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 1,451 176,126 SH   DFND 1 176,126 0 0
1ST SOURCE CORP COM COM 336901103 2,568 74,868 SH   DFND 1 74,868 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 178 11,547 SH   DFND 1 11,547 0 0
22ND CENTURY GROUP INC COM 90137F103 279 169,108 SH   DFND 1 169,108 0 0
2U INC COM 90214J101 1,045 53,191 SH   DFND 1 53,191 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 16,751 509,636 SH   DFND 1 509,636 0 0
3M CO COM 88579Y101 804,992 4,905,073 SH   DFND 1 4,895,865 0 9,208
51JOBS INC-ADR SP ADR REP COM 316827104 300 8,388 SH   DFND 1 8,388 0 0
6D GLOBAL TECHNOLOGIES COM 83002F100 110 15,498 SH   DFND 1 15,498 0 0
8X8 INC NEW COM COM 282914100 4,544 496,170 SH   DFND 1 496,170 0 0
A. H. BELO CORP COM CL A 001282102 1,340 129,106 SH   DFND 1 129,106 0 0
A10 NETWORKS INC COM 002121101 293 67,413 SH   DFND 1 67,413 0 0
AAC HOLDINGS INC COM 000307108 315 10,207 SH   DFND 1 10,207 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 6,122 273,439 SH   DFND 1 273,439 0 0
AAR CORP COM COM 000361105 5,924 213,248 SH   DFND 1 213,248 0 0
AARON'S INC COM PAR $0.50 002535300 10,893 356,360 SH   DFND 1 355,662 0 698
ABAXIS INC COM 002567105 7,690 135,326 SH   DFND 1 135,326 0 0
ABB LTD-ADR SPONSORED ADR 000375204 607 28,702 SH   DFND 1 21,713 0 6,989
ABB LTD-ADR SPONSORED ADR 000375204 7 352 SH   DFND 1 2 352 0 0
ABBOTT LABS COM COM 002824100 527,639 11,734,707 SH   DFND 1 11,716,786 0 17,921
ABBVIE INC COM 00287Y109 13 213 SH   DFND 1 2 213 0 0
ABBVIE INC COM 00287Y109 796,456 12,186,261 SH   DFND 1 12,167,238 0 19,023
ABERCROMBIE & FITCH CO CL A CL A 002896207 10,488 366,216 SH   DFND 1 366,016 0 200
ABERCROMBIE & FITCH CO CL A CL A 002896207 19 693 SH   DFND 1 2 693 0 0
ABERDEEN ASIA PACIFIC INCOME COM 003009107 1,202 216,632 PRN   DFND 1 2 216,632 0 0
ABERDEEN AUSTRALIA EQTY FD COM 003011103 91 13,353 PRN   DFND 1 2 13,353 0 0
ABERDEEN CHILE FUND INC COM 00301W105 260 34,948 PRN   DFND 1 2 34,948 0 0
ABIOMED INC COM COM 003654100 8,033 211,076 SH   DFND 1 211,076 0 0
ABM INDS INC COM COM 000957100 8,563 298,889 SH   DFND 1 298,889 0 0
ABRAXAS PETE CORP COM COM 003830106 2,775 944,030 SH   DFND 1 944,030 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 4,916 290,250 SH   DFND 1 290,250 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 15,788 257,940 SH   DFND 1 257,940 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 15,535 489,316 SH   DFND 1 488,986 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 14,213 443,744 SH   DFND 1 443,744 0 0
ACASTI PHARMA INC CL A SHS 00430K105 9 18,131 SH   DFND 1 18,131 0 0
ACCELERON PHARMA INC COM 00434H108 2,623 67,351 SH   DFND 1 67,351 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 420,418 4,713,492 SH   DFND 1 4,705,345 0 8,147
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 93 1,044 SH   DFND 1 2 1,044 0 0
ACCESS NATIONAL CORP COM COM 004337101 523 30,904 SH   DFND 1 30,904 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 3,014 157,092 SH   DFND 1 156,898 0 194
ACCO BRANDS CORP COM 00081T108 7,459 827,872 SH   DFND 1 827,872 0 0
ACCO BRANDS CORP COM 00081T108 0 72 SH   DFND 1 2 72 0 0
ACCURAY INC COM 004397105 93 12,348 SH   DFND 1 2 12,348 0 0
ACCURAY INC COM 004397105 3,186 422,033 SH   DFND 1 422,033 0 0
ACCURIDE CORP COM NEW 00439T206 1,047 241,406 SH   DFND 1 241,406 0 0
ACE LTD ORD SHS H0023R105 283,545 2,471,392 SH   DFND 1 2,467,067 0 4,325
ACELRX PHARMACEUTICALS INC COM 00444T100 988 146,902 SH   DFND 1 146,902 0 0
ACETO CORP COM COM 004446100 3,455 159,235 SH   DFND 1 159,235 0 0
ACHAOGEN INC COM 004449104 451 34,636 SH   DFND 1 34,636 0 0
ACHILLION PHARMACTCLS COM 00448Q201 6,791 554,419 SH   DFND 1 554,419 0 0
ACI WORLDWIDE INC COM 004498101 13,557 672,144 SH   DFND 1 672,144 0 0
ACNB CORP COM 000868109 384 17,657 SH   DFND 1 17,657 0 0
ACORDA THERAPEUTICS INC COM 00484M106 33 812 SH   DFND 1 2 812 0 0
ACORDA THERAPEUTICS INC COM 00484M106 11,523 281,946 SH   DFND 1 281,946 0 0
ACORN ENERGY INC COM 004848107 64 84,148 SH   DFND 1 84,148 0 0
ACTAVIS INC SHS G0083B108 490,490 1,908,050 SH   DFND 1 1,905,210 0 2,840
ACTINIUM PHARMACEUTICALS INC COM 00507W107 867 147,333 SH   DFND 1 147,333 0 0
ACTIVE POWER INC COM COM NEW 00504W308 113 61,456 SH   DFND 1 61,456 0 0
ACTIVISION BLIZZARD INC COM 00507V109 57,519 2,855,935 SH   DFND 1 2,854,367 0 1,568
ACTIVISION BLIZZARD INC COM 00507V109 43 2,157 SH   DFND 1 2 2,157 0 0
ACTUA CORP COM 005094107 4,241 229,665 SH   DFND 1 229,665 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 9,516 349,365 SH   DFND 1 349,365 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 136 4,993 SH   DFND 1 2 4,993 0 0
ACTUATE CORP COM COM 00508B102 1,631 247,228 SH   DFND 1 247,228 0 0
ACUITY BRANDS INC COM COM 00508Y102 30,177 215,446 SH   DFND 1 215,313 0 133
ACURA PHARMACEUTICALS INC COM NEW 00509L703 46 104,382 SH   DFND 1 104,382 0 0
ACXIOM CORP COM COM 005125109 8,833 435,778 SH   DFND 1 435,778 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 685 39,474 SH   DFND 1 39,474 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 219 35,529 SH   DFND 1 35,529 0 0
ADAMS EXPRESS COM 006212104 1,876 137,183 PRN   DFND 1 2 137,183 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 63 1,280 SH   DFND 1 2 1,280 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 698 13,978 SH   DFND 1 13,978 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 162 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 879 36,218 SH   DFND 1 36,218 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 29 11,928 SH   DFND 1 11,928 0 0
ADEPT TECHNOLOGY INC COM COM NEW 006854202 521 60,127 SH   DFND 1 60,127 0 0
ADEPTUS HEALTH INC CL A 006855100 908 24,295 SH   DFND 1 24,295 0 0
ADOBE SYS INC COM COM 00724F101 257,328 3,544,196 SH   DFND 1 3,541,419 0 2,777
ADT CORP/THE COM 00101J106 48,468 1,339,476 SH   DFND 1 1,339,320 0 156
ADT CORP/THE COM 00101J106 54 1,504 SH   DFND 1 2 1,504 0 0
ADTRAN INC COM COM 00738A106 6,892 316,160 SH   DFND 1 316,060 0 100
ADVANCED AUTO PARTS INC COM COM 00751Y106 57,750 362,769 SH   DFND 1 361,981 0 788
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 101 4,420 SH   DFND 1 2 4,420 0 0
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 2,983 129,820 SH   DFND 1 129,820 0 0
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 2,809 123,275 SH   DFND 1 123,275 0 0
ADVANCED ENERGY INDS COM COM 007973100 4,996 210,821 SH   DFND 1 210,821 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 8,429 3,157,256 SH   DFND 1 3,156,969 0 287
ADVANCED PHOTONIX INC CL A CL A 00754E107 13 45,631 SH   DFND 1 45,631 0 0
ADVANTAGE OIL & GAS LTD COMSTK B66PKS8 102 21,500 SH   DFND 1 2 21,500 0 0
ADVAXIS INC COM NEW 007624208 674 84,161 SH   DFND 1 84,161 0 0
ADVENT SOFTWARE INC COM COM 007974108 22 748 SH   DFND 1 2 748 0 0
ADVENT SOFTWARE INC COM COM 007974108 10,822 353,231 SH   DFND 1 353,231 0 0
ADVISORY BRD CO COM COM 00762W107 10,690 218,270 SH   DFND 1 218,270 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 22,734 748,595 SH   DFND 1 748,345 0 250
AECOM TECHNOLOGY CORP -REDH COM 00766T100 18 619 SH   DFND 1 2 619 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 3,232 154,388 SH   DFND 1 154,388 0 0
AEGION CORP COM 00770F104 3,983 214,047 SH   DFND 1 214,047 0 0
AEGION CORP COM 00770F104 318 17,115 SH   DFND 1 2 17,115 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 214 28,539 SH   DFND 1 22,982 0 5,557
AEHR TEST SYSTEMS COM COM 00760J108 30 12,126 SH   DFND 1 12,126 0 0
AEMITIS INC COM NEW 00770K202 289 49,947 SH   DFND 1 49,947 0 0
AEP INDS INC COM COM 001031103 1,414 24,321 SH   DFND 1 24,321 0 0
AERI PHARMACEUTICALS INC COM 00771V108 2,388 81,810 SH   DFND 1 81,810 0 0
AEROHIVE NETWORKS INC COM 007786106 262 54,780 SH   DFND 1 54,780 0 0
AEROPOSTALE COM COM 007865108 903 389,274 SH   DFND 1 389,274 0 0
AEROVIRONMENT INC COM 008073108 2,956 108,478 SH   DFND 1 108,478 0 0
AEROVIRONMENT INC COM 008073108 5 185 SH   DFND 1 2 185 0 0
AES CORP COM COM 00130H105 68,932 5,012,526 SH   DFND 1 5,012,014 0 512
AES CORP COM COM 00130H105 19 1,409 SH   DFND 1 2 1,409 0 0
AETERNA ZENTARIS INC COM NEW 007975303 6 11,457 SH   DFND 1 11,457 0 0
AETNA INC NEW COM COM 00817Y108 4 47 SH   DFND 1 2 47 0 0
AETNA INC NEW COM COM 00817Y108 243,748 2,747,410 SH   DFND 1 2,744,228 0 3,182
AFFILIATED MANAGERS GROUP COM COM 008252108 87,231 411,548 SH   DFND 1 410,358 0 1,190
AFFYMETRIX INC COM COM 00826T108 4,755 481,786 SH   DFND 1 481,786 0 0
AFLAC INC COM COM 001055102 210,506 3,450,209 SH   DFND 1 3,448,877 0 1,332
AG MORTGAGE INVESTMENT TRUST COM 001228105 971 52,295 SH   DFND 1 2 52,295 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 3,196 172,129 SH   DFND 1 163,964 0 8,165
AGCO CORP COM COM 001084102 19,968 442,053 SH   DFND 1 441,990 0 63
AGENGOA YIELD PLC ORD SHS G00349103 1,180 43,204 SH   DFND 1 43,204 0 0
AGENUS INC COM NEW 00847G705 1,339 337,371 SH   DFND 1 337,371 0 0
AGILE THERAPEUTICS INC COM 00847L100 173 28,214 SH   DFND 1 28,214 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 204 5,000 SH   DFND 1 2 5,000 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 102,994 2,518,997 SH   DFND 1 2,517,848 0 1,149
AGILYSYS INC COM 00847J105 1,269 100,861 SH   DFND 1 100,861 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 7,899 70,502 SH   DFND 1 70,453 0 49
AGL RES INC COM COM 001204106 53,677 985,552 SH   DFND 1 985,552 0 0
AGL RES INC COM COM 001204106 20 367 SH   DFND 1 2 367 0 0
AGNICO EAGLE MINES LTD COMSTK 2009823 1,348 54,742 SH   DFND 1 53,241 0 1,501
AGREE REALTY CORP COM 008492100 3,206 103,129 SH   DFND 1 103,129 0 0
AGREE REALTY CORP COM 008492100 103 3,328 SH   DFND 1 2 3,328 0 0
AGRIUM INC COMSTK 2213538 3,431 36,653 SH   DFND 1 35,697 0 956
AGRIUM INC COM COM 008916108 429 4,539 SH   DFND 1 4,459 0 80
AIMC 2 3/4 03/01/2031 NOTE 2.750% 3/0 02208RAE6 2,935 2,500,000 PRN   DFND 1 2 2,500,000 0 0
AIR LEASE CORP CL A 00912X302 16,814 490,069 SH   DFND 1 489,270 0 799
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 8,979 203,937 SH   DFND 1 203,937 0 0
AIR PRODS & CHEMS INC COM COM 009158106 244 1,693 SH   DFND 1 2 1,693 0 0
AIR PRODS & CHEMS INC COM COM 009158106 207,685 1,441,885 SH   DFND 1 1,438,974 0 2,911
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 2,989 349,281 SH   DFND 1 349,281 0 0
AIRCASTLE LTD COM G0129K104 7,869 368,230 SH   DFND 1 367,883 0 347
AIRGAS INC COM COM 009363102 56,845 494,176 SH   DFND 1 493,868 0 308
AK STL HLDG CORP COM COM 001547108 115 19,377 SH   DFND 1 2 19,377 0 0
AK STL HLDG CORP COM COM 001547108 5,177 871,607 SH   DFND 1 871,607 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 84,774 1,348,236 SH   DFND 1 1,347,802 0 434
AKEBIA THERAPEUTICS INC COM 00972D105 469 40,298 SH   DFND 1 40,298 0 0
AKER BIOSCIENCES INC COM 00973E102 47 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 16,174 446,811 SH   DFND 1 446,811 0 0
ALAMO GROUP INC COM COM 011311107 3,868 79,853 SH   DFND 1 79,853 0 0
ALASKA AIR GROUP INC COM COM 011659109 51,564 862,858 SH   DFND 1 861,800 0 1,058
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 486 272,056 SH   DFND 1 272,056 0 0
ALBANY INTL CORP CL A CL A 012348108 6,479 170,549 SH   DFND 1 170,549 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 109 6,714 SH   DFND 1 2 6,714 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,047 125,766 SH   DFND 1 125,766 0 0
ALBEMARLE CORP COM COM 012653101 34,365 571,752 SH   DFND 1 571,427 0 325
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 167 47,119 SH   DFND 1 42,504 0 4,615
ALCOA INC COM COM 013817101 141,030 8,943,099 SH   DFND 1 8,940,340 0 2,759
ALCOA INC COM COM 013817101 284 18,010 SH   DFND 1 2 18,010 0 0
ALDER BIOPHARAMCEUTICALS INC COM 014339105 1,533 52,727 SH   DFND 1 52,548 0 179
ALDEYRA THERAPEUTICS INC COM 01438T106 162 22,558 SH   DFND 1 22,558 0 0
ALERE INC COM 01449J105 15,486 407,538 SH   DFND 1 407,538 0 0
ALEXANDER & BALDWIN INC COM 014491104 70 1,783 SH   DFND 1 2 1,783 0 0
ALEXANDER & BALDWIN INC COM 014491104 9,968 253,902 SH   DFND 1 253,902 0 0
ALEXANDERS INC COM COM 014752109 7,314 16,730 SH   DFND 1 16,730 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 42,134 474,813 SH   DFND 1 474,813 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 19 107 SH   DFND 1 2 107 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 274,681 1,486,449 SH   DFND 1 1,484,050 0 2,399
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 135 90,865 SH   DFND 1 90,865 0 0
ALICO INC COM COM 016230104 685 13,698 SH   DFND 1 13,698 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 22,364 400,002 SH   DFND 1 399,207 0 795
ALIMERA SCIENCES INC COM 016259103 683 123,295 SH   DFND 1 123,295 0 0
ALKERMES INC COM SHS G01767105 46,475 793,637 SH   DFND 1 793,366 0 271
ALLEGHANY CORP DEL COM COM 017175100 39,725 85,751 SH   DFND 1 85,739 0 12
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 28,452 819,059 SH   DFND 1 819,059 0 0
ALLEGIANT TRAVEL CO COM 01748X102 14,236 94,704 SH   DFND 1 94,704 0 0
ALLEGION PLC ORD SHS G0176J109 39,390 710,906 SH   DFND 1 710,906 0 0
ALLERGAN INC COM COM 018490102 1,275 6,000 SH   DFND 1 2 6,000 0 0
ALLERGAN INC COM COM 018490102 457,920 2,156,893 SH   DFND 1 2,153,528 0 3,365
ALLETE INC COM COM NEW 018522300 12,471 226,180 SH   DFND 1 223,224 0 2,956
ALLETE INC COM COM NEW 018522300 12 231 SH   DFND 1 2 231 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 15 54 SH   DFND 1 2 54 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 133,847 468,539 SH   DFND 1 467,348 0 1,191
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 43 3,016 SH   DFND 1 2 3,016 0 0
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,201 82,779 SH   DFND 1 82,779 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 260 4,275 SH   DFND 1 2 4,275 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 979 16,053 SH   DFND 1 16,053 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 3,396 161,816 SH   DFND 1 161,816 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 709 449,161 SH   DFND 1 449,161 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 839 19,506 SH   DFND 1 19,506 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 235 5,480 SH   DFND 1 2 5,480 0 0
ALLIANCEBERNSTEIN GLOBAL HIGH COM 01879R106 798 64,216 PRN   DFND 1 2 64,216 0 0
ALLIANT ENERGY CORP COM COM 018802108 38,069 573,480 SH   DFND 1 573,083 0 397
ALLIANT TECHSYSTEMS INC COM COM 018804104 19,836 170,639 SH   DFND 1 170,639 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 482 20,387 SH   DFND 1 20,387 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 78 3,300 SH   DFND 1 2 3,300 0 0
ALLIED NEVADA GOLD CORP COM 019344100 472 542,750 SH   DFND 1 542,750 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 20,523 541,231 SH   DFND 1 541,231 0 0
ALLIQUA INC COM NEW 019621200 183 34,541 SH   DFND 1 34,541 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 190 5,624 SH   DFND 1 2 5,624 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 31,552 930,750 SH   DFND 1 928,059 0 2,691
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 11,420 894,346 SH   DFND 1 894,346 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 84 6,586 SH   DFND 1 2 6,586 0 0
ALLSTATE CORP COM COM 020002101 228,938 3,263,006 SH   DFND 1 3,261,522 0 1,484
ALLSTATE CORP COM COM 020002101 48 695 SH   DFND 1 2 695 0 0
ALLY FINANCIAL INC COM 02005N100 12,568 533,377 SH   DFND 1 530,266 0 3,111
ALMOST FAMILY INC COM 020409108 1,342 46,382 SH   DFND 1 46,382 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 33,752 347,962 SH   DFND 1 347,759 0 203
ALON USA ENERGY INC COM 020520102 2,097 165,510 SH   DFND 1 165,510 0 0
ALON USA ENERGY INC COM 020520102 10 795 SH   DFND 1 2 795 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 518 58,548 SH   DFND 1 58,548 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1,951 1,168,821 SH   DFND 1 1,168,821 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 413 293,535 SH   DFND 1 293,535 0 0
ALTERA CORP COM COM 021441100 87,869 2,381,659 SH   DFND 1 2,380,740 0 919
ALTEVA COM 02153V102 115 16,362 SH   DFND 1 16,362 0 0
ALTISOURCE ASSET MANAGEMENT COM 02153X108 337 1,087 SH   DFND 1 1,087 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 2,975 88,046 SH   DFND 1 88,046 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 4 131 SH   DFND 1 2 131 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 8,481 437,209 SH   DFND 1 435,137 0 2,072
ALTRA HLDGS INC COM 02208R106 4,202 148,040 SH   DFND 1 148,040 0 0
ALTRA HLDGS INC COM 02208R106 20 736 SH   DFND 1 2 736 0 0
ALTRIA GROUP INC COM 02209S103 737,141 14,980,447 SH   DFND 1 14,962,910 0 17,537
AMAG PHARMACEUTICALS INC COM 00163U106 5,511 129,328 SH   DFND 1 129,328 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 22 527 SH   DFND 1 2 527 0 0
AMAMARK HOLDINGS CORP COM 03852U106 10,773 345,858 SH   DFND 1 345,541 0 317
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 29 30,309 SH   DFND 1 30,309 0 0
AMAZON COM INC COM COM 023135106 924,493 2,982,596 SH   DFND 1 2,979,063 0 3,533
AMAZON COM INC COM COM 023135106 47 153 SH   DFND 1 2 153 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 102 4,200 SH   DFND 1 2 4,200 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 6,206 253,328 SH   DFND 1 253,328 0 0
AMBARELLA INC SHS G037AX101 1,560 30,760 SH   DFND 1 30,627 0 133
AMBASSADORS GROUP INC COM COM 023177108 189 75,680 SH   DFND 1 75,680 0 0
AMBER ROAD INC COM 02318Y108 444 43,474 SH   DFND 1 43,474 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 783 126,000 SH   DFND 1 126,000 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 2,755 105,270 SH   DFND 1 105,270 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 390 6,116 SH   DFND 1 2 6,116 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 19,854 311,339 SH   DFND 1 310,829 0 510
AMDOCS LTD ORD SHS G02602103 49,872 1,068,965 SH   DFND 1 1,067,943 0 1,022
AMEDICA CORP COM 023435100 47 59,007 SH   DFND 1 59,007 0 0
AMEDISYS INC COM COM 023436108 5,474 186,530 SH   DFND 1 186,530 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 90 17,236 SH   DFND 1 17,236 0 0
AMERCAN EAGLE ENERGY CORP COM NEW 02554F300 111 179,764 SH   DFND 1 179,764 0 0
AMERCO COM COM 023586100 13,942 49,047 SH   DFND 1 49,047 0 0
AMEREN CORP COM COM 023608102 85,331 1,852,127 SH   DFND 1 1,850,309 0 1,818
AMERESCO INC - CL A CL A 02361E108 769 109,994 SH   DFND 1 109,994 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 58 1,091 SH   DFND 1 2 1,091 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 196,110 3,657,258 SH   DFND 1 3,655,104 0 2,154
AMERICAN APPAREL INC -REDH COM 023850100 589 572,493 SH   DFND 1 572,493 0 0
AMERICAN ASSETS TRUST INC COM 024013104 83 2,102 SH   DFND 1 2 2,102 0 0
AMERICAN ASSETS TRUST INC COM 024013104 8,044 202,067 SH   DFND 1 202,067 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 8,613 381,283 SH   DFND 1 381,283 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 28,814 696,681 SH   DFND 1 696,681 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 117 5,405 SH   DFND 1 2 5,405 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 50,385 2,309,003 SH   DFND 1 2,301,874 0 7,129
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 293 15,597 SH   DFND 1 2 15,597 0 0
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 8,823 468,328 SH   DFND 1 463,954 0 4,374
AMERICAN DG ENERGY INC COM 025398108 54 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 12,849 925,722 SH   DFND 1 924,956 0 766
AMERICAN ELEC PWR INC COM COM 025537101 71 1,180 SH   DFND 1 2 1,180 0 0
AMERICAN ELEC PWR INC COM COM 025537101 223,657 3,688,172 SH   DFND 1 3,684,755 0 3,417
AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 63 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 11,672 399,890 SH   DFND 1 399,890 0 0
AMERICAN EXPRESS CO COM COM 025816109 625,164 6,728,092 SH   DFND 1 6,720,257 0 7,835
AMERICAN FINL GROUP INC OHI COM COM 025932104 24,054 396,162 SH   DFND 1 389,407 0 6,755
AMERICAN HOMES 4 RENT CL A 02665T306 16,261 954,875 SH   DFND 1 954,875 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 124 2,229 SH   DFND 1 2 2,229 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 618,679 11,059,493 SH   DFND 1 11,051,079 0 8,414
AMERICAN NATL BANKSHARES IN COM COM 027745108 910 36,701 SH   DFND 1 36,701 0 0
AMERICAN NATL INS CO COM COM 028591105 5,518 48,301 SH   DFND 1 48,301 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 3,451 93,617 SH   DFND 1 93,617 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 34 678 SH   DFND 1 2 678 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,959 57,469 SH   DFND 1 57,217 0 252
AMERICAN REALTY CAPITAL HEAL COM 02917R108 2,146 180,373 SH   DFND 1 180,373 0 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 45,159 4,992,589 SH   DFND 1 4,988,573 0 4,016
AMERICAN RESIDENTIAL PROPERTIES COM 02927E303 2,513 143,046 SH   DFND 1 143,046 0 0
AMERICAN SCIENCE & ENGR INC COM COM 029429107 3,110 59,936 SH   DFND 1 59,486 0 450
AMERICAN SOFTWARE INC CL A CL A 029683109 1,059 116,294 SH   DFND 1 116,294 0 0
AMERICAN STS WTR CO COM COM 029899101 12,564 333,630 SH   DFND 1 333,630 0 0
AMERICAN SUPERCONDUCTOR COR COM COM 030111108 254 343,585 SH   DFND 1 343,585 0 0
AMERICAN TOWER CORP CL A COM 03027X100 281,587 2,852,482 SH   DFND 1 2,848,900 0 3,582
AMERICAN VANGUARD CORP COM COM 030371108 1,556 133,960 SH   DFND 1 133,960 0 0
AMERICAN WATER WORKS CO-REDH COM 030420103 55,137 1,035,020 SH   DFND 1 1,034,373 0 647
AMERICAN WOODMARK CORP COM COM 030506109 3,679 90,990 SH   DFND 1 90,990 0 0
AMERICAS CAR MART INC COM COM 03062T105 2,514 47,104 SH   DFND 1 47,104 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 183,467 1,389,077 SH   DFND 1 1,386,097 0 2,980
AMERIS BANCORP COM COM 03076K108 3,808 148,524 SH   DFND 1 148,524 0 0
AMERISAFE INC COM 03071H100 4 110 SH   DFND 1 2 110 0 0
AMERISAFE INC COM 03071H100 6,234 147,172 SH   DFND 1 147,172 0 0
AMERISERV FINL INC COM COM 03074A102 46 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 11 133 SH   DFND 1 2 133 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 139,128 1,545,199 SH   DFND 1 1,544,199 0 1,000
AMES NATIONAL CORP COM 031001100 811 31,286 SH   DFND 1 31,286 0 0
AMETEK INC NEW COM COM 031100100 97,598 1,856,836 SH   DFND 1 1,855,709 0 1,127
AMGEN INC COM COM 031162100 956,697 6,013,386 SH   DFND 1 6,004,872 0 8,514
AMICUS THERAPEUTICS INC-REDH COM 03152W109 3,306 397,448 SH   DFND 1 397,448 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 5,224 735,899 SH   DFND 1 725,812 0 10,087
AMKOR TECHNOLOGY INC COM COM 031652100 78 11,082 SH   DFND 1 2 11,082 0 0
AMN HEALTHCARE SERVICES INC COM COM 001744101 5,489 280,084 SH   DFND 1 280,084 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 805 41,829 SH   DFND 1 41,829 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 533 45,940 SH   DFND 1 45,940 0 0
AMPHENOL CORP NEW CL A CL A 032095101 122,166 2,273,369 SH   DFND 1 2,273,137 0 232
AMPIO PHARMACEUTICALS INC COM 03209T109 801 233,811 SH   DFND 1 233,811 0 0
AMREIT INC - CLASS B CL B 03216B208 2,837 106,899 SH   DFND 1 106,899 0 0
AMSURG CORP COM COM 03232P405 18,062 330,030 SH   DFND 1 330,030 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 453 44,710 SH   DFND 1 44,710 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 91 1,632 SH   DFND 1 2 1,632 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 10,147 180,403 SH   DFND 1 180,403 0 0
AMYRIS INC COM 03236M101 505 245,187 SH   DFND 1 245,187 0 0
ANACOR PHARMACEUTICALS COM 032420101 8,311 257,732 SH   DFND 1 257,372 0 360
ANACOR PHARMACEUTICALS COM 032420101 216 6,711 SH   DFND 1 2 6,711 0 0
ANADARKO PETE CORP COM COM 032511107 16 200 SH   DFND 1 2 200 0 0
ANADARKO PETE CORP COM COM 032511107 322,877 3,918,594 SH   DFND 1 3,915,699 0 2,895
ANADIGICS INC COM COM 032515108 294 392,186 SH   DFND 1 392,186 0 0
ANALOG DEVICES INC COM COM 032654105 134,274 2,421,530 SH   DFND 1 2,416,948 0 4,582
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 6,347 75,023 SH   DFND 1 75,023 0 0
ANCHOR BANCORP WIS INC COM COM 03283P106 337 9,814 SH   DFND 1 9,814 0 0
ANDERSONS INC COM COM 034164103 10,660 200,613 SH   DFND 1 200,613 0 0
ANDERSONS INC COM COM 034164103 8 161 SH   DFND 1 2 161 0 0
ANGIE'S LIST INC COM 034754101 1,489 239,111 SH   DFND 1 239,111 0 0
ANGIE'S LIST INC COM 034754101 39 6,416 SH   DFND 1 2 6,416 0 0
ANGIODYNAMICS INC COM COM 03475V101 3,983 209,522 SH   DFND 1 209,522 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 436 50,193 SH   DFND 1 2 50,193 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 8 999 SH   DFND 1 0 0 999
ANI PHARMACEUTICALS INC COM 00182C103 2,632 46,678 SH   DFND 1 46,678 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 3,039 74,615 SH   DFND 1 74,615 0 0
ANIXTER INTL INC COM COM 035290105 17,108 193,401 SH   DFND 1 193,401 0 0
ANN INC COM 035623107 9,184 251,766 SH   DFND 1 251,766 0 0
ANN INC COM 035623107 65 1,789 SH   DFND 1 2 1,789 0 0
ANNALY MTG MGMT INC COM COM 035710409 322 29,826 SH   DFND 1 2 29,826 0 0
ANNALY MTG MGMT INC COM COM 035710409 61,261 5,669,663 SH   DFND 1 5,656,085 0 13,578
ANSYS INC COM COM 03662Q105 41,837 510,472 SH   DFND 1 510,411 0 61
ANTARES PHARMA INC COM 036642106 1,688 656,812 SH   DFND 1 656,812 0 0
ANTERO RESOURCES CORP COM 03674X106 11,048 272,391 SH   DFND 1 268,362 0 4,029
ANTHEM INC COM 036752103 266,586 2,123,954 SH   DFND 1 2,119,818 0 4,136
ANTHEM INC COM 036752103 497 3,962 SH   DFND 1 2 3,962 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 147 93,172 SH   DFND 1 93,172 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 3 693 SH   DFND 1 2 693 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 4,653 886,367 SH   DFND 1 879,504 0 6,863
AOL INC COM 00184X105 18,933 410,076 SH   DFND 1 409,826 0 250
AON PLC SHS CL A G0408V102 200,490 2,116,951 SH   DFND 1 2,114,662 0 2,289
AON PLC SHS CL A G0408V102 109 1,154 SH   DFND 1 2 1,154 0 0
APACHE CORP COM COM 037411105 7 121 SH   DFND 1 2 121 0 0
APACHE CORP COM COM 037411105 182,893 2,922,040 SH   DFND 1 2,921,621 0 419
APARTMENT INVT & MGMT CO CL A CL A 03748R101 48,271 1,300,384 SH   DFND 1 1,298,327 0 2,057
APCO OIL & GAS INTERNATIONAL I SHS G0471F109 948 67,584 SH   DFND 1 67,584 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 357 167,880 SH   DFND 1 167,880 0 0
APOGEE ENTERPRISES INC COM COM 037598109 7,136 168,426 SH   DFND 1 168,426 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 5,035 307,793 SH   DFND 1 301,626 0 6,167
APOLLO GROUP INC CL A CL A 037604105 18,335 537,534 SH   DFND 1 536,510 0 1,024
APOLLO INVESTMENT CORP COM 03761U106 164 22,201 SH   DFND 1 0 0 22,201
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 945 59,976 SH   DFND 1 2 59,976 0 0
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 4,162 263,975 SH   DFND 1 259,739 0 4,236
APPLE COMPUTER INC COM COM 037833100 5,075,048 46,035,216 SH   DFND 1 45,970,742 0 64,474
APPLE COMPUTER INC COM COM 037833100 71 650 SH   DFND 1 2 650 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 112 39,001 SH   DFND 1 39,001 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 917 43,637 SH   DFND 1 43,637 0 0
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 9 206 SH   DFND 1 2 206 0 0
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 10,878 238,610 SH   DFND 1 238,610 0 0
APPLIED MATLS INC COM COM 038222105 233,191 9,369,442 SH   DFND 1 9,360,045 0 9,397
APPLIED MICRO CIRCUITS CORP COM COM NEW 03822W406 2,873 440,789 SH   DFND 1 440,789 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 561 50,002 SH   DFND 1 50,002 0 0
APPROACH RESOURCES INC COM 03834A103 1,332 208,607 SH   DFND 1 208,607 0 0
APPROACH RESOURCES INC COM 03834A103 5 909 SH   DFND 1 2 909 0 0
APRICUS BIOSCIENCES INC COM 03832V109 169 169,883 SH   DFND 1 169,883 0 0
APTARGROUP INC COM COM 038336103 23,222 347,430 SH   DFND 1 345,262 0 2,168
AQUA AMERICA INC COM 03836W103 26,396 988,641 SH   DFND 1 988,641 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 120 16,116 SH   DFND 1 16,116 0 0
ARATANA THERAPEUTICS INC COM 03874P101 3,065 172,023 SH   DFND 1 172,023 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 11,531 7,500,000 PRN   DFND 1 2 7,500,000 0 0
ARBOR REALTY TRUST INC COM 038923108 1,311 193,705 SH   DFND 1 193,705 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 12 1,230 SH   DFND 1 2 1,230 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 2,826 276,589 SH   DFND 1 276,589 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 140 13,890 SH   DFND 1 13,810 0 80
ARC GROUP WORLDWIDE INC COM 00213H105 8 800 SH   DFND 1 2 800 0 0
ARCA BIOPHARMA INC COM NEW 00211Y209 24 25,653 SH   DFND 1 25,653 0 0
ARCBEST CORP COM 03937C105 10,362 223,469 SH   DFND 1 223,469 0 0
ARCBEST CORP COM 03937C105 462 9,978 SH   DFND 1 2 9,978 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 42,248 715,248 SH   DFND 1 715,157 0 91
ARCH COAL INC COM COM 039380100 2,030 1,140,872 SH   DFND 1 1,140,872 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 263,959 5,082,397 SH   DFND 1 5,075,151 0 7,246
ARCHER DANIELS MIDLAND CO COM COM 039483102 975 18,764 SH   DFND 1 2 18,764 0 0
ARCTIC CAT INC COM COM 039670104 2,857 80,506 SH   DFND 1 80,506 0 0
ARDELYX INC COM 039697107 728 38,548 SH   DFND 1 38,548 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,123 93,833 SH   DFND 1 93,833 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 4,437 1,278,836 SH   DFND 1 1,278,836 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 36 10,410 SH   DFND 1 2 10,410 0 0
ARES CAPITAL CORP COM 04010L103 162 10,425 SH   DFND 1 0 0 10,425
ARES COMMERCIAL REAL ESTATE COM 04013V108 2,337 203,651 SH   DFND 1 203,651 0 0
ARGAN INC COM 04010E109 1,390 41,339 SH   DFND 1 2 41,339 0 0
ARGAN INC COM 04010E109 5,479 162,881 SH   DFND 1 162,881 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 8,557 154,281 SH   DFND 1 154,281 0 0
ARGOS THERAPEUTICS INC COM 040221103 380 38,050 SH   DFND 1 38,050 0 0
ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 10,910 11,000,000 PRN   DFND 1 2 11,000,000 0 0
ARI NETWORK SVCS INC COM NEW COM NEW 001930205 130 34,382 SH   DFND 1 34,382 0 0
ARIAD PHARMACEUTICALS INC COM COM 04033A100 7,158 1,042,014 SH   DFND 1 1,041,353 0 661
ARISTA NETWORKS INC COM 040413106 1,398 23,014 SH   DFND 1 23,014 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 3,312 124,468 SH   DFND 1 118,442 0 6,026
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 1,931 41,714 SH   DFND 1 38,171 0 3,543
ARMADA HOFFLER PROPERTIES INC COM 04208T108 1,263 133,126 SH   DFND 1 133,126 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 7,465 2,028,623 SH   DFND 1 2,009,530 0 19,093
ARMSTRONG WORLD INDUSTRIE COM 04247X102 11,121 217,558 SH   DFND 1 217,558 0 0
AROTECH CORP COM NEW 042682203 170 73,606 SH   DFND 1 73,606 0 0
ARQULE INC COM COM 04269E107 301 247,078 SH   DFND 1 247,078 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 3,291 695,843 SH   DFND 1 695,843 0 0
ARRIS GROUP INC COM COM 04270V106 19,895 659,003 SH   DFND 1 658,362 0 641
ARROW ELECTRS INC COM COM 042735100 31,022 536,174 SH   DFND 1 536,107 0 67
ARROW FINL CORP COM COM 042744102 1,971 71,722 SH   DFND 1 71,722 0 0
ARROWHEAD RESEARCH CORP COM NEW 042797209 2,057 278,857 SH   DFND 1 278,698 0 159
ARTESIAN RESOURCES CORP-CL A CL A 043113208 942 41,705 SH   DFND 1 41,705 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,936 157,069 SH   DFND 1 155,256 0 1,813
ARUBA NETWORKS INC COM 043176106 55 3,080 SH   DFND 1 2 3,080 0 0
ARUBA NETWORKS INC COM 043176106 14,504 797,829 SH   DFND 1 797,829 0 0
ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 13,099 172,537 SH   DFND 1 172,537 0 0
ASCENA RETAIL GROUP INC COM 04351G101 9,085 723,341 SH   DFND 1 723,341 0 0
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 4,083 77,152 SH   DFND 1 77,152 0 0
ASCENT SOLAR TECH INC -REDH COM NEW 043635309 15 14,774 SH   DFND 1 14,774 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 2,779 161,973 SH   DFND 1 161,973 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 30 2,897 SH   DFND 1 2 2,897 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 5,542 528,863 SH   DFND 1 528,863 0 0
ASHFORD INC COM 044104107 428 4,557 SH   DFND 1 4,557 0 0
ASHLAND INC COM COM 044209104 40,799 340,875 SH   DFND 1 340,826 0 49
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 2,571 23,847 SH   DFND 1 22,644 0 1,203
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 21,166 483,586 SH   DFND 1 483,586 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 25,948 740,972 SH   DFND 1 740,972 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 36 1,028 SH   DFND 1 2 1,028 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 291 37,079 SH   DFND 1 37,079 0 0
ASSOCIATED BANC CORP COM COM 045487105 14,812 795,112 SH   DFND 1 795,112 0 0
ASSOCIATED ESTATES RLTY COR COM COM 045604105 9,131 393,415 SH   DFND 1 393,415 0 0
ASSURANT INC COM 04621X108 37,249 545,070 SH   DFND 1 545,022 0 48
ASSURED GUARANTY LTD COM G0585R106 7 300 SH   DFND 1 2 300 0 0
ASSURED GUARANTY LTD COM G0585R106 23,242 894,279 SH   DFND 1 892,455 0 1,824
ASTA FUNDING INC COM 046220109 322 36,896 SH   DFND 1 36,896 0 0
ASTEA INTL INC COM NEW 04622E208 23 13,242 SH   DFND 1 13,242 0 0
ASTEC INDS INC COM COM 046224101 4,315 109,769 SH   DFND 1 109,769 0 0
ASTORIA FINL CORP COM COM 046265104 6,058 453,475 SH   DFND 1 453,475 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 1,876 26,660 SH   DFND 1 18,110 0 8,550
ASTRONICS CORP COM COM 046433108 8,251 149,178 SH   DFND 1 149,178 0 0
ASTRONICS CORP COM COM 046433108 472 8,538 SH   DFND 1 2 8,538 0 0
ASTROTECH CORP COM 046484101 127 51,802 SH   DFND 1 51,802 0 0
AT&T INC COM 00206R102 1,377,410 41,056,873 SH   DFND 1 41,009,120 0 47,753
AT&T INC COM 00206R102 505 15,043 SH   DFND 1 2 15,043 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 941 35,184 SH   DFND 1 35,184 0 0
ATHENAHEALTH INC COM 04685W103 28,884 198,247 SH   DFND 1 198,247 0 0
ATHERSYS INC COM 04744L106 679 429,883 SH   DFND 1 429,883 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 50 18,507 SH   DFND 1 2 18,507 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 259 95,582 SH   DFND 1 95,582 0 0
ATLANTIC TELE NETWORK INC COM NEW COM NEW 049079205 4,813 71,219 SH   DFND 1 71,219 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 179 73,338 SH   DFND 1 73,338 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 7,311 148,297 SH   DFND 1 148,297 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 39 807 SH   DFND 1 2 807 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 196 12,070 SH   DFND 1 12,070 0 0
ATMEL CORP COM COM 049513104 18,388 2,190,443 SH   DFND 1 2,185,669 0 4,774
ATMOS ENERGY CORP COM COM 049560105 29,247 524,714 SH   DFND 1 523,161 0 1,553
ATMOS ENERGY CORP COM COM 049560105 6 111 SH   DFND 1 2 111 0 0
ATOSSA GENETICS INC COM 04962H100 123 86,072 SH   DFND 1 86,072 0 0
ATRICURE INC COM 04963C209 2,904 145,494 SH   DFND 1 145,494 0 0
ATRION CORP COM COM 049904105 3,277 9,638 SH   DFND 1 9,638 0 0
ATWOOD OCEANICS INC COM COM 050095108 8,719 307,362 SH   DFND 1 307,362 0 0
ATWOOD OCEANICS INC COM COM 050095108 99 3,508 SH   DFND 1 2 3,508 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 19 3,819 SH   DFND 1 0 0 3,819
AU OPTRONICS CORP SPONSORED ADR 002255107 495 97,278 SH   DFND 1 2 97,278 0 0
AUDIENCE INC COM 05070J102 270 61,411 SH   DFND 1 61,411 0 0
AUSPEX PHARMACEUTICALS INC COM 05211J102 3,899 74,312 SH   DFND 1 74,257 0 55
AUTHENTIDATE HLDG CORP COM COM NEW 052666203 47 50,905 SH   DFND 1 50,905 0 0
AUTOBYTEL INC COM COM NEW 05275N205 467 42,875 SH   DFND 1 42,875 0 0
AUTODESK INC COM COM 052769106 7 132 SH   DFND 1 2 132 0 0
AUTODESK INC COM COM 052769106 104,405 1,740,572 SH   DFND 1 1,737,469 0 3,103
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 356 9,806 SH   DFND 1 2 9,806 0 0
AUTOLIV INC COM COM 052800109 46,656 439,924 SH   DFND 1 439,853 0 71
AUTOMATIC DATA PROCESSING I COM COM 053015103 299,781 3,600,457 SH   DFND 1 3,594,316 0 6,141
AUTONATION INC COM COM 05329W102 33,915 562,168 SH   DFND 1 562,113 0 55
AUTOZONE INC COM COM 053332102 146,189 236,442 SH   DFND 1 235,554 0 888
AUXILIUM PHARMACEUTICALS INC COM COM 05334D107 171 5,000 SH   DFND 1 2 5,000 0 0
AUXILIUM PHARMACEUTICALS INC COM COM 05334D107 9,252 269,080 SH   DFND 1 269,080 0 0
AV HOMES INC COM 00234P102 935 64,177 SH   DFND 1 64,177 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 193,584 1,926,944 SH   DFND 1 1,923,350 0 3,594
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1 17 SH   DFND 1 2 17 0 0
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 2,416 44,745 SH   DFND 1 44,745 0 0
AVALONBAY CMNTYS INC COM COM 053484101 191,856 1,175,505 SH   DFND 1 1,174,308 0 1,197
AVANIR PHARMACEUTICALS CL A. CL A NEW 05348P401 18,850 1,112,115 SH   DFND 1 1,112,115 0 0
AVEO PHARMACEUTICALS INC COM 053588109 314 373,740 SH   DFND 1 373,740 0 0
AVERY DENNISON CORP COM COM 053611109 35,427 683,790 SH   DFND 1 683,537 0 253
AVG TECHNOLOGIES SHS N07831105 3,960 200,654 SH   DFND 1 200,654 0 0
AVG TECHNOLOGIES SHS N07831105 44 2,258 SH   DFND 1 2 2,258 0 0
AVIAT NETWORKS INC COM 05366Y102 430 286,944 SH   DFND 1 286,944 0 0
AVID TECHNOLOGY INC COM COM 05367P100 160 11,298 SH   DFND 1 11,298 0 0
AVIS BUDGET GROUP INC COM 053774105 37,262 561,767 SH   DFND 1 561,355 0 412
AVISTA CORP COM COM 05379B107 13,183 372,934 SH   DFND 1 372,934 0 0
AVIV REIT INC COM 05381L101 4,810 139,515 SH   DFND 1 139,515 0 0
AVIVA PLC - SPON ADR ADR 05382A104 292 19,632 SH   DFND 1 7,435 0 12,197
AVNET INC COM COM 053807103 31,441 731,254 SH   DFND 1 731,163 0 91
AVNET INC COM COM 053807103 90 2,103 SH   DFND 1 2 2,103 0 0
AVON PRODS INC COM COM 054303102 31 3,324 SH   DFND 1 2 3,324 0 0
AVON PRODS INC COM COM 054303102 30,371 3,238,722 SH   DFND 1 3,237,576 0 1,146
AVX CORP NEW COM COM 002444107 4,463 318,856 SH   DFND 1 318,646 0 210
AWARE INC MASS COM COM 05453N100 134 29,721 SH   DFND 1 29,721 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 5,724 220,007 SH   DFND 1 220,007 0 0
AXCELIS TECHNOLOGIES INC COM COM 054540109 1,543 602,742 SH   DFND 1 602,742 0 0
AXIALL CORP COM 05463D100 15,915 374,745 SH   DFND 1 374,745 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 28,091 550,154 SH   DFND 1 549,671 0 483
AXOGEN CORP COM 05463X106 55 15,421 SH   DFND 1 15,421 0 0
AXT INC COM COM 00246W103 380 135,827 SH   DFND 1 135,827 0 0
AZZ INC COM COM 002474104 6,596 140,591 SH   DFND 1 140,591 0 0
B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 826 19,228 SH   DFND 1 11,391 0 7,837
B&G FOODS INC COM 05508R106 8,802 294,396 SH   DFND 1 294,396 0 0
BABCOCK & WILCOX COMPANY-W/I COM 05615F102 18,776 619,682 SH   DFND 1 619,682 0 0
BACTERIN INTERNATIONAL HOLDI COM NEW 05644R200 52 17,214 SH   DFND 1 17,214 0 0
BADGER METER INC COM 056525108 6,219 104,797 SH   DFND 1 104,797 0 0
BAIDU.COM ADR SPON ADR REP A 056752108 16,790 73,652 SH   DFND 1 73,499 0 153
BAKER HUGHES INC COM COM 057224107 953 17,000 SH   DFND 1 2 17,000 0 0
BAKER HUGHES INC COM COM 057224107 182,033 3,250,754 SH   DFND 1 3,244,537 0 6,217
BALCHEM CORP COM COM 057665200 11,747 176,286 SH   DFND 1 176,286 0 0
BALDWIN & LYONS INC CL B CL B 057755209 1,001 38,832 SH   DFND 1 38,832 0 0
BALL CORP COM COM 058498106 70,718 1,038,683 SH   DFND 1 1,038,567 0 116
BALL CORP COM COM 058498106 8 124 SH   DFND 1 2 124 0 0
BALLANTYNE OMAHA INC COM COM 058516105 270 65,729 SH   DFND 1 65,729 0 0
BALLARD PWR SYS INC COM COM 058586108 59 29,228 SH   DFND 1 29,228 0 0
BALTIC TRADING LTD COM Y0553W103 97 39,028 SH   DFND 1 2 39,028 0 0
BALTIC TRADING LTD COM Y0553W103 560 223,310 SH   DFND 1 223,310 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,454 126,780 SH   DFND 1 126,780 0 0
BANCFIRST CORP COM COM 05945F103 3,491 55,083 SH   DFND 1 55,083 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 533 56,801 SH   DFND 1 48,466 0 8,335
BANCO SANTANDER CENT HISPAN ADR ADR 05964H105 6 778 SH   DFND 1 2 778 0 0
BANCO SANTANDER CENT HISPAN ADR ADR 05964H105 1,657 198,996 SH   DFND 1 154,471 0 44,525
BANCORPSOUTH INC COM COM 059692103 11,287 501,427 SH   DFND 1 501,427 0 0
BANCROFT FUND LTD COM 059695106 982 48,971 SH   DFND 1 2 48,971 0 0
BANK KY FINANCIAL CORP COM 062896105 1,547 32,054 SH   DFND 1 32,054 0 0
BANK MUTUAL CORP COM 063750103 1,594 232,478 SH   DFND 1 232,478 0 0
BANK NEW YORK INC COM COM 064058100 354,429 8,747,152 SH   DFND 1 8,734,742 0 12,410
BANK NEW YORK INC COM COM 064058100 38 955 SH   DFND 1 2 955 0 0
BANK OF AMERICA CORPORATION COM COM 060505104 1,482,119 82,948,226 SH   DFND 1 82,848,569 0 99,657
BANK OF AMERICA CORPORATION COM COM 060505104 256 14,359 SH   DFND 1 2 14,359 0 0
BANK OF HAWAII CORP COM 062540109 14,419 243,117 SH   DFND 1 243,117 0 0
BANK OF MARIN BANCORP/CA COM 063425102 1,303 24,795 SH   DFND 1 24,795 0 0
BANK OF THE OZARKS INC COM COM 063904106 15,357 405,002 SH   DFND 1 405,002 0 0
BANKFINANCIAL CORP COM 06643P104 1,184 99,851 SH   DFND 1 99,851 0 0
BANKRATE INC COM 06647F102 3,951 317,913 SH   DFND 1 317,913 0 0
BANKUNITED INC COM 06652K103 15,094 521,040 SH   DFND 1 521,040 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 226 10,775 SH   DFND 1 10,775 0 0
BANNER CORP COM COM NEW 06652V208 5,816 135,200 SH   DFND 1 135,200 0 0
BAR HARBOR BANKSHARES COM 066849100 856 26,775 SH   DFND 1 26,775 0 0
BARCLAYS PLC ADR ADR 06738E204 958 63,865 SH   DFND 1 35,985 0 27,880
BARD C R INC COM COM 067383109 103,797 623,691 SH   DFND 1 622,698 0 993
BARNES & NOBLE INC COM COM 067774109 126 5,440 SH   DFND 1 2 5,440 0 0
BARNES & NOBLE INC COM COM 067774109 8,501 366,129 SH   DFND 1 366,129 0 0
BARNES GROUP INC COM COM 067806109 10,456 282,520 SH   DFND 1 282,520 0 0
BARNWELL INDUSTRIES INC COM 068221100 37 14,145 SH   DFND 1 14,145 0 0
BARRACUDA NETWORKS INC COM 068323104 2,086 58,220 SH   DFND 1 58,220 0 0
BARRACUDA NETWORKS INC COM 068323104 19 548 SH   DFND 1 2 548 0 0
BARRETT BUSINESS SERVICES I COM COM 068463108 1,546 56,451 SH   DFND 1 56,451 0 0
BARRICK GOLD CORP COM COM 067901108 74 6,937 SH   DFND 1 2 6,937 0 0
BARRICK GOLD CORP COM COM 067901108 85 7,916 SH   DFND 1 7,177 0 739
BASIC ENERGY SRVCS INC COM 06985P100 1,321 188,586 SH   DFND 1 188,586 0 0
BASSETT FURNITURE INDS INC COM COM 070203104 83 4,292 SH   DFND 1 2 4,292 0 0
BASSETT FURNITURE INDS INC COM COM 070203104 945 48,460 SH   DFND 1 48,460 0 0
BAXTER INTL INC COM COM 071813109 207 2,836 SH   DFND 1 2 2,836 0 0
BAXTER INTL INC COM COM 071813109 298,113 4,072,847 SH   DFND 1 4,067,471 0 5,376
BAYLAKE CORP COM 072788102 337 27,005 SH   DFND 1 27,005 0 0
BAZAARVOICE INC COM 073271108 2,381 296,251 SH   DFND 1 296,251 0 0
BB&T CORP COM COM 054937107 208,145 5,359,159 SH   DFND 1 5,357,158 0 2,001
BB&T CORP COM COM 054937107 148 3,821 SH   DFND 1 2 3,821 0 0
BBCN BANCORP INC COM 073295107 7,379 513,193 SH   DFND 1 513,193 0 0
BBX CAPITAL CORP CL A PAR $0.01 05540P100 1,094 66,525 SH   DFND 1 66,525 0 0
BCB BANCORP INC COM 055298103 173 14,824 SH   DFND 1 14,824 0 0
BCE INC COMSTK B188TH2 3,653 80,462 SH   DFND 1 78,812 0 1,650
BE AEROSPACE INC COM COM 073302101 32,143 554,280 SH   DFND 1 554,211 0 69
BE AEROSPACE INC COM COM 073302101 493 8,500 SH   DFND 1 2 8,500 0 0
BEACON ROOFING SUPPLY INC COM COM 073685109 8,028 288,802 SH   DFND 1 288,802 0 0
BEAR STATE FINANCIAL INC COM 073844102 230 20,923 SH   DFND 1 20,923 0 0
BEAZER HOMES USA INC COM COM NEW 07556Q881 84 4,383 SH   DFND 1 2 4,383 0 0
BEAZER HOMES USA INC COM COM NEW 07556Q881 2,606 134,642 SH   DFND 1 134,642 0 0
BEBE STORES INC COM COM 075571109 518 236,872 SH   DFND 1 236,872 0 0
BECTON DICKINSON & CO COM COM 075887109 192,475 1,384,990 SH   DFND 1 1,382,409 0 2,581
BED BATH & BEYOND INC COM COM 075896100 120,794 1,587,713 SH   DFND 1 1,586,769 0 944
BEL FUSE INC CL B CL B 077347300 1,407 51,477 SH   DFND 1 51,477 0 0
BELDEN INC COM 077454106 18,523 235,040 SH   DFND 1 235,040 0 0
BELMOND LTD CL A G1154H107 6,186 500,108 SH   DFND 1 500,108 0 0
BEMIS INC COM COM 081437105 23,893 528,507 SH   DFND 1 524,766 0 3,741
BENCHMARK ELECTRS INC COM COM 08160H101 11,194 440,033 SH   DFND 1 440,033 0 0
BENEFICIAL MUT BANCORP -REDH COM 08173R104 2,506 204,310 SH   DFND 1 204,310 0 0
BENEFITFOCUS INC COM 08180D106 1,593 48,532 SH   DFND 1 48,452 0 80
BERKLEY W R CORP COM COM 084423102 29,166 569,321 SH   DFND 1 568,455 0 866
BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 226 1 SH   DFND 1 2 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B CL B NEW 084670702 2,146,536 14,311,713 SH   DFND 1 14,296,891 0 14,822
BERKSHIRE HILLS BANCORP INC COM COM 084680107 3,547 133,055 SH   DFND 1 133,055 0 0
BERRY PLASTICS GROUP INC COM 08579W103 19,245 610,000 SH   DFND 1 610,000 0 0
BEST BUY INC COM COM 086516101 91,175 2,341,815 SH   DFND 1 2,338,902 0 2,913
BG MEDICINE INC COM 08861T107 69 150,598 SH   DFND 1 150,598 0 0
BGC PARTNERS INC CL A 05541T101 11,372 1,242,862 SH   DFND 1 1,229,206 0 13,656
BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 1,035 21,893 SH   DFND 1 16,913 0 4,980
BIG 5 SPORTING GOODS CORP COM 08915P101 3,863 264,063 SH   DFND 1 264,063 0 0
BIG LOTS INC COM COM 089302103 103 2,592 SH   DFND 1 2 2,592 0 0
BIG LOTS INC COM COM 089302103 15,053 376,160 SH   DFND 1 375,683 0 477
BIGLARI HOLDINGS INC COM 08986R101 4,263 10,672 SH   DFND 1 10,672 0 0
BILL BARRETT CORP COM 06846N104 3,183 279,486 SH   DFND 1 279,486 0 0
BILL BARRETT CORP COM 06846N104 80 7,024 SH   DFND 1 2 7,024 0 0
BIND THERAPEUTICS INC COM 05548N107 155 28,804 SH   DFND 1 28,804 0 0
BIO RAD LABS INC CL A CL A 090572207 12,953 107,442 SH   DFND 1 107,126 0 316
BIOAMBER INC COM 09072Q106 388 46,328 SH   DFND 1 46,328 0 0
BIOCRYST PHARMACEUTICALS COM COM 09058V103 5,106 419,905 SH   DFND 1 419,264 0 641
BIODEL INC COM NEW 09064M204 73 55,056 SH   DFND 1 55,056 0 0
BIODELIVERY SCIENCES INTL INC COM 09060J106 2,873 239,043 SH   DFND 1 239,043 0 0
BIODELIVERY SCIENCES INTL INC COM 09060J106 34 2,850 SH   DFND 1 2 2,850 0 0
BIOGEN IDEC INC COM 09062X103 631,165 1,861,665 SH   DFND 1 1,858,861 0 2,804
BIOLASE INC COM 090911108 481 183,237 SH   DFND 1 183,237 0 0
BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 70,578 781,154 SH   DFND 1 779,290 0 1,864
BIOMED REALTY TRUST INC COM 09063H107 26,533 1,231,844 SH   DFND 1 1,231,844 0 0
