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:09-30-2013
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:Brian T. Schreiber
Title:Executive Vice President
Phone:(212) 770-7000
Signature, Place, and Date of Signing:
/s/ Brian T. SchreiberNew YorkNY11-06-2013
[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:9,218
Form 13F Information Table Value Total:18,356,352
(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 ACOM68243Q10685,18517,279SH SOLE117,27900
1ST CONSTITUTION BANCORPCOM31986N10296,8219,483SH DFND4009,483
1ST SOURCE CORPCOM336901103272,24210,113SH SOLE110,11300
1ST UNITED BANCORP INC FLACOM33740N1053,665500SH DFND300500
1ST UNITED BANCORP INC/NORCOM33740N105146,83520,032SH SOLE120,03200
3-D SYS CORP DELCOM88554D20563,5461,177SH DFND4001,177
3-D SYS CORP DELCOM88554D205811,74015,035SH DFND30015,035
3-D SYS CORP DELCOM88554D205367,4026,805SH DFND2006,805
3D SYSTEMS CORPCOM88554D20510,744,550199,010SH SOLE1199,01000
3M COCOM88579Y10127,100,935226,957SH SOLE1226,95700
3M COCOM88579Y101234,8791,967SH DFND4001,967
3M COCOM88579Y101769,6366,445SH DFND3006,445
3M COCOM88579Y101667,5265,590SH DFND2005,590
8X8 INCCOM282914100486,94548,356SH SOLE148,35600
8X8 INC NEWCOM28291410041,3374,105SH DFND3004,105
8X8 INC NEWCOM28291410025,1752,500SH DFND2002,500
AAON INCCOM000360206563,15221,203SH SOLE121,20300
AAR CORPCOM000361105819,59929,989SH SOLE129,98900
AARON S INCCOM0025353004,441,030160,326SH SOLE1160,32600
AASTROM BIOSCIENCES INCCOM00253U3052791,000SH DFND3001,000
AASTROM BIOSCIENCES INCCOM00253U3053,05110,935SH DFND20010,935
ABAXIS INCCOM002567105699,32316,611SH SOLE116,61100
ABAXIS INCCOM0025671058,423200SH DFND200200
ABB LTDCOM00037520435,3851,500SH DFND4001,500
ABB LTDCOM00037520411,795500SH DFND300500
ABB LTDCOM0003752044,836205SH DFND200205
ABBOTT LABORATORIESCOM00282410019,776,494595,857SH SOLE1595,85700
ABBOTT LABSCOM002824100526,77615,872SH DFND40015,872
ABBOTT LABSCOM002824100356,32510,736SH DFND30010,736
ABBOTT LABSCOM002824100946,69028,523SH DFND20028,523
ABBVIE INCCOM00287Y10931,336,004700,559SH SOLE1700,55900
ABBVIE INCCOM00287Y109945,39921,136SH DFND40021,136
ABBVIE INCCOM00287Y109442,9699,903SH DFND3009,903
ABBVIE INCCOM00287Y1091,169,32626,142SH DFND20026,142
ABERCROMBIE & FITCH COCOM00289620719,454550SH DFND400550
ABERCROMBIE & FITCH COCOM00289620756616SH DFND30016
ABERCROMBIE + FITCH CO CLCOM002896207974,65627,556SH SOLE127,55600
ABERDEEN ASIA PACIFIC INCOMCOM0030091079,0901,500SH DFND4001,500
ABERDEEN ASIA PACIFIC INCOMCOM00300910757,7649,532SH DFND3009,532
ABERDEEN AUSTRALIA EQTY FD ICOM00301110328,7142,777SH DFND3002,777
ABERDEEN CHILE FD INCCOM00301W10511,117824SH DFND400824
ABERDEEN GLOBAL INCOME FD INCOM00301310911,0471,020SH DFND4001,020
ABERDEEN GLOBAL INCOME FD INCOM0030131093,281303SH DFND300303
ABERDEEN GLOBAL INCOME FD INCOM0030131094,114380SH DFND200380
ABERDEEN ISRAEL FUND INCCOM00301L10915,3611,000SH DFND3001,000
ABERDEEN ISRAEL FUND INCCOM00301L1094,531295SH DFND200295
ABIOMED INCCOM003654100552,22928,958SH SOLE128,95800
ABM INDS INCCOM000957100143,0835,375SH DFND3005,375
ABM INDUSTRIES INCCOM0009571001,091,97941,021SH SOLE141,02100
ABRAXAS PETE CORPCOM00383010625,71010,000SH DFND20010,000
ABRAXAS PETROLEUM CORPCOM003830106141,49955,058SH SOLE155,05800
ACACIA RESEARCH CORPCOM003881307760,42732,976SH SOLE132,97600
ACADIA HEALTHCARE CO INCCOM00404A109936,10823,741SH SOLE123,74100
ACADIA HEALTHCARE COMPANY INCOM00404A1093,943100SH DFND300100
ACADIA PHARMACEUTICALS INCCOM0042251081,290,34846,973SH SOLE146,97300
ACADIA PHARMACEUTICALS INCCOM00422510852219SH DFND40019
ACADIA PHARMACEUTICALS INCCOM0042251088,241300SH DFND300300
ACADIA REALTY TRUSTCOM0042391091,028,29241,665SH SOLE141,66500
ACCELERATE DIAGNOSTICS INCCOM00430H10293,4016,965SH SOLE16,96500
ACCELRYS INCCOM00430U103369,10937,435SH SOLE137,43500
ACCENTURE PLC CL ACOMG1151C10118,151,524246,490SH SOLE1246,49000
ACCENTURE PLC IRELANDCOMG1151C10153,463726SH DFND400726
ACCENTURE PLC IRELANDCOMG1151C101132,0371,793SH DFND3001,793
ACCENTURE PLC IRELANDCOMG1151C1018,100110SH DFND200110
ACCESS MIDSTREAM PARTNERS LCOM00434L10917,053353SH DFND400353
ACCESS MIDSTREAM PARTNERS LCOM00434L10921,111437SH DFND300437
ACCESS NATIONAL CORPCOM00433710169,8454,898SH SOLE14,89800
ACCO BRANDS CORPCOM00081T108505,32476,103SH SOLE176,10300
ACCO BRANDS CORPCOM00081T108335SH DFND4005
ACCO BRANDS CORPCOM00081T1087311SH DFND20011
ACCRETIVE HEALTH INCCOM00438V103359,45639,414SH SOLE139,41400
ACCRETIVE HEALTH INCCOM00438V10310,0321,100SH DFND3001,100
ACCURAY INCCOM004397105367,14349,681SH SOLE149,68100
ACCURIDE CORPCOM00439T206138,08626,865SH SOLE126,86500
ACE LTDCOMH0023R10514,174,059151,497SH SOLE1151,49700
ACE LTDCOMH0023R10525,635274SH DFND400274
ACE LTDCOMH0023R105186,4651,993SH DFND3001,993
ACE LTDCOMH0023R1051,77819SH DFND20019
ACELRX PHARMACEUTICALS INCCOM00444T100150,78014,000SH SOLE114,00000
ACELRX PHARMACEUTICALS INCCOM00444T1009,379870SH DFND200870
ACETO CORPCOM004446100286,81418,362SH SOLE118,36200
ACHILLION PHARMACEUTICALSCOM00448Q201195,46664,724SH SOLE164,72400
ACI WORLDWIDE INCCOM0044981015,875,349108,682SH SOLE1108,68200
ACORDA THERAPEUTICS INCCOM00484M1061,051,57330,676SH SOLE130,67600
ACORDA THERAPEUTICS INCCOM00484M1061,26537SH DFND40037
ACORDA THERAPEUTICS INCCOM00484M1066,840200SH DFND300200
ACORN ENERGY INCCOM00484810771,54912,127SH SOLE112,12700
ACTAVIS INCCOM00507K1037,537,53652,344SH SOLE152,34400
ACTAVIS INCCOM00507K103374,4002,600SH DFND4002,600
ACTAVIS INCCOM00507K1031,064,8807,395SH DFND3007,395
ACTAVIS INCCOM00507K10380,208557SH DFND200557
ACTIVE NETWORK INC/THECOM00506D100517,83636,187SH SOLE136,18700
ACTIVISION BLIZZARD INCCOM00507V1091,364,64081,862SH SOLE181,86200
ACTIVISION BLIZZARD INCCOM00507V10925,9211,554SH DFND4001,554
ACTIVISION BLIZZARD INCCOM00507V1092,502150SH DFND300150
ACTIVISION BLIZZARD INCCOM00507V10940,8332,448SH DFND2002,448
ACTUANT CORPCOM00508X2033,76797SH DFND40097
ACTUANT CORP ACOM00508X2032,148,97855,329SH SOLE155,32900
ACTUATE CORPCOM00508B102233,16431,723SH SOLE131,72300
ACUITY BRANDS INCCOM00508Y10210,811,982117,496SH SOLE1117,49600
ACXIOM CORPCOM0051251095,764,959203,063SH SOLE1203,06300
ADAMS RESOURCES + ENERGY ICOM00635130878,2141,409SH SOLE11,40900
ADDUS HOMECARE CORPCOM006739106106,1173,663SH SOLE13,66300
ADECOAGRO S ACOML008491063,705500SH DFND400500
ADECOAGRO S ACOML0084910632,0854,330SH DFND2004,330
ADMINISTRADORA FONDOS PENSIOCOM00709P1083,15138SH DFND20038
ADOBE SYS INCCOM00724F10142,175812SH DFND400812
ADOBE SYS INCCOM00724F10187,2071,679SH DFND3001,679
ADOBE SYS INCCOM00724F1012,59750SH DFND20050
ADOBE SYSTEMS INCCOM00724F10115,283,968294,262SH SOLE1294,26200
ADT CORP/THECOM00101J1063,198,19478,657SH SOLE178,65700
ADTRAN INCCOM00738A1064,273,349160,411SH SOLE1160,41100
ADVANCE AUTO PARTS INCCOM00751Y10612,670,627153,249SH SOLE1153,24900
ADVANCE AUTO PARTS INCCOM00751Y10644,234535SH DFND300535
ADVANCE AUTO PARTS INCCOM00751Y10616,536200SH DFND200200
ADVANCED EMISSIONS SOLUTIOCOM00770C101288,1896,746SH SOLE16,74600
ADVANCED ENERGY INDSCOM0079731006,129350SH DFND200350
ADVANCED ENERGY INDUSTRIESCOM007973100515,96429,450SH SOLE129,45000
ADVANCED MICRO DEVICESCOM0079031074,956,5221,304,348SH SOLE11,304,34800
ADVANCED MICRO DEVICES INCCOM00790310785,91622,550SH DFND40022,550
ADVANCED MICRO DEVICES INCCOM0079031079,0752,382SH DFND3002,382
ADVANCED MICRO DEVICES INCCOM0079031074,0541,064SH DFND2001,064
ADVANCED SEMICONDUCTOR ENGRCOM00756M4042,275476SH DFND400476
ADVENT CLAY CONV SEC INC FDCOM0076391073,475500SH DFND200500
ADVENT CLAYMORE CV SECS & INCOM00764C1094,116234SH DFND400234
ADVENT CLAYMORE CV SECS & INCOM00764C10935,1802,000SH DFND3002,000
ADVENT CLAYMORE CV SECS & INCOM00764C1093,518200SH DFND200200
ADVENT SOFTWARE INCCOM0079741083,411,760107,457SH SOLE1107,45700
ADVISORSHARES TRCOM00768Y81870,1761,600SH DFND4001,600
ADVISORSHARES TRCOM00768Y88314,3501,000SH DFND4001,000
ADVISORSHARES TRCOM00768Y50312,855250SH DFND400250
ADVISORSHARES TRCOM00768Y503517,49110,064SH DFND20010,064
ADVISORSHARES TRCOM00768Y81812,807292SH DFND200292
ADVISORY BOARD CO/THECOM00762W1071,415,38623,796SH SOLE123,79600
AECOM TECHNOLOGY CORPCOM00766T1006,655,006212,824SH SOLE1212,82400
AEGERION PHARMACEUTICALS ICOM00767E1021,655,74619,318SH SOLE119,31800
AEGION CORPCOM00770F104700,91329,537SH SOLE129,53700
AEGION CORPCOM00770F104237,20010,000SH DFND40010,000
AEGON N VCOM0079241035,039681SH DFND300681
AEGON N VCOM00792410334,4544,656SH DFND2004,656
AEP INDUSTRIES INCCOM001031103217,2822,924SH SOLE12,92400
AEROFLEX HOLDING CORPCOM00776710692,49213,138SH SOLE113,13800
AEROPOSTALE INCCOM0078651082,023,764215,294SH SOLE1215,29400
AEROVIRONMENT INCCOM008073108325,80214,104SH SOLE114,10400
AEROVIRONMENT INCCOM0080731082,310100SH DFND200100
AES CORPCOM00130H1055,685,701427,818SH SOLE1427,81800
AES CORPCOM00130H10517,5831,323SH DFND4001,323
AES CORPCOM00130H1051,994150SH DFND300150
AES CORPCOM00130H10559,8054,500SH DFND2004,500
AES TR IIICOM00808N20265,5171,300SH DFND4001,300
AES TR IIICOM00808N20250,3981,000SH DFND3001,000
AETNA INCCOM00817Y1089,685,266151,285SH SOLE1151,28500
AETNA INC NEWCOM00817Y108140,1322,189SH DFND4002,189
AETNA INC NEWCOM00817Y10825,164393SH DFND300393
AETNA INC NEWCOM00817Y108193,5963,024SH DFND2003,024
AFC ENTERPRISESCOM00104Q107697,70216,006SH SOLE116,00600
AFFILIATED MANAGERS GROUPCOM00825210825,716,808140,806SH SOLE1140,80600
AFFILIATED MANAGERS GROUPCOM0082521086,57536SH DFND40036
AFFILIATED MANAGERS GROUPCOM0082521083652SH DFND3002
AFFYMETRIX INCCOM00826T108333,46753,785SH SOLE153,78500
AFFYMETRIX INCCOM00826T1081,239200SH DFND400200
AFLAC INCCOM00105510210,935,594176,409SH SOLE1176,40900
AFLAC INCCOM001055102224,4803,621SH DFND4003,621
AFLAC INCCOM00105510270,5431,138SH DFND3001,138
AFLAC INCCOM001055102331,5615,349SH DFND2005,349
AG MORTGAGE INVESTMENT TRUCOM001228105311,21018,725SH SOLE118,72500
AG MTG INVT TR INCCOM0012281058,310500SH DFND300500
AGCO CORPCOM00108410211,562,878191,375SH SOLE1191,37500
AGCO CORPCOM0010841027,069117SH DFND400117
AGCO CORPCOM00108410280,4791,332SH DFND3001,332
AGCO CORPCOM00108410215,286253SH DFND200253
AGENUS INCCOM00847G705416150SH DFND400150
AGILENT TECHNOLOGIES INCCOM00846U1017,246,853141,402SH SOLE1141,40200
AGILENT TECHNOLOGIES INCCOM00846U1018,046157SH DFND400157
AGILENT TECHNOLOGIES INCCOM00846U10120,500400SH DFND300400
AGILENT TECHNOLOGIES INCCOM00846U101118,6592,315SH DFND2002,315
AGILYSYS INCCOM00847J105128,00910,739SH SOLE110,73900
AGL RES INCCOM001204106133,4872,900SH DFND4002,900
AGL RES INCCOM001204106185,4994,030SH DFND3004,030
AGL RES INCCOM001204106168,8843,669SH DFND2003,669
AGL RESOURCES INCCOM0012041066,228,964135,324SH SOLE1135,32400
AGNICO EAGLE MINES LTDCOM00847410814,559550SH DFND400550
AGNICO EAGLE MINES LTDCOM008474108317,64012,000SH DFND30012,000
AGNICO EAGLE MINES LTDCOM0084741085,294200SH DFND200200
AGREE REALTY CORPCOM008492100300,0199,941SH SOLE19,94100
AGREE REALTY CORPCOM00849210035,3111,170SH DFND3001,170
AGREE REALTY CORPCOM008492100152,1995,043SH DFND2005,043
AGRIUM INCCOM008916108180,6652,150SH DFND4002,150
AGRIUM INCCOM0089161084,20250SH DFND20050
AH BELO CORP ACOM00128210299,38912,661SH SOLE112,66100
AIR LEASE CORPCOM00912X30274,0732,678SH SOLE12,67800
AIR LEASE CORPCOM00912X30211,064400SH DFND300400
AIR METHODS CORPCOM0091283071,237,91329,059SH SOLE129,05900
AIR METHODS CORPCOM00912830714,897350SH DFND400350
AIR PRODS & CHEMS INCCOM0091581064,26340SH DFND40040
AIR PRODS & CHEMS INCCOM009158106762,6157,156SH DFND3007,156
AIR PRODS & CHEMS INCCOM009158106333,8843,133SH DFND2003,133
AIR PRODUCTS + CHEMICALS ICOM00915810618,246,596171,217SH SOLE1171,21700
AIR TRANSPORT SERVICES GROCOM00922R105260,35234,760SH SOLE134,76000
AIR TRANSPORT SERVICES GRP ICOM00922R1053,745500SH DFND200500
AIRCASTLE LTDCOMG0129K104798,94545,890SH SOLE145,89000
AIRGAS INCCOM0093631022,441,58923,023SH SOLE123,02300
AIRGAS INCCOM0093631021461SH DFND2001
AK STEEL HOLDING CORPCOM001547108386,404103,041SH SOLE1103,04100
AK STL HLDG CORPCOM0015471084,8261,287SH DFND3001,287
AKAMAI TECHNOLOGIES INCCOM00971T1013,703,99571,644SH SOLE171,64400
AKAMAI TECHNOLOGIES INCCOM00971T1013,98177SH DFND40077
AKAMAI TECHNOLOGIES INCCOM00971T101299,8605,800SH DFND2005,800
AKORN INCCOM009728106887,74545,109SH SOLE145,10900
AKORN INCCOM009728106580,95429,520SH DFND30029,520
ALAMO GROUP INCCOM011311107232,0784,745SH SOLE14,74500
ALASKA AIR GROUP INCCOM0116591099,201,132146,936SH SOLE1146,93600
ALASKA AIR GROUP INCCOM0116591092,81845SH DFND40045
ALASKA COMMUNICATIONS SYS GRCOM01167P10116,2766,333SH DFND2006,333
ALBANY INTL CORP CL ACOM012348108758,54321,147SH SOLE121,14700
ALBANY MOLECULAR RESEARCHCOM012423109201,00715,594SH SOLE115,59400
ALBEMARLE CORPCOM01265310111,940,662189,715SH SOLE1189,71500
ALBEMARLE CORPCOM0126531015,60289SH DFND20089
ALCATEL-LUCENTCOM01390430526,4017,479SH DFND4007,479
ALCATEL-LUCENTCOM01390430511,3103,204SH DFND3003,204
ALCATEL-LUCENTCOM01390430556,06715,883SH DFND20015,883
ALCOA INCCOM0138171013,129,253385,376SH SOLE1385,37600
ALCOA INCCOM01381710133,7794,160SH DFND4004,160
ALCOA INCCOM01381710173,2269,018SH DFND3009,018
ALCOA INCCOM013817101461,14356,791SH DFND20056,791
ALERE INCCOM01449J10594,9203,105SH SOLE13,10500
ALERE INCCOM01449J10591730SH DFND30030
ALEXANDER + BALDWIN INCCOM0144911044,256,700118,176SH SOLE1118,17600
ALEXANDER S INCCOM014752109402,8571,408SH SOLE11,40800
ALEXANDRIA REAL ESTATE EQ INCOM01527110930,584479SH DFND400479
ALEXANDRIA REAL ESTATE EQ INCOM0152711099,003141SH DFND300141
ALEXANDRIA REAL ESTATE EQUCOM0152711099,629,474150,814SH SOLE1150,81400
ALEXCO RESOURCE CORPCOM01535P10612,1558,500SH DFND3008,500
ALEXION PHARMACEUTICALS INCOM01535110910,434,18889,826SH SOLE189,82600
ALEXION PHARMACEUTICALS INCCOM0153511098,24771SH DFND40071
ALEXION PHARMACEUTICALS INCCOM015351109184,1141,585SH DFND3001,585
ALEXION PHARMACEUTICALS INCCOM0153511095,80850SH DFND20050
ALICO INCCOM01623010479,6641,935SH SOLE11,93500
ALIGN TECHNOLOGY INCCOM0162551012,648,47755,039SH SOLE155,03900
ALIGN TECHNOLOGY INCCOM0162551012,74257SH DFND40057
ALIMERA SCIENCES INCCOM01625910342,72111,362SH SOLE111,36200
ALKERMES PLCCOMG01767105131,9923,926SH SOLE13,92600
ALKERMES PLCCOMG017671052,92587SH DFND40087
ALKERMES PLCCOMG0176710516,810500SH DFND300500
ALLEGHANY CORPCOM01717510014,551,58735,522SH SOLE135,52200
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,188,54038,943SH SOLE138,94300
ALLEGHENY TECHNOLOGIES INCCOM01741R1023,357110SH DFND400110
ALLEGHENY TECHNOLOGIES INCCOM01741R102197,5146,472SH DFND3006,472
ALLEGHENY TECHNOLOGIES INCCOM01741R10224,394799SH DFND200799
ALLEGIANT TRAVEL COCOM01748X1021,192,99111,323SH SOLE111,32300
ALLERGAN INCCOM01849010213,771,736152,258SH SOLE1152,25800
ALLERGAN INCCOM01849010257,255633SH DFND400633
ALLERGAN INCCOM018490102293,5103,245SH DFND3003,245
ALLERGAN INCCOM01849010217,819197SH DFND200197
ALLETE INCCOM0185223001,443,49429,886SH SOLE129,88600
ALLETE INCCOM0185223009,660200SH DFND300200
ALLIANCE CALIF MUN INCOME FDCOM01854610190,8647,448SH DFND3007,448
ALLIANCE DATA SYSTEMS CORPCOM01858110827,742,961131,191SH SOLE1131,19100
ALLIANCE DATA SYSTEMS CORPCOM0185811083,80618SH DFND40018
ALLIANCE DATA SYSTEMS CORPCOM01858110857,520272SH DFND300272
ALLIANCE DATA SYSTEMS CORPCOM018581108170,233805SH DFND200805
ALLIANCE FIBER OPTIC PRODS ICOM018680306213,11310,411SH DFND30010,411
ALLIANCE FIBER OPTIC PRODS ICOM01868030614,329700SH DFND200700
ALLIANCE FIBER OPTIC PRODUCOM018680306157,9067,714SH SOLE17,71400
ALLIANCE HEALTHCARE SERVICCOM01860630192,4573,339SH SOLE13,33900
ALLIANCE HOLDINGS GP LPCOM01861G1002,99450SH DFND20050
ALLIANCE NEW YORK MUN INC FDCOM01871410520,5531,700SH DFND4001,700
ALLIANCE NEW YORK MUN INC FDCOM01871410530,2252,500SH DFND3002,500
ALLIANCE ONE INTERNATIONALCOM018772103191,25765,724SH SOLE165,72400
ALLIANCE RES PARTNER L PCOM01877R10848,185650SH DFND400650
ALLIANCE RES PARTNER L PCOM01877R108185,1032,497SH DFND3002,497
ALLIANCE RES PARTNER L PCOM01877R108255,7493,450SH DFND2003,450
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106149,8199,968SH DFND4009,968
ALLIANCEBERNSTEIN GBL HGH INCOM01879R10691,3376,077SH DFND3006,077
ALLIANCEBERNSTEIN HOLDING LPCOM01881G1066,495327SH DFND400327
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10645,2952,281SH DFND3002,281
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101125,41817,815SH DFND40017,815
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101334,29547,485SH DFND30047,485
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101129,67718,420SH DFND20018,420
ALLIANCEBERNSTEIN NATL MUNICOM01864U10612,9201,000SH DFND4001,000
ALLIANCEBERNSTEIN NATL MUNICOM01864U106159,72512,363SH DFND30012,363
ALLIANT ENERGY CORPCOM01880210811,605,205234,212SH SOLE1234,21200
ALLIANT ENERGY CORPCOM01880210837,856764SH DFND400764
ALLIANT ENERGY CORPCOM0188021081984SH DFND3004
ALLIANT ENERGY CORPCOM01880210813,420271SH DFND200271
ALLIANT TECHSYSTEMS INCCOM0188041046,596,32467,613SH SOLE167,61300
ALLIANT TECHSYSTEMS INCCOM01880410415,512159SH DFND300159
ALLIANT TECHSYSTEMS INCCOM0188041046,86470SH DFND20070
ALLIANZGI CONV & INCOME FDCOM0188281033,772400SH DFND400400
ALLIANZGI CONV & INCOME FDCOM018828103290,21830,776SH DFND30030,776
ALLIANZGI CONV & INCOME FDCOM01882810317,3041,835SH DFND2001,835
ALLIANZGI CONV & INCOME FD ICOM01882510921,5342,501SH DFND4002,501
ALLIANZGI CONV & INCOME FD ICOM01882510947,6565,535SH DFND3005,535
ALLIANZGI EQUITY & CONV INCOCOM0188291013,714200SH DFND200200
ALLIANZGI NFJ DIVID INT & PRCOM01883A10719,9051,182SH DFND4001,182
ALLIANZGI NFJ DIVID INT & PRCOM01883A107387,23622,995SH DFND30022,995
ALLIED MOTION TECHNOLOGIES ICOM01933010936,8664,557SH DFND2004,557
ALLIED NEVADA GOLD CORPCOM019344100291,08769,638SH SOLE169,63800
ALLIED NEVADA GOLD CORPCOM01934410019,7514,725SH DFND4004,725
ALLIED NEVADA GOLD CORPCOM0193441004,1801,000SH DFND2001,000
ALLIED WORLD ASSURANCE COCOMH01531104123,2441,240SH SOLE11,24000
ALLIED WRLD ASSUR COM HLDG ACOMH015311042,48525SH DFND40025
ALLISON TRANSMISSION HLDGS ICOM01973R1015,010200SH DFND300200
ALLISON TRANSMISSION HOLDICOM01973R10131,9141,274SH SOLE11,27400
ALLOT COMMUNICATIONS LTDCOMM0854Q10519,6081,550SH DFND4001,550
ALLSCRIPTS HEALTHCARE SOLUCOM01988P1084,985,852335,296SH SOLE1335,29600
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1088,922600SH DFND300600
ALLSTATE CORPCOM02000210110,967,631216,966SH SOLE1216,96600
ALLSTATE CORPCOM020002101505,50010,000SH DFND40010,000
ALLSTATE CORPCOM02000210184,4191,670SH DFND3001,670
ALLSTATE CORPCOM02000210192,2031,824SH DFND2001,824
ALMOST FAMILY INCCOM020409108121,5936,258SH SOLE16,25800
ALNYLAM PHARMACEUTICALS INCOM02043Q1072,493,63838,957SH SOLE138,95700
ALNYLAM PHARMACEUTICALS INCCOM02043Q10732,453507SH DFND200507
ALON USA ENERGY INCCOM020520102159,27615,600SH SOLE115,60000
ALON USA PARTNERS LPCOM02052T10935,7862,900SH DFND4002,900
ALPHA + OMEGA SEMICONDUCTOCOMG6331P10497,82511,632SH SOLE111,63200
ALPHA NATURAL RESOURCES INCOM02076X1023,618,531607,136SH SOLE1607,13600
ALPHA NATURAL RESOURCES INCCOM02076X1027,5451,266SH DFND3001,266
ALPHA NATURAL RESOURCES INCCOM02076X10222,9103,844SH DFND2003,844
ALPHATEC HOLDINGS INCCOM02081G10281,86541,556SH SOLE141,55600
ALPINE GLOBAL PREMIER PPTYSCOM02083A10311,9041,651SH DFND4001,651
ALPINE GLOBAL PREMIER PPTYSCOM02083A103142,29719,736SH DFND30019,736
ALPINE TOTAL DYNAMIC DIVID FCOM0210601088,0402,000SH DFND4002,000
ALPINE TOTAL DYNAMIC DIVID FCOM02106010833,3598,298SH DFND3008,298
ALPINE TOTAL DYNAMIC DIVID FCOM0210601084,1211,025SH DFND2001,025
ALPS ETF TRCOM00162Q858127,1743,968SH DFND4003,968
ALPS ETF TRCOM00162Q866800,77945,525SH DFND40045,525
ALPS ETF TRCOM00162Q866821,61346,709SH DFND30046,709
ALPS ETF TRCOM00162Q10663,9821,600SH DFND3001,600
ALPS ETF TRCOM00162Q20564,8771,383SH DFND3001,383
ALPS ETF TRCOM00162Q8662,766,682157,287SH DFND200157,287
ALTERA CORPCOM02144110011,619,189312,680SH SOLE1312,68000
ALTERA CORPCOM0214411001,74747SH DFND40047
