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 820 166,308 SH   DFND 1 166,308 0 0
1ST SOURCE CORP COM COM 336901103 1,472 54,686 SH   DFND 1 54,686 0 0
1ST UNITED BANCORP INC/NORTH COM 33740N105 795 108,394 SH   DFND 1 108,394 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 20,935 387,760 SH   DFND 1 387,346 0 414
3M CO COM 88579Y101 552,479 4,627,879 SH   DFND 1 4,625,514 0 2,365
8X8 INC NEW COM COM 282914100 3,431 340,685 SH   DFND 1 340,685 0 0
A. H. BELO CORP COM CL A 001282102 599 76,278 SH   DFND 1 76,278 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 4,027 151,637 SH   DFND 1 151,637 0 0
AAR CORP COM COM 000361105 346 12,653 SH   DFND 1 2 12,653 0 0
AAR CORP COM COM 000361105 6,750 246,976 SH   DFND 1 246,976 0 0
AARON'S INC COM PAR $0.50 002535300 8,919 321,990 SH   DFND 1 321,709 0 281
AASTROM BIOSCIENCES INC COM COM NEW 00253U305 84 302,407 SH   DFND 1 302,407 0 0
ABAXIS INC COM 002567105 4,152 98,625 SH   DFND 1 98,625 0 0
ABBOTT LABS COM COM 002824100 375 11,300 SH   DFND 1 2 11,300 0 0
ABBOTT LABS COM COM 002824100 370,702 11,171,831 SH   DFND 1 11,166,717 0 5,114
ABBVIE INC COM 00287Y109 507,137 11,340,518 SH   DFND 1 11,335,389 0 5,129
ABBVIE INC COM 00287Y109 13 300 SH   DFND 1 2 300 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 18,974 536,537 SH   DFND 1 536,337 0 200
ABIOMED INC COM COM 003654100 3,076 161,323 SH   DFND 1 161,323 0 0
ABM INDS INC COM COM 000957100 6,177 232,032 SH   DFND 1 232,032 0 0
ABRAXAS PETE CORP COM COM 003830106 1,100 428,054 SH   DFND 1 428,054 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 5,190 225,058 SH   DFND 1 225,058 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 6,272 159,056 SH   DFND 1 159,056 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 9,076 330,386 SH   DFND 1 330,386 0 0
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 7,534 305,266 SH   DFND 1 305,266 0 0
ACCELRYS INC COM COM 00430U103 2,375 240,882 SH   DFND 1 240,882 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 336,692 4,573,268 SH   DFND 1 4,570,719 0 2,549
ACCESS NATIONAL CORP COM COM 004337101 340 23,849 SH   DFND 1 23,849 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 1,419 105,840 SH   DFND 1 105,840 0 0
ACCO BRANDS CORP COM 00081T108 3,431 516,666 SH   DFND 1 516,122 0 544
ACCRETIVE HEALTH INC COM 00438V103 2,077 227,742 SH   DFND 1 227,742 0 0
ACCURAY INC COM 004397105 2,071 280,182 SH   DFND 1 280,182 0 0
ACCURIDE CORP COM NEW 00439T206 1,177 228,962 SH   DFND 1 228,962 0 0
ACE LTD ORD SHS H0023R105 9 100 SH   DFND 1 2 100 0 0
ACE LTD ORD SHS H0023R105 219,334 2,344,921 SH   DFND 1 2,344,489 0 432
ACELRX PHARMACEUTICALS INC COM 00444T100 1,134 105,273 SH   DFND 1 105,273 0 0
ACETO CORP COM COM 004446100 2,189 140,141 SH   DFND 1 140,141 0 0
ACHILLION PHARMACTCLS COM 00448Q201 1,206 399,478 SH   DFND 1 399,478 0 0
ACI WORLDWIDE INC COM 004498101 9,533 176,341 SH   DFND 1 176,341 0 0
ACNB CORP COM 000868109 293 17,295 SH   DFND 1 17,295 0 0
ACORDA THERAPEUTICS INC-REDH COM 00484M106 6,367 185,736 SH   DFND 1 185,736 0 0
ACORN ENERGY INC COM 004848107 569 96,465 SH   DFND 1 96,465 0 0
ACTIVE NETWORK INC/THE COM 00506D100 3,278 229,101 SH   DFND 1 229,101 0 0
ACTIVE POWER INC COM COM NEW 00504W308 177 60,907 SH   DFND 1 60,907 0 0
ACTIVISION BLIZZARD INC COM 00507V109 35,143 2,108,407 SH   DFND 1 2,106,723 0 1,684
ACTUANT CORP CL A NEW CL A NEW 00508X203 11,529 296,844 SH   DFND 1 296,844 0 0
ACTUATE CORP COM COM 00508B102 1,805 245,529 SH   DFND 1 245,529 0 0
ACUITY BRANDS INC COM COM 00508Y102 17,366 188,723 SH   DFND 1 188,723 0 0
ACURA PHARMACEUTIALS INC COM NEW 00509L703 196 103,419 SH   DFND 1 103,419 0 0
ACXIOM CORP COM COM 005125109 10,811 380,796 SH   DFND 1 380,596 0 200
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 755 13,608 SH   DFND 1 13,608 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 44 10,908 SH   DFND 1 10,908 0 0
ADDUS HOMECARE CORP COM 006739106 1,068 36,852 SH   DFND 1 36,852 0 0
ADDUS HOMECARE CORP COM 006739106 64 2,200 SH   DFND 1 2 2,200 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 29 11,928 SH   DFND 1 11,928 0 0
ADEPT TECHNOLOGY INC COM COM NEW 006854202 143 19,797 SH   DFND 1 19,797 0 0
ADOBE SYS INC COM COM 00724F101 170,831 3,289,848 SH   DFND 1 3,289,280 0 568
ADT CORP/THE COM 00101J106 167 4,100 SH   DFND 1 2 4,100 0 0
ADT CORP/THE COM 00101J106 57,720 1,419,928 SH   DFND 1 1,419,656 0 272
ADTRAN INC COM COM 00738A106 7,353 276,032 SH   DFND 1 275,932 0 100
ADVANCED AUTO PARTS INC COM COM 00751Y106 25,393 307,164 SH   DFND 1 306,982 0 182
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 2,407 56,344 SH   DFND 1 56,344 0 0
ADVANCED ENERGY INDS COM COM 007973100 4,083 233,056 SH   DFND 1 233,056 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 9,448 2,486,216 SH   DFND 1 2,483,998 0 2,218
ADVANCED PHOTONIX INC CL A CL A 00754E107 25 45,631 SH   DFND 1 45,631 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 57 11,899 SH   DFND 1 0 0 11,899
ADVENT SOFTWARE INC COM COM 007974108 8,284 260,914 SH   DFND 1 260,914 0 0
ADVENT SOFTWARE INC COM COM 007974108 349 11,000 SH   DFND 1 2 11,000 0 0
ADVISORY BRD CO COM COM 00762W107 10,002 168,163 SH   DFND 1 168,163 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 115 3,675 SH   DFND 1 2 3,675 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 13,686 437,665 SH   DFND 1 437,415 0 250
AEGERION PHARMACEUTICALS INC COM 00767E102 11,392 132,910 SH   DFND 1 132,910 0 0
AEGION CORP COM 00770F104 4,430 186,684 SH   DFND 1 186,684 0 0
AEHR TEST SYSTEMS COM COM 00760J108 28 12,126 SH   DFND 1 12,126 0 0
AEP INDS INC COM COM 001031103 2,836 38,164 SH   DFND 1 38,164 0 0
AEROFLEX HOLDING CORP COM 007767106 579 82,188 SH   DFND 1 82,188 0 0
AEROPOSTALE COM COM 007865108 3,184 338,728 SH   DFND 1 338,428 0 300
AEROVIRONMENT INC COM 008073108 2,130 92,212 SH   DFND 1 92,212 0 0
AES CORP COM COM 00130H105 56,629 4,262,064 SH   DFND 1 4,261,143 0 921
AETNA INC NEW COM COM 00817Y108 165,340 2,583,287 SH   DFND 1 2,582,544 0 743
AFC ENTERPRISES INC COM COM 00104Q107 4,608 105,721 SH   DFND 1 105,721 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 40,465 221,585 SH   DFND 1 221,515 0 70
AFFYMETRIX INC COM COM 00826T108 1,863 300,418 SH   DFND 1 300,318 0 100
AFLAC INC COM COM 001055102 198,069 3,195,990 SH   DFND 1 3,194,446 0 1,544
AG MORTGAGE INVESTMENT TRUST COM 001228105 1,995 120,014 SH   DFND 1 118,966 0 1,048
AGCO CORP COM COM 001084102 69 1,148 SH   DFND 1 2 1,148 0 0
AGCO CORP COM COM 001084102 25,548 422,897 SH   DFND 1 422,655 0 242
AGENUS INC COM NEW 00847G705 269 96,995 SH   DFND 1 96,995 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 119,450 2,331,333 SH   DFND 1 2,330,042 0 1,291
AGILYSYS INC COM 00847J105 1,130 94,782 SH   DFND 1 94,782 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,058 37,828 SH   DFND 1 37,828 0 0
AGL RES INC COM COM 001204106 37,715 819,486 SH   DFND 1 819,346 0 140
AGREE REALTY CORP COM 008492100 1,868 61,880 SH   DFND 1 61,880 0 0
AGRIUM INC COM COM 008916108 478 5,687 SH   DFND 1 5,635 0 52
AIR LEASE CORP CL A 00912X302 8,684 313,947 SH   DFND 1 313,790 0 157
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 6,944 162,994 SH   DFND 1 162,994 0 0
AIR PRODS & CHEMS INC COM COM 009158106 153,917 1,444,656 SH   DFND 1 1,443,723 0 933
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 2,319 309,603 SH   DFND 1 309,603 0 0
AIRCASTLE LTD COM G0129K104 6,389 366,947 SH   DFND 1 366,947 0 0
AIRGAS INC COM COM 009363102 48,447 456,945 SH   DFND 1 456,253 0 692
AK STL HLDG CORP COM COM 001547108 2,128 567,589 SH   DFND 1 567,289 0 300
AKAMAI TECHNOLOGIES INC COM COM 00971T101 65,031 1,258,154 SH   DFND 1 1,257,653 0 501
AKORN INC COM COM 009728106 6,593 334,998 SH   DFND 1 334,998 0 0
ALAMO GROUP INC COM COM 011311107 2,443 49,957 SH   DFND 1 49,957 0 0
ALASKA AIR GROUP INC COM COM 011659109 18,171 290,181 SH   DFND 1 289,902 0 279
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 696 270,832 SH   DFND 1 270,832 0 0
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 22 8,400 SH   DFND 1 2 8,400 0 0
ALBANY INTL CORP CL A CL A 012348108 5,489 153,020 SH   DFND 1 153,020 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,030 157,474 SH   DFND 1 157,474 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 12 952 SH   DFND 1 2 952 0 0
ALBEMARLE CORP COM COM 012653101 20,490 325,590 SH   DFND 1 324,462 0 1,128
ALCOA INC COM COM 013817101 325 40,000 SH   DFND 1 2 40,000 0 0
ALCOA INC COM COM 013817101 60,568 7,460,906 SH   DFND 1 7,459,702 0 1,204
ALERE INC COM 01449J105 9,894 323,651 SH   DFND 1 323,392 0 259
ALEXANDER & BALDWIN INC COM 014491104 7,427 206,197 SH   DFND 1 206,197 0 0
ALEXANDERS INC COM COM 014752109 3,351 11,712 SH   DFND 1 11,712 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 23,876 373,946 SH   DFND 1 373,764 0 182
ALEXION PHARMACEUTICALS INC COM COM 015351109 58 500 SH   DFND 1 2 500 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 160,916 1,385,640 SH   DFND 1 1,385,419 0 221
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 268 52,328 SH   DFND 1 52,328 0 0
ALICO INC COM COM 016230104 450 10,934 SH   DFND 1 10,934 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 15,667 325,572 SH   DFND 1 325,572 0 0
ALIMERA SCIENCES INC COM 016259103 150 39,781 SH   DFND 1 39,781 0 0
ALKERMES INC COM SHS G01767105 20,552 611,294 SH   DFND 1 610,950 0 344
ALLEGHANY CORP DEL COM COM 017175100 28,591 69,804 SH   DFND 1 69,784 0 20
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 22,618 741,222 SH   DFND 1 741,095 0 127
ALLEGIANT TRAVEL CO COM 01748X102 8,408 79,804 SH   DFND 1 79,704 0 100
ALLERGAN INC COM COM 018490102 185,428 2,050,589 SH   DFND 1 2,050,233 0 356
ALLERGAN INC COM COM 018490102 45 500 SH   DFND 1 2 500 0 0
ALLETE INC COM COM NEW 018522300 8,595 177,952 SH   DFND 1 177,952 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 43,010 203,412 SH   DFND 1 203,359 0 53
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,623 79,283 SH   DFND 1 79,283 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 545 9,102 SH   DFND 1 9,102 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 4,322 156,098 SH   DFND 1 156,098 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 291 10,500 SH   DFND 1 2 10,500 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 1,240 426,070 SH   DFND 1 426,070 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 410 5,533 SH   DFND 1 5,533 0 0
ALLIANCEBERNSTEIN INCOME FUND COM 01881E101 1,868 265,301 PRN   DFND 1 2 265,301 0 0
ALLIANT ENERGY CORP COM COM 018802108 23,969 483,788 SH   DFND 1 483,145 0 643
ALLIANT TECHSYSTEMS INC COM COM 018804104 14,919 152,917 SH   DFND 1 152,830 0 87
ALLIED MOTION TECHNOLOGIES INC COM 019330109 152 18,740 SH   DFND 1 18,740 0 0
ALLIED NEVADA GOLD CORP COM 019344100 1,703 407,315 SH   DFND 1 407,315 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 14,429 145,174 SH   DFND 1 145,133 0 41
ALLISON TRANSMISSION HOLDING COM 01973R101 5,840 233,139 SH   DFND 1 233,057 0 82
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 10,368 697,212 SH   DFND 1 697,212 0 0
ALLSTATE CORP COM COM 020002101 166,635 3,297,277 SH   DFND 1 3,295,517 0 1,760
ALLSTATE CORP COM COM 020002101 432 8,544 SH   DFND 1 2 8,544 0 0
ALMOST FAMILY INC COM 020409108 686 35,322 SH   DFND 1 35,322 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 16,154 252,367 SH   DFND 1 251,967 0 400
ALON USA ENERGY INC COM 020520102 5 466 SH   DFND 1 2 466 0 0
ALON USA ENERGY INC COM 020520102 2,201 215,614 SH   DFND 1 215,614 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 95 11,333 SH   DFND 1 11,333 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 6,027 1,011,203 SH   DFND 1 1,011,203 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 597 303,207 SH   DFND 1 303,207 0 0
ALPINE GLOBAL DYNAMIC DIV FD COM 02082E106 373 78,399 PRN   DFND 1 2 78,399 0 0
ALPINE TOTAL DYNAMIC DIV FD COM SBI 021060108 1,344 334,425 PRN   DFND 1 2 334,425 0 0
ALTAIR NANOTECHNOLOGIES INC COM PAR $0.001 021373303 92 35,540 SH   DFND 1 35,540 0 0
ALTERA CORP COM COM 021441100 83,653 2,251,704 SH   DFND 1 2,250,635 0 1,069
ALTEVA COM 02153V102 127 16,362 SH   DFND 1 16,362 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 10,110 72,208 SH   DFND 1 72,208 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 3,075 133,794 SH   DFND 1 133,794 0 0
ALTRA HLDGS INC COM 02208R106 3,300 122,627 SH   DFND 1 122,627 0 0
ALTRIA GROUP INC COM 02209S103 486,758 14,174,043 SH   DFND 1 14,171,646 0 2,397
AMAG PHARMACEUTICALS INC COM 00163U106 2,348 109,289 SH   DFND 1 109,289 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 139 21,933 SH   DFND 1 21,933 0 0
AMAZON COM INC COM COM 023135106 842,376 2,695,043 SH   DFND 1 2,693,965 0 1,078
AMBAC FINL GROUP INC COM COM NEW 023139884 3,862 212,886 SH   DFND 1 212,886 0 0
AMBARELLA INC SHS G037AX101 2,965 151,897 SH   DFND 1 151,897 0 0
AMBASSADORS GROUP INC COM COM 023177108 259 75,095 SH   DFND 1 75,095 0 0
AMBIT BIOSCIENCES CORP COM 02318X100 401 25,868 SH   DFND 1 25,868 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 18,951 276,733 SH   DFND 1 276,662 0 71
AMCOL INTL CORP COM COM 02341W103 3,714 113,656 SH   DFND 1 113,656 0 0
AMDOCS LTD ORD ORD G02602103 29,627 808,587 SH   DFND 1 808,351 0 236
AMEDISYS INC COM COM 023436108 2,409 139,909 SH   DFND 1 139,909 0 0
AMER SELECT PORTFOLIO INC COM 029570108 587 61,079 PRN   DFND 1 2 61,079 0 0
AMERCO COM COM 023586100 8,355 45,376 SH   DFND 1 45,254 0 122
AMEREN CORP COM COM 023608102 60,568 1,738,884 SH   DFND 1 1,738,211 0 673
AMERESCO INC - CL A CL A 02361E108 987 98,528 SH   DFND 1 98,528 0 0
AMERICAN APPAREL INC -REDH COM 023850100 265 203,777 SH   DFND 1 203,777 0 0
AMERICAN ASSETS TRUST INC COM 024013104 4,845 158,794 SH   DFND 1 158,794 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 5,517 279,776 SH   DFND 1 279,776 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 19,019 556,934 SH   DFND 1 556,934 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 39,189 1,736,533 SH   DFND 1 1,733,118 0 3,415
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 5,371 271,796 SH   DFND 1 270,510 0 1,286
AMERICAN CAPITAL STRATEGIES COM COM 02503Y103 3,183 231,523 SH   DFND 1 231,171 0 352
AMERICAN DG ENERGY INC COM 025398108 144 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 10,370 741,264 SH   DFND 1 740,745 0 519
AMERICAN ELEC PWR INC COM COM 025537101 149,816 3,456,819 SH   DFND 1 3,455,542 0 1,277
AMERICAN EQUITY INVT LIFE HL COM 025676206 5,433 256,034 SH   DFND 1 256,034 0 0
AMERICAN EXPRESS CO COM COM 025816109 500,970 6,635,272 SH   DFND 1 6,633,136 0 2,136
AMERICAN FINL GROUP INC OHI COM COM 025932104 14,008 259,114 SH   DFND 1 259,007 0 107
AMERICAN HOMES 4 RENT CL A 02665T306 4,432 274,426 SH   DFND 1 274,426 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 530 10,900 SH   DFND 1 2 10,900 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 510,879 10,507,981 SH   DFND 1 10,504,912 0 3,069
AMERICAN NATL BANKSHARES IN COM COM 027745108 658 28,347 SH   DFND 1 28,347 0 0
AMERICAN NATL INS CO COM COM 028591105 4,177 42,602 SH   DFND 1 42,582 0 20
AMERICAN PAC CORP COM COM 028740108 2,104 38,414 SH   DFND 1 38,414 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 3,042 80,485 SH   DFND 1 80,485 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,199 56,043 SH   DFND 1 56,043 0 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 10,592 868,174 SH   DFND 1 868,174 0 0
AMERICAN RESIDENTIAL PROPERTIES COM 02927E303 1,240 70,434 SH   DFND 1 70,434 0 0
AMERICAN SCIENCE & ENGR INC COM COM 029429107 3,673 60,896 SH   DFND 1 60,446 0 450
AMERICAN SOFTWARE INC CL A CL A 029683109 704 82,398 SH   DFND 1 82,398 0 0
AMERICAN STS WTR CO COM COM 029899101 7,541 273,609 SH   DFND 1 273,609 0 0
AMERICAN STS WTR CO COM COM 029899101 50 1,800 SH   DFND 1 2 1,800 0 0
AMERICAN SUPERCONDUCTOR COR COM COM 030111108 660 282,157 SH   DFND 1 282,157 0 0
AMERICAN TOWER CORP CL A COM 03027X100 200,071 2,699,612 SH   DFND 1 2,699,142 0 470
AMERICAN VANGUARD CORP COM COM 030371108 2,945 109,387 SH   DFND 1 109,387 0 0
AMERICAN WATER WORKS CO-REDH COM 030420103 31,001 751,099 SH   DFND 1 751,099 0 0
AMERICAN WOODMARK CORP COM COM 030506109 607 17,529 SH   DFND 1 2 17,529 0 0
AMERICAN WOODMARK CORP COM COM 030506109 1,982 57,215 SH   DFND 1 57,215 0 0
AMERICAS CAR MART INC COM COM 03062T105 1,780 39,455 SH   DFND 1 39,455 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 125,082 1,373,675 SH   DFND 1 1,373,007 0 668
AMERIS BANCORP COM COM 03076K108 278 15,111 SH   DFND 1 2 15,111 0 0
AMERIS BANCORP COM COM 03076K108 2,138 116,300 SH   DFND 1 116,300 0 0
AMERISAFE INC COM 03071H100 3,359 94,605 SH   DFND 1 94,605 0 0
AMERISERV FINL INC COM COM 03074A102 46 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 101,834 1,667,082 SH   DFND 1 1,666,025 0 1,057
AMERISOURCEBERGEN CORP COM COM 03073E105 386 6,317 SH   DFND 1 2 6,317 0 0
AMES NATIONAL CORP COM 031001100 507 22,272 SH   DFND 1 22,272 0 0
