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:03-31-2014
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:175 WATER STREET
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 YorkNY05-12-2014
[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:9,847
Form 13F Information Table Value Total:21,288,552
(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, LLC
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 ACOM68243Q10698,68817,529SH SOLE117,52900
1ST CONSTITUTION BANCORPCOM31986N10298,4879,483SH DFND4009,483
1ST SOURCE CORPCOM336901103329,21110,259SH SOLE110,25900
1ST SOURCE CORPCOM3369011031,12335SH DFND30035
1ST UNITED BANCORP INC FLACOM33740N1053,830500SH DFND300500
1ST UNITED BANCORP INC/NORCOM33740N105155,65920,321SH SOLE120,32100
21VIANET GROUP INCCOM90138A1038,610300SH DFND400300
22ND CENTY GROUP INCCOM90137F10335,75011,000SH DFND30011,000
3-D SYS CORP DELCOM88554D20557,553973SH DFND400973
3-D SYS CORP DELCOM88554D205928,00415,689SH DFND30015,689
3-D SYS CORP DELCOM88554D205230,5673,898SH DFND2003,898
3D SYSTEMS CORPCOM88554D20511,568,557195,580SH SOLE1195,58000
3M COCOM88579Y10128,816,626212,418SH SOLE1212,41800
3M COCOM88579Y101361,1272,662SH DFND4002,662
3M COCOM88579Y101752,0015,543SH DFND3005,543
3M COCOM88579Y101854,6816,300SH DFND2006,300
8X8 INCCOM282914100732,75667,785SH SOLE167,78500
8X8 INC NEWCOM28291410021,6202,000SH DFND2002,000
AAON INCCOM000360206610,57621,908SH SOLE121,90800
AAON INCCOM00036020658,4432,097SH DFND3002,097
AAR CORPCOM000361105804,91731,018SH SOLE131,01800
AARON S INCCOM0025353004,478,484148,098SH SOLE1148,09800
AARONS INCCOM0025353002,51083SH DFND20083
AASTROM BIOSCIENCES INCCOM00253U40422050SH DFND30050
AASTROM BIOSCIENCES INCCOM00253U4042,406548SH DFND200548
ABAXIS INCCOM002567105666,52017,143SH SOLE117,14300
ABAXIS INCCOM0025671057,776200SH DFND200200
ABB LTDCOM00037520438,6851,500SH DFND4001,500
ABB LTDCOM00037520419,343750SH DFND300750
ABB LTDCOM0003752045,287205SH DFND200205
ABBOTT LABORATORIESCOM00282410019,947,333517,978SH SOLE1517,97800
ABBOTT LABSCOM002824100647,56916,816SH DFND40016,816
ABBOTT LABSCOM002824100383,4019,956SH DFND3009,956
ABBOTT LABSCOM0028241001,241,34732,234SH DFND20032,234
ABBVIE INCCOM00287Y10936,476,473709,659SH SOLE1709,65900
ABBVIE INCCOM00287Y109941,02118,308SH DFND40018,308
ABBVIE INCCOM00287Y109561,75410,929SH DFND30010,929
ABBVIE INCCOM00287Y1091,410,33727,438SH DFND20027,438
ABERCROMBIE & FITCH COCOM00289620748,1251,250SH DFND4001,250
ABERCROMBIE & FITCH COCOM00289620761616SH DFND30016
ABERCROMBIE & FITCH COCOM002896207343,4808,922SH DFND2008,922
ABERCROMBIE + FITCH CO CLCOM0028962076,051,661157,186SH SOLE1157,18600
ABERDEEN ASIA PACIFIC INCOMCOM0030091079,1651,500SH DFND4001,500
ABERDEEN ASIA PACIFIC INCOMCOM00300910730,0984,926SH DFND3004,926
ABERDEEN AUSTRALIA EQTY FD ICOM00301110318,0602,000SH DFND3002,000
ABERDEEN CHILE FD INCCOM00301W1053,680314SH DFND400314
ABERDEEN GLOBAL INCOME FD INCOM003013109333SH DFND3003
ABERDEEN GLOBAL INCOME FD INCOM0030131094,344400SH DFND200400
ABERDEEN GTR CHINA FD INCCOM0030311015,483567SH DFND400567
ABERDEEN ISRAEL FUND INCCOM00301L10918,2301,000SH DFND3001,000
ABERDEEN ISRAEL FUND INCCOM00301L1095,378295SH DFND200295
ABIOMED INCCOM003654100779,14329,921SH SOLE129,92100
ABM INDS INCCOM000957100146,8905,111SH DFND3005,111
ABM INDUSTRIES INCCOM0009571001,218,86342,410SH SOLE142,41000
ABRAXAS PETROLEUM CORPCOM003830106221,17455,852SH SOLE155,85200
ACACIA RESEARCH CORPCOM003881307511,13133,451SH SOLE133,45100
ACADIA HEALTHCARE CO INCCOM00404A1091,086,62524,083SH SOLE124,08300
ACADIA HEALTHCARE COMPANY INCOM00404A1097,896175SH DFND400175
ACADIA HEALTHCARE COMPANY INCOM00404A1094,512100SH DFND300100
ACADIA PHARMACEUTICALS INCCOM0042251081,159,32547,650SH SOLE147,65000
ACADIA PHARMACEUTICALS INCCOM00422510846219SH DFND40019
ACADIA PHARMACEUTICALS INCCOM0042251089,732400SH DFND300400
ACADIA REALTY TRUSTCOM0042391091,136,97843,100SH SOLE143,10000
ACCELERATE DIAGNOSTICS INCCOM00430H102164,2077,529SH SOLE17,52900
ACCELERON PHARMA INCCOM00434H108150,9384,375SH SOLE14,37500
ACCELRYS INCCOM00430U103473,15637,974SH SOLE137,97400
ACCENTURE PLC CL ACOMG1151C101297,009,0573,725,653SH SOLE13,725,65300
ACCENTURE PLC IRELANDCOMG1151C10152,535659SH DFND400659
ACCENTURE PLC IRELANDCOMG1151C101106,3461,334SH DFND3001,334
ACCENTURE PLC IRELANDCOMG1151C10136,193454SH DFND200454
ACCESS MIDSTREAM PARTNERS LCOM00434L10926,070453SH DFND400453
ACCESS MIDSTREAM PARTNERS LCOM00434L109932SH DFND3002
ACCESS NATIONAL CORPCOM00433710180,5314,968SH SOLE14,96800
ACCESS NATL CORPCOM0043371019,726600SH DFND300600
ACCO BRANDS CORPCOM00081T108475,55877,201SH SOLE177,20100
ACCO BRANDS CORPCOM00081T108315SH DFND4005
ACCO BRANDS CORPCOM00081T108437SH DFND2007
ACCRETIVE HEALTH INCCOM00438V10316,0002,000SH DFND3002,000
ACCURAY INCCOM004397105483,81150,397SH SOLE150,39700
ACCURIDE CORPCOM00439T206120,72627,252SH SOLE127,25200
ACE LTDCOMH0023R10515,176,487153,205SH SOLE1153,20500
ACE LTDCOMH0023R10527,142274SH DFND400274
ACE LTDCOMH0023R105257,2592,597SH DFND3002,597
ACE LTDCOMH0023R10583,706845SH DFND200845
ACELRX PHARMACEUTICALS INCCOM00444T100190,58715,869SH SOLE115,86900
ACELRX PHARMACEUTICALS INCCOM00444T10015,2531,270SH DFND2001,270
ACETO CORPCOM004446100374,19618,626SH SOLE118,62600
ACHILLION PHARMACEUTICALSCOM00448Q201216,00865,656SH SOLE165,65600
ACI WORLDWIDE INCCOM0044981016,202,816104,795SH SOLE1104,79500
ACI WORLDWIDE INCCOM00449810114,383243SH DFND300243
ACORDA THERAPEUTICS INCCOM00484M1061,203,98431,759SH SOLE131,75900
ACORDA THERAPEUTICS INCCOM00484M1061,40337SH DFND40037
ACORDA THERAPEUTICS INCCOM00484M1067,582200SH DFND300200
ACORN ENERGY INCCOM00484810751,00315,045SH SOLE115,04500
ACTAVIS PLCCOMG0083B10813,446,12265,320SH SOLE165,32000
ACTAVIS PLCCOMG0083B10810,29350SH DFND40050
ACTAVIS PLCCOMG0083B1081,425,1006,923SH DFND3006,923
ACTAVIS PLCCOMG0083B10862,784305SH DFND200305
ACTIVISION BLIZZARD INCCOM00507V1092,838,544138,872SH SOLE1138,87200
ACTIVISION BLIZZARD INCCOM00507V10926,5721,300SH DFND4001,300
ACTIVISION BLIZZARD INCCOM00507V10963,4463,104SH DFND3003,104
ACTIVISION BLIZZARD INCCOM00507V10940,6761,990SH DFND2001,990
ACTUANT CORPCOM00508X2033,31397SH DFND40097
ACTUANT CORPCOM00508X2036,830200SH DFND300200
ACTUANT CORP ACOM00508X2031,950,64857,120SH SOLE157,12000
ACTUATE CORPCOM00508B102193,72432,180SH SOLE132,18000
ACUITY BRANDS INCCOM00508Y10215,396,282116,137SH SOLE1116,13700
ACXIOM CORPCOM0051251097,037,079204,596SH SOLE1204,59600
ADAMS RESOURCES + ENERGY ICOM00635130882,7681,429SH SOLE11,42900
ADDUS HOMECARE CORPCOM00673910685,6543,716SH SOLE13,71600
ADECOAGRO S ACOML008491064,080500SH DFND400500
ADECOAGRO S ACOML0084910632,6404,000SH DFND2004,000
ADEPT TECHNOLOGY INCCOM0068542025,700300SH DFND400300
ADMINISTRADORA FONDOS PENSIOCOM00709P1084,98456SH DFND20056
ADOBE SYS INCCOM00724F1017,363112SH DFND400112
ADOBE SYS INCCOM00724F10139,641603SH DFND300603
ADOBE SYS INCCOM00724F1017,626116SH DFND200116
ADOBE SYSTEMS INCCOM00724F10113,414,181204,049SH SOLE1204,04900
ADT CORP/THECOM00101J1062,255,20575,299SH SOLE175,29900
ADTRAN INCCOM00738A1063,777,716154,761SH SOLE1154,76100
ADVANCE AUTO PARTS INCCOM00751Y10618,790,184148,539SH SOLE1148,53900
ADVANCE AUTO PARTS INCCOM00751Y106890,6877,041SH DFND3007,041
ADVANCE AUTO PARTS INCCOM00751Y10647,564376SH DFND200376
ADVANCED EMISSIONS SOLUTIOCOM00770C101358,92214,626SH SOLE114,62600
ADVANCED ENERGY INDUSTRIESCOM007973100747,44630,508SH SOLE130,50800
ADVANCED MICRO DEVICESCOM0079031075,040,3211,256,938SH SOLE11,256,93800
ADVANCED MICRO DEVICES INCCOM00790310726,0656,500SH DFND4006,500
ADVANCED MICRO DEVICES INCCOM00790310711,5572,882SH DFND3002,882
ADVANCED MICRO DEVICES INCCOM0079031075,9271,478SH DFND2001,478
ADVANCED SEMICONDUCTOR ENGRCOM00756M4042,642476SH DFND400476
ADVENT CLAY CONV SEC INC FDCOM007639107145,15219,200SH DFND40019,200
ADVENT CLAY CONV SEC INC FDCOM0076391073,780500SH DFND200500
ADVENT CLAYMORE CV SECS & INCOM00764C10948,9402,634SH DFND4002,634
ADVENT CLAYMORE CV SECS & INCOM00764C10937,1602,000SH DFND3002,000
ADVENT CLAYMORE CV SECS & INCOM00764C1093,716200SH DFND200200
ADVENT CLAYMORE ENH GRW & INCOM00765E10439,7373,900SH DFND4003,900
ADVENT SOFTWARE INCCOM0079741083,057,638104,143SH SOLE1104,14300
ADVENT SOFTWARE INCCOM00797410858720SH DFND20020
ADVISORSHARES TRCOM00768Y50313,150250SH DFND400250
ADVISORSHARES TRCOM00768Y81889,3341,800SH DFND4001,800
ADVISORSHARES TRCOM00768Y50344,710850SH DFND300850
ADVISORSHARES TRCOM00768Y503721,46213,716SH DFND20013,716
ADVISORY BOARD CO/THECOM00762W1071,550,99524,140SH SOLE124,14000
AECOM TECHNOLOGY CORPCOM00766T1006,559,785203,910SH SOLE1203,91000
AEGERION PHARMACEUTICALS ICOM00767E102903,81419,597SH SOLE119,59700
AEGION CORPCOM00770F104770,46230,441SH SOLE130,44100
AEGION CORPCOM00770F104259,68110,260SH DFND40010,260
AEGION CORPCOM00770F104151,8606,000SH DFND2006,000
AEGON N VCOM0079241036,265681SH DFND300681
AEGON N VCOM00792410326729SH DFND20029
AEP INDUSTRIES INCCOM001031103110,0392,966SH SOLE12,96600
AERIE PHARMACEUTICALS INCCOM00771V108111,3535,255SH SOLE15,25500
AEROFLEX HOLDING CORPCOM007767106110,74713,327SH SOLE113,32700
AEROPOSTALECOM0078651082,510500SH DFND200500
AEROPOSTALE INCCOM007865108307,67661,290SH SOLE161,29000
AEROVIRONMENT INCCOM008073108587,28814,591SH SOLE114,59100
AEROVIRONMENT INCCOM0080731086,440160SH DFND300160
AES CORPCOM00130H1055,327,654373,085SH SOLE1373,08500
AES CORPCOM00130H10518,8921,323SH DFND4001,323
AES CORPCOM00130H10540,6842,849SH DFND3002,849
AES TR IIICOM00808N20230,660600SH DFND400600
AES TR IIICOM00808N20251,1001,000SH DFND3001,000
AETNA INCCOM00817Y10810,825,668144,400SH SOLE1144,40000
AETNA INC NEWCOM00817Y108164,7742,198SH DFND4002,198
AETNA INC NEWCOM00817Y108309,4014,127SH DFND2004,127
AFFILIATED MANAGERS GROUPCOM00825210821,699,023108,468SH SOLE1108,46800
AFFILIATED MANAGERS GROUPCOM0082521087,20236SH DFND40036
AFFILIATED MANAGERS GROUPCOM0082521084,00120SH DFND30020
AFFYMETRIX INCCOM00826T108396,93455,671SH SOLE155,67100
AFFYMETRIX INCCOM00826T10826,3813,700SH DFND4003,700
AFFYMETRIX INCCOM00826T108104,65414,678SH DFND20014,678
AFLAC INCCOM00105510211,249,236178,446SH SOLE1178,44600
AFLAC INCCOM001055102306,0424,855SH DFND4004,855
AFLAC INCCOM00105510210,575168SH DFND300168
AFLAC INCCOM001055102638,94710,136SH DFND20010,136
AG MORTGAGE INVESTMENT TRUCOM001228105332,60218,995SH SOLE118,99500
AG MTG INVT TR INCCOM0012281055,253300SH DFND300300
AGCO CORPCOM00108410211,306,200204,971SH SOLE1204,97100
AGCO CORPCOM0010841026,454117SH DFND400117
AGCO CORPCOM00108410269,6671,263SH DFND3001,263
AGCO CORPCOM00108410211,032200SH DFND200200
AGENUS INCCOM00847G705476150SH DFND400150
AGENUS INCCOM00847G70562SH DFND2002
AGILENT TECHNOLOGIES INCCOM00846U1018,132,613145,433SH SOLE1145,43300
AGILENT TECHNOLOGIES INCCOM00846U1018,779157SH DFND400157
AGILENT TECHNOLOGIES INCCOM00846U10133,552600SH DFND300600
AGILENT TECHNOLOGIES INCCOM00846U101152,6282,729SH DFND2002,729
AGILYSYS INCCOM00847J105148,72711,099SH SOLE111,09900
AGIOS PHARMACEUTICALS INCCOM00847X104181,9694,648SH SOLE14,64800
AGL RES INCCOM001204106141,9842,900SH DFND4002,900
AGL RES INCCOM001204106199,9994,085SH DFND3004,085
AGL RES INCCOM001204106388,2537,930SH DFND2007,930
AGL RESOURCES INCCOM0012041066,523,088133,233SH SOLE1133,23300
AGNICO EAGLE MINES LTDCOM00847410816,638550SH DFND400550
AGNICO EAGLE MINES LTDCOM008474108369,05012,200SH DFND30012,200
AGREE REALTY CORPCOM008492100353,91211,638SH SOLE111,63800
AGREE REALTY CORPCOM00849210071,2512,343SH DFND3002,343
AGREE REALTY CORPCOM008492100149,3074,910SH DFND2004,910
AGRIUM INCCOM008916108243,1172,493SH DFND4002,493
AGRIUM INCCOM0089161086,04662SH DFND20062
AH BELO CORP ACOM001282102148,72212,843SH SOLE112,84300
AIR LEASE CORPCOM00912X302100,4222,693SH SOLE12,69300
AIR LEASE CORPCOM00912X30234,941937SH DFND300937
AIR METHODS CORPCOM0091283071,602,68629,996SH SOLE129,99600
AIR METHODS CORPCOM00912830718,701350SH DFND400350
AIR METHODS CORPCOM0091283074,80990SH DFND30090
AIR PRODS & CHEMS INCCOM0091581064,76240SH DFND40040
AIR PRODS & CHEMS INCCOM00915810694,994798SH DFND300798
AIR PRODS & CHEMS INCCOM009158106388,0703,260SH DFND2003,260
AIR PRODUCTS + CHEMICALS ICOM00915810621,177,930177,906SH SOLE1177,90600
AIR TRANSPORT SERVICES GROCOM00922R105276,79935,261SH SOLE135,26100
AIR TRANSPORT SERVICES GRP ICOM00922R105785100SH DFND200100
AIRCASTLE LTDCOMG0129K104902,17846,552SH SOLE146,55200
AIRGAS INCCOM0093631022,431,62322,830SH SOLE122,83000
AIRGAS INCCOM0093631021471SH DFND2001
AK STEEL HOLDING CORPCOM001547108768,959106,504SH SOLE1106,50400
AK STL HLDG CORPCOM0015471088,5701,187SH DFND3001,187
AKAMAI TECHNOLOGIES INCCOM00971T1014,131,68870,979SH SOLE170,97900
AKAMAI TECHNOLOGIES INCCOM00971T10116,124277SH DFND400277
AKAMAI TECHNOLOGIES INCCOM00971T1014,36675SH DFND30075
AKAMAI TECHNOLOGIES INCCOM00971T1015,821100SH DFND200100
AKORN INCCOM0097281061,029,24846,784SH SOLE146,78400
AKORN INCCOM00972810671,2803,240SH DFND3003,240
ALAMO GROUP INCCOM011311107261,5454,814SH SOLE14,81400
ALASKA AIR GROUP INCCOM01165910913,068,066140,050SH SOLE1140,05000
ALASKA AIR GROUP INCCOM0116591094,19945SH DFND40045
ALASKA AIR GROUP INCCOM011659109183,0641,962SH DFND3001,962
ALASKA AIR GROUP INCCOM011659109331,4373,552SH DFND2003,552
ALBANY INTL CORP CL ACOM012348108776,94021,861SH SOLE121,86100
ALBANY MOLECULAR RESEARCHCOM012423109294,07515,819SH SOLE115,81900
ALBEMARLE CORPCOM01265310110,831,508163,076SH SOLE1163,07600
ALBEMARLE CORPCOM0126531016,841103SH DFND200103
ALCATEL-LUCENTCOM0139043052,422621SH DFND400621
ALCATEL-LUCENTCOM01390430514,0913,613SH DFND3003,613
ALCATEL-LUCENTCOM0139043051,931495SH DFND200495
ALCOA INCCOM0138171015,184,795402,859SH SOLE1402,85900
ALCOA INCCOM01381710126,5122,060SH DFND4002,060
ALCOA INCCOM013817101124,7159,690SH DFND3009,690
ALCOA INCCOM013817101664,81351,656SH DFND20051,656
ALERE INCCOM01449J105107,2753,123SH SOLE13,12300
ALERE INCCOM01449J1051,03130SH DFND30030
ALERE INCCNV01449JAA325,28623PRN DFND20023
ALEXANDER & BALDWIN INC NEWCOM01449110446811SH DFND20011
ALEXANDER + BALDWIN INCCOM0144911044,929,384115,822SH SOLE1115,82200
ALEXANDER S INCCOM014752109515,4941,428SH SOLE11,42800
ALEXANDRIA REAL ESTATE EQ INCOM01527110923,364322SH DFND400322
ALEXANDRIA REAL ESTATE EQUCOM01527110910,703,035147,506SH SOLE1147,50600
ALEXCO RESOURCE CORPCOM01535P1067,5005,000SH DFND3005,000
ALEXION PHARMACEUTICALS INCOM01535110913,587,03589,312SH SOLE189,31200
ALEXION PHARMACEUTICALS INCCOM01535110910,80171SH DFND40071
ALEXION PHARMACEUTICALS INCCOM015351109113,945749SH DFND300749
ALEXION PHARMACEUTICALS INCCOM0153511097,60750SH DFND20050
ALICO INCCOM01623010473,9671,962SH SOLE11,96200
ALIGN TECHNOLOGY INCCOM01625510110,079,370194,620SH SOLE1194,62000
ALIGN TECHNOLOGY INCCOM0162551012,95257SH DFND40057
ALIMERA SCIENCES INCCOM01625910390,94011,526SH SOLE111,52600
ALKERMES PLCCOMG0176710596,3812,186SH SOLE12,18600
ALKERMES PLCCOMG0176710550,3071,141SH DFND4001,141
ALKERMES PLCCOMG0176710591,9282,085SH DFND2002,085
ALLEGHANY CORPCOM01717510014,017,94634,410SH SOLE134,41000
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,521,82040,388SH SOLE140,38800
ALLEGHENY TECHNOLOGIES INCCOM01741R1024,145110SH DFND400110
ALLEGHENY TECHNOLOGIES INCCOM01741R102220,5805,854SH DFND3005,854
ALLEGHENY TECHNOLOGIES INCCOM01741R10230,426807SH DFND200807
ALLEGIANT TRAVEL COCOM01748X1021,307,11911,678SH SOLE111,67800
ALLEGION PLCCOMG0176J1092,178,41141,756SH SOLE141,75600
ALLEGION PUB LTD COCOMG0176J10912,834246SH DFND400246
ALLEGION PUB LTD COCOMG0176J10983516SH DFND30016
ALLEGION PUB LTD COCOMG0176J1099,286178SH DFND200178
ALLERGAN INCCOM01849010213,357,628107,636SH SOLE1107,63600
ALLERGAN INCCOM018490102115,785933SH DFND400933
ALLERGAN INCCOM018490102403,3253,250SH DFND3003,250
ALLERGAN INCCOM01849010234,252276SH DFND200276
ALLETE INCCOM0185223001,624,60130,992SH SOLE130,99200
ALLETE INCCOM01852230010,484200SH DFND300200
ALLIANCE CALIF MUN INCOME FDCOM01854610169,9615,500SH DFND3005,500
ALLIANCE DATA SYSTEMS CORPCOM0185811084,879,58017,910SH SOLE117,91000
ALLIANCE DATA SYSTEMS CORPCOM0185811084,90418SH DFND40018
ALLIANCE DATA SYSTEMS CORPCOM01858110853,128195SH DFND300195
ALLIANCE DATA SYSTEMS CORPCOM018581108214,963789SH DFND200789
ALLIANCE FIBER OPTIC PRODS ICOM018680306823,69056,924SH DFND20056,924
ALLIANCE FIBER OPTIC PRODUCOM018680306113,2287,825SH SOLE17,82500
ALLIANCE HEALTHCARE SERVICCOM018606301113,5663,387SH SOLE13,38700
ALLIANCE HOLDINGS GP LPCOM01861G1003,10650SH DFND20050
ALLIANCE NEW YORK MUN INC FDCOM01871410521,2501,700SH DFND4001,700
ALLIANCE NEW YORK MUN INC FDCOM01871410540,0003,200SH DFND3003,200
ALLIANCE ONE INTERNATIONALCOM018772103198,21067,880SH SOLE167,88000
ALLIANCE RES PARTNER L PCOM01877R10854,691650SH DFND400650
ALLIANCE RES PARTNER L PCOM01877R10858,393694SH DFND300694
ALLIANCE RES PARTNER L PCOM01877R108290,2833,450SH DFND2003,450
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106147,1289,968SH DFND4009,968
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106172,34311,676SH DFND30011,676
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106350,98914,056SH DFND40014,056
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106156,0306,249SH DFND3006,249
ALLIANCEBERNSTEIN HOLDING LPCOM01881G1061,24950SH DFND20050
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101131,46617,911SH DFND40017,911
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101150,04820,443SH DFND30020,443
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101118,17416,100SH DFND20016,100
ALLIANCEBERNSTEIN NATL MUNICOM01864U10626,5402,000SH DFND4002,000
ALLIANCEBERNSTEIN NATL MUNICOM01864U106117,8108,878SH DFND3008,878
ALLIANT ENERGY CORPCOM01880210812,977,733228,441SH SOLE1228,44100
ALLIANT ENERGY CORPCOM01880210843,403764SH DFND400764
ALLIANT ENERGY CORPCOM01880210815,676276SH DFND200276
ALLIANT TECHSYSTEMS INCCOM0188041049,316,93765,543SH SOLE165,54300
ALLIANT TECHSYSTEMS INCCOM01880410448,331340SH DFND300340
ALLIANT TECHSYSTEMS INCCOM01880410453,784378SH DFND200378
ALLIANZGI CONV & INCOME FDCOM0188281034,104400SH DFND400400
ALLIANZGI CONV & INCOME FDCOM018828103129,81112,652SH DFND30012,652
ALLIANZGI CONV & INCOME FDCOM01882810324,9832,435SH DFND2002,435
ALLIANZGI CONV & INCOME FD ICOM01882510924,6102,501SH DFND4002,501
ALLIANZGI CONV & INCOME FD ICOM01882510954,4645,535SH DFND3005,535
ALLIANZGI EQUITY & CONV INCOCOM0188291013,890200SH DFND200200
ALLIANZGI NFJ DIVID INT & PRCOM01883A10729,1091,582SH DFND4001,582
ALLIANZGI NFJ DIVID INT & PRCOM01883A107417,27522,678SH DFND30022,678
ALLIANZGI NFJ DIVID INT & PRCOM01883A1075,520300SH DFND200300
ALLIED MOTION TECHNOLOGIES ICOM01933010984,6887,307SH DFND2007,307
ALLIED NEVADA GOLD CORPCOM019344100304,46770,642SH SOLE170,64200
ALLIED NEVADA GOLD CORPCOM01934410011,7452,725SH DFND4002,725
ALLIED NEVADA GOLD CORPCOM019344100524,980121,805SH DFND200121,805
ALLIED WORLD ASSURANCE COCOMH01531104110,8261,074SH SOLE11,07400
ALLIED WRLD ASSUR COM HLDG ACOMH015311042,58025SH DFND40025
ALLISON TRANSMISSION HLDGS ICOM01973R1015,988200SH DFND300200
ALLISON TRANSMISSION HOLDICOM01973R10136,2271,210SH SOLE11,21000
ALLOT COMMUNICATIONS LTDCOMM0854Q10515,1431,125SH DFND4001,125
ALLSCRIPTS HEALTHCARE SOLUCOM01988P1085,928,931328,837SH SOLE1328,83700
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10812,621700SH DFND300700
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10836,0602,000SH DFND2002,000
ALLSTATE CORPCOM02000210111,846,551209,377SH SOLE1209,37700
ALLSTATE CORPCOM020002101707,06712,497SH DFND40012,497
ALLSTATE CORPCOM02000210194,4891,670SH DFND3001,670
ALLSTATE CORPCOM020002101139,5262,466SH DFND2002,466
ALMOST FAMILY INCCOM020409108149,3886,467SH SOLE16,46700
ALNYLAM PHARMACEUTICALS INCOM02043Q1072,653,30639,519SH SOLE139,51900
ALNYLAM PHARMACEUTICALS INCCOM02043Q10712,622188SH DFND200188
ALON USA ENERGY INCCOM020520102236,42615,825SH SOLE115,82500
ALPHA + OMEGA SEMICONDUCTOCOMG6331P10486,84111,799SH SOLE111,79900