BIO-PATH HOLDING INC COM 09057N102 1,536 577,702 SH   DFND 1 577,702 0 0
BIO-REFERENCE LABS INC COM $.01 NEW COM $.01 NEW 09057G602 4,758 148,086 SH   DFND 1 148,086 0 0
BIOSCRIP INC COM COM 09069N108 2,357 337,315 SH   DFND 1 337,315 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 1,171 30,327 SH   DFND 1 30,327 0 0
BIOTA HOLDINGS LTD COM 090694100 375 167,719 SH   DFND 1 167,719 0 0
BIO-TECHNE GROUP COM 09073M104 17,026 184,270 SH   DFND 1 184,170 0 100
BIOTELEMETRY INC COM 090672106 1,522 151,754 SH   DFND 1 151,754 0 0
BIOTIME INC COM COM 09066L105 1,013 271,763 SH   DFND 1 271,763 0 0
BITAUTO HOLDINGS LTD-ADR SPONSORED ADS 091727107 334 4,754 SH   DFND 1 2 4,754 0 0
BJ'S RESTAURANTS INC COM 09180C106 7,141 142,238 SH   DFND 1 142,238 0 0
BLACK BOX CORP DEL COM COM 091826107 126 5,300 SH   DFND 1 2 5,300 0 0
BLACK BOX CORP DEL COM COM 091826107 2,784 116,503 SH   DFND 1 116,403 0 100
BLACK DIAMOND INC COM 09202G101 997 114,008 SH   DFND 1 114,008 0 0
BLACK HILLS CORP COM COM 092113109 12,897 243,171 SH   DFND 1 243,171 0 0
BLACKBAUD INC COM COM 09227Q100 11,693 270,296 SH   DFND 1 270,296 0 0
BLACKBERRY LTD COM 09228F103 1,544 140,654 SH   DFND 1 140,654 0 0
BLACKBERRY LTD COMSTK BCBHZ31 1,365 125,704 SH   DFND 1 122,866 0 2,838
BLACKHAWK NETWORK HD - B CL B 09238E203 6,449 171,127 SH   DFND 1 171,127 0 0
BLACKHAWK NETWORK HOLDINGS INC CL A 09238E104 4,779 123,190 SH   DFND 1 123,190 0 0
BLACKROCK CORPORATE HIGH YIELD COM 09255P107 162 14,297 PRN   DFND 1 2 14,297 0 0
BLACKROCK DEBT STRATEGIES FUND COM 09255R103 839 225,678 PRN   DFND 1 2 225,678 0 0
BLACKROCK INC CL A COM 09247X101 141 395 SH   DFND 1 2 395 0 0
BLACKROCK INC CL A COM 09247X101 335,421 939,333 SH   DFND 1 936,291 0 3,042
BLACKROCK MUNICIPAL TARGET TERM TRUST COM SHS BEN IN 09257P105 2,972 147,976 SH   DFND 1 2 147,976 0 0
BLACKROCK MUNIYIELD MICHIGAN I COM 09254V105 509 36,722 PRN   DFND 1 2 36,722 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 7,571 259,825 SH   DFND 1 259,825 0 0
BLOCK H & R INC COM COM 093671105 73,766 2,192,926 SH   DFND 1 2,192,152 0 774
BLOOMIN' BRANDS INC COM 094235108 18,231 736,316 SH   DFND 1 736,316 0 0
BLOOMIN' BRANDS INC COM 094235108 14 579 SH   DFND 1 2 579 0 0
BLOUNT INTL INC NEW COM COM 095180105 4,595 261,568 SH   DFND 1 261,568 0 0
BLUCORA INC COM 095229100 3,181 229,745 SH   DFND 1 229,745 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 364 20,551 SH   DFND 1 20,551 0 0
BLUE EARTH INC COM 095428108 114 106,176 SH   DFND 1 106,176 0 0
BLUE HILLS BANCORP INC COM 095573101 2,063 151,940 SH   DFND 1 151,940 0 0
BLUE NILE INC COM 09578R103 2,796 77,655 SH   DFND 1 77,655 0 0
BLUEBIRD BIO INC COM 09609G100 10,884 118,669 SH   DFND 1 118,669 0 0
BLUELINX HOLDINGS INC COM 09624H109 112 96,971 SH   DFND 1 96,971 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 442 35,607 SH   DFND 1 35,607 0 0
BLYTH INC COM COM NEW 09643P207 429 46,905 SH   DFND 1 46,905 0 0
BMRN 1 7/8 04/23/17 NOTE 1.875% 4/2 09061GAD3 4,462 1,000,000 PRN   DFND 1 2 1,000,000 0 0
BNC BANCORP COM 05566T101 2,818 163,792 SH   DFND 1 163,792 0 0
BOB EVANS FARMS INC COM COM 096761101 7,098 138,704 SH   DFND 1 138,704 0 0
BOEING CO COM COM 097023105 655,998 5,053,416 SH   DFND 1 5,046,104 0 7,312
BOFI HOLDING INC COM 05566U108 5,913 75,997 SH   DFND 1 75,997 0 0
BOINGO WIRELESS INC COM 09739C102 842 109,781 SH   DFND 1 109,781 0 0
BOISE CASCASDE CO COM 09739D100 10,713 288,392 SH   DFND 1 288,392 0 0
BOISE CASCASDE CO COM 09739D100 120 3,257 SH   DFND 1 2 3,257 0 0
BOK FINL CORP COM NEW COM NEW 05561Q201 9,701 161,584 SH   DFND 1 161,584 0 0
BONANZA CREEK ENERGY INC COM 097793103 23 961 SH   DFND 1 2 961 0 0
BONANZA CREEK ENERGY INC COM 097793103 4,062 169,270 SH   DFND 1 169,270 0 0
BON-TON STORES INC COM COM 09776J101 587 79,277 SH   DFND 1 79,277 0 0
BOOKS-A-MILLION INC COM COM 098570104 62 36,333 SH   DFND 1 36,333 0 0
BOOZ ALLEN HAMILTON HOLDING CL A 099502106 514 19,386 SH   DFND 1 2 19,386 0 0
BOOZ ALLEN HAMILTON HOLDING CL A 099502106 17,485 659,067 SH   DFND 1 658,644 0 423
BORDERFREE INC COM 09970L100 300 33,515 SH   DFND 1 33,515 0 0
BORG WARNER INC COM COM 099724106 20 364 SH   DFND 1 2 364 0 0
BORG WARNER INC COM COM 099724106 95,978 1,748,882 SH   DFND 1 1,745,806 0 3,076
BOSTON BEER INC CL A CL A 100557107 13,906 48,031 SH   DFND 1 48,031 0 0
BOSTON PRIVATE FINL HLDGS I COM COM 101119105 6,480 481,108 SH   DFND 1 481,108 0 0
BOSTON PROPERTIES INC COM COM 101121101 174,523 1,357,639 SH   DFND 1 1,355,656 0 1,983
BOSTON SCIENTIFIC CORP COM COM 101137107 136,557 10,319,162 SH   DFND 1 10,318,234 0 928
BOSTON SCIENTIFIC CORP COM COM 101137107 55 4,192 SH   DFND 1 2 4,192 0 0
BOTTOMLINE TECH DEL INC COM COM 101388106 5,630 222,739 SH   DFND 1 222,739 0 0
BOULDER BRANDS INC COM 101405108 3,619 327,249 SH   DFND 1 327,249 0 0
BOULDER GROWTH & INC FUND COM 101507101 2,581 285,214 PRN   DFND 1 2 285,214 0 0
BOULDER TOTAL RETURN FUND COM 101541100 3,366 121,400 PRN   DFND 1 2 121,400 0 0
BOVIE MEDICAL CORP COM 10211F100 140 38,628 SH   DFND 1 38,628 0 0
BOYD GAMING CORP COM COM 103304101 2 222 SH   DFND 1 2 222 0 0
BOYD GAMING CORP COM COM 103304101 5,065 396,380 SH   DFND 1 396,380 0 0
BP PLC SPONSORED ADR SPONSORED ADR 055622104 8 221 SH   DFND 1 2 221 0 0
BP PLC SPONSORED ADR SPONSORED ADR 055622104 1,522 39,951 SH   DFND 1 18,482 0 21,469
BPZ 8 1/2 10/01/17 NOTE 8.500%10/0 055639AC2 2,075 6,500,000 PRN   DFND 1 2 6,500,000 0 0
BPZ ENERGY INC COM 055639108 208 723,137 SH   DFND 1 723,137 0 0
BRADY CORP CL A CL A 104674106 7,166 262,141 SH   DFND 1 262,141 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 82 17,235 SH   DFND 1 17,235 0 0
BRANDYWINE RLTY TR SH BEN INT NEW SH BEN INT NEW 105368203 18,147 1,135,643 SH   DFND 1 1,132,071 0 3,572
BRAVO BRIO RESTAURANT GROUP COM 10567B109 1,321 95,008 SH   DFND 1 95,008 0 0
BREEZE-EASTERN CORP COM 106764103 124 12,245 SH   DFND 1 12,245 0 0
BREITBURN ENERGY PTNRS -REDH COM UT LTD PTN 106776107 173 24,723 SH   DFND 1 24,723 0 0
BRF - BRASIL FOODS SA-ADR SPONSORED ADR 10552T107 1,086 46,540 SH   DFND 1 44,765 0 1,775
BRIDGE BANCORP INC COM 108035106 1,476 55,212 SH   DFND 1 55,212 0 0
BRIDGE CAPITAL HOLDINGS COM 108030107 1,120 50,071 SH   DFND 1 50,071 0 0
BRIDGELINE SOFTWARE INC-REDH COM 10807Q205 11 24,241 SH   DFND 1 24,241 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 772 68,261 SH   DFND 1 68,261 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 72 6,437 SH   DFND 1 2 6,437 0 0
BRIGGS & STRATTON CORP COM COM 109043109 4,928 241,365 SH   DFND 1 241,365 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 8,227 175,008 SH   DFND 1 175,008 0 0
BRIGHTCOVE COM 10921T101 1,223 157,279 SH   DFND 1 157,279 0 0
BRINKER INTL INC COM COM 109641100 23,682 403,514 SH   DFND 1 402,771 0 743
BRINK'S CO/THE COM 109696104 6,330 259,321 SH   DFND 1 259,321 0 0
BRISTOL MYERS SQUIBB CO COM COM 110122108 124 2,101 SH   DFND 1 2 2,101 0 0
BRISTOL MYERS SQUIBB CO COM COM 110122108 754,237 12,793,290 SH   DFND 1 12,777,137 0 16,153
BRISTOW GROUP INC COM 110394103 12,945 196,768 SH   DFND 1 196,768 0 0
BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 1,647 15,284 SH   DFND 1 9,300 0 5,984
BRIXMOR PROPERTY GROUP COM 11120U105 85 3,457 SH   DFND 1 2 3,457 0 0
BRIXMOR PROPERTY GROUP COM 11120U105 20,814 837,947 SH   DFND 1 837,947 0 0
BROADCOM CORP CL A CL A 111320107 189,654 4,382,228 SH   DFND 1 4,376,520 0 5,708
BROADCOM CORP CL A CL A 111320107 8 191 SH   DFND 1 2 191 0 0
BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 27,748 600,868 SH   DFND 1 599,242 0 1,626
BROADSOFT INC COM 11133B409 5,003 172,404 SH   DFND 1 172,404 0 0
BROADWIND ENERGY INC COM NEW 11161T207 370 68,709 SH   DFND 1 68,709 0 0
BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 37,408 3,159,541 SH   DFND 1 3,154,452 0 5,089
BROOKDALE SENIOR LIVING INC COM 112463104 32,642 890,172 SH   DFND 1 887,978 0 2,194
BROOKLINE BANCORP INC COM COM 11373M107 4,167 415,510 SH   DFND 1 415,510 0 0
BROOKS-PRI AUTOMATION INC COM 114340102 4,913 385,340 SH   DFND 1 385,340 0 0
BROWN & BROWN INC COM COM 115236101 20,740 630,233 SH   DFND 1 630,233 0 0
BROWN & BROWN INC COM COM 115236101 17 523 SH   DFND 1 2 523 0 0
BROWN FORMAN CORP CL B CL B 115637209 18 216 SH   DFND 1 2 216 0 0
BROWN FORMAN CORP CL B CL B 115637209 101,352 1,155,256 SH   DFND 1 1,155,166 0 90
BROWN SHOE INC NEW COM COM 115736100 8,588 267,127 SH   DFND 1 267,127 0 0
BRT REALTY TRUST SH BEN INT NEW 055645303 172 24,658 SH   DFND 1 24,658 0 0
BRUKER BIOSCIENCES CORP COM 116794108 11,741 598,434 SH   DFND 1 598,434 0 0
BRUNSWICK CORP COM COM 117043109 25,405 495,625 SH   DFND 1 495,425 0 200
BRYN MAWR BK CORP COM COM 117665109 2,107 67,320 SH   DFND 1 67,320 0 0
BSB BANCORP INC/MA COM 05573H108 639 34,344 SH   DFND 1 34,344 0 0
BSD MEDICAL CORP COM 055662100 50 142,011 SH   DFND 1 142,011 0 0
BSQUARE CORP COM COM NEW 11776U300 214 47,080 SH   DFND 1 47,080 0 0
BT GROUP PLC ADR ADR 05577E101 690 11,144 SH   DFND 1 5,524 0 5,620
BT GROUP PLC ADR ADR 05577E101 3 56 SH   DFND 1 2 56 0 0
BTU INTL INC COM COM 056032105 61 18,660 SH   DFND 1 18,660 0 0
BUCKLE INC COM COM 118440106 8,053 153,336 SH   DFND 1 152,345 0 991
BUFFALO WILD WINGS INC COM 119848109 22,937 127,160 SH   DFND 1 127,160 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 381 18,996 SH   DFND 1 2 18,996 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 1,351 67,255 SH   DFND 1 67,255 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 2,218 322,892 SH   DFND 1 322,892 0 0
BUNGE LIMITED COM COM G16962105 77,391 851,718 SH   DFND 1 850,219 0 1,499
BUNGE LIMITED COM COM G16962105 29 323 SH   DFND 1 2 323 0 0
BURLINGTON STORES INC COM 122017106 13,613 288,065 SH   DFND 1 288,065 0 0
BXMT 5 1/4 12/01/18 NOTE 5.250%12/0 09257WAA8 7,367 7,000,000 PRN   DFND 1 2 7,000,000 0 0
C & F FINANCIAL CORP COM 12466Q104 577 14,528 SH   DFND 1 14,528 0 0
C D I CORP COM COM 125071100 1,238 69,906 SH   DFND 1 69,906 0 0
C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 82,826 1,107,379 SH   DFND 1 1,106,626 0 753
C V D EQUIPMENT CORP COM 126601103 549 38,154 SH   DFND 1 38,154 0 0
C&J ENERGY SERVICES INC COM 12467B304 3,336 252,606 SH   DFND 1 252,606 0 0
C&J ENERGY SERVICES INC COM 12467B304 35 2,651 SH   DFND 1 2 2,651 0 0
CA INC COM 12673P105 79,295 2,607,295 SH   DFND 1 2,603,640 0 3,655
CABELA'S INC-CL A COM 126804301 12,647 239,938 SH   DFND 1 239,938 0 0
CABLEVISION SYS CORP CL A NY CABLVS CL A NY CABLVS 12686C109 32,786 1,590,611 SH   DFND 1 1,589,266 0 1,345
CABOT CORP COM COM 127055101 167 3,819 SH   DFND 1 2 3,819 0 0
CABOT CORP COM COM 127055101 14,542 331,576 SH   DFND 1 331,576 0 0
CABOT MICROELECTRONICS CORP COM COM 12709P103 8,547 180,627 SH   DFND 1 180,627 0 0
CABOT OIL & GAS CORP COM 127097103 89,613 3,030,511 SH   DFND 1 3,030,214 0 297
CACHE INC COM NEW COM NEW 127150308 9 45,941 SH   DFND 1 45,941 0 0
CACI INTL INC CL A CL A 127190304 10,866 126,086 SH   DFND 1 126,086 0 0
CACI INTL INC CL A CL A 127190304 20 237 SH   DFND 1 2 237 0 0
CADENCE DESIGN SYSTEM INC COM COM 127387108 28,680 1,511,903 SH   DFND 1 1,508,889 0 3,014
CADIZ INC COM COM NEW 127537207 640 57,179 SH   DFND 1 57,179 0 0
CAESAR STONE SDOT YAM LTD ORD SHS M20598104 571 9,558 SH   DFND 1 9,558 0 0
CAESARS ACQUISITION CO - CL A CL A 12768T103 779 75,628 SH   DFND 1 75,628 0 0
CAESARS ENTERTAINMENT COM 127686103 4,282 272,946 SH   DFND 1 272,946 0 0
CAFEPRESS INC COM 12769A103 50 21,285 SH   DFND 1 21,285 0 0
CAI INTERNATIONAL INC -REDH COM 12477X106 2,064 88,987 SH   DFND 1 88,987 0 0
CALAMOS ASSET MANAGEMENT-A CL A 12811R104 1,399 105,061 SH   DFND 1 104,001 0 1,060
CALAMOS ASSET MANAGEMENT-A CL A 12811R104 27 2,071 SH   DFND 1 2 2,071 0 0
CALAMP CORP COM COM 128126109 3,586 195,979 SH   DFND 1 195,979 0 0
CALAVO GROWERS INC COM 128246105 3,964 83,823 SH   DFND 1 83,823 0 0
CALGON CARBON CORP COM COM 129603106 6,530 314,292 SH   DFND 1 314,292 0 0
CALIFORNIA RESOURCES CORP COM 13057Q107 14,749 2,676,909 SH   DFND 1 2,673,227 0 3,682
CALIFORNIA WTR SVC GROUP COM COM 130788102 6,452 262,191 SH   DFND 1 262,191 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,026 50,801 SH   DFND 1 50,801 0 0
CALIX INC COM 13100M509 2,227 222,307 SH   DFND 1 222,307 0 0
CALLAWAY GOLF CO COM COM 131193104 3,126 406,037 SH   DFND 1 406,037 0 0
CALLIDUS SOFTWARE INC COM 13123E500 4,430 271,335 SH   DFND 1 271,156 0 179
CALLIDUS SOFTWARE INC COM 13123E500 103 6,352 SH   DFND 1 2 6,352 0 0
CALLON PETE CO DEL COM COM 13123X102 2,072 380,315 SH   DFND 1 380,315 0 0
CAL-MAINE FOODS INC COM NEW 128030202 733 18,796 SH   DFND 1 2 18,796 0 0
CAL-MAINE FOODS INC COM NEW 128030202 10,886 278,919 SH   DFND 1 278,697 0 222
CALPINE CORP COM NEW 131347304 320 14,461 SH   DFND 1 2 14,461 0 0
CALPINE CORP COM NEW 131347304 41,196 1,862,446 SH   DFND 1 1,862,225 0 221
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 419 18,738 SH   DFND 1 18,738 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 36 22,153 SH   DFND 1 22,153 0 0
CAMBREX CORP COM COM 132011107 3,992 184,681 SH   DFND 1 184,681 0 0
CAMDEN NATL CORP COM COM 133034108 1,419 35,620 SH   DFND 1 35,620 0 0
CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 42,329 573,504 SH   DFND 1 573,440 0 64
CAMECO CORP COMSTK 2166160 1,641 101,218 SH   DFND 1 99,048 0 2,170
CAMERON INTERNATIONAL CORP COM COM 13342B105 73,593 1,475,306 SH   DFND 1 1,475,165 0 141
CAMPBELL SOUP CO COM COM 134429109 58,156 1,323,561 SH   DFND 1 1,323,030 0 531
CAMPBELL SOUP CO COM COM 134429109 13 316 SH   DFND 1 2 316 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 2,552 349,160 SH   DFND 1 349,160 0 0
CANADIAN SOLAR INC COM 136635109 122 5,069 SH   DFND 1 2 5,069 0 0
CANADIAN SOLAR INC COM 136635109 590 24,391 SH   DFND 1 24,391 0 0
CANCER GENETICS INC COM 13739U104 266 39,875 SH   DFND 1 39,875 0 0
CANON INC ADR SPONSORED ADR 138006309 758 23,952 SH   DFND 1 17,704 0 6,248
CANON INC ADR SPONSORED ADR 138006309 23 732 SH   DFND 1 2 732 0 0
CANTEL MEDICAL CORP COM COM 138098108 10,036 232,013 SH   DFND 1 232,013 0 0
CAPE BANCORP INC COM 139209100 82 8,807 SH   DFND 1 2 8,807 0 0
CAPE BANCORP INC COM 139209100 280 29,838 SH   DFND 1 29,838 0 0
CAPELLA EDUCATION CO COM 139594105 4,879 63,397 SH   DFND 1 63,397 0 0
CAPITAL BANK FINANCIAL CORP CL A COM 139794101 7,179 267,908 SH   DFND 1 267,908 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 817 52,611 SH   DFND 1 52,611 0 0
CAPITAL ONE FINL CORP COM COM 14040H105 368,743 4,472,319 SH   DFND 1 4,464,964 0 7,355
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 231 28,894 SH   DFND 1 28,894 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 0 46 SH   DFND 1 2 46 0 0
CAPITAL SR LIVING CORP COM COM 140475104 3,510 140,934 SH   DFND 1 140,934 0 0
CAPITOL FED FINL COM COM 14057J101 10,350 809,912 SH   DFND 1 809,912 0 0
CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 9,416 766,780 SH   DFND 1 766,780 0 0
CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 9 770 SH   DFND 1 2 770 0 0
CAPSTONE TURBINE CORP COM COM 14067D102 1,754 2,373,477 SH   DFND 1 2,373,477 0 0
CARA THERAPEUTICS INC COM 140755109 471 47,337 SH   DFND 1 47,337 0 0
CARBO CERAMICS INC COM COM 140781105 4,192 104,694 SH   DFND 1 104,694 0 0
CARBONITE INC COM 141337105 1,285 90,105 SH   DFND 1 90,105 0 0
CARDICA INC -REDH COM 14141R101 215 307,281 SH   DFND 1 307,281 0 0
CARDINAL FINANCIAL CORP COM 14149F109 3,475 175,254 SH   DFND 1 175,254 0 0
CARDINAL HEALTH INC COM COM 14149Y108 209,090 2,593,232 SH   DFND 1 2,590,813 0 2,419
CARDIOVASCULAR SYSTEMS INC COM 141619106 5,111 169,944 SH   DFND 1 169,944 0 0
CARDTRONICS INC COM 14161H108 9,593 248,653 SH   DFND 1 248,653 0 0
CARE.COM INC COM 141633107 262 31,743 SH   DFND 1 31,743 0 0
CAREER EDUCATION CORP COM COM 141665109 2,125 305,325 SH   DFND 1 305,325 0 0
CAREFUSION CORP COM 14170T101 92,375 1,558,690 SH   DFND 1 1,556,801 0 1,889
CAREFUSION CORP COM 14170T101 1,186 20,000 SH   DFND 1 2 20,000 0 0
CARETRUST REIT INC COM 14174T107 2,277 184,691 SH   DFND 1 184,691 0 0
CARLISLE COS INC COM COM 142339100 31,147 345,167 SH   DFND 1 344,468 0 699
CARMAX GROUP COM 143130102 106,645 1,603,880 SH   DFND 1 1,601,707 0 2,173
CARMIKE CINEMAS INC COM COM 143436400 3,661 139,398 SH   DFND 1 139,398 0 0
CARNIVAL CORP PAIRED CTF 143658300 35 779 SH   DFND 1 2 779 0 0
CARNIVAL CORP PAIRED CTF 143658300 155,712 3,439,292 SH   DFND 1 3,437,646 0 1,646
CARNIVAL PLC-ADR ADR 14365C103 285 6,354 SH   DFND 1 4,603 0 1,751
CARPENTER TECHNOLOGY CORP COM COM 144285103 79 1,615 SH   DFND 1 2 1,615 0 0
CARPENTER TECHNOLOGY CORP COM COM 144285103 14,237 289,078 SH   DFND 1 287,942 0 1,136
CARRIAGE SVCS INC CL A COM 143905107 1,720 82,123 SH   DFND 1 82,123 0 0
CARRIZO OIL & CO INC COM COM 144577103 10,086 242,472 SH   DFND 1 242,472 0 0
CARROLS RESTAURANT GRP INC COM 14574X104 1,349 176,804 SH   DFND 1 176,804 0 0
CARTER HOLDINGS COM 146229109 23,304 266,914 SH   DFND 1 266,849 0 65
CASCADE BANCORP COM COM NEW 147154207 112 21,616 SH   DFND 1 2 21,616 0 0
CASCADE BANCORP COM COM NEW 147154207 854 164,614 SH   DFND 1 164,614 0 0
CASCADE MICROTECH INC COM 147322101 91 6,277 SH   DFND 1 2 6,277 0 0
CASCADE MICROTECH INC COM 147322101 709 48,553 SH   DFND 1 48,553 0 0
CASELLA WASTE SYS INC CL A CL A 147448104 898 222,518 SH   DFND 1 222,518 0 0
CASEYS GEN STORES INC COM COM 147528103 21,643 239,635 SH   DFND 1 239,635 0 0
CASH AMER INTL INC COM COM 14754D100 5,437 240,404 SH   DFND 1 240,404 0 0
CASH AMER INTL INC COM COM 14754D100 11 512 SH   DFND 1 2 512 0 0
CASI PHARMACEUTICALS INC COM 14757U109 51 38,700 SH   DFND 1 38,700 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 2,763 51,901 SH   DFND 1 51,901 0 0
CASTLE A M & CO COM COM 148411101 837 104,957 SH   DFND 1 104,957 0 0
CASTLE BRANDS INC COM 148435100 592 365,602 SH   DFND 1 365,602 0 0
CASTLIGHT HEALTH INC - B CL B 14862Q100 773 66,141 SH   DFND 1 66,141 0 0
CATALENT INC COM 148806102 8,754 313,989 SH   DFND 1 313,989 0 0
CATALYST PHARMACEUTICAL PART COM 14888U101 789 265,744 SH   DFND 1 265,744 0 0
CATAMARAN CORP COM 148887102 6,638 128,291 SH   DFND 1 127,410 0 881
CATAMARAN CORP COMSTK B8J4N87 2,705 52,846 SH   DFND 1 51,559 0 1,287
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 1,818 160,688 SH   DFND 1 160,688 0 0
CATERPILLAR INC DEL COM COM 149123101 441,768 4,832,342 SH   DFND 1 4,827,481 0 4,861
CATERPILLAR INC DEL COM COM 149123101 203 2,222 SH   DFND 1 2 2,222 0 0
CATHAY BANCORP INC COM COM 149150104 11,471 448,272 SH   DFND 1 448,272 0 0
CATO CORP NEW CL A CL A 149205106 7,444 176,504 SH   DFND 1 176,504 0 0
CAVCO INDUSTRIES INC COM 149568107 3,476 43,859 SH   DFND 1 43,859 0 0
CAVIUM NC COM 14964U108 18,832 304,632 SH   DFND 1 304,632 0 0
CAVIUM NC COM 14964U108 37 607 SH   DFND 1 2 607 0 0
CBIZ INC COM COM 124805102 2,003 234,085 SH   DFND 1 234,085 0 0
CBL & ASSOC PPTYS INC COM COM 124830100 21,488 1,106,500 SH   DFND 1 1,104,425 0 2,075
CBOE HOLDINGS INC COM 12503M108 33,192 523,370 SH   DFND 1 522,721 0 649
CBRE GROUP INC CL A 12504L109 69,506 2,032,118 SH   DFND 1 2,031,902 0 216
CBS CORP CL B 124857202 190,622 3,449,245 SH   DFND 1 3,446,814 0 2,431
CBS CORP CL B 124857202 42 764 SH   DFND 1 2 764 0 0
CBST 1 1/8 09/01/18 NOTE 1.125% 9/0 229678AF4 3,314 2,500,000 PRN   DFND 1 2 2,500,000 0 0
CBST 1 7/8 09/01/20 NOTE 1.875% 9/0 229678AH0 2,720 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CDK GLOBAL INC COM 12508E101 34,113 836,934 SH   DFND 1 834,645 0 2,289
CDW CORPORATION OF DELEWARE COM 12514G108 9 265 SH   DFND 1 2 265 0 0
CDW CORPORATION OF DELEWARE COM 12514G108 23,908 679,801 SH   DFND 1 678,221 0 1,580
CECO ENVIRONMENTAL CORP COM 125141101 1,855 119,389 SH   DFND 1 119,389 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,091 557,377 SH   DFND 1 557,377 0 0
CELADON GROUP INC COM COM 150838100 3,602 158,765 SH   DFND 1 158,765 0 0
CELANESE CORP-SERIES A COM SER A 150870103 51,012 851,241 SH   DFND 1 851,125 0 116
CELGENE CORP COM COM 151020104 670,263 5,999,739 SH   DFND 1 5,991,645 0 8,094
CELLADON CORP COM 15117E107 1,067 54,661 SH   DFND 1 54,661 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 9,532 522,350 SH   DFND 1 522,074 0 276
CELLULAR BIOMEDICINE GROUP INC COM NEW 15117P102 219 17,025 SH   DFND 1 17,025 0 0
CELLULAR DYNAMICS INTERNATIONAL INC COM 15117V109 397 61,837 SH   DFND 1 61,837 0 0
CEL-SCI CORP COM NEW COM PAR $0.01 150837508 200 344,458 SH   DFND 1 344,458 0 0
CELSION CORP COM PAR $0.01 15117N404 114 49,291 SH   DFND 1 49,291 0 0
CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 514 103,498 SH   DFND 1 103,498 0 0
CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 35 7,136 SH   DFND 1 2 7,136 0 0
CEMPRA INC COM 15130J109 3,768 160,276 SH   DFND 1 160,276 0 0
CENTENE CORP DEL COM COM 15135B101 37,457 360,688 SH   DFND 1 360,413 0 275
CENTENE CORP DEL COM COM 15135B101 218 2,108 SH   DFND 1 2 2,108 0 0
CENTERPOINT ENERGY INC COM 15189T107 77,367 3,306,142 SH   DFND 1 3,305,311 0 831
CENTERSTATE BANKS OF FLORIDA COM 15201P109 2,995 251,476 SH   DFND 1 251,476 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 1,309 407,970 SH   DFND 1 407,970 0 0
CENTRAL FD CDA LTD CL A CL A 153501101 1,931 166,739 SH   DFND 1 2 166,739 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 9 999 SH   DFND 1 2 999 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 2,252 235,816 SH   DFND 1 235,816 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 4,058 188,776 SH   DFND 1 188,776 0 0
CENTRAL SECURITIES CORP COM 155123102 2,779 126,804 PRN   DFND 1 2 126,804 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 204 18,501 SH   DFND 1 18,501 0 0
CENTURY ALUM CO COM COM 156431108 71 2,931 SH   DFND 1 2 2,931 0 0
CENTURY ALUM CO COM COM 156431108 10,880 445,922 SH   DFND 1 445,922 0 0
CENTURY BANCORP INC CL A NON VTG CL A NON VTG 156432106 471 11,766 SH   DFND 1 11,766 0 0
CENTURY CASINOS INC COM 156492100 507 100,403 SH   DFND 1 100,403 0 0
CENTURY CASINOS INC COM 156492100 56 11,278 SH   DFND 1 2 11,278 0 0
CENTURYTEL INC COM COM 156700106 168,484 4,262,356 SH   DFND 1 4,250,514 0 11,842
CENVEO INC COM COM 15670S105 705 335,790 SH   DFND 1 335,790 0 0
CEPHEID COM COM 15670R107 22,265 411,257 SH   DFND 1 411,257 0 0
CERES INC COM 156773103 12 49,995 SH   DFND 1 49,995 0 0
CERNER CORP COM COM 156782104 150,049 2,323,543 SH   DFND 1 2,321,846 0 1,697
CERULEAN PHARMA INC COM 15708Q105 155 25,014 SH   DFND 1 25,014 0 0
CERUS CORP COM COM 157085101 2,808 450,063 SH   DFND 1 450,063 0 0
CESCA THERAPEUTICS INC COM 157131103 81 80,228 SH   DFND 1 80,228 0 0
CEVA INC COM 157210105 2,206 121,627 SH   DFND 1 121,627 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 106,337 390,655 SH   DFND 1 389,868 0 787
CF INDUSTRIES HOLDINGS INC COM 125269100 109 401 SH   DFND 1 2 401 0 0
CHAMBERS STREET PROPERTIES COM 157842105 10,710 1,328,852 SH   DFND 1 1,328,852 0 0
CHAMBERS STREET PROPERTIES COM 157842105 12 1,492 SH   DFND 1 2 1,492 0 0
CHANNELADVISOR CORP COM 159179100 2,765 128,165 SH   DFND 1 128,165 0 0
CHARLES & COLVARD LTD COM COM 159765106 90 49,187 SH   DFND 1 49,187 0 0
CHARLES RIV LABS INTL INC COM COM 159864107 15,642 245,790 SH   DFND 1 245,790 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 5,968 174,504 SH   DFND 1 174,504 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 173 5,060 SH   DFND 1 2 5,060 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 71,727 430,704 SH   DFND 1 429,176 0 1,528
CHARTER FINL CORP WEST PT G COM COM 16122W108 498 43,573 SH   DFND 1 43,573 0 0
CHASE CORP COM COM 16150R104 1,038 28,844 SH   DFND 1 28,844 0 0
CHATHAM LODGING TRUST COM 16208T102 5 182 SH   DFND 1 2 182 0 0
CHATHAM LODGING TRUST COM 16208T102 5,152 177,870 SH   DFND 1 177,870 0 0
CHC GROUP LTD SHS G07021101 581 180,502 SH   DFND 1 180,502 0 0
CHECK POINT SOFTWARE TECHN ORD M22465104 3,948 50,258 SH   DFND 1 50,258 0 0
CHECKPOINT SYS INC COM COM 162825103 3,042 221,577 SH   DFND 1 221,577 0 0
CHEESECAKE FACTORY INC COM COM 163072101 13,469 267,721 SH   DFND 1 267,721 0 0
CHEF'S WAREHOUSE HOLDINGS INC COM 163086101 2,608 113,204 SH   DFND 1 113,204 0 0
CHEGG INC COM 163092109 1,948 282,017 SH   DFND 1 282,017 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 63 16,328 SH   DFND 1 16,328 0 0
CHEMED CORP COM 16359R103 11,499 108,829 SH   DFND 1 108,829 0 0
CHEMICAL FINL CORP COM COM 163731102 6,505 212,336 SH   DFND 1 212,336 0 0
CHEMOCENTRYX INC COM 16383L106 881 129,041 SH   DFND 1 129,041 0 0
CHEMTURA CORP COM NEW 163893209 11,616 469,728 SH   DFND 1 469,728 0 0
CHEMUNG FINANCIAL CORP COM 164024101 339 12,247 SH   DFND 1 12,247 0 0
CHENIERE ENERGY INC COM COM NEW 16411R208 78,054 1,109,375 SH   DFND 1 1,107,802 0 1,573
CHEROKEE INC DEL NEW COM COM 16444H102 993 51,300 SH   DFND 1 51,300 0 0
CHERRY HILL MORTGAGE INVESTMENT COM 164651101 708 38,323 SH   DFND 1 38,323 0 0
CHESAPEAKE ENERGY CORP COM COM 165167107 42 2,156 SH   DFND 1 2 2,156 0 0
CHESAPEAKE ENERGY CORP COM COM 165167107 76,438 3,911,018 SH   DFND 1 3,909,926 0 1,092
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 11,561 310,722 SH   DFND 1 310,722 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 3,969 79,929 SH   DFND 1 79,929 0 0
CHEVRON CORP COM COM 166764100 1,664,577 14,856,811 SH   DFND 1 14,839,561 0 17,250
CHEVRON CORP COM COM 166764100 347 3,102 SH   DFND 1 2 3,102 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 36 879 SH   DFND 1 2 879 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 20,886 497,831 SH   DFND 1 497,764 0 67
CHICOPEE BANCORP INC COM 168565109 277 16,541 SH   DFND 1 16,541 0 0
CHICOS FAS INC COM COM 168615102 13,206 814,740 SH   DFND 1 814,440 0 300
CHILDRENS PL RETAIL STORES COM COM 168905107 7,022 123,197 SH   DFND 1 123,197 0 0
CHIMERA INVESTMENT CORP-REDH COM 16934Q109 310 97,633 SH   DFND 1 2 97,633 0 0
CHIMERA INVESTMENT CORP-REDH COM 16934Q109 21,753 6,840,728 SH   DFND 1 6,790,462 0 50,266
CHIMERIX INC COM 16934W106 655 16,279 SH   DFND 1 2 16,279 0 0
CHIMERIX INC COM 16934W106 8,675 215,482 SH   DFND 1 215,482 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 438 6,516 SH   DFND 1 6,516 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 34 514 SH   DFND 1 2 514 0 0
CHINA DIGITAL TV HOLDING-ADR SPONSORED ADR 16938G107 33 11,067 SH   DFND 1 2 11,067 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 43 10,176 SH   DFND 1 10,176 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 55 2,112 SH   DFND 1 2 2,112 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 238 9,073 SH   DFND 1 7,192 0 1,881
CHINA MING YANG WIND POW-ADS SPONSORED ADR 16951C108 261 119,463 SH   DFND 1 2 119,463 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR SPONSORED ADR 16941M109 97 1,656 SH   DFND 1 0 0 1,656
CHINA MOBILE HONG KONG LTD SPONSORED ADR SPONSORED ADR 16941M109 555 9,439 SH   DFND 1 2 9,439 0 0
CHINA RECYCLING ENERGY CORP COM 168913101 8 10,824 SH   DFND 1 10,824 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 58 10,715 SH   DFND 1 10,715 0 0
CHIPMOS TECHNOLOGIES BERMUDA SHS G2110R114 807 34,633 SH   DFND 1 2 34,633 0 0
CHIPMOS TECHNOLOGIES BERMUDA SHS G2110R114 300 12,883 SH   DFND 1 12,883 0 0
CHIPOTLE MEXICAN GRILL -REDH COM 169656105 159,388 233,152 SH   DFND 1 232,914 0 238
CHIQUITA BRANDS INTL INC COM COM 170032809 3,780 261,433 SH   DFND 1 261,433 0 0
CHOICE HOTELS INTL INC COM COM 169905106 11,027 196,844 SH   DFND 1 196,815 0 29
CHOICE HOTELS INTL INC COM COM 169905106 8 158 SH   DFND 1 2 158 0 0
CHRISTOPHER & BANKS CORP COM COM 171046105 36 6,321 SH   DFND 1 2 6,321 0 0
CHRISTOPHER & BANKS CORP COM COM 171046105 1,221 213,876 SH   DFND 1 213,876 0 0
CHUBB CORP COM COM 171232101 182,979 1,770,718 SH   DFND 1 1,768,542 0 2,176
CHURCH & DWIGHT INC COM COM 171340102 53,797 683,024 SH   DFND 1 682,271 0 753
CHURCHILL DOWNS INC COM COM 171484108 7,467 78,356 SH   DFND 1 78,356 0 0
CHUY'S HOLDINGS INC COM 171604101 1,902 96,735 SH   DFND 1 96,735 0 0
CHUY'S HOLDINGS INC COM 171604101 14 757 SH   DFND 1 2 757 0 0
CHYRON CORP COM NEW COM 171607104 237 84,733 SH   DFND 1 84,733 0 0
CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 365 27,718 SH   DFND 1 26,918 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 221 35,165 SH   DFND 1 33,886 0 1,279
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 26 4,253 SH   DFND 1 2 4,253 0 0
CIBER INC COM COM 17163B102 1,216 342,676 SH   DFND 1 342,676 0 0
CIENA CORP COM COM NEW 171779309 10,843 558,651 SH   DFND 1 558,651 0 0
CIFC DEERFIELD CORP COM 12547R105 110 13,332 SH   DFND 1 13,332 0 0
CIGNA CORP COM COM 125509109 207,958 2,023,328 SH   DFND 1 2,020,237 0 3,091
CIM COMMERCIAL TRUST CORP COM 125525105 573 38,183 SH   DFND 1 38,183 0 0
CIMAREX ENERGY CO COM 171798101 69,518 656,681 SH   DFND 1 656,618 0 63
CIMPRESS NV SHS EURO N20146101 2,580 34,478 SH   DFND 1 34,478 0 0
CINCINNATI BELL INC COM 171871106 3,603 1,129,556 SH   DFND 1 1,129,556 0 0
CINCINNATI FINL CORP COM COM 172062101 87 1,686 SH   DFND 1 2 1,686 0 0
CINCINNATI FINL CORP COM COM 172062101 59,808 1,155,364 SH   DFND 1 1,154,962 0 402
CINEDIGM CORP COM 172406100 592 365,691 SH   DFND 1 365,691 0 0
CINEMARK HOLDINGS INC -REDH COM 17243V102 18,772 527,611 SH   DFND 1 526,704 0 907
CINTAS CORP COM COM 172908105 60,817 776,265 SH   DFND 1 775,297 0 968
CIRCOR INTL INC COM COM 17273K109 72 1,209 SH   DFND 1 2 1,209 0 0
CIRCOR INTL INC COM COM 17273K109 5,870 97,395 SH   DFND 1 97,395 0 0
CIRRUS LOGIC INC COM COM 172755100 9,839 417,469 SH   DFND 1 417,469 0 0
CISCO SYS INC COM COM 17275R102 1,155,143 41,579,132 SH   DFND 1 41,524,888 0 54,244
CIT GROUP INC COM NEW 125581801 46,338 969,351 SH   DFND 1 968,896 0 455
CITI TRENDS INC COM 17306X102 2,307 91,370 SH   DFND 1 91,370 0 0
CITIGROUP INC COM COM NEW 172967424 1,291,488 23,897,204 SH   DFND 1 23,862,811 0 34,393
CITIZENS & NORTHERN CORP COM 172922106 1,241 60,066 SH   DFND 1 60,066 0 0
CITIZENS FINANCIAL GROUP COM 174610105 3,309 133,110 SH   DFND 1 133,110 0 0
CITIZENS INC CL A CL A 174740100 1,573 206,995 SH   DFND 1 206,995 0 0
CITRIX SYS INC COM COM 177376100 14 233 SH   DFND 1 2 233 0 0
CITRIX SYS INC COM COM 177376100 80,148 1,257,815 SH   DFND 1 1,257,157 0 658
CITY HLDG CO COM COM 177835105 4,769 102,500 SH   DFND 1 101,600 0 900
CITY NATL CORP COM COM 178566105 20,709 256,278 SH   DFND 1 255,516 0 762
CITY OFFICE REIT COM 178587101 620 48,472 SH   DFND 1 48,472 0 0
CIVEO CORP COM 178787107 2,319 564,283 SH   DFND 1 562,034 0 2,249
CIVITAS SOLUTIONS INC COM 17887R102 334 19,659 SH   DFND 1 19,659 0 0
CLARCOR INC COM COM 179895107 18,239 273,695 SH   DFND 1 273,695 0 0
CLEAN DIESEL TECHNOLOGIES INC COM PAR $.01 18449C401 137 75,857 SH   DFND 1 75,857 0 0
CLEAN ENERGY FUELS CORP-REDH COM 184499101 2,286 457,761 SH   DFND 1 457,761 0 0
CLEAN HARBORS INC COM COM 184496107 13,587 282,781 SH   DFND 1 282,781 0 0
CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 2,211 208,865 SH   DFND 1 198,034 0 10,831
CLEARFIELD INC COM 18482P103 721 58,623 SH   DFND 1 58,623 0 0
CLEARONE INC COM 18506U104 193 19,998 SH   DFND 1 19,998 0 0
CLEARSIGN COMBUSTION CORP COM 185064102 256 34,927 SH   DFND 1 34,927 0 0
CLEARWATER PAPER CORP - W/I COM 18538R103 8,414 122,754 SH   DFND 1 122,754 0 0
CLECO CORP NEW COM COM 12561W105 18,846 345,553 SH   DFND 1 345,553 0 0
CLECO CORP NEW COM COM 12561W105 381 7,000 SH   DFND 1 2 7,000 0 0
CLEVELAND BIOLABS INC -REDH COM 185860103 37 132,540 SH   DFND 1 132,540 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 5,680 795,626 SH   DFND 1 793,664 0 1,962
CLIFTON BANCORP INC COM 186873105 953 70,173 SH   DFND 1 70,173 0 0
CLOROX CO DEL COM COM 189054109 43 420 SH   DFND 1 2 420 0 0
CLOROX CO DEL COM COM 189054109 107,087 1,028,875 SH   DFND 1 1,026,745 0 2,130
CLOUD PEAK ENERGY INC COM 18911Q102 124 13,533 SH   DFND 1 2 13,533 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 3,112 339,083 SH   DFND 1 339,083 0 0
CLOVIS ONCOLOGY INC COM 189464100 9,727 173,699 SH   DFND 1 173,699 0 0
CLUBCORP HOLDINGS INC COM 18948M108 2,407 134,293 SH   DFND 1 134,293 0 0
CME GROUP INC COM 12572Q105 216,986 2,450,759 SH   DFND 1 2,445,866 0 4,893
CMS ENERGY CORP COM COM 125896100 72,154 2,079,049 SH   DFND 1 2,077,407 0 1,642
CMS ENERGY CORP COM COM 125896100 29 850 SH   DFND 1 2 850 0 0
CMYABAY THERAPEUTICS INC COM 23257D103 331 33,696 SH   DFND 1 33,696 0 0
CNA FINL CORP COM COM 126117100 7,720 199,443 SH   DFND 1 199,126 0 317
CNB FINANCIAL CORP/PA COM 126128107 1,215 65,704 SH   DFND 1 65,704 0 0
CNH GLOBAL N V SHS SHS N20944109 80 10,000 SH   DFND 1 10,000 0 0
CNINSURE INC -ADS SPONSORED ADR 18976M103 50 7,626 SH   DFND 1 7,626 0 0
CNINSURE INC -ADS SPONSORED ADR 18976M103 51 7,774 SH   DFND 1 2 7,774 0 0
CNO FINANCIAL GROUP INC COM 12621E103 20,429 1,186,378 SH   DFND 1 1,186,378 0 0
CNOOC LTD SPONSORED ADR SPONSORED ADR 126132109 94 699 SH   DFND 1 200 0 499
CNOOC LTD SPONSORED ADR SPONSORED ADR 126132109 823 6,083 SH   DFND 1 2 6,083 0 0
CNOVA NV SHS N20947102 934 118,204 SH   DFND 1 118,204 0 0
COACH INC COM COM 189754104 0 1 SH   DFND 1 2 1 0 0
COACH INC COM COM 189754104 75,920 2,023,954 SH   DFND 1 2,021,856 0 2,098
COBALT INTERNATIONAL ENERGY COM 19075F106 13,402 1,508,230 SH   DFND 1 1,507,996 0 234
COBIZ INC COM COM 190897108 2,877 219,159 SH   DFND 1 219,159 0 0
COCA COLA BOTTLING CO CONS COM COM 191098102 2,558 29,068 SH   DFND 1 29,068 0 0
COCA COLA CO COM COM 191216100 154 3,660 SH   DFND 1 2 3,660 0 0
COCA COLA CO COM COM 191216100 1,254,891 29,760,906 SH   DFND 1 29,721,409 0 39,497
COCA COLA ENTERPRISES INC COM COM 19122T109 8 186 SH   DFND 1 2 186 0 0
COCA COLA ENTERPRISES INC COM COM 19122T109 74,879 1,695,548 SH   DFND 1 1,694,774 0 774
CODEXIS INC COM 192005106 262 104,327 SH   DFND 1 104,327 0 0
COEUR D ALENE MINES CORP ID COM COM NEW 192108504 3,080 602,771 SH   DFND 1 602,771 0 0
COEUR D ALENE MINES CORP ID COM COM NEW 192108504 75 14,869 SH   DFND 1 2 14,869 0 0
COFFEE HOLDING CO INC COM 192176105 68 13,327 SH   DFND 1 13,327 0 0
COGENT COMM GROUP INC COM COM NEW 19239V302 9,577 270,638 SH   DFND 1 270,638 0 0
COGNEX CORP COM COM 192422103 20,226 489,379 SH   DFND 1 489,379 0 0
COGNIZANT TECHNOLOGY SOLUTI CL A CL A 192446102 243,858 4,636,717 SH   DFND 1 4,631,556 0 5,161
COHEN & STEERS INC COM 19247A100 4,388 104,290 SH   DFND 1 104,290 0 0
COHERENT INC COM COM 192479103 45 749 SH   DFND 1 2 749 0 0
COHERENT INC COM COM 192479103 9,073 149,426 SH   DFND 1 149,426 0 0
COHERUS BIOSCIENCES INC COM 19249H103 605 37,127 SH   DFND 1 37,127 0 0
COHU INC COM COM 192576106 80 6,764 SH   DFND 1 2 6,764 0 0
COHU INC COM COM 192576106 1,479 124,317 SH   DFND 1 124,317 0 0
COLFAX CORP COM 194014106 23,895 463,355 SH   DFND 1 463,355 0 0
COLFAX CORP COM 194014106 14 282 SH   DFND 1 2 282 0 0
COLGATE PALMOLIVE CO COM COM 194162103 123 1,782 SH   DFND 1 2 1,782 0 0
COLGATE PALMOLIVE CO COM COM 194162103 452,525 6,548,785 SH   DFND 1 6,540,098 0 8,687
COLLECTORS UNIVERSE INC COM COM NEW 19421R200 31 1,500 SH   DFND 1 2 1,500 0 0
COLLECTORS UNIVERSE INC COM COM NEW 19421R200 620 29,741 SH   DFND 1 29,741 0 0
COLONY FINANCIAL INC COM 19624R106 13,744 577,033 SH   DFND 1 577,033 0 0
COLUMBIA BKG SYS INC COM COM 197236102 8,817 319,361 SH   DFND 1 319,361 0 0
COLUMBIA LABS INC COM COM NEW 197779200 270 48,350 SH   DFND 1 48,350 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 14 583 SH   DFND 1 2 583 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 21,327 841,309 SH   DFND 1 841,309 0 0
COLUMBIA SPORTSWEAR CO COM COM 198516106 7,381 165,730 SH   DFND 1 165,130 0 600
COLUMBUS MCKINNON CORP N Y COM COM 199333105 3,103 110,688 SH   DFND 1 110,688 0 0
COMBIMATRIX CORPORATION COM NEW 20009T303 17 13,852 SH   DFND 1 13,852 0 0
COMCAST CORP CL A CL A 20030N101 1,174,372 20,267,633 SH   DFND 1 20,254,165 0 13,468
COMCAST CORP CL A CL A 20030N101 150 2,602 SH   DFND 1 2 2,602 0 0
COMCAST CORP CL A SPL CL A SPL 20030N200 6,972 122,826 SH   DFND 1 106,117 0 16,709
COMERICA INC COM COM 200340107 19 418 SH   DFND 1 2 418 0 0
COMERICA INC COM COM 200340107 65,290 1,395,680 SH   DFND 1 1,395,576 0 104
COMFORT SYS USA INC COM COM 199908104 3,549 207,319 SH   DFND 1 207,319 0 0
COMMERCE BANCSHARES INC COM COM 200525103 20,446 470,139 SH   DFND 1 470,055 0 84
COMMERCIAL METALS CO COM COM 201723103 10,077 618,608 SH   DFND 1 618,308 0 300
COMMERCIAL VEHICLE GROUP INC COM COM 202608105 1,266 190,135 SH   DFND 1 190,135 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 10,491 459,559 SH   DFND 1 459,559 0 0
COMMUNICATIONS SYS INC COM COM 203900105 308 28,895 SH   DFND 1 28,895 0 0
COMMUNITY BK SYS INC COM COM 203607106 7,944 208,343 SH   DFND 1 208,343 0 0
COMMUNITY HEALTH SYS INC NE COM COM 203668108 32,805 608,405 SH   DFND 1 608,405 0 0
COMMUNITY TR BANCORP INC COM COM 204149108 3,593 98,154 SH   DFND 1 98,154 0 0
COMMUNITYONE BANCORP COM 20416Q108 486 42,477 SH   DFND 1 42,477 0 0
COMMVAULT SYSTEMS INC -REDH COM 204166102 13,121 253,859 SH   DFND 1 253,859 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 14,841 170,925 SH   DFND 1 170,925 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 814 9,384 SH   DFND 1 2 9,384 0 0
COMPUGEN LTD ORD M25722105 136 16,412 SH   DFND 1 16,412 0 0
COMPUTER PROGRAMS & SYS INC COM COM 205306103 4,352 71,640 SH   DFND 1 70,754 0 886
COMPUTER SCIENCES CORP COM COM 205363104 263 4,174 SH   DFND 1 2 4,174 0 0
COMPUTER SCIENCES CORP COM COM 205363104 71,976 1,142,964 SH   DFND 1 1,142,855 0 109
COMPUTER TASK GROUP INC COM COM 205477102 894 93,880 SH   DFND 1 93,880 0 0
COMPUTER TASK GROUP INC COM COM 205477102 138 14,521 SH   DFND 1 2 14,521 0 0
COMSCORE INC COM 20564W105 9,621 207,218 SH   DFND 1 207,218 0 0
COMSTOCK HOMEBUILDING COS-A CL A 205684103 49 47,959 SH   DFND 1 47,959 0 0
COMSTOCK MINING INC COM 205750102 213 280,703 SH   DFND 1 280,703 0 0
COMSTOCK RES INC COM NEW COM NEW 205768203 1,635 240,174 SH   DFND 1 240,174 0 0
COMTECH TELECOMMUNICATIONS COM NEW COM NEW 205826209 3,211 101,886 SH   DFND 1 101,886 0 0
COMTECH TELECOMMUNICATIONS COM NEW COM NEW 205826209 68 2,186 SH   DFND 1 2 2,186 0 0
COMVERSE INC COM 20585P105 2,377 126,571 SH   DFND 1 126,571 0 0
CONAGRA FOODS INC COM COM 205887102 116,758 3,222,381 SH   DFND 1 3,218,990 0 3,391
CONATUS PHARMACEUTICALS INC COM 20600T108 223 31,931 SH   DFND 1 31,931 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 411 30,861 SH   DFND 1 30,861 0 0
CONCHO RESOURCES INC -REDH COM 20605P101 56,460 566,349 SH   DFND 1 563,778 0 2,571
CONCURRENT COMPUTER CORP NE COM COM PAR $.01 206710402 234 33,082 SH   DFND 1 33,082 0 0
CONMED CORP COM COM 207410101 6,907 153,645 SH   DFND 1 153,645 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 2,035 56,101 SH   DFND 1 56,101 0 0
CONNECTONE BANCORP INC COM 20786W107 2,042 107,516 SH   DFND 1 107,516 0 0
CONN'S INC COM 208242107 198 10,638 SH   DFND 1 2 10,638 0 0
CONN'S INC COM 208242107 2,632 140,862 SH   DFND 1 140,862 0 0
CONOCO PHILLIPS CO COM COM 20825C104 661,369 9,588,689 SH   DFND 1 9,580,225 0 8,464
CONSOL ENERGY INC COM COM 20854P109 59,086 1,749,867 SH   DFND 1 1,749,721 0 146
CONSOLIDATED COMMUNICATIONS COM 209034107 7,893 283,647 SH   DFND 1 282,579 0 1,068
CONSOLIDATED EDISON INC COM COM 209115104 152,742 2,316,778 SH   DFND 1 2,314,360 0 2,418
CONSOLIDATED TOMOKA LD CO COM COM 210226106 1,480 26,532 SH   DFND 1 26,532 0 0
CONSTANT CONTACT INC COM 210313102 10,158 276,805 SH   DFND 1 276,805 0 0
CONSTELLATION BRANDS INC CL A CL A 21036P108 120,742 1,231,575 SH   DFND 1 1,228,818 0 2,757
CONSUMER PORTFOLIO SVCS INC COM COM 210502100 672 91,430 SH   DFND 1 91,430 0 0
CONTAINER STORE GROUP INC COM 210751103 1,509 78,896 SH   DFND 1 78,896 0 0
CONTAINER STORE GROUP INC COM 210751103 6 330 SH   DFND 1 2 330 0 0
CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 2,840 97,139 SH   DFND 1 97,139 0 0
CONTINENTAL BUILDING PRODUCT COM 211171103 2,103 118,645 SH   DFND 1 118,645 0 0
CONTINENTAL RESOURCES INC COM 212015101 16,992 443,193 SH   DFND 1 439,370 0 3,823
CONTROL4 CORP COM 21240D107 934 60,769 SH   DFND 1 60,769 0 0
CONVERGYS CORP COM COM 212485106 11,152 547,505 SH   DFND 1 547,505 0 0
CON-WAY INC COM COM 205944101 14,949 303,968 SH   DFND 1 303,210 0 758
COOPER COS INC COM NEW COM NEW 216648402 39,538 244,051 SH   DFND 1 243,718 0 333
COOPER TIRE & RUBR CO COM COM 216831107 15,267 440,610 SH   DFND 1 440,610 0 0
COOPER-STANDARD HOLDING COM 21676P103 4,468 77,196 SH   DFND 1 77,196 0 0
COOPER-STANDARD HOLDING COM 21676P103 17 301 SH   DFND 1 2 301 0 0
COPA HOLDINGS SA CL A P31076105 3,128 30,182 SH   DFND 1 30,031 0 151
COPART INC COM COM 217204106 22,375 613,183 SH   DFND 1 612,037 0 1,146
CORCEPT THERAPEUTICS INC COM COM 218352102 1,243 414,496 SH   DFND 1 414,496 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 16 5,647 SH   DFND 1 2 5,647 0 0
CORE LABORATORIES N V COM COM N22717107 24,509 203,798 SH   DFND 1 203,767 0 31
CORE MARK HOLDING CO INC COM 218681104 8,396 135,583 SH   DFND 1 135,583 0 0
CORE MARK HOLDING CO INC COM 218681104 8 132 SH   DFND 1 2 132 0 0
CORE MOLDING TECHNOLOGIES INC COM 218683100 300 21,803 SH   DFND 1 21,803 0 0
CORELOGIC INC COM 21871D103 15,186 480,747 SH   DFND 1 479,204 0 1,543
CORENERGY INFRASTRUCTURE TRU COM 21870U205 284 43,922 SH   DFND 1 36,487 0 7,435
CORESITE REALTY CORP COM 21870Q105 4,890 125,248 SH   DFND 1 125,248 0 0
CORINTHIAN COLLEGES INC COM COM 218868107 26 418,934 SH   DFND 1 418,934 0 0
CORIUM INTERNATIONAL INC COM 21887L107 130 21,362 SH   DFND 1 21,362 0 0
CORMEDIX INC COM 21900C100 112 58,768 SH   DFND 1 58,768 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 9,667 274,646 SH   DFND 1 274,646 0 0
CORNING INC COM COM 219350105 216,909 9,472,119 SH   DFND 1 9,467,372 0 4,747
CORONADO BIOSCIENCES INC COM 21976U109 460 188,649 SH   DFND 1 188,649 0 0
CORPORATE EXECUTIVE BRD CO COM COM 21988R102 13,040 179,796 SH   DFND 1 179,736 0 60
CORPORATE OFFICE PPTYS TR SH BEN INT SH BEN INT 22002T108 17,058 601,287 SH   DFND 1 601,287 0 0
CORPORATE RESOURCE SERVICES COM 22004Y105 94 78,925 SH   DFND 1 78,925 0 0
CORRECTIONS CORP AMER NEW COM NEW COM NEW 22025Y407 23,800 654,949 SH   DFND 1 654,207 0 742
CORRECTIONS CORP AMER NEW COM NEW COM NEW 22025Y407 31 865 SH   DFND 1 2 865 0 0
CORVEL CORP COM COM 221006109 3,776 101,454 SH   DFND 1 101,454 0 0
CORVEL CORP COM COM 221006109 11 299 SH   DFND 1 2 299 0 0
COSI INC COM NEW 22122P200 158 99,684 SH   DFND 1 99,684 0 0
COSTAR GROUP INC COM COM 22160N109 32,188 175,288 SH   DFND 1 175,167 0 121
COSTCO WHSL CORP NEW COM COM 22160K105 483,415 3,414,582 SH   DFND 1 3,407,791 0 6,791
COTY INC COM CL A 222070203 7,132 345,248 SH   DFND 1 345,248 0 0
COUPONS.COM COM 22265J102 1,156 65,140 SH   DFND 1 65,140 0 0
COURIER CORP COM COM 222660102 730 48,936 SH   DFND 1 48,936 0 0
COUSINS PPTYS INC COM COM 222795106 15,645 1,370,017 SH   DFND 1 1,370,017 0 0
COVANCE INC COM COM 222816100 29,343 282,581 SH   DFND 1 282,047 0 534
COVANCE INC COM COM 222816100 1,038 10,000 SH   DFND 1 2 10,000 0 0
COVANTA HOLDING CORP COM 22282E102 13,566 616,371 SH   DFND 1 613,937 0 2,434
COVENANT TRANS INC CL A CL A 22284P105 1,416 52,240 SH   DFND 1 52,240 0 0
COVIDIEN LTD SHS G2554F113 1,022 10,000 SH   DFND 1 2 10,000 0 0
COVIDIEN LTD SHS G2554F113 348,250 3,409,261 SH   DFND 1 3,404,217 0 5,044
COVISINT CORP COM 22357R103 630 238,087 SH   DFND 1 238,087 0 0
COVISINT CORP COM 22357R103 9 3,716 SH   DFND 1 2 3,716 0 0
COWEN GROUP INC CL A 223622101 2,762 575,583 SH   DFND 1 575,583 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 249 23,822 SH   DFND 1 23,822 0 0
CRA INTERNATIONAL INC COM 12618T105 1,629 53,735 SH   DFND 1 53,735 0 0
CRACKER BARREL OLD COUNTRY STO COM 22410J106 20,207 143,561 SH   DFND 1 143,484 0 77
CRAFT BREWERS ALLIANCE INC COM 224122101 754 56,530 SH   DFND 1 56,530 0 0
CRANE CO COM COM 224399105 14,487 246,799 SH   DFND 1 245,953 0 846
CRAWFORD & CO CL B CL B 224633107 1,264 123,040 SH   DFND 1 123,040 0 0
CRAY INC COM COM NEW 225223304 7,980 231,449 SH   DFND 1 231,449 0 0
CREDICORP LTD COMSTK 2232878 3,063 19,418 SH   DFND 1 19,242 0 176
CREDIT ACCEP CORP MICH COM COM 225310101 9,845 72,175 SH   DFND 1 72,175 0 0
CREDIT ACCEP CORP MICH COM COM 225310101 46 344 SH   DFND 1 2 344 0 0
CREDIT SUISSE GROUP SPONSORED ADR SPONSORED ADR 225401108 517 20,634 SH   DFND 1 13,226 0 7,408
CREE INC COM COM 225447101 20,479 635,899 SH   DFND 1 635,816 0 83
CREE INC COM COM 225447101 45 1,425 SH   DFND 1 2 1,425 0 0
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 133 13,274 SH   DFND 1 13,274 0 0
CREXENDO INC COM 226552107 35 19,140 SH   DFND 1 19,140 0 0
CRH PLC -SPONSORED ADR ADR 12626K203 376 15,668 SH   DFND 1 9,698 0 5,970
CRITEO SA - SPON ADR SPONS ADS 226718104 487 12,068 SH   DFND 1 12,068 0 0
CRITEO SA - SPON ADR SPONS ADS 226718104 928 22,980 SH   DFND 1 2 22,980 0 0
CROCS INC COM 227046109 6,153 492,653 SH   DFND 1 492,653 0 0
CROCS INC COM 227046109 82 6,586 SH   DFND 1 2 6,586 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 167 13,427 SH   DFND 1 2 13,427 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 2,104 168,641 SH   DFND 1 168,641 0 0
CROSSROADS SYS INC COM COM NEW 22765D209 84 33,683 SH   DFND 1 33,683 0 0
CROWN CASTLE INTL CORP COM COM 22822V101 126 1,612 SH   DFND 1 2 1,612 0 0
CROWN CASTLE INTL CORP COM COM 22822V101 192,982 2,455,374 SH   DFND 1 2,451,595 0 3,779
CROWN HOLDINGS INC COM 228368106 35,438 696,618 SH   DFND 1 696,528 0 90
CROWN MEDIA HLDGS INC CL A CL A 228411104 913 258,075 SH   DFND 1 258,075 0 0
CRYOLIFE INC COM COM 228903100 1,561 137,857 SH   DFND 1 137,857 0 0
CSG SYS INTL INC COM COM 126349109 6,827 272,342 SH   DFND 1 272,342 0 0
CSS INDS INC COM COM 125906107 633 22,911 SH   DFND 1 2 22,911 0 0
CSS INDS INC COM COM 125906107 1,439 52,073 SH   DFND 1 52,073 0 0
CST BRANDS INC COM 12646R105 16,965 389,022 SH   DFND 1 388,565 0 457
CSX CORP COM COM 126408103 268,687 7,425,842 SH   DFND 1 7,415,234 0 10,608
CTC MEDIA INC COM 12642X106 82 16,943 SH   DFND 1 2 16,943 0 0
CTC MEDIA INC COM 12642X106 189 38,867 SH   DFND 1 38,867 0 0
CTI BIOPHARMA CORP COM 12648L106 1,925 815,738 SH   DFND 1 815,738 0 0
CTPARTNERS EXECUTIVE SEAR COM 22945C105 238 15,695 SH   DFND 1 15,695 0 0
CTPARTNERS EXECUTIVE SEAR COM 22945C105 393 25,890 SH   DFND 1 2 25,890 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 29 654 SH   DFND 1 2 654 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 1,841 40,479 SH   DFND 1 40,479 0 0
