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:12-31-2013
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 YorkNY02-06-2014
[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:9,474
Form 13F Information Table Value Total:20,765,139
(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 ACOM68243Q10692,55417,108SH SOLE117,10800
1ST CONSTITUTION BANCORPCOM31986N102100,5209,483SH DFND4009,483
1ST SOURCE CORPCOM336901103319,81510,013SH SOLE110,01300
1ST SOURCE CORPCOM3369011031,11835SH DFND30035
1ST UNITED BANCORP INC FLACOM33740N1053,805500SH DFND300500
1ST UNITED BANCORP INC/NORCOM33740N105150,92919,833SH SOLE119,83300
3-D SYS CORP DELCOM88554D205107,0551,152SH DFND4001,152
3-D SYS CORP DELCOM88554D2051,471,63915,836SH DFND30015,836
3-D SYS CORP DELCOM88554D205751,1538,083SH DFND2008,083
3D SYSTEMS CORPCOM88554D20518,102,764194,800SH SOLE1194,80000
3M COCOM88579Y10131,685,701225,923SH SOLE1225,92300
3M COCOM88579Y101352,3082,512SH DFND4002,512
3M COCOM88579Y101891,7436,358SH DFND3006,358
3M COCOM88579Y101743,2085,299SH DFND2005,299
8X8 INCCOM282914100590,25558,096SH SOLE158,09600
8X8 INC NEWCOM28291410061,2356,033SH DFND3006,033
8X8 INC NEWCOM28291410020,3002,000SH DFND2002,000
AAON INCCOM000360206681,20621,321SH SOLE121,32100
AAON INCCOM000360206255,6968,003SH DFND3008,003
AAR CORPCOM000361105845,53830,187SH SOLE130,18700
AARON S INCCOM0025353004,609,832156,797SH SOLE1156,79700
AASTROM BIOSCIENCES INCCOM00253U40416250SH DFND30050
AASTROM BIOSCIENCES INCCOM00253U4041,770548SH DFND200548
ABAXIS INCCOM002567105667,81416,687SH SOLE116,68700
ABAXIS INCCOM0025671058,002200SH DFND200200
ABB LTDCOM00037520450,3051,894SH DFND4001,894
ABB LTDCOM00037520419,920750SH DFND300750
ABB LTDCOM0003752045,445205SH DFND200205
ABBOTT LABORATORIESCOM00282410023,673,068617,612SH SOLE1617,61200
ABBOTT LABSCOM002824100621,16816,206SH DFND40016,206
ABBOTT LABSCOM002824100404,62010,556SH DFND30010,556
ABBOTT LABSCOM0028241001,121,14729,250SH DFND20029,250
ABBVIE INCCOM00287Y10937,279,213705,912SH SOLE1705,91200
ABBVIE INCCOM00287Y1091,079,71920,445SH DFND40020,445
ABBVIE INCCOM00287Y109537,40210,176SH DFND30010,176
ABBVIE INCCOM00287Y1091,444,89227,360SH DFND20027,360
ABERCROMBIE & FITCH COCOM00289620741,1381,250SH DFND4001,250
ABERCROMBIE & FITCH COCOM00289620752716SH DFND30016
ABERCROMBIE & FITCH COCOM002896207289,7028,803SH DFND2008,803
ABERCROMBIE & FITCH COCOM002896907102SHCallDFND2002
ABERCROMBIE + FITCH CO CLCOM0028962075,173,123157,190SH SOLE1157,19000
ABERDEEN ASIA PACIFIC INCOMCOM0030091078,6401,500SH DFND4001,500
ABERDEEN ASIA PACIFIC INCOMCOM00300910744,8427,785SH DFND3007,785
ABERDEEN AUSTRALIA EQTY FD ICOM00301110316,8802,000SH DFND3002,000
ABERDEEN CHILE FD INCCOM00301W1053,313314SH DFND400314
ABERDEEN GLOBAL INCOME FD INCOM0030131093,151303SH DFND300303
ABERDEEN GLOBAL INCOME FD INCOM0030131094,026387SH DFND200387
ABERDEEN GTR CHINA FD INCCOM0030311015,095500SH DFND400500
ABERDEEN ISRAEL FUND INCCOM00301L10916,8601,000SH DFND3001,000
ABERDEEN ISRAEL FUND INCCOM00301L1094,974295SH DFND200295
ABIOMED INCCOM003654100777,97429,094SH SOLE129,09400
ABM INDS INCCOM000957100148,9825,211SH DFND3005,211
ABM INDUSTRIES INCCOM0009571001,178,25141,212SH SOLE141,21200
ABRAXAS PETROLEUM CORPCOM003830106178,79654,511SH SOLE154,51100
ACACIA RESEARCH CORPCOM003881307474,70232,648SH SOLE132,64800
ACADIA HEALTHCARE CO INCCOM00404A1091,112,49223,505SH SOLE123,50500
ACADIA HEALTHCARE COMPANY INCOM00404A1094,733100SH DFND300100
ACADIA PHARMACEUTICALS INCCOM0042251081,162,18546,506SH SOLE146,50600
ACADIA PHARMACEUTICALS INCCOM00422510812,970519SH DFND400519
ACADIA PHARMACEUTICALS INCCOM0042251089,996400SH DFND300400
ACADIA REALTY TRUSTCOM0042391091,040,60041,909SH SOLE141,90900
ACCELERATE DIAGNOSTICS INCCOM00430H10289,6467,348SH SOLE17,34800
ACCELERATE DIAGNOSTICS INCCOM00430H10261,0005,000SH DFND2005,000
ACCELERON PHARMA INCCOM00434H108168,6564,259SH SOLE14,25900
ACCELRYS INCCOM00430U103353,57137,062SH SOLE137,06200
ACCENTURE PLC CL ACOMG1151C101297,267,3973,615,512SH SOLE13,615,51200
ACCENTURE PLC IRELANDCOMG1151C10145,961559SH DFND400559
ACCENTURE PLC IRELANDCOMG1151C101110,5041,344SH DFND3001,344
ACCENTURE PLC IRELANDCOMG1151C10112,333150SH DFND200150
ACCESS MIDSTREAM PARTNERS LCOM00434L10925,631453SH DFND400453
ACCESS MIDSTREAM PARTNERS LCOM00434L10914,293253SH DFND300253
ACCESS NATIONAL CORPCOM00433710172,4934,849SH SOLE14,84900
ACCO BRANDS CORPCOM00081T108506,33275,347SH SOLE175,34700
ACCO BRANDS CORPCOM00081T108345SH DFND4005
ACCO BRANDS CORPCOM00081T108477SH DFND2007
ACCRETIVE HEALTH INCCOM00438V103357,44239,022SH SOLE139,02200
ACCRETIVE HEALTH INCCOM00438V10318,3202,000SH DFND3002,000
ACCURAY INCCOM004397105428,41949,187SH SOLE149,18700
ACCURIDE CORPCOM00439T20699,21126,598SH SOLE126,59800
ACE LTDCOMH0023R10515,848,476153,081SH SOLE1153,08100
ACE LTDCOMH0023R10528,367274SH DFND400274
ACE LTDCOMH0023R10596,904936SH DFND300936
ACE LTDCOMH0023R10522,466217SH DFND200217
ACELRX PHARMACEUTICALS INCCOM00444T100175,16915,488SH SOLE115,48800
ACELRX PHARMACEUTICALS INCCOM00444T10013,2331,170SH DFND2001,170
ACETO CORPCOM004446100454,65718,179SH SOLE118,17900
ACHILLION PHARMACEUTICALSCOM00448Q201212,74664,080SH SOLE164,08000
ACI WORLDWIDE INCCOM0044981016,782,555104,347SH SOLE1104,34700
ACORDA THERAPEUTICS INCCOM00484M106902,36830,903SH SOLE130,90300
ACORDA THERAPEUTICS INCCOM00484M1061,08037SH DFND40037
ACORDA THERAPEUTICS INCCOM00484M1065,840200SH DFND300200
ACORN ENERGY INCCOM00484810759,76414,684SH SOLE114,68400
ACTAVIS PLCCOMG0083B10810,889,92864,821SH SOLE164,82100
ACTAVIS PLCCOMG0083B1084,03224SH DFND40024
ACTAVIS PLCCOMG0083B1081,504,6088,956SH DFND3008,956
ACTAVIS PLCCOMG0083B10854,432324SH DFND200324
ACTIVISION BLIZZARD INCCOM00507V109908,02850,927SH SOLE150,92700
ACTIVISION BLIZZARD INCCOM00507V10927,7081,554SH DFND4001,554
ACTIVISION BLIZZARD INCCOM00507V10910,627596SH DFND300596
ACTIVISION BLIZZARD INCCOM00507V10935,4821,990SH DFND2001,990
ACTUANT CORPCOM00508X2033,55497SH DFND40097
ACTUANT CORPCOM00508X2037,328200SH DFND300200
ACTUANT CORP ACOM00508X2032,037,73455,615SH SOLE155,61500
ACTUATE CORPCOM00508B102242,14831,407SH SOLE131,40700
ACUITY BRANDS INCCOM00508Y10212,592,680115,191SH SOLE1115,19100
ACXIOM CORPCOM0051251097,427,914200,863SH SOLE1200,86300
ADAMS RESOURCES + ENERGY ICOM00635130895,5581,395SH SOLE11,39500
ADDUS HOMECARE CORPCOM00673910681,4263,627SH SOLE13,62700
ADECOAGRO S ACOML008491064,045500SH DFND400500
ADECOAGRO S ACOML0084910635,0304,330SH DFND2004,330
ADMINISTRADORA FONDOS PENSIOCOM00709P1083,29638SH DFND20038
ADOBE SYS INCCOM00724F10118,682312SH DFND400312
ADOBE SYS INCCOM00724F10128,922483SH DFND300483
ADOBE SYS INCCOM00724F10179,1601,322SH DFND2001,322
ADOBE SYSTEMS INCCOM00724F10112,146,898202,854SH SOLE1202,85400
ADT CORP/THECOM00101J1063,272,44580,861SH SOLE180,86100
ADTRAN INCCOM00738A1064,211,480155,923SH SOLE1155,92300
ADVANCE AUTO PARTS INCCOM00751Y10616,421,481148,369SH SOLE1148,36900
ADVANCE AUTO PARTS INCCOM00751Y10670,282635SH DFND300635
ADVANCE AUTO PARTS INCCOM00751Y10663,641575SH DFND200575
ADVANCED EMISSIONS SOLUTIOCOM00770C101387,0407,137SH SOLE17,13700
ADVANCED EMISSIONS SOLUTS INCOM00770C10122,126408SH DFND300408
ADVANCED ENERGY INDSCOM0079731008,001350SH DFND200350
ADVANCED ENERGY INDUSTRIESCOM007973100676,67929,601SH SOLE129,60100
ADVANCED MICRO DEVICESCOM0079031074,911,6261,269,154SH SOLE11,269,15400
ADVANCED MICRO DEVICES INCCOM00790310780,30320,750SH DFND40020,750
ADVANCED MICRO DEVICES INCCOM0079031071,478382SH DFND300382
ADVANCED MICRO DEVICES INCCOM0079031075,7201,478SH DFND2001,478
ADVANCED SEMICONDUCTOR ENGRCOM00756M4042,285476SH DFND400476
ADVENT CLAY CONV SEC INC FDCOM0076391073,640500SH DFND200500
ADVENT CLAYMORE CV SECS & INCOM00764C1094,336234SH DFND400234
ADVENT CLAYMORE CV SECS & INCOM00764C10937,0602,000SH DFND3002,000
ADVENT CLAYMORE CV SECS & INCOM00764C1093,706200SH DFND200200
ADVENT SOFTWARE INCCOM0079741083,609,009103,144SH SOLE1103,14400
ADVISORSHARES TRCOM00768Y50312,928250SH DFND400250
ADVISORSHARES TRCOM00768Y81877,5841,600SH DFND4001,600
ADVISORSHARES TRCOM00768Y503477,7069,238SH DFND2009,238
ADVISORSHARES TRCOM00768Y81818,911390SH DFND200390
ADVISORY BOARD CO/THECOM00762W1071,500,06523,560SH SOLE123,56000
AECOM TECHNOLOGY CORPCOM00766T1005,949,834202,169SH SOLE1202,16900
AEGERION PHARMACEUTICALS ICOM00767E1021,357,18119,126SH SOLE119,12600
AEGION CORPCOM00770F104649,36729,665SH SOLE129,66500
AEGION CORPCOM00770F104224,59110,260SH DFND40010,260
AEGON N VCOM0079241036,456681SH DFND300681
AEGON N VCOM00792410344,1394,656SH DFND2004,656
AEP INDUSTRIES INCCOM001031103152,9432,895SH SOLE12,89500
AERIE PHARMACEUTICALS INCCOM00771V10892,1175,129SH SOLE15,12900
AEROFLEX HOLDING CORPCOM00776710684,54613,007SH SOLE113,00700
AEROPOSTALECOM0078659084020SHCallDFND20020
AEROPOSTALE INCCOM007865108542,18259,646SH SOLE159,64600
AEROVIRONMENT INCCOM008073108413,55914,197SH SOLE114,19700
AEROVIRONMENT INCCOM0080731082,914100SH DFND200100
AES CORPCOM00130H1056,493,486447,518SH SOLE1447,51800
AES CORPCOM00130H10519,1971,323SH DFND4001,323
AES CORPCOM00130H1052,177150SH DFND300150
AES TR IIICOM00808N20230,108600SH DFND400600
AES TR IIICOM00808N20250,1801,000SH DFND3001,000
AETNA INCCOM00817Y10810,448,658152,335SH SOLE1152,33500
AETNA INC NEWCOM00817Y108150,3932,193SH DFND4002,193
AETNA INC NEWCOM00817Y1081,71525SH DFND30025
AETNA INC NEWCOM00817Y108215,9213,148SH DFND2003,148
AFC ENTERPRISESCOM00104Q107610,11015,847SH SOLE115,84700
AFC ENTERPRISES INCCOM00104Q1077,123185SH DFND200185
AFFILIATED MANAGERS GROUPCOM00825210823,405,690107,920SH SOLE1107,92000
AFFILIATED MANAGERS GROUPCOM0082521087,80836SH DFND40036
AFFILIATED MANAGERS GROUPCOM00825210815,18270SH DFND30070
AFFYMETRIX INCCOM00826T108463,80854,120SH SOLE154,12000
AFFYMETRIX INCCOM00826T1081,714200SH DFND400200
AFFYMETRIX INCCOM00826T108385,11944,938SH DFND20044,938
AFLAC INCCOM00105510212,025,870180,028SH SOLE1180,02800
AFLAC INCCOM001055102313,2854,690SH DFND4004,690
AFLAC INCCOM00105510217,573263SH DFND300263
AFLAC INCCOM001055102369,1675,526SH DFND2005,526
AG MORTGAGE INVESTMENT TRUCOM001228105289,95018,539SH SOLE118,53900
AG MTG INVT TR INCCOM0012281057,820500SH DFND300500
AGCO CORPCOM00108410211,052,075186,722SH SOLE1186,72200
AGCO CORPCOM0010841026,925117SH DFND400117
AGCO CORPCOM00108410274,7571,263SH DFND3001,263
AGENUS INCCOM00847G705396150SH DFND400150
AGILENT TECHNOLOGIES INCCOM00846U1018,206,365143,493SH SOLE1143,49300
AGILENT TECHNOLOGIES INCCOM00846U1018,979157SH DFND400157
AGILENT TECHNOLOGIES INCCOM00846U10134,314600SH DFND300600
AGILENT TECHNOLOGIES INCCOM00846U101124,6852,180SH DFND2002,180
AGILYSYS INCCOM00847J105150,32210,799SH SOLE110,79900
AGIOS PHARMACEUTICALS INCCOM00847X104108,6374,536SH SOLE14,53600
AGL RES INCCOM001204106151,6563,211SH DFND4003,211
AGL RES INCCOM001204106202,0474,278SH DFND3004,278
AGL RES INCCOM001204106329,2406,971SH DFND2006,971
AGL RESOURCES INCCOM0012041066,272,569132,809SH SOLE1132,80900
AGNICO EAGLE MINES LTDCOM00847410814,509550SH DFND400550
AGNICO EAGLE MINES LTDCOM008474108321,83612,200SH DFND30012,200
AGNICO EAGLE MINES LTDCOM0084741085,276200SH DFND200200
AGREE REALTY CORPCOM008492100328,47711,319SH SOLE111,31900
AGREE REALTY CORPCOM00849210033,9531,170SH DFND3001,170
AGREE REALTY CORPCOM008492100152,3815,251SH DFND2005,251
AGRIUM INCCOM008916108210,4042,300SH DFND4002,300
AGRIUM INCCOM0089161084,57450SH DFND20050
AH BELO CORP ACOM00128210293,63612,535SH SOLE112,53500
AIR LEASE CORPCOM00912X30283,6982,693SH SOLE12,69300
AIR LEASE CORPCOM00912X30212,432400SH DFND300400
AIR METHODS CORPCOM0091283071,702,82829,193SH SOLE129,19300
AIR METHODS CORPCOM00912830720,391350SH DFND400350
AIR PRODS & CHEMS INCCOM0091581064,47140SH DFND40040
AIR PRODS & CHEMS INCCOM009158106159,7341,429SH DFND3001,429
AIR PRODS & CHEMS INCCOM009158106346,7423,102SH DFND2003,102
AIR PRODUCTS + CHEMICALS ICOM00915810618,386,804164,491SH SOLE1164,49100
AIR TRANSPORT SERVICES GROCOM00922R105278,40934,414SH SOLE134,41400
AIR TRANSPORT SERVICES GRP ICOM00922R105809100SH DFND200100
AIRCASTLE LTDCOMG0129K104870,51545,434SH SOLE145,43400
AIRGAS INCCOM0093631022,526,58022,589SH SOLE122,58900
AIRGAS INCCOM0093631021541SH DFND2001
AK STEEL HOLDING CORPCOM001547108849,627103,613SH SOLE1103,61300
AK STL HLDG CORPCOM0015471089,7331,187SH DFND3001,187
AK STL HLDG CORPCOM00154710841,0005,000SH DFND2005,000
AKAMAI TECHNOLOGIES INCCOM00971T1013,328,31370,545SH SOLE170,54500
AKAMAI TECHNOLOGIES INCCOM00971T1013,63377SH DFND40077
AKAMAI TECHNOLOGIES INCCOM00971T101273,6445,800SH DFND2005,800
AKORN INCCOM0097281061,120,76445,504SH SOLE145,50400
AKORN INCCOM0097281066,253254SH DFND300254
AKORN INCCOM00972810632,4981,320SH DFND2001,320
ALAMO GROUP INCCOM011311107285,1224,698SH SOLE14,69800
ALASKA AIR GROUP INCCOM01165910910,396,456141,699SH SOLE1141,69900
ALASKA AIR GROUP INCCOM0116591093,30245SH DFND40045
ALASKA AIR GROUP INCCOM011659109242,1213,300SH DFND3003,300
ALASKA AIR GROUP INCCOM011659109237,5723,238SH DFND2003,238
ALBANY INTL CORP CL ACOM012348108764,37521,274SH SOLE121,27400
ALBANY MOLECULAR RESEARCHCOM012423109155,62515,439SH SOLE115,43900
ALBEMARLE CORPCOM01265310110,582,390166,941SH SOLE1166,94100
ALBEMARLE CORPCOM0126531015,64289SH DFND20089
ALCATEL-LUCENTCOM0139043057,6471,738SH DFND4001,738
ALCATEL-LUCENTCOM01390430516,1043,660SH DFND3003,660
ALCATEL-LUCENTCOM013904305106,69124,248SH DFND20024,248
ALCOA INCCOM0138171014,209,246395,978SH SOLE1395,97800
ALCOA INCCOM01381710133,5913,160SH DFND4003,160
ALCOA INCCOM013817101103,3709,724SH DFND3009,724
ALCOA INCCOM013817101594,01555,881SH DFND20055,881
ALERE INCCOM01449J105113,0533,123SH SOLE13,12300
ALERE INCCOM01449J1051,08630SH DFND30030
ALERE INCCNV01449JAA325,84623PRN DFND20023
ALEXANDER + BALDWIN INCCOM0144911044,791,981114,833SH SOLE1114,83300
ALEXANDER S INCCOM014752109460,0201,394SH SOLE11,39400
ALEXANDRIA REAL ESTATE EQ INCOM01527110920,486322SH DFND400322
ALEXANDRIA REAL ESTATE EQ INCOM01527110912,151191SH DFND300191
ALEXANDRIA REAL ESTATE EQUCOM0152711099,383,950147,500SH SOLE1147,50000
ALEXCO RESOURCE CORPCOM01535P10610,0808,000SH DFND3008,000
ALEXION PHARMACEUTICALS INCOM01535110911,712,60788,025SH SOLE188,02500
ALEXION PHARMACEUTICALS INCCOM0153511099,43571SH DFND40071
ALEXION PHARMACEUTICALS INCCOM015351109294,8702,219SH DFND3002,219
ALEXION PHARMACEUTICALS INCCOM015351109101,390763SH DFND200763
ALICO INCCOM01623010474,4361,915SH SOLE11,91500
ALIGN TECHNOLOGY INCCOM0162551013,163,53855,355SH SOLE155,35500
ALIGN TECHNOLOGY INCCOM0162551013,25757SH DFND40057
ALIGN TECHNOLOGY INCCOM0162551013,77166SH DFND20066
ALIMERA SCIENCES INCCOM01625910352,98311,249SH SOLE111,24900
ALKERMES PLCCOMG0176710583,0682,043SH SOLE12,04300
ALKERMES PLCCOMG0176710546,3931,141SH DFND4001,141
ALLEGHANY CORPCOM01717510013,809,81934,528SH SOLE134,52800
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,424,27439,974SH SOLE139,97400
ALLEGHENY TECHNOLOGIES INCCOM01741R1023,919110SH DFND400110
ALLEGHENY TECHNOLOGIES INCCOM01741R102231,5766,499SH DFND3006,499
ALLEGHENY TECHNOLOGIES INCCOM01741R10228,631804SH DFND200804
ALLEGIANT TRAVEL COCOM01748X1021,198,22011,364SH SOLE111,36400
ALLEGION PLCCOMG0176J1091,827,03641,345SH SOLE141,34500
ALLEGION PUB LTD COCOMG0176J10914,318324SH DFND400324
ALLEGION PUB LTD COCOMG0176J10937,385846SH DFND300846
ALLEGION PUB LTD COCOMG0176J10946,1341,044SH DFND2001,044
ALLERGAN INCCOM01849010211,812,025106,338SH SOLE1106,33800
ALLERGAN INCCOM01849010270,314633SH DFND400633
ALLERGAN INCCOM018490102381,5603,435SH DFND3003,435
ALLERGAN INCCOM01849010221,883197SH DFND200197
ALLETE INCCOM0185223001,499,84230,069SH SOLE130,06900
ALLETE INCCOM0185223009,976200SH DFND300200
ALLIANCE CALIF MUN INCOME FDCOM01854610167,8155,591SH DFND3005,591
ALLIANCE DATA SYSTEMS CORPCOM0185811084,304,42716,371SH SOLE116,37100
ALLIANCE DATA SYSTEMS CORPCOM0185811084,73318SH DFND40018
ALLIANCE DATA SYSTEMS CORPCOM018581108165,120628SH DFND300628
ALLIANCE DATA SYSTEMS CORPCOM018581108207,452789SH DFND200789
ALLIANCE FIBER OPTIC PRODS ICOM01868030676,7555,100SH DFND2005,100
ALLIANCE FIBER OPTIC PRODUCOM018680306114,9377,637SH SOLE17,63700
ALLIANCE HEALTHCARE SERVICCOM01860630181,7903,306SH SOLE13,30600
ALLIANCE HOLDINGS GP LPCOM01861G1002,93250SH DFND20050
ALLIANCE NEW YORK MUN INC FDCOM01871410520,1791,700SH DFND4001,700
ALLIANCE NEW YORK MUN INC FDCOM01871410534,4232,900SH DFND3002,900
ALLIANCE ONE INTERNATIONALCOM018772103201,51466,070SH SOLE166,07000
ALLIANCE RES PARTNER L PCOM01877R10850,050650SH DFND400650
ALLIANCE RES PARTNER L PCOM01877R10896,2611,250SH DFND3001,250
ALLIANCE RES PARTNER L PCOM01877R108265,6503,450SH DFND2003,450
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106149,28310,454SH DFND40010,454
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106125,5768,794SH DFND3008,794
ALLIANCEBERNSTEIN HOLDING LPCOM01881G1067,017329SH DFND400329
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10665,0593,049SH DFND3003,049
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101128,77718,061SH DFND40018,061
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101225,11231,573SH DFND30031,573
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101125,84517,650SH DFND20017,650
ALLIANCEBERNSTEIN NATL MUNICOM01864U10612,5301,000SH DFND4001,000
ALLIANCEBERNSTEIN NATL MUNICOM01864U106112,2298,957SH DFND3008,957
ALLIANT ENERGY CORPCOM01880210811,789,207228,473SH SOLE1228,47300
ALLIANT ENERGY CORPCOM01880210839,422764SH DFND400764
ALLIANT ENERGY CORPCOM01880210814,099273SH DFND200273
ALLIANT TECHSYSTEMS INCCOM0188041047,981,60065,595SH SOLE165,59500
ALLIANT TECHSYSTEMS INCCOM01880410437,721310SH DFND300310
ALLIANT TECHSYSTEMS INCCOM0188041048,56170SH DFND20070
ALLIANZGI CONV & INCOME FDCOM0188281033,884400SH DFND400400
ALLIANZGI CONV & INCOME FDCOM018828103310,19931,946SH DFND30031,946
ALLIANZGI CONV & INCOME FDCOM01882810323,6442,435SH DFND2002,435
ALLIANZGI CONV & INCOME FD ICOM01882510922,4592,501SH DFND4002,501
ALLIANZGI CONV & INCOME FD ICOM01882510949,7045,535SH DFND3005,535
ALLIANZGI EQUITY & CONV INCOCOM0188291013,904200SH DFND200200
ALLIANZGI NFJ DIVID INT & PRCOM01883A10720,9331,182SH DFND4001,182
ALLIANZGI NFJ DIVID INT & PRCOM01883A107396,40322,383SH DFND30022,383
ALLIANZGI NFJ DIVID INT & PRCOM01883A1075,313300SH DFND200300
ALLIED MOTION TECHNOLOGIES ICOM01933010990,9727,307SH DFND2007,307
ALLIED NEVADA GOLD CORPCOM019344100244,75868,946SH SOLE168,94600
ALLIED NEVADA GOLD CORPCOM01934410015,4434,350SH DFND4004,350
ALLIED NEVADA GOLD CORPCOM0193441003,5501,000SH DFND2001,000
ALLIED WORLD ASSURANCE COCOMH01531104121,1581,074SH SOLE11,07400
ALLIED WRLD ASSUR COM HLDG ACOMH015311042,82025SH DFND40025
ALLISON TRANSMISSION HLDGS ICOM01973R1015,522200SH DFND300200
ALLISON TRANSMISSION HOLDICOM01973R10133,4081,210SH SOLE11,21000
ALLOT COMMUNICATIONS LTDCOMM0854Q10517,0211,125SH DFND4001,125
ALLSCRIPTS HEALTHCARE SOLUCOM01988P1085,067,943327,810SH SOLE1327,81000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1089,276600SH DFND300600
ALLSTATE CORPCOM02000210111,835,725217,010SH SOLE1217,01000
ALLSTATE CORPCOM020002101578,12410,600SH DFND40010,600
ALLSTATE CORPCOM02000210191,0821,670SH DFND3001,670
ALLSTATE CORPCOM02000210199,4811,824SH DFND2001,824
ALMOST FAMILY INCCOM020409108203,4856,294SH SOLE16,29400
ALNYLAM PHARMACEUTICALS INCOM02043Q1072,481,20838,570SH SOLE138,57000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10760,506941SH DFND200941
ALON USA ENERGY INCCOM020520102255,46015,445SH SOLE115,44500
ALPHA + OMEGA SEMICONDUCTOCOMG6331P10488,78811,516SH SOLE111,51600
ALPHA NATURAL RESOURCES INCOM02076X1024,234,570593,077SH SOLE1593,07700
ALPHA NATURAL RESOURCES INCCOM02076X10211,7881,651SH DFND3001,651
ALPHA NATURAL RESOURCES INCCOM02076X102339,96447,614SH DFND20047,614
ALPHATEC HOLDINGS INCCOM02081G10282,69741,143SH SOLE141,14300
ALPINE GLOBAL PREMIER PPTYSCOM02083A10311,8711,651SH DFND4001,651
