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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM CL A CL A 68243Q106 1,003 172,955 SH   DFND 1 172,955 0 0
1ST SOURCE CORP COM COM 336901103 2,201 71,897 SH   DFND 1 71,897 0 0
1ST UNITED BANCORP INC/NORTH COM 33740N105 1,265 146,765 SH   DFND 1 146,765 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 237 7,911 SH   DFND 1 7,911 0 0
22ND CENTURY GROUP INC COM 90137F103 295 96,258 SH   DFND 1 96,258 0 0
2U INC COM 90214J101 729 43,404 SH   DFND 1 43,404 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 30,303 506,750 SH   DFND 1 506,450 0 300
3M CO COM 88579Y101 29 205 SH   DFND 1 2 205 0 0
3M CO COM 88579Y101 658,819 4,602,126 SH   DFND 1 4,599,761 0 2,365
8X8 INC NEW COM COM 282914100 0 24 SH   DFND 1 2 24 0 0
8X8 INC NEW COM COM 282914100 3,725 461,021 SH   DFND 1 461,021 0 0
A. H. BELO CORP COM CL A 001282102 1,502 126,778 SH   DFND 1 126,778 0 0
A10 NETWORKS INC COM 002121101 578 43,521 SH   DFND 1 43,521 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 6,241 186,209 SH   DFND 1 186,209 0 0
AAR CORP COM COM 000361105 5,821 211,212 SH   DFND 1 211,212 0 0
AARON'S INC COM PAR $0.50 002535300 13,537 379,854 SH   DFND 1 379,854 0 0
AARON'S INC COM PAR $0.50 002535300 0 2 SH   DFND 1 2 2 0 0
AASTROM BIOSCIENCES INC COM COM PAR$ 00253U404 60 14,838 SH   DFND 1 14,838 0 0
ABAXIS INC COM 002567105 5,441 122,794 SH   DFND 1 122,794 0 0
ABB LTD-ADR SPONSORED ADR 000375204 516 22,425 SH   DFND 1 17,973 0 4,452
ABBOTT LABS COM COM 002824100 465,838 11,396,269 SH   DFND 1 11,390,598 0 5,671
ABBOTT LABS COM COM 002824100 4 100 SH   DFND 1 2 100 0 0
ABBVIE INC COM 00287Y109 3 60 SH   DFND 1 2 60 0 0
ABBVIE INC COM 00287Y109 664,524 11,780,937 SH   DFND 1 11,774,336 0 6,601
ABERCROMBIE & FITCH CO CL A CL A 002896207 15,537 359,247 SH   DFND 1 359,047 0 200
ABIOMED INC COM COM 003654100 4,936 196,356 SH   DFND 1 196,356 0 0
ABM INDS INC COM COM 000957100 7,659 283,894 SH   DFND 1 283,894 0 0
ABM INDS INC COM COM 000957100 12 481 SH   DFND 1 2 481 0 0
ABRAXAS PETE CORP COM COM 003830106 259 41,464 SH   DFND 1 2 41,464 0 0
ABRAXAS PETE CORP COM COM 003830106 7,111 1,136,102 SH   DFND 1 1,136,102 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 4,808 270,901 SH   DFND 1 270,901 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 10,937 240,394 SH   DFND 1 240,394 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 10,668 472,252 SH   DFND 1 471,572 0 680
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 10,318 367,331 SH   DFND 1 367,331 0 0
ACASTI PHARMA INC CL A SHS 00430K105 18 18,131 SH   DFND 1 18,131 0 0
ACCELERON PHARMA INC COM 00434H108 1,938 57,054 SH   DFND 1 56,856 0 198
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 373,210 4,619,418 SH   DFND 1 4,616,641 0 2,777
ACCESS NATIONAL CORP COM COM 004337101 104 6,867 SH   DFND 1 2 6,867 0 0
ACCESS NATIONAL CORP COM COM 004337101 438 28,925 SH   DFND 1 28,925 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 3,659 140,765 SH   DFND 1 140,684 0 81
ACCO BRANDS CORP COM 00081T108 3,863 602,655 SH   DFND 1 602,655 0 0
ACCURAY INC COM 004397105 3,089 351,095 SH   DFND 1 351,095 0 0
ACCURAY INC COM 004397105 432 49,184 SH   DFND 1 2 49,184 0 0
ACCURIDE CORP COM NEW 00439T206 1,162 237,823 SH   DFND 1 237,823 0 0
ACE LTD ORD SHS H0023R105 256,827 2,478,109 SH   DFND 1 2,477,650 0 459
ACE LTD ORD SHS H0023R105 31 307 SH   DFND 1 2 307 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,283 125,216 SH   DFND 1 125,216 0 0
ACETO CORP COM COM 004446100 3,971 218,935 SH   DFND 1 218,935 0 0
ACHAOGEN INC COM 004449104 403 28,879 SH   DFND 1 28,879 0 0
ACHILLION PHARMACTCLS COM 00448Q201 3,806 502,892 SH   DFND 1 502,892 0 0
ACI WORLDWIDE INC COM 004498101 12,236 219,175 SH   DFND 1 219,175 0 0
ACNB CORP COM 000868109 315 16,377 SH   DFND 1 16,377 0 0
ACORDA THERAPEUTICS INC COM 00484M106 8,733 259,091 SH   DFND 1 259,091 0 0
ACORN ENERGY INC COM 004848107 209 88,710 SH   DFND 1 88,710 0 0
ACRE 7 12/15/2015 NOTE 7.000%12/1 04013VAB4 3,578 3,500,000 PRN   DFND 1 2 3,500,000 0 0
ACTAVIS INC SHS G0083B108 418,397 1,876,944 SH   DFND 1 1,876,479 0 465
ACTAVIS INC SHS G0083B108 0 1 SH   DFND 1 2 1 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 803 111,268 SH   DFND 1 111,268 0 0
ACTIVE POWER INC COM COM NEW 00504W308 168 61,151 SH   DFND 1 61,151 0 0
ACTIVISION BLIZZARD INC COM 00507V109 66 2,990 SH   DFND 1 2 2,990 0 0
ACTIVISION BLIZZARD INC COM 00507V109 58,970 2,645,019 SH   DFND 1 2,643,067 0 1,952
ACTUANT CORP CL A NEW CL A NEW 00508X203 12,943 374,401 SH   DFND 1 374,401 0 0
ACTUATE CORP COM COM 00508B102 1,140 239,111 SH   DFND 1 239,111 0 0
ACUITY BRANDS INC COM COM 00508Y102 32,718 236,664 SH   DFND 1 236,664 0 0
ACUITY BRANDS INC COM COM 00508Y102 0 4 SH   DFND 1 2 4 0 0
ACURA PHARMACEUTICALS INC COM NEW 00509L703 113 103,847 SH   DFND 1 103,847 0 0
ACXIOM CORP COM COM 005125109 1 80 SH   DFND 1 2 80 0 0
ACXIOM CORP COM COM 005125109 10,769 496,524 SH   DFND 1 496,324 0 200
ADAMAS PHARMACEUTICALS INC COM 00548A106 319 17,451 SH   DFND 1 17,451 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 170 35,529 SH   DFND 1 35,529 0 0
