SEC FORM 13F-HR

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

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

FORM 13F COVER PAGE

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

Report for the Calendar Year or Quarter Ended:12-31-2015
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:Geoffrey N. Cornell
Title:Vice President
Phone:(212) 770-7000
Signature, Place, and Date of Signing:
/s/ Geoffrey N. CornellNew YorkNY02-11-2016
[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:6
Form 13F Information Table Entry Total:12,273
Form 13F Information Table Value Total:24,322,380
(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.
528-16297WOODBURY FINANCIAL SERVICES, INC.
628-13934AIG ASSET MANAGEMENT (U.S.), LLC

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 ACOM68243Q106107,00014,639SH SOLE114,63900
1ST CONSTITUTION BANCORPCOM31986N102128,0009,957SH DFND4009,957
1ST SOURCE CORPCOM336901103296,0009,582SH SOLE19,58200
1ST SOURCE CORPCOM3369011031,00038SH DFND30038
22ND CENTY GROUP INCCOM90137F10371,00050,500SH DFND30050,500
2U INCCOM90214J101393,00014,031SH SOLE114,03100
3-D SYS CORP DELCOM88554D2058,000944SH DFND200944
3-D SYS CORP DELCOM88554D20571,0008,130SH DFND3008,130
3-D SYS CORP DELCOM88554D20510,0001,107SH DFND4001,107
3-D SYS CORP DELCOM88554D2051,000146SH DFND500146
3D SYSTEMS CORPCOM88554D2051,790,000206,027SH SOLE1206,02700
3M COCOM88579Y10149,030,000325,476SH SOLE1325,47600
3M COCOM88579Y101857,0005,686SH DFND2005,686
3M COCOM88579Y1011,193,0007,917SH DFND3007,917
3M COCOM88579Y101423,0002,809SH DFND4002,809
3M COCOM88579Y101405,0002,686SH DFND5002,686
6D GLOBAL TECHNOLOGIES INCCOM83002F10034,00011,608SH SOLE111,60800
8X8 INCCOM282914100729,00063,626SH SOLE163,62600
8X8 INC NEWCOM28291410023,0002,000SH DFND2002,000
A H BELO CORPCOM0012821022,000429SH DFND400429
A10 NETWORKS INCCOM002121101130,00019,860SH SOLE119,86000
AAC HLDGS INCCOM00030710810,000500SH DFND500500
AAC HOLDINGS INCCOM00030710889,0004,662SH SOLE14,66200
AAON INCCOM000360206683,00029,423SH SOLE129,42300
AAR CORPCOM000361105663,00025,223SH SOLE125,22300
AARON S INCCOM0025353002,800,000125,069SH SOLE1125,06900
AARONS INCCOM0025353002,00083SH DFND20083
ABAXIS INCCOM002567105895,00016,069SH SOLE116,06900
ABB LTDCOM000375204654,00036,879SH DFND20036,879
ABB LTDCOM00037520427,0001,517SH DFND3001,517
ABBOTT LABORATORIESCOM00282410029,098,000647,907SH SOLE1647,90700
ABBOTT LABSCOM0028241001,345,00029,942SH DFND20029,942
ABBOTT LABSCOM002824100873,00019,439SH DFND30019,439
ABBOTT LABSCOM002824100738,00016,425SH DFND40016,425
ABBOTT LABSCOM00282410054,0001,205SH DFND5001,205
ABBVIE INCCOM00287Y10943,134,000728,116SH SOLE1728,11600
ABBVIE INCCOM00287Y1092,836,00047,866SH DFND20047,866
ABBVIE INCCOM00287Y1092,983,00050,356SH DFND30050,356
ABBVIE INCCOM00287Y1092,026,00034,203SH DFND40034,203
ABBVIE INCCOM00287Y10949,000825SH DFND500825
ABENGOA YIELD PLCCOMG00349103554,00028,729SH SOLE128,72900
ABENGOA YIELD PLCCOMG0034910312,000606SH DFND400606
ABEONA THERAPEUTICS INCCOM00289Y10720,0006,050SH SOLE16,05000
ABEONA THERAPEUTICS INCCOM00289Y10701SH DFND3001
ABERCROMBIE & FITCH COCOM0028962074,000135SH DFND300135
ABERCROMBIE + FITCH CO CL ACOM0028962074,551,000168,555SH SOLE1168,55500
ABERDEEN ASIA PACIFIC INCOMCOM00300910751,00011,178SH DFND30011,178
ABERDEEN ASIA PACIFIC INCOMCOM00300910718,0004,000SH DFND4004,000
ABERDEEN ASIA PACIFIC INCOMCOM00300910711,0002,500SH DFND5002,500
ABERDEEN AUSTRALIA EQTY FD ICOM00301110322,0004,000SH DFND3004,000
ABERDEEN EMERGING MKTS SMALLCOM00301T1025,000500SH DFND200500
ABERDEEN GLOBAL INCOME FD INCOM0030131094,000461SH DFND200461
ABERDEEN GLOBAL INCOME FD INCOM0030131093,000403SH DFND300403
ABERDEEN ISRAEL FUND INCCOM00301L1095,000295SH DFND200295
ABERDEEN ISRAEL FUND INCCOM00301L10917,0001,000SH DFND3001,000
ABERDEEN JAPAN EQUITY FD INCCOM00306J10939,0005,000SH DFND4005,000
ABIOMED INCCOM0036541002,680,00029,688SH SOLE129,68800
ABIOMED INCCOM003654100189,0002,088SH DFND3002,088
ABIOMED INCCOM00365410095,0001,050SH DFND4001,050
ABM INDS INCCOM0009571003,000104SH DFND200104
ABM INDS INCCOM00095710096,0003,361SH DFND3003,361
ABM INDS INCCOM00095710013,000451SH DFND400451
ABM INDS INCCOM0009571003,00090SH DFND50090
ABM INDUSTRIES INCCOM0009571001,149,00040,343SH SOLE140,34300
ABRAXAS PETE CORPCOM0038301065,0004,622SH DFND4004,622
ABRAXAS PETROLEUM CORPCOM00383010658,00054,998SH SOLE154,99800
ABSOLUTE SHS TRCOM00400R87425,0001,000SH DFND3001,000
ABSOLUTE SHS TRCOM00400R30419,000885SH DFND400885
ABSOLUTE SHS TRCOM00400R2058,000329SH DFND400329
ABSOLUTE SHS TRCOM00400R60112,000515SH DFND400515
ABSOLUTE SHS TRCOM00400R80912,000518SH DFND400518
ABSOLUTE SHS TRCOM00400R50211,000484SH DFND400484
ABSOLUTE SHS TRCOM00400R88294,0004,027SH DFND4004,027
ABSOLUTE SHS TRCOM00400R70019,000864SH DFND400864
ABSOLUTE SHS TRCOM00400R4035,000250SH DFND400250
ABSOLUTE SHS TRCOM00400R1067,000324SH DFND400324
ABSOLUTE SHS TRCOM00400R87421,000854SH DFND400854
ABSOLUTE SHS TRCOM00400R4039,000431SH DFND500431
ABSOLUTE SHS TRCOM00400R20516,000705SH DFND500705
ABSOLUTE SHS TRCOM00400R50218,000790SH DFND500790
ABSOLUTE SHS TRCOM00400R3047,000303SH DFND500303
ABSOLUTE SHS TRCOM00400R88212,000531SH DFND500531
ABSOLUTE SHS TRCOM00400R1069,000406SH DFND500406
ABSOLUTE SHS TRCOM00400R60119,000813SH DFND500813
ACACIA RESEARCH CORPCOM003881307128,00029,899SH SOLE129,89900
ACACIA RESH CORPCOM0038813072,000442SH DFND300442
ACADEMY FDS TRCOM004006508130,0005,850SH DFND3005,850
ACADIA HEALTHCARE CO INCCOM00404A10980,0001,284SH SOLE11,28400
ACADIA PHARMACEUTICALS INCCOM0042251081,664,00046,681SH SOLE146,68100
ACADIA PHARMACEUTICALS INCCOM00422510813,000357SH DFND200357
ACADIA PHARMACEUTICALS INCCOM00422510814,000400SH DFND300400
ACADIA PHARMACEUTICALS INCCOM0042251081,00019SH DFND40019
ACADIA REALTY TRUSTCOM0042391091,643,00049,561SH SOLE149,56100
ACCELERATE DIAGNOSTICS INCCOM00430H102271,00012,600SH SOLE112,60000
ACCELERON PHARMA INCCOM00434H108620,00012,715SH SOLE112,71500
ACCENTURE PLC CL ACOMG1151C10124,813,000237,449SH SOLE1237,44900
ACCENTURE PLC IRELANDCOMG1151C101111,0001,059SH DFND2001,059
ACCENTURE PLC IRELANDCOMG1151C101192,0001,838SH DFND3001,838
ACCENTURE PLC IRELANDCOMG1151C101159,0001,521SH DFND4001,521
ACCENTURE PLC IRELANDCOMG1151C1011,00012SH DFND50012
ACCESS NATIONAL CORPCOM00433710187,0004,256SH SOLE14,25600
ACCO BRANDS CORPCOM00081T108459,00064,376SH SOLE164,37600
ACCO BRANDS CORPCOM00081T1081,000204SH DFND400204
ACCURAY INCCOM004397105312,00046,263SH SOLE146,26300
ACCURAY INCCOM00439710514,0002,050SH DFND4002,050
ACCURIDE CORPCOM00439T20638,00022,774SH SOLE122,77400
ACE LTDCOMH0023R10519,638,000168,063SH SOLE1168,06300
ACE LTDCOMH0023R105132,0001,129SH DFND2001,129
ACE LTDCOMH0023R105146,0001,253SH DFND3001,253
ACE LTDCOMH0023R10537,000313SH DFND400313
ACE LTDCOMH0023R1055,00043SH DFND50043
ACELRX PHARMACEUTICALS INCCOM00444T100534,000138,803SH DFND200138,803
ACETO CORPCOM004446100567,00021,017SH SOLE121,01700
ACETO CORPCOM0044461008,000308SH DFND400308
ACHILLION PHARMACEUTICALSCOM00448Q201743,00068,854SH SOLE168,85400
ACHILLION PHARMACEUTICALS INCOM00448Q2014,000400SH DFND300400
ACI WORLDWIDE INCCOM0044981016,277,000293,301SH SOLE1293,30100
ACORDA THERAPEUTICS INCCOM00484M1061,320,00030,860SH SOLE130,86000
ACORDA THERAPEUTICS INCCOM00484M10619,000450SH DFND200450
ACORDA THERAPEUTICS INCCOM00484M1069,000200SH DFND300200
ACORDA THERAPEUTICS INCCOM00484M106011SH DFND40011
ACTINIUM PHARMACEUTICALS INCCOM00507W1077,0002,100SH DFND3002,100
ACTIVISION BLIZZARD INCCOM00507V1099,011,000232,794SH SOLE1232,79400
ACTIVISION BLIZZARD INCCOM00507V109297,0007,684SH DFND2007,684
ACTIVISION BLIZZARD INCCOM00507V109222,0005,727SH DFND3005,727
ACTUA CORPCOM005094107272,00023,775SH SOLE123,77500
ACTUA CORPCOM00509410705SH DFND3005
ACTUANT CORPCOM00508X20312,000501SH DFND300501
ACTUANT CORPCOM00508X2032,00097SH DFND40097
ACTUANT CORP ACOM00508X2031,028,00042,902SH SOLE142,90200
ACUITY BRANDS INCCOM00508Y10219,721,00084,350SH SOLE184,35000
ACUITY BRANDS INCCOM00508Y102124,000530SH DFND300530
ACUITY BRANDS INCCOM00508Y10225,000108SH DFND400108
ACXIOM CORPCOM0051251094,056,000193,897SH SOLE1193,89700
ADAM NAT RES FD INCCOM00548F10536,0002,056SH DFND2002,056
ADAM NAT RES FD INCCOM00548F10528,0001,577SH DFND3001,577
ADAM NAT RES FD INCCOM00548F1059,000484SH DFND400484
ADAM NAT RES FD INCCOM00548F105163,0009,177SH DFND5009,177
ADAMAS PHARMACEUTICALS INCCOM00548A106172,0006,087SH SOLE16,08700
ADAMS DIVERSIFIED EQUITY FDCOM00621210410,000743SH DFND300743
ADAMS DIVERSIFIED EQUITY FDCOM006212104329,00025,636SH DFND40025,636
ADAMS RESOURCES + ENERGY INCCOM00635130848,0001,248SH SOLE11,24800
ADDUS HOMECARE CORPCOM00673910688,0003,770SH SOLE13,77000
ADECOAGRO S ACOML008491066,000500SH DFND400500
ADEPTUS HEALTH INCCOM0068551008,000150SH DFND400150
ADEPTUS HEALTH INC CLASS ACOM006855100198,0003,627SH SOLE13,62700
ADOBE SYS INCCOM00724F101564,0006,002SH DFND2006,002
ADOBE SYS INCCOM00724F10123,000243SH DFND300243
ADOBE SYS INCCOM00724F10157,000603SH DFND400603
ADOBE SYS INCCOM00724F10110,000108SH DFND500108
ADOBE SYSTEMS INCCOM00724F10120,507,000218,303SH SOLE1218,30300
ADT CORP/THECOM00101J1062,141,00064,925SH SOLE164,92500
ADTRAN INCCOM00738A106652,00037,887SH SOLE137,88700
ADURO BIOTECH INCCOM00739L101138,0004,888SH SOLE14,88800
ADVANCE AUTO PARTS INCCOM00751Y1064,040,00026,842SH SOLE126,84200
ADVANCE AUTO PARTS INCCOM00751Y10671,000475SH DFND200475
ADVANCE AUTO PARTS INCCOM00751Y106168,0001,119SH DFND3001,119
ADVANCE AUTO PARTS INCCOM00751Y1062,00015SH DFND40015
ADVANCE AUTO PARTS INCCOM00751Y10631,000209SH DFND500209
ADVANCED DRAIN SYS INC DELCOM00790R1041,00050SH DFND30050
ADVANCED DRAINAGE SYSTEMS INCOM00790R104474,00019,706SH SOLE119,70600
ADVANCED ENERGY INDUSTRIESCOM007973100832,00029,463SH SOLE129,46300
ADVANCED MICRO DEVICESCOM0079031074,563,0001,589,903SH SOLE11,589,90300
ADVANCED MICRO DEVICES INCCOM0079031074,0001,339SH DFND2001,339
ADVANCED MICRO DEVICES INCCOM0079031073,000882SH DFND300882
ADVANCED MICRO DEVICES INCCOM0079031073,0001,000SH DFND4001,000
ADVANCED MICRO DEVICES INCCOM0079031077,0002,500SH DFND5002,500
ADVANCED SEMICONDUCTOR ENGRCOM00756M4046,0001,050SH DFND2001,050
ADVANCED SEMICONDUCTOR ENGRCOM00756M4041,000176SH DFND400176
ADVANTAGE OIL & GAS LTDCOM00765F1011,000241SH DFND300241
ADVAXIS INCCOM007624208179,00017,752SH SOLE117,75200
ADVAXIS INCCOM00762420855,0005,500SH DFND3005,500
ADVAXIS INCCOM0076242083,000328SH DFND500328
ADVENT CLAY CONV SEC INC FDCOM0076391074,000720SH DFND300720
ADVENT CLAY CONV SEC INC FDCOM007639107123,00022,200SH DFND40022,200
ADVENT CLAYMORE CV SECS & INCOM00764C10920,0001,500SH DFND3001,500
ADVENT CLAYMORE CV SECS & INCOM00764C10932,0002,400SH DFND4002,400
ADVENT CLAYMORE ENH GRW & INCOM00765E10492,00011,100SH DFND40011,100
ADVISORSHARES TRCOM00768Y50327,000839SH DFND200839
ADVISORSHARES TRCOM00768Y88327,0002,500SH DFND2002,500
ADVISORSHARES TRCOM00768Y818332,0006,137SH DFND2006,137
ADVISORSHARES TRCOM00768Y50331,000935SH DFND300935
ADVISORSHARES TRCOM00768Y2066,000150SH DFND300150
ADVISORSHARES TRCOM00768Y727213,0004,406SH DFND3004,406
ADVISORSHARES TRCOM00768Y83415,000598SH DFND400598
ADVISORSHARES TRCOM00768Y818116,0002,150SH DFND4002,150
ADVISORSHARES TRCOM00768Y5039,000280SH DFND500280
ADVISORY BOARD CO/THECOM00762W1071,233,00024,852SH SOLE124,85200
AECOMCOM00766T1008,801,000293,074SH SOLE1293,07400
AECOMCOM00766T1001,00038SH DFND30038
AEGEAN MARINE PETROLEUM NETWCOMY0017S10206SH DFND3006
AEGERION PHARMACEUTICALS INCCOM00767E102148,00014,686SH SOLE114,68600
AEGERION PHARMACEUTICALS INCCOM00767E10259,0005,865SH DFND4005,865
AEGION CORPCOM00770F104509,00026,345SH SOLE126,34500
AEGION CORPCOM00770F10419,0001,000SH DFND2001,000
AEGION CORPCOM00770F104276,00014,306SH DFND40014,306
AEGON N VCOM00792410388,00015,518SH DFND20015,518
AEGON N VCOM0079241036,0001,004SH DFND3001,004
AEGON N VCOM0079241034,000649SH DFND400649
AEGON N VCOM0079241033,000500SH DFND500500
AEP INDUSTRIES INCCOM001031103179,0002,321SH SOLE12,32100
AERCAP HOLDINGS NVCOMN00985106361,0008,366SH SOLE18,36600
AERCAP HOLDINGS NVCOMN009851062,00051SH DFND30051
AERCAP HOLDINGS NVCOMN0098510613,000295SH DFND500295
AERIE PHARMACEUTICALS INCCOM00771V108293,00012,015SH SOLE112,01500
AERIE PHARMACEUTICALS INCCOM00771V1082,00088SH DFND20088
AERIE PHARMACEUTICALS INCCOM00771V10801SH DFND3001
AERIE PHARMACEUTICALS INCCOM00771V108012SH DFND40012
AEROHIVE NETWORKS INCCOM00778610670,00013,671SH SOLE113,67100
AEROJET ROCKETDYNE HLDGS INCCOM007800105012SH DFND20012
AEROJET ROCKETDYNE HOLDINGSCOM007800105709,00045,289SH SOLE145,28900
AEROVIRONMENT INCCOM008073108422,00014,327SH SOLE114,32700
AEROVIRONMENT INCCOM00807310837,0001,260SH DFND3001,260
AES CORPCOM00130H1053,800,000397,123SH SOLE1397,12300
AES CORPCOM00130H10532,0003,353SH DFND4003,353
AES TR IIICOM00808N20212,000234SH DFND300234
AES TR IIICOM00808N20230,000600SH DFND400600
AETERNA ZENTARIS INCCOM007975402013SH DFND50013
AETHLON MED INCCOM00808Y208059SH DFND20059
AETHLON MED INCCOM00808Y2086,000900SH DFND400900
AETNA INCCOM00817Y10814,267,000131,959SH SOLE1131,95900
AETNA INC NEWCOM00817Y10855,000513SH DFND200513
AETNA INC NEWCOM00817Y108553,0005,119SH DFND3005,119
AETNA INC NEWCOM00817Y108204,0001,887SH DFND4001,887
AETNA INC NEWCOM00817Y10816,000146SH DFND500146
AFFILIATED MANAGERS GROUPCOM0082521083,369,00021,088SH SOLE121,08800
AFFILIATED MANAGERS GROUPCOM0082521081,0004SH DFND2004
AFFILIATED MANAGERS GROUPCOM00825210843,000270SH DFND400270
AFFIMED N VCOMN0104510891,00012,835SH DFND50012,835
AFFIMED NVCOMN0104510864,0008,958SH SOLE18,95800
AFFYMETRIX INCCOM00826T108565,00056,032SH SOLE156,03200
AFFYMETRIX INCCOM00826T10816,0001,600SH DFND2001,600
AFFYMETRIX INCCOM00826T1082,000200SH DFND400200
AFLAC INCCOM00105510212,940,000216,032SH SOLE1216,03200
AFLAC INCCOM001055102200,0003,345SH DFND2003,345
AFLAC INCCOM001055102158,0002,639SH DFND3002,639
AFLAC INCCOM001055102193,0003,228SH DFND4003,228
AFLAC INCCOM0010551022,00026SH DFND50026
AG MORTGAGE INVESTMENT TRUSTCOM001228105213,00016,627SH SOLE116,62700
AG MTG INVT TR INCCOM00122810513,0001,000SH DFND2001,000
AG MTG INVT TR INCCOM0012281055,000355SH DFND300355
AGCO CORPCOM0010841027,624,000167,969SH SOLE1167,96900
AGCO CORPCOM00108410236,000787SH DFND300787
AGCO CORPCOM0010841024,00086SH DFND40086
AGENUS INCCOM00847G705203,00044,743SH SOLE144,74300
AGENUS INCCOM00847G70502SH DFND2002
AGENUS INCCOM00847G7051,000150SH DFND400150
AGILE THERAPEUTICS INCCOM00847L10059,0006,096SH SOLE16,09600
AGILENT TECHNOLOGIES INCCOM00846U1015,650,000135,124SH SOLE1135,12400
AGILENT TECHNOLOGIES INCCOM00846U101257,0006,138SH DFND2006,138
AGILENT TECHNOLOGIES INCCOM00846U1014,000100SH DFND300100
AGILENT TECHNOLOGIES INCCOM00846U10110,000228SH DFND400228
AGILYSYS INCCOM00847J105110,00011,017SH SOLE111,01700
AGIOS PHARMACEUTICALS INCCOM00847X10442,000642SH SOLE164200
AGIOS PHARMACEUTICALS INCCOM00847X10419,000291SH DFND300291
AGL RES INCCOM001204106162,0002,538SH DFND2002,538
AGL RES INCCOM001204106101,0001,590SH DFND3001,590
AGL RES INCCOM00120410621,000334SH DFND400334
AGL RESOURCES INCCOM0012041064,515,00070,759SH SOLE170,75900
AGNICO EAGLE MINES LTDCOM00847495999,0003,785SH SOLE13,78500
AGNICO EAGLE MINES LTDCOM00847410813,000500SH DFND200500
AGNICO EAGLE MINES LTDCOM008474108337,00012,812SH DFND30012,812
AGNICO EAGLE MINES LTDCOM00847410850,0001,901SH DFND4001,901
AGREE REALTY CORPCOM008492100439,00012,911SH SOLE112,91100
AGREE REALTY CORPCOM00849210066,0001,935SH DFND2001,935
AGREE REALTY CORPCOM00849210017,000500SH DFND300500
AGRIUM INCCOM008916959298,0003,330SH SOLE13,33000
AGRIUM INCCOM00891610813,000147SH DFND200147
AGRIUM INCCOM00891610822,000250SH DFND300250
AGRIUM INCCOM00891610812,000136SH DFND400136
AGRIUM INCCOM0089161082,00017SH DFND50017
AIR LEASE CORPCOM00912X302119,0003,566SH SOLE13,56600
AIR LEASE CORPCOM00912X30218,000550SH DFND300550
AIR LEASE CORPCOM00912X3024,000125SH DFND400125
AIR METHODS CORPCOM0091283071,166,00027,804SH SOLE127,80400
AIR METHODS CORPCOM0091283078,000200SH DFND400200
AIR PRODS & CHEMS INCCOM009158106299,0002,296SH DFND2002,296
AIR PRODS & CHEMS INCCOM009158106180,0001,381SH DFND3001,381
AIR PRODS & CHEMS INCCOM0091581067,00050SH DFND40050
AIR PRODUCTS + CHEMICALS INCCOM00915810611,787,00090,589SH SOLE190,58900
AIR TRANSPORT SERVICES GROUPCOM00922R105312,00030,909SH SOLE130,90900
AIRCASTLE LTDCOMG0129K104763,00036,548SH SOLE136,54800
AIRCASTLE LTDCOMG0129K10451,0002,422SH DFND2002,422
AIRCASTLE LTDCOMG0129K104148,0007,096SH DFND3007,096
AIRCASTLE LTDCOMG0129K1047,000335SH DFND400335
AIRGAS INCCOM0093631024,337,00031,353SH SOLE131,35300
AIRGAS INCCOM00936310260,000431SH DFND200431
AIRGAS INCCOM0093631022,00011SH DFND40011
AIRGAS INCCOM0093631022,00015SH DFND50015
AK STEEL HOLDING CORPCOM001547108287,000128,037SH SOLE1128,03700
AK STL HLDG CORPCOM0015471085,0002,222SH DFND2002,222
AK STL HLDG CORPCOM0015471084,0001,987SH DFND3001,987
AK STL HLDG CORPCOM00154710873,00032,719SH DFND50032,719
AKAMAI TECHNOLOGIES INCCOM00971T1014,088,00077,680SH SOLE177,68000
AKAMAI TECHNOLOGIES INCCOM00971T101155,0002,938SH DFND2002,938
AKAMAI TECHNOLOGIES INCCOM00971T10117,000328SH DFND300328
AKAMAI TECHNOLOGIES INCCOM00971T10146,000878SH DFND400878
AKARI THERAPEUTICS PLCCOM00972G108025SH DFND50025
AKEBIA THERAPEUTICS INCCOM00972D105184,00014,279SH SOLE114,27900
AKERS BIOSCIENCES INCCOM00973E10218,00015,000SH DFND20015,000
AKORN INCCOM0097281065,757,000154,298SH SOLE1154,29800
AKORN INCCOM00972810633,000876SH DFND300876
AKORN INCCOM00972810655,0001,486SH DFND4001,486
ALAMO GROUP INCCOM011311107295,0005,666SH SOLE15,66600
ALAMOS GOLD INC NEWCOM01153210826,0007,918SH DFND3007,918
ALAMOS GOLD INC NEWCOM0115321085,0001,402SH DFND4001,402
ALARM COM HLDGS INCCOM0116421054,000240SH DFND200240
ALASKA AIR GROUP INCCOM01165910922,075,000274,192SH SOLE1274,19200
ALASKA AIR GROUP INCCOM01165910955,000677SH DFND200677
ALASKA AIR GROUP INCCOM011659109803,0009,974SH DFND3009,974
ALASKA AIR GROUP INCCOM01165910974,000920SH DFND400920
ALASKA AIR GROUP INCCOM01165910919,000232SH DFND500232
ALBANY INTL CORP CL ACOM012348108747,00020,448SH SOLE120,44800
ALBANY MOLECULAR RESEARCHCOM012423109362,00018,239SH SOLE118,23900
ALBEMARLE CORPCOM01265310112,362,000220,716SH SOLE1220,71600
ALBEMARLE CORPCOM01265310120,000359SH DFND200359
ALBEMARLE CORPCOM0126531013,00048SH DFND30048
ALBEMARLE CORPCOM0126531011,0009SH DFND4009
ALCATEL-LUCENTCOM0139043057,0001,711SH DFND2001,711
ALCATEL-LUCENTCOM0139043051,000249SH DFND300249
ALCATEL-LUCENTCOM0139043053,000704SH DFND400704
ALCATEL-LUCENTCOM0139043051,000337SH DFND500337
ALCOA INCCOM0138171014,825,000488,819SH SOLE1488,81900
ALCOA INCCOM0138171011,495,000151,468SH DFND200151,468
ALCOA INCCOM013817101476,00048,179SH DFND30048,179
ALCOA INCCOM013817309479,00014,377SH DFND30014,377
ALCOA INCCOM013817101111,00011,283SH DFND40011,283
ALCOA INCCOM01381710136,0003,670SH DFND5003,670
ALDER BIOPHARMACEUTICALS INCCOM014339105398,00012,053SH SOLE112,05300
ALDER BIOPHARMACEUTICALS INCCOM0143391051,00040SH DFND30040
ALERE INCCOM01449J10595,0002,435SH SOLE12,43500
ALERE INCBOND01449JAA324,00023PRN DFND20023
ALERE INCCOM01449J1052,00040SH DFND30040
ALEXANDER + BALDWIN INCCOM0144911044,096,000115,993SH SOLE1115,99300
ALEXANDER S INCCOM014752109471,0001,226SH SOLE11,22600
ALEXANDRIA REAL ESTATE EQ INCOM01527110901SH DFND3001
ALEXANDRIA REAL ESTATE EQ INCOM01527110930,000331SH DFND400331
ALEXANDRIA REAL ESTATE EQ INCOM01527150512,000425SH DFND400425
ALEXANDRIA REAL ESTATE EQUITCOM01527110912,690,000140,434SH SOLE1140,43400
ALEXION PHARMACEUTICALS INCCOM01535110918,593,00097,474SH SOLE197,47400
