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 986 175,156 SH   DFND 1 175,156 0 0
1ST SOURCE CORP COM COM 336901103 2,322 72,387 SH   DFND 1 72,387 0 0
1ST UNITED BANCORP INC/NORTH COM 33740N105 947 123,678 SH   DFND 1 123,678 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 230 8,026 SH   DFND 1 8,026 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 27,322 461,922 SH   DFND 1 461,508 0 414
3M CO COM 88579Y101 643,278 4,743,837 SH   DFND 1 4,740,855 0 2,982
8X8 INC NEW COM COM 282914100 4,928 455,881 SH   DFND 1 455,881 0 0
A. H. BELO CORP COM CL A 001282102 0 34 SH   DFND 1 2 34 0 0
A. H. BELO CORP COM CL A 001282102 1,199 103,560 SH   DFND 1 103,560 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 5,056 181,446 SH   DFND 1 181,446 0 0
AAR CORP COM COM 000361105 6,476 249,586 SH   DFND 1 249,586 0 0
AARON'S INC COM PAR $0.50 002535300 11,661 385,623 SH   DFND 1 385,368 0 255
AASTROM BIOSCIENCES INC COM COM PAR$ 00253U404 65 14,838 SH   DFND 1 14,838 0 0
ABAXIS INC COM 002567105 4,421 113,727 SH   DFND 1 113,727 0 0
ABB LTD-ADR SPONSORED ADR 000375204 6 240 SH   DFND 1 2 240 0 0
ABB LTD-ADR SPONSORED ADR 000375204 627 24,338 SH   DFND 1 19,886 0 4,452
ABBOTT LABS COM COM 002824100 27 721 SH   DFND 1 2 721 0 0
ABBOTT LABS COM COM 002824100 453,518 11,781,513 SH   DFND 1 11,776,261 0 5,252
ABBVIE INC COM 00287Y109 609,454 11,862,099 SH   DFND 1 11,856,251 0 5,848
ABERCROMBIE & FITCH CO CL A CL A 002896207 14,736 382,754 SH   DFND 1 382,470 0 284
ABIOMED INC COM COM 003654100 5,060 194,346 SH   DFND 1 194,346 0 0
ABM INDS INC COM COM 000957100 20 719 SH   DFND 1 2 719 0 0
ABM INDS INC COM COM 000957100 8,418 292,935 SH   DFND 1 292,935 0 0
ABRAXAS PETE CORP COM COM 003830106 3,603 910,053 SH   DFND 1 910,053 0 0
ABRAXAS PETE CORP COM COM 003830106 30 7,581 SH   DFND 1 2 7,581 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 4,095 268,059 SH   DFND 1 268,059 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 8,825 195,591 SH   DFND 1 195,591 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 10,776 442,915 SH   DFND 1 442,832 0 83
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 9,337 353,947 SH   DFND 1 353,947 0 0
ACASTI PHARMA INC CL A SHS 00430K105 20 18,131 SH   DFND 1 18,131 0 0
ACCELERON PHARMA INC COM 00434H108 1,736 50,333 SH   DFND 1 50,135 0 198
ACCELRYS INC COM COM 00430U103 3,751 301,054 SH   DFND 1 301,054 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 373,222 4,683,673 SH   DFND 1 4,681,283 0 2,390
ACCESS NATIONAL CORP COM COM 004337101 380 23,450 SH   DFND 1 23,450 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 2,699 123,774 SH   DFND 1 123,774 0 0
ACCO BRANDS CORP COM 00081T108 3,677 597,026 SH   DFND 1 597,026 0 0
ACCURAY INC COM 004397105 3,321 346,009 SH   DFND 1 346,009 0 0
ACCURIDE CORP COM NEW 00439T206 1,051 237,336 SH   DFND 1 237,336 0 0
ACE LTD ORD SHS H0023R105 69 703 SH   DFND 1 2 703 0 0
ACE LTD ORD SHS H0023R105 245,049 2,474,812 SH   DFND 1 2,474,098 0 714
ACELRX PHARMACEUTICALS INC COM 00444T100 1,482 123,436 SH   DFND 1 123,436 0 0
ACETO CORP COM COM 004446100 4,739 235,905 SH   DFND 1 235,905 0 0
ACHILLION PHARMACTCLS COM 00448Q201 1,480 450,043 SH   DFND 1 450,043 0 0
ACI WORLDWIDE INC COM 004498101 12,486 210,963 SH   DFND 1 210,963 0 0
ACNB CORP COM 000868109 302 16,377 SH   DFND 1 16,377 0 0
ACORDA THERAPEUTICS INC-REDH COM 00484M106 8,363 220,625 SH   DFND 1 220,625 0 0
ACORN ENERGY INC COM 004848107 343 101,267 SH   DFND 1 101,267 0 0
ACRE 7 12/15/2015 NOTE 7.000%12/1 04013VAB4 3,574 3,500,000 PRN   DFND 1 2 3,500,000 0 0
ACTAVIS INC SHS G0083B108 258,642 1,257,010 SH   DFND 1 1,256,761 0 249
ACTIVE POWER INC COM COM NEW 00504W308 202 61,212 SH   DFND 1 61,212 0 0
ACTIVISION BLIZZARD INC COM 00507V109 61 2,990 SH   DFND 1 2 2,990 0 0
ACTIVISION BLIZZARD INC COM 00507V109 48,844 2,390,080 SH   DFND 1 2,388,664 0 1,416
ACTUANT CORP CL A NEW CL A NEW 00508X203 12,359 361,910 SH   DFND 1 361,910 0 0
ACTUATE CORP COM COM 00508B102 1,641 272,667 SH   DFND 1 272,667 0 0
ACUITY BRANDS INC COM COM 00508Y102 32,127 242,347 SH   DFND 1 242,347 0 0
ACURA PHARMACEUTIALS INC COM NEW 00509L703 151 103,954 SH   DFND 1 103,954 0 0
ACXIOM CORP COM COM 005125109 18,141 527,450 SH   DFND 1 527,250 0 200
ACXIOM CORP COM COM 005125109 149 4,343 SH   DFND 1 2 4,343 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 133 21,042 SH   DFND 1 21,042 0 0
ADAMS EXPRESS COM 006212104 296 22,876 PRN   DFND 1 2 22,876 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 830 14,340 SH   DFND 1 14,340 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 106 1,835 SH   DFND 1 2 1,835 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 45 10,908 SH   DFND 1 10,908 0 0
ADDUS HOMECARE CORP COM 006739106 1,014 44,008 SH   DFND 1 44,008 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 39 11,928 SH   DFND 1 11,928 0 0
ADEPT TECHNOLOGY INC COM COM NEW 006854202 1,140 60,011 SH   DFND 1 60,011 0 0
ADOBE SYS INC COM COM 00724F101 179 2,736 SH   DFND 1 2 2,736 0 0
ADOBE SYS INC COM COM 00724F101 227,976 3,469,332 SH   DFND 1 3,468,764 0 568
ADT CORP/THE COM 00101J106 558 18,659 SH   DFND 1 2 18,659 0 0
ADT CORP/THE COM 00101J106 41,468 1,385,173 SH   DFND 1 1,385,148 0 25
ADTRAN INC COM COM 00738A106 7,484 306,618 SH   DFND 1 306,518 0 100
ADVANCED AUTO PARTS INC COM COM 00751Y106 44,226 349,687 SH   DFND 1 349,505 0 182
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 2,911 118,658 SH   DFND 1 118,658 0 0
ADVANCED ENERGY INDS COM COM 007973100 4,959 202,433 SH   DFND 1 202,433 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 11,930 2,975,128 SH   DFND 1 2,973,390 0 1,738
ADVANCED PHOTONIX INC CL A CL A 00754E107 28 45,631 SH   DFND 1 45,631 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 66 11,899 SH   DFND 1 0 0 11,899
ADVAXIS INC COM NEW 007624208 133 42,520 SH   DFND 1 42,520 0 0
ADVENT SOFTWARE INC COM COM 007974108 9,706 330,587 SH   DFND 1 330,587 0 0
ADVENT SOFTWARE INC COM COM 007974108 325 11,085 SH   DFND 1 2 11,085 0 0
ADVISORY BRD CO COM COM 00762W107 12,202 189,916 SH   DFND 1 189,916 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 16,002 497,429 SH   DFND 1 497,114 0 315
AECOM TECHNOLOGY CORP -REDH COM 00766T100 4 128 SH   DFND 1 2 128 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 6,467 140,240 SH   DFND 1 140,183 0 57
AEGION CORP COM 00770F104 5,299 209,368 SH   DFND 1 209,368 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 254 27,663 SH   DFND 1 24,113 0 3,550
AEHR TEST SYSTEMS COM COM 00760J108 34 12,126 SH   DFND 1 12,126 0 0
AEP INDS INC COM COM 001031103 888 23,961 SH   DFND 1 23,961 0 0
AERI PHARMACEUTICALS INC COM 00771V108 1,048 49,469 SH   DFND 1 49,250 0 219
AEROFLEX HOLDING CORP COM 007767106 814 97,997 SH   DFND 1 97,997 0 0
AEROPOSTALE COM COM 007865108 1,924 383,381 SH   DFND 1 383,081 0 300
AEROVIRONMENT INC COM 008073108 4,213 104,673 SH   DFND 1 104,673 0 0
AES CORP COM COM 00130H105 69,902 4,897,262 SH   DFND 1 4,896,341 0 921
AETNA INC NEW COM COM 00817Y108 199,795 2,666,155 SH   DFND 1 2,665,596 0 559
AETNA INC NEW COM COM 00817Y108 0 4 SH   DFND 1 2 4 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 50,425 252,112 SH   DFND 1 252,042 0 70
AFFYMETRIX INC COM COM 00826T108 3,462 485,591 SH   DFND 1 485,491 0 100
AFLAC INC COM COM 001055102 212,180 3,367,260 SH   DFND 1 3,366,240 0 1,020
AFLAC INC COM COM 001055102 12 206 SH   DFND 1 2 206 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 3,098 176,958 SH   DFND 1 175,308 0 1,650
AGCO CORP COM COM 001084102 124 2,251 SH   DFND 1 2 2,251 0 0
AGCO CORP COM COM 001084102 27,229 493,736 SH   DFND 1 493,517 0 219
AGENUS INC COM NEW 00847G705 813 256,735 SH   DFND 1 256,735 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 140,736 2,517,791 SH   DFND 1 2,516,223 0 1,568
AGILENT TECHNOLOGIES INC COM COM 00846U101 198 3,545 SH   DFND 1 2 3,545 0 0
AGILYSYS INC COM 00847J105 1,317 98,308 SH   DFND 1 98,308 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,516 38,729 SH   DFND 1 38,680 0 49
AGL RES INC COM COM 001204106 43,859 896,093 SH   DFND 1 895,953 0 140
AGL RES INC COM COM 001204106 218 4,456 SH   DFND 1 2 4,456 0 0
AGNICO EAGLE MINES LTD COM 2009823 1,102 36,550 SH   DFND 1 36,550 0 0
AGREE REALTY CORP COM 008492100 2,879 94,701 SH   DFND 1 94,701 0 0
AGRIUM INC COM 2213538 2,998 30,902 SH   DFND 1 30,902 0 0
AGRIUM INC COM COM 008916108 546 5,609 SH   DFND 1 5,557 0 52
AIR LEASE CORP CL A 00912X302 17,321 464,507 SH   DFND 1 464,350 0 157
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 9,974 186,691 SH   DFND 1 186,691 0 0
AIR PRODS & CHEMS INC COM COM 009158106 184,533 1,550,851 SH   DFND 1 1,549,918 0 933
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 2,506 319,344 SH   DFND 1 319,344 0 0
AIRCASTLE LTD COM G0129K104 6,352 327,777 SH   DFND 1 327,430 0 347
AIRGAS INC COM COM 009363102 51,280 481,672 SH   DFND 1 481,047 0 625
AK STL HLDG CORP COM COM 001547108 4,772 661,003 SH   DFND 1 660,703 0 300
AKAMAI TECHNOLOGIES INC COM COM 00971T101 76,909 1,321,804 SH   DFND 1 1,321,343 0 461
AKAMAI TECHNOLOGIES INC COM COM 00971T101 142 2,450 SH   DFND 1 2 2,450 0 0
AKORN INC COM COM 009728106 8,524 387,475 SH   DFND 1 387,475 0 0
ALAMO GROUP INC COM COM 011311107 1 19 SH   DFND 1 2 19 0 0
ALAMO GROUP INC COM COM 011311107 3,187 58,666 SH   DFND 1 58,666 0 0
ALASKA AIR GROUP INC COM COM 011659109 34,350 368,132 SH   DFND 1 367,853 0 279
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 76 39,402 SH   DFND 1 2 39,402 0 0
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 524 271,512 SH   DFND 1 271,512 0 0
ALBANY INTL CORP CL A CL A 012348108 5,934 166,989 SH   DFND 1 166,989 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,724 146,572 SH   DFND 1 146,572 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 0 38 SH   DFND 1 2 38 0 0
ALBEMARLE CORP COM COM 012653101 26,962 406,014 SH   DFND 1 405,227 0 787
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 189 48,679 SH   DFND 1 40,259 0 8,420
ALCOA INC COM COM 013817101 102,885 7,997,581 SH   DFND 1 7,996,377 0 1,204
ALCOA INC COM COM 013817101 440 34,237 SH   DFND 1 2 34,237 0 0
ALERE INC COM 01449J105 13,936 405,726 SH   DFND 1 405,570 0 156
ALEXANDER & BALDWIN INC COM 014491104 9,294 218,395 SH   DFND 1 218,395 0 0
ALEXANDERS INC COM COM 014752109 4,406 12,207 SH   DFND 1 12,207 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 31,409 432,874 SH   DFND 1 432,653 0 221
ALEXION PHARMACEUTICALS INC COM COM 015351109 316 2,079 SH   DFND 1 2 2,079 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 229,133 1,506,790 SH   DFND 1 1,506,243 0 547
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 232 52,448 SH   DFND 1 52,448 0 0
ALICO INC COM COM 016230104 429 11,405 SH   DFND 1 11,405 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 24,152 466,347 SH   DFND 1 466,347 0 0
ALIMERA SCIENCES INC COM 016259103 568 72,007 SH   DFND 1 72,007 0 0
ALKERMES INC COM SHS G01767105 32,439 735,764 SH   DFND 1 735,420 0 344
ALLEGHANY CORP DEL COM COM 017175100 34,234 84,050 SH   DFND 1 83,992 0 58
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 30,418 807,527 SH   DFND 1 807,400 0 127
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 101 2,700 SH   DFND 1 2 2,700 0 0
ALLEGIANT TRAVEL CO COM 01748X102 9,808 87,633 SH   DFND 1 87,533 0 100
ALLEGION PLC ORD SHS G0176J109 52 1,013 SH   DFND 1 2 1,013 0 0
ALLEGION PLC ORD SHS G0176J109 33,806 648,200 SH   DFND 1 647,900 0 300
ALLERGAN INC COM COM 018490102 263,361 2,123,115 SH   DFND 1 2,122,665 0 450
ALLERGAN INC COM COM 018490102 175 1,418 SH   DFND 1 2 1,418 0 0
ALLETE INC COM COM NEW 018522300 10,808 206,194 SH   DFND 1 206,194 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 103,267 379,195 SH   DFND 1 379,142 0 53
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,001 69,193 SH   DFND 1 69,193 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 736 11,864 SH   DFND 1 11,864 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 5,467 163,069 SH   DFND 1 163,069 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 1,304 446,866 SH   DFND 1 446,866 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 536 6,378 SH   DFND 1 2 6,378 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 566 6,732 SH   DFND 1 6,732 0 0
ALLIANT ENERGY CORP COM COM 018802108 32,475 571,756 SH   DFND 1 571,251 0 505
ALLIANT TECHSYSTEMS INC COM COM 018804104 24,729 173,970 SH   DFND 1 173,883 0 87
ALLIED MOTION TECHNOLOGIES INC COM 019330109 227 19,639 SH   DFND 1 19,639 0 0
ALLIED NEVADA GOLD CORP COM 019344100 2,126 493,409 SH   DFND 1 493,409 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 16,445 159,368 SH   DFND 1 159,328 0 40
ALLIQUA INC COM NEW 019621200 102 12,214 SH   DFND 1 12,214 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 13,809 461,254 SH   DFND 1 461,172 0 82
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 15,161 840,891 SH   DFND 1 840,891 0 0
ALLSTATE CORP COM COM 020002101 193,939 3,429,113 SH   DFND 1 3,427,095 0 2,018
ALLSTATE CORP COM COM 020002101 0 10 SH   DFND 1 2 10 0 0
ALMOST FAMILY INC COM 020409108 1,044 45,219 SH   DFND 1 45,219 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 21,054 313,594 SH   DFND 1 313,194 0 400
ALON USA ENERGY INC COM 020520102 0 37 SH   DFND 1 2 37 0 0
ALON USA ENERGY INC COM 020520102 2,558 171,245 SH   DFND 1 171,245 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 273 37,156 SH   DFND 1 37,156 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 4,741 1,115,688 SH   DFND 1 1,115,688 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 501 334,311 SH   DFND 1 334,311 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 924 110,233 PRN   DFND 1 2 110,233 0 0
ALTAIR NANOTECHNOLOGIES INC COM PAR $0.001 021373303 159 35,610 SH   DFND 1 35,610 0 0
ALTERA CORP COM COM 021441100 131 3,627 SH   DFND 1 2 3,627 0 0
ALTERA CORP COM COM 021441100 87,506 2,415,634 SH   DFND 1 2,414,651 0 983
ALTEVA COM 02153V102 135 16,362 SH   DFND 1 16,362 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 9,614 79,025 SH   DFND 1 79,025 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 142 1,172 SH   DFND 1 2 1,172 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 13,394 424,412 SH   DFND 1 424,412 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 93 2,960 SH   DFND 1 2 2,960 0 0
ALTRA HLDGS INC COM 02208R106 5,202 145,726 SH   DFND 1 145,726 0 0
ALTRIA GROUP INC COM 02209S103 548,144 14,650,799 SH   DFND 1 14,646,925 0 3,874
ALTRIA GROUP INC COM 02209S103 19 530 SH   DFND 1 2 530 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,328 120,344 SH   DFND 1 120,344 0 0
AMAMARK HOLDINGS CORP COM 03852U106 5,353 185,099 SH   DFND 1 185,099 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 52 28,877 SH   DFND 1 28,877 0 0
AMAZON COM INC COM COM 023135106 545 1,622 SH   DFND 1 2 1,622 0 0
AMAZON COM INC COM COM 023135106 952,765 2,832,396 SH   DFND 1 2,831,288 0 1,108
AMBAC FINL GROUP INC COM COM NEW 023139884 7,273 234,401 SH   DFND 1 234,401 0 0
AMBARELLA INC SHS G037AX101 464 17,401 SH   DFND 1 17,181 0 220
AMBASSADORS GROUP INC COM COM 023177108 298 75,420 SH   DFND 1 75,420 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 933 126,000 SH   DFND 1 126,000 0 0
AMBIT BIOSCIENCES CORP COM 02318X100 320 35,139 SH   DFND 1 35,139 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 2,186 90,147 SH   DFND 1 90,147 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 21,313 291,601 SH   DFND 1 291,566 0 35
AMCOL INTL CORP COM COM 02341W103 5,990 130,863 SH   DFND 1 130,863 0 0
AMCOL INTL CORP COM COM 02341W103 228 5,000 SH   DFND 1 2 5,000 0 0
AMDOCS LTD ORD SHS G02602103 46,152 993,383 SH   DFND 1 993,284 0 99
AMDOCS LTD ORD SHS G02602103 3 86 SH   DFND 1 2 86 0 0
AMEDICA CORP COM 023435100 87 11,614 SH   DFND 1 11,614 0 0
AMEDISYS INC COM COM 023436108 2,600 174,647 SH   DFND 1 174,647 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 68 11,365 SH   DFND 1 11,365 0 0
AMERCO COM COM 023586100 11,520 49,633 SH   DFND 1 49,511 0 122
AMEREN CORP COM COM 023608102 76,540 1,858,546 SH   DFND 1 1,858,030 0 516
AMERESCO INC - CL A CL A 02361E108 820 108,507 SH   DFND 1 108,507 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 26 718 SH   DFND 1 2 718 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 37,706 1,030,227 SH   DFND 1 1,029,578 0 649
AMERICAN APPAREL INC -REDH COM 023850100 134 268,237 SH   DFND 1 268,237 0 0
AMERICAN ASSETS TRUST INC COM 024013104 6,114 181,237 SH   DFND 1 181,237 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 6,301 340,259 SH   DFND 1 340,259 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 24,602 658,703 SH   DFND 1 658,507 0 196
AMERICAN CAPITAL AGENCY CORP COM 02503X105 42,571 1,981,371 SH   DFND 1 1,978,001 0 3,370
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 5,371 286,193 SH   DFND 1 284,777 0 1,416
AMERICAN CAPITAL STRATEGIES COM COM 02503Y103 2,647 167,665 SH   DFND 1 166,617 0 1,048
AMERICAN DG ENERGY INC COM 025398108 182 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 10,127 827,382 SH   DFND 1 827,082 0 300
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 126 10,375 SH   DFND 1 2 10,375 0 0
AMERICAN ELEC PWR INC COM COM 025537101 24 476 SH   DFND 1 2 476 0 0
AMERICAN ELEC PWR INC COM COM 025537101 181,128 3,576,931 SH   DFND 1 3,575,654 0 1,277
AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 78 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 8,763 371,034 SH   DFND 1 371,034 0 0
AMERICAN EXPRESS CO COM COM 025816109 36 403 SH   DFND 1 2 403 0 0
AMERICAN EXPRESS CO COM COM 025816109 613,590 6,818,320 SH   DFND 1 6,816,136 0 2,184
AMERICAN FINL GROUP INC OHI COM COM 025932104 22,685 393,091 SH   DFND 1 392,948 0 143
AMERICAN HOMES 4 RENT CL A 02665T306 5,573 333,525 SH   DFND 1 333,400 0 125
AMERICAN INCOME FD INC COM 02672T109 172 22,800 PRN   DFND 1 2 22,800 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 558,756 11,177,449 SH   DFND 1 11,174,128 0 3,321