ADAMS EXPRESS COM 006212104 2,082 151,443 PRN   DFND 1 2 151,443 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 141 1,809 SH   DFND 1 2 1,809 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 1,091 13,973 SH   DFND 1 13,973 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 173 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 784 34,892 SH   DFND 1 34,892 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 32 11,928 SH   DFND 1 11,928 0 0
ADEPT TECHNOLOGY INC COM COM NEW 006854202 629 59,982 SH   DFND 1 59,982 0 0
ADOBE SYS INC COM COM 00724F101 190 2,632 SH   DFND 1 2 2,632 0 0
ADOBE SYS INC COM COM 00724F101 242,154 3,348,549 SH   DFND 1 3,347,375 0 1,174
ADT CORP/THE COM 00101J106 134 3,852 SH   DFND 1 2 3,852 0 0
ADT CORP/THE COM 00101J106 45,496 1,302,876 SH   DFND 1 1,302,474 0 402
ADTRAN INC COM COM 00738A106 6,948 308,005 SH   DFND 1 307,905 0 100
ADVANCED AUTO PARTS INC COM COM 00751Y106 48,108 356,659 SH   DFND 1 356,467 0 192
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 2,747 119,841 SH   DFND 1 119,841 0 0
ADVANCED ENERGY INDS COM COM 007973100 3,953 205,378 SH   DFND 1 205,378 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 12,829 3,061,882 SH   DFND 1 3,060,882 0 1,000
ADVANCED PHOTONIX INC CL A CL A 00754E107 27 45,631 SH   DFND 1 45,631 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 77 11,899 SH   DFND 1 0 0 11,899
ADVAXIS INC COM NEW 007624208 133 42,520 SH   DFND 1 42,520 0 0
ADVENT SOFTWARE INC COM COM 007974108 11,594 355,978 SH   DFND 1 355,978 0 0
ADVISORY BRD CO COM COM 00762W107 10,269 198,245 SH   DFND 1 198,245 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 16,925 525,622 SH   DFND 1 525,372 0 250
AEGERION PHARMACEUTICALS INC COM 00767E102 4,590 143,055 SH   DFND 1 142,998 0 57
AEGERION PHARMACEUTICALS INC COM 00767E102 75 2,365 SH   DFND 1 2 2,365 0 0
AEGION CORP COM 00770F104 4,892 210,265 SH   DFND 1 210,265 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 234 26,691 SH   DFND 1 23,141 0 3,550
AEHR TEST SYSTEMS COM COM 00760J108 26 12,126 SH   DFND 1 12,126 0 0
AEP INDS INC COM COM 001031103 834 23,941 SH   DFND 1 23,941 0 0
AERI PHARMACEUTICALS INC COM 00771V108 1,269 51,241 SH   DFND 1 50,959 0 282
AEROFLEX HOLDING CORP COM 007767106 967 92,189 SH   DFND 1 92,189 0 0
AEROHIVE NETWORKS INC COM 007786106 253 30,808 SH   DFND 1 30,808 0 0
AEROPOSTALE COM COM 007865108 1,351 387,108 SH   DFND 1 386,808 0 300
AEROVIRONMENT INC COM 008073108 3,364 105,814 SH   DFND 1 105,814 0 0
AES CORP COM COM 00130H105 76,082 4,895,735 SH   DFND 1 4,894,404 0 1,331
AETNA INC NEW COM COM 00817Y108 216,029 2,665,964 SH   DFND 1 2,665,047 0 917
AETNA INC NEW COM COM 00817Y108 3 47 SH   DFND 1 2 47 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 83,141 405,017 SH   DFND 1 404,920 0 97
AFFILIATED MANAGERS GROUP COM COM 008252108 1 8 SH   DFND 1 2 8 0 0
AFFYMETRIX INC COM COM 00826T108 4,261 478,248 SH   DFND 1 478,148 0 100
AFFYMETRIX INC COM COM 00826T108 0 4 SH   DFND 1 2 4 0 0
AFLAC INC COM COM 001055102 209,161 3,361,996 SH   DFND 1 3,360,201 0 1,795
AFLAC INC COM COM 001055102 40 656 SH   DFND 1 2 656 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 2,746 145,084 SH   DFND 1 143,434 0 1,650
AGCO CORP COM COM 001084102 0 14 SH   DFND 1 2 14 0 0
AGCO CORP COM COM 001084102 27,500 489,245 SH   DFND 1 489,065 0 180
AGENGOA YIELD PLC ORD SHS G00349103 555 14,700 SH   DFND 1 14,700 0 0
AGENUS INC COM NEW 00847G705 987 306,582 SH   DFND 1 306,582 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 140,419 2,446,071 SH   DFND 1 2,444,584 0 1,487
AGILYSYS INC COM 00847J105 1,392 98,865 SH   DFND 1 98,865 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,719 59,343 SH   DFND 1 59,294 0 49
AGL RES INC COM COM 001204106 52,824 960,289 SH   DFND 1 960,289 0 0
AGNICO EAGLE MINES LTD COM 2009823 1,463 38,210 SH   DFND 1 37,853 0 357
AGREE REALTY CORP COM 008492100 2,869 94,917 SH   DFND 1 94,917 0 0
AGRIUM INC COM 2213538 2,882 31,467 SH   DFND 1 31,467 0 0
AGRIUM INC COM COM 008916108 493 5,388 SH   DFND 1 5,336 0 52
AIR LEASE CORP CL A 00912X302 18,732 485,537 SH   DFND 1 485,537 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 10,008 193,777 SH   DFND 1 193,777 0 0
AIR PRODS & CHEMS INC COM COM 009158106 197,993 1,540,293 SH   DFND 1 1,539,245 0 1,048
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 2,820 336,951 SH   DFND 1 336,951 0 0
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 25 3,000 SH   DFND 1 2 3,000 0 0
AIRCASTLE LTD COM G0129K104 6,164 346,884 SH   DFND 1 346,537 0 347
AIRGAS INC COM COM 009363102 52,295 480,452 SH   DFND 1 479,752 0 700
AIRGAS INC COM COM 009363102 87 807 SH   DFND 1 2 807 0 0
AK STL HLDG CORP COM COM 001547108 5,702 716,370 SH   DFND 1 716,070 0 300
AKAMAI TECHNOLOGIES INC COM COM 00971T101 79,574 1,303,987 SH   DFND 1 1,303,387 0 600
AKAMAI TECHNOLOGIES INC COM COM 00971T101 149 2,447 SH   DFND 1 2 2,447 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 831 29,911 SH   DFND 1 29,911 0 0
AKORN INC COM COM 009728106 13,679 411,420 SH   DFND 1 411,420 0 0
AKORN INC COM COM 009728106 161 4,860 SH   DFND 1 2 4,860 0 0