ALPHA NATURAL RESOURCES INCOM02076X1022,536,608596,849SH SOLE1596,84900
ALPHA NATURAL RESOURCES INCCOM02076X1026,3751,500SH DFND3001,500
ALPHA NATURAL RESOURCES INCCOM02076X102196,69946,282SH DFND20046,282
ALPHATEC HOLDINGS INCCOM02081G10263,23342,155SH SOLE142,15500
ALPINE GLOBAL PREMIER PPTYSCOM02083A103200,30328,412SH DFND40028,412
ALPINE GLOBAL PREMIER PPTYSCOM02083A103172,45424,462SH DFND30024,462
ALPINE TOTAL DYNAMIC DIVID FCOM021060207117,46014,000SH DFND40014,000
ALPINE TOTAL DYNAMIC DIVID FCOM02106020723,8542,843SH DFND3002,843
ALPINE TOTAL DYNAMIC DIVID FCOM0210602074,296512SH DFND200512
ALPS ETF TRCOM00162Q866967,11854,763SH DFND40054,763
ALPS ETF TRCOM00162Q10610,910272SH DFND400272
ALPS ETF TRCOM00162Q858104,9403,000SH DFND4003,000
ALPS ETF TRCOM00162Q866945,49353,539SH DFND30053,539
ALPS ETF TRCOM00162Q10664,1761,600SH DFND3001,600
ALPS ETF TRCOM00162Q20543,155828SH DFND300828
ALPS ETF TRCOM00162Q783633,41324,967SH DFND20024,967
ALPS ETF TRCOM00162Q8664,234,253239,765SH DFND200239,765
ALTERA CORPCOM0214411005,025,437138,671SH SOLE1138,67100
ALTERA CORPCOM0214411001,70347SH DFND40047
ALTERA CORPCOM02144110010,037277SH DFND300277
ALTERA CORPCOM021441100826,23622,802SH DFND20022,802
ALTISOURCE ASSET MGMT CORPCOM02153X108976,857909SH DFND400909
ALTISOURCE PORTFOLIO SOLNS SCOML0175J1046,08350SH DFND40050
ALTISOURCE RESIDENTIAL CORCOM02153W1001,200,70038,045SH SOLE138,04500
ALTISOURCE RESIDENTIAL CORPCOM02153W10020,546651SH DFND300651
ALTRA INDUSTRIAL MOTION COCOM02208R106655,45218,360SH SOLE118,36000
ALTRIA GROUP INCCOM02209S103286,871,8297,664,222SH SOLE17,664,22200
ALTRIA GROUP INCCOM02209S1031,464,56539,128SH DFND40039,128
ALTRIA GROUP INCCOM02209S1033,959,046105,772SH DFND300105,772
ALTRIA GROUP INCCOM02209S1032,120,34856,648SH DFND20056,648
ALZA CORPCNV02261WAB51,3501PRN DFND4001
AMAG PHARMACEUTICALS INCCOM00163U106283,86514,670SH SOLE114,67000
AMAG PHARMACEUTICALS INCCOM00163U10613,545700SH DFND400700
AMARIN CORP PLCCOM02311120621,99212,150SH DFND40012,150
AMARIN CORP PLCCOM02311120635,70919,729SH DFND30019,729
AMARIN CORP PLCCOM0231112061,448800SH DFND200800
AMAZON COM INCCOM023135106453,7561,349SH DFND4001,349
AMAZON COM INCCOM0231351061,387,1694,124SH DFND3004,124
AMAZON COM INCCOM023135106171,210509SH DFND200509
AMAZON.COM INCCOM02313510655,272,400164,247SH SOLE1164,24700
AMBAC FINANCIAL GROUP INCCOM023139884949,48730,599SH SOLE130,59900
AMBARELLA INCCOMG037AX101336,01212,580SH SOLE112,58000
AMBARELLA INCCOMG037AX1016,678250SH DFND400250
AMBARELLA INCCOMG037AX101715,69426,795SH DFND30026,795
AMBARELLA INCCOMG037AX101584,89621,898SH DFND20021,898
AMBEV SACOM02319V1033,705500SH DFND400500
AMBEV SACOM02319V1037,4101,000SH DFND2001,000
AMC NETWORKS INCCOM00164V1033,36246SH DFND40046
AMC NETWORKS INCCOM00164V1034,96968SH DFND20068
AMC NETWORKS INC ACOM00164V1038,826,641120,764SH SOLE1120,76400
AMCOL INTERNATIONAL CORPCOM02341W103982,57621,463SH SOLE121,46300
AMCOL INTL CORPCOM02341W1033,15969SH DFND20069
AMDOCS LTDCOMG02602103287,3096,184SH SOLE16,18400
AMDOCS LTDCOMG026021036,504140SH DFND300140
AMEDISYS INCCOM023436108367,44124,677SH SOLE124,67700
AMEDISYS INCCOM02343610859640SH DFND40040
AMER NATL BNKSHS/DANVILLECOM027745108125,7385,346SH SOLE15,34600
AMERCOCOM02358610044,567192SH SOLE119200
AMERCOCOM0235861004,17818SH DFND20018
AMEREN CORPCOM023608102916,31922,241SH DFND40022,241
AMEREN CORPCOM02360810294,8422,302SH DFND3002,302
AMEREN CORPCOM023608102487,47811,832SH DFND20011,832
AMEREN CORPORATIONCOM0236081023,737,70590,721SH SOLE190,72100
AMERESCO INCCOM02361E1083,780500SH DFND400500
AMERESCO INC CL ACOM02361E108100,51813,296SH SOLE113,29600
AMERICA FIRST MULTIFAMILY INCOM02364V10727,1804,500SH DFND3004,500
AMERICA FIRST MULTIFAMILY INCOM02364V1071,812300SH DFND200300
AMERICA MOVIL SAB DE CVCOM02364W105118,7635,974SH DFND4005,974
AMERICA MOVIL SAB DE CVCOM02364W10513,359672SH DFND300672
AMERICA MOVIL SAB DE CVCOM02364W105139,7887,032SH DFND2007,032
AMERICA S CAR MART INCCOM03062T105200,9695,473SH SOLE15,47300
AMERICAN AIRLINES GROUP INCOM02376R102183,5125,014SH SOLE15,01400
AMERICAN AIRLS GROUP INCCOM02376R10210,028274SH DFND400274
AMERICAN AIRLS GROUP INCCOM02376R102363,1459,922SH DFND3009,922
AMERICAN AIRLS GROUP INCCOM02376R102276,5867,557SH DFND2007,557
AMERICAN APPAREL INCCOM02385010019,74439,409SH SOLE139,40900
AMERICAN ASSETS TRUST INCCOM024013104887,90226,316SH SOLE126,31600
AMERICAN AXLE & MFG HLDGS INCOM02406110346,3002,500SH DFND3002,500
AMERICAN AXLE + MFG HOLDINCOM024061103846,56845,711SH SOLE145,71100
AMERICAN CAMPUS CMNTYS INCCOM0248351002,57769SH DFND40069
AMERICAN CAMPUS CMNTYS INCCOM02483510014,417386SH DFND300386
AMERICAN CAMPUS COMMUNITIECOM0248351008,058,487215,756SH SOLE1215,75600
AMERICAN CAP LTDCOM02503Y1039,651611SH DFND400611
AMERICAN CAP LTDCOM02503Y10336,0312,281SH DFND3002,281
AMERICAN CAP LTDCOM02503Y1034,249269SH DFND200269
AMERICAN CAP MTG INVT CORPCOM02504A1041,22065SH DFND40065
AMERICAN CAPITAL AGENCY COCOM02503X105294,45613,702SH SOLE113,70200
AMERICAN CAPITAL AGENCY CORPCOM02503X10520,136937SH DFND400937
AMERICAN CAPITAL AGENCY CORPCOM02503X105327,55315,242SH DFND30015,242
AMERICAN CAPITAL AGENCY CORPCOM02503X105156,2117,269SH DFND2007,269
AMERICAN CAPITAL LTDCOM02503Y103171,33710,851SH SOLE110,85100
AMERICAN CAPITAL MORTGAGECOM02504A104675,21335,973SH SOLE135,97300
AMERICAN EAGLE OUTFITTERSCOM02553E1064,252,849347,455SH SOLE1347,45500
AMERICAN EAGLE OUTFITTERS NECOM02553E1066,267512SH DFND300512
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,224100SH DFND200100
AMERICAN ELEC PWR INCCOM025537101268,8025,306SH DFND4005,306
AMERICAN ELEC PWR INCCOM0255371011,016,48920,065SH DFND30020,065
AMERICAN ELEC PWR INCCOM025537101577,05511,391SH DFND20011,391
AMERICAN ELECTRIC POWERCOM0255371018,292,434163,688SH SOLE1163,68800
AMERICAN EQTY INVT LIFE HLDCOM0256762063,118132SH DFND200132
AMERICAN EQUITY INVT LIFECOM0256762061,028,20243,531SH SOLE143,53100
AMERICAN EXPRESS COCOM02581610936,146,415401,493SH SOLE1401,49300
AMERICAN EXPRESS COCOM025816109508,7425,651SH DFND4005,651
AMERICAN EXPRESS COCOM025816109519,7395,773SH DFND3005,773
AMERICAN EXPRESS COCOM025816109385,6894,284SH DFND2004,284
AMERICAN FINANCIAL GROUP ICOM0259321048,513,725147,526SH SOLE1147,52600
AMERICAN FINL GROUP INC OHIOCOM0259321044,21373SH DFND40073
AMERICAN HOMES 4 RENTCOM02665T306387,67223,200SH DFND30023,200
AMERICAN HOMES 4 RENT ACOM02665T30628,9251,731SH SOLE11,73100
AMERICAN INTERNATIONAL GROCOM02687478424,575,914491,420SH SOLE1491,42000
AMERICAN INTL GROUP INCCOM026874784631,01712,618SH DFND40012,618
AMERICAN INTL GROUP INCCOM026874156114,8525,619SH DFND4005,619
AMERICAN INTL GROUP INCCOM0268747841,860,37837,200SH DFND30037,200
AMERICAN INTL GROUP INCCOM02687415621,4621,050SH DFND3001,050
AMERICAN INTL GROUP INCCOM026874904905SHCallDFND2005
AMERICAN INTL GROUP INCCOM0268741567,297357SH DFND200357
AMERICAN INTL GROUP INCCOM026874784508,90210,176SH DFND20010,176
AMERICAN MIDSTREAM PARTNERSCOM02752P100737,93328,984SH DFND30028,984
AMERICAN NATIONAL INSURANCCOM02859110531,541279SH SOLE127900
AMERICAN PUBLIC EDUCATIONCOM02913V103482,45513,753SH SOLE113,75300
AMERICAN RAILCAR INDS INCCOM02916P10314,006200SH DFND300200
AMERICAN RAILCAR INDS INCCOM02916P10323,243332SH DFND200332
AMERICAN RAILCAR INDUSTRIECOM02916P103450,0136,426SH SOLE16,42600
AMERICAN REALTY CAPITAL PRCOM02917T1044,452,878317,609SH SOLE1317,60900
AMERICAN RESIDENTIAL PPTYS ICOM02927E30320,8931,162SH DFND2001,162
AMERICAN RESIDENTIAL PROPECOM02927E303167,5209,317SH SOLE19,31700
AMERICAN RLTY CAP PPTYS INCCOM02917T1041,361,13397,085SH DFND40097,085
AMERICAN RLTY CAP PPTYS INCCOM02917T1043,987,744284,432SH DFND300284,432
AMERICAN RLTY CAP PPTYS INCCOM02917T1048,153,568581,567SH DFND200581,567
AMERICAN SCIENCE & ENGR INCCOM0294291079,068135SH DFND200135
AMERICAN SCIENCE + ENGINEECOM029429107425,9256,341SH SOLE16,34100
AMERICAN SELECT PORTFOLIO INCOM02957010818,8771,900SH DFND3001,900
AMERICAN SELECT PORTFOLIO INCOM02957010814,6741,477SH DFND2001,477
AMERICAN SOFTWARE INCCOM0296831095,085500SH DFND300500
AMERICAN SOFTWARE INC CL ACOM029683109165,93416,316SH SOLE116,31600
AMERICAN STATES WATER COCOM029899101973,31730,143SH SOLE130,14300
AMERICAN STRATEGIC INCM PTFLCOM0300981071,431145SH DFND200145
AMERICAN STS WTR COCOM02989910110,849336SH DFND300336
AMERICAN SUPERCONDUCTOR COCOM03011110853,50833,235SH SOLE133,23500
AMERICAN SUPERCONDUCTOR CORPCOM0301111082,4151,500SH DFND3001,500
AMERICAN SUPERCONDUCTOR CORPCOM0301111086,4404,000SH DFND2004,000
AMERICAN TOWER CORPCOM03027X10014,040,459171,497SH SOLE1171,49700
AMERICAN TOWER CORP NEWCOM03027X10047,812584SH DFND400584
AMERICAN TOWER CORP NEWCOM03027X100635,0397,757SH DFND3007,757
AMERICAN TOWER CORP NEWCOM03027X10084,1621,028SH DFND2001,028
AMERICAN VANGUARD CORPCOM030371108476,14821,993SH SOLE121,99300
AMERICAN VANGUARD CORPCOM03037110833,5581,550SH DFND3001,550
AMERICAN VANGUARD CORPCOM03037110825,9801,200SH DFND2001,200
AMERICAN WATER WORKS CO INCOM030420103309,9006,826SH SOLE16,82600
AMERICAN WOODMARK CORPCOM030506109268,5737,979SH SOLE17,97900
AMERICAN WTR WKS CO INC NEWCOM0304201037,219159SH DFND400159
AMERICAN WTR WKS CO INC NEWCOM030420103103,2402,274SH DFND3002,274
AMERICAN WTR WKS CO INC NEWCOM0304201031,13525SH DFND20025
AMERIGAS PARTNERS L PCOM030975106212,1205,021SH DFND4005,021
AMERIGAS PARTNERS L PCOM030975106850,36220,127SH DFND30020,127
AMERIGAS PARTNERS L PCOM0309751066,421152SH DFND200152
AMERIPRISE FINANCIAL INCCOM03076C1068,668,12378,751SH SOLE178,75100
AMERIPRISE FINL INCCOM03076C10613,979127SH DFND400127
AMERIPRISE FINL INCCOM03076C10617,071155SH DFND300155
AMERIPRISE FINL INCCOM03076C1068,69679SH DFND20079
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AMERISAFE INCCOM03071H100631,68914,386SH SOLE114,38600
AMERISOURCEBERGEN CORPCOM03073E1055,312,52880,996SH SOLE180,99600
AMERISOURCEBERGEN CORPCOM03073E1059,511145SH DFND400145
AMERISOURCEBERGEN CORPCOM03073E10579,5611,213SH DFND3001,213
AMERISOURCEBERGEN CORPCOM03073E10513,774210SH DFND200210
AMERN STRATEGIC INCOME PTFLCOM03009910516,6202,000SH DFND4002,000
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AMES NATIONAL CORPCOM031001100139,5356,331SH SOLE16,33100
AMETEK INCCOM0311001004,274,39183,014SH SOLE183,01400
AMETEK INC NEWCOM0311001002,52349SH DFND40049
AMGEN INCCOM03116210040,527,551328,584SH SOLE1328,58400
AMGEN INCCOM031162100365,7032,965SH DFND4002,965
AMGEN INCCOM0311621001,185,9609,615SH DFND3009,615
AMGEN INCCOM031162100438,7203,557SH DFND2003,557
AMICUS THERAPEUTICS INCCOM03152W10942,79120,672SH SOLE120,67200
AMKOR TECHNOLOGY INCCOM031652100327,18147,694SH SOLE147,69400
AMN HEALTHCARE SERVICES INCOM001744101494,51635,991SH SOLE135,99100
AMN HEALTHCARE SERVICES INCCOM0017441016,870500SH DFND400500
AMPCO PITTSBURGH CORPCOM032037103108,4465,747SH SOLE15,74700
AMPHENOL CORP CL ACOM0320951014,916,56453,645SH SOLE153,64500
AMPHENOL CORP NEWCOM0320951016,50771SH DFND20071
AMPIO PHARMACEUTICALS INCCOM03209T109134,30321,150SH SOLE121,15000
AMPIO PHARMACEUTICALS INCCOM03209T109153,67024,200SH DFND30024,200
AMREIT INCCOM03216B208221,14313,346SH SOLE113,34600
AMREIT INC NEWCOM03216B20833,1402,000SH DFND3002,000
AMREP CORP NEWCOM0321591051,580250SH DFND200250
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AMSURG CORPCOM03232P40511,770250SH DFND400250
AMTRUST FINANCIAL SERVICESCOM032359309793,08221,087SH SOLE121,08700
AMTRUST FINL SVCS INCCOM032359309100,5692,674SH DFND3002,674
AMYRIS INCCOM03236M10166,47617,822SH SOLE117,82200
ANACOR PHARMACEUTICALS INCCOM032420101344,77217,230SH SOLE117,23000
ANADARKO PETE CORPCOM032511107101,7241,200SH DFND4001,200
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ANADARKO PETE CORPCOM03251110714,663173SH DFND200173
ANADARKO PETROLEUM CORPCOM03251110716,407,502193,576SH SOLE1193,57600
ANADIGICS INCCOM03251510895,12555,956SH SOLE155,95600
ANALOG DEVICES INCCOM0326541058,673,511163,220SH SOLE1163,22000
ANALOG DEVICES INCCOM03265410530,662577SH DFND200577
ANALOGIC CORPCOM032657207786,5329,579SH SOLE19,57900
ANDERSONS INCCOM034164103110,5381,866SH DFND4001,866
ANDERSONS INC/THECOM0341641031,288,52921,751SH SOLE121,75100
ANGIE S LIST INCCOM034754101349,87128,725SH SOLE128,72500
ANGIODYNAMICS INCCOM03475V101263,78116,748SH SOLE116,74800
ANGLOGOLD ASHANTI LTDCOM03512820618811SH DFND40011
ANGLOGOLD ASHANTI LTDCOM03512820612,417727SH DFND200727
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ANHEUSER BUSCH INBEV SA/NVCOM03524A108232,1872,205SH DFND3002,205
ANHEUSER BUSCH INBEV SA/NVCOM03524A10839,593376SH DFND200376
ANIKA THERAPEUTICS INCCOM035255108382,6419,310SH SOLE19,31000
ANIKA THERAPEUTICS INCCOM03525510814,385350SH DFND300350
ANIXTER INTERNATIONAL INCCOM0352901052,144,71221,126SH SOLE121,12600
ANIXTER INTL INCCOM0352901059,94998SH DFND30098
ANN INCCOM0356231075,179,608124,870SH SOLE1124,87000
ANN INCCOM0356231072,69665SH DFND40065
ANN INCCOM0356231076,222150SH DFND300150
ANNALY CAP MGMT INCCOM035710409208,24618,983SH DFND40018,983
ANNALY CAP MGMT INCCOM0357104092,285,703208,359SH DFND300208,359
ANNALY CAP MGMT INCCOM035710409202,58818,467SH DFND20018,467
ANNALY CAPITAL MANAGEMENTCOM035710409399,23136,393SH SOLE136,39300
ANNIE S INCCOM03600T104443,21511,028SH SOLE111,02800
ANNIES INCCOM03600T10432,393806SH DFND300806
ANNIES INCCOM03600T1045,024125SH DFND200125
ANSYS INCCOM03662Q10514,518,116188,498SH SOLE1188,49800
ANSYS INCCOM03662Q1056168SH DFND4008
ANSYS INCCOM03662Q10553,914700SH DFND300700
ANSYS INCCOM03662Q1056,16280SH DFND20080
ANTARES PHARMA INCCOM036642106268,28676,653SH SOLE176,65300
ANTARES PHARMA INCCOM036642106875250SH DFND200250
ANTERO RES CORPCOM03674X10664,1021,024SH DFND2001,024
ANTERO RESOURCES CORPCOM03674X10666,6691,065SH SOLE11,06500
ANWORTH MORTGAGE ASSET CORCOM037347101488,58598,505SH SOLE198,50500
ANWORTH MORTGAGE ASSET CPCOM037347101992200SH DFND400200
ANWORTH MORTGAGE ASSET CPCOM0373471013,571720SH DFND300720
ANWORTH MORTGAGE ASSET CPCOM0373471012,435491SH DFND200491
AOL INCCOM00184X1057,157,358163,522SH SOLE1163,52200
AOL INCCOM00184X10512,256280SH DFND400280
AOL INCCOM00184X1051,44433SH DFND30033
AOL INCCOM00184X1052,67061SH DFND20061
AON PLCCOMG0408V1029,765,524115,870SH SOLE1115,87000
AON PLCCOMG0408V10214,206169SH DFND300169
AON PLCCOMG0408V10231,268371SH DFND200371
APACHE CORPCOM03741110515,953,110192,322SH SOLE1192,32200
APACHE CORPCOM03741110545,705551SH DFND400551
APACHE CORPCOM037411105435,2885,248SH DFND3005,248
APACHE CORPCOM037411105829,80910,004SH DFND20010,004
APARTMENT INVT & MGMT COCOM03748R1011,51150SH DFND40050
APARTMENT INVT + MGMT COCOM03748R1011,569,11351,923SH SOLE151,92300
APCO OIL & GAS INTERNATIONALCOMG0471F1091,08475SH DFND20075
APCO OIL AND GAS INTL INCCOMG0471F10989,7786,213SH SOLE16,21300
API TECHNOLOGIES CORPCOM00187E20364,30521,947SH SOLE121,94700
APOGEE ENTERPRISES INCCOM037598109746,24622,457SH SOLE122,45700
APOGEE ENTERPRISES INCCOM037598109281,9348,484SH DFND2008,484
APOLLO COML REAL EST FIN INCCOM03762U1054,607277SH DFND300277
APOLLO COMMERCIAL REAL ESTCOM03762U105417,04725,078SH SOLE125,07800
APOLLO ED GROUP INCCOM03760410517,702517SH DFND300517
APOLLO ED GROUP INCCOM037604105133,3653,895SH DFND2003,895
APOLLO EDUCATION GROUP INCCOM0376041057,993,123233,444SH SOLE1233,44400
APOLLO INVESTMENT CORPCOM03761U1061,269,926152,819SH SOLE1152,81900
APOLLO INVT CORPCOM03761U106268,73732,339SH DFND40032,339
APOLLO INVT CORPCOM03761U1061,632,977196,507SH DFND300196,507
APOLLO INVT CORPCOM03761U10612,4821,502SH DFND2001,502
APOLLO RESIDENTIAL MORTGAGCOM03763V102353,55421,784SH SOLE121,78400
APOLLO RESIDENTIAL MTG INCCOM03763V1023,246200SH DFND200200
APOLLO TACTICAL INCOME FD INCOM03763810346,3842,600SH DFND4002,600
APPLE INCCOM037833100206,084,543383,956SH SOLE1383,95600
APPLE INCCOM0378339001,8402SHCallDFND4002
APPLE INCCOM0378331009,134,58617,019SH DFND40017,019
APPLE INCCOM03783310017,993,89533,524SH DFND30033,524
APPLE INCCOM03783310014,411,60026,850SH DFND20026,850
APPLIED INDL TECHNOLOGIES INCOM03820C10557,4061,190SH DFND3001,190
APPLIED INDUSTRIAL TECH INCOM03820C1051,586,90332,896SH SOLE132,89600
APPLIED MATERIALS INCCOM03822210511,791,447577,446SH SOLE1577,44600
APPLIED MATLS INCCOM03822210528,8461,413SH DFND4001,413
APPLIED MATLS INCCOM038222105919,41245,036SH DFND30045,036
APPLIED MATLS INCCOM038222105479,48723,487SH DFND20023,487
APPLIED MICRO CIRCUITS CORCOM03822W406492,17949,715SH SOLE149,71500
APPLIED MICRO CIRCUITS CORPCOM03822W40624825SH DFND30025
APPLIED OPTOELECTRONICS INCOM03823U10269,4712,816SH SOLE12,81600
APPROACH RESOURCES INCCOM03834A103570,80127,298SH SOLE127,29800
APPROACH RESOURCES INCCOM03834A10340,7751,950SH DFND3001,950
APRICUS BIOSCIENCES INCCOM03832V10912,1055,630SH DFND3005,630
APRICUS BIOSCIENCES INCCOM03832V1091,075500SH DFND200500
APTARGROUP INCCOM0383361038,853,104133,935SH SOLE1133,93500
AQUA AMERICA INCCOM03836W1039,040,292360,602SH SOLE1360,60200
AQUA AMERICA INCCOM03836W10387,1183,475SH DFND4003,475
AQUA AMERICA INCCOM03836W103435,40317,367SH DFND30017,367
AQUA AMERICA INCCOM03836W103150,4466,001SH DFND2006,001
ARABIAN AMERICAN DEVELOPMECOM038465100146,65913,517SH SOLE113,51700
ARABIAN AMERN DEV COCOM03846510057,5055,300SH DFND3005,300
ARAMARK HLDGS CORPCOM03852U10628,9201,000SH DFND2001,000
ARATANA THERAPEUTICS INCCOM03874P10183,4464,496SH SOLE14,49600
ARC DOCUMENT SOLUTIONS INCCOM00191G103190,61325,620SH SOLE125,62000
ARC LOGISTICS PARTNERS LPCOM03879N10112,721600SH DFND400600
ARCELORMITTAL SA LUXEMBOURGCOM03938L10412,516775SH DFND300775
ARCELORMITTAL SA LUXEMBOURGCOML0302D17811,990500SH DFND300500
ARCELORMITTAL SA LUXEMBOURGCOM03938L10435,8752,221SH DFND2002,221
ARCH CAP GROUP LTDCOMG0450A105102,0761,774SH DFND3001,774
ARCH CAPITAL GROUP LTDCOMG0450A105283,3854,925SH SOLE14,92500
ARCH COAL INCCOM039380100799,055165,779SH SOLE1165,77900
ARCH COAL INCCOM03938010014,1742,941SH DFND4002,941
ARCH COAL INCCOM03938010034,7047,200SH DFND3007,200
ARCH COAL INCCOM03938010092,54419,200SH DFND20019,200
ARCHER DANIELS MIDLAND COCOM0394831029,587,194220,954SH SOLE1220,95400
ARCHER DANIELS MIDLAND COCOM039483102118,3592,728SH DFND4002,728
ARCHER DANIELS MIDLAND COCOM039483102297,3956,854SH DFND3006,854
ARCHER DANIELS MIDLAND COCOM039483102178,2964,109SH DFND2004,109
ARCOS DORADOS HOLDINGS INCCOMG0457F10740340SH DFND30040
ARCOS DORADOS HOLDINGS INCCOMG0457F10782,5358,188SH DFND2008,188
ARCTIC CAT INCCOM039670104491,80710,291SH SOLE110,29100
ARENA PHARMACEUTICALS INCCOM040047102932,936148,085SH SOLE1148,08500
ARENA PHARMACEUTICALS INCCOM04004710240,9506,500SH DFND4006,500
ARENA PHARMACEUTICALS INCCOM0400471022,431,674385,980SH DFND300385,980
ARENA PHARMACEUTICALS INCCOM0400471024,410700SH DFND200700
ARES CAP CORPCOM04010L103877,74049,815SH DFND40049,815
ARES CAP CORPCOM04010L103479,58227,218SH DFND30027,218
ARES CAP CORPCNV04010LAD521,47520PRN DFND20020
ARES CAP CORPCOM04010L103954,81054,189SH DFND20054,189
ARES CAPITAL CORPCOM04010L103200,04011,353SH SOLE111,35300
ARES COMMERCIAL REAL ESTATCOM04013V108195,11614,550SH SOLE114,55000
ARGAN INCCOM04010E109282,4949,502SH SOLE19,50200
ARGAN INCCOM04010E10941,1761,385SH DFND2001,385
ARGO GROUP INTERNATIONALCOMG0464B107848,37018,483SH SOLE118,48300
ARGOS THERAPEUTICS INCCOM0402211032,000200SH DFND300200
ARIAD PHARMACEUTICALS INCCOM04033A10024,0512,984SH SOLE12,98400
ARIAD PHARMACEUTICALS INCCOM04033A10018523SH DFND40023
ARIAD PHARMACEUTICALS INCCOM04033A10035,8674,450SH DFND3004,450
ARIAD PHARMACEUTICALS INCCOM04033A100438,60154,417SH DFND20054,417
ARK RESTAURANTS CORPCOM0407121016,556296SH DFND300296
ARKANSAS BEST CORPCOM040790107736,82019,941SH SOLE119,94100
ARKANSAS BEST CORP DELCOM04079010725,865700SH DFND300700
ARLINGTON ASSET INVESTMENTCOM041356205288,23510,885SH SOLE110,88500
ARM HLDGS PLCCOM0420681064,53689SH DFND40089
ARM HLDGS PLCCOM04206810669,6761,367SH DFND3001,367
ARMADA HOFFLER PROPERTIESCOM04208T108129,73712,922SH SOLE112,92200
ARMOUR RESIDENTIAL REIT INCOM0423151011,048,103254,394SH SOLE1254,39400
ARMOUR RESIDENTIAL REIT INCCOM0423151019,0642,200SH DFND4002,200