AMERICAN INTL GROUP INC COM COM NEW 026874784 329 6,584 SH   DFND 1 2 6,584 0 0
AMERICAN NATL BANKSHARES IN COM COM 027745108 682 29,018 SH   DFND 1 29,018 0 0
AMERICAN NATL INS CO COM COM 028591105 5,058 44,749 SH   DFND 1 44,729 0 20
AMERICAN PUBLIC EDUCATION COM 02913V103 3,557 101,407 SH   DFND 1 101,407 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 3,813 54,454 SH   DFND 1 54,454 0 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 50,368 3,593,291 SH   DFND 1 3,593,291 0 0
AMERICAN RESIDENTIAL PROPERTIES COM 02927E303 1,488 82,802 SH   DFND 1 82,802 0 0
AMERICAN SCIENCE & ENGR INC COM COM 029429107 5,404 80,465 SH   DFND 1 80,015 0 450
AMERICAN SOFTWARE INC CL A CL A 029683109 1,077 105,974 SH   DFND 1 105,974 0 0
AMERICAN SOFTWARE INC CL A CL A 029683109 0 63 SH   DFND 1 2 63 0 0
AMERICAN STS WTR CO COM COM 029899101 10,246 317,326 SH   DFND 1 317,070 0 256
AMERICAN SUPERCONDUCTOR COR COM COM 030111108 562 349,392 SH   DFND 1 349,392 0 0
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AMERICAN VANGUARD CORP COM COM 030371108 2,853 131,799 SH   DFND 1 131,799 0 0
AMERICAN WATER WORKS CO-REDH COM 030420103 45,692 1,006,624 SH   DFND 1 1,006,578 0 46
AMERICAN WOODMARK CORP COM COM 030506109 2,394 71,146 SH   DFND 1 71,146 0 0
AMERICAS CAR MART INC COM COM 03062T105 1,672 45,546 SH   DFND 1 45,546 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 154,882 1,407,724 SH   DFND 1 1,406,978 0 746
AMERIS BANCORP COM COM 03076K108 3,524 151,282 SH   DFND 1 151,282 0 0
AMERISAFE INC COM 03071H100 5,157 117,453 SH   DFND 1 117,453 0 0
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AMES NATIONAL CORP COM 031001100 547 24,857 SH   DFND 1 24,857 0 0
AMETEK INC NEW COM COM 031100100 94,101 1,828,335 SH   DFND 1 1,826,951 0 1,384
AMGEN INC COM COM 031162100 707,893 5,741,741 SH   DFND 1 5,739,051 0 2,690
AMICUS THERAPEUTICS INC-REDH COM 03152W109 331 160,080 SH   DFND 1 160,080 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 4,941 720,330 SH   DFND 1 705,571 0 14,759
AMN HEALTHCARE SERVICES INC COM COM 001744101 3,795 276,246 SH   DFND 1 276,246 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 771 40,876 SH   DFND 1 40,876 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 110 5,871 SH   DFND 1 2 5,871 0 0
AMPHENOL CORP NEW CL A CL A 032095101 103,843 1,133,546 SH   DFND 1 1,133,364 0 182
AMPHENOL CORP NEW CL A CL A 032095101 27 301 SH   DFND 1 2 301 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 1,248 196,618 SH   DFND 1 196,618 0 0
AMREIT INC - CLASS B CL B 03216B208 1,563 94,361 SH   DFND 1 94,361 0 0
AMSURG CORP COM COM 03232P405 9,437 200,459 SH   DFND 1 200,459 0 0
AMSURG CORP COM COM 03232P405 2 61 SH   DFND 1 2 61 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 531 43,663 SH   DFND 1 43,663 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 6,621 176,061 SH   DFND 1 176,061 0 0
AMYRIS INC COM 03236M101 670 179,844 SH   DFND 1 179,844 0 0
ANACOR PHARMACEUTICALS COM 032420101 119 5,972 SH   DFND 1 2 5,972 0 0
ANACOR PHARMACEUTICALS COM 032420101 3,128 156,351 SH   DFND 1 156,351 0 0
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ANADARKO PETE CORP COM COM 032511107 324,421 3,829,113 SH   DFND 1 3,827,607 0 1,506
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ANALOG DEVICES INC COM COM 032654105 124,021 2,334,855 SH   DFND 1 2,333,975 0 880
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ANDERSONS INC COM COM 034164103 11,632 196,360 SH   DFND 1 196,360 0 0
ANDERSONS INC COM COM 034164103 2 39 SH   DFND 1 2 39 0 0
ANGIE'S LIST INC COM 034754101 2,621 215,216 SH   DFND 1 215,216 0 0
ANGIODYNAMICS INC COM COM 03475V101 2,371 150,587 SH   DFND 1 150,587 0 0
ANI PHARMACEUTICALS INC COM 00182C103 953 30,423 SH   DFND 1 30,423 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 3,025 73,607 SH   DFND 1 73,575 0 32
ANIXTER INTL INC COM COM 035290105 14,091 138,803 SH   DFND 1 138,803 0 0
ANN INC COM 035623107 9,522 229,571 SH   DFND 1 229,571 0 0
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ANNIE'S INC COM 03600T104 3,356 83,519 SH   DFND 1 83,519 0 0
ANR 4 7/8 12/15/20 NOTE 4.875%12/1 02076XAF9 6,040 7,400,000 PRN   DFND 1 2 7,400,000 0 0
ANSYS INC COM COM 03662Q105 37,309 484,486 SH   DFND 1 484,286 0 200
ANTARES PHARMA INC COM 036642106 2,223 635,235 SH   DFND 1 635,235 0 0
ANTERO RESOURCES CORP COM 03674X106 11,447 182,871 SH   DFND 1 182,836 0 35
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 312 93,172 SH   DFND 1 93,172 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 4,384 883,964 SH   DFND 1 883,964 0 0
AOL INC COM 00184X105 17,562 401,240 SH   DFND 1 401,185 0 55
AOL INC COM 00184X105 0 13 SH   DFND 1 2 13 0 0
AON PLC SHS CL A G0408V102 183,607 2,179,470 SH   DFND 1 2,178,967 0 503
AON PLC SHS CL A G0408V102 110 1,316 SH   DFND 1 2 1,316 0 0
APACHE CORP COM COM 037411105 249,649 3,010,882 SH   DFND 1 3,010,121 0 761
APARTMENT INVT & MGMT CO CL A CL A 03748R101 36,698 1,214,693 SH   DFND 1 1,214,177 0 516
APCO OIL & GAS INTERNATIONAL I SHS G0471F109 1,055 73,048 SH   DFND 1 73,048 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 531 181,415 SH   DFND 1 181,415 0 0
APOGEE ENTERPRISES INC COM COM 037598109 5,360 161,323 SH   DFND 1 161,323 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 3,988 239,846 SH   DFND 1 236,764 0 3,082
APOLLO GROUP INC CL A CL A 037604105 0 16 SH   DFND 1 2 16 0 0
APOLLO GROUP INC CL A CL A 037604105 20,129 587,908 SH   DFND 1 587,792 0 116
APOLLO INVESTMENT CORP COM 03761U106 106 12,771 SH   DFND 1 2 12,771 0 0
APOLLO INVESTMENT CORP COM 03761U106 1,422 171,231 SH   DFND 1 153,961 0 17,270
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 0 22 SH   DFND 1 2 22 0 0
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 3,428 211,252 SH   DFND 1 209,535 0 1,717
APPLE COMPUTER INC COM COM 037833100 3,678,679 6,856,561 SH   DFND 1 6,853,748 0 2,813
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 10,892 225,807 SH   DFND 1 225,807 0 0
APPLIED MATLS INC COM COM 038222105 183,974 9,013,297 SH   DFND 1 9,008,836 0 4,461
APPLIED MICRO CIRCUITS CORP COM COM NEW 03822W406 4,091 413,283 SH   DFND 1 413,133 0 150
APPLIED OPTOELECTRONICS INC COM 03823U102 454 18,436 SH   DFND 1 18,436 0 0
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APRICUS BIOSCIENCES INC COM 03832V109 271 126,491 SH   DFND 1 126,491 0 0
APTARGROUP INC COM COM 038336103 22,263 336,810 SH   DFND 1 336,696 0 114
AQUA AMERICA INC COM 03836W103 22,894 913,234 SH   DFND 1 912,821 0 413
ARABIAN AMERICAN DEVELOPMENT COM 038465100 990 91,279 SH   DFND 1 91,279 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,752 94,416 SH   DFND 1 94,416 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 16,228 8,500,000 PRN   DFND 1 2 8,500,000 0 0
ARBOR REALTY TRUST INC COM 038923108 1,229 177,608 SH   DFND 1 177,608 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,951 262,319 SH   DFND 1 262,319 0 0
ARCA BIOPHARMA INC COM NEW 00211Y209 47 25,653 SH   DFND 1 25,653 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 36,819 640,004 SH   DFND 1 639,812 0 192
ARCH COAL INC COM COM 039380100 5,101 1,058,341 SH   DFND 1 1,058,141 0 200
ARCHER DANIELS MIDLAND CO COM COM 039483102 1,832 42,232 SH   DFND 1 2 42,232 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 217,398 5,012,397 SH   DFND 1 5,011,405 0 992
ARCP 3 3/4 12/15/20 NOTE 3.750%12/1 02917TAB0 2,175 2,000,000 PRN   DFND 1 2 2,000,000 0 0
ARCTIC CAT INC COM COM 039670104 3,733 78,124 SH   DFND 1 78,041 0 83
ARDMORE SHIPPING CORP COM Y0207T100 863 64,932 SH   DFND 1 64,932 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 7,688 1,220,413 SH   DFND 1 1,220,413 0 0
ARES CAPITAL CORP COM 04010L103 3,222 182,879 SH   DFND 1 172,247 0 10,632
ARES COMMERCIAL REAL ESTATE COM 04013V108 2,595 193,538 SH   DFND 1 193,538 0 0
ARGAN INC COM 04010E109 3,889 130,824 SH   DFND 1 130,824 0 0
ARGAN INC COM 04010E109 33 1,132 SH   DFND 1 2 1,132 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 8,511 185,436 SH   DFND 1 185,436 0 0
ARGOS THERAPEUTICS INC COM 040221103 236 23,648 SH   DFND 1 23,648 0 0
ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 7,122 7,000,000 PRN   DFND 1 2 7,000,000 0 0
ARIAD PHARMACEUTICALS INC COM COM 04033A100 7,243 898,704 SH   DFND 1 898,043 0 661
ARKANSAS BEST CORP DEL COM COM 040790107 4,985 134,930 SH   DFND 1 134,930 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 2,029 76,640 SH   DFND 1 73,754 0 2,886
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 1,612 31,646 SH   DFND 1 29,652 0 1,994
ARMADA HOFFLER PROPERTIES INC COM 04208T108 1,016 101,225 SH   DFND 1 101,225 0 0
ARMADA HOFFLER PROPERTIES INC COM 04208T108 74 7,443 SH   DFND 1 2 7,443 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 8,208 1,992,330 SH   DFND 1 1,986,980 0 5,350
ARMSTRONG WORLD INDUSTRIE COM 04247X102 9,833 184,658 SH   DFND 1 184,618 0 40
AROTECH CORP COM NEW 042682203 320 51,558 SH   DFND 1 51,558 0 0
ARQULE INC COM COM 04269E107 571 278,618 SH   DFND 1 278,618 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 2,649 563,781 SH   DFND 1 563,781 0 0
ARRIS GROUP INC COM COM 04270V106 18,486 656,008 SH   DFND 1 656,008 0 0
ARROW ELECTRS INC COM COM 042735100 31,304 527,459 SH   DFND 1 527,179 0 280
ARROW FINL CORP COM COM 042744102 1 70 SH   DFND 1 2 70 0 0
ARROW FINL CORP COM COM 042744102 1,767 66,844 SH   DFND 1 66,844 0 0
ARROWHEAD RESEARCH CORP COM NEW 042797209 2,908 177,120 SH   DFND 1 177,120 0 0
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ARTHROCARE CORP COM COM 043136100 7,712 160,044 SH   DFND 1 160,044 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 10,915 169,887 SH   DFND 1 169,758 0 129
ARUBA NETWORKS INC COM 043176106 11,097 591,843 SH   DFND 1 591,843 0 0
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ASCENA RETAIL GROUP INC COM 04351G101 12,044 696,992 SH   DFND 1 696,878 0 114
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 5,471 72,420 SH   DFND 1 72,420 0 0
ASCENT SOLAR TECH INC -REDH COM 043635101 90 147,729 SH   DFND 1 147,729 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 2,144 141,843 SH   DFND 1 141,843 0 0
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ASHLAND INC COM COM 044209104 37,219 374,207 SH   DFND 1 374,118 0 89
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 1,583 16,959 SH   DFND 1 16,959 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 17,438 439,257 SH   DFND 1 439,077 0 180
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 108 2,730 SH   DFND 1 2 2,730 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 4 97 SH   DFND 1 2 97 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 28,067 662,590 SH   DFND 1 662,590 0 0
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ASSOCIATED ESTATES RLTY COR COM COM 045604105 6,061 357,844 SH   DFND 1 357,844 0 0
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ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 1,050 16,199 SH   DFND 1 15,419 0 780
ASTRONICS CORP COM COM 046433108 8,237 129,916 SH   DFND 1 129,916 0 0
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AUDIENCE INC COM 05070J102 601 48,105 SH   DFND 1 48,105 0 0
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AUXILIUM PHARMACEUTICALS INC COM COM 05334D107 32 1,200 SH   DFND 1 2 1,200 0 0
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AV HOMES INC COM 00234P102 1,072 59,296 SH   DFND 1 59,296 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 80,565 1,251,044 SH   DFND 1 1,250,590 0 454
AVALONBAY CMNTYS INC COM COM 053484101 136,204 1,037,582 SH   DFND 1 1,037,392 0 190
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AVEO PHARMACEUTICALS INC COM 053588109 374 250,292 SH   DFND 1 250,292 0 0
AVERY DENNISON CORP COM COM 053611109 35,874 708,317 SH   DFND 1 707,998 0 319
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AXCELIS TECHNOLOGIES INC COM COM 054540109 1,226 570,451 SH   DFND 1 570,451 0 0
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B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 785 12,723 SH   DFND 1 12,033 0 690
B&G FOODS INC COM 05508R106 8,439 280,278 SH   DFND 1 280,278 0 0
BABCOCK & WILCOX COMPANY-W/I COM 05615F102 0 16 SH   DFND 1 2 16 0 0
BABCOCK & WILCOX COMPANY-W/I COM 05615F102 17,900 539,157 SH   DFND 1 539,025 0 132
BACTERIN INTERNATIONAL HOLDI COM 05644R101 70 83,511 SH   DFND 1 83,511 0 0
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DOT HILL SYS CORP COM COM 25848T109 1,210 312,918 SH   DFND 1 312,918 0 0
DOT HILL SYS CORP COM COM 25848T109 0 183 SH   DFND 1 2 183 0 0
DOUBLE EAGLE PETROLEUM CO COM 258570209 85,030 29,731 SH   DFND 1 29,731 0 0
DOUGLAS DYNAMICS INC COM 25960R105 2,133 122,492 SH   DFND 1 119,251 0 3,241
DOUGLAS DYNAMICS INC COM 25960R105 0 26 SH   DFND 1 2 26 0 0
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DOVER CORP COM COM 260003108 231 2,837 SH   DFND 1 2 2,837 0 0
DOVER CORP COM COM 260003108 100,495 1,229,827 SH   DFND 1 1,228,830 0 997
DOVER DOWNS GAMING & ENTMT COM COM 260095104 46 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM COM 260174107 81 32,679 SH   DFND 1 32,679 0 0
DOW CHEM CO COM COM 260543103 24 500 SH   DFND 1 2 500 0 0
DOW CHEM CO COM COM 260543103 455,435 9,376,856 SH   DFND 1 9,372,406 0 4,450
DR PEPPER SNAPPLE GROUP INC COM 26138E109 83,478 1,533,448 SH   DFND 1 1,531,851 0 1,597
DR PEPPER SNAPPLE GROUP INC COM 26138E109 328 6,037 SH   DFND 1 2 6,037 0 0
DREAMWORKS ANIMATION SKG-A CL A 26153C103 10,104 380,572 SH   DFND 1 380,572 0 0
DRESSER-RAND GROUP INC COM 261608103 20,679 354,037 SH   DFND 1 353,992 0 45
DREW INDS INC COM NEW COM NEW 26168L205 7,025 129,616 SH   DFND 1 129,616 0 0
DRIL-QUIP INC COM COM 262037104 28,038 250,117 SH   DFND 1 250,069 0 48
DRYSHIPS INC SHS Y2109Q101 259 80,201 SH   DFND 1 80,201 0 0
DSP GROUP INC COM COM 23332B106 1,009 116,804 SH   DFND 1 116,804 0 0
DST SYS INC DEL COM COM 233326107 19,345 204,085 SH   DFND 1 203,919 0 166
DST SYS INC DEL COM COM 233326107 436 4,603 SH   DFND 1 2 4,603 0 0
DSW INC-CLASS A CL A 23334L102 12,766 355,996 SH   DFND 1 355,996 0 0
DTE ENERGY CO COM COM 233331107 101,937 1,372,707 SH   DFND 1 1,372,306 0 401
DTS INC COM 23335C101 1,972 99,848 SH   DFND 1 99,848 0 0
DTS INC COM 23335C101 1 83 SH   DFND 1 2 83 0 0
DU PONT E I DE NEMOURS & CO COM COM 263534109 457,083 6,814,891 SH   DFND 1 6,811,672 0 3,219
DUCOMMUN INC DEL COM COM 264147109 1,443 57,604 SH   DFND 1 57,604 0 0
DUKE ENERGY CORP COM COM NEW 26441C204 369,825 5,194,948 SH   DFND 1 5,192,359 0 2,589
DUKE REALTY CORP COM NEW COM NEW 264411505 33,255 1,970,424 SH   DFND 1 1,968,202 0 2,222
DUN & BRADSTREET CORP DEL N COM COM 26483E100 26,751 269,379 SH   DFND 1 268,979 0 400
DUN & BRADSTREET CORP DEL N COM COM 26483E100 10 102 SH   DFND 1 2 102 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 26,491 527,928 SH   DFND 1 527,759 0 169
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 10,517 436,951 SH   DFND 1 436,951 0 0
DURATA THERAPEUTICS INC COM 26658A107 779 57,894 SH   DFND 1 57,894 0 0
DURECT CORP COM COM 266605104 685 515,191 SH   DFND 1 515,191 0 0
DVR 5 07/15/17 NOTE 5.000% 7/1 12802TAB7 5,032 5,304,000 PRN   DFND 1 2 5,304,000 0 0
DWS MULTI-MARKET INCOME TRUST SHS 23338L108 125 13,205 PRN   DFND 1 2 13,205 0 0
DXP ENTERPRISES INC COM NEW 233377407 6,337 66,764 SH   DFND 1 66,764 0 0
DYAX CORP COM COM 26746E103 7,351 818,654 SH   DFND 1 818,442 0 212
DYCOM INDS INC COM COM 267475101 109 3,466 SH   DFND 1 2 3,466 0 0
DYCOM INDS INC COM COM 267475101 5,576 176,408 SH   DFND 1 176,408 0 0
DYNAMIC MATERIALS CORP COM 267888105 1,446 75,949 SH   DFND 1 75,949 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 2,566 1,425,746 SH   DFND 1 1,425,746 0 0
DYNEGY INC COM 26817R108 12,944 519,019 SH   DFND 1 519,019 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 2,208 246,764 SH   DFND 1 243,727 0 3,037
E M C CORP MASS COM COM 268648102 416,534 15,202,854 SH   DFND 1 15,199,023 0 3,831
E M C CORP MASS COM COM 268648102 41 1,505 SH   DFND 1 2 1,505 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 178 7,764 SH   DFND 1 2 7,764 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 50,521 2,195,310 SH   DFND 1 2,194,866 0 444
E2OPEN INC COM 29788A104 2,040 86,582 SH   DFND 1 86,582 0 0
EAGLE BANCORP INC COM 268948106 5,040 139,613 SH   DFND 1 139,613 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A119 313 78,667 SH   DFND 1 78,667 0 0
EAGLE MATERIALS INC COM 26969P108 22,272 251,213 SH   DFND 1 250,857 0 356
EAGLE PHARMACEUTICALS INC COM 269796108 175 13,770 SH   DFND 1 13,770 0 0
EAGLE ROCK ENERGY PARTNERS UNIT 26985R104 160 30,585 SH   DFND 1 30,585 0 0
EARTHLINK INC COM COM 27033X101 2,079 576,076 SH   DFND 1 576,076 0 0
EAST WEST BANCORP INC COM COM 27579R104 28,097 769,792 SH   DFND 1 769,571 0 221
EASTERN COMPANY (THE) COM 276317104 230 14,260 SH   DFND 1 14,260 0 0
EASTGROUP PPTY INC COM COM 277276101 11,695 185,911 SH   DFND 1 185,911 0 0
EASTMAN CHEM CO COM COM 277432100 95,904 1,112,926 SH   DFND 1 1,112,784 0 142
EATON CORP PLC SHS G29183103 261,373 3,480,909 SH   DFND 1 3,480,284 0 625
EATON CORP PLC SHS G29183103 0 6 SH   DFND 1 2 6 0 0
EATON VANCE CORP COM NON VTG COM NON VTG 278265103 22,753 596,351 SH   DFND 1 596,029 0 322
EBAY INC COM COM 278642103 488,858 8,853,393 SH   DFND 1 8,850,615 0 2,778
EBIX INC COM NEW 278715206 2,989 175,132 SH   DFND 1 175,132 0 0
ECHELON CORP COM COM 27874N105 407 146,714 SH   DFND 1 146,714 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,502 82,017 SH   DFND 1 82,017 0 0
ECHO THERAPEUTICS INC COM NEW 27876L206 66 22,296 SH   DFND 1 22,296 0 0
ECHOSTAR CORP CL A 278768106 10,191 214,286 SH   DFND 1 214,236 0 50
ECOLAB INC COM COM 278865100 206,511 1,913,170 SH   DFND 1 1,912,346 0 824
ECOLOGY INC COM 91732J102 4,345 117,063 SH   DFND 1 117,063 0 0
EDGEWATER TECHNOLOGY INC COM COM 280358102 112 15,726 SH   DFND 1 15,726 0 0
EDISON INTL COM COM 281020107 23 423 SH   DFND 1 2 423 0 0
