SEC FORM 13F-HR

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

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

FORM 13F COVER PAGE

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

Report for the Calendar Year or Quarter Ended:06-30-2014
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 YorkNY08-08-2014
[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:10,049
Form 13F Information Table Value Total:22,670,624
(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 ACOM68243Q10694,29116,257SH SOLE116,25700
1ST CONSTITUTION BANCORPCOM31986N10296,1589,483SH DFND4009,483
1ST SOURCE CORPCOM336901103300,3829,810SH SOLE19,81000
1ST SOURCE CORPCOM3369011031,07235SH DFND30035
1ST UNITED BANCORP INC FLACOM33740N1054,310500SH DFND300500
1ST UNITED BANCORP INC/NORCOM33740N105166,50419,316SH SOLE119,31600
21VIANET GROUP INCCOM90138A1038,991300SH DFND400300
22ND CENTURY GROUP INCCOM90137F10382,54326,887SH SOLE126,88700
22ND CENTY GROUP INCCOM90137F10384,42527,500SH DFND30027,500
2U INCCOM90214J101112,8296,712SH SOLE16,71200
3-D SYS CORP DELCOM88554D205311,5585,210SH DFND2005,210
3-D SYS CORP DELCOM88554D20562,9101,052SH DFND4001,052
3-D SYS CORP DELCOM88554D2051,339,22122,395SH DFND30022,395
3D SYSTEMS CORPCOM88554D20512,184,429203,753SH SOLE1203,75300
3M COCOM88579Y10129,830,589208,256SH SOLE1208,25600
3M COCOM88579Y1011,044,2967,291SH DFND2007,291
3M COCOM88579Y101379,7292,651SH DFND4002,651
3M COCOM88579Y101850,3155,936SH DFND3005,936
8X8 INCCOM282914100540,88366,941SH SOLE166,94100
8X8 INC NEWCOM28291410016,1602,000SH DFND2002,000
A10 NETWORKS INCCOM002121101110,6438,319SH SOLE18,31900
AAON INCCOM000360206719,57421,467SH SOLE121,46700
AAR CORPCOM000361105832,64330,212SH SOLE130,21200
AARON S INCCOM0025353005,157,750144,718SH SOLE1144,71800
AARONS INCCOM0025353002,95883SH DFND20083
AASTROM BIOSCIENCES INCCOM00253U4042,247548SH DFND200548
AASTROM BIOSCIENCES INCCOM00253U40420550SH DFND30050
ABAXIS INCCOM002567105753,27017,000SH SOLE117,00000
ABAXIS INCCOM0025671058,862200SH DFND200200
ABB LTDCOM00037520410,704465SH DFND200465
ABB LTDCOM00037520434,5301,500SH DFND4001,500
ABB LTDCOM00037520417,452758SH DFND300758
ABBOTT LABORATORIESCOM00282410020,631,146504,429SH SOLE1504,42900
ABBOTT LABSCOM0028241001,420,54734,732SH DFND20034,732
ABBOTT LABSCOM002824100670,82316,402SH DFND40016,402
ABBOTT LABSCOM002824100404,2339,883SH DFND3009,883
ABBVIE INCCOM00287Y10941,174,109729,520SH SOLE1729,52000
ABBVIE INCCOM00287Y1091,476,44726,160SH DFND20026,160
ABBVIE INCCOM00287Y109940,25016,659SH DFND40016,659
ABBVIE INCCOM00287Y109549,7249,740SH DFND3009,740
ABERCROMBIE & FITCH COCOM00289620715,138350SH DFND400350
ABERCROMBIE & FITCH COCOM00289620769216SH DFND30016
ABERCROMBIE + FITCH CO CLCOM0028962076,319,604146,118SH SOLE1146,11800
ABERDEEN ASIA PACIFIC INCOMCOM0030091076,2801,000SH DFND4001,000
ABERDEEN ASIA PACIFIC INCOMCOM00300910730,9354,926SH DFND3004,926
ABERDEEN AUSTRALIA EQTY FD ICOM00301110318,1602,000SH DFND3002,000
ABERDEEN CHILE FD INCCOM00301W1053,178314SH DFND400314
ABERDEEN GLOBAL INCOME FD INCOM003013109363SH DFND3003
ABERDEEN GLOBAL INCOME FD INCOM0030131094,882408SH DFND200408
ABERDEEN GTR CHINA FD INCCOM0030311015,925567SH DFND400567
ABERDEEN ISRAEL FUND INCCOM00301L10917,8801,000SH DFND3001,000
ABERDEEN ISRAEL FUND INCCOM00301L1095,275295SH DFND200295
ABIOMED INCCOM003654100754,32630,005SH SOLE130,00500
ABM INDS INCCOM000957100114,9624,261SH DFND3004,261
ABM INDUSTRIES INCCOM0009571001,139,60842,239SH SOLE142,23900
ABRAXAS PETE CORPCOM003830106695111SH DFND300111
ABRAXAS PETROLEUM CORPCOM003830106337,01353,836SH SOLE153,83600
ACACIA RESEARCH CORPCOM003881307581,27732,748SH SOLE132,74800
ACADIA HEALTHCARE CO INCCOM00404A1091,082,30923,787SH SOLE123,78700
ACADIA HEALTHCARE COMPANY INCOM00404A1097,963175SH DFND400175
ACADIA HEALTHCARE COMPANY INCOM00404A1094,550100SH DFND300100
ACADIA PHARMACEUTICALS INCCOM0042251081,164,31151,541SH SOLE151,54100
ACADIA PHARMACEUTICALS INCCOM00422510842919SH DFND40019
ACADIA PHARMACEUTICALS INCCOM0042251089,036400SH DFND300400
ACADIA REALTY TRUSTCOM0042391091,230,59543,809SH SOLE143,80900
ACCELERATE DIAGNOSTICS INCCOM00430H102386,15214,852SH SOLE114,85200
ACCELERON PHARMA INCCOM00434H108365,51710,760SH SOLE110,76000
ACCENTURE PLC CL ACOMG1151C101313,935,2693,883,415SH SOLE13,883,41500
ACCENTURE PLC IRELANDCOMG1151C10178,900976SH DFND200976
ACCENTURE PLC IRELANDCOMG1151C10147,776591SH DFND400591
ACCENTURE PLC IRELANDCOMG1151C101107,8411,334SH DFND3001,334
ACCESS MIDSTREAM PARTNERS LCOM00434L1096,355100SH DFND400100
ACCESS MIDSTREAM PARTNERS LCOM00434L1091032SH DFND3002
ACCO BRANDS CORPCOM00081T108478,43074,638SH SOLE174,63800
ACCO BRANDS CORPCOM00081T108325SH DFND4005
ACCURAY INCCOM004397105441,88350,214SH SOLE150,21400
ACCURIDE CORPCOM00439T206123,10125,174SH SOLE125,17400
ACE LTDCOMH0023R10518,616,535179,523SH SOLE1179,52300
ACE LTDCOMH0023R10594,782914SH DFND200914
ACE LTDCOMH0023R10528,414274SH DFND400274
ACE LTDCOMH0023R105211,9632,044SH DFND3002,044
ACELRX PHARMACEUTICALS INCCOM00444T100166,20416,215SH SOLE116,21500
ACELRX PHARMACEUTICALS INCCOM00444T10015,4471,507SH DFND2001,507
ACETO CORPCOM004446100394,49121,747SH SOLE121,74700
ACHAOGEN INCCOM00444910463,0154,514SH SOLE14,51400
ACHILLION PHARMACEUTICALSCOM00448Q201479,31763,318SH SOLE163,31800
ACI WORLDWIDE INCCOM0044981015,565,24699,682SH SOLE199,68200
ACORDA THERAPEUTICS INCCOM00484M1061,071,91131,798SH SOLE131,79800
ACORDA THERAPEUTICS INCCOM00484M10684325SH DFND40025
ACORDA THERAPEUTICS INCCOM00484M1066,742200SH DFND300200
ACTAVIS PLCCOMG0083B108128,923578SH DFND200578
ACTAVIS PLCCOMG0083B10842,603191SH DFND400191
ACTAVIS PLCCOMG0083B1081,257,5565,638SH DFND3005,638
ACTAVIS PLC W/ICOMG0083B10813,635,04761,130SH SOLE161,13000
ACTINIUM PHARMACEUTICALS ICOM00507W10793,54212,956SH SOLE112,95600
ACTIVE POWER INCCOM00504W3082,7741,005SH DFND2001,005
ACTIVISION BLIZZARD INCCOM00507V1093,550,918159,234SH SOLE1159,23400
ACTIVISION BLIZZARD INCCOM00507V10938,8021,740SH DFND2001,740
ACTIVISION BLIZZARD INCCOM00507V10931,2201,400SH DFND4001,400
ACTIVISION BLIZZARD INCCOM00507V109122,7395,504SH DFND3005,504
ACTUANT CORPCOM00508X2033,35397SH DFND40097
ACTUANT CORPCOM00508X2036,914200SH DFND300200
ACTUANT CORP ACOM00508X2031,874,48954,223SH SOLE154,22300
ACTUATE CORPCOM00508B102143,71130,128SH SOLE130,12800
ACUITY BRANDS INCCOM00508Y10211,898,62586,066SH SOLE186,06600
ACUITY BRANDS INCCOM00508Y1026,36046SH DFND30046
ACXIOM CORPCOM0051251094,387,215202,269SH SOLE1202,26900
ADAMAS PHARMACEUTICALS INCCOM00548A10634,9331,911SH SOLE11,91100
ADAMS RESOURCES + ENERGY ICOM006351308108,9911,395SH SOLE11,39500
ADDUS HOMECARE CORPCOM00673910692,8874,132SH SOLE14,13200
ADECOAGRO S ACOML0084910637,7604,000SH DFND2004,000
ADECOAGRO S ACOML008491064,720500SH DFND400500
ADEPT TECHNOLOGY INCCOM0068542027,343700SH DFND400700
ADMINISTRADORA FONDOS PENSIOCOM00709P1085,16956SH DFND20056
ADOBE SYS INCCOM00724F1018,394116SH DFND200116
ADOBE SYS INCCOM00724F1018,104112SH DFND400112
ADOBE SYS INCCOM00724F10143,633603SH DFND300603
ADOBE SYSTEMS INCCOM00724F10115,313,836211,634SH SOLE1211,63400
ADT CORP/THECOM00101J1062,639,96275,557SH SOLE175,55700
ADTRAN INCCOM00738A1063,345,355148,287SH SOLE1148,28700
ADVANCE AUTO PARTS INCCOM00751Y10619,831,081146,984SH SOLE1146,98400
ADVANCE AUTO PARTS INCCOM00751Y1066,74650SH DFND20050
ADVANCE AUTO PARTS INCCOM00751Y10672,587538SH DFND300538
ADVANCED EMISSIONS SOLUTIOCOM00770C101325,92714,214SH SOLE114,21400
ADVANCED ENERGY INDUSTRIESCOM007973100597,30831,029SH SOLE131,02900
ADVANCED MICRO DEVICESCOM0079031075,403,6801,289,661SH SOLE11,289,66100
ADVANCED MICRO DEVICES INCCOM0079031071,148,047273,997SH DFND200273,997
ADVANCED MICRO DEVICES INCCOM00790310710,4752,500SH DFND4002,500
ADVANCED MICRO DEVICES INCCOM00790310712,0762,882SH DFND3002,882
ADVANCED SEMICONDUCTOR ENGRCOM00756M4042,925450SH DFND200450
ADVANCED SEMICONDUCTOR ENGRCOM00756M4043,094476SH DFND400476
ADVENT CLAY CONV SEC INC FDCOM007639107142,40718,591SH DFND40018,591
ADVENT CLAY CONV SEC INC FDCOM0076391073,830500SH DFND200500
ADVENT CLAYMORE CV SECS & INCOM00764C109106,1455,634SH DFND4005,634
ADVENT CLAYMORE CV SECS & INCOM00764C10918,8401,000SH DFND3001,000
ADVENT CLAYMORE CV SECS & INCOM00764C1093,768200SH DFND200200
ADVENT CLAYMORE ENH GRW & INCOM00765E104124,63012,100SH DFND40012,100
ADVENT SOFTWARE INCCOM0079741083,710,993113,939SH SOLE1113,93900
ADVISORSHARES TRCOM00768Y5031,667,33131,282SH DFND20031,282
ADVISORSHARES TRCOM00768Y8839,801832SH DFND200832
ADVISORSHARES TRCOM00768Y50313,325250SH DFND400250
ADVISORSHARES TRCOM00768Y81881,9841,600SH DFND4001,600
ADVISORSHARES TRCOM00768Y50357,8841,086SH DFND3001,086
ADVISORY BOARD CO/THECOM00762W1071,240,24723,943SH SOLE123,94300
AECOM TECHNOLOGY CORPCOM00766T1006,424,737199,526SH SOLE1199,52600
AEGERION PHARMACEUTICALS ICOM00767E102618,88819,286SH SOLE119,28600
AEGION CORPCOM00770F104674,73728,996SH SOLE128,99600
AEGION CORPCOM00770F104116,3505,000SH DFND2005,000
AEGION CORPCOM00770F104238,75010,260SH DFND40010,260
AEGON N VCOM00792410325429SH DFND20029
AEGON N VCOM007924103354SH DFND3004
AEP INDUSTRIES INCCOM001031103102,3782,936SH SOLE12,93600
AERCAP HOLDINGS NVCOMN009851064,580100SH DFND400100
AERIE PHARMACEUTICALS INCCOM00771V108170,2446,873SH SOLE16,87300
AEROFLEX HOLDING CORPCOM007767106135,76512,930SH SOLE112,93000
AEROHIVE NETWORKS INCCOM00778610651,2276,232SH SOLE16,23200
AEROPOSTALECOM0078651083,4901,000SH DFND2001,000
AEROPOSTALE INCCOM007865108209,55460,044SH SOLE160,04400
AEROVIRONMENT INCCOM008073108464,94814,621SH SOLE114,62100
AEROVIRONMENT INCCOM0080731086,360200SH DFND400200
AEROVIRONMENT INCCOM0080731085,088160SH DFND300160
AES CORPCOM00130H1055,757,730370,272SH SOLE1370,27200
AES CORPCOM00130H10520,5731,323SH DFND4001,323
AES CORPCOM00130H10544,3022,849SH DFND3002,849
AES TR IIICOM00808N20231,104600SH DFND400600
AES TR IIICOM00808N20251,8401,000SH DFND3001,000
AETNA INCCOM00817Y10812,236,999150,925SH SOLE1150,92500
AETNA INC NEWCOM00817Y108338,9144,180SH DFND2004,180
AETNA INC NEWCOM00817Y108178,6312,203SH DFND4002,203
AFFILIATED MANAGERS GROUPCOM00825210823,062,928112,283SH SOLE1112,28300
AFFILIATED MANAGERS GROUPCOM0082521087,39436SH DFND40036
AFFILIATED MANAGERS GROUPCOM0082521084,10820SH DFND30020
AFFYMETRIX INCCOM00826T108494,90655,545SH SOLE155,54500
AFFYMETRIX INCCOM00826T10880,4849,033SH DFND2009,033
AFFYMETRIX INCCOM00826T1081,782200SH DFND400200
AFLAC INCCOM00105510212,161,720195,369SH SOLE1195,36900
AFLAC INCCOM001055102352,3885,661SH DFND2005,661
AFLAC INCCOM001055102303,0494,868SH DFND4004,868
AFLAC INCCOM00105510220,441328SH DFND300328
AG MORTGAGE INVESTMENT TRUCOM001228105351,47318,567SH SOLE118,56700
AG MTG INVT TR INCCOM0012281055,679300SH DFND300300
AGCO CORPCOM00108410211,693,648207,998SH SOLE1207,99800
AGCO CORPCOM0010841026,578117SH DFND400117
AGCO CORPCOM00108410271,4481,271SH DFND3001,271
AGENUS INCCOM00847G705131,08940,711SH SOLE140,71100
AGENUS INCCOM00847G70562SH DFND2002
AGENUS INCCOM00847G705483150SH DFND400150
AGILENT TECHNOLOGIES INCCOM00846U1017,868,189136,981SH SOLE1136,98100
AGILENT TECHNOLOGIES INCCOM00846U101185,7693,234SH DFND2003,234
AGILENT TECHNOLOGIES INCCOM00846U10112,981226SH DFND400226
AGILENT TECHNOLOGIES INCCOM00846U10134,464600SH DFND300600
AGILYSYS INCCOM00847J105156,78111,135SH SOLE111,13500
AGIOS PHARMACEUTICALS INCCOM00847X104406,7908,878SH SOLE18,87800
AGL RES INCCOM001204106456,3648,293SH DFND2008,293
AGL RES INCCOM001204106150,3972,733SH DFND4002,733
AGL RES INCCOM001204106201,1323,655SH DFND3003,655
AGL RESOURCES INCCOM0012041064,526,71382,259SH SOLE182,25900
AGNICO EAGLE MINES LTDCOM008474959152,1363,973SH SOLE13,97300
AGNICO EAGLE MINES LTDCOM00847410821,065550SH DFND400550
AGNICO EAGLE MINES LTDCOM008474108486,87012,712SH DFND30012,712
AGREE REALTY CORPCOM008492100345,40811,426SH SOLE111,42600
AGREE REALTY CORPCOM008492100143,9884,763SH DFND2004,763
AGREE REALTY CORPCOM00849210015,115500SH DFND300500
AGRIUM INCCOM008916959252,5622,757SH SOLE12,75700
AGRIUM INCCOM00891610852,412572SH DFND200572
AGRIUM INCCOM008916108219,2712,393SH DFND4002,393
AH BELO CORP ACOM001282102145,75512,300SH SOLE112,30000
AIR LEASE CORPCOM00912X302137,1903,556SH SOLE13,55600
AIR LEASE CORPCOM00912X3025,401140SH DFND200140
AIR LEASE CORPCOM00912X3025,285137SH DFND300137
AIR METHODS CORPCOM0091283071,521,86729,465SH SOLE129,46500
AIR METHODS CORPCOM00912830718,078350SH DFND400350
AIR METHODS CORPCOM0091283074,64990SH DFND30090
AIR PRODS & CHEMS INCCOM009158106467,4053,634SH DFND2003,634
AIR PRODS & CHEMS INCCOM0091581066,43150SH DFND40050
AIR PRODS & CHEMS INCCOM009158106146,3701,138SH DFND3001,138
AIR PRODUCTS + CHEMICALS ICOM00915810621,815,238169,610SH SOLE1169,61000
AIR TRANSPORT SERVICES GROCOM00922R105286,12034,184SH SOLE134,18400
AIRCASTLE LTDCOMG0129K104751,26242,277SH SOLE142,27700
AIRCASTLE LTDCOMG0129K1043,696208SH DFND300208
AIRGAS INCCOM0093631025,006,26645,967SH SOLE145,96700
AIRGAS INCCOM0093631021501SH DFND2001
AK STEEL HOLDING CORPCOM001547108830,889104,383SH SOLE1104,38300
AK STL HLDG CORPCOM0015471089,4491,187SH DFND3001,187
AKAMAI TECHNOLOGIES INCCOM00971T1014,646,30076,094SH SOLE176,09400
AKAMAI TECHNOLOGIES INCCOM00971T10111,907195SH DFND200195
AKAMAI TECHNOLOGIES INCCOM00971T10116,914277SH DFND400277
AKAMAI TECHNOLOGIES INCCOM00971T1011,64927SH DFND30027
AKEBIA THERAPEUTICS INCCOM00972D105142,3965,124SH SOLE15,12400
AKERS BIOSCIENCES INCCOM00973E1022,130500SH DFND200500
AKORN INCCOM0097281061,616,68248,622SH SOLE148,62200
AKORN INCCOM0097281061,79654SH DFND30054
ALAMO GROUP INCCOM011311107252,4384,667SH SOLE14,66700
ALASKA AIR GROUP INCCOM01165910913,020,614136,987SH SOLE1136,98700
ALASKA AIR GROUP INCCOM011659109337,9033,555SH DFND2003,555
ALASKA AIR GROUP INCCOM0116591094,27745SH DFND40045
ALASKA AIR GROUP INCCOM011659109278,3442,928SH DFND3002,928
ALBANY INTL CORP CL ACOM012348108816,44421,508SH SOLE121,50800
ALBANY MOLECULAR RESEARCHCOM012423109351,99917,495SH SOLE117,49500
ALBEMARLE CORPCOM01265310111,642,345162,830SH SOLE1162,83000
ALBEMARLE CORPCOM0126531016,36489SH DFND20089
ALCATEL-LUCENTCOM0139043058,8892,497SH DFND2002,497
ALCATEL-LUCENTCOM0139043051,851520SH DFND400520
ALCATEL-LUCENTCOM0139043058,1562,291SH DFND3002,291
ALCOA INCCOM0138171016,491,057435,934SH SOLE1435,93400
ALCOA INCCOM013817101670,58645,036SH DFND20045,036
ALCOA INCCOM01381710127,6951,860SH DFND4001,860
ALCOA INCCOM013817101144,3049,691SH DFND3009,691
ALDER BIOPHARMACEUTICALS ICOM014339105105,0265,233SH SOLE15,23300
ALERE INCCOM01449J105111,4742,979SH SOLE12,97900
ALERE INCCOM01449J1051,12330SH DFND30030
ALERE INCBOND01449JAA325,45823PRN DFND20023
ALEXANDER + BALDWIN INCCOM0144911044,830,334116,534SH SOLE1116,53400
ALEXANDER S INCCOM014752109508,3911,376SH SOLE11,37600
ALEXANDRIA REAL ESTATE EQ INCOM01527110925,000322SH DFND400322
ALEXANDRIA REAL ESTATE EQUCOM01527110911,183,188144,039SH SOLE1144,03900
ALEXCO RESOURCE CORPCOM01535P1066,3005,000SH DFND3005,000
ALEXION PHARMACEUTICALS INCOM01535110913,122,50083,984SH SOLE183,98400
ALEXION PHARMACEUTICALS INCCOM01535110983,281533SH DFND200533
ALEXION PHARMACEUTICALS INCCOM01535110911,09471SH DFND40071
ALEXION PHARMACEUTICALS INCCOM01535110928,438182SH DFND300182
ALICO INCCOM01623010471,2681,901SH SOLE11,90100
ALIGN TECHNOLOGY INCCOM0162551018,028,515143,264SH SOLE1143,26400
ALIGN TECHNOLOGY INCCOM0162551013,19457SH DFND40057
ALIGN TECHNOLOGY INCCOM0162551016,445115SH DFND300115
ALIMERA SCIENCES INCCOM016259103102,58117,154SH SOLE117,15400
ALKERMES PLCCOMG01767105147,2152,925SH SOLE12,92500
ALKERMES PLCCOMG0176710587,0211,729SH DFND2001,729
ALKERMES PLCCOMG0176710556,2191,117SH DFND4001,117
ALLEGHANY CORPCOM01717510014,500,89633,098SH SOLE133,09800
ALLEGHANY CORP DELCOM0171751003,5058SH DFND4008
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,819,28940,339SH SOLE140,33900
ALLEGHENY TECHNOLOGIES INCCOM01741R10236,578811SH DFND200811
ALLEGHENY TECHNOLOGIES INCCOM01741R1024,961110SH DFND400110
ALLEGHENY TECHNOLOGIES INCCOM01741R102201,5104,468SH DFND3004,468
ALLEGIANT TRAVEL COCOM01748X1021,245,41810,575SH SOLE110,57500
ALLEGION PLCCOMG0176J1091,776,01131,334SH SOLE131,33400
ALLEGION PUB LTD COCOMG0176J1096,348112SH DFND200112
ALLEGION PUB LTD COCOMG0176J1095,668100SH DFND400100
ALLEGION PUB LTD COCOMG0176J10990716SH DFND30016
ALLERGAN INCCOM01849010218,674,442110,356SH SOLE1110,35600
ALLERGAN INCCOM01849010238,413227SH DFND200227
ALLERGAN INCCOM01849010296,963573SH DFND400573
ALLERGAN INCCOM018490102295,2891,745SH DFND3001,745
ALLETE INCCOM0185223001,639,34931,925SH SOLE131,92500
ALLIANCE CALIF MUN INCOME FDCOM01854610124,2021,839SH DFND3001,839
ALLIANCE DATA SYSTEMS CORPCOM0185811085,898,93820,974SH SOLE120,97400
ALLIANCE DATA SYSTEMS CORPCOM01858110895,625340SH DFND200340
ALLIANCE DATA SYSTEMS CORPCOM0185811085,06318SH DFND40018
ALLIANCE DATA SYSTEMS CORPCOM01858110840,219143SH DFND300143
ALLIANCE FIBER OPTIC PRODS ICOM018680306614,27833,938SH DFND20033,938
ALLIANCE FIBER OPTIC PRODS ICOM01868030694,5915,226SH DFND3005,226
ALLIANCE FIBER OPTIC PRODUCOM018680306149,0358,234SH SOLE18,23400
ALLIANCE HEALTHCARE SERVICCOM01860630188,1553,265SH SOLE13,26500
ALLIANCE HOLDINGS GP LPCOM01861G1003,24050SH DFND20050
ALLIANCE HOLDINGS GP LPCOM01861G10019,437300SH DFND300300
ALLIANCE NEW YORK MUN INC FDCOM01871410525,8892,027SH DFND3002,027
ALLIANCE ONE INTERNATIONALCOM018772103166,58066,632SH SOLE166,63200
ALLIANCE RES PARTNER L PCOM01877R108324,2186,950SH DFND2006,950
ALLIANCE RES PARTNER L PCOM01877R10860,6451,300SH DFND4001,300
ALLIANCE RES PARTNER L PCOM01877R10827,215583SH DFND300583
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106147,96810,297SH DFND40010,297
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106298,66820,784SH DFND30020,784
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106103,5204,000SH DFND2004,000
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106416,87816,108SH DFND40016,108
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10618,116700SH DFND300700
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101133,50617,753SH DFND40017,753
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101148,20019,707SH DFND30019,707
ALLIANCEBERNSTEIN INCOME FUNCOM01881E10168,4329,100SH DFND2009,100
ALLIANCEBERNSTEIN NATL MUNICOM01864U10627,8402,000SH DFND4002,000
ALLIANCEBERNSTEIN NATL MUNICOM01864U10658,3694,193SH DFND3004,193
ALLIANT ENERGY CORPCOM01880210813,573,119223,022SH SOLE1223,02200
ALLIANT ENERGY CORPCOM01880210816,942278SH DFND200278
ALLIANT ENERGY CORPCOM01880210846,497764SH DFND400764
ALLIANT TECHSYSTEMS INCCOM0188041048,576,90664,045SH SOLE164,04500
ALLIANT TECHSYSTEMS INCCOM01880410417,056127SH DFND200127
ALLIANT TECHSYSTEMS INCCOM01880410487,718655SH DFND300655
ALLIANZGI CONV & INCOME FDCOM0188281034,236400SH DFND400400
ALLIANZGI CONV & INCOME FDCOM01882810355,4245,234SH DFND3005,234
ALLIANZGI CONV & INCOME FDCOM01882810314,5611,375SH DFND2001,375
ALLIANZGI CONV & INCOME FD ICOM01882510928,7102,871SH DFND4002,871
ALLIANZGI CONV & INCOME FD ICOM01882510955,3505,535SH DFND3005,535
ALLIANZGI EQUITY & CONV INCOCOM01882910136,3601,800SH DFND4001,800
ALLIANZGI EQUITY & CONV INCOCOM0188291014,040200SH DFND200200
ALLIANZGI NFJ DIVID INT & PRCOM01883A10785,2474,532SH DFND4004,532
ALLIANZGI NFJ DIVID INT & PRCOM01883A107439,87223,385SH DFND30023,385
ALLIANZGI NFJ DIVID INT & PRCOM01883A1075,643300SH DFND200300
ALLIED MOTION TECHNOLOGIES ICOM019330109105,8057,307SH DFND2007,307
ALLIED NEVADA GOLD CORPCOM019344100256,35768,180SH SOLE168,18000
ALLIED NEVADA GOLD CORPCOM0193441003,7601,000SH DFND2001,000
ALLIED NEVADA GOLD CORPCOM01934410010,2462,725SH DFND4002,725
ALLIED WORLD ASSURANCE COCOMH01531104135,1613,555SH SOLE13,55500
ALLIED WRLD ASSUR COM HLDG ACOMH015311043,878102SH DFND400102
ALLIED WRLD ASSUR COM HLDG ACOMH0153110422,812600SH DFND300600
ALLISON TRANSMISSION HLDGS ICOM01973R1013,110100SH DFND300100
ALLISON TRANSMISSION HOLDICOM01973R10173,8002,373SH SOLE12,37300
ALLOT COMMUNICATIONS LTDCOMM0854Q1059,827753SH DFND200753