ALTERA CORPCOM02144110010,293277SH DFND300277
ALTISOURCE ASSET MGMT CORPCOM02153X108988,7151,855SH DFND4001,855
ALTISOURCE PORTFOLIO SOLNS SCOML0175J104375,2272,680SH DFND4002,680
ALTISOURCE RESIDENTIAL CORCOM02153W100386,04116,799SH SOLE116,79900
ALTISOURCE RESIDENTIAL CORPCOM02153W10047,1092,050SH DFND4002,050
ALTRA HOLDINGS INCCOM02208R106487,04418,099SH SOLE118,09900
ALTRIA GROUP INCCOM02209S103217,846,3266,341,960SH SOLE16,341,96000
ALTRIA GROUP INCCOM02209S1031,147,74133,413SH DFND40033,413
ALTRIA GROUP INCCOM02209S1033,820,767111,230SH DFND300111,230
ALTRIA GROUP INCCOM02209S1031,842,03553,625SH DFND20053,625
ALVARION LTDCOMM0861T1181620SH DFND30020
ALZA CORPBOND02261WAB51,1921PRN DFND4001
AMAG PHARMACEUTICALS INCCOM00163U106310,64414,462SH SOLE114,46200
AMARIN CORP PLCCOM023111206104,59616,550SH DFND40016,550
AMARIN CORP PLCCOM023111206168,90226,725SH DFND30026,725
AMARIN CORP PLCCOM0231112068,6581,370SH DFND2001,370
AMAZON COM INCCOM023135106536,1781,715SH DFND4001,715
AMAZON COM INCCOM023135106815,0522,607SH DFND3002,607
AMAZON COM INCCOM023135106121,304388SH DFND200388
AMAZON.COM INCCOM02313510656,134,825179,551SH SOLE1179,55100
AMBAC FINANCIAL GROUP INCCOM023139884547,17530,164SH SOLE130,16400
AMBARELLA INCCOMG037AX101242,06812,401SH SOLE112,40100
AMBARELLA INCCOMG037AX1017,808400SH DFND300400
AMBIENT CORPCOM02318N20111450SH DFND30050
AMC NETWORKS INCCOM00164V1033,15146SH DFND40046
AMC NETWORKS INC ACOM00164V1038,540,620124,717SH SOLE1124,71700
AMCOL INTERNATIONAL CORPCOM02341W103679,71120,799SH SOLE120,79900
AMDOCS LTDCOMG02602103225,2996,149SH SOLE16,14900
AMDOCS LTDCOMG026021035,130140SH DFND300140
AMEDISYS INCCOM023436108410,64523,847SH SOLE123,84700
AMEDISYS INCCOM0234361086,712390SH DFND400390
AMER NATL BNKSHS/DANVILLECOM027745108122,2875,271SH SOLE15,27100
AMERCOCOM02358610046,217251SH SOLE125100
AMERCOCOM0235861002,57814SH DFND20014
AMEREN CORPCOM023608102797,48022,890SH DFND40022,890
AMEREN CORPCOM023608102106,8193,066SH DFND3003,066
AMEREN CORPCOM023608102433,68812,448SH DFND20012,448
AMEREN CORPORATIONCOM0236081024,013,916115,210SH SOLE1115,21000
AMERESCO INCCOM02361E1085,010500SH DFND400500
AMERESCO INC CL ACOM02361E108131,33213,107SH SOLE113,10700
AMERICA FIRST TAX EX IVS L PCOM02364V10792,17813,500SH DFND30013,500
AMERICA FIRST TAX EX IVS L PCOM02364V1072,048300SH DFND200300
AMERICA MOVIL SAB DE CVCOM02364W105124,1696,268SH DFND4006,268
AMERICA MOVIL SAB DE CVCOM02364W10517,037860SH DFND300860
AMERICA MOVIL SAB DE CVCOM02364W105138,0366,968SH DFND2006,968
AMERICA S CAR MART INCCOM03062T105243,4145,396SH SOLE15,39600
AMERICAN APPAREL INCCOM02385010050,50438,849SH SOLE138,84900
AMERICAN ASSETS TRUST INCCOM024013104687,11622,521SH SOLE122,52100
AMERICAN AXLE + MFG HOLDINCOM024061103888,60345,061SH SOLE145,06100
AMERICAN CAMPUS CMNTYS INCCOM02483510011,611340SH DFND400340
AMERICAN CAMPUS CMNTYS INCCOM02483510010,245300SH DFND300300
AMERICAN CAMPUS COMMUNITIECOM0248351007,554,014221,201SH SOLE1221,20100
AMERICAN CAP LTDCOM02503Y1038,401611SH DFND400611
AMERICAN CAP LTDCOM02503Y10328,7942,094SH DFND3002,094
AMERICAN CAP LTDCOM02503Y1033,699269SH DFND200269
AMERICAN CAP MTG INVT CORPCOM02504A1041,28565SH DFND40065
AMERICAN CAPITAL AGENCY COCOM02503X105341,82315,145SH SOLE115,14500
AMERICAN CAPITAL AGENCY CORPCOM02503X10551,3922,276SH DFND4002,276
AMERICAN CAPITAL AGENCY CORPCOM02503X1051,440,79463,808SH DFND30063,808
AMERICAN CAPITAL AGENCY CORPCOM02503X105177,9537,881SH DFND2007,881
AMERICAN CAPITAL LTDCOM02503Y1031,367,50699,455SH SOLE199,45500
AMERICAN CAPITAL MORTGAGECOM02504A104781,11339,530SH SOLE139,53000
AMERICAN EAGLE OUTFITTERSCOM02553E1065,008,938358,037SH SOLE1358,03700
AMERICAN EAGLE OUTFITTERS NECOM02553E1067,163512SH DFND300512
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,399100SH DFND200100
AMERICAN ELEC PWR INCCOM025537101260,3606,006SH DFND4006,006
AMERICAN ELEC PWR INCCOM025537101649,06014,973SH DFND30014,973
AMERICAN ELEC PWR INCCOM025537101370,4908,546SH DFND2008,546
AMERICAN ELECTRIC POWERCOM0255371016,796,933156,792SH SOLE1156,79200
AMERICAN EQUITY INVT LIFECOM025676206910,61442,913SH SOLE142,91300
AMERICAN EXPRESS COCOM02581610930,304,288401,275SH SOLE1401,27500
AMERICAN EXPRESS COCOM025816109380,0175,032SH DFND4005,032
AMERICAN EXPRESS COCOM025816109355,8614,712SH DFND3004,712
AMERICAN EXPRESS COCOM025816109187,5162,483SH DFND2002,483
AMERICAN FINANCIAL GROUP ICOM0259321048,132,246150,430SH SOLE1150,43000
AMERICAN FINL GROUP INC OHIOCOM0259321043,94673SH DFND40073
AMERICAN HOMES 4 RENTCOM02665T306251,94015,600SH DFND30015,600
AMERICAN INTERNATIONAL GROCOM02687478423,127,601475,583SH SOLE1475,58300
AMERICAN INTL GROUP INCCOM026874784455,3379,363SH DFND4009,363
AMERICAN INTL GROUP INCCOM026874156108,6025,731SH DFND4005,731
AMERICAN INTL GROUP INCCOM0268747841,169,59424,051SH DFND30024,051
AMERICAN INTL GROUP INCCOM0268741567,447393SH DFND300393
AMERICAN INTL GROUP INCCOM026874784431,7868,879SH DFND2008,879
AMERICAN INTL GROUP INCCOM0268741566,860362SH DFND200362
AMERICAN NATIONAL INSURANCCOM02859110527,255278SH SOLE127800
AMERICAN NATL INS COCOM0285911054,90250SH DFND30050
AMERICAN PACIFIC CORPCOM028740108216,9043,961SH SOLE13,96100
AMERICAN PUBLIC EDUCATIONCOM02913V103503,19413,312SH SOLE113,31200
AMERICAN RAILCAR INDS INCCOM02916P10351,7441,319SH DFND3001,319
AMERICAN RAILCAR INDS INCCOM02916P10316,918431SH DFND200431
AMERICAN RAILCAR INDUSTRIECOM02916P103248,5226,335SH SOLE16,33500
AMERICAN REALTY CAPITAL PRCOM02917T1041,259,626103,248SH SOLE1103,24800
AMERICAN RESIDENTIAL PROPECOM02927E303161,7309,184SH SOLE19,18400
AMERICAN RLTY CAP PPTYS INCCOM02917T104494,40940,525SH DFND40040,525
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,109,032172,872SH DFND300172,872
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,135,057175,005SH DFND200175,005
AMERICAN SCIENCE & ENGR INCCOM02942910711,760195SH DFND200195
AMERICAN SCIENCE + ENGINEECOM029429107370,0626,136SH SOLE16,13600
AMERICAN SELECT PORTFOLIO INCOM02957010813,4541,400SH DFND3001,400
AMERICAN SELECT PORTFOLIO INCOM02957010814,1941,477SH DFND2001,477
AMERICAN SOFTWARE INCCOM0296831094,270500SH DFND300500
AMERICAN SOFTWARE INC CL ACOM029683109137,35716,084SH SOLE116,08400
AMERICAN STATES WATER COCOM029899101803,81529,166SH SOLE129,16600
AMERICAN SUPERCONDUCTOR COCOM03011110869,88229,864SH SOLE129,86400
AMERICAN SUPERCONDUCTOR CORPCOM0301111083,9781,700SH DFND3001,700
AMERICAN SUPERCONDUCTOR CORPCOM03011110812,8705,500SH DFND2005,500
AMERICAN TOWER CORPCOM03027X10012,554,360169,356SH SOLE1169,35600
AMERICAN TOWER CORP NEWCOM03027X100132,3771,786SH DFND4001,786
AMERICAN TOWER CORP NEWCOM03027X100424,2465,723SH DFND3005,723
AMERICAN TOWER CORP NEWCOM03027X10069,682940SH DFND200940
AMERICAN VANGUARD CORPCOM030371108573,98821,322SH SOLE121,32200
AMERICAN VANGUARD CORPCOM03037110832,3041,200SH DFND2001,200
AMERICAN WATER WORKS CO INCOM030420103280,2096,788SH SOLE16,78800
AMERICAN WOODMARK CORPCOM030506109230,7006,658SH SOLE16,65800
AMERICAN WTR WKS CO INC NEWCOM0304201036,564159SH DFND400159
AMERICAN WTR WKS CO INC NEWCOM03042010390,4032,190SH DFND3002,190
AMERICAN WTR WKS CO INC NEWCOM03042010341310SH DFND20010
AMERIGAS PARTNERS L PCOM030975106282,9966,571SH DFND4006,571
AMERIGAS PARTNERS L PCOM030975106722,97316,786SH DFND30016,786
AMERIGAS PARTNERS L PCOM0309751064,307100SH DFND200100
AMERIPRISE FINANCIAL INCCOM03076C1067,319,64480,365SH SOLE180,36500
AMERIPRISE FINL INCCOM03076C10611,567127SH DFND400127
AMERIPRISE FINL INCCOM03076C10613,991154SH DFND300154
AMERIPRISE FINL INCCOM03076C1063,27936SH DFND20036
AMERIS BANCORPCOM03076K108294,17216,005SH SOLE116,00500
AMERISAFE INCCOM03071H100493,80213,906SH SOLE113,90600
AMERISOURCEBERGEN CORPCOM03073E1055,089,08083,291SH SOLE183,29100
AMERISOURCEBERGEN CORPCOM03073E10510,387170SH DFND400170
AMERISOURCEBERGEN CORPCOM03073E10561,8941,013SH DFND3001,013
AMERN STRATEGIC INCOME PTFLCOM030099105301,40837,165SH DFND30037,165
AMES NATIONAL CORPCOM031001100142,1086,241SH SOLE16,24100
AMETEK INCCOM0311001003,859,88183,874SH SOLE183,87400
AMETEK INC NEWCOM0311001002,25549SH DFND40049
AMGEN INCCOM03116210036,062,255322,157SH SOLE1322,15700
AMGEN INCCOM031162100275,8952,465SH DFND4002,465
AMGEN INCCOM031162100867,4617,750SH DFND3007,750
AMGEN INCCOM031162100374,8373,349SH DFND2003,349
AMICUS THERAPEUTICS INCCOM03152W10947,27720,378SH SOLE120,37800
AMKOR TECHNOLOGY INCCOM031652100184,44442,994SH SOLE142,99400
AMN HEALTHCARE SERVICES INCOM001744101478,77934,795SH SOLE134,79500
AMN HEALTHCARE SERVICES INCCOM0017441016,880500SH DFND400500
AMPCO PITTSBURGH CORPCOM032037103101,5355,666SH SOLE15,66600
AMPHENOL CORP CL ACOM0320951014,230,13254,667SH SOLE154,66700
AMPIO PHARMACEUTICALS INCCOM03209T109138,99018,532SH SOLE118,53200
AMPIO PHARMACEUTICALS INCCOM03209T109151,50020,200SH DFND30020,200
AMREIT INCCOM03216B208188,05710,839SH SOLE110,83900
AMREIT INC NEWCOM03216B20895,4255,500SH DFND3005,500
AMREP CORP NEWCOM0321591052,173250SH DFND200250
AMSURG CORPCOM03232P405961,17724,211SH SOLE124,21100
AMSURG CORPCOM03232P4059,925250SH DFND400250
AMTRUST FINANCIAL SERVICESCOM032359309811,94020,787SH SOLE120,78700
AMTRUST FINL SVCS INCCOM03235930986,5912,220SH DFND3002,220
AMYRIS INCCOM03236M10140,58417,569SH SOLE117,56900
ANACOR PHARMACEUTICALS INCCOM032420101180,38116,985SH SOLE116,98500
ANADARKO PETE CORPCOM03251110737,170400SH DFND400400
ANADARKO PETE CORPCOM032511107217,6902,341SH DFND3002,341
ANADARKO PETE CORPCOM03251110711,810127SH DFND200127
ANADARKO PETROLEUM CORPCOM03251110724,501,842263,489SH SOLE1263,48900
ANADIGICS INCCOM032515108108,66555,160SH SOLE155,16000
ANALOG DEVICES INCCOM0326541057,604,927161,635SH SOLE1161,63500
ANALOG DEVICES INCCOM0326541059,410200SH DFND300200
ANALOG DEVICES INCCOM0326541054,705100SH DFND200100
ANALOGIC CORPCOM032657207764,7519,254SH SOLE19,25400
ANAREN INCCOM032744104198,3657,779SH SOLE17,77900
ANDERSONS INCCOM03416410393,6661,340SH DFND4001,340
ANDERSONS INC/THECOM034164103981,04714,035SH SOLE114,03500
ANGIE S LIST INCCOM034754101637,13328,317SH SOLE128,31700
ANGIES LIST INCCOM0347541011,12550SH DFND30050
ANGIODYNAMICS INCCOM03475V101217,93216,510SH SOLE116,51000
ANGLOGOLD ASHANTI LTDCOM03512820614611SH DFND40011
ANGLOGOLD ASHANTI LTDCOM0351282066,866517SH DFND200517
ANHEUSER BUSCH INBEV SA/NVCOM03524A10812,499126SH DFND400126
ANHEUSER BUSCH INBEV SA/NVCOM03524A108245,5202,475SH DFND3002,475
ANHEUSER BUSCH INBEV SA/NVCOM03524A10836,704370SH DFND200370
ANIKA THERAPEUTICS INCCOM035255108192,9508,053SH SOLE18,05300
ANIXTER INTERNATIONAL INCCOM0352901051,792,64720,450SH SOLE120,45000
ANIXTER INTL INCCOM0352901058,59198SH DFND30098
ANN INCCOM0356231074,586,575126,631SH SOLE1126,63100
ANN INCCOM0356231072,35465SH DFND40065
ANN INCCOM0356231075,433150SH DFND300150
ANNALY CAP MGMT INCCOM035710409298,11225,744SH DFND40025,744
ANNALY CAP MGMT INCCOM0357104092,120,337183,103SH DFND300183,103
ANNALY CAP MGMT INCCOM035710409237,49720,509SH DFND20020,509
ANNALY CAPITAL MANAGEMENTCOM035710409419,08036,190SH SOLE136,19000
ANNIE S INCCOM03600T104510,93510,406SH SOLE110,40600
ANNIES INCCOM03600T1048,838180SH DFND300180
ANNIES INCCOM03600T10415,565317SH DFND200317
ANSYS INCCOM03662Q10516,828,659194,506SH SOLE1194,50600
ANSYS INCCOM03662Q1051,03812SH DFND40012
ANSYS INCCOM03662Q10560,564700SH DFND300700
ANTARES PHARMA INCCOM036642106306,79075,564SH SOLE175,56400
ANWORTH MORTGAGE ASSET CORCOM037347101469,01797,105SH SOLE197,10500
ANWORTH MORTGAGE ASSET CPCOM037347101966200SH DFND400200
ANWORTH MORTGAGE ASSET CPCOM0373471013,478720SH DFND300720
ANWORTH MORTGAGE ASSET CPCOM0373471012,372491SH DFND200491
AOL INCCOM00184X1055,605,591162,105SH SOLE1162,10500
AOL INCCOM00184X1052,31767SH DFND40067
AOL INCCOM00184X1051,00329SH DFND30029
AOL INCCOM00184X1051,38340SH DFND20040
AON PLCCOMG0408V1028,929,599119,957SH SOLE1119,95700
AON PLCCOMG0408V1029,644130SH DFND300130
AON PLCCOMG0408V10227,617371SH DFND200371
APACHE CORPCOM03741110515,696,836184,365SH SOLE1184,36500
APACHE CORPCOM037411105148,3141,742SH DFND4001,742
APACHE CORPCOM037411105511,5076,008SH DFND3006,008
APACHE CORPCOM037411105754,0378,856SH DFND2008,856
APARTMENT INVT + MGMT COCOM03748R1011,431,47851,234SH SOLE151,23400
APCO OIL & GAS INTERNATIONALCOMG0471F1091,07075SH DFND20075
APCO OIL AND GAS INTL INCCOMG0471F10987,3436,125SH SOLE16,12500
API TECHNOLOGIES CORPCOM00187E20363,39121,635SH SOLE121,63500
APOGEE ENTERPRISES INCCOM037598109644,76821,724SH SOLE121,72400
APOGEE ENTERPRISES INCCOM03759810914,816500SH DFND300500
APOGEE ENTERPRISES INCCOM037598109251,2558,479SH DFND2008,479
APOLLO COMMERCIAL REAL ESTCOM03762U105377,49024,721SH SOLE124,72100
APOLLO GROUP INCCOM0376041056,243300SH DFND300300
APOLLO GROUP INCCOM03760410590,3154,340SH DFND2004,340
APOLLO GROUP INC CL ACOM0376041054,360,756209,551SH SOLE1209,55100
APOLLO INVESTMENT CORPCOM03761U1065,024,565616,511SH SOLE1616,51100
APOLLO INVT CORPCOM03761U10632,6044,000SH DFND4004,000
APOLLO INVT CORPCOM03761U1061,798,699220,672SH DFND300220,672
APOLLO INVT CORPCOM03761U106815100SH DFND200100
APOLLO RESIDENTIAL MORTGAGCOM03763V102313,30621,474SH SOLE121,47400
APOLLO RESIDENTIAL MTG INCCOM03763V1022,918200SH DFND200200
APPLE INCCOM037833100192,633,698404,056SH SOLE1404,05600
APPLE INCCOM0378331008,472,31017,771SH DFND40017,771
APPLE INCCOM0378339002,1351SHCallDFND4001
APPLE INCCOM03783310019,455,52440,809SH DFND30040,809
APPLE INCCOM03783310010,970,67623,011SH DFND20023,011
APPLIED INDUSTRIAL TECH INCOM03820C1051,640,79031,860SH SOLE131,86000
APPLIED MATERIALS INCCOM03822210510,005,518570,440SH SOLE1570,44000
APPLIED MATLS INCCOM03822210559,8333,413SH DFND4003,413
APPLIED MATLS INCCOM038222105791,28145,136SH DFND30045,136
APPLIED MATLS INCCOM038222105355,44120,275SH DFND20020,275
APPLIED MICRO CIRCUITS CORCOM03822W406585,17045,362SH SOLE145,36200
APPROACH RESOURCES INCCOM03834A103693,34526,383SH SOLE126,38300
APRICUS BIOSCIENCES INCCOM03832V10911,7675,630SH DFND3005,630
APTARGROUP INCCOM0383361038,394,809139,611SH SOLE1139,61100
AQUA AMERICA INCCOM03836W1039,184,870371,406SH SOLE1371,40600
AQUA AMERICA INCCOM03836W10374,1903,000SH DFND4003,000
AQUA AMERICA INCCOM03836W103377,32815,258SH DFND30015,258
AQUA AMERICA INCCOM03836W103147,2765,955SH DFND2005,955
ARABIAN AMERICAN DEVELOPMECOM038465100121,25813,325SH SOLE113,32500
ARABIAN AMERN DEV COCOM03846510048,2305,300SH DFND3005,300
ARC DOCUMENT SOLUTIONS INCCOM00191G103115,92525,256SH SOLE125,25600
ARCELORMITTAL SA LUXEMBOURGCOM03938L1046,972510SH DFND300510
ARCELORMITTAL SA LUXEMBOURGCOML0302D17810,745500SH DFND300500
ARCELORMITTAL SA LUXEMBOURGCOM03938L10415,4281,129SH DFND2001,129
ARCH CAPITAL GROUP LTDCOMG0450A105271,8955,023SH SOLE15,02300
ARCH COAL INCCOM0393801002,392,945582,225SH SOLE1582,22500
ARCH COAL INCCOM03938010010,3402,516SH DFND4002,516
ARCH COAL INCCOM03938010024,6606,000SH DFND3006,000
ARCHER DANIELS MIDLAND COCOM0394831027,823,490212,364SH SOLE1212,36400
ARCHER DANIELS MIDLAND COCOM03948310295,0762,581SH DFND4002,581
ARCHER DANIELS MIDLAND COCOM039483102207,2255,625SH DFND3005,625
ARCHER DANIELS MIDLAND COCOM039483102130,1753,534SH DFND2003,534
ARCOS DORADOS HOLDINGS INCCOMG0457F10747440SH DFND30040
ARCOS DORADOS HOLDINGS INCCOMG0457F10773,3286,188SH DFND2006,188
ARCTIC CAT INCCOM039670104569,7589,987SH SOLE19,98700
ARDEN GROUP INC ACOM039762109102,440788SH SOLE178800
ARENA PHARMACEUTICALS INCCOM040047102769,315145,980SH SOLE1145,98000
ARENA PHARMACEUTICALS INCCOM04004710234,2556,500SH DFND4006,500
ARENA PHARMACEUTICALS INCCOM0400471022,217,247420,730SH DFND300420,730
ARENA PHARMACEUTICALS INCCOM04004710214,3772,728SH DFND2002,728
ARES CAP CORPCOM04010L103329,37519,050SH DFND40019,050
ARES CAP CORPCOM04010L103233,65913,514SH DFND30013,514
ARES CAP CORPBOND04010LAD521,07520PRN DFND20020
ARES CAP CORPCOM04010L103204,93811,853SH DFND20011,853
ARES CAPITAL CORPCOM04010L103177,03210,239SH SOLE110,23900
ARES COMMERCIAL REAL ESTATCOM04013V10859,2794,769SH SOLE14,76900
ARGAN INCCOM04010E109205,7939,367SH SOLE19,36700
ARGAN INCCOM04010E109104,7974,770SH DFND2004,770
ARGO GROUP INTERNATIONALCOMG0464B107781,27418,220SH SOLE118,22000
ARIAD PHARMACEUTICALS INCCOM04033A100105,5425,736SH SOLE15,73600
ARIAD PHARMACEUTICALS INCCOM04033A10042323SH DFND40023
ARIAD PHARMACEUTICALS INCCOM04033A10030,5621,661SH DFND2001,661
ARK RESTAURANTS CORPCOM0407121016,349296SH DFND300296
ARKANSAS BEST CORPCOM040790107495,53419,304SH SOLE119,30400
ARKANSAS BEST CORP DELCOM04079010717,969700SH DFND300700
ARLINGTON ASSET INVESTMENTCOM041356205255,15910,730SH SOLE110,73000
ARM HLDGS PLCCOM04206810615,350319SH DFND400319
ARM HLDGS PLCCOM0420681064,812100SH DFND300100
ARM HLDGS PLCCOM042068106276,6905,750SH DFND2005,750
ARMADA HOFFLER PROPERTIESCOM04208T108126,24312,739SH SOLE112,73900
ARMOUR RESIDENTIAL REIT INCOM0423151011,053,272250,779SH SOLE1250,77900
ARMOUR RESIDENTIAL REIT INCCOM0423151019,2402,200SH DFND4002,200
ARMOUR RESIDENTIAL REIT INCCOM0423151019,8702,350SH DFND3002,350
ARMOUR RESIDENTIAL REIT INCCOM042315101420100SH DFND200100
ARMSTRONG WORLD INDS INC NEWCOM04247X1024959SH DFND4009
ARMSTRONG WORLD INDS INC NEWCOM04247X102137,4002,500SH DFND2002,500
ARMSTRONG WORLD INDUSTRIESCOM04247X10246,936854SH SOLE185400
AROTECH CORPCOM04268220312471SH DFND20071
ARQULE INCCOM04269E107103,55944,446SH SOLE144,44600
ARQULE INCCOM04269E1075825SH DFND30025
ARRAY BIOPHARMA INCCOM04269X105486,88378,277SH SOLE178,27700
ARRAY BIOPHARMA INCCOM04269X1051,089175SH DFND300175
ARRIS GROUP INCCOM04270V1061,499,79687,913SH SOLE187,91300
ARROW ELECTRONICS INCCOM04273510010,272,151211,666SH SOLE1211,66600
ARROW ELECTRS INCCOM04273510041,251850SH DFND300850
ARROW FINANCIAL CORPCOM042744102182,0637,137SH SOLE17,13700
ARTESIAN RESOURCES CORPCOM0431132088,344375SH DFND400375
ARTESIAN RESOURCES CORP CLCOM043113208113,0755,082SH SOLE15,08200
ARTHROCARE CORPCOM043136100672,53318,902SH SOLE118,90200
ARTHROCARE CORPCOM04313610060,4861,700SH DFND2001,700
ARTHUR J GALLAGHER + COCOM36357610911,726,136268,640SH SOLE1268,64000
ARTISAN PARTNERS ASSET MANCOM04316A10823,405447SH SOLE144700
ARUBA NETWORKS INCCOM0431761061,270,96376,380SH SOLE176,38000
ARUBA NETWORKS INCCOM0431761062,047123SH DFND400123
ARUBA NETWORKS INCCOM04317610616,6401,000SH DFND3001,000
ARUBA NETWORKS INCCOM04317610619,9681,200SH DFND2001,200
ASA GOLD AND PRECIOUS MTLS LCOMG3156P1032,253170SH DFND400170
ASA GOLD AND PRECIOUS MTLS LCOMG3156P10316,1841,221SH DFND2001,221
ASBURY AUTOMOTIVE GROUPCOM0434361041,111,45420,892SH SOLE120,89200
ASCENA RETAIL GROUP INCCOM04351G1015,355,470268,714SH SOLE1268,71400
ASCENA RETAIL GROUP INCCOM04351G1011,67484SH DFND40084
ASCENT CAP GROUP INCCOM0436321082423SH DFND4003
ASCENT CAPITAL GROUP INC ACOM043632108763,7949,474SH SOLE19,47400
ASHFORD HOSPITALITY TR INCCOM0441031092,468200SH DFND300200
ASHFORD HOSPITALITY TRUSTCOM044103109430,90034,919SH SOLE134,91900
ASHLAND INCCOM04420910414,070,555152,147SH SOLE1152,14700
ASHLAND INC NEWCOM04420910427,744300SH DFND400300
ASHLAND INC NEWCOM0442091042773SH DFND3003
ASIA ENTN & RESOURCES LTDCOMG0539K108390100SH DFND200100
ASML HOLDING N VCOMN0705921012,444126SH DFND400126
ASML HOLDING N VCOMN070592109,876100SH DFND300100
ASPEN INSURANCE HOLDINGS LCOMG053841055,170,853142,487SH SOLE1142,48700
ASPEN TECHNOLOGY INCCOM0453271032,170,25862,815SH SOLE162,81500
ASPEN TECHNOLOGY INCCOM0453271031,65848SH DFND40048
ASPEN TECHNOLOGY INCCOM0453271033,455100SH DFND300100
ASSOCIATED BANC CORPCOM0454871055,427,650350,397SH SOLE1350,39700
ASSOCIATED ESTATES REALTYCOM045604105567,80338,082SH SOLE138,08200
ASSOCIATED ESTATES RLTY CORPCOM04560410539,2432,632SH DFND4002,632
ASSURANT INCCOM04621X1081,465,56927,090SH SOLE127,09000
ASSURANT INCCOM04621X10818,194336SH DFND300336
ASSURANT INCCOM04621X108273,7315,060SH DFND2005,060
ASSURED GUARANTY LTDCOMG0585R106120,7506,440SH SOLE16,44000
ASSURED GUARANTY LTDCOMG0585R10621,5631,150SH DFND4001,150
ASTEC INDUSTRIES INCCOM046224101548,75015,260SH SOLE115,26000
ASTEX PHARMACEUTICALSCOM04624B103537,75963,415SH SOLE163,41500