CTS CORP COM COM 126501105 3,285 184,290 SH   DFND 1 184,290 0 0
CU BANCORP COM 126534106 1,019 46,987 SH   DFND 1 46,987 0 0
CUBESMART COM 229663109 24,623 1,115,692 SH   DFND 1 1,115,692 0 0
CUBIC CORP COM COM 229669106 6,387 121,338 SH   DFND 1 121,338 0 0
CUBIST PHARMACEUTICALS INC COM COM 229678107 39,975 397,170 SH   DFND 1 397,112 0 58
CUI GLOBAL INC COM NEW 126576206 868 116,623 SH   DFND 1 116,623 0 0
CULLEN FROST BANKERS INC COM COM 229899109 19,194 271,718 SH   DFND 1 271,718 0 0
CULLEN FROST BANKERS INC COM COM 229899109 19 274 SH   DFND 1 2 274 0 0
CULP INC COM COM 230215105 855 39,447 SH   DFND 1 39,447 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 285 47,568 SH   DFND 1 47,568 0 0
CUMMINS INC COM COM 231021106 178,095 1,236,985 SH   DFND 1 1,234,013 0 2,972
CUMULUS MEDIA INC CL A CL A 231082108 3,134 741,042 SH   DFND 1 741,042 0 0
CURIS INC COM COM 231269101 604 403,195 SH   DFND 1 403,195 0 0
CURTISS WRIGHT CORP COM COM 231561101 22,048 312,339 SH   DFND 1 312,339 0 0
CUSTOMERS BANCORP INC COM 23204G100 1,171 60,202 SH   DFND 1 60,202 0 0
CUTERA INC COM 232109108 640 59,967 SH   DFND 1 59,967 0 0
CVB FINL CORP COM COM 126600105 9,068 566,099 SH   DFND 1 566,099 0 0
CVENT INC COM 23247G109 2,890 103,810 SH   DFND 1 103,810 0 0
CVR ENERGY INC COM 12662P108 3,726 96,266 SH   DFND 1 91,704 0 4,562
CVS HEALTH CORP COM 126650100 861,670 8,957,981 SH   DFND 1 8,944,624 0 13,357
CYAN INC COM 23247W104 184 73,675 SH   DFND 1 73,675 0 0
CYBER-ARK SOFTWARE LTD/ISRAEL SHS M2682V108 345 8,725 SH   DFND 1 8,725 0 0
CYBERONICS INC COM COM 23251P102 12,200 219,127 SH   DFND 1 219,127 0 0
CYBEROPTICS CORP COM COM 232517102 162 16,917 SH   DFND 1 16,917 0 0
CYCLACEL PHARMACEUTICALS INC COM NEW 23254L306 60 86,309 SH   DFND 1 86,309 0 0
CYNOSOSURE INC-CLASS A CL A 232577205 3,345 121,993 SH   DFND 1 121,993 0 0
CYNOSOSURE INC-CLASS A CL A 232577205 2 82 SH   DFND 1 2 82 0 0
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 12,406 868,797 SH   DFND 1 866,144 0 2,653
CYRUSONE INC COM 23283R100 6,493 235,702 SH   DFND 1 235,702 0 0
CYS INVESTMENTS INC COM 12673A108 9 1,117 SH   DFND 1 2 1,117 0 0
CYS INVESTMENTS INC COM 12673A108 10,105 1,158,904 SH   DFND 1 1,153,254 0 5,650
CYTEC INDS INC COM COM 232820100 17,187 372,271 SH   DFND 1 369,758 0 2,513
CYTOKINETICS INC COM COM NEW 23282W605 1,294 161,642 SH   DFND 1 161,642 0 0
CYTORI THERAPEUTICS INC COM 23283K105 171 351,355 SH   DFND 1 351,355 0 0
CYTRX CORP COM NEW COM PAR $.001 232828509 644 235,113 SH   DFND 1 235,113 0 0
D R HORTON INC COM COM 23331A109 63,362 2,508,693 SH   DFND 1 2,508,252 0 441
DAILY JOURNAL CORP COM 233912104 306 1,165 SH   DFND 1 1,165 0 0
DAKOTA PLAINS HOLDINGS INC COM 234255107 130 73,877 SH   DFND 1 73,877 0 0
DAKTRONICS INC COM COM 234264109 3,876 309,907 SH   DFND 1 309,907 0 0
DANA CORP COM 235825205 30,054 1,382,448 SH   DFND 1 1,382,448 0 0
DANAHER CORP DEL COM COM 235851102 387,931 4,532,073 SH   DFND 1 4,527,793 0 4,280
DARA BIOSCIENCES INC COM PAR $ 23703P304 27 31,100 SH   DFND 1 31,100 0 0
DARDEN RESTAURANTS INC COM COM 237194105 58,528 999,533 SH   DFND 1 997,466 0 2,067
DARLING INTL INC COM COM 237266101 16,091 886,070 SH   DFND 1 886,070 0 0
DATALINK CORP COM COM 237934104 1,503 116,559 SH   DFND 1 116,559 0 0
DATAWATCH CORP COM NEW COM NEW 237917208 358 39,907 SH   DFND 1 39,907 0 0
DAVE & BUSTER'S ENTERTAINMENT COM 238337109 541 19,836 SH   DFND 1 19,836 0 0
DAVITA INC COM COM 23918K108 97,749 1,292,268 SH   DFND 1 1,291,799 0 469
DAWSON GEOPHYSICAL CO COM COM 239359102 509 41,656 SH   DFND 1 41,656 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 18,791 526,975 SH   DFND 1 526,975 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 11,471 258,891 SH   DFND 1 258,891 0 0
DEAN FOODS CO NEW COM COM NEW 242370203 9,950 513,450 SH   DFND 1 513,450 0 0
DECKERS OUTDOOR CORP COM COM 243537107 15,622 171,603 SH   DFND 1 171,219 0 384
DECKERS OUTDOOR CORP COM COM 243537107 0 3 SH   DFND 1 2 3 0 0
DEERE & CO COM COM 244199105 234,967 2,659,333 SH   DFND 1 2,655,022 0 4,311
DEL FRISCO'S RESTAURANT GROUP, LLC COM 245077102 3,308 139,351 SH   DFND 1 139,351 0 0
DELCATH SYSTEMS INC COM NEW 24661P401 48 39,792 SH   DFND 1 39,792 0 0
DELEK US HOLDINGS INC COM 246647101 9,283 340,292 SH   DFND 1 340,135 0 157
DELPHI AUTOMOTIVE PLC SHS G27823106 153,755 2,117,240 SH   DFND 1 2,115,423 0 1,817
DELTA AIR LINES INC COM NEW 247361702 0 7 SH   DFND 1 2 7 0 0
DELTA AIR LINES INC COM NEW 247361702 317,303 6,456,949 SH   DFND 1 6,454,129 0 2,820
DELTA APPAREL INC COM COM 247368103 193 19,033 SH   DFND 1 19,033 0 0
DELTA NATURAL GAS CO INC COM 247748106 491 23,106 SH   DFND 1 23,106 0 0
DELTIC TIMBER CORP COM COM 247850100 4,312 63,055 SH   DFND 1 63,055 0 0
DELUXE CORP COM COM 248019101 558 8,969 SH   DFND 1 2 8,969 0 0
DELUXE CORP COM COM 248019101 21,197 340,530 SH   DFND 1 340,530 0 0
DEMAND MEDIA INC COM NEW 24802N208 27 4,448 SH   DFND 1 2 4,448 0 0
DEMAND MEDIA INC COM NEW 24802N208 365 59,721 SH   DFND 1 59,721 0 0
DEMANDWARE INC COM 24802Y105 9,746 169,382 SH   DFND 1 169,260 0 122
DENBURY RES INC COM NEW COM NEW 247916208 21,582 2,657,901 SH   DFND 1 2,657,622 0 279
DENBURY RES INC COM NEW COM NEW 247916208 138 17,072 SH   DFND 1 2 17,072 0 0
DENNY'S CORPORATION COM COM 24869P104 5,203 504,713 SH   DFND 1 504,713 0 0
DENTSPLY INTL INC NEW COM COM 249030107 58,317 1,096,110 SH   DFND 1 1,096,011 0 99
DEPOMED INC COM 249908104 5,389 334,524 SH   DFND 1 334,524 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 1,196 128,504 SH   DFND 1 128,504 0 0
DERMIRA INC COM 24983L104 1,018 56,216 SH   DFND 1 56,216 0 0
DESCARTES SYSTEMS GROUP INC COM 249906108 303 20,454 SH   DFND 1 20,454 0 0
DESTINATION MATERNITY CORP COM 25065D100 1,290 80,917 SH   DFND 1 80,161 0 756
DESTINATION XL GROUP INC COM 25065K104 1,298 237,901 SH   DFND 1 237,901 0 0
DEUTSCHE BANK AG -REG NAMEN AKT D18190898 21 712 SH   DFND 1 2 712 0 0
DEUTSCHE BANK AG -REG NAMEN AKT D18190898 261 8,701 SH   DFND 1 7,101 0 1,600
DEVELOPERS DIVERSIFIED RLTY COM COM 23317H102 34,184 1,861,911 SH   DFND 1 1,853,819 0 8,092
DEVON ENERGY CORP NEW COM COM 25179M103 184,109 3,011,596 SH   DFND 1 3,003,499 0 8,097
DEVRY INC DEL COM COM 251893103 16,582 349,325 SH   DFND 1 349,325 0 0
DEX MEDIA INC COM 25213A107 555 61,928 SH   DFND 1 61,928 0 0
DEXCOM INC COM 252131107 22,730 412,910 SH   DFND 1 412,910 0 0
DEXCOM INC COM 252131107 86 1,579 SH   DFND 1 2 1,579 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,554 486,220 SH   DFND 1 486,220 0 0
DIAGEO P L C SPON ADR NEW SPON ADR NEW 25243Q205 0 7 SH   DFND 1 2 7 0 0
DIAGEO P L C SPON ADR NEW SPON ADR NEW 25243Q205 1,289 11,300 SH   DFND 1 6,891 0 4,409
DIAMOND FOODS INC COM 252603105 3,878 137,395 SH   DFND 1 137,395 0 0
DIAMOND HILL INVESTMENT GRP IN COM NEW 25264R207 1,791 12,975 SH   DFND 1 12,975 0 0
DIAMOND OFFSHORE DRILLING I COM COM 25271C102 18,872 514,721 SH   DFND 1 513,009 0 1,712
DIAMOND OFFSHORE DRILLING I COM COM 25271C102 10 294 SH   DFND 1 2 294 0 0
DIAMOND RESORTS INTERNATIONAL INC COM 25272T104 7,530 269,928 SH   DFND 1 269,928 0 0
DIAMONDBACK ENERGY INC COM 25278X109 18,266 305,570 SH   DFND 1 305,570 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 19,743 1,327,731 SH   DFND 1 1,327,731 0 0
DIANA CONTAINERSHIPS INC COM Y2069P101 27 14,844 SH   DFND 1 14,844 0 0
DICE HOLDINGS INC COM 253017107 2,426 242,366 SH   DFND 1 242,366 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 925 56,205 SH   DFND 1 56,205 0 0
DICK'S SPORTING GOODS INC COM 253393102 28,633 577,016 SH   DFND 1 576,948 0 68
DIEBOLD INC COM COM 253651103 7 206 SH   DFND 1 2 206 0 0
DIEBOLD INC COM COM 253651103 11,618 335,393 SH   DFND 1 335,193 0 200
DIGI INTL INC COM COM 253798102 1,160 124,883 SH   DFND 1 124,883 0 0
DIGIMARC CORP COM COM 25381B101 1,164 42,877 SH   DFND 1 42,877 0 0
DIGIRAD CORP COM COM 253827109 211 48,513 SH   DFND 1 48,513 0 0
DIGITAL REALTY TRUST INC COM 253868103 59,035 890,821 SH   DFND 1 890,283 0 538
DIGITAL RIV INC COM COM 25388B104 4,302 173,962 SH   DFND 1 173,962 0 0
DIGITALGLOBE INC COM NEW 25389M877 11,895 384,104 SH   DFND 1 384,104 0 0
DILLARDS INC CL A CL A 254067101 17,061 136,296 SH   DFND 1 136,100 0 196
DIME CMNTY BANCSHARES COM COM 253922108 3,400 208,863 SH   DFND 1 208,863 0 0
DINEEQUITY INC COM 254423106 13,955 134,650 SH   DFND 1 134,650 0 0
DINEEQUITY INC COM 254423106 32 310 SH   DFND 1 2 310 0 0
DIODES INC COM COM 254543101 6,141 222,757 SH   DFND 1 222,757 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 124 10,901 SH   DFND 1 10,901 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,144 78,343 SH   DFND 1 78,343 0 0
DIRECTV GROUP INC/THE COM 25490A309 2,349 27,100 SH   DFND 1 2 27,100 0 0
DIRECTV GROUP INC/THE COM 25490A309 324,635 3,749,155 SH   DFND 1 3,745,692 0 3,463
DISCOVER FINANCIAL SVCS INC COM 254709108 6 102 SH   DFND 1 2 102 0 0
DISCOVER FINANCIAL SVCS INC COM 254709108 232,778 3,558,841 SH   DFND 1 3,556,872 0 1,969
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 66,673 1,980,033 SH   DFND 1 1,979,837 0 196
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 21 627 SH   DFND 1 2 627 0 0
DISCOVERY HOLDING CO-A COM SER A 25470F104 0 6 SH   DFND 1 2 6 0 0
DISCOVERY HOLDING CO-A COM SER A 25470F104 43,041 1,250,766 SH   DFND 1 1,250,679 0 87
DISCOVERY LABORATORIES INC COM COM NEW 254668403 527 455,046 SH   DFND 1 455,046 0 0
DISH NETWORK CORP CL A 25470M109 82,676 1,134,896 SH   DFND 1 1,133,151 0 1,745
DISH NETWORK CORP CL A 25470M109 546 7,500 SH   DFND 1 2 7,500 0 0
DISNEY WALT CO COM DISNEY COM DISNEY 254687106 1,123,671 11,945,169 SH   DFND 1 11,921,812 0 23,357
DIVERSICARE HEALTHCARE SERVICES COM 255104101 129 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDINGS, INC COM 25532M105 226 43,817 SH   DFND 1 43,817 0 0
DIXIE GROUP INC CL A CL A 255519100 618 67,453 SH   DFND 1 67,453 0 0
DOCUMENT SECURITY SYSTEMS COM 25614T101 45 101,604 SH   DFND 1 101,604 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 5 133 SH   DFND 1 2 133 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 10,714 248,477 SH   DFND 1 248,477 0 0
DOLLAR GEN CORP COM COM 256677105 353 5,000 SH   DFND 1 2 5,000 0 0
DOLLAR GEN CORP COM COM 256677105 162,677 2,303,907 SH   DFND 1 2,301,306 0 2,601
DOLLAR TREE INC COM COM 256746108 109,792 1,562,002 SH   DFND 1 1,561,031 0 971
DOMINION RES INC VA NEW COM COM 25746U109 76 990 SH   DFND 1 2 990 0 0
DOMINION RES INC VA NEW COM COM 25746U109 333,572 4,343,410 SH   DFND 1 4,335,516 0 7,894
DOMINO'S PIZZA INC COM 25754A201 25,811 274,098 SH   DFND 1 273,888 0 210
DOMTAR INC COM COM NEW 257559203 15,933 396,148 SH   DFND 1 395,314 0 834
DOMTAR INC COM COM NEW 257559203 788 19,595 SH   DFND 1 2 19,595 0 0
DONALDSON INC COM COM 257651109 25,409 657,776 SH   DFND 1 657,776 0 0
DONALDSON INC COM COM 257651109 12 328 SH   DFND 1 2 328 0 0
DONEGAL GROUP INC-CL A CL A 257701201 686 42,973 SH   DFND 1 42,973 0 0
DONNELLEY R R & SONS CO COM COM 257867101 17,984 1,070,205 SH   DFND 1 1,065,212 0 4,993
DORAL FINL CORP COM COM PAR 0.01 25811P852 195 49,525 SH   DFND 1 49,525 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 30 1,179 SH   DFND 1 2 1,179 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 213 8,358 SH   DFND 1 8,358 0 0
DORMAN PRODUCTS INC COM 258278100 8,220 170,305 SH   DFND 1 170,305 0 0
DOT HILL SYS CORP COM COM 25848T109 136 30,804 SH   DFND 1 2 30,804 0 0
DOT HILL SYS CORP COM COM 25848T109 1,671 378,095 SH   DFND 1 378,095 0 0
DOUGLAS DYNAMICS INC COM 25960R105 2,754 128,524 SH   DFND 1 127,226 0 1,298
DOUGLAS EMMETT INC COM 25960P109 25,033 881,455 SH   DFND 1 881,455 0 0
DOVER CORP COM COM 260003108 87,833 1,226,288 SH   DFND 1 1,222,589 0 3,699
DOVER CORP COM COM 260003108 32 448 SH   DFND 1 2 448 0 0
DOVER DOWNS GAMING & ENTMT COM COM 260095104 25 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM COM 260174107 85 32,679 SH   DFND 1 32,679 0 0
DOW CHEM CO COM COM 260543103 97 2,133 SH   DFND 1 2 2,133 0 0
DOW CHEM CO COM COM 260543103 404,323 8,875,819 SH   DFND 1 8,865,906 0 9,913
DR PEPPER SNAPPLE GROUP INC COM 26138E109 18 254 SH   DFND 1 2 254 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 111,658 1,559,637 SH   DFND 1 1,557,289 0 2,348
DRAGONWAVE INC COM 26144M103 16 17,669 SH   DFND 1 17,669 0 0
DREAMWORKS ANIMATION SKG-A CL A 26153C103 223 10,000 SH   DFND 1 2 10,000 0 0
DREAMWORKS ANIMATION SKG-A CL A 26153C103 8,860 396,791 SH   DFND 1 396,307 0 484
DRESSER-RAND GROUP INC COM 261608103 30,881 377,523 SH   DFND 1 377,523 0 0
DRESSER-RAND GROUP INC COM 261608103 818 10,000 SH   DFND 1 2 10,000 0 0
DREW INDS INC COM NEW COM NEW 26168L205 7,223 141,448 SH   DFND 1 141,448 0 0
DRIL-QUIP INC COM COM 262037104 21,994 286,643 SH   DFND 1 286,643 0 0
DRYSHIPS INC SHS Y2109Q101 181 171,575 SH   DFND 1 171,575 0 0
DRYSHIPS INC SHS Y2109Q101 90 85,181 SH   DFND 1 2 85,181 0 0
DSP GROUP INC COM COM 23332B106 1,349 124,181 SH   DFND 1 124,181 0 0
DST SYS INC DEL COM COM 233326107 22,546 239,474 SH   DFND 1 238,707 0 767
DSW INC-CLASS A CL A 23334L102 18,189 487,643 SH   DFND 1 487,052 0 591
DTE ENERGY CO COM COM 233331107 118,109 1,369,215 SH   DFND 1 1,367,889 0 1,326
DTS INC COM 23335C101 3,730 121,311 SH   DFND 1 121,311 0 0
DU PONT E I DE NEMOURS & CO COM COM 263534109 503,775 6,822,110 SH   DFND 1 6,813,040 0 9,070
DU PONT E I DE NEMOURS & CO COM COM 263534109 8 111 SH   DFND 1 2 111 0 0
DUCOMMUN INC DEL COM COM 264147109 1,490 58,973 SH   DFND 1 58,973 0 0
DUKE ENERGY CORP COM COM NEW 26441C204 444,862 5,332,006 SH   DFND 1 5,321,869 0 10,137
DUKE REALTY CORP COM NEW COM NEW 264411505 44,004 2,179,402 SH   DFND 1 2,179,168 0 234
DUKE REALTY CORP COM NEW COM NEW 264411505 42 2,120 SH   DFND 1 2 2,120 0 0
DUN & BRADSTREET CORP DEL N COM COM 26483E100 32,305 267,442 SH   DFND 1 267,201 0 241
DUNKIN' BRANDS GROUP INC COM 265504100 23,343 547,337 SH   DFND 1 547,337 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 15,353 461,886 SH   DFND 1 461,886 0 0
DURECT CORP COM COM 266605104 421 534,417 SH   DFND 1 534,417 0 0
DXP ENTERPRISES INC COM NEW 233377407 3,575 70,757 SH   DFND 1 70,757 0 0
DXP ENTERPRISES INC COM NEW 233377407 198 3,930 SH   DFND 1 2 3,930 0 0
DYAX CORP COM COM 26746E103 68 4,848 SH   DFND 1 2 4,848 0 0
DYAX CORP COM COM 26746E103 12,355 878,760 SH   DFND 1 878,185 0 575
DYCOM INDS INC COM COM 267475101 6,611 188,403 SH   DFND 1 188,403 0 0
DYNAMIC MATERIALS CORP COM 267888105 1,282 80,040 SH   DFND 1 80,040 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 2,494 147,954 SH   DFND 1 147,954 0 0
DYNEGY INC COM 26817R108 19,989 658,626 SH   DFND 1 658,626 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 2,477 300,352 SH   DFND 1 292,471 0 7,881
E M C CORP MASS COM COM 268648102 468,685 15,779,141 SH   DFND 1 15,758,456 0 20,685
E*TRADE FINANCIAL CORP COM NEW 269246401 54,602 2,253,175 SH   DFND 1 2,251,892 0 1,283
E2OPEN INC COM 29788A104 1,123 116,884 SH   DFND 1 116,884 0 0
EAGLE BANCORP INC COM 268948106 5,307 149,424 SH   DFND 1 149,424 0 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 171 11,679 SH   DFND 1 11,679 0 0
EAGLE MATERIALS INC COM 26969P108 19,249 253,178 SH   DFND 1 252,983 0 195
EAGLE MATERIALS INC COM 26969P108 131 1,732 SH   DFND 1 2 1,732 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 465 30,051 SH   DFND 1 30,051 0 0
EAGLE ROCK ENERGY PARTNERS UNIT 26985R104 6 3,118 SH   DFND 1 2 3,118 0 0
EAGLE ROCK ENERGY PARTNERS UNIT 26985R104 82 37,389 SH   DFND 1 37,389 0 0
EARTHLINK INC COM COM 27033X101 2,634 600,144 SH   DFND 1 595,134 0 5,010
EAST WEST BANCORP INC COM COM 27579R104 30,002 775,056 SH   DFND 1 772,843 0 2,213
EASTERN COMPANY (THE) COM 276317104 322 18,815 SH   DFND 1 18,815 0 0
EASTERN VA BANKSHARES INC COM COM 277196101 71 11,058 SH   DFND 1 11,058 0 0
EASTGROUP PPTY INC COM COM 277276101 20 318 SH   DFND 1 2 318 0 0
EASTGROUP PPTY INC COM COM 277276101 13,129 207,350 SH   DFND 1 207,350 0 0
EASTMAN CHEM CO COM COM 277432100 91,789 1,211,440 SH   DFND 1 1,209,897 0 1,543
EASTMAN KODAK CO COM NEW 277461406 301 13,902 SH   DFND 1 13,902 0 0
EATON CORP PLC SHS G29183103 239,871 3,534,208 SH   DFND 1 3,529,767 0 4,441
EATON VANCE CORP COM NON VTG COM NON VTG 278265103 24,170 590,889 SH   DFND 1 590,656 0 233
EBAY INC COM COM 278642103 852 15,192 SH   DFND 1 2 15,192 0 0
EBAY INC COM COM 278642103 496,548 8,858,923 SH   DFND 1 8,848,823 0 10,100
EBIX INC COM NEW 278715206 3,059 180,067 SH   DFND 1 180,067 0 0
ECHELON CORP COM COM 27874N105 250 147,202 SH   DFND 1 147,202 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 2,863 98,058 SH   DFND 1 98,058 0 0
ECHO THERAPEUTICS INC COM NEW 27876L206 70 52,333 SH   DFND 1 52,333 0 0
ECHOSTAR CORP CL A 278768106 12,521 238,513 SH   DFND 1 238,513 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,404 199,847 SH   DFND 1 199,847 0 0
ECOLAB INC COM COM 278865100 19 184 SH   DFND 1 2 184 0 0
ECOLAB INC COM COM 278865100 202,908 1,943,958 SH   DFND 1 1,940,789 0 3,169
ECOLOGY INC COM 91732J102 4,842 120,702 SH   DFND 1 120,702 0 0
EDGEWATER TECHNOLOGY INC COM COM 280358102 244 32,548 SH   DFND 1 32,548 0 0
EDISON INTL COM COM 281020107 161,690 2,472,435 SH   DFND 1 2,470,705 0 1,730
EDUCATION REALTY TRUST INC COM NEW 28140H203 11,205 306,239 SH   DFND 1 306,239 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 112,381 883,294 SH   DFND 1 882,553 0 741
EGAIN COMMUNICATIONS COM COM NEW 28225C806 271 52,496 SH   DFND 1 52,496 0 0
EGALET CORPORATION COM 28226B104 121 21,334 SH   DFND 1 21,334 0 0
EHEALTH INC COM 28238P109 2,897 116,255 SH   DFND 1 116,255 0 0
EL PASO ELEC CO COM NEW COM NEW 283677854 9,470 236,406 SH   DFND 1 236,406 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 1,413 70,797 SH   DFND 1 70,797 0 0
ELBIT SYSTEMS LTD ORD M3760D101 691 11,378 SH   DFND 1 11,378 0 0
ELDORADO GOLD CORP NEW COMSTK 2307873 1,085 180,291 SH   DFND 1 178,511 0 1,780
ELDORADO RESORTS INC COM 28470R102 411 101,712 SH   DFND 1 101,712 0 0
ELECTRO RENT CORP COM COM 285218103 1,164 82,944 SH   DFND 1 82,944 0 0
ELECTRO SCIENTIFIC INDS COM COM 285229100 988 127,369 SH   DFND 1 127,369 0 0
ELECTROMED INC COM 285409108 49 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM COM 285512109 484 10,305 SH   DFND 1 2 10,305 0 0
ELECTRONIC ARTS INC COM COM 285512109 113,719 2,421,820 SH   DFND 1 2,420,955 0 865
ELECTRONICS FOR IMAGING INC COM COM 286082102 11,698 273,147 SH   DFND 1 273,147 0 0
ELEPHANT TALK COMMUNICATIONS COM NEW 286202205 378 454,847 SH   DFND 1 454,847 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 367 30,960 SH   DFND 1 30,960 0 0
ELIZABETH ARDEN INC COM COM 28660G106 3,208 149,999 SH   DFND 1 149,999 0 0
ELLIE MAE INC COM 28849P100 5,626 139,549 SH   DFND 1 139,549 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 446 27,443 SH   DFND 1 27,443 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 841 51,750 SH   DFND 1 2 51,750 0 0
ELLIS PERRY INTL INC COM COM 288853104 1,982 76,451 SH   DFND 1 76,451 0 0
ELLSWORTH FUND LTD COM 289074106 1,949 223,814 PRN   DFND 1 2 223,814 0 0
EMAGIN CORP COM COM NEW 29076N206 150 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM COM 268664109 1,100 31,044 SH   DFND 1 31,044 0 0
EMCOR GROUP INC COM COM 29084Q100 16,483 370,491 SH   DFND 1 370,491 0 0
EMCORE CORP COM COM NEW 290846203 642 121,305 SH   DFND 1 121,305 0 0
EMERALD OIL INC COM NEW 29101U209 383 319,672 SH   DFND 1 319,672 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 5,048 185,405 SH   DFND 1 185,405 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 1 51 SH   DFND 1 2 51 0 0
EMERSON ELEC CO COM COM 291011104 32 528 SH   DFND 1 2 528 0 0
EMERSON ELEC CO COM COM 291011104 323,746 5,251,289 SH   DFND 1 5,242,299 0 8,990
EMERSON RADIO CORP COM NEW 291087203 50 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS CORP CL A CL A 291525103 213 114,031 SH   DFND 1 114,031 0 0
EMPIRE DIST ELEC CO COM COM 291641108 16 539 SH   DFND 1 2 539 0 0
EMPIRE DIST ELEC CO COM COM 291641108 7,761 260,989 SH   DFND 1 260,989 0 0
EMPIRE RESORTS INC COM NEW 292052206 666 85,842 SH   DFND 1 85,842 0 0
EMPIRE TRUST REALTY TRUST CL A 292104106 9,654 549,169 SH   DFND 1 549,169 0 0
EMPLOYERS HOLDINGS INC COM 292218104 4,070 173,141 SH   DFND 1 173,141 0 0
EMPRESA BRASILEIRA DE AE-ADR SP ADR REP 4 COM 29082A107 231 6,275 SH   DFND 1 5,975 0 300
EMULEX CORP COM NEW COM NEW 292475209 2,728 481,222 SH   DFND 1 472,229 0 8,993
EMULEX CORP COM NEW COM NEW 292475209 162 28,696 SH   DFND 1 2 28,696 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,860 75,923 SH   DFND 1 75,923 0 0
ENBRIDGE INC COMSTK 2466149 11,455 225,201 SH   DFND 1 219,732 0 5,469
ENCANA CORP COMSTK 2793193 2,546 185,177 SH   DFND 1 183,696 0 1,481
ENCORE CAPITAL GROUP INC COM 292554102 6,012 135,426 SH   DFND 1 135,426 0 0
ENCORE WIRE CORP COM COM 292562105 4,236 113,483 SH   DFND 1 113,483 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 35 16,236 SH   DFND 1 2 16,236 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 48 678 SH   DFND 1 2 678 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 59,053 819,213 SH   DFND 1 818,779 0 434
ENDOCYTE INC COM 29269A102 1,255 199,652 SH   DFND 1 199,652 0 0
ENDOLOGIX INC COM 29266S106 5,761 376,816 SH   DFND 1 376,816 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 4,970 269,696 SH   DFND 1 269,696 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 75 1,258 SH   DFND 1 2 1,258 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 14,297 238,931 SH   DFND 1 238,931 0 0
ENERGEN CORP COM COM 29265N108 24,191 379,637 SH   DFND 1 379,580 0 57
ENERGIZER HLDGS INC COM COM 29266R108 42,705 332,351 SH   DFND 1 332,310 0 41
ENERGOUS CORP COM 29272C103 163 14,932 SH   DFND 1 14,932 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 1,414 268,422 SH   DFND 1 268,422 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 1,687 517,488 SH   DFND 1 517,488 0 0
ENERNOC INC -REDH COM 292764107 2,311 149,632 SH   DFND 1 149,632 0 0
ENERSYS INC COM COM 29275Y102 15,921 257,969 SH   DFND 1 257,969 0 0
ENGILITY HOLDINGS INC COM 29285W104 4,055 94,753 SH   DFND 1 94,753 0 0
ENGLOBAL CORP COM 293306106 117 62,028 SH   DFND 1 62,028 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 468 13,424 SH   DFND 1 7,019 0 6,405
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 9 282 SH   DFND 1 2 282 0 0
ENNIS BUSINESS FORMS INC COM COM 293389102 1,705 126,584 SH   DFND 1 126,584 0 0
ENOVA INTERNATIONAL COM 29357K103 5,551 249,389 SH   DFND 1 249,389 0 0
ENPHASE ENERGY INC COM 29355A107 1,831 128,192 SH   DFND 1 127,930 0 262
ENPHASE ENERGY INC COM 29355A107 272 19,103 SH   DFND 1 2 19,103 0 0
ENPRO INDS INC COM COM 29355X107 8,022 127,829 SH   DFND 1 127,829 0 0
ENSCO INTL INC COM SHS CLASS A G3157S106 49,315 1,648,909 SH   DFND 1 1,648,725 0 184
ENSCO INTL INC COM SHS CLASS A G3157S106 475 15,882 SH   DFND 1 2 15,882 0 0
ENSERVCO CORP COM 29358Y102 125 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 5,278 118,906 SH   DFND 1 118,906 0 0
ENSTAR GROUP LTD SHS G3075P101 10,313 67,458 SH   DFND 1 67,458 0 0
ENTEGRIS INC COM COM 29362U104 10,611 803,308 SH   DFND 1 803,308 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1,182 97,256 SH   DFND 1 97,256 0 0
ENTERGY CORP NEW COM COM 29364G103 131,038 1,499,685 SH   DFND 1 1,497,259 0 2,426
ENTEROMEDICS INC-REDH COM NEW 29365M208 369 260,428 SH   DFND 1 260,428 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 772 30,580 SH   DFND 1 30,580 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 1,833 92,920 SH   DFND 1 92,920 0 0
ENTERTAINMENT GAMING ASIA INC COM NEW 29383V206 23 50,152 SH   DFND 1 50,152 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 63 9,809 SH   DFND 1 2 9,809 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 2,783 429,555 SH   DFND 1 429,555 0 0
ENTROPIC COMMUN INC-REDH COM 29384R105 35 13,835 SH   DFND 1 2 13,835 0 0
ENTROPIC COMMUN INC-REDH COM 29384R105 1,431 565,786 SH   DFND 1 565,786 0 0
ENVESTNET INC COM 29404K106 8,943 181,998 SH   DFND 1 181,951 0 47
ENVESTNET INC COM 29404K106 179 3,656 SH   DFND 1 2 3,656 0 0
ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 21,661 624,438 SH   DFND 1 624,438 0 0
ENVIVIO INC COM 29413T106 82 61,912 SH   DFND 1 61,912 0 0
ENZO BIOCHEM INC COM COM 294100102 790 178,032 SH   DFND 1 178,032 0 0
ENZO BIOCHEM INC COM COM 294100102 5 1,321 SH   DFND 1 2 1,321 0 0
ENZON PHARMACEUTICALS INC COM 293904108 199 182,578 SH   DFND 1 182,578 0 0
EOG RES INC COM COM 26875P101 362,519 3,942,756 SH   DFND 1 3,938,753 0 4,003
EOG RES INC COM COM 26875P101 76 827 SH   DFND 1 2 827 0 0
EP ENERGY CORP-CL A CL A 268785102 1,994 191,084 SH   DFND 1 191,084 0 0
EPAM SYSTEMS INC COM 29414B104 9,203 192,745 SH   DFND 1 192,745 0 0
EPIQ SYS INC COM COM 26882D109 3,175 185,929 SH   DFND 1 185,929 0 0
EPIRUS BIOPHARMACEUTICALS INC COM 29428P107 117 20,783 SH   DFND 1 20,783 0 0
EPIZYME INC COM 29428V104 83 4,422 SH   DFND 1 2 4,422 0 0
EPIZYME INC COM 29428V104 1,522 80,683 SH   DFND 1 80,683 0 0
EPLUS INC COM COM 294268107 2,267 29,952 SH   DFND 1 29,952 0 0
EPR 5 3/4 PFD C CNV 5.75% 26884U208 6,717 285,000 PRN   DFND 1 2 285,000 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 18,242 316,552 SH   DFND 1 316,552 0 0
EQIX4 3/4 06/15/16 NOTE 4.750% 6/1 29444UAH9 47,791 17,000,000 PRN   DFND 1 2 17,000,000 0 0
EQT CORP COM 26884L109 84,433 1,116,843 SH   DFND 1 1,114,119 0 2,724
EQT CORP COM 26884L109 65 867 SH   DFND 1 2 867 0 0
EQUIFAX INC COM COM 294429105 72,831 901,778 SH   DFND 1 901,684 0 94
EQUINIX INC COM NEW 29444U502 65,451 288,831 SH   DFND 1 287,522 0 1,309
EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 3 133 SH   DFND 1 2 133 0 0
EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 21,770 848,076 SH   DFND 1 848,076 0 0
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 29,454 571,383 SH   DFND 1 571,383 0 0
EQUITY ONE COM COM 294752100 11,441 451,170 SH   DFND 1 451,170 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 228,300 3,181,370 SH   DFND 1 3,179,260 0 2,110
EQUITY RESIDENTIAL SH BEN INT 29476L107 6 86 SH   DFND 1 2 86 0 0
ERA GROUP INC COM 26885G109 2,213 104,671 SH   DFND 1 104,671 0 0
ERBA DIAGNOSTICS INC COM 29490B101 172 54,497 SH   DFND 1 54,497 0 0
ERICKSON INC COM 29482P100 339 40,690 SH   DFND 1 40,690 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 13 1,145 SH   DFND 1 2 1,145 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1,160 95,927 SH   DFND 1 91,174 0 4,753
ERIE INDTY CO CL A CL A 29530P102 14,044 154,721 SH   DFND 1 154,621 0 100
EROS INTERNATIONAL PLC SHS NEW G3788M114 368 17,406 SH   DFND 1 17,127 0 279
ESB FINL CORP COM COM 26884F102 1,178 62,205 SH   DFND 1 62,205 0 0
ESCALADE INC COM COM 296056104 584 38,759 SH   DFND 1 38,759 0 0
ESCALERA RESOURCES CO COM 296064108 15 29,839 SH   DFND 1 29,839 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 5,345 144,871 SH   DFND 1 144,871 0 0
ESPERION THERAPEUTICS INC COM 29664W105 2,180 53,923 SH   DFND 1 53,923 0 0
ESSA BANCORP INC -REDH COM 29667D104 487 40,588 SH   DFND 1 40,588 0 0
ESSENT GROUP LTD COM G3198U102 8,329 323,998 SH   DFND 1 323,998 0 0
ESSEX PPTY TR INC COM COM 297178105 117,446 569,097 SH   DFND 1 568,449 0 648
ESSEX RENTAL CORP COM 297187106 61 46,734 SH   DFND 1 46,734 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 21,757 198,375 SH   DFND 1 198,375 0 0
ETABLISSEMENTS DELHAIZE FRER S-ADR SPONSORED ADR 29759W101 411 22,733 SH   DFND 1 18,808 0 3,925
ETHAN ALLEN INTERIORS INC COM COM 297602104 4,550 146,929 SH   DFND 1 146,929 0 0
EURONET WORLDWIDE INC COM COM 298736109 15,565 283,518 SH   DFND 1 283,518 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 252 13,108 SH   DFND 1 13,108 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 34 1,800 SH   DFND 1 2 1,800 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,244 485,006 SH   DFND 1 485,006 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 10,057 192,052 SH   DFND 1 192,052 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 87 1,674 SH   DFND 1 2 1,674 0 0
EVEREST RE GROUP LTD COM COM G3223R108 40,652 238,826 SH   DFND 1 238,796 0 30
EVERTEC INC COM 30040P103 8,059 364,208 SH   DFND 1 364,208 0 0
EVERYDAY HEALTH INC COM 300415106 559 37,917 SH   DFND 1 37,917 0 0
EVINE LIVE INC CL A 300487105 1,471 223,346 SH   DFND 1 223,346 0 0
EVOKE PHARMA INC COM 30049G104 93 15,864 SH   DFND 1 15,864 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 923 124,248 SH   DFND 1 124,248 0 0
EVOLVING SYS INC COM COM NEW 30049R209 315 33,696 SH   DFND 1 33,696 0 0
EXACT SCIENCES CORP COM COM 30063P105 14,154 515,845 SH   DFND 1 515,812 0 33
EXACTECH INC COM 30064E109 1,519 64,483 SH   DFND 1 64,483 0 0
EXAMWORKS GROUP INC COM 30066A105 7,822 188,076 SH   DFND 1 188,076 0 0
EXAR CORP COM COM 300645108 2,542 249,298 SH   DFND 1 249,298 0 0
EXCEL TRUST INC COM 30068C109 4,048 302,371 SH   DFND 1 302,371 0 0
EXCO RESOURCES INC COM 269279402 2,002 922,755 SH   DFND 1 922,755 0 0
EXELIS INC COM 30162A108 108 6,174 SH   DFND 1 2 6,174 0 0
EXELIS INC COM 30162A108 17,908 1,021,593 SH   DFND 1 1,017,551 0 4,042
EXELIXIS INC COM COM 30161Q104 1,415 982,697 SH   DFND 1 982,697 0 0
EXELON CORP COM COM 30161N101 246,929 6,667,724 SH   DFND 1 6,663,633 0 4,091
EXLSERVICE HOLDINGS INC-REDH COM 302081104 6,242 217,416 SH   DFND 1 217,416 0 0
EXONE CO/THE COM 302104104 977 58,189 SH   DFND 1 58,189 0 0
EXONE CO/THE COM 302104104 1 103 SH   DFND 1 2 103 0 0
EXPEDIA INC COM NEW 30212P303 948 11,113 SH   DFND 1 2 11,113 0 0
EXPEDIA INC COM NEW 30212P303 68,483 803,271 SH   DFND 1 803,054 0 217
EXPEDITORS INTL WASH INC COM COM 302130109 65,365 1,467,162 SH   DFND 1 1,466,950 0 212
EXPONENT INC COM 30214U102 6,494 78,727 SH   DFND 1 78,727 0 0
EXPRESS INC COM 30219E103 514 35,000 SH   DFND 1 2 35,000 0 0
EXPRESS INC COM 30219E103 6,662 453,560 SH   DFND 1 453,560 0 0
EXPRESS SCRP INC COM COM 30219G108 466,490 5,516,665 SH   DFND 1 5,510,396 0 6,269
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 4,896 253,594 SH   DFND 1 253,594 0 0
EXTERRAN HOLDINGS INC COM 30225X103 10,566 324,336 SH   DFND 1 324,336 0 0
EXTERRAN PARTNERS LP COM UNITS 30225N105 312 14,458 SH   DFND 1 14,458 0 0
EXTRA SPACE STORAGE INC COM 30225T102 47,647 812,540 SH   DFND 1 811,257 0 1,283
EXTREME NETWORKS INC COM COM 30226D106 1,879 532,462 SH   DFND 1 532,462 0 0
EXXON MOBIL CORP COM COM 30231G102 3,079,420 33,350,215 SH   DFND 1 33,302,115 0 48,100
EZCORP INC-CL A CL A NON VTG 302301106 91 7,810 SH   DFND 1 2 7,810 0 0
EZCORP INC-CL A CL A NON VTG 302301106 3,686 313,761 SH   DFND 1 313,761 0 0
F M C CORP COM NEW COM NEW 302491303 55,466 973,871 SH   DFND 1 973,795 0 76
F M C CORP COM NEW COM NEW 302491303 61 1,085 SH   DFND 1 2 1,085 0 0
F5 NETWORKS INC COM COM 315616102 489 3,750 SH   DFND 1 2 3,750 0 0
F5 NETWORKS INC COM COM 315616102 75,804 581,758 SH   DFND 1 581,256 0 502
FABRINET SHS G3323L100 3,134 176,712 SH   DFND 1 176,712 0 0
FACEBOOK INC -A CL A 30303M102 1,275,409 16,367,173 SH   DFND 1 16,348,995 0 18,178
FACTSET RESH SYS INC COM COM 303075105 29,098 206,739 SH   DFND 1 206,108 0 631
FAIR ISAAC INC COM 303250104 13,187 182,393 SH   DFND 1 182,393 0 0
FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 14,161 838,937 SH   DFND 1 838,937 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,963 138,188 SH   DFND 1 138,188 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 90 28,582 SH   DFND 1 2 28,582 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 405 128,792 SH   DFND 1 128,792 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 198 147,940 SH   DFND 1 147,940 0 0
FAMILY DLR STORES INC COM COM 307000109 633 8,000 SH   DFND 1 2 8,000 0 0
FAMILY DLR STORES INC COM COM 307000109 55,856 706,094 SH   DFND 1 705,664 0 430
FAMOUS DAVES AMER INC COM COM 307068106 804 30,617 SH   DFND 1 30,617 0 0
FARMER BROS CO COM COM 307675108 1,227 41,679 SH   DFND 1 41,679 0 0
FARMERS CAP BK CORP COM COM 309562106 725 31,139 SH   DFND 1 31,139 0 0
FARMERS NATL BANC CORP COM 309627107 651 78,075 SH   DFND 1 78,075 0 0
FARMLAND PARTNERS INC COM 31154R109 316 30,412 SH   DFND 1 30,412 0 0
FARO TECHNOLOGIES INC COM 311642102 5,927 94,575 SH   DFND 1 94,575 0 0
FASTENAL CO COM COM 311900104 99,433 2,093,387 SH   DFND 1 2,092,783 0 604
FASTENAL CO COM COM 311900104 71 1,506 SH   DFND 1 2 1,506 0 0
FATE THERAPEUTICS INC COM 31189P102 157 31,384 SH   DFND 1 31,384 0 0
FBL FINL GROUP INC CL A CL A 30239F106 4,510 77,725 SH   DFND 1 77,725 0 0
FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 941 38,275 SH   DFND 1 38,275 0 0
FEDERAL AGRIC MTG CORP CL C CL C 313148306 1,859 61,301 SH   DFND 1 61,301 0 0
FEDERAL MOGUL CORP COM 313549404 3,911 243,100 SH   DFND 1 243,100 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW SH BEN INT NEW 313747206 57,119 428,198 SH   DFND 1 427,955 0 243
FEDERAL SIGNAL CORP COM COM 313855108 6,054 392,161 SH   DFND 1 392,161 0 0
FEDERATED INVS INC PA CL B CL B 314211103 16,634 505,145 SH   DFND 1 502,700 0 2,445
FEDERATED NATIONAL HOLDING CO COM 31422T101 4,676 193,571 SH   DFND 1 193,571 0 0
FEDEX CORP COM COM 31428X106 364,833 2,103,424 SH   DFND 1 2,099,864 0 3,560
FEI CO COM COM 30241L109 21,920 242,613 SH   DFND 1 242,613 0 0
FELCOR LODGING TR INC COM COM 31430F101 9,683 894,920 SH   DFND 1 894,920 0 0
FEMALE HEALTH COMPANY COM COM 314462102 369 94,299 SH   DFND 1 94,299 0 0
FERRO CORP COM COM 315405100 6,197 478,164 SH   DFND 1 478,164 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 393 153,755 SH   DFND 1 153,755 0 0
FIBROGEN INC COM 31572Q808 1,657 60,636 SH   DFND 1 60,636 0 0
FIDELITY & GUARANTY LIFE COM 315785105 1,562 64,363 SH   DFND 1 64,363 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 134,316 2,162,184 SH   DFND 1 2,161,341 0 843
FIDELITY NATL CORP GA COM COM 316394105 1,272 78,995 SH   DFND 1 78,995 0 0
FIESTA RESTAURANT GROUP - W/I COM 31660B101 8,851 145,588 SH   DFND 1 145,588 0 0
FIFTH THIRD BANCORP COM COM 316773100 134,461 6,607,396 SH   DFND 1 6,605,109 0 2,287
FINANCIAL ENGINES INC COM 317485100 15,628 427,589 SH   DFND 1 427,589 0 0
FINANCIAL INSTNS INC COM COM 317585404 1,700 67,633 SH   DFND 1 67,633 0 0
FINISAR COM COM NEW 31787A507 10,537 542,911 SH   DFND 1 542,911 0 0
FINISH LINE INC CL A CL A 317923100 7,179 295,325 SH   DFND 1 295,325 0 0
FINISH LINE INC CL A CL A 317923100 35 1,460 SH   DFND 1 2 1,460 0 0
FIREEYE INC COM 31816Q101 6,665 211,249 SH   DFND 1 210,847 0 402
FIRST ACCEPTANCE CORP COM 318457108 73 28,734 SH   DFND 1 28,734 0 0
FIRST AMERICAN FINANCIAL - W/I COM 31847R102 19,929 587,877 SH   DFND 1 587,877 0 0
FIRST BANCORP INC COM 31866P102 735 40,654 SH   DFND 1 40,654 0 0
FIRST BANCORP N C COM COM 318910106 2,191 118,657 SH   DFND 1 118,657 0 0
FIRST BANCORP P R COM COM NEW 318672706 5,154 878,129 SH   DFND 1 878,129 0 0
FIRST BUSEY CORP COM COM 319383105 2,728 419,183 SH   DFND 1 417,633 0 1,550
FIRST BUSEY CORP COM COM 319383105 80 12,402 SH   DFND 1 2 12,402 0 0
FIRST BUSINESS FINANCIAL SER COM 319390100 189 3,964 SH   DFND 1 3,964 0 0
FIRST BUSINESS FINANCIAL SER COM 319390100 32 676 SH   DFND 1 2 676 0 0
FIRST CASH FINL SVCS INC COM COM 31942D107 9,242 166,023 SH   DFND 1 166,023 0 0
FIRST CASH FINL SVCS INC COM COM 31942D107 6 114 SH   DFND 1 2 114 0 0
FIRST CLOVER LEAF FINANCIAL COM 31969M105 102 11,648 SH   DFND 1 11,648 0 0
FIRST CMNTY BANCSHARES INC COM COM 31983A103 1,352 82,089 SH   DFND 1 82,089 0 0
FIRST COMWLTH FINL CORP PA COM COM 319829107 5,005 542,862 SH   DFND 1 542,862 0 0
FIRST CONNECTICUT BANCORP COM 319850103 1,253 76,838 SH   DFND 1 76,838 0 0
FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 10,697 42,318 SH   DFND 1 42,318 0 0
FIRST DEFIANCE FINL CORP COM COM 32006W106 1,559 45,800 SH   DFND 1 45,800 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 637 52,969 SH   DFND 1 52,969 0 0
FIRST FINL BANCORP OH COM COM 320209109 6,977 375,348 SH   DFND 1 375,348 0 0
FIRST FINL BANKSHARES COM COM 32020R109 11,399 381,524 SH   DFND 1 381,524 0 0
FIRST FINL CORP IND COM COM 320218100 2,210 62,069 SH   DFND 1 62,069 0 0
FIRST HORIZON NATL CORP COM COM 320517105 16,789 1,236,358 SH   DFND 1 1,230,275 0 6,083
FIRST INDUSTRIAL REALTY TRU COM COM 32054K103 15,222 740,409 SH   DFND 1 740,409 0 0
FIRST INTERNET BANCORP COM 320557101 255 15,249 SH   DFND 1 15,249 0 0
FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 4,666 167,756 SH   DFND 1 167,756 0 0
FIRST LONG IS CORP COM COM 320734106 1,592 56,124 SH   DFND 1 56,124 0 0
FIRST MARBLEHEAD CORP/THE COM NEW 320771207 165 27,788 SH   DFND 1 27,788 0 0
FIRST MERCHANTS CORP COM COM 320817109 6,348 279,068 SH   DFND 1 279,068 0 0
FIRST MIDWEST BANCORP DEL COM COM 320867104 6,842 399,936 SH   DFND 1 399,936 0 0
FIRST NBC BANK HLDG CO COM 32115D106 594 16,901 SH   DFND 1 16,901 0 0
FIRST NIAGARA FINL GROUP IN COM COM 33582V108 84 9,970 SH   DFND 1 2 9,970 0 0
FIRST NIAGARA FINL GROUP IN COM COM 33582V108 17,261 2,047,583 SH   DFND 1 2,047,583 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 5,378 435,147 SH   DFND 1 435,147 0 0
FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 33,895 650,696 SH   DFND 1 650,609 0 87
FIRST SECURITY GROUP INC/TN COM NEW 336312202 403 178,474 SH   DFND 1 178,474 0 0
FIRST SOLAR INC COM 336433107 27,361 614,068 SH   DFND 1 614,068 0 0
FIRST SOLAR INC COM 336433107 19 428 SH   DFND 1 2 428 0 0
FIRST SOUTH BANCORP INC VA COM COM 33646W100 327 41,088 SH   DFND 1 41,088 0 0
FIRST UTD CORP COM COM 33741H107 155 18,113 SH   DFND 1 18,113 0 0
FIRSTENERGY CORP COM COM 337932107 124,639 3,200,794 SH   DFND 1 3,198,005 0 2,789
FIRSTENERGY CORP COM COM 337932107 18 487 SH   DFND 1 2 487 0 0
FIRSTMERIT CORP COM COM 337915102 18,925 1,001,853 SH   DFND 1 1,001,853 0 0
FIRSTSERVICE CORPORATION-VTG SUB VTG SH 33761N109 443 8,700 SH   DFND 1 8,700 0 0
FISERV INC COM COM 337738108 5 74 SH   DFND 1 2 74 0 0
FISERV INC COM COM 337738108 132,423 1,868,299 SH   DFND 1 1,867,660 0 639
FIVE BELOW, INC COM 33829M101 11,697 286,488 SH   DFND 1 286,488 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 642 59,456 SH   DFND 1 59,456 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,927 71,377 SH   DFND 1 71,377 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 1,113 268,410 SH   DFND 1 268,410 0 0
FIVE9 INC COM 338307101 251 56,132 SH   DFND 1 56,132 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 2,023 128,661 SH   DFND 1 128,661 0 0
FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 21 1,272 SH   DFND 1 2 1,272 0 0
FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 182 10,659 SH   DFND 1 10,659 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 55,767 375,233 SH   DFND 1 374,123 0 1,110
FLEETMATICS GROUP COM G35569105 1,032 29,101 SH   DFND 1 29,101 0 0
FLEXION THERAPEUTICS IN COM 33938J106 693 34,343 SH   DFND 1 34,343 0 0
FLEXSTEEL INDS INC COM COM 339382103 2,827 87,676 SH   DFND 1 87,676 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 1,753 158,494 SH   DFND 1 158,111 0 383
FLIR SYS INC COM COM 302445101 35,000 1,084,684 SH   DFND 1 1,084,587 0 97
FLOTEK INDUSTRIES INC COM 343389102 5,069 270,683 SH   DFND 1 270,683 0 0
FLOTEK INDUSTRIES INC COM 343389102 64 3,440 SH   DFND 1 2 3,440 0 0
FLOWERS FOODS INC COM COM 343498101 17,428 908,203 SH   DFND 1 904,571 0 3,632
FLOWSERVE CORP COM COM 34354P105 23 395 SH   DFND 1 2 395 0 0
FLOWSERVE CORP COM COM 34354P105 59,917 1,002,805 SH   DFND 1 1,002,427 0 378
FLUIDIGM CORP COM 34385P108 5,240 155,369 SH   DFND 1 155,369 0 0
FLUOR CORP NEW COM COM 343412102 41 684 SH   DFND 1 2 684 0 0
FLUOR CORP NEW COM COM 343412102 70,074 1,157,312 SH   DFND 1 1,156,805 0 507
FLUSHING FINL CORP COM COM 343873105 3,866 190,744 SH   DFND 1 190,744 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 80,543 1,721,843 SH   DFND 1 1,711,613 0 10,230
FMSA HOLDINGS INC COM 30255X106 981 141,851 SH   DFND 1 141,851 0 0
FNB CORP PA COM COM 302520101 12,640 948,982 SH   DFND 1 948,982 0 0
FNF GROUP FNF GROUP COM 31620R303 50,336 1,461,868 SH   DFND 1 1,461,402 0 466
FNFV GROUP FNFV GROUP COM 31620R402 5,709 476,180 SH   DFND 1 476,180 0 0
FONAR CORP COM COM NEW 344437405 348 33,475 SH   DFND 1 33,475 0 0
FOOT LOCKER INC COM COM 344849104 53,553 953,629 SH   DFND 1 951,686 0 1,943
FOOT LOCKER INC COM COM 344849104 23 418 SH   DFND 1 2 418 0 0
FORBES ENERGY SERVICES LTD COM 345143101 41 34,584 SH   DFND 1 34,584 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 351 22,648 SH   DFND 1 2 22,648 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 463,135 29,916,439 SH   DFND 1 29,895,465 0 20,974
FOREST CITY ENTERPRISES INC CL A CL A 345550107 20,742 973,803 SH   DFND 1 971,014 0 2,789
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,928 190,147 SH   DFND 1 190,147 0 0
FORMFACTOR INC COM 346375108 44 5,210 SH   DFND 1 2 5,210 0 0
FORMFACTOR INC COM 346375108 2,649 308,082 SH   DFND 1 308,082 0 0
FORRESTER RESH INC COM COM 346563109 2,910 73,956 SH   DFND 1 73,956 0 0
FORTINET INC. COM 34959E109 24 788 SH   DFND 1 2 788 0 0
FORTINET INC. COM 34959E109 21,559 703,192 SH   DFND 1 701,390 0 1,802
FORTUNA SILVER MINES INC COMSTK 2793193 2,546 185,177 SH   DFND 1 183,696 0 1,481
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 37,635 831,346 SH   DFND 1 830,223 0 1,123
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 81 3,916 SH   DFND 1 2 3,916 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 7,017 338,542 SH   DFND 1 338,542 0 0
FORWARD AIR CORP COM COM 349853101 9,518 188,973 SH   DFND 1 188,973 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 19 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 40,940 370,142 SH   DFND 1 370,020 0 122
FOSTER L B CO COM COM 350060109 2,652 54,605 SH   DFND 1 54,605 0 0
FOUNDATION MEDICINE INC COM 350465100 2,470 111,181 SH   DFND 1 111,181 0 0
FOX CHASE BANCORP INC COM 35137T108 987 59,211 SH   DFND 1 59,211 0 0
FOX FACTORY HOLDING CORP COM 35138V102 1,523 93,846 SH   DFND 1 93,846 0 0
FOX FACTORY HOLDING CORP COM 35138V102 29 1,835 SH   DFND 1 2 1,835 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 3,839 229,926 SH   DFND 1 229,926 0 0
FRANKLIN COVEY CO COM COM 353469109 1,114 57,565 SH   DFND 1 57,565 0 0
FRANKLIN ELEC INC COM COM 353514102 9,226 245,840 SH   DFND 1 245,840 0 0
FRANKLIN FINANCIAL CORP/VA COM 35353C102 1,178 55,620 SH   DFND 1 55,620 0 0
FRANKLIN RES INC COM COM 354613101 157,413 2,846,772 SH   DFND 1 2,843,246 0 3,526
FRANKLIN STREET PROPERTIES C COM 35471R106 8,298 676,318 SH   DFND 1 676,318 0 0
FRANKLIN TEMPLETON LTD DUR COM 35472T101 222 18,291 PRN   DFND 1 2 18,291 0 0
FRANKS INTERNATIONAL NV COM N33462107 2,967 178,462 SH   DFND 1 177,799 0 663
FRANKS INTERNATIONAL NV COM N33462107 12 760 SH   DFND 1 2 760 0 0
FREDS INC CL A CL A 356108100 3,539 203,301 SH   DFND 1 203,301 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 188,087 8,061,785 SH   DFND 1 8,059,485 0 2,300
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 440 18,868 SH   DFND 1 2 18,868 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 12,781 506,617 SH   DFND 1 505,072 0 1,545
FREIGHTCAR AMERICA INC COM 357023100 2,073 78,821 SH   DFND 1 78,821 0 0
FREQUENCY ELECTRS INC COM COM 358010106 163 14,272 SH   DFND 1 14,272 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 281 7,589 SH   DFND 1 6,757 0 832
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 7,211 214,944 SH   DFND 1 214,944 0 0
FRESH MARKET INC/THE COM 35804H106 9,940 241,284 SH   DFND 1 241,284 0 0
FRESHPET INC COM 358039105 882 51,725 SH   DFND 1 51,725 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 152 21,701 SH   DFND 1 21,701 0 0
FRISCHS RESTAURANTS INC COM COM 358748101 229 8,568 SH   DFND 1 8,568 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 52,329 7,855,074 SH   DFND 1 7,846,369 0 8,705
FRONTLINE LTD SHS G3682E127 129 51,746 SH   DFND 1 51,746 0 0
FRP HOLDINGS INC COM 30292L107 1,046 26,685 SH   DFND 1 26,685 0 0
FTD COMPANIES INC COM 30281V108 3,946 113,351 SH   DFND 1 113,351 0 0
FTI CONSULTING INC COM COM 302941109 9,891 256,048 SH   DFND 1 256,048 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 83 7,643 SH   DFND 1 2 7,643 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 975 89,205 SH   DFND 1 89,205 0 0
FUELCELL ENERGY INC COM COM 35952H106 2,053 1,333,279 SH   DFND 1 1,333,279 0 0
FUEL-TECH N.V. COM 359523107 491 128,216 SH   DFND 1 128,216 0 0
FULL HOUSE RESORTS INC COM 359678109 34 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 12,235 274,776 SH   DFND 1 274,776 0 0
FULTON FINL CORP PA COM COM 360271100 13,296 1,075,791 SH   DFND 1 1,075,791 0 0
FURMANITE CORP COM 361086101 1,625 207,836 SH   DFND 1 207,836 0 0
FURMANITE CORP COM 361086101 107 13,802 SH   DFND 1 2 13,802 0 0
FUTUREFUEL CORP COM 36116M106 4,234 325,199 SH   DFND 1 325,199 0 0
FUTUREFUEL CORP COM 36116M106 21 1,653 SH   DFND 1 2 1,653 0 0
FX ENERGY INC COM COM 302695101 536 345,938 SH   DFND 1 345,938 0 0
FXCM INC - A COM CL A 302693106 4,267 257,561 SH   DFND 1 257,561 0 0
G & K SVCS INC CL A CL A 361268105 9,880 139,455 SH   DFND 1 139,455 0 0
GABELLI GLBL GOLD NTRL RES COM SH BEN INT 36465A109 71 10,247 PRN   DFND 1 2 10,247 0 0
GAIAM INC CL A CL A 36268Q103 516 72,494 SH   DFND 1 72,494 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 365 40,571 SH   DFND 1 2 40,571 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,099 121,936 SH   DFND 1 121,936 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 382 110,207 SH   DFND 1 110,207 0 0
GALENA BIOPHARMA INC COM 363256108 1,063 704,579 SH   DFND 1 704,579 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 36,353 772,154 SH   DFND 1 768,186 0 3,968
GALMED PHARMACEUTICALS LTD SHS M47238106 115 19,955 SH   DFND 1 19,955 0 0
GAMCO INVESTORS INC - A COM 361438104 2,319 26,078 SH   DFND 1 26,078 0 0
GAMESTOP CORP CL A CL A 36467W109 27,940 827,742 SH   DFND 1 826,276 0 1,466
GAMING AND LEISURE PROPERTIES INC COM 36467J108 14,428 491,762 SH   DFND 1 491,762 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 26 889 SH   DFND 1 2 889 0 0
GANNETT INC COM COM 364730101 55,080 1,726,607 SH   DFND 1 1,724,308 0 2,299
GAP INC DEL COM COM 364760108 94,441 2,245,251 SH   DFND 1 2,243,974 0 1,277
GARMIN LTD ORD SHS H2906T109 51,368 973,474 SH   DFND 1 972,473 0 1,001
GARTNER INC COM COM 366651107 38,135 452,863 SH   DFND 1 452,462 0 401
GAS NATURAL INC COM 367204104 538 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 20 1,018 SH   DFND 1 2 1,018 0 0