ALPINE GLOBAL PREMIER PPTYSCOM02083A103146,18620,332SH DFND30020,332
ALPINE TOTAL DYNAMIC DIVID FCOM02106010823,6235,638SH DFND3005,638
ALPINE TOTAL DYNAMIC DIVID FCOM0210601084,2951,025SH DFND2001,025
ALPS ETF TRCOM00162Q866993,26355,833SH DFND40055,833
ALPS ETF TRCOM00162Q10610,652272SH DFND400272
ALPS ETF TRCOM00162Q858102,7203,000SH DFND4003,000
ALPS ETF TRCOM00162Q866637,75235,849SH DFND30035,849
ALPS ETF TRCOM00162Q10662,6561,600SH DFND3001,600
ALPS ETF TRCOM00162Q20570,6021,383SH DFND3001,383
ALPS ETF TRCOM00162Q8662,994,883168,346SH DFND200168,346
ALPS ETF TRCOM00162Q85839,5471,155SH DFND2001,155
ALTERA CORPCOM0214411004,517,766138,880SH SOLE1138,88000
ALTERA CORPCOM0214411001,52847SH DFND40047
ALTERA CORPCOM0214411009,006277SH DFND300277
ALTISOURCE ASSET MGMT CORPCOM02153X108355,260382SH DFND400382
ALTISOURCE PORTFOLIO SOLNS SCOML0175J104555,2053,500SH DFND4003,500
ALTISOURCE RESIDENTIAL CORCOM02153W100844,79628,057SH SOLE128,05700
ALTRA INDUSTRIAL MOTION COCOM02208R106613,18817,919SH SOLE117,91900
ALTRIA GROUP INCCOM02209S103289,171,8307,532,478SH SOLE17,532,47800
ALTRIA GROUP INCCOM02209S1031,200,89231,281SH DFND40031,281
ALTRIA GROUP INCCOM02209S1034,213,767109,762SH DFND300109,762
ALTRIA GROUP INCCOM02209S1032,105,10554,835SH DFND20054,835
ALVARION LTDCOMM0861T1181320SH DFND30020
ALZA CORPCNV02261WAB51,2591PRN DFND4001
AMAG PHARMACEUTICALS INCCOM00163U106347,49814,318SH SOLE114,31800
AMARIN CORP PLCCOM02311120623,93612,150SH DFND40012,150
AMARIN CORP PLCCOM02311120646,73823,725SH DFND30023,725
AMARIN CORP PLCCOM0231112061,576800SH DFND200800
AMAZON COM INCCOM023135106667,1761,673SH DFND4001,673
AMAZON COM INCCOM0231351061,786,9784,481SH DFND3004,481
AMAZON COM INCCOM023135106184,640463SH DFND200463
AMAZON.COM INCCOM02313510664,896,293162,733SH SOLE1162,73300
AMBAC FINANCIAL GROUP INCCOM023139884733,46029,864SH SOLE129,86400
AMBARELLA INCCOMG037AX101416,59312,278SH SOLE112,27800
AMBARELLA INCCOMG037AX10116,267480SH DFND400480
AMBARELLA INCCOMG037AX10117,792525SH DFND300525
AMBARELLA INCCOMG037AX101129,2903,815SH DFND2003,815
AMBEV SACOM02319V1033,675500SH DFND400500
AMBEV SACOM02319V103126,96417,274SH DFND30017,274
AMBEV SACOM02319V1031,617220SH DFND200220
AMC NETWORKS INCCOM00164V1033,13346SH DFND40046
AMC NETWORKS INC ACOM00164V1038,224,487120,753SH SOLE1120,75300
AMCOL INTERNATIONAL CORPCOM02341W103709,74020,887SH SOLE120,88700
AMDOCS LTDCOMG02602103255,0286,184SH SOLE16,18400
AMDOCS LTDCOMG026021035,774140SH DFND300140
AMEDISYS INCCOM023436108351,31024,013SH SOLE124,01300
AMEDISYS INCCOM02343610858540SH DFND40040
AMER NATL BNKSHS/DANVILLECOM027745108136,9735,218SH SOLE15,21800
AMERCOCOM02358610045,665192SH SOLE119200
AMERCOCOM02358610018,07676SH DFND30076
AMERCOCOM0235861003,33014SH DFND20014
AMEREN CORPCOM023608102795,78722,007SH DFND40022,007
AMEREN CORPCOM023608102108,5523,002SH DFND3003,002
AMEREN CORPCOM023608102427,84511,832SH DFND20011,832
AMEREN CORPORATIONCOM0236081024,254,224117,650SH SOLE1117,65000
AMERESCO INCCOM02361E1084,830500SH DFND400500
AMERESCO INC CL ACOM02361E108125,35812,977SH SOLE112,97700
AMERICA FIRST MULTIFAMILY INCOM02364V10784,91513,500SH DFND30013,500
AMERICA FIRST MULTIFAMILY INCOM02364V1071,887300SH DFND200300
AMERICA MOVIL SAB DE CVCOM02364W105139,6125,974SH DFND4005,974
AMERICA MOVIL SAB DE CVCOM02364W10518,275782SH DFND300782
AMERICA MOVIL SAB DE CVCOM02364W105163,3006,988SH DFND2006,988
AMERICA S CAR MART INCCOM03062T105225,5935,342SH SOLE15,34200
AMERICAN AIRLINES GROUP INCOM02376R102126,6045,014SH SOLE15,01400
AMERICAN AIRLS GROUP INCCOM02376R10215,377609SH DFND400609
AMERICAN AIRLS GROUP INCCOM02376R102166,5746,597SH DFND3006,597
AMERICAN AIRLS GROUP INCCOM02376R10225,4021,006SH DFND2001,006
AMERICAN APPAREL INCCOM02385010047,30938,463SH SOLE138,46300
AMERICAN ASSETS TRUST INCCOM024013104805,01725,613SH SOLE125,61300
AMERICAN AXLE + MFG HOLDINCOM024061103912,33644,613SH SOLE144,61300
AMERICAN CAMPUS CMNTYS INCCOM02483510022,547700SH DFND400700
AMERICAN CAMPUS CMNTYS INCCOM0248351009,663300SH DFND300300
AMERICAN CAMPUS COMMUNITIECOM0248351006,950,467215,786SH SOLE1215,78600
AMERICAN CAP LTDCOM02503Y1039,556611SH DFND400611
AMERICAN CAP LTDCOM02503Y10332,7522,094SH DFND3002,094
AMERICAN CAP LTDCOM02503Y1034,207269SH DFND200269
AMERICAN CAP MTG INVT CORPCOM02504A1041,13565SH DFND40065
AMERICAN CAPITAL AGENCY COCOM02503X105293,76715,229SH SOLE115,22900
AMERICAN CAPITAL AGENCY CORPCOM02503X10555,5432,879SH DFND4002,879
AMERICAN CAPITAL AGENCY CORPCOM02503X105301,76215,643SH DFND30015,643
AMERICAN CAPITAL AGENCY CORPCOM02503X10552,4302,718SH DFND2002,718
AMERICAN CAPITAL LTDCOM02503Y1031,544,10698,728SH SOLE198,72800
AMERICAN CAPITAL MORTGAGECOM02504A104613,00335,109SH SOLE135,10900
AMERICAN EAGLE OUTFITTERSCOM02553E1065,004,058347,504SH SOLE1347,50400
AMERICAN EAGLE OUTFITTERS NECOM02553E1067,373512SH DFND300512
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,440100SH DFND200100
AMERICAN ELEC PWR INCCOM025537101210,6104,506SH DFND4004,506
AMERICAN ELEC PWR INCCOM025537101820,83717,562SH DFND30017,562
AMERICAN ELEC PWR INCCOM025537101436,8639,347SH DFND2009,347
AMERICAN ELECTRIC POWERCOM0255371017,557,765161,698SH SOLE1161,69800
AMERICAN EQTY INVT LIFE HLDCOM02567620621,104800SH DFND300800
AMERICAN EQUITY INVT LIFECOM0256762061,120,78142,486SH SOLE142,48600
AMERICAN EXPRESS COCOM02581610936,412,762401,331SH SOLE1401,33100
AMERICAN EXPRESS COCOM025816109475,6075,242SH DFND4005,242
AMERICAN EXPRESS COCOM025816109483,8265,333SH DFND3005,333
AMERICAN EXPRESS COCOM025816109283,2593,122SH DFND2003,122
AMERICAN FINANCIAL GROUP ICOM0259321048,498,231147,232SH SOLE1147,23200
AMERICAN FINL GROUP INC OHIOCOM0259321044,21473SH DFND40073
AMERICAN HOMES 4 RENTCOM02665T306309,42019,100SH DFND30019,100
AMERICAN HOMES 4 RENT ACOM02665T30628,0421,731SH SOLE11,73100
AMERICAN INTERNATIONAL GROCOM02687478424,935,832488,459SH SOLE1488,45900
AMERICAN INTL GROUP INCCOM026874784513,31510,055SH DFND40010,055
AMERICAN INTL GROUP INCCOM026874156113,7855,619SH DFND4005,619
AMERICAN INTL GROUP INCCOM0268747841,731,34133,915SH DFND30033,915
AMERICAN INTL GROUP INCCOM02687415612,515618SH DFND300618
AMERICAN INTL GROUP INCCOM026874784479,4629,392SH DFND2009,392
AMERICAN INTL GROUP INCCOM0268741567,229357SH DFND200357
AMERICAN NATIONAL INSURANCCOM02859110531,957279SH SOLE127900
AMERICAN NATL INS COCOM0285911055,72750SH DFND30050
AMERICAN PACIFIC CORPCOM028740108146,1343,922SH SOLE13,92200
AMERICAN PUBLIC EDUCATIONCOM02913V103581,36813,374SH SOLE113,37400
AMERICAN RAILCAR INDS INCCOM02916P10361,6131,347SH DFND3001,347
AMERICAN RAILCAR INDS INCCOM02916P10333,506732SH DFND200732
AMERICAN RAILCAR INDUSTRIECOM02916P103286,9446,272SH SOLE16,27200
AMERICAN REALTY CAPITAL PRCOM02917T1041,314,575102,222SH SOLE1102,22200
AMERICAN RESIDENTIAL PROPECOM02927E303156,0369,093SH SOLE19,09300
AMERICAN RLTY CAP PPTYS INCCOM02917T104599,39146,642SH DFND40046,642
AMERICAN RLTY CAP PPTYS INCCOM02917T1041,987,907154,689SH DFND300154,689
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,510,595195,362SH DFND200195,362
AMERICAN SCIENCE & ENGR INCCOM0294291079,708135SH DFND200135
AMERICAN SCIENCE + ENGINEECOM029429107443,6856,170SH SOLE16,17000
AMERICAN SELECT PORTFOLIO INCOM02957010817,5941,900SH DFND3001,900
AMERICAN SELECT PORTFOLIO INCOM02957010813,6771,477SH DFND2001,477
AMERICAN SOFTWARE INCCOM02968310911,7261,188SH DFND3001,188
AMERICAN SOFTWARE INC CL ACOM029683109157,17015,924SH SOLE115,92400
AMERICAN STATES WATER COCOM029899101842,68029,331SH SOLE129,33100
AMERICAN STS WTR COCOM0298991011,03436SH DFND30036
AMERICAN SUPERCONDUCTOR COCOM03011110853,19732,437SH SOLE132,43700
AMERICAN SUPERCONDUCTOR CORPCOM0301111082,4601,500SH DFND3001,500
AMERICAN SUPERCONDUCTOR CORPCOM0301111086,5604,000SH DFND2004,000
AMERICAN TOWER CORPCOM03027X10013,590,393170,263SH SOLE1170,26300
AMERICAN TOWER CORP NEWCOM03027X100102,9551,290SH DFND4001,290
AMERICAN TOWER CORP NEWCOM03027X100472,8545,924SH DFND3005,924
AMERICAN TOWER CORP NEWCOM03027X10075,031940SH DFND200940
AMERICAN VANGUARD CORPCOM030371108519,83021,401SH SOLE121,40100
AMERICAN VANGUARD CORPCOM03037110829,1481,200SH DFND2001,200
AMERICAN WATER WORKS CO INCOM030420103288,4676,826SH SOLE16,82600
AMERICAN WOODMARK CORPCOM030506109306,3587,750SH SOLE17,75000
AMERICAN WTR WKS CO INC NEWCOM0304201036,719159SH DFND400159
AMERICAN WTR WKS CO INC NEWCOM03042010396,7752,290SH DFND3002,290
AMERICAN WTR WKS CO INC NEWCOM0304201031,05725SH DFND20025
AMERIGAS PARTNERS L PCOM030975106292,8526,571SH DFND4006,571
AMERIGAS PARTNERS L PCOM030975106800,34017,957SH DFND30017,957
AMERIGAS PARTNERS L PCOM0309751066,686150SH DFND200150
AMERIPRISE FINANCIAL INCCOM03076C1069,127,83779,338SH SOLE179,33800
AMERIPRISE FINL INCCOM03076C10614,611127SH DFND400127
AMERIPRISE FINL INCCOM03076C10617,759154SH DFND300154
AMERIPRISE FINL INCCOM03076C1064,14236SH DFND20036
AMERIS BANCORPCOM03076K108334,50915,846SH SOLE115,84600
AMERISAFE INCCOM03071H100590,89513,989SH SOLE113,98900
AMERISOURCEBERGEN CORPCOM03073E1055,656,72180,454SH SOLE180,45400
AMERISOURCEBERGEN CORPCOM03073E1056,25889SH DFND40089
AMERISOURCEBERGEN CORPCOM03073E10571,2241,013SH DFND3001,013
AMERN STRATEGIC INCOME PTFLCOM03009910539,1675,080SH DFND3005,080
AMES NATIONAL CORPCOM031001100138,3486,179SH SOLE16,17900
AMETEK INCCOM0311001004,327,26282,158SH SOLE182,15800
AMETEK INC NEWCOM0311001002,58149SH DFND40049
AMGEN INCCOM03116210037,226,206326,088SH SOLE1326,08800
AMGEN INCCOM031162100294,6692,583SH DFND4002,583
AMGEN INCCOM031162100983,4128,620SH DFND3008,620
AMGEN INCCOM031162100392,5493,441SH DFND2003,441
AMICUS THERAPEUTICS INCCOM03152W10947,41420,176SH SOLE120,17600
AMIRA NATURE FOODS LTDCOMG0335L1024,728300SH DFND400300
AMKOR TECHNOLOGY INCCOM031652100285,34546,549SH SOLE146,54900
AMN HEALTHCARE SERVICES INCOM001744101514,36834,991SH SOLE134,99100
AMN HEALTHCARE SERVICES INCCOM0017441017,350500SH DFND400500
AMPCO PITTSBURGH CORPCOM032037103109,0955,609SH SOLE15,60900
AMPHENOL CORP CL ACOM0320951014,742,41453,178SH SOLE153,17800
AMPHENOL CORP NEWCOM0320951016,33271SH DFND20071
AMPIO PHARMACEUTICALS INCCOM03209T109147,17720,642SH SOLE120,64200
AMPIO PHARMACEUTICALS INCCOM03209T109144,02620,200SH DFND30020,200
AMREIT INCCOM03216B208218,83713,026SH SOLE113,02600
AMREIT INC NEWCOM03216B20892,4005,500SH DFND3005,500
AMREP CORP NEWCOM0321591051,750250SH DFND200250
AMSURG CORPCOM03232P4051,117,69324,340SH SOLE124,34000
AMSURG CORPCOM03232P40511,480250SH DFND400250
AMTRUST FINANCIAL SERVICESCOM032359309672,79320,581SH SOLE120,58100
AMTRUST FINL SVCS INCCOM03235930972,5722,220SH DFND3002,220
AMYRIS INCCOM03236M10192,01417,394SH SOLE117,39400
ANACOR PHARMACEUTICALS INCCOM032420101282,17216,816SH SOLE116,81600
ANADARKO PETE CORPCOM03251110771,383900SH DFND400900
ANADARKO PETE CORPCOM032511107153,5641,936SH DFND3001,936
ANADARKO PETE CORPCOM03251110710,074127SH DFND200127
ANADARKO PETROLEUM CORPCOM03251110715,208,420191,735SH SOLE1191,73500
ANADIGICS INCCOM032515108100,48654,612SH SOLE154,61200
ANALOG DEVICES INCCOM0326541058,232,071161,635SH SOLE1161,63500
ANALOG DEVICES INCCOM0326541055,093100SH DFND200100
ANALOGIC CORPCOM032657207825,5569,322SH SOLE19,32200
ANAREN INCCOM032744104215,5797,702SH SOLE17,70200
ANDERSONS INCCOM034164103128,7171,443SH DFND4001,443
ANDERSONS INCCOM0341641033,83443SH DFND30043
ANDERSONS INC/THECOM0341641031,257,74314,105SH SOLE114,10500
ANGIE S LIST INCCOM034754101424,73028,035SH SOLE128,03500
ANGIODYNAMICS INCCOM03475V101280,98816,346SH SOLE116,34600
ANGLOGOLD ASHANTI LTDCOM03512820612911SH DFND40011
ANGLOGOLD ASHANTI LTDCOM0351282068,520727SH DFND200727
ANGLOGOLD ASHANTI LTDCOM0351289065010SHCallDFND20010
ANHEUSER BUSCH INBEV SA/NVCOM03524A10813,414126SH DFND400126
ANHEUSER BUSCH INBEV SA/NVCOM03524A108239,0032,245SH DFND3002,245
ANHEUSER BUSCH INBEV SA/NVCOM03524A10839,390370SH DFND200370
ANIKA THERAPEUTICS INCCOM035255108345,9599,066SH SOLE19,06600
ANIKA THERAPEUTICS INCCOM03525510833,466877SH DFND300877
ANIXTER INTERNATIONAL INCCOM0352901051,847,11020,560SH SOLE120,56000
ANIXTER INTL INCCOM0352901058,80498SH DFND30098
ANN INCCOM0356231074,537,571124,113SH SOLE1124,11300
ANN INCCOM0356231072,37665SH DFND40065
ANN INCCOM0356231075,484150SH DFND300150
ANNALY CAP MGMT INCCOM035710409128,77612,916SH DFND40012,916
ANNALY CAP MGMT INCCOM0357104091,877,855188,351SH DFND300188,351
ANNALY CAP MGMT INCCOM035710409153,85615,432SH DFND20015,432
ANNALY CAPITAL MANAGEMENTCOM035710409362,83836,393SH SOLE136,39300
ANNIE S INCCOM03600T104461,26010,717SH SOLE110,71700
ANNIES INCCOM03600T10434,690806SH DFND300806
ANNIES INCCOM03600T1046,671155SH DFND200155
ANSYS INCCOM03662Q10516,460,482188,767SH SOLE1188,76700
ANSYS INCCOM03662Q1056988SH DFND4008
ANSYS INCCOM03662Q10561,040700SH DFND300700
ANSYS INCCOM03662Q1056,97680SH DFND20080
ANTARES PHARMA INCCOM036642106335,15874,812SH SOLE174,81200
ANTARES PHARMA INCCOM0366421061,118250SH DFND200250
ANTERO RESOURCES CORPCOM03674X10667,5641,065SH SOLE11,06500
ANWORTH MORTGAGE ASSET CORCOM037347101404,74996,140SH SOLE196,14000
ANWORTH MORTGAGE ASSET CPCOM037347101842200SH DFND400200
ANWORTH MORTGAGE ASSET CPCOM0373471013,031720SH DFND300720
ANWORTH MORTGAGE ASSET CPCOM0373471012,067491SH DFND200491
AOL INCCOM00184X1057,532,067161,563SH SOLE1161,56300
AOL INCCOM00184X1051,39930SH DFND40030
AOL INCCOM00184X10597921SH DFND30021
AOL INCCOM00184X1051,86540SH DFND20040
AON PLCCOMG0408V1029,642,065114,937SH SOLE1114,93700
AON PLCCOMG0408V10235,365422SH DFND300422
AON PLCCOMG0408V10231,123371SH DFND200371
APACHE CORPCOM03741110515,344,501178,549SH SOLE1178,54900
APACHE CORPCOM037411105138,5351,612SH DFND4001,612
APACHE CORPCOM037411105496,9995,783SH DFND3005,783
APACHE CORPCOM037411105783,2619,114SH DFND2009,114
APARTMENT INVT + MGMT COCOM03748R1011,330,42751,348SH SOLE151,34800
APCO OIL & GAS INTERNATIONALCOMG0471F1091,16975SH DFND20075
APCO OIL AND GAS INTL INCCOMG0471F10994,5386,064SH SOLE16,06400
API TECHNOLOGIES CORPCOM00187E20373,04221,420SH SOLE121,42000
APOGEE ENTERPRISES INCCOM037598109784,63421,850SH SOLE121,85000
APOGEE ENTERPRISES INCCOM0375981093,591100SH DFND300100
APOGEE ENTERPRISES INCCOM037598109304,5748,482SH DFND2008,482
APOLLO COML REAL EST FIN INCCOM03762U1054,501277SH DFND300277
APOLLO COMMERCIAL REAL ESTCOM03762U105397,73524,476SH SOLE124,47600
APOLLO ED GROUP INCCOM0376041055,464200SH DFND300200
APOLLO ED GROUP INCCOM037604105118,5694,340SH DFND2004,340
APOLLO EDUCATION GROUP INCCOM0376041055,613,468205,471SH SOLE1205,47100
APOLLO INVESTMENT CORPCOM03761U1065,116,323603,340SH SOLE1603,34000
APOLLO INVT CORPCOM03761U10633,9004,000SH DFND4004,000
APOLLO INVT CORPCOM03761U1061,728,912204,001SH DFND300204,001
APOLLO INVT CORPCOM03761U1066,356750SH DFND200750
APOLLO RESIDENTIAL MORTGAGCOM03763V102314,23821,261SH SOLE121,26100
APOLLO RESIDENTIAL MTG INCCOM03763V1022,956200SH DFND200200
APOLLO TACTICAL INCOME FD INCOM03763810346,8002,600SH DFND4002,600
APPLE INCCOM037833100211,965,475377,761SH SOLE1377,76100
APPLE INCCOM0378331009,545,90917,015SH DFND40017,015
APPLE INCCOM0378339007,0902SHCallDFND4002
APPLE INCCOM03783310019,936,25535,536SH DFND30035,536
APPLE INCCOM03783310013,773,82924,551SH DFND20024,551
APPLIED INDUSTRIAL TECH INCOM03820C1051,572,50032,033SH SOLE132,03300
APPLIED MATERIALS INCCOM03822210510,094,816570,651SH SOLE1570,65100
APPLIED MATLS INCCOM03822210524,9821,413SH DFND4001,413
APPLIED MATLS INCCOM038222105796,23845,036SH DFND30045,036
APPLIED MATLS INCCOM038222105328,26518,567SH DFND20018,567
APPLIED MICRO CIRCUITS CORCOM03822W406649,21148,521SH SOLE148,52100
APPLIED OPTOELECTRONICS INCOM03823U10241,2472,748SH SOLE12,74800
APPROACH RESOURCES INCCOM03834A103511,80226,532SH SOLE126,53200
APRICUS BIOSCIENCES INCCOM03832V10914,9205,630SH DFND3005,630
APRICUS BIOSCIENCES INCCOM03832V1091,325500SH DFND200500
APTARGROUP INCCOM0383361039,127,633134,606SH SOLE1134,60600
AQUA AMERICA INCCOM03836W1038,503,016360,450SH SOLE1360,45000
AQUA AMERICA INCCOM03836W10370,7703,000SH DFND4003,000
AQUA AMERICA INCCOM03836W103438,11318,572SH DFND30018,572
AQUA AMERICA INCCOM03836W103141,0305,978SH DFND2005,978
ARABIAN AMERICAN DEVELOPMECOM038465100165,56013,192SH SOLE113,19200
ARABIAN AMERN DEV COCOM03846510066,5155,300SH DFND3005,300
ARATANA THERAPEUTICS INCCOM03874P10183,8114,388SH SOLE14,38800
ARC DOCUMENT SOLUTIONS INCCOM00191G103205,54125,005SH SOLE125,00500
ARC LOGISTICS PARTNERS LPCOM03879N10143,8002,000SH DFND4002,000
ARCELORMITTAL SA LUXEMBOURGCOM03938L1043,746210SH DFND300210
ARCELORMITTAL SA LUXEMBOURGCOML0302D17813,000500SH DFND300500
ARCELORMITTAL SA LUXEMBOURGCOM03938L10439,6292,221SH DFND2002,221
ARCH CAP GROUP LTDCOMG0450A10524,950418SH DFND300418
ARCH CAPITAL GROUP LTDCOMG0450A105293,9734,925SH SOLE14,92500
ARCH COAL INCCOM039380100717,932161,333SH SOLE1161,33300
ARCH COAL INCCOM03938010013,0862,941SH DFND4002,941
ARCH COAL INCCOM03938010019,5804,400SH DFND3004,400
ARCH COAL INCCOM03938010085,44019,200SH DFND20019,200
ARCHER DANIELS MIDLAND COCOM0394831029,478,300218,394SH SOLE1218,39400
ARCHER DANIELS MIDLAND COCOM039483102112,0062,581SH DFND4002,581
ARCHER DANIELS MIDLAND COCOM039483102232,2335,351SH DFND3005,351
ARCHER DANIELS MIDLAND COCOM039483102153,9113,546SH DFND2003,546
ARCOS DORADOS HOLDINGS INCCOMG0457F10748540SH DFND30040
ARCOS DORADOS HOLDINGS INCCOMG0457F10774,9996,188SH DFND2006,188
ARCTIC CAT INCCOM039670104572,36410,045SH SOLE110,04500
ARDEN GROUP INC ACOM03976210998,678780SH SOLE178000
ARENA PHARMACEUTICALS INCCOM040047102845,495144,529SH SOLE1144,52900
ARENA PHARMACEUTICALS INCCOM04004710238,0256,500SH DFND4006,500
ARENA PHARMACEUTICALS INCCOM0400471022,269,742387,990SH DFND300387,990
ARENA PHARMACEUTICALS INCCOM0400471024,095700SH DFND200700
ARES CAP CORPCOM04010L103776,37143,690SH DFND40043,690
ARES CAP CORPCOM04010L103241,10513,568SH DFND30013,568
ARES CAP CORPCNV04010LAD521,33820PRN DFND20020
ARES CAP CORPCOM04010L103378,35921,292SH DFND20021,292
ARES CAPITAL CORPCOM04010L103201,74311,353SH SOLE111,35300
ARES COMMERCIAL REAL ESTATCOM04013V108186,03314,201SH SOLE114,20100
ARGAN INCCOM04010E109255,5919,274SH SOLE19,27400
ARGAN INCCOM04010E10938,1711,385SH DFND2001,385
ARGO GROUP INTERNATIONALCOMG0464B107838,63318,039SH SOLE118,03900
ARIAD PHARMACEUTICALS INCCOM04033A10020,3512,984SH SOLE12,98400
ARIAD PHARMACEUTICALS INCCOM04033A10015723SH DFND40023
ARIAD PHARMACEUTICALS INCCOM04033A10098,53514,448SH DFND20014,448
ARK RESTAURANTS CORPCOM0407121016,370296SH DFND300296
ARKANSAS BEST CORPCOM040790107653,25719,396SH SOLE119,39600
ARKANSAS BEST CORP DELCOM04079010723,576700SH DFND300700
ARLINGTON ASSET INVESTMENTCOM041356205280,36710,624SH SOLE110,62400
ARM HLDGS PLCCOM0420681064,87189SH DFND40089
ARM HLDGS PLCCOM04206810634,864637SH DFND300637
ARM HLDGS PLCCOM042068106314,8345,752SH DFND2005,752
ARMADA HOFFLER PROPERTIESCOM04208T108117,03912,612SH SOLE112,61200
ARMOUR RESIDENTIAL REIT INCOM042315101995,627248,286SH SOLE1248,28600
ARMOUR RESIDENTIAL REIT INCCOM0423151018,8222,200SH DFND4002,200
ARMOUR RESIDENTIAL REIT INCCOM0423151019,4242,350SH DFND3002,350
ARMOUR RESIDENTIAL REIT INCCOM042315101401100SH DFND200100
ARMSTRONG WORLD INDS INC NEWCOM04247X1025189SH DFND4009
ARMSTRONG WORLD INDS INC NEWCOM04247X102144,0252,500SH DFND2002,500
ARMSTRONG WORLD INDUSTRIESCOM04247X10223,447407SH SOLE140700
AROTECH CORPCOM04268220324871SH DFND20071
ARQULE INCCOM04269E10795,97844,641SH SOLE144,64100
ARRAY BIOPHARMA INCCOM04269X105411,25182,086SH SOLE182,08600
ARRAY BIOPHARMA INCCOM04269X105877175SH DFND300175
ARRIS GROUP INCCOM04270V1062,153,67188,392SH SOLE188,39200
ARROW ELECTRONICS INCCOM04273510011,263,114207,615SH SOLE1207,61500
ARROW FINANCIAL CORPCOM042744102187,6467,065SH SOLE17,06500
ARTESIAN RESOURCES CORPCOM0431132088,606375SH DFND400375
ARTESIAN RESOURCES CORP CLCOM043113208115,4845,032SH SOLE15,03200
ARTHROCARE CORPCOM043136100753,05118,714SH SOLE118,71400
ARTHROCARE CORPCOM04313610068,4081,700SH DFND2001,700
ARTHUR J GALLAGHER + COCOM36357610912,571,561267,879SH SOLE1267,87900