ARMOUR RESIDENTIAL REIT INCCOM042315101412100SH DFND200100
ARMSTRONG WORLD INDS INC NEWCOM04247X1024799SH DFND4009
ARMSTRONG WORLD INDS INC NEWCOM04247X102133,1252,500SH DFND2002,500
ARMSTRONG WORLD INDUSTRIESCOM04247X10221,673407SH SOLE140700
AROTECH CORPCOM04268220344271SH DFND20071
ARQULE INCCOM04269E10794,04645,876SH SOLE145,87600
ARRAY BIOPHARMA INCCOM04269X105395,29484,105SH SOLE184,10500
ARRAY BIOPHARMA INCCOM04269X105823175SH DFND300175
ARRIS GROUP INCCOM04270V1062,569,08691,167SH SOLE191,16700
ARRIS GROUP INC NEWCOM04270V10685,3853,030SH DFND2003,030
ARROW ELECTRONICS INCCOM04273510012,228,754206,010SH SOLE1206,01000
ARROW FINANCIAL CORPCOM042744102191,3997,239SH SOLE17,23900
ARTESIAN RESOURCES CORPCOM0431132088,423375SH DFND400375
ARTESIAN RESOURCES CORP CLCOM043113208115,8045,156SH SOLE15,15600
ARTHROCARE CORPCOM043136100923,99519,174SH SOLE119,17400
ARTHUR J GALLAGHER + COCOM36357610912,965,312272,495SH SOLE1272,49500
ARTISAN PARTNERS ASSET MACOM04316A10823,773370SH SOLE137000
ARUBA NETWORKS INCCOM0431761061,452,76977,481SH SOLE177,48100
ARUBA NETWORKS INCCOM04317610630,4311,623SH DFND4001,623
ARUBA NETWORKS INCCOM04317610622,5001,200SH DFND2001,200
ASA GOLD AND PRECIOUS MTLS LCOMG3156P1032,280170SH DFND400170
ASA GOLD AND PRECIOUS MTLS LCOMG3156P10316,3791,221SH DFND2001,221
ASBURY AUTOMOTIVE GROUPCOM0434361041,172,18521,193SH SOLE121,19300
ASCENA RETAIL GROUP INCCOM04351G1014,584,937265,332SH SOLE1265,33200
ASCENA RETAIL GROUP INCCOM04351G1011,45284SH DFND40084
ASCENT CAP GROUP INCCOM0436321082273SH DFND4003
ASCENT CAPITAL GROUP INC ACOM043632108726,1119,611SH SOLE19,61100
ASHFORD HOSPITALITY PRIMECOM044102101188,22912,449SH SOLE112,44900
ASHFORD HOSPITALITY TRUSTCOM044103109470,89441,783SH SOLE141,78300
ASHLAND INCCOM04420910414,847,390149,250SH SOLE1149,25000
ASHLAND INC NEWCOM04420910429,844300SH DFND400300
ASHLAND INC NEWCOM044209104991SH DFND3001
ASHLAND INC NEWCOM04420910419,896200SH DFND200200
ASML HOLDING N VCOMN0705921011,763126SH DFND400126
ASML HOLDING N VCOMN070592109,336100SH DFND300100
ASPEN INSURANCE HOLDINGS LCOMG053841055,326,470134,168SH SOLE1134,16800
ASPEN TECHNOLOGY INCCOM0453271032,699,17963,720SH SOLE163,72000
ASPEN TECHNOLOGY INCCOM0453271032,03348SH DFND40048
ASPEN TECHNOLOGY INCCOM045327103748,16217,662SH DFND30017,662
ASSOCIATED BANC CORPCOM0454871055,992,579331,815SH SOLE1331,81500
ASSOCIATED ESTATES REALTYCOM045604105761,25044,938SH SOLE144,93800
ASSOCIATED ESTATES RLTY CORPCOM04560410516,9401,000SH DFND4001,000
ASSOCIATED ESTATES RLTY CORPCOM04560410550,9893,010SH DFND3003,010
ASSURANT INCCOM04621X1081,740,66826,796SH SOLE126,79600
ASSURANT INCCOM04621X10831,636487SH DFND300487
ASSURANT INCCOM04621X108269,5844,150SH DFND2004,150
ASSURED GUARANTY LTDCOMG0585R106163,9726,476SH SOLE16,47600
ASTEC INDUSTRIES INCCOM046224101691,49515,748SH SOLE115,74800
ASTORIA FINANCIAL CORPCOM0462651043,176,071229,817SH SOLE1229,81700
ASTRAZENECA PLCCOM04635310887,0041,341SH DFND4001,341
ASTRAZENECA PLCCOM0463531082,550,18539,306SH DFND30039,306
ASTRAZENECA PLCCOM046353108220,6573,401SH DFND2003,401
ASTRONICS CORPCOM046433108649,76210,247SH SOLE110,24700
ASTRONICS CORPCOM04643310883,9551,324SH DFND3001,324
AT&T INCCOM00206R1024,298,197122,561SH DFND400122,561
AT&T INCCOM00206R1027,904,788225,400SH DFND300225,400
AT&T INCCOM00206R9022,5755SHCallDFND3005
AT&T INCCOM00206R1025,726,185163,279SH DFND200163,279
AT+T INCCOM00206R102335,970,9869,580,011SH SOLE19,580,01100
ATHENAHEALTH INCCOM04685W1034,002,95524,981SH SOLE124,98100
ATHENAHEALTH INCCOM04685W1032,40415SH DFND40015
ATHENAHEALTH INCCOM04685W1031,1227SH DFND3007
ATHENAHEALTH INCCOM04685W1035,92937SH DFND20037
ATHLON ENERGY INCCOM047477104437,66612,346SH SOLE112,34600
ATLANTIC POWER CORPCOM04878Q863236,27281,473SH SOLE181,47300
ATLANTIC PWR CORPCOM04878Q863290100SH DFND400100
ATLANTIC PWR CORPCOM04878Q8632,444,047842,775SH DFND300842,775
ATLANTIC PWR CORPCOM04878Q863120,92541,698SH DFND20041,698
ATLANTIC TELE NETWORK INCCOM049079205477,5907,245SH SOLE17,24500
ATLANTICUS HLDGS CORPCOM04914Y102587240SH DFND400240
ATLAS AIR WORLDWIDE HOLDINCOM049164205708,75120,095SH SOLE120,09500
ATLAS ENERGY LPCOM04930A1044,304100SH DFND400100
ATLAS ENERGY LPCOM04930A10486,0802,000SH DFND3002,000
ATLAS ENERGY LPCOM04930A1042,15250SH DFND20050
ATLAS PIPELINE PARTNERS LPCOM049392103150,9624,701SH DFND4004,701
ATLAS PIPELINE PARTNERS LPCOM049392103499,31115,550SH DFND30015,550
ATLAS PIPELINE PARTNERS LPCOM049392103220,7566,875SH DFND2006,875
ATLAS RESOURCE PARTNERS LPCOM04941A10164,7593,100SH DFND4003,100
ATMEL CORPCOM0495131047,244,935866,619SH SOLE1866,61900
ATMEL CORPCOM0495131044,180500SH DFND300500
ATMEL CORPCOM04951310412,5401,500SH DFND2001,500
ATMI INCCOM00207R101852,18925,057SH SOLE125,05700
ATMI INCCOM00207R10148,7701,434SH DFND3001,434
ATMOS ENERGY CORPCOM0495601059,718,017206,196SH SOLE1206,19600
ATMOS ENERGY CORPCOM04956010582,4781,750SH DFND4001,750
ATMOS ENERGY CORPCOM049560105123,9172,629SH DFND3002,629
ATRICURE INCCOM04963C209267,74214,234SH SOLE114,23400
ATRION CORPORATIONCOM049904105325,7331,064SH SOLE11,06400
ATWOOD OCEANICS INCCOM0500951085,983,006118,734SH SOLE1118,73400
ATWOOD OCEANICS INCCOM05009510811,338225SH DFND400225
ATWOOD OCEANICS INCCOM050095108501SH DFND3001
ATWOOD OCEANICS INCCOM05009510855,6811,105SH DFND2001,105
AU OPTRONICS CORPCOM0022551074,3051,237SH DFND2001,237
AUDIENCE INCCOM05070J10281,7886,543SH SOLE16,54300
AUDIENCE INCCOM05070J10211,250900SH DFND300900
AURICO GOLD INCCOM05155C10557,42013,200SH DFND30013,200
AUTHENTIDATE HLDG CORPCOM0526662039,90010,000SH DFND40010,000
AUTOBYTEL INCCOM05275N2056,215500SH DFND400500
AUTODESK INCCOM0527691064,484,57791,187SH SOLE191,18700
AUTODESK INCCOM0527691063,83678SH DFND40078
AUTODESK INCCOM0527691064,918100SH DFND300100
AUTOHOME INCCOM05278C10738,8711,012SH DFND2001,012
AUTOLIV INCCOM0528001095,11851SH DFND40051
AUTOMATIC DATA PROCESSINGCOM053015103285,514,4853,695,502SH SOLE13,695,50200
AUTOMATIC DATA PROCESSING INCOM053015103308,5683,994SH DFND4003,994
AUTOMATIC DATA PROCESSING INCOM053015103629,0528,142SH DFND3008,142
AUTOMATIC DATA PROCESSING INCOM053015103154,4431,999SH DFND2001,999
AUTONATION INCCOM05329W1021,170,04921,981SH SOLE121,98100
AUTONATION INCCOM05329W1021603SH DFND3003
AUTONATION INCCOM05329W10210,646200SH DFND200200
AUTOZONE INCCOM0533321027,399,09013,776SH SOLE113,77600
AUTOZONE INCCOM0533329026,4202SHCallDFND4002
AUTOZONE INCCOM0533321025,37110SH DFND40010
AUTOZONE INCCOM053332102109,031203SH DFND300203
AUTOZONE INCCOM05333210271,434133SH DFND200133
AUXILIUM PHARMACEUTICALS ICOM05334D107911,26433,527SH SOLE133,52700
AUXILIUM PHARMACEUTICALS INCCOM05334D10748,9241,800SH DFND4001,800
AV HOMES INCCOM00234P102116,1386,420SH SOLE16,42000
AVAGO TECHNOLOGIES LTDCOMY0486S1041,227,07519,051SH SOLE119,05100
AVAGO TECHNOLOGIES LTDCOMY0486S10443,606677SH DFND400677
AVALON RARE METALS INCCOM0534701005,0588,000SH DFND3008,000
AVALONBAY COMMUNITIES INCCOM0534841015,934,74545,193SH SOLE145,19300
AVANIR PHARMACEUTICALS INCCOM05348P401362,12398,671SH SOLE198,67100
AVANIR PHARMACEUTICALS INCCOM05348P4017,5242,050SH DFND3002,050
AVEO PHARMACEUTICALS INCCOM05358810952,74535,281SH SOLE135,28100
AVEO PHARMACEUTICALS INCCOM0535881091,035692SH DFND400692
AVERY DENNISON CORPCOM0536111091,927,13238,033SH SOLE138,03300
AVERY DENNISON CORPCOM0536111093,75074SH DFND40074
AVERY DENNISON CORPCOM05361110996319SH DFND20019
AVG TECHNOLOGIESCOMN07831105341,16616,277SH SOLE116,27700
AVG TECHNOLOGIES N VCOMN07831105727,14434,692SH DFND20034,692
AVIAT NETWORKS INCCOM05366Y10266,21241,643SH SOLE141,64300
AVIS BUDGET GROUPCOM0537741053,75077SH DFND30077
AVIS BUDGET GROUPCOM05377410524,350500SH DFND200500
AVIS BUDGET GROUP INCCOM05377410584,7871,741SH SOLE11,74100
AVISTA CORPCOM05379B1071,435,03346,820SH SOLE146,82000
AVISTA CORPCOM05379B107112,5693,673SH DFND3003,673
AVISTA CORPCOM05379B107211,3326,895SH DFND2006,895
AVIV REIT INCCOM05381L101191,1997,820SH SOLE17,82000
AVIVA PLCCOM05382A1045,591349SH DFND200349
AVNET INCCOM05380710313,250,348284,770SH SOLE1284,77000
AVNET INCCOM0538071034,09588SH DFND40088
AVNET INCCOM0538071034,653100SH DFND300100
AVNET INCCOM0538071039,306200SH DFND200200
AVON PRODS INCCOM05430310211,712800SH DFND400800
AVON PRODS INCCOM0543031026,588450SH DFND300450
AVON PRODUCTS INCCOM0543031022,492,987170,286SH SOLE1170,28600
AVX CORPCOM00244410723,9351,816SH SOLE11,81600
AWARE INC MASSCOM05453N1007,2381,250SH DFND3001,250
AXCELIS TECHNOLOGIES INCCOM054540109158,34573,649SH SOLE173,64900
AXIALL CORPCOM05463D1002,132,08347,464SH SOLE147,46400
AXIALL CORPCOM05463D1001,70738SH DFND40038
AXIS CAPITAL HOLDINGS LTDCOMG0692U109169,8283,704SH SOLE13,70400
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091,88041SH DFND40041
AXIS CAPITAL HOLDINGS LTDCOMG0692U10910,316225SH DFND200225
AZZ INCCOM002474104889,22119,902SH SOLE119,90200
B & G FOODS INC NEWCOM05508R10614,573484SH DFND400484
B & G FOODS INC NEWCOM05508R106131,4064,364SH DFND3004,364
B & G FOODS INC NEWCOM05508R1067,829260SH DFND200260
B/E AEROSPACE INCCOM07330210117,476,121201,361SH SOLE1201,36100
B/E AEROSPACE INCCOM0733021017,37785SH DFND40085
B/E AEROSPACE INCCOM07330210126,037300SH DFND300300
B/E AEROSPACE INCCOM073302101284,6713,280SH DFND2003,280
B+G FOODS INCCOM05508R1061,245,50041,365SH SOLE141,36500
BABCOCK & WILCOX CO NEWCOM05615F1021,49445SH DFND40045
BABCOCK & WILCOX CO NEWCOM05615F1022668SH DFND3008
BABCOCK + WILCOX CO/THECOM05615F10285,8882,587SH SOLE12,58700
BABSON CAP CORPORATE INVSCOM05617K10979,9995,273SH DFND2005,273
BADGER METER INCCOM056525108618,38711,223SH SOLE111,22300
BAIDU INCCOM05675210891,971604SH DFND400604
BAIDU INCCOM056752108167,1921,098SH DFND3001,098
BAIDU INCCOM056752108165,5171,087SH DFND2001,087
BAIDU INC SPON ADRADR0567521082,460,32716,146SH SOLE116,14600
BAKER HUGHES INCCOM0572241079,543,180146,773SH SOLE1146,77300
BAKER HUGHES INCCOM05722410719,506300SH DFND300300
BAKER HUGHES INCCOM05722410711,118171SH DFND200171
BALCHEM CORPCOM0576652001,211,42523,243SH SOLE123,24300
BALCHEM CORPCOM0576652007,818150SH DFND300150
BALDWIN + LYONS INC CL BCOM057755209165,0496,278SH SOLE16,27800
BALL CORPCOM0584981062,670,45348,722SH SOLE148,72200
BALL CORPCOM058498106144,0412,628SH DFND4002,628
BALL CORPCOM05849810610,962200SH DFND300200
BALL CORPCOM0584981061,09620SH DFND20020
BALLANTYNE STRONG INCCOM0585161057,5041,600SH DFND4001,600
BALLARD PWR SYS INC NEWCOM05858610812,3202,800SH DFND3002,800
BALLARD PWR SYS INC NEWCOM0585861086,6001,500SH DFND2001,500
BALLY TECHNOLOGIES INCCOM05874B1075,276,81579,626SH SOLE179,62600
BALLY TECHNOLOGIES INCCOM05874B10713,254200SH DFND200200
BALTIC TRADING LIMITEDCOMY0553W10314,0732,230SH DFND2002,230
BANC CALIF INCCOM05990K106148,78612,126SH DFND30012,126
BANC OF CALIFORNIA INCCOM05990K106136,19711,100SH SOLE111,10000
BANCFIRST CORPCOM05945F103272,9004,819SH SOLE14,81900
BANCO BILBAO VIZCAYA ARGENTACOM05946K101239,17919,915SH DFND20019,915
BANCO BRADESCO S ACOM05946030356041SH DFND40041
BANCO BRADESCO S ACOM05946030319,0151,391SH DFND3001,391
BANCO SANTANDER BRASIL S ACOM05967A10714,8102,659SH DFND3002,659
BANCO SANTANDER SACOM05964H10530,7333,208SH DFND4003,208
BANCO SANTANDER SACOM05964H10521,8522,281SH DFND3002,281
BANCO SANTANDER SACOM05964H105316,45833,033SH DFND20033,033
BANCOLOMBIA S ACOM05968L10210,223181SH DFND200181
BANCORP INC/THECOM05969A105420,14022,336SH SOLE122,33600
BANCORPSOUTH INCCOM0596921035,857,663234,682SH SOLE1234,68200
BANK HAWAII CORPCOM06254010987,8851,450SH DFND4001,450
BANK HAWAII CORPCOM06254010949,262813SH DFND300813
BANK HAWAII CORPCOM0625401095,27387SH DFND20087
BANK KY FINL CORPCOM06289610533,786900SH DFND300900
BANK MONTREAL QUECOM06367110133,505500SH DFND400500
BANK MONTREAL QUECOM063671101532,9987,954SH DFND3007,954
BANK MONTREAL QUECOM06367110166,876998SH DFND200998
BANK MUTUAL CORPCOM063750103227,86635,941SH SOLE135,94100
BANK N S HALIFAXCOM0641491076,730116SH DFND400116
BANK N S HALIFAXCOM064149107118,8252,048SH DFND3002,048
BANK N S HALIFAXCOM0641491073,59762SH DFND20062
BANK NEW YORK MELLON CORPCOM06405810073,4032,080SH DFND4002,080
BANK NEW YORK MELLON CORPCOM064058100151,7954,301SH DFND3004,301
BANK NEW YORK MELLON CORPCOM064058100169,6554,807SH DFND2004,807
BANK OF AMERICA CORPCOM06050510473,443,3124,269,960SH SOLE14,269,96000
BANK OF AMERICA CORPORATIONCOM060505104977,42456,827SH DFND40056,827
BANK OF AMERICA CORPORATIONCOM060505146131,52016,000SH DFND40016,000
BANK OF AMERICA CORPORATIONCOM0605051042,555,998148,605SH DFND300148,605
BANK OF AMERICA CORPORATIONCOM0605056826,8656SH DFND3006
BANK OF AMERICA CORPORATIONCOM060505682633,892554SH DFND200554
BANK OF AMERICA CORPORATIONCOM0605051041,600,50693,053SH DFND20093,053
BANK OF HAWAII CORPCOM0625401095,558,96791,717SH SOLE191,71700
BANK OF KENTUCKY FINL CORPCOM062896105156,6924,174SH SOLE14,17400
BANK OF MARIN BANCORPCOM06342510214,645325SH DFND400325
BANK OF MARIN BANCORP/CACOM063425102179,4503,986SH SOLE13,98600
BANK OF NEW YORK MELLON COCOM06405810015,894,193450,388SH SOLE1450,38800
BANK OF THE OZARKSCOM0639041061,662,50224,427SH SOLE124,42700
BANK OF THE OZARKS INCCOM06390410627,224400SH DFND300400
BANK SOUTH CAROLINA CORPCOM06506610214,9801,000SH DFND2001,000
BANKFINANCIAL CORPCOM06643P104143,00314,329SH SOLE114,32900
BANKRATE INCCOM06647F102532,66131,444SH SOLE131,44400
BANKUNITED INCCOM06652K10385,9862,473SH SOLE12,47300
BANNER CORPORATIONCOM06652V208626,63915,206SH SOLE115,20600
BAR HARBOR BANKSHARESCOM066849100102,4332,671SH SOLE12,67100
BAR HBR BANKSHARESCOM06684910095,8752,500SH DFND2002,500
BARCLAYS BANK PLCCOM06739H30512,610250SH DFND400250
BARCLAYS BANK PLCCOM06739H20620,714380SH DFND400380
BARCLAYS BANK PLCCOM06739H2488,014125SH DFND400125
BARCLAYS BANK PLCCOM06739H51110,376400SH DFND400400
BARCLAYS BANK PLCCOM06739H77623,103900SH DFND400900
BARCLAYS BANK PLCCOM06739H36273,3742,821SH DFND4002,821
BARCLAYS BANK PLCCOM06739H7433,181100SH DFND300100
BARCLAYS BANK PLCCOM06739H30524,463485SH DFND300485
BARCLAYS BANK PLCCOM06739H36226,0101,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H25556118SH DFND30018
BARCLAYS BANK PLCCOM06739H51154,9412,118SH DFND3002,118
BARCLAYS BANK PLCCOM06739H36256,3382,166SH DFND2002,166
BARCLAYS BANK PLCCOM06739H29743,1131,229SH DFND2001,229
BARCLAYS BANK PLCCOM06739H6443,7681,295SH DFND2001,295
BARCLAYS BK PLCCOM06742E7112,95170SH DFND40070
BARCLAYS BK PLCCOM06738C7786,628168SH DFND400168
BARCLAYS BK PLCCOM06740L4511,37846SH DFND40046
BARCLAYS BK PLCCOM06739F39035,3921,400SH DFND4001,400
BARCLAYS BK PLCCOM06740L44412,760400SH DFND400400
BARCLAYS BK PLCCOM06738C7862,782116SH DFND300116
BARCLAYS BK PLCCOM06739F10121,050572SH DFND300572
BARCLAYS BK PLCCOM06739F2913,69861SH DFND30061
BARCLAYS BK PLCCOM06740C519916SH DFND3006
BARCLAYS BK PLCCOM06742E71186,0282,041SH DFND3002,041
BARCLAYS BK PLCCOM06738C7782,56465SH DFND30065
BARCLAYS BK PLCCOM06740L4441,97862SH DFND30062
BARCLAYS BK PLCCOM06740P2397,404241SH DFND300241
BARCLAYS BK PLCCOM06740L4514,223141SH DFND300141
BARCLAYS BK PLCCOM06742C1523583SH DFND3003
BARCLAYS BK PLCCOM06742C1293703SH DFND3003
BARCLAYS BK PLCCOM06740H66637,216140SH DFND300140
BARCLAYS BK PLCCOM06739F135236,6953,902SH DFND3003,902
BARCLAYS BK PLCCOM06740C337467,0373,167SH DFND3003,167
BARCLAYS BK PLCCOM06738C79413,396400SH DFND300400
BARCLAYS BK PLCCOM06739F39040,4481,600SH DFND2001,600
BARCLAYS BK PLCCOM06740L477154,3693,916SH DFND2003,916
BARCLAYS BK PLCCOM06740L5193,10280SH DFND20080
BARCLAYS BK PLCCOM06742C723259,2209,348SH DFND2009,348
BARCLAYS BK PLCCOM06740L48514,280250SH DFND200250
BARCLAYS BK PLCCOM06740C3372,376,77416,117SH DFND20016,117
BARCLAYS BK PLCCOM06742E7112,74065SH DFND20065
BARCLAYS PLCCOM06738E2043,046194SH DFND400194
BARCLAYS PLCCOM06738E2043,140200SH DFND300200
BARD C R INCCOM06738310985,384577SH DFND400577
BARD C R INCCOM0673831094,73532SH DFND30032
BARNES & NOBLE INCCOM0677741091,11253SH DFND20053
BARNES + NOBLE INCCOM067774109652,62331,226SH SOLE131,22600
BARNES GROUP INCCOM0678061091,589,50341,318SH SOLE141,31800
BARRACUDA NETWORKS INCCOM06832310496,0162,829SH SOLE12,82900
BARRACUDA NETWORKS INCCOM06832310444113SH DFND40013
BARRETT BILL CORPCOM06846N104307,84012,025SH DFND20012,025
BARRETT BUSINESS SERVICES INCOM06846310843,724734SH DFND300734
BARRETT BUSINESS SVCS INCCOM068463108285,3404,790SH SOLE14,79000
BARRICK GOLD CORPCOM06790110853,7223,013SH DFND4003,013
BARRICK GOLD CORPCOM067901108162,2899,102SH DFND3009,102
BARRICK GOLD CORPCOM06790110822,1271,241SH DFND2001,241
BARRY (R.G.)COM068798107128,0446,782SH SOLE16,78200
BASIC ENERGY SERVICES INCCOM06985P100631,63623,044SH SOLE123,04400
BASSETT FURNITURE INDSCOM070203104109,5487,377SH SOLE17,37700
BAXTER INTERNATIONAL INCCOM07181310920,855,883283,445SH SOLE1283,44500
BAXTER INTL INCCOM0718131091,748,77623,767SH DFND40023,767
BAXTER INTL INCCOM071813109544,2717,397SH DFND3007,397
BAXTER INTL INCCOM071813109108,0151,468SH DFND2001,468
BAYTEX ENERGY CORPCOM07317Q1054,113100SH DFND400100
BAYTEX ENERGY CORPCOM07317Q10510,283250SH DFND300250
BAZAARVOICE INCCOM073271108238,57132,681SH SOLE132,68100
BB&T CORPCOM05493710791,7482,284SH DFND4002,284
BB&T CORPCOM05493710721,732541SH DFND300541
BB&T CORPCOM0549371072,546,45763,392SH DFND20063,392
BB+T CORPCOM0549371079,585,165238,615SH SOLE1238,61500
BBCN BANCORP INCCOM0732951071,058,13861,735SH SOLE161,73500
BBCN BANCORP INCCOM07329510722,8131,331SH DFND3001,331
BBX CAPITAL CORP ACOM05540P10095,4224,906SH SOLE14,90600
BCE INCCOM05534B76097,3672,257SH DFND4002,257
BCE INCCOM05534B760104,9502,433SH DFND3002,433
BCE INCCOM05534B76015,701364SH DFND200364
BEACON ROOFING SUPPLY INCCOM0736851091,279,76233,103SH SOLE133,10300
BEAM INCCOM0737301035,144,52561,759SH SOLE161,75900
BEAM INCCOM073730103211,4992,539SH DFND3002,539
BEAM INCCOM0737301039,580115SH DFND200115
BEASLEY BROADCAST GRP INCCOM07401410127,1092,979SH SOLE12,97900
BEAZER HOMES USA INCCOM07556Q881342,58517,061SH SOLE117,06100
BEAZER HOMES USA INCCOM07556Q8815,723285SH DFND200285
BEBE STORES INCCOM075571109144,79323,659SH SOLE123,65900
BECTON DICKINSON & COCOM0758871092,69323SH DFND40023
BECTON DICKINSON & COCOM075887109550,1594,699SH DFND3004,699
BECTON DICKINSON & COCOM075887109332,6532,841SH DFND2002,841
BECTON DICKINSON AND COCOM0758871097,286,35762,234SH SOLE162,23400
BED BATH & BEYOND INCCOM07589610033,093481SH DFND400481
BED BATH & BEYOND INCCOM07589610012,384180SH DFND300180
BED BATH & BEYOND INCCOM075896100270,3153,929SH DFND2003,929
BED BATH + BEYOND INCCOM0758961006,553,88895,260SH SOLE195,26000
BEL FUSE INC CL BCOM077347300168,8277,709SH SOLE17,70900
BELDEN INCCOM0774541062,389,64634,334SH SOLE134,33400
BEMIS COMPANYCOM0814371051,456,47137,117SH SOLE137,11700
BEMIS INCCOM08143710599,3952,533SH DFND3002,533
BEMIS INCCOM0814371053,53290SH DFND20090
BENCHMARK ELECTRONICS INCCOM08160H101960,26942,396SH SOLE142,39600
BENEFICIAL MUTUAL BANCORPCOM08173R104286,75121,740SH SOLE121,74000
BENEFITFOCUS INCCOM08180D106162,4693,459SH SOLE13,45900
BENEFITFOCUS INCCOM08180D1064,697100SH DFND300100
BERKLEY W R CORPCOM08442310257,3521,378SH DFND4001,378
BERKLEY W R CORPCOM08442310229,134700SH DFND300700
BERKLEY W R CORPCOM0844231021,74842SH DFND20042
BERKSHIRE HATHAWAY INC CLCOM08467070275,515,622604,270SH SOLE1604,27000
BERKSHIRE HATHAWAY INC DELCOM0846707023,141,49625,138SH DFND40025,138
BERKSHIRE HATHAWAY INC DELCOM084670108936,7505SH DFND4005
BERKSHIRE HATHAWAY INC DELCOM0846707022,595,62720,770SH DFND30020,770
BERKSHIRE HATHAWAY INC DELCOM084670108187,3501SH DFND3001
BERKSHIRE HATHAWAY INC DELCOM084670108749,4004SH DFND2004
BERKSHIRE HATHAWAY INC DELCOM0846707022,132,23817,062SH DFND20017,062
BERKSHIRE HILLS BANCORP INCOM084680107441,30617,052SH SOLE117,05200
BERRY PLASTICS GROUP INCCOM08579W103871,55137,648SH SOLE137,64800
BERRY PLASTICS GROUP INCCOM08579W1031,62170SH DFND40070
BEST BUY CO INCCOM0865161012,769,458104,864SH SOLE1104,86400
BEST BUY INCCOM08651610118,672707SH DFND400707
BEST BUY INCCOM08651610111,436433SH DFND300433
BEST BUY INCCOM08651610126,7801,014SH DFND2001,014