ALEXION PHARMACEUTICALS INCCOM01535110932,000168SH DFND200168
ALEXION PHARMACEUTICALS INCCOM01535110972,000380SH DFND300380
ALEXION PHARMACEUTICALS INCCOM01535110923,000119SH DFND400119
ALIBABA GROUP HLDG LTDCOM01609W1021,078,00013,265SH DFND20013,265
ALIBABA GROUP HLDG LTDCOM01609W1021,582,00019,465SH DFND30019,465
ALIBABA GROUP HLDG LTDCOM01609W102732,0009,002SH DFND4009,002
ALIBABA GROUP HLDG LTDCOM01609W102436,0005,369SH DFND5005,369
ALICO INCCOM01623010487,0002,255SH SOLE12,25500
ALIGN TECHNOLOGY INCCOM0162551019,192,000139,585SH SOLE1139,58500
ALIGN TECHNOLOGY INCCOM01625510104SH DFND2004
ALIGN TECHNOLOGY INCCOM0162551018,000117SH DFND300117
ALIGN TECHNOLOGY INCCOM0162551014,00057SH DFND40057
ALIMERA SCIENCES INCCOM01625910343,00017,812SH SOLE117,81200
ALKERMES PLCCOMG01767105315,0003,964SH SOLE13,96400
ALKERMES PLCCOMG0176710544,000550SH DFND200550
ALKERMES PLCCOMG017671053,00034SH DFND40034
ALLEGHANY CORPCOM01717510014,426,00030,184SH SOLE130,18400
ALLEGHANY CORP DELCOM0171751006,00012SH DFND20012
ALLEGHANY CORP DELCOM0171751004,0008SH DFND4008
ALLEGHENY TECHNOLOGIES INCCOM01741R1022,380,000211,567SH SOLE1211,56700
ALLEGHENY TECHNOLOGIES INCCOM01741R1027,000605SH DFND200605
ALLEGHENY TECHNOLOGIES INCCOM01741R10272,0006,425SH DFND4006,425
ALLEGIANT TRAVEL COCOM01748X1021,615,0009,620SH SOLE19,62000
ALLEGIANT TRAVEL COCOM01748X1027,00040SH DFND30040
ALLEGION PLCCOMG0176J1092,180,00033,067SH SOLE133,06700
ALLEGION PUB LTD COCOMG0176J1092,00033SH DFND20033
ALLEGION PUB LTD COCOMG0176J10919,000283SH DFND300283
ALLEGION PUB LTD COCOMG0176J1097,000100SH DFND400100
ALLEGION PUB LTD COCOMG0176J1092,00033SH DFND50033
ALLERGAN PLCCOMG0177J10847,777,000152,887SH SOLE1152,88700
ALLERGAN PLCCOMG0177J108512,0001,637SH DFND2001,637
ALLERGAN PLCCOMG0177J1082,897,0009,269SH DFND3009,269
ALLERGAN PLCCOMG0177J108116,000371SH DFND400371
ALLERGAN PLCCOMG0177J108133,000425SH DFND500425
ALLETE INCCOM0185223001,764,00034,699SH SOLE134,69900
ALLETE INCCOM01852230054,0001,070SH DFND2001,070
ALLETE INCCOM01852230026,000510SH DFND300510
ALLETE INCCOM0185223004,00082SH DFND40082
ALLIANCE DATA SYSTEMS CORPCOM0185811087,161,00025,891SH SOLE125,89100
ALLIANCE DATA SYSTEMS CORPCOM0185811086,00022SH DFND20022
ALLIANCE DATA SYSTEMS CORPCOM01858110822,00080SH DFND30080
ALLIANCE DATA SYSTEMS CORPCOM0185811085,00018SH DFND40018
ALLIANCE FIBER OPTIC PRODUCTCOM018680306129,0008,507SH SOLE18,50700
ALLIANCE HEALTHCARE SERVICECOM01860630127,0002,962SH SOLE12,96200
ALLIANCE HOLDINGS GP LPCOM01861G1001,00056SH DFND20056
ALLIANCE RES PARTNER L PCOM01877R10859,0004,367SH DFND2004,367
ALLIANCE RES PARTNER L PCOM01877R108408,00030,244SH DFND30030,244
ALLIANCE RES PARTNER L PCOM01877R10830,0002,250SH DFND4002,250
ALLIANCEBERNSTEIN GBL HGH INCOM01879R106174,00016,103SH DFND30016,103
ALLIANCEBERNSTEIN GBL HGH INCOM01879R1064,000329SH DFND400329
ALLIANCEBERNSTEIN GBL HGH INCOM01879R10616,0001,520SH DFND5001,520
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106152,0006,393SH DFND2006,393
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10629,0001,200SH DFND3001,200
ALLIANCEBERNSTEIN HOLDING LPCOM01881G106253,00010,609SH DFND40010,609
ALLIANCEBERNSTEIN HOLDING LPCOM01881G10616,000650SH DFND500650
ALLIANCEBERNSTEIN INCOME FUNCOM01881E10179,00010,300SH DFND20010,300
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101176,00022,890SH DFND30022,890
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101127,00016,519SH DFND40016,519
ALLIANCEBERNSTEIN NATL MUNICOM01864U10683,0006,000SH DFND4006,000
ALLIANCEBERNSTEIN NATL MUNICOM01864U10662,0004,500SH DFND5004,500
ALLIANT ENERGY CORPCOM01880210813,714,000219,596SH SOLE1219,59600
ALLIANT ENERGY CORPCOM01880210876,0001,222SH DFND2001,222
ALLIANT ENERGY CORPCOM0188021087,000116SH DFND300116
ALLIANT ENERGY CORPCOM01880210861,000969SH DFND400969
ALLIANT ENERGY CORPCOM01880210853,000850SH DFND500850
ALLIANZGI CONV & INCOME FDCOM01882810331,0005,517SH DFND2005,517
ALLIANZGI CONV & INCOME FDCOM018828103178,00032,175SH DFND30032,175
ALLIANZGI CONV & INCOME FDCOM0188281032,000400SH DFND400400
ALLIANZGI CONV & INCOME FDCOM0188281031,638,000295,624SH DFND500295,624
ALLIANZGI CONV & INCOME FD ICOM0188251097,0001,335SH DFND3001,335
ALLIANZGI CONV & INCOME FD ICOM01882510926,0005,240SH DFND4005,240
ALLIANZGI CONV & INCOME FD ICOM01882510932,0006,366SH DFND5006,366
ALLIANZGI EQUITY & CONV INCOCOM0188291014,000200SH DFND200200
ALLIANZGI EQUITY & CONV INCOCOM01882910165,0003,625SH DFND4003,625
ALLIANZGI EQUITY & CONV INCOCOM01882910118,0001,000SH DFND5001,000
ALLIANZGI NFJ DIVID INT & PRCOM01883A1074,000300SH DFND200300
ALLIANZGI NFJ DIVID INT & PRCOM01883A107337,00027,171SH DFND30027,171
ALLIANZGI NFJ DIVID INT & PRCOM01883A10724,0001,932SH DFND4001,932
ALLIANZGI NFJ DIVID INT & PRCOM01883A10785,0006,875SH DFND5006,875
ALLIED MOTION TECHNOLOGIESCOM01933010996,0003,655SH SOLE13,65500
ALLIED WORLD ASSURANCE COCOMH01531104125,0003,373SH SOLE13,37300
ALLIED WRLD ASSUR COM HLDG ACOMH0153110419,000500SH DFND300500
ALLIED WRLD ASSUR COM HLDG ACOMH0153110411,000303SH DFND400303
ALLISON TRANSMISSION HLDGS ICOM01973R10107SH DFND3007
ALLISON TRANSMISSION HLDGS ICOM01973R1013,000123SH DFND400123
ALLISON TRANSMISSION HOLDINGCOM01973R101138,0005,328SH SOLE15,32800
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P1085,618,000365,297SH SOLE1365,29700
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10831,0002,000SH DFND2002,000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10812,000765SH DFND400765
ALLSTATE CORPCOM02000210112,299,000198,079SH SOLE1198,07900
ALLSTATE CORPCOM020002101813,00013,092SH DFND20013,092
ALLSTATE CORPCOM02000210196,0001,544SH DFND3001,544
ALLSTATE CORPCOM020002101735,00011,833SH DFND40011,833
ALLSTATE CORPCOM020002101166,0002,677SH DFND5002,677
ALLY FINANCIAL INCCOM02005N100310,00016,645SH SOLE116,64500
ALLY FINL INCCOM02005N100235,00012,585SH DFND30012,585
ALLY FINL INCCOM02005N10004SH DFND5004
ALMOST FAMILY INCCOM020409108203,0005,317SH SOLE15,31700
ALMOST FAMILY INCCOM0204091082,00050SH DFND20050
ALNYLAM PHARMACEUTICALS INCCOM02043Q107187,0001,985SH SOLE11,98500
ALNYLAM PHARMACEUTICALS INCCOM02043Q1073,00032SH DFND20032
ALNYLAM PHARMACEUTICALS INCCOM02043Q10712,000125SH DFND300125
ALON BLUE SQUARE ISRAEL LTDCOM02051Q2056,0001,500SH DFND2001,500
ALON USA ENERGY INCCOM020520102271,00018,290SH SOLE118,29000
ALON USA ENERGY INCCOM02052010210,000650SH DFND400650
ALON USA PARTNERS LPCOM02052T10916,000700SH DFND200700
ALON USA PARTNERS LPCOM02052T109138,0005,942SH DFND3005,942
ALPHA + OMEGA SEMICONDUCTORCOMG6331P104118,00012,831SH SOLE112,83100
ALPHA ARCHITECT ETF TRCOM02072L10234,0001,536SH DFND4001,536
ALPHA PRO TECH LTDCOM0207721091,000300SH DFND500300
ALPHABET INCCOM02079K1071,660,0002,187SH DFND2002,187
ALPHABET INCCOM02079K3051,698,0002,182SH DFND2002,182
ALPHABET INCCOM02079K3054,910,0006,311SH DFND3006,311
ALPHABET INCCOM02079K1073,621,0004,771SH DFND3004,771
ALPHABET INCCOM02079K107520,000685SH DFND400685
ALPHABET INCCOM02079K305808,0001,039SH DFND4001,039
ALPHABET INCCOM02079K107359,000473SH DFND500473
ALPHABET INCCOM02079K305362,000465SH DFND500465
ALPHABET INC CL ACOM02079K305100,396,000129,042SH SOLE1129,04200
ALPHABET INC CL CCOM02079K107110,449,000145,542SH SOLE1145,54200
ALPINE GLOBAL PREMIER PPTYSCOM02083A103116,00020,137SH DFND30020,137
ALPINE GLOBAL PREMIER PPTYSCOM02083A103464,00080,487SH DFND40080,487
ALPINE TOTAL DYNAMIC DIVID FCOM02106020729,0003,736SH DFND2003,736
ALPINE TOTAL DYNAMIC DIVID FCOM02106020740,0005,239SH DFND3005,239
ALPINE TOTAL DYNAMIC DIVID FCOM021060207462,00060,140SH DFND40060,140
ALPS ETF TRCOM00162Q59317,000548SH DFND200548
ALPS ETF TRCOM00162Q8661,186,00098,404SH DFND20098,404
ALPS ETF TRCOM00162Q783408,00016,854SH DFND20016,854
ALPS ETF TRCOM00162Q858598,00016,821SH DFND20016,821
ALPS ETF TRCOM00162Q73458,0002,776SH DFND2002,776
ALPS ETF TRCOM00162Q71815,000645SH DFND200645
ALPS ETF TRCOM00162Q59364,0002,026SH DFND3002,026
ALPS ETF TRCOM00162Q8661,605,000133,165SH DFND300133,165
ALPS ETF TRCOM00162Q726234,0007,747SH DFND3007,747
ALPS ETF TRCOM00162Q66844,0002,250SH DFND3002,250
ALPS ETF TRCOM00162Q71847,0002,000SH DFND3002,000
ALPS ETF TRCOM00162Q85865,0001,841SH DFND3001,841
ALPS ETF TRCOM00162Q20516,000300SH DFND300300
ALPS ETF TRCOM00162Q10679,0001,866SH DFND3001,866
ALPS ETF TRCOM00162Q72618,000600SH DFND400600
ALPS ETF TRCOM00162Q866512,00042,490SH DFND40042,490
ALPS ETF TRCOM00162Q858111,0003,123SH DFND4003,123
ALPS ETF TRCOM00162Q58516,000830SH DFND400830
ALPS ETF TRCOM00162Q20549,000900SH DFND400900
ALPS ETF TRCOM00162Q6501,00050SH DFND40050
ALPS ETF TRCOM00162Q6439,000670SH DFND400670
ALPS ETF TRCOM00162Q10661,0001,423SH DFND4001,423
ALPS ETF TRCOM00162Q72624,000800SH DFND500800
ALPS ETF TRCOM00162Q866207,00017,217SH DFND50017,217
ALPS ETF TRCOM00162Q10623,000536SH DFND500536
ALPS ETF TRCOM00162Q7183,000122SH DFND500122
ALPS ETF TRCOM00162Q858171,0004,812SH DFND5004,812
ALTAGAS LTDCOM021361951256,00011,471SH SOLE111,47100
ALTISOURCE ASSET MANAGEMENTCOM02153X1089,000528SH SOLE152800
ALTISOURCE ASSET MGMT CORPCOM02153X10805SH DFND4005
ALTISOURCE PORTFOLIO SOLCOML0175J104231,0008,303SH SOLE18,30300
ALTISOURCE RESIDENTIAL CORPCOM02153W100416,00033,504SH SOLE133,50400
ALTISOURCE RESIDENTIAL CORPCOM02153W10020,0001,650SH DFND4001,650
ALTRA INDUSTRIAL MOTION CORPCOM02208R106388,00015,465SH SOLE115,46500
ALTRIA GROUP INCCOM02209S103371,920,0006,389,277SH SOLE16,389,27700
ALTRIA GROUP INCCOM02209S1034,659,00080,035SH DFND20080,035
ALTRIA GROUP INCCOM02209S1037,648,000131,386SH DFND300131,386
ALTRIA GROUP INCCOM02209S1032,369,00040,703SH DFND40040,703
ALTRIA GROUP INCCOM02209S103262,0004,504SH DFND5004,504
ALZA CORPBOND02261WAB51,0001PRN DFND4001
AMAG PHARMACEUTICALS INCCOM00163U106540,00017,883SH SOLE117,88300
AMAG PHARMACEUTICALS INCCOM00163U10618,000580SH DFND300580
AMARIN CORP PLCCOM0231112062,0001,300SH DFND2001,300
AMARIN CORP PLCCOM02311120619,0009,879SH DFND3009,879
AMARIN CORP PLCCOM0231112062,000900SH DFND400900
AMAYA INCCOM02314M1086,000500SH DFND300500
AMAZON COM INCCOM0231351062,278,0003,371SH DFND2003,371
AMAZON COM INCCOM0231351065,174,0007,655SH DFND3007,655
AMAZON COM INCCOM0231351061,661,0002,457SH DFND4002,457
AMAZON COM INCCOM0231351061,180,0001,746SH DFND5001,746
AMAZON.COM INCCOM023135106117,831,000174,334SH SOLE1174,33400
AMBAC FINANCIAL GROUP INCCOM023139884371,00026,358SH SOLE126,35800
AMBARELLA INCCOMG037AX1011,023,00018,349SH SOLE118,34900
AMBARELLA INCCOMG037AX101442,0007,926SH DFND2007,926
AMBARELLA INCCOMG037AX10160,0001,069SH DFND3001,069
AMBARELLA INCCOMG037AX10120,000350SH DFND400350
AMBARELLA INCCOMG037AX10121,000376SH DFND500376
AMBER ROAD INCCOM02318Y10853,00010,348SH SOLE110,34800
AMBEV SACOM02319V1034,0001,000SH DFND2001,000
AMBEV SACOM02319V1032,000500SH DFND400500
AMBEV SACOM02319V1031,000198SH DFND500198
AMC ENTERTAINMENT HLDS CL ACOM00165C104298,00012,420SH SOLE112,42000
AMC NETWORKS INCCOM00164V1033,00037SH DFND20037
AMC NETWORKS INCCOM00164V1035,00063SH DFND30063
AMC NETWORKS INCCOM00164V1039,000120SH DFND400120
AMC NETWORKS INCCOM00164V1033,00040SH DFND50040
AMC NETWORKS INC ACOM00164V1038,762,000117,323SH SOLE1117,32300
AMDOCS LTDCOMG02602103298,0005,465SH SOLE15,46500
AMDOCS LTDCOMG0260210371,0001,302SH DFND2001,302
AMDOCS LTDCOMG0260210310,000189SH DFND300189
AMEC FOSTER WHEELER PLCCOM00167X2051,000201SH DFND300201
AMEC FOSTER WHEELER PLCCOM00167X2053,000449SH DFND400449
AMEC FOSTER WHEELER PLCCOM00167X205035SH DFND50035
AMEDISYS INCCOM023436108799,00020,331SH SOLE120,33100
AMEDISYS INCCOM0234361082,00040SH DFND40040
AMER NATL BNKSHS/DANVILLE VACOM027745108131,0005,112SH SOLE15,11200
AMERCOCOM02358610085,000219SH SOLE121900
AMERCOCOM0235861006,00016SH DFND20016
AMERCOCOM023586100141,000362SH DFND300362
AMERCOCOM0235861009,00022SH DFND50022
AMEREN CORPCOM023608102301,0006,956SH DFND2006,956
AMEREN CORPCOM02360810262,0001,435SH DFND3001,435
AMEREN CORPCOM023608102785,00018,161SH DFND40018,161
AMEREN CORPORATIONCOM0236081023,915,00090,573SH SOLE190,57300
AMERESCO INC CL ACOM02361E10873,00011,750SH SOLE111,75000
AMERICA FIRST MULTIFAMILY INCOM02364V1073,000550SH DFND200550
AMERICA FIRST MULTIFAMILY INCOM02364V10723,0004,500SH DFND3004,500
AMERICA FIRST MULTIFAMILY INCOM02364V10715,0003,000SH DFND4003,000
AMERICA MOVIL SAB DE CVCOM02364W105101,0007,211SH DFND2007,211
AMERICA MOVIL SAB DE CVCOM02364W1058,000589SH DFND300589
AMERICA MOVIL SAB DE CVCOM02364W10560,0004,283SH DFND4004,283
AMERICA MOVIL SAB DE CVCOM02364W10560,0004,268SH DFND5004,268
AMERICA S CAR MART INCCOM03062T105133,0004,995SH SOLE14,99500
AMERICAN AIRLINES GROUP INCCOM02376R10210,695,000252,543SH SOLE1252,54300
AMERICAN AIRLS GROUP INCCOM02376R1021,434,00033,858SH DFND20033,858
AMERICAN AIRLS GROUP INCCOM02376R102317,0007,478SH DFND3007,478
AMERICAN AIRLS GROUP INCCOM02376R10284,0001,978SH DFND4001,978
AMERICAN AIRLS GROUP INCCOM02376R102310,0007,324SH DFND5007,324
AMERICAN ASSETS TRUST INCCOM0240131041,038,00027,068SH SOLE127,06800
AMERICAN AXLE & MFG HLDGS INCOM024061103292,00015,398SH DFND20015,398
AMERICAN AXLE + MFG HOLDINGSCOM024061103841,00044,405SH SOLE144,40500
AMERICAN CAMPUS COMMUNITIESCOM0248351008,996,000217,612SH SOLE1217,61200
AMERICAN CAP LTDCOM02503Y1034,000269SH DFND200269
AMERICAN CAP LTDCOM02503Y10321,0001,489SH DFND3001,489
AMERICAN CAP MTG INVT CORPCOM02504A104022SH DFND40022
AMERICAN CAP MTG INVT CORPCOM02504A10439,0002,810SH DFND5002,810
AMERICAN CAPITAL AGENCY CORPCOM02503X105216,00012,470SH SOLE112,47000
AMERICAN CAPITAL AGENCY CORPCOM02503X10595,0005,479SH DFND2005,479
AMERICAN CAPITAL AGENCY CORPCOM02503X105179,00010,318SH DFND30010,318
AMERICAN CAPITAL AGENCY CORPCOM02503X10510,000600SH DFND400600
AMERICAN CAPITAL AGENCY CORPCOM02503X10558,0003,372SH DFND5003,372
AMERICAN CAPITAL MORTGAGE INCOM02504A104418,00029,969SH SOLE129,96900
AMERICAN EAGLE OUTFITTERSCOM02553E1067,053,000455,029SH SOLE1455,02900
AMERICAN EAGLE OUTFITTERS NECOM02553E1062,000100SH DFND200100
AMERICAN EAGLE OUTFITTERS NECOM02553E1064,000271SH DFND300271
AMERICAN ELEC PWR INCCOM025537101541,0009,284SH DFND2009,284
AMERICAN ELEC PWR INCCOM0255371011,609,00027,609SH DFND30027,609
AMERICAN ELEC PWR INCCOM025537101394,0006,759SH DFND4006,759
AMERICAN ELEC PWR INCCOM02553710110,000164SH DFND500164
AMERICAN ELECTRIC POWERCOM0255371019,665,000165,868SH SOLE1165,86800
AMERICAN EQTY INVT LIFE HLDCOM02567620630,0001,232SH DFND2001,232
AMERICAN EQTY INVT LIFE HLDCOM02567620615,000610SH DFND400610
AMERICAN EQUITY INVT LIFE HLCOM0256762061,348,00056,090SH SOLE156,09000
AMERICAN EXPRESS COCOM02581610924,739,000355,702SH SOLE1355,70200
AMERICAN EXPRESS COCOM025816109418,0006,012SH DFND2006,012
AMERICAN EXPRESS COCOM025816109766,00011,019SH DFND30011,019
AMERICAN EXPRESS COCOM025816109435,0006,256SH DFND4006,256
AMERICAN EXPRESS COCOM02581610929,000419SH DFND500419
AMERICAN FINANCIAL GROUP INCCOM0259321049,995,000138,665SH SOLE1138,66500
AMERICAN FINL GROUP INC OHIOCOM0259321049,000121SH DFND300121
AMERICAN FINL GROUP INC OHIOCOM02593210419,000261SH DFND400261
AMERICAN HOMES 4 RENTCOM02665T30632,0001,944SH DFND4001,944
AMERICAN HOMES 4 RENT ACOM02665T30698,0005,856SH SOLE15,85600
AMERICAN INTERNATIONAL GROUPCOM02687478425,906,000418,042SH SOLE1418,04200
AMERICAN INTL GROUP INCCOM0268747841,034,00016,693SH DFND20016,693
AMERICAN INTL GROUP INCCOM0268741564,000166SH DFND200166
AMERICAN INTL GROUP INCCOM0268747842,500,00040,341SH DFND30040,341
AMERICAN INTL GROUP INCCOM02687415616,000666SH DFND300666
AMERICAN INTL GROUP INCCOM026874784887,00014,309SH DFND40014,309
AMERICAN INTL GROUP INCCOM026874156147,0006,182SH DFND4006,182
AMERICAN INTL GROUP INCCOM026874784117,0001,884SH DFND5001,884
AMERICAN INTL GROUP INCCOM02687415605SH DFND5005
AMERICAN MIDSTREAM PARTNERSCOM02752P1008,0001,000SH DFND3001,000
AMERICAN NATIONAL INSURANCECOM02859110526,000255SH SOLE125500
AMERICAN PUBLIC EDUCATIONCOM02913V103228,00012,228SH SOLE112,22800
AMERICAN RAILCAR INDS INCCOM02916P10322,000476SH DFND300476
AMERICAN RAILCAR INDUSTRIESCOM02916P103256,0005,537SH SOLE15,53700
AMERICAN RESIDENTIAL PROPERTCOM02927E303356,00018,855SH SOLE118,85500
AMERICAN SCIENCE & ENGR INCCOM02942910721,000500SH DFND200500
AMERICAN SCIENCE & ENGR INCCOM0294291079,000206SH DFND300206
AMERICAN SCIENCE & ENGR INCCOM0294291072,00050SH DFND50050
AMERICAN SCIENCE + ENGINEERICOM029429107219,0005,289SH SOLE15,28900
AMERICAN SOFTWARE INCCOM0296831095,000500SH DFND300500
AMERICAN SOFTWARE INC CL ACOM029683109149,00014,592SH SOLE114,59200
AMERICAN STATES WATER COCOM0298991011,135,00027,061SH SOLE127,06100
AMERICAN STS WTR COCOM02989910169,0001,644SH DFND2001,644
AMERICAN STS WTR COCOM02989910177,0001,836SH DFND3001,836
AMERICAN SUPERCONDUCTOR CORPCOM0301112071,000100SH DFND200100
AMERICAN TOWER CORPCOM03027X10017,279,000178,223SH SOLE1178,22300
AMERICAN TOWER CORP NEWCOM03027X100194,0002,004SH DFND2002,004
AMERICAN TOWER CORP NEWCOM03027X100758,0007,823SH DFND3007,823
AMERICAN TOWER CORP NEWCOM03027X10066,000676SH DFND400676
AMERICAN TOWER CORP NEWCOM03027X1001,00013SH DFND50013
AMERICAN VANGUARD CORPCOM030371108287,00020,503SH SOLE120,50300
AMERICAN WATER WORKS CO INCCOM030420103454,0007,594SH SOLE17,59400
AMERICAN WOODMARK CORPCOM030506109748,0009,354SH SOLE19,35400
AMERICAN WOODMARK CORPCOM03050610930,000378SH DFND200378
AMERICAN WTR WKS CO INC NEWCOM030420103565,0009,452SH DFND2009,452
AMERICAN WTR WKS CO INC NEWCOM030420103154,0002,580SH DFND3002,580
AMERICAN WTR WKS CO INC NEWCOM03042010325,000413SH DFND400413
AMERICAN WTR WKS CO INC NEWCOM0304201032,00032SH DFND50032
AMERIGAS PARTNERS L PCOM030975106118,0003,444SH DFND2003,444
AMERIGAS PARTNERS L PCOM030975106647,00018,880SH DFND30018,880
AMERIGAS PARTNERS L PCOM030975106211,0006,149SH DFND4006,149
AMERIGAS PARTNERS L PCOM03097510621,000600SH DFND500600
AMERIPRISE FINANCIAL INCCOM03076C1068,390,00078,841SH SOLE178,84100
AMERIPRISE FINL INCCOM03076C10654,000507SH DFND200507
AMERIPRISE FINL INCCOM03076C10624,000227SH DFND300227
AMERIPRISE FINL INCCOM03076C10615,000138SH DFND400138
AMERIPRISE FINL INCCOM03076C10601SH DFND5001
AMERIS BANCORPCOM03076K108758,00022,311SH SOLE122,31100
AMERIS BANCORPCOM03076K10820,000600SH DFND400600
AMERISAFE INCCOM03071H100696,00013,680SH SOLE113,68000
AMERISAFE INCCOM03071H1004,00077SH DFND20077
AMERISOURCEBERGEN CORPCOM03073E1059,603,00092,597SH SOLE192,59700
AMERISOURCEBERGEN CORPCOM03073E105158,0001,520SH DFND2001,520
AMERISOURCEBERGEN CORPCOM03073E105280,0002,701SH DFND3002,701
AMERISOURCEBERGEN CORPCOM03073E10576,000733SH DFND400733
AMERN AIRLS GRP INC COMCOM02376R102264,3066,241SH SOLE66,24100
AMERN AIRLS GRP INC COMCOM02376R10237,226879SH SOLE687900
AMERN AIRLS GRP INC COMCOM02376R102196,3774,637SH SOLE64,63700
AMES NATIONAL CORPCOM031001100132,0005,452SH SOLE15,45200
AMETEK INCCOM0311001004,839,00090,298SH SOLE190,29800
AMETEK INC NEWCOM0311001001,00025SH DFND20025
AMETEK INC NEWCOM0311001002,00028SH DFND30028
AMETEK INC NEWCOM0311001003,00049SH DFND40049
AMGEN INCCOM03116210055,991,000344,922SH SOLE1344,92200
AMGEN INCCOM0311621002,321,00014,296SH DFND20014,296
AMGEN INCCOM0311621001,700,00010,471SH DFND30010,471
AMGEN INCCOM031162100735,0004,529SH DFND4004,529
AMGEN INCCOM03116210055,000336SH DFND500336
AMICUS THERAPEUTICS INCCOM03152W109548,00056,473SH SOLE156,47300
AMICUS THERAPEUTICS INCCOM03152W1094,000400SH DFND400400
AMKOR TECHNOLOGY INCCOM031652100352,00057,933SH SOLE157,93300
AMN HEALTHCARE SERVICES INCCOM0017441011,064,00034,261SH SOLE134,26100
AMN HEALTHCARE SERVICES INCCOM0017441019,000277SH DFND300277
AMN HEALTHCARE SERVICES INCCOM00174410128,000900SH DFND400900
AMPHASTAR PHARMACEUTICALS INCOM03209R103265,00018,607SH SOLE118,60700
