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
AAC HOLDINGS INCCOMMON0003071081443,309SH DFND153,30900
AAON INCCOMMON0003602061,12850,102SH DFND1550,10200
AAR CORPCOMMON0003611054,133129,677SH DFND15129,67700
ABB LTD-SPON ADRCOMMON00037520457,8312,769,673SH DFND12,769,67300
ABB LTD-SPON ADRCOMMON00037520415,664750,212SH DFND15750,21200
ABB LTD-SPON ADRCOMMON00037520423,4961,125,281SH DFND21,125,28100
ACCO BRANDS CORPCOMMON00081T1084,709606,040SH DFND1373,5400232,500
ACCO BRANDS CORPCOMMON00081T1082,090269,019SH DFND15269,01900
ACCO BRANDS CORPCOMMON00081T1081,019131,100SH DFND3,1131,10000
ABM INDUSTRIES INCCOMMON00095710014422SH DFND142200
ABM INDUSTRIES INCCOMMON000957100431,307SH DFND12,151,30700
ABM INDUSTRIES INCCOMMON0009571002,90988,511SH DFND1588,51100
ADT CORP-THECOMMON00101J1069,640287,148SH DFND1287,14800
ADT CORP-THECOMMON00101J1062417,189SH DFND117,18900
ADT CORP-THECOMMON00101J106982,924SH DFND12,152,92400
ADT CORP-THECOMMON00101J1062,69680,304SH DFND1480,30400
ADT CORP-THECOMMON00101J10611,562344,425SH DFND15344,42500
ADT CORP-THECOMMON00101J1062728,106SH DFND5008,106
AEP INDUSTRIES INCCOMMON00103110398317,805SH DFND1517,80500
AFLAC INCCOMMON001055102242,0333,891,200SH DFND13,801,705089,495
AFLAC INCCOMMON0010551021,01316,294SH DFND1116,29400
AFLAC INCCOMMON0010551025208,362SH DFND12,158,36200
AFLAC INCCOMMON00105510242,283679,789SH DFND14679,78900
AFLAC INCCOMMON00105510281,8931,316,601SH DFND151,316,60100
AFLAC INCCOMMON0010551024947,944SH DFND27,94400
AFLAC INCCOMMON0010551021,14818,462SH DFND50018,462
AFLAC INCCOMMON0010551021,26220,294SH DFND9,120,29400
AGCO CORPCOMMON00108410257,6641,015,574SH DFND11,009,49406,080
AGCO CORPCOMMON0010841021703,000SH DFND113,00000
AGCO CORPCOMMON0010841021272,237SH DFND12,152,23700
AGCO CORPCOMMON0010841022,62646,251SH DFND1446,25100
AGCO CORPCOMMON0010841029,263163,142SH DFND15163,14200
AGCO CORPCOMMON0010841024838,500SH DFND3,18,50000
AGCO CORPCOMMON0010841022,07836,600SH DFND4,136,60000
AGCO CORPCOMMON0010841022,56145,100SH DFND5,10045,100
AGCO CORPCOMMON0010841022504,400SH DFND7,5004,400
AGCO CORPCOMMON00108410272712,800SH DFND8,10012,800
AGL RESOURCES INCCOMMON001204106127,4382,737,080SH DFND12,712,680024,400
AGL RESOURCES INCCOMMON001204106972,077SH DFND12,152,07700
AGL RESOURCES INCCOMMON0012041061,84839,689SH DFND1439,68900
AGL RESOURCES INCCOMMON00120410626,063559,777SH DFND15559,77700
AGL RESOURCES INCCOMMON00120410657812,414SH DFND312,41400
AGL RESOURCES INCCOMMON0012041062615,600SH DFND5,1005,600
AGL RESOURCES INCCOMMON00120410648010,313SH DFND9,110,31300
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,02359,211SH DFND1459,21100
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,12064,813SH DFND1564,81300
AH BELO CORP-ACOMMON00128210218633,151SH DFND1533,15100
AES CORPORATIONCOMMON00130H10510,591798,730SH DFND1798,73000
AES CORPORATIONCOMMON00130H10536927,816SH DFND1127,81600
AES CORPORATIONCOMMON00130H10531823,971SH DFND12,1523,97100
AES CORPORATIONCOMMON00130H10551738,968SH DFND1438,96800
AES CORPORATIONCOMMON00130H1056,518491,577SH DFND15491,57700
AES CORPORATIONCOMMON00130H105735,520SH DFND15,15,52000
AES CORPORATIONCOMMON00130H10522717,131SH DFND50017,131
AES CORPORATIONCOMMON00130H10554841,300SH DFND6,518,700022,600
AK STEEL HOLDING CORPCOMMON001547108359,162SH DFND12,159,16200
AK STEEL HOLDING CORPCOMMON0015471081,015262,184SH DFND15262,18400
ALERIAN MLP ETFCOMMON00162Q8663,925252,278SH DFND14252,27800
AMAG PHARMACEUTICALS INCCOMMON00163U10651,335743,346SH DFND1743,34600
AMAG PHARMACEUTICALS INCCOMMON00163U1062,05629,778SH DFND12,129,77800
AMAG PHARMACEUTICALS INCCOMMON00163U1061,99828,926SH DFND1528,92600
AMAG PHARMACEUTICALS INCCOMMON00163U1064,38663,517SH DFND663,51700
AMAG PHARMACEUTICALS INCCOMMON00163U1063,38148,951SH DFND6,10048,951
AMAG PHARMACEUTICALS INCCOMMON00163U1064,33762,805SH DFND9,162,80500
AMAG PHARMACEUTICALS INCCOMMON00163U1066509,408SH DFND9,69,40800
AMC NETWORKS INC-ACOMMON00164V1037368,997SH DFND148,99700
AMC NETWORKS INC-ACOMMON00164V10311,611141,853SH DFND15141,85300
AMC ENTERTAINMENT HOLDINGS INCCOMMON00165C10467922,135SH DFND1522,13500
AMEC FOSTER WHEELER PLC SPON ACOMMON00167X20512,195943,879SH DFND1943,87900
AMEC FOSTER WHEELER PLC SPON ACOMMON00167X20522,3261,727,991SH DFND151,727,99100
AMG CAPITAL TRUST IICONVERT00170F20958,713975,500SH DFND1883,100092,400
AMN HEALTHCARE SERVICECOMMON0017441012146,773SH DFND12,156,77300
AMN HEALTHCARE SERVICECOMMON0017441018,468268,061SH DFND15268,06100
ANI PHARMACEUTICALS INC COMCOMMON00182C1031,34621,698SH DFND1521,69800
AOL INCCOMMON00184X1051162,316SH DFND42,31600
ARC DOCUMENT SOLUTIONS INCCOMMON00191G1031,599210,140SH DFND1147,340062,800
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10324732,440SH DFND1532,44000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10341154,000SH DFND3,154,00000
AT&T INCCOMMON00206R102306,1948,620,319SH DFND18,620,31900
AT&T INCCOMMON00206R1023,605101,500SH DFND1,5101,50000
AT&T INCCOMMON00206R1026,857193,040SH DFND11193,04000
AT&T INCCOMMON00206R1025,430152,869SH DFND12,15152,86900
AT&T INCCOMMON00206R102212,7765,990,322SH DFND145,990,32200
AT&T INCCOMMON00206R102240,1866,761,994SH DFND156,761,99400
AT&T INCCOMMON00206R102782,207SH DFND15,12,20700
AT&T INCCOMMON00206R1021,45240,872SH DFND340,87200
AT&T INCCOMMON00206R1022276,377SH DFND46,37700
AT&T INCCOMMON00206R1029,793275,700SH DFND588,3000187,400
AT&T INCCOMMON00206R1023,53899,600SH DFND699,60000
AT&T INCCOMMON00206R1026,095171,600SH DFND6,582,200089,400
AT&T INCCOMMON00206R1022647,429SH DFND9,17,42900
ATYR PHARMA INC COMCOMMON0021201035251SH DFND1525100
A10 NETWORKS INCCOMMON0021211016976SH DFND1597600
AU OPTRONICS CORP ADRCOMMON00225510743697,792SH DFND1597,79200
AU OPTRONICS CORP ADRCOMMON0022551071,647369,200SH DFND7,500369,200
AV HOMES INCCOMMON00234P1024261SH DFND1526100
AVX CORPCOMMON00244410732323,978SH DFND1423,97800
AVX CORPCOMMON0024441071,21490,193SH DFND1590,19300
AVX CORPCOMMON00244410723717,600SH DFND50017,600
AZZ INCCOMMON0024741041,98438,299SH DFND1538,29900
AARON'S INC-CL ACOMMON00253530039,1261,080,529SH DFND11,080,52900
AARON'S INC-CL ACOMMON0025353002496,884SH DFND12,156,88400
AARON'S INC-CL ACOMMON00253530072019,892SH DFND1419,89200
AARON'S INC-CL ACOMMON0025353002,64673,069SH DFND1573,06900
ABAXIS INCCOMMON0025671053,27963,694SH DFND1563,69400
ABBOTT LABORATORIESCOMMON00282410013,798281,129SH DFND1281,12900
ABBOTT LABORATORIESCOMMON0028241002,74956,001SH DFND1156,00100
ABBOTT LABORATORIESCOMMON00282410068714,001SH DFND11,214,00100
ABBOTT LABORATORIESCOMMON00282410078716,030SH DFND12,1516,03000
ABBOTT LABORATORIESCOMMON00282410059,9101,220,668SH DFND141,220,66800
ABBOTT LABORATORIESCOMMON002824100155,6823,171,997SH DFND153,171,99700
ABBOTT LABORATORIESCOMMON002824100100,9772,057,401SH DFND22,057,40100
ABBOTT LABORATORIESCOMMON0028241002,59652,900SH DFND50052,900
ABBOTT LABORATORIESCOMMON00282410059412,100SH DFND6,55,80006,300
ABBVIE INCCOMMON00287Y109465,9016,934,079SH DFND16,857,238076,841
ABBVIE INCCOMMON00287Y1091482,200SH DFND1,52,20000
ABBVIE INCCOMMON00287Y1095388,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1094,16662,001SH DFND1162,00100
ABBVIE INCCOMMON00287Y10934511SH DFND11,151100
ABBVIE INCCOMMON00287Y1095678,437SH DFND12,158,43700
ABBVIE INCCOMMON00287Y10930,344451,608SH DFND14451,60800
ABBVIE INCCOMMON00287Y10921,222315,851SH DFND15315,85100
ABBVIE INCCOMMON00287Y1094,93873,500SH DFND50073,500
ABBVIE INCCOMMON00287Y1091,48522,100SH DFND622,10000
ABBVIE INCCOMMON00287Y1094,67669,600SH DFND6,533,100036,500
ABBVIE INCCOMMON00287Y10922,694337,758SH DFND9,1337,75800
ABERCROMBIE & FITCH CO CL ACOMMON00289620777,5233,604,033SH DFND13,604,03300
ABERCROMBIE & FITCH CO CL ACOMMON002896207542,490SH DFND12,152,49000
ABERCROMBIE & FITCH CO CL ACOMMON0028962072,759128,254SH DFND14128,25400
ABERCROMBIE & FITCH CO CL ACOMMON0028962072,972138,175SH DFND15138,17500
ABERCROMBIE & FITCH CO CL ACOMMON002896207823,800SH DFND3,13,80000
ABENGOA SA ABGB ADRCOMMON00289R20162839,504SH DFND1539,50400
ABEONA THERAPEUTICS INCCOMMON00289Y1074806SH DFND1580600
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910713,0552,632,029SH DFND152,632,02900
ABIOMED INCCOMMON0036541001983,015SH DFND12,153,01500
ABIOMED INCCOMMON0036541007,463113,541SH DFND15113,54100
ABIOMED INCCOMMON0036541001121,700SH DFND3,11,70000
ABRAXAS PETROLEUM CORP (NEV)COMMON00383010619565,960SH DFND1565,96000
ACACIA RESEARCH - ACACIA TECCOMMON0038813076704SH DFND1570400
ACADIA HEALTHCARE CO INCCOMMON00404A10911,621148,358SH DFND1107,058041,300
ACADIA HEALTHCARE CO INCCOMMON00404A1092,19928,073SH DFND1428,07300
ACADIA HEALTHCARE CO INCCOMMON00404A1098,809112,456SH DFND15112,45600
ACADIA PHARMACEUTICALS INCCOMMON00422510847,1891,126,768SH DFND11,126,76800
ACADIA PHARMACEUTICALS INCCOMMON0042251084,493107,286SH DFND15107,28600
ACADIA PHARMACEUTICALS INCCOMMON0042251084,14198,882SH DFND9,198,88200
ACADIA REALTY TRUSTCOMMON00423910929,028997,181SH DFND15220996,659
ACADIA REALTY TRUSTCOMMON00423910935012,008SH DFND1412,00800
ACADIA REALTY TRUSTCOMMON0042391093,079105,782SH DFND15105,78200
ACCELERATE DIAGNOSTICS INCCOMMON00430H1025201SH DFND1520100
ACCESS NATIONAL CORPCOMMON00433710167934,920SH DFND134,92000
ACCESS NATIONAL CORPCOMMON0043371014196SH DFND1519600
ACCESS NATIONAL CORPCOMMON00433710127013,900SH DFND3,113,90000
ACCELERON PHARMA INCCOMMON00434H1085170SH DFND1517000
ACCURAY INCCOMMON00439710515522,928SH DFND1522,92800
ACCURIDE CORPCOMMON00439T20628674,230SH DFND1574,23000
ACETO CORPCOMMON0044461002,20689,576SH DFND1589,57600
ACHILLION PHARMACEUTICALS INCCOMMON00448Q201343,855SH DFND153,85500
ACI WORLDWIDE INCCOMMON0044981016,080247,473SH DFND15247,47300
ACORDA THERAPEUTICS INCCOMMON00484M1062076,200SH DFND16,20000
ACORDA THERAPEUTICS INCCOMMON00484M10620,197605,982SH DFND15605,98200
ACORDA THERAPEUTICS INCCOMMON00484M1062908,700SH DFND5008,700
ACTIVISION BLIZZARD INCCOMMON00507V10910,497433,594SH DFND1433,59400
ACTIVISION BLIZZARD INCCOMMON00507V10912,234505,343SH DFND1,2505,34300
ACTIVISION BLIZZARD INCCOMMON00507V1091,70070,200SH DFND1,570,20000
ACTIVISION BLIZZARD INCCOMMON00507V10945418,768SH DFND1118,76800
ACTIVISION BLIZZARD INCCOMMON00507V1094,359180,064SH DFND12,15180,06400
ACTIVISION BLIZZARD INCCOMMON00507V1091,66768,837SH DFND1468,83700
ACTIVISION BLIZZARD INCCOMMON00507V109138,1055,704,470SH DFND155,704,47000
ACTIVISION BLIZZARD INCCOMMON00507V1091235,084SH DFND35,08400
ACTIVISION BLIZZARD INCCOMMON00507V1091,35155,800SH DFND524,800031,000
ACTIVISION BLIZZARD INCCOMMON00507V1092,436100,600SH DFND6,543,900056,700
ACTIVISION BLIZZARD INCCOMMON00507V1091024,200SH DFND94,20000
ACTUANT CORP CL ACOMMON00508X20311493SH DFND149300
ACTUANT CORP CL ACOMMON00508X20360626,242SH DFND1426,24200
ACTUANT CORP CL ACOMMON00508X2034,985215,893SH DFND15215,89300
ACUITY BRANDS INCCOMMON00508Y10275,926421,858SH DFND1421,85800
ACUITY BRANDS INCCOMMON00508Y1022881,600SH DFND111,60000
ACUITY BRANDS INCCOMMON00508Y1022141,189SH DFND12,151,18900
ACUITY BRANDS INCCOMMON00508Y1028874,931SH DFND144,93100
ACUITY BRANDS INCCOMMON00508Y1026,96038,669SH DFND1538,66900
ACTUA CORP COMCOMMON005094107251,719SH DFND12,151,71900
ACTUA CORP COMCOMMON0050941072,776194,681SH DFND15194,68100
ACXIOM CORPCOMMON0051251091,73398,594SH DFND1598,59400
ADAMAS PHARMACEUTICALS -REDHCOMMON00548A10692435,250SH DFND135,25000
ADAMAS PHARMACEUTICALS -REDHCOMMON00548A1066212SH DFND1521200
ADAMAS PHARMACEUTICALS -REDHCOMMON00548A1061495,700SH DFND3,15,70000
ADAMS RESOURCES & ENERGY INCCOMMON0063513081242,770SH DFND12,77000
ADAMS RESOURCES & ENERGY INCCOMMON0063513081773,975SH DFND153,97500
ADAMS RESOURCES & ENERGY INCCOMMON00635130818400SH DFND3,140000
ADDUS HOMECARE CORPCOMMON0067391065193SH DFND1519300
ADDUS HOMECARE CORPCOMMON006739106501,800SH DFND3,11,80000
ADEPTUS HEALTH INCCOMMON0068551001791,882SH DFND151,88200
ADOBE SYSTEMS INCCOMMON00724F101221,7222,736,972SH DFND12,508,8190228,153
ADOBE SYSTEMS INCCOMMON00724F1011,50818,613SH DFND1118,61300
ADOBE SYSTEMS INCCOMMON00724F1019,823121,262SH DFND12,15121,26200
ADOBE SYSTEMS INCCOMMON00724F1011,19914,798SH DFND1414,79800
ADOBE SYSTEMS INCCOMMON00724F101318,7823,935,099SH DFND153,935,09900
ADOBE SYSTEMS INCCOMMON00724F1013173,907SH DFND33,90700
ADOBE SYSTEMS INCCOMMON00724F1017118,781SH DFND48,78100
ADOBE SYSTEMS INCCOMMON00724F1011,42817,626SH DFND50017,626
ADOBE SYSTEMS INCCOMMON00724F10110,979135,528SH DFND6135,52800
ADTRAN INCCOMMON00738A10670143,138SH DFND1443,13800
ADTRAN INCCOMMON00738A1064,138254,625SH DFND15254,62500
ADURO BIOTECH INC COMCOMMON00739L1015151SH DFND1515100
ADVANCE AUTO PARTSCOMMON00751Y10645,485285,551SH DFND1285,55100
ADVANCE AUTO PARTSCOMMON00751Y1064682,935SH DFND112,93500
ADVANCE AUTO PARTSCOMMON00751Y10679496SH DFND12,1549600
ADVANCE AUTO PARTSCOMMON00751Y1064,53128,448SH DFND1428,44800
ADVANCE AUTO PARTSCOMMON00751Y10612,35977,588SH DFND1577,58800
ADVANCE AUTO PARTSCOMMON00751Y1063972,494SH DFND32,49400
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,235187,169SH DFND14187,16900
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,813274,767SH DFND15274,76700
ADVAXIS INCCOMMON0076242085265SH DFND1526500
ADVISORY BOARD CO/ THECOMMON00762W1075459,976SH DFND159,97600
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,871291,825SH DFND14291,82500
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1091,935118,648SH DFND14118,64800
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E10425528,161SH DFND1428,16100
ADVANTAGE OIL & GAS LTDCOMMON00765F101518,020SH DFND158,02000
ADVANTAGE OIL & GAS LTDCOMMON00765F10158,2429,195,583SH DFND29,195,58300
ADVANTAGE OIL & GAS LTDCOMMON00765F1017511,800SH DFND50011,800
ADVANTAGE OIL & GAS LTDCOMMON00765F1018713,692SH DFND1513,69200
ADVANTAGE OIL & GAS LTDCOMMON00765F101223,435SH DFND2,13,43500
AECOMCOMMON00766T100177,8015,374,869SH DFND15,374,86900
AECOMCOMMON00766T100662,000SH DFND1,52,00000
AECOMCOMMON00766T100992,981SH DFND12,152,98100
AECOMCOMMON00766T1003,450104,298SH DFND14104,29800
AECOMCOMMON00766T1002,00260,521SH DFND1560,52100
AEGERION PHARMACEUTICALS INCCOMMON00767E1025287SH DFND1528700
AEGION CORPCOMMON00770F1042,218117,105SH DFND1117,10500
AEGION CORPCOMMON00770F1041507,913SH DFND147,91300
AEGION CORPCOMMON00770F10411,218592,310SH DFND15592,31000
AERIE PHARMACEUTICALS INCCOMMON00771V1081156,539SH DFND156,53900
AEROHIVE NETWORKS INCCOMMON0077861066917SH DFND1591700
AEROJET ROCKETDYNE HOLDINGS COCOMMON0078001052,810136,356SH DFND15136,35600
AEROPOSTALE INCCOMMON007865108727448,808SH DFND15448,80800
ADVANCED MICRO DEVICESCOMMON0079031074719,596SH DFND12,1519,59600
ADVANCED MICRO DEVICESCOMMON007903107876364,947SH DFND15364,94700
WMS INDUSTRIES INCCOMMON00790R10419,792674,794SH DFND15674,79400
AEGON NV AMER REG SHRCOMMON00792410325334,122SH DFND1534,12200
ADVANCED ENERGY INDUSTRIESCOMMON0079731003,864140,557SH DFND1140,55700
ADVANCED ENERGY INDUSTRIESCOMMON0079731002448,867SH DFND12,158,86700
ADVANCED ENERGY INDUSTRIESCOMMON00797310010,868395,348SH DFND15395,34800
ADVENT SOFTWARE INCCOMMON0079741083387,652SH DFND157,65200
AEROVIRONMENT INCCOMMON008073108602,310SH DFND12,152,31000
AEROVIRONMENT INCCOMMON0080731081,94274,469SH DFND1574,46900
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10865,424513,291SH DFND1511,30101,990
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,65913,012SH DFND1113,01200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1086525,118SH DFND12,155,11800
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10819,303151,441SH DFND14151,44100
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10818,928148,502SH DFND15148,50200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1083442,700SH DFND3,12,70000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1082,28217,900SH DFND4,117,90000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,87514,710SH DFND50014,710
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1082,07816,300SH DFND5,10016,300
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1088676,800SH DFND66,80000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1082,30718,100SH DFND6,58,50009,600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10814,096110,592SH DFND9,1110,59200
AFFILIATED MANAGERS GROUPCOMMON00825210883,575382,319SH DFND1368,412013,907
AFFILIATED MANAGERS GROUPCOMMON0082521084372,000SH DFND112,00000
AFFILIATED MANAGERS GROUPCOMMON00825210862282SH DFND12,1528200
AFFILIATED MANAGERS GROUPCOMMON0082521082,1629,890SH DFND149,89000
AFFILIATED MANAGERS GROUPCOMMON0082521084,41020,173SH DFND1520,17300
AFFILIATED MANAGERS GROUPCOMMON00825210819,60489,682SH DFND289,68200
AFFILIATED MANAGERS GROUPCOMMON00825210815,65671,618SH DFND671,61800
AFFYMETRIX INCCOMMON00826T10861,1265,597,587SH DFND15,597,58700
AFFYMETRIX INCCOMMON00826T1081,693155,004SH DFND12,1155,00400
AFFYMETRIX INCCOMMON00826T1085,975547,205SH DFND15547,20500
AFFYMETRIX INCCOMMON00826T10827124,800SH DFND3,124,80000
AFFYMETRIX INCCOMMON00826T1083,580327,794SH DFND6327,79400
AFFYMETRIX INCCOMMON00826T1082,684245,812SH DFND6,100245,812
AFFYMETRIX INCCOMMON00826T10846742,760SH DFND9,642,76000
AGILENT TECHNOLOGIES INCCOMMON00846U10160,1021,557,852SH DFND11,550,28207,570
AGILENT TECHNOLOGIES INCCOMMON00846U10148012,449SH DFND1112,44900
AGILENT TECHNOLOGIES INCCOMMON00846U101892,294SH DFND12,152,29400
AGILENT TECHNOLOGIES INCCOMMON00846U101135SH DFND143500
AGILENT TECHNOLOGIES INCCOMMON00846U1014,131107,078SH DFND15107,07800
AGILENT TECHNOLOGIES INCCOMMON00846U10139410,200SH DFND3,110,20000
AGILENT TECHNOLOGIES INCCOMMON00846U1011,94450,400SH DFND4,150,40000
AGILENT TECHNOLOGIES INCCOMMON00846U10158815,244SH DFND50015,244
AGILENT TECHNOLOGIES INCCOMMON00846U10140110,400SH DFND5,10010,400
AGILENT TECHNOLOGIES INCCOMMON00846U10171018,400SH DFND618,40000
AGILENT TECHNOLOGIES INCCOMMON00846U1012,16056,000SH DFND6,526,300029,700
AGILENT TECHNOLOGIES INCCOMMON00846U1013,12581,003SH DFND9,181,00300
AGNICO EAGLE MINES LTDCOMMON00847410811,954421,363SH DFND1,2421,36300
AGNICO EAGLE MINES LTDCOMMON00847410848317,041SH DFND2,1517,04100
AGNICO EAGLE MINES LTDCOMMON0084741081,83064,493SH DFND9,164,49300
AGNICO EAGLE MINES LTDCOMMON0084741081,83064,493SH DFND9,264,49300
AGNICO EAGLE MINESCOMMON0084741082267,950SH DFND117,95000
AGNICO EAGLE MINESCOMMON0084741081,00435,324SH DFND1535,32400
AGNICO EAGLE MINESCOMMON0084741081705,975SH DFND2,15,97500
AGNICO EAGLE MINESCOMMON00847410846116,200SH DFND50016,200
AGENUS INCCOMMON00847G7056641SH DFND1564100
AGILYSYS INCCOMMON00847J10552757,459SH DFND1557,45900
AGILE THERAPEUTICS INCCOMMON00847L1004,300500,587SH DFND1500,58700
AGILE THERAPEUTICS INCCOMMON00847L100323,771SH DFND153,77100
AGILE THERAPEUTICS INCCOMMON00847L1001,172136,462SH DFND9,1136,46200
AGIOS PHARMACEUTICALS INCCOMMON00847X1045404,861SH DFND154,86100
AGREE REALTY CORPCOMMON00849210014476SH DFND147600
AGREE REALTY CORPCOMMON0084921005,826199,714SH DFND15199,71400
AGRIUM INCCOMMON0089161085435,120SH DFND115,12000
AGRIUM INCCOMMON0089161084193,948SH DFND12,153,94800
AGRIUM INCCOMMON0089161082,54323,962SH DFND1523,96200
AGRIUM INCCOMMON0089161086315,948SH DFND2,15,94800
AGRIUM INCCOMMON0089161088598,094SH DFND5008,094
AGRIUM INCCOMMON0089161082021,900SH DFND61,90000
AGRIUM INCCOMMON0089161081,81417,122SH DFND2,1517,12200
AIR METHODS CORPCOMMON00912830714,740356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283074,774115,483SH DFND15115,48300
AIR METHODS CORPCOMMON0091283073,37781,686SH DFND9,181,68600
AIR LEASE CORPCOMMON00912X30270020,636SH DFND1420,63600
AIR LEASE CORPCOMMON00912X3021,99058,714SH DFND1558,71400
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK011,1498,379,000SH DFND18,379,00000
AIR PRODUCTS & CHEMICALS INCCOMMON00915810617,265126,181SH DFND1126,18100
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,0307,530SH DFND117,53000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581062721,987SH DFND12,151,98700
AIR PRODUCTS & CHEMICALS INCCOMMON00915810682,645603,998SH DFND14603,99800
AIR PRODUCTS & CHEMICALS INCCOMMON00915810625,600187,094SH DFND15187,09400
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,1168,159SH DFND5008,159
AIR TRANSPORT SERVICES GROUPCOMMON00922R10545443,300SH DFND10043,300
AIR TRANSPORT SERVICES GROUPCOMMON00922R10543141,105SH DFND1441,10500
AIR TRANSPORT SERVICES GROUPCOMMON00922R1051,066101,583SH DFND15101,58300
AIRGAS INCCOMMON00936310210,28097,183SH DFND197,18300
AIRGAS INCCOMMON0093631022862,700SH DFND112,70000
AIRGAS INCCOMMON00936310261581SH DFND12,1558100
AIRGAS INCCOMMON0093631023613,417SH DFND143,41700
AIRGAS INCCOMMON0093631026,69163,257SH DFND1563,25700
AIRMEDIA GROUP INC-ADRCOMMON00941110936675,206SH DFND1575,20600
SOUTHWEST AIRLINES (LUV) CVT 5CONVERT00949PAD014,4986,000,000SH DFND16,000,00000
AIXTRON AG-SPONSORED ADRCOMMON009606104172,482SH DFND152,48200
AKAMAI TECHNOLOGIESCOMMON00971T1019,988143,053SH DFND1143,05300
AKAMAI TECHNOLOGIESCOMMON00971T1014646,644SH DFND116,64400
AKAMAI TECHNOLOGIESCOMMON00971T1013,02743,358SH DFND12,1543,35800
AKAMAI TECHNOLOGIESCOMMON00971T1016,03186,373SH DFND1486,37300
AKAMAI TECHNOLOGIESCOMMON00971T101104,4051,495,349SH DFND151,495,34900
AKAMAI TECHNOLOGIESCOMMON00971T1011482,121SH DFND15,12,12100
AKAMAI TECHNOLOGIESCOMMON00971T10113,133188,102SH DFND2188,10200
AKAMAI TECHNOLOGIESCOMMON00971T1015668,100SH DFND5008,100
AKAMAI TECHNOLOGIES INC(AKAM)CONVERT00971TAG614,74814,130,000SH DFND114,130,00000
AKORN INCCOMMON00972810617,530401,507SH DFND1401,50700
AKORN INCCOMMON00972810673,1091,674,513SH DFND151,674,51300
AKORN INCCOMMON0097281064,753108,869SH DFND9,1108,86900
AKEBIA THERAPEUTICS INCCOMMON00972D1056569SH DFND1556900
ALAMO GROUP INCCOMMON0113111073,07456,260SH DFND1556,26000
ALAMOS GOLD INCCOMMON011527108223,975SH DFND2,13,97500
ALAMOS GOLD INCCOMMON0115271084,823850,816SH DFND1,2850,81600
ALAMOS GOLD INCCOMMON011527108529,182SH DFND159,18200
ALAMOS GOLD INCCOMMON011527108738130,224SH DFND9,1130,22400
ALAMOS GOLD INCCOMMON011527108738130,224SH DFND9,2130,22400
ALASKA AIR GROUP INCCOMMON0116591097,725119,891SH DFND14119,89100
ALASKA AIR GROUP INCCOMMON01165910927,307423,832SH DFND15423,83200
ALASKA COMM SYSTEMS GROUPCOMMON01167P101396164,878SH DFND15164,87800
ALBANY INTL CORP CL ACOMMON01234810825,190632,926SH DFND1632,92600
ALBANY INTL CORP CL ACOMMON0123481081,45936,653SH DFND12,136,65300
ALBANY INTL CORP CL ACOMMON0123481082,30157,815SH DFND1557,81500
ALBANY INTL CORP CL ACOMMON0123481083,14779,067SH DFND679,06700
ALBANY INTL CORP CL ACOMMON0123481082,35559,182SH DFND6,10059,182