ASTORIA FINANCIAL CORPCOM0462651042,893,469232,594SH SOLE1232,59400
ASTRAZENECA PLCCOM0989529062,579,04949,625SH SOLE149,62500
ASTRAZENECA PLCCOM046353108246,4084,745SH DFND4004,745
ASTRAZENECA PLCCOM046353108935,52018,015SH DFND30018,015
ASTRAZENECA PLCCOM046353108132,3702,549SH DFND2002,549
ASTRONICS CORPCOM046433108418,5088,419SH SOLE18,41900
ASTRONICS CORPCOM04643310866,8101,344SH DFND3001,344
AT&T INCCOM00206R1023,981,727117,733SH DFND400117,733
AT&T INCCOM00206R1026,512,661192,568SH DFND300192,568
AT&T INCCOM00206R1024,144,200122,537SH DFND200122,537
AT+T INCCOM00206R102243,785,5527,208,325SH SOLE17,208,32500
ATHENAHEALTH INCCOM04685W1032,673,61624,628SH SOLE124,62800
ATHENAHEALTH INCCOM04685W1031,62915SH DFND40015
ATLANTIC POWER CORPCOM04878Q863346,15880,315SH SOLE180,31500
ATLANTIC PWR CORPCOM04878Q863431100SH DFND400100
ATLANTIC PWR CORPCOM04878Q8632,760,144640,405SH DFND300640,405
ATLANTIC PWR CORPCOM04878Q863179,55241,659SH DFND20041,659
ATLANTIC TELE NETWORK INCCOM049079205365,0667,003SH SOLE17,00300
ATLANTICUS HLDGS CORPCOM04914Y102886240SH DFND400240
ATLAS AIR WORLDWIDE HOLDINCOM049164205897,99219,475SH SOLE119,47500
ATLAS ENERGY LPCOM04930A104240,3724,400SH DFND3004,400
ATLAS PIPELINE PARTNERS LPCOM04939210377,3841,994SH DFND4001,994
ATLAS PIPELINE PARTNERS LPCOM049392103580,13814,952SH DFND30014,952
ATLAS PIPELINE PARTNERS LPCOM049392103250,8426,465SH DFND2006,465
ATLAS RESOURCE PARTNERS LPCOM04941A10112,564600SH DFND400600
ATMEL CORPCOM0495131046,693,232899,628SH SOLE1899,62800
ATMEL CORPCOM0495131043,720500SH DFND200500
ATMI INCCOM00207R101640,03424,134SH SOLE124,13400
ATMOS ENERGY CORPCOM0495601058,149,426191,346SH SOLE1191,34600
ATMOS ENERGY CORPCOM04956010575,7251,778SH DFND4001,778
ATMOS ENERGY CORPCOM049560105124,7102,928SH DFND3002,928
ATRICURE INCCOM04963C209154,06014,031SH SOLE114,03100
ATRION CORPORATIONCOM049904105271,2011,048SH SOLE11,04800
ATWOOD OCEANICS INCCOM0500951086,684,223121,443SH SOLE1121,44300
ATWOOD OCEANICS INCCOM0500951083306SH DFND3006
ATWOOD OCEANICS INCCOM050095108107,8781,960SH DFND2001,960
AU OPTRONICS CORPCOM0022551074,5151,237SH DFND2001,237
AUDIENCE INCCOM05070J10272,4986,450SH SOLE16,45000
AUDIENCE INCCOM05070J1026,182550SH DFND300550
AURICO GOLD INCCOM05155C10549,53013,000SH DFND30013,000
AUTODESK INCCOM0527691063,737,33090,778SH SOLE190,77800
AUTODESK INCCOM0527691067,905192SH DFND400192
AUTODESK INCCOM0527691062,84169SH DFND20069
AUTOLIV INCCOM0528001095,59364SH DFND40064
AUTOMATIC DATA PROCESSINGCOM05301510316,791,870231,996SH SOLE1231,99600
AUTOMATIC DATA PROCESSING INCOM053015103269,0143,717SH DFND4003,717
AUTOMATIC DATA PROCESSING INCOM053015103560,4127,743SH DFND3007,743
AUTOMATIC DATA PROCESSING INCOM053015103533,4897,371SH DFND2007,371
AUTONATION INCCOM05329W1021,150,19222,047SH SOLE122,04700
AUTONATION INCCOM05329W1022094SH DFND3004
AUTONATION INCCOM05329W10215,651300SH DFND200300
AUTOZONE INCCOM0533321026,161,71214,576SH SOLE114,57600
AUTOZONE INCCOM0533321024,22710SH DFND40010
AUTOZONE INCCOM05333210265,100154SH DFND300154
AUXILIUM PHARMACEUTICALS ICOM05334D107602,52033,051SH SOLE133,05100
AV HOMES INCCOM00234P102110,4876,328SH SOLE16,32800
AVAGO TECHNOLOGIES LTDCOMY0486S104959,07522,242SH SOLE122,24200
AVAGO TECHNOLOGIES LTDCOMY0486S1047,625177SH DFND400177
AVALONBAY CMNTYS INCCOM05348410121,987173SH DFND400173
AVALONBAY COMMUNITIES INCCOM0534841015,532,60943,533SH SOLE143,53300
AVANIR PHARMACEUTICALS INCCOM05348P401412,42197,269SH SOLE197,26900
AVANIR PHARMACEUTICALS INCCOM05348P40121250SH DFND30050
AVANIR PHARMACEUTICALS INCCOM05348P40110,5752,500SH DFND2002,500
AVEO PHARMACEUTICALS INCCOM05358810971,99534,780SH SOLE134,78000
AVEO PHARMACEUTICALS INCCOM0535881091,426692SH DFND400692
AVERY DENNISON CORPCOM0536111091,650,36537,922SH SOLE137,92200
AVERY DENNISON CORPCOM0536111093,22074SH DFND40074
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AVG TECHNOLOGIES N VCOMN0783110543,6911,825SH DFND3001,825
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AVIAT NETWORKS INCCOM05366Y1025,1402,000SH DFND2002,000
AVID TECHNOLOGY INCCOM05367P100141,00623,501SH SOLE123,50100
AVID TECHNOLOGY INCCOM05367P1006,0001,000SH DFND2001,000
AVIS BUDGET GROUPCOM0537741051445SH DFND4005
AVIS BUDGET GROUPCOM053774105117,9724,092SH DFND3004,092
AVIS BUDGET GROUPCOM05377410528,8301,000SH DFND2001,000
AVIS BUDGET GROUP INCCOM05377410596,4653,346SH SOLE13,34600
AVISTA CORPCOM05379B1071,195,92045,300SH SOLE145,30000
AVISTA CORPCOM05379B10725,282958SH DFND300958
AVISTA CORPCOM05379B107127,1694,817SH DFND2004,817
AVIV REIT INCCOM05381L101175,7657,709SH SOLE17,70900
AVIVA PLCCOM05382A1044,481349SH DFND200349
AVNET INCCOM05380710312,076,630289,538SH SOLE1289,53800
AVNET INCCOM0538071033,67088SH DFND40088
AVNET INCCOM0538071034,171100SH DFND300100
AVNET INCCOM0538079038103SHCallDFND3003
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AVON PRODS INCCOM0543031029,270450SH DFND300450
AVON PRODUCTS INCCOM0543031023,583,658173,964SH SOLE1173,96400
AVX CORPCOM00244410723,7131,806SH SOLE11,80600
AWARE INC MASSCOM05453N1006,8251,250SH DFND3001,250
AXCELIS TECHNOLOGIES INCCOM054540109153,19272,603SH SOLE172,60300
AXIALL CORPCOM05463D1001,768,19446,790SH SOLE146,79000
AXIALL CORPCOM05463D1001,43638SH DFND40038
AXIS CAPITAL HOLDINGS LTDCOMG0692U109187,8354,337SH SOLE14,33700
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091,77641SH DFND40041
AZZ INCCOM002474104806,05619,256SH SOLE119,25600
B & G FOODS INC NEWCOM05508R10616,722484SH DFND400484
B & G FOODS INC NEWCOM05508R106166,6934,825SH DFND3004,825
B & G FOODS INC NEWCOM05508R1068,983260SH DFND200260
B/E AEROSPACE INCCOM07330210115,302,591207,296SH SOLE1207,29600
B/E AEROSPACE INCCOM0733021012,58435SH DFND40035
B/E AEROSPACE INCCOM07330210117,348235SH DFND300235
B/E AEROSPACE INCCOM073302101236,7413,207SH DFND2003,207
B+G FOODS INCCOM05508R1061,380,54939,958SH SOLE139,95800
BABCOCK & WILCOX CO NEWCOM05615F1021,51745SH DFND40045
BABCOCK & WILCOX CO NEWCOM05615F1022708SH DFND3008
BABCOCK + WILCOX CO/THECOM05615F102125,8773,733SH SOLE13,73300
BABSON CAP CORPORATE INVSCOM05617K10974,6624,873SH DFND2004,873
BADGER METER INCCOM056525108504,89710,858SH SOLE110,85800
BAIDU INCCOM05675210895,281614SH DFND400614
BAIDU INCCOM056752108149,594964SH DFND300964
BAIDU INCCOM056752108110,023709SH DFND200709
BAIDU INC SPON ADRADR0567521082,495,13916,079SH SOLE116,07900
BAKER HUGHES INCCOM0572241077,007,208142,713SH SOLE1142,71300
BAKER HUGHES INCCOM05722410739,526805SH DFND400805
BAKER HUGHES INCCOM05722410714,730300SH DFND300300
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BALCHEM CORPCOM0576652001,161,78822,450SH SOLE122,45000
BALCHEM CORPCOM0576652007,763150SH DFND300150
BALDWIN + LYONS INC CL BCOM057755209150,8636,188SH SOLE16,18800
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BALL CORPCOM058498106117,9452,628SH DFND4002,628
BALL CORPCOM05849810631,416700SH DFND300700
BALL CORPCOM05849810689820SH DFND20020
BALLANTYNE STRONG INCCOM05851610519,1704,500SH DFND4004,500
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BALLARD PWR SYS INC NEWCOM0585861081,229700SH DFND200700
BALLY TECHNOLOGIES INCCOM05874B1075,895,58981,815SH SOLE181,81500
BALTIC TRADING LIMITEDCOMY0553W10311,3092,313SH DFND2002,313
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BANC OF CALIFORNIA INCCOM05990K106100,8907,295SH SOLE17,29500
BANCFIRST CORPCOM05945F103256,8874,751SH SOLE14,75100
BANCO BILBAO VIZCAYA ARGENTACOM05946K101196,31017,559SH DFND20017,559
BANCO BRADESCO S ACOM05946030356941SH DFND40041
BANCO BRADESCO S ACOM05946030319,3071,391SH DFND3001,391
BANCO SANTANDER BRASIL S ACOM05967A10718,1652,614SH DFND3002,614
BANCO SANTANDER SACOM05964H10550,3196,159SH DFND4006,159
BANCO SANTANDER SACOM05964H10531,1693,815SH DFND3003,815
BANCO SANTANDER SACOM05964H105184,77322,616SH DFND20022,616
BANCORP INC/THECOM05969A105390,17722,019SH SOLE122,01900
BANCORPSOUTH INCCOM0596921034,734,773237,451SH SOLE1237,45100
BANK HAWAII CORPCOM06254010978,9531,450SH DFND4001,450
BANK HAWAII CORPCOM06254010944,000808SH DFND300808
BANK HAWAII CORPCOM0625401094,73787SH DFND20087
BANK MONTREAL QUECOM06367110133,410500SH DFND400500
BANK MONTREAL QUECOM063671101370,0495,538SH DFND3005,538
BANK MONTREAL QUECOM06367110173,7691,104SH DFND2001,104
BANK MUTUAL CORPCOM063750103218,27834,813SH SOLE134,81300
BANK N S HALIFAXCOM0641491076,648116SH DFND400116
BANK N S HALIFAXCOM06414910774,3881,298SH DFND3001,298
BANK N S HALIFAXCOM0641491072,00635SH DFND20035
BANK NEW YORK MELLON CORPCOM06405810042,4771,407SH DFND4001,407
BANK NEW YORK MELLON CORPCOM064058100100,9363,343SH DFND3003,343
BANK NEW YORK MELLON CORPCOM064058100116,6183,863SH DFND2003,863
BANK OF AMERICA CORPCOM06050510459,954,5554,344,533SH SOLE14,344,53300
BANK OF AMERICA CORPORATIONCOM06050514697,44016,000SH DFND40016,000
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BANK OF AMERICA CORPORATIONCOM0605051041,820,283131,905SH DFND300131,905
BANK OF AMERICA CORPORATIONCOM060505104683,24249,510SH DFND20049,510
BANK OF AMERICA CORPORATIONCOM060505682592,525548SH DFND200548
BANK OF HAWAII CORPCOM0625401095,126,30494,147SH SOLE194,14700
BANK OF KENTUCKY FINL CORPCOM062896105112,3814,115SH SOLE14,11500
BANK OF MARIN BANCORPCOM06342510213,504325SH DFND400325
BANK OF MARIN BANCORP/CACOM063425102151,5743,648SH SOLE13,64800
BANK OF NEW YORK MELLON COCOM06405810013,203,023437,331SH SOLE1437,33100
BANK OF THE OZARKSCOM0639041061,128,53323,516SH SOLE123,51600
BANK OF THE OZARKS INCCOM06390410619,176400SH DFND300400
BANKFINANCIAL CORPCOM06643P104126,00414,126SH SOLE114,12600
BANKRATE INCCOM06647F102637,62930,998SH SOLE130,99800
BANKUNITED INCCOM06652K10376,6962,459SH SOLE12,45900
BANNER CORPORATIONCOM06652V208561,56314,716SH SOLE114,71600
BAR HARBOR BANKSHARESCOM06684910096,8682,633SH SOLE12,63300
BAR HBR BANKSHARESCOM06684910091,9752,500SH DFND2002,500
BARCLAYS BANK PLCCOM06739H20618,700380SH DFND400380
BARCLAYS BANK PLCCOM06739H77622,500900SH DFND400900
BARCLAYS BANK PLCCOM06739H51118,508733SH DFND400733
BARCLAYS BANK PLCCOM06739H24828,008415SH DFND400415
BARCLAYS BANK PLCCOM06739H36271,7662,821SH DFND4002,821
BARCLAYS BANK PLCCOM06739H30516,030350SH DFND400350
BARCLAYS BANK PLCCOM06739H7432,764100SH DFND300100
BARCLAYS BANK PLCCOM06739H30531,419686SH DFND300686
BARCLAYS BANK PLCCOM06739H31335210SH DFND30010
BARCLAYS BANK PLCCOM06739H51153,4802,118SH DFND3002,118
BARCLAYS BANK PLCCOM06739H36225,4401,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H7765,000200SH DFND300200
BARCLAYS BANK PLCCOM06739H6442,9791,295SH DFND2001,295
BARCLAYS BANK PLCCOM06739H3052,29050SH DFND20050
BARCLAYS BANK PLCCOM06739H36255,1032,166SH DFND2002,166
BARCLAYS BK PLCCOM06738C77822,878614SH DFND400614
BARCLAYS BK PLCCOM06739F39024,4301,000SH DFND4001,000
BARCLAYS BK PLCCOM06740C18813,920947SH DFND400947
BARCLAYS BK PLCCOM06740C3378,36860SH DFND40060
BARCLAYS BK PLCCOM06740C9081515SHCallDFND40015
BARCLAYS BK PLCCOM06740C18881,6975,558SH DFND3005,558
BARCLAYS BK PLCCOM06739F10126,449650SH DFND300650
BARCLAYS BK PLCCOM06738C78615,338633SH DFND300633
BARCLAYS BK PLCCOM06739F2913,08761SH DFND30061
BARCLAYS BK PLCCOM06738C77847,1341,265SH DFND3001,265
BARCLAYS BK PLCCOM06740C3371,343,5589,634SH DFND3009,634
BARCLAYS BK PLCCOM06739F135214,7273,902SH DFND3003,902
BARCLAYS BK PLCCOM06738C79413,100400SH DFND300400
BARCLAYS BK PLCCOM06740P2396,550241SH DFND300241
BARCLAYS BK PLCCOM06742C1524054SH DFND3004
BARCLAYS BK PLCCOM06742C1294254SH DFND3004
BARCLAYS BK PLCCOM06740C18814,390979SH DFND200979
BARCLAYS BK PLCCOM06739F39026,8731,100SH DFND2001,100
BARCLAYS BK PLCCOM06740L477451,56311,433SH DFND20011,433
BARCLAYS BK PLCCOM06740L5193,13680SH DFND20080
BARCLAYS BK PLCCOM06740C3371,574,92211,293SH DFND20011,293
BARCLAYS PLCCOM06738E2043,306194SH DFND400194
BARCLAYS PLCCOM06738E2046,816400SH DFND300400
BARD C R INCCOM06738310966,470577SH DFND400577
BARNES & NOBLE INCCOM0677741092,588200SH DFND400200
BARNES & NOBLE INCCOM06777410968953SH DFND20053
BARNES + NOBLE INCCOM067774109391,55130,259SH SOLE130,25900
BARNES GROUP INCCOM0678061091,394,42539,932SH SOLE139,93200
BARRETT BILL CORPCOM06846N104195,6077,790SH DFND2007,790
BARRETT BUSINESS SVCS INCCOM068463108317,8384,722SH SOLE14,72200
BARRICK GOLD CORPCOM06790110887,7564,713SH DFND4004,713
BARRICK GOLD CORPCOM067901108223,17511,986SH DFND30011,986
BARRICK GOLD CORPCOM06790110846,2892,486SH DFND2002,486
BARRY (R.G.)COM068798107126,4136,685SH SOLE16,68500
BASIC ENERGY SERVICES INCCOM06985P100282,20122,326SH SOLE122,32600
BASSETT FURNITURE INDSCOM070203104117,7347,272SH SOLE17,27200
BAXANO SURGICAL INCCOM07177310529,19021,000SH DFND30021,000
BAXTER INTERNATIONAL INCCOM07181310911,146,673169,686SH SOLE1169,68600
BAXTER INTL INCCOM0718131091,169,67617,806SH DFND40017,806
BAXTER INTL INCCOM071813109168,6262,567SH DFND3002,567
BAXTER INTL INCCOM07181310935,407539SH DFND200539
BAYTEX ENERGY CORPCOM07317Q1054,127100SH DFND400100
BAYTEX ENERGY CORPCOM07317Q10530,953750SH DFND300750
BAZAARVOICE INCCOM073271108292,52132,216SH SOLE132,21600
BB&T CORPCOM05493710773,7102,184SH DFND4002,184
BB&T CORPCOM054937107104,9453,109SH DFND3003,109
BB&T CORPCOM0549371072,167,79664,231SH DFND20064,231
BB+T CORPCOM0549371077,651,024226,697SH SOLE1226,69700
BBCN BANCORP INCCOM073295107821,77559,722SH SOLE159,72200
BBCN BANCORP INCCOM073295107836SH DFND3006
BBX CAPITAL CORP ACOM05540P10069,4934,836SH SOLE14,83600
BCE INCCOM05534B760108,1072,532SH DFND4002,532
BCE INCCOM05534B760147,8273,462SH DFND3003,462
BCE INCCOM05534B76013,774323SH DFND200323
BEACON ROOFING SUPPLY INCCOM0736851091,203,14232,632SH SOLE132,63200
BEAM INCCOM0737301033,770,64758,324SH SOLE158,32400
BEAM INCCOM073730103493,3447,631SH DFND4007,631
BEAM INCCOM073730103329,0045,089SH DFND3005,089
BEAM INCCOM07373010316,163250SH DFND200250
BEASLEY BROADCAST GRP INCCOM07401410125,5142,936SH SOLE12,93600
BEAZER HOMES USA INCCOM07556Q881302,72416,818SH SOLE116,81800
BEAZER HOMES USA INCCOM07556Q8811,53085SH DFND20085
BEBE STORES INCCOM075571109142,03123,322SH SOLE123,32200
BECTON DICKINSON & COCOM0758871092,30023SH DFND40023
BECTON DICKINSON & COCOM075887109395,5793,955SH DFND3003,955
BECTON DICKINSON & COCOM075887109308,7013,086SH DFND2003,086
BECTON DICKINSON AND COCOM0758871096,169,33461,681SH SOLE161,68100
BED BATH & BEYOND INCCOM0758961008,587111SH DFND400111
BED BATH & BEYOND INCCOM07589610013,925180SH DFND300180
BED BATH + BEYOND INCCOM0758961007,711,09099,678SH SOLE199,67800
BEL FUSE INC CL BCOM077347300130,1207,461SH SOLE17,46100
BELDEN INCCOM0774541062,129,47033,247SH SOLE133,24700
BELO CORPORATION ACOM080555105952,97269,560SH SOLE169,56000
BEMIS COMPANYCOM0814371051,417,19436,329SH SOLE136,32900
BEMIS INCCOM08143710597,7982,507SH DFND3002,507
BEMIS INCCOM081437105446,11811,436SH DFND20011,436
BENCHMARK ELECTRONICS INCCOM08160H101941,12241,115SH SOLE141,11500
BENEFICIAL MUTUAL BANCORPCOM08173R104213,66721,431SH SOLE121,43100
BENEFICIAL MUTUAL BANCORP INCOM08173R10424,9252,500SH DFND4002,500
BERKLEY W R CORPCOM08442310259,0611,378SH DFND4001,378
BERKLEY W R CORPCOM08442310225,716600SH DFND300600
BERKSHIRE HATHAWAY INC CLCOM08467070265,815,822579,824SH SOLE1579,82400
BERKSHIRE HATHAWAY INC DELCOM084670108852,0505SH DFND4005
BERKSHIRE HATHAWAY INC DELCOM0846707023,132,19527,594SH DFND40027,594
BERKSHIRE HATHAWAY INC DELCOM0846707021,773,48015,624SH DFND30015,624
BERKSHIRE HATHAWAY INC DELCOM084670108170,4101SH DFND3001
BERKSHIRE HATHAWAY INC DELCOM0846707021,660,53814,629SH DFND20014,629
BERKSHIRE HATHAWAY INC DELCOM084670108170,4101SH DFND2001
BERKSHIRE HILLS BANCORP INCOM084680107422,09916,810SH SOLE116,81000
BERRY PETROLEUM CO CLASS ACOM0857891051,522,66235,304SH SOLE135,30400
BERRY PLASTICS GROUP INCCOM08579W103741,14737,113SH SOLE137,11300
BERRY PLASTICS GROUP INCCOM08579W1031,39870SH DFND40070
BEST BUY CO INCCOM0865161013,865,988103,093SH SOLE1103,09300
BEST BUY INCCOM086516101133,1253,550SH DFND4003,550
BEST BUY INCCOM086516101129,6383,457SH DFND3003,457
BEST BUY INCCOM08651610141,4001,104SH DFND2001,104
BGC PARTNERS INCCOM05541T10111,3212,007SH DFND3002,007
BGC PARTNERS INC CL ACOM05541T101481,18885,166SH SOLE185,16600
BHP BILLITON LTDCOM08860610846,816704SH DFND400704
BHP BILLITON LTDCOM088606108313,4154,713SH DFND3004,713
BHP BILLITON LTDCOM08860610827,683416SH DFND200416
BHP BILLITON PLCCOM05545E2095,06286SH DFND40086
BIG 5 SPORTING GOODS CORPCOM08915P101205,61512,787SH SOLE112,78700
BIG LOTS INCCOM0893021034,559,919122,942SH SOLE1122,94200
BIGLARI HLDGS INCCOM08986R10124,76060SH DFND30060
BIGLARI HOLDINGS INCCOM08986R101453,8541,100SH SOLE11,10000
BILL BARRETT CORPCOM06846N1043,359,266133,782SH SOLE1133,78200
BIO RAD LABORATORIES ACOM0905722074,969,02642,268SH SOLE142,26800
BIO RAD LABS INCCOM09057220764,776551SH DFND300551
BIO REFERENCE LABS INCCOM09057G602552,78018,500SH SOLE118,50000
BIOANALYTICAL SYS INCCOM09058M103135100SH DFND400100
BIOCRYST PHARMACEUTICALSCOM09058V10325,4803,500SH DFND4003,500
BIODELIVERY SCIENCES INTLCOM09060J106108,89920,055SH SOLE120,05500
BIOGEN IDEC INCCOM09062X10324,592,430102,145SH SOLE1102,14500
BIOGEN IDEC INCCOM09062X10384,266350SH DFND400350
BIOGEN IDEC INCCOM09062X103172,866718SH DFND300718
BIOGEN IDEC INCCOM09062X10340,207167SH DFND200167
BIOLASE INCCOM09091110840,83421,379SH SOLE121,37900
BIOMARIN PHARMACEUTICAL INCOM09061G101311,7024,316SH SOLE14,31600
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,30932SH DFND40032
BIOMARIN PHARMACEUTICAL INCCOM09061G10124,754343SH DFND300343
BIOMARIN PHARMACEUTICAL INCCOM09061G10130,600424SH DFND200424
BIOMED REALTY TRUST INCCOM09063H1077,535,996405,379SH SOLE1405,37900
BIO-REFERENCE LABS INCCOM09057G60242,2501,414SH DFND3001,414
BIOSCRIP INCCOM09069N108343,12239,080SH SOLE139,08000
BIOSCRIP INCCOM09069N1084,206479SH DFND300479
BIOSCRIP INCCOM09069N1084,390500SH DFND200500
BIOTA PHARMACEUTIALS INCCOM090694100418100SH DFND400100
BIOTIME INCCOM09066L10594,06524,754SH SOLE124,75400
BIOTIME INCCOM09066L1059,1202,400SH DFND3002,400
BIOTIME INCCOM09066L105380100SH DFND200100
BITAUTO HLDGS LTDCOM0917271079,672600SH DFND200600
BJ S RESTAURANTS INCCOM09180C106535,82918,657SH SOLE118,65700
BLACK BOX CORPCOM091826107373,47112,189SH SOLE112,18900
BLACK DIAMOND INCCOM09202G101184,77115,195SH SOLE115,19500
BLACK HILLS CORPCOM0921131096,086,510122,072SH SOLE1122,07200
BLACK HILLS CORPCOM09211310949,8601,000SH DFND3001,000
BLACKBAUD INCCOM09227Q1001,347,42734,514SH SOLE134,51400
BLACKBERRY LTDCOM09228F1031,589200SH DFND400200
BLACKBERRY LTDCOM09228F1038,1911,031SH DFND3001,031
BLACKBERRY LTDCOM09228F10323830SH DFND20030
BLACKHAWK NETWORK HLDGS INCCOM09238E1049,612400SH DFND200400
BLACKHAWK NETWORK HOLDINGSCOM09238E104185,1997,707SH SOLE17,70700
BLACKROCK BUILD AMER BD TRCOM09248X10057,5593,060SH DFND4003,060
BLACKROCK BUILD AMER BD TRCOM09248X100134,0217,125SH DFND3007,125
BLACKROCK CORPOR HI YLD FD VCOM09255P1072,964252SH DFND400252
BLACKROCK CORPOR HI YLD FD VCOM09255N1022,691222SH DFND400222
BLACKROCK CORPOR HI YLD IIICOM09255M1047,6011,041SH DFND4001,041
BLACKROCK CORPOR HI YLD IIICOM09255M10449,2756,750SH DFND3006,750
BLACKROCK CORPOR HI YLD IIICOM09255M1043,650500SH DFND200500
BLACKROCK CORPOR HIGH YLD FDCOM09255L10620,1392,801SH DFND3002,801
BLACKROCK CR ALLCTN INC TRCOM09250810013,6531,047SH DFND4001,047
BLACKROCK CR ALLCTN INC TRCOM09250810044,1663,387SH DFND3003,387
BLACKROCK CR ALLCTN INC TRCOM0925081006,520500SH DFND200500
BLACKROCK DEBT STRAT FD INCCOM09255R1038,6432,150SH DFND4002,150
BLACKROCK DEBT STRAT FD INCCOM09255R10324,1206,000SH DFND3006,000
BLACKROCK DEFINED OPPRTY CRCOM09255Q10524,4651,750SH DFND4001,750
BLACKROCK DIVID INCOME TRCOM09250D1093,118250SH DFND200250
BLACKROCK ENERGY & RES TRCOM09250U1017,743300SH DFND400300
BLACKROCK ENERGY & RES TRCOM09250U10143,7811,696SH DFND2001,696
BLACKROCK ENH CAP & INC FD ICOM09256A10938,5352,978SH DFND3002,978
BLACKROCK ENHANCED EQT DIV TCOM09251A10422,5603,000SH DFND4003,000