AMETEK INC NEW COM COM 031100100 78,866 1,714,153 SH   DFND 1 1,712,414 0 1,739
AMGEN INC COM COM 031162100 612,871 5,476,314 SH   DFND 1 5,473,700 0 2,614
AMICUS THERAPEUTICS INC-REDH COM 03152W109 353 152,119 SH   DFND 1 152,119 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 2,379 554,628 SH   DFND 1 554,428 0 200
AMN HEALTHCARE SERVICES INC COM COM 001744101 3,736 271,524 SH   DFND 1 271,524 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 712 39,708 SH   DFND 1 39,708 0 0
AMPHENOL CORP NEW CL A CL A 032095101 85,492 1,105,112 SH   DFND 1 1,104,930 0 182
AMPIO PHARMACEUTICALS INC COM 03209T109 944 125,912 SH   DFND 1 125,912 0 0
AMREIT INC - CLASS B CL B 03216B208 1,347 77,656 SH   DFND 1 77,656 0 0
AMSURG CORP COM COM 03232P405 6,770 170,534 SH   DFND 1 170,534 0 0
AMSURG CORP COM COM 03232P405 619 15,589 SH   DFND 1 2 15,589 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 245 33,540 SH   DFND 1 33,540 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 5,559 142,319 SH   DFND 1 142,319 0 0
AMYRIS INC COM 03236M101 390 168,678 SH   DFND 1 168,678 0 0
ANACOR PHARMACEUTICALS COM 032420101 1,408 132,598 SH   DFND 1 132,598 0 0
ANADARKO PETE CORP COM COM 032511107 333,343 3,585,602 SH   DFND 1 3,583,935 0 1,667
ANADIGICS INC COM COM 032515108 770 390,874 SH   DFND 1 390,874 0 0
ANALOG DEVICES INC COM COM 032654105 105,194 2,236,358 SH   DFND 1 2,235,298 0 1,060
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 5,067 61,310 SH   DFND 1 61,310 0 0
ANAREN INC COM 032744104 3,484 136,642 SH   DFND 1 136,642 0 0
ANAREN INC COM 032744104 297 11,644 SH   DFND 1 2 11,644 0 0
ANDERSONS INC COM COM 034164103 8,472 121,204 SH   DFND 1 121,204 0 0
ANDERSONS INC COM COM 034164103 1,615 23,108 SH   DFND 1 2 23,108 0 0
ANGIE'S LIST INC COM 034754101 4,315 191,770 SH   DFND 1 191,770 0 0
ANGIODYNAMICS INC COM COM 03475V101 1,900 143,964 SH   DFND 1 143,964 0 0
ANI PHARMACEUTICALS INC COM 00182C103 281 28,784 SH   DFND 1 28,784 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 1,301 54,304 SH   DFND 1 54,304 0 0
ANIXTER INTL INC COM COM 035290105 10,108 115,312 SH   DFND 1 115,312 0 0
ANN INC COM 035623107 7,342 202,708 SH   DFND 1 202,508 0 200
ANNALY MTG MGMT INC COM COM 035710409 47,384 4,092,383 SH   DFND 1 4,084,941 0 7,442
ANNIE'S INC COM 03600T104 3,258 66,355 SH   DFND 1 66,355 0 0
ANR 3 3/4 12/15/17 NOTE 3.750%12/1 02076XAE2 3,800 4,000,000 PRN   DFND 1 2 4,000,000 0 0
ANSYS INC COM COM 03662Q105 34,766 401,876 SH   DFND 1 401,567 0 309
ANTARES PHARMA INC COM 036642106 2,063 508,199 SH   DFND 1 508,199 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 375 93,386 SH   DFND 1 93,386 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 4,700 973,124 SH   DFND 1 973,124 0 0
AOL INC COM 00184X105 11,182 323,360 SH   DFND 1 323,360 0 0
AOL INC COM 00184X105 647 18,715 SH   DFND 1 2 18,715 0 0
AON PLC SHS CL A G0408V102 160,001 2,149,931 SH   DFND 1 2,149,583 0 348
APACHE CORP COM COM 037411105 244,487 2,872,288 SH   DFND 1 2,871,072 0 1,216
APARTMENT INVT & MGMT CO CL A CL A 03748R101 32,705 1,170,704 SH   DFND 1 1,170,536 0 168
APARTMENT INVT & MGMT CO CL A CL A 03748R101 198 7,100 SH   DFND 1 2 7,100 0 0
APCO OIL & GAS INTERNATIONAL I SHS G0471F109 956 67,071 SH   DFND 1 67,071 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 324 110,492 SH   DFND 1 110,492 0 0
APOGEE ENTERPRISES INC COM COM 037598109 5,238 176,469 SH   DFND 1 176,469 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 3,717 243,425 SH   DFND 1 242,319 0 1,106
APOLLO GROUP INC CL A CL A 037604105 10,238 491,981 SH   DFND 1 491,565 0 416
APOLLO INVESTMENT CORP COM 03761U106 901 110,596 SH   DFND 1 104,311 0 6,285
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 2,681 183,744 SH   DFND 1 182,027 0 1,717
APPLE COMPUTER INC COM COM 037833100 286 600 SH   DFND 1 2 600 0 0
APPLE COMPUTER INC COM COM 037833100 3,154,220 6,617,698 SH   DFND 1 6,614,865 0 2,833
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 9,411 182,740 SH   DFND 1 182,740 0 0
APPLIED MATLS INC COM COM 038222105 149,066 8,500,784 SH   DFND 1 8,496,323 0 4,461
APPLIED MICRO CIRCUITS CORP COM COM NEW 03822W406 4,619 358,046 SH   DFND 1 357,896 0 150
APPROACH RESOURCES INC COM 03834A103 3,884 147,784 SH   DFND 1 147,784 0 0
APRICUS BIOSCIENCES INC COM 03832V109 263 126,036 SH   DFND 1 126,036 0 0
APTARGROUP INC COM COM 038336103 17,313 287,927 SH   DFND 1 287,813 0 114
AQUA AMERICA INC COM 03836W103 19,155 774,567 SH   DFND 1 774,235 0 332
ARABIAN AMERICAN DEV CO COM 038465100 747 82,132 SH   DFND 1 82,132 0 0
ARATANA THERAPEUTICS INC COM 03874P101 547 33,458 SH   DFND 1 33,458 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AC9 10,543 7,000,000 PRN   DFND 1 2 7,000,000 0 0
ARBOR REALTY TRUST INC COM 038923108 989 145,887 SH   DFND 1 145,887 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 763 166,250 SH   DFND 1 166,250 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 28,125 519,659 SH   DFND 1 519,466 0 193
ARCH COAL INC COM COM 039380100 3,916 952,791 SH   DFND 1 952,591 0 200
ARCHER DANIELS MIDLAND CO COM COM 039483102 170,031 4,616,568 SH   DFND 1 4,615,627 0 941
ARCTIC CAT INC COM COM 039670104 3,887 68,126 SH   DFND 1 68,126 0 0
ARDEN GROUP INC CL A CL A 039762109 558 4,293 SH   DFND 1 4,293 0 0
ARDMORE SHIPPING CORP COM Y0207T100 628 51,721 SH   DFND 1 51,721 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 5,242 994,639 SH   DFND 1 994,639 0 0
ARES CAPITAL CORP COM 04010L103 1,233 71,324 SH   DFND 1 67,117 0 4,207
ARES COMMERCIAL REAL ESTATE COM 04013V108 1,311 105,478 SH   DFND 1 105,478 0 0
ARGAN INC COM 04010E109 2,262 102,975 SH   DFND 1 102,975 0 0
ARGAN INC COM 04010E109 424 19,285 SH   DFND 1 2 19,285 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 6,932 161,661 SH   DFND 1 161,661 0 0
ARIAD PHARMACEUTICALS INC COM COM 04033A100 14,760 802,163 SH   DFND 1 801,950 0 213
ARKANSAS BEST CORP DEL COM COM 040790107 3,323 129,470 SH   DFND 1 129,470 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 2,069 87,018 SH   DFND 1 84,858 0 2,160
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 985 20,472 SH   DFND 1 18,478 0 1,994
ARMADA HOFFLER PROPERTIES INC COM 04208T108 834 84,205 SH   DFND 1 84,205 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 6,855 1,632,209 SH   DFND 1 1,626,859 0 5,350
ARMSTRONG WORLD INDUSTRIE COM 04247X102 8,227 149,695 SH   DFND 1 149,655 0 40
AROTECH CORP COM NEW 042682203 38 21,565 SH   DFND 1 21,565 0 0
ARQULE INC COM COM 04269E107 627 269,175 SH   DFND 1 269,175 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 3,233 519,794 SH   DFND 1 519,794 0 0
ARRIS GROUP INC COM COM 04270V106 12,310 721,561 SH   DFND 1 721,561 0 0
ARROW ELECTRS INC COM COM 042735100 21,697 447,147 SH   DFND 1 446,825 0 322
ARROW FINL CORP COM COM 042744102 1,380 54,115 SH   DFND 1 54,115 0 0
ARROWHEAD RESEARCH CORP COM NEW 042797209 269 47,304 SH   DFND 1 47,304 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 670 30,100 SH   DFND 1 30,100 0 0
ARTHROCARE CORP COM COM 043136100 4,544 127,716 SH   DFND 1 127,716 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,261 43,174 SH   DFND 1 43,174 0 0
ARUBA NETWORKS INC COM 043176106 9,105 547,157 SH   DFND 1 547,157 0 0
ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 7,376 138,645 SH   DFND 1 138,645 0 0
ASCENA RETAIL GROUP INC COM 04351G101 11,082 556,033 SH   DFND 1 555,771 0 262
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 4,958 61,494 SH   DFND 1 61,359 0 135
ASCENT SOLAR TECH INC -REDH COM 043635101 130 147,729 SH   DFND 1 147,729 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 5,119 414,858 SH   DFND 1 414,858 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 147 11,900 SH   DFND 1 2 11,900 0 0
ASHLAND INC COM COM 044209104 27,710 299,669 SH   DFND 1 299,558 0 111
ASIAINFO-LINKAGE INC COM 04518A104 129 11,188 SH   DFND 1 11,188 0 0
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 1,532 15,512 SH   DFND 1 15,512 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 11,108 306,084 SH   DFND 1 305,956 0 128
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 98 2,700 SH   DFND 1 2 2,700 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 19,447 562,877 SH   DFND 1 562,877 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 419 12,117 SH   DFND 1 2 12,117 0 0
ASSOCIATED BANC CORP COM COM 045487105 11,610 749,518 SH   DFND 1 747,818 0 1,700
ASSOCIATED ESTATES RLTY COR COM COM 045604105 4,390 294,463 SH   DFND 1 294,463 0 0
ASSURANT INC COM 04621X108 29,219 540,224 SH   DFND 1 539,659 0 565
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ASTA FUNDING INC COM 046220109 280 31,471 SH   DFND 1 31,471 0 0
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ASTEC INDS INC COM COM 046224101 3,408 94,778 SH   DFND 1 94,778 0 0
ASTEX PHARMACEUTICALS COM 04624B103 59 7,000 SH   DFND 1 2 7,000 0 0
ASTEX PHARMACEUTICALS COM 04624B103 3,626 427,563 SH   DFND 1 427,563 0 0
ASTORIA FINL CORP COM COM 046265104 4,501 361,837 SH   DFND 1 361,837 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 1,463 28,171 SH   DFND 1 2 28,171 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 217 4,188 SH   DFND 1 3,408 0 780
ASTRONICS CORP COM COM 046433108 2,661 53,536 SH   DFND 1 53,536 0 0
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AT&T INC COM 00206R102 1,281,758 37,908,802 SH   DFND 1 37,891,135 0 17,667
AT&T INC COM 00206R102 257 7,600 SH   DFND 1 2 7,600 0 0
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ATHERSYS INC COM 04744L106 339 206,936 SH   DFND 1 206,936 0 0
ATHLON ENERGY INC COM 047477104 2,668 81,598 SH   DFND 1 81,598 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 215 50,218 SH   DFND 1 50,218 0 0
ATLANTIC TELE NETWORK INC COM NEW COM NEW 049079205 2,665 51,125 SH   DFND 1 51,125 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 269 72,699 SH   DFND 1 72,699 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 5,904 128,035 SH   DFND 1 128,035 0 0
ATMEL CORP COM COM 049513104 13,810 1,856,240 SH   DFND 1 1,855,740 0 500
ATMI INC COM COM 00207R101 4,018 151,502 SH   DFND 1 151,502 0 0
ATMOS ENERGY CORP COM COM 049560105 15,615 366,637 SH   DFND 1 366,530 0 107
ATOSSA GENETICS INC COM 04962H100 150 26,735 SH   DFND 1 26,735 0 0
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ATRION CORP COM COM 049904105 1,466 5,664 SH   DFND 1 5,664 0 0
ATWOOD OCEANICS INC COM COM 050095108 14,161 257,277 SH   DFND 1 256,774 0 503
AUDIENCE INC COM 05070J102 521 46,332 SH   DFND 1 46,332 0 0
AUTHENTIDATE HLDG CORP COM COM NEW 052666203 32 35,814 SH   DFND 1 35,814 0 0
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AUTODESK INC COM COM 052769106 64,626 1,570,103 SH   DFND 1 1,569,448 0 655
AUTOLIV INC COM COM 052800109 33,277 380,839 SH   DFND 1 380,839 0 0
AUTOMATIC DATA PROCESSING I COM COM 053015103 244,086 3,373,145 SH   DFND 1 3,371,524 0 1,621
AUTONATION INC COM COM 05329W102 23,123 443,295 SH   DFND 1 442,898 0 397
AUTOZONE INC COM COM 053332102 103,883 245,805 SH   DFND 1 245,747 0 58
AUTOZONE INC COM COM 053332102 380 900 SH   DFND 1 2 900 0 0
AUXILIUM PHARMACEUTICALS INC COM COM 05334D107 4,041 221,683 SH   DFND 1 221,583 0 100
AV HOMES INC COM 00234P102 861 49,311 SH   DFND 1 49,293 0 18
AVAGO TECHNOLOGIES LTD SHS Y0486S104 47,963 1,112,452 SH   DFND 1 1,112,168 0 284
AVALONBAY CMNTYS INC COM COM 053484101 126,122 992,595 SH   DFND 1 992,450 0 145
AVANIR PHARMACEUTICALS CL A. CL A NEW 05348P401 2,826 666,596 SH   DFND 1 666,596 0 0
AVEO PHARMACEUTICALS INC COM 053588109 383 184,894 SH   DFND 1 184,894 0 0
AVERY DENNISON CORP COM COM 053611109 17 400 SH   DFND 1 2 400 0 0
AVERY DENNISON CORP COM COM 053611109 29,921 687,699 SH   DFND 1 687,380 0 319
AVG TECHNOLOGIES SHS N07831105 330 13,767 SH   DFND 1 2 13,767 0 0
AVG TECHNOLOGIES SHS N07831105 2,914 121,741 SH   DFND 1 121,741 0 0
AVIAT NETWORKS INC COM 05366Y102 688 266,742 SH   DFND 1 266,742 0 0
AVID TECHNOLOGY INC COM COM 05367P100 815 135,755 SH   DFND 1 135,655 0 100
AVIS BUDGET GROUP INC COM 053774105 13,118 455,020 SH   DFND 1 454,825 0 195
AVISTA CORP COM COM 05379B107 7,421 281,112 SH   DFND 1 281,112 0 0
AVIV REIT INC COM 05381L101 1,358 59,547 SH   DFND 1 59,547 0 0
AVNET INC COM COM 053807103 25,682 615,829 SH   DFND 1 615,665 0 164
AVON PRODS INC COM COM 054303102 62,085 3,014,559 SH   DFND 1 3,013,167 0 1,392
AVON PRODS INC COM COM 054303102 167 8,100 SH   DFND 1 2 8,100 0 0
AVX CORP NEW COM COM 002444107 3,382 257,550 SH   DFND 1 257,550 0 0
AWARE INC MASS COM COM 05453N100 105 19,215 SH   DFND 1 19,215 0 0
AXCELIS TECHNOLOGIES INC COM COM 054540109 1,052 498,649 SH   DFND 1 498,649 0 0
AXIALL CORP COM 05463D100 11,613 307,302 SH   DFND 1 307,302 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,116 487,619 SH   DFND 1 487,283 0 336
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,463 33,772 SH   DFND 1 2 33,772 0 0
AXT INC COM COM 00246W103 300 128,401 SH   DFND 1 128,401 0 0
AZZ INC COM COM 002474104 5,150 123,035 SH   DFND 1 123,035 0 0
B&G FOODS INC COM 05508R106 8,075 233,729 SH   DFND 1 233,729 0 0
BABCOCK & WILCOX COMPANY-W/I COM 05615F102 15,535 460,714 SH   DFND 1 460,520 0 194
BACTERIN INTERNATIONAL HOLDI COM 05644R101 56 83,511 SH   DFND 1 83,511 0 0
BADGER METER INC COM 056525108 4,110 88,379 SH   DFND 1 88,379 0 0
BAIDU.COM ADR SPON ADR REP A 056752108 6,430 41,438 SH   DFND 1 41,438 0 0
BAKER HUGHES INC COM COM 057224107 149,515 3,045,899 SH   DFND 1 3,044,463 0 1,436
BAKER MICHAEL CORP COM COM 057149106 1,411 34,873 SH   DFND 1 34,873 0 0
BALCHEM CORP COM COM 057665200 6,904 133,415 SH   DFND 1 133,415 0 0
BALDWIN & LYONS INC CL B CL B 057755209 753 30,897 SH   DFND 1 30,897 0 0
BALL CORP COM COM 058498106 45,244 1,008,353 SH   DFND 1 1,008,145 0 208
BALLANTYNE OMAHA INC COM COM 058516105 280 65,729 SH   DFND 1 65,729 0 0
BALLARD PWR SYS INC COM COM 058586108 21 12,007 SH   DFND 1 12,007 0 0
BALLY TECHNOLOGIES INC COM 05874B107 214 2,971 SH   DFND 1 2 2,971 0 0
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BANK OF AMERICA CORPORATION COM COM 060505104 1,058,570 76,726,811 SH   DFND 1 76,697,037 0 29,774
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BANK OF MARIN BANCORP/CA COM 063425102 987 23,761 SH   DFND 1 23,761 0 0
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BASIC ENERGY SRVCS INC COM 06985P100 2,003 158,436 SH   DFND 1 158,436 0 0
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BB&T CORP COM COM 054937107 163,793 4,854,371 SH   DFND 1 4,851,820 0 2,551
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BEAM INC COM 073730103 72,316 1,118,849 SH   DFND 1 1,118,635 0 214
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BEBE STORES INC COM COM 075571109 1,322 217,086 SH   DFND 1 217,086 0 0
BECTON DICKINSON & CO COM COM 075887109 133,009 1,330,172 SH   DFND 1 1,329,353 0 819
BED BATH & BEYOND INC COM COM 075896100 118,870 1,536,982 SH   DFND 1 1,536,737 0 245
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BERKLEY W R CORP COM COM 084423102 20,218 471,784 SH   DFND 1 471,608 0 176
BERKSHIRE HATHAWAY INC DEL CL B CL B NEW 084670702 1,459,872 12,863,902 SH   DFND 1 12,859,018 0 4,884
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BERKSHIRE HILLS BANCORP INC COM COM 084680107 2,752 109,589 SH   DFND 1 109,589 0 0
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BERRY PLASTICS GROUP INC COM 08579W103 6,942 347,637 SH   DFND 1 347,637 0 0
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BEST BUY INC COM COM 086516101 218 5,800 SH   DFND 1 2 5,800 0 0
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BIO RAD LABS INC CL A CL A 090572207 10,345 87,995 SH   DFND 1 87,969 0 26
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BIOCRYST PHARMACEUTICALS COM COM 09058V103 1,496 205,526 SH   DFND 1 205,526 0 0
BIODEL INC COM NEW 09064M204 140 44,386 SH   DFND 1 44,386 0 0
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BIOSCRIP INC COM COM 09069N108 2,442 278,095 SH   DFND 1 278,095 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 304 15,592 SH   DFND 1 15,592 0 0
BIOTA HOLDINGS LTD COM 090694100 131 31,293 SH   DFND 1 31,293 0 0
BIOTELEMETRY INC COM 090672106 1,198 120,934 SH   DFND 1 120,934 0 0
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BJ'S RESTAURANTS INC COM 09180C106 3,141 109,381 SH   DFND 1 109,381 0 0
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BLACK HILLS CORP COM COM 092113109 9,820 196,942 SH   DFND 1 196,942 0 0
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BLACKBERRY LTD COM 09228F103 627 78,907 SH   DFND 1 78,907 0 0
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ERA GROUP INC COM 26885G109 2,347 86,346 SH   DFND 1 86,346 0 0
ERBA DIAGNOSTICS INC COM 29490B101 15 10,205 SH   DFND 1 10,205 0 0
ERICKSON AIR-CRANE INC COM 29482P100 350 22,332 SH   DFND 1 22,332 0 0
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ESCO TECHNOLOGIES INC COM COM 296315104 4,012 120,724 SH   DFND 1 120,724 0 0
