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
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM CL A CL A 68243Q106 1,547 170,059 SH   DFND 1 168,634 0 1,425
1ST SOURCE CORP COM COM 336901103 3,595 116,748 SH   DFND 1 116,748 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 319 17,466 SH   DFND 1 17,466 0 0
22ND CENTURY GROUP INC COM 90137F103 122 145,276 SH   DFND 1 145,276 0 0
2U INC COM 90214J101 31 878 SH   DFND 1 2 878 0 0
2U INC COM 90214J101 6,952 193,666 SH   DFND 1 193,666 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 7,020 607,868 SH   DFND 1 605,989 0 1,879
3M CO COM 88579Y101 712,421 5,034,940 SH   DFND 1 5,026,094 0 8,846
51JOBS INC-ADR SP ADR REP COM 316827104 240 8,790 SH   DFND 1 8,790 0 0
6D GLOBAL TECHNOLOGIES COM 83002F100 126 43,486 SH   DFND 1 43,486 0 0
8X8 INC NEW COM COM 282914100 8 1,072 SH   DFND 1 2 1,072 0 0
8X8 INC NEW COM COM 282914100 4,554 550,700 SH   DFND 1 550,700 0 0
A. H. BELO CORP COM CL A 001282102 544 110,352 SH   DFND 1 110,352 0 0
A. H. BELO CORP COM CL A 001282102 2 523 SH   DFND 1 2 523 0 0
A10 NETWORKS INC COM 002121101 1,257 209,872 SH   DFND 1 209,872 0 0
A10 NETWORKS INC COM 002121101 33 5,525 SH   DFND 1 2 5,525 0 0
AAC HOLDINGS INC COM 000307108 913 41,063 SH   DFND 1 41,063 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 5,840 301,351 SH   DFND 1 301,351 0 0
AAR CORP COM COM 000361105 4,289 226,122 SH   DFND 1 226,122 0 0
AARON'S INC COM PAR $0.50 002535300 54 1,496 SH   DFND 1 2 1,496 0 0
AARON'S INC COM PAR $0.50 002535300 14,064 389,489 SH   DFND 1 388,694 0 795
ABAXIS INC COM 002567105 6,187 140,665 SH   DFND 1 140,665 0 0
ABBOTT LABS COM COM 002824100 492,398 12,265,755 SH   DFND 1 12,249,242 0 16,513
ABBVIE INC COM 00287Y109 711,605 13,104,594 SH   DFND 1 13,082,549 0 22,045
ABBVIE INC COM 00287Y109 264 4,866 SH   DFND 1 2 4,866 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 235 58,256 SH   DFND 1 58,256 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 8,820 416,268 SH   DFND 1 415,442 0 826
ABERDEEN ASIA PACIFIC INCOME COM 003009107 1,667 370,533 PRN   DFND 1 2 370,533 0 0
ABERDEEN GLOBAL INCOME FD COM 003013109 121 15,946 PRN   DFND 1 2 15,946 0 0
ABIOMED INC COM COM 003654100 98 1,065 SH   DFND 1 2 1,065 0 0
ABIOMED INC COM COM 003654100 23,973 258,448 SH   DFND 1 258,448 0 0
ABM INDS INC COM COM 000957100 9,227 337,876 SH   DFND 1 337,876 0 0
ABRAXAS PETE CORP COM COM 003830106 776 606,796 SH   DFND 1 606,796 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 2,954 325,398 SH   DFND 1 325,398 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 21,702 327,486 SH   DFND 1 327,459 0 27
ACADIA PHARMACEUTICALS INC COM COM 004225108 17,652 533,790 SH   DFND 1 533,460 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 16,824 559,518 SH   DFND 1 559,518 0 0
ACASTI PHARMA INC CL A SHS 00430K105 4 18,131 SH   DFND 1 18,131 0 0
ACCELERON PHARMA INC COM 00434H108 4,973 199,744 SH   DFND 1 199,744 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 444 4,521 SH   DFND 1 2 4,521 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 487,563 4,971,705 SH   DFND 1 4,961,146 0 10,559
ACCESS NATIONAL CORP COM COM 004337101 830 40,754 SH   DFND 1 40,754 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 2,610 161,316 SH   DFND 1 161,122 0 194
ACCO BRANDS CORP COM 00081T108 6,381 902,620 SH   DFND 1 902,620 0 0
ACCO BRANDS CORP COM 00081T108 279 39,588 SH   DFND 1 2 39,588 0 0
ACCURAY INC COM 004397105 2,526 505,762 SH   DFND 1 505,762 0 0
ACCURIDE CORP COM NEW 00439T206 765 276,185 SH   DFND 1 276,185 0 0
ACE LTD ORD SHS H0023R105 263,308 2,551,534 SH   DFND 1 2,550,142 0 1,392
ACELRX PHARMACEUTICALS INC COM 00444T100 413 135,544 SH   DFND 1 135,544 0 0
ACETO CORP COM COM 004446100 4,850 176,700 SH   DFND 1 176,700 0 0
ACHAOGEN INC COM 004449104 245 42,636 SH   DFND 1 42,636 0 0
ACHILLION PHARMACTCLS COM 00448Q201 4,984 721,274 SH   DFND 1 721,274 0 0
ACI WORLDWIDE INC COM 004498101 16,339 773,645 SH   DFND 1 773,645 0 0
ACNB CORP COM 000868109 371 17,657 SH   DFND 1 17,657 0 0
ACORDA THERAPEUTICS INC COM 00484M106 7,814 294,777 SH   DFND 1 294,777 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 267 151,287 SH   DFND 1 151,287 0 0
ACTIVE POWER INC COM COM NEW 00504W308 122 75,077 SH   DFND 1 75,077 0 0
ACTIVISION BLIZZARD INC COM 00507V109 139,232 4,515,166 SH   DFND 1 4,505,410 0 9,756
ACTUA CORP COM 005094107 2,798 237,979 SH   DFND 1 237,979 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 6,889 374,617 SH   DFND 1 374,617 0 0
ACUITY BRANDS INC COM COM 00508Y102 274 1,562 SH   DFND 1 2 1,562 0 0
ACUITY BRANDS INC COM COM 00508Y102 42,812 244,007 SH   DFND 1 243,778 0 229
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 49 21,003 SH   DFND 1 21,003 0 0
ACXIOM CORP COM COM 005125109 10,106 511,447 SH   DFND 1 511,447 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 861 51,486 SH   DFND 1 51,486 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 164 41,564 SH   DFND 1 41,564 0 0
ADAMS EXPRESS COM 006212104 747 58,624 PRN   DFND 1 2 58,624 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 603 14,715 SH   DFND 1 14,715 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 134 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 0 22 SH   DFND 1 2 22 0 0
ADDUS HOMECARE CORP COM 006739106 1,559 50,068 SH   DFND 1 50,068 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 26 11,928 SH   DFND 1 11,928 0 0
ADEPT TECHNOLOGY INC COM COM NEW 006854202 827 63,832 SH   DFND 1 63,832 0 0
ADEPTUS HEALTH INC CL A 006855100 4,115 50,959 SH   DFND 1 50,959 0 0
ADOBE SYS INC COM COM 00724F101 322,258 3,927,205 SH   DFND 1 3,921,743 0 5,462
ADT CORP/THE COM 00101J106 42,229 1,415,055 SH   DFND 1 1,413,966 0 1,089
ADTRAN INC COM COM 00738A106 4,893 335,150 SH   DFND 1 335,150 0 0
ADURO BIOTECH INC COM 00739L101 1,501 77,542 SH   DFND 1 77,542 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 107,074 566,072 SH   DFND 1 565,622 0 450
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 5,260 181,845 SH   DFND 1 181,845 0 0
ADVANCED ENERGY INDS COM COM 007973100 6,788 258,107 SH   DFND 1 258,107 0 0
ADVANCED ENERGY INDS COM COM 007973100 102 3,896 SH   DFND 1 2 3,896 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 6,970 4,052,533 SH   DFND 1 4,052,533 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 51 30,000 SH   DFND 1 2 30,000 0 0
ADVAXIS INC COM NEW 007624208 1,818 177,715 SH   DFND 1 177,715 0 0
ADVISORY BRD CO COM COM 00762W107 12,341 271,014 SH   DFND 1 271,014 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 24,105 876,255 SH   DFND 1 875,967 0 288
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 429 63,758 SH   DFND 1 2 63,758 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 2,361 173,655 SH   DFND 1 173,655 0 0
AEGION CORP COM 00770F104 4,031 244,629 SH   DFND 1 244,629 0 0
AEHR TEST SYSTEMS COM COM 00760J108 28 12,126 SH   DFND 1 12,126 0 0
AEMITIS INC COM NEW 00770K202 173 62,983 SH   DFND 1 62,983 0 0
AEP INDS INC COM COM 001031103 85 1,499 SH   DFND 1 2 1,499 0 0
AEP INDS INC COM COM 001031103 2,427 42,347 SH   DFND 1 42,347 0 0
AERCAP HOLDINGS NV SHS N00985106 599 15,673 SH   DFND 1 2 15,673 0 0
AERI PHARMACEUTICALS INC COM 00771V108 2,624 147,951 SH   DFND 1 147,951 0 0
AEROHIVE NETWORKS INC COM 007786106 521 87,135 SH   DFND 1 87,135 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 6,622 409,326 SH   DFND 1 409,326 0 0
AEROPOSTALE COM COM 007865108 252 407,330 SH   DFND 1 407,330 0 0
AEROVIRONMENT INC COM 008073108 2,696 134,572 SH   DFND 1 134,572 0 0
AES CORP COM COM 00130H105 55,553 5,685,164 SH   DFND 1 5,669,791 0 15,373
AES CORP COM COM 00130H105 21 2,208 SH   DFND 1 2 2,208 0 0
AETERNA ZENTARIS INC COM NEW 007975303 1 11,859 SH   DFND 1 11,859 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 173 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 307,945 2,820,022 SH   DFND 1 2,815,544 0 4,478
AETNA INC NEW COM COM 00817Y108 54 500 SH   DFND 1 2 500 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 71,184 417,173 SH   DFND 1 417,173 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 79 466 SH   DFND 1 2 466 0 0
AFFIMED NV COM N01045108 160 26,064 SH   DFND 1 26,064 0 0
AFFYMETRIX INC COM COM 00826T108 45 5,375 SH   DFND 1 2 5,375 0 0
AFFYMETRIX INC COM COM 00826T108 4,653 544,888 SH   DFND 1 544,888 0 0
AFLAC INC COM COM 001055102 200,798 3,461,016 SH   DFND 1 3,457,196 0 3,820
AG MORTGAGE INVESTMENT TRUST COM 001228105 178 11,701 SH   DFND 1 2 11,701 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 2,890 189,885 SH   DFND 1 181,720 0 8,165
AGCO CORP COM COM 001084102 20,661 443,407 SH   DFND 1 443,322 0 85
AGENGOA YIELD PLC ORD SHS G00349103 1,301 78,627 SH   DFND 1 78,627 0 0
AGENUS INC COM NEW 00847G705 2,065 448,966 SH   DFND 1 448,966 0 0
AGILE THERAPEUTICS INC COM 00847L100 387 57,556 SH   DFND 1 57,556 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 103,822 3,029,432 SH   DFND 1 3,028,532 0 900
AGILENT TECHNOLOGIES INC COM COM 00846U101 404 11,777 SH   DFND 1 2 11,777 0 0
AGILYSYS INC COM 00847J105 1,243 111,860 SH   DFND 1 111,860 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 11,550 163,634 SH   DFND 1 163,609 0 25
AGL RES INC COM COM 001204106 1,770 29,000 SH   DFND 1 2 29,000 0 0
AGL RES INC COM COM 001204106 59,641 978,508 SH   DFND 1 978,363 0 145
AGNICO EAGLE MINES LTD COMSTK 2009823 2,268 90,302 SH   DFND 1 88,347 0 1,955
AGNICO EAGLE MINES LTD COM COM 008474108 214 8,478 SH   DFND 1 2 8,478 0 0
AGNICO EAGLE MINES LTD COM COM 008474108 6 265 SH   DFND 1 0 0 265
AGREE REALTY CORP COM 008492100 43 1,470 SH   DFND 1 2 1,470 0 0
AGREE REALTY CORP COM 008492100 3,554 119,085 SH   DFND 1 119,085 0 0
AGRIUM INC COMSTK 2213538 3,655 41,313 SH   DFND 1 40,798 0 515
AGRIUM INC COM COM 008916108 342 3,825 SH   DFND 1 3,677 0 148
AGROFRESH SOLUTIONS INC COM 00856G109 421 53,115 SH   DFND 1 53,115 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,690 66,746 SH   DFND 1 66,746 0 0
AIR LEASE CORP CL A 00912X302 17,511 566,340 SH   DFND 1 566,340 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 9,205 270,027 SH   DFND 1 270,027 0 0
AIR PRODS & CHEMS INC COM COM 009158106 33 263 SH   DFND 1 2 263 0 0
AIR PRODS & CHEMS INC COM COM 009158106 186,419 1,464,256 SH   DFND 1 1,463,293 0 963
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 3,370 394,185 SH   DFND 1 394,185 0 0
AIRCASTLE LTD COM G0129K104 7,730 375,061 SH   DFND 1 375,061 0 0
AIRGAS INC COM COM 009363102 10 117 SH   DFND 1 2 117 0 0
AIRGAS INC COM COM 009363102 47,647 534,440 SH   DFND 1 533,945 0 495
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 83 15,595 SH   DFND 1 15,595 0 0
AK STL HLDG CORP COM COM 001547108 2,517 1,044,688 SH   DFND 1 1,044,688 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 98,956 1,435,677 SH   DFND 1 1,433,394 0 2,283
AKEBIA THERAPEUTICS INC COM 00972D105 1,233 127,691 SH   DFND 1 127,691 0 0
AKER BIOSCIENCES INC COM 00973E102 37 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 13,732 481,754 SH   DFND 1 481,667 0 87
ALAMO GROUP INC COM COM 011311107 4,257 91,061 SH   DFND 1 91,061 0 0
ALARM.COM HOLDINGS INC COM 011642105 597 51,265 SH   DFND 1 51,265 0 0
ALASKA AIR GROUP INC COM COM 011659109 58,336 734,260 SH   DFND 1 733,198 0 1,062
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 776 354,428 SH   DFND 1 354,428 0 0
ALBANY INTL CORP CL A CL A 012348108 5,328 186,233 SH   DFND 1 186,233 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,835 162,792 SH   DFND 1 162,792 0 0
ALBEMARLE CORP COM COM 012653101 28,952 656,895 SH   DFND 1 656,448 0 447
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 59 16,406 SH   DFND 1 5,831 0 10,575
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 438 120,000 SH   DFND 1 2 120,000 0 0
ALCOA INC COM COM 013817101 100,494 10,423,969 SH   DFND 1 10,416,324 0 7,645
ALDER BIOPHARAMCEUTICALS INC COM 014339105 6,061 185,041 SH   DFND 1 185,041 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 131 22,558 SH   DFND 1 22,558 0 0
ALERE INC COM 01449J105 22,801 473,557 SH   DFND 1 473,496 0 61
ALEXANDER & BALDWIN INC COM 014491104 30 898 SH   DFND 1 2 898 0 0
ALEXANDER & BALDWIN INC COM 014491104 9,631 280,557 SH   DFND 1 280,557 0 0
ALEXANDERS INC COM COM 014752109 7,466 19,963 SH   DFND 1 19,963 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 44,645 527,290 SH   DFND 1 527,290 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 24 159 SH   DFND 1 2 159 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 279,047 1,787,807 SH   DFND 1 1,786,424 0 1,383
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 115 91,009 SH   DFND 1 91,009 0 0
ALICO INC COM COM 016230104 940 23,182 SH   DFND 1 23,182 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 25,097 442,174 SH   DFND 1 441,343 0 831
ALIMERA SCIENCES INC COM 016259103 340 154,143 SH   DFND 1 154,143 0 0
ALKERMES INC COM SHS G01767105 52,663 898,163 SH   DFND 1 897,616 0 547
ALKERMES INC COM SHS G01767105 37 639 SH   DFND 1 2 639 0 0
ALLEGHANY CORP DEL COM COM 017175100 47,855 102,288 SH   DFND 1 102,273 0 15
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 9,148 645,186 SH   DFND 1 643,254 0 1,932
ALLEGIANT TRAVEL CO COM 01748X102 18,763 86,767 SH   DFND 1 86,767 0 0
ALLEGION PLC ORD SHS G0176J109 42,794 743,312 SH   DFND 1 743,253 0 59
ALLERGAN PLC SHS G0177J108 850,398 3,134,775 SH   DFND 1 3,130,212 0 4,563
ALLETE INC COM COM NEW 018522300 14,616 289,488 SH   DFND 1 289,488 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 122,820 475,208 SH   DFND 1 474,611 0 597
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 58 224 SH   DFND 1 2 224 0 0
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,620 94,836 SH   DFND 1 94,836 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 640 20,685 SH   DFND 1 20,685 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 501 16,193 SH   DFND 1 2 16,193 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 26 2,711 SH   DFND 1 2 2,711 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 1,534 157,246 SH   DFND 1 156,779 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 60 2,945 SH   DFND 1 2 2,945 0 0
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 864 42,426 SH   DFND 1 42,426 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 568 25,559 SH   DFND 1 25,559 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 221 9,936 SH   DFND 1 2 9,936 0 0
ALLIANT ENERGY CORP COM COM 018802108 38,218 653,908 SH   DFND 1 653,649 0 259
ALLIED MOTION TECHNOLOGIES COM 019330109 760 42,792 SH   DFND 1 42,792 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 381 21,458 SH   DFND 1 2 21,458 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 22,883 599,518 SH   DFND 1 599,460 0 58
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 1 33 SH   DFND 1 2 33 0 0
ALLIQUA INC COM NEW 019621200 256 80,845 SH   DFND 1 80,845 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 36,577 1,370,439 SH   DFND 1 1,370,071 0 368
ALLISON TRANSMISSION HOLDING COM 01973R101 27 1,028 SH   DFND 1 2 1,028 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 78 15,931 SH   DFND 1 15,931 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 39 8,032 SH   DFND 1 2 8,032 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 12,922 1,042,141 SH   DFND 1 1,042,034 0 107
ALLSTATE CORP COM COM 020002101 187,358 3,223,274 SH   DFND 1 3,221,314 0 1,960
ALLSTATE CORP COM COM 020002101 28 490 SH   DFND 1 2 490 0 0
ALLY FINANCIAL INC COM 02005N100 27 1,361 SH   DFND 1 2 1,361 0 0
ALLY FINANCIAL INC COM 02005N100 57,143 2,805,509 SH   DFND 1 2,796,387 0 9,122
ALMOST FAMILY INC COM 020409108 2,076 51,853 SH   DFND 1 51,853 0 0
ALMOST FAMILY INC COM 020409108 7 199 SH   DFND 1 2 199 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 18 228 SH   DFND 1 2 228 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 35,170 437,955 SH   DFND 1 437,309 0 646
ALON USA ENERGY INC COM 020520102 539 29,844 SH   DFND 1 2 29,844 0 0
ALON USA ENERGY INC COM 020520102 6,597 365,102 SH   DFND 1 364,158 0 944
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 941 120,805 SH   DFND 1 120,805 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 100 305,969 SH   DFND 1 305,969 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 96 17,315 PRN   DFND 1 2 17,315 0 0
ALR 3 05/15/2016 NOTE 3.000% 5/1 01449JAA3 1,417 1,250,000 PRN   DFND 1 2 1,250,000 0 0
ALTERA CORP COM COM 021441100 1,001 20,000 SH   DFND 1 2 20,000 0 0
ALTERA CORP COM COM 021441100 124,884 2,498,395 SH   DFND 1 2,492,956 0 5,439
ALTEVA COM 02153V102 88 20,153 SH   DFND 1 20,153 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 2,218 93,046 SH   DFND 1 93,046 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 4,814 345,869 SH   DFND 1 345,869 0 0
ALTRA HLDGS INC COM 02208R106 3,853 166,693 SH   DFND 1 166,693 0 0
ALTRIA GROUP INC COM 02209S103 856,863 15,781,680 SH   DFND 1 15,757,444 0 24,236
AMAG PHARMACEUTICALS INC COM 00163U106 8,815 221,884 SH   DFND 1 221,884 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 518 13,047 SH   DFND 1 2 13,047 0 0
AMAMARK HOLDINGS CORP COM 03852U106 36,861 1,244,540 SH   DFND 1 1,244,047 0 493
AMAMARK HOLDINGS CORP COM 03852U106 27 941 SH   DFND 1 2 941 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 107 55,821 SH   DFND 1 55,821 0 0
AMAYA INC COM 02314M108 856 46,955 SH   DFND 1 46,955 0 0
AMAZON COM INC COM COM 023135106 1,623,638 3,177,867 SH   DFND 1 3,173,262 0 4,605
AMAZON COM INC COM COM 023135106 149 292 SH   DFND 1 2 292 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 215 14,916 SH   DFND 1 2 14,916 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 4,286 296,224 SH   DFND 1 296,224 0 0
AMBARELLA INC SHS G037AX101 2,263 39,175 SH   DFND 1 39,131 0 44
AMBARELLA INC SHS G037AX101 24 430 SH   DFND 1 2 430 0 0
AMBASSADORS GROUP INC COM COM 023177108 237 87,434 SH   DFND 1 87,434 0 0
AMBER ROAD INC COM 02318Y108 214 50,858 SH   DFND 1 50,858 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 617 126,000 SH   DFND 1 126,000 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 2,920 115,930 SH   DFND 1 115,930 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 25,746 351,866 SH   DFND 1 351,325 0 541
AMDOCS LTD ORD SHS G02602103 66,893 1,176,048 SH   DFND 1 1,174,901 0 1,147
AMEC PLC-SPON ADR - W/I SPONSORED ADR 00167X205 143 13,164 SH   DFND 1 2,968 0 10,196
AMEDICA CORP COM 023435100 71 227,802 SH   DFND 1 227,802 0 0
AMEDISYS INC COM COM 023436108 8,242 217,071 SH   DFND 1 217,071 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 123 23,773 SH   DFND 1 23,773 0 0
AMERCO COM COM 023586100 18,640 47,374 SH   DFND 1 47,361 0 13
AMERCO COM COM 023586100 5 15 SH   DFND 1 2 15 0 0
AMEREN CORP COM COM 023608102 82,949 1,966,130 SH   DFND 1 1,964,868 0 1,262
AMERESCO INC - CL A CL A 02361E108 42 7,225 SH   DFND 1 2 7,225 0 0
AMERESCO INC - CL A CL A 02361E108 666 113,429 SH   DFND 1 113,429 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 203,693 5,254,557 SH   DFND 1 5,252,602 0 1,955
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AMERICAN AXLE & MFG HLDGS I COM COM 024061103 13,555 679,797 SH   DFND 1 679,797 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 29,949 826,431 SH   DFND 1 826,431 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 43,418 2,323,179 SH   DFND 1 2,312,038 0 11,141
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 7,246 491,589 SH   DFND 1 487,215 0 4,374
AMERICAN DG ENERGY INC COM 025398108 32 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 23,404 1,497,380 SH   DFND 1 1,496,614 0 766
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 277 17,733 SH   DFND 1 2 17,733 0 0
AMERICAN ELEC PWR INC COM COM 025537101 217,424 3,831,456 SH   DFND 1 3,826,539 0 4,917
AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 30 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 11,410 489,519 SH   DFND 1 489,519 0 0
AMERICAN EXPRESS CO COM COM 025816109 520,895 7,040,278 SH   DFND 1 7,035,959 0 4,319
AMERICAN FINL GROUP INC OHI COM COM 025932104 31,183 452,527 SH   DFND 1 445,727 0 6,800
AMERICAN HOMES 4 RENT CL A 02665T306 17,694 1,100,430 SH   DFND 1 1,100,239 0 191
AMERICAN INTL GROUP INC COM COM NEW 026874784 594,744 10,487,442 SH   DFND 1 10,470,173 0 17,269
AMERICAN NATL BANKSHARES IN COM COM 027745108 989 42,206 SH   DFND 1 42,206 0 0
AMERICAN NATL INS CO COM COM 028591105 6,389 65,443 SH   DFND 1 65,443 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 2,509 107,034 SH   DFND 1 107,034 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 206 8,816 SH   DFND 1 2 8,816 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,247 62,160 SH   DFND 1 62,160 0 0
AMERICAN RESIDENTIAL PROPERTIES COM 02927E303 3,317 192,086 SH   DFND 1 192,086 0 0
AMERICAN SCIENCE & ENGR INC COM COM 029429107 1,909 53,701 SH   DFND 1 53,251 0 450
AMERICAN SOFTWARE INC CL A CL A 029683109 1,183 125,640 SH   DFND 1 125,640 0 0
AMERICAN STS WTR CO COM COM 029899101 69 1,677 SH   DFND 1 2 1,677 0 0
AMERICAN STS WTR CO COM COM 029899101 14,294 345,278 SH   DFND 1 345,278 0 0
AMERICAN SUPERCONDUCTOR COR COM SHS NEW 030111207 303 70,122 SH   DFND 1 70,122 0 0
AMERICAN TOWER CORP CL A COM 03027X100 283,001 3,223,243 SH   DFND 1 3,216,869 0 6,374
AMERICAN VANGUARD CORP COM COM 030371108 1,848 159,909 SH   DFND 1 159,909 0 0
AMERICAN WATER WORKS CO-REDH COM 030420103 65,108 1,182,710 SH   DFND 1 1,182,029 0 681
AMERICAN WOODMARK CORP COM COM 030506109 7,363 113,509 SH   DFND 1 113,509 0 0
AMERICAN WOODMARK CORP COM COM 030506109 1,322 20,387 SH   DFND 1 2 20,387 0 0
AMERICAS CAR MART INC COM COM 03062T105 1,771 53,549 SH   DFND 1 53,549 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 151,135 1,387,718 SH   DFND 1 1,385,088 0 2,630
AMERIPRISE FINANCIAL INC COM 03076C106 27 256 SH   DFND 1 2 256 0 0
AMERIS BANCORP COM COM 03076K108 5,200 180,896 SH   DFND 1 180,896 0 0
AMERIS BANCORP COM COM 03076K108 33 1,179 SH   DFND 1 2 1,179 0 0
AMERISAFE INC COM 03071H100 8,473 170,391 SH   DFND 1 170,391 0 0
AMERISERV FINL INC COM COM 03074A102 47 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 165,859 1,749,279 SH   DFND 1 1,745,850 0 3,429
AMES NATIONAL CORP COM 031001100 826 36,063 SH   DFND 1 36,063 0 0
AMETEK INC NEW COM COM 031100100 98,082 1,878,457 SH   DFND 1 1,873,755 0 4,702
AMGEN INC COM COM 031162100 1,617 11,693 SH   DFND 1 2 11,693 0 0
AMGEN INC COM COM 031162100 870,849 6,307,714 SH   DFND 1 6,297,231 0 10,483
AMICUS THERAPEUTICS INC-REDH COM 03152W109 10,484 749,398 SH   DFND 1 749,398 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 18 4,107 SH   DFND 1 2 4,107 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 3,514 782,813 SH   DFND 1 780,867 0 1,946
AMN HEALTHCARE SERVICES INC COM COM 001744101 8,924 297,385 SH   DFND 1 297,385 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 485 44,503 SH   DFND 1 44,503 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 2,355 201,466 SH   DFND 1 201,466 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 11 994 SH   DFND 1 2 994 0 0
AMPHENOL CORP NEW CL A CL A 032095101 121,724 2,393,449 SH   DFND 1 2,391,085 0 2,364
AMPIO PHARMACEUTICALS INC COM 03209T109 657 227,448 SH   DFND 1 227,448 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 493 46,068 SH   DFND 1 46,068 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P202 69 17,690 SH   DFND 1 17,690 0 0
AMSURG CORP COM COM 03232P405 24,069 309,734 SH   DFND 1 309,734 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 265 61,726 SH   DFND 1 61,726 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 14,371 228,188 SH   DFND 1 228,188 0 0
AMYRIS INC COM 03236M101 502 249,864 SH   DFND 1 249,864 0 0
ANACOR PHARMACEUTICALS COM 032420101 129 1,100 SH   DFND 1 2 1,100 0 0
ANACOR PHARMACEUTICALS COM 032420101 35,029 297,592 SH   DFND 1 297,263 0 329
ANADARKO PETE CORP COM COM 032511107 247,333 4,103,532 SH   DFND 1 4,094,198 0 9,334
ANADIGICS INC COM COM 032515108 94 429,711 SH   DFND 1 429,711 0 0
ANALOG DEVICES INC COM COM 032654105 149,131 2,648,568 SH   DFND 1 2,645,093 0 3,475
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 6,550 79,848 SH   DFND 1 79,848 0 0
ANCHOR BANCORP WIS INC COM COM 03283P106 1,034 24,287 SH   DFND 1 24,287 0 0
ANDERSONS INC COM COM 034164103 5,917 173,745 SH   DFND 1 173,745 0 0
ANGIE'S LIST INC COM 034754101 1,355 268,870 SH   DFND 1 268,870 0 0
ANGIODYNAMICS INC COM COM 03475V101 2,380 180,480 SH   DFND 1 180,480 0 0
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ANGLOGOLD LTD SPONSORED ADR 035128206 413 50,487 SH   DFND 1 2 50,487 0 0
ANHEUSER-BUSCH INBEV SPN ADR SPONSORED ADR 03524A108 2,659 25,011 SH   DFND 1 23,049 0 1,962
ANI PHARMACEUTICALS INC COM 00182C103 2,047 51,817 SH   DFND 1 51,817 0 0
ANI PHARMACEUTICALS INC COM 00182C103 32 831 SH   DFND 1 2 831 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 2,983 93,720 SH   DFND 1 93,598 0 122
ANIXTER INTL INC COM COM 035290105 10,228 177,022 SH   DFND 1 177,022 0 0
ANNALY MTG MGMT INC COM COM 035710409 60,327 6,115,897 SH   DFND 1 6,083,839 0 32,058
ANNALY MTG MGMT INC COM COM 035710409 16 1,662 SH   DFND 1 2 1,662 0 0
ANSYS INC COM COM 03662Q105 50,420 572,423 SH   DFND 1 572,123 0 300
ANTARES PHARMA INC COM 036642106 1,539 905,847 SH   DFND 1 905,847 0 0
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ANTHEM INC COM 036752103 571 4,082 SH   DFND 1 2 4,082 0 0
ANTHEM INC COM 036752103 302,411 2,164,162 SH   DFND 1 2,160,715 0 3,447
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 1,561 256,398 SH   DFND 1 256,398 0 0
ANW 4 11/01/2018 NOTE 4.000%11/0 Y0020QAA9 7,470 9,000,000 PRN   DFND 1 2 9,000,000 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 4,733 958,146 SH   DFND 1 951,283 0 6,863
AON PLC SHS CL A G0408V102 191,438 2,164,827 SH   DFND 1 2,164,573 0 254
AON PLC SHS CL A G0408V102 60 680 SH   DFND 1 2 680 0 0
APACHE CORP COM COM 037411105 222 5,675 SH   DFND 1 2 5,675 0 0
APACHE CORP COM COM 037411105 114,127 2,920,249 SH   DFND 1 2,920,203 0 46
APARTMENT INVT & MGMT CO CL A CL A 03748R101 56,038 1,515,565 SH   DFND 1 1,513,508 0 2,057
API TECHNOLOGIES CORP COM NEW 00187E203 366 169,020 SH   DFND 1 169,020 0 0
APIGEE CORP COM 03765N108 593 56,251 SH   DFND 1 56,251 0 0
APOGEE ENTERPRISES INC COM COM 037598109 8,354 187,112 SH   DFND 1 187,112 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 7,143 454,720 SH   DFND 1 447,359 0 7,361
APOLLO GROUP INC CL A CL A 037604105 66 5,970 SH   DFND 1 2 5,970 0 0
APOLLO GROUP INC CL A CL A 037604105 6,756 610,938 SH   DFND 1 610,678 0 260