ALBANY INTL CORP CL ACOMMON01234810842310,631SH DFND9,610,63100
ALBANY MOLECULAR RESEARCHCOMMON01242310943421,452SH DFND1421,45200
ALBANY MOLECULAR RESEARCHCOMMON0124231091,48573,449SH DFND1573,44900
ALBEMARLE CORPCOMMON01265310134,943632,216SH DFND1632,21600
ALBEMARLE CORPCOMMON0126531012494,500SH DFND114,50000
ALBEMARLE CORPCOMMON012653101591,065SH DFND12,151,06500
ALBEMARLE CORPCOMMON01265310191216,493SH DFND1416,49300
ALBEMARLE CORPCOMMON0126531012,05437,156SH DFND1537,15600
ALCOA INCCOMMON013817101138,20512,395,099SH DFND112,091,2020303,897
ALCOA INCCOMMON01381710151245,897SH DFND1145,89700
ALCOA INCCOMMON01381710123521,055SH DFND12,1521,05500
ALCOA INCCOMMON01381710196586,561SH DFND1486,56100
ALCOA INCCOMMON0138171016,718602,536SH DFND15602,53600
ALCOA INCCOMMON01381710132328,952SH DFND50028,952
ALCOA INCCOMMON0138171011,220109,400SH DFND6,550,800058,600
ALCOA INCCOMMON01381710175467,649SH DFND9,167,64900
ALCATEL-LUCENT ADRCOMMON01390430524266,785SH DFND1566,78500
ALDER BIOPHARMACEUTICALS INCCOMMON01433910523,350440,808SH DFND1440,80800
ALDER BIOPHARMACEUTICALS INCCOMMON0143391052,23342,152SH DFND1542,15200
ALDER BIOPHARMACEUTICALS INCCOMMON0143391056,234117,682SH DFND9,1117,68200
ALEXANDER & BALDWIN INCCOMMON01449110484321,404SH DFND1521,40400
ALERE INCCOMMON01449J105279,3005,294,778SH DFND15,294,77800
ALERE INCCOMMON01449J10573,6441,396,090SH DFND1,21,396,09000
ALERE INCCOMMON01449J1051803,416SH DFND11,23,41600
ALERE INCCOMMON01449J1052,10539,902SH DFND12,139,90200
ALERE INCCOMMON01449J10543823SH DFND12,1582300
ALERE INCCOMMON01449J1051,02519,437SH DFND1519,43700
ALERE INCCOMMON01449J10523,238440,527SH DFND2440,52700
ALERE INCCOMMON01449J1054,39083,218SH DFND683,21800
ALERE INCCOMMON01449J1053,22961,217SH DFND6,10061,217
ALERE INCCOMMON01449J10559411,256SH DFND9,611,25600
ALEXANDER'S INCCOMMON0147521095421,321SH DFND151,32100
ALEXANDRIA REAL EST EQUITIESCOMMON01527110915,961182,499SH DFND136,0700146,429
ALEXANDRIA REAL EST EQUITIESCOMMON01527110959678SH DFND12,1567800
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092,42127,678SH DFND1527,67800
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091752,000SH DFND5,1002,000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091311,500SH DFND8,1001,500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092272,600SH DFND9,12,60000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715057,059252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715051716,100SH DFND9,16,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109192,0451,062,370SH DFND11,062,37000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,3927,700SH DFND117,70000
ALEXION PHARMACEUTICALS INCCOMMON0153511098,64247,807SH DFND12,1547,80700
ALEXION PHARMACEUTICALS INCCOMMON0153511095,27929,203SH DFND1429,20300
ALEXION PHARMACEUTICALS INCCOMMON015351109314,8381,741,651SH DFND151,741,65100
ALEXION PHARMACEUTICALS INCCOMMON0153511097564,181SH DFND34,18100
ALEXION PHARMACEUTICALS INCCOMMON0153511091,3207,300SH DFND5007,300
ALEXION PHARMACEUTICALS INCCOMMON01535110910,55058,359SH DFND9,158,35900
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W102140,9571,713,350SH DFND11,713,35000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1026057,350SH DFND12,67,35000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10221260SH DFND13,426000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1025266,390SH DFND146,39000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1026,66380,987SH DFND1580,98700
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10213,090159,106SH DFND2159,10600
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1022182,650SH DFND2,12,65000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1023,56643,350SH DFND643,35000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1024,52955,048SH DFND9,155,04800
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021,89223,000SH DFND9,423,00000
ALIGN TECHNOLOGY INCCOMMON0162551019,744155,382SH DFND1111,602043,780
ALIGN TECHNOLOGY INCCOMMON0162551011,14718,291SH DFND1418,29100
ALIGN TECHNOLOGY INCCOMMON0162551012,05732,796SH DFND1532,79600
ALIMERA SCIENCES INC ALIMCOMMON01625910351,144SH DFND151,14400
ALLEGHANY CORPCOMMON017175100281600SH DFND1160000
ALLEGHANY CORPCOMMON01717510093199SH DFND12,1519900
ALLEGHANY CORPCOMMON0171751009712,072SH DFND142,07200
ALLEGHANY CORPCOMMON0171751003,0546,514SH DFND156,51400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10290,2072,986,971SH DFND12,986,97100
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102732,410SH DFND12,152,41000
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1021765,841SH DFND145,84100
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1023,957131,024SH DFND15131,02400
ALLEGIANT TRAVEL COCOMMON01748X1021,89310,640SH DFND1410,64000
ALLEGIANT TRAVEL COCOMMON01748X1026,37735,852SH DFND1535,85200
ALLETE INCCOMMON01852230014299SH DFND129900
ALLETE INCCOMMON01852230032680SH DFND12,1568000
ALLETE INCCOMMON0185223005,039108,615SH DFND14108,61500
ALLETE INCCOMMON0185223003,37272,693SH DFND1572,69300
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461013,878288,322SH DFND14288,32200
ALLIANCE DATA SYSTEMS CORPCOMMON01858110844,631152,877SH DFND1152,87700
ALLIANCE DATA SYSTEMS CORPCOMMON01858110840,600139,068SH DFND1,2139,06800
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086712,300SH DFND112,30000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108104357SH DFND11,235700
ALLIANCE DATA SYSTEMS CORPCOMMON01858110881276SH DFND12,1527600
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,17210,866SH DFND1510,86600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110813,65646,776SH DFND246,77600
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084111,408SH DFND31,40800
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087012,400SH DFND5002,400
ALLIANCE HEALTHCARE SERVICECOMMON0186063011,06657,050SH DFND157,05000
ALLIANCE HEALTHCARE SERVICECOMMON01860630121811,675SH DFND1511,67500
ALLIANCE HEALTHCARE SERVICECOMMON01860630126914,400SH DFND3,114,40000
ALLIANCE HOLDINGS GP LPCOMMON01861G1002646,741SH DFND12,156,74100
ALLIANCE HOLDINGS GP LPCOMMON01861G10092623,665SH DFND1523,66500
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U10630723,229SH DFND1423,22900
ALLIANCE FIBER OPTIC PRODUCTCOMMON0186803066336SH DFND1533600
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,23587,834SH DFND1487,83400
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R108953,823SH DFND153,82300
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1062,188182,047SH DFND14182,04700
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R10610,189847,688SH DFND15847,68800
ALLIANT ENERGY CORPCOMMON0188021082564,438SH DFND114,43800
ALLIANT ENERGY CORPCOMMON0188021081041,808SH DFND12,151,80800
ALLIANT ENERGY CORPCOMMON0188021083,71164,291SH DFND1464,29100
ALLIANT ENERGY CORPCOMMON0188021084,71481,666SH DFND1581,66600
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1013,858518,531SH DFND14518,53100
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10115,8022,123,961SH DFND152,123,96100
ALLIANZGI CONV AND INCOME FUNDCOMMON01882810337446,083SH DFND1446,08300
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291015,400279,795SH DFND14279,79500
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1074,606304,615SH DFND14304,61500
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A10710,023662,913SH DFND15662,91300
ALLIED MOTION TECHNOLOGIESCOMMON019330109994,396SH DFND154,39600
ALLIED MOTION TECHNOLOGIESCOMMON019330109582,600SH DFND3,12,60000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10117,563600,250SH DFND1589,020011,230
ALLISON TRANSMISSION HOLDINGSCOMMON01973R101421,448SH DFND12,151,44800
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10169423,717SH DFND1423,71700
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10194432,247SH DFND1532,24700
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10151517,600SH DFND3,117,60000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1012,10471,900SH DFND4,171,90000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10135112,000SH DFND50012,000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10136312,400SH DFND5,10012,400
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10158219,900SH DFND8,10019,900
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P108604,397SH DFND12,154,39700
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,31996,397SH DFND1596,39700
ALLSCRIPTS HEALTHCARE(MDRX) CVCONVERT01988PAD015,87215,580,000SH DFND115,580,00000
ALLSTATE CORPCOMMON020002101353,0595,442,563SH DFND15,339,5880102,975
ALLSTATE CORPCOMMON0200021011,24619,200SH DFND1,519,20000
ALLSTATE CORPCOMMON0200021011,00415,478SH DFND1115,47800
ALLSTATE CORPCOMMON0200021015318,179SH DFND12,158,17900
ALLSTATE CORPCOMMON02000210119,886306,544SH DFND14306,54400
ALLSTATE CORPCOMMON020002101117,7611,815,340SH DFND151,815,34000
ALLSTATE CORPCOMMON0200021012,31535,681SH DFND512,500023,181
ALLSTATE CORPCOMMON0200021011822,800SH DFND5,1002,800
ALLSTATE CORPCOMMON02000210198615,200SH DFND615,20000
ALLSTATE CORPCOMMON0200021013,84759,300SH DFND6,526,500032,800
ALLSTATE CORPCOMMON0200021011,59224,537SH DFND9,124,53700
ALLY FINANCIAL INCCOMMON02005N100101,5324,526,600SH DFND14,398,0640128,536
ALLY FINANCIAL INCCOMMON02005N10039517,600SH DFND1117,60000
ALLY FINANCIAL INCCOMMON02005N10045420,261SH DFND12,1520,26100
ALLY FINANCIAL INCCOMMON02005N10068930,706SH DFND1430,70600
ALLY FINANCIAL INCCOMMON02005N1008,334371,552SH DFND15371,55200
ALLY FINANCIAL INCCOMMON02005N10028012,500SH DFND3,112,50000
ALLY FINANCIAL INCCOMMON02005N1001,35760,500SH DFND4,160,50000
ALLY FINANCIAL INCCOMMON02005N10061727,500SH DFND5,10027,500
ALLY FINANCIAL INCCOMMON02005N10081836,477SH DFND9,136,47700
ALMOST FAMILY INCCOMMON0204091081,32333,156SH DFND1533,15600
ALMOST FAMILY INCCOMMON02040910820500SH DFND3,150000
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10764,687539,643SH DFND1539,64300
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1073362,800SH DFND112,80000
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10716,722139,498SH DFND15139,49800
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1073,06025,530SH DFND9,125,53000
ALON USA ENERGY INC.COMMON0205201029,761516,457SH DFND15516,45700
ALON USA PARTNERS LPCOMMON02052T1093,246154,424SH DFND15154,42400
ALPHA NATURAL RESOURCES INCCOMMON02076X1021860,952SH DFND12,1560,95200
ALPHA NATURAL RESOURCES INCCOMMON02076X10227,203SH DFND147,20300
ALPHA NATURAL RESOURCES INCCOMMON02076X1023401,127,024SH DFND151,127,02400
ALPINE GLOBAL DYNAMIC DIVIDENDCOMMON02082E205939,356SH DFND149,35600
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A1039,9331,535,175SH DFND141,535,17500
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602075,220604,117SH DFND14604,11700
ALTERA CORPORATIONCOMMON02144110010,542205,889SH DFND1205,88900
ALTERA CORPORATIONCOMMON02144110057011,138SH DFND1111,13800
ALTERA CORPORATIONCOMMON0214411003,79174,042SH DFND12,1574,04200
ALTERA CORPORATIONCOMMON0214411005,459106,627SH DFND14106,62700
ALTERA CORPORATIONCOMMON021441100146,9582,870,283SH DFND152,870,28300
ALTERA CORPORATIONCOMMON0214411004408,600SH DFND5008,600
ALTERA CORPORATIONCOMMON02144110018,797367,120SH DFND6367,12000
ALTISOURCE RESIDENTI-CL BCOMMON02153W10060736,047SH DFND1536,04700
ALTISOURCE ASSET MANAGEMENTCOMMON02153X108426SH DFND152600
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1061,26446,498SH DFND1546,49800
ALTRIA GROUP INCCOMMON02209S103267,4625,468,454SH DFND15,468,45400
ALTRIA GROUP INCCOMMON02209S1033,58873,360SH DFND1173,36000
ALTRIA GROUP INCCOMMON02209S10397419,916SH DFND12,1519,91600
ALTRIA GROUP INCCOMMON02209S10310,005204,567SH DFND14204,56700
ALTRIA GROUP INCCOMMON02209S103120,6262,466,283SH DFND152,466,28300
ALTRIA GROUP INCCOMMON02209S10363613,010SH DFND313,01000
ALTRIA GROUP INCCOMMON02209S1033,50271,599SH DFND50071,599
ALTRIA GROUP INCCOMMON02209S1035,718116,900SH DFND5,100116,900
ALTRIA GROUP INCCOMMON02209S10370,8311,448,186SH DFND61,448,18600
ALTRIA GROUP INCCOMMON02209S1031,68734,500SH DFND6,516,200018,300
ALTRIA GROUP INCCOMMON02209S1031573,200SH DFND8,1003,200
ALTRIA GROUP INCCOMMON02209S1031,16023,718SH DFND9,123,71800
ALUMINUM CORP OF CHINA-ADRCOMMON02227610916713,374SH DFND1513,37400
AMARIN CORP PLC ADRCOMMON02311120693,657SH DFND153,65700
AMAZON.COM INCCOMMON023135106372,961859,179SH DFND1859,17900
AMAZON.COM INCCOMMON0231351066,39214,724SH DFND1114,72400
AMAZON.COM INCCOMMON02313510648,737112,273SH DFND12,15112,27300
AMAZON.COM INCCOMMON02313510611,13725,656SH DFND1425,65600
AMAZON.COM INCCOMMON0231351061,602,7183,692,134SH DFND153,692,13400
AMAZON.COM INCCOMMON0231351061740SH DFND3,14000
AMAZON.COM INCCOMMON0231351065,94713,700SH DFND50013,700
AMAZON.COM INCCOMMON0231351067,49817,274SH DFND617,27400
AMAZON.COM INCCOMMON02313510615,15034,900SH DFND9,134,90000
AMBAC FINANCIAL GROUP INCCOMMON0231398843,921235,610SH DFND1152,910082,700
AMBAC FINANCIAL GROUP INCCOMMON0231398841509,001SH DFND12,159,00100
AMBAC FINANCIAL GROUP INCCOMMON02313988497458,560SH DFND1558,56000
AMBAC FINANCIAL GROUP INCCOMMON02313988487952,800SH DFND3,152,80000
AMAYA INCCOMMON02314M1083115SH DFND2,111500
AMBER ROAD INCCOMMON02318Y1087934SH DFND1593400
AMBEV SA-ADRCOMMON02319V10333254,400SH DFND154,40000
AMBEV SA-ADRCOMMON02319V10350282,255SH DFND1482,25500
AMBEV SA-ADRCOMMON02319V1035,501901,846SH DFND15901,84600
AMEDISYS INCCOMMON0234361088,441212,461SH DFND15212,46100
AMERCO INCCOMMON02358610015,43047,201SH DFND1547,20100
AMEREN CORPORATIONCOMMON02360810214,154375,647SH DFND1375,64700
AMEREN CORPORATIONCOMMON0236081023659,675SH DFND119,67500
AMEREN CORPORATIONCOMMON0236081022255,973SH DFND12,155,97300
AMEREN CORPORATIONCOMMON02360810281221,558SH DFND1421,55800
AMEREN CORPORATIONCOMMON0236081025,193137,829SH DFND15137,82900
AMERESCO INCCOMMON02361E108638,248SH DFND12,158,24800
AMERESCO INCCOMMON02361E1084,357569,550SH DFND15569,55000
AMERICA MOVIL SAB DE CVCOMMON02364W10525,4311,193,400SH DFND11,193,40000
AMERICA MOVIL SAB DE CVCOMMON02364W10535316,580SH DFND1416,58000
AMERICA MOVIL SAB DE CVCOMMON02364W10517,122803,494SH DFND15803,49400
AMERICA MOVIL SAB DE CVCOMMON02364W10512,881604,481SH DFND2604,48100
AMERICA MOVIL SAB DE CVCOMMON02364W10584639,700SH DFND50039,700
AMERICA MOVIL SAB DE CVCOMMON02364W10558027,200SH DFND9,527,20000
AMERICAN AIRLINES GROUP INCCOMMON02376R10211,010275,688SH DFND1275,68800
AMERICAN AIRLINES GROUP INCCOMMON02376R1022927,300SH DFND117,30000
AMERICAN AIRLINES GROUP INCCOMMON02376R1026,636166,165SH DFND12,15166,16500
AMERICAN AIRLINES GROUP INCCOMMON02376R1022,11052,838SH DFND1452,83800
AMERICAN AIRLINES GROUP INCCOMMON02376R102230,8465,780,555SH DFND155,780,55500
AMERICAN AIRLINES GROUP INCCOMMON02376R10253913,500SH DFND50013,500
AMERICAN APPAREL INCCOMMON023850100120244,351SH DFND15244,35100
AMERICAN ASSETS TRUST INCCOMMON0240131042,90774,152SH DFND174,15200
AMERICAN ASSETS TRUST INCCOMMON0240131041,86347,522SH DFND1447,52200
AMERICAN ASSETS TRUST INCCOMMON0240131042,72869,562SH DFND1569,56200
AMERICAN ASSETS TRUST INCCOMMON0240131042355,988SH DFND15,15,98800
AMERICAN ASSETS TRUST INCCOMMON0240131042476,300SH DFND3,16,30000
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031,55474,310SH DFND174,31000
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031607,674SH DFND12,157,67400
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611032,303110,135SH DFND15110,13500
AMERICAN AXLE & MFG HOLDINGSCOMMON02406110327413,100SH DFND3,113,10000
AMERICAN AXLE & MFG HOLDINGSCOMMON024061103964,600SH DFND5004,600
AMERICAN CAMPUS COMMUNITIESCOMMON024835100170,9194,534,869SH DFND11,867,26302,667,606
AMERICAN CAMPUS COMMUNITIESCOMMON02483510054714,500SH DFND11,114,50000
AMERICAN CAMPUS COMMUNITIESCOMMON024835100451,183SH DFND12,151,18300
AMERICAN CAMPUS COMMUNITIESCOMMON0248351002,78573,900SH DFND13,173,90000
AMERICAN CAMPUS COMMUNITIESCOMMON0248351009251SH DFND1425100
AMERICAN CAMPUS COMMUNITIESCOMMON0248351002,11856,195SH DFND1556,19500
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001,30034,500SH DFND2,134,50000
AMERICAN CAMPUS COMMUNITIESCOMMON0248351007,730205,100SH DFND3,1205,10000
AMERICAN CAMPUS COMMUNITIESCOMMON02483510072019,100SH DFND9,119,10000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1052,261123,100SH DFND1123,10000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1052,737149,000SH DFND1,5149,00000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10525714,000SH DFND1114,00000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1051518,207SH DFND12,158,20700
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1051,41476,981SH DFND1476,98100
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10524,6031,339,317SH DFND151,339,31700
AMERICAN CAPITAL AGENCY CORPCOMMON02503X105975,300SH DFND5,1005,300
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1052,379129,500SH DFND6129,50000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X105462,500SH DFND9,12,50000
AMERICAN CAPITAL LTDCOMMON02503Y103102,8067,587,128SH DFND17,587,12800
AMERICAN CAPITAL LTDCOMMON02503Y103956,993SH DFND12,156,99300
AMERICAN CAPITAL LTDCOMMON02503Y10340529,863SH DFND1429,86300
AMERICAN CAPITAL LTDCOMMON02503Y1038,408620,486SH DFND15620,48600
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1044,381274,006SH DFND14274,00600
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1041,46191,345SH DFND1591,34500
AMERICAN ELECTRIC POWERCOMMON025537101144,3892,725,856SH DFND12,725,85600
AMERICAN ELECTRIC POWERCOMMON02553710196218,166SH DFND1118,16600
AMERICAN ELECTRIC POWERCOMMON02553710153810,148SH DFND12,1510,14800
AMERICAN ELECTRIC POWERCOMMON02553710112,254231,342SH DFND14231,34200
AMERICAN ELECTRIC POWERCOMMON02553710129,764561,903SH DFND15561,90300
AMERICAN ELECTRIC POWERCOMMON02553710172713,734SH DFND313,73400
AMERICAN ELECTRIC POWERCOMMON02553710186616,349SH DFND50016,349
AMERICAN ELECTRIC POWERCOMMON0255371011112,091SH DFND9,12,09100
AMERICAN EAGLE OUTFITTERSCOMMON02553E106854,954SH DFND12,154,95400
AMERICAN EAGLE OUTFITTERSCOMMON02553E10670340,804SH DFND1440,80400
AMERICAN EAGLE OUTFITTERSCOMMON02553E1062,363137,234SH DFND15137,23400
AMERICAN EQUITY INVT LIFE HLCOMMON02567620649,7421,843,645SH DFND11,843,64500
AMERICAN EQUITY INVT LIFE HLCOMMON0256762062127,862SH DFND12,157,86200
AMERICAN EQUITY INVT LIFE HLCOMMON0256762065,217193,377SH DFND15193,37700
AMERICAN EXPRESS COMPANYCOMMON025816109305,0053,924,412SH DFND13,924,41200
AMERICAN EXPRESS COMPANYCOMMON0258161095627,230SH DFND1,67,23000
AMERICAN EXPRESS COMPANYCOMMON02581610912,535161,287SH DFND10161,28700
AMERICAN EXPRESS COMPANYCOMMON0258161093,34643,051SH DFND1143,05100
AMERICAN EXPRESS COMPANYCOMMON02581610970898SH DFND11,189800
AMERICAN EXPRESS COMPANYCOMMON0258161097669,858SH DFND12,159,85800
AMERICAN EXPRESS COMPANYCOMMON0258161091,52319,594SH DFND1419,59400
AMERICAN EXPRESS COMPANYCOMMON02581610916,813216,333SH DFND15216,33300
AMERICAN EXPRESS COMPANYCOMMON02581610970905SH DFND2,690500
AMERICAN EXPRESS COMPANYCOMMON0258161091,86123,940SH DFND423,94000
AMERICAN EXPRESS COMPANYCOMMON0258161092,79936,016SH DFND50036,016
AMERICAN EXPRESS COMPANYCOMMON02581610994,0141,209,652SH DFND61,209,65200
AMERICAN EXPRESS COMPANYCOMMON0258161094826,200SH DFND6,52,70003,500
AMERICAN FINANCIAL GROUP INCCOMMON02593210424,889382,669SH DFND1382,66900
AMERICAN FINANCIAL GROUP INCCOMMON0259321041,50323,102SH DFND12,123,10200
AMERICAN FINANCIAL GROUP INCCOMMON0259321042784,271SH DFND12,154,27100
AMERICAN FINANCIAL GROUP INCCOMMON0259321042,97645,753SH DFND1445,75300
AMERICAN FINANCIAL GROUP INCCOMMON0259321044,77473,401SH DFND1573,40100
AMERICAN FINANCIAL GROUP INCCOMMON0259321043,38151,978SH DFND651,97800
AMERICAN FINANCIAL GROUP INCCOMMON0259321042,42637,293SH DFND6,10037,293
AMERICAN FINANCIAL GROUP INCCOMMON0259321044496,905SH DFND9,66,90500
AMERICAN HOMES 4 RENT - CL ACOMMON02665T3062,246140,014SH DFND15140,01400
AMERICAN INTERNATIONAL-CW21COMMON0268741564140SH DFND414000
AMERICAN INTERNATIONAL GROUPCOMMON02687478441,636673,506SH DFND1673,50600
AMERICAN INTERNATIONAL GROUPCOMMON0268747843,14650,890SH DFND1150,89000
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,18235,300SH DFND12,1535,30000
AMERICAN INTERNATIONAL GROUPCOMMON02687478410,458169,165SH DFND14169,16500
AMERICAN INTERNATIONAL GROUPCOMMON026874784105,6831,709,525SH DFND151,709,52500
AMERICAN INTERNATIONAL GROUPCOMMON0268747845108,244SH DFND48,24400
AMERICAN INTERNATIONAL GROUPCOMMON0268747844,44571,900SH DFND50071,900
AMERICAN INTERNATIONAL GROUPCOMMON0268747849,551154,500SH DFND5,100154,500
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,38038,500SH DFND638,50000
AMERICAN INTERNATIONAL GROUPCOMMON0268747844,89079,100SH DFND6,535,800043,300
AMERICAN INTERNATIONAL GROUPCOMMON02687478482813,400SH DFND8,10013,400
AMER NATL BANKSHARES/DANVILLECOMMON0277451082359,887SH DFND159,88700
AMERICAN NATIONAL INSURANCECOMMON0285911051,20311,754SH DFND1511,75400
AMERICAN PUBLIC EDUCATIONCOMMON02913V10332,1511,250,051SH DFND1,21,250,05100
AMERICAN PUBLIC EDUCATIONCOMMON02913V103883,431SH DFND11,23,43100
AMERICAN PUBLIC EDUCATIONCOMMON02913V10389734,879SH DFND1534,87900
AMERICAN PUBLIC EDUCATIONCOMMON02913V1034,897190,378SH DFND2190,37800
AMERICAN RAILCAR INDUSTRIESCOMMON02916P1032895,941SH DFND155,94100
AMERICAN REALTY CAPITAL PROPCOMMON02917T10429536,289SH DFND1136,28900
AMERICAN REALTY CAPITAL PROPCOMMON02917T1041,154141,995SH DFND15141,99500
AMERICAN RESIDENTIAL PROPERTIECOMMON02927E30345124,371SH DFND1524,37100
AMERICAN SCIENCE & ENGINEERINGCOMMON02942910793821,413SH DFND1521,41300
AMERICAN SOFTWARE INCCOMMON02968310926227,535SH DFND1527,53500
AMERICAN STATES WATER COCOMMON02989910152914,142SH DFND1414,14200
AMERICAN STATES WATER COCOMMON02989910114,798395,768SH DFND15395,76800
AMERICAN TOWER CORP CL ACOMMON03027X100618,9446,634,619SH DFND13,354,53103,280,088
AMERICAN TOWER CORP CL ACOMMON03027X1001,45315,570SH DFND1115,57000
AMERICAN TOWER CORP CL ACOMMON03027X1003824,100SH DFND11,14,10000
AMERICAN TOWER CORP CL ACOMMON03027X1001301,396SH DFND12,151,39600
AMERICAN TOWER CORP CL ACOMMON03027X1006256,700SH DFND13,16,70000
AMERICAN TOWER CORP CL ACOMMON03027X10026,505284,119SH DFND14284,11900
AMERICAN TOWER CORP CL ACOMMON03027X1008,70793,334SH DFND1593,33400
AMERICAN TOWER CORP CL ACOMMON03027X1003,15033,764SH DFND15,133,76400
AMERICAN TOWER CORP CL ACOMMON03027X1009249,900SH DFND2,19,90000