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ESTERLINE TECHNOLOGIES CORP COM COM 297425100 13,023 163,014 SH   DFND 1 163,014 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 3,129 112,270 SH   DFND 1 112,270 0 0
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EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 242 6,525 SH   DFND 1 6,525 0 0
EVERBANK FINANCIAL CORP COM 29977G102 8,140 543,421 SH   DFND 1 543,421 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 8,872 180,217 SH   DFND 1 180,217 0 0
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EXTREME NETWORKS INC COM COM 30226D106 2,743 525,466 SH   DFND 1 525,466 0 0
EXXON MOBIL CORP COM COM 30231G102 2,704,739 31,443,586 SH   DFND 1 31,430,094 0 13,492
EXXON MOBIL CORP COM COM 30231G102 361 4,200 SH   DFND 1 2 4,200 0 0
EZCORP INC CL A NON VTG 302301106 4,359 258,206 SH   DFND 1 258,206 0 0
F M C CORP COM NEW COM NEW 302491303 68,151 950,468 SH   DFND 1 949,915 0 553
F5 NETWORKS INC COM COM 315616102 47,557 554,670 SH   DFND 1 554,381 0 289
FAB UNIVERSAL CORP COM 302771100 411 55,825 SH   DFND 1 55,825 0 0
FABRINET SHS G3323L100 1,936 114,940 SH   DFND 1 114,940 0 0
FACEBOOK INC -A CL A 30303M102 352,843 7,024,074 SH   DFND 1 7,020,652 0 3,422
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FAIR ISAAC INC COM 303250104 9,100 164,621 SH   DFND 1 164,621 0 0
FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 7,670 552,208 SH   DFND 1 552,051 0 157
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,228 128,558 SH   DFND 1 128,558 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 1,773 69,385 SH   DFND 1 69,385 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 193 146,419 SH   DFND 1 146,419 0 0
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FARO TECHNOLOGIES INC COM 311642102 3,289 78,002 SH   DFND 1 78,002 0 0
FASTENAL CO COM COM 311900104 97,415 1,939,096 SH   DFND 1 1,938,363 0 733
FBL FINL GROUP INC CL A CL A 30239F106 3,016 67,176 SH   DFND 1 67,176 0 0
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FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 1,545 57,627 SH   DFND 1 57,627 0 0
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FEDERATED DEPT STORES INC D COM COM 55616P104 418 9,668 SH   DFND 1 2 9,668 0 0
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FEI CO COM COM 30241L109 17,015 193,793 SH   DFND 1 193,793 0 0
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FINANCIAL INSTNS INC COM COM 317585404 995 48,648 SH   DFND 1 48,648 0 0
FINISAR COM COM NEW 31787A507 9,663 427,021 SH   DFND 1 427,021 0 0
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FIRST AMERICAN FINANCIAL - W/I COM 31847R102 14,652 601,720 SH   DFND 1 601,520 0 200
FIRST BANCORP INC COM 31866P102 498 29,661 SH   DFND 1 29,661 0 0
FIRST BANCORP N C COM COM 318910106 852 58,938 SH   DFND 1 58,938 0 0
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FIRST BUSEY CORP COM COM 319383105 1,500 287,881 SH   DFND 1 286,331 0 1,550
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FIRST CMNTY BANCSHARES INC COM COM 31983A103 1,089 66,586 SH   DFND 1 66,586 0 0
FIRST COMWLTH FINL CORP PA COM COM 319829107 3,511 462,544 SH   DFND 1 462,394 0 150
FIRST CONNECTICUT BANCORP COM 319850103 1,031 70,117 SH   DFND 1 70,117 0 0
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FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 63 306 SH   DFND 1 2 306 0 0
FIRST DEFIANCE FINL CORP COM COM 32006W106 827 35,354 SH   DFND 1 35,354 0 0
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FIRST HORIZON NATL CORP COM COM 320517105 11,374 1,034,978 SH   DFND 1 1,034,707 0 271
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FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 2,359 97,665 SH   DFND 1 97,665 0 0
FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 43 1,779 SH   DFND 1 2 1,779 0 0
FIRST LONG IS CORP COM COM 320734106 929 23,904 SH   DFND 1 23,904 0 0
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FIRST NIAGARA FINL GROUP IN COM COM 33582V108 15,846 1,528,079 SH   DFND 1 1,527,529 0 550
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FISERV INC COM COM 337738108 92,701 917,613 SH   DFND 1 917,462 0 151
FIVE BELOW, INC COM 33829M101 9,125 208,564 SH   DFND 1 208,564 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 363 31,958 SH   DFND 1 31,958 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 1,679 324,770 SH   DFND 1 324,770 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 359 24,340 SH   DFND 1 2 24,340 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 3,441 233,117 SH   DFND 1 233,117 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 34,392 312,197 SH   DFND 1 312,120 0 77
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FLIR SYS INC COM COM 302445101 31,561 1,005,374 SH   DFND 1 1,005,214 0 160
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FLOW INTL CORP COM COM 343468104 120 30,000 SH   DFND 1 2 30,000 0 0
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FMC TECHNOLOGIES INC COM COM 30249U101 90,661 1,636,289 SH   DFND 1 1,635,984 0 305
FNB CORP PA COM COM 302520101 8,193 675,410 SH   DFND 1 675,410 0 0
FOOD TECHNOLOGY SERVICE INC COM COM NEW 344798202 60 11,431 SH   DFND 1 11,431 0 0
FOOT LOCKER INC COM COM 344849104 23,882 703,647 SH   DFND 1 703,347 0 300
FORBES ENERGY SERVICES LTD COM 345143101 131 28,044 SH   DFND 1 28,044 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 475,264 28,178,922 SH   DFND 1 28,167,819 0 11,103
FOREST CITY ENTERPRISES INC CL A CL A 345550107 12,371 653,165 SH   DFND 1 652,965 0 200
FOREST LABS INC COM COM 345838106 71,606 1,673,853 SH   DFND 1 1,673,549 0 304
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FORESTAR REAL ESTATE GRP-W/I COM 346233109 3,687 171,237 SH   DFND 1 171,171 0 66
FORMFACTOR INC COM 346375108 1,648 240,234 SH   DFND 1 240,234 0 0
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FORTEGRA FINANCIAL CORP COM 34954W104 236 27,771 SH   DFND 1 27,771 0 0
FORTINET INC. COM 34959E109 12,227 603,516 SH   DFND 1 603,362 0 154
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 28,755 690,717 SH   DFND 1 690,525 0 192
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 5,016 185,695 SH   DFND 1 185,695 0 0
FORWARD AIR CORP COM COM 349853101 6,216 154,045 SH   DFND 1 154,045 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 36 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 42,782 368,134 SH   DFND 1 367,926 0 208
FOSTER L B CO COM COM 350060109 2,329 50,916 SH   DFND 1 50,916 0 0
FOSTER WHEELER LTD SHS COM H27178104 11,114 421,949 SH   DFND 1 421,949 0 0
FOX CHASE BANCORP INC COM 35137T108 1,084 62,281 SH   DFND 1 62,281 0 0
FOX FACTORY HOLDING CORP COM 35138V102 982 50,978 SH   DFND 1 50,978 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 593 47,422 SH   DFND 1 2 47,422 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 15 1,212 SH   DFND 1 0 0 1,212
FRANCESCAS HOLDINGS CORP COM 351793104 3,772 202,366 SH   DFND 1 202,366 0 0
FRANKLIN COVEY CO COM COM 353469109 830 46,263 SH   DFND 1 46,263 0 0
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FRANKLIN RES INC COM COM 354613101 143,328 2,836,088 SH   DFND 1 2,834,723 0 1,365
FRANKLIN RES INC COM COM 354613101 566 11,200 SH   DFND 1 2 11,200 0 0
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FRANKLIN TEMPLETON LTD DUR COM 35472T101 313 24,104 PRN   DFND 1 2 24,104 0 0
FRANKS INTERNATIONAL NV COM N33462107 208 6,962 SH   DFND 1 6,962 0 0
FREDS INC CL A CL A 356108100 2,694 172,152 SH   DFND 1 172,152 0 0
FREEPORT-MCMORAN COPPER & G CL B COM 35671D857 244,411 7,390,302 SH   DFND 1 7,387,495 0 2,807
FREEPORT-MCMORAN COPPER & G CL B COM 35671D857 1,469 44,400 SH   DFND 1 2 44,400 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 3,536 212,395 SH   DFND 1 212,272 0 123
FREIGHTCAR AMERICA INC COM 357023100 1,514 73,203 SH   DFND 1 73,203 0 0
FREQUENCY ELECTRS INC COM COM 358010106 167 14,272 SH   DFND 1 14,272 0 0
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 6,827 230,022 SH   DFND 1 230,022 0 0
FRESH MARKET INC/THE COM 35804H106 8,281 175,036 SH   DFND 1 174,988 0 48
FRIEDMAN INDUSTRIES INC COM 358435105 178 17,789 SH   DFND 1 17,789 0 0
FRISCHS RESTAURANTS INC COM COM 358748101 207 8,568 SH   DFND 1 8,568 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 29,895 7,170,570 SH   DFND 1 7,154,726 0 15,844
FRONTLINE LTD SHS G3682E127 58 21,732 SH   DFND 1 21,732 0 0
FTI CONSULTING INC COM COM 302941109 7,675 203,040 SH   DFND 1 203,040 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 1,439 73,200 SH   DFND 1 73,200 0 0
FUEL-TECH N.V. COM 359523107 557 127,640 SH   DFND 1 127,640 0 0
FUELCELL ENERGY INC COM COM 35952H106 1,022 792,451 SH   DFND 1 792,451 0 0
FULL HOUSE RESORTS INC COM 359678109 68 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 9,955 220,283 SH   DFND 1 220,283 0 0
FULTON FINL CORP PA COM COM 360271100 10,049 860,370 SH   DFND 1 860,108 0 262
FURIEX PHARMACEUTICALS COM 36106P101 1,964 44,646 SH   DFND 1 44,630 0 16
FURMANITE CORP COM 361086101 1,685 170,181 SH   DFND 1 170,181 0 0
FUSION-IO INC COM 36112J107 5,191 387,642 SH   DFND 1 387,642 0 0
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FX ENERGY INC COM COM 302695101 982 285,609 SH   DFND 1 285,609 0 0
FXCM INC - A COM CL A 302693106 3,703 187,510 SH   DFND 1 187,510 0 0
G & K SVCS INC CL A CL A 361268105 7,619 126,165 SH   DFND 1 126,165 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 3,989 73,076 SH   DFND 1 73,076 0 0
GAIAM INC CL A CL A 36268Q103 256 51,074 SH   DFND 1 51,074 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 838 66,528 SH   DFND 1 66,528 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 443 44,385 SH   DFND 1 44,385 0 0
GALENA BIOPHARMA INC COM 363256108 985 433,721 SH   DFND 1 433,721 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 23,960 548,908 SH   DFND 1 548,558 0 350
GAMCO INVESTORS INC - A COM 361438104 1,799 23,696 SH   DFND 1 23,696 0 0
GAMESTOP CORP CL A CL A 36467W109 40,260 811,084 SH   DFND 1 810,554 0 530
GAMESTOP CORP CL A CL A 36467W109 25 500 SH   DFND 1 2 500 0 0
GANNETT INC COM COM 364730101 29 1,100 SH   DFND 1 2 1,100 0 0
GANNETT INC COM COM 364730101 42,582 1,589,732 SH   DFND 1 1,588,894 0 838
GAP INC DEL COM COM 364760108 205 5,100 SH   DFND 1 2 5,100 0 0
GAP INC DEL COM COM 364760108 80,745 2,005,088 SH   DFND 1 2,003,988 0 1,100
GARMIN LTD ORD SHS H2906T109 40,079 887,111 SH   DFND 1 886,170 0 941
GARTNER INC COM COM 366651107 23,399 389,979 SH   DFND 1 389,834 0 145
GAS NATURAL INC COM 367204104 329 32,257 SH   DFND 1 32,257 0 0
GASLOG LTD SHS G37585109 186 12,488 SH   DFND 1 12,488 0 0
GASTAR EXPLORATION LTD COM NEW 367299203 1,072 271,511 SH   DFND 1 271,511 0 0
GATX CORP COM COM 361448103 9,837 207,006 SH   DFND 1 206,946 0 60
GEEKNET INC. COM NEW 36846Q203 334 19,862 SH   DFND 1 19,862 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T107 768 195,419 SH   DFND 1 195,419 0 0
GENCORP INC COM COM 368682100 4,828 301,166 SH   DFND 1 301,166 0 0
GENERAC HOLDINGS INC COM 368736104 275 6,457 SH   DFND 1 2 6,457 0 0
GENERAC HOLDINGS INC COM 368736104 17,053 399,923 SH   DFND 1 399,923 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 7,241 228,077 SH   DFND 1 228,077 0 0
GENERAL COMMUNICATION INC CL A CL A 369385109 1,424 149,539 SH   DFND 1 149,539 0 0
GENERAL DYNAMICS CORP COM COM 369550108 207,937 2,376,449 SH   DFND 1 2,376,092 0 357
GENERAL ELEC CO COM COM 369604103 1,738,658 72,795,605 SH   DFND 1 72,763,228 0 32,377
GENERAL GROWTH PPTYS INC COM COM 370023103 58,748 3,045,784 SH   DFND 1 3,044,806 0 978
GENERAL MLS INC COM COM 370334104 211,682 4,418,551 SH   DFND 1 4,416,271 0 2,280
GENERAL MLS INC COM COM 370334104 206 4,300 SH   DFND 1 2 4,300 0 0
GENERAL MOLY INC COM 370373102 475 288,073 SH   DFND 1 288,073 0 0
GENERAL MOTORS CO COM 37045V100 239,714 6,665,842 SH   DFND 1 6,664,053 0 1,789
GENESCO INC COM COM 371532102 6,951 105,992 SH   DFND 1 105,892 0 100
GENESEE & WYO INC CL A CL A 371559105 17,788 191,328 SH   DFND 1 191,257 0 71
GENIE ENERGY LTD - B CL B 372284208 894 91,246 SH   DFND 1 91,246 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,993 164,017 SH   DFND 1 164,017 0 0
GENOMIC HEALTH INC COM 37244C101 2,541 83,097 SH   DFND 1 83,097 0 0
GENPACT LTD SHS G3922B107 9,437 499,821 SH   DFND 1 499,821 0 0
GENTEX CORP COM COM 371901109 1,274 49,782 SH   DFND 1 2 49,782 0 0
GENTEX CORP COM COM 371901109 20,088 784,994 SH   DFND 1 784,027 0 967
GENTHERM INC COM 37253A103 3,259 170,787 SH   DFND 1 170,787 0 0
GENTIVA HEALTH SERVICES INC COM COM 37247A102 2,016 167,427 SH   DFND 1 167,427 0 0
GENUINE PARTS CO COM COM 372460105 88,323 1,092,159 SH   DFND 1 1,090,998 0 1,161
GENVEC INC COM NEW 37246C307 40 31,476 SH   DFND 1 31,476 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 43,694 3,416,835 SH   DFND 1 3,416,835 0 0
GEO GROUP INC/THE COM 36159R103 13,638 410,166 SH   DFND 1 410,166 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 5,158 61,188 SH   DFND 1 61,188 0 0
GERMAN AMERN BANCORP COM COM 373865104 1,111 44,034 SH   DFND 1 44,034 0 0
GERON CORP COM COM 374163103 1,946 580,900 SH   DFND 1 580,900 0 0
GETTY RLTY CORP NEW COM COM 374297109 2,900 149,228 SH   DFND 1 149,228 0 0
GEVO INC COM 374396109 221 114,968 SH   DFND 1 114,968 0 0
GFI GROUP INC COM 361652209 1,216 307,730 SH   DFND 1 307,730 0 0
GGS COM 37946S107 290 106,920 SH   DFND 1 106,920 0 0
GIANT INTERACTIVE GROUP-ADR ADR 374511103 1,396 153,026 SH   DFND 1 2 153,026 0 0
GIANT INTERACTIVE GROUP-ADR ADR 374511103 29 3,126 SH   DFND 1 0 0 3,126
GIBRALTAR INDUSTRIES, INC COM 374689107 2,410 169,035 SH   DFND 1 169,035 0 0
GIBRALTAR INDUSTRIES, INC COM 374689107 387 27,144 SH   DFND 1 2 27,144 0 0
GIGAMON INC COM 37518B102 1,474 38,152 SH   DFND 1 38,152 0 0
GIGOPTIX INC COM 37517Y103 91 69,718 SH   DFND 1 69,718 0 0
GILEAD SCIENCES INC COM COM 375558103 697,184 11,097,256 SH   DFND 1 11,092,675 0 4,581
GILEAD SCIENCES INC COM COM 375558103 13 200 SH   DFND 1 2 200 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 8,509 344,368 SH   DFND 1 344,368 0 0
GLADSTONE CAPITAL CORP COM COM 376535100 89 10,172 SH   DFND 1 8,814 0 1,358
GLADSTONE COMMERCIAL CORP COM 376536108 1,179 65,653 SH   DFND 1 65,653 0 0
GLADSTONE INVESTMENT CORP/DE COM 376546107 77 10,971 SH   DFND 1 10,971 0 0
GLADSTONE LAND CORP COM 376549101 349 23,055 SH   DFND 1 23,055 0 0
GLATFELTER COM COM 377316104 5,800 214,256 SH   DFND 1 214,256 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 448 8,929 SH   DFND 1 7,689 0 1,240
GLEACHER & CO INC COM NEW 377341201 164 11,955 SH   DFND 1 11,955 0 0
GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 8,334 854,778 SH   DFND 1 854,778 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 450 25,677 SH   DFND 1 25,677 0 0
GLOBAL CASH ACCESS INC COM 378967103 3,216 411,780 SH   DFND 1 411,780 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 1,634 174,991 SH   DFND 1 174,991 0 0
GLOBAL HIGH INCOME FUND INC COM 37933G108 217 21,093 PRN   DFND 1 2 21,093 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,485 58,331 SH   DFND 1 58,331 0 0
GLOBAL PMTS INC COM COM 37940X102 16,336 319,818 SH   DFND 1 319,732 0 86
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 1,332 66,251 SH   DFND 1 66,251 0 0
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 198 9,841 SH   DFND 1 2 9,841 0 0
GLOBAL SOURCES LIMITED ORD G39300101 719 96,873 SH   DFND 1 96,873 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 4,690 304,330 SH   DFND 1 304,330 0 0
GLOBECOMM SYSTEMS INC COM COM 37956X103 1,909 136,052 SH   DFND 1 136,052 0 0
GLOBECOMM SYSTEMS INC COM COM 37956X103 14 1,000 SH   DFND 1 2 1,000 0 0
GLOBUS MEDICAL INC- A CL A 379577208 4,514 258,560 SH   DFND 1 258,560 0 0
GLOWPOINT INC COM NEW 379887201 93 70,219 SH   DFND 1 70,219 0 0
GLU MOBILE INC COM 379890106 927 332,214 SH   DFND 1 332,214 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 22,209 406,536 SH   DFND 1 406,389 0 147
GOGO INC COM 38046C109 1,198 67,438 SH   DFND 1 67,438 0 0
GOLAR LNG LTD SHS G9456A100 881 23,384 SH   DFND 1 23,327 0 57
GOLD RESOURCES CORP COM 38068T105 1,118 168,700 SH   DFND 1 168,700 0 0
GOLDEN MINERALS COMPANY COM 381119106 177 186,795 SH   DFND 1 186,795 0 0
GOLDFIELD CORP COM 381370105 176 101,746 SH   DFND 1 101,746 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 476,180 3,010,540 SH   DFND 1 3,009,437 0 1,103
GOLUB CAPITAL BDC INC COM 38173M102 279 16,092 SH   DFND 1 16,092 0 0
GOODRICH PETROLEUM CORP COM NEW 382410405 2,998 123,430 SH   DFND 1 123,430 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 41,755 1,860,206 SH   DFND 1 1,859,427 0 779
GOOGLE INC-CL A COM CL A 38259P508 1,777,362 2,029,646 SH   DFND 1 2,028,927 0 719
GORDMANS STORES INC COM 38269P100 462 41,028 SH   DFND 1 41,028 0 0
GORMAN RUPP CO COM COM 383082104 2,632 65,593 SH   DFND 1 65,593 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 6,279 262,387 SH   DFND 1 262,387 0 0
GP STRATEGIES CORP COM COM 36225V104 2,083 79,453 SH   DFND 1 79,453 0 0