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 67 5,313 SH   DFND 1 2 5,313 0 0
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 3,833 302,833 SH   DFND 1 298,597 0 4,236
APPFOLIO INC - A COM CL A 03783C100 653 38,802 SH   DFND 1 38,802 0 0
APPLE COMPUTER INC COM COM 037833100 644 5,844 SH   DFND 1 2 5,844 0 0
APPLE COMPUTER INC COM COM 037833100 5,184,893 47,096,101 SH   DFND 1 47,028,450 0 67,651
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 17,319 932,638 SH   DFND 1 932,638 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 396 77,430 SH   DFND 1 77,430 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 803 61,179 SH   DFND 1 61,179 0 0
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 9,267 242,920 SH   DFND 1 242,920 0 0
APPLIED MATLS INC COM COM 038222105 60 4,094 SH   DFND 1 2 4,094 0 0
APPLIED MATLS INC COM COM 038222105 152,548 10,403,386 SH   DFND 1 10,397,756 0 5,630
APPLIED MICRO CIRCUITS CORP COM COM NEW 03822W406 2,698 508,201 SH   DFND 1 508,201 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,249 66,550 SH   DFND 1 66,550 0 0
APPROACH RESOURCES INC COM 03834A103 418 223,943 SH   DFND 1 223,943 0 0
APRICUS BIOSCIENCES INC COM 03832V109 373 255,875 SH   DFND 1 255,875 0 0
APTARGROUP INC COM COM 038336103 24,556 372,295 SH   DFND 1 370,127 0 2,168
AQUA AMERICA INC COM 03836W103 28,805 1,088,225 SH   DFND 1 1,088,225 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 662 47,103 SH   DFND 1 47,103 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,520 179,780 SH   DFND 1 179,780 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 9,832 9,000,000 PRN   DFND 1 2 9,000,000 0 0
ARBOR REALTY TRUST INC COM 038923108 1,377 216,629 SH   DFND 1 216,629 0 0
ARBOR REALTY TRUST INC COM 038923108 21 3,454 SH   DFND 1 2 3,454 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 122 20,060 SH   DFND 1 20,060 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,718 288,880 SH   DFND 1 288,880 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 58 32,444 SH   DFND 1 32,444 0 0
ARCADIA BIOSCIENCES INC COM 039014105 112 36,985 SH   DFND 1 36,985 0 0
ARCBEST CORP COM 03937C105 85 3,300 SH   DFND 1 2 3,300 0 0
ARCBEST CORP COM 03937C105 6,925 268,724 SH   DFND 1 268,724 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 91 17,796 SH   DFND 1 2 17,796 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 59 11,480 SH   DFND 1 0 0 11,480
ARCH CAPITAL GROUP LTD ORD G0450A105 63,339 862,579 SH   DFND 1 862,358 0 221
ARCH COAL INC COM COM NEW 039380308 337 102,382 SH   DFND 1 102,382 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 215,343 5,204,808 SH   DFND 1 5,194,830 0 9,978
ARCHER DANIELS MIDLAND CO COM COM 039483102 474 11,453 SH   DFND 1 2 11,453 0 0
ARCOS DORADOS HOLDINGS INC-A SHS CLASS -A - G0457F107 28 10,337 SH   DFND 1 2 10,337 0 0
ARCTIC CAT INC COM COM 039670104 1,837 82,831 SH   DFND 1 82,831 0 0
ARDELYX INC COM 039697107 794 45,987 SH   DFND 1 45,987 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,271 105,292 SH   DFND 1 105,292 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 2,903 1,520,222 SH   DFND 1 1,520,222 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 2,524 210,564 SH   DFND 1 210,564 0 0
ARGAN INC COM 04010E109 804 23,190 SH   DFND 1 2 23,190 0 0
ARGAN INC COM 04010E109 6,555 189,039 SH   DFND 1 189,039 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 10,137 179,148 SH   DFND 1 179,148 0 0
ARGOS THERAPEUTICS INC COM 040221103 219 45,170 SH   DFND 1 45,170 0 0
ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 10,773 11,000,000 PRN   DFND 1 2 11,000,000 0 0
ARI NETWORK SVCS INC COM NEW COM NEW 001930205 261 69,276 SH   DFND 1 69,276 0 0
ARIAD PHARMACEUTICALS INC COM COM 04033A100 6,935 1,187,523 SH   DFND 1 1,187,523 0 0
ARISTA NETWORKS INC COM 040413106 11,323 185,048 SH   DFND 1 184,949 0 99
ARISTA NETWORKS INC COM 040413106 90 1,485 SH   DFND 1 2 1,485 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 1,865 132,750 SH   DFND 1 127,897 0 4,853
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 130 9,259 SH   DFND 1 2 9,259 0 0
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 2,323 53,732 SH   DFND 1 49,481 0 4,251
ARMADA HOFFLER PROPERTIES INC COM 04208T108 1,436 147,015 SH   DFND 1 147,015 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,415 270,228 SH   DFND 1 267,842 0 2,386
ARMSTRONG WORLD INDUSTRIE COM 04247X102 11,846 248,136 SH   DFND 1 248,104 0 32
AROTECH CORP COM NEW 042682203 110 83,426 SH   DFND 1 83,426 0 0
ARQULE INC COM COM 04269E107 600 321,376 SH   DFND 1 321,376 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 3,950 866,247 SH   DFND 1 866,247 0 0
ARRIS GROUP INC COM COM 04270V106 21,386 823,515 SH   DFND 1 822,531 0 984
ARROW ELECTRS INC COM COM 042735100 31,574 571,509 SH   DFND 1 571,261 0 248
ARROW FINL CORP COM COM 042744102 2,123 79,536 SH   DFND 1 79,536 0 0
ARROWHEAD RESEARCH CORP COM NEW 042797209 2,115 367,347 SH   DFND 1 367,347 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 1,102 45,683 SH   DFND 1 45,683 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,757 191,800 SH   DFND 1 190,345 0 1,455
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 37 1,067 SH   DFND 1 2 1,067 0 0
ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 13,740 169,322 SH   DFND 1 169,322 0 0
ASCENA RETAIL GROUP INC COM 04351G101 15,365 1,104,670 SH   DFND 1 1,104,670 0 0
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 2,211 80,786 SH   DFND 1 80,786 0 0
ASCENT SOLAR TECH INC -REDH COM NEW 043635309 16 86,137 SH   DFND 1 86,137 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 2,839 202,390 SH   DFND 1 202,390 0 0
ASHFORD HOSPITALITY TRUS S-E 9 9% CUM PFD SER E 044103505 3,218 125,178 SH   DFND 1 125,178 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 6,837 1,120,905 SH   DFND 1 1,120,905 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 267 43,794 SH   DFND 1 2 43,794 0 0
ASHFORD INC COM 044104107 420 6,627 SH   DFND 1 6,627 0 0
ASHLAND INC COM COM 044209104 37,980 377,685 SH   DFND 1 377,577 0 108
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 2,117 24,065 SH   DFND 1 23,141 0 924
ASPEN AEROGELS INC COM 04523Y105 331 44,174 SH   DFND 1 44,174 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 25,969 558,843 SH   DFND 1 558,843 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 27,510 725,671 SH   DFND 1 725,671 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 10 269 SH   DFND 1 2 269 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 817 85,535 SH   DFND 1 85,535 0 0
ASSOCIATED BANC CORP COM COM 045487105 16,830 936,585 SH   DFND 1 936,585 0 0
ASSURANT INC COM 04621X108 43,018 545,478 SH   DFND 1 545,301 0 177
ASSURED GUARANTY LTD COM G0585R106 26,846 1,073,878 SH   DFND 1 1,071,962 0 1,916
ASTA FUNDING INC COM 046220109 316 37,100 SH   DFND 1 37,100 0 0
ASTEC INDS INC COM COM 046224101 4,113 122,765 SH   DFND 1 122,765 0 0
ASTERIAS BIOTHERAPEUTIC-CL A COM SER A 04624N107 288 74,435 SH   DFND 1 74,435 0 0
ASTORIA FINL CORP COM COM 046265104 8,680 539,191 SH   DFND 1 539,191 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 1,922 60,409 SH   DFND 1 46,330 0 14,079
ASTRONICS CORP COM COM 046433108 44 1,112 SH   DFND 1 2 1,112 0 0
ASTRONICS CORP COM COM 046433108 7,784 192,551 SH   DFND 1 192,551 0 0
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AT&T INC COM 00206R102 1,646,259 50,625,475 SH   DFND 1 50,540,587 0 84,888
AT&T INC COM 00206R102 241 7,416 SH   DFND 1 2 7,416 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 3,800 120,893 SH   DFND 1 120,893 0 0
ATHENAHEALTH INC COM 04685W103 31,001 232,480 SH   DFND 1 232,436 0 44
ATHERSYS INC COM 04744L106 477 434,297 SH   DFND 1 434,297 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 208 111,515 SH   DFND 1 111,515 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 12 6,491 SH   DFND 1 2 6,491 0 0
ATLANTIC TELE NETWORK INC COM NEW COM NEW 049079205 6,241 84,419 SH   DFND 1 84,419 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 271 73,764 SH   DFND 1 73,764 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 312 9,056 SH   DFND 1 2 9,056 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 9,011 260,758 SH   DFND 1 260,758 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 234 12,650 SH   DFND 1 12,650 0 0
ATMEL CORP COM COM 049513104 161 20,000 SH   DFND 1 2 20,000 0 0
ATMEL CORP COM COM 049513104 19,875 2,462,880 SH   DFND 1 2,462,644 0 236
ATMOS ENERGY CORP COM COM 049560105 34,660 595,742 SH   DFND 1 594,189 0 1,553
ATOSSA GENETICS INC COM 04962H100 66 86,072 SH   DFND 1 86,072 0 0
ATRICURE INC COM 04963C209 3,760 171,649 SH   DFND 1 171,649 0 0
ATRION CORP COM COM 049904105 3,908 10,424 SH   DFND 1 10,424 0 0
ATWOOD OCEANICS INC COM COM 050095108 573 38,743 SH   DFND 1 2 38,743 0 0
ATWOOD OCEANICS INC COM COM 050095108 13,488 910,744 SH   DFND 1 910,744 0 0
ATYR PHARMA INC COM 002120103 450 43,882 SH   DFND 1 43,882 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 11 3,819 SH   DFND 1 0 0 3,819
AU OPTRONICS CORP SPONSORED ADR 002255107 1,594 538,713 SH   DFND 1 2 538,713 0 0
AUDIOCODES LTD ORD M15342104 59 18,456 SH   DFND 1 18,456 0 0
AUTHENTIDATE HLDG CORP COM COM NEW 052666203 15 50,905 SH   DFND 1 50,905 0 0
AUTOBYTEL INC COM COM NEW 05275N205 117 7,003 SH   DFND 1 2 7,003 0 0
AUTOBYTEL INC COM COM NEW 05275N205 844 50,373 SH   DFND 1 50,373 0 0
AUTODESK INC COM COM 052769106 81,172 1,842,487 SH   DFND 1 1,842,147 0 340
AUTOLIV INC COM COM 052800109 49,121 450,956 SH   DFND 1 450,825 0 131
AUTOMATIC DATA PROCESSING I COM COM 053015103 305,339 3,806,929 SH   DFND 1 3,801,274 0 5,655
AUTOMATIC DATA PROCESSING I COM COM 053015103 5 65 SH   DFND 1 2 65 0 0
AUTONATION INC COM COM 05329W102 39,269 676,175 SH   DFND 1 676,047 0 128
AUTOZONE INC COM COM 053332102 182,587 252,733 SH   DFND 1 251,798 0 935
AV HOMES INC COM 00234P102 1,016 75,161 SH   DFND 1 75,161 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 206 1,654 SH   DFND 1 2 1,654 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 257,160 2,061,164 SH   DFND 1 2,057,183 0 3,981
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 18 2,297 SH   DFND 1 2 2,297 0 0
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 586 71,209 SH   DFND 1 71,209 0 0
AVALONBAY CMNTYS INC COM COM 053484101 223,873 1,282,667 SH   DFND 1 1,281,518 0 1,149
AVEO PHARMACEUTICALS INC COM 053588109 345 285,563 SH   DFND 1 285,563 0 0
AVERY DENNISON CORP COM COM 053611109 44,571 789,306 SH   DFND 1 789,053 0 253
AVERY DENNISON CORP COM COM 053611109 473 8,378 SH   DFND 1 2 8,378 0 0
AVG TECHNOLOGIES SHS N07831105 3,181 146,278 SH   DFND 1 146,278 0 0
AVG TECHNOLOGIES SHS N07831105 85 3,926 SH   DFND 1 2 3,926 0 0
AVIAT NETWORKS INC COM 05366Y102 303 292,254 SH   DFND 1 292,254 0 0
AVID TECHNOLOGY INC COM COM 05367P100 1,688 212,108 SH   DFND 1 212,108 0 0
AVINGER INC COM 053734109 447 30,389 SH   DFND 1 30,389 0 0
AVIS BUDGET GROUP INC COM 053774105 27,470 628,914 SH   DFND 1 628,110 0 804
AVISTA CORP COM COM 05379B107 12,246 368,318 SH   DFND 1 368,318 0 0
AVIVA PLC - SPON ADR ADR 05382A104 666 48,555 SH   DFND 1 23,061 0 25,494
AVNET INC COM COM 053807103 37,996 890,760 SH   DFND 1 890,336 0 424
AVNET INC COM COM 053807103 556 13,049 SH   DFND 1 2 13,049 0 0
AVON PRODS INC COM COM 054303102 8,372 2,576,097 SH   DFND 1 2,574,562 0 1,535
AVX CORP NEW COM COM 002444107 4,107 313,793 SH   DFND 1 313,244 0 549
AWARE INC MASS COM COM 05453N100 99 29,721 SH   DFND 1 29,721 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 18,553 732,762 SH   DFND 1 732,513 0 249
AXCELIS TECHNOLOGIES INC COM COM 054540109 77 28,961 SH   DFND 1 2 28,961 0 0
AXCELIS TECHNOLOGIES INC COM COM 054540109 1,931 723,565 SH   DFND 1 723,565 0 0
AXIALL CORP COM 05463D100 6,592 420,157 SH   DFND 1 420,157 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 35,061 653,021 SH   DFND 1 652,393 0 628
AXOGEN CORP COM 05463X106 379 92,026 SH   DFND 1 92,026 0 0
AXOVANT SCIENCES LTD COM G0750W104 173 13,456 SH   DFND 1 13,456 0 0
AXT INC COM COM 00246W103 312 162,759 SH   DFND 1 162,759 0 0
AZZ INC COM COM 002474104 7,549 155,053 SH   DFND 1 155,053 0 0
B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 598 19,512 SH   DFND 1 15,693 0 3,819
B&G FOODS INC COM 05508R106 12,823 351,821 SH   DFND 1 351,474 0 347
BABCOCK & WILCOX ENTERP COM 05614L100 5,319 316,664 SH   DFND 1 316,664 0 0
BADGER METER INC COM 056525108 6,339 109,189 SH   DFND 1 109,189 0 0
BAIDU.COM ADR SPON ADR REP A 056752108 12,854 93,552 SH   DFND 1 93,252 0 300
BAKER HUGHES INC COM COM 057224107 1,341 25,769 SH   DFND 1 2 25,769 0 0
BAKER HUGHES INC COM COM 057224107 177,458 3,416,876 SH   DFND 1 3,410,526 0 6,350
BALCHEM CORP COM COM 057665200 12,137 199,733 SH   DFND 1 199,733 0 0
BALDWIN & LYONS INC CL B CL B 057755209 1,242 57,266 SH   DFND 1 57,266 0 0
BALL CORP COM COM 058498106 66,746 1,075,224 SH   DFND 1 1,074,430 0 794
BALLANTYNE OMAHA INC COM COM 058516105 308 65,729 SH   DFND 1 65,729 0 0
BALLARD PWR SYS INC COM COM 058586108 66 54,734 SH   DFND 1 54,734 0 0
BANC OF CALIFORNIA INC COM 05990K106 2,445 199,273 SH   DFND 1 199,273 0 0
BANCFIRST CORP COM COM 05945F103 3,999 63,385 SH   DFND 1 63,385 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 714 85,362 SH   DFND 1 71,569 0 13,793
BANCO MACRO SA SPON ADR B 05961W105 367 9,560 SH   DFND 1 2 9,560 0 0
BANCO SANTANDER CENT HISPAN ADR ADR 05964H105 667 126,489 SH   DFND 1 115,508 0 10,981
BANCORPSOUTH INC COM COM 059692103 12,218 514,013 SH   DFND 1 514,013 0 0
BANCROFT FUND LTD COM 059695106 230 12,325 SH   DFND 1 2 12,325 0 0
BANK MUTUAL CORP COM 063750103 2,175 283,224 SH   DFND 1 283,224 0 0
BANK NEW YORK INC COM COM 064058100 347,031 8,881,438 SH   DFND 1 8,870,636 0 10,802
BANK OF AMERICA CORPORATION COM COM 060505104 217 13,992 SH   DFND 1 2 13,992 0 0
BANK OF AMERICA CORPORATION COM COM 060505104 1,341,789 86,285,885 SH   DFND 1 86,168,298 0 117,587
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BANK OF SOUTH CAROLINA COM 065066102 165 10,268 SH   DFND 1 10,268 0 0
BANK OF THE OZARKS INC COM COM 063904106 20,695 472,938 SH   DFND 1 472,938 0 0
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BANKRATE INC COM 06647F102 3,686 356,205 SH   DFND 1 356,205 0 0
BANKUNITED INC COM 06652K103 21,507 601,597 SH   DFND 1 601,536 0 61
BANKWELL FINANCIAL GROUP INC COM 06654A103 226 12,409 SH   DFND 1 12,409 0 0
BANNER CORP COM COM NEW 06652V208 8,007 167,624 SH   DFND 1 167,624 0 0
BAR HARBOR BANKSHARES COM 066849100 1,038 32,454 SH   DFND 1 32,454 0 0
BARCLAYS PLC ADR ADR 06738E204 1,247 84,371 SH   DFND 1 51,742 0 32,629
BARD C R INC COM COM 067383109 119,358 641,802 SH   DFND 1 641,220 0 582
BARNES & NOBLE EDUCATION COM 06777U101 3,007 236,660 SH   DFND 1 236,477 0 183
BARNES & NOBLE INC COM COM 067774109 4,383 361,943 SH   DFND 1 361,652 0 291
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BARRETT BUSINESS SERVICES I COM COM 068463108 43 1,021 SH   DFND 1 2 1,021 0 0
BARRETT BUSINESS SERVICES I COM COM 068463108 1,966 45,800 SH   DFND 1 45,800 0 0
BARRICK GOLD CORP COMSTK 2024644 2,242 357,123 SH   DFND 1 348,702 0 8,421
BASIC ENERGY SRVCS INC COM 06985P100 690 209,275 SH   DFND 1 209,275 0 0
BASIC ENERGY SRVCS INC COM 06985P100 20 6,223 SH   DFND 1 2 6,223 0 0
BASSETT FURNITURE INDS INC COM COM 070203104 2,466 88,559 SH   DFND 1 88,559 0 0
BASSETT FURNITURE INDS INC COM COM 070203104 57 2,077 SH   DFND 1 2 2,077 0 0
BAXALTA INC COM 07177M103 132,330 4,208,083 SH   DFND 1 4,200,720 0 7,363
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BAXTER INTL INC COM COM 071813109 144,595 4,410,191 SH   DFND 1 4,406,145 0 4,046
BAYLAKE CORP COM 072788102 407 28,826 SH   DFND 1 28,826 0 0
BAYTEX ENERGY CORP COMSTK B4VGVM3 227 76,700 SH   DFND 1 2 76,700 0 0
BAYTEX ENERGY CORP COMSTK B4VGVM3 195 61,928 SH   DFND 1 61,928 0 0
BAZAARVOICE INC COM 073271108 1,759 390,205 SH   DFND 1 390,205 0 0
BB&T CORP COM COM 054937107 217,839 6,131,181 SH   DFND 1 6,125,304 0 5,877
BBCN BANCORP INC COM 073295107 7,935 528,304 SH   DFND 1 528,304 0 0
BBVA BANCO FRANCES SA SPONSORED ADR 07329M100 414 26,719 SH   DFND 1 2 26,719 0 0
BBX CAPITAL CORP CL A PAR $0.01 05540P100 1,018 63,261 SH   DFND 1 63,261 0 0
BCB BANCORP INC COM 055298103 150 15,088 SH   DFND 1 15,088 0 0
BCE INC COMSTK B188TH2 6,989 171,299 SH   DFND 1 171,077 0 222
BE AEROSPACE INC COM COM 073302101 27,860 634,985 SH   DFND 1 634,321 0 664
BE AEROSPACE INC COM COM 073302101 250 5,706 SH   DFND 1 2 5,706 0 0
BEACON ROOFING SUPPLY INC COM COM 073685109 10,310 317,346 SH   DFND 1 317,346 0 0
BEAR STATE FINANCIAL INC COM 073844102 536 60,268 SH   DFND 1 60,268 0 0
BEAZER HOMES USA INC COM COM NEW 07556Q881 2,225 166,959 SH   DFND 1 166,959 0 0
BEBE STORES INC COM COM 075571109 226 240,934 SH   DFND 1 240,934 0 0
BECTON DICKINSON & CO COM COM 075887109 216,654 1,636,414 SH   DFND 1 1,633,738 0 2,676
BED BATH & BEYOND INC COM COM 075896100 62 1,098 SH   DFND 1 2 1,098 0 0
BED BATH & BEYOND INC COM COM 075896100 84,236 1,479,993 SH   DFND 1 1,477,397 0 2,596
BEL FUSE INC CL B CL B 077347300 73 3,804 SH   DFND 1 2 3,804 0 0
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BELDEN INC COM 077454106 11,874 254,328 SH   DFND 1 254,328 0 0
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BELLCIUM PHARMACEUTICALS INC COM 079481107 911 62,698 SH   DFND 1 62,698 0 0
BELMOND LTD CL A G1154H107 5,484 542,498 SH   DFND 1 542,498 0 0
BEMIS INC COM COM 081437105 22,933 579,566 SH   DFND 1 575,631 0 3,935
BENCHMARK ELECTRS INC COM COM 08160H101 11,778 541,312 SH   DFND 1 541,312 0 0
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BENEFITFOCUS INC COM 08180D106 2,632 84,243 SH   DFND 1 84,243 0 0
BERKLEY W R CORP COM COM 084423102 34,824 640,904 SH   DFND 1 640,066 0 838
BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 780 4 SH   DFND 1 4 0 0
BERKSHIRE HATHAWAY INC DEL CL B CL B NEW 084670702 1,997,882 15,347,829 SH   DFND 1 15,333,926 0 13,903
BERKSHIRE HILLS BANCORP INC COM COM 084680107 5,375 195,183 SH   DFND 1 195,183 0 0
BERRY PLASTICS GROUP INC COM 08579W103 41 1,396 SH   DFND 1 2 1,396 0 0
BERRY PLASTICS GROUP INC COM 08579W103 22,765 757,083 SH   DFND 1 757,083 0 0
BEST BUY INC COM COM 086516101 109,689 2,959,830 SH   DFND 1 2,955,642 0 4,188
BGC PARTNERS INC CL A 05541T101 10,301 1,253,271 SH   DFND 1 1,240,864 0 12,407
BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 481 15,212 SH   DFND 1 12,343 0 2,869
BIG 5 SPORTING GOODS CORP COM 08915P101 3,510 338,172 SH   DFND 1 338,172 0 0
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BIG LOTS INC COM COM 089302103 23,874 498,217 SH   DFND 1 498,217 0 0
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BILL BARRETT CORP COM 06846N104 21 6,569 SH   DFND 1 2 6,569 0 0
BIND THERAPEUTICS INC COM 05548N107 227 51,071 SH   DFND 1 51,071 0 0
BIO RAD LABS INC CL A CL A 090572207 16,897 125,812 SH   DFND 1 125,483 0 329
BIOAMBER INC COM 09072Q106 372 69,539 SH   DFND 1 69,539 0 0
BIOCEPT INC COM 09072V105 187 81,635 SH   DFND 1 81,635 0 0
BIOCRYST PHARMACEUTICALS COM COM 09058V103 1 94 SH   DFND 1 2 94 0 0
BIOCRYST PHARMACEUTICALS COM COM 09058V103 4,981 436,974 SH   DFND 1 436,974 0 0
BIODEL INC COM NEW 09064M204 51 117,056 SH   DFND 1 117,056 0 0
BIODELIVERY SCIENCES INTL INC COM 09060J106 1,615 290,605 SH   DFND 1 290,605 0 0
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BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 29 284 SH   DFND 1 2 284 0 0
BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 99,343 943,865 SH   DFND 1 941,938 0 1,927
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BIO-PATH HOLDING INC COM 09057N102 592 520,069 SH   DFND 1 520,069 0 0
BIOSCRIP INC COM COM 09069N108 754 403,551 SH   DFND 1 403,551 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 1,586 36,440 SH   DFND 1 36,440 0 0
BIOTA HOLDINGS LTD COM 090694100 347 175,593 SH   DFND 1 175,593 0 0
BIO-TECHNE GROUP COM 09073M104 20,735 224,263 SH   DFND 1 224,131 0 132
BIOTELEMETRY INC COM 090672106 2,375 194,045 SH   DFND 1 194,045 0 0
BIOTIME INC COM COM 09066L105 991 330,560 SH   DFND 1 330,560 0 0
BJ'S RESTAURANTS INC COM 09180C106 7,063 164,154 SH   DFND 1 164,154 0 0
BLACK BOX CORP DEL COM COM 091826107 4 291 SH   DFND 1 2 291 0 0
BLACK BOX CORP DEL COM COM 091826107 2,046 138,842 SH   DFND 1 138,842 0 0
BLACK DIAMOND INC COM 09202G101 1,008 160,558 SH   DFND 1 160,558 0 0
BLACK HILLS CORP COM COM 092113109 15 368 SH   DFND 1 2 368 0 0
BLACK HILLS CORP COM COM 092113109 12,246 296,237 SH   DFND 1 296,237 0 0
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BLACK KNIGHT FINANCIAL-CL A CL A 09214X100 2,920 89,722 SH   DFND 1 89,722 0 0
BLACKBAUD INC COM COM 09227Q100 17,008 303,078 SH   DFND 1 303,078 0 0
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BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 17,009 401,263 SH   DFND 1 401,263 0 0
BLACKROCK DEBT STRATEGIES FUND COM 09255R103 246 73,761 PRN   DFND 1 2 73,761 0 0
BLACKROCK INC CL A COM 09247X101 291,597 982,235 SH   DFND 1 980,301 0 1,934
BLACKROCK MUNIYIELD MICHIGAN I COM 09254V105 166 12,601 PRN   DFND 1 2 12,601 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 12,733 464,063 SH   DFND 1 464,063 0 0
BLOCK H & R INC COM COM 093671105 77,186 2,136,497 SH   DFND 1 2,134,363 0 2,134
BLOOMIN' BRANDS INC COM 094235108 16,976 933,820 SH   DFND 1 933,820 0 0
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BLOUNT INTL INC NEW COM COM 095180105 71 12,772 SH   DFND 1 2 12,772 0 0
BLOUNT INTL INC NEW COM COM 095180105 1,643 295,082 SH   DFND 1 295,082 0 0
BLUCORA INC COM 095229100 3,669 266,489 SH   DFND 1 266,489 0 0
BLUE BIRD CORP COM 095306106 116 11,709 SH   DFND 1 11,709 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 4,764 266,022 SH   DFND 1 266,022 0 0
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BLUEKNIGHT ENERGY PARTNERS COM UNIT 09625U109 73 12,940 SH   DFND 1 12,940 0 0
BLUELINX HOLDINGS INC COM 09624H109 67 96,746 SH   DFND 1 96,746 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,453 68,108 SH   DFND 1 68,108 0 0
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BLYTH INC COM COM NEW 09643P207 280 46,905 SH   DFND 1 46,905 0 0
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BNC BANCORP COM 05566T101 4,924 221,545 SH   DFND 1 221,545 0 0
BOB EVANS FARMS INC COM COM 096761101 6,197 142,966 SH   DFND 1 142,850 0 116
BOEING CO COM COM 097023105 15 115 SH   DFND 1 2 115 0 0
BOEING CO COM COM 097023105 671,630 5,138,903 SH   DFND 1 5,132,584 0 6,319
BOFI HOLDING INC COM 05566U108 11,164 86,664 SH   DFND 1 86,664 0 0
BOINGO WIRELESS INC COM 09739C102 1,686 203,636 SH   DFND 1 203,636 0 0
BOISE CASCASDE CO COM 09739D100 5,904 234,100 SH   DFND 1 234,100 0 0
BOJANGLES' INC COM 097488100 1,300 76,974 SH   DFND 1 76,974 0 0
BOK FINL CORP COM NEW COM NEW 05561Q201 11,815 182,596 SH   DFND 1 182,596 0 0
BONA FILM GROUP LTD - SPON ADR SPONSORED ADS 09777B107 145 12,220 SH   DFND 1 12,220 0 0
BONANZA CREEK ENERGY INC COM 097793103 977 240,230 SH   DFND 1 240,230 0 0
BON-TON STORES INC COM COM 09776J101 227 72,581 SH   DFND 1 72,581 0 0
BOOKS-A-MILLION INC COM COM 098570104 117 36,639 SH   DFND 1 36,639 0 0
BOOT BARN HOLDINGS INC COM 099406100 1,240 67,283 SH   DFND 1 67,283 0 0
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BORG WARNER INC COM COM 099724106 72,917 1,756,745 SH   DFND 1 1,755,767 0 978
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BOSTON PRIVATE FINL HLDGS I COM COM 101119105 6,088 520,385 SH   DFND 1 520,385 0 0
BOSTON PROPERTIES INC COM COM 101121101 167,388 1,416,135 SH   DFND 1 1,413,862 0 2,273
BOSTON SCIENTIFIC CORP COM COM 101137107 175,309 10,703,954 SH   DFND 1 10,690,488 0 13,466
BOSTON SCIENTIFIC CORP COM COM 101137107 29 1,817 SH   DFND 1 2 1,817 0 0
BOTTOMLINE TECH DEL INC COM COM 101388106 6,264 250,463 SH   DFND 1 250,463 0 0
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BOVIE MEDICAL CORP COM 10211F100 145 73,582 SH   DFND 1 73,582 0 0
BOX INC - CLASS A CL A 10316T104 2,362 187,826 SH   DFND 1 187,826 0 0
BOYD GAMING CORP COM COM 103304101 1 66 SH   DFND 1 2 66 0 0
BOYD GAMING CORP COM COM 103304101 7,822 479,886 SH   DFND 1 479,886 0 0
BP PLC SPONSORED ADR SPONSORED ADR 055622104 100 3,298 SH   DFND 1 2 3,298 0 0
BP PLC SPONSORED ADR SPONSORED ADR 055622104 859 28,123 SH   DFND 1 9,173 0 18,950
BRADY CORP CL A CL A 104674106 5,612 285,481 SH   DFND 1 285,481 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 140 61,269 SH   DFND 1 61,269 0 0
BRANDYWINE RLTY TR SH BEN INT NEW SH BEN INT NEW 105368203 16,192 1,314,346 SH   DFND 1 1,313,969 0 377
BRAVO BRIO RESTAURANT GROUP COM 10567B109 1,085 96,279 SH   DFND 1 96,279 0 0
BREEZE-EASTERN CORP COM 106764103 209 14,999 SH   DFND 1 14,999 0 0
BREITBURN ENERGY PTNRS -REDH COM UT LTD PTN 106776107 150 74,201 SH   DFND 1 74,201 0 0
BRF - BRASIL FOODS SA-ADR SPONSORED ADR 10552T107 772 43,451 SH   DFND 1 41,676 0 1,775
BRIDGE BANCORP INC COM 108035106 1,991 74,570 SH   DFND 1 74,570 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 703 92,341 SH   DFND 1 92,341 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 0 35 SH   DFND 1 2 35 0 0
BRIGGS & STRATTON CORP COM COM 109043109 5,015 259,758 SH   DFND 1 259,758 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 13,817 215,099 SH   DFND 1 215,099 0 0
BRIGHTCOVE COM 10921T101 989 201,119 SH   DFND 1 201,119 0 0
BRINKER INTL INC COM COM 109641100 23,461 445,435 SH   DFND 1 444,692 0 743
BRINK'S CO/THE COM 109696104 7,920 293,239 SH   DFND 1 293,239 0 0
BRISTOL MYERS SQUIBB CO COM COM 110122108 784,245 13,273,346 SH   DFND 1 13,253,417 0 19,929
BRISTOW GROUP INC COM 110394103 341 13,036 SH   DFND 1 2 13,036 0 0
BRISTOW GROUP INC COM 110394103 5,528 211,327 SH   DFND 1 211,327 0 0
BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 1,986 18,050 SH   DFND 1 11,531 0 6,519
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BROADCOM CORP CL A CL A 111320107 233,544 4,549,660 SH   DFND 1 4,542,936 0 6,724
BROADCOM CORP CL A CL A 111320107 1,542 30,000 SH   DFND 1 2 30,000 0 0
BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 37,343 674,681 SH   DFND 1 673,055 0 1,626
BROADSOFT INC COM 11133B409 5,624 187,721 SH   DFND 1 187,721 0 0
BROADWIND ENERGY INC COM NEW 11161T207 142 68,853 SH   DFND 1 68,853 0 0
BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 43,597 4,200,151 SH   DFND 1 4,194,511 0 5,640
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BROOKDALE SENIOR LIVING INC COM 112463104 24,490 1,066,640 SH   DFND 1 1,065,666 0 974
BROOKLINE BANCORP INC COM COM 11373M107 4,626 456,301 SH   DFND 1 456,301 0 0