BGC PARTNERS INCCOM05541T10112,6221,930SH DFND3001,930
BGC PARTNERS INC CL ACOM05541T101565,01086,393SH SOLE186,39300
BHP BILLITON LTDCOM08860610827,379404SH DFND400404
BHP BILLITON LTDCOM088606108182,5052,693SH DFND3002,693
BHP BILLITON LTDCOM08860610847,187696SH DFND200696
BHP BILLITON PLCCOM05545E2095,31186SH DFND40086
BHP BILLITON PLCCOM05545E2097,720125SH DFND300125
BIG 5 SPORTING GOODS CORPCOM08915P101212,37413,232SH SOLE113,23200
BIG LOTS INCCOM0893021034,539,212119,863SH SOLE1119,86300
BIGLARI HLDGS INCCOM08986R1012,4375SH DFND3005
BIGLARI HOLDINGS INCCOM08986R101553,3011,135SH SOLE11,13500
BILL BARRETT CORPCOM06846N1043,391,360132,475SH SOLE1132,47500
BIND THERAPEUTICS INCCOM05548N10743,0203,597SH SOLE13,59700
BIO RAD LABORATORIES ACOM0905722075,300,96541,375SH SOLE141,37500
BIO RAD LABS INCCOM09057220770,466550SH DFND300550
BIO REFERENCE LABS INCCOM09057G602529,26919,121SH SOLE119,12100
BIOANALYTICAL SYS INCCOM09058M103251100SH DFND400100
BIOCRYST PHARMACEUTICALSCOM09058V10310,5801,000SH DFND4001,000
BIODELIVERY SCIENCES INTLCOM09060J106171,69520,343SH SOLE120,34300
BIODELIVERY SCIENCES INTL INCOM09060J1064,220500SH DFND200500
BIOGEN IDEC INCCOM09062X10331,638,887103,439SH SOLE1103,43900
BIOGEN IDEC INCCOM09062X103107,055350SH DFND400350
BIOGEN IDEC INCCOM09062X103464,3111,518SH DFND3001,518
BIOGEN IDEC INCCOM09062X103357,2561,168SH DFND2001,168
BIOLASE INCCOM09091110856,49223,441SH SOLE123,44100
BIOMARIN PHARMACEUTICAL INCOM09061G101153,2002,246SH SOLE12,24600
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,18332SH DFND40032
BIOMARIN PHARMACEUTICAL INCCOM09061G10138,880570SH DFND300570
BIOMARIN PHARMACEUTICAL INCCOM09061G10110,095148SH DFND200148
BIOMED REALTY TRUST INCCOM09063H1078,119,716396,277SH SOLE1396,27700
BIOMED REALTY TRUST INCCOM09063H10730,7351,500SH DFND3001,500
BIOMED REALTY TRUST INCCOM09063H10745,8162,236SH DFND2002,236
BIO-REFERENCE LABS INCCOM09057G60218,684675SH DFND400675
BIO-REFERENCE LABS INCCOM09057G60217,992650SH DFND300650
BIO-REFERENCE LABS INCCOM09057G60211,238406SH DFND200406
BIOSCRIP INCCOM09069N108276,71539,644SH SOLE139,64400
BIOSCRIP INCCOM09069N1082,953423SH DFND300423
BIOSCRIP INCCOM09069N1083,490500SH DFND200500
BIOTA PHARMACEUTIALS INCCOM090694100611100SH DFND400100
BIOTELEMETRY INCCOM09067210610,0901,000SH DFND3001,000
BIOTIME INCCOM09066L10582,61225,110SH SOLE125,11000
BIOTIME INCCOM09066L1057,8962,400SH DFND3002,400
BIOTIME INCCOM09066L105329100SH DFND200100
BITAUTO HLDGS LTDCOM09172710717,920500SH DFND200500
BJ S RESTAURANTS INCCOM09180C106631,07419,293SH SOLE119,29300
BLACK BOX CORPCOM091826107305,56412,554SH SOLE112,55400
BLACK DIAMOND INCCOM09202G101188,51315,414SH SOLE115,41400
BLACK HILLS CORPCOM0921131096,926,417120,146SH SOLE1120,14600
BLACK HILLS CORPCOM0921131091,15320SH DFND30020
BLACKBAUD INCCOM09227Q1001,117,41035,700SH SOLE135,70000
BLACKBERRY LTDCOM09228F10332,1833,983SH DFND3003,983
BLACKBERRY LTDCOM09228F10324230SH DFND20030
BLACKHAWK NETWORK HLDGS INCCOM09238E1044,390180SH DFND200180
BLACKHAWK NETWORK HOLDINGSCOM09238E104190,7057,819SH SOLE17,81900
BLACKROCK BUILD AMER BD TRCOM09248X10040,4802,000SH DFND4002,000
BLACKROCK BUILD AMER BD TRCOM09248X100142,3487,033SH DFND3007,033
BLACKROCK CORPOR HI YLD FD VCOM09255P107297,80924,291SH DFND40024,291
BLACKROCK CORPOR HI YLD FD VCOM09255P10785,0356,936SH DFND3006,936
BLACKROCK CORPOR HI YLD FD VCOM09255P10728,5902,332SH DFND2002,332
BLACKROCK CR ALLCTN INC TRCOM092508100142,10910,511SH DFND40010,511
BLACKROCK CR ALLCTN INC TRCOM09250810049,3753,652SH DFND3003,652
BLACKROCK CR ALLCTN INC TRCOM0925081005,408400SH DFND200400
BLACKROCK DEBT STRAT FD INCCOM09255R10342,66110,405SH DFND40010,405
BLACKROCK DEBT STRAT FD INCCOM09255R103175,07842,702SH DFND30042,702
BLACKROCK DEFINED OPPRTY CRCOM09255Q10593,0156,750SH DFND4006,750
BLACKROCK DIVID INCOME TRCOM09250D10926,1002,000SH DFND4002,000
BLACKROCK DIVID INCOME TRCOM09250D1093,262250SH DFND200250
BLACKROCK ENERGY & RES TRCOM09250U101106,2604,400SH DFND4004,400
BLACKROCK ENERGY & RES TRCOM09250U10160,2852,496SH DFND2002,496
BLACKROCK ENH CAP & INC FD ICOM09256A10975,5485,404SH DFND4005,404
BLACKROCK ENH CAP & INC FD ICOM09256A10956,1794,019SH DFND3004,019
BLACKROCK ENHANCED EQT DIV TCOM09251A104334,19542,090SH DFND40042,090
BLACKROCK ENHANCED EQT DIV TCOM09251A10475,7019,534SH DFND3009,534
BLACKROCK FLOAT RATE OME STRCOM09255X100161,29011,070SH DFND40011,070
BLACKROCK FLOAT RATE OME STRCOM09255X10054,7833,760SH DFND3003,760
BLACKROCK FLOATING RATE INCOCOM09194110414,2401,000SH DFND3001,000
BLACKROCK GLOBAL OPP EQTY TRCOM09250110597,8606,689SH DFND4006,689
BLACKROCK GLOBAL OPP EQTY TRCOM092501105166,49311,380SH DFND30011,380
BLACKROCK GLOBAL OPP EQTY TRCOM09250110583,3915,700SH DFND2005,700
BLACKROCK HEALTH SCIENCES TRCOM09250W10732,205870SH DFND300870
BLACKROCK HEALTH SCIENCES TRCOM09250W10714,808400SH DFND200400
BLACKROCK INCCOM09247X10115,197,24648,325SH SOLE148,32500
BLACKROCK INCCOM09247X10143,713139SH DFND400139
BLACKROCK INCCOM09247X10176,037242SH DFND300242
BLACKROCK INCCOM09247X101185,858591SH DFND200591
BLACKROCK INCOME OPP TRUST ICOM09247510240,9583,965SH DFND4003,965
BLACKROCK INCOME OPP TRUST ICOM0924751025,165500SH DFND200500
BLACKROCK INCOME TR INCCOM09247F1001,317202SH DFND400202
BLACKROCK INTL GRWTH & INC TCOM092524107185,39623,002SH DFND40023,002
BLACKROCK INTL GRWTH & INC TCOM09252410761,0307,572SH DFND3007,572
BLACKROCK INTL GRWTH & INC TCOM09252410768,5108,500SH DFND2008,500
BLACKROCK KELSO CAPITAL COCOM092533108462,03050,385SH SOLE150,38500
BLACKROCK KELSO CAPITAL CORPCOM0925331083,668400SH DFND400400
BLACKROCK KELSO CAPITAL CORPCOM09253310847,1865,146SH DFND3005,146
BLACKROCK KELSO CAPITAL CORPCOM0925331082,720,060296,626SH DFND200296,626
BLACKROCK LONG-TERM MUNI ADVCOM09250B103130,20012,000SH DFND40012,000
BLACKROCK LONG-TERM MUNI ADVCOM09250B1035,425500SH DFND300500
BLACKROCK LONG-TERM MUNI ADVCOM09250B10337,9753,500SH DFND2003,500
BLACKROCK LTD DURATION INC TCOM09249W10194,3255,500SH DFND4005,500
BLACKROCK LTD DURATION INC TCOM09249W10178,0334,550SH DFND3004,550
BLACKROCK MUN 2020 TERM TRCOM09249X10921,8211,333SH DFND2001,333
BLACKROCK MUN INCOME TRCOM09248F10913,3201,000SH DFND4001,000
BLACKROCK MUN TARGET TERM TRCOM09257P10531,3681,644SH DFND4001,644
BLACKROCK MUNI INTER DR FD ICOM09253X10214,2001,000SH DFND4001,000
BLACKROCK MUNI INTER DR FD ICOM09253X1021,420100SH DFND300100
BLACKROCK MUNIASSETS FD INCCOM09254J102111,5999,058SH DFND4009,058
BLACKROCK MUNIASSETS FD INCCOM09254J10251,9664,218SH DFND2004,218
BLACKROCK MUNIENHANCED FD INCOM09253Y10014,1961,300SH DFND4001,300
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10199,3697,185SH DFND4007,185
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10666,8005,000SH DFND3005,000
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107147,94410,628SH DFND30010,628
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1074,322311SH DFND200311
BLACKROCK MUNIHLDS INVSTM QLCOM09254P1083,350250SH DFND400250
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10840,2003,000SH DFND2003,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N103144,70010,000SH DFND40010,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N10363,6684,400SH DFND3004,400
BLACKROCK MUNIYIELD CALIF FDCOM09254M10574,4375,064SH DFND3005,064
BLACKROCK MUNIYIELD FD INCCOM09253W1049,281675SH DFND300675
BLACKROCK MUNIYIELD FD INCCOM09253W104109,3137,950SH DFND2007,950
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10065,1894,700SH DFND4004,700
BLACKROCK MUNIYIELD NY QLTYCOM09255E10227,7772,140SH DFND4002,140
BLACKROCK MUNIYIELD NY QLTYCOM09255E10212,9801,000SH DFND3001,000
BLACKROCK MUNIYIELD QLTY FDCOM09254E10320,4681,505SH DFND3001,505
BLACKROCK MUNIYIELD QLTY FDCOM09254E10313,6001,000SH DFND2001,000
BLACKROCK MUNIYLD INVST QLTYCOM09254T10017,0301,300SH DFND3001,300
BLACKROCK MUNIYLD MICH QLTYCOM09254W10396,4887,750SH DFND2007,750
BLACKROCK MUNIYLD MICH QLTYCOM09254V105155,57011,750SH DFND20011,750
BLACKROCK N J MUN INCOME TRCOM09248J10113,9001,000SH DFND4001,000
BLACKROCK N Y MUN INCOME TRCOM09248L1068,471628SH DFND400628
BLACKROCK REAL ASSET EQUITYCOM09254B10910,6801,200SH DFND4001,200
BLACKROCK REAL ASSET EQUITYCOM09254B10918,1562,040SH DFND3002,040
BLACKROCK RES & COMM STRAT TCOM09257A10828,1752,450SH DFND3002,450
BLACKROCK RES & COMM STRAT TCOM09257A1085,750500SH DFND200500
BLACKROCK UTIL & INFRASTRCTUCOM09248D104495,67126,143SH DFND30026,143
BLACKROCK UTIL & INFRASTRCTUCOM09248D10440,0442,112SH DFND2002,112
BLACKROCK VA MUNICIPAL BONDCOM09248110014,976975SH DFND200975
BLACKSTONE GROUP L PCOM09253U108278,3578,372SH DFND4008,372
BLACKSTONE GROUP L PCOM09253U108824,86624,808SH DFND30024,808
BLACKSTONE GROUP L PCOM09253U108321,8099,678SH DFND2009,678
BLACKSTONE GSO FLTING RTE FUCOM09256U10547,3752,524SH DFND2002,524
BLACKSTONE GSO LNG SHRT CR ICOM09257D10247527SH DFND40027
BLACKSTONE GSO STRATEGIC CRCOM09257R10144,1232,490SH DFND3002,490
BLDRS INDEX FDS TRCOM09348R30065,2001,793SH DFND3001,793
BLDRS INDEX FDS TRCOM09348R40936,9291,491SH DFND3001,491
BLOCK H & R INCCOM093671105163,2615,408SH DFND3005,408
BLOOMIN BRANDS INCCOM094235108906,37737,609SH SOLE137,60900
BLOOMIN BRANDS INCCOM0942351081,20550SH DFND30050
BLOUNT INTERNATIONAL INCCOM095180105398,28133,469SH SOLE133,46900
BLUCORA INCCOM095229100632,75832,136SH SOLE132,13600
BLUCORA INCCOM095229100985SH DFND4005
BLUCORA INCCOM09522910082,8364,207SH DFND2004,207
BLUE CAPITAL REINSURANCE HCOMG1190F10773,9084,250SH SOLE14,25000
BLUE NILE INCCOM09578R103338,1869,718SH SOLE19,71800
BLUE NILE INCCOM09578R10387025SH DFND40025
BLUEBIRD BIO INCCOM09609G100105,6274,645SH SOLE14,64500
BLUELINX HLDGS INCCOM09624H1091,6121,240SH DFND2001,240
BLUELINX HOLDINGS INCCOM09624H10929,86422,972SH SOLE122,97200
BLYTH INCCOM09643P20777,0847,184SH SOLE17,18400
BNC BANCORPCOM05566T101215,86212,456SH SOLE112,45600
BNC BANCORPCOM05566T1018,327481SH DFND300481
BOARDWALK PIPELINE PARTNERSCOM096627104100,7257,511SH DFND3007,511
BOARDWALK PIPELINE PARTNERSCOM09662710418,6401,390SH DFND2001,390
BOB EVANS FARMSCOM0967611013,443,06568,820SH SOLE168,82000
BOB EVANS FARMS INCCOM0967611013,65273SH DFND40073
BOB EVANS FARMS INCCOM09676110137,523750SH DFND300750
BODY CENTRAL CORPCOM09689U10212,02611,239SH SOLE111,23900
BOEING COCOM0970231051,153,6429,193SH DFND4009,193
BOEING COCOM0970231052,652,18521,135SH DFND30021,135
BOEING COCOM097023905605SHCallDFND3005
BOEING COCOM0970231051,675,02013,348SH DFND20013,348
BOEING CO/THECOM09702310527,688,114220,640SH SOLE1220,64000
BOFI HLDG INCCOM05566U10821,438250SH DFND400250
BOFI HLDG INCCOM05566U108704,5228,216SH DFND3008,216
BOFI HOLDING INCCOM05566U108811,7109,466SH SOLE19,46600
BOINGO WIRELESS INCCOM09739C10285,55712,619SH SOLE112,61900
BOISE CASCADE COCOM09739D100331,07811,560SH SOLE111,56000
BOK FINANCIAL CORPORATIONCOM05561Q20170,2241,017SH SOLE11,01700
BOK FINL CORPCOM05561Q201218,4743,164SH DFND4003,164
BOK FINL CORPCOM05561Q2017,400107SH DFND300107
BOK FINL CORPCOM05561Q20154,204785SH DFND200785
BOLT TECHNOLOGY CORPCOM097698104115,9715,866SH SOLE15,86600
BON TON STORES INC/THECOM09776J101100,8849,188SH SOLE19,18800
BONANZA CREEK ENERGY INCCOM097793103888,57720,013SH SOLE120,01300
BONANZA CREEK ENERGY INCCOM09779310322,200500SH DFND300500
BON-TON STORES INCCOM09776J1015,490500SH DFND400500
BON-TON STORES INCCOM09776J1011,098100SH DFND300100
BOOZ ALLEN HAMILTON HOLDINCOM0995021061,914,02287,001SH SOLE187,00100
BORGWARNER INCCOM0997241064,748,25077,245SH SOLE177,24500
BORGWARNER INCCOM0997241061,22920SH DFND30020
BOSTON BEER COMPANY INC ACOM1005571071,590,9906,501SH SOLE16,50100
BOSTON PRIVATE FINL HOLDINCOM101119105842,63562,279SH SOLE162,27900
BOSTON PROPERTIES INCCOM1011211016,396,27155,848SH SOLE155,84800
BOSTON PROPERTIES INCCOM10112110134,359300SH DFND400300
BOSTON PROPERTIES INCCOM10112110152,111455SH DFND300455
BOSTON SCIENTIFIC CORPCOM1011371076,475,837478,982SH SOLE1478,98200
BOSTON SCIENTIFIC CORPCOM10113710747,3203,500SH DFND4003,500
BOSTON SCIENTIFIC CORPCOM10113710770,7505,233SH DFND3005,233
BOSTON SCIENTIFIC CORPCOM10113710733,2732,461SH DFND2002,461
BOTTOMLINE TECHNOLOGIES (DCOM1013881061,036,46829,487SH SOLE129,48700
BOULDER BRANDS INCCOM101405108712,94040,462SH SOLE140,46200
BOULDER BRANDS INCCOM10140510812,334700SH DFND400700
BOULDER BRANDS INCCOM10140510835,2402,000SH DFND3002,000
BOULDER BRANDS INCCOM1014051083,524200SH DFND200200
BOULDER GROWTH & INCOME FD ICOM101507101317,07039,000SH DFND40039,000
BOULDER TOTAL RETURN FD INCCOM10154110019,464800SH DFND400800
BOYD GAMING CORPCOM103304101724,29754,871SH SOLE154,87100
BOYD GAMING CORPCOM10330410114,5201,100SH DFND3001,100
BP PLCCOM0798059093,155,167393,986SH SOLE1393,98600
BP PLCCOM055622104984,99520,478SH DFND40020,478
BP PLCCOM0556221042,966,41761,672SH DFND30061,672
BP PLCCOM055622104590,19612,270SH DFND20012,270
BP PRUDHOE BAY RTY TRCOM05563010784,5241,001SH DFND3001,001
BP PRUDHOE BAY RTY TRCOM055630107225,2862,668SH DFND2002,668
BPZ RESOURCES INCCOM055639108254,75380,111SH SOLE180,11100
BRADY CORPCOM10467410692334SH DFND30034
BRADY CORPCOM1046741062,715100SH DFND200100
BRADY CORPORATION CL ACOM104674106981,71736,159SH SOLE136,15900
BRANDYWINE REALTY TRUSTCOM10536820386,9626,014SH SOLE16,01400
BRANDYWINE RLTY TRCOM1053682037,230500SH DFND400500
BRANDYWINE RLTY TRCOM10536820327519SH DFND30019
BRASKEM S ACOM10553210520313SH DFND40013
BRAVO BRIO RESTAURANT GROUCOM10567B109187,86113,314SH SOLE113,31400
BRE PROPERTIES INCCOM05564E1069,992,316159,164SH SOLE1159,16400
BRE PROPERTIES INCCOM05564E10613,435214SH DFND300214
BREITBURN ENERGY PARTNERS LPCOM10677610781,8774,100SH DFND4004,100
BREITBURN ENERGY PARTNERS LPCOM1067761071,093,27854,746SH DFND30054,746
BREITBURN ENERGY PARTNERS LPCOM106776107724,71136,290SH DFND20036,290
BRF SACOM10552T10737,9621,900SH DFND3001,900
BRF SACOM10552T1071,998100SH DFND200100
BRIDGE BANCORP INCCOM108035106202,9697,599SH SOLE17,59900
BRIDGE CAPITAL HOLDINGSCOM108030107155,4856,544SH SOLE16,54400
BRIDGEPOINT ED INCCOM10807M10559640SH DFND30040
BRIDGEPOINT EDUCATION IN WCOM10807M105184,75512,408SH SOLE112,40800
BRIGGS & STRATTON CORPCOM1090431091,15752SH DFND20052
BRIGGS + STRATTONCOM109043109834,46437,504SH SOLE137,50400
BRIGHT HORIZONS FAM SOL IN DCOM1091941004,028103SH DFND200103
BRIGHT HORIZONS FAMILY SOLCOM109194100315,2278,060SH SOLE18,06000
BRIGHTCOVECOM10921T101187,96919,122SH SOLE119,12200
BRIGHTCOVE INCCOM10921T1017,373750SH DFND300750
BRINK S CO/THECOM1096961043,715,554130,142SH SOLE1130,14200
BRINKER INTERNATIONAL INCCOM1096411007,171,961136,739SH SOLE1136,73900
BRINKER INTL INCCOM1096411001,434,19327,344SH DFND40027,344
BRINKER INTL INCCOM1096411007,868150SH DFND200150
BRINKS COCOM10969610434312SH DFND20012
BRISTOL MYERS SQUIBB COCOM11012210834,670,755667,387SH SOLE1667,38700
BRISTOL MYERS SQUIBB COCOM110122108884,23717,021SH DFND40017,021
BRISTOL MYERS SQUIBB COCOM1101221082,382,23445,856SH DFND30045,856
BRISTOL MYERS SQUIBB COCOM110122108762,59014,679SH DFND20014,679
BRISTOW GROUP INCCOM1103941032,133,28928,248SH SOLE128,24800
BRISTOW GROUP INCCNV110394AC79,9058PRN DFND2008
BRISTOW GROUP INCCOM1103941035,58874SH DFND20074
BRITISH AMERN TOB PLCCOM11044810725,010224SH DFND400224
BRITISH AMERN TOB PLCCOM11044810712,592113SH DFND300113
BRIXMOR PROPERTY GROUP INCCOM11120U10534,5331,619SH SOLE11,61900
BROADCOM CORPCOM11132010736,9461,174SH DFND4001,174
BROADCOM CORPCOM11132010796,9283,080SH DFND3003,080
BROADCOM CORPCOM11132010710,448332SH DFND200332
BROADCOM CORP CL ACOM1113201077,482,072237,677SH SOLE1237,67700
BROADRIDGE FINANCIAL SOLUTCOM11133T1039,036,682243,314SH SOLE1243,31400
BROADRIDGE FINL SOLUTIONS INCOM11133T10322,358602SH DFND400602
BROADRIDGE FINL SOLUTIONS INCOM11133T103787,66521,208SH DFND30021,208
BROADSOFT INCCOM11133B409509,63419,066SH SOLE119,06600
BROADSOFT INCCOM11133B409277,72510,390SH DFND30010,390
BROCADE COMMUNICATIONS SYSCOM1116213061,256,945118,468SH SOLE1118,46800
BROOKDALE SENIOR LIVING INCOM11246310453,8171,606SH SOLE11,60600
BROOKFIELD ASSET MGMT INCCOM1125851042456SH DFND4006
BROOKFIELD ASSET MGMT INCCOM112585104106,4142,605SH DFND3002,605
BROOKFIELD ASSET MGMT INCCOM11258510420,425500SH DFND200500
BROOKFIELD HIGH INCOME FD INCOM11272P102210,06020,860SH DFND30020,860
BROOKFIELD INFRAST PARTNERSCOMG16252101238,6736,050SH DFND4006,050
BROOKFIELD INFRAST PARTNERSCOMG16252101409,13410,371SH DFND30010,371
BROOKFIELD INFRAST PARTNERSCOMG1625210131,560800SH DFND200800
BROOKFIELD PPTY PARTNERS L PCOMG162491071126SH DFND3006
BROOKFIELD TOTAL RETURN FD ICOM11283U10870229SH DFND20029
BROOKLINE BANCORP INCCOM11373M107516,05654,783SH SOLE154,78300
BROOKLINE BANCORP INC DELCOM11373M10710,7861,145SH DFND3001,145
BROOKS AUTOMATION INCCOM114340102567,80351,949SH SOLE151,94900
BROWN & BROWN INCCOM1152361011,90762SH DFND40062
BROWN + BROWN INCCOM1152361017,514,730244,302SH SOLE1244,30200
BROWN FORMAN CORPCOM11563720935,876400SH DFND400400
BROWN FORMAN CORPCOM1156372091,25614SH DFND30014
BROWN FORMAN CORPCOM11563720968,703766SH DFND200766
BROWN FORMAN CORP CLASS BCOM1156372094,988,46855,619SH SOLE155,61900
BROWN SHOE COMPANY INCCOM115736100890,49733,553SH SOLE133,55300
BRUKER CORPCOM11679410840,2931,768SH SOLE11,76800
BRUNSWICK CORPCOM11704310911,256,920248,552SH SOLE1248,55200
BRUNSWICK CORPCOM117043109103,4422,284SH DFND4002,284
BRUNSWICK CORPCOM1170431099,058200SH DFND300200
BRUNSWICK CORPCOM1170431099,103201SH DFND200201
BRYN MAWR BANK CORPCOM117665109263,9719,188SH SOLE19,18800
BT GROUP PLCCOM05577E10132,564510SH DFND400510
BUCKEYE PARTNERS L PCOM11823010123,318311SH DFND400311
BUCKEYE PARTNERS L PCOM1182301011,186,17115,805SH DFND30015,805
BUCKEYE PARTNERS L PCOM118230101241,6713,220SH DFND2003,220
BUCKLE INCCOM118440106122,5152,675SH DFND3002,675
BUCKLE INCCOM1184401064,30594SH DFND20094
BUCKLE INC/THECOM118440106999,81421,830SH SOLE121,83000
BUFFALO WILD WINGS INCCOM1198481092,182,13014,655SH SOLE114,65500
BUFFALO WILD WINGS INCCOM119848109189,1031,270SH DFND3001,270
BUILD A BEAR WORKSHOPCOM1200761041,926200SH DFND300200
BUILDERS FIRSTSOURCE INCCOM12008R107276,68030,371SH SOLE130,37100
BUILDERS FIRSTSOURCE INCCOM12008R10718,2002,000SH DFND4002,000
BUNGE LIMITEDCOMG169621051,51119SH DFND40019
BUNGE LIMITEDCOMG1696210515,652197SH DFND300197
BUNGE LIMITEDCOMG1696210580,3051,010SH DFND2001,010
BUNGE LTDCOMG16962105449,2325,650SH SOLE15,65000
BURGER KING WORLDWIDE INCCOM12122010743,0641,622SH SOLE11,62200
BURGER KING WORLDWIDE INCCOM1212201072,655100SH DFND300100
BURLINGTON STORES INCCOM122017106307,77610,426SH SOLE110,42600
C + F FINANCIAL CORPCOM12466Q10473,6372,222SH SOLE12,22200
C H ROBINSON WORLDWIDE INCCOM12541W20919,961381SH DFND400381
C H ROBINSON WORLDWIDE INCCOM12541W2095,18799SH DFND30099
C&J ENERGY SVCS INCCOM12467B304172,0445,900SH DFND3005,900
C.H. ROBINSON WORLDWIDE INCOM12541W2093,278,67162,582SH SOLE162,58200
C+J ENERGY SERVICES INCCOM12467B3041,028,76535,280SH SOLE135,28000
CA INCCOM12673P105261,445,9228,441,909SH SOLE18,441,90900
CA INCCOM12673P1056,072196SH DFND400196
CA INCCOM12673P105356,31511,501SH DFND20011,501
CABELA S INCCOM1268043016,223,64795,003SH SOLE195,00300
CABELAS INCCOM12680430188,4391,350SH DFND3001,350
CABELAS INCCOM1268043015,50384SH DFND20084
CABLEVISION SYS CORPCOM12686C109186,34611,046SH DFND40011,046
CABLEVISION SYS CORPCOM12686C10920,8471,236SH DFND3001,236
CABLEVISION SYS CORPCOM12686C10992855SH DFND20055
CABLEVISION SYSTEMS NY GRPCOM12686C1091,265,21674,998SH SOLE174,99800
CABOT CORPCOM1270551017,289,421123,424SH SOLE1123,42400
CABOT MICROELECTRONICS CORCOM12709P103804,98018,295SH SOLE118,29500
CABOT MICROELECTRONICS CORPCOM12709P1033,21273SH DFND20073
CABOT OIL & GAS CORPCOM12709710335,6541,052SH DFND4001,052
CABOT OIL & GAS CORPCOM12709710338,1091,125SH DFND3001,125
CABOT OIL & GAS CORPCOM12709710338,9621,150SH DFND2001,150
CABOT OIL + GAS CORPCOM1270971035,487,713161,975SH SOLE1161,97500
CACI INTERNATIONAL INC CLCOM1271903041,332,68018,058SH SOLE118,05800
CADENCE DESIGN SYS INCCOM1273871089,148,911588,733SH SOLE1588,73300
