071,96118,120SH DFND111,06207,058
BRIXMOR PROPERTY GROUPCOM11120U10529,7981,288,948SH DFND11,288,3920556
BRIXMOR PROPERTY GROUPCOM11120U105662,859SH DFND1 22,85900
BROADCOM CORP CL ACL A111320107226,2834,403,210SH DFND14,396,83506,375
BROADCOM CORP CL ACL A1113201071,43627,900SH DFND1 227,90000
BROADRIDGE FINANCIAL SOLUTNSCOM11133T10332,977659,418SH DFND1657,79201,626
BROADSOFT INCCOM11133B4096,450186,591SH DFND1186,59100
BROADWIND ENERGY INCCOM NEW11161T20729168,805SH DFND168,80500
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130624720,847SH DFND1 220,84700
BROCADE COMMUNICATIONS SYS COMCOM NEW11162130644,9893,787,013SH DFND13,781,46505,548
BROOKDALE SENIOR LIVING INCCOM11246310436,2911,045,852SH DFND11,043,65802,194
BROOKLINE BANCORP INC COMCOM11373M1075,057448,003SH DFND1448,00300
BROOKS-PRI AUTOMATION INCCOM1143401024,929430,502SH DFND1430,50200
BROWN & BROWN INC COMCOM11523610121,469653,366SH DFND1653,293073
BROWN FORMAN CORPCL A1156371001,40512,617SH DFND112,61700
BROWN FORMAN CORP CL BCL B115637209118,0071,180,242SH DFND11,179,6070635
BRT REALTY TRUSTSH BEN INT NEW0556453031,464208,254SH DFND1208,25400
BRUKER BIOSCIENCES CORPCOM11679410813,551663,986SH DFND1663,919067
BRUNSWICK CORP COMCOM11704310928,295556,349SH DFND1556,34108
BRYN MAWR BK CORP COMCOM1176651093,737123,936SH DFND1123,93600
BSB BANCORP INC/MACOM05573H108552,532SH DFND1 22,53200
BSB BANCORP INC/MACOM05573H1081,00845,612SH DFND145,61200
BSQUARE CORP COMCOM NEW11776U30031947,080SH DFND147,08000
BT GROUP PLC ADRADR05577E10134489SH DFND1 248900
BT GROUP PLC ADRADR05577E10190612,794SH DFND16,20506,589
BUCKLE INC COMCOM1184401067,737169,058SH DFND1168,3750683
BUFFALO WILD WINGS INCCOM1198481091069SH DFND1 26900
BUFFALO WILD WINGS INCCOM11984810918,467117,857SH DFND1117,85700
BUILD-A-BEAR WORKSHOP INCCOM1200761041,12470,337SH DFND170,33700
BUILDERS FIRSTSOURCE INCCOM12008R1074,259331,740SH DFND1331,74000
BUNGE LIMITED COMCOMG1696210559672SH DFND1 267200
BUNGE LIMITED COMCOMG1696210582,514940,307SH DFND1938,26302,044
BURLINGTON STORES INCCOM12201710610210SH DFND1 221000
BURLINGTON STORES INCCOM12201710622,561440,658SH DFND1440,65800
BXMT 5 1/4 12/01/18NOTE 5.250%12/009257WAA85,7305,500,000PRN DFND1 25,500,00000
C & F FINANCIAL CORPCOM12466Q10453814,528SH DFND114,52800
C D I CORP COMCOM125071100927,100SH DFND1 27,10000
C D I CORP COMCOM12507110098976,094SH DFND176,09400
C H ROBINSON WORLDWIDE INC COMCOM NEW12541W20972,4891,164,134SH DFND11,163,8210313
C V D EQUIPMENT CORPCOM12660110342538,154SH DFND138,15400
C&J ENERGY SERVICES LTDSHSG3164Q1013,547268,713SH DFND1268,71300
C1 FINANCIAL INCCOM12591N1091638,436SH DFND18,43600
C1 FINANCIAL INCCOM12591N109572,973SH DFND1 22,97300
CA INCCOM12673P10582,5562,823,564SH DFND12,813,92909,635
CABELA'S INC-CL ACOM12680430113,587271,854SH DFND1271,85400
CABLEVISION SYS CORP CL A NY CABLVSCL A NY CABLVS12686C10941,2951,728,359SH DFND11,725,21703,142
CABOT CORP COMCOM1270551012316,195SH DFND1 26,19500
CABOT CORP COMCOM12705510117,426467,329SH DFND1467,1590170
CABOT MICROELECTRONICS CORP COMCOM12709P10311,508244,287SH DFND1244,28700
CABOT MICROELECTRONICS CORP COMCOM12709P10331678SH DFND1 267800
CABOT OIL & GAS CORPCOM127097103101,0593,210,531SH DFND13,204,36606,165
CACI INTL INC CL ACL A12719030411,809145,998SH DFND1145,99800
CACI INTL INC CL ACL A127190304452SH DFND1 25200
CADENCE DESIGN SYSTEM INC COMCOM12738710832,6441,660,428SH DFND11,657,15403,274
CADIZ INC COMCOM NEW12753720766276,258SH DFND176,25800
CAESAR STONE SDOT YAM LTDORD SHSM2059810477911,378SH DFND111,37800
CAESARS ACQUISITION CO - CL ACL A12768T10359286,095SH DFND186,09500
CAESARS ENTERTAINMENTCOM1276861031,846301,759SH DFND1301,75900
CAFEPRESS INCCOM12769A10311225,070SH DFND125,07000
CAI INTERNATIONAL INC -REDHCOM12477X1061,95594,956SH DFND194,95600
CALADRIUS BIOSCIENCES INCCOMSTK128058104522279,485SH DFND1279,48500
CALAMOS ASSET MANAGEMENT-ACL A12811R1041,396114,010SH DFND1111,02502,985
CALAMP CORP COMCOM1281261094,077223,318SH DFND1223,31800
CALAVO GROWERS INCCOM1282461055,05197,275SH DFND197,27500
CALGON CARBON CORP COMCOM1296031066,411330,854SH DFND1330,85400
CALGON CARBON CORP COMCOM129603106301,595SH DFND1 21,59500
CALIFORNIA RESOURCES CORPCOM13057Q10710,6431,762,193SH DFND11,761,6750518
CALIFORNIA WTR SVC GROUP COMCOM1307881026,989305,882SH DFND1305,88200
CALIFORNIA WTR SVC GROUP COMCOM1307881027326SH DFND1 232600
CALITHERA BIOSCIENCES INCCOM13089P10138453,790SH DFND153,79000
CALIX INCCOM13100M5091,727227,016SH DFND1227,01600
CALLAWAY GOLF CO COMCOM1311931044,115460,385SH DFND1460,38500
CALLIDUS SOFTWARE INCCOM13123E5005,540355,635SH DFND1355,63500
CALLON PETE CO DEL COMCOM13123X1023,299396,622SH DFND1396,62200
CALLON PETE CO DEL COMCOM13123X102232,842SH DFND1 22,84200
CAL-MAINE FOODS INCCOM NEW1280302021,12421,534SH DFND1 221,53400
CAL-MAINE FOODS INCCOM NEW12803020218,338351,309SH DFND1350,9990310
CALPINE CORPCOM NEW13134730434,6481,927,326SH DFND11,922,69104,635
CALPINE CORPCOM NEW1313473041317,288SH DFND1 27,28800
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610361524,191SH DFND124,19100
CAMBIUM LEARNING GROUP INCCOM13201A10713631,861SH DFND131,86100
CAMBREX CORP COMCOM1320111079,310211,897SH DFND1211,89700
CAMDEN NATL CORP COMCOM1330341081,48338,345SH DFND138,34500
CAMDEN PPTY TR SH BEN INTSH BEN INT133131102459SH DFND1 25900
CAMDEN PPTY TR SH BEN INTSH BEN INT13313110247,095634,320SH DFND1634,1550165
CAMECO CORPCOMSTK21661601,509107,083SH DFND1107,08300
CAMERON INTERNATIONAL CORP COMCOM13342B10514286SH DFND1 228600
CAMERON INTERNATIONAL CORP COMCOM13342B10585,4591,634,782SH DFND11,632,23102,551
CAMPBELL SOUP CO COMCOM13442910967,3571,416,367SH DFND11,414,83101,536
CAMPUS CREST COMMUNITIES INCCOM13466Y1052,170391,802SH DFND1391,80200
CAMTEK LIMITEDORDM207911052910,684SH DFND110,68400
CANADIAN SOLAR INCCOM13663510972925,499SH DFND125,49900
CANCER GENETICS INCCOM13739U10449642,180SH DFND142,18000
CANON INC ADRSPONSORED ADR13800630975523,315SH DFND116,12107,194
CANTEL MEDICAL CORP COMCOM13809810814,792275,612SH DFND1275,61200
CAPE BANCORP INCCOM139209100828,752SH DFND1 28,75200
CAPE BANCORP INCCOM13920910030532,260SH DFND132,26000
CAPELLA EDUCATION COCOM1395941052023,772SH DFND1 23,77200
CAPELLA EDUCATION COCOM1395941054,41682,296SH DFND182,29600
CAPITAL BANK FINANCIAL CORPCL A COM139794101762,634SH DFND1 22,63400
CAPITAL BANK FINANCIAL CORPCL A COM1397941017,903271,895SH DFND1271,89500
CAPITAL CITY BK GROUP INC COMCOM13967410593861,435SH DFND161,43500
CAPITAL ONE FINL CORP COMCOM14040H105399,8294,553,577SH DFND14,549,84303,734
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210727234,894SH DFND134,89400
CAPITAL SOUTHWEST CORPCOM1405011072655,317SH DFND15,31700
CAPITAL SR LIVING CORP COMCOM1404751044,370178,393SH DFND1178,39300
CAPITOL FED FINL COMCOM14057J10110,574878,258SH DFND1878,25800
CAPRICOR THERAPEUTICS INCCOM14070B10122143,929SH DFND143,92900
CAPSTEAD MTG CORP COM NO PARCOM NO PAR14067E50610,077907,840SH DFND1907,84000
CAPSTONE TURBINE CORP COMCOM14067D1028862,158,835SH DFND12,158,83500
CARA THERAPEUTICS INCCOM14075510975362,044SH DFND162,04400
CARBO CERAMICS INC COMCOM1407811054,853116,594SH DFND1116,59400
CARBONITE INCCOM141337105474,005SH DFND1 24,00500
CARBONITE INCCOM1413371051,204102,016SH DFND1102,01600
CARDICA INCCOM14141R101153308,125SH DFND1308,12500
CARDINAL FINANCIAL CORPCOM14149F1094,874223,681SH DFND1223,68100
CARDINAL HEALTH INC COMCOM14149Y108224,5002,688,950SH DFND12,684,02004,930
CARDINAL HEALTH INC COMCOM14149Y10818221SH DFND1 222100
CARDIOVASCULAR SYSTEMS INCCOM1416191064,809181,827SH DFND1181,82700
CARDTRONICS INCCOM14161H10811,092299,399SH DFND1299,39900
CARE.COM INCCOM14163310724541,479SH DFND141,47900
CAREER EDUCATION CORP COMCOM1416651091,212367,566SH DFND1367,56600
CARETRUST REIT INCCOM14174T107473,742SH DFND1 23,74200
CARETRUST REIT INCCOM14174T1072,612206,173SH DFND1206,17300
CARLISLE COS INC COMCOM14233910036,914368,705SH DFND1368,0940611
CARMAX GROUPCOM143130102821,242SH DFND1 21,24200
CARMAX GROUPCOM143130102105,9801,603,914SH DFND11,601,43702,477
CARMIKE CINEMAS INC COMCOM1434364004,137155,881SH DFND1155,88100
CARNIVAL CORPPAIRED CTF143658300175,0783,551,723SH DFND13,547,79803,925
CARPENTER TECHNOLOGY CORP COMCOM14428510312,106312,989SH DFND1312,958031
CARPENTER TECHNOLOGY CORP COMCOM14428510324637SH DFND1 263700
CARRIAGE SVCS INC CL ACOM1439051073,387141,861SH DFND1141,86100
CARRIZO OIL & CO INC COMCOM14457710314,398292,418SH DFND1292,41800
CARROLS RESTAURANT GRP INCCOM14574X1042,141205,953SH DFND1205,95300
CARTER HOLDINGSCOM1462291092021,906SH DFND1 21,90600
CARTER HOLDINGSCOM14622910930,547287,366SH DFND1287,333033
CASCADE BANCORP COMCOM NEW147154207968186,972SH DFND1186,97200
CASCADE MICROTECH INCCOM1473221011,05869,519SH DFND169,51900
CASELLA WASTE SYS INC CL ACL A1474481041,446257,808SH DFND1257,80800
CASEYS GEN STORES INC COMCOM14752810328,415296,795SH DFND1296,79500
CASH AMER INTL INC COMCOM14754D1004,348166,036SH DFND1165,8200216
CASI PHARMACEUTICALS INCCOM14757U1096938,700SH DFND138,70000
CASS INFORMATION SYSTEMS INCCOM14808P1093,34859,566SH DFND159,56600
CASTLE A M & CO COMCOM148411101655106,254SH DFND1106,25400
CASTLE BRANDS INCCOM148435100616443,284SH DFND1443,28400
CASTLIGHT HEALTH INC - BCL B14862Q10080098,284SH DFND198,28400
CATALENT INCCOM14880610217,623600,855SH DFND1600,85500
CATALYST PHARMACEUTICALS INCCOM14888U1017718,665SH DFND1 218,66500
CATALYST PHARMACEUTICALS INCCOM14888U1011,607389,322SH DFND1389,32200
CATAMARAN CORPCOM14888710210,955179,261SH DFND1178,24301,018
CATCHMARK TIMBER TRUST INC-ACL A14912Y2022,133184,372SH DFND1184,37200
CATERPILLAR INC DEL COMCOM149123101408,0564,820,113SH DFND14,811,00709,106
CATHAY BANCORP INC COMCOM14915010415,420475,220SH DFND1475,22000
CATO CORP NEW CL ACL A1492051067,787200,927SH DFND1200,92700
CATO CORP NEW CL ACL A149205106381,002SH DFND1 21,00200
CAVCO INDUSTRIES INCCOM1495681073,95652,445SH DFND152,44500
CAVIUM NCCOM14964U1088122SH DFND1 212200
CAVIUM NCCOM14964U10823,407340,169SH DFND1340,16900
CBIZ INC COMCOM1248051022,392248,218SH DFND1248,21800
CBL & ASSOC PPTYS INC COMCOM12483010019,8251,223,801SH DFND11,223,2040597
CBL & ASSOC PPTYS INC COMCOM12483010014892SH DFND1 289200
CBOE HOLDINGS INCCOM12503M10827,792485,717SH DFND1485,71700
CBRE GROUP INCCL A12504L10981,6072,210,069SH DFND12,205,53704,532
CBS CORPCL B124857202187,7133,389,247SH DFND13,383,07806,169
CDK GLOBAL INCCOM12508E10150,116928,914SH DFND1926,44302,471
CDW CORPORATION OF DELEWARECOM12514G10815454SH DFND1 245400
CDW CORPORATION OF DELEWARECOM12514G10829,384857,205SH DFND1855,62501,580
CEB INCCOMSTK12513410617,170197,225SH DFND1197,22500
CECO ENVIRONMENTAL CORPCOM1251411011,393123,031SH DFND1123,03100
CEDAR REALTY TRUST INCCOM NEW1506022094,320675,152SH DFND1675,15200
CELADON GROUP INC COMCOM1508381003,876187,433SH DFND1187,43300
CELANESE CORP-SERIES ACOM SER A15087010364,676900,337SH DFND1899,6740663
CELGENE CORP COMCOM151020104747,8566,474,159SH DFND16,464,86209,297
CELGENE CORP COMCOM15102010415137SH DFND1 213700
CELLADON CORPCOM15117E1077458,790SH DFND158,79000
CELLCOM ISRAEL LTDCOMSTKB1QHD797018,227SH DFND1 218,22700
CELLDEX THERAPEUTICS INCCOM15117B10316,128639,498SH DFND1639,2220276
CELLDEX THERAPEUTICS INCCOM15117B1037308SH DFND1 230800
CELLULAR BIOMEDICINE GROUP INCCOM NEW15117P1021,43538,260SH DFND138,26000
CEL-SCI CORP COM NEWCOM PAR $0.01150837508262397,424SH DFND1397,42400
CELSION CORPCOM PAR $0.0115117N40411649,366SH DFND149,36600
CEMIG SA -SPONS ADRSP ADR N-V PFD204409601439115,408SH DFND1115,40800
CEMIG SA -SPONS ADRSP ADR N-V PFD204409601556146,166SH DFND1 2146,16600
CEMPRA INCCOM15130J1097,208209,795SH DFND1209,79500
CENTENE CORP DEL COMCOM15135B1013734,643SH DFND1 24,64300
CENTENE CORP DEL COMCOM15135B10164,183798,711SH DFND1797,7960915
CENTER COAST MLP & INFRASTRUCTURE FUNDCOM SHS15146110019913,052PRN DFND1 213,05200
CENTERPOINT ENERGY INCCOM15189T107542,866SH DFND1 22,86600
CENTERPOINT ENERGY INCCOM15189T10764,5263,397,420SH DFND13,388,94008,480
CENTERSTATE BANKS OF FLORIDACOM15201P1094,199310,858SH DFND1310,85800
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG20045202927425,673SH DFND1425,67300
CENTRAL GARDEN AND PET CO-ACL A NON-VTG1535272053,181278,795SH DFND1278,79500
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604093,744157,676SH DFND1157,67600
CENTRAL SECURITIES CORPCOM1551231023,351158,478PRN DFND1 2158,47800
CENTRAL VALLEY COMM BANCORPCOM15568510027323,134SH DFND123,13400
CENTRUS ENERGY CORP-ACL A15643U1049122,164SH DFND122,16400
CENTURY ALUM CO COMCOM1564311087,417711,205SH DFND1711,20500
CENTURY ALUM CO COMCOM15643110844242,431SH DFND1 242,43100
CENTURY BANCORP INC CL A NON VTGCL A NON VTG15643210652112,815SH DFND112,81500
CENTURY CASINOS INCCOM156492100699111,059SH DFND1111,05900
CENTURY COMMUNITIES INCCOM15650430072936,256SH DFND136,25600
CENTURYTEL INC COMCOM156700106138,6214,727,009SH DFND14,722,92604,083
CENVEO INC COMCOM15670S105684322,991SH DFND1322,99100
CEPHEID COMCOM15670R10729,544483,155SH DFND1483,15500
CERAGON NETWORKS LTDORDM220131023631,520SH DFND131,52000
CERES INCCOMSTK1567734005327,612SH DFND127,61200
CERNER CORP COMCOM156782104173,8552,522,225SH DFND12,519,94802,277
CERULEAN PHARMA INCCOM15708Q10540588,189SH DFND188,18900
CERUS CORP COMCOM1570851013,028583,453SH DFND1583,45300
CESCA THERAPEUTICS INCCOM1571311036880,228SH DFND180,22800
CEVA INCCOM1572101052,489128,119SH DFND1128,11900
CF INDUSTRIES HOLDINGS INCCOM1252691001071,678SH DFND1 21,67800
CF INDUSTRIES HOLDINGS INCCOM125269100116,6121,817,784SH DFND11,814,14403,640
CHAMBERS STREET PROPERTIESCOM15784210511,1231,399,172SH DFND11,399,17200
CHANGYOU.COM LTD - ADRADS REP CL A15911M1072187,327SH DFND1 27,32700
CHANGYOU.COM LTD - ADRADS REP CL A15911M1071565,241SH DFND15,24100
CHANNELADVISOR CORPCOM1591791001,555130,128SH DFND1130,12800
CHANTICLEER HOLDINGS INCCOM PAR $.0001 N15930P40411346,068SH DFND146,06800
CHARLES & COLVARD LTD COMCOM1597651067449,187SH DFND149,18700
CHARLES RIV LABS INTL INC COMCOM15986410718,193258,656SH DFND1258,65600
CHART INDUSTRIES INCCOM PAR $0.0116115Q3086,655186,181SH DFND1186,18100
CHARTER COMMUNICATIONS INCCL A NEW16117M30583,259486,488SH DFND1485,5710917
CHARTER COMMUNICATIONS INCCL A NEW16117M30582482SH DFND1 248200
CHARTER FINL CORP WEST PT G COMCOM16122W1081,01181,473SH DFND181,47300
CHASE CORP COMCOM16150R1041,37234,522SH DFND134,52200
CHATHAM LODGING TRUSTCOM16208T1026,534246,853SH DFND1246,85300
CHC GROUP LTDSHSG07021101136153,275SH DFND1153,27500
CHECK POINT SOFTWARE TECHNORDM224651044,68458,883SH DFND158,88300
CHECKPOINT SYS INC COMCOM1628251032,540249,524SH DFND1249,52400
CHECKPOINT SYS INC COMCOM1628251038843SH DFND1 284300
CHEESECAKE FACTORY INC COMCOM16307210115,738288,590SH DFND1288,59000
CHEF'S WAREHOUSE HOLDINGS INCCOM1630861012,485117,026SH DFND1117,02600
CHEGG INCCOM1630921092,616333,725SH DFND1333,72500
CHEGG INCCOM16309210910112,915SH DFND1 212,91500
CHEMBIO DIAGNOSTICS INCCOM NEW1635722098016,328SH DFND116,32800
CHEMED CORPCOM16359R10318,796143,372SH DFND1143,37200
CHEMICAL FINL CORP COMCOM1637311028,906269,416SH DFND1269,41600
CHEMOCENTRYX INCCOM16383L1061,179143,272SH DFND1143,27200
CHEMTURA CORPCOM NEW16389320911,828417,838SH DFND1417,83800
CHEMUNG FINANCIAL CORPCOM16402410132412,247SH DFND112,24700
CHENIERE ENERGY INC COMCOM NEW16411R20890,2881,304,430SH DFND11,301,27803,152
CHENIERE ENERGY INC COMCOM NEW16411R2081962,841SH DFND1 22,84100
CHEROKEE INC DEL NEW COMCOM16444H1021,83365,071SH DFND165,07100
CHEROKEE INC DEL NEW COMCOM16444H1021615,746SH DFND1 25,74600
CHERRY HILL MORTGAGE INVESTMENTCOM16465110166541,049SH DFND141,04900
CHESAPEAKE ENERGY CORP COMCOM16516710746,2424,148,196SH DFND14,137,087011,109
CHESAPEAKE LODGING TRUSTSH BEN INT165240102772,555SH DFND1 22,55500
CHESAPEAKE LODGING TRUSTSH BEN INT16524010210,654349,572SH DFND1349,57200
CHESAPEAKE UTILS CORP COMCOM1653031084,89790,943SH DFND190,94300
CHEVRON CORP COMCOM16676410002SH DFND1 2200
CHEVRON CORP COMCOM1667641001,477,50215,344,902SH DFND115,320,926023,976
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SHCOM16725010927,824556,383SH DFND1555,7170666
CHICOPEE BANCORP INCCOM16856510927216,541SH DFND116,54100
CHICOS FAS INC COMCOM16861510213,399805,727SH DFND1805,4270300
CHICOS FAS INC COMCOM16861510216989SH DFND1 298900
CHILDRENS PL RETAIL STORES COMCOM1689051078,563130,914SH DFND1130,91400
CHIMERA INVESTMENT CORP-REDHCOMSTK16934Q10925,7181,875,881SH DFND11,839,911035,970
CHIMERIX INCCOM16934W10612,742275,819SH DFND1275,81900