EDISON INTL COM COM 281020107 140,303 2,479,438 SH   DFND 1 2,478,370 0 1,068
EDUCATION MANAGEMENT CORP COM 28140M103 668 137,311 SH   DFND 1 137,311 0 0
EDUCATION REALTY TRUST INC COM 28140H104 135 13,726 SH   DFND 1 2 13,726 0 0
EDUCATION REALTY TRUST INC COM 28140H104 7,034 712,699 SH   DFND 1 712,699 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 57,417 774,470 SH   DFND 1 774,391 0 79
EDWARDS LIFESCIENCES CORP COM COM 28176E108 96 1,305 SH   DFND 1 2 1,305 0 0
EGAIN COMMUNICATIONS COM COM NEW 28225C806 408 57,840 SH   DFND 1 57,840 0 0
EGALET CORPORATION COM 28226B104 282 20,160 SH   DFND 1 20,160 0 0
EHEALTH INC COM 28238P109 6,072 119,531 SH   DFND 1 119,531 0 0
EINSTEIN NOAH RESTAURANT GROUP COM 28257U104 1,186 72,088 SH   DFND 1 72,088 0 0
EL PASO ELEC CO COM NEW COM NEW 283677854 9,381 262,553 SH   DFND 1 262,553 0 0
ELBIT SYSTEMS LTD ORD M3760D101 474 7,767 SH   DFND 1 7,767 0 0
ELDORADO GOLD CORP NEW COM 2307873 793 143,268 SH   DFND 1 143,268 0 0
ELECTRO RENT CORP COM COM 285218103 1,405 79,923 SH   DFND 1 79,923 0 0
ELECTRO SCIENTIFIC INDS COM COM 285229100 1,716 174,309 SH   DFND 1 174,309 0 0
ELECTRONIC ARTS INC COM COM 285512109 0 27 SH   DFND 1 2 27 0 0
ELECTRONIC ARTS INC COM COM 285512109 66,900 2,307,097 SH   DFND 1 2,306,080 0 1,017
ELECTRONICS FOR IMAGING INC COM COM 286082102 11,067 255,535 SH   DFND 1 255,535 0 0
ELEPHANT TALK COMMUNICATIONS COM NEW 286202205 415 392,179 SH   DFND 1 392,179 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 350 21,617 SH   DFND 1 21,617 0 0
ELIZABETH ARDEN INC COM COM 28660G106 4,290 145,387 SH   DFND 1 145,387 0 0
ELLIE MAE INC COM 28849P100 3,913 135,685 SH   DFND 1 135,685 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 566 33,486 SH   DFND 1 32,652 0 834
ELLIS PERRY INTL INC COM COM 288853104 924 67,252 SH   DFND 1 67,252 0 0
ELLSWORTH FUND LTD COM 289074106 1,309 152,303 PRN   DFND 1 2 152,303 0 0
EMAGIN CORP COM COM NEW 29076N206 165 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM COM 268664109 1,029 28,978 SH   DFND 1 28,978 0 0
EMCOR GROUP INC COM COM 29084Q100 16,831 359,727 SH   DFND 1 359,727 0 0
EMCOR GROUP INC COM COM 29084Q100 11 245 SH   DFND 1 2 245 0 0
EMCORE CORP COM COM NEW 290846203 596 118,180 SH   DFND 1 118,180 0 0
EMERALD OIL INC COM NEW 29101U209 1,892 281,650 SH   DFND 1 281,650 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 440 17,435 SH   DFND 1 2 17,435 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 4,412 174,618 SH   DFND 1 174,618 0 0
EMERITUS CORP COM 291005106 6,611 210,288 SH   DFND 1 210,288 0 0
EMERSON ELEC CO COM COM 291011104 349,274 5,230,880 SH   DFND 1 5,228,221 0 2,659
EMERSON RADIO CORP COM NEW 291087203 100 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS CORP CL A CL A 291525103 362 113,335 SH   DFND 1 113,335 0 0
EMPIRE DIST ELEC CO COM COM 291641108 5,977 245,769 SH   DFND 1 245,769 0 0
EMPIRE RESORTS INC COM NEW 292052206 408 57,846 SH   DFND 1 57,846 0 0
EMPIRE TRUST REALTY TRUST CL A 292104106 7,327 484,957 SH   DFND 1 484,957 0 0
EMPLOYERS HOLDINGS INC COM 292218104 3,219 159,131 SH   DFND 1 159,131 0 0
EMPRESA BRASILEIRA DE AE-ADR SP ADR REP 4 COM 29082A107 222 6,275 SH   DFND 1 5,975 0 300
EMPRESA NAC ELEC-CHIL-SP ADR SPONSORED ADR 29244T101 686 15,895 SH   DFND 1 15,175 0 720
EMULEX CORP COM NEW COM NEW 292475209 4,916 665,336 SH   DFND 1 665,336 0 0
EMULEX CORP COM NEW COM NEW 292475209 209 28,400 SH   DFND 1 2 28,400 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,197 29,943 SH   DFND 1 29,943 0 0
ENBRIDGE INC COM 2466149 7,488 165,589 SH   DFND 1 165,589 0 0
ENCANA CORP COM 2793193 3,340 157,124 SH   DFND 1 157,124 0 0
ENCORE CAPITAL GROUP INC COM 292554102 5,973 130,709 SH   DFND 1 130,709 0 0
ENCORE WIRE CORP COM COM 292562105 4,973 102,518 SH   DFND 1 102,518 0 0
ENDEAVOUR INTERNATIONAL CORP COM NEW 29259G200 751 231,227 SH   DFND 1 231,227 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 46,689 680,105 SH   DFND 1 679,980 0 125
ENDOCYTE INC COM 29269A102 4,181 175,609 SH   DFND 1 175,609 0 0
ENDOLOGIX INC COM 29266S106 4,375 339,999 SH   DFND 1 339,999 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 1,839 141,403 SH   DFND 1 141,403 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 11,689 217,164 SH   DFND 1 217,112 0 52
ENERGEN CORP COM COM 29265N108 30,309 375,140 SH   DFND 1 375,055 0 85
ENERGIZER HLDGS INC COM COM 29266R108 34,103 338,584 SH   DFND 1 338,322 0 262
ENERGY RECOVERY INC-REDH COM 29270J100 1,383 260,141 SH   DFND 1 260,141 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 9,229 391,570 SH   DFND 1 391,570 0 0
ENERNOC INC -REDH COM 292764107 3,226 144,800 SH   DFND 1 144,800 0 0
ENERSYS INC COM COM 29275Y102 20,847 300,876 SH   DFND 1 300,876 0 0
ENGILITY HOLDINGS INC COM 29285W104 1,508 33,492 SH   DFND 1 2 33,492 0 0
ENGILITY HOLDINGS INC COM 29285W104 4,940 109,663 SH   DFND 1 109,663 0 0
ENGLOBAL CORP COM 293306106 83 53,004 SH   DFND 1 53,004 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 596 11,899 SH   DFND 1 9,869 0 2,030
ENNIS BUSINESS FORMS INC COM COM 293389102 2,079 125,478 SH   DFND 1 124,678 0 800
ENPHASE ENERGY INC COM 29355A107 602 81,799 SH   DFND 1 81,799 0 0
ENPRO INDS INC COM COM 29355X107 7,845 107,957 SH   DFND 1 107,957 0 0
ENSCO INTL INC COM SHS CLASS A G3157S106 84,238 1,596,779 SH   DFND 1 1,596,779 0 0
ENSIGN GROUP INC-REDH COM 29358P101 4,764 109,174 SH   DFND 1 109,174 0 0
ENSTAR GROUP LTD SHS G3075P101 7,268 53,325 SH   DFND 1 53,325 0 0
ENTEGRIS INC COM COM 29362U104 9,189 758,862 SH   DFND 1 758,862 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 919 91,315 SH   DFND 1 91,315 0 0
ENTERGY CORP NEW COM COM 29364G103 89,438 1,338,460 SH   DFND 1 1,337,929 0 531
ENTEROMEDICS INC-REDH COM NEW 29365M208 401 220,600 SH   DFND 1 220,600 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 434 21,375 SH   DFND 1 21,375 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 1,799 89,653 SH   DFND 1 89,653 0 0
ENTERTAINMENT GAMING ASIA INC COM NEW 29383V206 45 50,152 SH   DFND 1 50,152 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 5,609 837,232 SH   DFND 1 837,232 0 0
ENTREMED INC COM COM NEW 29382F202 70 38,700 SH   DFND 1 38,700 0 0
ENTROPIC COMMUN INC-REDH COM 29384R105 2,272 555,579 SH   DFND 1 555,579 0 0
ENVESTNET INC COM 29404K106 5,734 142,723 SH   DFND 1 142,604 0 119
ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 10,912 322,555 SH   DFND 1 322,486 0 69
ENVIVIO INC COM 29413T106 156 50,759 SH   DFND 1 50,759 0 0
ENZO BIOCHEM INC COM COM 294100102 620 149,250 SH   DFND 1 149,250 0 0
ENZON PHARMACEUTICALS INC COM 293904108 278 269,999 SH   DFND 1 269,999 0 0
EOG RES INC COM COM 26875P101 386,807 1,973,507 SH   DFND 1 1,972,912 0 595
EOG RES INC COM COM 26875P101 606 3,095 SH   DFND 1 2 3,095 0 0
EP ENERGY CORP-CL A CL A 268785102 3,668 187,440 SH   DFND 1 187,440 0 0
EPAM SYSTEMS INC COM 29414B104 1 37 SH   DFND 1 2 37 0 0
EPAM SYSTEMS INC COM 29414B104 6,174 187,683 SH   DFND 1 187,683 0 0
EPIQ SYS INC COM COM 26882D109 2,418 177,449 SH   DFND 1 177,449 0 0
EPIZYME INC COM 29428V104 1,604 70,452 SH   DFND 1 70,452 0 0
EPL OIL & GAS INC COM 26883D108 7,346 190,335 SH   DFND 1 190,335 0 0
EPLUS INC COM COM 294268107 1,268 22,750 SH   DFND 1 22,750 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 14,672 274,819 SH   DFND 1 274,819 0 0
EQIX4 3/4 06/15/16 NOTE 4.750% 6/1 29444UAH9 38,523 17,000,000 PRN   DFND 1 2 17,000,000 0 0
EQT CORP COM 26884L109 104,824 1,081,472 SH   DFND 1 1,081,036 0 436
EQT CORP COM 26884L109 69 713 SH   DFND 1 2 713 0 0
EQUAL ENERGY LTD COM 29390Q109 101 22,221 SH   DFND 1 22,221 0 0
EQUIFAX INC COM COM 294429105 60,767 893,629 SH   DFND 1 893,600 0 29
EQUINIX INC COM NEW 29444U502 45,873 248,221 SH   DFND 1 248,022 0 199
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 20,035 492,886 SH   DFND 1 492,834 0 52
EQUITY ONE COM COM 294752100 9,836 440,310 SH   DFND 1 440,310 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 376 6,500 SH   DFND 1 2 6,500 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 163,971 2,828,645 SH   DFND 1 2,828,191 0 454
ERA GROUP INC COM 26885G109 2,999 102,325 SH   DFND 1 102,325 0 0
ERBA DIAGNOSTICS INC COM 29490B101 76 29,733 SH   DFND 1 29,733 0 0
ERICKSON AIR-CRANE INC COM 29482P100 660 34,196 SH   DFND 1 34,196 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 927 69,580 SH   DFND 1 64,827 0 4,753
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 8 674 SH   DFND 1 2 674 0 0
ERIE INDTY CO CL A CL A 29530P102 207 2,968 SH   DFND 1 2 2,968 0 0
ERIE INDTY CO CL A CL A 29530P102 9,501 136,205 SH   DFND 1 136,105 0 100
ESB FINL CORP COM COM 26884F102 760 58,201 SH   DFND 1 58,201 0 0
ESCALADE INC COM COM 296056104 261 19,550 SH   DFND 1 19,550 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 4,993 141,909 SH   DFND 1 141,909 0 0
ESPERION THERAPEUTICS INC COM 29664W105 459 30,418 SH   DFND 1 30,418 0 0
ESSA BANCORP INC -REDH COM 29667D104 478 44,020 SH   DFND 1 44,020 0 0
ESSENT GROUP LTD COM G3198U102 2,748 122,378 SH   DFND 1 122,378 0 0
ESSEX PPTY TR INC COM COM 297178105 39,492 232,239 SH   DFND 1 232,162 0 77
ESSEX RENTAL CORP COM 297187106 138 46,734 SH   DFND 1 46,734 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 20,186 189,469 SH   DFND 1 189,469 0 0
ETABLISSEMENTS DELHAIZE FRER S-ADR SPONSORED ADR 29759W101 390 5,379 SH   DFND 1 4,420 0 959
ETHAN ALLEN INTERIORS INC COM COM 297602104 3,595 141,273 SH   DFND 1 141,273 0 0
EURONET WORLDWIDE INC COM COM 298736109 12,778 307,256 SH   DFND 1 307,256 0 0
EURONET WORLDWIDE INC COM COM 298736109 454 10,921 SH   DFND 1 2 10,921 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 289 8,656 SH   DFND 1 8,656 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,251 468,899 SH   DFND 1 468,899 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 13,570 245,621 SH   DFND 1 245,621 0 0
EVEREST RE GROUP LTD COM COM G3223R108 36,191 236,511 SH   DFND 1 236,456 0 55
EVEREST RE GROUP LTD COM COM G3223R108 607 3,972 SH   DFND 1 2 3,972 0 0
EVERGREEN GLOBAL DIV OPPRTNY COM 94987C103 226 28,741 PRN   DFND 1 2 28,741 0 0
EVERTEC INC COM 30040P103 8,219 332,756 SH   DFND 1 332,756 0 0
EVERYWARE GLOBAL INC COM 300439106 52 11,557 SH   DFND 1 11,557 0 0
EVOKE PHARMA INC COM 30049G104 85 10,276 SH   DFND 1 10,276 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,657 130,199 SH   DFND 1 130,199 0 0
EVOLVING SYS INC COM COM NEW 30049R209 303 33,696 SH   DFND 1 33,696 0 0
EXACT SCIENCES CORP COM COM 30063P105 5,529 390,192 SH   DFND 1 390,192 0 0
EXACTECH INC COM 30064E109 965 42,777 SH   DFND 1 42,777 0 0
EXAMWORKS GROUP INC COM 30066A105 4,933 140,916 SH   DFND 1 140,916 0 0
EXAR CORP COM COM 300645108 2,934 245,552 SH   DFND 1 245,552 0 0
EXCEL TRUST INC COM 30068C109 3,198 252,222 SH   DFND 1 252,222 0 0
EXCO RESOURCES INC COM 269279402 5,165 922,353 SH   DFND 1 920,503 0 1,850
EXELIS INC COM 30162A108 1 103 SH   DFND 1 2 103 0 0
EXELIS INC COM 30162A108 19,904 1,047,080 SH   DFND 1 1,046,854 0 226
EXELIXIS INC COM COM 30161Q104 3,378 954,384 SH   DFND 1 954,384 0 0
EXELON CORP COM COM 30161N101 13 408 SH   DFND 1 2 408 0 0
EXELON CORP COM COM 30161N101 220,281 6,566,528 SH   DFND 1 6,563,744 0 2,784
EXLSERVICE HOLDINGS INC-REDH COM 302081104 6,099 197,321 SH   DFND 1 197,321 0 0
EXLSERVICE HOLDINGS INC-REDH COM 302081104 1 53 SH   DFND 1 2 53 0 0
EXONE CO/THE COM 302104104 1,956 54,599 SH   DFND 1 54,566 0 33
EXPEDIA INC COM NEW 30212P303 54,617 753,672 SH   DFND 1 753,401 0 271
EXPEDIA INC COM NEW 30212P303 37 518 SH   DFND 1 2 518 0 0
EXPEDITORS INTL WASH INC COM COM 302130109 59,192 1,494,284 SH   DFND 1 1,493,884 0 400
EXPEDITORS INTL WASH INC COM COM 302130109 0 2 SH   DFND 1 2 2 0 0
EXPONENT INC COM 30214U102 6,062 80,775 SH   DFND 1 80,775 0 0
EXPRESS INC COM 30219E103 7,074 445,480 SH   DFND 1 445,480 0 0
EXPRESS SCRP INC COM COM 30219G108 54 729 SH   DFND 1 2 729 0 0
EXPRESS SCRP INC COM COM 30219G108 428,313 5,706,480 SH   DFND 1 5,704,891 0 1,589
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 3,642 159,962 SH   DFND 1 159,962 0 0
EXTERRAN HOLDINGS INC COM 30225X103 14,447 329,243 SH   DFND 1 329,243 0 0
EXTERRAN PARTNERS LP COM UNITS 30225N105 251 8,811 SH   DFND 1 8,811 0 0
EXTRA SPACE STORAGE INC COM 30225T102 37,851 780,291 SH   DFND 1 780,166 0 125
EXTREME NETWORKS INC COM COM 30226D106 3,492 602,183 SH   DFND 1 602,183 0 0
EXXON MOBIL CORP COM COM 30231G102 3,245,581 33,240,312 SH   DFND 1 33,226,870 0 13,442
EZCORP INC CL A NON VTG 302301106 3,292 305,141 SH   DFND 1 305,141 0 0
F M C CORP COM NEW COM NEW 302491303 72,865 952,156 SH   DFND 1 951,714 0 442
F5 NETWORKS INC COM COM 315616102 136 1,276 SH   DFND 1 2 1,276 0 0
F5 NETWORKS INC COM COM 315616102 59,113 554,618 SH   DFND 1 554,350 0 268
FAB UNIVERSAL CORP COM 302771100 171 55,825 SH   DFND 1 55,825 0 0
FAB UNIVERSAL CORP COM 302771100 0 105 SH   DFND 1 2 105 0 0
FABRINET SHS G3323L100 2,755 132,685 SH   DFND 1 132,685 0 0
FACEBOOK INC -A CL A 30303M102 787,672 13,081,070 SH   DFND 1 13,075,810 0 5,260
FACEBOOK INC -A CL A 30303M102 159 2,641 SH   DFND 1 2 2,641 0 0
FACTSET RESH SYS INC COM COM 303075105 21,808 202,291 SH   DFND 1 202,172 0 119
FAIR ISAAC INC COM 303250104 10,372 187,503 SH   DFND 1 187,503 0 0
FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 9,386 680,697 SH   DFND 1 680,389 0 308
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,821 133,918 SH   DFND 1 133,918 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 562 73,667 SH   DFND 1 73,667 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 232 147,264 SH   DFND 1 147,264 0 0
FAMILY DLR STORES INC COM COM 307000109 580 10,000 SH   DFND 1 2 10,000 0 0
FAMILY DLR STORES INC COM COM 307000109 39,394 679,400 SH   DFND 1 679,400 0 0
FAMOUS DAVES AMER INC COM COM 307068106 662 27,079 SH   DFND 1 27,079 0 0
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FLAGSTAR BANCORP INC COM COM PAR .001 337930705 4,757 214,102 SH   DFND 1 214,102 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 42,960 373,310 SH   DFND 1 373,233 0 77
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FLOWERS FOODS INC COM COM 343498101 92 4,333 SH   DFND 1 2 4,333 0 0
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FLUOR CORP NEW COM COM 343412102 90,143 1,160,197 SH   DFND 1 1,159,614 0 583
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FMC TECHNOLOGIES INC COM COM 30249U101 88,248 1,688,417 SH   DFND 1 1,688,169 0 248
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FOOT LOCKER INC COM COM 344849104 35,474 755,106 SH   DFND 1 754,587 0 519
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FORD MTR CO DEL COM PAR $0.01 345370860 462,447 29,656,285 SH   DFND 1 29,649,170 0 7,115
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FORESTAR REAL ESTATE GRP-W/I COM 346233109 0 27 SH   DFND 1 2 27 0 0
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FORMFACTOR INC COM 346375108 1,781 278,770 SH   DFND 1 278,770 0 0
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FORTINET INC. COM 34959E109 15,045 682,976 SH   DFND 1 682,957 0 19
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FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 33,395 793,615 SH   DFND 1 793,615 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 8,875 286,501 SH   DFND 1 286,501 0 0
FORWARD AIR CORP COM COM 349853101 8,441 183,068 SH   DFND 1 183,068 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 36 18,823 SH   DFND 1 18,823 0 0
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FRANKLIN COVEY CO COM COM 353469109 1,080 54,660 SH   DFND 1 54,660 0 0
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FRANKS INTERNATIONAL NV COM N33462107 4,314 174,113 SH   DFND 1 173,956 0 157
FREDS INC CL A CL A 356108100 3,544 196,803 SH   DFND 1 196,803 0 0
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FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 11,370 465,821 SH   DFND 1 465,698 0 123
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FREQUENCY ELECTRS INC COM COM 358010106 154 14,272 SH   DFND 1 14,272 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 346 9,946 SH   DFND 1 6,746 0 3,200
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 5,598 203,059 SH   DFND 1 203,059 0 0
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GAIAM INC CL A CL A 36268Q103 372 51,349 SH   DFND 1 51,349 0 0
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GALENA BIOPHARMA INC COM 363256108 1,455 582,268 SH   DFND 1 580,806 0 1,462
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GAP INC DEL COM COM 364760108 78,532 1,961,205 SH   DFND 1 1,959,490 0 1,715
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GEEKNET INC. COM NEW 36846Q203 279 19,967 SH   DFND 1 19,967 0 0
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GENESCO INC COM COM 371532102 9,945 133,368 SH   DFND 1 133,368 0 0
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GENIE ENERGY LTD - B CL B 372284208 791 79,383 SH   DFND 1 79,383 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,970 198,206 SH   DFND 1 198,206 0 0
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GENOMIC HEALTH INC COM 37244C101 2,495 94,726 SH   DFND 1 94,726 0 0
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GENTHERM INC COM 37253A103 6,414 184,737 SH   DFND 1 184,737 0 0
GENTIVA HEALTH SERVICES INC COM COM 37247A102 1,350 148,038 SH   DFND 1 148,038 0 0
GENUINE PARTS CO COM COM 372460105 95,986 1,105,689 SH   DFND 1 1,104,843 0 846
GENUINE PARTS CO COM COM 372460105 6 73 SH   DFND 1 2 73 0 0
GENVEC INC COM NEW 37246C307 131 49,438 SH   DFND 1 49,438 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 65,999 3,723,570 SH   DFND 1 3,723,098 0 472
GEO GROUP INC/THE COM 36159R103 17,099 530,387 SH   DFND 1 530,387 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 4,563 68,965 SH   DFND 1 68,965 0 0
GERMAN AMERN BANCORP COM COM 373865104 1,590 55,057 SH   DFND 1 55,057 0 0