ALAMO GROUP INC COM COM 011311107 3,316 61,310 SH   DFND 1 61,310 0 0
ALASKA AIR GROUP INC COM COM 011659109 2 29 SH   DFND 1 2 29 0 0
ALASKA AIR GROUP INC COM COM 011659109 39,127 411,648 SH   DFND 1 411,448 0 200
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 488 271,376 SH   DFND 1 271,376 0 0
ALBANY INTL CORP CL A CL A 012348108 6,395 168,473 SH   DFND 1 168,473 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 118 5,865 SH   DFND 1 2 5,865 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,657 132,077 SH   DFND 1 132,077 0 0
ALBEMARLE CORP COM COM 012653101 28,796 402,837 SH   DFND 1 402,333 0 504
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 187 52,778 SH   DFND 1 44,358 0 8,420
ALCOA INC COM COM 013817101 310 20,870 SH   DFND 1 2 20,870 0 0
ALCOA INC COM COM 013817101 128,480 8,633,650 SH   DFND 1 8,631,717 0 1,933
ALDER BIOPHARAMCEUTICALS INC COM 014339105 777 38,748 SH   DFND 1 38,748 0 0
ALERE INC COM 01449J105 15,140 404,622 SH   DFND 1 404,622 0 0
ALEXANDER & BALDWIN INC COM 014491104 10,021 241,765 SH   DFND 1 241,765 0 0
ALEXANDERS INC COM COM 014752109 4,525 12,249 SH   DFND 1 12,249 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 34,671 446,573 SH   DFND 1 446,573 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 303 1,943 SH   DFND 1 2 1,943 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 227,865 1,459,198 SH   DFND 1 1,458,577 0 621
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 258 56,488 SH   DFND 1 56,488 0 0
ALICO INC COM COM 016230104 440 11,760 SH   DFND 1 11,760 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 23,392 417,428 SH   DFND 1 417,428 0 0
ALIMERA SCIENCES INC COM 016259103 458 76,616 SH   DFND 1 76,616 0 0
ALKERMES INC COM SHS G01767105 38,373 762,435 SH   DFND 1 762,235 0 200
ALLEGHANY CORP DEL COM COM 017175100 37,383 85,346 SH   DFND 1 85,300 0 46
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 4 100 SH   DFND 1 2 100 0 0
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 36,056 799,829 SH   DFND 1 799,829 0 0
ALLEGIANT TRAVEL CO COM 01748X102 11,484 97,515 SH   DFND 1 97,435 0 80
ALLEGION PLC ORD SHS G0176J109 36,260 640,027 SH   DFND 1 639,838 0 189
ALLERGAN INC COM COM 018490102 169 1,000 SH   DFND 1 2 1,000 0 0
ALLERGAN INC COM COM 018490102 354,349 2,095,316 SH   DFND 1 2,094,299 0 1,017
ALLETE INC COM COM NEW 018522300 10,762 209,597 SH   DFND 1 209,597 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 271 964 SH   DFND 1 2 964 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 108,401 385,658 SH   DFND 1 385,563 0 95
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,464 80,905 SH   DFND 1 80,905 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 733 11,327 SH   DFND 1 11,327 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 4,290 158,914 SH   DFND 1 158,914 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 1,122 449,161 SH   DFND 1 449,161 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 595 12,766 SH   DFND 1 2 12,766 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 619 13,272 SH   DFND 1 13,272 0 0
ALLIANCEBERNSTEIN INCOME FUND COM 01881E101 249 33,238 PRN   DFND 1 2 33,238 0 0
ALLIANT ENERGY CORP COM COM 018802108 34,852 572,798 SH   DFND 1 572,161 0 637
ALLIANT TECHSYSTEMS INC COM COM 018804104 21,989 164,198 SH   DFND 1 164,198 0 0
ALLIED MOTION TECHNOLOGIES INC COM 019330109 284 19,639 SH   DFND 1 19,639 0 0
ALLIED NEVADA GOLD CORP COM 019344100 1,874 498,628 SH   DFND 1 498,628 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 22,025 579,319 SH   DFND 1 579,319 0 0
ALLIQUA INC COM NEW 019621200 189 34,541 SH   DFND 1 34,541 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 29,292 941,889 SH   DFND 1 941,889 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 174 5,624 SH   DFND 1 2 5,624 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 13,481 839,965 SH   DFND 1 839,965 0 0
ALLSTATE CORP COM COM 020002101 193,003 3,288,760 SH   DFND 1 3,287,027 0 1,733
ALLSTATE CORP COM COM 020002101 3 57 SH   DFND 1 2 57 0 0
ALLY FINANCIAL INC COM 02005N100 12,094 505,827 SH   DFND 1 505,827 0 0
ALMOST FAMILY INC COM 020409108 999 45,260 SH   DFND 1 45,260 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 20,480 324,208 SH   DFND 1 323,808 0 400
ALON USA ENERGY INC COM 020520102 2,041 164,100 SH   DFND 1 164,100 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 381 41,121 SH   DFND 1 41,121 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 4,293 1,157,262 SH   DFND 1 1,157,262 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 485 297,815 SH   DFND 1 297,815 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 106 65,044 SH   DFND 1 2 65,044 0 0
ALTAIR NANOTECHNOLOGIES INC COM PAR $0.001 021373303 122 35,596 SH   DFND 1 35,596 0 0
ALTERA CORP COM COM 021441100 81,776 2,354,022 SH   DFND 1 2,352,833 0 1,189
ALTEVA COM 02153V102 112 16,362 SH   DFND 1 16,362 0 0
ALTISOURCE ASSET MANAGEMENT COM 02153X108 733 1,015 SH   DFND 1 1,015 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 144 1,257 SH   DFND 1 2 1,257 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 10,406 90,826 SH   DFND 1 90,826 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 114 4,413 SH   DFND 1 2 4,413 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 11,575 444,688 SH   DFND 1 443,089 0 1,599