BLACKROCK ENHANCED EQT DIV TCOM09251A10474,6319,924SH DFND3009,924
BLACKROCK FLOAT RATE OME STRCOM09255X1001,45398SH DFND40098
BLACKROCK FLOAT RATE OME STRCOM09255X10055,7613,760SH DFND3003,760
BLACKROCK FLOATING RATE INCOCOM09194110428,3402,000SH DFND3002,000
BLACKROCK GLOBAL OPP EQTY TRCOM0925011058,240589SH DFND400589
BLACKROCK GLOBAL OPP EQTY TRCOM092501105165,78211,850SH DFND30011,850
BLACKROCK GLOBAL OPP EQTY TRCOM09250110579,7435,700SH DFND2005,700
BLACKROCK HEALTH SCIENCES TRCOM09250W10728,360870SH DFND300870
BLACKROCK HEALTH SCIENCES TRCOM09250W10713,040400SH DFND200400
BLACKROCK HIGH YIELD TRCOM09248N1025,700824SH DFND300824
BLACKROCK INCCOM09247X10112,973,79347,941SH SOLE147,94100
BLACKROCK INCCOM09247X10120,83877SH DFND40077
BLACKROCK INCCOM09247X10176,643283SH DFND300283
BLACKROCK INCCOM09247X101159,936591SH DFND200591
BLACKROCK INCOME OPP TRUST ICOM09247510239,2543,965SH DFND4003,965
BLACKROCK INCOME OPP TRUST ICOM0924751024,950500SH DFND200500
BLACKROCK INCOME TR INCCOM09247F1001,347202SH DFND400202
BLACKROCK INTL GRWTH & INC TCOM092524107177,11523,002SH DFND40023,002
BLACKROCK INTL GRWTH & INC TCOM09252410776,0149,872SH DFND3009,872
BLACKROCK INTL GRWTH & INC TCOM09252410765,4508,500SH DFND2008,500
BLACKROCK KELSO CAPITAL COCOM092533108471,35949,669SH SOLE149,66900
BLACKROCK KELSO CAPITAL CORPCOM09253310836,9723,900SH DFND4003,900
BLACKROCK KELSO CAPITAL CORPCOM09253310837,8293,990SH DFND3003,990
BLACKROCK KELSO CAPITAL CORPCOM092533108238,78825,189SH DFND20025,189
BLACKROCK LONG-TERM MUNI ADVCOM09250B1035,300500SH DFND300500
BLACKROCK LONG-TERM MUNI ADVCOM09250B10337,1003,500SH DFND2003,500
BLACKROCK LTD DURATION INC TCOM09249W10161,0923,600SH DFND4003,600
BLACKROCK LTD DURATION INC TCOM09249W10113,576800SH DFND300800
BLACKROCK MUN 2020 TERM TRCOM09249X10921,7011,333SH DFND2001,333
BLACKROCK MUN INCOME TRCOM09248F10912,9701,000SH DFND4001,000
BLACKROCK MUNI INTER DR FD ICOM09253X10224,9901,750SH DFND4001,750
BLACKROCK MUNI INTER DR FD ICOM09253X10272,6715,089SH DFND3005,089
BLACKROCK MUNI INTER DR FD ICOM09253X10215,7791,105SH DFND2001,105
BLACKROCK MUNIASSETS FD INCCOM09254J102110,9019,312SH DFND4009,312
BLACKROCK MUNIASSETS FD INCCOM09254J10250,2364,218SH DFND2004,218
BLACKROCK MUNIENHANCED FD INCOM09253Y10013,8191,300SH DFND4001,300
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10196,9977,185SH DFND4007,185
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10632,1752,500SH DFND3002,500
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107148,52310,913SH DFND30010,913
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1072,776204SH DFND200204
BLACKROCK MUNIHLDNGS QLTY IICOM09254C1073,024240SH DFND400240
BLACKROCK MUNIHLDS INVSTM QLCOM09254P1082,779212SH DFND400212
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10839,3303,000SH DFND2003,000
BLACKROCK MUNIVEST FD INCCOM09253R10518,6802,000SH DFND2002,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N10370,6355,100SH DFND3005,100
BLACKROCK MUNIYIELD CALIF FDCOM09254M10572,3615,064SH DFND3005,064
BLACKROCK MUNIYIELD FD INCCOM09253W1049,018675SH DFND300675
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10062,5574,700SH DFND4004,700
BLACKROCK MUNIYIELD NY QLTYCOM09255E10226,5152,140SH DFND4002,140
BLACKROCK MUNIYIELD NY QLTYCOM09255E10212,3901,000SH DFND3001,000
BLACKROCK MUNIYIELD QLTY FDCOM09254E1031,29699SH DFND40099
BLACKROCK MUNIYIELD QLTY FDCOM09254E10319,7001,505SH DFND3001,505
BLACKROCK MUNIYIELD QLTY FDCOM09254E1036,545500SH DFND200500
BLACKROCK MUNIYLD INVST QLTYCOM09254T10016,7571,300SH DFND3001,300
BLACKROCK MUNIYLD MICH QLTYCOM09254V105149,93011,750SH DFND20011,750
BLACKROCK MUNIYLD MICH QLTYCOM09254W103107,9169,200SH DFND2009,200
BLACKROCK N J MUN INCOME TRCOM09248J10129,0092,119SH DFND4002,119
BLACKROCK N Y MUN INCOME TRCOM09248L10642,0723,209SH DFND4003,209
BLACKROCK SR HIGH INCOME FDCOM09255T109176,99744,923SH DFND30044,923
BLACKROCK UTIL & INFRASTRCTUCOM09248D104457,94026,243SH DFND30026,243
BLACKROCK UTIL & INFRASTRCTUCOM09248D10424,7791,420SH DFND2001,420
BLACKSTONE GROUP L PCOM09253U108117,9994,741SH DFND4004,741
BLACKSTONE GROUP L PCOM09253U108624,06725,073SH DFND30025,073
BLACKSTONE GROUP L PCOM09253U108246,5479,905SH DFND2009,905
BLACKSTONE GSO FLTING RTE FUCOM09256U1057,660400SH DFND400400
BLACKSTONE GSO FLTING RTE FUCOM09256U105101,8975,321SH DFND2005,321
BLACKSTONE GSO LNG SHRT CR ICOM09257D10250127SH DFND40027
BLDRS INDEX FDS TRCOM09348R30063,5341,719SH DFND3001,719
BLDRS INDEX FDS TRCOM09348R40929,9861,285SH DFND3001,285
BLOCK H & R INCCOM093671105122,8444,608SH DFND3004,608
BLOCK H & R INCCOM09367110513,197495SH DFND200495
BLOOMIN BRANDS INCCOM094235108875,34137,075SH SOLE137,07500
BLOOMIN BRANDS INCCOM0942351087,083300SH DFND300300
BLOOMIN BRANDS INCCOM0942351087,083300SH DFND200300
BLOUNT INTERNATIONAL INCCOM095180105399,54532,993SH SOLE132,99300
BLUCORA INCCOM095229100712,35730,999SH SOLE130,99900
BLUCORA INCCOM0952291001155SH DFND4005
BLUCORA INCCOM09522910023,7151,032SH DFND2001,032
BLUE NILE INCCOM09578R103383,5559,371SH SOLE19,37100
BLUE NILE INCCOM09578R1031,02325SH DFND40025
BLUELINX HLDGS INCCOM09624H1092,4181,240SH DFND2001,240
BLUELINX HOLDINGS INCCOM09624H10944,15822,645SH SOLE122,64500
BLYTH INCCOM09643P20796,2986,963SH SOLE16,96300
BNC BANCORPCOM05566T101163,80212,279SH SOLE112,27900
BNC BANCORPCOM05566T1016,370478SH DFND300478
BOARDWALK PIPELINE PARTNERSCOM096627104244,4798,050SH DFND4008,050
BOARDWALK PIPELINE PARTNERSCOM096627104186,5096,141SH DFND3006,141
BOARDWALK PIPELINE PARTNERSCOM0966271046,074200SH DFND200200
BOB EVANS FARMSCOM0967611014,308,42275,230SH SOLE175,23000
BOB EVANS FARMS INCCOM09676110121,362373SH DFND400373
BODY CENTRAL CORPCOM09689U10267,58211,079SH SOLE111,07900
BOEING COCOM0970231051,026,3918,735SH DFND4008,735
BOEING COCOM0970231051,693,20414,410SH DFND30014,410
BOEING COCOM0970231051,481,95212,612SH DFND20012,612
BOEING CO/THECOM09702310535,579,118302,801SH SOLE1302,80100
BOFI HLDG INCCOM05566U10825,925400SH DFND400400
BOFI HLDG INCCOM05566U10812,962200SH DFND300200
BOFI HLDG INCCOM05566U10812,962200SH DFND200200
BOFI HOLDING INCCOM05566U108592,2379,131SH SOLE19,13100
BOINGO WIRELESS INCCOM09739C10287,08012,440SH SOLE112,44000
BOISE CASCADE COCOM09739D100244,4109,069SH SOLE19,06900
BOISE INCCOM09746Y105852,07567,625SH SOLE167,62500
BOK FINANCIAL CORPORATIONCOM05561Q20164,0471,011SH SOLE11,01100
BOK FINL CORPCOM05561Q201197,5893,119SH DFND4003,119
BOK FINL CORPCOM05561Q2016,789107SH DFND300107
BOK FINL CORPCOM05561Q20124,073380SH DFND200380
BOLT TECHNOLOGY CORPCOM097698104104,3655,782SH SOLE15,78200
BON TON STORES INC/THECOM09776J10195,5519,057SH SOLE19,05700
BONANZA CREEK ENERGY INCCOM097793103952,07319,728SH SOLE119,72800
BOOZ ALLEN HAMILTON HOLDINCOM09950210618,702968SH SOLE196800
BORGWARNER INCCOM0997241063,993,14439,384SH SOLE139,38400
BORGWARNER INCCOM0997241069,53194SH DFND40094
BORGWARNER INCCOM0997241061,01410SH DFND30010
BOSTON BEER COMPANY INC ACOM1005571071,531,9296,273SH SOLE16,27300
BOSTON BEER INCCOM10055710742,737175SH DFND300175
BOSTON PRIVATE FINL HOLDINCOM101119105668,88660,260SH SOLE160,26000
BOSTON PROPERTIES INCCOM1011211015,766,93453,947SH SOLE153,94700
BOSTON PROPERTIES INCCOM10112110110,690100SH DFND400100
BOSTON PROPERTIES INCCOM1011211012,13820SH DFND30020
BOSTON SCIENTIFIC CORPCOM1011371075,618,083478,542SH SOLE1478,54200
BOSTON SCIENTIFIC CORPCOM10113710788,6967,555SH DFND4007,555
BOSTON SCIENTIFIC CORPCOM10113710751,2224,363SH DFND3004,363
BOSTON SCIENTIFIC CORPCOM1011371076,950592SH DFND200592
BOTTOMLINE TECHNOLOGIES (DCOM101388106793,29828,454SH SOLE128,45400
BOULDER BRANDS INCCOM101405108639,78739,887SH SOLE139,88700
BOULDER BRANDS INCCOM10140510811,228700SH DFND400700
BOULDER BRANDS INCCOM10140510815,238950SH DFND200950
BOULDER TOTAL RETURN FD INCCOM10154110017,440800SH DFND400800
BOVIE MEDICAL CORPCOM10211F100846300SH DFND300300
BOYD GAMING CORPCOM103304101627,96344,379SH SOLE144,37900
BOYD GAMING CORPCOM1033041011,415100SH DFND300100
BP PLCCOM055622104868,71820,669SH DFND40020,669
BP PLCCOM0556221042,562,34160,965SH DFND30060,965
BP PLCCOM055622104419,0829,971SH DFND2009,971
BP PRUDHOE BAY RTY TRCOM05563010757,562664SH DFND400664
BP PRUDHOE BAY RTY TRCOM055630107222,8802,571SH DFND3002,571
BP PRUDHOE BAY RTY TRCOM055630107308,1833,555SH DFND2003,555
BPZ RESOURCES INCCOM055639108153,99578,972SH SOLE178,97200
BRADY CORPCOM1046741063,050100SH DFND200100
BRADY CORPORATION CL ACOM1046741062,299,51775,394SH SOLE175,39400
BRANDYWINE REALTY TRUSTCOM10536820378,8305,981SH SOLE15,98100
BRANDYWINE RLTY TRCOM10536820320,9301,588SH DFND4001,588
BRASKEM S ACOM10553210520713SH DFND40013
BRAVO BRIO RESTAURANT GROUCOM10567B109198,18813,125SH SOLE113,12500
BRE PROPERTIES INCCOM05564E1068,268,702162,898SH SOLE1162,89800
BRE PROPERTIES INCCOM05564E10610,863214SH DFND300214
BREITBURN ENERGY PARTNERS LPCOM10677610718,3301,000SH DFND4001,000
BREITBURN ENERGY PARTNERS LPCOM10677610797,2415,305SH DFND3005,305
BREITBURN ENERGY PARTNERS LPCOM10677610749,4912,700SH DFND2002,700
BRF SACOM10552T1072,453100SH DFND200100
BRIDGE BANCORP INCCOM108035106129,3236,015SH SOLE16,01500
BRIDGE CAPITAL HOLDINGSCOM108030107109,5386,451SH SOLE16,45100
BRIDGEPOINT ED INCCOM10807M10573,7844,090SH DFND3004,090
BRIDGEPOINT EDUCATION INCCOM10807M105221,62112,285SH SOLE112,28500
BRIGGS & STRATTON CORPCOM1090431091,04652SH DFND20052
BRIGGS + STRATTONCOM109043109732,06636,385SH SOLE136,38500
BRIGHT HORIZONS FAM SOL IN DCOM1091941003,690103SH DFND200103
BRIGHT HORIZONS FAMILY SOLCOM109194100284,6697,945SH SOLE17,94500
BRIGHTCOVECOM10921T101212,07418,851SH SOLE118,85100
BRINK S CO/THECOM1096961043,738,798132,113SH SOLE1132,11300
BRINKER INTERNATIONAL INCCOM1096411005,652,598139,467SH SOLE1139,46700
BRINKER INTL INCCOM1096411001,006,92724,844SH DFND40024,844
BRINKS COCOM10969610434012SH DFND20012
BRISTOL MYERS SQUIBB COCOM110122108289,817,6246,262,265SH SOLE16,262,26500
BRISTOL MYERS SQUIBB COCOM110122108813,41517,576SH DFND40017,576
BRISTOL MYERS SQUIBB COCOM1101221082,180,44847,114SH DFND30047,114
BRISTOL MYERS SQUIBB COCOM110122108679,91814,691SH DFND20014,691
BRISTOW GROUP INCCOM1103941031,989,62227,345SH SOLE127,34500
BRITISH AMERN TOB PLCCOM11044810723,282221SH DFND400221
BRITISH AMERN TOB PLCCOM1104481071,68216SH DFND30016
BROADCOM CORPCOM11132010730,5471,174SH DFND4001,174
BROADCOM CORPCOM111320107333,29012,809SH DFND30012,809
BROADCOM CORPCOM111320107497,12719,106SH DFND20019,106
BROADCOM CORP CL ACOM1113201075,856,542225,165SH SOLE1225,16500
BROADRIDGE FINANCIAL SOLUTCOM11133T1037,955,820250,577SH SOLE1250,57700
BROADRIDGE FINL SOLUTIONS INCOM11133T10319,114602SH DFND400602
BROADRIDGE FINL SOLUTIONS INCOM11133T1039,652304SH DFND300304
BROADSOFT INCCOM11133B409677,18418,795SH SOLE118,79500
BROADSOFT INCCOM11133B409244,2626,770SH DFND3006,770
BROCADE COMMUNICATIONS SYSCOM111621306136,47216,953SH SOLE116,95300
BROCADE COMMUNICATIONS SYS ICOM1116213064,548565SH DFND400565
BROOKDALE SENIOR LIVING INCOM11246310481,1623,086SH SOLE13,08600
BROOKFIELD ASSET MGMT INCCOM1125851042246SH DFND4006
BROOKFIELD ASSET MGMT INCCOM112585104104,9072,805SH DFND3002,805
BROOKFIELD INFRAST PARTNERSCOMG16252101247,1306,500SH DFND4006,500
BROOKFIELD INFRAST PARTNERSCOMG16252101480,81712,646SH DFND30012,646
BROOKFIELD INFRAST PARTNERSCOMG1625210120,911550SH DFND200550
BROOKFIELD PPTY PARTNERS L PCOMG1624910732917SH DFND30017
BROOKLINE BANCORP INCCOM11373M107498,40152,965SH SOLE152,96500
BROOKS AUTOMATION INCCOM114340102467,92150,260SH SOLE150,26000
BROWN & BROWN INCCOM1152361011,99062SH DFND40062
BROWN + BROWN INCCOM1152361018,038,289250,414SH SOLE1250,41400
BROWN FORMAN CORPCOM11563720936,041529SH DFND200529
BROWN FORMAN CORP CLASS BCOM1156372093,778,21755,456SH SOLE155,45600
BROWN SHOE COMPANY INCCOM115736100762,82232,502SH SOLE132,50200
BRUKER CORPCOM11679410870,1693,398SH SOLE13,39800
BRUNSWICK CORPCOM1170431092,729,24568,385SH SOLE168,38500
BRUNSWICK CORPCOM11704310991,1542,284SH DFND4002,284
BRUNSWICK CORPCOM1170431094,789120SH DFND300120
BRUNSWICK CORPCOM1170431098,022201SH DFND200201
BRYN MAWR BANK CORPCOM117665109244,2679,057SH SOLE19,05700
BT GROUP PLCCOM05577E10155,8531,010SH DFND4001,010
BT GROUP PLCCOM05577E1011,77032SH DFND20032
BUCKEYE PARTNERS L PCOM11823010164,868990SH DFND400990
BUCKEYE PARTNERS L PCOM1182301011,040,44315,877SH DFND30015,877
BUCKEYE PARTNERS L PCOM118230101209,4853,197SH DFND2003,197
BUCKLE INCCOM11844010685,1291,575SH DFND3001,575
BUCKLE INC/THECOM1184401061,141,86021,126SH SOLE121,12600
BUFFALO WILD WINGS INCCOM1198481091,577,21114,181SH SOLE114,18100
BUFFALO WILD WINGS INCCOM11984810984,604761SH DFND300761
BUILD A BEAR WORKSHOPCOM1200761041,396200SH DFND300200
BUILDERS FIRSTSOURCE INCCOM12008R107176,04729,940SH SOLE129,94000
BUILDERS FIRSTSOURCE INCCOM12008R10711,7602,000SH DFND4002,000
BUILDERS FIRSTSOURCE INCCOM12008R1077,0561,200SH DFND2001,200
BUNGE LIMITEDCOMG169621055,23869SH DFND40069
BUNGE LIMITEDCOMG1696210514,910196SH DFND300196
BUNGE LIMITEDCOMG1696210549,342650SH DFND200650
BUNGE LTDCOMG16962105426,5385,619SH SOLE15,61900
BURGER KING WORLDWIDE INCCOM12122010760,8243,116SH SOLE13,11600
BURGER KING WORLDWIDE INCCOM12122010742,8662,196SH DFND3002,196
C + F FINANCIAL CORPCOM12466Q104106,0442,191SH SOLE12,19100
C H ROBINSON WORLDWIDE INCCOM12541W20933,013554SH DFND400554
C H ROBINSON WORLDWIDE INCCOM12541W20981,9361,375SH DFND3001,375
C H ROBINSON WORLDWIDE INCCOM12541W20910,428175SH DFND200175
C&J ENERGY SVCS INCCOM12467B304122,4886,100SH DFND3006,100
C.H. ROBINSON WORLDWIDE INCOM12541W2093,954,84466,401SH SOLE166,40100
C+J ENERGY SERVICES INCCOM12467B304684,06534,067SH SOLE134,06700
CA INCCOM12673P105242,681,4338,179,354SH SOLE18,179,35400
CA INCCOM12673P1055,815196SH DFND400196
CA INCCOM12673P1052,04769SH DFND30069
CA INCCOM12673P105259,0638,731SH DFND2008,731
CABELA S INCCOM1268043016,178,39098,023SH SOLE198,02300
CABELAS INCCOM126804301139,8012,218SH DFND3002,218
CABELAS INCCOM1268043014,72775SH DFND20075
CABLEVISION SYS CORPCOM12686C1092,307137SH DFND400137
CABLEVISION SYS CORPCOM12686C10917,3341,029SH DFND3001,029
CABLEVISION SYSTEMS NY GRPCOM12686C1091,262,57974,975SH SOLE174,97500
CABOT CORPCOM1270551015,362,241125,550SH SOLE1125,55000
CABOT MICROELECTRONICS CORCOM12709P103677,37417,585SH SOLE117,58500
CABOT OIL & GAS CORPCOM12709710326,185702SH DFND400702
CABOT OIL & GAS CORPCOM12709710394,2262,525SH DFND3002,525
CABOT OIL + GAS CORPCOM1270971036,193,926165,968SH SOLE1165,96800
CACI INTERNATIONAL INC CLCOM1271903041,206,31517,455SH SOLE117,45500
CADENCE DESIGN SYS INCCOM1273871088,064,441597,366SH SOLE1597,36600
CADENCE DESIGN SYSTEM INCCOM1273871082,675198SH DFND400198
CADENCE DESIGN SYSTEM INCCOM12738710814911SH DFND30011
CADENCE PHARMACEUTICALS INCOM12738T100260,91241,349SH SOLE141,34900
CADENCE PHARMACEUTICALS INCCOM12738T1006,3001,000SH DFND3001,000
CAESARS ENTERTAINMENT CORPCOM127686103488,29624,774SH SOLE124,77400
CAESARSTONE SDOT-YAM LTDCOMM205981044,568100SH DFND300100
CAI INTERNATIONAL INCCOM12477X106267,83811,510SH SOLE111,51000
CAL DIVE INTERNATIONAL INCCOM12802T101134,56665,642SH SOLE165,64200
CAL DIVE INTL INC DELCOM12802T1011,025500SH DFND400500
CAL DIVE INTL INC DELCOM12802T10114,3507,000SH DFND3007,000
CAL MAINE FOODS INCCOM128030202540,16311,230SH SOLE111,23000
CAL MAINE FOODS INCCOM12803020212,018250SH DFND200250
CALAMOS ASSET MANAGEMENT ACOM12811R104149,27114,942SH SOLE114,94200
CALAMOS ASSET MGMT INCCOM12811R10410,0901,010SH DFND4001,010
CALAMOS ASSET MGMT INCCOM12811R10410,9891,100SH DFND3001,100
CALAMOS CONV & HIGH INCOME FCOM12811P10830,7112,451SH DFND4002,451
CALAMOS CONV & HIGH INCOME FCOM12811P108673,94153,786SH DFND30053,786
CALAMOS CONV & HIGH INCOME FCOM12811P1084,210336SH DFND200336
CALAMOS CONV OPP AND INC FDCOM128117108127,89010,150SH DFND40010,150
CALAMOS CONV OPP AND INC FDCOM128117108381,49730,278SH DFND30030,278
CALAMOS CONV OPP AND INC FDCOM12811710863,0005,000SH DFND2005,000
CALAMOS GBL DYN INCOME FUNDCOM12811L107230,91927,135SH DFND30027,135
CALAMOS GBL DYN INCOME FUNDCOM12811L10743,3755,097SH DFND2005,097
CALAMOS STRATEGIC TOTL RETNCOM12812510141,7994,180SH DFND4004,180
CALAMOS STRATEGIC TOTL RETNCOM12812510113,2691,327SH DFND3001,327
CALAMOS STRATEGIC TOTL RETNCOM12812510114,9301,493SH DFND2001,493
CALAMP CORPCOM128126109463,89826,313SH SOLE126,31300
CALAMP CORPCOM12812610960,4553,433SH DFND3003,433
CALAMP CORPCOM1281261093,522200SH DFND200200
CALAVO GROWERS INCCOM128246105281,3539,304SH SOLE19,30400
CALGON CARBON CORPCOM129603106776,78640,905SH SOLE140,90500
CALGON CARBON CORPCOM12960310649,3742,600SH DFND2002,600
CALIFORNIA FIRST NATL BANCCOM13022210226,5271,554SH SOLE11,55400
CALIFORNIA WATER SERVICE GCOM130788102650,11831,994SH SOLE131,99400
CALIFORNIA WTR SVC GROUPCOM13078810220,3201,000SH DFND3001,000
CALIX NETWORKS INCCOM13100M509341,62226,836SH SOLE126,83600
CALLAWAY GOLF COCOM131193104926130SH DFND300130
CALLAWAY GOLF COCOM13119390492,560130SHCallDFND300130
CALLAWAY GOLF COMPANYCOM131193104382,64353,742SH SOLE153,74200
CALLIDUS SOFTWARE INCCOM13123E500230,86425,176SH SOLE125,17600
CALLON PETE CO DELCOM13123X10210,9402,000SH DFND3002,000
CALLON PETE CO DELCOM13123X9021,094,0002,000SHCallDFND3002,000
CALLON PETROLEUM COCOM13123X102146,18026,724SH SOLE126,72400
CALPINE CORPCOM131347304286,63114,752SH SOLE114,75200
CALPINE CORPCOM1313473049,715500SH DFND400500
CALPINE CORPCOM13134730417,409896SH DFND300896
CALPINE CORPCOM1313473044,858250SH DFND200250
CALUMET SPECIALTY PRODS PTNRCOM131476103120,0764,400SH DFND4004,400
CALUMET SPECIALTY PRODS PTNRCOM131476103316,22011,587SH DFND30011,587
CALUMET SPECIALTY PRODS PTNRCOM13147610362,1682,278SH DFND2002,278
CAMAC ENERGY INCCOM131745101400500SH DFND400500
CAMBREX CORPCOM132011107299,82522,714SH SOLE122,71400
CAMBRIA ETF TRCOM132061201121,8604,500SH DFND3004,500
CAMBRIA ETF TRCOM1320612015,416200SH DFND200200
CAMDEN NATIONAL CORPCOM133034108209,3675,119SH SOLE15,11900
CAMDEN PROPERTY TRUSTCOM13313110211,057,848179,978SH SOLE1179,97800
CAMECO CORPCOM13321L1081,59088SH DFND40088
CAMECO CORPCOM13321L1084,969275SH DFND300275
CAMECO CORPCOM13321L10865,5393,627SH DFND2003,627
CAMERON INTERNATIONAL CORPCOM13342B1055,487,77294,017SH SOLE194,01700
CAMERON INTERNATIONAL CORPCOM13342B10516,227278SH DFND400278
CAMERON INTERNATIONAL CORPCOM13342B105139,2122,385SH DFND3002,385
CAMERON INTERNATIONAL CORPCOM13342B105446,1227,643SH DFND2007,643
CAMPBELL SOUP COCOM1344291093,125,67376,779SH SOLE176,77900
CAMPBELL SOUP COCOM13442910949,8701,225SH DFND4001,225
CAMPBELL SOUP COCOM13442910941,9311,030SH DFND3001,030
CAMPBELL SOUP COCOM134429109212,0585,209SH DFND2005,209
CAMPUS CREST COMMUNITIES ICOM13466Y105467,32743,271SH SOLE143,27100
CANADIAN NAT RES LTDCOM13638510148,4801,542SH DFND3001,542
CANADIAN NAT RES LTDCOM1363851016,288200SH DFND200200
CANADIAN NATL RY COCOM13637510269,641687SH DFND400687
CANADIAN NATL RY COCOM13637510260,822600SH DFND300600
CANADIAN NATL RY COCOM1363751021,69117SH DFND20017
CANADIAN OIL SANDS LTDCOM13643E9562,221,673114,651SH SOLE1114,65100
CANCER GENETICS INCCOM13739U10450,6502,500SH DFND3002,500
CANON INCCOM1380063095,248164SH DFND400164
CANON INCCOM1380063092,08065SH DFND30065
CANON INCCOM1380063091,72854SH DFND20054
CANTEL MEDICAL CORPCOM138098108790,39024,816SH SOLE124,81600
CANTERBURY PARK HOLDING CORPCOM13811E1012,300203SH DFND300203
CAP SACOM2174319071,296,69358,438SH SOLE158,43800
CAPELLA EDUCATION COCOM139594105472,3898,352SH SOLE18,35200
CAPITAL BANK FINANCIAL CLCOM139794101364,83116,621SH SOLE116,62100
CAPITAL CITY BANK GROUP INCOM13967410598,5288,364SH SOLE18,36400
CAPITAL ONE FINANCIAL CORPCOM14040H10518,082,263263,053SH SOLE1263,05300
CAPITAL ONE FINL CORPCOM14040H10537,395544SH DFND400544
CAPITAL ONE FINL CORPCOM14040H105182,0242,648SH DFND3002,648
CAPITAL ONE FINL CORPCOM14040H10532,789477SH DFND200477
CAPITAL PRODUCT PARTNERS L PCOMY110821071,800200SH DFND400200
CAPITAL SENIOR LIVING CORPCOM140475104406,14319,203SH SOLE119,20300