CADENCE DESIGN SYSTEM INCCOM1273871083,077198SH DFND400198
CADENCE DESIGN SYSTEM INCCOM1273871089,495611SH DFND300611
CAESARS ENTERTAINMENT CORPCOM127686103521,44427,430SH SOLE127,43000
CAESARSTONE SDOT-YAM LTDCOMM2059810410,876200SH DFND400200
CAI INTERNATIONAL INCCOM12477X106288,04711,676SH SOLE111,67600
CAI INTERNATIONAL INCCOM12477X1061,90077SH DFND20077
CAL DIVE INTERNATIONAL INCCOM12802T101113,20066,588SH SOLE166,58800
CAL DIVE INTL INC DELCOM12802T101850500SH DFND400500
CAL DIVE INTL INC DELCOM12802T10111,9007,000SH DFND3007,000
CAL MAINE FOODS INCCOM128030202728,56211,605SH SOLE111,60500
CAL MAINE FOODS INCCOM12803020215,695250SH DFND200250
CALAMOS ASSET MANAGEMENT ACOM12811R104199,49715,429SH SOLE115,42900
CALAMOS CONV & HIGH INCOME FCOM12811P108103,1357,651SH DFND4007,651
CALAMOS CONV & HIGH INCOME FCOM12811P108696,35351,658SH DFND30051,658
CALAMOS CONV & HIGH INCOME FCOM12811P1084,529336SH DFND200336
CALAMOS CONV OPP AND INC FDCOM128117108144,31510,450SH DFND40010,450
CALAMOS CONV OPP AND INC FDCOM128117108414,19729,993SH DFND30029,993
CALAMOS CONV OPP AND INC FDCOM12811710869,0505,000SH DFND2005,000
CALAMOS GBL DYN INCOME FUNDCOM12811L10749,5005,500SH DFND4005,500
CALAMOS GBL DYN INCOME FUNDCOM12811L107223,83024,870SH DFND30024,870
CALAMOS GBL DYN INCOME FUNDCOM12811L10745,8915,099SH DFND2005,099
CALAMOS GLOBAL TOTAL RETURNCOM12811810614,9001,000SH DFND4001,000
CALAMOS STRATEGIC TOTL RETNCOM128125101262,46523,603SH DFND40023,603
CALAMOS STRATEGIC TOTL RETNCOM12812510114,9841,347SH DFND3001,347
CALAMOS STRATEGIC TOTL RETNCOM12812510116,6021,493SH DFND2001,493
CALAMP CORPCOM128126109758,51027,216SH SOLE127,21600
CALAMP CORPCOM128126109295,47810,602SH DFND30010,602
CALAMP CORPCOM1281261095,574200SH DFND200200
CALAVO GROWERS INCCOM128246105345,6609,715SH SOLE19,71500
CALAVO GROWERS INCCOM128246105308,6578,675SH DFND3008,675
CALGON CARBON CORPCOM129603106921,51042,213SH SOLE142,21300
CALGON CARBON CORPCOM12960310643,6602,000SH DFND2002,000
CALIFORNIA FIRST NATL BANCCOM13022210224,2071,577SH SOLE11,57700
CALIFORNIA WATER SERVICE GCOM130788102776,97332,455SH SOLE132,45500
CALIFORNIA WTR SVC GROUPCOM13078810225,1131,049SH DFND3001,049
CALIX NETWORKS INCCOM13100M509229,49027,223SH SOLE127,22300
CALLAWAY GOLF COCOM1311931041,329130SH DFND300130
CALLAWAY GOLF COCOM131193904132,860130SHCallDFND300130
CALLAWAY GOLF COMPANYCOM131193104573,92556,157SH SOLE156,15700
CALLIDUS SOFTWARE INCCOM13123E500343,74927,456SH SOLE127,45600
CALLON PETE CO DELCOM13123X10246,8725,600SH DFND3005,600
CALLON PETE CO DELCOM13123X9024,687,2005,600SHCallDFND3005,600
CALLON PETROLEUM COCOM13123X102226,90227,109SH SOLE127,10900
CALPINE CORPCOM131347304276,34713,216SH SOLE113,21600
CALPINE CORPCOM13134730418,735896SH DFND300896
CALPINE CORPCOM13134730431,9501,528SH DFND2001,528
CALUMET SPECIALTY PRODS PTNRCOM131476103105,9444,100SH DFND4004,100
CALUMET SPECIALTY PRODS PTNRCOM131476103431,07316,682SH DFND30016,682
CALUMET SPECIALTY PRODS PTNRCOM131476103255,0579,871SH DFND2009,871
CAMBREX CORPCOM132011107443,48323,502SH SOLE123,50200
CAMBREX CORPCOM13201110735,2301,867SH DFND3001,867
CAMBRIA ETF TRCOM132061201138,1514,567SH DFND3004,567
CAMBRIA ETF TRCOM1320612016,050200SH DFND200200
CAMBRIA ETF TRCOM13206130015,649600SH DFND200600
CAMDEN NATIONAL CORPCOM133034108213,9525,193SH SOLE15,19300
CAMDEN PROPERTY TRUSTCOM13313110211,842,816175,866SH SOLE1175,86600
CAMECO CORPCOM13321L1081,76377SH DFND40077
CAMECO CORPCOM13321L1086,298275SH DFND300275
CAMECO CORPCOM13321L10873,9423,229SH DFND2003,229
CAMERON INTERNATIONAL CORPCOM13342B1055,272,87385,363SH SOLE185,36300
CAMERON INTERNATIONAL CORPCOM13342B10532,244522SH DFND400522
CAMERON INTERNATIONAL CORPCOM13342B105146,3332,369SH DFND3002,369
CAMERON INTERNATIONAL CORPCOM13342B1051,97732SH DFND20032
CAMPBELL SOUP COCOM1344291093,444,40576,747SH SOLE176,74700
CAMPBELL SOUP COCOM134429109335,1487,468SH DFND4007,468
CAMPBELL SOUP COCOM13442910965,8841,468SH DFND3001,468
CAMPBELL SOUP COCOM134429109112,6492,510SH DFND2002,510
CAMPUS CREST CMNTYS INCCOM13466Y10522,5682,600SH DFND3002,600
CAMPUS CREST COMMUNITIES ICOM13466Y105381,00943,895SH SOLE143,89500
CANADIAN NAT RES LTDCOM13638510164,4231,679SH DFND3001,679
CANADIAN NAT RES LTDCOM13638510142,0151,095SH DFND2001,095
CANADIAN NATL RY COCOM13637510263,1911,124SH DFND4001,124
CANADIAN NATL RY COCOM13637510266,0591,175SH DFND3001,175
CANADIAN NATL RY COCOM1363751021,83733SH DFND20033
CANADIAN OIL SANDS LTDCOM13643E9563,021,769144,052SH SOLE1144,05200
CANADIAN PAC RY LTDCOM13645T100143,661955SH DFND300955
CANADIAN SOLAR INCCOM13663510917,622550SH DFND400550
CANADIAN SOLAR INCCOM13663510916,020500SH DFND200500
CANCER GENETICS INCCOM13739U10437,7252,500SH DFND3002,500
CANON INCCOM1380063095,094164SH DFND400164
CANON INCCOM138006309316,96710,205SH DFND30010,205
CANON INCCOM1380063091,67754SH DFND20054
CANTEL MEDICAL CORPCOM138098108865,55925,669SH SOLE125,66900
CANTEL MEDICAL CORPCOM1380981083,406101SH DFND200101
CANTERBURY PARK HOLDING CORPCOM13811E1012,279203SH DFND300203
CAPELLA EDUCATION COCOM139594105544,7328,626SH SOLE18,62600
CAPITAL BANK FINANCIAL CLCOM139794101401,18215,977SH SOLE115,97700
CAPITAL CITY BANK GROUP INCOM139674105112,6688,484SH SOLE18,48400
CAPITAL ONE FINANCIAL CORPCOM14040H10518,557,674240,509SH SOLE1240,50900
CAPITAL ONE FINL CORPCOM14040H10599,9401,295SH DFND4001,295
CAPITAL ONE FINL CORPCOM14040H105251,8213,264SH DFND3003,264
CAPITAL ONE FINL CORPCOM14040H10544,521577SH DFND200577
CAPITAL PRODUCT PARTNERS L PCOMY110821072,190200SH DFND400200
CAPITAL SENIOR LIVING CORPCOM140475104506,28519,480SH SOLE119,48000
CAPITAL SOUTHWEST CORPCOM140501107317,6889,150SH SOLE19,15000
CAPITAL SOUTHWEST CORPCOM1405011073,472100SH DFND300100
CAPITAL SR LIVING CORPCOM14047510431,1881,200SH DFND4001,200
CAPITALA FINANCE CORPCOM14054R10652,4422,720SH SOLE12,72000
CAPITALSOURCE INCCOM14055X102109,8777,531SH SOLE17,53100
CAPITOL FED FINL INCCOM14057J10110,061801SH DFND300801
CAPITOL FEDERAL FINANCIALCOM14057J1011,271,177101,289SH SOLE1101,28900
CAPSTEAD MORTGAGE CORPCOM14067E506945,17074,658SH SOLE174,65800
CAPSTEAD MTG CORPCOM14067E5068,508672SH DFND400672
CAPSTEAD MTG CORPCOM14067E50664,8855,125SH DFND3005,125
CAPSTONE TURBINE CORPCOM14067D102441,121207,099SH SOLE1207,09900
CARA THERAPEUTICS INCCOM14075510940,9422,200SH DFND4002,200
CARBO CERAMICS INCCOM1407811057,396,95453,605SH SOLE153,60500
CARBO CERAMICS INCCOM14078110517,939130SH DFND400130
CARBO CERAMICS INCCOM1407811059,65970SH DFND30070
CARBONITE INCCOM14133710583,8748,231SH SOLE18,23100
CARDINAL FINANCIAL CORPCOM14149F109422,00023,668SH SOLE123,66800
CARDINAL HEALTH INCCOM14149Y10812,009,968171,620SH SOLE1171,62000
CARDINAL HEALTH INCCOM14149Y10877,1881,103SH DFND4001,103
CARDINAL HEALTH INCCOM14149Y108519,7307,427SH DFND3007,427
CARDINAL HEALTH INCCOM14149Y1082,30933SH DFND20033
CARDIOVASCULAR SYSTEMS INCCOM141619106530,82916,698SH SOLE116,69800
CARDTRONICS INCCOM14161H1081,359,67234,998SH SOLE134,99800
CARDTRONICS INCCOM14161H10880,2252,065SH DFND3002,065
CAREER EDUCATION CORPCOM141665109323,44343,357SH SOLE143,35700
CAREFUSION CORPCOM14170T1015,882,899146,268SH SOLE1146,26800
CAREFUSION CORPCOM14170T1011,36734SH DFND40034
CAREFUSION CORPCOM14170T10125,258628SH DFND300628
CAREFUSION CORPCOM14170T10112,508311SH DFND200311
CARLISLE COS INCCOM14233910010,393,778131,003SH SOLE1131,00300
CARLISLE COS INCCOM1423391004,36455SH DFND40055
CARLISLE COS INCCOM1423391001,11114SH DFND30014
CARMAX INCCOM1431301024,336,62892,663SH SOLE192,66300
CARMAX INCCOM1431301024,49396SH DFND40096
CARMAX INCCOM14313010218,720400SH DFND300400
CARMAX INCCOM14313010228,969619SH DFND200619
CARMIKE CINEMAS INCCOM143436400467,87615,669SH SOLE115,66900
CARMIKE CINEMAS INCCOM14343640056719SH DFND40019
CARNIVAL CORPCOM1436583007,154,253188,966SH SOLE1188,96600
CARNIVAL CORPCOM14365830012,494330SH DFND400330
CARNIVAL CORPCOM14365830013,440355SH DFND300355
CARNIVAL CORPCOM1436583004,695124SH DFND200124
CARNIVAL PLCCOM14365C10315,344400SH DFND300400
CARPENTER TECHNOLOGYCOM1442851037,198,228108,998SH SOLE1108,99800
CARRIAGE SERVICES INCCOM143905107194,84010,682SH SOLE110,68200
CARRIAGE SVCS INCCOM1439051072,006110SH DFND300110
CARRIAGE SVCS INCCOM1439051071,824100SH DFND200100
CARRIZO OIL & GAS INCCOM14457710332,878615SH DFND200615
CARRIZO OIL + GAS INCCOM1445771031,874,73535,068SH SOLE135,06800
CARROLS RESTAURANT GROUP ICOM14574X104115,39416,094SH SOLE116,09400
CARTER INCCOM14622910916,462212SH DFND200212
CARTER S INCCOM1462291098,485,980109,285SH SOLE1109,28500
CASCADE BANCORPCOM14715420723,2574,153SH SOLE14,15300
CASCADE BANCORPCOM1471542074,480800SH DFND200800
CASELLA WASTE SYSTEMS INCCOM147448104134,25526,273SH SOLE126,27300
CASEY S GENERAL STORES INCCOM1475281032,024,59129,954SH SOLE129,95400
CASEYS GEN STORES INCCOM1475281036,759100SH DFND400100
CASEYS GEN STORES INCCOM1475281034,05560SH DFND30060
CASH AMER INTL INCCOM14754D10046,6961,206SH DFND2001,206
CASH AMERICA INTL INCCOM14754D100861,28822,244SH SOLE122,24400
CASS INFORMATION SYSTEMS ICOM14808P109361,1267,004SH SOLE17,00400
CASTLE (A.M.) + COCOM148411101200,25413,632SH SOLE113,63200
CASTLIGHT HEALTH INCCOM14862Q1004,244200SH DFND400200
CATALYST PHARM PARTNERS INCCOM14888U1014,5202,000SH DFND2002,000
CATAMARAN CORPCOM148887102689,39415,402SH SOLE115,40200
CATAMARAN CORPCOM148887102330,1507,376SH DFND4007,376
CATCHMARK TIMBER TR INCCOM14912Y2029,512677SH DFND400677
CATCHMARK TIMBER TR INCCOM14912Y20224,6301,753SH DFND3001,753
CATCHMARK TIMBER TR INCCOM14912Y20250,2573,577SH DFND2003,577
CATERPILLAR INCCOM14912310129,423,656296,102SH SOLE1296,10200
CATERPILLAR INC DELCOM149123101703,6707,081SH DFND4007,081
CATERPILLAR INC DELCOM1491231013,249,61732,702SH DFND30032,702
CATERPILLAR INC DELCOM1491231013,731,68137,553SH DFND20037,553
CATHAY GENERAL BANCORPCOM1491501045,118,432203,193SH SOLE1203,19300
CATO CORP CLASS ACOM149205106580,03521,451SH SOLE121,45100
CAVCO INDS INC DELCOM1495681073,92350SH DFND20050
CAVCO INDUSTRIES INCCOM149568107371,6964,738SH SOLE14,73800
CAVIUM INCCOM14964U1081,526,57134,909SH SOLE134,90900
CBEYOND INCCOM149847105152,79421,075SH SOLE121,07500
CBIZ INCCOM124805102222,30424,269SH SOLE124,26900
CBL + ASSOCIATES PROPERTIECOM12483010090,1355,078SH SOLE15,07800
CBOE HLDGS INCCOM12503M10814,150250SH DFND300250
CBOE HOLDINGS INCCOM12503M1089,970,939176,165SH SOLE1176,16500
CBRE CLARION GLOBAL REAL ESTCOM12504G10067,9278,135SH DFND4008,135
CBRE CLARION GLOBAL REAL ESTCOM12504G100214,21425,654SH DFND30025,654
CBRE CLARION GLOBAL REAL ESTCOM12504G10011,8901,424SH DFND2001,424
CBRE GROUP INCCOM12504L1092,30484SH DFND40084
CBRE GROUP INC ACOM12504L1092,623,98195,661SH SOLE195,66100
CBS CORP CLASS B NON VOTINCOM12485720212,530,259202,755SH SOLE1202,75500
CBS CORP NEWCOM12485720274,1601,200SH DFND4001,200
CBS CORP NEWCOM124857202407,8186,599SH DFND3006,599
CBS CORP NEWCOM12485720253,581867SH DFND200867
CDI CORPCOM125071100189,50811,050SH SOLE111,05000
CDN IMPERIAL BK OF COMMERCECOM13606910128,874335SH DFND400335
CDN IMPERIAL BK OF COMMERCECOM136069101180,9992,100SH DFND3002,100
CDN IMPERIAL BK OF COMMERCECOM1360691015,68966SH DFND20066
CDW CORP/DECOM12514G10822,364815SH SOLE181500
CECO ENVIRONMENTAL CORPCOM125141101198,53311,967SH SOLE111,96700
CEDAR FAIR L PCOM15018510684,2381,654SH DFND4001,654
CEDAR FAIR L PCOM150185106116,5792,289SH DFND3002,289
CEDAR FAIR L PCOM150185106198,6223,900SH DFND2003,900
CEDAR REALTY TRUST INCCOM150602209342,44756,047SH SOLE156,04700
CEDAR REALTY TRUST INCCOM1506022093,055500SH DFND400500
CELADON GROUP INCCOM150838100328,43413,662SH SOLE113,66200
CELANESE CORP DELCOM15087010316,042289SH DFND300289
CELANESE CORP SERIES ACOM150870103143,2162,580SH SOLE12,58000
CELGENE CORPCOM15102010424,341,912174,369SH SOLE1174,36900
CELGENE CORPCOM151020104345,6502,476SH DFND4002,476
CELGENE CORPCOM151020104258,5391,852SH DFND3001,852
CELGENE CORPCOM151020104343,9742,464SH DFND2002,464
CELL THERAPEUTICS INCCOM150934883300,27488,316SH SOLE188,31600
CELL THERAPEUTICS INCCOM1509348831,700500SH DFND200500
CELLCOM ISRAEL LTDCOMM2196U10916,8531,223SH DFND3001,223
CELLDEX THERAPEUTICS INCCOM15117B1031,071,26160,626SH SOLE160,62600
CELLDEX THERAPEUTICS INC NEWCOM15117B1035,813329SH DFND400329
CELLDEX THERAPEUTICS INC NEWCOM15117B1034,418250SH DFND300250
CELLDEX THERAPEUTICS INC NEWCOM15117B1031,908108SH DFND200108
CELLULAR DYNAMICS INTERNATCOM15117V10939,0422,615SH SOLE12,61500
CEMEX SAB DE CVCOM15129088932,8382,600SH DFND4002,600
CEMEX SAB DE CVCOM15129088933,9622,689SH DFND3002,689
CEMEX SAB DE CVCOM1512908897,325580SH DFND200580
CEMPRA INCCOM15130J109155,15113,433SH SOLE113,43300
CENOVUS ENERGY INCCOM15135U1093,707128SH DFND400128
CENOVUS ENERGY INCCOM15135U10943415SH DFND30015
CENOVUS ENERGY INCCOM15135U10911,923412SH DFND200412
CENTENE CORPCOM15135B1012,666,10542,829SH SOLE142,82900
CENTENE CORP DELCOM15135B1011,49424SH DFND40024
CENTENE CORP DELCOM15135B1014,17167SH DFND30067
CENTENE CORP DELCOM15135B1012,17935SH DFND20035
CENTER BANCORP INCCOM151408101152,1718,009SH SOLE18,00900
CENTERPOINT ENERGY INCCOM15189T1075,391,323227,578SH SOLE1227,57800
CENTERPOINT ENERGY INCCOM15189T10776,4003,225SH DFND3003,225
CENTERPOINT ENERGY INCCOM15189T1074,691198SH DFND200198
CENTERSTATE BANKS INCCOM15201P109223,46720,464SH SOLE120,46400
CENTRAIS ELETRICAS BRASILEIRCOM15234Q10840987SH DFND20087
CENTRAL EUR RUSS & TURK FD ICOM15343610099838SH DFND20038
CENTRAL EUROPEAN MEDIA ENTCOMG20045202153,06552,901SH SOLE152,90100
CENTRAL FD CDA LTDCOM15350110139,6012,878SH DFND4002,878
CENTRAL FD CDA LTDCOM153501101124,5319,050SH DFND3009,050
CENTRAL FD CDA LTDCOM153501101100,9167,334SH DFND2007,334
CENTRAL GARDEN & PET COCOM1535271066,911850SH DFND200850
CENTRAL GARDEN AND PET COCOM153527205270,47932,706SH SOLE132,70600
CENTRAL GOLDTRUSTCOM1535461066,334140SH DFND400140
CENTRAL GOLDTRUSTCOM15354610610,858240SH DFND300240
CENTRAL PACIFIC FINANCIALCOM154760409299,80814,842SH SOLE114,84200
CENTRAL SECS CORPCOM1551231021,02946SH DFND30046
CENTURY ALUM COCOM15643110823,1181,750SH DFND3001,750
CENTURY ALUMINUM COMPANYCOM156431108530,59340,166SH SOLE140,16600
CENTURY BANCORP INC CL ACOM15643210678,8282,311SH SOLE12,31100
CENTURYLINK INCCOM15670010612,301,765374,597SH SOLE1374,59700
CENTURYLINK INCCOM156700106389,67311,866SH DFND40011,866
CENTURYLINK INCCOM156700106594,51518,103SH DFND30018,103
CENTURYLINK INCCOM156700106526,58116,035SH DFND20016,035
CENVEO INCCOM15670S105111,37636,637SH SOLE136,63700
CEPHEIDCOM15670R1073,14661SH DFND40061
CEPHEID INCCOM15670R1072,353,64745,631SH SOLE145,63100
CERNER CORPCOM1567821047,284,994129,511SH SOLE1129,51100
CERNER CORPCOM1567821041,392,75024,760SH DFND40024,760
CERNER CORPCOM156782104561,4889,982SH DFND3009,982
CERNER CORPCOM156782104531,7319,453SH DFND2009,453
CERUS CORPCOM157085101227,54447,405SH SOLE147,40500
CERUS CORPCOM1570851014,8001,000SH DFND3001,000
CERUS CORPCOM15708510115,8403,300SH DFND2003,300
CEVA INCCOM157210105303,33117,274SH SOLE117,27400
CEVA INCCOM1572101053,512200SH DFND400200
CF INDS HLDGS INCCOM12526910028,410109SH DFND300109
CF INDS HLDGS INCCOM12526910018,50571SH DFND20071
CF INDUSTRIES HOLDINGS INCCOM1252691005,327,48220,440SH SOLE120,44000
CGGCOM12531Q1051,600100SH DFND200100
CHAMBERS STR PPTYSCOM15784210547,3586,095SH DFND4006,095
CHAMBERS STR PPTYSCOM157842105284,16436,572SH DFND30036,572
CHAMBERS STR PPTYSCOM157842105835,322107,506SH DFND200107,506
CHAMBERS STREET PROPERTIESCOM1578421051,249,517160,813SH SOLE1160,81300
CHANNELADVISOR CORPCOM159179100163,4144,330SH SOLE14,33000
CHANNELADVISOR CORPCOM15917910011,322300SH DFND300300
CHARLES & COLVARD LTDCOM159765106114,97240,200SH DFND30040,200
CHARLES RIV LABS INTL INCCOM1598641072,41440SH DFND40040
CHARLES RIVER LABORATORIESCOM1598641075,894,85697,694SH SOLE197,69400
CHART INDS INCCOM16115Q30827,808350SH DFND400350
CHART INDS INCCOM16115Q3087,30992SH DFND30092
CHART INDS INCCNV16115QAC46,7095PRN DFND2005
CHART INDS INCCOM16115Q3089,852124SH DFND200124
CHART INDUSTRIES INCCOM16115Q3081,640,00320,616SH SOLE120,61600
CHARTER COMMUNICATION ACOM16117M305897,2667,283SH SOLE17,28300
CHARTER FINANCIAL CORPCOM16122W108167,23115,470SH SOLE115,47000
CHASE CORPCOM16150R104138,1014,380SH SOLE14,38000
CHATHAM LODGING TRUSTCOM16208T102361,53417,880SH SOLE117,88000
CHECK POINT SOFTWARE TECHCOMM22465104761,17611,255SH SOLE111,25500
CHECK POINT SOFTWARE TECH LTCOMM2246510411,768174SH DFND400174
CHECK POINT SOFTWARE TECH LTCOMM224651044,66669SH DFND20069
CHECKPOINT SYS INCCOM1628251031,490111SH DFND200111
CHECKPOINT SYSTEMS INCCOM162825103430,55432,083SH SOLE132,08300
CHEESECAKE FACTORY INC/THECOM1630721016,286,827131,993SH SOLE1131,99300
CHEFS WAREHOUSE INC/THECOM163086101240,49311,238SH SOLE111,23800
CHEGG INCCOM16309210971,40010,200SH SOLE110,20000
CHELSEA THERAPEUTICS INTERCOM163428105294,40453,334SH SOLE153,33400
CHELSEA THERAPEUTICS INTL LTCOM16342810582,80015,000SH DFND40015,000
CHEMED CORPCOM16359R1031,232,88913,783SH SOLE113,78300
CHEMED CORP NEWCOM16359R1038,945100SH DFND300100
CHEMED CORP NEWCOM16359R1032,86232SH DFND20032
CHEMICAL FINANCIAL CORPCOM163731102650,68720,052SH SOLE120,05200
CHEMICAL FINL CORPCOM1637311029,735300SH DFND300300
CHEMICAL FINL CORPCOM16373110224,338750SH DFND200750
CHEMOCENTRYX INCCOM16383L106110,82716,716SH SOLE116,71600
CHEMTURA CORPCOM1638932091,690,56166,847SH SOLE166,84700
CHEMTURA CORPCOM1638932092,706107SH DFND400107
CHEMUNG FINANCIAL CORPCOM16402410166,4442,450SH SOLE12,45000
CHENIERE ENERGY INCCOM16411R208215,8103,899SH SOLE13,89900
CHENIERE ENERGY INCCOM16411R208116,1802,099SH DFND4002,099
CHENIERE ENERGY INCCOM16411R208327,0085,908SH DFND3005,908
CHENIERE ENERGY INCCOM16411R208109,1501,972SH DFND2001,972
CHENIERE ENERGY PARTNERS LPCOM16411Q101183,0906,103SH DFND4006,103
CHENIERE ENERGY PARTNERS LPCOM16411Q10177,1072,570SH DFND3002,570
CHENIERE ENERGY PARTNERS LPCOM16411Q1016,000200SH DFND200200
CHESAPEAKE ENERGY CORPCOM1651671075,365,622209,431SH SOLE1209,43100
CHESAPEAKE ENERGY CORPCOM16516710766,6122,600SH DFND4002,600
CHESAPEAKE ENERGY CORPCOM165167107408,02815,926SH DFND30015,926
CHESAPEAKE ENERGY CORPCOM165167107690,56526,954SH DFND20026,954
CHESAPEAKE GRANITE WASH TRCOM16518510961,6305,892SH DFND4005,892
CHESAPEAKE GRANITE WASH TRCOM1651851091,224117SH DFND300117
CHESAPEAKE GRANITE WASH TRCOM16518510979,1517,567SH DFND2007,567
CHESAPEAKE LODGING TRUSTCOM165240102849,78533,027SH SOLE133,02700
CHESAPEAKE UTILITIES CORPCOM165303108412,9406,538SH SOLE16,53800
CHESAPEAKE UTILS CORPCOM16530310873,8341,169SH DFND3001,169
CHESAPEAKE UTILS CORPCOM16530310828,422450SH DFND200450
CHEVRON CORPCOM166764100351,374,1752,954,959SH SOLE12,954,95900
CHEVRON CORP NEWCOM1667641003,231,51827,176SH DFND40027,176
CHEVRON CORP NEWCOM1667641006,813,76257,302SH DFND30057,302
CHEVRON CORP NEWCOM1667641004,712,99639,635SH DFND20039,635
CHICAGO BRIDGE & IRON CO N VCOM16725010965,798755SH DFND400755
CHICAGO BRIDGE & IRON CO N VCOM167250109483,8575,552SH DFND3005,552
CHICAGO BRIDGE & IRON CO N VCOM16725010949,850572SH DFND200572
CHICAGO BRIDGE + IRON CO NCOM167250109141,6191,625SH SOLE11,62500
CHICO S FAS INCCOM1686151025,189,216323,719SH SOLE1323,71900
CHICOS FAS INCCOM1686151021,41488SH DFND40088
CHICOS FAS INCCOM16861510254,2293,383SH DFND3003,383
CHILDREN S PLACECOM168905107894,78717,964SH SOLE117,96400
CHILDRENS PL RETAIL STORES ICOM1689051071,49430SH DFND40030
CHIMERA INVESTMENT CORPCOM16934Q1092,731,078892,509SH SOLE1892,50900
CHIMERA INVT CORPCOM16934Q1099,2933,037SH DFND4003,037
CHIMERA INVT CORPCOM16934Q109106,76734,891SH DFND30034,891
CHIMERA INVT CORPCOM16934Q10911,8123,860SH DFND2003,860
CHIMERIX INCCOM16934W106131,8325,772SH SOLE15,77200
CHIMERIX INCCOM16934W1067,994350SH DFND300350
CHINA DIGITAL TV HLDG CO LTDCOM16938G107303100SH DFND400100
CHINA DIGITAL TV HLDG CO LTDCOM16938G1071,515500SH DFND300500
CHINA DISTANCE ED HLDGS LTDCOM16944W10433,3561,850SH DFND4001,850
CHINA FIN ONLINE CO LTDCOM16937910419,6514,300SH DFND4004,300
CHINA LIFE INS CO LTDCOM16939P1062125SH DFND4005