AMERICAN TOWER CORP CL ACOMMON03027X10017,694189,664SH DFND3,1189,66400
AMERICAN TOWER CORP CL ACOMMON03027X1005325,700SH DFND9,15,70000
AMERICAN TOWER CORP CVP A PFDCONVERT03027X30828,259277,184SH DFND1196,984080,200
AMERICAN TOWER CORP CVP A PFDCONVERT03027X3082202,160SH DFND9,12,16000
AMERICAN TOWER CORP AMT CVP 6.CONVERT03027X40719,950200,000SH DFND1114,300085,700
AMERICAN VANGUARD CORPCOMMON0303711082,108152,770SH DFND15152,77000
AMERICAN WATER WORKS CO INCCOMMON0304201032014,137SH DFND14,13700
AMERICAN WATER WORKS CO INCCOMMON0304201033507,200SH DFND117,20000
AMERICAN WATER WORKS CO INCCOMMON0304201032495,124SH DFND12,155,12400
AMERICAN WATER WORKS CO INCCOMMON0304201037,961163,709SH DFND14163,70900
AMERICAN WATER WORKS CO INCCOMMON03042010341,096845,076SH DFND15845,07600
AMERICAN WOODMARK CORPCOMMON03050610912,331224,808SH DFND1162,528062,280
AMERICAN WOODMARK CORPCOMMON0305061093376,150SH DFND146,15000
AMERICAN WOODMARK CORPCOMMON0305061095,545101,088SH DFND15101,08800
AMERICA'S CAR MART INCCOMMON03062T10546,466942,136SH DFND1,2942,13600
AMERICA'S CAR MART INCCOMMON03062T1051452,944SH DFND11,22,94400
AMERICA'S CAR MART INCCOMMON03062T1054138,373SH DFND158,37300
AMERICA'S CAR MART INCCOMMON03062T10537,577761,911SH DFND2761,91100
AMERISAFE INCCOMMON03071H1002124,495SH DFND144,49500
AMERISAFE INCCOMMON03071H1001,17324,923SH DFND1524,92300
AMERISOURCEBERGEN CORPCOMMON03073E10571,148669,065SH DFND1646,095022,970
AMERISOURCEBERGEN CORPCOMMON03073E1055,79654,500SH DFND1,554,50000
AMERISOURCEBERGEN CORPCOMMON03073E1051,25511,806SH DFND1111,80600
AMERISOURCEBERGEN CORPCOMMON03073E1051,68715,860SH DFND12,1515,86000
AMERISOURCEBERGEN CORPCOMMON03073E1051,13810,700SH DFND1310,70000
AMERISOURCEBERGEN CORPCOMMON03073E1054,06638,240SH DFND1438,24000
AMERISOURCEBERGEN CORPCOMMON03073E10580,207754,255SH DFND15754,25500
AMERISOURCEBERGEN CORPCOMMON03073E1053,59433,800SH DFND3,133,80000
AMERISOURCEBERGEN CORPCOMMON03073E1051,38112,982SH DFND412,98200
AMERISOURCEBERGEN CORPCOMMON03073E10515,706147,700SH DFND4,1147,70000
AMERISOURCEBERGEN CORPCOMMON03073E10517,014160,000SH DFND569,100090,900
AMERISOURCEBERGEN CORPCOMMON03073E10512,910121,400SH DFND5,100121,400
AMERISOURCEBERGEN CORPCOMMON03073E1057,51870,700SH DFND670,70000
AMERISOURCEBERGEN CORPCOMMON03073E1056,45560,700SH DFND6,529,000031,700
AMERISOURCEBERGEN CORPCOMMON03073E1056496,100SH DFND7,5006,100
AMERISOURCEBERGEN CORPCOMMON03073E1051,78716,800SH DFND8,10016,800
AMERISOURCEBERGEN CORPCOMMON03073E1051,74416,400SH DFND9,116,40000
AMERISOURCEBERGEN CORPCOMMON03073E10510,61399,800SH DFND9,599,80000
AMERIPRISE FINANCIAL INCCOMMON03076C106115,422923,894SH DFND1923,89400
AMERIPRISE FINANCIAL INCCOMMON03076C1068516,808SH DFND116,80800
AMERIPRISE FINANCIAL INCCOMMON03076C1062361,889SH DFND12,151,88900
AMERIPRISE FINANCIAL INCCOMMON03076C10610,20981,719SH DFND1481,71900
AMERIPRISE FINANCIAL INCCOMMON03076C10651,170409,590SH DFND15409,59000
AMERIPRISE FINANCIAL INCCOMMON03076C1067215,771SH DFND35,77100
AMERIPRISE FINANCIAL INCCOMMON03076C1061,0198,160SH DFND5008,160
AMERIPRISE FINANCIAL INCCOMMON03076C1065624,500SH DFND64,50000
AMERIPRISE FINANCIAL INCCOMMON03076C1061,26210,100SH DFND6,54,80005,300
AMERIS BANCORPCOMMON03076K10841516,405SH DFND1516,40500
AMERIGAS PARTNERS LPCOMMON0309751062194,787SH DFND154,78700
AMES NATIONAL CORPCOMMON0310011004151SH DFND1515100
AMETEK INCCOMMON03110010039,316717,706SH DFND1717,70600
AMETEK INCCOMMON0311001004898,925SH DFND118,92500
AMETEK INCCOMMON031100100791,436SH DFND12,151,43600
AMETEK INCCOMMON0311001008,610157,175SH DFND15157,17500
AMETEK INCCOMMON03110010016,714305,116SH DFND2305,11600
AMGEN INCCOMMON031162100380,9442,481,396SH DFND12,363,7840117,612
AMGEN INCCOMMON0311621007,56949,300SH DFND1,549,30000
AMGEN INCCOMMON03116210021,377139,248SH DFND10139,24800
AMGEN INCCOMMON0311621005,95638,793SH DFND1138,79300
AMGEN INCCOMMON03116210028,460185,383SH DFND12,15185,38300
AMGEN INCCOMMON0311621001,2598,200SH DFND138,20000
AMGEN INCCOMMON0311621009,13659,512SH DFND1459,51200
AMGEN INCCOMMON0311621001,052,1116,853,250SH DFND156,853,25000
AMGEN INCCOMMON0311621002881,875SH DFND31,87500
AMGEN INCCOMMON0311621002,00313,050SH DFND3,113,05000
AMGEN INCCOMMON0311621008,42854,900SH DFND4,154,90000
AMGEN INCCOMMON03116210022,371145,720SH DFND559,300086,420
AMGEN INCCOMMON0311621008,41354,800SH DFND5,10054,800
AMGEN INCCOMMON031162100135,454882,324SH DFND6882,32400
AMGEN INCCOMMON03116210010,14866,100SH DFND6,534,300031,800
AMGEN INCCOMMON0311621008605,600SH DFND7,5005,600
AMGEN INCCOMMON0311621005303,450SH DFND8,1003,450
AMGEN INCCOMMON0311621002001,300SH DFND91,30000
AMGEN INCCOMMON03116210010,57368,870SH DFND9,168,87000
AMGEN INCCOMMON03116210010,20966,500SH DFND9,566,50000
AMICUS THERAPEUTICS INCCOMMON03152W1096391SH DFND1539100
AMKOR TECHNOLOGY INCCOMMON031652100233,816SH DFND12,153,81600
AMKOR TECHNOLOGY INCCOMMON0316521003,205535,970SH DFND15535,97000
AMPCO-PITTSBURGH CORPCOMMON03203710322114,643SH DFND1514,64300
AMPHENOL CORP CL ACOMMON032095101156,0282,691,530SH DFND12,691,53000
AMPHENOL CORP CL ACOMMON03209510166711,498SH DFND1111,49800
AMPHENOL CORP CL ACOMMON032095101851,465SH DFND12,151,46500
AMPHENOL CORP CL ACOMMON0320951015,41993,480SH DFND1493,48000
AMPHENOL CORP CL ACOMMON03209510140,336695,806SH DFND15695,80600
AMPHENOL CORP CL ACOMMON03209510169411,976SH DFND311,97600
AMPHENOL CORP CL ACOMMON0320951014758,200SH DFND5008,200
AMPHASTAR PHARMACEUTICALS INCCOMMON03209R1035307SH DFND1530700
AMSURG CORPCOMMON03232P40588712,683SH DFND1412,68300
AMSURG CORPCOMMON03232P40512,567179,664SH DFND15179,66400
AMSURG CORP CVP 5.7 17CONVERT03232P50420,722148,596SH DFND1148,59600
AMTECH SYSTEMS INCCOMMON03233250472269,494SH DFND1569,49400
AMTRUST FINANCIAL SERVICESCOMMON032359309221,5953,382,610SH DFND13,340,810041,800
AMTRUST FINANCIAL SERVICESCOMMON0323593091842,803SH DFND12,152,80300
AMTRUST FINANCIAL SERVICESCOMMON0323593091,85828,356SH DFND1528,35600
AMTRUST FINANCIAL SERVICESCOMMON03235930986513,200SH DFND3,113,20000
AMYRIS INCCOMMON03236M101745382,031SH DFND15382,03100
ANACOR PHARMACEUTICALS INCCOMMON03242010126,139337,582SH DFND1337,58200
ANACOR PHARMACEUTICALS INCCOMMON0324201016,33681,831SH DFND1581,83100
ANACOR PHARMACEUTICALS INCCOMMON0324201015196,700SH DFND3,16,70000
ANADARKO PETROLEUM CORPCOMMON032511107232,9092,983,718SH DFND12,785,8630197,855
ANADARKO PETROLEUM CORPCOMMON03251110737,781483,994SH DFND1,2483,99400
ANADARKO PETROLEUM CORPCOMMON0325111071,47018,835SH DFND1118,83500
ANADARKO PETROLEUM CORPCOMMON0325111074545,820SH DFND12,155,82000
ANADARKO PETROLEUM CORPCOMMON0325111074,54258,190SH DFND1458,19000
ANADARKO PETROLEUM CORPCOMMON03251110717,372222,543SH DFND15222,54300
ANADARKO PETROLEUM CORPCOMMON0325111072733,492SH DFND33,49200
ANADARKO PETROLEUM CORPCOMMON0325111073,17840,718SH DFND517,500023,218
ANADARKO PETROLEUM CORPCOMMON0325111077039,000SH DFND69,00000
ANADARKO PETROLEUM CORPCOMMON0325111073,63046,500SH DFND6,521,800024,700
ANADARKO PETROLEUM CORPCOMMON0325111076,72386,121SH DFND9,286,12100
ANALOG DEVICES INCCOMMON032654105190,9282,974,654SH DFND12,974,65400
ANALOG DEVICES INCCOMMON03265410574611,621SH DFND1111,62100
ANALOG DEVICES INCCOMMON0326541054,96177,290SH DFND12,1577,29000
ANALOG DEVICES INCCOMMON0326541055,60387,289SH DFND1487,28900
ANALOG DEVICES INCCOMMON032654105164,3102,559,939SH DFND152,559,93900
ANALOG DEVICES INCCOMMON03265410520,624321,316SH DFND2321,31600
ANALOG DEVICES INCCOMMON03265410582812,906SH DFND50012,906
ANALOGIC CORPCOMMON03265720722,576286,130SH DFND1286,13000
ANALOGIC CORPCOMMON0326572071,29816,452SH DFND12,116,45200
ANALOGIC CORPCOMMON0326572073,08239,063SH DFND1539,06300
ANALOGIC CORPCOMMON0326572072,87136,387SH DFND636,38700
ANALOGIC CORPCOMMON0326572072,19427,807SH DFND6,10027,807
ANALOGIC CORPCOMMON0326572073764,770SH DFND9,64,77000
ANCHOR BANCORP WISCONSIN INCCOMMON03283P1064107SH DFND1510700
ANDERSONS INC - THECOMMON03416410332820SH DFND12,1582000
ANDERSONS INC - THECOMMON0341641032335,962SH DFND145,96200
ANDERSONS INC - THECOMMON0341641032,97876,353SH DFND1576,35300
ANGIES LIST INCCOMMON03475410121234,344SH DFND1534,34400
ANGIODYNAMICS INCCOMMON03475V1011,55694,890SH DFND1594,89000
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1088827,313SH DFND11,27,31300
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10832,690270,903SH DFND14270,90300
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10818,669154,712SH DFND15154,71200
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108138,1761,145,072SH DFND21,145,07200
ANIKA THERAPEUTICS INCCOMMON0352551081,36841,403SH DFND1541,40300
ANIXTER INTERNATIONAL INCCOMMON03529010550765SH DFND12,1576500
ANIXTER INTERNATIONAL INCCOMMON0352901055,42583,262SH DFND1583,26200
ANN INCCOMMON03562310742870SH DFND12,1587000
ANN INCCOMMON03562310798520,396SH DFND1520,39600
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104098,504925,340SH DFND1925,34000
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104092,891314,600SH DFND1,5314,60000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040934938,000SH DFND1138,00000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040930633,273SH DFND12,1533,27300
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040917,9461,952,786SH DFND151,952,78600
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104091,523165,700SH DFND5165,70000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040979086,000SH DFND5,10086,000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040991399,400SH DFND699,40000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040929932,500SH DFND8,10032,500
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040983691,000SH DFND9,191,00000
ANSYS INCCOMMON03662Q1053013,300SH DFND113,30000
ANSYS INCCOMMON03662Q10544479SH DFND12,1547900
ANSYS INCCOMMON03662Q1053,26535,780SH DFND1435,78000
ANSYS INCCOMMON03662Q1054,54149,771SH DFND1549,77100
ANTARES PHARMA INCCOMMON0366421068842,184SH DFND1542,18400
ANTHERA PHARMACEUTICALS INCCOMMON03674U2015587SH DFND1558700
ANTERO RESOURCES CORPCOMMON03674X106892,600SH DFND112,60000
ANTERO RESOURCES CORPCOMMON03674X10698428,665SH DFND1528,66500
ANTHEM INC COMCOMMON036752103557,6433,397,359SH DFND13,205,5090191,850
ANTHEM INC COMCOMMON0367521031,6249,896SH DFND119,89600
ANTHEM INC COMCOMMON0367521032,08412,698SH DFND12,1512,69800
ANTHEM INC COMCOMMON0367521034,71528,727SH DFND1428,72700
ANTHEM INC COMCOMMON03675210396,477587,775SH DFND15587,77500
ANTHEM INC COMCOMMON036752103127,379776,037SH DFND2776,03700
ANTHEM INC COMCOMMON0367521033822,326SH DFND32,32600
ANTHEM INC COMCOMMON0367521034,39126,750SH DFND3,126,75000
ANTHEM INC COMCOMMON0367521039185,593SH DFND45,59300
ANTHEM INC COMCOMMON03675210319,073116,200SH DFND4,1116,20000
ANTHEM INC COMCOMMON0367521034,78629,157SH DFND514,900014,257
ANTHEM INC COMCOMMON03675210316,816102,450SH DFND5,100102,450
ANTHEM INC COMCOMMON0367521031,65810,100SH DFND610,10000
ANTHEM INC COMCOMMON0367521031,6259,900SH DFND6,54,70005,200
ANTHEM INC COMCOMMON0367521036243,800SH DFND7,5003,800
ANTHEM INC COMCOMMON0367521032,33114,200SH DFND8,10014,200
ANTHEM INC COMCOMMON0367521033,35520,442SH DFND9,120,44200
ANTHEM INC CVP (ANTM) 5.250 18CONVERT03675220261,6471,170,000SH DFND11,170,00000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471013,022613,050SH DFND1380,5500232,500
ANWORTH MORTGAGE ASSET CORPCOMMON03734710116,3863,323,708SH DFND153,323,70800
ANWORTH MORTGAGE ASSET CORPCOMMON03734710142185,300SH DFND3,185,30000
ANWORTH MORTGAGE ASSET CORPCOMMON03734710114830,100SH DFND50030,100
APACHE CORPCOMMON037411105305,2915,297,433SH DFND14,831,5670465,866
APACHE CORPCOMMON03741110547,589825,765SH DFND1,2825,76500
APACHE CORPCOMMON03741110580413,956SH DFND1113,95600
APACHE CORPCOMMON03741110559110,258SH DFND12,1510,25800
APACHE CORPCOMMON0374111055199,005SH DFND149,00500
APACHE CORPCOMMON03741110543,884761,481SH DFND15761,48100
APACHE CORPCOMMON0374111054547,870SH DFND37,87000
APACHE CORPCOMMON03741110578413,600SH DFND50013,600
APACHE CORPCOMMON03741110582,2691,427,546SH DFND61,427,54600
APACHE CORPCOMMON0374111058,468146,936SH DFND9,2146,93600
APARTMENT INVT & MGMT CO CL ACOMMON03748R10110,098273,446SH DFND1273,44600
APARTMENT INVT & MGMT CO CL ACOMMON03748R10134919SH DFND12,1591900
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,09383,744SH DFND1483,74400
APARTMENT INVT & MGMT CO CL ACOMMON03748R10197926,506SH DFND1526,50600
APOGEE ENTERPRISES INCCOMMON03759810934,283651,264SH DFND1651,26400
APOGEE ENTERPRISES INCCOMMON0375981091,97837,578SH DFND12,137,57800
APOGEE ENTERPRISES INCCOMMON0375981096,811129,390SH DFND15129,39000
APOGEE ENTERPRISES INCCOMMON0375981094,39083,391SH DFND683,39100
APOGEE ENTERPRISES INCCOMMON0375981093,23261,390SH DFND6,10061,390
APOGEE ENTERPRISES INCCOMMON03759810961211,625SH DFND9,611,62500
APOLLO EDUCATION GROUP INCCOMMON03760410532825,470SH DFND117,77007,700
APOLLO EDUCATION GROUP INCCOMMON037604105382,938SH DFND12,152,93800
APOLLO EDUCATION GROUP INCCOMMON0376041051,05481,869SH DFND1581,86900
APOLLO EDUCATION GROUP INCCOMMON037604105776,000SH DFND3,16,00000
APOLLO GLOBAL MANAGEMENT LLCCOMMON0376123061285,776SH DFND12,155,77600
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230611,351512,456SH DFND15512,45600
APOLLO INVESTMENT CORP CFCOMMON03761U106537,497SH DFND12,157,49700
APOLLO INVESTMENT CORP CFCOMMON03761U1063,447486,817SH DFND14486,81700
APOLLO INVESTMENT CORP CFCOMMON03761U10616,5292,334,536SH DFND152,334,53600
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,6225,525,000SH DFND15,525,00000
APOLLO COMMERCIAL REAL ESTATECOMMON03762U1051,05063,890SH DFND1563,89000
APOLLO SENIOR FLOATING RATE FUCOMMON0376361074,749267,072SH DFND14267,07200
APOLLO TACTICAL INCOME FUNDCOMMON0376381034,032255,707SH DFND14255,70700
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10298967,358SH DFND1467,35800
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10285458,125SH DFND1558,12500
APIGEE CORP COMCOMMON03765N108262,637SH DFND152,63700
APPLE INCCOMMON0378331001,177,1059,384,931SH DFND19,321,551063,380
APPLE INCCOMMON03783310010,52383,900SH DFND1,583,90000
APPLE INCCOMMON0378331004,39035,000SH DFND1035,00000
APPLE INCCOMMON03783310028,043223,584SH DFND11223,58400
APPLE INCCOMMON03783310021169SH DFND11,116900
APPLE INCCOMMON037833100176,8581,410,071SH DFND12,151,410,07100
APPLE INCCOMMON0378331002,37118,900SH DFND1318,90000
APPLE INCCOMMON03783310050,442402,172SH DFND14402,17200
APPLE INCCOMMON0378331005,881,98346,896,420SH DFND1546,896,42000
APPLE INCCOMMON03783310033,469266,841SH DFND2266,84100
APPLE INCCOMMON0378331001,73013,794SH DFND2,113,79400
APPLE INCCOMMON03783310012,06696,198SH DFND3,196,19800
APPLE INCCOMMON0378331005,45943,527SH DFND443,52700
APPLE INCCOMMON03783310051,098407,400SH DFND4,1407,40000
APPLE INCCOMMON03783310042,180336,300SH DFND5108,8000227,500
APPLE INCCOMMON03783310045,341361,500SH DFND5,100361,500
APPLE INCCOMMON03783310014,286113,900SH DFND6113,90000
APPLE INCCOMMON03783310031,494251,100SH DFND6,5122,5000128,600
APPLE INCCOMMON0378331001,2299,800SH DFND7,5009,800
APPLE INCCOMMON0378331006,52251,995SH DFND8,10051,995
APPLE INCCOMMON03783310038300SH DFND930000
APPLE INCCOMMON03783310016,652132,764SH DFND9,1132,76400
APPLE HOSPITALITY REIT INC REICOMMON03784Y20033,7251,787,213SH DFND1001,787,213
APPLE HOSPITALITY REIT INC REICOMMON03784Y200944,959SH DFND154,95900
APPLIED INDUSTRIAL TECH INCCOMMON03820C1051,42635,973SH DFND1435,97300
APPLIED INDUSTRIAL TECH INCCOMMON03820C1052,79570,487SH DFND1570,48700
APPLIED GENETIC TECHNL -REDHCOMMON03820J1005327SH DFND1532700
APPLIED MATERIALS INCCOMMON038222105425,48922,137,829SH DFND120,921,66701,216,162
APPLIED MATERIALS INCCOMMON03822210587745,638SH DFND1145,63800
APPLIED MATERIALS INCCOMMON0382221055,824303,001SH DFND12,15303,00100
APPLIED MATERIALS INCCOMMON0382221059,038470,243SH DFND14470,24300
APPLIED MATERIALS INCCOMMON038222105188,3629,800,320SH DFND159,800,32000
APPLIED MATERIALS INCCOMMON0382221051,13158,865SH DFND358,86500
APPLIED MATERIALS INCCOMMON03822210572637,775SH DFND50037,775
APPLIED MICRO CIRCUITS CORPCOMMON03822W40627039,926SH DFND1539,92600
APPLIED OPTOELECTRONICS INCCOMMON03823U1027381SH DFND1538100
APTARGROUP INCCOMMON03833610344689SH DFND12,1568900
APTARGROUP INCCOMMON0383361032,66941,853SH DFND1541,85300
APPROACH RESOURCES INCCOMMON03834A10319127,915SH DFND1427,91500
APPROACH RESOURCES INCCOMMON03834A1031,165170,069SH DFND15170,06900
AQUA AMERICA INCCOMMON03836W103471,919SH DFND12,151,91900
AQUA AMERICA INCCOMMON03836W1032,32294,798SH DFND1494,79800
AQUA AMERICA INCCOMMON03836W10328,6171,168,516SH DFND151,168,51600
ARAMARKCOMMON03852U1061926,200SH DFND116,20000
ARAMARKCOMMON03852U106922,973SH DFND12,152,97300
ARAMARKCOMMON03852U1061,82458,880SH DFND1558,88000
ARATANA THERAPEUTICS INCCOMMON03874P1016392SH DFND1539200
ARC LOGISTICS PARTNERS LPCOMMON03879N101673,804SH DFND153,80400
ARBOR REALTY TRUST INCCOMMON038923108897132,740SH DFND1132,74000
ARBOR REALTY TRUST INCCOMMON0389231087110,545SH DFND1510,54500
ARBOR REALTY TRUST INCCOMMON03892310831746,900SH DFND3,146,90000
ARCBEST CORPCOMMON03937C10511,831372,058SH DFND1243,8550128,203
ARCBEST CORPCOMMON03937C1051,46746,136SH DFND1546,13600
ARCBEST CORPCOMMON03937C10562019,500SH DFND3,119,50000
ARCBEST CORPCOMMON03937C1052678,400SH DFND5008,400
ARCH COAL INCCOMMON0393801001544,289SH DFND12,1544,28900
ARCH COAL INCCOMMON039380100278818,946SH DFND15818,94600
ARCELORMITTAL NY REGISTEREDCOMMON03938L10423424,109SH DFND1524,10900
ARCHER-DANIELS-MIDLAND COCOMMON039483102385,2457,989,318SH DFND17,425,8500563,468
ARCHER-DANIELS-MIDLAND COCOMMON0394831029,437195,700SH DFND1,5195,70000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,57132,581SH DFND1132,58100
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,89259,983SH DFND12,1559,98300
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,13823,600SH DFND1323,60000
ARCHER-DANIELS-MIDLAND COCOMMON03948310233,956704,181SH DFND14704,18100
ARCHER-DANIELS-MIDLAND COCOMMON03948310253,4731,108,930SH DFND151,108,93000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024088,452SH DFND38,45200
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,62675,200SH DFND3,175,20000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,14423,718SH DFND423,71800
ARCHER-DANIELS-MIDLAND COCOMMON03948310215,397319,300SH DFND4,1319,30000
ARCHER-DANIELS-MIDLAND COCOMMON03948310220,368422,400SH DFND5259,8000162,600
ARCHER-DANIELS-MIDLAND COCOMMON03948310214,177294,000SH DFND5,100294,000
ARCHER-DANIELS-MIDLAND COCOMMON0394831029,220191,200SH DFND6191,20000
ARCHER-DANIELS-MIDLAND COCOMMON0394831028,926185,100SH DFND6,589,700095,400
ARCHER-DANIELS-MIDLAND COCOMMON03948310267013,900SH DFND7,50013,900
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,03542,200SH DFND8,10042,200
ARCHER-DANIELS-MIDLAND COCOMMON0394831021934,000SH DFND94,00000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,82837,900SH DFND9,137,90000
ARCHER-DANIELS-MIDLAND COCOMMON03948310210,285213,300SH DFND9,5213,30000
ARCTIC CAT INCCOMMON03967010492527,843SH DFND1527,84300
ARDELYX INCCOMMON0396971075327SH DFND1532700
ARENA PHARMACEUTICALS INCCOMMON04004710215633,515SH DFND1533,51500
ARGAN INCCOMMON04010E1093,37483,670SH DFND151,870031,800
ARGAN INCCOMMON04010E1091,97348,917SH DFND1548,91700
ARGAN INCCOMMON04010E10979519,700SH DFND3,119,70000
ARGAN INCCOMMON04010E10941110,200SH DFND50010,200
ARES CAPITAL CORPCOMMON04010L1031388,388SH DFND12,158,38800
ARES CAPITAL CORPCOMMON04010L1035,656343,647SH DFND14343,64700
ARES CAPITAL CORPCOMMON04010L10323,7161,440,851SH DFND151,440,85100
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,7921,740,000SH DFND11,740,00000
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,1535,000,000SH DFND15,000,00000
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,0683,000,000SH DFND13,000,00000
ARES CAPITAL CORP(ARCC) CVT 4.CONVERT04010LAM56,1096,000,000SH DFND16,000,00000
ARES COMMERCIAL REAL ESTATECOMMON04013V10841136,118SH DFND1536,11800
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F10235323,018SH DFND1423,01800
ARIAD PHARMACEUTICALS INCCOMMON04033A10010,4631,265,157SH DFND11,265,15700
ARIAD PHARMACEUTICALS INCCOMMON04033A1008,158986,489SH DFND15986,48900
ARIAD PHARMACEUTICALS INCCOMMON04033A1002,853345,000SH DFND9,1345,00000
ARISTA NETWORKS INCCOMMON0404131062,11625,892SH DFND1525,89200
ARLINGTON ASSET INVESTMENT-ACOMMON04135620573637,645SH DFND1537,64500
ARM HOLDINGS PLC ADRCOMMON0420681063,78276,759SH DFND1576,75900
ARMADA HOFFLER PROPERTIES INCCOMMON04208T10841141,164SH DFND1541,16400
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,459519,099SH DFND15519,09900
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1021152,166SH DFND12,152,16600
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1022,38544,767SH DFND1544,76700
ARRAY BIOPHARMA INCCOMMON04269X10513,9191,930,539SH DFND151,930,53900
ARRIS GROUP INCCOMMON04270V10694,9683,103,536SH DFND13,009,893093,643
ARRIS GROUP INCCOMMON04270V1061,32143,168SH DFND12,143,16800
ARRIS GROUP INCCOMMON04270V1062,26073,868SH DFND1473,86800
ARRIS GROUP INCCOMMON04270V1062,28274,563SH DFND1574,56300
ARRIS GROUP INCCOMMON04270V1063,073100,414SH DFND6100,41400
ARRIS GROUP INCCOMMON04270V1062,32876,074SH DFND6,10076,074
ARRIS GROUP INCCOMMON04270V10642713,969SH DFND9,613,96900
ARROW ELECTRONICS INCCOMMON0427351002153,846SH DFND113,84600
ARROW ELECTRONICS INCCOMMON0427351002123,803SH DFND12,153,80300
ARROW ELECTRONICS INCCOMMON0427351001,46426,238SH DFND1426,23800
ARROW ELECTRONICS INCCOMMON0427351003,97771,280SH DFND1571,28000
ARROW FINANCIAL CORPCOMMON04274410234412,736SH DFND1512,73600
ARROWHEAD RESEARCH CORPCOMMON0427972095741SH DFND1574100
ARTESIAN RESOURCES CORP-CL ACOMMON04311320824211,476SH DFND1511,47600
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108911,957SH DFND151,95700
ASBURY AUTOMOTIVE GROUPCOMMON04343610446505SH DFND12,1550500
ASBURY AUTOMOTIVE GROUPCOMMON0434361046947,657SH DFND147,65700
ASBURY AUTOMOTIVE GROUPCOMMON0434361046,59172,729SH DFND1572,72900
ASCENA RETAIL GROUP INCCOMMON04351G101122,4027,349,264SH DFND17,349,26400
ASCENA RETAIL GROUP INCCOMMON04351G101543,236SH DFND12,153,23600
ASCENA RETAIL GROUP INCCOMMON04351G1014,081245,012SH DFND14245,01200
ASCENA RETAIL GROUP INCCOMMON04351G1011,00360,193SH DFND1560,19300
ASCENT CAPITAL GROUP INCCOMMON0436321081,09825,685SH DFND1525,68500
ASHFORD HOSPITALITY PRIME INCCOMMON044102101704,647SH DFND154,64700
