SEC FORM 13F-HR

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 COVER PAGE

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

Report for the Calendar Year or Quarter Ended:06-30-2013
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:AMERICAN INTERNATIONAL GROUP INC
Address:180 MAIDEN LANE
NEW YORK, NY  10038
Form 13F File Number:028-00219

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:Monika M. Machon
Title:Senior Vice President
Phone:(212) 770-7000
Signature, Place, and Date of Signing:
/s/ Monika M. MachonNew YorkNY08-13-2013
[Signature][City, State][Date]
Report Type (Check only one.):
X13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:4
Form 13F Information Table Entry Total:8,976
Form 13F Information Table Value Total:16,721,367
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No.Form 13F File NumberName
128-2725SUNAMERICA ASSET MANAGEMENT CORP.
228-11910FSC SECURITIES CORPORATION
328-12857SAGEPOINT FINANCIAL, INC.
428-14431ROYAL ALLIANCE ASSOCIATES, INC.

SEC FORM 13-F Information Table

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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS.COM INC CL ACOM68243Q106111,31517,983SH SOLE117,98300
1ST CONSTITUTION BANCORPCOM31969M1052,799349SH DFND400349
1ST SOURCE CORPCOM336901103242,16210,192SH SOLE110,19200
1ST UNITED BANCORP INC FLACOM33740N1053,360500SH DFND300500
1ST UNITED BANCORP INC/NORCOM33740N105138,23020,570SH SOLE120,57000
3-D SYS CORP DELCOM88554D205286,9746,537SH DFND2006,537
3-D SYS CORP DELCOM88554D205576,40713,130SH DFND30013,130
3-D SYS CORP DELCOM00508X2033,19897SH DFND40097
3D SYSTEMS CORPCOM88554D20510,999,847250,566SH SOLE1250,56600
3M COCOM88579Y10123,668,151216,444SH SOLE1216,44400
3M COCOM88579Y101580,3425,307SH DFND2005,307
3M COCOM88579Y101669,9006,126SH DFND3006,126
3M COCOM0116591092,34045SH DFND40045
8X8 INCCOM282914100401,29648,701SH SOLE148,70100
8X8 INC NEWCOM28291410016,4802,000SH DFND2002,000
AAON INCCOM000360206476,12014,393SH SOLE114,39300
AAR CORPCOM000361105684,67731,150SH SOLE131,15000
AARON S INCCOM0025353004,139,066147,771SH SOLE1147,77100
AASTROM BIOSCIENCES INCCOM00253U3054,38710,935SH DFND20010,935
ABAXIS INCCOM002567105794,27216,718SH SOLE116,71800
ABAXIS INCCOM0025671059,502200SH DFND200200
ABB LTDCOM0003752044,440205SH DFND200205
ABB LTDCOM00037520410,830500SH DFND300500
ABB LTDCOM05851610518,9904,500SH DFND4004,500
ABBOTT LABORATORIESCOM00282410019,973,404572,632SH SOLE1572,63200
ABBOTT LABSCOM002824100941,72826,999SH DFND20026,999
ABBOTT LABSCOM002824100344,4569,875SH DFND3009,875
ABBOTT LABSCOM19122T10949,2241,400SH DFND4001,400
ABBVIE INCCOM00287Y10929,048,543702,674SH SOLE1702,67400
ABBVIE INCCOM00287Y109933,47522,580SH DFND20022,580
ABBVIE INCCOM00287Y109315,4197,630SH DFND3007,630
ABBVIE INCCOM20451N1013,80445SH DFND40045
ABERCROMBIE & FITCH COCOM00289620772416SH DFND30016
ABERCROMBIE + FITCH CO CLCOM0028962072,885,63863,771SH SOLE163,77100
ABERDEEN ASIA PACIFIC INCOMCOM00300910756491SH DFND20091
ABERDEEN ASIA PACIFIC INCOMCOM00300910741,7386,732SH DFND3006,732
ABERDEEN ASIA PACIFIC INCOMCOM45684E1077,955849SH DFND400849
ABERDEEN AUSTRALIA EQTY FD ICOM00301110326,8262,777SH DFND3002,777
ABERDEEN CHILE FD INCCOM46428850578,433714SH DFND400714
ABERDEEN GLOBAL INCOME FD INCOM0030131094,119373SH DFND200373
ABERDEEN GLOBAL INCOME FD INCOM0030131093,315300SH DFND300300
ABERDEEN GLOBAL INCOME FD INCOM67065610725,9491,954SH DFND4001,954
ABERDEEN ISRAEL FUND INCCOM00301L1094,322295SH DFND200295
ABERDEEN ISRAEL FUND INCCOM00301L10914,6501,000SH DFND3001,000
ABIOMED INCCOM003654100561,35826,037SH SOLE126,03700
ABM INDS INCCOM000957100131,7415,375SH DFND3005,375
ABM INDUSTRIES INCCOM0009571001,013,85641,365SH SOLE141,36500
ABRAXAS PETE CORPCOM00383010621,00010,000SH DFND20010,000
ABRAXAS PETROLEUM CORPCOM003830106119,38956,852SH SOLE156,85200
ACACIA RESEARCH CORPCOM003881307765,08534,232SH SOLE134,23200
ACADIA HEALTHCARE CO INCCOM00404A109614,01118,567SH SOLE118,56700
ACADIA HEALTHCARE COMPANY INCOM00404A1093,307100SH DFND300100
ACADIA PHARMACEUTICALS INCCOM0042251085,445300SH DFND300300
ACADIA PHARMACEUTICALS INCCOMG3922B1071,924100SH DFND400100
ACADIA REALTY TRUSTCOM0042391091,025,64741,541SH SOLE141,54100
ACCELRYS INCCOM00430U103321,18238,236SH SOLE138,23600
ACCENTURE PLC CL ACOMG1151C10117,851,909248,081SH SOLE1248,08100
ACCENTURE PLC IRELANDCOMG1151C10111,514160SH DFND200160
ACCENTURE PLC IRELANDCOMG1151C10160,518841SH DFND300841
ACCENTURE PLC IRELANDCOM38095640944,0441,781SH DFND4001,781
ACCESS MIDSTREAM PARTNERS LCOM00434L109814,19117,069SH DFND30017,069
ACCESS MIDSTREAM PARTNERS LCOM45661510312,063753SH DFND400753
ACCESS NATIONAL CORPCOM00433710166,0425,088SH SOLE15,08800
ACCO BRANDS CORPCOM00081T108494,91677,817SH SOLE177,81700
ACCO BRANDS CORPCOM00081T1081,482233SH DFND200233
ACCO BRANDS CORPCOM464287689212,3692,203SH DFND4002,203
ACCRETIVE HEALTH INCCOM00438V103419,41738,799SH SOLE138,79900
ACCRETIVE HEALTH INCCOM00438V10311,8911,100SH DFND3001,100
ACCURAY INCCOM004397105281,87449,107SH SOLE149,10700
ACCURIDE CORPCOM00439T206164,93632,596SH SOLE132,59600
ACE LTDCOMH0023R10513,588,522151,861SH SOLE1151,86100
ACE LTDCOMH0023R1055,63763SH DFND20063
ACE LTDCOMH0023R10580,532900SH DFND300900
ACE LTDCOM4642886871,778,29645,272SH DFND40045,272
ACETO CORPCOM004446100257,31518,472SH SOLE118,47200
ACHILLION PHARMACEUTICALSCOM00448Q201409,58150,071SH SOLE150,07100
ACI WORLDWIDE INCCOM0044981015,112,149109,986SH SOLE1109,98600
ACORDA THERAPEUTICS INCCOM00484M1061,025,62631,089SH SOLE131,08900
ACORDA THERAPEUTICS INCCOM00484M1066,598200SH DFND300200
ACORDA THERAPEUTICS INCCOM65122910663024SH DFND40024
ACORN ENERGY INCCOM004848107103,99812,322SH SOLE112,32200
ACQUITY GROUP LTDCOM00489C1036,465500SH DFND200500
ACTAVIS INCCOM00507K1036,158,90548,795SH SOLE148,79500
ACTAVIS INCCOM00507K10315,146120SH DFND200120
ACTAVIS INCCOM00507K103903,4837,158SH DFND3007,158
ACTAVIS INCCOM69313910714,433686SH DFND400686
ACTIVE NETWORK INC/THECOM00506D100202,52026,753SH SOLE126,75300
ACTIVISION BLIZZARD INCCOM00507V1091,104,60877,462SH SOLE177,46200
ACTIVISION BLIZZARD INCCOM00507V10913,675959SH DFND200959
ACTIVISION BLIZZARD INCCOM00507V10999870SH DFND30070
ACTIVISION BLIZZARD INCCOM72925110835,609763SH DFND400763
ACTUANT CORPCOM7427181091,031,18113,394SH DFND40013,394
ACTUANT CORP ACOM00508X2034,598,359139,471SH SOLE1139,47100
ACTUATE CORPCOM00508B102225,38233,943SH SOLE133,94300
ACUITY BRANDS INCCOM00508Y1028,908,113117,957SH SOLE1117,95700
ACURA PHARMACEUTICALS INCCOM00509L70315,6778,339SH SOLE18,33900
ACXIOM CORPCOM0051251094,674,643206,113SH SOLE1206,11300
ADA ES INCCOM005208103261,1866,201SH SOLE16,20100
ADAMS RESOURCES + ENERGY ICOM00635130899,8221,449SH SOLE11,44900
ADECOAGRO S ACOML0084910625,0004,000SH DFND2004,000
ADECOAGRO S ACOM74347R7195,422100SH DFND400100
ADMINISTRADORA FONDOS PENSIOCOM00709P1083,24138SH DFND20038
ADOBE SYS INCCOM00724F1012,27850SH DFND20050
ADOBE SYS INCCOM00724F10177,6801,705SH DFND3001,705
ADOBE SYS INCCOM80007P30765,21213,700SH DFND40013,700
ADOBE SYSTEMS INCCOM00724F10114,613,416320,751SH SOLE1320,75100
ADT CORP/THECOM00101J1063,025,73175,928SH SOLE175,92800
ADTRAN INCCOM00738A1064,026,491163,612SH SOLE1163,61200
ADVANCE AUTO PARTS INCCOM00751Y10612,410,568152,896SH SOLE1152,89600
ADVANCE AUTO PARTS INCCOM00751Y10616,234200SH DFND200200
ADVANCE AUTO PARTS INCCOM00751Y10643,426535SH DFND300535
ADVANCED ENERGY INDUSTRIESCOM007973100530,84830,491SH SOLE130,49100
ADVANCED MICRO DEVICESCOM007903107905,425221,918SH SOLE1221,91800
ADVANCED MICRO DEVICES INCCOM0079031074,3411,064SH DFND2001,064
ADVANCED MICRO DEVICES INCCOM0079031079,7192,382SH DFND3002,382
ADVANCED MICRO DEVICES INCCOM78454L1002,45941SH DFND40041
ADVANCED SEMICONDUCTOR ENGRCOM86562M2092,840308SH DFND400308
ADVENT CLAY CONV SEC INC FDCOM0076391073,455500SH DFND200500
ADVENT CLAYMORE CV SECS & INCOM00764C1093,388200SH DFND200200
ADVENT CLAYMORE CV SECS & INCOM00764C10933,8802,000SH DFND3002,000
ADVENT CLAYMORE CV SECS & INCOM7244799005505SHCallDFND4005
ADVENT SOFTWARE INCCOM0079741083,115,15188,852SH SOLE188,85200
ADVISORSHARES TRCOM00768Y88367842SH DFND20042
ADVISORSHARES TRCOM00768Y503151,7463,041SH DFND2003,041
ADVISORSHARES TRCOM18914E10620,5921,600SH DFND4001,600
ADVISORY BOARD CO/THECOM00762W1071,291,43423,631SH SOLE123,63100
AECOM TECHNOLOGY CORPCOM00766T1006,904,597217,194SH SOLE1217,19400
AEGERION PHARMACEUTICALS ICOM00767E1021,229,04919,404SH SOLE119,40400
AEGION CORPCOM00770F104684,05630,389SH SOLE130,38900
AEGION CORPCOM37045V1261,962120SH DFND400120
AEGON N VCOM00792410330,8594,565SH DFND2004,565
AEGON N VCOM007924103274SH DFND3004
AEP INDUSTRIES INCCOM001031103213,7222,873SH SOLE12,87300
AEROFLEX HOLDING CORPCOM007767106107,43013,616SH SOLE113,61600
AEROPOSTALECOM0078651081,380100SH DFND300100
AEROPOSTALE INCCOM0078651083,016,970218,621SH SOLE1218,62100
AEROVIRONMENT INCCOM008073108273,78213,567SH SOLE113,56700
AES CORPCOM00130H1054,608,872384,393SH SOLE1384,39300
AES CORPCOM00130H10518,8121,569SH DFND2001,569
AES CORPCOM00130H1051,199100SH DFND300100
AES CORPCOM464287127623,0646,466SH DFND4006,466
AES TR IIICOM00808N20250,4971,000SH DFND3001,000
AES TR IIICOM74692210342637SH DFND40037
AETNA INCCOM00817Y1089,611,060151,260SH SOLE1151,26000
AETNA INC NEWCOM00817Y108174,7352,750SH DFND2002,750
AETNA INC NEWCOM00817Y10824,905392SH DFND300392
AETNA INC NEWCOM6706EN1007,932600SH DFND400600
AFC ENTERPRISESCOM00104Q107602,82216,773SH SOLE116,77300
AFFILIATED MANAGERS GROUPCOM00825210827,606,021168,391SH SOLE1168,39100
AFFILIATED MANAGERS GROUPCOM0082521083282SH DFND3002
AFFILIATED MANAGERS GROUPCOM6706EH10358,0954,500SH DFND4004,500
AFFYMAX INCCOM00826A10925,61624,870SH SOLE124,87000
AFFYMETRIX INCCOM00826T108243,00654,731SH SOLE154,73100
AFFYMETRIX INCCOM73937B88618,795437SH DFND400437
AFLAC INCCOM00105510210,230,108176,017SH SOLE1176,01700
AFLAC INCCOM001055102277,6644,777SH DFND2004,777
AFLAC INCCOM00105510225,911446SH DFND300446
AFLAC INCCOM1125851042166SH DFND4006
AG MORTGAGE INVESTMENT TRUCOM001228105349,15118,562SH SOLE118,56200
AG MTG INVT TR INCCOM00122810513,167700SH DFND300700
AGCO CORPCOM00108410210,288,298204,987SH SOLE1204,98700
AGCO CORPCOM00108410259,1741,179SH DFND2001,179
AGCO CORPCOM00108410232,774653SH DFND300653
AGCO CORPCOM18911Q1021,862113SH DFND400113
AGENUS INCCOM00847G70563,86516,851SH SOLE116,85100
AGENUS INCCOM2166484021,0719SH DFND4009
AGILENT TECHNOLOGIES INCCOM00846U1015,948,515139,114SH SOLE1139,11400
AGILENT TECHNOLOGIES INCCOM00846U10177,2781,807SH DFND2001,807
AGILENT TECHNOLOGIES INCCOM00846U10117,104400SH DFND300400
AGILENT TECHNOLOGIES INCCOM2916411086,693300SH DFND400300
AGILYSYS INCCOM00847J105127,38511,283SH SOLE111,28300
AGL RES INCCOM001204106149,4103,486SH DFND2003,486
AGL RES INCCOM001204106171,4404,000SH DFND3004,000
AGL RES INCCOM36476010869,7311,671SH DFND4001,671
AGL RESOURCES INCCOM0012041065,913,394137,970SH SOLE1137,97000
AGNICO EAGLE MINES LTDCOM00847410819,278700SH DFND200700
AGNICO EAGLE MINES LTDCOM008474108294,67810,700SH DFND30010,700
AGNICO EAGLE MINES LTDCOM38500T1016,0101,000SH DFND4001,000
AGREE REALTY CORPCOM008492100267,5999,065SH SOLE19,06500
AGREE REALTY CORPCOM008492100135,7924,600SH DFND2004,600
AGRIUM INCCOM0089161082,17425SH DFND20025
AGRIUM INCCOM46428710145,976639SH DFND400639
AIR LEASE CORPCOM00912X30262,4642,264SH SOLE12,26400
AIR LEASE CORPCOM00912X30211,036400SH DFND300400
AIR METHODS CORPCOM009128307999,73129,508SH SOLE129,50800
AIR METHODS CORPCOM00912830710,158300SH DFND200300
AIR METHODS CORPCOM4642871845,984184SH DFND400184
AIR PRODS & CHEMS INCCOM009158106323,8833,537SH DFND2003,537
AIR PRODS & CHEMS INCCOM00915810673,531803SH DFND300803
AIR PRODS & CHEMS INCCOM4642874571,644,75019,515SH DFND40019,515
AIR PRODUCTS + CHEMICALS ICOM00915810615,150,806165,456SH SOLE1165,45600
AIR TRANSPORT SERVICES GROCOM00922R105241,95936,605SH SOLE136,60500
AIR TRANSPORT SERVICES GRP ICOM00922R1053,305500SH DFND200500
AIRCASTLE LTDCOMG0129K104609,65138,127SH SOLE138,12700
AIRGAS INCCOM0093631022,093,91521,935SH SOLE121,93500
AIRGAS INCCOM0093631021321SH DFND2001
AK STEEL HOLDING CORPCOM001547108320,085105,291SH SOLE1105,29100
AK STL HLDG CORPCOM001547108502165SH DFND200165
AK STL HLDG CORPCOM0015471083,9121,287SH DFND3001,287
AKAMAI TECHNOLOGIES INCCOM00971T1012,916,84568,551SH SOLE168,55100
AKAMAI TECHNOLOGIES INCCOM00971T101255,3006,000SH DFND2006,000
AKAMAI TECHNOLOGIES INCCOM00971T10168116SH DFND30016
AKAMAI TECHNOLOGIES INCCOM48783610892,6201,442SH DFND4001,442
AKORN INCCOM009728106608,50845,008SH SOLE145,00800
AKORN INCCOM00972810673054SH DFND30054
ALAMO GROUP INCCOM011311107194,7114,770SH SOLE14,77000
ALASKA AIR GROUP INCCOM01165910910,118,056194,578SH SOLE1194,57800
ALASKA AIR GROUP INCCOM57060U83788350SH DFND40050
ALASKA COMMUNICATIONS SYS GRCOM01167P10110,7036,333SH DFND2006,333
ALBANY INTL CORP CL ACOM012348108709,40021,510SH SOLE121,51000
ALBEMARLE CORPCOM01265310111,479,175184,286SH SOLE1184,28600
ALBEMARLE CORPCOM0126531015,54489SH DFND20089
ALCATEL-LUCENTCOM01390430520,89411,480SH DFND20011,480
ALCATEL-LUCENTCOM0139043054,3132,370SH DFND3002,370
ALCATEL-LUCENTCOM61166W101697,5957,061SH DFND4007,061
ALCOA INCCOM0138171012,941,391376,137SH SOLE1376,13700
ALCOA INCCOM013817101444,10656,791SH DFND20056,791
ALCOA INCCOM01381710190,36811,556SH DFND30011,556
ALCOA INCCOMV7780T10311,669350SH DFND400350
ALERE INCCOM01449J10566,1262,699SH SOLE12,69900
ALERE INCCOM01449J10573530SH DFND30030
ALEXANDER & BALDWIN INC NEWCOM01449110471618SH DFND20018
ALEXANDER + BALDWIN INCCOM0144911043,601,58990,606SH SOLE190,60600
ALEXANDER S INCCOM014752109424,4111,445SH SOLE11,44500
ALEXANDRIA REAL ESTATE EQ INCOM0152711099,267141SH DFND300141
ALEXANDRIA REAL ESTATE EQ INCOM8292261091,425,47348,535SH DFND40048,535
ALEXANDRIA REAL ESTATE EQUCOM0152711099,751,139148,374SH SOLE1148,37400
ALEXCO RESOURCE CORPCOM01535P1069,5208,500SH DFND3008,500
ALEXION PHARMACEUTICALS INCOM0153511097,997,66986,705SH SOLE186,70500
ALEXION PHARMACEUTICALS INCCOM0153511094,79652SH DFND20052
ALEXION PHARMACEUTICALS INCCOM015351109171,5661,860SH DFND3001,860
ALEXION PHARMACEUTICALS INCCOM8520611002,282325SH DFND400325
ALICO INCCOM01623010497,0262,419SH SOLE12,41900
ALIGN TECHNOLOGY INCCOM0162551012,060,35055,625SH SOLE155,62500
ALIGN TECHNOLOGY INCCOM87612G10164310SH DFND40010
ALKERMES PLCCOMG017671052,418,32684,321SH SOLE184,32100
ALKERMES PLCCOM87244T109146,60915,240SH DFND40015,240
ALLEGHANY CORPCOM01717510013,604,05535,491SH SOLE135,49100
ALLEGHENY TECHNOLOGIES INCCOM01741R102997,30737,906SH SOLE137,90600
ALLEGHENY TECHNOLOGIES INCCOM01741R10223,318886SH DFND200886
ALLEGHENY TECHNOLOGIES INCCOM01741R102177,3066,739SH DFND3006,739
ALLEGHENY TECHNOLOGIES INCCOM9043111076,867115SH DFND400115
ALLEGIANT TRAVEL COCOM01748X1021,228,10611,587SH SOLE111,58700
ALLERGAN INCCOM01849010214,754,215175,145SH SOLE1175,14500
ALLERGAN INCCOM018490102306,3813,637SH DFND2003,637
ALLERGAN INCCOM018490102254,9103,026SH DFND3003,026
ALLERGAN INCCOM92193779338,322450SH DFND400450
ALLETE INCCOM0185223001,462,89829,346SH SOLE129,34600
ALLIANCE CALIF MUN INCOME FDCOM01854610186,1586,582SH DFND3006,582
ALLIANCE DATA SYSTEMS CORPCOM01858110822,736,825125,597SH SOLE1125,59700
ALLIANCE DATA SYSTEMS CORPCOM018581108145,729805SH DFND200805
ALLIANCE DATA SYSTEMS CORPCOM0185811082,17212SH DFND30012
ALLIANCE DATA SYSTEMS CORPCOM92204A504176,2362,040SH DFND4002,040
ALLIANCE HOLDINGS GP LPCOM01861G1003,18850SH DFND20050
ALLIANCE NEW YORK MUN INC FDCOM01871410526,0002,000SH DFND3002,000
ALLIANCE NEW YORK MUN INC FDCOM0259321043,57073SH DFND40073
ALLIANCE ONE INTERNATIONALCOM018772103255,47867,231SH SOLE167,23100
ALLIANCE ONE INTL INCCOM94106L109104,2532,585SH DFND4002,585
ALLIANCE RES PARTNER L PCOM01877R108243,6743,450SH DFND2003,450
ALLIANCE RES PARTNER L PCOM01877R108204,8982,901SH DFND3002,901
ALLIANCE RES PARTNER L PCOM19247L10664,0335,702SH DFND4005,702
ALLIANCEBERNSTEIN GBL HGH INCOM01879R10680,0655,327SH DFND3005,327
ALLIANCEBERNSTEIN GBL HGH INCOM0758961007,875111SH DFND400111
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10647,4842,281SH DFND3002,281
ALLIANCEBERNSTEIN HOLDING LPCOM46428852114,616360SH DFND400360
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101137,41318,420SH DFND20018,420
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101337,12745,191SH DFND30045,191
ALLIANCEBERNSTEIN INCOME FUNCOM11704310972,9742,284SH DFND4002,284
ALLIANCEBERNSTEIN NATL MUNICOM01864U106152,49311,329SH DFND30011,329
ALLIANCEBERNSTEIN NATL MUNICOM15129088928,6082,704SH DFND4002,704
ALLIANT ENERGY CORPCOM01880210811,780,936233,656SH SOLE1233,65600
ALLIANT ENERGY CORPCOM01880210813,534268SH DFND200268
ALLIANT ENERGY CORPCOM0188021082024SH DFND3004
ALLIANT ENERGY CORPCOM94987D1013,460236SH DFND400236
ALLIANT TECHSYSTEMS INCCOM0188041045,584,03267,825SH SOLE167,82500
ALLIANT TECHSYSTEMS INCCOM0188041041,40017SH DFND20017
ALLIANT TECHSYSTEMS INCCOM0188041048,974109SH DFND300109
ALLIANZGI CONV & INCOME FDCOM0188281039,7201,060SH DFND2001,060
ALLIANZGI CONV & INCOME FDCOM018828103217,10923,676SH DFND30023,676
ALLIANZGI CONV & INCOME FDCOM12621E1031,944150SH DFND400150
ALLIANZGI CONV & INCOME FD ICOM01882510988,91510,535SH DFND30010,535
ALLIANZGI CONV & INCOME FD ICOM20441W2034,669125SH DFND400125
ALLIANZGI EQUITY & CONV INCOCOM0188291013,666200SH DFND200200
ALLIANZGI NFJ DIVID INT & PRCOM01883A1077,195427SH DFND200427
ALLIANZGI NFJ DIVID INT & PRCOM01883A107357,13621,195SH DFND30021,195
ALLIANZGI NFJ DIVID INT & PRCOM22160K10556,170508SH DFND400508
ALLIED MOTION TECHNOLOGIES ICOM01933010930,5774,557SH DFND2004,557
ALLIED NEVADA GOLD CORPCOM01934410011,8651,831SH SOLE11,83100
ALLIED NEVADA GOLD CORPCOM0193441006,4801,000SH DFND2001,000
ALLIED NEVADA GOLD CORPCOM023608102831,38724,140SH DFND40024,140
ALLIED WORLD ASSURANCE COCOMH0153110484,647925SH SOLE192500
ALLIED WRLD ASSUR COM HLDG ACOM06367110123,212400SH DFND400400
ALLISON TRANSMISSION HLDGS ICOM01973R1014,616200SH DFND300200
ALLISON TRANSMISSION HOLDICOM01973R10110,617460SH SOLE146000
ALLOT COMMUNICATIONS LTDCOM16115Q30847,045500SH DFND400500
ALLSCRIPTS HEALTHCARE SOLUCOM01988P1084,829,273373,205SH SOLE1373,20500
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1087,764600SH DFND300600
ALLSTATE CORPCOM02000210110,254,324213,099SH SOLE1213,09900
ALLSTATE CORPCOM02000210181,5631,695SH DFND2001,695
ALLSTATE CORPCOM02000210180,3601,670SH DFND3001,670
ALLSTATE CORPCOM20440960131,2603,485SH DFND4003,485
ALMOST FAMILY INCCOM020409108121,4866,394SH SOLE16,39400
ALMOST FAMILY INCCOM02040910815,826829SH DFND200829
ALNYLAM PHARMACEUTICALS INCOM02043Q1071,175,27937,900SH SOLE137,90000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10717,391561SH DFND200561
ALON USA ENERGY INCCOM020520102107,6267,443SH SOLE17,44300
ALON USA PARTNERS LPCOM25386810346,116756SH DFND400756
ALPHA + OMEGA SEMICONDUCTOCOMG6331P10490,44211,838SH SOLE111,83800
ALPHA NATURAL RESOURCES INCOM02076X1022,443,045466,230SH SOLE1466,23000
ALPHA NATURAL RESOURCES INCCOM02076X10220,1433,844SH DFND2003,844
ALPHA NATURAL RESOURCES INCCOM02076X1025,8431,115SH DFND3001,115
ALPHA NATURAL RESOURCES INCCOM254709108155,2593,259SH DFND4003,259
ALPHATEC HOLDINGS INCCOM02081G10277,18537,651SH SOLE137,65100
ALPINE GLOBAL DYNAMIC DIVD FCOM02082E1064,6001,000SH DFND3001,000
ALPINE GLOBAL PREMIER PPTYSCOM02083A103145,46519,115SH DFND30019,115
ALPINE GLOBAL PREMIER PPTYSCOM25820R1054,898200SH DFND400200
ALPINE TOTAL DYNAMIC DIVID FCOM0210601084,0081,025SH DFND2001,025
ALPINE TOTAL DYNAMIC DIVID FCOM02106010835,9869,204SH DFND3009,204
ALPS ETF TRCOM00162Q8662,543,793142,509SH DFND200142,509
ALPS ETF TRCOM00162Q866931,04752,160SH DFND30052,160
ALPS ETF TRCOM00162Q20562,1801,383SH DFND3001,383
ALPS ETF TRCOM00162Q10659,1751,500SH DFND3001,500
ALPS ETF TRCOM29250R106298,0169,774SH DFND4009,774
ALTERA CORPCOM0214411004,294,011130,161SH SOLE1130,16100
ALTERA CORPCOM0214411009,138277SH DFND300277
ALTERA CORPCOMG3223R10825,524199SH DFND400199