CHINA MOBILE GAMES & ENTMT GCOM16952T1007,732350SH DFND400350
CHINA MOBILE LIMITEDCOM16941M10932,323709SH DFND400709
CHINA MOBILE LIMITEDCOM16941M10943,311950SH DFND300950
CHINA MOBILE LIMITEDCOM16941M109166,4043,650SH DFND2003,650
CHINA PETE & CHEM CORPCOM16941R1084,29648SH DFND20048
CHINA PRECISION STEEL INCCOM16941J20510341SH DFND30041
CHINA SOUTHN AIRLS LTDCOM1694091092,854174SH DFND200174
CHINA SUNERGY CO LTDCOM16942X30218,5334,300SH DFND4004,300
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,290250SH DFND300250
CHINA UNICOM (HONG KONG) LTDCOM16945R10426,5042,014SH DFND2002,014
CHINACACHE INTL HLDG LTDCOM16950M10710,270500SH DFND400500
CHINDEX INTERNATIONAL INCCOM169467107163,1728,552SH SOLE18,55200
CHIPOTLE MEXICAN GRILL INCCOM1696561056,715,48711,822SH SOLE111,82200
CHIPOTLE MEXICAN GRILL INCCOM16965610525,56245SH DFND40045
CHIPOTLE MEXICAN GRILL INCCOM169656105877,6371,545SH DFND3001,545
CHIPOTLE MEXICAN GRILL INCCOM169656105110,770195SH DFND200195
CHIQUITA BRANDS INTLCOM170032809393,34531,594SH SOLE131,59400
CHIQUITA BRANDS INTL INCCOM1700328091,905153SH DFND300153
CHOICE HOTELS INTL INCCOM16990510647,3801,030SH SOLE11,03000
CHOICE HOTELS INTL INCCOM1699051063227SH DFND3007
CHRISTOPHER + BANKS CORPCOM171046105187,57228,377SH SOLE128,37700
CHUBB CORPCOM1712321017,360,37482,423SH SOLE182,42300
CHUBB CORPCOM1712321018,48495SH DFND40095
CHUBB CORPCOM171232101333,3053,732SH DFND3003,732
CHUBB CORPCOM171232101111,5361,249SH DFND2001,249
CHUNGHWA TELECOM CO LTDCOM17133Q50213,376436SH DFND400436
CHURCH & DWIGHT INCCOM17134010210,361150SH DFND400150
CHURCH & DWIGHT INCCOM171340102153,6592,225SH DFND3002,225
CHURCH & DWIGHT INCCOM1713401029,532138SH DFND200138
CHURCH + DWIGHT CO INCCOM17134010219,301,681279,451SH SOLE1279,45100
CHURCHILL DOWNS INCCOM171484108853,5649,349SH SOLE19,34900
CHUY S HOLDINGS INCCOM171604101476,05011,035SH SOLE111,03500
CHUYS HLDGS INCCOM1716041017,334170SH DFND200170
CHYRONHEGO CORPCOM17160710418868SH DFND20068
CIBER INCCOM17163B102263,88657,617SH SOLE157,61700
CIENA CORPCOM1717793096,395,921281,263SH SOLE1281,26300
CIENA CORPCOM1717793094,548200SH DFND300200
CIENA CORPCOM17177930930,7221,351SH DFND2001,351
CIFC CORPCOM12547R10537,8754,653SH SOLE14,65300
CIGNA CORPCOM1255091099,824,376117,334SH SOLE1117,33400
CIGNA CORPORATIONCOM125509109841SH DFND4001
CIGNA CORPORATIONCOM1255091093354SH DFND3004
CIGNA CORPORATIONCOM12550910917,332207SH DFND200207
CIMAREX ENERGY COCOM17179810121,337,604179,142SH SOLE1179,14200
CIMAREX ENERGY COCOM17179810123,822200SH DFND200200
CIMATRON LTDCOMM237981071,805250SH DFND400250
CIMATRON LTDCOMM2379810734,1874,735SH DFND3004,735
CIMATRON LTDCOMM23798107609,54984,425SH DFND20084,425
CINCINNATI BELL INCCOM171871106562,198162,485SH SOLE1162,48500
CINCINNATI BELL INC NEWCOM17187140333,990750SH DFND300750
CINCINNATI BELL INC NEWCOM1718714032,26650SH DFND20050
CINCINNATI FINANCIAL CORPCOM1720621013,469,94571,310SH SOLE171,31000
CINCINNATI FINL CORPCOM172062101274,0535,632SH DFND4005,632
CINCINNATI FINL CORPCOM17206210118,637383SH DFND300383
CINCINNATI FINL CORPCOM172062101350,2587,198SH DFND2007,198
CINEMARK HOLDINGS INCCOM17243V1026,141,301211,696SH SOLE1211,69600
CINEMARK HOLDINGS INCCOM17243V10213,055450SH DFND400450
CINEMARK HOLDINGS INCCOM17243V102111,0213,827SH DFND2003,827
CINTAS CORPCOM1729081052,133,44235,790SH SOLE135,79000
CINTAS CORPCOM17290810535,018587SH DFND400587
CINTAS CORPCOM1729081051,13319SH DFND30019
CINTAS CORPCOM17290810529,805500SH DFND200500
CIRCOR INTERNATIONAL INCCOM17273K1091,006,16113,721SH SOLE113,72100
CIRRUS LOGIC INCCOM172755100981,45949,394SH SOLE149,39400
CIRRUS LOGIC INCCOM17275510012,717640SH DFND300640
CIRRUS LOGIC INCCOM17275510062,2923,135SH DFND2003,135
CISCO SYS INCCOM17275R102976,73243,575SH DFND40043,575
CISCO SYS INCCOM17275R1021,893,31684,466SH DFND30084,466
CISCO SYS INCCOM17275R102760,16733,913SH DFND20033,913
CISCO SYSTEMS INCCOM17275R102314,279,45414,024,072SH SOLE114,024,07200
CIT GROUP INCCOM125581801378,9747,731SH SOLE17,73100
CIT GROUP INCCOM1255818015,882120SH DFND400120
CIT GROUP INCCOM12558180159,3441,211SH DFND3001,211
CIT GROUP INCCOM12558180193119SH DFND20019
CITI TRENDS INCCOM17306X102171,19210,509SH SOLE110,50900
CITIGROUP INCCOM17296742456,755,5271,192,343SH SOLE11,192,34300
CITIGROUP INCCOM172967424390,3688,201SH DFND4008,201
CITIGROUP INCCOM172967424705,91414,830SH DFND30014,830
CITIGROUP INCCOM1729679047566SHCallDFND3006
CITIGROUP INCCOM172967424361,1737,588SH DFND2007,588
CITIZENS + NORTHERN CORPCOM172922106165,2888,386SH SOLE18,38600
CITIZENS INCCOM174740100218,57429,537SH SOLE129,53700
CITRIX SYS INCCOM1773761007,065123SH DFND400123
CITRIX SYS INCCOM1773761001,83832SH DFND20032
CITRIX SYSTEMS INCCOM1773761004,513,13778,585SH SOLE178,58500
CITY HLDG COCOM17783510512,516279SH DFND300279
CITY HOLDING COCOM177835105548,86212,235SH SOLE112,23500
CITY NATIONAL CORPCOM1785661057,708,49997,923SH SOLE197,92300
CLARCOR INCCOM1798951077,779,470135,649SH SOLE1135,64900
CLARCOR INCCOM17989510797517SH DFND30017
CLAYMORE EXCHANGE TRD FD TRCOM18383M6052,747,09260,562SH DFND40060,562
CLAYMORE EXCHANGE TRD FD TRCOM18383Q5075,804200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383Q739566,81612,821SH DFND40012,821
CLAYMORE EXCHANGE TRD FD TRCOM18383M100516,84015,942SH DFND40015,942
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85343,2481,700SH DFND4001,700
CLAYMORE EXCHANGE TRD FD TRCOM18383M506352,97014,046SH DFND40014,046
CLAYMORE EXCHANGE TRD FD TRCOM18383M720435,5519,397SH DFND4009,397
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8797,593300SH DFND400300
CLAYMORE EXCHANGE TRD FD TRCOM18383M10029,864921SH DFND300921
CLAYMORE EXCHANGE TRD FD TRCOM18383Q1354,900140SH DFND300140
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8389,792600SH DFND300600
CLAYMORE EXCHANGE TRD FD TRCOM18383M506113,7134,525SH DFND3004,525
CLAYMORE EXCHANGE TRD FD TRCOM18383M6058,417,002185,560SH DFND300185,560
CLAYMORE EXCHANGE TRD FD TRCOM18383Q796102,1474,676SH DFND3004,676
CLAYMORE EXCHANGE TRD FD TRCOM18383Q507116,0804,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73946,8381,059SH DFND3001,059
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85315,989629SH DFND300629
CLAYMORE EXCHANGE TRD FD TRCOM18383M4233,135116SH DFND300116
CLAYMORE EXCHANGE TRD FD TRCOM18383M654449,5268,944SH DFND3008,944
CLAYMORE EXCHANGE TRD FD TRCOM18383Q804213,68411,300SH DFND30011,300
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87925,3101,000SH DFND3001,000
CLAYMORE EXCHANGE TRD FD TRCOM18383M431155,7515,865SH DFND3005,865
CLAYMORE EXCHANGE TRD FD TRCOM18383M571385,14618,193SH DFND20018,193
CLAYMORE EXCHANGE TRD FD TRCOM18383M860451,39033,711SH DFND20033,711
CLAYMORE EXCHANGE TRD FD TRCOM18383M555458,18220,482SH DFND20020,482
CLAYMORE EXCHANGE TRD FD TRCOM18383M563654,16129,884SH DFND20029,884
CLAYMORE EXCHANGE TRD FD TRCOM18383M65422,667451SH DFND200451
CLAYMORE EXCHANGE TRD FD TRCOM18383M431616,02023,197SH DFND20023,197
CLAYMORE EXCHANGE TRD FD TRCOM18383M548424,06118,591SH DFND20018,591
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6061,525100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M209150,8923,168SH DFND2003,168
CLAYMORE EXCHANGE TRD FD TRCOM18383Q1359,835281SH DFND200281
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73973,7861,669SH DFND2001,669
CLAYMORE EXCHANGE TRD FD TRCOM18383M61312,169354SH DFND200354
CLAYMORE EXCHANGE TRD FD TRCOM18383M30870,4422,490SH DFND2002,490
CLAYMORE EXCHANGE TRD FD TRCOM18383M605409,0119,017SH DFND2009,017
CLAYMORE EXCHANGE TRD FD TRCOM18383M50616,812669SH DFND200669
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50712,769440SH DFND200440
CLAYTON WILLIAMS ENERGY INCOM969490101452,4924,004SH SOLE14,00400
CLEAN ENERGY FUELS CORPCOM184499101414,07446,317SH SOLE146,31700
CLEAN ENERGY FUELS CORPCOM18449910110,7281,200SH DFND4001,200
CLEAN ENERGY FUELS CORPCOM18449910153,1935,950SH DFND3005,950
CLEAN ENERGY FUELS CORPCOM18449910152,7645,902SH DFND2005,902
CLEAN HARBORS INCCOM1844961076,171,272112,635SH SOLE1112,63500
CLEAN HARBORS INCCOM1844961072,63048SH DFND40048
CLEAN HARBORS INCCOM18449610763,7761,164SH DFND3001,164
CLEAR CHANNEL OUTDOOR CL ACOM18451C1096,231684SH SOLE168400
CLEARBRIDGE AMERN ENERG MLPCOM18469110312,555775SH DFND400775
CLEARBRIDGE AMERN ENERG MLPCOM18469110349,7663,072SH DFND3003,072
CLEARBRIDGE ENERGY MLP FD INCOM18469210149,3011,851SH DFND3001,851
CLEARSIGN COMBUSTION CORPCOM1850641023,273300SH DFND300300
CLEARWATER PAPER CORPCOM18538R1031,029,98116,435SH SOLE116,43500
CLECO CORP NEWCOM12561W10543,499860SH DFND400860
CLECO CORP NEWCOM12561W1057,840155SH DFND300155
CLECO CORP NEWCOM12561W105260,6055,152SH DFND2005,152
CLECO CORPORATIONCOM12561W1058,259,714163,300SH SOLE1163,30000
CLEVELAND BIOLABS INCCOM185860103341500SH DFND400500
CLIFFS NAT RES INCCOM18683K10148,0812,350SH DFND4002,350
CLIFFS NAT RES INCCOM18683K101294,50914,394SH DFND30014,394
CLIFFS NAT RES INCCOM18683K10156,6172,767SH DFND2002,767
CLIFFS NATURAL RESOURCES ICOM18683K1011,270,23962,084SH SOLE162,08400
CLIFTON SAVINGS BANCORP INCOM18712Q10368,4455,840SH SOLE15,84000
CLOROX CO DELCOM189054109172,5851,961SH DFND4001,961
CLOROX CO DELCOM189054109654,1367,433SH DFND3007,433
CLOROX CO DELCOM189054109309,7943,520SH DFND2003,520
CLOROX COMPANYCOM189054109267,707,3223,041,783SH SOLE13,041,78300
CLOUD PEAK ENERGY INCCOM18911Q1021,004,48847,516SH SOLE147,51600
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10345,5403,000SH DFND4003,000
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10310,398685SH DFND200685
CLOUGH GLOBAL EQUITY FDCOM18914C100223,59014,500SH DFND40014,500
CLOUGH GLOBAL EQUITY FDCOM18914C1003,161205SH DFND200205
CLOUGH GLOBAL OPPORTUNITIESCOM18914E106182,26514,300SH DFND40014,300
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10628,2452,216SH DFND2002,216
CLOVIS ONCOLOGY INCCOM189464100844,88612,197SH SOLE112,19700
CLUBCORP HOLDINGS INCCOM18948M108266,03614,076SH SOLE114,07600
CME GROUP INCCOM12572Q10514,270,682192,821SH SOLE1192,82100
CME GROUP INCCOM12572Q1056,91893SH DFND40093
CME GROUP INCCOM12572Q10524,501331SH DFND300331
CME GROUP INCCOM12572Q1058,512115SH DFND200115
CMS ENERGY CORPCOM1258961003,861,886131,895SH SOLE1131,89500
CMS ENERGY CORPCOM12589610028,771983SH DFND400983
CMS ENERGY CORPCOM12589610014,640500SH DFND300500
CMS ENERGY CORPCOM125896100163,9395,599SH DFND2005,599
CNA FINANCIAL CORPCOM12611710043,3181,014SH SOLE11,01400
CNB FINANCIAL CORP/PACOM126128107172,9469,782SH SOLE19,78200
CNH INDL N VCOMN2094410913,2021,148SH DFND3001,148
CNO FINANCIAL GROUP INCCOM12621E1032,734,367151,070SH SOLE1151,07000
CNO FINL GROUP INCCOM12621E1033,620200SH DFND300200
CNOOC LTDCOM12613210926,719176SH DFND400176
CNOOC LTDCOM12613210945,543300SH DFND300300
CNOOC LTDCOM1261321091,82212SH DFND20012
COACH INCCOM189754104255,434,2555,143,662SH SOLE15,143,66200
COACH INCCOM189754104295,1295,943SH DFND4005,943
COACH INCCOM189754104378,1187,614SH DFND3007,614
COACH INCCOM18975410472,8021,466SH DFND2001,466
COBALT INTERNATIONAL ENERGCOM19075F10690,8314,958SH SOLE14,95800
COBALT INTL ENERGY INCCOM19075F10645825SH DFND40025
COBALT INTL ENERGY INCCOM19075F10621,9841,200SH DFND3001,200
COBIZ FINANCIAL INCCOM190897108277,67824,104SH SOLE124,10400
COCA COLA BOTTLING CO CONSCOM191098102269,0473,166SH SOLE13,16600
COCA COLA COCOM1912161003,201,34882,808SH DFND40082,808
COCA COLA COCOM1912161004,707,451121,765SH DFND300121,765
COCA COLA COCOM1912161001,462,50837,830SH DFND20037,830
COCA COLA CO/THECOM19121610054,884,2881,419,666SH SOLE11,419,66600
COCA COLA ENTERPRISESCOM19122T1096,138,115128,520SH SOLE1128,52000
COCA COLA ENTERPRISES INC NECOM19122T1091,178,09624,667SH DFND40024,667
COCA COLA ENTERPRISES INC NECOM19122T1097,116149SH DFND300149
COCA COLA ENTERPRISES INC NECOM19122T10923,880500SH DFND200500
COEUR MINING INCCOM192108504641,03869,003SH SOLE169,00300
COEUR MNG INCCOM19210850422,7882,453SH DFND3002,453
COEUR MNG INCCOM1921081163222SH DFND20022
COEUR MNG INCCOM1921085044,394473SH DFND200473
COGENT COMMUNICATIONS GROUCOM19239V3021,140,54932,101SH SOLE132,10100
COGNEX CORPCOM1924221032,283,24867,432SH SOLE167,43200
COGNIZANT TECH SOLUTIONS ACOM19244610213,283,607262,470SH SOLE1262,47000
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102234,8854,642SH DFND4004,642
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102744,02214,704SH DFND30014,704
COGNIZANT TECHNOLOGY SOLUTIOCOM19244610256,4701,116SH DFND2001,116
COHEN & STEERS CLOSED END OPCOM19248P10659,1104,600SH DFND4004,600
COHEN & STEERS CLOSED END OPCOM19248P10612,8501,000SH DFND3001,000
COHEN & STEERS DIV MJRS FDINCOM19248G106308,80020,000SH DFND40020,000
COHEN & STEERS DIV MJRS FDINCOM19248G1065,991388SH DFND300388
COHEN & STEERS GLOBAL INC BLCOM19248M10337,9843,200SH DFND4003,200
COHEN & STEERS INFRASTRUCTURCOM19248A109448,90220,331SH DFND40020,331
COHEN & STEERS INFRASTRUCTURCOM19248A109151,0056,839SH DFND3006,839
COHEN & STEERS INFRASTRUCTURCOM19248A10930,9781,403SH DFND2001,403
COHEN & STEERS MLP INC & ENRCOM19249B10694,8705,300SH DFND3005,300
COHEN & STEERS QUALITY RLTYCOM19247L106347,52933,004SH DFND40033,004
COHEN & STEERS QUALITY RLTYCOM19247L106164,28915,602SH DFND30015,602
COHEN & STEERS QUALITY RLTYCOM19247L1064,739450SH DFND200450
COHEN & STEERS REIT & PFD INCOM19247X10012,053709SH DFND400709
COHEN & STEERS REIT & PFD INCOM19247X10019,2101,130SH DFND3001,130
COHEN & STEERS REIT & PFD INCOM19247X1003,400200SH DFND200200
COHEN & STEERS SLT PFD INCMCOM19248Y10712,460500SH DFND300500
COHEN & STEERS TOTAL RETURNCOM19247R1031,245,50397,229SH DFND40097,229
COHEN + STEERS INCCOM19247A100509,92112,796SH SOLE112,79600
COHERENT INCCOM1924791031,245,63619,061SH SOLE119,06100
COHERENT INCCOM1924791032,61440SH DFND20040
COHU INCCOM192576106205,81119,163SH SOLE119,16300
COLDWATER CREEK INCCOM19306820203SH DFND4003
COLDWATER CREEK INCCOM19306820224150SH DFND300150
COLDWATER CREEK INCCOM19306820240250SH DFND200250
COLFAX CORPCOM194014106119,9771,682SH SOLE11,68200
COLFAX CORPCOM194014106100,4331,408SH DFND3001,408
COLGATE PALMOLIVE COCOM19416210324,393,520376,037SH SOLE1376,03700
COLGATE PALMOLIVE COCOM194162103444,3856,850SH DFND4006,850
COLGATE PALMOLIVE COCOM1941621031,084,46616,718SH DFND30016,718
COLGATE PALMOLIVE COCOM194162103812,33512,523SH DFND20012,523
COLLECTORS UNIVERSE INCCOM19421R2009,222490SH DFND300490
COLLECTORS UNIVERSE INCCOM19421R2003,764200SH DFND200200
COLONY FINANCIAL INCCOM19624R1061,141,70752,014SH SOLE152,01400
COLUMBIA BANKING SYSTEM INCOM1972361021,137,37839,880SH SOLE139,88000
COLUMBIA ETF TRCOM19761R40610,515242SH DFND300242
COLUMBIA PPTY TR INCCOM1982872031,409,96951,742SH DFND40051,742
COLUMBIA PPTY TR INCCOM1982872032,164,03279,414SH DFND30079,414
COLUMBIA PPTY TR INCCOM198287203381,55514,002SH DFND20014,002
COLUMBIA SPORTSWEAR COCOM198516106726,0808,785SH SOLE18,78500
COLUMBUS MCKINNON CORP N YCOM19933310513,395500SH DFND300500
COLUMBUS MCKINNON CORP/NYCOM199333105355,39613,266SH SOLE113,26600
COMBIMATRIX CORPORATIONCOM20009T121728400SH DFND200400
COMCAST CORP CLASS ACOM20030N10156,455,5231,128,659SH SOLE11,128,65900
COMCAST CORP NEWCOM20030N20010,047206SH DFND400206
COMCAST CORP NEWCOM20030N101247,8224,952SH DFND4004,952
COMCAST CORP NEWCOM20030N20039,175803SH DFND300803
COMCAST CORP NEWCOM20030N101546,31310,918SH DFND30010,918
COMCAST CORP NEWCOM20030N20023,068473SH DFND200473
COMCAST CORP NEWCOM20030N101287,9755,755SH DFND2005,755
COMERICA INCCOM2003401073,414,70865,921SH SOLE165,92100
COMFORT SYSTEMS USA INCCOM199908104443,45429,098SH SOLE129,09800
COMMERCE BANCSHARES INCCOM2005251037,794,893167,921SH SOLE1167,92100
COMMERCE BANCSHARES INCCOM20052510340,246867SH DFND400867
COMMERCE BANCSHARES INCCOM2005251031,06823SH DFND30023
COMMERCE BANCSHARES INCCOM2005251036,638143SH DFND200143
COMMERCIAL METALS COCOM2017231035,975,898316,520SH SOLE1316,52000
COMMERCIAL VEH GROUP INCCOM202608105912100SH DFND300100
COMMERCIAL VEHICLE GROUP ICOM202608105148,62916,297SH SOLE116,29700
COMMONWEALTH REITCOM203233101119,5344,545SH SOLE14,54500
COMMONWEALTH REITCOM20323340894,1633,750SH DFND4003,750
COMMONWEALTH REITCOM2032336067,545300SH DFND400300
COMMONWEALTH REITCOM2032331013,130119SH DFND300119
COMMONWEALTH REITCOM20323340812,555500SH DFND300500
COMMONWEALTH REITCOM20323310171,7202,727SH DFND2002,727
COMMSCOPE HLDG CO INCCOM20337X1099,872400SH DFND300400
COMMSCOPE HOLDING CO INCCOM20337X10926,3831,069SH SOLE11,06900
COMMUNICATIONS SYS INCCOM2039001053,012234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM2036071061,221,20931,297SH SOLE131,29700
COMMUNITY BK SYS INCCOM203607106917,81223,522SH DFND30023,522
COMMUNITY HEALTH SYS INC NEWCOM2036681161412,331SH DFND2002,331
COMMUNITY HEALTH SYS INC NEWCOM2036681086,306161SH DFND200161
COMMUNITY HEALTH SYSTEMS ICOM2036681089,120,382232,841SH SOLE1232,84100
COMMUNITY TRUST BANCORP INCOM204149108395,3469,531SH SOLE19,53100
COMMUNITYONE BANCORPCOM20416Q10880,2577,153SH SOLE17,15300
COMMVAULT SYSTEMS INCCOM2041661027,912,144121,819SH SOLE1121,81900
COMMVAULT SYSTEMS INCCOM2041661022,01331SH DFND40031
COMPANHIA DE SANEAMENTO BASICOM20441A1029,2601,000SH DFND4001,000
COMPANHIA ENERGETICA DE MINACOM20440960130,9814,556SH DFND4004,556
COMPANHIA ENERGETICA DE MINACOM2044096014,100603SH DFND300603
COMPANHIA ENERGETICA DE MINACOM2044096018,9831,321SH DFND2001,321
COMPANHIA PARANAENSE ENERG CCOM20441B4072,622200SH DFND200200
COMPANHIA SIDERURGICA NACIONCOM20440W10516,5683,800SH DFND4003,800
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10453,1942,813SH DFND4002,813
COMPASS DIVERSIFIED HOLDINGSCOM20451Q104466,89324,690SH DFND30024,690
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10439,4462,086SH DFND2002,086
COMPASS MINERALS INTERNATICOM20451N1015,629,18468,216SH SOLE168,21600
COMPASS MINERALS INTL INCCOM20451N1017,58792SH DFND40092
COMPRESSCO PARTNERS L PCOM20467A10120,160800SH DFND300800
COMPRESSCO PARTNERS L PCOM20467A1011,26050SH DFND20050
COMPUGEN LTDCOMM2572210510,5101,000SH DFND3001,000
COMPUGEN LTDCOMM2572210538,8873,700SH DFND2003,700
COMPUTER PROGRAMS & SYS INCCOM2053061037,235112SH DFND300112
COMPUTER PROGRAMS + SYSTEMCOM205306103555,1728,594SH SOLE18,59400
COMPUTER SCIENCES CORPCOM2053631043,937,97364,748SH SOLE164,74800
COMPUTER SCIENCES CORPCOM20536310430,410500SH DFND300500
COMPUTER SCIENCES CORPCOM20536310455,954920SH DFND200920
COMPUTER TASK GROUP INCCOM205477102178,83710,526SH SOLE110,52600
COMPUTER TASK GROUP INCCOM20547710216,9901,000SH DFND4001,000
COMPUTER TASK GROUP INCCOM2054771022,294135SH DFND200135
COMPUWARE CORPCOM2056381094,715,361449,082SH SOLE1449,08200
COMPUWARE CORPCOM20563810931530SH DFND30030
COMPX INTERNATIONAL INCCOM20563P1018,041786SH SOLE178600
COMSCORE INCCOM20564W105902,44627,522SH SOLE127,52200
COMSTOCK RES INCCOM2057682032,285100SH DFND300100
COMSTOCK RESOURCES INCCOM205768203853,08237,334SH SOLE137,33400
COMTECH TELECOMMUNICATIONSCOM205826209413,76612,987SH SOLE112,98700
COMTECH TELECOMMUNICATIONS CCNV205826AF724,58524PRN DFND20024
COMVERSE INCCOM20585P105521,74315,088SH SOLE115,08800
CON WAY INCCOM2059441014,795,227116,729SH SOLE1116,72900
CONAGRA FOODS INCCOM2058871025,426,526174,880SH SOLE1174,88000
CONAGRA FOODS INCCOM20588710243,0271,387SH DFND4001,387
CONAGRA FOODS INCCOM205887102179,0395,770SH DFND3005,770
CONAGRA FOODS INCCOM20588710262,2152,005SH DFND2002,005
CONATUS PHARMACEUTICALS INCOM20600T10833,1834,079SH SOLE14,07900
CONCHO RES INCCOM20605P1013,43028SH DFND40028
CONCHO RES INCCOM20605P101102,288835SH DFND300835
CONCHO RESOURCES INCCOM20605P101207,2701,692SH SOLE11,69200
CONCUR TECHNOLOGIES INCCOM2067081099,597,60496,877SH SOLE196,87700
CONCUR TECHNOLOGIES INCCOM2067081099,907100SH DFND400100
CONCUR TECHNOLOGIES INCCOM20670810956,965575SH DFND300575
CONMED CORPCOM207410101938,82421,607SH SOLE121,60700
CONN S INCCOM208242107592,89015,261SH SOLE115,26100
CONNECTICUT WATER SVC INCCOM207797101251,2527,353SH SOLE17,35300
CONNECTICUT WTR SVC INCCOM2077971011,05931SH DFND30031