BROOKS-PRI AUTOMATION INC COM 114340102 5,100 435,561 SH   DFND 1 435,561 0 0
BROWN & BROWN INC COM COM 115236101 20,657 667,002 SH   DFND 1 666,886 0 116
BROWN FORMAN CORP CL A 115637100 3,564 33,320 SH   DFND 1 33,320 0 0
BROWN FORMAN CORP CL B CL B 115637209 83,102 859,318 SH   DFND 1 858,811 0 507
BRT REALTY TRUST SH BEN INT NEW 055645303 1,476 208,254 SH   DFND 1 208,254 0 0
BRUKER BIOSCIENCES CORP COM 116794108 11,297 687,612 SH   DFND 1 687,553 0 59
BRUNSWICK CORP COM COM 117043109 28,031 585,326 SH   DFND 1 585,258 0 68
BRYN MAWR BK CORP COM COM 117665109 3,910 125,855 SH   DFND 1 125,855 0 0
BSB BANCORP INC/MA COM 05573H108 1,060 50,183 SH   DFND 1 50,183 0 0
BSQUARE CORP COM COM NEW 11776U300 339 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC ADR ADR 05577E101 923 14,494 SH   DFND 1 7,604 0 6,890
BUCKLE INC COM COM 118440106 6,543 176,990 SH   DFND 1 176,307 0 683
BUFFALO WILD WINGS INC COM 119848109 23,082 119,330 SH   DFND 1 119,330 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 1,320 69,905 SH   DFND 1 69,905 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 242 19,118 SH   DFND 1 2 19,118 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 5,102 402,438 SH   DFND 1 402,438 0 0
BUNGE LIMITED COM COM G16962105 9 128 SH   DFND 1 2 128 0 0
BUNGE LIMITED COM COM G16962105 72,950 995,776 SH   DFND 1 994,351 0 1,425
BURLINGTON STORES INC COM 122017106 23,164 453,848 SH   DFND 1 453,848 0 0
BWX TECHNOLOGIES INC COM 05605H100 16,591 629,435 SH   DFND 1 629,368 0 67
BXMT 5 1/4 12/01/18 NOTE 5.250%12/0 09257WAA8 4,716 4,500,000 PRN   DFND 1 2 4,500,000 0 0
C & F FINANCIAL CORP COM 12466Q104 531 14,528 SH   DFND 1 14,528 0 0
C D I CORP COM COM 125071100 118 13,899 SH   DFND 1 2 13,899 0 0
C D I CORP COM COM 125071100 676 79,066 SH   DFND 1 79,066 0 0
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CA INC COM 12673P105 78,030 2,863,334 SH   DFND 1 2,854,469 0 8,865
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CABLE ONE INC COM 12685J105 11,136 26,551 SH   DFND 1 26,470 0 81
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CABOT OIL & GAS CORP COM 127097103 70,507 3,231,806 SH   DFND 1 3,227,712 0 4,094
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CALIX INC COM 13100M509 1,865 239,533 SH   DFND 1 239,533 0 0
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CU BANCORP COM 126534106 1,541 68,633 SH   DFND 1 68,633 0 0
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CUI GLOBAL INC COM NEW 126576206 528 102,283 SH   DFND 1 102,283 0 0
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CVENT INC COM 23247G109 4,163 123,682 SH   DFND 1 123,682 0 0
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CVSL INC COM NEW 12665T206 54 32,644 SH   DFND 1 32,644 0 0
CYBER-ARK SOFTWARE LTD/ISRAEL SHS M2682V108 509 10,161 SH   DFND 1 10,161 0 0
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D R HORTON INC COM COM 23331A109 76,291 2,603,593 SH   DFND 1 2,602,758 0 835
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DAVITA INC COM COM 23918K108 101,214 1,401,991 SH   DFND 1 1,400,731 0 1,260
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DCT INDUSTRIAL TRUST INC COM NEW 233153204 22,018 654,138 SH   DFND 1 654,138 0 0
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DENTSPLY INTL INC NEW COM COM 249030107 58,769 1,164,329 SH   DFND 1 1,163,897 0 432
DEPO 2 1/2 09/01/21 NOTE 2.500% 9/0 249908AA2 1,190 1,000,000 PRN   DFND 1 2 1,000,000 0 0
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EDUCATION REALTY TRUST INC COM NEW 28140H203 11,776 357,418 SH   DFND 1 357,418 0 0
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EHEALTH INC COM 28238P109 1,530 119,438 SH   DFND 1 119,438 0 0
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EL PASO ELEC CO COM NEW COM NEW 283677854 9,621 261,306 SH   DFND 1 261,306 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 1,024 95,015 SH   DFND 1 95,015 0 0
ELBIT SYSTEMS LTD ORD M3760D101 1,109 14,869 SH   DFND 1 14,869 0 0
ELDORADO GOLD CORP NEW COMSTK 2307873 703 221,647 SH   DFND 1 220,538 0 1,109
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EMAGIN CORP COM COM NEW 29076N206 162 65,621 SH   DFND 1 65,621 0 0
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EMCOR GROUP INC COM COM 29084Q100 17,326 391,554 SH   DFND 1 391,554 0 0
EMCORE CORP COM COM NEW 290846203 1,152 169,499 SH   DFND 1 169,499 0 0
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EMERSON ELEC CO COM COM 291011104 230,602 5,231,117 SH   DFND 1 5,217,218 0 13,899
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EMPIRE RESORTS INC COM NEW 292052206 408 96,918 SH   DFND 1 96,918 0 0
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EMPLOYERS HOLDINGS INC COM 292218104 4,648 208,552 SH   DFND 1 208,552 0 0
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ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 73 1,057 SH   DFND 1 2 1,057 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 118,197 1,709,300 SH   DFND 1 1,708,649 0 651
ENDOCYTE INC COM 29269A102 1,080 235,981 SH   DFND 1 235,981 0 0
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ENERGOUS CORP COM 29272C103 248 35,983 SH   DFND 1 35,983 0 0
ENERGY FOCUS, INC. COM NEW 29268T300 505 42,832 SH   DFND 1 42,832 0 0
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ENERGY RECOVERY INC-REDH COM 29270J100 512 239,352 SH   DFND 1 239,352 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 642 612,266 SH   DFND 1 612,266 0 0
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ENERSYS INC COM COM 29275Y102 14,282 266,571 SH   DFND 1 266,571 0 0
ENGILITY HOLDINGS INC COM 29286C107 2,880 111,751 SH   DFND 1 111,751 0 0
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ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 219 6,994 SH   DFND 1 4,081 0 2,913
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 390 21,357 SH   DFND 1 2 21,357 0 0
ENNIS BUSINESS FORMS INC COM COM 293389102 3,064 176,536 SH   DFND 1 173,773 0 2,763
ENNIS BUSINESS FORMS INC COM COM 293389102 442 25,470 SH   DFND 1 2 25,470 0 0
ENOVA INTERNATIONAL COM 29357K103 2,869 280,736 SH   DFND 1 280,736 0 0
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ENSERVCO CORP COM 29358Y102 55 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 6,565 154,018 SH   DFND 1 154,018 0 0
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ENTELLUS MEDICAL INC COM 29363K105 660 36,642 SH   DFND 1 36,642 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1,182 116,401 SH   DFND 1 116,401 0 0
ENTERGY CORP NEW COM COM 29364G103 109,509 1,684,960 SH   DFND 1 1,678,156 0 6,804
ENTERGY CORP NEW COM COM 29364G103 8 130 SH   DFND 1 2 130 0 0
ENTEROMEDICS INC-REDH COM NEW 29365M208 102 392,401 SH   DFND 1 392,401 0 0
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ENTERTAINMENT GAMING ASIA INC COM PAR $0.001 29383V305 27 12,537 SH   DFND 1 12,537 0 0
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ENVIVIO INC COM 29413T106 255 62,512 SH   DFND 1 62,512 0 0
ENZO BIOCHEM INC COM COM 294100102 556 175,536 SH   DFND 1 175,536 0 0
ENZON PHARMACEUTICALS INC COM 293904108 192 198,099 SH   DFND 1 198,099 0 0
EOG RES INC COM COM 26875P101 307,708 4,235,322 SH   DFND 1 4,233,087 0 2,235
EOG RES INC COM COM 26875P101 34 470 SH   DFND 1 2 470 0 0
EP ENERGY CORP-CL A CL A 268785102 1,133 220,075 SH   DFND 1 219,863 0 212
EP ENERGY CORP-CL A CL A 268785102 45 8,884 SH   DFND 1 2 8,884 0 0
EPAM SYSTEMS INC COM 29414B104 17,736 238,016 SH   DFND 1 238,016 0 0
EPAM SYSTEMS INC COM 29414B104 44 600 SH   DFND 1 2 600 0 0
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EPIRUS BIOPHARMACEUTICALS INC COM 29428P107 365 82,710 SH   DFND 1 82,710 0 0
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EQT CORP COM 26884L109 78,632 1,216,391 SH   DFND 1 1,213,728 0 2,663
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EQUIFAX INC COM COM 294429105 521 5,362 SH   DFND 1 2 5,362 0 0
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EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 26,010 954,878 SH   DFND 1 954,860 0 18
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EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 37,703 643,731 SH   DFND 1 643,680 0 51
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ERA GROUP INC COM 26885G109 1,863 124,460 SH   DFND 1 124,460 0 0
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ERICKSON INC COM 29482P100 114 36,620 SH   DFND 1 36,620 0 0
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ERIE INDTY CO CL A CL A 29530P102 13,698 165,158 SH   DFND 1 164,588 0 570
ERIN ENERGY CORP COM 295625107 39 10,037 SH   DFND 1 10,037 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 713 26,255 SH   DFND 1 25,976 0 279
ESCALADE INC COM COM 296056104 913 57,807 SH   DFND 1 57,807 0 0
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ESCO TECHNOLOGIES INC COM COM 296315104 5,740 159,895 SH   DFND 1 159,895 0 0
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ESSEX RENTAL CORP COM 297187106 17 46,734 SH   DFND 1 46,734 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 43 599 SH   DFND 1 2 599 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 13,271 184,606 SH   DFND 1 184,606 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 4,162 157,606 SH   DFND 1 157,606 0 0
ETSY INC COM 29786A106 2,197 160,501 SH   DFND 1 160,501 0 0
EURONET WORLDWIDE INC COM COM 298736109 22 307 SH   DFND 1 2 307 0 0
EURONET WORLDWIDE INC COM COM 298736109 23,450 316,507 SH   DFND 1 316,507 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 91 15,316 SH   DFND 1 15,316 0 0
EVERBANK FINANCIAL CORP COM 29977G102 10,643 551,468 SH   DFND 1 551,468 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 11 221 SH   DFND 1 2 221 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 10,934 217,647 SH   DFND 1 217,647 0 0
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EVERGREEN GLOBAL DIV OPPRTNY COM 94987C103 590 99,842 PRN   DFND 1 2 99,842 0 0
EVERI HOLDINGS INC COM 30034T103 2,037 397,188 SH   DFND 1 397,188 0 0
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EVINE LIVE INC CL A 300487105 923 352,373 SH   DFND 1 352,373 0 0
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EXCO RESOURCES INC COM 269279402 834 1,112,113 SH   DFND 1 1,110,500 0 1,613
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EXELON CORP COM COM 30161N101 221,786 7,480,920 SH   DFND 1 7,468,584 0 12,336
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EXPEDIA INC COM NEW 30212P303 97,896 833,461 SH   DFND 1 831,993 0 1,468
EXPEDIA INC COM NEW 30212P303 71 606 SH   DFND 1 2 606 0 0
EXPEDITORS INTL WASH INC COM COM 302130109 76,619 1,631,447 SH   DFND 1 1,630,737 0 710
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EXPRESS SCRP INC COM COM 30219G108 440,632 5,453,312 SH   DFND 1 5,445,254 0 8,058
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 5,635 335,875 SH   DFND 1 335,850 0 25
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EXTREME NETWORKS INC COM COM 30226D106 2,313 688,543 SH   DFND 1 688,543 0 0
EXXON MOBIL CORP COM COM 30231G102 174 2,343 SH   DFND 1 2 2,343 0 0
EXXON MOBIL CORP COM COM 30231G102 2,562,661 34,532,577 SH   DFND 1 34,495,406 0 37,171
EZCHIP SEMICONDUCTOR LTD ORD M4146Y108 268 10,664 SH   DFND 1 10,664 0 0
EZCORP INC-CL A CL A NON VTG 302301106 1 262 SH   DFND 1 2 262 0 0
EZCORP INC-CL A CL A NON VTG 302301106 2,020 327,460 SH   DFND 1 327,460 0 0
F M C CORP COM NEW COM NEW 302491303 35,365 1,044,992 SH   DFND 1 1,044,958 0 34
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FACEBOOK INC -A CL A 30303M102 20 227 SH   DFND 1 2 227 0 0
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FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 11,858 844,633 SH   DFND 1 844,633 0 0
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 819 303,556 SH   DFND 1 303,556 0 0
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FALCONSTOR SOFTWARE INC COM COM 306137100 296 148,954 SH   DFND 1 148,954 0 0
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FARO TECHNOLOGIES INC COM 311642102 3,945 112,734 SH   DFND 1 112,734 0 0
FASTENAL CO COM COM 311900104 85,267 2,333,546 SH   DFND 1 2,330,515 0 3,031
FATE THERAPEUTICS INC COM 31189P102 575 107,965 SH   DFND 1 107,965 0 0
FBL FINL GROUP INC CL A CL A 30239F106 4,080 66,326 SH   DFND 1 65,581 0 745
FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 792 38,816 SH   DFND 1 38,816 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 2,609 79,990 SH   DFND 1 79,990 0 0
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FEDERATED INVS INC PA CL B CL B 314211103 16,237 561,835 SH   DFND 1 559,362 0 2,473
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FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 152,005 2,270,426 SH   DFND 1 2,267,755 0 2,671
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FIESTA RESTAURANT GROUP - W/I COM 31660B101 7,871 173,494 SH   DFND 1 173,494 0 0
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FINISAR COM COM NEW 31787A507 71 6,463 SH   DFND 1 2 6,463 0 0
FINISAR COM COM NEW 31787A507 7,418 666,522 SH   DFND 1 666,522 0 0
FINISH LINE INC CL A CL A 317923100 5,633 291,884 SH   DFND 1 291,884 0 0
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FIRST SOUTH BANCORP INC VA COM COM 33646W100 326 41,268 SH   DFND 1 41,268 0 0
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FIRSTENERGY CORP COM COM 337932107 105,671 3,381,550 SH   DFND 1 3,372,483 0 9,067
FIRSTMERIT CORP COM COM 337915102 19,206 1,086,958 SH   DFND 1 1,086,958 0 0
FISERV INC COM COM 337738108 174,205 2,015,062 SH   DFND 1 2,013,931 0 1,131
FITBIT INC - A CL A 33812L102 7,957 211,129 SH   DFND 1 211,129 0 0
FIVE BELOW, INC COM 33829M101 11,583 344,945 SH   DFND 1 344,945 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 423 66,937 SH   DFND 1 66,937 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,113 137,326 SH   DFND 1 137,326 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 773 250,464 SH   DFND 1 250,464 0 0
FIVE9 INC COM 338307101 460 124,418 SH   DFND 1 124,418 0 0
FIVE9 INC COM 338307101 36 9,760 SH   DFND 1 2 9,760 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 2,785 135,500 SH   DFND 1 135,500 0 0
FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 217 13,336 SH   DFND 1 13,336 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 58,301 423,940 SH   DFND 1 423,760 0 180
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FLEXSTEEL INDS INC COM COM 339382103 145 4,647 SH   DFND 1 2 4,647 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 2,071 198,986 SH   DFND 1 197,612 0 1,374
FLIR SYS INC COM COM 302445101 32,211 1,153,057 SH   DFND 1 1,152,682 0 375
FLOTEK INDUSTRIES INC COM 343389102 5,210 311,993 SH   DFND 1 311,993 0 0
FLOWERS FOODS INC COM COM 343498101 26,101 1,055,031 SH   DFND 1 1,051,295 0 3,736
FLOWSERVE CORP COM COM 34354P105 43,543 1,060,441 SH   DFND 1 1,055,588 0 4,853
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FLUIDIGM CORP COM 34385P108 1,452 179,090 SH   DFND 1 179,090 0 0
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FLUOR CORP NEW COM COM 343412102 49,329 1,167,047 SH   DFND 1 1,166,250 0 797
FLUSHING FINL CORP COM COM 343873105 4,282 213,902 SH   DFND 1 213,902 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 20 654 SH   DFND 1 2 654 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 60,805 1,964,983 SH   DFND 1 1,962,609 0 2,374
FNB CORP PA COM COM 302520101 13,287 1,026,062 SH   DFND 1 1,022,021 0 4,041
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FNFV GROUP FNFV GROUP COM 31620R402 6,050 516,226 SH   DFND 1 516,226 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 235 32,186 SH   DFND 1 32,186 0 0
FOGO DE CHAO INC COM 344177100 208 13,359 SH   DFND 1 13,359 0 0
FONAR CORP COM COM NEW 344437405 450 33,595 SH   DFND 1 33,595 0 0
FOOT LOCKER INC COM COM 344849104 68,273 949,146 SH   DFND 1 948,490 0 656
FORBES ENERGY SERVICES LTD COM 345143101 19 35,202 SH   DFND 1 35,202 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 427,804 31,585,727 SH   DFND 1 31,523,636 0 62,091
FOREST CITY ENTERPRISES INC CL A CL A 345550107 27,281 1,355,281 SH   DFND 1 1,352,114 0 3,167
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,689 204,546 SH   DFND 1 204,546 0 0
FORMFACTOR INC COM 346375108 2,497 368,362 SH   DFND 1 368,362 0 0
FORMFACTOR INC COM 346375108 1 188 SH   DFND 1 2 188 0 0
FORRESTER RESH INC COM COM 346563109 2,510 79,862 SH   DFND 1 79,862 0 0
FORTINET INC. COM 34959E109 36,562 860,692 SH   DFND 1 858,785 0 1,907
FORTINET INC. COM 34959E109 72 1,697 SH   DFND 1 2 1,697 0 0
FORTRESS BIOTECH INC COM 34960Q109 573 220,620 SH   DFND 1 220,620 0 0
FORTUNA SILVER MINES INC COMSTK 2383033 59 26,700 SH   DFND 1 2 26,700 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 43,581 918,704 SH   DFND 1 917,366 0 1,338
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 4,582 375,319 SH   DFND 1 375,319 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 56 4,661 SH   DFND 1 2 4,661 0 0
FORWARD AIR CORP COM COM 349853101 8,107 195,400 SH   DFND 1 195,400 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 25 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 27,128 485,969 SH   DFND 1 485,969 0 0
FOSTER L B CO COM COM 350060109 770 62,705 SH   DFND 1 62,705 0 0
FOSTER L B CO COM COM 350060109 466 38,018 SH   DFND 1 2 38,018 0 0
FOUNDATION MEDICINE INC COM 350465100 1,760 95,416 SH   DFND 1 95,416 0 0
FOX CHASE BANCORP INC COM 35137T108 1,183 68,190 SH   DFND 1 68,190 0 0
FOX FACTORY HOLDING CORP COM 35138V102 2,301 136,481 SH   DFND 1 136,481 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 316 20,927 SH   DFND 1 12,017 0 8,910
FRANCESCAS HOLDINGS CORP COM 351793104 3,262 266,738 SH   DFND 1 266,738 0 0
FRANKLIN COVEY CO COM COM 353469109 1,178 73,404 SH   DFND 1 73,404 0 0
FRANKLIN ELEC INC COM COM 353514102 7,305 268,285 SH   DFND 1 268,285 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 327 14,637 SH   DFND 1 14,637 0 0
FRANKLIN RES INC COM COM 354613101 176 4,750 SH   DFND 1 2 4,750 0 0
FRANKLIN RES INC COM COM 354613101 121,392 3,264,015 SH   DFND 1 3,261,037 0 2,978
FRANKLIN STREET PROPERTIES C COM 35471R106 7,897 734,605 SH   DFND 1 734,605 0 0
FRANKS INTERNATIONAL NV COM N33462107 3,193 208,343 SH   DFND 1 207,582 0 761
FRANKS INTERNATIONAL NV COM N33462107 23 1,516 SH   DFND 1 2 1,516 0 0
FREDS INC CL A CL A 356108100 2,738 231,132 SH   DFND 1 231,132 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 87,755 9,073,591 SH   DFND 1 9,056,937 0 16,654
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 37 3,841 SH   DFND 1 2 3,841 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 20,994 574,302 SH   DFND 1 572,374 0 1,928
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 548 15,000 SH   DFND 1 2 15,000 0 0
FREIGHTCAR AMERICA INC COM 357023100 8 482 SH   DFND 1 2 482 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,396 81,409 SH   DFND 1 81,409 0 0
FREQUENCY ELECTRS INC COM COM 358010106 237 22,870 SH   DFND 1 22,870 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 259 6,641 SH   DFND 1 5,505 0 1,136
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 8,654 219,053 SH   DFND 1 219,053 0 0
FRESH MARKET INC/THE COM 35804H106 6,341 280,736 SH   DFND 1 280,736 0 0
FRESHPET INC COM 358039105 1,220 116,256 SH   DFND 1 116,256 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 130 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 46,493 9,805,952 SH   DFND 1 9,791,265 0 14,687
FRONTIER COMMUNICATIONS CORP COM 35906A108 427 90,000 SH   DFND 1 2 90,000 0 0
FRONTLINE LTD SHS G3682E127 260 96,766 SH   DFND 1 96,766 0 0
FRP HOLDINGS INC COM 30292L107 992 32,934 SH   DFND 1 32,934 0 0
FTD COMPANIES INC COM 30281V108 3,713 124,604 SH   DFND 1 124,604 0 0
FTI CONSULTING INC COM COM 302941109 11,897 286,629 SH   DFND 1 286,629 0 0
FTI CONSULTING INC COM COM 302941109 14 347 SH   DFND 1 2 347 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 400 82,835 SH   DFND 1 82,835 0 0
FUELCELL ENERGY INC COM COM 35952H106 1,224 1,666,010 SH   DFND 1 1,666,010 0 0
FUEL-TECH N.V. COM 359523107 245 128,600 SH   DFND 1 128,600 0 0
FULL HOUSE RESORTS INC COM 359678109 35 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 10,515 309,816 SH   DFND 1 309,816 0 0
FULTON FINL CORP PA COM COM 360271100 18,455 1,525,276 SH   DFND 1 1,525,276 0 0
FURMANITE CORP COM 361086101 1,286 211,544 SH   DFND 1 211,544 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 120 63,636 SH   DFND 1 63,636 0 0
FUTUREFUEL CORP COM 36116M106 3,427 346,866 SH   DFND 1 346,866 0 0
FX ENERGY INC COM COM 302695101 294 309,768 SH   DFND 1 309,768 0 0
FXCM INC - A COMSTK 302693205 211 24,264 SH   DFND 1 24,264 0 0
G & K SVCS INC CL A CL A 361268105 9,815 147,335 SH   DFND 1 147,335 0 0
GABELLI GLOBAL UTIL &INCM TR COM SH BEN INT 36242L105 243 15,157 PRN   DFND 1 2 15,157 0 0
GAIAM INC CL A CL A 36268Q103 526 85,655 SH   DFND 1 85,655 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,681 230,957 SH   DFND 1 230,957 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 526 72,313 SH   DFND 1 2 72,313 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 234 100,109 SH   DFND 1 100,109 0 0
GALENA BIOPHARMA INC COM 363256108 1,729 1,094,592 SH   DFND 1 1,094,592 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 39,269 951,915 SH   DFND 1 951,263 0 652
GALLAGHER ARTHUR J & CO COM COM 363576109 27 665 SH   DFND 1 2 665 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 202 27,269 SH   DFND 1 27,269 0 0
GAMCO INVESTORS INC - A COM 361438104 1,543 28,107 SH   DFND 1 28,107 0 0
GAMCO INVESTORS INC - A COM 361438104 22 411 SH   DFND 1 2 411 0 0
GAMESTOP CORP CL A CL A 36467W109 35,439 861,597 SH   DFND 1 859,997 0 1,600
GAMING AND LEISURE PROPERTIES INC COM 36467J108 17,031 573,437 SH   DFND 1 573,307 0 130
GAMING AND LEISURE PROPERTIES INC COM 36467J108 21 718 SH   DFND 1 2 718 0 0
GANNETT CO INC COM 36473H104 11,946 811,037 SH   DFND 1 809,596 0 1,441
GAP INC DEL COM COM 364760108 124 4,375 SH   DFND 1 2 4,375 0 0
GAP INC DEL COM COM 364760108 63,338 2,226,095 SH   DFND 1 2,224,045 0 2,050
GARMIN LTD ORD SHS H2906T109 36,576 1,021,244 SH   DFND 1 1,020,024 0 1,220
GARTNER INC COM COM 366651107 41,984 500,523 SH   DFND 1 499,916 0 607
GAS NATURAL INC COM 367204104 437 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 125 13,054 SH   DFND 1 2 13,054 0 0
GASLOG LTD SHS G37585109 358 37,230 SH   DFND 1 37,230 0 0
GASTAR EXPLORATION LTD COM 36729W202 471 410,179 SH   DFND 1 410,179 0 0
GATX CORP COM COM 361448103 11,496 260,400 SH   DFND 1 260,384 0 16
GCAP 4 1/8 12/01/18 NOTE 4.125%12/0 36268WAB6 2,879 3,000,000 PRN   DFND 1 2 3,000,000 0 0
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 171 43,918 SH   DFND 1 43,918 0 0
GENER8 MARITIME INC COM Y26889108 377 34,441 SH   DFND 1 34,441 0 0
GENERAC HOLDINGS INC COM 368736104 12,474 414,581 SH   DFND 1 414,581 0 0
GENERAL AMERICAN INVESTORS COM 368802104 1,308 42,227 PRN   DFND 1 2 42,227 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 293 24,626 SH   DFND 1 2 24,626 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 3,745 314,773 SH   DFND 1 313,415 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 3,365 194,960 SH   DFND 1 194,960 0 0
GENERAL COMMUNICATION INC CL A CL A 369385109 49 2,868 SH   DFND 1 2 2,868 0 0
GENERAL DYNAMICS CORP COM COM 369550108 348,058 2,527,694 SH   DFND 1 2,526,531 0 1,163
GENERAL ELEC CO COM COM 369604103 263 10,450 SH   DFND 1 2 10,450 0 0
GENERAL ELEC CO COM COM 369604103 2,079,264 82,602,137 SH   DFND 1 82,473,147 0 128,990
GENERAL EMPLOYMENT ENTREPRS IN COM 369730106 15 37,933 SH   DFND 1 37,933 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 144,935 5,589,951 SH   DFND 1 5,584,403 0 5,548
GENERAL MLS INC COM COM 370334104 261,583 4,669,640 SH   DFND 1 4,659,257 0 10,383
GENERAL MOLY INC COM 370373102 76 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 350,441 11,696,050 SH   DFND 1 11,678,316 0 17,734
GENERAL MOTORS CO COM 37045V100 600 20,000 SH   DFND 1 2 20,000 0 0
GENESCO INC COM COM 371532102 8,436 147,825 SH   DFND 1 147,825 0 0
GENESEE & WYO INC CL A CL A 371559105 17,590 297,733 SH   DFND 1 296,871 0 862
GENESIS HEALTHCARE INC CL A COM 37185X106 1,020 166,442 SH   DFND 1 166,442 0 0
GENIE ENERGY LTD - B CL B 372284208 746 90,646 SH   DFND 1 90,646 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,005 254,830 SH   DFND 1 254,830 0 0
GENOCEA BIOSCIENCES INC COM 372427104 915 133,705 SH   DFND 1 133,705 0 0
GENOMIC HEALTH INC COM 37244C101 3,024 142,932 SH   DFND 1 142,932 0 0
GENOMIC HEALTH INC COM 37244C101 34 1,620 SH   DFND 1 2 1,620 0 0
GENPACT LTD SHS G3922B107 21,224 898,966 SH   DFND 1 897,878 0 1,088
GENPACT LTD SHS G3922B107 31 1,328 SH   DFND 1 2 1,328 0 0
GENTEX CORP COM COM 371901109 44,770 2,888,399 SH   DFND 1 2,880,859 0 7,540
GENTHERM INC COM 37253A103 10,271 228,667 SH   DFND 1 228,587 0 80
GENUINE PARTS CO COM COM 372460105 99,896 1,207,536 SH   DFND 1 1,205,472 0 2,064
GENVEC INC COM NEW 37246C307 358 155,296 SH   DFND 1 155,296 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 175 37,943 SH   DFND 1 2 37,943 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 18,465 4,002,753 SH   DFND 1 4,002,673 0 80
GEO GROUP INC/THE COM 36162J106 17,536 589,676 SH   DFND 1 589,676 0 0
GEO GROUP INC/THE COM 36162J106 28 953 SH   DFND 1 2 953 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,153 83,507 SH   DFND 1 83,507 0 0
GERMAN AMERN BANCORP COM COM 373865104 2,133 72,874 SH   DFND 1 72,874 0 0
GERON CORP COM COM 374163103 2,813 1,019,240 SH   DFND 1 1,019,044 0 196
GETTY RLTY CORP NEW COM COM 374297109 34 2,167 SH   DFND 1 2 2,167 0 0
GETTY RLTY CORP NEW COM COM 374297109 2,956 187,096 SH   DFND 1 187,096 0 0
GEVO INC COM NEW 374396208 145 84,562 SH   DFND 1 84,562 0 0
GIBRALTAR INDUSTRIES, INC COM 374689107 3,733 203,477 SH   DFND 1 203,477 0 0
GIGA TRONICS INC COM COM 375175106 17 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 141 7,049 SH   DFND 1 2 7,049 0 0
GIGAMON INC COM 37518B102 2,961 148,022 SH   DFND 1 148,022 0 0
GIGOPTIX INC COM 37517Y103 269 153,832 SH   DFND 1 153,832 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 15,328 248,591 SH   DFND 1 248,591 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 63 18,227 SH   DFND 1 18,227 0 0
GILDAN ACTIVEWEAR INC COMSTK 2254645 2,433 81,452 SH   DFND 1 80,603 0 849
GILEAD SCIENCES INC COM COM 375558103 1,188,788 12,129,893 SH   DFND 1 12,111,672 0 18,221