GPI 2 1/4 06/15/36 FRNT 2.250% 6/1 398905AE9 7,115 5,390,000 PRN   DFND 1 2 5,390,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 27,571 315,461 SH   DFND 1 315,375 0 86
GRACO INC COM COM 384109104 19,185 259,053 SH   DFND 1 258,982 0 71
GRAFTECH INTERNATIONAL LTD COM 384313102 4,732 560,051 SH   DFND 1 560,051 0 0
GRAHAM CORP COM 384556106 1,665 46,081 SH   DFND 1 46,081 0 0
GRAINGER W W INC COM COM 384802104 112,020 428,142 SH   DFND 1 427,752 0 390
GRAMERCY PROPERTY TRUST INC COM 38489R100 1,214 292,460 SH   DFND 1 292,460 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 8,215 203,936 SH   DFND 1 203,936 0 0
GRANITE CONSTR INC COM COM 387328107 6,084 198,836 SH   DFND 1 198,836 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 9,583 1,119,531 SH   DFND 1 1,119,531 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 705 82,377 SH   DFND 1 2 82,377 0 0
GRAY TELEVISION INC COM COM 389375106 1,674 213,254 SH   DFND 1 213,254 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,981 266,969 SH   DFND 1 266,969 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 14,644 659,660 SH   DFND 1 659,660 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 1,023 36,235 SH   DFND 1 36,235 0 0
GREATBATCH INC COM 39153L106 4,057 119,204 SH   DFND 1 119,204 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 3,102 117,810 SH   DFND 1 117,810 0 0
GREEN MTN COFFEE ROASTERS COM 393122106 43,210 573,680 SH   DFND 1 573,512 0 168
GREEN PLAINS RENEWABLE ENERG COM 393222104 24 1,500 SH   DFND 1 2 1,500 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 2,096 130,621 SH   DFND 1 130,621 0 0
GREENBRIER COS INC COM COM 393657101 2,533 102,407 SH   DFND 1 102,407 0 0
GREENHILL & CO INC COM COM 395259104 5,712 114,511 SH   DFND 1 114,511 0 0
GREENHUNTER ENERGY INC-REDH COM 39530A104 51 45,224 SH   DFND 1 45,224 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 3,769 132,509 SH   DFND 1 132,509 0 0
GREENWAY MEDICAL TECHNOLOGIES COM 39679B103 1,172 56,757 SH   DFND 1 56,757 0 0
GREIF INC CL A 397624107 6,668 135,991 SH   DFND 1 135,691 0 300
GRIFFIN LAND & NURSERIES CL A 398231100 258 8,022 SH   DFND 1 8,022 0 0
GRIFFON CORP COM COM 398433102 2,425 193,354 SH   DFND 1 193,354 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 544 17,953 SH   DFND 1 17,953 0 0
GROUP 1 AUTOMOTIVE INC COM COM 398905109 7,286 93,793 SH   DFND 1 93,793 0 0
GROUPON INC COM CL A 399473107 18,726 1,670,485 SH   DFND 1 1,670,006 0 479
GSE HOLDING INC COM 36191X100 46 22,078 SH   DFND 1 22,078 0 0
GSE SYSTEMS INC COM 36227K106 53 33,536 SH   DFND 1 33,536 0 0
GSI GROUP INC COM NEW 36191C205 317 33,261 SH   DFND 1 33,261 0 0
GSI TECHNOLOGY INC COM 36241U106 502 71,447 SH   DFND 1 71,447 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 5,238 615,551 SH   DFND 1 615,551 0 0
GTX INC COM 40052B108 237 117,852 SH   DFND 1 117,852 0 0
GUARANTY BANCORP COM NEW 40075T607 560 40,872 SH   DFND 1 40,872 0 0
GUESS INC COM COM 401617105 7,703 258,052 SH   DFND 1 257,783 0 269
GUIDANCE SOFTWARE INC COM 401692108 603 66,535 SH   DFND 1 66,535 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 12,050 255,775 SH   DFND 1 255,775 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 1,896 77,376 SH   DFND 1 77,376 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 5,477 107,619 SH   DFND 1 107,619 0 0
GULFPORT ENERGY CORP COM NEW 402635304 21,347 331,792 SH   DFND 1 331,671 0 121
GYRODYNE CO OF AMERICA INC COM 403820103 308 4,110 SH   DFND 1 4,110 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 4,007 150,849 SH   DFND 1 150,849 0 0
HACKETT GROUP INC/THE COM 404609109 77 10,800 SH   DFND 1 2 10,800 0 0
HACKETT GROUP INC/THE COM 404609109 943 132,325 SH   DFND 1 132,325 0 0
HAEMONETICS CORP COM COM 405024100 9,113 228,513 SH   DFND 1 228,513 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 16,490 213,825 SH   DFND 1 213,825 0 0
HALCON RESOURCES CORP COM NEW 40537Q209 4,862 1,097,626 SH   DFND 1 1,097,626 0 0
HALLADOR ENERGY CO COM 40609P105 66 9,000 SH   DFND 1 2 9,000 0 0
HALLADOR ENERGY CO COM 40609P105 119 16,347 SH   DFND 1 16,347 0 0
HALLIBURTON CO COM COM 406216101 19 400 SH   DFND 1 2 400 0 0
HALLIBURTON CO COM COM 406216101 288,994 6,003,483 SH   DFND 1 6,000,787 0 2,696
HALLMARK FINL SERVICES INC COM NEW 40624Q203 407 45,911 SH   DFND 1 45,911 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 4,512 408,684 SH   DFND 1 408,684 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 570 401,448 SH   DFND 1 401,448 0 0
HANCOCK HLDG CO COM COM 410120109 12,375 394,369 SH   DFND 1 394,369 0 0
HANDY & HARMAN LTD COM 410315105 1,252 52,430 SH   DFND 1 52,430 0 0
HANESBRANDS INC COM 410345102 917 14,718 SH   DFND 1 2 14,718 0 0
HANESBRANDS INC COM 410345102 28,105 451,057 SH   DFND 1 450,397 0 660
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 3 81 SH   DFND 1 2 81 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 7,399 219,172 SH   DFND 1 219,172 0 0
HANMI FINL CORP COM COM NEW 410495204 3,781 228,163 SH   DFND 1 228,163 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 716 62,768 SH   DFND 1 62,768 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 10,569 191,051 SH   DFND 1 190,785 0 266
HANSEN MEDICAL INC COM 411307101 408 227,749 SH   DFND 1 227,749 0 0
HARBINGER GROUP INC. COM 41146A106 1,123 108,307 SH   DFND 1 108,307 0 0
HARDINGE INC COM COM 412324303 792 51,248 SH   DFND 1 51,248 0 0
HARLEY DAVIDSON INC COM COM 412822108 99,646 1,551,544 SH   DFND 1 1,550,787 0 757
HARMAN INTL INDS INC COM COM 413086109 31,481 475,405 SH   DFND 1 474,895 0 510
HARMAN INTL INDS INC COM COM 413086109 603 9,100 SH   DFND 1 2 9,100 0 0
HARMONIC INC COM COM 413160102 4,394 571,345 SH   DFND 1 571,345 0 0
HARRIS CORP DEL COM COM 413875105 46,999 792,742 SH   DFND 1 792,613 0 129
HARRIS CORP DEL COM COM 413875105 1,146 19,329 SH   DFND 1 2 19,329 0 0
HARRIS INTERACTIVE INC COM COM 414549105 125 62,648 SH   DFND 1 62,648 0 0
HARRIS TEETER SUPERMARKETS INC COM 414585109 11,895 241,812 SH   DFND 1 240,862 0 950
HARRIS TEETER SUPERMARKETS INC COM 414585109 344 7,000 SH   DFND 1 2 7,000 0 0
HARSCO CORP COM COM 415864107 8,217 329,985 SH   DFND 1 329,281 0 704
HARTE-HANKS INC COM COM 416196103 1,869 211,684 SH   DFND 1 211,684 0 0
HARTFORD FINL SVCS GROUP IN COM COM 416515104 98,014 3,150,328 SH   DFND 1 3,149,113 0 1,215
HARVARD BIOSCIENCE INC COM COM 416906105 466 88,564 SH   DFND 1 88,564 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 937 175,097 SH   DFND 1 175,097 0 0
HASBRO INC COM COM 418056107 38,104 808,525 SH   DFND 1 808,354 0 171
HASTINGS ENTERTAINMENT INC COM 418365102 38 15,004 SH   DFND 1 15,004 0 0
HATTERAS FINANCIAL CORP COM 41902R103 8,455 451,872 SH   DFND 1 449,282 0 2,590
HAUPPAUGE DIGITAL INC COM COM 419131107 11 28,800 SH   DFND 1 28,800 0 0
HAVERTY FURNITURE INC COM COM 419596101 86 3,500 SH   DFND 1 2 3,500 0 0
HAVERTY FURNITURE INC COM COM 419596101 2,377 96,891 SH   DFND 1 96,891 0 0
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 10,944 436,016 SH   DFND 1 435,803 0 213
HAWAIIAN HOLDINGS INC COM 419879101 2,225 299,063 SH   DFND 1 299,063 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,025 38,552 SH   DFND 1 38,552 0 0
HAWKINS INC COM 420261109 19 500 SH   DFND 1 2 500 0 0
HAWKINS INC COM 420261109 1,329 35,206 SH   DFND 1 35,206 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 2,574 56,774 SH   DFND 1 56,774 0 0
HCA HOLDINGS INC. COM 40412C101 49,420 1,156,168 SH   DFND 1 1,155,865 0 303
HCC INS HLDGS INC COM COM 404132102 19,972 455,778 SH   DFND 1 455,405 0 373
HCI GROUP INC COM 40416E103 2,365 57,903 SH   DFND 1 57,903 0 0
HCI GROUP INC COM 40416E103 944 23,124 SH   DFND 1 2 23,124 0 0
HCN 6 1/2 PFD PER CON I 42217K601 12,930 225,700 PRN   DFND 1 2 225,700 0 0
HCP INC COM 40414L109 16 400 SH   DFND 1 2 400 0 0
HCP INC COM 40414L109 151,869 3,709,463 SH   DFND 1 3,708,447 0 1,016
HD SUPPLY HOLDINGS INC COM 40416M105 5,694 259,160 SH   DFND 1 259,160 0 0
HEADWATERS INC COM COM 42210P102 3,206 356,640 SH   DFND 1 356,540 0 100
HEALTH CARE REIT INC COM COM 42217K106 145,611 2,334,769 SH   DFND 1 2,333,647 0 1,122
HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 226 18,876 SH   DFND 1 18,876 0 0
HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 13,903 1,086,154 SH   DFND 1 1,085,361 0 793
HEALTH NET INC COM COM 42222G108 10,909 344,140 SH   DFND 1 343,547 0 593
HEALTHCARE ACQUISITION CORP COM 71714G102 366 174,428 SH   DFND 1 174,428 0 0
HEALTHCARE RLTY TR COM COM 421946104 12,501 540,925 SH   DFND 1 540,925 0 0
HEALTHCARE SVCS GRP INC COM COM 421906108 8,345 323,962 SH   DFND 1 323,962 0 0
HEALTHCARE TRUST OF AMERICA CL A 42225P105 8,580 815,549 SH   DFND 1 815,366 0 183
HEALTHSOUTH CORP COM COM NEW 421924309 13,458 390,300 SH   DFND 1 390,300 0 0
HEALTHSTREAM INC COM 42222N103 4,082 107,759 SH   DFND 1 107,759 0 0
HEALTHWAYS INC COM 422245100 2,831 152,918 SH   DFND 1 152,818 0 100
HEARTLAND EXPRESS INC COM COM 422347104 4,401 310,141 SH   DFND 1 310,141 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 1,536 55,143 SH   DFND 1 55,143 0 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 6,422 161,680 SH   DFND 1 161,680 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,519 61,727 SH   DFND 1 61,727 0 0
HEAT BIOLOGICS INC COM 42237K102 150 12,034 SH   DFND 1 12,034 0 0
HECLA MNG CO COM COM 422704106 16 5,000 SH   DFND 1 2 5,000 0 0
HECLA MNG CO COM COM 422704106 4,826 1,536,951 SH   DFND 1 1,536,951 0 0
HEICO CORP NEW COM COM 422806109 7,631 112,652 SH   DFND 1 112,652 0 0
HEICO CORP-CL A CL A 422806208 6,674 133,105 SH   DFND 1 133,105 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 1,519 79,701 SH   DFND 1 79,701 0 0
HELEN OF TROY CORP LTD COM COM G4388N106 6,735 152,377 SH   DFND 1 152,377 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 10,898 429,565 SH   DFND 1 429,365 0 200
HELMERICH & PAYNE INC COM COM 423452101 21 300 SH   DFND 1 2 300 0 0
HELMERICH & PAYNE INC COM COM 423452101 51,538 747,648 SH   DFND 1 747,340 0 308
HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 176 14,949 SH   DFND 1 14,949 0 0
HEMISPHERX BIOPHARMA INC COM COM 42366C103 133 564,507 SH   DFND 1 564,507 0 0
HENRY JACK & ASSOC INC COM COM 426281101 23,175 449,048 SH   DFND 1 448,942 0 106
HENRY JACK & ASSOC INC COM COM 426281101 1,094 21,200 SH   DFND 1 2 21,200 0 0
HERBALIFE LTD COM USD SHS G4412G101 25,676 368,067 SH   DFND 1 367,742 0 325
HERCULES OFFSHORE INC COM 427093109 8,435 1,144,539 SH   DFND 1 1,144,539 0 0
HERCULES OFFSHORE INC COM 427093109 136 18,400 SH   DFND 1 2 18,400 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 463 30,371 SH   DFND 1 28,871 0 1,500
HERITAGE COMMERCE CORP COM COM 426927109 659 86,154 SH   DFND 1 86,154 0 0
HERITAGE FINANCIAL GROUP COM 42726X102 332 19,067 SH   DFND 1 19,067 0 0
HERITAGE FINL CORP WASH COM COM 42722X106 879 56,608 SH   DFND 1 56,608 0 0
HERITAGE OAKS BANCORP COM 42724R107 410 63,995 SH   DFND 1 63,995 0 0
HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 645 35,804 SH   DFND 1 35,804 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 5,738 1,026,493 SH   DFND 1 1,026,493 0 0
HERSHEY CO/THE COM 427866108 97,746 1,056,982 SH   DFND 1 1,056,424 0 558
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 34,323 1,549,105 SH   DFND 1 1,548,199 0 906
HESKA CORP COM COM RESTRC NEW 42805E306 90 15,048 SH   DFND 1 15,048 0 0
HESS CORP COM COM 42809H107 449 5,800 SH   DFND 1 2 5,800 0 0
HESS CORP COM COM 42809H107 154,449 1,997,543 SH   DFND 1 1,996,527 0 1,016
HEWLETT PACKARD CO COM COM 428236103 321 15,299 SH   DFND 1 2 15,299 0 0
HEWLETT PACKARD CO COM COM 428236103 287,301 13,697,439 SH   DFND 1 13,691,188 0 6,251
HEXCEL CORP NEW COM COM 428291108 16,391 422,454 SH   DFND 1 422,281 0 173
HFF INC-CLASS A CL A 40418F108 3,570 142,513 SH   DFND 1 142,513 0 0
HHGREGG INC -REDH COM 42833L108 81 4,500 SH   DFND 1 2 4,500 0 0
HHGREGG INC -REDH COM 42833L108 1,293 72,203 SH   DFND 1 72,203 0 0
HI-TECH PHARMACAL INC COM COM 42840B101 86 2,000 SH   DFND 1 2 2,000 0 0
HI-TECH PHARMACAL INC COM COM 42840B101 2,372 54,971 SH   DFND 1 54,971 0 0
HIBBETT SPORTS INC COM 428567101 6,517 116,070 SH   DFND 1 116,070 0 0
HICKORY TECH CORP COM COM 429060106 555 48,781 SH   DFND 1 48,781 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 1,018 132,751 SH   DFND 1 132,751 0 0
HIGHWOODS PPTYS INC COM COM 431284108 17,548 496,960 SH   DFND 1 496,960 0 0
HILL INTERNATIONAL INC COM 431466101 279 84,673 SH   DFND 1 84,673 0 0
HILL-ROM HOLDINGS INC COM 431475102 9,153 255,443 SH   DFND 1 255,117 0 326
HILLENBRAND INC -SPN COM 431571108 8,860 323,721 SH   DFND 1 323,521 0 200
HILLSHIRE BRANDS CO/THE COM 432589109 15,388 500,582 SH   DFND 1 498,682 0 1,900
HILLTOP HOLDINGS COM 432748101 2 85 SH   DFND 1 2 85 0 0
HILLTOP HOLDINGS COM 432748101 6,113 330,436 SH   DFND 1 330,436 0 0
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IAC INTERACTIVECORP COM PAR $.001 44919P508 18,664 341,393 SH   DFND 1 341,156 0 237
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ICAD INC COM NEW 44934S206 124 23,563 SH   DFND 1 23,563 0 0
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IGATE CAPITAL CORP COM COM 45169U105 4,109 148,009 SH   DFND 1 148,009 0 0
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IMATION CORP COM COM 45245A107 512 124,760 SH   DFND 1 124,760 0 0
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ING CLARION GLOBL RE INCM FD COM 12504G100 105 13,000 PRN   DFND 1 2 13,000 0 0
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INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 123,859 1,907,783 SH   DFND 1 1,906,879 0 904
INGLES MKTS INC CL A CL A 457030104 1,950 67,868 SH   DFND 1 67,868 0 0
INGRAM MICRO INC CL A CL A 457153104 15,214 660,027 SH   DFND 1 659,764 0 263
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INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,357,870 7,334,525 SH   DFND 1 7,331,212 0 3,313
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ION GEOPHYSICAL CORP COM COM 462044108 3,058 588,028 SH   DFND 1 588,028 0 0
IPASS INC COM 46261V108 337 168,389 SH   DFND 1 168,389 0 0
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IPG PHOTONICS CORP -REDH COM 44980X109 9,059 160,872 SH   DFND 1 160,798 0 74
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ITERIS INC COM 46564T107 98 53,480 SH   DFND 1 53,480 0 0
ITRON INC COM COM 465741106 7,805 182,236 SH   DFND 1 182,136 0 100
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ITT INDS INC IND COM COM NEW 450911201 14,172 394,217 SH   DFND 1 394,110 0 107
IVANHOE ENERGY INC COM NEW 465790301 13 15,969 SH   DFND 1 15,969 0 0
IXIA COM COM 45071R109 4,553 290,527 SH   DFND 1 290,527 0 0
IXYS CORP COM COM 46600W106 1 100 SH   DFND 1 2 100 0 0
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JAKKS PAC INC COM COM 47012E106 398 88,535 SH   DFND 1 88,535 0 0
JAMBA INC COM NEW 47023A309 1,040 77,698 SH   DFND 1 77,698 0 0
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JARDEN CORP COM COM 471109108 23,186 479,048 SH   DFND 1 478,922 0 126
JAVELIN MORTGAGE INVESTMENT CORP COM 47200B104 661 55,897 SH   DFND 1 55,295 0 602
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 21,687 235,803 SH   DFND 1 235,721 0 82
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JOHNSON & JOHNSON COM COM 478160104 1,744,598 20,129,474 SH   DFND 1 20,120,714 0 8,760
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JOS A BANK CLOTHIERS INC COM COM 480838101 5,715 130,010 SH   DFND 1 129,823 0 187
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JOY GLOBAL INC COM COM 481165108 37,474 734,383 SH   DFND 1 733,875 0 508
JP MORGAN CHASE & CO COM 46625H100 1,389,513 26,888,296 SH   DFND 1 26,878,850 0 9,446
JP MORGAN CHASE & CO COM 46625H100 1,331 25,746 SH   DFND 1 2 25,746 0 0
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K12 INC COM 48273U102 3,949 127,871 SH   DFND 1 127,871 0 0
KADANT INC COM COM 48282T104 2,974 88,538 SH   DFND 1 88,538 0 0
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KAMAN CORP COM 483548103 4,564 120,552 SH   DFND 1 120,552 0 0
KANSAS CITY LIFE INS CO COM COM 484836101 773 17,478 SH   DFND 1 17,478 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 55 500 SH   DFND 1 2 500 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 83,773 766,219 SH   DFND 1 765,893 0 326
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KAR AUCTION SERVICES INC COM 48238T109 11,919 422,521 SH   DFND 1 422,426 0 95
KAYDON CORP COM COM 486587108 71 2,000 SH   DFND 1 2 2,000 0 0
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KB HOME COM COM 48666K109 6,276 348,306 SH   DFND 1 348,206 0 100
KBR INC COM 48242W106 19,887 609,359 SH   DFND 1 609,185 0 174
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KEARNY FINANCIAL CORP COM 487169104 769 75,272 SH   DFND 1 75,272 0 0
KELLOGG CO COM COM 487836108 103,169 1,757,118 SH   DFND 1 1,756,518 0 600
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KELLY SVCS INC CL A CL A 488152208 2,928 150,410 SH   DFND 1 149,610 0 800