CAPITAL SOUTHWEST CORPCOM140501107308,5749,020SH SOLE19,02000
CAPITAL SOUTHWEST CORPCOM1405011073,421100SH DFND300100
CAPITALSOURCE INCCOM14055X10288,9697,489SH SOLE17,48900
CAPITOL FED FINL INCCOM14057J1019,956801SH DFND300801
CAPITOL FEDERAL FINANCIALCOM14057J1011,241,12399,849SH SOLE199,84900
CAPLEASE INCCOM140288101505,62259,555SH SOLE159,55500
CAPSTEAD MORTGAGE CORPCOM14067E506850,43072,254SH SOLE172,25400
CAPSTEAD MTG CORPCOM14067E5064,120350SH DFND300350
CAPSTONE TURBINE CORPCOM14067D102240,904204,156SH SOLE1204,15600
CAPSTONE TURBINE CORPCOM14067D1021,1701,000SH DFND4001,000
CARBO CERAMICS INCCOM1407811055,393,17054,416SH SOLE154,41600
CARBO CERAMICS INCCOM14078110512,884130SH DFND400130
CARBO CERAMICS INCCOM1407811056,93870SH DFND30070
CARBONITE INCCOM141337105121,7108,114SH SOLE18,11400
CARDINAL FINANCIAL CORPCOM14149F109378,17322,878SH SOLE122,87800
CARDINAL HEALTH INCCOM14149Y1086,653,453127,583SH SOLE1127,58300
CARDINAL HEALTH INCCOM14149Y10847,091903SH DFND400903
CARDINAL HEALTH INCCOM14149Y108314,0966,023SH DFND3006,023
CARDINAL HEALTH INCCOM14149Y1081,72133SH DFND20033
CARDIOVASCULAR SYSTEMS INCCOM141619106281,14114,022SH SOLE114,02200
CARDTRONICS INCCOM14161H1081,258,17233,913SH SOLE133,91300
CAREER EDUCATION CORPCOM141665109115,71641,926SH SOLE141,92600
CAREFUSION CORPCOM14170T1014,473,830121,242SH SOLE1121,24200
CAREFUSION CORPCOM14170T1011,25534SH DFND40034
CAREFUSION CORPCOM14170T1016,863186SH DFND300186
CAREFUSION CORPCOM14170T10111,476311SH DFND200311
CARLISLE COS INCCOM1423391009,465,041134,657SH SOLE1134,65700
CARLISLE COS INCCOM14233910010,895155SH DFND400155
CARLISLE COS INCCOM142339100182,0512,590SH DFND3002,590
CARMAX INCCOM1431301024,557,29594,023SH SOLE194,02300
CARMAX INCCOM14313010253311SH DFND40011
CARMAX INCCOM14313010219,388400SH DFND300400
CARMAX INCCOM1431301021,45430SH DFND20030
CARMIKE CINEMAS INCCOM143436400264,07711,960SH SOLE111,96000
CARMIKE CINEMAS INCCOM14343640042019SH DFND40019
CARNIVAL CORPCOM1436583006,025,213184,596SH SOLE1184,59600
CARNIVAL CORPCOM14365830010,771330SH DFND400330
CARNIVAL CORPCOM14365830039,3311,205SH DFND3001,205
CARNIVAL CORPCOM14365830059,5351,824SH DFND2001,824
CARNIVAL PLCCOM14365C10313,564400SH DFND300400
CARPENTER TECHNOLOGYCOM1442851036,472,408111,382SH SOLE1111,38200
CARRIAGE SERVICES INCCOM143905107204,30110,531SH SOLE110,53100
CARRIAGE SVCS INCCOM1439051071,940100SH DFND200100
CARRIZO OIL + GAS INCCOM1445771031,128,81430,255SH SOLE130,25500
CARROLS RESTAURANT GROUP ICOM14574X10496,78315,866SH SOLE115,86600
CARTER INCCOM14622910981,2781,071SH DFND3001,071
CARTER INCCOM14622910925,044330SH DFND200330
CARTER S INCCOM1462291099,458,322124,632SH SOLE1124,63200
CASCADE BANCORPCOM14715420723,8684,094SH SOLE14,09400
CASCADE BANCORPCOM1471542074,664800SH DFND200800
CASELLA WASTE SYSTEMS INCCOM147448104148,91925,899SH SOLE125,89900
CASEY S GENERAL STORES INCCOM1475281032,130,10428,981SH SOLE128,98100
CASEYS GEN STORES INCCOM1475281037,339100SH DFND400100
CASEYS GEN STORES INCCOM1475281039,541130SH DFND300130
CASH AMER INTL INCCOM14754D10052,0721,150SH DFND2001,150
CASH AMERICA INTL INCCOM14754D100975,19521,537SH SOLE121,53700
CASS INFORMATION SYSTEMS ICOM14808P109368,4666,904SH SOLE16,90400
CASTLE (A.M.) + COCOM148411101212,39113,192SH SOLE113,19200
CATAMARAN CORPCOM148887102848,19118,459SH SOLE118,45900
CATAMARAN CORPCOM148887102201,0774,376SH DFND4004,376
CATAMARAN CORPCOM148887102107,5692,341SH DFND3002,341
CATERPILLAR INCCOM14912310117,087,682204,962SH SOLE1204,96200
CATERPILLAR INC DELCOM149123101562,9276,750SH DFND4006,750
CATERPILLAR INC DELCOM1491231012,854,17234,223SH DFND30034,223
CATERPILLAR INC DELCOM1491231012,723,49332,656SH DFND20032,656
CATHAY GENERAL BANCORPCOM1491501044,789,588204,946SH SOLE1204,94600
CATO CORP CLASS ACOM149205106581,06120,767SH SOLE120,76700
CAVCO INDS INC DELCOM1495681072,84850SH DFND20050
CAVCO INDUSTRIES INCCOM149568107266,0134,671SH SOLE14,67100
CAVIUM INCCOM14964U1081,417,81634,413SH SOLE134,41300
CBEYOND INCCOM149847105131,01420,439SH SOLE120,43900
CBIZ INCCOM124805102189,72725,501SH SOLE125,50100
CBIZ INCCOM12480510217,1122,300SH DFND3002,300
CBL & ASSOC PPTYS INCCOM12483010027,2751,428SH DFND4001,428
CBL + ASSOCIATES PROPERTIECOM124830100111,7165,849SH SOLE15,84900
CBOE HLDGS INCCOM12503M1082,26250SH DFND30050
CBOE HOLDINGS INCCOM12503M1088,345,116184,504SH SOLE1184,50400
CBRE CLARION GLOBAL REAL ESTCOM12504G1002,670330SH DFND400330
CBRE CLARION GLOBAL REAL ESTCOM12504G10068,8178,506SH DFND3008,506
CBRE CLARION GLOBAL REAL ESTCOM12504G10011,5201,424SH DFND2001,424
CBRE GROUP INCCOM12504L1091,94384SH DFND40084
CBRE GROUP INCCOM12504L109693SH DFND3003
CBRE GROUP INC ACOM12504L1092,229,54796,392SH SOLE196,39200
CBS CORP CLASS B NON VOTINCOM12485720217,551,416318,191SH SOLE1318,19100
CBS CORP NEWCOM12485720266,1921,200SH DFND4001,200
CBS CORP NEWCOM124857202593,02510,751SH DFND30010,751
CBS CORP NEWCOM12485720210,646193SH DFND200193
CDI CORPCOM125071100163,64910,689SH SOLE110,68900
CDN IMPERIAL BK OF COMMERCECOM136069101135,5581,700SH DFND3001,700
CDN IMPERIAL BK OF COMMERCECOM1360691013,74847SH DFND20047
CEC ENTERTAINMENT INCCOM125137109611,31413,330SH SOLE113,33000
CECO ENVIRONMENTAL CORPCOM125141101246,17517,484SH SOLE117,48400
CEDAR FAIR L PCOM15018510672,1141,654SH DFND4001,654
CEDAR FAIR L PCOM150185106805,81518,482SH DFND30018,482
CEDAR FAIR L PCOM150185106147,8583,391SH DFND2003,391
CEDAR REALTY TRUST INCCOM150602209278,62753,789SH SOLE153,78900
CEDAR REALTY TRUST INCCOM1506022092,590500SH DFND400500
CELADON GROUP INCCOM150838100251,44813,468SH SOLE113,46800
CELANESE CORP DELCOM1508701032114SH DFND3004
CELANESE CORP SERIES ACOM150870103261,7334,958SH SOLE14,95800
CELGENE CORPCOM15102010431,290,890203,280SH SOLE1203,28000
CELGENE CORPCOM151020104145,814946SH DFND400946
CELGENE CORPCOM151020104465,1853,018SH DFND3003,018
CELGENE CORPCOM151020104334,1692,168SH DFND2002,168
CELL THERAPEUTICS INCCOM150934883123,82275,501SH SOLE175,50100
CELLDEX THERAPEUTICS INCCOM15117B1031,920,62554,209SH SOLE154,20900
CELLDEX THERAPEUTICS INC NEWCOM15117B1031,34638SH DFND40038
CELLDEX THERAPEUTICS INC NEWCOM15117B10362,7471,771SH DFND3001,771
CELLDEX THERAPEUTICS INC NEWCOM15117B1032838SH DFND2008
CELSION CORPORATIONCOM15117N305575500SH DFND400500
CEMEX SAB DE CVCOM15129088930,2312,704SH DFND4002,704
CEMEX SAB DE CVCOM15129088971,9216,433SH DFND3006,433
CEMPRA INCCOM15130J109114,2999,939SH SOLE19,93900
CENOVUS ENERGY INCCOM15135U1093,821128SH DFND400128
CENOVUS ENERGY INCCOM15135U10998533SH DFND30033
CENOVUS ENERGY INCCOM15135U10912,205409SH DFND200409
CENTENE CORPCOM15135B1012,632,33841,156SH SOLE141,15600
CENTENE CORP DELCOM15135B1011,53524SH DFND40024
CENTER BANCORP INCCOM151408101112,4397,896SH SOLE17,89600
CENTERPOINT ENERGY INCCOM15189T1075,380,858224,483SH SOLE1224,48300
CENTERPOINT ENERGY INCCOM15189T10785,4053,563SH DFND3003,563
CENTERPOINT ENERGY INCCOM15189T1074,746198SH DFND200198
CENTERSTATE BANKS INCCOM15201P109195,28420,174SH SOLE120,17400
CENTRAIS ELETRICAS BRAS PRCOM2308440031,059,613224,300SH SOLE1224,30000
CENTRAL EUROPEAN MEDIA ENTCOMG20045202270,47751,324SH SOLE151,32400
CENTRAL FD CDA LTDCOM15350110141,1312,798SH DFND4002,798
CENTRAL FD CDA LTDCOM153501101108,0457,350SH DFND3007,350
CENTRAL FD CDA LTDCOM153501101121,6578,276SH DFND2008,276
CENTRAL GARDEN & PET COCOM1535271068,0261,140SH DFND2001,140
CENTRAL GARDEN AND PET COCOM153527205216,74131,641SH SOLE131,64100
CENTRAL GOLDTRUSTCOM1535461068,774190SH DFND400190
CENTRAL GOLDTRUSTCOM15354610611,083240SH DFND300240
CENTRAL PACIFIC FINANCIALCOM154760409258,96914,631SH SOLE114,63100
CENTRAL SECS CORPCOM15512310293740SH DFND30040
CENTURY ALUMINUM COMPANYCOM156431108312,87938,867SH SOLE138,86700
CENTURY BANCORP INC CL ACOM15643210675,9262,278SH SOLE12,27800
CENTURYLINK INCCOM1567001069,542,846304,106SH SOLE1304,10600
CENTURYLINK INCCOM15670010681,4822,597SH DFND4002,597
CENTURYLINK INCCOM156700106735,93723,452SH DFND30023,452
CENTURYLINK INCCOM156700106236,9807,552SH DFND2007,552
CENVEO INCCOM15670S105106,54236,116SH SOLE136,11600
CEPHEIDCOM15670R1072,38161SH DFND40061
CEPHEID INCCOM15670R1071,756,09744,982SH SOLE144,98200
CERNER CORPCOM1567821046,885,837131,034SH SOLE1131,03400
CERNER CORPCOM156782104820,09515,606SH DFND40015,606
CERNER CORPCOM156782104305,0005,804SH DFND3005,804
CERNER CORPCOM156782104251,8204,792SH DFND2004,792
CERUS CORPCOM157085101313,57246,732SH SOLE146,73200
CERUS CORPCOM1570851016,7201,000SH DFND3001,000
CERUS CORPCOM15708510122,1763,300SH DFND2003,300
CEVA INCCOM157210105288,54116,727SH SOLE116,72700
CEVA INCCOM1572101057,763450SH DFND400450
CF INDS HLDGS INCCOM12526910022,980109SH DFND300109
CF INDS HLDGS INCCOM12526910022,137105SH DFND200105
CF INDUSTRIES HOLDINGS INCCOM1252691005,945,82828,202SH SOLE128,20200
CGGCOM12531Q1052,305100SH DFND200100
CHAMBERS STR PPTYSCOM15784210529,1063,315SH DFND4003,315
CHAMBERS STR PPTYSCOM157842105346,69639,487SH DFND30039,487
CHAMBERS STR PPTYSCOM157842105942,577107,355SH DFND200107,355
CHAMBERS STREET PROPERTIESCOM1578421051,465,163166,875SH SOLE1166,87500
CHANNELADVISOR CORPCOM159179100147,1434,017SH SOLE14,01700
CHANNELADVISOR CORPCOM1591791007,326200SH DFND400200
CHANNELADVISOR CORPCOM15917910010,989300SH DFND300300
CHARLES & COLVARD LTDCOM159765106271,82738,777SH DFND30038,777
CHARLES RIV LABS INTL INCCOM1598641071,85040SH DFND40040
CHARLES RIVER LABORATORIESCOM1598641074,783,839103,412SH SOLE1103,41200
CHART INDS INCCOM16115Q30861,520500SH DFND400500
CHART INDS INCCOM16115Q3087,62862SH DFND30062
CHART INDS INCCOM16115Q30815,257124SH DFND200124
CHART INDUSTRIES INCCOM16115Q3082,500,54220,323SH SOLE120,32300
CHARTER COMMUNICATION ACOM16117M3051,077,1377,993SH SOLE17,99300
CHARTER FINANCIAL CORPCOM16122W108164,71115,251SH SOLE115,25100
CHASE CORPCOM16150R104126,8634,318SH SOLE14,31800
CHASE CORPCOM16150R10444,0701,500SH DFND3001,500
CHATHAM LODGING TRUSTCOM16208T102210,49811,786SH SOLE111,78600
CHECK POINT SOFTWARE TECHCOMM22465104650,27011,497SH SOLE111,49700
CHECK POINT SOFTWARE TECH LTCOMM224651049,841174SH DFND400174
CHECKPOINT SYSTEMS INCCOM162825103518,11831,025SH SOLE131,02500
CHEESECAKE FACTORY INC/THECOM1630721016,090,020138,567SH SOLE1138,56700
CHEFS WAREHOUSE INC/THECOM163086101216,6559,379SH SOLE19,37900
CHELSEA THERAPEUTICS INTERCOM163428105135,35444,968SH SOLE144,96800
CHELSEA THERAPEUTICS INTL LTCOM16342810529,90010,000SH DFND40010,000
CHEMED CORPCOM16359R1031,018,51814,245SH SOLE114,24500
CHEMICAL FINANCIAL CORPCOM163731102515,31918,457SH SOLE118,45700
CHEMICAL FINL CORPCOM16373110214,435517SH DFND300517
CHEMICAL FINL CORPCOM16373110220,940750SH DFND200750
CHEMOCENTRYX INCCOM16383L10691,61816,478SH SOLE116,47800
CHEMTURA CORPCOM1638932091,514,97265,897SH SOLE165,89700
CHEMTURA CORPCOM1638932092,460107SH DFND400107
CHEMUNG FINANCIAL CORPCOM16402410183,6312,415SH SOLE12,41500
CHENIERE ENERGY INCCOM16411R208255,8457,494SH SOLE17,49400
CHENIERE ENERGY INCCOM16411R208173,4315,080SH DFND4005,080
CHENIERE ENERGY INCCOM16411R208167,9354,919SH DFND3004,919
CHENIERE ENERGY INCCOM16411R20892,8952,721SH DFND2002,721
CHENIERE ENERGY PARTNERS LPCOM16411Q101100,1683,800SH DFND4003,800
CHENIERE ENERGY PARTNERS LPCOM16411Q101109,8104,166SH DFND3004,166
CHENIERE ENERGY PARTNERS LPCOM16411Q1015,272200SH DFND200200
CHESAPEAKE ENERGY CORPCOM1651671075,348,050206,648SH SOLE1206,64800
CHESAPEAKE ENERGY CORPCOM16516710790,2953,489SH DFND4003,489
CHESAPEAKE ENERGY CORPCOM165167107429,66016,602SH DFND30016,602
CHESAPEAKE ENERGY CORPCOM1651671071,778,33768,715SH DFND20068,715
CHESAPEAKE ENERGY CORPCOM16516784210,613120SH DFND200120
CHESAPEAKE GRANITE WASH TRCOM165185109355,25726,611SH DFND40026,611
CHESAPEAKE GRANITE WASH TRCOM16518510913,3501,000SH DFND3001,000
CHESAPEAKE GRANITE WASH TRCOM16518510978,8325,905SH DFND2005,905
CHESAPEAKE LODGING TRUSTCOM165240102766,39232,557SH SOLE132,55700
CHESAPEAKE UTILITIES CORPCOM165303108338,2986,445SH SOLE16,44500
CHESAPEAKE UTILS CORPCOM16530310823,621450SH DFND200450
CHEVRON CORPCOM166764100293,422,8652,415,003SH SOLE12,415,00300
CHEVRON CORP NEWCOM1667641003,695,66830,417SH DFND40030,417
CHEVRON CORP NEWCOM1667641007,153,86758,880SH DFND30058,880
CHEVRON CORP NEWCOM1667641003,825,63931,487SH DFND20031,487
CHICAGO BRIDGE & IRON CO N VCOM16725010932,868485SH DFND400485
CHICAGO BRIDGE & IRON CO N VCOM16725010988,1011,300SH DFND3001,300
CHICAGO BRIDGE & IRON CO N VCOM16725010944,895662SH DFND200662
CHICAGO BRIDGE + IRON CO NCOM167250109211,7133,124SH SOLE13,12400
CHICO S FAS INCCOM1686151025,638,894338,469SH SOLE1338,46900
CHICOS FAS INCCOM1686151021,45888SH DFND40088
CHICOS FAS INCCOM16861510256,3613,383SH DFND3003,383
CHILDREN S PLACECOM1689051071,006,76417,400SH SOLE117,40000
CHILDRENS PL RETAIL STORES ICOM1689051071,73630SH DFND40030
CHIMERA INVESTMENT CORPCOM16934Q109119,33539,255SH SOLE139,25500
CHIMERA INVT CORPCOM16934Q109215,22770,798SH DFND40070,798
CHIMERA INVT CORPCOM16934Q10977,10025,362SH DFND30025,362
CHIMERA INVT CORPCOM16934Q1095,6541,860SH DFND2001,860
CHIMERIX INCCOM16934W106125,0665,690SH SOLE15,69000
CHINA CORD BLOOD CORPCOMG2110710040,18510,575SH DFND30010,575
CHINA DIGITAL TV HLDG CO LTDCOM16938G107153100SH DFND400100
CHINA DIGITAL TV HLDG CO LTDCOM16938G107765500SH DFND300500
CHINA DISTANCE ED HLDGS LTDCOM16944W1043,696350SH DFND400350
CHINA FIN ONLINE CO LTDCOM169379104186100SH DFND400100
CHINA LIFE INS CO LTDCOM16939P1061945SH DFND4005
CHINA MOBILE GAMES & ENTMT GCOM16952T1001,144100SH DFND400100
CHINA MOBILE LIMITEDCOM16941M10940,009709SH DFND400709
CHINA MOBILE LIMITEDCOM16941M10923,418415SH DFND300415
CHINA MOBILE LIMITEDCOM16941M10990,2881,600SH DFND2001,600
CHINA PETE & CHEM CORPCOM16941R108811,29010,363SH DFND20010,363
CHINA PRECISION STEEL INCCOM16941J205807624SH DFND300624
CHINA PRECISION STEEL INCCOM16941J2052116SH DFND20016
CHINA SOUTHN AIRLS LTDCOM1694091093,261174SH DFND200174
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,855250SH DFND300250
CHINA UNICOM (HONG KONG) LTDCOM16945R1044,626300SH DFND200300
CHINDEX INTERNATIONAL INCCOM169467107135,9407,973SH SOLE17,97300
CHIPOTLE MEXICAN GRILL INCCOM1696561055,167,55012,054SH SOLE112,05400
CHIPOTLE MEXICAN GRILL INCCOM1696561051,2863SH DFND4003
CHIPOTLE MEXICAN GRILL INCCOM169656105236,700552SH DFND300552
CHIPOTLE MEXICAN GRILL INCCOM16965610542,880100SH DFND200100
CHIQUITA BRANDS INTLCOM170032809394,28331,144SH SOLE131,14400
CHIQUITA BRANDS INTL INCCOM1700328091,937153SH DFND300153
CHIQUITA BRANDS INTL INCCOM17003290929,500100SHCallDFND300100
CHOICE HOTELS INTL INCCOM16990510645,1771,046SH SOLE11,04600
CHRISTOPHER + BANKS CORPCOM171046105198,00127,462SH SOLE127,46200
CHUBB CORPCOM1712321017,344,67082,284SH SOLE182,28400
CHUBB CORPCOM1712321018,48095SH DFND40095
CHUBB CORPCOM171232101235,8572,642SH DFND3002,642
CHUBB CORPCOM17123210160,875682SH DFND200682
CHURCH & DWIGHT INCCOM1713401029,008150SH DFND400150
CHURCH & DWIGHT INCCOM17134010218,269304SH DFND300304
CHURCH + DWIGHT CO INCCOM17134010217,505,896291,522SH SOLE1291,52200
CHURCHILL DOWNS INCCOM171484108797,3689,216SH SOLE19,21600
CHUY S HOLDINGS INCCOM171604101390,44710,879SH SOLE110,87900
CHUYS HLDGS INCCOM1716041017,896220SH DFND200220
CIA PARANAENSE DE ENERGI PCOM2200159032,069,033145,806SH SOLE1145,80600
CIBER INCCOM17163B102183,85655,714SH SOLE155,71400
CIENA CORPCOM1717793099,156,694366,561SH SOLE1366,56100
CIENA CORPCOM17177930970028SH DFND30028
CIENA CORPCOM1717793091,77671SH DFND20071
CIFC CORPCOM12547R10536,1914,587SH SOLE14,58700
CIGNA CORPCOM1255091099,314,049121,182SH SOLE1121,18200
CIGNA CORPORATIONCOM1255091094,68861SH DFND40061
CIGNA CORPORATIONCOM12550910950,651659SH DFND300659
CIGNA CORPORATIONCOM12550910915,910207SH DFND200207
CIMAREX ENERGY COCOM17179810117,603,893182,613SH SOLE1182,61300
CIMAREX ENERGY COCOM17179810118,986197SH DFND300197
CIMATRON LTDCOMM2379810746,1548,000SH DFND3008,000
CINCINNATI BELL INCCOM171871106427,546157,186SH SOLE1157,18600
CINCINNATI BELL INC NEWCOM17187140331,613750SH DFND300750
CINCINNATI BELL INC NEWCOM1718714032,10850SH DFND20050
CINCINNATI FINANCIAL CORPCOM1720621013,300,58769,987SH SOLE169,98700
CINCINNATI FINL CORPCOM172062101150,6763,195SH DFND4003,195
CINCINNATI FINL CORPCOM17206210135,040743SH DFND300743
CINCINNATI FINL CORPCOM172062101283,8566,019SH DFND2006,019
CINEDIGM DIGITAL CINEMA CORPCOM17240710822,13114,754SH DFND20014,754
CINEMARK HOLDINGS INCCOM17243V1026,943,855218,773SH SOLE1218,77300
CINEMARK HOLDINGS INCCOM17243V10214,283450SH DFND400450
CINEMARK HOLDINGS INCCOM17243V102109,9473,464SH DFND2003,464
CINTAS CORPCOM1729081051,836,69835,873SH SOLE135,87300
CINTAS CORPCOM17290810530,016586SH DFND400586
CINTAS CORPCOM17290810525,600500SH DFND200500
CIRCOR INTERNATIONAL INCCOM17273K109825,50213,276SH SOLE113,27600
CIRRUS LOGIC INCCOM1727551001,086,71247,915SH SOLE147,91500
CIRRUS LOGIC INCCOM17275510023,0001,015SH DFND3001,015
CIRRUS LOGIC INCCOM1727551001,598,89070,560SH DFND20070,560
CISCO SYS INCCOM17275R1021,300,56755,506SH DFND40055,506
CISCO SYS INCCOM17275R1022,149,79791,750SH DFND30091,750
CISCO SYS INCCOM17275R102733,22631,293SH DFND20031,293
CISCO SYSTEMS INCCOM17275R10271,431,9843,050,042SH SOLE13,050,04200
CIT GROUP INCCOM125581801374,9447,688SH SOLE17,68800
CIT GROUP INCCOM1255818015,852120SH DFND400120
CIT GROUP INCCOM12558180144,381910SH DFND300910
CIT GROUP INCCOM12558180118,874387SH DFND200387
CITI TRENDS INCCOM17306X102181,09310,360SH SOLE110,36000
CITIGROUP INCCOM17296742460,423,8131,245,595SH SOLE11,245,59500
CITIGROUP INCCOM172967424294,7956,077SH DFND4006,077
CITIGROUP INCCOM172967424381,4837,864SH DFND3007,864
CITIGROUP INCCOM172967424424,5788,752SH DFND2008,752
CITIZENS + NORTHERN CORPCOM172922106164,8448,267SH SOLE18,26700
CITIZENS INCCOM174740100251,57129,117SH SOLE129,11700
CITRIX SYS INCCOM17737610032,198456SH DFND400456
CITRIX SYS INCCOM17737610010,592150SH DFND200150
CITRIX SYSTEMS INCCOM1773761005,711,99680,895SH SOLE180,89500
CITY HLDG COCOM17783510512,064279SH DFND300279
CITY HOLDING COCOM177835105511,96211,840SH SOLE111,84000
CITY NATIONAL CORPCOM1785661056,654,66899,830SH SOLE199,83000
CLARCOR INCCOM1798951077,593,006136,737SH SOLE1136,73700
CLAYMORE EXCHANGE TRD FD TRCOM18383M506136,2145,745SH DFND4005,745
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85341,8541,700SH DFND4001,700
CLAYMORE EXCHANGE TRD FD TRCOM18383M100592,20016,800SH DFND40016,800
CLAYMORE EXCHANGE TRD FD TRCOM18383M720189,5944,480SH DFND4004,480
CLAYMORE EXCHANGE TRD FD TRCOM18383M60584,5222,057SH DFND4002,057
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50717,962700SH DFND400700
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7391,00129SH DFND40029
CLAYMORE EXCHANGE TRD FD TRCOM18383M8781,32840SH DFND30040
CLAYMORE EXCHANGE TRD FD TRCOM18383Q83818,5371,110SH DFND3001,110
CLAYMORE EXCHANGE TRD FD TRCOM18383Q507102,6404,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73987,5862,538SH DFND3002,538
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85359124SH DFND30024
CLAYMORE EXCHANGE TRD FD TRCOM18383M506104,9174,425SH DFND3004,425
CLAYMORE EXCHANGE TRD FD TRCOM18383M10031,974907SH DFND300907
CLAYMORE EXCHANGE TRD FD TRCOM18383Q804200,86811,400SH DFND30011,400
CLAYMORE EXCHANGE TRD FD TRCOM18383M6545,169103SH DFND300103
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87948,7602,000SH DFND3002,000
CLAYMORE EXCHANGE TRD FD TRCOM18383M720203,7714,815SH DFND3004,815
CLAYMORE EXCHANGE TRD FD TRCOM18383M42325,909970SH DFND300970
CLAYMORE EXCHANGE TRD FD TRCOM18383M44979,6733,122SH DFND3003,122
CLAYMORE EXCHANGE TRD FD TRCOM18383M43170,9742,659SH DFND3002,659
CLAYMORE EXCHANGE TRD FD TRCOM18383M5069,105384SH DFND200384
CLAYMORE EXCHANGE TRD FD TRCOM18383M20958,6791,371SH DFND2001,371
CLAYMORE EXCHANGE TRD FD TRCOM18383M605674,32816,411SH DFND20016,411
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73943,5861,263SH DFND2001,263
CLAYMORE EXCHANGE TRD FD TRCOM18383M6133,102101SH DFND200101