GILEAD SCIENCES INC COM COM 375558103 1,428 14,553 SH   DFND 1 2 14,553 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 13,073 495,387 SH   DFND 1 495,387 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 2,015 142,843 SH   DFND 1 142,843 0 0
GLADSTONE LAND CORP COM 376549101 735 80,123 SH   DFND 1 80,123 0 0
GLATFELTER COM COM 377316104 4,783 277,774 SH   DFND 1 277,774 0 0
GLATFELTER COM COM 377316104 20 1,219 SH   DFND 1 2 1,219 0 0
GLAUKOS CORP COM 377322102 641 26,512 SH   DFND 1 26,512 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 253 6,586 SH   DFND 1 2 6,586 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 3,091 80,393 SH   DFND 1 66,695 0 13,698
GLEN BURNIE BANCORP COM 377407101 251 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 1,743 41,351 SH   DFND 1 41,351 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 3,199 155,978 SH   DFND 1 155,978 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 251 12,262 SH   DFND 1 2 12,262 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 3,630 316,243 SH   DFND 1 316,243 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,684 64,368 SH   DFND 1 64,368 0 0
GLOBAL NET LEASE INC COM 379378102 7,470 812,041 SH   DFND 1 812,041 0 0
GLOBAL PMTS INC COM COM 37940X102 42,938 374,255 SH   DFND 1 373,756 0 499
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 30 8,250 SH   DFND 1 2 8,250 0 0
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 279 76,204 SH   DFND 1 76,204 0 0
GLOBAL SOURCES LIMITED ORD G39300101 759 91,444 SH   DFND 1 91,444 0 0
GLOBALSCAPE INC COM 37940G109 96 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 2,825 1,799,441 SH   DFND 1 1,799,441 0 0
GLOBANT SA COM L44385109 438 14,340 SH   DFND 1 14,340 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 5,034 415,022 SH   DFND 1 415,022 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 29 2,398 SH   DFND 1 2 2,398 0 0
GLOBUS MEDICAL INC- A CL A 379577208 9,483 459,009 SH   DFND 1 459,009 0 0
GLORI ENERGY INC COM 379606106 46 62,701 SH   DFND 1 62,701 0 0
GLOWPOINT INC COM NEW 379887201 197 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 3,034 694,507 SH   DFND 1 694,507 0 0
GLYCOMIMETICS INC COM 38000Q102 288 51,446 SH   DFND 1 51,446 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 26 667 SH   DFND 1 2 667 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 23,729 587,065 SH   DFND 1 586,513 0 552
GODADDY INC - CLASS A CL A 380237107 3,812 151,217 SH   DFND 1 151,203 0 14
GOGO INC COM 38046C109 5,951 389,524 SH   DFND 1 389,524 0 0
GOLAR LNG LTD SHS G9456A100 2,869 102,919 SH   DFND 1 101,883 0 1,036
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 228 15,584 SH   DFND 1 15,584 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 4 1,845 SH   DFND 1 0 0 1,845
GOLD FIELDS LTD SPONSORED ADR 38059T106 293 110,307 SH   DFND 1 2 110,307 0 0
GOLD RESOURCES CORP COM 38068T105 81 32,065 SH   DFND 1 2 32,065 0 0
GOLD RESOURCES CORP COM 38068T105 591 233,631 SH   DFND 1 233,631 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 338 37,389 SH   DFND 1 37,389 0 0
GOLDEN MINERALS COMPANY COM 381119106 49 186,795 SH   DFND 1 186,795 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 167 68,219 SH   DFND 1 68,219 0 0
GOLDFIELD CORP COM 381370105 169 101,746 SH   DFND 1 101,746 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 583,461 3,364,081 SH   DFND 1 3,358,216 0 5,865
GOLDMAN SACHS GROUP INC COM COM 38141G104 243 1,400 SH   DFND 1 2 1,400 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 329 52,728 SH   DFND 1 52,728 0 0
GOODRICH PETROLEUM CORP COM NEW 382410405 136 236,001 SH   DFND 1 236,001 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 73,815 2,520,930 SH   DFND 1 2,518,019 0 2,911
GOOGLE INC - C CL C 38259P706 1,487,640 2,449,747 SH   DFND 1 2,447,088 0 2,659
GOOGLE INC - C CL C 38259P706 32 54 SH   DFND 1 2 54 0 0
GOOGLE INC-CL A COM CL A 38259P508 33 52 SH   DFND 1 2 52 0 0
GOOGLE INC-CL A COM CL A 38259P508 1,525,792 2,394,649 SH   DFND 1 2,390,413 0 4,236
GOPRO INC - CL A CL A 38268T103 14,035 449,572 SH   DFND 1 448,755 0 817
GORDMANS STORES INC COM 38269P100 179 51,296 SH   DFND 1 51,296 0 0
GORMAN RUPP CO COM COM 383082104 2,827 117,958 SH   DFND 1 117,958 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 6,237 389,873 SH   DFND 1 389,873 0 0
GP STRATEGIES CORP COM COM 36225V104 2,297 100,684 SH   DFND 1 100,684 0 0
GP STRATEGIES CORP COM COM 36225V104 56 2,492 SH   DFND 1 2 2,492 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 12,689 11,298,000 PRN   DFND 1 2 11,298,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 37,752 405,725 SH   DFND 1 405,725 0 0
GRACO INC COM COM 384109104 22,425 334,554 SH   DFND 1 334,554 0 0
GRAHAM CORP COM 384556106 1,052 59,630 SH   DFND 1 59,630 0 0
GRAHAM HOLDINGS CO COM 384637104 70 122 SH   DFND 1 2 122 0 0
GRAHAM HOLDINGS CO COM 384637104 15,064 26,108 SH   DFND 1 26,028 0 80
GRAINGER W W INC COM COM 384802104 101,804 474,432 SH   DFND 1 473,393 0 1,039
GRAMERCY PROPERTY TRUST INC COM NEW 38489R605 7,087 341,226 SH   DFND 1 341,226 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 11,814 310,986 SH   DFND 1 310,986 0 0
GRANITE CONSTR INC COM COM 387328107 6,740 227,178 SH   DFND 1 227,178 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 23,879 1,867,028 SH   DFND 1 1,867,028 0 0
GRAY TELEVISION INC COM COM 389375106 282 22,164 SH   DFND 1 2 22,164 0 0
GRAY TELEVISION INC COM COM 389375106 6,366 498,923 SH   DFND 1 498,923 0 0
GREAT AJAX CORP COM 38983D300 317 25,703 SH   DFND 1 25,703 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,844 365,911 SH   DFND 1 365,911 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 24,121 892,742 SH   DFND 1 892,742 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 3,227 74,531 SH   DFND 1 74,531 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 334 7,730 SH   DFND 1 2 7,730 0 0
GREAT WESTERN BANCORP INC COM 391416104 9,794 386,062 SH   DFND 1 386,062 0 0
GREATBATCH INC COM 39153L106 13,090 232,017 SH   DFND 1 232,017 0 0
GREEN BANCORP INC COM 39260X100 509 44,429 SH   DFND 1 44,429 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,927 178,001 SH   DFND 1 178,001 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 4,393 249,641 SH   DFND 1 249,641 0 0
GREEN PLAINS INC COM 393222104 9 481 SH   DFND 1 2 481 0 0
GREEN PLAINS INC COM 393222104 4,334 222,750 SH   DFND 1 222,329 0 421
GREENBRIER COS INC COM COM 393657101 5,172 161,077 SH   DFND 1 160,958 0 119
GREENBRIER COS INC COM COM 393657101 171 5,355 SH   DFND 1 2 5,355 0 0
GREENHILL & CO INC COM COM 395259104 4,729 166,135 SH   DFND 1 165,579 0 556
GREENHUNTER ENERGY INC-REDH COM 39530A104 27 92,452 SH   DFND 1 92,452 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 4,117 184,798 SH   DFND 1 184,798 0 0
GREIF INC CL A 397624107 6,390 200,260 SH   DFND 1 200,060 0 200
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 220 8,902 SH   DFND 1 8,902 0 0
GRIFFON CORP COM COM 398433102 3,917 248,428 SH   DFND 1 248,428 0 0
GRIFFON CORP COM COM 398433102 44 2,819 SH   DFND 1 2 2,819 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 892 29,362 SH   DFND 1 26,752 0 2,610
GROUP 1 AUTOMOTIVE INC COM COM 398905109 15,757 185,051 SH   DFND 1 185,051 0 0
GROUPON INC COM CL A 399473107 9,327 2,861,074 SH   DFND 1 2,860,105 0 969
GROUPON INC COM CL A 399473107 150 46,085 SH   DFND 1 2 46,085 0 0
GRUBHUB INC COM 400110102 11,279 463,401 SH   DFND 1 463,401 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 262 14,721 SH   DFND 1 14,721 0 0
GSE SYSTEMS INC COM 36227K106 49 33,536 SH   DFND 1 33,536 0 0
GSI GROUP INC COM NEW 36191C205 2,531 198,872 SH   DFND 1 198,872 0 0
GSI TECHNOLOGY INC COM 36241U106 313 77,127 SH   DFND 1 77,127 0 0
GTT COMMUNICATIONS INC COM 362393100 4,293 184,582 SH   DFND 1 184,582 0 0
GTX INC COM 40052B108 266 350,319 SH   DFND 1 350,319 0 0
GUARANTY BANCORP COM NEW 40075T607 2,234 135,701 SH   DFND 1 135,701 0 0
GUESS INC COM COM 401617105 8,349 390,877 SH   DFND 1 388,601 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 760 126,325 SH   DFND 1 126,325 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 22,305 424,228 SH   DFND 1 424,228 0 0
GULF COAST ULTRA ROYALTY TR UNT 40222T104 22 79,621 SH   DFND 1 79,621 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 48 4,630 SH   DFND 1 2 4,630 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 849 80,705 SH   DFND 1 80,705 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 16 11,775 SH   DFND 1 11,775 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 21 15,124 SH   DFND 1 2 15,124 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 916 149,961 SH   DFND 1 149,961 0 0
GULFPORT ENERGY CORP COM NEW 402635304 20,072 676,291 SH   DFND 1 675,517 0 774
GW PHARMACEUTICALS PLC ADR ADS 36197T103 461 5,056 SH   DFND 1 5,056 0 0
GY 4.0625 12/31/39 SDCV 4.062%12/3 368682AN0 29,753 16,570,000 PRN   DFND 1 2 16,570,000 0 0
H D F C BANK LTD ADR REPS 3 SHS 40415F101 534 8,742 SH   DFND 1 8,202 0 540
H&E EQUIPMENT SERVICES INC COM 404030108 3,396 203,121 SH   DFND 1 203,121 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,414 66,047 SH   DFND 1 66,047 0 0
HACKETT GROUP INC/THE COM 404609109 2,367 172,159 SH   DFND 1 172,159 0 0
HACKETT GROUP INC/THE COM 404609109 112 8,149 SH   DFND 1 2 8,149 0 0
HAEMONETICS CORP COM COM 405024100 10,101 312,532 SH   DFND 1 312,532 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 31,149 603,682 SH   DFND 1 603,034 0 648
HAIN CELESTIAL GROUP INC COM COM 405217100 22 445 SH   DFND 1 2 445 0 0
HALCON RESOURCES CORP COM NEW 40537Q209 1,356 2,559,119 SH   DFND 1 2,559,119 0 0
HALLADOR ENERGY CO COM 40609P105 669 96,292 SH   DFND 1 96,292 0 0
HALLADOR ENERGY CO COM 40609P105 331 47,677 SH   DFND 1 2 47,677 0 0
HALLIBURTON CO COM COM 406216101 242,943 6,885,826 SH   DFND 1 6,871,893 0 13,933
HALLMARK FINL SERVICES INC COM NEW 40624Q203 882 76,816 SH   DFND 1 76,816 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 9,365 697,353 SH   DFND 1 697,353 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 28 2,091 SH   DFND 1 2 2,091 0 0
HALYARD HEALTH INC - W/I COM 40650V100 7,899 277,743 SH   DFND 1 277,743 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 871 458,554 SH   DFND 1 458,554 0 0
HANCOCK HLDG CO COM COM 410120109 14,652 541,674 SH   DFND 1 541,000 0 674
HANDY & HARMAN LTD COM 410315105 907 37,826 SH   DFND 1 37,826 0 0
HANESBRANDS INC COM 410345102 90,136 3,120,882 SH   DFND 1 3,115,354 0 5,528
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 0 3 SH   DFND 1 2 3 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 2,953 216,502 SH   DFND 1 216,502 0 0
HANMI FINL CORP COM COM NEW 410495204 5,129 203,567 SH   DFND 1 203,567 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 3,337 193,833 SH   DFND 1 193,833 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 30 1,787 SH   DFND 1 2 1,787 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 20,514 264,020 SH   DFND 1 262,739 0 1,281
HANSEN MEDICAL INC COM NEW 411307200 120 32,006 SH   DFND 1 32,006 0 0
HARDINGE INC COM COM 412324303 481 52,493 SH   DFND 1 52,493 0 0
HARLEY DAVIDSON INC COM COM 412822108 94,022 1,715,807 SH   DFND 1 1,715,051 0 756
HARMAN INTL INDS INC COM COM 413086109 53,564 559,125 SH   DFND 1 558,029 0 1,096
HARMONIC INC COM COM 413160102 3,408 587,754 SH   DFND 1 587,754 0 0
HARRIS & HARRIS GROUP INC C COM 413833104 31 14,878 SH   DFND 1 14,878 0 0
HARRIS CORP DEL COM COM 413875105 5 73 SH   DFND 1 2 73 0 0
HARRIS CORP DEL COM COM 413875105 71,770 983,092 SH   DFND 1 982,348 0 744
HARSCO CORP COM COM 415864107 4,385 483,519 SH   DFND 1 483,519 0 0
HARTE-HANKS INC COM COM 416196103 204 57,926 SH   DFND 1 2 57,926 0 0
HARTE-HANKS INC COM COM 416196103 912 258,583 SH   DFND 1 256,084 0 2,499
HARTFORD FINL SVCS GROUP IN COM COM 416515104 151,382 3,313,199 SH   DFND 1 3,311,011 0 2,188
HARVARD APPARATUS REGENERATIVE TECH INC COM 41690A106 23 27,158 SH   DFND 1 27,158 0 0
HARVARD BIOSCIENCE INC COM COM 416906105 627 166,116 SH   DFND 1 166,116 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 295 212,524 SH   DFND 1 212,524 0 0
HASBRO INC COM COM 418056107 67,185 933,076 SH   DFND 1 932,000 0 1,076
HATTERAS FINANCIAL CORP COM 41902R103 8,556 564,790 SH   DFND 1 560,629 0 4,161
HAVERTY FURNITURE INC COM COM 419596101 3,485 148,443 SH   DFND 1 148,443 0 0
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 16,607 578,867 SH   DFND 1 578,867 0 0
HAWAIIAN HOLDINGS INC COM 419879101 8,552 346,530 SH   DFND 1 346,530 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,517 73,030 SH   DFND 1 73,030 0 0
HAWKINS INC COM 420261109 2,423 62,957 SH   DFND 1 62,957 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,130 82,730 SH   DFND 1 82,730 0 0
HC2 HOLDINGS INC COM 404139107 1,005 143,481 SH   DFND 1 143,481 0 0
HCA HOLDINGS INC. COM 40412C101 24 318 SH   DFND 1 2 318 0 0
HCA HOLDINGS INC. COM 40412C101 190,841 2,471,941 SH   DFND 1 2,470,115 0 1,826
HCC INS HLDGS INC COM COM 404132102 43,807 565,479 SH   DFND 1 560,728 0 4,751
HCI 3 7/8 03/15/19 NOTE 3.875% 3/1 40416EAB9 9,181 10,090,000 PRN   DFND 1 2 10,090,000 0 0
HCI GROUP INC COM 40416E103 591 15,265 SH   DFND 1 2 15,265 0 0
HCI GROUP INC COM 40416E103 4,348 112,166 SH   DFND 1 112,086 0 80
HCP INC COM 40414L109 165,030 4,437,559 SH   DFND 1 4,429,102 0 8,457
HD SUPPLY HOLDINGS INC COM 40416M105 127 4,449 SH   DFND 1 2 4,449 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 30,854 1,078,063 SH   DFND 1 1,076,326 0 1,737
HEADWATERS INC COM COM 42210P102 8,564 455,580 SH   DFND 1 455,580 0 0
HEALTH CARE REIT INC S-I 6 1/2 6.50% PFD PREPET 95040Q203 8,241 135,700 PRN   DFND 1 2 135,700 0 0
HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 133 26,772 SH   DFND 1 26,772 0 0
HEALTH NET INC COM COM 42222G108 602 10,000 SH   DFND 1 2 10,000 0 0
HEALTH NET INC COM COM 42222G108 26,950 447,540 SH   DFND 1 446,824 0 716
HEALTHCARE RLTY TR COM COM 421946104 18,008 724,680 SH   DFND 1 724,680 0 0
HEALTHCARE SVCS GRP INC COM COM 421906108 15,549 461,414 SH   DFND 1 461,414 0 0
HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 19,426 792,585 SH   DFND 1 792,585 0 0
HEALTHEQUITY INC COM 42226A107 6,731 227,810 SH   DFND 1 227,810 0 0
HEALTHSOUTH CORP COM COM NEW 421924309 25,140 655,208 SH   DFND 1 654,597 0 611
HEALTHSTREAM INC COM 42222N103 18 870 SH   DFND 1 2 870 0 0
HEALTHSTREAM INC COM 42222N103 3,446 158,001 SH   DFND 1 158,001 0 0
HEALTHWAYS INC COM 422245100 2,666 239,784 SH   DFND 1 239,784 0 0
HEARTLAND EXPRESS INC COM COM 422347104 7,650 383,683 SH   DFND 1 383,683 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 4,042 111,392 SH   DFND 1 111,392 0 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 14,015 222,433 SH   DFND 1 222,433 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 5,492 104,993 SH   DFND 1 104,993 0 0
HEAT BIOLOGICS INC COM 42237K102 102 22,034 SH   DFND 1 22,034 0 0
HECLA MNG CO COM COM 422704106 4,467 2,267,570 SH   DFND 1 2,267,570 0 0
HEICO CORP NEW COM COM 422806109 4,709 96,347 SH   DFND 1 96,347 0 0
HEICO CORP-CL A CL A 422806208 9,370 206,361 SH   DFND 1 206,361 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 2,107 108,372 SH   DFND 1 107,826 0 546
HELEN OF TROY CORP LTD COM COM G4388N106 17,452 195,433 SH   DFND 1 195,433 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 2,874 600,133 SH   DFND 1 600,133 0 0
HELMERICH & PAYNE INC COM COM 423452101 40,329 855,104 SH   DFND 1 851,475 0 3,629
HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 1,026 75,462 SH   DFND 1 75,462 0 0
HEMISPHERX BIOPHARMA INC COM COM 42366C103 153 897,977 SH   DFND 1 897,977 0 0
HENRY JACK & ASSOC INC COM COM 426281101 38,294 550,128 SH   DFND 1 548,861 0 1,267
HERBALIFE LTD COM USD SHS G4412G101 21,438 393,369 SH   DFND 1 393,286 0 83
HERITAGE COMMERCE CORP COM COM 426927109 1,428 125,959 SH   DFND 1 125,959 0 0
HERITAGE FINL CORP WASH COM COM 42722X106 3,887 206,550 SH   DFND 1 206,550 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 406 20,595 SH   DFND 1 2 20,595 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 7,429 376,578 SH   DFND 1 376,578 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,082 136,012 SH   DFND 1 136,012 0 0
HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 972 94,694 SH   DFND 1 94,694 0 0
HERON THERAPEUTICS INC COM 427746102 8 336 SH   DFND 1 2 336 0 0
HERON THERAPEUTICS INC COM 427746102 5,140 210,670 SH   DFND 1 210,670 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8,372 369,493 SH   DFND 1 369,493 0 0
HERSHEY CO/THE COM 427866108 108,021 1,177,983 SH   DFND 1 1,176,843 0 1,140
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 37,059 2,216,657 SH   DFND 1 2,209,768 0 6,889
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 501 30,000 SH   DFND 1 2 30,000 0 0
HESKA CORP COM COM RESTRC NEW 42805E306 16 532 SH   DFND 1 2 532 0 0
HESKA CORP COM COM RESTRC NEW 42805E306 1,037 34,047 SH   DFND 1 34,047 0 0
HESS CORP COM COM 42809H107 97,020 1,941,928 SH   DFND 1 1,935,373 0 6,555
HEWLETT PACKARD CO COM COM 428236103 699 27,320 SH   DFND 1 2 27,320 0 0
HEWLETT PACKARD CO COM COM 428236103 381,615 14,929,120 SH   DFND 1 14,917,240 0 11,880
HEXCEL CORP NEW COM COM 428291108 24,415 544,253 SH   DFND 1 543,418 0 835
HFF INC-CLASS A CL A 40418F108 8,998 266,546 SH   DFND 1 266,546 0 0
HFF INC-CLASS A CL A 40418F108 773 22,916 SH   DFND 1 2 22,916 0 0
HHGREGG INC -REDH COM 42833L108 323 66,396 SH   DFND 1 66,396 0 0
HIBBETT SPORTS INC COM 428567101 5,524 157,785 SH   DFND 1 157,785 0 0
HIBBETT SPORTS INC COM 428567101 26 757 SH   DFND 1 2 757 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 84 11,297 SH   DFND 1 2 11,297 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 489 248,730 SH   DFND 1 248,189 0 541
HIGHER ONE HOLDINGS INC COM 42983D104 194 98,709 SH   DFND 1 2 98,709 0 0
HIGHWOODS PPTYS INC COM COM 431284108 26,281 678,228 SH   DFND 1 678,228 0 0
HILL INTERNATIONAL INC COM 431466101 700 213,519 SH   DFND 1 213,519 0 0
HILLENBRAND INC -SPN COM 431571108 9,985 383,924 SH   DFND 1 383,924 0 0
HILL-ROM HOLDINGS INC COM 431475102 17,749 341,393 SH   DFND 1 339,906 0 1,487
HILL-ROM HOLDINGS INC COM 431475102 8 164 SH   DFND 1 2 164 0 0
HILLTOP HOLDINGS COM 432748101 41 2,087 SH   DFND 1 2 2,087 0 0
HILLTOP HOLDINGS COM 432748101 11,600 585,580 SH   DFND 1 585,580 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 64,762 2,824,952 SH   DFND 1 2,820,398 0 4,554
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 26 1,154 SH   DFND 1 2 1,154 0 0
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 268 33,682 SH   DFND 1 33,682 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 1,095 9,440 SH   DFND 1 9,440 0 0
HMS HOLDINGS CORP COM 40425J101 5,489 625,961 SH   DFND 1 625,961 0 0
HMS HOLDINGS CORP COM 40425J101 126 14,373 SH   DFND 1 2 14,373 0 0
HNI CORP COM COM 404251100 13,131 306,103 SH   DFND 1 305,349 0 754
HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 249 8,582 SH   DFND 1 2 8,582 0 0
HOLLYFRONTIER CORP COM 436106108 70,086 1,435,734 SH   DFND 1 1,432,723 0 3,011
HOLLYFRONTIER CORP COM 436106108 1,148 23,515 SH   DFND 1 2 23,515 0 0
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 58 3,354 SH   DFND 1 2 3,354 0 0
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 353 20,214 SH   DFND 1 20,214 0 0
HOLOGIC INC COM COM 436440101 58,169 1,487,485 SH   DFND 1 1,486,669 0 816
HOME BANCORP INC COM 43689E107 506 19,617 SH   DFND 1 19,617 0 0
HOME BANCSHARES INC COM 436893200 41 1,032 SH   DFND 1 2 1,032 0 0
HOME BANCSHARES INC COM 436893200 16,626 410,528 SH   DFND 1 410,528 0 0
HOME DEPOT INC COM COM 437076102 1,174,691 10,191,416 SH   DFND 1 10,173,663 0 17,753
HOME PROPERTIES INC COM 437306103 444 5,953 SH   DFND 1 2 5,953 0 0
HOME PROPERTIES INC COM 437306103 31,520 421,675 SH   DFND 1 421,638 0 37
HOMEAWAY INC COM 43739Q100 15,385 579,728 SH   DFND 1 579,611 0 117
HOMEAWAY INC COM 43739Q100 26 994 SH   DFND 1 2 994 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 339 11,807 SH   DFND 1 11,807 0 0
HOMESTREET INC COM 43785V102 3,331 144,208 SH   DFND 1 144,208 0 0
HOMETRUST BANCSHARES INC COM 437872104 2,430 131,024 SH   DFND 1 131,024 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 457 15,296 SH   DFND 1 9,745 0 5,551
HONEYWELL INTL INC COM COM 438516106 578,953 6,126,211 SH   DFND 1 6,115,817 0 10,394
HOOKER FURNITURE CORP COM 439038100 76 3,241 SH   DFND 1 2 3,241 0 0
HOOKER FURNITURE CORP COM 439038100 1,731 73,549 SH   DFND 1 73,549 0 0
HOOPER HOLMES INC COM COM 439104100 15 134,818 SH   DFND 1 134,818 0 0
HOPFED BANCORP INC COM 439734104 243 20,385 SH   DFND 1 20,385 0 0
HORACE MANN EDUCATORS CORP COM COM 440327104 11,901 358,267 SH   DFND 1 358,267 0 0
HORIZON BANCORP INDIANA COM 440407104 1,033 43,515 SH   DFND 1 43,515 0 0
HORIZON GLOBAL CORP-W/I COM 44052W104 1,110 125,955 SH   DFND 1 125,955 0 0
HORIZON PHARMA PLC SHS G4617B105 15,243 769,089 SH   DFND 1 769,089 0 0
HORMEL FOODS CORP COM COM 440452100 67,075 1,061,617 SH   DFND 1 1,060,164 0 1,453
HORNBECK OFFSHORE SERVICES COM COM 440543106 30 2,287 SH   DFND 1 2 2,287 0 0
HORNBECK OFFSHORE SERVICES COM COM 440543106 2,557 189,006 SH   DFND 1 189,006 0 0
HORSEHEAD HOLDING CORP COM 440694305 1,141 375,451 SH   DFND 1 375,451 0 0
HORTONWORKS INC COM 440894103 2,979 136,114 SH   DFND 1 136,114 0 0
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 2 98 SH   DFND 1 2 98 0 0
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 34,262 1,339,428 SH   DFND 1 1,338,052 0 1,376
HOST MARRIOTT CORP NEW COM COM 44107P104 116,646 7,389,815 SH   DFND 1 7,376,382 0 13,433
HOST MARRIOTT CORP NEW COM COM 44107P104 86 5,450 SH   DFND 1 2 5,450 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 15,688 772,432 SH   DFND 1 772,432 0 0
HOULIHAN LOKEY INC CL A 441593100 528 24,239 SH   DFND 1 24,239 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 24 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 70 11,095 SH   DFND 1 2 11,095 0 0
HOUSTON WIRE & CABLE COM 44244K109 569 89,750 SH   DFND 1 89,750 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 1,394 787,650 SH   DFND 1 787,650 0 0
HOWARD BANCORP INC COM 442496105 262 18,478 SH   DFND 1 18,478 0 0
HOWARD HUGHES CORP COM 44267D107 24,559 214,049 SH   DFND 1 213,991 0 58
HRG GROUP INC COM 40434J100 7,817 666,467 SH   DFND 1 666,467 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 2,644 69,816 SH   DFND 1 52,505 0 17,311
HSN INC COM 404303109 12,500 218,386 SH   DFND 1 218,326 0 60
HTG MOLECULAR DIAGNOSTICS INC COM 40434H104 151 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC CL A CL A 443320106 8,019 220,254 SH   DFND 1 220,254 0 0
HUBBELL INC -CL A CL A 443510102 860 7,956 SH   DFND 1 7,956 0 0
HUBBELL INC CL B CL B 443510201 35 416 SH   DFND 1 2 416 0 0
HUBBELL INC CL B CL B 443510201 26,646 313,678 SH   DFND 1 313,461 0 217
HUBSPOT INC COM 443573100 3,090 66,639 SH   DFND 1 66,639 0 0
HUDSON CITY BANCORP COM COM 443683107 41,826 4,120,436 SH   DFND 1 4,119,699 0 737
HUDSON CITY BANCORP COM COM 443683107 259 25,525 SH   DFND 1 2 25,525 0 0
HUDSON GLOBAL INC COM 443787106 229 92,293 SH   DFND 1 92,293 0 0
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INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 106,743 2,106,634 SH   DFND 1 2,102,831 0 3,803
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JOHN B. SANFILIPPO & SON COM 800422107 3,634 70,898 SH   DFND 1 70,898 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 40 1,063 SH   DFND 1 2 1,063 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 6,910 180,661 SH   DFND 1 180,661 0 0
JOHNSON & JOHNSON COM COM 478160104 2,135,960 22,924,251 SH   DFND 1 22,896,603 0 27,648
JOHNSON & JOHNSON COM COM 478160104 87 941 SH   DFND 1 2 941 0 0
JOHNSON CTLS INC COM COM 478366107 208,282 5,046,024 SH   DFND 1 5,038,673 0 7,351
JOHNSON OUTDOORS INC CL A CL A 479167108 95 4,528 SH   DFND 1 2 4,528 0 0
JOHNSON OUTDOORS INC CL A CL A 479167108 722 34,226 SH   DFND 1 34,226 0 0
JONES ENERGY INC COM CL A 48019R108 916 191,330 SH   DFND 1 191,330 0 0
JONES LANG LASALLE INC COM COM 48020Q107 36,310 252,736 SH   DFND 1 251,942 0 794
JOURNAL MEDIA GROUP INC COM 48114A109 768 102,458 SH   DFND 1 102,458 0 0
JOY GLOBAL INC COM COM 481165108 85 5,759 SH   DFND 1 2 5,759 0 0
JOY GLOBAL INC COM COM 481165108 11,711 785,574 SH   DFND 1 781,714 0 3,860
JP MORGAN CHASE & CO COM 46625H100 1,856,451 30,506,191 SH   DFND 1 30,465,132 0 41,059
JP MORGAN CHASE & CO COM 46625H100 230 3,788 SH   DFND 1 2 3,788 0 0
JUNIPER NETWORKS INC COM COM 48203R104 419 16,309 SH   DFND 1 2 16,309 0 0
JUNIPER NETWORKS INC COM COM 48203R104 89,052 3,469,199 SH   DFND 1 3,466,059 0 3,140
JUNIPER PHARMACEUTICALS INC COM 48203L107 612 51,983 SH   DFND 1 51,983 0 0
JUNO THERAPEUTICS INC COM 48205A109 15,979 392,708 SH   DFND 1 392,677 0 31
JUST ENERGY GROUP INC COMSTK B63MCN1 1,136 192,900 SH   DFND 1 2 192,900 0 0
K12 INC COM 48273U102 84 6,753 SH   DFND 1 2 6,753 0 0
K12 INC COM 48273U102 3,674 295,390 SH   DFND 1 295,064 0 326
K2M GROUP HOLDINGS INC COM 48273J107 2,973 159,864 SH   DFND 1 159,864 0 0
KADANT INC COM COM 48282T104 4,121 105,642 SH   DFND 1 105,642 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 9,002 112,181 SH   DFND 1 112,181 0 0
KAMADA LIMITED SHS M6240T109 40 11,785 SH   DFND 1 11,785 0 0
KAMAN CORP COM 483548103 6,258 174,569 SH   DFND 1 174,569 0 0
KANDI TECHNOLOGIES CORP COM 483709101 92 17,662 SH   DFND 1 17,662 0 0
KANSAS CITY LIFE INS CO COM COM 484836101 961 20,466 SH   DFND 1 20,466 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 79,900 880,894 SH   DFND 1 880,458 0 436
KAPSTONE PAPER AND PACKAGING COM 48562P103 8,804 533,307 SH   DFND 1 533,307 0 0
KAR AUCTION SERVICES INC COM 48238T109 32,377 912,042 SH   DFND 1 909,887 0 2,155
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,434 136,269 SH   DFND 1 136,269 0 0
KATE SPADE & CO COM 485865109 13,874 726,044 SH   DFND 1 725,215 0 829
KB HOME COM COM 48666K109 7,035 519,247 SH   DFND 1 519,247 0 0
KBR INC COM 48242W106 14,339 860,744 SH   DFND 1 858,234 0 2,510
KCG HOLDINGS CL A 48244B100 3,667 334,365 SH   DFND 1 334,365 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 2,641 230,296 SH   DFND 1 230,296 0 0
KELLOGG CO COM COM 487836108 132,919 2,001,291 SH   DFND 1 2,000,048 0 1,243
KELLY SVCS INC CL A CL A 488152208 2,832 200,340 SH   DFND 1 200,340 0 0
KEMET CORP COM COM NEW 488360207 1 930 SH   DFND 1 2 930 0 0
KEMET CORP COM COM NEW 488360207 420 228,406 SH   DFND 1 228,406 0 0
KEMPER CORP COM 488401100 10,535 297,878 SH   DFND 1 297,878 0 0