KEMET CORP COM COM NEW 488360207 762 182,263 SH   DFND 1 182,263 0 0
KEMPER CORP COM 488401100 7,576 225,474 SH   DFND 1 225,360 0 114
KENNAMETAL INC COM COM 489170100 14,180 310,958 SH   DFND 1 310,867 0 91
KENNEDY-WILSON HOLDINGS INC COM 489398107 4,171 224,744 SH   DFND 1 224,744 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 3,535 349,956 SH   DFND 1 349,956 0 0
KEY ENERGY SVCS INC COM COM 492914106 4,378 600,607 SH   DFND 1 600,607 0 0
KEY TECHNOLOGY INC COM COM 493143101 176 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 337 32,780 SH   DFND 1 32,780 0 0
KEYCORP NEW COM COM 493267108 72,549 6,365,496 SH   DFND 1 6,363,646 0 1,850
KEYW HOLDING CORP/THE COM 493723100 1,707 126,910 SH   DFND 1 126,910 0 0
KFORCE INC COM COM 493732101 2,611 147,577 SH   DFND 1 147,577 0 0
KI HOLDINGS INC COM 50060P106 4,011 94,039 SH   DFND 1 94,039 0 0
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KILROY RLTY CORP COM COM 49427F108 20,435 409,119 SH   DFND 1 408,894 0 225
KIMBALL INTL INC CL B CL B 494274103 243 21,926 SH   DFND 1 2 21,926 0 0
KIMBALL INTL INC CL B CL B 494274103 1,922 173,347 SH   DFND 1 173,347 0 0
KIMBERLY CLARK CORP COM COM 494368103 249,938 2,653,386 SH   DFND 1 2,652,053 0 1,333
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KLA-TENCOR CORP COM COM 482480100 71,898 1,181,841 SH   DFND 1 1,181,251 0 590
KMG CHEMICALS INC COM 482564101 734 33,396 SH   DFND 1 33,396 0 0
KNIGHT TRANSN INC COM COM 499064103 4,687 283,718 SH   DFND 1 283,718 0 0
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KODIAK OIL & GAS CORP COM 50015Q100 14,659 1,215,477 SH   DFND 1 1,215,477 0 0
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KOPIN CORP COM COM 500600101 1,004 249,246 SH   DFND 1 249,246 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 6,206 290,000 SH   DFND 1 290,000 0 0
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KROGER CO COM COM 501044101 818 20,285 SH   DFND 1 2 20,285 0 0
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KULICKE & SOFFA INDS INC COM COM 501242101 558 48,272 SH   DFND 1 2 48,272 0 0
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KYTHERA BIOPHARMACEUTICALS INC COM 501570105 1,848 40,442 SH   DFND 1 40,442 0 0
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L BRANDS INC COM 501797104 104,187 1,705,604 SH   DFND 1 1,704,734 0 870
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LA Z BOY INC COM COM 505336107 5,398 237,713 SH   DFND 1 237,713 0 0
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LACLEDE GROUP INC COM COM 505597104 6,258 139,067 SH   DFND 1 139,067 0 0
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LATTICE SEMICONDUCTOR CORP COM COM 518415104 2,455 550,416 SH   DFND 1 550,416 0 0
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LENNAR CORP COM CL A 526057104 40,402 1,141,570 SH   DFND 1 1,141,181 0 389
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LEUCADIA NATL CORP COM COM 527288104 59,322 2,178,281 SH   DFND 1 2,177,937 0 344
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 18,151 680,154 SH   DFND 1 679,963 0 191
LEXICON GENETICS INC COM COM 528872104 3,919 1,653,786 SH   DFND 1 1,653,786 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 9,429 839,626 SH   DFND 1 839,626 0 0
LEXMARK INTL NEW CL A CL A 529771107 8,559 259,349 SH   DFND 1 259,149 0 200
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LHC GROUP LLC COM 50187A107 1,498 63,856 SH   DFND 1 63,856 0 0
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LIBERTY GLOBAL PLC-C SHS CL C G5480U120 1,968 26,158 SH   DFND 1 26,158 0 0
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LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 16 13,622 SH   DFND 1 13,622 0 0
LILLY ELI & CO COM COM 532457108 249 4,941 SH   DFND 1 2 4,941 0 0
LILLY ELI & CO COM COM 532457108 357,808 7,110,995 SH   DFND 1 7,107,428 0 3,567
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LINDSAY MFG CO COM COM 535555106 6,951 85,163 SH   DFND 1 85,163 0 0
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LINKEDIN CORP - A COM CL A 53578A108 93,564 380,300 SH   DFND 1 380,198 0 102
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LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 852 231,017 SH   DFND 1 231,017 0 0
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LOWES COS INC COM COM 548661107 357,114 7,502,701 SH   DFND 1 7,498,234 0 4,467
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MASTEC INC COM COM 576323109 7,779 256,722 SH   DFND 1 256,722 0 0
MASTERCARD INC CL A 57636Q104 499,342 742,390 SH   DFND 1 741,955 0 435
MATADOR RESOURCES CO COM 576485205 3,689 225,899 SH   DFND 1 225,899 0 0
MATERIAL SCIENCES CORP COM COM 576674105 281 29,945 SH   DFND 1 29,945 0 0
MATERION CORP COM 576690101 2,976 92,835 SH   DFND 1 92,835 0 0
MATRIX SERVICE CO COM 576853105 213 10,878 SH   DFND 1 2 10,878 0 0
MATRIX SERVICE CO COM 576853105 2,914 148,506 SH   DFND 1 148,506 0 0
MATSON INC COM 57686G105 8,034 306,278 SH   DFND 1 306,278 0 0
MATSON INC COM 57686G105 517 19,708 SH   DFND 1 2 19,708 0 0
MATTEL INC COM COM 577081102 29 700 SH   DFND 1 2 700 0 0
MATTEL INC COM COM 577081102 103,591 2,475,322 SH   DFND 1 2,474,183 0 1,139
MATTERSIGHT CORP COM 577097108 90 23,843 SH   DFND 1 23,843 0 0
MATTHEWS INTL CORP CL A CL A 577128101 4,949 129,964 SH   DFND 1 129,964 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 1,859 58,469 SH   DFND 1 58,469 0 0
MATTSON TECHNOLOGY INC COM COM 577223100 597 249,639 SH   DFND 1 249,639 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 199 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 40,223 1,349,928 SH   DFND 1 1,348,994 0 934
MAXIMUS INC COM COM 577933104 15,229 338,118 SH   DFND 1 338,118 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 763 92,009 SH   DFND 1 92,009 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,371 150,967 SH   DFND 1 150,967 0 0
MB FINANCIAL INC NEW COM COM 55264U108 9,838 348,384 SH   DFND 1 348,384 0 0
MBIA INC COM COM 55262C100 5,964 582,970 SH   DFND 1 582,541 0 429
MBT FINANCIAL CORP COM 578877102 56 14,541 SH   DFND 1 14,541 0 0
MCCLATCHY CO CL A CL A 579489105 751 250,358 SH   DFND 1 250,358 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 60,471 934,855 SH   DFND 1 934,503 0 352
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MCDONALDS CORP COM COM 580135101 682,850 7,099,255 SH   DFND 1 7,095,956 0 3,299
MCDONALDS CORP COM COM 580135101 115 1,200 SH   DFND 1 2 1,200 0 0
MCEWEN MINING INC COM 58039P107 2,572 1,071,650 SH   DFND 1 1,071,650 0 0
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MCG CAPITAL CORP COM COM 58047P107 884 175,338 SH   DFND 1 2 175,338 0 0
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MCGRAW HILL COS INC COM COM 580645109 128,943 1,966,380 SH   DFND 1 1,965,371 0 1,009
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MCHP 2 1/8 12/15/37 SDCV 2.125%12/1 595017AB0 15,669 10,000,000 PRN   DFND 1 2 10,000,000 0 0
MCKESSON CORP COM COM 58155Q103 203,959 1,590,112 SH   DFND 1 1,589,807 0 305
MDC PARTNERS INC CL A SUB VTG 552697104 437 15,626 SH   DFND 1 15,626 0 0
MDU RES GROUP INC COM COM 552690109 22,291 797,036 SH   DFND 1 796,736 0 300
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MEAD JOHNSON NUTRITION COM 582839106 103,800 1,398,156 SH   DFND 1 1,397,669 0 487
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MEADWESTVACO CORP COM COM 583334107 47,585 1,240,149 SH   DFND 1 1,238,246 0 1,903
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MEDALLION FINL CORP COM COM 583928106 1,004 67,472 SH   DFND 1 67,472 0 0
MEDASSETS INC-REDH COM 584045108 6,723 264,480 SH   DFND 1 264,480 0 0
MEDGENICS COM NEW 58436Q203 302 38,684 SH   DFND 1 38,684 0 0
MEDIA GEN INC CL A CL A 584404107 1,590 111,519 SH   DFND 1 111,519 0 0
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MEDICINES CO COM COM 584688105 10,262 306,158 SH   DFND 1 306,158 0 0
MEDICINOVA INC COM NEW 58468P206 120 47,646 SH   DFND 1 47,646 0 0
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MEDIVATION INC COM 58501N101 19,172 319,860 SH   DFND 1 319,774 0 86
MEDLEY CAPITAL CORP COM 58503F106 313 22,704 SH   DFND 1 19,204 0 3,500
MEDNAX INC. COM 58502B106 21,516 214,304 SH   DFND 1 214,246 0 58
MEDTRONIC INC COM COM 585055106 1,520 28,540 SH   DFND 1 2 28,540 0 0
MEDTRONIC INC COM COM 585055106 380,767 7,152,318 SH   DFND 1 7,148,653 0 3,665
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MELCO PBL ENTERTAINMENT-ADR ADR 585464100 299 9,400 SH   DFND 1 2 9,400 0 0
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MENS WEARHOUSE INC COM COM 587118100 9,685 284,445 SH   DFND 1 284,345 0 100
MENTOR GRAPHICS CORP COM COM 587200106 10,794 461,872 SH   DFND 1 461,872 0 0
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MERCANTILE BANK CORP COM 587376104 614 28,212 SH   DFND 1 28,212 0 0
MERCER INTL INC SH BEN INT COM 588056101 178 25,053 SH   DFND 1 25,053 0 0
MERCHANTS BANCSHARES COM COM 588448100 1,312 45,303 SH   DFND 1 45,303 0 0
MERCK & CO INC COM COM 58933Y105 994,686 20,897,569 SH   DFND 1 20,887,622 0 9,947
MERCK & CO INC COM COM 58933Y105 86 1,800 SH   DFND 1 2 1,800 0 0
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MEREDITH CORP COM COM 589433101 7,443 156,290 SH   DFND 1 156,190 0 100
MERGE HEALTHCARE INC COM 589499102 720 275,770 SH   DFND 1 275,770 0 0
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MERIT MED SYS INC COM COM 589889104 2,171 179,001 SH   DFND 1 179,001 0 0
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MERITOR INC COM COM 59001K100 3,286 418,094 SH   DFND 1 418,094 0 0
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METTLER TOLEDO INTERNATIONA COM COM 592688105 28,897 120,360 SH   DFND 1 120,325 0 35
MFA MORTGAGE INVESTMENTS INC COM 55272X102 14,115 1,894,681 SH   DFND 1 1,886,854 0 7,827
MFRI INC COM 552721102 165 14,425 SH   DFND 1 14,425 0 0
MFS CHARTER INCOME TR SH BEN INT 552727109 2,403 268,492 PRN   DFND 1 2 268,492 0 0
MFS INTERM INCOME SBI SH BEN INT 55273C107 119 22,500 PRN   DFND 1 2 22,500 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 396 59,928 PRN   DFND 1 2 59,928 0 0
MGE ENERGY INC COM 55277P104 6,215 113,934 SH   DFND 1 113,934 0 0
MGIC INVT CORP WIS COM COM 552848103 10,771 1,479,600 SH   DFND 1 1,479,400 0 200
MGM MIRAGE COM COM 552953101 28,749 1,406,700 SH   DFND 1 1,406,276 0 424
MGP INGREDIENTS INC COM 55303J106 150 28,598 SH   DFND 1 28,598 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 55,335 742,669 SH   DFND 1 742,442 0 227
MICREL INC COM COM 594793101 1,913 210,013 SH   DFND 1 210,013 0 0
MICROCHIP TECHNOLOGY INC COM COM 595017104 56,784 1,409,717 SH   DFND 1 1,409,086 0 631
MICROFINANCIAL INC COM COM 595072109 175 22,194 SH   DFND 1 22,194 0 0
MICRON TECHNOLOGY INC COM COM 595112103 728 41,700 SH   DFND 1 2 41,700 0 0
MICRON TECHNOLOGY INC COM COM 595112103 130,773 7,487,352 SH   DFND 1 7,484,387 0 2,965
MICRONET ENERTEC TECHNOLOGIES COM 595117102 62 11,589 SH   DFND 1 11,589 0 0
MICROS SYS INC COM COM 594901100 16,418 328,749 SH   DFND 1 328,518 0 231
MICROSEMI CORP COM COM 595137100 10,471 431,801 SH   DFND 1 431,801 0 0
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MICROSOFT CORP COM COM 594918104 404 12,129 SH   DFND 1 2 12,129 0 0
MICROSTRATEGY INC CL A CL A NEW 594972408 4,294 41,383 SH   DFND 1 41,283 0 100
MICROVISION INC WASH COM COM NEW 594960304 170 97,807 SH   DFND 1 97,807 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 14,417 230,675 SH   DFND 1 230,627 0 48
MIDDLEBURG FINANCIAL CORP COM 596094102 352 18,262 SH   DFND 1 18,262 0 0
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MIDDLESEX WATER CO COM COM 596680108 1,448 67,688 SH   DFND 1 67,688 0 0
MIDSOUTH BANCORP INC COM 598039105 509 32,846 SH   DFND 1 32,846 0 0
MIDSTATES PETROLEUM CO INC COM 59804T100 710 138,411 SH   DFND 1 138,411 0 0
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MILLER HERMAN INC COM COM 600544100 7,479 256,293 SH   DFND 1 256,293 0 0
MILLER INDS INC TENN COM NEW COM NEW 600551204 857 50,492 SH   DFND 1 50,492 0 0
MIMEDX GROUP INC COM 602496101 1,493 358,065 SH   DFND 1 358,065 0 0
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 523 172,125 SH   DFND 1 172,125 0 0
MINE SAFETY APPLIANCES CO COM COM 602720104 7,867 152,434 SH   DFND 1 152,434 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 10,616 215,023 SH   DFND 1 215,023 0 0
MINES MANAGEMENT INC COM 603432105 52 93,274 SH   DFND 1 93,274 0 0
MISONIX INC COM COM 604871103 64 13,742 SH   DFND 1 13,742 0 0
MISTRAS GROUP INC COM 60649T107 1,140 67,044 SH   DFND 1 67,044 0 0
MITCHAM INDS INC COM COM 606501104 978 63,957 SH   DFND 1 63,957 0 0
MITEK SYS INC COM NEW COM NEW 606710200 521 100,493 SH   DFND 1 100,493 0 0
MKS INSTRUMENT INC COM COM 55306N104 6,303 237,046 SH   DFND 1 237,046 0 0
MOBILE MINI INC COM COM 60740F105 6,045 177,493 SH   DFND 1 177,342 0 151
MOCON INC COM COM 607494101 153 11,194 SH   DFND 1 11,194 0 0
MODEL N INC COM 607525102 299 30,234 SH   DFND 1 30,234 0 0
MODINE MFG CO COM COM 607828100 2,974 203,249 SH   DFND 1 203,249 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L107 421 153,785 SH   DFND 1 153,785 0 0
MOHAWK INDS INC COM COM 608190104 34,187 262,505 SH   DFND 1 262,337 0 168
MOLEX INC CL A CL A 608554200 497 12,975 SH   DFND 1 12,975 0 0
MOLEX INC COM COM 608554101 154 4,000 SH   DFND 1 2 4,000 0 0
MOLEX INC COM COM 608554101 37,064 962,360 SH   DFND 1 961,844 0 516
MOLINA HEALTHCARE INC COM 60855R100 5,860 164,615 SH   DFND 1 164,615 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 55,456 1,106,515 SH   DFND 1 1,106,357 0 158
MOLYCORP INC COM 608753109 3,942 600,954 SH   DFND 1 600,954 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 3,142 218,358 SH   DFND 1 218,258 0 100
MONARCH CASINO & RESORT INC COM COM 609027107 747 39,331 SH   DFND 1 39,331 0 0
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 145 12,349 SH   DFND 1 12,349 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 406,392 12,937,252 SH   DFND 1 12,933,564 0 3,688
MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 2,898 148,027 SH   DFND 1 148,027 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 1,707 188,228 SH   DFND 1 188,228 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 4,969 164,102 SH   DFND 1 164,102 0 0
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 6,812 237,673 SH   DFND 1 237,673 0 0
MONRO MUFFLER BRAKE INC COM COM 610236101 6,209 133,565 SH   DFND 1 133,565 0 0
MONSANTO CO NEW COM COM 61166W101 395,610 3,791,392 SH   DFND 1 3,789,541 0 1,851
MONSTER BEVERAGE CORP COM 611740101 26 500 SH   DFND 1 2 500 0 0
MONSTER BEVERAGE CORP COM 611740101 50,771 971,932 SH   DFND 1 971,932 0 0
MONSTER WORLDWIDE INC COM 611742107 2,181 493,536 SH   DFND 1 493,336 0 200
MONTPELIER RE HOLDINGS LTD SHS G62185106 6,018 231,005 SH   DFND 1 231,005 0 0
MOODYS CORP COM COM 615369105 97,712 1,389,674 SH   DFND 1 1,389,013 0 661
MOOG INC CL A CL A 615394202 13,603 231,850 SH   DFND 1 231,850 0 0
MORGAN STANLEY COM NEW 617446448 269,129 9,988,735 SH   DFND 1 9,986,524 0 2,211
MORGANS HOTEL GROUP CO COM 61748W108 1,028 133,723 SH   DFND 1 133,723 0 0
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MOSAIC CO COM 61945C103 100,841 2,344,618 SH   DFND 1 2,343,982 0 636
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MOTOROLA INC COM COM NEW 620076307 97,159 1,636,639 SH   DFND 1 1,635,720 0 919
MOTOROLA INC COM COM NEW 620076307 12 200 SH   DFND 1 2 200 0 0
MOVADO GROUP INC COM COM 624580106 5,070 115,885 SH   DFND 1 115,885 0 0
MOVE INC COM COM NEW 62458M207 2,904 171,303 SH   DFND 1 171,303 0 0
MPG OFFICE TRUST INC COM 553274101 1,156 369,293 SH   DFND 1 369,293 0 0
MRC GLOBAL COM 55345K103 11,088 413,721 SH   DFND 1 413,627 0 94
MSC INDL DIRECT INC CL A CL A 553530106 15,732 193,386 SH   DFND 1 193,308 0 78
MSCI INC-A COM 55354G100 21,547 535,203 SH   DFND 1 535,006 0 197
MTR GAMING GROUP INC COM COM 553769100 316 67,080 SH   DFND 1 67,080 0 0
MTS SYS CORP COM COM 553777103 4,713 73,235 SH   DFND 1 73,235 0 0
MUELLER INDS INC COM COM 624756102 9,426 169,315 SH   DFND 1 169,315 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 8,464 1,059,288 SH   DFND 1 1,059,123 0 165
MULTI-COLOR CORP COM 625383104 1,785 52,606 SH   DFND 1 52,606 0 0
MULTI-FINELINE ELECTRONIX IN COM 62541B101 646 39,844 SH   DFND 1 39,844 0 0
MULTIMEDIA GAMES INC COM COM 625453105 7,011 202,911 SH   DFND 1 202,911 0 0
MURPHY OIL CORP COM COM 626717102 75,560 1,252,967 SH   DFND 1 1,252,517 0 450
MURPHY USA INC COM 626755102 7,125 176,444 SH   DFND 1 176,278 0 166
MWI VETERINARY SUPPLY INC COM 55402X105 8,583 57,464 SH   DFND 1 57,464 0 0
MYERS INDS INC COM COM 628464109 97 4,800 SH   DFND 1 2 4,800 0 0
MYERS INDS INC COM COM 628464109 4,508 224,188 SH   DFND 1 224,188 0 0
MYLAN LABS INC COM COM 628530107 104,322 2,733,759 SH   DFND 1 2,733,329 0 430
MYLAN LABS INC COM COM 628530107 34 900 SH   DFND 1 2 900 0 0