ALTISOURCE RESIDENTIAL CORPCOM2333261072,54839SH DFND40039
ALTRA HOLDINGS INCCOM02208R106507,95418,552SH SOLE118,55200
ALTRIA GROUP INCCOM02209S103183,555,4765,332,739SH SOLE15,332,73900
ALTRIA GROUP INCCOM02209S1031,369,79639,148SH DFND20039,148
ALTRIA GROUP INCCOM02209S1033,913,951111,859SH DFND300111,859
ALTRIA GROUP INCCOM47102X1057,804917SH DFND400917
ALVARION LTDCOMM0861T1182620SH DFND30020
ALZA CORPCOM23333110758,500873SH DFND400873
AMAG PHARMACEUTICALS INCCOM00163U106327,29814,710SH SOLE114,71000
AMARIN CORP PLCCOM0231112063,306570SH DFND200570
AMARIN CORP PLCCOM023111206156,74527,025SH DFND30027,025
AMARIN CORP PLCCOM48241A10565222SH DFND40022
AMAZON COM INCCOM02313510670,533254SH DFND200254
AMAZON COM INCCOM0231351061,167,1314,203SH DFND3004,203
AMAZON COM INCCOM49456B10116,176424SH DFND400424
AMAZON.COM INCCOM02313510653,696,638193,369SH SOLE1193,36900
AMBAC FINL GROUP INCCOM65339F101243,7882,992SH DFND4002,992
AMBARELLA INCCOMG037AX10169,9624,157SH SOLE14,15700
AMBIENT CORPCOM02318N2014,3991,864SH SOLE11,86400
AMBIENT CORPCOM02318N20111850SH DFND30050
AMC NETWORKS INCCOM68268N10379,2321,600SH DFND4001,600
AMC NETWORKS INC ACOM00164V10312,725,843194,555SH SOLE1194,55500
AMCOL INTERNATIONAL CORPCOM02341W103619,79319,558SH SOLE119,55800
AMDOCS LTDCOMG02602103210,1525,666SH SOLE15,66600
AMDOCS LTDCOMG026021035,193140SH DFND300140
AMEDISYS INCCOM023436108272,41923,444SH SOLE123,44400
AMEDISYS INCCOM0234361082,321200SH DFND200200
AMEDISYS INCCOM68389X105263,4308,578SH DFND4008,578
AMER NATL BNKSHS/DANVILLECOM027745108125,3335,393SH SOLE15,39300
AMERCOCOM023586100966,3815,969SH SOLE15,96900
AMERCOCOM0235861001,2958SH DFND2008
AMEREN CORPCOM023608102428,70912,448SH DFND20012,448
AMEREN CORPCOM023608102110,4843,208SH DFND3003,208
AMEREN CORPCOM73935X73215,642869SH DFND400869
AMEREN CORPORATIONCOM0236081023,709,395107,706SH SOLE1107,70600
AMERESCO INCCOM74348A52579412SH DFND40012
AMERESCO INC CL ACOM02361E108125,06813,881SH SOLE113,88100
AMERICA FIRST TAX EX IVS L PCOM02364V1072,028300SH DFND200300
AMERICA FIRST TAX EX IVS L PCOM02364V10791,26013,500SH DFND30013,500
AMERICA MOVIL SAB DE CVCOM02364W105151,0866,946SH DFND2006,946
AMERICA MOVIL SAB DE CVCOM02364W10540,4551,860SH DFND3001,860
AMERICA MOVIL SAB DE CVCOM74968510363,8802,000SH DFND4002,000
AMERICA S CAR MART INCCOM03062T105238,2095,509SH SOLE15,50900
AMERICAN ASSETS TRUST INCCOM024013104702,49722,764SH SOLE122,76400
AMERICAN AXLE + MFG HOLDINCOM024061103855,62045,927SH SOLE145,92700
AMERICAN CAMPUS CMNTYS INCCOM02483510012,198300SH DFND300300
AMERICAN CAMPUS COMMUNITIECOM0248351008,965,530220,500SH SOLE1220,50000
AMERICAN CAP LTDCOM02503Y10314,0261,107SH DFND2001,107
AMERICAN CAP LTDCOM02503Y10326,5332,094SH DFND3002,094
AMERICAN CAP LTDCOM8807791032,946112SH DFND400112
AMERICAN CAP MTG INVT CORPCOM911363109540,47510,829SH DFND40010,829
AMERICAN CAPITAL AGENCY COCOM02503X105306,08913,314SH SOLE113,31400
AMERICAN CAPITAL AGENCY CORPCOM02503X105136,6795,940SH DFND2005,940
AMERICAN CAPITAL AGENCY CORPCOM02503X105435,77718,939SH DFND30018,939
AMERICAN CAPITAL AGENCY CORPCOM91324P102777,05111,867SH DFND40011,867
AMERICAN CAPITAL LTDCOM02503Y1031,030,85781,362SH SOLE181,36200
AMERICAN CAPITAL MORTGAGECOM02504A104729,88740,617SH SOLE140,61700
AMERICAN DG ENERGY INCCOM02539810823,20317,712SH SOLE117,71200
AMERICAN EAGLE OUTFITTERSCOM02553E1066,712,358367,599SH SOLE1367,59900
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,826100SH DFND200100
AMERICAN EAGLE OUTFITTERS NECOM02553E1069,349512SH DFND300512
AMERICAN ELEC PWR INCCOM025537101380,3688,494SH DFND2008,494
AMERICAN ELEC PWR INCCOM025537101653,55414,595SH DFND30014,595
AMERICAN ELEC PWR INCCOM98074510325,960649SH DFND400649
AMERICAN ELECTRIC POWERCOM0255371016,927,645154,704SH SOLE1154,70400
AMERICAN EQUITY INVT LIFECOM025676206685,16443,641SH SOLE143,64100
AMERICAN EXPRESS COCOM02581610942,299,358565,802SH SOLE1565,80200
AMERICAN EXPRESS COCOM025816109177,7052,377SH DFND2002,377
AMERICAN EXPRESS COCOM025816109340,7764,558SH DFND3004,558
AMERICAN EXPRESS COCOM00301W10510,760809SH DFND400809
AMERICAN FINANCIAL GROUP ICOM0259321047,788,086159,233SH SOLE1159,23300
AMERICAN FINL GROUP INC OHIOCOM27826T101100,9978,340SH DFND4008,340
AMERICAN GREETINGS CORP CLCOM026375105446,49924,506SH SOLE124,50600
AMERICAN INTERNATIONAL GROCOM02687478420,998,898469,774SH SOLE1469,77400
AMERICAN INTL GROUP INCCOM026874784338,6927,577SH DFND2007,577
AMERICAN INTL GROUP INCCOM0268741565,089279SH DFND200279
AMERICAN INTL GROUP INCCOM0268747841,742,71938,987SH DFND30038,987
AMERICAN INTL GROUP INCCOM0268741567,168393SH DFND300393
AMERICAN INTL GROUP INCCOM46428878640,7501,000SH DFND4001,000
AMERICAN INTL GROUP INCCOM29382R10761,50010,000SH DFND40010,000
AMERICAN MIDSTREAM PARTNERSCOM02752P1004,330200SH DFND300200
AMERICAN NATIONAL INSURANCCOM02859110524,072242SH SOLE124200
AMERICAN NATL INS COCOM0285911054,97450SH DFND30050
AMERICAN PUBLIC EDUCATIONCOM02913V103517,41613,924SH SOLE113,92400
AMERICAN RAILCAR INDS INCCOM02916P1034,356130SH DFND200130
AMERICAN RAILCAR INDS INCCOM02916P10310,053300SH DFND300300
AMERICAN RAILCAR INDUSTRIECOM02916P103218,2846,514SH SOLE16,51400
AMERICAN RLTY CAP PPTYS INCCOM02917T1044,107,733269,183SH DFND200269,183
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,107,411138,100SH DFND300138,100
AMERICAN RLTY CAP PPTYS INCCOM6960774032540SH DFND40040
AMERICAN SCIENCE & ENGR INCCOM02942910716,520295SH DFND200295
AMERICAN SCIENCE + ENGINEECOM029429107362,5446,474SH SOLE16,47400
AMERICAN SELECT PORTFOLIO INCOM02957010815,0081,477SH DFND2001,477
AMERICAN SELECT PORTFOLIO INCOM02957010814,7331,450SH DFND3001,450
AMERICAN SOFTWARE INCCOM0296831094,345500SH DFND300500
AMERICAN SOFTWARE INC CL ACOM029683109140,26516,141SH SOLE116,14100
AMERICAN STATES WATER COCOM029899101785,72914,640SH SOLE114,64000
AMERICAN SUPERCONDUCTOR COCOM03011110871,07126,921SH SOLE126,92100
AMERICAN SUPERCONDUCTOR CORPCOM03011110815,9466,040SH DFND2006,040
AMERICAN SUPERCONDUCTOR CORPCOM0301111084,4881,700SH DFND3001,700
AMERICAN SUPERCONDUCTOR CORPCOM72369J10286165SH DFND40065
AMERICAN TOWER CORPCOM03027X10018,656,667254,977SH SOLE1254,97700
AMERICAN TOWER CORP NEWCOM03027X10043,756598SH DFND200598
AMERICAN TOWER CORP NEWCOM03027X100592,7368,101SH DFND3008,101
AMERICAN TOWER CORP NEWCOM05577E10146,9901,000SH DFND4001,000
AMERICAN VANGUARD CORPCOM030371108498,02821,256SH SOLE121,25600
AMERICAN VANGUARD CORPCOM03037110828,1161,200SH DFND2001,200
AMERICAN WATER WORKS CO INCOM030420103243,9995,918SH SOLE15,91800
AMERICAN WOODMARK CORPCOM030506109231,2766,665SH SOLE16,66500
AMERICAN WTR WKS CO INC NEWCOM03042010341210SH DFND20010
AMERICAN WTR WKS CO INC NEWCOM030420103102,8692,495SH DFND3002,495
AMERICAN WTR WKS CO INC NEWCOM12673P1058,472296SH DFND400296
AMERIGAS PARTNERS L PCOM03097510610,475212SH DFND200212
AMERIGAS PARTNERS L PCOM030975106798,78916,160SH DFND30016,160
AMERIGAS PARTNERS L PCOM16411Q101113,5823,800SH DFND4003,800
AMERIPRISE FINANCIAL INCCOM03076C1066,575,30181,297SH SOLE181,29700
AMERIPRISE FINL INCCOM03076C1062,91236SH DFND20036
AMERIPRISE FINL INCCOM03076C10612,353153SH DFND300153
AMERIPRISE FINL INCCOM25470F3025,16374SH DFND40074
AMERIS BANCORPCOM03076K108276,37416,402SH SOLE116,40200
AMERISAFE INCCOM03071H100455,88914,075SH SOLE114,07500
AMERISOURCEBERGEN CORPCOM03073E1054,431,67479,378SH SOLE179,37800
AMERISOURCEBERGEN CORPCOM03073E10573,3051,313SH DFND3001,313
AMERISOURCEBERGEN CORPCOM25667710537,823750SH DFND400750
AMERISTAR CASINOS INCCOM03070Q101596,96722,707SH SOLE122,70700
AMERN STRATEGIC INCOME PTFLCOM030099105306,93137,385SH DFND30037,385
AMES NATIONAL CORPCOM031001100128,7315,656SH SOLE15,65600
AMETEK INCCOM03110010024,519,660579,661SH SOLE1579,66100
AMETEK INC NEWCOM372460105103,9111,331SH DFND4001,331
AMGEN INCCOM03116210031,530,848319,591SH SOLE1319,59100
AMGEN INCCOM031162100174,5301,769SH DFND2001,769
AMGEN INCCOM031162100707,4297,170SH DFND3007,170
AMGEN INCCOM40049J20694438SH DFND40038
AMICUS THERAPEUTICS INCCOM03152W10948,37520,762SH SOLE120,76200
AMKOR TECHNOLOGY INCCOM031652100214,08750,852SH SOLE150,85200
AMN HEALTHCARE SERVICES INCOM001744101494,22634,513SH SOLE134,51300
AMN HEALTHCARE SERVICES INCCOM46428743218,112164SH DFND400164
AMPCO PITTSBURGH CORPCOM032037103110,0495,863SH SOLE15,86300
AMPHENOL CORP CL ACOM0320951014,089,51252,470SH SOLE152,47000
AMPHENOL CORP NEWCOM03209510170,536905SH DFND300905
AMPIO PHARMACEUTICALS INCCOM03209T109102,09417,694SH SOLE117,69400
AMPIO PHARMACEUTICALS INCCOM03209T109116,55420,200SH DFND30020,200
AMREIT INCCOM03216B20854,6162,824SH SOLE12,82400
AMREIT INC NEWCOM03216B208116,0406,000SH DFND3006,000
AMSURG CORPCOM03232P405860,93324,528SH SOLE124,52800
AMTRUST FINANCIAL SERVICESCOM0323593093,639,401101,944SH SOLE1101,94400
AMTRUST FINANCIAL SERVICES ICOM03235930939,2701,100SH DFND3001,100
AMYRIS INCCOM03236M10160,20420,832SH SOLE120,83200
ANACOR PHARMACEUTICALS INCCOM03242010162,21711,130SH SOLE111,13000
ANADARKO PETE CORPCOM03251110710,913127SH DFND200127
ANADARKO PETE CORPCOM032511107104,2331,213SH DFND3001,213
ANADARKO PETE CORPCOM464288638100,872936SH DFND400936
ANADARKO PETROLEUM CORPCOM03251110724,306,074282,859SH SOLE1282,85900
ANADIGICS INCCOM032515108123,85356,297SH SOLE156,29700
ANALOG DEVICES INCCOM0326541059,417,855209,007SH SOLE1209,00700
ANALOG DEVICES INCCOM0326541054,506100SH DFND200100
ANALOG DEVICES INCCOM0326541059,012200SH DFND300200
ANALOGIC CORPCOM032657207691,3029,492SH SOLE19,49200
ANAREN INCCOM032744104207,9979,067SH SOLE19,06700
ANDERSONS INC/THECOM034164103760,61714,300SH SOLE114,30000
ANGIE S LIST INCCOM034754101650,60824,505SH SOLE124,50500
ANGIES LIST INCCOM0347541012,656100SH DFND300100
ANGIODYNAMICS INCCOM03475V101190,72216,908SH SOLE116,90800
ANGLOGOLD ASHANTI HLDGS FINCOM03512Q2067,694450SH DFND200450
ANGLOGOLD ASHANTI LTDCOM5520747002,521100SH DFND400100
ANHEUSER BUSCH INBEV SA/NVCOM03524A10833,396370SH DFND200370
ANHEUSER BUSCH INBEV SA/NVCOM03524A108221,5882,455SH DFND3002,455
ANHEUSER BUSCH INBEV SA/NVCOM5544891045,510225SH DFND400225
ANIKA THERAPEUTICS INCCOM035255108137,9388,114SH SOLE18,11400
ANIXTER INTERNATIONAL INCCOM0352901051,647,88221,737SH SOLE121,73700
ANIXTER INTL INCCOM0352901057,42998SH DFND30098
ANN INCCOM0356231074,359,592131,313SH SOLE1131,31300
ANN INCCOM0356231074,980150SH DFND300150
ANN INCCOM60871R2092,63255SH DFND40055
ANNALY CAP MGMT INCBOND035710AB825,21925PRN DFND20025
ANNALY CAP MGMT INCCOM035710409447,45135,597SH DFND20035,597
ANNALY CAP MGMT INCCOM0357104093,156,118251,083SH DFND300251,083
ANNALY CAP MGMT INCCOM67073Y10618,604793SH DFND400793
ANNALY CAPITAL MANAGEMENTCOM035710409411,41632,730SH SOLE132,73000
ANNIE S INCCOM03600T1043,199,55974,861SH SOLE174,86100
ANSYS INCCOM03662Q10514,243,608194,851SH SOLE1194,85100
ANSYS INCCOM03662Q1053,29045SH DFND20045
ANSYS INCCOM03662Q10551,170700SH DFND300700
ANSYS INCCOM708062104416,03337,650SH DFND40037,650
ANTARES PHARMA INCCOM036642106306,44673,665SH SOLE173,66500
ANWORTH MORTGAGE ASSET CORCOM037347101529,14494,490SH SOLE194,49000
ANWORTH MORTGAGE ASSET CPCOM0373471012,750491SH DFND200491
ANWORTH MORTGAGE ASSET CPCOM0373471014,032720SH DFND300720
ANWORTH MORTGAGE ASSET CPCOM73935X70868,3122,699SH DFND4002,699
AOL INCCOM00184X1055,940,403162,840SH SOLE1162,84000
AOL INCCOM00184X1052,29863SH DFND20063
AOL INCCOM00184X1051,05829SH DFND30029
AOL INCCOM76009N1002,77974SH DFND40074
AON PLCCOMG0408V1027,719,619119,963SH SOLE1119,96300
AON PLCCOMG0408V1029,109142SH DFND300142
APACHE CORPCOM03741110514,235,759169,817SH SOLE1169,81700
APACHE CORPCOM037411105118,1261,409SH DFND2001,409
APACHE CORPCOM037411105176,9412,111SH DFND3002,111
APACHE CORPCOM037411808299,8556,281SH DFND3006,281
APACHE CORPCOM78464A8882,150,24973,088SH DFND40073,088
APARTMENT INVT + MGMT COCOM03748R1011,471,60048,988SH SOLE148,98800
APCO OIL & GAS INTERNATIONALCOMG0471F10986575SH DFND20075
APCO OIL AND GAS INTL INCCOMG0471F10972,4786,286SH SOLE16,28600
API TECHNOLOGIES CORPCOM00187E20362,36422,273SH SOLE122,27300
APOGEE ENTERPRISES INCCOM037598109526,58421,941SH SOLE121,94100
APOGEE ENTERPRISES INCCOM037598109203,4288,476SH DFND2008,476
APOLLO COMMERCIAL REAL ESTCOM03762U105342,35721,559SH SOLE121,55900
APOLLO GROUP INCCOM03760410582,2214,640SH DFND2004,640
APOLLO GROUP INCCOM0376041051,772100SH DFND300100
APOLLO GROUP INC CL ACOM037604105594,24033,535SH SOLE133,53500
APOLLO INVESTMENT CORPCOM03761U1064,801,486620,347SH SOLE1620,34700
APOLLO INVT CORPCOM03761U106774100SH DFND200100
APOLLO INVT CORPCOM03761U1061,661,199214,625SH DFND300214,625
APOLLO INVT CORPCOM92342Y10947128SH DFND40028
APOLLO RESIDENTIAL MORTGAGCOM03763V102351,96321,357SH SOLE121,35700
APOLLO RESIDENTIAL MTG INCCOM03763V1023,296200SH DFND200200
APPLE INCCOM037833100155,435,655392,435SH SOLE1392,43500
APPLE INCCOM0378331008,802,78022,200SH DFND20022,200
APPLE INCCOM03783310016,104,68740,614SH DFND30040,614
APPLE INCCOM93317W10250715SH DFND40015
APPLE INCCOM31620M1062,05648SH DFND40048
APPLIED INDUSTRIAL TECH INCOM03820C1051,578,98932,671SH SOLE132,67100
APPLIED MATERIALS INCCOM0382221058,476,186568,490SH SOLE1568,49000
APPLIED MATLS INCCOM038222105291,04419,507SH DFND20019,507
APPLIED MATLS INCCOM038222105691,86246,371SH DFND30046,371
APPLIED MATLS INCCOM09255P1073,019252SH DFND400252
APPLIED MICRO CIRCUITS CORCOM03822W4062,117,104240,580SH SOLE1240,58000
APPROACH RESOURCES INCCOM03834A103633,19325,771SH SOLE125,77100
APRICUS BIOSCIENCES INCCOM03832V10913,2315,630SH DFND3005,630
APTARGROUP INCCOM0383361037,736,743140,133SH SOLE1140,13300
AQUA AMERICA INCCOM03836W1039,266,972296,164SH SOLE1296,16400
AQUA AMERICA INCCOM03836W103139,1364,447SH DFND2004,447
AQUA AMERICA INCCOM03836W103369,90911,822SH DFND30011,822
AQUA AMERICA INCCOM33738D10124,6171,062SH DFND4001,062
ARABIAN AMERICAN DEVELOPMECOM038465100119,63413,751SH SOLE113,75100
ARABIAN AMERN DEV COCOM03846510035,0094,024SH DFND3004,024
ARBITRON INCCOM03875Q108952,45720,505SH SOLE120,50500
ARC DOCUMENT SOLUTIONS INCCOM00191G103100,64825,162SH SOLE125,16200
ARCELORMITTAL SA LUXEMBOURGCOM03938L1045,600500SH DFND200500
ARCELORMITTAL SA LUXEMBOURGCOM03938L1045,712510SH DFND300510
ARCELORMITTAL SA LUXEMBOURGCOMG5480U1123,00441SH DFND40041
ARCH CAPITAL GROUP LTDCOMG0450A105221,3714,306SH SOLE14,30600
ARCH COAL INCCOM0393801002,215,658586,153SH SOLE1586,15300
ARCH COAL INCCOM039380100756200SH DFND200200
ARCH COAL INCCOM03938010022,7936,030SH DFND3006,030
ARCH COAL INCCOM78355W817673,34210,498SH DFND40010,498
ARCHER DANIELS MIDLAND COCOM0394831027,110,622209,691SH SOLE1209,69100
ARCHER DANIELS MIDLAND COCOM03948310242,3791,250SH DFND2001,250
ARCHER DANIELS MIDLAND COCOM039483102157,5804,647SH DFND3004,647
ARCHER DANIELS MIDLAND COCOM00971T1012,85167SH DFND40067
ARCOS DORADOS HOLDINGS INCCOMG0457F10745,7393,916SH DFND2003,916
ARCOS DORADOS HOLDINGS INCCOMG0457F10746740SH DFND30040
ARCTIC CAT INCCOM039670104442,5139,838SH SOLE19,83800
ARDEN GROUP INC ACOM03976210985,331773SH SOLE177300
ARENA PHARMACEUTICALS INCCOM0400471021,149,872149,334SH SOLE1149,33400
ARENA PHARMACEUTICALS INCCOM04004710221,0062,728SH DFND2002,728
ARENA PHARMACEUTICALS INCCOM0400471023,169,205411,585SH DFND300411,585
ARENA PHARMACEUTICALS INCCOMH015311042,28825SH DFND40025
ARES CAP CORPBOND04010LAD510,63810PRN DFND20010
ARES CAP CORPCOM04010L103173,34210,078SH DFND20010,078
ARES CAP CORPCOM04010L103225,12613,089SH DFND30013,089
ARES CAP CORPCOM04231510110,3622,200SH DFND4002,200
ARES CAPITAL CORPCOM04010L1032,135,741124,171SH SOLE1124,17100
ARES COMMERCIAL REAL ESTATCOM04013V10867,9445,304SH SOLE15,30400
ARGAN INCCOM04010E109105,7996,782SH SOLE16,78200
ARGAN INCCOM04010E109106,5486,830SH DFND2006,830
ARGO GROUP INTERNATIONALCOMG0464B107828,30119,540SH SOLE119,54000
ARIAD PHARMACEUTICALS INCCOM04033A10056,0553,205SH SOLE13,20500
ARIAD PHARMACEUTICALS INCCOM04033A10096255SH DFND20055
ARIAD PHARMACEUTICALS INCCOMN0705921016,297206SH DFND400206
ARK RESTAURANTS CORPCOM0407121016,098296SH DFND300296
ARKANSAS BEST CORPCOM040790107449,47619,585SH SOLE119,58500
ARKANSAS BEST CORP DELCOM04079010716,065700SH DFND300700
ARLINGTON ASSET INVESTMENTCOM041356205264,1649,879SH SOLE19,87900
ARM HLDGS PLCCOM0420681067,608210SH DFND300210
ARM HLDGS PLCCOM04878Q863394100SH DFND400100
ARMOUR RESIDENTIAL REIT INCOM0423151011,213,409257,624SH SOLE1257,62400
ARMOUR RESIDENTIAL REIT INCCOM042315101471100SH DFND200100
ARMOUR RESIDENTIAL REIT INCCOM0423151013,768800SH DFND300800
ARMOUR RESIDENTIAL REIT INCCOM0528001094,95364SH DFND40064
ARMSTRONG WORLD INDS INC NEWCOM04247X102119,4752,500SH DFND2002,500
ARMSTRONG WORLD INDS INC NEWCOM090694100345100SH DFND400100
ARMSTRONG WORLD INDUSTRIESCOM04247X10217,826373SH SOLE137300
AROTECH CORPCOM04268220310771SH DFND20071
ARQULE INCCOM04269E107105,81545,610SH SOLE145,61000
ARQULE INCCOM04269E1075825SH DFND30025
ARRAY BIOPHARMA INCCOM04269X105363,14179,987SH SOLE179,98700
ARRAY BIOPHARMA INCCOM04269X105795175SH DFND300175
ARRIS GROUP INCCOM04270V1061,257,74987,648SH SOLE187,64800
ARROW ELECTRONICS INCCOM0427351008,788,121220,530SH SOLE1220,53000
ARROW FINANCIAL CORPCOM042744102176,2707,122SH SOLE17,12200
ARTESIAN RESOURCES CORPCOM33734X13554,4912,900SH DFND4002,900
ARTESIAN RESOURCES CORP CLCOM043113208114,5865,143SH SOLE15,14300
ARTHROCARE CORPCOM043136100657,76219,049SH SOLE119,04900
ARTHROCARE CORPCOM04313610058,7011,700SH DFND2001,700
ARTHUR J GALLAGHER + COCOM36357610911,570,729264,837SH SOLE1264,83700
ARUBA NETWORKS INCCOM0431761061,182,90477,012SH SOLE177,01200
ARUBA NETWORKS INCCOM04317610620,4601,332SH DFND2001,332
ARUBA NETWORKS INCCOM04317610615,3601,000SH DFND3001,000
ARUBA NETWORKS INCCOM2263721002,495100SH DFND400100
ASA GOLD AND PRECIOUS MTLS LCOM126408103157,5766,795SH DFND4006,795
ASBURY AUTOMOTIVE GROUPCOM043436104768,79719,172SH SOLE119,17200
ASCENA RETAIL GROUP INCCOM04351G1014,644,073266,136SH SOLE1266,13600
ASCENA RETAIL GROUP INCCOM2358252052,176113SH DFND400113
ASCENT CAP GROUP INCCOMY2573F1029,2881,200SH DFND4001,200
ASCENT CAPITAL GROUP INC ACOM043632108763,8379,784SH SOLE19,78400
ASHFORD HOSPITALITY TR INCCOM0441031092,290200SH DFND300200
ASHFORD HOSPITALITY TRUSTCOM044103109420,78836,750SH SOLE136,75000
ASHLAND INCCOM04420910412,940,413154,975SH SOLE1154,97500
ASHLAND INC NEWCOM0442091042513SH DFND3003
ASHLAND INC NEWCOM24990810421,3563,800SH DFND4003,800
ASML HOLDING N VCOMN070592107,911100SH DFND300100
ASML HOLDING N VCOM345370860529,38834,220SH DFND40034,220
ASPEN INSURANCE HOLDINGS LCOMG053841055,319,559143,423SH SOLE1143,42300
ASPEN TECHNOLOGY INCCOM0453271034,479,494155,592SH SOLE1155,59200
ASPEN TECHNOLOGY INCCOM04532710320,153700SH DFND300700
ASPEN TECHNOLOGY INCCOM34988V1064,02939SH DFND40039
ASSISTED LIVING CONCEPTS ICOM04544X300159,49913,336SH SOLE113,33600
ASSOCIATED BANC CORPCOM0454871055,496,816353,493SH SOLE1353,49300
ASSOCIATED ESTATES REALTYCOM045604105617,50438,402SH SOLE138,40200
ASSOCIATED ESTATES RLTY CORPCOM04560410558,9453,666SH DFND3003,666
ASSOCIATED ESTATES RLTY CORPCOM40052B10813,2002,000SH DFND4002,000
ASSURANT INCCOM04621X1081,381,13727,129SH SOLE127,12900
ASSURANT INCCOM04621X108257,3565,055SH DFND2005,055
ASSURANT INCCOM04621X10817,100336SH DFND300336
ASSURED GUARANTY LTDCOMG0585R106126,9555,755SH SOLE15,75500
ASSURED GUARANTY LTDCOM45166R2041,805500SH DFND400500
ASTA FUNDING INCCOM04622010958,4656,759SH SOLE16,75900
ASTEC INDUSTRIES INCCOM046224101535,71315,623SH SOLE115,62300
ASTEX PHARMACEUTICALSCOM04624B103263,57864,131SH SOLE164,13100
ASTORIA FINANCIAL CORPCOM0462651042,480,898230,139SH SOLE1230,13900
ASTRAZENECA PLCCOM046353108112,5742,380SH DFND2002,380
ASTRAZENECA PLCCOM046353108708,36514,976SH DFND30014,976
ASTRAZENECA PLCCOM46428675614,160475SH DFND400475
ASTRONICS CORPCOM046433108339,9578,318SH SOLE18,31800
ASTRONICS CORPCOM04643310854,9291,344SH DFND3001,344
AT CROSS CO CL ACOM227478104112,2776,624SH SOLE16,62400
AT&T INCCOM00206R1024,055,128114,552SH DFND200114,552
AT&T INCCOM00206R1026,834,082193,053SH DFND300193,053