ARTISAN PARTNERS ASSET MACOM04316A10824,120370SH SOLE137000
ARUBA NETWORKS INCCOM0431761061,353,61675,621SH SOLE175,62100
ARUBA NETWORKS INCCOM0431761062,202123SH DFND400123
ARUBA NETWORKS INCCOM04317610621,4801,200SH DFND2001,200
ASA GOLD AND PRECIOUS MTLS LCOMG3156P1032,084170SH DFND400170
ASA GOLD AND PRECIOUS MTLS LCOMG3156P10314,9751,221SH DFND2001,221
ASBURY AUTOMOTIVE GROUPCOM0434361041,111,55820,684SH SOLE120,68400
ASCENA RETAIL GROUP INCCOM04351G1015,600,840264,690SH SOLE1264,69000
ASCENA RETAIL GROUP INCCOM04351G1011,77784SH DFND40084
ASCENT CAP GROUP INCCOM0436321082573SH DFND4003
ASCENT CAPITAL GROUP INC ACOM043632108802,5539,380SH SOLE19,38000
ASHFORD HOSPITALITY PRIMECOM044102101148,4398,156SH SOLE18,15600
ASHFORD HOSPITALITY PRIME INCOM04410210172840SH DFND30040
ASHFORD HOSPITALITY TR INCCOM0441031091,656200SH DFND300200
ASHFORD HOSPITALITY TRUSTCOM044103109337,65840,780SH SOLE140,78000
ASHLAND INCCOM04420910414,431,401148,716SH SOLE1148,71600
ASHLAND INC NEWCOM04420910429,112300SH DFND400300
ASHLAND INC NEWCOM0442091042913SH DFND3003
ASML HOLDING N VCOMN0705921011,806126SH DFND400126
ASML HOLDING N VCOMN070592109,370100SH DFND300100
ASPEN INSURANCE HOLDINGS LCOMG053841055,583,831135,169SH SOLE1135,16900
ASPEN TECHNOLOGY INCCOM0453271032,599,54262,190SH SOLE162,19000
ASPEN TECHNOLOGY INCCOM0453271032,00648SH DFND40048
ASPEN TECHNOLOGY INCCOM04532710340,212962SH DFND300962
ASSOCIATED BANC CORPCOM0454871055,827,364334,906SH SOLE1334,90600
ASSOCIATED ESTATES REALTYCOM045604105701,81843,727SH SOLE143,72700
ASSOCIATED ESTATES RLTY CORPCOM04560410516,0501,000SH DFND4001,000
ASSOCIATED ESTATES RLTY CORPCOM0456041059,309580SH DFND300580
ASSURANT INCCOM04621X1081,789,40226,961SH SOLE126,96100
ASSURANT INCCOM04621X10832,300487SH DFND300487
ASSURANT INCCOM04621X108336,0735,064SH DFND2005,064
ASSURED GUARANTY LTDCOMG0585R106152,7696,476SH SOLE16,47600
ASTEC INDUSTRIES INCCOM046224101592,12115,328SH SOLE115,32800
ASTORIA FINANCIAL CORPCOM0462651043,159,311228,439SH SOLE1228,43900
ASTRAZENECA PLCCOM046353108257,8444,343SH DFND4004,343
ASTRAZENECA PLCCOM0463531081,044,73517,597SH DFND30017,597
ASTRAZENECA PLCCOM046353108153,1752,580SH DFND2002,580
ASTRONICS CORPCOM046433108510,05110,001SH SOLE110,00100
ASTRONICS CORPCOM04643310868,5441,344SH DFND3001,344
AT&T INCCOM00206R1024,141,592117,793SH DFND400117,793
AT&T INCCOM00206R1027,204,722204,912SH DFND300204,912
AT&T INCCOM00206R9022,5905SHCallDFND3005
AT&T INCCOM00206R1024,608,140131,062SH DFND200131,062
AT+T INCCOM00206R102325,475,9449,256,995SH SOLE19,256,99500
ATHENAHEALTH INCCOM04685W1033,279,51424,383SH SOLE124,38300
ATHENAHEALTH INCCOM04685W1032,01815SH DFND40015
ATHENAHEALTH INCCOM04685W10320,444152SH DFND300152
ATHENAHEALTH INCCOM04685W1034,97737SH DFND20037
ATHLON ENERGY INCCOM047477104364,51312,050SH SOLE112,05000
ATLANTIC POWER CORPCOM04878Q863276,71979,517SH SOLE179,51700
ATLANTIC PWR CORPCOM04878Q863348100SH DFND400100
ATLANTIC PWR CORPCOM04878Q8632,449,363703,840SH DFND300703,840
ATLANTIC PWR CORPCOM04878Q863157,55245,274SH DFND20045,274
ATLANTIC TELE NETWORK INCCOM049079205398,7627,049SH SOLE17,04900
ATLANTICUS HLDGS CORPCOM04914Y102852240SH DFND400240
ATLAS AIR WORLDWIDE HOLDINCOM049164205804,77119,557SH SOLE119,55700
ATLAS ENERGY LPCOM04930A104252,9905,400SH DFND3005,400
ATLAS ENERGY LPCOM04930A1042,34350SH DFND20050
ATLAS PIPELINE PARTNERS LPCOM04939210370,0201,998SH DFND4001,998
ATLAS PIPELINE PARTNERS LPCOM049392103496,06314,153SH DFND30014,153
ATLAS PIPELINE PARTNERS LPCOM049392103233,6086,665SH DFND2006,665
ATLAS RESOURCE PARTNERS LPCOM04941A10112,288600SH DFND400600
ATMEL CORPCOM0495131046,793,175867,583SH SOLE1867,58300
ATMEL CORPCOM0495131046,656850SH DFND400850
ATMEL CORPCOM04951310411,7451,500SH DFND2001,500
ATMI INCCOM00207R101732,92524,261SH SOLE124,26100
ATMOS ENERGY CORPCOM0495601058,502,897187,206SH SOLE1187,20600
ATMOS ENERGY CORPCOM04956010580,7571,778SH DFND4001,778
ATMOS ENERGY CORPCOM049560105145,8263,211SH DFND3003,211
ATRICURE INCCOM04963C209259,50313,892SH SOLE113,89200
ATRION CORPORATIONCOM049904105307,5081,038SH SOLE11,03800
ATWOOD OCEANICS INCCOM0500951086,325,807118,483SH SOLE1118,48300
ATWOOD OCEANICS INCCOM05009510812,013225SH DFND400225
ATWOOD OCEANICS INCCOM0500951082675SH DFND3005
ATWOOD OCEANICS INCCOM050095108104,6441,960SH DFND2001,960
AU OPTRONICS CORPCOM0022551073,8591,237SH DFND2001,237
AUDIENCE INCCOM05070J10274,3336,386SH SOLE16,38600
AUDIENCE INCCOM05070J1026,402550SH DFND300550
AURICO GOLD INCCOM05155C10547,58013,000SH DFND30013,000
AUTHENTIDATE HLDG CORPCOM05266620320,10015,000SH DFND40015,000
AUTOBYTEL INCCOM05275N20588,5265,851SH DFND2005,851
AUTODESK INCCOM0527691064,525,77489,922SH SOLE189,92200
AUTODESK INCCOM0527691069,661192SH DFND400192
AUTOLIV INCCOM0528001095,87564SH DFND40064
AUTOMATIC DATA PROCESSINGCOM053015103289,843,3283,586,726SH SOLE13,586,72600
AUTOMATIC DATA PROCESSING INCOM053015103305,3633,779SH DFND4003,779
AUTOMATIC DATA PROCESSING INCOM053015103708,9878,775SH DFND3008,775
AUTOMATIC DATA PROCESSING INCOM053015103517,4376,404SH DFND2006,404
AUTONATION INCCOM05329W1021,104,70822,232SH SOLE122,23200
AUTONATION INCCOM05329W102475,6829,573SH DFND4009,573
AUTONATION INCCOM05329W1021493SH DFND3003
AUTONATION INCCOM05329W10214,907300SH DFND200300
AUTOZONE INCCOM0533321026,569,28513,745SH SOLE113,74500
AUTOZONE INCCOM0533321024,77910SH DFND40010
AUTOZONE INCCOM053332102276,249578SH DFND300578
AUXILIUM PHARMACEUTICALS ICOM05334D107678,65432,722SH SOLE132,72200
AV HOMES INCCOM00234P102113,8536,266SH SOLE16,26600
AVAGO TECHNOLOGIES LTDCOMY0486S1041,000,78518,922SH SOLE118,92200
AVAGO TECHNOLOGIES LTDCOMY0486S10435,799677SH DFND400677
AVALONBAY COMMUNITIES INCCOM0534841015,286,53644,714SH SOLE144,71400
AVANIR PHARMACEUTICALS INCCOM05348P401323,57596,302SH SOLE196,30200
AVANIR PHARMACEUTICALS INCCOM05348P4016,8882,050SH DFND3002,050
AVEO PHARMACEUTICALS INCCOM05358810963,35934,434SH SOLE134,43400
AVEO PHARMACEUTICALS INCCOM0535881091,266692SH DFND400692
AVERY DENNISON CORPCOM0536111091,900,19337,860SH SOLE137,86000
AVERY DENNISON CORPCOM0536111093,71474SH DFND40074
AVG TECHNOLOGIESCOMN07831105273,39815,886SH SOLE115,88600
AVG TECHNOLOGIES N VCOMN0783110515,351892SH DFND200892
AVIAT NETWORKS INCCOM05366Y10291,85340,643SH SOLE140,64300
AVID TECHNOLOGY INCCOM05367P100192,59323,631SH SOLE123,63100
AVIS BUDGET GROUPCOM0537741052025SH DFND4005
AVIS BUDGET GROUPCOM05377410583,5082,066SH DFND3002,066
AVIS BUDGET GROUPCOM05377410552,5461,300SH DFND2001,300
AVIS BUDGET GROUP INCCOM05377410570,3711,741SH SOLE11,74100
AVISTA CORPCOM05379B1071,284,22445,556SH SOLE145,55600
AVISTA CORPCOM05379B10727,011958SH DFND300958
AVISTA CORPCOM05379B107137,1734,866SH DFND2004,866
AVIV REIT INCCOM05381L101180,8787,632SH SOLE17,63200
AVIVA PLCCOM05382A1045,287349SH DFND200349
AVNET INCCOM05380710312,495,966283,291SH SOLE1283,29100
AVNET INCCOM0538071033,88288SH DFND40088
AVNET INCCOM0538071034,411100SH DFND300100
AVON PRODS INCCOM05430310213,776800SH DFND400800
AVON PRODS INCCOM0543031027,749450SH DFND300450
AVON PRODUCTS INCCOM0543031022,906,392168,780SH SOLE1168,78000
AVX CORPCOM00244410725,2971,816SH SOLE11,81600
AWARE INC MASSCOM05453N1007,6381,250SH DFND3001,250
AXCELIS TECHNOLOGIES INCCOM054540109175,39071,881SH SOLE171,88100
AXIALL CORPCOM05463D1002,197,61146,324SH SOLE146,32400
AXIALL CORPCOM05463D1001,80338SH DFND40038
AXIS CAPITAL HOLDINGS LTDCOMG0692U109185,6663,903SH SOLE13,90300
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091,95041SH DFND40041
AZZ INCCOM002474104946,12519,364SH SOLE119,36400
B & G FOODS INC NEWCOM05508R10616,412484SH DFND400484
B & G FOODS INC NEWCOM05508R106167,9154,952SH DFND3004,952
B & G FOODS INC NEWCOM05508R1068,817260SH DFND200260
B/E AEROSPACE INCCOM07330210117,472,230200,761SH SOLE1200,76100
B/E AEROSPACE INCCOM0733021013,04635SH DFND40035
B/E AEROSPACE INCCOM07330210114,360165SH DFND300165
B/E AEROSPACE INCCOM073302101276,4073,176SH DFND2003,176
B+G FOODS INCCOM05508R1061,364,36940,235SH SOLE140,23500
BABCOCK & WILCOX CO NEWCOM05615F1021,53945SH DFND40045
BABCOCK & WILCOX CO NEWCOM05615F1022748SH DFND3008
BABCOCK + WILCOX CO/THECOM05615F10288,4502,587SH SOLE12,58700
BABSON CAP CORPORATE INVSCOM05617K10977,2505,173SH DFND2005,173
BADGER METER INCCOM056525108595,08610,919SH SOLE110,91900
BAIDU INCCOM056752108109,218614SH DFND400614
BAIDU INCCOM056752108281,9401,585SH DFND3001,585
BAIDU INCCOM056752108196,3801,104SH DFND2001,104
BAIDU INC SPON ADRADR0567521082,868,84916,128SH SOLE116,12800
BAKER HUGHES INCCOM0572241078,126,646147,062SH SOLE1147,06200
BAKER HUGHES INCCOM05722410714,368260SH DFND400260
BAKER HUGHES INCCOM05722410716,578300SH DFND300300
BAKER HUGHES INCCOM0572241079,449171SH DFND200171
BALCHEM CORPCOM0576652001,326,73722,602SH SOLE122,60200
BALCHEM CORPCOM0576652008,805150SH DFND300150
BALDWIN + LYONS INC CL BCOM057755209167,3906,127SH SOLE16,12700
BALL CORPCOM0584981062,560,83849,571SH SOLE149,57100
BALL CORPCOM058498106135,7622,628SH DFND4002,628
BALL CORPCOM05849810610,332200SH DFND300200
BALL CORPCOM0584981061,03320SH DFND20020
BALLANTYNE STRONG INCCOM05851610520,8354,500SH DFND4004,500
BALLARD PWR SYS INC NEWCOM0585861084,6213,050SH DFND3003,050
BALLARD PWR SYS INC NEWCOM0585861081,061700SH DFND200700
BALLY TECHNOLOGIES INCCOM05874B1076,227,51879,382SH SOLE179,38200
BALLY TECHNOLOGIES INCCOM05874B10715,690200SH DFND200200
BALTIC TRADING LIMITEDCOMY0553W10329,1224,522SH DFND2004,522
BANC CALIF INCCOM05990K106162,61012,126SH DFND30012,126
BANC OF CALIFORNIA INCCOM05990K106145,27110,833SH SOLE110,83300
BANCFIRST CORPCOM05945F103263,6504,703SH SOLE14,70300
BANCO BILBAO VIZCAYA ARGENTACOM05946K101212,24117,130SH DFND20017,130
BANCO BRADESCO S ACOM05946030351441SH DFND40041
BANCO BRADESCO S ACOM05946030317,4291,391SH DFND3001,391
BANCO SANTANDER BRASIL S ACOM05967A10715,9432,614SH DFND3002,614
BANCO SANTANDER SACOM05964H1056,286693SH DFND400693
BANCO SANTANDER SACOM05964H10520,4802,258SH DFND3002,258
BANCO SANTANDER SACOM05964H105211,99723,373SH DFND20023,373
BANCORP INC/THECOM05969A105390,43821,800SH SOLE121,80000
BANCORPSOUTH INCCOM0596921035,910,150232,500SH SOLE1232,50000
BANK HAWAII CORPCOM06254010985,7531,450SH DFND4001,450
BANK HAWAII CORPCOM06254010947,929810SH DFND300810
BANK HAWAII CORPCOM0625401095,14587SH DFND20087
BANK MONTREAL QUECOM06367110133,330500SH DFND400500
BANK MONTREAL QUECOM063671101367,9635,520SH DFND3005,520
BANK MONTREAL QUECOM06367110152,928794SH DFND200794
BANK MUTUAL CORPCOM063750103245,15434,972SH SOLE134,97200
BANK N S HALIFAXCOM0641491077,256116SH DFND400116
BANK N S HALIFAXCOM064149107115,5921,848SH DFND3001,848
BANK N S HALIFAXCOM0641491072,18935SH DFND20035
BANK NEW YORK MELLON CORPCOM06405810066,6311,907SH DFND4001,907
BANK NEW YORK MELLON CORPCOM064058100129,0463,693SH DFND3003,693
BANK NEW YORK MELLON CORPCOM064058100183,7165,258SH DFND2005,258
BANK OF AMERICA CORPCOM06050510466,256,5474,255,398SH SOLE14,255,39800
BANK OF AMERICA CORPORATIONCOM060505104604,58338,830SH DFND40038,830
BANK OF AMERICA CORPORATIONCOM060505146103,52016,000SH DFND40016,000
BANK OF AMERICA CORPORATIONCOM0605051042,180,588140,051SH DFND300140,051
BANK OF AMERICA CORPORATIONCOM0605056826,3666SH DFND3006
BANK OF AMERICA CORPORATIONCOM060505104847,47754,430SH DFND20054,430
BANK OF AMERICA CORPORATIONCOM060505682587,794554SH DFND200554
BANK OF HAWAII CORPCOM0625401095,423,13891,700SH SOLE191,70000
BANK OF KENTUCKY FINL CORPCOM062896105150,3314,074SH SOLE14,07400
BANK OF MARIN BANCORPCOM06342510214,102325SH DFND400325
BANK OF MARIN BANCORP/CACOM063425102168,7873,890SH SOLE13,89000
BANK OF NEW YORK MELLON COCOM06405810015,742,007450,544SH SOLE1450,54400
BANK OF THE OZARKSCOM0639041061,344,18223,753SH SOLE123,75300
BANK OF THE OZARKS INCCOM06390410656,5901,000SH DFND3001,000
BANKFINANCIAL CORPCOM06643P104128,10313,985SH SOLE113,98500
BANKRATE INCCOM06647F102550,56130,689SH SOLE130,68900
BANKUNITED INCCOM06652K10381,4112,473SH SOLE12,47300
BANNER CORPORATIONCOM06652V208663,24614,798SH SOLE114,79800
BAR HARBOR BANKSHARESCOM066849100104,2542,607SH SOLE12,60700
BAR HBR BANKSHARESCOM06684910099,9752,500SH DFND2002,500
BARCLAYS BANK PLCCOM06739H30515,096350SH DFND400350
BARCLAYS BANK PLCCOM06739H20617,681380SH DFND400380
BARCLAYS BANK PLCCOM06739H51110,132400SH DFND400400
BARCLAYS BANK PLCCOM06739H36271,5692,821SH DFND4002,821
BARCLAYS BANK PLCCOM06739H77622,653900SH DFND400900
BARCLAYS BANK PLCCOM06739H2487,576125SH DFND400125
BARCLAYS BANK PLCCOM06739H30529,544685SH DFND300685
BARCLAYS BANK PLCCOM06739H7432,714100SH DFND300100
BARCLAYS BANK PLCCOM06739H6449,5763,800SH DFND3003,800
BARCLAYS BANK PLCCOM06739H51153,6492,118SH DFND3002,118
BARCLAYS BANK PLCCOM06739H36225,3701,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H7765,034200SH DFND300200
BARCLAYS BANK PLCCOM06739H6443,2631,295SH DFND2001,295
BARCLAYS BANK PLCCOM06739H36254,9512,166SH DFND2002,166
BARCLAYS BK PLCCOM06742E7113,74488SH DFND40088
BARCLAYS BK PLCCOM06738C7786,174168SH DFND400168
BARCLAYS BK PLCCOM06739F39024,1401,000SH DFND4001,000
BARCLAYS BK PLCCOM06740L44422,080600SH DFND400600
BARCLAYS BK PLCCOM06740L4511,51246SH DFND40046
BARCLAYS BK PLCCOM06742E9013,55515SHCallDFND40015
BARCLAYS BK PLCCOM06738C7784,226115SH DFND300115
BARCLAYS BK PLCCOM06742E71149,6131,166SH DFND3001,166
BARCLAYS BK PLCCOM06738C78614,612632SH DFND300632
BARCLAYS BK PLCCOM06739F2913,47561SH DFND30061
BARCLAYS BK PLCCOM06739F10126,943650SH DFND300650
BARCLAYS BK PLCCOM06740C519946SH DFND3006
BARCLAYS BK PLCCOM06742C1523423SH DFND3003
BARCLAYS BK PLCCOM06739F135228,9343,902SH DFND3003,902
BARCLAYS BK PLCCOM06742C1293683SH DFND3003
BARCLAYS BK PLCCOM06740H6665,18720SH DFND30020
BARCLAYS BK PLCCOM06740C337276,3131,891SH DFND3001,891
BARCLAYS BK PLCCOM06738C79413,028400SH DFND300400
BARCLAYS BK PLCCOM06740P2396,984241SH DFND300241
BARCLAYS BK PLCCOM06742E71124,168568SH DFND200568
BARCLAYS BK PLCCOM06740L477337,4938,026SH DFND2008,026
BARCLAYS BK PLCCOM06740C3371,944,85713,310SH DFND20013,310
BARCLAYS BK PLCCOM06739F39026,5541,100SH DFND2001,100
BARCLAYS BK PLCCOM06740L5193,15480SH DFND20080
BARCLAYS PLCCOM06738E2043,517194SH DFND400194
BARCLAYS PLCCOM06738E2045,439300SH DFND300300
BARD C R INCCOM06738310977,283577SH DFND400577
BARD C R INCCOM06738310925,315189SH DFND300189
BARNES & NOBLE INCCOM0677741092,990200SH DFND400200
BARNES & NOBLE INCCOM06777410979653SH DFND20053
BARNES + NOBLE INCCOM067774109454,39030,394SH SOLE130,39400
BARNES GROUP INCCOM0678061091,536,07840,096SH SOLE140,09600
BARRACUDA NETWORKS INCCOM068323104109,5562,761SH SOLE12,76100
BARRETT BILL CORPCOM06846N104187,8627,015SH DFND2007,015
BARRETT BUSINESS SERVICES INCOM068463108275,5312,971SH DFND3002,971
BARRETT BUSINESS SVCS INCCOM068463108433,5604,675SH SOLE14,67500
BARRICK GOLD CORPCOM06790110877,8014,413SH DFND4004,413
BARRICK GOLD CORPCOM067901108186,91310,602SH DFND30010,602
BARRICK GOLD CORPCOM06790110821,8791,241SH DFND2001,241
BARRY (R.G.)COM068798107127,7476,619SH SOLE16,61900
BASIC ENERGY SERVICES INCCOM06985P100353,67722,413SH SOLE122,41300
BASSETT FURNITURE INDSCOM070203104110,0167,200SH SOLE17,20000
BAXTER INTERNATIONAL INCCOM07181310918,356,610263,934SH SOLE1263,93400
BAXTER INTL INCCOM0718131091,599,58022,999SH DFND40022,999
BAXTER INTL INCCOM071813109316,6614,553SH DFND3004,553
BAXTER INTL INCCOM07181310971,1501,023SH DFND2001,023
BAYTEX ENERGY CORPCOM07317Q1053,916100SH DFND400100
BAYTEX ENERGY CORPCOM07317Q1059,790250SH DFND300250
BAZAARVOICE INCCOM073271108252,61631,896SH SOLE131,89600
BB&T CORPCOM05493710781,5072,184SH DFND4002,184
BB&T CORPCOM05493710720,190541SH DFND300541
BB&T CORPCOM0549371072,386,31563,942SH DFND20063,942
BB+T CORPCOM0549371078,727,133233,846SH SOLE1233,84600
BBCN BANCORP INCCOM073295107996,41260,061SH SOLE160,06100
BBCN BANCORP INCCOM07329510722,1311,334SH DFND3001,334
BBX CAPITAL CORP ACOM05540P10074,6934,788SH SOLE14,78800
BCE INCCOM05534B760109,7202,535SH DFND4002,535
BCE INCCOM05534B760228,1925,271SH DFND3005,271
BCE INCCOM05534B76014,083325SH DFND200325
BEACON ROOFING SUPPLY INCCOM0736851091,301,36632,308SH SOLE132,30800
BEAM INCCOM0737301034,103,74660,296SH SOLE160,29600
BEAM INCCOM073730103473,2216,953SH DFND4006,953
BEAM INCCOM073730103325,9394,789SH DFND3004,789
BEAM INCCOM07373010324,842365SH DFND200365
BEASLEY BROADCAST GRP INCCOM07401410125,3782,907SH SOLE12,90700
BEAZER HOMES USA INCCOM07556Q881406,61716,651SH SOLE116,65100
BEAZER HOMES USA INCCOM07556Q8812,07685SH DFND20085
BEBE STORES INCCOM075571109122,84423,091SH SOLE123,09100
BECTON DICKINSON & COCOM0758871092,54123SH DFND40023
BECTON DICKINSON & COCOM075887109432,4583,914SH DFND3003,914
BECTON DICKINSON & COCOM075887109308,4802,792SH DFND2002,792
BECTON DICKINSON AND COCOM0758871096,857,67262,066SH SOLE162,06600
BED BATH & BEYOND INCCOM0758961008,913111SH DFND400111
BED BATH & BEYOND INCCOM0758961006,42480SH DFND30080
BED BATH & BEYOND INCCOM0758961004,01550SH DFND20050
BED BATH + BEYOND INCCOM0758961007,659,73795,389SH SOLE195,38900
BEL FUSE INC CL BCOM077347300159,8897,503SH SOLE17,50300
BELDEN INCCOM0774541062,353,87533,412SH SOLE133,41200
BEMIS COMPANYCOM0814371051,521,13237,137SH SOLE137,13700
BEMIS INCCOM081437105103,7522,533SH DFND3002,533
BEMIS INCCOM0814371052,86770SH DFND20070
BENCHMARK ELECTRONICS INCCOM08160H101952,97341,290SH SOLE141,29000
BENEFICIAL MUTUAL BANCORPCOM08173R104231,70121,218SH SOLE121,21800
BENEFITFOCUS INCCOM08180D106194,9303,376SH SOLE13,37600
BERKLEY W R CORPCOM08442310259,7911,378SH DFND4001,378
BERKLEY W R CORPCOM08442310226,034600SH DFND300600
BERKSHIRE HATHAWAY INC CLCOM08467070270,802,965597,191SH SOLE1597,19100
BERKSHIRE HATHAWAY INC DELCOM0846707023,030,15625,558SH DFND40025,558
BERKSHIRE HATHAWAY INC DELCOM084670108889,5005SH DFND4005
BERKSHIRE HATHAWAY INC DELCOM0846707022,100,76517,719SH DFND30017,719
BERKSHIRE HATHAWAY INC DELCOM084670108177,9001SH DFND3001
BERKSHIRE HATHAWAY INC DELCOM0846707021,981,73016,715SH DFND20016,715
BERKSHIRE HATHAWAY INC DELCOM084670108177,9001SH DFND2001
BERKSHIRE HILLS BANCORP INCOM084680107453,85516,643SH SOLE116,64300
BERRY PLASTICS GROUP INCCOM08579W103874,14036,744SH SOLE136,74400
BERRY PLASTICS GROUP INCCOM08579W1031,66570SH DFND40070
BEST BUY CO INCCOM0865161014,147,081103,989SH SOLE1103,98900
BEST BUY INCCOM086516101136,9883,435SH DFND4003,435
BEST BUY INCCOM086516101457,62311,475SH DFND30011,475
BEST BUY INCCOM08651610120,498514SH DFND200514
BEST BUY INCCOM0865169511,9004SHPutDFND2004
BGC PARTNERS INCCOM05541T10110,4671,730SH DFND3001,730
BGC PARTNERS INC CL ACOM05541T101510,97384,319SH SOLE184,31900
BHP BILLITON LTDCOM08860610841,193604SH DFND400604
BHP BILLITON LTDCOM088606108244,9743,592SH DFND3003,592
BHP BILLITON LTDCOM08860610828,390416SH DFND200416
BHP BILLITON PLCCOM05545E2095,34286SH DFND40086
BIG 5 SPORTING GOODS CORPCOM08915P101255,18312,875SH SOLE112,87500
BIG LOTS INCCOM0893021033,864,855119,692SH SOLE1119,69200
BIGLARI HLDGS INCCOM08986R10130,39860SH DFND30060
BIGLARI HOLDINGS INCCOM08986R101559,3311,104SH SOLE11,10400
BILL BARRETT CORPCOM06846N1043,517,660131,354SH SOLE1131,35400
BIND THERAPEUTICS INCCOM05548N10752,9813,511SH SOLE13,51100
BIO RAD LABORATORIES ACOM0905722075,115,10541,381SH SOLE141,38100
BIO RAD LABS INCCOM09057220767,986550SH DFND300550
BIO REFERENCE LABS INCCOM09057G602475,14618,604SH SOLE118,60400
BIOANALYTICAL SYS INCCOM09058M103271100SH DFND400100
BIOCRYST PHARMACEUTICALSCOM09058V10326,6003,500SH DFND4003,500
BIODELIVERY SCIENCES INTLCOM09060J106116,94619,855SH SOLE119,85500
BIOGEN IDEC INCCOM09062X10328,748,789102,766SH SOLE1102,76600
BIOGEN IDEC INCCOM09062X103103,162369SH DFND400369
BIOGEN IDEC INCCOM09062X103394,7561,412SH DFND3001,412
BIOGEN IDEC INCCOM09062X103272,862976SH DFND200976
BIOLASE INCCOM09091110864,42522,765SH SOLE122,76500
BIOMARIN PHARMACEUTICAL INCOM09061G101157,8262,246SH SOLE12,24600
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BIOMARIN PHARMACEUTICAL INCCOM09061G10134,823495SH DFND300495