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MYRIAD GENETICS INC COM COM 62855J104 850 36,169 SH   DFND 1 2 36,169 0 0
MYRIAD GENETICS INC COM COM 62855J104 10,719 456,137 SH   DFND 1 455,946 0 191
NABORS INDS INC COM SHS G6359F103 29,929 1,864,052 SH   DFND 1 1,863,090 0 962
NACCO INDS INC CL A CL A 629579103 2,683 48,404 SH   DFND 1 48,404 0 0
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NANOSPHERE INC COM 63009F105 386 193,116 SH   DFND 1 193,116 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 278 25,316 SH   DFND 1 25,316 0 0
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NASB FINL INC COM COM 628968109 205 7,474 SH   DFND 1 7,474 0 0
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NASH FINCH CO COM COM 631158102 79 3,000 SH   DFND 1 2 3,000 0 0
NASH FINCH CO COM COM 631158102 1,657 62,750 SH   DFND 1 62,750 0 0
NATHAN'S FAMOUS INC COM 632347100 530 10,035 SH   DFND 1 10,035 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 107 31,286 SH   DFND 1 31,286 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 5,877 286,124 SH   DFND 1 286,124 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 936 26,067 SH   DFND 1 26,067 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 1,228 68,773 SH   DFND 1 68,773 0 0
NATIONAL CINEMEDIA INC COM 635309107 4,913 260,509 SH   DFND 1 257,261 0 3,248
NATIONAL FUEL GAS CO N J COM COM 636180101 24,764 360,144 SH   DFND 1 360,062 0 82
NATIONAL HEALTH INVS INC COM COM 63633D104 6,693 117,643 SH   DFND 1 117,643 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 2,653 56,134 SH   DFND 1 56,134 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 553 11,706 SH   DFND 1 2 11,706 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 6,886 297,966 SH   DFND 1 297,966 0 0
NATIONAL INSTRS CORP COM COM 636518102 12,891 416,764 SH   DFND 1 414,858 0 1,906
NATIONAL INTERSTATE CORP COM 63654U100 1,505 54,115 SH   DFND 1 54,115 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 237,376 3,039,756 SH   DFND 1 3,038,148 0 1,608
NATIONAL PENN BANCSHARES IN COM COM 637138108 5,588 556,054 SH   DFND 1 556,054 0 0
NATIONAL PRESTO INDS INC COM COM 637215104 1,363 19,356 SH   DFND 1 19,356 0 0
NATIONAL RESEARCH CO CLASS B CL B 637372301 378 12,658 SH   DFND 1 12,658 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 17,289 543,337 SH   DFND 1 542,037 0 1,300
NATIONAL TECHNICAL SYS INC COM 638104109 565 24,714 SH   DFND 1 24,714 0 0
NATIONAL WESTN LIFE INS CO CL A CL A 638522102 2,243 11,117 SH   DFND 1 11,117 0 0
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NATURAL GROCERS BY VITAMIN C COM 63888U108 1,438 36,228 SH   DFND 1 36,228 0 0
NATURES SUNSHINE PRODS INC COM 639027101 854 44,778 SH   DFND 1 44,778 0 0
NATURES SUNSHINE PRODS INC COM 639027101 109 5,700 SH   DFND 1 2 5,700 0 0
NATUS MEDICAL INC COM 639050103 2,009 141,669 SH   DFND 1 141,669 0 0
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NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 1,389 523,969 SH   DFND 1 523,969 0 0
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NBT BANCORP INC COM COM 628778102 5,184 225,604 SH   DFND 1 225,604 0 0
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NCR CORP NEW COM COM 62886E108 27,396 691,651 SH   DFND 1 691,162 0 489
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NELNET INC-CL A CL A 64031N108 51 1,325 SH   DFND 1 2 1,325 0 0
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NEOGEN CORP COM COM 640491106 6,682 110,046 SH   DFND 1 110,046 0 0
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NETAPP INC COM 64110D104 106,940 2,509,736 SH   DFND 1 2,508,584 0 1,152
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NETEASE.COM INC -ADR SPONSORED ADR 64110W102 526 7,246 SH   DFND 1 2 7,246 0 0
NETFLIX COM INC COM COM 64110L106 129,627 419,317 SH   DFND 1 419,161 0 156
NETGEAR INC COM 64111Q104 6,180 200,263 SH   DFND 1 200,263 0 0
NETLIST INC COM 64118P109 130 161,308 SH   DFND 1 161,308 0 0
NETSCOUT SYS INC COM COM 64115T104 5,600 219,005 SH   DFND 1 219,005 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 362 36,053 SH   DFND 1 36,053 0 0
NETSUITE INC-REDH COM 64118Q107 13,765 127,520 SH   DFND 1 127,478 0 42
NETSUITE INC-REDH COM 64118Q107 1,198 11,100 SH   DFND 1 2 11,100 0 0
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NEUROCRINE BIOSCIENCES INC COM COM 64125C109 3,234 285,689 SH   DFND 1 285,589 0 100
NEUSTAR INC-CLASS A CL A 64126X201 13,617 275,199 SH   DFND 1 275,199 0 0
NEW JERSEY RES COM COM 646025106 8,193 185,989 SH   DFND 1 185,989 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 434 30,120 SH   DFND 1 30,120 0 0
NEW RESIDENTIAL INVESTMENT COM 64828T102 4,067 614,400 SH   DFND 1 614,400 0 0
NEW YORK & CO COM 649295102 698 120,685 SH   DFND 1 120,685 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 27,605 1,827,261 SH   DFND 1 1,821,666 0 5,595
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 2,022 323,497 SH   DFND 1 319,467 0 4,030
NEW YORK TIMES CO CL A CL A 650111107 6,625 527,015 SH   DFND 1 526,715 0 300
NEWBRIDGE BANCORP CL A NO PAR 65080T102 511 70,071 SH   DFND 1 70,071 0 0
NEWCASTLE INVESTMENT CORP COM 65105M108 167 29,800 SH   DFND 1 2 29,800 0 0
NEWELL RUBBERMAID INC COM COM 651229106 3 100 SH   DFND 1 2 100 0 0
NEWELL RUBBERMAID INC COM COM 651229106 54,628 1,986,963 SH   DFND 1 1,986,063 0 900
NEWFIELD EXPL CO COM COM 651290108 25,886 945,921 SH   DFND 1 945,490 0 431
NEWFIELD EXPL CO COM COM 651290108 47 1,700 SH   DFND 1 2 1,700 0 0
NEWLEAD HOLDINGS LTD SHS G64626115 4 29,764 SH   DFND 1 29,764 0 0
NEWLINK GENETICS CORP COM 651511107 1,368 72,845 SH   DFND 1 72,845 0 0
NEWMARKET CORP COM COM 651587107 13,618 47,300 SH   DFND 1 47,281 0 19
NEWMONT MINING CORP COM COM 651639106 97,133 3,457,557 SH   DFND 1 3,456,000 0 1,557
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 5,271 416,360 SH   DFND 1 416,360 0 0
NEWPORT CORP COM COM 651824104 2,891 184,943 SH   DFND 1 184,943 0 0
NEWS CORP CLASS A CL A 65249B109 55,800 3,475,288 SH   DFND 1 3,474,233 0 1,055
NEWS CORP CLASS B CL B 65249B208 514 31,317 SH   DFND 1 31,317 0 0
NEWSTAR FINANCIAL INC COM 65251F105 2,110 115,491 SH   DFND 1 115,491 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 7,734 173,785 SH   DFND 1 173,785 0 0
NEXTERA ENERGY INC COM 65339F101 233,769 2,917,022 SH   DFND 1 2,916,222 0 800
NEXTERA ENERGY INC COM 65339F101 200 2,500 SH   DFND 1 2 2,500 0 0
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 405 9,779 SH   DFND 1 9,779 0 0
NIELSEN HLDGS N.V. COM N63218106 631 17,300 SH   DFND 1 2 17,300 0 0
NIELSEN HLDGS N.V. COM N63218106 54,492 1,495,337 SH   DFND 1 1,495,092 0 245
NII HOLDINGS INC-CL B CL B NEW 62913F201 4,608 759,219 SH   DFND 1 758,710 0 509
NIKE INC CL B CL B 654106103 386,188 5,317,762 SH   DFND 1 5,315,235 0 2,527
NISOURCE INC COM COM 65473P105 66,955 2,168,050 SH   DFND 1 2,167,135 0 915
NL INDS INC COM NEW COM NEW 629156407 329 29,003 SH   DFND 1 29,003 0 0
NN INC COM COM 629337106 1,033 66,416 SH   DFND 1 66,416 0 0
NOBLE CORP SWITZERLAND NAMEN -AKT H5833N103 64,030 1,695,691 SH   DFND 1 1,695,691 0 0
NOBLE CORP SWITZERLAND NAMEN -AKT H5833N103 23 600 SH   DFND 1 2 600 0 0
NOBLE ENERGY INC COM 655044105 169,097 2,524,120 SH   DFND 1 2,523,112 0 1,008
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 82 10,550 SH   DFND 1 0 0 10,550
NOODLES & COMPANY CL A 65540B105 1,360 31,882 SH   DFND 1 31,882 0 0
NORANDA ALUMINIUM HOLDING COM 65542W107 715 290,496 SH   DFND 1 290,496 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 245 29,784 SH   DFND 1 28,234 0 1,550
NORDSON CORP COM COM 655663102 19,709 267,671 SH   DFND 1 267,596 0 75
NORDSTROM INC COM COM 655664100 55,795 993,041 SH   DFND 1 992,541 0 500
NORFOLK SOUTHERN CORP COM COM 655844108 171,187 2,213,716 SH   DFND 1 2,212,661 0 1,055
NORFOLK SOUTHERN CORP COM COM 655844108 54 700 SH   DFND 1 2 700 0 0
NORTEK INC COM NEW 656559309 4,500 65,490 SH   DFND 1 65,490 0 0
NORTHEAST BANCORP COM NEW 663904209 164 16,294 SH   DFND 1 16,294 0 0
NORTHEAST UTILS COM COM 664397106 90,354 2,190,995 SH   DFND 1 2,190,426 0 569
NORTHERN OIL & GAS INC COM 665531109 3,504 242,840 SH   DFND 1 242,840 0 0
NORTHERN TR CORP COM COM 665859104 87,821 1,615,043 SH   DFND 1 1,613,407 0 1,636
NORTHERN TR CORP COM COM 665859104 190 3,500 SH   DFND 1 2 3,500 0 0
NORTHFIELD BANCORP INC COM 66611T108 2,638 217,339 SH   DFND 1 217,339 0 0
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NORTHROP GRUMMAN CORP COM COM 666807102 1,665 17,478 SH   DFND 1 2 17,478 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 153,427 1,611,025 SH   DFND 1 1,610,742 0 283
NORTHSTAR REALTY FINANCE CORP COM 66704R100 9,471 1,020,537 SH   DFND 1 1,014,035 0 6,502
NORTHWEST BANCSHARES INC COM 667340103 6,357 480,894 SH   DFND 1 480,894 0 0
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 212 63,360 SH   DFND 1 63,360 0 0
NORTHWEST NAT GAS CO COM COM 667655104 5,405 128,740 SH   DFND 1 128,740 0 0
NORTHWEST PIPE CO COM COM 667746101 1,443 43,895 SH   DFND 1 43,895 0 0
NORTHWESTERN CORP COM NEW 668074305 9,600 213,704 SH   DFND 1 213,704 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 6,792 220,151 SH   DFND 1 220,151 0 0
NOVABAY PHARMA INC -REDH COM 66987P102 123 72,124 SH   DFND 1 72,124 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 223 2,902 SH   DFND 1 0 0 2,902
NOVATEL WIRELESS INC COM COM NEW 66987M604 330 126,459 SH   DFND 1 126,459 0 0
NOVAVAX INC COM COM 670002104 2,106 666,464 SH   DFND 1 666,464 0 0
NOVO NORDISK A S-ADR ADR 670100205 308 1,822 SH   DFND 1 1,000 0 822
NPS PHARMACEUTICALS INC COM COM 62936P103 13,738 431,876 SH   DFND 1 431,876 0 0
NRG ENERGY INC COM NEW 629377508 60,868 2,227,709 SH   DFND 1 2,226,739 0 970
NRG ENERGY INC COM NEW 629377508 180 6,600 SH   DFND 1 2 6,600 0 0
NRG YEILD INC COM CL A 62942X108 2,957 97,617 SH   DFND 1 97,617 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 1,430 76,051 SH   DFND 1 72,562 0 3,489
NTN BUZZTIME INC COM NEW 629410309 17 49,847 SH   DFND 1 49,847 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 28,177 294,304 SH   DFND 1 294,218 0 86
NUAN 2 3/4 08/15/27 CORP DBCV 2.750% 8/1 67020YAB6 568 500,000 PRN   DFND 1 2 500,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 21,183 1,133,229 SH   DFND 1 1,132,732 0 497
NUCOR CORP COM COM 670346105 107,689 2,197,414 SH   DFND 1 2,196,353 0 1,061
NUMEREX CORP PA CL A CL A 67053A102 481 43,930 SH   DFND 1 43,930 0 0
NUPATHE INC COM 67059M100 184 76,529 SH   DFND 1 76,529 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 868 36,575 SH   DFND 1 36,575 0 0
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NUVEEN DIVERSIFIED COMMODITY FUND COM UT BEN INT 67074P104 204 12,327 PRN   DFND 1 2 12,327 0 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 269 11,328 PRN   DFND 1 2 11,328 0 0
NUVEEN MULTI-CURR SHT TRM GV COM 67090N109 1,498 142,929 PRN   DFND 1 2 142,929 0 0
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K104 1,493 652,007 SH   DFND 1 652,007 0 0
NV ENERGY INC COM 67073Y106 852 36,100 SH   DFND 1 2 36,100 0 0
NV ENERGY INC COM 67073Y106 22,967 972,752 SH   DFND 1 972,491 0 261
NVE CORP COM NEW 629445206 1,084 21,231 SH   DFND 1 21,231 0 0
NVIDIA CORP COM COM 67066G104 64,715 4,160,100 SH   DFND 1 4,158,530 0 1,570
NVR INC COM COM 62944T105 17,097 18,600 SH   DFND 1 18,594 0 6
NXP SEMICONDUCTORS NV COM N6596X109 1,382 37,138 SH   DFND 1 37,138 0 0
NXSTAGE MEDICAL INC COM 67072V103 3,292 250,174 SH   DFND 1 246,938 0 3,236
NYSE EURONEXT COM 629491101 71,990 1,715,290 SH   DFND 1 1,713,750 0 1,540
NYSE EURONEXT COM 629491101 420 10,002 SH   DFND 1 2 10,002 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 13 100 SH   DFND 1 2 100 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 100,680 789,285 SH   DFND 1 789,109 0 176
OASIS PETROLEUM INC COM 674215108 17,741 361,096 SH   DFND 1 360,987 0 109
OCCIDENTAL PETE CORP DEL COM COM 674599105 536,638 5,738,399 SH   DFND 1 5,736,019 0 2,380
OCCIDENTAL PETE CORP DEL COM COM 674599105 561 6,000 SH   DFND 1 2 6,000 0 0
OCEAN BIO-CHEM INC COM 674631106 49 20,307 SH   DFND 1 20,307 0 0
OCEAN POWER TECHNOLOGIES INC COM NEW 674870308 65 37,974 SH   DFND 1 37,974 0 0
OCEAN RIG UDW INC SHS Y64354205 111 6,100 SH   DFND 1 2 6,100 0 0
OCEAN RIG UDW INC SHS Y64354205 351 19,286 SH   DFND 1 19,286 0 0
OCEANEERING INTL INC COM COM 675232102 37,406 460,493 SH   DFND 1 460,146 0 347
OCEANFIRST FINL CORP COM COM 675234108 864 51,105 SH   DFND 1 51,105 0 0
OCLARO INC COM NEW 67555N206 643 363,364 SH   DFND 1 363,364 0 0
OCWEN FINL CORP COM COM NEW 675746309 0 1 SH   DFND 1 2 1 0 0
OCWEN FINL CORP COM COM NEW 675746309 30,712 550,699 SH   DFND 1 550,581 0 118
OCZ TECHNOLOGY GROUP INC COM 67086E303 439 337,954 SH   DFND 1 337,954 0 0
ODYSSEY MARINE EXPLORATION COM 676118102 996 330,872 SH   DFND 1 330,872 0 0
OFFICE DEPOT INC COM COM 676220106 4,945 1,023,892 SH   DFND 1 1,023,292 0 600
OFFICEMAX INC COM 67622P101 179 14,000 SH   DFND 1 2 14,000 0 0
OFFICEMAX INC COM 67622P101 5,307 414,967 SH   DFND 1 414,967 0 0
OFFICIAL PAYMENTS HOLDINGS INC COM 67623R106 245 29,439 SH   DFND 1 29,439 0 0
OFG BANCORP COM 67103X102 3,171 195,883 SH   DFND 1 195,883 0 0
OGE ENERGY CORP COM COM 670837103 31,516 873,367 SH   DFND 1 871,262 0 2,105
OHIO VY BANC CORP COM COM 677719106 202 9,994 SH   DFND 1 9,994 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 151 18,623 SH   DFND 1 18,623 0 0
OI SA ADR PFD SPN ADR REP PFD 670851203 32 17,217 SH   DFND 1 17,181 0 36
OIL DRI CORP AMER COM COM 677864100 624 18,494 SH   DFND 1 18,494 0 0
OIL STS INTL INC COM COM 678026105 24,031 232,276 SH   DFND 1 232,214 0 62
OLD DOMINION FGHT LINES INC COM COM 679580100 16,171 351,624 SH   DFND 1 351,539 0 85
OLD NATL BANCORP IND COM COM 680033107 7,365 518,655 SH   DFND 1 518,655 0 0
OLD REP INTL CORP COM COM 680223104 15,439 1,002,536 SH   DFND 1 1,001,102 0 1,434
OLD SECOND BANCORP INC ILL COM COM 680277100 315 55,328 SH   DFND 1 55,328 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 8,272 358,556 SH   DFND 1 358,556 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 136 5,900 SH   DFND 1 2 5,900 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,239 44,609 SH   DFND 1 44,609 0 0
OM GROUP INC COM COM 670872100 4,685 138,695 SH   DFND 1 138,695 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 15,642 523,684 SH   DFND 1 523,484 0 200
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OMEROS CORP COM 682143102 1,045 107,136 SH   DFND 1 107,136 0 0
OMNIAMERICAN BANCORP INC COM 68216R107 1,059 43,279 SH   DFND 1 43,279 0 0
OMNICARE INC COM COM 681904108 26,357 474,958 SH   DFND 1 474,642 0 316
OMNICARE INC COM COM 681904108 444 8,009 SH   DFND 1 2 8,009 0 0
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OMNICOM GROUP INC COM COM 681919106 63 1,000 SH   DFND 1 2 1,000 0 0
OMNIVISION TECHNOLOGIES INC COM COM 682128103 3,792 247,678 SH   DFND 1 246,759 0 919
OMNOVA SOLUTIONS INC COM COM 682129101 1,637 191,459 SH   DFND 1 191,459 0 0
ON ASSIGNMENT INC COM COM 682159108 6,858 207,817 SH   DFND 1 207,817 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 14,161 1,939,917 SH   DFND 1 1,939,067 0 850
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ONE LIBERTY PROPERTIES INC COM 682406103 1,126 55,530 SH   DFND 1 55,530 0 0
ONEBEACON INSURANCE GRP CL A G67742109 1,403 95,087 SH   DFND 1 95,087 0 0
ONEOK INC NEW COM COM 682680103 76,154 1,428,592 SH   DFND 1 1,428,359 0 233
ONXX 4 08/15/16 NOTE 4.000% 8/1 683399AB5 36,901 11,500,000 PRN   DFND 1 2 11,500,000 0 0
ONYX PHARMACEUTICALS INC COM COM 683399109 3,329 26,699 SH   DFND 1 26,601 0 98
OPEN TEXT CORP COM COM 683715106 658 8,809 SH   DFND 1 8,809 0 0
OPENTABLE INC COM 68372A104 7,159 102,302 SH   DFND 1 102,302 0 0
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OPKO HEALTH INC COM 68375N103 8,331 945,582 SH   DFND 1 945,582 0 0
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OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 1,605 85,266 SH   DFND 1 85,266 0 0
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OPTICAL CABLE CORP COM COM NEW 683827208 48 12,030 SH   DFND 1 12,030 0 0
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ORACLE CORP COM COM 68389X105 843,041 25,422,149 SH   DFND 1 25,410,082 0 12,067
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ORASURE TECHNOLOGIES INC COM COM 68554V108 1,531 254,717 SH   DFND 1 254,717 0 0
ORBCOMM INC COM 68555P100 679 128,933 SH   DFND 1 128,933 0 0
ORBITAL SCIENCES CORP COM COM 685564106 5,566 262,813 SH   DFND 1 262,813 0 0
ORBITZ WORLDWIDE INC COM 68557K109 1,371 142,348 SH   DFND 1 142,348 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,605 58,022 SH   DFND 1 58,022 0 0
OREXIGEN THERPEUTCS INC COM 686164104 2,529 411,920 SH   DFND 1 411,920 0 0
ORGANOVO HOLDINGS INC COM 68620A104 1,535 265,991 SH   DFND 1 265,991 0 0
ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 5,235 403,319 SH   DFND 1 403,319 0 0
ORION ENERGY SYSTEMS INC COM 686275108 245 65,072 SH   DFND 1 65,072 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,174 112,752 SH   DFND 1 112,752 0 0