ALLOT COMMUNICATIONS LTDCOMM0854Q10514,6811,125SH DFND4001,125
ALLSCRIPTS HEALTHCARE SOLUCOM01988P1085,145,742320,607SH SOLE1320,60700
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10832,1002,000SH DFND2002,000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10812,278765SH DFND400765
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10811,235700SH DFND300700
ALLSTATE CORPCOM02000210114,133,376240,691SH SOLE1240,69100
ALLSTATE CORPCOM020002101146,8002,500SH DFND2002,500
ALLSTATE CORPCOM020002101735,98312,534SH DFND40012,534
ALLSTATE CORPCOM02000210198,0621,670SH DFND3001,670
ALLY FINANCIAL INCCOM02005N100126,1735,277SH SOLE15,27700
ALMOST FAMILY INCCOM020409108141,0476,388SH SOLE16,38800
ALNYLAM PHARMACEUTICALS INCOM02043Q10785,5321,354SH SOLE11,35400
ALON USA ENERGY INCCOM020520102213,08517,129SH SOLE117,12900
ALPHA + OMEGA SEMICONDUCTOCOMG6331P104131,04114,136SH SOLE114,13600
ALPHA NATURAL RESOURCES INCOM02076X102537,186144,794SH SOLE1144,79400
ALPHA NATURAL RESOURCES INCCOM02076X10220,3315,480SH DFND2005,480
ALPHA NATURAL RESOURCES INCCOM02076X1025,5651,500SH DFND3001,500
ALPINE GLOBAL PREMIER PPTYSCOM02083A103492,15066,149SH DFND40066,149
ALPINE GLOBAL PREMIER PPTYSCOM02083A103145,25719,524SH DFND30019,524
ALPINE TOTAL DYNAMIC DIVID FCOM021060207327,81036,750SH DFND40036,750
ALPINE TOTAL DYNAMIC DIVID FCOM02106020725,5792,868SH DFND3002,868
ALPINE TOTAL DYNAMIC DIVID FCOM0210602074,567512SH DFND200512
ALPS ETF TRCOM00162Q8664,587,866241,467SH DFND200241,467
ALPS ETF TRCOM00162Q8661,215,17663,957SH DFND40063,957
ALPS ETF TRCOM00162Q858280,5387,497SH DFND4007,497
ALPS ETF TRCOM00162Q10623,591550SH DFND400550
ALPS ETF TRCOM00162Q6765,757190SH DFND400190
ALPS ETF TRCOM00162Q8661,697,13589,323SH DFND30089,323
ALPS ETF TRCOM00162Q85832,855878SH DFND300878
ALPS ETF TRCOM00162Q66825,578950SH DFND300950
ALPS ETF TRCOM00162Q20545,358828SH DFND300828
ALPS ETF TRCOM00162Q71825,187800SH DFND300800
ALPS ETF TRCOM00162Q10668,6291,600SH DFND3001,600
ALPS ETF TRCOM00162Q7831,203,72647,242SH DFND20047,242
ALTAGAS LTDCOM021361951553,74512,039SH SOLE112,03900
ALTERA CORPCOM0214411005,008,186144,079SH SOLE1144,07900
ALTERA CORPCOM02144110011,332326SH DFND200326
ALTERA CORPCOM0214411001,63447SH DFND40047
ALTERA CORPCOM0214411009,629277SH DFND300277
ALTISOURCE ASSET MANAGEMENCOM02153X108666,661922SH SOLE192200
ALTISOURCE ASSET MGMT CORPCOM02153X10867,24593SH DFND40093
ALTISOURCE PORTFOLIO SOLCOML0175J1041,093,5529,544SH SOLE19,54400
ALTISOURCE RESIDENTIAL CORCOM02153W100972,50737,361SH SOLE137,36100
ALTISOURCE RESIDENTIAL CORPCOM02153W100839,31132,244SH DFND30032,244
ALTRA INDUSTRIAL MOTION COCOM02208R106644,32117,706SH SOLE117,70600
ALTRIA GROUP INCCOM02209S103334,744,5297,981,510SH SOLE17,981,51000
ALTRIA GROUP INCCOM02209S1032,150,97051,287SH DFND20051,287
ALTRIA GROUP INCCOM02209S1031,600,19638,154SH DFND40038,154
ALTRIA GROUP INCCOM02209S1034,644,497110,741SH DFND300110,741
ALZA CORPBOND02261WAB51,4381PRN DFND4001
AMAG PHARMACEUTICALS INCCOM00163U106297,04214,336SH SOLE114,33600
AMARIN CORP PLCCOM0231112061,408800SH DFND200800
AMARIN CORP PLCCOM02311120621,38412,150SH DFND40012,150
AMARIN CORP PLCCOM02311120634,72319,729SH DFND30019,729
AMAZON COM INCCOM023135106268,918828SH DFND200828
AMAZON COM INCCOM023135106568,0401,749SH DFND4001,749
AMAZON COM INCCOM0231351061,455,9894,483SH DFND3004,483
AMAZON.COM INCCOM02313510654,336,019167,301SH SOLE1167,30100
AMBAC FINANCIAL GROUP INCCOM023139884803,97929,439SH SOLE129,43900
AMBAC FINL GROUP INCCOM0231398849,668354SH DFND300354
AMBARELLA INCCOMG037AX101587,49418,842SH SOLE118,84200
AMBARELLA INCCOMG037AX101765,96824,566SH DFND20024,566
AMBARELLA INCCOMG037AX1017,795250SH DFND400250
AMBARELLA INCCOMG037AX10150,5121,620SH DFND3001,620
AMBER ROAD INCCOM02318Y10894,1515,837SH SOLE15,83700
AMBEV SACOM02319V1037,0401,000SH DFND2001,000
AMBEV SACOM02319V1033,520500SH DFND400500
AMC ENTERTAINMENT HLDS CLCOM00165C104342,48513,771SH SOLE113,77100
AMC NETWORKS INCCOM00164V1032,27537SH DFND20037
AMC NETWORKS INCCOM00164V1032,82946SH DFND40046
AMC NETWORKS INC ACOM00164V1037,239,525117,735SH SOLE1117,73500
AMDOCS LTDCOMG02602103267,3705,771SH SOLE15,77100
AMDOCS LTDCOMG0260210318,532400SH DFND400400
AMDOCS LTDCOMG026021036,486140SH DFND300140
AMEDISYS INCCOM023436108359,22421,459SH SOLE121,45900
AMEDISYS INCCOM02343610867040SH DFND40040
AMER NATL BNKSHS/DANVILLECOM027745108112,3665,171SH SOLE15,17100
AMER RLTY CAP HEALTHCAR TR ICOM02917R1081,305,431119,874SH DFND200119,874
AMER RLTY CAP HEALTHCAR TR ICOM02917R108865,31979,460SH DFND40079,460
AMER RLTY CAP HEALTHCAR TR ICOM02917R1081,254,382115,187SH DFND300115,187
AMERCOCOM02358610054,663188SH SOLE118800
AMERCOCOM0235861005,23418SH DFND20018
AMERCOCOM023586100101,766350SH DFND300350
AMEREN CORPCOM023608102363,0968,882SH DFND2008,882
AMEREN CORPCOM023608102878,23221,483SH DFND40021,483
AMEREN CORPCOM023608102102,6752,512SH DFND3002,512
AMEREN CORPORATIONCOM0236081023,690,07490,266SH SOLE190,26600
AMERESCO INCCOM02361E1083,515500SH DFND400500
AMERESCO INC CL ACOM02361E10891,33412,992SH SOLE112,99200
AMERICA FIRST MULTIFAMILY INCOM02364V10712,3412,050SH DFND2002,050
AMERICA FIRST MULTIFAMILY INCOM02364V10727,0904,500SH DFND3004,500
AMERICA MOVIL SAB DE CVCOM02364W105973,95546,938SH DFND20046,938
AMERICA MOVIL SAB DE CVCOM02364W105169,1868,154SH DFND4008,154
AMERICA MOVIL SAB DE CVCOM02364W10512,824618SH DFND300618
AMERICA S CAR MART INCCOM03062T105201,1515,086SH SOLE15,08600
AMERICAN AIRLS GROUP INCCOM02376R102230,3945,363SH DFND2005,363
AMERICAN AIRLS GROUP INCCOM02376R10221,953511SH DFND400511
AMERICAN AIRLS GROUP INCCOM02376R102618,79614,404SH DFND30014,404
AMERICAN ASSETS TRUST INCCOM024013104944,83927,347SH SOLE127,34700
AMERICAN AXLE & MFG HLDGS INCOM02406110347,2252,500SH DFND3002,500
AMERICAN AXLE + MFG HOLDINCOM024061103835,99644,256SH SOLE144,25600
AMERICAN CAMPUS CMNTYS INCCOM02483510011,472300SH DFND300300
AMERICAN CAMPUS COMMUNITIECOM0248351008,064,854210,901SH SOLE1210,90100
AMERICAN CAP LTDCOM02503Y1034,113269SH DFND200269
AMERICAN CAP LTDCOM02503Y1038,134532SH DFND400532
AMERICAN CAP LTDCOM02503Y10334,8792,281SH DFND3002,281
AMERICAN CAP MTG INVT CORPCOM02504A10494147SH DFND40047
AMERICAN CAPITAL AGENCY COCOM02503X105297,91612,726SH SOLE112,72600
AMERICAN CAPITAL AGENCY CORPCOM02503X105266,59311,388SH DFND20011,388
AMERICAN CAPITAL AGENCY CORPCOM02503X10521,935937SH DFND400937
AMERICAN CAPITAL AGENCY CORPCOM02503X105382,67516,347SH DFND30016,347
AMERICAN CAPITAL MORTGAGECOM02504A104669,74933,454SH SOLE133,45400
AMERICAN EAGLE ENERGY CORPCOM02554F300119,18319,897SH SOLE119,89700
AMERICAN EAGLE OUTFITTERSCOM02553E1065,216,593464,937SH SOLE1464,93700
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,122100SH DFND200100
AMERICAN EAGLE OUTFITTERS NECOM02553E10611,8031,052SH DFND3001,052
AMERICAN ELEC PWR INCCOM025537101623,10011,173SH DFND20011,173
AMERICAN ELEC PWR INCCOM025537101290,2835,205SH DFND4005,205
AMERICAN ELEC PWR INCCOM025537101893,85116,027SH DFND30016,027
AMERICAN ELECTRIC POWERCOM0255371019,143,826163,956SH SOLE1163,95600
AMERICAN EQTY INVT LIFE HLDCOM0256762063,247132SH DFND200132
AMERICAN EQUITY INVT LIFECOM0256762061,196,12648,623SH SOLE148,62300
AMERICAN EXPRESS COCOM02581610933,599,254354,161SH SOLE1354,16100
AMERICAN EXPRESS COCOM025816109479,8525,058SH DFND2005,058
AMERICAN EXPRESS COCOM025816109581,2286,127SH DFND4006,127
AMERICAN EXPRESS COCOM025816109525,2265,536SH DFND3005,536
AMERICAN FINANCIAL GROUP ICOM0259321048,563,596143,781SH SOLE1143,78100
AMERICAN FINL GROUP INC OHIOCOM0259321044,34873SH DFND40073
AMERICAN HOMES 4 RENTCOM02665T3066,482365SH DFND400365
AMERICAN HOMES 4 RENTCOM02665T306419,13623,600SH DFND30023,600
AMERICAN HOMES 4 RENT ACOM02665T30689,4935,039SH SOLE15,03900
AMERICAN INTERNATIONAL GROCOM02687478426,516,983485,837SH SOLE1485,83700
AMERICAN INTL GROUP INCCOM026874784730,22613,379SH DFND20013,379
AMERICAN INTL GROUP INCCOM026874784725,59713,294SH DFND40013,294
AMERICAN INTL GROUP INCCOM026874156149,4865,620SH DFND4005,620
AMERICAN INTL GROUP INCCOM0268747842,118,91838,822SH DFND30038,822
AMERICAN INTL GROUP INCCOM02687415628,0791,056SH DFND3001,056
AMERICAN INTL GROUP INCCOM0268741569,586360SH DFND200360
AMERICAN NATIONAL INSURANCCOM02859110530,035263SH SOLE126300
AMERICAN PUBLIC EDUCATIONCOM02913V103458,76713,344SH SOLE113,34400
AMERICAN RAILCAR INDS INCCOM02916P10322,493332SH DFND200332
AMERICAN RAILCAR INDS INCCOM02916P10313,554200SH DFND300200
AMERICAN RAILCAR INDUSTRIECOM02916P103418,9546,182SH SOLE16,18200
AMERICAN REALTY CAPITAL HECOM02917R1081,206,046110,748SH SOLE1110,74800
AMERICAN REALTY CAPITAL PRCOM02917T104680,09154,277SH SOLE154,27700
AMERICAN RESIDENTIAL PPTYS ICOM02927E30310,538562SH DFND200562
AMERICAN RESIDENTIAL PROPECOM02927E303394,59421,045SH SOLE121,04500
AMERICAN RLTY CAP PPTYS INCCOM02917T1047,564,076603,677SH DFND200603,677
AMERICAN RLTY CAP PPTYS INCCOM02917T1041,439,661114,897SH DFND400114,897
AMERICAN RLTY CAP PPTYS INCCOM02917T1043,698,027295,134SH DFND300295,134
AMERICAN SCIENCE & ENGR INCCOM0294291075,91585SH DFND20085
AMERICAN SCIENCE + ENGINEECOM029429107418,0276,007SH SOLE16,00700
AMERICAN SELECT PORTFOLIO INCOM02957010820,3301,900SH DFND3001,900
AMERICAN SELECT PORTFOLIO INCOM02957010815,8041,477SH DFND2001,477
AMERICAN SOFTWARE INCCOM0296831094,940500SH DFND300500
AMERICAN SOFTWARE INC CL ACOM029683109159,21616,115SH SOLE116,11500
AMERICAN STATES WATER COCOM029899101983,90729,609SH SOLE129,60900
AMERICAN STRATEGIC INCM PTFLCOM0300981071,488145SH DFND200145
AMERICAN STS WTR COCOM0298991016,646200SH DFND200200
AMERICAN STS WTR COCOM0298991011,19636SH DFND30036
AMERICAN SUPERCONDUCTOR CORPCOM0301111084,8903,000SH DFND2003,000
AMERICAN SUPERCONDUCTOR CORPCOM0301111082,4451,500SH DFND3001,500
AMERICAN TOWER CORPCOM03027X10015,030,169167,039SH SOLE1167,03900
AMERICAN TOWER CORP NEWCOM03027X10074,144824SH DFND200824
AMERICAN TOWER CORP NEWCOM03027X10053,088590SH DFND400590
AMERICAN TOWER CORP NEWCOM03027X100676,1887,515SH DFND3007,515
AMERICAN VANGUARD CORPCOM030371108284,79821,543SH SOLE121,54300
AMERICAN WATER WORKS CO INCOM030420103319,3486,458SH SOLE16,45800
AMERICAN WOODMARK CORPCOM030506109298,9099,379SH SOLE19,37900
AMERICAN WTR WKS CO INC NEWCOM0304201034,45190SH DFND20090
AMERICAN WTR WKS CO INC NEWCOM0304201037,714156SH DFND400156
AMERICAN WTR WKS CO INC NEWCOM030420103103,0542,084SH DFND3002,084
AMERIGAS PARTNERS L PCOM03097510697,7672,154SH DFND2002,154
AMERIGAS PARTNERS L PCOM030975106227,8855,021SH DFND4005,021
AMERIGAS PARTNERS L PCOM030975106875,61419,291SH DFND30019,291
AMERIPRISE FINANCIAL INCCOM03076C10610,120,20084,335SH SOLE184,33500
AMERIPRISE FINL INCCOM03076C1064,32036SH DFND20036
AMERIPRISE FINL INCCOM03076C1068,04067SH DFND40067
AMERIPRISE FINL INCCOM03076C10618,709156SH DFND300156
AMERIS BANCORPCOM03076K108354,81316,457SH SOLE116,45700
AMERISAFE INCCOM03071H100579,87314,258SH SOLE114,25800
AMERISOURCEBERGEN CORPCOM03073E1057,390,394101,712SH SOLE1101,71200
AMERISOURCEBERGEN CORPCOM03073E10573,1691,007SH DFND2001,007
AMERISOURCEBERGEN CORPCOM03073E10538,147525SH DFND400525
AMERISOURCEBERGEN CORPCOM03073E10587,9911,211SH DFND3001,211
AMERN STRATEGIC INCOME PTFLCOM03009910517,5602,000SH DFND4002,000
AMERN STRATEGIC INCOME PTFLCOM03009910544,9025,114SH DFND3005,114
AMES NATIONAL CORPCOM031001100124,7255,390SH SOLE15,39000
AMETEK INCCOM0311001004,761,71591,081SH SOLE191,08100
AMETEK INC NEWCOM0311001002,56249SH DFND40049
AMGEN INCCOM03116210040,985,613346,250SH SOLE1346,25000
AMGEN INCCOM0311621001,278,27810,799SH DFND20010,799
AMGEN INCCOM031162100414,8873,505SH DFND4003,505
AMGEN INCCOM0311621001,098,6369,281SH DFND3009,281
AMKOR TECHNOLOGY INCCOM031652100624,06855,820SH SOLE155,82000
AMN HEALTHCARE SERVICES INCOM001744101436,68735,503SH SOLE135,50300
AMN HEALTHCARE SERVICES INCCOM0017441016,150500SH DFND400500
AMPCO PITTSBURGH CORPCOM032037103124,5645,430SH SOLE15,43000
AMPHENOL CORP CL ACOM0320951015,120,56753,151SH SOLE153,15100
AMPHENOL CORP NEWCOM0320951016,84071SH DFND20071
AMPIO PHARMACEUTICALS INCCOM03209T109223,42926,758SH SOLE126,75800
AMPIO PHARMACEUTICALS INCCOM03209T10927,5303,297SH DFND2003,297
AMPIO PHARMACEUTICALS INCCOM03209T109202,07024,200SH DFND30024,200
AMREIT INCCOM03216B208235,52112,870SH SOLE112,87000
AMREIT INC NEWCOM03216B20862,0923,393SH DFND2003,393
AMREIT INC NEWCOM03216B20836,6002,000SH DFND3002,000
AMREP CORP NEWCOM0321591051,533250SH DFND200250
AMSURG CORPCOM03232P4051,131,86824,838SH SOLE124,83800
AMSURG CORPCOM03232P40511,393250SH DFND400250
AMTRUST FINANCIAL SERVICESCOM032359309821,65019,652SH SOLE119,65200
AMTRUST FINL SVCS INCCOM03235930995,1182,275SH DFND3002,275
AMYRIS INCCOM03236M10166,04017,705SH SOLE117,70500
AMYRIS INCCOM03236M101746200SH DFND200200
ANACOR PHARMACEUTICALS INCCOM032420101382,02821,547SH SOLE121,54700
ANADARKO PETE CORPCOM03251110758,129531SH DFND200531
ANADARKO PETE CORPCOM03251110754,995502SH DFND400502
ANADARKO PETE CORPCOM032511107133,8821,223SH DFND3001,223
ANADARKO PETROLEUM CORPCOM03251110722,248,026203,234SH SOLE1203,23400
ANALOG DEVICES INCCOM0326541059,328,427172,525SH SOLE1172,52500
ANALOG DEVICES INCCOM0326541055,407100SH DFND200100
ANALOGIC CORPCOM032657207741,3249,475SH SOLE19,47500
ANDERSONS INCCOM03416410379,2791,537SH DFND4001,537
ANDERSONS INC/THECOM0341641031,101,07821,347SH SOLE121,34700
ANGIE S LIST INCCOM034754101340,63628,529SH SOLE128,52900
ANGIODYNAMICS INCCOM03475V101263,90916,161SH SOLE116,16100
ANGLOGOLD ASHANTI LTDCOM03512820612,512727SH DFND200727
ANGLOGOLD ASHANTI LTDCOM03512820618911SH DFND40011
ANHEUSER BUSCH INBEV SA/NVCOM03524A10842,988374SH DFND200374
ANHEUSER BUSCH INBEV SA/NVCOM03524A10814,482126SH DFND400126
ANHEUSER BUSCH INBEV SA/NVCOM03524A108476,1964,143SH DFND3004,143
ANI PHARMACEUTICALS INCCOM00182C103154,9114,498SH SOLE14,49800
ANIKA THERAPEUTICS INCCOM035255108496,93610,726SH SOLE110,72600
ANIXTER INTERNATIONAL INCCOM0352901052,071,54920,701SH SOLE120,70100
ANIXTER INTL INCCOM0352901059,80798SH DFND30098
ANN INCCOM0356231075,063,552123,081SH SOLE1123,08100
ANN INCCOM0356231072,67465SH DFND40065
ANN INCCOM0356231076,171150SH DFND300150
ANNALY CAP MGMT INCCOM035710409202,47317,714SH DFND20017,714
ANNALY CAP MGMT INCCOM035710409212,51318,593SH DFND40018,593
ANNALY CAP MGMT INCCOM0357104092,623,204229,502SH DFND300229,502
ANNALY CAPITAL MANAGEMENTCOM035710409621,66654,389SH SOLE154,38900
ANNIE S INCCOM03600T104439,11912,984SH SOLE112,98400
ANNIES INCCOM03600T1044,228125SH DFND200125
ANNIES INCCOM03600T10420,495606SH DFND300606
ANSYS INCCOM03662Q10514,467,593190,815SH SOLE1190,81500
ANSYS INCCOM03662Q1056,06680SH DFND20080
ANSYS INCCOM03662Q1052273SH DFND4003
ANTARES PHARMA INCCOM036642106203,88976,363SH SOLE176,36300
ANTERO RESOURCES CORPCOM03674X10661,167932SH SOLE193200
ANWORTH MORTGAGE ASSET CORCOM037347101431,82583,687SH SOLE183,68700
ANWORTH MORTGAGE ASSET CPCOM0373471011,032200SH DFND400200
ANWORTH MORTGAGE ASSET CPCOM0373471015,2631,020SH DFND3001,020
AOL INCCOM00184X1056,394,372160,703SH SOLE1160,70300
AOL INCCOM00184X1051,55239SH DFND20039
AOL INCCOM00184X1051,19430SH DFND40030
AOL INCCOM00184X1051,31333SH DFND30033
AON PLCCOMG0408V10210,546,746117,069SH SOLE1117,06900
AON PLCCOMG0408V10233,423371SH DFND200371
AON PLCCOMG0408V10211,672130SH DFND300130
APACHE CORPCOM03741110521,263,018211,320SH SOLE1211,32000
APACHE CORPOPTION0374119557324SHPutDFND3004
APACHE CORPCOM0374111051,071,65710,651SH DFND20010,651
APACHE CORPCOM03741110568,321679SH DFND400679
APACHE CORPCOM037411105507,2805,042SH DFND3005,042
APARTMENT INVT + MGMT COCOM03748R1011,670,00551,751SH SOLE151,75100
APCO OIL & GAS INTERNATIONALCOMG0471F1091,08275SH DFND20075
APCO OIL AND GAS INTL INCCOMG0471F10986,2485,977SH SOLE15,97700
APOGEE ENTERPRISES INCCOM037598109774,72922,224SH SOLE122,22400
APOGEE ENTERPRISES INCCOM037598109295,8698,487SH DFND2008,487
APOLLO COMMERCIAL REAL ESTCOM03762U105497,68530,181SH SOLE130,18100
APOLLO ED GROUP INCCOM037604105117,0313,745SH DFND2003,745
APOLLO ED GROUP INCCOM0376041053,125100SH DFND300100
APOLLO EDUCATION GROUP INCCOM0376041057,103,781227,321SH SOLE1227,32100
APOLLO INVT CORPCOM03761U10612,9321,502SH DFND2001,502
APOLLO INVT CORPCOM03761U106379,44344,070SH DFND40044,070
APOLLO INVT CORPCOM03761U1061,985,636230,620SH DFND300230,620
APOLLO RESIDENTIAL MORTGAGCOM03763V102350,55220,966SH SOLE120,96600
APOLLO RESIDENTIAL MTG INCCOM03763V1023,344200SH DFND200200
APOLLO RESIDENTIAL MTG INCCOM03763V10211,704700SH DFND400700
APOLLO TACTICAL INCOME FD INCOM03763810347,6842,600SH DFND4002,600
APPLE INCCOM037833100248,502,1612,674,079SH SOLE12,674,07900
APPLE INCOPTION0378339001,2555SHCallDFND4005
APPLE INCCOM03783310017,513,043188,454SH DFND200188,454
APPLE INCCOM03783310010,052,687108,175SH DFND400108,175
APPLE INCCOM03783310024,691,554265,701SH DFND300265,701
APPLIED GENETIC TECHNOLOGICOM03820J10073,2733,172SH SOLE13,17200
APPLIED INDL TECHNOLOGIES INCOM03820C10544,034868SH DFND300868
APPLIED INDUSTRIAL TECH INCOM03820C1051,617,98331,894SH SOLE131,89400
APPLIED MATERIALS INCCOM03822210513,321,999590,776SH SOLE1590,77600
APPLIED MATLS INCCOM038222105518,51922,994SH DFND20022,994
APPLIED MATLS INCCOM038222105286,27212,695SH DFND40012,695
APPLIED MATLS INCCOM0382221051,021,42745,296SH DFND30045,296
APPLIED MICRO CIRCUITS CORCOM03822W406551,37551,006SH SOLE151,00600
APPLIED OPTOELECTRONICS INCOM03823U102224,3909,672SH SOLE19,67200
APPROACH RESOURCES INCCOM03834A103673,51329,631SH SOLE129,63100
APPROACH RESOURCES INCCOM03834A10344,3241,950SH DFND3001,950
APRICUS BIOSCIENCES INCCOM03832V1091,125500SH DFND200500
APRICUS BIOSCIENCES INCCOM03832V10912,6685,630SH DFND3005,630
APTARGROUP INCCOM0383361038,799,083131,310SH SOLE1131,31000
AQUA AMERICA INCCOM03836W1039,333,088355,953SH SOLE1355,95300
AQUA AMERICA INCCOM03836W103157,9446,024SH DFND2006,024
AQUA AMERICA INCCOM03836W10398,3253,750SH DFND4003,750
AQUA AMERICA INCCOM03836W103459,70117,532SH DFND30017,532
ARAMARKCOM03852U10620,730801SH SOLE180100
ARAMARKCOM03852U10625,8801,000SH DFND2001,000
ARATANA THERAPEUTICS INCCOM03874P101249,44815,980SH SOLE115,98000
ARC DOCUMENT SOLUTIONS INCCOM00191G103157,52926,882SH SOLE126,88200
ARC GROUP WORLDWIDE INCCOM00213H10530,5062,007SH SOLE12,00700
ARC RESOURCES LTDCOM00208D960618,92520,327SH SOLE120,32700
ARCBEST CORPCOM03937C105856,19019,678SH SOLE119,67800
ARCBEST CORPCOM03937C10530,457700SH DFND300700
ARCELORMITTAL SA LUXEMBOURGCOM03938L10431,6722,121SH DFND2002,121
ARCELORMITTAL SA LUXEMBOURGCOM03938L10411,571775SH DFND300775
ARCELORMITTAL SA LUXEMBOURGCOML0302D17811,245500SH DFND300500
ARCH CAP GROUP LTDCOMG0450A10598,6821,718SH DFND3001,718
ARCH CAPITAL GROUP LTDCOMG0450A105445,2757,752SH SOLE17,75200
ARCH COAL INCCOM039380100591,599162,082SH SOLE1162,08200
ARCH COAL INCCOM0393801007,4492,041SH DFND4002,041
ARCH COAL INCCOM03938010015,3304,200SH DFND3004,200
ARCHER DANIELS MIDLAND COCOM0394831029,694,275219,775SH SOLE1219,77500
ARCHER DANIELS MIDLAND COCOM039483102167,3943,795SH DFND2003,795
ARCHER DANIELS MIDLAND COCOM039483102125,2942,840SH DFND4002,840
ARCHER DANIELS MIDLAND COCOM039483102294,3466,673SH DFND3006,673
ARCOS DORADOS HOLDINGS INCCOMG0457F1072,106188SH DFND200188
ARCTIC CAT INCCOM039670104388,1699,847SH SOLE19,84700
ARDMORE SHIPPING CORPCOMY0207T100163,30511,808SH SOLE111,80800
ARENA PHARMACEUTICALS INCCOM040047102841,982143,683SH SOLE1143,68300
ARENA PHARMACEUTICALS INCCOM0400471021,172200SH DFND200200
ARENA PHARMACEUTICALS INCCOM04004710235,1606,000SH DFND4006,000
ARENA PHARMACEUTICALS INCCOM0400471022,244,380383,000SH DFND300383,000
ARES CAP CORPCOM04010L1031,284,06371,896SH DFND20071,896
ARES CAP CORPCOM04010L103900,41250,415SH DFND40050,415
ARES CAP CORPCOM04010L103489,46327,406SH DFND30027,406
ARES CAP CORPBOND04010LAD521,46320PRN DFND20020
ARES COMMERCIAL REAL ESTATCOM04013V108232,09218,702SH SOLE118,70200
ARGAN INCCOM04010E109305,4808,192SH SOLE18,19200
ARGAN INCCOM04010E10951,6471,385SH DFND2001,385
ARGO GROUP INTERNATIONALCOMG0464B107874,95217,119SH SOLE117,11900