AT&T INCCOM464287242339,4512,987SH DFND4002,987
AT+T INCCOM00206R102211,565,9416,120,837SH SOLE16,120,83700
ATHENAHEALTH INCCOM04685W1032,091,56724,688SH SOLE124,68800
ATHENAHEALTH INCCOM04685W1032,20326SH DFND20026
ATHENAHEALTH INCCOM55933J2031287SH DFND4007
ATLANTIC POWER CORPCOM04878Q863323,99082,231SH SOLE182,23100
ATLANTIC PWR CORPCOM04878Q863151,96938,571SH DFND20038,571
ATLANTIC PWR CORPCOM04878Q8632,183,390554,160SH DFND300554,160
ATLANTIC PWR CORPCOM6026751002,35963SH DFND40063
ATLANTIC TELE NETWORK INCCOM049079205347,7697,003SH SOLE17,00300
ATLANTICUS HLDGS CORPCOM69370C100743SH DFND4003
ATLAS AIR WORLDWIDE HOLDINCOM049164205893,09820,409SH SOLE120,40900
ATLAS ENERGY LPCOM04930A104289,0415,900SH DFND3005,900
ATLAS PIPELINE PARTNERS LPCOM049392103243,8436,385SH DFND2006,385
ATLAS PIPELINE PARTNERS LPCOM049392103861,10822,548SH DFND30022,548
ATLAS PIPELINE PARTNERS LPCOM80852410211,673300SH DFND400300
ATLAS RESOURCE PARTNERS LPCOM04941A10121,9001,000SH DFND3001,000
ATMEL CORPCOM0495131046,635,587902,801SH SOLE1902,80100
ATMEL CORPCOM0495131041,468200SH DFND200200
ATMI INCCOM00207R101584,60424,719SH SOLE124,71900
ATMOS ENERGY CORPCOM0495601057,831,045190,722SH SOLE1190,72200
ATMOS ENERGY CORPCOM049560105119,3922,908SH DFND3002,908
ATMOS ENERGY CORPCOM82967N108108,64132,430SH DFND40032,430
ATRICURE INCCOM04963C209117,81912,402SH SOLE112,40200
ATRION CORPORATIONCOM049904105238,1751,089SH SOLE11,08900
ATWOOD OCEANICS INCCOM0500951086,261,875120,305SH SOLE1120,30500
ATWOOD OCEANICS INCCOM05009510897,3341,870SH DFND2001,870
ATWOOD OCEANICS INCCOM0500951082605SH DFND3005
AU OPTRONICS CORPCOM0022551074,2801,237SH DFND2001,237
AUDIENCE INCCOM05070J10255,0864,170SH SOLE14,17000
AUDIENCE INCCOM05070J10225,4291,925SH DFND3001,925
AURICO GOLD INCCOM05155C10545,44810,400SH DFND30010,400
AUTODESK INCCOM0527691062,958,44887,167SH SOLE187,16700
AUTODESK INCCOM83569930723,3091,100SH DFND4001,100
AUTOLIV INCCOM78464A67229,775499SH DFND400499
AUTOMATIC DATA PROCESSINGCOM05301510316,015,321232,578SH SOLE1232,57800
AUTOMATIC DATA PROCESSING INCOM053015103585,7488,506SH DFND2008,506
AUTOMATIC DATA PROCESSING INCOM053015103542,8427,883SH DFND3007,883
AUTOMATIC DATA PROCESSING INCOM8962391001,37753SH DFND40053
AUTONATION INCCOM05329W102567,54113,080SH SOLE113,08000
AUTONATION INCCOM05329W10225,166580SH DFND200580
AUTOZONE INCCOM0533321026,089,27314,372SH SOLE114,37200
AUTOZONE INCCOM05333210265,248154SH DFND300154
AUTOZONE INCCOM87311L1041,21043SH DFND40043
AUXILIUM PHARMACEUTICALS ICOM05334D107554,12833,321SH SOLE133,32100
AV HOMES INCCOM00234P102120,5116,797SH SOLE16,79700
AV HOMES INCCOM00234P1023,546200SH DFND200200
AVAGO TECHNOLOGIES LTDCOMY0486S104690,18418,464SH SOLE118,46400
AVAGO TECHNOLOGIES LTDCOM96624410523,4161,441SH DFND4001,441
AVALONBAY CMNTYS INCCOM9897011072,86399SH DFND40099
AVALONBAY COMMUNITIES INCCOM0534841015,666,62542,003SH SOLE142,00300
AVANIR PHARMACEUTICALS INCCOM05348P401429,88493,453SH SOLE193,45300
AVANIR PHARMACEUTICALS INCCOM05348P4012,525549SH DFND300549
AVEO PHARMACEUTICALS INCCOM05358810979,03531,614SH SOLE131,61400
AVEO PHARMACEUTICALS INCCOM06050514687,36016,000SH DFND40016,000
AVERY DENNISON CORPCOM0536111091,628,89938,094SH SOLE138,09400
AVERY DENNISON CORPCOM0536111091,71040SH DFND30040
AVERY DENNISON CORPCOM06739H51110,100400SH DFND400400
AVG TECHNOLOGIESCOMN07831105107,0925,506SH SOLE15,50600
AVIAT NETWORKS INCCOM05366Y102110,56742,201SH SOLE142,20100
AVIAT NETWORKS INCCOM05366Y1025,2402,000SH DFND2002,000
AVID TECHNOLOGY INCCOM05367P100136,19323,162SH SOLE123,16200
AVID TECHNOLOGY INCCOM05367P1005,8801,000SH DFND2001,000
AVIS BUDGET GROUPCOM05377410528,7501,000SH DFND2001,000
AVIS BUDGET GROUPCOM053774105121,7284,234SH DFND3004,234
AVIS BUDGET GROUPCOM36465A10934,6573,551SH DFND4003,551
AVIS BUDGET GROUP INCCOM0537741052,101,76973,105SH SOLE173,10500
AVISTA CORPCOM05379B1071,230,54545,542SH SOLE145,54200
AVISTA CORPCOM05379B107120,0504,443SH DFND2004,443
AVISTA CORPCOM05379B10725,860957SH DFND300957
AVIVA PLCCOM05382A1043,633349SH DFND200349
AVNET INCCOM0538071039,700,387288,702SH SOLE1288,70200
AVNET INCCOM0538071033,360100SH DFND300100
AVNET INCCOM46132X10194,53814,324SH DFND40014,324
AVON PRODS INCCOM0543031029,464450SH DFND300450
AVON PRODS INCCOM53071M2034,676205SH DFND400205
AVON PRODUCTS INCCOM0543031023,547,467168,686SH SOLE1168,68600
AVX CORPCOM00244410718,9411,612SH SOLE11,61200
AWARE INC MASSCOM05453N1006,5001,250SH DFND3001,250
AWARE INC/MASSCOM05453N10043,4208,350SH SOLE18,35000
AXCELIS TECHNOLOGIES INCCOM054540109134,90274,122SH SOLE174,12200
AXIALL CORPCOM05463D1003,305,44377,629SH SOLE177,62900
AXIALL CORPCOM72201R817109,4711,078SH DFND4001,078
AXIS CAPITAL HOLDINGS LTDCOMG0692U109158,9943,473SH SOLE13,47300
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091,05323SH DFND30023
AXIS CAPITAL HOLDINGS LTDCOM78462F9033,44020SHCallDFND40020
AXT INCCOM00246W10360,10722,262SH SOLE122,26200
AZZ INCCOM002474104754,69619,572SH SOLE119,57200
B & G FOODS INC NEWCOM05508R106132,5573,893SH DFND2003,893
B & G FOODS INC NEWCOM05508R106156,1634,586SH DFND3004,586
B & G FOODS INC NEWCOM002824100563,20716,147SH DFND40016,147
B/E AEROSPACE INCCOM07330210113,803,418218,824SH SOLE1218,82400
B/E AEROSPACE INCCOM07330210110,030159SH DFND200159
B/E AEROSPACE INCCOM07330210112,616200SH DFND300200
B/E AEROSPACE INCCOM01881G1066,767325SH DFND400325
B+G FOODS INCCOM05508R1065,635,888165,518SH SOLE1165,51800
BABCOCK & WILCOX CO NEWCOM05615F1022408SH DFND3008
BABCOCK & WILCOX CO NEWCOM13134730410,615500SH DFND400500
BABCOCK + WILCOX CO/THECOM05615F10259,3691,977SH SOLE11,97700
BABSON CAP CORPORATE INVSCOM05617K10950,7203,200SH DFND2003,200
BADGER METER INCCOM056525108500,07411,225SH SOLE111,22500
BAIDU INCCOM05675210855,437586SH DFND200586
BAIDU INCCOM056752108138,6871,466SH DFND3001,466
BAIDU INCCOM2254471012,23435SH DFND40035
BAIDU INC SPON ADRADR0567521081,469,46915,545SH SOLE115,54500
BAKER HUGHES INCCOM0572241076,486,385140,611SH SOLE1140,61100
BAKER HUGHES INCCOM0572241073,22970SH DFND20070
BAKER HUGHES INCCOM05722410755,3561,200SH DFND3001,200
BAKER HUGHES INCCOM23331A1099,342439SH DFND400439
BALCHEM CORPCOM0576652001,015,64622,696SH SOLE122,69600
BALCHEM CORPCOM0576652006,713150SH DFND300150
BALDWIN + LYONS INC CL BCOM057755209152,4546,279SH SOLE16,27900
BALL CORPCOM0584981062,027,15248,800SH SOLE148,80000
BALL CORPCOM058498106256,7176,180SH DFND2006,180
BALL CORPCOM05849810662,3101,500SH DFND3001,500
BALL CORPCOM3696041032,618,984112,936SH DFND400112,936
BALLANTYNE STRONG INCCOM4567881081243SH DFND4003
BALLARD PWR SYS INC NEWCOM0585861081,267700SH DFND200700
BALLARD PWR SYS INC NEWCOM0585861085,6293,110SH DFND3003,110
BALLY TECHNOLOGIES INCCOM05874B1074,555,85980,749SH SOLE180,74900
BALTIC TRADING LIMITEDCOMY0553W10310,5502,844SH DFND2002,844
BANCFIRST CORPCOM05945F103206,0774,427SH SOLE14,42700
BANCO BILBAO VIZCAYA ARGENTACOM05946K101164,15519,519SH DFND20019,519
BANCO BRADESCO S ACOM0594603032,329179SH DFND200179
BANCO BRADESCO S ACOM05946030331,6122,430SH DFND3002,430
BANCO BRADESCO S ACOM464285105793,69066,196SH DFND40066,196
BANCO LATINOAMERICANO COMECOMP169941323,761,856168,015SH SOLE1168,01500
BANCO SANTANDER BRASIL S ACOM05967A10723,0543,706SH DFND3003,706
BANCO SANTANDER SACOM05964H105155,40624,020SH DFND20024,020
BANCO SANTANDER SACOM05964H10510,9991,700SH DFND3001,700
BANCO SANTANDER SACOM46428737441,8561,094SH DFND4001,094
BANCORP INC/THECOM05969A105334,48722,314SH SOLE122,31400
BANCORPSOUTH INCCOM0596921034,224,441238,669SH SOLE1238,66900
BANK HAWAII CORPCOM0625401094,37887SH DFND20087
BANK HAWAII CORPCOM06254010940,531805SH DFND300805
BANK HAWAII CORPCOM4642874731,347,39323,263SH DFND40023,263
BANK MONTREAL QUECOM06367110137,081639SH DFND200639
BANK MONTREAL QUECOM063671101241,9854,170SH DFND3004,170
BANK MONTREAL QUECOM464287739245,5923,697SH DFND4003,697
BANK MUTUAL CORPCOM063750103200,80135,603SH SOLE135,60300
BANK N S HALIFAXCOM0641491071,87435SH DFND20035
BANK N S HALIFAXCOM06414910767,3661,258SH DFND3001,258
BANK N S HALIFAXCOM50063110627124SH DFND40024
BANK NEW YORK MELLON CORPCOM064058100108,2323,859SH DFND2003,859
BANK NEW YORK MELLON CORPCOM06405810093,7823,343SH DFND3003,343
BANK NEW YORK MELLON CORPCOM585055106198,4383,855SH DFND4003,855
BANK OF AMERICA CORPCOM06050510452,035,4054,335,697SH SOLE14,335,69700
BANK OF AMERICA CORPORATIONCOM060505104637,59049,579SH DFND20049,579
BANK OF AMERICA CORPORATIONCOM060505682639,956577SH DFND200577
BANK OF AMERICA CORPORATIONCOM0605051041,524,900118,577SH DFND300118,577
BANK OF AMERICA CORPORATIONCOM61945C10395,9971,784SH DFND4001,784
BANK OF AMERICA CORPORATIONCOM38068T1055,226600SH DFND400600
BANK OF HAWAII CORPCOM0625401094,754,33494,482SH SOLE194,48200
BANK OF KENTUCKY FINL CORPCOM062896105114,7844,036SH SOLE14,03600
BANK OF MARIN BANCORPCOM4385161061,040,99413,121SH DFND40013,121
BANK OF MARIN BANCORP/CACOM063425102147,6003,690SH SOLE13,69000
BANK OF NEW YORK MELLON COCOM06405810012,342,870440,031SH SOLE1440,03100
BANK OF THE OZARKSCOM063904106983,28822,693SH SOLE122,69300
BANK OF THE OZARKS INCCOM06390410617,332400SH DFND300400
BANKFINANCIAL CORPCOM06643P104123,36914,514SH SOLE114,51400
BANKRATE INCCOM06647F102456,86331,815SH SOLE131,81500
BANKUNITED INCCOM06652K10332,2781,241SH SOLE11,24100
BANNER CORPORATIONCOM06652V208497,96314,737SH SOLE114,73700
BAR HARBOR BANKSHARESCOM06684910097,9172,679SH SOLE12,67900
BAR HBR BANKSHARESCOM06684910091,3752,500SH DFND2002,500
BARCLAYS BANK PLCCOM06739H29729,9761,190SH DFND2001,190
BARCLAYS BANK PLCCOM06739H6443,1601,295SH DFND2001,295
BARCLAYS BANK PLCCOM06739H2711623SH DFND2003
BARCLAYS BANK PLCCOM06739H3051463SH DFND2003
BARCLAYS BANK PLCCOM06739H36257,3982,266SH DFND2002,266
BARCLAYS BANK PLCCOM06739H20660,2591,189SH DFND3001,189
BARCLAYS BANK PLCCOM06739H7432,713100SH DFND300100
BARCLAYS BANK PLCCOM06739H27147,480877SH DFND300877
BARCLAYS BANK PLCCOM06739H30523,653486SH DFND300486
BARCLAYS BANK PLCCOM06739H31328810SH DFND30010
BARCLAYS BANK PLCCOM06739H75061,4913,658SH DFND3003,658
BARCLAYS BANK PLCCOM06739H41245,8261,062SH DFND3001,062
BARCLAYS BANK PLCCOM06739H36225,3301,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H77645,8681,834SH DFND3001,834
BARCLAYS BANK PLCCOM636274300424,0627,483SH DFND4007,483
BARCLAYS BANK PLCCOM66987E2061,055500SH DFND400500
BARCLAYS BANK PLCCOM46428653370,5311,235SH DFND4001,235
BARCLAYS BANK PLCCOM57060U472949100SH DFND400100
BARCLAYS BANK PLCCOM74347W66855,1491,513SH DFND4001,513
BARCLAYS BANK PLCCOM7598921029,6733,235SH DFND4003,235
BARCLAYS BANK PLCCOM811065101347,7535,209SH DFND4005,209
BARCLAYS BK PLCCOM06740C188205,7959,937SH DFND2009,937
BARCLAYS BK PLCCOM06738C78629113SH DFND20013
BARCLAYS BK PLCCOM06739F39030,8881,250SH DFND2001,250
BARCLAYS BK PLCCOM06741L60914,065329SH DFND200329
BARCLAYS BK PLCCOM06740C3371,332,0609,512SH DFND2009,512
BARCLAYS BK PLCCOM06739F10133,759900SH DFND300900
BARCLAYS BK PLCCOM06740C188920,29044,437SH DFND30044,437
BARCLAYS BK PLCCOM06739F2913,26561SH DFND30061
BARCLAYS BK PLCCOM06738C77848,8971,340SH DFND3001,340
BARCLAYS BK PLCCOM06738C7861,005,97445,010SH DFND30045,010
BARCLAYS BK PLCCOM06742C1293424SH DFND3004
BARCLAYS BK PLCCOM06740P2396,789241SH DFND300241
BARCLAYS BK PLCCOM06742C1523564SH DFND3004
BARCLAYS BK PLCCOM06739F135217,6133,953SH DFND3003,953
BARCLAYS BK PLCCOM06739F39014,950605SH DFND300605
BARCLAYS BK PLCCOM06739F17645,6091,099SH DFND3001,099
BARCLAYS BK PLCCOM06738C79412,448400SH DFND300400
BARCLAYS BK PLCCOM06740C3373,568,21925,480SH DFND30025,480
BARCLAYS BK PLCCOM06740C95839010SHPutDFND30010
BARCLAYS BK PLCCOM72650310566,9721,200SH DFND4001,200
BARCLAYS BK PLCCOM74347X14657525SH DFND40025
BARCLAYS BK PLCCOM81369Y506492,4296,289SH DFND4006,289
BARCLAYS BK PLCCOM855244109225,4203,441SH DFND4003,441
BARCLAYS BK PLCCOM86448210450,5271,088SH DFND4001,088
BARCLAYS PLCCOM06738E2046,848400SH DFND300400
BARCLAYS PLCCOM76775410415,7305,500SH DFND4005,500
BARD C R INCCOM0673831091,52214SH DFND30014
BARD C R INCCOMG7945M107156,1803,484SH DFND4003,484
BARNES & NOBLE INCCOM06777410984953SH DFND20053
BARNES & NOBLE INCCOM88654710814,568200SH DFND400200
BARNES + NOBLE INCCOM0677741091,559,85197,735SH SOLE197,73500
BARNES GROUP INCCOM0678061091,240,53641,365SH SOLE141,36500
BARRETT BILL CORPCOM06846N104127,0836,285SH DFND2006,285
BARRETT BUSINESS SERVICES INCOM90346E1035,195250SH DFND400250
BARRETT BUSINESS SVCS INCCOM068463108251,3914,815SH SOLE14,81500
BARRICK GOLD CORPCOM06790110814,260906SH DFND200906
BARRICK GOLD CORPCOM067901108172,20210,940SH DFND30010,940
BARRICK GOLD CORPCOM91912E105144,05810,955SH DFND40010,955
BARRY (R.G.)COM06879810797,7976,022SH SOLE16,02200
BASIC ENERGY SERVICES INCCOM06985P100285,23923,593SH SOLE123,59300
BASSETT FURNITURE INDSCOM070203104120,4517,756SH SOLE17,75600
BAXANO SURGICAL INCCOM07177310541,07417,114SH DFND30017,114
BAXTER INTERNATIONAL INCCOM07181310911,652,045168,212SH SOLE1168,21200
BAXTER INTL INCCOM07181310933,804488SH DFND200488
BAXTER INTL INCCOM071813109163,0622,354SH DFND3002,354
BAXTER INTL INCCOM91913Y10027,816800SH DFND400800
BAYTEX ENERGY CORPCOM07317Q1059,010250SH DFND300250
BAYTEX ENERGY CORPCOM92220P10517,200255SH DFND400255
BAZAARVOICE INCCOM07327110870,9707,534SH SOLE17,53400
BB&T CORPCOM0549371072,177,43464,269SH DFND20064,269
BB&T CORPCOM05493710763,3951,871SH DFND3001,871
BB&T CORPCOM92532F10016,412205SH DFND400205
BB+T CORPCOM0549371077,565,743223,310SH SOLE1223,31000
BBCN BANCORP INCCOM073295107860,04060,481SH SOLE160,48100
BBCN BANCORP INCCOM073295107856SH DFND3006
BCE INCCOM05534B76017,305422SH DFND200422
BCE INCCOM05534B760234,9615,728SH DFND3005,728
BCE INCCOM98956P10242,716570SH DFND400570
BEACON ROOFING SUPPLY INCCOM0736851091,222,61532,276SH SOLE132,27600
BEAM INCCOM0737301033,566,22056,508SH SOLE156,50800
BEAM INCCOM07373010314,866236SH DFND200236
BEAM INCCOM073730103235,9683,739SH DFND3003,739
BEAM INCCOM09250U1017,509300SH DFND400300
BEASLEY BROADCAST GRP INCCOM07401410125,4083,032SH SOLE13,03200
BEAZER HOMES USA INCCOM07556Q881297,12216,959SH SOLE116,95900
BEAZER HOMES USA INCCOM07556Q8811,48985SH DFND20085
BEBE STORES INCCOM075571109142,72425,441SH SOLE125,44100
BECTON DICKINSON & COCOM075887109304,5133,081SH DFND2003,081
BECTON DICKINSON & COCOM075887109425,2654,303SH DFND3004,303
BECTON DICKINSON & COCOM1535461068,398190SH DFND400190
BECTON DICKINSON AND COCOM0758871096,031,99061,034SH SOLE161,03400
BED BATH & BEYOND INCCOM07589610043,989620SH DFND300620
BED BATH & BEYOND INCCOM72201B10136,1481,849SH DFND4001,849
BED BATH + BEYOND INCCOM0758961006,837,38396,437SH SOLE196,43700
BEL FUSE INC CL BCOM077347300109,9678,176SH SOLE18,17600
BELDEN INCCOM0774541061,753,34235,116SH SOLE135,11600
BELO CORPCOM08055510519,5301,400SH DFND3001,400
BELO CORPORATION ACOM080555105898,74364,426SH SOLE164,42600
BEMIS COMPANYCOM0814371051,404,89135,894SH SOLE135,89400
BEMIS INCCOM0814371052,15355SH DFND20055
BEMIS INCCOM08143710598,1242,507SH DFND3002,507
BENCHMARK ELECTRONICS INCCOM08160H101892,17944,387SH SOLE144,38700
BENEFICIAL MUTUAL BANCORPCOM08173R104189,92422,610SH SOLE122,61000
BERKLEY W R CORPCOM08442310224,516600SH DFND300600
BERKLEY W R CORPCOMG017671052,49587SH DFND40087
BERKSHIRE BANCORP INCCOM08459720223,4052,944SH SOLE12,94400
BERKSHIRE HATHAWAY INC CLCOM08467070264,974,037580,540SH SOLE1580,54000
BERKSHIRE HATHAWAY INC DELCOM0846707021,465,25713,092SH DFND20013,092
BERKSHIRE HATHAWAY INC DELCOM084670108168,6001SH DFND2001
BERKSHIRE HATHAWAY INC DELCOM0846707021,749,64515,633SH DFND30015,633
BERKSHIRE HATHAWAY INC DELCOM084670108168,6001SH DFND3001
BERKSHIRE HATHAWAY INC DELCOM03073E1059,491170SH DFND400170
BERKSHIRE HATHAWAY INC DELCOM94274910268,0101,500SH DFND4001,500
BERKSHIRE HILLS BANCORP INCOM084680107471,61516,989SH SOLE116,98900
BERRY PETROLEUM CO CLASS ACOM0857891051,526,14436,062SH SOLE136,06200
BERRY PLASTICS GROUP INCCOM08579W1035,402,493244,789SH SOLE1244,78900
BERRY PLASTICS GROUP INCCOM037411105116,8591,394SH DFND4001,394
BEST BUY CO INCCOM0865161012,760,385101,002SH SOLE1101,00200
BEST BUY INCCOM08651610147,2541,729SH DFND2001,729
BEST BUY INCCOM0865161016,833250SH DFND300250
BEST BUY INCCOM04033A10040223SH DFND40023
BG MEDICINE INCCOM08861T10713,51010,158SH SOLE110,15800
BGC PARTNERS INCCOM05541T10121,3813,630SH DFND3003,630
BGC PARTNERS INC CL ACOM05541T101399,34267,800SH SOLE167,80000
BHP BILLITON LTDCOM0886061088,534148SH DFND200148
BHP BILLITON LTDCOM088606108540,4479,373SH DFND3009,373
BHP BILLITON LTDCOM04956010573,0051,778SH DFND4001,778
BHP BILLITON PLCCOM0538071032,95788SH DFND40088
BIG 5 SPORTING GOODS CORPCOM08915P101283,37512,910SH SOLE112,91000
BIG LOTS INCCOM0893021033,838,147121,730SH SOLE1121,73000
BIGLARI HLDGS INCCOM08986R10124,62460SH DFND30060
BIGLARI HOLDINGS INCCOM08986R101384,545937SH SOLE193700
BILL BARRETT CORPCOM06846N1042,714,454134,246SH SOLE1134,24600
BIO RAD LABORATORIES ACOM0905722074,787,12542,666SH SOLE142,66600
BIO RAD LABS INCCOM09057220761,822551SH DFND300551
BIO REFERENCE LABS INCCOM09057G602546,71019,016SH SOLE119,01600
BIOCRYST PHARMACEUTICALSCOM15135B1011,25924SH DFND40024
BIOCRYST PHARMACEUTICALS ICOM09058V10352,49233,866SH SOLE133,86600
BIODELIVERY SCIENCES INTLCOM09060J10675,25618,536SH SOLE118,53600
BIOGEN IDEC INCCOM09062X10334,835,500161,875SH SOLE1161,87500
BIOGEN IDEC INCCOM09062X10327,330127SH DFND200127
BIOGEN IDEC INCCOM09062X103152,362708SH DFND300708
BIOGEN IDEC INCCOM16938G107150100SH DFND400100
BIOMARIN PHARMACEUTICAL INCOM09061G1011,546,55527,721SH SOLE127,72100
BIOMARIN PHARMACEUTICAL INCCOM09061G10115,384276SH DFND200276
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,95453SH DFND30053
BIOMARIN PHARMACEUTICAL INCCOM126650100395,3186,914SH DFND4006,914
BIOMED REALTY TRUST INCCOM09063H1077,939,526392,463SH SOLE1392,46300
BIO-REFERENCE LABS INCCOM09057G60253,5901,864SH DFND3001,864
BIOSCRIP INCCOM09069N108567,05634,367SH SOLE134,36700
BIOSCRIP INCCOM09069N1088,250500SH DFND200500
BIOSCRIP INCCOM09069N1087,904479SH DFND300479
BIOSPECIFICS TECHNOLOGIESCOM09093110653,2583,414SH SOLE13,41400
BIOTA PHARMACEUTIALS INCCOM336917109390,12118,910SH DFND40018,910
BIOTIME INCCOM09066L10592,24823,295SH SOLE123,29500
BIOTIME INCCOM09066L1059,5042,400SH DFND3002,400
BIRNER DENTAL MGMT SERVICESCOM09128320039,3582,200SH DFND2002,200
BITAUTO HLDGS LTDCOM0917271072,194200SH DFND200200
BJ S RESTAURANTS INCCOM09180C106705,53119,017SH SOLE119,01700
BJS RESTAURANTS INCCOM09180C1062,30062SH DFND20062
BLACK BOX CORPCOM091826107323,31112,769SH SOLE112,76900
BLACK DIAMOND INCCOM09202G101135,88614,456SH SOLE114,45600
BLACK HILLS CORPCOM0921131095,971,485122,492SH SOLE1122,49200
BLACK HILLS CORPCOM09211310948,7501,000SH DFND3001,000
BLACKBAUD INCCOM09227Q1001,139,78734,995SH SOLE134,99500
BLACKHAWK NETWORK HLDGS INCCOM09238E1049,280400SH DFND200400
BLACKROCK BUILD AMER BD TRCOM09248X100143,9257,125SH DFND3007,125
BLACKROCK BUILD AMER BD TRCOM01883A10760,0533,564SH DFND4003,564
BLACKROCK CORPOR HI YLD FD VCOM47200B10424,6581,750SH DFND4001,750
BLACKROCK CORPOR HI YLD FD VCOM61747710431,7682,200SH DFND4002,200
BLACKROCK CORPOR HI YLD IIICOM09255M1043,705500SH DFND200500
BLACKROCK CORPOR HI YLD IIICOM09255M10480,09510,809SH DFND30010,809
BLACKROCK CORPOR HI YLD IIICOM92206C4091,224,60415,482SH DFND40015,482
BLACKROCK CORPOR HIGH YLD FDCOM09255L10620,4192,801SH DFND3002,801
BLACKROCK CR ALLCTN INC TRCOM09250810015,5371,197SH DFND2001,197
BLACKROCK CR ALLCTN INC TRCOM09250810045,7803,527SH DFND3003,527
BLACKROCK CR ALLCTN INC TRCOM15018510627,076654SH DFND400654
BLACKROCK DEBT STRAT FD INCCOM09255R10325,5006,000SH DFND3006,000
BLACKROCK DEBT STRAT FD INCCOM16411R20890,1923,249SH DFND4003,249
BLACKROCK DEFINED OPPRTY CRCOM20605P1012,34428SH DFND40028
BLACKROCK ENERGY & RES TRCOM09250U10151,7192,066SH DFND2002,066
BLACKROCK ENERGY & RES TRCOM32076V1036,354600SH DFND400600
BLACKROCK ENH CAP & INC FD ICOM09256A10937,5822,978SH DFND3002,978
BLACKROCK ENHANCED EQT DIV TCOM09251A10475,2459,888SH DFND3009,888