AMPHENOL CORP CL ACOM0320951015,723,000109,565SH SOLE1109,56500
AMPHENOL CORP NEWCOM0320951013,00062SH DFND30062
AMPHENOL CORP NEWCOM0320951017,000140SH DFND500140
AMPIO PHARMACEUTICALS INCCOM03209T10993,00026,700SH DFND30026,700
AMPLIFY SNACK BRANDSCOM03211L1022,000200SH DFND400200
AMSURG CORPCOM03232P4059,954,000130,975SH SOLE1130,97500
AMSURG CORPCOM03232P405478,0006,294SH DFND3006,294
AMSURG CORPCOM03232P40520,000262SH DFND400262
AMTRUST FINANCIAL SERVICESCOM03235930987,0001,419SH SOLE11,41900
AMTRUST FINL SVCS INCCOM032359309553,0008,985SH DFND3008,985
AMYRIS INCCOM03236M1010200SH DFND200200
ANACOR PHARMACEUTICALS INCCOM0324201012,712,00024,002SH SOLE124,00200
ANACOR PHARMACEUTICALS INCCOM03242010123,000205SH DFND300205
ANADARKO PETE CORPCOM03251110718,000363SH DFND200363
ANADARKO PETE CORPCOM032511107135,0002,780SH DFND3002,780
ANADARKO PETE CORPCOM03251110715,000316SH DFND400316
ANADARKO PETE CORPCOM0325111071,00030SH DFND50030
ANADARKO PETROLEUM CORPCOM0325111079,958,000204,976SH SOLE1204,97600
ANALOG DEVICES INCCOM0326541059,489,000171,531SH SOLE1171,53100
ANALOG DEVICES INCCOM03265410521,000387SH DFND200387
ANALOG DEVICES INCCOM03265410515,000267SH DFND300267
ANALOG DEVICES INCCOM0326541058,000136SH DFND500136
ANALOGIC CORPCOM032657207738,0008,935SH SOLE18,93500
ANCHOR BANCORP WISCONSIN INCCOM03283P106195,0004,489SH SOLE14,48900
ANDERSONS INCCOM0341641032,00050SH DFND30050
ANDERSONS INCCOM03416410362,0001,972SH DFND4001,972
ANDERSONS INC/THECOM034164103637,00020,135SH SOLE120,13500
ANGIE S LIST INCCOM034754101240,00025,656SH SOLE125,65600
ANGIODYNAMICS INCCOM03475V101223,00018,329SH SOLE118,32900
ANGLOGOLD ASHANTI LTDCOM0351282064,000500SH DFND200500
ANGLOGOLD ASHANTI LTDCOM0351282064,000521SH DFND300521
ANGLOGOLD ASHANTI LTDCOM035128206011SH DFND40011
ANGLOGOLD ASHANTI LTDCOM03512820611,0001,500SH DFND5001,500
ANHEUSER BUSCH INBEV SA/NVCOM03524A108134,0001,073SH DFND2001,073
ANHEUSER BUSCH INBEV SA/NVCOM03524A1081,061,0008,489SH DFND3008,489
ANHEUSER BUSCH INBEV SA/NVCOM03524A108120,000961SH DFND400961
ANHEUSER BUSCH INBEV SA/NVCOM03524A1087,00059SH DFND50059
ANI PHARMACEUTICALS INCCOM00182C103254,0005,634SH SOLE15,63400
ANIKA THERAPEUTICS INCCOM035255108402,00010,534SH SOLE110,53400
ANIXTER INTERNATIONAL INCCOM0352901051,239,00020,520SH SOLE120,52000
ANIXTER INTL INCCOM0352901056,00098SH DFND30098
ANNALY CAP MGMT INCCOM035710409309,00032,989SH DFND20032,989
ANNALY CAP MGMT INCCOM0357104091,492,000159,063SH DFND300159,063
ANNALY CAP MGMT INCCOM035710409136,00014,459SH DFND40014,459
ANNALY CAP MGMT INCCOM035710409109,00011,648SH DFND50011,648
ANNALY CAPITAL MANAGEMENT INCOM035710409314,00033,500SH SOLE133,50000
ANSYS INCCOM03662Q10516,367,000176,944SH SOLE1176,94400
ANSYS INCCOM03662Q10523,000250SH DFND300250
ANTARES PHARMA INCCOM036642106110,00090,637SH SOLE190,63700
ANTERO RES CORPCOM03674X10604SH DFND2004
ANTERO RES CORPCOM03674X1062,00075SH DFND30075
ANTERO RESOURCES CORPCOM03674X106149,0006,845SH SOLE16,84500
ANTHEM INCCOM03675210316,375,000117,435SH SOLE1117,43500
ANTHEM INCCOM03675210348,000345SH DFND200345
ANTHEM INCCOM036752103507,0003,637SH DFND3003,637
ANTHEM INCCOM03675210353,000379SH DFND400379
ANTHEM INCCOM0367521039,00067SH DFND50067
ANTHERA PHARMACEUTICALS INCCOM03674U20197,00020,977SH SOLE120,97700
ANWORTH MORTGAGE ASSET CORPCOM0373471011,152,000264,818SH SOLE1264,81800
ANWORTH MORTGAGE ASSET CPCOM0373471014,0001,000SH DFND2001,000
ANWORTH MORTGAGE ASSET CPCOM0373471011,000200SH DFND400200
ANWORTH MORTGAGE ASSET CPCOM03734710123,0005,400SH DFND5005,400
AON PLCCOMG0408V1029,299,000100,844SH SOLE1100,84400
AON PLCCOMG0408V10265,000706SH DFND200706
AON PLCCOMG0408V10213,000142SH DFND300142
APACHE CORPCOM0374111057,615,000171,240SH SOLE1171,24000
APACHE CORPCOM037411105110,0002,462SH DFND2002,462
APACHE CORPCOM037411105118,0002,664SH DFND3002,664
APACHE CORPCOM03741110536,000804SH DFND400804
APARTMENT INVT & MGMT COCOM03748R10124,000600SH DFND300600
APARTMENT INVT & MGMT COCOM03748R10139,000976SH DFND400976
APARTMENT INVT + MGMT CO ACOM03748R1012,276,00056,868SH SOLE156,86800
APIGEE CORPCOM03765N10824,0002,994SH SOLE12,99400
APOGEE ENTERPRISES INCCOM037598109914,00021,008SH SOLE121,00800
APOGEE ENTERPRISES INCCOM037598109816,00018,751SH DFND20018,751
APOLLO COML REAL EST FIN INCCOM03762U10519,0001,127SH DFND2001,127
APOLLO COML REAL EST FIN INCCOM03762U10514,000815SH DFND500815
APOLLO COMMERCIAL REAL ESTATCOM03762U105590,00034,222SH SOLE134,22200
APOLLO ED GROUP INCCOM0376041057,000970SH DFND200970
APOLLO ED GROUP INCCOM0376041051,000100SH DFND300100
APOLLO ED GROUP INCCOM037604105344,00044,796SH DFND50044,796
APOLLO EDUCATION GROUP INCCOM037604105424,00055,256SH SOLE155,25600
APOLLO GLOBAL MGMT LLCCOM03761230618,0001,155SH DFND2001,155
APOLLO GLOBAL MGMT LLCCOM037612306137,0009,052SH DFND3009,052
APOLLO GLOBAL MGMT LLCCOM0376123066,000373SH DFND400373
APOLLO INVT CORPCOM03761U1061,000100SH DFND200100
APOLLO INVT CORPCOM03761U1061,812,000347,096SH DFND300347,096
APOLLO INVT CORPCOM03761U10652,0009,924SH DFND4009,924
APOLLO RESIDENTIAL MORTGAGECOM03763V102225,00018,798SH SOLE118,79800
APOLLO RESIDENTIAL MTG INCCOM03763V1021,000100SH DFND200100
APOLLO RESIDENTIAL MTG INCCOM03763V1028,000700SH DFND400700
APOLLO RESIDENTIAL MTG INCCOM03763V10212,0001,000SH DFND5001,000
APPLE HOSPITALITY REIT INCCOM03784Y200123,0006,171SH SOLE16,17100
APPLE HOSPITALITY REIT INCCOM03784Y200183,0009,162SH DFND2009,162
APPLE HOSPITALITY REIT INCCOM03784Y2001,00026SH DFND30026
APPLE HOSPITALITY REIT INCCOM03784Y20044,0002,222SH DFND4002,222
APPLE INCCOM037833100222,924,0002,117,839SH SOLE12,117,83900
APPLE INCCOM03783310022,016,000209,157SH DFND200209,157
APPLE INCCOM03783310035,957,000341,601SH DFND300341,601
APPLE INCCOM03783310013,171,000125,127SH DFND400125,127
APPLE INCCOM0378331005,468,00051,950SH DFND50051,950
APPLIED DNA SCIENCES INCCOM03815U2017,0002,058SH DFND2002,058
APPLIED GENETIC TECHNOLOGIESCOM03820J100105,0005,151SH SOLE15,15100
APPLIED INDUSTRIAL TECH INCCOM03820C1051,166,00028,805SH SOLE128,80500
APPLIED MATERIALS INCCOM03822210510,439,000559,123SH SOLE1559,12300
APPLIED MATLS INCCOM038222105395,00021,138SH DFND20021,138
APPLIED MATLS INCCOM03822210551,0002,723SH DFND3002,723
APPLIED MATLS INCCOM03822210588,0004,702SH DFND4004,702
APPLIED MATLS INCCOM0382221057,000355SH DFND500355
APPLIED MICRO CIRCUITS CORPCOM03822W406302,00047,424SH SOLE147,42400
APPLIED MICRO CIRCUITS CORPCOM03822W4061,000200SH DFND300200
APPLIED OPTOELECTRONICS INCCOM03823U102150,0008,750SH SOLE18,75000
APPLIED OPTOELECTRONICS INCCOM03823U1024,000231SH DFND400231
APPROACH RESOURCES INCCOM03834A10339,00021,162SH SOLE121,16200
APPROACH RESOURCES INCCOM03834A1030250SH DFND300250
APRICUS BIOSCIENCES INCCOM03832V1090500SH DFND200500
APRICUS BIOSCIENCES INCCOM03832V1096,0005,630SH DFND3005,630
APRICUS BIOSCIENCES INCCOM03832V1090250SH DFND500250
APTARGROUP INCCOM0383361038,780,000120,859SH SOLE1120,85900
APTARGROUP INCCOM03833610316,000220SH DFND300220
AQUA AMERICA INCCOM03836W10310,186,000341,813SH SOLE1341,81300
AQUA AMERICA INCCOM03836W103178,0005,969SH DFND2005,969
AQUA AMERICA INCCOM03836W103338,00011,351SH DFND30011,351
AQUA AMERICA INCCOM03836W10374,0002,481SH DFND4002,481
ARAMARKCOM03852U106161,0004,977SH SOLE14,97700
ARAMARKCOM03852U106011SH DFND30011
ARAMARKCOM03852U1063,00099SH DFND40099
ARAMARKCOM03852U10601SH DFND5001
ARATANA THERAPEUTICS INCCOM03874P10197,00017,360SH SOLE117,36000
ARBOR RLTY TR INCCOM03892310831,0004,400SH DFND4004,400
ARC DOCUMENT SOLUTIONS INCCOM00191G103106,00023,898SH SOLE123,89800
ARCADIA BIOSCIENCES INCCOM03901410514,0004,761SH SOLE14,76100
ARCBEST CORPCOM03937C105396,00018,510SH SOLE118,51000
ARCELORMITTAL SA LUXEMBOURGCOM03938L1041,000300SH DFND200300
ARCELORMITTAL SA LUXEMBOURGCOM03938L104025SH DFND50025
ARCH CAPITAL GROUP LTDCOMG0450A105664,0009,523SH SOLE19,52300
ARCH COAL INCCOM0393803083,0002,900SH DFND2002,900
ARCH COAL INCCOM0393803080130SH DFND300130
ARCHER DANIELS MIDLAND COCOM0394831029,122,000248,692SH SOLE1248,69200
ARCHER DANIELS MIDLAND COCOM03948310270,0001,910SH DFND2001,910
ARCHER DANIELS MIDLAND COCOM039483102111,0003,029SH DFND3003,029
ARCHER DANIELS MIDLAND COCOM039483102120,0003,263SH DFND4003,263
ARCHER DANIELS MIDLAND COCOM0394831021,00033SH DFND50033
ARCHROCK INCCOM03957W106376,00049,984SH SOLE149,98400
ARCHROCK PARTNERS L PCOM03957U1007,000600SH DFND200600
ARCHROCK PARTNERS L PCOM03957U1009,000700SH DFND300700
ARCOS DORADOS HOLDINGS INCCOMG0457F1071,000188SH DFND200188
ARCTIC CAT INCCOM039670104153,0009,331SH SOLE19,33100
ARCTIC CAT INCCOM0396701043,000210SH DFND400210
ARDELYX INCCOM039697107127,0007,008SH SOLE17,00800
ARDMORE SHIPPING CORPCOMY0207T100134,00010,501SH SOLE110,50100
ARDMORE SHIPPING CORPCOMY0207T1001,000100SH DFND200100
ARDMORE SHIPPING CORPCOMY0207T1001,000100SH DFND300100
ARENA PHARMACEUTICALS INCCOM040047102269,000141,764SH SOLE1141,76400
ARENA PHARMACEUTICALS INCCOM0400471020200SH DFND200200
ARENA PHARMACEUTICALS INCCOM040047102405,000213,405SH DFND300213,405
ARES CAP CORPBOND04010LAD520,00020PRN DFND20020
ARES CAP CORPCOM04010L10320,0001,408SH DFND2001,408
ARES CAP CORPCOM04010L103410,00028,759SH DFND30028,759
ARES CAP CORPCOM04010L103556,00039,020SH DFND40039,020
ARES CAP CORPCOM04010L10334,0002,371SH DFND5002,371
ARES COML REAL ESTATE CORPCOM04013V1087,000600SH DFND400600
ARES COMMERCIAL REAL ESTATECOM04013V108182,00015,880SH SOLE115,88000
ARES DYNAMIC CR ALLOCATION FCOM04014F10237,0002,790SH DFND3002,790
ARGAN INCCOM04010E109246,0007,593SH SOLE17,59300
ARGAN INCCOM04010E1098,000260SH DFND200260
ARGAN INCCOM04010E1091,00035SH DFND30035
ARGO GROUP INTERNATIONALCOMG0464B107979,00016,359SH SOLE116,35900
ARGOS THERAPEUTICS INCCOM04022110327,00011,500SH DFND30011,500
ARGOS THERAPEUTICS INCCOM0402211030120SH DFND500120
ARIAD PHARMACEUTICALS INCCOM04033A100613,00098,059SH SOLE198,05900
ARISTA NETWORKS INCCOM04041310665,000836SH SOLE183600
ARISTA NETWORKS INCCOM0404131061,0009SH DFND2009
ARISTA NETWORKS INCCOM04041310639,000500SH DFND300500
ARISTA NETWORKS INCCOM0404131065,00060SH DFND40060
ARISTA NETWORKS INCCOM0404131062,00020SH DFND50020
ARK RESTAURANTS CORPCOM0407121013,000112SH DFND300112
ARLINGTON ASSET INVESTMENT ACOM041356205177,00013,390SH SOLE113,39000
ARLINGTON ASSET INVT CORPCOM0413562057,000500SH DFND200500
ARLINGTON ASSET INVT CORPCOM0413562058,000600SH DFND300600
ARM HLDGS PLCCOM0420681062,00048SH DFND20048
ARM HLDGS PLCCOM04206810620,000440SH DFND300440
ARM HLDGS PLCCOM04206810615,000329SH DFND400329
ARMADA HOFFLER PPTYS INCCOM04208T108268,00025,583SH DFND50025,583
ARMADA HOFFLER PROPERTIES INCOM04208T108157,00014,934SH SOLE114,93400
ARMOUR RESIDENTIAL REIT INCCOM042315507561,00025,798SH SOLE125,79800
ARMOUR RESIDENTIAL REIT INCCOM0423155073,000125SH DFND200125
ARMOUR RESIDENTIAL REIT INCCOM0423155072,000100SH DFND300100
ARMOUR RESIDENTIAL REIT INCCOM0423155076,000275SH DFND400275
ARMOUR RESIDENTIAL REIT INCCOM04231550722,0001,000SH DFND5001,000
ARMSTRONG WORLD INDS INC NEWCOM04247X102114,0002,500SH DFND2002,500
ARMSTRONG WORLD INDUSTRIESCOM04247X10251,0001,125SH SOLE11,12500
AROTECH CORPCOM042682203071SH DFND20071
ARRAY BIOPHARMA INCCOM04269X105349,00082,620SH SOLE182,62000
ARRAY BIOPHARMA INCCOM04269X1051,000175SH DFND300175
ARRAY BIOPHARMA INCCOM04269X1054,0001,000SH DFND5001,000
ARRIS GROUP INCCOM04270V1068,020,000262,353SH SOLE1262,35300
ARRIS GROUP INC NEWCOM04270V1069,000290SH DFND200290
ARRIS GROUP INC NEWCOM04270V1063,000100SH DFND300100
ARRIS GROUP INC NEWCOM04270V1068,000260SH DFND400260
ARRIS GROUP INC NEWCOM04270V1062,00075SH DFND50075
ARROW ELECTRONICS INCCOM0427351009,889,000182,527SH SOLE1182,52700
ARROW ELECTRS INCCOM04273510003SH DFND3003
ARROW ELECTRS INCCOM0427351001,00024SH DFND40024
ARROW ETF TRCOM04273H10493,0005,393SH DFND2005,393
ARROW ETF TRCOM04273H10464,0003,725SH DFND3003,725
ARROW ETF TRCOM04273H104211,00012,272SH DFND40012,272
ARROW ETF TRCOM04273H1043,000153SH DFND500153
ARROW FINANCIAL CORPCOM042744102178,0006,560SH SOLE16,56000
ARROWHEAD RESEARCH CORPCOM042797209214,00034,846SH SOLE134,84600
ARROWHEAD RESH CORPOPTION042797909010SHCallDFND40010
ARROWHEAD RESH CORPCOM042797209018SH DFND30018
ARROWHEAD RESH CORPCOM04279720915,0002,500SH DFND4002,500
ARTESIAN RESOURCES CORP CL ACOM043113208127,0004,589SH SOLE14,58900
ARTHUR J GALLAGHER + COCOM36357610913,961,000341,021SH SOLE1341,02100
ARTISAN PARTNERS ASSET MA ACOM04316A10832,000881SH SOLE188100
ARTISAN PARTNERS ASSET MGMTCOM04316A10808SH DFND2008
ARTISAN PARTNERS ASSET MGMTCOM04316A1081,00014SH DFND30014
ASA GOLD AND PRECIOUS MTLS LCOMG3156P1033,000470SH DFND400470
ASBURY AUTOMOTIVE GROUPCOM0434361041,076,00015,959SH SOLE115,95900
ASBURY AUTOMOTIVE GROUP INCCOM04343610442,000625SH DFND200625
ASCENA RETAIL GROUP INCCOM04351G1014,221,000428,510SH SOLE1428,51000
ASCENA RETAIL GROUP INCCOM04351G101019SH DFND20019
ASCENA RETAIL GROUP INCCOM04351G1011,00070SH DFND40070
ASCENT CAP GROUP INCCOM043632108012SH DFND20012
ASCENT CAP GROUP INCCOM04363210803SH DFND4003
ASCENT CAPITAL GROUP INC ACOM043632108130,0007,794SH SOLE17,79400
ASHFORD HOSPITALITY PRIME INCOM044102101233,00016,081SH SOLE116,08100
ASHFORD HOSPITALITY TR INCCOM04410350512,000490SH DFND300490
ASHFORD HOSPITALITY TRUSTCOM044103109308,00048,855SH SOLE148,85500
ASHFORD INCCOM04410410733,000628SH SOLE162800
ASHLAND INCCOM04420910412,511,000121,822SH SOLE1121,82200
ASHLAND INC NEWCOM04420910470,000683SH DFND300683
ASHLAND INC NEWCOM04420910431,000300SH DFND400300
ASIA TIGERS FD INCCOM04516T1051,000150SH DFND400150
ASML HOLDING N VCOMN0705921015,000169SH DFND300169
ASML HOLDING N VCOMN0705921016,000176SH DFND400176
ASML HOLDING N VCOMN070592104,00042SH DFND50042
ASPEN AEROGELS INCCOM04523Y1053,000500SH DFND300500
ASPEN INSURANCE HOLDINGS LTDCOMG053841057,154,000148,114SH SOLE1148,11400
ASPEN TECHNOLOGY INCCOM0453271031,888,00050,009SH SOLE150,00900
ASPEN TECHNOLOGY INCCOM0453271031,00034SH DFND40034
ASSEMBLY BIOSCIENCES INCCOM04539610863,0008,402SH SOLE18,40200
ASSOCIATED BANC CORPCOM0454871055,462,000291,305SH SOLE1291,30500
ASSOCIATED BANC CORPCOM0454871058,000442SH DFND300442
ASSOCIATED CAPITAL GROUP ACOM045528106113,0003,697SH SOLE13,69700
ASSURANT INCCOM04621X1082,183,00027,100SH SOLE127,10000
ASSURANT INCCOM04621X10845,000557SH DFND200557
ASSURANT INCCOM04621X10804SH DFND3004
ASSURED GUARANTY LTDCOMG0585R106132,0004,996SH SOLE14,99600
ASSURED GUARANTY LTDCOMG0585R10615,000553SH DFND300553
ASTEC INDUSTRIES INCCOM046224101555,00013,632SH SOLE113,63200
ASTERIAS BIOTHERAPEUTICSCOM04624N10724,0006,119SH SOLE16,11900
ASTERIAS BIOTHERAPEUTICS INCCOM04624N10708SH DFND3008
ASTERIAS BIOTHERAPEUTICS INCCOM04624N107041SH DFND40041
ASTERIAS BIOTHERAPEUTICS INCCOM04624N107061SH DFND50061
ASTORIA FINANCIAL CORPCOM0462651041,028,00064,887SH SOLE164,88700
ASTORIA FINL CORPCOM04626510416,0001,000SH DFND2001,000
ASTRAZENECA PLCCOM046353108287,0008,446SH DFND2008,446
ASTRAZENECA PLCCOM046353108773,00022,763SH DFND30022,763
ASTRAZENECA PLCCOM04635310862,0001,826SH DFND4001,826
ASTRAZENECA PLCCOM0463531081,00026SH DFND50026
ASTRONICS CORPCOM046433108457,00011,219SH SOLE111,21900
ASTRONICS CORPCOM04643310844,0001,074SH DFND3001,074
ASTRONICS CORPCOM0464331086,000150SH DFND400150
AT&T INCCOM00206R1026,289,000182,758SH DFND200182,758
AT&T INCCOM00206R10211,526,000334,947SH DFND300334,947
AT&T INCCOM00206R1025,810,000168,855SH DFND400168,855
AT&T INCCOM00206R1021,068,00031,047SH DFND50031,047
AT+T INCCOM00206R10274,056,0002,152,160SH SOLE12,152,16000
ATARA BIOTHERAPEUTICS INCCOM046513107224,0008,487SH SOLE18,48700
ATARA BIOTHERAPEUTICS INCCOM04651310715,000556SH DFND200556
ATHENAHEALTH INCCOM04685W103154,000957SH SOLE195700
ATHENAHEALTH INCCOM04685W1034,00022SH DFND20022
ATHENAHEALTH INCCOM04685W10311,00067SH DFND30067
ATHENAHEALTH INCCOM04685W1032,00015SH DFND40015
ATHERSYS INCCOM04744L1060100SH DFND300100
ATLANTIC POWER CORPCOM04878Q863141,00071,393SH SOLE171,39300
ATLANTIC PWR CORPCOM04878Q86363,00032,080SH DFND20032,080
ATLANTIC PWR CORPCOM04878Q8630125SH DFND300125
ATLANTIC PWR CORPCOM04878Q8630200SH DFND400200
ATLANTIC TELE NETWORK INCCOM0490792051,646,00021,040SH SOLE121,04000
ATLANTICUS HLDGS CORPCOM04914Y1021,000240SH DFND400240
ATLAS AIR WORLDWIDE HOLDINGSCOM049164205742,00017,953SH SOLE117,95300
ATLAS ENERGY GROUP LLCCOM04929Q1020425SH DFND200425
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ATLAS FINANCIAL HOLDINGS INCCOMG06207115121,0006,079SH SOLE16,07900
ATLAS FINANCIAL HOLDINGS INCCOMG0620711523,0001,150SH DFND4001,150
ATLAS RESOURCE PARTNERS LPCOM04941A1010300SH DFND400300
ATLAS RESOURCE PARTNERS LPCOM04941A1012,0001,500SH DFND5001,500
ATMEL CORPCOM0495131046,972,000809,769SH SOLE1809,76900
ATMEL CORPCOM0495131049,0001,002SH DFND2001,002
ATMEL CORPCOM0495131042,000203SH DFND300203
ATMOS ENERGY CORPCOM04956010512,396,000196,630SH SOLE1196,63000
ATMOS ENERGY CORPCOM04956010518,000286SH DFND200286
ATMOS ENERGY CORPCOM049560105157,0002,493SH DFND3002,493
ATMOS ENERGY CORPCOM049560105110,0001,750SH DFND4001,750
ATMOS ENERGY CORPCOM04956010512,000198SH DFND500198
ATRICURE INCCOM04963C209373,00016,615SH SOLE116,61500
ATRION CORPORATIONCOM049904105316,000830SH SOLE183000
ATTUNITY LTDCOMM1533212191,0008,247SH DFND3008,247
ATWOOD OCEANICS INCCOM0500951081,519,000148,533SH SOLE1148,53300
ATWOOD OCEANICS INCCOM0500951083,000260SH DFND200260
ATWOOD OCEANICS INCCOM0500951081,000109SH DFND300109
ATYR PHARMA INCCOM00212010335,0003,537SH SOLE13,53700
AU OPTRONICS CORPCOM0022551074,0001,237SH DFND2001,237
AUTHENTIDATE HLDG CORPCOM0526662037,00010,000SH DFND40010,000
AUTODESK INCCOM0527691066,184,000101,501SH SOLE1101,50100
AUTODESK INCCOM05276910627,000450SH DFND200450
AUTODESK INCCOM05276910613,000210SH DFND300210
AUTODESK INCCOM05276910616,000258SH DFND400258
AUTOLIV INCCOM05280010918,000148SH DFND200148
AUTOLIV INCCOM0528001093,00022SH DFND30022
AUTOLIV INCCOM052800109143,0001,146SH DFND4001,146
AUTOMATIC DATA PROCESSINGCOM05301510319,905,000234,948SH SOLE1234,94800
AUTOMATIC DATA PROCESSING INCOM053015103162,0001,907SH DFND2001,907
AUTOMATIC DATA PROCESSING INCOM053015103456,0005,380SH DFND3005,380
AUTOMATIC DATA PROCESSING INCOM053015103417,0004,917SH DFND4004,917
AUTOMATIC DATA PROCESSING INCOM0530151032,00023SH DFND50023
AUTONATION INCCOM05329W1021,723,00028,885SH SOLE128,88500
AUTONATION INCCOM05329W10226,000436SH DFND200436
AUTONATION INCCOM05329W10212,000200SH DFND300200
AUTOZONE INCCOM0533321027,812,00010,529SH SOLE110,52900
AUTOZONE INCCOM05333210220,00027SH DFND20027
AUTOZONE INCCOM05333210278,000105SH DFND300105
AUTOZONE INCCOM05333210268,00092SH DFND40092
AUTOZONE INCCOM0533321024,0005SH DFND5005
AV HOMES INCCOM00234P10293,0007,249SH SOLE17,24900
AVAGO TECHNOLOGIES LTDCOMY0486S10417,268,000118,968SH SOLE1118,96800
AVAGO TECHNOLOGIES LTDCOMY0486S10481,000560SH DFND200560
AVAGO TECHNOLOGIES LTDCOMY0486S104265,0001,825SH DFND3001,825
AVAGO TECHNOLOGIES LTDCOMY0486S104128,000882SH DFND400882
AVAGO TECHNOLOGIES LTDCOMY0486S1049,00065SH DFND50065
AVALANCHE BIOTECHNOLOGIES INCOM05337G107109,00011,449SH SOLE111,44900
AVALONBAY CMNTYS INCCOM05348410134,000186SH DFND400186
AVALONBAY CMNTYS INCCOM05348410102SH DFND5002
AVALONBAY COMMUNITIES INCCOM0534841019,853,00053,511SH SOLE153,51100
AVANGRID INCCOM05351W1031,351,00035,191SH SOLE135,19100
AVANGRID INCCOM05351W10314,000366SH DFND300366
AVANGRID INCCOM05351W1034,000100SH DFND400100
AVENUE INCOME CR STRATEGIESCOM05358E10615,0001,300SH DFND4001,300
AVENUE INCOME CR STRATEGIESCOM05358E1065,000400SH DFND500400
AVEO PHARMACEUTICALS INCCOM0535881091,0001,000SH DFND2001,000
AVEO PHARMACEUTICALS INCCOM0535881091,000467SH DFND400467
AVERY DENNISON CORPCOM0536111092,202,00035,146SH SOLE135,14600