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1059711,628SH DFND111,62800
CHINA BIOLOGIC PRODUCTS INCCOM16938C1069258,039SH DFND18,03900
CHINA BIOLOGIC PRODUCTS INCCOM16938C1061541,339SH DFND1 21,33900
CHINA FD INC COMCOM16937310758829,636SH DFND1 229,63600
CHINA HGS REAL ESTATE INCCOM16948W1004014,714SH DFND114,71400
CHINA INFORMATION TECHNOLOGY ICOMG211741003911,576SH DFND111,57600
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N10928211,548SH DFND19,62601,922
CHINA LODGING GROUP-SPON ADSSPONSORED ADR16949N10917698SH DFND1 269800
CHINA MING YANG WIND POW-ADSSPONSORED ADR16951C1081,009360,560SH DFND1 2360,56000
CHINA RECYCLING ENERGY CORPCOM1689131011519,248SH DFND119,24800
CHINA XD PLASTICS CO LTDCOM16948F107244,143SH DFND1 24,14300
CHINA XD PLASTICS CO LTDCOM16948F1079816,378SH DFND116,37800
CHINACACHE INERNATIONAL ADRSPON ADR16950M107584,685SH DFND1 24,68500
CHINACACHE INERNATIONAL ADRSPON ADR16950M107715,723SH DFND15,72300
CHIPMOS TECHNOLOGIES BERMUDASHSG2110R11423310,671SH DFND110,67100
CHIPOTLE MEXICAN GRILL -REDHCOM169656105145,768241,426SH DFND1241,0850341
CHIPOTLE MEXICAN GRILL -REDHCOM1696561051830SH DFND1 23000
CHOICE HOTELS INTL INC COMCOM16990510610,610195,594SH DFND1195,565029
CHRISTOPHER & BANKS CORP COMCOM171046105928231,494SH DFND1231,49400
CHUBB CORP COMCOM171232101445SH DFND1 24500
CHUBB CORP COMCOM171232101173,4501,826,704SH DFND11,825,8290875
CHURCH & DWIGHT INC COMCOM17134010264,946801,028SH DFND1800,1640864
CHURCHILL DOWNS INC COMCOM17148410810,07080,532SH DFND180,53200
CHUY'S HOLDINGS INCCOM1716041012,66099,322SH DFND199,32200
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B40723121,009SH DFND120,2090800
CIA PARANAENSE ENER-SP ADRSPON ADR PFD20441B4074449SH DFND1 244900
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10238374,035SH DFND1 274,03500
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10211121,566SH DFND120,28701,279
CIBER INC COMCOM17163B1021,363395,311SH DFND1395,31100
CIENA CORP COMCOM NEW17177930916,179683,258SH DFND1683,25800
CIENA CORP COMCOM NEW1717793091044,432SH DFND1 24,43200
CIFC DEERFIELD CORPCOM12547R1059612,128SH DFND112,12800
CIGNA CORP COMCOM125509109311,6251,927,623SH DFND11,925,74901,874
CIGNA CORP COMCOM1255091091,1347,000SH DFND1 27,00000
CIM COMMERCIAL TRUST CORPCOM12552510574942,444SH DFND142,44400
CIMAREX ENERGY COCOM17179810181,419739,564SH DFND1738,8640700
CIMPRESS NVSHS EURON201461013,25338,656SH DFND138,65600
CINCINNATI BELL INCCOM1718711064,5671,195,570SH DFND11,195,57000
CINCINNATI BELL INCCOM171871106154,175SH DFND1 24,17500
CINCINNATI FINL CORP COMCOM17206210161,3831,225,554SH DFND11,225,2400314
CINEDIGM CORPCOM172406100225320,157SH DFND1320,15700
CINEMARK HOLDINGS INC -REDHCOM17243V10227,327680,301SH DFND1679,3670934
CINEMARK HOLDINGS INC -REDHCOM17243V10204SH DFND1 2400
CINTAS CORP COMCOM17290810569,200819,545SH DFND1818,44501,100
CIRCOR INTL INC COMCOM17273K1095,594102,591SH DFND1102,59100
CIRRUS LOGIC INC COMCOM17275510013,285390,403SH DFND1390,40300
CISCO SYS INC COMCOM17275R1021,194,27643,570,580SH DFND143,503,605066,975
CISCO SYS INC COMCOM17275R10214517SH DFND1 251700
CIT GROUP INCCOM NEW1255818011944,186SH DFND1 24,18600
CIT GROUP INCCOM NEW12558180145,835986,610SH DFND1986,2390371
CITI TRENDS INCCOM17306X1022,804115,901SH DFND1115,90100
CITIGROUP INC COMCOM NEW1729674241,358,43324,638,614SH DFND124,607,491031,123
CITIZENS & NORTHERN CORPCOM1729221061,29463,008SH DFND163,00800
CITIZENS FINANCIAL GROUPCOM17461010547,0271,723,201SH DFND11,722,9040297
CITIZENS INC CL ACL A1747401001,870250,710SH DFND1250,71000
CITRIX SYS INC COMCOM17737610070110,000SH DFND1 210,00000
CITRIX SYS INC COMCOM17737610093,3631,333,218SH DFND11,332,7060512
CITY HLDG CO COMCOM1778351055,859118,966SH DFND1118,0660900
CITY NATL CORP COMCOM1785661054515,000SH DFND1 25,00000
CITY NATL CORP COMCOM17856610524,729273,590SH DFND1272,7990791
CITY OFFICE REITCOM17858710196177,571SH DFND177,57100
CIVEO CORPCOM1787871071,862606,604SH DFND1606,60400
CIVEO CORPCOM1787871073511,580SH DFND1 211,58000
CIVITAS SOLUTIONS INCCOM17887R1021,59274,640SH DFND174,64000
CLARCOR INC COMCOM17989510718,266293,488SH DFND1293,48800
CLEAN DIESEL TECHNOLOGIES INCCOM PAR $.0118449C40113975,857SH DFND175,85700
CLEAN ENERGY FUELS CORP-REDHCOM1844991012,793497,041SH DFND1497,04100
CLEAN HARBORS INC COMCOM18449610716,103299,651SH DFND1299,65100
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1092,547251,458SH DFND1246,49104,967
CLEARFIELD INCCOM18482P1031,03164,840SH DFND164,84000
CLEARONE INCCOM18506U10425819,998SH DFND119,99800
CLEARSIGN COMBUSTION CORPCOM18506410218834,927SH DFND134,92700
CLEARWATER PAPER CORP - W/ICOM18538R1036,570114,673SH DFND1114,67300
CLECO CORP NEW COMCOM12561W10519,849368,608SH DFND1368,60800
CLICKSOFTWARE COMPANYORDM2508210413110,466SH DFND110,46600
CLIFFS NATURAL RESOURCES INCCOM18683K1013,911903,302SH DFND1902,13101,171
CLIFTON BANCORP INCCOM1868731052,072148,121SH DFND1148,12100
CLIFTON BANCORP INCCOM186873105594,260SH DFND1 24,26000
CLOROX CO DEL COMCOM189054109120,4911,160,376SH DFND11,158,23602,140
CLOUD PEAK ENERGY INCCOM18911Q1021,658355,941SH DFND1355,94100
CLOVIS ONCOLOGY INCCOM18946410016,688189,899SH DFND1189,89900
CLUBCORP HOLDINGS INCCOM18948M1085,951249,208SH DFND1249,20800
CME GROUP INCCOM12572Q105238,4522,567,292SH DFND12,562,01205,280
CMS ENERGY CORP COMCOM12589610068,9822,170,833SH DFND12,168,97201,861
CMYABAY THERAPEUTICS INCCOM23257D10313149,022SH DFND149,02200
CNA FINL CORP COMCOM1261171008,593224,906SH DFND1224,5890317
CNB FINANCIAL CORP/PACOM1261281071,23967,384SH DFND167,38400
CNINSURE INC -ADSSPONSORED ADR18976M1039811,211SH DFND111,21100
CNINSURE INC -ADSSPONSORED ADR18976M103697,815SH DFND1 27,81500
CNO FINANCIAL GROUP INCCOM12621E10321,9021,193,591SH DFND11,193,59100
CNOOC LTD SPONSORED ADRSPONSORED ADR1261321097545,319SH DFND1 25,31900
CNOOC LTD SPONSORED ADRSPONSORED ADR12613210999699SH DFND12000499
CNOVA NVSHSN20947102795143,870SH DFND1143,87000
COACH INC COMCOM18975410475,1582,175,854SH DFND12,173,56602,288
COACH INC COMCOM1897541041033,001SH DFND1 23,00100
COBALT INTERNATIONAL ENERGYCOM19075F10617,0121,753,229SH DFND11,752,6860543
COBIZ INC COMCOM1908971082,988228,666SH DFND1228,66600
COCA COLA BOTTLING CO CONS COMCOM1910981024,82131,918SH DFND131,91800
COCA COLA CO COMCOM19121610018473SH DFND1 247300
COCA COLA CO COMCOM1912161001,208,34930,863,452SH DFND130,811,451052,001
COCA COLA ENTERPRISES INC COMCOM19122T10972,3871,669,746SH DFND11,664,47405,272
CODE 2 09/01/20NOTE 2.000% 9/084649PAL928,39213,512,000PRN DFND1 213,512,00000
CODEXIS INCCOM192005106532136,894SH DFND1136,89400
CODEXIS INCCOM192005106194,940SH DFND1 24,94000
COEUR D ALENE MINES CORP ID COMCOM NEW1921085044,540795,212SH DFND1795,21200
COFFEE HOLDING CO INCCOM1921761056613,327SH DFND113,32700
COGENT COMM GROUP INC COMCOM NEW19239V3029,468279,801SH DFND1279,80100
COGNEX CORP COMCOM19242210323,952497,976SH DFND1497,8590117
COGNIZANT TECHNOLOGY SOLUTI CL ACL A192446102289,6584,750,962SH DFND14,744,35406,608
COHEN & STEERS INCCOM19247A100411,223SH DFND1 21,22300
COHEN & STEERS INCCOM19247A1004,161122,101SH DFND1122,10100
COHEN & STEERS REIT & PFD FDCOM19247X10064636,963PRN DFND1 236,96300
COHERENT INC COMCOM19247910311,447180,334SH DFND1180,33400
COHERUS BIOSCIENCES INCCOM19249H1032,50386,616SH DFND186,61600
COHU INC COMCOM1925761062,226168,327SH DFND1168,32700
COLFAX CORPCOM194014106671,452SH DFND1 21,45200
COLFAX CORPCOM19401410625,395550,290SH DFND1550,0130277
COLGATE PALMOLIVE CO COMCOM194162103438,5856,718,447SH DFND16,708,52109,926
COLLECTORS UNIVERSE INC COMCOM NEW19421R200241,211SH DFND1 21,21100
COLLECTORS UNIVERSE INC COMCOM NEW19421R20068134,194SH DFND134,19400
COLONY FINANCIAL INCCOM19624R10614,639646,344SH DFND1646,34400
COLONY FINANCIAL INCCOM19624R106893,968SH DFND1 23,96800
COLUMBIA BKG SYS INC COMCOM19723610212,395380,932SH DFND1380,93200
COLUMBIA PROPERTY TRUST INCCOM NEW198287203371,522SH DFND1 21,52200
COLUMBIA PROPERTY TRUST INCCOM NEW19828720322,309908,744SH DFND1908,74400
COLUMBIA SPORTSWEAR CO COMCOM19851610611,233185,801SH DFND1185,80100
COLUMBUS MCKINNON CORP N Y COMCOM1993331053,153126,132SH DFND1126,13200
COMBIMATRIX CORPORATIONCOM NEW20009T3032213,852SH DFND113,85200
COMCAST CORP CL ACL A20030N1011,232,48220,530,975SH DFND120,514,690016,285
COMCAST CORP CL A SPLCL A SPL20030N20015,082253,454SH DFND1239,980013,474
COMERICA INC COMCOM20034010772,6741,418,871SH DFND11,418,6480223
COMERICA INC COMCOM200340107791,547SH DFND1 21,54700
COMFORT SYS USA INC COMCOM19990810417752SH DFND1 275200
COMFORT SYS USA INC COMCOM1999081044,948215,618SH DFND1215,61800
COMMERCE BANCSHARES INC COMCOM20052510324,311519,811SH DFND1519,758053
COMMERCIAL METALS CO COMCOM20172310312,375769,649SH DFND1769,64900
COMMERCIAL METALS CO COMCOM201723103754,718SH DFND1 24,71800
COMMERCIAL VEHICLE GROUP INC COMCOM2026081051,472204,162SH DFND1204,16200
COMMSCOPE HOLDING CO INCCOM20337X10923,272762,786SH DFND1762,687099
COMMUNICATIONS SYS INC COMCOM20390010531830,343SH DFND130,34300
COMMUNITY BK SYS INC COMCOM20360710610,861287,578SH DFND1287,57800
COMMUNITY HEALTH SYS INC NE COMCOM20366810842,693678,001SH DFND1677,923078
COMMUNITY TR BANCORP INC COMCOM2041491083,969113,836SH DFND1113,83600
COMMUNITYONE BANCORPCOM20416Q10851347,720SH DFND147,72000
COMMVAULT SYSTEMS INC -REDHCOM20416610211,544272,205SH DFND1272,20500
COMPASS MINERALS INTERNATIONALCOM20451N10115,240185,541SH DFND1185,53209
COMPUGEN LTDORDM2572210511516,706SH DFND116,70600
COMPUTER PROGRAMS & SYS INC COMCOM2053061034,15877,853SH DFND176,9430910
COMPUTER SCIENCES CORP COMCOM2053631045268,025SH DFND1 28,02500
COMPUTER SCIENCES CORP COMCOM20536310475,0511,145,512SH DFND11,145,0960416
COMPUTER TASK GROUP INC COMCOM20547710268388,491SH DFND188,49100
COMPUTER TASK GROUP INC COMCOM205477102526,793SH DFND1 26,79300
COMSCORE INCCOM20564W10511,705219,778SH DFND1219,77800
COMSTOCK HOMEBUILDING COS-ACL A2056841032647,959SH DFND147,95900
COMSTOCK MINING INCCOM205750102164280,703SH DFND1280,70300
COMSTOCK RES INC COM NEWCOM NEW205768203676203,081SH DFND1203,08100
COMTECH TELECOMMUNICATIONS COM NEWCOM NEW2058262093,224110,996SH DFND1110,947049
COMTECH TELECOMMUNICATIONS COM NEWCOM NEW2058262099310SH DFND1 231000
COMVERSE INCCOM20585P1052,822140,566SH DFND1140,56600
CONAGRA FOODS INC COMCOM205887102150,0443,438,605SH DFND13,434,65403,951
CONATUS PHARMACEUTICALS INCCOM20600T10839276,305SH DFND176,30500
CONCERT PHARMACEUTICALS INCCOM2060221051,40594,395SH DFND194,39500
CONCHO RESOURCES INC -REDHCOM20605P10178,523690,068SH DFND1688,99301,075
CONCURRENT COMPUTER CORP NE COMCOM PAR $.0120671040225741,509SH DFND141,50900
CONMED CORP COMCOM20741010110,153174,249SH DFND1174,24900
CONNECTICUT WTR SVC INC COMCOM2077971012,20764,624SH DFND164,62400
CONNECTONE BANCORP INCCOM20786W1073,926182,370SH DFND1182,37000
CONNECTURE INCCOM20786J10642640,383SH DFND140,38300
CONN'S INCCOM2082421076,210156,439SH DFND1156,43900
CONOCO PHILLIPS CO COMCOM20825C104606,7179,898,965SH DFND19,888,889010,076
CONSOL ENERGY INC COMCOM20854P10923510,838SH DFND1 210,83800
CONSOL ENERGY INC COMCOM20854P10939,3441,813,355SH DFND11,809,43203,923
CONSOLIDATED COMMUNICATIONSCOM2090341076,205295,362SH DFND1294,29401,068
CONSOLIDATED EDISON INC COMCOM209115104147,5092,553,082SH DFND12,550,04703,035
CONSOLIDATED TOMOKA LD CO COMCOM2102261061,85832,247SH DFND132,24700
CONSOLIDATED WATER CO-ORD SHORDG2377310718214,476SH DFND114,47600
CONSTANT CONTACT INCCOM21031310264322,389SH DFND1 222,38900
CONSTANT CONTACT INCCOM21031310210,029348,724SH DFND1348,72400
CONSTELLATION BRANDS INC CL ACL A21036P108150,5881,300,576SH DFND11,297,61802,958
CONSUMER PORTFOLIO SVCS INC COMCOM21050210037860,633SH DFND1 260,63300
CONSUMER PORTFOLIO SVCS INC COMCOM21050210050380,593SH DFND180,59300
CONTAINER STORE GROUP INCCOM2107511031,43585,098SH DFND185,09800
CONTANGO OIL AND GAS COMPANYCOM NEW21075N2041,278104,234SH DFND1104,23400
CONTINENTAL BUILDING PRODUCTCOM2111711033,848181,626SH DFND1181,62600
CONTINENTAL RESOURCES INCCOM21201510120,596486,217SH DFND1484,85401,363
CONTRAVIR PHARMACEUTICALS INCCOM21234W10313125,833SH DFND125,83300
CONTROL4 CORPCOM21240D1071,003112,835SH DFND1112,83500
CONVERGYS CORP COMCOM21248510616,135633,018SH DFND1633,01800
CON-WAY INC COMCOM20594410118473SH DFND1 247300
CON-WAY INC COMCOM20594410112,818334,077SH DFND1334,07700
COOPER COS INC COM NEWCOM NEW2166484021480SH DFND1 28000
COOPER COS INC COM NEWCOM NEW21664840247,606267,664SH DFND1267,3130351
COOPER TIRE & RUBR CO COMCOM21683110715,090446,070SH DFND1446,07000
COOPER TIRE & RUBR CO COMCOM21683110781023,944SH DFND1 223,94400
COOPER-STANDARD HOLDINGCOM21676P1035,11483,201SH DFND183,20100
COPA HOLDINGS SACL AP310761051,86222,551SH DFND122,2520299
COPART INC COMCOM21720410623,829671,628SH DFND1670,48201,146
CORCEPT THERAPEUTICS INC COMCOM2183521022,665443,549SH DFND1443,54900
CORCEPT THERAPEUTICS INC COMCOM218352102111,924SH DFND1 21,92400
CORE LABORATORIES N V COMCOMN2271710724,980219,211SH DFND1218,7480463
CORE MARK HOLDING CO INCCOM2186811048,540144,146SH DFND1144,14600
CORE MOLDING TECHNOLOGIES INCCOM21868310095341,751SH DFND141,75100
CORELOGIC INCCOM21871D10319,955502,795SH DFND1501,19701,598
CORENERGY INFRASTRUCTURE TRUCOM21870U205923146,055SH DFND1138,62007,435
CORENERGY INFRASTRUCTURE TRUCOM21870U2054687SH DFND1 268700
CORESITE REALTY CORPCOM21870Q1057,903173,931SH DFND1173,93100
CORIUM INTERNATIONAL INCCOM21887L1078600SH DFND1 260000
CORIUM INTERNATIONAL INCCOM21887L10751937,913SH DFND137,91300
CORMEDIX INCCOM21900C100727187,424SH DFND1187,42400
CORNERSTONE ONDEMAND INCCOM21925Y10310,610304,897SH DFND1304,89700
CORNING INC COMCOM219350105196,5959,983,934SH DFND19,965,818018,116
CORPORATE OFFICE PPTYS TR SH BEN INTSH BEN INT22002T10816,884717,273SH DFND1717,27300
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40723,758718,225SH DFND1718,1080117
CORRECTIONS CORP AMER NEW COM NEWCOM NEW22025Y40713397SH DFND1 239700
CORVEL CORP COMCOM2210061093,348104,573SH DFND1104,57300
CORVEL CORP COMCOM2210061096211SH DFND1 221100
COSI INCCOM NEW22122P200281140,099SH DFND1140,09900
COSTAR GROUP INC COMCOM22160N10938,454191,071SH DFND1190,9250146
COSTCO WHSL CORP NEW COMCOM22160K10518137SH DFND1 213700
COSTCO WHSL CORP NEW COMCOM22160K105479,8193,559,441SH DFND13,554,96304,478
COTY INCCOM CL A22207020312,846401,833SH DFND1401,755078
COUPONS.COMCOM22265J1021,234114,394SH DFND1114,39400
COUSINS PPTYS INC COMCOM22279510616,4071,580,705SH DFND11,580,70500
COVANTA HOLDING CORPCOM22282E10216,054757,648SH DFND1756,07501,573
COVENANT TRANS INC CL ACL A22284P1051,71768,542SH DFND168,54200
COVENANT TRANS INC CL ACL A22284P1051465,833SH DFND1 25,83300
COVISINT CORPCOM22357R103690211,040SH DFND1211,04000
COWEN GROUP INCCL A2236221013,988623,180SH DFND1623,18000
CPI AEROSTRUCTURES INCCOM NEW12591930823823,822SH DFND123,82200
CRA INTERNATIONAL INCCOM12618T1051,78664,085SH DFND164,08500
CRACKER BARREL OLD COUNTRY STOCOM22410J10626,669178,797SH DFND1178,6670130
CRAFT BREWERS ALLIANCE INCCOM22412210166359,962SH DFND159,96200
CRANE CO COMCOM224399105651,113SH DFND1 21,11300
CRANE CO COMCOM22439910517,033290,028SH DFND1289,1820846
CRAWFORD & CO CL BCL B2246331071,059125,675SH DFND1125,67500
CRAY INC COMCOM NEW2252233047,566256,399SH DFND1256,39900
CREDICORP LTDCOMSTK22328783,67826,818SH DFND126,81800
CREDIT ACCEP CORP MICH COMCOM22531010116,94068,813SH DFND168,81300
CREDIT SUISSE ASST INCOME FDCOM224916106480150,142PRN DFND1 2150,14200
CREDIT SUISSE GROUP SPONSORED ADRSPONSORED ADR225401108973,515SH DFND1 23,51500
CREDIT SUISSE GROUP SPONSORED ADRSPONSORED ADR22540110831411,391SH DFND15,96005,431
CREE INC COMCOM22544710117,558674,567SH DFND1673,8190748
CREE INC COMCOM225447101762,954SH DFND1 22,95400
CRESTWOOD EQUITY PARTNERS LPUNIT LTD PARTNER2263441095313,015SH DFND1 213,01500
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610620916,070SH DFND116,07000
CRH PLC -SPONSORED ADRADR12626K20336713,068SH DFND16,72006,348
CRITEO SA - SPON ADRSPONS ADS2267181042184,580SH DFND1 24,58000
CRITEO SA - SPON ADRSPONS ADS22671810480516,906SH DFND116,90600
CRM 0 1/4 04/01/18NOTE 0.250% 4/079466LAD63,6463,000,000PRN DFND1 23,000,00000
CROCS INCCOM227046109191,315SH DFND1 21,31500
CROCS INCCOM2270461097,250492,888SH DFND1492,88800
CROSS CTRY HEALTHCARE INCCOM227483104191,558SH DFND1 21,55800
CROSS CTRY HEALTHCARE INCCOM2274831042,378187,585SH DFND1187,58500
CROSSROADS SYS INC COMCOM NEW22765D2095133,683SH DFND133,68300
CROWN CASTLE INTL CORP COMCOM22822V101212,3152,649,259SH DFND12,646,69902,560