CONNECTONE BANCORP INCCOM20786U10158,2621,190SH SOLE11,19000
CONNS INCCOM20824210710,684275SH DFND400275
CONNS INCCOM20824210715,540400SH DFND300400
CONOCOPHILLIPSCOM20825C10428,954,161411,573SH SOLE1411,57300
CONOCOPHILLIPSCOM20825C1041,392,61319,796SH DFND40019,796
CONOCOPHILLIPSCOM20825C1045,043,60371,693SH DFND30071,693
CONOCOPHILLIPSCOM20825C1041,980,77028,156SH DFND20028,156
CONS TOMOKA LAND CO FLORIDCOM210226106160,2343,978SH SOLE13,97800
CONSOL ENERGY INCCOM20854P1093,422,39785,667SH SOLE185,66700
CONSOL ENERGY INCCOM20854P1093609SH DFND4009
CONSOL ENERGY INCCOM20854P10918,976475SH DFND300475
CONSOL ENERGY INCCOM20854P1099,668242SH DFND200242
CONSOLIDATED COMM HLDGS INCCOM20903410776,2783,812SH DFND3003,812
CONSOLIDATED COMM HLDGS INCCOM209034107772,82638,622SH DFND20038,622
CONSOLIDATED COMMUNICATIONCOM209034107545,79327,276SH SOLE127,27600
CONSOLIDATED EDISON INCCOM2091151045,876,928109,542SH SOLE1109,54200
CONSOLIDATED EDISON INCCOM209115104359,4246,699SH DFND4006,699
CONSOLIDATED EDISON INCCOM209115104300,8695,608SH DFND3005,608
CONSOLIDATED EDISON INCCOM209115104479,3178,934SH DFND2008,934
CONSOLIDATED WATER CO INCCOMG237731079,987758SH DFND300758
CONSOLIDATED WATER CO ORDCOMG23773107131,1549,951SH SOLE19,95100
CONSTANT CONTACT INCCOM210313102510,77420,882SH SOLE120,88200
CONSTANT CONTACT INCCOM2103131029,784400SH DFND400400
CONSTELLATION BRANDS INCCOM21036P10826,851316SH DFND400316
CONSTELLATION BRANDS INCCOM21036P108147,9331,741SH DFND3001,741
CONSTELLATION BRANDS INCCOM21036P1082,97435SH DFND20035
CONSTELLATION BRANDS INC ACOM21036P1086,110,02371,908SH SOLE171,90800
CONSTELLATION ENERGY PRTNR LCOM21038E10126,00010,000SH DFND30010,000
CONSUMER PORTFOLIO SERVICECOM21050210084,13912,301SH SOLE112,30100
CONTAINER STORE GROUP INCCOM2107511033,395100SH DFND300100
CONTAINER STORE GROUP INC/COM210751103331,8619,775SH SOLE19,77500
CONTANGO OIL & GAS COMPANYCOM21075N2042,38750SH DFND20050
CONTANGO OIL + GASCOM21075N204555,98011,646SH SOLE111,64600
CONTINENTAL RESOURCES INCCOM21201510112,427100SH DFND400100
CONTINENTAL RESOURCES INCCOM212015101128,6191,035SH DFND3001,035
CONTINENTAL RESOURCES INCCOM212015101236,2371,901SH DFND2001,901
CONTINENTAL RESOURCES INC/COM21201510185,746690SH SOLE169000
CONTROL4 CORPCOM21240D10766,3453,128SH SOLE13,12800
CONTROL4 CORPCOM21240D10727,5731,300SH DFND3001,300
CONTROL4 CORPCOM21240D10727,7851,310SH DFND2001,310
CONTROLADORA VUELA CIA DE AVCOM21240E1058,3001,000SH DFND4001,000
CONVERGYS CORPCOM2124851067,383,013336,970SH SOLE1336,97000
CONVERSANT INCCOM21249J1054,879,268173,331SH SOLE1173,33100
COOPER COS INCCOM2166484021,2369SH DFND4009
COOPER COS INCCOM21664840211,67685SH DFND20085
COOPER COS INC/THECOM21664840213,429,00097,765SH SOLE197,76500
COOPER TIRE & RUBR COCOM216831107143,3705,900SH DFND4005,900
COOPER TIRE & RUBR COCOM2168311071,79874SH DFND20074
COOPER TIRE + RUBBERCOM2168311071,046,62543,071SH SOLE143,07100
COPA HOLDINGS SACOMP310761051,45210SH DFND40010
COPA HOLDINGS SA CLASS ACOMP3107610578,112538SH SOLE153800
COPART INCCOM2172041068,302,961228,166SH SOLE1228,16600
CORCEPT THERAPEUTICS INCCOM218352102157,80136,193SH SOLE136,19300
CORE LABORATORIES N VCOMN2271710739,688200SH DFND400200
CORE LABORATORIES N VCOMN2271710734,132172SH DFND200172
CORE MARK HOLDING CO INCCOM218681104566,4257,802SH SOLE17,80200
CORE MOLDING TECHNOLOGIES INCOM2186831008,911700SH DFND200700
CORELOGIC INCCOM21871D1035,650,554188,101SH SOLE1188,10100
CORELOGIC INCCOM21871D103602SH DFND3002
CORELOGIC INCCOM21871D10390130SH DFND20030
CORESITE REALTY CORPCOM21870Q105504,15316,263SH SOLE116,26300
CORESITE RLTY CORPCOM21870Q105109,6173,536SH DFND3003,536
CORINTHIAN COLLEGES INCCOM21886810774,37853,897SH SOLE153,89700
CORNERSTONE ONDEMAND INCCOM21925Y1031,313,93627,448SH SOLE127,44800
CORNERSTONE ONDEMAND INCCOM21925Y9538202SHPutDFND2002
CORNERSTONE PROGRESSIVE RTNCOM21925C10152,5769,920SH DFND3009,920
CORNERSTONE STRATEGIC VALUECOM21924B20322,3863,460SH DFND2003,460
CORNERSTONE TOTAL RTRN FD INCOM21924U201244SH DFND3004
CORNING INCCOM21935010511,098,143533,052SH SOLE1533,05200
CORNING INCCOM219350105129,8876,239SH DFND4006,239
CORNING INCCOM219350105746,44535,852SH DFND30035,852
CORNING INCCOM2193501051,668,28680,129SH DFND20080,129
CORONADO BIOSCIENCES INC.COM21976U10935,94118,152SH SOLE118,15200
CORPORATE EXECUTIVE BOARDCOM21988R1026,741,34690,817SH SOLE190,81700
CORPORATE EXECUTIVE BRD COCOM21988R10219,374261SH DFND300261
CORPORATE OFFICE PROPERTIECOM22002T1084,794,108179,959SH SOLE1179,95900
CORRECTIONS CORP AMER NEWCOM22025Y407250,3417,993SH DFND4007,993
CORRECTIONS CORP AMER NEWCOM22025Y40721,141675SH DFND300675
CORRECTIONS CORP OF AMERICCOM22025Y4077,426,129237,105SH SOLE1237,10500
CORVEL CORPCOM221006109442,8148,899SH SOLE18,89900
COSAN LTDCOMG253431072,280200SH DFND300200
COSTAR GROUP INCCOM22160N1093,624,06319,407SH SOLE119,40700
COSTAR GROUP INCCOM22160N10914,19276SH DFND30076
COSTCO WHOLESALE CORPCOM22160K10523,106,704206,901SH SOLE1206,90100
COSTCO WHSL CORP NEWCOM22160K10559,011528SH DFND400528
COSTCO WHSL CORP NEWCOM22160K105756,7336,776SH DFND3006,776
COSTCO WHSL CORP NEWCOM22160K1051,485,90213,305SH DFND20013,305
COTY INC CL ACOM22207020320,2531,352SH SOLE11,35200
COURIER CORPCOM222660102119,8897,785SH SOLE17,78500
COURIER CORPCOM22266010256,2103,650SH DFND3003,650
COURIER CORPCOM2226601021,50998SH DFND20098
COUSINS PROPERTIES INCCOM2227951061,525,143132,968SH SOLE1132,96800
COVANCE INCCOM22281610011,984,553115,347SH SOLE1115,34700
COVANCE INCCOM22281610020,053193SH DFND300193
COVANCE INCCOM222816100249,4642,401SH DFND2002,401
COVANTA HLDG CORPCOM22282E10222,2101,230SH DFND4001,230
COVANTA HLDG CORPCOM22282E1027,762430SH DFND300430
COVANTA HOLDING CORPCOM22282E10273,5364,074SH SOLE14,07400
COVIDIEN PLCCOMG2554F11310,936,006148,466SH SOLE1148,46600
COVIDIEN PLCCOMG2554F11316,868229SH DFND400229
COVIDIEN PLCCOMG2554F113153,2422,080SH DFND3002,080
COVIDIEN PLCCOMG2554F11363,790866SH DFND200866
COVISINT CORPCOM22357R10336,6795,004SH SOLE15,00400
COWEN GROUP INC CLASS ACOM223622101292,84266,404SH SOLE166,40400
CPFL ENERGIA S ACOM12615310598,3296,021SH DFND3006,021
CPFL ENERGIA S ACOM12615310558,9683,611SH DFND2003,611
CR BARD INCCOM0673831093,897,34926,337SH SOLE126,33700
CRA INTERNATIONAL INCCOM12618T105152,0106,919SH SOLE16,91900
CRACKER BARREL OLD COUNTRYCOM22410J1061,533,18315,767SH SOLE115,76700
CRACKER BARREL OLD CTRY STORCOM22410J1062,52826SH DFND40026
CRACKER BARREL OLD CTRY STORCOM22410J10642,105433SH DFND300433
CRACKER BARREL OLD CTRY STORCOM22410J10648,134495SH DFND200495
CRAFT BREW ALLIANCE INCCOM224122101109,6697,182SH SOLE17,18200
CRAFT BREW ALLIANCE INCCOM2241221014,489294SH DFND300294
CRANE COCOM2243991057,097,99599,761SH SOLE199,76100
CRANE COCOM22439910517,788250SH DFND300250
CRAWFORD + CO CL BCOM224633107194,76517,852SH SOLE117,85200
CRAY INCCOM2252233041,005,55026,944SH SOLE126,94400
CRAY INCCOM2252233041,00827SH DFND30027
CREDICORP LTDCOMG2519Y1084143SH DFND4003
CREDIT ACCEPTANCE CORPCOM225310101686,8694,832SH SOLE14,83200
CREDIT SUISSE AG NASSAU BRHCOM22539T6132,664380SH DFND400380
CREDIT SUISSE AG NASSAU BRHCOM22539T6211713SH DFND3003
CREDIT SUISSE AG NASSAU BRHCOM22539T61314,0342,002SH DFND2002,002
CREDIT SUISSE GROUPCOM2254011085,537171SH DFND400171
CREDIT SUISSE GROUPCOM2254011083,303102SH DFND300102
CREDIT SUISSE HIGH YLD BND FCOM22544F103302,52494,835SH DFND30094,835
CREDIT SUISSE HIGH YLD BND FCOM22544F1031,420445SH DFND200445
CREDIT SUISSE NASSAU BRHCOM22542D8529,895310SH DFND400310
CREDIT SUISSE NASSAU BRHCOM22542D85227,324856SH DFND300856
CREDIT SUISSE NASSAU BRHCOM22542D7951,658,32452,462SH DFND30052,462
CREDIT SUISSE NASSAU BRHCOM22542D852117,5613,683SH DFND2003,683
CREE INCCOM22544710114,006,745247,644SH SOLE1247,64400
CREE INCCOM2254471011,98035SH DFND40035
CREE INCCOM225447101138,2332,444SH DFND3002,444
CREE INCCOM225447101126,8642,243SH DFND2002,243
CRESTWOOD EQUITY PARTNERS LPCOM22634410913,093946SH DFND400946
CRESTWOOD EQUITY PARTNERS LPCOM22634410917,9921,300SH DFND3001,300
CRESTWOOD EQUITY PARTNERS LPCOM22634410926,9511,947SH DFND2001,947
CRESTWOOD MIDSTREAM PARTNERSCOM22637810726,1911,162SH DFND4001,162
CRESTWOOD MIDSTREAM PARTNERSCOM22637810753,2622,363SH DFND3002,363
CRESTWOOD MIDSTREAM PARTNERSCOM22637810731,3731,392SH DFND2001,392
CRESUD S A C I F Y ACOM22640610622,9562,471SH DFND2002,471
CRH PLCCOM12626K2031,72061SH DFND40061
CROCS INCCOM2270461091,074,34168,868SH SOLE168,86800
CROCS INCCOM22704610912,340791SH DFND400791
CROCS INCCOM2270461094,290275SH DFND200275
CROSS COUNTRY HEALTHCARE ICOM227483104170,91521,179SH SOLE121,17900
CROSS TIMBERS RTY TRCOM22757R10920,908671SH DFND300671
CROWN CASTLE INTL CORPCOM22822710410,173,967137,896SH SOLE1137,89600
CROWN CASTLE INTL CORPCOM22822710444,932609SH DFND400609
CROWN CASTLE INTL CORPCOM22822710423,610320SH DFND300320
CROWN HOLDINGS INCCOM228368106125,0482,795SH SOLE12,79500
CROWN HOLDINGS INCCOM2283681062,68460SH DFND40060
CROWN HOLDINGS INCCOM22836810622,370500SH DFND200500
CROWN MEDIA HOLDINGS CLASSCOM22841110490,48623,564SH SOLE123,56400
CRYOLIFE INCCOM228903100211,32121,217SH SOLE121,21700
CSG SYSTEMS INTL INCCOM126349109690,00826,498SH SOLE126,49800
CSP INCCOM1263891053,084400SH DFND200400
CSS INDS INCCOM12590610754,0002,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107155,5205,760SH SOLE15,76000
CST BRANDS INCCOM12646R1054,844,668155,079SH SOLE1155,07900
CST BRANDS INCCOM12646R1055,561178SH DFND300178
CST BRANDS INCCOM12646R10511,590371SH DFND200371
CSX CORPCOM12640810313,282,137458,479SH SOLE1458,47900
CSX CORPCOM126408103170,9845,902SH DFND4005,902
CSX CORPCOM126408103833,40928,768SH DFND30028,768
CSX CORPCOM1264081031,172,88640,486SH DFND20040,486
CTC MEDIA INCCOM12642X106100,12210,871SH DFND30010,871
CTRIP COM INTL LTDCOM22943F1005,899117SH DFND400117
CTS CORPCOM126501105547,07726,201SH SOLE126,20100
CU BANCORPCOM126534106117,5586,389SH SOLE16,38900
CUBESMARTCOM2296631091,554,42190,584SH SOLE190,58400
CUBESMARTCOM2296631097,533439SH DFND400439
CUBIC CORPCOM229669106796,99815,606SH SOLE115,60600
CUBIC CORPCOM2296691069,193180SH DFND200180
CUBIST PHARMACEUTICALS INCCOM22967810711,154,293184,854SH SOLE1184,85400
CUBIST PHARMACEUTICALS INCCOM22967810724,432334SH DFND400334
CUBIST PHARMACEUTICALS INCCOM2296781236501,000SH DFND3001,000
CUBIST PHARMACEUTICALS INCCOM2296781074,02355SH DFND30055
CUBIST PHARMACEUTICALS INCCOM2296781239751,500SH DFND2001,500
CUI GLOBAL INCCOM1265762065,500500SH DFND400500
CULLEN FROST BANKERS INCCOM22989910919,383250SH DFND300250
CULLEN FROST BANKERS INCCOM22989910942,331546SH DFND200546
CULLEN/FROST BANKERS INCCOM2298991098,435,884108,808SH SOLE1108,80800
CULP INCCOM230215105109,4785,546SH SOLE15,54600
CUMMINS INCCOM23102110610,932,14173,375SH SOLE173,37500
CUMMINS INCCOM231021106214,9611,443SH DFND4001,443
CUMMINS INCCOM231021106401,2732,693SH DFND3002,693
CUMMINS INCCOM231021106554,8393,724SH DFND2003,724
CUMULUS MEDIA INC CL ACOM231082108406,62658,846SH SOLE158,84600
CURIS INCCOM231269101164,52258,341SH SOLE158,34100
CURRENCYSHARES AUSTRALIAN DLCOM23129U10185,905925SH DFND300925
CURRENCYSHARES AUSTRALIAN DLCOM23129U101125,6531,353SH DFND2001,353
CURRENCYSHARES CDN DLR TRCOM23129X105134,7001,497SH DFND2001,497
CURRENCYSHS BRIT POUND STERCOM23129S1066,73141SH DFND20041
CURTISS WRIGHT CORPCOM2315611012,331,41036,692SH SOLE136,69200
CUSHING MLP TOTAL RETURN FDCOM2316311024,400,713536,019SH DFND300536,019
CUSTOMERS BANCORP INCCOM23204G100283,39413,579SH SOLE113,57900
CUTERA INCCOM232109108111,6659,979SH SOLE19,97900
CUTWATER SELECT INCOME FDCOM23222910413,283684SH DFND300684
CVB FINANCIAL CORPCOM1266001051,144,10071,956SH SOLE171,95600
CVENT INCCOM23247G109158,3014,379SH SOLE14,37900
CVR ENERGY INCCOM12662P10810,689253SH SOLE125300
CVR ENERGY INCCOM12662P10810,563250SH DFND400250
CVR PARTNERS LPCOM126633106381,08617,984SH DFND30017,984
CVR PARTNERS LPCOM1266331069,536450SH DFND200450
CVR REFNG LPCOM12663P10726,7721,150SH DFND4001,150
CVR REFNG LPCOM12663P1073,120134SH DFND300134
CVR REFNG LPCOM12663P107193,2248,300SH DFND2008,300
CVS CAREMARK CORPCOM12665010034,265,967457,734SH SOLE1457,73400
CVS CAREMARK CORPORATIONCOM126650100699,3359,342SH DFND4009,342
CVS CAREMARK CORPORATIONCOM1266501002,536,17933,879SH DFND30033,879
CVS CAREMARK CORPORATIONCOM126650100807,88910,792SH DFND20010,792
CYAN INCCOM23247W10423,2295,440SH SOLE15,44000
CYAN INCCOM23247W1043,203750SH DFND300750
CYANOTECH CORPCOM23243730141,9208,000SH DFND3008,000
CYBERONICS INCCOM23251P1021,385,45321,233SH SOLE121,23300
CYBERONICS INCCOM23251P102622,9999,547SH DFND3009,547
CYNOSURE INCCOM2325772052,930100SH DFND300100
CYNOSURE INCCOM23257720529,3001,000SH DFND2001,000
CYNOSURE INC ACOM232577205439,29514,993SH SOLE114,99300
CYPRESS SEMICONDUCTOR CORPCOM2328061093,972,744386,830SH SOLE1386,83000
CYPRESS SEMICONDUCTOR CORPCOM232806109319,75631,135SH DFND40031,135
CYPRESS SEMICONDUCTOR CORPCOM2328061091,756171SH DFND300171
CYPRESS SEMICONDUCTOR CORPCOM2328061095,844569SH DFND200569
CYREN LTDCOMM2689510811933SH DFND20033
CYRUSONE INCCOM23283R100271,62313,040SH SOLE113,04000
CYS INVESTMENTS INCCOM12673A108897,300108,632SH SOLE1108,63200
CYS INVTS INCCOM12673A1088,6481,047SH DFND4001,047
CYS INVTS INCCOM12673A108814,37198,592SH DFND30098,592
CYS INVTS INCCOM12673A10848,1395,828SH DFND2005,828
CYTEC INDS INCCOM23282010016,496169SH DFND400169
CYTEC INDS INCCOM23282010046,267474SH DFND200474
CYTEC INDUSTRIES INCCOM2328201007,173,84773,495SH SOLE173,49500
CYTOKINETICS INCCOM23282W605172,02618,108SH SOLE118,10800
CYTORI THERAPEUTICS INCCOM23283K105115,97342,953SH SOLE142,95300
CYTORI THERAPEUTICS INCCOM23283K1133,5204,000SH DFND2004,000
CYTORI THERAPEUTICS INCCOM23283K10525,2729,360SH DFND2009,360
CYTRX CORPCOM2328285096,2821,800SH DFND3001,800
CYTRX CORPCOM2328285092,495715SH DFND200715
D R HORTON INCCOM23331A1099,504439SH DFND400439
D R HORTON INCCOM23331A10962,8102,901SH DFND3002,901
D R HORTON INCCOM23331A10910,408481SH DFND200481
DAILY JOURNAL CORPCOM233912104107,587622SH SOLE162200
DAKTRONICS INCCOM234264109413,29528,721SH SOLE128,72100
DAKTRONICS INCCOM23426410917,2681,200SH DFND2001,200
DANA HLDG CORPCOM2358252052,630113SH DFND400113
DANA HLDG CORPCOM23582520540,7231,750SH DFND3001,750
DANA HOLDING CORPCOM2358252052,323,41699,846SH SOLE199,84600
DANAHER CORPCOM23585110221,425,400285,672SH SOLE1285,67200
DANAHER CORP DELCOM2358511022,55034SH DFND40034
DANAHER CORP DELCOM23585110296,9001,292SH DFND3001,292
DANAHER CORP DELCOM23585110215,525207SH DFND200207
DARDEN RESTAURANTS INCCOM2371941059,756,123192,201SH SOLE1192,20100
DARDEN RESTAURANTS INCCOM23719410511,167220SH DFND400220
DARDEN RESTAURANTS INCCOM2371941054,56890SH DFND30090
DARDEN RESTAURANTS INCCOM23719410516,751330SH DFND200330
DARLING INTERNATIONAL INCCOM2372661012,486,284124,190SH SOLE1124,19000
DARLING INTL INCCOM23726610120,0201,000SH DFND2001,000
DATALINK CORPCOM237934104181,22913,010SH SOLE113,01000
DAVITA HEALTHCARE PARTNERSCOM23918K1084,696,46568,213SH SOLE168,21300
DAVITA HEALTHCARE PARTNERS ICOM23918K10848,333702SH DFND400702
DAVITA HEALTHCARE PARTNERS ICOM23918K108386,4555,613SH DFND3005,613
DAVITA HEALTHCARE PARTNERS ICOM23918K108253,7813,686SH DFND2003,686
DAWSON GEOPHYSICAL COCOM239359102153,3555,475SH SOLE15,47500
DBX ETF TRCOM23305120015,600575SH DFND200575
DBX ETF TRCOM2330518792,181100SH DFND200100
DCP MIDSTREAM PARTNERS LPCOM23311P10011,292225SH DFND400225
DCP MIDSTREAM PARTNERS LPCOM23311P10018,132362SH DFND200362
DCT INDUSTRIAL TRUST INCCOM2331531051,665,643211,376SH SOLE1211,37600
DCT INDUSTRIAL TRUST INCCOM23315310510,7251,361SH DFND4001,361
DCT INDUSTRIAL TRUST INCCOM2331531053,491443SH DFND300443
DCT INDUSTRIAL TRUST INCCOM233153105165,21220,966SH DFND20020,966
DDR CORPCOM23317H102187,64111,386SH SOLE111,38600
DDR CORPCOM23317H10211,800716SH DFND400716
DDR CORPCOM23317H10215,260926SH DFND300926
DDR CORPCOM23317H1021,763107SH DFND200107
DEALERTRACK TECHNOLOGIES ICOM2423091021,674,18234,035SH SOLE134,03500
DEALERTRACK TECHNOLOGIES INCCOM2423091023,44370SH DFND40070
DEAN FOODS COCOM2423702033,021,379195,432SH SOLE1195,43200
DEAN FOODS CO NEWCOM24237020340226SH DFND40026
DECKERS OUTDOOR CORPCOM2435371075,656,28570,943SH SOLE170,94300
DECKERS OUTDOOR CORPCOM24353710727,746348SH DFND400348
DECKERS OUTDOOR CORPCOM24353710759,000740SH DFND200740
DEERE & COCOM2441991051,421,18315,652SH DFND40015,652
DEERE & COCOM2441991051,496,36816,480SH DFND30016,480
DEERE & COCOM2441991051,264,67313,928SH DFND20013,928
DEERE + COCOM24419910511,266,736124,083SH SOLE1124,08300
DEHAIER MEDICAL SYSTEMS LIMICOMG270101007,0001,000SH DFND4001,000
DEL FRISCO S RESTAURANT GRCOM245077102202,8617,271SH SOLE17,27100
DELAWARE ENHANCED GBL DIV &COM246060107150,06012,200SH DFND40012,200
DELAWARE ENHANCED GBL DIV &COM24606010748,4723,941SH DFND3003,941
DELAWARE INVTS DIV & INCOMECOM24591510342144SH DFND40044
DELEK US HLDGS INCCOM2466471015,808200SH DFND300200
DELEK US HOLDINGS INCCOM246647101733,23125,249SH SOLE125,24900
DELHAIZE GROUPCOM29759W1015,52376SH DFND30076
DELPHI AUTOMOTIVE PLCCOMG278231067,641,375112,605SH SOLE1112,60500
DELPHI AUTOMOTIVE PLCCOMG2782310627,144400SH DFND300400
DELPHI AUTOMOTIVE PLCCOMG2782310610,179150SH DFND200150
DELTA AIR LINES INCCOM24736170211,920,189344,017SH SOLE1344,01700
DELTA AIR LINES INC DELCOM24736170228,690828SH DFND400828
DELTA AIR LINES INC DELCOM247361702577,53116,668SH DFND30016,668
DELTA AIR LINES INC DELCOM247361702273,8397,903SH DFND2007,903
DELTA NAT GAS INCCOM24774810644,7142,158SH DFND3002,158
DELTA NATURAL GAS CO INCCOM24774810696,5974,662SH SOLE14,66200
DELTIC TIMBER CORPCOM247850100567,5668,701SH SOLE18,70100
DELUXE CORPCOM2480191017,160,843136,475SH SOLE1136,47500
DELUXE CORPCOM2480191013,62069SH DFND40069
DELUXE CORPCOM2480191013,67370SH DFND30070
DELUXE CORPCOM24801910116,003305SH DFND200305
DEMAND MEDIA INCCOM24802N109119,36324,611SH SOLE124,61100
DEMANDWARE INCCOM24802Y105803,56912,544SH SOLE112,54400
DEMANDWARE INCCOM24802Y1053,20350SH DFND30050
DENALI FD INCCOM24823A10220,4601,000SH DFND3001,000
DENBURY RES INCCOM2479162081,27978SH DFND40078
DENBURY RES INCCOM24791620896,3505,875SH DFND3005,875
DENBURY RES INCCOM24791620815,416940SH DFND200940
DENBURY RESOURCES INCCOM2479162082,194,041133,783SH SOLE1133,78300
DENDREON CORPCOM24823Q107320,423107,165SH SOLE1107,16500
DENDREON CORPCOM24823Q10747,31115,823SH DFND40015,823
DENDREON CORPCNV24823QAC128,56839PRN DFND30039
DENDREON CORPCOM24823Q1074,9341,650SH DFND3001,650
DENDREON CORPCOM24823Q10715,4435,165SH DFND2005,165
DENNY S CORPCOM24869P104401,25862,404SH SOLE162,40400
DENTSPLY INTERNATIONAL INCCOM2490301072,356,83451,191SH SOLE151,19100
DEPOMED INCCOM249908104557,11938,422SH SOLE138,42200
DERMA SCIENCES INCCOM249827502119,3319,411SH SOLE19,41100
DESARROLLADORA HOMEX S A DECOM25030W1001,4101,000SH DFND4001,000
DESTINATION MATERNITY CORPCOM25065D100252,1909,204SH SOLE19,20400
DESTINATION XL GROUP INCCOM25065K104161,46828,629SH SOLE128,62900
DEUTSCHE BANK AGCOMD181908981,21027SH DFND30027
DEUTSCHE BK AG LDN BRHCOM25154H74943,8961,550SH DFND3001,550
DEUTSCHE BK AG LDN BRHCOM25154H74928,3201,000SH DFND2001,000
DEUTSCHE BK AG LDN BRHCOM25154H756116,79417,616SH DFND20017,616
DEUTSCHE BK AG LONDONCOM25153Q65831,9362,249SH DFND3002,249
DEVON ENERGY CORP NEWCOM25179M10337,347558SH DFND400558
DEVON ENERGY CORP NEWCOM25179M103141,9832,121SH DFND3002,121
DEVON ENERGY CORP NEWCOM25179M9032,17016SHCallDFND30016
DEVON ENERGY CORP NEWCOM25179M103511,1497,637SH DFND2007,637
DEVON ENERGY CORPORATIONCOM25179M10310,221,550152,720SH SOLE1152,72000
DEVRY ED GROUP INCCOM2518931033,05272SH DFND20072
DEVRY EDUCATION GROUP INCCOM2518931034,985,997117,622SH SOLE1117,62200
DEX MEDIA INCCOM25213A107107,18011,650SH SOLE111,65000
DEX MEDIA INC NEWCOM25213A1074,030438SH DFND300438
DEXCOM INCCOM2521311071,988,34148,074SH SOLE148,07400
DFC GLOBAL CORPCOM23324T1071,124,492127,349SH SOLE1127,34900
DHT HOLDINGS INCCOMY2065G121628SH DFND3008
DHT HOLDINGS INCCOMY2065G901010SHCallDFND20010
DIAGEO P L CCOM25243Q205273,3502,194SH DFND4002,194