BLACKROCK ENHANCED EQT DIV TCOM33582V1089,637957SH DFND400957
BLACKROCK FLOAT RATE OME STRCOM09255X10058,2053,760SH DFND3003,760
BLACKROCK FLOAT RATE OME STRCOM33643310768,3351,525SH DFND4001,525
BLACKROCK FLOATING RATE INCOCOM09194110430,1202,000SH DFND3002,000
BLACKROCK GLOBAL OPP EQTY TRCOM09250110566,8254,950SH DFND2004,950
BLACKROCK GLOBAL OPP EQTY TRCOM092501105159,97511,850SH DFND30011,850
BLACKROCK GLOBAL OPP EQTY TRCOM33733E30246,7621,030SH DFND4001,030
BLACKROCK HEALTH SCIENCES TRCOM09250W10712,428400SH DFND200400
BLACKROCK HEALTH SCIENCES TRCOM09250W10711,494370SH DFND300370
BLACKROCK HIGH YIELD TRCOM09248N1025,974824SH DFND300824
BLACKROCK INCCOM09247X10112,222,46447,586SH SOLE147,58600
BLACKROCK INCCOM09247X101148,973580SH DFND200580
BLACKROCK INCCOM09247X101126,654493SH DFND300493
BLACKROCK INCCOM34959E1091,838105SH DFND400105
BLACKROCK INCOME OPP TRUST ICOM0924751025,030500SH DFND200500
BLACKROCK INCOME OPP TRUST ICOM33734X16849,6301,870SH DFND4001,870
BLACKROCK INCOME TR INCCOM4523271096,51187SH DFND40087
BLACKROCK INTL GRWTH & INC TCOM09252410762,6458,500SH DFND2008,500
BLACKROCK INTL GRWTH & INC TCOM09252410755,8877,583SH DFND3007,583
BLACKROCK INTL GRWTH & INC TCOM45303840849713SH DFND40013
BLACKROCK INVT QUALITY MUN TCOM50076Q106192,4473,445SH DFND4003,445
BLACKROCK KELSO CAPITAL COCOM092533108474,19650,662SH SOLE150,66200
BLACKROCK KELSO CAPITAL CORPCOM092533108227,70424,327SH DFND20024,327
BLACKROCK KELSO CAPITAL CORPCOM09253310836,4583,895SH DFND3003,895
BLACKROCK KELSO CAPITAL CORPCOM36112J1073,930276SH DFND400276
BLACKROCK LONG-TERM MUNI ADVCOM09250B10339,5503,500SH DFND2003,500
BLACKROCK LONG-TERM MUNI ADVCOM09250B1035,650500SH DFND300500
BLACKROCK LTD DURATION INC TCOM09249W10114,072800SH DFND300800
BLACKROCK LTD DURATION INC TCOMG5480U1042,20530SH DFND40030
BLACKROCK MUN 2020 TERM TRCOM09249X10921,5551,333SH DFND2001,333
BLACKROCK MUN INCOME TRCOM56501R106134,2488,380SH DFND4008,380
BLACKROCK MUNI INTER DR FD ICOM09253X10274,6055,089SH DFND3005,089
BLACKROCK MUNI INTER DR FD ICOM55272X10237,1804,400SH DFND4004,400
BLACKROCK MUNIASSETS FD INCCOM09254J10253,2314,218SH DFND2004,218
BLACKROCK MUNIASSETS FD INCCOM64602510637,169895SH DFND400895
BLACKROCK MUNIENHANCED FD INCOM7134481081,059,89512,959SH DFND40012,959
BLACKROCK MUNIHLDGS NJ QLTYCOM73935X757265,0899,481SH DFND4009,481
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1072,920201SH DFND200201
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107115,3787,941SH DFND3007,941
BLACKROCK MUNIHLDNGS QLTY IICOM88160T10720,556340SH DFND400340
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10842,6003,000SH DFND2003,000
BLACKROCK MUNIHLDS INVSTM QLCOM9027481023,825100SH DFND400100
BLACKROCK MUNIHOLDNGS QLTY ICOM9229087445,067,88374,958SH DFND40074,958
BLACKROCK MUNIVEST FD II INCCOM09253T10111,362733SH DFND300733
BLACKROCK MUNIVEST FD INCCOM09253R10520,3002,000SH DFND2002,000
BLACKROCK MUNIY QUALITY FD ICOM09254G1084,274330SH DFND300330
BLACKROCK MUNIYIELD CALIF FDCOM09254M105115,1737,551SH DFND3007,551
BLACKROCK MUNIYIELD FD INCCOM09253W1049,963675SH DFND300675
BLACKROCK MUNIYIELD N J FD ICOM09254Y109292SH DFND2002
BLACKROCK MUNIYIELD NJ QLTYCOM92904210927,755335SH DFND400335
BLACKROCK MUNIYIELD NY QLTYCOM09255E10213,5801,000SH DFND3001,000
BLACKROCK MUNIYIELD NY QLTYCOM96208T1042,83837SH DFND40037
BLACKROCK MUNIYIELD PA QLTYCOM97717W505172,8822,637SH DFND4002,637
BLACKROCK MUNIYIELD QLTY FDCOM09254E10319,0001,361SH DFND2001,361
BLACKROCK MUNIYIELD QLTY FDCOM09254E10339,4932,829SH DFND3002,829
BLACKROCK MUNIYIELD QLTY FDCOM97717W8511,214,36626,625SH DFND40026,625
BLACKROCK MUNIYLD INVST QLTYCOM09254T10017,2771,300SH DFND3001,300
BLACKROCK MUNIYLD MICH QLTYCOM09254W103104,3048,200SH DFND2008,200
BLACKROCK MUNIYLD MICH QLTYCOM09254V105132,5369,625SH DFND2009,625
BLACKROCK N J MUN INCOME TRCOM12811P10830,3682,451SH DFND4002,451
BLACKROCK N Y MUN INCOME TRCOM27827910488,2685,327SH DFND4005,327
BLACKROCK REAL ASSET EQUITYCOM09254B1098,342960SH DFND300960
BLACKROCK S&P QLTY RK EQ MDCOM09250D1093,125250SH DFND200250
BLACKROCK SR HIGH INCOME FDCOM09255T109185,39344,673SH DFND30044,673
BLACKROCK STRATEGIC MUN TRCOM41021P10342,2842,322SH DFND4002,322
BLACKROCK UTIL & INFRASTRCTUCOM09248D10425,7161,420SH DFND2001,420
BLACKROCK UTIL & INFRASTRCTUCOM09248D104477,48826,366SH DFND30026,366
BLACKSTONE GROUP L PCOM09253U108100,8754,790SH DFND2004,790
BLACKSTONE GROUP L PCOM09253U108311,16214,775SH DFND30014,775
BLACKSTONE GROUP L PCOM45253H10121,5671,300SH DFND4001,300
BLACKSTONE GROUP L PCOM51476K1034,831100SH DFND400100
BLACKSTONE GROUP LP/THECOM09253U1082,372,767112,667SH SOLE1112,66700
BLACKSTONE GSO FLTING RTE FUCOM09256U105131,7926,583SH DFND2006,583
BLACKSTONE GSO FLTING RTE FUCOM72201E10514,2651,500SH DFND4001,500
BLACKSTONE GSO LNG SHRT CR ICOM73936T7711,47662SH DFND40062
BLDRS INDEX FDS TRCOM09348R30051,0591,486SH DFND3001,486
BLDRS INDEX FDS TRCOM09348R40918,133868SH DFND300868
BLOCK H & R INCCOM09367110515,540560SH DFND200560
BLOCK H & R INCCOM093671105127,8664,608SH DFND3004,608
BLOOMIN BRANDS INCCOM094235108315,20512,669SH SOLE112,66900
BLOOMIN BRANDS INCCOM0942351087,464300SH DFND300300
BLOUNT INTERNATIONAL INCCOM095180105398,45233,710SH SOLE133,71000
BLUCORA INCCOM095229100576,22331,080SH SOLE131,08000
BLUCORA INCCOM09522910016,556893SH DFND200893
BLUCORA INCCOM46146P10221,0801,000SH DFND4001,000
BLUE NILE INCCOM09578R103363,2179,614SH SOLE19,61400
BLUE NILE INCCOM46428610322,038976SH DFND400976
BLUEKNIGHT ENERGY PARTNERS LCOM09625U1092,309,992263,400SH DFND200263,400
BLUELINX HOLDINGS INCCOM09624H10948,56922,590SH SOLE122,59000
BLYTH INCCOM09643P207112,4488,055SH SOLE18,05500
BMC SOFTWARE INCCOM0559211002,355,45052,181SH SOLE152,18100
BMC SOFTWARE INCCOM05592110040,617900SH DFND300900
BNC BANCORPCOM05566T1015,434476SH DFND300476
BOARDWALK PIPELINE PARTNERSCOM0966271043,020100SH DFND200100
BOARDWALK PIPELINE PARTNERSCOM096627104178,7905,920SH DFND3005,920
BOARDWALK PIPELINE PARTNERSCOM50212V1001,54841SH DFND40041
BOB EVANS FARMSCOM0967611013,657,91077,861SH SOLE177,86100
BODY CENTRAL CORPCOM09689U102148,35811,138SH SOLE111,13800
BOEING COCOM0970231051,449,97114,154SH DFND20014,154
BOEING COCOM0970231051,678,04716,381SH DFND30016,381
BOEING COCOM5591661034,312800SH DFND400800
BOEING CO/THECOM09702310532,707,453362,432SH SOLE1362,43200
BOFI HLDG INCCOM05566U1086,873150SH DFND200150
BOFI HLDG INCCOM58463J30413,555947SH DFND400947
BOFI HOLDING INCCOM05566U108350,5697,651SH SOLE17,65100
BOINGO WIRELESS INCCOM09739C10267,54610,877SH SOLE110,87700
BOISE CASCADE COCOM09739D100236,7709,318SH SOLE19,31800
BOISE INCCOM09746Y105591,07969,213SH SOLE169,21300
BOISE INCCOM09746Y10513,6641,600SH DFND3001,600
BOK FINANCIAL CORPORATIONCOM05561Q20155,403865SH SOLE186500
BOK FINL CORPCOM05561Q20124,339380SH DFND200380
BOK FINL CORPCOM05561Q2016,864107SH DFND300107
BOK FINL CORPCOM60855R1008,663233SH DFND400233
BOLT TECHNOLOGY CORPCOM097698104100,8925,907SH SOLE15,90700
BON TON STORES INC/THECOM09776J101157,3068,715SH SOLE18,71500
BONANZA CREEK ENERGY INCCOM097793103241,9796,824SH SOLE16,82400
BOOZ ALLEN HAMILTON HOLDINCOM09950210614,234819SH SOLE181900
BORGWARNER INCCOM0997241063,263,87937,886SH SOLE137,88600
BORGWARNER INCCOM09972410686210SH DFND30010
BOSTON BEER COMPANY INC ACOM1005571071,037,8326,082SH SOLE16,08200
BOSTON PRIVATE FINL HLDGS INCOM1011191051,277120SH DFND200120
BOSTON PRIVATE FINL HOLDINCOM101119105644,80560,602SH SOLE160,60200
BOSTON PROPERTIES INCCOM1011211015,512,81152,269SH SOLE152,26900
BOSTON PROPERTIES INCCOM1011211012,10920SH DFND30020
BOSTON PROPERTIES INCCOM6087531099,3001,500SH DFND4001,500
BOSTON SCIENTIFIC CORPCOM1011371074,359,709470,303SH SOLE1470,30300
BOSTON SCIENTIFIC CORPCOM1011371075,488592SH DFND200592
BOSTON SCIENTIFIC CORPCOM10113710769,4887,496SH DFND3007,496
BOSTON SCIENTIFIC CORPCOM65566410075,5241,260SH DFND4001,260
BOTTOMLINE TECHNOLOGIES (DCOM101388106732,24728,954SH SOLE128,95400
BOULDER BRANDS INCCOM101405108489,18240,596SH SOLE140,59600
BOULDER BRANDS INCCOM10140510811,448950SH DFND200950
BOULDER BRANDS INCCOM7766961066,33551SH DFND40051
BOULDER TOTAL RETURN FD INCCOM00105510284,9491,462SH DFND4001,462
BOVIE MEDICAL CORPCOM10211F100885300SH DFND300300
BOYD GAMING CORPCOM103304101487,29043,123SH SOLE143,12300
BOYD GAMING CORPCOM1033041011,130100SH DFND300100
BP PLCCOM055622104422,72210,128SH DFND20010,128
BP PLCCOM0556221041,839,78444,077SH DFND30044,077
BP PLCCOM78464A680262,8005,738SH DFND4005,738
BP PRUDHOE BAY RTY TRCOM055630107342,2403,555SH DFND2003,555
BP PRUDHOE BAY RTY TRCOM055630107238,0762,473SH DFND3002,473
BP PRUDHOE BAY RTY TRCOM87425E10322920SH DFND40020
BPZ RESOURCES INCCOM055639108128,93472,030SH SOLE172,03000
BPZ RESOURCES INCCOM055639108984,500550,000SH DFND200550,000
BRADY CORPCOM1046741063,073100SH DFND200100
BRADY CORPORATION CL ACOM1046741062,161,17970,328SH SOLE170,32800
BRANDYWINE REALTY TRUSTCOM10536820370,9945,251SH SOLE15,25100
BRANDYWINE RLTY TRCOM10536820357,9874,289SH DFND2004,289
BRANDYWINE RLTY TRCOM8807701025,271300SH DFND400300
BRASKEM S ACOM9139031006,49597SH DFND40097
BRAVO BRIO RESTAURANT GROUCOM10567B109239,78613,456SH SOLE113,45600
BRE PROPERTIES INCCOM05564E1068,102,440161,984SH SOLE1161,98400
BRE PROPERTIES INCCOM05564E10610,704214SH DFND300214
BREITBURN ENERGY PARTNERS LPCOM10677610749,2752,700SH DFND2002,700
BREITBURN ENERGY PARTNERS LPCOM106776107105,9415,805SH DFND3005,805
BREITBURN ENERGY PARTNERS LPCOM92824110897434SH DFND40034
BRF SACOM10552T1072,922135SH DFND200135
BRIDGE BANCORP INCCOM108035106133,2235,921SH SOLE15,92100
BRIDGE CAPITAL HOLDINGSCOM108030107101,5206,401SH SOLE16,40100
BRIDGEPOINT ED INCCOM10807M10525,4562,090SH DFND3002,090
BRIDGEPOINT EDUCATION INCCOM10807M105145,98911,986SH SOLE111,98600
BRIGGS & STRATTON CORPCOM1090431091,03052SH DFND20052
BRIGGS + STRATTONCOM109043109745,11437,632SH SOLE137,63200
BRIGHT HORIZONS FAM SOL IN DCOM1091941003,575103SH DFND200103
BRIGHT HORIZONS FAMILY SOLCOM109194100282,0198,125SH SOLE18,12500
BRIGHTCOVECOM10921T10135,7234,078SH SOLE14,07800
BRINK S CO/THECOM1096961043,366,249131,958SH SOLE1131,95800
BRINKER INTERNATIONAL INCCOM1096411006,801,084172,485SH SOLE1172,48500
BRINKER INTL INCCOM931142103409,3235,495SH DFND4005,495
BRINKS COCOM10969610430612SH DFND20012
BRISTOL MYERS SQUIBB COCOM110122108235,361,5835,266,538SH SOLE15,266,53800
BRISTOL MYERS SQUIBB COCOM110122108583,88313,065SH DFND20013,065
BRISTOL MYERS SQUIBB COCOM1101221082,168,21248,517SH DFND30048,517
BRISTOL MYERS SQUIBB COCOM00764C1093,964234SH DFND400234
BRISTOW GROUP INCCOM1103941031,811,32427,730SH SOLE127,73000
BRITISH AMERN TOB PLCCOM1104481071,64716SH DFND30016
BRITISH AMERN TOB PLCCOM06739F39024,7101,000SH DFND4001,000
BROADCOM CORPCOM11132010719,905589SH DFND200589
BROADCOM CORPCOM111320107383,87711,359SH DFND30011,359
BROADCOM CORPCOM06740L44422,478665SH DFND400665
BROADCOM CORP CL ACOM1113201077,283,315215,738SH SOLE1215,73800
BROADRIDGE FINANCIAL SOLUTCOM11133T1036,737,711253,488SH SOLE1253,48800
BROADRIDGE FINL SOLUTIONS INCOM11133T1038,080304SH DFND300304
BROADRIDGE FINL SOLUTIONS INCOM09255R1039,1382,150SH DFND4002,150
BROADSOFT INCCOM11133B409522,41318,928SH SOLE118,92800
BROADSOFT INCCOM11133B409171,3686,209SH DFND3006,209
BROCADE COMMUNICATIONS SYSCOM11162130688,73315,405SH SOLE115,40500
BROCADE COMMUNICATIONS SYS ICOM74347R396218,3877,363SH DFND4007,363
BROOKDALE SENIOR LIVING INCOM11246310486,3003,264SH SOLE13,26400
BROOKFIELD ASSET MGMT INCCOM11258510483,0262,305SH DFND3002,305
BROOKFIELD ASSET MGMT INCCOM7609759026020SHCallDFND40020
BROOKFIELD INFRAST PARTNERSCOMG1625210138,3461,050SH DFND2001,050
BROOKFIELD INFRAST PARTNERSCOMG16252101421,73611,548SH DFND30011,548
BROOKFIELD INFRAST PARTNERSCOM8245961005,433167SH DFND400167
BROOKFIELD PPTY PARTNERS L PCOMG1624910734517SH DFND30017
BROOKFIELD TOTAL RETURN FD ICOM11283U1083,414142SH DFND200142
BROOKLINE BANCORP INCCOM11373M107470,57854,214SH SOLE154,21400
BROOKS AUTOMATION INCCOM114340102499,80151,367SH SOLE151,36700
BROWN & BROWN INCCOM95766E1037,539569SH DFND400569
BROWN + BROWN INCCOM1152361018,014,284248,582SH SOLE1248,58200
BROWN FORMAN CORPCOM11563720935,937532SH DFND200532
BROWN FORMAN CORP CLASS BCOM1156372093,379,93250,036SH SOLE150,03600
BROWN SHOE COMPANY INCCOM115736100710,46832,999SH SOLE132,99900
BRUKER CORPCOM11679410826,5181,642SH SOLE11,64200
BRUNSWICK CORPCOM1170431092,212,79369,258SH SOLE169,25800
BRUNSWICK CORPCOM1170431096,422201SH DFND200201
BRUNSWICK CORPCOM1170431093,834120SH DFND300120
BRUNSWICK CORPCOM03512820615711SH DFND40011
BRYN MAWR BANK CORPCOM117665109188,3057,869SH SOLE17,86900
BSB BANCORP INC/MACOM05573H10874,2715,648SH SOLE15,64800
BT GROUP PLCCOM05577E1011,50432SH DFND20032
BT GROUP PLCCOMG169621054,88369SH DFND40069
BUCKEYE PARTNERS L PCOM118230101586,1758,355SH DFND2008,355
BUCKEYE PARTNERS L PCOM1182301011,083,20015,439SH DFND30015,439
BUCKEYE PARTNERS L PCOM22002T10819,406761SH DFND400761
BUCKEYE TECHNOLOGIES INCCOM1182551081,128,57230,469SH SOLE130,46900
BUCKLE INCCOM11844010645,518875SH DFND300875
BUCKLE INC/THECOM1184401061,116,76521,468SH SOLE121,46800
BUFFALO WILD WINGS INCCOM1198481091,412,81714,393SH SOLE114,39300
BUILD A BEAR WORKSHOPCOM120076104607100SH DFND300100
BUILDERS FIRSTSOURCE INCCOM12008R107185,17130,965SH SOLE130,96500
BUNGE LIMITEDCOMG1696210513,847196SH DFND300196
BUNGE LIMITEDCOM23311P10034,155631SH DFND400631
BUNGE LTDCOMG16962105346,8444,901SH SOLE14,90100
BURGER KING WORLDWIDE INCCOM1212201071,951100SH DFND300100
C + F FINANCIAL CORPCOM12466Q104122,9962,207SH SOLE12,20700
C H ROBINSON WORLDWIDE INCCOM12541W20923,369415SH DFND300415
C H ROBINSON WORLDWIDE INCCOM25960P1098,857355SH DFND400355
C&J ENERGY SVCS INCCOM12467B30498,7875,100SH DFND3005,100
C.H. ROBINSON WORLDWIDE INCOM12541W2093,604,00964,003SH SOLE164,00300
C+J ENERGY SERVICES INCCOM12467B304669,15634,546SH SOLE134,54600
CA INCCOM12673P105184,496,9026,444,181SH SOLE16,444,18100
CA INCCOM12673P105193,6426,766SH DFND2006,766
CA INCCOM4642871761,996,62817,825SH DFND40017,825
CABELA S INCCOM12680430111,029,276170,310SH SOLE1170,31000
CABELAS INCCOM12680430175,6401,168SH DFND3001,168
CABLEVISION SYS CORPCOM12686C10917,1681,021SH DFND3001,021
CABLEVISION SYS CORPCOM4642873091,176,22414,001SH DFND40014,001
CABLEVISION SYSTEMS NY GRPCOM12686C1091,265,50375,238SH SOLE175,23800
CABOT CORPCOM1270551014,732,882126,480SH SOLE1126,48000
CABOT MICROELECTRONICS CORCOM12709P103601,14518,211SH SOLE118,21100
CABOT OIL & GAS CORPCOM12709710357,726813SH DFND300813
CABOT OIL & GAS CORPCOM46428766323,635216SH DFND400216
CABOT OIL + GAS CORPCOM1270971035,686,21680,065SH SOLE180,06500
CACI INTERNATIONAL INC CLCOM1271903041,116,59917,587SH SOLE117,58700
CADENCE DESIGN SYS INCCOM12738710814,469,328999,263SH SOLE1999,26300
CADENCE DESIGN SYSTEM INCCOM12738710815911SH DFND30011
CADENCE DESIGN SYSTEM INCCOM48248M10253,0822,700SH DFND4002,700
CADENCE PHARMACEUTICALS INCOM12738T100282,46441,417SH SOLE141,41700
CADENCE PHARMACEUTICALS INCCOM12738T1006,8201,000SH DFND3001,000
CADIZ INCCOM12753720741,1388,943SH SOLE18,94300
CAESARS ENTERTAINMENT CORPCOM127686103347,59625,372SH SOLE125,37200
CAFEPRESS INCCOM12769A10319,8263,162SH SOLE13,16200
CAI INTERNATIONAL INCCOM12477X106235,4889,991SH SOLE19,99100
CAL DIVE INTERNATIONAL INCCOM12802T101124,43766,190SH SOLE166,19000
CAL DIVE INTL INC DELCOM5926881054,22521SH DFND40021
CAL MAINE FOODS INCCOM128030202518,40011,146SH SOLE111,14600
CAL MAINE FOODS INCCOM1280302026,046130SH DFND200130
CALAMOS ASSET MANAGEMENT ACOM12811R104157,50015,000SH SOLE115,00000
CALAMOS ASSET MGMT INCCOM12811R1044,200400SH DFND300400
CALAMOS ASSET MGMT INCCOM5951371001,63872SH DFND40072
CALAMOS CONV & HIGH INCOME FCOM12811P1084,163336SH DFND200336
CALAMOS CONV & HIGH INCOME FCOM12811P108638,76951,555SH DFND30051,555
CALAMOS CONV & HIGH INCOME FCOM05561Q201201,6933,149SH DFND4003,149
CALAMOS CONV OPP AND INC FDCOM12811710863,0505,000SH DFND2005,000
CALAMOS CONV OPP AND INC FDCOM128117108306,14024,278SH DFND30024,278
CALAMOS CONV OPP AND INC FDCOM12709710388,8201,251SH DFND4001,251
CALAMOS GBL DYN INCOME FUNDCOM12811L107231,31027,735SH DFND30027,735
CALAMOS STRATEGIC TOTL RETNCOM12812510115,1391,493SH DFND2001,493
CALAMOS STRATEGIC TOTL RETNCOM12812510113,3491,316SH DFND3001,316
CALAMOS STRATEGIC TOTL RETNCOM20451Q10433,8331,930SH DFND4001,930
CALAMP CORPCOM128126109392,39026,876SH SOLE126,87600
CALAMP CORPCOM1281261092,920200SH DFND200200
CALAMP CORPCOM12812610929,2002,000SH DFND3002,000
CALAVO GROWERS INCCOM128246105252,0789,271SH SOLE19,27100
CALGON CARBON CORPCOM129603106696,77441,773SH SOLE141,77300
CALGON CARBON CORPCOM12960310643,3682,600SH DFND2002,600
CALIFORNIA FIRST NATL BANCCOM13022210225,6911,557SH SOLE11,55700
CALIFORNIA WATER SERVICE GCOM130788102630,32932,308SH SOLE132,30800
CALIFORNIA WTR SVC GROUPCOM13078810219,5101,000SH DFND3001,000
CALIX NETWORKS INCCOM13100M509273,03327,033SH SOLE127,03300
CALLAWAY GOLF COCOM131193104855130SH DFND300130
CALLAWAY GOLF COCOM13119390485,540130SHCallDFND300130
CALLAWAY GOLF COMPANYCOM131193104334,75850,875SH SOLE150,87500
CALLIDUS SOFTWARE INCCOM13123E500169,05325,653SH SOLE125,65300
CALLON PETE CO DELCOM13123X10210,1103,000SH DFND3003,000
CALLON PETE CO DELCOM13123X9021,011,0003,000SHCallDFND3003,000
CALLON PETROLEUM COCOM13123X10291,55327,167SH SOLE127,16700
CALPINE CORPCOM131347304272,59312,840SH SOLE112,84000
CALPINE CORPCOM1313473045,308250SH DFND200250
CALPINE CORPCOM13134730421,145996SH DFND300996
CALPINE CORPCOM66734010374,4275,509SH DFND4005,509
CALUMET SPECIALTY PRODS PTNRCOM13147610368,9501,895SH DFND2001,895
CALUMET SPECIALTY PRODS PTNRCOM131476103512,23014,080SH DFND30014,080
CALUMET SPECIALTY PRODS PTNRCOM72378710722,147153SH DFND400153
CAMAC ENERGY INCCOM73755L10756,4321,480SH DFND4001,480
CAMBREX CORPCOM132011107320,93322,973SH SOLE122,97300
CAMBRIA ETF TRCOM1320612015,014200SH DFND200200
CAMBRIA ETF TRCOM132061201102,7874,100SH DFND3004,100
CAMDEN NATIONAL CORPCOM133034108187,7435,293SH SOLE15,29300
CAMDEN PROPERTY TRUSTCOM13313110212,285,003177,683SH SOLE1177,68300
CAMECO CORPCOM13321L10872,3323,501SH DFND2003,501
CAMECO CORPCOM13321L1085,682275SH DFND300275
CAMECO CORPCOM73935X7995,494130SH DFND400130
CAMERON INTERNATIONAL CORPCOM13342B10512,211,695199,668SH SOLE1199,66800
CAMERON INTERNATIONAL CORPCOM13342B1051222SH DFND2002
CAMERON INTERNATIONAL CORPCOM13342B105145,8672,385SH DFND3002,385
CAMERON INTERNATIONAL CORPCOM75121210131,273180SH DFND400180
CAMPBELL SOUP COCOM1344291093,344,20174,664SH SOLE174,66400
CAMPBELL SOUP COCOM13442910953,7481,200SH DFND2001,200
CAMPBELL SOUP COCOM13442910955,0921,230SH DFND3001,230
CAMPBELL SOUP COCOM80007V10617,2861,384SH DFND4001,384
CAMPUS CREST COMMUNITIES ICOM13466Y105511,93744,362SH SOLE144,36200
CANADIAN NAT RES LTDCOM13638510143,5771,542SH DFND3001,542
CANADIAN NATL RY COCOM1363751022,91830SH DFND20030
CANADIAN NATL RY COCOM13637510258,362600SH DFND300600
CANADIAN NATL RY COCOM80007A10210,282691SH DFND400691
CANADIAN OIL SANDS LTDCOM13643E9561,959,755105,859SH SOLE1105,85900
CANON INCCOM1380063091,77554SH DFND20054
CANON INCCOM1380063092,13765SH DFND30065
CANON INCCOMG8107510644,5203,000SH DFND4003,000
CANTEL MEDICAL CORPCOM138098108557,12816,449SH SOLE116,44900
CANTERBURY PARK HOLDING CORPCOM13811E1011,995203SH DFND300203
CAPE BANCORP INCCOM13920910073,7777,766SH SOLE17,76600
CAPELLA EDUCATION COCOM139594105404,4229,710SH SOLE19,71000
CAPITAL BANK FINANCIAL CLCOM139794101125,3726,602SH SOLE16,60200
CAPITAL CITY BANK GROUP INCOM13967410592,5518,027SH SOLE18,02700
CAPITAL ONE FINANCIAL CORPCOM14040H10514,960,525238,187SH SOLE1238,18700
CAPITAL ONE FINL CORPCOM14040H10530,651488SH DFND200488
CAPITAL ONE FINL CORPCOM14040H105176,8732,816SH DFND3002,816
CAPITAL ONE FINL CORPCOM83589810756915SH DFND40015
CAPITAL PRODUCT PARTNERS L PCOMY1108210776,8208,278SH DFND3008,278
CAPITAL PRODUCT PARTNERS L PCOM96216610496,5243,388SH DFND4003,388
CAPITAL SENIOR LIVING CORPCOM140475104463,51719,394SH SOLE119,39400