CROWN HOLDINGS INCCOM22836810640,776771,200SH DFND1770,9850215
CROWN MEDIA HLDGS INC CL ACL A2284111041,358300,530SH DFND1300,53000
CRYOLIFE INC COMCOM2289031001,830162,249SH DFND1162,24900
CSG SYS INTL INC COMCOM12634910911,232354,780SH DFND1354,78000
CSG SYS INTL INC COMCOM12634910962719,820SH DFND1 219,82000
CSS INDS INC COMCOM1259061072688,876SH DFND1 28,87600
CSS INDS INC COMCOM1259061071,74157,556SH DFND157,55600
CST BRANDS INCCOM12646R10516,735428,452SH DFND1427,9800472
CSX CORP COMCOM126408103246,0257,550,523SH DFND17,530,543019,980
CTC MEDIA INCCOM12642X10611651,302SH DFND151,30200
CTC MEDIA INCCOM12642X10617878,441SH DFND1 278,44100
CTI BIOPHARMA CORPCOM12648L1065729,307SH DFND1 229,30700
CTI BIOPHARMA CORPCOM12648L1061,799922,831SH DFND1922,83100
CTPARTNERS EXECUTIVE SEARCOM22945C1054231,067SH DFND131,06700
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F1003,58849,413SH DFND149,41300
CTS CORP COMCOM1265011053,937204,312SH DFND1204,31200
CU BANCORPCOM1265341061,41263,747SH DFND163,74700
CUBESMART COM22966310928,4051,226,475SH DFND11,226,47500
CUBIC CORP COMCOM2296691066,192130,156SH DFND1130,15600
CUI GLOBAL INCCOM NEW126576206516102,145SH DFND1102,14500
CULLEN FROST BANKERS INC COMCOM22989910925,128319,778SH DFND1319,730048
CULP INC COMCOM230215105421,364SH DFND1 21,36400
CULP INC COMCOM2302151051,96363,339SH DFND163,33900
CUMBERLAND PHARMACEUTICALSCOM23077010934247,884SH DFND147,88400
CUMMINS INC COMCOM23102110618142SH DFND1 214200
CUMMINS INC COMCOM231021106167,5481,279,761SH DFND11,277,94501,816
CUMULUS MEDIA INC CL ACL A2310821081,648812,199SH DFND1812,19900
CURIS INC COMCOM2312691012,109637,287SH DFND1637,28700
CURTISS WRIGHT CORP COMCOM23156110125,198347,851SH DFND1347,85100
CUSHING RENAISSANCE FUND/THECOM23164710831816,620PRN DFND1 216,62000
CUSTOMERS BANCORP INCCOM23204G100692,599SH DFND1 22,59900
CUSTOMERS BANCORP INCCOM23204G1002,16980,684SH DFND180,68400
CUTERA INCCOM2321091081,26281,553SH DFND181,55300
CVB FINL CORP COMCOM12660010511,614659,568SH DFND1659,56800
CVENT INCCOM23247G1093,033117,652SH DFND1117,65200
CVR ENERGY INCCOM12662P1084,078108,357SH DFND1104,87203,485
CVR ENERGY INCCOM12662P10826711SH DFND1 271100
CVS HEALTH CORPCOM126650100937,2828,954,246SH DFND18,939,594014,652
CVSL INCCOM NEW12665T2062722,725SH DFND122,72500
CYAN INCCOM23247W104594113,530SH DFND1113,53000
CYBER-ARK SOFTWARE LTD/ISRAELSHSM2682V1086149,783SH DFND19,78300
CYBERONICS INC COMCOM23251P10214,656246,491SH DFND1246,49100
CYBEROPTICS CORP COMCOM23251710221921,701SH DFND121,70100
CYCLACEL PHARMACEUTICALS INCCOM NEW23254L3066986,393SH DFND186,39300
CYNOSOSURE INC-CLASS ACL A2325772055,620145,684SH DFND1145,68400
CYPRESS SEMICONDUCTOR CORP COMCOM23280610923,0751,962,193SH DFND11,958,74303,450
CYRUSONE INCCOM23283R1008,964304,391SH DFND1304,39100
CYS INVESTMENTS INCCOM12673A1087,220934,028SH DFND1928,37805,650
CYTEC INDS INC COMCOM23282010024,565405,845SH DFND1405,802043
CYTOKINETICS INC COMCOM NEW23282W6051,320196,478SH DFND1196,47800
CYTORI THERAPEUTICS INCCOM23283K105390700,848SH DFND1700,84800
CYTOSORBENTS CORPCOM NEW23283X206781127,344SH DFND1127,34400
CYTRX CORP COM NEWCOM PAR $.0012328285091,040279,782SH DFND1279,78200
D R HORTON INC COMCOM23331A10970,8172,593,497SH DFND12,590,65202,845
DAILY JOURNAL CORPCOM2339121042781,419SH DFND11,41900
DAILY JOURNAL CORPCOM23391210424126SH DFND1 212600
DAKOTA PLAINS HOLDINGS INCCOM234255107259217,925SH DFND1217,92500
DAKTRONICS INC COMCOM2342641094,379369,225SH DFND1369,22500
DANA CORPCOM23582520531,2011,516,095SH DFND11,516,09500
DANA CORPCOM23582520523711,554SH DFND1 211,55400
DANAHER CORP DEL COMCOM235851102411,2834,814,941SH DFND14,808,22806,713
DARA BIOSCIENCES INCCOM PAR $23703P3042831,100SH DFND131,10000
DARDEN RESTAURANTS INC COMCOM23719410561871SH DFND1 287100
DARDEN RESTAURANTS INC COMCOM23719410571,9681,014,379SH DFND11,011,76602,613
DARLING INTL INC COMCOM23726610114,290974,781SH DFND1974,78100
DATALINK CORP COMCOM2379341041,063118,956SH DFND1118,95600
DATAWATCH CORP COM NEWCOM NEW23791720827940,043SH DFND140,04300
DAVE & BUSTER'S ENTERTAINMENTCOM2383371095,029139,348SH DFND1139,34800
DAVITA INC COMCOM23918K1082122,675SH DFND1 22,67500
DAVITA INC COMCOM23918K108110,5491,393,767SH DFND11,392,69701,070
DAWSON GEOPHYSICAL COCOM23936010051,227SH DFND1 21,22700
DAWSON GEOPHYSICAL COCOM23936010046498,733SH DFND198,73300
DCT INDUSTRIAL TRUST INCCOM NEW23315320420,684657,904SH DFND1657,90400
DEALERTRACK TECHNOLOGIES INCCOM24230910218,780299,093SH DFND1299,09300
DEAN FOODS CO NEW COMCOM NEW2423702039,051559,798SH DFND1559,79800
DEAN FOODS CO NEW COMCOM NEW242370203271,674SH DFND1 21,67400
DECKERS OUTDOOR CORP COMCOM243537107921,287SH DFND1 21,28700
DECKERS OUTDOOR CORP COMCOM24353710719,961277,364SH DFND1277,331033
DEERE & CO COMCOM244199105253,3412,615,573SH DFND12,611,43204,141
DEL FRISCO'S RESTAURANT GROUP, LLCCOM2450771022,830151,942SH DFND1151,94200
DELCATH SYSTEMS INCCOM NEW24661P4013839,792SH DFND139,79200
DELEK US HOLDINGS INCCOM2466471011002,716SH DFND1 22,71600
DELEK US HOLDINGS INCCOM24664710116,291442,465SH DFND1442,3080157
DELPHI AUTOMOTIVE PLCSHSG27823106194,4112,289,287SH DFND12,288,3610926
DELTA AIR LINES INCCOM NEW247361702250,3936,105,799SH DFND16,101,86803,931
DELTA APPAREL INC COMCOM24736810327219,033SH DFND119,03300
DELTA NATURAL GAS CO INCCOM24774810647723,773SH DFND123,77300
DELTIC TIMBER CORP COMCOM2478501004,63468,515SH DFND168,51500
DELUXE CORP COMCOM2480191011452,340SH DFND1 22,34000
DELUXE CORP COMCOM24801910126,295424,121SH DFND1424,12100
DEMAND MEDIA INCCOM NEW24802N20817727,957SH DFND1 227,95700
DEMAND MEDIA INCCOM NEW24802N20835255,379SH DFND153,74201,637
DEMANDWARE INCCOM24802Y10514,331201,626SH DFND1201,62600
DENBURY RES INC COM NEWCOM NEW247916208689108,368SH DFND1 2108,36800
DENBURY RES INC COM NEWCOM NEW24791620813,2102,077,130SH DFND12,073,38303,747
DENNY'S CORPORATION COMCOM24869P1046,246538,067SH DFND1538,06700
DENTSPLY INTL INC NEW COMCOM24903010758,8881,144,542SH DFND11,144,3460196
DEPOMED INCCOM2499081048,013373,403SH DFND1373,40300
DERMA SCIENCES INCCOM PAR $.01249827502719,923SH DFND1 29,92300
DERMA SCIENCES INCCOM PAR $.01249827502865120,904SH DFND1120,90400
DERMIRA INCCOM24983L1041,50485,709SH DFND185,70900
DESCARTES SYSTEMS GROUP INCCOM24990610841125,662SH DFND125,66200
DESTINATION MATERNITY CORPCOM25065D10087074,651SH DFND174,65100
DESTINATION XL GROUP INCCOM25065K1041,246248,776SH DFND1248,77600
DEVELOPERS DIVERSIFIED RLTY COMCOM23317H10233,1302,142,975SH DFND12,142,97500
DEVON ENERGY CORP NEW COMCOM25179M103185,4493,123,322SH DFND13,117,78305,539
DEVON ENERGY CORP NEW COMCOM25179M10318309SH DFND1 230900
DEVRY INC DEL COMCOM251893103481,604SH DFND1 21,60400
DEVRY INC DEL COMCOM25189310315,544518,498SH DFND1518,49800
DEX MEDIA INCCOM25213A1074156,531SH DFND155,5590972
DEXCOM INCCOM25213110734,758434,585SH DFND1434,58500
DEXCOM INCCOM252131107931,168SH DFND1 21,16800
DHT 4 1/2 10/01/19DEBT 4.500%10/023335SAB25,9215,000,000PRN DFND1 25,000,00000
DHT HOLDINGS INCSHS NEWY2065G1214,252547,329SH DFND1547,32900
DIAGEO P L C SPON ADR NEWSPON ADR NEW25243Q2051,0138,738SH DFND14,17404,564
DIAMOND FOODS INCCOM2526031054,998159,294SH DFND1159,29400
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R207104525SH DFND1 252500
DIAMOND HILL INVESTMENT GRP INCOM NEW25264R2073,82219,143SH DFND119,14300
DIAMOND OFFSHORE DRILLING I COMCOM25271C10213,676530,897SH DFND1530,822075
DIAMOND RESORTS INTERNATIONAL INCCOM25272T10410,026317,808SH DFND1317,80800
DIAMOND RESORTS INTERNATIONAL INCCOM25272T104561,794SH DFND1 21,79400
DIAMONDBACK ENERGY INCCOM25278X10928,743381,314SH DFND1381,239075
DIAMONDBACK ENERGY INCCOM25278X109821,100SH DFND1 21,10000
DIAMONDROCK HOSPITALITY COCOM25278430119,4831,520,991SH DFND11,520,99100
DIANA CONTAINERSHIPS INCCOMY2069P1014019,212SH DFND119,21200
DICE HOLDINGS INCCOMSTK2530171072,304259,188SH DFND1259,18800
DICERNA PHARMACEUTICALS INCCOM2530311081,30493,529SH DFND193,52900
DICK'S SPORTING GOODS INCCOM25339310233,522647,853SH DFND1647,764089
DICK'S SPORTING GOODS INCCOM2533931028157SH DFND1 215700
DIEBOLD INC COMCOM25365110313,863396,101SH DFND1395,9010200
DIGI INTL INC COMCOM2537981021,377144,272SH DFND1144,27200
DIGIMARC CORP COMCOM25381B1012,31851,354SH DFND151,35400
DIGIRAD CORP COMCOM25382710921048,513SH DFND148,51300
DIGITAL ALLY INCCOM NEW25382P20821015,179SH DFND115,17900
DIGITAL REALTY TRUST INCCOM25386810364,135962,328SH DFND1961,6860642
DIGITAL TURBINE INCCOM NEW25400W102612202,935SH DFND1202,93500
DIGITALGLOBE INCCOM NEW25389M87711,602417,506SH DFND1417,50600
DILLARDS INC CL ACL A25406710119,511185,484SH DFND1185,2880196
DILLARDS INC CL ACL A2540671012182,079SH DFND1 22,07900
DIME CMNTY BANCSHARES COMCOM2539221084,238250,233SH DFND1250,23300
DINEEQUITY INCCOM25442310611,809119,179SH DFND1119,17900
DINEEQUITY INCCOM25442310616163SH DFND1 216300
DIODES INC COMCOM2545431016,075251,978SH DFND1251,97800
DIPEXIUM PHARMACEUTICALS INCCOM25456J10413810,901SH DFND110,90100
DIPLOMAT PHARMACY INCCOM25456K1019,117203,749SH DFND1203,74900
DIRECTV GROUP INC/THECOM25490A3091,56116,825SH DFND1 216,82500
DIRECTV GROUP INC/THECOM25490A309364,7483,938,602SH DFND13,935,13203,470
DISCOVER FINANCIAL SVCS INCCOM254709108594SH DFND1 29400
DISCOVER FINANCIAL SVCS INCCOM254709108210,3873,658,205SH DFND13,654,23303,972
DISCOVERY COMMUNICATIONS-CCOM SER C25470F30268,0172,192,496SH DFND12,192,1480348
DISCOVERY HOLDING CO-ACOM SER A25470F10442,9081,292,458SH DFND11,289,54502,913
DISCOVERY HOLDING CO-ACOM SER A25470F10420604SH DFND1 260400
DISCOVERY LABORATORIES INC COMCOM NEW254668403310456,410SH DFND1456,41000
DISH NETWORK CORPCL A25470M1091,15517,060SH DFND1 217,06000
DISH NETWORK CORPCL A25470M10981,1201,198,878SH DFND11,198,1440734
DISNEY WALT CO COM DISNEYCOM DISNEY2546871061,397,72312,270,147SH DFND112,246,088024,059
DIVERSICARE HEALTHCARE SERVICESCOM25510410117713,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDINGS, INCCOM25532M10516344,008SH DFND144,00800
DIXIE GROUP INC CL ACL A25551910059756,859SH DFND156,85900
DOCUMENT SECURITY SYSTEMSCOM25614T10126101,604SH DFND1101,60400
DOLBY LABORATORIES INC-CL ACOM25659T10710,261258,602SH DFND1258,60200
DOLLAR GEN CORP COMCOM256677105185,6072,392,171SH DFND12,388,82903,342
DOLLAR TREE INC COMCOM256746108131,4301,667,102SH DFND11,665,16901,933
DOLLAR TREE INC COMCOM2567461081551,969SH DFND1 21,96900
DOMINION RES INC VA NEW COMCOM25746U109309,3284,635,037SH DFND14,630,29604,741
DOMINION RES INC VA NEW COMCOM25746U10919288SH DFND1 228800
DOMINO'S PIZZA INCCOM25754A20134,348302,896SH DFND1302,6650231
DOMINO'S PIZZA INCCOM25754A201104921SH DFND1 292100
DOMTAR INC COMCOM NEW2575592031603,876SH DFND1 23,87600
DOMTAR INC COMCOM NEW25755920317,152414,312SH DFND1412,29302,019
DONALDSON INC COMCOM25765110925,127701,873SH DFND1701,87300
DONEGAL GROUP INC-CL ACL A25770120177751,062SH DFND151,06200
DONNELLEY R R & SONS CO COMCOM25786710119110,974SH DFND1 210,97400
DONNELLEY R R & SONS CO COMCOM25786710122,6351,298,665SH DFND11,289,64609,019
DORCHESTER MINERALS LPCOM UNIT25820R10524711,570SH DFND111,57000
DORIAN LPG LTDSHS USDY2106R11031819,085SH DFND119,08500
DORMAN PRODUCTS INCCOM2582781009,227193,614SH DFND1193,61400
DOT HILL SYS CORP COMCOM25848T109162,640SH DFND1 22,64000
DOT HILL SYS CORP COMCOM25848T1092,673436,905SH DFND1436,90500
DOUGLAS DYNAMICS INCCOM25960R1052,958137,746SH DFND1135,95301,793
DOUGLAS EMMETT INCCOM25960P10918683SH DFND1 268300
DOUGLAS EMMETT INCCOM25960P10927,5091,021,138SH DFND11,020,5630575
DOVER CORP COMCOM26000310889,2661,274,461SH DFND11,271,89302,568
DOVER CORP COMCOM260003108871,241SH DFND1 21,24100
DOVER DOWNS GAMING & ENTMT COMCOM2600951042830,139SH DFND130,13900
DOVER MOTORSPORTS INC COMCOM2601741077232,679SH DFND132,67900
DOW CHEM CO COMCOM260543103461,8049,042,046SH DFND19,022,384019,662
DR PEPPER SNAPPLE GROUP INCCOM26138E109120,7341,659,169SH DFND11,656,45702,712
DRAGONWAVE INCCOM26144M103918,041SH DFND118,04100
DREAMWORKS ANIMATION SKG-ACL A26153C10312,077457,825SH DFND1457,780045
DRESSER-RAND GROUP INCCOM26160810335,485416,596SH DFND1416,59600
DREW INDS INC COM NEWCOM NEW26168L20554931SH DFND1 293100
DREW INDS INC COM NEWCOM NEW26168L2059,157157,827SH DFND1157,82700
DRIL-QUIP INC COMCOM2620371041211,610SH DFND1 21,61000
DRIL-QUIP INC COMCOM26203710432,455431,301SH DFND1431,269032
DRYSHIPS INCSHSY2109Q101129214,864SH DFND1214,86400
DS HEALTHCARE GROUPCOM23336Q10913052,113SH DFND152,11300
DSP GROUP INC COMCOM23332B1061,497145,004SH DFND1145,00400
DST SYS INC DEL COMCOM23332610732,236255,883SH DFND1255,0980785
DSW INC-CLASS ACL A23334L102852,566SH DFND1 22,56600
DSW INC-CLASS ACL A23334L10214,943447,821SH DFND1447,0660755
DTE ENERGY CO COMCOM2333311071051,407SH DFND1 21,40700
DTE ENERGY CO COMCOM233331107106,6121,431,148SH DFND11,423,79807,350
DTS INCCOM23335C1011234,055SH DFND1 24,05500
DTS INCCOM23335C1013,932128,985SH DFND1128,98500
DU PONT E I DE NEMOURS & CO COMCOM2635341091342,210SH DFND1 22,21000
DU PONT E I DE NEMOURS & CO COMCOM263534109433,0927,141,689SH DFND17,131,365010,324
DUCOMMUN INC DEL COMCOM2641471091,60362,481SH DFND162,48100
DUKE ENERGY CORP COMCOM NEW26441C2041932,746SH DFND1 22,74600
DUKE ENERGY CORP COMCOM NEW26441C204390,4705,539,964SH DFND15,527,569012,395
DUKE REALTY CORP COM NEWCOM NEW26441150546,0372,480,344SH DFND12,478,91401,430
DUN & BRADSTREET CORP DEL N COMCOM26483E10034,490283,252SH DFND1282,9540298
DUNKIN' BRANDS GROUP INCCOM26550410031,248568,153SH DFND1568,077076
DUPONT FABROS TECHNOLOGY INCCOM26613Q10614,952507,715SH DFND1507,4590256
DURECT CORP COMCOM2666051041,548647,822SH DFND1647,82200
DXP ENTERPRISES INCCOM NEW2333774073,70479,667SH DFND179,66700
DYAX CORP COMCOM26746E10325,869976,194SH DFND1976,19400
DYCOM INDS INC COMCOM26747510111,836201,125SH DFND1201,12500
DYNAMIC MATERIALS CORPCOM26788810583275,720SH DFND175,72000
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582014,189178,839SH DFND1178,83900
DYNEGY INCCOM26817R108138SH DFND1 23800
DYNEGY INCCOM26817R10819,102653,077SH DFND1653,07700
DYNEX CAPITAL INCCOM NEW26817Q5062,822370,421SH DFND1356,091014,330
E M C CORP MASS COMCOM26864810226310,000SH DFND1 210,00000
E M C CORP MASS COMCOM268648102410,25315,576,157SH DFND115,549,757026,400
E*TRADE FINANCIAL CORPCOM NEW26924640171,1782,381,071SH DFND12,379,34801,723
EAGLE BANCORP INCCOM2689481068,613195,936SH DFND1195,93600
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A12721130,275SH DFND130,27500
EAGLE MATERIALS INCCOM26969P10821,209277,863SH DFND1277,86300
EAGLE MATERIALS INCCOM26969P10840536SH DFND1 253600
EAGLE PHARMACEUTICALS INCCOM2697961085,27565,240SH DFND165,24000
EAGLE ROCK ENERGY PARTNERSUNIT26985R10412349,074SH DFND149,07400
EARTHLINK INC COMCOM27033X10133344,539SH DFND1 244,53900
EARTHLINK INC COMCOM27033X1014,876651,128SH DFND1643,67807,450
EAST WEST BANCORP INC COMCOM27579R10440,561904,984SH DFND1902,68402,300
EASTERLY GOVERNMENT PROPERTYCOM27616P1031,777111,634SH DFND1111,63400
EASTERN COMPANY (THE)COM27631710441822,598SH DFND122,59800
EASTERN VA BANKSHARES INC COMCOM2771961017011,142SH DFND111,14200
EASTGROUP PPTY INC COMCOM27727610113,943247,969SH DFND1247,96900
EASTGROUP PPTY INC COMCOM277276101661,187SH DFND1 21,18700
EASTMAN CHEM CO COMCOM277432100101,2301,239,541SH DFND11,239,1920349
EASTMAN KODAK COCOM NEW27746140625315,078SH DFND115,07800
EATON CORP PLCSHSG29183103242,5553,601,228SH DFND13,595,74205,486
EATON VANCE CORP COM NON VTGCOM NON VTG278265103257SH DFND1 25700
EATON VANCE CORP COM NON VTGCOM NON VTG27826510325,055640,733SH DFND1640,4560277
EBAY INC COMCOM278642103546,9199,096,138SH DFND19,081,584014,554
EBIX INCCOM NEW2787152066,089186,736SH DFND1186,73600
ECHELON CORP COMCOM27874N105118147,690SH DFND1147,69000
ECHO GLOBAL LOGISTICS INCCOM27875T1014,986152,678SH DFND1152,67800
ECHO THERAPEUTICS INCCOM NEW27876L2068752,333SH DFND152,33300
ECHOSTAR CORPCL A27876810613,206271,285SH DFND1271,250035
ECLIPSE RESOURCES CORPCOM27890G1001,438273,423SH DFND1273,42300
ECOLAB INC COMCOM278865100229,6102,034,855SH DFND12,033,60701,248
ECOLOGY INCCOM91732J1026,695137,426SH DFND1137,42600
EDGEWATER TECHNOLOGY INC COMCOM28035810223732,548SH DFND132,54800
EDISON INTL COMCOM281020107142,8182,574,681SH DFND12,569,43105,250
EDISON INTL COMCOM2810201071041,885SH DFND1 21,88500
EDUCATION REALTY TRUST INCCOM NEW28140H20311,272359,446SH DFND1359,44600
EDWARDS LIFESCIENCES CORP COMCOM28176E108136956SH DFND1 295600
EDWARDS LIFESCIENCES CORP COMCOM28176E108134,453945,669SH DFND1944,9130756
EGAIN COMMUNICATIONS COMCOM NEW28225C80631663,248SH DFND163,24800