ASHFORD HOSPITALITY TRUSTCOMMON04410310962974,392SH DFND1574,39200
ASHFORD INCCOMMON044104107443SH DFND154300
ASHLAND INCCOMMON0442091045314,360SH DFND14,36000
ASHLAND INCCOMMON0442091043172,600SH DFND112,60000
ASHLAND INCCOMMON044209104120986SH DFND12,1598600
ASHLAND INCCOMMON0442091044173,418SH DFND143,41800
ASHLAND INCCOMMON04420910440,811334,791SH DFND15334,79100
ASHLAND INCCOMMON0442091041341,100SH DFND5,1001,100
ASHLAND INCCOMMON0442091044023,300SH DFND63,30000
ASHLAND INCCOMMON0442091041,52412,500SH DFND6,55,90006,600
ASPEN TECHNOLOGY INCCOMMON04532710358,7321,289,401SH DFND11,259,955029,446
ASPEN TECHNOLOGY INCCOMMON0453271036,631145,576SH DFND15145,57600
ASSEMBLY BIOSCIENCES INCCOMMON0453961081135,876SH DFND155,87600
ASSOCIATED BANC CORPCOMMON04548710569734,400SH DFND10034,400
ASSOCIATED BANC CORPCOMMON045487105522,545SH DFND12,152,54500
ASSOCIATED BANC CORPCOMMON0454871056,094300,664SH DFND15300,66400
ASSOCIATED BANC CORPCOMMON045487105693,400SH DFND5003,400
ASSOCIATED ESTATES REALTY CORPCOMMON04560410538513,440SH DFND1413,44000
ASSOCIATED ESTATES REALTY CORPCOMMON0456041052,23177,942SH DFND1577,94200
ASSURANT INCCOMMON04621X10810,132151,228SH DFND1151,22800
ASSURANT INCCOMMON04621X1082083,100SH DFND113,10000
ASSURANT INCCOMMON04621X1081532,280SH DFND12,152,28000
ASSURANT INCCOMMON04621X1081,78826,683SH DFND1426,68300
ASSURANT INCCOMMON04621X10848,384722,145SH DFND15722,14500
ASTEC INDUSTRIES INCCOMMON0462241011,41033,707SH DFND1533,70700
ASTERIAS BIOTHERAPEUTICS INCCOMMON04624N10761,239SH DFND151,23900
ASTORIA FINANCIAL CORPCOMMON046265104151,053SH DFND11,05300
ASTORIA FINANCIAL CORPCOMMON0462651043,979288,534SH DFND15288,53400
ASTRAZENECA PLC ADRCOMMON04635310852,901830,345SH DFND1830,34500
ASTRAZENECA PLC ADRCOMMON0463531084,99678,424SH DFND1478,42400
ASTRAZENECA PLC ADRCOMMON0463531081,88829,630SH DFND1529,63000
ASTRAZENECA PLC ADRCOMMON04635310814,421226,356SH DFND9,1226,35600
ASTRONICS CORPCOMMON0464331084,03056,854SH DFND1556,85400
ATARA BIOTHERAPEUTICS INCCOMMON0465131075102SH DFND1510200
ATHENAHEALTH INCCOMMON04685W1031771,544SH DFND12,151,54400
ATHENAHEALTH INCCOMMON04685W1031,37512,002SH DFND1512,00200
ATLANTIC POWER CORPCOMMON04878Q863289,209SH DFND159,20900
ATLANTIC TELE-NETWORK INCCOMMON04907920555800SH DFND12000600
ATLANTIC TELE-NETWORK INCCOMMON0490792051001,445SH DFND12,151,44500
ATLANTIC TELE-NETWORK INCCOMMON0490792052,61937,910SH DFND1537,91000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642055,715103,990SH DFND169,790034,200
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051893,445SH DFND12,153,44500
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051,91834,892SH DFND1534,89200
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051,27023,100SH DFND3,123,10000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642053576,500SH DFND5006,500
ATMEL CORPCOMMON04951310457,0305,786,884SH DFND15,786,88400
ATMEL CORPCOMMON0495131042,283231,645SH DFND15231,64500
ATMOS ENERGY CORPCOMMON0495601051522,966SH DFND12,96600
ATMOS ENERGY CORPCOMMON049560105941,828SH DFND12,151,82800
ATMOS ENERGY CORPCOMMON0495601057,757151,275SH DFND14151,27500
ATMOS ENERGY CORPCOMMON0495601054,72192,058SH DFND1592,05800
ARTICURE INCCOMMON04963C2091,70169,026SH DFND1569,02600
ATRION CORPORATIONCOMMON0499041059142,331SH DFND152,33100
ATWOOD OCEANICS INCCOMMON05009510817,038644,391SH DFND1644,39100
ATWOOD OCEANICS INCCOMMON050095108371,401SH DFND12,151,40100
ATWOOD OCEANICS INCCOMMON0500951082519,482SH DFND149,48200
ATWOOD OCEANICS INCCOMMON0500951082,28886,553SH DFND1586,55300
AURICO GOLD INCCOMMON05155C1055318,382SH DFND1518,38200
AURICO GOLD INCCOMMON05155C105227,896SH DFND2,17,89600
AUTODESK INCCOMMON052769106139,6112,788,035SH DFND12,755,313032,722
AUTODESK INCCOMMON0527691064418,804SH DFND118,80400
AUTODESK INCCOMMON0527691062,76355,179SH DFND12,1555,17900
AUTODESK INCCOMMON05276910692,9771,856,754SH DFND151,856,75400
AUTODESK INCCOMMON0527691064969,910SH DFND5009,910
AUTODESK INCCOMMON05276910685217,006SH DFND9,117,00600
AUTOHOME INC ADRCOMMON05278C1074,47088,435SH DFND1588,43500
AUTOLIV INCCOMMON0528001093853,300SH DFND113,30000
AUTOLIV INCCOMMON0528001091541,317SH DFND12,151,31700
AUTOLIV INCCOMMON0528001092,55121,851SH DFND1521,85100
AUTOLIV INCCOMMON0528001095374,600SH DFND5004,600
AUTOMATIC DATA PROCESSINGCOMMON053015103118,8361,481,187SH DFND11,481,18700
AUTOMATIC DATA PROCESSINGCOMMON0530151031,41217,601SH DFND1117,60100
AUTOMATIC DATA PROCESSINGCOMMON0530151039,263115,460SH DFND12,15115,46000
AUTOMATIC DATA PROCESSINGCOMMON05301510398,6421,229,492SH DFND141,229,49200
AUTOMATIC DATA PROCESSINGCOMMON053015103347,7424,334,318SH DFND154,334,31800
AUTOMATIC DATA PROCESSINGCOMMON0530151036,71883,735SH DFND283,73500
AUTOMATIC DATA PROCESSINGCOMMON0530151036097,594SH DFND37,59400
AUTOMATIC DATA PROCESSINGCOMMON0530151031,35616,900SH DFND50016,900
AUTOMATIC DATA PROCESSINGCOMMON053015103861,076SH DFND9,11,07600
AUTONATION INCCOMMON05329W10210,111160,539SH DFND1160,53900
AUTONATION INCCOMMON05329W1021702,700SH DFND112,70000
AUTONATION INCCOMMON05329W1021041,648SH DFND12,151,64800
AUTONATION INCCOMMON05329W10266610,576SH DFND1410,57600
AUTONATION INCCOMMON05329W10231,465499,602SH DFND15499,60200
AUTONATION INCCOMMON05329W10255875SH DFND15,187500
AUTOZONE INCCOMMON05333210210,67716,010SH DFND116,01000
AUTOZONE INCCOMMON0533321027881,182SH DFND111,18200
AUTOZONE INCCOMMON053332102162243SH DFND12,1524300
AUTOZONE INCCOMMON0533321022,9804,469SH DFND144,46900
AUTOZONE INCCOMMON05333210295,030142,495SH DFND15142,49500
AUTOZONE INCCOMMON053332102600900SH DFND500900
AVALANCHE BIOTECHNOLOGIES INCCOMMON05337G1075,017308,959SH DFND1308,95900
AVALANCHE BIOTECHNOLOGIES INCCOMMON05337G1075337SH DFND1533700
AVALANCHE BIOTECHNOLOGIES INCCOMMON05337G1071,32681,659SH DFND9,181,65900
AVALONBAY COMMUNITIES INCCOMMON053484101921,9545,766,900SH DFND13,115,77902,651,121
AVALONBAY COMMUNITIES INCCOMMON0534841017904,941SH DFND114,94100
AVALONBAY COMMUNITIES INCCOMMON0534841013,68623,056SH DFND11,123,05600
AVALONBAY COMMUNITIES INCCOMMON053484101146912SH DFND12,1591200
AVALONBAY COMMUNITIES INCCOMMON05348410118,896118,194SH DFND13,1118,19400
AVALONBAY COMMUNITIES INCCOMMON05348410146,101288,365SH DFND15288,36500
AVALONBAY COMMUNITIES INCCOMMON0534841012,85217,839SH DFND15,117,83900
AVALONBAY COMMUNITIES INCCOMMON0534841018,79955,038SH DFND2,155,03800
AVALONBAY COMMUNITIES INCCOMMON05348410152,167326,311SH DFND3,1326,31100
AVALONBAY COMMUNITIES INCCOMMON0534841013442,150SH DFND5,1002,150
AVALONBAY COMMUNITIES INCCOMMON0534841015,10931,959SH DFND9,131,95900
AVENUE INCOME CREDIT STRATEG CCOMMON05358E1062,695189,682SH DFND14189,68200
AVERY DENNISON CORPCOMMON05361110994,1641,545,186SH DFND11,545,18600
AVERY DENNISON CORPCOMMON0536111092253,697SH DFND113,69700
AVERY DENNISON CORPCOMMON053611109951,556SH DFND12,151,55600
AVERY DENNISON CORPCOMMON0536111094617,558SH DFND147,55800
AVERY DENNISON CORPCOMMON05361110912,059197,884SH DFND15197,88400
AVERY DENNISON CORPCOMMON0536111094387,183SH DFND37,18300
AVERY DENNISON CORPCOMMON0536111092444,000SH DFND5,1004,000
AVERY DENNISON CORPCOMMON0536111091,43223,500SH DFND6,510,400013,100
AVERY DENNISON CORPCOMMON0536111091883,081SH DFND9,13,08100
AVID TECHNOLOGY INCCOMMON05367P10036327,197SH DFND1527,19700
AVIS BUDGET GROUP INCCOMMON0537741051132,565SH DFND12,152,56500
AVIS BUDGET GROUP INCCOMMON0537741051,85342,039SH DFND1442,03900
AVIS BUDGET GROUP INCCOMMON0537741052,64359,952SH DFND1559,95200
AVISTA CORPCOMMON05379B10713427SH DFND142700
AVISTA CORPCOMMON05379B107391,288SH DFND12,151,28800
AVISTA CORPCOMMON05379B10739412,856SH DFND1412,85600
AVISTA CORPCOMMON05379B10713,728447,903SH DFND15447,90300
AVNET INCCOMMON0538071032275,523SH DFND115,52300
AVNET INCCOMMON0538071032315,625SH DFND12,155,62500
AVNET INCCOMMON0538071034,235103,018SH DFND15103,01800
AVIVA PLC - SPON ADRCOMMON05382A10474748,006SH DFND1548,00600
AVON PRODUCTS INCCOMMON05430310257491,700SH DFND191,70000
AVON PRODUCTS INCCOMMON05430310213321,297SH DFND12,1521,29700
AVON PRODUCTS INCCOMMON0543031022,440389,833SH DFND15389,83300
AWARE INC/MASSCOMMON05453N100164,000SH DFND14,00000
AWARE INC/MASSCOMMON05453N100194,800SH DFND3,14,80000
AXCELIS TECHNOLOGIESCOMMON05454010929298,593SH DFND1598,59300
AXIALL CORPCOMMON05463D100391,074SH DFND12,151,07400
AXIALL CORPCOMMON05463D1003008,332SH DFND148,33200
AXIALL CORPCOMMON05463D10073020,240SH DFND1520,24000
BB&T CORPORATIONCOMMON054937107372,7239,246,403SH DFND18,751,2250495,178
BB&T CORPORATIONCOMMON0549371071,08426,884SH DFND1126,88400
BB&T CORPORATIONCOMMON05493710753813,337SH DFND12,1513,33700
BB&T CORPORATIONCOMMON0549371078,550212,113SH DFND14212,11300
BB&T CORPORATIONCOMMON05493710728,099697,079SH DFND15697,07900
BB&T CORPORATIONCOMMON05493710711,809292,943SH DFND2,1292,94300
BB&T CORPORATIONCOMMON0549371073398,407SH DFND38,40700
BB&T CORPORATIONCOMMON0549371071,08426,900SH DFND50026,900
AZURE MIDSTREAM PARTNERS LP COCOMMON05501X100393,329SH DFND153,32900
B&G FOODS INCCOMMON05508R10632,3841,135,100SH DFND11,135,10000
B&G FOODS INCCOMMON05508R1062,45686,092SH DFND1486,09200
B&G FOODS INCCOMMON05508R1064,275149,831SH DFND15149,83100
BCE INCCOMMON05534B7603,00570,700SH DFND170,70000
BCE INCCOMMON05534B7601,49935,274SH DFND1435,27400
BCE INCCOMMON05534B76027,254641,268SH DFND15641,26800
BCE INCCOMMON05534B7605,642132,764SH DFND2,15132,76400
BCE INCCOMMON05534B7602375,569SH DFND115,56900
BCE INCCOMMON05534B7605112SH DFND12,1511200
BCE INCCOMMON05534B7602,90368,231SH DFND1568,23100
BCE INCCOMMON05534B76019,493458,220SH DFND2,1458,22000
BCE INCCOMMON05534B7602676,278SH DFND5006,278
BBX CAPITAL CORP-ACOMMON05540P1004236SH DFND1523600
BGC PARTNERS INC-CL ACOMMON05541T1018,220939,419SH DFND15939,41900
BHP BILLITON PLC-ADRCOMMON05545E20919,019480,761SH DFND14480,76100
BHP BILLITON PLC-ADRCOMMON05545E20931,941807,405SH DFND15807,40500
BOK FINANCIAL CORPORATIONCOMMON05561Q2013,85655,415SH DFND1555,41500
BP PLC ADRCOMMON055622104397,2989,942,402SH DFND19,675,3020267,100
BP PLC ADRCOMMON05562210445,4921,138,449SH DFND1,21,138,44900
BP PLC ADRCOMMON0556221042,66266,613SH DFND1466,61300
BP PLC ADRCOMMON0556221042,87772,008SH DFND1572,00800
BP PLC ADRCOMMON0556221042,35058,811SH DFND9,158,81100
BP PLC ADRCOMMON0556221048,095202,574SH DFND9,2202,57400
BNC BANCORP BNCNCOMMON05566T10135918,588SH DFND1518,58800
BOFI HOLDING INCCOMMON05566U1089,18286,859SH DFND1586,85900
BSB BANCORP INC/MACOMMON05573H108863,892SH DFND153,89200
BT GROUP PLC-ADSCOMMON05577E1014,74866,982SH DFND1466,98200
BT GROUP PLC-ADSCOMMON05577E10116,768236,541SH DFND15236,54100
BABCOCK & WILCOX ENTERPR-W/I CCOMMON05614L1003,004160,970SH DFND1160,97000
BABCOCK & WILCOX COCOMMON05615F102122,0493,720,996SH DFND13,720,99600
BABCOCK & WILCOX COCOMMON05615F102441,354SH DFND12,151,35400
BABCOCK & WILCOX COCOMMON05615F10298830,115SH DFND1530,11500
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1001,13456,843SH DFND1456,84300
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1002,860143,335SH DFND15143,33500
BADGER METER INCCOMMON05652510810,962172,652SH DFND15172,65200
BAIDU INC ADRCOMMON056752108471,3942,367,861SH DFND12,162,5810205,280
BAIDU INC ADRCOMMON0567521084,23121,251SH DFND1,421,25100
BAIDU INC ADRCOMMON05675210810,94354,969SH DFND11,654,96900
BAIDU INC ADRCOMMON05675210813,14266,015SH DFND12,1566,01500
BAIDU INC ADRCOMMON05675210835,038176,000SH DFND12,4176,00000
BAIDU INC ADRCOMMON05675210864,869325,845SH DFND12,6325,84500
BAIDU INC ADRCOMMON056752108185930SH DFND13,493000
BAIDU INC ADRCOMMON056752108462,3292,322,328SH DFND152,322,32800
BAIDU INC ADRCOMMON05675210824,877124,960SH DFND2124,96000
BAIDU INC ADRCOMMON05675210837,483188,282SH DFND2,1188,28200
BAIDU INC ADRCOMMON0567521086143,083SH DFND2,63,08300
BAIDU INC ADRCOMMON05675210822,418112,609SH DFND3,1112,60900
BAIDU INC ADRCOMMON05675210866,789335,487SH DFND4335,48700
BAIDU INC ADRCOMMON056752108450,1302,261,053SH DFND6466,05001,795,003
BAIDU INC ADRCOMMON05675210822,684113,944SH DFND6,4113,94400
BAIDU INC ADRCOMMON0567521081,5107,584SH DFND9,17,58400
BAIDU INC ADRCOMMON056752108137,141688,875SH DFND9,4688,87500
BAIDU INC ADRCOMMON0567521083011,513SH DFND9,61,51300
BAKER HUGHES INCCOMMON057224107558,2269,047,419SH DFND18,633,9650413,454
BAKER HUGHES INCCOMMON05722410799616,145SH DFND1116,14500
BAKER HUGHES INCCOMMON0572241074196,797SH DFND12,156,79700
BAKER HUGHES INCCOMMON0572241072,05133,244SH DFND1433,24400
BAKER HUGHES INCCOMMON05722410712,797207,406SH DFND15207,40600
BAKER HUGHES INCCOMMON0572241071,20819,583SH DFND319,58300
BAKER HUGHES INCCOMMON0572241071,04216,889SH DFND50016,889
BAKER HUGHES INCCOMMON0572241073335,400SH DFND65,40000
BAKER HUGHES INCCOMMON05722410785813,900SH DFND6,56,50007,400
BAKER HUGHES INCCOMMON0572241071412,292SH DFND9,12,29200
BALCHEM CORPCOMMON0576652001,52727,401SH DFND1527,40100
BALDWIN & LYONS INC -CL BCOMMON0577552092199,516SH DFND159,51600
BALL CORPCOMMON05849810610,079143,683SH DFND1143,68300
BALL CORPCOMMON0584981063394,826SH DFND114,82600
BALL CORPCOMMON0584981061131,604SH DFND12,151,60400
BALL CORPCOMMON0584981061,58822,639SH DFND1422,63900
BALL CORPCOMMON05849810666,497947,933SH DFND15947,93300
BALLARD POWER SYSTEMS INCCOMMON0585861082411,509SH DFND12,1511,50900
BALLARD POWER SYSTEMS INCCOMMON05858610813062,799SH DFND1562,79900
BALLARD POWER SYSTEMS INCCOMMON0585861083,3271,591,795SH DFND151,591,79500
BANCFIRST CORPCOMMON05945F103751,140SH DFND11,14000
BANCFIRST CORPCOMMON05945F10373011,151SH DFND1511,15100
BANCFIRST CORPCOMMON05945F10313200SH DFND3,120000
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303479,78052,377,762SH DFND148,315,92104,061,841
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030311512,584SH DFND1412,58400
BANCO BRADESCO SA ADR REP1 PRFCOMMON0594603034,577499,657SH DFND15499,65700
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030323,7582,593,657SH DFND22,593,65700
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030322,2872,433,119SH DFND2,12,433,11900
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030320,2662,212,426SH DFND3,12,212,42600
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K1011,477149,635SH DFND15149,63500
BANCO DE CHILE ADR W-ICOMMON0595201061,13817,400SH DFND1417,40000
BANCO MACRO SA-ADRCOMMON05961W10552711,555SH DFND1411,55500
BANCO SANTANDER SACOMMON05964H1052,382339,761SH DFND15339,76100
BANCO SANTANDER CHILE ADRCOMMON05965X1091,03851,238SH DFND1451,23800
BANCOLOMBIA SA ADRCOMMON05968L10222500SH DFND1,550000
BANCOLOMBIA SA ADRCOMMON05968L10221,089490,432SH DFND15490,43200
BANCOLOMBIA SA ADRCOMMON05968L1021082,500SH DFND9,52,50000
BANCORPSOUTH INCCOMMON0596921033,044118,168SH DFND15118,16800
BANCORP INC/THECOMMON05969A10539242,246SH DFND1442,24600
BANCORP INC/THECOMMON05969A10563268,112SH DFND1568,11200
BANC OF CALIFORNIA INCCOMMON05990K10640929,732SH DFND1529,73200
BANK OF AMERICA CORPCOMMON0605051041,285,96575,556,101SH DFND171,402,80004,153,301
BANK OF AMERICA CORPCOMMON0605051046,660391,286SH DFND11391,28600
BANK OF AMERICA CORPCOMMON0605051043,941231,562SH DFND12,15231,56200
BANK OF AMERICA CORPCOMMON0605051048,630507,061SH DFND14507,06100
BANK OF AMERICA CORPCOMMON060505104109,9456,459,738SH DFND156,459,73800
BANK OF AMERICA CORPCOMMON06050510493354,789SH DFND354,78900
BANK OF AMERICA CORPCOMMON06050510441724,500SH DFND3,124,50000
BANK OF AMERICA CORPCOMMON0605051042,356138,400SH DFND4,1138,40000
BANK OF AMERICA CORPCOMMON0605051046,483380,900SH DFND500380,900
BANK OF AMERICA CORPCOMMON06050510412,162714,600SH DFND5,100714,600
BANK OF AMERICA CORPCOMMON0605051046,671391,978SH DFND6391,97800
BANK OF AMERICA CORPCOMMON0605051049,296546,200SH DFND6,5262,2000284,000
BANK OF AMERICA CORPCOMMON0605051041,35379,500SH DFND8,10079,500
BANK OF AMERICA CORPCOMMON0605051043,349196,761SH DFND9,1196,76100
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568224,46422,000SH DFND122,00000
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568233,89530,481SH DFND1530,48100
BANK OF HAWAII CORPCOMMON06254010943640SH DFND12,1564000
BANK OF HAWAII CORPCOMMON0625401096,957104,335SH DFND15104,33500
BANK OF HAWAII CORPCOMMON0625401094406,600SH DFND5006,600
BANK OF MARIN BANCORP-CACOMMON0634251023196,268SH DFND156,26800
BANK OF MONTREALCOMMON0636711012,26338,183SH DFND1438,18300
BANK OF MONTREALCOMMON06367110110,561178,159SH DFND2,15178,15900
BANK OF MONTREALCOMMON0636711011,42924,082SH DFND1124,08200
BANK OF MONTREALCOMMON06367110151866SH DFND12,1586600
BANK OF MONTREALCOMMON0636711014,54976,668SH DFND1576,66800
BANK OF MONTREALCOMMON06367110121,221357,642SH DFND2,1357,64200
BANK OF MONTREALCOMMON0636711011,37123,100SH DFND50023,100
BANK MUTUAL CORPCOMMON06375010362881,842SH DFND1581,84200
BANK OF THE OZARKSCOMMON06390410627,610603,507SH DFND1603,50700
BANK OF THE OZARKSCOMMON0639041061,56734,256SH DFND12,134,25600
BANK OF THE OZARKSCOMMON0639041065,507120,374SH DFND15120,37400
BANK OF THE OZARKSCOMMON0639041063,54777,534SH DFND677,53400
BANK OF THE OZARKSCOMMON0639041062,65958,112SH DFND6,10058,112
BANK OF THE OZARKSCOMMON06390410645810,018SH DFND9,610,01800
BANK OF NEW YORK MELLON CORPCOMMON064058100346,5528,257,133SH DFND18,044,3230212,810
BANK OF NEW YORK MELLON CORPCOMMON0640581001,73641,364SH DFND1141,36400
BANK OF NEW YORK MELLON CORPCOMMON06405810070816,870SH DFND12,1516,87000
BANK OF NEW YORK MELLON CORPCOMMON0640581004,799114,340SH DFND14114,34000
BANK OF NEW YORK MELLON CORPCOMMON06405810029,964713,932SH DFND15713,93200
BANK OF NEW YORK MELLON CORPCOMMON0640581001,80643,027SH DFND50043,027
BANK OF NEW YORK MELLON CORPCOMMON0640581001,95646,600SH DFND6,519,400027,200
BANK OF NEW YORK MELLON CORPCOMMON0640581002,00747,822SH DFND9,147,82200
BANK OF NOVA SCOTIACOMMON0641491074248,215SH DFND148,21500
BANK OF NOVA SCOTIACOMMON06414910713,618263,757SH DFND2,15263,75700
BANK OF NOVA SCOTIACOMMON0641491072,33445,151SH DFND1145,15100
BANK OF NOVA SCOTIACOMMON064149107661,286SH DFND12,151,28600
BANK OF NOVA SCOTIACOMMON0641491075,562107,611SH DFND15107,61100
BANK OF NOVA SCOTIACOMMON064149107244,1004,722,596SH DFND24,722,59600
BANK OF NOVA SCOTIACOMMON06414910724,375471,582SH DFND2,1471,58200
BANK OF NOVA SCOTIACOMMON0641491072,28544,200SH DFND50044,200
BANKFINANCIAL CORPCOMMON06643P10427022,959SH DFND1522,95900
BANKRATE INCCOMMON06647F10293589,135SH DFND1589,13500
BANKUNITED INCCOMMON06652K10325,318704,644SH DFND1704,64400
BANKUNITED INCCOMMON06652K1031,43039,800SH DFND12,139,80000
BANKUNITED INCCOMMON06652K103401,100SH DFND12,151,10000
BANKUNITED INCCOMMON06652K1032,96782,576SH DFND1482,57600
BANKUNITED INCCOMMON06652K10382422,924SH DFND1522,92400
BANKUNITED INCCOMMON06652K1033,19688,940SH DFND688,94000
BANKUNITED INCCOMMON06652K1032,44568,043SH DFND6,10068,043
BANKUNITED INCCOMMON06652K10342311,772SH DFND9,611,77200
BANNER CORPCOMMON06652V2081,32027,534SH DFND1427,53400
BANNER CORPCOMMON06652V2081,56732,697SH DFND1532,69700
BAR HARBOR BANKSHARESCOMMON0668491004115SH DFND1511500
BARD (C.R.) INCCOMMON06738310910,49861,498SH DFND161,49800
BARD (C.R.) INCCOMMON0673831094932,887SH DFND112,88700
BARD (C.R.) INCCOMMON06738310975440SH DFND12,1544000
BARD (C.R.) INCCOMMON0673831099,69656,802SH DFND1456,80200
BARD (C.R.) INCCOMMON0673831095,23630,676SH DFND1530,67600
BARD (C.R.) INCCOMMON0673831097054,132SH DFND5004,132
BARD (C.R.) INCCOMMON0673831095893,450SH DFND5,1003,450
BARD (C.R.) INCCOMMON0673831093412,000SH DFND9,12,00000
IPATH BLOOMBERG CMDTY INDX TOTCOMMON06738C77883528,710SH DFND1428,71000
BARCLAYS PLC ADRCOMMON06738E20415,005912,703SH DFND15912,70300
BARCLAYS BANK PLC PFDPREFERRED06739F3902258,859SH DFND148,85900
BARCLAYS BANK PLC PFDPREFERRED06739F39018,518728,768SH DFND15728,76800
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H36291235,100SH DFND135,10000
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H362164,9626,347,122SH DFND156,347,12200
BARCLAYS BANK PLC PFDPREFERRED06739H51178830,400SH DFND130,40000
BARCLAYS BANK PLC PFDPREFERRED06739H51181331,389SH DFND1431,38900
BARCLAYS BANK PLC PFDPREFERRED06739H51115,424595,302SH DFND15595,30200
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77697237,432SH DFND1437,43200
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77620,966806,999SH DFND15806,99900
BARNES & NOBLE INCCOMMON067774109421,623SH DFND12,151,62300
BARNES & NOBLE INCCOMMON0677741092,38291,742SH DFND1591,74200
BARNES GROUP INCCOMMON0678061093158,084SH DFND148,08400
BARNES GROUP INCCOMMON0678061092,90274,427SH DFND1574,42700
BARRICK GOLD CORPCOMMON0679011087,550708,300SH DFND1,2708,30000
BARRICK GOLD CORPCOMMON0679011082,313216,937SH DFND2,15216,93700
BARRICK GOLD CORPCOMMON067901108181,691SH DFND41,69100
BARRICK GOLD CORPCOMMON0679011081,156108,411SH DFND9,1108,41100
BARRICK GOLD CORPCOMMON0679011081,156108,411SH DFND9,2108,41100
BARRICK GOLD CORPCOMMON067901108757,000SH DFND1,57,00000
BARRICK GOLD CORPCOMMON06790110846343,273SH DFND1143,27300
BARRICK GOLD CORPCOMMON067901108171,622SH DFND12,151,62200
BARRICK GOLD CORPCOMMON0679011082,504233,988SH DFND15233,98800
BARRICK GOLD CORPCOMMON06790110880375,068SH DFND2,175,06800
BARRICK GOLD CORPCOMMON0679011083,055285,396SH DFND5229,800055,596
BARRICK GOLD CORPCOMMON06790110861357,300SH DFND6,525,800031,500
BARRACUDA NETWORKSCOMMON06832310414,918376,532SH DFND1271,6870104,845
BARRACUDA NETWORKSCOMMON06832310478319,752SH DFND1519,75200
BARRETT BUSINESS SVCS INCCOMMON0684631083208,815SH DFND158,81500
BILL BARRETT CORPCOMMON06846N1041,015118,190SH DFND115,5900102,600
BILL BARRETT CORPCOMMON06846N104232,725SH DFND12,152,72500
BILL BARRETT CORPCOMMON06846N1041,871217,843SH DFND15217,84300
BILL BARRETT CORPCOMMON06846N104293,400SH DFND3,13,40000
BASIC ENERGY SERVICES INCCOMMON06985P1001,799238,279SH DFND15238,27900
BASSETT FURNITURE INDSCOMMON07020310438613,600SH DFND1513,60000
BAXALTA INC COMCOMMON07177M10310,211319,679SH DFND1319,67900
BAXTER INTERNATIONAL INCCOMMON071813109230,8423,301,041SH DFND13,011,6390289,402
BAXTER INTERNATIONAL INCCOMMON07181310917,867255,496SH DFND10255,49600
BAXTER INTERNATIONAL INCCOMMON0718131092,39134,187SH DFND1134,18700
BAXTER INTERNATIONAL INCCOMMON0718131094706,719SH DFND12,156,71900
BAXTER INTERNATIONAL INCCOMMON07181310957,470821,823SH DFND14821,82300
BAXTER INTERNATIONAL INCCOMMON071813109153,2492,191,456SH DFND152,191,45600
BAXTER INTERNATIONAL INCCOMMON0718131093444,914SH DFND34,91400
BAXTER INTERNATIONAL INCCOMMON0718131091,44520,657SH DFND50020,657
BAXTER INTERNATIONAL INCCOMMON07181310958,265833,190SH DFND6833,19000