ARGOS THERAPEUTICS INCCOM0402211031,606200SH DFND300200
ARIAD PHARMACEUTICALS INCCOM04033A100686,858107,827SH SOLE1107,82700
ARIAD PHARMACEUTICALS INCCOM04033A10014723SH DFND40023
ARIAD PHARMACEUTICALS INCCOM04033A10020,0663,150SH DFND3003,150
ARISTA NETWORKS INCCOM0404131063,12050SH DFND40050
ARISTA NETWORKS INCCOM0404131065,61590SH DFND30090
ARK RESTAURANTS CORPCOM0407121016,604296SH DFND300296
ARLINGTON ASSET INVESTMENTCOM041356205341,59812,499SH SOLE112,49900
ARLINGTON ASSET INVT CORPCOM04135620516,398600SH DFND300600
ARM HLDGS PLCCOM0420681064,02689SH DFND40089
ARM HLDGS PLCCOM042068106111,4262,463SH DFND3002,463
ARMADA HOFFLER PROPERTIESCOM04208T108121,92012,595SH SOLE112,59500
ARMOUR RESIDENTIAL REIT INCOM0423151011,011,492233,601SH SOLE1233,60100
ARMOUR RESIDENTIAL REIT INCCOM042315101433100SH DFND200100
ARMOUR RESIDENTIAL REIT INCCOM0423151019,5262,200SH DFND4002,200
ARMSTRONG WORLD INDS INC NEWCOM04247X102143,5752,500SH DFND2002,500
ARMSTRONG WORLD INDS INC NEWCOM04247X1025179SH DFND4009
ARMSTRONG WORLD INDUSTRIESCOM04247X10245,714796SH SOLE179600
AROTECH CORPCOM0426822039,2372,071SH DFND2002,071
ARRAY BIOPHARMA INCCOM04269X105375,80382,413SH SOLE182,41300
ARRAY BIOPHARMA INCCOM04269X105798175SH DFND300175
ARRIS GROUP INCCOM04270V1067,734,528237,766SH SOLE1237,76600
ARRIS GROUP INC NEWCOM04270V10650,5841,555SH DFND2001,555
ARRIS GROUP INC NEWCOM04270V10664,3441,978SH DFND4001,978
ARROW ELECTRONICS INCCOM04273510012,784,206211,624SH SOLE1211,62400
ARROW FINANCIAL CORPCOM042744102181,8397,010SH SOLE17,01000
ARROWHEAD RESEARCH CORPCOM042797209485,56733,932SH SOLE133,93200
ARTESIAN RESOURCES CORPCOM0431132088,430375SH DFND400375
ARTESIAN RESOURCES CORP CLCOM043113208114,1765,079SH SOLE15,07900
ARTHUR J GALLAGHER + COCOM36357610914,589,109313,071SH SOLE1313,07100
ARTISAN PARTNERS ASSET MACOM04316A10827,376483SH SOLE148300
ARUBA NETWORKS INCCOM0431761061,223,64969,843SH SOLE169,84300
ARUBA NETWORKS INCCOM04317610621,0241,200SH DFND2001,200
ARUBA NETWORKS INCCOM04317610628,1551,607SH DFND4001,607
ASA GOLD AND PRECIOUS MTLS LCOMG3156P10317,8941,221SH DFND2001,221
ASA GOLD AND PRECIOUS MTLS LCOMG3156P1032,491170SH DFND400170
ASBURY AUTOMOTIVE GROUPCOM0434361041,378,58120,055SH SOLE120,05500
ASCENA RETAIL GROUP INCCOM04351G1014,446,428260,025SH SOLE1260,02500
ASCENA RETAIL GROUP INCCOM04351G1011,04361SH DFND40061
ASCENT CAP GROUP INCCOM0436321081983SH DFND4003
ASCENT CAPITAL GROUP INC ACOM043632108599,1739,077SH SOLE19,07700
ASHFORD HOSPITALITY PRIMECOM044102101284,90716,603SH SOLE116,60300
ASHFORD HOSPITALITY TR INCCOM0441035055,510200SH DFND300200
ASHFORD HOSPITALITY TRUSTCOM044103109528,74045,818SH SOLE145,81800
ASHLAND INCCOM04420910416,260,545149,536SH SOLE1149,53600
ASHLAND INC NEWCOM04420910432,622300SH DFND400300
ASHLAND INC NEWCOM0442091048,59079SH DFND30079
ASIA TIGERS FD INCCOM04516T1051,812150SH DFND400150
ASML HOLDING N VCOMN070592105606SH DFND2006
ASML HOLDING N VCOMN0705921011,752126SH DFND400126
ASML HOLDING N VCOMN070592109,327100SH DFND300100
ASPEN INSURANCE HOLDINGS LCOMG053841055,974,411131,537SH SOLE1131,53700
ASPEN TECHNOLOGY INCCOM0453271032,794,57960,228SH SOLE160,22800
ASPEN TECHNOLOGY INCCOM0453271032,22748SH DFND40048
ASSOCIATED BANC CORPCOM0454871055,795,671320,557SH SOLE1320,55700
ASSOCIATED ESTATES REALTYCOM045604105792,03343,953SH SOLE143,95300
ASSOCIATED ESTATES RLTY CORPCOM04560410518,0201,000SH DFND4001,000
ASSOCIATED ESTATES RLTY CORPCOM04560410519,4621,080SH DFND3001,080
ASSURANT INCCOM04621X1082,276,42034,728SH SOLE134,72800
ASSURANT INCCOM04621X108272,0334,150SH DFND2004,150
ASSURANT INCCOM04621X10831,948487SH DFND300487
ASSURED GUARANTY LTDCOMG0585R106158,7606,480SH SOLE16,48000
ASTEC INDUSTRIES INCCOM046224101632,04814,404SH SOLE114,40400
ASTORIA FINANCIAL CORPCOM0462651043,005,900223,487SH SOLE1223,48700
ASTORIA FINL CORPCOM0462651042,394178SH DFND400178
ASTRAZENECA PLCCOM04635310878,9171,062SH DFND2001,062
ASTRAZENECA PLCCOM04635310869,926941SH DFND400941
ASTRAZENECA PLCCOM0463531082,285,26930,753SH DFND30030,753
ASTRONICS CORPCOM046433108579,45910,265SH SOLE110,26500
ASTRONICS CORPCOM04643310874,7401,324SH DFND3001,324
AT&T INCCOM00206R1025,853,824165,549SH DFND200165,549
AT&T INCCOM00206R1024,463,733126,237SH DFND400126,237
AT&T INCCOM00206R1028,444,867238,825SH DFND300238,825
AT+T INCCOM00206R102365,238,53210,329,144SH SOLE110,329,14400
ATHENAHEALTH INCCOM04685W10383,211665SH SOLE166500
ATHENAHEALTH INCCOM04685W103146,6521,172SH DFND2001,172
ATHENAHEALTH INCCOM04685W1031,87715SH DFND40015
ATHENAHEALTH INCCOM04685W10362,815502SH DFND300502
ATHLON ENERGY INCCOM04747710442,930900SH SOLE190000
ATLANTIC POWER CORPCOM04878Q863323,67978,946SH SOLE178,94600
ATLANTIC PWR CORPCOM04878Q863223,29754,463SH DFND20054,463
ATLANTIC PWR CORPCOM04878Q863410100SH DFND400100
ATLANTIC PWR CORPCOM04878Q8633,452,064841,967SH DFND300841,967
ATLANTIC TELE NETWORK INCCOM049079205419,4567,232SH SOLE17,23200
ATLANTICUS HLDGS CORPCOM04914Y102672240SH DFND400240
ATLAS AIR WORLDWIDE HLDGS INCOM0491642055,085138SH DFND300138
ATLAS AIR WORLDWIDE HOLDINCOM049164205709,91519,265SH SOLE119,26500
ATLAS ENERGY LPCOM04930A1042,24450SH DFND20050
ATLAS ENERGY LPCOM04930A1044,488100SH DFND400100
ATLAS ENERGY LPCOM04930A10489,7602,000SH DFND3002,000
ATLAS FINANCIAL HOLDINGS ICOMG06207115114,0947,526SH SOLE17,52600
ATLAS FINANCIAL HOLDINGS INCCOMG0620711519,7081,300SH DFND4001,300
ATLAS PIPELINE PARTNERS LPCOM049392103242,7267,056SH DFND2007,056
ATLAS PIPELINE PARTNERS LPCOM049392103165,3034,805SH DFND4004,805
ATLAS PIPELINE PARTNERS LPCOM049392103125,7663,656SH DFND3003,656
ATLAS RESOURCE PARTNERS LPCOM04941A10162,8683,100SH DFND4003,100
ATMEL CORPCOM0495131047,856,595838,484SH SOLE1838,48400
ATMEL CORPCOM04951310417,8031,900SH DFND2001,900
ATMEL CORPCOM0495131046,091650SH DFND300650
ATMOS ENERGY CORPCOM04956010510,755,187201,408SH SOLE1201,40800
ATMOS ENERGY CORPCOM04956010593,4501,750SH DFND4001,750
ATMOS ENERGY CORPCOM049560105141,3182,646SH DFND3002,646
ATRICURE INCCOM04963C209329,49817,927SH SOLE117,92700
ATRION CORPORATIONCOM049904105327,6301,005SH SOLE11,00500
ATWOOD OCEANICS INCCOM0500951086,102,637116,285SH SOLE1116,28500
ATWOOD OCEANICS INCCOM05009510857,2031,090SH DFND2001,090
ATWOOD OCEANICS INCCOM05009510811,808225SH DFND400225
ATWOOD OCEANICS INCCOM050095108521SH DFND3001
AU OPTRONICS CORPCOM0022551075,1831,237SH DFND2001,237
AUDIENCE INCCOM05070J102109,5549,160SH SOLE19,16000
AUDIENCE INCCOM05070J1027,176600SH DFND300600
AURICO GOLD INCCOM05155C10566,88215,700SH DFND30015,700
AUSPEX PHARMACEUTICALS INCCOM05211J102117,3855,271SH SOLE15,27100
AUTHENTIDATE HLDG CORPCOM0526662036,60010,000SH DFND40010,000
AUTHENTIDATE HLDG CORPCOM0526662032,6404,000SH DFND2004,000
AUTODESK INCCOM0527691065,567,58198,751SH SOLE198,75100
AUTODESK INCOPTION0527699561,87525SHPutDFND20025
AUTODESK INCCOM0527691064,39878SH DFND40078
AUTODESK INCCOM0527691065,638100SH DFND300100
AUTOLIV INCCOM052800109460,7454,323SH SOLE14,32300
AUTOLIV INCCOM0528001095,43651SH DFND40051
AUTOMATIC DATA PROCESSINGCOM053015103305,135,1633,848,829SH SOLE13,848,82900
AUTOMATIC DATA PROCESSING INCOM053015103341,6184,309SH DFND2004,309
AUTOMATIC DATA PROCESSING INCOM053015103316,2223,989SH DFND4003,989
AUTOMATIC DATA PROCESSING INCOM053015103613,1237,734SH DFND3007,734
AUTONATION INCCOM05329W1021,343,99422,520SH SOLE122,52000
AUTOZONE INCCOM0533321026,042,88911,269SH SOLE111,26900
AUTOZONE INCOPTION0533329024,4202SHCallDFND4002
AUTOZONE INCCOM0533321025,36210SH DFND40010
AUTOZONE INCCOM0533321021,0722SH DFND3002
AUXILIUM PHARMACEUTICALS ICOM05334D107659,51332,877SH SOLE132,87700
AUXILIUM PHARMACEUTICALS INCCOM05334D10719,217958SH DFND200958
AUXILIUM PHARMACEUTICALS INCCOM05334D10724,0721,200SH DFND4001,200
AV HOMES INCCOM00234P102120,8277,390SH SOLE17,39000
AVAGO TECHNOLOGIES LTDCOMY0486S1047,626,015105,814SH SOLE1105,81400
AVAGO TECHNOLOGIES LTDCOMY0486S10427,170377SH DFND400377
AVALONBAY CMNTYS INCCOM0534841013,27023SH DFND30023
AVALONBAY COMMUNITIES INCCOM0534841017,051,62949,593SH SOLE149,59300
AVANIR PHARMACEUTICALS INCCOM05348P401589,673104,552SH SOLE1104,55200
AVANIR PHARMACEUTICALS INCCOM05348P40128250SH DFND30050
AVENUE INCOME CR STRATEGIESCOM05358E10623,3741,300SH DFND4001,300
AVEO PHARMACEUTICALS INCCOM0535881091,266692SH DFND400692
AVERY DENNISON CORPCOM0536111091,978,76338,610SH SOLE138,61000
AVERY DENNISON CORPCOM05361110914,043274SH DFND400274
AVERY DENNISON CORPCOM0536111094108SH DFND3008
AVG TECHNOLOGIESCOMN07831105458,82322,793SH SOLE122,79300
AVG TECHNOLOGIES N VCOMN07831105520,34025,849SH DFND20025,849
AVINO SILVER & GOLD MINES LTCOM0539061034,0361,770SH DFND3001,770
AVIS BUDGET GROUPCOM05377410529,845500SH DFND200500
AVIS BUDGET GROUPCOM0537741054,59677SH DFND30077
AVIS BUDGET GROUP INCCOM053774105110,6061,853SH SOLE11,85300
AVISTA CORPCOM05379B1071,539,90945,940SH SOLE145,94000
AVISTA CORPCOM05379B107256,3617,648SH DFND2007,648
AVISTA CORPCOM05379B107202,6366,045SH DFND3006,045
AVIV REIT INCCOM05381L101362,37912,864SH SOLE112,86400
AVIVA PLCCOM05382A10410,560600SH DFND300600
AVNET INCCOM05380710312,451,376281,006SH SOLE1281,00600
AVNET INCCOM0538071033,89988SH DFND40088
AVNET INCCOM053807103182,1584,111SH DFND3004,111
AVON PRODS INCCOM05430310211,688800SH DFND400800
AVON PRODS INCCOM05430310215,3411,050SH DFND3001,050
AVON PRODUCTS INCCOM0543031022,667,114182,554SH SOLE1182,55400
AVX CORPCOM00244410722,3101,680SH SOLE11,68000
AWARE INC MASSCOM05453N1007,5441,150SH DFND3001,150
AXCELIS TECHNOLOGIES INCCOM054540109145,48672,743SH SOLE172,74300
AXIALL CORPCOM05463D1002,162,13045,740SH SOLE145,74000
AXIALL CORPCOM05463D1001,79638SH DFND40038
AXIS CAPITAL HOLDINGS LTDCOMG0692U109172,1613,888SH SOLE13,88800
AXIS CAPITAL HOLDINGS LTDCOMG0692U1099,963225SH DFND200225
AXIS CAPITAL HOLDINGS LTDCOMG0692U1093107SH DFND4007
AZZ INCCOM002474104899,89619,529SH SOLE119,52900
B & G FOODS INC NEWCOM05508R1068,499260SH DFND200260
B & G FOODS INC NEWCOM05508R10651,1271,564SH DFND4001,564
B & G FOODS INC NEWCOM05508R10684,5362,586SH DFND3002,586
B/E AEROSPACE INCCOM07330210118,650,054201,644SH SOLE1201,64400
B/E AEROSPACE INCCOM07330210175,102812SH DFND200812
B/E AEROSPACE INCCOM0733021017,86285SH DFND40085
B+G FOODS INCCOM05508R1061,339,08040,963SH SOLE140,96300
BABCOCK & WILCOX CO NEWCOM05615F1021,46145SH DFND40045
BABCOCK & WILCOX CO NEWCOM05615F1022608SH DFND3008
BABCOCK + WILCOX CO/THECOM05615F102129,1263,978SH SOLE13,97800
BABSON CAP CORPORATE INVSCOM05617K10977,4725,073SH DFND2005,073
BABSON CAP GLB SHT DURHGH YLCOM05617T10039,4541,615SH DFND4001,615
BACTERIN INTL HLDGS INCCOM05644R1014,8217,142SH DFND4007,142
BADGER METER INCCOM056525108580,46611,025SH SOLE111,02500
BAIDU INCCOM05675210838,296205SH DFND200205
BAIDU INCCOM05675210894,152504SH DFND400504
BAIDU INCCOM056752108310,1051,660SH DFND3001,660
BAIDU INC SPON ADRADR0567521083,021,09116,172SH SOLE116,17200
BAKER HUGHES INCCOM05722410713,316,648178,867SH SOLE1178,86700
BAKER HUGHES INCCOM05722410720,399274SH DFND200274
BAKER HUGHES INCCOM05722410788,1791,184SH DFND3001,184
BALCHEM CORPCOM0576652001,243,87723,224SH SOLE123,22400
BALCHEM CORPCOM0576652008,034150SH DFND300150
BALDWIN + LYONS INC CL BCOM057755209157,5346,073SH SOLE16,07300
BALL CORPCOM0584981063,773,77560,207SH SOLE160,20700
BALL CORPCOM0584981061,25420SH DFND20020
BALL CORPCOM058498106164,7232,628SH DFND4002,628
BALL CORPCOM05849810612,536200SH DFND300200
BALLANTYNE STRONG INCCOM0585161054,4181,057SH DFND2001,057
BALLANTYNE STRONG INCCOM0585161056,6881,600SH DFND4001,600
BALLARD PWR SYS INC NEWCOM0585861082,060500SH DFND200500
BALLARD PWR SYS INC NEWCOM058586108412100SH DFND400100
BALLARD PWR SYS INC NEWCOM05858610811,5362,800SH DFND3002,800
BALLY TECHNOLOGIES INCCOM05874B1075,141,21078,229SH SOLE178,22900
BALLY TECHNOLOGIES INCCOM05874B10713,144200SH DFND200200
BALTIC TRADING LIMITEDCOMY0553W1033,508587SH DFND200587
BALTIC TRADING LTDCOMY0553W103192,44832,182SH SOLE132,18200
BANC CALIF INCCOM05990K106132,17312,126SH DFND30012,126
BANC OF CALIFORNIA INCCOM05990K106212,06019,455SH SOLE119,45500
BANCFIRST CORPCOM05945F103288,1454,655SH SOLE14,65500
BANCO BILBAO VIZCAYA ARGENTACOM05946K101248,18519,435SH DFND20019,435
BANCO BILBAO VIZCAYA ARGENTACOM05946K1013,831300SH DFND400300
BANCO BRADESCO S ACOM05946030359541SH DFND40041
BANCO BRADESCO S ACOM05946030320,1971,391SH DFND3001,391
BANCO MACRO SACOM05961W1051,061,48029,461SH DFND30029,461
BANCO SANTANDER BRASIL S ACOM05967A10718,4002,659SH DFND3002,659
BANCO SANTANDER SACOM05964H105353,83933,958SH DFND20033,958
BANCO SANTANDER SACOM05964H1055,220501SH DFND400501
BANCO SANTANDER SACOM05964H10561,0095,855SH DFND3005,855
BANCOLOMBIA S ACOM05968L10210,462181SH DFND200181
BANCORP INC/THECOM05969A105257,67321,635SH SOLE121,63500
BANCORPSOUTH INCCOM0596921035,642,844229,664SH SOLE1229,66400
BANK HAWAII CORPCOM0625401095,10687SH DFND20087
BANK HAWAII CORPCOM06254010985,1011,450SH DFND4001,450
BANK HAWAII CORPCOM06254010947,842815SH DFND300815
BANK MONTREAL QUECOM06367110187,4251,188SH DFND2001,188
BANK MONTREAL QUECOM06367110173,5901,000SH DFND4001,000
BANK MONTREAL QUECOM063671101585,3357,954SH DFND3007,954
BANK MUTUAL CORPCOM063750103204,08535,187SH SOLE135,18700
BANK N S HALIFAXCOM0641491074,12962SH DFND20062
BANK N S HALIFAXCOM0641491077,726116SH DFND400116
BANK N S HALIFAXCOM064149107153,0472,298SH DFND3002,298
BANK NEW YORK MELLON CORPCOM064058100174,1714,647SH DFND2004,647
BANK NEW YORK MELLON CORPCOM06405810082,7852,209SH DFND4002,209
BANK NEW YORK MELLON CORPCOM064058100161,2154,301SH DFND3004,301
BANK OF AMERICA CORPCOM06050510467,892,9944,417,241SH SOLE14,417,24100
BANK OF AMERICA CORPORATIONCOM0605051041,499,69697,573SH DFND20097,573
BANK OF AMERICA CORPORATIONCOM060505104902,66058,729SH DFND40058,729
BANK OF AMERICA CORPORATIONCOM060505146109,76016,000SH DFND40016,000
BANK OF AMERICA CORPORATIONCOM0605051042,267,726147,542SH DFND300147,542
BANK OF AMERICA CORPORATIONCOM0605056827,0376SH DFND3006
BANK OF AMERICA CORPORATIONCOM060505682642,711548SH DFND200548
BANK OF HAWAII CORPCOM0625401095,242,19189,320SH SOLE189,32000
BANK OF KENTUCKY FINL CORPCOM062896105142,9524,109SH SOLE14,10900
BANK OF MARIN BANCORPCOM06342510214,817325SH DFND400325
BANK OF MARIN BANCORP/CACOM063425102176,3423,868SH SOLE13,86800
BANK OF NEW YORK MELLON COCOM06405810019,363,517516,636SH SOLE1516,63600
BANK OF THE OZARKSCOM0639041061,979,06959,165SH SOLE159,16500
BANK OF THE OZARKS INCCOM06390410626,760800SH DFND300800
BANKFINANCIAL CORPCOM06643P104135,95112,182SH SOLE112,18200
BANKRATE INCCOM06647F102769,14743,851SH SOLE143,85100
BANKUNITED INCCOM06652K103122,7713,667SH SOLE13,66700
BANNER CORPORATIONCOM06652V208592,35014,947SH SOLE114,94700
BAR HBR BANKSHARESCOM066849100104,5503,750SH DFND2003,750
BARCLAYS BANK PLCCOM06739H2141,69631SH DFND20031
BARCLAYS BANK PLCCOM06739H2972,01660SH DFND20060
BARCLAYS BANK PLCCOM06739H74321,291645SH DFND200645
BARCLAYS BANK PLCCOM06739H2302,15744SH DFND20044
BARCLAYS BANK PLCCOM06739H20617,653363SH DFND200363
BARCLAYS BANK PLCCOM06739H3132,54062SH DFND20062
BARCLAYS BANK PLCCOM06739H6443,7811,295SH DFND2001,295
BARCLAYS BANK PLCCOM06739H20618,479380SH DFND400380
BARCLAYS BANK PLCCOM06739H30510,825250SH DFND400250
BARCLAYS BANK PLCCOM06739H77674,2692,900SH DFND4002,900
BARCLAYS BANK PLCCOM06739H36272,9512,821SH DFND4002,821
BARCLAYS BANK PLCCOM06739H2488,311125SH DFND400125
BARCLAYS BANK PLCCOM06739H51110,308400SH DFND400400
BARCLAYS BANK PLCCOM06739H7433,301100SH DFND300100
BARCLAYS BANK PLCCOM06739H3055,109118SH DFND300118
BARCLAYS BANK PLCCOM06739H25558618SH DFND30018
BARCLAYS BANK PLCCOM06739H51154,5812,118SH DFND3002,118
BARCLAYS BANK PLCCOM06739H36225,8601,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H75020,2171,032SH DFND2001,032
BARCLAYS BANK PLCCOM06739H36256,0132,166SH DFND2002,166
BARCLAYS BK PLCOPTION06742E90130811SHCallDFND30011
BARCLAYS BK PLCCOM06742E71191532SH DFND20032
BARCLAYS BK PLCCOM06738C7781,77545SH DFND20045
BARCLAYS BK PLCCOM06738C7786,626168SH DFND400168
BARCLAYS BK PLCCOM06742E7112,00270SH DFND40070
BARCLAYS BK PLCCOM06740L44411,412400SH DFND400400
BARCLAYS BK PLCCOM06739F39048,1841,900SH DFND4001,900
BARCLAYS BK PLCCOM06742E71186,7723,034SH DFND3003,034
BARCLAYS BK PLCCOM06739F10122,388572SH DFND300572
BARCLAYS BK PLCCOM06739F2914,20161SH DFND30061
BARCLAYS BK PLCCOM06740C519766SH DFND3006
BARCLAYS BK PLCCOM06738C7862,966116SH DFND300116
BARCLAYS BK PLCCOM06738C7782,56465SH DFND30065
BARCLAYS BK PLCCOM06739F135229,1263,722SH DFND3003,722
BARCLAYS BK PLCCOM06740C337793,1355,312SH DFND3005,312
BARCLAYS BK PLCCOM06740P2397,281241SH DFND300241
BARCLAYS BK PLCCOM06738C79413,732400SH DFND300400
BARCLAYS BK PLCCOM06740C3371,515,04910,147SH DFND20010,147
BARCLAYS BK PLCCOM06740L5193,00080SH DFND20080
BARCLAYS BK PLCCOM06739F39040,5761,600SH DFND2001,600
BARCLAYS BK PLCCOM06742C723401,92912,735SH DFND20012,735
BARCLAYS BK PLCCOM06740L47737,7311,014SH DFND2001,014
BARCLAYS PLCCOM06738E2042,834194SH DFND400194
BARCLAYS PLCCOM06738E2042,922200SH DFND300200
BARD C R INCCOM06738310982,517577SH DFND400577
BARD C R INCCOM0673831091,1448SH DFND3008
BARNES & NOBLE INCCOM0677741094,404193SH DFND200193
BARNES + NOBLE INCCOM067774109704,02930,892SH SOLE130,89200
BARNES GROUP INCCOM0678061091,565,34140,616SH SOLE140,61600
BARRACUDA NETWORKS INCCOM068323104160,9325,188SH SOLE15,18800
BARRACUDA NETWORKS INCCOM06832310440313SH DFND40013
BARRETT BILL CORPCOM06846N104415,35815,510SH DFND20015,510
BARRETT BUSINESS SVCS INCCOM068463108220,6184,694SH SOLE14,69400
BARRICK GOLD CORPCOM06790110819,8191,083SH DFND2001,083
BARRICK GOLD CORPCOM06790110882,5884,513SH DFND4004,513
BARRICK GOLD CORPCOM067901108149,2378,155SH DFND3008,155
BARRY (R.G.)COM068798107122,3606,457SH SOLE16,45700
BASIC ENERGY SERVICES INCCOM06985P100719,54324,625SH SOLE124,62500
BASIC ENERGY SVCS INC NEWCOM06985P1007,305250SH DFND200250
BAXTER INTERNATIONAL INCCOM07181310920,751,040287,013SH SOLE1287,01300
BAXTER INTL INCCOM071813109101,2921,401SH DFND2001,401
BAXTER INTL INCCOM0718131091,857,93025,698SH DFND40025,698
BAXTER INTL INCCOM071813109454,8396,291SH DFND3006,291
BAYTEX ENERGY CORPCOM07317Q1054,615100SH DFND400100
BAZAARVOICE INCCOM073271108257,91632,689SH SOLE132,68900
BB&T CORPCOM0549371072,006,23850,881SH DFND20050,881
BB&T CORPCOM05493710766,4001,684SH DFND4001,684
BB&T CORPCOM05493710721,332541SH DFND300541
BB+T CORPCOM05493710712,276,609311,352SH SOLE1311,35200
BBCN BANCORP INCCOM073295107968,06960,694SH SOLE160,69400
BBCN BANCORP INCCOM07329510721,2291,331SH DFND3001,331
BBX CAPITAL CORP ACOM05540P100101,2145,623SH SOLE15,62300
BCE INCCOM05534B76024,343537SH DFND200537
BCE INCCOM05534B76085,7301,890SH DFND4001,890
BCE INCCOM05534B760111,9672,468SH DFND3002,468
BEACON ROOFING SUPPLY INCCOM0736851091,068,28632,255SH SOLE132,25500
BEAZER HOMES USA INCCOM07556Q881366,73017,480SH SOLE117,48000
BEAZER HOMES USA INCCOM07556Q8815,979285SH DFND200285
BEBE STORES INCCOM07557110962,56220,512SH SOLE120,51200
BECTON DICKINSON & COCOM075887109330,8202,796SH DFND2002,796
BECTON DICKINSON & COCOM07588710912,776108SH DFND400108
BECTON DICKINSON & COCOM075887109413,9323,499SH DFND3003,499
BECTON DICKINSON AND COCOM0758871098,121,88768,655SH SOLE168,65500
BED BATH & BEYOND INCCOM07589610026,510462SH DFND200462
BED BATH & BEYOND INCCOM07589610031,616551SH DFND400551
BED BATH & BEYOND INCCOM07589610010,673186SH DFND300186
BED BATH + BEYOND INCCOM0758961005,704,08899,409SH SOLE199,40900
BEL FUSE INC CL BCOM077347300196,4787,654SH SOLE17,65400
BELDEN INCCOM0774541062,602,02533,291SH SOLE133,29100
BELLATRIX EXPLORATION LTDCOM0783141017,839900SH DFND400900
BEMIS COMPANYCOM0814371051,526,05137,532SH SOLE137,53200
BEMIS INCCOM0814371057,929195SH DFND200195
BEMIS INCCOM081437105102,9922,533SH DFND3002,533
BENCHMARK ELECTRONICS INCCOM08160H1011,048,83341,163SH SOLE141,16300
BENCHMARK ELECTRS INCCOM08160H10115,288600SH DFND400600
BENEFICIAL MUTUAL BANCORPCOM08173R104260,13519,184SH SOLE119,18400
BENEFITFOCUS INCCOM08180D106147,8123,198SH SOLE13,19800