ORITANI FINANCIAL CORP COM 68633D103 3,107 188,761 SH   DFND 1 188,761 0 0
ORMAT TECHNOLOGIES INC COM 686688102 2,781 103,868 SH   DFND 1 103,868 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 439 25,143 SH   DFND 1 25,143 0 0
ORTHOFIX INTL N V COM COM N6748L102 1,879 90,082 SH   DFND 1 90,082 0 0
OSHKOSH TRUCK CORP COM COM 688239201 18,039 368,287 SH   DFND 1 368,187 0 100
OSI SYSTEMS INC COM COM 671044105 6,245 83,862 SH   DFND 1 83,862 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 1,209 72,669 SH   DFND 1 72,669 0 0
OTTER TAIL CORP COM COM 689648103 4,847 175,630 SH   DFND 1 175,630 0 0
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OVASCIENCE INC COM 69014Q101 462 46,632 SH   DFND 1 46,632 0 0
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OVERSTOCK COM INC DEL COM COM 690370101 2,736 92,224 SH   DFND 1 92,124 0 100
OWENS & MINOR INC NEW COM COM 690732102 10,687 308,963 SH   DFND 1 308,963 0 0
OWENS CORNING COM 690742101 18,111 476,846 SH   DFND 1 476,709 0 137
OWENS ILL INC COM NEW COM NEW 690768403 33,775 1,125,367 SH   DFND 1 1,124,880 0 487
OXFORD INDS INC COM COM 691497309 4,217 62,037 SH   DFND 1 62,037 0 0
P A M TRANSN SVCS INC COM COM 693149106 235 13,426 SH   DFND 1 13,426 0 0
P C CONNECTION COM COM 69318J100 995 65,948 SH   DFND 1 65,948 0 0
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PACIFIC BIOSCIENCES OF CA COM 69404D108 1,212 219,121 SH   DFND 1 219,121 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 733 55,913 SH   DFND 1 55,913 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 212 60,526 SH   DFND 1 60,526 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 259 41,632 SH   DFND 1 41,632 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 633 47,123 SH   DFND 1 47,123 0 0
PACIFIC SUNWEAR CALIF INC COM COM 694873100 718 239,430 SH   DFND 1 239,430 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 7,684 159,793 SH   DFND 1 159,793 0 0
PACKAGING CORP AMER COM COM 695156109 25,566 447,822 SH   DFND 1 447,719 0 103
PACKAGING CORP AMER COM COM 695156109 97 1,700 SH   DFND 1 2 1,700 0 0
PACTERA TECHNOLOGY - ADR - W/D SPONSORED ADR 695255109 89 15,110 SH   DFND 1 15,110 0 0
PACWEST BANCORP COM 695263103 6,131 178,433 SH   DFND 1 178,433 0 0
PAIN THERAPEUTICS INC COM COM 69562K100 456 167,797 SH   DFND 1 167,797 0 0
PALL CORP COM COM 696429307 59,873 777,352 SH   DFND 1 777,023 0 329
PALO ALTO NETWORKS INC COM 697435105 8,517 185,880 SH   DFND 1 185,797 0 83
PAN AMERICAN SILVER CORP COM COM 697900108 243 23,034 SH   DFND 1 22,871 0 163
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PANHANDLE ROYALTY CO-CL A CL A 698477106 710 25,093 SH   DFND 1 25,093 0 0
PANTRY INC COM COM 698657103 1,127 101,702 SH   DFND 1 101,702 0 0
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PAR TECHNOLOGY CORP/DEL COM COM 698884103 135 27,309 SH   DFND 1 27,309 0 0
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PARK OHIO HLDGS CORP COM COM 700666100 1,625 42,287 SH   DFND 1 42,287 0 0
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PARKER HANNIFIN CORP COM COM 701094104 112,793 1,037,739 SH   DFND 1 1,037,572 0 167
PARKERVISION INC COM COM 701354102 1,351 403,164 SH   DFND 1 403,164 0 0
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PARTNERRE LTD COM COM G6852T105 438 4,783 SH   DFND 1 2 4,783 0 0
PATRICK INDS INC COM COM 703343103 1,334 44,397 SH   DFND 1 44,397 0 0
PATRIOT NATIONAL BANCORP INC COM 70336F104 23 16,571 SH   DFND 1 16,571 0 0
PATRIOT TRANSPORTATION HLDG COM 70337B102 705 20,854 SH   DFND 1 20,854 0 0
PATTERSON COS INC COM 703395103 23,565 586,345 SH   DFND 1 585,948 0 397
PATTERSON UTI ENERGY INC COM COM 703481101 13,579 635,131 SH   DFND 1 634,664 0 467
PAYCHEX INC COM COM 704326107 93,606 2,303,883 SH   DFND 1 2,301,823 0 2,060
PBF ENERGY INC CL A 69318G106 3,678 163,847 SH   DFND 1 163,758 0 89
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PDL BIOPHARMA INC COM COM 69329Y104 5,218 654,699 SH   DFND 1 647,356 0 7,343
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SIMPSON MANUFACTURING CO IN COM COM 829073105 5,914 181,575 SH   DFND 1 181,575 0 0
SIMULATIONS PLUS INC COM 829214105 127 26,420 SH   DFND 1 26,420 0 0
SINA CORP ORD G81477104 849 10,456 SH   DFND 1 10,456 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 268 8,009 SH   DFND 1 2 8,009 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 14,411 429,924 SH   DFND 1 429,924 0 0
SIRIUS XM RADIO INC COM COM 82967N108 53,706 13,879,263 SH   DFND 1 13,872,856 0 6,407
SIRONA DENTAL SYSTEMS INC COM 82966C103 19,024 284,230 SH   DFND 1 284,230 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 13,288 393,244 SH   DFND 1 392,466 0 778
SJW CORP COM COM 784305104 1,631 58,211 SH   DFND 1 58,211 0 0
SKECHERS U S A INC CL A CL A 830566105 5,052 162,380 SH   DFND 1 162,380 0 0
SKILLED HEALTHCARE GROU-CL A CL A 83066R107 483 110,710 SH   DFND 1 110,710 0 0
SKULLCANDY INC COM 83083J104 493 79,745 SH   DFND 1 79,745 0 0
SKYLINE CORP COM COM 830830105 182 36,543 SH   DFND 1 36,543 0 0
SKYWEST INC COM COM 830879102 5,343 367,985 SH   DFND 1 367,635 0 350
SKYWEST INC COM COM 830879102 504 34,700 SH   DFND 1 2 34,700 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 19,890 800,723 SH   DFND 1 800,503 0 220
SL GREEN RLTY CORP COM COM 78440X101 43,390 488,455 SH   DFND 1 488,255 0 200
SLM CORP COM 78442P106 81,222 3,262,696 SH   DFND 1 3,261,395 0 1,301
SM ENERGY CO COM 78454L100 21,795 282,359 SH   DFND 1 282,282 0 77
SMITH & WESSON HLDG CORP COM 831756101 76 6,900 SH   DFND 1 2 6,900 0 0
SMITH & WESSON HLDG CORP COM 831756101 5,850 532,322 SH   DFND 1 532,322 0 0
SMITH A O COM COM 831865209 14,605 323,115 SH   DFND 1 323,025 0 90
SMITH MICRO SOFTWARE INC COM COM 832154108 107 118,766 SH   DFND 1 118,766 0 0
SNAP ON INC COM COM 833034101 229 2,300 SH   DFND 1 2 2,300 0 0
SNAP ON INC COM COM 833034101 40,161 403,692 SH   DFND 1 403,625 0 67
SNYDERS-LANCE INC COM 833551104 6,591 228,465 SH   DFND 1 228,465 0 0
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SOLARCITY CORP COM 83416T100 4,902 141,688 SH   DFND 1 141,639 0 49
SOLARWINDS INC COM 83416B109 9,798 279,450 SH   DFND 1 279,376 0 74
SOLAZYME INC COM 83415T101 2,325 215,918 SH   DFND 1 215,918 0 0
SOLERA HOLDINGS INC COM 83421A104 15,147 286,490 SH   DFND 1 286,490 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 66 75,942 SH   DFND 1 75,942 0 0
SOLTA MEDICAL, INC COM 83438K103 490 235,491 SH   DFND 1 235,491 0 0
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SONIC CORP COM COM 835451105 5,747 323,755 SH   DFND 1 323,755 0 0
SONOCO PRODS CO COM COM 835495102 17,053 437,941 SH   DFND 1 437,428 0 513
SONUS NETWORKS INC COM COM 835916107 4,264 1,261,459 SH   DFND 1 1,260,959 0 500
SOTHEBYS HLDGS INC CL A COM 835898107 14,840 302,057 SH   DFND 1 302,057 0 0
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SOURCEFIRE INC COM 83616T108 190 2,500 SH   DFND 1 2 2,500 0 0
SOURCEFIRE INC COM 83616T108 10,490 138,166 SH   DFND 1 138,166 0 0
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SOUTHERN COPPER CORP COM COM 84265V105 1,367 50,173 SH   DFND 1 49,977 0 196
SOUTHERN NATL BANCRP VA-REDH COM 843395104 178 18,577 SH   DFND 1 18,577 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,968 73,395 SH   DFND 1 73,395 0 0
SOUTHWEST AIRLS CO COM COM 844741108 513 35,200 SH   DFND 1 2 35,200 0 0
SOUTHWEST AIRLS CO COM COM 844741108 71,351 4,901,388 SH   DFND 1 4,900,447 0 941
SOUTHWEST BANCORP INC OKLA COM COM 844767103 310 20,900 SH   DFND 1 2 20,900 0 0
SOUTHWEST BANCORP INC OKLA COM COM 844767103 1,145 77,304 SH   DFND 1 77,304 0 0
SOUTHWEST GAS CORP COM COM 844895102 12,102 242,046 SH   DFND 1 242,046 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 88,453 2,431,968 SH   DFND 1 2,431,968 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 18 500 SH   DFND 1 2 500 0 0
SOVRAN SELF STORAGE INC COM COM 84610H108 15,867 209,663 SH   DFND 1 209,663 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 76 18,680 SH   DFND 1 18,680 0 0
SPANSION INC-CLASS A COM CL A NEW 84649R200 3,420 338,964 SH   DFND 1 338,964 0 0
SPANSION INC-CLASS A COM CL A NEW 84649R200 587 58,200 SH   DFND 1 2 58,200 0 0
SPARK NETWORKS PLC COM 84651P100 609 73,216 SH   DFND 1 73,216 0 0
SPARTAN MOTORS INC COM 846819100 851 140,155 SH   DFND 1 140,155 0 0
SPARTAN STORES INC COM COM 846822104 2,429 110,089 SH   DFND 1 110,089 0 0
SPARTON CORP COM 847235108 976 38,276 SH   DFND 1 38,276 0 0
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SPECTRA ENERGY CORP COM 847560109 157,707 4,608,451 SH   DFND 1 4,604,884 0 3,567
SPECTRANETICS CORP COM 84760C107 3,646 217,263 SH   DFND 1 217,263 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 6,296 95,621 SH   DFND 1 95,621 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,261 269,494 SH   DFND 1 269,494 0 0
SPEED COMMERCE INC COM 84764T106 371 113,006 SH   DFND 1 113,006 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 890 49,740 SH   DFND 1 49,740 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 10,077 415,720 SH   DFND 1 415,720 0 0
SPIRIT AIRLINES INC COM 848577102 12,838 374,604 SH   DFND 1 374,604 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 14,418 1,570,584 SH   DFND 1 1,569,967 0 617
SPLUNK INC COM 848637104 21,215 353,346 SH   DFND 1 353,228 0 118
SPREADTRUM COMMUNICATI-ADR ADR 849415203 203 6,673 SH   DFND 1 6,673 0 0
SPRINT CORP COM SER 1 85207U105 22,316 3,594,073 SH   DFND 1 3,593,040 0 1,033
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SPX CORP COM COM 784635104 15,366 181,571 SH   DFND 1 181,418 0 153
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 13,305 349,200 SH   DFND 1 349,200 0 0
ST JOE CO COM COM 790148100 7,819 398,500 SH   DFND 1 398,412 0 88
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ST JUDE MED INC COM COM 790849103 108,632 2,025,708 SH   DFND 1 2,024,652 0 1,056
ST PAUL TRAVELERS CO INC COM 89417E109 220,185 2,598,106 SH   DFND 1 2,596,315 0 1,791
ST PAUL TRAVELERS CO INC COM 89417E109 34 400 SH   DFND 1 2 400 0 0
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 1,632 120,526 SH   DFND 1 120,526 0 0
STAG INDUSTRIAL INC COM 85254J102 4,055 201,543 SH   DFND 1 201,543 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 2,691 140,140 SH   DFND 1 139,465 0 675
STAMPS COM INC COM COM NEW 852857200 4,148 90,322 SH   DFND 1 90,322 0 0
STANCORP FINL GROUP INC COM COM 852891100 9,839 178,823 SH   DFND 1 178,572 0 251
STANDARD MTR PRODS INC COM COM 853666105 4,024 125,119 SH   DFND 1 125,119 0 0
STANDARD MTR PRODS INC COM COM 853666105 162 5,034 SH   DFND 1 2 5,034 0 0
STANDARD PAC CORP NEW COM COM 85375C101 4,950 625,765 SH   DFND 1 625,665 0 100
STANDARD PARKING CORP COM COM 853790103 1,691 62,868 SH   DFND 1 62,868 0 0
STANDARD REGISTER CO COM COM 853887206 120 11,606 SH   DFND 1 11,606 0 0
STANDEX INTL CORP COM COM 854231107 3,559 59,917 SH   DFND 1 59,917 0 0
STANLEY FURNITURE INC COM NEW COM NEW 854305208 169 45,662 SH   DFND 1 45,662 0 0
STANLEY WKS COM COM 854502101 100,848 1,113,764 SH   DFND 1 1,113,255 0 509
STAPLES INC COM COM 855030102 68,747 4,693,782 SH   DFND 1 4,692,432 0 1,350
STAPLES INC COM COM 855030102 341 23,308 SH   DFND 1 2 23,308 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 105 10,392 SH   DFND 1 2 10,392 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 21 2,064 SH   DFND 1 2,064 0 0
STAR SCIENTIFIC INC COM COM 85517P101 1,345 704,161 SH   DFND 1 704,161 0 0
STARBUCKS CORP COM COM 855244109 418,537 5,438,982 SH   DFND 1 5,436,262 0 2,720
STARRETT L S CO CL A CL A 855668109 160 14,574 SH   DFND 1 14,574 0 0
STARTEK INC COM COM 85569C107 157 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 13 200 SH   DFND 1 2 200 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 89,405 1,345,794 SH   DFND 1 1,345,572 0 222
STARWOOD PROPERTY TRUST INC COM 85571B105 18,871 787,286 SH   DFND 1 786,917 0 369
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STARZ-LIBERTY CAPITAL COM SER A 85571Q102 1,004 35,680 SH   DFND 1 2 35,680 0 0
STATE AUTO FINL CORP COM COM 855707105 1,120 53,490 SH   DFND 1 53,490 0 0
STATE BANK FINANCIAL CORP COM 856190103 2,232 140,629 SH   DFND 1 140,629 0 0
STATE STR CORP COM COM 857477103 191 2,900 SH   DFND 1 2 2,900 0 0
STATE STR CORP COM COM 857477103 201,341 3,063,016 SH   DFND 1 3,061,504 0 1,512
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 49 2,169 SH   DFND 1 0 0 2,169
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 1,175 51,829 SH   DFND 1 2 51,829 0 0
STEALTHGAS INC SHS Y81669106 46 5,039 SH   DFND 1 5,039 0 0
STEALTHGAS INC SHS Y81669106 266 29,089 SH   DFND 1 2 29,089 0 0
STEEL DYNAMICS INC COM COM 858119100 17,010 1,017,962 SH   DFND 1 1,017,497 0 465
STEELCASE INC CL A CL A 858155203 5,615 337,844 SH   DFND 1 337,844 0 0
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STEIN MART INC COM COM 858375108 1,776 129,449 SH   DFND 1 129,449 0 0
STEINER LEISURE LTD ORD ORD P8744Y102 3,399 58,177 SH   DFND 1 58,177 0 0
STELLARONE CORP COM 85856G100 2,284 101,497 SH   DFND 1 101,497 0 0
STEMCELLS INC COM NEW 85857R204 277 164,629 SH   DFND 1 164,629 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,711 59,848 SH   DFND 1 59,848 0 0
STEPAN CO COM COM 858586100 4,898 84,840 SH   DFND 1 84,840 0 0
STEREOTAXIS INC COM COM NEW 85916J409 49 14,856 SH   DFND 1 14,856 0 0
STERICYCLE INC COM COM 858912108 70,925 614,758 SH   DFND 1 614,601 0 157
STERIS CORP COM COM 859152100 12,476 290,404 SH   DFND 1 290,404 0 0
STERLING BANCORP COM COM 859158107 1,865 135,847 SH   DFND 1 135,847 0 0
STERLING CONSTRUCTION CO COM 859241101 778 84,145 SH   DFND 1 84,145 0 0
STERLING FINL CORP WASH COM COM NEW 859319303 4,068 141,986 SH   DFND 1 141,986 0 0
STEWART ENTERPRISES INC CL A CL A 860370105 4,184 318,388 SH   DFND 1 318,388 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 3,095 96,747 SH   DFND 1 96,747 0 0
STIFEL FINL CORP COM COM 860630102 10,906 264,576 SH   DFND 1 264,576 0 0
STILLWATER MNG CO COM COM 86074Q102 5,734 520,834 SH   DFND 1 520,834 0 0
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STONERIDGE INC COM COM 86183P102 1,605 148,463 SH   DFND 1 148,463 0 0
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STRATASYS LTD SHS M85548101 1,325 13,081 SH   DFND 1 13,022 0 59
STRATEGIC HOTELS & RESORTS INC COM 86272T106 8,468 975,600 SH   DFND 1 975,600 0 0
STRATTEC SEC CORP COM COM 863111100 307 8,007 SH   DFND 1 8,007 0 0
STRAYER ED INC COM COM 863236105 2,193 52,808 SH   DFND 1 52,758 0 50
STREAMLINE HEALTH SOLUTIONS COM 86323X106 180 23,633 SH   DFND 1 23,633 0 0
STRYKER CORP COM COM 863667101 136,997 2,027,417 SH   DFND 1 2,027,019 0 398
STUDENT TRANSPORTATION INC COM 86388A108 93 14,842 SH   DFND 1 14,842 0 0
STURM RUGER & CO INC COM COM 864159108 5,637 90,000 SH   DFND 1 90,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 1,068 171,141 SH   DFND 1 171,141 0 0
SUFFOLK BANCORP COM COM 864739107 856 48,321 SH   DFND 1 48,321 0 0
SUMMER INFANT INC COM 865646103 202 72,835 SH   DFND 1 72,835 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,917 317,371 SH   DFND 1 317,371 0 0
SUN BANCORP INC COM COM 86663B102 837 218,546 SH   DFND 1 218,546 0 0
SUN COMMUNITIES INC COM COM 866674104 8,319 195,189 SH   DFND 1 195,189 0 0
SUN EDISON INC COM 86732Y109 8,495 1,065,919 SH   DFND 1 1,065,619 0 300
SUN HYDRAULICS CORP COM COM 866942105 4,106 113,264 SH   DFND 1 113,264 0 0
SUNCOKE ENERGY INC COM 86722A103 5,157 303,358 SH   DFND 1 303,313 0 45
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 700 141,089 SH   DFND 1 141,089 0 0
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SUNPOWER CORP COM 867652406 5,182 198,086 SH   DFND 1 197,929 0 157
SUNSTONE HOTEL INV INC -REDH COM 867892101 11,737 921,292 SH   DFND 1 921,292 0 0
SUNTRUST BKS INC COM COM 867914103 124,840 3,851,678 SH   DFND 1 3,850,628 0 1,050
SUPER MICRO COMPUTR INC COM 86800U104 1,950 144,004 SH   DFND 1 144,004 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 19 11,800 SH   DFND 1 11,800 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 17,264 689,540 SH   DFND 1 689,255 0 285
SUPERIOR INDS INTL INC COM COM 868168105 2,222 124,641 SH   DFND 1 123,991 0 650
SUPERNUS PHARMACEUTICALS INC COM 868459108 444 60,513 SH   DFND 1 60,513 0 0
SUPERTEX INC COM COM 868532102 1,360 53,654 SH   DFND 1 53,654 0 0
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SUPERVALU INC COM COM 868536103 7,264 882,581 SH   DFND 1 880,960 0 1,621
SUPPORT.COM INC COM 86858W101 1,587 291,103 SH   DFND 1 291,103 0 0
SURMODICS INC COM COM 868873100 373 15,697 SH   DFND 1 2 15,697 0 0
SURMODICS INC COM COM 868873100 2,101 88,341 SH   DFND 1 88,341 0 0
SUSQUEHANNA BANCSHARES INC COM COM 869099101 12,619 1,005,464 SH   DFND 1 1,005,464 0 0
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SVB FINANCIAL GROUP COM 78486Q101 17,004 196,869 SH   DFND 1 196,869 0 0
SWIFT ENERGY CO COM COM 870738101 2,147 188,020 SH   DFND 1 188,020 0 0
SWIFT TRANSN CO COM CL A 87074U101 10,953 542,501 SH   DFND 1 542,501 0 0