GERON CORP COM COM 374163103 1,706 820,491 SH   DFND 1 820,295 0 196
GETTY RLTY CORP NEW COM COM 374297109 2,862 151,522 SH   DFND 1 151,522 0 0
GEVO INC COM 374396109 249 213,378 SH   DFND 1 213,378 0 0
GFI GROUP INC COM 361652209 1,278 360,242 SH   DFND 1 360,242 0 0
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GIGOPTIX INC COM 37517Y103 154 91,853 SH   DFND 1 91,853 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 6,597 92,169 SH   DFND 1 92,169 0 0
GILDAN ACTIVEWEAR INC COM 2254645 1,252 24,959 SH   DFND 1 24,959 0 0
GILEAD SCIENCES INC COM COM 375558103 652 9,211 SH   DFND 1 2 9,211 0 0
GILEAD SCIENCES INC COM COM 375558103 830,847 11,730,032 SH   DFND 1 11,725,204 0 4,828
GLACIER BANCORP INC NEW COM COM 37637Q105 12,132 417,346 SH   DFND 1 417,346 0 0
GLADSTONE CAPITAL CORP COM COM 376535100 175 17,397 SH   DFND 1 16,039 0 1,358
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GLADSTONE INVESTMENT CORP/DE COM 376546107 100 12,186 SH   DFND 1 2 12,186 0 0
GLADSTONE INVESTMENT CORP/DE COM 376546107 148 17,916 SH   DFND 1 17,916 0 0
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GLATFELTER COM COM 377316104 15 571 SH   DFND 1 2 571 0 0
GLATFELTER COM COM 377316104 6,598 242,423 SH   DFND 1 242,423 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 3 61 SH   DFND 1 2 61 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 2,139 40,049 SH   DFND 1 38,220 0 1,829
GLEACHER & CO INC COM NEW 377341201 137 12,030 SH   DFND 1 12,030 0 0
GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 9,317 928,996 SH   DFND 1 928,996 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 1,979 125,506 SH   DFND 1 125,506 0 0
GLOBAL CASH ACCESS INC COM 378967103 2,965 432,319 SH   DFND 1 432,319 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 4,415 279,812 SH   DFND 1 279,812 0 0
GLOBAL HIGH INCOME FUND INC COM 37933G108 515 52,215 PRN   DFND 1 2 52,215 0 0
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GLOBAL PMTS INC COM COM 37940X102 24,946 350,813 SH   DFND 1 350,727 0 86
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GOOGLE INC-CL A COM CL A 38259P508 2,387,373 2,142,967 SH   DFND 1 2,142,190 0 777
GOOGLE INC-CL A COM CL A 38259P508 450 404 SH   DFND 1 2 404 0 0
GORDMANS STORES INC COM 38269P100 226 41,566 SH   DFND 1 41,566 0 0
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GP STRATEGIES CORP COM COM 36225V104 2,468 90,672 SH   DFND 1 90,672 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 36,694 370,017 SH   DFND 1 369,931 0 86
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GRAY TELEVISION INC COM COM 389375106 2,600 250,765 SH   DFND 1 250,765 0 0
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GREENBRIER COS INC COM COM 393657101 5,540 121,501 SH   DFND 1 121,501 0 0
GREENHILL & CO INC COM COM 395259104 6,797 130,768 SH   DFND 1 130,768 0 0
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GRIFFON CORP COM COM 398433102 2,818 236,014 SH   DFND 1 236,014 0 0
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GROUP 1 AUTOMOTIVE INC COM COM 398905109 6,889 104,932 SH   DFND 1 104,932 0 0
GROUPON INC COM CL A 399473107 15,482 1,974,841 SH   DFND 1 1,973,890 0 951
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GTX INC COM 40052B108 191 125,122 SH   DFND 1 125,122 0 0
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HANCOCK HLDG CO COM COM 410120109 17,493 477,310 SH   DFND 1 477,310 0 0
HANDY & HARMAN LTD COM 410315105 1,100 50,005 SH   DFND 1 50,005 0 0
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HEARTLAND EXPRESS INC COM COM 422347104 6,873 302,931 SH   DFND 1 302,931 0 0
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HECLA MNG CO COM COM 422704106 5,367 1,748,351 SH   DFND 1 1,748,351 0 0
HEICO CORP NEW COM COM 422806109 10,749 178,685 SH   DFND 1 178,685 0 0
HEICO CORP-CL A CL A 422806208 7,457 171,795 SH   DFND 1 171,795 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 1,683 83,857 SH   DFND 1 83,857 0 0
HELEN OF TROY CORP LTD COM COM G4388N106 12,851 185,640 SH   DFND 1 185,640 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 12,221 531,852 SH   DFND 1 531,852 0 0
HELMERICH & PAYNE INC COM COM 423452101 0 3 SH   DFND 1 2 3 0 0
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HENRY JACK & ASSOC INC COM COM 426281101 29,204 523,755 SH   DFND 1 523,649 0 106
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HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 784 43,265 SH   DFND 1 43,265 0 0
HERON THERAPEUTICS INC COM 427746102 865 62,243 SH   DFND 1 62,243 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 6,569 1,126,856 SH   DFND 1 1,126,856 0 0
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HERTZ GLOBAL HOLDINGS, INC COM 42805T105 56,338 2,115,250 SH   DFND 1 2,114,493 0 757
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HESS CORP COM COM 42809H107 167,691 2,024,184 SH   DFND 1 2,023,114 0 1,070
HEWLETT PACKARD CO COM COM 428236103 1,437 44,434 SH   DFND 1 2 44,434 0 0
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HFF INC-CLASS A CL A 40418F108 7,297 217,136 SH   DFND 1 217,136 0 0
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HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 204 17,732 SH   DFND 1 17,732 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 351 4,477 SH   DFND 1 4,477 0 0
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HOLOGIC INC COM COM 436440101 30,518 1,419,683 SH   DFND 1 1,419,683 0 0
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HOME BANCORP INC COM 43689E107 529 25,229 SH   DFND 1 25,229 0 0
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HORIZON PHARMA, INC COM 44047T109 4,867 321,940 SH   DFND 1 321,940 0 0
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HORMEL FOODS CORP COM COM 440452100 51,150 1,038,605 SH   DFND 1 1,038,161 0 444
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HOSPIRA INC COM COM 441060100 54,723 1,265,807 SH   DFND 1 1,265,638 0 169
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HOWARD HUGHES CORP COM 44267D107 23,143 162,170 SH   DFND 1 162,123 0 47
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 2,038 40,101 SH   DFND 1 37,885 0 2,216
HSN INC COM 404303109 11,059 185,152 SH   DFND 1 185,092 0 60
HUB GROUP INC CL A CL A 443320106 8,146 203,701 SH   DFND 1 203,701 0 0
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HUDSON PACIFIC PROPERTIES INC COM 444097109 5,930 257,086 SH   DFND 1 257,086 0 0
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HUMANA INC COM COM 444859102 16 149 SH   DFND 1 2 149 0 0
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ION GEOPHYSICAL CORP COM COM 462044108 2,934 697,131 SH   DFND 1 697,131 0 0
IPASS INC COM 46261V108 365 221,232 SH   DFND 1 221,232 0 0
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JP MORGAN CHASE & CO COM 46625H100 1,766,372 29,107,144 SH   DFND 1 29,095,608 0 11,536
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KEY TRONIC CORP COM 493144109 341 32,780 SH   DFND 1 32,780 0 0
KEYCORP NEW COM COM 493267108 14 1,002 SH   DFND 1 2 1,002 0 0
KEYCORP NEW COM COM 493267108 100,984 7,094,422 SH   DFND 1 7,091,911 0 2,511
KEYW HOLDING CORP/THE COM 493723100 2,826 151,072 SH   DFND 1 151,072 0 0
KFORCE INC COM COM 493732101 3,311 155,307 SH   DFND 1 155,307 0 0
KI HOLDINGS INC COM 50060P106 4,362 105,817 SH   DFND 1 105,817 0 0
KILROY RLTY CORP COM COM 49427F108 28,762 490,999 SH   DFND 1 490,774 0 225
KIMBALL INTL INC CL B CL B 494274103 5,306 293,030 SH   DFND 1 293,030 0 0
KIMBALL INTL INC CL B CL B 494274103 453 25,056 SH   DFND 1 2 25,056 0 0
KIMBERLY CLARK CORP COM COM 494368103 50 459 SH   DFND 1 2 459 0 0
KIMBERLY CLARK CORP COM COM 494368103 301,192 2,733,100 SH   DFND 1 2,731,528 0 1,572
KIMCO REALTY CORP COM COM 49446R109 89 4,100 SH   DFND 1 2 4,100 0 0
KIMCO REALTY CORP COM COM 49446R109 75,257 3,440,831 SH   DFND 1 3,440,262 0 569
KINDER MORGAN INC COM 49456B101 411 12,662 SH   DFND 1 2 12,662 0 0
KINDER MORGAN INC COM 49456B101 154,321 4,752,169 SH   DFND 1 4,750,326 0 1,843
KINDRED BIOSCIENCES INC COM 494577109 869 46,942 SH   DFND 1 46,942 0 0
KINDRED HEALTHCARE INC COM COM 494580103 6,990 298,487 SH   DFND 1 298,487 0 0
KINDRED HEALTHCARE INC COM COM 494580103 10 462 SH   DFND 1 2 462 0 0
KINROSS GOLD CORP COM B03Z841 985 239,381 SH   DFND 1 239,381 0 0
KIOR INC - CL A CL A 497217109 74 130,178 SH   DFND 1 130,178 0 0
KIRBY CORP COM COM 497266106 27,784 274,418 SH   DFND 1 274,314 0 104
KIRKLAND'S INC COM 497498105 1,612 87,187 SH   DFND 1 87,187 0 0
KITE REALTY GROUP TRUST COM 49803T102 4,995 832,528 SH   DFND 1 832,528 0 0
KLA-TENCOR CORP COM COM 482480100 88,476 1,280,192 SH   DFND 1 1,279,602 0 590
KLA-TENCOR CORP COM COM 482480100 6 101 SH   DFND 1 2 101 0 0
KMG CHEMICALS INC COM 482564101 655 41,808 SH   DFND 1 41,808 0 0
KNIGHT TRANSN INC COM COM 499064103 7,097 306,857 SH   DFND 1 306,857 0 0
KNOLL INC COM NEW 498904200 4,374 240,497 SH   DFND 1 239,047 0 1,450
KNOWLES CORP COM 49926D109 12,946 410,089 SH   DFND 1 409,591 0 498
KODIAK OIL & GAS CORP COM 50015Q100 16,608 1,368,046 SH   DFND 1 1,368,046 0 0
KOFAX LTD COM USD G5307C105 163 18,902 SH   DFND 1 18,902 0 0
KOFAX LTD COM BH366C7 189 37,203 SH   DFND 1 37,203 0 0
KOHLS CORP COM COM 500255104 85,542 1,506,663 SH   DFND 1 1,506,280 0 383
KOHLS CORP COM COM 500255104 23 406 SH   DFND 1 2 406 0 0
KONA GRILL INC COM 50047H201 557 27,345 SH   DFND 1 27,345 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW NY REG SH NEW 500472303 390 11,109 SH   DFND 1 8,334 0 2,775
KOPIN CORP COM COM 500600101 1,131 299,341 SH   DFND 1 299,341 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 1 67 SH   DFND 1 2 67 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 11,992 402,840 SH   DFND 1 402,840 0 0
KOSMOS ENERGY LTD SHS G5315B107 6,474 588,600 SH   DFND 1 588,226 0 374
KRAFT FOODS GROUP INC COM 50076Q106 244,323 4,357,026 SH   DFND 1 4,354,539 0 2,487
KRAFT FOODS GROUP INC COM 50076Q106 0 4 SH   DFND 1 2 4 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 4,399 168,291 SH   DFND 1 168,291 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 1,786 236,950 SH   DFND 1 236,950 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 8,844 498,869 SH   DFND 1 498,869 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 0 43 SH   DFND 1 2 43 0 0
KROGER CO COM COM 501044101 74 1,705 SH   DFND 1 2 1,705 0 0
KROGER CO COM COM 501044101 165,636 3,796,251 SH   DFND 1 3,795,798 0 453
KRONOS WORLDWIDE INC COM 50105F105 1,951 116,970 SH   DFND 1 116,844 0 126
KULICKE & SOFFA INDS INC COM COM 501242101 4,971 394,275 SH   DFND 1 394,275 0 0
KVH INDUSTRIES INC COM 482738101 1,025 77,929 SH   DFND 1 77,929 0 0
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 2,725 68,545 SH   DFND 1 68,545 0 0
L BRANDS INC COM 501797104 99,357 1,750,943 SH   DFND 1 1,750,274 0 669
L&L ENERGY INC COM 50162D100 26 15,999 SH   DFND 1 15,999 0 0
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 82,230 696,251 SH   DFND 1 696,128 0 123
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 1,920 16,255 SH   DFND 1 2 16,255 0 0
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 121 11,264 SH   DFND 1 11,264 0 0
LA Z BOY INC COM COM 505336107 9,489 350,177 SH   DFND 1 350,177 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 29 300 SH   DFND 1 2 300 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 60,235 613,596 SH   DFND 1 613,508 0 88
LACLEDE GROUP INC COM COM 505597104 8,310 176,265 SH   DFND 1 176,265 0 0
LADDER CAPITAL CORP-CLASS A CL A 505743104 1,406 74,481 SH   DFND 1 74,481 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,563 517,706 SH   DFND 1 517,706 0 0
LAKELAND BANCORP INC COM COM 511637100 1,700 151,142 SH   DFND 1 151,142 0 0
LAKELAND FINL CORP COM COM 511656100 3,490 86,791 SH   DFND 1 86,791 0 0
LAKELAND INDUSTRIES INC COM 511795106 162 25,549 SH   DFND 1 25,549 0 0
LAKES ENTERTAINMENT INC COM 51206P109 369 73,936 SH   DFND 1 73,936 0 0
LAM RESEARCH CORP COM COM 512807108 258 4,707 SH   DFND 1 2 4,707 0 0
LAM RESEARCH CORP COM COM 512807108 67,894 1,234,967 SH   DFND 1 1,234,781 0 186
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LANCASTER COLONY CORP COM COM 513847103 11,392 114,587 SH   DFND 1 114,401 0 186
LANDAUER INC COM COM 51476K103 2,479 54,705 SH   DFND 1 54,705 0 0
LANDEC CORP COM 514766104 1,848 165,637 SH   DFND 1 165,637 0 0
LANDSTAR SYS INC COM COM 515098101 13,455 227,210 SH   DFND 1 227,176 0 34
LANNET INC COM COM 516012101 428 11,988 SH   DFND 1 2 11,988 0 0
LANNET INC COM COM 516012101 5,489 153,692 SH   DFND 1 153,519 0 173
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LAS VEGAS SANDS CORP COM 517834107 20 251 SH   DFND 1 2 251 0 0
LAS VEGAS SANDS CORP COM 517834107 151,409 1,874,725 SH   DFND 1 1,874,284 0 441
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 19,952 637,253 SH   DFND 1 637,253 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 0 23 SH   DFND 1 2 23 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 5,733 731,311 SH   DFND 1 731,311 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 120,737 1,806,082 SH   DFND 1 1,805,413 0 669
LAUDER ESTEE COS INC CL A CL A 518439104 460 6,887 SH   DFND 1 2 6,887 0 0
LAWSON PRODS INC COM COM 520776105 474 29,544 SH   DFND 1 29,544 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 2,065 113,535 SH   DFND 1 113,535 0 0
LAZARD LTD SHS A G54050102 5,071 107,703 SH   DFND 1 107,407 0 296
LCA-VISION INC COM NEW COM PAR $.001 501803308 539 100,912 SH   DFND 1 100,912 0 0
LCNB CORPORATION COM 50181P100 512 29,636 SH   DFND 1 29,636 0 0
LDR HOLDING CORP COM 50185U105 1,468 42,773 SH   DFND 1 42,773 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 2,536 338,219 SH   DFND 1 338,219 0 0
LEAR CORP COM NEW 521865204 0 8 SH   DFND 1 2 8 0 0
LEAR CORP COM NEW 521865204 38,925 464,952 SH   DFND 1 464,850 0 102
LEARNING TREE INTL INC COM COM 522015106 58 17,978 SH   DFND 1 17,978 0 0
LEE ENTERPRISES INC COM COM 523768109 1,057 236,686 SH   DFND 1 236,686 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 264 10,660 SH   DFND 1 10,660 0 0
LEGG MASON INC COM COM 524901105 38,225 779,797 SH   DFND 1 779,616 0 181
LEGG MASON INC COM COM 524901105 0 2 SH   DFND 1 2 2 0 0
LEGGETT & PLATT INC COM COM 524660107 5 164 SH   DFND 1 2 164 0 0
LEGGETT & PLATT INC COM COM 524660107 34,415 1,054,824 SH   DFND 1 1,054,459 0 365
LEIDOS HOLDINGS INC COM 525327102 13,186 372,885 SH   DFND 1 372,885 0 0
LEIDOS HOLDINGS INC COM 525327102 364 10,302 SH   DFND 1 2 10,302 0 0
LEMAITRE VASCULAR INC COM 525558201 201 25,018 SH   DFND 1 25,018 0 0
LENNAR CORP COM CL A 526057104 51,241 1,293,859 SH   DFND 1 1,293,470 0 389
LENNAR CORP COM CL A 526057104 268 6,788 SH   DFND 1 2 6,788 0 0
LENNOX INTL INC COM COM 526107107 22,933 252,265 SH   DFND 1 252,180 0 85
LEUCADIA NATL CORP COM COM 527288104 65,207 2,329,829 SH   DFND 1 2,329,829 0 0
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 33,060 844,820 SH   DFND 1 844,629 0 191
LEXICON GENETICS INC COM COM 528872104 2,979 1,722,131 SH   DFND 1 1,722,131 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 11,402 1,045,163 SH   DFND 1 1,045,163 0 0
LEXMARK INTL NEW CL A CL A 529771107 14,717 317,946 SH   DFND 1 317,699 0 247
LEXMARK INTL NEW CL A CL A 529771107 582 12,576 SH   DFND 1 2 12,576 0 0
LGI HOMES INC COM 50187T106 1,109 64,331 SH   DFND 1 64,331 0 0
LHC GROUP LLC COM 50187A107 1,456 66,041 SH   DFND 1 66,041 0 0
LHC GROUP LLC COM 50187A107 5 241 SH   DFND 1 2 241 0 0
LIBBEY INC COM COM 529898108 3,019 116,141 SH   DFND 1 116,141 0 0
LIBERATOR MEDICAL HOLDINGS INC COM 53012L108 756 192,411 SH   DFND 1 192,411 0 0
LIBERATOR MEDICAL HOLDINGS INC COM 53012L108 140 35,852 SH   DFND 1 2 35,852 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 47,658 1,145,833 SH   DFND 1 1,145,320 0 513
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 104,642 2,570,927 SH   DFND 1 2,570,462 0 465
LIBERTY MEDIA CORP CL A 531229102 69,700 533,260 SH   DFND 1 533,127 0 133
LIBERTY MEDIA-INTERACTIVE A COM INT COM SER A 53071M104 72,157 2,499,863 SH   DFND 1 2,499,248 0 615
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 33,359 902,719 SH   DFND 1 901,178 0 1,541
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LIFE PARTNERS HOLDINGS INC COM 53215T106 207 72,412 SH   DFND 1 72,412 0 0
LIFE TIME FITNESS INC COM 53217R207 9,605 199,700 SH   DFND 1 199,700 0 0
LIFELOCK INC COM 53224V100 0 27 SH   DFND 1 2 27 0 0
LIFELOCK INC COM 53224V100 9,774 571,289 SH   DFND 1 571,289 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 13,301 243,838 SH   DFND 1 243,784 0 54
LIFETIME BRANDS INC COM 53222Q103 887 49,704 SH   DFND 1 49,704 0 0
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LIFEWAY FOODS INC COM 531914109 359 24,432 SH   DFND 1 24,432 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 8,352 124,185 SH   DFND 1 124,012 0 173
LIGHTBRIDGE CORP COM 53224K104 124 46,305 SH   DFND 1 46,305 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 21 13,622 SH   DFND 1 13,622 0 0
LILIS ENERGY INC COM 532403102 54 16,027 SH   DFND 1 16,027 0 0
LILLY ELI & CO COM COM 532457108 446,583 7,590,341 SH   DFND 1 7,586,542 0 3,799
LILLY ELI & CO COM COM 532457108 1 28 SH   DFND 1 2 28 0 0
LIMELIGHT NETWORKS INC -REDH COM 53261M104 522 239,572 SH   DFND 1 239,572 0 0
LIMONEIRA CO COM 532746104 1,288 56,797 SH   DFND 1 56,797 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 399 105,949 SH   DFND 1 97,955 0 7,994
LINCOLN ELEC HLDGS INC COM COM 533900106 31,384 435,842 SH   DFND 1 434,929 0 913
LINCOLN NATL CORP IND COM COM 534187109 100,178 1,977,907 SH   DFND 1 1,976,508 0 1,399
LINDSAY MFG CO COM COM 535555106 6,142 69,660 SH   DFND 1 69,660 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 84,579 1,737,848 SH   DFND 1 1,737,118 0 730
LINEAR TECHNOLOGY CORP COM COM 535678106 0 8 SH   DFND 1 2 8 0 0
LINKEDIN CORP - A COM CL A 53578A108 86,812 469,503 SH   DFND 1 469,207 0 296