ALTRA HLDGS INC COM 02208R106 5,267 144,758 SH   DFND 1 144,758 0 0
ALTRIA GROUP INC COM 02209S103 612,694 14,617,507 SH   DFND 1 14,614,789 0 2,718
AMAG PHARMACEUTICALS INC COM 00163U106 2,579 124,509 SH   DFND 1 124,509 0 0
AMAMARK HOLDINGS CORP COM 03852U106 8,919 344,641 SH   DFND 1 344,641 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 52 29,852 SH   DFND 1 29,852 0 0
AMAZON COM INC COM COM 023135106 98 302 SH   DFND 1 2 302 0 0
AMAZON COM INC COM COM 023135106 912,732 2,811,956 SH   DFND 1 2,810,644 0 1,312
AMBAC FINL GROUP INC COM COM NEW 023139884 6,767 247,790 SH   DFND 1 247,790 0 0
AMBARELLA INC SHS G037AX101 801 25,711 SH   DFND 1 25,491 0 220
AMBASSADORS GROUP INC COM COM 023177108 347 75,355 SH   DFND 1 75,355 0 0
AMBER ROAD INC COM 02318Y108 423 26,244 SH   DFND 1 26,244 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 887 126,000 SH   DFND 1 126,000 0 0
AMBIT BIOSCIENCES CORP COM 02318X100 242 35,078 SH   DFND 1 35,078 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 2,582 103,843 SH   DFND 1 103,843 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 18,690 303,953 SH   DFND 1 303,953 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 621 10,100 SH   DFND 1 2 10,100 0 0
AMDOCS LTD ORD SHS G02602103 2 58 SH   DFND 1 2 58 0 0
AMDOCS LTD ORD SHS G02602103 45,914 991,029 SH   DFND 1 991,029 0 0
AMEDICA CORP COM 023435100 52 11,614 SH   DFND 1 11,614 0 0
AMEDISYS INC COM COM 023436108 2,905 173,591 SH   DFND 1 173,591 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 67 11,141 SH   DFND 1 11,141 0 0
AMERCAN EAGLE ENERGY CORP COM NEW 02554F300 838 140,042 SH   DFND 1 140,042 0 0
AMERCO COM COM 023586100 14,132 48,607 SH   DFND 1 48,507 0 100
AMEREN CORP COM COM 023608102 75,165 1,839,767 SH   DFND 1 1,838,843 0 924
AMERESCO INC - CL A CL A 02361E108 773 109,994 SH   DFND 1 109,994 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 46 1,091 SH   DFND 1 2 1,091 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 153,535 3,574,118 SH   DFND 1 3,572,719 0 1,399
AMERICAN APPAREL INC -REDH COM 023850100 463 515,332 SH   DFND 1 515,332 0 0
AMERICAN ASSETS TRUST INC COM 024013104 6,363 184,179 SH   DFND 1 184,179 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 6,469 342,490 SH   DFND 1 342,490 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 25,982 679,455 SH   DFND 1 679,455 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 44,674 1,908,798 SH   DFND 1 1,905,486 0 3,312
AMERICAN CAPITAL MORTGAGE INVESTMENT CORPORATION COM 02504A104 5,706 285,061 SH   DFND 1 283,645 0 1,416
AMERICAN DG ENERGY INC COM 025398108 164 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 10,093 899,565 SH   DFND 1 899,265 0 300
AMERICAN ELEC PWR INC COM COM 025537101 23 413 SH   DFND 1 2 413 0 0
AMERICAN ELEC PWR INC COM COM 025537101 197,146 3,537,132 SH   DFND 1 3,535,559 0 1,573
AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 78 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 9,733 395,680 SH   DFND 1 395,680 0 0
AMERICAN EXPRESS CO COM COM 025816109 19 203 SH   DFND 1 2 203 0 0
AMERICAN EXPRESS CO COM COM 025816109 631,982 6,665,585 SH   DFND 1 6,662,907 0 2,678
AMERICAN FINL GROUP INC OHI COM COM 025932104 22,728 381,607 SH   DFND 1 381,607 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,960 391,908 SH   DFND 1 391,908 0 0
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API TECHNOLOGIES CORP COM NEW 00187E203 429 156,930 SH   DFND 1 156,930 0 0
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DISNEY WALT CO COM DISNEY COM DISNEY 254687106 1,026,558 11,980,006 SH   DFND 1 11,973,605 0 6,401
DIVERSICARE HEALTHCARE SERVICES COM 255104101 92 12,213 SH   DFND 1 12,213 0 0
DIVERSIFIED RESTAURANT HOLDINGS, INC COM 25532M105 182 38,291 SH   DFND 1 38,291 0 0
DIXIE GROUP INC CL A CL A 255519100 680 64,280 SH   DFND 1 64,280 0 0
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DOLBY LABORATORIES INC-CL A COM 25659T107 11,600 268,522 SH   DFND 1 268,522 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 0 20 SH   DFND 1 2 20 0 0
DOLLAR GEN CORP COM COM 256677105 124,545 2,172,641 SH   DFND 1 2,172,112 0 529
DOLLAR TREE INC COM COM 256746108 82,557 1,516,840 SH   DFND 1 1,516,339 0 501
DOMINION DIAMOND CORP COM 257287102 155 10,789 SH   DFND 1 2 10,789 0 0
DOMINION RES INC VA NEW COM COM 25746U109 301,536 4,218,629 SH   DFND 1 4,216,493 0 2,136
DOMINION RES INC VA NEW COM COM 25746U109 356 4,985 SH   DFND 1 2 4,985 0 0
DOMINO'S PIZZA INC COM 25754A201 19,893 272,178 SH   DFND 1 272,178 0 0
DOMTAR INC COM COM NEW 257559203 55 1,296 SH   DFND 1 2 1,296 0 0
DOMTAR INC COM COM NEW 257559203 14,272 333,085 SH   DFND 1 333,085 0 0
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DONEGAL GROUP INC-CL A CL A 257701201 108 7,102 SH   DFND 1 2 7,102 0 0
DONNELLEY R R & SONS CO COM COM 257867101 17,745 1,046,317 SH   DFND 1 1,042,646 0 3,671
DORAL FINL CORP COM COM PAR 0.01 25811P852 114 26,508 SH   DFND 1 26,508 0 0