BIOMARIN PHARMACEUTICAL INCCOM09061G10160,009853SH DFND200853
BIOMED REALTY TRUST INCCOM09063H1077,164,739395,405SH SOLE1395,40500
BIOMED REALTY TRUST INCCOM09063H10727,1801,500SH DFND3001,500
BIO-REFERENCE LABS INCCOM09057G602773SH DFND3003
BIOSCRIP INCCOM09069N108286,32138,692SH SOLE138,69200
BIOSCRIP INCCOM09069N1083,130423SH DFND300423
BIOSCRIP INCCOM09069N1083,700500SH DFND200500
BIOTA PHARMACEUTIALS INCCOM090694100419100SH DFND400100
BIOTELEMETRY INCCOM09067210631,7604,000SH DFND3004,000
BIOTIME INCCOM09066L10588,22524,507SH SOLE124,50700
BIOTIME INCCOM09066L1058,6402,400SH DFND3002,400
BIOTIME INCCOM09066L105360100SH DFND200100
BITAUTO HLDGS LTDCOM09172710722,372700SH DFND200700
BJ S RESTAURANTS INCCOM09180C106582,81018,764SH SOLE118,76400
BLACK BOX CORPCOM091826107364,75212,240SH SOLE112,24000
BLACK DIAMOND INCCOM09202G101200,53715,044SH SOLE115,04400
BLACK HILLS CORPCOM0921131096,269,536119,397SH SOLE1119,39700
BLACK HILLS CORPCOM09211310953,5601,020SH DFND3001,020
BLACKBAUD INCCOM09227Q1001,306,83234,710SH SOLE134,71000
BLACKBERRY LTDCOM09228F1031,488200SH DFND400200
BLACKBERRY LTDCOM09228F1037,6711,031SH DFND3001,031
BLACKBERRY LTDCOM09228F10322330SH DFND20030
BLACKHAWK NETWORK HLDGS INCCOM09238E10410,104400SH DFND200400
BLACKHAWK NETWORK HOLDINGSCOM09238E104192,7597,631SH SOLE17,63100
BLACKROCK BUILD AMER BD TRCOM09248X10045,5772,380SH DFND4002,380
BLACKROCK BUILD AMER BD TRCOM09248X100175,4719,163SH DFND3009,163
BLACKROCK CORPOR HI YLD FD VCOM09255P10713,6351,120SH DFND4001,120
BLACKROCK CORPOR HI YLD FD VCOM09255P10756,1404,613SH DFND3004,613
BLACKROCK CORPOR HI YLD FD VCOM09255P10716,2101,332SH DFND2001,332
BLACKROCK CR ALLCTN INC TRCOM09250810029,3722,249SH DFND4002,249
BLACKROCK CR ALLCTN INC TRCOM09250810044,2343,387SH DFND3003,387
BLACKROCK CR ALLCTN INC TRCOM0925081006,530500SH DFND200500
BLACKROCK DEBT STRAT FD INCCOM09255R1034,5891,150SH DFND4001,150
BLACKROCK DEBT STRAT FD INCCOM09255R103182,96145,855SH DFND30045,855
BLACKROCK DFND OPPRTY CRCOM09255Q10523,8181,750SH DFND4001,750
BLACKROCK DIVID INCOME TRCOM09250D1093,240250SH DFND200250
BLACKROCK ENERGY & RES TRCOM09250U1017,290300SH DFND400300
BLACKROCK ENERGY & RES TRCOM09250U10141,2201,696SH DFND2001,696
BLACKROCK ENH CAP & INC FD ICOM09256A10940,9842,998SH DFND3002,998
BLACKROCK ENHANCED EQT DIV TCOM09251A10423,8203,000SH DFND4003,000
BLACKROCK ENHANCED EQT DIV TCOM09251A10479,0819,960SH DFND3009,960
BLACKROCK FLOAT RATE OME STRCOM09255X1001,43298SH DFND40098
BLACKROCK FLOAT RATE OME STRCOM09255X10054,9343,760SH DFND3003,760
BLACKROCK FLOATING RATE INCOCOM09194110427,9202,000SH DFND3002,000
BLACKROCK GLOBAL OPP EQTY TRCOM0925011058,811589SH DFND400589
BLACKROCK GLOBAL OPP EQTY TRCOM092501105162,54310,865SH DFND30010,865
BLACKROCK GLOBAL OPP EQTY TRCOM09250110585,2725,700SH DFND2005,700
BLACKROCK HEALTH SCIENCES TRCOM09250W10730,830870SH DFND300870
BLACKROCK HEALTH SCIENCES TRCOM09250W10714,176400SH DFND200400
BLACKROCK INCCOM09247X10115,340,25048,473SH SOLE148,47300
BLACKROCK INCCOM09247X10124,36877SH DFND40077
BLACKROCK INCCOM09247X10173,870233SH DFND300233
BLACKROCK INCCOM09247X101187,350592SH DFND200592
BLACKROCK INCOME OPP TRUST ICOM09247510238,4613,965SH DFND4003,965
BLACKROCK INCOME OPP TRUST ICOM0924751024,850500SH DFND200500
BLACKROCK INCOME TR INCCOM09247F1001,309202SH DFND400202
BLACKROCK INTL GRWTH & INC TCOM092524107187,00623,002SH DFND40023,002
BLACKROCK INTL GRWTH & INC TCOM09252410780,2599,872SH DFND3009,872
BLACKROCK INTL GRWTH & INC TCOM09252410769,1058,500SH DFND2008,500
BLACKROCK KELSO CAPITAL COCOM092533108458,80349,175SH SOLE149,17500
BLACKROCK KELSO CAPITAL CORPCOM09253310836,3873,900SH DFND4003,900
BLACKROCK KELSO CAPITAL CORPCOM09253310838,1244,086SH DFND3004,086
BLACKROCK KELSO CAPITAL CORPCOM0925331082,506,649268,666SH DFND200268,666
BLACKROCK LONG-TERM MUNI ADVCOM09250B1035,100500SH DFND300500
BLACKROCK LONG-TERM MUNI ADVCOM09250B10335,7003,500SH DFND2003,500
BLACKROCK LTD DURATION INC TCOM09249W10159,9203,500SH DFND4003,500
BLACKROCK LTD DURATION INC TCOM09249W10160,7763,550SH DFND3003,550
BLACKROCK MUN 2020 TERM TRCOM09249X10920,9951,333SH DFND2001,333
BLACKROCK MUN INCOME TRCOM09248F10912,7001,000SH DFND4001,000
BLACKROCK MUNI INTER DR FD ICOM09253X10213,9001,000SH DFND4001,000
BLACKROCK MUNI INTER DR FD ICOM09253X1021,390100SH DFND300100
BLACKROCK MUNI INTER DR FD ICOM09253X10215,3601,105SH DFND2001,105
BLACKROCK MUNIASSETS FD INCCOM09254J10225,7332,228SH DFND4002,228
BLACKROCK MUNIASSETS FD INCCOM09254J10248,7184,218SH DFND2004,218
BLACKROCK MUNIENHANCED FD INCOM09253Y10013,5201,300SH DFND4001,300
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10194,2677,185SH DFND4007,185
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10643,7153,500SH DFND3003,500
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107168,59812,753SH DFND30012,753
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1072,750208SH DFND200208
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10837,5603,000SH DFND2003,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N10369,5645,100SH DFND3005,100
BLACKROCK MUNIYIELD CALIF FDCOM09254M10569,7795,064SH DFND3005,064
BLACKROCK MUNIYIELD FD INCCOM09253W1048,654675SH DFND300675
BLACKROCK MUNIYIELD FD INCCOM09253W10451,2804,000SH DFND2004,000
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10060,9594,700SH DFND4004,700
BLACKROCK MUNIYIELD NY QLTYCOM09255E10225,8512,140SH DFND4002,140
BLACKROCK MUNIYIELD NY QLTYCOM09255E10212,0801,000SH DFND3001,000
BLACKROCK MUNIYIELD QLTY FDCOM09254E10319,0531,505SH DFND3001,505
BLACKROCK MUNIYIELD QLTY FDCOM09254E1038,862700SH DFND200700
BLACKROCK MUNIYLD INVST QLTYCOM09254T10015,8991,300SH DFND3001,300
BLACKROCK MUNIYLD MICH QLTYCOM09254V105146,40511,750SH DFND20011,750
BLACKROCK MUNIYLD MICH QLTYCOM09254W103105,7089,200SH DFND2009,200
BLACKROCK N J MUN INCOME TRCOM09248J10113,1001,000SH DFND4001,000
BLACKROCK N Y MUN INCOME TRCOM09248L1067,744622SH DFND400622
BLACKROCK REAL ASSET EQUITYCOM09254B10917,7682,040SH DFND3002,040
BLACKROCK RES & COMM STRAT TCOM09257A10828,3962,450SH DFND3002,450
BLACKROCK UTIL & INFRASTRCTUCOM09248D104468,96226,243SH DFND30026,243
BLACKROCK UTIL & INFRASTRCTUCOM09248D10425,3751,420SH DFND2001,420
BLACKSTONE GROUP L PCOM09253U108113,2663,596SH DFND4003,596
BLACKSTONE GROUP L PCOM09253U108772,00224,508SH DFND30024,508
BLACKSTONE GROUP L PCOM09253U108318,68110,117SH DFND20010,117
BLACKSTONE GSO FLTING RTE FUCOM09256U10597,4555,170SH DFND2005,170
BLACKSTONE GSO LNG SHRT CR ICOM09257D10248227SH DFND40027
BLDRS INDEX FDS TRCOM09348R30067,2611,811SH DFND3001,811
BLDRS INDEX FDS TRCOM09348R40936,2971,463SH DFND3001,463
BLOCK H & R INCCOM093671105142,5224,908SH DFND3004,908
BLOOMIN BRANDS INCCOM094235108881,31136,706SH SOLE136,70600
BLOOMIN BRANDS INCCOM0942351081,20150SH DFND30050
BLOUNT INTERNATIONAL INCCOM095180105472,66332,665SH SOLE132,66500
BLUCORA INCCOM095229100909,09231,176SH SOLE131,17600
BLUCORA INCCOM0952291001465SH DFND4005
BLUCORA INCCOM09522910060,7402,083SH DFND2002,083
BLUE CAPITAL REINSURANCE HCOMG1190F10776,1994,148SH SOLE14,14800
BLUE NILE INCCOM09578R103445,4719,460SH SOLE19,46000
BLUE NILE INCCOM09578R1031,17725SH DFND40025
BLUEBIRD BIO INCCOM09609G10095,1024,533SH SOLE14,53300
BLUELINX HLDGS INCCOM09624H1092,4181,240SH DFND2001,240
BLUELINX HOLDINGS INCCOM09624H10943,71922,420SH SOLE122,42000
BLYTH INCCOM09643P20776,0846,993SH SOLE16,99300
BNC BANCORPCOM05566T101208,37112,157SH SOLE112,15700
BNC BANCORPCOM05566T1018,213479SH DFND300479
BOARDWALK PIPELINE PARTNERSCOM096627104205,4368,050SH DFND4008,050
BOARDWALK PIPELINE PARTNERSCOM096627104343,27513,451SH DFND30013,451
BOARDWALK PIPELINE PARTNERSCOM0966271045,104200SH DFND200200
BOB EVANS FARMSCOM0967611013,724,79073,627SH SOLE173,62700
BOB EVANS FARMS INCCOM09676110118,870373SH DFND400373
BODY CENTRAL CORPCOM09689U10243,21810,969SH SOLE110,96900
BOEING COCOM0970231051,043,2517,643SH DFND4007,643
BOEING COCOM0970231052,282,15116,720SH DFND30016,720
BOEING COCOM0970231051,667,79212,219SH DFND20012,219
BOEING CO/THECOM09702310530,174,800221,077SH SOLE1221,07700
BOFI HLDG INCCOM05566U10831,372400SH DFND400400
BOFI HLDG INCCOM05566U10815,686200SH DFND200200
BOFI HOLDING INCCOM05566U108720,7729,190SH SOLE19,19000
BOINGO WIRELESS INCCOM09739C10278,94612,316SH SOLE112,31600
BOISE CASCADE COCOM09739D100241,0288,176SH SOLE18,17600
BOK FINANCIAL CORPORATIONCOM05561Q20167,4471,017SH SOLE11,01700
BOK FINL CORPCOM05561Q201200,3533,021SH DFND4003,021
BOK FINL CORPCOM05561Q2017,108107SH DFND300107
BOK FINL CORPCOM05561Q20125,202380SH DFND200380
BOLT TECHNOLOGY CORPCOM097698104126,0075,725SH SOLE15,72500
BON TON STORES INC/THECOM09776J101145,9838,967SH SOLE18,96700
BONANZA CREEK ENERGY INCCOM097793103849,05619,532SH SOLE119,53200
BONANZA CREEK ENERGY INCCOM09779310313,041300SH DFND300300
BOOZ ALLEN HAMILTON HOLDINCOM09950210610,264536SH SOLE153600
BORGWARNER INCCOM0997241064,279,07276,535SH SOLE176,53500
BORGWARNER INCCOM09972410610,511188SH DFND400188
BORGWARNER INCCOM0997241061,11820SH DFND30020
BORGWARNER INCCOM09972410644,728800SH DFND200800
BOSTON BEER COMPANY INC ACOM1005571071,526,1786,312SH SOLE16,31200
BOSTON PRIVATE FINL HOLDINCOM101119105764,69660,594SH SOLE160,59400
BOSTON PROPERTIES INCCOM1011211015,550,76255,303SH SOLE155,30300
BOSTON PROPERTIES INCCOM10112110110,037100SH DFND400100
BOSTON PROPERTIES INCCOM10112110127,602275SH DFND300275
BOSTON SCIENTIFIC CORPCOM1011371075,754,851478,773SH SOLE1478,77300
BOSTON SCIENTIFIC CORPCOM10113710785,8237,140SH DFND4007,140
BOSTON SCIENTIFIC CORPCOM1011379072,32010SHCallDFND40010
BOSTON SCIENTIFIC CORPCOM10113710748,4774,033SH DFND3004,033
BOSTON SCIENTIFIC CORPCOM1011371077,116592SH DFND200592
BOTTOMLINE TECHNOLOGIES (DCOM1013881061,036,05628,652SH SOLE128,65200
BOULDER BRANDS INCCOM101405108626,31139,490SH SOLE139,49000
BOULDER BRANDS INCCOM10140510811,102700SH DFND400700
BOULDER BRANDS INCCOM10140510831,7202,000SH DFND3002,000
BOULDER BRANDS INCCOM10140510815,067950SH DFND200950
BOULDER TOTAL RETURN FD INCCOM10154110018,408800SH DFND400800
BOYD GAMING CORPCOM103304101601,14953,388SH SOLE153,38800
BOYD GAMING CORPCOM10330410123,6462,100SH DFND3002,100
BOYD GAMING CORPCOM1033041011,486132SH DFND200132
BP PLCCOM0798059093,097,940383,320SH SOLE1383,32000
BP PLCCOM0556221041,027,96421,147SH DFND40021,147
BP PLCCOM0556221043,000,67561,730SH DFND30061,730
BP PLCCOM055622104616,34312,679SH DFND20012,679
BP PRUDHOE BAY RTY TRCOM055630107191,3512,403SH DFND3002,403
BP PRUDHOE BAY RTY TRCOM055630107259,4353,258SH DFND2003,258
BPZ RESOURCES INCCOM055639108142,30078,187SH SOLE178,18700
BRADY CORPCOM1046741061,05234SH DFND30034
BRADY CORPCOM1046741063,093100SH DFND200100
BRADY CORPORATION CL ACOM1046741062,339,29875,632SH SOLE175,63200
BRANDYWINE REALTY TRUSTCOM10536820384,7376,014SH SOLE16,01400
BRANDYWINE RLTY TRCOM1053682037,045500SH DFND400500
BRANDYWINE RLTY TRCOM10536820326819SH DFND30019
BRASKEM S ACOM10553210523213SH DFND40013
BRAVO BRIO RESTAURANT GROUCOM10567B109211,41212,994SH SOLE112,99400
BRE PROPERTIES INCCOM05564E1068,696,373158,954SH SOLE1158,95400
BRE PROPERTIES INCCOM05564E10611,708214SH DFND300214
BREITBURN ENERGY PARTNERS LPCOM10677610761,0203,000SH DFND4003,000
BREITBURN ENERGY PARTNERS LPCOM106776107105,8705,205SH DFND3005,205
BREITBURN ENERGY PARTNERS LPCOM106776107270,48113,298SH DFND20013,298
BRF SACOM10552T1072,087100SH DFND200100
BRIDGE BANCORP INCCOM108035106192,8427,417SH SOLE17,41700
BRIDGE CAPITAL HOLDINGSCOM108030107131,1896,387SH SOLE16,38700
BRIDGEPOINT ED INCCOM10807M10570840SH DFND30040
BRIDGEPOINT EDUCATION IN WCOM10807M105215,40712,163SH SOLE112,16300
BRIGGS & STRATTON CORPCOM1090431091,13252SH DFND20052
BRIGGS + STRATTONCOM109043109795,17636,543SH SOLE136,54300
BRIGHT HORIZONS FAM SOL IN DCOM1091941003,784103SH DFND200103
BRIGHT HORIZONS FAMILY SOLCOM109194100288,9977,866SH SOLE17,86600
BRIGHTCOVECOM10921T101263,89518,663SH SOLE118,66300
BRIGHTCOVE INCCOM10921T10110,605750SH DFND300750
BRIGHTCOVE INCCOM10921T101480,35033,971SH DFND20033,971
BRINK S CO/THECOM1096961044,416,794129,373SH SOLE1129,37300
BRINKER INTERNATIONAL INCCOM1096411006,326,522136,524SH SOLE1136,52400
BRINKER INTL INCCOM1096411001,251,87527,015SH DFND40027,015
BRINKS COCOM10969610441012SH DFND20012
BRISTOL MYERS SQUIBB COCOM11012210840,034,175753,230SH SOLE1753,23000
BRISTOL MYERS SQUIBB COCOM110122108874,06316,445SH DFND40016,445
BRISTOL MYERS SQUIBB COCOM1101221082,531,47347,629SH DFND30047,629
BRISTOL MYERS SQUIBB COCOM110122108796,20914,980SH DFND20014,980
BRISTOW GROUP INCCOM1103941032,065,95127,524SH SOLE127,52400
BRISTOW GROUP INCCNV110394AC79,8108PRN DFND2008
BRITISH AMERN TOB PLCCOM11044810724,110224SH DFND400224
BRITISH AMERN TOB PLCCOM1104481071,50414SH DFND30014
BRIXMOR PROPERTY GROUP INCCOM11120U10532,9141,619SH SOLE11,61900
BROADCOM CORPCOM11132010734,8031,174SH DFND4001,174
BROADCOM CORPCOM11132010779,8642,694SH DFND3002,694
BROADCOM CORPCOM1113201077,411250SH DFND200250
BROADCOM CORP CL ACOM1113201076,840,522230,709SH SOLE1230,70900
BROADRIDGE FINANCIAL SOLUTCOM11133T1039,596,325242,822SH SOLE1242,82200
BROADRIDGE FINL SOLUTIONS INCOM11133T10323,791602SH DFND400602
BROADRIDGE FINL SOLUTIONS INCOM11133T10327,822704SH DFND300704
BROADSOFT INCCOM11133B409508,74318,608SH SOLE118,60800
BROADSOFT INCCOM11133B409268,5569,830SH DFND3009,830
BROCADE COMMUNICATIONS SYSCOM111621306151,21617,048SH SOLE117,04800
BROOKDALE SENIOR LIVING INCOM11246310443,6511,606SH SOLE11,60600
BROOKFIELD ASSET MGMT INCCOM1125851042336SH DFND4006
BROOKFIELD ASSET MGMT INCCOM112585104116,6843,005SH DFND3003,005
BROOKFIELD INFRAST PARTNERSCOMG16252101237,2816,050SH DFND4006,050
BROOKFIELD INFRAST PARTNERSCOMG16252101510,09313,006SH DFND30013,006
BROOKFIELD INFRAST PARTNERSCOMG1625210121,571550SH DFND200550
BROOKFIELD PPTY PARTNERS L PCOMG1624910755828SH DFND30028
BROOKLINE BANCORP INCCOM11373M107510,06253,298SH SOLE153,29800
BROOKLINE BANCORP INC DELCOM11373M10732,6323,417SH DFND3003,417
BROOKS AUTOMATION INCCOM114340102530,24950,548SH SOLE150,54800
BROWN & BROWN INCCOM1152361011,94662SH DFND40062
BROWN + BROWN INCCOM1152361017,669,519244,330SH SOLE1244,33000
BROWN FORMAN CORPCOM1156372091,05814SH DFND30014
BROWN FORMAN CORPCOM11563720934,687459SH DFND200459
BROWN FORMAN CORP CLASS BCOM1156372094,161,03555,062SH SOLE155,06200
BROWN SHOE COMPANY INCCOM115736100919,02432,659SH SOLE132,65900
BRUKER CORPCOM11679410834,9531,768SH SOLE11,76800
BRUNSWICK CORPCOM11704310911,230,810243,830SH SOLE1243,83000
BRUNSWICK CORPCOM117043109105,2012,284SH DFND4002,284
BRUNSWICK CORPCOM1170431095,527120SH DFND300120
BRUNSWICK CORPCOM1170431099,258201SH DFND200201
BRYN MAWR BANK CORPCOM117665109270,6248,967SH SOLE18,96700
BT GROUP PLCCOM05577E10132,196510SH DFND400510
BT GROUP PLCCOM05577E1012,02032SH DFND20032
BUCKEYE PARTNERS L PCOM11823010185,2621,201SH DFND4001,201
BUCKEYE PARTNERS L PCOM1182301011,214,14517,098SH DFND30017,098
BUCKEYE PARTNERS L PCOM118230101227,2013,200SH DFND2003,200
BUCKLE INCCOM118440106140,5982,675SH DFND3002,675
BUCKLE INC/THECOM1184401061,116,58521,244SH SOLE121,24400
BUFFALO WILD WINGS INCCOM1198481092,098,92514,259SH SOLE114,25900
BUFFALO WILD WINGS INCCOM119848109145,728990SH DFND300990
BUILD A BEAR WORKSHOPCOM1200761041,510200SH DFND300200
BUILDERS FIRSTSOURCE INCCOM12008R107211,64429,642SH SOLE129,64200
BUILDERS FIRSTSOURCE INCCOM12008R10714,2602,000SH DFND4002,000
BUILDERS FIRSTSOURCE INCCOM12008R1078,5561,200SH DFND2001,200
BUNGE LIMITEDCOMG169621055,66669SH DFND40069
BUNGE LIMITEDCOMG1696210516,105196SH DFND300196
BUNGE LIMITEDCOMG1696210578,005950SH DFND200950
BUNGE LTDCOMG16962105463,9225,650SH SOLE15,65000
BURGER KING WORLDWIDE INCCOM12122010737,0791,622SH SOLE11,62200
BURGER KING WORLDWIDE INCCOM1212201072,286100SH DFND300100
BURLINGTON STORES INCCOM122017106325,63210,176SH SOLE110,17600
C + F FINANCIAL CORPCOM12466Q10499,0582,169SH SOLE12,16900
C H ROBINSON WORLDWIDE INCCOM12541W20924,449419SH DFND400419
C H ROBINSON WORLDWIDE INCCOM12541W20984,3161,445SH DFND3001,445
C H ROBINSON WORLDWIDE INCCOM12541W20910,211175SH DFND200175
C&J ENERGY SVCS INCCOM12467B304136,2905,900SH DFND3005,900
C.H. ROBINSON WORLDWIDE INCOM12541W2093,683,29663,135SH SOLE163,13500
C+J ENERGY SERVICES INCCOM12467B304791,52234,265SH SOLE134,26500
CA INCCOM12673P105276,652,8698,221,482SH SOLE18,221,48200
CA INCCOM12673P1056,595196SH DFND400196
CA INCCOM12673P105340,10710,107SH DFND20010,107
CABELA S INCCOM1268043016,328,23494,933SH SOLE194,93300
CABELAS INCCOM126804301147,8522,218SH DFND3002,218
CABELAS INCCOM1268043015,00075SH DFND20075
CABLEVISION SYS CORPCOM12686C10975,9694,237SH DFND4004,237
CABLEVISION SYS CORPCOM12686C10918,6251,039SH DFND3001,039
CABLEVISION SYSTEMS NY GRPCOM12686C1091,329,92274,173SH SOLE174,17300
CABOT CORPCOM1270551016,317,780122,914SH SOLE1122,91400
CABOT MICROELECTRONICS CORCOM12709P103809,80417,720SH SOLE117,72000
CABOT OIL & GAS CORPCOM12709710340,7761,052SH DFND4001,052
CABOT OIL & GAS CORPCOM12709710366,8541,725SH DFND3001,725
CABOT OIL & GAS CORPCOM12709710336,822950SH DFND200950
CABOT OIL + GAS CORPCOM1270971036,215,902160,369SH SOLE1160,36900
CACI INTERNATIONAL INC CLCOM1271903041,286,32917,568SH SOLE117,56800
CADENCE DESIGN SYS INCCOM1273871088,216,940586,087SH SOLE1586,08700
CADENCE DESIGN SYSTEM INCCOM1273871082,776198SH DFND400198
CADENCE DESIGN SYSTEM INCCOM12738710813,123936SH DFND300936
CADENCE PHARMACEUTICALS INCOM12738T100370,48040,937SH SOLE140,93700
CADENCE PHARMACEUTICALS INCCOM12738T1009,0501,000SH DFND3001,000
CAESARS ENTERTAINMENT CORPCOM127686103576,64726,771SH SOLE126,77100
CAESARSTONE SDOT-YAM LTDCOMM2059810410,480211SH DFND300211
CAI INTERNATIONAL INCCOM12477X106268,60411,396SH SOLE111,39600
CAL DIVE INTERNATIONAL INCCOM12802T101130,62864,989SH SOLE164,98900
CAL DIVE INTL INC DELCOM12802T1011,005500SH DFND400500
CAL DIVE INTL INC DELCOM12802T10114,0707,000SH DFND3007,000
CAL MAINE FOODS INCCOM128030202680,23811,294SH SOLE111,29400
CAL MAINE FOODS INCCOM12803020215,058250SH DFND200250
CALAMOS ASSET MANAGEMENT ACOM12811R104177,80115,017SH SOLE115,01700
CALAMOS ASSET MGMT INCCOM12811R10413,0241,100SH DFND3001,100
CALAMOS CONV & HIGH INCOME FCOM12811P10831,6912,451SH DFND4002,451
CALAMOS CONV & HIGH INCOME FCOM12811P108694,92553,745SH DFND30053,745
CALAMOS CONV & HIGH INCOME FCOM12811P1084,344336SH DFND200336
CALAMOS CONV OPP AND INC FDCOM128117108138,56710,450SH DFND40010,450
CALAMOS CONV OPP AND INC FDCOM128117108401,48030,278SH DFND30030,278
CALAMOS CONV OPP AND INC FDCOM12811710866,3005,000SH DFND2005,000
CALAMOS GBL DYN INCOME FUNDCOM12811L107342,47538,180SH DFND30038,180
CALAMOS GBL DYN INCOME FUNDCOM12811L10745,7385,099SH DFND2005,099
CALAMOS STRATEGIC TOTL RETNCOM12812510128,5942,626SH DFND4002,626
CALAMOS STRATEGIC TOTL RETNCOM12812510114,5641,337SH DFND3001,337
CALAMOS STRATEGIC TOTL RETNCOM12812510116,2591,493SH DFND2001,493
CALAMP CORPCOM128126109740,56226,477SH SOLE126,47700
CALAMP CORPCOM128126109333,31811,917SH DFND30011,917
CALAMP CORPCOM1281261095,594200SH DFND200200
CALAVO GROWERS INCCOM128246105283,2949,362SH SOLE19,36200
CALAVO GROWERS INCCOM12824610524,208800SH DFND400800
CALAVO GROWERS INCCOM128246105262,5068,675SH DFND3008,675
CALGON CARBON CORPCOM129603106846,78541,166SH SOLE141,16600
CALGON CARBON CORPCOM12960310653,4822,600SH DFND2002,600
CALIFORNIA FIRST NATL BANCCOM13022210223,2391,539SH SOLE11,53900
CALIFORNIA WATER SERVICE GCOM130788102730,76531,676SH SOLE131,67600
CALIFORNIA WTR SVC GROUPCOM13078810224,2001,049SH DFND3001,049
CALIX NETWORKS INCCOM13100M509256,12526,569SH SOLE126,56900
CALLAWAY GOLF COCOM1311931041,096130SH DFND300130
CALLAWAY GOLF COCOM131193904109,590130SHCallDFND300130
CALLAWAY GOLF COMPANYCOM131193104458,30554,366SH SOLE154,36600
CALLIDUS SOFTWARE INCCOM13123E500367,92326,797SH SOLE126,79700
CALLON PETROLEUM COCOM13123X102172,77126,458SH SOLE126,45800
CALPINE CORPCOM131347304276,04714,149SH SOLE114,14900
CALPINE CORPCOM1313473049,755500SH DFND400500