LINN CO LLC COMSHS LTD INT 535782106 647 23,938 SH   DFND 1 23,938 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 1,227 43,343 SH   DFND 1 43,343 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 2,104 313,640 SH   DFND 1 313,640 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 1 45 SH   DFND 1 2 45 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 1,645 61,575 SH   DFND 1 61,402 0 173
LIPOSCIENCE INC COM 53630M108 48 15,054 SH   DFND 1 15,054 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 57 30,147 SH   DFND 1 30,147 0 0
LIQUID HOLDINGS GROUP LLC COM 53633A101 79 20,304 SH   DFND 1 20,304 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 3,943 151,380 SH   DFND 1 151,380 0 0
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LITHIA MTRS INC CL A CL A 536797103 7,381 111,074 SH   DFND 1 111,074 0 0
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LKQ CORP COM 501889208 39,820 1,511,487 SH   DFND 1 1,511,087 0 400
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 522 102,666 SH   DFND 1 95,578 0 7,088
LMI AEROSPACE INC COM 502079106 798 56,624 SH   DFND 1 56,624 0 0
LMP REAL ESTATE INCOME FUND IN COM 50208C108 969 89,428 PRN   DFND 1 2 89,428 0 0
LOCKHEED MARTIN CORP COM COM 539830109 873 5,354 SH   DFND 1 2 5,354 0 0
LOCKHEED MARTIN CORP COM COM 539830109 328,724 2,014,604 SH   DFND 1 2,014,166 0 438
LOEWS CORP COM COM 540424108 99,866 2,268,111 SH   DFND 1 2,268,111 0 0
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LOGITECH INTERNATIONAL - REG SHS H50430232 438 29,443 SH   DFND 1 29,443 0 0
LOGMEIN INC COM 54142L109 7,088 157,912 SH   DFND 1 157,912 0 0
LOGMEIN INC COM 54142L109 0 2 SH   DFND 1 2 2 0 0
LO-JACK CORP COM COM 539451104 460 80,824 SH   DFND 1 80,824 0 0
LOOKSMART LTD COM COM PAR $0.001 543442602 32 14,768 SH   DFND 1 14,768 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 5,506 77,856 SH   DFND 1 77,856 0 0
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LOUISIANA PAC CORP COM COM 546347105 12,395 734,739 SH   DFND 1 734,739 0 0
LOWES COS INC COM COM 548661107 375,930 7,691,035 SH   DFND 1 7,686,957 0 4,078
LPATH INC - CLASS A COM NEW 548910306 219 46,168 SH   DFND 1 46,168 0 0
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LRAD CORP COM 50213V109 254 121,112 SH   DFND 1 121,112 0 0
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LSI LOGIC CORP COM COM 502161102 46,460 4,198,725 SH   DFND 1 4,198,147 0 578
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LYDALL INC DEL COM COM 550819106 1,786 78,121 SH   DFND 1 78,121 0 0
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M SMUCKER CO/THE-NEW COM COM NEW 832696405 74,996 771,581 SH   DFND 1 770,681 0 900
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MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 1,473 71,690 SH   DFND 1 71,690 0 0
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MAGNA INTL INC CL A COM 559222401 1,896 19,729 SH   DFND 1 2 19,729 0 0
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MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 1,495 87,469 SH   DFND 1 87,469 0 0
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MALIBU BOATS INC CLASS A COM CL A 56117J100 850 38,269 SH   DFND 1 38,269 0 0
MALLINCKRODT PLC SHS G5785G107 19,155 302,091 SH   DFND 1 301,972 0 119
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MANITOWOC INC COM COM 563571108 20,626 655,845 SH   DFND 1 655,482 0 363
MANNING & NAPIER INC CL A 56382Q102 1,114 66,459 SH   DFND 1 66,459 0 0
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MANNKIND CORP COM COM 56400P201 79 19,700 SH   DFND 1 2 19,700 0 0
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MARCHEX INC-CLASS B CL B 56624R108 1,319 125,528 SH   DFND 1 125,528 0 0
MARCUS & MILLICHAP INC COM 566324109 798 44,740 SH   DFND 1 44,740 0 0
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MERCK & CO INC COM COM 58933Y105 1,280,583 22,566,632 SH   DFND 1 22,557,236 0 9,396
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MICRON TECHNOLOGY INC COM COM 595112103 197,234 8,339,556 SH   DFND 1 8,336,270 0 3,286
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MODEL N INC COM 607525102 323 32,026 SH   DFND 1 32,026 0 0
MODINE MFG CO COM COM 607828100 3,802 259,528 SH   DFND 1 259,528 0 0
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N T T DOCOMO INC-ADR SPONS ADR 62942M201 481 30,530 SH   DFND 1 25,082 0 5,448
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NATIONAL WESTN LIFE INS CO CL A CL A 638522102 2,942 12,033 SH   DFND 1 12,033 0 0
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NATURAL GROCERS BY VITAMIN C COM 63888U108 2,066 47,327 SH   DFND 1 47,327 0 0
NATURES SUNSHINE PRODS INC COM 639027101 733 53,222 SH   DFND 1 53,222 0 0
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NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 1,175 635,233 SH   DFND 1 635,233 0 0
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NAVIGANT CONSULTING INC COM COM 63935N107 5,261 281,976 SH   DFND 1 281,976 0 0
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NCI BUILDING SYS INC COM COM NEW 628852204 2,514 144,013 SH   DFND 1 144,013 0 0
NCI INC-CLASS A CL A 62886K104 649 61,128 SH   DFND 1 61,128 0 0
NCI INC-CLASS A CL A 62886K104 70 6,678 SH   DFND 1 2 6,678 0 0
NCR CORP NEW COM COM 62886E108 29,876 817,421 SH   DFND 1 817,121 0 300
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NEKTAR THERAPEUTICS COM 640268108 8,476 699,399 SH   DFND 1 699,199 0 200
NELNET INC-CL A CL A 64031N108 7,675 187,669 SH   DFND 1 187,669 0 0
NEOGEN CORP COM COM 640491106 8,727 194,168 SH   DFND 1 194,168 0 0
NEOGENOMICS COM NEW 64049M209 632 182,370 SH   DFND 1 182,370 0 0
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NETAPP INC COM 64110D104 205 5,578 SH   DFND 1 2 5,578 0 0
NETAPP INC COM 64110D104 95,125 2,578,990 SH   DFND 1 2,578,151 0 839
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 451 6,711 SH   DFND 1 2 6,711 0 0
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 972 14,452 SH   DFND 1 14,452 0 0
NETFLIX COM INC COM COM 64110L106 142 404 SH   DFND 1 2 404 0 0
NETFLIX COM INC COM COM 64110L106 155,295 441,323 SH   DFND 1 441,162 0 161
NETGEAR INC COM 64111Q104 6,929 205,442 SH   DFND 1 205,442 0 0
NETLIST INC COM 64118P109 420 221,475 SH   DFND 1 221,475 0 0
NETSCOUT SYS INC COM COM 64115T104 9,288 247,158 SH   DFND 1 247,158 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 165 36,053 SH   DFND 1 36,053 0 0
NETSUITE INC-REDH COM 64118Q107 1,128 11,900 SH   DFND 1 2 11,900 0 0
NETSUITE INC-REDH COM 64118Q107 14,363 151,495 SH   DFND 1 151,495 0 0
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NEURALSTEM INC COM 64127R302 1,613 385,145 SH   DFND 1 385,145 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 6,532 405,729 SH   DFND 1 405,629 0 100
NEUSTAR INC-CLASS A CL A 64126X201 9,725 299,157 SH   DFND 1 299,157 0 0
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 303 20,575 SH   DFND 1 20,575 0 0
NEW JERSEY RES COM COM 646025106 11,848 237,928 SH   DFND 1 237,928 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,573 104,731 SH   DFND 1 104,731 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 0 25 SH   DFND 1 2 25 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 487 33,530 SH   DFND 1 33,530 0 0
NEW RESIDENTIAL INVESTMENT COM 64828T102 11,082 1,712,956 SH   DFND 1 1,701,765 0 11,191
NEW YORK & CO COM 649295102 620 141,286 SH   DFND 1 141,286 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 36,513 2,272,534 SH   DFND 1 2,267,631 0 4,903
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 2,965 381,132 SH   DFND 1 373,939 0 7,193
NEW YORK TIMES CO CL A CL A 650111107 11,729 685,127 SH   DFND 1 684,827 0 300
NEWBRIDGE BANCORP CL A NO PAR 65080T102 577 80,898 SH   DFND 1 80,898 0 0
NEWCASTLE INVESTMENT CORP COM 65105M108 1 347 SH   DFND 1 2 347 0 0
NEWCASTLE INVESTMENT CORP COM 65105M108 7,439 1,582,849 SH   DFND 1 1,582,849 0 0
NEWELL RUBBERMAID INC COM COM 651229106 60,824 2,035,170 SH   DFND 1 2,034,270 0 900
NEWFIELD EXPL CO COM COM 651290108 31,461 1,003,556 SH   DFND 1 1,003,315 0 241
NEWLINK GENETICS CORP COM 651511107 2,287 80,536 SH   DFND 1 80,472 0 64
NEWMARKET CORP COM COM 651587107 23,326 59,692 SH   DFND 1 59,673 0 19
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NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 4,901 428,102 SH   DFND 1 428,102 0 0
NEWPORT CORP COM COM 651824104 4,724 228,438 SH   DFND 1 228,438 0 0
NEWS CORP CLASS A CL A 65249B109 62,517 3,632,008 SH   DFND 1 3,630,953 0 1,055
NEWS CORP CLASS B CL B 65249B208 689 41,274 SH   DFND 1 41,274 0 0
NEWSTAR FINANCIAL INC COM 65251F105 1,866 134,677 SH   DFND 1 134,677 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 5,739 152,964 SH   DFND 1 152,498 0 466
NEXTERA ENERGY INC COM 65339F101 305,627 3,197,643 SH   DFND 1 3,196,166 0 1,477
NGP CAPITAL RESOURCES CO COM 62912R107 118 17,554 SH   DFND 1 17,554 0 0
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 588 13,183 SH   DFND 1 13,183 0 0
NICKOLAS FINANCIAL INC COM NEW 65373J209 1,297 82,498 SH   DFND 1 82,498 0 0
NIELSEN HLDGS N.V. COM N63218106 90,745 2,034,168 SH   DFND 1 2,033,923 0 245
NIELSEN HLDGS N.V. COM N63218106 122 2,742 SH   DFND 1 2 2,742 0 0
NII HOLDINGS INC-CL B CL B NEW 62913F201 1,048 881,246 SH   DFND 1 881,246 0 0
NIKE INC CL B CL B 654106103 406,244 5,502,509 SH   DFND 1 5,499,983 0 2,526
NIMBLE STORAGE INC COM 65440R101 1,515 40,008 SH   DFND 1 40,008 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 269 9,908 SH   DFND 1 8,032 0 1,876
NISOURCE INC COM COM 65473P105 82,602 2,325,854 SH   DFND 1 2,324,940 0 914
NL INDS INC COM NEW COM NEW 629156407 329 30,409 SH   DFND 1 30,409 0 0
NLY 5 05/15/15 NOTE 5.000% 5/1 035710AB8 8,190 8,000,000 PRN   DFND 1 2 8,000,000 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 360 30,718 SH   DFND 1 30,718 0 0
NN INC COM COM 629337106 1,623 82,392 SH   DFND 1 82,392 0 0
NOBLE CORP PLC SHS USD G65431101 343 10,500 SH   DFND 1 2 10,500 0 0
NOBLE CORP PLC SHS USD G65431101 56,896 1,738,641 SH   DFND 1 1,738,641 0 0
NOBLE ENERGY INC COM 655044105 188,732 2,657,834 SH   DFND 1 2,656,826 0 1,008
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 203 27,763 SH   DFND 1 26,273 0 1,490
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 318 49,471 SH   DFND 1 38,921 0 10,550
NOODLES & COMPANY CL A 65540B105 2,532 64,167 SH   DFND 1 64,167 0 0
NORANDA ALUMINIUM HOLDING COM 65542W107 1,347 327,847 SH   DFND 1 327,847 0 0
NORCRAFT COS INC COM 65557Y105 589 34,793 SH   DFND 1 34,793 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 538 54,739 SH   DFND 1 50,753 0 3,986
NORDSON CORP COM COM 655663102 21,202 300,791 SH   DFND 1 300,762 0 29
NORDSTROM INC COM COM 655664100 64,699 1,036,475 SH   DFND 1 1,035,483 0 992
NORFOLK SOUTHERN CORP COM COM 655844108 227,912 2,346,473 SH   DFND 1 2,345,418 0 1,055
NORTEK INC COM NEW 656559309 6,624 80,578 SH   DFND 1 80,578 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 431 48,862 SH   DFND 1 48,862 0 0
NORTH VALLEY BANCORP COM NEW 66304M204 641 26,513 SH   DFND 1 26,513 0 0
NORTHEAST BANCORP COM NEW 663904209 152 16,294 SH   DFND 1 16,294 0 0
NORTHEAST UTILS COM COM 664397106 106,375 2,338,924 SH   DFND 1 2,338,426 0 498
NORTHERN OIL & GAS INC COM 665531109 5,114 349,841 SH   DFND 1 349,841 0 0
NORTHERN TR CORP COM COM 665859104 112,333 1,714,164 SH   DFND 1 1,714,006 0 158
NORTHFIELD BANCORP INC COM 66611T108 3,737 290,632 SH   DFND 1 290,632 0 0
NORTHRIM BANCORP INC COM 666762109 538 20,945 SH   DFND 1 20,945 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 1,624 13,169 SH   DFND 1 2 13,169 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 205,078 1,662,849 SH   DFND 1 1,662,547 0 302
NORTHSTAR REALTY FINANCE CORP COM 66704R100 27,341 1,693,998 SH   DFND 1 1,689,386 0 4,612
NORTHWEST BANCSHARES INC COM 667340103 8,573 587,221 SH   DFND 1 587,221 0 0
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 1,141 157,725 SH   DFND 1 157,725 0 0
NORTHWEST NAT GAS CO COM COM 667655104 6,495 147,599 SH   DFND 1 147,599 0 0
NORTHWEST PIPE CO COM COM 667746101 1,825 50,489 SH   DFND 1 50,489 0 0
NORTHWESTERN CORP COM NEW 668074305 12,699 267,753 SH   DFND 1 267,753 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 15,000 464,847 SH   DFND 1 464,726 0 121
NOVA LIFESTYLE INC COM 66979P102 247 31,064 SH   DFND 1 31,064 0 0
NOVABAY PHARMA INC -REDH COM 66987P102 84 72,124 SH   DFND 1 72,124 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 217 9,777 SH   DFND 1 9,777 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1,719 20,227 SH   DFND 1 18,747 0 1,480
NOVATEL WIRELESS INC COM COM NEW 66987M604 223 127,124 SH   DFND 1 127,124 0 0
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NOVAVAX INC COM COM 670002104 4,602 1,015,936 SH   DFND 1 1,014,094 0 1,842
NOVO NORDISK A S-ADR ADR 670100205 1,295 28,383 SH   DFND 1 25,280 0 3,103
NPS PHARMACEUTICALS INC COM COM 62936P103 16,074 537,059 SH   DFND 1 536,508 0 551
NRG ENERGY INC COM NEW 629377508 76,383 2,403,018 SH   DFND 1 2,402,658 0 360
NRG ENERGY INC COM NEW 629377508 223 7,038 SH   DFND 1 2 7,038 0 0
NRG YEILD INC COM CL A 62942X108 4,757 120,350 SH   DFND 1 120,350 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 1,073 79,491 SH   DFND 1 76,890 0 2,601
NTN BUZZTIME INC COM NEW 629410309 32 49,847 SH   DFND 1 49,847 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 32,077 387,171 SH   DFND 1 386,771 0 400
NU SKIN ENTERPRISES INC CL A CL A 67018T105 852 10,289 SH   DFND 1 2 10,289 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 23,941 1,394,574 SH   DFND 1 1,394,220 0 354
NUANCE COMMUNICATIONS INC COM 67020Y100 944 55,000 SH   DFND 1 2 55,000 0 0
NUCOR CORP COM COM 670346105 119,840 2,372,189 SH   DFND 1 2,371,128 0 1,061
NUMEREX CORP PA CL A CL A 67053A102 733 67,101 SH   DFND 1 67,101 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 1,092 42,018 SH   DFND 1 42,018 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 260 10,030 SH   DFND 1 2 10,030 0 0
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NUVASIVE INC COM 670704105 9,696 252,435 SH   DFND 1 252,335 0 100
NUVEEN DIVERSIFIED COMMODITY FUND COM UT BEN INT 67074P104 2,006 126,374 PRN   DFND 1 2 126,374 0 0
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NUVEEN GLOBAL GOVT ENHANCED COM 67073C104 1,037 89,711 PRN   DFND 1 2 89,711 0 0
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NUVERRA ENVIRONMENTAL SOLUTION COM NEW 67091K203 1,561 76,947 SH   DFND 1 76,947 0 0
NVE CORP COM NEW 629445206 1,444 25,330 SH   DFND 1 25,330 0 0
NVIDIA CORP COM COM 67066G104 77,313 4,318,488 SH   DFND 1 4,316,918 0 1,570
NVIDIA CORP COM COM 67066G104 219 12,230 SH   DFND 1 2 12,230 0 0
NVR INC COM COM 62944T105 24,087 21,000 SH   DFND 1 20,990 0 10
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NXP SEMICONDUCTORS NV COM N6596X109 2,740 46,594 SH   DFND 1 46,594 0 0
NXSTAGE MEDICAL INC COM 67072V103 3,877 304,339 SH   DFND 1 303,870 0 469
O R I X CORP-ADR SPONSORED ADR 686330101 315 4,477 SH   DFND 1 3,627 0 850
O REILLY AUTOMOTIVE INC COM COM 67103H107 0 6 SH   DFND 1 2 6 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 119,662 806,734 SH   DFND 1 806,624 0 110
OASIS PETROLEUM INC COM 674215108 19,671 471,394 SH   DFND 1 471,394 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 585,060 6,142,301 SH   DFND 1 6,139,813 0 2,488
OCCIDENTAL PETE CORP DEL COM COM 674599105 81 860 SH   DFND 1 2 860 0 0
OCEAN BIO-CHEM INC COM 674631106 62 20,307 SH   DFND 1 20,307 0 0
OCEAN POWER TECHNOLOGIES INC COM NEW 674870308 142 38,169 SH   DFND 1 38,169 0 0
OCEAN RIG UDW INC SHS Y64354205 460 25,899 SH   DFND 1 25,899 0 0
OCEANEERING INTL INC COM COM 675232102 38,260 532,536 SH   DFND 1 532,336 0 200
OCEANFIRST FINL CORP COM COM 675234108 1,076 60,865 SH   DFND 1 60,865 0 0
OCLARO INC COM NEW 67555N206 1,516 489,197 SH   DFND 1 489,197 0 0
OCULUS INNOVATIVE SCNCS-REDH COM NEW 67575P207 72 19,295 SH   DFND 1 19,295 0 0
OCWEN FINL CORP COM COM NEW 675746309 21,785 556,131 SH   DFND 1 556,131 0 0
OCWEN FINL CORP COM COM NEW 675746309 391 10,000 SH   DFND 1 2 10,000 0 0
ODYSSEY MARINE EXPLORATION COM 676118102 802 350,489 SH   DFND 1 350,489 0 0
OFFICE DEPOT INC COM COM 676220106 93 22,696 SH   DFND 1 2 22,696 0 0
OFFICE DEPOT INC COM COM 676220106 10,351 2,506,328 SH   DFND 1 2,505,728 0 600
OFG BANCORP COM 67103X102 3,787 220,360 SH   DFND 1 220,360 0 0
OGE ENERGY CORP COM COM 670837103 37,407 1,017,780 SH   DFND 1 1,016,719 0 1,061
OHIO VY BANC CORP COM COM 677719106 219 9,994 SH   DFND 1 9,994 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 1,123 82,561 SH   DFND 1 82,561 0 0
OI SA ADR PFD SPN ADR REP PFD 670851203 22 17,217 SH   DFND 1 17,181 0 36
OIL DRI CORP AMER COM COM 677864100 665 19,272 SH   DFND 1 19,272 0 0
OIL STS INTL INC COM COM 678026105 26,126 264,976 SH   DFND 1 264,915 0 61
OLD DOMINION FGHT LINES INC COM COM 679580100 22,689 399,893 SH   DFND 1 399,808 0 85
OLD NATL BANCORP IND COM COM 680033107 9,634 646,179 SH   DFND 1 646,179 0 0
OLD NATL BANCORP IND COM COM 680033107 3 205 SH   DFND 1 2 205 0 0
OLD REP INTL CORP COM COM 680223104 20,994 1,280,164 SH   DFND 1 1,278,730 0 1,434
OLD SECOND BANCORP INC ILL COM COM 680277100 255 55,628 SH   DFND 1 55,628 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 11,096 401,918 SH   DFND 1 401,918 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,386 48,323 SH   DFND 1 48,323 0 0
OM GROUP INC COM COM 670872100 5,690 171,286 SH   DFND 1 171,286 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 19,267 574,802 SH   DFND 1 574,602 0 200
OMEGA PROTEIN CORP COM 68210P107 169 14,073 SH   DFND 1 2 14,073 0 0
OMEGA PROTEIN CORP COM 68210P107 2,837 235,098 SH   DFND 1 235,098 0 0
OMEROS CORP COM 682143102 1,884 156,111 SH   DFND 1 156,111 0 0
OMNIAMERICAN BANCORP INC COM 68216R107 1,128 49,523 SH   DFND 1 49,523 0 0
OMNICARE INC COM COM 681904108 31,860 534,040 SH   DFND 1 533,600 0 440