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DOT HILL SYS CORP COM COM 25848T109 1,670 355,524 SH   DFND 1 355,524 0 0
DOUGLAS DYNAMICS INC COM 25960R105 2,355 133,678 SH   DFND 1 130,437 0 3,241
DOUGLAS DYNAMICS INC COM 25960R105 0 26 SH   DFND 1 2 26 0 0
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DOVER CORP COM COM 260003108 6 70 SH   DFND 1 2 70 0 0
DOVER CORP COM COM 260003108 109,221 1,201,630 SH   DFND 1 1,200,545 0 1,085
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DOVER MOTORSPORTS INC COM COM 260174107 94 32,679 SH   DFND 1 32,679 0 0
DOW CHEM CO COM COM 260543103 471,701 9,171,642 SH   DFND 1 9,166,799 0 4,843
DOW CHEM CO COM COM 260543103 25 502 SH   DFND 1 2 502 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 36 621 SH   DFND 1 2 621 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 87,542 1,495,260 SH   DFND 1 1,493,704 0 1,556
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DRESSER-RAND GROUP INC COM 261608103 23,452 368,001 SH   DFND 1 368,001 0 0
DREW INDS INC COM NEW COM NEW 26168L205 1 39 SH   DFND 1 2 39 0 0
DREW INDS INC COM NEW COM NEW 26168L205 7,137 142,726 SH   DFND 1 142,726 0 0
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DRYSHIPS INC SHS Y2109Q101 243 75,631 SH   DFND 1 75,631 0 0
DSP GROUP INC COM COM 23332B106 1,021 120,279 SH   DFND 1 120,279 0 0
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DST SYS INC DEL COM COM 233326107 424 4,603 SH   DFND 1 2 4,603 0 0
DSW INC-CLASS A CL A 23334L102 10,461 374,419 SH   DFND 1 374,419 0 0
DTE ENERGY CO COM COM 233331107 105,629 1,357,248 SH   DFND 1 1,356,587 0 661
DTS INC COM 23335C101 3 173 SH   DFND 1 2 173 0 0
DTS INC COM 23335C101 1,828 99,328 SH   DFND 1 99,328 0 0
DU PONT E I DE NEMOURS & CO COM COM 263534109 439,268 6,716,549 SH   DFND 1 6,713,087 0 3,462
DU PONT E I DE NEMOURS & CO COM COM 263534109 22 340 SH   DFND 1 2 340 0 0
DUCOMMUN INC DEL COM COM 264147109 1,531 58,611 SH   DFND 1 58,611 0 0
DUKE ENERGY CORP COM COM NEW 26441C204 386,310 5,210,130 SH   DFND 1 5,207,094 0 3,036
DUKE ENERGY CORP COM COM NEW 26441C204 7 104 SH   DFND 1 2 104 0 0
DUKE REALTY CORP COM NEW COM NEW 264411505 38,223 2,105,199 SH   DFND 1 2,102,305 0 2,894
DUN & BRADSTREET CORP DEL N COM COM 26483E100 29,165 264,809 SH   DFND 1 264,294 0 515
DUNKIN' BRANDS GROUP INC COM 265504100 24,546 535,822 SH   DFND 1 535,822 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 12,144 450,482 SH   DFND 1 450,482 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 40 1,492 SH   DFND 1 2 1,492 0 0
DURATA THERAPEUTICS INC COM 26658A107 1,008 59,242 SH   DFND 1 59,242 0 0
DURECT CORP COM COM 266605104 937 514,930 SH   DFND 1 514,930 0 0
DVR 5 07/15/17 NOTE 5.000% 7/1 12802TAB7 4,405 5,304,000 PRN   DFND 1 2 5,304,000 0 0
DWS MULTI-MARKET INCOME TRUST SHS 23338L108 1,742 183,961 PRN   DFND 1 2 183,961 0 0
DXP ENTERPRISES INC COM NEW 233377407 6,071 80,373 SH   DFND 1 80,373 0 0
DYAX CORP COM COM 26746E103 7,977 830,939 SH   DFND 1 829,744 0 1,195
DYCOM INDS INC COM COM 267475101 5,574 178,027 SH   DFND 1 178,027 0 0
DYNAMIC MATERIALS CORP COM 267888105 1,709 77,240 SH   DFND 1 77,240 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 2,298 1,436,343 SH   DFND 1 1,436,343 0 0
DYNEGY INC COM 26817R108 23,106 663,974 SH   DFND 1 663,974 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 2,516 284,377 SH   DFND 1 281,340 0 3,037
E M C CORP MASS COM COM 268648102 404,829 15,378,333 SH   DFND 1 15,373,286 0 5,047
E M C CORP MASS COM COM 268648102 39 1,516 SH   DFND 1 2 1,516 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 46,634 2,194,439 SH   DFND 1 2,194,439 0 0
E2OPEN INC COM 29788A104 1,914 92,600 SH   DFND 1 92,272 0 328
EAGLE BANCORP INC COM 268948106 54 1,615 SH   DFND 1 2 1,615 0 0
EAGLE BANCORP INC COM 268948106 4,875 144,459 SH   DFND 1 144,459 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A119 242 78,622 SH   DFND 1 78,622 0 0
EAGLE MATERIALS INC COM 26969P108 23,699 251,372 SH   DFND 1 251,072 0 300
EAGLE PHARMACEUTICALS INC COM 269796108 173 12,101 SH   DFND 1 12,101 0 0
EAGLE ROCK ENERGY PARTNERS UNIT 26985R104 150 30,134 SH   DFND 1 30,134 0 0
EARTHLINK INC COM COM 27033X101 2,182 586,725 SH   DFND 1 582,350 0 4,375
EAST WEST BANCORP INC COM COM 27579R104 26,427 755,282 SH   DFND 1 755,282 0 0
EASTERN COMPANY (THE) COM 276317104 266 17,269 SH   DFND 1 17,269 0 0
EASTGROUP PPTY INC COM COM 277276101 12,412 193,255 SH   DFND 1 193,255 0 0
EASTMAN CHEM CO COM COM 277432100 95,530 1,094,300 SH   DFND 1 1,094,012 0 288
EASTMAN KODAK CO COM NEW 277461406 307 12,580 SH   DFND 1 12,580 0 0
EATON CORP PLC SHS G29183103 266,971 3,461,150 SH   DFND 1 3,460,190 0 960
EATON VANCE CORP COM NON VTG COM NON VTG 278265103 21,659 573,299 SH   DFND 1 572,841 0 458
EBAY INC COM COM 278642103 430,788 8,610,533 SH   DFND 1 8,607,233 0 3,300
EBAY INC COM COM 278642103 1,290 25,777 SH   DFND 1 2 25,777 0 0
EBIX INC COM NEW 278715206 2,522 176,254 SH   DFND 1 176,254 0 0
ECHELON CORP COM COM 27874N105 356 146,592 SH   DFND 1 146,592 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,668 87,026 SH   DFND 1 87,026 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4 210 SH   DFND 1 2 210 0 0