AVERY DENNISON CORPCOM05361110987,0001,389SH DFND3001,389
AVERY DENNISON CORPCOM05361110923,000374SH DFND400374
AVG TECHNOLOGIESCOMN07831105481,00023,989SH SOLE123,98900
AVG TECHNOLOGIES N VCOMN0783110511,000530SH DFND400530
AVIAT NETWORKS INCCOM05366Y102024SH DFND30024
AVID TECHNOLOGY INCCOM05367P100138,00018,924SH SOLE118,92400
AVIS BUDGET GROUPCOM05377410518,000500SH DFND200500
AVIS BUDGET GROUPCOM0537741056,000172SH DFND300172
AVIS BUDGET GROUP INCCOM05377410590,0002,487SH SOLE12,48700
AVISTA CORPCOM05379B1071,586,00044,846SH SOLE144,84600
AVISTA CORPCOM05379B107214,0006,042SH DFND3006,042
AVISTA CORPCOM05379B10712,000351SH DFND500351
AVNET INCCOM05380710310,962,000255,872SH SOLE1255,87200
AVNET INCCOM053807103257,0005,995SH DFND3005,995
AVNET INCCOM0538071034,00088SH DFND40088
AVNET INCCOM0538071035,000110SH DFND500110
AVON PRODS INCCOM05430310227,0006,626SH DFND3006,626
AVON PRODS INCCOM05430310212,0002,843SH DFND4002,843
AVON PRODUCTS INCCOM0543031023,482,000859,814SH SOLE1859,81400
AVX CORPCOM0024441071,295,000106,642SH SOLE1106,64200
AWARE INC MASSCOM05453N1003,000973SH DFND200973
AXALTA COATING SYSTEMS LTDCOMG0750C10867,0002,507SH SOLE12,50700
AXCELIS TECHNOLOGIES INCCOM054540109172,00066,493SH SOLE166,49300
AXIALL CORPCOM05463D100633,00041,136SH SOLE141,13600
AXIALL CORPCOM05463D1001,00038SH DFND40038
AXIALL CORPCOM05463D100029SH DFND50029
AXIS CAPITAL HOLDINGS LTDCOMG0692U109201,0003,567SH SOLE13,56700
AXIS CAPITAL HOLDINGS LTDCOMG0692U1092,00038SH DFND30038
AXIS CAPITAL HOLDINGS LTDCOMG0692U1099,000161SH DFND400161
AXOGEN INCCOM05463X1065,0001,000SH DFND4001,000
AXOVANT SCIENCES LTDCOMG0750W1049,000500SH DFND200500
AZZ INCCOM0024741041,031,00018,556SH SOLE118,55600
B & G FOODS INC NEWCOM05508R1066,000160SH DFND200160
B & G FOODS INC NEWCOM05508R106138,0003,939SH DFND3003,939
B & G FOODS INC NEWCOM05508R106163,0004,647SH DFND4004,647
B/E AEROSPACE INCCOM0733021018,715,000205,697SH SOLE1205,69700
B/E AEROSPACE INCCOM07330210133,000767SH DFND200767
B/E AEROSPACE INCCOM07330210111,000266SH DFND300266
B/E AEROSPACE INCCOM0733021011,00020SH DFND40020
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B+G FOODS INCCOM05508R1061,462,00041,735SH SOLE141,73500
BABCOCK & WILCOX ENTERPRIS ICOM05614L1001,00041SH DFND30041
BABCOCK & WILCOX ENTERPRIS ICOM05614L100022SH DFND40022
BABCOCK + WILCOX ENTERPRCOM05614L10037,0001,778SH SOLE11,77800
BABSON CAP CORPORATE INVSCOM05617K10976,0004,393SH DFND2004,393
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BABSON CAP GLB SHT DURHGH YLCOM05617T10065,0003,920SH DFND3003,920
BABSON CAP GLB SHT DURHGH YLCOM05617T100239,00014,495SH DFND40014,495
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BADGER METER INCCOM056525108611,00010,430SH SOLE110,43000
BAIDU INCCOM056752108223,0001,181SH DFND2001,181
BAIDU INCCOM056752108663,0003,509SH DFND3003,509
BAIDU INCCOM05675210869,000367SH DFND400367
BAIDU INCCOM05675210825,000132SH DFND500132
BAIDU INC SPON ADRADR0567521083,137,00016,594SH SOLE116,59400
BAKER HUGHES INCCOM0572241079,007,000195,173SH SOLE1195,17300
BAKER HUGHES INCCOM05722410717,000374SH DFND200374
BAKER HUGHES INCCOM057224107331,0007,179SH DFND3007,179
BAKER HUGHES INCCOM0572241075,000100SH DFND400100
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BALCHEM CORPCOM0576652001,365,00022,443SH SOLE122,44300
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BALDWIN + LYONS INC CL BCOM057755209132,0005,502SH SOLE15,50200
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BALLARD PWR SYS INC NEWCOM0585861081,000800SH DFND200800
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BANC OF CALIFORNIA INCCOM05990K106310,00021,205SH SOLE121,20500
BANCFIRST CORPCOM05945F103250,0004,266SH SOLE14,26600
BANCO BILBAO VIZCAYA ARGENTACOM05946K10185,00011,543SH DFND20011,543
BANCO DE CHILECOM0595201062,00034SH DFND30034
BANCO MACRO SACOM05961W10512,000208SH DFND300208
BANCO SANTANDER SACOM05964H10586,00017,717SH DFND20017,717
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BANCORP INC/THECOM05969A105126,00019,743SH SOLE119,74300
BANCORPSOUTH INCCOM0596921035,216,000217,430SH SOLE1217,43000
BANCROFT FUND LTDCOM05969510612,000676SH DFND400676
BANK AMER CORPCOM0605051041,923,000114,251SH DFND200114,251
BANK AMER CORPCOM060505682650,000595SH DFND200595
BANK AMER CORPCOM0605051043,038,000180,535SH DFND300180,535
BANK AMER CORPCOM0605056827,0006SH DFND3006
BANK AMER CORPCOM0605051041,168,00069,398SH DFND40069,398
BANK AMER CORPCOM060505146113,00019,500SH DFND40019,500
BANK AMER CORPCOM060505104365,00021,667SH DFND50021,667
BANK HAWAII CORPCOM06254010938,000597SH DFND200597
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BANK MONTREAL QUECOM063671101263,0004,655SH DFND2004,655
BANK MONTREAL QUECOM063671101173,0003,067SH DFND3003,067
BANK MONTREAL QUECOM06367110139,000700SH DFND400700
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BANK MUTUAL CORPCOM063750103257,00032,994SH SOLE132,99400
BANK MUTUAL CORP NEWCOM06375010326,0003,358SH DFND3003,358
BANK N S HALIFAXCOM0641491074,000100SH DFND200100
BANK N S HALIFAXCOM06414910780,0001,980SH DFND3001,980
BANK N S HALIFAXCOM06414910720,000494SH DFND400494
BANK NEW YORK MELLON CORPCOM064058100230,0005,590SH DFND2005,590
BANK NEW YORK MELLON CORPCOM064058100715,00017,334SH DFND30017,334
BANK NEW YORK MELLON CORPCOM064058100211,0005,129SH DFND4005,129
BANK NEW YORK MELLON CORPCOM0640581002,00059SH DFND50059
BANK OF AMERICA CORPCOM06050510463,110,0003,749,881SH SOLE13,749,88100
BANK OF HAWAII CORPCOM0625401095,276,00083,880SH SOLE183,88000
BANK OF MARIN BANCORPCOM06342510217,000325SH DFND400325
BANK OF MARIN BANCORP/CACOM063425102187,0003,497SH SOLE13,49700
BANK OF NEW YORK MELLON CORPCOM06405810020,918,000507,482SH SOLE1507,48200
BANK OF THE OZARKSCOM0639041069,910,000200,362SH SOLE1200,36200
BANK OF THE OZARKS INCCOM0639041061,238,00025,035SH DFND30025,035
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BANNER CORPORATIONCOM06652V208689,00015,018SH SOLE115,01800
BANRO CORPCOM0668001032,00010,000SH DFND30010,000
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BARCLAYS BANK PLCCOM06739H21421,000615SH DFND200615
BARCLAYS BANK PLCCOM06739H29785,0004,306SH DFND2004,306
BARCLAYS BANK PLCCOM06739H3052,00053SH DFND20053
BARCLAYS BANK PLCCOM06739H74314,000600SH DFND300600
BARCLAYS BANK PLCCOM06739H30507SH DFND3007
BARCLAYS BANK PLCCOM06739H255012SH DFND30012
BARCLAYS BANK PLCCOM06739H51150,0001,879SH DFND3001,879
BARCLAYS BANK PLCCOM06739H36227,0001,000SH DFND3001,000
BARCLAYS BANK PLCCOM06739H36296,0003,621SH DFND4003,621
BARCLAYS BANK PLCCOM06739H77675,0002,900SH DFND4002,900
BARCLAYS BANK PLCCOM06739H51111,000400SH DFND400400
BARCLAYS BANK PLCCOM06739H3621,383,00052,135SH DFND50052,135
BARCLAYS BK PLCCOM06742E71126,0001,300SH DFND2001,300
BARCLAYS BK PLCCOM06738C78679,00012,639SH DFND20012,639
BARCLAYS BK PLCCOM06738C77820,000948SH DFND200948
BARCLAYS BK PLCCOM06742C72326,0001,410SH DFND2001,410
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BARCLAYS BK PLCCOM06740C337444,0003,222SH DFND2003,222
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BARCLAYS BK PLCCOM06742E71111,000556SH DFND300556
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BARCLAYS BK PLCCOM06738C786183,00029,371SH DFND30029,371
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BARCLAYS BK PLCCOM06739F135965,00014,849SH DFND30014,849
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BARCLAYS BK PLCCOM06739F39086,0003,330SH DFND4003,330
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BARCLAYS PLCCOM06738E20495,0007,324SH DFND3007,324
BARCLAYS PLCCOM06738E2042,000121SH DFND400121
BARCLAYS PLCCOM06738E2042,000116SH DFND500116
BARD C R INCCOM06738310957,000302SH DFND300302
BARD C R INCCOM067383109107,000567SH DFND400567
BARD C R INCCOM0673831091,416,0007,473SH DFND5007,473
BARNES & NOBLE ED INCCOM06777U1011,000137SH DFND200137
BARNES & NOBLE ED INCCOM06777U1011,00063SH DFND50063
BARNES & NOBLE INCCOM0677741092,000218SH DFND200218
BARNES & NOBLE INCCOM0677741091,000100SH DFND500100
BARNES + NOBLE EDUCATION INCCOM06777U101239,00024,027SH SOLE124,02700
BARNES + NOBLE INCCOM067774109331,00038,042SH SOLE138,04200
BARNES GROUP INCCOM0678061091,381,00039,021SH SOLE139,02100
BARRACUDA NETWORKS INCCOM06832310488,0004,735SH SOLE14,73500
BARRACUDA NETWORKS INCCOM068323104013SH DFND50013
BARRETT BILL CORPCOM06846N10412,0002,965SH DFND2002,965
BARRETT BILL CORPCOM06846N1040100SH DFND400100
BARRETT BUSINESS SVCS INCCOM068463108182,0004,182SH SOLE14,18200
BARRICK GOLD CORPCOM06790110835,0004,687SH DFND2004,687
BARRICK GOLD CORPCOM06790110860,0008,179SH DFND3008,179
BARRICK GOLD CORPCOM0679011085,000725SH DFND400725
BARRICK GOLD CORPCOM0679011083,000400SH DFND500400
BASIC ENERGY SERVICES INCCOM06985P10081,00030,237SH SOLE130,23700
BASIC ENERGY SVCS INC NEWCOM06985P10013,0005,000SH DFND2005,000
BASSETT FURNITURE INDSCOM070203104158,0006,299SH SOLE16,29900
BAXALTA INCCOM07177M1038,463,000216,844SH SOLE1216,84400
BAXALTA INCCOM07177M103260,0006,651SH DFND2006,651
BAXALTA INCCOM07177M103174,0004,465SH DFND3004,465
BAXALTA INCCOM07177M103598,00015,333SH DFND40015,333
BAXALTA INCCOM07177M1039,000233SH DFND500233
BAXTER INTERNATIONAL INCCOM0718131099,825,000257,543SH SOLE1257,54300
BAXTER INTL INCCOM071813109103,0002,703SH DFND2002,703
BAXTER INTL INCCOM071813109306,0008,022SH DFND3008,022
BAXTER INTL INCCOM071813109572,00014,985SH DFND40014,985
BAXTER INTL INCCOM07181310926,000692SH DFND500692
BAYLAKE CORPCOM072788102121,0008,316SH DFND3008,316
BAYTEX ENERGY CORPCOM07317Q105060SH DFND20060
BAYTEX ENERGY CORPCOM07317Q1059,0002,923SH DFND3002,923
BAYTEX ENERGY CORPCOM07317Q1050100SH DFND400100
BAZAARVOICE INCCOM073271108157,00035,734SH SOLE135,73400
BAZAARVOICE INCCOM0732711081,000225SH DFND500225
BB&T CORPCOM0549371071,201,00031,755SH DFND20031,755
BB&T CORPCOM05493710721,000552SH DFND300552
BB&T CORPCOM05493710735,000928SH DFND400928
BB&T CORPCOM05493710722,000580SH DFND500580
BB+T CORPCOM05493710712,805,000338,671SH SOLE1338,67100
BBCN BANCORP INCCOM073295107986,00057,281SH SOLE157,28100
BBCN BANCORP INCCOM07329510723,0001,329SH DFND3001,329
BBX CAPITAL CORP ACOM05540P10025,0001,590SH SOLE11,59000
BCE INCCOM05534B950356,0009,210SH SOLE19,21000
BCE INCCOM05534B76049,0001,269SH DFND2001,269
BCE INCCOM05534B76025,000653SH DFND300653
BCE INCCOM05534B76050,0001,294SH DFND4001,294
BCE INCCOM05534B7601,00035SH DFND50035
BEACON ROOFING SUPPLY INCCOM0736851091,197,00029,063SH SOLE129,06300
BEAR STATE FINANCIAL INCCOM07384410285,0007,805SH SOLE17,80500
BEAZER HOMES USA INCCOM07556Q881185,00016,077SH SOLE116,07700
BEAZER HOMES USA INCCOM07556Q8813,000285SH DFND200285
BEBE STORES INCCOM0755711099,00016,677SH SOLE116,67700
BECTON DICKINSON & COCOM075887109428,0002,775SH DFND2002,775
BECTON DICKINSON & COCOM075887109591,0003,833SH DFND3003,833
BECTON DICKINSON & COCOM0758871094,00023SH DFND40023
BECTON DICKINSON & COCOM07588710927,000176SH DFND500176
BECTON DICKINSON AND COCOM07588710911,513,00074,718SH SOLE174,71800
BED BATH & BEYOND INCCOM07589610022,000452SH DFND200452
BED BATH & BEYOND INCCOM075896100194,0004,022SH DFND3004,022
BED BATH & BEYOND INCCOM07589610068,0001,416SH DFND4001,416
BED BATH & BEYOND INCCOM0758961008,000168SH DFND500168
BED BATH + BEYOND INCCOM0758961003,597,00074,551SH SOLE174,55100
BEL FUSE INC CL BCOM077347300125,0007,254SH SOLE17,25400
BELDEN INCCOM0774541064,998,000104,814SH SOLE1104,81400
BELLATRIX EXPLORATION LTDCOM0783141011,000600SH DFND400600
BELLICUM PHARMACEUTICALS INCCOM07948110798,0004,843SH SOLE14,84300
BELLICUM PHARMACEUTICALS INCCOM07948110720,0001,000SH DFND3001,000
BELMOND LTD CLASS ACOMG1154H107539,00056,742SH SOLE156,74200
BEMIS COMPANYCOM0814371058,306,000185,865SH SOLE1185,86500
BEMIS INCCOM08143710516,000365SH DFND200365
BEMIS INCCOM081437105182,0004,081SH DFND3004,081
BENCHMARK ELECTRONICS INCCOM08160H101775,00037,479SH SOLE137,47900
BENCHMARK ELECTRS INCCOM08160H10141,0002,004SH DFND4002,004
BENEFICIAL BANCORP INCCOM08171T102645,00048,443SH SOLE148,44300
BENEFITFOCUS INCCOM08180D106168,0004,616SH SOLE14,61600
BERKLEY W R CORPCOM0844231025,000100SH DFND300100
BERKLEY W R CORPCOM08442310256,0001,017SH DFND4001,017
BERKSHIRE HATHAWAY INC CL BCOM08467070297,721,000740,085SH SOLE1740,08500
BERKSHIRE HATHAWAY INC DELCOM0846707023,903,00029,558SH DFND20029,558
BERKSHIRE HATHAWAY INC DELCOM0846701081,385,0007SH DFND2007
BERKSHIRE HATHAWAY INC DELCOM0846707025,977,00045,265SH DFND30045,265
BERKSHIRE HATHAWAY INC DELCOM084670108396,0002SH DFND3002
BERKSHIRE HATHAWAY INC DELCOM0846707023,670,00027,795SH DFND40027,795
BERKSHIRE HATHAWAY INC DELCOM084670108791,0004SH DFND4004
BERKSHIRE HATHAWAY INC DELCOM084670702494,0003,738SH DFND5003,738
BERKSHIRE HILLS BANCORP INCCOM084680107503,00017,288SH SOLE117,28800
BERKSHIRE HILLS BANCORP INCCOM08468010710,000334SH DFND400334
BERRY PLASTICS GROUP INCCOM08579W1032,530,00069,932SH SOLE169,93200
BERRY PLASTICS GROUP INCCOM08579W1033,00070SH DFND40070
BEST BUY CO INCCOM0865161013,759,000123,464SH SOLE1123,46400
BEST BUY INCCOM086516101462,00015,183SH DFND20015,183
BEST BUY INCCOM08651610113,000425SH DFND300425
BEST BUY INCCOM08651610132,0001,060SH DFND4001,060
BEST BUY INCCOM086516101517,00016,974SH DFND50016,974
BGC PARTNERS INCCOM05541T10131,0003,124SH DFND3003,124
BGC PARTNERS INC CL ACOM05541T1011,053,000107,319SH SOLE1107,31900
BHP BILLITON LTDCOM08860610847,0001,827SH DFND2001,827
BHP BILLITON LTDCOM088606108540,00020,950SH DFND30020,950
BHP BILLITON LTDCOM0886061081,00041SH DFND40041
BHP BILLITON LTDCOM0886061085,000200SH DFND500200
BHP BILLITON PLCCOM05545E20910,000430SH DFND200430
BHP BILLITON PLCCOM05545E20989,0003,950SH DFND3003,950
BHP BILLITON PLCCOM05545E2091,00042SH DFND40042
BHP BILLITON PLCCOM05545E20917,000760SH DFND500760
BIG 5 SPORTING GOODS CORPCOM08915P101132,00013,187SH SOLE113,18700
BIG LOTS INCCOM0893021034,850,000125,834SH SOLE1125,83400
BIG LOTS INCCOM08930210375,0001,937SH DFND2001,937
BIG LOTS INCCOM089302103123,0003,181SH DFND3003,181
BIG LOTS INCCOM0893021031,00025SH DFND50025
BIGLARI HOLDINGS INCCOM08986R101363,0001,113SH SOLE11,11300
BILL BARRETT CORPCOM06846N104142,00036,020SH SOLE136,02000
BIO RAD LABORATORIES ACOM0905722075,585,00040,275SH SOLE140,27500
BIO RAD LABS INCCOM0905722071,0006SH DFND2006
BIO RAD LABS INCCOM09057220776,000550SH DFND300550
BIO RAD LABS INCCOM0905722073,00020SH DFND50020
BIO TECHNE CORPCOM09073M1046,470,00071,887SH SOLE171,88700
BIO TECHNE CORPCOM09073M1041,00012SH DFND30012
BIOANALYTICAL SYS INCCOM09058M1030100SH DFND400100
BIOCRYST PHARMACEUTICALSCOM09058V1035,000500SH DFND200500
BIOCRYST PHARMACEUTICALSCOM09058V10315,0001,500SH DFND4001,500
BIOCRYST PHARMACEUTICALS INCCOM09058V103438,00042,474SH SOLE142,47400
BIODELIVERY SCIENCES INTLCOM09060J106130,00027,104SH SOLE127,10400
BIODELIVERY SCIENCES INTL INCOM09060J106438,00091,423SH DFND20091,423
BIOGEN INCCOM09062X10330,198,00098,574SH SOLE198,57400
BIOGEN INCCOM09062X103206,000674SH DFND200674
BIOGEN INCCOM09062X1031,353,0004,417SH DFND3004,417
BIOGEN INCCOM09062X103454,0001,483SH DFND4001,483
BIOGEN INCCOM09062X10329,00096SH DFND50096
BIOLASE INCCOM0909111081,0001,000SH DFND2001,000
BIOLIFE SOLUTIONS INCCOM09062W20405SH DFND4005
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,757,00016,772SH SOLE116,77200
BIOMARIN PHARMACEUTICAL INCCOM09061G10150,000477SH DFND200477
BIOMARIN PHARMACEUTICAL INCCOM09061G10118,000174SH DFND300174
BIOMARIN PHARMACEUTICAL INCCOM09061G1015,00049SH DFND40049
BIOMED REALTY TRUST INCCOM09063H1079,273,000391,417SH SOLE1391,41700
BIOMED REALTY TRUST INCCOM09063H10741,0001,736SH DFND2001,736
BIOMED REALTY TRUST INCCOM09063H10717,000700SH DFND400700
BIOSCRIP INCCOM09069N10870,00040,208SH SOLE140,20800
BIOSCRIP INCCOM09069N1081,000500SH DFND200500
BIOSCRIP INCCOM09069N1082,0001,126SH DFND3001,126
BIOSCRIP INCCOM09069N1081,000729SH DFND500729
BIOSPECIFICS TECHNOLOGIESCOM090931106124,0002,884SH SOLE12,88400
BIOSPECIFICS TECHNOLOGIES COCOM0909311064,000100SH DFND400100
BIOTA PHARMACEUTIALS INCCOM0906941000100SH DFND400100
BIOTELEMETRY INCCOM090672106185,00015,842SH SOLE115,84200
BIOTELEMETRY INCCOM09067210632,0002,741SH DFND2002,741
BIOTIME INCCOM09066L105125,00030,500SH SOLE130,50000
BIOTIME INCCOM09066L1621,0001,019SH DFND2001,019
BIOTIME INCCOM09066L1052,000400SH DFND300400
BIOTIME INCCOM09066L16209SH DFND3009
BIOTIME INCCOM09066L162050SH DFND40050
BIOTIME INCCOM09066L162074SH DFND50074
BIRKS GROUP INCCOM09088U1090400SH DFND500400
BJ S RESTAURANTS INCCOM09180C106668,00015,360SH SOLE115,36000
BJS RESTAURANTS INCCOM09180C10611,000245SH DFND300245
BJS RESTAURANTS INCCOM09180C10631,000715SH DFND400715
BLACK BOX CORPCOM091826107105,00011,065SH SOLE111,06500
BLACK DIAMOND INCCOM09202G10159,00013,328SH SOLE113,32800
BLACK HILLS CORPCOM0921131095,738,000123,584SH SOLE1123,58400
BLACK HILLS CORPCOM0921131092,00049SH DFND30049
BLACK HILLS CORPCOM09211310942,000900SH DFND500900
BLACK KNIGHT FINANCIAL CL ACOM09214X10018,000540SH SOLE154000
BLACKBAUD INCCOM09227Q1002,216,00033,645SH SOLE133,64500
BLACKBAUD INCCOM09227Q10001SH DFND3001
BLACKBAUD INCCOM09227Q1001,00014SH DFND40014
BLACKBERRY LTDCOM09228F95449,0005,296SH SOLE15,29600
BLACKBERRY LTDCOM09228F1039,0001,007SH DFND2001,007
BLACKBERRY LTDCOM09228F103108,00011,625SH DFND30011,625
BLACKBERRY LTDCOM09228F1037,000800SH DFND400800
BLACKHAWK NETWORK HLDGS INCCOM09238E10430,000689SH DFND200689
BLACKHAWK NETWORK HLDGS INCCOM09238E1041,00033SH DFND30033
BLACKHAWK NETWORK HLDGS INCCOM09238E104010SH DFND40010
BLACKHAWK NETWORK HOLDINGS ICOM09238E1041,406,00031,802SH SOLE131,80200
BLACKROCK CAPITAL INVESTMENTCOM0925331087,697,000818,840SH DFND200818,840
BLACKROCK CAPITAL INVESTMENTCOM092533108109,00011,605SH DFND30011,605
BLACKROCK CAPITAL INVESTMENTCOM0925331084,000400SH DFND400400
BLACKROCK CAPITAL INVESTMENTCOM09253310829,0003,084SH DFND5003,084
BLACKROCK CORE BD TRCOM09249E10137,0002,954SH DFND2002,954
BLACKROCK CORE BD TRCOM09249E101692,00054,728SH DFND30054,728
BLACKROCK CORPOR HI YLD FD ICOM09255P10725,0002,526SH DFND2002,526
BLACKROCK CORPOR HI YLD FD ICOM09255P10777,0007,828SH DFND3007,828
BLACKROCK CORPOR HI YLD FD ICOM09255P107290,00029,699SH DFND40029,699
BLACKROCK CORPOR HI YLD FD ICOM09255P1071,000123SH DFND500123
BLACKROCK CR ALLCTN INC TRCOM092508100777,00062,929SH DFND30062,929
BLACKROCK CR ALLCTN INC TRCOM092508100138,00011,193SH DFND40011,193
BLACKROCK DEBT STRAT FD INCCOM09255R10383,00024,518SH DFND20024,518
BLACKROCK DEBT STRAT FD INCCOM09255R10354,00015,892SH DFND40015,892
BLACKROCK DEFINED OPPRTY CRCOM09255Q10565,0005,000SH DFND4005,000
BLACKROCK ENERGY & RES TRCOM09250U10168,0005,442SH DFND3005,442
BLACKROCK ENERGY & RES TRCOM09250U10119,0001,500SH DFND4001,500
BLACKROCK ENH CAP & INC FD ICOM09256A10948,0003,379SH DFND2003,379
BLACKROCK ENH CAP & INC FD ICOM09256A10995,0006,731SH DFND3006,731
BLACKROCK ENH CAP & INC FD ICOM09256A109151,00010,700SH DFND40010,700
BLACKROCK ENHANCED EQT DIV TCOM09251A10498,00012,931SH DFND30012,931
BLACKROCK ENHANCED EQT DIV TCOM09251A104513,00067,461SH DFND40067,461
BLACKROCK ENHANCED EQT DIV TCOM09251A10441,0005,387SH DFND5005,387
BLACKROCK FLOAT RATE OME STRCOM09255X10093,0007,200SH DFND3007,200
BLACKROCK FLOAT RATE OME STRCOM09255X10032,0002,449SH DFND4002,449
BLACKROCK FLOATING RATE INCOCOM09194110457,0004,550SH DFND3004,550
BLACKROCK GLOBAL OPP EQTY TRCOM09250110520,0001,600SH DFND2001,600
BLACKROCK GLOBAL OPP EQTY TRCOM092501105134,00010,474SH DFND30010,474
BLACKROCK GLOBAL OPP EQTY TRCOM092501105263,00020,643SH DFND40020,643
BLACKROCK HEALTH SCIENCES TRCOM09250W107808,00020,543SH DFND20020,543
BLACKROCK HEALTH SCIENCES TRCOM09250W10734,000870SH DFND300870