OMNICELL INC COM COM 68213N109 9,119 318,645 SH   DFND 1 317,343 0 1,302
OMNICOM GROUP INC COM COM 681919106 134,235 1,849,781 SH   DFND 1 1,848,828 0 953
OMNICOM GROUP INC COM COM 681919106 72 1,000 SH   DFND 1 2 1,000 0 0
OMNIVISION TECHNOLOGIES INC COM COM 682128103 304 17,210 SH   DFND 1 2 17,210 0 0
OMNIVISION TECHNOLOGIES INC COM COM 682128103 5,034 284,425 SH   DFND 1 280,027 0 4,398
OMNOVA SOLUTIONS INC COM COM 682129101 2,523 243,080 SH   DFND 1 243,080 0 0
ON ASSIGNMENT INC COM COM 682159108 10,678 276,726 SH   DFND 1 276,726 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 21,393 2,275,945 SH   DFND 1 2,274,487 0 1,458
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ONCOLYTICS BIOTECH INC COM 682310107 20 11,338 SH   DFND 1 11,338 0 0
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ONCOTHYREON INC COM 682324108 751 251,186 SH   DFND 1 251,186 0 0
ONE GAS INC COM 68235P108 8,942 248,919 SH   DFND 1 248,801 0 118
ONE LIBERTY PROPERTIES INC COM 682406103 1,282 60,152 SH   DFND 1 60,152 0 0
ONEBEACON INSURANCE GRP CL A G67742109 1,633 105,672 SH   DFND 1 105,672 0 0
ONEOK INC NEW COM COM 682680103 88,159 1,488,569 SH   DFND 1 1,488,336 0 233
OPEN TEXT CORP COM 2260824 1,170 24,609 SH   DFND 1 24,609 0 0
OPEN TEXT CORP COM COM 683715106 1,100 23,024 SH   DFND 1 23,024 0 0
OPENTABLE INC COM 68372A104 9,320 121,159 SH   DFND 1 121,159 0 0
OPEXA THERAPEUTICS INC COM NEW 68372T202 136 74,013 SH   DFND 1 74,013 0 0
OPHTHOTECH CORP COM 683745103 2,238 62,641 SH   DFND 1 62,641 0 0
OPKO HEALTH INC COM 68375N103 10,710 1,149,190 SH   DFND 1 1,149,190 0 0
OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 1,603 89,270 SH   DFND 1 89,270 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,286 45,867 SH   DFND 1 45,867 0 0
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OPTICAL CABLE CORP COM COM NEW 683827208 46 12,030 SH   DFND 1 12,030 0 0
ORACLE CORP COM COM 68389X105 1,053,911 25,772,737 SH   DFND 1 25,760,314 0 12,423
ORACLE CORP COM COM 68389X105 11 288 SH   DFND 1 2 288 0 0
ORAGENICS INC COM NEW 684023203 108 37,902 SH   DFND 1 37,902 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 2,162 271,384 SH   DFND 1 271,384 0 0
ORBCOMM INC COM 68555P100 1,406 205,374 SH   DFND 1 205,374 0 0
ORBITAL SCIENCES CORP COM COM 685564106 9,419 337,631 SH   DFND 1 337,631 0 0
ORBITZ WORLDWIDE INC COM 68557K109 1,151 146,874 SH   DFND 1 146,874 0 0
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ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,815 59,335 SH   DFND 1 59,335 0 0
OREXIGEN THERPEUTCS INC COM 686164104 3,464 532,942 SH   DFND 1 532,942 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,073 271,339 SH   DFND 1 271,339 0 0
ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 6,852 475,513 SH   DFND 1 475,513 0 0
ORION ENERGY SYSTEMS INC COM 686275108 622 85,805 SH   DFND 1 85,805 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,584 126,090 SH   DFND 1 126,090 0 0
ORITANI FINANCIAL CORP COM 68633D103 3,696 233,794 SH   DFND 1 233,794 0 0
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ORRSTOWN FINANCIAL SERVICES INC COM 687380105 433 26,057 SH   DFND 1 26,057 0 0
ORTHOFIX INTL N V COM COM N6748L102 3,889 129,007 SH   DFND 1 129,007 0 0
OSHKOSH TRUCK CORP COM COM 688239201 25,752 437,448 SH   DFND 1 437,348 0 100
OSI SYSTEMS INC COM COM 671044105 6,186 103,349 SH   DFND 1 103,349 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 1,198 91,311 SH   DFND 1 91,311 0 0
OTTER TAIL CORP COM COM 689648103 6,213 201,809 SH   DFND 1 201,809 0 0
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OVASCIENCE INC COM 69014Q101 536 60,034 SH   DFND 1 60,034 0 0
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OVERSTOCK COM INC DEL COM COM 690370101 1 58 SH   DFND 1 2 58 0 0
OVERSTOCK COM INC DEL COM COM 690370101 1,473 74,780 SH   DFND 1 74,680 0 100
OWENS & MINOR INC NEW COM COM 690732102 115 3,284 SH   DFND 1 2 3,284 0 0
OWENS & MINOR INC NEW COM COM 690732102 14,907 425,564 SH   DFND 1 425,564 0 0
OWENS CORNING COM 690742101 24,338 563,789 SH   DFND 1 563,789 0 0
OWENS ILL INC COM NEW COM NEW 690768403 40,614 1,201,045 SH   DFND 1 1,200,745 0 300
OXFORD INDS INC COM COM 691497309 5,914 75,634 SH   DFND 1 75,634 0 0
OXYGEN BIOTHERAPEUTICS INC COM PAR $0.0001 69207P308 427 77,052 SH   DFND 1 77,052 0 0
P A M TRANSN SVCS INC COM COM 693149106 265 13,378 SH   DFND 1 13,378 0 0
P C CONNECTION COM COM 69318J100 1,750 86,127 SH   DFND 1 86,127 0 0
PACCAR INC COM COM 693718108 182,143 2,701,925 SH   DFND 1 2,700,763 0 1,162
PACER INTL INC TENN COM COM 69373H106 1,724 192,471 SH   DFND 1 192,471 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 1,414 264,423 SH   DFND 1 264,423 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 0 14 SH   DFND 1 2 14 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,148 83,477 SH   DFND 1 83,477 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,286 82,704 SH   DFND 1 82,704 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1 75 SH   DFND 1 2 75 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 259 41,817 SH   DFND 1 41,817 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 1,040 64,477 SH   DFND 1 64,477 0 0
PACIFIC SUNWEAR CALIF INC COM COM 694873100 764 257,560 SH   DFND 1 257,560 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 13,065 186,674 SH   DFND 1 186,674 0 0
PACKAGING CORP AMER COM COM 695156109 37,471 532,493 SH   DFND 1 532,390 0 103
PACKAGING CORP AMER COM COM 695156109 0 9 SH   DFND 1 2 9 0 0
PACWEST BANCORP COM 695263103 8,724 202,843 SH   DFND 1 202,843 0 0
PAIN THERAPEUTICS INC COM COM 69562K100 953 173,400 SH   DFND 1 173,400 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 143 116,629 SH   DFND 1 116,629 0 0
PALL CORP COM COM 696429307 70,072 783,542 SH   DFND 1 783,213 0 329
PALO ALTO NETWORKS INC COM 697435105 15,140 220,702 SH   DFND 1 220,675 0 27
PAN AMERICAN SILVER CORP COM COM 697900108 367 28,589 SH   DFND 1 28,426 0 163
PANDORA MEDIA INC COM 698354107 23,920 788,936 SH   DFND 1 788,191 0 745
PANERA BREAD CO CL A CL A 69840W108 7 45 SH   DFND 1 2 45 0 0
PANERA BREAD CO CL A CL A 69840W108 22,949 130,048 SH   DFND 1 129,962 0 86
PANHANDLE ROYALTY CO-CL A CL A 698477106 1,494 34,260 SH   DFND 1 34,260 0 0
PANHANDLE ROYALTY CO-CL A CL A 698477106 99 2,286 SH   DFND 1 2 2,286 0 0
PANTRY INC COM COM 698657103 2,088 136,158 SH   DFND 1 136,158 0 0
PANTRY INC COM COM 698657103 112 7,346 SH   DFND 1 2 7,346 0 0
PAPA JOHNS INTL INC COM COM 698813102 9,364 179,699 SH   DFND 1 179,699 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 133 27,309 SH   DFND 1 27,309 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 432 30,730 SH   DFND 1 30,730 0 0
PARAMOUNT GOLD MINING CORP COM 69924P102 838 681,620 SH   DFND 1 681,620 0 0
PAREXEL INTL CORP COM COM 699462107 17,259 319,086 SH   DFND 1 319,086 0 0
PARK CITY GROUP INC COM NEW 700215304 510 56,265 SH   DFND 1 56,265 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 3,114 104,261 SH   DFND 1 104,261 0 0
PARK NATL CORP COM COM 700658107 5,999 78,022 SH   DFND 1 77,922 0 100
PARK OHIO HLDGS CORP COM COM 700666100 2,485 44,264 SH   DFND 1 44,264 0 0
PARK STERLING BANK COM 70086Y105 1,324 199,247 SH   DFND 1 199,247 0 0
PARKER DRILLING CO COM COM 701081101 4,937 696,429 SH   DFND 1 696,429 0 0
PARKER HANNIFIN CORP COM COM 701094104 132,994 1,111,445 SH   DFND 1 1,111,278 0 167
PARKER HANNIFIN CORP COM COM 701094104 6 57 SH   DFND 1 2 57 0 0
PARKERVISION INC COM COM 701354102 2,317 482,905 SH   DFND 1 482,905 0 0
PARKWAY PPTYS INC COM COM 70159Q104 8,575 469,895 SH   DFND 1 469,895 0 0
PARTNERRE LTD COM COM G6852T105 7 70 SH   DFND 1 2 70 0 0
PARTNERRE LTD COM COM G6852T105 28,469 275,118 SH   DFND 1 275,032 0 86
PATRICK INDS INC COM COM 703343103 2,358 53,201 SH   DFND 1 53,201 0 0
PATRIOT NATIONAL BANCORP INC COM 70336F104 21 16,571 SH   DFND 1 16,571 0 0
PATRIOT TRANSPORTATION HLDG COM 70337B102 871 24,169 SH   DFND 1 24,169 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 2,436 89,795 SH   DFND 1 89,795 0 0
PATTERSON COS INC COM 703395103 26,178 627,150 SH   DFND 1 626,800 0 350
PATTERSON UTI ENERGY INC COM COM 703481101 25,610 808,409 SH   DFND 1 807,942 0 467
PAYCHEX INC COM COM 704326107 107,206 2,517,605 SH   DFND 1 2,515,631 0 1,974
PAYCHEX INC COM COM 704326107 3 90 SH   DFND 1 2 90 0 0
PBF ENERGY INC CL A 69318G106 8,257 320,064 SH   DFND 1 319,975 0 89
PCM INC COM 69323K100 279 28,625 SH   DFND 1 28,625 0 0
PC-TEL INC COM COM 69325Q105 548 62,833 SH   DFND 1 62,833 0 0
PDC ENERGY INC COM 69327R101 11,690 187,776 SH   DFND 1 187,776 0 0
PDF SOLUTIONS INC COM COM 693282105 2,448 134,729 SH   DFND 1 134,729 0 0
PDI INC COM COM 69329V100 106 23,268 SH   DFND 1 23,268 0 0
PDL BIOPHARMA INC COM COM 69329Y104 6,797 817,960 SH   DFND 1 805,366 0 12,594
PDLI 3 3/4 05/01/2015 NOTE 3.750% 5/0 69329YAC8 13,053 9,563,000 PRN   DFND 1 2 9,563,000 0 0
PEABODY ENERGY CORP COM COM 704549104 32,704 2,002,357 SH   DFND 1 2,001,807 0 550
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 695 31,629 SH   DFND 1 31,629 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 280 15,752 SH   DFND 1 12,192 0 3,560
PEBBLEBROOK HOTEL TRUST COM 70509V100 13,324 394,567 SH   DFND 1 394,567 0 0
PEDEVCO CORP COM NEW 70532Y204 65 31,846 SH   DFND 1 31,846 0 0
PEERLESS SYS CORP COM COM 705536100 59 15,870 SH   DFND 1 15,870 0 0
PEGASYSTEMS INC COM COM 705573103 5,852 165,708 SH   DFND 1 165,708 0 0
PEGASYSTEMS INC COM COM 705573103 262 7,435 SH   DFND 1 2 7,435 0 0
PENDRELL CORP COM 70686R104 1,432 782,930 SH   DFND 1 782,930 0 0
PENFORD CORP COM COM 707051108 758 52,787 SH   DFND 1 52,787 0 0
PENGROWTH ENERGY CORP COM B67M828 643 106,703 SH   DFND 1 106,703 0 0
PENN NATL GAMING INC COM COM 707569109 28 2,317 SH   DFND 1 2 2,317 0 0
PENN NATL GAMING INC COM COM 707569109 4,368 354,606 SH   DFND 1 354,225 0 381
PENN VA CORP COM COM 707882106 5,120 292,751 SH   DFND 1 292,751 0 0
PENNANTPARK INVESTMENT CORP COM 708062104 654 59,212 SH   DFND 1 45,986 0 13,226
PENNEY J C INC COM COM 708160106 12,949 1,502,319 SH   DFND 1 1,501,870 0 449
PENNS WOODS BANCORP INC COM 708430103 937 19,220 SH   DFND 1 19,220 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 7,352 407,356 SH   DFND 1 407,356 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 1,032 62,022 SH   DFND 1 62,022 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 8,470 354,427 SH   DFND 1 351,938 0 2,489
PENSKE AUTO GROUP COM 70959W103 10,148 237,337 SH   DFND 1 237,337 0 0
PENTAIR LTD - REGISTERED SHS H6169Q108 117,956 1,487,330 SH   DFND 1 1,486,889 0 441
PEOPLES BANCORP INC COM COM 709789101 1,137 46,015 SH   DFND 1 46,015 0 0
PEOPLES FEDERAL BANCSHARES INC COM 711037101 185 10,375 SH   DFND 1 10,375 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 34,879 2,346,588 SH   DFND 1 2,345,357 0 1,231
PEOPLES UNITED FINANCIAL INC COM 712704105 29 1,998 SH   DFND 1 2 1,998 0 0
PEP BOYS MANNY MOE & JACK COM COM 713278109 3,909 307,354 SH   DFND 1 307,354 0 0
PEPCO HOLDINGS INC COM 713291102 38,833 1,896,977 SH   DFND 1 1,895,304 0 1,673
PEPSICO INC COM COM 713448108 939,138 11,251,965 SH   DFND 1 11,248,044 0 3,921
PERCEPTRON INC COM COM 71361F100 528 43,551 SH   DFND 1 43,551 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 1,538 809,484 SH   DFND 1 809,484 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 870 143,877 SH   DFND 1 143,877 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 0 103 SH   DFND 1 2 103 0 0
PERFICIENT INC COM 71375U101 3,941 217,530 SH   DFND 1 217,530 0 0
PERFICIENT INC COM 71375U101 170 9,407 SH   DFND 1 2 9,407 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 1,416 156,490 SH   DFND 1 156,490 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 93 13,743 SH   DFND 1 13,743 0 0
PERICOM SEMICONDUCTOR CORP COM COM 713831105 789 100,866 SH   DFND 1 100,866 0 0
PERION NETWORK LTD SHS M78673106 129 11,711 SH   DFND 1 11,711 0 0
PERKINELMER INC COM COM 714046109 38,139 846,665 SH   DFND 1 846,337 0 328
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 161 33,058 SH   DFND 1 33,058 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 283 53,077 SH   DFND 1 53,077 0 0
PERRIGO CO PLC SHS G97822103 147,759 955,801 SH   DFND 1 955,379 0 422
PETMED EXPRESS INC COM 716382106 1,535 114,523 SH   DFND 1 112,868 0 1,655
PETROLEUM & RESOURCES COM 716549100 419 15,034 PRN   DFND 1 2 15,034 0 0
PETROQUEST ENERGY INC COM COM 716748108 1,661 291,458 SH   DFND 1 291,458 0 0
PETSMART INC COM COM 716768106 53,283 773,774 SH   DFND 1 773,286 0 488
PFIZER INC COM COM 717081103 1,580,563 49,228,267 SH   DFND 1 49,206,672 0 21,595
PFIZER INC COM COM 717081103 1,292 40,252 SH   DFND 1 2 40,252 0 0
PFSWEB INC COM COM NEW 717098206 586 65,254 SH   DFND 1 65,254 0 0
PG&E CORP COM COM 69331C108 144,401 3,344,067 SH   DFND 1 3,342,817 0 1,250
PGT INC -REDH COM 69336V101 3,858 335,234 SH   DFND 1 335,234 0 0
PHARMACYCLICS INC COM COM 716933106 33,792 337,240 SH   DFND 1 336,974 0 266
PHARMERICA CORP COM 71714F104 191 6,836 SH   DFND 1 2 6,836 0 0
PHARMERICA CORP COM 71714F104 7,908 282,656 SH   DFND 1 282,623 0 33
PHH CORP COM NEW 693320202 155 6,028 SH   DFND 1 2 6,028 0 0
PHH CORP COM NEW 693320202 7,480 289,478 SH   DFND 1 289,478 0 0
PHI INC COM NON VTG 69336T205 3,185 71,999 SH   DFND 1 71,999 0 0
PHILIP MORRIS INTL -SPN COM 718172109 958,995 11,718,646 SH   DFND 1 11,717,862 0 784
PHILLIPS 66 COM 718546104 194 2,526 SH   DFND 1 2 2,526 0 0
PHILLIPS 66 COM 718546104 340,135 4,415,733 SH   DFND 1 4,413,168 0 2,565
PHOENIX COS INC NEW COM COM NEW 71902E604 1,608 31,073 SH   DFND 1 31,073 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 1,037 65,527 SH   DFND 1 65,527 0 0
PHOTRONICS INC COM COM 719405102 2,953 346,283 SH   DFND 1 346,283 0 0
PHYSICIANS REALTY TRUST COM 71943U104 1,738 124,876 SH   DFND 1 124,876 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 3,343 128,654 SH   DFND 1 128,654 0 0
PIEDMONT NAT GAS INC COM COM 720186105 14,688 415,045 SH   DFND 1 414,935 0 110
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 16,766 977,635 SH   DFND 1 977,213 0 422
PIER 1 IMPORTS INC COM COM 720279108 15 800 SH   DFND 1 2 800 0 0
PIER 1 IMPORTS INC COM COM 720279108 9,710 514,304 SH   DFND 1 514,304 0 0
PIKE ELECTRIC CORP COM 721283109 1,432 133,135 SH   DFND 1 133,135 0 0
PILGRIM'S PRIDE CORP COM 72147K108 1 54 SH   DFND 1 2 54 0 0
PILGRIM'S PRIDE CORP COM 72147K108 14,176 677,652 SH   DFND 1 677,652 0 0
PINNACLE ENTMT INC COM COM 723456109 7,143 301,433 SH   DFND 1 301,433 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 4 120 SH   DFND 1 2 120 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 7,261 193,679 SH   DFND 1 193,679 0 0
PINNACLE FOODS INC COM 72348P104 7,787 260,791 SH   DFND 1 260,642 0 149
PINNACLE WEST CAP CORP COM COM 723484101 44,222 809,388 SH   DFND 1 808,960 0 428
PIONEER DRILLING COMPANY COM 723664108 4,444 343,167 SH   DFND 1 343,167 0 0
PIONEER NAT RES CO COM COM 723787107 193,399 1,033,896 SH   DFND 1 1,033,422 0 474
PIPER JAFFRAY CO COM 724078100 4,162 90,891 SH   DFND 1 90,891 0 0
PITNEY BOWES INC COM COM 724479100 41,727 1,605,978 SH   DFND 1 1,603,726 0 2,252
PITNEY BOWES INC COM COM 724479100 497 19,158 SH   DFND 1 2 19,158 0 0
PIXELWORKS INC COM COM NEW 72581M305 484 87,456 SH   DFND 1 87,456 0 0
PIZZA INN INC COM 725846109 133 22,169 SH   DFND 1 22,169 0 0
PLANAR SYS INC COM COM 726900103 96 47,013 SH   DFND 1 47,013 0 0
PLANET PAYMENT INC SHS U72603118 611 223,084 SH   DFND 1 223,084 0 0
PLANTRONICS INC NEW COM COM 727493108 12,448 280,065 SH   DFND 1 280,065 0 0
PLATINUM UNDERWRITERS HLDGS COM G7127P100 9,885 164,484 SH   DFND 1 164,484 0 0
PLEXUS CORP COM COM 729132100 7,874 196,515 SH   DFND 1 196,515 0 0
PLUG POWER INC COM COM NEW 72919P202 3,430 483,104 SH   DFND 1 483,104 0 0
PLUM CREEK TIMBER CO INC COM COM 729251108 53,470 1,272,452 SH   DFND 1 1,272,152 0 300
PLURISTEM THERAPEUTICS INC COM 72940R102 37 10,033 SH   DFND 1 10,033 0 0
PLX TECHNOLOGY INC COM COM 693417107 1,143 189,035 SH   DFND 1 189,035 0 0
PLY GEM HOLDINGS INC COM 72941W100 1,138 90,114 SH   DFND 1 90,114 0 0
PMC COMMERCIAL TRUST SH BEN INT 693434102 138 30,173 SH   DFND 1 30,173 0 0
PMC-SIERRA INC COM COM 69344F106 8,244 1,083,395 SH   DFND 1 1,083,395 0 0
PMFG INC COM 69345P103 502 84,234 SH   DFND 1 84,234 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 345,004 3,967,248 SH   DFND 1 3,965,619 0 1,629
PNC FINL SVCS GROUP INC COM COM 693475105 0 4 SH   DFND 1 2 4 0 0
PNM RES INC COM COM 69349H107 11,299 418,033 SH   DFND 1 418,033 0 0
POLARIS INDS INC COM COM 731068102 46,789 334,956 SH   DFND 1 334,685 0 271
POLYCOM INC COM COM 73172K104 10,751 783,653 SH   DFND 1 783,447 0 206
POLYCOM INC COM COM 73172K104 0 50 SH   DFND 1 2 50 0 0
POLYONE CORP COM COM 73179P106 18,085 493,333 SH   DFND 1 493,333 0 0
POLYPORE INTL INC COM 73179V103 8,038 234,987 SH   DFND 1 234,987 0 0
POOL CORP COM COM 73278L105 14,892 242,873 SH   DFND 1 242,873 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 5,329 131,139 SH   DFND 1 131,139 0 0
POPULAR INC COM COM NEW 733174700 16,335 527,132 SH   DFND 1 526,982 0 150
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 15,091 260,832 SH   DFND 1 260,832 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 13,476 416,728 SH   DFND 1 416,728 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,562 60,331 SH   DFND 1 60,331 0 0
PORTUGAL TELECOM SGPS S A SPONSORED ADR SPONSORED ADR 737273102 62 14,741 SH   DFND 1 14,741 0 0
POST HOLDINGS INC COM 737446104 10,209 185,220 SH   DFND 1 185,220 0 0
POST PPTYS INC COM COM 737464107 16,770 341,559 SH   DFND 1 341,461 0 98
POSTROCK ENERGY CORP. COM 737525105 23 18,657 SH   DFND 1 18,657 0 0
POTASH CORP SASK INC COM COM 73755L107 981 27,137 SH   DFND 1 26,292 0 845
POTBELLY CORP COM 73754Y100 1,088 60,898 SH   DFND 1 60,898 0 0
POTLATCH CORP COM COM 737630103 8,932 230,865 SH   DFND 1 230,865 0 0
POWELL INDS INC COM COM 739128106 3,220 49,692 SH   DFND 1 49,692 0 0