BAXTER INTERNATIONAL INC-W I CCOMMON07181314111,411300,277SH DFND1300,27700
BAYTEX ENERGY CORPCOMMON07317Q1051177,500SH DFND117,50000
BAYTEX ENERGY CORPCOMMON07317Q10528017,949SH DFND1517,94900
BAYTEX ENERGY CORPCOMMON07317Q1052,412154,822SH DFND2,1154,82200
BAYTEX ENERGY CORPCOMMON07317Q10528718,400SH DFND118,40000
BAYTEX ENERGY CORPCOMMON07317Q10596361,795SH DFND2,1561,79500
BAZAARVOICE INCCOMMON07327110819432,920SH DFND1532,92000
BAZAARVOICE INCCOMMON07327110810,7991,833,510SH DFND61,833,51000
BBCN BANCORP INCCOMMON0732951072,032137,381SH DFND15137,38100
B-E AEROSPACE INCCOMMON07330210133,945618,309SH DFND1618,30900
B-E AEROSPACE INCCOMMON0733021012314,200SH DFND114,20000
B-E AEROSPACE INCCOMMON07330210145814SH DFND12,1581400
B-E AEROSPACE INCCOMMON0733021011071,946SH DFND141,94600
B-E AEROSPACE INCCOMMON0733021011,09519,941SH DFND1519,94100
B-E AEROSPACE INCCOMMON0733021013075,596SH DFND35,59600
B-E AEROSPACE INCCOMMON0733021011372,500SH DFND42,50000
BEACON ROOFING SUPPLY INCCOMMON0736851092,22266,893SH DFND1566,89300
BEAR STATE FINANCIAL INCCOMMON0738441024452SH DFND1545200
BEAZER HOMES USA INCCOMMON07556Q88121,0421,054,727SH DFND11,054,72700
BEAZER HOMES USA INCCOMMON07556Q8811,27263,776SH DFND12,163,77600
BEAZER HOMES USA INCCOMMON07556Q88180240,198SH DFND1540,19800
BEAZER HOMES USA INCCOMMON07556Q8812,586129,645SH DFND6129,64500
BEAZER HOMES USA INCCOMMON07556Q8811,97599,012SH DFND6,10099,012
BEAZER HOMES USA INCCOMMON07556Q88137518,794SH DFND9,618,79400
BEBE STORES INCCOMMON075571109472235,991SH DFND15235,99100
BECTON DICKINSON & COCOMMON07588710911,43680,736SH DFND180,73600
BECTON DICKINSON & COCOMMON0758871091,1007,764SH DFND117,76400
BECTON DICKINSON & COCOMMON0758871091,3389,447SH DFND11,29,44700
BECTON DICKINSON & COCOMMON0758871092541,791SH DFND12,151,79100
BECTON DICKINSON & COCOMMON07588710968,067480,527SH DFND14480,52700
BECTON DICKINSON & COCOMMON07588710923,397165,174SH DFND15165,17400
BECTON DICKINSON & COCOMMON075887109197,8011,396,407SH DFND21,396,40700
BECTON DICKINSON & COCOMMON0758871091,3869,785SH DFND5009,785
BED BATH & BEYOND INCCOMMON07589610010,759155,972SH DFND1155,97200
BED BATH & BEYOND INCCOMMON0758961004786,930SH DFND116,93000
BED BATH & BEYOND INCCOMMON0758961002,99943,480SH DFND12,1543,48000
BED BATH & BEYOND INCCOMMON0758961002,85541,390SH DFND1441,39000
BED BATH & BEYOND INCCOMMON075896100111,5451,617,066SH DFND151,617,06600
BED BATH & BEYOND INCCOMMON07589610070810,258SH DFND50010,258
BED BATH & BEYOND INCCOMMON0758961003174,600SH DFND64,60000
BEL FUSE INC-CL BCOMMON07734730092144,894SH DFND1544,89400
BELDEN INCCOMMON077454106197,8582,435,778SH DFND12,400,954034,824
BELDEN INCCOMMON0774541061,34516,556SH DFND12,116,55600
BELDEN INCCOMMON0774541066,18476,127SH DFND1576,12700
BELDEN INCCOMMON0774541063,06237,690SH DFND637,69000
BELDEN INCCOMMON0774541062,28628,146SH DFND6,10028,146
BELDEN INCCOMMON0774541064014,932SH DFND9,64,93200
BELLATRIX EXPLORATION LTDCOMMON0783141012912,293SH DFND1512,29300
BELLATRIX EXPLORATION LTDCOMMON078314101125,185SH DFND2,15,18500
BELLICUM PHARMACEUTICALS INC BCOMMON0794811075243SH DFND1524300
BEMIS COMPANYCOMMON081437105761,693SH DFND12,151,69300
BEMIS COMPANYCOMMON0814371053,84885,492SH DFND1485,49200
BEMIS COMPANYCOMMON0814371053,18170,674SH DFND1570,67400
BENCHMARK ELECTRONICS INCCOMMON08160H10112531SH DFND153100
BENCHMARK ELECTRONICS INCCOMMON08160H101341,548SH DFND12,151,54800
BENCHMARK ELECTRONICS INCCOMMON08160H1011,29159,294SH DFND1459,29400
BENCHMARK ELECTRONICS INCCOMMON08160H1014,117189,029SH DFND15189,02900
BENEFICIAL BANCORP INCCOMMON08171T102161,300SH DFND11,30000
BENEFICIAL BANCORP INCCOMMON08171T1021,16893,532SH DFND1593,53200
BENEFITFOCUS INCCOMMON08180D10651511,739SH DFND1511,73900
BERKLEY (WR) CORPCOMMON0844231021943,730SH DFND113,73000
BERKLEY (WR) CORPCOMMON084423102911,747SH DFND12,151,74700
BERKLEY (WR) CORPCOMMON0844231022,98457,456SH DFND1457,45600
BERKLEY (WR) CORPCOMMON08442310212,752245,556SH DFND15245,55600
BERKSHIRE HATHAWAY INC CL ACOMMON084670108169,616828SH DFND182800
BERKSHIRE HATHAWAY INC CL ACOMMON0846701081,0245SH DFND12,15500
BERKSHIRE HATHAWAY INC CL BCOMMON08467070283,106610,578SH DFND1597,078013,500
BERKSHIRE HATHAWAY INC CL BCOMMON0846707025,83942,900SH DFND1142,90000
BERKSHIRE HATHAWAY INC CL BCOMMON08467070283610SH DFND11,161000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,43217,869SH DFND12,1517,86900
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,80220,587SH DFND1420,58700
BERKSHIRE HATHAWAY INC CL BCOMMON084670702156,3451,148,668SH DFND151,148,66800
BERKSHIRE HATHAWAY INC CL BCOMMON08467070229,213214,630SH DFND2214,63000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,49118,300SH DFND3,118,30000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707029346,864SH DFND46,86400
BERKSHIRE HATHAWAY INC CL BCOMMON08467070212,08088,750SH DFND4,188,75000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707025,62141,300SH DFND50041,300
BERKSHIRE HATHAWAY INC CL BCOMMON08467070210,51477,250SH DFND5,10077,250
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,1718,600SH DFND68,60000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,53218,600SH DFND6,58,500010,100
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,0627,800SH DFND8,1007,800
BERKSHIRE HILLS BANCORP INCCOMMON0846801071,07537,743SH DFND1537,74300
BERRY PLASTICS GROUP INCCOMMON08579W10381,8172,525,229SH DFND12,441,753083,476
BERRY PLASTICS GROUP INCCOMMON08579W103461,424SH DFND12,151,42400
BERRY PLASTICS GROUP INCCOMMON08579W10345814,130SH DFND1414,13000
BERRY PLASTICS GROUP INCCOMMON08579W10386826,777SH DFND1526,77700
BERRY PLASTICS GROUP INCCOMMON08579W10335811,051SH DFND311,05100
BEST BUY COMPANY INCCOMMON08651610157,1231,751,711SH DFND11,683,901067,810
BEST BUY COMPANY INCCOMMON0865161013,841117,800SH DFND1,5117,80000
BEST BUY COMPANY INCCOMMON08651610138711,866SH DFND1111,86600
BEST BUY COMPANY INCCOMMON0865161012999,156SH DFND12,159,15600
BEST BUY COMPANY INCCOMMON0865161015,037154,463SH DFND14154,46300
BEST BUY COMPANY INCCOMMON0865161018,273253,696SH DFND15253,69600
BEST BUY COMPANY INCCOMMON0865161013,274100,400SH DFND3,1100,40000
BEST BUY COMPANY INCCOMMON08651610196129,468SH DFND429,46800
BEST BUY COMPANY INCCOMMON08651610114,427442,400SH DFND4,1442,40000
BEST BUY COMPANY INCCOMMON0865161019,289284,853SH DFND5106,7000178,153
BEST BUY COMPANY INCCOMMON0865161017,830240,100SH DFND5,100240,100
BEST BUY COMPANY INCCOMMON08651610193928,800SH DFND628,80000
BEST BUY COMPANY INCCOMMON0865161011,56247,900SH DFND6,521,700026,200
BEST BUY COMPANY INCCOMMON086516101822,500SH DFND7,5002,500
BEST BUY COMPANY INCCOMMON0865161011,04732,100SH DFND8,10032,100
BEST BUY COMPANY INCCOMMON086516101822,500SH DFND92,50000
BEST BUY COMPANY INCCOMMON0865161011,46144,800SH DFND9,144,80000
BEST BUY COMPANY INCCOMMON08651610110,028307,500SH DFND9,5307,50000
BHP LTD-ADRCOMMON08860610830,943760,093SH DFND15760,09300
BIG 5 SPORTING GOODS CORPCOMMON08915P10195867,447SH DFND1567,44700
BIG LOTS INCCOMMON08930210317,277384,010SH DFND1384,01000
BIG LOTS INCCOMMON089302103671,496SH DFND12,151,49600
BIG LOTS INCCOMMON08930210391520,341SH DFND1420,34100
BIG LOTS INCCOMMON0893021034,35696,825SH DFND1596,82500
BIG LOTS INCCOMMON08930210363914,200SH DFND3,114,20000
BIGLARI HOLDINGS INCCOMMON08986R1011,7564,244SH DFND154,24400
BIO RAD LABORATORIES CL ACOMMON09057220754360SH DFND136000
BIO RAD LABORATORIES CL ACOMMON09057220744291SH DFND12,1529100
BIO RAD LABORATORIES CL ACOMMON0905722076494,306SH DFND144,30600
BIO RAD LABORATORIES CL ACOMMON0905722072,70617,965SH DFND1517,96500
BIO-REFERENCE LABS INCCOMMON09057G6021,20129,124SH DFND1429,12400
BIO-REFERENCE LABS INCCOMMON09057G6023,55486,168SH DFND1586,16800
BIOCRYST PHARMACEUTICALS INCCOMMON09058V1035362SH DFND1536200
BIODELIVERY SCIENCES INTERNATICOMMON09060J1065630SH DFND1563000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G101102,534749,628SH DFND1749,62800
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1018346,100SH DFND116,10000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10136,094263,883SH DFND15263,88300
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1016074,441SH DFND34,44100
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015333,900SH DFND5003,900
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10115,125110,577SH DFND9,1110,57700
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE119,29212,517,000SH DFND112,517,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF873,00845,845,000SH DFND141,458,00004,387,000
BIOGEN INCCOMMON09062X103380,049940,856SH DFND1940,85600
BIOGEN INCCOMMON09062X1033,5098,686SH DFND118,68600
BIOGEN INCCOMMON09062X10322,88656,658SH DFND12,1556,65800
BIOGEN INCCOMMON09062X10313,34133,028SH DFND1433,02800
BIOGEN INCCOMMON09062X103885,1782,191,361SH DFND152,191,36100
BIOGEN INCCOMMON09062X1031,0592,621SH DFND42,62100
BIOGEN INCCOMMON09062X1033,3538,300SH DFND5008,300
BIOGEN INCCOMMON09062X10315,70638,881SH DFND9,138,88100
BIOMED REALTY TRUST INCCOMMON09063H107166,6988,619,333SH DFND1008,619,333
BIOMED REALTY TRUST INCCOMMON09063H107482,464SH DFND12,152,46400
BIOMED REALTY TRUST INCCOMMON09063H1072,560132,383SH DFND15132,38300
BIOMED REALTY TRUST INCCOMMON09063H10762932,521SH DFND15,132,52100
BIOTIME INCCOMMON09066L10551,326SH DFND151,32600
BIOTELEMETRY INCCOMMON0906721065562SH DFND1556200
BIOSCRIP INCCOMMON09069N108648178,508SH DFND15178,50800
BIO-TECHNE CORP TECHCOMMON09073M10483,263845,563SH DFND1811,390034,173
BIO-TECHNE CORP TECHCOMMON09073M1041,42814,497SH DFND12,114,49700
BIO-TECHNE CORP TECHCOMMON09073M1042,72427,668SH DFND1527,66800
BIO-TECHNE CORP TECHCOMMON09073M1043,06631,141SH DFND631,14100
BIO-TECHNE CORP TECHCOMMON09073M1042,30923,452SH DFND6,10023,452
BIO-TECHNE CORP TECHCOMMON09073M1044144,209SH DFND9,64,20900
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061,14322,150SH DFND122,15000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061,84835,819SH DFND1535,81900
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311062484,800SH DFND3,14,80000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061142,200SH DFND5002,200
BITAUTO HOLDINGS LTD ADRCOMMON0917271072,42347,472SH DFND1547,47200
BJ'S RESTAURANTS INCCOMMON09180C10643,913906,365SH DFND1906,36500
BJ'S RESTAURANTS INCCOMMON09180C1063,74277,236SH DFND1577,23600
BLACK BOX CORPORATIONCOMMON0918261071587,900SH DFND13,00004,900
BLACK BOX CORPORATIONCOMMON0918261071,62581,271SH DFND1581,27100
BLACK BOX CORPORATIONCOMMON091826107201,000SH DFND3,11,00000
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411041,834141,297SH DFND14141,29700
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,683206,673SH DFND15206,67300
BLACK DIAMOND INCCOMMON09202G1016653SH DFND1565300
BLACK HILLS CORPCOMMON09211310937850SH DFND12,1585000
BLACK HILLS CORPCOMMON0921131093,06270,150SH DFND1470,15000
BLACK HILLS CORPCOMMON0921131091,18627,171SH DFND1527,17100
BLACK KNIGHT FINANCIAL CL A COCOMMON09214X1001966,362SH DFND156,36200
BLACKBAUD INCCOMMON09227Q10028,006491,771SH DFND1491,77100
BLACKBAUD INCCOMMON09227Q1001,61428,339SH DFND12,128,33900
BLACKBAUD INCCOMMON09227Q1009,510166,988SH DFND15166,98800
BLACKBAUD INCCOMMON09227Q1003,59663,136SH DFND663,13600
BLACKBAUD INCCOMMON09227Q1002,72347,817SH DFND6,10047,817
BLACKBAUD INCCOMMON09227Q1004728,282SH DFND9,68,28200
BLACKBERRY LTDCOMMON09228F10315418,764SH DFND1118,76400
BLACKBERRY LTDCOMMON09228F103131,567SH DFND12,151,56700
BLACKBERRY LTDCOMMON09228F10354466,455SH DFND1566,45500
BLACKBERRY LTDCOMMON09228F1032,410294,460SH DFND2,1294,46000
BLACKBERRY LTDCOMMON09228F10318322,400SH DFND50022,400
BLACKBERRY LTDCOMMON09228F1031,611196,975SH DFND2,15196,97500
BLACKBERRY LTDCOMMON09228F10315518,978SH DFND418,97800
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10471317,300SH DFND117,30000
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10469316,826SH DFND1516,82600
BLACKROCK INS MUNI INCOME TR CCOMMON0924791041017,431PRN DFND147,43100
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1051,00369,056SH DFND1469,05600
BLACKROCK INCOME TRUST CEFCOMMON09247F100634100,268PRN DFND14100,26800
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,520556,958PRN DFND15556,95800
BLACKROCK INCCOMMON09247X10123,31967,400SH DFND167,40000
BLACKROCK INCCOMMON09247X1011,5924,600SH DFND114,60000
BLACKROCK INCCOMMON09247X1014231,222SH DFND12,151,22200
BLACKROCK INCCOMMON09247X10116,78148,503SH DFND1448,50300
BLACKROCK INCCOMMON09247X10116,07446,459SH DFND1546,45900
BLACKROCK INCCOMMON09247X1011,6954,900SH DFND5004,900
BLACKROCK INCCOMMON09247X1011,4194,100SH DFND6,52,00002,100
BLACKROCK UTILITY AND INFRAS CCOMMON09248D10434018,754SH DFND1418,75400
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E10289061,349SH DFND1461,34900
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1092,255167,375SH DFND14167,37500
BLACKROCK NEW YORK MUNI INC CECOMMON09248L1061,08577,639SH DFND1477,63900
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T1091118,517SH DFND148,51700
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1002,487125,161SH DFND14125,16100
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1008,010403,128SH DFND15403,12800
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1011,441113,769PRN DFND14113,76900
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1016,048477,367PRN DFND15477,36700
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1043,112204,633SH DFND14204,63300
BLACKROCK MUN INC TRUST II CEFCOMMON09249N1011107,798SH DFND147,79800
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P106463,327SH DFND143,32700
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,24285,600SH DFND1485,60000
BLACKROCK NY INS MUN INC TR CECOMMON09249U10521716,725PRN DFND1416,72500
BLACKROCK LTD DURATION INC CFCOMMON09249W1018,342550,622SH DFND14550,62200
BLACKROCK LTD DURATION INC CFCOMMON09249W1014,916324,456SH DFND15324,45600
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,592552,110SH DFND14552,11000
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011059,271674,241SH DFND15674,24100
BLACKROCK CREDIT ALLOCATION INCOMMON09250810065351,522SH DFND1451,52200
BLACKROCK CREDIT ALLOCATION INCOMMON09250810013,4591,062,272SH DFND151,062,27200
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1036,008556,290SH DFND14556,29000
BLACKROCK MUNICIPAL INCOME I CCOMMON09250G1021,40199,203SH DFND1499,20300
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1014,611256,595SH DFND14256,59500
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1012,894161,030SH DFND15161,03000
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,67839,200SH DFND1539,20000
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,5631,198,336SH DFND141,198,33600
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10413,3111,668,100SH DFND151,668,10000
BLACKROCK INTERNATIONAL GROW CCOMMON0925241075,380738,018SH DFND14738,01800
BLACKROCK INTERNATIONAL GROW CCOMMON0925241075,493753,548SH DFND15753,54800
BLACK ROCK CAPITAL INVESTMENTCOMMON092533108303,286SH DFND12,153,28600
BLACK ROCK CAPITAL INVESTMENTCOMMON09253310815216,652SH DFND1416,65200
BLACK ROCK CAPITAL INVESTMENTCOMMON0925331082,665291,572SH DFND15291,57200
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N1041106,918SH DFND146,91800
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10932322,523SH DFND1422,52300
BLACKSTONE GROUP LP-THECOMMON09253U1082686,561SH DFND12,156,56100
BLACKSTONE GROUP LP-THECOMMON09253U1082,28755,968SH DFND1455,96800
BLACKSTONE GROUP LP-THECOMMON09253U10826,842656,754SH DFND15656,75400
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W1041097,860SH DFND147,86000
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1006,416577,482SH DFND14577,48200
BLACKROCK MUNIHOLDINGS QUALI CCOMMON09254A1011,411108,759SH DFND14108,75900
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C1075,989467,535SH DFND14467,53500
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1036,111444,451PRN DFND14444,45100
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1006,471432,565SH DFND14432,56500
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,334502,715SH DFND14502,71500
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,17586,832SH DFND1486,83200
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1073,706264,702SH DFND14264,70200
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1054,136274,119SH DFND14274,11900
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1033,711255,779SH DFND14255,77900
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1086,123442,087SH DFND14442,08700
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1044,448309,320SH DFND14309,32000
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,28294,654SH DFND1494,65400
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,20192,023SH DFND1492,02300
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10947633,892SH DFND1433,89200
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10860644,783PRN DFND1444,78300
BLACKROCK CORPORATE HY FD INCCOMMON09255P1078,203760,239SH DFND14760,23900
BLACKROCK CORPORATE HY FD INCCOMMON09255P10713,5521,255,999SH DFND151,255,99900
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1034,9851,376,945SH DFND141,376,94500
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1036,7141,854,675SH DFND151,854,67500
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X10039529,184SH DFND1429,18400
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1004,384324,267SH DFND15324,26700
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1096,433438,522SH DFND14438,52200
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1093,876264,191SH DFND15264,19100
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U10539222,854SH DFND1422,85400
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1083,991437,660SH DFND14437,66000
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1089,089996,627SH DFND15996,62700
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1022,691173,745SH DFND14173,74500
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1015,713365,535SH DFND14365,53500
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1016,791434,458SH DFND15434,45800
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10072426,042SH DFND1526,04200
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA89,0768,711,000SH DFND18,711,00000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1071,25375,583PRN DFND1475,58300
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1076,305380,262PRN DFND15380,26200
BLACKROCK SCIENCE- TECHNOLOGYCOMMON09258G1043,524199,662SH DFND15199,66200
BLOCK H & R INCCOMMON09367110510,799364,213SH DFND1364,21300
BLOCK H & R INCCOMMON09367110530210,179SH DFND1110,17900
BLOCK H & R INCCOMMON093671105852,872SH DFND12,152,87200
BLOCK H & R INCCOMMON0936711051,57653,147SH DFND1453,14700
BLOCK H & R INCCOMMON0936711052,06269,529SH DFND1569,52900
BLOCK H & R INCCOMMON0936711051846,200SH DFND66,20000
BLOCK H & R INCCOMMON09367110596132,400SH DFND6,514,000018,400
BLOCK H & R INCCOMMON09367110553718,100SH DFND7,50018,100
BLOOMIN' BRANDS INCCOMMON094235108331,550SH DFND12,151,55000
BLOOMIN' BRANDS INCCOMMON09423510862429,228SH DFND1529,22800
BLOUNT INTERNATIONAL INCCOMMON09518010548444,287SH DFND1544,28700
BLOUNT INTERNATIONAL INCCOMMON095180105595,400SH DFND3,15,40000
BLUCORA INCCOMMON0952291002,779172,068SH DFND15172,06800
BLUE BIRD CORPCOMMON0953061068593SH DFND1559300
BLUE HILLS BANCORP INCCOMMON0955731017500SH DFND150000
BLUE HILLS BANCORP INCCOMMON09557310114210,146SH DFND1510,14600
BLUE NILE INCCOMMON09578R1031,58552,144SH DFND1552,14400
BLUEBIRD BIO INCCOMMON09609G10029,354174,345SH DFND1174,34500
BLUEBIRD BIO INCCOMMON09609G1004,75328,228SH DFND1528,22800
BLUEBIRD BIO INCCOMMON09609G1007,73745,953SH DFND9,145,95300
BLUEROCK RESIDENTIAL GROWTH RECOMMON09627J10217513,858SH DFND1513,85800
BLUEPRINT MEDICINES CORPCOMMON09627Y1095177SH DFND1517700
BLYTH INCCOMMON09643P20718529,181SH DFND1529,18100
BOB EVANS FARMSCOMMON0967611014,51888,497SH DFND1588,49700
BOEING COCOMMON09702310588,607638,745SH DFND1619,395019,350
BOEING COCOMMON0970231053,46424,969SH DFND1124,96900
BOEING COCOMMON0970231059226,647SH DFND12,156,64700
BOEING COCOMMON0970231059,63569,453SH DFND1469,45300
BOEING COCOMMON097023105167,7361,209,170SH DFND151,209,17000
BOEING COCOMMON0970231053,96028,550SH DFND3,128,55000
BOEING COCOMMON0970231051,1198,069SH DFND48,06900
BOEING COCOMMON09702310517,555126,550SH DFND4,1126,55000
BOEING COCOMMON0970231053,56525,700SH DFND50025,700
BOEING COCOMMON09702310511,99286,450SH DFND5,10086,450
BOEING COCOMMON0970231051,1658,400SH DFND68,40000
BOEING COCOMMON0970231052,15015,500SH DFND6,56,80008,700
BOINGO WIRELESS INCCOMMON09739C10222927,714SH DFND1527,71400
BOISE CASCADE CO BCCCOMMON09739D1004,970135,493SH DFND15135,49300
BOJANGLES INCCOMMON0974881007281SH DFND1528100
BON-TON STORESCOMMON09776J101587126,974SH DFND15126,97400
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10763151,755SH DFND1551,75500
BONANZA CREEK ENERGY INCCOMMON0977931033,476190,440SH DFND1190,44000
BONANZA CREEK ENERGY INCCOMMON0977931031,858101,791SH DFND15101,79100
TECHNOLOGY BSKT BOND EN TR 1.8CONVERT09787TAA439,49025,000,000SH DFND125,000,00000
BOOT BARN HOLDINGS INCCOMMON0994061007205SH DFND1520500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210642,5701,686,624SH DFND11,686,62400
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210665,1562,581,471SH DFND1,22,581,47100
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061626,438SH DFND11,26,43800
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106682,701SH DFND12,152,70100
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021064,840191,750SH DFND15191,75000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210619,649778,468SH DFND2778,46800
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210629011,500SH DFND3,111,50000
BORG WARNER INCCOMMON0997241069,900174,179SH DFND1174,17900
BORG WARNER INCCOMMON0997241064778,400SH DFND118,40000
BORG WARNER INCCOMMON099724106891,564SH DFND12,151,56400
BORG WARNER INCCOMMON0997241061,59328,021SH DFND1428,02100
BORG WARNER INCCOMMON0997241066,614116,357SH DFND15116,35700
BORG WARNER INCCOMMON09972410624,044423,004SH DFND2423,00400
BORG WARNER INCCOMMON09972410694316,590SH DFND416,59000
BORG WARNER INCCOMMON0997241063987,000SH DFND5007,000
BOSTON BEER COMPANY INC CL ACOMMON1005571075722,466SH DFND152,46600