GASLOG LTD SHS G37585109 677 33,306 SH   DFND 1 33,306 0 0
GASTAR EXPLORATION LTD COM 36729W202 861 357,636 SH   DFND 1 357,636 0 0
GASTAR EXPLORATION LTD COM 36729W202 89 37,020 SH   DFND 1 2 37,020 0 0
GATX CORP COM COM 361448103 13,863 240,933 SH   DFND 1 240,933 0 0
GATX CORP COM COM 361448103 26 461 SH   DFND 1 2 461 0 0
GEEKNET INC. COM NEW 36846Q203 177 21,399 SH   DFND 1 21,399 0 0
GENCORP INC COM COM 368682100 6,311 344,894 SH   DFND 1 344,894 0 0
GENERAC HOLDINGS INC COM 368736104 17,430 372,767 SH   DFND 1 372,767 0 0
GENERAC HOLDINGS INC COM 368736104 75 1,605 SH   DFND 1 2 1,605 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 4,003 268,717 SH   DFND 1 267,359 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 2,409 175,241 SH   DFND 1 175,241 0 0
GENERAL COMMUNICATION INC CL A CL A 369385109 14 1,087 SH   DFND 1 2 1,087 0 0
GENERAL DYNAMICS CORP COM COM 369550108 189 1,379 SH   DFND 1 2 1,379 0 0
GENERAL DYNAMICS CORP COM COM 369550108 338,377 2,461,746 SH   DFND 1 2,459,356 0 2,390
GENERAL ELEC CO COM COM 369604103 2,000,791 79,273,852 SH   DFND 1 79,170,881 0 102,971
GENERAL ELEC CO COM COM 369604103 611 24,192 SH   DFND 1 2 24,192 0 0
GENERAL FINANCE CORP/DE COM 369822101 176 17,872 SH   DFND 1 17,872 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 157,958 5,621,125 SH   DFND 1 5,618,943 0 2,182
GENERAL MLS INC COM COM 370334104 232,171 4,359,361 SH   DFND 1 4,356,880 0 2,481
GENERAL MLS INC COM COM 370334104 87 1,648 SH   DFND 1 2 1,648 0 0
GENERAL MOLY INC COM 370373102 150 263,664 SH   DFND 1 263,664 0 0
GENERAL MOTORS CO COM 37045V100 369,023 10,583,614 SH   DFND 1 10,575,370 0 8,244
GENESCO INC COM COM 371532102 10,399 135,734 SH   DFND 1 135,734 0 0
GENESEE & WYO INC CL A CL A 371559105 23,659 263,121 SH   DFND 1 263,121 0 0
GENIE ENERGY LTD - B CL B 372284208 393 63,692 SH   DFND 1 63,692 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,985 219,326 SH   DFND 1 219,326 0 0
GENOCEA BIOSCIENCES INC COM 372427104 325 46,488 SH   DFND 1 46,488 0 0
GENOMIC HEALTH INC COM 37244C101 3,343 104,577 SH   DFND 1 104,577 0 0
GENPACT LTD SHS G3922B107 15,676 828,114 SH   DFND 1 827,026 0 1,088
GENTEX CORP COM COM 371901109 39,584 1,095,617 SH   DFND 1 2,183,694 0 7,540
GENTHERM INC COM 37253A103 8,924 243,712 SH   DFND 1 243,632 0 80
GENTHERM INC COM 37253A103 62 1,708 SH   DFND 1 2 1,708 0 0
GENTIVA HEALTH SERVICES INC COM COM 37247A102 3,215 168,803 SH   DFND 1 168,803 0 0
GENTIVA HEALTH SERVICES INC COM COM 37247A102 95 5,000 SH   DFND 1 2 5,000 0 0
GENUINE PARTS CO COM COM 372460105 119,462 1,122,458 SH   DFND 1 1,120,649 0 1,809
GENUINE PARTS CO COM COM 372460105 40 376 SH   DFND 1 2 376 0 0
GENVEC INC COM NEW 37246C307 118 55,302 SH   DFND 1 55,302 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 31,855 3,752,560 SH   DFND 1 3,752,276 0 284
GEO GROUP INC/THE COM 36162J106 20,865 516,984 SH   DFND 1 516,984 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,769 104,500 SH   DFND 1 104,500 0 0
GERDAU SA SIDERURG SPON ADR REP PFD 373737105 55 15,673 SH   DFND 1 15,673 0 0
GERMAN AMERN BANCORP COM COM 373865104 2,043 66,951 SH   DFND 1 66,951 0 0
GERON CORP COM COM 374163103 2,885 887,781 SH   DFND 1 887,585 0 196
GETTY RLTY CORP NEW COM COM 374297109 3,049 167,438 SH   DFND 1 167,438 0 0
GEVO INC COM 374396109 157 491,221 SH   DFND 1 491,221 0 0
GFI GROUP INC COM 361652209 190 35,000 SH   DFND 1 2 35,000 0 0
GFI GROUP INC COM 361652209 2,158 396,002 SH   DFND 1 394,720 0 1,282
GIBRALTAR INDUSTRIES, INC COM 374689107 3,165 194,679 SH   DFND 1 194,679 0 0
GIGA TRONICS INC COM COM 375175106 27 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 2,043 115,274 SH   DFND 1 115,274 0 0
GIGOPTIX INC COM 37517Y103 110 91,853 SH   DFND 1 91,853 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 10,367 102,639 SH   DFND 1 102,639 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 58 12,544 SH   DFND 1 12,544 0 0
GILDAN ACTIVEWEAR INC COMSTK 2254645 1,670 29,863 SH   DFND 1 29,004 0 859
GILEAD SCIENCES INC COM COM 375558103 306 3,248 SH   DFND 1 2 3,248 0 0
GILEAD SCIENCES INC COM COM 375558103 1,116,750 11,862,192 SH   DFND 1 11,848,153 0 14,039
GLACIER BANCORP INC NEW COM COM 37637Q105 12,866 463,310 SH   DFND 1 463,310 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 1,691 98,539 SH   DFND 1 98,539 0 0
GLADSTONE LAND CORP COM 376549101 799 74,704 SH   DFND 1 74,704 0 0
GLATFELTER COM COM 377316104 6,048 236,562 SH   DFND 1 236,562 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 2 61 SH   DFND 1 2 61 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 2,798 65,487 SH   DFND 1 48,742 0 16,745
GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 687 50,000 SH   DFND 1 2 50,000 0 0
GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 13,370 973,094 SH   DFND 1 973,094 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 137 10,442 SH   DFND 1 2 10,442 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 1,662 126,331 SH   DFND 1 126,331 0 0
GLOBAL CASH ACCESS INC COM 378967103 7 1,108 SH   DFND 1 2 1,108 0 0
GLOBAL CASH ACCESS INC COM 378967103 4,068 568,991 SH   DFND 1 568,991 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 4,111 302,130 SH   DFND 1 302,130 0 0
GLOBAL HIGH INCOME FUND INC COM 37933G108 311 35,280 PRN   DFND 1 2 35,280 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,775 62,568 SH   DFND 1 62,568 0 0
GLOBAL PARTNERS LP-REDH COM UNITS 37946R109 262 7,970 SH   DFND 1 2 7,970 0 0
GLOBAL PMTS INC COM COM 37940X102 28,461 352,557 SH   DFND 1 352,100 0 457
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 1,008 73,025 SH   DFND 1 73,025 0 0
GLOBAL SOURCES LIMITED ORD G39300101 637 100,241 SH   DFND 1 100,241 0 0
GLOBALSCAPE INC COM 37940G109 65 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 3,850 1,400,335 SH   DFND 1 1,400,335 0 0
GLOBALSTAR INC COM 378973408 56 20,465 SH   DFND 1 2 20,465 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 6,674 387,354 SH   DFND 1 387,354 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 17 1,041 SH   DFND 1 2 1,041 0 0
GLOBUS MEDICAL INC- A CL A 379577208 9,035 380,105 SH   DFND 1 380,105 0 0
GLORI ENERGY INC COM 379606106 298 71,457 SH   DFND 1 71,457 0 0
GLOWPOINT INC COM NEW 379887201 76 70,219 SH   DFND 1 70,219 0 0
GLU MOBILE INC COM 379890106 2,134 547,321 SH   DFND 1 547,321 0 0
GLYCOMIMETICS INC COM 38000Q102 342 47,580 SH   DFND 1 47,580 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 23,011 490,029 SH   DFND 1 489,538 0 491
GOGO INC COM 38046C109 5,762 348,590 SH   DFND 1 348,590 0 0
GOLAR LNG LTD SHS G9456A100 22 609 SH   DFND 1 2 609 0 0
GOLAR LNG LTD SHS G9456A100 1,991 54,616 SH   DFND 1 54,616 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 411 13,218 SH   DFND 1 13,218 0 0
GOLD RESOURCES CORP COM 38068T105 883 261,472 SH   DFND 1 261,472 0 0
GOLD RESOURCES CORP COM 38068T105 43 12,885 SH   DFND 1 2 12,885 0 0
GOLDEN MINERALS COMPANY COM 381119106 100 186,795 SH   DFND 1 186,795 0 0
GOLDFIELD CORP COM 381370105 247 101,746 SH   DFND 1 101,746 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 215 1,111 SH   DFND 1 2 1,111 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 628,076 3,244,245 SH   DFND 1 3,237,106 0 7,139
GOODRICH PETROLEUM CORP COM NEW 382410405 909 204,954 SH   DFND 1 204,954 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 59,387 2,080,566 SH   DFND 1 2,077,548 0 3,018
GOOGLE INC - C CL C 38259P706 1,175,693 2,236,231 SH   DFND 1 2,233,853 0 2,378
GOOGLE INC - C CL C 38259P706 16 32 SH   DFND 1 2 32 0 0
GOOGLE INC-CL A COM CL A 38259P508 0 1 SH   DFND 1 2 1 0 0
GOOGLE INC-CL A COM CL A 38259P508 1,184,143 2,234,213 SH   DFND 1 2,229,663 0 4,550
GOPRO INC - CL A CL A 38268T103 9,159 144,886 SH   DFND 1 144,843 0 43
GOPRO INC - CL A CL A 38268T103 18 285 SH   DFND 1 2 285 0 0
GORDMANS STORES INC COM 38269P100 102 37,649 SH   DFND 1 37,649 0 0
GORMAN RUPP CO COM COM 383082104 3,254 101,329 SH   DFND 1 101,329 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 9,726 422,717 SH   DFND 1 422,717 0 0
GP STRATEGIES CORP COM COM 36225V104 3,376 99,502 SH   DFND 1 99,502 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 12,552 9,298,000 PRN   DFND 1 2 9,298,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 35,428 371,406 SH   DFND 1 370,757 0 649
GRACO INC COM COM 384109104 24,447 304,912 SH   DFND 1 303,792 0 1,120
GRAFTECH INTERNATIONAL LTD COM 384313102 3,198 632,159 SH   DFND 1 632,159 0 0
GRAHAM CORP COM 384556106 113 3,936 SH   DFND 1 2 3,936 0 0
GRAHAM CORP COM 384556106 1,665 57,876 SH   DFND 1 57,876 0 0
GRAHAM HOLDINGS CO COM 384637104 18,530 21,454 SH   DFND 1 21,374 0 80
GRAINGER W W INC COM COM 384802104 113,621 446,360 SH   DFND 1 444,714 0 1,646
GRAMERCY PROPERTY TRUST INC COM 38489R100 5,729 830,338 SH   DFND 1 830,338 0 0
GRAN TIERRA ENERGY INC COM 38500T101 39 10,160 SH   DFND 1 2 10,160 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 12,704 272,274 SH   DFND 1 272,274 0 0
GRANITE CONSTR INC COM COM 387328107 8,201 215,717 SH   DFND 1 215,717 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 28,931 2,124,190 SH   DFND 1 2,124,190 0 0
GRAY TELEVISION INC COM COM 389375106 2,851 254,610 SH   DFND 1 254,610 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 2,799 327,028 SH   DFND 1 327,028 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 22,238 782,782 SH   DFND 1 782,782 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 2,270 57,245 SH   DFND 1 57,245 0 0
GREAT WESTERN BANCORP INC COM 391416104 307 13,493 SH   DFND 1 13,493 0 0
GREATBATCH INC COM 39153L106 8,405 170,495 SH   DFND 1 170,495 0 0
GREEN BANCORP INC COM 39260X100 124 10,382 SH   DFND 1 10,382 0 0
GREEN BRICK PARTNERS INC COM 392709101 363 44,386 SH   DFND 1 44,386 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 3,861 188,438 SH   DFND 1 188,438 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 19 952 SH   DFND 1 2 952 0 0
GREEN PLAINS INC COM 393222104 8,311 335,398 SH   DFND 1 335,398 0 0
GREEN PLAINS INC COM 393222104 536 21,647 SH   DFND 1 2 21,647 0 0
GREENBRIER COS INC COM COM 393657101 7,157 133,221 SH   DFND 1 132,964 0 257
GREENBRIER COS INC COM COM 393657101 111 2,068 SH   DFND 1 2 2,068 0 0
GREENHILL & CO INC COM COM 395259104 80 1,846 SH   DFND 1 2 1,846 0 0
GREENHILL & CO INC COM COM 395259104 6,648 152,490 SH   DFND 1 152,423 0 67
GREENHUNTER ENERGY INC-REDH COM 39530A104 66 92,452 SH   DFND 1 92,452 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 5,353 163,966 SH   DFND 1 163,966 0 0
GREIF INC CL A 397624107 8,115 171,832 SH   DFND 1 171,632 0 200
GRIFFIN LAND & NURSERIES CL A 398231100 267 8,892 SH   DFND 1 8,892 0 0
GRIFFON CORP COM COM 398433102 3,279 246,546 SH   DFND 1 246,546 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 803 23,638 SH   DFND 1 23,041 0 597
GROUP 1 AUTOMOTIVE INC COM COM 398905109 10,921 121,866 SH   DFND 1 121,866 0 0
GROUPON INC COM CL A 399473107 18,804 2,276,611 SH   DFND 1 2,275,517 0 1,094
GRUBHUB INC COM 400110102 3,214 88,505 SH   DFND 1 88,505 0 0
GRUPO FIN SANTANDER - ADR B SPON ADR SHS B 40053C105 9 960 SH   DFND 1 0 0 960
GRUPO FIN SANTANDER - ADR B SPON ADR SHS B 40053C105 113 10,957 SH   DFND 1 2 10,957 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 161 10,190 SH   DFND 1 10,190 0 0
GSE SYSTEMS INC COM 36227K106 53 33,536 SH   DFND 1 33,536 0 0
GSI GROUP INC COM NEW 36191C205 2,022 137,430 SH   DFND 1 137,430 0 0
GSI TECHNOLOGY INC COM 36241U106 308 61,815 SH   DFND 1 61,815 0 0
GTT COMMUNICATIONS INC COM 362393100 167 12,638 SH   DFND 1 12,638 0 0
GTX INC COM 40052B108 131 179,910 SH   DFND 1 179,910 0 0
GUARANTY BANCORP COM NEW 40075T607 1,204 83,409 SH   DFND 1 83,409 0 0
GUESS INC COM COM 401617105 7,293 345,982 SH   DFND 1 345,782 0 200
GUIDANCE SOFTWARE INC COM 401692108 679 93,706 SH   DFND 1 93,706 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 18,566 366,711 SH   DFND 1 366,711 0 0
GULF COAST ULTRA ROYALTY TR UNT 40222T104 71 56,416 SH   DFND 1 56,416 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 1,585 81,760 SH   DFND 1 81,760 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 3,377 138,313 SH   DFND 1 138,313 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 146 6,003 SH   DFND 1 2 6,003 0 0
GULFPORT ENERGY CORP COM NEW 402635304 19,063 456,715 SH   DFND 1 456,715 0 0
GW PHARMACEUTICALS PLC ADR ADS 36197T103 209 3,101 SH   DFND 1 3,101 0 0
GY 4.0625 12/31/39 SDCV 4.062%12/3 368682AN0 33,637 16,570,000 PRN   DFND 1 2 16,570,000 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 4,764 169,600 SH   DFND 1 169,600 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 138 4,913 SH   DFND 1 2 4,913 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 217 6,715 SH   DFND 1 6,715 0 0
HACKETT GROUP INC/THE COM 404609109 1,295 147,438 SH   DFND 1 147,438 0 0
HAEMONETICS CORP COM COM 405024100 10,579 282,713 SH   DFND 1 282,713 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 30,550 524,106 SH   DFND 1 523,458 0 648
HALCON RESOURCES CORP COM NEW 40537Q209 2,624 1,474,577 SH   DFND 1 1,474,577 0 0
HALLADOR ENERGY CO COM 40609P105 760 69,100 SH   DFND 1 69,100 0 0
HALLIBURTON CO COM COM 406216101 184 4,680 SH   DFND 1 2 4,680 0 0
HALLIBURTON CO COM COM 406216101 253,619 6,456,771 SH   DFND 1 6,454,580 0 2,191
HALLMARK FINL SERVICES INC COM NEW 40624Q203 743 61,528 SH   DFND 1 61,528 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 5,553 575,514 SH   DFND 1 575,514 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 85 8,877 SH   DFND 1 2 8,877 0 0
HALYARD HEALTH INC - W/I COM 40650V100 11,189 246,077 SH   DFND 1 246,075 0 2
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 731 435,570 SH   DFND 1 435,570 0 0
HANCOCK HLDG CO COM COM 410120109 34 1,134 SH   DFND 1 2 1,134 0 0
HANCOCK HLDG CO COM COM 410120109 13,789 449,157 SH   DFND 1 449,157 0 0
HANDY & HARMAN LTD COM 410315105 1,723 37,441 SH   DFND 1 37,441 0 0
HANESBRANDS INC COM 410345102 58,781 526,910 SH   DFND 1 525,929 0 981
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 4,286 195,728 SH   DFND 1 195,728 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 5 243 SH   DFND 1 2 243 0 0
HANMI FINL CORP COM COM NEW 410495204 4,530 207,722 SH   DFND 1 207,722 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 1,682 118,267 SH   DFND 1 118,267 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 16,864 236,462 SH   DFND 1 235,208 0 1,254
HANSEN MEDICAL INC COM 411307101 177 318,745 SH   DFND 1 318,745 0 0
HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 16 15,362 SH   DFND 1 15,362 0 0
HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 33 30,252 SH   DFND 1 2 30,252 0 0
HARBINGER GROUP INC. COM 41146A106 8,591 606,774 SH   DFND 1 606,774 0 0
HARDINGE INC COM COM 412324303 557 46,765 SH   DFND 1 46,765 0 0
HARLEY DAVIDSON INC COM COM 412822108 104,298 1,584,535 SH   DFND 1 1,581,642 0 2,893
HARMAN INTL INDS INC COM COM 413086109 53,900 505,584 SH   DFND 1 504,720 0 864
HARMONIC INC COM COM 413160102 4,001 570,805 SH   DFND 1 570,805 0 0
HARRIS CORP DEL COM COM 413875105 922 12,851 SH   DFND 1 2 12,851 0 0
HARRIS CORP DEL COM COM 413875105 58,292 812,654 SH   DFND 1 812,565 0 89
HARSCO CORP COM COM 415864107 8,490 449,493 SH   DFND 1 449,493 0 0
HARTE-HANKS INC COM COM 416196103 1,969 254,503 SH   DFND 1 252,004 0 2,499
HARTFORD FINL SVCS GROUP IN COM COM 416515104 136,145 3,269,907 SH   DFND 1 3,268,449 0 1,458
HARVARD APPARATUS REGENERATIVE TECH INC COM 41690A106 85 26,986 SH   DFND 1 26,986 0 0
HARVARD BIOSCIENCE INC COM COM 416906105 344 60,721 SH   DFND 1 2 60,721 0 0
HARVARD BIOSCIENCE INC COM COM 416906105 621 109,649 SH   DFND 1 109,649 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 439 242,619 SH   DFND 1 242,619 0 0
HASBRO INC COM COM 418056107 18 343 SH   DFND 1 2 343 0 0
HASBRO INC COM COM 418056107 48,059 875,048 SH   DFND 1 874,120 0 928
HATTERAS FINANCIAL CORP COM 41902R103 9,782 530,798 SH   DFND 1 526,637 0 4,161
HAVERTY FURNITURE INC COM COM 419596101 221 10,043 SH   DFND 1 2 10,043 0 0
HAVERTY FURNITURE INC COM COM 419596101 2,736 124,328 SH   DFND 1 124,328 0 0
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 18,661 557,379 SH   DFND 1 557,379 0 0
HAWAIIAN HOLDINGS INC COM 419879101 72 2,801 SH   DFND 1 2 2,801 0 0
HAWAIIAN HOLDINGS INC COM 419879101 8,133 312,241 SH   DFND 1 312,241 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,481 53,750 SH   DFND 1 53,750 0 0
HAWKINS INC COM 420261109 1,894 43,734 SH   DFND 1 43,734 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,566 73,546 SH   DFND 1 73,546 0 0
HCA HOLDINGS INC. COM 40412C101 121,360 1,654,501 SH   DFND 1 1,653,366 0 1,135
HCA HOLDINGS INC. COM 40412C101 0 1 SH   DFND 1 2 1 0 0
HCC INS HLDGS INC COM COM 404132102 29,622 553,494 SH   DFND 1 548,805 0 4,689
HCI GROUP INC COM 40416E103 2,452 56,707 SH   DFND 1 56,627 0 80
HCN 6 1/2 PFD PER CON I 42217K601 16,223 245,700 PRN   DFND 1 2 245,700 0 0
HCP INC COM 40414L109 180,049 4,093,711 SH   DFND 1 4,090,962 0 2,749
HD SUPPLY HOLDINGS INC COM 40416M105 22,371 758,599 SH   DFND 1 756,928 0 1,671
HEADWATERS INC COM COM 42210P102 6,368 424,870 SH   DFND 1 424,870 0 0
HEALTH CARE REIT INC COM COM 42217K106 217,415 2,876,379 SH   DFND 1 2,874,487 0 1,892
HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 182 25,437 SH   DFND 1 25,437 0 0
HEALTH NET INC COM COM 42222G108 32,005 597,897 SH   DFND 1 597,230 0 667
HEALTH NET INC COM COM 42222G108 145 2,723 SH   DFND 1 2 2,723 0 0
HEALTHCARE ACQUISITION CORP COM 71714G102 395 218,299 SH   DFND 1 218,299 0 0
HEALTHCARE RLTY TR COM COM 421946104 18,058 660,991 SH   DFND 1 660,991 0 0
HEALTHCARE SVCS GRP INC COM COM 421906108 12,790 413,526 SH   DFND 1 413,526 0 0
HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 15,994 593,707 SH   DFND 1 593,707 0 0
HEALTHEQUITY INC COM 42226A107 1,764 69,324 SH   DFND 1 69,324 0 0
HEALTHSOUTH CORP COM COM NEW 421924309 20,602 535,698 SH   DFND 1 535,698 0 0
HEALTHSTREAM INC COM 42222N103 4,086 138,634 SH   DFND 1 138,634 0 0
HEALTHWAYS INC COM 422245100 4,029 202,700 SH   DFND 1 202,700 0 0
HEARTLAND EXPRESS INC COM COM 422347104 8,534 315,959 SH   DFND 1 315,959 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 1,998 73,745 SH   DFND 1 73,745 0 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 11,077 205,324 SH   DFND 1 205,324 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 6,405 87,238 SH   DFND 1 87,238 0 0
HEAT BIOLOGICS INC COM 42237K102 103 22,034 SH   DFND 1 22,034 0 0
HECLA MNG CO COM COM 422704106 5,297 1,898,642 SH   DFND 1 1,898,642 0 0
HEICO CORP NEW COM COM 422806109 11,001 182,145 SH   DFND 1 182,145 0 0
HEICO CORP-CL A CL A 422806208 7,652 161,586 SH   DFND 1 161,586 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 2,111 91,614 SH   DFND 1 91,614 0 0
HELEN OF TROY CORP LTD COM COM G4388N106 10,488 161,219 SH   DFND 1 161,219 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 11,750 541,481 SH   DFND 1 541,481 0 0
HELMERICH & PAYNE INC COM COM 423452101 56,652 841,323 SH   DFND 1 840,816 0 507
HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 516 38,255 SH   DFND 1 38,255 0 0
HEMISPHERX BIOPHARMA INC COM COM 42366C103 224 897,977 SH   DFND 1 897,977 0 0
HENRY JACK & ASSOC INC COM COM 426281101 31,762 511,138 SH   DFND 1 509,871 0 1,267
HERBALIFE LTD COM USD SHS G4412G101 13,397 355,518 SH   DFND 1 355,420 0 98
HERCULES OFFSHORE INC COM 427093109 890 890,707 SH   DFND 1 890,707 0 0
HERITAGE COMMERCE CORP COM COM 426927109 962 109,015 SH   DFND 1 109,015 0 0
HERITAGE FINANCIAL GROUP COM 42726X102 630 24,334 SH   DFND 1 24,334 0 0
HERITAGE FINL CORP WASH COM COM 42722X106 2,600 148,160 SH   DFND 1 148,160 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 958 49,354 SH   DFND 1 49,354 0 0
HERITAGE OAKS BANCORP COM 42724R107 982 117,087 SH   DFND 1 117,087 0 0
HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 597 48,463 SH   DFND 1 48,463 0 0
HERON THERAPEUTICS INC COM 427746102 1,262 125,484 SH   DFND 1 125,484 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 12 1,759 SH   DFND 1 2 1,759 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 9,781 1,391,459 SH   DFND 1 1,391,459 0 0
HERSHEY CO/THE COM 427866108 112,966 1,088,399 SH   DFND 1 1,086,471 0 1,928
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 55,661 2,232,998 SH   DFND 1 2,232,453 0 545
HESKA CORP COM COM RESTRC NEW 42805E306 364 20,080 SH   DFND 1 20,080 0 0
HESS CORP COM COM 42809H107 141,670 1,921,678 SH   DFND 1 1,910,033 0 11,645
HESS CORP COM COM 42809H107 369 5,000 SH   DFND 1 2 5,000 0 0
HEWLETT PACKARD CO COM COM 428236103 444 11,067 SH   DFND 1 2 11,067 0 0
HEWLETT PACKARD CO COM COM 428236103 596,760 14,888,794 SH   DFND 1 14,868,506 0 20,288
HEXCEL CORP NEW COM COM 428291108 20,668 498,167 SH   DFND 1 497,332 0 835
HFF INC-CLASS A CL A 40418F108 9,765 271,863 SH   DFND 1 271,863 0 0
HHGREGG INC -REDH COM 42833L108 567 74,973 SH   DFND 1 74,973 0 0
HIBBETT SPORTS INC COM 428567101 4 94 SH   DFND 1 2 94 0 0
HIBBETT SPORTS INC COM 428567101 7,274 150,206 SH   DFND 1 150,206 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 771 183,300 SH   DFND 1 183,300 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 24 5,779 SH   DFND 1 2 5,779 0 0
HIGHWOODS PPTYS INC COM COM 431284108 25,306 571,522 SH   DFND 1 571,522 0 0
HILL INTERNATIONAL INC COM 431466101 651 169,757 SH   DFND 1 169,757 0 0
HILLENBRAND INC -SPN COM 431571108 11,541 334,525 SH   DFND 1 334,525 0 0
HILL-ROM HOLDINGS INC COM 431475102 13,969 306,216 SH   DFND 1 304,766 0 1,450
HILLTOP HOLDINGS COM 432748101 7,804 391,186 SH   DFND 1 391,186 0 0
HILLTOP HOLDINGS COM 432748101 3 170 SH   DFND 1 2 170 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 19 750 SH   DFND 1 2 750 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 51,347 1,969,173 SH   DFND 1 1,965,354 0 3,819
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 214 26,584 SH   DFND 1 26,584 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 388 4,467 SH   DFND 1 4,467 0 0
HMS HOLDINGS CORP COM 40425J101 10,408 492,354 SH   DFND 1 492,354 0 0
HNI CORP COM COM 404251100 15,010 293,983 SH   DFND 1 293,229 0 754
HNI CORP COM COM 404251100 2 56 SH   DFND 1 2 56 0 0
HOLLYFRONTIER CORP COM 436106108 3 93 SH   DFND 1 2 93 0 0
HOLLYFRONTIER CORP COM 436106108 39,728 1,060,510 SH   DFND 1 1,057,603 0 2,907
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 362 14,842 SH   DFND 1 14,842 0 0
HOLOGIC INC COM COM 436440101 38,404 1,436,815 SH   DFND 1 1,436,664 0 151
HOME BANCORP INC COM 43689E107 417 18,204 SH   DFND 1 18,204 0 0
HOME BANCSHARES INC COM 436893200 10,519 327,101 SH   DFND 1 327,101 0 0
HOME DEPOT INC COM COM 437076102 1,055,878 10,071,734 SH   DFND 1 10,056,056 0 15,678
HOME LOAN SERVICING SOLUTION ORD SHS G6648D109 11,666 597,651 SH   DFND 1 597,651 0 0
HOME PROPERTIES INC COM 437306103 25,216 384,393 SH   DFND 1 384,393 0 0
HOMEAWAY INC COM 43739Q100 17 575 SH   DFND 1 2 575 0 0
HOMEAWAY INC COM 43739Q100 13,555 455,198 SH   DFND 1 455,198 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 81 2,718 SH   DFND 1 2 2,718 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 275 9,170 SH   DFND 1 9,170 0 0
HOMESTREET INC COM 43785V102 1,095 62,900 SH   DFND 1 62,900 0 0
HOMETRUST BANCSHARES INC COM 437872104 2,100 126,103 SH   DFND 1 126,103 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 515 17,462 SH   DFND 1 13,811 0 3,651
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 0 10 SH   DFND 1 2 10 0 0
HONEYWELL INTL INC COM COM 438516106 588,785 5,900,044 SH   DFND 1 5,890,287 0 9,757
HOOKER FURNITURE CORP COM 439038100 843 49,131 SH   DFND 1 49,131 0 0
HOOPER HOLMES INC COM COM 439104100 70 134,818 SH   DFND 1 134,818 0 0
HOPFED BANCORP INC COM 439734104 190 14,970 SH   DFND 1 14,970 0 0
HORACE MANN EDUCATORS CORP COM COM 440327104 11,009 331,815 SH   DFND 1 331,815 0 0
HORIZON BANCORP INDIANA COM 440407104 730 27,947 SH   DFND 1 27,947 0 0
HORIZON PHARMA PLC SHS G4617B105 5,205 403,816 SH   DFND 1 403,816 0 0
HORMEL FOODS CORP COM COM 440452100 1 20 SH   DFND 1 2 20 0 0
HORMEL FOODS CORP COM COM 440452100 52,871 1,016,130 SH   DFND 1 1,014,861 0 1,269
HORNBECK OFFSHORE SERVICES COM COM 440543106 4,616 184,863 SH   DFND 1 184,863 0 0
HORSEHEAD HOLDING CORP COM 440694305 4,724 298,453 SH   DFND 1 298,453 0 0
HORTONWORKS INC COM 440894103 345 12,789 SH   DFND 1 12,789 0 0
HOSPIRA INC COM COM 441060100 79,180 1,294,357 SH   DFND 1 1,294,231 0 126
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 32,189 1,038,383 SH   DFND 1 1,036,522 0 1,861
HOST MARRIOTT CORP NEW COM COM 44107P104 60 2,551 SH   DFND 1 2 2,551 0 0
HOST MARRIOTT CORP NEW COM COM 44107P104 163,080 6,868,135 SH   DFND 1 6,867,582 0 553
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13,149 634,926 SH   DFND 1 634,926 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 21 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 1,015 85,020 SH   DFND 1 85,020 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 2,932 710,039 SH   DFND 1 710,039 0 0
HOWARD HUGHES CORP COM 44267D107 26,073 199,920 SH   DFND 1 199,920 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 2,878 60,951 SH   DFND 1 38,132 0 22,819
HSN INC COM 404303109 16,754 220,452 SH   DFND 1 220,392 0 60
HUB GROUP INC CL A CL A 443320106 7,975 209,434 SH   DFND 1 209,434 0 0
HUBBELL INC CL B CL B 443510201 30,613 286,564 SH   DFND 1 286,564 0 0
HUBSPOT INC COM 443573100 690 20,530 SH   DFND 1 20,530 0 0
HUDSON CITY BANCORP COM COM 443683107 258 25,525 SH   DFND 1 2 25,525 0 0
HUDSON CITY BANCORP COM COM 443683107 39,471 3,905,159 SH   DFND 1 3,904,813 0 346
HUDSON GLOBAL INC COM 443787106 284 91,903 SH   DFND 1 91,903 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 9,660 321,379 SH   DFND 1 321,379 0 0
HUDSON TECHNOLOGIES INC COM 444144109 325 86,422 SH   DFND 1 86,422 0 0
HUDSON VALLEY HOLDING CORP COM 444172100 2,396 88,233 SH   DFND 1 88,233 0 0
HUMANA INC COM COM 444859102 4 31 SH   DFND 1 2 31 0 0
HUMANA INC COM COM 444859102 170,316 1,187,293 SH   DFND 1 1,185,182 0 2,111
HUNT J B TRANS SVCS INC COM COM 445658107 41,165 488,875 SH   DFND 1 488,814 0 61
HUNTINGTON BANCSHARES INC COM COM 446150104 67,041 6,380,614 SH   DFND 1 6,365,469 0 15,145
HUNTINGTON INGALLS INDUST-WI COM 446413106 33,601 298,790 SH   DFND 1 298,449 0 341
HUNTSMAN CORP COM 447011107 136 6,003 SH   DFND 1 2 6,003 0 0
HUNTSMAN CORP COM 447011107 23,537 1,033,270 SH   DFND 1 1,031,038 0 2,232
HURCO COMPANIES INC COM 447324104 1,603 47,027 SH   DFND 1 47,027 0 0
HURON CONSULTING GROUP INC COM 447462102 9,128 133,483 SH   DFND 1 133,483 0 0
HUTCHINSON TECHNOLOGY INC COM COM 448407106 454 129,870 SH   DFND 1 129,870 0 0
HUTCHINSON TECHNOLOGY INC COM COM 448407106 19 5,600 SH   DFND 1 2 5,600 0 0
HWAY 1 1/2 07/01/18 NOTE 1.500% 7/0 422245AB6 5,783 4,930,000 PRN   DFND 1 2 4,930,000 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 8 142 SH   DFND 1 2 142 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 17,823 296,024 SH   DFND 1 296,024 0 0
HYPERDYNAMICS CORP COM NEW 448954206 89 116,356 SH   DFND 1 116,356 0 0
HYPERION THERAPEUTICS INC COM 44915N101 2,162 90,093 SH   DFND 1 90,093 0 0
HYSTER-YALE MATERIALS CL A 449172105 63 870 SH   DFND 1 2 870 0 0
HYSTER-YALE MATERIALS CL A 449172105 7,193 98,267 SH   DFND 1 98,267 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 25,001 411,283 SH   DFND 1 410,612 0 671
IAO KUN GROUP HOLDING CO LTD ORD USD SHS G47204105 15 11,874 SH   DFND 1 11,874 0 0
IBERIABANK CORP COM COM 450828108 12,223 188,495 SH   DFND 1 188,495 0 0
IBIO INC COM 451033104 234 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 623 68,027 SH   DFND 1 68,027 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 2,944 31,847 SH   DFND 1 31,847 0 0
ICF INTERNATIONAL INC COM 44925C103 4,807 117,316 SH   DFND 1 117,316 0 0
ICON PLC SHS G4705A100 504 9,903 SH   DFND 1 2 9,903 0 0
ICON PLC SHS G4705A100 815 15,998 SH   DFND 1 15,998 0 0
ICONIX BRAND GROUP INC COM 451055107 9,482 280,625 SH   DFND 1 280,625 0 0
ICONIX BRAND GROUP INC COM 451055107 35 1,043 SH   DFND 1 2 1,043 0 0
ICU MED INC COM COM 44930G107 8,030 98,052 SH   DFND 1 98,052 0 0
ID SYSTEMS INC COM 449489103 329 49,278 SH   DFND 1 49,278 0 0
IDACORP INC COM COM 451107106 20,051 302,944 SH   DFND 1 302,944 0 0
IDEAL POWER INC COM 451622104 86 11,857 SH   DFND 1 11,857 0 0
IDENTIVE GROUP INC COM NEW 45170X205 726 52,274 SH   DFND 1 52,274 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,941 440,211 SH   DFND 1 440,211 0 0
IDEX CORP COM COM 45167R104 32,441 416,778 SH   DFND 1 413,177 0 3,601
IDEXX LABS INC COM COM 45168D104 40,915 275,954 SH   DFND 1 275,454 0 500
IDT CORP CL B CL B NEW 448947507 103 5,075 SH   DFND 1 2 5,075 0 0
IDT CORP CL B CL B NEW 448947507 3,273 161,181 SH   DFND 1 161,181 0 0
IEC ELECTRS CORP NEW COM COM 44949L105 86 18,187 SH   DFND 1 18,187 0 0
IF BANCORP INC COM 44951J105 278 16,768 SH   DFND 1 16,768 0 0
IGATE CAPITAL CORP COM COM 45169U105 8,781 222,429 SH   DFND 1 222,429 0 0
IGI LABORATORIES INC COM 449575109 1,340 152,304 SH   DFND 1 152,304 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 267 33,969 SH   DFND 1 33,969 0 0
IGNYTA INC COM 451731103 275 40,190 SH   DFND 1 40,190 0 0
IHS INC-CLASS A CL A 451734107 18 162 SH   DFND 1 2 162 0 0
IHS INC-CLASS A CL A 451734107 37,841 332,486 SH   DFND 1 332,429 0 57
II VI INC COM COM 902104108 4,270 312,870 SH   DFND 1 312,870 0 0
IKANOS COMMUNICATIONS INC COM 45173E105 117 378,460 SH   DFND 1 378,460 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 243,768 2,577,644 SH   DFND 1 2,575,613 0 2,031
ILLUMINA INC COM COM 452327109 143,338 776,957 SH   DFND 1 775,273 0 1,684
IMATION CORP COM COM 45245A107 470 124,073 SH   DFND 1 124,073 0 0
IMMERSION CORP COM COM 452521107 1,781 188,104 SH   DFND 1 188,104 0 0
IMMUNE DESIGN CORP COM 45252L103 1,060 34,459 SH   DFND 1 34,459 0 0
IMMUNOGEN INC COM COM 45253H101 3,219 527,772 SH   DFND 1 527,772 0 0
IMMUNOGEN INC COM COM 45253H101 35 5,880 SH   DFND 1 2 5,880 0 0
IMMUNOMEDICS INC COM COM 452907108 2,531 527,336 SH   DFND 1 527,336 0 0
IMPAC MTG HLDGS INC COM COM NEW 45254P508 159 25,695 SH   DFND 1 25,695 0 0
IMPAX LABORATORIES INC COM 45256B101 13,236 417,807 SH   DFND 1 417,807 0 0
IMPERIAL HOLDINGS INC COM 452834104 538 82,555 SH   DFND 1 82,555 0 0
IMPERIAL OIL LTD COMSTK 2454241 3,200 75,150 SH   DFND 1 73,866 0 1,284
IMPERVA INC COM 45321L100 5,977 120,931 SH   DFND 1 120,931 0 0
IMPERVA INC COM 45321L100 62 1,255 SH   DFND 1 2 1,255 0 0
IMPRIVATA INC COM 45323J103 278 21,444 SH   DFND 1 21,444 0 0
IMRIS INC COM 45322N105 9 11,657 SH   DFND 1 11,657 0 0
IMS HEALTH HOLDINGS INC COM 44970B109 9,735 379,682 SH   DFND 1 379,682 0 0
IMUNOCELLULAR THERAPEUTICS COM 452536105 321 439,847 SH   DFND 1 439,847 0 0
INC RESEARCH HOLDINGS INC - A CL A 45329R109 1,379 53,690 SH   DFND 1 53,690 0 0
INCONTACT INC COM 45336E109 3,048 346,849 SH   DFND 1 346,849 0 0
INCYTE INC COM 45337C102 53 725 SH   DFND 1 2 725 0 0
INCYTE INC COM 45337C102 59,196 810,125 SH   DFND 1 808,271 0 1,854
INDEPENDENCE CONTRACT DRILLING INC. COM 453415309 225 43,228 SH   DFND 1 43,228 0 0
INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 506 36,300 SH   DFND 1 36,300 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 820 88,184 SH   DFND 1 88,184 0 0
INDEPENDENT BANK CORP MASS COM COM 453836108 6,327 147,798 SH   DFND 1 147,798 0 0
INDEPENDENT BANK CORP MICH COM COM NEW 453838609 1,734 132,927 SH   DFND 1 132,927 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 1,513 38,757 SH   DFND 1 38,757 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 29 745 SH   DFND 1 2 745 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 94 15,946 SH   DFND 1 15,946 0 0
INFINERA CORP -REDH COM 45667G103 301 20,497 SH   DFND 1 2 20,497 0 0
INFINERA CORP -REDH COM 45667G103 10,118 687,407 SH   DFND 1 687,407 0 0
INFINITY PHARMACEUTICALS INC COM COM 45665G303 611 36,226 SH   DFND 1 2 36,226 0 0
INFINITY PHARMACEUTICALS INC COM COM 45665G303 5,090 301,415 SH   DFND 1 301,415 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 5,171 66,942 SH   DFND 1 66,942 0 0
INFOBLOX INC COM 45672H104 5,295 262,045 SH   DFND 1 261,506 0 539
INFORMATICA CORP COM COM 45666Q102 21,968 576,084 SH   DFND 1 575,179 0 905
INFORMATION SERVICES GROUP COM 45675Y104 561 133,090 SH   DFND 1 133,090 0 0
INFOSONICS CORP COM 456784107 45 41,938 SH   DFND 1 41,938 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 146 46,642 SH   DFND 1 46,642 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 89 28,477 SH   DFND 1 2 28,477 0 0
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 522 40,301 SH   DFND 1 36,633 0 3,668
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 129,532 2,046,012 SH   DFND 1 2,045,250 0 762
INGLES MKTS INC CL A CL A 457030104 2,944 79,397 SH   DFND 1 79,397 0 0
INGLES MKTS INC CL A CL A 457030104 25 684 SH   DFND 1 2 684 0 0
INGRAM MICRO INC CL A CL A 457153104 23,528 851,260 SH   DFND 1 849,364 0 1,896
INGREDION INC COM 457187102 34,537 407,093 SH   DFND 1 405,546 0 1,547
INLAND REAL ESTATE CORPORATION COM NEW 457461200 6,462 590,169 SH   DFND 1 590,169 0 0
INNERWORKINGS INC -REDH COM 45773Y105 1,647 211,497 SH   DFND 1 211,497 0 0
INNODATA ISOGEN CORP COM NEW 457642205 222 76,039 SH   DFND 1 76,039 0 0
INNOPHOS HOLDINGS INC -REDH COM 45774N108 8,595 147,057 SH   DFND 1 147,057 0 0
INNOSPEC INC COM 45768S105 733 17,168 SH   DFND 1 2 17,168 0 0
INNOSPEC INC COM 45768S105 7,045 165,003 SH   DFND 1 165,003 0 0
INNOVATIVE SOLUTIONS & SUPP COM COM 45769N105 188 59,371 SH   DFND 1 59,371 0 0
INOGEN INC COM 45780L104 1,692 53,957 SH   DFND 1 53,957 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 99 10,887 SH   DFND 1 2 10,887 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 2,945 320,820 SH   DFND 1 320,820 0 0
INPHI CORP COM 45772F107 2,377 128,626 SH   DFND 1 128,626 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 6,423 248,089 SH   DFND 1 248,089 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 273 10,578 SH   DFND 1 2 10,578 0 0
INSIGNIA SYS INC COM COM 45765Y105 102 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM NEW COM PAR $.01 457669307 4,050 261,860 SH   DFND 1 261,860 0 0
INSPERITY INC COM 45778Q107 3,989 117,713 SH   DFND 1 117,613 0 100
INSPIREMD INC COM NEW 45779A309 76 98,457 SH   DFND 1 98,457 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 1,207 67,734 SH   DFND 1 67,734 0 0
INSTEEL INDUSTRIES INC COM COM 45774W108 2,303 97,695 SH   DFND 1 97,695 0 0
INSTITUTIONAL FINANCIAL MARKET COM 45779L107 41 23,694 SH   DFND 1 23,694 0 0
INSULET CORP -REDH COM 45784P101 14,405 312,746 SH   DFND 1 312,746 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 2,739 64,988 SH   DFND 1 64,829 0 159
INTEGRA LIFESCIENCES HLDGS COM NEW COM NEW 457985208 8,088 149,160 SH   DFND 1 149,160 0 0
INTEGRATED DEVICE TECHNOLOG COM COM 458118106 8 428 SH   DFND 1 2 428 0 0
INTEGRATED DEVICE TECHNOLOG COM COM 458118106 17,244 879,827 SH   DFND 1 879,827 0 0
INTEGRATED ELECTRICAL SVC COM COM 45811E301 468 60,046 SH   DFND 1 60,046 0 0
INTEGRATED SILICON SOLUTION COM COM 45812P107 2,819 170,175 SH   DFND 1 170,175 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 47,331 608,742 SH   DFND 1 608,203 0 539
INTEGRYS ENERGY GROUP INC COM 45822P105 1,167 15,000 SH   DFND 1 2 15,000 0 0
INTEL CORP COM COM 458140100 1,434,090 39,564,739 SH   DFND 1 39,521,404 0 43,335
INTELIQUENT INC COM 45825N107 58 2,972 SH   DFND 1 2 2,972 0 0
INTELIQUENT INC COM 45825N107 7,366 375,252 SH   DFND 1 375,252 0 0
INTELLI-CHECK INC COM COM NEW 45817G201 33 11,261 SH   DFND 1 11,261 0 0
INTELSAT SA COM L5140P101 160 9,239 SH   DFND 1 2 9,239 0 0
INTELSAT SA COM L5140P101 2,292 132,079 SH   DFND 1 132,079 0 0
INTER PARFUMS INC COM COM 458334109 3,037 110,653 SH   DFND 1 110,653 0 0
INTERACTIVE BROKERS GRP COM 45841N107 8,944 306,725 SH   DFND 1 305,261 0 1,464
INTERACTIVE INTELLIGENCE IN GROUP COM 45841V109 4,494 93,833 SH   DFND 1 93,833 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 18 116 SH   DFND 1 2 116 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 10,032 64,311 SH   DFND 1 64,276 0 35
INTERCHANGE CORP COM 53954W104 145 140,265 SH   DFND 1 140,265 0 0
INTERCLOUD SYSTEMS INC COM NEW 458488202 105 35,997 SH   DFND 1 35,997 0 0
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 185,568 847,323 SH   DFND 1 845,860 0 1,463
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NEW2014 45857P509 472 11,787 SH   DFND 1 8,720 0 3,067
INTERDIGITAL INC COM 45867G101 12,401 234,433 SH   DFND 1 234,433 0 0
INTERFACE INC CL A COM 458665304 5,767 350,168 SH   DFND 1 350,168 0 0
INTERMOLECULAR INC COM 45882D109 139 72,423 SH   DFND 1 72,423 0 0
INTERNAP CORP COM PAR $.001 45885A300 2,461 309,275 SH   DFND 1 309,275 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 9,373 353,178 SH   DFND 1 353,178 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 531 3,314 SH   DFND 1 2 3,314 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,124,746 7,019,389 SH   DFND 1 7,010,790 0 8,599
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 65,422 646,216 SH   DFND 1 645,963 0 253
INTERNATIONAL GAME TECHNOLO COM COM 459902102 345 20,000 SH   DFND 1 2 20,000 0 0
INTERNATIONAL GAME TECHNOLO COM COM 459902102 22,376 1,297,176 SH   DFND 1 1,297,176 0 0
INTERNATIONAL RECTIFIER COR COM COM 460254105 15,173 380,276 SH   DFND 1 380,276 0 0
INTERNATIONAL SHIPHOLDING C COM NEW COM NEW 460321201 552 37,086 SH   DFND 1 36,709 0 377
INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 5,215 164,798 SH   DFND 1 164,798 0 0
INTERPHASE CORP COM COM 460593106 51 22,543 SH   DFND 1 22,543 0 0
INTERPUBLIC GROUP COS INC COM COM 460690100 64,222 3,096,223 SH   DFND 1 3,095,156 0 1,067
INTERSECT ENT INC COM 46071F103 542 29,272 SH   DFND 1 29,272 0 0
INTERSECTIONS INC COM 460981301 228 58,396 SH   DFND 1 58,396 0 0
INTERSIL CORP CL A CL A 46069S109 10,907 753,831 SH   DFND 1 750,851 0 2,980
INTERVAL LEISURE GROUP COM 46113M108 5,129 245,566 SH   DFND 1 245,566 0 0
INTERVAL LEISURE GROUP COM 46113M108 93 4,475 SH   DFND 1 2 4,475 0 0
INTERVEST BANCSHARES CORP COM 460927106 854 84,987 SH   DFND 1 84,987 0 0
INTERXON CORP COM 46122T102 5,682 206,402 SH   DFND 1 206,402 0 0
INTEST CORP COM COM 461147100 154 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM COM 461148108 923 118,828 SH   DFND 1 118,828 0 0
INTL FCSTONE INC COM 46116V105 1,769 86,033 SH   DFND 1 86,033 0 0
INTL PAPER CO COM COM 460146103 171,731 3,209,203 SH   DFND 1 3,207,412 0 1,791
INTRA-CELLULAR THERAPIES INC COM 46116X101 2,025 114,734 SH   DFND 1 114,734 0 0
INTRALINKS HOLDINGS INC COM 46118H104 2,421 203,451 SH   DFND 1 203,451 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 1,019 85,422 SH   DFND 1 85,422 0 0
INTREPID POTASH INC COM 46121Y102 4,520 325,663 SH   DFND 1 325,663 0 0
INTUIT COM COM 461202103 201,111 2,184,228 SH   DFND 1 2,180,339 0 3,889
INTUITIVE SURGICAL INC COM COM NEW 46120E602 146,269 276,885 SH   DFND 1 276,357 0 528
INUVO INC. COM NEW 46122W204 138 106,848 SH   DFND 1 106,848 0 0
INUVO INC. COM NEW 46122W204 76 58,798 SH   DFND 1 2 58,798 0 0
INVACARE CORP COM COM 461203101 2,588 154,436 SH   DFND 1 154,436 0 0
INVENSENSE IN COM 46123D205 68 4,196 SH   DFND 1 2 4,196 0 0
INVENSENSE IN COM 46123D205 6,725 413,592 SH   DFND 1 413,592 0 0
INVENTERGY GLOBAL INC COM 46123X102 16 23,240 SH   DFND 1 23,240 0 0
INVENTURE GROUP INC COM 461212102 1,329 104,328 SH   DFND 1 104,328 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 12 801 SH   DFND 1 2 801 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 10,351 669,544 SH   DFND 1 662,079 0 7,465
INVESCO PLC SHS G491BT108 128,658 3,259,746 SH   DFND 1 3,259,409 0 337
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 8,106 389,359 SH   DFND 1 389,359 0 0
INVESTORS BANCORP INC COM 46146L101 21,169 1,885,952 SH   DFND 1 1,885,952 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 11 1,463 SH   DFND 1 2 1,463 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 5,145 629,756 SH   DFND 1 629,756 0 0
INVESTORS TITLE CO COM COM 461804106 406 5,615 SH   DFND 1 5,615 0 0
ION GEOPHYSICAL CORP COM COM 462044108 1,940 705,481 SH   DFND 1 705,481 0 0
ION GEOPHYSICAL CORP COM COM 462044108 238 86,562 SH   DFND 1 2 86,562 0 0
IPASS INC COM 46261V108 490 358,201 SH   DFND 1 358,201 0 0
IPC THE HOSPITALIST CO-REDH COM 44984A105 4,672 101,818 SH   DFND 1 101,818 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 14,294 190,802 SH   DFND 1 190,413 0 389
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 15,181 42,200 PRN   DFND 1 2 42,200 0 0
IRIDEX CORP COM COM 462684101 163 19,221 SH   DFND 1 19,221 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 82 8,500 SH   DFND 1 2 8,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,556 467,364 SH   DFND 1 467,364 0 0
IROBOT CORP COM 462726100 5,820 167,637 SH   DFND 1 167,637 0 0
IRON MTN INC PA COM COM 462846106 52,833 1,368,346 SH   DFND 1 1,367,322 0 1,024
IRON MTN INC PA COM COM 462846106 5 143 SH   DFND 1 2 143 0 0
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 0 18 SH   DFND 1 2 18 0 0
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 10,967 715,868 SH   DFND 1 715,868 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 2,902 61,712 PRN   DFND 1 57,384 0 4,328
ISHARES MSCI USA MIN VOLATILITY USA MIN VOL ETF 46429B697 5,062 125,057 PRN   DFND 1 125,057 0 0
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 688 6,002 PRN   DFND 1 6,002 0 0
ISIS PHARMACEUTICALS INC COM COM 464330109 43,704 707,878 SH   DFND 1 707,678 0 200
ISIS PHARMACEUTICALS INC COM COM 464330109 18 294 SH   DFND 1 2 294 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 1,069 127,802 SH   DFND 1 127,802 0 0
ISORAY INC COM 46489V104 355 243,771 SH   DFND 1 243,771 0 0
ISRAMCO INC COM NEW 465141406 694 5,031 SH   DFND 1 5,031 0 0
ISTAR FINANCIAL INC COM 45031U101 6,398 468,740 SH   DFND 1 468,740 0 0
ITC HOLDINGS CORP COM 465685105 32,120 794,467 SH   DFND 1 794,467 0 0
ITERIS INC COM 46564T107 109 63,460 SH   DFND 1 63,460 0 0
ITRON INC COM COM 465741106 9,877 233,557 SH   DFND 1 233,557 0 0
ITT EDUCATIONAL SERVICES IN COM COM 45068B109 1,021 106,276 SH   DFND 1 106,276 0 0
ITT INDS INC IND COM COM NEW 450911201 19,046 470,746 SH   DFND 1 470,746 0 0
ITT INDS INC IND COM COM NEW 450911201 18 468 SH   DFND 1 2 468 0 0
IXIA COM COM 45071R109 3,890 345,865 SH   DFND 1 345,865 0 0
IXYS CORP COM COM 46600W106 2,233 177,247 SH   DFND 1 177,247 0 0
J & J SNACK FOODS CORP COM COM 466032109 9,700 89,185 SH   DFND 1 89,185 0 0
J2 GLOBAL INC COM 48123V102 16,118 259,972 SH   DFND 1 259,772 0 200
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 103 12,694 SH   DFND 1 12,694 0 0
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 88 10,797 SH   DFND 1 2 10,797 0 0
JABIL CIRCUIT INC COM COM 466313103 22,624 1,036,387 SH   DFND 1 1,029,828 0 6,559
JACK IN THE BOX INC COM COM 466367109 22,160 277,142 SH   DFND 1 277,142 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 58 1,298 SH   DFND 1 2 1,298 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 44,464 996,254 SH   DFND 1 996,178 0 76
JAKKS PAC INC COM COM 47012E106 770 113,363 SH   DFND 1 113,363 0 0
JAMBA INC COM NEW 47023A309 1,307 86,631 SH   DFND 1 86,631 0 0
JANUS CAPITAL GROUP INC COM 47102X105 0 42 SH   DFND 1 2 42 0 0
JANUS CAPITAL GROUP INC COM 47102X105 13,312 825,314 SH   DFND 1 824,914 0 400
JARDEN CORP COM COM 471109108 44,144 922,460 SH   DFND 1 921,331 0 1,129
JASON INDUSTRIES INC COM 471172106 107 10,867 SH   DFND 1 10,867 0 0
JAVELIN MORTGAGE INVESTMENT CORP COM 47200B104 620 59,792 SH   DFND 1 59,792 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 52,453 320,542 SH   DFND 1 319,609 0 933
JD.COM INC - ADR SPON ADR CL A 47215P106 2,931 126,687 SH   DFND 1 126,687 0 0
JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 17,549 1,279,146 SH   DFND 1 1,277,812 0 1,334
JETBLUE AIRWAYS CORP COM 477143101 26,763 1,687,491 SH   DFND 1 1,687,491 0 0
JETBLUE AIRWAYS CORP COM 477143101 257 16,254 SH   DFND 1 2 16,254 0 0
JG WENTWORTH CO CL A 46618D108 665 62,447 SH   DFND 1 62,447 0 0
JIAYUAN.COM INTERNATIONAL-ADR SPONSORED ADR 477374102 67 14,131 SH   DFND 1 2 14,131 0 0
JIAYUAN.COM INTERNATIONAL-ADR SPONSORED ADR 477374102 6 1,386 SH   DFND 1 1,386 0 0
JIVE SOFTWARE INC COM 47760A108 1,295 214,828 SH   DFND 1 214,828 0 0
JMP GROUP INC COM 46629U107 249 32,706 SH   DFND 1 2 32,706 0 0
JOE'S JEANS INC COM 47777N101 70 214,353 SH   DFND 1 214,353 0 0
JOHN B. SANFILIPPO & SON COM 800422107 2,353 51,717 SH   DFND 1 51,355 0 362
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 4,899 149,100 SH   DFND 1 149,100 0 0
JOHNSON & JOHNSON COM COM 478160104 2,297,907 22,002,034 SH   DFND 1 21,975,020 0 27,014
JOHNSON & JOHNSON COM COM 478160104 107 1,026 SH   DFND 1 2 1,026 0 0
JOHNSON CTLS INC COM COM 478366107 237,346 4,916,413 SH   DFND 1 4,907,522 0 8,891
JOHNSON OUTDOORS INC CL A CL A 479167108 1,001 32,093 SH   DFND 1 32,093 0 0
JONES ENERGY INC COM CL A 48019R108 753 66,068 SH   DFND 1 66,068 0 0
JONES LANG LASALLE INC COM COM 48020Q107 30 206 SH   DFND 1 2 206 0 0
JONES LANG LASALLE INC COM COM 48020Q107 34,067 227,220 SH   DFND 1 226,544 0 676
JOURNAL COMMUNICATIONS INC-A CL A 481130102 2,748 240,458 SH   DFND 1 240,458 0 0
JOY GLOBAL INC COM COM 481165108 185 3,985 SH   DFND 1 2 3,985 0 0
JOY GLOBAL INC COM COM 481165108 34,554 743,761 SH   DFND 1 743,338 0 423
JP MORGAN CHASE & CO COM 46625H100 1,843,733 29,498,328 SH   DFND 1 29,457,000 0 41,328
JP MORGAN CHASE & CO COM 46625H100 332 5,309 SH   DFND 1 2 5,309 0 0
JUNIPER NETWORKS INC COM COM 48203R104 14 656 SH   DFND 1 2 656 0 0
JUNIPER NETWORKS INC COM COM 48203R104 73,160 3,281,633 SH   DFND 1 3,280,327 0 1,306
JUNO THERAPEUTICS INC COM 48205A109 1,037 19,864 SH   DFND 1 19,864 0 0
K12 INC COM 48273U102 3,606 303,793 SH   DFND 1 303,793 0 0
K12 INC COM 48273U102 693 58,395 SH   DFND 1 2 58,395 0 0
K2M GROUP HOLDINGS INC COM 48273J107 1,339 64,206 SH   DFND 1 64,206 0 0
KADANT INC COM COM 48282T104 4,461 104,511 SH   DFND 1 104,511 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 349 4,896 SH   DFND 1 2 4,896 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 7,728 108,195 SH   DFND 1 108,195 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 132 76,360 SH   DFND 1 76,360 0 0