CLAYMORE EXCHANGE TRD FD TRCOM18383M571275,49412,934SH DFND20012,934
CLAYMORE EXCHANGE TRD FD TRCOM18383M589273,94313,197SH DFND20013,197
CLAYMORE EXCHANGE TRD FD TRCOM18383M72020,314480SH DFND200480
CLAYMORE EXCHANGE TRD FD TRCOM18383M563603,54627,597SH DFND20027,597
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6061,459100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M860299,94823,162SH DFND20023,162
CLAYMORE EXCHANGE TRD FD TRCOM18383M65422,581450SH DFND200450
CLAYMORE EXCHANGE TRD FD TRCOM18383M431493,88218,503SH DFND20018,503
CLAYMORE EXCHANGE TRD FD TRCOM18383M555384,28517,279SH DFND20017,279
CLAYMORE EXCHANGE TRD FD TRCOM18383M44980,0563,137SH DFND2003,137
CLAYTON WILLIAMS ENERGY INCOM969490101207,0993,947SH SOLE13,94700
CLEAN ENERGY FUELS CORPCOM184499101583,52245,659SH SOLE145,65900
CLEAN ENERGY FUELS CORPCOM18449910125,5402,000SH DFND4002,000
CLEAN ENERGY FUELS CORPCOM184499101108,1368,468SH DFND3008,468
CLEAN ENERGY FUELS CORPCOM18449910165,5235,131SH DFND2005,131
CLEAN HARBORS INCCOM1844961076,816,351116,201SH SOLE1116,20100
CLEAN HARBORS INCCOM1844961072,81648SH DFND40048
CLEAN HARBORS INCCOM18449610719,651335SH DFND300335
CLEAN HARBORS INCCOM1844961076,570112SH DFND200112
CLEAR CHANNEL OUTDOOR CL ACOM18451C10910,7911,316SH SOLE11,31600
CLEARBRIDGE ENERGY MLP FD INCOM184692101200,3297,517SH DFND3007,517
CLEARBRIDGE ENERGY MLP OPP FCOM18469P10061,6302,727SH DFND3002,727
CLEARBRIDGE ENERGY MLP TR FDCOM18469Q10878,5523,600SH DFND3003,600
CLEARWATER PAPER CORPCOM18538R103800,91216,766SH SOLE116,76600
CLECO CORP NEWCOM12561W1056,950155SH DFND300155
CLECO CORP NEWCOM12561W105231,0305,152SH DFND2005,152
CLECO CORPORATIONCOM12561W1057,435,503165,823SH SOLE1165,82300
CLEVELAND BIOLABS INCCOM185860103785500SH DFND400500
CLIFFS NAT RES INCCOM18683K10149,7132,425SH DFND4002,425
CLIFFS NAT RES INCCOM18683K101282,88813,799SH DFND30013,799
CLIFFS NAT RES INCCOM18683K101101,7954,966SH DFND2004,966
CLIFFS NATURAL RESOURCES ICOM18683K1011,233,93660,192SH SOLE160,19200
CLIFTON SAVINGS BANCORP INCOM18712Q10371,3295,757SH SOLE15,75700
CLOROX CO DELCOM189054109111,1391,360SH DFND4001,360
CLOROX CO DELCOM189054109512,1276,267SH DFND3006,267
CLOROX CO DELCOM189054109256,5143,139SH DFND2003,139
CLOROX COMPANYCOM1890541099,086,774111,194SH SOLE1111,19400
CLOUD PEAK ENERGY INCCOM18911Q102674,54145,981SH SOLE145,98100
CLOUD PEAK ENERGY INCCOM18911Q1021,658113SH DFND400113
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10310,446685SH DFND200685
CLOUGH GLOBAL EQUITY FDCOM18914C1005,078338SH DFND200338
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10620,5921,600SH DFND4001,600
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10628,5202,216SH DFND2002,216
CLOVIS ONCOLOGY INCCOM189464100566,2879,317SH SOLE19,31700
CME GROUP INCCOM12572Q10516,574,535224,344SH SOLE1224,34400
CME GROUP INCCOM12572Q1058,610117SH DFND400117
CME GROUP INCCOM12572Q10526,671361SH DFND300361
CME GROUP INCCOM12572Q105356,6444,827SH DFND2004,827
CMS ENERGY CORPCOM1258961003,404,571129,353SH SOLE1129,35300
CMS ENERGY CORPCOM12589610021,752826SH DFND400826
CMS ENERGY CORPCOM12589610013,160500SH DFND300500
CMS ENERGY CORPCOM125896100138,0225,244SH DFND2005,244
CNA FINANCIAL CORPCOM12611710038,4851,008SH SOLE11,00800
CNB FINANCIAL CORP/PACOM126128107142,9818,386SH SOLE18,38600
CNH INDUSTRIAL NVCOMN2094410955,6974,456SH SOLE14,45600
CNO FINANCIAL GROUP INCCOM12621E1032,144,506148,924SH SOLE1148,92400
CNO FINL GROUP INCCOM12621E1032,880200SH DFND300200
CNOOC LTDCOM126132109142,874708SH DFND400708
CNOOC LTDCOM12613210972,043357SH DFND300357
COACH INCCOM1897541045,598,977102,677SH SOLE1102,67700
COACH INCCOM18975410487,6301,607SH DFND4001,607
COACH INCCOM189754104386,8367,094SH DFND3007,094
COBALT INTERNATIONAL ENERGCOM19075F106216,6558,715SH SOLE18,71500
COBALT INTL ENERGY INCCOM19075F10662225SH DFND40025
COBALT INTL ENERGY INCCOM19075F10634,8041,400SH DFND3001,400
COBIZ FINANCIAL INCCOM190897108229,53123,761SH SOLE123,76100
COCA COLA BOTTLING CO CONSCOM191098102195,4373,121SH SOLE13,12100
COCA COLA COCOM1912161003,319,12287,622SH DFND40087,622
COCA COLA COCOM1912161004,056,639107,092SH DFND300107,092
COCA COLA COCOM1912161001,233,78432,571SH DFND20032,571
COCA COLA CO/THECOM19121610049,780,7221,314,169SH SOLE11,314,16900
COCA COLA ENTERPRISESCOM19122T1095,501,331136,815SH SOLE1136,81500
COCA COLA ENTERPRISES INC NECOM19122T10962,3261,550SH DFND4001,550
COCA COLA ENTERPRISES INC NECOM19122T1095,991149SH DFND300149
COCA COLA ENTERPRISES INC NECOM19122T10920,105500SH DFND200500
COEUR MINING INCCOM192108504819,66568,022SH SOLE168,02200
COEUR MNG INCCOM19210850435,6682,960SH DFND3002,960
COEUR MNG INCCOM19210811611655SH DFND30055
COEUR MNG INCCOM1921085045,700473SH DFND200473
COEUR MNG INCCOM1921081164622SH DFND20022
COGENT COMMUNICATIONS GROUCOM19239V3021,020,55131,645SH SOLE131,64500
COGNEX CORPCOM1924221032,048,71765,329SH SOLE165,32900
COGNEX CORPCOM19242210312,516400SH DFND300400
COGNEX CORPCOM19242210325,001799SH DFND200799
COGNIZANT TECH SOLUTIONS ACOM19244610210,509,307127,975SH SOLE1127,97500
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102308,1963,753SH DFND4003,753
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102499,6186,084SH DFND3006,084
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102290,7873,541SH DFND2003,541
COHEN & STEERS CLOSED END OPCOM19248P10612,3401,000SH DFND3001,000
COHEN & STEERS INFRASTRUCTURCOM19248A10980,3924,073SH DFND4004,073
COHEN & STEERS INFRASTRUCTURCOM19248A10994,7134,798SH DFND3004,798
COHEN & STEERS INFRASTRUCTURCOM19248A10924,0831,220SH DFND2001,220
COHEN & STEERS QUALITY RLTYCOM19247L10655,7095,702SH DFND4005,702
COHEN & STEERS QUALITY RLTYCOM19247L10689,0349,113SH DFND3009,113
COHEN & STEERS QUALITY RLTYCOM19247L1061,466150SH DFND200150
COHEN & STEERS REIT & PFD INCOM19247X10010,997709SH DFND400709
COHEN & STEERS REIT & PFD INCOM19247X10011,322730SH DFND300730
COHEN & STEERS SLT PFD INCMCOM19248Y10711,980500SH DFND300500
COHEN & STEERS TOTAL RETURNCOM19247R103980,85279,101SH DFND40079,101
COHEN + STEERS INCCOM19247A100445,40012,614SH SOLE112,61400
COHERENT INCCOM1924791031,131,23318,409SH SOLE118,40900
COHU INCCOM192576106202,37018,549SH SOLE118,54900
COLDWATER CREEK INCCOM19306820253SH DFND4003
COLDWATER CREEK INCCOM193068202258150SH DFND300150
COLDWATER CREEK INCCOM193068202430250SH DFND200250
COLE REAL ESTATE INVTS INCCOM19329V105158,86512,958SH DFND40012,958
COLE REAL ESTATE INVTS INCCOM19329V1053,114,526254,040SH DFND300254,040
COLE REAL ESTATE INVTS INCCOM19329V1057,899,044644,294SH DFND200644,294
COLEMAN CABLE INCCOM193459302121,4465,753SH SOLE15,75300
COLFAX CORPCOM194014106150,1502,658SH SOLE12,65800
COLGATE PALMOLIVE COCOM19416210322,083,735372,407SH SOLE1372,40700
COLGATE PALMOLIVE COCOM194162103440,5727,430SH DFND4007,430
COLGATE PALMOLIVE COCOM194162103944,90915,934SH DFND30015,934
COLGATE PALMOLIVE COCOM194162103336,3385,672SH DFND2005,672
COLLECTORS UNIVERSE INCCOM19421R2002,936200SH DFND200200
COLONIAL PPTYS TRCOM1958721068,749389SH DFND400389
COLONIAL PPTYS TRCOM19587210644,9802,000SH DFND3002,000
COLONIAL PROPERTIES TRUSTCOM1958721061,493,47166,406SH SOLE166,40600
COLONY FINANCIAL INCCOM19624R106865,15443,301SH SOLE143,30100
COLUMBIA BANKING SYSTEM INCOM197236102953,22238,592SH SOLE138,59200
COLUMBIA SPORTSWEAR COCOM198516106521,5928,660SH SOLE18,66000
COLUMBUS MCKINNON CORP N YCOM19933310512,015500SH DFND300500
COLUMBUS MCKINNON CORP/NYCOM199333105314,24013,077SH SOLE113,07700
COMCAST CORP CLASS ACOM20030N10163,387,6651,403,935SH SOLE11,403,93500
COMCAST CORP NEWCOM20030N2008,930206SH DFND400206
COMCAST CORP NEWCOM20030N101220,4234,886SH DFND4004,886
COMCAST CORP NEWCOM20030N20037,049855SH DFND300855
COMCAST CORP NEWCOM20030N101580,88212,876SH DFND30012,876
COMCAST CORP NEWCOM20030N101184,2624,084SH DFND2004,084
COMERICA INCCOM2003401072,591,31565,920SH SOLE165,92000
COMERICA INCCOM2003401073148SH DFND3008
COMFORT SYSTEMS USA INCCOM199908104472,84828,129SH SOLE128,12900
COMMERCE BANCSHARES INCCOM2005251037,129,858162,745SH SOLE1162,74500
COMMERCE BANCSHARES INCCOM20052510336,187826SH DFND400826
COMMERCIAL METALS COCOM2017231035,438,204320,838SH SOLE1320,83800
COMMERCIAL VEH GROUP INCCOM202608105795100SH DFND300100
COMMERCIAL VEHICLE GROUP ICOM202608105127,88516,066SH SOLE116,06600
COMMONWEALTH REITCOM20323310199,0114,519SH SOLE14,51900
COMMONWEALTH REITCOM2032336066,879300SH DFND400300
COMMONWEALTH REITCOM20323340874,3023,550SH DFND4003,550
COMMONWEALTH REITCOM2032331015,346244SH DFND300244
COMMONWEALTH REITCOM20323310157,3602,618SH DFND2002,618
COMMTOUCH SOFTWARE LTDCOMM255962028933SH DFND20033
COMMUNICATIONS SYS INCCOM2039001052,647234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM2036071061,032,47130,260SH SOLE130,26000
COMMUNITY BK SYS INCCOM203607106123,8673,630SH DFND3003,630
COMMUNITY HEALTH SYSTEMS ICOM2036681088,302,407200,058SH SOLE1200,05800
COMMUNITY TRUST BANCORP INCOM204149108381,3849,396SH SOLE19,39600
COMMUNITYONE BANCORPCOM20416Q10869,6647,051SH SOLE17,05100
COMMVAULT SYSTEMS INCCOM20416610210,734,143122,215SH SOLE1122,21500
COMMVAULT SYSTEMS INCCOM2041661022,72631SH DFND40031
COMMVAULT SYSTEMS INCCOM20416610245,367516SH DFND300516
COMPANHIA DE BEBIDAS DAS AMECOM20441W2033,835100SH DFND400100
COMPANHIA DE BEBIDAS DAS AMECOM20441W203118,4253,088SH DFND3003,088
COMPANHIA DE BEBIDAS DAS AMECOM20441W2034,372114SH DFND200114
COMPANHIA ENERGETICA DE MINACOM20440960130,1103,485SH DFND4003,485
COMPANHIA ENERGETICA DE MINACOM2044096019511SH DFND30011
COMPANHIA ENERGETICA DE MINACOM20440960110,4721,212SH DFND2001,212
COMPANHIA PARANAENSE ENERG CCOM20441B4072,792200SH DFND200200
COMPANHIA SIDERURGICA NACIONCOM20440W1057,6951,800SH DFND4001,800
COMPANIA DE MINAS BUENAVENTUCOM2044481043,513300SH DFND200300
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10434,3931,930SH DFND4001,930
COMPASS DIVERSIFIED HOLDINGSCOM20451Q104663,71137,245SH DFND30037,245
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10435,6402,000SH DFND2002,000
COMPASS MINERALS INTERNATICOM20451N1015,368,26470,385SH SOLE170,38500
COMPASS MINERALS INTL INCCOM20451N1013,43245SH DFND40045
COMPRESSCO PARTNERS L PCOM20467A1011,04750SH DFND20050
COMPUGEN LTDCOMM2572210510,2601,000SH DFND3001,000
COMPUTER PROGRAMS + SYSTEMCOM205306103486,6628,319SH SOLE18,31900
COMPUTER SCIENCES CORPCOM2053631043,257,18862,953SH SOLE162,95300
COMPUTER SCIENCES CORPCOM20536310425,870500SH DFND300500
COMPUTER SCIENCES CORPCOM2053631048,899172SH DFND200172
COMPUTER TASK GROUP INCCOM205477102167,69210,377SH SOLE110,37700
COMPUTER TASK GROUP INCCOM2054771026,464400SH DFND400400
COMPUTER TASK GROUP INCCOM2054771022,182135SH DFND200135
COMPUWARE CORPCOM2056381095,074,686453,097SH SOLE1453,09700
COMPUWARE CORPCOM20563810933630SH DFND30030
COMPX INTERNATIONAL INCCOM20563P10110,047774SH SOLE177400
COMSCORE INCCOM20564W105775,46926,768SH SOLE126,76800
COMSTOCK RES INCCOM2057682031,591100SH DFND300100
COMSTOCK RESOURCES INCCOM205768203576,24436,219SH SOLE136,21900
COMTECH TELECOMMUNICATIONSCOM205826209308,35312,679SH SOLE112,67900
COMVERSE INCCOM20585P105475,22414,874SH SOLE114,87400
CON WAY INCCOM2059441015,132,579119,113SH SOLE1119,11300
CONAGRA FOODS INCCOM2058871025,356,466176,548SH SOLE1176,54800
CONAGRA FOODS INCCOM20588710269,7192,298SH DFND4002,298
CONAGRA FOODS INCCOM205887102168,2025,544SH DFND3005,544
CONAGRA FOODS INCCOM20588710267,5072,225SH DFND2002,225
CONCHO RES INCCOM20605P1013,04728SH DFND40028
CONCHO RESOURCES INCCOM20605P101353,8503,252SH SOLE13,25200
CONCUR TECHNOLOGIES INCCOM20670810910,940,27499,007SH SOLE199,00700
CONMED CORPCOM207410101711,81920,942SH SOLE120,94200
CONN S INCCOM208242107752,85215,045SH SOLE115,04500
CONNECTICUT WATER SVC INCCOM207797101233,0967,248SH SOLE17,24800
CONNECTONE BANCORP INCCOM20786U10141,1491,172SH SOLE11,17200
CONOCOPHILLIPSCOM20825C10436,887,497530,679SH SOLE1530,67900
CONOCOPHILLIPSCOM20825C1041,332,16119,165SH DFND40019,165
CONOCOPHILLIPSCOM20825C1046,440,86092,661SH DFND30092,661
CONOCOPHILLIPSCOM20825C1041,669,51824,018SH DFND20024,018
CONS TOMOKA LAND CO FLORIDCOM210226106150,9193,921SH SOLE13,92100
CONSOL ENERGY INCCOM20854P1092,772,96282,406SH SOLE182,40600
CONSOL ENERGY INCCOM20854P1093039SH DFND4009
CONSOL ENERGY INCCOM20854P10913,460400SH DFND300400
CONSOL ENERGY INCCOM20854P1096,730200SH DFND200200
CONSOLIDATED COMM HLDGS INCCOM20903410758,8233,412SH DFND3003,412
CONSOLIDATED COMM HLDGS INCCOM20903410718,9641,100SH DFND2001,100
CONSOLIDATED COMMUNICATIONCOM209034107463,54926,888SH SOLE126,88800
CONSOLIDATED EDISON INCCOM2091151045,816,719105,490SH SOLE1105,49000
CONSOLIDATED EDISON INCCOM209115104495,2478,982SH DFND4008,982
CONSOLIDATED EDISON INCCOM209115104428,6587,774SH DFND3007,774
CONSOLIDATED EDISON INCCOM209115104800,58814,519SH DFND20014,519
CONSOLIDATED GRAPHICS INCCOM209341106310,5165,539SH SOLE15,53900
CONSOLIDATED WATER CO INCCOMG2377310711,228750SH DFND300750
CONSOLIDATED WATER CO ORDCOMG23773107146,8419,809SH SOLE19,80900
CONSTANT CONTACT INCCOM210313102487,65920,585SH SOLE120,58500
CONSTELLATION BRANDS INCCOM21036P10881,2781,416SH DFND4001,416
CONSTELLATION BRANDS INCCOM21036P10829,331511SH DFND300511
CONSTELLATION BRANDS INC ACOM21036P1083,252,16956,658SH SOLE156,65800
CONSTELLATION ENERGY PRTNR LCOM21038E10121,40010,000SH DFND30010,000
CONSUMER PORTFOLIO SERVICECOM21050210067,48911,381SH SOLE111,38100
CONTANGO OIL & GAS COMPANYCOM21075N2041,83850SH DFND20050
CONTANGO OIL + GASCOM21075N204362,4659,863SH SOLE19,86300
CONTINENTAL RESOURCES INCCOM21201510199,216925SH DFND300925
CONTINENTAL RESOURCES INCCOM212015101178,9101,668SH DFND2001,668
CONTINENTAL RESOURCES INC/COM212015101142,2271,326SH SOLE11,32600
CONTROL4 CORPCOM21240D1078,660500SH DFND300500
CONVERGYS CORPCOM2124851065,352,638285,474SH SOLE1285,47400
COOPER COS INCCOM2166484021,1679SH DFND4009
COOPER COS INCCOM21664840211,02485SH DFND20085
COOPER COS INC/THECOM21664840213,365,073103,054SH SOLE1103,05400
COOPER TIRE & RUBR COCOM216831107191,8226,228SH DFND2006,228
COOPER TIRE + RUBBERCOM2168311071,307,73742,459SH SOLE142,45900
COPA HOLDINGS SACOMP310761051,38710SH DFND40010
COPA HOLDINGS SA CLASS ACOMP31076105143,3851,034SH SOLE11,03400
COPART INCCOM2172041067,467,344234,896SH SOLE1234,89600
COPART INCCOM21720410612,716400SH DFND200400
CORCEPT THERAPEUTICS INCCOM21835210256,72835,678SH SOLE135,67800
CORE LABORATORIES N VCOMN2271710712,69175SH DFND40075
CORE LABORATORIES N VCOMN22717107109,310646SH DFND300646
CORE LABORATORIES N VCOMN2271710722,843135SH DFND200135
CORE MARK HOLDING CO INCCOM218681104511,0567,692SH SOLE17,69200
CORE MOLDING TECHNOLOGIES INCOM2186831006,706700SH DFND200700
CORELOGIC INCCOM21871D1035,459,583201,833SH SOLE1201,83300
CORELOGIC INCCOM21871D103271SH DFND3001
CORESITE REALTY CORPCOM21870Q105534,14815,738SH SOLE115,73800
CORESITE RLTY CORPCOM21870Q105118,7903,500SH DFND3003,500
CORINTHIAN COLLEGES INCCOM218868107131,27559,943SH SOLE159,94300
CORNERSTONE ONDEMAND INCCOM21925Y1031,391,86427,058SH SOLE127,05800
CORNERSTONE ONDEMAND INCCOM21925Y1035,144100SH DFND200100
CORNERSTONE PROGRESSIVE RTNCOM21925C10154,81410,685SH DFND30010,685
CORNERSTONE STRATEGIC VALUECOM21924B2033,294460SH DFND200460
CORNERSTONE THERAPEUTICS ICOM21924P10355,9335,944SH SOLE15,94400
CORNERSTONE THERAPEUTICS INCCOM21924P1032,823300SH DFND300300
CORNERSTONE THERAPEUTICS INCCOM21924P10375,2808,000SH DFND2008,000
CORNERSTONE TOTAL RTRN FD INCOM21924U201274SH DFND3004
CORNING INCCOM2193501057,481,300512,769SH SOLE1512,76900
CORNING INCCOM219350105130,9248,974SH DFND4008,974
CORNING INCCOM219350105452,04230,983SH DFND30030,983
CORNING INCCOM2193501051,120,39076,792SH DFND20076,792
CORONADO BIOSCIENCES INC.COM21976U109103,79114,785SH SOLE114,78500
CORPORATE EXECUTIVE BOARDCOM21988R1026,692,87792,163SH SOLE192,16300
CORPORATE EXECUTIVE BRD COCOM21988R10218,954261SH DFND300261
CORPORATE OFFICE PPTYS TRCOM22002T10822,869990SH DFND400990
CORPORATE OFFICE PROPERTIECOM22002T1084,258,647184,357SH SOLE1184,35700
CORRECTIONS CORP AMER NEWCOM22025Y40720,212585SH DFND400585
CORRECTIONS CORP AMER NEWCOM22025Y40725,049725SH DFND300725
CORRECTIONS CORP OF AMERICCOM22025Y4078,420,388243,716SH SOLE1243,71600
CORVEL CORPCOM221006109318,9038,626SH SOLE18,62600
COSAN LTDCOMG2534310736,5812,380SH DFND4002,380
COSAN LTDCOMG253431073,074200SH DFND300200
COSTA INCCOM22149T102121,4056,383SH SOLE16,38300
COSTAR GROUP INCCOM22160N1098,386,10149,947SH SOLE149,94700
COSTCO WHOLESALE CORPCOM22160K10522,959,763199,442SH SOLE1199,44200
COSTCO WHSL CORP NEWCOM22160K10564,281558SH DFND400558
COSTCO WHSL CORP NEWCOM22160K105720,8256,259SH DFND3006,259
COSTCO WHSL CORP NEWCOM22160K105991,6148,610SH DFND2008,610
COTT CORP QUECOM22163N10611,5351,500SH DFND2001,500
COURIER CORPCOM222660102121,4037,674SH SOLE17,67400
COURIER CORPCOM222660102135,1668,544SH DFND3008,544
COUSINS PROPERTIES INCCOM222795106892,87486,771SH SOLE186,77100
COVANCE INCCOM22281610010,168,647117,611SH SOLE1117,61100
COVANCE INCCOM2228161003,19937SH DFND30037
COVANTA HLDG CORPCOM22282E10225,8661,210SH DFND4001,210
COVANTA HLDG CORPCOM22282E10210,669499SH DFND200499
COVANTA HOLDING CORPCOM22282E10286,6104,051SH SOLE14,05100
COVIDIEN PLCCOMG2554F1139,567,946157,006SH SOLE1157,00600
COVIDIEN PLCCOMG2554F11311,822194SH DFND400194
COVIDIEN PLCCOMG2554F113170,8652,804SH DFND3002,804
COVIDIEN PLCCOMG2554F11335,589584SH DFND200584
COWEN GROUP INC CLASS ACOM223622101225,84065,461SH SOLE165,46100
CPFL ENERGIA S ACOM12615310511,213650SH DFND400650
CPFL ENERGIA S ACOM126153105117,5346,814SH DFND3006,814
CPFL ENERGIA S ACOM12615310582848SH DFND20048
CR BARD INCCOM0673831093,168,34627,503SH SOLE127,50300
CRA INTERNATIONAL INCCOM12618T105127,0076,821SH SOLE16,82100
CRACKER BARREL OLD COUNTRYCOM22410J1061,569,76415,205SH SOLE115,20500
CRACKER BARREL OLD CTRY STORCOM22410J10672,229700SH DFND300700
CRACKER BARREL OLD CTRY STORCOM22410J10630,439295SH DFND200295
CRAFT BREW ALLIANCE INCCOM22412210195,1697,081SH SOLE17,08100
CRANE COCOM2243991056,330,796102,656SH SOLE1102,65600
CRANE COCOM22439910557,846938SH DFND300938
CRAWFORD + CO CL BCOM224633107170,70117,598SH SOLE117,59800
CRAY INCCOM225223304639,32326,561SH SOLE126,56100
CRAY INCCOM22522330465027SH DFND30027
CREDICORP LTDCOMG2519Y1083853SH DFND4003
CREDIT ACCEPTANCE CORPCOM225310101527,7884,763SH SOLE14,76300
CREDIT SUISSE AG NASSAU BRHCOM22539T6135,780380SH DFND400380
CREDIT SUISSE AG NASSAU BRHCOM22539T6212383SH DFND3003
CREDIT SUISSE AG NASSAU BRHCOM22539T61344129SH DFND20029
CREDIT SUISSE GROUPCOM2254011085,224171SH DFND400171
CREDIT SUISSE GROUPCOM2254011083,116102SH DFND300102
CREDIT SUISSE HIGH YLD BND FCOM22544F10317,9315,879SH DFND3005,879
CREDIT SUISSE NASSAU BRHCOM22542D795761,15728,412SH DFND30028,412
CREE INCCOM22544710115,205,679252,628SH SOLE1252,62800
CREE INCCOM2254471012,10735SH DFND40035
CREE INCCOM225447101178,8852,972SH DFND3002,972
CREE INCCOM22544710130,757511SH DFND200511
CRESTWOOD MIDSTREAM PRTNERSCOM2263721002,486100SH DFND400100
CRESTWOOD MIDSTREAM PRTNERSCOM22637210031,6291,272SH DFND3001,272
CRH PLCCOM12626K20320,810861SH DFND400861
CRIMSON EXPLORATION INCCOM22662K20744,26514,706SH SOLE114,70600
CROCS INCCOM227046109906,84866,631SH SOLE166,63100
CROCS INCCOM22704610910,758791SH DFND400791
CROCS INCCOM2270461094,080300SH DFND300300
CROCS INCCOM227046109306,97922,572SH DFND20022,572
CROSS COUNTRY HEALTHCARE ICOM227483104124,22420,499SH SOLE120,49900
CROSS TIMBERS RTY TRCOM22757R10919,504665SH DFND300665
CROSSTEX ENERGY INCCOM22765Y104666,53731,907SH SOLE131,90700
CROSSTEX ENERGY INCCOM22765Y10454,3142,600SH DFND3002,600
CROSSTEX ENERGY L PCOM22765U1025,970300SH DFND300300
CROSSTEX ENERGY L PCOM22765U1023,980200SH DFND200200
CROWN CASTLE INTL CORPCOM2282271049,242,750126,561SH SOLE1126,56100
CROWN CASTLE INTL CORPCOM228227104125,8311,723SH DFND4001,723
CROWN CASTLE INTL CORPCOM22822710465,070891SH DFND300891
CROWN HOLDINGS INCCOM228368106195,2494,618SH SOLE14,61800
CROWN HOLDINGS INCCOM2283681062,53760SH DFND40060