ECHO THERAPEUTICS INC COM NEW 27876L206 46 20,774 SH   DFND 1 20,774 0 0
ECHOSTAR CORP CL A 278768106 12,364 233,561 SH   DFND 1 233,561 0 0
ECOLAB INC COM COM 278865100 124 1,120 SH   DFND 1 2 1,120 0 0
ECOLAB INC COM COM 278865100 211,125 1,897,409 SH   DFND 1 1,896,488 0 921
ECOLOGY INC COM 91732J102 5,770 117,892 SH   DFND 1 117,892 0 0
EDGEWATER TECHNOLOGY INC COM COM 280358102 242 32,548 SH   DFND 1 32,548 0 0
EDISON INTL COM COM 281020107 12 210 SH   DFND 1 2 210 0 0
EDISON INTL COM COM 281020107 139,740 2,406,152 SH   DFND 1 2,405,575 0 577
EDUCATION MANAGEMENT CORP COM 28140M103 229 135,944 SH   DFND 1 135,944 0 0
EDUCATION REALTY TRUST INC COM 28140H104 9,370 872,518 SH   DFND 1 872,518 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 3 36 SH   DFND 1 2 36 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 72,866 849,315 SH   DFND 1 849,121 0 194
EGAIN COMMUNICATIONS COM COM NEW 28225C806 313 46,367 SH   DFND 1 46,367 0 0
EGALET CORPORATION COM 28226B104 276 21,099 SH   DFND 1 21,099 0 0
EHEALTH INC COM 28238P109 4,209 110,875 SH   DFND 1 110,875 0 0
EINSTEIN NOAH RESTAURANT GROUP COM 28257U104 1,087 67,724 SH   DFND 1 67,724 0 0
EL PASO ELEC CO COM NEW COM NEW 283677854 9,409 233,999 SH   DFND 1 233,999 0 0
ELBIT SYSTEMS LTD ORD M3760D101 470 7,657 SH   DFND 1 7,657 0 0
ELDORADO GOLD CORP NEW COM 2307873 1,105 144,614 SH   DFND 1 144,614 0 0
ELECTRO RENT CORP COM COM 285218103 1,320 78,909 SH   DFND 1 78,909 0 0
ELECTRO SCIENTIFIC INDS COM COM 285229100 848 124,642 SH   DFND 1 124,642 0 0
ELECTRONIC ARTS INC COM COM 285512109 82,934 2,313,414 SH   DFND 1 2,312,272 0 1,142
ELECTRONIC ARTS INC COM COM 285512109 47 1,317 SH   DFND 1 2 1,317 0 0
ELECTRONICS FOR IMAGING INC COM COM 286082102 12,041 266,394 SH   DFND 1 266,394 0 0
ELEPHANT TALK COMMUNICATIONS COM NEW 286202205 372 392,179 SH   DFND 1 392,179 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 313 23,791 SH   DFND 1 23,791 0 0
ELIZABETH ARDEN INC COM COM 28660G106 3,141 146,668 SH   DFND 1 146,668 0 0
ELLIE MAE INC COM 28849P100 4,287 137,740 SH   DFND 1 137,740 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 470 27,615 SH   DFND 1 27,615 0 0
ELLIS PERRY INTL INC COM COM 288853104 1,181 67,768 SH   DFND 1 67,768 0 0
ELLSWORTH FUND LTD COM 289074106 1,432 162,216 PRN   DFND 1 2 162,216 0 0
EMAGIN CORP COM COM NEW 29076N206 146 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM COM 268664109 904 29,384 SH   DFND 1 29,384 0 0
EMCOR GROUP INC COM COM 29084Q100 16,525 371,118 SH   DFND 1 371,118 0 0
EMCORE CORP COM COM NEW 290846203 486 118,010 SH   DFND 1 118,010 0 0
EMERALD OIL INC COM NEW 29101U209 2,175 284,374 SH   DFND 1 284,374 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 3,604 160,468 SH   DFND 1 160,468 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 128 5,733 SH   DFND 1 2 5,733 0 0
EMERITUS CORP COM 291005106 7,263 229,505 SH   DFND 1 229,505 0 0
EMERSON ELEC CO COM COM 291011104 135 2,044 SH   DFND 1 2 2,044 0 0
EMERSON ELEC CO COM COM 291011104 343,532 5,179,878 SH   DFND 1 5,176,890 0 2,988
EMERSON RADIO CORP COM NEW 291087203 85 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS CORP CL A CL A 291525103 338 113,161 SH   DFND 1 113,161 0 0
EMPIRE DIST ELEC CO COM COM 291641108 6,637 258,452 SH   DFND 1 258,452 0 0
EMPIRE RESORTS INC COM NEW 292052206 496 69,373 SH   DFND 1 69,373 0 0
EMPIRE TRUST REALTY TRUST CL A 292104106 8,197 496,805 SH   DFND 1 496,805 0 0
EMPLOYERS HOLDINGS INC COM 292218104 3,621 170,989 SH   DFND 1 170,989 0 0
EMPRESA BRASILEIRA DE AE-ADR SP ADR REP 4 COM 29082A107 228 6,275 SH   DFND 1 5,975 0 300
EMULEX CORP COM NEW COM NEW 292475209 2,811 493,213 SH   DFND 1 493,213 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,826 42,399 SH   DFND 1 42,399 0 0
ENBRIDGE INC COM 2466149 8,127 171,279 SH   DFND 1 169,454 0 1,825
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ENCANA CORP COM COM 292505104 412 17,393 SH   DFND 1 2 17,393 0 0
ENCORE CAPITAL GROUP INC COM 292554102 6,015 132,438 SH   DFND 1 132,438 0 0
ENCORE WIRE CORP COM COM 292562105 5,449 111,124 SH   DFND 1 111,124 0 0
ENDEAVOUR INTERNATIONAL CORP COM NEW 29259G200 272 198,921 SH   DFND 1 198,921 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 50,382 719,707 SH   DFND 1 719,390 0 317
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 88 1,261 SH   DFND 1 2 1,261 0 0
ENDOCYTE INC COM 29269A102 1,290 195,753 SH   DFND 1 195,753 0 0
ENDOLOGIX INC COM 29266S106 5,208 342,452 SH   DFND 1 342,452 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 2,266 148,265 SH   DFND 1 148,265 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 0 16 SH   DFND 1 2 16 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 12,222 236,916 SH   DFND 1 236,916 0 0
ENERGEN CORP COM COM 29265N108 33,465 376,611 SH   DFND 1 376,463 0 148
ENERGIZER HLDGS INC COM COM 29266R108 40,476 331,763 SH   DFND 1 331,547 0 216
ENERGIZER HLDGS INC COM COM 29266R108 1 13 SH   DFND 1 2 13 0 0
ENERGOUS CORP COM 29272C103 188 12,499 SH   DFND 1 12,499 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 91 18,688 SH   DFND 1 2 18,688 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 1,272 258,609 SH   DFND 1 258,609 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 11,916 504,294 SH   DFND 1 504,294 0 0