CAPITAL SOUTHWEST CORPCOM140501107282,2762,048SH SOLE12,04800
CAPITALSOURCE INCCOM14055X10261,7396,582SH SOLE16,58200
CAPITOL FED FINL INCCOM14057J1019,728801SH DFND300801
CAPITOL FEDERAL FINANCIALCOM14057J10162,3395,135SH SOLE15,13500
CAPLEASE INCCOM140288101515,43961,071SH SOLE161,07100
CAPSTEAD MORTGAGE CORPCOM14067E506822,19567,950SH SOLE167,95000
CAPSTEAD MTG CORPCOM14067E5064,235350SH DFND300350
CAPSTONE TURBINE CORPCOM14067D102240,556205,603SH SOLE1205,60300
CAPSTONE TURBINE CORPCOM98584B103648200SH DFND400200
CARBO CERAMICS INCCOM1407811052,772,38441,115SH SOLE141,11500
CARBO CERAMICS INCCOM06739H24825,676415SH DFND400415
CARBONITE INCCOM14133710596,2837,771SH SOLE17,77100
CARDINAL FINANCIAL CORPCOM14149F109294,67420,128SH SOLE120,12800
CARDINAL HEALTH INCCOM14149Y1085,389,249114,179SH SOLE1114,17900
CARDINAL HEALTH INCCOM14149Y1081,55833SH DFND20033
CARDINAL HEALTH INCCOM14149Y108276,7045,862SH DFND3005,862
CARDINAL HEALTH INCCOM27829L105106,9325,417SH DFND4005,417
CARDIOVASCULAR SYSTEMS INCCOM141619106269,28212,702SH SOLE112,70200
CARDTRONICS INCCOM14161H108944,66534,227SH SOLE134,22700
CAREER EDUCATION CORPCOM141665109116,05540,019SH SOLE140,01900
CAREFUSION CORPCOM14170T1014,149,973112,618SH SOLE1112,61800
CAREFUSION CORPCOM14170T10111,460311SH DFND200311
CAREFUSION CORPCOM14170T1016,854186SH DFND300186
CAREFUSION CORPCOM33738C10350021SH DFND40021
CARLISLE COS INCCOM1423391008,342,997133,895SH SOLE1133,89500
CARLISLE COS INCCOM142339100764,23212,265SH DFND30012,265
CARLISLE COS INCCOM4642869083,96060SHCallDFND40060
CARLYLE GROUP L PCOM14309L1023,588140SH DFND300140
CARMAX INCCOM1431301024,358,56694,423SH SOLE194,42300
CARMAX INCCOM1431301023,50876SH DFND20076
CARMAX INCCOM14313010223,080500SH DFND300500
CARMAX INCCOM00037520432,4901,500SH DFND4001,500
CARMIKE CINEMAS INCCOM143436400236,15312,198SH SOLE112,19800
CARMIKE CINEMAS INCCOM00817Y108138,8512,185SH DFND4002,185
CARNIVAL CORPCOM1436583006,402,286186,710SH SOLE1186,71000
CARNIVAL CORPCOM143658300107,7393,142SH DFND2003,142
CARNIVAL CORPCOM14365830048,1771,405SH DFND3001,405
CARNIVAL CORPCOM06405810034,9781,247SH DFND4001,247
CARNIVAL PLCCOM14365C10314,024400SH DFND300400
CARPENTER TECHNOLOGYCOM1442851034,201,87693,230SH SOLE193,23000
CARRIAGE SERVICES INCCOM143905107185,19610,926SH SOLE110,92600
CARRIAGE SVCS INCCOM1439051071,695100SH DFND200100
CARRIZO OIL & GAS INCCOM14457710345,3281,600SH DFND3001,600
CARRIZO OIL + GAS INCCOM144577103861,45930,408SH SOLE130,40800
CARROLS RESTAURANT GROUP ICOM14574X10467,81110,497SH SOLE110,49700
CARTER INCCOM14622910917,851241SH DFND200241
CARTER S INCCOM1462291097,886,677106,476SH SOLE1106,47600
CASCADE BANCORPCOM14715420725,8714,166SH SOLE14,16600
CASCADE BANCORPCOM1471542074,968800SH DFND200800
CASELLA WASTE SYSTEMS INCCOM147448104111,07325,771SH SOLE125,77100
CASEY S GENERAL STORES INCCOM1475281031,775,26129,509SH SOLE129,50900
CASEYS GEN STORES INCCOM1475281037,821130SH DFND300130
CASEYS GEN STORES INCCOM07317Q1053,604100SH DFND400100
CASH AMER INTL INCCOM14754D10060,2351,325SH DFND2001,325
CASH AMERICA INTL INCCOM14754D1001,030,76022,674SH SOLE122,67400
CASS INFORMATION SYSTEMS ICOM14808P109324,6367,042SH SOLE17,04200
CASTLE (A.M.) + COCOM148411101203,87112,936SH SOLE112,93600
CATAMARAN CORPCOM148887102743,32115,257SH SOLE115,25700
CATAMARAN CORPCOM148887102125,9472,583SH DFND3002,583
CATAMARAN CORPCOM169379104125100SH DFND400100
CATERPILLAR INCCOM14912310117,258,475209,219SH SOLE1209,21900
CATERPILLAR INC DELCOM1491231012,882,32134,941SH DFND20034,941
CATERPILLAR INC DELCOM1491231012,789,98233,822SH DFND30033,822
CATERPILLAR INC DELCOM22704610913,052791SH DFND400791
CATHAY GENERAL BANCORPCOM1491501044,197,126206,247SH SOLE1206,24700
CATO CORP CLASS ACOM149205106528,80321,186SH SOLE121,18600
CAVCO INDUSTRIES INCCOM149568107239,4364,746SH SOLE14,74600
CAVIUM INCCOM14964U1081,211,17534,243SH SOLE134,24300
CBEYOND INCCOM149847105166,96121,296SH SOLE121,29600
CBIZ INCCOM124805102175,57426,166SH SOLE126,16600
CBIZ INCCOM12480510215,4332,300SH DFND3002,300
CBL & ASSOC PPTYS INCCOM12663P10742,0841,400SH DFND4001,400
CBL + ASSOCIATES PROPERTIECOM124830100106,9074,991SH SOLE14,99100
CBOE HLDGS INCCOM12503M10822,154475SH DFND300475
CBOE HOLDINGS INCCOM12503M1088,518,096182,635SH SOLE1182,63500
CBRE CLARION GLOBAL REAL ESTCOM12504G10012,8441,424SH DFND2001,424
CBRE CLARION GLOBAL REAL ESTCOM12504G10092,51210,256SH DFND30010,256
CBRE CLARION GLOBAL REAL ESTCOM28176E108162,2212,414SH DFND4002,414
CBRE GROUP INCCOM12504L109703SH DFND3003
CBRE GROUP INCCOM248019101729,59021,056SH DFND40021,056
CBRE GROUP INC ACOM12504L1092,360,037101,029SH SOLE1101,02900
CBS CORP CLASS B NON VOTINCOM12485720211,730,950240,044SH SOLE1240,04400
CBS CORP NEWCOM1248572029,432193SH DFND200193
CBS CORP NEWCOM124857202524,76610,738SH DFND30010,738
CBS CORP NEWCOM27727610130,217537SH DFND400537
CDI CORPCOM125071100150,50710,629SH SOLE110,62900
CDN IMPERIAL BK OF COMMERCECOM1360691013,33647SH DFND20047
CEC ENTERTAINMENT INCCOM125137109575,83214,031SH SOLE114,03100
CECO ENVIRONMENTAL CORPCOM12514110160,7504,939SH SOLE14,93900
CEDAR FAIR L PCOM15018510671,4941,727SH DFND2001,727
CEDAR FAIR L PCOM15018510676,7971,855SH DFND3001,855
CEDAR FAIR L PCOM33734G108576,29630,917SH DFND40030,917
CEDAR REALTY TRUST INCCOM150602209238,24445,993SH SOLE145,99300
CELADON GROUP INCCOM150838100251,94113,805SH SOLE113,80500
CELANESE CORP DELCOM1508701031794SH DFND3004
CELANESE CORP SERIES ACOM150870103123,4692,756SH SOLE12,75600
CELGENE CORPCOM15102010422,549,250192,877SH SOLE1192,87700
CELGENE CORPCOM151020104254,5482,176SH DFND2002,176
CELGENE CORPCOM151020104354,4493,030SH DFND3003,030
CELGENE CORPCOM34964C1063,71996SH DFND40096
CELLCOM ISRAEL LTDCOMM2196U1094,615500SH DFND200500
CELLCOM ISRAEL LTDCOMM2196U1093,857418SH DFND300418
CELLDEX THERAPEUTICS INCCOM15117B103866,51155,510SH SOLE155,51000
CELLDEX THERAPEUTICS INC NEWCOM15117B1031258SH DFND2008
CELSION CORPORATIONCOMM520201001,611115SH DFND400115
CEMEX SAB DE CVCOM15129088968,0616,433SH DFND3006,433
CEMEX SAB DE CVCOM46123D2051,538100SH DFND400100
CEMPRA INCCOM15130J10922,7932,911SH SOLE12,91100
CENOVUS ENERGY INCCOM15135U10911,660409SH DFND200409
CENOVUS ENERGY INCCOM15135U10994133SH DFND30033
CENOVUS ENERGY INCCOM46428734122,968600SH DFND400600
CENTENE CORPCOM15135B1012,103,90840,105SH SOLE140,10500
CENTENE CORP DELCOM4642888026,834101SH DFND400101
CENTER BANCORP INCCOM151408101103,9188,189SH SOLE18,18900
CENTERPOINT ENERGY INCCOM15189T1075,253,797223,661SH SOLE1223,66100
CENTERPOINT ENERGY INCCOM15189T1074,651198SH DFND200198
CENTERPOINT ENERGY INCCOM15189T10768,7082,925SH DFND3002,925
CENTERSTATE BANKS INCCOM15201P109179,77120,711SH SOLE120,71100
CENTRAL EUROPEAN MEDIA ENTCOMG2004520283,69725,286SH SOLE125,28600
CENTRAL FD CDA LTDCOM15350110164,2874,727SH DFND2004,727
CENTRAL FD CDA LTDCOM15350110199,9607,350SH DFND3007,350
CENTRAL FD CDA LTDCOM3166451002,725122SH DFND400122
CENTRAL GARDEN & PET COCOM1535271068,0941,140SH DFND2001,140
CENTRAL GARDEN AND PET COCOM153527205208,10430,160SH SOLE130,16000
CENTRAL GOLDTRUSTCOM1535461065,525125SH DFND200125
CENTRAL GOLDTRUSTCOM15354610656,1341,270SH DFND3001,270
CENTRAL GOLDTRUSTCOM45865V1007,11040SH DFND40040
CENTRAL PACIFIC FINANCIALCOM154760409268,03814,891SH SOLE114,89100
CENTRAL SECS CORPCOM15512310284440SH DFND30040
CENTURY ALUMINUM COMPANYCOM156431108369,84539,854SH SOLE139,85400
CENTURY BANCORP INC CL ACOM15643210683,0552,373SH SOLE12,37300
CENTURYLINK INCCOM15670010610,926,084309,083SH SOLE1309,08300
CENTURYLINK INCCOM156700106354,15510,019SH DFND20010,019
CENTURYLINK INCCOM156700106711,27720,121SH DFND30020,121
CENTURYLINK INCCOM48213W1017,7351,300SH DFND4001,300
CENVEO INCCOM15670S10579,18737,177SH SOLE137,17700
CEPHEIDCOM15670R1071,17034SH DFND20034
CEPHEIDCOM4881522083,494200SH DFND400200
CEPHEID INCCOM15670R1071,555,40545,189SH SOLE145,18900
CERES INCCOM15677310312,8614,109SH SOLE14,10900
CERNER CORPCOM1567821046,016,96462,618SH SOLE162,61800
CERNER CORPCOM156782104430,7714,483SH DFND2004,483
CERNER CORPCOM156782104260,1162,707SH DFND3002,707
CERNER CORPCOM52728810411,406435SH DFND400435
CERUS CORPCOM157085101196,61944,484SH SOLE144,48400
CERUS CORPCOM15708510114,5863,300SH DFND2003,300
CERUS CORPCOM1570851014,4201,000SH DFND3001,000
CEVA INCCOM157210105346,06017,875SH SOLE117,87500
CEVA INCCOM15721010519,3601,000SH DFND3001,000
CEVA INCCOM55284810324,4014,020SH DFND4004,020
CF INDS HLDGS INCCOM1252691006,00335SH DFND20035
CF INDS HLDGS INCCOM1252691004,97429SH DFND30029
CF INDUSTRIES HOLDINGS INCCOM1252691004,584,88126,734SH SOLE126,73400
CHAMBERS STR PPTYSCOM1578421051,196,080119,608SH DFND200119,608
CHAMBERS STR PPTYSCOM157842105291,40029,140SH DFND30029,140
CHARLES & COLVARD LTDCOM159765106408100SH DFND300100
CHARLES RIV LABS INTL INCCOM617446448181,1487,415SH DFND4007,415
CHARLES RIVER LABORATORIESCOM1598641074,217,104102,781SH SOLE1102,78100
CHART INDS INCCOM16115Q30812,420132SH DFND200132
CHART INDS INCCOM16115Q3085,83462SH DFND30062
CHART INDS INCCOM6935061074,97834SH DFND40034
CHART INDUSTRIES INCCOM16115Q3081,937,68920,594SH SOLE120,59400
CHARTER COMMUNICATION ACOM16117M305106,387859SH SOLE185900
CHARTER FINANCIAL CORPCOM16122W10856,8315,638SH SOLE15,63800
CHASE CORPCOM16150R10498,4064,401SH SOLE14,40100
CHATHAM LODGING TRUSTCOM16208T102205,98811,990SH SOLE111,99000
CHECK POINT SOFTWARE TECHCOMM22465104552,19311,115SH SOLE111,11500
CHECK POINT SOFTWARE TECH LTCOMM2246510464613SH DFND20013
CHECK POINT SOFTWARE TECH LTCOM74834L10030,315500SH DFND400500
CHECKPOINT SYSTEMS INCCOM162825103444,88531,352SH SOLE131,35200
CHEESECAKE FACTORY INC/THECOM1630721015,864,474139,997SH SOLE1139,99700
CHEFS WAREHOUSE INC/THECOM163086101130,3427,578SH SOLE17,57800
CHELSEA THERAPEUTICS INTL LTCOM75490710349,339891SH DFND400891
CHEMED CORPCOM16359R1031,076,23714,859SH SOLE114,85900
CHEMICAL FINANCIAL CORPCOM163731102492,09518,934SH SOLE118,93400
CHEMICAL FINL CORPCOM16373110219,493750SH DFND200750
CHEMICAL FINL CORPCOM16373110213,437517SH DFND300517
CHEMOCENTRYX INCCOM16383L10652,8273,736SH SOLE13,73600
CHEMTURA CORPCOM1638932091,379,50767,956SH SOLE167,95600
CHEMTURA CORPCOM780087102117,0862,008SH DFND4002,008
CHENIERE ENERGY INCCOM16411R208137,7454,962SH SOLE14,96200
CHENIERE ENERGY INCCOM16411R20870,2882,532SH DFND2002,532
CHENIERE ENERGY INCCOM16411R208124,0874,470SH DFND3004,470
CHENIERE ENERGY INCCOM806857108258,1913,603SH DFND4003,603
CHENIERE ENERGY PARTNERS LPCOM16411Q1015,978200SH DFND200200
CHENIERE ENERGY PARTNERS LPCOM16411Q101105,6913,536SH DFND3003,536
CHENIERE ENERGY PARTNERS LPCOM81211K100856,38035,757SH DFND40035,757
CHEROKEE INCCOM16444H10273,8305,777SH SOLE15,77700
CHESAPEAKE ENERGY CORPCOM1651671074,271,403209,588SH SOLE1209,58800
CHESAPEAKE ENERGY CORPCOM1651671071,262,77061,961SH DFND20061,961
CHESAPEAKE ENERGY CORPCOM16516784216,927190SH DFND200190
CHESAPEAKE ENERGY CORPCOM165167107278,10213,646SH DFND30013,646
CHESAPEAKE ENERGY CORPCOM78463X79824,5761,200SH DFND4001,200
CHESAPEAKE GRANITE WASH TRCOM16518510938,6792,510SH DFND2002,510
CHESAPEAKE GRANITE WASH TRCOM165185109108,5147,042SH DFND3007,042
CHESAPEAKE GRANITE WASH TRCOM85517P1014,1703,000SH DFND4003,000
CHESAPEAKE LODGING TRUSTCOM165240102695,52933,455SH SOLE133,45500
CHESAPEAKE UTILITIES CORPCOM165303108339,7316,598SH SOLE16,59800
CHESAPEAKE UTILS CORPCOM16530310823,171450SH DFND200450
CHEVRON CORPCOM166764100237,441,8732,035,191SH SOLE12,035,19100
CHEVRON CORP NEWCOM1667641003,575,41230,213SH DFND20030,213
CHEVRON CORP NEWCOM1667641006,913,18058,418SH DFND30058,418
CHEVRON CORP NEWCOM8754651061,67350SH DFND40050
CHICAGO BRIDGE & IRON CO N VCOM16725010932,352542SH DFND200542
CHICAGO BRIDGE & IRON CO N VCOM16725010992,4731,550SH DFND3001,550
CHICAGO BRIDGE & IRON CO N VCOM87612E10639,663576SH DFND400576
CHICAGO BRIDGE + IRON CO NCOM1672501095,747,04896,330SH SOLE196,33000
CHICO S FAS INCCOM1686151025,801,134340,043SH SOLE1340,04300
CHICOS FAS INCCOM16861510257,7143,383SH DFND3003,383
CHICOS FAS INCCOMY8565J101146,1154,500SH DFND4004,500
CHILDREN S PLACECOM1689051071,021,41718,639SH SOLE118,63900
CHILDRENS PL RETAIL STORES ICOM87254010951,3121,025SH DFND4001,025
CHIMERA INVESTMENT CORPCOM16934Q109103,49734,499SH SOLE134,49900
CHIMERA INVT CORPCOM16934Q1095,5801,860SH DFND2001,860
CHIMERA INVT CORPCOM16934Q10968,28622,762SH DFND30022,762
CHIMERA INVT CORPCOMH8817H100249,9155,212SH DFND4005,212
CHINA DIGITAL TV HLDG CO LTDCOM16938G107750500SH DFND300500
CHINA DIGITAL TV HLDG CO LTDCOM09254J10216,4061,300SH DFND4001,300
CHINA DISTANCE ED HLDGS LTDCOM46428722631,305292SH DFND400292
CHINA FIN ONLINE CO LTDCOM46429B30915,585500SH DFND400500
CHINA LIFE INS CO LTDCOM47777N101861525SH DFND400525
CHINA MOBILE LIMITEDCOM16941M109114,7742,217SH DFND2002,217
CHINA MOBILE LIMITEDCOM16941M10911,131215SH DFND300215
CHINA MOBILE LIMITEDCOM53071M8806808SH DFND4008
CHINA PETE & CHEM CORPCOM16941R1083,38637SH DFND20037
CHINA PRECISION STEEL INCCOM16941J2051916SH DFND20016
CHINA PRECISION STEEL INCCOM16941J205749624SH DFND300624
CHINA SOUTHN AIRLS LTDCOM1694091093,544174SH DFND200174
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,942300SH DFND200300
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,285250SH DFND300250
CHINDEX INTERNATIONAL INCCOM169467107129,0957,959SH SOLE17,95900
CHIPOTLE MEXICAN GRILL INCCOM1696561054,247,59211,658SH SOLE111,65800
CHIPOTLE MEXICAN GRILL INCCOM16965610536,435100SH DFND200100
CHIPOTLE MEXICAN GRILL INCCOM169656105213,509586SH DFND300586
CHIPOTLE MEXICAN GRILL INCCOM73937B73840,7701,000SH DFND4001,000
CHIQUITA BRANDS INTLCOM170032809345,53131,642SH SOLE131,64200
CHIQUITA BRANDS INTL INCCOM17003280934,4313,153SH DFND3003,153
CHOICE HOTELS INTL INCCOM16990510634,014857SH SOLE185700
CHRISTOPHER + BANKS CORPCOM17104610520,9553,109SH SOLE13,10900
CHUBB CORPCOM1712321016,980,74782,466SH SOLE182,46600
CHUBB CORPCOM17123210142,664504SH DFND200504
CHUBB CORPCOM171232101227,7032,690SH DFND3002,690
CHUBB CORPCOM82967N90868040SHCallDFND40040
CHUNGHWA TELECOM CO LTDCOM17133Q50232110SH DFND30010
CHURCH & DWIGHT INCCOM171340102150,3262,436SH DFND3002,436
CHURCH & DWIGHT INCCOM78464A300179,9622,025SH DFND4002,025
CHURCH + DWIGHT CO INCCOM17134010217,880,534289,751SH SOLE1289,75100
CHURCHILL DOWNS INCCOM171484108706,7338,963SH SOLE18,96300
CHUY S HOLDINGS INCCOM171604101177,1314,620SH SOLE14,62000
CHUYS HLDGS INCCOM1716041011,34235SH DFND20035
CIBER INCCOM17163B102186,99755,987SH SOLE155,98700
CIENA CORPCOM1717793099,931,000511,380SH SOLE1511,38000
CIENA CORPCOM1717793091,38071SH DFND20071
CIENA CORPCOM17177930954428SH DFND30028
CIFC CORPCOM12547R10533,3114,412SH SOLE14,41200
CIGNA CORPCOM1255091098,739,177120,557SH SOLE1120,55700
CIGNA CORPORATIONCOM12550910915,005207SH DFND200207
CIGNA CORPORATIONCOM12550910971,113981SH DFND300981
CIGNA CORPORATIONCOM9117171068,025150SH DFND400150
CIMAREX ENERGY COCOM17179810111,833,444182,081SH SOLE1182,08100
CIMAREX ENERGY COCOM17179810112,779197SH DFND300197
CINCINNATI BELL INCCOM171871106470,093153,625SH SOLE1153,62500
CINCINNATI BELL INC NEWCOM1718714032,23450SH DFND20050
CINCINNATI FINANCIAL CORPCOM1720621013,150,16368,631SH SOLE168,63100
CINCINNATI FINL CORPCOM172062101264,3165,756SH DFND2005,756
CINCINNATI FINL CORPCOM17206210120,343443SH DFND300443
CINEDIGM DIGITAL CINEMA CORPCOM17240710820,95114,754SH DFND20014,754
CINEMARK HOLDINGS INCCOM17243V1025,944,726212,920SH SOLE1212,92000
CINEMARK HOLDINGS INCCOM17243V10227,027968SH DFND200968
CINTAS CORPCOM1729081051,597,17935,072SH SOLE135,07200
CINTAS CORPCOM17290810545,5401,000SH DFND2001,000
CINTAS CORPCOM00287Y109849,91820,559SH DFND40020,559
CIRCOR INTERNATIONAL INCCOM17273K109686,05113,489SH SOLE113,48900
CIRRUS LOGIC INCCOM172755100865,15349,836SH SOLE149,83600
CIRRUS LOGIC INCCOM172755100359,09220,685SH DFND20020,685
CIRRUS LOGIC INCCOM17275510051,4722,965SH DFND3002,965
CISCO SYS INCCOM17275R102723,44629,729SH DFND20029,729
CISCO SYS INCCOM17275R1022,356,27396,826SH DFND30096,826
CISCO SYS INCCOM0010841025,872117SH DFND400117
CISCO SYSTEMS INCCOM17275R10281,714,8323,578,265SH SOLE13,578,26500
CIT GROUP INCCOM125581801314,4736,744SH SOLE16,74400
CIT GROUP INCCOM12558180133,713723SH DFND200723
CIT GROUP INCCOM12558180142,620914SH DFND300914
CIT GROUP INCCOM04010L103348,30020,250SH DFND40020,250
CITI TRENDS INCCOM17306X102149,16510,266SH SOLE110,26600
CITIGROUP INCCOM17296742455,463,9691,228,504SH SOLE11,228,50400
CITIGROUP INCCOM172967424359,8867,502SH DFND2007,502
CITIGROUP INCCOM172967424442,6229,227SH DFND3009,227
CITIGROUP INCCOM058498106109,1672,628SH DFND4002,628
CITIGROUP INCCOM464288877111,2742,300SH DFND4002,300
CITIZENS + NORTHERN CORPCOM172922106162,5588,414SH SOLE18,41400
CITIZENS INCCOM174740100160,31226,808SH SOLE126,80800
CITRIX SYS INCCOM1773761009,054150SH DFND200150
CITRIX SYS INCCOM05946030353341SH DFND40041
CITRIX SYSTEMS INCCOM1773761004,682,51377,615SH SOLE177,61500
CITY HLDG COCOM17783510510,867279SH DFND300279
CITY HOLDING COCOM177835105470,67212,084SH SOLE112,08400
CITY NATIONAL CORPCOM1785661056,358,673100,342SH SOLE1100,34200
CLARCOR INCCOM1798951077,183,783137,594SH SOLE1137,59400
CLAYMORE EXCHANGE TRD FD TRCOM18383M6132,856101SH DFND200101
CLAYMORE EXCHANGE TRD FD TRCOM18383M605344,0779,317SH DFND2009,317
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73918,145764SH DFND200764
CLAYMORE EXCHANGE TRD FD TRCOM18383M5068,901384SH DFND200384
CLAYMORE EXCHANGE TRD FD TRCOM18383M2092,83471SH DFND20071
CLAYMORE EXCHANGE TRD FD TRCOM18383M431252,9449,647SH DFND2009,647
CLAYMORE EXCHANGE TRD FD TRCOM18383M86059,6214,887SH DFND2004,887
CLAYMORE EXCHANGE TRD FD TRCOM18383M548260,87111,693SH DFND20011,693
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6061,339100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M563324,76814,925SH DFND20014,925
CLAYMORE EXCHANGE TRD FD TRCOM18383M589257,85812,397SH DFND20012,397
CLAYMORE EXCHANGE TRD FD TRCOM18383M555268,52612,167SH DFND20012,167
CLAYMORE EXCHANGE TRD FD TRCOM18383M65420,060400SH DFND200400
CLAYMORE EXCHANGE TRD FD TRCOM18383M44959,2982,310SH DFND2002,310
CLAYMORE EXCHANGE TRD FD TRCOM18383M72019,066480SH DFND200480
CLAYMORE EXCHANGE TRD FD TRCOM18383M57159,9602,819SH DFND2002,819
CLAYMORE EXCHANGE TRD FD TRCOM18383M10024,777807SH DFND300807
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85362228SH DFND30028
CLAYMORE EXCHANGE TRD FD TRCOM18383Q83817,8161,110SH DFND3001,110
CLAYMORE EXCHANGE TRD FD TRCOM18383M50699,6744,300SH DFND3004,300
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7961,38880SH DFND30080
CLAYMORE EXCHANGE TRD FD TRCOM18383M8783,712114SH DFND300114
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50793,3204,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7392,850120SH DFND300120
CLAYMORE EXCHANGE TRD FD TRCOM18383M43142,9481,638SH DFND3001,638
CLAYMORE EXCHANGE TRD FD TRCOM18383M65422,066440SH DFND300440
CLAYMORE EXCHANGE TRD FD TRCOM18383M449239,3989,326SH DFND3009,326
CLAYMORE EXCHANGE TRD FD TRCOM18383M720195,2244,915SH DFND3004,915
CLAYMORE EXCHANGE TRD FD TRCOM18383M4232,624100SH DFND300100
CLAYMORE EXCHANGE TRD FD TRCOM18383Q804185,82011,400SH DFND30011,400
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87943,4002,000SH DFND3002,000
CLAYMORE EXCHANGE TRD FD TRCOM0758871092,27323SH DFND40023
CLAYMORE EXCHANGE TRD FD TRCOM095229100935SH DFND4005
CLAYMORE EXCHANGE TRD FD TRCOM12802T101940500SH DFND400500
CLAYMORE EXCHANGE TRD FD TRCOM25459Y4961,465250SH DFND400250
CLAYMORE EXCHANGE TRD FD TRCOM42225P105665,22059,236SH DFND40059,236
CLAYMORE EXCHANGE TRD FD TRCOM42809H10766,4891,000SH DFND4001,000
CLAYMORE EXCHANGE TRD FD TRCOM69642930714,660221SH DFND400221
CLAYTON WILLIAMS ENERGY INCOM969490101176,7414,063SH SOLE14,06300
CLEAN ENERGY FUELS CORPCOM184499101600,65345,504SH SOLE145,50400
CLEAN ENERGY FUELS CORPCOM18449910194,1297,131SH DFND2007,131
CLEAN ENERGY FUELS CORPCOM18449910188,7836,726SH DFND3006,726
CLEAN ENERGY FUELS CORPCOM45718710222,967350SH DFND400350