CALPINE CORPCOM13134730417,481896SH DFND300896
CALPINE CORPCOM1313473044,878250SH DFND200250
CALUMET SPECIALTY PRODS PTNRCOM131476103122,2944,700SH DFND4004,700
CALUMET SPECIALTY PRODS PTNRCOM131476103478,31018,382SH DFND30018,382
CALUMET SPECIALTY PRODS PTNRCOM13147610360,0202,307SH DFND2002,307
CAMAC ENERGY INCCOM131745101740500SH DFND400500
CAMBREX CORPCOM132011107407,38022,848SH SOLE122,84800
CAMBRIA ETF TRCOM132061201134,1334,567SH DFND3004,567
CAMBRIA ETF TRCOM1320612015,874200SH DFND200200
CAMDEN NATIONAL CORPCOM133034108213,9715,068SH SOLE15,06800
CAMDEN PROPERTY TRUSTCOM1331311029,991,655175,662SH SOLE1175,66200
CAMECO CORPCOM13321L1081,82888SH DFND40088
CAMECO CORPCOM13321L1085,712275SH DFND300275
CAMECO CORPCOM13321L10864,9703,128SH DFND2003,128
CAMERON INTERNATIONAL CORPCOM13342B1055,487,59492,182SH SOLE192,18200
CAMERON INTERNATIONAL CORPCOM13342B10531,075522SH DFND400522
CAMERON INTERNATIONAL CORPCOM13342B105136,3242,290SH DFND3002,290
CAMPBELL SOUP COCOM1344291093,307,50176,421SH SOLE176,42100
CAMPBELL SOUP COCOM13442910953,0181,225SH DFND4001,225
CAMPBELL SOUP COCOM13442910947,6081,100SH DFND3001,100
CAMPBELL SOUP COCOM13442910956,2641,300SH DFND2001,300
CAMPUS CREST CMNTYS INCCOM13466Y10524,4662,600SH DFND3002,600
CAMPUS CREST COMMUNITIES ICOM13466Y105403,13442,841SH SOLE142,84100
CAMTEK LTDCOMM20791105729180SH DFND300180
CANADIAN DOLLAR CAPCOM000SH SOLE1000
CANADIAN NAT RES LTDCOM13638510152,1811,542SH DFND3001,542
CANADIAN NAT RES LTDCOM1363851016,768200SH DFND200200
CANADIAN NATL RY COCOM13637510264,0901,124SH DFND4001,124
CANADIAN NATL RY COCOM13637510245,616800SH DFND300800
CANADIAN NATL RY COCOM1363751021,86333SH DFND20033
CANADIAN OIL SANDS LTDCOM13643E9562,636,156140,153SH SOLE1140,15300
CANADIAN PAC RY LTDCOM13645T10015,132100SH DFND300100
CANCER GENETICS INCCOM13739U10434,4502,500SH DFND3002,500
CANON INCCOM1380063095,248164SH DFND400164
CANON INCCOM1380063091,72854SH DFND20054
CANTEL MEDICAL CORPCOM138098108846,63124,967SH SOLE124,96700
CANTERBURY PARK HOLDING CORPCOM13811E1012,091203SH DFND300203
CAPELLA EDUCATION COCOM139594105558,0308,399SH SOLE18,39900
CAPITAL BANK FINANCIAL CLCOM139794101354,74115,593SH SOLE115,59300
CAPITAL CITY BANK GROUP INCOM13967410597,4568,280SH SOLE18,28000
CAPITAL ONE FINANCIAL CORPCOM14040H10518,348,248239,502SH SOLE1239,50200
CAPITAL ONE FINL CORPCOM14040H105110,6251,444SH DFND4001,444
CAPITAL ONE FINL CORPCOM14040H105218,1852,848SH DFND3002,848
CAPITAL ONE FINL CORPCOM14040H10548,034627SH DFND200627
CAPITAL PRODUCT PARTNERS L PCOMY110821072,094200SH DFND400200
CAPITAL SENIOR LIVING CORPCOM140475104456,09819,012SH SOLE119,01200
CAPITAL SOUTHWEST CORPCOM140501107311,3898,930SH SOLE18,93000
CAPITAL SOUTHWEST CORPCOM1405011073,487100SH DFND300100
CAPITAL SR LIVING CORPCOM14047510428,7881,200SH DFND4001,200
CAPITALA FINANCE CORPCOM14054R10652,8352,655SH SOLE12,65500
CAPITALSOURCE INCCOM14055X102108,2207,531SH SOLE17,53100
CAPITOL FED FINL INCCOM14057J1019,700801SH DFND300801
CAPITOL FEDERAL FINANCIALCOM14057J1011,197,15898,857SH SOLE198,85700
CAPSTEAD MORTGAGE CORPCOM14067E506877,68472,656SH SOLE172,65600
CAPSTEAD MTG CORPCOM14067E50623,7491,966SH DFND3001,966
CAPSTONE TURBINE CORPCOM14067D102260,743202,126SH SOLE1202,12600
CAPSTONE TURBINE CORPCOM14067D1021,2901,000SH DFND4001,000
CARBO CERAMICS INCCOM1407811056,204,75653,246SH SOLE153,24600
CARBO CERAMICS INCCOM14078110515,149130SH DFND400130
CARBO CERAMICS INCCOM1407811058,15770SH DFND30070
CARBONITE INCCOM14133710595,0308,033SH SOLE18,03300
CARDINAL FINANCIAL CORPCOM14149F109414,10823,006SH SOLE123,00600
CARDINAL HEALTH INCCOM14149Y1088,776,295131,362SH SOLE1131,36200
CARDINAL HEALTH INCCOM14149Y10873,6911,103SH DFND4001,103
CARDINAL HEALTH INCCOM14149Y108441,9116,614SH DFND3006,614
CARDINAL HEALTH INCCOM14149Y1082,20533SH DFND20033
CARDIOVASCULAR SYSTEMS INCCOM141619106558,82416,297SH SOLE116,29700
CARDTRONICS INCCOM14161H1081,482,12334,111SH SOLE134,11100
CARDTRONICS INCCOM14161H10827,982644SH DFND300644
CAREER EDUCATION CORPCOM141665109240,47742,189SH SOLE142,18900
CAREFUSION CORPCOM14170T1014,830,923121,319SH SOLE1121,31900
CAREFUSION CORPCOM14170T1011,35434SH DFND40034
CAREFUSION CORPCOM14170T1017,407186SH DFND300186
CAREFUSION CORPCOM14170T10112,384311SH DFND200311
CARLISLE COS INCCOM14233910010,394,095130,908SH SOLE1130,90800
CARLISLE COS INCCOM1423391004,36755SH DFND40055
CARLISLE COS INCCOM142339100286,5553,609SH DFND3003,609
CARMAX INCCOM1431301024,326,78092,020SH SOLE192,02000
CARMAX INCCOM14313010251711SH DFND40011
CARMAX INCCOM14313010218,808400SH DFND300400
CARMAX INCCOM14313010222,570480SH DFND200480
CARMIKE CINEMAS INCCOM143436400425,75715,293SH SOLE115,29300
CARMIKE CINEMAS INCCOM14343640052919SH DFND40019
CARNIVAL CORPCOM1436583007,516,731187,123SH SOLE1187,12300
CARNIVAL CORPCOM14365830013,256330SH DFND400330
CARNIVAL CORPCOM14365830065,7981,638SH DFND3001,638
CARNIVAL CORPCOM14365830073,2701,824SH DFND2001,824
CARNIVAL PLCCOM14365C10316,580400SH DFND300400
CARPENTER TECHNOLOGYCOM1442851036,769,226108,830SH SOLE1108,83000
CARRIAGE SERVICES INCCOM143905107203,62010,426SH SOLE110,42600
CARRIAGE SVCS INCCOM1439051071,953100SH DFND200100
CARRIZO OIL + GAS INCCOM1445771031,528,04534,131SH SOLE134,13100
CARROLS RESTAURANT GROUP ICOM14574X104103,83015,708SH SOLE115,70800
CARTER INCCOM14622910943,289603SH DFND200603
CARTER S INCCOM1462291097,973,931111,073SH SOLE1111,07300
CASCADE BANCORPCOM14715420721,1974,053SH SOLE14,05300
CASCADE BANCORPCOM1471542074,184800SH DFND200800
CASELLA WASTE SYSTEMS INCCOM147448104148,72425,642SH SOLE125,64200
CASEY S GENERAL STORES INCCOM1475281032,047,71729,149SH SOLE129,14900
CASEYS GEN STORES INCCOM1475281037,025100SH DFND400100
CASEYS GEN STORES INCCOM14752810313,348190SH DFND300190
CASH AMER INTL INCCOM14754D10044,0451,150SH DFND2001,150
CASH AMERICA INTL INCCOM14754D100829,04221,646SH SOLE121,64600
CASS INFORMATION SYSTEMS ICOM14808P109460,4056,836SH SOLE16,83600
CASTLE (A.M.) + COCOM148411101195,86513,261SH SOLE113,26100
CATAMARAN CORPCOM148887102731,23915,401SH SOLE115,40100
CATAMARAN CORPCOM148887102350,0807,376SH DFND4007,376
CATCHMARK TIMBER TR INCCOM14912Y2027,784558SH DFND400558
CATCHMARK TIMBER TR INCCOM14912Y2029,932712SH DFND300712
CATCHMARK TIMBER TR INCCOM14912Y20259,7764,285SH DFND2004,285
CATERPILLAR INCCOM14912310125,257,167278,132SH SOLE1278,13200
CATERPILLAR INC DELCOM149123101649,6617,154SH DFND4007,154
CATERPILLAR INC DELCOM1491231013,056,74933,661SH DFND30033,661
CATERPILLAR INC DELCOM1491231013,016,79133,221SH DFND20033,221
CATHAY GENERAL BANCORPCOM1491501045,370,886200,931SH SOLE1200,93100
CATO CORP CLASS ACOM149205106663,85720,876SH SOLE120,87600
CAVCO INDS INC DELCOM1495681073,43550SH DFND20050
CAVCO INDUSTRIES INCCOM149568107317,6694,624SH SOLE14,62400
CAVIUM INCCOM14964U1081,175,79034,071SH SOLE134,07100
CBEYOND INCCOM149847105141,50520,508SH SOLE120,50800
CBIZ INCCOM124805102216,01623,686SH SOLE123,68600
CBL + ASSOCIATES PROPERTIECOM12483010091,2015,078SH SOLE15,07800
CBOE HLDGS INCCOM12503M1082,59850SH DFND30050
CBOE HOLDINGS INCCOM12503M1089,229,707177,631SH SOLE1177,63100
CBRE CLARION GLOBAL REAL ESTCOM12504G1002,614330SH DFND400330
CBRE CLARION GLOBAL REAL ESTCOM12504G100114,81114,496SH DFND30014,496
CBRE CLARION GLOBAL REAL ESTCOM12504G10011,2781,424SH DFND2001,424
CBRE GROUP INCCOM12504L1092,20984SH DFND40084
CBRE GROUP INC ACOM12504L1092,486,00894,525SH SOLE194,52500
CBS CORP CLASS B NON VOTINCOM12485720215,804,333247,950SH SOLE1247,95000
CBS CORP NEWCOM12485720281,5871,280SH DFND4001,280
CBS CORP NEWCOM124857202421,9596,620SH DFND3006,620
CBS CORP NEWCOM12485720250,610794SH DFND200794
CDI CORPCOM125071100199,25310,753SH SOLE110,75300
CDN IMPERIAL BK OF COMMERCECOM13606910114,947175SH DFND400175
CDN IMPERIAL BK OF COMMERCECOM136069101281,8533,300SH DFND3003,300
CDN IMPERIAL BK OF COMMERCECOM1360691014,01447SH DFND20047
CDW CORP/DECOM12514G10819,038815SH SOLE181500
CEC ENTERTAINMENT INCCOM125137109592,90913,390SH SOLE113,39000
CECO ENVIRONMENTAL CORPCOM125141101188,86611,680SH SOLE111,68000
CEDAR FAIR L PCOM15018510682,0051,654SH DFND4001,654
CEDAR FAIR L PCOM150185106836,66316,875SH DFND30016,875
CEDAR FAIR L PCOM150185106172,7213,484SH DFND2003,484
CEDAR REALTY TRUST INCCOM150602209337,92153,981SH SOLE153,98100
CEDAR REALTY TRUST INCCOM1506022093,130500SH DFND400500
CELADON GROUP INCCOM150838100259,74613,334SH SOLE113,33400
CELANESE CORP DELCOM1508701032214SH DFND3004
CELANESE CORP SERIES ACOM150870103142,7002,580SH SOLE12,58000
CELGENE CORPCOM15102010429,643,356175,446SH SOLE1175,44600
CELGENE CORPCOM151020104255,3111,511SH DFND4001,511
CELGENE CORPCOM151020104473,9552,805SH DFND3002,805
CELGENE CORPCOM151020104110,505654SH DFND200654
CELL THERAPEUTICS INCCOM150934883165,49486,195SH SOLE186,19500
CELL THERAPEUTICS INCCOM1509348833,8202,000SH DFND2002,000
CELLDEX THERAPEUTICS INCCOM15117B1031,432,50659,170SH SOLE159,17000
CELLDEX THERAPEUTICS INC NEWCOM15117B1037,965329SH DFND400329
CELLDEX THERAPEUTICS INC NEWCOM15117B1036,053250SH DFND300250
CELLDEX THERAPEUTICS INC NEWCOM15117B1032,615108SH DFND200108
CELLULAR DYNAMICS INTERNATCOM15117V10942,1342,552SH SOLE12,55200
CELSION CORPORATIONCOM15117N404432111SH DFND400111
CEMEX SAB DE CVCOM15129088931,9882,704SH DFND4002,704
CEMEX SAB DE CVCOM15129088931,8112,689SH DFND3002,689
CEMPRA INCCOM15130J109162,43313,110SH SOLE113,11000
CENOVUS ENERGY INCCOM15135U1093,667128SH DFND400128
CENOVUS ENERGY INCCOM15135U10994533SH DFND30033
CENOVUS ENERGY INCCOM15135U10911,755410SH DFND200410
CENTENE CORPCOM15135B1012,440,47141,399SH SOLE141,39900
CENTENE CORP DELCOM15135B1011,41524SH DFND40024
CENTER BANCORP INCCOM151408101146,6477,817SH SOLE17,81700
CENTERPOINT ENERGY INCCOM15189T1075,234,670225,827SH SOLE1225,82700
CENTERPOINT ENERGY INCCOM15189T10774,7563,225SH DFND3003,225
CENTERPOINT ENERGY INCCOM15189T1074,590198SH DFND200198
CENTERSTATE BANKS INCCOM15201P109202,72619,973SH SOLE119,97300
CENTRAIS ELETRICAS BRASILEIRCOM15234Q10838387SH DFND20087
CENTRAL EUROPEAN MEDIA ENTCOMG20045202195,12250,813SH SOLE150,81300
CENTRAL FD CDA LTDCOM15350110136,6762,768SH DFND4002,768
CENTRAL FD CDA LTDCOM153501101118,5918,950SH DFND3008,950
CENTRAL FD CDA LTDCOM15350110158,3664,405SH DFND2004,405
CENTRAL GARDEN & PET COCOM1535271065,840850SH DFND200850
CENTRAL GARDEN AND PET COCOM153527205214,75131,815SH SOLE131,81500
CENTRAL GOLDTRUSTCOM1535461063,73690SH DFND40090
CENTRAL GOLDTRUSTCOM1535461069,962240SH DFND300240
CENTRAL PACIFIC FINANCIALCOM154760409290,87914,486SH SOLE114,48600
CENTRAL SECS CORPCOM15512310299946SH DFND30046
CENTURY ALUMINUM COMPANYCOM156431108408,85039,087SH SOLE139,08700
CENTURY BANCORP INC CL ACOM15643210675,0122,256SH SOLE12,25600
CENTURYLINK INCCOM1567001069,625,962302,228SH SOLE1302,22800
CENTURYLINK INCCOM156700106324,36710,184SH DFND40010,184
CENTURYLINK INCCOM156700106785,28924,656SH DFND30024,656
CENTURYLINK INCCOM156700106292,7579,192SH DFND2009,192
CENVEO INCCOM15670S105123,00435,757SH SOLE135,75700
CEPHEIDCOM15670R1072,84761SH DFND40061
CEPHEID INCCOM15670R1072,080,67544,535SH SOLE144,53500
CERNER CORPCOM1567821047,159,301128,441SH SOLE1128,44100
CERNER CORPCOM156782104864,30415,506SH DFND40015,506
CERNER CORPCOM156782104444,3597,972SH DFND3007,972
CERNER CORPCOM156782104508,2939,119SH DFND2009,119
CERUS CORPCOM157085101298,42246,267SH SOLE146,26700
CERUS CORPCOM1570851016,4501,000SH DFND3001,000
CERUS CORPCOM15708510121,2853,300SH DFND2003,300
CEVA INCCOM157210105255,86316,811SH SOLE116,81100
CEVA INCCOM1572101053,044200SH DFND400200
CF INDS HLDGS INCCOM12526910025,401109SH DFND300109
CF INDS HLDGS INCCOM1252691008,15635SH DFND20035
CF INDUSTRIES HOLDINGS INCCOM1252691006,746,50828,950SH SOLE128,95000
CGGCOM12531Q1051,735100SH DFND200100
CHAMBERS STR PPTYSCOM15784210533,0104,315SH DFND4004,315
CHAMBERS STR PPTYSCOM157842105268,66835,120SH DFND30035,120
CHAMBERS STR PPTYSCOM157842105851,491111,306SH DFND200111,306
CHAMBERS STREET PROPERTIESCOM1578421051,200,683156,952SH SOLE1156,95200
CHANNELADVISOR CORPCOM159179100176,2664,226SH SOLE14,22600
CHANNELADVISOR CORPCOM15917910012,513300SH DFND300300
CHARLES & COLVARD LTDCOM159765106195,43538,700SH DFND30038,700
CHARLES RIV LABS INTL INCCOM1598641072,12240SH DFND40040
CHARLES RIVER LABORATORIESCOM1598641075,231,60098,635SH SOLE198,63500
CHART INDS INCCOM16115Q30833,474350SH DFND400350
CHART INDS INCCOM16115Q3088,79992SH DFND30092
CHART INDS INCCNV16115QAC47,7225PRN DFND2005
CHART INDS INCCOM16115Q30811,859124SH DFND200124
CHART INDUSTRIES INCCOM16115Q3081,924,37220,121SH SOLE120,12100
CHARTER COMMUNICATION ACOM16117M305979,8857,165SH SOLE17,16500
CHARTER FINANCIAL CORPCOM16122W108162,61615,099SH SOLE115,09900
CHASE CORPCOM16150R104150,9084,275SH SOLE14,27500
CHASE CORPCOM16150R1047,060200SH DFND300200
CHATHAM LODGING TRUSTCOM16208T102356,87317,451SH SOLE117,45100
CHECK POINT SOFTWARE TECHCOMM22465104741,78611,497SH SOLE111,49700
CHECK POINT SOFTWARE TECH LTCOMM2246510411,223174SH DFND400174
CHECKPOINT SYSTEMS INCCOM162825103492,37131,222SH SOLE131,22200
CHEESECAKE FACTORY INC/THECOM1630721016,402,098132,631SH SOLE1132,63100
CHEFS WAREHOUSE INC/THECOM163086101319,82710,968SH SOLE110,96800
CHEGG INCCOM16309210984,7179,955SH SOLE19,95500
CHELSEA THERAPEUTICS INTERCOM163428105230,59552,053SH SOLE152,05300
CHELSEA THERAPEUTICS INTL LTCOM16342810544,35010,000SH DFND40010,000
CHELSEA THERAPEUTICS INTL LTCOM1634281059,1232,057SH DFND2002,057
CHEMED CORPCOM16359R1031,027,01413,404SH SOLE113,40400
CHEMICAL FINANCIAL CORPCOM163731102619,81419,571SH SOLE119,57100
CHEMICAL FINL CORPCOM16373110216,373517SH DFND300517
CHEMICAL FINL CORPCOM16373110223,753750SH DFND200750
CHEMOCENTRYX INCCOM16383L10694,46416,315SH SOLE116,31500
CHEMTURA CORPCOM1638932091,821,55765,242SH SOLE165,24200
CHEMTURA CORPCOM1638932092,987107SH DFND400107
CHEMUNG FINANCIAL CORPCOM16402410181,7002,391SH SOLE12,39100
CHENIERE ENERGY INCCOM16411R208168,1253,899SH SOLE13,89900
CHENIERE ENERGY INCCOM16411R208219,0505,080SH DFND4005,080
CHENIERE ENERGY INCCOM16411R208276,1846,405SH DFND3006,405
CHENIERE ENERGY INCCOM16411R208119,0542,761SH DFND2002,761
CHENIERE ENERGY PARTNERS LPCOM16411Q101174,8516,103SH DFND4006,103
CHENIERE ENERGY PARTNERS LPCOM16411Q10190,7613,168SH DFND3003,168
CHENIERE ENERGY PARTNERS LPCOM16411Q1015,730200SH DFND200200
CHESAPEAKE ENERGY CORPCOM1651671075,631,523207,499SH SOLE1207,49900
CHESAPEAKE ENERGY CORPCOM16516710778,7062,900SH DFND4002,900
CHESAPEAKE ENERGY CORPCOM165167107472,04617,393SH DFND30017,393
CHESAPEAKE ENERGY CORPCOM1651671071,536,40456,610SH DFND20056,610
CHESAPEAKE GRANITE WASH TRCOM16518510936,3583,430SH DFND4003,430
CHESAPEAKE GRANITE WASH TRCOM16518510911,8401,117SH DFND3001,117
CHESAPEAKE GRANITE WASH TRCOM16518510962,5935,905SH DFND2005,905
CHESAPEAKE LODGING TRUSTCOM165240102815,19832,234SH SOLE132,23400
CHESAPEAKE UTILITIES CORPCOM165303108382,9886,381SH SOLE16,38100
CHESAPEAKE UTILS CORPCOM165303108254,6654,243SH DFND3004,243
CHESAPEAKE UTILS CORPCOM16530310827,009450SH DFND200450
CHEVRON CORPCOM166764100357,145,6702,859,224SH SOLE12,859,22400
CHEVRON CORP NEWCOM1667641004,301,59034,438SH DFND40034,438
CHEVRON CORP NEWCOM1667641006,484,34651,912SH DFND30051,912
CHEVRON CORP NEWCOM1667641004,037,30032,322SH DFND20032,322
CHICAGO BRIDGE & IRON CO N VCOM16725010954,457655SH DFND400655
CHICAGO BRIDGE & IRON CO N VCOM167250109121,3841,460SH DFND3001,460
CHICAGO BRIDGE & IRON CO N VCOM16725010929,764358SH DFND200358
CHICAGO BRIDGE + IRON CO NCOM167250109135,1031,625SH SOLE11,62500
CHICO S FAS INCCOM1686151026,099,733323,765SH SOLE1323,76500
CHICOS FAS INCCOM1686151021,65588SH DFND40088
CHICOS FAS INCCOM16861510263,7363,383SH DFND3003,383
CHILDREN S PLACECOM168905107996,06317,484SH SOLE117,48400
CHILDRENS PL RETAIL STORES ICOM1689051071,70930SH DFND40030
CHIMERA INVESTMENT CORPCOM16934Q109122,37339,475SH SOLE139,47500
CHIMERA INVT CORPCOM16934Q109223,03371,946SH DFND40071,946
CHIMERA INVT CORPCOM16934Q109114,71437,004SH DFND30037,004
CHIMERA INVT CORPCOM16934Q10911,9663,860SH DFND2003,860
CHIMERIX INCCOM16934W10685,1155,633SH SOLE15,63300
CHINA CORD BLOOD CORPCOMG2110710038,3729,569SH DFND3009,569
CHINA DIGITAL TV HLDG CO LTDCOM16938G107174100SH DFND400100
CHINA DIGITAL TV HLDG CO LTDCOM16938G107870500SH DFND300500
CHINA DISTANCE ED HLDGS LTDCOM16944W1046,542350SH DFND400350
CHINA FIN ONLINE CO LTDCOM169379104629100SH DFND400100
CHINA LIFE INS CO LTDCOM16939P1062365SH DFND4005
CHINA MOBILE GAMES & ENTMT GCOM16952T1002,523100SH DFND400100
CHINA MOBILE LIMITEDCOM16941M10937,074709SH DFND400709
CHINA MOBILE LIMITEDCOM16941M10947,845915SH DFND300915
CHINA MOBILE LIMITEDCOM16941M10957,5191,100SH DFND2001,100
CHINA PETE & CHEM CORPCOM16941R1083,94448SH DFND20048
CHINA PRECISION STEEL INCCOM16941J205856624SH DFND300624
CHINA PRECISION STEEL INCCOM16941J2052216SH DFND20016
CHINA SOUTHN AIRLS LTDCOM1694091093,435174SH DFND200174
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,765250SH DFND300250
CHINA UNICOM (HONG KONG) LTDCOM16945R1044,518300SH DFND200300
CHINDEX INTERNATIONAL INCCOM169467107145,4888,347SH SOLE18,34700
CHIPOTLE MEXICAN GRILL INCCOM1696561056,225,00211,684SH SOLE111,68400
CHIPOTLE MEXICAN GRILL INCCOM1696561056,39312SH DFND40012
CHIPOTLE MEXICAN GRILL INCCOM169656105279,177524SH DFND300524
CHIPOTLE MEXICAN GRILL INCCOM16965610553,278100SH DFND200100
CHIQUITA BRANDS INTLCOM170032809360,77030,835SH SOLE130,83500
CHIQUITA BRANDS INTL INCCOM1700328091,790153SH DFND300153
CHOICE HOTELS INTL INCCOM16990510650,5831,030SH SOLE11,03000
CHRISTOPHER + BANKS CORPCOM171046105235,82427,614SH SOLE127,61400
CHUBB CORPCOM1712321018,073,63083,552SH SOLE183,55200
CHUBB CORPCOM1712321019,18095SH DFND40095
CHUBB CORPCOM171232101213,2762,207SH DFND3002,207
CHUBB CORPCOM17123210185,421884SH DFND200884
CHURCH & DWIGHT INCCOM1713401029,942150SH DFND400150
CHURCH & DWIGHT INCCOM171340102316,0534,768SH DFND3004,768
CHURCH + DWIGHT CO INCCOM17134010218,746,503282,838SH SOLE1282,83800
CHURCHILL DOWNS INCCOM171484108818,0569,125SH SOLE19,12500
CHUY S HOLDINGS INCCOM171604101387,93510,770SH SOLE110,77000
CHUYS HLDGS INCCOM1716041016,123170SH DFND200170
CIBER INCCOM17163B102231,78655,987SH SOLE155,98700
CIENA CORPCOM1717793096,600,468275,824SH SOLE1275,82400
CIENA CORPCOM17177930962,2182,600SH DFND4002,600
CIENA CORPCOM17177930913,664571SH DFND200571
CIFC CORPCOM12547R10535,3294,541SH SOLE14,54100
CIGNA CORPCOM12550910910,275,576117,462SH SOLE1117,46200
CIGNA CORPORATIONCOM125509109871SH DFND4001
CIGNA CORPORATIONCOM1255091094375SH DFND3005
CIGNA CORPORATIONCOM12550910918,108207SH DFND200207
CIMAREX ENERGY COCOM17179810118,761,475178,834SH SOLE1178,83400
CIMAREX ENERGY COCOM17179810120,690197SH DFND300197
CIMATRON LTDCOMM2379810734,3143,800SH DFND3003,800
CINCINNATI BELL INCCOM171871106562,686158,058SH SOLE1158,05800
CINCINNATI BELL INC NEWCOM17187140342,950950SH DFND300950
CINCINNATI BELL INC NEWCOM1718714032,26150SH DFND20050
CINCINNATI FINANCIAL CORPCOM1720621013,706,43470,774SH SOLE170,77400
CINCINNATI FINL CORPCOM172062101300,1325,731SH DFND4005,731
CINCINNATI FINL CORPCOM17206210158,7591,122SH DFND3001,122
CINCINNATI FINL CORPCOM172062101315,8886,032SH DFND2006,032
CINEMARK HOLDINGS INCCOM17243V1027,053,795211,635SH SOLE1211,63500
CINEMARK HOLDINGS INCCOM17243V10214,999450SH DFND400450
CINEMARK HOLDINGS INCCOM17243V102104,2233,127SH DFND2003,127
CINTAS CORPCOM1729081052,118,18635,546SH SOLE135,54600
CINTAS CORPCOM17290810535,007587SH DFND400587
CINTAS CORPCOM1729081051,13219SH DFND30019
CINTAS CORPCOM17290810529,795500SH DFND200500
CIRCOR INTERNATIONAL INCCOM17273K1091,078,49413,351SH SOLE113,35100
CIRCOR INTL INCCOM17273K10919,145237SH DFND300237
CIRRUS LOGIC INCCOM172755100984,39948,184SH SOLE148,18400
CIRRUS LOGIC INCCOM17275510013,072640SH DFND300640
CIRRUS LOGIC INCCOM1727551001,342,33165,720SH DFND20065,720
CISCO SYS INCCOM17275R1021,025,09545,702SH DFND40045,702
CISCO SYS INCCOM17275R1022,408,241107,367SH DFND300107,367