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BERKLEY W R CORPCOM0844231021,94542SH DFND20042
BERKLEY W R CORPCOM08442310263,8151,378SH DFND4001,378
BERKLEY W R CORPCOM08442310250,9411,100SH DFND3001,100
BERKSHIRE HATHAWAY INC CLCOM08467070276,529,187604,687SH SOLE1604,68700
BERKSHIRE HATHAWAY INC DELCOM0846707022,364,39418,682SH DFND20018,682
BERKSHIRE HATHAWAY INC DELCOM0846707023,242,84725,623SH DFND40025,623
BERKSHIRE HATHAWAY INC DELCOM084670108949,5035SH DFND4005
BERKSHIRE HATHAWAY INC DELCOM0846707022,959,60623,385SH DFND30023,385
BERKSHIRE HATHAWAY INC DELCOM084670108189,9011SH DFND3001
BERKSHIRE HATHAWAY INC DELCOM084670108759,6024SH DFND2004
BERKSHIRE HILLS BANCORP INCOM084680107381,36516,424SH SOLE116,42400
BERRY PLASTICS GROUP INCCOM08579W1031,517,60858,822SH SOLE158,82200
BERRY PLASTICS GROUP INCCOM08579W1031,80670SH DFND40070
BEST BUY CO INCCOM0865161015,505,236177,531SH SOLE1177,53100
BEST BUY INCCOM08651610164,0052,064SH DFND2002,064
BEST BUY INCCOM08651610112,404400SH DFND400400
BEST BUY INCCOM0865161011,58251SH DFND30051
BGC PARTNERS INCCOM05541T10114,3591,930SH DFND3001,930
BGC PARTNERS INC CL ACOM05541T101848,019113,981SH SOLE1113,98100
BHP BILLITON LTDCOM08860610845,265661SH DFND200661
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BHP BILLITON LTDCOM088606108160,3102,342SH DFND3002,342
BHP BILLITON PLCCOM05545E2095,54585SH DFND40085
BHP BILLITON PLCCOM05545E2098,154125SH DFND300125
BIG 5 SPORTING GOODS CORPCOM08915P101172,17314,032SH SOLE114,03200
BIG LOTS INCCOM0893021035,086,319111,298SH SOLE1111,29800
BIG LOTS INCCOM0893021037,358161SH DFND300161
BIGLARI HOLDINGS INCCOM08986R101466,5361,103SH SOLE11,10300
BILL BARRETT CORPCOM06846N1043,498,164130,626SH SOLE1130,62600
BIO PATH HOLDINGS INCCOM09057N102146,41248,004SH SOLE148,00400
BIO RAD LABORATORIES ACOM0905722074,857,47340,577SH SOLE140,57700
BIO RAD LABS INCCOM09057220765,841550SH DFND300550
BIO REFERENCE LABS INCCOM09057G602567,04818,764SH SOLE118,76400
BIOANALYTICAL SYS INCCOM09058M103253100SH DFND400100
BIOCRYST PHARMACEUTICALSCOM09058V10312,7501,000SH DFND4001,000
BIOCRYST PHARMACEUTICALS ICOM09058V103584,46045,840SH SOLE145,84000
BIODELIVERY SCIENCES INTLCOM09060J106330,39227,373SH SOLE127,37300
BIODELIVERY SCIENCES INTL INCOM09060J106238,93819,796SH DFND20019,796
BIOGEN IDEC INCCOM09062X10332,518,866103,133SH SOLE1103,13300
BIOGEN IDEC INCCOM09062X103182,564579SH DFND200579
BIOGEN IDEC INCCOM09062X103100,899320SH DFND400320
BIOGEN IDEC INCCOM09062X103460,6681,461SH DFND3001,461
BIOLIFE SOLUTIONS INCCOM09062W204115SH DFND4005
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BIOMARIN PHARMACEUTICAL INCCOM09061G1014,91579SH DFND20079
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,99132SH DFND40032
BIOMARIN PHARMACEUTICAL INCCOM09061G10141,992675SH DFND300675
BIOMED REALTY TRUST INCCOM09063H1078,448,319387,005SH SOLE1387,00500
BIOMED REALTY TRUST INCCOM09063H10748,8122,236SH DFND2002,236
BIOMED REALTY TRUST INCCOM09063H10732,7451,500SH DFND3001,500
BIO-REFERENCE LABS INCCOM09057G60220,399675SH DFND400675
BIO-REFERENCE LABS INCCOM09057G60230,2201,000SH DFND3001,000
BIOSCRIP INCCOM09069N108373,29044,759SH SOLE144,75900
BIOSCRIP INCCOM09069N1084,170500SH DFND200500
BIOSCRIP INCCOM09069N1083,528423SH DFND300423
BIOSPECIFICS TECHNOLOGIESCOM09093110664,1112,378SH SOLE12,37800
BIOTA PHARMACEUTIALS INCCOM090694100285100SH DFND400100
BIOTELEMETRY INCCOM090672106123,79017,265SH SOLE117,26500
BIOTIME INCCOM09066L105103,82534,041SH SOLE134,04100
BIOTIME INCCOM09066L1057,3202,400SH DFND3002,400
BITAUTO HLDGS LTDCOM0917271074,870100SH DFND400100
BJ S RESTAURANTS INCCOM09180C106636,54918,234SH SOLE118,23400
BLACK BOX CORPCOM091826107278,44411,879SH SOLE111,87900
BLACK DIAMOND INCCOM09202G101166,88614,874SH SOLE114,87400
BLACK HILLS CORPCOM0921131097,201,293117,304SH SOLE1117,30400
BLACK HILLS CORPCOM0921131091,22820SH DFND30020
BLACKBAUD INCCOM09227Q1001,259,65635,245SH SOLE135,24500
BLACKBERRY LTDCOM09228F1035,427530SH DFND200530
BLACKBERRY LTDCOM09228F10362,2696,081SH DFND3006,081
BLACKHAWK NETWORK HLDGS INCCOM09238E20316,754624SH DFND200624
BLACKHAWK NETWORK HLDGS INCCOM09238E1045,080180SH DFND200180
BLACKHAWK NETWORK HLDGS INCCOM09238E20385932SH DFND30032
BLACKHAWK NETWORK HOLDINGSCOM09238E104971,02234,409SH SOLE134,40900
BLACKROCK BUILD AMER BD TRCOM09248X10043,4002,000SH DFND4002,000
BLACKROCK BUILD AMER BD TRCOM09248X100150,0126,913SH DFND3006,913
BLACKROCK CORPOR HI YLD FD ICOM09255P107424,55934,545SH DFND40034,545
BLACKROCK CORPOR HI YLD FD ICOM09255P10792,7537,547SH DFND3007,547
BLACKROCK CORPOR HI YLD FD ICOM09255P10755,4894,515SH DFND2004,515
BLACKROCK CR ALLCTN INC TRCOM092508100212,27315,438SH DFND40015,438
BLACKROCK CR ALLCTN INC TRCOM092508100432,96031,488SH DFND30031,488
BLACKROCK DEBT STRAT FD INCCOM09255R103133,08632,460SH DFND40032,460
BLACKROCK DEBT STRAT FD INCCOM09255R103136,89533,389SH DFND30033,389
BLACKROCK DEFINED OPPRTY CRCOM09255Q10594,2296,750SH DFND4006,750
BLACKROCK DIVID INCOME TRCOM09250D10994,0107,000SH DFND4007,000
BLACKROCK DIVID INCOME TRCOM09250D1093,358250SH DFND200250
BLACKROCK ECOSOLUTIONS INVTCOM09254610028,0843,400SH DFND4003,400
BLACKROCK ENERGY & RES TRCOM09250U10189,0013,300SH DFND4003,300
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BLACKROCK ENERGY & RES TRCOM09250U10167,3252,496SH DFND2002,496
BLACKROCK ENH CAP & INC FD ICOM09256A109116,3677,900SH DFND4007,900
BLACKROCK ENH CAP & INC FD ICOM09256A10959,4844,038SH DFND3004,038
BLACKROCK ENHANCED EQT DIV TCOM09251A104495,52259,061SH DFND40059,061
BLACKROCK ENHANCED EQT DIV TCOM09251A10480,2299,562SH DFND3009,562
BLACKROCK FLA MUN 2020 TERMCOM09250M1099,270600SH DFND300600
BLACKROCK FLOAT RATE OME STRCOM09255X100187,08112,770SH DFND40012,770
BLACKROCK FLOAT RATE OME STRCOM09255X10055,0843,760SH DFND3003,760
BLACKROCK FLOATING RATE INCOCOM09194110421,3151,500SH DFND3001,500
BLACKROCK GLOBAL OPP EQTY TRCOM092501105231,92115,410SH DFND40015,410
BLACKROCK GLOBAL OPP EQTY TRCOM092501105185,04612,295SH DFND30012,295
BLACKROCK GLOBAL OPP EQTY TRCOM09250110585,7855,700SH DFND2005,700
BLACKROCK HEALTH SCIENCES TRCOM09250W10725,711700SH DFND400700
BLACKROCK HEALTH SCIENCES TRCOM09250W10740,1331,093SH DFND3001,093
BLACKROCK HEALTH SCIENCES TRCOM09250W10714,692400SH DFND200400
BLACKROCK INCCOM09247X10117,329,03254,221SH SOLE154,22100
BLACKROCK INCCOM09247X101267,825838SH DFND200838
BLACKROCK INCCOM09247X10154,652171SH DFND400171
BLACKROCK INCCOM09247X101369,5031,156SH DFND3001,156
BLACKROCK INCOME OPP TRUST ICOM09247510243,0603,965SH DFND4003,965
BLACKROCK INCOME OPP TRUST ICOM0924751025,430500SH DFND200500
BLACKROCK INCOME TR INCCOM09247F1001,341202SH DFND400202
BLACKROCK INCOME TR INCCOM09247F1003,984600SH DFND300600
BLACKROCK INTL GRWTH & INC TCOM092524107222,49627,002SH DFND40027,002
BLACKROCK INTL GRWTH & INC TCOM09252410762,3937,572SH DFND3007,572
BLACKROCK INTL GRWTH & INC TCOM09252410770,0408,500SH DFND2008,500
BLACKROCK INVT QUALITY MUN TCOM09247D105356,60923,523SH DFND30023,523
BLACKROCK KELSO CAPITAL CORPCOM0925331084,295,311471,494SH DFND200471,494
BLACKROCK KELSO CAPITAL CORPCOM0925331083,644400SH DFND400400
BLACKROCK KELSO CAPITAL CORPCOM09253310844,6024,896SH DFND3004,896
BLACKROCK LONG-TERM MUNI ADVCOM09250B103135,48012,000SH DFND40012,000
BLACKROCK LONG-TERM MUNI ADVCOM09250B1035,645500SH DFND300500
BLACKROCK LONG-TERM MUNI ADVCOM09250B10339,5153,500SH DFND2003,500
BLACKROCK LTD DURATION INC TCOM09249W10195,0955,500SH DFND4005,500
BLACKROCK LTD DURATION INC TCOM09249W10186,0184,975SH DFND3004,975
BLACKROCK MUN 2020 TERM TRCOM09249X10921,7151,333SH DFND2001,333
BLACKROCK MUN TARGET TERM TRCOM09257P10533,3901,644SH DFND4001,644
BLACKROCK MUNI INCOME TR IICOM09249N10150,8903,500SH DFND4003,500
BLACKROCK MUNI INTER DR FD ICOM09253X1021,460100SH DFND300100
BLACKROCK MUNIASSETS FD INCCOM09254J102191,94014,972SH DFND40014,972
BLACKROCK MUNIASSETS FD INCCOM09254J10254,0754,218SH DFND2004,218
BLACKROCK MUNIENHANCED FD INCOM09253Y10014,5341,300SH DFND4001,300
BLACKROCK MUNIHLDGS FD II INCOM09253P10945,6603,000SH DFND4003,000
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X101103,1057,185SH DFND4007,185
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10682,6206,000SH DFND3006,000
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107433,45330,269SH DFND30030,269
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1074,511315SH DFND200315
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10841,6403,000SH DFND2003,000
BLACKROCK MUNIHOLDINGS FD INCOM09253N104342,51821,104SH DFND30021,104
BLACKROCK MUNIVEST FD II INCCOM09253T101346,35022,131SH DFND30022,131
BLACKROCK MUNIVEST FD INCCOM09253R1059,8801,000SH DFND4001,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N103147,30010,000SH DFND40010,000
BLACKROCK MUNIYIELD CALI QLTCOM09254N10364,8124,400SH DFND3004,400
BLACKROCK MUNIYIELD CALIF FDCOM09254M10576,5145,064SH DFND3005,064
BLACKROCK MUNIYIELD FD INCCOM09253W10414,3901,000SH DFND3001,000
BLACKROCK MUNIYIELD FD INCCOM09253W104114,4017,950SH DFND2007,950
BLACKROCK MUNIYIELD INVST FDCOM09254R10444,0703,000SH DFND4003,000
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10068,1034,700SH DFND4004,700
BLACKROCK MUNIYIELD NY QLTYCOM09255E10228,2052,140SH DFND4002,140
BLACKROCK MUNIYIELD NY QLTYCOM09255E10213,1801,000SH DFND3001,000
BLACKROCK MUNIYIELD QLTY FDCOM09254E10320,7841,505SH DFND3001,505
BLACKROCK MUNIYIELD QLTY FDCOM09254E10313,8101,000SH DFND2001,000
BLACKROCK MUNIYLD INVST QLTYCOM09254T10017,4691,300SH DFND3001,300
BLACKROCK MUNIYLD MICH QLTYCOM09254W103100,5187,750SH DFND2007,750
BLACKROCK MUNIYLD MICH QLTYCOM09254V105131,1569,375SH DFND2009,375
BLACKROCK N J MUN INCOME TRCOM09248J10114,9601,000SH DFND4001,000
BLACKROCK N J MUN INCOME TRCOM09248J10172,1074,820SH DFND3004,820
BLACKROCK N Y MUN INCOME TRCOM09248L1068,965638SH DFND400638
BLACKROCK REAL ASSET EQUITYCOM09254B10969,4867,400SH DFND4007,400
BLACKROCK REAL ASSET EQUITYCOM09254B1099,3901,000SH DFND3001,000
BLACKROCK RES & COMM STRAT TCOM09257A10815,5131,250SH DFND3001,250
BLACKROCK RES & COMM STRAT TCOM09257A10812,5271,009SH DFND2001,009
BLACKROCK UTIL & INFRASTRCTUCOM09248D10413,297635SH DFND400635
BLACKROCK UTIL & INFRASTRCTUCOM09248D104565,96627,028SH DFND30027,028
BLACKROCK UTIL & INFRASTRCTUCOM09248D10444,2252,112SH DFND2002,112
BLACKROCK VA MUNICIPAL BONDCOM09248110015,571975SH DFND200975
BLACKSTONE GROUP L PCOM09253U108457,49613,681SH DFND20013,681
BLACKSTONE GROUP L PCOM09253U108514,78615,394SH DFND40015,394
BLACKSTONE GROUP L PCOM09253U108906,19127,099SH DFND30027,099
BLACKSTONE GSO FLTING RTE FUCOM09256U10530,0711,679SH DFND2001,679
BLACKSTONE GSO LNG SHRT CR ICOM09257D10247927SH DFND40027
BLACKSTONE GSO STRATEGIC CRCOM09257R10144,2472,490SH DFND3002,490
BLDRS INDEX FDS TRCOM09348R30064,0781,638SH DFND3001,638
BLDRS INDEX FDS TRCOM09348R40937,2911,456SH DFND3001,456
BLOCK H & R INCCOM093671105181,2695,408SH DFND3005,408
BLOOMIN BRANDS INCCOM0942351081,132,55850,493SH SOLE150,49300
BLOOMIN BRANDS INCCOM09423510811,215500SH DFND200500
BLOOMIN BRANDS INCCOM0942351081,12250SH DFND30050
BLOUNT INTERNATIONAL INCCOM095180105456,54332,356SH SOLE132,35600
BLUCORA INCCOM095229100608,84132,265SH SOLE132,26500
BLUCORA INCCOM09522910091,6894,859SH DFND2004,859
BLUCORA INCCOM09522910061,5923,264SH DFND4003,264
BLUE NILE INCCOM09578R103258,9449,248SH SOLE19,24800
BLUE NILE INCCOM09578R10370025SH DFND40025
BLUEBIRD BIO INCCOM09609G100480,92912,469SH SOLE112,46900
BLUELINX HLDGS INCCOM09624H1091,7361,240SH DFND2001,240
BNC BANCORPCOM05566T101222,81513,053SH SOLE113,05300
BNC BANCORPCOM05566T1018,226482SH DFND300482
BOARDWALK PIPELINE PARTNERSCOM09662710425,7151,390SH DFND2001,390
BOARDWALK PIPELINE PARTNERSCOM09662710453,3022,881SH DFND3002,881
BOB EVANS FARMSCOM096761101943,44318,850SH SOLE118,85000
BOB EVANS FARMS INCCOM0967611013,65473SH DFND40073
BOB EVANS FARMS INCCOM096761101156,4063,125SH DFND3003,125
BOEING COCOM0970231051,956,47815,377SH DFND20015,377
BOEING COCOM0970231051,273,17710,007SH DFND40010,007
BOEING COCOM0970231053,140,81624,686SH DFND30024,686
BOEING CO/THECOM09702310527,374,171215,155SH SOLE1215,15500
BOFI HLDG INCCOM05566U10840,409550SH DFND400550
BOFI HLDG INCCOM05566U10821,380291SH DFND300291
BOFI HOLDING INCCOM05566U108781,57410,638SH SOLE110,63800
BOINGO WIRELESS INCCOM09739C102103,64515,175SH SOLE115,17500
BOISE CASCADE COCOM09739D100837,00429,225SH SOLE129,22500
BOISE CASCADE CO DELCOM09739D1003,437120SH DFND200120
BOK FINANCIAL CORPORATIONCOM05561Q20165,335981SH SOLE198100
BOK FINL CORPCOM05561Q20152,451788SH DFND200788
BOK FINL CORPCOM05561Q201209,9233,152SH DFND4003,152
BOK FINL CORPCOM05561Q2017,138107SH DFND300107
BON TON STORES INC/THECOM09776J10198,5229,556SH SOLE19,55600
BONANZA CREEK ENERGY INCCOM0977931031,227,12621,457SH SOLE121,45700
BONANZA CREEK ENERGY INCCOM09779310328,595500SH DFND300500
BON-TON STORES INCCOM09776J1015,155500SH DFND400500
BON-TON STORES INCCOM09776J1011,031100SH DFND300100
BOOZ ALLEN HAMILTON HOLDINCOM0995021061,786,30584,101SH SOLE184,10100
BORDERFREE INCCOM09970L10064,7563,908SH SOLE13,90800
BORGWARNER INCCOM0997241066,440,83798,801SH SOLE198,80100
BORGWARNER INCCOM0997241065,15079SH DFND40079
BORGWARNER INCCOM099724106358,5455,500SH DFND3005,500
BOSTON BEER COMPANY INC ACOM1005571071,435,4456,422SH SOLE16,42200
BOSTON BEER INCCOM10055710722,352100SH DFND300100
BOSTON PRIVATE FINL HOLDINCOM101119105821,00961,087SH SOLE161,08700
BOSTON PROPERTIES INCCOM1011211017,004,64759,271SH SOLE159,27100
BOSTON PROPERTIES INCCOM10112110135,454300SH DFND400300
BOSTON PROPERTIES INCCOM10112110169,017584SH DFND300584
BOSTON SCIENTIFIC CORPCOM1011371076,109,794478,449SH SOLE1478,44900
BOSTON SCIENTIFIC CORPCOM10113710750,0843,922SH DFND2003,922
BOSTON SCIENTIFIC CORPCOM10113710744,6953,500SH DFND4003,500
BOSTON SCIENTIFIC CORPCOM10113710724,0461,883SH DFND3001,883
BOTTOMLINE TECH DEL INCCOM1013881062,03568SH DFND20068
BOTTOMLINE TECHNOLOGIES (DCOM101388106893,41129,860SH SOLE129,86000
BOULDER BRANDS INCCOM101405108564,84639,834SH SOLE139,83400
BOULDER BRANDS INCCOM1014051082,836200SH DFND200200
BOULDER BRANDS INCCOM1014051089,926700SH DFND400700
BOULDER BRANDS INCCOM10140510828,3602,000SH DFND3002,000
BOULDER GROWTH & INCOME FD ICOM101507101332,28039,000SH DFND40039,000
BOULDER TOTAL RETURN FD INCCOM10154110020,528800SH DFND400800
BOYD GAMING CORPCOM103304101715,92559,021SH SOLE159,02100
BOYD GAMING CORPCOM1033041011,213100SH DFND300100
BP PLCCOM07980590917,824,6972,022,776SH SOLE12,022,77600
BP PLCCOM055622104741,90914,065SH DFND20014,065
BP PLCCOM0556221041,097,46420,805SH DFND40020,805
BP PLCCOM0556221043,360,89263,714SH DFND30063,714
BP PRUDHOE BAY RTY TRCOM055630107215,5902,179SH DFND2002,179
BP PRUDHOE BAY RTY TRCOM05563010789,500905SH DFND300905
BPZ RESOURCES INCCOM055639108238,94977,581SH SOLE177,58100
BPZ RESOURCES INCCOM055639108610198SH DFND300198
BRADY CORPCOM1046741065,974200SH DFND200200
BRADY CORPCOM1046741061,01634SH DFND30034
BRADY CORPORATION CL ACOM1046741061,087,95536,423SH SOLE136,42300
BRANDYWINE REALTY TRUSTCOM10536820388,3745,665SH SOLE15,66500
BRANDYWINE RLTY TRCOM10536820329619SH DFND30019
BRASKEM S ACOM10553210516713SH DFND40013
BRAVO BRIO RESTAURANT GROUCOM10567B109195,64012,533SH SOLE112,53300
BREITBURN ENERGY PARTNERS LPCOM1067761071,023,36046,264SH DFND20046,264
BREITBURN ENERGY PARTNERS LPCOM106776107101,7524,600SH DFND4004,600
BREITBURN ENERGY PARTNERS LPCOM106776107113,5865,135SH DFND3005,135
BRF SACOM10552T1072,431100SH DFND200100
BRIDGE BANCORP INCCOM108035106182,4687,606SH SOLE17,60600
BRIDGE CAPITAL HOLDINGSCOM108030107155,4046,419SH SOLE16,41900
BRIDGEPOINT EDUCATION IN WCOM10807M105143,45110,802SH SOLE110,80200
BRIGGS & STRATTON CORPCOM1090431091,06452SH DFND20052
BRIGGS + STRATTONCOM109043109729,91135,675SH SOLE135,67500
BRIGHT HORIZONS FAM SOL IN DCOM1091941004,423103SH DFND200103
BRIGHT HORIZONS FAMILY SOLCOM109194100861,97820,074SH SOLE120,07400
BRIGHTCOVECOM10921T101221,27720,994SH SOLE120,99400
BRIGHTCOVE INCCOM10921T1017,905750SH DFND300750
BRINK S CO/THECOM1096961041,043,63236,982SH SOLE136,98200
BRINKER INTERNATIONAL INCCOM1096411006,294,094129,375SH SOLE1129,37500
BRINKER INTL INCCOM10964110014,595300SH DFND200300
BRINKER INTL INCCOM1096411001,393,28728,639SH DFND40028,639
BRINKER INTL INCCOM1096411001,94640SH DFND30040
BRINKS COCOM10969610433912SH DFND20012
BRISTOL MYERS SQUIBB COCOM11012210831,527,862649,925SH SOLE1649,92500
BRISTOL MYERS SQUIBB COCOM110122108929,51119,161SH DFND20019,161
BRISTOL MYERS SQUIBB COCOM110122108948,20919,547SH DFND40019,547
BRISTOL MYERS SQUIBB COCOM1101221082,156,24244,449SH DFND30044,449
BRISTOW GROUP INCCOM1103941032,190,44527,170SH SOLE127,17000
BRISTOW GROUP INCCOM1103941035,96674SH DFND20074
BRISTOW GROUP INCBOND110394AC710,1358PRN DFND2008
BRITISH AMERN TOB PLCCOM11044810727,269229SH DFND200229
BRITISH AMERN TOB PLCCOM11044810727,469231SH DFND400231
BRITISH AMERN TOB PLCCOM11044810713,456113SH DFND300113
BRIXMOR PROPERTY GROUP INCCOM11120U10539,7951,734SH SOLE11,73400
BROADCOM CORPCOM11132010710,505283SH DFND200283
BROADCOM CORPCOM1113201076,459174SH DFND400174
BROADCOM CORPCOM111320107105,0502,830SH DFND3002,830
BROADCOM CORP CL ACOM11132010710,025,295270,078SH SOLE1270,07800
BROADRIDGE FINANCIAL SOLUTCOM11133T10311,519,373276,642SH SOLE1276,64200
BROADRIDGE FINL SOLUTIONS INCOM11133T10321,944527SH DFND400527
BROADRIDGE FINL SOLUTIONS INCOM11133T10312,659304SH DFND300304
BROADSOFT INCCOM11133B409493,46718,699SH SOLE118,69900
BROADSOFT INCCOM11133B409359,24713,613SH DFND30013,613
BROCADE COMMUNICATIONS SYSCOM1116213061,036,904112,707SH SOLE1112,70700
BROOKDALE SENIOR LIVING INCOM11246310473,4812,204SH SOLE12,20400
BROOKDALE SR LIVING INCCOM1124631046,668200SH DFND200200
BROOKFIELD ASSET MANAGE CLCOM112585955440,56010,000SH SOLE110,00000
BROOKFIELD ASSET MGMT INCCOM11258510422,010500SH DFND200500
BROOKFIELD ASSET MGMT INCCOM112585104114,6722,605SH DFND3002,605
BROOKFIELD HIGH INCOME FD INCOM11272P102219,86420,860SH DFND30020,860
BROOKFIELD INFRAST PARTNERSCOMG1625210133,376800SH DFND200800
BROOKFIELD INFRAST PARTNERSCOMG16252101252,4066,050SH DFND4006,050
BROOKFIELD INFRAST PARTNERSCOMG16252101316,5427,587SH DFND3007,587
BROOKFIELD PPTY PARTNERS L PCOMG162491071256SH DFND3006
BROOKFIELD PROPERTY PARTNECOMG1624995828,7441,376SH SOLE11,37600
BROOKFIELD TOTAL RETURN FD ICOM11283U10873029SH DFND20029
BROOKLINE BANCORP INCCOM11373M107505,13753,910SH SOLE153,91000
BROOKLINE BANCORP INC DELCOM11373M1077,496800SH DFND300800
BROOKS AUTOMATION INCCOM114340102549,35651,008SH SOLE151,00800
BROWN & BROWN INCCOM1152361011,90462SH DFND40062
BROWN + BROWN INCCOM1152361017,337,325238,923SH SOLE1238,92300
BROWN FORMAN CORPCOM115637209128,3541,363SH DFND2001,363
BROWN FORMAN CORPCOM11563720928,251300SH DFND400300
BROWN FORMAN CORPCOM1156372091,31814SH DFND30014
BROWN FORMAN CORP CLASS BCOM1156372095,247,81255,727SH SOLE155,72700
BROWN SHOE COMPANY INCCOM115736100946,96233,099SH SOLE133,09900
BROWN SHOE INC NEWCOM115736100314,71011,000SH DFND40011,000
BRUKER CORPCOM11679410846,9871,936SH SOLE11,93600
BRUNSWICK CORPCOM11704310910,267,797243,717SH SOLE1243,71700
BRUNSWICK CORPCOM1170431098,468201SH DFND200201
BRUNSWICK CORPCOM11704310996,2252,284SH DFND4002,284
BRUNSWICK CORPCOM11704310923,635561SH DFND300561
BRYN MAWR BANK CORPCOM117665109260,5668,948SH SOLE18,94800
BSD MED CORP DELCOM05566210019,80020,000SH DFND30020,000
BT GROUP PLCCOM05577E10133,471510SH DFND400510
BUCKEYE PARTNERS L PCOM118230101245,8262,960SH DFND2002,960
BUCKEYE PARTNERS L PCOM11823010125,966313SH DFND400313
BUCKEYE PARTNERS L PCOM1182301011,303,31715,691SH DFND30015,691
BUCKLE INCCOM11844010640,501913SH DFND200913
BUCKLE INCCOM118440106123,0992,775SH DFND3002,775
BUCKLE INC/THECOM118440106954,36121,514SH SOLE121,51400
BUFFALO WILD WINGS INCCOM1198481092,391,36114,431SH SOLE114,43100
BUFFALO WILD WINGS INCCOM1198481094,14325SH DFND20025
BUFFALO WILD WINGS INCCOM119848109182,9441,104SH DFND3001,104
BUILD A BEAR WORKSHOPCOM1200761042,672200SH DFND300200