CLEAN HARBORS INCCOM1844961075,690,840112,623SH SOLE1112,62300
CLEAN HARBORS INCCOM1844961075,659112SH DFND200112
CLEAN HARBORS INCCOM18449610714,401285SH DFND300285
CLEAN HARBORS INCCOM48248A30638,2753,628SH DFND4003,628
CLEAR CHANNEL OUTDOOR CL ACOM18451C1097,5271,009SH SOLE11,00900
CLEARBRIDGE ENERGY MLP FD INCOM184692101211,4957,513SH DFND3007,513
CLEARBRIDGE ENERGY MLP OPP FCOM18469P10066,0482,727SH DFND3002,727
CLEARBRIDGE ENERGY MLP TR FDCOM18469Q10886,6163,600SH DFND3003,600
CLEARWATER PAPER CORPCOM18538R103847,31518,005SH SOLE118,00500
CLEARWIRE CORP CLASS ACOM18538Q10558,60011,767SH SOLE111,76700
CLEARWIRE CORP NEWCOM18538Q105500100SH DFND200100
CLECO CORP NEWCOM12561W105146,3623,152SH DFND2003,152
CLECO CORPORATIONCOM12561W1057,765,557167,253SH SOLE1167,25300
CLEVELAND BIOLABS INCCOM57060U6133,180100SH DFND400100
CLICKSOFTWARE TECHNOLOGIES LCOMM2508210461774SH DFND20074
CLIFFS NAT RES INCCOM18683K10162,2833,833SH DFND2003,833
CLIFFS NAT RES INCCOM18683K101638,02939,263SH DFND30039,263
CLIFFS NAT RES INCCOM6475811078,860400SH DFND400400
CLIFFS NATURAL RESOURCES ICOM18683K101964,90959,379SH SOLE159,37900
CLIFTON SAVINGS BANCORP INCOM18712Q10369,7615,887SH SOLE15,88700
CLOROX CO DELCOM189054109291,3343,504SH DFND2003,504
CLOROX CO DELCOM189054109478,4925,755SH DFND3005,755
CLOROX CO DELCOM67069D10825,9162,200SH DFND4002,200
CLOROX COMPANYCOM1890541098,775,676105,553SH SOLE1105,55300
CLOUD PEAK ENERGY INCCOM18911Q102778,63147,247SH SOLE147,24700
CLOUD PEAK ENERGY INCCOM7593516046,84299SH DFND40099
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10310,378685SH DFND200685
CLOUGH GLOBAL EQUITY FDCOM18914C1005,060338SH DFND200338
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10628,5202,216SH DFND2002,216
CLOUGH GLOBAL OPPORTUNITIESCOM18914E106220,72117,150SH DFND30017,150
CLOUGH GLOBAL OPPORTUNITIESCOM6934831097,484115SH DFND400115
CLOVIS ONCOLOGY INCCOM189464100630,4169,412SH SOLE19,41200
CLOVIS ONCOLOGY INCCOM18946410023,443350SH DFND200350
CME GROUP INCCOM12572Q10515,566,327204,874SH SOLE1204,87400
CME GROUP INCCOM12572Q10512,000158SH DFND300158
CME GROUP INCCOM81369Y2093,196,05967,130SH DFND40067,130
CMS ENERGY CORPCOM1258961003,484,417128,245SH SOLE1128,24500
CMS ENERGY CORPCOM125896100142,4795,244SH DFND2005,244
CMS ENERGY CORPCOM12589610013,585500SH DFND300500
CMS ENERGY CORPCOM78462F10317,418,080108,578SH DFND400108,578
CNA FINANCIAL CORPCOM12611710028,901886SH SOLE188600
CNB FINANCIAL CORP/PACOM126128107145,1258,567SH SOLE18,56700
CNH GLOBAL N VCOMN209352062927SH DFND3007
CNH GLOBAL N.V.COMN2093520638,910934SH SOLE193400
CNO FINANCIAL GROUP INCCOM12621E1031,795,349138,530SH SOLE1138,53000
CNO FINL GROUP INCCOM12621E1033,240250SH DFND300250
CNO FINL GROUP INCCOM84857710213,957440SH DFND400440
CNOOC LTDCOM12613210959,790357SH DFND300357
CNOOC LTDCOM87938220839,3273,070SH DFND4003,070
COACH INCCOM1897541045,326,95493,308SH SOLE193,30800
COACH INCCOM1897541042284SH DFND2004
COACH INCCOM189754104496,2268,692SH DFND3008,692
COACH INCCOM8864231028,546150SH DFND400150
COBALT INTERNATIONAL ENERGCOM19075F1063,381,564127,270SH SOLE1127,27000
COBALT INTL ENERGY INCCOM19075F10637,1981,400SH DFND3001,400
COBALT INTL ENERGY INCCOM90385D1071,64214SH DFND40014
COBIZ FINANCIAL INCCOM190897108199,47424,033SH SOLE124,03300
COCA COLA BOTTLING CO CONSCOM191098102196,2923,210SH SOLE13,21000
COCA COLA COCOM1912161001,276,20231,818SH DFND20031,818
COCA COLA COCOM1912161004,096,834102,140SH DFND300102,140
COCA COLA COCOM9111631032,16040SH DFND40040
COCA COLA CO/THECOM19121610061,801,7291,540,806SH SOLE11,540,80600
COCA COLA ENTERPRISESCOM19122T1094,976,300141,533SH SOLE1141,53300
COCA COLA ENTERPRISES INC NECOM19122T10917,580500SH DFND200500
COCA COLA ENTERPRISES INC NECOM19122T1095,239149SH DFND300149
COCA COLA ENTERPRISES INC NECOM9219108162,23537SH DFND40037
CODEXIS INCCOM19200510639,85518,034SH SOLE118,03400
COEUR MINING INCCOM192108504927,80869,760SH SOLE169,76000
COEUR MNG INCCOM1921085046,158463SH DFND200463
COEUR MNG INCCOM1921081163522SH DFND20022
COEUR MNG INCCOM19210850439,3682,960SH DFND3002,960
COEUR MNG INCCOM1921081168855SH DFND30055
COGENT COMMUNICATIONS GROUCOM19239V302907,86632,251SH SOLE132,25100
COGNEX CORPCOM1924221031,490,54232,962SH SOLE132,96200
COGNEX CORPCOM1924221032,39753SH DFND20053
COGNIZANT TECH SOLUTIONS ACOM1924461027,981,836127,485SH SOLE1127,48500
COGNIZANT TECHNOLOGY SOLUTIOCOM1924461023135SH DFND2005
COGNIZANT TECHNOLOGY SOLUTIOCOM19244610299,7231,592SH DFND3001,592
COGNIZANT TECHNOLOGY SOLUTIOCOM98978V10326,257850SH DFND400850
COHEN & STEERS CLOSED END OPCOM19248P10613,1301,000SH DFND3001,000
COHEN & STEERS GLOBAL INC BLCOM19248M10339,0683,631SH DFND2003,631
COHEN & STEERS INFRASTRUCTURCOM19248A10919,8721,052SH DFND2001,052
COHEN & STEERS INFRASTRUCTURCOM19248A10992,5234,898SH DFND3004,898
COHEN & STEERS INFRASTRUCTURCOM74347X6339,340100SH DFND400100
COHEN & STEERS QUALITY RLTYCOM19247L10625823SH DFND20023
COHEN & STEERS QUALITY RLTYCOM19247L106100,6218,960SH DFND3008,960
COHEN & STEERS QUALITY RLTYCOM74876Y1016,384150SH DFND400150
COHEN & STEERS REIT & PFD INCOM19247X1002,229129SH DFND200129
COHEN & STEERS REIT & PFD INCOM19247X1006,912400SH DFND300400
COHEN & STEERS REIT & PFD INCOM82880610931,268198SH DFND400198
COHEN & STEERS SLT PFD INCMCOM19248Y10713,489520SH DFND300520
COHEN & STEERS TOTAL RETURNCOM78464A7631,373,13920,711SH DFND40020,711
COHEN + STEERS INCCOM19247A100431,88612,710SH SOLE112,71000
COHERENT INCCOM1924791031,012,57218,387SH SOLE118,38700
COHU INCCOM192576106234,35018,748SH SOLE118,74800
COINSTAR INCCOM19259P3001,268,85621,627SH SOLE121,62700
COINSTAR INCCOM19259P3005,868100SH DFND200100
COINSTAR INCCOM19259P30018,191310SH DFND300310
COINSTAR INCCOM09257D10253127SH DFND40027
COLDWATER CREEK INCCOM193068202625250SH DFND200250
COLDWATER CREEK INCCOM193068202375150SH DFND300150
COLDWATER CREEK INCCOM33735B10816,393388SH DFND400388
COLEMAN CABLE INCCOM193459302108,0895,985SH SOLE15,98500
COLFAX CORPCOM19401410674,2051,424SH SOLE11,42400
COLGATE PALMOLIVE COCOM19416210321,335,483372,412SH SOLE1372,41200
COLGATE PALMOLIVE COCOM194162103322,7875,634SH DFND2005,634
COLGATE PALMOLIVE COCOM194162103902,91215,760SH DFND30015,760
COLGATE PALMOLIVE COCOM41013W10866,3843,190SH DFND4003,190
COLLECTORS UNIVERSECOM19421R20048,7473,679SH SOLE13,67900
COLLECTORS UNIVERSE INCCOM19421R2002,650200SH DFND200200
COLONIAL PPTYS TRCOM19587210648,2402,000SH DFND3002,000
COLONIAL PPTYS TRCOM57060U845171,4337,779SH DFND4007,779
COLONIAL PROPERTIES TRUSTCOM1958721061,631,86367,656SH SOLE167,65600
COLONY FINANCIAL INCCOM19624R106884,86644,488SH SOLE144,48800
COLUMBIA BANKING SYSTEM INCOM197236102937,23339,363SH SOLE139,36300
COLUMBIA SPORTSWEAR COCOM198516106528,9548,443SH SOLE18,44300
COLUMBUS MCKINNON CORP/NYCOM199333105284,87813,362SH SOLE113,36200
COMCAST CORP CLASS ACOM20030N10156,773,4911,471,421SH SOLE11,471,42100
COMCAST CORP NEWCOM20030N20047612SH DFND20012
COMCAST CORP NEWCOM20030N101141,6823,394SH DFND2003,394
COMCAST CORP NEWCOM20030N101511,58612,254SH DFND30012,254
COMCAST CORP NEWCOM20030N20033,750851SH DFND300851
COMCAST CORP NEWCOM59318T1091,449505SH DFND400505
COMCAST CORP NEWCOM73936T8052,346133SH DFND400133
COMERICA INCCOM2003401072,590,70365,044SH SOLE165,04400
COMERICA INCCOM2003401073198SH DFND3008
COMFORT SYSTEMS USA INCCOM199908104431,66528,932SH SOLE128,93200
COMMERCE BANCSHARES INCCOM2005251037,075,146162,423SH SOLE1162,42300
COMMERCE BANCSHARES INCCOM95766R1041,06790SH DFND40090
COMMERCIAL METALS COCOM2017231033,635,931246,170SH SOLE1246,17000
COMMERCIAL VEH GROUP INCCOM202608105746100SH DFND300100
COMMERCIAL VEHICLE GROUP ICOM202608105125,43216,814SH SOLE116,81400
COMMONWEALTH REITCOM20323310191,8563,973SH SOLE13,97300
COMMONWEALTH REITCOM20323310149,9392,160SH DFND2002,160
COMMONWEALTH REITCOM2032331012,751119SH DFND300119
COMMUNICATIONS SYS INCCOM2039001052,251234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM203607106943,79430,593SH SOLE130,59300
COMMUNITY BK SYS INCCOM203607106113,5203,680SH DFND3003,680
COMMUNITY HEALTH SYSTEMS ICOM2036681089,302,914198,441SH SOLE1198,44100
COMMUNITY TRUST BANCORP INCOM204149108342,6649,620SH SOLE19,62000
COMMVAULT SYSTEMS INCCOM20416610215,278,402201,323SH SOLE1201,32300
COMMVAULT SYSTEMS INCCOM02504A1041,16865SH DFND40065
COMPANHIA DE BEBIDAS DAS AMECOM20441W2034,258114SH DFND200114
COMPANHIA DE BEBIDAS DAS AMECOM20441W203130,2773,488SH DFND3003,488
COMPANHIA DE BEBIDAS DAS AMECOM0311001002,07349SH DFND40049
COMPANHIA ENERGETICA DE MINACOM20440960110,3871,158SH DFND2001,158
COMPANHIA ENERGETICA DE MINACOM2044096019911SH DFND30011
COMPANHIA ENERGETICA DE MINACOMG0692U1091,87741SH DFND40041
COMPANHIA PARANAENSE ENERG CCOM20441B4072,484200SH DFND200200
COMPANHIA SIDERURGICA NACIONCOM1380063095,391164SH DFND400164
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10440,4942,310SH DFND2002,310
COMPASS DIVERSIFIED HOLDINGSCOM20451Q1041,013,25657,801SH DFND30057,801
COMPASS DIVERSIFIED HOLDINGSCOM17290810526,698586SH DFND400586
COMPASS MINERALS INTERNATICOM20451N1015,885,23269,623SH SOLE169,62300
COMPASS MINERALS INTL INCCOM172967424256,4965,347SH DFND4005,347
COMPRESSCO PARTNERS L PCOM20467A10195250SH DFND20050
COMPUGEN LTDCOMM257221055,4301,000SH DFND3001,000
COMPUTER PROGRAMS + SYSTEMCOM205306103418,2808,512SH SOLE18,51200
COMPUTER SCIENCES CORPCOM2053631042,768,40963,249SH SOLE163,24900
COMPUTER SCIENCES CORPCOM2053631048,579196SH DFND200196
COMPUTER SCIENCES CORPCOM20536310421,885500SH DFND300500
COMPUTER TASK GROUP INCCOM205477102241,69010,522SH SOLE110,52200
COMPUTER TASK GROUP INCCOM2054771023,101135SH DFND200135
COMPUWARE CORPCOM2056381094,652,832449,549SH SOLE1449,54900
COMPUWARE CORPCOM20563810931030SH DFND30030
COMPX INTERNATIONAL INCCOM20563P10110,945784SH SOLE178400
COMSCORE INCCOM20564W105661,43227,119SH SOLE127,11900
COMSTOCK RES INCCOM2057682031,573100SH DFND300100
COMSTOCK RESOURCES INCCOM205768203581,75836,984SH SOLE136,98400
COMTECH TELECOMMUNICATIONSCOM205826209349,27412,989SH SOLE112,98900
COMTECH TELECOMMUNICATIONS CCOM20582620994,1153,500SH DFND3003,500
COMVERSE INCCOM20585P105448,95915,086SH SOLE115,08600
CON WAY INCCOM2059441014,604,020118,173SH SOLE1118,17300
CONAGRA FOODS INCCOM2058871026,118,898175,176SH SOLE1175,17600
CONAGRA FOODS INCCOM20588710252,6401,507SH DFND2001,507
CONAGRA FOODS INCCOM205887102200,7415,747SH DFND3005,747
CONAGRA FOODS INCCOM20052510335,972826SH DFND400826
CONCHO RES INCCOM45667G1032,134200SH DFND400200
CONCHO RESOURCES INCCOM20605P101153,4591,833SH SOLE11,83300
CONCUR TECHNOLOGIES INCCOM2067081097,788,31095,703SH SOLE195,70300
CONMED CORPCOM207410101682,87521,859SH SOLE121,85900
CONN S INCCOM208242107601,50311,621SH SOLE111,62100
CONNECTICUT WATER SVC INCCOM207797101213,2707,431SH SOLE17,43100
CONNECTONE BANCORP INCCOM20786U10136,8271,198SH SOLE11,19800
CONOCOPHILLIPSCOM20825C10430,200,511499,182SH SOLE1499,18200
CONOCOPHILLIPSCOM20825C1041,403,49423,198SH DFND20023,198
CONOCOPHILLIPSCOM20825C1044,621,98176,396SH DFND30076,396
CONOCOPHILLIPSCOM464287622647,2897,198SH DFND4007,198
CONS TOMOKA LAND CO FLORIDCOM210226106112,9152,959SH SOLE12,95900
CONSOL ENERGY INCCOM20854P1092,177,83780,363SH SOLE180,36300
CONSOL ENERGY INCCOM20854P1095,420200SH DFND200200
CONSOL ENERGY INCCOM20854P10910,840400SH DFND300400
CONSOL ENERGY INCCOM532457108114,2602,326SH DFND4002,326
CONSOLIDATED COMM HLDGS INCCOM20903410719,1511,100SH DFND2001,100
CONSOLIDATED COMM HLDGS INCCOM20903410717,6191,012SH DFND3001,012
CONSOLIDATED COMMUNICATIONCOM209034107479,90727,565SH SOLE127,56500
CONSOLIDATED EDISON INCCOM2091151045,432,27693,162SH SOLE193,16200
CONSOLIDATED EDISON INCCOM209115104791,31813,571SH DFND20013,571
CONSOLIDATED EDISON INCCOM209115104438,1417,514SH DFND3007,514
CONSOLIDATED EDISON INCCOMG657731066,207820SH DFND400820
CONSOLIDATED GRAPHICS INCCOM209341106274,7735,845SH SOLE15,84500
CONSOLIDATED WATER CO INCCOM73937B7795,761,837185,149SH DFND400185,149
CONSOLIDATED WATER CO ORDCOMG23773107114,76910,041SH SOLE110,04100
CONSTANT CONTACT INCCOM210313102336,60220,946SH SOLE120,94600
CONSTELLATION BRANDS INCCOM21036P10826,633511SH DFND300511
CONSTELLATION BRANDS INCCOM73935X57567,9713,084SH DFND4003,084
CONSTELLATION BRANDS INC ACOM21036P1082,749,01752,744SH SOLE152,74400
CONSTELLATION ENERGY PRTNR LCOM21038E10132,90017,500SH DFND30017,500
CONTANGO OIL & GAS COMPANYCOM21075N2048,438250SH DFND200250
CONTANGO OIL + GASCOM21075N204333,5189,882SH SOLE19,88200
CONTINENTAL RESOURCES INCCOM212015101141,9991,650SH DFND2001,650
CONTINENTAL RESOURCES INCCOM21201510173,581855SH DFND300855
CONTINENTAL RESOURCES INC/COM21201510163,943743SH SOLE174300
CONVERGYS CORPCOM2124851065,106,275292,959SH SOLE1292,95900
COOPER COS INCCOM21664840210,11985SH DFND20085
COOPER COS INCCOM78355W1063,950,19964,472SH DFND40064,472
COOPER COS INC/THECOM21664840212,169,767102,224SH SOLE1102,22400
COOPER TIRE & RUBR COCOM2168311072,45574SH DFND20074
COOPER TIRE & RUBR COCOM783764103336,5998,394SH DFND4008,394
COOPER TIRE + RUBBERCOM2168311071,423,62342,919SH SOLE142,91900
COPA HOLDINGS SACOM80852484710,586330SH DFND400330
COPA HOLDINGS SA CLASS ACOMP310761051,925,10414,682SH SOLE114,68200
COPART INCCOM2172041066,862,948222,823SH SOLE1222,82300
COPART INCCOM21720410612,320400SH DFND200400
COPART INCCOM892356106176,5661,502SH DFND4001,502
CORCEPT THERAPEUTICS INCCOM21835210258,66333,909SH SOLE133,90900
CORE LABORATORIES N VCOMN2271710717,138113SH DFND200113
CORE LABORATORIES N VCOMN22717107106,465702SH DFND300702
CORE LABORATORIES N VCOM92204A7021,043,85814,110SH DFND40014,110
CORE MARK HOLDING CO INCCOM218681104499,7457,870SH SOLE17,87000
CORE MOLDING TECHNOLOGIES INCOM2186831006,244700SH DFND200700
CORELOGIC INCCOM21871D1034,662,314201,222SH SOLE1201,22200
CORELOGIC INCCOM21871D10316,219700SH DFND300700
CORESITE REALTY CORPCOM21870Q105508,26015,978SH SOLE115,97800
CORESITE RLTY CORPCOM21870Q105111,3353,500SH DFND3003,500
CORINTHIAN COLLEGES INCCOM218868107135,80460,627SH SOLE160,62700
CORNERSTONE ONDEMAND INCCOM21925Y1034,186,74996,714SH SOLE196,71400
CORNERSTONE ONDEMAND INCCOM21925Y1034,330100SH DFND200100
CORNERSTONE PROGRESSIVE RTNCOM21925C10130,3055,234SH DFND3005,234
CORNERSTONE STRATEGIC VALUECOM21924B2033,363460SH DFND200460
CORNERSTONE THERAPEUTICS ICOM21924P10347,3125,914SH SOLE15,91400
CORNERSTONE THERAPEUTICS INCCOM21924P10364,0008,000SH DFND2008,000
CORNERSTONE THERAPEUTICS INCCOM21924P1032,400300SH DFND300300
CORNERSTONE TOTAL RTRN FD INCOM21924U201284SH DFND3004
CORNING INCCOM2193501057,165,460503,546SH SOLE1503,54600
CORNING INCCOM219350105516,15136,272SH DFND20036,272
CORNING INCCOM219350105402,28028,270SH DFND30028,270
CORNING INCCOM92553P201249,5343,668SH DFND4003,668
CORONADO BIOSCIENCES INC.COM21976U109112,05813,030SH SOLE113,03000
CORPORATE EXECUTIVE BOARDCOM21988R1025,863,90892,754SH SOLE192,75400
CORPORATE EXECUTIVE BRD COCOM21988R1027,017111SH DFND300111
CORPORATE OFFICE PPTYS TRCOM22002T108129,1325,064SH DFND2005,064
CORPORATE OFFICE PPTYS TRCOM0436321082343SH DFND4003
CORPORATE OFFICE PROPERTIECOM22002T1084,607,162180,673SH SOLE1180,67300
CORRECTIONS CORP AMER NEWCOM22025Y40730,483900SH DFND300900
CORRECTIONS CORP AMER NEWCOM09248X10074,0333,665SH DFND4003,665
CORRECTIONS CORP OF AMERICCOM22025Y4078,218,522242,649SH SOLE1242,64900
CORVEL CORPCOM221006109276,3099,440SH SOLE19,44000
COSTAR GROUP INCCOM22160N1095,490,25142,537SH SOLE142,53700
COSTCO WHOLESALE CORPCOM22160K10521,967,052198,671SH SOLE1198,67100
COSTCO WHSL CORP NEWCOM22160K105529,0774,785SH DFND2004,785
COSTCO WHSL CORP NEWCOM22160K105656,1395,934SH DFND3005,934
COSTCO WHSL CORP NEWCOM10154110016,936800SH DFND400800
COTT CORP QUECOM22163N10611,7151,500SH DFND2001,500
COTY INCCOM871829107222,6216,517SH DFND4006,517
COURIER CORPCOM22266010295,3486,677SH SOLE16,67700
COURIER CORPCOM222660102128,2638,982SH DFND3008,982
COUSINS PROPERTIES INCCOM222795106815,55580,748SH SOLE180,74800
COVANCE INCCOM2228161008,957,186117,641SH SOLE1117,64100
COVANCE INCCOM2228161002,81737SH DFND30037
COVANTA HLDG CORPCOM22282E1029,990499SH DFND200499
COVANTA HOLDING CORPCOM22282E10270,7313,533SH SOLE13,53300
COVIDIEN PLCCOMG2554F1139,846,274156,688SH SOLE1156,68800
COVIDIEN PLCCOMG2554F11339,338626SH DFND200626
COVIDIEN PLCCOMG2554F113203,8843,244SH DFND3003,244
COVIDIEN PLCCOM26202F1074,466548SH DFND400548
COWEN GROUP INC CLASS ACOM223622101174,73760,254SH SOLE160,25400
CPFL ENERGIA S ACOM12615310587848SH DFND20048
CPFL ENERGIA S ACOM126153105124,8226,825SH DFND3006,825
CPFL ENERGIA S ACOM26817R11663SH DFND4003
CPI AEROSTRUCTURES INCCOM12591930849,5954,571SH SOLE14,57100
CR BARD INCCOM0673831092,711,24024,947SH SOLE124,94700
CRA INTERNATIONAL INCCOM12618T105132,0977,152SH SOLE17,15200
CRACKER BARREL OLD COUNTRYCOM22410J1061,447,16215,288SH SOLE115,28800
CRACKER BARREL OLD CTRY STORCOM22410J10637,864400SH DFND300400
CRAFT BREW ALLIANCE INCCOM22412210159,1387,177SH SOLE17,17700
CRANE COCOM2243991059,074,225151,439SH SOLE1151,43900
CRANE COCOM2243991057,490125SH DFND300125
CRAWFORD + CO CL BCOM224633107101,43518,049SH SOLE118,04900
CRAY INCCOM225223304533,24627,151SH SOLE127,15100
CRAY INCCOM22522330453027SH DFND30027
CREDICORP LTDCOMG2519Y1082,30318SH DFND20018
CREDICORP LTDCOM46429B40810,968313SH DFND400313
CREDIT ACCEPTANCE CORPCOM225310101531,9735,064SH SOLE15,06400
CREDIT SUISSE AG NASSAU BRHCOM22539T85212,4333,985SH DFND2003,985
CREDIT SUISSE AG NASSAU BRHCOM87970T2082,550200SH DFND400200
CREDIT SUISSE ASSET MGMT INCCOM2249161062,858750SH DFND300750
CREDIT SUISSE GROUPCOM2254011082,699102SH DFND300102
CREDIT SUISSE GROUPCOM67067Y1043,795500SH DFND400500
CREDIT SUISSE HIGH YLD BND FCOM22544F10318,3425,879SH DFND3005,879
CREDIT SUISSE HIGH YLD BND FCOM9042141035,779385SH DFND400385
CREDIT SUISSE NASSAU BRHCOM22542D81142538SH DFND30038
CREDIT SUISSE NASSAU BRHCOM22542D8526,872230SH DFND300230
CREDIT SUISSE NASSAU BRHCOM22542D795150,1107,513SH DFND3007,513
CREE INCCOM22544710115,859,376248,346SH SOLE1248,34600
CREE INCCOM2254471017,468117SH DFND200117
CREE INCCOM225447101115,2771,806SH DFND3001,806
CREE INCCOM09253U108202,9119,635SH DFND4009,635
CRESCENT FINANCIAL BANCSHACOM2257431038,2171,876SH SOLE11,87600
CRESTWOOD MIDSTREAM PRTNERSCOM2263721006,312253SH DFND300253
CRESTWOOD MIDSTREAM PRTNERSCOMG237731072,286200SH DFND400200
CRH PLCCOM2296781071,93240SH DFND40040
CRIMSON EXPLORATION INCCOM22662K20741,28214,639SH SOLE114,63900
CROCS INCCOM2270461091,146,35469,476SH SOLE169,47600
CROCS INCCOM227046109315,67819,132SH DFND20019,132
CROCS INCCOM2270461098,250500SH DFND300500
CROCS INCCOM23918K1084,95341SH DFND40041
CROSS A T COCOM22747810494956SH DFND30056
CROSS COUNTRY HEALTHCARE ICOM227483104110,22321,361SH SOLE121,36100
CROSS TIMBERS RTY TRCOM22757R10918,028665SH DFND300665
CROSSTEX ENERGY INCCOM22765Y104554,86128,080SH SOLE128,08000
CROSSTEX ENERGY INCCOM22765Y10451,3762,600SH DFND3002,600
CROSSTEX ENERGY L PCOM22765U1024,124200SH DFND200200
CROSSTEX ENERGY L PCOM22765U1026,186300SH DFND300300
CROWN CASTLE INTL CORPCOM2282271048,907,010123,042SH SOLE1123,04200
CROWN CASTLE INTL CORPCOM22822710464,499891SH DFND300891
CROWN CASTLE INTL CORPCOM26441C2041,796,68226,618SH DFND40026,618
CROWN HOLDINGS INCCOM228368106182,2064,430SH SOLE14,43000
CROWN HOLDINGS INCCOM22836810632,904800SH DFND200800
CROWN HOLDINGS INCCOM29270J1001,755425SH DFND400425
CROWN MEDIA HOLDINGS CLASSCOM22841110458,73923,781SH SOLE123,78100
CRYOLIFE INCCOM228903100132,20521,119SH SOLE121,11900
CRYOLIFE INCCOM22890310012,5202,000SH DFND3002,000
CSG SYSTEMS INTL INCCOM126349109570,92726,310SH SOLE126,31000
CSP INCCOM1263891053,558400SH DFND200400
CSS INDS INCCOM12590610749,8602,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107167,0066,699SH SOLE16,69900
CST BRANDS INCCOM12646R1053,915,797127,095SH SOLE1127,09500
CST BRANDS INCCOM12646R10512,232397SH DFND200397
CST BRANDS INCCOM12646R10530,009974SH DFND300974
CSX CORPCOM12640810310,781,402464,916SH SOLE1464,91600
CSX CORPCOM126408103952,52941,075SH DFND20041,075