CISCO SYS INCCOM17275R102743,39033,143SH DFND20033,143
CISCO SYSTEMS INCCOM17275R102301,488,27913,429,322SH SOLE113,429,32200
CIT GROUP INCCOM125581801403,0177,731SH SOLE17,73100
CIT GROUP INCCOM1255818016,256120SH DFND400120
CIT GROUP INCCOM12558180147,438910SH DFND300910
CITI TRENDS INCCOM17306X102174,36910,257SH SOLE110,25700
CITIGROUP INCCOM17296742461,460,8271,179,444SH SOLE11,179,44400
CITIGROUP INCCOM172967424361,2276,932SH DFND4006,932
CITIGROUP INCCOM172967424455,8608,748SH DFND3008,748
CITIGROUP INCCOM172967424648,48912,445SH DFND20012,445
CITIZENS + NORTHERN CORPCOM172922106168,8578,185SH SOLE18,18500
CITIZENS INCCOM174740100252,24528,828SH SOLE128,82800
CITRIX SYS INCCOM17737610022,517356SH DFND400356
CITRIX SYS INCCOM1773761005,37685SH DFND30085
CITRIX SYS INCCOM17737610018,975300SH DFND200300
CITRIX SYSTEMS INCCOM1773761005,003,13879,101SH SOLE179,10100
CITY HLDG COCOM17783510512,926279SH DFND300279
CITY HOLDING COCOM177835105551,79011,910SH SOLE111,91000
CITY NATIONAL CORPCOM1785661057,719,83197,448SH SOLE197,44800
CLARCOR INCCOM1798951078,634,354134,178SH SOLE1134,17800
CLARCOR INCCOM1798951071,09417SH DFND30017
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85345,2201,700SH DFND4001,700
CLAYMORE EXCHANGE TRD FD TRCOM18383M20913,780294SH DFND400294
CLAYMORE EXCHANGE TRD FD TRCOM18383M61313,915415SH DFND400415
CLAYMORE EXCHANGE TRD FD TRCOM18383M100579,55616,726SH DFND40016,726
CLAYMORE EXCHANGE TRD FD TRCOM18383M506248,49110,032SH DFND40010,032
CLAYMORE EXCHANGE TRD FD TRCOM18383M6051,722,62338,272SH DFND40038,272
CLAYMORE EXCHANGE TRD FD TRCOM18383Q13513,432383SH DFND400383
CLAYMORE EXCHANGE TRD FD TRCOM18383Q5075,530200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73937,1851,057SH DFND4001,057
CLAYMORE EXCHANGE TRD FD TRCOM18383M720692,30515,249SH DFND40015,249
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8797,770300SH DFND400300
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85316,386616SH DFND300616
CLAYMORE EXCHANGE TRD FD TRCOM18383Q796100,9554,676SH DFND3004,676
CLAYMORE EXCHANGE TRD FD TRCOM18383M506112,0844,525SH DFND3004,525
CLAYMORE EXCHANGE TRD FD TRCOM18383M6056,958,636154,602SH DFND300154,602
CLAYMORE EXCHANGE TRD FD TRCOM18383M10031,222901SH DFND300901
CLAYMORE EXCHANGE TRD FD TRCOM18383Q507110,6004,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383Q739105,1882,990SH DFND3002,990
CLAYMORE EXCHANGE TRD FD TRCOM18383Q83819,1561,180SH DFND3001,180
CLAYMORE EXCHANGE TRD FD TRCOM18383M720309,2656,812SH DFND3006,812
CLAYMORE EXCHANGE TRD FD TRCOM18383Q804210,67311,400SH DFND30011,400
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87951,8002,000SH DFND3002,000
CLAYMORE EXCHANGE TRD FD TRCOM18383M6545,168103SH DFND300103
CLAYMORE EXCHANGE TRD FD TRCOM18383M431155,9395,847SH DFND3005,847
CLAYMORE EXCHANGE TRD FD TRCOM18383M4233,910146SH DFND300146
CLAYMORE EXCHANGE TRD FD TRCOM18383Q1355,331152SH DFND200152
CLAYMORE EXCHANGE TRD FD TRCOM18383M605293,6906,525SH DFND2006,525
CLAYMORE EXCHANGE TRD FD TRCOM18383M6135,298158SH DFND200158
CLAYMORE EXCHANGE TRD FD TRCOM18383M20966,1801,412SH DFND2001,412
CLAYMORE EXCHANGE TRD FD TRCOM18383M50616,571669SH DFND200669
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73936,9041,049SH DFND2001,049
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50712,166440SH DFND200440
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6061,471100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M571457,78921,543SH DFND20021,543
CLAYMORE EXCHANGE TRD FD TRCOM18383M860345,61726,104SH DFND20026,104
CLAYMORE EXCHANGE TRD FD TRCOM18383M563616,55728,179SH DFND20028,179
CLAYMORE EXCHANGE TRD FD TRCOM18383M431535,50720,079SH DFND20020,079
CLAYMORE EXCHANGE TRD FD TRCOM18383M555431,04419,338SH DFND20019,338
CLAYMORE EXCHANGE TRD FD TRCOM18383M65442,695851SH DFND200851
CLAYTON WILLIAMS ENERGY INCOM969490101320,2613,908SH SOLE13,90800
CLEAN ENERGY FUELS CORPCOM184499101582,24045,205SH SOLE145,20500
CLEAN ENERGY FUELS CORPCOM18449910125,7602,000SH DFND4002,000
CLEAN ENERGY FUELS CORPCOM18449910166,3325,150SH DFND3005,150
CLEAN ENERGY FUELS CORPCOM184499101565,99943,944SH DFND20043,944
CLEAN HARBORS INCCOM1844961076,747,659112,536SH SOLE1112,53600
CLEAN HARBORS INCCOM1844961072,87848SH DFND40048
CLEAN HARBORS INCCOM18449610732,558543SH DFND300543
CLEAR CHANNEL OUTDOOR CL ACOM18451C1096,936684SH SOLE168400
CLEARBRIDGE ENERGY MLP FD INCOM18469210150,2751,847SH DFND3001,847
CLEARSIGN COMBUSTION CORPCOM1850641023,435300SH DFND300300
CLEARWATER PAPER CORPCOM18538R103840,42016,008SH SOLE116,00800
CLECO CORP NEWCOM12561W1057,226155SH DFND300155
CLECO CORP NEWCOM12561W105240,2015,152SH DFND2005,152
CLECO CORPORATIONCOM12561W1057,565,680162,284SH SOLE1162,28400
CLEVELAND BIOLABS INCCOM185860103585500SH DFND400500
CLIFFS NAT RES INCCOM18683K10163,5592,425SH DFND4002,425
CLIFFS NAT RES INCCOM18683K101368,13014,045SH DFND30014,045
CLIFFS NAT RES INCCOM18683K101119,9514,577SH DFND2004,577
CLIFFS NATURAL RESOURCES ICOM18683K1011,614,27461,590SH SOLE161,59000
CLIFTON SAVINGS BANCORP INCOM18712Q10372,9605,700SH SOLE15,70000
CLOROX CO DELCOM189054109126,1981,360SH DFND4001,360
CLOROX CO DELCOM189054109770,0638,302SH DFND3008,302
CLOROX CO DELCOM189054109297,2173,204SH DFND2003,204
CLOROX COMPANYCOM189054109272,707,8142,939,929SH SOLE12,939,92900
CLOUD PEAK ENERGY INCCOM18911Q102832,35646,242SH SOLE146,24200
CLOUD PEAK ENERGY INCCOM18911Q10230,6001,700SH DFND3001,700
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10310,535685SH DFND200685
CLOUGH GLOBAL EQUITY FDCOM18914C1005,310338SH DFND200338
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10620,9121,600SH DFND4001,600
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10628,9632,216SH DFND2002,216
CLOVIS ONCOLOGY INCCOM189464100717,45411,904SH SOLE111,90400
CLOVIS ONCOLOGY INCCOM1894641006,027100SH DFND300100
CLOVIS ONCOLOGY INCCOM18946410027,122450SH DFND200450
CLUBCORP HOLDINGS INCCOM18948M108243,71213,738SH SOLE113,73800
CME GROUP INCCOM12572Q10517,760,284226,361SH SOLE1226,36100
CME GROUP INCCOM12572Q1059,181117SH DFND400117
CME GROUP INCCOM12572Q10580,2061,022SH DFND3001,022
CMS ENERGY CORPCOM1258961003,495,600130,579SH SOLE1130,57900
CMS ENERGY CORPCOM12589610026,221979SH DFND400979
CMS ENERGY CORPCOM12589610013,385500SH DFND300500
CMS ENERGY CORPCOM125896100140,3825,244SH DFND2005,244
CNA FINANCIAL CORPCOM12611710043,4901,014SH SOLE11,01400
CNB FINANCIAL CORP/PACOM126128107181,3939,547SH SOLE19,54700
CNH INDL N VCOMN2094410913,1891,162SH DFND3001,162
CNO FINANCIAL GROUP INCCOM12621E1032,608,267147,443SH SOLE1147,44300
CNO FINL GROUP INCCOM12621E1033,538200SH DFND300200
CNOOC LTDCOM126132109117,100624SH DFND400624
CNOOC LTDCOM12613210966,995357SH DFND300357
CNOOC LTDCOM1261321092,25212SH DFND20012
COACH INCCOM189754104279,952,6974,987,577SH SOLE14,987,57700
COACH INCCOM189754104175,5193,127SH DFND4003,127
COACH INCCOM189754104386,9606,894SH DFND3006,894
COACH INCCOM1897541049,149163SH DFND200163
COBALT INTERNATIONAL ENERGCOM19075F10681,5594,958SH SOLE14,95800
COBALT INTL ENERGY INCCOM19075F10641125SH DFND40025
COBALT INTL ENERGY INCCOM19075F10623,0301,400SH DFND3001,400
COBIZ FINANCIAL INCCOM190897108281,35923,525SH SOLE123,52500
COCA COLA BOTTLING CO CONSCOM191098102226,1573,090SH SOLE13,09000
COCA COLA COCOM1912161004,191,551101,466SH DFND400101,466
COCA COLA COCOM1912161004,207,401101,849SH DFND300101,849
COCA COLA COCOM1912161001,467,45735,523SH DFND20035,523
COCA COLA CO/THECOM19121610057,015,4841,380,186SH SOLE11,380,18600
COCA COLA ENTERPRISESCOM19122T1095,691,402128,969SH SOLE1128,96900
COCA COLA ENTERPRISES INC NECOM19122T10968,4021,550SH DFND4001,550
COCA COLA ENTERPRISES INC NECOM19122T1096,575149SH DFND300149
COCA COLA ENTERPRISES INC NECOM19122T10922,065500SH DFND200500
COEUR MINING INCCOM192108504730,70467,346SH SOLE167,34600
COEUR MNG INCCOM19210850431,0312,860SH DFND3002,860
COEUR MNG INCCOM1921081167355SH DFND30055
COEUR MNG INCCOM1921085045,132473SH DFND200473
COEUR MNG INCCOM1921081162922SH DFND20022
COGENT COMMUNICATIONS GROUCOM19239V3021,266,04531,330SH SOLE131,33000
COGNEX CORPCOM1924221032,507,31965,671SH SOLE165,67100
COGNIZANT TECH SOLUTIONS ACOM19244610213,116,999129,897SH SOLE1129,89700
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102251,7432,493SH DFND4002,493
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102711,6067,047SH DFND3007,047
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102354,7433,513SH DFND2003,513
COHEN & STEERS CLOSED END OPCOM19248P10612,5701,000SH DFND3001,000
COHEN & STEERS INFRASTRUCTURCOM19248A10984,1034,083SH DFND4004,083
COHEN & STEERS INFRASTRUCTURCOM19248A109108,9125,287SH DFND3005,287
COHEN & STEERS INFRASTRUCTURCOM19248A10928,9021,403SH DFND2001,403
COHEN & STEERS QUALITY RLTYCOM19247L10630,9523,265SH DFND4003,265
COHEN & STEERS QUALITY RLTYCOM19247L106104,09010,980SH DFND30010,980
COHEN & STEERS QUALITY RLTYCOM19247L1064,266450SH DFND200450
COHEN & STEERS REIT & PFD INCOM19247X10011,131709SH DFND400709
COHEN & STEERS REIT & PFD INCOM19247X10014,601930SH DFND300930
COHEN & STEERS REIT & PFD INCOM19247X1003,140200SH DFND200200
COHEN & STEERS SLT PFD INCMCOM19248Y10712,345500SH DFND300500
COHEN & STEERS TOTAL RETURNCOM19247R1031,065,93588,902SH DFND40088,902
COHEN + STEERS INCCOM19247A100500,30912,489SH SOLE112,48900
COHERENT INCCOM1924791031,379,78618,548SH SOLE118,54800
COHU INCCOM192576106195,69918,638SH SOLE118,63800
COLDWATER CREEK INCCOM19306820223SH DFND4003
COLDWATER CREEK INCCOM193068202112150SH DFND300150
COLDWATER CREEK INCCOM193068202186250SH DFND200250
COLE REAL ESTATE INVTS INCCOM19329V105181,93012,958SH DFND40012,958
COLE REAL ESTATE INVTS INCCOM19329V1051,663,409118,476SH DFND300118,476
COLE REAL ESTATE INVTS INCCOM19329V1053,018,446214,989SH DFND200214,989
COLEMAN CABLE INCCOM193459302158,7106,053SH SOLE16,05300
COLFAX CORPCOM19401410688,0831,383SH SOLE11,38300
COLGATE PALMOLIVE COCOM19416210324,464,118375,159SH SOLE1375,15900
COLGATE PALMOLIVE COCOM194162103485,1447,440SH DFND4007,440
COLGATE PALMOLIVE COCOM1941621031,039,83315,946SH DFND30015,946
COLGATE PALMOLIVE COCOM194162103383,3645,879SH DFND2005,879
COLLECTORS UNIVERSE INCCOM19421R2003,430200SH DFND200200
COLONY FINANCIAL INCCOM19624R1061,030,02250,765SH SOLE150,76500
COLUMBIA BANKING SYSTEM INCOM1972361021,067,63638,809SH SOLE138,80900
COLUMBIA PPTY TR INCCOM198287203958,35038,334SH DFND40038,334
COLUMBIA PPTY TR INCCOM1982872031,357,27554,291SH DFND30054,291
COLUMBIA PPTY TR INCCOM198287203196,5257,861SH DFND2007,861
COLUMBIA SPORTSWEAR COCOM198516106675,2038,574SH SOLE18,57400
COLUMBUS MCKINNON CORP N YCOM19933310513,570500SH DFND300500
COLUMBUS MCKINNON CORP/NYCOM199333105351,38212,947SH SOLE112,94700
COMCAST CORP CLASS ACOM20030N10160,228,6821,159,024SH SOLE11,159,02400
COMCAST CORP NEWCOM20030N101226,0074,349SH DFND4004,349
COMCAST CORP NEWCOM20030N20010,275206SH DFND400206
COMCAST CORP NEWCOM20030N101521,77110,041SH DFND30010,041
COMCAST CORP NEWCOM20030N20039,916800SH DFND300800
COMCAST CORP NEWCOM20030N101251,0314,831SH DFND2004,831
COMERICA INCCOM2003401073,119,48065,618SH SOLE165,61800
COMERICA INCCOM2003401073808SH DFND3008
COMFORT SYS USA INCCOM19990810419,8361,023SH DFND3001,023
COMFORT SYSTEMS USA INCCOM199908104548,54328,290SH SOLE128,29000
COMMERCE BANCSHARES INCCOM2005251037,534,506167,769SH SOLE1167,76900
COMMERCE BANCSHARES INCCOM20052510338,937867SH DFND400867
COMMERCE BANCSHARES INCCOM2005251031,03323SH DFND30023
COMMERCIAL METALS COCOM2017231036,384,962314,066SH SOLE1314,06600
COMMERCIAL VEH GROUP INCCOM202608105727100SH DFND300100
COMMERCIAL VEHICLE GROUP ICOM202608105115,63715,906SH SOLE115,90600
COMMONWEALTH REITCOM203233101105,9444,545SH SOLE14,54500
COMMONWEALTH REITCOM2032336066,540300SH DFND400300
COMMONWEALTH REITCOM20323340876,9133,750SH DFND4003,750
COMMONWEALTH REITCOM2032331012,774119SH DFND300119
COMMONWEALTH REITCOM20323310161,0262,618SH DFND2002,618
COMMSCOPE HOLDING CO INCCOM20337X10920,2251,069SH SOLE11,06900
COMMTOUCH SOFTWARE LTDCOMM2559620210333SH DFND20033
COMMUNICATIONS SYS INCCOM2039001052,607234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM2036071061,207,85930,440SH SOLE130,44000
COMMUNITY BK SYS INCCOM203607106111,0752,799SH DFND3002,799
COMMUNITY HEALTH SYSTEMS ICOM2036681087,672,965195,390SH SOLE1195,39000
COMMUNITY TRUST BANCORP INCOM204149108420,0789,302SH SOLE19,30200
COMMUNITYONE BANCORPCOM20416Q10889,0086,981SH SOLE16,98100
COMMVAULT SYSTEMS INCCOM2041661029,035,620120,668SH SOLE1120,66800
COMMVAULT SYSTEMS INCCOM2041661022,32131SH DFND40031
COMPANHIA ENERGETICA DE MINACOM20440960127,1483,485SH DFND4003,485
COMPANHIA ENERGETICA DE MINACOM2044096013,599462SH DFND300462
COMPANHIA ENERGETICA DE MINACOM2044096019,4411,212SH DFND2001,212
COMPANHIA PARANAENSE ENERG CCOM20441B4072,628200SH DFND200200
COMPANHIA SIDERURGICA NACIONCOM20440W10523,5603,800SH DFND4003,800
COMPANIA DE MINAS BUENAVENTUCOM2044481043,366300SH DFND200300
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10437,8861,930SH DFND4001,930
COMPASS DIVERSIFIED HOLDINGSCOM20451Q104556,02528,325SH DFND30028,325
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10439,2602,000SH DFND2002,000
COMPASS MINERALS INTERNATICOM20451N1015,458,85068,193SH SOLE168,19300
COMPASS MINERALS INTL INCCOM20451N1013,62845SH DFND40045
COMPRESSCO PARTNERS L PCOM20467A1011,00750SH DFND20050
COMPUGEN LTDCOMM2572210544,9205,019SH DFND3005,019
COMPUTER PROGRAMS + SYSTEMCOM205306103517,0418,365SH SOLE18,36500
COMPUTER SCIENCES CORPCOM2053631043,617,28064,733SH SOLE164,73300
COMPUTER SCIENCES CORPCOM20536310427,940500SH DFND300500
COMPUTER SCIENCES CORPCOM20536310428,443509SH DFND200509
COMPUTER TASK GROUP INCCOM205477102194,16010,273SH SOLE110,27300
COMPUTER TASK GROUP INCCOM20547710215,064800SH DFND400800
COMPUTER TASK GROUP INCCOM2054771022,542135SH DFND200135
COMPUWARE CORPCOM2056381094,998,629445,908SH SOLE1445,90800
COMPUWARE CORPCOM20563810933630SH DFND30030
COMPX INTERNATIONAL INCCOM20563P10110,799767SH SOLE176700
COMSCORE INCCOM20564W105769,38026,892SH SOLE126,89200
COMSTOCK RES INCCOM2057682031,829100SH DFND300100
COMSTOCK RESOURCES INCCOM205768203664,42136,327SH SOLE136,32700
COMTECH TELECOMMUNICATIONSCOM205826209400,71412,713SH SOLE112,71300
COMTECH TELECOMMUNICATIONS CCNV205826AF725,23024PRN DFND20024
COMVERSE INCCOM20585P105571,36914,726SH SOLE114,72600
CON WAY INCCOM2059441014,633,323116,679SH SOLE1116,67900
CONAGRA FOODS INCCOM2058871025,854,431173,722SH SOLE1173,72200
CONAGRA FOODS INCCOM20588710277,4512,298SH DFND4002,298
CONAGRA FOODS INCCOM205887102215,7976,403SH DFND3006,403
CONAGRA FOODS INCCOM20588710278,0162,315SH DFND2002,315
CONATUS PHARMACEUTICALS INCOM20600T10825,6773,981SH SOLE13,98100
CONCHO RES INCCOM20605P1013,02428SH DFND40028
CONCHO RESOURCES INCCOM20605P101182,7361,692SH SOLE11,69200
CONCUR TECHNOLOGIES INCCOM2067081099,895,89195,909SH SOLE195,90900
CONCUR TECHNOLOGIES INCCOM20670810929,716288SH DFND300288
CONMED CORPCOM207410101895,34821,067SH SOLE121,06700
CONN S INCCOM2082421071,173,57714,895SH SOLE114,89500
CONNECTICUT WATER SVC INCCOM207797101254,8207,176SH SOLE17,17600
CONNECTICUT WTR SVC INCCOM2077971011,10131SH DFND30031
CONNECTONE BANCORP INCCOM20786U10146,0101,161SH SOLE11,16100
CONNS INCCOM20824210727,069344SH DFND300344
CONOCOPHILLIPSCOM20825C10438,381,602543,264SH SOLE1543,26400
CONOCOPHILLIPSCOM20825C1041,145,66316,216SH DFND40016,216
CONOCOPHILLIPSCOM20825C1046,163,24387,236SH DFND30087,236
CONOCOPHILLIPSCOM20825C1041,769,40525,045SH DFND20025,045
CONS TOMOKA LAND CO FLORIDCOM210226106140,8783,882SH SOLE13,88200
CONSOL ENERGY INCCOM20854P1093,222,14084,704SH SOLE184,70400
CONSOL ENERGY INCCOM20854P1093429SH DFND4009
CONSOL ENERGY INCCOM20854P10915,216400SH DFND300400
CONSOL ENERGY INCCOM20854P1098,559225SH DFND200225
CONSOLIDATED COMM HLDGS INCCOM20903410774,8303,812SH DFND3003,812
CONSOLIDATED COMM HLDGS INCCOM209034107196,73210,022SH DFND20010,022
CONSOLIDATED COMMUNICATIONCOM209034107522,57026,621SH SOLE126,62100
CONSOLIDATED EDISON INCCOM2091151045,995,448108,456SH SOLE1108,45600
CONSOLIDATED EDISON INCCOM209115104237,1734,290SH DFND4004,290
CONSOLIDATED EDISON INCCOM209115104409,4047,406SH DFND3007,406
CONSOLIDATED EDISON INCCOM209115104459,3058,309SH DFND2008,309
CONSOLIDATED GRAPHICS INCCOM209341106376,2485,579SH SOLE15,57900
CONSOLIDATED WATER CO INCCOMG2377310710,625754SH DFND300754
CONSOLIDATED WATER CO ORDCOMG23773107136,9399,712SH SOLE19,71200
CONSTANT CONTACT INCCOM210313102633,23820,381SH SOLE120,38100
CONSTANT CONTACT INCCOM21031310212,428400SH DFND400400
CONSTELLATION BRANDS INCCOM21036P10883,8231,191SH DFND4001,191
CONSTELLATION BRANDS INCCOM21036P108111,9751,591SH DFND3001,591
CONSTELLATION BRANDS INC ACOM21036P1083,934,73555,907SH SOLE155,90700
CONSTELLATION ENERGY PRTNR LCOM21038E10124,00010,000SH DFND30010,000
CONSUMER PORTFOLIO SERVICECOM210502100112,73612,006SH SOLE112,00600
CONTAINER STORE GROUP INCCOM21075110341,949900SH DFND200900
CONTAINER STORE GROUP INC/COM210751103444,6599,540SH SOLE19,54000
CONTANGO OIL & GAS COMPANYCOM21075N2042,36350SH DFND20050
CONTANGO OIL + GASCOM21075N204534,46311,309SH SOLE111,30900
CONTINENTAL RESOURCES INCCOM21201510189,453795SH DFND300795
CONTINENTAL RESOURCES INCCOM212015101229,0912,036SH DFND2002,036
CONTINENTAL RESOURCES INC/COM21201510177,639690SH SOLE169000
CONTROL4 CORPCOM21240D10754,0383,053SH SOLE13,05300
CONTROL4 CORPCOM21240D1078,850500SH DFND300500
CONTROL4 CORPCOM21240D10723,1871,310SH DFND2001,310
CONVERGYS CORPCOM2124851065,794,770275,286SH SOLE1275,28600
COOPER COS INCCOM2166484021,1159SH DFND4009
COOPER COS INCCOM21664840210,52685SH DFND20085
COOPER COS INC/THECOM21664840212,381,64799,981SH SOLE199,98100
COOPER TIRE & RUBR COCOM216831107110,5844,600SH DFND4004,600
COOPER TIRE & RUBR COCOM2168311071,77974SH DFND20074
COOPER TIRE + RUBBERCOM2168311071,010,56942,037SH SOLE142,03700
COPA HOLDINGS SACOMP310761051,60110SH DFND40010
COPA HOLDINGS SA CLASS ACOMP3107610586,139538SH SOLE153800
COPART INCCOM2172041068,342,236227,619SH SOLE1227,61900
CORCEPT THERAPEUTICS INCCOM218352102113,74335,324SH SOLE135,32400
CORE LABORATORIES N VCOMN2271710714,32175SH DFND40075
CORE LABORATORIES N VCOMN2271710766,091346SH DFND300346
CORE LABORATORIES N VCOMN2271710725,778135SH DFND200135
CORE MARK HOLDING CO INCCOM218681104578,2077,615SH SOLE17,61500
CORE MOLDING TECHNOLOGIES INCOM2186831009,590700SH DFND200700
CORELOGIC INCCOM21871D1036,859,813193,071SH SOLE1193,07100
CORELOGIC INCCOM21871D103712SH DFND3002
CORESITE REALTY CORPCOM21870Q105509,56815,830SH SOLE115,83000
CORESITE RLTY CORPCOM21870Q105112,6653,500SH DFND3003,500
CORINTHIAN COLLEGES INCCOM21886810793,63352,603SH SOLE152,60300
CORNERSTONE ONDEMAND INCCOM21925Y1031,428,92526,789SH SOLE126,78900
CORNERSTONE ONDEMAND INCCOM21925Y1032,66650SH DFND20050
CORNERSTONE PROGRESSIVE RTNCOM21925C10155,94910,885SH DFND30010,885
CORNERSTONE STRATEGIC VALUECOM21924B2033,036460SH DFND200460
CORNERSTONE THERAPEUTICS ICOM21924P10355,8495,885SH SOLE15,88500
CORNERSTONE THERAPEUTICS INCCOM21924P1032,847300SH DFND300300
CORNERSTONE TOTAL RTRN FD INCOM21924U201244SH DFND3004
CORNING INCCOM2193501059,312,108522,565SH SOLE1522,56500
CORNING INCCOM21935010586,8474,874SH DFND4004,874
CORNING INCCOM219350105592,10133,227SH DFND30033,227
CORNING INCCOM2193501051,343,16475,374SH DFND20075,374
CORONADO BIOSCIENCES INC.COM21976U10946,59317,716SH SOLE117,71600
CORPORATE EXECUTIVE BOARDCOM21988R1026,986,58690,231SH SOLE190,23100
CORPORATE EXECUTIVE BRD COCOM21988R10220,209261SH DFND300261
CORPORATE OFFICE PROPERTIECOM22002T1084,261,523179,887SH SOLE1179,88700
CORRECTIONS CORP AMER NEWCOM22025Y407253,6107,908SH DFND4007,908
CORRECTIONS CORP AMER NEWCOM22025Y40723,251725SH DFND300725
CORRECTIONS CORP OF AMERICCOM22025Y4077,598,185236,925SH SOLE1236,92500
CORVEL CORPCOM221006109404,4698,661SH SOLE18,66100
COSAN LTDCOMG2534310732,6542,380SH DFND4002,380
COSAN LTDCOMG253431072,744200SH DFND300200