BUILD A BEAR WORKSHOP INCCOM120076104107,7488,065SH SOLE18,06500
BUILDERS FIRSTSOURCE INCCOM12008R107223,43529,871SH SOLE129,87100
BUILDERS FIRSTSOURCE INCCOM12008R1073,807509SH DFND200509
BUNGE LIMITEDCOMG16962105107,3331,419SH DFND2001,419
BUNGE LIMITEDCOMG169621051,43719SH DFND40019
BUNGE LIMITEDCOMG1696210514,948198SH DFND300198
BUNGE LTDCOMG16962105401,6485,310SH SOLE15,31000
BURGER KING WORLDWIDE INCCOM12122010750,5751,858SH SOLE11,85800
BURGER KING WORLDWIDE INCCOM1212201072,722100SH DFND300100
BURLINGTON STORES INCCOM122017106597,24818,746SH SOLE118,74600
C H ROBINSON WORLDWIDE INCCOM12541W20911,546181SH DFND400181
C H ROBINSON WORLDWIDE INCCOM12541W2091,27620SH DFND30020
C&J ENERGY SVCS INCCOM12467B304202,6806,000SH DFND3006,000
C.H. ROBINSON WORLDWIDE INCOM12541W20914,584,116228,627SH SOLE1228,62700
C+J ENERGY SERVICES INCCOM12467B3041,187,33335,149SH SOLE135,14900
CA INCCOM12673P105253,126,9758,807,480SH SOLE18,807,48000
CA INCCOM12673P105453,35915,775SH DFND20015,775
CA INCCOM12673P1055,633196SH DFND400196
CABELA S INCCOM1268043015,880,57694,240SH SOLE194,24000
CABELAS INCCOM12680430182,9301,329SH DFND3001,329
CABLEVISION SYS CORPCOM12686C109202,96011,499SH DFND40011,499
CABLEVISION SYS CORPCOM12686C10918,6581,057SH DFND3001,057
CABLEVISION SYSTEMS NY GRPCOM12686C1091,838,601104,170SH SOLE1104,17000
CABOT CORPCOM1270551016,996,494120,650SH SOLE1120,65000
CABOT CORPCOM12705510111,598200SH DFND300200
CABOT MICROELECTRONICS CORCOM12709P103822,14018,413SH SOLE118,41300
CABOT MICROELECTRONICS CORPCOM12709P1033,25973SH DFND20073
CABOT OIL & GAS CORPCOM12709710339,2611,150SH DFND2001,150
CABOT OIL & GAS CORPCOM12709710323,990703SH DFND400703
CABOT OIL & GAS CORPCOM12709710335,8071,049SH DFND3001,049
CABOT OIL + GAS CORPCOM1270971035,606,846164,231SH SOLE1164,23100
CACI INTERNATIONAL INC CLCOM1271903041,259,56717,940SH SOLE117,94000
CADENCE DESIGN SYS INCCOM12738710810,085,853576,664SH SOLE1576,66400
CADENCE DESIGN SYSTEM INCCOM1273871083,463198SH DFND400198
CADENCE DESIGN SYSTEM INCCOM127387108523SH DFND3003
CAESARS ACQUISITION CO CLCOM12768T103369,86329,900SH SOLE129,90000
CAESARS ENTERTAINMENT CORPCOM127686103606,38533,539SH SOLE133,53900
CAESARSTONE SDOT-YAM LTDCOMM205981049,816200SH DFND400200
CAI INTERNATIONAL INCCOM12477X106248,40511,286SH SOLE111,28600
CAI INTERNATIONAL INCCOM12477X1061,69577SH DFND20077
CAL DIVE INTL INC DELCOM12802T101660500SH DFND400500
CAL DIVE INTL INC DELCOM12802T1019,2407,000SH DFND3007,000
CAL MAINE FOODS INCCOM128030202876,23311,790SH SOLE111,79000
CAL MAINE FOODS INCCOM12803020233,444450SH DFND200450
CALAMOS ASSET MANAGEMENT ACOM12811R104177,47113,254SH SOLE113,25400
CALAMOS ASSET MGMT INCCOM12811R10444,5223,325SH DFND4003,325
CALAMOS CONV & HIGH INCOME FCOM12811P108157,63510,651SH DFND40010,651
CALAMOS CONV & HIGH INCOME FCOM12811P108745,67150,383SH DFND30050,383
CALAMOS CONV & HIGH INCOME FCOM12811P1084,973336SH DFND200336
CALAMOS CONV OPP AND INC FDCOM128117108146,61410,450SH DFND40010,450
CALAMOS CONV OPP AND INC FDCOM128117108417,49829,758SH DFND30029,758
CALAMOS CONV OPP AND INC FDCOM12811710870,1505,000SH DFND2005,000
CALAMOS GBL DYN INCOME FUNDCOM12811L107210,70021,500SH DFND40021,500
CALAMOS GBL DYN INCOME FUNDCOM12811L107225,74323,035SH DFND30023,035
CALAMOS GBL DYN INCOME FUNDCOM12811L10749,9515,097SH DFND2005,097
CALAMOS GLOBAL TOTAL RETURNCOM12811810614,8501,000SH DFND4001,000
CALAMOS STRATEGIC TOTL RETNCOM128125101544,08945,303SH DFND40045,303
CALAMOS STRATEGIC TOTL RETNCOM1281251019,118759SH DFND300759
CALAMOS STRATEGIC TOTL RETNCOM12812510111,926993SH DFND200993
CALAMP CORPCOM128126109589,19527,202SH SOLE127,20200
CALAMP CORPCOM1281261094,332200SH DFND200200
CALAMP CORPCOM128126109185,0638,544SH DFND3008,544
CALAVO GROWERS INCCOM128246105349,15910,321SH SOLE110,32100
CALAVO GROWERS INCCOM128246105293,4758,675SH DFND3008,675
CALGON CARBON CORPCOM129603106908,36240,679SH SOLE140,67900
CALGON CARBON CORPCOM12960310644,6602,000SH DFND2002,000
CALIFORNIA WATER SERVICE GCOM130788102756,75831,271SH SOLE131,27100
CALIFORNIA WTR SVC GROUPCOM13078810220,546849SH DFND300849
CALIX NETWORKS INCCOM13100M509221,92327,130SH SOLE127,13000
CALLAWAY GOLF COOPTION131193904108,160130SHCallDFND300130
CALLAWAY GOLF COCOM1311931041,082130SH DFND300130
CALLAWAY GOLF COMPANYCOM131193104492,50259,195SH SOLE159,19500
CALLIDUS SOFTWARE INCCOM13123E500358,95230,063SH SOLE130,06300
CALLON PETE CO DELOPTION13123X9026,524,0005,600SHCallDFND3005,600
CALLON PETE CO DELCOM13123X10265,2405,600SH DFND3005,600
CALLON PETROLEUM COCOM13123X102308,27126,461SH SOLE126,46100
CALPINE CORPCOM131347304469,53319,720SH SOLE119,72000
CALPINE CORPCOM13134730441,8581,758SH DFND2001,758
CALPINE CORPCOM13134730421,334896SH DFND300896
CALUMET SPECIALTY PRODS PTNRCOM131476103311,4519,794SH DFND2009,794
CALUMET SPECIALTY PRODS PTNRCOM131476103139,9204,400SH DFND4004,400
CALUMET SPECIALTY PRODS PTNRCOM131476103546,54317,187SH DFND30017,187
CAMBREX CORPCOM132011107483,98723,381SH SOLE123,38100
CAMBRIA ETF TRCOM132061201138,4204,500SH DFND3004,500
CAMBRIA ETF TRCOM13206130027,2251,000SH DFND3001,000
CAMBRIA ETF TRCOM13206130016,335600SH DFND200600
CAMBRIA ETF TRCOM1320612016,152200SH DFND200200
CAMDEN NATIONAL CORPCOM133034108188,1024,853SH SOLE14,85300
CAMDEN PROPERTY TRUSTCOM13313110212,239,010172,017SH SOLE1172,01700
CAMECO CORPCOM13321L10859,4133,030SH DFND2003,030
CAMECO CORPCOM13321L1081,51077SH DFND40077
CAMECO CORPCOM13321L1085,393275SH DFND300275
CAMERON INTERNATIONAL CORPCOM13342B1055,601,64882,730SH SOLE182,73000
CAMERON INTERNATIONAL CORPCOM13342B1053,25048SH DFND20048
CAMERON INTERNATIONAL CORPCOM13342B10525,188372SH DFND400372
CAMERON INTERNATIONAL CORPCOM13342B105174,2862,574SH DFND3002,574
CAMPBELL SOUP COCOM1344291093,732,23281,472SH SOLE181,47200
CAMPBELL SOUP COCOM134429109104,9512,291SH DFND2002,291
CAMPBELL SOUP COCOM134429109328,5597,172SH DFND4007,172
CAMPBELL SOUP COCOM13442910950,4131,100SH DFND3001,100
CAMPUS CREST CMNTYS INCCOM13466Y10550,7745,863SH DFND4005,863
CAMPUS CREST CMNTYS INCCOM13466Y10526,8463,100SH DFND3003,100
CAMPUS CREST COMMUNITIES ICOM13466Y105366,60442,333SH SOLE142,33300
CANADIAN NAT RES LTDCOM13638510150,2711,095SH DFND2001,095
CANADIAN NAT RES LTDCOM1363851016,565143SH DFND400143
CANADIAN NAT RES LTDCOM13638510177,0831,679SH DFND3001,679
CANADIAN NATL RY COCOM13637510218,380283SH DFND200283
CANADIAN NATL RY COCOM136375102168,0772,585SH DFND4002,585
CANADIAN NATL RY COCOM136375102191,3542,943SH DFND3002,943
CANADIAN PAC RY LTDCOM13645T1001,6309SH DFND2009
CANADIAN PAC RY LTDCOM13645T1003,62320SH DFND40020
CANADIAN PAC RY LTDCOM13645T100172,989955SH DFND300955
CANADIAN SOLAR INCCOM13663510915,630500SH DFND200500
CANADIAN SOLAR INCCOM13663510917,193550SH DFND400550
CANCER GENETICS INCCOM13739U10428,2502,500SH DFND3002,500
CANON INCCOM1380063091,76954SH DFND20054
CANON INCCOM1380063095,371164SH DFND400164
CANON INCCOM138006309340,76410,405SH DFND30010,405
CANTEL MEDICAL CORPCOM138098108943,84425,774SH SOLE125,77400
CANTEL MEDICAL CORPCOM1380981083,699101SH DFND200101
CANTERBURY PARK HOLDING CORPCOM13811E1012,042203SH DFND300203
CAPELLA EDUCATION COCOM139594105453,8858,345SH SOLE18,34500
CAPITAL BANK FINANCIAL CLCOM139794101374,28915,853SH SOLE115,85300
CAPITAL CITY BANK GROUP INCOM139674105101,1296,960SH SOLE16,96000
CAPITAL ONE FINANCIAL CORPCOM14040H10519,427,850235,204SH SOLE1235,20400
CAPITAL ONE FINL CORPCOM14040H10539,400477SH DFND200477
CAPITAL ONE FINL CORPCOM14040H105107,1641,297SH DFND4001,297
CAPITAL ONE FINL CORPCOM14040H105245,0092,966SH DFND3002,966
CAPITAL PRODUCT PARTNERS L PCOMY110821072,284200SH DFND400200
CAPITAL SENIOR LIVING CORPCOM140475104452,60218,985SH SOLE118,98500
CAPITAL SR LIVING CORPCOM14047510428,6081,200SH DFND4001,200
CAPITOL FED FINL INCCOM14057J1019,740801SH DFND300801
CAPITOL FEDERAL FINANCIALCOM14057J1011,138,44493,622SH SOLE193,62200
CAPSTEAD MORTGAGE CORPCOM14067E506961,54173,121SH SOLE173,12100
CAPSTEAD MTG CORPCOM14067E50619,7251,500SH DFND2001,500
CAPSTEAD MTG CORPCOM14067E50687,6736,667SH DFND3006,667
CAPSTONE TURBINE CORPCOM14067D102324,795215,096SH SOLE1215,09600
CARA THERAPEUTICS INCCOM14075510959,9963,525SH SOLE13,52500
CARA THERAPEUTICS INCCOM14075510937,4442,200SH DFND4002,200
CARBO CERAMICS INCCOM1407811058,035,04652,135SH SOLE152,13500
CARBO CERAMICS INCCOM14078110520,036130SH DFND400130
CARBONITE INCCOM141337105138,61311,580SH SOLE111,58000
CARDINAL FINANCIAL CORPCOM14149F109450,47924,403SH SOLE124,40300
CARDINAL HEALTH INCCOM14149Y10813,540,600197,500SH SOLE1197,50000
CARDINAL HEALTH INCCOM14149Y1082,26233SH DFND20033
CARDINAL HEALTH INCCOM14149Y10875,6221,103SH DFND4001,103
CARDINAL HEALTH INCCOM14149Y108498,2417,267SH DFND3007,267
CARDIOVASCULAR SYSTEMS INCCOM141619106563,74718,092SH SOLE118,09200
CARDTRONICS INCCOM14161H1081,157,42533,962SH SOLE133,96200
CARE.COM INCCOM14163310754,4004,297SH SOLE14,29700
CAREER EDUCATION CORPCOM141665109235,39050,297SH SOLE150,29700
CAREFUSION CORPCOM14170T1016,309,187142,259SH SOLE1142,25900
CAREFUSION CORPCOM14170T10113,793311SH DFND200311
CAREFUSION CORPCOM14170T1011,50834SH DFND40034
CAREFUSION CORPCOM14170T10125,191568SH DFND300568
CARETRUST REIT INCCOM14174T107301,69315,237SH SOLE115,23700
CARLISLE COS INCCOM14233910011,159,688128,835SH SOLE1128,83500
CARLISLE COS INCCOM1423391004,76455SH DFND40055
CARLISLE COS INCCOM1423391001,21314SH DFND30014
CARMAX INCCOM1431301024,978,96995,731SH SOLE195,73100
CARMAX INCCOM14313010231,206600SH DFND200600
CARMAX INCCOM1431301024,99396SH DFND40096
CARMAX INCCOM14313010220,804400SH DFND300400
CARMIKE CINEMAS INCCOM143436400528,84715,054SH SOLE115,05400
CARMIKE CINEMAS INCCOM14343640066719SH DFND40019
CARNIVAL CORPCOM1436583005,543,210147,230SH SOLE1147,23000
CARNIVAL CORPCOM14365830012,839341SH DFND200341
CARNIVAL CORPCOM14365830011,295300SH DFND400300
CARNIVAL CORPCOM14365830024,661655SH DFND300655
CARNIVAL PLCCOM14365C10315,180400SH DFND300400
CARPENTER TECHNOLOGYCOM1442851036,747,067106,673SH SOLE1106,67300
CARRIAGE SERVICES INCCOM143905107179,67710,489SH SOLE110,48900
CARRIAGE SVCS INCCOM1439051071,715100SH DFND200100
CARRIAGE SVCS INCCOM1439051071,884110SH DFND300110
CARRIZO OIL & GAS INCCOM1445771036,926100SH DFND200100
CARRIZO OIL + GAS INCCOM1445771032,374,57934,285SH SOLE134,28500
CARROLS RESTAURANT GROUP ICOM14574X104163,99523,033SH SOLE123,03300
CARTER INCCOM14622910914,613212SH DFND200212
CARTER S INCCOM1462291097,371,926106,948SH SOLE1106,94800
CASCADE BANCORPCOM147154207105,76320,300SH SOLE120,30000
CASCADE BANCORPCOM1471542074,168800SH DFND200800
CASCADE MICROTECH INCCOM147322101114,1708,358SH SOLE18,35800
CASELLA WASTE SYSTEMS INCCOM147448104127,96525,542SH SOLE125,54200
CASEY S GENERAL STORES INCCOM1475281032,065,54229,386SH SOLE129,38600
CASEYS GEN STORES INCCOM1475281037,029100SH DFND400100
CASEYS GEN STORES INCCOM1475281034,21760SH DFND30060
CASH AMER INTL INCCOM14754D10053,5831,206SH DFND2001,206
CASH AMERICA INTL INCCOM14754D100954,13421,475SH SOLE121,47500
CASS INFORMATION SYSTEMS ICOM14808P109373,1787,542SH SOLE17,54200
CASTLE (A.M.) + COCOM148411101156,28214,156SH SOLE114,15600
CASTLIGHT HEALTH INCCOM14862Q1004,560300SH DFND400300
CASTLIGHT HEALTH INC BCOM14862Q100128,7298,469SH SOLE18,46900
CATALYST PHARM PARTNERS INCCOM14888U1015,0602,000SH DFND2002,000
CATAMARAN CORPCOM148887102810,02518,343SH SOLE118,34300
CATAMARAN CORPCOM1488871028,832200SH DFND200200
CATAMARAN CORPCOM148887102321,3087,276SH DFND4007,276
CATAMARAN CORPCOM1488871028,346189SH DFND300189
CATCHMARK TIMBER TR INCCOM14912Y2021,303,96895,389SH DFND20095,389
CATCHMARK TIMBER TR INCCOM14912Y20223,5121,720SH DFND4001,720
CATCHMARK TIMBER TR INCCOM14912Y20262,5954,579SH DFND3004,579
CATCHMARK TIMBER TRUST INCCOM14912Y202108,1437,911SH SOLE17,91100
CATERPILLAR INCCOM14912310122,779,188209,618SH SOLE1209,61800
CATERPILLAR INC DELOPTION1491239511,32816SHPutDFND20016
CATERPILLAR INC DELCOM1491231013,897,61935,867SH DFND20035,867
CATERPILLAR INC DELCOM149123101671,5976,180SH DFND4006,180
CATERPILLAR INC DELCOM1491231013,136,19528,860SH DFND30028,860
CATHAY GENERAL BANCORPCOM1491501045,067,807198,271SH SOLE1198,27100
CATO CORP CLASS ACOM149205106641,29920,754SH SOLE120,75400
CAVCO INDS INC DELCOM1495681074,26550SH DFND20050
CAVCO INDUSTRIES INCCOM149568107493,2905,783SH SOLE15,78300
CAVIUM INCCOM14964U1081,716,44834,564SH SOLE134,56400
CBEYOND INCCOM149847105212,07421,314SH SOLE121,31400
CBIZ INCCOM124805102245,25527,160SH SOLE127,16000
CBL + ASSOCIATES PROPERTIECOM124830100114,1906,010SH SOLE16,01000
CBOE HLDGS INCCOM12503M10845,667928SH DFND200928
CBOE HLDGS INCCOM12503M10812,303250SH DFND300250
CBOE HOLDINGS INCCOM12503M1088,427,852171,263SH SOLE1171,26300
CBRE CLARION GLOBAL REAL ESTCOM12504G100145,98816,025SH DFND40016,025
CBRE CLARION GLOBAL REAL ESTCOM12504G100445,87748,944SH DFND30048,944
CBRE CLARION GLOBAL REAL ESTCOM12504G10012,9731,424SH DFND2001,424
CBRE GROUP INCCOM12504L1092,69184SH DFND40084
CBRE GROUP INC ACOM12504L1093,325,432103,790SH SOLE1103,79000
CBS CORP CLASS B NON VOT WCOM12485720212,809,477206,139SH SOLE1206,13900
CBS CORP NEWCOM12485720241,882674SH DFND200674
CBS CORP NEWCOM124857202121,7321,959SH DFND4001,959
CBS CORP NEWCOM124857202409,5656,591SH DFND3006,591
CBS OUTDOOR AMERICAS INC WCOM14987J10625,458779SH SOLE177900
CDI CORPCOM125071100155,68610,804SH SOLE110,80400
CDN IMPERIAL BK COMM TORONTOCOM13606910116,194178SH DFND200178
CDN IMPERIAL BK COMM TORONTOCOM13606910130,478335SH DFND400335
CDN IMPERIAL BK COMM TORONTOCOM136069101145,5681,600SH DFND3001,600
CDW CORP/DECOM12514G10848,6811,527SH SOLE11,52700
CECO ENVIRONMENTAL CORPCOM125141101214,55013,762SH SOLE113,76200
CEDAR FAIR L PCOM150185106195,7853,701SH DFND2003,701
CEDAR FAIR L PCOM150185106113,2322,140SH DFND4002,140
CEDAR FAIR L PCOM15018510666,8661,264SH DFND3001,264
CEDAR REALTY TRUST INCCOM150602209370,48859,278SH SOLE159,27800
CEDAR REALTY TRUST INCCOM1506022093,125500SH DFND400500
CELADON GROUP INCCOM150838100291,78613,686SH SOLE113,68600
CELANESE CORP DELCOM15087010379,7071,240SH DFND4001,240
CELANESE CORP DELCOM15087010333,618523SH DFND300523
CELANESE CORP SERIES ACOM150870103620,2389,649SH SOLE19,64900
CELGENE CORPCOM15102010430,615,876356,496SH SOLE1356,49600
CELGENE CORPCOM15102010497,8171,139SH DFND2001,139
CELGENE CORPCOM151020104338,6253,943SH DFND4003,943
CELGENE CORPCOM151020104200,4442,334SH DFND3002,334
CELLDEX THERAPEUTICS INCCOM15117B103953,95358,453SH SOLE158,45300
CELLDEX THERAPEUTICS INC NEWCOM15117B10311,457702SH DFND200702
CELLDEX THERAPEUTICS INC NEWCOM15117B1036,773415SH DFND400415
CELLDEX THERAPEUTICS INC NEWCOM15117B1034,080250SH DFND300250
CELLULAR DYNAMICS INTERNATCOM15117V10992,6076,356SH SOLE16,35600
CEMEX SAB DE CVCOM1512908897,978603SH DFND200603
CEMEX SAB DE CVCOM15129088935,7742,704SH DFND4002,704
CEMEX SAB DE CVCOM15129088918,2181,377SH DFND3001,377
CEMPRA INCCOM15130J109160,45614,954SH SOLE114,95400
CENOVUS ENERGY INCCOM15135U10913,351412SH DFND200412
CENOVUS ENERGY INCCOM15135U1094,143128SH DFND400128
CENTENE CORPCOM15135B101553,6927,323SH SOLE17,32300
CENTENE CORP DELCOM15135B1012,64635SH DFND20035
CENTENE CORP DELCOM15135B1011,81524SH DFND40024
CENTENE CORP DELCOM15135B1016,12481SH DFND30081
CENTER BANCORP INCCOM151408101147,6677,679SH SOLE17,67900
CENTERPOINT ENERGY INCCOM15189T1074,871,781190,751SH SOLE1190,75100
CENTERPOINT ENERGY INCCOM15189T1071,25149SH DFND20049
CENTERPOINT ENERGY INCCOM15189T10791,3063,575SH DFND3003,575
CENTERSTATE BANKS INCCOM15201P109260,37823,248SH SOLE123,24800
CENTRAIS ELETRICAS BRASILEIRCOM15234Q10841487SH DFND20087
CENTRAL EUR RUSS & TURK FD ICOM1534361001,11338SH DFND20038
CENTRAL EUROPEAN MEDIA ENTCOMG20045202130,16346,157SH SOLE146,15700
CENTRAL FD CDA LTDCOM15350110140,3922,778SH DFND4002,778
CENTRAL FD CDA LTDCOM153501101134,4989,250SH DFND3009,250
CENTRAL FD CDA LTDCOM15350110130,6792,110SH DFND2002,110
CENTRAL GARDEN & PET COCOM1535271067,735850SH DFND200850
CENTRAL GARDEN AND PET COCOM153527205303,09432,945SH SOLE132,94500
CENTRAL GOLDTRUSTCOM1535461066,646140SH DFND400140
CENTRAL GOLDTRUSTCOM15354610611,393240SH DFND300240
CENTRAL PACIFIC FINANCIALCOM154760409222,34011,201SH SOLE111,20100
CENTRAL SECS CORPCOM1551231021,07946SH DFND30046
CENTURY ALUM COCOM15643110827,4401,750SH DFND3001,750
CENTURY ALUMINUM COMPANYCOM156431108615,80139,273SH SOLE139,27300
CENTURY BANCORP INC CL ACOM15643210680,5402,279SH SOLE12,27900
CENTURYLINK INCCOM15670010611,656,436322,001SH SOLE1322,00100
CENTURYLINK INCCOM156700106863,37023,850SH DFND20023,850
CENTURYLINK INCCOM156700106435,96812,043SH DFND40012,043
CENTURYLINK INCCOM156700106694,79719,193SH DFND30019,193
CENVEO INCCOM15670S105134,48836,250SH SOLE136,25000
CEPHEIDCOM15670R1072,92461SH DFND40061
CEPHEID INCCOM15670R1072,186,49545,609SH SOLE145,60900
CERNER CORPCOM1567821046,617,920128,304SH SOLE1128,30400
CERNER CORPCOM156782104260,2735,046SH DFND2005,046
CERNER CORPCOM1567821041,336,48925,911SH DFND40025,911
CERNER CORPCOM156782104503,5769,763SH DFND3009,763
CERUS CORPCOM157085101196,85147,434SH SOLE147,43400
CERUS CORPCOM15708510113,6953,300SH DFND2003,300
CERUS CORPCOM1570851014,1501,000SH DFND3001,000
CEVA INCCOM157210105236,66016,023SH SOLE116,02300
CEVA INCCOM1572101054,313292SH DFND200292
CF INDS HLDGS INCCOM12526910064,462268SH DFND200268
CF INDS HLDGS INCCOM12526910026,218109SH DFND300109
CF INDUSTRIES HOLDINGS INCCOM1252691004,558,52518,952SH SOLE118,95200
CGGCOM12531Q1051,420100SH DFND200100
CHAMBERS STR PPTYSCOM157842105359,74244,744SH DFND20044,744
CHAMBERS STR PPTYSCOM15784210561,4667,645SH DFND4007,645
CHAMBERS STR PPTYSCOM157842105337,41541,967SH DFND30041,967
CHAMBERS STREET PROPERTIESCOM1578421051,246,514155,039SH SOLE1155,03900
CHANNELADVISOR CORPCOM159179100356,94113,541SH SOLE113,54100
CHARLES & COLVARD LTDCOM159765106203,28092,400SH DFND30092,400
CHARLES RIV LABS INTL INCCOM1598641072,14140SH DFND40040
CHARLES RIVER LABORATORIESCOM1598641075,181,37896,812SH SOLE196,81200
CHART INDS INCCOM16115Q30810,259124SH DFND200124
CHART INDS INCCOM16115Q30814,064170SH DFND400170
CHART INDS INCCOM16115Q3087,61192SH DFND30092
CHART INDS INCBOND16115QAC46,9845PRN DFND2005
CHART INDUSTRIES INCCOM16115Q3081,649,09119,931SH SOLE119,93100
CHARTER COMMUNICATION ACOM16117M3051,471,0339,288SH SOLE19,28800
CHARTER FINANCIAL CORPCOM16122W108163,67014,745SH SOLE114,74500
CHASE CORPCOM16150R104150,4554,407SH SOLE14,40700
CHATHAM LODGING TRUSTCOM16208T102378,08217,264SH SOLE117,26400
CHC GROUP LTDCOMG07021101185,21621,945SH SOLE121,94500
CHECK POINT SOFTWARE TECHCOMM22465104748,52411,167SH SOLE111,16700
CHECK POINT SOFTWARE TECH LTCOMM224651044,62569SH DFND20069
CHECK POINT SOFTWARE TECH LTCOMM2246510427,415409SH DFND400409
CHECK POINT SOFTWARE TECH LTCOMM22465104104,5671,560SH DFND3001,560
CHECKPOINT SYS INCCOM1628251031,553111SH DFND200111
CHECKPOINT SYSTEMS INCCOM162825103445,16231,820SH SOLE131,82000
CHEESECAKE FACTORY INC/THECOM1630721015,727,671123,388SH SOLE1123,38800
CHEFS WAREHOUSE INC/THECOM163086101232,53511,762SH SOLE111,76200
CHEGG INCCOM163092109339,22248,185SH SOLE148,18500
CHEMED CORPCOM16359R1031,255,00513,391SH SOLE113,39100
CHEMED CORP NEWCOM16359R1032,99932SH DFND20032
CHEMICAL FINANCIAL CORPCOM163731102548,59919,537SH SOLE119,53700
CHEMICAL FINL CORPCOM16373110221,060750SH DFND200750
CHEMICAL FINL CORPCOM1637311028,424300SH DFND300300
CHEMOCENTRYX INCCOM16383L106104,67417,893SH SOLE117,89300
CHEMTURA CORPCOM1638932091,642,08862,843SH SOLE162,84300
CHEMTURA CORPCOM1638932092,796107SH DFND400107
CHENIERE ENERGY INCCOM16411R208503,0477,016SH SOLE17,01600
CHENIERE ENERGY INCCOM16411R208177,8882,481SH DFND2002,481
CHENIERE ENERGY INCCOM16411R20821,438299SH DFND400299
CHENIERE ENERGY INCCOM16411R208533,1617,436SH DFND3007,436
CHENIERE ENERGY PARTNERS LPCOM16411Q10115,628473SH DFND200473
CHENIERE ENERGY PARTNERS LPCOM16411Q101168,6035,103SH DFND4005,103
CHENIERE ENERGY PARTNERS LPCOM16411Q10191,5962,772SH DFND3002,772
CHERRY HILL MTG INVT CORPCOM16465110120,6111,028SH DFND4001,028