KEMPHARM INC COM 488445107 644 33,236 SH   DFND 1 33,236 0 0
KENNAMETAL INC COM COM 489170100 6 270 SH   DFND 1 2 270 0 0
KENNAMETAL INC COM COM 489170100 11,979 481,279 SH   DFND 1 481,066 0 213
KENNEDY-WILSON HOLDINGS INC COM 489398107 12,136 547,424 SH   DFND 1 547,424 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 2,313 657,146 SH   DFND 1 657,146 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 52,896 1,016,342 SH   DFND 1 1,014,983 0 1,359
KEY ENERGY SVCS INC COM COM 492914106 355 755,826 SH   DFND 1 755,826 0 0
KEY TECHNOLOGY INC COM COM 493143101 152 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 328 32,780 SH   DFND 1 32,780 0 0
KEYCORP NEW COM COM 493267108 27 2,081 SH   DFND 1 2 2,081 0 0
KEYCORP NEW COM COM 493267108 89,930 6,925,627 SH   DFND 1 6,922,150 0 3,477
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 31,142 1,009,800 SH   DFND 1 1,009,723 0 77
KEYW HOLDING CORP/THE COM 493723100 1,365 221,998 SH   DFND 1 221,998 0 0
KFORCE INC COM COM 493732101 4,468 170,045 SH   DFND 1 170,045 0 0
KILROY RLTY CORP COM COM 49427F108 42,951 659,172 SH   DFND 1 657,563 0 1,609
KIMBALL ELECTRONICS INC-W/I COM 49428J109 3,757 314,990 SH   DFND 1 314,990 0 0
KIMBALL INTL INC CL B CL B 494274103 3,924 414,881 SH   DFND 1 414,881 0 0
KIMBALL INTL INC CL B CL B 494274103 114 12,082 SH   DFND 1 2 12,082 0 0
KIMBERLY CLARK CORP COM COM 494368103 307,816 2,828,624 SH   DFND 1 2,823,937 0 4,687
KIMCO REALTY CORP COM COM 49446R109 97,502 3,997,571 SH   DFND 1 3,995,110 0 2,461
KINDER MORGAN INC COM 49456B101 400,618 14,501,414 SH   DFND 1 14,490,545 0 10,869
KINDRED BIOSCIENCES INC COM 494577109 335 64,494 SH   DFND 1 64,494 0 0
KINDRED HEALTHCARE INC COM COM 494580103 7,975 506,409 SH   DFND 1 506,409 0 0
KING DIGITAL ENTERTAINMENT PLC ORD SHS G5258J109 586 43,284 SH   DFND 1 43,284 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 5 10,157 SH   DFND 1 10,157 0 0
KINROSS GOLD CORP COMSTK B03Z841 590 344,593 SH   DFND 1 331,717 0 12,876
KIRBY CORP COM COM 497266106 20,114 324,691 SH   DFND 1 324,644 0 47
KIRBY CORP COM COM 497266106 27 445 SH   DFND 1 2 445 0 0
KIRKLAND'S INC COM 497498105 2,216 102,880 SH   DFND 1 102,880 0 0
KITE PHARMA INC COM 49803L109 13,495 242,370 SH   DFND 1 242,370 0 0
KITE PHARMA INC COM 49803L109 17 306 SH   DFND 1 2 306 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 16,001 672,058 SH   DFND 1 672,058 0 0
KLA-TENCOR CORP COM COM 482480100 64,001 1,282,552 SH   DFND 1 1,280,572 0 1,980
KLX INC COM 482539103 11,953 334,448 SH   DFND 1 334,448 0 0
KMG CHEMICALS INC COM 482564101 1,111 57,607 SH   DFND 1 57,607 0 0
KMG CHEMICALS INC COM 482564101 131 6,819 SH   DFND 1 2 6,819 0 0
KNIGHT TRANSN INC COM COM 499064103 8,675 361,498 SH   DFND 1 361,498 0 0
KNOLL INC COM NEW 498904200 6,630 301,670 SH   DFND 1 300,690 0 980
KNOWLES CORP COM 49926D109 9,714 527,101 SH   DFND 1 527,101 0 0
KOHLS CORP COM COM 500255104 88,654 1,917,475 SH   DFND 1 1,916,753 0 722
KONA GRILL INC COM 50047H201 888 56,423 SH   DFND 1 56,423 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 85 12,985 SH   DFND 1 12,985 0 0
KOPIN CORP COM COM 500600101 1,172 373,501 SH   DFND 1 373,501 0 0
KOPPERS HOLDINGS INC COM 50060P106 43 2,146 SH   DFND 1 2 2,146 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,629 130,386 SH   DFND 1 130,386 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 14,498 438,418 SH   DFND 1 438,418 0 0
KORNIT DIGITAL LTD SHS M6372Q113 152 12,076 SH   DFND 1 12,076 0 0
KOSMOS ENERGY LTD SHS G5315B107 4,511 808,487 SH   DFND 1 808,487 0 0
KRAFT HEINZ CO/THE COM 500754106 342,808 4,866,271 SH   DFND 1 4,859,673 0 6,598
KRATON PERFORMANCE POLYMERS COM 50077C106 101 5,647 SH   DFND 1 2 5,647 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 3,402 190,067 SH   DFND 1 190,067 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 1,161 275,206 SH   DFND 1 275,206 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 46 3,163 SH   DFND 1 2 3,163 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 5,710 390,301 SH   DFND 1 390,301 0 0
KROGER CO COM COM 501044101 262,205 7,284,267 SH   DFND 1 7,276,297 0 7,970
KRONOS WORLDWIDE INC COM 50105F105 36 5,903 SH   DFND 1 2 5,903 0 0
KRONOS WORLDWIDE INC COM 50105F105 933 150,364 SH   DFND 1 147,765 0 2,599
KULICKE & SOFFA INDS INC COM COM 501242101 4,017 437,614 SH   DFND 1 437,614 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 343 37,381 SH   DFND 1 2 37,381 0 0
KVH INDUSTRIES INC COM 482738101 945 94,510 SH   DFND 1 94,510 0 0
KYTHERA BIOPHARMACEUTICAL COMSTK 501570105 10,128 135,076 SH   DFND 1 135,076 0 0
L BRANDS INC COM 501797104 178,567 1,985,187 SH   DFND 1 1,982,951 0 2,236
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 67,680 648,813 SH   DFND 1 648,123 0 690
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 2,586 93,067 SH   DFND 1 93,067 0 0
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 27 1,002 SH   DFND 1 2 1,002 0 0
LA QUINTA HOLDINGS INC COM 50420D108 8,519 539,899 SH   DFND 1 539,899 0 0
LA QUINTA HOLDINGS INC COM 50420D108 26 1,660 SH   DFND 1 2 1,660 0 0
LA Z BOY INC COM COM 505336107 11,678 439,715 SH   DFND 1 439,715 0 0
LA Z BOY INC COM COM 505336107 69 2,600 SH   DFND 1 2 2,600 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 92,657 855,775 SH   DFND 1 855,699 0 76
LACLEDE GROUP INC COM COM 505597104 12,318 225,904 SH   DFND 1 225,904 0 0
LADDER CAPITAL CORP-CLASS A CL A 505743104 2,347 163,966 SH   DFND 1 163,966 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,359 644,376 SH   DFND 1 644,376 0 0
LAKE SUNAPEE BANK GROUP COM 510866106 312 21,504 SH   DFND 1 21,504 0 0
LAKELAND BANCORP INC COM COM 511637100 2,502 225,241 SH   DFND 1 225,241 0 0
LAKELAND FINL CORP COM COM 511656100 5,600 124,040 SH   DFND 1 124,040 0 0
LAKELAND INDUSTRIES INC COM 511795106 365 26,348 SH   DFND 1 26,348 0 0
LAM RESEARCH CORP COM COM 512807108 85,660 1,313,642 SH   DFND 1 1,310,834 0 2,808
LAM RESEARCH CORP COM COM 512807108 27 419 SH   DFND 1 2 419 0 0
LAMAR ADVERTISING CO CL A CL A 512816109 36,617 701,756 SH   DFND 1 700,117 0 1,639
LANCASTER COLONY CORP COM COM 513847103 12,684 130,122 SH   DFND 1 130,122 0 0
LANDAUER INC COM COM 51476K103 2,331 63,042 SH   DFND 1 63,042 0 0
LANDEC CORP COM 514766104 1,997 171,162 SH   DFND 1 171,162 0 0
LANDS END INC COM 51509F105 2,565 94,973 SH   DFND 1 94,763 0 210
LANDSTAR SYS INC COM COM 515098101 16,599 261,531 SH   DFND 1 261,442 0 89
LANNET INC COM COM 516012101 7,226 174,047 SH   DFND 1 173,907 0 140
LANNET INC COM COM 516012101 303 7,311 SH   DFND 1 2 7,311 0 0
LANTHEUS HOLDINGS INC COM 516544103 209 48,628 SH   DFND 1 48,628 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 6,783 719,342 SH   DFND 1 719,267 0 75
LAS VEGAS SANDS CORP COM 517834107 76,051 2,004,450 SH   DFND 1 1,999,339 0 5,111
LAS VEGAS SANDS CORP COM 517834107 38 1,006 SH   DFND 1 2 1,006 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 23,739 836,207 SH   DFND 1 836,207 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 66 2,343 SH   DFND 1 2 2,343 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 3,004 780,284 SH   DFND 1 780,284 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 137,033 1,702,012 SH   DFND 1 1,698,148 0 3,864
LAWSON PRODS INC COM COM 520776105 828 38,259 SH   DFND 1 38,259 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 657 101,202 SH   DFND 1 101,202 0 0
LAZARD GLOBAL TOTAL RET INCM COM 52106W103 195 15,601 PRN   DFND 1 2 15,601 0 0
LAZARD LTD SHS A G54050102 36,381 840,215 SH   DFND 1 839,645 0 570
LAZARD LTD SHS A G54050102 128 2,965 SH   DFND 1 2 2,965 0 0
LAZARD WORLD DIVIDEND & INC COM 521076109 95 10,450 SH   DFND 1 2 10,450 0 0
LCNB CORPORATION COM 50181P100 414 25,608 SH   DFND 1 25,608 0 0
LDR HOLDING CORP COM 50185U105 5,269 152,594 SH   DFND 1 152,594 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 237 333,465 SH   DFND 1 333,465 0 0
LEAR CORP COM NEW 521865204 54,532 501,619 SH   DFND 1 500,176 0 1,443
LEE ENTERPRISES INC COM COM 523768109 513 246,915 SH   DFND 1 246,915 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 90 22,243 SH   DFND 1 22,243 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 8,452 277,310 SH   DFND 1 277,310 0 0
LEGG MASON INC COM COM 524901105 35,674 859,004 SH   DFND 1 858,559 0 445
LEGG MASON INC COM COM 524901105 92 2,235 SH   DFND 1 2 2,235 0 0
LEGGETT & PLATT INC COM COM 524660107 44,344 1,077,189 SH   DFND 1 1,076,372 0 817
LEGGETT & PLATT INC COM COM 524660107 25 618 SH   DFND 1 2 618 0 0
LEIDOS HOLDINGS INC COM 525327102 16,655 403,188 SH   DFND 1 401,682 0 1,506
LEIDOS HOLDINGS INC COM 525327102 115 2,795 SH   DFND 1 2 2,795 0 0
LEJU HOLDINGS LT- ADR SPONSORED ADS 50187J108 321 57,430 SH   DFND 1 2 57,430 0 0
LEMAITRE VASCULAR INC COM 525558201 828 67,944 SH   DFND 1 67,944 0 0
LEMAITRE VASCULAR INC COM 525558201 122 10,057 SH   DFND 1 2 10,057 0 0
LENDINGCLUB CORP COM 52603A109 14,548 1,099,654 SH   DFND 1 1,099,586 0 68
LENDINGTREE INC COM 52603B107 5,521 59,350 SH   DFND 1 59,350 0 0
LENDINGTREE INC COM 52603B107 546 5,878 SH   DFND 1 2 5,878 0 0
LENNAR CORP CL B CL B 526057302 332 8,403 SH   DFND 1 8,403 0 0
LENNAR CORP COM CL A 526057104 66,624 1,386,979 SH   DFND 1 1,386,097 0 882
LENNOX INTL INC COM COM 526107107 26,269 231,794 SH   DFND 1 231,307 0 487
LENNOX INTL INC COM COM 526107107 47 416 SH   DFND 1 2 416 0 0
LEUCADIA NATL CORP COM COM 527288104 68,902 3,406,299 SH   DFND 1 3,400,266 0 6,033
LEUCADIA NATL CORP COM COM 527288104 469 23,162 SH   DFND 1 2 23,162 0 0
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 100,424 2,303,136 SH   DFND 1 2,302,899 0 237
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 81 1,872 SH   DFND 1 2 1,872 0 0
LEXICON GENETICS INC COM COM NEW 528872302 3,251 302,765 SH   DFND 1 302,765 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 9,971 1,231,051 SH   DFND 1 1,231,051 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 31 3,893 SH   DFND 1 2 3,893 0 0
LEXMARK INTL NEW CL A CL A 529771107 11,359 391,981 SH   DFND 1 390,028 0 1,953
LEXMARK INTL NEW CL A CL A 529771107 471 16,279 SH   DFND 1 2 16,279 0 0
LGI HOMES INC COM 50187T106 2,388 87,834 SH   DFND 1 87,834 0 0
LHC GROUP LLC COM 50187A107 3,875 86,556 SH   DFND 1 86,556 0 0
LIBBEY INC COM COM 529898108 4,260 130,643 SH   DFND 1 130,643 0 0
LIBERATOR MEDICAL HOLDINGS INC COM 53012L108 483 205,638 SH   DFND 1 205,638 0 0
LIBERTY BROADBAND A - W/I COM SER A 530307107 8,328 161,905 SH   DFND 1 161,901 0 4
LIBERTY BROADBAND C W/I COM SER C 530307305 21,716 424,392 SH   DFND 1 424,379 0 13
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 59,108 1,377,593 SH   DFND 1 1,372,192 0 5,401
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 135,542 3,306,515 SH   DFND 1 3,306,004 0 511
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 5,523 161,434 SH   DFND 1 161,434 0 0
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 2,279 67,704 SH   DFND 1 67,704 0 0
LIBERTY MEDIA CORP - A CL A 531229102 21,824 611,328 SH   DFND 1 610,803 0 525
LIBERTY MEDIA CORP - C COM SER C 531229300 39,518 1,147,528 SH   DFND 1 1,146,684 0 844
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 80,077 2,932,061 SH   DFND 1 2,930,656 0 1,405
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 35,640 1,131,605 SH   DFND 1 1,131,238 0 367
LIBERTY TAX INC CL A 53128T102 964 41,431 SH   DFND 1 41,431 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 9,995 450,838 SH   DFND 1 450,569 0 269
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 32,448 804,179 SH   DFND 1 803,438 0 741
LIFELOCK INC COM 53224V100 149 17,010 SH   DFND 1 2 17,010 0 0
LIFELOCK INC COM 53224V100 5,771 658,803 SH   DFND 1 658,803 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 20,594 290,476 SH   DFND 1 290,447 0 29
LIFETIME BRANDS INC COM 53222Q103 944 67,573 SH   DFND 1 67,573 0 0
LIFEVANTAGE CORP COM 53222K106 415 506,786 SH   DFND 1 506,786 0 0
LIFEWAY FOODS INC COM 531914109 335 32,002 SH   DFND 1 32,002 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 10,739 125,383 SH   DFND 1 125,383 0 0
LIGHTBRIDGE CORP COM 53224K104 56 68,096 SH   DFND 1 68,096 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 31 21,491 SH   DFND 1 21,491 0 0
LILIS ENERGY INC COM 532403102 213 355,958 SH   DFND 1 355,958 0 0
LILLY ELI & CO COM COM 532457108 652,183 7,808,120 SH   DFND 1 7,795,695 0 12,425
LIMELIGHT NETWORKS INC -REDH COM 53261M104 747 391,152 SH   DFND 1 391,152 0 0
LIMELIGHT NETWORKS INC -REDH COM 53261M104 24 12,790 SH   DFND 1 2 12,790 0 0
LIMONEIRA CO COM 532746104 1,176 70,320 SH   DFND 1 70,320 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 53 103,943 SH   DFND 1 103,943 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 51 991 SH   DFND 1 2 991 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 23,093 440,456 SH   DFND 1 439,795 0 661
LINCOLN NATL CORP IND COM COM 534187109 26 565 SH   DFND 1 2 565 0 0
LINCOLN NATL CORP IND COM COM 534187109 98,570 2,080,800 SH   DFND 1 2,076,535 0 4,265
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 251 25,743 SH   DFND 1 25,743 0 0
LINDSAY MFG CO COM COM 535555106 4,981 73,482 SH   DFND 1 73,482 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 78,383 1,946,321 SH   DFND 1 1,942,770 0 3,551
LINKEDIN CORP - A COM CL A 53578A108 118,746 624,970 SH   DFND 1 624,077 0 893
LINN CO LLC COM SHS LTD INT 535782106 118 43,876 SH   DFND 1 43,876 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 320 119,298 SH   DFND 1 119,298 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 1,695 294,321 SH   DFND 1 294,321 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 7 1,377 SH   DFND 1 2 1,377 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 1,852 375,020 SH   DFND 1 375,020 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 19,731 536,175 SH   DFND 1 536,117 0 58
LIPOCINE INC COM 53630X104 1,051 88,917 SH   DFND 1 88,917 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 90 90,569 SH   DFND 1 90,569 0 0
LIQUID HOLDINGS GROUP LLC COM 53633A101 18 252,520 SH   DFND 1 252,520 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 162 22,036 SH   DFND 1 2 22,036 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 1,181 159,887 SH   DFND 1 159,887 0 0
LITHIA MTRS INC CL A CL A 536797103 14,877 137,617 SH   DFND 1 137,617 0 0
LITTELFUSE INC COM COM 537008104 13,405 147,069 SH   DFND 1 147,069 0 0
LIVE NATION ENTERTAINMENT, INC. COM 538034109 19,991 831,607 SH   DFND 1 830,783 0 824
LIVE OAK BANCSHARES INC COM 53803X105 377 19,226 SH   DFND 1 19,226 0 0
LIVEDEAL INC COM NEW 538144304 220 131,096 SH   DFND 1 131,096 0 0
LIVEPERSON INC COM 538146101 2,582 341,613 SH   DFND 1 341,613 0 0
LKQ CORP COM 501889208 51,775 1,826,807 SH   DFND 1 1,826,219 0 588
LKQ CORP COM 501889208 27 971 SH   DFND 1 2 971 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 1,105 240,275 SH   DFND 1 155,492 0 84,783
LMI AEROSPACE INC COM 502079106 538 52,398 SH   DFND 1 52,398 0 0
LOCKHEED MARTIN CORP COM COM 539830109 437,387 2,113,976 SH   DFND 1 2,110,835 0 3,141
LOEWS CORP COM COM 540424108 84,123 2,332,251 SH   DFND 1 2,331,282 0 969
LOGITECH INTERNATIONAL - REG SHS H50430232 746 56,915 SH   DFND 1 56,915 0 0
LOGMEIN INC COM 54142L109 11,004 161,448 SH   DFND 1 161,448 0 0
LOGMEIN INC COM 54142L109 28 412 SH   DFND 1 2 412 0 0
LO-JACK CORP COM COM 539451104 236 81,524 SH   DFND 1 81,524 0 0
LOOKSMART LTD COM COM PAR $0.001 543442602 10 19,066 SH   DFND 1 19,066 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 4,224 89,720 SH   DFND 1 89,720 0 0
LOUISIANA PAC CORP COM COM 546347105 11,994 842,288 SH   DFND 1 842,288 0 0
LOWES COS INC COM COM 548661107 505,796 7,353,375 SH   DFND 1 7,340,361 0 13,014
LOXO ONCOLOGY INC COM 548862101 773 44,242 SH   DFND 1 44,242 0 0
LPATH INC - CLASS A COM NEW 548910306 14 73,584 SH   DFND 1 73,584 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 10 253 SH   DFND 1 2 253 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 18,726 470,858 SH   DFND 1 470,803 0 55
LRAD CORP COM 50213V109 239 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,761 114,969 SH   DFND 1 114,969 0 0
LSI INDS INC COM COM 50216C108 1,196 141,823 SH   DFND 1 141,823 0 0
LTC PPTYS INC COM COM 502175102 12,288 287,996 SH   DFND 1 287,996 0 0
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M SMUCKER CO/THE-NEW COM COM NEW 832696405 94,971 834,012 SH   DFND 1 832,643 0 1,369
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MARSH & MCLENNAN COS INC COM COM 571748102 214,613 4,118,095 SH   DFND 1 4,112,771 0 5,324
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MERCK & CO INC COM COM 58933Y105 1,155,139 23,431,999 SH   DFND 1 23,395,518 0 36,481
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MICROCHIP TECHNOLOGY INC COM COM 595017104 73,010 1,697,737 SH   DFND 1 1,694,514 0 3,223
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MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 1,785 222,580 SH   DFND 1 222,580 0 0
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MONRO MUFFLER BRAKE INC COM COM 610236101 14,263 211,157 SH   DFND 1 211,157 0 0
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N T T DOCOMO INC-ADR SPONS ADR 62942M201 898 53,237 SH   DFND 1 48,580 0 4,657
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NIELSEN HLDGS PLC SHS EUR G6518L108 128,264 2,889,918 SH   DFND 1 2,885,088 0 4,830
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NIKE INC CL B CL B 654106103 662,160 5,395,290 SH   DFND 1 5,386,496 0 8,794
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NOVADAQ TECHNOLOGIES INC COM 66987G102 212 20,403 SH   DFND 1 20,403 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1,955 21,279 SH   DFND 1 14,788 0 6,491
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NOVO NORDISK A S-ADR ADR 670100205 5,299 97,711 SH   DFND 1 87,289 0 10,422
NOW INC/DE COM 67011P100 9,347 631,597 SH   DFND 1 630,275 0 1,322
NRG ENERGY INC COM NEW 629377508 39,021 2,632,955 SH   DFND 1 2,631,998 0 957
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NRG YEILD INC CL A NEW 62942X306 2,295 205,875 SH   DFND 1 205,875 0 0
NRG YIELD INC-CLASS C CL C 62942X405 4,147 357,207 SH   DFND 1 357,207 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 945 104,705 SH   DFND 1 104,705 0 0
NTN BUZZTIME INC COM NEW 629410309 401 1,287,167 SH   DFND 1 1,287,167 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 14,307 346,603 SH   DFND 1 346,467 0 136
NUANCE COMMUNICATIONS INC COM 67020Y100 26,218 1,602,579 SH   DFND 1 1,601,996 0 583
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NUCOR CORP COM COM 670346105 95,766 2,555,341 SH   DFND 1 2,553,652 0 1,689
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NUMEREX CORP PA CL A CL A 67053A102 621 71,321 SH   DFND 1 71,321 0 0
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NVE CORP COM NEW 629445206 1,536 31,660 SH   DFND 1 31,660 0 0
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O REILLY AUTOMOTIVE INC COM COM 67103H107 203,912 817,203 SH   DFND 1 815,816 0 1,387
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OCATA THERAPEUTICS INC COM 67457L100 1,002 239,797 SH   DFND 1 239,797 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 408,332 6,184,743 SH   DFND 1 6,167,485 0 17,258
OCEAN BIO-CHEM INC COM 674631106 68 26,292 SH   DFND 1 26,292 0 0
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OCERA THERAPEUTICS INC COM 67552A108 191 60,548 SH   DFND 1 60,548 0 0
OCI RESOURCES LP COM UNIT LTD 67081B106 785 40,046 SH   DFND 1 2 40,046 0 0
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OCWEN FINL CORP COM COM NEW 675746309 4,325 644,698 SH   DFND 1 644,698 0 0
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OLIN CORP COM PAR $1 COM PAR $1 680665205 7,693 457,667 SH   DFND 1 457,667 0 0
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 966 59,798 SH   DFND 1 59,798 0 0
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OM ASSET MANAGEMENT PLC SHS G67506108 352 22,862 SH   DFND 1 22,862 0 0
OM GROUP INC COM COM 670872100 5,802 194,925 SH   DFND 1 194,925 0 0
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OMNICOM GROUP INC COM COM 681919106 124,397 1,891,467 SH   DFND 1 1,890,375 0 1,092
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ONEIDA FINANCIAL CORP COM 682479100 374 18,268 SH   DFND 1 18,268 0 0
ONEOK INC NEW COM COM 682680103 133 4,157 SH   DFND 1 2 4,157 0 0
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OPEN TEXT CORP COMSTK 2260824 1,617 36,591 SH   DFND 1 36,185 0 406
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PEPCO HOLDINGS INC COM 713291102 52,702 2,179,870 SH   DFND 1 2,178,130 0 1,740
PEPSICO INC COM COM 713448108 1,108,711 11,780,164 SH   DFND 1 11,755,467 0 24,697
PERCEPTRON INC COM COM 71361F100 365 48,148 SH   DFND 1 48,148 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 1,198 1,174,835 SH   DFND 1 1,174,835 0 0
PERFICIENT INC COM 71375U101 3,627 235,110 SH   DFND 1 235,110 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 587 43,845 SH   DFND 1 43,845 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 364 150,637 SH   DFND 1 150,637 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 58 13,893 SH   DFND 1 13,893 0 0
PERICOM SEMICONDUCTOR CORP COM COM 713831105 2,439 133,653 SH   DFND 1 133,653 0 0
PERION NETWORK LTD SHS M78673106 73 34,801 SH   DFND 1 34,801 0 0
PERKINELMER INC COM COM 714046109 41,944 913,958 SH   DFND 1 911,296 0 2,662
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 135 33,428 SH   DFND 1 33,428 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 711 225,253 SH   DFND 1 225,253 0 0
PERRIGO CO PLC SHS G97822103 314 2,000 SH   DFND 1 2 2,000 0 0
PERRIGO CO PLC SHS G97822103 184,573 1,175,898 SH   DFND 1 1,174,453 0 1,445
PERSEON CORP COM NEW 715270203 4 14,202 SH   DFND 1 14,202 0 0
PETMED EXPRESS INC COM 716382106 2,445 151,917 SH   DFND 1 149,473 0 2,444
PETROLEUM & RESOURCES COM 00548F105 399 21,990 PRN   DFND 1 2 21,990 0 0
PETROQUEST ENERGY INC COM COM 716748108 342 292,516 SH   DFND 1 292,516 0 0
PFENEX INC COM 717071104 1,860 123,953 SH   DFND 1 123,953 0 0
PFIZER INC COM COM 717081103 137 4,369 SH   DFND 1 2 4,369 0 0
PFIZER INC COM COM 717081103 1,610,744 51,377,121 SH   DFND 1 51,291,649 0 85,472
PFSWEB INC COM COM NEW 717098206 8 610 SH   DFND 1 2 610 0 0
PFSWEB INC COM COM NEW 717098206 1,289 90,654 SH   DFND 1 90,654 0 0
PG&E CORP COM COM 69331C108 202,929 3,850,898 SH   DFND 1 3,847,352 0 3,546
PGT INC -REDH COM 69336V101 3,872 315,338 SH   DFND 1 315,338 0 0
PHARMATHENE INC COM 71714G102 398 299,534 SH   DFND 1 299,534 0 0
PHARMERICA CORP COM 71714F104 2 79 SH   DFND 1 2 79 0 0
PHARMERICA CORP COM 71714F104 5,578 195,948 SH   DFND 1 195,948 0 0
PHH CORP COM NEW 693320202 4,300 304,601 SH   DFND 1 304,601 0 0
PHI INC COM NON VTG 69336T205 1,634 86,593 SH   DFND 1 86,593 0 0
PHI INC COM NON VTG 69336T205 60 3,213 SH   DFND 1 2 3,213 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 8 258 SH   DFND 1 2 258 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 3,421 108,164 SH   DFND 1 108,164 0 0
PHILIP MORRIS INTL -SPN COM 718172109 974,749 12,311,375 SH   DFND 1 12,295,414 0 15,961
PHILLIPS 66 COM 718546104 290,502 3,788,294 SH   DFND 1 3,778,845 0 9,449
PHILLIPS 66 COM 718546104 62 819 SH   DFND 1 2 819 0 0
PHOENIX COS INC NEW COM COM NEW 71902E604 929 28,163 SH   DFND 1 28,163 0 0
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 76 17,479 SH   DFND 1 2 17,479 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 38 73,385 SH   DFND 1 73,385 0 0
PHOTRONICS INC COM COM 719405102 443 48,939 SH   DFND 1 2 48,939 0 0
PHOTRONICS INC COM COM 719405102 4,333 478,271 SH   DFND 1 478,271 0 0
PHYSICIANS REALTY TRUST COM 71943U104 6,855 454,288 SH   DFND 1 454,288 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 1,463 151,200 SH   DFND 1 151,200 0 0
PIEDMONT NAT GAS INC COM COM 720186105 19,173 478,491 SH   DFND 1 478,491 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 20,446 1,142,907 SH   DFND 1 1,142,907 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 28 1,612 SH   DFND 1 2 1,612 0 0
PIER 1 IMPORTS INC COM COM 720279108 3,704 536,875 SH   DFND 1 536,875 0 0
PIER 1 IMPORTS INC COM COM 720279108 26 3,895 SH   DFND 1 2 3,895 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 23 12,868 SH   DFND 1 12,868 0 0
PILGRIM'S PRIDE CORP COM 72147K108 24,823 1,194,592 SH   DFND 1 1,192,556 0 2,036
PILGRIM'S PRIDE CORP COM 72147K108 176 8,477 SH   DFND 1 2 8,477 0 0
PINNACLE ENTMT INC COM COM 723456109 25 740 SH   DFND 1 2 740 0 0
PINNACLE ENTMT INC COM COM 723456109 12,168 359,603 SH   DFND 1 359,603 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 10,830 219,196 SH   DFND 1 219,196 0 0
PINNACLE FOODS INC COM 72348P104 27,636 659,907 SH   DFND 1 659,176 0 731
PINNACLE FOODS INC COM 72348P104 52 1,263 SH   DFND 1 2 1,263 0 0
PINNACLE WEST CAP CORP COM COM 723484101 59,109 923,335 SH   DFND 1 921,658 0 1,677
PIONEER DIVERSIFIED HGH INCM COM 723653101 459 31,089 PRN   DFND 1 2 31,089 0 0
PIONEER DRILLING COMPANY COM 723664108 122 58,252 SH   DFND 1 2 58,252 0 0
PIONEER DRILLING COMPANY COM 723664108 858 408,636 SH   DFND 1 408,636 0 0
PIONEER NAT RES CO COM COM 723787107 144,327 1,188,815 SH   DFND 1 1,187,523 0 1,292
PIPER JAFFRAY CO COM 724078100 147 4,067 SH   DFND 1 2 4,067 0 0
PIPER JAFFRAY CO COM 724078100 6,461 178,631 SH   DFND 1 178,631 0 0
PITNEY BOWES INC COM COM 724479100 133 6,703 SH   DFND 1 2 6,703 0 0
PITNEY BOWES INC COM COM 724479100 32,131 1,621,111 SH   DFND 1 1,621,111 0 0
PIXELWORKS INC COM COM NEW 72581M305 431 119,625 SH   DFND 1 119,625 0 0
PLANAR SYS INC COM COM 726900103 690 119,103 SH   DFND 1 119,103 0 0
PLANET FITNESS INC - CL A CL A 72703H101 1,203 70,244 SH   DFND 1 70,244 0 0
PLANET PAYMENT INC SHS U72603118 651 230,216 SH   DFND 1 230,216 0 0
PLANET PAYMENT INC SHS U72603118 140 49,668 SH   DFND 1 2 49,668 0 0
PLANTRONICS INC NEW COM COM 727493108 11,907 234,169 SH   DFND 1 234,169 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 9,962 787,527 SH   DFND 1 787,527 0 0
PLEXUS CORP COM COM 729132100 9,507 246,444 SH   DFND 1 246,444 0 0
PLUG POWER INC COM COM NEW 72919P202 1,909 1,043,612 SH   DFND 1 1,043,612 0 0
PLUM CREEK TIMBER CO INC COM COM 729251108 55,060 1,396,255 SH   DFND 1 1,396,005 0 250
PLURISTEM THERAPEUTICS INC COM 72940R102 69 38,437 SH   DFND 1 38,437 0 0
PLY GEM HOLDINGS INC COM 72941W100 1,459 124,726 SH   DFND 1 124,726 0 0
PMC-SIERRA INC COM COM 69344F106 9,108 1,345,398 SH   DFND 1 1,345,398 0 0