CSX CORPCOM126408103877,42637,836SH DFND30037,836
CSX CORPCOM4016171052177SH DFND4007
CTRIP COM INTL LTDCOM42833710960,0852,551SH DFND4002,551
CTS CORPCOM126501105359,10026,327SH SOLE126,32700
CUBESMARTCOM2296631091,470,36892,013SH SOLE192,01300
CUBESMARTCOM464287333718,57114,822SH DFND40014,822
CUBIC CORPCOM229669106609,57112,673SH SOLE112,67300
CUBIC CORPCOM22966910611,544240SH DFND200240
CUBIST PHARMACEUTICALS INCCOM2296781075,454,133112,922SH SOLE1112,92200
CUBIST PHARMACEUTICALS INCCOM2296781072,65655SH DFND30055
CUBIST PHARMACEUTICALS INCCOM4642877211,709,61523,219SH DFND40023,219
CULLEN FROST BANKERS INCCOM22989910926,708400SH DFND200400
CULLEN/FROST BANKERS INCCOM2298991098,425,172126,182SH SOLE1126,18200
CULP INCCOM230215105104,4446,006SH SOLE16,00600
CUMBERLAND PHARMACEUTICALSCOM23077010941,8108,182SH SOLE18,18200
CUMMINS INCCOM2310211067,892,96072,773SH SOLE172,77300
CUMMINS INCCOM231021106450,6514,155SH DFND2004,155
CUMMINS INCCOM2310211061,033,1309,525SH DFND3009,525
CUMMINS INCCOM5526761089,883304SH DFND400304
CUMULUS MEDIA INC CL ACOM231082108144,30242,567SH SOLE142,56700
CURIS INCCOM231269101173,60054,420SH SOLE154,42000
CURRENCYSHARES AUSTRALIAN DLCOM23129U1012,19824SH DFND20024
CURRENCYSHARES AUSTRALIAN DLCOM23129U10184,712925SH DFND300925
CURRENCYSHARES AUSTRALIAN DLCOM5828391062,21828SH DFND40028
CURRENCYSHARES CDN DLR TRCOM23129X1053,78240SH DFND20040
CURRENCYSHARES CDN DLR TRCOM23129X10537,820400SH DFND300400
CURRENCYSHARES EURO TRCOM6200763073,86867SH DFND40067
CURRENCYSHS BRIT POUND STERCOM23129S1061,0517SH DFND2007
CURTISS WRIGHT CORPCOM2315611011,346,05636,321SH SOLE136,32100
CUSHING MLP TOTAL RETURN FDCOM2316311024,300,038534,831SH DFND300534,831
CUTWATER SELECT INCOME FDCOM232229104209,37311,404SH DFND30011,404
CVB FINANCIAL CORPCOM126600105802,97368,280SH SOLE168,28000
CVD EQUIPMENT CORPCOM1266011038,3301,000SH DFND3001,000
CVR ENERGY INCCOM12662P108950,18020,046SH SOLE120,04600
CVR PARTNERS LPCOM12663310635,5721,565SH DFND2001,565
CVR PARTNERS LPCOM1266331066,819300SH DFND300300
CVR PARTNERS LPCOM67083710331,045455SH DFND400455
CVR REFNG LPCOM12663P10730,0601,000SH DFND2001,000
CVR REFNG LPCOM12663P10710,040334SH DFND300334
CVR REFNG LPCOM68268010337,220901SH DFND400901
CVS CAREMARK CORPCOM12665010025,735,860450,085SH SOLE1450,08500
CVS CAREMARK CORPORATIONCOM126650100345,0816,035SH DFND2006,035
CVS CAREMARK CORPORATIONCOM126650100833,44614,576SH DFND30014,576
CVS CAREMARK CORPORATIONCOM72388B106152,5464,450SH DFND4004,450
CYAN INCCOM23247W1043,919375SH DFND300375
CYANOTECH CORPCOM23243730169,22810,800SH DFND30010,800
CYBERONICS INCCOM23251P1021,091,31621,003SH SOLE121,00300
CYNOSURE INCCOM23257720525,9801,000SH DFND2001,000
CYNOSURE INCCOM2325772052,598100SH DFND300100
CYNOSURE INC ACOM232577205360,94113,893SH SOLE113,89300
CYPRESS SEMICONDUCTOR CORPCOM2328061093,045,947283,872SH SOLE1283,87200
CYPRESS SEMICONDUCTOR CORPCOM2328061097,511700SH DFND200700
CYPRESS SEMICONDUCTOR CORPCOM2328061091,835171SH DFND300171
CYPRESS SEMICONDUCTOR CORPCOM78463V1073,568,65529,961SH DFND40029,961
CYRUSONE INCCOM23283R100271,03013,068SH SOLE113,06800
CYS INVESTMENTS INCCOM12673A1081,109,777120,497SH SOLE1120,49700
CYS INVTS INCCOM12673A10855,7216,050SH DFND2006,050
CYS INVTS INCCOM12673A108310,88433,755SH DFND30033,755
CYS INVTS INCCOM78464A805386,6433,218SH DFND4003,218
CYTEC INDS INCCOM23282010022,634309SH DFND200309
CYTEC INDS INCCOM86366710160,900942SH DFND400942
CYTEC INDUSTRIES INCCOM2328201006,472,07788,356SH SOLE188,35600
CYTORI THERAPEUTICS INCCOM23283K10596,95442,154SH SOLE142,15400
CYTORI THERAPEUTICS INCCOM23283K10524,67910,730SH DFND20010,730
CYTORI THERAPEUTICS INCCOM23283K1133,6444,859SH DFND2004,859
CYTRX CORPCOM23282850935,93017,965SH DFND20017,965
D R HORTON INCCOM23331A10911,294531SH DFND200531
D R HORTON INCCOM23331A10957,2222,689SH DFND3002,689
D R HORTON INCCOM9203551042,06932SH DFND40032
DAILY JOURNAL CORPCOM23391210475,823671SH SOLE167100
DAKTRONICS INCCOM234264109287,91628,062SH SOLE128,06200
DAKTRONICS INCCOM23426410912,3121,200SH DFND2001,200
DANA HLDG CORPCOM922042718127,5991,430SH DFND4001,430
DANA HOLDING CORPCOM2358252053,719,549193,123SH SOLE1193,12300
DANAHER CORPCOM23585110216,073,199253,921SH SOLE1253,92100
DANAHER CORP DELCOM2358511024437SH DFND2007
DANAHER CORP DELCOM235851102109,6361,732SH DFND3001,732
DANAHER CORP DELCOM969457100118,1263,638SH DFND4003,638
DARDEN RESTAURANTS INCCOM2371941056,855,184135,800SH SOLE1135,80000
DARDEN RESTAURANTS INCCOM23719410523,978475SH DFND200475
DARDEN RESTAURANTS INCCOM2371941054,54390SH DFND30090
DARDEN RESTAURANTS INCCOM09255E10229,0612,140SH DFND4002,140
DARLING INTERNATIONAL INCCOM2372661011,700,35591,123SH SOLE191,12300
DARLING INTL INCCOM23726610118,6601,000SH DFND2001,000
DATALINK CORPCOM237934104111,78410,506SH SOLE110,50600
DATALINK CORPCOM23793410416,7581,575SH DFND2001,575
DAVITA HEALTHCARE PARTNERSCOM23918K1083,844,46031,825SH SOLE131,82500
DAVITA HEALTHCARE PARTNERS ICOM23918K10830,562253SH DFND200253
DAVITA HEALTHCARE PARTNERS ICOM23918K108390,3053,231SH DFND3003,231
DAVITA HEALTHCARE PARTNERS ICOM09248J10130,4922,119SH DFND4002,119
DAWSON GEOPHYSICAL COCOM239359102201,2565,460SH SOLE15,46000
DBX ETF TRCOM2330515074,451132SH DFND200132
DCP MIDSTREAM PARTNERS LPCOM23311P10019,010351SH DFND200351
DCP MIDSTREAM PARTNERS LPCOM23311P1005,410100SH DFND300100
DCP MIDSTREAM PARTNERS LPCOM4042806043,768,202151,455SH DFND400151,455
DCT INDUSTRIAL TRUST INCCOM2331531051,343,478187,899SH SOLE1187,89900
DCT INDUSTRIAL TRUST INCCOM23315310576,16210,652SH DFND20010,652
DCT INDUSTRIAL TRUST INCCOM45675Y10452,11027,000SH DFND40027,000
DDR CORPCOM23317H102154,5459,282SH SOLE19,28200
DDR CORPCOM23317H10212,021722SH DFND300722
DDR CORPCOM4642884061,17212SH DFND40012
DEALERTRACK TECHNOLOGIES ICOM2423091021,167,66732,957SH SOLE132,95700
DEALERTRACK TECHNOLOGIES INCCOM67098810494,5187,112SH DFND4007,112
DEAN FOODS COCOM2423701043,914,183390,637SH SOLE1390,63700
DEAN FOODS CO NEWCOM67062N10363749SH DFND40049
DECKERS OUTDOOR CORPCOM2435371073,649,39872,251SH SOLE172,25100
DECKERS OUTDOOR CORPCOM2435371072,27345SH DFND20045
DECKERS OUTDOOR CORPCOM24353710710,102200SH DFND300200
DECKERS OUTDOOR CORPCOM73937B65461,7772,253SH DFND4002,253
DEERE & COCOM244199105838,11010,315SH DFND20010,315
DEERE & COCOM2441991051,545,43519,021SH DFND30019,021
DEERE & COCOM73936T52411,636380SH DFND400380
DEERE + COCOM2441991059,863,994121,403SH SOLE1121,40300
DEL FRISCO S RESTAURANT GRCOM24507710285,5333,995SH SOLE13,99500
DELAWARE ENHANCED GBL DIV &COM24606010746,7714,022SH DFND3004,022
DELEK US HLDGS INCCOM24664710118,995660SH DFND300660
DELEK US HOLDINGS INCCOM246647101336,87011,705SH SOLE111,70500
DELL INCCOM24702R101203,481,11415,242,031SH SOLE115,242,03100
DELL INCCOM24702R101426,65332,019SH DFND20032,019
DELL INCCOM24702R10192,2626,924SH DFND3006,924
DELL INCCOM78464A49026,655463SH DFND400463
DELPHI AUTOMOTIVE PLCCOMG278231065,726,601112,973SH SOLE1112,97300
DELPHI AUTOMOTIVE PLCCOMG278231067,604150SH DFND200150
DELTA AIR LINES INCCOM247361702371,74919,869SH SOLE119,86900
DELTA AIR LINES INC DELCOM24736170214,968800SH DFND200800
DELTA AIR LINES INC DELCOM247361702488,79926,125SH DFND30026,125
DELTA AIR LINES INC DELCOM97717W562164,9542,469SH DFND4002,469
DELTA APPAREL INCCOM24736810368,5124,859SH SOLE14,85900
DELTA NATURAL GAS CO INCCOM24774810699,4294,679SH SOLE14,67900
DELTIC TIMBER CORPCOM247850100488,0018,440SH SOLE18,44000
DELUXE CORPCOM2480191015,391,748155,606SH SOLE1155,60600
DELUXE CORPCOM24801910110,568305SH DFND200305
DELUXE CORPCOM2480191011043SH DFND3003
DELUXE CORPCOM00130H10515,8631,323SH DFND4001,323
DEMAND MEDIA INCCOM24802N109123,79820,633SH SOLE120,63300
DEMANDWARE INCCOM24802Y105190,9724,503SH SOLE14,50300
DEMANDWARE INCCOM24802Y1052,12150SH DFND30050
DENALI FD INCCOM24823A10219,4601,000SH DFND3001,000
DENBURY RES INCCOM24791620812,626729SH DFND200729
DENBURY RES INCCOM24791620834620SH DFND30020
DENBURY RES INCCOM03524A10811,373126SH DFND400126
DENBURY RESOURCES INCCOM2479162082,233,639128,963SH SOLE1128,96300
DENDREON CORPCOM24823Q107436,980106,063SH SOLE1106,06300
DENDREON CORPCOM24823Q10740,9539,940SH DFND2009,940
DENDREON CORPBOND24823QAC129,25039PRN DFND30039
DENDREON CORPCOM24823Q107380,37992,325SH DFND30092,325
DENDREON CORPCOM05348410125,498189SH DFND400189
DENNY S CORPCOM24869P104372,18566,225SH SOLE166,22500
DENTSPLY INTERNATIONAL INCCOM2490301072,324,76756,757SH SOLE156,75700
DEPOMED INCCOM249908104215,32938,383SH SOLE138,38300
DEPOMED INCCOM249908104646115SH DFND300115
DEPOMED INCCOM06740C18835,1451,697SH DFND4001,697
DERMA SCIENCES INCCOM249827502106,6407,988SH SOLE17,98800
DESARROLLADORA HOMEX S A DECOM10112110110,547100SH DFND400100
DESTINATION MATERNITY CORPCOM25065D100226,4929,207SH SOLE19,20700
DESTINATION XL GROUP INCCOM25065K104183,28928,910SH SOLE128,91000
DEUTSCHE BANK AGCOMD1819089822,989548SH DFND200548
DEUTSCHE BANK AGCOMD181908981,13327SH DFND30027
DEUTSCHE BK AG LDN BRHCOM25154H7561,087,258141,570SH DFND200141,570
DEUTSCHE BK AG LDN BRHCOM25154H7314,998320SH DFND300320
DEUTSCHE BK AG LDN BRHCOM25154H74925,660950SH DFND300950
DEUTSCHE BK AG LDN BRHCOM9229087691,381,98616,717SH DFND40016,717
DEUTSCHE BK AG LONDONCOM25153Q65818,0961,421SH DFND3001,421
DEUTSCHE BK AG LONDON BRHCOM25154P17024,3861,248SH DFND2001,248
DEUTSCHE BK AG LONDON BRHCOM25154P87327413SH DFND20013
DEVON ENERGY CORP NEWCOM25179M103491,2209,468SH DFND2009,468
DEVON ENERGY CORP NEWCOM25179M103357,1096,883SH DFND3006,883
DEVON ENERGY CORP NEWCOM14149Y10844,793949SH DFND400949
DEVON ENERGY CORPORATIONCOM25179M1037,594,091204,226SH SOLE1204,22600
DEVRY INCCOM2518931033,707,572119,522SH SOLE1119,52200
DEX MEDIA INC NEWCOM25213A1077,696438SH DFND300438
DEXCOM INCCOM2521311071,059,95447,214SH SOLE147,21400
DEXCOM INCCOM2521311072,245100SH DFND300100
DFC GLOBAL CORPCOM23324T1072,315,150167,643SH SOLE1167,64300
DHT HOLDINGS INCCOMY2065G121368SH DFND3008
DIAGEO P L CCOM25243Q20559,084514SH DFND200514
DIAGEO P L CCOM25243Q205631,4655,493SH DFND3005,493
DIAGEO P L CCOM254687106539,2658,539SH DFND4008,539
DIAMOND FOODS INCCOM252603105355,59317,137SH SOLE117,13700
DIAMOND FOODS INCCOM25260310572,6253,500SH DFND2003,500
DIAMOND FOODS INCCOM2526031054,150200SH DFND300200
DIAMOND FOODS INCCOM26000310814,988193SH DFND400193
DIAMOND HILL INVESTMENT GRCOM25264R207157,0021,846SH SOLE11,84600
DIAMOND HILL INVESTMENT GROUCOM25264R20777,031900SH DFND300900
DIAMOND OFFSHORE DRILLINGCOM25271C1021,678,61424,402SH SOLE124,40200
DIAMOND OFFSHORE DRILLING INCOM25271C102240,3523,494SH DFND3003,494
DIAMOND OFFSHORE DRILLING INCOM26550410026,420617SH DFND400617
DIAMONDBACK ENERGY INCCOM25278X109329,9019,901SH SOLE19,90100
DIAMONDROCK HOSPITALITY COCOM2527843011,362,295146,169SH SOLE1146,16900
DIAMONDROCK HOSPITALITY COCOM25278430114,9121,600SH DFND3001,600
DIANA SHIPPING INCCOMY2066G1045,020500SH DFND200500
DICE HOLDINGS INCCOM253017107307,84433,425SH SOLE133,42500
DICK S SPORTING GOODS INCCOM25339310215,365,867306,949SH SOLE1306,94900
DICKS SPORTING GOODS INCCOM25339310216,270325SH DFND300325
DICKS SPORTING GOODS INCCOM26922X10714,565750SH DFND400750
DIEBOLD INCCOM2536511034,514,190133,992SH SOLE1133,99200
DIEBOLD INCCOM2536511034,380130SH DFND200130
DIEBOLD INCCOM2536511036,738200SH DFND300200
DIGI INTERNATIONAL INCCOM253798102186,95019,952SH SOLE119,95200
DIGIMARC CORPCOM25381B101101,4614,885SH SOLE14,88500
DIGITAL GENERATION INCCOM25400B108156,08221,178SH SOLE121,17800
DIGITAL REALTY TRUST INCCOM253868103138,0432,263SH SOLE12,26300
DIGITAL RIV INCCOM25388B1044,148221SH DFND300221
DIGITAL RIVER INCCOM25388B104533,81928,440SH SOLE128,44000
DIGITAL RLTY TR INCCOM2538681035,00282SH DFND20082
DIGITAL RLTY TR INCCOM31430F1015,9101,000SH DFND4001,000
DIGITALGLOBE INCCOM25389M8771,140,26936,771SH SOLE136,77100
DIGITALGLOBE INCCOM25389M87750,5461,630SH DFND3001,630
DILLARDS INC CL ACOM25406710181,068989SH SOLE198900
DIME COMMUNITY BANCSHARESCOM253922108369,99324,151SH SOLE124,15100
DINEEQUITY INCCOM254423106821,20611,924SH SOLE111,92400
DIODES INCCOM254543101714,77227,523SH SOLE127,52300
DIRECTVCOM25490A30915,171,029246,203SH SOLE1246,20300
DIRECTVCOM25490A30972,0571,169SH DFND2001,169
DIRECTVCOM25490A30988,6381,438SH DFND3001,438
DIRECTVCOM3373451022,885100SH DFND400100
DIREXION SHS ETF TRCOM25459W151222SH DFND2002
DIREXION SHS ETF TRCOM25459W7712,541160SH DFND300160
DIREXION SHS ETF TRCOM25459W8626,188150SH DFND300150
DIREXION SHS ETF TRCOM25459Y4621,99340SH DFND30040
DIREXION SHS ETF TRCOM25459Y488735,93523,115SH DFND30023,115
DIREXION SHS ETF TRCOM25459Y49615226SH DFND30026
DIREXION SHS ETF TRCOM45703010425,2501,000SH DFND4001,000
DISCOVER FINANCIAL SERVICECOM2547091088,408,222176,495SH SOLE1176,49500
DISCOVER FINL SVCSCOM254709108160,9763,379SH DFND2003,379
DISCOVER FINL SVCSCOM25470910885,2281,789SH DFND3001,789
DISCOVER FINL SVCSCOM4642867725,852110SH DFND400110
DISCOVERY COMMUNICATIONS ACOM25470F1047,620,78198,702SH SOLE198,70200
DISCOVERY COMMUNICATNS NEWCOM25470F3021402SH DFND2002
DISCOVERY COMMUNICATNS NEWCOM25470F104243,7693,156SH DFND2003,156
DISCOVERY COMMUNICATNS NEWCOM25470F10464,882840SH DFND300840
DISCOVERY COMMUNICATNS NEWCOM4642878871,389,50714,347SH DFND40014,347
DISCOVERY COMMUNICATNS NEWCOM46428844854,1111,700SH DFND4001,700
DISCOVERY COMMUNICATNS NEWCOM922042676133,5032,501SH DFND4002,501
DISCOVERY LABORATORIES INCCOM25466840345,40529,872SH SOLE129,87200
DISCOVERY LABORATORIES INC NCOM254668403506333SH DFND300333
DISH NETWORK CORPCOM25470M10912,756300SH DFND200300
DISH NETWORK CORPCOM25470M1094,380103SH DFND300103
DISH NETWORK CORPCOM5128151011,95345SH DFND40045
DISH NETWORK CORP ACOM25470M109183,3894,313SH SOLE14,31300
DISNEY WALT COCOM2546871061,259,58819,946SH DFND20019,946
DISNEY WALT COCOM2546871061,861,41129,476SH DFND30029,476
DISNEY WALT COCOM57636Q1049,19216SH DFND40016
DNP SELECT INCOME FDCOM23325P104554,84056,501SH DFND20056,501
DNP SELECT INCOME FDCOM23325P104130,91013,331SH DFND30013,331
DOLAN COCOM25659P4021,253769SH DFND200769
DOLAN CO/THECOM25659P40234,32621,059SH SOLE121,05900
DOLBY LABORATORIES INCCOM25659T1074,516135SH DFND200135
DOLBY LABORATORIES INCCOM25659T107348,76310,426SH DFND30010,426
DOLBY LABORATORIES INCCOM74835Y1011,95443SH DFND40043
DOLBY LABORATORIES INC CLCOM25659T10738,9021,163SH SOLE11,16300
DOLE FOOD CO INCCOM256603101314,77224,688SH SOLE124,68800
DOLLAR GEN CORP NEWCOM256677105114,5772,272SH DFND3002,272
DOLLAR GEN CORP NEWCOM78355W4031,659,12228,650SH DFND40028,650
DOLLAR GENERAL CORPCOM2566771054,918,64097,534SH SOLE197,53400
DOLLAR TREE INCCOM2567461084,870,01495,791SH SOLE195,79100
DOLLAR TREE INCCOM256746108525,12610,329SH DFND20010,329
DOLLAR TREE INCCOM25674610833,249654SH DFND300654
DOLLAR TREE INCCOM26432K10813,1401,200SH DFND4001,200
DOMINION RES BLACK WARRIOR TCOM25746Q1088,4012,005SH DFND2002,005
DOMINION RES BLACK WARRIOR TCOM25746Q1086,2851,500SH DFND3001,500
DOMINION RES INC VA NEWCOM25746U109230,6324,059SH DFND2004,059
DOMINION RES INC VA NEWCOM25746U109607,91710,699SH DFND30010,699
DOMINION RES INC VA NEWCOM46132P10811,742824SH DFND400824
DOMINION RESOURCES INC/VACOM25746U10910,445,846183,841SH SOLE1183,84100
DOMINO S PIZZA INCCOM25754A20112,163,236209,170SH SOLE1209,17000
DOMTAR CORPCOM2575592034,709,39770,818SH SOLE170,81800
DONALDSON CO INCCOM25765110910,087,073282,868SH SOLE1282,86800
DONEGAL GROUP INC CL ACOM25770120175,1735,381SH SOLE15,38100
DONNELLEY R R & SONS COCOM257867101119,3168,516SH DFND2008,516
DONNELLEY R R & SONS COCOM2578671012,045146SH DFND300146
DORAL FINANCIAL CORPCOM25811P88673,43788,478SH SOLE188,47800
DORCHESTER MINERALS LPCOM73936Q108207,8359,850SH DFND4009,850
DORMAN PRODUCTS INCCOM258278100875,54819,188SH SOLE119,18800
DORMAN PRODUCTS INCCOM2582781001,82540SH DFND20040
DORMAN PRODUCTS INCCOM258278100179,0983,925SH DFND3003,925
DOUBLE EAGLE PETE COCOM2585702091,973500SH DFND200500
DOUBLELINE INCOME SOLUTIONSCOM73936T4589,425408SH DFND400408
DOUBLELINE OPPORTUNISTIC CRCOM25862310720,792830SH DFND300830
DOUGLAS DYNAMICS INCCOM25960R105197,85415,243SH SOLE115,24300
DOUGLAS EMMETT INCCOM25960P109116,9914,689SH SOLE14,68900
DOUGLAS EMMETT INCCOM00422510818,4951,019SH DFND4001,019
DOVER CORPCOM2600031085,949,37776,608SH SOLE176,60800
DOVER CORPCOM26000310854,440701SH DFND200701
DOVER CORPCOM26000310866,166852SH DFND300852
DOVER CORPCOM04004710250,0506,500SH DFND4006,500
DOW 30 PREMIUM & DIV INC FDCOM2605821018,004546SH DFND300546
DOW CHEM COCOM260543103498,03715,481SH DFND20015,481
DOW CHEM COCOM260543103675,77221,006SH DFND30021,006
DOW CHEM COCOM05463D1001,61838SH DFND40038
DOW CHEMICAL CO/THECOM26054310312,383,777384,948SH SOLE1384,94800
DR HORTON INCCOM23331A1092,042,64695,989SH SOLE195,98900
DR PEPPER SNAPPLE GROUP INCOM26138E1096,691,817145,696SH SOLE1145,69600
DR PEPPER SNAPPLE GROUP INCCOM26138E10936,147787SH DFND300787
DR PEPPER SNAPPLE GROUP INCCOM0733021012,20835SH DFND40035
DR REDDYS LABS LTDCOM0718131091,040,36615,019SH DFND40015,019
DRAGONWAVE INCCOM26144M103429,120149,000SH DFND300149,000
DRDGOLD LIMITEDCOM26152H30110,8602,000SH DFND3002,000
DREAMWORKS ANIMATION SKG ACOM26153C1033,841,610149,712SH SOLE1149,71200
DREAMWORKS ANIMATION SKG INCCOM26153C10350,4221,965SH DFND2001,965
DREAMWORKS ANIMATION SKG INCCOM26153C1031,28350SH DFND30050
DRESSER RAND GROUP INCCOM26160810311,144,704185,807SH SOLE1185,80700
DRESSER-RAND GROUP INCCOM12541W20931,196554SH DFND400554
DREW INDUSTRIES INCCOM26168L205585,90714,901SH SOLE114,90100
DREYFUS HIGH YIELD STRATEGIECOM26200S10118,0474,297SH DFND3004,297
DREYFUS STRATEGIC MUN BD FDCOM9286451001,28771SH DFND40071
DREYFUS STRATEGIC MUNS INCCOM26193210735341SH DFND30041
DREYFUS STRATEGIC MUNS INCCOM98433210693,6093,725SH DFND4003,725
DRIL QUIP INCCOM26203710412,479,161138,212SH SOLE1138,21200
DRIL-QUIP INCCOM2620371041812SH DFND3002
DRYSHIPS INCCOMY2109Q101449240SH DFND200240
DRYSHIPS INCCOMY2109Q101561300SH DFND300300
DSP GROUP INCCOM23332B106140,79616,943SH SOLE116,94300
DST SYS INC DELCOM233326107474,6227,265SH DFND3007,265
DST SYS INC DELCOM1638932092,172107SH DFND400107
DST SYSTEMS INCCOM2333261074,110,82562,924SH SOLE162,92400
DSW INCCOM23334L1021,46920SH DFND20020
DSW INC CLASS ACOM23334L10245,111614SH SOLE161400
DTE ENERGY COCOM233331107414,0136,178SH DFND2006,178
DTE ENERGY COCOM23333110781,4171,215SH DFND3001,215
DTE ENERGY COCOM19306820283SH DFND4003
DTE ENERGY COMPANYCOM2333311074,090,69261,046SH SOLE161,04600
DTS INCCOM23335C101291,35114,157SH SOLE114,15700
DU PONT (E.I.) DE NEMOURSCOM263534109185,609,6553,535,422SH SOLE13,535,42200
DU PONT E I DE NEMOURS & COCOM263534109285,1135,431SH DFND2005,431
DU PONT E I DE NEMOURS & COCOM263534109512,1389,755SH DFND3009,755
DU PONT E I DE NEMOURS & COCOM20854P10948818SH DFND40018
DUFF & PHELPS GLB UTL INC FDCOM09247D1059,724650SH DFND400650
DUFF & PHELPS UTIL CORP BD TCOM26432K10898690SH DFND20090
DUFF & PHELPS UTIL CORP BD TCOM74682310380,66811,298SH DFND40011,298
DUKE ENERGY CORPCOM26441C20415,160,635224,602SH SOLE1224,60200
DUKE ENERGY CORP NEWCOM26441C2041,098,24716,270SH DFND20016,270
DUKE ENERGY CORP NEWCOM26441C2041,755,00326,000SH DFND30026,000
DUKE ENERGY CORP NEWCOM41902R1037,392300SH DFND400300
DUKE REALTY CORPCOM26441150510,563,316677,570SH SOLE1677,57000
DUKE REALTY CORPCOM26441150565,3244,190SH DFND2004,190
DUN & BRADSTREET CORP DEL NECOM26483E10015,105155SH DFND200155
DUN & BRADSTREET CORP DEL NECOM26483E1003,21633SH DFND30033
DUN + BRADSTREET CORPCOM26483E1001,311,87213,462SH SOLE113,46200
DUNKIN BRANDS GROUP INCCOM26550410053,7391,255SH SOLE11,25500
DUNKIN BRANDS GROUP INCCOM265504100124,9062,917SH DFND3002,917
DUNKIN BRANDS GROUP INCCOM40414L10969,5691,531SH DFND4001,531
DUPONT FABROS TECHNOLOGYCOM26613Q1061,019,97542,235SH SOLE142,23500
DURATA THERAPEUTICS INCCOM26658A10742,8265,948SH SOLE15,94800
DWS HIGH INCOME OPPORT FD INCOM23339M2042,536176SH DFND300176
DWS HIGH INCOME TRCOM23337C2089,3401,000SH DFND2001,000
DWS HIGH INCOME TRCOM23337C2082,802300SH DFND300300
DWS MULTI MKT INCOME TRCOM23338L10855,5485,709SH DFND3005,709