CHESAPEAKE ENERGY CORPCOM1651671077,030,047226,192SH SOLE1226,19200
CHESAPEAKE ENERGY CORPCOM165167107851,03827,382SH DFND20027,382
CHESAPEAKE ENERGY CORPCOM16516710790,8472,923SH DFND4002,923
CHESAPEAKE ENERGY CORPCOM165167107551,32717,739SH DFND30017,739
CHESAPEAKE GRANITE WASH TRCOM165185109152,65413,941SH DFND20013,941
CHESAPEAKE GRANITE WASH TRCOM16518510964,5175,892SH DFND4005,892
CHESAPEAKE GRANITE WASH TRCOM165185109863,89678,895SH DFND30078,895
CHESAPEAKE LODGING TRUSTCOM1652401021,154,87738,203SH SOLE138,20300
CHESAPEAKE UTILITIES CORPCOM165303108452,6606,346SH SOLE16,34600
CHESAPEAKE UTILS CORPCOM16530310832,099450SH DFND200450
CHEVRON CORPCOM166764100399,237,6973,058,121SH SOLE13,058,12100
CHEVRON CORP NEWCOM1667641005,345,10240,943SH DFND20040,943
CHEVRON CORP NEWCOM1667641003,640,61327,887SH DFND40027,887
CHEVRON CORP NEWCOM1667641008,123,62662,226SH DFND30062,226
CHICAGO BRIDGE & IRON CO N VCOM167250109135,2411,983SH DFND2001,983
CHICAGO BRIDGE & IRON CO N VCOM16725010951,491755SH DFND400755
CHICAGO BRIDGE & IRON CO N VCOM167250109319,5854,686SH DFND3004,686
CHICAGO BRIDGE + IRON CO NCOM167250109118,1221,732SH SOLE11,73200
CHICO S FAS INCCOM1686151025,203,701306,822SH SOLE1306,82200
CHICOS FAS INCCOM1686151021,50189SH DFND40089
CHICOS FAS INCCOM16861510257,3763,383SH DFND3003,383
CHILDREN S PLACE INC/THECOM168905107834,33016,811SH SOLE116,81100
CHILDRENS PL RETAIL STORES ICOM1689051071,48930SH DFND40030
CHIMERA INVESTMENT CORPCOM16934Q1092,721,089853,006SH SOLE1853,00600
CHIMERA INVT CORPCOM16934Q1095,9331,860SH DFND2001,860
CHIMERA INVT CORPCOM16934Q1091,302408SH DFND400408
CHIMERA INVT CORPCOM16934Q109112,82135,367SH DFND30035,367
CHIMERIX INCCOM16934W106386,89017,634SH SOLE117,63400
CHIMERIX INCCOM16934W1067,679350SH DFND300350
CHINA DIGITAL TV HLDG CO LTDCOM16938G107447100SH DFND400100
CHINA DIGITAL TV HLDG CO LTDCOM16938G1072,235500SH DFND300500
CHINA DISTANCE ED HLDGS LTDCOM16944W10431,0061,850SH DFND4001,850
CHINA FIN ONLINE CO LTDCOM16937910417,9314,300SH DFND4004,300
CHINA LIFE INS CO LTDCOM16939P1061965SH DFND4005
CHINA MOBILE GAMES & ENTMT GCOM16952T1001,587100SH DFND400100
CHINA MOBILE LIMITEDCOM16941M109182,2883,750SH DFND2003,750
CHINA MOBILE LIMITEDCOM16941M10919,881409SH DFND400409
CHINA MOBILE LIMITEDCOM16941M10924,305500SH DFND300500
CHINA PETE & CHEM CORPCOM16941R1084,56148SH DFND20048
CHINA SUNERGY CO LTDCOM16942X30211,6903,500SH DFND4003,500
CHINA UNICOM (HONG KONG) LTDCOM16945R10430,8752,014SH DFND2002,014
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,833250SH DFND300250
CHINA XD PLASTICS CO LTDCOM16948F1073,356400SH DFND400400
CHINACACHE INTL HLDG LTDCOM16950M1077,820500SH DFND400500
CHINDEX INTERNATIONAL INCCOM169467107215,6979,105SH SOLE19,10500
CHIPMOS TECH BERMUDA LTDCOMG2110R11410,859450SH DFND200450
CHIPOTLE MEXICAN GRILL INCCOM1696561057,245,21212,228SH SOLE112,22800
CHIPOTLE MEXICAN GRILL INCCOM169656105108,429183SH DFND200183
CHIPOTLE MEXICAN GRILL INCCOM16965610520,14534SH DFND40034
CHIPOTLE MEXICAN GRILL INCCOM169656105114,947194SH DFND300194
CHIQUITA BRANDS INTLCOM170032809332,98730,690SH SOLE130,69000
CHIQUITA BRANDS INTL INCCOM1700328091,660153SH DFND300153
CHOICE HOTELS INTL INCCOM16990510657,0971,212SH SOLE11,21200
CHOICE HOTELS INTL INCCOM1699051063307SH DFND3007
CHRISTOPHER + BANKS CORPCOM171046105243,64227,813SH SOLE127,81300
CHUBB CORPCOM1712321017,563,83982,064SH SOLE182,06400
CHUBB CORPCOM17123210153,182577SH DFND200577
CHUBB CORPCOM17123210122,950249SH DFND400249
CHUBB CORPCOM171232101240,3792,608SH DFND3002,608
CHUNGHWA TELECOM CO LTDCOM17133Q50213,978436SH DFND400436
CHURCH & DWIGHT INCCOM1713401029,653138SH DFND200138
CHURCH & DWIGHT INCCOM17134010210,493150SH DFND400150
CHURCH & DWIGHT INCCOM171340102128,2931,834SH DFND3001,834
CHURCH + DWIGHT CO INCCOM17134010219,152,730273,806SH SOLE1273,80600
CHURCHILL DOWNS INCCOM171484108791,5268,784SH SOLE18,78400
CHUY S HOLDINGS INCCOM171604101390,26110,751SH SOLE110,75100
CHYRONHEGO CORPCOM17160710413968SH DFND20068
CIBER INCCOM17163B102288,22458,345SH SOLE158,34500
CIENA CORPCOM1717793095,979,416276,058SH SOLE1276,05800
CIENA CORPCOM1717793091,53871SH DFND20071
CIENA CORPCOM17177930973,5573,396SH DFND4003,396
CIENA CORPCOM1717793094,332200SH DFND300200
CIFC CORPCOM12547R10535,3913,928SH SOLE13,92800
CIGNA CORPCOM12550910910,391,966112,993SH SOLE1112,99300
CIGNA CORPORATIONCOM12550910986,912945SH DFND200945
CIGNA CORPORATIONCOM12550910971,093773SH DFND400773
CIM COML TR CORPCOM12552510511,631537SH DFND300537
CIMAREX ENERGY COCOM1717981014,786,39933,364SH SOLE133,36400
CIMAREX ENERGY COCOM17179810128,692200SH DFND200200
CIMAREX ENERGY COCOM1717981013,87327SH DFND40027
CIMATRON LTDCOMM2379810724,3493,940SH DFND2003,940
CIMATRON LTDCOMM2379810723,7313,840SH DFND3003,840
CINCINNATI BELL INCCOM171871106627,334159,627SH SOLE1159,62700
CINCINNATI BELL INC NEWCOM17187140336,187750SH DFND300750
CINCINNATI BELL INC NEWCOM1718714032,41350SH DFND20050
CINCINNATI FINANCIAL CORPCOM1720621014,085,75485,049SH SOLE185,04900
CINCINNATI FINL CORPCOM172062101415,1308,641SH DFND2008,641
CINCINNATI FINL CORPCOM172062101270,5615,632SH DFND4005,632
CINCINNATI FINL CORPCOM17206210118,784391SH DFND300391
CINEDIGM CORP ACOM172406100124,63750,055SH SOLE150,05500
CINEMARK HOLDINGS INCCOM17243V1027,340,418207,591SH SOLE1207,59100
CINEMARK HOLDINGS INCCOM17243V102126,9783,591SH DFND2003,591
CINEMARK HOLDINGS INCCOM17243V10215,912450SH DFND400450
CINTAS CORPCOM1729081052,555,57940,220SH SOLE140,22000
CINTAS CORPCOM17290810531,770500SH DFND200500
CINTAS CORPCOM17290810537,327587SH DFND400587
CINTAS CORPCOM1729081051,20719SH DFND30019
CIRCOR INTERNATIONAL INCCOM17273K1091,040,02113,484SH SOLE113,48400
CIRRUS LOGIC INCCOM1727551001,077,48947,383SH SOLE147,38300
CIRRUS LOGIC INCCOM17275510071,2903,135SH DFND2003,135
CIRRUS LOGIC INCCOM17275510010,006440SH DFND300440
CISCO SYS INCCOM17275R102790,30531,803SH DFND20031,803
CISCO SYS INCCOM17275R1021,059,24642,626SH DFND40042,626
CISCO SYS INCCOM17275R1022,148,47986,458SH DFND30086,458
CISCO SYSTEMS INCCOM17275R102361,494,24214,547,052SH SOLE114,547,05200
CIT GROUP INCCOM125581801536,44411,723SH SOLE111,72300
CIT GROUP INCCOM1255818012,79161SH DFND20061
CIT GROUP INCCOM1255818015,491120SH DFND400120
CIT GROUP INCCOM12558180155,4271,211SH DFND3001,211
CITI TRENDS INCCOM17306X102218,72010,192SH SOLE110,19200
CITIGROUP INCCOM17296742457,813,4131,227,461SH SOLE11,227,46100
CITIGROUP INCCOM172967424544,60511,563SH DFND20011,563
CITIGROUP INCCOM172967424425,2199,028SH DFND4009,028
CITIGROUP INCCOM172967424690,73114,665SH DFND30014,665
CITIZENS + NORTHERN CORPCOM172922106158,4738,131SH SOLE18,13100
CITIZENS INCCOM174740100212,88328,768SH SOLE128,76800
CITRIX SYS INCOPTION1773769501,2004SHPutDFND3004
CITRIX SYS INCCOM1773761008,006128SH DFND200128
CITRIX SYS INCCOM1773761007,694123SH DFND400123
CITRIX SYSTEMS INCCOM1773761004,609,62273,695SH SOLE173,69500
CITY HLDG COCOM1778351059,024200SH DFND300200
CITY HOLDING COCOM177835105540,89911,988SH SOLE111,98800
CITY NATIONAL CORPCOM1785661057,281,97596,119SH SOLE196,11900
CIVEO CORPCOM1787871076,781,002270,915SH SOLE1270,91500
CIVEO CORPCOM1787871071,30252SH DFND40052
CLARCOR INCCOM1798951078,196,176132,517SH SOLE1132,51700
CLARCOR INCCOM1798951071,05117SH DFND30017
CLAYMORE EXCHANGE TRD FD TRCOM18383Q13510,454288SH DFND200288
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50713,257440SH DFND200440
CLAYMORE EXCHANGE TRD FD TRCOM18383M30871,1682,542SH DFND2002,542
CLAYMORE EXCHANGE TRD FD TRCOM18383M50623,683906SH DFND200906
CLAYMORE EXCHANGE TRD FD TRCOM18383M61312,687359SH DFND200359
CLAYMORE EXCHANGE TRD FD TRCOM18383M20992,5701,866SH DFND2001,866
CLAYMORE EXCHANGE TRD FD TRCOM18383M605372,6938,053SH DFND2008,053
CLAYMORE EXCHANGE TRD FD TRCOM18383M1005,322150SH DFND200150
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73929,372659SH DFND200659
CLAYMORE EXCHANGE TRD FD TRCOM18383M2092,38148SH DFND40048
CLAYMORE EXCHANGE TRD FD TRCOM18383Q1352,57771SH DFND40071
CLAYMORE EXCHANGE TRD FD TRCOM18383Q5076,026200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383M6051,468,04831,721SH DFND40031,721
CLAYMORE EXCHANGE TRD FD TRCOM18383M100539,61515,209SH DFND40015,209
CLAYMORE EXCHANGE TRD FD TRCOM18383Q739580,70313,029SH DFND40013,029
CLAYMORE EXCHANGE TRD FD TRCOM18383M506546,91720,923SH DFND40020,923
CLAYMORE EXCHANGE TRD FD TRCOM18383M6132,40368SH DFND40068
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8534,210167SH DFND400167
CLAYMORE EXCHANGE TRD FD TRCOM18383M720456,5059,397SH DFND4009,397
CLAYMORE EXCHANGE TRD FD TRCOM18383Q80450,8702,556SH DFND4002,556
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8795,044200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383Q1355,082140SH DFND300140
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73911,276253SH DFND300253
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85315,845629SH DFND300629
CLAYMORE EXCHANGE TRD FD TRCOM18383M30820,382728SH DFND300728
CLAYMORE EXCHANGE TRD FD TRCOM18383M10032,683921SH DFND300921
CLAYMORE EXCHANGE TRD FD TRCOM18383Q507120,5204,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383Q79686,5933,783SH DFND3003,783
CLAYMORE EXCHANGE TRD FD TRCOM18383M506119,9564,589SH DFND3004,589
CLAYMORE EXCHANGE TRD FD TRCOM18383M6057,800,031168,540SH DFND300168,540
CLAYMORE EXCHANGE TRD FD TRCOM18383Q83810,302600SH DFND300600
CLAYMORE EXCHANGE TRD FD TRCOM18383Q804224,89311,300SH DFND30011,300
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87925,2201,000SH DFND3001,000
CLAYMORE EXCHANGE TRD FD TRCOM18383M4232,692100SH DFND300100
CLAYMORE EXCHANGE TRD FD TRCOM18383M654414,5368,238SH DFND3008,238
CLAYMORE EXCHANGE TRD FD TRCOM18383M55511,257503SH DFND200503
CLAYMORE EXCHANGE TRD FD TRCOM18383M3991,38050SH DFND20050
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8795,347212SH DFND200212
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6061,744100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M54811,478501SH DFND200501
CLAYMORE EXCHANGE TRD FD TRCOM18383M6545,032100SH DFND200100
CLAYMORE EXCHANGE TRD FD TRCOM18383M43114,681555SH DFND200555
CLAYMORE EXCHANGE TRD FD TRCOM18383M860974,60669,121SH DFND20069,121
CLAYMORE EXCHANGE TRD FD TRCOM18383M5714,921233SH DFND200233
CLAYMORE EXCHANGE TRD FD TRCOM18383M42391534SH DFND20034
CLAYMORE EXCHANGE TRD FD TRCOM18383M56314,826677SH DFND200677
CLAYTON WILLIAMS ENERGY INCOM969490101529,2873,853SH SOLE13,85300
CLEAN ENERGY FUELS CORPCOM184499101538,01845,906SH SOLE145,90600
CLEAN ENERGY FUELS CORPCOM18449910145,2633,862SH DFND2003,862
CLEAN ENERGY FUELS CORPCOM18449910114,0641,200SH DFND4001,200
CLEAN ENERGY FUELS CORPCOM184499101147,08612,550SH DFND30012,550
CLEAN HARBORS INCCOM1844961077,101,938110,536SH SOLE1110,53600
CLEAN HARBORS INCCOM1844961073,08448SH DFND40048
CLEAN HARBORS INCCOM184496107127,6011,986SH DFND3001,986
CLEAR CHANNEL OUTDOOR CL ACOM18451C1099,4891,160SH SOLE11,16000
CLEARBRIDGE AMERN ENERG MLPCOM18469110355,9443,011SH DFND3003,011
CLEARBRIDGE ENERGY MLP FD INCOM18469210144,2181,481SH DFND3001,481
CLEARBRIDGE ENERGY MLP FD INCOM18469210141,5211,391SH DFND2001,391
CLEARBRIDGE ENERGY MLP OPP FCOM18469P10015,240600SH DFND400600
CLEARBRIDGE ENERGY MLP TR FDCOM18469Q10843,0921,800SH DFND4001,800
CLEARFIELD INCCOM18482P103125,2377,459SH SOLE17,45900
CLEARSIGN COMBUSTION CORPCOM1850641022,754300SH DFND300300
CLEARWATER PAPER CORPCOM18538R103962,33815,592SH SOLE115,59200
CLECO CORP NEWCOM12561W105303,7305,152SH DFND2005,152
CLECO CORPORATIONCOM12561W1059,352,535158,652SH SOLE1158,65200
CLEVELAND BIOLABS INCCOM185860103240500SH DFND400500
CLIFFS NAT RES INCCOM18683K10139,6092,632SH DFND2002,632
CLIFFS NAT RES INCCOM18683K10135,3682,350SH DFND4002,350
CLIFFS NAT RES INCCOM18683K101882,97658,670SH DFND30058,670
CLIFFS NATURAL RESOURCES ICOM18683K1014,634,602307,947SH SOLE1307,94700
CLIFTON BANCORP INCCOM186873105219,44417,320SH SOLE117,32000
CLOROX CO DELCOM189054109312,9243,424SH DFND2003,424
CLOROX CO DELCOM189054109163,4661,788SH DFND4001,788
CLOROX CO DELCOM189054109899,3949,840SH DFND3009,840
CLOROX COMPANYCOM189054109291,579,9843,190,153SH SOLE13,190,15300
CLOUD PEAK ENERGY INCCOM18911Q102856,93546,522SH SOLE146,52200
CLOUD PEAK ENERGY INCCOM18911Q10216,873916SH DFND300916
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10357,3503,700SH DFND4003,700
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10310,617685SH DFND200685
CLOUGH GLOBAL EQUITY FDCOM18914C10085,1405,500SH DFND4005,500
CLOUGH GLOBAL EQUITY FDCOM18914C1003,173205SH DFND200205
CLOUGH GLOBAL OPPORTUNITIESCOM18914E106184,60014,200SH DFND40014,200
CLOUGH GLOBAL OPPORTUNITIESCOM18914E10628,8082,216SH DFND2002,216
CLOVIS ONCOLOGY INCCOM189464100668,44016,142SH SOLE116,14200
CLUBCORP HOLDINGS INCCOM18948M108265,60414,326SH SOLE114,32600
CME GROUP INCCOM12572Q10514,636,559206,294SH SOLE1206,29400
CME GROUP INCOPTION12572Q95572016SHPutDFND20016
CME GROUP INCCOM12572Q10579,1801,116SH DFND2001,116
CME GROUP INCCOM12572Q1056,66194SH DFND40094
CME GROUP INCCOM12572Q10521,356301SH DFND300301
CMS ENERGY CORPCOM1258961004,856,098155,894SH SOLE1155,89400
CMS ENERGY CORPCOM125896100176,0295,651SH DFND2005,651
CMS ENERGY CORPCOM12589610026,030836SH DFND400836
CMS ENERGY CORPCOM12589610015,575500SH DFND300500
CNA FINANCIAL CORPCOM12611710038,642956SH SOLE195600
CNB FINANCIAL CORP/PACOM126128107158,9629,462SH SOLE19,46200
CNH INDL N VCOMN2094410976775SH DFND40075
CNO FINANCIAL GROUP INCCOM12621E1032,536,678142,510SH SOLE1142,51000
CNO FINL GROUP INCCOM12621E1039,541536SH DFND300536
CNOOC LTDCOM1261321092,15112SH DFND20012
CNOOC LTDCOM12613210928,328158SH DFND400158
CNOOC LTDCOM12613210953,787300SH DFND300300
COACH INCCOM189754104183,543,2035,368,330SH SOLE15,368,33000
COACH INCCOM18975410454,3961,591SH DFND2001,591
COACH INCCOM18975410438,5321,127SH DFND4001,127
COACH INCCOM189754104250,3517,322SH DFND3007,322
COBALT INTERNATIONAL ENERGCOM19075F106222,14512,106SH SOLE112,10600
COBALT INTL ENERGY INCCOM19075F10645925SH DFND40025
COBALT INTL ENERGY INCCOM19075F10622,0201,200SH DFND3001,200
COBIZ FINANCIAL INCCOM190897108252,53523,448SH SOLE123,44800
COCA COLA BOTTLING CO CONSCOM191098102224,3993,046SH SOLE13,04600
COCA COLA COCOM1912161001,586,23437,447SH DFND20037,447
COCA COLA COCOM1912161003,023,08971,367SH DFND40071,367
COCA COLA COCOM1912161005,229,252123,448SH DFND300123,448
COCA COLA CO/THECOM19121610080,081,1141,890,489SH SOLE11,890,48900
COCA COLA ENTERPRISESCOM19122T1094,890,713102,359SH SOLE1102,35900
COCA COLA ENTERPRISES INC NECOM19122T10923,890500SH DFND200500
COCA COLA ENTERPRISES INC NECOM19122T1091,291,30227,026SH DFND40027,026
COCA COLA ENTERPRISES INC NECOM19122T1097,119149SH DFND300149
COEUR MINING INCCOM192108504621,67067,720SH SOLE167,72000
COEUR MNG INCCOM1921085041,588173SH DFND200173
COEUR MNG INCCOM19210850422,6292,465SH DFND3002,465
COEUR MNG INCCOM1921081161922SH DFND20022
COGENT COMMUNICATIONS HOLDCOM19239V3021,053,11930,481SH SOLE130,48100
COGNEX CORPCOM1924221032,527,87265,830SH SOLE165,83000
COGNEX CORPCOM1924221035,030131SH DFND400131
COGNIZANT TECH SOLUTIONS ACOM19244610213,747,280281,073SH SOLE1281,07300
COGNIZANT TECHNOLOGY SOLUTIOCOM19244610272,1911,476SH DFND2001,476
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102227,0404,642SH DFND4004,642
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102712,81414,574SH DFND30014,574
COHEN & STEERS CLOSED END OPCOM19248P106160,88811,900SH DFND40011,900
COHEN & STEERS CLOSED END OPCOM19248P10613,5201,000SH DFND3001,000
COHEN & STEERS GLOBAL INC BLCOM19248M10365,9885,200SH DFND4005,200
COHEN & STEERS INCCOM19247A10021,690500SH DFND300500
COHEN & STEERS INFRASTRUCTURCOM19248A109658,56926,891SH DFND40026,891
COHEN & STEERS INFRASTRUCTURCOM19248A109227,1569,275SH DFND3009,275
COHEN & STEERS INFRASTRUCTURCOM19248A10944,1551,803SH DFND2001,803
COHEN & STEERS MLP INC & ENRCOM19249B106112,6255,300SH DFND3005,300
COHEN & STEERS QUALITY RLTYCOM19247L106764,97567,937SH DFND40067,937
COHEN & STEERS QUALITY RLTYCOM19247L106168,47214,962SH DFND30014,962
COHEN & STEERS QUALITY RLTYCOM19247L1065,067450SH DFND200450
COHEN & STEERS REIT & PFD INCOM19247X10065,0703,609SH DFND4003,609
COHEN & STEERS REIT & PFD INCOM19247X10020,3741,130SH DFND3001,130
COHEN & STEERS REIT & PFD INCOM19247X1003,606200SH DFND200200
COHEN & STEERS SLT PFD INCMCOM19248Y10713,210500SH DFND300500
COHEN & STEERS TOTAL RETURNCOM19247R1031,264,709102,042SH DFND400102,042
COHEN & STEERS TOTAL RETURNCOM19247R1036,321510SH DFND300510
COHEN + STEERS INCCOM19247A100549,71112,672SH SOLE112,67200
COHERENT INCCOM1924791031,259,74419,038SH SOLE119,03800
COHERENT INCCOM1924791032,64740SH DFND20040
COHU INCCOM192576106204,19919,084SH SOLE119,08400
COLFAX CORPCOM194014106124,9291,676SH SOLE11,67600
COLFAX CORPCOM194014106104,9521,408SH DFND3001,408
COLGATE PALMOLIVE COCOM19416210327,796,509407,693SH SOLE1407,69300
COLGATE PALMOLIVE COCOM194162103861,98212,643SH DFND20012,643
COLGATE PALMOLIVE COCOM194162103665,5779,762SH DFND4009,762
COLGATE PALMOLIVE COCOM1941621031,139,24916,709SH DFND30016,709
COLLECTORS UNIVERSECOM19421R20088,3904,512SH SOLE14,51200
COLLECTORS UNIVERSE INCCOM19421R2009,599490SH DFND300490
COLLECTORS UNIVERSE INCCOM19421R2003,918200SH DFND200200
COLONY FINANCIAL INCCOM19624R1061,402,86060,416SH SOLE160,41600
COLUMBIA BANKING SYSTEM INCOM1972361021,056,66240,162SH SOLE140,16200
COLUMBIA BKG SYS INCCOM19723610224,995950SH DFND300950
COLUMBIA ETF TRCOM19761R4068,061182SH DFND300182
COLUMBIA PPTY TR INCCOM1982872031,288,06749,522SH DFND20049,522
COLUMBIA PPTY TR INCCOM1982872031,380,95753,093SH DFND40053,093
COLUMBIA PPTY TR INCCOM1982872032,011,22377,325SH DFND30077,325
COLUMBIA PROPERTY TRUST INCOM198287203108,2284,161SH SOLE14,16100
COLUMBIA SELIGM PREM TECH GRCOM19842X10925,3801,500SH DFND4001,500
COLUMBIA SPORTSWEAR COCOM198516106742,4458,983SH SOLE18,98300
COLUMBIA SPORTSWEAR COCOM1985161068,265100SH DFND300100
COLUMBUS MCKINNON CORP/NYCOM199333105351,19012,983SH SOLE112,98300
COMCAST CORP CLASS ACOM20030N10162,046,8331,155,865SH SOLE11,155,86500
COMCAST CORP NEWCOM20030N101353,2416,580SH DFND2006,580
COMCAST CORP NEWCOM20030N20019,305362SH DFND200362
COMCAST CORP NEWCOM20030N101266,8574,971SH DFND4004,971
COMCAST CORP NEWCOM20030N20010,986206SH DFND400206
COMCAST CORP NEWCOM20030N101599,66211,171SH DFND30011,171
COMCAST CORP NEWCOM20030N20043,037807SH DFND300807
COMCAST CORP SPECIAL CL ACOM20030N200848,90715,918SH SOLE115,91800
COMERICA INCCOM2003401074,658,40992,871SH SOLE192,87100
COMFORT SYSTEMS USA INCCOM199908104454,47128,764SH SOLE128,76400
COMMERCE BANCSHARES INCCOM2005251037,564,109162,669SH SOLE1162,66900
COMMERCE BANCSHARES INCCOM20052510313,253285SH DFND200285
COMMERCE BANCSHARES INCCOM20052510340,316867SH DFND400867
COMMERCE BANCSHARES INCCOM2005251031,07023SH DFND30023
COMMERCIAL METALS COCOM2017231035,357,012309,475SH SOLE1309,47500
COMMERCIAL VEH GROUP INCCOM2026081051,004100SH DFND300100
COMMERCIAL VEHICLE GROUP ICOM202608105173,76217,307SH SOLE117,30700
COMMONWEALTH REITCOM203233101112,4394,272SH SOLE14,27200
COMMONWEALTH REITCOM20323310171,3672,712SH DFND2002,712
COMMONWEALTH REITCOM20323340886,9403,550SH DFND4003,550
COMMONWEALTH REITCOM2032336067,734300SH DFND400300
COMMONWEALTH REITCOM2032331013,132119SH DFND300119
COMMONWEALTH REITCOM20323340812,245500SH DFND300500
COMMSCOPE HLDG CO INCCOM20337X10923,1301,000SH DFND2001,000
COMMSCOPE HOLDING CO INCCOM20337X10925,3271,095SH SOLE11,09500
COMMUNICATIONS SYS INCCOM2039001052,909234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM2036071061,124,40831,061SH SOLE131,06100
COMMUNITY BK SYS INCCOM203607106112,6353,111SH DFND3003,111
COMMUNITY HEALTH SYS INC NEWCOM2036681087,305161SH DFND200161
COMMUNITY HEALTH SYS INC NEWCOM2036681161562,331SH DFND2002,331
COMMUNITY HEALTH SYSTEMS ICOM20366810810,512,864231,714SH SOLE1231,71400
COMMUNITY TRUST BANCORP INCOM204149108349,79710,222SH SOLE110,22200
COMMUNITYONE BANCORPCOM20416Q10873,3817,565SH SOLE17,56500
COMMVAULT SYSTEMS INCCOM2041661025,823,547118,437SH SOLE1118,43700