EGALET CORPORATIONCOM28226B10441128,547SH DFND128,54700
EHEALTH INCCOM28238P1091,497118,028SH DFND1118,02800
EHEALTH INCCOM28238P1097555SH DFND1 255500
EL PASO ELEC CO COM NEWCOM NEW2836778548,673250,241SH DFND1250,24100
EL POLLO LOCO HOLDINGS INCCOM2686031071,89891,690SH DFND191,69000
ELBIT SYSTEMS LTDORDM3760D101961,230SH DFND1 21,23000
ELBIT SYSTEMS LTDORDM3760D1011,09714,029SH DFND114,02900
ELDORADO RESORTS INCCOM28470R1021,214155,290SH DFND1155,29000
ELECTRO RENT CORP COMCOM2852181031,318121,379SH DFND1121,37900
ELECTRO SCIENTIFIC INDS COMCOM285229100723137,193SH DFND1137,19300
ELECTROMED INCCOM2854091083418,483SH DFND118,48300
ELECTRONIC ARTS INC COMCOM2855121093575,369SH DFND1 25,36900
ELECTRONIC ARTS INC COMCOM285512109178,2542,685,348SH DFND12,681,93403,414
ELECTRONICS FOR IMAGING INC COMCOM28608210213,096300,999SH DFND1300,99900
ELEPHANT TALK COMMUNICATIONSCOM NEW286202205177454,847SH DFND1454,84700
ELEVEN BIOTHERAPEUTICS INCCOM28622110613146,487SH DFND146,48700
ELIZABETH ARDEN INC COMCOM28660G1062,336163,826SH DFND1163,82600
ELLIE MAE INCCOM28849P10011,472164,380SH DFND1164,38000
ELLIE MAE INCCOM28849P100871,254SH DFND1 21,25400
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810745131,604SH DFND1 231,60400
ELLINGTON RESIDENTIAL MORTGAGECOM SHS BEN INT28857810751536,073SH DFND136,07300
ELLIS PERRY INTL INC COMCOM2888531041,87578,887SH DFND178,88700
ELLSWORTH GROWTH AND INCOME FUCOM2890741061,265143,346PRN DFND1 2143,34600
EMAGIN CORP COMCOM NEW29076N20617365,621SH DFND165,62100
EMC INS GROUP INC COMCOM2686641091,29351,591SH DFND151,59100
EMCOR GROUP INC COMCOM29084Q10017,880374,308SH DFND1374,30800
EMCORE CORP COMCOM NEW2908462031,027170,635SH DFND1170,63500
EMERALD OIL INCCOMSTK29101U4077016,535SH DFND116,53500
EMERGENT BIOSOLUTIONSCOM29089Q10536811,178SH DFND1 211,17800
EMERGENT BIOSOLUTIONSCOM29089Q1056,501197,316SH DFND1197,1300186
EMERSON ELEC CO COMCOM291011104290,7605,255,996SH DFND15,245,538010,458
EMERSON ELEC CO COMCOM29101110433602SH DFND1 260200
EMERSON RADIO CORPCOM NEW2910872035548,121SH DFND148,12100
EMMIS COMMUNICATIONS CORP CL ACL A291525103114114,727SH DFND1114,72700
EMPIRE DIST ELEC CO COMCOM2916411085,764264,435SH DFND1264,43500
EMPIRE RESORTS INCCOM NEW29205220649897,847SH DFND197,84700
EMPIRE TRUST REALTY TRUSTCL A29210410611,707686,252SH DFND1686,25200
EMPLOYERS HOLDINGS INCCOM2922181044,703206,478SH DFND1206,47800
ENANTA PHARMACEUTICALS INCCOM29251M1064,21393,653SH DFND193,65300
ENBRIDGE INCCOMSTK246614911,338245,629SH DFND1245,62900
ENCANA CORPCOMSTK27931932,489228,880SH DFND1228,88000
ENCORE CAPITAL GROUP INCCOM2925541026,455151,047SH DFND1151,04700
ENCORE WIRE CORP COMCOM2925621055,160116,505SH DFND1116,50500
ENDO PHARMACEUTICALS HLDGS COMSHSG30401106129,3981,627,755SH DFND11,626,31501,440
ENDO PHARMACEUTICALS HLDGS COMSHSG304011062162,713SH DFND1 22,71300
ENDOCYTE INCCOM29269A1021,208232,939SH DFND1232,93900
ENDOLOGIX INCCOM29266S1066,562427,799SH DFND1427,79900
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B10516785SH DFND1 278500
ENDURANCE INTERNATIONAL GROUP HOLDINGS INCCOM29272B1057,947384,665SH DFND1384,66500
ENDURANCE SPECIALTY HOLDINGSSHSG303971062173,311SH DFND1 23,31100
ENDURANCE SPECIALTY HOLDINGSSHSG3039710621,303324,260SH DFND1324,26000
ENERGEN CORP COMCOM29265N10830,445446,020SH DFND1445,8450175
ENERGIZER HLDGS INC COMCOMSTK29272W10912,134356,009SH DFND1355,8720137
ENERGIZER HLDGS INC COMCOMSTK29272W1094,692138SH DFND1 213800
ENERGOUS CORPCOM29272C10327735,983SH DFND135,98300
ENERGY FUELS INCCOM NEW29267170813831,046SH DFND131,04600
ENERGY RECOVERY INC-REDHCOM29270J100655239,116SH DFND1239,11600
ENERGY XXI (BERMUDA)USD UNRS SHSG100821401,485564,831SH DFND1564,83100
ENERNOC INC -REDHCOM292764107484,995SH DFND1 24,99500
ENERNOC INC -REDHCOM2927641071,575162,446SH DFND1162,44600
ENERSYS INC COMCOM29275Y10218,508263,322SH DFND1263,32200
ENGILITY HOLDINGS INCCOM29286C1072,787110,810SH DFND1110,81000
ENGLOBAL CORPCOM2933061068462,308SH DFND162,30800
ENI S P A SPONSORED ADRSPONSORED ADR26874R10849914,030SH DFND13,341010,689
ENNIS BUSINESS FORMS INC COMCOM2933891023,102166,887SH DFND1164,12402,763
ENNIS BUSINESS FORMS INC COMCOM29338910219010,246SH DFND1 210,24600
ENOVA INTERNATIONALCOM29357K1035,528295,949SH DFND1295,94900
ENPHASE ENERGY INCCOM29355A1071,144150,437SH DFND1150,43700
ENPRO INDS INC COMCOM29355X1078,191143,153SH DFND1143,15300
ENSCO INTL INC COMSHS CLASS AG3157S10641418,596SH DFND1 218,59600
ENSCO INTL INC COMSHS CLASS AG3157S10643,0141,935,137SH DFND11,934,00101,136
ENSERVCO CORPCOM29358Y10211677,749SH DFND177,74900
ENSIGN GROUP INC-REDHCOM29358P1017,491146,714SH DFND1146,71400
ENSTAR GROUP LTDSHSG3075P10111,32073,062SH DFND173,06200
ENTEGRIS INC COMCOM29362U10412,995891,947SH DFND1891,94700
ENTELLUS MEDICAL INCCOM29363K10590935,139SH DFND135,13900
ENTERCOM COMMUNICATIONS COR CL ACL A2936391001,307114,461SH DFND1114,46100
ENTERGY CORP NEW COMCOM29364G103115,9991,648,157SH DFND11,640,72607,431
ENTEROMEDICS INC-REDHCOM NEW29365M208161261,020SH DFND1261,02000
ENTERPRISE BANCORP INC/MACOM29366810974431,758SH DFND131,75800
ENTERPRISE FINANCIAL SERVICECOM2937121052,582113,416SH DFND1113,41600
ENTERTAINMENT GAMING ASIA INCCOM PAR $0.00129383V3052812,537SH DFND112,53700
ENTRAVISION COMMUNICATIONS CL ACL A29382R1072,830343,956SH DFND1343,95600
ENVESTNET INCCOM29404K1068,723215,766SH DFND1215,76600
ENVISION HEALTHCARE HOLDINGS INCCOM29413U10339,6371,004,627SH DFND11,004,3960231
ENVIVIO INCCOM29413T10611862,312SH DFND162,31200
ENZO BIOCHEM INC COMCOM294100102478157,821SH DFND1157,82100
ENZON PHARMACEUTICALS INCCOM293904108219182,578SH DFND1182,57800
EOG RES INC COMCOM26875P101367,9964,211,789SH DFND14,204,76007,029
EP ENERGY CORP-CL ACL A2687851022,632206,778SH DFND1206,760018
EPAM SYSTEMS INCCOM29414B10414,258200,173SH DFND1200,17300
EPIQ SYS INC COMCOM26882D1093,486206,550SH DFND1206,55000
EPIRUS BIOPHARMACEUTICALS INCCOM29428P10742774,947SH DFND174,94700
EPIZYME INCCOM29428V1043,834159,767SH DFND1159,76700
EPLUS INC COMCOM2942681074115,366SH DFND1 25,36600
EPLUS INC COMCOM2942681073,56646,524SH DFND146,52400
EPR PROPERTIESCOM SH BEN INT26884U10918,315334,348SH DFND1334,34800
EPR PROPERTIES S-C 5 3/4PFD C CNV 5.75%26884U2086,543285,000PRN DFND1 2285,00000
EQIX4 3/4 06/15/16NOTE 4.750% 6/129444UAH939,10312,350,000PRN DFND1 212,350,00000
EQT CORPCOM26884L10997,6781,203,216SH DFND11,202,07501,141
EQUIFAX INC COMCOM29442910590,747936,538SH DFND1936,3410197
EQUINIX INCCOM PAR $0.00129444U700115,546455,795SH DFND1455,1000695
EQUITY COMMONWEALTH REITCOM SH BEN INT29462810224,351948,638SH DFND1948,63800
EQUITY LIFESTYLE PROPERTIES INCCOM29472R10833,200631,420SH DFND1631,369051
EQUITY ONE COMCOM29475210015,187650,700SH DFND1650,70000
EQUITY RESIDENTIALSH BEN INT29476L107238,9603,411,089SH DFND13,408,97502,114
ERA GROUP INCCOM26885G1092,549124,489SH DFND1124,48900
ERBA DIAGNOSTICS INCCOM29490B10111954,497SH DFND154,49700
ERICKSON INCCOM29482P10015936,668SH DFND136,66800
ERICSSON L M TEL CO ADR CL B SEK10ADR B SEK 102948216081,113106,663SH DFND1101,70904,954
ERIE INDTY CO CL ACL A29530P10213,271161,707SH DFND1161,1370570
EROS INTERNATIONAL PLCSHS NEWG3788M11458523,325SH DFND123,0460279
ESCALADE INC COMCOM2960561041,04356,736SH DFND156,73600
ESCALERA RESOURCES COCOM296064108829,947SH DFND129,94700
ESCO TECHNOLOGIES INC COMCOM2963151045,787154,707SH DFND1154,70700
ESPERION THERAPEUTICS INCCOM29664W1057,79095,289SH DFND195,28900
ESSA BANCORP INC -REDHCOM29667D10453341,488SH DFND141,48800
ESSENT GROUP LTDCOMG3198U10211,431417,971SH DFND1417,97100
ESSENT GROUP LTDCOMG3198U102371,370SH DFND1 21,37000
ESSEX PPTY TR INC COMCOM297178105131,146618,186SH DFND1617,4790707
ESSEX RENTAL CORPCOM2971871063846,734SH DFND146,73400
ESTERLINE TECHNOLOGIES CORP COMCOM29742510017,463183,167SH DFND1183,16700
ESTERLINE TECHNOLOGIES CORP COMCOM29742510041438SH DFND1 243800
ETABLISSEMENTS DELHAIZE FRER S-ADRSPONSORED ADR29759W1011035,000SH DFND1 25,00000
ETABLISSEMENTS DELHAIZE FRER S-ADRSPONSORED ADR29759W1011326,414SH DFND12,80803,606
ETHAN ALLEN INTERIORS INC COMCOM2976021044,117156,321SH DFND1156,32100
EURONET WORLDWIDE INC COMCOM29873610919,254312,062SH DFND1312,06200
EV ENERGY PARTNERS LP -REDHCOM UNITS26926V10717215,080SH DFND115,08000
EVERBANK FINANCIAL CORPCOM29977G10210,730546,059SH DFND1546,05900
EVERCORE PARTNERS INCCLASS A29977A105661,227SH DFND1 21,22700
EVERCORE PARTNERS INCCLASS A29977A10511,981222,045SH DFND1222,04500
EVEREST RE GROUP LTD COMCOMG3223R10849,638272,888SH DFND1272,7860102
EVERSOURCE ENERGYCOM30040W108115,5082,548,587SH DFND12,546,00602,581
EVERTEC INCCOM30040P1038,450397,879SH DFND1397,87900
EVERYDAY HEALTH INCCOM30041510662649,058SH DFND149,05800
EVINE LIVE INCCL A300487105936348,292SH DFND1348,29200
EVOKE PHARMA INCCOM30049G1048215,864SH DFND115,86400
EVOLUTION PETROLEUM CORPCOM30049A107989150,199SH DFND1150,19900
EVOLVING SYS INC COMCOM NEW30049R20932536,353SH DFND136,35300
EXACT SCIENCES CORP COMCOM30063P10517,281581,088SH DFND1581,08800
EXACTECH INCCOM30064E1091,58175,941SH DFND175,94100
EXAMWORKS GROUP INCCOM30066A1058,535218,301SH DFND1218,30100
EXAR CORP COMCOM3006451082,679273,968SH DFND1273,96800
EXCEL TRUST INCCOM30068C1096,041383,116SH DFND1383,11600
EXCEL TRUST INCCOM30068C10931520,000SH DFND1 220,00000
EXCO RESOURCES INCCOM26927940243,440SH DFND1 23,44000
EXCO RESOURCES INCCOM2692794021,177998,132SH DFND1996,51901,613
EXELIXIS INC COMCOM30161Q1044,3331,152,467SH DFND11,152,46700
EXELIXIS INC COMCOM30161Q1043980SH DFND1 298000
EXELON CORP COMCOM30161N101215,6106,875,591SH DFND16,869,16706,424
EXLSERVICE HOLDINGS INCCOM3020811048,071233,425SH DFND1233,42500
EXONE CO/THECOM30210410475668,149SH DFND168,14900
EXPEDIA INCCOM NEW30212P30390,066825,229SH DFND1823,75001,479
EXPEDITORS INTL WASH INC COMCOM30213010973,8841,605,486SH DFND11,605,0880398
EXPONENT INCCOM30214U1027,035157,120SH DFND1157,12000
EXPRESS INCCOM30219E10311644SH DFND1 264400
EXPRESS INCCOM30219E10311,701646,150SH DFND1646,15000
EXPRESS SCRP INC COMCOM30219G108515,0795,802,582SH DFND15,794,43008,152
EXTENDED STAY AMERICAUNIT 99/99/9999B30224P2006,222331,515SH DFND1331,51500
EXTERRAN HOLDINGS INCCOM30225X10313,488413,116SH DFND1413,11600
EXTERRAN PARTNERS LPCOM UNITS30225N10541818,606SH DFND118,60600
EXTRA SPACE STORAGE INCCOM30225T10254,954843,014SH DFND1841,50401,510
EXTRA SPACE STORAGE INCCOM30225T10210157SH DFND1 215700
EXTREME NETWORKS INC COMCOM30226D1062841SH DFND1 284100
EXTREME NETWORKS INC COMCOM30226D1061,567582,776SH DFND1582,77600
EXXON MOBIL CORP COMCOM30231G1022,849,37234,312,303SH DFND134,273,303039,000
EZCHIP SEMICONDUCTOR LTDORDM4146Y10816010,067SH DFND110,06700
EZCORP INC-CL ACL A NON VTG3023011062,395322,439SH DFND1322,43900
EZCORP INC-CL ACL A NON VTG30230110619826,724SH DFND1 226,72400
F M C CORP COM NEWCOM NEW30249130353,8921,027,680SH DFND11,027,4540226
F M C CORP COM NEWCOM NEW30249130317340SH DFND1 234000
F5 NETWORKS INC COMCOM31561610276,203634,297SH DFND1633,8830414
FABRINETSHSG3323L1003,445183,937SH DFND1183,93700
FACEBOOK INC -ACL A30303M1021,474,57117,225,551SH DFND117,202,675022,876
FACTSET RESH SYS INC COMCOM30307510538,320235,807SH DFND1235,1500657
FAIR ISAAC INCCOM30325010416,885186,004SH DFND1186,00400
FAIRCHILD SEMICONDUCTOR INT CL ACOM303726103211,255SH DFND1 21,25500
FAIRCHILD SEMICONDUCTOR INT CL ACOM30372610315,250877,494SH DFND1877,49400
FAIRPOINT COMMUNICATIONS INCCOM NEW3055603022,750150,970SH DFND1150,97000
FAIRWAY GROUP HOLDINGS CORP CLASS ACL A30603D109497139,754SH DFND1139,75400
FALCONSTOR SOFTWARE INC COMCOM306137100236148,616SH DFND1148,61600
FAMILY DLR STORES INC COMCOM30700010986611,000SH DFND1 211,00000
FAMILY DLR STORES INC COMCOM30700010961,467781,471SH DFND1780,9140557
FAMOUS DAVES AMER INC COMCOM30706810662331,107SH DFND131,10700
FARMER BROS CO COMCOM3076751081,06045,117SH DFND145,11700
FARMERS CAP BK CORP COMCOM3095621061,11639,261SH DFND139,26100
FARMERS NATL BANC CORPCOM30962710765779,667SH DFND179,66700
FARMLAND PARTNERS INCCOM31154R10936130,412SH DFND130,41200
FARO TECHNOLOGIES INCCOM3116421024,874104,369SH DFND1104,36900
FASTENAL CO COMCOM31190010492,0672,186,966SH DFND12,184,76802,198
FATE THERAPEUTICS INCCOM31189P10250477,947SH DFND177,94700
FBL FINL GROUP INC CL ACL A30239F1063,80065,845SH DFND165,1000745
FBR CAPITAL MRKTS CORP -REDHCOM NEW30247C40090639,196SH DFND139,19600
FCB FINANCIAL HOLDINGS-CL ACL A30255G1032,49978,616SH DFND178,61600
FEDERAL AGRIC MTG CORP CL CCL C313148306602,086SH DFND1 22,08600
FEDERAL AGRIC MTG CORP CL CCL C3131483062,13073,315SH DFND173,31500
FEDERAL MOGUL CORPCOM3135494043,102273,365SH DFND1273,36500
FEDERAL REALTY INVT TR SH BEN INT NEWSH BEN INT NEW31374720664,892506,869SH DFND1506,3550514
FEDERAL SIGNAL CORP COMCOM313855108493,304SH DFND1 23,30400
FEDERAL SIGNAL CORP COMCOM3138551086,347425,706SH DFND1425,70600
FEDERATED INVS INC PA CL BCL B31421110317,939535,665SH DFND1533,09502,570
FEDERATED NATIONAL HOLDING COCOM31422T1014,925203,516SH DFND1203,51600
FEDEX CORP COMCOM31428X106365,7672,150,632SH DFND12,147,78802,844
FEI CO COMCOM30241L10921,639260,931SH DFND1260,93100
FELCOR LODGING TR INC COMCOM31430F10111,0841,121,951SH DFND11,121,95100
FEMALE HEALTH COMPANY COMCOM31446210214982,850SH DFND182,85000
FERRO CORP COMCOM3154051008,396500,379SH DFND1500,37900
FIBROCELL SCIENCE INCCOM NEW315721209984186,871SH DFND1186,87100
FIBROGEN INCCOM31572Q8082,615111,308SH DFND1111,30800
FIDELITY & GUARANTY LIFECOM3157851051,64569,648SH DFND169,64800
FIDELITY NATIONAL INFORMATION SERVICESCOM31620M106139,5482,262,511SH DFND12,258,59003,921
FIDELITY NATL CORP GA COMCOM3163941051,786102,412SH DFND1102,41200
FIESTA RESTAURANT GROUP - W/ICOM31660B1018,341166,820SH DFND1166,82000
FIFTH THIRD BANCORP COMCOM316773100144,5196,953,943SH DFND16,945,17608,767
FINANCIAL ENGINES INCCOM31748510018,991447,063SH DFND1447,06300
FINANCIAL ENGINES INCCOM31748510093522,013SH DFND1 222,01300
FINANCIAL INSTNS INC COMCOM3175854042,06583,152SH DFND183,15200
FINISAR COMCOM NEW31787A50712,065675,194SH DFND1675,19400
FINISAR COMCOM NEW31787A5079544SH DFND1 254400
FINISH LINE INC CL ACL A3179231004155SH DFND1 215500
FINISH LINE INC CL ACL A3179231008,078290,380SH DFND1290,38000
FIREEYE INCCOM31816Q1019194SH DFND1 219400
FIREEYE INCCOM31816Q10113,007266,342SH DFND1266,1570185
FIRST ACCEPTANCE CORPCOM3184571089128,734SH DFND128,73400
FIRST AMERICAN FINANCIAL - W/ICOM31847R10223,539632,602SH DFND1632,60200
FIRST BANCORP INCCOM31866P10282942,679SH DFND142,67900
FIRST BANCORP N C COMCOM3189101062,120127,103SH DFND1127,10300
FIRST BANCORP P R COMCOM NEW3186727064,375907,788SH DFND1907,78800
FIRST BUSEY CORP COMCOM3193831053,039462,560SH DFND1461,01001,550
FIRST BUSINESS FINANCIAL SERCOM3193901002555,440SH DFND15,44000
FIRST CASH FINL SVCS INC COMCOM31942D1078,230180,543SH DFND1180,54300
FIRST CASH FINL SVCS INC COMCOM31942D10713288SH DFND1 228800
FIRST CLOVER LEAF FINANCIALCOM31969M10510611,648SH DFND111,64800
FIRST CMNTY BANCSHARES INC COMCOM31983A1037410SH DFND1 241000
FIRST CMNTY BANCSHARES INC COMCOM31983A1031,73495,199SH DFND195,19900
FIRST COMWLTH FINL CORP PA COMCOM3198291075,233545,749SH DFND1545,74900
FIRST CONNECTICUT BANCORPCOM3198501031,33784,310SH DFND184,31000
FIRST CTZNS BANCSHARES INC CL ACL A31946M10314,52455,217SH DFND155,21700
FIRST DEFIANCE FINL CORP COMCOM32006W1062,03754,294SH DFND154,29400
FIRST FINANCIAL NORTHWESTCOM32022K10254143,461SH DFND143,46100
FIRST FINL BANCORP OH COMCOM3202091097,541420,350SH DFND1420,35000
FIRST FINL BANKSHARES COMCOM32020R10914,151408,521SH DFND1408,52100
FIRST FINL BANKSHARES COMCOM32020R109702,047SH DFND1 22,04700
FIRST FINL CORP IND COMCOM3202181002,51770,391SH DFND170,39100
FIRST HORIZON NATL CORP COMCOM32051710521,0801,345,264SH DFND11,339,03906,225
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10315,574831,528SH DFND1831,52800
FIRST INDUSTRIAL REALTY TRU COMCOM32054K10313725SH DFND1 272500
FIRST INTERNET BANCORPCOM32055710145518,590SH DFND118,59000
FIRST INTERSTATE BANCSYSTEM, INC.COM CL A32055Y2015,634203,131SH DFND1203,13100
FIRST LONG IS CORP COMCOM3207341061,82465,833SH DFND165,83300
FIRST MARBLEHEAD CORP/THECOM NEW32077120718832,651SH DFND132,65100
FIRST MERCHANTS CORP COMCOM3208171097,765314,403SH DFND1314,40300
FIRST MIDWEST BANCORP DEL COMCOM32086710411,095584,899SH DFND1584,89900
FIRST NBC BANK HLDG COCOM32115D1061,89652,688SH DFND152,68800
FIRST NIAGARA FINL GROUP IN COMCOM33582V10820,7262,195,632SH DFND12,195,63200
FIRST POTOMAC REALTY TRUSTCOM33610F1094,737459,976SH DFND1459,97600