PMC-SIERRA INC COM COM 69344F106 48 7,222 SH   DFND 1 2 7,222 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 357,351 4,014,200 SH   DFND 1 4,011,019 0 3,181
PNM RES INC COM COM 69349H107 13,405 477,922 SH   DFND 1 477,922 0 0
POLARIS INDS INC COM COM 731068102 47,290 394,767 SH   DFND 1 394,549 0 218
POLONIA BANCORP INC COM 73158Q109 185 13,876 SH   DFND 1 13,876 0 0
POLYCOM INC COM COM 73172K104 13,990 1,334,942 SH   DFND 1 1,334,942 0 0
POLYCOM INC COM COM 73172K104 269 25,745 SH   DFND 1 2 25,745 0 0
POLYONE CORP COM COM 73179P106 39 1,333 SH   DFND 1 2 1,333 0 0
POLYONE CORP COM COM 73179P106 16,191 551,849 SH   DFND 1 551,849 0 0
POOL CORP COM COM 73278L105 20,197 279,351 SH   DFND 1 279,351 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 8,010 142,126 SH   DFND 1 142,126 0 0
POPULAR INC COM COM NEW 733174700 19,403 641,872 SH   DFND 1 641,829 0 43
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 19,500 527,456 SH   DFND 1 527,456 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 15,311 359,245 SH   DFND 1 359,245 0 0
POST HOLDINGS INC COM 737446104 21,639 366,159 SH   DFND 1 366,159 0 0
POST PPTYS INC COM COM 737464107 24,808 425,599 SH   DFND 1 425,592 0 7
POTASH CORP SASK INC COM COM 73755L107 64 3,134 SH   DFND 1 2 3,134 0 0
POTASH CORP SASK INC COM COM 73755L107 424 20,658 SH   DFND 1 19,813 0 845
POTBELLY CORP COM 73754Y100 0 83 SH   DFND 1 2 83 0 0
POTBELLY CORP COM 73754Y100 1,355 123,145 SH   DFND 1 123,145 0 0
POTLATCH CORP COM COM 737630103 7,682 266,851 SH   DFND 1 266,851 0 0
POWELL INDS INC COM COM 739128106 1,899 63,110 SH   DFND 1 63,110 0 0
POWER INTEGRATIONS INC COM COM 739276103 7,978 189,200 SH   DFND 1 189,200 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 652 28,751 SH   DFND 1 28,751 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 1,609 139,746 SH   DFND 1 139,746 0 0
POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 249 12,400 PRN   DFND 1 12,400 0 0
POZEN INC COM COM 73941U102 1,044 178,982 SH   DFND 1 172,806 0 6,176
PPG INDS INC COM COM 693506107 177,476 2,028,159 SH   DFND 1 2,025,517 0 2,642
PPL CORP COM COM 69351T106 188,097 5,729,408 SH   DFND 1 5,727,291 0 2,117
PRA GROUP INC COM 69354N106 16,268 307,414 SH   DFND 1 307,414 0 0
PRA HEALTH SCIENCES INC COM 69354M108 5,311 136,794 SH   DFND 1 136,794 0 0
PRAXAIR INC COM COM 74005P104 37 364 SH   DFND 1 2 364 0 0
PRAXAIR INC COM COM 74005P104 225,373 2,217,034 SH   DFND 1 2,210,746 0 6,288
PRECISION CASTPARTS CORP COM COM 740189105 3,675 16,000 SH   DFND 1 2 16,000 0 0
PRECISION CASTPARTS CORP COM COM 740189105 246,016 1,073,139 SH   DFND 1 1,071,635 0 1,504
PREFERRED APARTMENT COMMUN - A COM 74039L103 1,457 133,967 SH   DFND 1 133,967 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 2,567 81,248 SH   DFND 1 81,248 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 609 16,412 SH   DFND 1 16,412 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 7 200 SH   DFND 1 2 200 0 0
PREMIER EXHIBITIONS INC COM NEW 74051E201 19 10,407 SH   DFND 1 10,407 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 186 13,101 SH   DFND 1 13,101 0 0
PREMIER INC-CLASS A CL A 74051N102 7,946 231,191 SH   DFND 1 231,191 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 3,694 268,862 SH   DFND 1 268,862 0 0
PRESBIA PLC SHS G7234P100 61 11,158 SH   DFND 1 11,158 0 0
PRESS GANEY HOLDINGS INC COM 74113L102 1,804 60,997 SH   DFND 1 60,997 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 15,271 338,162 SH   DFND 1 338,162 0 0
PRGX GLOBAL INC COM NEW 69357C503 622 165,118 SH   DFND 1 165,118 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 156,564 2,256,774 SH   DFND 1 2,256,177 0 597
PRICE T ROWE GROUP INC COM COM 74144T108 50 722 SH   DFND 1 2 722 0 0
PRICELINE COM INC COM COM NEW 741503403 511,332 414,206 SH   DFND 1 413,713 0 493
PRICELINE COM INC COM COM NEW 741503403 1 1 SH   DFND 1 2 1 0 0
PRICESMART INC COM COM 741511109 10,142 131,147 SH   DFND 1 131,147 0 0
PRIMEENERGY CORP COM 74158E104 375 5,073 SH   DFND 1 5,073 0 0
PRIMERICA INC COM 74164M108 13,748 305,058 SH   DFND 1 305,058 0 0
PRIMO WATER CORP COM 74165N105 798 105,721 SH   DFND 1 105,721 0 0
PRIMORIS SERVICES CORP COM 74164F103 4,785 267,175 SH   DFND 1 267,175 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 104,009 2,201,440 SH   DFND 1 2,194,508 0 6,932
PRIVATEBANCORP INC COM COM 742962103 23,995 626,031 SH   DFND 1 626,031 0 0
PROASSURANCE CORP COM COM 74267C106 15,799 321,975 SH   DFND 1 321,975 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,625,458 22,636,939 SH   DFND 1 22,615,671 0 21,268
PROCTER & GAMBLE CO COM COM 742718109 1,870 26,000 SH   DFND 1 2 26,000 0 0
PROFIRE ENERGY INC COM 74316X101 106 111,412 SH   DFND 1 111,412 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 2,972 519,711 SH   DFND 1 519,711 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 17 669 SH   DFND 1 2 669 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 10,786 417,614 SH   DFND 1 417,614 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 163,058 5,330,806 SH   DFND 1 5,327,954 0 2,852
PROLOGIS INC COM 74340W103 192,243 4,950,158 SH   DFND 1 4,947,054 0 3,104
PRONAI THERAPEUTICS INC COM 74346L101 217 10,622 SH   DFND 1 10,622 0 0
PROOFPOINT INC COM 743424103 15,268 253,130 SH   DFND 1 253,130 0 0
PROS HOLDINGS INC COM 74346Y103 3,197 144,416 SH   DFND 1 144,416 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 35 721 SH   DFND 1 2 721 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 18,584 378,426 SH   DFND 1 378,426 0 0
PROTEON THERAPEUTICS INC COM 74371L109 579 41,690 SH   DFND 1 41,690 0 0
PROTHENA CORP PLC SHS G72800108 9,297 205,060 SH   DFND 1 204,858 0 202
PROTO LABS INC COM 743713109 9,542 142,429 SH   DFND 1 142,429 0 0
PROVECTUS BIOPHARMACEUTICA-A COM 74373P108 469 816,989 SH   DFND 1 816,989 0 0
PROVIDENCE SERVICE CORP COM 743815102 5,552 127,409 SH   DFND 1 127,409 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 7,889 404,580 SH   DFND 1 404,580 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 482 28,737 SH   DFND 1 28,737 0 0
PRUDENTIAL FINL INC COM COM 744320102 183 2,412 SH   DFND 1 2 2,412 0 0
PRUDENTIAL FINL INC COM COM 744320102 266,178 3,499,717 SH   DFND 1 3,491,594 0 8,123
PRUDENTIAL GLOBAL SHORT DURATION HY FUND INC COM 74433A109 167 12,147 PRN   DFND 1 2 12,147 0 0
PRUDENTIAL PLC ADR 74435K204 999 23,726 SH   DFND 1 9,403 0 14,323
PS BUSINESS PKS INC CALIF COM COM 69360J107 13,215 166,478 SH   DFND 1 166,478 0 0
PSIVIDA CORP COM 74440J101 436 119,691 SH   DFND 1 119,691 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 165 16,460 SH   DFND 1 16,460 0 0
PTC INC COM 69370C100 22,034 694,222 SH   DFND 1 694,222 0 0
PTC THERAPEUTICS INC COM 69366J200 5,717 214,143 SH   DFND 1 214,143 0 0
PUBLIC STORAGE INC COM COM 74460D109 10 51 SH   DFND 1 2 51 0 0
PUBLIC STORAGE INC COM COM 74460D109 307,536 1,455,457 SH   DFND 1 1,453,932 0 1,525
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 189,337 4,498,798 SH   DFND 1 4,494,678 0 4,120
PULASKI FINANCIAL CORP COM 745548107 230 17,003 SH   DFND 1 17,003 0 0
PULTE HOMES INC COM COM 745867101 49,807 2,644,399 SH   DFND 1 2,642,191 0 2,208
PUMA BIOTECHNOLOGY INC COM 74587V107 9,170 121,780 SH   DFND 1 121,460 0 320
PURE CYCLE CORP COM COM NEW 746228303 452 91,054 SH   DFND 1 91,054 0 0
PVH CORP COM 693656100 25 253 SH   DFND 1 2 253 0 0
PVH CORP COM 693656100 67,044 658,966 SH   DFND 1 657,995 0 971
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 626 70,347 SH   DFND 1 67,713 0 2,634
Q2 HOLDINGS INC COM 74736L109 2,576 104,208 SH   DFND 1 104,208 0 0
QAD INC - A CL A 74727D306 1,519 59,350 SH   DFND 1 59,350 0 0
QAD INC - B CL B 74727D207 748 34,914 SH   DFND 1 34,914 0 0
QC HOLDINGS INC COM COM 74729T101 32 19,497 SH   DFND 1 19,497 0 0
QCR HOLDINGS INC COM 74727A104 1,343 61,446 SH   DFND 1 61,446 0 0
QEP RESOURCES INC COM 74733V100 12,252 977,893 SH   DFND 1 975,682 0 2,211
QIAGEN N V ORD REG SHS N72482107 6,843 265,265 SH   DFND 1 263,017 0 2,248
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 208 12,912 SH   DFND 1 12,912 0 0
QLIK TECHNOLOGIES INC COM 74733T105 20,941 574,538 SH   DFND 1 574,538 0 0
QLIK TECHNOLOGIES INC COM 74733T105 81 2,240 SH   DFND 1 2 2,240 0 0
QLOGIC CORP COM COM 747277101 9,390 916,104 SH   DFND 1 916,104 0 0
QLT INC COM COM 746927102 53 20,211 SH   DFND 1 20,211 0 0
QORVO INC COM 74736K101 54,180 1,204,998 SH   DFND 1 1,204,637 0 361
QTM 4 1/2 11/15/17 NOTE 4.500%11/1 747906AJ4 5,443 6,500,000 PRN   DFND 1 2 6,500,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 8,432 193,012 SH   DFND 1 193,012 0 0
QUAD GRAPHICS INC COM CL A 747301109 2,040 168,626 SH   DFND 1 166,646 0 1,980
QUAKER CHEM CORP COM COM 747316107 6,099 79,133 SH   DFND 1 79,133 0 0
QUALCOMM INC COM COM 747525103 733,036 13,667,617 SH   DFND 1 13,645,194 0 22,423
QUALCOMM INC COM COM 747525103 343 6,400 SH   DFND 1 2 6,400 0 0
QUALITY SYSTEMS INC COM 747582104 5,889 471,896 SH   DFND 1 463,606 0 8,290
QUALITY SYSTEMS INC COM 747582104 3 244 SH   DFND 1 2 244 0 0
QUALSTAR CORP COM 74758R109 193 155,911 SH   DFND 1 155,911 0 0
QUALYS INC COM 74758T303 6,174 216,939 SH   DFND 1 216,939 0 0
QUANEX BUILDING PRODUCTS COM 747619104 3,695 203,391 SH   DFND 1 203,391 0 0
QUANTA SVCS INC COM COM 74762E102 39,873 1,650,126 SH   DFND 1 1,649,051 0 1,075
QUANTUM CORP COM DSSG COM DSSG 747906204 1,046 1,501,352 SH   DFND 1 1,501,352 0 0
QUANTUM CORP COM DSSG COM DSSG 747906204 1 2,057 SH   DFND 1 2 2,057 0 0
QUANTUM FUEL SYS TECH WORLD COM PAR $0.02 74765E307 148 135,274 SH   DFND 1 135,274 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 77,342 1,260,431 SH   DFND 1 1,259,924 0 507
QUEST RESOURCE HOLDING CORP COM 74836W104 201 352,903 SH   DFND 1 352,903 0 0
QUESTAR CORP COM COM 748356102 20,010 1,030,919 SH   DFND 1 1,030,919 0 0
QUICKLOGIC CORP COM COM 74837P108 480 302,390 SH   DFND 1 302,390 0 0
QUIDEL CORP COM COM 74838J101 3,648 193,226 SH   DFND 1 193,226 0 0
QUINSTREET INC COM 74874Q100 1,364 245,889 SH   DFND 1 245,889 0 0
QUINSTREET INC COM 74874Q100 11 2,058 SH   DFND 1 2 2,058 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 37,907 545,234 SH   DFND 1 544,999 0 235
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 27 396 SH   DFND 1 2 396 0 0
QUMU CORP COM 749063103 367 93,703 SH   DFND 1 93,703 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 403 13,412 SH   DFND 1 13,412 0 0
RACKSPACE HOSTING INC COM 750086100 16,448 666,885 SH   DFND 1 666,647 0 238
RACKSPACE HOSTING INC COM 750086100 36 1,495 SH   DFND 1 2 1,495 0 0
RADIAN GROUP INC COM COM 750236101 19,625 1,233,534 SH   DFND 1 1,233,534 0 0
RADIANT LOGISTICS INC COM 75025X100 782 175,480 SH   DFND 1 175,480 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 313 146,997 SH   DFND 1 146,997 0 0
RADISYS CORP COM COM 750459109 396 146,852 SH   DFND 1 146,852 0 0
RADISYS CORP COM COM 750459109 7 2,851 SH   DFND 1 2 2,851 0 0
RADIUS HEALTH INC COM NEW 750469207 15,404 222,259 SH   DFND 1 222,259 0 0
RADNET INC COM 750491102 1,354 244,034 SH   DFND 1 244,034 0 0
RADWARE LTD ORD M81873107 44 2,709 SH   DFND 1 2 2,709 0 0
RADWARE LTD ORD M81873107 256 15,750 SH   DFND 1 15,750 0 0
RAIT INVT TR COM COM NEW 749227609 2,697 543,950 SH   DFND 1 533,535 0 10,415
RALPH LAUREN CORP CL A 751212101 56,211 476,672 SH   DFND 1 475,783 0 889
RAMBUS INC DEL COM COM 750917106 50 4,262 SH   DFND 1 2 4,262 0 0
RAMBUS INC DEL COM COM 750917106 8,721 739,079 SH   DFND 1 739,079 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 9,629 641,561 SH   DFND 1 641,561 0 0
RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 5,757 103,400 PRN   DFND 1 2 103,400 0 0
RAND LOGISTICS INC COM 752182105 97 45,504 SH   DFND 1 45,504 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 1,127 19,081 SH   DFND 1 18,241 0 840
RANGE RES CORP COM COM 75281A109 43,144 1,345,888 SH   DFND 1 1,343,365 0 2,523
RAPID7 INC COM 753422104 1,169 51,414 SH   DFND 1 51,414 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,172 524,367 SH   DFND 1 524,367 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 275 45,587 SH   DFND 1 2 45,587 0 0
RAVE RESTAURANT GROUP INC COM 754198109 330 38,687 SH   DFND 1 38,687 0 0
RAVEN INDS INC COM COM 754212108 4,178 246,529 SH   DFND 1 246,529 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 40,260 811,672 SH   DFND 1 811,467 0 205
RAYMOND JAMES FINANCIAL INC COM COM 754730109 19 384 SH   DFND 1 2 384 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 1,580 258,261 SH   DFND 1 258,261 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 11 1,889 SH   DFND 1 2 1,889 0 0
RAYONIER INC COM COM 754907103 16,208 734,404 SH   DFND 1 734,373 0 31
RAYTHEON CO COM NEW COM NEW 755111507 276,171 2,532,367 SH   DFND 1 2,529,721 0 2,646
RBC BEARINGS INC COM 75524B104 8,953 149,899 SH   DFND 1 149,899 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 381 36,597 SH   DFND 1 36,597 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 200 40,694 SH   DFND 1 40,694 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 217 268,947 SH   DFND 1 268,947 0 0
RE/MAX HOLDINGS INC CL A 75524W108 2,559 71,144 SH   DFND 1 71,144 0 0
RE/MAX HOLDINGS INC CL A 75524W108 34 965 SH   DFND 1 2 965 0 0
REACHLOCAL INC COM 75525F104 116 55,341 SH   DFND 1 55,341 0 0
READING INTERNATIONAL INC-A CL A 755408101 1,389 109,643 SH   DFND 1 109,643 0 0
REAL GOODS SOLAR INC CL A NEW 75601N203 35 29,930 SH   DFND 1 29,930 0 0
REAL INDUSTRY INC COM 75601W104 1,405 159,406 SH   DFND 1 159,406 0 0
REALD INC COM 75604L105 2,493 259,461 SH   DFND 1 259,461 0 0
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REALPAGE INC COM 75606N109 5,915 355,953 SH   DFND 1 355,953 0 0
REALTY INCOME CORP COM COM 756109104 88,043 1,861,486 SH   DFND 1 1,859,207 0 2,279
RECRO PHARMA INC COM 75629F109 309 25,749 SH   DFND 1 25,749 0 0
RED HAT INC COM COM 756577102 101,701 1,417,707 SH   DFND 1 1,415,310 0 2,397
RED LION HOTELS CORP COM 756764106 590 69,426 SH   DFND 1 69,426 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,978 92,140 SH   DFND 1 92,140 0 0
REDWOOD TR INC COM COM 758075402 7,308 528,064 SH   DFND 1 528,064 0 0
REEDS INC COM 758338107 141 31,046 SH   DFND 1 31,046 0 0
REGAL BELOIT CORP COM COM 758750103 14,897 263,898 SH   DFND 1 263,741 0 157
REGAL ENTMT GROUP CL A CL A 758766109 8,662 463,502 SH   DFND 1 461,749 0 1,753
REGENCY CTRS CORP COM COM 758849103 43,360 698,092 SH   DFND 1 697,175 0 917
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REGENERON PHARMACEUTICALS COM COM 75886F107 288,478 621,399 SH   DFND 1 620,391 0 1,008
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REGIONAL MANAGEMENT CORP COM 75902K106 281 18,183 SH   DFND 1 2 18,183 0 0
REGIONS FINL CORP COM COM 7591EP100 105,894 11,773,679 SH   DFND 1 11,760,626 0 13,053
REGIS CORP MINN COM COM 758932107 3,349 255,719 SH   DFND 1 255,719 0 0
REGULUS THERAPEUTICS INC COM 75915K101 1,177 180,027 SH   DFND 1 180,027 0 0
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REIS INC COM 75936P105 1,276 56,337 SH   DFND 1 56,337 0 0
RELIANCE STEEL & ALUMINUM C COM COM 759509102 25,408 470,449 SH   DFND 1 470,045 0 404
RELIV INTERNATIONAL INC COM 75952R100 9 12,894 SH   DFND 1 12,894 0 0
RELM WIRELESS CORPORATION COM 759525108 346 78,830 SH   DFND 1 78,830 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 383 22,072 SH   DFND 1 6,678 0 15,394
RELYPSA INC COM 759531106 3,263 176,312 SH   DFND 1 176,312 0 0
REMARK MEDIA INC COM 75954W107 205 46,771 SH   DFND 1 46,771 0 0
REMY INTERNATIONAL INC COM 75971M108 6,043 206,612 SH   DFND 1 206,612 0 0
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RENT A CTR INC NEW COM COM 76009N100 10,067 415,161 SH   DFND 1 415,161 0 0
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RENTECH INC COM NEW 760112201 828 147,958 SH   DFND 1 147,958 0 0
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REPLIGEN CORP COM COM 759916109 6,532 234,568 SH   DFND 1 234,568 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 953 128,367 SH   DFND 1 128,367 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM COM 760276105 1,959 339,016 SH   DFND 1 339,016 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM COM 760276105 88 15,252 SH   DFND 1 2 15,252 0 0
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REPUBLIC FIRST BANCORP INC COM 760416107 350 94,190 SH   DFND 1 94,190 0 0
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RESEARCH FRONTIERS INC COM COM 760911107 500 98,733 SH   DFND 1 98,733 0 0
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RESONANT INC COM 76118L102 63 13,701 SH   DFND 1 13,701 0 0
RESOURCE AMERICA INC CL A CL A 761195205 591 88,926 SH   DFND 1 88,926 0 0
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RESOURCE CAPITAL CORP COM NEW 76120W708 68 6,125 SH   DFND 1 2 6,125 0 0
RESOURCES CONNECTION INC COM COM 76122Q105 5,814 385,865 SH   DFND 1 385,865 0 0
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RESTORATION HARDWARE HOLDINGS INC COM 761283100 19,994 214,285 SH   DFND 1 214,285 0 0
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RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 19,769 1,403,109 SH   DFND 1 1,403,109 0 0
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RETRACTABLE TECHNOLOGIES INC COM 76129W105 151 41,762 SH   DFND 1 41,762 0 0
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REVANCE THERAPEUTICS INC COM 761330109 2,883 96,903 SH   DFND 1 96,903 0 0
REVLON INC CL A CL A NEW 761525609 2,376 80,689 SH   DFND 1 80,689 0 0
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REXAHN PHARMACEUTICALS INC COM 761640101 476 916,385 SH   DFND 1 916,385 0 0
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RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 90 19,760 SH   DFND 1 19,760 0 0
RICE ENERGY INC COM 762760106 6,781 419,633 SH   DFND 1 419,633 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 34 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELECTRS LTD COM COM 763165107 380 64,586 SH   DFND 1 64,586 0 0
RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1,426 577,561 SH   DFND 1 577,561 0 0
RIGHTSIDE GROUP LTD COM 76658B100 386 50,353 SH   DFND 1 50,353 0 0
RIGNET INC COM 766582100 2,185 85,700 SH   DFND 1 85,700 0 0
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RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 834 24,680 SH   DFND 1 19,510 0 5,170
RITCHIE BROS AUCTIONEERS INC COM 767744105 368 14,257 SH   DFND 1 2 14,257 0 0
RITE AID CORP COM COM 767754104 34,329 5,659,267 SH   DFND 1 5,653,715 0 5,552
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RLI CORP COM COM 749607107 12,295 229,697 SH   DFND 1 226,855 0 2,842
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ROCK CREEK PHARMACEUTICALS COM NEW 772081204 25 31,699 SH   DFND 1 31,699 0 0
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ROYAL BANK OF SCOT-SPON ADR SPONS ADR 20 ORD 780097689 573 60,159 SH   DFND 1 31,529 0 28,630
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 121,856 1,370,484 SH   DFND 1 1,368,887 0 1,597
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 1 36 SH   DFND 1 2 36 0 0
ROYAL DUTCH / SHELL GROUP-ADR SPON ADR B 780259107 1,258 26,515 SH   DFND 1 12,966 0 13,549
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ROYALE ENERGY INC COM NEW COM NEW 78074G200 244 344,510 SH   DFND 1 344,510 0 0
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RPC INC COM COM 749660106 21 2,484 SH   DFND 1 2 2,484 0 0
RPC INC COM COM 749660106 3,251 367,421 SH   DFND 1 361,257 0 6,164
RPM INTERNATIONAL INC COM 749685103 32,607 778,406 SH   DFND 1 775,117 0 3,289
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RPX CORP COM 74972G103 19 1,421 SH   DFND 1 2 1,421 0 0
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RUBICON TECHNOLOGY INC-REDH COM 78112T107 122 118,608 SH   DFND 1 118,608 0 0
RUBY TUESDAY INC COM COM 781182100 2,424 390,440 SH   DFND 1 390,440 0 0
RUCKUS WIRELESS COM 781220108 5,995 504,647 SH   DFND 1 504,647 0 0
RUDOLPH TECHNOLOGIES INC COM COM 781270103 2,392 192,193 SH   DFND 1 192,193 0 0
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RXI PHARMACEUTICALS COM NEW 74979C303 99 266,380 SH   DFND 1 266,380 0 0
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 5,712 72,955 SH   DFND 1 72,755 0 200
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 327 4,179 SH   DFND 1 2 4,179 0 0
RYDER SYS INC COM COM 783549108 31,975 432,501 SH   DFND 1 431,270 0 1,231
RYERSON HOLDING CORP COM 783754104 362 69,029 SH   DFND 1 69,029 0 0
RYLAND GROUP INC COM COMSTK 783764103 11,848 290,169 SH   DFND 1 290,169 0 0
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SCHWAB CHARLES CORP NEW COM COM 808513105 258,481 9,069,002 SH   DFND 1 9,054,218 0 14,784
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SCORPIO TANKERS INC SHS Y7542C106 1,485 161,957 SH   DFND 1 161,957 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 16,016 263,345 SH   DFND 1 262,340 0 1,005
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SELECT COMFORT CORP COM COM 81616X103 557 25,475 SH   DFND 1 2 25,475 0 0
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SELECTICA INC COM COM NEW 816288203 290 74,013 SH   DFND 1 74,013 0 0
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SEMGROUP CORP A CL A 81663A105 11,249 260,166 SH   DFND 1 260,166 0 0
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SENECA FOODS CORP - CL A CL A 817070501 1,432 54,370 SH   DFND 1 54,370 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 28,800 1,777,795 SH   DFND 1 1,777,650 0 145
SENOMYX INC COM COM 81724Q107 1,335 299,408 SH   DFND 1 299,408 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 38,745 874,439 SH   DFND 1 874,229 0 210
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 15,561 253,850 SH   DFND 1 253,850 0 0
SEQUENOM INC COM COM NEW 817337405 1,399 799,859 SH   DFND 1 799,859 0 0
SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 2,563 177,192 SH   DFND 1 177,192 0 0
SERES THERAPEUTICS INC COM 81750R102 1,973 66,582 SH   DFND 1 66,582 0 0
SERITAGE GROWTH PROPERTIES - A CL A 81752R100 9,122 244,900 SH   DFND 1 244,900 0 0
SERVICE CORP INTL COM COM 817565104 30,675 1,131,930 SH   DFND 1 1,129,654 0 2,276
SERVICE CORP INTL COM COM 817565104 26 972 SH   DFND 1 2 972 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 24,012 715,715 SH   DFND 1 715,715 0 0
SERVICENOW INC COM 81762P102 55,400 798,235 SH   DFND 1 797,616 0 619
SERVICENOW INC COM 81762P102 32 465 SH   DFND 1 2 465 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,784 446,221 SH   DFND 1 446,221 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 112 2,714 SH   DFND 1 2 2,714 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 5,936 142,955 SH   DFND 1 142,955 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 373 271,002 SH   DFND 1 271,002 0 0
SFX ENTERTAINMENT IN COM 784178303 177 348,529 SH   DFND 1 348,529 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 2,788 58,830 SH   DFND 1 58,830 0 0
SHANDA GAMES LTD-ADR SP ADR REPTG A 81941U105 164 24,503 SH   DFND 1 24,503 0 0
SHARPS COMPLIANCE CORP COM 820017101 454 51,830 SH   DFND 1 51,830 0 0
SHARPS COMPLIANCE CORP COM 820017101 45 5,150 SH   DFND 1 2 5,150 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 6,921 161,669 SH   DFND 1 161,669 0 0
SHERWIN WILLIAMS CO COM COM 824348106 139,412 627,006 SH   DFND 1 626,556 0 450
SHERWIN WILLIAMS CO COM COM 824348106 0 4 SH   DFND 1 2 4 0 0
SHILOH INDS INC COM COM 824543102 357 44,160 SH   DFND 1 44,160 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,088 66,997 SH   DFND 1 66,997 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 3,655 17,813 SH   DFND 1 16,753 0 1,060
SHOE CARNIVAL INC COM COM 824889109 534 22,448 SH   DFND 1 2 22,448 0 0
SHOE CARNIVAL INC COM COM 824889109 3,454 145,156 SH   DFND 1 145,156 0 0
SHORE BANCSHARES INC COM COM 825107105 372 38,316 SH   DFND 1 38,316 0 0
SHORETEL INC COM 825211105 3,080 412,349 SH   DFND 1 412,349 0 0
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SHUTTERFLY INC COM 82568P304 8,551 239,210 SH   DFND 1 239,210 0 0
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SHUTTERSTOCK INC COM 825690100 28 936 SH   DFND 1 2 936 0 0
SI FINANCIAL GROUP INC COM 78425V104 401 33,698 SH   DFND 1 33,698 0 0
SIENTRA INC COM 82621J105 363 35,830 SH   DFND 1 35,830 0 0
SIERRA BANCORP COM 82620P102 907 56,890 SH   DFND 1 56,890 0 0
SIERRA WIRELESS INC COM 826516106 240 11,351 SH   DFND 1 11,351 0 0
SIGMA ALDRICH CORP COM COM 826552101 143,438 1,034,372 SH   DFND 1 1,032,768 0 1,604
SIGMA DESIGNS INC COM COM 826565103 856 124,364 SH   DFND 1 2 124,364 0 0
SIGMA DESIGNS INC COM COM 826565103 2,124 308,359 SH   DFND 1 308,359 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 80 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 42,028 305,525 SH   DFND 1 305,119 0 406
SIGNET JEWELERS LTD SHS G81276100 83,726 616,283 SH   DFND 1 615,871 0 412
SILGAN HOLDINGS INC COM COM 827048109 12,003 230,655 SH   DFND 1 230,655 0 0
SILICON GRAPHICS INTERNATIONAL COM 82706L108 893 227,410 SH   DFND 1 227,410 0 0
SILICON LABORATORIES INC COM COM 826919102 10,880 261,926 SH   DFND 1 261,926 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 316 11,584 SH   DFND 1 11,584 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 143 22,791 SH   DFND 1 19,011 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 4,618 288,488 SH   DFND 1 288,488 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 2,636 204,663 SH   DFND 1 204,663 0 0
SILVER STD RES INC COM COM 82823L106 197 30,279 SH   DFND 1 30,279 0 0
SILVER STD RES INC COM COM 82823L106 63 9,725 SH   DFND 1 2 9,725 0 0
SILVER WHEATON CORP COMSTK B058ZX6 1,593 133,908 SH   DFND 1 133,635 0 273
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 295 27,333 SH   DFND 1 27,333 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 47 986 SH   DFND 1 2 986 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 7,873 164,269 SH   DFND 1 164,269 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 530,506 2,892,400 SH   DFND 1 2,891,411 0 989
SIMPSON MANUFACTURING CO IN COM COM 829073105 8,503 253,901 SH   DFND 1 253,901 0 0
SIMULATIONS PLUS INC COM 829214105 380 40,284 SH   DFND 1 40,284 0 0
SINA CORP ORD G81477104 805 20,075 SH   DFND 1 20,075 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 10,937 431,966 SH   DFND 1 431,966 0 0
SINOVAC BIOTECH LTD SHS P8696W104 116 22,981 SH   DFND 1 22,981 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 51,657 13,821,806 SH   DFND 1 13,796,018 0 25,788
SIRONA DENTAL SYSTEMS INC COM 82966C103 31,185 334,104 SH   DFND 1 333,005 0 1,099