KAMAN CORP COM 483548103 5,886 146,833 SH   DFND 1 146,833 0 0
KANDI TECHNOLOGIES CORP COM 483709101 177 12,674 SH   DFND 1 12,674 0 0
KANSAS CITY LIFE INS CO COM COM 484836101 923 19,226 SH   DFND 1 19,226 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 99,934 820,007 SH   DFND 1 818,856 0 1,151
KAPSTONE PAPER AND PACKAGING COM 48562P103 13,301 453,837 SH   DFND 1 453,837 0 0
KAR AUCTION SERVICES INC COM 48238T109 25,255 728,862 SH   DFND 1 726,707 0 2,155
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,893 77,314 SH   DFND 1 77,314 0 0
KATE SPADE & CO COM 485865109 20,123 628,651 SH   DFND 1 627,704 0 947
KB HOME COM COM 48666K109 7,633 461,236 SH   DFND 1 461,236 0 0
KBR INC COM 48242W106 12,926 762,641 SH   DFND 1 762,641 0 0
KCG HOLDINGS CL A 48244B100 5,406 464,088 SH   DFND 1 464,088 0 0
KEARNY FINANCIAL CORP COM 487169104 1,283 93,352 SH   DFND 1 93,352 0 0
KELLOGG CO COM COM 487836108 119,729 1,832,116 SH   DFND 1 1,831,328 0 788
KELLOGG CO COM COM 487836108 123 1,886 SH   DFND 1 2 1,886 0 0
KELLY SVCS INC CL A CL A 488152208 2,640 155,141 SH   DFND 1 155,141 0 0
KELLY SVCS INC CL A CL A 488152208 4 241 SH   DFND 1 2 241 0 0
KEMET CORP COM COM NEW 488360207 895 213,318 SH   DFND 1 213,318 0 0
KEMET CORP COM COM NEW 488360207 6 1,658 SH   DFND 1 2 1,658 0 0
KEMPER CORP COM 488401100 5 154 SH   DFND 1 2 154 0 0
KEMPER CORP COM 488401100 10,076 279,055 SH   DFND 1 279,055 0 0
KENNAMETAL INC COM COM 489170100 187 5,227 SH   DFND 1 2 5,227 0 0
KENNAMETAL INC COM COM 489170100 14,841 414,686 SH   DFND 1 414,686 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 10,275 406,160 SH   DFND 1 406,160 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 7,531 532,270 SH   DFND 1 532,270 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 109 824 SH   DFND 1 2 824 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 124,963 945,051 SH   DFND 1 943,846 0 1,205
KEY ENERGY SVCS INC COM COM 492914106 1,181 707,493 SH   DFND 1 707,493 0 0
KEY TECHNOLOGY INC COM COM 493143101 162 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 260 32,780 SH   DFND 1 32,780 0 0
KEYCORP NEW COM COM 493267108 86 6,192 SH   DFND 1 2 6,192 0 0
KEYCORP NEW COM COM 493267108 95,939 6,910,655 SH   DFND 1 6,908,169 0 2,486
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 29,110 862,037 SH   DFND 1 861,846 0 191
KEYW HOLDING CORP/THE COM 493723100 1,889 182,061 SH   DFND 1 182,061 0 0
KFORCE INC COM COM 493732101 4,082 169,184 SH   DFND 1 169,184 0 0
KI HOLDINGS INC COM 50060P106 2,875 110,688 SH   DFND 1 110,688 0 0
KILROY RLTY CORP COM COM 49427F108 36,583 529,664 SH   DFND 1 528,122 0 1,542
KIMBALL ELECTRONICS INC-W/I COM 49428J109 3,519 292,841 SH   DFND 1 292,841 0 0
KIMBALL INTL INC CL B CL B 494274103 3,589 393,589 SH   DFND 1 393,589 0 0
KIMBALL INTL INC CL B CL B 494274103 323 35,516 SH   DFND 1 2 35,516 0 0
KIMBERLY CLARK CORP COM COM 494368103 313,959 2,720,941 SH   DFND 1 2,715,272 0 5,669
KIMBERLY CLARK CORP COM COM 494368103 150 1,305 SH   DFND 1 2 1,305 0 0
KIMCO REALTY CORP COM COM 49446R109 91,990 3,663,109 SH   DFND 1 3,662,840 0 269
KINDER MORGAN INC COM 49456B101 122 2,895 SH   DFND 1 2 2,895 0 0
KINDER MORGAN INC COM 49456B101 524,810 12,420,727 SH   DFND 1 12,400,342 0 20,385
KINDRED BIOSCIENCES INC COM 494577109 75 10,137 SH   DFND 1 2 10,137 0 0
KINDRED BIOSCIENCES INC COM 494577109 504 67,656 SH   DFND 1 67,656 0 0
KINDRED HEALTHCARE INC COM COM 494580103 7,003 385,214 SH   DFND 1 385,214 0 0
KINROSS GOLD CORP COMSTK B03Z841 784 282,061 SH   DFND 1 273,292 0 8,769
KIRBY CORP COM COM 497266106 22,122 273,996 SH   DFND 1 273,996 0 0
KIRBY CORP COM COM 497266106 118 1,473 SH   DFND 1 2 1,473 0 0
KIRKLAND'S INC COM 497498105 2,135 90,332 SH   DFND 1 90,332 0 0
KITE PHARMA INC COM 49803L109 3,958 68,641 SH   DFND 1 68,641 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 14,854 516,870 SH   DFND 1 516,870 0 0
KLA-TENCOR CORP COM COM 482480100 88,069 1,254,018 SH   DFND 1 1,253,317 0 701
KLA-TENCOR CORP COM COM 482480100 19 279 SH   DFND 1 2 279 0 0
KLX INC COM 482539103 175 4,250 SH   DFND 1 2 4,250 0 0
KLX INC COM 482539103 12,485 302,813 SH   DFND 1 302,809 0 4
KMG CHEMICALS INC COM 482564101 943 47,179 SH   DFND 1 47,179 0 0
KNIGHT TRANSN INC COM COM 499064103 11,290 335,437 SH   DFND 1 335,437 0 0
KNOLL INC COM NEW 498904200 5,527 261,109 SH   DFND 1 260,045 0 1,064
KNOWLES CORP COM 49926D109 10,429 442,870 SH   DFND 1 442,870 0 0
KOFAX LTD COM USD G5307C105 590 84,052 SH   DFND 1 84,052 0 0
KOHLS CORP COM COM 500255104 101,672 1,667,665 SH   DFND 1 1,666,470 0 1,195
KONA GRILL INC COM 50047H201 781 33,854 SH   DFND 1 33,854 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 40 7,487 SH   DFND 1 7,487 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 202 37,485 SH   DFND 1 2 37,485 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW NY REG SH NEW 500472303 271 9,370 SH   DFND 1 7,649 0 1,721
KOPIN CORP COM COM 500600101 1,129 312,020 SH   DFND 1 312,020 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 11,485 399,368 SH   DFND 1 399,368 0 0
KOSMOS ENERGY LTD SHS G5315B107 4,979 593,550 SH   DFND 1 593,550 0 0
KRAFT FOODS GROUP INC COM 50076Q106 274,515 4,386,751 SH   DFND 1 4,384,235 0 2,516
KRATON PERFORMANCE POLYMERS COM 50077C106 3,573 171,905 SH   DFND 1 171,905 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 1,241 247,347 SH   DFND 1 247,347 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 7,228 366,169 SH   DFND 1 366,169 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 5 282 SH   DFND 1 2 282 0 0
KROGER CO COM COM 501044101 238,837 3,724,314 SH   DFND 1 3,721,605 0 2,709
KRONOS WORLDWIDE INC COM 50105F105 0 31 SH   DFND 1 2 31 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,734 133,186 SH   DFND 1 131,342 0 1,844
KULICKE & SOFFA INDS INC COM COM 501242101 5,751 397,783 SH   DFND 1 397,783 0 0
KVH INDUSTRIES INC COM 482738101 994 78,585 SH   DFND 1 78,585 0 0
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 3,444 99,329 SH   DFND 1 99,329 0 0
L BRANDS INC COM 501797104 159,535 1,845,681 SH   DFND 1 1,843,807 0 1,874
L N B BANCORP INC COM 502100100 406 22,566 SH   DFND 1 22,566 0 0
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 81,863 649,449 SH   DFND 1 648,360 0 1,089
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 946 51,315 SH   DFND 1 51,315 0 0
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 102 5,556 SH   DFND 1 2 5,556 0 0
LA QUINTA HOLDINGS INC COM 50420D108 7,212 326,965 SH   DFND 1 326,965 0 0
LA Z BOY INC COM COM 505336107 9,033 336,578 SH   DFND 1 336,578 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 73,521 682,220 SH   DFND 1 682,162 0 58
LACLEDE GROUP INC COM COM 505597104 12,019 225,924 SH   DFND 1 225,924 0 0
LADDER CAPITAL CORP-CLASS A CL A 505743104 1,825 93,109 SH   DFND 1 93,109 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 12 3,048 SH   DFND 1 2 3,048 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,330 589,914 SH   DFND 1 589,914 0 0
LAKELAND BANCORP INC COM COM 511637100 2,278 194,760 SH   DFND 1 194,760 0 0
LAKELAND FINL CORP COM COM 511656100 4,136 95,166 SH   DFND 1 95,166 0 0
LAKELAND INDUSTRIES INC COM 511795106 225 24,091 SH   DFND 1 24,091 0 0
LAKES ENTERTAINMENT COM NEW 51206P208 248 37,137 SH   DFND 1 37,137 0 0
LAM RESEARCH CORP COM COM 512807108 98,292 1,240,440 SH   DFND 1 1,237,733 0 2,707
LAMAR ADVERTISING CO CL A CL A 512816109 20,576 383,596 SH   DFND 1 381,957 0 1,639
LANCASTER COLONY CORP COM COM 513847103 11,088 118,417 SH   DFND 1 118,417 0 0
LANDAUER INC COM COM 51476K103 1,902 55,734 SH   DFND 1 55,734 0 0
LANDEC CORP COM 514766104 2,113 153,009 SH   DFND 1 153,009 0 0
LANDS END INC COM 51509F105 4,369 80,979 SH   DFND 1 80,979 0 0
LANDSTAR SYS INC COM COM 515098101 16,872 232,621 SH   DFND 1 232,274 0 347
LANDSTAR SYS INC COM COM 515098101 28 387 SH   DFND 1 2 387 0 0
LANNET INC COM COM 516012101 7,137 166,449 SH   DFND 1 166,309 0 140
LAREDO PETROLEUM HOLDINGS IN COM 516806106 4,533 438,048 SH   DFND 1 438,048 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 94 9,106 SH   DFND 1 2 9,106 0 0
LAS VEGAS SANDS CORP COM 517834107 103,893 1,787,477 SH   DFND 1 1,786,928 0 549
LAS VEGAS SANDS CORP COM 517834107 160 2,768 SH   DFND 1 2 2,768 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 29,990 741,061 SH   DFND 1 741,061 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 8,242 1,196,292 SH   DFND 1 1,196,292 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 92 13,476 SH   DFND 1 2 13,476 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 122,930 1,615,460 SH   DFND 1 1,614,985 0 475
LAWSON PRODS INC COM COM 520776105 804 30,290 SH   DFND 1 30,290 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,091 114,423 SH   DFND 1 114,423 0 0
LAZARD LTD SHS A G54050102 311 6,229 SH   DFND 1 2 6,229 0 0
LAZARD LTD SHS A G54050102 7,814 156,199 SH   DFND 1 155,412 0 787
LCNB CORPORATION COM 50181P100 377 25,022 SH   DFND 1 25,022 0 0
LDR HOLDING CORP COM 50185U105 2,708 82,638 SH   DFND 1 82,638 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 79 16,753 SH   DFND 1 2 16,753 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 1,625 344,292 SH   DFND 1 344,292 0 0
LEAR CORP COM NEW 521865204 50,584 515,747 SH   DFND 1 514,482 0 1,265
LEAR CORP COM NEW 521865204 22 231 SH   DFND 1 2 231 0 0
LEE ENTERPRISES INC COM COM 523768109 1,030 279,992 SH   DFND 1 279,992 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 196 17,171 SH   DFND 1 17,171 0 0
LEGG MASON INC COM COM 524901105 39,824 747,185 SH   DFND 1 747,115 0 70
LEGGETT & PLATT INC COM COM 524660107 6 164 SH   DFND 1 2 164 0 0
LEGGETT & PLATT INC COM COM 524660107 44,182 1,038,259 SH   DFND 1 1,037,442 0 817
LEIDOS HOLDINGS INC COM 525327102 14,838 340,956 SH   DFND 1 340,956 0 0
LEMAITRE VASCULAR INC COM 525558201 232 30,409 SH   DFND 1 30,409 0 0
LENNAR CORP COM CL A 526057104 60,731 1,356,994 SH   DFND 1 1,356,412 0 582
LENNOX INTL INC COM COM 526107107 21,146 222,427 SH   DFND 1 221,968 0 459
LEUCADIA NATL CORP COM COM 527288104 53,964 2,409,967 SH   DFND 1 2,409,757 0 210
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 100,998 2,048,073 SH   DFND 1 2,043,625 0 4,448
LEXICON GENETICS INC COM COM 528872104 1,653 1,817,134 SH   DFND 1 1,817,134 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 12,371 1,126,714 SH   DFND 1 1,126,714 0 0
LEXMARK INTL NEW CL A CL A 529771107 18,848 456,709 SH   DFND 1 455,796 0 913
LEXMARK INTL NEW CL A CL A 529771107 310 7,532 SH   DFND 1 2 7,532 0 0
LGI HOMES INC COM 50187T106 1,103 73,963 SH   DFND 1 73,963 0 0
LHC GROUP LLC COM 50187A107 2,221 71,233 SH   DFND 1 71,233 0 0
LIBBEY INC COM COM 529898108 3,892 123,820 SH   DFND 1 123,820 0 0
LIBERATOR MEDICAL HOLDINGS INC COM 53012L108 665 229,382 SH   DFND 1 229,382 0 0
LIBERTY BROADBAND - RIGHTS W/I RIGHT 01/09/2015 530307115 782 82,325 SH   DFND 1 82,324 0 1
LIBERTY BROADBAND A - W/I COM SER A 530307107 6,905 137,862 SH   DFND 1 137,858 0 4
LIBERTY BROADBAND C W/I COM SER C 530307305 15,015 301,405 SH   DFND 1 301,405 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 4 88 SH   DFND 1 2 88 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 61,666 1,228,945 SH   DFND 1 1,221,251 0 7,694
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 143,543 2,973,135 SH   DFND 1 2,972,707 0 428
LIBERTY MEDIA CORP - A CL A 531229102 22,627 641,853 SH   DFND 1 641,680 0 173
LIBERTY MEDIA CORP - A CL A 531229102 19 562 SH   DFND 1 2 562 0 0
LIBERTY MEDIA CORP - C COM SER C 531229300 38,083 1,087,676 SH   DFND 1 1,087,676 0 0
LIBERTY MEDIA CORP - C COM SER C 531229300 16 467 SH   DFND 1 2 467 0 0
LIBERTY MEDIA-INTERACTIVE A COM INT COM SER A 53071M104 75,392 2,563,924 SH   DFND 1 2,563,595 0 329
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 36,577 972,481 SH   DFND 1 972,382 0 99
LIBERTY TAX INC CL A 53128T102 618 17,300 SH   DFND 1 17,300 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 10,279 382,152 SH   DFND 1 382,152 0 0
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 433 11,530 SH   DFND 1 2 11,530 0 0
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 27,799 736,984 SH   DFND 1 736,268 0 716
LIFE PARTNERS HOLDINGS INC COM 53215T106 48 72,592 SH   DFND 1 72,592 0 0
LIFE TIME FITNESS INC COM 53217R207 11,707 206,765 SH   DFND 1 206,765 0 0
LIFELOCK INC COM 53224V100 8,786 474,705 SH   DFND 1 474,705 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 18,294 254,409 SH   DFND 1 254,409 0 0
LIFETIME BRANDS INC COM 53222Q103 926 53,874 SH   DFND 1 53,874 0 0
LIFEVANTAGE CORP COM 53222K106 619 476,469 SH   DFND 1 476,469 0 0
LIFEWAY FOODS INC COM 531914109 536 28,961 SH   DFND 1 28,961 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 6,040 113,529 SH   DFND 1 113,529 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 100 1,885 SH   DFND 1 2 1,885 0 0
LIGHTBRIDGE CORP COM 53224K104 72 46,493 SH   DFND 1 46,493 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 19 21,491 SH   DFND 1 21,491 0 0
LILIS ENERGY INC COM 532403102 34 47,935 SH   DFND 1 47,935 0 0
LILLY ELI & CO COM COM 532457108 539,000 7,822,317 SH   DFND 1 7,811,485 0 10,832
LIMELIGHT NETWORKS INC -REDH COM 53261M104 823 297,217 SH   DFND 1 297,217 0 0
LIMONEIRA CO COM 532746104 1,512 60,530 SH   DFND 1 60,530 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 291 103,523 SH   DFND 1 103,523 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 31,784 460,040 SH   DFND 1 458,863 0 1,177
LINCOLN NATL CORP IND COM COM 534187109 113,536 1,971,279 SH   DFND 1 1,970,327 0 952
LINDSAY MFG CO COM COM 535555106 6,067 70,770 SH   DFND 1 70,770 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 83,146 1,825,744 SH   DFND 1 1,824,974 0 770
LINKEDIN CORP - A COM CL A 53578A108 120,876 526,517 SH   DFND 1 525,506 0 1,011
LINN CO LLC COMSHS LTD INT 535782106 372 35,887 SH   DFND 1 35,887 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 641 63,327 SH   DFND 1 63,327 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 0 1 SH   DFND 1 2 1 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 1,984 345,169 SH   DFND 1 345,169 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 13,078 408,441 SH   DFND 1 407,942 0 499
LIPOCINE INC COM 53630X104 251 47,750 SH   DFND 1 47,750 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 98 90,569 SH   DFND 1 90,569 0 0
LIQUID HOLDINGS GROUP LLC COM 53633A101 79 252,520 SH   DFND 1 252,520 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 123 15,064 SH   DFND 1 2 15,064 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 1,257 153,910 SH   DFND 1 153,910 0 0
LITHIA MTRS INC CL A CL A 536797103 10,739 123,889 SH   DFND 1 123,889 0 0
LITTELFUSE INC COM COM 537008104 12,316 127,404 SH   DFND 1 127,404 0 0
LIVE NATION ENTERTAINMENT, INC. COM 538034109 19,453 745,053 SH   DFND 1 744,251 0 802
LIVEDEAL INC COM NEW 538144304 110 35,271 SH   DFND 1 35,271 0 0
LIVEPERSON INC COM 538146101 4,268 302,711 SH   DFND 1 302,711 0 0
LIVEPERSON INC COM 538146101 37 2,628 SH   DFND 1 2 2,628 0 0
LKQ CORP COM 501889208 45,231 1,609,397 SH   DFND 1 1,608,154 0 1,243
LKQ CORP COM 501889208 2 103 SH   DFND 1 2 103 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 919 198,230 SH   DFND 1 110,857 0 87,373
LMI AEROSPACE INC COM 502079106 843 59,803 SH   DFND 1 59,803 0 0
LOCKHEED MARTIN CORP COM COM 539830109 393,435 2,045,685 SH   DFND 1 2,042,632 0 3,053
LOCKHEED MARTIN CORP COM COM 539830109 132 690 SH   DFND 1 2 690 0 0
LOEWS CORP COM COM 540424108 96,502 2,299,625 SH   DFND 1 2,299,384 0 241
LOEWS CORP COM COM 540424108 19 472 SH   DFND 1 2 472 0 0
LOGITECH INTERNATIONAL - REG SHS H50430232 600 44,737 SH   DFND 1 44,737 0 0
LOGMEIN INC COM 54142L109 7,486 151,737 SH   DFND 1 151,737 0 0
LO-JACK CORP COM COM 539451104 205 81,104 SH   DFND 1 81,104 0 0
LOOKSMART LTD COM COM PAR $0.001 543442602 14 19,066 SH   DFND 1 19,066 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 6,376 81,008 SH   DFND 1 81,008 0 0
LORILLARD INC COM 544147101 167,711 2,668,127 SH   DFND 1 2,667,880 0 247
LORILLARD INC COM 544147101 1,724 27,400 SH   DFND 1 2 27,400 0 0
LOUISIANA PAC CORP COM COM 546347105 12,419 749,956 SH   DFND 1 749,956 0 0
LOWES COS INC COM COM 548661107 506,041 7,364,741 SH   DFND 1 7,352,623 0 12,118
LOXO ONCOLOGY INC COM 548862101 326 27,795 SH   DFND 1 27,795 0 0
LPATH INC - CLASS A COM NEW 548910306 205 73,014 SH   DFND 1 73,014 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 7 175 SH   DFND 1 2 175 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 18,112 406,571 SH   DFND 1 406,571 0 0
LRAD CORP COM 50213V109 375 139,046 SH   DFND 1 139,046 0 0
LSB INDUSTRIES INC COM 502160104 3,222 102,505 SH   DFND 1 102,505 0 0
LSI INDS INC COM COM 50216C108 740 109,041 SH   DFND 1 109,041 0 0
LTC PPTYS INC COM COM 502175102 10,471 242,554 SH   DFND 1 242,554 0 0
LUBYS INC COM COM 549282101 270 59,532 SH   DFND 1 59,532 0 0
LUCAS ENERGY INC COM NEW 549333201 4 34,712 SH   DFND 1 34,712 0 0
LULULEMON ATHLETICA INC COM 550021109 29,064 521,280 SH   DFND 1 520,868 0 412
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 9,671 145,856 SH   DFND 1 145,856 0 0
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 79 1,192 SH   DFND 1 2 1,192 0 0
LUMINEX CORP DEL COM COM 55027E102 4,375 233,243 SH   DFND 1 233,243 0 0
LUMOS NETWORKS CORP COM 550283105 1,792 106,589 SH   DFND 1 106,589 0 0
LUNA INNOVATIONS INC COM 550351100 37 26,569 SH   DFND 1 26,569 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 227 5,908 SH   DFND 1 5,908 0 0
LUXOTTICA GROUP S P A SPONSORED ADR SPONSORED ADR 55068R202 269 4,952 SH   DFND 1 3,479 0 1,473
LYDALL INC DEL COM COM 550819106 3,269 99,620 SH   DFND 1 99,620 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 1,194 15,047 SH   DFND 1 2 15,047 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 249,724 3,149,634 SH   DFND 1 3,149,028 0 606
M & T BK CORP COM COM 55261F104 126,729 1,010,080 SH   DFND 1 1,008,570 0 1,510
M D C HLDGS INC COM COM 552676108 5,266 198,969 SH   DFND 1 198,869 0 100
M SMUCKER CO/THE-NEW COM COM NEW 832696405 79,087 784,194 SH   DFND 1 781,478 0 2,716
M/I HOMES INC COM 55305B101 3,009 131,084 SH   DFND 1 131,084 0 0
MACATAWA BK CORP COM COM 554225102 660 121,430 SH   DFND 1 121,430 0 0
MACERICH CO COM COM 554382101 208 2,500 SH   DFND 1 2 2,500 0 0
MACERICH CO COM COM 554382101 105,491 1,266,073 SH   DFND 1 1,265,741 0 332
MACK CALI RLTY CORP COM COM 554489104 11,712 614,490 SH   DFND 1 614,490 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 2,550 81,535 SH   DFND 1 81,535 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 14 461 SH   DFND 1 2 461 0 0
MACROGENICS INC COM 556099109 2,249 64,150 SH   DFND 1 64,150 0 0
MACY'S INC COM 55616P104 180,248 2,744,814 SH   DFND 1 2,738,869 0 5,945
MACY'S INC COM 55616P104 7 116 SH   DFND 1 2 116 0 0
MADDEN STEVEN LTD COM COM 556269108 11,591 364,161 SH   DFND 1 364,161 0 0
MADISON SQUARE GAR INC-A-W/I CL A 55826P100 25,632 340,582 SH   DFND 1 340,157 0 425
MAGELLAN HEALTH INC COM NEW 559079207 13,030 217,070 SH   DFND 1 217,070 0 0
MAGELLAN PETROLEUM CORP COM 559091301 189 208,026 SH   DFND 1 208,026 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 135 16,631 SH   DFND 1 16,631 0 0
MAGNEGAS CORP COM NEW 55939L202 37 54,865 SH   DFND 1 54,865 0 0
MAGNETEK INC COM COM NEW 559424403 394 9,712 SH   DFND 1 9,712 0 0
MAGNUM HUNTER RESOURCES CORP COM 55973B102 3,374 1,074,717 SH   DFND 1 1,074,717 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,460 348,772 SH   DFND 1 348,772 0 0
MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 2,176 104,026 SH   DFND 1 104,026 0 0
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 35 28,094 SH   DFND 1 28,094 0 0
MAKEMYTRIP LTD SHS V5633W109 280 10,807 SH   DFND 1 10,807 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 1,237 64,210 SH   DFND 1 64,210 0 0
MALLINCKRODT PLC SHS G5785G107 85,135 860,797 SH   DFND 1 860,625 0 172
MALLINCKRODT PLC SHS G5785G107 91 922 SH   DFND 1 2 922 0 0
MANDALAY DIGITAL GROUP INC COM NEW 562562207 498 149,827 SH   DFND 1 149,827 0 0
MANHATTAN ASSOCS INC COM COM 562750109 15 376 SH   DFND 1 2 376 0 0
MANHATTAN ASSOCS INC COM COM 562750109 22,082 542,311 SH   DFND 1 542,311 0 0
MANITEX INTERNATIONAL INC COM 563420108 872 68,624 SH   DFND 1 68,624 0 0
MANITOWOC INC COM COM 563571108 221 10,000 SH   DFND 1 2 10,000 0 0
MANITOWOC INC COM COM 563571108 14,873 673,018 SH   DFND 1 672,762 0 256
MANNING & NAPIER INC CL A 56382Q102 85 6,196 SH   DFND 1 2 6,196 0 0
MANNING & NAPIER INC CL A 56382Q102 1,185 85,791 SH   DFND 1 85,791 0 0
MANNKIND CORP COM COM 56400P201 17 3,365 SH   DFND 1 2 3,365 0 0
MANNKIND CORP COM COM 56400P201 7,940 1,522,664 SH   DFND 1 1,522,140 0 524
MANPOWER INC COM COM 56418H100 30,187 443,052 SH   DFND 1 442,795 0 257
MANPOWER INC COM COM 56418H100 30 443 SH   DFND 1 2 443 0 0
MANTECH INTL CORP CL A CL A 564563104 4,059 134,278 SH   DFND 1 134,278 0 0
MANULIFE FINL CORP COMSTK 2492519 8,859 469,348 SH   DFND 1 460,397 0 8,951
MARATHON OIL CORP COM COM 565849106 142,064 5,028,310 SH   DFND 1 5,026,079 0 2,231
MARATHON PATENT GROUP INC COM NEW 56585W203 243 28,868 SH   DFND 1 28,868 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 510 5,654 SH   DFND 1 2 5,654 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 193,187 2,143,082 SH   DFND 1 2,139,283 0 3,799
MARCHEX INC-CLASS B CL B 56624R108 707 154,187 SH   DFND 1 154,187 0 0
MARCUS & MILLICHAP INC COM 566324109 167 5,042 SH   DFND 1 2 5,042 0 0
MARCUS & MILLICHAP INC COM 566324109 3,185 95,797 SH   DFND 1 95,797 0 0
MARCUS CORP COM COM 566330106 1,908 103,110 SH   DFND 1 103,110 0 0
MARIN SOFTWARE INC COM 56804T106 679 80,285 SH   DFND 1 80,285 0 0
MARINE PRODS CORP COM COM 568427108 348 41,234 SH   DFND 1 41,234 0 0
MARINEMAX INC COM COM 567908108 2,954 147,342 SH   DFND 1 147,342 0 0
MARKEL CORP COM COM 570535104 50,334 73,713 SH   DFND 1 73,713 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 11 163 SH   DFND 1 2 163 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 15,883 221,492 SH   DFND 1 221,492 0 0
MARKETO INC COM 57063L107 5,468 167,117 SH   DFND 1 167,117 0 0
MARKIT LTD SHS G58249106 1,259 47,662 SH   DFND 1 47,662 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 1,820 88,692 SH   DFND 1 88,692 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 7 91 SH   DFND 1 2 91 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 127,949 1,641,883 SH   DFND 1 1,641,717 0 166
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 549 7,373 SH   DFND 1 2 7,373 0 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 16,633 223,148 SH   DFND 1 223,148 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 287 79,735 SH   DFND 1 79,735 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 60 1,057 SH   DFND 1 2 1,057 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 224,854 3,933,512 SH   DFND 1 3,932,143 0 1,369
MARTEN TRANSPORT LTD COM 573075108 3,275 149,840 SH   DFND 1 149,840 0 0
MARTHA STEWART LIVING OMNIM CL A CL A 573083102 627 145,673 SH   DFND 1 145,673 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 49,955 453,408 SH   DFND 1 453,315 0 93
MARTIN MARIETTA MATLS INC COM COM 573284106 85 773 SH   DFND 1 2 773 0 0
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 261 9,738 SH   DFND 1 9,738 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 337 23,278 SH   DFND 1 2 23,278 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 43,700 3,014,895 SH   DFND 1 3,013,744 0 1,151
MASCO CORP COM COM 574599106 65,698 2,610,561 SH   DFND 1 2,609,002 0 1,559
MASCO CORP COM COM 574599106 378 15,000 SH   DFND 1 2 15,000 0 0
MASIMO CORP -REDH COM 574795100 11,502 436,675 SH   DFND 1 436,675 0 0
MASONITE INTERNATIONAL CORP COM 575385109 6,401 104,152 SH   DFND 1 104,152 0 0
MAST THERAPEUTICS INC COM 576314108 314 560,868 SH   DFND 1 560,868 0 0
MASTEC INC COM COM 576323109 8,054 356,257 SH   DFND 1 356,257 0 0
MASTERCARD INC CL A 57636Q104 635,159 7,381,418 SH   DFND 1 7,369,487 0 11,931
MATADOR RESOURCES CO COM 576485205 7,432 367,393 SH   DFND 1 367,393 0 0
MATERION CORP COM 576690101 3,953 112,229 SH   DFND 1 112,229 0 0
MATRIX SERVICE CO COM 576853105 338 15,159 SH   DFND 1 2 15,159 0 0
MATRIX SERVICE CO COM 576853105 6,515 291,911 SH   DFND 1 291,911 0 0
MATSON INC COM 57686G105 7,957 230,513 SH   DFND 1 230,513 0 0
MATTEL INC COM COM 577081102 81,975 2,652,324 SH   DFND 1 2,650,079 0 2,245
MATTERSIGHT CORP COM 577097108 310 49,628 SH   DFND 1 49,628 0 0
MATTHEWS INTL CORP CL A CL A 577128101 8,321 170,985 SH   DFND 1 170,985 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 5,577 96,023 SH   DFND 1 96,023 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 34 600 SH   DFND 1 2 600 0 0
MATTSON TECHNOLOGY INC COM COM 577223100 1,165 342,832 SH   DFND 1 342,832 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 298 49,253 SH   DFND 1 49,253 0 0
MAVENIR SYSTEMS INC COM 577675101 786 57,984 SH   DFND 1 57,702 0 282
MAXIM INTEGRATED PRODS INC COM COM 57772K101 47,790 1,500,278 SH   DFND 1 1,498,135 0 2,143
MAXIMUS INC COM COM 577933104 21,216 386,889 SH   DFND 1 386,889 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 49 6,613 SH   DFND 1 2 6,613 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 1,185 160,050 SH   DFND 1 160,050 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,524 167,119 SH   DFND 1 167,119 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 35 3,937 SH   DFND 1 2 3,937 0 0
MB FINANCIAL INC NEW COM COM 55264U108 13,378 407,124 SH   DFND 1 407,124 0 0
MBIA INC COM COM 55262C100 11,563 1,212,134 SH   DFND 1 1,212,134 0 0
MBT FINANCIAL CORP COM 578877102 146 29,448 SH   DFND 1 29,448 0 0
MCCLATCHY CO CL A CL A 579489105 1,360 409,691 SH   DFND 1 409,691 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 70,935 955,955 SH   DFND 1 955,679 0 276
MCDERMOTT INTL INC COM COM 580037109 3,737 1,284,328 SH   DFND 1 1,284,328 0 0
MCDONALDS CORP COM COM 580135101 341 3,643 SH   DFND 1 2 3,643 0 0
MCDONALDS CORP COM COM 580135101 689,874 7,372,053 SH   DFND 1 7,362,683 0 9,370
MCEWEN MINING INC COM 58039P107 15 14,012 SH   DFND 1 2 14,012 0 0
MCEWEN MINING INC COM 58039P107 1,189 1,071,650 SH   DFND 1 1,071,650 0 0
MCGRATH RENTCORP COM COM 580589109 5,100 142,229 SH   DFND 1 142,229 0 0
MCGRAW HILL COS INC COM COM 580645109 185,061 2,082,458 SH   DFND 1 2,079,981 0 2,477
MCGRAW HILL COS INC COM COM 580645109 72 820 SH   DFND 1 2 820 0 0
MCKESSON CORP COM COM 58155Q103 346,329 1,670,663 SH   DFND 1 1,667,209 0 3,454
MDC PARTNERS INC CL A SUB VTG 552697104 1,042 45,875 SH   DFND 1 45,875 0 0
MDU RES GROUP INC COM COM 552690109 23,711 1,009,578 SH   DFND 1 1,009,328 0 250
MDU RES GROUP INC COM COM 552690109 27 1,152 SH   DFND 1 2 1,152 0 0
MEAD JOHNSON NUTRITION COM 582839106 153,123 1,524,979 SH   DFND 1 1,522,714 0 2,265
MEADOWBROOK INS GROUP INC COM COM 58319P108 2,015 238,193 SH   DFND 1 238,193 0 0
MEADWESTVACO CORP COM COM 583334107 56,765 1,280,400 SH   DFND 1 1,278,782 0 1,618
MEADWESTVACO CORP COM COM 583334107 52 1,181 SH   DFND 1 2 1,181 0 0
MEDASSETS INC-REDH COM 584045108 7,151 361,929 SH   DFND 1 361,929 0 0
MEDGENICS COM NEW 58436Q203 481 95,072 SH   DFND 1 95,072 0 0
MEDIA GEN INC CL A COM 58441K100 6,508 389,028 SH   DFND 1 389,028 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 13,085 949,584 SH   DFND 1 949,584 0 0
MEDICINES CO COM COM 584688105 10,732 387,891 SH   DFND 1 387,891 0 0
MEDICINOVA INC COM NEW 58468P206 217 71,396 SH   DFND 1 71,396 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 14,687 307,596 SH   DFND 1 307,596 0 0
MEDIFAST INC COM 58470H101 97 2,903 SH   DFND 1 2 2,903 0 0
MEDIFAST INC COM 58470H101 2,310 68,874 SH   DFND 1 68,874 0 0
MEDIVATION INC COM 58501N101 40,274 404,542 SH   DFND 1 404,309 0 233
MEDIVATION INC COM 58501N101 47 481 SH   DFND 1 2 481 0 0
MEDNAX INC. COM 58502B106 33,965 513,765 SH   DFND 1 512,567 0 1,198
MEDTRONIC INC COM COM 585055106 316 4,384 SH   DFND 1 2 4,384 0 0
MEDTRONIC INC COM COM 585055106 553,231 7,672,026 SH   DFND 1 7,660,426 0 11,600
MEETME INC COM 585141104 255 167,218 SH   DFND 1 167,218 0 0
MEI PHARMA INC COM NEW 55279B202 373 87,584 SH   DFND 1 87,584 0 0
MELA SCIENCES INC COM NEW 55277R308 19 16,057 SH   DFND 1 16,057 0 0
MELCO PBL ENTERTAINMENT-ADR ADR 585464100 1,245 49,032 SH   DFND 1 49,032 0 0
MELCO PBL ENTERTAINMENT-ADR ADR 585464100 32 1,263 SH   DFND 1 2 1,263 0 0
MELLANOX TECH LTD SHS M51363113 517 12,120 SH   DFND 1 12,120 0 0
MEMORIAL PRODUCTION PARTNERS COM U REP LTD 586048100 319 21,919 SH   DFND 1 21,919 0 0
MEMORIAL RESOURCE DEVELOPMENT COM 58605Q109 7,432 412,210 SH   DFND 1 412,210 0 0
MENS WEARHOUSE INC COM COM 587118100 11,068 250,712 SH   DFND 1 250,712 0 0
MENTOR GRAPHICS CORP COM COM 587200106 12,630 576,202 SH   DFND 1 576,202 0 0
MERCADOLIBRE INC COM 58733R102 1,508 11,816 SH   DFND 1 11,816 0 0
MERCANTILE BANK CORP COM 587376104 1,447 68,881 SH   DFND 1 68,881 0 0
MERCER INTL INC SH BEN INT COM 588056101 2,624 213,530 SH   DFND 1 213,530 0 0
MERCER INTL INC SH BEN INT COM 588056101 416 33,878 SH   DFND 1 2 33,878 0 0
MERCHANTS BANCSHARES COM COM 588448100 1,689 55,157 SH   DFND 1 55,157 0 0
MERCK & CO INC COM COM 58933Y105 1,276,042 22,497,245 SH   DFND 1 22,471,316 0 25,929
MERCK & CO INC COM COM 58933Y105 427 7,533 SH   DFND 1 2 7,533 0 0
MERCURY COMPUTER SYS COM COM 589378108 2,674 192,119 SH   DFND 1 192,119 0 0
MERCURY GENL CORP NEW COM COM 589400100 11,684 206,185 SH   DFND 1 205,385 0 800
MEREDITH CORP COM COM 589433101 11,387 209,644 SH   DFND 1 209,269 0 375
MERGE HEALTHCARE INC COM 589499102 1,321 371,217 SH   DFND 1 371,217 0 0
MERIDIAN BANCORP INC COM 58958U103 1,621 144,512 SH   DFND 1 144,512 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 110 6,698 SH   DFND 1 2 6,698 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 3,906 237,303 SH   DFND 1 235,322 0 1,981
MERIT MED SYS INC COM COM 589889104 4,447 256,609 SH   DFND 1 256,609 0 0
MERITAGE HOMES CORP COM COM 59001A102 7,477 207,773 SH   DFND 1 207,773 0 0
MERITOR INC COM COM 59001K100 11,541 761,804 SH   DFND 1 761,804 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 6,462 571,940 SH   DFND 1 571,940 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 490 43,414 SH   DFND 1 2 43,414 0 0
MERU NETWORKS INC COM 59047Q103 303 80,836 SH   DFND 1 80,836 0 0
MESA LABS INC COM COM 59064R109 1,145 14,820 SH   DFND 1 14,820 0 0
META FINANCIAL GROUP INC COM 59100U108 1,028 29,361 SH   DFND 1 29,361 0 0
METABOLIX INC COM 591018809 52 131,077 SH   DFND 1 131,077 0 0
METALICO INC COM 591176102 89 263,833 SH   DFND 1 263,833 0 0
METHANEX CORP COMSTK 2654416 1,117 24,614 SH   DFND 1 23,818 0 796
METHANEX CORP COM COM 59151K108 1,162 25,306 SH   DFND 1 25,306 0 0
METHANEX CORP COM COM 59151K108 49 1,086 SH   DFND 1 2 1,086 0 0
METHODE ELECTRS INC CL A COM 591520200 7,370 201,866 SH   DFND 1 201,866 0 0
METLIFE INC COM COM 59156R108 470,837 8,715,216 SH   DFND 1 8,707,200 0 8,016
METLIFE INC COM COM 59156R108 227 4,198 SH   DFND 1 2 4,198 0 0
METRO BANCORP INC COM 59161R101 1,770 68,306 SH   DFND 1 68,306 0 0
METTLER TOLEDO INTERNATIONA COM COM 592688105 44,501 147,216 SH   DFND 1 147,192 0 24
MFA MORTGAGE INVESTMENTS INC COM 55272X102 315 39,518 SH   DFND 1 2 39,518 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 25,889 3,240,186 SH   DFND 1 3,226,356 0 13,830
MFRI INC COM 552721102 101 14,425 SH   DFND 1 14,425 0 0
MGE ENERGY INC COM 55277P104 10,316 226,195 SH   DFND 1 226,195 0 0
MGIC INVT CORP WIS COM COM 552848103 17,226 1,848,308 SH   DFND 1 1,848,308 0 0
MGM MIRAGE COM COM 552953101 38,664 1,809,464 SH   DFND 1 1,809,203 0 261
MGM MIRAGE COM COM 552953101 12 598 SH   DFND 1 2 598 0 0
MGP INGREDIENTS INC COM 55303J106 940 59,269 SH   DFND 1 59,269 0 0
MGP INGREDIENTS INC COM 55303J106 44 2,779 SH   DFND 1 2 2,779 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 113,361 1,511,481 SH   DFND 1 1,510,531 0 950
MICHAELS COS INC COM 59408Q106 4,614 186,607 SH   DFND 1 186,031 0 576
MICREL INC COM COM 594793101 3,871 266,790 SH   DFND 1 266,790 0 0
MICROCHIP TECHNOLOGY INC COM COM 595017104 68,545 1,521,505 SH   DFND 1 1,520,184 0 1,321
MICROFINANCIAL INC COM COM 595072109 342 33,532 SH   DFND 1 33,532 0 0
MICRON TECHNOLOGY INC COM COM 595112103 661 18,901 SH   DFND 1 2 18,901 0 0
MICRON TECHNOLOGY INC COM COM 595112103 290,827 8,317,394 SH   DFND 1 8,309,603 0 7,791
MICRONET ENERTEC TECHNOLOGIES COM 595117102 41 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM COM 595137100 15,903 560,374 SH   DFND 1 560,374 0 0
MICROSOFT CORP COM COM 594918104 918 19,784 SH   DFND 1 2 19,784 0 0
MICROSOFT CORP COM COM 594918104 3,038,996 65,503,905 SH   DFND 1 65,421,849 0 82,056
MICROSTRATEGY INC CL A CL A NEW 594972408 8,923 54,945 SH   DFND 1 54,945 0 0
MICROVISION INC WASH COM COM NEW 594960304 371 213,471 SH   DFND 1 213,471 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 36,789 492,635 SH   DFND 1 492,635 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 307 16,981 SH   DFND 1 16,981 0 0
MIDDLEBY CORP COM COM 596278101 30,178 304,525 SH   DFND 1 304,354 0 171
MIDDLESEX WATER CO COM COM 596680108 1,976 85,732 SH   DFND 1 85,732 0 0
MIDSOUTH BANCORP INC COM 598039105 689 39,782 SH   DFND 1 39,782 0 0
MIDSTATES PETROLEUM CO INC COM 59804T100 329 218,305 SH   DFND 1 218,305 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 878 30,486 SH   DFND 1 30,486 0 0
MIG 5 03/15/2020 DBCV 5.000% 3/1 58319PAC2 11,535 10,109,000 PRN   DFND 1 2 10,109,000 0 0
MILLENNIAL MEDIA INC COM 60040N105 395 247,282 SH   DFND 1 247,282 0 0
MILLER ENERGY RESOURCES INC COM 600527105 273 218,548 SH   DFND 1 218,548 0 0
MILLER HERMAN INC COM COM 600544100 60 2,048 SH   DFND 1 2 2,048 0 0
MILLER HERMAN INC COM COM 600544100 10,136 344,430 SH   DFND 1 344,430 0 0
MILLER INDS INC TENN COM NEW COM NEW 600551204 1,133 54,498 SH   DFND 1 54,498 0 0
MIMEDX GROUP INC COM 602496101 6,460 560,280 SH   DFND 1 560,280 0 0
MIMEDX GROUP INC COM 602496101 13 1,155 SH   DFND 1 2 1,155 0 0
MINE SAFETY APPLIANCES CO COM COM 553498106 9,066 170,775 SH   DFND 1 170,775 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 16,311 234,861 SH   DFND 1 234,861 0 0
MINERVA NEUROSCIENCES INC COM 603380106 168 27,969 SH   DFND 1 27,969 0 0
MINES MANAGEMENT INC COM 603432105 43 93,274 SH   DFND 1 93,274 0 0
MISONIX INC COM COM 604871103 259 20,942 SH   DFND 1 20,942 0 0
MISTRAS GROUP INC COM 60649T107 1,518 82,849 SH   DFND 1 82,849 0 0
MISTRAS GROUP INC COM 60649T107 44 2,451 SH   DFND 1 2 2,451 0 0
MITCHAM INDS INC COM COM 606501104 447 75,421 SH   DFND 1 75,421 0 0
MITEK SYS INC COM NEW COM NEW 606710200 376 113,730 SH   DFND 1 113,730 0 0
MITEL NETWORKS CORP COM 60671Q104 275 25,764 SH   DFND 1 25,764 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 492 89,139 SH   DFND 1 70,186 0 18,953
MITTAL STEEL CO-CL A NY REG NY REGISTRY SH 03938L104 2 205 SH   DFND 1 2 205 0 0
MITTAL STEEL CO-CL A NY REG NY REGISTRY SH 03938L104 415 37,641 SH   DFND 1 28,506 0 9,135
MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 307 90,485 SH   DFND 1 72,961 0 17,524
MKS INSTRUMENT INC COM COM 55306N104 11,552 315,641 SH   DFND 1 315,641 0 0
MOBILE IRON INC COM NEW 60739U204 738 74,147 SH   DFND 1 74,147 0 0
MOBILE MINI INC COM COM 60740F105 10,647 262,838 SH   DFND 1 262,687 0 151
MOCON INC COM COM 607494101 186 10,448 SH   DFND 1 10,448 0 0
MODEL N INC COM 607525102 548 51,678 SH   DFND 1 51,678 0 0
MODINE MFG CO COM COM 607828100 3,595 264,364 SH   DFND 1 264,364 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L107 686 183,077 SH   DFND 1 183,077 0 0
MOELIS & CO CL A 60786M105 2,665 76,323 SH   DFND 1 76,323 0 0
MOHAWK INDS INC COM COM 608190104 74,189 478,146 SH   DFND 1 477,154 0 992
MOLINA HEALTHCARE INC COM 60855R100 11,944 223,141 SH   DFND 1 223,141 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 90,148 1,211,265 SH   DFND 1 1,209,096 0 2,169
MOLSON COORS BREWING CO -B CL B 60871R209 745 10,000 SH   DFND 1 2 10,000 0 0
MOLYCORP INC COM 608753109 22 25,974 SH   DFND 1 2 25,974 0 0
MOLYCORP INC COM 608753109 883 1,003,279 SH   DFND 1 1,003,279 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 3,260 270,809 SH   DFND 1 270,809 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 64 5,352 SH   DFND 1 2 5,352 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 836 50,452 SH   DFND 1 50,452 0 0
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 217 15,805 SH   DFND 1 15,805 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 490,694 13,524,756 SH   DFND 1 13,505,897 0 18,859
MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 4,012 441,397 SH   DFND 1 441,397 0 0
MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 0 63 SH   DFND 1 2 63 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 3,552 320,940 SH   DFND 1 320,940 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 10,386 208,811 SH   DFND 1 208,811 0 0
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 23 803 SH   DFND 1 2 803 0 0
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 8,106 281,177 SH   DFND 1 281,177 0 0
MONRO MUFFLER BRAKE INC COM COM 610236101 10,146 175,551 SH   DFND 1 175,551 0 0
MONSANTO CO NEW COM COM 61166W101 135 1,132 SH   DFND 1 2 1,132 0 0
MONSANTO CO NEW COM COM 61166W101 434,854 3,644,676 SH   DFND 1 3,638,468 0 6,208
MONSTER BEVERAGE CORP COM 611740101 19 183 SH   DFND 1 2 183 0 0
MONSTER BEVERAGE CORP COM 611740101 125,076 1,155,767 SH   DFND 1 1,154,451 0 1,316
MONSTER WORLDWIDE INC COM 611742107 2,372 513,474 SH   DFND 1 513,474 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 8,071 225,342 SH   DFND 1 225,342 0 0
MOODYS CORP COM COM 615369105 133,473 1,394,920 SH   DFND 1 1,394,176 0 744
MOODYS CORP COM COM 615369105 219 2,286 SH   DFND 1 2 2,286 0 0
MOOG INC CL A CL A 615394202 21,985 296,977 SH   DFND 1 296,977 0 0
MORGAN STAN EMG MKT DEBT FD COM 61744H105 252 27,814 PRN   DFND 1 2 27,814 0 0
MORGAN STANLEY COM NEW 617446448 472,213 12,185,087 SH   DFND 1 12,171,956 0 13,131
MORGANS HOTEL GROUP CO COM 61748W108 1,212 154,701 SH   DFND 1 154,701 0 0
MORGN STAN EMER MKTS DOM DBT COM 617477104 454 43,020 PRN   DFND 1 2 43,020 0 0
MORNINGSTAR INC COM 617700109 8,396 129,752 SH   DFND 1 129,752 0 0
MORNINGSTAR INC COM 617700109 0 7 SH   DFND 1 2 7 0 0
MOSAIC CO COM 61945C103 113,737 2,494,603 SH   DFND 1 2,494,074 0 529
MOSAIC CO COM 61945C103 29 650 SH   DFND 1 2 650 0 0
MOSYS INC COM 619718109 413 221,267 SH   DFND 1 221,267 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 3 114 SH   DFND 1 2 114 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 2,907 93,524 SH   DFND 1 93,524 0 0
MOTOROLA INC COM COM NEW 620076307 107,514 1,604,880 SH   DFND 1 1,600,523 0 4,357
MOVADO GROUP INC COM COM 624580106 5,312 187,251 SH   DFND 1 187,251 0 0
MOVADO GROUP INC COM COM 624580106 200 7,057 SH   DFND 1 2 7,057 0 0
MRC GLOBAL COM 55345K103 7,768 512,778 SH   DFND 1 512,778 0 0
MRC GLOBAL COM 55345K103 48 3,222 SH   DFND 1 2 3,222 0 0
MSC INDL DIRECT INC CL A CL A 553530106 18,973 233,524 SH   DFND 1 232,465 0 1,059
MSCI INC-A COM 55354G100 28,985 610,993 SH   DFND 1 609,655 0 1,338
MTS SYS CORP COM COM 553777103 6,559 87,424 SH   DFND 1 87,424 0 0
MUELLER INDS INC COM COM 624756102 12,827 375,731 SH   DFND 1 375,731 0 0
MUELLER INDS INC COM COM 624756102 4 146 SH   DFND 1 2 146 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 11,300 1,103,574 SH   DFND 1 1,103,574 0 0
MULTI-COLOR CORP COM 625383104 4,150 74,893 SH   DFND 1 73,133 0 1,760
MULTI-FINELINE ELECTRONIX IN COM 62541B101 560 49,942 SH   DFND 1 49,942 0 0
MURPHY OIL CORP COM COM 626717102 64,233 1,273,104 SH   DFND 1 1,272,755 0 349
MURPHY USA INC COM 626755102 1 19 SH   DFND 1 2 19 0 0
MURPHY USA INC COM 626755102 16,109 233,952 SH   DFND 1 233,463 0 489
MUTUALFIRST FINL INC COM COM 62845B104 287 13,077 SH   DFND 1 13,077 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 12,830 75,514 SH   DFND 1 75,514 0 0
MYERS INDS INC COM COM 628464109 2,608 148,186 SH   DFND 1 148,186 0 0
MYLAN LABS INC COM COM 628530107 279 4,965 SH   DFND 1 2 4,965 0 0
MYLAN LABS INC COM COM 628530107 160,594 2,852,576 SH   DFND 1 2,848,330 0 4,246
MYR GROUP INC/DELAWARE COM 55405W104 3,559 129,898 SH   DFND 1 129,898 0 0
MYRIAD GENETICS INC COM COM 62855J104 13,396 393,312 SH   DFND 1 393,312 0 0
N T T DOCOMO INC-ADR SPONS ADR 62942M201 977 66,983 SH   DFND 1 56,666 0 10,317
NABORS INDS INC COM SHS G6359F103 28,504 2,198,608 SH   DFND 1 2,198,362 0 246
NABORS INDS INC COM SHS G6359F103 108 8,355 SH   DFND 1 2 8,355 0 0
NACCO INDS INC CL A CL A 629579103 1,811 30,524 SH   DFND 1 30,524 0 0
NANOMETRICS INC COM COM 630077105 2,164 128,679 SH   DFND 1 128,679 0 0
NANOSPHERE INC COM 63009F105 158 405,259 SH   DFND 1 405,259 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 774 55,613 SH   DFND 1 55,613 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 5 420 SH   DFND 1 2 420 0 0
NANOVIRICIDES INC COM NEW 630087203 572 210,570 SH   DFND 1 210,570 0 0
NAPCO SECURITY SYSTEMS INC COM 630402105 128 27,404 SH   DFND 1 27,404 0 0
NASDAQ OMX GROUP COM 631103108 44,647 932,106 SH   DFND 1 931,806 0 300
NATHAN'S FAMOUS INC COM 632347100 1,069 13,365 SH   DFND 1 13,365 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 85 31,727 SH   DFND 1 31,727 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,550 337,504 SH   DFND 1 337,504 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 1,108 36,482 SH   DFND 1 36,482 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 2,085 92,202 SH   DFND 1 92,202 0 0
NATIONAL CINEMEDIA INC COM 635309107 5,020 349,407 SH   DFND 1 346,506 0 2,901
NATIONAL FUEL GAS CO N J COM COM 636180101 15 218 SH   DFND 1 2 218 0 0
NATIONAL FUEL GAS CO N J COM COM 636180101 30,186 434,156 SH   DFND 1 434,156 0 0
NATIONAL GENERAL HLDGS COM 636220303 6,676 358,751 SH   DFND 1 358,751 0 0
NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 1,487 21,050 SH   DFND 1 14,462 0 6,588
NATIONAL HEALTH INVS INC COM COM 63633D104 12,861 183,844 SH   DFND 1 183,844 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 3,924 62,451 SH   DFND 1 62,451 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 816 12,997 SH   DFND 1 2 12,997 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 6,581 365,829 SH   DFND 1 365,829 0 0
NATIONAL INSTRS CORP COM COM 636518102 16,924 544,369 SH   DFND 1 544,369 0 0
NATIONAL INTERSTATE CORP COM 63654U100 2,646 88,819 SH   DFND 1 88,819 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 228,497 3,491,118 SH   DFND 1 3,478,044 0 13,074
NATIONAL PENN BANCSHARES IN COM COM 637138108 7,585 720,694 SH   DFND 1 720,405 0 289
NATIONAL PRESTO INDS INC COM COM 637215104 1,644 28,340 SH   DFND 1 28,340 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 27,073 687,672 SH   DFND 1 687,672 0 0
NATIONAL WESTN LIFE INS CO CL A CL A 638522102 3,374 12,532 SH   DFND 1 12,532 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 3,342 118,576 SH   DFND 1 118,576 0 0
NATL RESEARCH CO CLASS A CL A 637372202 583 41,684 SH   DFND 1 41,684 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 107 20,104 SH   DFND 1 20,104 0 0
NATURAL GAS SERVICES GROUP INC COM 63886Q109 1,689 73,337 SH   DFND 1 73,337 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,455 51,658 SH   DFND 1 51,658 0 0
NATURES SUNSHINE PRODS INC COM 639027101 730 49,288 SH   DFND 1 49,288 0 0
NATUS MEDICAL INC COM 639050103 12 355 SH   DFND 1 2 355 0 0
NATUS MEDICAL INC COM 639050103 10,254 284,533 SH   DFND 1 284,533 0 0
NAUTILUS INC COM 63910B102 142 9,378 SH   DFND 1 2 9,378 0 0
NAUTILUS INC COM 63910B102 2,384 157,113 SH   DFND 1 157,113 0 0
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 1,404 742,947 SH   DFND 1 742,947 0 0
NAVIENT CORP COM 63938C108 76,900 3,562,585 SH   DFND 1 3,560,489 0 2,096
NAVIGANT CONSULTING INC COM COM 63935N107 4,129 268,668 SH   DFND 1 268,668 0 0
NAVIGATORS GROUP INC COM COM 638904102 5,973 81,450 SH   DFND 1 81,450 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 237 65,550 SH   DFND 1 65,550 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 264 64,286 SH   DFND 1 61,951 0 2,335
NAVISTAR INTL CORP NEW COM COM 63934E108 11,615 346,932 SH   DFND 1 346,117 0 815
NBT BANCORP INC COM COM 628778102 7,762 295,474 SH   DFND 1 295,474 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 3,067 165,615 SH   DFND 1 165,615 0 0
NCI INC-CLASS A CL A 62886K104 118 11,572 SH   DFND 1 2 11,572 0 0
NCI INC-CLASS A CL A 62886K104 626 61,320 SH   DFND 1 61,320 0 0
NCR CORP NEW COM COM 62886E108 25,630 879,574 SH   DFND 1 879,574 0 0
NEENAH PAPER INC COM 640079109 5,499 91,244 SH   DFND 1 91,244 0 0
NEKTAR THERAPEUTICS COM 640268108 3 222 SH   DFND 1 2 222 0 0
NEKTAR THERAPEUTICS COM 640268108 11,595 748,099 SH   DFND 1 748,099 0 0
NELNET INC-CL A CL A 64031N108 8,678 187,330 SH   DFND 1 187,330 0 0
NEOGEN CORP COM COM 640491106 10,567 213,093 SH   DFND 1 213,093 0 0
NEOGENOMICS COM NEW 64049M209 973 233,356 SH   DFND 1 233,356 0 0
NEONODE INC COM NEW 64051M402 487 144,284 SH   DFND 1 144,284 0 0
NEOPHOTONICS CORP COM 64051T100 290 86,035 SH   DFND 1 86,035 0 0
NEOSTEM INC COM PAR $.001 640650404 467 124,051 SH   DFND 1 124,051 0 0
NEOVASC INC COM 64065J106 78 11,792 SH   DFND 1 11,792 0 0
NEPHROGENEX INC COM 640667101 133 10,000 SH   DFND 1 10,000 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 40 21,637 SH   DFND 1 21,637 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 457 40,167 SH   DFND 1 2 40,167 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 150 13,158 SH   DFND 1 13,158 0 0
NET ELEMENT INC COM 64111R102 22 20,189 SH   DFND 1 20,189 0 0
NETAPP INC COM 64110D104 111,691 2,697,672 SH   DFND 1 2,695,696 0 1,976
NETAPP INC COM 64110D104 254 6,143 SH   DFND 1 2 6,143 0 0
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 2,003 20,213 SH   DFND 1 19,718 0 495
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 432 4,359 SH   DFND 1 2 4,359 0 0
NETFLIX COM INC COM COM 64110L106 156,330 458,204 SH   DFND 1 457,836 0 368
NETFLIX COM INC COM COM 64110L106 110 323 SH   DFND 1 2 323 0 0
NETGEAR INC COM 64111Q104 7,441 209,139 SH   DFND 1 209,139 0 0
NETLIST INC COM 64118P109 183 250,718 SH   DFND 1 250,718 0 0
NETSCOUT SYS INC COM COM 64115T104 1,023 28,020 SH   DFND 1 2 28,020 0 0