CROWN HOLDINGS INCCOM22836810621,140500SH DFND200500
CROWN MEDIA HOLDINGS CLASSCOM22841110471,54523,229SH SOLE123,22900
CRYOLIFE INCCOM228903100143,79420,542SH SOLE120,54200
CSG SYSTEMS INTL INCCOM126349109641,45525,607SH SOLE125,60700
CSP INCCOM1263891052,828400SH DFND200400
CSS INDS INCCOM12590610748,0202,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107136,3295,678SH SOLE15,67800
CST BRANDS INCCOM12646R1053,804,447127,666SH SOLE1127,66600
CST BRANDS INCCOM12646R10526,909903SH DFND300903
CST BRANDS INCCOM12646R10511,682392SH DFND200392
CSX CORPCOM12640810311,900,091462,319SH SOLE1462,31900
CSX CORPCOM126408103185,5117,207SH DFND4007,207
CSX CORPCOM1264081031,084,17542,120SH DFND30042,120
CSX CORPCOM1264081031,061,04441,222SH DFND20041,222
CTRIP COM INTL LTDCOM22943F1006,828117SH DFND400117
CTS CORPCOM126501105399,83325,354SH SOLE125,35400
CU BANCORPCOM126534106114,9576,299SH SOLE16,29900
CUBESMARTCOM2296631091,593,05889,297SH SOLE189,29700
CUBESMARTCOM2296631097,832439SH DFND400439
CUBIC CORPCOM229669106809,87015,087SH SOLE115,08700
CUBIC CORPCOM22966910612,883240SH DFND200240
CUBIST PHARMACEUTICALS INCCOM2296781078,833,895139,007SH SOLE1139,00700
CUBIST PHARMACEUTICALS INCCOM2296781072,54240SH DFND40040
CUBIST PHARMACEUTICALS INCCOM22967810738,257602SH DFND300602
CULLEN FROST BANKERS INCCOM22989910928,220400SH DFND200400
CULLEN/FROST BANKERS INCCOM2298991097,804,100110,618SH SOLE1110,61800
CULP INCCOM230215105102,3065,468SH SOLE15,46800
CUMMINS INCCOM23102110616,483,055124,054SH SOLE1124,05400
CUMMINS INCCOM231021106230,3801,734SH DFND4001,734
CUMMINS INCCOM231021106671,8635,057SH DFND3005,057
CUMMINS INCCOM231021106525,2353,953SH DFND2003,953
CUMULUS MEDIA INC CL ACOM231082108267,51850,475SH SOLE150,47500
CURIS INCCOM231269101240,77853,986SH SOLE153,98600
CURRENCYSHARES AUSTRALIAN DLCOM23129U10186,423925SH DFND300925
CURRENCYSHARES AUSTRALIAN DLCOM23129U1012,24224SH DFND20024
CURRENCYSHARES CDN DLR TRCOM23129X10548,275500SH DFND300500
CURRENCYSHARES CDN DLR TRCOM23129X1053,86240SH DFND20040
CURRENCYSHARES EURO TRCOM23130C1083,34625SH DFND40025
CURRENCYSHARES EURO TRCOM23130C10832,392242SH DFND300242
CURRENCYSHS BRIT POUND STERCOM23129S1069586SH DFND2006
CURTISS WRIGHT CORPCOM2315611011,663,13535,416SH SOLE135,41600
CUSHING MLP TOTAL RETURN FDCOM2316311024,234,874530,686SH DFND300530,686
CUSTOMERS BANCORP INCCOM23204G100215,51513,386SH SOLE113,38600
CUTERA INCCOM23210910887,5499,837SH SOLE19,83700
CUTWATER SELECT INCOME FDCOM232229104187,95710,565SH DFND30010,565
CVB FINANCIAL CORPCOM126600105940,43869,559SH SOLE169,55900
CVR ENERGY INCCOM12662P108431,46311,201SH SOLE111,20100
CVR PARTNERS LPCOM12663310660,8883,440SH DFND4003,440
CVR PARTNERS LPCOM1266331069,204520SH DFND300520
CVR PARTNERS LPCOM12663310635,6662,015SH DFND2002,015
CVR REFNG LPCOM12663P10734,9161,400SH DFND4001,400
CVR REFNG LPCOM12663P1078,330334SH DFND300334
CVR REFNG LPCOM12663P10734,9161,400SH DFND2001,400
CVS CAREMARK CORPCOM12665010026,711,317470,684SH SOLE1470,68400
CVS CAREMARK CORPORATIONCOM126650100400,8677,064SH DFND4007,064
CVS CAREMARK CORPORATIONCOM126650100954,47116,819SH DFND30016,819
CVS CAREMARK CORPORATIONCOM126650100318,0275,604SH DFND2005,604
CYAN INCCOM23247W10453,8985,363SH SOLE15,36300
CYAN INCCOM23247W1043,769375SH DFND300375
CYANOTECH CORPCOM23243730146,7208,000SH DFND3008,000
CYBERONICS INCCOM23251P1021,046,81720,631SH SOLE120,63100
CYNOSURE INCCOM23257720543,0881,889SH DFND3001,889
CYNOSURE INCCOM23257720522,8101,000SH DFND2001,000
CYNOSURE INC ACOM232577205330,74514,500SH SOLE114,50000
CYPRESS SEMICONDUCTOR CORPCOM2328061093,579,275383,220SH SOLE1383,22000
CYPRESS SEMICONDUCTOR CORPCOM232806109200,62821,469SH DFND40021,469
CYPRESS SEMICONDUCTOR CORPCOM2328061091,598171SH DFND300171
CYPRESS SEMICONDUCTOR CORPCOM2328061094,673500SH DFND200500
CYRUSONE INCCOM23283R100243,98812,855SH SOLE112,85500
CYS INVESTMENTS INCCOM12673A108951,568117,044SH SOLE1117,04400
CYS INVTS INCCOM12673A1082,033250SH DFND400250
CYS INVTS INCCOM12673A108884,551108,801SH DFND300108,801
CYS INVTS INCCOM12673A10848,1705,925SH DFND2005,925
CYTEC INDS INCCOM2328201009,682119SH DFND400119
CYTEC INDS INCCOM23282010025,140309SH DFND200309
CYTEC INDUSTRIES INCCOM2328201006,283,92177,236SH SOLE177,23600
CYTOKINETICS INCCOM23282W605126,01716,603SH SOLE116,60300
CYTORI THERAPEUTICS INCCOM23283K10598,65942,343SH SOLE142,34300
CYTORI THERAPEUTICS INCCOM23283K10525,00110,730SH DFND20010,730
CYTORI THERAPEUTICS INCCOM23283K1133,3044,859SH DFND2004,859
CYTRX CORPCOM23282850958,02717,965SH DFND20017,965
D R HORTON INCCOM23331A10948,1672,479SH DFND4002,479
D R HORTON INCCOM23331A10953,8212,770SH DFND3002,770
D R HORTON INCCOM23331A10915,170781SH DFND200781
DAILY JOURNAL CORPCOM23391210490,105613SH SOLE161300
DAKTRONICS INCCOM234264109310,28827,729SH SOLE127,72900
DAKTRONICS INCCOM23426410913,4281,200SH DFND2001,200
DANA HLDG CORPCOM23582520513,247580SH DFND400580
DANA HOLDING CORPCOM2358252054,840,938211,950SH SOLE1211,95000
DANAHER CORPCOM23585110217,880,193257,937SH SOLE1257,93700
DANAHER CORP DELCOM2358511022,35734SH DFND40034
DANAHER CORP DELCOM23585110273,2711,057SH DFND3001,057
DANAHER CORP DELCOM2358511022774SH DFND2004
DARDEN RESTAURANTS INCCOM2371941056,893,044148,910SH SOLE1148,91000
DARDEN RESTAURANTS INCCOM23719410525,876559SH DFND400559
DARDEN RESTAURANTS INCCOM23719410528,098607SH DFND300607
DARDEN RESTAURANTS INCCOM237194105491,32210,614SH DFND20010,614
DARLING INTERNATIONAL INCCOM2372661011,890,60489,348SH SOLE189,34800
DARLING INTL INCCOM23726610121,1601,000SH DFND2001,000
DATALINK CORPCOM237934104142,82510,564SH SOLE110,56400
DATALINK CORPCOM23793410444,8193,315SH DFND2003,315
DAVITA HEALTHCARE PARTNERSCOM23918K1083,890,25368,370SH SOLE168,37000
DAVITA HEALTHCARE PARTNERS ICOM23918K10828,848507SH DFND400507
DAVITA HEALTHCARE PARTNERS ICOM23918K108360,5186,336SH DFND3006,336
DAVITA HEALTHCARE PARTNERS ICOM23918K10833,912596SH DFND200596
DAWSON GEOPHYSICAL COCOM239359102175,2735,398SH SOLE15,39800
DBX ETF TRCOM2330515074,675132SH DFND200132
DCP MIDSTREAM PARTNERS LPCOM23311P10031,659638SH DFND400638
DCP MIDSTREAM PARTNERS LPCOM23311P10017,593354SH DFND200354
DCT INDUSTRIAL TRUST INCCOM2331531051,401,108194,869SH SOLE1194,86900
DCT INDUSTRIAL TRUST INCCOM2331531057,1901,000SH DFND4001,000
DCT INDUSTRIAL TRUST INCCOM233153105158,65522,066SH DFND20022,066
DDR CORPCOM23317H102158,45110,086SH SOLE110,08600
DDR CORPCOM23317H1025,844372SH DFND400372
DDR CORPCOM23317H10211,343722SH DFND300722
DDR CORPCOM23317H1021,681107SH DFND200107
DEALERTRACK TECHNOLOGIES ICOM2423091021,409,39332,899SH SOLE132,89900
DEALERTRACK TECHNOLOGIES INCCOM2423091022,99970SH DFND40070
DEAN FOODS COCOM2423702033,827,402198,311SH SOLE1198,31100
DEAN FOODS CO NEWCOM24237020350226SH DFND40026
DECKERS OUTDOOR CORPCOM2435371074,792,91172,708SH SOLE172,70800
DECKERS OUTDOOR CORPCOM24353710736,124548SH DFND400548
DECKERS OUTDOOR CORPCOM24353710719,776300SH DFND300300
DECKERS OUTDOOR CORPCOM2435371072,96645SH DFND20045
DEERE & COCOM2441991051,156,52014,210SH DFND40014,210
DEERE & COCOM2441991051,615,21619,845SH DFND30019,845
DEERE & COCOM244199105559,4656,874SH DFND2006,874
DEERE + COCOM2441991059,833,133120,815SH SOLE1120,81500
DEL FRISCO S RESTAURANT GRCOM245077102144,5797,168SH SOLE17,16800
DELAWARE ENHANCED GBL DIV &COM24606010749,5004,160SH DFND3004,160
DELEK US HLDGS INCCOM24664710111,178530SH DFND300530
DELEK US HOLDINGS INCCOM246647101524,95124,891SH SOLE124,89100
DELHAIZE GROUPCOM29759W1014,79376SH DFND30076
DELL INCCOM24702R101266,409,80119,347,117SH SOLE119,347,11700
DELL INCCOM24702R1017,494545SH DFND400545
DELL INCCOM24702R10181,0905,897SH DFND3005,897
DELL INCCOM24702R10166,1014,807SH DFND2004,807
DELPHI AUTOMOTIVE PLCCOMG278231067,843,236134,256SH SOLE1134,25600
DELPHI AUTOMOTIVE PLCCOMG2782310617,526300SH DFND300300
DELPHI AUTOMOTIVE PLCCOMG278231068,763150SH DFND200150
DELTA AIR LINES INCCOM2473617027,152,771303,212SH SOLE1303,21200
DELTA AIR LINES INC DELCOM24736170266128SH DFND40028
DELTA AIR LINES INC DELCOM247361702629,80626,698SH DFND30026,698
DELTA AIR LINES INC DELCOM24736170218,872800SH DFND200800
DELTA NATURAL GAS CO INCCOM247748106101,5264,596SH SOLE14,59600
DELTIC TIMBER CORPCOM247850100548,6748,423SH SOLE18,42300
DELUXE CORPCOM2480191016,550,743157,243SH SOLE1157,24300
DELUXE CORPCOM2480191012,87569SH DFND40069
DELUXE CORPCOM2480191012,66664SH DFND30064
DELUXE CORPCOM24801910112,706305SH DFND200305
DEMAND MEDIA INCCOM24802N109153,33024,261SH SOLE124,26100
DEMANDWARE INCCOM24802Y105499,39110,779SH SOLE110,77900
DEMANDWARE INCCOM24802Y1052,31750SH DFND30050
DENALI FD INCCOM24823A10219,0501,000SH DFND3001,000
DENBURY RES INCCOM2479162081,43678SH DFND40078
DENBURY RESOURCES INCCOM2479162082,408,636130,833SH SOLE1130,83300
DENDREON CORPCOM24823Q107309,531105,642SH SOLE1105,64200
DENDREON CORPCOM24823Q10746,53115,881SH DFND40015,881
DENDREON CORPBOND24823QAC124,57039PRN DFND30039
DENDREON CORPCOM24823Q1075,1421,755SH DFND3001,755
DENDREON CORPCOM24823Q10721,2867,265SH DFND2007,265
DENNY S CORPCOM24869P104376,49061,518SH SOLE161,51800
DENTSPLY INTERNATIONAL INCCOM2490301072,541,78658,553SH SOLE158,55300
DEPOMED INCCOM249908104283,31237,876SH SOLE137,87600
DEPOMED INCCOM249908104859115SH DFND300115
DERMA SCIENCES INCCOM249827502113,7479,188SH SOLE19,18800
DESARROLLADORA HOMEX S A DECOM25030W1002,1201,000SH DFND4001,000
DESTINATION MATERNITY CORPCOM25065D100288,5219,073SH SOLE19,07300
DESTINATION XL GROUP INCCOM25065K104182,59628,222SH SOLE128,22200
DEUTSCHE BANK AGCOMD181908981,23927SH DFND30027
DEUTSCHE BK AG LDN BRHCOM25154H74929,279950SH DFND300950
DEUTSCHE BK AG LDN BRHCOM25154H756247,03538,300SH DFND20038,300
DEUTSCHE BK AG LDN BRHCOM25154H74930,8201,000SH DFND2001,000
DEUTSCHE BK AG LONDONCOM25153Q65827,8202,249SH DFND3002,249
DEVON ENERGY CORP NEWCOM25179M10320,678358SH DFND400358
DEVON ENERGY CORP NEWCOM25179M103377,2516,531SH DFND3006,531
DEVON ENERGY CORP NEWCOM25179M9031,0026SHCallDFND3006
DEVON ENERGY CORP NEWCOM25179M103608,27410,531SH DFND20010,531
DEVON ENERGY CORPORATIONCOM25179M10310,508,739181,938SH SOLE1181,93800
DEVRY INCCOM2518931033,663,961119,894SH SOLE1119,89400
DEX MEDIA INCCOM25213A10793,36511,484SH SOLE111,48400
DEX MEDIA INC NEWCOM25213A1073,552438SH DFND300438
DEXCOM INCCOM2521311071,337,84847,391SH SOLE147,39100
DEXCOM INCCOM2521311072,822100SH DFND300100
DFC GLOBAL CORPCOM23324T1072,173,141197,738SH SOLE1197,73800
DHT HOLDINGS INCCOMY2065G121358SH DFND3008
DIAGEO P L CCOM25243Q205297,8762,344SH DFND4002,344
DIAGEO P L CCOM25243Q205599,3594,716SH DFND3004,716
DIAGEO P L CCOM25243Q205119,074937SH DFND200937
DIAMOND FOODS INCCOM252603105393,14916,673SH SOLE116,67300
DIAMOND FOODS INCCOM25260310590,6683,850SH DFND2003,850
DIAMOND HILL INVESTMENT GRCOM25264R207202,5631,894SH SOLE11,89400
DIAMOND HILL INVESTMENT GROUCOM25264R20779,143740SH DFND300740
DIAMOND OFFSHORE DRILLINGCOM25271C1021,562,36225,070SH SOLE125,07000
DIAMOND OFFSHORE DRILLING INCOM25271C1027,416119SH DFND400119
DIAMOND OFFSHORE DRILLING INCOM25271C102218,8063,511SH DFND3003,511
DIAMOND OFFSHORE DRILLING INCOM25271C102164,2132,635SH DFND2002,635
DIAMONDBACK ENERGY INCCOM25278X109509,71911,954SH SOLE111,95400
DIAMONDROCK HOSPITALITY COCOM2527843011,576,460147,747SH SOLE1147,74700
DICE HOLDINGS INCCOM253017107260,84030,651SH SOLE130,65100
DICK S SPORTING GOODS INCCOM25339310211,412,858213,804SH SOLE1213,80400
DICKS SPORTING GOODS INCCOM2533931027,366138SH DFND400138
DICKS SPORTING GOODS INCCOM25339310230,694575SH DFND300575
DIEBOLD INCCOM2536511033,957,728134,800SH SOLE1134,80000
DIEBOLD INCCOM25365110380,9082,756SH DFND4002,756
DIEBOLD INCCOM2536511035,872200SH DFND300200
DIEBOLD INCCOM2536511033,817130SH DFND200130
DIGI INTERNATIONAL INCCOM253798102195,47519,528SH SOLE119,52800
DIGIMARC CORPCOM25381B10184,8804,202SH SOLE14,20200
DIGITAL GENERATION INCCOM25400B108233,23118,038SH SOLE118,03800
DIGITAL GENERATION INCCOM25400B10834,9112,700SH DFND3002,700
DIGITAL REALTY TRUST INCCOM253868103222,1704,184SH SOLE14,18400
DIGITAL RIVER INCCOM25388B104466,99726,133SH SOLE126,13300
DIGITAL RLTY TR INCCOM25386810340,144756SH DFND400756
DIGITAL RLTY TR INCCOM2538681031,43427SH DFND30027
DIGITAL RLTY TR INCCOM25386810319,116360SH DFND200360
DIGITALGLOBE INCCOM25389M8771,578,75549,929SH SOLE149,92900
DIGITALGLOBE INCCOM25389M87752,9321,674SH DFND3001,674
DILLARDS INC CL ACOM25406710170,548901SH SOLE190100
DIME COMMUNITY BANCSHARESCOM253922108396,98623,843SH SOLE123,84300
DINEEQUITY INCCOM254423106860,91312,477SH SOLE112,47700
DIODES INCCOM254543101665,59227,167SH SOLE127,16700
DIRECTVCOM25490A30913,819,040231,281SH SOLE1231,28100
DIRECTVCOM25490A30978,7901,318SH DFND4001,318
DIRECTVCOM25490A30969,4051,161SH DFND3001,161
DIRECTVCOM25490A30979,4481,329SH DFND2001,329
DIREXION SHS ETF TRCOM25459Y3891,25725SH DFND40025
DIREXION SHS ETF TRCOM25459W8627,206150SH DFND300150
DIREXION SHS ETF TRCOM25459Y488515,03922,665SH DFND30022,665
DIREXION SHS ETF TRCOM25459W7714,822160SH DFND300160
DIREXION SHS ETF TRCOM25459Y3891012SH DFND3002
DIREXION SHS ETF TRCOM25459Y46294940SH DFND30040
DIREXION SHS ETF TRCOM25459Y20728,072562SH DFND300562
DISCOVER FINANCIAL SERVICECOM2547091088,821,808174,551SH SOLE1174,55100
DISCOVER FINL SVCSCOM254709108172,5943,415SH DFND4003,415
DISCOVER FINL SVCSCOM25470910884,5531,673SH DFND3001,673
DISCOVER FINL SVCSCOM254709108264,6275,236SH DFND2005,236
DISCOVERY COMMUNICATIONS ACOM25470F1048,294,51898,253SH SOLE198,25300
DISCOVERY COMMUNICATNS NEWCOM25470F3025,78174SH DFND40074
DISCOVERY COMMUNICATNS NEWCOM25470F2033,45741SH DFND40041
DISCOVERY COMMUNICATNS NEWCOM25470F1043,96847SH DFND40047
DISCOVERY COMMUNICATNS NEWCOM25470F10472,348857SH DFND300857
DISCOVERY COMMUNICATNS NEWCOM25470F3021562SH DFND2002
DISCOVERY COMMUNICATNS NEWCOM25470F10415,533184SH DFND200184
DISCOVERY LABORATORIES INC NCOM254668403653333SH DFND300333
DISH NETWORK CORPCOM25470M10994521SH DFND40021
DISH NETWORK CORPCOM25470M1094,636103SH DFND300103
DISH NETWORK CORPCOM25470M1095,401120SH DFND200120
DISH NETWORK CORP ACOM25470M109291,3956,474SH SOLE16,47400
DISNEY WALT COCOM254687106628,0959,739SH DFND4009,739
DISNEY WALT COCOM2546871061,698,08826,331SH DFND30026,331
DISNEY WALT COCOM2546871061,274,12719,757SH DFND20019,757
DIVERSIFIED RESTAURANT HOLCOM25532M10547,1477,187SH SOLE17,18700
DIVIDEND & INCOME FUNDCOM25538A2048,372583SH DFND200583
DNP SELECT INCOME FDCOM23325P104128,11113,331SH DFND30013,331
DNP SELECT INCOME FDCOM23325P104550,27857,261SH DFND20057,261
DOCUMENT SEC SYS INCCOM25614T1012,2802,000SH DFND3002,000
DOLBY LABORATORIES INCCOM25659T10762118SH DFND40018
DOLBY LABORATORIES INCCOM25659T10717,255500SH DFND300500
DOLBY LABORATORIES INCCOM25659T1074,659135SH DFND200135
DOLBY LABORATORIES INC CLCOM25659T10754,9741,593SH SOLE11,59300
DOLE FOOD CO INCCOM256603101468,76034,417SH SOLE134,41700
DOLLAR GEN CORP NEWCOM25667710542,345750SH DFND400750
DOLLAR GEN CORP NEWCOM25667710583,1091,472SH DFND3001,472
DOLLAR GEN CORP NEWCOM2566771054,51780SH DFND20080
DOLLAR GENERAL CORPCOM2566771055,879,406104,134SH SOLE1104,13400
DOLLAR TREE INCCOM2567461085,654,55398,925SH SOLE198,92500
DOLLAR TREE INCCOM25674610818,634326SH DFND400326
DOLLAR TREE INCCOM25674610878,0231,365SH DFND3001,365
DOLLAR TREE INCCOM256746108586,40410,259SH DFND20010,259
DOMINION RES BLACK WARRIOR TCOM25746Q1087,9201,500SH DFND3001,500
DOMINION RES BLACK WARRIOR TCOM25746Q10810,5862,005SH DFND2002,005
DOMINION RES INC VA NEWCOM25746U1091,599,98825,608SH DFND40025,608
DOMINION RES INC VA NEWCOM25746U109621,6769,950SH DFND3009,950
DOMINION RES INC VA NEWCOM25746U88513,363250SH DFND300250
DOMINION RES INC VA NEWCOM25746U109247,2013,956SH DFND2003,956
DOMINION RESOURCES INC/VACOM25746U10911,653,770186,520SH SOLE1186,52000
DOMINO S PIZZA INCCOM25754A2017,957,353117,106SH SOLE1117,10600
DOMINOS PIZZA INCCOM25754A20120,385300SH DFND300300
DOMTAR CORPCOM2575592035,474,10368,926SH SOLE168,92600
DONALDSON CO INCCOM25765110910,862,513284,881SH SOLE1284,88100
DONEGAL GROUP INC CL ACOM25770120169,4884,967SH SOLE14,96700
DONNELLEY R R & SONS COCOM257867101295,33818,716SH DFND40018,716
DONNELLEY R R & SONS COCOM25786710123,7651,506SH DFND3001,506
DORAL FINANCIAL CORPCOM25811P85283,5134,377SH SOLE14,37700
DORCHESTER MINERALS LPCOM25820R1054,780200SH DFND400200
DORCHESTER MINERALS LPCOM25820R1054,780200SH DFND200200
DORMAN PRODUCTS INCCOM258278100966,86919,513SH SOLE119,51300
DORMAN PRODUCTS INCCOM258278100169,5603,422SH DFND3003,422
DORMAN PRODUCTS INCCOM25827810020,068405SH DFND200405
DOUBLE EAGLE PETE COCOM2585702091,515500SH DFND200500
DOUGLAS DYNAMICS INCCOM25960R105219,44814,898SH SOLE114,89800
DOUGLAS EMMETT INCCOM25960P109127,8185,446SH SOLE15,44600
DOUGLAS EMMETT INCCOM25960P10913,988596SH DFND400596
DOVER CORPCOM2600031086,844,77776,197SH SOLE176,19700
DOVER CORPCOM26000310817,337193SH DFND400193
DOVER CORPCOM26000310894,5011,052SH DFND3001,052
DOVER CORPCOM2600031083,50339SH DFND20039
DOW 30 PREMIUM & DIV INC FDCOM2605821018,004546SH DFND300546
DOW CHEM COCOM26054310326,150681SH DFND400681
DOW CHEM COCOM260543103463,58112,072SH DFND30012,072
DOW CHEM COCOM260543103597,89915,570SH DFND20015,570
DOW CHEMICAL CO/THECOM26054310314,968,243389,798SH SOLE1389,79800
DR HORTON INCCOM23331A1091,934,52999,564SH SOLE199,56400
DR PEPPER SNAPPLE GROUP INCOM26138E1096,516,604145,395SH SOLE1145,39500
DR PEPPER SNAPPLE GROUP INCCOM26138E109206,3514,604SH DFND4004,604
DR PEPPER SNAPPLE GROUP INCCOM26138E10944,372990SH DFND300990
DR REDDYS LABS LTDCOM25613520341611SH DFND40011
DRAGONWAVE INCCOM26144M103275,814139,300SH DFND300139,300
DRDGOLD LIMITEDCOM26152H3015,7201,000SH DFND3001,000
DREAMWORKS ANIMATION SKG ACOM26153C1034,281,152150,427SH SOLE1150,42700
DREAMWORKS ANIMATION SKG INCCOM26153C1034,411155SH DFND300155
DREAMWORKS ANIMATION SKG INCCOM26153C10317,788625SH DFND200625
DRESSER RAND GROUP INCCOM26160810310,012,018160,449SH SOLE1160,44900
DRESSER-RAND GROUP INCCOM2616081031,62226SH DFND40026
DREW INDS INCCOM26168L2057,970175SH DFND200175
DREW INDUSTRIES INCCOM26168L205784,24417,221SH SOLE117,22100
DREYFUS HIGH YIELD STRATEGIECOM26200S10117,2314,297SH DFND3004,297
DREYFUS STRATEGIC MUN BD FDCOM26202F1074,225548SH DFND400548
DREYFUS STRATEGIC MUN BD FDCOM26202F107105,62713,700SH DFND30013,700
DRIL QUIP INCCOM2620371049,798,96285,394SH SOLE185,39400
DRIL-QUIP INCCOM2620371042302SH DFND3002
DRYSHIPS INCCOMY2109Q1011,062300SH DFND300300
DRYSHIPS INCCOMY2109Q1014,3901,240SH DFND2001,240
DSP GROUP INCCOM23332B106107,06115,186SH SOLE115,18600
DST SYS INC DELCOM2333261072,94139SH DFND40039
DST SYS INC DELCOM233326107547,8547,265SH DFND3007,265
DST SYSTEMS INCCOM2333261074,791,02463,533SH SOLE163,53300
DSW INCCOM23334L102541,8676,351SH DFND3006,351
DSW INC CLASS ACOM23334L10296,3261,129SH SOLE11,12900
DTE ENERGY COCOM23333110756,809861SH DFND400861
DTE ENERGY COCOM233331107108,5371,645SH DFND3001,645
DTE ENERGY COCOM233331107409,4076,205SH DFND2006,205
DTE ENERGY COMPANYCOM2333311074,154,23362,962SH SOLE162,96200
DTS INCCOM23335C101289,88413,804SH SOLE113,80400
DU PONT (E.I.) DE NEMOURSCOM263534109259,856,8384,437,446SH SOLE14,437,44600
DU PONT E I DE NEMOURS & COCOM263534109631,24210,779SH DFND40010,779
DU PONT E I DE NEMOURS & COCOM263534109563,4069,621SH DFND3009,621
DU PONT E I DE NEMOURS & COCOM263534109363,2876,204SH DFND2006,204
DUCOMMUN INCCOM264147109203,8577,108SH SOLE17,10800
DUFF & PHELPS GLB UTL INC FDCOM26433C10533718SH DFND40018
DUFF & PHELPS UTIL CORP BD TCOM26432K1088,352800SH DFND400800
DUFF & PHELPS UTIL CORP BD TCOM26432K10894090SH DFND20090
DUKE ENERGY CORPCOM26441C20415,186,640227,413SH SOLE1227,41300
DUKE ENERGY CORP NEWCOM26441C2041,769,59626,499SH DFND40026,499
DUKE ENERGY CORP NEWCOM26441C2041,733,93525,965SH DFND30025,965
DUKE ENERGY CORP NEWCOM26441C204796,22711,923SH DFND20011,923
DUKE REALTY CORPCOM26441150510,592,612686,050SH SOLE1686,05000
DUKE REALTY CORPCOM26441150515,4401,000SH DFND4001,000