DXP ENTERPRISES INCCOM233377407403,5966,060SH SOLE16,06000
DYAX CORPCOM26746E103235,45068,049SH SOLE168,04900
DYCOM INDUSTRIES INCCOM267475101601,29325,985SH SOLE125,98500
DYNAMIC MATERIALS CORPCOM267888105153,3129,286SH SOLE19,28600
DYNAMIC MATLS CORPCOM26788810524815SH DFND30015
DYNASIL CORP AMERCOM78355W58518,850500SH DFND400500
DYNAVAX TECHNOLOGIES CORPCOM268158102138,555125,959SH SOLE1125,95900
DYNAVAX TECHNOLOGIES CORPCOM268158102121110SH DFND300110
DYNEGY INC NEW DELCOM26817R11621SH DFND3001
DYNEGY INC NEW DELCOMG4779110154,094974SH DFND400974
DYNEGY INC NEW DELCOM00507K10312,622100SH DFND400100
DYNEX CAP INCCOM26817Q50618,3421,800SH DFND3001,800
DYNEX CAP INCCOM4581401001,332,13354,979SH DFND40054,979
DYNEX CAPITAL INCCOM26817Q506381,40237,429SH SOLE137,42900
E M C CORP MASSCOM268648102463,49519,623SH DFND20019,623
E M C CORP MASSCOM268648102648,84127,470SH DFND30027,470
E M C CORP MASSCOM47836610737,8661,058SH DFND4001,058
E TRADE FINANCIAL CORPCOM2692464011,277,002100,869SH SOLE1100,86900
E2OPEN INCCOM29788A10456,5083,229SH SOLE13,22900
EAGLE BANCORP INCCOM268948106329,14314,707SH SOLE114,70700
EAGLE BULK SHIPPING INCCOMY2187A1192,993820SH DFND200820
EAGLE BULK SHIPPING INCCOMY2187A1191,278350SH DFND300350
EAGLE MATERIALS INCCOM26969P1088,691,708131,156SH SOLE1131,15600
EAGLE MATERIALS INCCOM26969P1081,39221SH DFND20021
EAGLE MATERIALS INCCOM26969P108573,2368,650SH DFND3008,650
EAGLE MATERIALS INCCOM58384010311,2323,900SH DFND4003,900
EAGLE ROCK ENERGY PARTNERS LCOM26985R104519,72766,039SH DFND20066,039
EAGLE ROCK ENERGY PARTNERS LCOM26985R104944120SH DFND300120
EAGLE ROCK ENERGY PARTNERS LCOM74347R7766,882200SH DFND400200
EARTHLINK INCCOM270321102454,25573,149SH SOLE173,14900
EARTHLINK INCCOM78464A417179,0254,533SH DFND4004,533
EAST WEST BANCORP INCCOM27579R1047,888,760286,864SH SOLE1286,86400
EAST WEST BANCORP INCCOM27579R10438514SH DFND30014
EASTERN CO/THECOM27631710468,4804,280SH SOLE14,28000
EASTERN INSURANCE HOLDINGSCOM27653410485,7064,571SH SOLE14,57100
EASTGROUP PPTY INCCOM27727610132,637580SH DFND200580
EASTGROUP PPTY INCCOM85571B10549,5002,000SH DFND4002,000
EASTGROUP PROPERTIES INCCOM2772761011,305,57723,202SH SOLE123,20200
EASTMAN CHEM COCOM27743210020,400291SH DFND200291
EASTMAN CHEM COCOM27743210070,2201,003SH DFND3001,003
EASTMAN CHEM COCOMM855481018,541102SH DFND400102
EASTMAN CHEMICAL COCOM2774321003,588,36351,255SH SOLE151,25500
EATON CORP PLCCOMG2918310310,720,778162,905SH SOLE1162,90500
EATON CORP PLCCOMG29183103208,7873,173SH DFND2003,173
EATON CORP PLCCOMG29183103205,3933,121SH DFND3003,121
EATON CORP PLCCOM88731730377,7101,344SH DFND4001,344
EATON VANCE CALIF MUN BD FDCOM27828A10054,0374,944SH DFND3004,944
EATON VANCE CALIF MUN BD FDCOM001204106115,6362,698SH DFND4002,698
EATON VANCE CORPCOM2782651039,536,733253,704SH SOLE1253,70400
EATON VANCE CORPCOM27826510315,036400SH DFND200400
EATON VANCE CORPCOM27826510327,253725SH DFND300725
EATON VANCE ENH EQTY INC FDCOM27827710849,6344,316SH DFND3004,316
EATON VANCE ENHANCED EQ INCCOM27827410553,9454,671SH DFND3004,671
EATON VANCE ENHANCED EQ INCCOM05430310216,824800SH DFND400800
EATON VANCE FLTING RATE INCCOM27827910433,1402,000SH DFND2002,000
EATON VANCE FLTING RATE INCCOM09247X10148,031187SH DFND400187
EATON VANCE LTD DUR INCOME FCOM27828H105160,69610,075SH DFND20010,075
EATON VANCE LTD DUR INCOME FCOM27828H10548,9933,072SH DFND3003,072
EATON VANCE LTD DUR INCOME FCOM10140510812,0501,000SH DFND4001,000
EATON VANCE MI MUNI INCOME TCOM27826D10663,6015,175SH DFND2005,175
EATON VANCE MUN BD FDCOM055622104741,76217,771SH DFND40017,771
EATON VANCE MUNI INCOME TRUSCOM27826U108115,2409,377SH DFND3009,377
EATON VANCE NATL MUN OPPORTCOM1113201079,260274SH DFND400274
EATON VANCE NJ MUNI INCOME TCOM12626K2031,23961SH DFND40061
EATON VANCE PA MUNI INCOME TCOM25179M10314,371277SH DFND400277
EATON VANCE RISK MNGD DIV EQCOM27829G10643,6004,000SH DFND3004,000
EATON VANCE RISK MNGD DIV EQCOM27032110236,3355,851SH DFND4005,851
EATON VANCE SH TM DR DIVR INCOM27828V1049,951615SH DFND300615
EATON VANCE SH TM DR DIVR INCOM28102010739,588822SH DFND400822
EATON VANCE SR FLTNG RTE TRCOM27828Q10535,3062,170SH DFND2002,170
EATON VANCE SR FLTNG RTE TRCOM27828Q10532,5402,000SH DFND3002,000
EATON VANCE SR FLTNG RTE TRCOM41086710533,762690SH DFND400690
EATON VANCE SR INCOME TRCOM27826S10339,3675,235SH DFND2005,235
EATON VANCE SR INCOME TRCOM44351020199010SH DFND40010
EATON VANCE TAX ADVT DIV INCCOM27828G10715,521850SH DFND200850
EATON VANCE TAX ADVT DIV INCCOM27828G10789,2374,887SH DFND3004,887
EATON VANCE TAX ADVT DIV INCCOM4592001012,140,78811,202SH DFND40011,202
EATON VANCE TAX MNGD GBL DVCOM27829F108181,50119,579SH DFND20019,579
EATON VANCE TAX MNGD GBL DVCOM27829F108103,59211,175SH DFND30011,175
EATON VANCE TAX MNGD GBL DVCOM464287408249,4353,292SH DFND4003,292
EATON VANCE TAX MNGED BUY WRCOM27828X10018,8781,301SH DFND3001,301
EATON VANCE TAX MNGED BUY WRCOM5339001062,34841SH DFND40041
EATON VANCE TAX-ADV BD & OPTCOM27829M1038,000500SH DFND300500
EATON VANCE TAX-ADV BD & OPTCOM57060U23348,9971,300SH DFND4001,300
EATON VANCE TX ADV GLB DIV OCOM64110L1062,95514SH DFND40014
EATON VANCE TX ADV GLBL DIVCOM27828S10147,8493,173SH DFND3003,173
EATON VANCE TX ADV GLBL DIVCOM72201R783360,0643,507SH DFND4003,507
EATON VANCE TX MGD DIV EQ INCOM27828N1024,048398SH DFND200398
EATON VANCE TX MGD DIV EQ INCOM27828N10210,1701,000SH DFND3001,000
EATON VANCE TX MGD DIV EQ INCOM74347X23728512SH DFND40012
EATON VANCE TX MNG BY WRT OPCOM27828Y10871,1985,456SH DFND3005,456
EATON VANCE TX MNG BY WRT OPCOM74460D10996,291628SH DFND400628
EATON VANCE TXMGD GL BUYWR OCOM27829C10515,2681,373SH DFND2001,373
EATON VANCE TXMGD GL BUYWR OCOM27829C10526,6702,398SH DFND3002,398
EATON VANCE TXMGD GL BUYWR OCOM76075910016,970500SH DFND400500
EBAY INCCOM27864210325,621,571495,390SH SOLE1495,39000
EBAY INCCOM278642103113,8872,202SH DFND2002,202
EBAY INCCOM2786421031,158,32122,396SH DFND30022,396
EBAY INCCOM9123182015,685300SH DFND400300
EBIX INCCOM278715206205,69222,213SH SOLE122,21300
ECA MARCELLUS TR ICOM26827L1095,646600SH DFND300600
ECHELON CORPCOM27874N10555,18726,155SH SOLE126,15500
ECHO GLOBAL LOGISTICS INCCOM27875T101198,19410,169SH SOLE110,16900
ECHOSTAR CORP ACOM27876810644,7031,143SH SOLE11,14300
ECOLAB INCCOM2788651008,754,210102,761SH SOLE1102,76100
ECOLAB INCCOM2788651008,519100SH DFND200100
ECOLAB INCCOM27886510031,520370SH DFND300370
ECOLAB INCCOM95082P1051,56323SH DFND40023
ECOPETROL S ACOM27915810918,717445SH DFND300445
ECOPETROL S ACOM27826V10610,586827SH DFND400827
EDGEN GROUP INCCOM28014Q10765,84210,320SH SOLE110,32000
EDISON INTERNATIONALCOM2810201075,522,122114,662SH SOLE1114,66200
EDISON INTLCOM281020107378,9237,868SH DFND2007,868
EDISON INTLCOM28102010782,6131,715SH DFND3001,715
EDISON INTLCOM27828N10224,4692,406SH DFND4002,406
EDUCATION MANAGEMENT CORPCOM28140M103103,16618,357SH SOLE118,35700
EDUCATION REALTY TRUST INCCOM28140H104796,31377,841SH SOLE177,84100
EDUCATIONAL DEV CORPCOM28147910558,09918,562SH DFND30018,562
EDWARDS LIFESCIENCES CORPCOM28176E1082,587,33438,502SH SOLE138,50200
EDWARDS LIFESCIENCES CORPCOM28176E108360,1925,360SH DFND2005,360
EDWARDS LIFESCIENCES CORPCOM28176E108188,4962,805SH DFND3002,805
EDWARDS LIFESCIENCES CORPCOM32055Y2011,34165SH DFND40065
EGA EMERGING GLOBAL SHS TRCOM2684618298,666500SH DFND200500
EGA EMERGING GLOBAL SHS TRCOM26846182912,132700SH DFND300700
EGA EMERGING GLOBAL SHS TRCOM80004C1013,72761SH DFND40061
EGA EMERGING GLOBAL SHS TRCOM84756N109156,4003,400SH DFND4003,400
EGAIN CORPCOM46428817413,128290SH DFND400290
EHEALTH INCCOM28238P109365,29216,078SH SOLE116,07800
EINSTEIN NOAH REST GROUP INCCOM28257U104154,66810,892SH DFND20010,892
EINSTEIN NOAH RESTAURANT GCOM28257U10460,1514,236SH SOLE14,23600
EL PASO ELECTRIC COCOM2836778541,095,28131,019SH SOLE131,01900
EL PASO PIPELINE PARTNERS LCOM28370210838,430880SH DFND200880
EL PASO PIPELINE PARTNERS LCOM28370210860,0461,375SH DFND3001,375
EL PASO PIPELINE PARTNERS LCOM6706571053,413265SH DFND400265
ELAN PLCCOM28413120870750SH DFND20050
ELAN PLCCOM2841312082,828200SH DFND300200
ELDORADO GOLD CORP NEWCOM28490210382,39813,333SH DFND30013,333
ELDORADO GOLD CORP NEWCOM6745999052,0255SHCallDFND4005
ELECTRO RENT CORPCOM285218103216,92712,920SH SOLE112,92000
ELECTRO SCIENTIFIC INDS INCOM285229100192,99117,936SH SOLE117,93600
ELECTRONIC ARTS INCCOM2855121092,444,031106,401SH SOLE1106,40100
ELECTRONIC ARTS INCCOM28551210917,495761SH DFND200761
ELECTRONIC ARTS INCCOM2855121091,15050SH DFND30050
ELECTRONICS FOR IMAGINGCOM2860821022,584,97091,374SH SOLE191,37400
ELECTRONICS FOR IMAGING INCCOM28608210219,407686SH DFND200686
ELI LILLY + COCOM53245710817,177,117349,697SH SOLE1349,69700
ELIZABETH ARDEN INCCOM28660G106782,28017,357SH SOLE117,35700
ELLIE MAE INCCOM28849P100399,88417,326SH SOLE117,32600
ELLINGTON FINANCIAL LLCCOM28852230329,6531,300SH DFND3001,300
EMC CORP/MACOM26864810218,326,097775,872SH SOLE1775,87200
EMC INS GROUP INCCOM26866410981,0653,087SH SOLE13,08700
EMCOR GROUP INCCOM29084Q1002,962,12572,869SH SOLE172,86900
EMCOR GROUP INCCOM72201410791,8887,847SH DFND4007,847
EMERALD OIL INCCOM29101U20975,73411,040SH SOLE111,04000
EMERALD OIL INCCOM29101U2093,176463SH DFND300463
EMERGENT BIOSOLUTIONS INCCOM29089Q105288,80420,028SH SOLE120,02800
EMERGENT BIOSOLUTIONS INCCOM29089Q1052,884200SH DFND300200
EMERITUS CORPCOM2910051062,341,018100,993SH SOLE1100,99300
EMERSON ELEC COCOM291011104262,2964,809SH DFND2004,809
EMERSON ELEC COCOM291011104369,9996,784SH DFND3006,784
EMERSON ELEC COCOM0153511096,54971SH DFND40071
EMERSON ELECTRIC COCOM29101110422,664,097415,550SH SOLE1415,55000
EMPIRE DIST ELEC COCOM04247X1024309SH DFND4009
EMPIRE DISTRICT ELECTRIC CCOM291641108647,79329,036SH SOLE129,03600
EMPLOYERS HOLDINGS INCCOM292218104597,16724,424SH SOLE124,42400
EMULEX CORPCOM292475209389,75959,779SH SOLE159,77900
EMULEX CORPCOM292475209652100SH DFND300100
ENBRIDGE ENERGY MANAGEMENT LCOM29250X10393,7473,096SH DFND3003,096
ENBRIDGE ENERGY PARTNERS L PCOM29250R106164,8665,407SH DFND2005,407
ENBRIDGE ENERGY PARTNERS L PCOM29250R106594,64619,503SH DFND30019,503
ENBRIDGE ENERGY PARTNERS L PCOM04420910425,050300SH DFND400300
ENBRIDGE INCCOM29250N1056,731160SH DFND200160
ENBRIDGE INCCOM29250N10597,1822,310SH DFND3002,310
ENBRIDGE INCCOM05508R1066,265184SH DFND400184
ENCANA CORPCOM29250510468,9644,071SH DFND2004,071
ENCANA CORPCOM292505104214,02812,634SH DFND30012,634
ENCORE CAPITAL GROUP INCCOM292554102534,95816,157SH SOLE116,15700
ENCORE WIRE CORPCOM292562105442,85712,987SH SOLE112,98700
ENDEAVOUR INTERNATIONAL COCOM29259G200123,15632,072SH SOLE132,07200
ENDEAVOUR SILVER CORPCOM29258Y10310,2903,000SH DFND3003,000
ENDO HEALTH SOLUTIONS INCCOM29264F2058,655,841235,277SH SOLE1235,27700
ENDO HEALTH SOLUTIONS INCCOM29264F2051103SH DFND3003
ENDOCYTE INCCOM29269A102267,69420,388SH SOLE120,38800
ENDOLOGIX INCCOM29266S1061,949,092146,769SH SOLE1146,76900
ENDOLOGIX INCCOM29266S1061,647124SH DFND200124
ENDOLOGIX INCCOM05545E2095,588109SH DFND400109
ENDURANCE SPECIALTY HLDGS LTCOMG303971066,431125SH DFND300125
ENDURANCE SPECIALTY HOLDINCOMG3039710671,3101,386SH SOLE11,38600
ENERGEN CORPCOM29265N1087,950,471152,133SH SOLE1152,13300
ENERGIZER HLDGS INCCOM29266R10810,152101SH DFND200101
ENERGIZER HLDGS INCCOM29266R10812,966129SH DFND300129
ENERGIZER HLDGS INCCOM2041661022,35331SH DFND40031
ENERGIZER HOLDINGS INCCOM29266R10813,176,358131,095SH SOLE1131,09500
ENERGY RECOVERY INCCOM29270J100124,98230,262SH SOLE130,26200
ENERGY RECOVERY INCCOM23130C1083,22325SH DFND40025
ENERGY TRANSFER EQUITY L PCOM29273V10083,3291,393SH DFND2001,393
ENERGY TRANSFER EQUITY L PCOM29273V100334,5545,593SH DFND3005,593
ENERGY TRANSFER EQUITY L PCOM3666511076,668117SH DFND400117
ENERGY TRANSFER PRTNRS L PCOM29273R109876,76217,348SH DFND20017,348
ENERGY TRANSFER PRTNRS L PCOM29273R1094,531,89689,669SH DFND30089,669
ENERGY TRANSFER PRTNRS L PCOM3952591041,09824SH DFND40024
ENERGY XXI (BERMUDA) LTDCOMG10082140153,4076,918SH DFND2006,918
ENERGY XXI (BERMUDA) LTDCOMG1008214064,3082,900SH DFND3002,900
ENERGY XXI BERMUDACOMG100821401,204,88454,323SH SOLE154,32300
ENERNOC INCCOM292764107236,41317,829SH SOLE117,82900
ENERPLUS CORPCOM292766102402,13827,190SH DFND20027,190
ENERPLUS CORPCOM2927661027,113481SH DFND300481
ENERPLUS CORPCOM42805T105104,1604,200SH DFND4004,200
ENERSYSCOM29275Y1021,821,49337,143SH SOLE137,14300
ENGILITY HLDGS INCCOM29285W1042,842100SH DFND200100
ENGILITY HLDGS INCCOM29285W10439814SH DFND30014
ENGILITY HLDGS INCCOM46428666563,9861,487SH DFND4001,487
ENGILITY HOLDINGS INCCOM29285W10458,1472,046SH SOLE12,04600
ENI S P ACOM26874R10830,780750SH DFND300750
ENI S P ACOM46428770568,459676SH DFND400676
ENNIS INCCOM293389102311,44518,013SH SOLE118,01300
ENPHASE ENERGY INCCOM29355A10742,2995,472SH SOLE15,47200
ENPRO INDS INCCOM29355X10712,182240SH DFND300240
ENPRO INDUSTRIES INCCOM29355X107810,38315,965SH SOLE115,96500
ENSCO PLCCOMG3157S10689,2721,536SH DFND2001,536
ENSCO PLCCOMG3157S10627,491473SH DFND300473
ENSCO PLCCOM50242410420,063234SH DFND400234
ENSCO PLC CL ACOMG3157S1065,053,12786,943SH SOLE186,94300
ENSIGN GROUP INC/THECOM29358P101475,25913,494SH SOLE113,49400
ENSTAR GROUP LTDCOMG3075P101773,0135,813SH SOLE15,81300
ENTEGRIS INCCOM29362U104887,71294,538SH SOLE194,53800
ENTEGRIS INCCOM29362U10419,7092,100SH DFND2002,100
ENTERCOM COMMUNICATIONS CLCOM293639100158,80916,823SH SOLE116,82300
ENTERGY CORPCOM29364G1034,367,82162,684SH SOLE162,68400
ENTERGY CORP NEWCOM29364G103151,8332,179SH DFND2002,179
ENTERGY CORP NEWCOM29364G10354,002775SH DFND300775
ENTERGY CORP NEWCOM5312291025,95847SH DFND40047
ENTEROMEDICS INCCOM29365M20828,34224,861SH SOLE124,86100
ENTEROMEDICS INCCOM29365M2081,1401,000SH DFND3001,000
ENTERPRISE BANCORP INCCOM29366810975,5134,084SH SOLE14,08400
ENTERPRISE FINANCIAL SERVICOM293712105196,02112,282SH SOLE112,28200
ENTERPRISE PRODS PARTNERS LCOM293792107710,55011,433SH DFND20011,433
ENTERPRISE PRODS PARTNERS LCOM2937921073,068,89949,379SH DFND30049,379
ENTERPRISE PRODS PARTNERS LCOM59490110056113SH DFND40013
ENTRAVISION COMMUNICATIONSCOM29382R107214,80734,928SH SOLE134,92800
ENTRAVISION COMMUNICATIONS CCOM609207105232,4288,147SH DFND4008,147
ENTREMED INCCOM29382F2028140SH DFND20040
ENTROPIC COMMUNICATIONS INCOM29384R105291,51368,270SH SOLE168,27000
ENTROPIC COMMUNICATIONS INCCOM29384R10565,75815,400SH DFND20015,400
ENVESTNET INCCOM29404K106351,60814,293SH SOLE114,29300
ENVIVIO INCCOM29413T10610,7935,343SH SOLE15,34300
ENZO BIOCHEM INCCOM2941001026,0472,907SH SOLE12,90700
ENZO BIOCHEM INCCOM2941001022,0801,000SH DFND2001,000
ENZON PHARMACEUTICALS INCCOM29390410853,47626,738SH SOLE126,73800
EOG RES INCCOM26875P10143,191328SH DFND200328
EOG RES INCCOM26875P101518,4813,937SH DFND3003,937
EOG RES INCCOM62671710213,091215SH DFND400215
EOG RESOURCES INCCOM26875P10113,072,13799,272SH SOLE199,27200
EPAM SYSTEMS INCCOM29414B10496,6523,556SH SOLE13,55600
EPIQ SYSTEMS INCCOM26882D109329,71924,478SH SOLE124,47800
EPL OIL & GAS INCCOM26883D10824,369830SH DFND300830
EPL OIL + GAS INCCOM26883D108560,89319,104SH SOLE119,10400
EPLUS INCCOM294268107163,6192,732SH SOLE12,73200
EPR PPTYSCOM26884U10925,135500SH DFND200500
EPR PPTYSCOM26884U10929,659590SH DFND300590
EPR PROPERTIESCOM26884U1091,823,59536,276SH SOLE136,27600
EQT CORPCOM26884L1094,748,54859,828SH SOLE159,82800
EQT CORPCOM26884L10923,811300SH DFND200300
EQT CORPCOM26884L10911,112140SH DFND300140
EQT CORPCOMY62267102128,7938,913SH DFND4008,913
EQT MIDSTREAM PARTNERS LPCOM26885B1005,129105SH DFND200105
EQT MIDSTREAM PARTNERS LPCOM26885B10014,655300SH DFND300300
EQUIFAX INCCOM2944291052,344,17639,779SH SOLE139,77900
EQUIFAX INCCOM294429105235,7204,000SH DFND2004,000
EQUIFAX INCCOM67551U10518,7921,800SH DFND4001,800
EQUINIX INCCOM29444U50219,570,345105,946SH SOLE1105,94600
EQUINIX INCCOM29444U50278,321424SH DFND200424
EQUINIX INCCOM29444U5029,60552SH DFND30052
EQUINIX INCCOM69371810811,376212SH DFND400212
EQUITY LIFESTYLE PROPERTIECOM29472R10866,173842SH SOLE184200
EQUITY ONECOM29475210023,7621,050SH DFND2001,050
EQUITY ONECOM29475210027,1561,200SH DFND3001,200
EQUITY ONE INCCOM2947521003,759,907166,147SH SOLE1166,14700
EQUITY RESIDENTIALCOM29476L1075,843,275100,642SH SOLE1100,64200
ERA GROUP INCCOM26885G10956,5102,161SH SOLE12,16100
ERICKSON AIR-CRANE INCCOM29482P1009,405500SH DFND200500
ERICSSONCOM29482160813,0851,160SH DFND3001,160
ERICSSONCOMG7945E105906,26122,245SH DFND40022,245
ERIE INDEMNITY COMPANY CLCOM29530P10236,259455SH SOLE145500
ERIE INDTY COCOM29530P1023,98550SH DFND20050
ESB FINANCIAL CORPCOM26884F102104,2218,592SH SOLE18,59200
ESCO TECHNOLOGIES INCCOM296315104669,39220,673SH SOLE120,67300
ESCO TECHNOLOGIES INCCOM2963151041946SH DFND3006
ESSA BANCORP INCCOM29667D10474,2986,779SH SOLE16,77900
ESSEX PPTY TR INCCOM2971781053182SH DFND3002
ESSEX PPTY TR INCCOM824348106429,3152,431SH DFND4002,431
ESSEX PROPERTY TRUST INCCOM29717810512,623,96979,436SH SOLE179,43600
ESTEE LAUDER COMPANIES CLCOM51843910410,851,392164,990SH SOLE1164,99000
ESTERLINE TECHNOLOGIES CORCOM2974251006,213,47085,952SH SOLE185,95200
ETABLISSEMENTS DELHAIZE FRERCOM29759W1014,70076SH DFND30076
ETFS GOLD TRCOM26922Y105192,1021,582SH DFND2001,582
ETFS GOLD TRCOM26922Y10548,572400SH DFND300400
ETFS GOLD TRCOM84756010921,135613SH DFND400613
ETFS PALLADIUM TRCOM26923A1066,465100SH DFND200100
ETFS PALLADIUM TRCOM26923A10664,6501,000SH DFND3001,000
ETFS PLATINUM TRCOM26922V1013,93230SH DFND20030
ETFS PLATINUM TRCOM26922V1014,98138SH DFND30038
ETFS PRECIOUS METALS BASKETCOM26922W10967,5051,011SH DFND2001,011
ETFS PRECIOUS METALS BASKETCOM26922W10910,016150SH DFND300150
ETFS PRECIOUS METALS BASKETCOM7908491039,126200SH DFND400200
ETFS SILVER TRCOM26922X107331,51917,071SH DFND20017,071
ETFS SILVER TRCOM26922X107133,2416,861SH DFND3006,861
ETFS SILVER TRCOMY8564M105186,0574,258SH DFND4004,258
ETHAN ALLEN INTERIORS INCCOM297602104544,49318,906SH SOLE118,90600
EURONET WORLDWIDE INCCOM2987361091,113,57134,952SH SOLE134,95200
EURONET WORLDWIDE INCCOM2987361097,710242SH DFND200242
EV ENERGY PARTNERS LPCOM26926V10715,341411SH DFND200411
EV ENERGY PARTNERS LPCOM26926V1077,474200SH DFND300200
EV ENERGY PARTNERS LPCOM8816091012625SH DFND4005
EVERBANK FINANCIAL CORPCOM29977G102254,70915,381SH SOLE115,38100
EVERCORE PARTNERS INC CL ACOM29977A105773,73719,698SH SOLE119,69800
EVEREST RE GROUP LTDCOMG3223R10813,501,802105,269SH SOLE1105,26900
EVEREST RE GROUP LTDCOMG3223R10812,826100SH DFND200100
EVEREST RE GROUP LTDCOMG3223R10889,782700SH DFND300700
EVEREST RE GROUP LTDCOM919794107131,94913,933SH DFND40013,933
EVOLUTION PETROLEUM CORPCOM30049A107124,37411,400SH SOLE111,40000
EW SCRIPPS CO/THE ACOM811054402360,00723,107SH SOLE123,10700
EXA CORPCOM30061450044,3424,305SH SOLE14,30500
EXACT SCIENCES CORPCOM30063P105609,94043,849SH SOLE143,84900
EXACTECH INCCOM30064E109116,8415,916SH SOLE15,91600
EXACTTARGET INCCOM30064K105226,5316,718SH SOLE16,71800
EXAMWORKS GROUP INCCOM30066A105427,53020,138SH SOLE120,13800
EXAMWORKS GROUP INCCOM30066A10525,4761,200SH DFND3001,200
EXAR CORPCOM300645108318,46929,570SH SOLE129,57000
EXCEL TRUST INCCOM30068C109394,34330,784SH SOLE130,78400
EXCHANGE TRADED CONCEPTS TRCOM301505509350,41016,750SH DFND30016,750
EXCHANGE TRADED CONCEPTS TRCOM3015051033,243,440174,332SH DFND300174,332
EXCHANGE TRADED CONCEPTS TRCOM87724P10612,190500SH DFND400500
EXCO RESOURCES INCCOM26927940231,7984,162SH SOLE14,16200
EXCO RESOURCES INCCOM269279402138,75718,162SH DFND30018,162
EXELIS INCCOM30162A108163,360,53211,846,304SH SOLE111,846,30400
EXELIS INCCOM30162A1081,379100SH DFND300100
EXELIS INCCOM97717W281584,93812,705SH DFND40012,705
EXELIXIS INCCOM30161Q104573,148126,244SH SOLE1126,24400
EXELIXIS INCCOM30161Q10410,8422,388SH DFND3002,388
EXELON CORPCOM30161N1018,408,840272,307SH SOLE1272,30700
EXELON CORPCOM30161N1011,214,73739,337SH DFND20039,337
EXELON CORPCOM30161N101886,82928,719SH DFND30028,719
EXELON CORPCOM92937A10211,271132SH DFND400132
EXETER RES CORPCOM3018351043,5505,000SH DFND3005,000
EXIDE TECHNOLOGIESCOM3020512066,8