NETSCOUT SYS INC COM COM 64115T104 11,737 321,221 SH   DFND 1 321,221 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 199 47,875 SH   DFND 1 47,875 0 0
NETSUITE INC-REDH COM 64118Q107 40 374 SH   DFND 1 2 374 0 0
NETSUITE INC-REDH COM 64118Q107 19,233 176,284 SH   DFND 1 176,010 0 274
NEUBERGER BERMAN RE SEC FD COM 64190A103 266 50,301 PRN   DFND 1 2 50,301 0 0
NEURALSTEM INC COM 64127R302 1,377 506,414 SH   DFND 1 506,414 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 9,521 426,208 SH   DFND 1 426,108 0 100
NEUROMETRIX INC COM COM PAR $0.0001 641255302 52 26,970 SH   DFND 1 26,970 0 0
NEUSTAR INC-CLASS A CL A 64126X201 106 3,840 SH   DFND 1 2 3,840 0 0
NEUSTAR INC-CLASS A CL A 64126X201 11,238 404,250 SH   DFND 1 404,250 0 0
NEVRO CORP COM 64157F103 678 17,552 SH   DFND 1 17,552 0 0
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 335 21,504 SH   DFND 1 21,504 0 0
NEW JERSEY RES COM COM 646025106 15,429 252,120 SH   DFND 1 252,120 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 4,242 179,522 SH   DFND 1 177,922 0 1,600
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 9,886 774,196 SH   DFND 1 762,863 0 11,333
NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 5,568 338,533 SH   DFND 1 338,533 0 0
NEW YORK & CO COM 649295102 371 140,872 SH   DFND 1 140,872 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 37,054 2,317,325 SH   DFND 1 2,310,862 0 6,463
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 4,684 607,549 SH   DFND 1 590,988 0 16,561
NEW YORK REIT INC COM 64976L109 11,676 1,102,597 SH   DFND 1 1,102,597 0 0
NEW YORK REIT INC COM 64976L109 79 7,491 SH   DFND 1 2 7,491 0 0
NEW YORK TIMES CO CL A CL A 650111107 9,339 706,499 SH   DFND 1 706,499 0 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 1,096 125,889 SH   DFND 1 125,889 0 0
NEWCASTLE INVESTMENT CORP COM PAR $0.01 65105M603 1,520 338,533 SH   DFND 1 338,533 0 0
NEWELL RUBBERMAID INC COM COM 651229106 76,849 2,020,253 SH   DFND 1 2,018,720 0 1,533
NEWFIELD EXPL CO COM COM 651290108 28,237 1,042,156 SH   DFND 1 1,041,377 0 779
NEWLINK GENETICS CORP COM 651511107 4,659 117,215 SH   DFND 1 117,106 0 109
NEWMARKET CORP COM COM 651587107 23,863 59,136 SH   DFND 1 59,136 0 0
NEWMONT MINING CORP COM COM 651639106 94 5,000 SH   DFND 1 2 5,000 0 0
NEWMONT MINING CORP COM COM 651639106 71,998 3,814,336 SH   DFND 1 3,814,051 0 285
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 4,839 507,264 SH   DFND 1 507,264 0 0
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 3 362 SH   DFND 1 2 362 0 0
NEWPORT CORP COM COM 651824104 4,834 253,001 SH   DFND 1 253,001 0 0
NEWS CORP CLASS A CL A 65249B109 60 3,840 SH   DFND 1 2 3,840 0 0
NEWS CORP CLASS A CL A 65249B109 62,735 4,002,899 SH   DFND 1 4,002,648 0 251
NEWS CORP CLASS B CL B 65249B208 1,144 75,912 SH   DFND 1 75,912 0 0
NEWSTAR FINANCIAL INC COM 65251F105 1,810 141,467 SH   DFND 1 141,467 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 8,970 173,210 SH   DFND 1 173,210 0 0
NEXTERA ENERGY INC COM 65339F101 345,042 3,250,473 SH   DFND 1 3,244,316 0 6,157
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 1,292 25,525 SH   DFND 1 25,046 0 479
NICKOLAS FINANCIAL INC COM NEW 65373J209 1,235 82,925 SH   DFND 1 82,925 0 0
NIDEC CORP-ADR SPONSORED ADR 654090109 168 10,394 SH   DFND 1 7,333 0 3,061
NIELSEN HLDGS N.V. COM N63218106 106,228 2,378,101 SH   DFND 1 2,377,854 0 247
NIKE INC CL B CL B 654106103 48 502 SH   DFND 1 2 502 0 0
NIKE INC CL B CL B 654106103 510,195 5,312,997 SH   DFND 1 5,305,323 0 7,674
NIMBLE STORAGE INC COM 65440R101 3,102 112,824 SH   DFND 1 112,824 0 0
NIMBLE STORAGE INC COM 65440R101 9 353 SH   DFND 1 2 353 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 421 16,444 SH   DFND 1 13,648 0 2,796
NISOURCE INC COM COM 65473P105 101,559 2,397,239 SH   DFND 1 2,395,263 0 1,976
NL INDS INC COM NEW COM NEW 629156407 267 31,052 SH   DFND 1 31,052 0 0
NLY 5 05/15/15 NOTE 5.000% 5/1 035710AB8 8,040 8,000,000 PRN   DFND 1 2 8,000,000 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 1,295 141,852 SH   DFND 1 141,852 0 0
NN INC COM COM 629337106 2,059 100,178 SH   DFND 1 100,178 0 0
NOBLE CORP PLC SHS USD G65431101 29,237 1,767,032 SH   DFND 1 1,766,891 0 141
NOBLE ENERGY INC COM 655044105 127,364 2,688,841 SH   DFND 1 2,679,718 0 9,123
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 236 30,091 SH   DFND 1 26,273 0 3,818
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 240 42,425 SH   DFND 1 34,130 0 8,295
NOODLES & COMPANY CL A 65540B105 1,859 70,575 SH   DFND 1 70,575 0 0
NORANDA ALUMINIUM HOLDING COM 65542W107 1,174 333,686 SH   DFND 1 333,686 0 0
NORCRAFT COS INC COM 65557Y105 712 36,902 SH   DFND 1 36,902 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 803 79,813 SH   DFND 1 69,386 0 10,427
NORDIC AMERICAN OFFSHORE LTD SHS Y6366T112 153 12,509 SH   DFND 1 12,509 0 0
NORDSON CORP COM COM 655663102 23,882 306,349 SH   DFND 1 305,832 0 517
NORDSTROM INC COM COM 655664100 82,005 1,034,305 SH   DFND 1 1,033,047 0 1,258
NORFOLK SOUTHERN CORP COM COM 655844108 6 59 SH   DFND 1 2 59 0 0
NORFOLK SOUTHERN CORP COM COM 655844108 261,230 2,386,271 SH   DFND 1 2,383,009 0 3,262
NORTEK INC COM NEW 656559309 6,301 77,482 SH   DFND 1 77,482 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 66 40,548 SH   DFND 1 2 40,548 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 87 53,695 SH   DFND 1 53,695 0 0
NORTHEAST BANCORP COM NEW 663904209 205 21,294 SH   DFND 1 21,294 0 0
NORTHEAST UTILS COM COM 664397106 129,528 2,423,279 SH   DFND 1 2,421,539 0 1,740
NORTHERN OIL & GAS INC COM 665531109 2,002 354,367 SH   DFND 1 354,367 0 0
NORTHERN OIL & GAS INC COM 665531109 30 5,377 SH   DFND 1 2 5,377 0 0
NORTHERN TR CORP COM COM 665859104 118,825 1,765,149 SH   DFND 1 1,764,989 0 160
NORTHFIELD BANCORP INC COM 66611T108 4,928 332,977 SH   DFND 1 332,977 0 0
NORTHRIM BANCORP INC COM 666762109 812 30,955 SH   DFND 1 30,955 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 207 1,405 SH   DFND 1 2 1,405 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 223,543 1,518,633 SH   DFND 1 1,516,358 0 2,275
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 22,242 985,509 SH   DFND 1 984,193 0 1,316
NORTHSTAR REALTY FINANCE CORP COM NEW 66704R704 52 2,968 SH   DFND 1 2 2,968 0 0
NORTHSTAR REALTY FINANCE CORP COM NEW 66704R704 20,354 1,157,793 SH   DFND 1 1,153,483 0 4,310
NORTHWEST BANCSHARES INC COM 667340103 6,986 557,572 SH   DFND 1 550,898 0 6,674
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 1,213 226,831 SH   DFND 1 226,831 0 0
NORTHWEST NAT GAS CO COM COM 667655104 7,830 156,923 SH   DFND 1 156,923 0 0
NORTHWEST PIPE CO COM COM 667746101 1,690 56,141 SH   DFND 1 56,141 0 0
NORTHWESTERN CORP COM NEW 668074305 13,864 245,044 SH   DFND 1 245,044 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 24,177 517,334 SH   DFND 1 516,899 0 435
NOVA LIFESTYLE INC COM 66979P102 93 33,250 SH   DFND 1 33,250 0 0
NOVABAY PHARMA INC -REDH COM 66987P102 89 142,289 SH   DFND 1 142,289 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 260 15,689 SH   DFND 1 15,689 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 2,435 26,288 SH   DFND 1 19,437 0 6,851
NOVATEL WIRELESS INC COM COM NEW 66987M604 462 143,710 SH   DFND 1 143,710 0 0
NOVAVAX INC COM COM 670002104 23 3,909 SH   DFND 1 2 3,909 0 0
NOVAVAX INC COM COM 670002104 8,080 1,362,568 SH   DFND 1 1,362,568 0 0
NOVO NORDISK A S-ADR ADR 670100205 1,611 38,073 SH   DFND 1 25,641 0 12,432
NOW INC/DE COM 67011P100 14,135 549,380 SH   DFND 1 549,380 0 0
NPS PHARMACEUTICALS INC COM COM 62936P103 21,193 592,487 SH   DFND 1 592,220 0 267
NRG ENERGY INC COM NEW 629377508 68,900 2,559,829 SH   DFND 1 2,555,106 0 4,723
NRG ENERGY INC COM NEW 629377508 112 4,158 SH   DFND 1 2 4,158 0 0
NRG YEILD INC COM CL A 62942X108 8,084 171,503 SH   DFND 1 171,503 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 363 86,727 SH   DFND 1 86,727 0 0
NTN BUZZTIME INC COM NEW 629410309 21 49,847 SH   DFND 1 49,847 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 13,457 307,944 SH   DFND 1 307,590 0 354
NUANCE COMMUNICATIONS INC COM 67020Y100 264 18,542 SH   DFND 1 2 18,542 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 20,809 1,459,096 SH   DFND 1 1,458,917 0 179
NUCOR CORP COM COM 670346105 119,153 2,432,341 SH   DFND 1 2,425,264 0 7,077
NUCOR CORP COM COM 670346105 36 749 SH   DFND 1 2 749 0 0
NUMEREX CORP PA CL A CL A 67053A102 823 74,422 SH   DFND 1 74,422 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 960 44,561 SH   DFND 1 44,561 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 100 4,647 SH   DFND 1 2 4,647 0 0
NUTRI/SYSTEM INC COM 67069D108 3,423 175,113 SH   DFND 1 175,113 0 0
NUVASIVE INC COM 670704105 12,394 262,819 SH   DFND 1 262,819 0 0
NUVEEN DIVERSIFIED COMMODITY FUND COM UT BEN INT 67074P104 1,969 153,625 PRN   DFND 1 2 153,625 0 0
NUVEEN LONG/SHORT COMMODITY COM UT BEN INT 670731108 2,272 136,893 PRN   DFND 1 2 136,893 0 0
NUVEEN PFD & CONV INCOME FD2 COM SHS 67073D102 767 87,570 PRN   DFND 1 2 87,570 0 0
NUVERRA ENVIRONMENTAL SOLUTION COM NEW 67091K203 1 283 SH   DFND 1 2 283 0 0
NUVERRA ENVIRONMENTAL SOLUTION COM NEW 67091K203 467 84,242 SH   DFND 1 84,242 0 0
NVE CORP COM NEW 629445206 1,985 28,045 SH   DFND 1 28,045 0 0
NVIDIA CORP COM COM 67066G104 340 16,979 SH   DFND 1 2 16,979 0 0
NVIDIA CORP COM COM 67066G104 92,626 4,624,803 SH   DFND 1 4,623,513 0 1,290
NVR INC COM COM 62944T105 26,551 20,819 SH   DFND 1 20,783 0 36
NXP SEMICONDUCTORS NV COM N6596X109 4,682 61,284 SH   DFND 1 61,284 0 0
NXP SEMICONDUCTORS NV COM N6596X109 89 1,175 SH   DFND 1 2 1,175 0 0
NXSTAGE MEDICAL INC COM 67072V103 9 556 SH   DFND 1 2 556 0 0
NXSTAGE MEDICAL INC COM 67072V103 5,932 330,868 SH   DFND 1 330,868 0 0
NXT-ID INC COM 67091J107 46 21,173 SH   DFND 1 21,173 0 0
O R I X CORP-ADR SPONSORED ADR 686330101 251 4,018 SH   DFND 1 3,045 0 973
O REILLY AUTOMOTIVE INC COM COM 67103H107 153,545 798,137 SH   DFND 1 796,925 0 1,212
OASIS PETROLEUM INC COM 674215108 8,074 488,198 SH   DFND 1 488,198 0 0
OASIS PETROLEUM INC COM 674215108 204 12,369 SH   DFND 1 2 12,369 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 81 1,016 SH   DFND 1 2 1,016 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 494,590 6,143,137 SH   DFND 1 6,137,453 0 5,684
OCEAN BIO-CHEM INC COM 674631106 117 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM NEW 674870308 41 65,644 SH   DFND 1 65,644 0 0
OCEAN RIG UDW INC SHS Y64354205 374 40,367 SH   DFND 1 40,367 0 0
OCEAN RIG UDW INC SHS Y64354205 34 3,742 SH   DFND 1 2 3,742 0 0
OCEANEERING INTL INC COM COM 675232102 30,837 524,650 SH   DFND 1 524,573 0 77
OCEANFIRST FINL CORP COM COM 675234108 1,122 65,466 SH   DFND 1 65,466 0 0
OCERA THERAPEUTICS INC COM 67552A108 79 12,479 SH   DFND 1 12,479 0 0
OCLARO INC COM NEW 67555N206 1,030 578,693 SH   DFND 1 578,693 0 0
OCULAR THERAPEUTIX INC COM 67576A100 669 28,464 SH   DFND 1 28,464 0 0
OCULUS INNOVATIVE SCNCS-REDH COM NEW 67575P207 35 24,611 SH   DFND 1 24,611 0 0
OCWEN FINL CORP COM COM NEW 675746309 8,216 544,153 SH   DFND 1 544,153 0 0
ODYSSEY MARINE EXPLORATION COM 676118102 278 299,553 SH   DFND 1 299,553 0 0
OFFICE DEPOT INC COM COM 676220106 23,952 2,793,295 SH   DFND 1 2,793,295 0 0
OFG BANCORP COM 67103X102 4,469 268,421 SH   DFND 1 268,421 0 0
OGE ENERGY CORP COM COM 670837103 19 553 SH   DFND 1 2 553 0 0
OGE ENERGY CORP COM COM 670837103 36,974 1,042,643 SH   DFND 1 1,042,531 0 112
OHIO VY BANC CORP COM COM 677719106 244 10,030 SH   DFND 1 10,030 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 939 112,632 SH   DFND 1 112,632 0 0
OIL DRI CORP AMER COM COM 677864100 626 19,199 SH   DFND 1 19,199 0 0
OIL STS INTL INC COM COM 678026105 3 75 SH   DFND 1 2 75 0 0
OIL STS INTL INC COM COM 678026105 13,006 265,983 SH   DFND 1 265,983 0 0
OLD DOMINION FGHT LINES INC COM COM 679580100 31,173 401,514 SH   DFND 1 401,114 0 400
OLD LINE BANCSHARES INC COM 67984M100 50 3,164 SH   DFND 1 2 3,164 0 0
OLD LINE BANCSHARES INC COM 67984M100 159 10,064 SH   DFND 1 10,064 0 0
OLD NATL BANCORP IND COM COM 680033107 10,459 702,952 SH   DFND 1 702,952 0 0
OLD REP INTL CORP COM COM 680223104 10 721 SH   DFND 1 2 721 0 0
OLD REP INTL CORP COM COM 680223104 18,833 1,287,298 SH   DFND 1 1,281,973 0 5,325
OLD SECOND BANCORP INC ILL COM COM 680277100 564 105,126 SH   DFND 1 105,126 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 1 72 SH   DFND 1 2 72 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 9,532 418,661 SH   DFND 1 418,661 0 0
OLYMPIC STEEL INC COM COM 68162K106 75 4,237 SH   DFND 1 2 4,237 0 0
OLYMPIC STEEL INC COM COM 68162K106 892 50,208 SH   DFND 1 50,208 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 285 17,591 SH   DFND 1 17,591 0 0
OM GROUP INC COM COM 670872100 5,202 174,590 SH   DFND 1 174,590 0 0
OMEGA FLEX INC COM 682095104 394 10,435 SH   DFND 1 10,435 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 25,034 640,768 SH   DFND 1 640,768 0 0
OMEGA PROTEIN CORP COM 68210P107 3,985 377,025 SH   DFND 1 377,025 0 0
OMEGA PROTEIN CORP COM 68210P107 129 12,289 SH   DFND 1 2 12,289 0 0
OMEROS CORP COM 682143102 4,517 182,312 SH   DFND 1 182,312 0 0
OMNICARE INC COM COM 681904108 38,684 530,704 SH   DFND 1 530,639 0 65
OMNICELL INC COM COM 68213N109 10,200 307,978 SH   DFND 1 307,978 0 0
OMNICOM GROUP INC COM COM 681919106 142,903 1,847,072 SH   DFND 1 1,846,292 0 780
OMNIVISION TECHNOLOGIES INC COM COM 682128103 8,590 330,403 SH   DFND 1 330,403 0 0
OMNOVA SOLUTIONS INC COM COM 682129101 59 7,274 SH   DFND 1 2 7,274 0 0
OMNOVA SOLUTIONS INC COM COM 682129101 2,008 246,740 SH   DFND 1 246,740 0 0
ON ASSIGNMENT INC COM COM 682159108 8,574 258,335 SH   DFND 1 258,335 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 24,646 2,433,013 SH   DFND 1 2,427,236 0 5,777
ON SEMICONDUCTOR CORP COM COM 682189105 26 2,645 SH   DFND 1 2 2,645 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 148 64,641 SH   DFND 1 64,641 0 0
ONCOLYTICS BIOTECH INC COM 682310107 6 11,890 SH   DFND 1 11,890 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 11 506 SH   DFND 1 2 506 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 1,491 68,521 SH   DFND 1 68,521 0 0
ONCONVA THERAPEUTICS INC COM 68232V108 150 45,760 SH   DFND 1 45,760 0 0
ONCOTHYREON INC COM 682324108 874 460,069 SH   DFND 1 460,069 0 0
ONE GAS INC COM 68235P108 12,328 299,095 SH   DFND 1 299,095 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 1,610 68,032 SH   DFND 1 68,032 0 0
ONEBEACON INSURANCE GRP CL A G67742109 1,774 109,530 SH   DFND 1 109,530 0 0
ONEOK INC NEW COM COM 682680103 92 1,848 SH   DFND 1 2 1,848 0 0
ONEOK INC NEW COM COM 682680103 77,395 1,556,462 SH   DFND 1 1,547,288 0 9,174
OPEN TEXT CORP COMSTK 2260824 1,765 30,667 SH   DFND 1 30,025 0 642
OPEN TEXT CORP COM COM 683715106 1,911 32,841 SH   DFND 1 32,841 0 0
OPEXA THERAPEUTICS INC COM NEW 68372T202 53 74,013 SH   DFND 1 74,013 0 0
OPHTHOTECH CORP COM 683745103 4 94 SH   DFND 1 2 94 0 0
OPHTHOTECH CORP COM 683745103 3,675 81,905 SH   DFND 1 81,905 0 0
OPKO HEALTH INC COM 68375N103 12,617 1,263,013 SH   DFND 1 1,263,013 0 0
OPOWER INC COM 68375Y109 498 35,055 SH   DFND 1 35,055 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 762 32,789 SH   DFND 1 2 32,789 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,466 63,076 SH   DFND 1 63,076 0 0
OPTICAL CABLE CORP COM COM NEW 683827208 54 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 1,013 35,716 SH   DFND 1 35,716 0 0
ORACLE CORP COM COM 68389X105 1,099,013 24,471,137 SH   DFND 1 24,436,249 0 34,888
ORACLE CORP COM COM 68389X105 0 1 SH   DFND 1 2 1 0 0
ORAGENICS INC COM NEW 684023203 33 37,902 SH   DFND 1 37,902 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 40 3,964 SH   DFND 1 2 3,964 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 3,538 348,926 SH   DFND 1 348,926 0 0
ORBCOMM INC COM 68555P100 2,119 324,143 SH   DFND 1 324,143 0 0
ORBITAL SCIENCES CORP COM COM 685564106 8,987 334,239 SH   DFND 1 334,239 0 0
ORBITZ WORLDWIDE INC COM 68557K109 3,487 423,796 SH   DFND 1 423,796 0 0
ORBOTECH LTD ORD M75253100 185 12,547 SH   DFND 1 12,547 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 386 29,601 SH   DFND 1 29,601 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,556 53,459 SH   DFND 1 52,552 0 907
OREXIGEN THERPEUTCS INC COM 686164104 4,142 683,559 SH   DFND 1 683,559 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,621 361,598 SH   DFND 1 361,598 0 0
ORION ENERGY SYSTEMS INC COM 686275108 471 85,805 SH   DFND 1 85,805 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,490 134,908 SH   DFND 1 134,908 0 0
ORITANI FINANCIAL CORP COM 68633D103 3,839 249,329 SH   DFND 1 249,329 0 0
ORMAT TECHNOLOGIES INC COM 686688102 3,113 114,566 SH   DFND 1 114,566 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 446 26,273 SH   DFND 1 26,273 0 0
ORTHOFIX INTL N V COM COM N6748L102 67 2,232 SH   DFND 1 2 2,232 0 0
ORTHOFIX INTL N V COM COM N6748L102 3,442 114,537 SH   DFND 1 114,537 0 0
OSHKOSH TRUCK CORP COM COM 688239201 20,837 428,305 SH   DFND 1 427,606 0 699
OSI SYSTEMS INC COM COM 671044105 7,875 111,282 SH   DFND 1 111,282 0 0
OSI SYSTEMS INC COM COM 671044105 145 2,050 SH   DFND 1 2 2,050 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 1,561 97,645 SH   DFND 1 97,645 0 0
OTONOMY INC COM 68906L105 2,737 82,138 SH   DFND 1 82,138 0 0
OTTER TAIL CORP COM COM 689648103 6,828 220,563 SH   DFND 1 220,563 0 0
OUTERWALL INC COM 690070107 42 569 SH   DFND 1 2 569 0 0
OUTERWALL INC COM 690070107 13,011 172,979 SH   DFND 1 172,979 0 0
OUTFRONT MEDIA INC COM 69007J106 18 683 SH   DFND 1 2 683 0 0
OUTFRONT MEDIA INC COM 69007J106 18,799 700,432 SH   DFND 1 700,350 0 82
OVASCIENCE INC COM 69014Q101 4,695 106,186 SH   DFND 1 106,122 0 64
OVERSTOCK COM INC DEL COM COM 690370101 1,885 77,674 SH   DFND 1 77,674 0 0
OWENS & MINOR INC NEW COM COM 690732102 12,714 362,125 SH   DFND 1 362,125 0 0
OWENS CORNING COM 690742101 20,601 575,298 SH   DFND 1 574,181 0 1,117
OWENS ILL INC COM NEW COM NEW 690768403 33,166 1,230,466 SH   DFND 1 1,230,354 0 112
OWENS ILL INC COM NEW COM NEW 690768403 113 4,221 SH   DFND 1 2 4,221 0 0
OWENS REALTY MORTGAGE INC COM 690828108 481 32,883 SH   DFND 1 32,883 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 218 16,043 SH   DFND 1 16,043 0 0
OXFORD INDS INC COM COM 691497309 4,466 80,892 SH   DFND 1 80,892 0 0
OXFORD INDS INC COM COM 691497309 95 1,728 SH   DFND 1 2 1,728 0 0
OXIGENE INC COM COM PAR$.001 691828404 97 60,393 SH   DFND 1 60,393 0 0
P A M TRANSN SVCS INC COM COM 693149106 895 17,275 SH   DFND 1 17,275 0 0
P A M TRANSN SVCS INC COM COM 693149106 13 254 SH   DFND 1 2 254 0 0
P C CONNECTION COM COM 69318J100 2,203 89,742 SH   DFND 1 89,742 0 0
PACCAR INC COM COM 693718108 183,577 2,702,711 SH   DFND 1 2,701,562 0 1,149
PACIFIC BIOSCIENCES OF CA COM 69404D108 48 6,129 SH   DFND 1 2 6,129 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 2,641 336,896 SH   DFND 1 336,896 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,405 99,110 SH   DFND 1 99,110 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 3,501 338,924 SH   DFND 1 338,924 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 174 16,936 SH   DFND 1 2 16,936 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 364 51,803 SH   DFND 1 51,803 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 1,179 68,061 SH   DFND 1 68,061 0 0
PACIFIC SUNWEAR CALIF INC COM COM 694873100 568 260,944 SH   DFND 1 260,944 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 19,082 215,234 SH   DFND 1 215,206 0 28
PACIRA PHARMACEUTICALS INC COM 695127100 14 169 SH   DFND 1 2 169 0 0
PACKAGING CORP AMER COM COM 695156109 39,963 512,027 SH   DFND 1 510,053 0 1,974
PACWEST BANCORP COM 695263103 24,578 540,671 SH   DFND 1 538,648 0 2,023
PAIN THERAPEUTICS INC COM COM 69562K100 443 218,700 SH   DFND 1 218,700 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 94 129,598 SH   DFND 1 129,598 0 0
PALL CORP COM COM 696429307 79,249 784,060 SH   DFND 1 783,382 0 678
PALO ALTO NETWORKS INC COM 697435105 40,145 327,727 SH   DFND 1 327,405 0 322
PALO ALTO NETWORKS INC COM 697435105 293 2,397 SH   DFND 1 2 2,397 0 0
PAN AMERICAN SILVER CORP COM COM 697900108 431 46,942 SH   DFND 1 46,779 0 163
PANDORA MEDIA INC COM 698354107 16,038 899,510 SH   DFND 1 899,343 0 167
PANDORA MEDIA INC COM 698354107 41 2,310 SH   DFND 1 2 2,310 0 0
PANERA BREAD CO CL A CL A 69840W108 23,333 133,486 SH   DFND 1 133,486 0 0
PANHANDLE ROYALTY CO-CL A CL A 698477106 2,039 87,608 SH   DFND 1 87,608 0 0
PANTRY INC COM COM 698657103 5,507 148,613 SH   DFND 1 148,613 0 0
PANTRY INC COM COM 698657103 185 5,000 SH   DFND 1 2 5,000 0 0
PAPA JOHNS INTL INC COM COM 698813102 10,783 193,255 SH   DFND 1 193,255 0 0
PAPA MURPHYS HOLDINGS INC COM 698814100 174 15,018 SH   DFND 1 15,018 0 0
PAR PETROLEUM CORP COM NEW 69888T207 536 33,031 SH   DFND 1 33,031 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 167 27,309 SH   DFND 1 27,309 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 1,055 381,201 SH   DFND 1 381,201 0 0
PARAMOUNT GOLD MINING CORP COM 69924P102 607 595,126 SH   DFND 1 595,126 0 0
PARAMOUNT GROUP INC COM 69924R108 1,627 87,526 SH   DFND 1 87,526 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 380 9,859 SH   DFND 1 9,859 0 0
PAREXEL INTL CORP COM COM 699462107 22,498 404,946 SH   DFND 1 404,946 0 0
PAREXEL INTL CORP COM COM 699462107 260 4,689 SH   DFND 1 2 4,689 0 0
PARK CITY GROUP INC COM NEW 700215304 601 66,699 SH   DFND 1 66,699 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 2,784 111,706 SH   DFND 1 111,706 0 0
PARK NATL CORP COM COM 700658107 7,709 87,137 SH   DFND 1 86,837 0 300
PARK OHIO HLDGS CORP COM COM 700666100 3,210 50,938 SH   DFND 1 50,938 0 0
PARK STERLING BANK COM 70086Y105 1,711 232,850 SH   DFND 1 232,850 0 0
PARKER DRILLING CO COM COM 701081101 2,026 660,218 SH   DFND 1 660,218 0 0
PARKER DRILLING CO COM COM 701081101 272 88,625 SH   DFND 1 2 88,625 0 0
PARKER HANNIFIN CORP COM COM 701094104 148,057 1,149,629 SH   DFND 1 1,147,745 0 1,884
PARKERVISION INC COM COM 701354102 477 524,513 SH   DFND 1 524,513 0 0
PARKWAY PPTYS INC COM COM 70159Q104 10,168 552,913 SH   DFND 1 552,913 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 5,074 317,950 SH   DFND 1 317,950 0 0
PARTNERRE LTD COM COM G6852T105 33,755 295,903 SH   DFND 1 295,656 0 247
PARTNERRE LTD COM COM G6852T105 19 169 SH   DFND 1 2 169 0 0
PATRICK INDS INC COM COM 703343103 2,434 55,348 SH   DFND 1 55,348 0 0
PATRIOT NATIONAL BANCORP INC COM 70336F104 27 16,571 SH   DFND 1 16,571 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 5,668 229,855 SH   DFND 1 228,161 0 1,694
PATTERSON COS INC COM 703395103 32,805 682,895 SH   DFND 1 682,017 0 878
PATTERSON UTI ENERGY INC COM COM 703481101 19 1,201 SH   DFND 1 2 1,201 0 0
PATTERSON UTI ENERGY INC COM COM 703481101 12,774 770,034 SH   DFND 1 769,734 0 300
PAYCHEX INC COM COM 704326107 115,560 2,506,097 SH   DFND 1 2,502,702 0 3,395
PAYCOM SOFTWARE INC COM 70432V102 929 35,286 SH   DFND 1 35,286 0 0
PAYLOCITY HOLDING CORP COM 70438V106 1,403 53,738 SH   DFND 1 53,738 0 0
PBF ENERGY INC CL A 69318G106 102 3,865 SH   DFND 1 2 3,865 0 0
PBF ENERGY INC CL A 69318G106 11,664 437,854 SH   DFND 1 436,185 0 1,669
PCM INC COM 69323K100 274 28,881 SH   DFND 1 28,881 0 0
PC-TEL INC COM COM 69325Q105 556 64,295 SH   DFND 1 64,295 0 0
PDC ENERGY INC COM 69327R101 8,393 203,389 SH   DFND 1 203,389 0 0
PDF SOLUTIONS INC COM COM 693282105 2,247 151,236 SH   DFND 1 151,236 0 0
PDF SOLUTIONS INC COM COM 693282105 61 4,127 SH   DFND 1 2 4,127 0 0
PDI INC COM COM 69329V100 41 23,432 SH   DFND 1 23,432 0 0
PDL BIOPHARMA INC COM COM 69329Y104 7,768 1,007,548 SH   DFND 1 996,664 0 10,884
PDLI 3 3/4 05/01/2015 NOTE 3.750% 5/0 69329YAC8 23,305 17,723,000 PRN   DFND 1 2 17,723,000 0 0
PDLI 4 02/01/2018 NOTE 4.000% 2/0 69329YAF1 9,084 9,500,000 PRN   DFND 1 2 9,500,000 0 0
PEABODY ENERGY CORP COM COM 704549104 73 9,540 SH   DFND 1 2 9,540 0 0
PEABODY ENERGY CORP COM COM 704549104 10,423 1,346,668 SH   DFND 1 1,346,668 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 844 45,528 SH   DFND 1 45,528 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 7 385 SH   DFND 1 2 385 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 360 19,549 SH   DFND 1 11,318 0 8,231
PEBBLEBROOK HOTEL TRUST COM 70509V100 4 94 SH   DFND 1 2 94 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 21,854 478,941 SH   DFND 1 478,941 0 0
PEDEVCO CORP COM NEW 70532Y204 27 61,846 SH   DFND 1 61,846 0 0
PEERLESS SYS CORP COM COM 705536100 108 15,870 SH   DFND 1 15,870 0 0
PEGASYSTEMS INC COM COM 705573103 7,385 355,588 SH   DFND 1 355,588 0 0
PEGASYSTEMS INC COM COM 705573103 8 419 SH   DFND 1 2 419 0 0
PENDRELL CORP COM 70686R104 1,142 827,889 SH   DFND 1 827,889 0 0
PENFORD CORP COM COM 707051108 974 52,152 SH   DFND 1 52,152 0 0
PENN NATL GAMING INC COM COM 707569109 5,822 424,064 SH   DFND 1 424,064 0 0
PENN VA CORP COM COM 707882106 2,484 371,923 SH   DFND 1 371,923 0 0
PENNEY J C INC COM COM 708160106 10,139 1,564,727 SH   DFND 1 1,564,727 0 0
PENNS WOODS BANCORP INC COM 708430103 985 20,004 SH   DFND 1 20,004 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 11,191 477,049 SH   DFND 1 477,049 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 1,744 100,821 SH   DFND 1 100,821 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 8,691 412,117 SH   DFND 1 407,978 0 4,139
PENSKE AUTO GROUP COM 70959W103 11,296 230,203 SH   DFND 1 229,744 0 459
PENTAIR LTD - REGISTERED SHS G7S00T104 95,205 1,435,219 SH   DFND 1 1,433,165 0 2,054
PEOPLES BANCORP INC COM COM 709789101 1,820 70,226 SH   DFND 1 70,226 0 0
PEOPLES FEDERAL BANCSHARES INC COM 711037101 304 13,505 SH   DFND 1 13,505 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,220 44,701 SH   DFND 1 44,701 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 36,127 2,382,758 SH   DFND 1 2,382,057 0 701
PEP BOYS MANNY MOE & JACK COM COM 713278109 3,061 311,753 SH   DFND 1 311,753 0 0
PEPCO HOLDINGS INC COM 713291102 51,844 1,927,566 SH   DFND 1 1,927,404 0 162
PEPCO HOLDINGS INC COM 713291102 942 35,000 SH   DFND 1 2 35,000 0 0
PEPSICO INC COM COM 713448108 165 1,748 SH   DFND 1 2 1,748 0 0
PEPSICO INC COM COM 713448108 1,071,808 11,349,211 SH   DFND 1 11,328,477 0 20,734
PERCEPTRON INC COM COM 71361F100 433 43,551 SH   DFND 1 43,551 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 1,388 998,886 SH   DFND 1 998,886 0 0
PERFECT WORLD CO LTD-ADR SPON ADR REP B 71372U104 852 54,118 SH   DFND 1 2 54,118 0 0
PERFECT WORLD CO LTD-ADR SPON ADR REP B 71372U104 254 16,159 SH   DFND 1 16,159 0 0
PERFICIENT INC COM 71375U101 3,529 189,459 SH   DFND 1 189,459 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 1,111 167,130 SH   DFND 1 167,130 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 1 190 SH   DFND 1 2 190 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 84 13,803 SH   DFND 1 13,803 0 0
PERICOM SEMICONDUCTOR CORP COM COM 713831105 1,665 122,983 SH   DFND 1 122,983 0 0
PERION NETWORK LTD SHS M78673106 98 22,294 SH   DFND 1 22,294 0 0
PERION NETWORK LTD SHS M78673106 34 7,848 SH   DFND 1 2 7,848 0 0
PERKINELMER INC COM COM 714046109 37,226 852,051 SH   DFND 1 849,377 0 2,674
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 144 33,206 SH   DFND 1 33,206 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 1,474 157,073 SH   DFND 1 157,073 0 0
PERRIGO CO PLC SHS G97822103 177,416 1,062,708 SH   DFND 1 1,060,834 0 1,874
PETMED EXPRESS INC COM 716382106 1,867 129,975 SH   DFND 1 127,531 0 2,444
PETROQUEST ENERGY INC COM COM 716748108 17 4,812 SH   DFND 1 2 4,812 0 0
PETROQUEST ENERGY INC COM COM 716748108 1,256 336,042 SH   DFND 1 336,042 0 0
PETSMART INC COM COM 716768106 62,279 767,034 SH   DFND 1 766,815 0 219
PETSMART INC COM COM 716768106 243 3,000 SH   DFND 1 2 3,000 0 0
PFENEX INC COM 717071104 274 37,522 SH   DFND 1 37,522 0 0
PFIZER INC COM COM 717081103 891 28,612 SH   DFND 1 2 28,612 0 0
PFIZER INC COM COM 717081103 1,552,598 49,903,866 SH   DFND 1 49,855,440 0 48,426
PFSWEB INC COM COM NEW 717098206 856 67,673 SH   DFND 1 67,673 0 0
PG&E CORP COM COM 69331C108 189,500 3,563,967 SH   DFND 1 3,562,501 0 1,466
PGT INC -REDH COM 69336V101 2,211 229,689 SH   DFND 1 229,689 0 0
PHARMACYCLICS INC COM COM 716933106 19 158 SH   DFND 1 2 158 0 0
PHARMACYCLICS INC COM COM 716933106 40,607 332,324 SH   DFND 1 331,388 0 936
PHARMERICA CORP COM 71714F104 5,633 272,040 SH   DFND 1 272,040 0 0
PHH CORP COM NEW 693320202 7,098 296,268 SH   DFND 1 296,268 0 0
PHI INC COM NON VTG 69336T205 2,754 73,643 SH   DFND 1 73,643 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 2,980 94,481 SH   DFND 1 94,481 0 0
PHILIP MORRIS INTL -SPN COM 718172109 966,001 11,875,154 SH   DFND 1 11,862,168 0 12,986
PHILIP MORRIS INTL -SPN COM 718172109 367 4,509 SH   DFND 1 2 4,509 0 0
PHILLIPS 66 COM 718546104 291,638 4,072,874 SH   DFND 1 4,069,072 0 3,802
PHILLIPS 66 COM 718546104 114 1,593 SH   DFND 1 2 1,593 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 614 8,908 SH   DFND 1 2 8,908 0 0
PHOENIX COS INC NEW COM COM NEW 71902E604 2,187 31,758 SH   DFND 1 31,758 0 0
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 102 12,294 SH   DFND 1 2 12,294 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 125 81,756 SH   DFND 1 81,756 0 0
PHOTRONICS INC COM COM 719405102 2,983 359,072 SH   DFND 1 359,072 0 0
PHYSICIANS REALTY TRUST COM 71943U104 3,992 240,515 SH   DFND 1 240,515 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 2,473 131,228 SH   DFND 1 131,228 0 0
PIEDMONT NAT GAS INC COM COM 720186105 17,463 443,113 SH   DFND 1 443,113 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 19,214 1,019,853 SH   DFND 1 1,019,853 0 0
PIER 1 IMPORTS INC COM COM 720279108 7,741 502,683 SH   DFND 1 502,683 0 0
PILGRIM'S PRIDE CORP COM 72147K108 23,653 721,353 SH   DFND 1 720,793 0 560
PILGRIM'S PRIDE CORP COM 72147K108 603 18,398 SH   DFND 1 2 18,398 0 0
PINNACLE ENTMT INC COM COM 723456109 6,869 308,762 SH   DFND 1 308,762 0 0
PINNACLE ENTMT INC COM COM 723456109 17 808 SH   DFND 1 2 808 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 8,129 205,595 SH   DFND 1 205,595 0 0
PINNACLE FOODS INC COM 72348P104 16,312 462,114 SH   DFND 1 461,418 0 696
PINNACLE WEST CAP CORP COM COM 723484101 60,103 880,915 SH   DFND 1 879,934 0 981
PIONEER DRILLING COMPANY COM 723664108 2,809 507,164 SH   DFND 1 507,164 0 0
PIONEER DRILLING COMPANY COM 723664108 13 2,423 SH   DFND 1 2 2,423 0 0
PIONEER NAT RES CO COM COM 723787107 159,162 1,070,714 SH   DFND 1 1,069,981 0 733
PIPER JAFFRAY CO COM 724078100 1,481 25,497 SH   DFND 1 2 25,497 0 0
PIPER JAFFRAY CO COM 724078100 9,014 155,179 SH   DFND 1 155,179 0 0
PITNEY BOWES INC COM COM 724479100 176 7,259 SH   DFND 1 2 7,259 0 0
PITNEY BOWES INC COM COM 724479100 39,061 1,604,248 SH   DFND 1 1,604,248 0 0
PIXELWORKS INC COM COM NEW 72581M305 535 117,511 SH   DFND 1 117,511 0 0
PIZZA INN INC COM 725846109 166 23,511 SH   DFND 1 23,511 0 0
PLANAR SYS INC COM COM 726900103 138 16,559 SH   DFND 1 2 16,559 0 0
PLANAR SYS INC COM COM 726900103 782 93,447 SH   DFND 1 93,447 0 0
PLANET PAYMENT INC SHS U72603118 418 201,257 SH   DFND 1 201,257 0 0
PLANTRONICS INC NEW COM COM 727493108 13,478 254,213 SH   DFND 1 254,213 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 12,505 538,554 SH   DFND 1 532,216 0 6,338
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 73 3,163 SH   DFND 1 2 3,163 0 0
PLATINUM UNDERWRITERS HLDGS COM G7127P100 10,164 138,450 SH   DFND 1 138,450 0 0
PLEXUS CORP COM COM 729132100 8,910 216,232 SH   DFND 1 216,232 0 0
PLUG POWER INC COM COM NEW 72919P202 2,586 862,077 SH   DFND 1 862,077 0 0
PLUG POWER INC COM COM NEW 72919P202 31 10,604 SH   DFND 1 2 10,604 0 0
PLUM CREEK TIMBER CO INC COM COM 729251108 55,794 1,305,590 SH   DFND 1 1,305,474 0 116
PLUM CREEK TIMBER CO INC COM COM 729251108 23 559 SH   DFND 1 2 559 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 51 20,790 SH   DFND 1 20,790 0 0
PLY GEM HOLDINGS INC COM 72941W100 1,314 94,046 SH   DFND 1 94,046 0 0
PMC-SIERRA INC COM COM 69344F106 10,825 1,181,839 SH   DFND 1 1,181,839 0 0
PMFG INC COM 69345P103 386 73,832 SH   DFND 1 73,832 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 360,890 3,960,969 SH   DFND 1 3,953,841 0 7,128
PNM RES INC COM COM 69349H107 13,092 441,879 SH   DFND 1 441,879 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 58 4,586 SH   DFND 1 4,586 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 71 5,565 SH   DFND 1 2 5,565 0 0
POLARIS INDS INC COM COM 731068102 52,066 344,452 SH   DFND 1 343,293 0 1,159
POLARIS INDS INC COM COM 731068102 19 130 SH   DFND 1 2 130 0 0
POLYCOM INC COM COM 73172K104 12,408 919,163 SH   DFND 1 919,163 0 0
POLYONE CORP COM COM 73179P106 18,896 498,447 SH   DFND 1 498,447 0 0
POLYONE CORP COM COM 73179P106 82 2,187 SH   DFND 1 2 2,187 0 0
POLYPORE INTL INC COM 73179V103 11,572 245,964 SH   DFND 1 245,964 0 0
POOL CORP COM COM 73278L105 15,854 249,912 SH   DFND 1 249,912 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 7,629 135,579 SH   DFND 1 135,579 0 0
POPULAR INC COM COM NEW 733174700 19,733 579,535 SH   DFND 1 579,535 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 16,112 425,909 SH   DFND 1 425,909 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 8,619 304,376 SH   DFND 1 304,376 0 0
POST HOLDINGS INC COM 737446104 10,275 245,295 SH   DFND 1 245,295 0 0
POST PPTYS INC COM COM 737464107 21,420 364,487 SH   DFND 1 364,487 0 0
POSTROCK ENERGY CORP. COM 737525105 6 18,657 SH   DFND 1 18,657 0 0
POTASH CORP SASK INC COM COM 73755L107 680 19,256 SH   DFND 1 18,411 0 845
POTBELLY CORP COM 73754Y100 887 68,921 SH   DFND 1 68,921 0 0
POTLATCH CORP COM COM 737630103 10,889 260,073 SH   DFND 1 260,073 0 0
POTLATCH CORP COM COM 737630103 39 933 SH   DFND 1 2 933 0 0
POWELL INDS INC COM COM 739128106 2,656 54,129 SH   DFND 1 54,129 0 0
POWER INTEGRATIONS INC COM COM 739276103 8,942 172,832 SH   DFND 1 172,832 0 0
POWER INTEGRATIONS INC COM COM 739276103 31 602 SH   DFND 1 2 602 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 1,421 27,549 SH   DFND 1 27,549 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 1,323 113,616 SH   DFND 1 113,616 0 0
POWERSHARES ETF TRUST DMP WNDRHLL CLN EN 73935X500 287 54,500 PRN   DFND 1 54,500 0 0
POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 206 9,000 PRN   DFND 1 9,000 0 0
POZEN INC COM COM 73941U102 1,604 200,581 SH   DFND 1 191,948 0 8,633
PPG INDS INC COM COM 693506107 228,472 989,751 SH   DFND 1 986,817 0 2,934
PPL CORP COM COM 69351T106 182,990 5,043,369 SH   DFND 1 5,042,209 0 1,160
PRA GROUP INC COM 69354N106 16,440 283,807 SH   DFND 1 283,807 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,467 101,893 SH   DFND 1 101,893 0 0
PRAXAIR INC COM COM 74005P104 271,900 2,101,475 SH   DFND 1 2,096,296 0 5,179
PRECISION CASTPARTS CORP COM COM 740189105 247,059 1,027,039 SH   DFND 1 1,024,833 0 2,206
PREFERRED APARTMENT COMMUN - A COM 74039L103 486 53,423 SH   DFND 1 53,423 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 1,825 65,441 SH   DFND 1 65,441 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 819 14,998 SH   DFND 1 14,998 0 0
PREMIER EXHIBITIONS INC COM 74051E102 63 103,444 SH   DFND 1 103,444 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 200 12,861 SH   DFND 1 12,861 0 0
PREMIER INC-CLASS A CL A 74051N102 5,508 164,274 SH   DFND 1 164,274 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 82 7,725 SH   DFND 1 2 7,725 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 2,957 278,490 SH   DFND 1 278,490 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 10,293 296,477 SH   DFND 1 296,477 0 0
PRG-SCHULTZ INTERNATIONAL I COM COM NEW 69357C503 93 16,424 SH   DFND 1 2 16,424 0 0
PRG-SCHULTZ INTERNATIONAL I COM COM NEW 69357C503 961 168,102 SH   DFND 1 168,102 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 175,938 2,051,659 SH   DFND 1 2,051,223 0 436
PRICELINE COM INC COM COM NEW 741503403 444,650 390,481 SH   DFND 1 390,033 0 448
PRICESMART INC COM COM 741511109 10,121 110,954 SH   DFND 1 110,954 0 0
PRIMERICA INC COM 74164M108 16,241 299,319 SH   DFND 1 299,319 0 0
PRIMO WATER CORP COM 74165N105 342 79,388 SH   DFND 1 79,388 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 107,901 2,080,153 SH   DFND 1 2,079,341 0 812
PRIVATEBANCORP INC COM COM 742962103 17,802 533,019 SH   DFND 1 533,019 0 0
PROASSURANCE CORP COM COM 74267C106 13,561 300,367 SH   DFND 1 300,367 0 0
PROCERA NETWORKS INC COM NEW 74269U203 777 108,112 SH   DFND 1 108,112 0 0
PROCTER & GAMBLE CO COM COM 742718109 196 2,155 SH   DFND 1 2 2,155 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,939,782 21,321,411 SH   DFND 1 21,289,717 0 31,694
PROFIRE ENERGY INC COM 74316X101 237 103,969 SH   DFND 1 103,969 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 3,197 422,909 SH   DFND 1 422,909 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 36 4,881 SH   DFND 1 2 4,881 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 10,372 383,868 SH   DFND 1 383,868 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 123,120 4,566,981 SH   DFND 1 4,565,299 0 1,682
PROLOGIS INC COM 74340W103 191,375 4,452,350 SH   DFND 1 4,451,986 0 364
PROOFPOINT INC COM 743424103 9,387 194,633 SH   DFND 1 194,633 0 0
PROOFPOINT INC COM 743424103 343 7,129 SH   DFND 1 2 7,129 0 0
PROS HOLDINGS INC COM 74346Y103 3,482 126,740 SH   DFND 1 126,740 0 0
PROSENSA HOLDING BV SHS USD N71546100 189 10,123 SH   DFND 1 10,123 0 0
PROSHARES SHT VIX ST FUTURES SHT VIX ST TRM 74347W627 611 10,000 PRN   DFND 1 2 10,000 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 17,996 325,084 SH   DFND 1 325,084 0 0
PROTECTIVE LIFE CORP COM COM 743674103 27,113 389,284 SH   DFND 1 389,284 0 0
PROTEON THERAPEUTICS INC COM 74371L109 114 10,992 SH   DFND 1 10,992 0 0
PROTHENA CORP PLC SHS G72800108 3,193 153,827 SH   DFND 1 153,742 0 85
PROTO LABS INC COM 743713109 8,497 126,529 SH   DFND 1 126,529 0 0
PROVIDENCE SERVICE CORP COM 743815102 5,018 137,720 SH   DFND 1 137,720 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 5,752 318,515 SH   DFND 1 318,515 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 398 26,353 SH   DFND 1 26,353 0 0
PRUDENTIAL FINL INC COM COM 744320102 308,251 3,412,052 SH   DFND 1 3,403,878 0 8,174
PRUDENTIAL FINL INC COM COM 744320102 68 753 SH   DFND 1 2 753 0 0
PRUDENTIAL PLC ADR 74435K204 1,205 26,103 SH   DFND 1 15,761 0 10,342
PS BUSINESS PKS INC CALIF COM COM 69360J107 3 46 SH   DFND 1 2 46 0 0
PS BUSINESS PKS INC CALIF COM COM 69360J107 11,887 149,451 SH   DFND 1 149,451 0 0
PSIVIDA CORP COM 74440J101 455 110,876 SH   DFND 1 110,876 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 248 16,460 SH   DFND 1 16,460 0 0
PTC INC COM 69370C100 20 571 SH   DFND 1 2 571 0 0
PTC INC COM 69370C100 22,807 622,316 SH   DFND 1 620,839 0 1,477
PTC THERAPEUTICS INC COM 69366J200 7,562 146,088 SH   DFND 1 146,003 0 85
PUBLIC STORAGE INC COM COM 74460D109 241,254 1,306,539 SH   DFND 1 1,305,207 0 1,332
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 63 1,539 SH   DFND 1 2 1,539 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 171,569 4,148,115 SH   DFND 1 4,144,979 0 3,136
PULASKI FINANCIAL CORP COM 745548107 179 14,565 SH   DFND 1 14,565 0 0
PULTE HOMES INC COM COM 745867101 55,403 2,584,881 SH   DFND 1 2,584,063 0 818
PUMA BIOTECHNOLOGY INC COM 74587V107 23,343 123,335 SH   DFND 1 123,268 0 67
PUMA BIOTECHNOLOGY INC COM 74587V107 11 60 SH   DFND 1 2 60 0 0
PURE CYCLE CORP COM COM NEW 746228303 370 92,679 SH   DFND 1 92,679 0 0
PVH CORP COM 693656100 77,747 607,387 SH   DFND 1 606,397 0 990
PVH CORP COM 693656100 25 199 SH   DFND 1 2 199 0 0
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 622 65,776 SH   DFND 1 64,212 0 1,564
Q2 HOLDINGS INC COM 74736L109 800 42,469 SH   DFND 1 42,469 0 0
QAD INC - A CL A 74727D306 463 20,505 SH   DFND 1 20,505 0 0
QAD INC - B CL B 74727D207 687 34,531 SH   DFND 1 34,531 0 0
QC HOLDINGS INC COM COM 74729T101 31 19,167 SH   DFND 1 19,167 0 0
QEP RESOURCES INC COM 74733V100 19 972 SH   DFND 1 2 972 0 0
QEP RESOURCES INC COM 74733V100 25,670 1,271,116 SH   DFND 1 1,271,015 0 101
QIAGEN N V ORD REG SHS N72482107 4,780 203,771 SH   DFND 1 201,623 0 2,148
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 34 1,696 SH   DFND 1 2 1,696 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 178 8,847 SH   DFND 1 8,847 0 0
QLIK TECHNOLOGIES INC COM 74733T105 15,508 502,066 SH   DFND 1 502,066 0 0
QLOGIC CORP COM COM 747277101 10,619 797,289 SH   DFND 1 797,289 0 0
QLT INC COM COM 746927102 47 11,940 SH   DFND 1 11,940 0 0
QTM 4 1/2 11/15/17 NOTE 4.500%11/1 747906AJ4 3,117 2,500,000 PRN   DFND 1 2 2,500,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 2,828 83,583 SH   DFND 1 83,583 0 0
QUAD GRAPHICS INC COM CL A 747301109 3,308 144,113 SH   DFND 1 144,113 0 0
QUAKER CHEM CORP COM COM 747316107 6,815 74,054 SH   DFND 1 74,054 0 0
QUALCOMM INC COM COM 747525103 975,733 13,143,222 SH   DFND 1 13,124,382 0 18,840
QUALITY DISTRIBUTION INC COM 74756M102 57 5,385 SH   DFND 1 2 5,385 0 0
QUALITY DISTRIBUTION INC COM 74756M102 1,650 155,103 SH   DFND 1 155,103 0 0
QUALITY SYSTEMS INC COM 747582104 4,280 274,573 SH   DFND 1 271,460 0 3,113
QUALYS INC COM 74758T303 105 2,784 SH   DFND 1 2 2,784 0 0
QUALYS INC COM 74758T303 6,470 171,410 SH   DFND 1 171,410 0 0
QUANEX BUILDING PRODUCTS COM 747619104 3,776 201,082 SH   DFND 1 201,082 0 0
QUANTA SVCS INC COM COM 74762E102 190 6,715 SH   DFND 1 2 6,715 0 0
QUANTA SVCS INC COM COM 74762E102 46,677 1,646,250 SH   DFND 1 1,645,779 0 471
QUANTUM CORP COM DSSG COM DSSG 747906204 2,817 1,600,802 SH   DFND 1 1,600,802 0 0
QUANTUM CORP COM DSSG COM DSSG 747906204 82 47,127 SH   DFND 1 2 47,127 0 0
QUANTUM FUEL SYS TECH WORLD COM PAR $0.02 74765E307 202 96,791 SH   DFND 1 96,791 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 73,475 1,097,088 SH   DFND 1 1,096,677 0 411
QUEST RESOURCE HOLDING CORP COM 74836W104 458 318,142 SH   DFND 1 318,142 0 0
QUESTAR CORP COM COM 748356102 4 189 SH   DFND 1 2 189 0 0
QUESTAR CORP COM COM 748356102 23,638 935,061 SH   DFND 1 931,971 0 3,090
QUICKLOGIC CORP COM COM 74837P108 952 303,473 SH   DFND 1 303,473 0 0
QUICKSILVER RESOURCES INC COM COM 74837R104 182 921,886 SH   DFND 1 921,886 0 0
QUIDEL CORP COM COM 74838J101 4,858 168,014 SH   DFND 1 168,014 0 0
QUIKSILVER INC COM COM 74838C106 1,644 744,264 SH   DFND 1 744,264 0 0
QUINSTREET INC COM 74874Q100 985 162,394 SH   DFND 1 162,394 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 20,393 346,615 SH   DFND 1 346,557 0 58
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 29 505 SH   DFND 1 2 505 0 0
QUMU CORP COM 749063103 558 40,861 SH   DFND 1 40,861 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 338 11,898 SH   DFND 1 11,898 0 0
RACKSPACE HOSTING INC COM 750086100 27,576 589,443 SH   DFND 1 589,031 0 412
RACKSPACE HOSTING INC COM 750086100 82 1,760 SH   DFND 1 2 1,760 0 0
RADIAN GROUP INC COM COM 750236101 19,676 1,176,833 SH   DFND 1 1,176,833 0 0
RADIANT LOGISTICS INC COM 75025X100 216 51,289 SH   DFND 1 51,289 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 265 158,825 SH   DFND 1 158,825 0 0
RADIOSHACK CORP COM COM 750438103 183 495,910 SH   DFND 1 495,910 0 0
RADISYS CORP COM COM 750459109 269 115,256 SH   DFND 1 115,256 0 0
RADIUS HEALTH INC COM NEW 750469207 2,351 60,432 SH   DFND 1 60,432 0 0
RADNET INC COM 750491102 1,761 206,323 SH   DFND 1 206,323 0 0
RADNET INC COM 750491102 125 14,683 SH   DFND 1 2 14,683 0 0
RADWARE LTD ORD M81873107 236 10,725 SH   DFND 1 10,725 0 0
RAIT INVT TR COM COM NEW 749227609 3,403 443,706 SH   DFND 1 423,511 0 20,195
RALLY SOFTWARE DEVELOPMENT C COM 751198102 935 82,288 SH   DFND 1 82,288 0 0
RALPH LAUREN CORP CL A 751212101 82,093 443,952 SH   DFND 1 442,204 0 1,748
RAMBUS INC DEL COM COM 750917106 7,687 693,230 SH   DFND 1 693,230 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 9,671 516,092 SH   DFND 1 516,092 0 0
RAND LOGISTICS INC COM 752182105 178 45,084 SH   DFND 1 45,084 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 1,013 15,034 SH   DFND 1 14,145 0 889
RANDGOLD RESOURCES LTD-ADR ADR 752344309 258 3,829 SH   DFND 1 2 3,829 0 0
RANGE RES CORP COM COM 75281A109 18 340 SH   DFND 1 2 340 0 0
RANGE RES CORP COM COM 75281A109 66,120 1,238,696 SH   DFND 1 1,234,789 0 3,907
RAPTOR PHARMACEUTICAL CORP COM 75382F106 4,108 390,583 SH   DFND 1 390,583 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 44 4,257 SH   DFND 1 2 4,257 0 0
RAVEN INDS INC COM COM 754212108 5,424 216,968 SH   DFND 1 216,968 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 7 134 SH   DFND 1 2 134 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 38,988 680,919 SH   DFND 1 680,553 0 366
RAYONIER ADVANCED MATERIALS COM 75508B104 21 967 SH   DFND 1 2 967 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 4,853 217,667 SH   DFND 1 217,667 0 0
RAYONIER INC COM COM 754907103 18,889 676,369 SH   DFND 1 676,294 0 75
RAYTHEON CO COM NEW COM NEW 755111507 126 1,166 SH   DFND 1 2 1,166 0 0
RAYTHEON CO COM NEW COM NEW 755111507 266,993 2,471,273 SH   DFND 1 2,469,614 0 1,659
RBC BEARINGS INC COM 75524B104 8,766 135,848 SH   DFND 1 135,848 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 342 34,170 SH   DFND 1 34,170 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 273 39,064 SH   DFND 1 39,064 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 1,967 160,745 SH   DFND 1 160,745 0 0
RE/MAX HOLDINGS INC CL A 75524W108 2,130 62,208 SH   DFND 1 62,208 0 0
REACHLOCAL INC COM 75525F104 219 63,833 SH   DFND 1 63,833 0 0
READING INTERNATIONAL INC-A CL A 755408101 850 64,114 SH   DFND 1 64,114 0 0
REAL GOODS SOLAR INC CL A 75601N104 82 170,174 SH   DFND 1 170,174 0 0
REALD INC COM 75604L105 2,810 238,205 SH   DFND 1 238,205 0 0
REALNETWORKS INC COM COM NEW 75605L708 886 125,891 SH   DFND 1 125,891 0 0
REALOGY HOLDINGS CORP COM 75605Y106 33,213 746,940 SH   DFND 1 746,840 0 100
REALPAGE INC COM 75606N109 6,754 307,602 SH   DFND 1 307,602 0 0
REALTY INCOME CORP COM COM 756109104 55,476 1,163,410 SH   DFND 1 1,163,242 0 168
RECEPTOS INC COM 756207106 22,025 179,783 SH   DFND 1 179,758 0 25
RECRO PHARMA INC COM 75629F109 41 14,684 SH   DFND 1 14,684 0 0
RED HAT INC COM COM 756577102 26 384 SH   DFND 1 2 384 0 0
RED HAT INC COM COM 756577102 97,063 1,405,712 SH   DFND 1 1,404,965 0 747