BLACKROCK INCCOM09247X10118,152,00053,306SH SOLE153,30600
BLACKROCK INCCOM09247X101252,000740SH DFND200740
BLACKROCK INCCOM09247X101462,0001,357SH DFND3001,357
BLACKROCK INCCOM09247X101100,000293SH DFND400293
BLACKROCK INCCOM09247X10163,000184SH DFND500184
BLACKROCK INCOME TR INCCOM09247F1008,0001,200SH DFND3001,200
BLACKROCK INCOME TR INCCOM09247F1001,000202SH DFND400202
BLACKROCK INCOME TR INCCOM09247F1009,0001,398SH DFND5001,398
BLACKROCK INTL GRWTH & INC TCOM092524107145,00023,254SH DFND20023,254
BLACKROCK INTL GRWTH & INC TCOM09252410757,0009,072SH DFND3009,072
BLACKROCK INTL GRWTH & INC TCOM092524107168,00026,902SH DFND40026,902
BLACKROCK INVT QUALITY MUN TCOM09247D1059,000600SH DFND400600
BLACKROCK LONG-TERM MUNI ADVCOM09250B1039,000750SH DFND200750
BLACKROCK LONG-TERM MUNI ADVCOM09250B1036,000500SH DFND300500
BLACKROCK LONG-TERM MUNI ADVCOM09250B103138,00012,000SH DFND40012,000
BLACKROCK LTD DURATION INC TCOM09249W101124,0008,501SH DFND2008,501
BLACKROCK LTD DURATION INC TCOM09249W101199,00013,625SH DFND30013,625
BLACKROCK LTD DURATION INC TCOM09249W10170,0004,800SH DFND4004,800
BLACKROCK MULTI-SECTOR INC TCOM09258A10722,0001,418SH DFND3001,418
BLACKROCK MUN INCOME TRCOM09248F10956,0003,800SH DFND5003,800
BLACKROCK MUN TARGET TERM TRCOM09257P10532,0001,500SH DFND4001,500
BLACKROCK MUNI INTER DR FD ICOM09253X102221,00015,600SH DFND30015,600
BLACKROCK MUNI INTER DR FD ICOM09253X1028,000582SH DFND500582
BLACKROCK MUNIASSETS FD INCCOM09254J102193,00013,532SH DFND40013,532
BLACKROCK MUNIASSETS FD INCCOM09254J10221,0001,500SH DFND5001,500
BLACKROCK MUNIC INCM INVST TCOM09248H1059,000599SH DFND300599
BLACKROCK MUNICIPL INC QLTYCOM0924791041,00075SH DFND20075
BLACKROCK MUNICIPL INC QLTYCOM09247910414,000917SH DFND500917
BLACKROCK MUNIENHANCED FD INCOM09253Y10015,0001,300SH DFND4001,300
BLACKROCK MUNIENHANCED FD INCOM09253Y1001,000122SH DFND500122
BLACKROCK MUNIHLDGS FD II INCOM09253P10910,000670SH DFND300670
BLACKROCK MUNIHLDGS FD II INCOM09253P10946,0003,000SH DFND4003,000
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X101194,00013,473SH DFND40013,473
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10673,0005,000SH DFND3005,000
BLACKROCK MUNIHLDNGS CALI QLCOM09254L107618,00041,598SH DFND30041,598
BLACKROCK MUNIHLDNGS QLTY IICOM09254C10715,0001,114SH DFND5001,114
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10853,0003,657SH DFND2003,657
BLACKROCK MUNIVEST FD II INCCOM09253T101148,0009,015SH DFND2009,015
BLACKROCK MUNIVEST FD II INCCOM09253T10163,0003,825SH DFND5003,825
BLACKROCK MUNIYIELD ARIZ FDCOM09254K10964,0003,775SH DFND4003,775
BLACKROCK MUNIYIELD CALI QLTCOM09254N103106,0006,800SH DFND3006,800
BLACKROCK MUNIYIELD CALI QLTCOM09254N103109,0007,000SH DFND4007,000
BLACKROCK MUNIYIELD FD INCCOM09253W104122,0008,215SH DFND2008,215
BLACKROCK MUNIYIELD FD INCCOM09253W10415,0001,000SH DFND3001,000
BLACKROCK MUNIYIELD INVST FDCOM09254R10447,0003,000SH DFND4003,000
BLACKROCK MUNIYIELD NY QLTYCOM09255E10214,0001,000SH DFND3001,000
BLACKROCK MUNIYIELD PA QLTYCOM09255G10718,0001,272SH DFND2001,272
BLACKROCK MUNIYIELD QLTY FDCOM09254E10313,000850SH DFND200850
BLACKROCK MUNIYIELD QLTY FDCOM09254E10340,0002,700SH DFND3002,700
BLACKROCK MUNIYIELD QLTY FDCOM09254E10322,0001,500SH DFND5001,500
BLACKROCK MUNIYLD INVST QLTYCOM09254T10047,0003,300SH DFND3003,300
BLACKROCK MUNIYLD MICH QLTYCOM09254V10566,0004,692SH DFND2004,692
BLACKROCK N J MUN INCOME TRCOM09248J10180,0005,278SH DFND3005,278
BLACKROCK N J MUN INCOME TRCOM09248J10130,0002,000SH DFND4002,000
BLACKROCK N Y MUN INCOME TRCOM09248L10630,0001,920SH DFND4001,920
BLACKROCK NY MUNI INC QLTY TCOM09249U10528,0002,011SH DFND3002,011
BLACKROCK NY MUNICIPAL BONDCOM09249P10637,0002,500SH DFND3002,500
BLACKROCK RES & COMM STRAT TCOM09257A10852,0007,296SH DFND2007,296
BLACKROCK RES & COMM STRAT TCOM09257A10895,00013,395SH DFND30013,395
BLACKROCK RES & COMM STRAT TCOM09257A10880,00011,251SH DFND40011,251
BLACKROCK SCIENCE & TECH TRCOM09258G1046,000321SH DFND300321
BLACKROCK SCIENCE & TECH TRCOM09258G10443,0002,500SH DFND4002,500
BLACKROCK TAX MUNICPAL BD TRCOM09248X100155,0007,401SH DFND3007,401
BLACKROCK TAX MUNICPAL BD TRCOM09248X100461,00021,963SH DFND40021,963
BLACKROCK UTIL & INFRASTRCTUCOM09248D10486,0005,107SH DFND3005,107
BLACKROCK UTIL & INFRASTRCTUCOM09248D1047,000390SH DFND500390
BLACKROCK VA MUNICIPAL BONDCOM09248110010,000530SH DFND300530
BLACKSTONE GROUP L PCOM09253U108762,00026,056SH DFND20026,056
BLACKSTONE GROUP L PCOM09253U1082,327,00079,575SH DFND30079,575
BLACKSTONE GROUP L PCOM09253U108448,00015,317SH DFND40015,317
BLACKSTONE GROUP L PCOM09253U108111,0003,787SH DFND5003,787
BLACKSTONE GSO FLTING RTE FUCOM09256U10566,0004,452SH DFND3004,452
BLACKSTONE GSO FLTING RTE FUCOM09256U10515,0001,000SH DFND4001,000
BLACKSTONE GSO STRATEGIC CRCOM09257R10133,0002,490SH DFND3002,490
BLACKSTONE GSO STRATEGIC CRCOM09257R10159,0004,400SH DFND4004,400
BLACKSTONE GSO STRATEGIC CRCOM09257R10132,0002,380SH DFND5002,380
BLACKSTONE MTG TR INCCOM09257W100276,00010,308SH DFND20010,308
BLACKSTONE MTG TR INCCOM09257W10019,000700SH DFND300700
BLDRS INDEX FDS TRCOM09348R2011,00040SH DFND20040
BLDRS INDEX FDS TRCOM09348R30048,0001,646SH DFND3001,646
BLDRS INDEX FDS TRCOM09348R40931,0001,515SH DFND3001,515
BLDRS INDEX FDS TRCOM09348R2018,000373SH DFND400373
BLDRS INDEX FDS TRCOM09348R2013,000125SH DFND500125
BLOCK H & R INCCOM093671105180,0005,409SH DFND3005,409
BLOCK H & R INCCOM0936711052,00072SH DFND40072
BLONDER TONGUE LABS INCCOM09369810801,000SH DFND5001,000
BLOOMIN BRANDS INCCOM0942351081,226,00072,609SH SOLE172,60900
BLOUNT INTERNATIONAL INCCOM095180105279,00028,481SH SOLE128,48100
BLOUNT INTL INC NEWCOM095180105035SH DFND50035
BLUCORA INCCOM095229100289,00029,469SH SOLE129,46900
BLUCORA INCCOM0952291004,000383SH DFND200383
BLUCORA INCCOM0952291001,000100SH DFND500100
BLUE BIRD CORPCOM09530610630,0002,978SH SOLE12,97800
BLUE BUFFALO PET PRODS INCCOM09531U1024,000200SH DFND300200
BLUE BUFFALO PET PRODUCTS INCOM09531U10221,0001,113SH SOLE11,11300
BLUE EARTH INCCOM0954281080500SH DFND500500
BLUE HILLS BANCORP INCCOM095573101251,00016,425SH SOLE116,42500
BLUE NILE INCCOM09578R103316,0008,501SH SOLE18,50100
BLUE NILE INCCOM09578R1031,00025SH DFND40025
BLUEBIRD BIO INCCOM09609G10057,000889SH SOLE188900
BLUEBIRD BIO INCCOM09609G10023,000365SH DFND300365
BLUEBIRD BIO INCCOM09609G100418,0006,504SH DFND5006,504
BLUEPRINT MEDICINES CORPCOM09627Y109145,0005,486SH SOLE15,48600
BLUEROCK RESIDENTIAL GROWTHCOM09627J102131,00011,038SH SOLE111,03800
BMC STOCK HOLDINGS INCCOM05591B109145,0008,647SH SOLE18,64700
BNC BANCORPCOM05566T101362,00014,257SH SOLE114,25700
BNC BANCORPCOM05566T10112,000489SH DFND300489
BOARDWALK PIPELINE PARTNERSCOM0966271044,000300SH DFND200300
BOARDWALK PIPELINE PARTNERSCOM09662710415,0001,158SH DFND3001,158
BOB EVANS FARMSCOM096761101647,00016,652SH SOLE116,65200
BOB EVANS FARMS INCCOM0967611011,00036SH DFND40036
BOB EVANS FARMS INCCOM09676110116,000400SH DFND500400
BOEING COCOM0970231052,847,00019,689SH DFND20019,689
BOEING COCOM0970231054,147,00028,684SH DFND30028,684
BOEING COCOM0970231053,550,00024,553SH DFND40024,553
BOEING COCOM097023105264,0001,825SH DFND5001,825
BOEING CO/THECOM09702310529,136,000201,511SH SOLE1201,51100
BOFI HLDG INCCOM05566U10858,0002,750SH DFND2002,750
BOFI HLDG INCCOM05566U1084,000172SH DFND300172
BOFI HLDG INCCOM05566U108114,0005,400SH DFND4005,400
BOFI HOLDING INCCOM05566U108919,00043,662SH SOLE143,66200
BOINGO WIRELESS INCCOM09739C102142,00021,451SH SOLE121,45100
BOISE CASCADE COCOM09739D100724,00028,369SH SOLE128,36900
BOISE CASCADE CO DELCOM09739D10049,0001,920SH DFND2001,920
BOISE CASCADE CO DELCOM09739D1001,00033SH DFND50033
BOJANGLES INCCOM09748810077,0004,854SH SOLE14,85400
BOJANGLES INCCOM0974881003,000200SH DFND300200
BOK FINANCIAL CORPORATIONCOM05561Q20160,000997SH SOLE199700
BOK FINL CORPCOM05561Q2016,000107SH DFND300107
BONANZA CREEK ENERGY INCCOM097793103182,00034,592SH SOLE134,59200
BONANZA CREEK ENERGY INCCOM0977931035,000900SH DFND300900
BONANZA CREEK ENERGY INCCOM0977931032,000409SH DFND400409
BOOT BARN HOLDINGS INCCOM09940610086,0006,999SH SOLE16,99900
BOOZ ALLEN HAMILTON HLDG CORCOM0995021063,00092SH DFND20092
BOOZ ALLEN HAMILTON HOLDINGSCOM09950210680,0002,607SH SOLE12,60700
BORGWARNER INCCOM0997241064,504,000104,185SH SOLE1104,18500
BORGWARNER INCCOM099724106138,0003,195SH DFND3003,195
BOSTON BEER COMPANY INC ACOM1005571074,742,00023,484SH SOLE123,48400
BOSTON BEER INCCOM10055710731,000156SH DFND200156
BOSTON BEER INCCOM10055710710,00050SH DFND30050
BOSTON BEER INCCOM1005571074,00019SH DFND40019
BOSTON BEER INCCOM1005571071,0004SH DFND5004
BOSTON PRIVATE FINL HOLDINGCOM101119105679,00059,883SH SOLE159,88300
BOSTON PROPERTIES INCCOM1011211017,429,00058,247SH SOLE158,24700
BOSTON PROPERTIES INCCOM101121101103,000807SH DFND300807
BOSTON SCIENTIFIC CORPCOM1011371079,134,000495,345SH SOLE1495,34500
BOSTON SCIENTIFIC CORPCOM10113710728,0001,535SH DFND2001,535
BOSTON SCIENTIFIC CORPCOM10113710716,000884SH DFND300884
BOSTON SCIENTIFIC CORPCOM10113710755,0003,000SH DFND4003,000
BOSTON SCIENTIFIC CORPCOM1011371075,000258SH DFND500258
BOTTOMLINE TECHNOLOGIES (DE)COM101388106865,00029,089SH SOLE129,08900
BOULDER BRANDS INCCOM101405108352,00032,023SH SOLE132,02300
BOULDER BRANDS INCCOM10140510848,0004,400SH DFND2004,400
BOULDER GROWTH & INCOME FD ICOM101507101295,00038,059SH DFND40038,059
BOWL AMER INCCOM1025651081,00070SH DFND30070
BOX INCCOM10316T10443,0003,075SH DFND3003,075
BOX INCCOM10316T10417,0001,250SH DFND4001,250
BOX INCCOM10316T1045,000340SH DFND500340
BOX INC CLASS ACOM10316T104106,0007,567SH SOLE17,56700
BOYD GAMING CORPCOM1033041011,142,00057,476SH SOLE157,47600
BOYD GAMING CORPCOM1033041011,221,00061,427SH DFND30061,427
BP PLCCOM055622104974,00031,144SH DFND20031,144
BP PLCCOM055622104979,00031,328SH DFND30031,328
BP PLCCOM055622104607,00019,410SH DFND40019,410
BP PLCCOM055622104185,0005,907SH DFND5005,907
BP PRUDHOE BAY RTY TRCOM05563010743,0001,739SH DFND2001,739
BP PRUDHOE BAY RTY TRCOM05563010730,0001,194SH DFND3001,194
BP PRUDHOE BAY RTY TRCOM055630107196,0007,875SH DFND4007,875
BP PRUDHOE BAY RTY TRCOM05563010729,0001,170SH DFND5001,170
BRADY CORPCOM1046741061,00034SH DFND30034
BRADY CORPORATION CL ACOM104674106788,00034,300SH SOLE134,30000
BRANDYWINE REALTY TRUSTCOM10536820387,0006,358SH SOLE16,35800
BRANDYWINE RLTY TRCOM105368203019SH DFND30019
BRANDYWINE RLTY TRCOM10536820356,0004,078SH DFND5004,078
BRASKEM S ACOM10553210522,0001,600SH DFND4001,600
BRAVO BRIO RESTAURANT GROUPCOM10567B10980,0008,900SH SOLE18,90000
BREITBURN ENERGY PARTNERS LPCOM1067761075,0006,775SH DFND2006,775
BREITBURN ENERGY PARTNERS LPCOM1067761076,0008,810SH DFND3008,810
BRIDGE BANCORP INCCOM108035106209,0006,858SH SOLE16,85800
BRIDGEPOINT EDUCATION IN W/DCOM10807M10575,0009,885SH SOLE19,88500
BRIGGS & STRATTON CORPCOM1090431091,00086SH DFND20086
BRIGGS + STRATTONCOM109043109555,00032,063SH SOLE132,06300
BRIGHT HORIZONS FAM SOL IN DCOM1091941007,000103SH DFND200103
BRIGHT HORIZONS FAMILY SOLUTCOM1091941001,463,00021,894SH SOLE121,89400
BRIGHTCOVECOM10921T101118,00019,050SH SOLE119,05000
BRIGHTCOVE INCCOM10921T1013,000450SH DFND300450
BRIGHTCOVE INCCOM10921T1012,000300SH DFND400300
BRINK S CO/THECOM1096961041,012,00035,051SH SOLE135,05100
BRINKER INTERNATIONAL INCCOM1096411005,504,000114,789SH SOLE1114,78900
BRINKER INTL INCCOM1096411007,000152SH DFND200152
BRINKER INTL INCCOM10964110003SH DFND3003
BRINKER INTL INCCOM10964110021,000429SH DFND400429
BRINKER INTL INCCOM1096411002,00050SH DFND50050
BRISTOL MYERS SQUIBB COCOM11012210845,322,000658,847SH SOLE1658,84700
BRISTOL MYERS SQUIBB COCOM1101221081,304,00018,956SH DFND20018,956
BRISTOL MYERS SQUIBB COCOM1101221082,919,00042,427SH DFND30042,427
BRISTOL MYERS SQUIBB COCOM1101221081,774,00025,792SH DFND40025,792
BRISTOL MYERS SQUIBB COCOM110122108109,0001,587SH DFND5001,587
BRISTOW GROUP INCCOM110394103650,00025,099SH SOLE125,09900
BRISTOW GROUP INCCOM1103941032,00074SH DFND20074
BRISTOW GROUP INCCOM1103941039,000332SH DFND400332
BRITISH AMERN TOB PLCCOM110448107103,000936SH DFND200936
BRITISH AMERN TOB PLCCOM110448107102,000923SH DFND300923
BRITISH AMERN TOB PLCCOM11044810714,000130SH DFND400130
BRITISH AMERN TOB PLCCOM11044810729,000264SH DFND500264
BRIXMOR PROPERTY GROUP INCCOM11120U105158,0006,116SH SOLE16,11600
BROADCOM CORPCOM111320107219,0003,786SH DFND2003,786
BROADCOM CORPCOM111320107132,0002,284SH DFND3002,284
BROADCOM CORPCOM11132010734,000580SH DFND400580
BROADCOM CORPCOM11132010714,000236SH DFND500236
BROADCOM CORP CL ACOM11132010712,786,000221,141SH SOLE1221,14100
BROADRIDGE FINANCIAL SOLUTIOCOM11133T10312,279,000228,524SH SOLE1228,52400
BROADRIDGE FINL SOLUTIONS INCOM11133T103124,0002,306SH DFND3002,306
BROADRIDGE FINL SOLUTIONS INCOM11133T10327,000502SH DFND400502
BROADSOFT INCCOM11133B409603,00017,067SH SOLE117,06700
BROCADE COMMUNICATIONS SYSCOM1116213061,113,000121,254SH SOLE1121,25400
BROCADE COMMUNICATIONS SYS ICOM1116213062,000175SH DFND300175
BROCADE COMMUNICATIONS SYS ICOM11162130622,0002,366SH DFND5002,366
BROOKDALE SENIOR LIVING INCCOM112463104112,0006,091SH SOLE16,09100
BROOKDALE SR LIVING INCCOM11246310418,0001,000SH DFND2001,000
BROOKFIELD ASSET MGMT INCCOM11258510457,0001,802SH DFND2001,802
BROOKFIELD ASSET MGMT INCCOM112585104213,0006,766SH DFND3006,766
BROOKFIELD ASSET MGMT INCCOM112585104011SH DFND50011
BROOKFIELD GLOBL LISTED INFRCOM11273Q10985,0007,200SH DFND2007,200
BROOKFIELD HIGH INCOME FD INCOM11272P10219,0002,791SH DFND3002,791
BROOKFIELD HIGH INCOME FD INCOM11272P10212,0001,790SH DFND4001,790
BROOKFIELD INFRAST PARTNERSCOMG1625210130,000800SH DFND200800
BROOKFIELD INFRAST PARTNERSCOMG16252101167,0004,403SH DFND3004,403
BROOKFIELD INFRAST PARTNERSCOMG16252101100,0002,650SH DFND4002,650
BROOKFIELD PPTY PARTNERS L PCOMG162491071,00047SH DFND20047
BROOKFIELD PPTY PARTNERS L PCOMG1624910721,000900SH DFND400900
BROOKFIELD RENEWABLE ENRGY PCOMG1625810813,000500SH DFND300500
BROOKLINE BANCORP INCCOM11373M107580,00050,458SH SOLE150,45800
BROOKLINE BANCORP INC DELCOM11373M10710,000842SH DFND300842
BROOKS AUTOMATION INCCOM114340102519,00048,612SH SOLE148,61200
BROWN & BROWN INCCOM1152361013,00098SH DFND30098
BROWN & BROWN INCCOM1152361011,00039SH DFND40039
BROWN + BROWN INCCOM1152361017,275,000226,623SH SOLE1226,62300
BROWN FORMAN CORPCOM115637209221,0002,227SH DFND2002,227
BROWN FORMAN CORPCOM11563720937,000374SH DFND300374
BROWN FORMAN CORP CLASS ACOM11563710077,000698SH SOLE169800
BROWN FORMAN CORP CLASS BCOM1156372093,531,00035,564SH SOLE135,56400
BRUKER CORPCOM11679410867,0002,760SH SOLE12,76000
BRUNSWICK CORPCOM1170431098,876,000175,721SH SOLE1175,72100
BRUNSWICK CORPCOM11704310910,000201SH DFND200201
BRUNSWICK CORPCOM117043109307,0006,079SH DFND3006,079
BRUNSWICK CORPCOM117043109143,0002,827SH DFND4002,827
BRYN MAWR BANK CORPCOM117665109299,00010,425SH SOLE110,42500
BSB BANCORP INC/MACOM05573H108111,0004,740SH SOLE14,74000
BT GROUP PLCCOM05577E10180,0002,302SH DFND2002,302
BT GROUP PLCCOM05577E10142,0001,220SH DFND4001,220
BUCKEYE PARTNERS L PCOM118230101222,0003,362SH DFND2003,362
BUCKEYE PARTNERS L PCOM118230101173,0002,616SH DFND3002,616
BUCKEYE PARTNERS L PCOM11823010191,0001,380SH DFND4001,380
BUCKEYE PARTNERS L PCOM11823010126,000387SH DFND500387
BUCKLE INCCOM1184401065,000171SH DFND200171
BUCKLE INCCOM1184401069,000300SH DFND400300
BUCKLE INCCOM1184401062,00059SH DFND50059
BUCKLE INC/THECOM118440106627,00020,365SH SOLE120,36500
BUFFALO WILD WINGS INCCOM1198481097,559,00047,346SH SOLE147,34600
BUFFALO WILD WINGS INCCOM1198481098,00051SH DFND20051
BUFFALO WILD WINGS INCCOM119848109235,0001,470SH DFND3001,470
BUFFALO WILD WINGS INCCOM11984810972,000453SH DFND500453
BUILD A BEAR WORKSHOPCOM12007610410,000813SH DFND300813
BUILD A BEAR WORKSHOP INCCOM120076104102,0008,321SH SOLE18,32100
BUILDERS FIRSTSOURCE INCCOM12008R107301,00027,147SH SOLE127,14700
BUNGE LIMITEDCOMG1696210599,0001,450SH DFND2001,450
BUNGE LIMITEDCOMG1696210517,000256SH DFND300256
BUNGE LIMITEDCOMG169621057,000100SH DFND400100
BUNGE LIMITEDCOMG169621051,00019SH DFND50019
BUNGE LTDCOMG16962105574,0008,407SH SOLE18,40700
BURLINGTON STORES INCCOM1220171061,895,00044,164SH SOLE144,16400
BURLINGTON STORES INCCOM1220171064,000100SH DFND300100
BWX TECHNOLOGIES INCCOM05605H100113,0003,558SH SOLE13,55800
BWX TECHNOLOGIES INCCOM05605H1003,00082SH DFND30082
BWX TECHNOLOGIES INCCOM05605H1001,00045SH DFND40045
C H ROBINSON WORLDWIDE INCCOM12541W20905SH DFND2005
C H ROBINSON WORLDWIDE INCCOM12541W20915,000245SH DFND300245
C H ROBINSON WORLDWIDE INCCOM12541W20949,000797SH DFND400797
C H ROBINSON WORLDWIDE INCCOM12541W20935,000565SH DFND500565
C&J ENERGY SVCS LTDCOMG3164Q10114,0002,900SH DFND3002,900
C.H. ROBINSON WORLDWIDE INCCOM12541W2093,415,00055,065SH SOLE155,06500
C+J ENERGY SERVICES LTDCOMG3164Q101157,00033,030SH SOLE133,03000
C1 FINANCIAL INCCOM12591N10984,0003,483SH SOLE13,48300
CA INCCOM12673P1058,202,000287,168SH SOLE1287,16800
CA INCCOM12673P105118,0004,115SH DFND2004,115
CA INCCOM12673P10565,0002,291SH DFND3002,291
CA INCCOM12673P1058,000294SH DFND400294
CA INCCOM12673P1058,000270SH DFND500270
CABELA S INCCOM1268043014,455,00095,340SH SOLE195,34000
CABELAS INCCOM12680430141,000867SH DFND200867
CABELAS INCCOM12680430112,000255SH DFND300255
CABLE ONE INCCOM12685J1053,723,0008,586SH SOLE18,58600
CABLE ONE INCCOM12685J10501SH DFND4001
CABLEVISION SYS CORPCOM12686C109520,00016,312SH DFND20016,312
CABLEVISION SYS CORPCOM12686C10919,000595SH DFND300595
CABLEVISION SYS CORPCOM12686C109110,0003,454SH DFND4003,454
CABLEVISION SYS CORPCOM12686C10917,000539SH DFND500539
CABLEVISION SYSTEMS NY GRP ACOM12686C1092,762,00086,569SH SOLE186,56900
CABOT CORPCOM1270551014,956,000121,241SH SOLE1121,24100
CABOT CORPCOM1270551015,000120SH DFND500120
CABOT MICROELECTRONICS CORPCOM12709P103775,00017,711SH SOLE117,71100
CABOT MICROELECTRONICS CORPCOM12709P1033,00073SH DFND20073
CABOT OIL & GAS CORPCOM1270971038,000458SH DFND300458
CABOT OIL & GAS CORPCOM12709710321,0001,166SH DFND4001,166
CABOT OIL + GAS CORPCOM1270971032,916,000164,866SH SOLE1164,86600
CACI INTERNATIONAL INC CL ACOM1271903041,616,00017,416SH SOLE117,41600
CACI INTL INCCOM12719030446,000500SH DFND300500
CADENCE DESIGN SYS INCCOM12738710811,926,000573,096SH SOLE1573,09600
CADENCE DESIGN SYSTEM INCCOM12738710812,000600SH DFND200600
CADENCE DESIGN SYSTEM INCCOM1273871081,039,00049,943SH DFND30049,943
CADENCE DESIGN SYSTEM INCCOM1273871086,000267SH DFND400267
CAESARS ACQUISITION CO CL ACOM12768T103184,00027,077SH SOLE127,07700
CAESARS ENTERTAINMENT CORPCOM127686103256,00032,457SH SOLE132,45700
CAI INTERNATIONAL INCCOM12477X106102,00010,099SH SOLE110,09900
CAI INTERNATIONAL INCCOM12477X1061,00077SH DFND20077
CAL MAINE FOODS INCCOM1280302021,043,00022,510SH SOLE122,51000
CAL MAINE FOODS INCCOM128030202107,0002,319SH DFND2002,319
CAL MAINE FOODS INCCOM12803020232,000701SH DFND300701
CAL MAINE FOODS INCCOM12803020271,0001,535SH DFND4001,535
CALADRIUS BIOSCIENCES INCCOM1280581040100SH DFND300100
CALAMOS ASSET MANAGEMENT ACOM12811R104123,00012,752SH SOLE112,75200
CALAMOS ASSET MGMT INCCOM12811R10431,0003,193SH DFND4003,193
CALAMOS CONV & HIGH INCOME FCOM12811P10840,0003,780SH DFND2003,780
CALAMOS CONV & HIGH INCOME FCOM12811P108417,00039,721SH DFND30039,721
CALAMOS CONV & HIGH INCOME FCOM12811P10853,0005,000SH DFND4005,000
CALAMOS CONV OPP AND INC FDCOM12811710856,0005,655SH DFND2005,655
CALAMOS CONV OPP AND INC FDCOM128117108283,00028,573SH DFND30028,573
CALAMOS CONV OPP AND INC FDCOM12811710878,0007,850SH DFND4007,850
CALAMOS CONV OPP AND INC FDCOM12811710893,0009,400SH DFND5009,400
CALAMOS DYNAMIC CONV & INCOMCOM12811V10521,0001,150SH DFND3001,150