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,17687,690SH DFND1487,69000
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,165161,473SH DFND15161,47300
BOSTON PROPERTIES INCCOMMON101121101654,8485,410,179SH DFND12,519,64602,890,533
BOSTON PROPERTIES INCCOMMON1011211016885,684SH DFND115,68400
BOSTON PROPERTIES INCCOMMON1011211012,28618,884SH DFND11,118,88400
BOSTON PROPERTIES INCCOMMON1011211011401,159SH DFND12,151,15900
BOSTON PROPERTIES INCCOMMON10112110111,68996,572SH DFND13,196,57200
BOSTON PROPERTIES INCCOMMON1011211017,16059,151SH DFND1459,15100
BOSTON PROPERTIES INCCOMMON10112110143,707361,094SH DFND15361,09400
BOSTON PROPERTIES INCCOMMON1011211011,99816,507SH DFND15,116,50700
BOSTON PROPERTIES INCCOMMON1011211015,45945,097SH DFND2,145,09700
BOSTON PROPERTIES INCCOMMON10112110132,294266,805SH DFND3,1266,80500
BOSTON PROPERTIES INCCOMMON1011211013,17926,265SH DFND9,126,26500
BOSTON SCIENTIFIC CORPCOMMON10113710772,1244,074,830SH DFND14,074,83000
BOSTON SCIENTIFIC CORPCOMMON10113710787549,415SH DFND1149,41500
BOSTON SCIENTIFIC CORPCOMMON1011371071448,155SH DFND12,158,15500
BOSTON SCIENTIFIC CORPCOMMON1011371073,380190,944SH DFND14190,94400
BOSTON SCIENTIFIC CORPCOMMON1011371078,426476,040SH DFND15476,04000
BOSTON SCIENTIFIC CORPCOMMON10113710753830,399SH DFND330,39900
BOSTON SCIENTIFIC CORPCOMMON1011371071,10362,296SH DFND50062,296
BOSTON SCIENTIFIC CORPCOMMON10113710739822,500SH DFND5,10022,500
BOSTON SCIENTIFIC CORPCOMMON10113710746226,100SH DFND9,126,10000
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810618,488664,788SH DFND1664,78800
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061,04137,444SH DFND12,137,44400
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881063,074110,547SH DFND15110,54700
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,42787,278SH DFND687,27800
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061,74162,586SH DFND6,10062,586
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810632011,490SH DFND9,611,49000
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA47,7797,000,000SH DFND17,000,00000
BOULDER BRANDS INCCOMMON10140510830243,573SH DFND1543,57300
BOX INC CLASS ACOMMON10316T104331,768SH DFND151,76800
BOYD GAMING CORPCOMMON1033041011,46097,690SH DFND197,69000
BOYD GAMING CORPCOMMON1033041013,160211,377SH DFND15211,37700
BOYD GAMING CORPCOMMON10330410167645,200SH DFND3,145,20000
BRADY CORP- CL ACOMMON10467410611,084448,024SH DFND15448,02400
BRANDYWINE REALTY TRUSTCOMMON1053682031,636123,200SH DFND1123,20000
BRANDYWINE REALTY TRUSTCOMMON105368203342,583SH DFND12,152,58300
BRANDYWINE REALTY TRUSTCOMMON1053682033,744281,947SH DFND15281,94700
BRANDYWINE REALTY TRUSTCOMMON10536820349637,345SH DFND15,137,34500
BRANDYWINE REALTY TRUSTCOMMON105368203372,800SH DFND9,12,80000
BRF - BRASIL FOODS SA-ADRCOMMON10552T10727,6571,322,665SH DFND11,322,66500
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,744131,246SH DFND15131,24600
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,213105,856SH DFND2,1105,85600
COPENE PETROQ DO NORDESTE SA ACOMMON10553210527231,387SH DFND1431,38700
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10935025,832SH DFND1525,83200
BREITBURN ENERGY PARTNERS LPCOMMON1067761072,813590,992SH DFND15590,99200
BRIDGE CAPITAL HOLDINGSCOMMON1080301074129SH DFND1512900
BRIDGE BANCORP INCCOMMON10803510626810,048SH DFND1510,04800
BRIDGEPOINT EDUCATION INCCOMMON10807M105987103,259SH DFND15103,25900
BRIGGS & STRATTONCOMMON10904310935,7351,855,400SH DFND11,855,40000
BRIGGS & STRATTONCOMMON1090431092,207114,570SH DFND15114,57000
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941002,50943,410SH DFND1543,41000
BRIGHTCOVECOMMON10921T1019613,957SH DFND1513,95700
BRINKER INTERNATIONAL INCCOMMON10964110067,8771,177,397SH DFND11,177,39700
BRINKER INTERNATIONAL INCCOMMON1096411001,36623,702SH DFND12,123,70200
BRINKER INTERNATIONAL INCCOMMON10964110037644SH DFND12,1564400
BRINKER INTERNATIONAL INCCOMMON1096411001,11519,339SH DFND1419,33900
BRINKER INTERNATIONAL INCCOMMON10964110028,348491,733SH DFND15491,73300
BRINKER INTERNATIONAL INCCOMMON1096411002,89850,274SH DFND650,27400
BRINKER INTERNATIONAL INCCOMMON1096411002,36340,991SH DFND6,10040,991
BRINKER INTERNATIONAL INCCOMMON1096411001,88132,634SH DFND9,132,63400
BRINKER INTERNATIONAL INCCOMMON1096411005028,715SH DFND9,68,71500
THE BRINK'S COCOMMON109696104441,498SH DFND12,151,49800
THE BRINK'S COCOMMON1096961041,87763,795SH DFND1563,79500
BRISTOL-MYERS SQUIBB COCOMMON110122108443,6316,667,139SH DFND16,625,969041,170
BRISTOL-MYERS SQUIBB COCOMMON1101221084,10561,689SH DFND1161,68900
BRISTOL-MYERS SQUIBB COCOMMON1101221081,00615,126SH DFND12,1515,12600
BRISTOL-MYERS SQUIBB COCOMMON11012210818,378276,202SH DFND14276,20200
BRISTOL-MYERS SQUIBB COCOMMON110122108137,7922,070,816SH DFND152,070,81600
BRISTOL-MYERS SQUIBB COCOMMON11012210815,449232,180SH DFND2232,18000
BRISTOL-MYERS SQUIBB COCOMMON1101221085908,862SH DFND38,86200
BRISTOL-MYERS SQUIBB COCOMMON1101221084,10961,753SH DFND50061,753
BRISTOL-MYERS SQUIBB COCOMMON11012210816,979255,177SH DFND9,1255,17700
BRISTOW GROUP INCCOMMON1103941031,29324,257SH DFND1424,25700
BRISTOW GROUP INCCOMMON1103941035,652106,040SH DFND15106,04000
BRITISH AMERN TOB PLC ADRCOMMON11044810776,803709,500SH DFND1709,50000
BRITISH AMERN TOB PLC ADRCOMMON11044810726,934248,814SH DFND14248,81400
BRITISH AMERN TOB PLC ADRCOMMON11044810725,343234,118SH DFND15234,11800
BRIXMOR PROPERTY GROUP INCCOMMON11120U105247,09510,682,895SH DFND17,499,85603,183,039
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051536,600SH DFND116,60000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,26654,713SH DFND11,154,71300
BRIXMOR PROPERTY GROUP INCCOMMON11120U105301,293SH DFND12,151,29300
BRIXMOR PROPERTY GROUP INCCOMMON11120U1056,403276,812SH DFND13,1276,81200
BRIXMOR PROPERTY GROUP INCCOMMON11120U10546019,877SH DFND1419,87700
BRIXMOR PROPERTY GROUP INCCOMMON11120U10564427,858SH DFND1527,85800
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,12148,458SH DFND15,148,45800
BRIXMOR PROPERTY GROUP INCCOMMON11120U1053,017130,430SH DFND2,1130,43000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10518,200786,875SH DFND3,1786,87500
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,97385,316SH DFND9,185,31600
BROADCOM CORP CL ACOMMON111320107211,8214,113,834SH DFND13,775,4060338,428
BROADCOM CORP CL ACOMMON1113201071,05020,383SH DFND1120,38300
BROADCOM CORP CL ACOMMON1113201076,990135,753SH DFND12,15135,75300
BROADCOM CORP CL ACOMMON1113201071,08421,052SH DFND1421,05200
BROADCOM CORP CL ACOMMON111320107228,1584,431,115SH DFND154,431,11500
BROADCOM CORP CL ACOMMON1113201072985,795SH DFND35,79500
BROADCOM CORP CL ACOMMON11132010758811,412SH DFND50011,412
BROADCOM CORP CL ACOMMON1113201073556,900SH DFND66,90000
BROADCOM CORP CL ACOMMON11132010795318,500SH DFND6,58,80009,700
BROADCOM CORP CL ACOMMON1113201071963,800SH DFND8,1003,800
BROADSOFT INCCOMMON11133B40946813,546SH DFND1513,54600
BROADRIDGE FINANCIAL SOLCOMMON11133T10345893SH DFND12,1589300
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,62432,480SH DFND1432,48000
BROADRIDGE FINANCIAL SOLCOMMON11133T1032,58751,739SH DFND1551,73900
BROADWIND ENERGY INCCOMMON11161T207755178,025SH DFND15178,02500
BROCADE COMMUNICATIONS SYSCOMMON11162130610,099850,050SH DFND1672,6500177,400
BROCADE COMMUNICATIONS SYSCOMMON1116213061169,800SH DFND1,59,80000
BROCADE COMMUNICATIONS SYSCOMMON111621306504,180SH DFND12,154,18000
BROCADE COMMUNICATIONS SYSCOMMON1116213063,423288,106SH DFND14288,10600
BROCADE COMMUNICATIONS SYSCOMMON1116213065,257442,528SH DFND15442,52800
BROCADE COMMUNICATIONS SYSCOMMON11162130640534,100SH DFND3,134,10000
BROCADE COMMUNICATIONS SYSCOMMON1116213062,604219,200SH DFND5185,400033,800
BROCADE COMMUNICATIONS SYSCOMMON11162130657348,200SH DFND6,522,800025,400
BROCADE COMMUNICATIONS SYSCOMMON11162130611910,000SH DFND910,00000
BROCADE COMMUNICATIONS 144A 1.CONVERT111621AP331,72030,500,000SH DFND130,500,00000
BROOKDALE SENIOR LIVING INCCOMMON112463104114,6413,303,781SH DFND13,303,78100
BROOKDALE SENIOR LIVING INCCOMMON112463104431,241SH DFND12,151,24100
BROOKDALE SENIOR LIVING INCCOMMON1124631041,00528,964SH DFND1528,96400
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA267,76651,953,000SH DFND147,241,00004,712,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510436,1951,036,221SH DFND21,036,22100
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851043,513100,576SH DFND2,15100,57600
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,10731,643SH DFND1131,64300
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510434970SH DFND12,1597000
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851042,84981,418SH DFND1581,41800
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104263,9307,543,541SH DFND27,543,54100
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510431,191891,502SH DFND2,1891,50200
BROOKFIELD GLOBAL LISTED INFRACOMMON11273Q1092,133128,855SH DFND14128,85500
BROOKFIELD MORTGAGE OPPORTUNITCOMMON11279210622614,281SH DFND1414,28100
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921063,532223,380SH DFND15223,38000
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,19097,888PRN DFND1497,88800
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,803125,322PRN DFND15125,32200
BROOKFIELD OFFICE PROPERTIES ICONVERT11290080830315,075SH DFND2,115,07500
BROOKFIELD OFFICE PROPERTIES ICONVERT11290080861630,660SH DFND2,1530,66000
BROOKFIELD OFFICE PROPERTIES ICONVERT11290087329814,857SH DFND2,114,85700
BROOKFIELD OFFICE PROPERTIES ICONVERT11290087361630,660SH DFND2,1530,66000
BROOKLINE BANCORP INCCOMMON11373M107141,262SH DFND11,26200
BROOKLINE BANCORP INCCOMMON11373M10743338,330SH DFND1438,33000
BROOKLINE BANCORP INCCOMMON11373M1072,854252,777SH DFND15252,77700
BROOKLINE BANCORP INCCOMMON11373M107443,900SH DFND5003,900
BROOKS AUTOMATION INCCOMMON11434010231,4842,749,683SH DFND12,749,68300
BROOKS AUTOMATION INCCOMMON1143401025,352467,457SH DFND15467,45700
BROWN & BROWN INCCOMMON11523610162,2191,893,459SH DFND11,893,45900
BROWN & BROWN INCCOMMON115236101391,182SH DFND12,151,18200
BROWN & BROWN INCCOMMON1152361011805,471SH DFND145,47100
BROWN & BROWN INCCOMMON1152361012,60179,153SH DFND1579,15300
BROWN FORMAN CORP CL BCOMMON11563720910,831108,115SH DFND1108,11500
BROWN FORMAN CORP CL BCOMMON1156372094484,475SH DFND114,47500
BROWN FORMAN CORP CL BCOMMON11563720998976SH DFND12,1597600
BROWN FORMAN CORP CL BCOMMON1156372096,20061,889SH DFND1461,88900
BROWN FORMAN CORP CL BCOMMON11563720974,218740,844SH DFND15740,84400
BROWN FORMAN CORP CL BCOMMON1156372097667,650SH DFND5007,650
BRUKER CORPCOMMON1167941089,208451,139SH DFND1325,1940125,945
BRUKER CORPCOMMON1167941081,69583,064SH DFND1583,06400
BRUNSWICK CORPCOMMON117043109134,4772,644,058SH DFND12,551,516092,542
BRUNSWICK CORPCOMMON11704310932634SH DFND12,1563400
BRUNSWICK CORPCOMMON1170431091,95838,498SH DFND1438,49800
BRUNSWICK CORPCOMMON11704310971914,131SH DFND1514,13100
BRUNSWICK CORPCOMMON11704310972614,284SH DFND314,28400
BRUNSWICK CORPCOMMON1170431095,902116,050SH DFND9,1116,05000
BRYN MAWR BANK CORPCOMMON11766510956118,585SH DFND1518,58500
B2GOLD CORPCOMMON11777Q2093522,574SH DFND2,122,57400
B2GOLD CORPCOMMON11777Q2097,1514,669,795SH DFND1,24,669,79500
B2GOLD CORPCOMMON11777Q209329214,706SH DFND15214,70600
B2GOLD CORPCOMMON11777Q2091,094714,748SH DFND9,1714,74800
B2GOLD CORPCOMMON11777Q2091,094714,748SH DFND9,2714,74800
BUCKEYE PARTNERS LPCOMMON118230101981,326SH DFND11,32600
BUCKEYE PARTNERS LPCOMMON1182301017,649103,456SH DFND14103,45600
BUCKEYE PARTNERS LPCOMMON1182301014856,559SH DFND156,55900
THE BUCKLE INCCOMMON11844010672715,886SH DFND1415,88600
THE BUCKLE INCCOMMON1184401063,18769,638SH DFND1569,63800
BUFFALO WILD WINGS INCCOMMON1198481091,2598,032SH DFND158,03200
BUILD-A-BEAR WORKSHOP INCCOMMON1200761041,39487,150SH DFND187,15000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610424615,415SH DFND1515,41500
BUILD-A-BEAR WORKSHOP INCCOMMON12007610436022,500SH DFND3,122,50000
BUILDERS FIRSTSOURCE INCCOMMON12008R1072,484193,434SH DFND15193,43400
BURLINGTON STORES INCCOMMON12201710663,5671,241,541SH DFND11,165,849075,692
BURLINGTON STORES INCCOMMON122017106571,113SH DFND12,151,11300
BURLINGTON STORES INCCOMMON1220171063406,644SH DFND146,64400
BURLINGTON STORES INCCOMMON1220171061,05920,686SH DFND1520,68600
BURLINGTON STORES INCCOMMON12201710659611,645SH DFND311,64500
C & F FINANCIAL CORPCOMMON12466Q10465417,660SH DFND117,66000
C & F FINANCIAL CORPCOMMON12466Q1042155,813SH DFND155,81300
C & F FINANCIAL CORPCOMMON12466Q1041072,900SH DFND3,12,90000
C & F FINANCIAL CORPCOMMON12466Q104782,100SH DFND5002,100
CAE INCCOMMON12476510879066,241SH DFND2,1566,24100
CAE INCCOMMON12476510812810,750SH DFND1110,75000
CAE INCCOMMON1247651081,821152,728SH DFND15152,72800
CAE INCCOMMON1247651081,421119,168SH DFND9,60119,1680
CAI INTERNATIONAL INCCOMMON12477X10692444,867SH DFND1544,86700
CBIZ INCCOMMON12480510245146,815SH DFND1446,81500
CBIZ INCCOMMON12480510287590,811SH DFND1590,81100
CBL & ASSOCIATES PROPERTIESCOMMON1248301001,61799,800SH DFND199,80000
CBL & ASSOCIATES PROPERTIESCOMMON124830100392,396SH DFND12,152,39600
CBL & ASSOCIATES PROPERTIESCOMMON1248301005,036310,860SH DFND15310,86000
CBS CORP- CLASS B NON VOTINGCOMMON124857202193,4583,485,721SH DFND13,335,7730149,948
CBS CORP- CLASS B NON VOTINGCOMMON12485720294917,091SH DFND1117,09100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022885,190SH DFND12,155,19000
CBS CORP- CLASS B NON VOTINGCOMMON12485720210,012180,405SH DFND14180,40500
CBS CORP- CLASS B NON VOTINGCOMMON12485720248,046865,685SH DFND15865,68500
CBS CORP- CLASS B NON VOTINGCOMMON124857202931,671SH DFND31,67100
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,27622,986SH DFND50022,986
CBS CORP- CLASS B NON VOTINGCOMMON1248572027,175129,284SH DFND9,1129,28400
CBOE HOLDINGS INCCOMMON12503M1081702,968SH DFND142,96800
CBOE HOLDINGS INCCOMMON12503M1082,10936,856SH DFND1536,85600
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1003,292413,617SH DFND14413,61700
CBRE GROUP INCCOMMON12504L10910,302278,426SH DFND1278,42600
CBRE GROUP INCCOMMON12504L10941111,100SH DFND1111,10000
CBRE GROUP INCCOMMON12504L109912,452SH DFND12,152,45200
CBRE GROUP INCCOMMON12504L1094,094110,649SH DFND15110,64900
CBRE GROUP INCCOMMON12504L1091213,266SH DFND15,13,26600
CBRE GROUP INCCOMMON12504L10969318,741SH DFND50018,741
CBRE GROUP INCCOMMON12504L1091,35836,700SH DFND6,516,700020,000
CDI CORPCOMMON12507110047836,749SH DFND1536,74900
CDK GLOBAL INCCOMMON12508E1014,82589,390SH DFND189,39000
CDK GLOBAL INCCOMMON12508E1012755,100SH DFND115,10000
CDK GLOBAL INCCOMMON12508E101362SH DFND12,156200
CDK GLOBAL INCCOMMON12508E1015249,709SH DFND159,70900
CDK GLOBAL INCCOMMON12508E10143800SH DFND3,180000
CEB INC COMCOMMON12513410662,290715,483SH DFND1683,428032,055
CEB INC COMCOMMON1251341068599,864SH DFND149,86400
CEB INC COMCOMMON1251341064,05946,620SH DFND1546,62000
CECO ENVIRONMENTAL CORPCOMMON12514110141036,161SH DFND1536,16100
CDW CORP/DECOMMON12514G10827,490801,939SH DFND1801,93900
CDW CORP/DECOMMON12514G10816,928493,803SH DFND1,2493,80300
CDW CORP/DECOMMON12514G108481,405SH DFND12,151,40500
CDW CORP/DECOMMON12514G1081,57145,816SH DFND1545,81600
CF INDUSTRIES HOLDINGS INCCOMMON12526910010,768167,523SH DFND1167,52300
CF INDUSTRIES HOLDINGS INCCOMMON1252691006119,500SH DFND119,50000
CF INDUSTRIES HOLDINGS INCCOMMON12526910097315,137SH DFND12,1515,13700
CF INDUSTRIES HOLDINGS INCCOMMON12526910092414,371SH DFND1414,37100
CF INDUSTRIES HOLDINGS INCCOMMON12526910031,456489,358SH DFND15489,35800
CF INDUSTRIES HOLDINGS INCCOMMON125269100841,305SH DFND15,11,30500
CF INDUSTRIES HOLDINGS INCCOMMON1252691006119,500SH DFND5009,500
CF INDUSTRIES HOLDINGS INCCOMMON12526910024,537381,720SH DFND6381,72000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20914,699235,596SH DFND1235,4560140
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2093625,800SH DFND115,80000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,28236,576SH DFND12,1536,57600
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095458,740SH DFND148,74000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20978,6921,261,291SH DFND151,261,29100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2093625,800SH DFND5005,800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094687,500SH DFND5,1007,500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095378,600SH DFND68,60000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2093816,100SH DFND8,1006,100
CIFC CORPCOMMON12547R1054500SH DFND1550000
CIGNA CORPCOMMON12550910916,19099,938SH DFND199,93800
CIGNA CORPCOMMON1255091091,5559,599SH DFND119,59900
CIGNA CORPCOMMON1255091094422,728SH DFND12,152,72800
CIGNA CORPCOMMON12550910922,200137,034SH DFND14137,03400
CIGNA CORPCOMMON12550910998,993611,065SH DFND15611,06500
CIGNA CORPCOMMON1255091091,5519,577SH DFND5009,577
CIGNA CORPCOMMON1255091095833,600SH DFND5,1003,600
CIGNA CORPCOMMON1255091095353,300SH DFND63,30000
CIT GROUP INCCOMMON12558180118,817404,760SH DFND1395,78008,980
CIT GROUP INCCOMMON1255818012,63656,700SH DFND1,556,70000
CIT GROUP INCCOMMON1255818014569,800SH DFND119,80000
CIT GROUP INCCOMMON1255818011833,941SH DFND12,153,94100
CIT GROUP INCCOMMON1255818013958,500SH DFND138,50000
CIT GROUP INCCOMMON1255818012,27748,983SH DFND1448,98300
CIT GROUP INCCOMMON12558180114,715316,525SH DFND15316,52500
CIT GROUP INCCOMMON12558180154411,700SH DFND3,111,70000
CIT GROUP INCCOMMON1255818012,98564,200SH DFND4,164,20000
CIT GROUP INCCOMMON1255818016,913148,700SH DFND538,6000110,100
CIT GROUP INCCOMMON1255818013,27870,500SH DFND5,10070,500
CIT GROUP INCCOMMON1255818011,52532,800SH DFND632,80000
CIT GROUP INCCOMMON1255818013,52475,800SH DFND6,539,200036,600
CIT GROUP INCCOMMON12558180163213,600SH DFND7,50013,600
CIT GROUP INCCOMMON12558180171115,300SH DFND8,10015,300
CIT GROUP INCCOMMON1255818012515,400SH DFND9,15,40000
CIT GROUP INCCOMMON12558180110,293221,400SH DFND9,5221,40000
CLECO CORPORATIONCOMMON12561W10548884SH DFND12,1588400
CLECO CORPORATIONCOMMON12561W1053,70868,863SH DFND1468,86300
CLECO CORPORATIONCOMMON12561W10590916,871SH DFND1516,87100
CME GROUP INCCOMMON12572Q105289,3233,108,990SH DFND12,950,4820158,508
CME GROUP INCCOMMON12572Q1051,11111,940SH DFND1111,94000
CME GROUP INCCOMMON12572Q1053844,124SH DFND12,154,12400
CME GROUP INCCOMMON12572Q1054,42847,583SH DFND1447,58300
CME GROUP INCCOMMON12572Q10528,074301,675SH DFND15301,67500
CME GROUP INCCOMMON12572Q1052522,705SH DFND32,70500
CME GROUP INCCOMMON12572Q1059129,795SH DFND5009,795
CME GROUP INCCOMMON12572Q1054935,300SH DFND65,30000
CMS ENERGY CORPCOMMON12589610066,2552,080,869SH DFND12,080,86900
CMS ENERGY CORPCOMMON12589610035011,000SH DFND1111,00000
CMS ENERGY CORPCOMMON1258961001615,055SH DFND12,155,05500
CMS ENERGY CORPCOMMON1258961007,517236,088SH DFND14236,08800
CMS ENERGY CORPCOMMON1258961004,694147,437SH DFND15147,43700
CMS ENERGY CORPCOMMON12589610043313,600SH DFND50013,600
CSS INDUSTRIES INCCOMMON12590610784627,970SH DFND125,57002,400
CSS INDUSTRIES INCCOMMON12590610736211,962SH DFND1511,96200
CSS INDUSTRIES INCCOMMON1259061071605,300SH DFND3,15,30000
C1 FINANCIAL INCCOMMON12591N1094208SH DFND1520800
CNA FINANCIAL CORPCOMMON1261171001,84348,238SH DFND1548,23800
CNB FINANCIAL CORP/PACOMMON12612810722112,012SH DFND1512,01200
CNOOC LTD- ADRCOMMON12613210916,255114,538SH DFND1114,53800
CNOOC LTD- ADRCOMMON1261321093892,743SH DFND142,74300
CNOOC LTD- ADRCOMMON1261321097,32051,575SH DFND1551,57500
CPFL ENERGIA SA-ADRCOMMON12615310564652,732SH DFND12,652,73200
CPFL ENERGIA SA-ADRCOMMON1261531051,325108,177SH DFND14108,17700
CPFL ENERGIA SA-ADRCOMMON12615310512410,113SH DFND2,610,11300
CPFL ENERGIA SA-ADRCOMMON1261531051,484121,150SH DFND6121,15000
CRA INTERNATIONAL INCCOMMON12618T10594834,010SH DFND134,01000
CRA INTERNATIONAL INCCOMMON12618T10570825,421SH DFND1525,42100
CRA INTERNATIONAL INCCOMMON12618T10536213,000SH DFND3,113,00000
CRA INTERNATIONAL INCCOMMON12618T105451,600SH DFND5001,600
CNO FINANCIAL GROUP INCCOMMON12621E10346,9482,558,488SH DFND12,558,48800
CNO FINANCIAL GROUP INCCOMMON12621E103935,043SH DFND12,155,04300
CNO FINANCIAL GROUP INCCOMMON12621E1034,325235,707SH DFND14235,70700
CNO FINANCIAL GROUP INCCOMMON12621E1038,352455,143SH DFND15455,14300
CRH PLC ADRCOMMON12626K20354419,336SH DFND1519,33600
CSG SYSTEMS INTL INCCOMMON12634910996630,504SH DFND114,004016,500
CSG SYSTEMS INTL INCCOMMON1263491095,735181,156SH DFND15181,15600
CSG SYSTEMS INTL INCCOMMON1263491092889,100SH DFND3,19,10000
CSI COMPRESSCO LPCOMMON12637A103683,826SH DFND153,82600
CSX CORPCOMMON126408103267,7648,201,040SH DFND17,505,2580695,782
CSX CORPCOMMON1264081031,20036,761SH DFND1136,76100
CSX CORPCOMMON12640810337611,521SH DFND12,1511,52100
CSX CORPCOMMON1264081038,267253,212SH DFND14253,21200
CSX CORPCOMMON12640810339,1241,198,280SH DFND151,198,28000
CSX CORPCOMMON12640810338511,796SH DFND311,79600
CSX CORPCOMMON1264081031,35241,400SH DFND50041,400
CTC MEDIA INCCOMMON12642X106567249,689SH DFND15249,68900
CST BRANDS INCCOMMON12646R105882,254SH DFND12,152,25400
CST BRANDS INCCOMMON12646R1051,57440,292SH DFND1540,29200
CTI BIOPHARMA CORPCOMMON12648L10652,462SH DFND152,46200
CTS CORPCOMMON1265011052,174112,821SH DFND15112,82100
CU BANCORPCOMMON126534106753,405SH DFND153,40500
CVB FINANCIAL CORPCOMMON12660010553630,420SH DFND122,42008,000
CVB FINANCIAL CORPCOMMON1266001053,592203,959SH DFND15203,95900
CVB FINANCIAL CORPCOMMON1266001051327,500SH DFND3,17,50000
CVR ENERGY INCCOMMON12662P1083,861102,590SH DFND1102,59000
CVR ENERGY INCCOMMON12662P1084,786127,153SH DFND15127,15300
CVR ENERGY INCCOMMON12662P10865117,300SH DFND617,30000
CVR ENERGY INCCOMMON12662P1081,78847,500SH DFND6,522,500025,000
CVR PARTNERS LPCOMMON12663310674358,842SH DFND1458,84200
CVR REFINING LPCOMMON12663P1072,937160,494SH DFND15160,49400
CVS HEALTH CORPCOMMON126650100387,4503,694,220SH DFND13,640,581053,639
CVS HEALTH CORPCOMMON1266501001,66815,900SH DFND1,515,90000
CVS HEALTH CORPCOMMON1266501004,64444,276SH DFND1144,27600
CVS HEALTH CORPCOMMON1266501001,48814,192SH DFND12,1514,19200
CVS HEALTH CORPCOMMON1266501006926,600SH DFND136,60000
CVS HEALTH CORPCOMMON12665010011,021105,084SH DFND14105,08400
CVS HEALTH CORPCOMMON126650100111,1111,059,414SH DFND151,059,41400
CVS HEALTH CORPCOMMON1266501004,41542,100SH DFND3,142,10000
CVS HEALTH CORPCOMMON1266501001,13710,839SH DFND410,83900
CVS HEALTH CORPCOMMON12665010019,927190,000SH DFND4,1190,00000
CVS HEALTH CORPCOMMON12665010022,013209,883SH DFND579,2000130,683