SITO MOBILE LTD COM NEW 82988R203 274 68,717 SH   DFND 1 68,717 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 22,731 496,545 SH   DFND 1 493,656 0 2,889
SIZMEK INC COM 83013P105 824 137,672 SH   DFND 1 137,672 0 0
SJW CORP COM COM 784305104 2,877 93,574 SH   DFND 1 93,574 0 0
SJW CORP COM COM 784305104 46 1,507 SH   DFND 1 2 1,507 0 0
SKECHERS U S A INC CL A CL A 830566105 33,159 247,310 SH   DFND 1 247,294 0 16
SKULLCANDY INC COM 83083J104 583 105,496 SH   DFND 1 105,496 0 0
SKYLINE CORP COM COM 830830105 105 36,543 SH   DFND 1 36,543 0 0
SKYWEST INC COM COM 830879102 75 4,550 SH   DFND 1 2 4,550 0 0
SKYWEST INC COM COM 830879102 6,699 401,672 SH   DFND 1 401,672 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 130,804 1,556,296 SH   DFND 1 1,553,475 0 2,821
SKYWORKS SOLUTIONS INC COM 83088M102 105 1,258 SH   DFND 1 2 1,258 0 0
SL GREEN RLTY CORP COM COM 78440X101 100,994 935,319 SH   DFND 1 934,723 0 596
SLM CORP COM 78442P106 19,188 2,593,089 SH   DFND 1 2,592,297 0 792
SM ENERGY CO COM 78454L100 12,693 396,185 SH   DFND 1 396,032 0 153
SMART & FINAL STORES INC COM 83190B101 2,816 179,261 SH   DFND 1 179,261 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 525 15,000 SH   DFND 1 2 15,000 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 341 9,743 SH   DFND 1 2,467 0 7,276
SMITH & WESSON HLDG CORP COM 831756101 319 18,961 SH   DFND 1 2 18,961 0 0
SMITH & WESSON HLDG CORP COM 831756101 5,870 347,995 SH   DFND 1 347,995 0 0
SMITH A O COM COM 831865209 27,272 418,350 SH   DFND 1 418,350 0 0
SMITH MICRO SOFTWARE INC COM COM 832154108 156 180,175 SH   DFND 1 180,175 0 0
SNAP ON INC COM COM 833034101 13 90 SH   DFND 1 2 90 0 0
SNAP ON INC COM COM 833034101 68,554 455,103 SH   DFND 1 454,230 0 873
SNDK1 1/2 08/15/17 NOTE 1.500% 8/1 80004CAD3 2,482 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SNYDERS-LANCE INC COM 833551104 11,729 347,742 SH   DFND 1 347,742 0 0
SOHU COM INC COM 83408W103 302 7,314 SH   DFND 1 2 7,314 0 0
SOHU COM INC COM 83408W103 546 13,236 SH   DFND 1 13,236 0 0
SOLAR 3D INC COM NEW 83417A209 192 69,859 SH   DFND 1 69,859 0 0
SOLARCITY CORP COM 83416T100 15,630 365,958 SH   DFND 1 365,958 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,229 53,655 SH   DFND 1 53,655 0 0
SOLARWINDS INC COM 83416B109 14,801 377,201 SH   DFND 1 377,201 0 0
SOLAZYME INC COM 83415T101 1,110 427,199 SH   DFND 1 427,199 0 0
SOLERA HOLDINGS INC COM 83421A104 20,464 378,963 SH   DFND 1 378,952 0 11
SOLERA HOLDINGS INC COM 83421A104 270 5,000 SH   DFND 1 2 5,000 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 34 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 4,013 196,568 SH   DFND 1 196,568 0 0
SONIC CORP COM COM 835451105 7,500 326,826 SH   DFND 1 326,826 0 0
SONIC CORP COM COM 835451105 13 598 SH   DFND 1 2 598 0 0
SONIC FDRY INC COM NEW 83545R207 483 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 6 174 SH   DFND 1 2 174 0 0
SONOCO PRODS CO COM COM 835495102 22,332 591,747 SH   DFND 1 591,347 0 400
SONUS NETWORKS INC COM COM NEW 835916503 1,853 324,054 SH   DFND 1 324,054 0 0
SONY CORP ADR NEW ADR NEW 835699307 255 10,410 SH   DFND 1 7,865 0 2,545
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,627 193,996 SH   DFND 1 193,996 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 11,844 370,372 SH   DFND 1 370,372 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 36 1,130 SH   DFND 1 2 1,130 0 0
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SOUTH JERSEY INDS INC COM COM 838518108 10,258 406,259 SH   DFND 1 406,259 0 0
SOUTH STATE CORP COM 840441109 12,250 159,367 SH   DFND 1 159,367 0 0
SOUTHERN CO COM COM 842587107 335,097 7,510,677 SH   DFND 1 7,493,279 0 17,398
SOUTHERN COPPER CORP COM COM 84265V105 2,473 93,400 SH   DFND 1 91,548 0 1,852
SOUTHERN MISSOURI BANCORP COM 843380106 497 23,806 SH   DFND 1 23,806 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 257 22,809 SH   DFND 1 22,809 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 4,311 156,503 SH   DFND 1 156,503 0 0
SOUTHWEST AIRLS CO COM COM 844741108 204,500 5,384,357 SH   DFND 1 5,378,824 0 5,533
SOUTHWEST BANCORP INC OKLA COM COM 844767103 1,725 105,144 SH   DFND 1 105,144 0 0
SOUTHWEST GAS CORP COM COM 844895102 17,116 293,489 SH   DFND 1 293,489 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 38,811 3,064,496 SH   DFND 1 3,055,362 0 9,134
SOVRAN SELF STORAGE INC COM COM 84610H108 30,676 325,305 SH   DFND 1 325,305 0 0
SP PLUS CORP COM 78469C103 2,601 112,381 SH   DFND 1 112,381 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 97 18,498 SH   DFND 1 18,498 0 0
SPAR GROUP INC COM 784933103 316 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 306 18,515 SH   DFND 1 15,869 0 2,646
SPARK NETWORKS PLC COM 84651P100 280 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 3,271 78,408 SH   DFND 1 78,408 0 0
SPARTAN MOTORS INC COM 846819100 756 183,089 SH   DFND 1 183,089 0 0
SPARTANNASH CO COM 847215100 6,891 266,602 SH   DFND 1 266,602 0 0
SPARTON CORP COM 847235108 1,162 54,341 SH   DFND 1 54,341 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 146 766 PRN   DFND 1 766 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 1,069 5,580 PRN   DFND 1 2 5,580 0 0
SPECTRA ENERGY CORP COM 847560109 74 2,841 SH   DFND 1 2 2,841 0 0
SPECTRA ENERGY CORP COM 847560109 138,414 5,279,418 SH   DFND 1 5,260,200 0 19,218
SPECTRANETICS CORP COM 84760C107 3,214 272,654 SH   DFND 1 272,654 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 14,517 158,639 SH   DFND 1 158,502 0 137
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 65 713 SH   DFND 1 2 713 0 0
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SPEED COMMERCE INC COM 84764T106 40 209,832 SH   DFND 1 209,832 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,448 80,261 SH   DFND 1 79,906 0 355
SPEEDWAY MOTORSPORTS INC COM COM 847788106 17 969 SH   DFND 1 2 969 0 0
SPHERIX INC COM COM PAR $0.01 84842R304 31 91,248 SH   DFND 1 91,248 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 408 8,446 SH   DFND 1 2 8,446 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 37,090 767,276 SH   DFND 1 766,909 0 367
SPIRIT AIRLINES INC COM 848577102 20,861 441,056 SH   DFND 1 440,956 0 100
SPIRIT REALTY CAPITAL INC COM 84860W102 23,579 2,579,803 SH   DFND 1 2,579,803 0 0
SPLUNK INC COM 848637104 41,410 748,643 SH   DFND 1 748,418 0 225
SPOK HOLDINGS INC COM 84863T106 2,670 162,220 SH   DFND 1 162,220 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 1,327 107,727 SH   DFND 1 107,727 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 68 5,573 SH   DFND 1 2 5,573 0 0
SPRINGLEAF HOLDINGS INC COM 85172J101 12,478 285,423 SH   DFND 1 285,159 0 264
SPRINT CORP COM SER 1 85207U105 17,468 4,552,314 SH   DFND 1 4,542,353 0 9,961
SPROTT FOCUS TRUST INC COM 85208J109 296 50,221 PRN   DFND 1 2 50,221 0 0
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SPX CORP COM COM 784635104 2,874 241,189 SH   DFND 1 240,660 0 529
SPX CORP COM COM 784635104 243 20,465 SH   DFND 1 2 20,465 0 0
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SPX FLOW INC COM 78469X107 8,299 241,051 SH   DFND 1 240,522 0 529
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SS&C TECHNOLOGIES HOLDINGS COM 78467J100 33,507 478,403 SH   DFND 1 478,403 0 0
ST JOE CO COM COM 790148100 10,266 536,662 SH   DFND 1 536,662 0 0
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ST JUDE MED INC COM COM 790849103 156,411 2,483,555 SH   DFND 1 2,480,501 0 3,054
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 1,460 188,267 SH   DFND 1 188,267 0 0
STAG INDUSTRIAL INC COM 85254J102 7,041 386,656 SH   DFND 1 386,656 0 0
STAG INDUSTRIAL INC COM 85254J102 2 117 SH   DFND 1 2 117 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 2,199 223,521 SH   DFND 1 223,381 0 140
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STAMPS COM INC COM COM NEW 852857200 7,076 95,612 SH   DFND 1 95,612 0 0
STANCORP FINL GROUP INC COM COM 852891100 28,754 251,790 SH   DFND 1 251,764 0 26
STANDARD MTR PRODS INC COM COM 853666105 4,476 128,339 SH   DFND 1 128,339 0 0
STANDARD PAC CORP COMSTK 85375C101 7,663 957,819 SH   DFND 1 957,819 0 0
STANDEX INTL CORP COM COM 854231107 5,839 77,498 SH   DFND 1 77,498 0 0
STANLEY BLACK & DECKER INC COM 854502101 117,480 1,213,753 SH   DFND 1 1,212,186 0 1,567
STANLEY FURNITURE INC COM NEW COM NEW 854305208 130 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 204 17,449 SH   DFND 1 2 17,449 0 0
STAPLES INC COM COM 855030102 66,672 5,693,887 SH   DFND 1 5,687,607 0 6,280
STAR BULK CARRIERS CORP SHS NEW Y8162K121 113 55,304 SH   DFND 1 55,304 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR UNIT LTD PARTNR 85512C105 276 32,557 SH   DFND 1 2 32,557 0 0
STARBUCKS CORP COM COM 855244109 695,965 12,267,432 SH   DFND 1 12,247,970 0 19,462
STARRETT L S CO CL A CL A 855668109 306 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM COM 85569C107 82 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 26 393 SH   DFND 1 2 393 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 87,965 1,325,834 SH   DFND 1 1,323,729 0 2,105
STARWOOD PROPERTY TRUST INC COM 85571B105 33,321 1,623,859 SH   DFND 1 1,621,156 0 2,703
STARWOOD WAYPOINT RES COM SHS 85571W109 5,372 225,442 SH   DFND 1 225,442 0 0
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 746 20,000 SH   DFND 1 2 20,000 0 0
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 19,802 530,332 SH   DFND 1 530,274 0 58
STATE AUTO FINL CORP COM COM 855707105 2,557 112,113 SH   DFND 1 112,113 0 0
STATE BANK FINANCIAL CORP COM 856190103 5,058 244,600 SH   DFND 1 244,600 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 1,911 204,408 SH   DFND 1 204,408 0 0
STATE STR CORP COM COM 857477103 26 396 SH   DFND 1 2 396 0 0
STATE STR CORP COM COM 857477103 212,763 3,172,009 SH   DFND 1 3,167,837 0 4,172
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 175 12,036 SH   DFND 1 10,127 0 1,909
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 603 41,459 SH   DFND 1 2 41,459 0 0
STEALTHGAS INC SHS Y81669106 67 14,935 SH   DFND 1 14,935 0 0
STEEL DYNAMICS INC COM COM 858119100 25,835 1,503,834 SH   DFND 1 1,501,417 0 2,417
STEEL DYNAMICS INC COM COM 858119100 80 4,660 SH   DFND 1 2 4,660 0 0
STEELCASE INC CL A CL A 858155203 10,467 568,586 SH   DFND 1 568,586 0 0
STEIN MART INC COM COM 858375108 25 2,631 SH   DFND 1 2 2,631 0 0
STEIN MART INC COM COM 858375108 2,138 220,949 SH   DFND 1 220,949 0 0
STEINER LEISURE LTD ORD ORD P8744Y102 5,037 79,730 SH   DFND 1 79,730 0 0
STEMCELLS INC COM NEW 85857R204 185 441,651 SH   DFND 1 441,651 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 926 104,950 SH   DFND 1 104,950 0 0
STEPAN CO COM COM 858586100 4,971 119,487 SH   DFND 1 119,487 0 0
STEREOTAXIS INC COM COM NEW 85916J409 66 72,070 SH   DFND 1 72,070 0 0
STEREOTAXIS INC WARRANTS *W EXP 09/30/201 85916J128 0 20,268 SH   DFND 1 20,268 0 0
STERICYCLE INC COM COM 858912108 103,431 743,782 SH   DFND 1 743,641 0 141
STERIS CORP COM COM 859152100 24,425 375,957 SH   DFND 1 375,957 0 0
STERLING BANCORP/DE COM 85917A100 11,925 801,953 SH   DFND 1 801,953 0 0
STERLING CONSTRUCTION CO COM 859241101 437 106,533 SH   DFND 1 106,533 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 36 903 SH   DFND 1 2 903 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 5,299 129,547 SH   DFND 1 129,547 0 0
STIFEL FINL CORP COM COM 860630102 17,243 409,580 SH   DFND 1 409,580 0 0
STILLWATER MNG CO COM COM 86074Q102 8,102 784,397 SH   DFND 1 784,397 0 0
STOCK BUILDING SUPPLY HOLDINGS COM 86101X104 1,575 89,465 SH   DFND 1 89,465 0 0
STOCK YARDS BANCORP INC COM 861025104 3,390 93,281 SH   DFND 1 93,281 0 0
STONE ENERGY CORP COM COM 861642106 1,683 339,426 SH   DFND 1 339,426 0 0
STONE HARBOR EMERGING MARKET COM 86164W100 188 16,572 PRN   DFND 1 2 16,572 0 0
STONEGATE BANK COM 861811107 2,973 93,488 SH   DFND 1 93,488 0 0
STONEGATE MORTGAGE GROUP COM 86181Q300 583 82,096 SH   DFND 1 82,096 0 0
STONERIDGE INC COM COM 86183P102 1,914 155,166 SH   DFND 1 155,166 0 0
STORE CAPITAL CORP COM 862121100 6,582 318,602 SH   DFND 1 318,602 0 0
STRAIGHT PATH COMM B CL B 862578101 2,687 66,513 SH   DFND 1 66,513 0 0
STRATASYS LTD SHS M85548101 1,699 64,154 SH   DFND 1 64,154 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 29,386 2,130,970 SH   DFND 1 2,130,970 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 620 45,000 SH   DFND 1 2 45,000 0 0
STRATTEC SEC CORP COM COM 863111100 1,425 22,613 SH   DFND 1 22,613 0 0
STRAYER ED INC COM COM 863236105 3,915 71,228 SH   DFND 1 71,228 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 182 79,728 SH   DFND 1 79,728 0 0
STRYKER CORP COM COM 863667101 227,973 2,427,671 SH   DFND 1 2,424,323 0 3,348
STUDENT TRANSPORTATION INC COM 86388A108 163 40,395 SH   DFND 1 40,395 0 0
STURM RUGER & CO INC COM COM 864159108 6,702 114,205 SH   DFND 1 114,205 0 0
STURM RUGER & CO INC COM COM 864159108 27 464 SH   DFND 1 2 464 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 3,710 186,720 SH   DFND 1 186,720 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 680 34,228 SH   DFND 1 2 34,228 0 0
SUFFOLK BANCORP COM COM 864739107 1,931 70,717 SH   DFND 1 70,717 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 481 63,070 SH   DFND 1 48,304 0 14,766
SUMMER INFANT INC COM 865646103 126 73,765 SH   DFND 1 73,765 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 5,995 513,780 SH   DFND 1 513,780 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 44 3,794 SH   DFND 1 2 3,794 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 4,469 238,130 SH   DFND 1 238,130 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 238 13,544 SH   DFND 1 2 13,544 0 0
SUN BANCORP INC COM COM NEW 86663B201 1,147 59,815 SH   DFND 1 59,815 0 0
SUN COMMUNITIES INC COM COM 866674104 26,053 384,494 SH   DFND 1 384,494 0 0
SUN EDISON INC COM 86732Y109 12,318 1,716,534 SH   DFND 1 1,716,044 0 490
SUN HYDRAULICS CORP COM COM 866942105 29 1,082 SH   DFND 1 2 1,082 0 0
SUN HYDRAULICS CORP COM COM 866942105 4,389 159,805 SH   DFND 1 159,805 0 0
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SUNCOKE ENERGY INC COM 86722A103 257 33,157 SH   DFND 1 2 33,157 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 426 38,591 SH   DFND 1 2 38,591 0 0
SUNE 2 3/4 01/01/21 NOTE 2.750% 1/0 86732YAD1 3,528 5,000,000 PRN   DFND 1 2 5,000,000 0 0
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SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 3 306 SH   DFND 1 2 306 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 275 339,722 SH   DFND 1 339,722 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 30 19,190 SH   DFND 1 19,190 0 0
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SUNSTONE HOTEL INV INC -REDH COM 867892101 8 625 SH   DFND 1 2 625 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 24,674 1,865,035 SH   DFND 1 1,865,035 0 0
SUNSTONE HOTEL INVESTORS S-D 8 CV 8% CUM PFD-D 867892507 583 22,889 SH   DFND 1 22,889 0 0
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SUNTRUST BKS INC COM COM 867914103 27 728 SH   DFND 1 2 728 0 0
SUPER MICRO COMPUTR INC COM 86800U104 10,804 396,364 SH   DFND 1 396,364 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 32 51,793 SH   DFND 1 51,793 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 11,109 879,593 SH   DFND 1 876,168 0 3,425
SUPERIOR INDS INTL INC COM COM 868168105 2,788 149,301 SH   DFND 1 149,301 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 975 54,404 SH   DFND 1 54,404 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,382 241,125 SH   DFND 1 241,125 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 595 42,416 SH   DFND 1 2 42,416 0 0
SUPERVALU INC COM COM 868536103 86 12,040 SH   DFND 1 2 12,040 0 0
SUPERVALU INC COM COM 868536103 11,462 1,596,467 SH   DFND 1 1,596,467 0 0
SUPPORT.COM INC COM 86858W101 337 301,438 SH   DFND 1 301,438 0 0
SUPREME INDS INC -CL A CL A 868607102 277 33,281 SH   DFND 1 33,281 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1 41 SH   DFND 1 2 41 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 7,598 232,446 SH   DFND 1 232,446 0 0
SURMODICS INC COM COM 868873100 3,017 138,166 SH   DFND 1 138,166 0 0
SVB FINANCIAL GROUP COM 78486Q101 35,580 307,950 SH   DFND 1 307,930 0 20
SWIFT ENERGY CO COM COM 870738101 72 193,880 SH   DFND 1 193,880 0 0
SWIFT TRANSN CO COM CL A 87074U101 7,668 510,582 SH   DFND 1 510,582 0 0
SWIFT TRANSN CO COM CL A 87074U101 30 2,058 SH   DFND 1 2 2,058 0 0
SWISHER HYGIENE INC COM NEW 870808300 69 57,323 SH   DFND 1 57,323 0 0
SWN 6 1/4 DEP SHS 1/20 B 845467208 777 25,000 PRN   DFND 1 2 25,000 0 0
SYKES ENTERPRISES INC COM COM 871237103 6,899 270,552 SH   DFND 1 270,552 0 0
SYMANTEC CORP COM COM 871503108 128,710 6,621,296 SH   DFND 1 6,613,627 0 7,669
SYMANTEC CORP COM COM 871503108 390 20,062 SH   DFND 1 2 20,062 0 0
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SYMETRA FINANCIAL CORP COM 87151Q106 17,791 562,313 SH   DFND 1 562,096 0 217
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SYNACOR INC COM 871561106 117 87,259 SH   DFND 1 87,259 0 0
SYNALLOY CP DEL COM COM 871565107 332 36,285 SH   DFND 1 36,285 0 0
SYNAPTICS INC COM COM 87157D109 19,135 232,063 SH   DFND 1 232,063 0 0
SYNAPTICS INC COM COM 87157D109 77 941 SH   DFND 1 2 941 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 250 7,652 SH   DFND 1 2 7,652 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 8,170 249,102 SH   DFND 1 249,102 0 0
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SYNERGY PHARMACEUTICALS INC COM NEW 871639308 3,302 623,160 SH   DFND 1 623,160 0 0
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SYNERON MEDICAL LTD ORD SHS M87245102 40 5,649 SH   DFND 1 2 5,649 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 102 14,377 SH   DFND 1 14,377 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 478 7,500 SH   DFND 1 2 7,500 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 368 5,772 SH   DFND 1 3,043 0 2,729
SYNNEX CORP COM COM 87162W100 19,587 230,283 SH   DFND 1 230,283 0 0
SYNOPSYS INC COM COM 871607107 56,655 1,227,478 SH   DFND 1 1,227,056 0 422
SYNOVUS FINL CORP COM COM NEW 87161C501 24,270 819,935 SH   DFND 1 816,303 0 3,632
SYNTA PHARMA CORP-REDH COM 87162T206 1,249 717,826 SH   DFND 1 717,826 0 0
SYNTEL INC COM COM 87162H103 12,434 274,442 SH   DFND 1 274,442 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 402 411,553 SH   DFND 1 411,553 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 806 355,073 SH   DFND 1 355,073 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 670 141,225 SH   DFND 1 141,225 0 0
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SYSCO CORP COM COM 871829107 173,710 4,466,271 SH   DFND 1 4,457,736 0 8,535
SYSTEMAX INC COM COM 871851101 423 56,608 SH   DFND 1 56,608 0 0
T2 BIOSYSTEMS INC COM 89853L104 349 39,847 SH   DFND 1 39,847 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 21,770 273,065 SH   DFND 1 272,730 0 335
TABLEAU SOFTWARE INC - CL A CL A 87336U105 23 291 SH   DFND 1 2 291 0 0
TAHOE RESOURCES INC COM 873868103 941 121,898 SH   DFND 1 120,559 0 1,339
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 15,174 528,190 SH   DFND 1 528,190 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 2,664 194,936 SH   DFND 1 194,273 0 663
TALEN ENERGY CORP COM 87422J105 21 2,116 SH   DFND 1 2 2,116 0 0
TALEN ENERGY CORP COM 87422J105 7,860 778,236 SH   DFND 1 778,149 0 87
TALMER BANCORP INC CLASS A COM 87482X101 6,776 406,995 SH   DFND 1 406,995 0 0
TANDEM DIABETES CARE INC COM 875372104 1,130 128,371 SH   DFND 1 128,371 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 9 287 SH   DFND 1 2 287 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 22,425 680,184 SH   DFND 1 680,184 0 0
TANGOE INC COM 87582Y108 30 4,226 SH   DFND 1 2 4,226 0 0
TANGOE INC COM 87582Y108 1,713 237,923 SH   DFND 1 237,923 0 0
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TARGA RESOURCES CORP COM 87612G101 14,805 287,365 SH   DFND 1 286,715 0 650
TARGET CORP COM COM 87612E106 365 4,645 SH   DFND 1 2 4,645 0 0
TARGET CORP COM COM 87612E106 420,159 5,351,142 SH   DFND 1 5,342,978 0 8,164
TASER INTL INC COM COM 87651B104 7,347 333,594 SH   DFND 1 333,548 0 46
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1,062 47,201 SH   DFND 1 2 47,201 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 269 11,999 SH   DFND 1 11,306 0 693
TAUBMAN CTRS INC COM COM 876664103 33,603 486,440 SH   DFND 1 486,433 0 7
TAYLOR MORRISON HOME CORP-A CL A 87724P106 3,592 192,499 SH   DFND 1 192,499 0 0
TCF FINL CORP COM COM 872275102 15,305 1,009,606 SH   DFND 1 1,009,606 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 48,224 1,515,587 SH   DFND 1 1,514,854 0 733
TE CONNECTIVITY LTD REG SHS H84989104 176,771 2,957,847 SH   DFND 1 2,955,571 0 2,276
TEAM HEALTH HOLDINGS INC COM 87817A107 27,685 512,419 SH   DFND 1 512,419 0 0
TEAM INC COM 878155100 3,927 122,276 SH   DFND 1 122,276 0 0
TEARLAB CORP COM 878193101 260 129,626 SH   DFND 1 129,626 0 0
TECH DATA CORP COM COM 878237106 25,919 378,387 SH   DFND 1 377,518 0 869
TECH DATA CORP COM COM 878237106 722 10,551 SH   DFND 1 2 10,551 0 0
TECHTARGET INC -REDH COM 87874R100 955 112,183 SH   DFND 1 112,183 0 0
TECK COMINCO LTD -CL B CL B 878742204 220 46,176 SH   DFND 1 2 46,176 0 0
TECK COMINCO LTD -CL B CL B 878742204 2 442 SH   DFND 1 0 0 442
TECNOGLASS INC SHS G87264100 190 13,868 SH   DFND 1 13,868 0 0
TECO ENERGY INC COM COM 872375100 133 5,100 SH   DFND 1 2 5,100 0 0
TECO ENERGY INC COM COM 872375100 49,689 1,894,967 SH   DFND 1 1,894,879 0 88
TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 547 22,884 SH   DFND 1 2 22,884 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 8,460 285,432 SH   DFND 1 285,095 0 337
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 21 712 SH   DFND 1 2 712 0 0
TEEKAY TANKERS LTD CL A Y8565N102 4,717 683,646 SH   DFND 1 683,646 0 0
TEEKAY TANKERS LTD CL A Y8565N102 42 6,185 SH   DFND 1 2 6,185 0 0
TEGNA INC COM 87901J105 41,295 1,847,907 SH   DFND 1 1,844,604 0 3,303
TEGNA INC COM 87901J105 232 10,401 SH   DFND 1 2 10,401 0 0
TEJON RANCH CO DEL COM COM 879080109 1,893 86,817 SH   DFND 1 86,817 0 0
TELADOC INC COM 87918A105 817 36,687 SH   DFND 1 36,687 0 0
TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 233 19,031 SH   DFND 1 13,405 0 5,626
TELECOMMUNICATION SYS INC CL A CL A 87929J103 984 286,169 SH   DFND 1 286,169 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 22,134 245,119 SH   DFND 1 245,119 0 0
TELEFLEX INC COM COM 879369106 31,028 249,809 SH   DFND 1 248,725 0 1,084
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 587 48,786 SH   DFND 1 33,392 0 15,394
TELENAV INV COM 879455103 1,383 177,155 SH   DFND 1 177,155 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 14,486 580,407 SH   DFND 1 580,354 0 53
TELETECH HOLDINGS INC COM COM 879939106 3,716 138,739 SH   DFND 1 138,739 0 0
TEMPLETON EMERGING MKTS INCM COM 880192109 1,564 161,453 PRN   DFND 1 2 161,453 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 290 47,635 PRN   DFND 1 2 47,635 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 24,532 343,443 SH   DFND 1 343,398 0 45
TENAX THERAPEUTICS INC COM 88032L100 252 83,418 SH   DFND 1 83,418 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 28,979 786,094 SH   DFND 1 785,941 0 153
TENGASCO INC COM NEW 88033R205 163 742,748 SH   DFND 1 742,748 0 0
TENNANT CO COM COM 880345103 6,540 116,419 SH   DFND 1 116,419 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 21,748 485,790 SH   DFND 1 485,790 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 53 1,193 SH   DFND 1 2 1,193 0 0
TERADATA CORP-REDH COM 88076W103 21 745 SH   DFND 1 2 745 0 0
TERADATA CORP-REDH COM 88076W103 35,108 1,214,502 SH   DFND 1 1,212,957 0 1,545
TERADYNE INC COM COM 880770102 22,848 1,268,667 SH   DFND 1 1,265,613 0 3,054
TEREX CORP NEW COM COM 880779103 11,129 620,361 SH   DFND 1 620,361 0 0
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 140 11,423 SH   DFND 1 2 11,423 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 2,221 333,578 SH   DFND 1 333,578 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 5,840 410,737 SH   DFND 1 409,535 0 1,202
TERRAFORM POWER INC - A CL A COM 88104R100 225 15,874 SH   DFND 1 2 15,874 0 0
TERRENO REALTY CORP COM 88146M101 5,294 269,595 SH   DFND 1 269,595 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,399 53,735 SH   DFND 1 53,735 0 0
TESARO INC COM 881569107 7,184 179,175 SH   DFND 1 179,175 0 0
TESCO CORP COM 88157K101 57 8,029 SH   DFND 1 2 8,029 0 0
TESCO CORP COM 88157K101 1,716 240,343 SH   DFND 1 240,343 0 0
TESLA MOTORS INC COM 88160R101 137,275 552,993 SH   DFND 1 552,180 0 813
TESORO CORP COM COM 881609101 114,572 1,180,171 SH   DFND 1 1,178,879 0 1,292
TESORO CORP COM COM 881609101 328 3,375 SH   DFND 1 2 3,375 0 0
TESSCO TECHNOLOGIES INC COM 872386107 676 32,174 SH   DFND 1 32,174 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 14,107 435,285 SH   DFND 1 435,102 0 183
TESSERA TECHNOLOGIES INC COM 88164L100 430 13,273 SH   DFND 1 2 13,273 0 0
TETRA TECH INC NEW COM COM 88162G103 9,628 396,088 SH   DFND 1 396,088 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 2,982 504,699 SH   DFND 1 502,779 0 1,920
TETRALOGIC PHARMA CORP COM 88165U109 143 76,593 SH   DFND 1 76,593 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 1,692 226,849 SH   DFND 1 226,849 0 0
TEVA PHARM INDS -ADR ADR 881624209 10,219 181,007 SH   DFND 1 174,874 0 6,133
TEVA PHARM INDS -ADR ADR 881624209 64 1,141 SH   DFND 1 2 1,141 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 14,960 285,400 SH   DFND 1 285,400 0 0
TEXAS INSTRS INC COM COM 882508104 415,290 8,402,319 SH   DFND 1 8,385,782 0 16,537
TEXAS ROADHOUSE INC-CLASS A COM 882681109 15,324 411,950 SH   DFND 1 411,950 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 2,706 164,109 SH   DFND 1 164,109 0 0
TEXTRON INC COM COM 883203101 84,034 2,236,913 SH   DFND 1 2,236,483 0 430
TEXTURA CORP COM 883211104 3,127 121,021 SH   DFND 1 121,021 0 0
TFS FINANCIAL CORP COM 87240R107 11,209 649,827 SH   DFND 1 649,757 0 70
TG THERAPEUTICS INC COM 88322Q108 2,495 247,616 SH   DFND 1 247,616 0 0
THE BANCORP INC COM 05969A105 1,836 241,009 SH   DFND 1 241,009 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 450 26,812 SH   DFND 1 26,812 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 34 2,035 SH   DFND 1 2 2,035 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 393 16,726 SH   DFND 1 16,726 0 0
THE NEW HOME CO INC COM 645370107 607 46,899 SH   DFND 1 46,899 0 0
THERAPEUTICS MD INC COM 88338N107 66 11,331 SH   DFND 1 2 11,331 0 0