CALAMOS GBL DYN INCOME FUNDCOM12811L10720,0002,775SH DFND3002,775
CALAMOS GBL DYN INCOME FUNDCOM12811L107218,00030,469SH DFND40030,469
CALAMOS GBL DYN INCOME FUNDCOM12811L10721,0002,950SH DFND5002,950
CALAMOS GLOBAL TOTAL RETURNCOM12811810668,0005,987SH DFND3005,987
CALAMOS GLOBAL TOTAL RETURNCOM12811810611,0001,000SH DFND4001,000
CALAMOS GLOBAL TOTAL RETURNCOM1281181064,000385SH DFND500385
CALAMOS STRATEGIC TOTL RETNCOM12812510132,0003,260SH DFND2003,260
CALAMOS STRATEGIC TOTL RETNCOM1281251018,000800SH DFND300800
CALAMOS STRATEGIC TOTL RETNCOM128125101474,00047,900SH DFND40047,900
CALAMOS STRATEGIC TOTL RETNCOM128125101167,00016,825SH DFND50016,825
CALAMP CORPCOM128126109521,00026,127SH SOLE126,12700
CALAMP CORPCOM1281261094,000200SH DFND200200
CALAMP CORPCOM128126109101,0005,072SH DFND3005,072
CALAMP CORPCOM1281261091,00032SH DFND40032
CALAMP CORPCOM128126109402,00020,160SH DFND50020,160
CALATLANTIC GROUP INCCOM1281951047,207,000190,068SH SOLE1190,06800
CALAVO GROWERS INCCOM128246105520,00010,612SH SOLE110,61200
CALAVO GROWERS INCCOM128246105382,0007,800SH DFND3007,800
CALERES INCCOM129500104846,00031,525SH SOLE131,52500
CALERES INCCOM1295001041,00044SH DFND30044
CALERES INCCOM12950010459,0002,186SH DFND4002,186
CALGON CARBON CORPCOM129603106652,00037,784SH SOLE137,78400
CALIFORNIA RES CORPCOM13057Q1073,0001,109SH DFND2001,109
CALIFORNIA RES CORPCOM13057Q10712,0004,985SH DFND3004,985
CALIFORNIA RES CORPCOM13057Q1072,0001,062SH DFND4001,062
CALIFORNIA RES CORPCOM13057Q1078,0003,586SH DFND5003,586
CALIFORNIA RESOURCES CORPCOM13057Q1071,418,000608,606SH SOLE1608,60600
CALIFORNIA WATER SERVICE GRPCOM130788102653,00028,042SH SOLE128,04200
CALIFORNIA WTR SVC GROUPCOM1307881024,000171SH DFND200171
CALIFORNIA WTR SVC GROUPCOM13078810218,000753SH DFND300753
CALIFORNIA WTR SVC GROUPCOM13078810212,000500SH DFND400500
CALITHERA BIOSCIENCES INCCOM13089P10150,0006,485SH SOLE16,48500
CALIX INCCOM13100M509205,00026,018SH SOLE126,01800
CALLAWAY GOLF COOPTION131193904122,000130SHCallDFND300130
CALLAWAY GOLF COCOM1311931041,000130SH DFND300130
CALLAWAY GOLF COMPANYCOM131193104544,00057,801SH SOLE157,80100
CALLIDUS SOFTWARE INCCOM13123E500601,00032,374SH SOLE132,37400
CALLON PETE CO DELOPTION13123X902500,000600SHCallDFND300600
CALLON PETE CO DELCOM13123X1025,000600SH DFND300600
CALLON PETROLEUM COCOM13123X102322,00038,581SH SOLE138,58100
CALPINE CORPCOM131347304261,00018,004SH SOLE118,00400
CALPINE CORPCOM13134730413,000896SH DFND200896
CALPINE CORPCOM13134730413,000896SH DFND300896
CALPINE CORPCOM1313473045,000321SH DFND400321
CALUMET SPECIALTY PRODS PTNRCOM131476103256,00012,870SH DFND20012,870
CALUMET SPECIALTY PRODS PTNRCOM13147610374,0003,695SH DFND3003,695
CALUMET SPECIALTY PRODS PTNRCOM13147610381,0004,080SH DFND4004,080
CALUMET SPECIALTY PRODS PTNRCOM1314761033,000158SH DFND500158
CAMBIUM LEARNING GROUP INCCOM13201A10737,0007,610SH SOLE17,61000
CAMBREX CORPCOM1320111071,063,00022,574SH SOLE122,57400
CAMBREX CORPCOM132011107290,0006,158SH DFND2006,158
CAMBREX CORPCOM13201110719,000400SH DFND300400
CAMBRIA ETF TRCOM132061201179,0006,200SH DFND3006,200
CAMBRIA ETF TRCOM13206120127,000950SH DFND400950
CAMBRIA ETF TRCOM1320613002,000100SH DFND400100
CAMBRIA ETF TRCOM1320616073,000150SH DFND400150
CAMDEN NATIONAL CORPCOM133034108192,0004,359SH SOLE14,35900
CAMDEN PROPERTY TRUSTCOM13313110212,917,000168,274SH SOLE1168,27400
CAMECO CORPCOM13321L10822,0001,800SH DFND2001,800
CAMECO CORPCOM13321L1089,000695SH DFND300695
CAMECO CORPCOM13321L108025SH DFND40025
CAMERON INTERNATIONAL CORPCOM13342B1054,656,00073,663SH SOLE173,66300
CAMERON INTERNATIONAL CORPCOM13342B10523,000365SH DFND200365
CAMERON INTERNATIONAL CORPCOM13342B10510,000160SH DFND300160
CAMERON INTERNATIONAL CORPCOM13342B1057,000109SH DFND400109
CAMERON INTERNATIONAL CORPCOM13342B1052,00028SH DFND50028
CAMPBELL SOUP COCOM1344291096,681,000127,145SH SOLE1127,14500
CAMPBELL SOUP COCOM134429109572,00010,892SH DFND20010,892
CAMPBELL SOUP COCOM134429109110,0002,095SH DFND3002,095
CAMPBELL SOUP COCOM134429109157,0002,997SH DFND4002,997
CAMPBELL SOUP COCOM1344291098,000158SH DFND500158
CAMPUS CREST CMNTYS INCCOM13466Y1054,000600SH DFND300600
CAMPUS CREST CMNTYS INCCOM13466Y10539,0005,670SH DFND4005,670
CAMPUS CREST COMMUNITIES INCCOM13466Y105258,00037,870SH SOLE137,87000
CANADIAN NAT RES LTDCOM13638510110,000436SH DFND200436
CANADIAN NAT RES LTDCOM13638510133,0001,492SH DFND3001,492
CANADIAN NAT RES LTDCOM1363851013,000143SH DFND400143
CANADIAN NATL RY COCOM1363751028,000149SH DFND200149
CANADIAN NATL RY COCOM136375102181,0003,242SH DFND3003,242
CANADIAN NATL RY COCOM13637510250,000897SH DFND400897
CANADIAN NATL RY COCOM13637510211,000200SH DFND500200
CANADIAN NATURAL RESOURCESCOM136385952180,0008,221SH SOLE18,22100
CANADIAN PAC RY LTDCOM13645T1002,00013SH DFND20013
CANADIAN PAC RY LTDCOM13645T10058,000451SH DFND300451
CANADIAN PAC RY LTDCOM13645T1003,00020SH DFND40020
CANADIAN PAC RY LTDCOM13645T10079,000621SH DFND500621
CANADIAN SOLAR INCCOM1366351094,000150SH DFND200150
CANADIAN SOLAR INCCOM136635109190,0006,549SH DFND3006,549
CANCER GENETICS INCCOM13739U1041,000200SH DFND300200
CANCER GENETICS INCCOM13739U1047,0002,000SH DFND5002,000
CANON INCCOM1380063095,000164SH DFND400164
CANON INCCOM1380063091,00039SH DFND50039
CANTEL MEDICAL CORPCOM1380981081,549,00024,928SH SOLE124,92800
CANTEL MEDICAL CORPCOM1380981086,000101SH DFND200101
CANTERBURY PARK HOLDING CORPCOM13811E1012,000203SH DFND300203
CANTERBURY PARK HOLDING CORPCOM13811E10110,0001,000SH DFND5001,000
CAPELLA EDUCATION COCOM139594105398,0008,610SH SOLE18,61000
CAPITAL BANK FINANCIAL CL ACOM139794101421,00013,165SH SOLE113,16500
CAPITAL CITY BANK GROUP INCCOM13967410597,0006,299SH SOLE16,29900
CAPITAL ONE FINANCIAL CORPCOM14040H10516,291,000225,696SH SOLE1225,69600
CAPITAL ONE FINL CORPCOM14040H10531,000427SH DFND200427
CAPITAL ONE FINL CORPCOM14040H105241,0003,335SH DFND3003,335
CAPITAL ONE FINL CORPCOM14040H105129,0001,789SH DFND4001,789
CAPITAL ONE FINL CORPCOM14040H1058,000115SH DFND500115
CAPITAL PRODUCT PARTNERS L PCOMY110821071,000200SH DFND400200
CAPITAL SENIOR LIVING CORPCOM140475104360,00017,266SH SOLE117,26600
CAPITALA FIN CORPCOM14054R10613,0001,100SH DFND2001,100
CAPITOL FED FINL INCCOM14057J10113,0001,000SH DFND3001,000
CAPITOL FEDERAL FINANCIAL INCOM14057J1011,035,00082,386SH SOLE182,38600
CAPSTEAD MORTGAGE CORPCOM14067E506603,00068,993SH SOLE168,99300
CAPSTEAD MTG CORPCOM14067E5069,0001,000SH DFND2001,000
CAPSTEAD MTG CORPCOM14067E50625,0002,850SH DFND3002,850
CAPSTONE TURBINE CORPCOM14067D4090200SH DFND500200
CARA THERAPEUTICS INCCOM140755109165,0009,778SH SOLE19,77800
CARA THERAPEUTICS INCCOM1407551091,00045SH DFND30045
CARA THERAPEUTICS INCCOM14075510937,0002,200SH DFND4002,200
CARBO CERAMICS INCCOM140781105243,00014,122SH SOLE114,12200
CARBO CERAMICS INCCOM14078110512,000700SH DFND200700
CARBONITE INCCOM141337105104,00010,616SH SOLE110,61600
CARBYLAN THERAPEUTICS INCCOM14138410726,0007,184SH SOLE17,18400
CARDINAL FINANCIAL CORPCOM14149F109527,00023,164SH SOLE123,16400
CARDINAL FINL CORPCOM14149F10928,0001,250SH DFND3001,250
CARDINAL HEALTH INCCOM14149Y10812,482,000139,818SH SOLE1139,81800
CARDINAL HEALTH INCCOM14149Y108283,0003,167SH DFND2003,167
CARDINAL HEALTH INCCOM14149Y108300,0003,364SH DFND3003,364
CARDINAL HEALTH INCCOM14149Y10874,000826SH DFND400826
CARDINAL HEALTH INCCOM14149Y10801SH DFND5001
CARDIOVASCULAR SYSTEMS INCCOM141619106281,00018,571SH SOLE118,57100
CARDTRONICS INCCOM14161H1081,087,00032,316SH SOLE132,31600
CARE CAP PPTYS INCCOM14162410621,000687SH DFND200687
CARE CAP PPTYS INCCOM14162410628,000914SH DFND300914
CARE CAP PPTYS INCCOM14162410616,000509SH DFND400509
CARE CAP PPTYS INCCOM1416241065,000157SH DFND500157
CARE CAPITAL PROPERTIES INCCOM1416241064,962,000162,309SH SOLE1162,30900
CARE.COM INCCOM14163310780,00011,223SH SOLE111,22300
CAREER EDUCATION CORPCOM141665109177,00048,895SH SOLE148,89500
CARETRUST REIT INCCOM14174T107273,00024,957SH SOLE124,95700
CARLISLE COS INCCOM14233910011,156,000125,785SH SOLE1125,78500
CARLISLE COS INCCOM14233910004SH DFND2004
CARLISLE COS INCCOM142339100214,0002,417SH DFND3002,417
CARLISLE COS INCCOM14233910016,000178SH DFND400178
CARMAX INCCOM1431301024,171,00077,281SH SOLE177,28100
CARMAX INCCOM14313010237,000694SH DFND200694
CARMAX INCCOM14313010222,000400SH DFND300400
CARMAX INCCOM1431301025,00096SH DFND40096
CARMIKE CINEMAS INCCOM143436400329,00014,342SH SOLE114,34200
CARMIKE CINEMAS INCCOM143436400019SH DFND40019
CARNIVAL CORPCOM1436583008,474,000155,552SH SOLE1155,55200
CARNIVAL CORPCOM143658300511,0009,376SH DFND2009,376
CARNIVAL CORPCOM143658300164,0003,008SH DFND3003,008
CARNIVAL CORPCOM14365830034,000621SH DFND400621
CARNIVAL PLCCOM14365C1037,000129SH DFND200129
CAROLINA TR BK LINCOLNTON NCCOM14420010212,0002,000SH DFND3002,000
CARPENTER TECHNOLOGYCOM1442851033,722,000122,947SH SOLE1122,94700
CARPENTER TECHNOLOGY CORPCOM14428510304SH DFND5004
CARRIAGE SERVICES INCCOM143905107230,0009,530SH SOLE19,53000
CARRIAGE SVCS INCCOM1439051072,000100SH DFND200100
CARRIAGE SVCS INCCOM1439051073,000110SH DFND300110
CARRIZO OIL & GAS INCCOM14457710348,0001,620SH DFND2001,620
CARRIZO OIL & GAS INCCOM144577103189,0006,400SH DFND3006,400
CARRIZO OIL + GAS INCCOM1445771031,107,00037,422SH SOLE137,42200
CARROLS RESTAURANT GROUP INCCOM14574X104244,00020,791SH SOLE120,79100
CARTER INCCOM14622910919,000212SH DFND200212
CARTER INCCOM14622910929,000325SH DFND400325
CARTER INCCOM1462291092,00018SH DFND50018
CARTER S INCCOM1462291098,920,000100,187SH SOLE1100,18700
CASCADE BANCORPCOM147154207110,00018,094SH SOLE118,09400
CASCADE MICROTECH INCCOM147322101129,0007,961SH SOLE17,96100
CASELLA WASTE SYSTEMS INC ACOM147448104139,00023,186SH SOLE123,18600
CASEY S GENERAL STORES INCCOM14752810311,677,00096,943SH SOLE196,94300
CASEYS GEN STORES INCCOM1475281034,00036SH DFND20036
CASEYS GEN STORES INCCOM14752810340,000332SH DFND300332
CASEYS GEN STORES INCCOM14752810314,000115SH DFND400115
CASEYS GEN STORES INCCOM14752810317,000143SH DFND500143
CASH AMER INTL INCCOM14754D1002,00056SH DFND20056
CASH AMER INTL INCCOM14754D1006,000193SH DFND300193
CASH AMERICA INTL INCCOM14754D100584,00019,508SH SOLE119,50800
CASI PHARMACEUTICALS INCCOM14757U109040SH DFND20040
CASI PHARMACEUTICALS INCCOM14757U109090SH DFND40090
CASS INFORMATION SYSTEMS INCCOM14808P109346,0006,721SH SOLE16,72100
CASTLE BRANDS INCCOM14843510048,00038,998SH SOLE138,99800
CASTLIGHT HEALTH INCCOM14862Q10039,0009,200SH DFND3009,200
CASTLIGHT HEALTH INCCOM14862Q1001,000300SH DFND400300
CASTLIGHT HEALTH INC BCOM14862Q10084,00019,758SH SOLE119,75800
CATALENT INCCOM1488061025,909,000236,077SH SOLE1236,07700
CATALENT INCCOM1488061021,00032SH DFND20032
CATALENT INCCOM14880610208SH DFND3008
CATALENT INCCOM1488061021,00045SH DFND40045
CATALYST PHARMACEUTICALS INCCOM14888U101108,00044,119SH SOLE144,11900
CATCHMARK TIMBER TR INCCOM14912Y2021,692,000149,571SH DFND200149,571
CATCHMARK TIMBER TR INCCOM14912Y20265,0005,749SH DFND3005,749
CATCHMARK TIMBER TR INCCOM14912Y20235,0003,075SH DFND5003,075
CATCHMARK TIMBER TRUST INC ACOM14912Y202262,00023,164SH SOLE123,16400
CATERPILLAR INCCOM149123101343,246,0005,050,713SH SOLE15,050,71300
CATERPILLAR INC DELCOM1491231011,941,00028,558SH DFND20028,558
CATERPILLAR INC DELCOM1491231011,519,00022,345SH DFND30022,345
CATERPILLAR INC DELCOM149123101212,0003,118SH DFND4003,118
CATERPILLAR INC DELCOM149123101560,0008,243SH DFND5008,243
CATHAY GENERAL BANCORPCOM1491501045,955,000190,084SH SOLE1190,08400
CATO CORP CLASS ACOM149205106697,00018,923SH SOLE118,92300
CAVCO INDUSTRIES INCCOM149568107432,0005,190SH SOLE15,19000
CAVIUM INCCOM14964U1082,128,00032,392SH SOLE132,39200
CBIZ INCCOM124805102286,00028,987SH SOLE128,98700
CBL & ASSOC PPTYS INCCOM12483010019,0001,500SH DFND3001,500
CBL + ASSOCIATES PROPERTIESCOM12483010073,0005,902SH SOLE15,90200
CBOE HLDGS INCCOM12503M10881,0001,254SH DFND2001,254
CBOE HLDGS INCCOM12503M1084,00063SH DFND30063
CBOE HOLDINGS INCCOM12503M10810,313,000158,899SH SOLE1158,89900
CBRE CLARION GLOBAL REAL ESTCOM12504G10091,00011,903SH DFND20011,903
CBRE CLARION GLOBAL REAL ESTCOM12504G100309,00040,412SH DFND30040,412
CBRE CLARION GLOBAL REAL ESTCOM12504G10058,0007,649SH DFND4007,649
CBRE CLARION GLOBAL REAL ESTCOM12504G10010,0001,244SH DFND5001,244
CBRE GROUP INCCOM12504L10903SH DFND3003
CBRE GROUP INCCOM12504L10933,000965SH DFND400965
CBRE GROUP INC ACOM12504L1093,741,000108,170SH SOLE1108,17000
CBS CORP CLASS B NON VOTINGCOM1248572028,533,000181,059SH SOLE1181,05900
CBS CORP NEWCOM12485720254,0001,138SH DFND2001,138
CBS CORP NEWCOM124857202321,0006,818SH DFND3006,818
CBS CORP NEWCOM12485720268,0001,433SH DFND4001,433
CBS CORP NEWCOM1248572022,00050SH DFND50050
CDI CORPCOM12507110070,00010,324SH SOLE110,32400
CDK GLOBAL INCCOM12508E10114,583,000307,207SH SOLE1307,20700
CDK GLOBAL INCCOM12508E10128,000586SH DFND200586
CDK GLOBAL INCCOM12508E10170,0001,475SH DFND3001,475
CDK GLOBAL INCCOM12508E10198,0002,068SH DFND4002,068
CDN IMPERIAL BK COMM TORONTOCOM1360691017,000112SH DFND200112
CDN IMPERIAL BK COMM TORONTOCOM13606910179,0001,200SH DFND3001,200
CDN IMPERIAL BK COMM TORONTOCOM13606910112,000175SH DFND400175
CDN IMPERIAL BK COMM TORONTOCOM1360691014,00060SH DFND50060
CDW CORPCOM12514G1081,00017SH DFND20017
CDW CORPCOM12514G1081,034,00024,585SH DFND30024,585
CDW CORPCOM12514G10828,000666SH DFND400666
CDW CORPCOM12514G1086,000150SH DFND500150
CDW CORP/DECOM12514G108138,0003,280SH SOLE13,28000
CEB INCCOM1251341065,067,00082,537SH SOLE182,53700
CEB INCCOM12513410608SH DFND2008
CEB INCCOM12513410631,000503SH DFND300503
CEB INCCOM12513410601SH DFND5001
CECO ENVIRONMENTAL CORPCOM12514110197,00012,570SH SOLE112,57000
CECO ENVIRONMENTAL CORPCOM1251411012,000313SH DFND400313
CEDAR FAIR L PCOM150185106254,0004,543SH DFND2004,543
CEDAR FAIR L PCOM150185106303,0005,426SH DFND3005,426
CEDAR FAIR L PCOM150185106160,0002,862SH DFND4002,862
CEDAR REALTY TRUST INCCOM150602209424,00059,854SH SOLE159,85400
CEL SCI CORPCOM1508375080600SH DFND400600
CELADON GROUP INCCOM150838100195,00019,755SH SOLE119,75500
CELANESE CORP DELCOM1508701036,00084SH DFND20084
CELANESE CORP DELCOM15087010370,0001,045SH DFND3001,045
CELANESE CORP DELCOM1508701033,00051SH DFND40051
CELANESE CORP SERIES ACOM150870103710,00010,549SH SOLE110,54900
CELGENE CORPCOM15102010441,456,000346,155SH SOLE1346,15500
CELGENE CORPCOM151020104386,0003,226SH DFND2003,226
CELGENE CORPCOM1510201042,500,00020,875SH DFND30020,875
CELGENE CORPCOM151020104705,0005,885SH DFND4005,885
CELGENE CORPCOM151020104117,000981SH DFND500981
CELLADON CORPCOM15117E1070200SH DFND400200
CELLDEX THERAPEUTICS INCCOM15117B103904,00057,681SH SOLE157,68100
CELLDEX THERAPEUTICS INC NEWCOM15117B1038,000502SH DFND200502
CELLDEX THERAPEUTICS INC NEWCOM15117B10327,0001,750SH DFND3001,750
CELLDEX THERAPEUTICS INC NEWCOM15117B1036,000392SH DFND400392
CELLDEX THERAPEUTICS INC NEWCOM15117B10316,0001,000SH DFND5001,000
CELLECTAR BIOSCIENCES INCCOM15117F20305SH DFND2005
CELLULAR BIOMEDICINE GROUP ICOM15117P102124,0005,762SH SOLE15,76200
CEMEX SAB DE CVCOM1512908893,000627SH DFND200627
CEMEX SAB DE CVCOM15129088906SH DFND3006
CEMEX SAB DE CVCOM1512908892,000280SH DFND500280
CEMPRA INCCOM15130J109580,00018,636SH SOLE118,63600
CENOVUS ENERGY INCCOM15135U1091,00042SH DFND40042
CENTENE CORPCOM15135B10115,115,000229,672SH SOLE1229,67200
CENTENE CORP DELCOM15135B101113,0001,711SH DFND2001,711
CENTENE CORP DELCOM15135B101227,0003,452SH DFND3003,452
CENTENE CORP DELCOM15135B101333,0005,059SH DFND4005,059
CENTERPOINT ENERGY INCCOM15189T1073,542,000192,918SH SOLE1192,91800
CENTERPOINT ENERGY INCCOM15189T1078,000442SH DFND200442
CENTERPOINT ENERGY INCCOM15189T10744,0002,423SH DFND3002,423
CENTERPOINT ENERGY INCCOM15189T1072,000100SH DFND500100
CENTERSTATE BANKS INCCOM15201P109417,00026,614SH SOLE126,61400
CENTRAIS ELETRICAS BRASILEIRCOM15234Q108087SH DFND20087
CENTRAL EUROPEAN MEDIA ENT ACOMG20045202116,00043,164SH SOLE143,16400
CENTRAL FD CDA LTDCOM15350110112,0001,213SH DFND2001,213
CENTRAL FD CDA LTDCOM15350110192,0009,251SH DFND3009,251
CENTRAL FD CDA LTDCOM1535011018,000843SH DFND400843
CENTRAL FD CDA LTDCOM15350110110,0001,000SH DFND5001,000
CENTRAL GARDEN & PET COCOM1535271061,00050SH DFND20050
CENTRAL GARDEN & PET COCOM15352710614,0001,000SH DFND3001,000
CENTRAL GARDEN & PET COCOM153527205120,0008,800SH DFND3008,800
CENTRAL GARDEN + PET COCOM15352710618,0001,328SH SOLE11,32800
CENTRAL GARDEN AND PET CO ACOM153527205397,00029,160SH SOLE129,16000
CENTRAL PACIFIC FINANCIAL COCOM154760409389,00017,679SH SOLE117,67900
CENTRUS ENERGY CORPCOM15643U1040128SH DFND300128
CENTURY ALUM COCOM156431108055SH DFND50055
CENTURY ALUMINUM COMPANYCOM156431108157,00035,522SH SOLE135,52200
CENTURY BANCORP INC CL ACOM15643210688,0002,033SH SOLE12,03300
CENTURY COMMUNITIES INCCOM156504300158,0008,915SH SOLE18,91500
CENTURYLINK INCCOM1567001066,777,000269,361SH SOLE1269,36100
CENTURYLINK INCCOM156700106200,0007,969SH DFND2007,969
CENTURYLINK INCCOM156700106355,00014,126SH DFND30014,126
CENTURYLINK INCCOM156700106103,0004,085SH DFND4004,085
CENTURYLINK INCCOM15670010660,0002,392SH DFND5002,392
CEPHEIDCOM15670R10707SH DFND2007
CEPHEIDCOM15670R1072,00061SH DFND40061
CEPHEID INCCOM15670R1071,536,00042,044SH SOLE142,04400
CERAGON NETWORKS LTDCOMM220131021,000500SH DFND200500
CERNER CORPCOM1567821048,493,000141,154SH SOLE1141,15400
CERNER CORPCOM156782104282,0004,689SH DFND2004,689
CERNER CORPCOM156782104700,00011,634SH DFND30011,634
CERNER CORPCOM1567821041,028,00017,089SH DFND40017,089
CERNER CORPCOM15678210420,000326SH DFND500326
CERUS CORPCOM157085101353,00055,859SH SOLE155,85900
CERUS CORPCOM15708510121,0003,300SH DFND2003,300
CEVA INCCOM157210105346,00014,816SH SOLE114,81600
CF INDS HLDGS INCCOM12526910016,000391SH DFND200391
CF INDS HLDGS INCCOM12526910029,000706SH DFND300706
CF INDS HLDGS INCCOM12526910021,000506SH DFND500506
CF INDUSTRIES HOLDINGS INCCOM1252691004,018,00098,447SH SOLE198,44700
CHANGYOU COM LTDCOM15911M1072,00075SH DFND30075
CHANNELADVISOR CORPCOM159179100176,00012,696SH SOLE112,69600
CHARLES RIV LABS INTL INCCOM15986410701SH DFND3001
CHARLES RIV LABS INTL INCCOM15986410797,0001,212SH DFND4001,212
CHARLES RIVER LABORATORIESCOM1598641077,223,00089,853SH SOLE189,85300
CHART INDS INCBOND16115QAC44,0005PRN DFND2005
CHART INDUSTRIES INCCOM16115Q308395,00021,993SH SOLE121,99300
CHARTER COMMUNICATION ACOM16117M3051,844,00010,071SH SOLE110,07100
CHARTER COMMUNICATIONS INC DCOM16117M3051,0003SH DFND2003
CHARTER COMMUNICATIONS INC DCOM16117M3053,00014SH DFND40014
CHARTER FINANCIAL CORPCOM16122W108128,0009,712SH SOLE19,71200
CHARTER FINL CORP MDCOM16122W1087,000524SH DFND400524
CHASE CORPCOM16150R104165,0004,050SH SOLE14,05000
CHATHAM LODGING TRUSTCOM16208T102459,00022,430SH SOLE122,43000
CHECK POINT SOFTWARE TECHCOMM224651041,400,00017,199SH SOLE117,19900
CHECK POINT SOFTWARE TECH LTCOMM22465104284,0003,488SH DFND2003,488
CHECK POINT SOFTWARE TECH LTCOMM22465104248,0003,049SH DFND3003,049
CHECK POINT SOFTWARE TECH LTCOMM2246510435,000425SH DFND400425
CHECKPOINT SYS INCCOM1628251031,000111SH DFND200111
CHECKPOINT SYS INCCOM162825103065SH DFND50065
CHECKPOINT SYSTEMS INCCOM162825103190,00030,304SH SOLE130,30400
CHEESECAKE FACTORY INC/THECOM1630721015,285,000114,627SH SOLE1114,62700
CHEFS WAREHOUSE INC/THECOM163086101184,00011,041SH SOLE111,04100
CHEGG INCCOM163092109301,00044,704SH SOLE144,70400
CHEGG INCCOM1630921091,000144SH DFND300144
CHEMBIO DIAGNOSTICS INCCOM16357220913,0002,500SH DFND3002,500
CHEMED CORPCOM16359R1031,838,00012,269SH SOLE112,26900
CHEMED CORP NEWCOM16359R1033,00017SH DFND20017
CHEMED CORP NEWCOM16359R10389,000593SH DFND300593
CHEMED CORP NEWCOM16359R10315,000100SH DFND500100