CVS HEALTH CORPCOMMON12665010017,179163,800SH DFND5,100163,800
CVS HEALTH CORPCOMMON1266501009,29288,600SH DFND688,60000
CVS HEALTH CORPCOMMON1266501007,80374,400SH DFND6,538,900035,500
CVS HEALTH CORPCOMMON1266501009028,600SH DFND7,5008,600
CVS HEALTH CORPCOMMON1266501002,40222,900SH DFND8,10022,900
CVS HEALTH CORPCOMMON1266501002,23921,345SH DFND9,121,34500
CVS HEALTH CORPCOMMON12665010011,296107,700SH DFND9,5107,70000
CYS INVESTEMENTS INCCOMMON12673A1081,612208,600SH DFND1208,60000
CYS INVESTEMENTS INCCOMMON12673A1082,811363,600SH DFND1,5363,60000
CYS INVESTEMENTS INCCOMMON12673A1081,622209,800SH DFND15209,80000
CYS INVESTEMENTS INCCOMMON12673A1082,169280,600SH DFND6280,60000
CA INCCOMMON12673P10513,857473,109SH DFND1473,10900
CA INCCOMMON12673P10536212,361SH DFND1112,36100
CA INCCOMMON12673P1053,195109,072SH DFND12,15109,07200
CA INCCOMMON12673P1054,710160,818SH DFND14160,81800
CA INCCOMMON12673P105112,9113,854,920SH DFND153,854,92000
CA INCCOMMON12673P105672,271SH DFND15,12,27100
CA INCCOMMON12673P10599133,848SH DFND518,000015,848
CA INCCOMMON12673P10581727,900SH DFND627,90000
CA INCCOMMON12673P1052,21775,700SH DFND6,535,500040,200
CABELAS INC- CL ACOMMON12680430132650SH DFND12,1565000
CABELAS INC- CL ACOMMON12680430172314,466SH DFND1514,46600
CABLEVISION SYSTEMS CL ACOMMON12686C10917,038711,709SH DFND1711,70900
CABLEVISION SYSTEMS CL ACOMMON12686C1091897,899SH DFND117,89900
CABLEVISION SYSTEMS CL ACOMMON12686C1091124,673SH DFND12,154,67300
CABLEVISION SYSTEMS CL ACOMMON12686C1094,463186,415SH DFND14186,41500
CABLEVISION SYSTEMS CL ACOMMON12686C1096,302263,237SH DFND15263,23700
CABLEVISION SYSTEMS CL ACOMMON12686C1091,60967,200SH DFND5,10067,200
CABLEVISION SYSTEMS CL ACOMMON12686C10955823,300SH DFND8,10023,300
CABOT CORPCOMMON12705510163517,030SH DFND117,03000
CABOT CORPCOMMON127055101421,115SH DFND12,151,11500
CABOT CORPCOMMON1270551011,32635,560SH DFND1435,56000
CABOT CORPCOMMON1270551011,36136,492SH DFND1536,49200
CABOT CORPCOMMON12705510147712,800SH DFND6,56,10006,700
CABOT OIL & GAS CORP CL ACOMMON127097103137,0494,345,257SH DFND14,345,25700
CABOT OIL & GAS CORP CL ACOMMON12709710326,397836,939SH DFND1,2836,93900
CABOT OIL & GAS CORP CL ACOMMON12709710348315,300SH DFND1115,30000
CABOT OIL & GAS CORP CL ACOMMON127097103551,732SH DFND12,151,73200
CABOT OIL & GAS CORP CL ACOMMON1270971033,214101,907SH DFND14101,90700
CABOT OIL & GAS CORP CL ACOMMON1270971036,309200,032SH DFND15200,03200
CABOT OIL & GAS CORP CL ACOMMON12709710341613,200SH DFND50013,200
CABOT OIL & GAS CORP CL ACOMMON1270971034,697148,924SH DFND9,2148,92400
CABOT MICROELECTRONICS CORPCOMMON12709P1034,39293,221SH DFND1593,22100
CACI INTERNATIONAL INC CL ACOMMON12719030422,883282,889SH DFND1282,88900
CACI INTERNATIONAL INC CL ACOMMON1271903041,30316,103SH DFND12,116,10300
CACI INTERNATIONAL INC CL ACOMMON12719030444546SH DFND12,1554600
CACI INTERNATIONAL INC CL ACOMMON1271903041,01512,545SH DFND1412,54500
CACI INTERNATIONAL INC CL ACOMMON1271903048,304102,659SH DFND15102,65900
CACI INTERNATIONAL INC CL ACOMMON1271903042,91135,982SH DFND635,98200
CACI INTERNATIONAL INC CL ACOMMON1271903042,20427,252SH DFND6,10027,252
CACI INTERNATIONAL INC CL ACOMMON1271903043344,125SH DFND9,64,12500
CADENCE DESIGN SYS INCCOMMON127387108245,26312,475,241SH DFND112,228,5540246,687
CADENCE DESIGN SYS INCCOMMON1273871081,34968,634SH DFND1468,63400
CADENCE DESIGN SYS INCCOMMON1273871086,034306,927SH DFND15306,92700
CADENCE DESIGN SYS INCCOMMON12738710819,348984,106SH DFND2,1984,10600
CADENCE DESIGN SYS INCCOMMON12738710863132,096SH DFND332,09600
CADIZ INCCOMMON1275372072,207253,976SH DFND15253,97600
CAESARS ENTERTAINMENT-IPOCOMMON127686103609,830SH DFND19,83000
CAESARS ENTERTAINMENT-IPOCOMMON127686103213,371SH DFND12,153,37100
CAESARS ENTERTAINMENT-IPOCOMMON12768610338763,156SH DFND1563,15600
CAESARS ENTERTAINMENT-IPOCOMMON127686103132,200SH DFND3,12,20000
CAESARS ACQUISITION CO -REDHCOMMON12768T1036899SH DFND1589900
CAL-MAINE FOODS INCCOMMON1280302022,58349,480SH DFND119,480030,000
CAL-MAINE FOODS INCCOMMON12803020213,543259,436SH DFND15259,43600
CAL-MAINE FOODS INCCOMMON1280302023396,500SH DFND3,16,50000
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171082,973243,503SH DFND14243,50300
CALAMOS GLOBAL TOTAL RETURN CECOMMON12811810622917,110SH DFND1417,11000
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L107928109,207SH DFND14109,20700
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1083,452259,718SH DFND14259,71800
CALAMOS ASSET MANAGEMENT-ACOMMON12811R1041,18596,716SH DFND1596,71600
CALAMOS ASSET MANAGEMENT-ACOMMON12811R104423,400SH DFND5003,400
CALAMOS STRAT TOT RETURN FD CFCOMMON12812510186278,610SH DFND1478,61000
CALAMP CORPCOMMON1281261092,624143,686SH DFND15143,68600
CALAVO GROWERS INCCOMMON1282461052,34745,197SH DFND1545,19700
CALERES INC COMCOMMON1295001041,28340,361SH DFND1440,36100
CALERES INC COMCOMMON1295001043,501110,169SH DFND15110,16900
CALGON CARBON CORPCOMMON12960310610,964565,738SH DFND15565,73800
CALIFORNIA RESOURCES CORPCOMMON13057Q1076,5981,092,413SH DFND11,059,123033,290
CALIFORNIA RESOURCES CORPCOMMON13057Q10718029,884SH DFND12,1529,88400
CALIFORNIA RESOURCES CORPCOMMON13057Q1073,485577,028SH DFND15577,02800
CALIFORNIA RESOURCES CORPCOMMON13057Q10730049,600SH DFND3,149,60000
CALIFORNIA RESOURCES CORPCOMMON13057Q1076960SH DFND496000
CALIFORNIA RESOURCES CORPCOMMON13057Q107982162,600SH DFND4,1162,60000
CALIFORNIA RESOURCES CORPCOMMON13057Q10726143,200SH DFND5,10043,200
CALIFORNIA RESOURCES CORPCOMMON13057Q10714524,000SH DFND8,10024,000
CALIFORNIA RESOURCES CORPCOMMON13057Q10718530,600SH DFND9,130,60000
CALIFORNIA WATER SERVICE GRPCOMMON13078810211,084485,062SH DFND15485,06200
CALITHERA BIOSCIENCES INCCOMMON13089P1014624SH DFND1562400
CALIX INCCOMMON13100M50933443,900SH DFND10043,900
CALIX INCCOMMON13100M50936648,073SH DFND1548,07300
CALLAWAY GOLF COMPANYCOMMON13119310443,9794,919,300SH DFND14,919,30000
CALLAWAY GOLF COMPANYCOMMON1311931041,329148,710SH DFND15148,71000
CALLIDUS SOFTWARE INCCOMMON13123E5004,175267,968SH DFND15267,96800
CALLON PETROLEUM CORPCOMMON13123X1021,227147,483SH DFND15147,48300
CALPINE CORP-W/ICOMMON13134730423613,100SH DFND1113,10000
CALPINE CORP-W/ICOMMON1313473041176,486SH DFND12,156,48600
CALPINE CORP-W/ICOMMON1313473043,411189,587SH DFND14189,58700
CALPINE CORP-W/ICOMMON13134730411,895661,173SH DFND15661,17300
CALPINE CORP-W/ICOMMON13134730425414,100SH DFND50014,100
CAMBREX CORPCOMMON132011107791,800SH DFND11,80000
CAMBREX CORPCOMMON1320111079,192209,201SH DFND15209,20100
CAMBIUM LEARNING GROUP INCCOMMON13201A10761,493SH DFND151,49300
CAMDEN NATIONAL CORPCOMMON1330341083438,872SH DFND158,87200
CAMDEN PROPERTY TRUSTCOMMON133131102129,1051,738,089SH DFND1001,738,089
CAMDEN PROPERTY TRUSTCOMMON1331311022533,400SH DFND113,40000
CAMDEN PROPERTY TRUSTCOMMON13313110268911SH DFND12,1591100
CAMDEN PROPERTY TRUSTCOMMON1331311023,92852,881SH DFND1552,88100
CAMDEN PROPERTY TRUSTCOMMON1331311021341,800SH DFND9,11,80000
CAMECO CORPCOMMON13321L1081,17182,010SH DFND182,01000
CAMECO CORPCOMMON13321L10880055,997SH DFND2,1555,99700
CAMECO CORPCOMMON13321L10821114,754SH DFND1114,75400
CAMECO CORPCOMMON13321L1085322SH DFND12,1532200
CAMECO CORPCOMMON13321L10832022,335SH DFND1522,33500
CAMECO CORPCOMMON13321L10827419,158SH DFND2,119,15800
CAMECO CORPCOMMON13321L10818212,700SH DFND50012,700
CAMERON INTERNATIONAL CORPCOMMON13342B10516,419313,513SH DFND1313,51300
CAMERON INTERNATIONAL CORPCOMMON13342B10523,954457,407SH DFND1,2457,40700
CAMERON INTERNATIONAL CORPCOMMON13342B1053797,242SH DFND117,24200
CAMERON INTERNATIONAL CORPCOMMON13342B1051923,657SH DFND12,153,65700
CAMERON INTERNATIONAL CORPCOMMON13342B1056,845130,700SH DFND14130,70000
CAMERON INTERNATIONAL CORPCOMMON13342B10523,010439,372SH DFND15439,37200
CAMERON INTERNATIONAL CORPCOMMON13342B10580615,397SH DFND2,115,39700
CAMERON INTERNATIONAL CORPCOMMON13342B1054819,180SH DFND5009,180
CAMERON INTERNATIONAL CORPCOMMON13342B1051,08420,700SH DFND5,10020,700
CAMERON INTERNATIONAL CORPCOMMON13342B10570713,500SH DFND613,50000
CAMERON INTERNATIONAL CORPCOMMON13342B1051,04219,900SH DFND6,59,400010,500
CAMERON INTERNATIONAL CORPCOMMON13342B1054,26281,390SH DFND9,281,39000
CAMPBELL SOUP COCOMMON134429109334,2417,014,502SH DFND17,014,50200
CAMPBELL SOUP COCOMMON1344291093306,935SH DFND116,93500
CAMPBELL SOUP COCOMMON1344291091082,267SH DFND12,152,26700
CAMPBELL SOUP COCOMMON13442910963,5131,332,903SH DFND151,332,90300
CAMPBELL SOUP COCOMMON1344291091,74736,659SH DFND336,65900
CAMPBELL SOUP COCOMMON1344291093777,908SH DFND5007,908
CAMPBELL SOUP COCOMMON1344291093407,132SH DFND9,17,13200
CAMPUS CREST COMMUNITIES INCCOMMON13466Y105659118,896SH DFND15118,89600
CAN IMPERIAL BK OF COMMERCECOMMON1360691019,247125,434SH DFND2,15125,43400
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,83824,900SH DFND1,524,90000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,08714,722SH DFND1114,72200
CAN IMPERIAL BK OF COMMERCECOMMON13606910141550SH DFND12,1555000
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,93753,332SH DFND1553,33200
CAN IMPERIAL BK OF COMMERCECOMMON13606910120,470277,318SH DFND2,1277,31800
CAN IMPERIAL BK OF COMMERCECOMMON1360691015,94280,500SH DFND552,900027,600
CAN IMPERIAL BK OF COMMERCECOMMON1360691017239,800SH DFND69,80000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,55721,088SH DFND6,58,903012,185
CANADIAN NATL RAILWAY COCOMMON13637510243,125746,747SH DFND1746,74700
CANADIAN NATL RAILWAY COCOMMON13637510231,425544,152SH DFND14544,15200
CANADIAN NATL RAILWAY COCOMMON1363751028,554148,121SH DFND15148,12100
CANADIAN NATL RAILWAY COCOMMON1363751022,56244,356SH DFND2,1544,35600
CANADIAN NATL RAILWAY COCOMMON136375102143,4252,482,576SH DFND12,159,2690323,307
CANADIAN NATL RAILWAY COCOMMON1363751021,74430,184SH DFND1130,18400
CANADIAN NATL RAILWAY COCOMMON13637510223392SH DFND12,1539200
CANADIAN NATL RAILWAY COCOMMON13637510296416,693SH DFND1516,69300
CANADIAN NATL RAILWAY COCOMMON13637510224,351421,504SH DFND2421,50400
CANADIAN NATL RAILWAY COCOMMON13637510231,645547,751SH DFND2,1547,75100
CANADIAN NATL RAILWAY COCOMMON13637510210,174176,100SH DFND3,1176,10000
CANADIAN NATL RAILWAY COCOMMON1363751021,72229,800SH DFND50029,800
CANADIAN NATL RAILWAY COCOMMON1363751022143,700SH DFND63,70000
CANADIAN NATL RAILWAY COCOMMON13637510275113,000SH DFND6,56,20006,800
CANADIAN NATURAL RESOURCESCOMMON1363851019,975367,266SH DFND1367,26600
CANADIAN NATURAL RESOURCESCOMMON13638510112,732468,791SH DFND15468,79100
CANADIAN NATURAL RESOURCESCOMMON1363851014,473164,700SH DFND2,15164,70000
CANADIAN NATURAL RESOURCESCOMMON1363851013,066112,900SH DFND5,100112,900
CANADIAN NATURAL RESOURCESCOMMON136385101218,9938,057,511SH DFND17,366,3510691,160
CANADIAN NATURAL RESOURCESCOMMON13638510140,5811,493,107SH DFND1,21,493,10700
CANADIAN NATURAL RESOURCESCOMMON1363851011,10140,520SH DFND1140,52000
CANADIAN NATURAL RESOURCESCOMMON13638510150118,442SH DFND11,218,44200
CANADIAN NATURAL RESOURCESCOMMON13638510126942SH DFND12,1594200
CANADIAN NATURAL RESOURCESCOMMON1363851011,55957,364SH DFND1557,36400
CANADIAN NATURAL RESOURCESCOMMON136385101252,2069,279,531SH DFND29,279,53100
CANADIAN NATURAL RESOURCESCOMMON13638510116,276598,865SH DFND2,1598,86500
CANADIAN NATURAL RESOURCESCOMMON13638510135913,199SH DFND313,19900
CANADIAN NATURAL RESOURCESCOMMON1363851011,19043,800SH DFND50043,800
CANADIAN NATURAL RESOURCESCOMMON1363851017,221265,682SH DFND9,2265,68200
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10040,637253,618SH DFND1253,61800
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10028,022174,884SH DFND14174,88400
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1001,1897,421SH DFND2,157,42100
CP RAILWAY LIMITEDCOMMON13645T1009385,850SH DFND115,85000
CP RAILWAY LIMITEDCOMMON13645T1001596SH DFND12,159600
CP RAILWAY LIMITEDCOMMON13645T1004012,503SH DFND152,50300
CP RAILWAY LIMITEDCOMMON13645T1004132,577SH DFND2,12,57700
CP RAILWAY LIMITEDCOMMON13645T1001,2057,512SH DFND5007,512
CANADIAN SOLAR INCCOMMON1366351091535,334SH DFND12,155,33400
CANADIAN SOLAR INCCOMMON1366351097,635266,945SH DFND15266,94500
CANON INC- SP ADRCOMMON13800630953416,466SH DFND1416,46600
CANON INC- SP ADRCOMMON1380063091,31640,607SH DFND1540,60700
CANTEL MEDICAL CORPCOMMON13809810811,564215,469SH DFND15215,46900
CAPELLA EDUCATION COCOMMON13959410538700SH DFND100700
CAPELLA EDUCATION COCOMMON13959410583615,584SH DFND1415,58400
CAPELLA EDUCATION COCOMMON1395941051,08120,141SH DFND1520,14100
CAPELLA EDUCATION COCOMMON13959410516300SH DFND3,130000
CAPITAL CITY BANK GROUP INCCOMMON139674105734,775SH DFND154,77500
CAPITAL BANK FINANCIAL CORPCOMMON1397941011,41348,621SH DFND1548,62100
CAPITAL ONE FINANCIAL CORPCOMMON14040H105140,8211,600,784SH DFND11,588,314012,470
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,79820,440SH DFND1120,44000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058679,852SH DFND12,159,85200
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,65364,256SH DFND1464,25600
CAPITAL ONE FINANCIAL CORPCOMMON14040H10581,354924,796SH DFND15924,79600
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,50417,100SH DFND3,117,10000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,18913,520SH DFND413,52000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1057,97090,600SH DFND4,190,60000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,12024,100SH DFND50024,100
CAPITAL ONE FINANCIAL CORPCOMMON14040H10512,835145,900SH DFND5,100145,900
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,10012,500SH DFND612,50000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,59840,900SH DFND6,518,100022,800
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,36626,900SH DFND8,10026,900
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052382,700SH DFND9,12,70000
CAPITAL SENIOR LIVING CORPCOMMON1404751049,143373,184SH DFND1268,9830104,201
CAPITAL SENIOR LIVING CORPCOMMON14047510437715,398SH DFND1515,39800
CAPITAL SOUTHWEST CORPCOMMON14050110733658SH DFND12,1565800
CAPITAL SOUTHWEST CORPCOMMON14050110731613SH DFND1461300
CAPITAL SOUTHWEST CORPCOMMON1405011072,91658,408SH DFND1558,40800
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101534,422SH DFND12,154,42200
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J1011,10191,450SH DFND1591,45000
CAPSTEAD MTG CORPCOMMON14067E506221,985SH DFND11,98500
CAPSTEAD MTG CORPCOMMON14067E5062,319208,905SH DFND14208,90500
CAPSTEAD MTG CORPCOMMON14067E50616,9481,526,865SH DFND151,526,86500
CARA THERAPEUTICS INC -REDHCOMMON1407551096487SH DFND1548700
CARBO CERAMICS INCCOMMON14078110547511,412SH DFND1411,41200
CARBO CERAMICS INCCOMMON1407811053,10674,605SH DFND1574,60500
CARBONITE INCCOMMON14133710515513,089SH DFND1513,08900
CARBYLAN THERAPEUTICS INCCOMMON1413841075759SH DFND1575900
CARDINAL FINANCIAL CORPCOMMON14149F1091,89887,099SH DFND152,399034,700
CARDINAL FINANCIAL CORPCOMMON14149F1091,74680,145SH DFND1580,14500
CARDINAL FINANCIAL CORPCOMMON14149F10936816,900SH DFND3,116,90000
CARDINAL FINANCIAL CORPCOMMON14149F10924011,000SH DFND50011,000
CARDINAL HEALTH INCCOMMON14149Y10895,4921,141,561SH DFND11,125,111016,450
CARDINAL HEALTH INCCOMMON14149Y1082,45129,300SH DFND1,529,30000
CARDINAL HEALTH INCCOMMON14149Y1081,15913,850SH DFND1113,85000
CARDINAL HEALTH INCCOMMON14149Y1087468,917SH DFND12,158,91700
CARDINAL HEALTH INCCOMMON14149Y1083514,200SH DFND134,20000
CARDINAL HEALTH INCCOMMON14149Y10871,470854,394SH DFND14854,39400
CARDINAL HEALTH INCCOMMON14149Y10820,389243,737SH DFND15243,73700
CARDINAL HEALTH INCCOMMON14149Y1083984,756SH DFND2,14,75600
CARDINAL HEALTH INCCOMMON14149Y1081,83221,900SH DFND3,121,90000
CARDINAL HEALTH INCCOMMON14149Y1084985,956SH DFND45,95600
CARDINAL HEALTH INCCOMMON14149Y1089,185109,800SH DFND4,1109,80000
CARDINAL HEALTH INCCOMMON14149Y10813,098156,584SH DFND583,900072,684
CARDINAL HEALTH INCCOMMON14149Y1086,57578,600SH DFND5,10078,600
CARDINAL HEALTH INCCOMMON14149Y1082,73532,700SH DFND632,70000
CARDINAL HEALTH INCCOMMON14149Y1085,91470,700SH DFND6,534,600036,100
CARDINAL HEALTH INCCOMMON14149Y1086447,700SH DFND7,5007,700
CARDINAL HEALTH INCCOMMON14149Y10892911,100SH DFND8,10011,100
CARDINAL HEALTH INCCOMMON14149Y1081251,500SH DFND91,50000
CARDINAL HEALTH INCCOMMON14149Y1087,54790,223SH DFND9,190,22300
CARDINAL HEALTH INCCOMMON14149Y1089,971119,200SH DFND9,5119,20000
CARDIOVASCULAR SYSTEMS INCCOMMON14161910613,961527,824SH DFND15527,82400
CARDTRONICS INCCOMMON14161H1085,041136,056SH DFND15136,05600
CARDTRONICS INC(CATM) CVT 1 20CONVERT14161HAG315,59915,897,000SH DFND115,897,00000
CARE.COM INCCOMMON14163310761,013SH DFND151,01300
CAREER EDUCATION CORPCOMMON1416651091,510457,518SH DFND15457,51800
CARETRUST REIT INCCOMMON14174T10725820,378SH DFND1520,37800
CARLISLE COS INCCOMMON14233910067,776676,948SH DFND1635,663041,285
CARLISLE COS INCCOMMON14233910056558SH DFND12,1555800
CARLISLE COS INCCOMMON1423391007817,803SH DFND147,80300
CARLISLE COS INCCOMMON1423391004,60345,978SH DFND1545,97800
CARLISLE COS INCCOMMON1423391006276,262SH DFND36,26200
CARLYLE GROUPCOMMON14309L1021234,374SH DFND12,154,37400
CARLYLE GROUPCOMMON14309L10210,926388,148SH DFND15388,14800
CARMAX INCCOMMON1431301029,642145,628SH DFND1145,62800
CARMAX INCCOMMON1431301025187,818SH DFND117,81800
CARMAX INCCOMMON1431301021542,325SH DFND12,152,32500
CARMAX INCCOMMON14313010215,849239,379SH DFND15239,37900
CARMAX INCCOMMON14313010213,635205,935SH DFND2205,93500
CARMAX INCCOMMON1431301025368,100SH DFND5008,100
CARMIKE CINEMAS INCCOMMON14343640058421,987SH DFND1521,98700
CARNIVAL CORPCOMMON1436583001,392,09628,185,783SH DFND127,087,02601,098,757
CARNIVAL CORPCOMMON14365830076315,440SH DFND1115,44000
CARNIVAL CORPCOMMON1436583003477,035SH DFND12,157,03500
CARNIVAL CORPCOMMON1436583003,58872,653SH DFND1472,65300
CARNIVAL CORPCOMMON1436583007,969161,340SH DFND15161,34000
CARNIVAL CORPCOMMON14365830018,760379,830SH DFND2379,83000
CARNIVAL CORPCOMMON14365830071414,452SH DFND314,45200
CARNIVAL CORPCOMMON14365830084517,099SH DFND50017,099
CARNIVAL CORPCOMMON1436583006,372129,013SH DFND9,1129,01300
CARNIVAL PLC-ADRCOMMON14365C1032625,106SH DFND155,10600
CARRIAGE SVCS INCCOMMON14390510730712,847SH DFND1512,84700
CARPENTER TECHNOLOGYCOMMON144285103100,9142,608,953SH DFND12,608,95300
CARPENTER TECHNOLOGYCOMMON1442851032967,641SH DFND147,64100
CARPENTER TECHNOLOGYCOMMON1442851031,89148,898SH DFND1548,89800
CARRIZO OIL & GAS INCCOMMON1445771031,01720,655SH DFND1420,65500
CARRIZO OIL & GAS INCCOMMON14457710313,332270,750SH DFND15270,75000
CARROLS RESTAURANT GROUP INCCOMMON14574X10461859,449SH DFND1559,44900
CARTERS INCCOMMON14622910948,951460,500SH DFND1460,50000
CARTERS INCCOMMON1462291091,36312,821SH DFND1412,82100
CARTERS INCCOMMON14622910914,723138,503SH DFND15138,50300
CASCADE BANCORPCOMMON1471542074755SH DFND1575500
CASCADE MICROTECHCOMMON147322101895,833SH DFND155,83300
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810438869,216SH DFND1569,21600
CASEY'S GENERAL STORES INCCOMMON14752810314145SH DFND114500
CASEY'S GENERAL STORES INCCOMMON14752810361632SH DFND12,1563200
CASEY'S GENERAL STORES INCCOMMON1475281031,94520,314SH DFND1420,31400
CASEY'S GENERAL STORES INCCOMMON1475281035,84161,009SH DFND1561,00900
CASH AMERICA INTL INCCOMMON14754D1001,20145,862SH DFND1445,86200
CASH AMERICA INTL INCCOMMON14754D1001,86971,374SH DFND1571,37400
CASS INFORMATION SYSTEMS INCCOMMON14808P1093396,028SH DFND156,02800
CASTLE (A.M.) & COCOMMON14841110150882,321SH DFND1582,32100
CASTLIGHT HEALTH INCCOMMON14862Q100323,977SH DFND153,97700
CATALENT INCCOMMON14880610246,2891,578,198SH DFND11,578,19800
CATALENT INCCOMMON14880610254618,602SH DFND1518,60200
CATAMARAN CORPCOMMON1488871024717,700SH DFND117,70000
CATAMARAN CORPCOMMON148887102343SH DFND12,154300
CATAMARAN CORPCOMMON1488871023826,247SH DFND156,24700
CATAMARAN CORPCOMMON1488871025,05182,532SH DFND2,182,53200
CATAMARAN CORPCOMMON1488871025028,200SH DFND5008,200
CATAMARAN CORPCOMMON1488871023,02749,563SH DFND12,1549,56300
CATAMARAN CORPCOMMON1488871023,60459,008SH DFND1459,00800
CATAMARAN CORPCOMMON14888710297,8011,601,199SH DFND151,601,19900
CATAMARAN CORPCOMMON1488871021,13218,526SH DFND2,1518,52600
CATALYST PHARMACEUTICALS INCCOMMON14888U10161,382SH DFND151,38200
CATERPILLAR INCCOMMON149123101203,0602,394,016SH DFND12,200,4690193,547
CATERPILLAR INCCOMMON1491231011,81021,343SH DFND1121,34300
CATERPILLAR INCCOMMON1491231011,06312,538SH DFND12,1512,53800
CATERPILLAR INCCOMMON14912310167,584796,788SH DFND14796,78800
CATERPILLAR INCCOMMON14912310149,042578,185SH DFND15578,18500
CATERPILLAR INCCOMMON1491231012803,302SH DFND33,30200
CATERPILLAR INCCOMMON1491231011,96423,158SH DFND50023,158
CATERPILLAR INCCOMMON1491231015346,300SH DFND5,1006,300
CATERPILLAR INCCOMMON1491231012,31627,300SH DFND6,512,000015,300
CATERPILLAR INCCOMMON1491231012973,500SH DFND7,5003,500
CATERPILLAR INCCOMMON1491231011,21314,300SH DFND8,10014,300
CATCHMARK TIMBER TRUST INC CTTCOMMON14912Y20248541,897SH DFND1541,89700
CATHAY GENERAL BANCORPCOMMON14915010447,6151,467,319SH DFND11,467,31900
CATHAY GENERAL BANCORPCOMMON1491501042,56979,156SH DFND1579,15600
CATO CORP CL ACOMMON14920510642711,007SH DFND1411,00700
CATO CORP CL ACOMMON1492051062,96576,497SH DFND1576,49700
CATO CORP CL ACOMMON1492051063027,800SH DFND5007,800
CAVCO INDUSTRIES INCCOMMON1495681074465,911SH DFND155,91100
CAVIUM INCCOMMON14964U108133,9971,947,352SH DFND11,871,533075,819
CAVIUM INCCOMMON14964U1086489,418SH DFND159,41800
CAVIUM INCCOMMON14964U1086769,831SH DFND39,83100
CEDAR REALTY TRUST INCCOMMON1506022091,065166,407SH DFND1166,40700
CEDAR REALTY TRUST INCCOMMON1506022091,582247,149SH DFND15247,14900
CEDAR REALTY TRUST INCCOMMON15060220925539,900SH DFND3,139,90000
CELADON GROUP INCCOMMON15083810019,624948,953SH DFND1948,95300
CELADON GROUP INCCOMMON1508381001,13855,014SH DFND12,155,01400
CELADON GROUP INCCOMMON15083810092144,552SH DFND1544,55200
CELADON GROUP INCCOMMON1508381002,536122,649SH DFND6122,64900
CELADON GROUP INCCOMMON1508381001,91292,434SH DFND6,10092,434
CELADON GROUP INCCOMMON15083810029114,065SH DFND9,614,06500
CELANESE CORP-SERIES ACOMMON1508701034105,700SH DFND115,70000
CELANESE CORP-SERIES ACOMMON1508701031301,815SH DFND12,151,81500
CELANESE CORP-SERIES ACOMMON1508701032273,155SH DFND143,15500
CELANESE CORP-SERIES ACOMMON1508701032,55635,560SH DFND1535,56000
CELANESE CORP-SERIES ACOMMON15087010379010,984SH DFND50010,984
CELESTICA INCCOMMON15101Q10854246,598SH DFND2,1546,59800
CELESTICA INCCOMMON15101Q10810833SH DFND12,1583300