RED LION HOTELS CORP COM 756764106 310 48,954 SH   DFND 1 48,954 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,237 81,028 SH   DFND 1 81,028 0 0
REDWOOD TR INC COM COM 758075402 7 385 SH   DFND 1 2 385 0 0
REDWOOD TR INC COM COM 758075402 9,181 466,087 SH   DFND 1 466,087 0 0
REED ELSEVIER N V-ADR SPONS ADR NEW 758204200 347 7,294 SH   DFND 1 5,528 0 1,766
REED ELSEVIER PLC-ADR SPONS ADR NEW 758205207 535 7,869 SH   DFND 1 4,431 0 3,438
REEDS INC COM 758338107 171 29,009 SH   DFND 1 29,009 0 0
REGADO BIOSCIENCE INC COM 75874Q107 100 109,540 SH   DFND 1 109,540 0 0
REGAL BELOIT CORP COM COM 758750103 18,549 246,674 SH   DFND 1 245,496 0 1,178
REGAL ENTMT GROUP CL A CL A 758766109 9,420 441,055 SH   DFND 1 436,945 0 4,110
REGENCY CTRS CORP COM COM 758849103 39,393 617,949 SH   DFND 1 617,075 0 874
REGENERON PHARMACEUTICALS COM COM 75886F107 230,605 562,845 SH   DFND 1 561,902 0 943
REGENERON PHARMACEUTICALS COM COM 75886F107 34 83 SH   DFND 1 2 83 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 1,309 82,810 SH   DFND 1 82,810 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 75 4,776 SH   DFND 1 2 4,776 0 0
REGIONS FINL CORP COM COM 7591EP100 66 6,338 SH   DFND 1 2 6,338 0 0
REGIONS FINL CORP COM COM 7591EP100 121,422 11,511,780 SH   DFND 1 11,508,328 0 3,452
REGIS CORP MINN COM COM 758932107 4,055 241,956 SH   DFND 1 241,956 0 0
REGULUS THERAPEUTICS INC COM 75915K101 2,271 141,632 SH   DFND 1 141,632 0 0
REINSURANCE GROUP AMER INC COM COM NEW 759351604 68 786 SH   DFND 1 2 786 0 0
REINSURANCE GROUP AMER INC COM COM NEW 759351604 33,510 382,448 SH   DFND 1 381,071 0 1,377
REIS INC COM 75936P105 854 32,643 SH   DFND 1 32,643 0 0
RELIANCE STEEL & ALUMINUM C COM COM 759509102 25,630 418,318 SH   DFND 1 418,318 0 0
RELIANCE STEEL & ALUMINUM C COM COM 759509102 19 314 SH   DFND 1 2 314 0 0
RELIV INTERNATIONAL INC COM 75952R100 14 12,654 SH   DFND 1 12,654 0 0
RELM WIRELESS CORPORATION COM 759525108 184 38,362 SH   DFND 1 38,362 0 0
RELYPSA INC COM 759531106 2,315 75,181 SH   DFND 1 75,181 0 0
REMY INTERNATIONAL INC COM 759663107 2,301 118,422 SH   DFND 1 118,422 0 0
RENAISSANCE RE HLDGS LTD COM COM G7496G103 19 204 SH   DFND 1 2 204 0 0
RENAISSANCE RE HLDGS LTD COM COM G7496G103 20,898 215,088 SH   DFND 1 215,065 0 23
RENASANT CORP COM 75970E107 5,984 206,864 SH   DFND 1 206,864 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,635 168,482 SH   DFND 1 168,482 0 0
RENT A CTR INC NEW COM COM 76009N100 10,936 301,112 SH   DFND 1 301,112 0 0
RENTECH INC COM 760112102 1,602 1,272,148 SH   DFND 1 1,272,148 0 0
RENTRAK CORP COM COM 760174102 4,453 61,152 SH   DFND 1 61,152 0 0
REPLIGEN CORP COM COM 759916109 4,082 206,198 SH   DFND 1 206,198 0 0
REPLIGEN CORP COM COM 759916109 17 860 SH   DFND 1 2 860 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 1,268 127,269 SH   DFND 1 127,269 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM COM 760276105 4,515 309,526 SH   DFND 1 309,526 0 0
REPUBLIC BANCORP KY CL A CL A 760281204 1,720 69,616 SH   DFND 1 69,616 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 407 108,763 SH   DFND 1 108,763 0 0
REPUBLIC SVCS INC COM COM 760759100 77,644 1,931,601 SH   DFND 1 1,929,795 0 1,806
RESEARCH FRONTIERS INC COM COM 760911107 439 85,855 SH   DFND 1 85,855 0 0
RESMED INC COM COM 761152107 39,471 704,475 SH   DFND 1 703,983 0 492
RESOLUTE ENERGY CORP COM 76116A108 526 398,695 SH   DFND 1 398,695 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 9,054 514,158 SH   DFND 1 514,158 0 0
RESOURCE AMERICA INC CL A CL A 761195205 571 63,260 SH   DFND 1 63,260 0 0
RESOURCE CAPITAL CORP COM 76120W302 4,867 965,679 SH   DFND 1 950,094 0 15,585
RESOURCES CONNECTION INC COM COM 76122Q105 5,332 324,164 SH   DFND 1 324,164 0 0
RESPONSE GENETICS INC -REDH COM 76123U105 31 99,700 SH   DFND 1 99,700 0 0
RESTAURANT BRANDS INT INC COM 76131D103 3,461 88,518 SH   DFND 1 87,690 0 828
RESTORATION HARDWARE HOLDINGS INC COM 761283100 17,897 186,412 SH   DFND 1 186,412 0 0
RETAIL OPPORTUNITY INVESTMENT COM 76131N101 8,988 535,360 SH   DFND 1 535,360 0 0
RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 19,454 1,165,614 SH   DFND 1 1,165,614 0 0
RETAILMENOT INC COM SER 1 76132B106 114 7,832 SH   DFND 1 2 7,832 0 0
RETAILMENOT INC COM SER 1 76132B106 3,633 248,551 SH   DFND 1 248,551 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 208 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 1,579 129,032 SH   DFND 1 128,858 0 174
REVANCE THERAPEUTICS INC COM 761330109 1,099 64,904 SH   DFND 1 64,904 0 0
REVLON INC CL A CL A NEW 761525609 2,427 71,073 SH   DFND 1 71,073 0 0
REVOLUTION LIGHTING TECHNOLOGIES INC COM 76155G107 272 201,533 SH   DFND 1 201,533 0 0
REVOLUTION LIGHTING TECHNOLOGIES INC COM 76155G107 56 41,647 SH   DFND 1 2 41,647 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,302 85,570 SH   DFND 1 85,570 0 0
REX AMERICAN RESOURCES CORP COM 761624105 527 8,514 SH   DFND 1 2 8,514 0 0
REX ENERGY CORP COM 761565100 31 6,195 SH   DFND 1 2 6,195 0 0
REX ENERGY CORP COM 761565100 1,598 313,368 SH   DFND 1 313,368 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 641 916,385 SH   DFND 1 916,385 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 4,162 264,940 SH   DFND 1 264,940 0 0
REXNORD CORP COM 76169B102 15,133 536,471 SH   DFND 1 536,471 0 0
REYNOLDS AMERICAN INC COM 761713106 143,389 2,234,079 SH   DFND 1 2,233,862 0 217
RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 80 19,760 SH   DFND 1 19,760 0 0
RF MICRODEVICES INC COM COM 749941100 58,332 3,516,098 SH   DFND 1 3,515,616 0 482
RHAPSODY ACQUISITION CORP COM 74164F103 5,001 215,232 SH   DFND 1 215,232 0 0
RICE ENERGY INC COM 762760106 6,727 320,820 SH   DFND 1 320,820 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 65 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELECTRS LTD COM COM 763165107 629 62,985 SH   DFND 1 62,985 0 0
RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1,042 459,326 SH   DFND 1 459,326 0 0
RIGHTSIDE GROUP LTD COM 76658B100 361 53,754 SH   DFND 1 53,754 0 0
RIGNET INC COM 766582100 2,900 70,692 SH   DFND 1 70,692 0 0
RING ENERGY INC COM 76680V108 1,129 107,540 SH   DFND 1 107,540 0 0
RINGCENTRAL INC CL A 76680R206 1,891 126,764 SH   DFND 1 126,764 0 0
RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 942 20,470 SH   DFND 1 11,552 0 8,918
RITE AID CORP COM COM 767754104 34,724 4,617,562 SH   DFND 1 4,613,844 0 3,718
RIVERBED TECHNOLOGY INC COM 768573107 16,791 822,699 SH   DFND 1 821,189 0 1,510
RIVERVIEW BANCORP INC COM 769397100 182 40,720 SH   DFND 1 40,720 0 0
RLI CORP COM COM 749607107 9,452 191,344 SH   DFND 1 188,716 0 2,628
RLJ ENTERTAINMENT INC COM 74965F104 119 59,529 SH   DFND 1 59,529 0 0
RLJ LODGING TRUST COM 74965L101 29,377 876,154 SH   DFND 1 876,154 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,407 67,617 PRN   DFND 1 2 67,617 0 0
ROADRUNNER TRANSPORTATION COM 76973Q105 3,400 145,648 SH   DFND 1 145,648 0 0
ROBERT HALF INTL INC COM COM 770323103 62,064 1,064,452 SH   DFND 1 1,064,061 0 391
ROBERT HALF INTL INC COM COM 770323103 372 6,377 SH   DFND 1 2 6,377 0 0
ROCK CREEK PHARMACEUTICALS COM 772081105 143 790,641 SH   DFND 1 790,641 0 0
ROCKET FUEL INC COM 773111109 1,684 104,528 SH   DFND 1 104,528 0 0
ROCK-TENN CO CL A CL A 772739207 45,256 742,539 SH   DFND 1 742,443 0 96
ROCKWELL AUTOMATION INC COM COM 773903109 112,801 1,015,733 SH   DFND 1 1,013,384 0 2,349
ROCKWELL COLLINS INC COM COM 774341101 83,135 985,335 SH   DFND 1 985,251 0 84
ROCKWELL MEDICAL INC COM 774374102 2,611 254,023 SH   DFND 1 254,023 0 0
ROCKWOOD HOLDINGS INC COM 774415103 29,328 372,186 SH   DFND 1 371,596 0 590
ROCKWOOD HOLDINGS INC COM 774415103 1,182 15,000 SH   DFND 1 2 15,000 0 0
ROCKY BRANDS INC COM 774515100 444 33,546 SH   DFND 1 33,546 0 0
ROFIN SINAR TECHNOLOGIES IN COM COM 775043102 5,142 178,739 SH   DFND 1 178,739 0 0
ROGERS CORP COM COM 775133101 8,131 99,851 SH   DFND 1 99,851 0 0
ROGERS CORP COM COM 775133101 2 36 SH   DFND 1 2 36 0 0
ROKA BIOSCIENCE INC COM 775431109 106 24,067 SH   DFND 1 24,067 0 0
ROLLINS INC COM COM 775711104 10 332 SH   DFND 1 2 332 0 0
ROLLINS INC COM COM 775711104 10,625 321,011 SH   DFND 1 321,011 0 0
ROPER INDS INC NEW COM COM 776696106 117,698 753,771 SH   DFND 1 752,827 0 944
ROSETTA RESOURCES INC COM 777779307 7,661 343,391 SH   DFND 1 343,391 0 0
ROSETTA STONE INCE COM 777780107 814 83,473 SH   DFND 1 83,473 0 0
ROSS STORES INC COM COM 778296103 150,317 1,596,760 SH   DFND 1 1,595,132 0 1,628
ROUNDY'S INC COM 779268101 1,045 215,923 SH   DFND 1 208,059 0 7,864
ROUSE PROPERTIES INC COM 779287101 79 4,283 SH   DFND 1 2 4,283 0 0
ROUSE PROPERTIES INC COM 779287101 4,275 230,877 SH   DFND 1 230,877 0 0
ROVI CORP COM 779376102 62 2,780 SH   DFND 1 2 2,780 0 0
ROVI CORP COM 779376102 12,209 540,475 SH   DFND 1 540,475 0 0
ROWAN COS INC COM SHS CL A G7665A101 15,486 664,103 SH   DFND 1 664,103 0 0
ROYAL BANCSHARES PA INC CL A CL A 780081105 34 21,415 SH   DFND 1 21,415 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 20 ORD 780097689 316 26,108 SH   DFND 1 15,359 0 10,749
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 20 ORD 780097689 5 481 SH   DFND 1 2 481 0 0
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 106,145 1,289,338 SH   DFND 1 1,287,757 0 1,581
ROYAL DUTCH / SHELL GROUP-ADR SPON ADR B 780259107 1,406 20,215 SH   DFND 1 7,447 0 12,768
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 1,547 23,110 SH   DFND 1 2 23,110 0 0
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 1,032 15,428 SH   DFND 1 10,869 0 4,559
ROYAL GOLD INC COM COM 780287108 22,603 360,503 SH   DFND 1 360,503 0 0
ROYALE ENERGY INC COM NEW COM NEW 78074G200 173 82,309 SH   DFND 1 82,309 0 0
RPC INC COM COM 749660106 42 3,252 SH   DFND 1 2 3,252 0 0
RPC INC COM COM 749660106 4,491 344,433 SH   DFND 1 344,229 0 204
RPM INTERNATIONAL INC COM 749685103 34,284 676,097 SH   DFND 1 672,876 0 3,221
RPT 7 1/4 PERP PFD-D CV 751452608 6,889 103,400 PRN   DFND 1 2 103,400 0 0
RPX CORP COM 74972G103 94 6,855 SH   DFND 1 2 6,855 0 0
RPX CORP COM 74972G103 6,703 486,479 SH   DFND 1 486,479 0 0
RSP PERMIAN INC COM 74978Q105 4,885 194,338 SH   DFND 1 194,338 0 0
RTI BIOLOGICS INC COM 74975N105 1,580 304,006 SH   DFND 1 304,006 0 0
RTI INTL METALS INC COM COM 74973W107 4,481 177,427 SH   DFND 1 177,427 0 0
RUBICON PROJECT INC COM 78112V102 645 39,980 SH   DFND 1 39,980 0 0
RUBICON TECHNOLOGY INC-REDH COM 78112T107 550 120,475 SH   DFND 1 120,475 0 0
RUBY TUESDAY INC COM COM 781182100 2,355 344,387 SH   DFND 1 344,387 0 0
RUCKUS WIRELESS COM 781220108 1 107 SH   DFND 1 2 107 0 0
RUCKUS WIRELESS COM 781220108 3,655 304,111 SH   DFND 1 304,111 0 0
RUDOLPH TECHNOLOGIES INC COM COM 781270103 1,764 172,487 SH   DFND 1 172,487 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 6,428 200,571 SH   DFND 1 200,571 0 0
RUTH'S CHRIS STEAK HOUSE COM 783332109 4,054 270,280 SH   DFND 1 270,280 0 0
RXI PHARMACEUTICALS COM NEW 74979C303 133 83,565 SH   DFND 1 83,565 0 0
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 2,431 34,121 SH   DFND 1 33,862 0 259
RYDER SYS INC COM COM 783549108 37,195 400,962 SH   DFND 1 400,148 0 814
RYERSON HOLDING CORP COM 783754104 350 35,315 SH   DFND 1 35,315 0 0
RYERSON HOLDING CORP COM 783754104 67 6,825 SH   DFND 1 2 6,825 0 0
RYLAND GROUP INC COM COM 783764103 9,088 235,708 SH   DFND 1 235,708 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 14,476 274,479 SH   DFND 1 274,479 0 0
S & T BANCORP INC COM COM 783859101 5,094 170,913 SH   DFND 1 170,913 0 0
S L INDS INC COM COM 784413106 728 18,675 SH   DFND 1 18,675 0 0
S L INDS INC COM COM 784413106 299 7,677 SH   DFND 1 2 7,677 0 0
S&W SEED CO COM 785135104 168 42,244 SH   DFND 1 42,244 0 0
SABRA HEALTH CARE REIT COM 78573L106 8,582 282,586 SH   DFND 1 282,586 0 0
SABRE CORP COM 78573M104 6,087 300,333 SH   DFND 1 299,676 0 657
SAFE BULKERS INC COM Y7388L103 35 9,052 SH   DFND 1 2 9,052 0 0
SAFE BULKERS INC COM Y7388L103 114 29,294 SH   DFND 1 29,294 0 0
SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 2,352 118,684 SH   DFND 1 118,684 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 5,840 91,249 SH   DFND 1 91,249 0 0
SAFEWAY INC COM NEW COM NEW 786514208 61,818 1,762,441 SH   DFND 1 1,762,291 0 150
SAGA COMMUNICATIONS CL A CL A NEW 786598300 1,055 24,268 SH   DFND 1 24,268 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,273 34,786 SH   DFND 1 34,786 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 3,243 129,183 SH   DFND 1 129,183 0 0
SAIA INC COM 78709Y105 7,779 140,520 SH   DFND 1 140,520 0 0
SALEM COMMUNICATIONS CORP D CL A CL A 794093104 329 42,136 SH   DFND 1 42,136 0 0
SALESFORCE.COM INC COM 79466L302 250,533 4,229,851 SH   DFND 1 4,224,182 0 5,669
SALESFORCE.COM INC COM 79466L302 58 987 SH   DFND 1 2 987 0 0
SALIX PHARMACEUTICALS INC COM COM 795435106 38,577 335,804 SH   DFND 1 335,761 0 43
SALLY BEAUTY HOLDINGS INC COM 79546E104 21,487 699,014 SH   DFND 1 698,073 0 941
SANCHEZ ENERGY CORP COM 79970Y105 0 68 SH   DFND 1 2 68 0 0
SANCHEZ ENERGY CORP COM 79970Y105 2,501 269,319 SH   DFND 1 269,319 0 0
SANDERSON FARMS INC COM COM 800013104 97 1,157 SH   DFND 1 2 1,157 0 0
SANDERSON FARMS INC COM COM 800013104 19,876 236,559 SH   DFND 1 236,559 0 0
SANDISK CORP COM COM 80004C101 167,842 1,715,184 SH   DFND 1 1,712,656 0 2,528
SANDISK CORP COM COM 80004C101 806 8,236 SH   DFND 1 2 8,236 0 0
SANDRIDGE ENERGY INC COM 80007P307 3,812 2,094,749 SH   DFND 1 2,094,749 0 0
SANDSTORM GOLD LTD COMSTK B84QSS3 51 15,177 SH   DFND 1 2 15,177 0 0
SANDY SPRING BANCORP INC COM COM 800363103 3,750 143,824 SH   DFND 1 143,824 0 0
SANGAMO BIOSCIENCES INC COM COM 800677106 6,196 407,400 SH   DFND 1 407,400 0 0
SANMINA CORP COM 801056102 127 5,426 SH   DFND 1 2 5,426 0 0
SANMINA CORP COM 801056102 14,840 630,713 SH   DFND 1 630,713 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 1,571 34,445 SH   DFND 1 19,425 0 15,020
SANTANDER CONSUMER USA HOLDINGS COM 80283M101 12,531 639,054 SH   DFND 1 639,054 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 7 114 SH   DFND 1 2 114 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 851 12,221 SH   DFND 1 8,203 0 4,018
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 217 29,522 SH   DFND 1 29,522 0 0
SAPIENT CORP COM COM 803062108 16,696 671,062 SH   DFND 1 671,062 0 0
SARATOGA RESOURCES INC/TEXAS COM 803521103 17 79,763 SH   DFND 1 79,763 0 0
SAREPTA THERAPEUTICS INC COM 803607100 3,148 217,575 SH   DFND 1 217,537 0 38
SASOL LTD SPONSORED ADR 803866300 81 2,159 SH   DFND 1 2 2,159 0 0
SASOL LTD SPONSORED ADR 803866300 172 4,549 SH   DFND 1 3,127 0 1,422
SAUL CTRS INC COM COM 804395101 5,596 97,854 SH   DFND 1 97,854 0 0
SBA COMMUNICATIONS CORP COM COM 78388J106 74,615 674,040 SH   DFND 1 671,809 0 2,231
SCANA CORP NEW COM COM 80589M102 64,764 1,073,605 SH   DFND 1 1,073,438 0 167
SCANSOURCE INC COM COM 806037107 8,762 218,200 SH   DFND 1 218,200 0 0
SCHEIN HENRY INC COM COM 806407102 60,040 441,213 SH   DFND 1 440,686 0 527
SCHLUMBERGER LTD COM COM 806857108 828,042 9,707,438 SH   DFND 1 9,699,574 0 7,864
SCHLUMBERGER LTD COM COM 806857108 140 1,650 SH   DFND 1 2 1,650 0 0
SCHNITZER STL INDS CL A CL A 806882106 3,404 150,898 SH   DFND 1 150,898 0 0
SCHOLASTIC CORP COM COM 807066105 5,690 156,242 SH   DFND 1 156,242 0 0
SCHULMAN A INC COM COM 808194104 8,093 199,700 SH   DFND 1 199,700 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 256,543 8,508,866 SH   DFND 1 8,498,188 0 10,678
SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 10,505 248,352 SH   DFND 1 248,352 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 236 27,037 SH   DFND 1 2 27,037 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 2,814 321,245 SH   DFND 1 321,245 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 16,023 323,502 SH   DFND 1 323,502 0 0
SCIENTIFIC GAMES CORP CL A CL A 80874P109 3,896 306,066 SH   DFND 1 306,066 0 0
SCIQUEST INC COM 80908T101 2,126 147,180 SH   DFND 1 147,180 0 0
SCORPIO BULKERS INC SHS Y7546A106 214 108,901 SH   DFND 1 105,635 0 3,266
SCORPIO TANKERS INC SHS Y7542C106 1,126 129,594 SH   DFND 1 129,594 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 13,884 222,790 SH   DFND 1 221,785 0 1,005
SCRIPPS E W CO OHIO CL A CL A NEW 811054402 3,831 171,413 SH   DFND 1 171,413 0 0
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 56,562 752,394 SH   DFND 1 752,342 0 52
SCYNEXIS INC COM 811292101 257 25,850 SH   DFND 1 25,850 0 0
SEABOARD CORP COM COM 811543107 6,355 1,514 SH   DFND 1 1,514 0 0
SEABOARD CORP COM COM 811543107 419 100 SH   DFND 1 2 100 0 0
SEACHANGE INTL INC COM COM 811699107 943 147,903 SH   DFND 1 147,903 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 1,684 122,483 SH   DFND 1 122,483 0 0
SEACOR HOLDINGS INC COM 811904101 8,044 108,996 SH   DFND 1 108,996 0 0
SEADRILL LTD SHS G7945E105 232 19,491 SH   DFND 1 2 19,491 0 0
SEADRILL LTD SHS G7945E105 2,210 185,153 SH   DFND 1 185,153 0 0
SEAGATE TECHNOLOGY SHS G7945M107 157,796 2,376,072 SH   DFND 1 2,373,100 0 2,972
SEAGATE TECHNOLOGY SHS G7945M107 13 210 SH   DFND 1 2 210 0 0
SEALED AIR CORP NEW COM COM 81211K100 57 1,345 SH   DFND 1 2 1,345 0 0
SEALED AIR CORP NEW COM COM 81211K100 66,012 1,557,785 SH   DFND 1 1,557,255 0 530
SEARS CANADA INC COM 81234D109 300 31,067 SH   DFND 1 31,067 0 0
SEARS HOLDING CORP COM 812350106 8,923 270,565 SH   DFND 1 270,565 0 0
SEARS HOMETOWN & OUTLET STORES INC COM 812362101 959 72,994 SH   DFND 1 72,994 0 0
SEATTLE GENETICS INC COM COM 812578102 17,761 552,797 SH   DFND 1 552,598 0 199
SEATTLE GENETICS INC COM COM 812578102 74 2,328 SH   DFND 1 2 2,328 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 6,060 338,564 SH   DFND 1 337,184 0 1,380
SEAWORLD ENTERTAINMENT INC COM 81282V100 50 2,848 SH   DFND 1 2 2,848 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 124 12,172 SH   DFND 1 12,172 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 188 32,776 SH   DFND 1 32,776 0 0
SEI INVESTMENTS CO COM COM 784117103 9 245 SH   DFND 1 2 245 0 0
SEI INVESTMENTS CO COM COM 784117103 36,350 908,273 SH   DFND 1 907,371 0 902
SELECT COMFORT CORP COM COM 81616X103 154 5,700 SH   DFND 1 2 5,700 0 0
SELECT COMFORT CORP COM COM 81616X103 9,355 346,101 SH   DFND 1 346,101 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 5,303 217,255 SH   DFND 1 217,255 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 10 763 SH   DFND 1 2 763 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 10,562 733,501 SH   DFND 1 730,362 0 3,139
SELECTICA INC COM COM NEW 816288203 95 18,367 SH   DFND 1 18,367 0 0
SELECTIVE INS GROUP INC COM COM 816300107 12,133 446,581 SH   DFND 1 446,581 0 0
SEMGROUP CORP A CL A 81663A105 15,975 233,590 SH   DFND 1 233,590 0 0
SEMPRA ENERGY COM COM 816851109 196,454 1,766,394 SH   DFND 1 1,762,776 0 3,618
SEMTECH CORP COM COM 816850101 10,797 391,640 SH   DFND 1 391,640 0 0
SENECA FOODS CORP - CL A CL A 817070501 1,342 49,682 SH   DFND 1 49,682 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 29,422 1,330,736 SH   DFND 1 1,330,736 0 0
SENOMYX INC COM COM 81724Q107 1,470 244,657 SH   DFND 1 244,657 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 41,264 787,769 SH   DFND 1 787,660 0 109
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 19,069 316,028 SH   DFND 1 316,028 0 0
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 17 292 SH   DFND 1 2 292 0 0
SEQUENOM INC COM COM NEW 817337405 2,576 696,332 SH   DFND 1 696,332 0 0
SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 1,866 142,836 SH   DFND 1 142,836 0 0
SERVICE CORP INTL COM COM 817565104 23,623 1,040,674 SH   DFND 1 1,038,616 0 2,058
SERVICEMASTER GLOBAL HOLDING COM 81761R109 5,370 200,634 SH   DFND 1 200,634 0 0
SERVICENOW INC COM 81762P102 20 296 SH   DFND 1 2 296 0 0
SERVICENOW INC COM 81762P102 45,754 674,732 SH   DFND 1 674,018 0 714
SERVICESOURCE INTERNATIONAL COM 81763U100 1,643 351,270 SH   DFND 1 351,270 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 86 2,616 SH   DFND 1 2 2,616 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 486 14,766 SH   DFND 1 14,766 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 1,014 187,499 SH   DFND 1 187,498 0 0
SFX ENTERTAINMENT IN COM 784178303 1,071 236,570 SH   DFND 1 236,570 0 0
SHANDA GAMES LTD-ADR SP ADR REPTG A 81941U105 104 18,326 SH   DFND 1 18,326 0 0
SHARPS COMPLIANCE CORP COM 820017101 166 39,048 SH   DFND 1 39,048 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 3,905 124,983 SH   DFND 1 124,983 0 0
SHERWIN WILLIAMS CO COM COM 824348106 157,864 600,952 SH   DFND 1 599,415 0 1,537
SHERWIN WILLIAMS CO COM COM 824348106 147 562 SH   DFND 1 2 562 0 0
SHILOH INDS INC COM COM 824543102 639 40,670 SH   DFND 1 40,670 0 0
SHIP FINANCE INTL LTD SHS G81075106 88 6,288 SH   DFND 1 2 6,288 0 0
SHIP FINANCE INTL LTD SHS G81075106 662 46,948 SH   DFND 1 46,948 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 318 1,500 SH   DFND 1 2 1,500 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 3,232 15,211 SH   DFND 1 13,919 0 1,292
SHOE CARNIVAL INC COM COM 824889109 2,388 92,982 SH   DFND 1 92,982 0 0
SHORE BANCSHARES INC COM COM 825107105 335 36,126 SH   DFND 1 36,126 0 0
SHORETEL INC COM 825211105 2,513 342,007 SH   DFND 1 342,007 0 0
SHORETEL INC COM 825211105 9 1,333 SH   DFND 1 2 1,333 0 0
SHUTTERFLY INC COM 82568P304 9,113 218,574 SH   DFND 1 218,574 0 0
SHUTTERSTOCK INC COM 825690100 5,717 82,744 SH   DFND 1 82,713 0 31
SI FINANCIAL GROUP INC COM 78425V104 241 21,671 SH   DFND 1 21,671 0 0
SIBANYE GOLD LTD - ADR SPONSORED ADR 825724206 187 24,828 SH   DFND 1 2 24,828 0 0
SIENTRA INC COM 82621J105 402 23,996 SH   DFND 1 23,996 0 0
SIERRA BANCORP COM 82620P102 914 52,061 SH   DFND 1 52,061 0 0
SIERRA WIRELESS INC COM 826516106 501 10,590 SH   DFND 1 2 10,590 0 0
SIERRA WIRELESS INC COM 826516106 403 8,512 SH   DFND 1 8,512 0 0
SIFCO INDUSTRIES INC COM 826546103 277 9,520 SH   DFND 1 9,520 0 0
SIGMA ALDRICH CORP COM COM 826552101 549 4,000 SH   DFND 1 2 4,000 0 0
SIGMA ALDRICH CORP COM COM 826552101 127,619 930,852 SH   DFND 1 929,850 0 1,002
SIGMA DESIGNS INC COM COM 826565103 88 11,906 SH   DFND 1 2 11,906 0 0
SIGMA DESIGNS INC COM COM 826565103 1,000 135,194 SH   DFND 1 135,194 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 76 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 33,429 265,396 SH   DFND 1 265,021 0 375
SIGNET JEWELERS LTD SHS G81276100 53,564 407,337 SH   DFND 1 406,614 0 723
SILGAN HOLDINGS INC COM COM 827048109 12,226 228,113 SH   DFND 1 228,113 0 0
SILGAN HOLDINGS INC COM COM 827048109 10 187 SH   DFND 1 2 187 0 0
SILICON GRAPHICS INTERNATIONAL COM 82706L108 2,202 193,575 SH   DFND 1 193,575 0 0
SILICON IMAGE INC COM COM 82705T102 2,329 421,930 SH   DFND 1 421,930 0 0
SILICON LABORATORIES INC COM COM 826919102 10,914 229,195 SH   DFND 1 229,195 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 57 2,444 SH   DFND 1 2 2,444 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 201 8,502 SH   DFND 1 8,502 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 151 20,111 SH   DFND 1 16,630 0 3,481
SILVER BAY REALTY TRUST COM 82735Q102 4,459 269,276 SH   DFND 1 269,276 0 0
SILVER BULL RESOURCES INC COM 827458100 31 209,873 SH   DFND 1 209,873 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,322 156,897 SH   DFND 1 156,897 0 0
SILVER STD RES INC COM COM 82823L106 41 8,240 SH   DFND 1 2 8,240 0 0
SILVER STD RES INC COM COM 82823L106 109 21,836 SH   DFND 1 21,836 0 0
SILVER WHEATON CORP COMSTK B058ZX6 1,843 91,581 SH   DFND 1 89,066 0 2,515
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 452 28,885 SH   DFND 1 28,885 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 4,126 101,506 SH   DFND 1 101,506 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 502,769 2,763,805 SH   DFND 1 2,758,911 0 4,894
SIMPLICITY BANCORP INC COM 828867101 652 38,060 SH   DFND 1 38,060 0 0
SIMPSON MANUFACTURING CO IN COM COM 829073105 5 154 SH   DFND 1 2 154 0 0
SIMPSON MANUFACTURING CO IN COM COM 829073105 8,069 233,216 SH   DFND 1 233,216 0 0
SIMULATIONS PLUS INC COM 829214105 239 35,889 SH   DFND 1 35,889 0 0
SINA CORP ORD G81477104 659 17,636 SH   DFND 1 17,636 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 20 735 SH   DFND 1 2 735 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 11,304 413,182 SH   DFND 1 413,182 0 0
SINOVAC BIOTECH LTD SHS P8696W104 89 17,025 SH   DFND 1 17,025 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 175 50,000 SH   DFND 1 2 50,000 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 51,886 14,832,122 SH   DFND 1 14,830,566 0 1,556
SIRONA DENTAL SYSTEMS INC COM 82966C103 26,256 300,525 SH   DFND 1 299,462 0 1,063
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 19,690 456,326 SH   DFND 1 453,437 0 2,889
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 48 1,130 SH   DFND 1 2 1,130 0 0
SIZMEK INC COM 83013P105 830 132,615 SH   DFND 1 132,615 0 0
SJW CORP COM COM 784305104 2,392 74,491 SH   DFND 1 74,491 0 0
SKECHERS U S A INC CL A CL A 830566105 16,038 290,292 SH   DFND 1 290,292 0 0
SKILLED HEALTHCARE GROU-CL A CL A 83066R107 1,011 118,036 SH   DFND 1 118,036 0 0
SKULLCANDY INC COM 83083J104 2,566 279,232 SH   DFND 1 279,232 0 0
SKYLINE CORP COM COM 830830105 147 36,543 SH   DFND 1 36,543 0 0
SKY-MOBI LTD - SP ADR SPONSORED ADS 83084G109 6 1,678 SH   DFND 1 1,678 0 0
SKY-MOBI LTD - SP ADR SPONSORED ADS 83084G109 58 15,384 SH   DFND 1 2 15,384 0 0
SKYWEST INC COM COM 830879102 3,964 298,542 SH   DFND 1 298,542 0 0
SKYWEST INC COM COM 830879102 26 1,988 SH   DFND 1 2 1,988 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 38 524 SH   DFND 1 2 524 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 76,139 1,047,704 SH   DFND 1 1,045,133 0 2,571
SL GREEN RLTY CORP COM COM 78440X101 75,075 631,040 SH   DFND 1 629,791 0 1,249
SLM CORP COM 78442P106 23,155 2,272,332 SH   DFND 1 2,272,332 0 0
SLXP 1 1/2 03/15/2019 NOTE 1.500% 3/1 795435AE6 20,054 11,000,000 PRN   DFND 1 2 11,000,000 0 0
SM ENERGY CO COM 78454L100 12,814 332,151 SH   DFND 1 332,151 0 0
SM ENERGY CO COM 78454L100 104 2,702 SH   DFND 1 2 2,702 0 0
SMART & FINAL STORES INC COM 83190B101 474 30,187 SH   DFND 1 30,187 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 367 10,000 SH   DFND 1 2 10,000 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 421 11,484 SH   DFND 1 7,217 0 4,267
SMITH & WESSON HLDG CORP COM 831756101 2,945 311,037 SH   DFND 1 311,037 0 0
SMITH A O COM COM 831865209 22,443 397,867 SH   DFND 1 397,867 0 0
SMITH MICRO SOFTWARE INC COM COM 832154108 152 157,116 SH   DFND 1 157,116 0 0
SNAP ON INC COM COM 833034101 61,929 453,457 SH   DFND 1 452,645 0 812
SNYDERS-LANCE INC COM 833551104 9,398 307,656 SH   DFND 1 307,656 0 0
SOHU COM INC COM 83408W103 537 10,100 SH   DFND 1 10,100 0 0
SOHU COM INC COM 83408W103 18 343 SH   DFND 1 2 343 0 0
SOLARCITY CORP COM 83416T100 14,979 280,101 SH   DFND 1 279,895 0 206
SOLARWINDS INC COM 83416B109 16,458 330,286 SH   DFND 1 329,796 0 490
SOLARWINDS INC COM 83416B109 1 22 SH   DFND 1 2 22 0 0
SOLAZYME INC COM 83415T101 1,072 415,790 SH   DFND 1 415,790 0 0
SOLAZYME INC COM 83415T101 128 49,973 SH   DFND 1 2 49,973 0 0
SOLERA HOLDINGS INC COM 83421A104 17,702 345,893 SH   DFND 1 345,893 0 0
SOLERA HOLDINGS INC COM 83421A104 0 12 SH   DFND 1 2 12 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 69 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 5,139 190,085 SH   DFND 1 190,085 0 0
SONIC CORP COM COM 835451105 9,523 349,753 SH   DFND 1 349,753 0 0
SONOCO PRODS CO COM COM 835495102 22,953 525,260 SH   DFND 1 521,396 0 3,864
SONOCO PRODS CO COM COM 835495102 6 146 SH   DFND 1 2 146 0 0
SONUS NETWORKS INC COM COM 835916107 92 23,205 SH   DFND 1 2 23,205 0 0
SONUS NETWORKS INC COM COM 835916107 5,982 1,506,985 SH   DFND 1 1,506,485 0 500
SONY CORP ADR NEW ADR NEW 835699307 329 16,112 SH   DFND 1 13,865 0 2,247
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,095 108,745 SH   DFND 1 108,745 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 14,753 341,669 SH   DFND 1 341,669 0 0
SOTHERLY HOTELS INC COM 83600C103 336 44,865 SH   DFND 1 44,865 0 0
SOUTH JERSEY INDS INC COM COM 838518108 11,263 191,135 SH   DFND 1 191,135 0 0
SOUTH STATE CORP COM 840441109 10,030 149,537 SH   DFND 1 149,537 0 0
SOUTHERN CO COM COM 842587107 344,695 7,027,559 SH   DFND 1 7,021,150 0 6,409
SOUTHERN COPPER CORP COM COM 84265V105 120 4,288 SH   DFND 1 2 4,288 0 0
SOUTHERN COPPER CORP COM COM 84265V105 1,931 69,268 SH   DFND 1 69,268 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 411 10,840 SH   DFND 1 10,840 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 198 17,593 SH   DFND 1 17,593 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 3,862 133,614 SH   DFND 1 133,614 0 0
SOUTHWEST AIRLS CO COM COM 844741108 226,269 5,351,789 SH   DFND 1 5,348,613 0 3,176
SOUTHWEST AIRLS CO COM COM 844741108 180 4,271 SH   DFND 1 2 4,271 0 0
SOUTHWEST BANCORP INC OKLA COM COM 844767103 1,698 97,843 SH   DFND 1 97,843 0 0
SOUTHWEST GAS CORP COM COM 844895102 16,057 259,780 SH   DFND 1 259,780 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 19 698 SH   DFND 1 2 698 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 70,726 2,595,087 SH   DFND 1 2,594,852 0 235
SOVRAN SELF STORAGE INC COM COM 84610H108 24,490 280,789 SH   DFND 1 280,789 0 0
SP PLUS CORP COM 78469C103 2,369 93,913 SH   DFND 1 93,913 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 42 18,498 SH   DFND 1 18,498 0 0
SPANSION INC-CLASS A COM CL A NEW 84649R200 11,282 329,699 SH   DFND 1 329,699 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 159 11,299 SH   DFND 1 8,653 0 2,646
SPARK NETWORKS PLC COM 84651P100 350 97,647 SH   DFND 1 97,647 0 0
SPARTAN MOTORS INC COM 846819100 1,034 196,682 SH   DFND 1 196,682 0 0
SPARTANNASH CO COM 847215100 5,831 223,105 SH   DFND 1 223,105 0 0
SPARTON CORP COM 847235108 1,403 49,532 SH   DFND 1 49,532 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 3,981 19,374 PRN   DFND 1 2 19,374 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 31 151 PRN   DFND 1 151 0 0
SPECTRA ENERGY CORP COM 847560109 116 3,211 SH   DFND 1 2 3,211 0 0
SPECTRA ENERGY CORP COM 847560109 180,893 4,989,836 SH   DFND 1 4,986,897 0 2,939
SPECTRANETICS CORP COM 84760C107 8,184 236,695 SH   DFND 1 236,695 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 10,713 111,967 SH   DFND 1 111,875 0 92
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,298 331,668 SH   DFND 1 331,668 0 0
SPEED COMMERCE INC COM 84764T106 757 245,230 SH   DFND 1 245,230 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,287 58,865 SH   DFND 1 58,865 0 0
SPHERIX INC COM COM PAR $0.01 84842R304 98 91,259 SH   DFND 1 91,259 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 8 207 SH   DFND 1 2 207 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 27,618 641,697 SH   DFND 1 641,330 0 367
SPIRIT AIRLINES INC COM 848577102 296 3,918 SH   DFND 1 2 3,918 0 0
SPIRIT AIRLINES INC COM 848577102 32,728 433,033 SH   DFND 1 432,638 0 395
SPIRIT REALTY CAPITAL INC COM 84860W102 23,422 1,969,967 SH   DFND 1 1,969,967 0 0
SPLUNK INC COM 848637104 19 336 SH   DFND 1 2 336 0 0
SPLUNK INC COM 848637104 37,291 632,596 SH   DFND 1 632,010 0 586
SPOK HOLDINGS INC COM 84863T106 2,462 141,857 SH   DFND 1 141,857 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 473 64,747 SH   DFND 1 64,747 0 0
SPRINGLEAF HOLDINGS INC COM 85172J101 5,120 141,576 SH   DFND 1 141,576 0 0
SPRINT CORP COM SER 1 85207U105 17,058 4,112,275 SH   DFND 1 4,111,771 0 504
SPRINT CORP COM SER 1 85207U105 249 60,111 SH   DFND 1 2 60,111 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 22,812 671,338 SH   DFND 1 671,338 0 0
SPS COMMERCE INC COM 78463M107 2 36 SH   DFND 1 2 36 0 0
SPS COMMERCE INC COM 78463M107 5,550 98,020 SH   DFND 1 98,020 0 0
SPX CORP COM COM 784635104 409 4,768 SH   DFND 1 2 4,768 0 0
SPX CORP COM COM 784635104 18,237 212,340 SH   DFND 1 212,197 0 143
SQUARE 1 FINANCIAL INC - A CL A 85223W101 1,096 44,375 SH   DFND 1 44,375 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 27,339 467,427 SH   DFND 1 467,427 0 0
ST JOE CO COM COM 790148100 8,758 476,257 SH   DFND 1 476,257 0 0
ST JUDE MED INC COM COM 790849103 141,791 2,183,189 SH   DFND 1 2,179,752 0 3,437
ST JUDE MED INC COM COM 790849103 44 689 SH   DFND 1 2 689 0 0
ST PAUL TRAVELERS CO INC COM 89417E109 5 51 SH   DFND 1 2 51 0 0
ST PAUL TRAVELERS CO INC COM 89417E109 272,059 2,573,455 SH   DFND 1 2,568,292 0 5,163
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 24 2,658 SH   DFND 1 2 2,658 0 0
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 1,645 180,655 SH   DFND 1 180,655 0 0
STAG INDUSTRIAL INC COM 85254J102 8,690 354,719 SH   DFND 1 354,719 0 0
STAG INDUSTRIAL INC COM 85254J102 25 1,047 SH   DFND 1 2 1,047 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 3,441 166,269 SH   DFND 1 166,129 0 140
STAMPS COM INC COM COM NEW 852857200 145 3,042 SH   DFND 1 2 3,042 0 0
STAMPS COM INC COM COM NEW 852857200 4,139 86,255 SH   DFND 1 86,255 0 0
STANCORP FINL GROUP INC COM COM 852891100 15,928 228,013 SH   DFND 1 227,057 0 956
STANCORP FINL GROUP INC COM COM 852891100 3 56 SH   DFND 1 2 56 0 0
STANDARD MTR PRODS INC COM COM 853666105 4,635 121,597 SH   DFND 1 121,597 0 0
STANDARD PAC CORP NEW COM COM 85375C101 6,617 907,682 SH   DFND 1 907,682 0 0
STANDARD REGISTER CO COM COM 853887206 37 11,606 SH   DFND 1 11,606 0 0
STANDEX INTL CORP COM COM 854231107 6,619 85,677 SH   DFND 1 85,677 0 0
STANLEY BLACK & DECKER INC COM 854502101 113,487 1,182,681 SH   DFND 1 1,181,749 0 932
STANLEY BLACK & DECKER INC COM 854502101 3 40 SH   DFND 1 2 40 0 0
STANLEY FURNITURE INC COM NEW COM NEW 854305208 121 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 91,367 5,048,586 SH   DFND 1 5,043,564 0 5,022
STAR BULK CARRIERS CORP SHS NEW Y8162K121 166 25,339 SH   DFND 1 25,339 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 46 7,044 SH   DFND 1 2 7,044 0 0
STARBUCKS CORP COM COM 855244109 476,580 5,815,689 SH   DFND 1 5,806,920 0 8,769
STARRETT L S CO CL A CL A 855668109 374 18,776 SH   DFND 1 18,776 0 0
STARTEK INC COM COM 85569C107 238 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 108,862 1,344,602 SH   DFND 1 1,341,836 0 2,766
STARWOOD PROPERTY TRUST INC COM 85571B105 47 2,033 SH   DFND 1 2 2,033 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 29,255 1,258,827 SH   DFND 1 1,254,047 0 4,780
STARWOOD WAYPOINT RES COM SHS 85571W109 5,543 210,211 SH   DFND 1 210,211 0 0
STARWOOD WAYPOINT RES COM SHS 85571W109 2 84 SH   DFND 1 2 84 0 0
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 19 662 SH   DFND 1 2 662 0 0
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 18,379 618,830 SH   DFND 1 618,072 0 758
STATE AUTO FINL CORP COM COM 855707105 2,064 92,918 SH   DFND 1 92,918 0 0
STATE BANK FINANCIAL CORP COM 856190103 4,001 200,274 SH   DFND 1 200,274 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 1,244 103,892 SH   DFND 1 103,892 0 0
STATE STR CORP COM COM 857477103 64 816 SH   DFND 1 2 816 0 0
STATE STR CORP COM COM 857477103 244,658 3,120,738 SH   DFND 1 3,113,943 0 6,795
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 462 26,283 SH   DFND 1 2 26,283 0 0
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 270 15,335 SH   DFND 1 11,679 0 3,656
STEEL DYNAMICS INC COM COM 858119100 92 4,667 SH   DFND 1 2 4,667 0 0
STEEL DYNAMICS INC COM COM 858119100 26,158 1,325,137 SH   DFND 1 1,323,711 0 1,426
STEELCASE INC CL A CL A 858155203 9,427 525,183 SH   DFND 1 525,183 0 0
STEELCASE INC CL A CL A 858155203 8 487 SH   DFND 1 2 487 0 0
STEIN MART INC COM COM 858375108 2,443 167,105 SH   DFND 1 167,105 0 0
STEINER LEISURE LTD ORD ORD P8744Y102 3,745 81,059 SH   DFND 1 81,059 0 0
STEMCELLS INC COM NEW 85857R204 273 291,741 SH   DFND 1 291,741 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,044 61,229 SH   DFND 1 61,229 0 0
STEPAN CO COM COM 858586100 4,646 115,930 SH   DFND 1 115,930 0 0
STEPAN CO COM COM 858586100 157 3,919 SH   DFND 1 2 3,919 0 0
STEREOTAXIS INC COM COM NEW 85916J409 105 71,078 SH   DFND 1 71,078 0 0
STERICYCLE INC COM COM 858912108 84,829 647,989 SH   DFND 1 647,911 0 78
STERIS CORP COM COM 859152100 22,549 347,724 SH   DFND 1 347,724 0 0
STERLING BANCORP/DE COM 85917A100 6,689 465,220 SH   DFND 1 465,220 0 0
STERLING CONSTRUCTION CO COM 859241101 704 110,301 SH   DFND 1 110,301 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 4,110 110,974 SH   DFND 1 110,974 0 0
STIFEL FINL CORP COM COM 860630102 17,057 334,326 SH   DFND 1 334,326 0 0
STILLWATER MNG CO COM COM 86074Q102 9,508 645,093 SH   DFND 1 645,093 0 0
STILLWATER MNG CO COM COM 86074Q102 13 924 SH   DFND 1 2 924 0 0
STOCK BUILDING SUPPLY HOLDINGS COM 86101X104 1,287 84,061 SH   DFND 1 84,061 0 0
STOCK YARDS BANCORP INC COM 861025104 2,144 64,337 SH   DFND 1 64,337 0 0
STONE ENERGY CORP COM COM 861642106 5,063 299,984 SH   DFND 1 299,984 0 0
STONE HARBOR EMERGING MARKET COM 86164W100 167 10,952 PRN   DFND 1 2 10,952 0 0
STONEGATE BANK COM 861811107 542 18,323 SH   DFND 1 18,323 0 0
STONEGATE MORTGAGE GROUP COM 86181Q300 691 57,791 SH   DFND 1 57,791 0 0
STONERIDGE INC COM COM 86183P102 1,858 144,482 SH   DFND 1 144,482 0 0
STORE CAPITAL CORP COM 862121100 520 24,082 SH   DFND 1 24,082 0 0
STR HOLDINGS INC COM 78478V100 213 155,640 SH   DFND 1 155,640 0 0
STRAIGHT PATH COMM B CL B 862578101 969 51,147 SH   DFND 1 51,147 0 0
STRATASYS LTD SHS M85548101 2,997 36,071 SH   DFND 1 36,071 0 0
STRATASYS LTD SHS M85548101 51 622 SH   DFND 1 2 622 0 0
STRATEGIC GLOBAL INCM FD INC COM 862719101 272 32,091 PRN   DFND 1 2 32,091 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 28,543 2,157,449 SH   DFND 1 2,157,449 0 0
STRATTEC SEC CORP COM COM 863111100 1,586 19,214 SH   DFND 1 19,214 0 0
STRATTEC SEC CORP COM COM 863111100 34 419 SH   DFND 1 2 419 0 0
STRAYER ED INC COM COM 863236105 4,718 63,527 SH   DFND 1 63,527 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 345 79,728 SH   DFND 1 79,728 0 0
STRYKER CORP COM COM 863667101 205,953 2,186,351 SH   DFND 1 2,186,113 0 238
STRYKER CORP COM COM 863667101 8 92 SH   DFND 1 2 92 0 0
STUDENT TRANSPORTATION INC COM 86388A108 165 26,644 SH   DFND 1 26,644 0 0
STURM RUGER & CO INC COM COM 864159108 3,667 105,911 SH   DFND 1 105,911 0 0
STWD 3 3/4 10/15/17 NOTE 3.750%10/1 85571BAC9 10,150 10,000,000 PRN   DFND 1 2 10,000,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 184 12,949 SH   DFND 1 2 12,949 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 1,956 137,014 SH   DFND 1 137,014 0 0
SUFFOLK BANCORP COM COM 864739107 1,534 67,587 SH   DFND 1 67,587 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 457 62,865 SH   DFND 1 51,051 0 11,814
SUMMER INFANT INC COM 865646103 106 32,793 SH   DFND 1 2 32,793 0 0
SUMMER INFANT INC COM 865646103 239 73,393 SH   DFND 1 73,393 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 129 10,414 SH   DFND 1 2 10,414 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 6,031 484,867 SH   DFND 1 484,867 0 0
SUN BANCORP INC COM COM NEW 86663B201 990 51,063 SH   DFND 1 51,063 0 0
SUN COMMUNITIES INC COM COM 866674104 18,661 308,654 SH   DFND 1 308,654 0 0
SUN EDISON INC COM 86732Y109 25,363 1,300,024 SH   DFND 1 1,298,567 0 1,457
SUN HYDRAULICS CORP COM COM 866942105 5,498 139,619 SH   DFND 1 139,619 0 0
SUNCOKE ENERGY INC COM 86722A103 7,364 380,802 SH   DFND 1 380,802 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 502 27,063 SH   DFND 1 27,063 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 603 236,523 SH   DFND 1 236,523 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 26 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 202 17,084 SH   DFND 1 17,084 0 0
SUNPOWER CORP COM 867652406 7,679 297,302 SH   DFND 1 297,302 0 0
SUNSHINE HEART INC COM 86782U106 182 43,102 SH   DFND 1 43,102 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 24,490 1,483,371 SH   DFND 1 1,483,371 0 0
SUNTRUST BKS INC COM COM 867914103 165,955 3,965,851 SH   DFND 1 3,965,032 0 819
SUPER MICRO COMPUTR INC COM 86800U104 9,348 268,030 SH   DFND 1 268,030 0 0
SUPER MICRO COMPUTR INC COM 86800U104 3 112 SH   DFND 1 2 112 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 51 18,678 SH   DFND 1 18,678 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 93 4,636 SH   DFND 1 2 4,636 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 16,596 823,988 SH   DFND 1 823,887 0 101
SUPERIOR INDS INTL INC COM COM 868168105 2,674 135,157 SH   DFND 1 135,157 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 343 11,704 SH   DFND 1 11,704 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,220 147,020 SH   DFND 1 147,020 0 0
SUPERVALU INC COM COM 868536103 10,747 1,107,946 SH   DFND 1 1,107,946 0 0
SUPPORT.COM INC COM 86858W101 633 300,340 SH   DFND 1 300,340 0 0
SUPREME INDS INC -CL A CL A 868607102 113 16,037 SH   DFND 1 16,037 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,470 73,411 SH   DFND 1 73,411 0 0
SURMODICS INC COM COM 868873100 2,516 113,869 SH   DFND 1 113,869 0 0
SUSQUEHANNA BANCSHARES INC COM COM 869099101 14,145 1,053,264 SH   DFND 1 1,053,264 0 0
SVB FINANCIAL GROUP COM 78486Q101 31,556 271,871 SH   DFND 1 271,871 0 0
SWIFT ENERGY CO COM COM 870738101 26 6,449 SH   DFND 1 2 6,449 0 0
SWIFT ENERGY CO COM COM 870738101 916 226,240 SH   DFND 1 226,240 0 0
SWIFT TRANSN CO COM CL A 87074U101 13,710 478,893 SH   DFND 1 478,893 0 0
SWISHER HYGIENE INC COM NEW 870808300 106 57,138 SH   DFND 1 57,138 0 0
SWISS HELVETIA FUND COM 870875101 118 10,650 PRN   DFND 1 2 10,650 0 0
SWS GROUP INC COM COM 78503N107 969,735 140,338 SH   DFND 1 140,338 0 0
SYKES ENTERPRISES INC COM COM 871237103 5,258 224,042 PRN   DFND 1 224,042 0 0
SYMANTEC CORP COM COM 871503108 152,814 5,963,287 SH   DFND 1 5,960,593 0 2,694
SYMETRA FINANCIAL CORP COM 87151Q106 13,126 569,487 SH   DFND 1 569,487 0 0
SYMMETRY SURGICAL INC COM 87159G100 475 61,090 SH   DFND 1 61,090 0 0
SYNACOR INC COM 871561106 140 70,469 SH   DFND 1 70,469 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 11,844 127,652 SH   DFND 1 127,598 0 54
SYNALLOY CP DEL COM COM 871565107 602 34,229 SH   DFND 1 34,229 0 0
SYNAPTICS INC COM COM 87157D109 16,178 235,017 SH   DFND 1 235,017 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 8,258 197,277 SH   DFND 1 197,277 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 28 688 SH   DFND 1 2 688 0 0
SYNCHRONY FINANCIAL COM 87165B103 28,968 974,203 SH   DFND 1 973,119 0 1,084
SYNERGETICS USA INC COM 87160G107 371 85,452 SH   DFND 1 85,452 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 1,632 535,396 SH   DFND 1 535,396 0 0
SYNERGY RESOURCES CORP COM 87164P103 171 13,668 SH   DFND 1 2 13,668 0 0
SYNERGY RESOURCES CORP COM 87164P103 4,649 370,795 SH   DFND 1 370,795 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 102 11,017 SH   DFND 1 11,017 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 0 16 SH   DFND 1 2 16 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 672 10,472 SH   DFND 1 8,678 0 1,794
SYNNEX CORP COM COM 87162W100 15,991 204,595 SH   DFND 1 204,595 0 0
SYNOPSYS INC COM COM 871607107 40,432 930,549 SH   DFND 1 930,446 0 103
SYNOVUS FINL CORP COM COM NEW 87161C501 19,459 718,316 SH   DFND 1 714,684 0 3,632
SYNTA PHARMA CORP-REDH COM 87162T206 1,158 436,982 SH   DFND 1 436,982 0 0
SYNTEL INC COM COM 87162H103 11,600 257,912 SH   DFND 1 257,912 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 283 299,328 SH   DFND 1 299,328 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 369 252,967 SH   DFND 1 252,967 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 397 65,355 SH   DFND 1 65,355 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 142 53,976 SH   DFND 1 53,976 0 0
SYSCO CORP COM COM 871829107 119 3,009 SH   DFND 1 2 3,009 0 0
SYSCO CORP COM COM 871829107 171,528 4,327,412 SH   DFND 1 4,323,706 0 3,706
SYSTEMAX INC COM COM 871851101 632 46,833 SH   DFND 1 46,833 0 0
T.G.C. INDUSTRIES INC COM NEW 872417308 159 73,707 SH   DFND 1 73,707 0 0
T2 BIOSYSTEMS INC COM 89853L104 536 27,909 SH   DFND 1 27,909 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 17,327 204,432 SH   DFND 1 204,165 0 267
TAHOE RESOURCES INC COM 873868103 36 2,600 SH   DFND 1 2 2,600 0 0
TAHOE RESOURCES INC COM 873868103 653 47,042 SH   DFND 1 47,042 0 0
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 358 12,777 SH   DFND 1 2 12,777 0 0
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 16,572 591,235 SH   DFND 1 591,135 0 100
TAL INTERNATIONAL GROUP INC COM 874083108 8,200 188,215 SH   DFND 1 185,225 0 2,990
TALISMAN ENERGY INC COMSTK 2068299 2,009 259,545 SH   DFND 1 258,088 0 1,457
TALISMAN ENERGY INC COM COM 87425E103 313 40,000 SH   DFND 1 2 40,000 0 0
TALISMAN ENERGY INC COM COM 87425E103 2 236 SH   DFND 1 0 0 236
TALMER BANCORP INC CLASS A COM 87482X101 1,936 137,958 SH   DFND 1 137,958 0 0
TANDEM DIABETES CARE INC COM 875372104 776 61,140 SH   DFND 1 61,140 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 22,133 598,860 SH   DFND 1 595,548 0 3,312
TANGOE INC COM 87582Y108 2,732 209,713 SH   DFND 1 209,713 0 0
TANGOE INC COM 87582Y108 28 2,224 SH   DFND 1 2 2,224 0 0
TARGA RESOURCES CORP COM 87612G101 15,692 147,968 SH   DFND 1 147,968 0 0
TARGA RESOURCES CORP COM 87612G101 1 10 SH   DFND 1 2 10 0 0
TARGACEPT INC COM 87611R306 471 179,181 SH   DFND 1 179,181 0 0
TARGET CORP COM COM 87612E106 214 2,825 SH   DFND 1 2 2,825 0 0
TARGET CORP COM COM 87612E106 373,763 4,929,865 SH   DFND 1 4,922,612 0 7,253
TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 1,193 8,054 SH   DFND 1 2 8,054 0 0
TASER INTL INC COM COM 87651B104 7,805 294,754 SH   DFND 1 294,708 0 46
TAUBMAN CTRS INC COM COM 876664103 30,248 395,818 SH   DFND 1 394,692 0 1,126
TAYLOR MORRISON HOME CORP-A CL A 87724P106 2,789 147,668 SH   DFND 1 147,668 0 0
TCF FINL CORP COM COM 872275102 14,527 914,262 SH   DFND 1 914,262 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 48,020 1,342,835 SH   DFND 1 1,342,631 0 204
TD AMERITRADE HOLDINGS CORP COM 87236Y108 1 41 SH   DFND 1 2 41 0 0
TE CONNECTIVITY LTD REG SHS H84989104 180,268 2,854,049 SH   DFND 1 2,850,571 0 3,478
TEAM HEALTH HOLDINGS INC COM 87817A107 26,795 465,772 SH   DFND 1 465,772 0 0
TEAM INC COM 878155100 4,240 104,796 SH   DFND 1 104,796 0 0
TEARLAB CORP COM 878193101 327 123,746 SH   DFND 1 123,746 0 0
TECH DATA CORP COM COM 878237106 12,974 205,195 SH   DFND 1 204,238 0 957