CHEMICAL FINANCIAL CORPCOM163731102677,00019,744SH SOLE119,74400
CHEMICAL FINL CORPCOM16373110263,0001,825SH DFND2001,825
CHEMICAL FINL CORPCOM16373110210,000300SH DFND300300
CHEMOCENTRYX INCCOM16383L106133,00016,383SH SOLE116,38300
CHEMOURS COCOM16385110812,0002,174SH DFND2002,174
CHEMOURS COCOM1638511086,0001,184SH DFND3001,184
CHEMOURS COCOM16385110812,0002,291SH DFND4002,291
CHEMOURS COCOM1638511081,000106SH DFND500106
CHEMOURS CO/THECOM1638511081,845,000344,222SH SOLE1344,22200
CHEMTURA CORPCOM1638932091,073,00039,346SH SOLE139,34600
CHEMTURA CORPCOM1638932095,000200SH DFND300200
CHENIERE ENERGY INCCOM16411R208413,00011,078SH SOLE111,07800
CHENIERE ENERGY INCCOM16411R208499,00013,404SH DFND20013,404
CHENIERE ENERGY INCCOM16411R208236,0006,336SH DFND3006,336
CHENIERE ENERGY INCCOM16411R20885,0002,274SH DFND4002,274
CHENIERE ENERGY INCCOM16411R2084,000118SH DFND500118
CHENIERE ENERGY PARTNERS LPCOM16411Q10122,000860SH DFND200860
CHENIERE ENERGY PARTNERS LPCOM16411Q10187,0003,319SH DFND3003,319
CHENIERE ENERGY PARTNERS LPCOM16411Q10195,0003,633SH DFND4003,633
CHEROKEE INCCOM16444H10286,0005,014SH SOLE15,01400
CHERRY HILL MTG INVT CORPCOM1646511017,000539SH DFND400539
CHESAPEAKE ENERGY CORPCOM1651671071,085,000241,203SH SOLE1241,20300
CHESAPEAKE ENERGY CORPCOM165167107183,00040,587SH DFND20040,587
CHESAPEAKE ENERGY CORPCOM16516710718,0003,937SH DFND3003,937
CHESAPEAKE ENERGY CORPCOM165167107169,00037,460SH DFND40037,460
CHESAPEAKE ENERGY CORPCOM16516710731,0006,866SH DFND5006,866
CHESAPEAKE GRANITE WASH TRCOM165185109109,00035,979SH DFND20035,979
CHESAPEAKE GRANITE WASH TRCOM1651851092,000700SH DFND400700
CHESAPEAKE GRANITE WASH TRCOM1651851095,0001,533SH DFND5001,533
CHESAPEAKE LODGING TRCOM16524010227,0001,064SH DFND4001,064
CHESAPEAKE LODGING TRUSTCOM1652401021,081,00042,952SH SOLE142,95200
CHESAPEAKE UTILITIES CORPCOM165303108506,0008,917SH SOLE18,91700
CHESAPEAKE UTILS CORPCOM16530310828,000500SH DFND200500
CHEVRON CORPCOM166764100404,060,0004,491,557SH SOLE14,491,55700
CHEVRON CORP NEWCOM1667641006,272,00069,723SH DFND20069,723
CHEVRON CORP NEWCOM1667641006,436,00071,538SH DFND30071,538
CHEVRON CORP NEWCOM1667641003,085,00034,289SH DFND40034,289
CHEVRON CORP NEWCOM1667641001,073,00011,928SH DFND50011,928
CHICAGO BRIDGE & IRON CO N VCOM16725010981,0002,071SH DFND2002,071
CHICAGO BRIDGE & IRON CO N VCOM167250109322,0008,246SH DFND3008,246
CHICAGO BRIDGE & IRON CO N VCOM16725010915,000385SH DFND400385
CHICAGO BRIDGE + IRON CO NVCOM167250109135,0003,462SH SOLE13,46200
CHICO S FAS INCCOM1686151023,725,000349,095SH SOLE1349,09500
CHICOS FAS INCCOM1686151022,000172SH DFND200172
CHICOS FAS INCCOM16861510225,0002,363SH DFND3002,363
CHICOS FAS INCCOM16861510212,0001,091SH DFND4001,091
CHILDREN S PLACE INC/THECOM168905107817,00014,804SH SOLE114,80400
CHILDRENS PL INCCOM1689051071,00018SH DFND40018
CHIMERA INVESTMENT CORPCOM16934Q20891,0006,684SH SOLE16,68400
CHIMERA INVT CORPCOM16934Q2088,000592SH DFND200592
CHIMERA INVT CORPCOM16934Q20897,0007,087SH DFND3007,087
CHIMERA INVT CORPCOM16934Q2081,00085SH DFND40085
CHIMERA INVT CORPCOM16934Q20841,0003,000SH DFND5003,000
CHIMERIX INCCOM16934W106217,00024,199SH SOLE124,19900
CHIMERIX INCCOM16934W1061,000140SH DFND200140
CHIMERIX INCCOM16934W1063,000350SH DFND300350
CHINA BIOLOGIC PRODS INCCOM16938C10614,000100SH DFND300100
CHINA DIGITAL TV HLDG CO LTDCOM16938G1071,000500SH DFND300500
CHINA DIGITAL TV HLDG CO LTDCOM16938G1070100SH DFND400100
CHINA FIN ONLINE CO LTDCOM1693791041,000100SH DFND400100
CHINA LIFE INS CO LTDCOM16939P1062,00099SH DFND30099
CHINA MOBILE LIMITEDCOM16941M10973,0001,300SH DFND2001,300
CHINA MOBILE LIMITEDCOM16941M1099,000159SH DFND300159
CHINA MOBILE LIMITEDCOM16941M10926,000460SH DFND400460
CHINA MOBILE LIMITEDCOM16941M109126,0002,229SH DFND5002,229
CHINA NEPSTAR CHAIN DRUGSTORCOM16943C1090140SH DFND300140
CHINA PETE & CHEM CORPCOM16941R1081,00018SH DFND30018
CHINA UNICOM (HONG KONG) LTDCOM16945R10464,0005,291SH DFND2005,291
CHINA UNICOM (HONG KONG) LTDCOM16945R1043,000250SH DFND300250
CHIPMOS TECH BERMUDA LTDCOMG2110R1149,000450SH DFND200450
CHIPOTLE MEXICAN GRILL INCCOM1696561055,639,00011,751SH SOLE111,75100
CHIPOTLE MEXICAN GRILL INCCOM169656105139,000289SH DFND200289
CHIPOTLE MEXICAN GRILL INCCOM169656105241,000502SH DFND300502
CHIPOTLE MEXICAN GRILL INCCOM16965610532,00067SH DFND40067
CHIPOTLE MEXICAN GRILL INCCOM16965610550,000105SH DFND500105
CHOICE HOTELS INTL INCCOM16990510644,000880SH SOLE188000
CHOICE HOTELS INTL INCCOM16990510607SH DFND3007
CHRISTOPHER & BANKS CORPCOM171046105075SH DFND20075
CHRISTOPHER & BANKS CORPCOM1710461052,0001,000SH DFND3001,000
CHRISTOPHER + BANKS CORPCOM17104610536,00021,790SH SOLE121,79000
CHUBB CORPCOM17123210114,573,000109,870SH SOLE1109,87000
CHUBB CORPCOM17123210152,000394SH DFND200394
CHUBB CORPCOM171232101148,0001,117SH DFND3001,117
CHUBB CORPCOM17123210112,00087SH DFND40087
CHUBB CORPCOM1712321017,00053SH DFND50053
CHURCH & DWIGHT INCCOM1713401027,00084SH DFND20084
CHURCH & DWIGHT INCCOM17134010257,000676SH DFND300676
CHURCH & DWIGHT INCCOM17134010257,000667SH DFND400667
CHURCH + DWIGHT CO INCCOM17134010218,063,000212,805SH SOLE1212,80500
CHURCHILL DOWNS INCCOM1714841081,115,0007,878SH SOLE17,87800
CHUY S HOLDINGS INCCOM171604101302,0009,644SH SOLE19,64400
CIBER INCCOM17163B102196,00055,780SH SOLE155,78000
CIBER INCCOM17163B1021,000200SH DFND400200
CIDARA THERAPEUTICS INCCOM17175710748,0002,820SH SOLE12,82000
CIENA CORPCOM1717793096,480,000313,202SH SOLE1313,20200
CIENA CORPCOM1717793091,00071SH DFND20071
CIENA CORPCOM1717793093,000169SH DFND300169
CIENA CORPCOM17177930931,0001,510SH DFND4001,510
CIFC CORPCOM12547R10520,0003,546SH SOLE13,54600
CIGNA CORPCOM12550910914,237,00097,291SH SOLE197,29100
CIGNA CORPORATIONCOM125509109332,0002,272SH DFND2002,272
CIGNA CORPORATIONCOM12550910921,000146SH DFND300146
CIGNA CORPORATIONCOM12550910999,000676SH DFND400676
CIGNA CORPORATIONCOM12550910919,000127SH DFND500127
CIM COML TR CORPCOM1255251058,000537SH DFND300537
CIMAREX ENERGY COCOM1717981013,224,00036,076SH SOLE136,07600
CIMAREX ENERGY COCOM17179810122,000250SH DFND200250
CIMAREX ENERGY COCOM17179810125,000275SH DFND400275
CIMAREX ENERGY COCOM1717981014,00050SH DFND50050
CIMPRESS N VCOMN201461013,00042SH DFND30042
CIMPRESS NVCOMN201461011,559,00019,213SH SOLE119,21300
CINCINNATI BELL INCCOM171871106544,000151,020SH SOLE1151,02000
CINCINNATI BELL INC NEWCOM1718714032,00050SH DFND20050
CINCINNATI BELL INC NEWCOM17187140384,0001,750SH DFND3001,750
CINCINNATI BELL INC NEWCOM17187140312,000250SH DFND400250
CINCINNATI FINANCIAL CORPCOM1720621013,983,00067,311SH SOLE167,31100
CINCINNATI FINL CORPCOM172062101507,0008,575SH DFND2008,575
CINCINNATI FINL CORPCOM17206210185,0001,439SH DFND3001,439
CINCINNATI FINL CORPCOM172062101375,0006,334SH DFND4006,334
CINCINNATI FINL CORPCOM17206210127,000463SH DFND500463
CINEMARK HOLDINGS INCCOM17243V1026,804,000203,524SH SOLE1203,52400
CINEMARK HOLDINGS INCCOM17243V10214,000407SH DFND200407
CINEMARK HOLDINGS INCCOM17243V10205SH DFND3005
CINEMARK HOLDINGS INCCOM17243V10216,000491SH DFND400491
CINEMARK HOLDINGS INCCOM17243V1022,00050SH DFND50050
CINTAS CORPCOM1729081052,919,00032,061SH SOLE132,06100
CINTAS CORPCOM172908105108,0001,188SH DFND2001,188
CINTAS CORPCOM17290810544,000485SH DFND300485
CINTAS CORPCOM17290810554,000591SH DFND400591
CIPHER PHARMACEUTICALS INCCOM17253X105085SH DFND50085
CIRCOR INTERNATIONAL INCCOM17273K109517,00012,258SH SOLE112,25800
CIRRUS LOGIC INCCOM1727551001,349,00045,696SH SOLE145,69600
CIRRUS LOGIC INCCOM1727551009,000300SH DFND200300
CIRRUS LOGIC INCCOM17275510018,000598SH DFND300598
CISCO SYS INCCOM17275R1021,324,00048,743SH DFND20048,743
CISCO SYS INCCOM17275R1022,735,000100,727SH DFND300100,727
CISCO SYS INCCOM17275R1022,285,00084,144SH DFND40084,144
CISCO SYS INCCOM17275R102317,00011,679SH DFND50011,679
CISCO SYSTEMS INCCOM17275R10268,469,0002,521,399SH SOLE12,521,39900
CIT GROUP INCCOM125581801424,00010,673SH SOLE110,67300
CIT GROUP INCCOM12558180111,000274SH DFND200274
CIT GROUP INCCOM12558180118,000449SH DFND300449
CIT GROUP INCCOM1255818015,000122SH DFND400122
CIT GROUP INCCOM12558180102SH DFND5002
CITI TRENDS INCCOM17306X102194,0009,111SH SOLE19,11100
CITIGROUP INCCOM17296742453,705,0001,037,772SH SOLE11,037,77200
CITIGROUP INCCOM172967424540,00010,444SH DFND20010,444
CITIGROUP INCCOM172967424531,00010,258SH DFND30010,258
CITIGROUP INCCOM172967424466,0009,003SH DFND4009,003
CITIGROUP INCCOM172967424267,0005,168SH DFND5005,168
CITIGROUP INC NEWCOM17318Q4752,0005,000SH DFND3005,000
CITIZENS + NORTHERN CORPCOM172922106150,0007,144SH SOLE17,14400
CITIZENS FINANCIAL GROUPCOM174610105289,00011,023SH SOLE111,02300
CITIZENS FINL GROUP INCCOM1746101051,00041SH DFND30041
CITIZENS FINL GROUP INCCOM1746101054,000169SH DFND400169
CITIZENS FINL GROUP INCCOM17461010503SH DFND5003
CITIZENS INCCOM174740100214,00028,746SH SOLE128,74600
CITRIX SYS INCCOM177376100599,0007,924SH DFND2007,924
CITRIX SYS INCCOM1773761007,00098SH DFND30098
CITRIX SYS INCCOM17737610032,000421SH DFND400421
CITRIX SYS INCCOM1773761002,00020SH DFND50020
CITRIX SYSTEMS INCCOM1773761005,293,00069,972SH SOLE169,97200
CITY HOLDING COCOM177835105500,00010,966SH SOLE110,96600
CIVEO CORPCOM17878Y10889,00062,858SH SOLE162,85800
CIVEO CORP CDACOM17878Y108016SH DFND40016
CIVEO CORP CDACOM17878Y1081,000419SH DFND500419
CIVITAS SOLUTIONS INCCOM17887R102197,0006,852SH SOLE16,85200
CLARCOR INCCOM1798951076,174,000124,277SH SOLE1124,27700
CLARCOR INCCOM1798951071,00023SH DFND30023
CLAYMORE EXCHANGE TRD FD TRCOM18383Q50712,000440SH DFND200440
CLAYMORE EXCHANGE TRD FD TRCOM18383M5069,000522SH DFND200522
CLAYMORE EXCHANGE TRD FD TRCOM18383Q13513,000366SH DFND200366
CLAYMORE EXCHANGE TRD FD TRCOM18383M60555,0001,428SH DFND2001,428
CLAYMORE EXCHANGE TRD FD TRCOM18383M61341,0001,268SH DFND2001,268
CLAYMORE EXCHANGE TRD FD TRCOM18383M20952,0001,128SH DFND2001,128
CLAYMORE EXCHANGE TRD FD TRCOM18383M30810,000380SH DFND200380
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73937,0001,210SH DFND2001,210
CLAYMORE EXCHANGE TRD FD TRCOM18383M548161,0007,159SH DFND2007,159
CLAYMORE EXCHANGE TRD FD TRCOM18383M55576,0003,446SH DFND2003,446
CLAYMORE EXCHANGE TRD FD TRCOM18383Q87941,0001,726SH DFND2001,726
CLAYMORE EXCHANGE TRD FD TRCOM18383M86032,0003,654SH DFND2003,654
CLAYMORE EXCHANGE TRD FD TRCOM18383M23331,0001,570SH DFND2001,570
CLAYMORE EXCHANGE TRD FD TRCOM18383M5228,000390SH DFND200390
CLAYMORE EXCHANGE TRD FD TRCOM18383M2668,000400SH DFND200400
CLAYMORE EXCHANGE TRD FD TRCOM18383M53076,0003,602SH DFND2003,602
CLAYMORE EXCHANGE TRD FD TRCOM18383M65422,000450SH DFND200450
CLAYMORE EXCHANGE TRD FD TRCOM18383M2588,000400SH DFND200400
CLAYMORE EXCHANGE TRD FD TRCOM18383M2418,000410SH DFND200410
CLAYMORE EXCHANGE TRD FD TRCOM18383M3991,00050SH DFND20050
CLAYMORE EXCHANGE TRD FD TRCOM18383M72014,000297SH DFND200297
CLAYMORE EXCHANGE TRD FD TRCOM18383M51428,0001,350SH DFND2001,350
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7396,000193SH DFND300193
CLAYMORE EXCHANGE TRD FD TRCOM18383M3082,00061SH DFND30061
CLAYMORE EXCHANGE TRD FD TRCOM18383Q85313,000527SH DFND300527
CLAYMORE EXCHANGE TRD FD TRCOM18383Q507109,0004,000SH DFND3004,000
CLAYMORE EXCHANGE TRD FD TRCOM18383M1008,000325SH DFND300325
CLAYMORE EXCHANGE TRD FD TRCOM18383Q13515,000420SH DFND300420
CLAYMORE EXCHANGE TRD FD TRCOM18383M50622,0001,200SH DFND3001,200
CLAYMORE EXCHANGE TRD FD TRCOM18383Q80491,0006,400SH DFND3006,400
CLAYMORE EXCHANGE TRD FD TRCOM18383M5556,000270SH DFND300270
CLAYMORE EXCHANGE TRD FD TRCOM18383M654195,0003,907SH DFND3003,907
CLAYMORE EXCHANGE TRD FD TRCOM18383M3815,000220SH DFND300220
CLAYMORE EXCHANGE TRD FD TRCOM18383M41512,000468SH DFND300468
CLAYMORE EXCHANGE TRD FD TRCOM18383M1005,000189SH DFND400189
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8535,000213SH DFND400213
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7391,00029SH DFND40029
CLAYMORE EXCHANGE TRD FD TRCOM18383Q5075,000200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383M8784,000115SH DFND400115
CLAYMORE EXCHANGE TRD FD TRCOM18383M60537,000952SH DFND400952
CLAYMORE EXCHANGE TRD FD TRCOM18383M50681,0004,480SH DFND4004,480
CLAYMORE EXCHANGE TRD FD TRCOM18383M38123,000975SH DFND400975
CLAYMORE EXCHANGE TRD FD TRCOM18383M720182,0003,797SH DFND4003,797
CLAYMORE EXCHANGE TRD FD TRCOM18383Q8795,000200SH DFND400200
CLAYMORE EXCHANGE TRD FD TRCOM18383M39961,0002,458SH DFND4002,458
CLAYMORE EXCHANGE TRD FD TRCOM18383Q6062,000300SH DFND400300
CLAYMORE EXCHANGE TRD FD TRCOM18383Q7962,000150SH DFND500150
CLAYMORE EXCHANGE TRD FD TRCOM18383M1001,00055SH DFND50055
CLAYMORE EXCHANGE TRD FD TRCOM18383Q73965,0002,122SH DFND5002,122
CLAYMORE EXCHANGE TRD FD TRCOM18383M50625,0001,360SH DFND5001,360
CLAYMORE EXCHANGE TRD FD TRCOM18383Q5077,000250SH DFND500250
CLAYMORE EXCHANGE TRD FD TRCOM18383M52238,0001,810SH DFND5001,810
CLAYMORE EXCHANGE TRD FD TRCOM18383M548143,0006,362SH DFND5006,362
CLAYMORE EXCHANGE TRD FD TRCOM18383M3811,041,00043,994SH DFND50043,994
CLAYMORE EXCHANGE TRD FD TRCOM18383M3991,728,00069,238SH DFND50069,238
CLAYMORE EXCHANGE TRD FD TRCOM18383M555151,0006,846SH DFND5006,846
CLAYMORE EXCHANGE TRD FD TRCOM18383M530152,0007,253SH DFND5007,253
CLAYMORE EXCHANGE TRD FD TRCOM18383M373310,00013,650SH DFND50013,650
CLAYMORE EXCHANGE TRD FD TRCOM18383M65423,000457SH DFND500457
CLAYMORE EXCHANGE TRD FD TRCOM18383M4156,004,000232,083SH DFND500232,083
CLAYMORE EXCHANGE TRD FD TRCOM18383M36562,0002,740SH DFND5002,740
CLAYTON WILLIAMS ENERGY INCCOM969490101102,0003,454SH SOLE13,45400
CLEAN ENERGY FUELS CORPCOM184499101150,00041,707SH SOLE141,70700
CLEAN ENERGY FUELS CORPCOM1844991015,0001,375SH DFND2001,375
CLEAN ENERGY FUELS CORPCOM1844991011,000150SH DFND400150
CLEAN ENERGY FUELS CORPCOM18449910115,0004,100SH DFND5004,100
CLEAN HARBORS INCCOM1844961074,220,000101,327SH SOLE1101,32700
CLEAN HARBORS INCCOM18449610716,000388SH DFND300388
CLEAR CHANNEL OUTDOOR CL ACOM18451C1096,0001,126SH SOLE11,12600
CLEARBRIDGE ENERGY MLP FD INCOM1846921012,000155SH DFND200155
CLEARBRIDGE ENERGY MLP FD INCOM18469210185,0005,596SH DFND3005,596
CLEARBRIDGE ENERGY MLP FD INCOM18469210120,0001,350SH DFND4001,350
CLEARBRIDGE ENERGY MLP OPP FCOM18469P1004,000300SH DFND200300
CLEARBRIDGE ENERGY MLP OPP FCOM18469P10022,0001,775SH DFND3001,775
CLEARBRIDGE ENERGY MLP OPP FCOM18469P1008,000600SH DFND400600
CLEARBRIDGE ENERGY MLP TR FDCOM18469Q1088,000675SH DFND400675
CLEARFIELD INCCOM18482P10389,0006,604SH SOLE16,60400
CLEARWATER PAPER CORPCOM18538R103617,00013,548SH SOLE113,54800
CLEARWATER PAPER CORPCOM18538R10310,000224SH DFND400224
CLECO CORP NEWCOM12561W105132,0002,536SH DFND2002,536
CLECO CORP NEWCOM12561W10527,000516SH DFND400516
CLECO CORPORATIONCOM12561W1057,855,000150,456SH SOLE1150,45600
CLEVELAND BIOLABS INCCOM185860202037SH DFND40037
CLIFFS NAT RES INCCOM18683K1018,0005,236SH DFND2005,236
CLIFFS NAT RES INCCOM18683K10125,00016,056SH DFND30016,056
CLIFFS NAT RES INCCOM18683K1014,0002,650SH DFND4002,650
CLIFFS NAT RES INCCOM18683K101091SH DFND50091
CLIFFS NATURAL RESOURCES INCCOM18683K101142,00089,776SH SOLE189,77600
CLIFTON BANCORP INCCOM186873105228,00015,903SH SOLE115,90300
CLOROX CO DELCOM189054109518,0004,085SH DFND2004,085
CLOROX CO DELCOM1890541091,389,00010,951SH DFND30010,951
CLOROX CO DELCOM189054109638,0005,027SH DFND4005,027
CLOROX CO DELCOM18905410930,000239SH DFND500239
CLOROX COMPANYCOM1890541097,032,00055,441SH SOLE155,44100
CLOUD PEAK ENERGY INCCOM18911Q10291,00043,966SH SOLE143,96600
CLOUD PEAK ENERGY INCCOM18911Q10210,0004,883SH DFND5004,883
CLOUGH GLOBAL ALLOCATION FDCOM18913Y10340,0003,000SH DFND4003,000
CLOUGH GLOBAL EQUITY FDCOM18914C10078,0006,200SH DFND4006,200
CLOUGH GLOBAL OPPORTUNITIESCOM18914E106156,00014,900SH DFND40014,900
CLOVIS ONCOLOGY INCCOM189464100510,00014,565SH SOLE114,56500
CLOVIS ONCOLOGY INCCOM1894641006,000172SH DFND200172
CLUBCORP HLDGS INCCOM18948M10815,000800SH DFND200800
CLUBCORP HLDGS INCCOM18948M10806SH DFND3006
CLUBCORP HOLDINGS INCCOM18948M108470,00025,729SH SOLE125,72900
CME GROUP INCCOM12572Q10512,797,000141,251SH SOLE1141,25100
CME GROUP INCCOM12572Q105100,0001,103SH DFND2001,103
CME GROUP INCCOM12572Q10521,000228SH DFND300228
CME GROUP INCCOM12572Q10522,000247SH DFND400247
CME GROUP INCCOM12572Q1054,00048SH DFND50048
CMS ENERGY CORPCOM1258961005,848,000162,083SH SOLE1162,08300
CMS ENERGY CORPCOM125896100232,0006,429SH DFND2006,429
CMS ENERGY CORPCOM12589610020,000566SH DFND300566
CMS ENERGY CORPCOM12589610020,000553SH DFND400553
CNA FINANCIAL CORPCOM12611710033,000951SH SOLE195100
CNA FINL CORPCOM1261171003,00087SH DFND30087
CNB FINANCIAL CORP/PACOM126128107152,0008,436SH SOLE18,43600
CNINSURE INCCOM18976M10328,0002,980SH DFND5002,980
CNO FINANCIAL GROUP INCCOM12621E1038,954,000469,033SH SOLE1469,03300
CNO FINL GROUP INCCOM12621E10399,0005,161SH DFND2005,161
CNO FINL GROUP INCCOM12621E10313,000667SH DFND300667
CNO FINL GROUP INCCOM12621E10319,000988SH DFND400988
CNO FINL GROUP INCCOM12621E103012SH DFND50012
CNOOC LTDCOM12613210914,000135SH DFND200135
CNOOC LTDCOM1261321094,00036SH DFND30036
CNOOC LTDCOM1261321099,00086SH DFND40086
COACH INCCOM189754104355,839,00010,871,961SH SOLE110,871,96100
COACH INCCOM18975410438,0001,150SH DFND2001,150
COACH INCCOM189754104184,0005,614SH DFND3005,614
COACH INCCOM18975410464,0001,963SH DFND4001,963
COACH INCCOM18975410455,0001,677SH DFND5001,677
COBALT INTERNATIONAL ENERGYCOM19075F10697,00018,047SH SOLE118,04700
COBALT INTL ENERGY INCCOM19075F1061,000197SH DFND200197
COBALT INTL ENERGY INCCOM19075F106025SH DFND40025
COBIZ FINANCIAL INCCOM190897108285,00021,259SH SOLE121,25900
COCA COLA BOTTLING CO CONSCOM19109810218,000100SH DFND400100
COCA COLA BOTTLING CO CONSOLCOM191098102498,0002,727SH SOLE12,72700
COCA COLA COCOM1912161001,974,00045,954SH DFND20045,954
COCA COLA COCOM1912161005,080,000118,254SH DFND300118,254
COCA COLA COCOM1912161002,828,00065,835SH DFND40065,835
COCA COLA COCOM191216100168,0003,917SH DFND5003,917
COCA COLA CO/THECOM19121610066,111,0001,538,887SH SOLE11,538,88700
COCA COLA ENTERPRISESCOM19122T1095,878,000119,368SH SOLE1119,36800
COCA COLA ENTERPRISES INC NECOM19122T10925,000500SH DFND200500
COCA COLA ENTERPRISES INC NECOM19122T1091,971,00040,033SH DFND40040,033
CODE REBEL CORPCOM19200J1062,000627SH SOLE162700
COEUR MINING INCCOM192108504197,00079,631SH SOLE179,63100
COEUR MNG INCCOM1921085040173SH DFND200173
COEUR MNG INCCOM192108504206,00082,959SH DFND30082,959
COEUR MNG INCCOM1921085046,0002,486SH DFND4002,486
COGENT COMMUNICATIONS HOLDINCOM19239V302936,00026,971SH SOLE126,97100
COGENTIX MED INCCOM19243A1040260SH DFND500260
COGNEX CORPCOM1924221035,523,000163,536SH SOLE1163,53600
COGNEX CORPCOM192422103508,00015,056SH DFND20015,056
COGNEX CORPCOM1924221039,000261SH DFND400261
COGNIZANT TECH SOLUTIONS ACOM19244610215,639,000260,564SH SOLE1260,56400
COGNIZANT TECHNOLOGY SOLUTIOCOM1924461021,378,00022,958SH DFND20022,958
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102626,00010,430SH DFND30010,430
COGNIZANT TECHNOLOGY SOLUTIOCOM192446102249,0004,144SH DFND4004,144
COGNIZANT TECHNOLOGY SOLUTIOCOM19244610285,0001,410SH DFND5001,410
COHEN & STEERS CLOSED END OPCOM19248P10651,0004,610SH DFND2004,610
COHEN & STEERS CLOSED END OPCOM19248P10611,0001,000SH DFND3001,000
COHEN & STEERS CLOSED END OPCOM19248P106117,00010,645SH DFND40010,645
COHEN & STEERS CLOSED END OPCOM19248P1063,000300SH DFND500300
COHEN & STEERS GLOBAL INC BLCOM19248M10354,0005,700SH DFND4005,700
COHEN & STEERS INFRASTRUCTURCOM19248A10919,0001,003SH DFND2001,003
COHEN & STEERS INFRASTRUCTURCOM19248A10971,0003,713SH DFND3003,713
COHEN & STEERS INFRASTRUCTURCOM19248A109453,00023,743SH DFND40023,743