CELESTICA INCCOMMON15101Q10818315,740SH DFND1515,74000
CELESTICA INCCOMMON15101Q10834,9492,998,078SH DFND2,12,998,07800
CELGENE CORPCOMMON151020104715,4016,181,375SH DFND16,181,37500
CELGENE CORPCOMMON1510201045564,800SH DFND104,80000
CELGENE CORPCOMMON1510201043,45529,850SH DFND1129,85000
CELGENE CORPCOMMON15102010448413SH DFND11,141300
CELGENE CORPCOMMON15102010422,045190,474SH DFND12,15190,47400
CELGENE CORPCOMMON15102010410,61891,746SH DFND1491,74600
CELGENE CORPCOMMON151020104799,9256,911,694SH DFND156,911,69400
CELGENE CORPCOMMON15102010425,182217,579SH DFND2217,57900
CELGENE CORPCOMMON1510201048357,217SH DFND2,17,21700
CELGENE CORPCOMMON1510201043,44929,800SH DFND50029,800
CELGENE CORPCOMMON1510201043823,300SH DFND63,30000
CELGENE CORPCOMMON1510201041,97917,100SH DFND6,58,10009,000
CELGENE CORPCOMMON15102010421,399184,895SH DFND9,1184,89500
CELLDEX THERAPEUTICS INCCOMMON15117B10311,636461,382SH DFND1461,38200
CELLDEX THERAPEUTICS INCCOMMON15117B10340716,146SH DFND1416,14600
CELLDEX THERAPEUTICS INCCOMMON15117B10326210,393SH DFND1510,39300
CELLDEX THERAPEUTICS INCCOMMON15117B1032,37894,294SH DFND9,194,29400
CELLULAR BIOMEDICINE GROUP INCCOMMON15117P1026152SH DFND1515200
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088978285,404SH DFND12,685,40400
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908893,040331,920SH DFND15331,92000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088917,0761,864,198SH DFND61,864,19800
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088921123,022SH DFND9,623,02200
CEMEX SAB DE CV (CX)CVT 144A 3CONVERT151290BQ512,05311,500,000SH DFND111,500,00000
CEMEX SAB DE CV (CX)CVT 3.72 0CONVERT151290BT95,2535,000,000SH DFND15,000,00000
CEMPRA INCCOMMON15130J1096,844199,181SH DFND1199,18100
CEMPRA INCCOMMON15130J10930863SH DFND1586300
CEMPRA INCCOMMON15130J1091,74650,819SH DFND9,150,81900
CENTENE CORPCOMMON15135B10118,590231,220SH DFND1231,22000
CENTENE CORPCOMMON15135B1013384,200SH DFND114,20000
CENTENE CORPCOMMON15135B1012823,508SH DFND12,153,50800
CENTENE CORPCOMMON15135B1014,56656,786SH DFND1456,78600
CENTENE CORPCOMMON15135B1018,213102,154SH DFND15102,15400
CENTENE CORPCOMMON15135B1012573,200SH DFND3,13,20000
CENTENE CORPCOMMON15135B1014665,800SH DFND5,1005,800
CENTENE CORPCOMMON15135B1016357,900SH DFND67,90000
CENTENE CORPCOMMON15135B1011932,400SH DFND9,12,40000
CENOVUS ENERGY INCOMMON15135U10983,0935,189,898SH DFND14,526,0280663,870
CENOVUS ENERGY INCOMMON15135U10933,2732,078,158SH DFND1,22,078,15800
CENOVUS ENERGY INCOMMON15135U10949230,722SH DFND1130,72200
CENOVUS ENERGY INCOMMON15135U109171,057SH DFND12,151,05700
CENOVUS ENERGY INCOMMON15135U1091,05565,879SH DFND1565,87900
CENOVUS ENERGY INCOMMON15135U10987,5865,470,535SH DFND25,470,53500
CENOVUS ENERGY INCOMMON15135U10918,2751,141,409SH DFND2,11,141,40900
CENOVUS ENERGY INCOMMON15135U1095,789361,601SH DFND3,1361,60100
CENOVUS ENERGY INCOMMON15135U10942826,747SH DFND50026,747
CENOVUS ENERGY INCOMMON15135U1093,753234,423SH DFND9,2234,42300
CENOVUS ENERGY INCCOMMON15135U10923,7441,483,099SH DFND11,468,889014,210
CENOVUS ENERGY INCCOMMON15135U1094,357272,142SH DFND2,15272,14200
CENOVUS ENERGY INCCOMMON15135U10930419,000SH DFND3,119,00000
CENOVUS ENERGY INCCOMMON15135U1091,44190,000SH DFND4,190,00000
CENOVUS ENERGY INCCOMMON15135U1091529,500SH DFND5,1009,500
CENTER COAST MLP & INFRASTRUCTCOMMON15146110068244,695SH DFND1444,69500
CENTERPOINT ENERGY INCCOMMON15189T10751,6522,714,217SH DFND12,714,21700
CENTERPOINT ENERGY INCCOMMON15189T10731916,786SH DFND1116,78600
CENTERPOINT ENERGY INCCOMMON15189T10720010,493SH DFND12,1510,49300
CENTERPOINT ENERGY INCCOMMON15189T1076,929364,091SH DFND14364,09100
CENTERPOINT ENERGY INCCOMMON15189T10715,108793,879SH DFND15793,87900
CENTERPOINT ENERGY INCCOMMON15189T107663,494SH DFND15,13,49400
CENTERPOINT ENERGY INCCOMMON15189T10721911,500SH DFND50011,500
CENTERPOINT ENERGY INC VQ 09-1CONVERT15189T20643,594625,000SH DFND1625,00000
CENTERSTATE BANKS INCCOMMON15201P10944132,623SH DFND1432,62300
CENTERSTATE BANKS INCCOMMON15201P10945133,359SH DFND1533,35900
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207608323,434SH DFND15323,43400
CENTRAL GARDEN & PET COCOMMON153527106797,434SH DFND157,43400
CENTRAL GARDEN AND PET CO-ACOMMON15352720595984,090SH DFND146,990037,100
CENTRAL GARDEN AND PET CO-ACOMMON1535272053,366295,028SH DFND15295,02800
CENTRAL GARDEN AND PET CO-ACOMMON15352720514813,000SH DFND3,113,00000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040941417,440SH DFND117,44000
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091,98583,576SH DFND1583,57600
CENTRAL PACIFIC FINANCIAL COCOMMON154760409974,100SH DFND3,14,10000
CENTURY ALUMINUM COMPANYCOMMON1564311082,397229,790SH DFND176,2900153,500
CENTURY ALUMINUM COMPANYCOMMON15643110815715,054SH DFND12,1515,05400
CENTURY ALUMINUM COMPANYCOMMON15643110827726,530SH DFND1426,53000
CENTURY ALUMINUM COMPANYCOMMON1564311081,303124,908SH DFND15124,90800
CENTURY ALUMINUM COMPANYCOMMON15643110824023,000SH DFND3,123,00000
CENTURY BANCORP INC CL ACOMMON1564321063709,110SH DFND19,11000
CENTURY BANCORP INC CL ACOMMON156432106801,956SH DFND151,95600
CENTURY BANCORP INC CL ACOMMON1564321061223,000SH DFND3,13,00000
CENTURY BANCORP INC CL ACOMMON1564321061553,800SH DFND5003,800
CENTURY COMMUNITIES INCCOMMON1565043006294SH DFND1529400
CENTURYLINK INCCOMMON15670010642,6581,451,954SH DFND11,451,95400
CENTURYLINK INCCOMMON1567001062,75993,900SH DFND1,593,90000
CENTURYLINK INCCOMMON15670010661921,066SH DFND1121,06600
CENTURYLINK INCCOMMON15670010655118,745SH DFND12,1518,74500
CENTURYLINK INCCOMMON1567001069,961339,041SH DFND14339,04100
CENTURYLINK INCCOMMON15670010623,383795,892SH DFND15795,89200
CENTURYLINK INCCOMMON156700106612,079SH DFND15,12,07900
CENTURYLINK INCCOMMON15670010652717,925SH DFND50017,925
CENTURYLINK INCCOMMON1567001068,312282,900SH DFND5,100282,900
CENTURYLINK INCCOMMON1567001064,589156,200SH DFND6156,20000
CENTURYLINK INCCOMMON1567001061,98667,600SH DFND6,532,000035,600
CENTURYLINK INCCOMMON156700106943,200SH DFND7,5003,200
CENTURYLINK INCCOMMON1567001061,27543,400SH DFND8,10043,400
CENTURYLINK INCCOMMON15670010657619,600SH DFND9,119,60000
CEPHEID INCCOMMON15670R10763310,351SH DFND1510,35100
CEPHEID(CPHD) CVT 1.25 02-01-2CONVERT15670RAC123,71620,500,000SH DFND120,500,00000
CENVEO INCCOMMON15670S105412194,263SH DFND15194,26300
CERNER CORPCOMMON15678210411,063160,191SH DFND1160,19100
CERNER CORPCOMMON15678210479411,500SH DFND1111,50000
CERNER CORPCOMMON1567821045,72982,958SH DFND12,1582,95800
CERNER CORPCOMMON1567821045,68182,258SH DFND1482,25800
CERNER CORPCOMMON156782104211,0723,056,361SH DFND153,056,36100
CERNER CORPCOMMON1567821045528,000SH DFND5008,000
CERUS CORPCOMMON1570851015983SH DFND1598300
CEVA INCCOMMON1572101051,80792,979SH DFND1592,97900
CHAMBERS STREET PROPERTIESCOMMON1578421051,878236,227SH DFND15236,22700
CHANGYOU.COM LTDCOMMON15911M10795431,997SH DFND1531,99700
CHANNELADVISOR CORPCOMMON1591791006540SH DFND1554000
CHARLES RIVER LABORATORIESCOMMON15986410722,290316,886SH DFND1316,88600
CHARLES RIVER LABORATORIESCOMMON15986410750,068711,801SH DFND1,2711,80100
CHARLES RIVER LABORATORIESCOMMON1598641071321,881SH DFND11,21,88100
CHARLES RIVER LABORATORIESCOMMON1598641071,28418,257SH DFND12,118,25700
CHARLES RIVER LABORATORIESCOMMON1598641072,78539,598SH DFND1439,59800
CHARLES RIVER LABORATORIESCOMMON1598641071,69424,076SH DFND1524,07600
CHARLES RIVER LABORATORIESCOMMON15986410710,029142,581SH DFND2142,58100
CHARLES RIVER LABORATORIESCOMMON1598641072,87240,831SH DFND640,83100
CHARLES RIVER LABORATORIESCOMMON1598641072,18131,011SH DFND6,10031,011
CHARLES RIVER LABORATORIESCOMMON1598641073504,974SH DFND9,64,97400
CHART INDUSTRIES INCCOMMON16115Q3082,32364,976SH DFND1564,97600
CHARTER COMMUNICATIONS INCCOMMON16117M3055313,100SH DFND113,10000
CHARTER COMMUNICATIONS INCCOMMON16117M3054,69927,439SH DFND12,1527,43900
CHARTER COMMUNICATIONS INCCOMMON16117M305156,213912,195SH DFND15912,19500
CHARTER COMMUNICATIONS INCCOMMON16117M3057364,300SH DFND5004,300
CHARTER FINANCIAL CORPCOMMON16122W1081,243100,140SH DFND166,140034,000
CHARTER FINANCIAL CORPCOMMON16122W10838330,831SH DFND1530,83100
CHARTER FINANCIAL CORPCOMMON16122W10824019,300SH DFND3,119,30000
CHASE CORPCOMMON16150R10416390SH DFND1539000
CHATHAM LODGING TRUSTCOMMON16208T10261023,028SH DFND1523,02800
CHECKPOINT SYSTEMS INCCOMMON1628251032,182214,385SH DFND15214,38500
CHEESECAKE FACTORY (THE)COMMON16307210145,686837,738SH DFND1837,73800
CHEESECAKE FACTORY (THE)COMMON1630721016,968127,763SH DFND15127,76300
CHEESECAKE FACTORY (THE)COMMON1630721012,26541,540SH DFND9,141,54000
CHEETAH MOBILE INC CMCM ADRCOMMON1630751041,51052,579SH DFND1552,57900
CHEFS WAREHOUSE HOLDINGS LLCCOMMON16308610145521,445SH DFND1521,44500
CHEGG INCCOMMON1630921097910,053SH DFND1510,05300
CHEMED CORPCOMMON16359R10376,164580,963SH DFND1580,96300
CHEMED CORPCOMMON16359R1031,1498,762SH DFND148,76200
CHEMED CORPCOMMON16359R1039,48372,336SH DFND1572,33600
CHEMICAL FINANCIAL CORPCOMMON1637311021,50645,565SH DFND1545,56500
CHEMOCENTRYX INCCOMMON16383L1065625SH DFND1562500
CHEMTURA CORPCOMMON163893209381,345SH DFND12,151,34500
CHEMTURA CORPCOMMON1638932095,069179,039SH DFND15179,03900
CHENIERE ENERGY INCCOMMON16411R2081031,481SH DFND11,48100
CHENIERE ENERGY INCCOMMON16411R2086098,800SH DFND118,80000
CHENIERE ENERGY INCCOMMON16411R2089,774141,120SH DFND15141,12000
CHENIERE ENERGY INCCOMMON16411R20878311,300SH DFND50011,300
CHENIERE ENERGY INC(LNG) CVT 4CONVERT16411RAG46,7619,000,000SH DFND19,000,00000
CHENIERE ENERGY INC(LNG) CVT 4CONVERT16411RAG43,7565,000,000SH DFND25,000,00000
CHEROKEE INCCOMMON16444H1022288,090SH DFND18,09000
CHEROKEE INCCOMMON16444H10258620,798SH DFND1420,79800
CHEROKEE INCCOMMON16444H1027242SH DFND1524200
CHEROKEE INCCOMMON16444H1021013,600SH DFND3,13,60000
CHERRY HILL MORTGAGE INVESTMENCOMMON16465110193857,814SH DFND1457,81400
CHERRY HILL MORTGAGE INVESTMENCOMMON164651101684,175SH DFND154,17500
CHESAPEAKE ENERGY CORPCOMMON16516710716,2601,455,666SH DFND11,455,66600
CHESAPEAKE ENERGY CORPCOMMON1651671071,715153,500SH DFND1,5153,50000
CHESAPEAKE ENERGY CORPCOMMON16516710724321,718SH DFND1121,71800
CHESAPEAKE ENERGY CORPCOMMON16516710715513,856SH DFND12,1513,85600
CHESAPEAKE ENERGY CORPCOMMON1651671071,361121,812SH DFND14121,81200
CHESAPEAKE ENERGY CORPCOMMON1651671075,583499,862SH DFND15499,86200
CHESAPEAKE ENERGY CORPCOMMON1651671071,622145,250SH DFND593,000052,250
CHESAPEAKE ENERGY CORPCOMMON16516710762856,200SH DFND656,20000
CHESAPEAKE ENERGY CORPCOMMON1651671071,950174,600SH DFND6,582,100092,500
CHESAPEAKE ENERGY CORPCOMMON165167107948,400SH DFND98,40000
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW62,9703,000,000SH DFND13,000,00000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ910,58811,175,000SH DFND111,175,00000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ97175,000SH DFND9,175,00000
CHESAPEAKE LODGING TRUSTCOMMON16524010213416SH DFND141600
CHESAPEAKE LODGING TRUSTCOMMON1652401022,86894,100SH DFND1594,10000
CHESAPEAKE LODGING TRUSTCOMMON1652401022678,761SH DFND15,18,76100
CHESAPEAKE UTILITIES CORPCOMMON1653031081,04319,370SH DFND119,37000
CHESAPEAKE UTILITIES CORPCOMMON16530310891016,891SH DFND1516,89100
CHESAPEAKE UTILITIES CORPCOMMON1653031082965,500SH DFND3,15,50000
CHEVRON CORPCOMMON166764100238,6732,474,067SH DFND12,413,952060,115
CHEVRON CORPCOMMON16676410042,425439,779SH DFND1,2439,77900
CHEVRON CORPCOMMON16676410012,639131,012SH DFND10131,01200
CHEVRON CORPCOMMON1667641007,43577,075SH DFND1177,07500
CHEVRON CORPCOMMON1667641004,85350,310SH DFND12,1550,31000
CHEVRON CORPCOMMON166764100199,7942,071,043SH DFND142,071,04300
CHEVRON CORPCOMMON166764100156,2651,619,825SH DFND151,619,82500
CHEVRON CORPCOMMON16676410066688SH DFND15,168800
CHEVRON CORPCOMMON1667641006,36766,000SH DFND50066,000
CHEVRON CORPCOMMON16676410046,095477,814SH DFND6477,81400
CHEVRON CORPCOMMON1667641001,27313,198SH DFND9,113,19800
CHEVRON CORPCOMMON1667641007,54978,254SH DFND9,278,25400
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091803,600SH DFND113,60000
CHICAGO BRIDGE & IRON CO NVCOMMON167250109941,885SH DFND12,151,88500
CHICAGO BRIDGE & IRON CO NVCOMMON16725010954210,831SH DFND1410,83100
CHICAGO BRIDGE & IRON CO NVCOMMON1672501092,42448,432SH DFND1548,43200
CHICO'S FAS INCCOMMON16861510244,2132,658,623SH DFND12,658,62300
CHICO'S FAS INCCOMMON168615102291,762SH DFND12,151,76200
CHICO'S FAS INCCOMMON1686151021,728103,922SH DFND14103,92200
CHICO'S FAS INCCOMMON16861510254832,949SH DFND1532,94900
CHILDREN'S PLACE INC/THECOMMON1689051074,12663,086SH DFND1563,08600
CHIMERA INVESTMENT CORP REITCOMMON16934Q208533,900SH DFND12,153,90000
CHIMERA INVESTMENT CORP REITCOMMON16934Q2081,07678,474SH DFND1578,47400
CHIMERIX INCCOMMON16934W1061,70436,891SH DFND1536,89100
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10538545,720SH DFND145,72000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10555666,031SH DFND1566,03100
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10511213,300SH DFND3,113,30000
CHINA FINANCE ONLINE CO-ADRCOMMON16937910419434,548SH DFND1534,54800
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1062191,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1064,98443,275SH DFND1543,27500
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061501,300SH DFND3,11,30000
CHINA DIGITAL TV HOLDING-ADRCOMMON16938G10728969,691SH DFND1569,69100
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1068,071370,899SH DFND15370,89900
CHINA SOUTHN AIRLS LTD ADRCOMMON1694091092604,452SH DFND154,45200
CHINA MOBILE LTD SP ADRCOMMON16941M1093,00846,938SH DFND1446,93800
CHINA MOBILE LTD SP ADRCOMMON16941M10923,921373,245SH DFND15373,24500
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1084,28249,959SH DFND1449,95900
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1086,42874,996SH DFND1574,99600
CHINA TELECOM CORP LTD - ADRCOMMON1694261031,86631,612SH DFND1431,61200
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,47341,886SH DFND1541,88600
CHINA GREEN AGRICULTURE INC CGCOMMON16943W105230108,337SH DFND15108,33700
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10458236,313SH DFND1536,31300
CHINA UNICOM LTD ADRCOMMON16945R10468643,678SH DFND1443,67800
CHINA UNICOM LTD ADRCOMMON16945R1042,495158,886SH DFND15158,88600
CHINA XD PLASTICS CO LTDCOMMON16948F107868143,953SH DFND15143,95300
CHINA LODGING GROUP LTD ADRCOMMON16949N1091,25151,237SH DFND1551,23700
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M10736429,101SH DFND1529,10100
CHINA MING YANG WIND POW-ADSCOMMON16951C1083,6171,291,898SH DFND151,291,89800
CHINA MOBILE GAMES ADRCOMMON16952T10056226,570SH DFND1526,57000
CHIPOTLE MEXICAN GRILL INCCOMMON16965610510,69317,675SH DFND117,67500
CHIPOTLE MEXICAN GRILL INCCOMMON1696561057261,200SH DFND111,20000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561055082SH DFND12,158200
CHIPOTLE MEXICAN GRILL INCCOMMON169656105485802SH DFND1480200
CHIPOTLE MEXICAN GRILL INCCOMMON16965610530,58350,552SH DFND1550,55200
CHIPOTLE MEXICAN GRILL INCCOMMON1696561059071,500SH DFND5001,500
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,6582,741SH DFND9,12,74100
CHOICE HOTELS INTL INCCOMMON16990510641,712768,893SH DFND1768,89300
CHOICE HOTELS INTL INCCOMMON1699051061,45326,792SH DFND1526,79200
CHRISTOPHER & BANKS CORPCOMMON171046105408101,780SH DFND15101,78000
CHUBB CORPCOMMON17123210110,722112,701SH DFND1112,70100
CHUBB CORPCOMMON1712321018208,623SH DFND118,62300
CHUBB CORPCOMMON1712321014124,334SH DFND12,154,33400
CHUBB CORPCOMMON17123210158,507614,954SH DFND14614,95400
CHUBB CORPCOMMON171232101112,7701,185,304SH DFND151,185,30400
CHUBB CORPCOMMON17123210197510,248SH DFND50010,248
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50271022,246SH DFND1422,24600
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5022,63482,533SH DFND1582,53300
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50273122,900SH DFND7,50022,900
CHURCH & DWIGHT CO INCCOMMON1713401023894,800SH DFND114,80000
CHURCH & DWIGHT CO INCCOMMON17134010271873SH DFND12,1587300
CHURCH & DWIGHT CO INCCOMMON1713401026,37478,566SH DFND1578,56600
CHURCHILL DOWNS INCCOMMON1714841081,0058,039SH DFND158,03900
CHUY'S HOLDINGS INCCOMMON1716041012449,112SH DFND159,11200
CIBER INCCOMMON17163B10224,0156,960,900SH DFND16,960,90000
CIBER INCCOMMON17163B102973281,952SH DFND15281,95200
CIDARA THERAPEUTICS INCCOMMON1717571075366SH DFND1536600
CIENA CORPCOMMON171779309143,0576,041,244SH DFND16,041,24400
CIENA CORPCOMMON1717793091,64669,525SH DFND1569,52500
CIENA CORP 3.75 144A 10-18CONVERT171779AG612,9329,500,000SH DFND19,500,00000
CIENA CORP CVT 4 12-15-20CONVERT171779AK728,88820,552,000SH DFND117,907,00002,645,000
CIMAREX ENERGY COCOMMON17179810160,322546,843SH DFND1546,84300
CIMAREX ENERGY COCOMMON1717981013773,418SH DFND113,41800
CIMAREX ENERGY COCOMMON17179810174672SH DFND12,1567200
CIMAREX ENERGY COCOMMON17179810112,786115,906SH DFND15115,90600
CIMAREX ENERGY COCOMMON1717981015525,000SH DFND5005,000
CINCINNATI BELL INCCOMMON1718711063,477910,271SH DFND15910,27100
CINCINNATI FINANCIAL CORPCOMMON17206210110,044200,167SH DFND1200,16700
CINCINNATI FINANCIAL CORPCOMMON1720621013186,338SH DFND116,33800
CINCINNATI FINANCIAL CORPCOMMON1720621011272,527SH DFND12,152,52700
CINCINNATI FINANCIAL CORPCOMMON1720621014,41487,973SH DFND1487,97300
CINCINNATI FINANCIAL CORPCOMMON17206210176,7531,529,560SH DFND151,529,56000
CINEMARK HOLDINGS INCCOMMON17243V10266,6421,659,003SH DFND11,567,686091,317
CINEMARK HOLDINGS INCCOMMON17243V102511,277SH DFND12,151,27700
CINEMARK HOLDINGS INCCOMMON17243V1021,74343,398SH DFND1443,39800
CINEMARK HOLDINGS INCCOMMON17243V1021,07126,670SH DFND1526,67000
CINEMARK HOLDINGS INCCOMMON17243V10262815,644SH DFND315,64400
CIRCOR INTERNATIONAL INCCOMMON17273K1093015,515SH DFND145,51500
CIRCOR INTERNATIONAL INCCOMMON17273K1091,52527,967SH DFND1527,96700
CIRRUS LOGIC INCCOMMON1727551002,63277,341SH DFND1477,34100
CIRRUS LOGIC INCCOMMON17275510010,130297,678SH DFND15297,67800
CISCO SYSTEMS INCCOMMON17275R1021,170,14342,612,637SH DFND140,834,67701,777,960
CISCO SYSTEMS INCCOMMON17275R1021,75563,900SH DFND1,563,90000
CISCO SYSTEMS INCCOMMON17275R1022,938107,000SH DFND10107,00000
CISCO SYSTEMS INCCOMMON17275R1025,214189,886SH DFND11189,88600
CISCO SYSTEMS INCCOMMON17275R10234,6111,260,397SH DFND12,151,260,39700
CISCO SYSTEMS INCCOMMON17275R102133,4734,860,622SH DFND144,860,62200
CISCO SYSTEMS INCCOMMON17275R1021,138,38041,455,932SH DFND1541,455,93200
CISCO SYSTEMS INCCOMMON17275R102742,703SH DFND15,12,70300
CISCO SYSTEMS INCCOMMON17275R10297,1043,536,199SH DFND23,536,19900
CISCO SYSTEMS INCCOMMON17275R10213,565493,991SH DFND2,1493,99100
CISCO SYSTEMS INCCOMMON17275R10257921,090SH DFND321,09000
CISCO SYSTEMS INCCOMMON17275R1024,885177,900SH DFND3,1177,90000
CISCO SYSTEMS INCCOMMON17275R1021,82266,369SH DFND466,36900
CISCO SYSTEMS INCCOMMON17275R10221,265774,400SH DFND4,1774,40000
CISCO SYSTEMS INCCOMMON17275R10210,580385,301SH DFND580,2000305,101
CISCO SYSTEMS INCCOMMON17275R10218,700681,000SH DFND5,100681,000
CISCO SYSTEMS INCCOMMON17275R1024,094149,100SH DFND6149,10000
CISCO SYSTEMS INCCOMMON17275R1029,424343,200SH DFND6,5164,7000178,500
CISCO SYSTEMS INCCOMMON17275R10269225,200SH DFND7,50025,200
CISCO SYSTEMS INCCOMMON17275R1022,839103,400SH DFND8,100103,400
CISCO SYSTEMS INCCOMMON17275R1021043,800SH DFND93,80000
CISCO SYSTEMS INCCOMMON17275R1028,009291,669SH DFND9,1291,66900
CISCO SYSTEMS INCCOMMON17275R1022,815102,500SH DFND9,5102,50000
CINTAS CORPCOMMON17290810517,931211,973SH DFND1209,40302,570
CINTAS CORPCOMMON1729081053103,659SH DFND113,65900
CINTAS CORPCOMMON17290810570830SH DFND12,1583000
CINTAS CORPCOMMON17290810525,123297,001SH DFND14297,00100
CINTAS CORPCOMMON1729081055,22461,753SH DFND1561,75300
CINTAS CORPCOMMON1729081052963,500SH DFND3,13,50000
CINTAS CORPCOMMON1729081051,49717,700SH DFND4,117,70000
CINTAS CORPCOMMON1729081054745,600SH DFND5005,600
CINTAS CORPCOMMON1729081053,18137,600SH DFND5,10037,600
CINTAS CORPCOMMON1729081052112,500SH DFND62,50000
CINTAS CORPCOMMON1729081054915,800SH DFND8,1005,800
CINTAS CORPCOMMON1729081055586,600SH DFND9,16,60000
CITIZENS & NORTHERN CORPCOMMON17292210626913,090SH DFND113,09000
CITIZENS & NORTHERN CORPCOMMON17292210627813,518SH DFND1513,51800
CITIZENS & NORTHERN CORPCOMMON1729221061406,800SH DFND3,16,80000
CITIGROUP INC COMCOMMON1729674242,386,66443,205,354SH DFND140,739,91602,465,438
CITIGROUP INC COMCOMMON1729674248,496153,800SH DFND1,5153,80000
CITIGROUP INC COMCOMMON17296742481314,716SH DFND1,614,71600
CITIGROUP INC COMCOMMON1729674243666,632SH DFND106,63200
CITIGROUP INC COMCOMMON1729674246,744122,082SH DFND11122,08200
CITIGROUP INC COMCOMMON1729674243,76168,077SH DFND12,1568,07700
CITIGROUP INC COMCOMMON1729674241,40925,500SH DFND1325,50000
CITIGROUP INC COMCOMMON1729674247,861142,303SH DFND14142,30300
CITIGROUP INC COMCOMMON172967424105,9221,917,483SH DFND151,917,48300
CITIGROUP INC COMCOMMON1729674241061,922SH DFND2,61,92200
CITIGROUP INC COMCOMMON1729674241,77132,068SH DFND332,06800
CITIGROUP INC COMCOMMON1729674245,12192,700SH DFND3,192,70000
CITIGROUP INC COMCOMMON1729674241,30723,653SH DFND423,65300
CITIGROUP INC COMCOMMON17296742422,914414,800SH DFND4,1414,80000
CITIGROUP INC COMCOMMON17296742420,002362,100SH DFND5174,3000187,800
CITIGROUP INC COMCOMMON17296742420,257366,700SH DFND5,100366,700
CITIGROUP INC COMCOMMON172967424153,9632,787,169SH DFND62,787,16900
CITIGROUP INC COMCOMMON17296742415,329277,500SH DFND6,5142,1000135,400
CITIGROUP INC COMCOMMON17296742499418,000SH DFND7,50018,000
CITIGROUP INC COMCOMMON1729674243,12756,600SH DFND8,10056,600
CITIGROUP INC COMCOMMON172967424661,200SH DFND91,20000
CITIGROUP INC COMCOMMON1729674247,753140,348SH DFND9,1140,34800
CITI TRENDS INCCOMMON17306X10266227,370SH DFND127,37000
CITI TRENDS INCCOMMON17306X10243017,777SH DFND1517,77700
CITI TRENDS INCCOMMON17306X10227111,200SH DFND3,111,20000
CITIZENS FINANCIAL GROUP INC CCOMMON174610105452,41916,566,059SH DFND115,389,84001,176,219
CITIZENS FINANCIAL GROUP INC CCOMMON17461010533312,200SH DFND1112,20000
CITIZENS FINANCIAL GROUP INC CCOMMON174610105833,030SH DFND12,153,03000
CITIZENS FINANCIAL GROUP INC CCOMMON17461010516,770614,049SH DFND15614,04900
CITIZENS FINANCIAL GROUP INC CCOMMON17461010547517,406SH DFND317,40600
CITIZENS FINANCIAL GROUP INC CCOMMON17461010588732,481SH DFND9,132,48100
CITIZENS INCCOMMON17474010028738,497SH DFND1538,49700
CITRIX SYSTEMS INCCOMMON177376100662,9769,449,482SH DFND19,08