SWISHER HYGIENE INC COM 870808102 373 615,612 SH   DFND 1 615,612 0 0
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SYKES ENTERPRISES INC COM COM 871237103 3,034 169,425 SH   DFND 1 169,425 0 0
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SYMANTEC CORP COM COM 871503108 124,175 5,018,404 SH   DFND 1 5,015,268 0 3,136
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SYMMETRY MEDICAL INC COM 871546206 1,215 148,953 SH   DFND 1 148,953 0 0
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SYNAPTICS INC COM COM 87157D109 120 2,700 SH   DFND 1 2 2,700 0 0
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SYNERGETICS USA INC COM 87160G107 354 77,907 SH   DFND 1 77,907 0 0
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SYNNEX CORP COM COM 87162W100 712 11,588 SH   DFND 1 2 11,588 0 0
SYNNEX CORP COM COM 87162W100 10,075 163,962 SH   DFND 1 163,962 0 0
SYNOPSYS INC COM COM 871607107 26,983 715,823 SH   DFND 1 715,335 0 488
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SYNTA PHARMA CORP-REDH COM 87162T206 1,294 205,120 SH   DFND 1 205,120 0 0
SYNTEL INC COM COM 87162H103 6,949 86,752 SH   DFND 1 86,752 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 114 153,360 SH   DFND 1 153,360 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 165 98,257 SH   DFND 1 98,257 0 0
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SYNUTRA INTERNATIONAL INC COM 87164C102 108 20,356 SH   DFND 1 20,356 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 121 38,767 SH   DFND 1 38,767 0 0
SYSCO CORP COM COM 871829107 128,623 4,041,978 SH   DFND 1 4,038,954 0 3,024
SYSCO CORP COM COM 871829107 80 2,500 SH   DFND 1 2 2,500 0 0
SYSTEMAX INC COM COM 871851101 338 36,491 SH   DFND 1 36,491 0 0
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T-MOBILE US INC COM 872590104 260 10,000 SH   DFND 1 2 10,000 0 0
T.G.C. INDUSTRIES INC COM NEW 872417308 518 65,715 SH   DFND 1 65,715 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 2,802 39,332 SH   DFND 1 39,305 0 27
TAHOE RESOURCES INC COM 873868103 391 21,752 SH   DFND 1 21,617 0 135
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 279 16,451 SH   DFND 1 10,800 0 5,651
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 7,228 398,023 SH   DFND 1 397,923 0 100
TAL INTERNATIONAL GROUP INC COM 874083108 6,682 142,996 SH   DFND 1 142,146 0 850
TAMINCO CORP COM 87509U106 1,507 74,241 SH   DFND 1 74,241 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 16,225 496,930 SH   DFND 1 496,813 0 117
TANGOE INC COM 87582Y108 3,875 162,422 SH   DFND 1 162,422 0 0
TARGA RESOURCES CORP COM 87612G101 9,441 129,402 SH   DFND 1 129,402 0 0
TARGACEPT INC COM 87611R306 1,008 189,806 SH   DFND 1 189,806 0 0
TARGET CORP COM COM 87612E106 286,195 4,474,297 SH   DFND 1 4,473,747 0 550
TARGET CORP COM COM 87612E106 224 3,500 SH   DFND 1 2 3,500 0 0
TASER INTL INC COM COM 87651B104 6,190 415,148 SH   DFND 1 413,498 0 1,650
TASER INTL INC COM COM 87651B104 362 24,309 SH   DFND 1 2 24,309 0 0
TAUBMAN CTRS INC COM COM 876664103 23,028 342,112 SH   DFND 1 342,040 0 72
TAYLOR CAPITAL GROUP INC COM 876851106 1,592 71,878 SH   DFND 1 71,878 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 2,637 116,445 SH   DFND 1 116,264 0 181
TCF FINL CORP COM COM 872275102 10,012 701,144 SH   DFND 1 700,952 0 192
TCP CAPITAL CORP COM 87238Q103 1,753 108,106 SH   DFND 1 108,106 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 27,277 1,042,049 SH   DFND 1 1,041,232 0 817
TE CONNECTIVITY LTD REG SHS H84989104 143,242 2,767,094 SH   DFND 1 2,767,094 0 0
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TEAM INC COM 878155100 3,414 85,878 SH   DFND 1 85,878 0 0
TEARLAB CORP COM 878193101 1,318 119,144 SH   DFND 1 119,144 0 0
TECH DATA CORP COM COM 878237106 8,567 171,648 SH   DFND 1 171,600 0 48
TECHNE CORP COM COM 878377100 12,676 158,331 SH   DFND 1 158,185 0 146
TECHTARGET INC -REDH COM 87874R100 216 43,304 SH   DFND 1 43,304 0 0
TECO ENERGY INC COM COM 872375100 23,161 1,400,561 SH   DFND 1 1,399,366 0 1,195
TECUMSEH PRODS CO CL A CL A 878895200 799 89,325 SH   DFND 1 89,325 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 6,658 155,746 SH   DFND 1 155,697 0 49
TEEKAY TANKERS LTD CL A Y8565N102 67 25,405 SH   DFND 1 23,555 0 1,850
TEJON RANCH CO DEL COM COM 879080109 1,892 61,337 SH   DFND 1 61,337 0 0
TELECOM ARGENTINA STET FR TEL SPON ADR REP B 879273209 991 55,200 SH   DFND 1 2 55,200 0 0
TELECOMMUNICATION SYS INC CL A CL A 87929J103 1,171 475,960 SH   DFND 1 475,960 0 0
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 227 10,125 SH   DFND 1 10,125 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 14,521 170,973 SH   DFND 1 170,973 0 0
TELEFLEX INC COM COM 879369106 14,199 172,570 SH   DFND 1 172,047 0 523
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TESORO CORP COM COM 881609101 157 3,576 SH   DFND 1 2 3,576 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,829 54,280 SH   DFND 1 54,280 0 0
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VALHI INC NEW COM COM 918905100 1,616 80,969 SH   DFND 1 80,969 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 16,554 447,653 SH   DFND 1 447,478 0 175
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,122 30,343 SH   DFND 1 2 30,343 0 0
VALLEY NATL BANCORP COM COM 919794107 8,903 894,762 SH   DFND 1 892,530 0 2,232
VALMONT INDS INC COM COM 920253101 16,966 122,136 SH   DFND 1 122,105 0 31
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VALSPAR CORP COM COM 920355104 21,886 345,036 SH   DFND 1 345,036 0 0
VALUECLICK INC COM COM 92046N102 9,707 465,551 SH   DFND 1 465,351 0 200
VALUECLICK INC COM COM 92046N102 4 200 SH   DFND 1 2 200 0 0
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VANGUARD NATURAL RESOURCES LLC COM UNIT 92205F106 261 9,332 SH   DFND 1 9,332 0 0
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VARIAN MED SYS INC COM COM 92220P105 56,055 750,280 SH   DFND 1 750,157 0 123
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VECTREN CORP COM COM 92240G101 11,774 353,043 SH   DFND 1 353,043 0 0
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VENAXIS INC COM 92262A107 156 80,482 SH   DFND 1 80,482 0 0
VENTAS INC COM COM 92276F100 74 1,200 SH   DFND 1 2 1,200 0 0
VENTAS INC COM COM 92276F100 146,757 2,386,806 SH   DFND 1 2,386,273 0 533
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VERINT SYS INC COM COM 92343X100 11,925 321,784 SH   DFND 1 321,733 0 51
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VERMILLION INC COM NEW 92407M206 124 48,404 SH   DFND 1 48,404 0 0
VERSAR INC COM 925297103 47 11,390 SH   DFND 1 11,390 0 0
VERSO PAPER CORP-REDH COM 92531L108 42 54,806 SH   DFND 1 54,806 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 197 2,600 SH   DFND 1 2 2,600 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 124,657 1,644,527 SH   DFND 1 1,643,927 0 600
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VIAD CORP COM COM NEW 92552R406 2,708 108,528 SH   DFND 1 108,528 0 0
VIAD CORP COM COM NEW 92552R406 12 500 SH   DFND 1 2 500 0 0
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VICOR CORP COM COM 925815102 619 75,676 SH   DFND 1 75,676 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 3,442 166,536 SH   DFND 1 166,536 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 885 23,266 SH   DFND 1 23,266 0 0
VIMPELCOM LTD-SPON ADR SPONSORED ADR 92719A106 3,032 258,076 SH   DFND 1 255,725 0 2,351
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VIRTUS INVESTMENT PARTNERS COM 92828Q109 6,054 37,222 SH   DFND 1 37,222 0 0
VIRTUSA CORP COM 92827P102 2,888 99,387 SH   DFND 1 99,387 0 0
VISA INC COM CL A 92826C839 700,349 3,665,741 SH   DFND 1 3,664,192 0 1,549
VISHAY INTERTECHNOLOGY INC COM COM 928298108 7,099 550,751 SH   DFND 1 550,751 0 0
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VISION-SCIENCES INC COM 927912105 24 24,824 SH   DFND 1 24,824 0 0
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VITACOST.COM INC COM 92847A200 747 87,829 SH   DFND 1 87,829 0 0
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VMWARE INC-CLASS A CL A COM 928563402 28,589 353,427 SH   DFND 1 353,208 0 219
VOCERA COMMUNICATIONS INC COM 92857F107 1,343 72,231 SH   DFND 1 72,231 0 0
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VODAFONE GROUP PLC NEW SPONSORED ADR SPONS ADR NEW 92857W209 5,396 153,386 SH   DFND 1 150,696 0 2,690
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VOXX INTERNATIONAL CORP CL A 91829F104 1,624 118,572 SH   DFND 1 118,572 0 0
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VSE CORP COM 918284100 784 16,694 SH   DFND 1 2 16,694 0 0
VSE CORP COM 918284100 748 15,935 SH   DFND 1 15,935 0 0
VULCAN MATLS CO COM COM 929160109 46,877 905,000 SH   DFND 1 904,585 0 415
W P CAREY & CO LLC COM COM 92936U109 16,299 251,921 SH   DFND 1 251,855 0 66
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WADDELL & REED FINL INC CL A CL A 930059100 20,319 394,692 SH   DFND 1 394,495 0 197
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WALGREEN CO COM COM 931422109 332,342 6,178,905 SH   DFND 1 6,175,899 0 3,006
WALKER & DUNLOP INC COM 93148P102 1,199 75,337 SH   DFND 1 75,337 0 0
WALTER INDS INC COM COM 93317Q105 3,876 276,248 SH   DFND 1 276,148 0 100
WALTER INVESTMENT MANAGEMENT COM 93317W102 6,676 168,846 SH   DFND 1 168,846 0 0
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WASHINGTON BANKING CO COM 937303105 783 55,699 SH   DFND 1 55,699 0 0
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WASTE MGMT INC DEL COM COM 94106L109 124,590 3,021,899 SH   DFND 1 3,020,321 0 1,578
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WATERSTONE FINANCIAL INC COM 941888109 177 17,471 SH   DFND 1 17,471 0 0
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WAVE SYSTEMS CORP CL A CL A PAR $0.01 943526400 137 106,234 SH   DFND 1 106,234 0 0
WCC 6 9/15/29 DBCV 6.000% 9/1 95082PAH8 21,960 8,000,000 PRN   DFND 1 2 8,000,000 0 0
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WD-40 CO COM COM 929236107 5,037 77,618 SH   DFND 1 77,618 0 0
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WEBSTER FINL CORP CONN COM COM 947890109 10,762 421,539 SH   DFND 1 421,539 0 0
WEIGHT WATCHERS INTL INC NE COM COM 948626106 3,991 106,793 SH   DFND 1 106,597 0 196
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WEIS MKTS INC COM COM 948849104 2,650 54,143 SH   DFND 1 54,143 0 0
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WELLPOINT INC COM COM 94973V107 961 11,490 SH   DFND 1 2 11,490 0 0
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WELLS FARGO & CO NEW COM COM 949746101 1,428,069 34,569,760 SH   DFND 1 34,554,237 0 15,523
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WENDY'S CO/ THE COM 95058W100 10,231 1,206,427 SH   DFND 1 1,203,286 0 3,141
WERNER ENTERPRISES INC COM COM 950755108 4,750 203,617 SH   DFND 1 203,617 0 0
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WEST CORP COM COM 952355204 2,650 119,535 SH   DFND 1 119,535 0 0
WEST MARINE INC COM COM 954235107 583 47,774 SH   DFND 1 47,774 0 0
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WESTAR ENERGY, INC COM 95709T100 15,791 515,205 SH   DFND 1 513,355 0 1,850
WESTBURY BANCORP, INC COM 95727P106 263 18,472 SH   DFND 1 18,472 0 0
WESTELL TECHNOLOGIES INC CL A CL A 957541105 602 179,834 SH   DFND 1 179,834 0 0
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WESTLAKE CHEMICAL CORP COM COM 960413102 12,023 114,874 SH   DFND 1 114,850 0 24
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WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 225 7,330 SH   DFND 1 0 0 7,330
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WMS INDS INC COM COM 929297109 6,581 253,622 SH   DFND 1 253,622 0 0
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WORTHINGTON INDS INC COM COM 981811102 8,499 246,845 SH   DFND 1 246,845 0 0
WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 303 2,948 SH   DFND 1 2,498 0 450
WPX ENERGY INC COM 98212B103 26,876 1,395,669 SH   DFND 1 1,394,983 0 686
WRIGHT MED GROUP INC COM COM 98235T107 5,643 216,358 SH   DFND 1 216,358 0 0
WSFS FINL CORP COM COM 929328102 3,876 64,326 SH   DFND 1 64,326 0 0
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WYNN RESORTS LTD COM 983134107 92,156 583,365 SH   DFND 1 583,274 0 91
XCEL ENERGY INC COM COM 98389B100 97,518 3,532,881 SH   DFND 1 3,530,981 0 1,900
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XERIUM TECHNOLOGIES INC COM NEW 98416J118 492 42,419 SH   DFND 1 42,419 0 0
XEROX CORP COM COM 984121103 86,562 8,414,251 SH   DFND 1 8,410,051 0 4,200
XILINX INC COM COM 983919101 89,316 1,906,464 SH   DFND 1 1,905,566 0 898
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XL GROUP PLC SHS G98290102 61,275 1,988,679 SH   DFND 1 1,987,649 0 1,030
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XOMA CORP COM 98419J107 1,614 360,291 SH   DFND 1 360,291 0 0
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YAHOO INC COM COM 984332106 221,119 6,669,933 SH   DFND 1 6,668,862 0 1,071
YANDEX NV-A SHS CLASS A N97284108 1,276 35,047 SH   DFND 1 35,047 0 0
YELP INC CL A 985817105 10,159 153,504 SH   DFND 1 153,504 0 0
YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 232 33,368 SH   DFND 1 33,368 0 0
YORK WATER CO COM 987184108 1,038 51,743 SH   DFND 1 51,743 0 0
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ZALE CORP NEW COM COM 988858106 2,017 132,710 SH   DFND 1 132,710 0 0
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ZEP INC COM 98944B108 1,510 92,888 SH   DFND 1 92,888 0 0
ZHONE TECHNOLOGIES INC COM NEW 98950P884 292 92,564 SH   DFND 1 92,564 0 0
ZILLOW INC CL A 98954A107 8,825 104,597 SH   DFND 1 104,597 0 0
ZIMMER HLDGS INC COM COM 98956P102 99,737 1,214,536 SH   DFND 1 1,213,848 0 688
ZION OIL & GAS INC COM 989696109 251 147,386 SH   DFND 1 147,386 0 0
ZIONS BANCORPORATION COM COM 989701107 35,649 1,300,337 SH   DFND 1 1,300,337 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 1,402 354,841 SH   DFND 1 354,841 0 0
ZIPREALTY INC COM 98974V107 279 50,996 SH   DFND 1 50,996 0 0
ZIX CORP COM COM 98974P100 1,276 260,956 SH   DFND 1 260,956 0 0
ZOETIS INC CL A 98978V103 108,264 3,479,793 SH   DFND 1 3,479,166 0 627
ZOGENIX INC COM 98978L105 528 283,657 SH   DFND 1 283,657 0 0
ZOLTEK COS INC COM COM 98975W104 2,334 139,844 SH   DFND 1 139,844 0 0
ZOLTEK COS INC COM COM 98975W104 137 8,237 SH   DFND 1 2 8,237 0 0
ZOOM TELEPHONICS INC COM COM NEW 98976E301 20 78,622 SH   DFND 1 78,622 0 0
ZUMIEZ INC COM 989817101 2,609 94,742 SH   DFND 1 94,742 0 0
ZYGO CORP COM COM 989855101 1,094 68,450 SH   DFND 1 68,450 0 0
ZYNGA INC CL A 98986T108 10,215 2,775,864 SH   DFND 1 2,775,198 0 666
ACTAVIS INC COM G0083B108 172,838 1,200,566 SH   DFND 1 1,200,371 0 195
ACTAVIS INC COM G0083B108 383 2,660 SH   DFND 1 2 2,660 0 0
AGNICO EAGLE MINES LTD COM 2009823 694 26,306 SH   DFND 1 26,306 0 0
AGRIUM INC COM 2213538 1,932 23,080 SH   DFND 1 23,080 0 0
BARRICK GOLD CORP COM 2024644 2,850 153,634 SH   DFND 1 153,634 0 0
BAYTEX ENERGY CORP COM B4VGVM3 780 18,961 SH   DFND 1 18,961 0 0
BCE INC COM B188TH2 1,661 39,039 SH   DFND 1 39,039 0 0
BLACKBERRY LTD COM BCBHZ31 553 69,878 SH   DFND 1 69,878 0 0
CAMECO CORP COM 2166160 1,070 59,551 SH   DFND 1 59,551 0 0
CATAMARAN CORP COM B8J4N87 1,415 30,921 SH   DFND 1 30,921 0 0
CELLCOM ISRAEL LTD COM B1QHD79 561 50,814 SH   DFND 1 2 50,814 0 0
CREDICORP LTD COM 2232878 1,599 12,448 SH   DFND 1 12,428 0 20
ELDORADO GOLD CORP NEW COM 2307873 734 109,225 SH   DFND 1 109,225 0 0
ENBRIDGE INC COM 2466149 4,941 118,766 SH   DFND 1 118,766 0 0
ENCANA CORP COM 2793193 1,957 113,679 SH   DFND 1 113,679 0 0
GILDAN ACTIVEWEAR INC COM 2254645 801 17,348 SH   DFND 1 17,348 0 0
IMPERIAL OIL LTD COM 2454241 1,988 45,462 SH   DFND 1 45,462 0 0
KINROSS GOLD CORP COM B03Z841 866 172,484 SH   DFND 1 172,484 0 0
MANULIFE FINL CORP COM 2492519 4,603 279,319 SH   DFND 1 279,319 0 0
OPEN TEXT CORP COM 2260824 681 9,140 SH   DFND 1 9,140 0 0
PENGROWTH ENERGY CORP COM B67M828 493 84,058 SH   DFND 1 84,058 0 0
SILVER WHEATON CORP COM B058ZX6 1,330 53,886 SH   DFND 1 53,886 0 0
TALISMAN ENERGY INC COM 2068299 1,786 156,242 SH   DFND 1 156,242 0 0
TIM HORTONS INC COM B4R2V25 771 13,373 SH   DFND 1 13,373 0 0
TRANSALTA CORP COM 2901628 531 41,059 SH   DFND 1 41,059 0 0
TRANSCANADA CORP COM 2665184 4,730 108,083 SH   DFND 1 108,083 0 0
TRANSGLOBE ENERGY CORP COM 2470548 486 62,000 SH   DFND 1 2 62,000 0 0
YAMANA GOLD INC COM 2219279 1,169 112,809 SH   DFND 1 112,809 0 0
CEL-SCI CORP COM NEW COM 150837508 143 84,015 SH   DFND 1 84,015 0 0
COSTA INC COM 22149T102 472 24,803 SH   DFND 1 24,803 0 0
LEIDOS HOLDINGS INC COM 525327102 13,076 287,292 SH   DFND 1 287,209 0 83
LEIDOS HOLDINGS INC COM 525327102 465 10,223 SH   DFND 1 2 10,223 0 0
ONYX PHARMACEUTICALS INC COM COM 683399109 39,116 313,797 SH   DFND 1 313,797 0 0
QUMU CORP COM 749063103 492 39,627 SH   DFND 1 39,627 0 0
VANGUARD HEALTH SYSTEMS INC COM 922036207 3,210 152,763 SH   DFND 1 152,763 0 0