COMMVAULT SYSTEMS INCCOM2041661021,52431SH DFND40031
COMPANHIA DE SANEAMENTO BASICOM20441A1025,360500SH DFND200500
COMPANHIA ENERGETICA DE MINACOM20440960114,7891,851SH DFND2001,851
COMPANHIA ENERGETICA DE MINACOM20440960136,4024,556SH DFND4004,556
COMPANHIA ENERGETICA DE MINACOM2044096014,818603SH DFND300603
COMPANHIA PARANAENSE ENERG CCOM20441B4073,062200SH DFND200200
COMPANHIA PARANAENSE ENERG CCOM20441B4075,910386SH DFND300386
COMPANHIA SIDERURGICA NACIONCOM20440W1053,408800SH DFND200800
COMPANHIA SIDERURGICA NACIONCOM20440W10516,1883,800SH DFND4003,800
COMPASS DIVERSIFIED HOLDINGSCOM20451Q1041,56186SH DFND20086
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10435,0301,930SH DFND4001,930
COMPASS DIVERSIFIED HOLDINGSCOM20451Q104496,58927,360SH DFND30027,360
COMPASS MINERALS INTERNATICOM20451N1016,394,66666,792SH SOLE166,79200
COMPASS MINERALS INTL INCCOM20451N1018,85993SH DFND40093
COMPRESSCO PARTNERS L PCOM20467A1011,37550SH DFND20050
COMPUGEN LTDCOMM2572210533,2633,700SH DFND2003,700
COMPUGEN LTDCOMM257221058,9901,000SH DFND3001,000
COMPUTER PROGRAMS + SYSTEMCOM205306103537,4848,451SH SOLE18,45100
COMPUTER SCIENCES CORPCOM2053631044,084,86964,634SH SOLE164,63400
COMPUTER SCIENCES CORPCOM20536310439,310622SH DFND200622
COMPUTER SCIENCES CORPCOM20536310431,600500SH DFND300500
COMPUTER TASK GROUP INCCOM205477102162,1319,850SH SOLE19,85000
COMPUTER TASK GROUP INCCOM2054771022,222135SH DFND200135
COMPUTER TASK GROUP INCCOM20547710213,168800SH DFND400800
COMPUWARE CORPCOM2056381095,768,286577,406SH SOLE1577,40600
COMPUWARE CORPCOM20563810930030SH DFND30030
COMSCORE INCCOM20564W105929,50526,198SH SOLE126,19800
COMSTOCK RES INCCOM20576820314,420500SH DFND300500
COMSTOCK RESOURCES INCCOM2057682031,042,79736,158SH SOLE136,15800
COMTECH TELECOMMUNICATIONSCOM205826209439,74711,780SH SOLE111,78000
COMVERSE INCCOM20585P105391,15514,661SH SOLE114,66100
CON WAY INCCOM2059441015,781,926114,698SH SOLE1114,69800
CONAGRA FOODS INCCOM2058871026,350,036213,950SH SOLE1213,95000
CONAGRA FOODS INCCOM20588710269,6292,346SH DFND2002,346
CONAGRA FOODS INCCOM20588710241,1651,387SH DFND4001,387
CONAGRA FOODS INCCOM205887102183,9246,197SH DFND3006,197
CONCHO RES INCCOM20605P1014,04628SH DFND40028
CONCHO RES INCCOM20605P101120,658835SH DFND300835
CONCHO RESOURCES INCCOM20605P1011,067,8557,390SH SOLE17,39000
CONCUR TECHNOLOGIES INCCOM2067081098,883,16895,170SH SOLE195,17000
CONCUR TECHNOLOGIES INCCOM2067081099,334100SH DFND400100
CONCUR TECHNOLOGIES INCCOM20670810911,668125SH DFND300125
CONMED CORPCOM207410101917,48120,781SH SOLE120,78100
CONN S INCCOM208242107894,74918,116SH SOLE118,11600
CONNECTICUT WATER SVC INCCOM207797101241,1217,119SH SOLE17,11900
CONNECTICUT WTR SVC INCCOM2077971011,05031SH DFND30031
CONNECTICUT WTR SVC INCCOM2077971013,387100SH DFND200100
CONNECTONE BANCORP INCCOM20786U101136,5492,737SH SOLE12,73700
CONNS INCCOM208242107108,6582,200SH DFND2002,200
CONNS INCCOM20824210713,582275SH DFND400275
CONNS INCCOM20824210719,756400SH DFND300400
CONOCOPHILLIPSCOM20825C10437,958,501442,768SH SOLE1442,76800
CONOCOPHILLIPSCOM20825C1042,511,51829,296SH DFND20029,296
CONOCOPHILLIPSCOM20825C1041,617,14018,863SH DFND40018,863
CONOCOPHILLIPSCOM20825C1046,554,70376,458SH DFND30076,458
CONS TOMOKA LAND CO FLORIDCOM210226106128,6122,802SH SOLE12,80200
CONSOL ENERGY INCCOM20854P1093,937,78785,474SH SOLE185,47400
CONSOL ENERGY INCCOM20854P10933,401725SH DFND200725
CONSOL ENERGY INCCOM20854P1094159SH DFND4009
CONSOL ENERGY INCCOM20854P10918,428400SH DFND300400
CONSOLIDATED COMM HLDGS INCCOM2090341071,014,63345,622SH DFND20045,622
CONSOLIDATED COMM HLDGS INCCOM20903410784,7793,812SH DFND3003,812
CONSOLIDATED COMMUNICATIONCOM209034107586,09126,353SH SOLE126,35300
CONSOLIDATED EDISON INCCOM20911510412,985,611224,898SH SOLE1224,89800
CONSOLIDATED EDISON INCCOM209115104723,13812,524SH DFND20012,524
CONSOLIDATED EDISON INCCOM209115104380,1946,585SH DFND4006,585
CONSOLIDATED EDISON INCCOM209115104335,2965,807SH DFND3005,807
CONSOLIDATED WATER CO INCCOMG2377310714,8581,262SH DFND3001,262
CONSTANT CONTACT INCCOM210313102659,34720,534SH SOLE120,53400
CONSTELLATION BRANDS INCCOM21036P1083,08535SH DFND20035
CONSTELLATION BRANDS INCCOM21036P10830,934351SH DFND400351
CONSTELLATION BRANDS INCCOM21036P108148,7631,688SH DFND3001,688
CONSTELLATION BRANDS INC ACOM21036P1086,328,61571,810SH SOLE171,81000
CONSTELLATION ENERGY PRTNR LCOM21038E10126,60010,000SH DFND30010,000
CONSUMER PORTFOLIO SERVICECOM210502100104,71413,742SH SOLE113,74200
CONTAINER STORE GROUP INCCOM2107511032,778100SH DFND300100
CONTAINER STORE GROUP INC/COM210751103312,69211,256SH SOLE111,25600
CONTANGO OIL & GAS COMPANYCOM21075N2042,11650SH DFND20050
CONTANGO OIL + GASCOM21075N204553,54213,083SH SOLE113,08300
CONTINENTAL BUILDING PRODUCOM211171103118,0267,664SH SOLE17,66400
CONTINENTAL RESOURCES INCCOM212015101308,4941,952SH DFND2001,952
CONTINENTAL RESOURCES INCCOM21201510115,804100SH DFND400100
CONTINENTAL RESOURCES INCCOM212015101141,446895SH DFND300895
CONTINENTAL RESOURCES INC/COM212015101348,1622,203SH SOLE12,20300
CONTROL4 CORPCOM21240D107146,2317,476SH SOLE17,47600
CONTROL4 CORPCOM21240D10725,6241,310SH DFND2001,310
CONTROL4 CORPCOM21240D10719,5601,000SH DFND3001,000
CONTROLADORA VUELA CIA DE AVCOM21240E1053,150350SH DFND200350
CONTROLADORA VUELA CIA DE AVCOM21240E1059,0001,000SH DFND4001,000
CONVERGYS CORPCOM2124851066,987,618325,915SH SOLE1325,91500
CONVERSANT INCCOM21249J1054,271,340168,163SH SOLE1168,16300
CONVERSANT INCCOM21249J10547,3961,866SH DFND2001,866
COOPER COS INCCOM21664840211,52085SH DFND20085
COOPER COS INCCOM2166484021,2209SH DFND4009
COOPER COS INC/THECOM21664840212,972,25495,715SH SOLE195,71500
COOPER STANDARD HOLDINGCOM21676P103592,1988,951SH SOLE18,95100
COOPER TIRE & RUBR COCOM2168311072,22074SH DFND20074
COOPER TIRE & RUBR COCOM21683110757,0001,900SH DFND4001,900
COOPER TIRE & RUBR COCOM2168311076,270209SH DFND300209
COOPER TIRE + RUBBERCOM2168311071,245,66041,522SH SOLE141,52200
COPA HOLDINGS SACOMP310761051,42610SH DFND40010
COPA HOLDINGS SA CLASS ACOMP31076105102,508719SH SOLE171900
COPART INCCOM2172041068,035,370223,453SH SOLE1223,45300
CORCEPT THERAPEUTICS INCCOM21835210297,72334,901SH SOLE134,90100
CORE LABORATORIES N VCOMN2271710720,381122SH DFND200122
CORE LABORATORIES N VCOMN2271710787,707525SH DFND400525
CORE LABORATORIES N VCOMN22717107216,5101,296SH DFND3001,296
CORE LABORATORIES N.V.COMN22717107252,2611,510SH SOLE11,51000
CORE MARK HOLDING CO INCCOM218681104687,55315,068SH SOLE115,06800
CORE MARK HOLDING CO INCCOM2186811041,18626SH DFND30026
CORE MOLDING TECHNOLOGIES INCOM2186831009,100700SH DFND200700
CORELOGIC INCCOM21871D1035,605,367184,630SH SOLE1184,63000
CORELOGIC INCCOM21871D10336,4321,200SH DFND4001,200
CORELOGIC INCCOM21871D103301SH DFND3001
CORENERGY INFRASTRUCTURE TCOM21870U205153,35020,695SH SOLE120,69500
CORESITE REALTY CORPCOM21870Q105532,49316,102SH SOLE116,10200
CORESITE RLTY CORPCOM21870Q105118,1323,572SH DFND3003,572
CORNERSTONE ONDEMAND INCCOM21925Y1031,599,88534,765SH SOLE134,76500
CORNERSTONE PROGRESSIVE RTNCOM21925C1013,213700SH DFND400700
CORNERSTONE PROGRESSIVE RTNCOM21925C10161,23513,341SH DFND30013,341
CORNERSTONE STRATEGIC VALUECOM21924B2032,801460SH DFND200460
CORNING INCCOM21935010511,025,683502,309SH SOLE1502,30900
CORNING INCCOM2193501051,670,42976,102SH DFND20076,102
CORNING INCCOM219350105102,9924,692SH DFND4004,692
CORNING INCCOM219350105763,59334,788SH DFND30034,788
CORPORATE EXECUTIVE BOARDCOM21988R1026,060,46088,837SH SOLE188,83700
CORPORATE EXECUTIVE BRD COCOM21988R10217,805261SH DFND300261
CORPORATE OFFICE PROPERTIECOM22002T1084,897,897176,120SH SOLE1176,12000
CORPORATE RESOURCE SERVICECOM22004Y10534,22211,484SH SOLE111,48400
CORRECTIONS CORP AMER NEWCOM22025Y407289,8688,824SH DFND4008,824
CORRECTIONS CORP AMER NEWCOM22025Y40722,174675SH DFND300675
CORRECTIONS CORP OF AMERICCOM22025Y4077,684,863233,938SH SOLE1233,93800
CORVEL CORPCOM221006109383,5338,489SH SOLE18,48900
COSAN LTDCOMG253431072,712200SH DFND300200
COSTAR GROUP INCCOM22160N10980,034506SH SOLE150600
COSTAR GROUP INCCOM22160N1095,69436SH DFND30036
COSTCO WHOLESALE CORPCOM22160K10525,227,180219,062SH SOLE1219,06200
COSTCO WHSL CORP NEWCOM22160K1051,516,42713,168SH DFND20013,168
COSTCO WHSL CORP NEWCOM22160K105103,708901SH DFND400901
COSTCO WHSL CORP NEWCOM22160K105753,4966,543SH DFND3006,543
COTT CORP QUECOM22163N1062,566363SH DFND200363
COTY INC CL ACOM22207020325,9011,512SH SOLE11,51200
COUPONS.COM INCCOM22265J102207,6657,893SH SOLE17,89300
COURIER CORPCOM2226601021,46298SH DFND20098
COURIER CORPCOM2226601023,655245SH DFND300245
COUSINS PROPERTIES INCCOM2227951061,867,276149,982SH SOLE1149,98200
COVANCE INCCOM2228161009,795,744114,463SH SOLE1114,46300
COVANCE INCCOM2228161003,16637SH DFND20037
COVANCE INCCOM2228161003,16637SH DFND30037
COVANTA HLDG CORPCOM22282E1028,954434SH DFND300434
COVANTA HOLDING CORPCOM22282E10263,4583,079SH SOLE13,07900
COVIDIEN PLCCOMG2554F11313,360,798148,157SH SOLE1148,15700
COVIDIEN PLCCOMG2554F11369,980776SH DFND200776
COVIDIEN PLCCOMG2554F11329,579328SH DFND400328
COVIDIEN PLCCOMG2554F11386,067954SH DFND300954
COVISINT CORPCOM22357R10323,8044,898SH SOLE14,89800
COWEN GROUP INC CLASS ACOM223622101318,52675,480SH SOLE175,48000
CPFL ENERGIA S ACOM12615310555,6563,058SH DFND2003,058
CPFL ENERGIA S ACOM126153105110,1706,053SH DFND3006,053
CR BARD INCCOM0673831093,686,94125,781SH SOLE125,78100
CRA INTERNATIONAL INCCOM12618T105151,2546,562SH SOLE16,56200
CRACKER BARREL OLD COUNTRYCOM22410J1061,502,31215,088SH SOLE115,08800
CRACKER BARREL OLD CTRY STORCOM22410J10646,798470SH DFND200470
CRACKER BARREL OLD CTRY STORCOM22410J10649,785500SH DFND300500
CRAFT BREW ALLIANCE INCCOM22412210179,5107,189SH SOLE17,18900
CRAFT BREW ALLIANCE INCCOM2241221013,252294SH DFND300294
CRANE COCOM2243991057,362,30999,009SH SOLE199,00900
CRANE COCOM22439910518,590250SH DFND300250
CRAWFORD + CO CL BCOM224633107184,44418,298SH SOLE118,29800
CRAY INCCOM225223304708,01226,617SH SOLE126,61700
CRAY INCCOM22522330471827SH DFND30027
CREDICORP LTDCOMG2519Y10869,962450SH DFND200450
CREDICORP LTDCOMG2519Y1084663SH DFND4003
CREDIT ACCEPTANCE CORPCOM225310101567,2454,608SH SOLE14,60800
CREDIT SUISSE AG NASSAU BRHCOM22539T6131,132380SH DFND400380
CREDIT SUISSE AG NASSAU BRHCOM22539T6211163SH DFND3003
CREDIT SUISSE AG NASSAU BRHCOM22539T61362SH DFND2002
CREDIT SUISSE ASSET MGMT INCCOM2249161063,6501,000SH DFND3001,000
CREDIT SUISSE GROUPCOM2254011084,851171SH DFND400171
CREDIT SUISSE HIGH YLD BND FCOM22544F103451,519138,929SH DFND300138,929
CREDIT SUISSE HIGH YLD BND FCOM22544F1031,446445SH DFND200445
CREDIT SUISSE NASSAU BRHCOM22542D852187,1705,237SH DFND2005,237
CREDIT SUISSE NASSAU BRHCOM22542D85211,079310SH DFND400310
CREDIT SUISSE NASSAU BRHCOM22542D795236,0555,248SH DFND3005,248
CREE INCCOM22544710112,296,541246,177SH SOLE1246,17700
CREE INCCOM225447101119,7802,398SH DFND2002,398
CREE INCCOM2254471015,744115SH DFND400115
CREE INCCOM225447101109,8902,200SH DFND3002,200
CRESTWOOD EQUITY PARTNERS LPCOM22634410930,5582,055SH DFND2002,055
CRESTWOOD EQUITY PARTNERS LPCOM22634410914,067946SH DFND400946
CRESTWOOD MIDSTREAM PARTNERSCOM22637810734,5411,565SH DFND2001,565
CRESTWOOD MIDSTREAM PARTNERSCOM22637810725,6451,162SH DFND4001,162
CRESTWOOD MIDSTREAM PARTNERSCOM22637810750,2532,277SH DFND3002,277
CRESUD S A C I F Y ACOM22640610632,2472,471SH DFND2002,471
CRH PLCCOM12626K2031,57761SH DFND40061
CROCS INCCOM2270461091,004,51566,834SH SOLE166,83400
CROCS INCCOM22704610911,889791SH DFND400791
CROSS COUNTRY HEALTHCARE ICOM227483104151,99423,312SH SOLE123,31200
CROSS TIMBERS RTY TRCOM22757R10965,2401,971SH DFND3001,971
CROWN CASTLE INTL CORPCOM22822710410,290,951138,580SH SOLE1138,58000
CROWN CASTLE INTL CORPCOM22822710442,402571SH DFND400571
CROWN CASTLE INTL CORPCOM2282271045,19870SH DFND30070
CROWN HOLDINGS INCCOM2283681061,137,31522,856SH SOLE122,85600
CROWN HOLDINGS INCCOM22836810624,880500SH DFND200500
CROWN HOLDINGS INCCOM2283681062,98660SH DFND40060
CROWN MEDIA HOLDINGS CLASSCOM22841110482,34722,685SH SOLE122,68500
CRYOLIFE INCCOM228903100189,16721,136SH SOLE121,13600
CSG SYSTEMS INTL INCCOM126349109679,64326,030SH SOLE126,03000
CSP INCCOM1263891052,788400SH DFND200400
CSS INDS INCCOM12590610752,7402,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107160,3306,080SH SOLE16,08000
CST BRANDS INCCOM12646R1055,203,670150,831SH SOLE1150,83100
CST BRANDS INCCOM12646R10510,902316SH DFND200316
CST BRANDS INCCOM12646R10579423SH DFND40023
CST BRANDS INCCOM12646R1056,141178SH DFND300178
CSX CORPCOM12640810313,692,765444,426SH SOLE1444,42600
CSX CORPCOM1264081031,282,15841,615SH DFND20041,615
CSX CORPCOM126408103181,8445,902SH DFND4005,902
CSX CORPCOM126408103988,32332,078SH DFND30032,078
CTC MEDIA INCCOM12642X1061,101100SH DFND200100
CTI BIOPHARMA CORPCOM12648L106246,55887,743SH SOLE187,74300
CTI BIOPHARMA CORPCOM12648L1061,405500SH DFND200500
CTRIP COM INTL LTDCOM22943F1007,493117SH DFND400117
CTS CORPCOM126501105482,61025,808SH SOLE125,80800
CU BANCORPCOM126534106124,5276,530SH SOLE16,53000
CUBESMARTCOM2296631091,729,37194,398SH SOLE194,39800
CUBESMARTCOM2296631098,042439SH DFND400439
CUBIC CORPCOM229669106701,56715,762SH SOLE115,76200
CUBIC CORPCOM2296691068,012180SH DFND200180
CUBIST PHARMACEUTICALS INCCOM22967810710,481,533182,727SH SOLE1182,72700
CUBIST PHARMACEUTICALS INCCOM22967810723,320334SH DFND400334
CUBIST PHARMACEUTICALS INCCOM2296781231161,000SH DFND3001,000
CUBIST PHARMACEUTICALS INCCOM2296781073,84055SH DFND30055
CUI GLOBAL INCCOM126576206113,35013,494SH SOLE113,49400
CUI GLOBAL INCCOM1265762069,2401,100SH DFND4001,100
CULLEN FROST BANKERS INCCOM22989910946,222582SH DFND200582
CULLEN FROST BANKERS INCCOM2298991099,928125SH DFND300125
CULLEN/FROST BANKERS INCCOM2298991098,460,771106,532SH SOLE1106,53200
CULP INCCOM23021510599,7075,727SH SOLE15,72700
CUMMINS INCCOM23102110611,138,04172,189SH SOLE172,18900
CUMMINS INCCOM231021106551,5873,575SH DFND2003,575
CUMMINS INCCOM231021106222,6721,443SH DFND4001,443
CUMMINS INCCOM231021106390,6992,532SH DFND3002,532
CUMULUS MEDIA INC CL ACOM231082108584,40888,681SH SOLE188,68100
CURRENCYSHARES AUSTRALIAN DLCOM23129U1016,51569SH DFND20069
CURRENCYSHARES AUSTRALIAN DLCOM23129U10187,339925SH DFND300925
CURRENCYSHARES CDN DLR TRCOM23129X105135,4201,453SH DFND2001,453
CURRENCYSHS JAPANESE YEN TRCOM23130A102452,4714,701SH DFND3004,701
CURTISS WRIGHT CORPCOM2315611012,412,14936,793SH SOLE136,79300
CUSHING MLP TOTAL RETURN FDCOM2316311024,583,415519,073SH DFND300519,073
CUSHING RENAISSANCE FDCOM23164710814,210500SH DFND400500
CUSTOMERS BANCORP INCCOM23204G100334,44116,714SH SOLE116,71400
CUTWATER SELECT INCOME FDCOM23222910413,780684SH DFND300684
CVB FINANCIAL CORPCOM1266001051,275,73279,584SH SOLE179,58400
CVENT INCCOM23247G109341,37111,735SH SOLE111,73500
CVR ENERGY INCCOM12662P10821,445445SH SOLE144500
CVR ENERGY INCCOM12662P10812,048250SH DFND400250
CVR PARTNERS LPCOM1266331068,411450SH DFND200450
CVR PARTNERS LPCOM12663310618,6901,000SH DFND4001,000
CVR PARTNERS LPCOM126633106899,40748,122SH DFND30048,122
CVR REFNG LPCOM12663P107215,8188,629SH DFND2008,629
CVR REFNG LPCOM12663P10716,257650SH DFND400650
CVR REFNG LPCOM12663P107923,21936,914SH DFND30036,914
CVS CAREMARK CORPCOM12665010033,984,785450,906SH SOLE1450,90600
CVS CAREMARK CORPORATIONCOM1266501001,095,35214,533SH DFND20014,533
CVS CAREMARK CORPORATIONCOM126650100891,36011,826SH DFND40011,826
CVS CAREMARK CORPORATIONCOM1266501001,769,00223,471SH DFND30023,471
CYAN INCCOM23247W10472,46317,981SH SOLE117,98100
CYAN INCCOM23247W1043,023750SH DFND300750
CYANOTECH CORPCOM23243730136,0008,000SH DFND3008,000
CYBERONICS INCCOM23251P1021,261,38020,195SH SOLE120,19500
CYNOSURE INCCOM23257720542,5002,000SH DFND2002,000
CYNOSURE INCCOM2325772052,125100SH DFND300100
CYNOSURE INC ACOM232577205355,38516,724SH SOLE116,72400
CYPRESS ENERGY PARTNERS LPCOM2327511072,379100SH DFND200100
CYPRESS SEMICONDUCTOR CORPCOM2328061094,251,125389,654SH SOLE1389,65400
CYPRESS SEMICONDUCTOR CORPCOM2328061096,208569SH DFND200569
CYPRESS SEMICONDUCTOR CORPCOM23280610924,0022,200SH DFND4002,200
CYPRESS SEMICONDUCTOR CORPCOM2328061091,637150SH DFND300150
CYREN LTDCOMM268951089533SH DFND20033
CYRUSONE INCCOM23283R100314,18812,618SH SOLE112,61800
CYS INVESTMENTS INCCOM12673A108956,084105,996SH SOLE1105,99600
CYS INVTS INCCOM12673A10879,6298,828SH DFND2008,828
CYS INVTS INCCOM12673A1082,255250SH DFND400250
CYS INVTS INCCOM12673A108952,783105,630SH DFND300105,630
CYTEC INDS INCCOM23282010049,969474SH DFND200474
CYTEC INDS INCCOM23282010017,816169SH DFND400169
CYTEC INDUSTRIES INCCOM2328201007,590,55672,003SH SOLE172,00300
CYTOKINETICS INCCOM23282W605108,17622,631SH SOLE122,63100
CYTORI THERAPEUTICS INCCOM23283K105105,51944,150SH SOLE144,15000
CYTORI THERAPEUTICS INCCOM23283K10522,3709,360SH DFND2009,360
CYTORI THERAPEUTICS INCCOM23283K1132,2004,000SH DFND2004,000
CYTRX CORPCOM232828509152,51136,486SH SOLE136,48600
CYTRX CORPCOM2328285092,989715SH DFND200715
CYTRX CORPCOM2328285097,5241,800SH DFND3001,800
D R HORTON INCCOM23331A10911,817481SH DFND200481
D R HORTON INCCOM23331A10911,897484SH DFND400484
D R HORTON INCCOM23331A109107,2174,362SH DFND3004,362
DAILY JOURNAL CORPCOM233912104146,130707SH SOLE170700
DAKTRONICS INCCOM234264109344,44028,896SH SOLE128,89600
DAKTRONICS INCCOM23426410914,3041,200SH DFND2001,200
DANA HLDG CORPCOM2358252052,759113SH DFND400113
DANA HLDG CORPCOM23582520542,7351,750SH DFND3001,750
DANA HOLDING CORPCOM2358252052,504,076102,542SH SOLE1102,54200
DANAHER CORPCOM23585110224,284,898308,458SH SOLE1308,45800
DANAHER CORP DELCOM23585110216,297207SH DFND200207
DANAHER CORP DELCOM23585110217,321220SH DFND400220
DANAHER CORP DELCOM23585110285,9731,092SH DFND3001,092
DARDEN RESTAURANTS INCCOM23719410511,378,950245,925SH SOLE1245,92500
DARDEN RESTAURANTS INCCOM23719410515,732340SH DFND200340
DARDEN RESTAURANTS INCCOM2371941059,254200SH DFND400200
DARDEN RESTAURANTS INCCOM2371941054,16490SH DFND30090
DARLING INGREDIENTS INCCOM2372661012,626,273125,659SH SOLE1125,65900
DARLING INGREDIENTS INCCOM23726610120,9001,000SH DFND2001,000
DATALINK CORPCOM237934104128,84012,884SH SOLE112,88400
DAVITA HEALTHCARE PARTNERSCOM23918K1085,068,40370,083SH SOLE170,08300
DAVITA HEALTHCARE PARTNERS ICOM23918K108158,1642,187SH DFND2002,187
DAVITA HEALTHCARE PARTNERS ICOM23918K10847,153652SH DFND400652
DAVITA HEALTHCARE PARTNERS ICOM23918K108406,0045,614SH DFND3005,614
DAWSON GEOPHYSICAL COCOM239359102151,1295,275SH SOLE15,27500
DBX ETF TRCOM233051200318,20011,529SH DFND20011,529
DBX ETF TRCOM2330518792,247100SH DFND200100
DCP MIDSTREAM PARTNERS LPCOM23311P10020,834366SH DFND200366
DCP MIDSTREAM PARTNERS LPCOM23311P10013,024228SH DFND400228
DCT INDUSTRIAL TRUST INCCOM2331531051,767,129215,241SH SOLE1215,24100
DCT INDUSTRIAL TRUST INCCOM233153105172,13120,966SH DFND20020,966
DCT INDUSTRIAL TRUST INCCOM2331531058,2101,000SH DFND4001,000
DCT INDUSTRIAL TRUST INCCOM2331531058,6291,051SH DFND3001,051
DDR CORPCOM23317H102191,67310,872SH SOLE110,87200
DDR CORPCOM23317H1022,415137SH DFND200137
DDR CORPCOM23317H1028,868503SH DFND400503
DDR CORPCOM23317H10212,729722SH DFND300722
DEALERTRACK TECHNOLOGIES ICOM2423091021,806,93539,853SH SOLE139,85300
DEALERTRACK TECHNOLOGIES INCCOM2423091023,17470SH DFND40070
DEAN FOODS COCOM2423702034,321,617245,686SH SOLE1245,68600
DEAN FOODS CO NEWCOM24237020359,8063,400SH DFND2003,400
DEAN FOODS CO NEWCOM24237020345726SH DFND40026
DECKERS OUTDOOR CORPCOM2435371075,953,83568,966SH SOLE168,96600
DECKERS OUTDOOR CORPCOM24353710735,741414SH DFND200414
DECKERS OUTDOOR CORPCOM2435371074,14448SH DFND40048
DEERE & COCOM244199105946,40010,452SH DFND20010,452
DEERE & COCOM2441991051,606,81917,745SH DFND40017,745
DEERE & COCOM2441991051,534,86416,950SH DFND30016,950
DEERE + COCOM24419910515,935,713175,988SH SOLE1175,98800
DEHAIER MEDICAL SYSTEMS LIMICOMG270101005,5501,000SH DFND4001,000
DEL FRISCO S RESTAURANT GRCOM245077102426,02215,458SH SOLE115,45800
DELAWARE ENHANCED GBL DIV &COM246060107148,68411,700SH DFND40011,700