DIAGEO P L CCOM25243Q205602,0024,832SH DFND3004,832
DIAGEO P L CCOM25243Q205171,1871,374SH DFND2001,374
DIAMOND FOODS INCCOM252603105606,21017,355SH SOLE117,35500
DIAMOND FOODS INCCOM25260310512,226350SH DFND200350
DIAMOND HILL INVESTMENT GRCOM25264R207252,4961,921SH SOLE11,92100
DIAMOND HILL INVESTMENT GROUCOM25264R20770,978540SH DFND300540
DIAMOND OFFSHORE DRILLINGCOM25271C1022,804,72457,521SH SOLE157,52100
DIAMOND OFFSHORE DRILLING INCOM25271C1024,58394SH DFND40094
DIAMOND OFFSHORE DRILLING INCOM25271C102158,4213,249SH DFND3003,249
DIAMOND OFFSHORE DRILLING INCOM25271C10212,190250SH DFND200250
DIAMOND RESORTS INTERNATIOCOM25272T104205,43412,120SH SOLE112,12000
DIAMONDBACK ENERGY INCCOM25278X109960,98514,277SH SOLE114,27700
DIAMONDBACK ENERGY INCCOM25278X1097,269108SH DFND200108
DIAMONDROCK HOSPITALITY COCOM2527843011,793,732152,658SH SOLE1152,65800
DIANA SHIPPING INCCOMY2066G10439,5673,300SH DFND3003,300
DICE HOLDINGS INCCOM253017107221,54029,697SH SOLE129,69700
DICK S SPORTING GOODS INCCOM25339310211,330,319207,477SH SOLE1207,47700
DICKS SPORTING GOODS INCCOM2533931022,07538SH DFND40038
DICKS SPORTING GOODS INCCOM253393102213,9073,917SH DFND3003,917
DICKS SPORTING GOODS INCCOM2533931029,884181SH DFND200181
DIEBOLD INCCOM2536511035,279,561132,353SH SOLE1132,35300
DIEBOLD INCCOM253651103109,9262,756SH DFND4002,756
DIEBOLD INCCOM2536511031,39635SH DFND30035
DIEBOLD INCCOM2536511039,414236SH DFND200236
DIGI INTERNATIONAL INCCOM253798102204,94920,192SH SOLE120,19200
DIGIMARC CORPCOM25381B101133,8274,262SH SOLE14,26200
DIGITAL REALTY TRUST INCCOM253868103142,6262,687SH SOLE12,68700
DIGITAL RIV INCCOM25388B1041,44783SH DFND20083
DIGITAL RIVER INCCOM25388B104445,79025,576SH SOLE125,57600
DIGITAL RLTY TR INCCOM25386810326,008490SH DFND400490
DIGITAL RLTY TR INCCOM253868103106,1602,000SH DFND3002,000
DIGITAL RLTY TR INCCOM25386810359,8211,127SH DFND2001,127
DIGITALGLOBE INCCOM25389M8771,469,29850,648SH SOLE150,64800
DILLARDS INC CL ACOM25406710158,489633SH SOLE163300
DIME COMMUNITY BANCSHARESCOM253922108418,06524,621SH SOLE124,62100
DINEEQUITY INCCOM2544231061,005,54212,880SH SOLE112,88000
DIODES INCCOM254543101733,55428,084SH SOLE128,08400
DIRECTVCOM25490A30916,860,774220,633SH SOLE1220,63300
DIRECTVCOM25490A30985,4381,118SH DFND4001,118
DIRECTVCOM25490A30943,330567SH DFND300567
DIRECTVCOM25490A309128,9971,688SH DFND2001,688
DIREXION SHS ETF TRCOM25459Y38986625SH DFND40025
DIREXION SHS ETF TRCOM25459Y46293940SH DFND30040
DIREXION SHS ETF TRCOM25459Y389692SH DFND3002
DIREXION SHS ETF TRCOM25459Y20736,302658SH DFND300658
DIREXION SHS ETF TRCOM25459Y2987,990200SH DFND300200
DISCOVER FINANCIAL SERVICECOM25470910810,145,776174,356SH SOLE1174,35600
DISCOVER FINL SVCSCOM254709108267,4414,596SH DFND4004,596
DISCOVER FINL SVCSCOM25470910876,8111,320SH DFND3001,320
DISCOVER FINL SVCSCOM254709108605,58310,407SH DFND20010,407
DISCOVERY COMMUNICATIONS ACOM25470F1047,754,94493,772SH SOLE193,77200
DISCOVERY COMMUNICATNS NEWCOM25470F3025,70274SH DFND40074
DISCOVERY COMMUNICATNS NEWCOM25470F10436,967447SH DFND400447
DISCOVERY COMMUNICATNS NEWCOM25470F2033,38641SH DFND40041
DISCOVERY COMMUNICATNS NEWCOM25470F10445,485550SH DFND300550
DISCOVERY COMMUNICATNS NEWCOM25470F3021542SH DFND2002
DISCOVERY COMMUNICATNS NEWCOM25470F10421,337258SH DFND200258
DISCOVERY LABORATORIES INC NCOM254668403716333SH DFND300333
DISH NETWORK CORPCOM25470M1091,30621SH DFND40021
DISH NETWORK CORPCOM25470M1091873SH DFND3003
DISH NETWORK CORPCOM25470M1097,465120SH DFND200120
DISH NETWORK CORP ACOM25470M1091,010,29016,240SH SOLE116,24000
DISNEY WALT COCOM254687106786,3369,821SH DFND4009,821
DISNEY WALT COCOM2546871063,017,28337,683SH DFND30037,683
DISNEY WALT COCOM2546871062,241,01127,988SH DFND20027,988
DIVERSIFIED RESTAURANT HOLCOM25532M10536,4557,291SH SOLE17,29100
DIXIE GROUP INCCOM2555191009,852600SH DFND300600
DNP SELECT INCOME FDCOM23325P10416,6211,696SH DFND4001,696
DNP SELECT INCOME FDCOM23325P10450,0495,107SH DFND3005,107
DNP SELECT INCOME FDCOM23325P104561,15857,261SH DFND20057,261
DOCUMENT SEC SYS INCCOM25614T1018,3206,500SH DFND3006,500
DOLBY LABORATORIES INCCOM25659T10780118SH DFND40018
DOLBY LABORATORIES INCCOM25659T10713,128295SH DFND200295
DOLBY LABORATORIES INC CLCOM25659T10759,2741,332SH SOLE11,33200
DOLLAR GEN CORP NEWCOM25667710541,610750SH DFND400750
DOLLAR GEN CORP NEWCOM256677105168,3263,034SH DFND3003,034
DOLLAR GEN CORP NEWCOM2566771051,66430SH DFND20030
DOLLAR GENERAL CORPCOM2566771055,683,149102,436SH SOLE1102,43600
DOLLAR TREE INCCOM2567461084,776,71491,543SH SOLE191,54300
DOLLAR TREE INCCOM25674610814,923286SH DFND400286
DOLLAR TREE INCCOM25674610887,0881,669SH DFND3001,669
DOLLAR TREE INCCOM2567461086,992134SH DFND200134
DOMINION RES BLACK WARRIOR TCOM25746Q10816,8262,460SH DFND2002,460
DOMINION RES INC VA NEWCOM25746U109606,7528,547SH DFND4008,547
DOMINION RES INC VA NEWCOM25746U109738,93510,409SH DFND30010,409
DOMINION RES INC VA NEWCOM25746U88514,443250SH DFND300250
DOMINION RES INC VA NEWCOM25746U109314,5814,431SH DFND2004,431
DOMINION RESOURCES INC/VACOM25746U10913,584,220191,354SH SOLE1191,35400
DOMINO S PIZZA INCCOM25754A2018,738,096113,526SH SOLE1113,52600
DOMINOS PIZZA INCCOM25754A20131,481409SH DFND300409
DOMTAR CORPCOM2575592037,517,16966,986SH SOLE166,98600
DONALDSON CO INCCOM25765110911,555,442272,534SH SOLE1272,53400
DONALDSON INCCOM25765110916,366386SH DFND200386
DONEGAL GROUP INC CL ACOM25770120173,4695,039SH SOLE15,03900
DONNELLEY R R & SONS COCOM257867101289,53316,175SH DFND40016,175
DONNELLEY R R & SONS COCOM257867101123,4746,898SH DFND3006,898
DONNELLEY R R & SONS COCOM25786710165,9133,682SH DFND2003,682
DORAL FINANCIAL CORPCOM25811P85238,5484,441SH SOLE14,44100
DORAL FINL CORPCOM25811P85211,2841,300SH DFND3001,300
DORCHESTER MINERALS LPCOM25820R10515,432589SH DFND400589
DORCHESTER MINERALS LPCOM25820R1055,240200SH DFND200200
DORMAN PRODUCTS INCCOM2582781001,193,89820,215SH SOLE120,21500
DORMAN PRODUCTS INCCOM25827810067,6831,146SH DFND3001,146
DORMAN PRODUCTS INCCOM25827810024,923422SH DFND200422
DOUBLE EAGLE PETE COCOM25857020914,3005,000SH DFND3005,000
DOUBLE EAGLE PETE COCOM2585702091,430500SH DFND200500
DOUBLELINE INCOME SOLUTIONSCOM25862210924,4031,150SH DFND3001,150
DOUGLAS DYNAMICS INCCOM25960R105263,26815,113SH SOLE115,11300
DOUGLAS DYNAMICS INCCOM25960R10566,2133,801SH DFND3003,801
DOUGLAS EMMETT INCCOM25960P109148,6465,477SH SOLE15,47700
DOVER CORPCOM2600031088,579,663104,950SH SOLE1104,95000
DOVER CORPCOM2600031082,69833SH DFND40033
DOVER CORPCOM26000310886,9001,063SH DFND3001,063
DOVER CORPCOM2600031089,565117SH DFND200117
DOW 30 PREMIUM & DIV INC FDCOM2605821014,713294SH DFND400294
DOW 30 PREMIUM & DIV INC FDCOM2605821018,752546SH DFND300546
DOW 30SM ENHANCED PREM & INCCOM26053710526,8002,000SH DFND4002,000
DOW 30SM ENHANCED PREM & INCCOM26053710544,8903,350SH DFND3003,350
DOW CHEM COCOM26054310352,5261,081SH DFND4001,081
DOW CHEM COCOM260543103642,71013,227SH DFND30013,227
DOW CHEM COCOM260543103792,67416,314SH DFND20016,314
DOW CHEMICAL CO/THECOM26054310323,115,866475,733SH SOLE1475,73300
DR HORTON INCCOM23331A1092,303,733106,408SH SOLE1106,40800
DR PEPPER SNAPPLE GROUP INCOM26138E1097,658,928140,634SH SOLE1140,63400
DR PEPPER SNAPPLE GROUP INCCOM26138E109225,6824,144SH DFND4004,144
DR PEPPER SNAPPLE GROUP INCCOM26138E10965,2501,198SH DFND3001,198
DR REDDYS LABS LTDCOM25613520348311SH DFND40011
DRAGONWAVE INCCOM26144M103149,660106,900SH DFND300106,900
DRDGOLD LIMITEDCOM26152H3013,7301,000SH DFND3001,000
DREAMWORKS ANIMATION SKG ACOM26153C1033,931,630148,084SH SOLE1148,08400
DREAMWORKS ANIMATION SKG INCCOM26153C10316,222611SH DFND300611
DREAMWORKS ANIMATION SKG INCCOM26153C10314,337540SH DFND200540
DRESSER RAND GROUP INCCOM2616081039,076,155155,387SH SOLE1155,38700
DRESSER-RAND GROUP INCCOM2616081031,51926SH DFND40026
DREW INDS INCCOM26168L2059,485175SH DFND200175
DREW INDUSTRIES INCCOM26168L205965,35617,811SH SOLE117,81100
DREYFUS HIGH YIELD STRATEGIECOM26200S10118,0044,297SH DFND3004,297
DREYFUS MUN INCOME INCCOM26201R102144,32016,000SH DFND40016,000
DREYFUS STRATEGIC MUN BD FDCOM26202F107144,67418,548SH DFND40018,548
DREYFUS STRATEGIC MUN BD FDCOM26202F107273,00035,000SH DFND30035,000
DREYFUS STRATEGIC MUN BD FDCOM26202F10770,9809,100SH DFND2009,100
DREYFUS STRATEGIC MUNS INCCOM26193210711,3401,400SH DFND4001,400
DREYFUS STRATEGIC MUNS INCCOM2619321074,730584SH DFND300584
DRIL QUIP INCCOM2620371049,287,26182,848SH SOLE182,84800
DRIL-QUIP INCCOM26203710422,532201SH DFND300201
DRYSHIPS INCCOMY2109Q1014,8451,500SH DFND4001,500
DRYSHIPS INCCOMY2109Q10117,7655,500SH DFND3005,500
DRYSHIPS INCCOMY2109Q10113,0494,040SH DFND2004,040
DSP GROUP INCCOM23332B106135,87315,726SH SOLE115,72600
DST SYS INC DELCOM2333261073,69739SH DFND40039
DST SYS INC DELCOM233326107688,6497,265SH DFND3007,265
DST SYSTEMS INCCOM2333261075,669,10659,807SH SOLE159,80700
DSW INCCOM23334L10214,057392SH DFND300392
DSW INCCOM23334L1025,236146SH DFND200146
DSW INC CLASS ACOM23334L10246,2951,291SH SOLE11,29100
DTE ENERGY COCOM23333110719,315260SH DFND400260
DTE ENERGY COCOM23333110790,2621,215SH DFND3001,215
DTE ENERGY COCOM233331107456,5726,146SH DFND2006,146
DTE ENERGY COMPANYCOM2333311074,913,39266,138SH SOLE166,13800
DTS INCCOM23335C101281,30314,236SH SOLE114,23600
DU PONT (E.I.) DE NEMOURSCOM26353410920,419,000304,307SH SOLE1304,30700
DU PONT E I DE NEMOURS & COCOM263534109981,43514,626SH DFND40014,626
DU PONT E I DE NEMOURS & COCOM263534109596,9898,897SH DFND3008,897
DU PONT E I DE NEMOURS & COCOM263534109550,7288,208SH DFND2008,208
DUCOMMUN INCCOM264147109180,6837,210SH SOLE17,21000
DUFF & PHELPS GLB UTL INC FDCOM26433C10535618SH DFND40018
DUFF & PHELPS UTIL CORP BD TCOM26432K1088,264800SH DFND400800
DUFF & PHELPS UTIL CORP BD TCOM26432K10813,6671,323SH DFND3001,323
DUFF & PHELPS UTIL CORP BD TCOM26432K10893090SH DFND20090
DUKE ENERGY CORPCOM26441C20428,369,846398,341SH SOLE1398,34100
DUKE ENERGY CORP NEWCOM26441C2041,963,65327,572SH DFND40027,572
DUKE ENERGY CORP NEWCOM26441C2041,353,93819,011SH DFND30019,011
DUKE ENERGY CORP NEWCOM26441C204991,91513,927SH DFND20013,927
DUKE REALTY CORPCOM26441150511,363,397673,187SH SOLE1673,18700
DUKE REALTY CORPCOM26441150516,8801,000SH DFND4001,000
DUKE REALTY CORPCOM2644115053,376200SH DFND300200
DUKE REALTY CORPCOM26441150561,2033,626SH DFND2003,626
DUN & BRADSTREET CORP DEL NECOM26483E1003,27933SH DFND30033
DUN & BRADSTREET CORP DEL NECOM26483E10015,399155SH DFND200155
DUN + BRADSTREET CORPCOM26483E1001,277,24412,856SH SOLE112,85600
DUNKIN BRANDS GROUP INCCOM26550410086,4601,723SH SOLE11,72300
DUNKIN BRANDS GROUP INCCOM265504100155,9093,107SH DFND4003,107
DUNKIN BRANDS GROUP INCCOM265504100505,14510,067SH DFND30010,067
DUPONT FABROS TECHNOLOGYCOM26613Q1061,021,53142,440SH SOLE142,44000
DURATA THERAPEUTICS INCCOM26658A107119,7008,893SH SOLE18,89300
DURATA THERAPEUTICS INCCOM26658A10713,4661,000SH DFND2001,000
DWS HIGH INCOME OPPORT FD INCOM23339M204101,1896,926SH DFND4006,926
DWS HIGH INCOME OPPORT FD INCOM23339M2042,571176SH DFND300176
DWS HIGH INCOME TRCOM23337C2089,4001,000SH DFND2001,000
DWS MULTI MKT INCOME TRCOM23338L10854,2925,709SH DFND3005,709
DXP ENTERPRISES INCCOM233377407713,1147,512SH SOLE17,51200
DYAX CORPCOM26746E103738,68682,259SH SOLE182,25900
DYCOM INDUSTRIES INCCOM267475101818,63625,898SH SOLE125,89800
DYNAMIC MATERIALS CORPCOM267888105177,1489,304SH SOLE19,30400
DYNASIL CORP AMERCOM26810210021,00012,000SH DFND40012,000
DYNASIL CORP AMERCOM268102100704402SH DFND300402
DYNASIL CORP AMERCOM2681021006,1253,500SH DFND2003,500
DYNAVAX TECHNOLOGIES CORPCOM268158102321,444178,580SH SOLE1178,58000
DYNAVAX TECHNOLOGIES CORPCOM268158102199110SH DFND300110
DYNEGY INCCOM26817R1081,695,87067,998SH SOLE167,99800
DYNEGY INC NEW DELCOM26817R1083,741150SH DFND400150
DYNEGY INC NEW DELCOM26817R11653SH DFND4003
DYNEX CAP INCCOM26817Q506895100SH DFND400100
DYNEX CAP INCCOM26817Q506558,15862,364SH DFND30062,364
DYNEX CAPITAL INCCOM26817Q5061,780,907198,984SH SOLE1198,98400
E M C CORP MASSCOM268648102584,16221,312SH DFND40021,312
E M C CORP MASSCOM2686481021,073,51339,165SH DFND30039,165
E M C CORP MASSCOM268648102319,30511,649SH DFND20011,649
E TRADE FINANCIAL CORPCOM2692464012,428,564105,498SH SOLE1105,49800
E TRADE FINANCIAL CORPCOM269246401693SH DFND3003
E2OPEN INCCOM29788A104237,16110,062SH SOLE110,06200
EAGLE BANCORP INCCOM268948106547,56515,168SH SOLE115,16800
EAGLE BANCORP INC MDCOM26894810632,490900SH DFND300900
EAGLE BULK SHIPPING INCCOMY2187A1191,397350SH DFND300350
EAGLE BULK SHIPPING INCCOMY2187A119878220SH DFND200220
EAGLE MATERIALS INCCOM26969P1089,023,637101,778SH SOLE1101,77800
EAGLE MATERIALS INCCOM26969P1081,24114SH DFND40014
EAGLE MATERIALS INCCOM26969P108234,9492,650SH DFND3002,650
EAGLE MATERIALS INCCOM26969P1083,45839SH DFND20039
EAGLE ROCK ENERGY PARTNERS LCOM26985R10431,5606,000SH DFND4006,000
EARTHLINK HLDGS CORPCOM27033X101365101SH DFND300101
EARTHLINK HOLDINGS CORPCOM27033X101252,99270,081SH SOLE170,08100
EAST WEST BANCORP INCCOM27579R10410,760,091294,797SH SOLE1294,79700
EASTGROUP PPTY INCCOM2772761016,291100SH DFND400100
EASTGROUP PPTY INCCOM27727610154,732870SH DFND200870
EASTGROUP PROPERTIES INCCOM2772761011,490,84123,698SH SOLE123,69800
EASTMAN CHEM COCOM277432100177,6792,061SH DFND4002,061
EASTMAN CHEM COCOM277432100196,4442,279SH DFND3002,279
EASTMAN CHEM COCOM27743210050,262583SH DFND200583
EASTMAN CHEMICAL COCOM2774321004,457,66051,707SH SOLE151,70700
EATON CORP PLCCOMG2918310311,784,375156,874SH SOLE1156,87400
EATON CORP PLCCOMG29183103134,8411,795SH DFND4001,795
EATON CORP PLCCOMG29183103287,8603,832SH DFND3003,832
EATON CORP PLCCOMG29183103214,4652,855SH DFND2002,855
EATON VANCE CALIF MUN BD FDCOM27828A10014,1181,300SH DFND4001,300
EATON VANCE CALIF MUN BD FDCOM27828A1007,602700SH DFND300700
EATON VANCE CORPCOM2782651039,537,939249,946SH SOLE1249,94600
EATON VANCE CORPCOM2782651032,82474SH DFND30074
EATON VANCE CORPCOM27826510340,3351,057SH DFND2001,057
EATON VANCE ENH EQTY INC FDCOM27827710815,8521,200SH DFND4001,200
EATON VANCE ENH EQTY INC FDCOM27827710830,3832,300SH DFND3002,300
EATON VANCE ENH EQTY INC FDCOM2782771082,180165SH DFND200165
EATON VANCE ENHANCED EQ INCCOM27827410535,2892,700SH DFND4002,700
EATON VANCE ENHANCED EQ INCCOM27827410566,3985,080SH DFND3005,080
EATON VANCE ENHANCED EQ INCCOM2782741055,228400SH DFND200400
EATON VANCE FLTING RATE INCCOM27827910485,2515,430SH DFND4005,430
EATON VANCE FLTING RATE INCCOM27827910436,0472,296SH DFND3002,296
EATON VANCE FLTING RATE INCCOM27827910436,6602,335SH DFND2002,335
EATON VANCE LTD DUR INCOME FCOM27828H10527,5111,804SH DFND4001,804
EATON VANCE LTD DUR INCOME FCOM27828H10572,0564,725SH DFND3004,725
EATON VANCE LTD DUR INCOME FCOM27828H105181,47511,900SH DFND20011,900
EATON VANCE MI MUNI INCOME TCOM27826D10644,0963,675SH DFND2003,675
EATON VANCE MUN BD FDCOM27827X10162,7865,285SH DFND4005,285
EATON VANCE MUN BD FDCOM27827X10117,9161,508SH DFND3001,508
EATON VANCE MUN INCOME TERMCOM27829U10526,1711,668SH DFND4001,668
EATON VANCE MUNI INCOME TRUSCOM27826U10879,9116,687SH DFND3006,687
EATON VANCE MUNI INCOME TRUSCOM27826U1085,975500SH DFND200500
EATON VANCE NATL MUN OPPORTCOM27829L105219,43711,317SH DFND40011,317
EATON VANCE NEW YORK MUN BDCOM27827Y10928,7762,400SH DFND3002,400
EATON VANCE RISK MNGD DIV EQCOM27829G106162,11014,346SH DFND40014,346
EATON VANCE RISK MNGD DIV EQCOM27829G10645,2004,000SH DFND3004,000
EATON VANCE SH TM DR DIVR INCOM27828V10423,4841,546SH DFND4001,546
EATON VANCE SH TM DR DIVR INCOM27828V1049,342615SH DFND300615
EATON VANCE SH TM DR DIVR INCOM27828V10417,1191,127SH DFND2001,127
EATON VANCE SR FLTNG RTE TRCOM27828Q10589459SH DFND40059
EATON VANCE SR FLTNG RTE TRCOM27828Q1054,093270SH DFND300270
EATON VANCE SR FLTNG RTE TRCOM27828Q10529,8651,970SH DFND2001,970
EATON VANCE SR INCOME TRCOM27826S10338,5575,588SH DFND4005,588
EATON VANCE SR INCOME TRCOM27826S10336,1225,235SH DFND2005,235
EATON VANCE TAX ADVT DIV INCCOM27828G10787,6404,458SH DFND4004,458
EATON VANCE TAX ADVT DIV INCCOM27828G10764,7403,293SH DFND3003,293
EATON VANCE TAX MNGD GBL DVCOM27829F10843,7134,328SH DFND4004,328
EATON VANCE TAX MNGD GBL DVCOM27829F108215,33221,320SH DFND30021,320
EATON VANCE TAX MNGD GBL DVCOM27829F10834,9163,457SH DFND2003,457
EATON VANCE TAX MNGED BUY WRCOM27828X100149,7509,680SH DFND4009,680
EATON VANCE TAX MNGED BUY WRCOM27828X10021,4651,388SH DFND3001,388
EATON VANCE TAX MNGED BUY WRCOM27828X100137,7298,903SH DFND2008,903
EATON VANCE TAX-ADV BD & OPTCOM27829M1036,930500SH DFND300500
EATON VANCE TX ADV GLB DIV OCOM27828U106275,46911,383SH DFND40011,383
EATON VANCE TX ADV GLBL DIVCOM27828S10126,0441,553SH DFND4001,553
EATON VANCE TX ADV GLBL DIVCOM27828S10152,8763,153SH DFND3003,153
EATON VANCE TX MGD DIV EQ INCOM27828N102328,43429,456SH DFND40029,456
EATON VANCE TX MGD DIV EQ INCOM27828N10233,7063,023SH DFND3003,023
EATON VANCE TX MNG BY WRT OPCOM27828Y108187,44013,200SH DFND40013,200
EATON VANCE TX MNG BY WRT OPCOM27828Y10880,5975,676SH DFND3005,676
EATON VANCE TX MNG BY WRT OPCOM27828Y108262,27418,470SH DFND20018,470
EATON VANCE TXMGD GL BUYWR OCOM27829C1057,260600SH DFND400600
EATON VANCE TXMGD GL BUYWR OCOM27829C10548,2353,986SH DFND3003,986
EATON VANCE TXMGD GL BUYWR OCOM27829C1052,420200SH DFND200200
EBAY INCCOM27864210328,247,692511,363SH SOLE1511,36300
EBAY INCCOM278642103114,0152,064SH DFND4002,064
EBAY INCCOM278642103991,17117,943SH DFND30017,943
EBAY INCCOM278642103148,4852,688SH DFND2002,688
EBIX INCCOM278715206415,91124,365SH SOLE124,36500
EBIX INCCOM27871520615,363900SH DFND400900
ECHO GLOBAL LOGISTICS INCCOM27875T101221,87412,111SH SOLE112,11100
ECHOSTAR CORP ACOM27876810674,0981,558SH SOLE11,55800
ECOLAB INCCOM27886510011,417,567105,728SH SOLE1105,72800
ECOLAB INCCOM27886510029,157270SH DFND400270
ECOLAB INCCOM27886510037,797350SH DFND300350
ECOLAB INCCOM27886510031,965296SH DFND200296
E-COMMERCE CHINA DANGDANG INCOM26833A10510,052700SH DFND300700
E-COMMERCE CHINA DANGDANG INCOM26833A1059,334650SH DFND200650
ECOPETROL S ACOM2791581091,34633SH DFND40033
ECOPETROL S ACOM279158109359,0748,803SH DFND3008,803
EDISON INTERNATIONALCOM2810201076,900,080121,888SH SOLE1121,88800
EDISON INTLCOM28102010734,532610SH DFND400610
EDISON INTLCOM28102010791,6491,619SH DFND3001,619
EDISON INTLCOM28102010772,6871,284SH DFND2001,284
EDUCATION MANAGEMENT CORPCOM28140M10379,97516,422SH SOLE116,42200
EDUCATION REALTY TRUST INCCOM28140H104765,24177,532SH SOLE177,53200
EDUCATIONAL DEV CORPCOM28147910545,47412,562SH DFND30012,562
EDWARDS LIFESCIENCES CORPCOM28176E1082,845,31038,362SH SOLE138,36200
EDWARDS LIFESCIENCES CORPCOM28176E108134,5441,814SH DFND4001,814
EDWARDS LIFESCIENCES CORPCOM28176E10882,3291,110SH DFND3001,110
EDWARDS LIFESCIENCES CORPCOM28176E1084,89566SH DFND20066
EGA EMERGING GLOBAL SHS TRCOM2684617791,376,93451,901SH DFND40051,901
EGA EMERGING GLOBAL SHS TRCOM26846184513712SH DFND40012
EGA EMERGING GLOBAL SHS TRCOM26846177926,6101,003SH DFND3001,003
EGA EMERGING GLOBAL SHS TRCOM26846182916,3371,009SH DFND2001,009
EGA EMERGING GLOBAL SHS TRCOM26846177920,004754SH DFND200754
EGAIN CORPCOM28225C80662,7498,888SH SOLE18,88800
EGAIN CORPCOM28225C80614,4732,050SH DFND4002,050
EHEALTH INCCOM28238P109731,77414,405SH SOLE114,40500
EHEALTH INCCOM28238P109775,36015,263SH DFND30015,263
EINSTEIN NOAH REST GROUP INCCOM28257U104158,9769,658SH DFND2009,658
EINSTEIN NOAH RESTAURANT GCOM28257U10472,3754,397SH SOLE14,39700
EL PASO ELECTRIC COCOM2836778541,122,88731,427SH SOLE131,42700
EL PASO PIPELINE PARTNERS LCOM28370210836,5901,204SH DFND4001,204
EL PASO PIPELINE PARTNERS LCOM28370210830,3901,000SH DFND3001,000
EL PASO PIPELINE PARTNERS LCOM28370210826,743880SH DFND200880
ELDORADO GOLD CORP NEWCOM2849021037,8121,400SH DFND4001,400
ELDORADO GOLD CORP NEWCOM28490210379,03014,163SH DFND30014,163
ELDORADO GOLD CORP NEWCOM2849021035,8091,041SH DFND2001,041
ELECTRO RENT CORPCOM285218103224,55412,766SH SOLE112,76600
ELECTRO SCIENTIFIC INDS INCOM285229100184,91418,773SH SOLE118,77300
ELECTRONIC ARTS INCCOM2855121093,085,330106,354SH SOLE1106,3540