FIRST REPUBLIC BANK/SAN FRANCOM33616C10047,792758,754SH DFND1758,4030351
FIRST SECURITY GROUP INC/TNCOM NEW336312202629256,754SH DFND1256,75400
FIRST SOLAR INCCOM33643310729,995639,368SH DFND1639,290078
FIRST SOLAR INCCOM33643310717371SH DFND1 237100
FIRST SOUTH BANCORP INC VA COMCOM33646W10032541,208SH DFND141,20800
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910739636,344PRN DFND1 236,34400
FIRST UTD CORP COMCOM33741H10715618,113SH DFND118,11300
FIRSTENERGY CORP COMCOM337932107108,2063,330,840SH DFND13,329,08101,759
FIRSTENERGY CORP COMCOM3379321074140SH DFND1 214000
FIRSTMERIT CORP COMCOM33791510222,3941,075,085SH DFND11,075,08500
FISERV INC COMCOM337738108165,7262,004,536SH DFND12,003,45901,077
FIVE BELOW, INCCOM33829M10113,264335,547SH DFND1335,54700
FIVE OAKS INVESTMENT CORPCOM33830W10655866,937SH DFND166,93700
FIVE PRIME THERAPEUTICS INCCOM33830X1043,216129,487SH DFND1129,48700
FIVE STAR QUALITY CARE INC COMCOM33832D1061,186247,213SH DFND1247,21300
FIVE9 INCCOM3383071018215,808SH DFND1 215,80800
FIVE9 INCCOM33830710141479,182SH DFND179,18200
FLAGSTAR BANCORP INC COMCOM PAR .0013379307052,487134,617SH DFND1134,61700
FLAMEL TECHNOLOGIES-SP ADRSPONSORED ADR33848810929313,858SH DFND113,85800
FLEETCOR TECHNOLOGIES INCCOM33904110564,934416,364SH DFND1416,1190245
FLEETMATICS GROUPCOMG355691051,91840,959SH DFND140,95900
FLEX PHARMA INCCOM33938A1051,06161,714SH DFND161,71400
FLEXION THERAPEUTICS INCOM33938J1061,45866,651SH DFND166,65100
FLEXSTEEL INDS INC COMCOM3393821034,09094,929SH DFND194,92900
FLEXSTEEL INDS INC COMCOM33938210341965SH DFND1 296500
FLEXTRONICS INTL LTD ORDORDY2573F1022,139191,112SH DFND1190,1480964
FLIR SYS INC COMCOM30244510134,7891,130,901SH DFND11,130,5130388
FLOTEK INDUSTRIES INCCOM3433891023,751299,375SH DFND1299,37500
FLOWERS FOODS INC COMCOM34349810121,4981,016,479SH DFND11,012,74303,736
FLOWSERVE CORP COMCOM34354P1051031,966SH DFND1 21,96600
FLOWSERVE CORP COMCOM34354P10555,0011,046,561SH DFND11,046,1930368
FLUIDIGM CORPCOM34385P108261,100SH DFND1 21,10000
FLUIDIGM CORPCOM34385P1084,271176,512SH DFND1176,51200
FLUOR CORP NEW COMCOM34341210262,1031,173,856SH DFND11,173,4050451
FLUOR CORP NEW COMCOM3434121021873,541SH DFND1 23,54100
FLUSHING FINL CORP COMCOM3438731054,485213,483SH DFND1213,48300
FMC TECHNOLOGIES INC COMCOM30249U101571,378SH DFND1 21,37800
FMC TECHNOLOGIES INC COMCOM30249U10180,0971,934,150SH DFND11,930,44803,702
FMSA HOLDINGS INCCOM30255X1061,629198,970SH DFND1198,97000
FNB CORP PA COMCOM30252010114,6861,025,565SH DFND11,021,52404,041
FNF GROUPFNF GROUP COM31620R30359,7791,616,995SH DFND11,616,1770818
FNFV GROUPFNFV GROUP COM31620R4028,184532,131SH DFND1532,13100
FOAMIX PHARMACEUTICALS LTDSHSM4613510528627,932SH DFND127,93200
FONAR CORP COMCOM NEW34443740535433,555SH DFND133,55500
FOOT LOCKER INC COMCOM34484910468,5381,023,336SH DFND11,022,6800656
FORBES ENERGY SERVICES LTDCOM3451431014834,996SH DFND134,99600
FORD MTR CO DELCOM PAR $0.01345370860478,62131,947,540SH DFND131,887,124060,416
FOREST CITY ENTERPRISES INC CL ACL A34555010729,0691,315,376SH DFND11,312,40202,974
FORESTAR REAL ESTATE GRP-W/ICOM3462331092,531192,364SH DFND1192,36400
FORMFACTOR INCCOM3463751083,200347,907SH DFND1347,90700
FORRESTER RESH INC COMCOM3465631092,74976,329SH DFND176,32900
FORTINET INC.COM34959E10934,188827,214SH DFND1825,30701,907
FORTUNE BRANDS HOME & SECURITY INCCOM34964C1061002,194SH DFND1 22,19400
FORTUNE BRANDS HOME & SECURITY INCCOM34964C10640,791890,829SH DFND1889,43801,391
FORUM ENERGY TECHNOLOGIES INCCOM34984V100562,790SH DFND1 22,79000
FORUM ENERGY TECHNOLOGIES INCCOM34984V1007,770383,184SH DFND1383,18400
FORWARD AIR CORP COMCOM34985310110,109193,446SH DFND1193,44600
FORWARD INDUSTRIES INC-N YCOM NEW3498623001218,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10628,128406,049SH DFND1406,04108
FOSTER L B CO COMCOM350060109137SH DFND1 23700
FOSTER L B CO COMCOM3500601092,17062,703SH DFND162,70300
FOUNDATION MEDICINE INCCOM3504651003,23995,738SH DFND195,73800
FOX CHASE BANCORP INCCOM35137T1081,10365,212SH DFND165,21200
FOX FACTORY HOLDING CORPCOM35138V102372,361SH DFND1 22,36100
FOX FACTORY HOLDING CORPCOM35138V1021,924119,670SH DFND1119,67000
FRANCE TELECOM SPONSORED ADRSPONSORED ADR68406010617311,296SH DFND18,53102,765
FRANCESCAS HOLDINGS CORPCOM3517931043,564264,599SH DFND1264,59900
FRANKLIN COVEY CO COMCOM3534691091,39668,811SH DFND168,81100
FRANKLIN ELEC INC COMCOM3535141028,568265,028SH DFND1265,02800
FRANKLIN FINANCIAL NETWORKCOM35352P10433514,637SH DFND114,63700
FRANKLIN RES INC COMCOM3546131012024,140SH DFND1 24,14000
FRANKLIN RES INC COMCOM354613101155,5023,177,687SH DFND13,177,3820305
FRANKLIN STREET PROPERTIES CCOM35471R1068,334736,877SH DFND1736,87700
FRANKS INTERNATIONAL NVCOMN334621074,010212,851SH DFND1212,0900761
FRANKS INTERNATIONAL NVCOMN3346210725613,639SH DFND1 213,63900
FREDS INC CL ACL A3561081004,266221,165SH DFND1221,16500
FREEPORT-MCMORAN COPPER & G CL BCL B35671D85720310,953SH DFND1 210,95300
FREEPORT-MCMORAN COPPER & G CL BCL B35671D857152,8168,223,242SH DFND18,211,438011,804
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10139910,000SH DFND1 210,00000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10122,474562,681SH DFND1560,95901,722
FREIGHTCAR AMERICA INCCOM3570231001,68680,764SH DFND180,76400
FREQUENCY ELECTRS INC COMCOM35801010624421,705SH DFND121,70500
FRESENIUS MEDICAL CARE AG-ADRSPONSORED ADR3580291062726,552SH DFND15,50501,047
FRESH DEL MONTE PRODUCE INC ORDORDG367381058,378216,727SH DFND1216,72700
FRESH MARKET INC/THECOM35804H1068,944278,311SH DFND1278,31100
FRESHPET INCCOM3580391052,148115,495SH DFND1115,49500
FRIEDMAN INDUSTRIES INCCOM35843510513521,701SH DFND121,70100
FRISCHS RESTAURANTS INC COMCOM35874810144813,358SH DFND113,35800
FRONTIER COMMUNICATIONS CORPCOM35906A10846,3469,380,861SH DFND19,369,122011,739
FRONTIER COMMUNICATIONS CORPCOM35906A10844590,000SH DFND1 290,00000
FRONTLINE LTDSHSG3682E12721086,371SH DFND186,37100
FRP HOLDINGS INCCOM30292L1071,02431,605SH DFND131,60500
FTD COMPANIES INCCOM30281V1083,355119,017SH DFND1119,01700
FTI CONSULTING INC COMCOM30294110911,470278,130SH DFND1278,13000
FUEL SYSTEMS SOL INC COMCOM35952W10361882,731SH DFND182,73100
FUELCELL ENERGY INC COMCOM35952H1061,5391,576,109SH DFND11,576,10900
FUEL-TECH N.V.COM359523107281128,472SH DFND1128,47200
FULL HOUSE RESORTS INCCOM3596781094024,413SH DFND124,41300
FULLER H B CO COMCOM35969410612,450306,508SH DFND1306,50800
FULTON FINL CORP PA COMCOM36027110018,0701,383,690SH DFND11,383,5770113
FURMANITE CORPCOM3610861011,706210,207SH DFND1210,20700
FUTUREFUEL CORPCOM36116M1064,461346,688SH DFND1346,68800
FX ENERGY INC COMCOM302695101272309,536SH DFND1309,53600
FXCM INC - ACOM CL A302693106322222,264SH DFND1222,26400
G & K SVCS INC CL ACL A36126810510,065145,576SH DFND1145,57600
GABELLI GLOBAL UTIL &INCM TRCOM SH BEN INT36242L10532417,923PRN DFND1 217,92300
GAIAM INC CL ACL A36268Q10351178,279SH DFND178,27900
GAIN CAPITAL HOLDINGS INCCOM36268W10010611,134SH DFND1 211,13400
GAIN CAPITAL HOLDINGS INCCOM36268W1001,756183,697SH DFND1183,69700
GALECTIN THERAPEUTICS INCCOM NEW36322520227299,851SH DFND199,85100
GALENA BIOPHARMA INCCOM3632561081,8461,086,133SH DFND11,086,13300
GALLAGHER ARTHUR J & CO COMCOM36357610943,066911,071SH DFND1909,29101,780
GALMED PHARMACEUTICALS LTDSHSM4723810627327,177SH DFND127,17700
GAMCO INVESTORS INC - ACOM3614381041,91627,899SH DFND127,89900
GAMESTOP CORP CL ACL A36467W10938898SH DFND1 289800
GAMESTOP CORP CL ACL A36467W10936,239845,231SH DFND1843,65501,576
GAMING AND LEISURE PROPERTIES INCCOM36467J10820,680564,128SH DFND1564,076052
GANNETT CO INCCOMSTK36473H1049,101651,005SH DFND1645,97805,027
GAP INC DEL COMCOM364760108481,272SH DFND1 21,27200
GAP INC DEL COMCOM36476010890,0542,363,391SH DFND12,360,51302,878
GARMIN LTD ORDSHSH2906T10945,8771,046,154SH DFND11,044,23701,917
GARTNER INC COMCOM36665110741,138479,893SH DFND1479,3770516
GAS NATURAL INCCOM36720410450348,909SH DFND148,90900
GASLOG LTDSHSG3758510971135,670SH DFND135,67000
GASTAR EXPLORATION LTDCOM36729W2021,267410,314SH DFND1410,31400
GATX CORP COMCOM36144810313,599255,879SH DFND1255,87900
GATX CORP COMCOM36144810326507SH DFND1 250700
GEEKNET INC.COM NEW36846Q20342821,483SH DFND121,48300
GENERAC HOLDINGS INCCOM36873610416,293409,894SH DFND1409,89400
GENERAL CABLE CORP DEL NEW COMCOM3693001086,012304,740SH DFND1303,38201,358
GENERAL COMMUNICATION INC CL ACL A3693851093,311194,690SH DFND1194,69000
GENERAL COMMUNICATION INC CL ACL A369385109321,908SH DFND1 21,90800
GENERAL DYNAMICS CORP COMCOM369550108364,4362,576,797SH DFND12,575,41001,387
GENERAL ELEC CO COMCOM3696041032,168,69481,778,326SH DFND181,654,7810123,545
GENERAL EMPLOYMENT ENTREPRS INCOM3697301063637,933SH DFND137,93300
GENERAL GROWTH PPTYS INC COMCOM370023103152,9055,968,464SH DFND15,964,76503,699
GENERAL GROWTH PPTYS INC COMCOM37002310318711SH DFND1 271100
GENERAL MLS INC COMCOM370334104256,7704,617,499SH DFND14,608,03509,464
GENERAL MOLY INCCOM370373102186263,664SH DFND1263,66400
GENERAL MOTORS COCOM37045V100364,15710,947,141SH DFND110,928,256018,885
GENERAL MOTORS COCOM37045V10039111,739SH DFND1 211,73900
GENESCO INC COMCOM37153210237571SH DFND1 257100
GENESCO INC COMCOM3715321029,665146,380SH DFND1146,38000
GENESEE & WYO INC CL ACL A37155910521,983288,571SH DFND1288,506065
GENESIS HEALTHCARE INCCL A COM37185X1061,060160,735SH DFND1160,73500
GENIE ENERGY LTD - BCL B37228420892988,821SH DFND188,82100
GENMARK DIAGNOSTICS INCCOM3723091042,292253,060SH DFND1253,06000
GENOCEA BIOSCIENCES INCCOM3724271041,24790,860SH DFND190,86000
GENOMIC HEALTH INCCOM37244C1013,910140,726SH DFND1140,72600
GENOMIC HEALTH INCCOM37244C10123831SH DFND1 283100
GENPACT LTDSHSG3922B10719,019891,659SH DFND1890,57101,088
GENTEX CORP COMCOM37190110943,8452,670,222SH DFND12,662,68207,540
GENTHERM INCCOM37253A1037142SH DFND1 214200
GENTHERM INCCOM37253A10311,983218,233SH DFND1218,153080
GENUINE PARTS CO COMCOM372460105105,4241,179,888SH DFND11,178,06701,821
GENVEC INCCOM NEW37246C30713264,765SH DFND164,76500
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10629,4883,901,302SH DFND13,901,212090
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10624131,948SH DFND1 231,94800
GEO GROUP INC/THECOM36162J10620,010585,799SH DFND1585,79900
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,78377,354SH DFND177,35400
GERMAN AMERN BANCORP COMCOM3738651042,12772,247SH DFND172,24700
GERON CORP COMCOM3741631034,093956,518SH DFND1956,3220196
GETTY RLTY CORP NEW COMCOM374297109664,052SH DFND1 24,05200
GETTY RLTY CORP NEW COMCOM3742971093,001183,470SH DFND1183,47000
GIBRALTAR INDUSTRIES, INCCOM3746891074,154203,950SH DFND1203,95000
GIGA TRONICS INC COMCOM3751751063319,463SH DFND119,46300
GIGAMON INCCOM37518B102792,399SH DFND1 22,39900
GIGAMON INCCOM37518B1024,588139,081SH DFND1139,08100
GIGOPTIX INCCOM37517Y10315691,853SH DFND191,85300
G-III APPAREL GROUP LTD COMCOM36237H10117,021241,954SH DFND1241,95400
GILAT SATELLITE NETWORKSSHS NEWM5147411810017,905SH DFND117,90500
GILDAN ACTIVEWEAR INCCOMSTK22546452,34771,550SH DFND171,55000
GILEAD SCIENCES INC COMCOM3755581031,44112,312SH DFND1 212,31200
GILEAD SCIENCES INC COMCOM3755581031,405,06512,023,784SH DFND112,005,997017,787
GLACIER BANCORP INC NEW COMCOM37637Q10514,554494,699SH DFND1494,69900
GLADSTONE COMMERCIAL CORPCOM3765361082,262136,641SH DFND1136,64100
GLADSTONE LAND CORPCOM37654910177274,704SH DFND174,70400
GLATFELTER COMCOM37731610410465SH DFND1 246500
GLATFELTER COMCOM3773161045,968271,406SH DFND1271,40600
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W10549911,991SH DFND1 211,99100
GLAXOSMITHKLINE PLC SPONSORED ADRSPONSORED ADR37733W1053,05773,400SH DFND153,060020,340
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G10323213,669SH DFND1 213,66900
GLOBAL BRASS & COPPER HOLDINGS INCCOM37953G1032,161127,094SH DFND1127,09400
GLOBAL CASH ACCESS INCCOM3789671033,045393,524SH DFND1393,52400
GLOBAL EAGLE ACQUISITION CORPCOM37951D1024,034309,861SH DFND1309,86100
GLOBAL INDEMNITY PLCSHSG393191011,77263,118SH DFND163,11800
GLOBAL PMTS INC COMCOM37940X10237,548362,963SH DFND1362,4640499
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P30626333,913SH DFND1 233,91300
GLOBAL POWER EQUIPMENT GROUPCOM PAR $0.0137941P30659176,204SH DFND176,20400
GLOBAL SOURCES LIMITEDORDG3930010165394,031SH DFND194,03100
GLOBALSCAPE INCCOM37940G1099629,423SH DFND129,42300
GLOBALSTAR INCCOM3789734083,5571,686,103SH DFND11,686,10300
GLOBANT SACOML4438510935611,704SH DFND111,70400
GLOBE SPECIALTY METALS INCCOM37954N2067,253409,799SH DFND1409,79900
GLOBUS MEDICAL INC- ACL A37957720811,296440,066SH DFND1440,06600
GLORI ENERGY INCCOM3796061068962,583SH DFND162,58300
GLOWPOINT INCCOM NEW3798872015770,219SH DFND170,21900
GLU MOBILE INCCOM3798901064,164670,634SH DFND1670,63400
GLYCOMIMETICS INCCOM38000Q10240851,332SH DFND151,33200
GNC HOLDINGS INC-CL ACOM CL A36191G10725,403571,119SH DFND1570,5700549
GOGO INCCOM38046C1098,016374,098SH DFND1374,09800
GOLAR LNG LTDSHSG9456A1004,20189,782SH DFND189,3990383
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10237815,334SH DFND115,33400
GOLD FIELDS LTDSPONSORED ADR38059T10651,845SH DFND1001,845
GOLD FIELDS LTDSPONSORED ADR38059T1068426,147SH DFND1 226,14700
GOLD RESOURCES CORPCOM38068T105644233,631SH DFND1233,63100
GOLD RESOURCES CORPCOM38068T10512344,811SH DFND1 244,81100
GOLDEN MINERALS COMPANYCOM38111910665186,795SH DFND1186,79500
GOLDFIELD CORPCOM381370105168101,746SH DFND1101,74600
GOLDMAN SACHS GROUP INC COMCOM38141G104693,4283,327,383SH DFND13,323,24804,135
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087946452,728SH DFND152,72800
GOODRICH PETROLEUM CORPCOM NEW382410405377203,223SH DFND1203,22300
GOODYEAR TIRE & RUBR CO COMCOM38255010172,1142,396,012SH DFND12,393,03402,978
GOOGLE INC - CCL C38259P706715SH DFND1 21500
GOOGLE INC - CCL C38259P7061,229,2762,366,185SH DFND12,363,69402,491
GOOGLE INC-CL A COMCL A38259P508815SH DFND1 21500
GOOGLE INC-CL A COMCL A38259P5081,263,6012,344,299SH DFND12,340,06304,236
GOPRO INC - CL ACL A38268T10311,265213,689SH DFND1213,608081
GORDMANS STORES INCCOM38269P10031351,188SH DFND151,18800
GORMAN RUPP CO COMCOM3830821043,205114,164SH DFND1114,16400
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A1037,176386,895SH DFND1386,89500
GP STRATEGIES CORP COMCOM36225V1043,325100,054SH DFND1100,05400
GPRE 3 1/4 10/01/18NOTE 3.250%10/0393222AD616,40311,298,000PRN DFND1 211,298,00000
GRACE W R & CO DEL NEW COMCOM38388F10840,126400,065SH DFND1400,05906
GRACO INC COMCOM38410910423,235327,126SH DFND1327,12600
GRAFTECH INTERNATIONAL LTDCOM3843131023,568719,494SH DFND1719,49400
GRAHAM CORPCOM3845561061,20458,803SH DFND158,80300
GRAHAM HOLDINGS COCOM38463710416,69925,709SH DFND125,628081
GRAINGER W W INC COMCOM384802104108,894461,075SH DFND1460,2400835
GRAMERCY PROPERTY TRUST INCCOM NEW38489R6057,677328,507SH DFND1328,50700
GRAND CANYON EDUCATION-REDHCOM38526M10613,003306,695SH DFND1306,69500
GRANITE CONSTR INC COMCOM3873281077,968224,407SH DFND1224,40700
GRANITE CONSTR INC COMCOM38732810711326SH DFND1 232600
GRAPHIC PACKAGING HOLDING COCOM388689101896,450SH DFND1 26,45000
GRAPHIC PACKAGING HOLDING COCOM38868910126,0871,872,730SH DFND11,872,1570573
GRAY TELEVISION INC COMCOM3893751065,299337,950SH DFND1337,95000
GREAT AJAX CORPCOM38983D30036425,703SH DFND125,70300
GREAT LAKES DREDGE&DOCK CORPCOM3906071092,139359,008SH DFND1359,00800
GREAT LAKES DREDGE&DOCK CORPCOM390607109549,215SH DFND1 29,21500
GREAT PLAINS ENERGY INC COMCOM39116410020,515849,140SH DFND1849,14000
GREAT SOUTHN BANCORP INC COMCOM3909051072,85567,751SH DFND167,75100
GREAT SOUTHN BANCORP INC COMCOM3909051072104,988SH DFND1 24,98800
GREAT WESTERN BANCORP INCCOM3914161046,575272,729SH DFND1272,72900
GREATBATCH INCCOM39153L10611,837219,529SH DFND1219,52900
GREEN BANCORP INCCOM39260X10049532,270SH DFND132,27000
GREEN BRICK PARTNERS INCCOM39270910168462,537SH DFND162,53700
GREEN DOT CORP - CLASS ACL A39304D1024,958259,327SH DFND1259,32700
GREEN DOT CORP - CLASS ACL A39304D102321,705SH DFND1 21,70500
GREEN PLAINS INCCOM39322210410,452379,396SH DFND1378,9750421
GREEN PLAINS INCCOM393222104501,845SH DFND1 21,84500
GREENBRIER COS INC COMCOM3936571011012,173SH DFND1 22,17300
GREENBRIER COS INC COMCOM3936571016,619141,287SH DFND1141,1680119
GREENHILL & CO INC COMCOM3952591046,583159,289SH DFND1158,7330556
GREENHUNTER ENERGY INC-REDHCOM39530A1046392,452SH DFND192,45200
GREENLIGHT CAPITAL RECLASS AG4095J1095,348183,352SH DFND1183,35200
GREIF INCCL A3976241077,112198,386SH DFND1198,1860200
GREIF INCCL A397624107671,890SH DFND1 21,89000