COSTA INCCOM22149T102137,3126,319SH SOLE16,31900
COSTA INCCOM22149T10260,5832,788SH DFND3002,788
COSTAR GROUP INCCOM22160N1093,496,13018,941SH SOLE118,94100
COSTCO WHOLESALE CORPCOM22160K10524,291,250204,111SH SOLE1204,11100
COSTCO WHSL CORP NEWCOM22160K10567,158564SH DFND400564
COSTCO WHSL CORP NEWCOM22160K105760,0076,386SH DFND3006,386
COSTCO WHSL CORP NEWCOM22160K1051,023,0968,596SH DFND2008,596
COTT CORP QUECOM22163N10612,0901,500SH DFND2001,500
COTY INC CL ACOM22207020320,6181,352SH SOLE11,35200
COURIER CORPCOM222660102137,4487,598SH SOLE17,59800
COURIER CORPCOM22266010221,0931,166SH DFND3001,166
COUSINS PROPERTIES INCCOM2227951061,324,405128,583SH SOLE1128,58300
COVANCE INCCOM22281610010,075,649114,418SH SOLE1114,41800
COVANCE INCCOM2228161003,25837SH DFND30037
COVANTA HLDG CORPCOM22282E10221,6391,219SH DFND4001,219
COVANTA HLDG CORPCOM22282E1027,633430SH DFND300430
COVANTA HLDG CORPCOM22282E1028,857499SH DFND200499
COVANTA HOLDING CORPCOM22282E10272,3144,074SH SOLE14,07400
COVIDIEN PLCCOMG2554F11311,000,874161,540SH SOLE1161,54000
COVIDIEN PLCCOMG2554F11313,211194SH DFND400194
COVIDIEN PLCCOMG2554F113135,2731,986SH DFND3001,986
COVIDIEN PLCCOMG2554F11347,057691SH DFND200691
COVISINT CORPCOM22357R10361,2944,884SH SOLE14,88400
COWEN GROUP INC CLASS ACOM223622101253,40764,810SH SOLE164,81000
CPFL ENERGIA S ACOM1261531054,803300SH DFND400300
CPFL ENERGIA S ACOM12615310596,4026,021SH DFND3006,021
CPFL ENERGIA S ACOM12615310576848SH DFND20048
CR BARD INCCOM0673831093,506,41526,179SH SOLE126,17900
CRA INTERNATIONAL INCCOM12618T105133,7096,753SH SOLE16,75300
CRACKER BARREL OLD COUNTRYCOM22410J1061,687,92315,335SH SOLE115,33500
CRACKER BARREL OLD CTRY STORCOM22410J10664,941590SH DFND300590
CRACKER BARREL OLD CTRY STORCOM22410J10629,719270SH DFND200270
CRAFT BREW ALLIANCE INCCOM224122101115,1047,010SH SOLE17,01000
CRANE COCOM2243991056,696,95799,583SH SOLE199,58300
CRANE COCOM22439910563,114938SH DFND300938
CRAWFORD + CO CL BCOM224633107160,98917,423SH SOLE117,42300
CRAY INCCOM225223304722,11626,297SH SOLE126,29700
CRAY INCCOM22522330474127SH DFND30027
CREDICORP LTDCOMG2519Y1083983SH DFND4003
CREDIT ACCEPTANCE CORPCOM225310101613,0334,716SH SOLE14,71600
CREDIT SUISSE AG NASSAU BRHCOM22539T6132,850380SH DFND400380
CREDIT SUISSE AG NASSAU BRHCOM22539T6211733SH DFND3003
CREDIT SUISSE AG NASSAU BRHCOM22539T613152SH DFND2002
CREDIT SUISSE GROUPCOM2254011085,308171SH DFND400171
CREDIT SUISSE GROUPCOM2254011083,166102SH DFND300102
CREDIT SUISSE HIGH YLD BND FCOM22544F10318,0495,879SH DFND3005,879
CREDIT SUISSE NASSAU BRHCOM22542D8529,737310SH DFND400310
CREDIT SUISSE NASSAU BRHCOM22542D795713,00720,739SH DFND30020,739
CREE INCCOM22544710115,382,209245,840SH SOLE1245,84000
CREE INCCOM2254471012,18835SH DFND40035
CREE INCCOM225447101139,5452,232SH DFND3002,232
CREE INCCOM22544710196,4681,543SH DFND2001,543
CRESTWOOD EQUITY PARTNERS LPCOM22634410913,083946SH DFND400946
CRESTWOOD EQUITY PARTNERS LPCOM22634410930,4262,200SH DFND3002,200
CRESTWOOD EQUITY PARTNERS LPCOM22634410926,8971,945SH DFND2001,945
CRESTWOOD MIDSTREAM PARTNERSCOM22637810728,9221,162SH DFND4001,162
CRESTWOOD MIDSTREAM PARTNERSCOM22637810758,8152,363SH DFND3002,363
CRESTWOOD MIDSTREAM PARTNERSCOM22637810734,1671,373SH DFND2001,373
CRH PLCCOM12626K2031,55961SH DFND40061
CROCS INCCOM2270461091,066,78367,009SH SOLE167,00900
CROCS INCCOM22704610912,593791SH DFND400791
CROCS INCCOM2270461098,358525SH DFND200525
CROSS COUNTRY HEALTHCARE ICOM227483104205,69820,611SH SOLE120,61100
CROSS TIMBERS RTY TRCOM22757R10919,555665SH DFND300665
CROSSTEX ENERGY INCCOM22765Y1041,142,29431,590SH SOLE131,59000
CROSSTEX ENERGY INCCOM22765Y10494,0162,600SH DFND3002,600
CROSSTEX ENERGY L PCOM22765U10230,3881,101SH DFND3001,101
CROSSTEX ENERGY L PCOM22765U1025,520200SH DFND200200
CROWN CASTLE INTL CORPCOM22822710410,061,452137,021SH SOLE1137,02100
CROWN CASTLE INTL CORPCOM228227104114,8451,564SH DFND4001,564
CROWN CASTLE INTL CORPCOM22822710491,8611,251SH DFND3001,251
CROWN HOLDINGS INCCOM228368106124,5732,795SH SOLE12,79500
CROWN HOLDINGS INCCOM2283681062,67460SH DFND40060
CROWN HOLDINGS INCCOM22836810622,285500SH DFND200500
CROWN MEDIA HOLDINGS CLASSCOM22841110481,18322,998SH SOLE122,99800
CRYOLIFE INCCOM228903100228,76520,628SH SOLE120,62800
CSG SYSTEMS INTL INCCOM126349109757,10925,752SH SOLE125,75200
CSP INCCOM1263891053,236400SH DFND200400
CSS INDS INCCOM12590610757,3602,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107161,2395,622SH SOLE15,62200
CST BRANDS INCCOM12646R1055,695,309155,101SH SOLE1155,10100
CST BRANDS INCCOM12646R1056,536178SH DFND300178
CST BRANDS INCCOM12646R10514,394392SH DFND200392
CSX CORPCOM12640810313,156,061457,284SH SOLE1457,28400
CSX CORPCOM126408103178,2906,197SH DFND4006,197
CSX CORPCOM126408103846,41329,420SH DFND30029,420
CSX CORPCOM1264081031,123,00939,034SH DFND20039,034
CTRIP COM INTL LTDCOM22943F1005,806117SH DFND400117
CTS CORPCOM126501105507,62525,496SH SOLE125,49600
CU BANCORPCOM126534106109,0056,236SH SOLE16,23600
CUBESMARTCOM2296631091,409,23988,409SH SOLE188,40900
CUBESMARTCOM2296631096,998439SH DFND400439
CUBIC CORPCOM229669106799,64215,185SH SOLE115,18500
CUBIC CORPCOM2296691069,479180SH DFND200180
CUBIST PHARMACEUTICALS INCCOM22967810710,424,658183,386SH SOLE1183,38600
CUBIST PHARMACEUTICALS INCCOM2296781072,75540SH DFND40040
CUBIST PHARMACEUTICALS INCCOM2296781073,78855SH DFND30055
CUBIST PHARMACEUTICALS INCCOM2296781231,3501,000SH DFND3001,000
CUBIST PHARMACEUTICALS INCCOM2296781232,0251,500SH DFND2001,500
CULLEN FROST BANKERS INCCOM22989910915,630210SH DFND300210
CULLEN FROST BANKERS INCCOM22989910929,772400SH DFND200400
CULLEN/FROST BANKERS INCCOM2298991098,065,830108,368SH SOLE1108,36800
CULP INCCOM230215105110,6965,413SH SOLE15,41300
CUMMINS INCCOM23102110610,284,60772,956SH SOLE172,95600
CUMMINS INCCOM231021106235,6111,671SH DFND4001,671
CUMMINS INCCOM231021106786,3665,578SH DFND3005,578
CUMMINS INCCOM231021106528,4973,749SH DFND2003,749
CUMULUS MEDIA INC CL ACOM231082108443,95757,433SH SOLE157,43300
CURIS INCCOM231269101160,57156,940SH SOLE156,94000
CURRENCYSHARES AUSTRALIAN DLCOM23129U10182,723925SH DFND300925
CURRENCYSHARES AUSTRALIAN DLCOM23129U1014,47250SH DFND20050
CURRENCYSHARES CDN DLR TRCOM23129X10546,805500SH DFND300500
CURRENCYSHARES CDN DLR TRCOM23129X1053,74440SH DFND20040
CURRENCYSHARES EURO TRCOM23130C1083,40025SH DFND40025
CURRENCYSHARES EURO TRCOM23130C958655SHPutDFND3005
CURRENCYSHS JAPANESE YEN TRCOM23130A9525,70010SHPutDFND40010
CURTISS WRIGHT CORPCOM2315611012,218,06435,643SH SOLE135,64300
CURTISS WRIGHT CORPCOM23156110156,007900SH DFND200900
CUSHING MLP TOTAL RETURN FDCOM2316311024,425,308551,784SH DFND300551,784
CUSTOMERS BANCORP INCCOM23204G100271,15613,253SH SOLE113,25300
CUTERA INCCOM23210910899,1439,739SH SOLE19,73900
CUTWATER SELECT INCOME FDCOM232229104188,16910,277SH DFND30010,277
CVB FINANCIAL CORPCOM1266001051,194,57669,981SH SOLE169,98100
CVENT INCCOM23247G109155,5314,274SH SOLE14,27400
CVR ENERGY INCCOM12662P108476,34010,968SH SOLE110,96800
CVR ENERGY INCCOM12662P10810,858250SH DFND400250
CVR PARTNERS LPCOM12663310676,2924,635SH DFND4004,635
CVR PARTNERS LPCOM12663310613,599826SH DFND300826
CVR PARTNERS LPCOM1266331067,407450SH DFND200450
CVR REFNG LPCOM12663P10754,2882,400SH DFND4002,400
CVR REFNG LPCOM12663P1073,031134SH DFND300134
CVR REFNG LPCOM12663P107223,9389,900SH DFND2009,900
CVS CAREMARK CORPCOM12665010033,633,033469,932SH SOLE1469,93200
CVS CAREMARK CORPORATIONCOM126650100532,8887,446SH DFND4007,446
CVS CAREMARK CORPORATIONCOM1266501001,546,46321,608SH DFND30021,608
CVS CAREMARK CORPORATIONCOM126650100528,1877,380SH DFND2007,380
CYAN INCCOM23247W10428,0855,309SH SOLE15,30900
CYAN INCCOM23247W1043,968750SH DFND300750
CYANOTECH CORPCOM23243730139,4398,000SH DFND3008,000
CYBERONICS INCCOM23251P1021,356,97420,714SH SOLE120,71400
CYNOSURE INCCOM2325772052,664100SH DFND300100
CYNOSURE INCCOM23257720526,6401,000SH DFND2001,000
CYNOSURE INC ACOM232577205389,26114,590SH SOLE114,59000
CYPRESS SEMICONDUCTOR CORPCOM2328061093,974,471378,521SH SOLE1378,52100
CYPRESS SEMICONDUCTOR CORPCOM232806109291,06027,720SH DFND40027,720
CYPRESS SEMICONDUCTOR CORPCOM2328061091,796171SH DFND300171
CYPRESS SEMICONDUCTOR CORPCOM2328061095,250500SH DFND200500
CYRUSONE INCCOM23283R100284,19412,727SH SOLE112,72700
CYS INVESTMENTS INCCOM12673A108858,671115,880SH SOLE1115,88000
CYS INVTS INCCOM12673A1081,853250SH DFND400250
CYS INVTS INCCOM12673A108737,23799,492SH DFND30099,492
CYS INVTS INCCOM12673A10843,1855,828SH DFND2005,828
CYTEC INDS INCCOM23282010016,676179SH DFND400179
CYTEC INDS INCCOM23282010028,786309SH DFND200309
CYTEC INDUSTRIES INCCOM2328201006,807,10873,069SH SOLE173,06900
CYTOKINETICS INCCOM23282W605114,87517,673SH SOLE117,67300
CYTORI THERAPEUTICS INCCOM23283K105107,74041,922SH SOLE141,92200
CYTORI THERAPEUTICS INCCOM23283K10524,0559,360SH DFND2009,360
CYTORI THERAPEUTICS INCCOM23283K1132,6584,000SH DFND2004,000
CYTRX CORPCOM23282850920,1583,215SH DFND2003,215
D R HORTON INCCOM23331A10955,3312,479SH DFND4002,479
D R HORTON INCCOM23331A10965,2642,924SH DFND3002,924
D R HORTON INCCOM23331A10910,730481SH DFND200481
DAILY JOURNAL CORPCOM233912104112,289607SH SOLE160700
DAKTRONICS INCCOM234264109437,97427,932SH SOLE127,93200
DAKTRONICS INCCOM23426410918,8161,200SH DFND2001,200
DANA HLDG CORPCOM23582520511,380580SH DFND400580
DANA HOLDING CORPCOM2358252054,139,271210,972SH SOLE1210,97200
DANAHER CORPCOM23585110219,887,106257,605SH SOLE1257,60500
DANAHER CORP DELCOM2358511022,62534SH DFND40034
DANAHER CORP DELCOM235851102119,0421,542SH DFND3001,542
DANAHER CORP DELCOM23585110212,661164SH DFND200164
DARDEN RESTAURANTS INCCOM2371941059,409,000173,055SH SOLE1173,05500
DARDEN RESTAURANTS INCCOM23719410530,393559SH DFND400559
DARDEN RESTAURANTS INCCOM23719410590,4171,663SH DFND3001,663
DARDEN RESTAURANTS INCCOM23719410518,323337SH DFND200337
DARLING INTERNATIONAL INCCOM2372661012,511,008120,259SH SOLE1120,25900
DARLING INTL INCCOM23726610120,8801,000SH DFND2001,000
DATALINK CORPCOM237934104138,40812,698SH SOLE112,69800
DAVITA HEALTHCARE PARTNERSCOM23918K1084,277,53867,501SH SOLE167,50100
DAVITA HEALTHCARE PARTNERS ICOM23918K10844,486702SH DFND400702
DAVITA HEALTHCARE PARTNERS ICOM23918K108395,3026,238SH DFND3006,238
DAVITA HEALTHCARE PARTNERS ICOM23918K10882,1281,296SH DFND2001,296
DAWSON GEOPHYSICAL COCOM239359102180,7345,344SH SOLE15,34400
DBX ETF TRCOM23305120015,767575SH DFND200575
DBX ETF TRCOM2330518792,466100SH DFND200100
DCP MIDSTREAM PARTNERS LPCOM23311P10011,181222SH DFND400222
DCP MIDSTREAM PARTNERS LPCOM23311P10018,029358SH DFND200358
DCT INDUSTRIAL TRUST INCCOM2331531051,375,605192,932SH SOLE1192,93200
DCT INDUSTRIAL TRUST INCCOM2331531057,1301,000SH DFND4001,000
DCT INDUSTRIAL TRUST INCCOM233153105149,48820,966SH DFND20020,966
DDR CORPCOM23317H102175,00311,386SH SOLE111,38600
DDR CORPCOM23317H1025,718372SH DFND400372
DDR CORPCOM23317H10211,097722SH DFND300722
DDR CORPCOM23317H1021,645107SH DFND200107
DEALERTRACK TECHNOLOGIES ICOM2423091021,591,25633,096SH SOLE133,09600
DEALERTRACK TECHNOLOGIES INCCOM2423091023,36670SH DFND40070
DEAN FOODS COCOM2423702033,341,203194,369SH SOLE1194,36900
DEAN FOODS CO NEWCOM24237020344726SH DFND40026
DECKERS OUTDOOR CORPCOM2435371075,978,33270,783SH SOLE170,78300
DECKERS OUTDOOR CORPCOM24353710746,284548SH DFND400548
DEERE & COCOM2441991051,395,83515,283SH DFND40015,283
DEERE & COCOM2441991051,438,07615,746SH DFND30015,746
DEERE & COCOM244199105704,9317,719SH DFND2007,719
DEERE + COCOM24419910511,601,467127,028SH SOLE1127,02800
DEL FRISCO S RESTAURANT GRCOM245077102167,2537,096SH SOLE17,09600
DELAWARE ENHANCED GBL DIV &COM24606010747,6533,900SH DFND3003,900
DELEK US HLDGS INCCOM24664710111,355330SH DFND300330
DELEK US HOLDINGS INCCOM246647101847,96624,643SH SOLE124,64300
DELHAIZE GROUPCOM29759W1014,51676SH DFND30076
DELPHI AUTOMOTIVE PLCCOMG278231066,737,506112,049SH SOLE1112,04900
DELPHI AUTOMOTIVE PLCCOMG2782310624,052400SH DFND300400
DELPHI AUTOMOTIVE PLCCOMG278231069,020150SH DFND200150
DELTA AIR LINES INCCOM2473617028,182,352297,865SH SOLE1297,86500
DELTA AIR LINES INC DELCOM24736170241,9741,528SH DFND4001,528
DELTA AIR LINES INC DELCOM247361702390,00314,197SH DFND30014,197
DELTA AIR LINES INC DELCOM24736170221,976800SH DFND200800
DELTA NATURAL GAS CO INCCOM247748106101,8294,550SH SOLE14,55000
DELTIC TIMBER CORPCOM247850100575,2488,467SH SOLE18,46700
DELUXE CORPCOM2480191018,063,720154,507SH SOLE1154,50700
DELUXE CORPCOM2480191013,60169SH DFND40069
DELUXE CORPCOM24801910113,778264SH DFND300264
DELUXE CORPCOM24801910115,918305SH DFND200305
DEMAND MEDIA INCCOM24802N109138,59524,020SH SOLE124,02000
DEMANDWARE INCCOM24802Y105785,02112,243SH SOLE112,24300
DEMANDWARE INCCOM24802Y1053,20650SH DFND30050
DENALI FD INCCOM24823A10219,3501,000SH DFND3001,000
DENBURY RES INCCOM2479162081,28278SH DFND40078
DENBURY RES INCCOM247916208188,86311,495SH DFND30011,495
DENBURY RES INCCOM24791620815,444940SH DFND200940
DENBURY RESOURCES INCCOM2479162082,234,168135,981SH SOLE1135,98100
DENDREON CORPCOM24823Q107312,730104,592SH SOLE1104,59200
DENDREON CORPCOM24823Q10747,31115,823SH DFND40015,823
DENDREON CORPCNV24823QAC124,81439PRN DFND30039
DENDREON CORPCOM24823Q1074,9341,650SH DFND3001,650
DENDREON CORPCOM24823Q10715,4435,165SH DFND2005,165
DENNY S CORPCOM24869P104437,91460,906SH SOLE160,90600
DENTSPLY INTERNATIONAL INCCOM2490301072,472,81951,007SH SOLE151,00700
DEPOMED INCCOM249908104396,73937,499SH SOLE137,49900
DEPOMED INCCOM2499081041,217115SH DFND300115
DERMA SCIENCES INCCOM24982750298,4309,097SH SOLE19,09700
DESARROLLADORA HOMEX S A DECOM25030W1001,1701,000SH DFND4001,000
DESTINATION MATERNITY CORPCOM25065D100268,4128,983SH SOLE18,98300
DESTINATION XL GROUP INCCOM25065K104183,57927,942SH SOLE127,94200
DEUTSCHE BANK AGCOMD181908981,30227SH DFND30027
DEUTSCHE BK AG LDN BRHCOM25154H74938,9051,550SH DFND3001,550
DEUTSCHE BK AG LDN BRHCOM25154H7566,152800SH DFND200800
DEUTSCHE BK AG LDN BRHCOM25154H74925,1001,000SH DFND2001,000
DEUTSCHE BK AG LONDONCOM25153Q65831,1892,249SH DFND3002,249
DEVON ENERGY CORP NEWCOM25179M10322,149358SH DFND400358
DEVON ENERGY CORP NEWCOM25179M103125,6802,031SH DFND3002,031
DEVON ENERGY CORP NEWCOM25179M9032,18416SHCallDFND30016
DEVON ENERGY CORP NEWCOM25179M103502,3848,120SH DFND2008,120
DEVON ENERGY CORPORATIONCOM25179M1039,329,006150,784SH SOLE1150,78400
DEVRY ED GROUP INCCOM2518931032,55672SH DFND20072
DEVRY EDUCATION GROUP INCCOM2518931034,170,363117,475SH SOLE1117,47500
DEX MEDIA INCCOM25213A10777,08911,370SH SOLE111,37000
DEX MEDIA INC NEWCOM25213A1072,966438SH DFND300438
DEXCOM INCCOM2521311071,661,43746,920SH SOLE146,92000
DFC GLOBAL CORPCOM23324T1072,261,009197,468SH SOLE1197,46800
DHT HOLDINGS INCCOMY2065G121558SH DFND3008
DIAGEO P L CCOM25243Q205310,3922,344SH DFND4002,344
DIAGEO P L CCOM25243Q205591,5214,467SH DFND3004,467
DIAGEO P L CCOM25243Q205145,7941,101SH DFND2001,101
DIAMOND FOODS INCCOM252603105433,23316,766SH SOLE116,76600
DIAMOND FOODS INCCOM2526031059,044350SH DFND200350
DIAMOND HILL INVESTMENT GRCOM25264R207221,8881,875SH SOLE11,87500
DIAMOND HILL INVESTMENT GROUCOM25264R20775,738640SH DFND300640
DIAMOND OFFSHORE DRILLINGCOM25271C1021,462,73025,698SH SOLE125,69800
DIAMOND OFFSHORE DRILLING INCOM25271C1025,35094SH DFND40094
DIAMOND OFFSHORE DRILLING INCOM25271C102187,5793,295SH DFND3003,295
DIAMOND RESORTS INTERNATIOCOM25272T104218,36311,829SH SOLE111,82900
DIAMONDBACK ENERGY INCCOM25278X109684,90712,957SH SOLE112,95700
DIAMONDROCK HOSPITALITY COCOM2527843011,715,914148,564SH SOLE1148,56400
DICE HOLDINGS INCCOM253017107210,56929,044SH SOLE129,04400
DICK S SPORTING GOODS INCCOM25339310212,056,157207,507SH SOLE1207,50700
DICKS SPORTING GOODS INCCOM2533931022,20838SH DFND40038
DICKS SPORTING GOODS INCCOM25339310233,408575SH DFND300575
DIEBOLD INCCOM2536511034,339,429131,458SH SOLE1131,45800
DIEBOLD INCCOM25365110390,9662,756SH DFND4002,756
DIEBOLD INCCOM2536511031,15535SH DFND30035
DIEBOLD INCCOM2536511037,790236SH DFND200236
DIGI INTERNATIONAL INCCOM253798102238,01319,638SH SOLE119,63800
DIGIMARC CORPCOM25381B10180,1224,160SH SOLE14,16000
DIGITAL GENERATION INCCOM25400B108230,91518,111SH SOLE118,11100
DIGITAL REALTY TRUST INCCOM253868103131,9852,687SH SOLE12,68700
DIGITAL RIVER INCCOM25388B104461,18724,929SH SOLE124,92900
DIGITAL RLTY TR INCCOM25386810323,921487SH DFND400487
DIGITAL RLTY TR INCCOM25386810325,837526SH DFND200526
DIGITALGLOBE INCCOM25389M8772,034,12749,432SH SOLE149,43200
DIGITALGLOBE INCCOM25389M87770,6961,718SH DFND3001,718
DILLARDS INC CL ACOM25406710161,534633SH SOLE163300
DIME COMMUNITY BANCSHARESCOM253922108405,35223,957SH SOLE123,95700
DINEEQUITY INCCOM2544231061,047,21612,534SH SOLE112,53400
DIODES INCCOM254543101643,80127,326SH SOLE127,32600
DIRECTVCOM25490A30915,543,315224,972SH SOLE1224,97200
DIRECTVCOM25490A30991,0211,318SH DFND4001,318
DIRECTVCOM25490A30960,704879SH DFND300879
DIRECTVCOM25490A30977,2091,118SH DFND2001,118
DIREXION SHS ETF TRCOM25459Y38968525SH DFND40025
DIREXION SHS ETF TRCOM25459W7714,816160SH DFND300160
DIREXION SHS ETF TRCOM25459Y46284040SH DFND30040
DIREXION SHS ETF TRCOM25459W8629,570150SH DFND300150
DIREXION SHS ETF TRCOM25459Y47079720SH DFND30020
DIREXION SHS ETF TRCOM25459Y488384,62522,665SH DFND30022,665
DIREXION SHS ETF TRCOM25459Y389552SH DFND3002
DIREXION SHS ETF TRCOM25459Y4471085SH DFND3005
DIREXION SHS ETF TRCOM25459Y20735,611658SH DFND300658
DISCOVER FINANCIAL SERVICECOM2547091089,825,435175,611SH SOLE1175,61100
DISCOVER FINL SVCSCOM254709108206,5113,691SH DFND4003,691
DISCOVER FINL SVCSCOM25470910885,0441,520SH DFND3001,520
DISCOVER FINL SVCSCOM254709108492,9758,811SH DFND2008,811
DISCOVERY COMMUNICATIONS ACOM25470F1048,515,66594,179SH SOLE194,17900
DISCOVERY COMMUNICATNS NEWCOM25470F3026,20674SH DFND40074
DISCOVERY COMMUNICATNS NEWCOM25470F10413,292147SH DFND400147
DISCOVERY COMMUNICATNS NEWCOM25470F2033,70141SH DFND40041
DISCOVERY COMMUNICATNS NEWCOM25470F104107,6901,191SH DFND3001,191
DISCOVERY COMMUNICATNS NEWCOM25470F3021682SH DFND2002
DISCOVERY COMMUNICATNS NEWCOM25470F10416,637184SH DFND200184
DISCOVERY LABORATORIES INC NCOM254668403749333SH DFND300333
DISH NETWORK CORPCOM25470M1091,21621SH DFND40021
DISH NETWORK CORPCOM25470M1091743SH DFND3003
DISH NETWORK CORPCOM25470M1096,950120SH DFND200120
DISH NETWORK CORP ACOM25470M109938,76716,208SH SOLE116,20800
DISNEY WALT COCOM254687106736,8699,645SH DFND4009,645
DISNEY WALT COCOM2546871062,414,85331,608SH DFND30031,608
DISNEY WALT COCOM2546871061,554,12720,342SH DFND20020,342
DIVERSIFIED RESTAURANT HOLCOM25532M10533,9437,116SH SOLE17,11600
DNP SELECT INCOME FDCOM23325P104111,44811,831SH DFND30011,831
DNP SELECT INCOME FDCOM23325P104539,39957,261SH DFND20057,261
DOCUMENT SEC SYS INCCOM25614T1018,2804,000SH DFND3004,000
DOLBY LABORATORIES INCCOM25659T10769418SH DFND40018
DOLBY LABORATORIES INCCOM25659T1075,206135SH DFND200135
DOLBY LABORATORIES INC CLCOM25659T10751,3621,332SH SOLE11,33200
DOLLAR GEN CORP NEWCOM25667710545,240750SH DFND400750
DOLLAR GEN CORP NEWCOM256677105114,4271,897SH DFND3001,897
DOLLAR GENERAL CORPCOM2566771056,115,362101,382SH SOLE1101,38200
DOLLAR TREE INCCOM2567461085,128,57890,900SH SOLE190,90000
DOLLAR TREE INCCOM25674610818,393326SH DFND400326
DOLLAR TREE INCCOM256746108134,8442,390SH DFND3002,390
DOMINION RES BLACK WARRIOR TCOM25746Q1088,3551,500SH DFND3001,500
DOMINION RES BLACK WARRIOR TCOM25746Q10813,6182,445SH DFND2002,445
DOMINION RES INC VA NEWCOM25746U109527,0298,147SH DFND4008,147
DOMINION RES INC VA NEWCOM25746U109659,70910,198SH DFND30010,198
DOMINION RES INC VA NEWCOM25746U88513,553250SH DFND300250
DOMINION RES INC VA NEWCOM25746U109256,5563,966SH DFND2003,966
DOMINION RESOURCES INC/VACOM25746U10912,230,938189,070SH SOLE1189,07000
DOMINO S PIZZA INCCOM25754A2017,906,250113,514SH SOLE1113,51400
DOMINOS PIZZA INCCOM25754A20128,487409SH DFND300409
DOMTAR CORPCOM2575592036,296,53566,743SH SOLE166,74300
DONALDSON CO INCCOM25765110911,930,378274,514SH SOLE1274,51400