DUKE REALTY CORPCOM26441150554,8203,551SH DFND2003,551
DUN & BRADSTREET CORP DEL NECOM26483E1003,42733SH DFND30033
DUN & BRADSTREET CORP DEL NECOM26483E10016,097155SH DFND200155
DUN + BRADSTREET CORPCOM26483E1001,408,93313,567SH SOLE113,56700
DUNKIN BRANDS GROUP INCCOM265504100149,8113,310SH SOLE13,31000
DUNKIN BRANDS GROUP INCCOM265504100125,2342,767SH DFND4002,767
DUNKIN BRANDS GROUP INCCOM265504100135,7452,999SH DFND3002,999
DUPONT FABROS TECHNOLOGYCOM26613Q1061,078,13941,837SH SOLE141,83700
DURATA THERAPEUTICS INCCOM26658A10779,2458,766SH SOLE18,76600
DURATA THERAPEUTICS INCCOM26658A1079,0401,000SH DFND2001,000
DWS HIGH INCOME OPPORT FD INCOM23339M2042,490176SH DFND300176
DWS HIGH INCOME TRCOM23337C2082,721300SH DFND300300
DWS HIGH INCOME TRCOM23337C2089,0701,000SH DFND2001,000
DWS MULTI MKT INCOME TRCOM23338L10857,1475,709SH DFND3005,709
DXP ENTERPRISES INCCOM233377407571,6647,239SH SOLE17,23900
DYAX CORPCOM26746E103502,04973,185SH SOLE173,18500
DYCOM INDUSTRIES INCCOM267475101699,55424,993SH SOLE124,99300
DYNAMIC MATERIALS CORPCOM267888105212,6079,172SH SOLE19,17200
DYNASIL CORP AMERCOM26810210010,58212,000SH DFND40012,000
DYNAVAX TECHNOLOGIES CORPCOM268158102147,114122,595SH SOLE1122,59500
DYNAVAX TECHNOLOGIES CORPCOM268158102131110SH DFND300110
DYNEGY INCCOM26817R1081,295,03967,031SH SOLE167,03100
DYNEGY INC NEW DELCOM26817R1082,898150SH DFND400150
DYNEGY INC NEW DELCOM26817R11643SH DFND4003
DYNEX CAP INCCOM26817Q506877100SH DFND400100
DYNEX CAP INCCOM26817Q506467,30953,285SH DFND30053,285
DYNEX CAPITAL INCCOM26817Q506322,97336,827SH SOLE136,82700
E M C CORP MASSCOM268648102311,52512,188SH DFND40012,188
E M C CORP MASSCOM268648102664,27925,989SH DFND30025,989
E M C CORP MASSCOM268648102219,1008,572SH DFND2008,572
E TRADE FINANCIAL CORPCOM2692464011,706,562103,428SH SOLE1103,42800
E2OPEN INCCOM29788A104221,6039,893SH SOLE19,89300
EAGLE BANCORP INCCOM268948106423,02014,953SH SOLE114,95300
EAGLE BULK SHIPPING INCCOMY2187A1192,513350SH DFND300350
EAGLE BULK SHIPPING INCCOMY2187A1195,888820SH DFND200820
EAGLE MATERIALS INCCOM26969P1087,566,022104,287SH SOLE1104,28700
EAGLE MATERIALS INCCOM26969P1081,01614SH DFND40014
EAGLE MATERIALS INCCOM26969P108199,5132,750SH DFND3002,750
EAGLE MATERIALS INCCOM26969P1082,82939SH DFND20039
EAGLE ROCK ENERGY PARTNERS LCOM26985R1047,1001,000SH DFND4001,000
EARTHLINK INCCOM270321102341,96669,084SH SOLE169,08400
EARTHLINK INCCOM27032110235171SH DFND30071
EAST WEST BANCORP INCCOM27579R1049,286,236290,649SH SOLE1290,64900
EAST WEST BANCORP INCCOM27579R10444714SH DFND30014
EASTERN INSURANCE HOLDINGSCOM276534104105,2804,313SH SOLE14,31300
EASTGROUP PPTY INCCOM27727610138,072643SH DFND400643
EASTGROUP PPTY INCCOM27727610134,342580SH DFND200580
EASTGROUP PROPERTIES INCCOM2772761011,354,42922,875SH SOLE122,87500
EASTMAN CHEM COCOM277432100156,6572,011SH DFND4002,011
EASTMAN CHEM COCOM27743210050,479648SH DFND300648
EASTMAN CHEM COCOM27743210022,715292SH DFND200292
EASTMAN CHEMICAL COCOM2774321004,127,06452,979SH SOLE152,97900
EATON CORP PLCCOMG2918310310,356,703150,446SH SOLE1150,44600
EATON CORP PLCCOMG29183103124,5591,809SH DFND4001,809
EATON CORP PLCCOMG29183103251,9543,660SH DFND3003,660
EATON CORP PLCCOMG29183103180,6932,625SH DFND2002,625
EATON VANCE CALIF MUN BD FDCOM27828A10013,4291,300SH DFND4001,300
EATON VANCE CALIF MUN BD FDCOM27828A10027,8912,700SH DFND3002,700
EATON VANCE CORPCOM2782651039,911,280255,248SH SOLE1255,24800
EATON VANCE CORPCOM2782651038,581221SH DFND300221
EATON VANCE CORPCOM27826510315,532400SH DFND200400
EATON VANCE ENH EQTY INC FDCOM27827710826,9792,300SH DFND3002,300
EATON VANCE ENHANCED EQ INCCOM27827410518,0901,500SH DFND4001,500
EATON VANCE ENHANCED EQ INCCOM27827410592,3407,657SH DFND3007,657
EATON VANCE FLTING RATE INCCOM27827910495,2876,116SH DFND4006,116
EATON VANCE FLTING RATE INCCOM27827910436,3792,335SH DFND2002,335
EATON VANCE LTD DUR INCOME FCOM27828H10528,2151,804SH DFND4001,804
EATON VANCE LTD DUR INCOME FCOM27828H10545,3562,900SH DFND3002,900
EATON VANCE MI MUNI INCOME TCOM27826D10658,1675,175SH DFND2005,175
EATON VANCE MUN BD FDCOM27827X10171,9846,227SH DFND4006,227
EATON VANCE MUNI INCOME TRUSCOM27826U10840,0423,624SH DFND3003,624
EATON VANCE NATL MUN OPPORTCOM27829L105101,7855,417SH DFND4005,417
EATON VANCE NJ MUNI INCOME TCOM27826V1069,866827SH DFND400827
EATON VANCE RISK MNGD DIV EQCOM27829G10630,7652,846SH DFND4002,846
EATON VANCE RISK MNGD DIV EQCOM27829G10643,2404,000SH DFND3004,000
EATON VANCE SH TM DR DIVR INCOM27828V10421,0971,362SH DFND4001,362
EATON VANCE SH TM DR DIVR INCOM27828V1049,526615SH DFND300615
EATON VANCE SR FLTNG RTE TRCOM27828Q105155,21010,059SH DFND40010,059
EATON VANCE SR FLTNG RTE TRCOM27828Q10513,424870SH DFND300870
EATON VANCE SR FLTNG RTE TRCOM27828Q10533,4832,170SH DFND2002,170
EATON VANCE SR INCOME TRCOM27826S10339,2845,588SH DFND4005,588
EATON VANCE SR INCOME TRCOM27826S10336,8025,235SH DFND2005,235
EATON VANCE TAX ADVT DIV INCCOM27828G10791,2615,067SH DFND4005,067
EATON VANCE TAX ADVT DIV INCCOM27828G10770,0053,887SH DFND3003,887
EATON VANCE TAX ADVT DIV INCCOM27828G10715,309850SH DFND200850
EATON VANCE TAX MNGD GBL DVCOM27829F10825,3072,698SH DFND4002,698
EATON VANCE TAX MNGD GBL DVCOM27829F108104,35311,125SH DFND30011,125
EATON VANCE TAX MNGD GBL DVCOM27829F108102,53710,931SH DFND20010,931
EATON VANCE TAX MNGED BUY WRCOM27828X10015,0271,045SH DFND4001,045
EATON VANCE TAX MNGED BUY WRCOM27828X10019,1171,329SH DFND3001,329
EATON VANCE TAX MNGED BUY WRCOM27828X10083,1025,779SH DFND2005,779
EATON VANCE TAX-ADV BD & OPTCOM27829M1034,061270SH DFND400270
EATON VANCE TAX-ADV BD & OPTCOM27829M1037,520500SH DFND300500
EATON VANCE TX ADV GLB DIV OCOM27828U1066,387283SH DFND400283
EATON VANCE TX ADV GLBL DIVCOM27828S10168,4974,388SH DFND4004,388
EATON VANCE TX ADV GLBL DIVCOM27828S10149,5313,173SH DFND3003,173
EATON VANCE TX MGD DIV EQ INCOM27828N10224,2522,406SH DFND4002,406
EATON VANCE TX MGD DIV EQ INCOM27828N10219,8581,970SH DFND3001,970
EATON VANCE TX MGD DIV EQ INCOM27828N1024,012398SH DFND200398
EATON VANCE TX MNG BY WRT OPCOM27828Y10813,0701,000SH DFND4001,000
EATON VANCE TX MNG BY WRT OPCOM27828Y10872,2745,530SH DFND3005,530
EATON VANCE TXMGD GL BUYWR OCOM27829C1051,134100SH DFND400100
EATON VANCE TXMGD GL BUYWR OCOM27829C10526,1512,306SH DFND3002,306
EATON VANCE TXMGD GL BUYWR OCOM27829C10515,5701,373SH DFND2001,373
EBAY INCCOM27864210327,723,223496,921SH SOLE1496,92100
EBAY INCCOM27864210354,512977SH DFND400977
EBAY INCCOM278642103838,71015,032SH DFND30015,032
EBAY INCCOM278642103140,8822,525SH DFND2002,525
EBIX INCCOM278715206234,28623,570SH SOLE123,57000
EBIX INCCOM2787152068,946900SH DFND400900
ECA MARCELLUS TR ICOM26827L1094,675500SH DFND300500
ECHO GLOBAL LOGISTICS INCCOM27875T101249,98211,938SH SOLE111,93800
ECHOSTAR CORP ACOM27876810668,0631,549SH SOLE11,54900
ECOLAB INCCOM27886510010,273,114104,021SH SOLE1104,02100
ECOLAB INCCOM2788651006,91370SH DFND40070
ECOLAB INCCOM27886510034,566350SH DFND300350
ECOLAB INCCOM2788651009,876100SH DFND200100
E-COMMERCE CHINA DANGDANG INCOM26833A105303,13428,925SH DFND30028,925
ECOPETROL S ACOM2791581091,51833SH DFND40033
ECOPETROL S ACOM2791581097,590165SH DFND300165
EDGEN GROUP INCCOM28014Q10786,95911,442SH SOLE111,44200
EDISON INTERNATIONALCOM2810201075,408,089117,414SH SOLE1117,41400
EDISON INTLCOM28102010718,885410SH DFND400410
EDISON INTLCOM28102010779,0641,717SH DFND3001,717
EDISON INTLCOM281020107405,9098,813SH DFND2008,813
EDUCATION MANAGEMENT CORPCOM28140M103147,64416,189SH SOLE116,18900
EDUCATION REALTY TRUST INCCOM28140H104695,51376,430SH SOLE176,43000
EDUCATIONAL DEV CORPCOM28147910550,11718,562SH DFND30018,562
EDWARDS LIFESCIENCES CORPCOM28176E1082,782,62439,963SH SOLE139,96300
EDWARDS LIFESCIENCES CORPCOM28176E108175,0502,514SH DFND4002,514
EDWARDS LIFESCIENCES CORPCOM28176E10866,357953SH DFND300953
EDWARDS LIFESCIENCES CORPCOM28176E1084,59666SH DFND20066
EGA EMERGING GLOBAL SHS TRCOM26846184512312SH DFND40012
EGA EMERGING GLOBAL SHS TRCOM2684617791,349,15550,080SH DFND40050,080
EGA EMERGING GLOBAL SHS TRCOM26846182912,747700SH DFND300700
EGA EMERGING GLOBAL SHS TRCOM2684618299,105500SH DFND200500
EGAIN CORPCOM28225C806132,2198,762SH SOLE18,76200
EGAIN CORPCOM28225C80675550SH DFND40050
EHEALTH INCCOM28238P109471,86714,627SH SOLE114,62700
EINSTEIN NOAH REST GROUP INCCOM28257U104173,62810,025SH DFND20010,025
EINSTEIN NOAH RESTAURANT GCOM28257U10475,0654,334SH SOLE14,33400
EL PASO ELECTRIC COCOM2836778541,015,39330,401SH SOLE130,40100
EL PASO PIPELINE PARTNERS LCOM283702108236,6015,604SH DFND4005,604
EL PASO PIPELINE PARTNERS LCOM28370210854,2951,286SH DFND3001,286
EL PASO PIPELINE PARTNERS LCOM28370210837,154880SH DFND200880
ELAN PLCCOM2841312083,116200SH DFND300200
ELDORADO GOLD CORP NEWCOM28490210316,1132,401SH DFND4002,401
ELDORADO GOLD CORP NEWCOM28490210392,14813,733SH DFND30013,733
ELECTRO RENT CORPCOM285218103228,29212,585SH SOLE112,58500
ELECTRO SCIENTIFIC INDS INCOM285229100212,53718,150SH SOLE118,15000
ELECTRONIC ARTS INCCOM2855121092,776,774108,680SH SOLE1108,68000
ELECTRONIC ARTS INCCOM2855121091,27850SH DFND30050
ELECTRONIC ARTS INCCOM28551210919,444761SH DFND200761
ELECTRONICS FOR IMAGINGCOM2860821021,111,68335,091SH SOLE135,09100
ELECTRONICS FOR IMAGING INCCOM28608210252,0821,644SH DFND2001,644
ELI LILLY + COCOM53245710818,225,953362,129SH SOLE1362,12900
ELIZABETH ARDEN INCCOM28660G106634,28617,180SH SOLE117,18000
ELLIE MAE INCCOM28849P100564,56017,637SH SOLE117,63700
ELLIE MAE INCCOM28849P10042,7971,337SH DFND3001,337
ELLINGTON FINANCIAL LLCCOM28852230326,9641,200SH DFND3001,200
ELLINGTON RESIDENTIAL MORTCOM28857810766,4604,324SH SOLE14,32400
EMC CORP/MACOM26864810225,581,7261,000,850SH SOLE11,000,85000
EMC INS GROUP INCCOM26866410991,0833,018SH SOLE13,01800
EMCOR GROUP INCCOM29084Q1003,013,24577,006SH SOLE177,00600
EMCOR GROUP INCCOM29084Q1002747SH DFND4007
EMERALD OIL INCCOM29101U209176,19124,505SH SOLE124,50500
EMERALD OIL INCCOM29101U2093,329463SH DFND300463
EMERGE ENERGY SVCS LPCOM29102H1083,071100SH DFND200100
EMERGENT BIOSOLUTIONS INCCOM29089Q105397,13520,847SH SOLE120,84700
EMERITUS CORPCOM291005106500,60627,016SH SOLE127,01600
EMERSON ELEC COCOM291011104164,2552,539SH DFND4002,539
EMERSON ELEC COCOM291011104408,5136,314SH DFND3006,314
EMERSON ELEC COCOM291011104233,4293,608SH DFND2003,608
EMERSON ELECTRIC COCOM29101110427,923,032431,577SH SOLE1431,57700
EMPIRE DIST ELEC COCOM29164110822,3101,030SH DFND4001,030
EMPIRE DISTRICT ELECTRIC CCOM291641108619,49828,601SH SOLE128,60100
EMPLOYERS HOLDINGS INCCOM292218104695,91623,400SH SOLE123,40000
EMULEX CORPCOM292475209472,61560,904SH SOLE160,90400
EMULEX CORPCOM292475209776100SH DFND300100
ENANTA PHARMACEUTICALS INCCOM29251M10655,9252,440SH SOLE12,44000
ENBRIDGE ENERGY MANAGEMENT LCOM29250X10367,9212,360SH DFND3002,360
ENBRIDGE ENERGY PARTNERS L PCOM29250R106294,8389,683SH DFND4009,683
ENBRIDGE ENERGY PARTNERS L PCOM29250R106621,27120,403SH DFND30020,403
ENBRIDGE ENERGY PARTNERS L PCOM29250R106154,2535,066SH DFND2005,066
ENBRIDGE INCCOM29250N1056,428154SH DFND400154
ENBRIDGE INCCOM29250N105153,5203,678SH DFND3003,678
ENBRIDGE INCCOM29250N1056,678160SH DFND200160
ENCANA CORPCOM292505104218,95612,634SH DFND30012,634
ENCANA CORPCOM29250510467,0983,872SH DFND2003,872
ENCORE CAPITAL GROUP INCCOM292554102808,60417,632SH SOLE117,63200
ENCORE WIRE CORPCOM292562105609,19015,446SH SOLE115,44600
ENDEAVOUR INTERNATIONAL COCOM29259G200168,91031,572SH SOLE131,57200
ENDEAVOUR SILVER CORPCOM29258Y10334,4008,000SH DFND3008,000
ENDEAVOUR SILVER CORPCOM29258Y1031,720400SH DFND200400
ENDO HEALTH SOLUTIONS INCCOM29264F20510,915,597240,220SH SOLE1240,22000
ENDO HEALTH SOLUTIONS INCCOM29264F2051363SH DFND3003
ENDOCYTE INCCOM29269A102272,23920,423SH SOLE120,42300
ENDOLOGIX INCCOM29266S106678,99242,095SH SOLE142,09500
ENDOLOGIX INCCOM29266S1061,54996SH DFND40096
ENDURANCE SPECIALTY HLDGS LTCOMG303971066,715125SH DFND300125
ENDURANCE SPECIALTY HOLDINCOMG3039710682,7831,541SH SOLE11,54100
ENERGEN CORPCOM29265N10811,647,260152,471SH SOLE1152,47100
ENERGEN CORPCOM29265N10818,334240SH DFND300240
ENERGIZER HLDGS INCCOM29266R108102,4531,124SH DFND4001,124
ENERGIZER HLDGS INCCOM29266R10811,758129SH DFND300129
ENERGIZER HLDGS INCCOM29266R1089,206101SH DFND200101
ENERGIZER HOLDINGS INCCOM29266R10811,982,670131,461SH SOLE1131,46100
ENERGY RECOVERY INCCOM29270J100214,70929,615SH SOLE129,61500
ENERGY RECOVERY INCCOM29270J1003,077425SH DFND400425
ENERGY TRANSFER EQUITY L PCOM29273V100122,7451,866SH DFND4001,866
ENERGY TRANSFER EQUITY L PCOM29273V1001,060,35716,120SH DFND30016,120
ENERGY TRANSFER EQUITY L PCOM29273V10091,6321,393SH DFND2001,393
ENERGY TRANSFER PRTNRS L PCOM29273R1091,041,51220,002SH DFND40020,002
ENERGY TRANSFER PRTNRS L PCOM29273R1094,442,72185,322SH DFND30085,322
ENERGY TRANSFER PRTNRS L PCOM29273R109960,13318,439SH DFND20018,439
ENERGY XXI (BERMUDA) LTDCOMG1008214087,6092,900SH DFND3002,900
ENERGY XXI BERMUDACOMG100821401,606,82153,206SH SOLE153,20600
ENERNOC INCCOM292764107263,86917,603SH SOLE117,60300
ENERPLUS CORPCOM29276610241,4752,500SH DFND4002,500
ENERPLUS CORPCOM29276610216,405989SH DFND300989
ENERPLUS CORPCOM292766102446,35726,905SH DFND20026,905
ENERSYSCOM29275Y1022,202,87036,333SH SOLE136,33300
ENGILITY HLDGS INCCOM29285W1043,649115SH DFND400115
ENGILITY HLDGS INCCOM29285W10444414SH DFND30014
ENGILITY HLDGS INCCOM29285W1043,173100SH DFND200100
ENGILITY HOLDINGS INCCOM29285W104411,69712,975SH SOLE112,97500
ENI S P ACOM26874R1083,72881SH DFND40081
ENNIS INCCOM293389102316,34917,536SH SOLE117,53600
ENPHASE ENERGY INCCOM29355A10787,08210,698SH SOLE110,69800
ENPRO INDS INCCOM29355X10714,450240SH DFND300240
ENPRO INDUSTRIES INCCOM29355X107950,71615,790SH SOLE115,79000
ENSCO PLCCOMG3157S106289,0685,378SH DFND4005,378
ENSCO PLCCOMG3157S106186,1903,464SH DFND3003,464
ENSCO PLCCOMG3157S106115,0252,140SH DFND2002,140
ENSCO PLC CL ACOMG3157S1064,705,43687,543SH SOLE187,54300
ENSIGN GROUP INC/THECOM29358P101604,44014,703SH SOLE114,70300
ENSTAR GROUP LTDCOMG3075P101872,1916,385SH SOLE16,38500
ENTEGRIS INCCOM29362U104947,90993,390SH SOLE193,39000
ENTEGRIS INCCOM29362U10421,3362,100SH DFND2002,100
ENTERCOM COMMUNICATIONS CLCOM293639100140,73516,029SH SOLE116,02900
ENTERGY CORPCOM29364G1034,057,55664,212SH SOLE164,21200
ENTERGY CORP NEWCOM29364G1038,278131SH DFND400131
ENTERGY CORP NEWCOM29364G10353,585848SH DFND300848
ENTERGY CORP NEWCOM29364G103149,0022,358SH DFND2002,358
ENTEROMEDICS INCCOM29365M2081,2451,000SH DFND3001,000
ENTERPRISE BANCORP INCCOM29366810991,7704,853SH SOLE14,85300
ENTERPRISE FINANCIAL SERVICOM293712105203,65912,137SH SOLE112,13700
ENTERPRISE PRODS PARTNERS LCOM2937921071,990,92832,617SH DFND40032,617
ENTERPRISE PRODS PARTNERS LCOM2937921071,894,26431,033SH DFND30031,033
ENTERPRISE PRODS PARTNERS LCOM293792107700,21411,471SH DFND20011,471
ENTRAVISION COMMUNICATIONSCOM29382R107218,07036,961SH SOLE136,96100
ENTRAVISION COMMUNICATIONS CCOM29382R10759,00010,000SH DFND40010,000
ENTREMED INCCOM29382F2027240SH DFND20040
ENTROPIC COMMUNICATIONS INCOM29384R105297,10967,833SH SOLE167,83300
ENTROPIC COMMUNICATIONS INCCOM29384R10553,25312,200SH DFND20012,200
ENVESTNET INCCOM29404K106469,24715,137SH SOLE115,13700
ENVISION HEALTHCARE HLDGS INCOM29413U10315,618600SH DFND300600
ENZO BIOCHEM INCCOM2941001022,5201,000SH DFND2001,000
ENZON PHARMACEUTICALS INCCOM29390410842,30725,183SH SOLE125,18300
EOG RES INCCOM26875P10190,565535SH DFND400535
EOG RES INCCOM26875P101333,1431,968SH DFND3001,968
EOG RES INCCOM26875P10152,985313SH DFND200313
EOG RESOURCES INCCOM26875P10116,821,52399,371SH SOLE199,37100
EPAM SYSTEMS INCCOM29414B104505,49414,652SH SOLE114,65200
EPIQ SYSTEMS INCCOM26882D109314,49123,789SH SOLE123,78900
EPIZYME INCCOM29428V104159,0753,964SH SOLE13,96400
EPL OIL & GAS INCCOM26883D10830,801830SH DFND300830
EPL OIL & GAS INCCOM26883D1088,127219SH DFND200219
EPL OIL + GAS INCCOM26883D108743,38820,032SH SOLE120,03200
EPLUS INCCOM294268107130,3892,523SH SOLE12,52300
EPR PPTYSCOM26884U10912,672260SH DFND400260
EPR PPTYSCOM26884U10928,757590SH DFND300590
EPR PPTYSCOM26884U10924,370500SH DFND200500
EPR PROPERTIESCOM26884U1091,733,68235,570SH SOLE135,57000
EQT CORPCOM26884L1095,353,80860,345SH SOLE160,34500
EQT CORPCOM26884L10990,7611,023SH DFND4001,023
EQT CORPCOM26884L10912,421140SH DFND300140
EQT CORPCOM26884L10926,616300SH DFND200300
EQT MIDSTREAM PARTNERS LPCOM26885B10014,769300SH DFND300300
EQT MIDSTREAM PARTNERS LPCOM26885B10075,0761,525SH DFND2001,525
EQUAL ENERGY LTDCOM29390Q109112,40423,865SH SOLE123,86500
EQUIFAX INCCOM2944291052,493,41141,661SH SOLE141,66100
EQUIFAX INCCOM2944291052,81347SH DFND40047
EQUIFAX INCCOM294429105239,4004,000SH DFND2004,000
EQUINIX INCCOM29444U50219,600,781106,729SH SOLE1106,72900
EQUINIX INCCOM29444U5021,1026SH DFND4006
EQUINIX INCCOM29444U5021841SH DFND3001
EQUINIX INCCOM29444U50273,460400SH DFND200400
EQUITY LIFESTYLE PROPERTIECOM29472R10894,1042,754SH SOLE12,75400
EQUITY ONECOM29475210010,187466SH DFND400466
EQUITY ONECOM29475210026,2321,200SH DFND3001,200
EQUITY ONECOM29475210022,9531,050SH DFND2001,050
EQUITY ONE INCCOM2947521003,748,553171,480SH SOLE1171,48000
EQUITY RESIDENTIALCOM29476L1075,689,080106,199SH SOLE1106,19900
EQUITY RESIDENTIALCOM29476L10711,518215SH DFND300215
ERA GROUP INCCOM26885G109410,33615,097SH SOLE115,09700
ERA GROUP INCCOM26885G1091,35950SH DFND20050
ERICKSON AIR CRANE INCCOM29482P10039,5572,526SH SOLE12,52600
ERICKSON AIR-CRANE INCCOM29482P1007,830500SH DFND200500
ERICSSONCOM29482160848,9683,668SH DFND4003,668
ERICSSONCOM29482160815,4861,160SH DFND3001,160
ERIE INDEMNITY COMPANY CLCOM29530P10255,947772SH SOLE177200
ERIE INDTY COCOM29530P1023,62450SH DFND20050
ESB FINANCIAL CORPCOM26884F102109,6888,603SH SOLE18,60300
ESCO TECHNOLOGIES INCCOM296315104664,06819,984SH SOLE119,98400
ESCO TECHNOLOGIES INCCOM2963151041996SH DFND3006
ESSA BANCORP INCCOM29667D10462,7496,022SH SOLE16,02200
ESSEX PPTY TR INCCOM297178105703,6434,764SH DFND4004,764
ESSEX PPTY TR INCCOM2971781052952SH DFND3002
ESSEX PROPERTY TRUST INCCOM29717810511,858,83380,290SH SOLE180,29000
ESTEE LAUDER COMPANIES CLCOM51843910410,928,306156,342SH SOLE1156,34200
ESTERLINE TECHNOLOGIES CORCOM2974251006,870,93986,005SH SOLE186,00500
ETFS GOLD TRCOM26922Y10564,706495SH DFND400495
ETFS GOLD TRCOM26922Y105114,380875SH DFND300875
ETFS GOLD TRCOM26922Y105135,5571,037SH DFND2001,037
ETFS PALLADIUM TRCOM26923A10676,2581,078SH DFND3001,078
ETFS PALLADIUM TRCOM26923A1067,074100SH DFND200100
ETFS PLATINUM TRCOM26922V1015,21838SH DFND30038
ETFS PLATINUM TRCOM26922V1014,12030SH DFND20030
ETFS PRECIOUS METALS BASKETCOM26922W1098,323115SH DFND400115
ETFS PRECIOUS METALS BASKETCOM26922W10910,856150SH DFND300150
ETFS PRECIOUS METALS BASKETCOM26922W10974,5471,030SH DFND2001,030
ETFS SILVER TRCOM26922X10716,050750SH DFND400750
ETFS SILVER TRCOM26922X107127,2875,948SH DFND3005,948
ETFS SILVER TRCOM26922X107382,09717,855SH DFND20017,855
ETHAN ALLEN INTERIORS INCCOM297602104525,76818,865SH SOLE118,86500
EURONET WORLDWIDE INCCOM2987361091,329,83733,413SH SOLE133,41300
EURONET WORLDWIDE INCCOM2987361095,982150SH DFND400150
EURONET WORLDWIDE INCCOM2987361099,651242SH DFND200242
EV ENERGY PARTNERS LPCOM26926V10711,663314SH DFND200314
EVERBANK FINANCIAL CORPCOM29977G102808,21653,953SH SOLE153,95300
EVERCORE PARTNERS INCCOM29977A105133,2162,706SH DFND3002,706
EVERCORE PARTNERS INC CL ACOM29977A1051,175,56323,879SH SOLE123,87900
EVEREST RE GROUP LTDCOMG3223R10814,934,043102,703SH SOLE1102,70300
EVEREST RE GROUP LTDCOMG3223R10828,937199SH DFND400199
EVEREST RE GROUP LTDCOMG3223R108101,787700SH DFND300700
EVERTEC INCCOM30040P103439,26919,778SH SOLE119,77800
EVERYWARE GLOBAL INCCOM30043910674,7166,554SH SOLE16,55400
EVOLUTION PETROLEUM CORPCOM30049A107127,97011,365SH SOLE111,36500
EVOLVING SYS INCCOM30049R20987,5669,112SH DFND3009,112
EW SCRIPPS CO/THE ACOM811054402433,02323,598SH SOLE123,59800
EXACT SCIENCES CORPCOM30063P105507,40542,964SH SOLE142,96400
EXACTECH INCCOM30064E109126,2206,264SH SOLE16,26400
EXAMWORKS GROUP INCCOM