COHEN & STEERS LTD DUR PFD ICOM19248C10564,0002,856SH DFND2002,856
COHEN & STEERS LTD DUR PFD ICOM19248C105216,0009,589SH DFND3009,589
COHEN & STEERS MLP INC & ENRCOM19249B10618,0001,680SH DFND3001,680
COHEN & STEERS QUALITY RLTYCOM19247L10625,0002,050SH DFND2002,050
COHEN & STEERS QUALITY RLTYCOM19247L10638,0003,104SH DFND3003,104
COHEN & STEERS QUALITY RLTYCOM19247L106977,00079,945SH DFND40079,945
COHEN & STEERS REIT & PFD INCOM19247X10024,0001,300SH DFND2001,300
COHEN & STEERS REIT & PFD INCOM19247X10060,0003,275SH DFND3003,275
COHEN & STEERS REIT & PFD INCOM19247X10034,0001,859SH DFND4001,859
COHEN & STEERS REIT & PFD INCOM19247X10010,000522SH DFND500522
COHEN & STEERS SLT PFD INCMCOM19248Y10712,000500SH DFND300500
COHEN & STEERS TOTAL RETURNCOM19247R1036,000510SH DFND300510
COHEN & STEERS TOTAL RETURNCOM19247R1031,425,000113,063SH DFND400113,063
COHEN + STEERS INCCOM19247A100362,00011,874SH SOLE111,87400
COHERENT INCCOM1924791031,120,00017,207SH SOLE117,20700
COHERENT INCCOM1924791033,00040SH DFND20040
COHERUS BIOSCIENCES INCCOM19249H103317,00013,811SH SOLE113,81100
COHU INCCOM192576106223,00018,509SH SOLE118,50900
COLFAX CORPCOM19401410683,0003,549SH SOLE13,54900
COLFAX CORPCOM1940141068,000344SH DFND200344
COLFAX CORPCOM1940141065,000200SH DFND500200
COLGATE PALMOLIVE COCOM19416210328,799,000432,295SH SOLE1432,29500
COLGATE PALMOLIVE COCOM194162103880,00013,217SH DFND20013,217
COLGATE PALMOLIVE COCOM194162103908,00013,630SH DFND30013,630
COLGATE PALMOLIVE COCOM1941621031,219,00018,294SH DFND40018,294
COLGATE PALMOLIVE COCOM1941621034,00064SH DFND50064
COLLECTORS UNIVERSECOM19421R20065,0004,183SH SOLE14,18300
COLLECTORS UNIVERSE INCCOM19421R2007,000450SH DFND200450
COLLECTORS UNIVERSE INCCOM19421R2008,000490SH DFND300490
COLLEGIUM PHARMACEUTICAL INCCOM19459J104107,0003,906SH SOLE13,90600
COLONY CAP INCCOM19624R10613,000643SH DFND300643
COLONY CAP INCCOM19624R10620,0001,030SH DFND4001,030
COLONY CAP INCCOM19624R4032,000100SH DFND400100
COLONY CAPITAL INC ACOM19624R1061,274,00065,423SH SOLE165,42300
COLUCID PHARMACEUTICALS INCCOM19716T1016,000750SH DFND200750
COLUMBIA BANKING SYSTEM INCCOM1972361021,351,00041,547SH SOLE141,54700
COLUMBIA PIPELINE GROUPCOM1982801093,865,000193,242SH SOLE1193,24200
COLUMBIA PIPELINE GROUP INCCOM19828010915,000735SH DFND200735
COLUMBIA PIPELINE GROUP INCCOM19828010973,0003,669SH DFND3003,669
COLUMBIA PIPELINE GROUP INCCOM1982801099,000443SH DFND400443
COLUMBIA PIPELINE GROUP INCCOM1982801098,000423SH DFND500423
COLUMBIA PPTY TR INCCOM1982872032,927,000124,678SH DFND200124,678
COLUMBIA PPTY TR INCCOM1982872031,662,00070,796SH DFND30070,796
COLUMBIA PPTY TR INCCOM198287203589,00025,093SH DFND40025,093
COLUMBIA PPTY TR INCCOM19828720384,0003,586SH DFND5003,586
COLUMBIA PROPERTY TRUST INCCOM198287203100,0004,261SH SOLE14,26100
COLUMBIA SELIGM PREM TECH GRCOM19842X10911,000600SH DFND300600
COLUMBIA SPORTSWEAR COCOM198516106819,00016,805SH SOLE116,80500
COLUMBIA SPORTSWEAR COCOM19851610686,0001,765SH DFND3001,765
COLUMBUS MCKINNON CORP N YCOM19933310511,000600SH DFND400600
COLUMBUS MCKINNON CORP/NYCOM199333105222,00011,754SH SOLE111,75400
COMCAST CORP CLASS ACOM20030N10167,019,0001,187,651SH SOLE11,187,65100
COMCAST CORP NEWCOM20030N101406,0007,199SH DFND2007,199
COMCAST CORP NEWCOM20030N101483,0008,562SH DFND3008,562
COMCAST CORP NEWCOM20030N101403,0007,149SH DFND4007,149
COMCAST CORP NEWCOM20030N10199,0001,748SH DFND5001,748
COMERICA INCCOM2003401074,040,00096,571SH SOLE196,57100
COMERICA INCCOM2003401072,00044SH DFND30044
COMERICA INCCOM20034010731,000752SH DFND400752
COMERICA INCCOM20034010712,000286SH DFND500286
COMFORT SYSTEMS USA INCCOM199908104763,00026,861SH SOLE126,86100
COMMERCE BANCSHARES INCCOM2005251036,912,000162,473SH SOLE1162,47300
COMMERCE BANCSHARES INCCOM20052510324,000571SH DFND200571
COMMERCE BANCSHARES INCCOM2005251034,00099SH DFND30099
COMMERCE BANCSHARES INCCOM20052510364,0001,503SH DFND4001,503
COMMERCIAL METALS COCOM2017231033,958,000289,094SH SOLE1289,09400
COMMERCIAL METALS COCOM20172310307SH DFND3007
COMMERCIAL METALS COCOM2017231031,00047SH DFND40047
COMMERCIAL VEH GROUP INCCOM2026081050100SH DFND300100
COMMERCIAL VEHICLE GROUP INCCOM20260810549,00017,586SH SOLE117,58600
COMMSCOPE HOLDING CO INCCOM20337X10984,0003,230SH SOLE13,23000
COMMUNICATIONS SALES + LECOM20341J1044,361,000233,332SH SOLE1233,33200
COMMUNICATIONS SALES&LEAS INCOM20341J1047,000385SH DFND200385
COMMUNICATIONS SALES&LEAS INCOM20341J104110,0005,903SH DFND3005,903
COMMUNICATIONS SALES&LEAS INCOM20341J10429,0001,542SH DFND4001,542
COMMUNICATIONS SALES&LEAS INCOM20341J10430,0001,621SH DFND5001,621
COMMUNICATIONS SYS INCCOM2039001052,000234SH DFND200234
COMMUNITY BANK SYSTEM INCCOM2036071061,187,00029,720SH SOLE129,72000
COMMUNITY BK SYS INCCOM20360710623,000575SH DFND300575
COMMUNITY HEALTH SYS INC NEWCOM2036681083,000100SH DFND300100
COMMUNITY HEALTH SYS INC NEWCOM20366810823,000875SH DFND400875
COMMUNITY HEALTH SYSTEMS INCCOM2036681086,074,000228,957SH SOLE1228,95700
COMMUNITY TR BANCORP INCCOM2041491081,00026SH DFND30026
COMMUNITY TRUST BANCORP INCCOM204149108321,0009,168SH SOLE19,16800
COMMUNITYONE BANCORPCOM20416Q10897,0007,200SH SOLE17,20000
COMMVAULT SYSTEMS INCCOM2041661024,196,000106,634SH SOLE1106,63400
COMMVAULT SYSTEMS INCCOM2041661022,00050SH DFND30050
COMMVAULT SYSTEMS INCCOM2041661029,000219SH DFND400219
COMPANHIA ENERGETICA DE MINACOM2044096011,000880SH DFND200880
COMPANHIA ENERGETICA DE MINACOM2044096011,000889SH DFND300889
COMPANHIA ENERGETICA DE MINACOM2044096013,0002,297SH DFND4002,297
COMPANHIA PARANAENSE ENERG CCOM20441B4071,000200SH DFND200200
COMPANHIA PARANAENSE ENERG CCOM20441B4072,000315SH DFND300315
COMPANHIA SIDERURGICA NACIONCOM20440W1050500SH DFND400500
COMPANHIA SIDERURGICA NACIONCOM20440W1050420SH DFND500420
COMPANIA CERVECERIAS UNIDASCOM20442910414,000650SH DFND200650
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10452,0003,268SH DFND2003,268
COMPASS DIVERSIFIED HOLDINGSCOM20451Q104235,00014,775SH DFND30014,775
COMPASS DIVERSIFIED HOLDINGSCOM20451Q10438,0002,398SH DFND4002,398
COMPASS MINERALS INTERNATIONCOM20451N1016,099,00081,024SH SOLE181,02400
COMPASS MINERALS INTL INCCOM20451N101349,0004,639SH DFND3004,639
COMPASS MINERALS INTL INCCOM20451N10141,000545SH DFND400545
COMPASS MINERALS INTL INCCOM20451N10121,000282SH DFND500282
COMPUTER PROGRAMS & SYS INCCOM20530610326,000515SH DFND300515
COMPUTER PROGRAMS + SYSTEMSCOM205306103400,0008,039SH SOLE18,03900
COMPUTER SCIENCES CORPCOM2053631048,786,000268,863SH SOLE1268,86300
COMPUTER SCIENCES CORPCOM20536310419,000576SH DFND300576
COMPUTER SCIENCES CORPCOM20536310459,0001,814SH DFND5001,814
COMSCORE INCCOM20564W1051,008,00024,498SH SOLE124,49800
COMSTOCK RES INCCOM2057682032,0001,000SH DFND2001,000
COMSTOCK RES INCCOM2057682030100SH DFND300100
COMTECH TELECOMMUNICATIONSCOM205826209235,00011,690SH SOLE111,69000
CONAGRA FOODS INCCOM2058871027,509,000178,110SH SOLE1178,11000
CONAGRA FOODS INCCOM205887102169,0004,016SH DFND2004,016
CONAGRA FOODS INCCOM205887102746,00017,703SH DFND30017,703
CONAGRA FOODS INCCOM20588710249,0001,151SH DFND4001,151
CONAGRA FOODS INCCOM20588710214,000323SH DFND500323
CONCERT PHARMACEUTICALS INCCOM206022105171,0009,007SH SOLE19,00700
CONCHO RES INCCOM20605P10105SH DFND3005
CONCHO RES INCCOM20605P1013,00028SH DFND40028
CONCHO RESOURCES INCCOM20605P101422,0004,543SH SOLE14,54300
CONCORDIA HEALTHCARE CORPCOM2065191004,00096SH DFND30096
CONMED CORPCOM207410101865,00019,626SH SOLE119,62600
CONN S INCCOM208242107376,00016,022SH SOLE116,02200
CONNECTICUT WATER SVC INCCOM207797101248,0006,530SH SOLE16,53000
CONNECTICUT WTR SVC INCCOM2077971011,00031SH DFND30031
CONNECTONE BANCORP INCCOM20786W107327,00017,510SH SOLE117,51000
CONNECTURE INCCOM20786J10614,0003,889SH SOLE13,88900
CONNS INCCOM2082421071,00057SH DFND30057
CONOCOPHILLIPSCOM20825C10419,481,000417,239SH SOLE1417,23900
CONOCOPHILLIPSCOM20825C1042,367,00050,698SH DFND20050,698
CONOCOPHILLIPSCOM20825C1043,182,00068,162SH DFND30068,162
CONOCOPHILLIPSCOM20825C1041,425,00030,526SH DFND40030,526
CONOCOPHILLIPSCOM20825C104145,0003,110SH DFND5003,110
CONS TOMOKA LAND CO FLORIDACOM210226106135,0002,554SH SOLE12,55400
CONSOL ENERGY INCCOM20854P109700,00088,576SH SOLE188,57600
CONSOL ENERGY INCCOM20854P10935,0004,376SH DFND2004,376
CONSOL ENERGY INCCOM20854P1098,000961SH DFND300961
CONSOL ENERGY INCCOM20854P1092,000190SH DFND400190
CONSOLIDATED COMM HLDGS INCCOM20903410719,000900SH DFND200900
CONSOLIDATED COMM HLDGS INCCOM20903410767,0003,210SH DFND3003,210
CONSOLIDATED COMMUNICATIONSCOM209034107762,00036,368SH SOLE136,36800
CONSOLIDATED EDISON INCCOM2091151047,033,000109,433SH SOLE1109,43300
CONSOLIDATED EDISON INCCOM209115104748,00011,635SH DFND20011,635
CONSOLIDATED EDISON INCCOM209115104529,0008,236SH DFND3008,236
CONSOLIDATED EDISON INCCOM209115104403,0006,267SH DFND4006,267
CONSOLIDATED EDISON INCCOM20911510415,000235SH DFND500235
CONSOLIDATED WATER CO INCCOMG2377310714,0001,142SH DFND3001,142
CONSOLIDATED WATER CO ORD SHCOMG23773107106,0008,629SH SOLE18,62900
CONSTANT CONTACT INCCOM210313102677,00023,150SH SOLE123,15000
CONSTELLATION BRANDS INCCOM21036P108192,0001,348SH DFND2001,348
CONSTELLATION BRANDS INCCOM21036P1082,315,00016,252SH DFND30016,252
CONSTELLATION BRANDS INCCOM21036P108212,0001,491SH DFND4001,491
CONSTELLATION BRANDS INCCOM21036P1089,00062SH DFND50062
CONSTELLATION BRANDS INC ACOM21036P1088,471,00059,471SH SOLE159,47100
CONTAINER STORE GROUP INCCOM21075110373,0008,897SH DFND3008,897
CONTAINER STORE GROUP INC/THCOM21075110376,0009,229SH SOLE19,22900
CONTANGO OIL + GASCOM21075N20480,00012,548SH SOLE112,54800
CONTINENTAL BUILDING PRODUCTCOM211171103322,00018,437SH SOLE118,43700
CONTINENTAL RESOURCES INCCOM21201510139,0001,694SH DFND2001,694
CONTINENTAL RESOURCES INCCOM21201510145,0001,969SH DFND3001,969
CONTINENTAL RESOURCES INCCOM21201510134,0001,500SH DFND4001,500
CONTINENTAL RESOURCES INCCOM2120151013,000130SH DFND500130
CONTINENTAL RESOURCES INC/OKCOM212015101126,0005,490SH SOLE15,49000
CONTRAVIR PHARMACEUTICALS INCOM21234W1030283SH DFND300283
CONTROL4 CORPCOM21240D10789,00012,198SH SOLE112,19800
CONTROLADORA VUELA CIA DE AVCOM21240E10539,0002,250SH DFND2002,250
CONTROLADORA VUELA CIA DE AVCOM21240E10505SH DFND3005
CONTROLADORA VUELA CIA DE AVCOM21240E1051,00038SH DFND40038
CONVERGYS CORPCOM2124851066,058,000243,387SH SOLE1243,38700
CONVERGYS CORPCOM2124851069,000367SH DFND300367
CONVERGYS CORPCOM2124851065,000200SH DFND500200
COOPER COS INCCOM21664840211,00085SH DFND20085
COOPER COS INCCOM216648402121,000905SH DFND300905
COOPER COS INCCOM2166484027,00052SH DFND40052
COOPER COS INC/THECOM21664840212,651,00094,270SH SOLE194,27000
COOPER STANDARD HOLDINGCOM21676P103617,0007,953SH SOLE17,95300
COOPER STD HLDGS INCCOM21676P1031,00016SH DFND30016
COOPER TIRE & RUBR COCOM2168311073,00074SH DFND20074
COOPER TIRE & RUBR COCOM2168311079,000234SH DFND300234
COOPER TIRE & RUBR COCOM2168311075,000132SH DFND400132
COOPER TIRE & RUBR COCOM21683110738,0001,000SH DFND5001,000
COOPER TIRE + RUBBERCOM2168311071,276,00033,716SH SOLE133,71600
COPA HOLDINGS SACOMP3107610524,000500SH DFND300500
COPA HOLDINGS SA CLASS ACOMP31076105872,00018,059SH SOLE118,05900
COPART INCCOM2172041068,024,000211,113SH SOLE1211,11300
COPART INCCOM21720410628,000730SH DFND300730
CORCEPT THERAPEUTICS INCCOM218352102181,00036,250SH SOLE136,25000
CORE LABORATORIES N VCOMN227171078,00072SH DFND20072
CORE LABORATORIES N VCOMN2271710761,000561SH DFND300561
CORE LABORATORIES N VCOMN2271710758,000531SH DFND400531
CORE LABORATORIES N.V.COMN22717107156,0001,438SH SOLE11,43800
CORE MARK HOLDING CO INCCOM2186811041,362,00016,622SH SOLE116,62200
CORE MOLDING TECHNOLOGIES INCOM21868310058,0004,489SH SOLE14,48900
CORE MOLDING TECHNOLOGIES INCOM2186831009,000700SH DFND200700
CORELOGIC INCCOM21871D1035,770,000170,416SH SOLE1170,41600
CORELOGIC INCCOM21871D10308SH DFND3008
CORELOGIC INCCOM21871D1032,00056SH DFND40056
CORENERGY INFRASTRUCTURE TRCOM21870U50218,0001,200SH DFND3001,200
CORENERGY INFRASTRUCTURE TRCOM21870U5024,000300SH DFND400300
CORENERGY INFRASTRUCTURE TRUCOM21870U50281,0005,460SH SOLE15,46000
CORESITE REALTY CORPCOM21870Q1051,042,00018,367SH SOLE118,36700
CORESITE RLTY CORPCOM21870Q105263,0004,629SH DFND3004,629
CORINDUS VASCULAR ROBOTICS ICOM21873010942,00013,183SH SOLE113,18300
CORIUM INTERNATIONAL INCCOM21887L10741,0005,089SH SOLE15,08900
CORMEDIX INCCOM21900C10037,00018,187SH SOLE118,18700
CORMEDIX INCCOM21900C1003,0001,500SH DFND3001,500
CORNERSTONE ONDEMAND INCCOM21925Y1031,091,00031,591SH SOLE131,59100
CORNERSTONE ONDEMAND INCCOM21925Y1031,00021SH DFND20021
CORNERSTONE STRATEGIC VALUECOM21924B3022,000101SH DFND200101
CORNERSTONE STRATEGIC VALUECOM21924B30225,0001,571SH DFND3001,571
CORNERSTONE STRATEGIC VALUECOM21924B3022,000134SH DFND400134
CORNERSTONE TOTAL RTRN FD INCOM21924U30017,0001,000SH DFND5001,000
CORNING INCCOM21935010511,161,000610,569SH SOLE1610,56900
CORNING INCCOM219350105692,00037,871SH DFND20037,871
CORNING INCCOM219350105643,00035,156SH DFND30035,156
CORNING INCCOM21935010594,0005,162SH DFND4005,162
CORNING INCCOM219350105140,0007,672SH DFND5007,672
CORPORATE OFFICE PROPERTIESCOM22002T1083,998,000183,137SH SOLE1183,13700
CORRECTIONS CORP AMER NEWCOM22025Y4076,000211SH DFND200211
CORRECTIONS CORP AMER NEWCOM22025Y40715,000575SH DFND300575
CORRECTIONS CORP AMER NEWCOM22025Y40715,000585SH DFND400585
CORRECTIONS CORP AMER NEWCOM22025Y4072,00074SH DFND50074
CORRECTIONS CORP OF AMERICACOM22025Y4076,016,000227,087SH SOLE1227,08700
CORVEL CORPCOM221006109282,0006,414SH SOLE16,41400
COSTAMARE INCCOMY1771G1022,000200SH DFND300200
COSTAR GROUP INCCOM22160N109166,000804SH SOLE180400
COSTAR GROUP INCCOM22160N1098,00041SH DFND30041
COSTCO WHOLESALE CORPCOM22160K10535,182,000217,843SH SOLE1217,84300
COSTCO WHSL CORP NEWCOM22160K1053,048,00018,872SH DFND20018,872
COSTCO WHSL CORP NEWCOM22160K1051,689,00010,461SH DFND30010,461
COSTCO WHSL CORP NEWCOM22160K105199,0001,230SH DFND4001,230
COSTCO WHSL CORP NEWCOM22160K105441,0002,730SH DFND5002,730
COTT CORP QUECOM22163N10620,0001,800SH DFND2001,800
COTT CORP QUECOM22163N1067,000600SH DFND400600
COTY INCCOM2220702031,00044SH DFND40044
COTY INC CL ACOM22207020353,0002,067SH SOLE12,06700
COUNTERPATH CORPCOM22228P3020190SH DFND500190
COUSINS PROPERTIES INCCOM2227951061,455,000154,265SH SOLE1154,26500
COVANTA HLDG CORPCOM22282E1027,000465SH DFND300465
COVANTA HLDG CORPCOM22282E1024,000239SH DFND400239
COVANTA HOLDING CORPCOM22282E10244,0002,845SH SOLE12,84500
COVENANT TRANSPORT GRP CL ACOM22284P105130,0006,871SH SOLE16,87100
COVISINT CORPCOM22357R10304SH DFND3004
COWEN GROUP INC CLASS ACOM223622101250,00065,248SH SOLE165,24800
CPI CARD GROUP INCCOM12634H101417,00039,139SH DFND20039,139
CR BARD INCCOM0673831094,828,00025,486SH SOLE125,48600
CRA INTERNATIONAL INCCOM12618T105100,0005,365SH SOLE15,36500
CRACKER BARREL OLD COUNTRYCOM22410J1067,199,00056,763SH SOLE156,76300
CRACKER BARREL OLD CTRY STORCOM22410J10615,000120SH DFND200120
CRACKER BARREL OLD CTRY STORCOM22410J106306,0002,410SH DFND3002,410
CRACKER BARREL OLD CTRY STORCOM22410J10654,000428SH DFND400428
CRACKER BARREL OLD CTRY STORCOM22410J1063,00022SH DFND50022
CRAFT BREW ALLIANCE INCCOM22412210150,0005,995SH SOLE15,99500
CRANE COCOM2243991057,823,000163,527SH SOLE1163,52700
CRAWFORD + CO CL BCOM22463310788,00016,652SH SOLE116,65200
CRAY INCCOM225223304776,00023,908SH SOLE123,90800
CREDIT ACCEP CORP MICHCOM2253101014,00020SH DFND20020
CREDIT ACCEP CORP MICHCOM2253101014,00017SH DFND30017
CREDIT ACCEPTANCE CORPCOM22531010145,000210SH SOLE121000
CREDIT SUISSE ASSET MGMT INCCOM2249161062,000800SH DFND200800
CREDIT SUISSE ASSET MGMT INCCOM2249161063,0001,000SH DFND3001,000
CREDIT SUISSE GROUPCOM2254011083,000150SH DFND300150
CREDIT SUISSE GROUPCOM22540110814,000667SH DFND400667
CREDIT SUISSE GROUPCOM2254011081,00066SH DFND50066
CREDIT SUISSE HIGH YLD BND FCOM22544F10313,0005,879SH DFND3005,879
CREDIT SUISSE NASSAU BRHCOM22542D8529,000477SH DFND200477
CREDIT SUISSE NASSAU BRHCOM22542D795537,00020,809SH DFND30020,809
CREDIT SUISSE NASSAU BRHCOM22542D8526,000310SH DFND400310
CREDIT SUISSE NASSAU BRHCOM22542D85224,0001,283SH DFND5001,283
CREDIT SUISSE NASSAU BRHCOM22542D7953,000100SH DFND500100
CREE INCCOM2254471015,324,000199,610SH SOLE1199,61000
CREE INCCOM22544710116,000583SH DFND200583
CREE INCCOM22544710145,0001,695SH DFND3001,695
CREE INCCOM2254471013,000102SH DFND400102
CRESCENT PT ENERGY CORPCOM22576C1015,000400SH DFND400400
CRESTWOOD EQUITY PARTNERS LPCOM22634420810,000480SH DFND200480
CRESTWOOD EQUITY PARTNERS LPCOM22634420812,000564SH DFND300564
CRESTWOOD EQUITY PARTNERS LPCOM2263442081,00029SH DFND40029
CRH PLCCOM12626K2032,00061SH DFND40061
CRITEO S ACOM22671810414,000350SH DFND200350
CRITEO S ACOM22671810448,0001,223SH DFND4001,223
CROCS INCCOM227046109563,00054,986SH SOLE154,98600
CROSS COUNTRY HEALTHCARE INCCOM227483104381,00023,216SH SOLE123,21600
CROSS CTRY HEALTHCARE INCCOM2274831047,000435SH DFND400435
CROSS TIMBERS RTY TRCOM22757R10931,0002,374SH DFND3002,374
CROWN CASTLE INTL CORPCOM22822V10114,642,000169,371SH SOLE1169,37100
CROWN CASTLE INTL CORP NEWCOM22822V1014,00043SH DFND20043
CROWN CASTLE INTL CORP NEWCOM22822V101245,0002,831SH DFND3002,831
CROWN CASTLE INTL CORP NEWCOM22822V1013,00036SH DFND40036
CROWN CASTLE INTL CORP NEWCOM22822V10122,000255SH DFND500255
CROWN HOLDINGS INCCOM228368106217,0004,278SH SOLE14,27800
CROWN HOLDINGS INCCOM2283681061,00013SH DFND20013
CROWN HOLDINGS INCCOM22836810615,000294SH DFND300294
CROWN HOLDINGS INCCOM2283681063,00060SH DFND40060
CROWN MEDIA HOLDINGS CLASS ACOM228411104114,00020,264SH SOLE120,26400
CRYOLIFE INCCOM228903100198,00018,335SH SOLE118,33500
CRYOLIFE INCCOM2289031001,00051SH DFND20051
CSG SYS INTL INCCOM1263491091,00040SH DFND30040
CSG SYSTEMS INTL INCCOM126349109848,00023,574SH SOLE123,57400
CSP INCCOM1263891053,000400SH DFND200400
CSRA INCCOM12650T1041,511,00050,375SH SOLE150,37500
CSRA INCCOM12650T10417,000576SH DFND300576
CSRA INCCOM12650T10454,0001,814SH DFND5001,814
CSS INDS INCCOM12590610757,0002,000SH DFND2002,000
CSS INDUSTRIES INCCOM125906107155,0005,472SH SOLE15,47200
CST BRANDS INCCOM12646R1055,709,000145,863SH SOLE1145,86300
CST BRANDS INCCOM12646R10511,000283SH DFND200283
CST BRANDS INCCOM12646R1058,000205SH DFND300205
CST BRANDS INCCOM12646R1051,00016SH DFND40016
CSX CORPCOM1264081039,747,000375,605SH SOLE1375,60500
CSX CORPCOM126408103792,00030,504SH DFND20030,504
CSX CORPCOM126408103971,00037,403SH DFND30037,403
CSX CORPCOM126408103175,0006,743SH DFND4006,743
CSX CORPCOM12640810321,000819SH DFND500819
CTI BIOPHARMA CORPCOM12648L106119,00096,364SH SOLE196,36400
CTI BIOPHARMA CORPCOM12648L1066,0005,000SH DFND4005,000
CTI BIOPHARMA CORPCOM12648L1061,000500SH DFND500500
CTRIP COM INTL LTDCOM22943F10014,000300SH DFND300300
CTRIP COM INTL LTDCOM22943F10011,000234SH DFND400234
CTRIP.COM INTERNATIONAL ADRADR22943F100866,00018,701SH SOLE118,70100
CTS CORPCOM126501105420,00023,828SH SOLE123,82800
CU BANCORPCOM126534106250,0009,839SH SOLE19,83900
CU BANCORP CALIFCOM1265341065,000200SH DFND400200
CUBESMARTCOM2296631092,983,00097,428SH SOLE197,42800
CUBIC CORPCOM229669106738,00015,620SH SOLE115,62000
CUBIC CORPCOM2296691069,000180SH DFND200180
CUI GLOBAL INCCOM1265762063,000398SH DFND200398
CULLEN FROST BANKERS INCCOM22989910920,000339SH DFND200339
CULLEN FROST BANKERS INCCOM229899109177,0002,947SH DFND3002,947
CULLEN/FROST BANKERS INCCOM2298991096,373,000106,220SH SOLE1106,22000
CULP INCCOM230215105154,0006,047SH SOLE16,04700
CUMMINS INCCOM231021106273,294,0003,105,264SH SOLE13,105,26400
CUMMINS INCCOM2310211061,112,00012,639SH DFND20012,639
CUMMINS INCCOM231021106902,00010,245SH DFND30010,245