ENERNOC INC -REDH COM 292764107 3,064 161,729 SH   DFND 1 161,729 0 0
ENERNOC INC -REDH COM 292764107 319 16,853 SH   DFND 1 2 16,853 0 0
ENERSYS INC COM COM 29275Y102 19,268 280,108 SH   DFND 1 280,108 0 0
ENGILITY HOLDINGS INC COM 29285W104 3,964 103,616 SH   DFND 1 103,616 0 0
ENGILITY HOLDINGS INC COM 29285W104 1,123 29,355 SH   DFND 1 2 29,355 0 0
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ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 796 14,517 SH   DFND 1 10,421 0 4,096
ENNIS BUSINESS FORMS INC COM COM 293389102 2,000 131,064 SH   DFND 1 130,264 0 800
ENNIS BUSINESS FORMS INC COM COM 293389102 1 124 SH   DFND 1 2 124 0 0
ENPHASE ENERGY INC COM 29355A107 714 83,512 SH   DFND 1 83,512 0 0
ENPRO INDS INC COM COM 29355X107 8,943 122,245 SH   DFND 1 122,245 0 0
ENSCO INTL INC COM SHS CLASS A G3157S106 88,200 1,588,242 SH   DFND 1 1,586,384 0 1,858
ENSERVCO CORP COM 29358Y102 76 29,557 SH   DFND 1 29,557 0 0
ENSIGN GROUP INC-REDH COM 29358P101 3,430 110,375 SH   DFND 1 110,375 0 0
ENSTAR GROUP LTD SHS G3075P101 9,236 61,280 SH   DFND 1 61,280 0 0
ENTEGRIS INC COM COM 29362U104 213 15,551 SH   DFND 1 2 15,551 0 0
ENTEGRIS INC COM COM 29362U104 11,034 802,811 SH   DFND 1 802,811 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1,007 93,852 SH   DFND 1 93,852 0 0
ENTERGY CORP NEW COM COM 29364G103 115,462 1,407,325 SH   DFND 1 1,406,620 0 705
ENTERGY CORP NEW COM COM 29364G103 224 2,736 SH   DFND 1 2 2,736 0 0
ENTEROMEDICS INC-REDH COM NEW 29365M208 343 220,452 SH   DFND 1 220,452 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 569 27,584 SH   DFND 1 27,584 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 1,598 88,489 SH   DFND 1 88,489 0 0
ENTERTAINMENT GAMING ASIA INC COM NEW 29383V206 38 50,152 SH   DFND 1 50,152 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 4,903 788,311 SH   DFND 1 788,311 0 0
ENTROPIC COMMUN INC-REDH COM 29384R105 1,860 558,713 SH   DFND 1 558,713 0 0
ENVESTNET INC COM 29404K106 8,032 164,201 SH   DFND 1 164,082 0 119
ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 12,680 353,111 SH   DFND 1 353,111 0 0
ENVIVIO INC COM 29413T106 121 50,659 SH   DFND 1 50,659 0 0
ENZO BIOCHEM INC COM COM 294100102 912 173,734 SH   DFND 1 173,734 0 0
ENZON PHARMACEUTICALS INC COM 293904108 194 186,888 SH   DFND 1 186,888 0 0
EOG RES INC COM COM 26875P101 454,020 3,887,550 SH   DFND 1 3,885,673 0 1,877
EOG RES INC COM COM 26875P101 0 6 SH   DFND 1 2 6 0 0
EP ENERGY CORP-CL A CL A 268785102 4,376 189,850 SH   DFND 1 189,850 0 0
EPAM SYSTEMS INC COM 29414B104 7,408 169,340 SH   DFND 1 169,340 0 0
EPIQ SYS INC COM COM 26882D109 2,502 178,106 SH   DFND 1 178,106 0 0
EPIZYME INC COM 29428V104 2,336 75,082 SH   DFND 1 75,082 0 0
EPLUS INC COM COM 294268107 1,703 29,268 SH   DFND 1 29,268 0 0
EPR 5 3/4 PFD C CNV 5.75% 26884U208 689 30,000 PRN   DFND 1 2 30,000 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 15,926 285,060 SH   DFND 1 285,060 0 0
EQIX4 3/4 06/15/16 NOTE 4.750% 6/1 29444UAH9 43,435 17,000,000 PRN   DFND 1 2 17,000,000 0 0
EQT CORP COM 26884L109 117,379 1,098,685 SH   DFND 1 1,098,315 0 370
EQT CORP COM 26884L109 64 607 SH   DFND 1 2 607 0 0
EQUAL ENERGY LTD COM 29390Q109 137 25,315 SH   DFND 1 25,315 0 0
EQUIFAX INC COM COM 294429105 65,142 898,540 SH   DFND 1 898,207 0 333
EQUINIX INC COM NEW 29444U502 52,805 251,410 SH   DFND 1 251,241 0 169
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 24,133 546,510 SH   DFND 1 546,510 0 0
EQUITY ONE COM COM 294752100 9,578 406,046 SH   DFND 1 406,046 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 18 286 SH   DFND 1 2 286 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 180,147 2,860,949 SH   DFND 1 2,860,216 0 733
ERA GROUP INC COM 26885G109 2,964 103,378 SH   DFND 1 103,378 0 0
ERBA DIAGNOSTICS INC COM 29490B101 58 29,733 SH   DFND 1 29,733 0 0
ERICKSON INC COM 29482P100 659 40,560 SH   DFND 1 40,560 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 891 73,780 SH   DFND 1 69,027 0 4,753
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 13 1,144 SH   DFND 1 2 1,144 0 0
ERIE INDTY CO CL A CL A 29530P102 6 80 SH   DFND 1 2 80 0 0
ERIE INDTY CO CL A CL A 29530P102 10,790 143,380 SH   DFND 1 143,280 0 100
EROS INTERNATIONAL PLC SHS NEW G3788M114 212 13,976 SH   DFND 1 13,976 0 0
ESB FINL CORP COM COM 26884F102 759 58,698 SH   DFND 1 58,698 0 0
ESCALADE INC COM COM 296056104 602 37,336 SH   DFND 1 37,336 0 0
ESCALERA RESOURCES CO COM 296064108 78 29,704 SH   DFND 1 29,704 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 5,123 147,916 SH   DFND 1 147,916 0 0
ESPERION THERAPEUTICS INC COM 29664W105 474 29,929 SH   DFND 1 29,929 0 0
ESSA BANCORP INC -REDH COM 29667D104 440 39,597 SH   DFND 1 39,597 0 0
ESSENT GROUP LTD COM G3198U102 3,031 150,902 SH   DFND 1 150,902 0 0
ESSEX PPTY TR INC COM COM 297178105 99,006 535,701 SH   DFND 1 535,488 0 213
ESSEX RENTAL CORP COM 297187106 113 46,734 SH   DFND 1 46,734 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 23,188 201,425 SH   DFND 1 201,425 0 0