POWER INTEGRATIONS INC COM COM 739276103 11,615 176,579 SH   DFND 1 176,579 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 1,838 24,452 SH   DFND 1 24,452 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 2,309 98,514 SH   DFND 1 98,514 0 0
POWERSHARES ETF TRUST DMP WNDRHLL CLN EN 73935X500 132 18,700 PRN   DFND 1 18,700 0 0
POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 354 14,600 PRN   DFND 1 14,600 0 0
POZEN INC COM COM 73941U102 1,462 182,838 SH   DFND 1 182,838 0 0
PPG INDS INC COM COM 693506107 13 70 SH   DFND 1 2 70 0 0
PPG INDS INC COM COM 693506107 193,106 998,607 SH   DFND 1 998,147 0 460
PPL CORP COM COM 69351T106 5 159 SH   DFND 1 2 159 0 0
PPL CORP COM COM 69351T106 154,925 4,676,865 SH   DFND 1 4,675,694 0 1,171
PRAXAIR INC COM COM 74005P104 271,343 2,072,728 SH   DFND 1 2,071,550 0 1,178
PRECISION CASTPARTS CORP COM COM 740189105 255 1,012 SH   DFND 1 2 1,012 0 0
PRECISION CASTPARTS CORP COM COM 740189105 259,694 1,027,893 SH   DFND 1 1,027,661 0 232
PREFERRED APARTMENT COMMUN - A COM 74039L103 247 30,796 SH   DFND 1 30,796 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 1,339 51,616 SH   DFND 1 51,616 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 1,001 14,609 SH   DFND 1 14,609 0 0
PREMIER EXHIBITIONS INC COM 74051E102 96 103,036 SH   DFND 1 103,036 0 0
PREMIER INC-CLASS A CL A 74051N102 5,128 155,642 SH   DFND 1 155,642 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 3,442 285,424 SH   DFND 1 285,424 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 0 9 SH   DFND 1 2 9 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 8,351 306,479 SH   DFND 1 306,479 0 0
PRG-SCHULTZ INTERNATIONAL I COM COM NEW 69357C503 1,070 154,501 SH   DFND 1 154,501 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 165,537 2,010,993 SH   DFND 1 2,010,606 0 387
PRICELINE COM INC COM COM NEW 741503403 457,301 383,841 SH   DFND 1 383,681 0 160
PRICESMART INC COM COM 741511109 9,957 98,656 SH   DFND 1 98,656 0 0
PRIMERICA INC COM 74164M108 12,827 272,287 SH   DFND 1 272,287 0 0
PRIMO WATER CORP COM 74165N105 260 67,073 SH   DFND 1 67,073 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 94,148 2,048,038 SH   DFND 1 2,047,010 0 1,028
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 55 1,200 SH   DFND 1 2 1,200 0 0
PRIVATEBANCORP INC COM COM 742962103 15,371 503,822 SH   DFND 1 503,822 0 0
PROASSURANCE CORP COM COM 74267C106 17,554 394,210 SH   DFND 1 394,210 0 0
PROCERA NETWORKS INC COM NEW 74269U203 1,093 105,221 SH   DFND 1 105,221 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,679,490 20,845,888 SH   DFND 1 20,838,557 0 7,331
PROCTER & GAMBLE CO COM COM 742718109 21 263 SH   DFND 1 2 263 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 1,688 412,943 SH   DFND 1 412,943 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 6,223 285,477 SH   DFND 1 285,477 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 95,885 3,960,689 SH   DFND 1 3,960,337 0 352
PROLOGIS INC COM 74340W103 8 200 SH   DFND 1 2 200 0 0
PROLOGIS INC COM 74340W103 173,735 4,256,662 SH   DFND 1 4,256,388 0 274
PROOFPOINT INC COM 743424103 4,653 125,496 SH   DFND 1 125,496 0 0
PROS HOLDINGS INC COM 74346Y103 3,891 123,485 SH   DFND 1 123,485 0 0
PROSPECT ENERGY CORP COM COM 74348T102 2,384 220,753 SH   DFND 1 207,010 0 13,743
PROSPERITY BANCSHARES INC COM COM 743606105 19,945 301,524 SH   DFND 1 301,524 0 0
PROTECTIVE LIFE CORP COM COM 743674103 20,174 383,621 SH   DFND 1 383,528 0 93
PROTHENA CORP PLC SHS G72800108 4,690 122,444 SH   DFND 1 122,442 0 2
PROTO LABS INC COM 743713109 6,994 103,364 SH   DFND 1 103,364 0 0
PROVIDENCE SERVICE CORP COM 743815102 3,649 129,051 SH   DFND 1 129,051 0 0
PROVIDENCE SERVICE CORP COM 743815102 427 15,112 SH   DFND 1 2 15,112 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 5,174 281,669 SH   DFND 1 281,669 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 638 41,425 SH   DFND 1 41,425 0 0
PRUDENTIAL FINL INC COM COM 744320102 223 2,636 SH   DFND 1 2 2,636 0 0
PRUDENTIAL FINL INC COM COM 744320102 283,106 3,345,887 SH   DFND 1 3,344,558 0 1,329
PRUDENTIAL PLC ADR 74435K204 706 16,597 SH   DFND 1 14,609 0 1,988
PS BUSINESS PKS INC CALIF COM COM 69360J107 11,165 133,527 SH   DFND 1 133,527 0 0
PSIVIDA CORP COM 74440J101 454 110,876 SH   DFND 1 110,876 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 269 15,744 SH   DFND 1 15,744 0 0
PTC INC COM 69370C100 25,541 720,887 SH   DFND 1 720,687 0 200
PTC THERAPEUTICS INC COM 69366J200 2,611 99,894 SH   DFND 1 99,894 0 0
PUBLIC STORAGE INC COM COM 74460D109 200,152 1,188,376 SH   DFND 1 1,188,041 0 335
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 150,488 3,947,294 SH   DFND 1 3,945,196 0 2,098
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 26 685 SH   DFND 1 2 685 0 0
PULASKI FINANCIAL CORP COM 745548107 151 14,397 SH   DFND 1 14,397 0 0
PULSE ELECTRONICS CORP COM NEW 74586W205 54 14,121 SH   DFND 1 14,121 0 0
PULTE HOMES INC COM COM 745867101 47,730 2,488,326 SH   DFND 1 2,487,289 0 1,037
PUMA BIOTECHNOLOGY INC COM 74587V107 12,174 116,901 SH   DFND 1 116,795 0 106
PURE CYCLE CORP COM COM NEW 746228303 616 101,922 SH   DFND 1 101,922 0 0
PVH CORP COM 693656100 73,281 587,588 SH   DFND 1 587,324 0 264
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 748 63,577 SH   DFND 1 63,577 0 0
QAD INC - A CL A 74727D306 351 17,201 SH   DFND 1 17,201 0 0
QAD INC - B CL B 74727D207 589 34,669 SH   DFND 1 34,669 0 0
QC HOLDINGS INC COM COM 74729T101 44 18,947 SH   DFND 1 18,947 0 0
QEP RESOURCES INC COM 74733V100 39,020 1,325,985 SH   DFND 1 1,325,985 0 0
QEP RESOURCES INC COM 74733V100 314 10,681 SH   DFND 1 2 10,681 0 0
QIAGEN N V ORD REG SHS N72482107 3,847 182,414 SH   DFND 1 181,785 0 629
QLIK TECHNOLOGIES INC COM 74733T105 12,833 482,661 SH   DFND 1 482,661 0 0
QLOGIC CORP COM COM 747277101 8,533 669,286 SH   DFND 1 669,286 0 0
QTM 4 1/2 11/15/17 NOTE 4.500%11/1 747906AJ4 6,180 6,000,000 PRN   DFND 1 2 6,000,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 2,014 80,295 SH   DFND 1 80,295 0 0
QUAD GRAPHICS INC COM CL A 747301109 3,131 133,557 SH   DFND 1 132,133 0 1,424
QUAKER CHEM CORP COM COM 747316107 5,844 74,146 SH   DFND 1 74,146 0 0
QUALCOMM INC COM COM 747525103 1,017,498 12,907,918 SH   DFND 1 12,901,783 0 6,135
QUALITY DISTRIBUTION INC COM 74756M102 1,884 145,042 SH   DFND 1 145,042 0 0
QUALITY SYSTEMS INC COM 747582104 4,564 270,422 SH   DFND 1 268,532 0 1,890
QUALYS INC COM 74758T303 2,271 89,322 SH   DFND 1 89,322 0 0
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QUANTA SVCS INC COM COM 74762E102 209 5,690 SH   DFND 1 2 5,690 0 0
QUANTA SVCS INC COM COM 74762E102 59,251 1,606,405 SH   DFND 1 1,605,817 0 588
QUANTUM CORP COM DSSG COM DSSG 747906204 1,685 1,381,540 SH   DFND 1 1,381,540 0 0
QUANTUM FUEL SYS TECH WORLD COM PAR $0.02 74765E307 831 85,932 SH   DFND 1 85,932 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 0 1 SH   DFND 1 2 1 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 62,054 1,071,838 SH   DFND 1 1,071,335 0 503
QUESTAR CORP COM COM 748356102 21,953 923,206 SH   DFND 1 922,806 0 400
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QUIDEL CORP COM COM 74838J101 4,432 162,366 SH   DFND 1 162,366 0 0
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QUINSTREET INC COM 74874Q100 933 140,534 SH   DFND 1 140,534 0 0
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QUMU CORP COM 749063103 636 39,757 SH   DFND 1 39,757 0 0
RACKSPACE HOSTING INC COM 750086100 18,421 561,402 SH   DFND 1 561,402 0 0
RADIAN GROUP INC COM COM 750236101 13,517 899,377 SH   DFND 1 899,377 0 0
RADIANT LOGISTICS INC COM 75025X100 158 51,289 SH   DFND 1 51,289 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 665 140,399 SH   DFND 1 140,399 0 0
RADIOSHACK CORP COM COM 750438103 1,210 570,761 SH   DFND 1 570,247 0 514
RADISYS CORP COM COM 750459109 345 96,373 SH   DFND 1 96,373 0 0
RADNET INC COM 750491102 380 134,045 SH   DFND 1 134,045 0 0
RAIT INVT TR COM COM NEW 749227609 3,408 401,424 SH   DFND 1 395,728 0 5,696
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RALPH LAUREN CORP CL A 751212101 7 45 SH   DFND 1 2 45 0 0
RALPH LAUREN CORP CL A 751212101 68,452 425,541 SH   DFND 1 425,306 0 235
RAMBUS INC DEL COM COM 750917106 8,780 816,772 SH   DFND 1 816,772 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 7,041 431,968 SH   DFND 1 431,968 0 0
RAND LOGISTICS INC COM 752182105 309 44,804 SH   DFND 1 44,804 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 701 9,354 SH   DFND 1 9,354 0 0
RANGE RES CORP COM COM 75281A109 97,315 1,173,416 SH   DFND 1 1,172,980 0 436
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,230 323,014 SH   DFND 1 323,014 0 0
RAVEN INDS INC COM COM 754212108 6,595 201,389 SH   DFND 1 201,389 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 7 134 SH   DFND 1 2 134 0 0
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RAYONIER INC COM COM 754907103 87 1,901 SH   DFND 1 2 1,901 0 0
RAYONIER INC COM COM 754907103 28,555 622,104 SH   DFND 1 622,032 0 72
RAYTHEON CO COM NEW COM NEW 755111507 245,413 2,485,193 SH   DFND 1 2,484,542 0 651
RAYTHEON CO COM NEW COM NEW 755111507 231 2,344 SH   DFND 1 2 2,344 0 0
RBC BEARINGS INC COM 75524B104 8,071 126,706 SH   DFND 1 126,706 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 262 39,064 SH   DFND 1 39,064 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 365 9,393 SH   DFND 1 9,393 0 0
RE/MAX HOLDINGS INC CL A 75524W108 1,784 61,912 SH   DFND 1 61,912 0 0
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READING INTERNATIONAL INC-A CL A 755408101 415 56,629 SH   DFND 1 56,629 0 0
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RECEPTOS INC COM 756207106 2,903 69,225 SH   DFND 1 69,225 0 0
RED HAT INC COM COM 756577102 71,885 1,357,438 SH   DFND 1 1,357,049 0 389
RED LION HOTELS CORP COM 756764106 285 48,954 SH   DFND 1 48,954 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,614 78,332 SH   DFND 1 78,232 0 100
REDWOOD TR INC COM COM 758075402 8,806 434,246 SH   DFND 1 434,246 0 0
REED ELSEVIER N V-ADR SPONS ADR NEW 758204200 329 7,601 SH   DFND 1 5,689 0 1,912
REED ELSEVIER PLC-ADR SPONS ADR NEW 758205207 288 4,701 SH   DFND 1 3,586 0 1,115
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REGADO BIOSCIENCE INC COM 75874Q107 719 57,441 SH   DFND 1 57,441 0 0
REGAL BELOIT CORP COM COM 758750103 17,299 237,929 SH   DFND 1 237,878 0 51
REGAL ENTMT GROUP CL A CL A 758766109 7,907 423,319 SH   DFND 1 421,566 0 1,753
REGENCY CTRS CORP COM COM 758849103 28,747 563,104 SH   DFND 1 562,690 0 414
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RELYPSA INC COM 759531106 1,450 48,647 SH   DFND 1 48,647 0 0
REMY INTERNATIONAL INC COM 759663107 2,524 106,868 SH   DFND 1 106,868 0 0
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RENT A CTR INC NEW COM COM 76009N100 7,648 287,544 SH   DFND 1 287,544 0 0
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REPROS THERAPEUTICS INC COM NEW 76028H209 2,080 117,255 SH   DFND 1 117,255 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM COM 760276105 2,745 300,393 SH   DFND 1 300,393 0 0
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REPUBLIC FIRST BANCORP INC COM 760416107 179 46,507 SH   DFND 1 46,507 0 0
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RESOURCE AMERICA INC CL A CL A 761195205 452 52,749 SH   DFND 1 52,749 0 0
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RESOURCES CONNECTION INC COM COM 76122Q105 4,017 285,157 SH   DFND 1 285,157 0 0
RESOURCES CONNECTION INC COM COM 76122Q105 1 103 SH   DFND 1 2 103 0 0
RESPONSE GENETICS INC -REDH COM 76123U105 17 15,003 SH   DFND 1 15,003 0 0
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RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 13,418 991,041 SH   DFND 1 990,792 0 249
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RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 128 19,760 SH   DFND 1 19,760 0 0
RF MICRODEVICES INC COM COM 749941100 11,779 1,494,838 SH   DFND 1 1,494,838 0 0
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RICHARDSON ELECTRS LTD COM COM 763165107 751 69,841 SH   DFND 1 69,841 0 0
RICK'S CABARET INTL INC COM NEW 765641303 383 34,026 SH   DFND 1 34,026 0 0
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RIGNET INC COM 766582100 4,132 76,766 SH   DFND 1 76,766 0 0
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RITE AID CORP COM COM 767754104 34,265 5,464,950 SH   DFND 1 5,463,950 0 1,000
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RUBY TUESDAY INC COM COM 781182100 1,886 336,291 SH   DFND 1 336,291 0 0
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RUDOLPH TECHNOLOGIES INC COM COM 781270103 1,833 160,678 SH   DFND 1 160,678 0 0
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RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 1,490 25,349 SH   DFND 1 24,809 0 540
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SAUL CTRS INC COM COM 804395101 3,869 81,714 SH   DFND 1 81,714 0 0
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SCANA CORP NEW COM COM 80589M102 54,497 1,062,350 SH   DFND 1 1,062,309 0 41
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SCOTTS MIRACLE-GRO CO CL A 810186106 14,326 233,782 SH   DFND 1 233,494 0 288
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SEAGATE TECHNOLOGY SHS G7945M107 930 16,569 SH   DFND 1 2 16,569 0 0
SEAGATE TECHNOLOGY SHS G7945M107 129,975 2,315,418 SH   DFND 1 2,315,418 0 0
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SEALED AIR CORP NEW COM COM 81211K100 46,206 1,406,347 SH   DFND 1 1,405,728 0 619
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SELECT COMFORT CORP COM COM 81616X103 5,418 299,695 SH   DFND 1 299,695 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 4,878 161,151 SH   DFND 1 161,151 0 0
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SENSIENT TECHNOLOGIES CORP COM COM 81725T100 18,261 323,720 SH   DFND 1 323,720 0 0
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SHARPS COMPLIANCE CORP COM 820017101 177 38,812 SH   DFND 1 38,812 0 0
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SHERWIN WILLIAMS CO COM COM 824348106 120,579 611,942 SH   DFND 1 611,628 0 314
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SHIRE LTD-ADR SPONSORED ADR 82481R106 1,030 6,936 SH   DFND 1 6,166 0 770
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SIGA TECHNOLOGIES INC COM COM 826917106 675 217,938 SH   DFND 1 217,938 0 0
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SIGMA ALDRICH CORP COM COM 826552101 87,382 936,144 SH   DFND 1 935,983 0 161
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SIGMATRON INTERNATIONAL INC COM 82661L101 137 11,463 SH   DFND 1 11,463 0 0
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SIGNET JEWELERS LTD SHS G81276100 43,047 406,642 SH   DFND 1 406,459 0 183
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SILICON GRAPHICS INTERNATIONAL COM 82706L108 2,292 186,653 SH   DFND 1 186,653 0 0
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SIMON PPTY GROUP INC NEW COM COM 828806109 436,179 2,660,616 SH   DFND 1 2,659,897 0 719
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SIX FLAGS ENTERTAINMENT CORP COM 83001A102 17,724 441,469 SH   DFND 1 439,469 0 2,000
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SLM CORP COM 78442P106 81,711 3,339,250 SH   DFND 1 3,338,450 0 800
SLXP 2 3/4 05/15/2015 NOTE 2.750% 5/1 795435AC0 4,483 2,000,000 PRN   DFND 1 2 2,000,000 0 0
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SM ENERGY CO COM 78454L100 84 1,182 SH   DFND 1 2 1,182 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 258 3,376 SH   DFND 1 2,776 0 600
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SMITH A O COM COM 831865209 18,398 399,786 SH   DFND 1 399,696 0 90
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STATE AUTO FINL CORP COM COM 855707105 1,639 76,945 SH   DFND 1 76,945 0 0
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STATE STR CORP COM COM 857477103 220,769 3,175,624 SH   DFND 1 3,175,594 0 30
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STREAMLINE HEALTH SOLUTIONS COM 86323X106 255 50,830 SH   DFND 1 50,830 0 0
STRYKER CORP COM COM 863667101 173,635 2,132,222 SH   DFND 1 2,131,824 0 398
STUDENT TRANSPORTATION INC COM 86388A108 93 15,092 SH   DFND 1 15,092 0 0
STURM RUGER & CO INC COM COM 864159108 6,079 101,664 SH   DFND 1 101,664 0 0
STURM RUGER & CO INC COM COM 864159108 17 300 SH   DFND 1 2 300 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 1,169 163,498 SH   DFND 1 163,498 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 101 14,211 SH   DFND 1 2 14,211 0 0
SUFFOLK BANCORP COM COM 864739107 1,215 54,496 SH   DFND 1 54,496 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 572 66,170 SH   DFND 1 54,305 0 11,865
SUMMER INFANT INC COM 865646103 152 73,145 SH   DFND 1 73,145 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 4,237 456,625 SH   DFND 1 456,625 0 0
SUN BANCORP INC COM COM 86663B102 794 236,440 SH   DFND 1 236,440 0 0
SUN COMMUNITIES INC COM COM 866674104 10,006 221,924 SH   DFND 1 221,924 0 0
SUN EDISON INC COM 86732Y109 24,229 1,286,054 SH   DFND 1 1,285,417 0 637
SUN HYDRAULICS CORP COM COM 866942105 5,816 134,290 SH   DFND 1 134,290 0 0
SUNCOKE ENERGY INC COM 86722A103 8,323 364,418 SH   DFND 1 364,418 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,194 180,667 SH   DFND 1 180,667 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 29 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 143 12,122 SH   DFND 1 12,122 0 0
SUNPOWER CORP COM 867652406 7,565 234,520 SH   DFND 1 234,363 0 157
SUNSTONE HOTEL INV INC -REDH COM 867892101 16,232 1,182,292 SH   DFND 1 1,182,292 0 0
SUNTRUST BKS INC COM COM 867914103 159,490 4,009,971 SH   DFND 1 4,008,066 0 1,905
SUNTRUST BKS INC COM COM 867914103 43 1,104 SH   DFND 1 2 1,104 0 0