GRIFFIN INDUSTRIAL REALTY INCCL A3982311002848,888SH DFND18,88800
GRIFFON CORP COMCOM3984331023,919246,231SH DFND1246,23100
GRIFFON CORP COMCOM398433102704,412SH DFND1 24,41200
GRIFOLS SA-ADRSP ADR REP B NVT39843840884627,344SH DFND126,4800864
GROUP 1 AUTOMOTIVE INC COMCOM39890510915,186167,200SH DFND1167,20000
GROUPON INCCOM CL A399473107132,608SH DFND1 22,60800
GROUPON INCCOM CL A39947310712,9262,569,933SH DFND12,569,93300
GRUBHUB INCCOM4001101025,307155,787SH DFND1155,78700
GRUBHUB INCCOM4001101021243,652SH DFND1 23,65200
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B39990910022411,972SH DFND111,97200
GSE SYSTEMS INCCOM36227K1065133,536SH DFND133,53600
GSI GROUP INCCOM NEW36191C2052,861190,357SH DFND1190,35700
GSI TECHNOLOGY INCCOM36241U10640277,181SH DFND177,18100
GTT COMMUNICATIONS INCCOM36239310047019,710SH DFND119,71000
GTT COMMUNICATIONS INCCOM362393100632,656SH DFND1 22,65600
GTX INCCOM40052B108265180,678SH DFND1180,67800
GUARANTY BANCORPCOM NEW40075T6072,228134,969SH DFND1134,96900
GUESS INC COMCOM4016171051336,969SH DFND1 26,96900
GUESS INC COMCOM4016171057,421387,150SH DFND1384,87402,276
GUIDANCE SOFTWARE INCCOM401692108987116,623SH DFND1116,62300
GUIDEWIRE SOFTWARE INCCOM40171V10021,829412,413SH DFND1412,41300
GULF COAST ULTRA ROYALTY TR UNT40222T1045478,105SH DFND178,10500
GULF ISLAND FABRICATION INC COMCOM402307102343,100SH DFND1 23,10000
GULF ISLAND FABRICATION INC COMCOM40230710293583,771SH DFND183,77100
GULF RESOURCES INCCOM PAR $0.000540251W3093818,424SH DFND1 218,42400
GULF RESOURCES INCCOM PAR $0.000540251W3092311,619SH DFND111,61900
GULFMARK OFFSHORE INC COMCL A NEW4026292081,725148,747SH DFND1148,74700
GULFPORT ENERGY CORPCOM NEW40263530425,944644,595SH DFND1644,3580237
GW PHARMACEUTICALS PLC ADRADS36197T1034843,944SH DFND13,94400
GW PHARMACEUTICALS PLC ADRADS36197T103650SH DFND1 25000
GY 4.0625 12/31/39SDCV 4.062%12/3368682AN037,90316,570,000PRN DFND1 216,570,00000
H&E EQUIPMENT SERVICES INCCOM4040301083,843192,440SH DFND1192,44000
H&E EQUIPMENT SERVICES INCCOM404030108613,061SH DFND1 23,06100
HABIT RESTAURANTS INCCOM CL A40449J1032,01964,539SH DFND164,53900
HACKETT GROUP INC/THECOM4046091092,222165,492SH DFND1165,49200
HAEMONETICS CORP COMCOM40502410012,797309,407SH DFND1309,40700
HAIN CELESTIAL GROUP INC COMCOM40521710038,738588,193SH DFND1587,5450648
HALCON RESOURCES CORPCOM NEW40537Q2092,8202,431,580SH DFND12,431,58000
HALLADOR ENERGY COCOM40609P10580296,277SH DFND196,27700
HALLIBURTON CO COMCOM406216101292,5676,806,015SH DFND16,790,805015,210
HALLMARK FINL SERVICES INCCOM NEW40624Q20384774,468SH DFND174,46800
HALOZYME THERAPEUTICS INCCOM40637H109773,450SH DFND1 23,45000
HALOZYME THERAPEUTICS INCCOM40637H10915,279676,687SH DFND1676,68700
HALYARD HEALTH INC - W/ICOM40650V10011,139275,042SH DFND1275,04002
HAMPTON ROADS BANKSHARES INCCOM NEW409321502931447,795SH DFND1447,79500
HANCOCK HLDG CO COMCOM41012010917,121536,542SH DFND1535,8680674
HANDY & HARMAN LTDCOM4103151051,30937,798SH DFND137,79800
HANESBRANDS INCCOM410345102102,6913,088,251SH DFND13,083,75104,500
HANGER ORTHOPEDIC GROUP INC COM NEWCOM NEW41043F2085,109217,980SH DFND1217,98000
HANMI FINL CORP COMCOM NEW4104952044,995201,117SH DFND1201,11700
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC.COM41068X1003,788188,928SH DFND1188,92800
HANOVER INSURANCE GROUP INC/THCOM41086710519,041257,217SH DFND1255,93601,281
HANSEN MEDICAL INCCOM411307101292319,633SH DFND1319,63300
HARDINGE INC COMCOM41232430351552,385SH DFND152,38500
HARLEY DAVIDSON INC COMCOM41282210891,4001,625,249SH DFND11,622,67202,577
HARMAN INTL INDS INC COMCOM41308610964,859546,406SH DFND1545,5510855
HARMONIC INC COMCOM4131601023,939576,771SH DFND1576,77100
HARRIS & HARRIS GROUP INC CCOM4138331044014,712SH DFND114,71200
HARRIS CORP DEL COMCOM41387510574,198966,670SH DFND1965,7120958
HARRIS CORP DEL COMCOM4138751053184,141SH DFND1 24,14100
HARSCO CORP COMCOM4158641077,869476,947SH DFND1476,94700
HARTE-HANKS INC COMCOM4161961031,542258,790SH DFND1256,29102,499
HARTFORD FINL SVCS GROUP IN COMCOM416515104136,6893,294,734SH DFND13,293,06601,668
HARVARD APPARATUS REGENERATIVE TECH INCCOM41690A1063827,118SH DFND127,11800
HARVARD BIOSCIENCE INC COMCOM416906105857150,489SH DFND1150,48900
HARVEST NATURAL RESOURCES INCCOM41754V103371212,524SH DFND1212,52400
HASBRO INC COMCOM41805610768,244914,220SH DFND1913,19201,028
HATTERAS FINANCIAL CORPCOM41902R1039,125559,857SH DFND1555,69604,161
HAVERTY FURNITURE INC COMCOM419596101823,798SH DFND1 23,79800
HAVERTY FURNITURE INC COMCOM4195961013,032140,257SH DFND1140,25700
HAWAIIAN ELEC INDUSTRIES COMCOM41987010019,479655,205SH DFND1655,20500
HAWAIIAN HOLDINGS INCCOM4198791017,874331,545SH DFND1331,54500
HAWAIIAN TELCOM HOLDCO INCCOM4200311061,76067,465SH DFND167,46500
HAWKINS INCCOM4202611092,48161,449SH DFND161,44900
HAYNES INTERNATIONAL INCCOM NEW4208772013,88078,684SH DFND178,68400
HC2 HOLDINGS INCCOM4041391071,344150,221SH DFND1150,22100
HCA HOLDINGS INC.COM40412C101211,3902,334,842SH DFND12,332,97701,865
HCC INS HLDGS INC COMCOM40413210242,699555,695SH DFND1550,94404,751
HCI 3 7/8 03/15/19NOTE 3.875% 3/140416EAB95,4845,600,000PRN DFND1 25,600,00000
HCI GROUP INCCOM40416E1033,17571,819SH DFND171,739080
HCI GROUP INCCOM40416E1032184,939SH DFND1 24,93900
HCP INCCOM40414L109481,336SH DFND1 21,33600
HCP INCCOM40414L109161,1704,426,421SH DFND14,418,44207,979
HD SUPPLY HOLDINGS INCCOM40416M10531,808904,159SH DFND1902,40801,751
HEADWATERS INC COMCOM42210P1028,032440,835SH DFND1440,83500
HEALTH CARE REIT INC COMCOM42217K106217,6673,322,043SH DFND13,318,85603,187
HEALTH CARE REIT INC S-I 6 1/2PFD PER CON I42217K6015,71895,700PRN DFND1 295,70000
HEALTH INSURANCE INOVATIONS-ACOM CL A42225K10613326,772SH DFND126,77200
HEALTH NET INC COMCOM42222G10844,902700,292SH DFND1699,5760716
HEALTH NET INC COMCOM42222G10871311,134SH DFND1 211,13400
HEALTHCARE ACQUISITION CORPCOM71714G102392218,299SH DFND1218,29900
HEALTHCARE RLTY TR COMCOM42194610416,934728,057SH DFND1728,05700
HEALTHCARE SVCS GRP INC COMCOM42190610815,135457,954SH DFND1457,95400
HEALTHCARE TRUST OF AMERICACL A NEW42225P50118,476771,482SH DFND1771,48200
HEALTHEQUITY INCCOM42226A1077,202224,718SH DFND1224,71800
HEALTHSOUTH CORP COMCOM NEW42192430930,179655,216SH DFND1654,6050611
HEALTHSTREAM INCCOM42222N1034,663153,310SH DFND1153,31000
HEALTHWAYS INCCOM4222451002,733228,208SH DFND1228,20800
HEARTLAND EXPRESS INC COMCOM4223471047,309361,320SH DFND1361,32000
HEARTLAND FINANCIAL USA INCCOM42234Q1023,985107,069SH DFND1107,06900
HEARTLAND PAYMENT SYSTEMS INCOM42235N10812,089223,680SH DFND1223,68000
HEARTWARE INTERNATIONAL INCCOM4223681007,543103,775SH DFND1103,77500
HEAT BIOLOGICS INCCOM42237K10213222,034SH DFND122,03400
HECLA MNG CO COMCOM4227041065,9142,248,777SH DFND12,248,77700
HEICO CORP NEW COMCOM42280610910,495180,022SH DFND1180,02200
HEICO CORP-CL ACL A4228062089,898194,965SH DFND1194,96500
HEIDRICK & STRUGGLES INTL I COMCOM4228191022,803107,496SH DFND1106,9500546
HELEN OF TROY CORP LTD COMCOMG4388N10616,747171,783SH DFND1171,78300
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P107675,345SH DFND1 25,34500
HELIX ENERGY SOLUTIONS GROUP INCCOM42330P1077,664606,887SH DFND1606,88700
HELMERICH & PAYNE INC COMCOM42345210159,032839,941SH DFND1837,90302,038
HEMISPHERE MEDIA GROUP INC CLASS ACL A42365Q10379666,896SH DFND166,89600
HEMISPHERX BIOPHARMA INC COMCOM42366C103183897,977SH DFND1897,97700
HENRY JACK & ASSOC INC COMCOM42628110136,313561,261SH DFND1559,99401,267
HERBALIFE LTDCOM USD SHSG4412G10120,885379,121SH DFND1379,038083
HERBALIFE LTDCOM USD SHSG4412G101601,107SH DFND1 21,10700
HERCULES OFFSHORE INCCOM427093109199854,543SH DFND1854,54300
HERITAGE COMMERCE CORP COMCOM4269271091,126117,215SH DFND1117,21500
HERITAGE FINL CORP WASH COMCOM42722X1061,28142,446SH DFND142,44600
HERITAGE INSURANCE HOLDINGSCOM42727J1022219,651SH DFND1 29,65100
HERITAGE INSURANCE HOLDINGSCOM42727J1023,980173,162SH DFND1173,16200
HERITAGE OAKS BANCORPCOM42724R1071,037131,833SH DFND1131,83300
HERITAGE-CRYSTAL CLEAN-REDHCOM42726M1061,33490,782SH DFND190,78200
HERON THERAPEUTICS INCCOM4277461026,171198,050SH DFND1198,05000
HERSHA HOSPITALITY TRUSTCOMSTK4278255009,572373,360SH DFND1373,36000
HERSHEY CO/THECOM42786610833376SH DFND1 237600
HERSHEY CO/THECOM427866108103,4691,167,115SH DFND11,165,09102,024
HERTZ GLOBAL HOLDINGS, INCCOM42805T10544,0552,432,699SH DFND12,429,44903,250
HESKA CORP COMCOM RESTRC NEW42805E30696432,482SH DFND132,48200
HESS CORP COMCOM42809H107129,4351,939,188SH DFND11,936,64602,542
HEWLETT PACKARD CO COMCOM42823610357819,273SH DFND1 219,27300
HEWLETT PACKARD CO COMCOM428236103449,60715,010,100SH DFND114,996,337013,763
HEXCEL CORP NEW COMCOM42829110826,562534,029SH DFND1533,1340895
HF FINANCIAL CORPCOM404172108825,412SH DFND15,41200
HF FINANCIAL CORPCOM404172108835,513SH DFND1 25,51300
HFF INC-CLASS ACL A40418F10808SH DFND1 2800
HFF INC-CLASS ACL A40418F10811,223268,956SH DFND1268,95600
HHGREGG INC -REDHCOM42833L10822166,396SH DFND166,39600
HIBBETT SPORTS INCCOM4285671017,285156,408SH DFND1156,40800
HIGHER ONE HOLDINGS INCCOM42983D104692231,767SH DFND1231,2260541
HIGHER ONE HOLDINGS INCCOM42983D10421170,841SH DFND1 270,84100
HIGHWOODS PPTYS INC COMCOM431284108611,536SH DFND1 21,53600
HIGHWOODS PPTYS INC COMCOM43128410827,254682,206SH DFND1682,20600
HILL INTERNATIONAL INCCOM4314661011,085206,390SH DFND1206,39000
HILLENBRAND INC -SPNCOM43157110811,375370,537SH DFND1370,53700
HILL-ROM HOLDINGS INCCOM43147510218,145333,989SH DFND1332,50201,487
HILLTOP HOLDINGSCOM43274810113,805573,070SH DFND1573,07000
HILLTOP HOLDINGSCOM432748101883,678SH DFND1 23,67800
HILTON WORLDWIDE HOLDINGS INCOM43300A10478,3742,846,546SH DFND12,842,68103,865
HILTON WORLDWIDE HOLDINGS INCOM43300A10417652SH DFND1 265200
HIMAX TECHNOLOGIES INC - ADRSPONSORED ADR43289P10626833,379SH DFND133,37900
HINGHAM INSTITUTION FOR SVGSCOM43332310207SH DFND1 2700
HINGHAM INSTITUTION FOR SVGSCOM4333231021,0248,902SH DFND18,90200
HMS HOLDINGS CORPCOM40425J1019,418548,555SH DFND1548,55500
HNI CORP COMCOM4042511002354,613SH DFND1 24,61300
HNI CORP COMCOM40425110016,465321,900SH DFND1321,1460754
HOLLYFRONTIER CORPCOM43610610856913,336SH DFND1 213,33600
HOLLYFRONTIER CORPCOM43610610864,7831,518,236SH DFND11,515,34802,888
HOLLYSYS AUTOMATION TECHNOLOGISHSG4566710544718,619SH DFND118,61900
HOLOGIC INC COMCOM43644010155,1701,450,457SH DFND11,450,0810376
HOME BANCORP INCCOM43689E10749319,561SH DFND119,56100
HOME BANCSHARES INCCOM43689320014,944408,772SH DFND1408,77200
HOME DEPOT INC COMCOM4370761021,135,08610,234,295SH DFND110,217,269017,026
HOME PROPERTIES INCCOM4373061031,09515,000SH DFND1 215,00000
HOME PROPERTIES INCCOM43730610330,339415,328SH DFND1415,291037
HOMEAWAY INCCOM43739Q10016,240521,853SH DFND1521,776077
HOMEINNS HOTEL GROUPSPONSORED ADR43742E10236111,703SH DFND111,70300
HOMESTREET INCCOM43785V1023,256142,692SH DFND1142,69200
HOMETRUST BANCSHARES INCCOM4378721042,222132,630SH DFND1132,63000
HONDA MOTOR LTD SPONS ADRAMERN SHS43812830866820,627SH DFND114,85305,774
HONEYWELL INTL INC COMCOM438516106618,0716,073,327SH DFND16,062,743010,584
HOOKER FURNITURE CORPCOM4390381001,76070,120SH DFND170,12000
HOOKER FURNITURE CORPCOM43903810041316,451SH DFND1 216,45100
HOOPER HOLMES INC COMCOM43910410025134,818SH DFND1134,81800
HOPFED BANCORP INCCOM43973410422819,299SH DFND119,29900
HORACE MANN EDUCATORS CORP COMCOM44032710412,984356,901SH DFND1356,90100
HORIZON BANCORP INDIANACOM44040710482032,877SH DFND132,87700
HORIZON PHARMA PLCSHSG4617B10526,565764,691SH DFND1764,69100
HORMEL FOODS CORP COMCOM44045210059,0511,049,714SH DFND11,048,39501,319
HORNBECK OFFSHORE SERVICES COMCOM4405431063,854187,769SH DFND1187,76900
HORNBECK OFFSHORE SERVICES COMCOM440543106371,820SH DFND1 21,82000
HORSEHEAD HOLDING CORPCOM4406943054,123351,859SH DFND1351,85900
HORTONWORKS INCCOM4408941031,50259,331SH DFND159,33100
HOSPIRA INC COMCOM441060100119,0261,344,422SH DFND11,343,4690953
HOSPITALITY PPTYS TR COM SH BEN INTCOM SH BEN INT44106M10237,5111,301,577SH DFND11,298,41403,163
HOST MARRIOTT CORP NEW COMCOM44107P104149,8357,567,842SH DFND17,563,08404,758
HOUGHTON MIFFLIN HARCOURT COCOM44157R10919,161760,378SH DFND1760,37800
HOUSTON AMERICAN ENERGY CORPCOM44183U10027135,281SH DFND1135,28100
HOUSTON WIRE & CABLECOM44244K10988989,648SH DFND189,64800
HOVNANIAN ENTERPRISES INC CL ACL A4424872032,081782,518SH DFND1782,51800
HOWARD HUGHES CORPCOM44267D10729,161203,158SH DFND1203,15800
HRG GROUP INCCOM40434J1008,462650,984SH DFND1650,98400
HSBC HLDGS PLC SPON ADR NEWSPON ADR NEW4042804063,39775,812SH DFND148,022027,790
HSN INCCOM40430310914,698209,406SH DFND1209,346060
HUB GROUP INC CL ACL A4433201068,789217,876SH DFND1217,87600
HUBBELL INC CL BCL B44351020133,198306,599SH DFND1306,59900
HUBSPOT INCCOM4435731003,24665,471SH DFND165,47100
HUBSPOT INCCOM4435731001072,161SH DFND1 22,16100
HUDSON CITY BANCORP COMCOM44368310739,8344,039,090SH DFND14,038,04801,042
HUDSON CITY BANCORP COMCOM44368310725225,525SH DFND1 225,52500
HUDSON GLOBAL INCCOM44378710621192,163SH DFND192,16300
HUDSON PACIFIC PROPERTIES INCCOM44409710912,511441,017SH DFND1441,01700
HUDSON TECHNOLOGIES INCCOM444144109428122,833SH DFND1122,83300
HUGOTON RTY TR TEX UNIT BEN INUNIT BEN INT44471710210129,048SH DFND1 229,04800
HUMANA INC COMCOM4448591021,1476,000SH DFND1 26,00000
HUMANA INC COMCOM444859102213,6071,119,055SH DFND11,117,27601,779
HUNT J B TRANS SVCS INC COMCOM44565810760,769741,713SH DFND1741,687026
HUNTINGTON BANCSHARES INC COMCOM44615010474,6966,617,171SH DFND16,602,313014,858
HUNTINGTON INGALLS INDUST-WICOM44641310639,756353,105SH DFND1352,7640341
HUNTINGTON INGALLS INDUST-WICOM44641310648435SH DFND1 243500
HUNTSMAN CORPCOM447011107411,862SH DFND1 21,86200
HUNTSMAN CORPCOM44701110724,6261,115,840SH DFND11,115,7130127
HURCO COMPANIES INCCOM4473241041,95656,506SH DFND156,50600
HURON CONSULTING GROUP INCCOM4474621029,858140,649SH DFND1140,64900
HUTCHINSON TECHNOLOGY INC COMCOM448407106265155,372SH DFND1155,37200
HYATT HOTELS CORP - CL ACOM CL A44857910217,488308,490SH DFND1308,49000
HYPERION TOTAL RETURN FD INCCOM11283U10822510,077PRN DFND1 210,07700
HYSTER-YALE MATERIALSCL A4491721056,87899,290SH DFND199,29000
HYSTER-YALE MATERIALSCL A44917210505SH DFND1 2500
IAC INTERACTIVECORPCOM PAR $.00144919P50858737SH DFND1 273700
IAC INTERACTIVECORPCOM PAR $.00144919P50835,543446,186SH DFND1445,4620724
IAO KUN GROUP HOLDING CO LTDORD USD SHSG472041054419,455SH DFND119,45500
IBERIABANK CORP COMCOM4508281089132SH DFND1 213200
IBERIABANK CORP COMCOM45082810815,025220,222SH DFND1220,22200
IBIO INCCOM451033104325342,667SH DFND1342,66700
ICAD INCCOM NEW44934S20622469,140SH DFND169,14000
ICAD INCCOM NEW44934S20629089,737SH DFND1 289,73700
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001013,51640,547SH DFND140,54700
ICF INTERNATIONAL INCCOM44925C1034,175119,776SH DFND1119,77600
ICON PLCSHSG4705A1001,32719,729SH DFND119,72900
ICONIX BRAND GROUP INCCOM4510551078,460338,813SH DFND1338,81300
ICONIX BRAND GROUP INCCOM451055107672,722SH DFND1 22,72200
ICU MED INC COMCOM44930G1079,51799,496SH DFND199,49600
ID SYSTEMS INCCOM44948910331852,291SH DFND152,29100
IDACORP INC COMCOM45110710618,838335,560SH DFND1335,56000
IDACORP INC COMCOM451107106801,432SH DFND1 21,43200
IDEAL POWER INCCOM45162210417821,224SH DFND121,22400
IDENTIVE GROUP INCCOM NEW45170X20531854,097SH DFND154,09700
IDERA PHARMACEUTICALS INCCOM NEW45168K3062,132574,675SH DFND1574,67500
IDEX CORP COMCOM45167R10432,463413,121SH DFND1409,47003,651
IDEXX LABS INC COMCOM45168D10429456SH DFND1 245600
IDEXX LABS INC COMCOM45168D10435,227549,223SH DFND1548,14201,081
IDT CORP CL BCL B NEW44894750741522,974SH DFND1 222,97400
IDT CORP CL BCL B NEW4489475073,651201,967SH DFND1201,96700
IEC ELECTRS CORP NEW COMCOM44949L1058118,187SH DFND118,18700
IGATE CAPITAL CORP COMCOM45169U10511,295236,852SH DFND1236,85200
IGATE CAPITAL CORP COMCOM45169U10547610,000SH DFND1 210,00000
IGI LABORATORIES INCCOM4495751091,165184,990SH DFND1184,99000
IGNITE RESTAURANT GROUP INCCOM45173010522144,946SH DFND144,94600
IGNYTA INCCOM4517311032,342155,253SH DFND1155,25300
IHS INC-CLASS ACL A45173410749,461384,764SH DFND1384,5000264
IHS INC-CLASS ACL A45173410752412SH DFND1 241200
II VI INC COMCOM9021041086,399337,197SH DFND1337,19700
IKANG HEALTHCARE GROUP - ADRSPONSORED ADR45174L10827414,172SH DFND114,17200
IKANOS COMMUNICATIONS INCCOM NEW45173E2047837,894SH DFND137,89400
ILLINOIS TOOL WKS INC COMCOM45230810916182SH DFND1 218200
ILLINOIS TOOL WKS INC COMCOM452308109233,9332,553,861SH DFND12,552,26001,601