DELAWARE ENHANCED GBL DIV &COM24606010750,5903,981SH DFND3003,981
DELAWARE INVTS DIV & INCOMECOM24591510327,5822,642SH DFND4002,642
DELEK US HLDGS INCCOM2466471015,646200SH DFND300200
DELEK US HOLDINGS INCCOM2466471011,096,00238,824SH SOLE138,82400
DELHAIZE GROUPCOM29759W1015,125304SH DFND300304
DELPHI AUTOMOTIVE PLCCOMG278231068,742,903127,188SH SOLE1127,18800
DELPHI AUTOMOTIVE PLCCOMG2782310610,311150SH DFND200150
DELPHI AUTOMOTIVE PLCCOMG2782310627,496400SH DFND300400
DELTA AIR LINES INCCOM24736170213,687,133353,490SH SOLE1353,49000
DELTA AIR LINES INC DELCOM247361702298,3767,706SH DFND2007,706
DELTA AIR LINES INC DELCOM247361702131,3383,392SH DFND4003,392
DELTA AIR LINES INC DELCOM247361702947,98924,483SH DFND30024,483
DELTA NAT GAS INCCOM24774810614,450658SH DFND300658
DELTIC TIMBER CORPCOM247850100512,9058,489SH SOLE18,48900
DELUXE CORPCOM2480191017,706,961131,563SH SOLE1131,56300
DELUXE CORPCOM2480191014,04269SH DFND40069
DELUXE CORPCOM2480191014698SH DFND3008
DEMAND MEDIA INCCOM24802N109137,51528,530SH SOLE128,53000
DEMANDWARE INCCOM24802Y1051,363,25919,652SH SOLE119,65200
DEMANDWARE INCCOM24802Y1053,46950SH DFND30050
DENALI FD INCCOM24823A10221,4601,000SH DFND3001,000
DENBURY RES INCCOM24791620817,352940SH DFND200940
DENBURY RES INCCOM2479162081,44078SH DFND40078
DENBURY RES INCCOM247916208110,2995,975SH DFND3005,975
DENBURY RESOURCES INCCOM2479162083,014,001163,272SH SOLE1163,27200
DENDREON CORPCOM24823Q107240,674104,641SH SOLE1104,64100
DENDREON CORPCOM24823Q10711,8805,165SH DFND2005,165
DENDREON CORPCOM24823Q10736,39315,823SH DFND40015,823
DENDREON CORPBOND24823QAC126,71539PRN DFND30039
DENDREON CORPCOM24823Q1073,7951,650SH DFND3001,650
DENNY S CORPCOM24869P104371,41856,966SH SOLE156,96600
DENTSPLY INTERNATIONAL INCCOM2490301072,402,49250,739SH SOLE150,73900
DEPOMED INCCOM249908104527,29737,935SH SOLE137,93500
DEPOMED INCCOM24990810411,787848SH DFND200848
DEPOMED INCCOM24990810410,425750SH DFND400750
DERMA SCIENCES INCCOM249827502171,22714,812SH SOLE114,81200
DESTINATION MATERNITY CORPCOM25065D100204,1568,966SH SOLE18,96600
DESTINATION XL GROUP INCCOM25065K104126,08022,882SH SOLE122,88200
DEUTSCHE BANK AGCOMD1819089895027SH DFND30027
DEUTSCHE BK AG LDN BRHCOM25154H74946,7161,550SH DFND3001,550
DEUTSCHE BK AG LONDONCOM25153Q65833,5082,249SH DFND3002,249
DEVON ENERGY CORP NEWCOM25179M103586,5417,387SH DFND2007,387
DEVON ENERGY CORP NEWCOM25179M10352,325659SH DFND400659
DEVON ENERGY CORP NEWCOM25179M103205,2772,585SH DFND3002,585
DEVON ENERGY CORPORATIONCOM25179M10314,014,100176,500SH SOLE1176,50000
DEVRY EDUCATION GROUP INCCOM2518931034,873,884115,113SH SOLE1115,11300
DEX MEDIA INCCOM25213A107108,3149,723SH SOLE19,72300
DEX MEDIA INC NEWCOM25213A1074,879438SH DFND300438
DEXCOM INCCOM2521311071,943,61849,007SH SOLE149,00700
DHT HOLDINGS INCCOMY2065G121326,94545,409SH SOLE145,40900
DHT HOLDINGS INCCOMY2065G1211,440200SH DFND400200
DHT HOLDINGS INCCOMY2065G121588SH DFND3008
DIAGEO P L CCOM25243Q205173,3421,362SH DFND2001,362
DIAGEO P L CCOM25243Q205278,9762,192SH DFND4002,192
DIAGEO P L CCOM25243Q205593,8614,666SH DFND3004,666
DIAMOND FOODS INCCOM252603105469,36116,644SH SOLE116,64400
DIAMOND HILL INVESTMENT GRCOM25264R207236,9211,855SH SOLE11,85500
DIAMOND HILL INVESTMENT GROUCOM25264R20763,221495SH DFND300495
DIAMOND OFFSHORE DRILLINGCOM25271C1023,133,88663,145SH SOLE163,14500
DIAMOND OFFSHORE DRILLING INCOM25271C1029,926200SH DFND200200
DIAMOND OFFSHORE DRILLING INCOM25271C10216,130325SH DFND400325
DIAMOND OFFSHORE DRILLING INCOM25271C102108,9382,195SH DFND3002,195
DIAMOND RESORTS INTERNATIOCOM25272T104538,46823,140SH SOLE123,14000
DIAMONDBACK ENERGY INCCOM25278X1092,211,83024,908SH SOLE124,90800
DIAMONDBACK ENERGY INCCOM25278X10918,470208SH DFND200208
DIAMONDROCK HOSPITALITY COCOM2527843011,915,385149,406SH SOLE1149,40600
DIANA SHIPPING INCCOMY2066G1045,445500SH DFND200500
DICE HOLDINGS INCCOM253017107223,60529,383SH SOLE129,38300
DICERNA PHARMACEUTICALS INCOM25303110852,5202,327SH SOLE12,32700
DICK S SPORTING GOODS INCCOM2533931029,279,501199,302SH SOLE1199,30200
DICKS SPORTING GOODS INCCOM25339310213,083281SH DFND200281
DICKS SPORTING GOODS INCCOM2533931021,76938SH DFND40038
DICKS SPORTING GOODS INCCOM253393102199,4634,284SH DFND3004,284
DIEBOLD INCCOM2536511035,168,393128,663SH SOLE1128,66300
DIEBOLD INCCOM2536511035,222130SH DFND200130
DIEBOLD INCCOM253651103120,7403,006SH DFND4003,006
DIEBOLD INCCOM2536511031,40635SH DFND30035
DIGI INTERNATIONAL INCCOM253798102182,48419,372SH SOLE119,37200
DIGIMARC CORPCOM25381B101139,2354,271SH SOLE14,27100
DIGITAL REALTY TRUST INCCOM253868103284,7184,882SH SOLE14,88200
DIGITAL RIV INCCOM25388B1041,28183SH DFND20083
DIGITAL RIVER INCCOM25388B104376,43024,396SH SOLE124,39600
DIGITAL RLTY TR INCCOM25386810384,9721,457SH DFND2001,457
DIGITAL RLTY TR INCCOM25386810328,423487SH DFND400487
DIGITAL RLTY TR INCCOM253868103172,0442,950SH DFND3002,950
DIGITALGLOBE INCCOM25389M8771,372,01349,353SH SOLE149,35300
DIGITALGLOBE INCCOM25389M8772,780100SH DFND200100
DILLARDS INC CL ACOM25406710170,199602SH SOLE160200
DIME COMMUNITY BANCSHARESCOM253922108389,42924,663SH SOLE124,66300
DINEEQUITY INCCOM2544231061,006,97912,668SH SOLE112,66800
DIODES INCCOM254543101806,07327,834SH SOLE127,83400
DIRECTVCOM25490A30918,364,880216,032SH SOLE1216,03200
DIRECTVCOM25490A309253,3302,980SH DFND2002,980
DIRECTVCOM25490A30995,0411,118SH DFND4001,118
DIRECTVCOM25490A30970,983835SH DFND300835
DIREXION SHS ETF TRCOM25459Y38918,496400SH DFND200400
DIREXION SHS ETF TRCOM25459Y3891,15625SH DFND40025
DIREXION SHS ETF TRCOM25459Y46278240SH DFND30040
DIREXION SHS ETF TRCOM25459Y389922SH DFND3002
DIREXION SHS ETF TRCOM25459Y2988,512200SH DFND300200
DIREXION SHS ETF TRCOM25459Y20737,069640SH DFND300640
DISCOVER FINANCIAL SERVICECOM25470910811,699,531188,763SH SOLE1188,76300
DISCOVER FINL SVCSCOM254709108761,83412,292SH DFND20012,292
DISCOVER FINL SVCSCOM254709108278,5384,494SH DFND4004,494
DISCOVER FINL SVCSCOM25470910886,1521,390SH DFND3001,390
DISCOVERY COMMUNICATIONS ACOM25470F1046,619,75989,119SH SOLE189,11900
DISCOVERY COMMUNICATNS NEWCOM25470F3021452SH DFND2002
DISCOVERY COMMUNICATNS NEWCOM25470F10467,075903SH DFND200903
DISCOVERY COMMUNICATNS NEWCOM25470F10462,915847SH DFND400847
DISCOVERY COMMUNICATNS NEWCOM25470F3025,37274SH DFND40074
DISCOVERY COMMUNICATNS NEWCOM25470F2033,04141SH DFND40041
DISCOVERY COMMUNICATNS NEWCOM25470F10440,854550SH DFND300550
DISCOVERY LABORATORIES INC NCOM254668403593333SH DFND300333
DISH NETWORK CORPCOM25470M1097,810120SH DFND200120
DISH NETWORK CORPCOM25470M1091,36721SH DFND40021
DISH NETWORK CORP ACOM25470M1091,152,69717,712SH SOLE117,71200
DISNEY WALT COCOM2546871062,557,38029,827SH DFND20029,827
DISNEY WALT COCOM254687106930,50310,853SH DFND40010,853
DISNEY WALT COCOM2546871063,215,85637,507SH DFND30037,507
DIVIDEND & INCOME FUNDCOM25538A20412,688795SH DFND400795
DIXIE GROUP INCCOM255519100103,7089,793SH SOLE19,79300
DNP SELECT INCOME FDCOM23325P10417,8251,696SH DFND4001,696
DNP SELECT INCOME FDCOM23325P10453,6755,107SH DFND3005,107
DNP SELECT INCOME FDCOM23325P104601,81357,261SH DFND20057,261
DOCUMENT SEC SYS INCCOM25614T10117,12512,500SH DFND30012,500
DOLBY LABORATORIES INCCOM25659T10772,4461,677SH DFND2001,677
DOLBY LABORATORIES INCCOM25659T10777818SH DFND40018
DOLBY LABORATORIES INC CLCOM25659T10774,5201,725SH SOLE11,72500
DOLLAR GEN CORP NEWCOM2566771052,58145SH DFND20045
DOLLAR GEN CORP NEWCOM25667710548,756850SH DFND400850
DOLLAR GEN CORP NEWCOM256677105213,8953,729SH DFND3003,729
DOLLAR GENERAL CORPCOM2566771056,111,708106,550SH SOLE1106,55000
DOLLAR TREE INCCOM2567461085,166,45794,867SH SOLE194,86700
DOLLAR TREE INCCOM2567461084,03074SH DFND20074
DOLLAR TREE INCCOM25674610815,576286SH DFND400286
DOLLAR TREE INCCOM256746108154,4492,836SH DFND3002,836
DOMINION RES BLACK WARRIOR TCOM25746Q10814,4052,385SH DFND2002,385
DOMINION RES INC VA NEWCOM25746U109380,2575,317SH DFND2005,317
DOMINION RES INC VA NEWCOM25746U109586,0358,194SH DFND4008,194
DOMINION RES INC VA NEWCOM25746U109786,21910,993SH DFND30010,993
DOMINION RES INC VA NEWCOM25746U88514,505250SH DFND300250
DOMINION RESOURCES INC/VACOM25746U10913,656,959190,953SH SOLE1190,95300
DOMINO S PIZZA INCCOM25754A2018,098,884110,807SH SOLE1110,80700
DOMINOS PIZZA INCCOM25754A20110,964150SH DFND400150
DOMINOS PIZZA INCCOM25754A2017,967109SH DFND300109
DOMTAR CORPCOM2575592035,595,567130,585SH SOLE1130,58500
DONALDSON CO INCCOM25765110911,104,641262,397SH SOLE1262,39700
DONALDSON INCCOM25765110916,336386SH DFND200386
DONEGAL GROUP INC CL ACOM25770120181,3965,320SH SOLE15,32000
DONNELLEY R R & SONS COCOM257867101357,35821,071SH DFND20021,071
DONNELLEY R R & SONS COCOM257867101300,31117,707SH DFND40017,707
DONNELLEY R R & SONS COCOM25786710133,3431,966SH DFND3001,966
DORAL FINL CORPCOM25811P85212,5282,900SH DFND3002,900
DORCHESTER MINERALS LPCOM25820R10513,010426SH DFND200426
DORCHESTER MINERALS LPCOM25820R10517,988589SH DFND400589
DORIAN LPG LTDCOMY2106R110110,0534,787SH SOLE14,78700
DORMAN PRODUCTS INCCOM2582781001,035,27620,991SH SOLE120,99100
DORMAN PRODUCTS INCCOM25827810010,949222SH DFND200222
DOT HILL SYSTEMS CORPCOM25848T109184,43739,242SH SOLE139,24200
DOUBLELINE INCOME SOLUTIONSCOM25862210930,3211,350SH DFND3001,350
DOUGLAS DYNAMICS INCCOM25960R105256,70614,569SH SOLE114,56900
DOUGLAS DYNAMICS INCCOM25960R105628,92835,694SH DFND30035,694
DOUGLAS EMMETT INCCOM25960P109146,2645,183SH SOLE15,18300
DOVER CORPCOM26000310810,535,921115,843SH SOLE1115,84300
DOVER CORPCOM2600031089,732107SH DFND200107
DOVER CORPCOM2600031081,18213SH DFND40013
DOVER CORPCOM26000310896,6801,063SH DFND3001,063
DOW 30 PREMIUM & DIV INC FDCOM2605821018,747546SH DFND300546
DOW 30SM ENHANCED PREM & INCCOM26053710548,0903,500SH DFND4003,500
DOW 30SM ENHANCED PREM & INCCOM260537105135,5969,869SH DFND3009,869
DOW CHEM COCOM2605431031,304,82325,356SH DFND20025,356
DOW CHEM COCOM260543103135,5072,633SH DFND4002,633
DOW CHEM COCOM260543103712,47413,845SH DFND30013,845
DOW CHEMICAL CO/THECOM26054310324,135,769469,020SH SOLE1469,02000
DR HORTON INCCOM23331A1092,606,414106,038SH SOLE1106,03800
DR PEPPER SNAPPLE GROUP INCOM26138E1095,767,90498,462SH SOLE198,46200
DR PEPPER SNAPPLE GROUP INCCOM26138E109233,9103,993SH DFND4003,993
DR PEPPER SNAPPLE GROUP INCCOM26138E10970,4101,202SH DFND3001,202
DR REDDYS LABS LTDCOM25613520347511SH DFND40011
DRAGONWAVE INCCOM26144M10365,41131,148SH DFND30031,148
DRDGOLD LIMITEDCOM26152H3012,9701,000SH DFND3001,000
DREAMWORKS ANIMATION SKG ACOM26153C1033,366,373144,728SH SOLE1144,72800
DREAMWORKS ANIMATION SKG INCCOM26153C1031,39660SH DFND20060
DREAMWORKS ANIMATION SKG INCCOM26153C1036,397275SH DFND400275
DREAMWORKS ANIMATION SKG INCCOM26153C1033,605155SH DFND300155
DRESSER RAND GROUP INCCOM2616081039,707,863152,328SH SOLE1152,32800
DRESSER-RAND GROUP INCCOM2616081031,65726SH DFND40026
DREW INDS INCCOM26168L2058,752175SH DFND200175
DREW INDUSTRIES INCCOM26168L205894,37917,884SH SOLE117,88400
DREYFUS HIGH YIELD STRATEGIECOM26200S1012,930675SH DFND400675
DREYFUS HIGH YIELD STRATEGIECOM26200S10118,6494,297SH DFND3004,297
DREYFUS MUN INCOME INCCOM26201R102149,28016,000SH DFND40016,000
DREYFUS STRATEGIC MUN BD FDCOM26202F107153,76318,548SH DFND40018,548
DREYFUS STRATEGIC MUN BD FDCOM26202F107507,76361,250SH DFND30061,250
DREYFUS STRATEGIC MUN BD FDCOM26202F10793,63611,295SH DFND20011,295
DREYFUS STRATEGIC MUNS INCCOM26193210716,8802,000SH DFND4002,000
DRIL QUIP INCCOM2620371048,852,26381,035SH SOLE181,03500
DRIL-QUIP INCCOM26203710421,957201SH DFND300201
DRYSHIPS INCCOMY2109Q10113,0094,040SH DFND2004,040
DRYSHIPS INCCOMY2109Q1016,4402,000SH DFND4002,000
DRYSHIPS INCCOMY2109Q10117,7105,500SH DFND3005,500
DSP GROUP INCCOM23332B106143,56616,910SH SOLE116,91000
DST SYS INC DELCOM2333261073,59539SH DFND40039
DST SYS INC DELCOM233326107720,6777,819SH DFND3007,819
DST SYSTEMS INCCOM2333261076,414,57169,595SH SOLE169,59500
DSW INCCOM23334L10298,5163,526SH DFND2003,526
DSW INC CLASS ACOM23334L10275,7172,710SH SOLE12,71000
DTE ENERGY COCOM233331107296,4993,808SH DFND2003,808
DTE ENERGY COCOM23333110720,246260SH DFND400260
DTE ENERGY COCOM23333110794,6121,215SH DFND3001,215
DTE ENERGY COMPANYCOM2333311075,129,14165,868SH SOLE165,86800
DTS INCCOM23335C101238,50212,955SH SOLE112,95500
DU PONT (E.I.) DE NEMOURSCOM26353410919,664,131300,491SH SOLE1300,49100
DU PONT E I DE NEMOURS & COCOM263534109460,6447,039SH DFND2007,039
DU PONT E I DE NEMOURS & COCOM263534109942,50114,403SH DFND40014,403
DU PONT E I DE NEMOURS & COCOM263534109616,7079,424SH DFND3009,424
DUCOMMUN INCCOM264147109185,5497,101SH SOLE17,10100
DUFF & PHELPS GLB UTL INC FDCOM26433C10539618SH DFND40018
DUFF & PHELPS UTIL CORP BD TCOM26432K10813,8651,323SH DFND3001,323
DUFF & PHELPS UTIL CORP BD TCOM26432K10894390SH DFND20090
DUKE ENERGY CORPCOM26441C20429,053,620391,611SH SOLE1391,61100
DUKE ENERGY CORP NEWCOM26441C2041,026,14113,831SH DFND20013,831
DUKE ENERGY CORP NEWCOM26441C2042,057,13127,728SH DFND40027,728
DUKE ENERGY CORP NEWCOM26441C2041,395,36018,808SH DFND30018,808
DUKE REALTY CORPCOM26441150512,028,930662,386SH SOLE1662,38600
DUKE REALTY CORPCOM26441150566,4773,661SH DFND2003,661
DUKE REALTY CORPCOM26441150518,1601,000SH DFND4001,000
DUKE REALTY CORPCOM2644115053,632200SH DFND300200
DUN & BRADSTREET CORP DEL NECOM26483E10016,640151SH DFND400151
DUN & BRADSTREET CORP DEL NECOM26483E1004,62842SH DFND30042
DUN + BRADSTREET CORPCOM26483E1001,924,86317,467SH SOLE117,46700
DUNKIN BRANDS GROUP INCCOM26550410085,6191,869SH SOLE11,86900
DUNKIN BRANDS GROUP INCCOM2655041002,84062SH DFND20062
DUNKIN BRANDS GROUP INCCOM265504100209,9074,582SH DFND4004,582
DUNKIN BRANDS GROUP INCCOM265504100434,1379,477SH DFND3009,477
DUPONT FABROS TECHNOLOGYCOM26613Q1061,124,55641,712SH SOLE141,71200
DURATA THERAPEUTICS INCCOM26658A107173,05910,162SH SOLE110,16200
DURATA THERAPEUTICS INCCOM26658A107758,41444,534SH DFND20044,534
DWS HIGH INCOME OPPORT FD INCOM23339M204207,20814,029SH DFND40014,029
DWS HIGH INCOME OPPORT FD INCOM23339M2042,600176SH DFND300176
DWS HIGH INCOME TRCOM23337C20816,4681,750SH DFND4001,750
DWS HIGH INCOME TRCOM23337C2089,4101,000SH DFND2001,000
DWS MULTI MKT INCOME TRCOM23338L10854,0645,709SH DFND3005,709
DWS MUN INCOME TRCOM23338M10625,3981,862SH DFND3001,862
DXP ENTERPRISES INCCOM233377407727,5269,631SH SOLE19,63100
DYAX CORPCOM26746E103852,80688,834SH SOLE188,83400
DYCOM INDUSTRIES INCCOM267475101811,55525,920SH SOLE125,92000
DYNAMIC MATERIALS CORPCOM267888105201,8489,121SH SOLE19,12100
DYNASIL CORP AMERCOM26810210021,12012,000SH DFND40012,000
DYNASIL CORP AMERCOM2681021006,1603,500SH DFND2003,500
DYNAVAX TECHNOLOGIES CORPCOM268158102275,114171,946SH SOLE1171,94600
DYNAVAX TECHNOLOGIES CORPCOM268158102176110SH DFND300110
DYNEGY INCCOM26817R1082,284,23765,639SH SOLE165,63900
DYNEGY INC NEW DELCOM26817R1085,220150SH DFND400150
DYNEGY INC NEW DELCOM26817R116133SH DFND4003
DYNEX CAP INCCOM26817Q50652,2155,900SH DFND4005,900
DYNEX CAP INCCOM26817Q506581,73765,733SH DFND30065,733
DYNEX CAPITAL INCCOM26817Q5061,684,836190,377SH SOLE1190,37700
E HOUSE CHINA HLDGS LTDCOM26852W10356,2256,500SH DFND4006,500
E HOUSE CHINA HLDGS LTDCOM26852W103132,59615,329SH DFND30015,329
E M C CORP MASSCOM268648102516,85019,622SH DFND20019,622
E M C CORP MASSCOM268648102600,92122,814SH DFND40022,814
E M C CORP MASSCOM268648102968,75936,779SH DFND30036,779
E TRADE FINANCIAL CORPCOM2692464012,224,221104,620SH SOLE1104,62000
E TRADE FINANCIAL CORPCOM269246401643SH DFND3003
E2OPEN INCCOM29788A104313,48115,166SH SOLE115,16600
EAGLE BANCORP INCCOM268948106502,50414,889SH SOLE114,88900
EAGLE BULK SHIPPING INCCOMY2187A119680220SH DFND200220
EAGLE BULK SHIPPING INCCOMY2187A1191,082350SH DFND300350
EAGLE MATERIALS INCCOM26969P1089,398,39699,686SH SOLE199,68600
EAGLE MATERIALS INCCOM26969P1083,67739SH DFND20039
EAGLE MATERIALS INCCOM26969P1081,32014SH DFND40014
EAGLE MATERIALS INCCOM26969P108230,9862,450SH DFND3002,450
EAGLE ROCK ENERGY PARTNERS LCOM26985R1044,9801,000SH DFND4001,000
EARTHLINK HLDGS CORPCOM27033X10175,51620,300SH DFND20020,300
EARTHLINK HLDGS CORPCOM27033X101376101SH DFND300101
EARTHLINK HOLDINGS CORPCOM27033X101249,07666,956SH SOLE166,95600
EAST WEST BANCORP INCCOM27579R10410,086,427288,266SH SOLE1288,26600
EASTGROUP PPTY INCCOM27727610155,880870SH DFND200870
EASTGROUP PPTY INCCOM2772761016,423100SH DFND400100
EASTGROUP PROPERTIES INCCOM2772761011,534,96923,898SH SOLE123,89800
EASTMAN CHEM COCOM27743210053,827616SH DFND200616
EASTMAN CHEM COCOM277432100175,6612,011SH DFND4002,011
EASTMAN CHEM COCOM277432100188,2652,155SH DFND3002,155
EASTMAN CHEMICAL COCOM2774321004,457,03451,025SH SOLE151,02500
EASTMAN KODAK COCOM277461406282,55511,547SH SOLE111,54700
EATON CORP PLCCOMG2918310312,119,498157,029SH SOLE1157,02900
EATON CORP PLCCOMG29183103301,2413,903SH DFND2003,903
EATON CORP PLCCOMG29183103195,5242,533SH DFND4002,533
EATON CORP PLCCOMG29183103289,6573,753SH DFND3003,753
EATON VANCE CALIF MUN BD FDCOM27828A10077,5866,700SH DFND3006,700
EATON VANCE CORPCOM2782651039,379,138248,191SH SOLE1248,19100
EATON VANCE CORPCOM27826510317,497463SH DFND200463
EATON VANCE CORPCOM2782651032,79674SH DFND30074
EATON VANCE ENH EQTY INC FDCOM27827710837,6882,800SH DFND4002,800
EATON VANCE ENH EQTY INC FDCOM27827710830,9582,300SH DFND3002,300
EATON VANCE ENH EQTY INC FDCOM2782771082,221165SH DFND200165
EATON VANCE ENHANCED EQ INCCOM27827410578,3755,700SH DFND4005,700
EATON VANCE ENHANCED EQ INCCOM27827410570,1605,103SH DFND3005,103
EATON VANCE ENHANCED EQ INCCOM2782741055,500400SH DFND200400
EATON VANCE FLTING RATE INCCOM27827910481,9395,430SH DFND4005,430
EATON VANCE FLTING RATE INCCOM278279104178,13711,805SH DFND30011,805
EATON VANCE FLTING RATE INCCOM27827910435,2352,335SH DFND2002,335
EATON VANCE LTD DUR INCOME FCOM27828H10562,3824,004SH DFND4004,004
EATON VANCE LTD DUR INCOME FCOM27828H10573,6164,725SH DFND3004,725
EATON VANCE LTD DUR INCOME FCOM27828H105357,67022,957SH DFND20022,957
EATON VANCE MI MUNI INCOME TCOM27826D10645,7913,675SH DFND2003,675
EATON VANCE MUN BD FDCOM27827X10165,6935,285SH DFND4005,285
EATON VANCE MUN BD FDCOM27827X10118,7451,508SH DFND3001,508
EATON VANCE MUN INCOME TERMCOM27829U10528,1061,668SH DFND4001,668
EATON VANCE MUNI INCOME TRUSCOM27826U10889,9337,059SH DFND3007,059
EATON VANCE NATL MUN OPPORTCOM27829L105226,34011,317SH DFND40011,317
EATON VANCE NEW YORK MUN BDCOM27827Y10932,9382,635SH DFND3002,635
EATON VANCE RISK MNGD DIV EQCOM27829G106163,24514,146SH DFND40014,146
EATON VANCE RISK MNGD DIV EQCOM27829G10646,1604,000SH DFND3004,000
EATON VANCE SH TM DR DIVR INCOM27828V10432,9202,146SH DFND4002,146
EATON VANCE SH TM DR DIVR INCOM27828V1049,434615SH DFND300615
EATON VANCE SH TM DR DIVR INCOM27828V10417,2881,127SH DFND2001,127
EATON VANCE SR FLTNG RTE TRCOM27828Q10524,6691,659SH DFND4001,659
EATON VANCE SR FLTNG RTE TRCOM27828Q1054,015270SH DFND300270
EATON VANCE SR FLTNG RTE TRCOM27828Q10523,3461,570SH DFND2001,570
EATON VANCE SR INCOME TRCOM27826S10338,0545,588SH DFND4005,588
EATON VANCE SR INCOME TRCOM27826S10335,6505,235SH DFND2005,235
EATON VANCE TAX ADVT DIV INCCOM27828G107132,9426,422SH DFND4006,422
EATON VANCE TAX ADVT DIV INCCOM27828G10768,1653,293SH DFND3003,293
EATON VANCE TAX MNGD GBL DVCOM27829F10889,4728,628SH DFND4008,628
EATON VANCE TAX MNGD GBL DVCOM27829F108138,52213,358SH DFND30013,358
EATON VANCE TAX MNGD GBL DVCOM27829F10885,7088,265SH DFND2008,265
EATON VANCE TAX MNGED BUY WRCOM27828X100264,78316,580SH DFND40016,580
EATON VANCE TAX MNGED BUY WRCOM27828X10022,6141,416SH DFND3001,416
EATON VANCE TAX MNGED BUY WRCOM27828X100142,1818,903SH DFND2008,903
EATON VANCE TAX-ADV BD & OPTCOM27829M1036,940500SH DFND300500
EATON VANCE TX ADV GLB DIV OCOM27828U106307,88911,883SH DFND40011,883
EATON VANCE TX ADV GLBL DIVCOM27828S101136,2987,753SH DFND4007,753
EATON VANCE TX ADV GLBL DIVCOM27828S10155,4303,153SH DFND3003,153
EATON VANCE TX MGD DIV EQ INCOM27828N102693,58859,281SH DFND40059,281
EATON VANCE TX MGD DIV EQ INCOM27828N10223,8912,042SH DFND3002,042
EATON VANCE TX MNG BY WRT OPCOM27828Y108247,80016,800SH DFND40016,800