SUPER MICRO COMPUTR INC COM 86800U104 5,370 309,193 SH   DFND 1 309,193 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 31 11,800 SH   DFND 1 11,800 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 24,839 807,659 SH   DFND 1 807,456 0 203
SUPERIOR INDS INTL INC COM COM 868168105 2,704 132,010 SH   DFND 1 131,360 0 650
SUPERNUS PHARMACEUTICALS INC COM 868459108 764 85,534 SH   DFND 1 85,534 0 0
SUPERTEX INC COM COM 868532102 2,095 63,531 SH   DFND 1 63,531 0 0
SUPERVALU INC COM COM 868536103 6,940 1,014,765 SH   DFND 1 1,013,144 0 1,621
SUPPORT.COM INC COM 86858W101 838 328,892 SH   DFND 1 328,892 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,029 66,005 SH   DFND 1 66,005 0 0
SURMODICS INC COM COM 868873100 2,284 101,086 SH   DFND 1 101,086 0 0
SUSQUEHANNA BANCSHARES INC COM COM 869099101 13,102 1,150,317 SH   DFND 1 1,150,317 0 0
SUSSER HOLDINGS CORP -REDH COM 869233106 6,018 96,349 SH   DFND 1 96,349 0 0
SVB FINANCIAL GROUP COM 78486Q101 31,582 245,240 SH   DFND 1 245,219 0 21
SWIFT ENERGY CO COM COM 870738101 2,413 224,313 SH   DFND 1 224,313 0 0
SWIFT TRANSN CO COM CL A 87074U101 13,337 538,869 SH   DFND 1 538,869 0 0
SWISHER HYGIENE INC COM 870808102 286 635,761 SH   DFND 1 635,761 0 0
SWS GROUP INC COM COM 78503N107 1,030 137,807 SH   DFND 1 137,807 0 0
SYKES ENTERPRISES INC COM COM 871237103 4,024 202,520 SH   DFND 1 202,520 0 0
SYMANTEC CORP COM COM 871503108 104,660 5,243,050 SH   DFND 1 5,240,619 0 2,431
SYMANTEC CORP COM COM 871503108 0 15 SH   DFND 1 2 15 0 0
SYMETRA FINANCIAL CORP COM 87151Q106 10,758 542,808 SH   DFND 1 542,808 0 0
SYMMETRY MEDICAL INC COM 871546206 1,924 191,289 SH   DFND 1 191,289 0 0
SYNACOR INC COM 871561106 172 69,674 SH   DFND 1 69,674 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 9,402 113,327 SH   DFND 1 113,250 0 77
SYNALLOY CP DEL COM COM 871565107 487 33,970 SH   DFND 1 33,970 0 0
SYNAPTICS INC COM COM 87157D109 11,092 184,809 SH   DFND 1 184,809 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 5,695 166,089 SH   DFND 1 166,089 0 0
SYNERGETICS USA INC COM 87160G107 239 78,407 SH   DFND 1 78,407 0 0
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SYNERGY RESOURCES CORP COM 87164P103 88 8,274 SH   DFND 1 2 8,274 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 507 6,699 SH   DFND 1 5,659 0 1,040
SYNNEX CORP COM COM 87162W100 11,687 192,834 SH   DFND 1 192,834 0 0
SYNOPSYS INC COM COM 871607107 0 19 SH   DFND 1 2 19 0 0
SYNOPSYS INC COM COM 871607107 36,007 937,589 SH   DFND 1 937,289 0 300
SYNOVUS FINL CORP COM COM 87161C105 16,360 4,826,094 SH   DFND 1 4,823,960 0 2,134
SYNTA PHARMA CORP-REDH COM 87162T206 1,563 362,723 SH   DFND 1 362,723 0 0
SYNTEL INC COM COM 87162H103 11,450 127,364 SH   DFND 1 127,364 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 473 241,673 SH   DFND 1 241,673 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 383 149,093 SH   DFND 1 149,093 0 0
SYNTROLEUM CORP COM COM NEW 871630208 149 38,008 SH   DFND 1 38,008 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 360 53,894 SH   DFND 1 53,894 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 108 39,092 SH   DFND 1 39,092 0 0
SYSCO CORP COM COM 871829107 36 1,009 SH   DFND 1 2 1,009 0 0
SYSCO CORP COM COM 871829107 153,400 4,247,624 SH   DFND 1 4,244,773 0 2,851
SYSTEMAX INC COM COM 871851101 698 46,833 SH   DFND 1 46,833 0 0
T.G.C. INDUSTRIES INC COM NEW 872417308 474 79,778 SH   DFND 1 79,778 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 11,744 154,375 SH   DFND 1 154,375 0 0
TAHOE RESOURCES INC COM 873868103 997 47,201 SH   DFND 1 46,970 0 231
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 11,415 520,556 SH   DFND 1 520,456 0 100
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 240 10,986 SH   DFND 1 2 10,986 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 7,125 166,219 SH   DFND 1 165,180 0 1,039
TALISMAN ENERGY INC COM 2068299 2,169 218,549 SH   DFND 1 218,549 0 0
TALMER BANCORP INC CLASS A COM 87482X101 312 21,354 SH   DFND 1 21,354 0 0
TAMINCO CORP COM 87509U106 2,896 137,840 SH   DFND 1 137,840 0 0
TANDEM DIABETES CARE INC COM 875372104 1,181 53,498 SH   DFND 1 53,498 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 19,585 559,575 SH   DFND 1 559,458 0 117
TANGOE INC COM 87582Y108 3,669 197,406 SH   DFND 1 197,406 0 0
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TARGACEPT INC COM 87611R306 921 193,922 SH   DFND 1 193,922 0 0
TARGET CORP COM COM 87612E106 283,285 4,683,601 SH   DFND 1 4,682,169 0 1,432
TASER INTL INC COM COM 87651B104 59 3,238 SH   DFND 1 2 3,238 0 0
TASER INTL INC COM COM 87651B104 8,648 472,842 SH   DFND 1 472,346 0 496
TAUBMAN CTRS INC COM COM 876664103 26,537 374,870 SH   DFND 1 374,870 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 1,938 81,050 SH   DFND 1 81,050 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 3,259 138,703 SH   DFND 1 138,617 0 86
TCF FINL CORP COM COM 872275102 14,453 867,531 SH   DFND 1 867,339 0 192
TCP CAPITAL CORP COM 87238Q103 439 26,553 SH   DFND 1 23,918 0 2,635
TD AMERITRADE HOLDINGS CORP COM 87236Y108 42,513 1,252,430 SH   DFND 1 1,251,833 0 597
TE CONNECTIVITY LTD REG SHS H84989104 0 4 SH   DFND 1 2 4 0 0
TE CONNECTIVITY LTD REG SHS H84989104 169,415 2,815,035 SH   DFND 1 2,815,035 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3 70 SH   DFND 1 2 70 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 20,112 449,452 SH   DFND 1 449,452 0 0
TEAM INC COM 878155100 4,285 99,983 SH   DFND 1 99,983 0 0
TEARLAB CORP COM 878193101 958 141,808 SH   DFND 1 141,808 0 0
TECH DATA CORP COM COM 878237106 12,222 200,494 SH   DFND 1 200,494 0 0
TECH DATA CORP COM COM 878237106 9 154 SH   DFND 1 2 154 0 0
TECHNE CORP COM COM 878377100 14,726 172,504 SH   DFND 1 172,358 0 146
TECHTARGET INC -REDH COM 87874R100 321 44,604 SH   DFND 1 44,604 0 0
TECO ENERGY INC COM COM 872375100 25,625 1,494,641 SH   DFND 1 1,490,656 0 3,985
TECUMSEH PRODS CO CL A CL A 878895200 644 93,398 SH   DFND 1 93,398 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 11,142 198,131 SH   DFND 1 198,082 0 49
TEEKAY TANKERS LTD CL A Y8565N102 149 42,315 SH   DFND 1 42,315 0 0
TEJON RANCH CO DEL COM COM 879080109 2,694 79,641 SH   DFND 1 79,641 0 0
TELECOM ARGENTINA STET FR TEL SPON ADR REP B 879273209 1,787 93,759 SH   DFND 1 2 93,759 0 0
TELECOMMUNICATION SYS INC CL A CL A 87929J103 1,183 514,492 SH   DFND 1 514,492 0 0
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 215 10,125 SH   DFND 1 10,125 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 21,134 217,147 SH   DFND 1 217,147 0 0
TELEFLEX INC COM COM 879369106 22,975 214,248 SH   DFND 1 213,702 0 546
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 525 33,251 SH   DFND 1 32,526 0 725
TELENAV INV COM 879455103 943 158,269 SH   DFND 1 158,269 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 13,624 519,828 SH   DFND 1 519,828 0 0
TELETECH HOLDINGS INC COM COM 879939106 3,468 141,523 SH   DFND 1 141,523 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 14,750 291,117 SH   DFND 1 291,048 0 69
TENET HEALTHCARE CORP COM NEW 88033G407 29,802 696,384 SH   DFND 1 696,368 0 16
TENET HEALTHCARE CORP COM NEW 88033G407 59 1,400 SH   DFND 1 2 1,400 0 0
TENGASCO INC COM NEW 88033R205 37 75,817 SH   DFND 1 75,817 0 0
TENNANT CO COM COM 880345103 6,597 100,546 SH   DFND 1 100,546 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 18,786 323,507 SH   DFND 1 323,407 0 100
TERADATA CORP-REDH COM 88076W103 108 2,211 SH   DFND 1 2 2,211 0 0
TERADATA CORP-REDH COM 88076W103 56,448 1,148,064 SH   DFND 1 1,147,656 0 408
TERADYNE INC COM COM 880770102 20,178 1,014,520 SH   DFND 1 1,013,892 0 628
TERADYNE INC COM COM 880770102 12 614 SH   DFND 1 2 614 0 0
TEREX CORP NEW COM COM 880779103 24,674 556,990 SH   DFND 1 556,462 0 528
TERRENO REALTY CORP COM 88146M101 2,240 118,500 SH   DFND 1 118,500 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,082 50,101 SH   DFND 1 50,101 0 0
TESARO INC COM 881569107 3,118 105,773 SH   DFND 1 105,773 0 0
TESCO CORP COM 88157K101 5,466 295,479 SH   DFND 1 295,479 0 0
TESCO CORP COM 88157K101 1,169 63,220 SH   DFND 1 2 63,220 0 0
TESLA MOTORS INC COM 88160R101 87,452 419,615 SH   DFND 1 419,338 0 277
TESORO CORP COM COM 881609101 49,695 982,728 SH   DFND 1 982,300 0 428
TESORO CORP COM COM 881609101 0 14 SH   DFND 1 2 14 0 0
TESSCO TECHNOLOGIES INC COM 872386107 2,109 56,467 SH   DFND 1 56,467 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 6,468 273,754 SH   DFND 1 273,654 0 100
TETRA TECH INC NEW COM COM 88162G103 10,356 349,995 SH   DFND 1 349,995 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 5,072 396,261 SH   DFND 1 396,261 0 0
TETRALOGIC PHARMA CORP COM 88165U109 217 34,164 SH   DFND 1 34,164 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 894 82,182 SH   DFND 1 82,182 0 0
TEVA PHARM INDS -ADR ADR 881624209 3,983 75,391 SH   DFND 1 74,664 0 727
TEX 4 06/01/15 NOTE 4.000% 6/0 880779AV5 2,756 1,000,000 PRN   DFND 1 2 1,000,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 14,613 225,027 SH   DFND 1 225,027 0 0
TEXAS INDS INC COM COM 882491103 9,693 108,164 SH   DFND 1 108,148 0 16
TEXAS INSTRS INC COM COM 882508104 385,683 8,183,343 SH   DFND 1 8,179,048 0 4,295
TEXAS ROADHOUSE INC-CLASS A COM 882681109 10,303 395,070 SH   DFND 1 395,070 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 3,794 99,139 SH   DFND 1 97,745 0 1,394
TEXTRON INC COM COM 883203101 82,355 2,096,959 SH   DFND 1 2,096,643 0 316
TEXTURA CORP COM 883211104 2,077 82,396 SH   DFND 1 82,396 0 0
TFS FINANCIAL CORP COM 87240R107 7,123 573,075 SH   DFND 1 572,905 0 170
TG THERAPEUTICS INC COM 88322Q108 1,049 152,167 SH   DFND 1 152,167 0 0
THE BANCORP INC COM 05969A105 3,763 200,106 SH   DFND 1 200,106 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 447 12,735 SH   DFND 1 12,735 0 0
THE JONES GROUP INC COM 48020T101 5,639 376,720 SH   DFND 1 376,720 0 0
THE JONES GROUP INC COM 48020T101 808 54,000 SH   DFND 1 2 54,000 0 0
THE NEW HOME CO INC COM 645370107 526 36,980 SH   DFND 1 36,980 0 0
THERAPEUTICS MD INC COM 88338N107 3,037 481,344 SH   DFND 1 481,344 0 0
THERAVANCE INC COM 88338T104 12,170 393,354 SH   DFND 1 393,354 0 0
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THERMO ELECTRON CORP COM COM 883556102 350,919 2,919,699 SH   DFND 1 2,918,450 0 1,249
THERMON GROUP HOLDINGS INC COM 88362T103 3,745 161,579 SH   DFND 1 161,579 0 0
THESTREET COM COM COM 88368Q103 235 89,781 SH   DFND 1 89,781 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 2,937 185,335 SH   DFND 1 185,335 0 0
THL CREDIT INC COM 872438106 325 23,600 SH   DFND 1 23,600 0 0
THOMSON REUTERS CORP COM 884903105 5 160 SH   DFND 1 2 160 0 0
THOMSON REUTERS CORP COM 884903105 6,183 180,896 SH   DFND 1 180,213 0 683
THOR INDS INC COM COM 885160101 12,864 210,683 SH   DFND 1 210,450 0 233
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THORATEC CORP COM NEW COM NEW 885175307 14,448 403,475 SH   DFND 1 403,475 0 0
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TIBCO SOFTWARE INC COM COM 88632Q103 15,654 770,379 SH   DFND 1 769,979 0 400
TICC CAPITAL CORP COM 87244T109 501 51,238 SH   DFND 1 36,691 0 14,547
TIDEWATER INC COM COM 886423102 12,581 258,782 SH   DFND 1 258,432 0 350
TIFFANY & CO NEW COM COM 886547108 68,235 792,425 SH   DFND 1 792,125 0 300
TIFFANY & CO NEW COM COM 886547108 0 1 SH   DFND 1 2 1 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 2,102 136,104 SH   DFND 1 136,104 0 0
TILLYS INC CL A CL A 886885102 552 47,225 SH   DFND 1 47,225 0 0
TIM HORTONS INC COM 88706M103 535 9,682 SH   DFND 1 9,682 0 0
TIM HORTONS INC COM B4R2V25 1,139 20,722 SH   DFND 1 20,722 0 0
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TIME WARNER CABLE INC COM 88732J207 270,711 1,974,278 SH   DFND 1 1,973,409 0 869
TIME WARNER CABLE INC COM 88732J207 2,057 15,000 SH   DFND 1 2 15,000 0 0
TIME WARNER INC COM COM NEW 887317303 91 1,398 SH   DFND 1 2 1,398 0 0
TIME WARNER INC COM COM NEW 887317303 446,617 6,839,150 SH   DFND 1 6,837,179 0 1,971
TIMKEN CO COM COM 887389104 23,444 398,859 SH   DFND 1 398,859 0 0
TIMKEN CO COM COM 887389104 293 5,000 SH   DFND 1 2 5,000 0 0
TITAN INTL INC ILL COM COM 88830M102 5,168 272,193 SH   DFND 1 272,193 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,517 96,840 SH   DFND 1 96,840 0 0
TIVO INC COM COM 888706108 0 3 SH   DFND 1 2 3 0 0
TIVO INC COM COM 888706108 12,312 930,631 SH   DFND 1 930,631 0 0
TJX COS INC NEW COM COM 872540109 309,056 5,097,974 SH   DFND 1 5,095,005 0 2,969
T-MOBILE US INC COM 872590104 41,435 1,254,730 SH   DFND 1 1,254,440 0 290
T-MOBILE US INC COM 872590104 578 17,500 SH   DFND 1 2 17,500 0 0
TOLL BROTHERS INC COM COM 889478103 27,855 776,056 SH   DFND 1 775,541 0 515
TOLL BROTHERS INC COM COM 889478103 732 20,400 SH   DFND 1 2 20,400 0 0
TOMPKINSTRUSTCO INC COM COM 890110109 2,943 60,111 SH   DFND 1 60,111 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 3,965 132,454 SH   DFND 1 132,454 0 0
TORCHMARK CORP COM COM 891027104 52,744 670,475 SH   DFND 1 670,345 0 130
TORCHMARK CORP COM COM 891027104 77 981 SH   DFND 1 2 981 0 0
TORNIER NV SHS N87237108 3,937 185,545 SH   DFND 1 185,545 0 0
TORO CO COM COM 891092108 20,441 323,494 SH   DFND 1 323,387 0 107
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 14 224 SH   DFND 1 2 224 0 0
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1,355 20,661 SH   DFND 1 19,321 0 1,340
TOTAL SYS SVCS INC COM COM 891906109 35,909 1,181,369 SH   DFND 1 1,180,828 0 541
TOWER GROUP INTERNATIONAL LTD COM G8988C105 648 240,326 SH   DFND 1 233,502 0 6,824
TOWER INTERNATIONAL INC COM 891826109 5,712 209,864 SH   DFND 1 209,864 0 0
TOWERS WATSON & CO CL A 891894107 37,457 328,483 SH   DFND 1 328,308 0 175
TOWERSTREAM CORP COM 892000100 639 272,234 SH   DFND 1 272,234 0 0
TOWN SPORTS INTL HOLDINGS COM 89214A102 941 110,909 SH   DFND 1 110,909 0 0
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TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 1,451 12,859 SH   DFND 1 11,881 0 978
TRACTOR SUPPLY CO COM COM 892356106 72,230 1,023,107 SH   DFND 1 1,022,519 0 588
TRADE STREET RESIDENTIAL INC COM NEW 89255N203 88 11,613 SH   DFND 1 11,613 0 0
TRANS WORLD ENTMT CORP COM COM 89336Q100 169 46,823 SH   DFND 1 46,823 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 385 33,579 SH   DFND 1 33,579 0 0
TRANSALTA CORP COM 2901628 681 58,965 SH   DFND 1 58,965 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 351 40,637 SH   DFND 1 40,637 0 0
TRANSCANADA CORP COM 2665184 6,780 149,823 SH   DFND 1 149,823 0 0
TRANSCEPT PHARMACEUTICALS INC COM 89354M106 133 43,412 SH   DFND 1 43,412 0 0
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TRANSGLOBE ENERGY CORP COM 893662106 89 11,744 SH   DFND 1 11,744 0 0
TRANSIDGM GROUP INC COM 893641100 44,714 241,491 SH   DFND 1 241,462 0 29
TRANSOCEAN LTD REG SHS H8817H100 96,124 2,325,987 SH   DFND 1 2,325,987 0 0
TRANSOCEAN LTD REG SHS H8817H100 109 2,637 SH   DFND 1 2 2,637 0 0
TRAVELZOO INC COM NEW 89421Q205 1,039 45,391 SH   DFND 1 45,391 0 0
TRC COS INC COM COM 872625108 457 68,851 SH   DFND 1 68,851 0 0
TREDEGAR CORP COM COM 894650100 2,936 127,607 SH   DFND 1 127,607 0 0
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TREEHOUSE FOODS INC COM 89469A104 17,390 241,562 SH   DFND 1 241,562 0 0
TREMOR VIDEO INC COM 89484Q100 155 37,708 SH   DFND 1 37,708 0 0
TREVENA INC COM 89532E109 285 36,350 SH   DFND 1 36,350 0 0
TREX INC COM COM 89531P105 6,288 85,960 SH   DFND 1 85,960 0 0
TRI POINTE HOMES INC COM 87265H109 1,201 74,018 SH   DFND 1 74,018 0 0
TRIANGLE CAPITAL CORP COM 895848109 518 20,011 SH   DFND 1 18,917 0 1,094
TRIANGLE PETROLEUM CORP COM NEW 89600B201 2,782 337,645 SH   DFND 1 337,645 0 0
TRICO BANCSHARES COM COM 896095106 117 4,549 SH   DFND 1 2 4,549 0 0
TRICO BANCSHARES COM COM 896095106 1,859 71,706 SH   DFND 1 71,706 0 0
TRI-CONTINENTAL CORP COM 895436103 788 39,259 PRN   DFND 1 2 39,259 0 0
TRIMAS CORP COM NEW 896215209 7,721 232,562 SH   DFND 1 232,562 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 50,831 1,307,967 SH   DFND 1 1,307,272 0 695
TRINA SOLAR LTD -ADR SPON ADR 89628E104 1 127 SH   DFND 1 2 127 0 0
TRINA SOLAR LTD -ADR SPON ADR 89628E104 235 17,496 SH   DFND 1 17,496 0 0
TRINITY INDS INC COM COM 896522109 29,062 403,259 SH   DFND 1 403,123 0 136
TRIPADVISOR INC COM 896945201 74,182 819,238 SH   DFND 1 819,003 0 235
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 101 6,259 SH   DFND 1 2 6,259 0 0
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 2,123 131,571 SH   DFND 1 131,571 0 0
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 11,888 887,861 SH   DFND 1 887,365 0 496
TRISTATE CAPITAL HLDGS INC COM 89678F100 101 7,139 SH   DFND 1 2 7,139 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 146 10,342 SH   DFND 1 10,342 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 17,362 268,852 SH   DFND 1 268,852 0 0
TRONOX LTD SHS CL A Q9235V101 6,812 286,580 SH   DFND 1 286,580 0 0
TROVAGENE INC COM NEW 897238309 375 65,494 SH   DFND 1 65,494 0 0
TRUEBLUE INC COM 89785X101 6,038 206,358 SH   DFND 1 206,358 0 0
TRULIA INC COM 897888103 5,750 173,218 SH   DFND 1 173,218 0 0
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WATERSTONE FINANCIAL INC COM 94188P101 888 85,520 SH   DFND 1 85,520 0 0
WATSCO INC COM COM 942622200 13,629 136,416 SH   DFND 1 136,416 0 0
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WAUSAU PAPER CORP COM COM 943315101 3,614 283,935 SH   DFND 1 283,935 0 0
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WCC 6 9/15/29 DBCV 6.000% 9/1 95082PAH8 2,957 1,000,000 PRN   DFND 1 2 1,000,000 0 0
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WD-40 CO COM COM 929236107 8,263 106,527 SH   DFND 1 106,527 0 0
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WELLS FARGO & CO NEW COM COM 949746101 1,833,105 36,869,009 SH   DFND 1 36,854,719 0 14,290
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WESTBURY BANCORP, INC COM 95727P106 270 18,472 SH   DFND 1 18,472 0 0
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