ILLUMINA INC COMCOM452327109175,219802,950SH DFND1801,92701,023
IMATION CORP COMCOM45245A107756186,353SH DFND1186,35300
IMAX CORP COMCOM45245E1092,08751,837SH DFND151,83700
IMAX CORP COMCOM45245E1095127SH DFND1 212700
IMMERSION CORP COMCOM4525211072,631207,729SH DFND1207,72900
IMMUNE DESIGN CORPCOM45252L1031,14555,458SH DFND155,45800
IMMUNOGEN INC COMCOM45253H1018,217571,468SH DFND1571,46800
IMMUNOMEDICS INC COMCOM4529071082,218546,521SH DFND1546,52100
IMPAC MTG HLDGS INC COMCOM NEW45254P50892148,145SH DFND148,14500
IMPAX LABORATORIES INCCOM45256B10120,621449,067SH DFND1449,06700
IMPAX LABORATORIES INCCOM45256B101731,604SH DFND1 21,60400
IMPERIAL HOLDINGS INCCOM45283410447782,555SH DFND182,55500
IMPERIAL OIL LTDCOMSTK24542413,23184,731SH DFND184,73100
IMPERVA INCCOM45321L10010,313152,339SH DFND1152,33900
IMPERVA INCCOM45321L100901,333SH DFND1 21,33300
IMPRIVATA INCCOM45323J10344527,258SH DFND127,25800
IMS HEALTH HOLDINGS INCCOM44970B10920,146657,306SH DFND1657,247059
IMUNOCELLULAR THERAPEUTICSCOM452536105207439,847SH DFND1439,84700
INC RESEARCH HOLDINGS INC - ACL A45329R1094,869121,378SH DFND1121,37800
INCONTACT INCCOM45336E1093,584363,147SH DFND1363,14700
INCYTE INCCOM45337C10299,177952,263SH DFND1950,30801,955
INCYTE INCCOM45337C1021091,051SH DFND1 21,05100
INDEPENDENCE CONTRACT DRILLING INC.COM45341530947753,847SH DFND153,84700
INDEPENDENCE HLDG CO NEW COM NEWCOM NEW45344030749037,221SH DFND137,22100
INDEPENDENCE REALTY TRUST INCCOM45378A1061,217161,665SH DFND1161,66500
INDEPENDENT BANK CORP MASS COMCOM4538361088,067172,062SH DFND1172,06200
INDEPENDENT BANK CORP MICH COMCOM NEW4538386091,974145,600SH DFND1145,60000
INDEPENDENT BANK GROUP INCCOM45384B1061,79441,824SH DFND141,82400
INDUSTRIAL SVCS OF AMERICACOM4563141036416,066SH DFND116,06600
INFINERA CORP -REDHCOM45667G10317811SH DFND1 281100
INFINERA CORP -REDHCOM45667G10316,879804,531SH DFND1804,53100
INFINITY PHARMACEUTICALS INC COMCOM45665G3033,544323,699SH DFND1322,54101,158
INFINITY PHARMACEUTICALS INC COMCOM45665G30335232,195SH DFND1 232,19500
INFINITY PROPERTY & CASUALTYCOM45665Q1035,43871,716SH DFND171,71600
INFOBLOX INCCOM45672H1048,063307,634SH DFND1307,63400
INFOBLOX INCCOM45672H1041003,829SH DFND1 23,82900
INFORMATICA CORP COMCOM45666Q10229,180602,026SH DFND1601,0540972
INFORMATICA CORP COMCOM45666Q10248410,000SH DFND1 210,00000
INFORMATION SERVICES GROUPCOM45675Y104561117,536SH DFND1117,53600
INFOSONICS CORPCOM45678410711141,938SH DFND141,93800
INFRAREIT INCCOM45685L1003,682129,859SH DFND1129,85900
INFUSYSTEM HOLDINGS INCCOM45685K10214846,642SH DFND146,64200
ING CLARION GLOBL RE INCM FDCOM12504G10034042,835PRN DFND1 242,83500
ING GROUP N V SPONSORED ADRSPONSORED ADR45683710380248,417SH DFND130,072018,345
INGERSOLL-RAND COMPANY LTD CL ASHSG47791101140,9952,095,429SH DFND12,091,21404,215
INGERSOLL-RAND COMPANY LTD CL ASHSG477911011041,554SH DFND1 21,55400
INGLES MKTS INC CL ACL A4570301042956,178SH DFND1 26,17800
INGLES MKTS INC CL ACL A4570301047,156149,809SH DFND1149,80900
INGRAM MICRO INC CL ACL A45715310422,435896,346SH DFND1894,17502,171
INGREDION INCCOM45718710234,206428,603SH DFND1427,01001,593
INLAND REAL ESTATE CORPORATIONCOM NEW4574612006,970740,014SH DFND1740,01400
INNERWORKINGS INC -REDHCOM45773Y1051,493223,984SH DFND1223,98400
INNODATA ISOGEN CORPCOM NEW45764220520076,375SH DFND176,37500
INNOPHOS HOLDINGS INC -REDHCOM45774N10837710SH DFND1 271000
INNOPHOS HOLDINGS INC -REDHCOM45774N1087,002133,031SH DFND1132,8680163
INNOSPEC INCCOM45768S1058,171181,423SH DFND1181,42300
INNOVATIVE SOLUTIONS & SUPP COMCOM45769N10519659,599SH DFND159,59900
INOGEN INCCOM45780L1044,832108,358SH DFND1108,35800
INOTEK PHARMACEUTICALS CORPCOM45780V10214529,609SH DFND129,60900
INOVALON HOLDINGS INC - ACOM CL A45781D1013,728133,634SH DFND1133,594040
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,426419,900SH DFND1419,90000
INPHI CORPCOM45772F1071647,175SH DFND1 27,17500
INPHI CORPCOM45772F1073,806166,517SH DFND1166,51700
INSIGHT ENTERPRISES INC COMCOM45765U1037,485250,257SH DFND1250,25700
INSIGHT ENTERPRISES INC COMCOM45765U103973,256SH DFND1 23,25600
INSIGNIA SYS INC COMCOM45765Y1057828,672SH DFND128,67200
INSMED INC COM NEWCOM PAR $.014576693079,819402,122SH DFND1402,12200
INSPERITY INCCOM45778Q10711,145218,969SH DFND1218,5850384
INSPERITY INCCOM45778Q10756711,159SH DFND1 211,15900
INSPIREMD INCCOM NEW45779A3092798,457SH DFND198,45700
INSTALLED BUILDING PRODUCTSCOM45780R1012,506102,406SH DFND1102,40600
INSTEEL INDUSTRIES INC COMCOM45774W1082,001107,040SH DFND1107,04000
INSTITUTIONAL FINANCIAL MARKETCOM45779L1073323,694SH DFND123,69400
INSULET CORP -REDHCOM45784P10110,825349,374SH DFND1349,37400
INSYS THERAPEUTICS INCCOM NEW45824V2095,303147,634SH DFND1147,3160318
INSYS THERAPEUTICS INCCOM NEW45824V20922631SH DFND1 263100
INTEGRA LIFESCIENCES HLDGS COM NEWCOM NEW45798520810,879161,496SH DFND1161,49600
INTEGRATED DEVICE TECHNOLOG COMCOM45811810660327,826SH DFND1 227,82600
INTEGRATED DEVICE TECHNOLOG COMCOM45811810625,0861,156,049SH DFND11,156,04900
INTEGRATED ELECTRICAL SVC COMCOM45811E30144362,526SH DFND162,52600
INTEGRATED SILICON SOLUTION COMCOM45812P10726512,000SH DFND1 212,00000
INTEGRATED SILICON SOLUTION COMCOM45812P1074,087184,638SH DFND1184,63800
INTEL CORP COMCOM458140100591,963SH DFND1 21,96300
INTEL CORP COMCOM4581401001,231,63440,567,968SH DFND140,509,674058,294
INTELIQUENT INCCOM45825N1078,320452,186SH DFND1452,18600
INTELIQUENT INCCOM45825N10778642,741SH DFND1 242,74100
INTELLI-CHECK INC COMCOM NEW45817G2011511,261SH DFND111,26100
INTELSAT SACOML5140P1011,329134,037SH DFND1134,03700
INTER PARFUMS INC COMCOM4583341094,063119,747SH DFND1119,74700
INTERACTIVE BROKERS GRPCOM45841N10714,502348,944SH DFND1347,40601,538
INTERACTIVE BROKERS GRPCOM45841N1075132SH DFND1 213200
INTERACTIVE INTELLIGENCE IN GROUPCOM45841V1094,828108,573SH DFND1108,57300
INTERCEPT PHARMACEUTICALS INCCOM45845P10820,15483,499SH DFND183,480019
INTERCLOUD SYSTEMS INCCOM NEW458488202299112,685SH DFND1112,68500
INTERCONTINENTALEXCHANGE GROUPCOM45866F104194,741872,638SH DFND1871,7240914
INTERCONTL HOTELS GROUP PLC-ADRSPON ADR NEW201445857P5092035,023SH DFND11,03403,989
INTERDIGITAL INCCOM45867G10118,699328,692SH DFND1328,4310261
INTERDIGITAL INCCOM45867G10167111,804SH DFND1 211,80400
INTERFACE INC CL ACOM45866530410,282410,476SH DFND1410,47600
INTERMOLECULAR INCCOM45882D10914372,823SH DFND172,82300
INTERNAP CORPCOM PAR $.00145885A3003,167342,443SH DFND1342,44300
INTERNATIONAL BANCSHARES CO COMCOM45904410311,048411,199SH DFND1411,19900
INTERNATIONAL BUSINESS MACHINES INCCOM4592001011,186,3697,307,864SH DFND17,299,71708,147
INTERNATIONAL BUSINESS MACHINES INCCOM45920010122136SH DFND1 213600
INTERNATIONAL FLAVORS&FRAGR COMCOM45950610168,152624,859SH DFND1624,5640295
INTERNATIONAL SHIPHOLDING C COM NEWCOM NEW46032120120932,886SH DFND132,88600
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352016,278171,221SH DFND1171,22100
INTERNATIONAL SPEEDWAY CORP CL ACL A4603352014116SH DFND1 211600
INTERPHASE CORP COMCOM4605931061722,543SH DFND122,54300
INTERPUBLIC GROUP COS INC COMCOM46069010060,5923,150,842SH DFND13,149,58301,259
INTERPUBLIC GROUP COS INC COMCOM46069010018944SH DFND1 294400
INTERSECT ENT INCCOM46071F1033,140109,709SH DFND1109,70900
INTERSECTIONS INCCOM46098130117958,572SH DFND158,57200
INTERSIL CORP CL ACL A46069S10910,695854,995SH DFND1852,01502,980
INTERVAL LEISURE GROUPCOM46113M1085,866256,732SH DFND1256,73200
INTERXON CORPCOM46122T10210,616217,551SH DFND1217,55100
INTEST CORP COMCOM46114710015736,180SH DFND136,18000
INTEVAC INC COMCOM461148108617105,493SH DFND1105,49300
INTL FCSTONE INCCOM46116V10586426,020SH DFND1 226,02000
INTL FCSTONE INCCOM46116V1055,149154,913SH DFND1154,91300
INTL PAPER CO COMCOM46014610347510,000SH DFND1 210,00000
INTL PAPER CO COMCOM460146103153,8763,239,893SH DFND13,236,69103,202
INTRA-CELLULAR THERAPIES INCCOM46116X1015,271164,990SH DFND1164,99000
INTRALINKS HOLDINGS INCCOM46118H1042,769232,525SH DFND1232,52500
INTRAWEST RESORTS HOLDINGS ICOM46090K1091,287110,800SH DFND1110,80000
INTREPID POTASH INCCOM46121Y1024,081341,869SH DFND1341,86900
INTREPID POTASH INCCOM46121Y1023274SH DFND1 227400
INTUIT COMCOM461202103226,5222,252,137SH DFND12,249,45802,679
INTUITIVE SURGICAL INC COMCOM NEW46120E602143,012295,746SH DFND1295,3970349
INUVO INC.COM NEW46122W204326106,848SH DFND1106,84800
INVACARE CORP COMCOM4612031013,907180,670SH DFND1180,67000
INVENSENSE INCOM46123D2056,906457,404SH DFND1457,40400
INVENTERGY GLOBAL INCCOM46123X102723,240SH DFND123,24000
INVENTURE GROUP INCCOM4612121021,203118,554SH DFND1118,55400
INVESCO MORTGAGE CAPITALCOM46131B100463,261SH DFND1 23,26100
INVESCO MORTGAGE CAPITALCOM46131B10010,412727,100SH DFND1719,63507,465
INVESCO PLCSHSG491BT108127,0073,394,401SH DFND13,387,67406,727
INVESCO PLCSHSG491BT10818491SH DFND1 249100
INVESTMENT TECHNOLOGY GRP N COMCOM46145F1058,964361,483SH DFND1361,48300
INVESTMENT TECHNOLOGY GRP N COMCOM46145F105431,766SH DFND1 21,76600
INVESTORS BANCORP INCCOM46146L10126,0082,114,543SH DFND12,114,54300
INVESTORS REAL ESTATE TR SH BEN INTSH BEN INT4617301035,587782,610SH DFND1782,61000
INVESTORS TITLE CO COMCOM4618041064576,448SH DFND16,44800
INVITAE CORPCOM46185L1031,47899,344SH DFND199,34400
ION GEOPHYSICAL CORP COMCOM4620441084845,400SH DFND1 245,40000
ION GEOPHYSICAL CORP COMCOM462044108801749,239SH DFND1749,23900
IPASS INCCOM46261V108381363,343SH DFND1363,34300
IPC THE HOSPITALIST CO-REDHCOM44984A1055,973107,842SH DFND1107,84200
IPG PHOTONICS CORP -REDHCOM44980X10918,160213,215SH DFND1212,7120503
IPG PHOTONICS CORP -REDHCOM44980X10917205SH DFND1 220500
IRDM 6 3/4 12/31/49PERP PFD CNV B46269C40915,39646,200PRN DFND1 246,20000
IRIDEX CORP COMCOM46268410116520,021SH DFND120,02100
IRIDIUM COMMUNICATIONS INCCOM46269C1024,752522,858SH DFND1522,85800
IROBOT CORPCOM4627261005,900185,095SH DFND1185,09500
IRON MTN INC PA COMCOM46284V10150,8171,642,238SH DFND11,641,14701,091
IRON MTN INC PA COMCOM46284V1012126,841SH DFND1 26,84100
IRONWOOD PHARMACEUTICALSCOM CL A46333X1089,286770,033SH DFND1770,03300
IRONWOOD PHARMACEUTICALSCOM CL A46333X1082222SH DFND1 222200
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G1031,18024,583PRN DFND119,07305,510
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822417716,000PRN DFND116,00000
ISHARES MSCI EMERGING MKT INMSCI EMG MKT ETF4642872345,514139,186PRN DFND1102,806036,380
ISHARES MSCI USA MIN VOLATILITYUSA MIN VOL ETF46429B6975,042125,057PRN DFND1125,05700
ISHARES TR RUSSELL 1000RUS 1000 ETF4642876226005,175PRN DFND15,17500
ISIS PHARMACEUTICALS INC COMCOM46433010940,767708,792SH DFND1707,79001,002
ISIS PHARMACEUTICALS INC COMCOM46433010917301SH DFND1 230100
ISLE OF CAPRI CASINOS INC COMCOM4645921043,950217,651SH DFND1217,65100
ISLE OF CAPRI CASINOS INC COMCOM46459210450527,865SH DFND1 227,86500
ISORAY INCCOM46489V104360243,771SH DFND1243,77100
ISRAMCO INCCOM NEW4651414067125,163SH DFND15,16300
ISTAR FINANCIAL INCCOM45031U1016,973523,557SH DFND1523,55700
ITC HOLDINGS CORPCOM46568510528,408882,812SH DFND1882,81200
ITERIS INCCOM46564T10711263,460SH DFND163,46000
ITRON INC COMCOM4657411068,567248,777SH DFND1248,77700
ITT EDUCATIONAL SERVICES IN COMCOM45068B1095213,211SH DFND1 213,21100
ITT EDUCATIONAL SERVICES IN COMCOM45068B10934988,126SH DFND188,12600
ITT INDS INC IND COMCOM NEW45091120121,262508,181SH DFND1508,18100
IXIA COMCOM45071R1094,877392,063SH DFND1392,06300
IXYS CORP COMCOM46600W1063,209209,771SH DFND1209,77100
J & J SNACK FOODS CORP COMCOM46603210910,76397,260SH DFND197,26000
J2 GLOBAL INCCOM48123V10219,693289,859SH DFND1289,6590200
JA SOLAR HOLDINGS CO LTD-ADRSPON ADR REP5ORD46609020611313,306SH DFND113,30600
JABIL CIRCUIT INC COMCOM46631310324,9201,170,517SH DFND11,163,42307,094
JABIL CIRCUIT INC COMCOM46631310317839SH DFND1 283900
JACK IN THE BOX INC COMCOM46636710927,176308,267SH DFND1308,26700
JACOBS ENGR GROUP INC DEL COMCOM46981410742,4921,048,077SH DFND11,047,980097
JACOBS ENGR GROUP INC DEL COMCOM469814107852,094SH DFND1 22,09400
JAKKS PAC INC COMCOM47012E1061,164117,777SH DFND1117,77700
JAMBA INCCOM NEW47023A3091,54299,602SH DFND199,60200
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R1072,722105,234SH DFND1105,23400
JAMES RIVER GROUP HOLDINGS LTDCOMG5005R107702,728SH DFND1 22,72800
JANUS CAPITAL GROUP INCCOM47102X10514,732860,558SH DFND1860,1580400
JANUS CAPITAL GROUP INCCOM47102X105181,107SH DFND1 21,10700
JARDEN CORP COMCOM47110910850,765981,651SH DFND1980,31401,337
JASON INDUSTRIES INCCOM47117210635752,493SH DFND152,49300
JAVELIN MORTGAGE INVESTMENT CORPCOM47200B10447266,318SH DFND166,31800
JAZZ PHARMACEUTICALS PLCSHS USDG50871105425SH DFND1 22500
JAZZ PHARMACEUTICALS PLCSHS USDG5087110562,064352,716SH DFND1352,3320384
JD.COM INC - ADRSPON ADR CL A47215P1067,048206,714SH DFND1206,71400
JDS UNIPHASE CORP COMCOM PAR $0.00146612J50716,3301,410,271SH DFND11,408,08202,189
JERNIGAN CAPITAL INCCOM47640510529714,649SH DFND114,64900
JETBLUE AIRWAYS CORPCOM47714310137,3701,800,117SH DFND11,799,7710346
JETBLUE AIRWAYS CORPCOM4771431011004,849SH DFND1 24,84900
JG WENTWORTH COCL A46618D10860465,759SH DFND165,75900
JIVE SOFTWARE INCCOM47760A1081,412269,097SH DFND1269,09700
JIVE SOFTWARE INCCOM47760A10816932,200SH DFND1 232,20000
JMP GROUP INCCOM46629U10730739,388SH DFND1 239,38800
JOE'S JEANS INCCOM47777N10140215,029SH DFND1215,02900
JOHN B. SANFILIPPO & SONCOM8004221073,55968,588SH DFND168,58800
JOHN BEAN TECHNOLOGIES-SPNCOM4778391046,558174,469SH DFND1174,46900
JOHNSON & JOHNSON COMCOM4781601042,206,15922,679,702SH DFND122,651,128028,574
JOHNSON CTLS INC COMCOM4783661071042,106SH DFND1 22,10600
JOHNSON CTLS INC COMCOM478366107247,3525,004,186SH DFND14,997,49806,688
JOHNSON OUTDOORS INC CL ACL A4791671081064,528SH DFND1 24,52800
JOHNSON OUTDOORS INC CL ACL A47916710877933,089SH DFND133,08900
JONES ENERGY INCCOM CL A48019R1081,614178,370SH DFND1178,37000
JONES LANG LASALLE INC COMCOM48020Q10742,591249,235SH DFND1248,4920743
JOURNAL MEDIA GROUP INCCOM48114A109837101,023SH DFND1101,02300
JOY GLOBAL INC COMCOM4811651081093,028SH DFND1 23,02800
JOY GLOBAL INC COMCOM48116510827,819769,657SH DFND1769,3920265
JP MORGAN CHASE & COCOM46625H1002,049,32830,301,605SH DFND130,261,118040,487
JUNIPER NETWORKS INC COMCOM48203R104662,575SH DFND1 22,57500
JUNIPER NETWORKS INC COMCOM48203R10480,0893,089,478SH DFND13,085,63103,847
JUNO THERAPEUTICS INCCOM48205A1098,405157,607SH DFND1157,579028
JUNO THERAPEUTICS INCCOM48205A10918340SH DFND1 234000
K12 INCCOM48273U102967,611SH DFND1 27,61100
K12 INCCOM48273U1023,629286,901SH DFND1286,5750326
K2M GROUP HOLDINGS INCCOM48273J1073,042126,647SH DFND1126,64700
KADANT INC COMCOM48282T1044,976105,426SH DFND1105,42600
KAISER ALUMINUM CORPCOM PAR $0.014830077048,958107,835SH DFND1107,83500
KAISER ALUMINUM CORPCOM PAR $0.0148300770410129SH DFND1 212900
KALOBIOS PHARMACEUTICALS INCCOM48344T1003676,360SH DFND176,36000
KAMADA LIMITEDSHSM6240T1094411,561SH DFND111,56100
KAMAN CORPCOM4835481036,981166,455SH DFND1166,45500
KANDI TECHNOLOGIES CORPCOM48370910112613,990SH DFND113,99000
KANSAS CITY LIFE INS CO COMCOM48483610195520,908SH DFND120,90800
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030279,358871,874SH DFND1870,85101,023
KANSAS CITY SOUTHN INDS INC COM NEWCOM NEW48517030217192SH DFND1 219200
KAPSTONE PAPER AND PACKAGINGCOM48562P103512,228SH DFND1 22,22800
KAPSTONE PAPER AND PACKAGINGCOM48562P10311,573500,581SH DFND1500,58100
KAR AUCTION SERVICES INCCOM48238T10933,564897,447SH DFND1895,29202,155
KAR AUCTION SERVICES INCCOM48238T10924652SH DFND1 265200
KARYOPHARM THERAPEUTICS INCCOM48576U1063,592132,030SH DFND1132,03000
KATE SPADE & COCOM48586510915,050698,701SH DFND1698,70100
KB HOME COMCOM48666K1098,442508,598SH DFND1508,59800
KB HOME COMCOM48666K109583,540SH DFND1 23,54000
KBR INCCOM48242W10616,308837,172SH DFND1834,66402,508
KBR INCCOM48242W106221,151SH DFND1 21,15100
KCG HOLDINGSCL A48244B1004,181339,116SH DFND1339,11600
KELLOGG CO COMCOM487836108122,5041,957,780SH DFND11,956,9180862
KELLY SVCS INC CL ACL A4881522083,018196,636SH DFND1196,63600
KEMET CORP COMCOM NEW488360207608211,285SH DFND1211,28500
KEMPER CORPCOM48840110011,376295,113SH DFND1295,11300
KENNAMETAL INC COMCOM48917010015,586456,813SH DFND1456,767046
KENNAMETAL INC COMCOM489170100962,825SH DFND1 22,82500
KENNEDY-WILSON HOLDINGS INCCOM48939810712,371503,113SH DFND1503,11300
KERYX BIOPHARMACEUTICALS IN COMCOM4925151016,310632,268SH DFND1632,26800
KEURIG GREEN MOUNTAIN INCCOM49271M10072,518948,168SH DFND1947,9720196
KEURIG GREEN MOUNTAIN INCCOM49271M10017225SH DFND1 222500
KEY ENERGY SVCS INC COMCOM4929141061,360756,046SH DFND1756,04600