THERAPEUTICS MD INC COM 88338N107 4,486 765,532 SH   DFND 1 765,532 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,822 165,858 SH   DFND 1 165,858 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 36 3,343 SH   DFND 1 2 3,343 0 0
THERAVANCE INC COM 88338T104 3,922 546,307 SH   DFND 1 544,867 0 1,440
THERMO ELECTRON CORP COM COM 883556102 374,537 3,069,142 SH   DFND 1 3,063,171 0 5,971
THERMON GROUP HOLDINGS INC COM 88362T103 3,880 188,826 SH   DFND 1 188,826 0 0
THESTREET COM COM COM 88368Q103 172 103,568 SH   DFND 1 103,568 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 5,321 395,624 SH   DFND 1 395,624 0 0
THOMPSON CREEK METALS CO INC COM 884768102 20 43,682 SH   DFND 1 2 43,682 0 0
THOMSON REUTERS CORP COM 884903105 6,197 154,184 SH   DFND 1 153,249 0 935
THOR INDS INC COM COM 885160101 88 1,715 SH   DFND 1 2 1,715 0 0
THOR INDS INC COM COM 885160101 14,312 276,311 SH   DFND 1 275,604 0 707
THORATEC CORP COM NEW COM NEW 885175307 22,583 356,995 SH   DFND 1 356,995 0 0
THRESHOLD PHARMACEUTICALS COM NEW 885807206 1,636 402,018 SH   DFND 1 402,018 0 0
TIDEWATER INC COM COM 886423102 3,666 279,054 SH   DFND 1 279,054 0 0
TIER REIT INC COM NEW 88650V208 29 1,997 SH   DFND 1 2 1,997 0 0
TIER REIT INC COM NEW 88650V208 3,475 236,108 SH   DFND 1 236,108 0 0
TIFFANY & CO NEW COM COM 886547108 67,662 878,021 SH   DFND 1 877,721 0 300
TIGERLOGIC CORP COM 8867EQ101 124 634,749 SH   DFND 1 634,749 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 2,119 176,943 SH   DFND 1 176,943 0 0
TILLYS INC CL A CL A 886885102 50 6,927 SH   DFND 1 2 6,927 0 0
TILLYS INC CL A CL A 886885102 477 64,812 SH   DFND 1 64,812 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH   DFND 1 0 0 16
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 108 11,473 SH   DFND 1 2 11,473 0 0
TIMBERLAND BANCORP INC COM COM 887098101 204 18,792 SH   DFND 1 18,792 0 0
TIMBERLINE RESOURCES CORP COM NEW 887133205 9 19,347 SH   DFND 1 19,347 0 0
TIME INC COM 887228104 80 4,230 SH   DFND 1 2 4,230 0 0
TIME INC COM 887228104 14,609 766,900 SH   DFND 1 765,915 0 985
TIME WARNER CABLE INC COM 88732J207 382,113 2,134,688 SH   DFND 1 2,131,271 0 3,417
TIME WARNER CABLE INC COM 88732J207 2,606 14,531 SH   DFND 1 2 14,531 0 0
TIME WARNER INC COM COM NEW 887317303 221 3,225 SH   DFND 1 2 3,225 0 0
TIME WARNER INC COM COM NEW 887317303 443,083 6,457,553 SH   DFND 1 6,453,554 0 3,999
TIMKEN CO COM COM 887389104 11,989 436,124 SH   DFND 1 435,745 0 379
TIMKEN CO COM COM 887389104 41 1,506 SH   DFND 1 2 1,506 0 0
TIMKENSTEEL CORP COM 887399103 2,389 236,166 SH   DFND 1 236,166 0 0
TIMKENSTEEL CORP COM 887399103 49 4,848 SH   DFND 1 2 4,848 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 611 95,570 SH   DFND 1 95,570 0 0
TITAN INTL INC ILL COM COM 88830M102 2,048 309,915 SH   DFND 1 309,915 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,286 112,038 SH   DFND 1 112,038 0 0
TITAN MACHINERY INC-REDH COM 88830R101 110 9,611 SH   DFND 1 2 9,611 0 0
TIVO INC COM COM 888706108 5,291 610,976 SH   DFND 1 610,976 0 0
TJX COS INC NEW COM COM 872540109 366,113 5,136,723 SH   DFND 1 5,128,248 0 8,475
TLOG 8 06/15/19 NOTE 8.000% 6/1 88165UAB5 1,179 2,250,000 PRN   DFND 1 2 2,250,000 0 0
T-MOBILE US INC COM 872590104 59,515 1,496,014 SH   DFND 1 1,490,409 0 5,605
TMUS 5 1/2 CONV PFD SER A 872590203 690 10,000 PRN   DFND 1 2 10,000 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 249 25,836 SH   DFND 1 25,836 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 529 51,191 SH   DFND 1 51,191 0 0
TOLL BROTHERS INC COM COM 889478103 36,212 1,058,281 SH   DFND 1 1,057,847 0 434
TOLL BROTHERS INC COM COM 889478103 26 763 SH   DFND 1 2 763 0 0
TOMPKINSTRUSTCO INC COM COM 890110109 4,661 87,357 SH   DFND 1 87,357 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM NEW 890260201 410 77,689 SH   DFND 1 77,689 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 4,509 144,133 SH   DFND 1 144,133 0 0
TOPBUILD CORP - W/I COM 89055F103 6,686 215,903 SH   DFND 1 215,695 0 208
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 141 84,269 SH   DFND 1 84,269 0 0
TORCHMARK CORP COM COM 891027104 54,327 965,112 SH   DFND 1 964,838 0 274
TORNIER NV SHS N87237108 4,991 244,784 SH   DFND 1 244,784 0 0
TORO CO COM COM 891092108 21,891 310,345 SH   DFND 1 310,345 0 0
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1,389 31,069 SH   DFND 1 17,065 0 14,004
TOTAL SYS SVCS INC COM COM 891906109 61,791 1,362,713 SH   DFND 1 1,362,079 0 634
TOWER INTERNATIONAL INC COM 891826109 3,463 145,764 SH   DFND 1 145,764 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 348 27,095 SH   DFND 1 27,041 0 54
TOWERS WATSON & CO CL A 891894107 50,684 432,043 SH   DFND 1 431,851 0 192
TOWERS WATSON & CO CL A 891894107 586 5,000 SH   DFND 1 2 5,000 0 0
TOWERSTREAM CORP COM 892000100 300 280,747 SH   DFND 1 280,747 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 255 97,278 SH   DFND 1 97,278 0 0
TOWNE BANK COM 89214P109 5,894 312,680 SH   DFND 1 312,680 0 0
TOWNSQUARE MEDIA INC CL A 892231101 236 24,163 SH   DFND 1 24,163 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 1,917 16,346 SH   DFND 1 8,966 0 7,380
TRACON PHARMACEUTICALS INC COM 89237H100 191 19,626 SH   DFND 1 19,626 0 0
TRACTOR SUPPLY CO COM COM 892356106 63 751 SH   DFND 1 2 751 0 0
TRACTOR SUPPLY CO COM COM 892356106 92,516 1,099,311 SH   DFND 1 1,098,520 0 791
TRAK 1 1/2 03/15/17 NOTE 1.500% 3/1 242309AB8 5,075 3,000,000 PRN   DFND 1 2 3,000,000 0 0
TRANS WORLD ENTMT CORP COM COM 89336Q100 166 44,235 SH   DFND 1 44,235 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 305 33,579 SH   DFND 1 33,579 0 0
TRANSALTA CORP COMSTK 2901628 380 82,708 SH   DFND 1 78,586 0 4,122
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 302 119,064 SH   DFND 1 119,064 0 0
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 276 22,194 SH   DFND 1 22,194 0 0
TRANSENTERIX INC COM NEW 89366M201 707 312,993 SH   DFND 1 312,993 0 0
TRANSGENOMIC INC COM COM NEW 89365K305 12 13,347 SH   DFND 1 13,347 0 0
TRANSGLOBE ENERGY CORP COM 893662106 66 25,517 SH   DFND 1 25,517 0 0
TRANSGLOBE ENERGY CORP COMSTK 2470548 72 27,906 SH   DFND 1 2 27,906 0 0
TRANSIDGM GROUP INC COM 893641100 60,882 286,830 SH   DFND 1 286,509 0 321
TRANSITION THERAPEUTICS INC COM NEW 893716209 22 12,540 SH   DFND 1 12,540 0 0
TRANSOCEAN LTD REG SHS H8817H100 32,218 2,497,697 SH   DFND 1 2,497,697 0 0
TRANSUNION COM 89400J107 3,982 158,526 SH   DFND 1 158,526 0 0
TRAVELERS COS INC/THE COM 89417E109 257,720 2,594,243 SH   DFND 1 2,592,179 0 2,064
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,079 611,160 SH   DFND 1 611,160 0 0
TRAVELZOO INC COM NEW 89421Q205 424 51,307 SH   DFND 1 51,307 0 0
TRC COS INC COM COM 872625108 1,649 139,470 SH   DFND 1 139,470 0 0
TRECORA RESOURCES COM 894648104 1,487 119,732 SH   DFND 1 119,732 0 0
TREDEGAR CORP COM COM 894650100 2,121 162,164 SH   DFND 1 162,164 0 0
TREDEGAR CORP COM COM 894650100 74 5,728 SH   DFND 1 2 5,728 0 0
TREEHOUSE FOODS INC COM 89469A104 20,361 261,745 SH   DFND 1 261,745 0 0
TREMOR VIDEO INC COM 89484Q100 251 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 2,397 231,670 SH   DFND 1 231,670 0 0
TREX INC COM COM 89531P105 6,578 197,385 SH   DFND 1 197,385 0 0
TRI POINTE GROUP INC COM 87265H109 12,101 924,488 SH   DFND 1 924,488 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 591 416,440 SH   DFND 1 416,440 0 0
TRIBUNE MEDIA CO - A CL A 896047503 16,870 473,885 SH   DFND 1 473,885 0 0
TRIBUNE PUBLISHING CO COM 896082104 992 126,580 SH   DFND 1 126,580 0 0
TRICO BANCSHARES COM COM 896095106 3,517 143,169 SH   DFND 1 143,169 0 0
TRI-CONTINENTAL CORP COM 895436103 1,996 102,368 PRN   DFND 1 2 102,368 0 0
TRIMAS CORP COM NEW 896215209 4,628 283,090 SH   DFND 1 283,090 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 26,473 1,613,273 SH   DFND 1 1,612,573 0 700
TRIMBLE NAVIGATION LTD COM COM 896239100 152 9,264 SH   DFND 1 2 9,264 0 0
TRINA SOLAR LTD -ADR SPON ADR 89628E104 159 17,774 SH   DFND 1 17,774 0 0
TRINET GROUP INC COM 896288107 3,718 221,361 SH   DFND 1 221,361 0 0
TRINITY INDS INC COM COM 896522109 477 21,082 SH   DFND 1 2 21,082 0 0
TRINITY INDS INC COM COM 896522109 28,987 1,278,674 SH   DFND 1 1,277,902 0 772
TRINSEO SA SHS L9340P101 1,712 67,837 SH   DFND 1 67,837 0 0
TRINSEO SA SHS L9340P101 196 7,793 SH   DFND 1 2 7,793 0 0
TRIPADVISOR INC COM 896945201 57,569 915,263 SH   DFND 1 913,826 0 1,437
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 3,812 214,067 SH   DFND 1 214,067 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 1,301 104,340 SH   DFND 1 104,340 0 0
TRIUMPH BANCORP INC COM 89679E300 1,232 73,371 SH   DFND 1 73,371 0 0
TRIUMPH BANCORP INC COM 89679E300 36 2,149 SH   DFND 1 2 2,149 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 18,833 447,565 SH   DFND 1 447,521 0 44
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 210 42,070 SH   DFND 1 42,070 0 0
TRONOX LTD SHS CL A Q9235V101 1,737 397,666 SH   DFND 1 397,666 0 0
TROVAGENE INC COM NEW 897238309 996 175,123 SH   DFND 1 175,123 0 0
TRUEBLUE INC COM 89785X101 5,683 252,921 SH   DFND 1 252,921 0 0
TRUECAR INC COM 89785L107 1,913 367,330 SH   DFND 1 367,330 0 0
TRUPANION INC COM 898202106 363 48,191 SH   DFND 1 48,191 0 0
TRUSTCO BK CORP N Y COM COM 898349105 3,806 651,785 SH   DFND 1 651,785 0 0
TRUSTMARK CORP COM COM 898402102 10,304 444,719 SH   DFND 1 441,719 0 3,000
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 623 76,653 SH   DFND 1 2 76,653 0 0
TSLA 1 1/2 06/01/18 NOTE 1.500% 6/0 88160RAA9 14,828 7,300,000 PRN   DFND 1 2 7,300,000 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 2,480 398,208 SH   DFND 1 398,208 0 0
TUBEMOGUL INC COM 898570106 1,088 103,481 SH   DFND 1 103,481 0 0
TUCOWS INC COM COM NEW 898697206 88 3,825 SH   DFND 1 3,825 0 0
TUCOWS INC COM COM NEW 898697206 247 10,696 SH   DFND 1 2 10,696 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 1,510 279,272 SH   DFND 1 279,272 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 10 2,016 SH   DFND 1 2 2,016 0 0
TUMI HOLDINGS INC COM 89969Q104 6,339 359,793 SH   DFND 1 359,793 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 13,871 280,291 SH   DFND 1 279,888 0 403
TURTLE BEACH CORP COM 900450107 156 64,511 SH   DFND 1 64,511 0 0
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TWENTY-FIRST CENTURY FOX CL A 90130A101 27 1,014 SH   DFND 1 2 1,014 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 285,395 10,597,019 SH   DFND 1 10,589,785 0 7,234
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TWIN DISC INC COM COM 901476101 600 48,420 SH   DFND 1 48,420 0 0
TWITTER INC COM 90184L102 83,838 3,113,918 SH   DFND 1 3,112,101 0 1,817
TWO HARBORS INVESTMENT CORP COM 90187B101 20,388 2,311,665 SH   DFND 1 2,311,415 0 250
TYCO INTERNATIONAL PLC SHS G91442106 109,313 3,273,524 SH   DFND 1 3,266,419 0 7,105
TYCO INTERNATIONAL PLC SHS G91442106 40 1,223 SH   DFND 1 2 1,223 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 30,745 205,917 SH   DFND 1 205,917 0 0
TYSON FOODS INC CL A CL A 902494103 108,360 2,518,856 SH   DFND 1 2,515,849 0 3,007
U S ENERGY CORP - WYOMING COM 911805109 62 118,567 SH   DFND 1 118,567 0 0
U S G CORP COM NEW COM NEW 903293405 13,345 501,349 SH   DFND 1 501,256 0 93
U S GEOTHERMAL INC COM 90338S102 331 534,133 SH   DFND 1 534,133 0 0
U S PHYSICAL THERAPY INC COM COM 90337L108 3,329 74,166 SH   DFND 1 74,166 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 78 45,139 SH   DFND 1 45,139 0 0
UBIQUITI NETWORKS INC COM 90347A100 6,695 197,569 SH   DFND 1 197,569 0 0
UBS GROUP AG SHS H42097107 671 36,272 SH   DFND 1 32,977 0 3,295
UCP INC CL A 90265Y106 244 36,379 SH   DFND 1 36,379 0 0
UDR INC COM 902653104 64,274 1,865,136 SH   DFND 1 1,863,882 0 1,254
UFP TECHNOLOGIES INC COM 902673102 585 25,604 SH   DFND 1 25,604 0 0
UGI CORP NEW COM COM 902681105 45,271 1,300,153 SH   DFND 1 1,300,067 0 86
UGI CORP NEW COM COM 902681105 63 1,822 SH   DFND 1 2 1,822 0 0
UIL HLDG CORP COM COM 902748102 17,817 354,437 SH   DFND 1 354,437 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 25 159 SH   DFND 1 2 159 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 62,198 381,008 SH   DFND 1 380,604 0 404
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 30,358 169,592 SH   DFND 1 169,583 0 9
ULTRA CLEAN HOLDINGS COM 90385V107 34 6,051 SH   DFND 1 2 6,051 0 0
ULTRA CLEAN HOLDINGS COM 90385V107 1,135 197,856 SH   DFND 1 197,856 0 0
ULTRA PETE CORP COM COM 903914109 5,792 906,524 SH   DFND 1 906,524 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 22,867 237,439 SH   DFND 1 237,439 0 0
ULTRALIFE CORP COM 903899102 355 60,398 SH   DFND 1 60,398 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 26 63,640 SH   DFND 1 63,640 0 0
ULTRATECH STEPPER INC COM COM 904034105 3,009 187,862 SH   DFND 1 187,862 0 0
UMB FINL CORP COM COM 902788108 13,662 268,901 SH   DFND 1 268,901 0 0
UMH PROPERTIES INC COM COM 903002103 1,205 129,590 SH   DFND 1 129,590 0 0
UMH PROPERTIES INC S-A 8 1/4 CV RED PFD-A 903002202 300 11,687 SH   DFND 1 11,687 0 0
UMPQUA HLDGS CORP COM COM 904214103 27,184 1,667,739 SH   DFND 1 1,665,978 0 1,761
UNDER ARMOUR INC-CLASS A CL A 904311107 134,721 1,394,844 SH   DFND 1 1,392,904 0 1,940
UNIFI INC COM COM NEW 904677200 4,519 151,604 SH   DFND 1 151,604 0 0
UNIFI INC COM COM NEW 904677200 32 1,104 SH   DFND 1 2 1,104 0 0
UNIFIRST CORP MASS COM COM 904708104 13,709 128,356 SH   DFND 1 128,356 0 0
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 654 16,289 SH   DFND 1 6,952 0 9,337
UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 725 17,787 SH   DFND 1 7,775 0 10,012
UNILIFE CORP COM 90478E103 704 718,579 SH   DFND 1 718,579 0 0
UNION BANKSHARES CORP COM 90539J109 7,114 296,453 SH   DFND 1 296,453 0 0
UNION PAC CORP COM COM 907818108 604,731 6,853,626 SH   DFND 1 6,847,055 0 6,571
UNI-PIXEL INC COM NEW 904572203 57 54,062 SH   DFND 1 54,062 0 0
UNISYS CORP COM COM NEW 909214306 3 278 SH   DFND 1 2 278 0 0
UNISYS CORP COM COM NEW 909214306 3,670 308,475 SH   DFND 1 308,475 0 0
UNIT CORP COM COM 909218109 50 4,501 SH   DFND 1 2 4,501 0 0
UNIT CORP COM COM 909218109 3,296 292,773 SH   DFND 1 292,773 0 0
UNITED BANCORP INC/OHIO COM 909911109 383 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC WEST COM COM 909907107 16,274 428,382 SH   DFND 1 427,257 0 1,125
UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 8,452 413,545 SH   DFND 1 413,545 0 0
UNITED CMNTY FINL CORP OHIO COM COM 909839102 1,827 365,419 SH   DFND 1 365,419 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 166,482 3,143,002 SH   DFND 1 3,141,887 0 1,115
UNITED DEVELOPMENT FUNDING I COM 910187103 4,695 266,771 SH   DFND 1 266,771 0 0
UNITED FINANCIAL BANCORP INC/NEW COM 910304104 4,362 334,271 SH   DFND 1 334,271 0 0
UNITED FIRE GROUP INC. COM 910340108 4,717 134,603 SH   DFND 1 134,603 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 324 24,697 SH   DFND 1 2 24,697 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 3,095 235,371 SH   DFND 1 235,371 0 0
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 20 12,866 SH   DFND 1 0 0 12,866
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 4 2,961 SH   DFND 1 2 2,961 0 0
UNITED NAT FOODS INC COM COM 911163103 15,242 314,208 SH   DFND 1 314,208 0 0
UNITED NAT FOODS INC COM COM 911163103 11 227 SH   DFND 1 2 227 0 0
UNITED ONLINE INC COM COM NEW 911268209 29 2,929 SH   DFND 1 2 2,929 0 0
UNITED ONLINE INC COM COM NEW 911268209 2,934 293,441 SH   DFND 1 293,441 0 0
UNITED PARCEL SERVICE INC CL B CL B 911312106 545,702 5,540,322 SH   DFND 1 5,533,569 0 6,753
UNITED RENTALS INC COM COM 911363109 258 4,306 SH   DFND 1 2 4,306 0 0
UNITED RENTALS INC COM COM 911363109 44,420 741,220 SH   DFND 1 740,373 0 847
UNITED SECURITY BANCSHARES COM 911460103 63 11,843 SH   DFND 1 11,843 0 0
UNITED STATES ANTIMONY CORP COM 911549103 48 139,769 SH   DFND 1 139,769 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 46 1,310 SH   DFND 1 2 1,310 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 3,578 100,997 SH   DFND 1 100,997 0 0
UNITED STATES LIME & MINERAL COM 911922102 754 16,518 SH   DFND 1 16,518 0 0
UNITED STATES LIME & MINERAL COM 911922102 43 942 SH   DFND 1 2 942 0 0
UNITED STATES STL CORP NEW COM COM 912909108 8,863 850,638 SH   DFND 1 847,194 0 3,444
UNITED TECHNOLOGIES CORP COM COM 913017109 1,329 14,941 SH   DFND 1 2 14,941 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 611,908 6,889,115 SH   DFND 1 6,875,012 0 14,103
UNITED THERAPEUTICS CORP DE COM COM 91307C102 51 395 SH   DFND 1 2 395 0 0
UNITED THERAPEUTICS CORP DE COM COM 91307C102 42,484 323,900 SH   DFND 1 323,763 0 137
UNITEDHEALTH GROUP INC COM COM 91324P102 136 1,173 SH   DFND 1 2 1,173 0 0
UNITEDHEALTH GROUP INC COM COM 91324P102 881,409 7,612,517 SH   DFND 1 7,600,016 0 12,501
UNITIL CORP COM COM 913259107 3,729 101,136 SH   DFND 1 101,136 0 0
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UNIVERSAL CORP VA COM COM 913456109 10,854 218,973 SH   DFND 1 218,973 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 8,727 257,456 SH   DFND 1 257,456 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 4,426 105,328 SH   DFND 1 105,328 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 8,295 143,827 SH   DFND 1 143,827 0 0
UNIVERSAL HEALTH RLTY INCM SH BEN INT SH BEN INT 91359E105 4,792 102,090 SH   DFND 1 102,090 0 0
UNIVERSAL HLTH SVCS INC CL B CL B 913903100 93,089 747,273 SH   DFND 1 746,781 0 492
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UNIVERSAL INSURANCE HOLDINGS COM 91359V107 10,076 341,107 SH   DFND 1 340,335 0 772
UNIVERSAL STAINLESS & ALLOY COM 913837100 351 33,185 SH   DFND 1 33,185 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 433 123,405 SH   DFND 1 123,405 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 23 6,595 SH   DFND 1 2 6,595 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 1,041 66,916 SH   DFND 1 66,916 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 2,354 122,527 SH   DFND 1 121,727 0 800
UNUM GROUP COM 91529Y106 62,853 1,963,200 SH   DFND 1 1,962,711 0 489
UNWIRED PLANET INC COM 91531F103 332 458,459 SH   DFND 1 458,459 0 0
UPLAND SOFTWARE INC COM 91544A109 190 24,082 SH   DFND 1 24,082 0 0
UQM TECHNOLOGIES INC COM COM 903213106 112 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 585 585,663 SH   DFND 1 585,663 0 0
URANIUM RESOURCES INC COM PAR$0.001NEW 916901606 266 332,675 SH   DFND 1 332,675 0 0
URBAN EDGE PROPERTIES COM 91704F104 14,608 676,627 SH   DFND 1 676,622 0 5
URBAN OUTFITTERS INC COM COM 917047102 49 1,682 SH   DFND 1 2 1,682 0 0
URBAN OUTFITTERS INC COM COM 917047102 23,161 789,809 SH   DFND 1 789,688 0 121
URSTADT BIDDLE PPTYS INS CL A CL A 917286205 3,405 181,730 SH   DFND 1 181,730 0 0
URSTADT BIDDLE PROPERTIE S-G 6 3/4 PFD-G CV 6.75% 917286809 401 15,756 SH   DFND 1 15,756 0 0
US AUTO PARTS NTWRK INC-REDH COM 90343C100 122 65,180 SH   DFND 1 65,180 0 0
US BANCORP DEL COM NEW COM NEW 902973304 555,338 13,567,768 SH   DFND 1 13,546,537 0 21,231
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USANA HEALTH SCIENCES INC COM 90328M107 667 4,981 SH   DFND 1 2 4,981 0 0
USANA HEALTH SCIENCES INC COM 90328M107 9,083 67,772 SH   DFND 1 67,772 0 0
UTAH MED PRODS INC COM COM 917488108 1,598 29,666 SH   DFND 1 29,666 0 0
UTI WORLDWIDE INC ORD G87210103 2,778 605,261 SH   DFND 1 605,261 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 28 11,832 SH   DFND 1 11,832 0 0
V F CORP COM COM 918204108 178,324 2,619,649 SH   DFND 1 2,617,008 0 2,641
V F CORP COM COM 918204108 61 904 SH   DFND 1 2 904 0 0
VAALCO ENERGY INC COM NEW 91851C201 470 276,975 SH   DFND 1 276,975 0 0
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VALERO ENERGY CORP NEW COM COM 91913Y100 251,932 4,199,662 SH   DFND 1 4,191,196 0 8,466
VALHI INC NEW COM COM 918905100 234 123,886 SH   DFND 1 123,886 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 22,926 508,697 SH   DFND 1 508,645 0 52
VALLEY NATL BANCORP COM COM 919794107 12,455 1,265,764 SH   DFND 1 1,263,777 0 1,987
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VALSPAR CORP COM COM 920355104 30,308 421,657 SH   DFND 1 421,572 0 85
VALUE LINE INC COM COM 920437100 241 15,573 SH   DFND 1 15,573 0 0
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VAN KAMPEN PA VALUE MUN INCO COM 46132K109 2,387 194,699 PRN   DFND 1 2 194,699 0 0
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VANGUARD NATURAL RESOURCES LLC COM UNIT 92205F106 218 28,750 SH   DFND 1 28,750 0 0
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VARIAN MED SYS INC COM COM 92220P105 61,821 839,458 SH   DFND 1 838,982 0 476
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VECTRUS INC COM 92242T101 1,500 68,098 SH   DFND 1 67,746 0 352
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VEECO INSTRS INC DEL COM COM 922417100 5,234 255,193 SH   DFND 1 255,193 0 0
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VERITIV CORP COM 923454102 74 2,012 SH   DFND 1 2 2,012 0 0
VERIZON COMMUNICATIONS COM COM 92343V104 1,414,111 32,564,167 SH   DFND 1 32,529,638 0 34,529
VERIZON COMMUNICATIONS COM COM 92343V104 206 4,746 SH   DFND 1 2 4,746 0 0
VERMILLION INC COM NEW 92407M206 163 80,937 SH   DFND 1 80,937 0 0
VERSAR INC COM 925297103 39 11,390 SH   DFND 1 11,390 0 0
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VERTEX PHARMACEUTICALS INC COM COM 92532F100 136 1,310 SH   DFND 1 2 1,310 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 199,047 1,915,156 SH   DFND 1 1,912,476 0 2,680
VGR 2 1/2 01/15/2019 FRNT 1/1 92240MAY4 18,806 12,500,000 PRN   DFND 1 2 12,500,000 0 0
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VIAD CORP COM COM NEW 92552R406 3,590 123,859 SH   DFND 1 123,859 0 0
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VICAL INC COM COM 925602104 147 321,403 SH   DFND 1 321,403 0 0
VICOR CORP COM COM 925815102 1,099 107,785 SH   DFND 1 107,785 0 0
VIDEOCON D2H LTD - ADR ADR 92657J101 125 12,986 SH   DFND 1 12,986 0 0
VIGGLE INC COM NEW 92672V204 90 110,929 SH   DFND 1 110,929 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 991 41,977 SH   DFND 1 41,977 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 60 2,567 SH   DFND 1 2 2,567 0 0
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VIRGIN AMERICA INC COM VTG 92765X208 3,987 116,488 SH   DFND 1 116,488 0 0
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VIRTUS INVESTMENT PARTNERS COM 92828Q109 4,420 43,990 SH   DFND 1 43,990 0 0
VIRTUSA CORP COM 92827P102 9,160 178,525 SH   DFND 1 178,525 0 0
VIRTUSA CORP COM 92827P102 6 117 SH   DFND 1 2 117 0 0
VISA INC COM CL A 92826C839 1,074,201 15,451,250 SH   DFND 1 15,425,251 0 25,999
VISHAY INTERTECHNOLOGY INC COM COM 928298108 7,617 786,137 SH   DFND 1 786,137 0 0
VISHAY PRECISION GROUP COM 92835K103 813 70,210 SH   DFND 1 70,210 0 0
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VITAL THERAPIES INC COM 92847R104 396 98,231 SH   DFND 1 98,231 0 0
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VITAMIN SHOPPE INC. COM 92849E101 47 1,466 SH   DFND 1 2 1,466 0 0
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VIVUS INC COM COM 928551100 6 4,065 SH   DFND 1 2 4,065 0 0
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VOCERA COMMUNICATIONS INC COM 92857F107 1,570 137,627 SH   DFND 1 137,627 0 0
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VOYA FINANCIAL INC COM 929089100 48,825 1,260,210 SH   DFND 1 1,257,900 0 2,310
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VTV THERAPEUTICS INC- CL A CL A 918385105 222 34,062 SH   DFND 1 34,062 0 0
VULCAN MATLS CO COM COM 929160109 93,745 1,053,015 SH   DFND 1 1,051,997 0 1,018
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W P CAREY & CO LLC COM COM 92936U109 42 739 SH   DFND 1 2 739 0 0
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WABTEC CORP COM COM 929740108 48,491 551,124 SH   DFND 1 549,951 0 1,173
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WADDELL & REED FINL INC CL A CL A 930059100 23,400 673,013 SH   DFND 1 672,784 0 229
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WD-40 CO COM COM 929236107 9,697 108,873 SH   DFND 1 108,873 0 0
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WEIGHT WATCHERS INTL INC NE COM COM 948626106 1,128 176,932 SH   DFND 1 176,932 0 0
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WELLS FARGO & CO NEW COM COM 949746101 220 4,299 SH   DFND 1 2 4,299 0 0
WELLS FARGO & CO NEW COM COM 949746101 1,979,248 38,617,859 SH   DFND 1 38,543,213 0 74,646
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WESTLAKE CHEMICAL CORP COM COM 960413102 17,082 329,356 SH   DFND 1 329,290 0 66
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WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 855 40,642 SH   DFND 1 22,203 0 18,439
WESTPORT INNOVATIONS INC COM NEW 960908309 49 19,831 SH   DFND 1 19,831 0 0
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WESTWOOD HLDGS GROUP INC COM COM 961765104 2,420 44,536 SH   DFND 1 44,536 0 0
WEX INC. COM 96208T104 26 310 SH   DFND 1 2 310 0 0
WEX INC. COM 96208T104 19,347 222,796 SH   DFND 1 222,718 0 78
WEYCO GROUP INC COM 962149100 978 36,177 SH   DFND 1 36,177 0 0
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WOLVERINE WORLD WIDE INC COM COM 978097103 13,483 623,104 SH   DFND 1 623,104 0 0
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YELP INC CL A 985817105 7,667 353,999 SH   DFND 1 353,999 0 0
YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 10 25,724 SH   DFND 1 25,724 0 0
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ZIONS BANCORPORATION COM COM 989701107 47,497 1,727,083 SH   DFND 1 1,727,083 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 32 3,640 SH   DFND 1 2 3,640 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 7,406 822,072 SH   DFND 1 822,072 0 0
ZIX CORP COM COM 98974P100 1,272 302,151 SH   DFND 1 302,151 0 0
ZOE'S KITCHEN INC COM 98979J109 4,308 109,101 SH   DFND 1 109,101 0 0
ZOETIS INC CL A 98978V103 152,269 3,704,861 SH   DFND 1 3,701,096 0 3,765
ZOETIS INC CL A 98978V103 411 10,000 SH   DFND 1 2 10,000 0 0
ZOGENIX INC COM NEW 98978L204 1,835 135,991 SH   DFND 1 135,991 0 0
ZS PHARMA INC COM 98979G105 6,825 103,953 SH   DFND 1 103,953 0 0
ZULILY INC - CL A CL A 989774104 7,578 435,521 SH   DFND 1 435,521 0 0
ZUMIEZ INC COM 989817101 27 1,747 SH   DFND 1 2 1,747 0 0
ZUMIEZ INC COM 989817101 2,284 146,145 SH   DFND 1 146,145 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 190 13,309 SH   DFND 1 13,309 0 0
ZYNGA INC CL A 98986T108 10,800 4,737,221 SH   DFND 1 4,736,882 0 339