TECH DATA CORP COM COM 878237106 371 5,869 SH   DFND 1 2 5,869 0 0
TECHTARGET INC -REDH COM 87874R100 990 87,076 SH   DFND 1 87,076 0 0
TECO ENERGY INC COM COM 872375100 36,711 1,793,305 SH   DFND 1 1,768,129 0 25,176
TECUMSEH PRODUCTS CO-CL B COM 878895309 255 82,694 SH   DFND 1 82,694 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 11,796 231,809 SH   DFND 1 231,809 0 0
TEEKAY TANKERS LTD CL A Y8565N102 399 78,930 SH   DFND 1 78,930 0 0
TEJON RANCH CO DEL COM COM 879080109 2,497 84,788 SH   DFND 1 84,788 0 0
TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 141 13,460 SH   DFND 1 9,374 0 4,086
TELECOMMUNICATION SYS INC CL A CL A 87929J103 1,635 524,115 SH   DFND 1 524,115 0 0
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 10 616 SH   DFND 1 2 616 0 0
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 179 10,125 SH   DFND 1 10,125 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 23,864 232,281 SH   DFND 1 232,281 0 0
TELEFLEX INC COM COM 879369106 25,349 220,774 SH   DFND 1 219,711 0 1,063
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 615 43,308 SH   DFND 1 34,645 0 8,663
TELENAV INV COM 879455103 886 132,941 SH   DFND 1 132,941 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 13,322 527,631 SH   DFND 1 527,527 0 104
TELETECH HOLDINGS INC COM COM 879939106 3,064 129,431 SH   DFND 1 129,431 0 0
TEMPLETON EMERGING MKTS INCM COM 880192109 364 32,106 PRN   DFND 1 2 32,106 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 16,370 298,127 SH   DFND 1 298,127 0 0
TENAX THERAPEUTICS INC COM 88032L100 308 80,411 SH   DFND 1 80,411 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 256 5,067 SH   DFND 1 2 5,067 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 36,495 720,928 SH   DFND 1 720,928 0 0
TENGASCO INC COM NEW 88033R205 19 75,817 SH   DFND 1 75,817 0 0
TENNANT CO COM COM 880345103 7,398 102,517 SH   DFND 1 102,517 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 24,137 426,384 SH   DFND 1 426,384 0 0
TERADATA CORP-REDH COM 88076W103 50,144 1,149,456 SH   DFND 1 1,149,354 0 102
TERADYNE INC COM COM 880770102 22,343 1,129,025 SH   DFND 1 1,126,147 0 2,878
TEREX CORP NEW COM COM 880779103 274 9,843 SH   DFND 1 2 9,843 0 0
TEREX CORP NEW COM COM 880779103 15,833 567,899 SH   DFND 1 567,899 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 4,020 130,203 SH   DFND 1 130,203 0 0
TERRENO REALTY CORP COM 88146M101 4,433 214,887 SH   DFND 1 214,887 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,098 50,953 SH   DFND 1 50,953 0 0
TESARO INC COM 881569107 4,390 118,056 SH   DFND 1 118,056 0 0
TESCO CORP COM 88157K101 3,733 291,211 SH   DFND 1 291,211 0 0
TESCO CORP COM 88157K101 32 2,515 SH   DFND 1 2 2,515 0 0
TESLA MOTORS INC COM 88160R101 113,450 510,343 SH   DFND 1 509,614 0 729
TESORO CORP COM COM 881609101 80,629 1,085,695 SH   DFND 1 1,084,455 0 1,240
TESORO CORP COM COM 881609101 49 667 SH   DFND 1 2 667 0 0
TESSCO TECHNOLOGIES INC COM 872386107 914 31,545 SH   DFND 1 31,545 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 427 11,965 SH   DFND 1 2 11,965 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 10,680 298,668 SH   DFND 1 298,668 0 0
TETRA TECH INC NEW COM COM 88162G103 10,034 375,822 SH   DFND 1 375,822 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 73 10,999 SH   DFND 1 2 10,999 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 2,913 436,208 SH   DFND 1 427,493 0 8,715
TETRALOGIC PHARMA CORP COM 88165U109 156 32,529 SH   DFND 1 32,529 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 6,870 173,010 SH   DFND 1 173,010 0 0
TEVA PHARM INDS -ADR ADR 881624209 120 2,093 SH   DFND 1 2 2,093 0 0
TEVA PHARM INDS -ADR ADR 881624209 8,425 146,508 SH   DFND 1 141,526 0 4,982
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 13,505 248,589 SH   DFND 1 248,589 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 18 344 SH   DFND 1 2 344 0 0
TEXAS INSTRS INC COM COM 882508104 438,930 8,219,957 SH   DFND 1 8,203,694 0 16,263
TEXAS ROADHOUSE INC-CLASS A COM 882681109 12,342 365,600 SH   DFND 1 365,600 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 4,069 118,587 SH   DFND 1 117,193 0 1,394
TEXTRON INC COM COM 883203101 87,998 2,092,433 SH   DFND 1 2,092,225 0 208
TEXTRON INC COM COM 883203101 133 3,178 SH   DFND 1 2 3,178 0 0
TEXTURA CORP COM 883211104 2,960 103,995 SH   DFND 1 103,995 0 0
TFS FINANCIAL CORP COM 87240R107 8,899 597,886 SH   DFND 1 597,886 0 0
TG THERAPEUTICS INC COM 88322Q108 2,912 183,886 SH   DFND 1 183,886 0 0
THE BANCORP INC COM 05969A105 2,517 231,145 SH   DFND 1 231,145 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 4 174 SH   DFND 1 2 174 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 492 17,895 SH   DFND 1 17,895 0 0
THE NEW HOME CO INC COM 645370107 659 45,574 SH   DFND 1 45,574 0 0
THERAPEUTICS MD INC COM 88338N107 2,907 653,328 SH   DFND 1 653,328 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 2,015 135,087 SH   DFND 1 135,087 0 0
THERAVANCE INC COM 88338T104 7,125 503,569 SH   DFND 1 501,746 0 1,823
THERMO ELECTRON CORP COM COM 883556102 367,982 2,940,921 SH   DFND 1 2,935,184 0 5,737
THERMON GROUP HOLDINGS INC COM 88362T103 4,222 174,574 SH   DFND 1 174,574 0 0
THESTREET COM COM COM 88368Q103 243 102,500 SH   DFND 1 102,500 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 3,272 225,860 SH   DFND 1 225,860 0 0
THOMSON REUTERS CORP COM 884903105 6,610 163,855 SH   DFND 1 163,044 0 811
THOR INDS INC COM COM 885160101 12,670 226,789 SH   DFND 1 226,082 0 707
THORATEC CORP COM NEW COM NEW 885175307 15,233 469,296 SH   DFND 1 469,296 0 0
THRESHOLD PHARMACEUTICALS COM NEW 885807206 814 256,003 SH   DFND 1 256,003 0 0
TIDEWATER INC COM COM 886423102 8,639 266,574 SH   DFND 1 266,574 0 0
TIDEWATER INC COM COM 886423102 93 2,877 SH   DFND 1 2 2,877 0 0
TIFFANY & CO NEW COM COM 886547108 87,581 820,744 SH   DFND 1 819,782 0 962
TILE SHOP HOLDINGS INC COM 88677Q109 1,315 148,166 SH   DFND 1 148,166 0 0
TILLYS INC CL A CL A 886885102 473 48,907 SH   DFND 1 48,907 0 0
TIMBERLAND BANCORP INC COM COM 887098101 188 17,808 SH   DFND 1 17,808 0 0
TIMBERLINE RESOURCES CORP COM NEW 887133205 11 19,346 SH   DFND 1 19,346 0 0
TIME INC COM 887228104 15,408 626,123 SH   DFND 1 626,008 0 115
TIME WARNER CABLE INC COM 88732J207 308,471 2,031,340 SH   DFND 1 2,026,931 0 4,409
TIME WARNER CABLE INC COM 88732J207 1,581 10,400 SH   DFND 1 2 10,400 0 0
TIME WARNER INC COM COM NEW 887317303 94 1,111 SH   DFND 1 2 1,111 0 0
TIME WARNER INC COM COM NEW 887317303 572,108 6,705,780 SH   DFND 1 6,696,653 0 9,127
TIMKEN CO COM COM 887389104 17,128 401,323 SH   DFND 1 399,568 0 1,755
TIMKENSTEEL CORP COM 887399103 7,768 209,790 SH   DFND 1 209,790 0 0
TITAN INTL INC ILL COM COM 88830M102 10 976 SH   DFND 1 2 976 0 0
TITAN INTL INC ILL COM COM 88830M102 2,882 271,203 SH   DFND 1 271,203 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,394 100,059 SH   DFND 1 100,059 0 0
TIVO INC COM COM 888706108 7,610 642,746 SH   DFND 1 642,746 0 0
TJX COS INC NEW COM COM 872540109 14 207 SH   DFND 1 2 207 0 0
TJX COS INC NEW COM COM 872540109 340,111 4,966,037 SH   DFND 1 4,958,384 0 7,653
T-MOBILE US INC COM 872590104 35,654 1,324,121 SH   DFND 1 1,323,963 0 158
T-MOBILE US INC COM 872590104 307 11,430 SH   DFND 1 2 11,430 0 0
TMUS 5 1/2 CONV PFD SER A 872590203 6,358 120,000 PRN   DFND 1 2 120,000 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 554 37,585 SH   DFND 1 37,585 0 0
TOLL BROTHERS INC COM COM 889478103 28,457 830,842 SH   DFND 1 830,730 0 112
TOLL BROTHERS INC COM COM 889478103 990 28,892 SH   DFND 1 2 28,892 0 0
TOMPKINSTRUSTCO INC COM COM 890110109 3,888 70,311 SH   DFND 1 70,311 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 4,235 138,193 SH   DFND 1 138,193 0 0
TORCHMARK CORP COM COM 891027104 52,403 968,630 SH   DFND 1 968,543 0 87
TORNIER NV SHS N87237108 5,441 213,377 SH   DFND 1 213,377 0 0
TORO CO COM COM 891092108 19,763 309,721 SH   DFND 1 309,721 0 0
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1,705 33,318 SH   DFND 1 20,186 0 13,132
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 39 777 SH   DFND 1 2 777 0 0
TOTAL SYS SVCS INC COM COM 891906109 41,362 1,219,634 SH   DFND 1 1,219,230 0 404
TOWER INTERNATIONAL INC COM 891826109 5,229 204,664 SH   DFND 1 204,664 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 76 5,766 SH   DFND 1 5,766 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 75 5,684 SH   DFND 1 2 5,684 0 0
TOWERS WATSON & CO CL A 891894107 40,716 359,969 SH   DFND 1 359,914 0 55
TOWERSTREAM CORP COM 892000100 503 271,998 SH   DFND 1 271,998 0 0
TOWN SPORTS INTL HOLDINGS COM 89214A102 567 95,305 SH   DFND 1 95,305 0 0
TOWN SPORTS INTL HOLDINGS COM 89214A102 32 5,401 SH   DFND 1 2 5,401 0 0
TOWNE BANK COM 89214P109 2,534 167,638 SH   DFND 1 167,638 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 2,488 19,831 SH   DFND 1 13,352 0 6,479
TRACTOR SUPPLY CO COM COM 892356106 81,736 1,038,296 SH   DFND 1 1,036,860 0 1,436
TRADE STREET RESIDENTIAL INC COM NEW 89255N203 732 95,210 SH   DFND 1 95,210 0 0
TRANS WORLD ENTMT CORP COM COM 89336Q100 143 43,528 SH   DFND 1 43,528 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 180 33,579 SH   DFND 1 33,579 0 0
TRANSALTA CORP COMSTK 2901628 555 61,904 SH   DFND 1 61,676 0 228
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 586 108,757 SH   DFND 1 108,757 0 0
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 231 22,194 SH   DFND 1 22,194 0 0
TRANSENTERIX INC COM NEW 89366M201 557 191,424 SH   DFND 1 191,424 0 0
TRANSGLOBE ENERGY CORP COM 893662106 67 16,212 SH   DFND 1 16,212 0 0
TRANSGLOBE ENERGY CORP COMSTK 2470548 79 19,158 SH   DFND 1 2 19,158 0 0
TRANSIDGM GROUP INC COM 893641100 228 1,165 SH   DFND 1 2 1,165 0 0
TRANSIDGM GROUP INC COM 893641100 48,718 248,258 SH   DFND 1 247,979 0 279
TRANSOCEAN LTD REG SHS H8817H100 43,627 2,382,482 SH   DFND 1 2,382,482 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,867 159,321 SH   DFND 1 159,321 0 0
TRAVELZOO INC COM NEW 89421Q205 591 46,889 SH   DFND 1 46,889 0 0
TRC COS INC COM COM 872625108 531 83,782 SH   DFND 1 83,782 0 0
TRECORA RESOURCES COM 894648104 1,337 90,981 SH   DFND 1 90,981 0 0
TRECORA RESOURCES COM 894648104 142 9,713 SH   DFND 1 2 9,713 0 0
TREDEGAR CORP COM COM 894650100 3,194 142,050 SH   DFND 1 142,050 0 0
TREE.COM INC COM 894675107 8 177 SH   DFND 1 2 177 0 0
TREE.COM INC COM 894675107 2,053 42,478 SH   DFND 1 42,478 0 0
TREEHOUSE FOODS INC COM 89469A104 22,487 262,915 SH   DFND 1 262,915 0 0
TREMOR VIDEO INC COM 89484Q100 436 152,038 SH   DFND 1 152,038 0 0
TREVENA INC COM 89532E109 395 66,070 SH   DFND 1 66,070 0 0
TREX INC COM COM 89531P105 7,435 174,629 SH   DFND 1 174,629 0 0
TRI POINTE HOMES INC COM 87265H109 12,053 790,375 SH   DFND 1 790,375 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 17 3,681 SH   DFND 1 2 3,681 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 2,047 428,359 SH   DFND 1 428,359 0 0
TRIBUNE PUBLISHING CO COM 896082104 2,012 87,875 SH   DFND 1 87,875 0 0
TRICO BANCSHARES COM COM 896095106 2,677 108,408 SH   DFND 1 108,408 0 0
TRI-CONTINENTAL CORP COM 895436103 3,194 149,197 PRN   DFND 1 2 149,197 0 0
TRIMAS CORP COM NEW 896215209 7,909 252,791 SH   DFND 1 252,791 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 80 3,050 SH   DFND 1 2 3,050 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 36,673 1,382,515 SH   DFND 1 1,382,363 0 152
TRINA SOLAR LTD -ADR SPON ADR 89628E104 74 8,051 SH   DFND 1 2 8,051 0 0
TRINA SOLAR LTD -ADR SPON ADR 89628E104 200 21,629 SH   DFND 1 21,629 0 0
TRINET GROUP INC COM 896288107 4,044 129,315 SH   DFND 1 129,315 0 0
TRINITY INDS INC COM COM 896522109 275 9,831 SH   DFND 1 2 9,831 0 0
TRINITY INDS INC COM COM 896522109 28,599 1,021,037 SH   DFND 1 1,020,437 0 600
TRINSEO SA SHS L9340P101 528 30,291 SH   DFND 1 30,291 0 0
TRIPADVISOR INC COM 896945201 65 882 SH   DFND 1 2 882 0 0
TRIPADVISOR INC COM 896945201 63,618 853,217 SH   DFND 1 852,896 0 321
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 149 6,259 SH   DFND 1 2 6,259 0 0
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 3,283 137,311 SH   DFND 1 137,311 0 0
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 2,673 97,036 SH   DFND 1 96,540 0 496
TRISTATE CAPITAL HLDGS INC COM 89678F100 249 24,319 SH   DFND 1 24,319 0 0
TRIUMPH BANCORP INC COM 89679E300 182 13,505 SH   DFND 1 13,505 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 18,396 273,682 SH   DFND 1 272,816 0 866
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 404 32,169 SH   DFND 1 32,169 0 0
TRONOX LTD SHS CL A Q9235V101 7,998 334,940 SH   DFND 1 334,940 0 0
TROVAGENE INC COM NEW 897238309 353 82,099 SH   DFND 1 82,099 0 0
TRUEBLUE INC COM 89785X101 5,205 233,946 SH   DFND 1 233,946 0 0
TRUECAR INC COM 89785L107 2,148 93,832 SH   DFND 1 93,832 0 0
TRUECAR INC COM 89785L107 101 4,444 SH   DFND 1 2 4,444 0 0
TRULIA INC COM 897888103 8,888 193,103 SH   DFND 1 193,103 0 0
TRULIA INC COM 897888103 460 10,000 SH   DFND 1 2 10,000 0 0
TRUPANION INC COM 898202106 146 21,201 SH   DFND 1 21,201 0 0
TRUSTCO BK CORP N Y COM COM 898349105 3,800 523,438 SH   DFND 1 523,438 0 0
TRUSTMARK CORP COM COM 898402102 10,139 413,196 SH   DFND 1 410,196 0 3,000
TRW 3 1/2 12/01/2015 NOTE 3.500%12/0 87264MAH2 30,497 8,789,000 PRN   DFND 1 2 8,789,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 60,224 585,869 SH   DFND 1 584,844 0 1,025
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 211 30,306 SH   DFND 1 2 30,306 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 2,256 299,660 SH   DFND 1 299,660 0 0
TUBEMOGUL INC COM 898570106 1,027 45,572 SH   DFND 1 45,572 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 5,344 246,273 SH   DFND 1 246,273 0 0
TUMI HOLDINGS INC COM 89969Q104 6,822 287,518 SH   DFND 1 287,518 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 16,055 254,844 SH   DFND 1 254,594 0 250
TUPPERWARE BRANDS CORP COM COM 899896104 70 1,116 SH   DFND 1 2 1,116 0 0
TURTLE BEACH CORP COM 900450107 217 68,087 SH   DFND 1 68,087 0 0
TUTOR PERINI CORP COM COM 901109108 5,225 217,092 SH   DFND 1 217,092 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 122 3,180 SH   DFND 1 2 3,180 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 552,545 14,404,018 SH   DFND 1 14,395,076 0 8,942
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 8,836 240,784 SH   DFND 1 237,738 0 3,046
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 1,106 30,000 SH   DFND 1 2 30,000 0 0
TWIN DISC INC COM COM 901476101 889 44,785 SH   DFND 1 44,785 0 0
TWITTER INC COM 90184L102 91,751 2,558,930 SH   DFND 1 2,557,477 0 1,453
TWO HARBORS INVESTMENT CORP COM 90187B101 20,444 2,040,358 SH   DFND 1 2,024,647 0 15,711
TYCO INTERNATIONAL PLC SHS G91442106 136,344 3,112,782 SH   DFND 1 3,112,469 0 313
TYLER TECHNOLOGIES INC COM COM 902252105 19,259 175,986 SH   DFND 1 175,986 0 0
TYSON FOODS INC CL A CL A 902494103 80 2,017 SH   DFND 1 2 2,017 0 0
TYSON FOODS INC CL A CL A 902494103 101,023 2,522,807 SH   DFND 1 2,520,899 0 1,908
U S ENERGY CORP - WYOMING COM 911805109 174 118,141 SH   DFND 1 118,141 0 0
U S G CORP COM NEW COM NEW 903293405 13,304 475,339 SH   DFND 1 475,339 0 0
U S GEOTHERMAL INC COM 90338S102 245 534,133 SH   DFND 1 534,133 0 0
U S PHYSICAL THERAPY INC COM COM 90337L108 2,557 60,945 SH   DFND 1 60,945 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 139 45,139 SH   DFND 1 45,139 0 0
UBIQUITI NETWORKS INC COM 90347A100 18 624 SH   DFND 1 2 624 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,889 164,952 SH   DFND 1 164,952 0 0
UBS GROUP AG SHS H42097107 627 36,806 SH   DFND 1 32,977 0 3,829
UCP INC CL A 90265Y106 446 42,550 SH   DFND 1 42,550 0 0
UDR INC COM 902653104 51,731 1,679,153 SH   DFND 1 1,678,165 0 988
UFP TECHNOLOGIES INC COM 902673102 613 24,963 SH   DFND 1 24,963 0 0
UGI CORP NEW COM COM 902681105 37,915 998,314 SH   DFND 1 996,244 0 2,070
UGI CORP NEW COM COM 902681105 69 1,822 SH   DFND 1 2 1,822 0 0
UIL HLDG CORP COM COM 902748102 13,306 305,605 SH   DFND 1 305,605 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 128 1,008 SH   DFND 1 2 1,008 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 43,229 338,318 SH   DFND 1 338,002 0 316
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 23,228 158,214 SH   DFND 1 158,214 0 0
ULTRA CLEAN HOLDINGS COM 90385V107 2,222 239,452 SH   DFND 1 239,452 0 0
ULTRA CLEAN HOLDINGS COM 90385V107 44 4,743 SH   DFND 1 2 4,743 0 0
ULTRA PETE CORP COM COM 903914109 10,430 792,609 SH   DFND 1 792,609 0 0
ULTRA PETE CORP COM COM 903914109 133 10,129 SH   DFND 1 2 10,129 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 5,391 122,864 SH   DFND 1 122,864 0 0
ULTRALIFE CORP COM 903899102 187 60,038 SH   DFND 1 60,038 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 111 52,044 SH   DFND 1 52,044 0 0
ULTRATECH STEPPER INC COM COM 904034105 3,009 162,141 SH   DFND 1 162,141 0 0
UMB FINL CORP COM COM 902788108 13,185 231,768 SH   DFND 1 231,768 0 0
UMH PROPERTIES INC COM COM 903002103 1,071 112,238 SH   DFND 1 112,238 0 0
UMPQUA HLDGS CORP COM COM 904214103 23,113 1,358,812 SH   DFND 1 1,357,051 0 1,761
UNDER ARMOUR INC-CLASS A CL A 904311107 83,078 1,225,155 SH   DFND 1 1,224,502 0 653
UNIFI INC COM COM NEW 904677200 2,921 98,278 SH   DFND 1 98,278 0 0
UNIFI INC COM COM NEW 904677200 190 6,415 SH   DFND 1 2 6,415 0 0
UNIFIRST CORP MASS COM COM 904708104 15,665 128,989 SH   DFND 1 128,989 0 0
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 656 16,822 SH   DFND 1 13,823 0 2,999
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 14 367 SH   DFND 1 2 367 0 0
UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 925 22,860 SH   DFND 1 14,010 0 8,850
UNILIFE CORP COM 90478E103 1,991 594,491 SH   DFND 1 594,491 0 0
UNION BANKSHARES CORP COM 90539J109 6,939 288,203 SH   DFND 1 288,203 0 0
UNION PAC CORP COM COM 907818108 803,850 6,756,324 SH   DFND 1 6,746,236 0 10,088
UNI-PIXEL INC COM NEW 904572203 287 50,581 SH   DFND 1 50,581 0 0
UNISYS CORP COM COM NEW 909214306 8,025 272,250 SH   DFND 1 272,250 0 0
UNIT CORP COM COM 909218109 8,074 236,784 SH   DFND 1 236,784 0 0
UNIT CORP COM COM 909218109 7 229 SH   DFND 1 2 229 0 0
UNITED BANKSHARES INC WEST COM COM 909907107 15,026 401,252 SH   DFND 1 401,252 0 0
UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 7,788 411,220 SH   DFND 1 411,220 0 0
UNITED CMNTY FINL CORP OHIO COM COM 909839102 1,777 331,006 SH   DFND 1 331,006 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 127,572 1,907,454 SH   DFND 1 1,906,569 0 885
UNITED DEVELOPMENT FUNDING I COM 910187103 3,990 217,606 SH   DFND 1 217,606 0 0
UNITED FINANCIAL BANCORP INC/NEW COM 910304104 4,049 281,977 SH   DFND 1 281,977 0 0
UNITED FIRE GROUP INC. COM 910340108 3,674 123,580 SH   DFND 1 123,580 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 4,126 187,998 SH   DFND 1 187,998 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 1,237 56,392 SH   DFND 1 2 56,392 0 0
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 27 11,993 SH   DFND 1 0 0 11,993
UNITED NAT FOODS INC COM COM 911163103 21,759 281,407 SH   DFND 1 281,407 0 0
UNITED ONLINE INC COM COM NEW 911268209 12 832 SH   DFND 1 2 832 0 0
UNITED ONLINE INC COM COM NEW 911268209 3,444 236,737 SH   DFND 1 236,737 0 0
UNITED PARCEL SERVICE INC CL B CL B 911312106 582,298 5,244,692 SH   DFND 1 5,237,666 0 7,026
UNITED RENTALS INC COM COM 911363109 18 185 SH   DFND 1 2 185 0 0
UNITED RENTALS INC COM COM 911363109 74,385 730,144 SH   DFND 1 729,179 0 965
UNITED SECURITY BANCSHARES COM 911460103 60 11,060 SH   DFND 1 11,060 0 0
UNITED STATES ANTIMONY CORP COM 911549103 97 139,769 SH   DFND 1 139,769 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 3,685 92,536 SH   DFND 1 92,536 0 0
UNITED STATES LIME & MINERAL COM 911922102 918 12,610 SH   DFND 1 12,610 0 0
UNITED STATES STL CORP NEW COM COM 912909108 20,825 778,812 SH   DFND 1 778,577 0 235
UNITED STATES STL CORP NEW COM COM 912909108 220 8,262 SH   DFND 1 2 8,262 0 0
UNITED STATIONERS INC COM COM 913004107 10,126 240,199 SH   DFND 1 240,199 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 767,085 6,678,582 SH   DFND 1 6,671,306 0 7,276
UNITED THERAPEUTICS CORP DE COM COM 91307C102 41,587 321,164 SH   DFND 1 321,131 0 33
UNITED THERAPEUTICS CORP DE COM COM 91307C102 914 7,061 SH   DFND 1 2 7,061 0 0
UNITEDHEALTH GROUP INC COM COM 91324P102 767,405 7,600,653 SH   DFND 1 7,589,438 0 11,215
UNITIL CORP COM COM 913259107 2,812 76,696 SH   DFND 1 76,696 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 1,815 195,668 SH   DFND 1 195,668 0 0
UNIVERSAL CORP VA COM COM 913456109 5,796 131,789 SH   DFND 1 131,789 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 6,573 236,868 SH   DFND 1 236,868 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 6,503 100,013 SH   DFND 1 100,013 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 459 7,065 SH   DFND 1 2 7,065 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 6,608 124,218 SH   DFND 1 124,218 0 0
UNIVERSAL HEALTH RLTY INCM SH BEN INT SH BEN INT 91359E105 4,670 97,055 SH   DFND 1 97,055 0 0
UNIVERSAL HLTH SVCS INC CL B CL B 913903100 82,050 738,343 SH   DFND 1 737,952 0 391
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 326 15,977 SH   DFND 1 2 15,977 0 0
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 7,078 346,128 SH   DFND 1 345,356 0 772
UNIVERSAL STAINLESS & ALLOY COM 913837100 889 35,375 SH   DFND 1 35,375 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 1,108 112,692 SH   DFND 1 112,692 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 1,357 47,631 SH   DFND 1 47,631 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 164 8,126 SH   DFND 1 2 8,126 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 1,926 95,171 SH   DFND 1 94,371 0 800
UNUMPROVIDENT CORP COM COM 91529Y106 68,073 1,954,142 SH   DFND 1 1,953,488 0 654
UNWIRED PLANET INC COM 91531F103 518 518,273 SH   DFND 1 518,273 0 0
UPLAND SOFTWARE INC COM 91544A109 151 15,821 SH   DFND 1 15,821 0 0
UQM TECHNOLOGIES INC COM COM 903213106 137 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 724 413,727 SH   DFND 1 413,727 0 0
URANIUM RESOURCES INC COM PAR$0.001NEW 916901606 180 96,853 SH   DFND 1 96,853 0 0
URBAN OUTFITTERS INC COM COM 917047102 27,283 777,572 SH   DFND 1 777,510 0 62
UROPLASTY INC COM NEW 917277204 142 68,988 SH   DFND 1 68,988 0 0
URSTADT BIDDLE PPTYS INS CL A CL A 917286205 3,289 150,360 SH   DFND 1 150,360 0 0
US AUTO PARTS NTWRK INC-REDH COM 90343C100 151 64,694 SH   DFND 1 64,694 0 0
US BANCORP DEL COM NEW COM NEW 902973304 625,239 13,927,028 SH   DFND 1 13,921,367 0 5,661
US CONCRETE INC COM NEW 90333L201 2,215 77,866 SH   DFND 1 77,866 0 0
US SILICA HOLDINGS INC COM 90346E103 154 6,001 SH   DFND 1 2 6,001 0 0
US SILICA HOLDINGS INC COM 90346E103 7,423 288,955 SH   DFND 1 288,829 0 126
USA TECHNOLOGIES INC COM NO PAR 90328S500 204 126,902 SH   DFND 1 126,902 0 0
USA TRUCK INC COM COM 902925106 1,147 40,419 SH   DFND 1 40,419 0 0
USANA HEALTH SCIENCES INC COM 90328M107 309 3,019 SH   DFND 1 2 3,019 0 0
USANA HEALTH SCIENCES INC COM 90328M107 7,532 73,426 SH   DFND 1 73,426 0 0
UTAH MED PRODS INC COM COM 917488108 821 13,677 SH   DFND 1 13,677 0 0
UTI WORLDWIDE INC ORD G87210103 6,252 517,986 SH   DFND 1 517,986 0 0
V F CORP COM COM 918204108 192,914 2,578,969 SH   DFND 1 2,576,369 0 2,600
VAALCO ENERGY INC COM NEW 91851C201 1,433 314,291 SH   DFND 1 314,291 0 0
VAALCO ENERGY INC COM NEW 91851C201 127 27,960 SH   DFND 1 2 27,960 0 0
VAIL RESORTS INC COM COM 91879Q109 18,346 201,320 SH   DFND 1 201,270 0 50
VALE SA-SP ADR ADR 91912E105 97 11,888 SH   DFND 1 11,888 0 0
VALERO ENERGY CORP NEW COM COM 91913Y100 203,927 4,124,826 SH   DFND 1 4,121,194 0 3,632
VALERO ENERGY CORP NEW COM COM 91913Y100 731 14,783 SH   DFND 1 2 14,783 0 0
VALHI INC NEW COM COM 918905100 519 80,969 SH   DFND 1 80,969 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 20,638 496,587 SH   DFND 1 494,066 0 2,521
VALLEY NATL BANCORP COM COM 919794107 11,850 1,220,439 SH   DFND 1 1,218,452 0 1,987
VALMONT INDS INC COM COM 920253101 20 164 SH   DFND 1 2 164 0 0
VALMONT INDS INC COM COM 920253101 16,202 127,582 SH   DFND 1 127,582 0 0
VALSPAR CORP COM COM 920355104 33,835 391,256 SH   DFND 1 388,927 0 2,329
VAN KAMPEN AM CAP TR INVT NY COM 46131T101 2,185 159,896 PRN   DFND 1 2 159,896 0 0
VANDA PHARMACTCLS INC COM 921659108 3,166 221,105 SH   DFND 1 221,005 0 100
VANGUARD NATURAL RESOURCES LLC COM UNIT 92205F106 250 16,615 SH   DFND 1 16,615 0 0
VANTAGE DRILLING CO ORD SHS G93205113 34 71,265 SH   DFND 1 2 71,265 0 0
VANTAGE DRILLING CO ORD SHS G93205113 515 1,054,710 SH   DFND 1 1,054,710 0 0
VANTIV INC - CL A CL A 92210H105 23,621 696,811 SH   DFND 1 696,710 0 101
VAPOR CORP COM NEW 922099205 52 43,151 SH   DFND 1 43,151 0 0
VARIAN MED SYS INC COM COM 92220P105 64,086 741,790 SH   DFND 1 741,721 0 69
VARONIS SYSTEMS INC COM 922280102 1,022 31,144 SH   DFND 1 31,144 0 0
VASCO DATA SECURITY INTL COM 92230Y104 430 15,266 SH   DFND 1 2 15,266 0 0
VASCO DATA SECURITY INTL COM 92230Y104 5,828 206,622 SH   DFND 1 206,622 0 0
VASCULAR SOLUTIONS INC COM 92231M109 3 112 SH   DFND 1 2 112 0 0
VASCULAR SOLUTIONS INC COM 92231M109 2,868 105,605 SH   DFND 1 105,605 0 0
VCA INC COM COM 918194101 25,384 520,485 SH   DFND 1 519,404 0 1,081
VCA INC COM COM 918194101 583 11,970 SH   DFND 1 2 11,970 0 0
VECTOR GROUP LTD COM COM 92240M108 8,361 392,366 SH   DFND 1 392,366 0 0
VECTREN CORP COM COM 92240G101 22,222 480,701 SH   DFND 1 476,602 0 4,099
VECTRUS INC COM 92242T101 2,170 79,224 SH   DFND 1 79,224 0 0
VEECO INSTRS INC DEL COM COM 922417100 8,300 237,972 SH   DFND 1 237,972 0 0
VEEVA SYSTEMS INC CL A COM 922475108 5,171 195,824 SH   DFND 1 195,824 0 0
VENAXIS INC COM 92262A107 213 120,707 SH   DFND 1 120,707 0 0
VENTAS INC COM COM 92276F100 185,218 2,586,101 SH   DFND 1 2,584,359 0 1,742
VERA BRADLEY INC COM 92335C106 2,674 131,220 SH   DFND 1 131,220 0 0
VERACYTE INC COM 92337F107 235 24,343 SH   DFND 1 24,343 0 0
VERASTEM INC COM 92337C104 1,105 120,930 SH   DFND 1 120,930 0 0
VERICEL CORP COM 92346J108 134 44,366 SH   DFND 1 44,366 0 0
VERIFONE HOLDINGS INC COM 92342Y109 20,689 556,170 SH   DFND 1 555,541 0 629
VERINT SYS INC COM COM 92343X100 19,453 333,802 SH   DFND 1 333,802 0 0
VERISIGN INC COM COM 92343E102 48,800 857,227 SH   DFND 1 856,664 0 563
VERISIGN INC COM COM 92343E102 47 828 SH   DFND 1 2 828 0 0
VERISK ANALYTICS INC-CL A CL A 92345Y106 50,705 792,089 SH   DFND 1 791,974 0 115
VERITIV CORP COM 923454102 2,155 41,554 SH   DFND 1 41,543 0 11
VERITIV CORP COM 923454102 71 1,376 SH   DFND 1 2 1,376 0 0
VERIZON COMMUNICATIONS COM COM 92343V104 1,474,618 31,562,676 SH   DFND 1 31,523,142 0 39,534
VERIZON COMMUNICATIONS COM COM 92343V104 498 10,646 SH   DFND 1 2 10,646 0 0
VERMILLION INC COM NEW 92407M206 142 71,771 SH   DFND 1 71,771 0 0
VERSAR INC COM 925297103 35 11,390 SH   DFND 1 11,390 0 0
VERSARTIS INC COM 92529L102 1,343 59,866 SH   DFND 1 59,866 0 0
VERSO PAPER CORP-REDH COM 92531L108 296 86,400 SH   DFND 1 86,400 0 0
VERTEX ENERGY INC COM 92534K107 373 89,085 SH   DFND 1 89,085 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 27 232 SH   DFND 1 2 232 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 217,500 1,833,137 SH   DFND 1 1,830,545 0 2,592
VGR 2 1/2 01/15/2019 FRNT 1/1 92240MAY4 17,587 12,500,000 PRN   DFND 1 2 12,500,000 0 0
VIACOM INC CL B CL B 92553P201 212,223 2,823,844 SH   DFND 1 2,819,216 0 4,628
VIACOM INC-CLASS A CL A 92553P102 1,431 18,954 SH   DFND 1 18,954 0 0
VIAD CORP COM COM NEW 92552R406 3,347 125,559 SH   DFND 1 125,559 0 0
VIASAT INC COM COM 92552V100 15,790 250,523 SH   DFND 1 250,523 0 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 468 28,794 SH   DFND 1 28,794 0 0
VICAL INC COM COM 925602104 327 312,157 SH   DFND 1 312,157 0 0
VICOR CORP COM COM 925815102 1,165 96,338 SH   DFND 1 96,338 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 5,532 231,958 SH   DFND 1 231,958 0 0
VIGGLE INC COM NEW 92672V204 56 21,451 SH   DFND 1 21,451 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 754 27,578 SH   DFND 1 27,578 0 0
VIMPELCOM LTD-SPON ADR SPONSORED ADR 92719A106 2,039 488,429 SH   DFND 1 486,391 0 2,038
VINCE HOLDING CORP COM 92719W108 2,047 78,320 SH   DFND 1 78,320 0 0
VIOLIN MEMORY INC COM 92763A101 75 15,809 SH   DFND 1 2 15,809 0 0
VIOLIN MEMORY INC COM 92763A101 1,896 395,981 SH   DFND 1 395,981 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 388 21,442 SH   DFND 1 21,442 0 0
VIPSHOP HOLDINGS LTD - ADS SPONSORED ADR 92763W103 396 20,285 SH   DFND 1 2 20,285 0 0
VIRCO MFG CO COM COM 927651109 50 20,878 SH   DFND 1 20,878 0 0
VIRGIN AMERICA INC COM VTG 92765X208 3,207 74,156 SH   DFND 1 74,156 0 0
VIRNETX HOLDING CORP COM 92823T108 1,210 220,521 SH   DFND 1 220,521 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 7,166 42,032 SH   DFND 1 42,032 0 0
VIRTUSA CORP COM 92827P102 6,409 153,808 SH   DFND 1 153,808 0 0
VISA INC COM CL A 92826C839 967,741 3,695,606 SH   DFND 1 3,689,469 0 6,137
VISHAY INTERTECHNOLOGY INC COM COM 928298108 9,421 665,818 SH   DFND 1 665,818 0 0
VISHAY PRECISION GROUP COM 92835K103 1,007 58,719 SH   DFND 1 58,719 0 0
VISION-SCIENCES INC COM 927912105 17 24,824 SH   DFND 1 24,824 0 0
VISTEON CORP COM NEW 92839U206 24,837 232,432 SH   DFND 1 231,485 0 947
VITAE PHARMACEUTICALS INC COM 92847N103 722 43,409 SH   DFND 1 43,409 0 0
VITAL THERAPIES INC COM 92847R104 1,211 48,589 SH   DFND 1 48,589 0 0
VITAMIN SHOPPE INC. COM 92849E101 8,119 167,146 SH   DFND 1 167,146 0 0
VITESSE SEMICONDUCTOR CORP COM COM NEW 928497304 1,403 371,171 SH   DFND 1 371,171 0 0
VIVINT SOLAR INC COM 92854Q106 465 50,532 SH   DFND 1 50,532 0 0
VIVUS INC COM COM 928551100 1,676 582,183 SH   DFND 1 582,183 0 0
VMWARE INC-CLASS A CL A COM 928563402 26 325 SH   DFND 1 2 325 0 0
VMWARE INC-CLASS A CL A COM 928563402 34,643 420,041 SH   DFND 1 418,447 0 1,594
VOCERA COMMUNICATIONS INC COM 92857F107 1,056 101,437 SH   DFND 1 101,437 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR SPNSR ADR NO PAR 92857W308 6,257 183,134 SH   DFND 1 165,707 0 17,427
VODAFONE GROUP PLC NEW SPONSORED ADR SPNSR ADR NO PAR 92857W308 233 6,832 SH   DFND 1 2 6,832 0 0
VOLCANO CORP -REDH COM 928645100 5,613 313,978 SH   DFND 1 313,978 0 0
VOLCANO CORP -REDH COM 928645100 1,700 95,100 SH   DFND 1 2 95,100 0 0
VOLTARI CORP COM NEW 92870X309 16 23,928 SH   DFND 1 23,928 0 0
VONAGE HOLDINGS CORP COM 92886T201 241 63,400 SH   DFND 1 2 63,400 0 0
VONAGE HOLDINGS CORP COM 92886T201 3,731 979,417 SH   DFND 1 979,417 0 0
VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 183,043 1,556,714 SH   DFND 1 1,556,594 0 120
VOXX INTERNATIONAL CORP CL A 91829F104 1,310 149,585 SH   DFND 1 149,585 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 38 4,397 SH   DFND 1 2 4,397 0 0
VOYA FINANCIAL INC COM 929089100 49,943 1,179,048 SH   DFND 1 1,178,918 0 130
VRINGO INC COM 92911N104 231 420,407 SH   DFND 1 420,407 0 0
VSE CORP COM 918284100 520 7,904 SH   DFND 1 2 7,904 0 0
VSE CORP COM 918284100 1,470 22,321 SH   DFND 1 22,321 0 0
VULCAN MATLS CO COM COM 929160109 64,995 990,113 SH   DFND 1 990,029 0 84
VWR CORP COM 91843L103 4,330 167,392 SH   DFND 1 167,392 0 0
W P CAREY & CO LLC COM COM 92936U109 36,142 515,588 SH   DFND 1 515,588 0 0
W&T OFFSHORE COM 92922P106 1,426 194,406 SH   DFND 1 194,406 0 0
WABASH NATL CORP COM COM 929566107 4,601 372,270 SH   DFND 1 372,270 0 0
WABCO HOLDINGS INC COM 92927K102 31,831 303,796 SH   DFND 1 302,954 0 842
WABTEC CORP COM COM 929740108 42,610 490,649 SH   DFND 1 489,557 0 1,092
WADDELL & REED FINL INC CL A CL A 930059100 243 4,883 SH   DFND 1 2 4,883 0 0
WADDELL & REED FINL INC CL A CL A 930059100 26,147 524,836 SH   DFND 1 524,607 0 229
WAGEWORKS INC COM 930427109 11,341 175,653 SH   DFND 1 175,653 0 0
WAL MART STORES INC COM COM 931142103 1,057,538 12,329,538 SH   DFND 1 12,311,277 0 18,261
WALGREEN BOOTS ALLIANCE INC COM 931427108 522,719 6,868,395 SH   DFND 1 6,862,327 0 6,068
WALKER & DUNLOP INC COM 93148P102 1,992 113,613 SH   DFND 1 113,613 0 0
WALTER INDS INC COM COM 93317Q105 470 340,600 SH   DFND 1 340,600 0 0
WALTER INVESTMENT MANAGEMENT COM 93317W102 3,346 202,688 SH   DFND 1 202,688 0 0
WARREN RESOURCES INC COM 93564A100 12 7,557 SH   DFND 1 2 7,557 0 0
WARREN RESOURCES INC COM 93564A100 743 461,654 SH   DFND 1 461,654 0 0
WASHINGTON FED INC COM COM 938824109 13,140 593,254 SH   DFND 1 593,254 0 0
WASHINGTON PRIME GROUP COM 939647103 19 1,151 SH   DFND 1 2 1,151 0 0
WASHINGTON PRIME GROUP COM 939647103 17,823 1,035,022 SH   DFND 1 1,035,022 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT SH BEN INT 939653101 13,115 474,169 SH   DFND 1 474,169 0 0
WASHINGTON TR BANCORP COM COM 940610108 3,949 98,299 SH   DFND 1 97,399 0 900
WASTE CONNECTIONS INC COM COM 941053100 28,432 646,346 SH   DFND 1 646,346 0 0
WASTE MGMT INC DEL COM COM 94106L109 162,781 3,176,064 SH   DFND 1 3,172,783 0 3,281
WATERS CORP COM COM 941848103 68,627 609,646 SH   DFND 1 609,581 0 65
WATERSTONE FINANCIAL INC COM 94188P101 1,426 108,514 SH   DFND 1 108,514 0 0
WATSCO INC COM COM 942622200 15,387 143,807 SH   DFND 1 143,807 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 10,280 162,043 SH   DFND 1 162,043 0 0
WAUSAU PAPER CORP COM COM 943315101 3,243 285,241 SH   DFND 1 285,241 0 0
WAVE SYSTEMS CORP CL A CL A PAR $0.01 943526400 176 220,460 SH   DFND 1 220,460 0 0
WAYFAIR INC- CLASS A CL A 94419L101 1,218 61,408 SH   DFND 1 61,408 0 0
WAYSIDE TECHNOLOGY COM 946760105 264 15,341 SH   DFND 1 15,341 0 0
WCI COMMUNITIES INC COM PAR $0.01 92923C807 909 46,468 SH   DFND 1 46,468 0 0
WD-40 CO COM COM 929236107 8,884 104,426 SH   DFND 1 104,426 0 0
WEATHERFORD INTL LTD ORD SHS G48833100 41,185 3,599,197 SH   DFND 1 3,598,682 0 515
WEB.COM GROUP INC COM 94733A104 5,547 292,151 SH   DFND 1 292,151 0 0
WEBMD HEALTH CORP COM 94770V102 8,590 217,205 SH   DFND 1 217,205 0 0
WEBSTER FINL CORP CONN COM COM 947890109 15,013 461,513 SH   DFND 1 461,513 0 0
WEIGHT WATCHERS INTL INC NE COM COM 948626106 3,604 145,093 SH   DFND 1 145,093 0 0
WEINGARTEN RLTY INVS SH BEN INT SH BEN INT 948741103 25,963 743,506 SH   DFND 1 743,506 0 0
WEIS MKTS INC COM COM 948849104 3,332 69,691 SH   DFND 1 69,691 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 19,447 236,990 SH   DFND 1 236,990 0 0
WELLS FARGO & CO NEW COM COM 949746101 2,043,225 37,317,942 SH   DFND 1 37,267,283 0 50,659
WELLS FARGO & CO NEW COM COM 949746101 230 4,208 SH   DFND 1 2 4,208 0 0
WENDY'S CO/ THE COM 95058W100 13,582 1,504,172 SH   DFND 1 1,501,353 0 2,819
WERNER ENTERPRISES INC COM COM 950755108 8,145 261,504 SH   DFND 1 261,504 0 0
WESBANCO INC COM COM 950810101 6,953 199,813 SH   DFND 1 199,813 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 4,164 297,923 SH   DFND 1 297,923 0 0
WESCO INTL INC COM COM 95082P105 31 413 SH   DFND 1 2 413 0 0
WESCO INTL INC COM COM 95082P105 18,233 239,259 SH   DFND 1 238,136 0 1,123
WEST BANCORPORATION CAP STK 95123P106 1,111 65,334 SH   DFND 1 65,334 0 0
WEST CORP COM COM 952355204 6,393 193,739 SH   DFND 1 193,739 0 0
WEST MARINE INC COM COM 954235107 973 75,363 SH   DFND 1 75,363 0 0
WEST PHARMACEUTICAL SVSC IN COM COM 955306105 21,439 402,693 SH   DFND 1 402,693 0 0
WESTAMERICA BANCORPORATION COM COM 957090103 7,535 153,713 SH   DFND 1 153,713 0 0
WESTAR ENERGY, INC COM 95709T100 27,706 671,828 SH   DFND 1 663,218 0 8,610
WESTBURY BANCORP, INC COM 95727P106 341 20,808 SH   DFND 1 20,808 0 0
WESTELL TECHNOLOGIES INC CL A CL A 957541105 351 234,510 SH   DFND 1 234,510 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,369 444,940 SH   DFND 1 444,940 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 620 39,389 PRN   DFND 1 2 39,389 0 0
WESTERN ASSET EMERGING MARKETS COM 95766E103 777 71,037 PRN   DFND 1 2 71,037 0 0
WESTERN ASSET HIGH YIELD DEF COM 95768B107 589 37,384 PRN   DFND 1 2 37,384 0 0
WESTERN ASSET MORTGAGE CAP COM 95790D105 3,463 235,614 SH   DFND 1 228,621 0 6,993
WESTERN ASSET/CLAYMORE INFLATI COM SH BEN INT 95766Q106 511 44,135 PRN   DFND 1 2 44,135 0 0
WESTERN ASSET/CLAYMORE INFLATI COM 95766R104 575 50,945 PRN   DFND 1 2 50,945 0 0
WESTERN DIGITAL CORP COM COM 958102105 202,371 1,830,241 SH   DFND 1 1,827,115 0 3,126
WESTERN DIGITAL CORP COM COM 958102105 598 5,403 SH   DFND 1 2 5,403 0 0
WESTERN REFINING INC COM 959319104 421 11,144 SH   DFND 1 2 11,144 0 0
WESTERN REFINING INC COM 959319104 20,615 545,680 SH   DFND 1 545,680 0 0
WESTERN UNION CO COM 959802109 74,027 4,138,446 SH   DFND 1 4,136,246 0 2,200
WESTFIELD FINANCIAL INC COM COM 96008P104 940 128,097 SH   DFND 1 128,097 0 0
WESTLAKE CHEMICAL CORP COM COM 960413102 69 1,130 SH   DFND 1 2 1,130 0 0
WESTLAKE CHEMICAL CORP COM COM 960413102 20,246 331,525 SH   DFND 1 331,479 0 46
WESTMORELAND COAL CO COM 960878106 27 819 SH   DFND 1 2 819 0 0
WESTMORELAND COAL CO COM 960878106 2,903 87,415 SH   DFND 1 87,415 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 634 23,598 SH   DFND 1 13,455 0 10,143
WESTPORT INNOVATIONS INC COM NEW 960908309 103 27,598 SH   DFND 1 2 27,598 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 48 12,979 SH   DFND 1 12,979 0 0
WESTWOOD HLDGS GROUP INC COM COM 961765104 382 6,182 SH   DFND 1 2 6,182 0 0
WESTWOOD HLDGS GROUP INC COM COM 961765104 2,446 39,571 SH   DFND 1 39,571 0 0
WET SEAL INC CL A CL A 961840105 25 395,500 SH   DFND 1 395,500 0 0
WEX INC. COM 96208T104 20,698 209,240 SH   DFND 1 209,240 0 0
WEYCO GROUP INC COM 962149100 807 27,200 SH   DFND 1 27,200 0 0
WEYERHAEUSER CO COM COM 962166104 156,841 4,375,187 SH   DFND 1 4,373,820 0 1,367
WGL HLDGS INC COM COM 92924F106 16 308 SH   DFND 1 2 308 0 0
WGL HLDGS INC COM COM 92924F106 15,141 277,213 SH   DFND 1 277,213 0 0
WHEELER REAL ESTATE INVESTMENT TRUST LLC COM 963025101 41 10,523 SH   DFND 1 10,523 0 0
WHIRLPOOL CORP COM COM 963320106 114,048 589,429 SH   DFND 1 588,257 0 1,172
WHITE MTNS INS GROUP LTD COM COM G9618E107 19,907 31,594 SH   DFND 1 31,594 0 0
WHITESTONE REIT - B COM 966084204 2,008 132,908 SH   DFND 1 132,908 0 0
WHITEWAVE FOODS CO COM 966244105 19 555 SH   DFND 1 2 555 0 0
WHITEWAVE FOODS CO COM 966244105 30,503 871,790 SH   DFND 1 871,714 0 76
WHITING PETROLEUM CORP COM 966387102 28,297 857,965 SH   DFND 1 857,870 0 95
WHITING PETROLEUM CORP COM 966387102 35 1,062 SH   DFND 1 2 1,062 0 0
WHOLE FOODS MKT INC COM COM 966837106 140,882 2,797,671 SH   DFND 1 2,794,051 0 3,620
WIDEPOINT CORP COM COM 967590100 426 309,000 SH   DFND 1 309,000 0 0
WI-LAN INC COM 928972108 130 43,733 SH   DFND 1 43,733 0 0
WI-LAN INC COMSTK 2230935 55 18,400 SH   DFND 1 2 18,400 0 0
WILEY JOHN & SONS INC CL A CL A 968223206 14,525 245,192 SH   DFND 1 245,192 0 0
WILLBROS GROUP INC COM COM 969203108 1,546 246,649 SH   DFND 1 246,649 0 0
WILLBROS GROUP INC COM COM 969203108 47 7,573 SH   DFND 1 2 7,573 0 0
WILLDAN GROUP INC COM 96924N100 337 25,036 SH   DFND 1 25,036 0 0
WILLDAN GROUP INC COM 96924N100 93 6,962 SH   DFND 1 2 6,962 0 0
WILLIAM LYON HOMES - CL A CL A NEW 552074700 1,999 98,649 SH   DFND 1 98,649 0 0
WILLIAMS CLAYTON ENERGY INC COM COM 969490101 2,277 35,693 SH   DFND 1 35,693 0 0
WILLIAMS COS INC DEL COM COM 969457100 46 1,041 SH   DFND 1 2 1,041 0 0
WILLIAMS COS INC DEL COM COM 969457100 217,341 4,842,911 SH   DFND 1 4,838,927 0 3,984
WILLIAMS SONOMA INC COM COM 969904101 34,111 450,734 SH   DFND 1 450,178 0 556
WILLIS GROUP HOLDINGS LTD SHS SHS G96666105 36,847 822,754 SH   DFND 1 822,646 0 108
WILLIS LEASE FINANCE CORP COM COM 970646105 511 23,377 SH   DFND 1 23,377 0 0
WILSHIRE BANCORP INC COM 97186T108 6,062 598,514 SH   DFND 1 598,514 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 37,889 4,604,019 SH   DFND 1 4,588,950 0 15,069
WINDSTREAM HOLDINGS INC COM 97382A101 163 19,900 SH   DFND 1 2 19,900 0 0
WINMARK CORP COM COM 974250102 1,059 12,193 SH   DFND 1 12,193 0 0
WINNEBAGO INDS INC COM COM 974637100 4,902 225,298 SH   DFND 1 225,298 0 0
WINTRUST FINANCIAL CORP COM COM 97650W108 16,504 352,958 SH   DFND 1 352,958 0 0
WIRELESS TELECOM GROUP INC COM 976524108 122 46,661 SH   DFND 1 46,661 0 0
WISCONSIN ENERGY CORP COM COM 976657106 98,235 1,864,845 SH   DFND 1 1,862,631 0 2,214
WISDOMTREE INVESTMENTS INC COM 97717P104 9,900 631,582 SH   DFND 1 631,440 0 142
WIX.COM SHS M98068105 417 19,895 SH   DFND 1 19,895 0 0
WOLVERINE WORLD WIDE INC COM COM 978097103 16,241 551,104 SH   DFND 1 551,104 0 0
WOODWARD, INC. COM 980745103 17,684 359,214 SH   DFND 1 359,214 0 0
WORKDAY INC - CLASS A CL A 98138H101 38,498 472,013 SH   DFND 1 471,793 0 220
WORKDAY INC - CLASS A CL A 98138H101 18 226 SH   DFND 1 2 226 0 0
WORLD ACCEP CORP DEL COM COM 981419104 7,030 88,494 SH   DFND 1 88,494 0 0
WORLD ACCEP CORP DEL COM COM 981419104 82 1,042 SH   DFND 1 2 1,042 0 0
WORLD FUEL SVCS CORP COM COM 981475106 17,865 380,676 SH   DFND 1 380,061 0 615
WORLD FUEL SVCS CORP COM COM 981475106 163 3,491 SH   DFND 1 2 3,491 0 0
WORLD WRESTLING ENTMT CL A 98156Q108 2,137 173,254 SH   DFND 1 173,254 0 0
WORTHINGTON INDS INC COM COM 981811102 8,944 297,273 SH   DFND 1 297,273 0 0
WORTHINGTON INDS INC COM COM 981811102 34 1,147 SH   DFND 1 2 1,147 0 0
WPCS INTERNATIONAL INC COM PAR $.0001 92931L302 11 41,018 SH   DFND 1 41,018 0 0
WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 611 5,871 SH   DFND 1 3,477 0 2,394
WPX ENERGY INC COM 98212B103 12,300 1,057,619 SH   DFND 1 1,057,619 0 0
WPX ENERGY INC COM 98212B103 72 6,250 SH   DFND 1 2 6,250 0 0
WRIGHT MED GROUP INC COM COM 98235T107 7,772 289,269 SH   DFND 1 289,269 0 0
WRIGHT MED GROUP INC COM COM 98235T107 268 10,000 SH   DFND 1 2 10,000 0 0
WSFS FINL CORP COM COM 929328102 6,827 88,794 SH   DFND 1 88,794 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 80,638 941,497 SH   DFND 1 939,739 0 1,758
WYNN RESORTS LTD COM 983134107 92,113 620,000 SH   DFND 1 619,601 0 399
WYNN RESORTS LTD COM 983134107 19 129 SH   DFND 1 2 129 0 0
XCEL ENERGY INC COM COM 98389B100 137,553 3,834,378 SH   DFND 1 3,830,886 0 3,492
XCEL ENERGY INC COM COM 98389B100 7 220 SH   DFND 1 2 220 0 0
XCERRA CORP COM 98400J108 2,601 284,042 SH   DFND 1 284,042 0 0
XENCOR INC COM 98401F105 1,676 104,511 SH   DFND 1 104,511 0 0
XENITH BANKSHARES INC COM 98410X105 112 17,541 SH   DFND 1 17,541 0 0
XENOPORT INC COM 98411C100 47 5,441 SH   DFND 1 2 5,441 0 0
XENOPORT INC COM 98411C100 2,695 307,343 SH   DFND 1 307,343 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 936 59,320 SH   DFND 1 59,320 0 0
XEROX CORP COM COM 984121103 62 4,532 SH   DFND 1 2 4,532 0 0
XEROX CORP COM COM 984121103 116,988 8,451,213 SH   DFND 1 8,445,603 0 5,610
XG TECHNOLOGY INC COM PAR$.00001 98372A309 29 57,351 SH   DFND 1 57,351 0 0
XILINX INC COM COM 983919101 87,926 2,033,699 SH   DFND 1 2,029,377 0 4,322
XL GROUP PLC SHS G98290102 68,206 1,987,016 SH   DFND 1 1,986,846 0 170
XO GROUP INC COM 983772104 2,451 134,602 SH   DFND 1 134,602 0 0
XOMA CORP COM 98419J107 65 18,180 SH   DFND 1 2 18,180 0 0
XOMA CORP COM 98419J107 1,472 410,098 SH   DFND 1 410,098 0 0
XOOM CORP COM 98419Q101 2,883 164,679 SH   DFND 1 164,679 0 0
XPO LOGISTICS INC COM 983793100 11,977 292,983 SH   DFND 1 292,983 0 0
XUEDA EDUCATION GR-SPON ADR SPONSORED ADR 98418W109 120 50,340 SH   DFND 1 2 50,340 0 0
XYLEM INC COM 98419M100 51,741 1,360,918 SH   DFND 1 1,360,799 0 119
YADKIN VALLEY FINANCIAL CORP COM 984305102 1,868 95,096 SH   DFND 1 95,096 0 0
YAHOO INC COM COM 984332106 346,197 6,862,768 SH   DFND 1 6,853,457 0 9,311
YAMANA GOLD INC COMSTK 2219279 862 215,614 SH   DFND 1 215,082 0 532
YANDEX NV-A SHS CLASS A N97284108 42 2,381 SH   DFND 1 2 2,381 0 0
YANDEX NV-A SHS CLASS A N97284108 1,186 66,065 SH   DFND 1 66,065 0 0
YELP INC CL A 985817105 16,088 293,961 SH   DFND 1 293,881 0 80
YELP INC CL A 985817105 0 7 SH   DFND 1 2 7 0 0
YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 74 31,901 SH   DFND 1 31,901 0 0
YODLEE INC COM 98600P201 342 28,047 SH   DFND 1 28,047 0 0
YORK WATER CO COM 987184108 1,375 59,262 SH   DFND 1 59,262 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 3,409 151,593 SH   DFND 1 151,593 0 0
YUM! BRANDS INC COM 988498101 59 813 SH   DFND 1 2 813 0 0
YUM! BRANDS INC COM 988498101 228,837 3,145,485 SH   DFND 1 3,141,897 0 3,588
YUMA ENERGY INC COM 98872E108 194 106,091 SH   DFND 1 106,091 0 0
YUME INC COM 98872B104 271 53,783 SH   DFND 1 53,783 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 595 9,556 SH   DFND 1 9,556 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 34 561 SH   DFND 1 2 561 0 0
ZAFGEN INC COM 98885E103 1,145 37,152 SH   DFND 1 37,152 0 0
ZAGG INC COM 98884U108 678 99,856 SH   DFND 1 99,856 0 0
ZAGG INC COM 98884U108 313 46,126 SH   DFND 1 2 46,126 0 0
ZAIS FINANCIAL CORP COM 98886K108 370 21,500 SH   DFND 1 21,500 0 0
ZAIS FINANCIAL CORP COM 98886K108 11 661 SH   DFND 1 2 661 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 3,809 124,612 SH   DFND 1 124,612 0 0
ZAZA ENERGY CORP COM NEW 98919T407 96 38,295 SH   DFND 1 38,295 0 0
ZBB ENERGY CORP COM NEW 98876R303 36 71,337 SH   DFND 1 71,337 0 0
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 23,141 298,950 SH   DFND 1 298,492 0 458
ZELTIQ AESTHETICS INC COM 98933Q108 6,192 221,876 SH   DFND 1 221,876 0 0
ZENDESK INC COM 98936J101 1,951 80,066 SH   DFND 1 80,066 0 0
ZEP INC COM 98944B108 1,809 119,468 SH   DFND 1 119,468 0 0
ZHONE TECHNOLOGIES INC COM NEW 98950P884 169 95,488 SH   DFND 1 95,488 0 0
ZILLOW INC CL A 98954A107 3 35 SH   DFND 1 2 35 0 0
ZILLOW INC CL A 98954A107 14,430 136,277 SH   DFND 1 136,197 0 80
ZIMMER HLDGS INC COM COM 98956P102 145,787 1,287,026 SH   DFND 1 1,284,998 0 2,028
ZION OIL & GAS INC COM 989696109 196 143,483 SH   DFND 1 143,483 0 0
ZIONS BANCORPORATION COM COM 989701107 17 615 SH   DFND 1 2 615 0 0
ZIONS BANCORPORATION COM COM 989701107 45,139 1,584,679 SH   DFND 1 1,584,679 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,926 577,215 SH   DFND 1 577,215 0 0
ZIX CORP COM COM 98974P100 1,026 285,021 SH   DFND 1 285,021 0 0
ZOE'S KITCHEN INC COM 98979J109 2,040 68,213 SH   DFND 1 68,213 0 0
ZOETIS INC CL A 98978V103 158,222 3,681,914 SH   DFND 1 3,679,483 0 2,431
ZOGENIX INC COM 98978L105 825 602,530 SH   DFND 1 602,530 0 0
ZS PHARMA INC COM 98979G105 1,619 38,954 SH   DFND 1 38,954 0 0
ZULILY INC - CL A CL A 989774104 2,470 105,586 SH   DFND 1 105,586 0 0
ZUMIEZ INC COM 989817101 5,594 144,831 SH   DFND 1 144,831 0 0
ZYNGA INC CL A 98986T108 10,130 3,808,312 SH   DFND 1 3,802,286 0 6,026