KEY TECHNOLOGY INC COMCOM49314310116712,659SH DFND112,65900
KEY TRONIC CORPCOM49314410935632,780SH DFND132,78000
KEYCORP NEW COMCOM493267108104,1206,945,282SH DFND16,937,18808,094
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L103591,903SH DFND1 21,90300
KEYSIGHT TECHNOLOGIES INC W/ICOM49338L10330,411975,040SH DFND1975,029011
KEYW HOLDING CORP/THECOM4937231002,019216,737SH DFND1216,73700
KFORCE INC COMCOM4937321013,935172,072SH DFND1172,07200
KI HOLDINGS INCCOM50060P106371,515SH DFND1 21,51500
KI HOLDINGS INCCOM50060P1063,077124,489SH DFND1124,48900
KILROY RLTY CORP COMCOM49427F10843,009640,492SH DFND1638,86401,628
KIMBALL ELECTRONICS INC-W/ICOM49428J1094,599315,260SH DFND1315,26000
KIMBALL INTL INC CL BCL B49427410331826,210SH DFND1 226,21000
KIMBALL INTL INC CL BCL B4942741035,089418,558SH DFND1418,55800
KIMBERLY CLARK CORP COMCOM494368103297,3072,811,261SH DFND12,805,48905,772
KIMCO REALTY CORP COMCOM49446R10990,4704,020,207SH DFND14,017,67802,529
KINDER MORGAN INCCOM49456B101543,56814,186,257SH DFND114,173,580012,677
KINDRED BIOSCIENCES INCCOM49457710941360,629SH DFND160,62900
KINDRED HEALTHCARE INC COMCOM4945801031185,830SH DFND1 25,83000
KINDRED HEALTHCARE INC COMCOM49458010310,137499,625SH DFND1499,62500
KING DIGITAL ENTERTAINMENT PLCORD SHSG5258J10938727,159SH DFND127,0000159
KING DIGITAL ENTERTAINMENT PLCORD SHSG5258J109231,703SH DFND1 21,70300
KINROSS GOLD CORPCOMSTKB03Z841702306,176SH DFND1306,17600
KIRBY CORP COMCOM49726610624,233316,111SH DFND1315,8650246
KIRKLAND'S INCCOM4974981052,814100,993SH DFND1100,99300
KITE PHARMA INCCOM49803L1096,530107,110SH DFND1107,11000
KITE REALTY GROUP TRUSTCOM NEW49803T30016,563676,870SH DFND1676,87000
KLA-TENCOR CORP COMCOM48248010047837SH DFND1 283700
KLA-TENCOR CORP COMCOM48248010071,8901,281,460SH DFND11,279,52801,932
KLX INCCOM48253910314,763334,546SH DFND1334,514032
KMG CHEMICALS INCCOM48256410131812,536SH DFND1 212,53600
KMG CHEMICALS INCCOM4825641011,59262,601SH DFND162,60100
KNIGHT TRANSN INC COMCOM4990641039,534356,548SH DFND1356,54800
KNOLL INCCOM NEW49890420011461SH DFND1 246100
KNOLL INCCOM NEW4989042007,533300,993SH DFND1300,0130980
KNOWLES CORPCOM49926D1099,068501,023SH DFND1501,02300
KOHLS CORP COMCOM500255104116,1581,858,386SH DFND11,856,75501,631
KOHLS CORP COMCOM5002551043766,010SH DFND1 26,01000
KONA GRILL INCCOM50047H20197550,251SH DFND150,25100
KONGZHONG CORP-ADRSPONSORED ADR50047P10430341,294SH DFND1 241,29400
KONGZHONG CORP-ADRSPONSORED ADR50047P1049412,853SH DFND112,85300
KOPIN CORP COMCOM5006001011,227355,841SH DFND1355,84100
KORN FERRY INTL COM NEWCOM NEW50064320015,172436,381SH DFND1436,38100
KOSMOS ENERGY LTDSHSG5315B1075,835692,227SH DFND1692,1060121
KRAFT FOODS GROUP INC -SPNCOM50076Q106393,5934,632,062SH DFND14,625,21506,847
KRATON PERFORMANCE POLYMERSCOM50077C1064,480187,625SH DFND1187,62500
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B2071,711271,737SH DFND1271,73700
KRATOS DEFENSE & SECURITY SOLCOM NEW50077B207548,646SH DFND1 28,64600
KRISPY KREME DOUGHNUTS INC COMCOM5010141047,289378,484SH DFND1378,48400
KROGER CO COMCOM501044101266,2693,679,699SH DFND13,676,84802,851
KRONOS WORLDWIDE INCCOM50105F1051,480135,098SH DFND1132,49902,599
KRONOS WORLDWIDE INCCOM50105F105524,816SH DFND1 24,81600
KULICKE & SOFFA INDS INC COMCOM501242101524,511SH DFND1 24,51100
KULICKE & SOFFA INDS INC COMCOM5012421014,855414,664SH DFND1414,66400
KVH INDUSTRIES INCCOM4827381017537SH DFND1 253700
KVH INDUSTRIES INCCOM4827381011,19789,070SH DFND189,07000
KYOCERA CORPCOMSTK6499260188,259507,304SH DFND1507,30400
KYOCERA CORP ADRADR5015562032154,134SH DFND11,73502,399
KYTHERA BIOPHARMACEUTICALS INCCOM5015701059,679128,529SH DFND1128,52900
L BRANDS INCCOM50179710418219SH DFND1 221900
L BRANDS INCCOM501797104160,7371,878,741SH DFND11,876,26802,473
L N B BANCORP INCCOM50210010054829,652SH DFND129,65200
L-3 COMMUNICATIONS HLDGS IN COMCOM50242410473,889652,980SH DFND1652,0620918
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 2503459604743,040SH DFND1 23,04000
LA JOLLA PHARMACEUTICAL CO COMCOM PAR $.0001 25034596041,57364,205SH DFND164,20500
LA QUINTA HOLDINGS INCCOM50420D10812,204534,100SH DFND1534,10000
LA Z BOY INC COMCOM5053361079,220350,054SH DFND1350,05400
LA Z BOY INC COMCOM5053361078326SH DFND1 232600
LABORATORY CORP AMER HLDGS COM NEWCOM NEW50540R409103,129852,309SH DFND1852,0330276
LACLEDE GROUP INC COMCOM50559710413,821265,500SH DFND1265,50000
LADDER CAPITAL CORP-CLASS ACL A5057431042,544146,685SH DFND1146,68500
LADDER CAPITAL CORP-CLASS ACL A505743104583,346SH DFND1 23,34600
LADENBURG THALMANN FINANCIALCOM50575Q1022,171620,562SH DFND1620,56200
LAKELAND BANCORP INC COMCOM5116371002,600218,741SH DFND1218,74100
LAKELAND FINL CORP COMCOM5116561005,270121,524SH DFND1121,52400
LAKELAND INDUSTRIES INCCOM51179510630126,348SH DFND126,34800
LAKES ENTERTAINMENTCOM NEW51206P20833837,305SH DFND137,30500
LAM RESEARCH CORP COMCOM512807108108,6631,338,204SH DFND11,337,4110793
LAMAR ADVERTISING CO CL ACL A51281610940,522704,980SH DFND1703,34101,639
LAMAR ADVERTISING CO CL ACL A512816109641,129SH DFND1 21,12900
LANCASTER COLONY CORP COMCOM51384710311,413125,631SH DFND1125,63100
LANDAUER INC COMCOM51476K1032,09758,852SH DFND158,85200
LANDEC CORPCOM5147661042,447169,582SH DFND1169,58200
LANDS END INCCOM51509F1052,30192,693SH DFND192,4830210
LANDS END INCCOM51509F105692,802SH DFND1 22,80200
LANDSTAR SYS INC COMCOM51509810117,296258,661SH DFND1258,5540107
LANNET INC COMCOM5160121011552,609SH DFND1 22,60900
LANNET INC COMCOM51601210110,220171,939SH DFND1171,7990140
LAREDO PETROLEUM HOLDINGS INCOM5168061068,865704,713SH DFND1701,08803,625
LAS VEGAS SANDS CORPCOM517834107103,0001,960,749SH DFND11,956,54404,205
LASALLE HOTEL PPTYS COM SH BEN INTCOM SH BEN INT51794210829,351827,744SH DFND1827,74400
LATTICE SEMICONDUCTOR CORP COMCOM5184151047,5071,274,672SH DFND11,274,67200
LAUDER ESTEE COS INC CL ACL A518439104143,9251,664,295SH DFND11,659,73504,560
LAWSON PRODS INC COMCOM52077610587037,093SH DFND137,09300
LAYNE CHRISTENSEN COMPANYCOM521050104904101,084SH DFND1101,08400
LAZARD LTDSHS AG5405010251,351913,075SH DFND1912,3950680
LAZARD LTDSHS AG540501021412,522SH DFND1 22,52200
LCNB CORPORATIONCOM50181P10041525,642SH DFND125,64200
LDR HOLDING CORPCOM50185U1054,23397,883SH DFND197,88300
LEAPFROG ENTERPRISES INC CL ACL A52186N106467333,647SH DFND1333,64700
LEAR CORPCOM NEW52186520463,149562,796SH DFND1561,42101,375
LEE ENTERPRISES INC COMCOM523768109788236,686SH DFND1236,68600
LEGACY RESERVES LPUNIT LP INT52470730418721,911SH DFND121,91100
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y1064143SH DFND1 214300
LEGACYTEXAS FINANCIAL GROUP INCCOM52471Y1067,385244,552SH DFND1244,55200
LEGG MASON INC COMCOM52490110539,330764,789SH DFND1764,719070
LEGGETT & PLATT INC COMCOM52466010751,1471,052,824SH DFND11,051,9330891
LEIDOS HOLDINGS INCCOM52532710214,887368,773SH DFND1367,20901,564
LEIDOS HOLDINGS INCCOM5253271023548,771SH DFND1 28,77100
LEMAITRE VASCULAR INCCOM52555820175862,930SH DFND162,93000
LENDINGCLUB CORPCOM52603A1094,940334,969SH DFND1334,5780391
LENDINGTREE INCCOM52603B1073,93050,002SH DFND150,00200
LENDINGTREE INCCOM52603B1079118SH DFND1 211800
LENNAR CORP CL BCL B5260573022596,025SH DFND16,02500
LENNAR CORP COMCL A52605710470,6631,387,213SH DFND11,386,3310882
LENNOX INTL INC COMCOM52610710723,746220,509SH DFND1219,9990510
LEUCADIA NATL CORP COMCOM52728810462,1752,565,683SH DFND12,564,17401,509
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N3081963,734SH DFND1 23,73400
LEVEL 3 COMMUNICATIONS INC COMCOM NEW52729N308123,6252,351,724SH DFND12,349,88801,836
LEXICON GENETICS INC COMCOMSTK5288723022,416300,150SH DFND1300,15000
LEXINGTON CORP PPTYS TR COMCOM529043101162,004SH DFND1 22,00400
LEXINGTON CORP PPTYS TR COMCOM52904310110,3321,218,485SH DFND11,218,48500
LEXMARK INTL NEW CL ACL A52977110715,445349,448SH DFND1347,62801,820
LGI HOMES INCCOM50187T1061,71086,492SH DFND186,49200
LHC GROUP LLCCOM50187A1073,07580,395SH DFND180,39500
LIBBEY INC COMCOM5298981085,360129,700SH DFND1129,70000
LIBERATOR MEDICAL HOLDINGS INCCOM53012L108466205,638SH DFND1205,63800
LIBERTY BROADBAND A - W/ICOM SER A5303071077,682150,732SH DFND1150,72804
LIBERTY BROADBAND C W/ICOM SER C53030730521,186414,131SH DFND1414,13001
LIBERTY GLOBAL PLC - ASHS CL AG5480U10473,1071,353,011SH DFND11,347,35805,653
LIBERTY GLOBAL PLC-CSHS CL CG5480U120162,2993,205,978SH DFND13,205,5170461
LIBERTY MEDIA CORP - ACL A53122910221,881607,453SH DFND1606,6430810
LIBERTY MEDIA CORP - CCOM SER C53122930043,6831,217,590SH DFND11,217,498092
LIBERTY MEDIA-INTERACTIVE A COMINT COM SER A53071M10478,4772,829,578SH DFND12,825,08804,490
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210418559SH DFND1 255900
LIBERTY PPTY TR SH BEN INTSH BEN INT53117210434,8461,082,073SH DFND11,082,058015
LIBERTY TAX INCCL A53128T10292437,337SH DFND137,33700
LIBERTY TRIPADVISOR HDG-A INCCOM SER A53146510214,197440,627SH DFND1439,7490878
LIBERTY VENTURES - SER ALBT VENT COM A53071M88030,267770,747SH DFND1769,9730774
LIBERTY VENTURES - SER ALBT VENT COM A53071M88013333SH DFND1 233300
LIFELOCK INCCOM53224V100442,714SH DFND1 22,71400
LIFELOCK INCCOM53224V1007,641465,954SH DFND1465,95400
LIFEPOINT HOSPITALS INC COMCOM53219L10924,936286,790SH DFND1286,761029
LIFETIME BRANDS INCCOM53222Q10398666,775SH DFND166,77500
LIFEVANTAGE CORPCOM53222K106268506,254SH DFND1506,25400
LIFEWAY FOODS INCCOM53191410961231,898SH DFND131,89800
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50425257SH DFND1 225700
LIGAND PHARMACEUTICALS INC CL BCOM NEW53220K50412,589124,770SH DFND1124,77000
LIGHTBRIDGE CORPCOM53224K1045246,681SH DFND146,68100
LIGHTPATH TECHNOLOGIES INC CL ACL A NEW5322578053721,491SH DFND121,49100
LILIS ENERGY INCCOM5324031024647,935SH DFND147,93500
LILLY ELI & CO COMCOM532457108647,4227,769,735SH DFND17,757,852011,883
LIMELIGHT NETWORKS INC -REDHCOM53261M1046717,076SH DFND1 217,07600
LIMELIGHT NETWORKS INC -REDHCOM53261M1041,538390,586SH DFND1390,58600
LIMONEIRA COCOM5327461041,51368,074SH DFND168,07400
LINCOLN EDUCATIONAL SERVICESCOM533535100209103,803SH DFND1103,80300
LINCOLN ELEC HLDGS INC COMCOM5339001061692,778SH DFND1 22,77800
LINCOLN ELEC HLDGS INC COMCOM53390010630,152495,199SH DFND1494,5380661
LINCOLN NATL CORP IND COMCOM534187109118,5272,005,400SH DFND11,998,70906,691
LINDSAY MFG CO COMCOM5355551066,41472,972SH DFND172,97200
LINDSAY MFG CO COMCOM535555106782SH DFND1 28200
LINEAR TECHNOLOGY CORP COMCOM53567810684,6021,916,600SH DFND11,911,71504,885
LINKEDIN CORP - ACOM CL A53578A108106516SH DFND1 251600
LINKEDIN CORP - ACOM CL A53578A108121,129586,610SH DFND1585,8130797
LINN CO LLCCOMSHS LTD INT53578210640843,194SH DFND143,19400
LINN ENERGY LLC-UNITSUNIT LTD LIAB53602010067575,783SH DFND175,78300
LION BIOTECHNOLOGIES INCCOM53619R1022,447266,880SH DFND1266,88000
LIONBRIDGE TECHNOLOGIES INC COMCOM5362521092,258366,058SH DFND1366,05800
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920319,440524,722SH DFND1524,689033
LIONS GATE ENTERTAINMENT CORPCOM NEW53591920334924SH DFND1 292400
LIPOCINE INCCOM53630X10473085,157SH DFND185,15700
LIQTECH INTERNATIONAL INCCOM53632A1027490,569SH DFND190,56900
LIQUID HOLDINGS GROUP LLCCOM53633A10153252,520SH DFND1252,52000
LIQUIDITY SERVICES, INC.COM53635B1071,538159,765SH DFND1159,76500
LITHIA MTRS INC CL ACL A53679710315,035132,867SH DFND1132,86700
LITTELFUSE INC COMCOM53700810414,062148,203SH DFND1148,20300
LIVE NATION ENTERTAINMENT, INC.COM53803410922,452816,743SH DFND1815,72801,015
LIVEDEAL INCCOM NEW5381443048935,447SH DFND135,44700
LIVEPERSON INCCOM5381461013,197325,961SH DFND1325,96100
LKQ CORPCOM50188920853,3701,765,679SH DFND11,765,1260553
LLOYDS TSB GROUP PLC SPONSORED ADRSPONSORED ADR539439109980180,533SH DFND1109,235071,298
LMI AEROSPACE INCCOM50207910655055,040SH DFND155,04000
LOCKHEED MARTIN CORP COMCOM539830109395,8992,133,787SH DFND12,130,84102,946
LOEWS CORP COMCOM54042410892,0632,395,303SH DFND12,389,19906,104
LOGITECH INTERNATIONAL - REGSHSH5043023277953,162SH DFND153,16200
LOGITECH INTERNATIONAL - REGSHSH50430232634,341SH DFND1 24,34100
LOGMEIN INCCOM54142L10919295SH DFND1 229500
LOGMEIN INCCOM54142L10910,679165,606SH DFND1165,60600
LO-JACK CORP COMCOM53945110428081,384SH DFND181,38400
LO-JACK CORP COMCOM5394511044713,901SH DFND1 213,90100
LOOKSMART LTD COMCOM PAR $0.0015434426021119,066SH DFND119,06600
LORAL SPACE & COMMUNICATION COMCOM5438811065,57188,269SH DFND188,26900
LOUISIANA PAC CORP COMCOM54634710514,182832,807SH DFND1832,80700
LOWES COS INC COMCOM54866110727407SH DFND1 240700
LOWES COS INC COMCOM548661107487,0317,287,027SH DFND17,274,393012,634
LOXO ONCOLOGY INCCOM54886210160633,660SH DFND133,66000
LPATH INC - CLASS ACOM NEW5489103062073,394SH DFND173,39400
LPL INVESTMENT HOLDINGS INCCOM50212V10025,127540,490SH DFND1540,49000
LRAD CORPCOM50213V109285143,413SH DFND1143,41300
LSB INDUSTRIES INCCOM5021601044,661114,142SH DFND1114,14200
LSI INDS INC COMCOM50216C1081,216130,200SH DFND1130,20000
LSI INDS INC COMCOM50216C108748,016SH DFND1 28,01600
LTC PPTYS INC COMCOM50217510211,714281,607SH DFND1281,60700
LUBYS INC COMCOM54928210128859,532SH DFND159,53200
LUCAS ENERGY INCCOM NEW549333201434,712SH DFND134,71200
LULULEMON ATHLETICA INCCOM55002110940,242616,699SH DFND1616,2110488
LUMBER LIQUIDATORS HOLDINGS INCOM55003T1073,286158,669SH DFND1158,66900
LUMENIS LTD - BSHS CL BM6778Q12115311,159SH DFND111,15900
LUMINEX CORP DEL COMCOM55027E102502,954SH DFND1 22,95400
LUMINEX CORP DEL COMCOM55027E1024,805278,395SH DFND1278,39500
LUMOS NETWORKS CORPCOM5502831051,833123,951SH DFND1123,95100
LUNA INNOVATIONS INCCOM5503511004241,071SH DFND141,07100
LUXOFT HOLDING INCORD SHS CL AG5727910489115,768SH DFND115,76800
LYDALL INC DEL COMCOM5508191062,977100,720SH DFND1100,72000
LYONDELLBASELL INDU-CL ASHS - A -N53745100321,5283,112,116SH DFND13,105,86606,250
LYONDELLBASELL INDU-CL ASHS - A -N537451001,22411,830SH DFND1 211,83000
M & T BK CORP COMCOM55261F104131,8691,057,556SH DFND11,057,2550301
M D C HLDGS INC COMCOM5526761087,474249,405SH DFND1249,40500
M SMUCKER CO/THE-NEW COMCOM NEW83269640518168SH DFND1 216800
M SMUCKER CO/THE-NEW COMCOM NEW83269640585,482790,030SH DFND1788,73201,298
M/I HOMES INCCOM55305B1013,495141,674SH DFND1141,67400
MACATAWA BK CORP COMCOM5542251027915,066SH DFND1 215,06600
MACATAWA BK CORP COMCOM554225102558105,389SH DFND1105,38900
MACERICH CO COMCOM5543821013915,249SH DFND1 25,24900
MACERICH CO COMCOM554382101104,0151,396,468SH DFND11,395,7780690
MACK CALI RLTY CORP COMCOM55448910411,847642,822SH DFND1642,82200
MA-COM TECHNOLOGY SOLUTIONSCOM55405Y1005,145134,512SH DFND1134,51200
MACQUARIE INFRASTRUCTURE COMEMBERSHIP INT55608B1052,26727,442SH DFND127,360082
MACROGENICS INCCOM5560991096,376167,937SH DFND1167,93700
MACY'S INCCOM55616P10435519SH DFND1 251900
MACY'S INCCOM55616P104189,8102,818,500SH DFND12,812,07306,427
MADDEN STEVEN LTD COMCOM55626910815,687366,703SH DFND1366,70300
MADISON SQUARE GAR INC-A-W/ICL A55826P10028,866345,745SH DFND1345,2820463
MAGELLAN HEALTH INCCOM NEW55907920717,230245,908SH DFND1245,90800
MAGELLAN PETROLEUM CORPCOM55909130187208,026SH DFND1208,02600
MAGIC SOFTWARE ENTERPRISESORD5591661039714,593SH DFND114,59300
MAGNEGAS CORPCOM NEW55939L202154128,434SH DFND1128,43400
MAGNETEK INC COMCOM NEW55942440353615,579SH DFND115,57900
MAGNUM HUNTER RESOURCES CORPCOM55973B1022,1271,137,663SH DFND11,137,66300
MAIDEN HOLDINGS LTDSHSG5753U112201,275SH DFND1 21,27500
MAIDEN HOLDINGS LTDSHSG5753U1125,699361,205SH DFND1358,79802,407
MAINSOURCE FINANCIAL GP INC COMCOM56062Y1023,120142,150SH DFND1142,15000
MAJESCO ENTERTAINMENT COCOM PAR $.0015606903074128,186SH DFND128,18600
MAKEMYTRIP LTDSHSV5633W10926313,381SH DFND113,38100
MALIBU BOATS INC CLASS ACOM CL A56117J1001,92495,791SH DFND195,79100
MALIBU BOATS INC CLASS ACOM CL A56117J1007387SH DFND1 238700
MALLINCKRODT PLC SHSG5785G10782700SH DFND1 270000
MALLINCKRODT PLC SHSG5785G107107,417914,306SH DFND1913,6510655
MANAGED HIGH YIELD PLUS FUNDCOM561911108447250,148PRN DFND1 2250,14800
MANHATTAN ASSOCS INC COMCOM56275010928,936485,100SH DFND1485,10000
MANITEX INTERNATIONAL INCCOM56342010845359,316SH DFND159,31600
MANITOWOC INC COMCOM56357110815,117771,296SH DFND1771,240056
MANITOWOC INC COMCOM56357110858830,000SH DFND1 230,00000
MANNING & NAPIER INCCL A56382Q10290590,855SH DFND188,48602,369
MANNING & NAPIER INCCL A56382Q102292,961SH DFND1 22,96100
MANNKIND CORP COMCOM56400P2019,5951,686,317SH DFND11,686,31700
MANPOWER INC COMCOM56418H1001051,181SH DFND1 21,18100
MANPOWER INC COMCOM56418H10041,887468,927SH DFND