DONALDSON INCCOM2576511096,258144SH DFND200144
DONEGAL GROUP INC CL ACOM25770120178,1964,918SH SOLE14,91800
DONNELLEY R R & SONS COCOM257867101320,24115,791SH DFND40015,791
DONNELLEY R R & SONS COCOM257867101104,9295,174SH DFND3005,174
DONNELLEY R R & SONS COCOM25786710125,4381,254SH DFND2001,254
DORAL FINANCIAL CORPCOM25811P85267,8704,334SH SOLE14,33400
DORAL FINL CORPCOM25811P8527,830500SH DFND300500
DORCHESTER MINERALS LPCOM25820R1055,196200SH DFND400200
DORCHESTER MINERALS LPCOM25820R1055,196200SH DFND200200
DORMAN PRODUCTS INCCOM2582781001,102,39219,661SH SOLE119,66100
DORMAN PRODUCTS INCCOM258278100219,5693,918SH DFND3003,918
DORMAN PRODUCTS INCCOM25827810022,697405SH DFND200405
DOUBLE EAGLE PETE COCOM2585702091,150500SH DFND200500
DOUGLAS DYNAMICS INCCOM25960R105248,09514,750SH SOLE114,75000
DOUGLAS EMMETT INCCOM25960P109127,5595,477SH SOLE15,47700
DOVER CORPCOM2600031087,209,31874,677SH SOLE174,67700
DOVER CORPCOM2600031083,18633SH DFND40033
DOVER CORPCOM260003108102,6221,063SH DFND3001,063
DOVER CORPCOM2600031085,98562SH DFND20062
DOW 30 PREMIUM & DIV INC FDCOM2605821018,501546SH DFND300546
DOW CHEM COCOM26054310330,236681SH DFND400681
DOW CHEM COCOM260543103541,21212,189SH DFND30012,189
DOW CHEM COCOM260543103689,61215,532SH DFND20015,532
DOW CHEMICAL CO/THECOM26054310317,866,072402,389SH SOLE1402,38900
DR HORTON INCCOM23331A1092,346,993105,152SH SOLE1105,15200
DR PEPPER SNAPPLE GROUP INCOM26138E1096,872,882141,069SH SOLE1141,06900
DR PEPPER SNAPPLE GROUP INCCOM26138E109217,2914,460SH DFND4004,460
DR PEPPER SNAPPLE GROUP INCCOM26138E10958,1821,194SH DFND3001,194
DR REDDYS LABS LTDCOM25613520345111SH DFND40011
DRAGONWAVE INCCOM26144M103147,522106,900SH DFND300106,900
DRDGOLD LIMITEDCOM26152H3013,6901,000SH DFND3001,000
DREAMWORKS ANIMATION SKG ACOM26153C1035,210,513146,775SH SOLE1146,77500
DREAMWORKS ANIMATION SKG INCCOM26153C1035,503155SH DFND300155
DREAMWORKS ANIMATION SKG INCCOM26153C10319,170540SH DFND200540
DRESSER RAND GROUP INCCOM2616081039,267,039155,409SH SOLE1155,40900
DRESSER-RAND GROUP INCCOM2616081031,55026SH DFND40026
DREW INDS INCCOM26168L2058,960175SH DFND200175
DREW INDUSTRIES INCCOM26168L205886,32317,311SH SOLE117,31100
DREYFUS HIGH YIELD STRATEGIECOM26200S10117,4894,297SH DFND3004,297
DREYFUS STRATEGIC MUN BD FDCOM26202F1074,066548SH DFND400548
DREYFUS STRATEGIC MUN BD FDCOM26202F107179,56424,200SH DFND30024,200
DREYFUS STRATEGIC MUNS INCCOM2619321077,6001,000SH DFND4001,000
DREYFUS STRATEGIC MUNS INCCOM2619321074,438584SH DFND300584
DRIL QUIP INCCOM2620371049,112,53782,894SH SOLE182,89400
DRIL-QUIP INCCOM2620371044,61742SH DFND40042
DRIL-QUIP INCCOM26203710422,096201SH DFND300201
DRYSHIPS INCCOMY2109Q9011,52020SHCallDFND40020
DRYSHIPS INCCOMY2109Q1011,410300SH DFND300300
DRYSHIPS INCCOMY2109Q10115,2283,240SH DFND2003,240
DSP GROUP INCCOM23332B106148,55315,299SH SOLE115,29900
DST SYS INC DELCOM2333261073,53939SH DFND40039
DST SYS INC DELCOM233326107659,2267,265SH DFND3007,265
DST SYSTEMS INCCOM2333261075,475,16160,339SH SOLE160,33900
DSW INCCOM23334L1025,982140SH DFND300140
DSW INC CLASS ACOM23334L10255,1641,291SH SOLE11,29100
DTE ENERGY COCOM23333110717,261260SH DFND400260
DTE ENERGY COCOM23333110780,6641,215SH DFND3001,215
DTE ENERGY COCOM233331107413,4416,227SH DFND2006,227
DTE ENERGY COMPANYCOM2333311074,336,39665,317SH SOLE165,31700
DTS INCCOM23335C101332,24313,855SH SOLE113,85500
DU PONT (E.I.) DE NEMOURSCOM26353410919,553,046300,955SH SOLE1300,95500
DU PONT E I DE NEMOURS & COCOM263534109783,40412,058SH DFND40012,058
DU PONT E I DE NEMOURS & COCOM263534109559,8468,617SH DFND3008,617
DU PONT E I DE NEMOURS & COCOM263534109452,5986,966SH DFND2006,966
DUCOMMUN INCCOM264147109209,7737,037SH SOLE17,03700
DUFF & PHELPS GLB UTL INC FDCOM26433C10534318SH DFND40018
DUFF & PHELPS UTIL CORP BD TCOM26432K1088,024800SH DFND400800
DUFF & PHELPS UTIL CORP BD TCOM26432K10890390SH DFND20090
DUKE ENERGY CORPCOM26441C20416,166,007234,256SH SOLE1234,25600
DUKE ENERGY CORP NEWCOM26441C2041,672,55024,236SH DFND40024,236
DUKE ENERGY CORP NEWCOM26441C2041,871,86827,125SH DFND30027,125
DUKE ENERGY CORP NEWCOM26441C2041,021,86114,807SH DFND20014,807
DUKE REALTY CORPCOM26441150510,088,260670,762SH SOLE1670,76200
DUKE REALTY CORPCOM26441150515,0401,000SH DFND4001,000
DUKE REALTY CORPCOM26441150553,9823,589SH DFND2003,589
DUN & BRADSTREET CORP DEL NECOM26483E1004,05133SH DFND30033
DUN & BRADSTREET CORP DEL NECOM26483E10019,026155SH DFND200155
DUN + BRADSTREET CORPCOM26483E1001,587,52612,933SH SOLE112,93300
DUNKIN BRANDS GROUP INCCOM26550410083,0491,723SH SOLE11,72300
DUNKIN BRANDS GROUP INCCOM265504100109,9922,282SH DFND4002,282
DUNKIN BRANDS GROUP INCCOM265504100486,55110,094SH DFND30010,094
DUPONT FABROS TECHNOLOGYCOM26613Q1061,023,51341,421SH SOLE141,42100
DURATA THERAPEUTICS INCCOM26658A107111,0048,679SH SOLE18,67900
DURATA THERAPEUTICS INCCOM26658A10712,7901,000SH DFND2001,000
DWS HIGH INCOME OPPORT FD INCOM23339M2042,534176SH DFND300176
DWS HIGH INCOME TRCOM23337C2089,1401,000SH DFND2001,000
DWS MULTI MKT INCOME TRCOM23338L10853,6075,709SH DFND3005,709
DXP ENTERPRISES INCCOM233377407839,6937,289SH SOLE17,28900
DYAX CORPCOM26746E103604,53980,284SH SOLE180,28400
DYCOM INDUSTRIES INCCOM267475101700,28025,199SH SOLE125,19900
DYNAMIC MATERIALS CORPCOM267888105197,4219,081SH SOLE19,08100
DYNASIL CORP AMERCOM26810210013,92012,000SH DFND40012,000
DYNAVAX TECHNOLOGIES CORPCOM268158102341,612174,292SH SOLE1174,29200
DYNAVAX TECHNOLOGIES CORPCOM268158102216110SH DFND300110
DYNAVAX TECHNOLOGIES CORPCOM2681581025,8803,000SH DFND2003,000
DYNEGY INCCOM26817R1081,428,17566,365SH SOLE166,36500
DYNEGY INC NEW DELCOM26817R1083,228150SH DFND400150
DYNEGY INC NEW DELCOM26817R11643SH DFND4003
DYNEX CAP INCCOM26817Q506800100SH DFND400100
DYNEX CAP INCCOM26817Q506490,11261,264SH DFND30061,264
DYNEX CAP INCCOM26817Q50616,0002,000SH DFND2002,000
DYNEX CAPITAL INCCOM26817Q506291,68836,461SH SOLE136,46100
E HOUSE CHINA HLDGS LTDCOM26852W10315,0801,000SH DFND4001,000
E M C CORP MASSCOM268648102568,69222,612SH DFND40022,612
E M C CORP MASSCOM268648102853,89333,952SH DFND30033,952
E M C CORP MASSCOM268648102245,2939,753SH DFND2009,753
E TRADE FINANCIAL CORPCOM2692464012,047,824104,268SH SOLE1104,26800
E2OPEN INCCOM29788A104234,1759,794SH SOLE19,79400
EAGLE BANCORP INCCOM268948106453,44714,804SH SOLE114,80400
EAGLE BULK SHIPPING INCCOMY2187A1191,607350SH DFND300350
EAGLE BULK SHIPPING INCCOMY2187A1191,010220SH DFND200220
EAGLE MATERIALS INCCOM26969P1087,875,250101,708SH SOLE1101,70800
EAGLE MATERIALS INCCOM26969P1081,08414SH DFND40014
EAGLE MATERIALS INCCOM26969P108189,7042,450SH DFND3002,450
EAGLE MATERIALS INCCOM26969P1083,02039SH DFND20039
EAGLE ROCK ENERGY PARTNERS LCOM26985R1045,9501,000SH DFND4001,000
EARTHLINK INCCOM270321102346,77868,398SH SOLE168,39800
EARTHLINK INCCOM27032110236071SH DFND30071
EAST WEST BANCORP INCCOM27579R1049,917,282283,594SH SOLE1283,59400
EASTERN INSURANCE HOLDINGSCOM276534104104,5724,270SH SOLE14,27000
EASTGROUP PPTY INCCOM2772761015,793100SH DFND400100
EASTGROUP PPTY INCCOM27727610133,599580SH DFND200580
EASTGROUP PROPERTIES INCCOM2772761011,334,36023,034SH SOLE123,03400
EASTMAN CHEM COCOM277432100162,2882,011SH DFND4002,011
EASTMAN CHEM COCOM27743210052,294648SH DFND300648
EASTMAN CHEM COCOM27743210023,547292SH DFND200292
EASTMAN CHEMICAL COCOM2774321004,177,92051,771SH SOLE151,77100
EATON CORP PLCCOMG2918310311,797,839154,990SH SOLE1154,99000
EATON CORP PLCCOMG29183103151,8351,995SH DFND4001,995
EATON CORP PLCCOMG29183103442,4865,813SH DFND3005,813
EATON CORP PLCCOMG29183103200,6052,635SH DFND2002,635
EATON VANCE CALIF MUN BD FDCOM27828A10013,2861,300SH DFND4001,300
EATON VANCE CALIF MUN BD FDCOM27828A10027,5942,700SH DFND3002,700
EATON VANCE CORPCOM27826510310,576,789247,179SH SOLE1247,17900
EATON VANCE CORPCOM27826510310,526246SH DFND300246
EATON VANCE CORPCOM27826510317,116400SH DFND200400
EATON VANCE ENH EQTY INC FDCOM27827710829,8772,300SH DFND3002,300
EATON VANCE ENHANCED EQ INCCOM27827410535,1002,700SH DFND4002,700
EATON VANCE ENHANCED EQ INCCOM27827410599,9297,687SH DFND3007,687
EATON VANCE ENHANCED EQ INCCOM2782741055,200400SH DFND200400
EATON VANCE FLTING RATE INCCOM27827910493,3916,116SH DFND4006,116
EATON VANCE FLTING RATE INCCOM27827910435,0602,296SH DFND3002,296
EATON VANCE FLTING RATE INCCOM27827910435,6552,335SH DFND2002,335
EATON VANCE LTD DUR INCOME FCOM27828H10527,6011,804SH DFND4001,804
EATON VANCE LTD DUR INCOME FCOM27828H10544,3702,900SH DFND3002,900
EATON VANCE MI MUNI INCOME TCOM27826D10640,7563,675SH DFND2003,675
EATON VANCE MUN BD FDCOM27827X10159,7215,285SH DFND4005,285
EATON VANCE MUNI INCOME TRUSCOM27826U10859,1575,629SH DFND3005,629
EATON VANCE MUNI INCOME TRUSCOM27826U1085,255500SH DFND200500
EATON VANCE NATL MUN OPPORTCOM27829L10599,9985,417SH DFND4005,417
EATON VANCE NEW YORK MUN BDCOM27827Y10911,3201,000SH DFND3001,000
EATON VANCE NJ MUNI INCOME TCOM27826V1069,577827SH DFND400827
EATON VANCE RISK MNGD DIV EQCOM27829G10632,0742,846SH DFND4002,846
EATON VANCE RISK MNGD DIV EQCOM27829G10645,0804,000SH DFND3004,000
EATON VANCE SH TM DR DIVR INCOM27828V10422,0191,442SH DFND4001,442
EATON VANCE SH TM DR DIVR INCOM27828V1049,391615SH DFND300615
EATON VANCE SH TM DR DIVR INCOM27828V1045,833382SH DFND200382
EATON VANCE SR FLTNG RTE TRCOM27828Q105151,48910,059SH DFND40010,059
EATON VANCE SR FLTNG RTE TRCOM27828Q1054,066270SH DFND300270
EATON VANCE SR FLTNG RTE TRCOM27828Q10532,6802,170SH DFND2002,170
EATON VANCE SR INCOME TRCOM27826S10338,6135,588SH DFND4005,588
EATON VANCE SR INCOME TRCOM27826S10336,1745,235SH DFND2005,235
EATON VANCE TAX ADVT DIV INCCOM27828G10783,5744,394SH DFND4004,394
EATON VANCE TAX ADVT DIV INCCOM27828G10770,1273,687SH DFND3003,687
EATON VANCE TAX ADVT DIV INCCOM27828G10716,167850SH DFND200850
EATON VANCE TAX MNGD GBL DVCOM27829F108148,78014,878SH DFND40014,878
EATON VANCE TAX MNGD GBL DVCOM27829F108213,64021,364SH DFND30021,364
EATON VANCE TAX MNGD GBL DVCOM27829F10834,5703,457SH DFND2003,457
EATON VANCE TAX MNGED BUY WRCOM27828X10010,125680SH DFND400680
EATON VANCE TAX MNGED BUY WRCOM27828X10020,2291,359SH DFND3001,359
EATON VANCE TAX MNGED BUY WRCOM27828X100132,5668,903SH DFND2008,903
EATON VANCE TAX-ADV BD & OPTCOM27829M1033,834270SH DFND400270
EATON VANCE TAX-ADV BD & OPTCOM27829M1037,100500SH DFND300500
EATON VANCE TX ADV GLB DIV OCOM27828U1066,934283SH DFND400283
EATON VANCE TX ADV GLBL DIVCOM27828S10126,3081,553SH DFND4001,553
EATON VANCE TX ADV GLBL DIVCOM27828S10153,4123,153SH DFND3003,153
EATON VANCE TX MGD DIV EQ INCOM27828N10264,4945,906SH DFND4005,906
EATON VANCE TX MGD DIV EQ INCOM27828N10210,592970SH DFND300970
EATON VANCE TX MNG BY WRT OPCOM27828Y10814,0101,000SH DFND4001,000
EATON VANCE TX MNG BY WRT OPCOM27828Y10878,4945,603SH DFND3005,603
EATON VANCE TX MNG BY WRT OPCOM27828Y1086,585470SH DFND200470
EATON VANCE TXMGD GL BUYWR OCOM27829C1051,210100SH DFND400100
EATON VANCE TXMGD GL BUYWR OCOM27829C10527,9942,314SH DFND3002,314
EATON VANCE TXMGD GL BUYWR OCOM27829C1052,420200SH DFND200200
EBAY INCCOM27864210327,868,092507,708SH SOLE1507,70800
EBAY INCCOM278642103141,6612,582SH DFND4002,582
EBAY INCCOM2786421031,044,79419,043SH DFND30019,043
EBAY INCCOM278642103126,0802,298SH DFND2002,298
EBIX INCCOM278715206349,01123,710SH SOLE123,71000
EBIX INCCOM27871520613,239900SH DFND400900
ECHO GLOBAL LOGISTICS INCCOM27875T101253,89411,820SH SOLE111,82000
ECHOSTAR CORP ACOM27876810677,4641,558SH SOLE11,55800
ECOLAB INCCOM27886510010,964,199105,152SH SOLE1105,15200
ECOLAB INCCOM2788651007,29970SH DFND40070
ECOLAB INCCOM27886510036,495350SH DFND300350
ECOLAB INCCOM27886510010,427100SH DFND200100
E-COMMERCE CHINA DANGDANG INCOM26833A105271,69828,450SH DFND30028,450
ECOPETROL S ACOM2791581091,26933SH DFND40033
ECOPETROL S ACOM2791581096,344165SH DFND300165
ECOPETROL S ACOM27915810913,458350SH DFND200350
EDISON INTERNATIONALCOM2810201075,584,984120,626SH SOLE1120,62600
EDISON INTLCOM28102010728,243610SH DFND400610
EDISON INTLCOM28102010774,8991,618SH DFND3001,618
EDISON INTLCOM28102010756,2551,215SH DFND2001,215
EDUCATION MANAGEMENT CORPCOM28140M103161,72316,028SH SOLE116,02800
EDUCATION REALTY TRUST INCCOM28140H104667,40975,670SH SOLE175,67000
EDUCATIONAL DEV CORPCOM28147910556,98318,562SH DFND30018,562
EDWARDS LIFESCIENCES CORPCOM28176E1082,547,87138,745SH SOLE138,74500
EDWARDS LIFESCIENCES CORPCOM28176E108157,1012,389SH DFND4002,389
EDWARDS LIFESCIENCES CORPCOM28176E10862,472950SH DFND300950
EDWARDS LIFESCIENCES CORPCOM28176E1084,34066SH DFND20066
EGA EMERGING GLOBAL SHS TRCOM2684617791,359,21450,566SH DFND40050,566
EGA EMERGING GLOBAL SHS TRCOM26846184512812SH DFND40012
EGA EMERGING GLOBAL SHS TRCOM26846177910,161378SH DFND200378
EGA EMERGING GLOBAL SHS TRCOM26846182925,6981,509SH DFND2001,509
EGAIN CORPCOM28225C80688,8328,675SH SOLE18,67500
EGAIN CORPCOM28225C80651250SH DFND40050
EHEALTH INCCOM28238P109651,69714,018SH SOLE114,01800
EINSTEIN NOAH REST GROUP INCCOM28257U104139,5709,626SH DFND2009,626
EINSTEIN NOAH RESTAURANT GCOM28257U10462,2204,291SH SOLE14,29100
EL PASO ELECTRIC COCOM2836778541,073,69930,581SH SOLE130,58100
EL PASO PIPELINE PARTNERS LCOM283702108178,3444,954SH DFND4004,954
EL PASO PIPELINE PARTNERS LCOM28370210845,0001,250SH DFND3001,250
EL PASO PIPELINE PARTNERS LCOM28370210831,680880SH DFND200880
ELDORADO GOLD CORP NEWCOM2849021037,9661,400SH DFND4001,400
ELDORADO GOLD CORP NEWCOM28490210380,58714,163SH DFND30014,163
ELECTRO RENT CORPCOM285218103230,74112,459SH SOLE112,45900
ELECTRO SCIENTIFIC INDS INCOM285229100191,15718,275SH SOLE118,27500
ELECTRONIC ARTS INCCOM2855121092,414,045105,233SH SOLE1105,23300
ELECTRONIC ARTS INCCOM2855121091,14750SH DFND30050
ELECTRONICS FOR IMAGINGCOM2860821021,368,91235,345SH SOLE135,34500
ELECTRONICS FOR IMAGING INCCOM28608210280,4812,078SH DFND2002,078
ELI LILLY + COCOM532457108277,317,3455,437,595SH SOLE15,437,59500
ELIZABETH ARDEN INCCOM28660G106602,96917,009SH SOLE117,00900
ELLIE MAE INCCOM28849P100469,20417,462SH SOLE117,46200
ELLIE MAE INCCOM28849P1008,061300SH DFND300300
ELLINGTON FINANCIAL LLCCOM28852230327,2041,200SH DFND3001,200
ELLINGTON RESIDENTIAL MORTCOM28857810765,8424,281SH SOLE14,28100
ELLINGTON RESIDENTIAL MTG RECOM28857810722,3781,455SH DFND2001,455
EMC CORP/MACOM26864810220,038,288796,751SH SOLE1796,75100
EMC INS GROUP INCCOM26866410991,4932,988SH SOLE12,98800
EMCOR GROUP INCCOM29084Q1003,280,14577,289SH SOLE177,28900
EMCOR GROUP INCCOM29084Q1002977SH DFND4007
EMERALD OIL INCCOM29101U209287,93937,590SH SOLE137,59000
EMERALD OIL INCCOM29101U20911,2071,463SH DFND3001,463
EMERGE ENERGY SVCS LPCOM29102H1084,433100SH DFND200100
EMERGENT BIOSOLUTIONS INCCOM29089Q105482,37620,982SH SOLE120,98200
EMERITUS CORPCOM291005106578,55926,748SH SOLE126,74800
EMERSON ELEC COCOM291011104173,4652,472SH DFND4002,472
EMERSON ELEC COCOM291011104498,3557,101SH DFND3007,101
EMERSON ELEC COCOM291011104307,8464,387SH DFND2004,387
EMERSON ELECTRIC COCOM29101110423,783,721338,896SH SOLE1338,89600
EMPIRE DIST ELEC COCOM29164110823,3711,030SH DFND4001,030
EMPIRE DISTRICT ELECTRIC CCOM291641108642,51328,317SH SOLE128,31700
EMPIRE ST RLTY OP L PCOM2921021008,063573SH DFND400573
EMPIRE ST RLTY OP L PCOM2921023085,351364SH DFND400364
EMPIRE ST RLTY TR INCCOM29210410610,710700SH DFND300700
EMPIRE STATE REALTY TRUSTCOM292104106836,51254,674SH SOLE154,67400
EMPLOYERS HOLDINGS INCCOM292218104745,35823,550SH SOLE123,55000
EMULEX CORPCOM292475209382,27253,390SH SOLE153,39000
EMULEX CORPCOM292475209716100SH DFND300100
ENANTA PHARMACEUTICALS INCCOM29251M10665,9082,416SH SOLE12,41600
ENBRIDGE ENERGY MANAGEMENT LCOM29250X10318,183634SH DFND300634
ENBRIDGE ENERGY PARTNERS L PCOM29250R106283,4479,489SH DFND4009,489
ENBRIDGE ENERGY PARTNERS L PCOM29250R106667,08722,333SH DFND30022,333
ENBRIDGE ENERGY PARTNERS L PCOM29250R106153,1155,126SH DFND2005,126
ENBRIDGE INCCOM29250N1056,727154SH DFND400154
ENBRIDGE INCCOM29250N105199,7054,572SH DFND3004,572
ENBRIDGE INCCOM29250N1056,989160SH DFND200160
ENCANA CORPCOM2925051043,610200SH DFND400200
ENCANA CORPCOM292505104222,63812,334SH DFND30012,334
ENCANA CORPCOM29250510450,2122,782SH DFND2002,782
ENCORE CAPITAL GROUP INCCOM292554102947,50218,852SH SOLE118,85200
ENCORE WIRE CORPCOM292562105840,75015,512SH SOLE115,51200
ENDEAVOUR INTERNATIONAL COCOM29259G200164,10531,258SH SOLE131,25800
ENDEAVOUR SILVER CORPCOM29258Y10329,0408,000SH DFND3008,000
ENDEAVOUR SILVER CORPCOM29258Y1031,452400SH DFND200400
ENDO HEALTH SOLUTIONS INCCOM29264F20515,778,759233,898SH SOLE1233,89800
ENDOCYTE INCCOM29269A102216,15220,220SH SOLE120,22000
ENDOLOGIX INCCOM29266S106726,84741,677SH SOLE141,67700
ENDOLOGIX INCCOM29266S1061,67496SH DFND40096
ENDURANCE INTERNATIONAL GRCOM29272B105204,94414,453SH SOLE114,45300
ENDURANCE SPECIALTY HLDGS LTCOMG303971067,334125SH DFND300125
ENDURANCE SPECIALTY HOLDINCOMG3039710677,9141,328SH SOLE11,32800
ENERGEN CORPCOM29265N10810,588,940149,667SH SOLE1149,66700
ENERGEN CORPCOM29265N10817,829252SH DFND300252
ENERGIZER HLDGS INCCOM29266R108350,2523,236SH DFND4003,236
ENERGIZER HLDGS INCCOM29266R10813,988129SH DFND300129
ENERGIZER HLDGS INCCOM29266R10810,932101SH DFND200101
ENERGIZER HOLDINGS INCCOM29266R10813,880,589128,239SH SOLE1128,23900
ENERGY FUELS INCCOM292671708912160SH DFND300160
ENERGY RECOVERY INCCOM29270J100163,02529,321SH SOLE129,32100
ENERGY RECOVERY INCCOM29270J1002,359425SH DFND400425
ENERGY RECOVERY INCCOM29270J1005,5501,000SH DFND2001,000
ENERGY TRANSFER EQUITY L PCOM29273V100152,5271,866SH DFND4001,866
ENERGY TRANSFER EQUITY L PCOM29273V1001,332,23716,298SH DFND30016,298
ENERGY TRANSFER EQUITY L PCOM29273V100113,1281,384SH DFND2001,384
ENERGY TRANSFER PRTNRS L PCOM29273R1091,023,62517,880SH DFND40017,880
ENERGY TRANSFER PRTNRS L PCOM29273R1094,721,56482,473SH DFND30082,473
ENERGY TRANSFER PRTNRS L PCOM29273R1091,159,30120,250SH DFND20020,250
ENERGY XXI (BERMUDA) LTDCOMG1008214018,942700SH DFND300700
ENERGY XXI BERMUDACOMG100821401,425,46752,678SH SOLE152,67800
ENERNOC INCCOM292764107299,93617,428SH SOLE117,42800
ENERPLUS CORPCOM2927661023,636200SH DFND400200
ENERPLUS CORPCOM292766102480,22026,415SH DFND20026,415
ENERSYSCOM29275Y1022,558,84636,508SH SOLE136,50800
ENERSYSCOM29275Y10270,0901,000SH DFND3001,000
ENERSYSCNV29275YAA010,5796PRN DFND2006
ENGILITY HLDGS INCCOM29285W1043,841115SH DFND400115
ENGILITY HLDGS INCCOM29285W10446814SH DFND30014
ENGILITY HLDGS INCCOM29285W1043,340100SH DFND200100
ENGILITY HOLDINGS INCCOM29285W104436,00413,054SH SOLE113,05400
ENI S P ACOM26874R1083,92881SH DFND40081
ENNIS INCCOM293389102307,30717,362SH SOLE117,36200
ENPHASE ENERGY INCCOM29355A10767,15310,592SH SOLE110,59200
ENPRO INDS INCCOM29355X1079,224160SH DFND300160
ENPRO INDUSTRIES INCCOM29355X107915,42415,879SH SOLE115,87900
ENSCO PLCCOMG3157S106215,1683,763SH DFND4003,763
ENSCO PLCCOMG3157S106214,4303,750SH DFND3003,750
ENSCO PLCCOMG3157S106112,0731,960SH DFND2001,960
ENSCO PLC CL ACOMG3157S1065,108,40489,339SH SOLE189,33900
ENSIGN GROUP INC/THECOM29358P101654,79814,791SH SOLE114,79100
ENSTAR GROUP LTDCOMG3075P101878,1896,322SH SOLE16,32200
ENTEGRIS INCCOM29362U1041,072,55992,462SH SOLE192,46200
ENTEGRIS INCCOM29362U10424,3392,100SH DFND2002,100
ENTERCOM COMMUNICATIONS CLCOM293639100166,78315,869SH SOLE115,86900
ENTERGY CORPCOM29364G1034,174,55565,980SH SOLE165,98000
ENTERGY CORP NEWCOM29364G1031,96131SH DFND40031
ENTERGY CORP NEWCOM29364G10353,653848SH DFND300848
ENTERGY CORP NEWCOM29364G10328,155445SH DFND200445
ENTEROMEDICS INCCOM29365M2082,0401,000SH DFND3001,000
ENTERPRISE BANCORP INCCOM293668109101,7224,805SH SOLE14,80500
ENTERPRISE FINANCIAL SERVICOM293712105261,23312,793SH SOLE112,79300
ENTERPRISE PRODS PARTNERS LCOM2937921072,155,23532,507SH DFND40032,507
ENTERPRISE PRODS PARTNERS LCOM2937921071,827,86027,570SH DFND30027,570
ENTERPRISE PRODS PARTNERS LCOM293792107941,41314,199SH DFND20014,199
ENTRAVISION COMMUNICATIONSCOM29382R107222,85136,593SH SOLE136,59300
ENTRAVISION COMMUNICATIONS CCOM29382R10760,90010,000SH DFND40010,000
ENTREMED INCCOM29382F2026740SH DFND200