ETABLISSEMENTS DELHAIZE FRER S-ADR SPONSORED ADR 29759W101 378 22,461 SH   DFND 1 18,625 0 3,836
ETHAN ALLEN INTERIORS INC COM COM 297602104 3,528 142,631 SH   DFND 1 142,631 0 0
EURONET WORLDWIDE INC COM COM 298736109 13,354 276,844 SH   DFND 1 276,844 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 338 8,538 SH   DFND 1 8,538 0 0
EVENTIS CORP COM 29402J101 852 53,806 SH   DFND 1 53,758 0 48
EVENTIS CORP COM 29402J101 12 807 SH   DFND 1 2 807 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,677 480,022 SH   DFND 1 480,022 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 14,735 255,642 SH   DFND 1 255,642 0 0
EVEREST RE GROUP LTD COM COM G3223R108 637 3,972 SH   DFND 1 2 3,972 0 0
EVEREST RE GROUP LTD COM COM G3223R108 38,188 238,006 SH   DFND 1 237,956 0 50
EVERTEC INC COM 30040P103 8,731 360,211 SH   DFND 1 360,211 0 0
EVERYDAY HEALTH INC COM 300415106 509 27,557 SH   DFND 1 27,557 0 0
EVOKE PHARMA INC COM 30049G104 80 10,276 SH   DFND 1 10,276 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,406 128,411 SH   DFND 1 128,411 0 0
EVOLVING SYS INC COM COM NEW 30049R209 288 33,696 SH   DFND 1 33,696 0 0
EXACT SCIENCES CORP COM COM 30063P105 8,383 492,284 SH   DFND 1 492,284 0 0
EXACTECH INC COM 30064E109 1,103 43,741 SH   DFND 1 43,741 0 0
EXAMWORKS GROUP INC COM 30066A105 5,903 186,061 SH   DFND 1 186,061 0 0
EXAR CORP COM COM 300645108 2,800 247,873 SH   DFND 1 247,873 0 0
EXCEL TRUST INC COM 30068C109 3,409 255,811 SH   DFND 1 255,811 0 0
EXCO RESOURCES INC COM 269279402 5,398 916,512 SH   DFND 1 914,662 0 1,850
EXELIS INC COM 30162A108 17,155 1,010,360 SH   DFND 1 1,008,163 0 2,197
EXELIS INC COM 30162A108 0 49 SH   DFND 1 2 49 0 0
EXELIXIS INC COM COM 30161Q104 3,165 933,675 SH   DFND 1 933,675 0 0
EXELON CORP COM COM 30161N101 236,553 6,488,202 SH   DFND 1 6,485,444 0 2,758
EXLSERVICE HOLDINGS INC-REDH COM 302081104 0 32 SH   DFND 1 2 32 0 0
EXLSERVICE HOLDINGS INC-REDH COM 302081104 5,817 197,549 SH   DFND 1 197,549 0 0
EXONE CO/THE COM 302104104 2,273 57,392 SH   DFND 1 57,359 0 33
EXPEDIA INC COM NEW 30212P303 59,031 749,953 SH   DFND 1 749,623 0 330
EXPEDITORS INTL WASH INC COM COM 302130109 4 100 SH   DFND 1 2 100 0 0
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EXXON MOBIL CORP COM COM 30231G102 3,293,805 32,734,346 SH   DFND 1 32,719,419 0 14,927
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EZCORP INC-CL A CL A NON VTG 302301106 3,554 307,714 SH   DFND 1 307,714 0 0
F M C CORP COM NEW COM NEW 302491303 67,640 950,699 SH   DFND 1 950,168 0 531
F5 NETWORKS INC COM COM 315616102 11 100 SH   DFND 1 2 100 0 0
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FAB UNIVERSAL CORP COM 302771100 0 105 SH   DFND 1 2 105 0 0
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FACEBOOK INC -A CL A 30303M102 880,433 13,091,864 SH   DFND 1 13,085,497 0 6,367
FACTSET RESH SYS INC COM COM 303075105 24,620 204,697 SH   DFND 1 204,597 0 100
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FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 10,852 695,670 SH   DFND 1 695,670 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,867 133,708 SH   DFND 1 133,708 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 501 75,347 SH   DFND 1 75,347 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 250 147,095 SH   DFND 1 147,095 0 0
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FASTENAL CO COM COM 311900104 99,050 2,002,630 SH   DFND 1 2,001,737 0 893
FATE THERAPEUTICS INC COM 31189P102 149 23,664 SH   DFND 1 23,664 0 0
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FEI CO COM COM 30241L109 20,683 227,971 SH   DFND 1 227,971 0 0
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FEMALE HEALTH COMPANY COM COM 314462102 517 94,004 SH   DFND 1 94,004 0 0
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FIFTH THIRD BANCORP COM COM 316773100 140,889 6,602,809 SH   DFND 1 6,599,806 0 3,003
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FINISAR COM COM NEW 31787A507 10,327 522,931 SH   DFND 1 522,931 0 0
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FIRST AMERICAN FINANCIAL - W/I COM 31847R102 2 91 SH   DFND 1 2 91 0 0
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FIRST BANCORP N C COM COM 318910106 75 4,108 SH   DFND 1 2 4,108 0 0
FIRST BANCORP N C COM COM 318910106 2,124 115,800 SH   DFND 1 115,800 0 0
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FIRST CMNTY BANCSHARES INC COM COM 31983A103 0 1 SH   DFND 1 2 1 0 0
FIRST CMNTY BANCSHARES INC COM COM 31983A103 1,136 79,324 SH   DFND 1 79,324 0 0
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FIRST CONNECTICUT BANCORP COM 319850103 1,182 73,664 SH   DFND 1 73,664 0 0
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FIRST DEFIANCE FINL CORP COM COM 32006W106 1,225 42,702 SH   DFND 1 42,702 0 0
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FIRST FINL BANKSHARES COM COM 32020R109 11,695 372,814 SH   DFND 1 372,814 0 0
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FIRST HORIZON NATL CORP COM COM 320517105 14,473 1,220,326 SH   DFND 1 1,220,326 0 0
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FIRST INTERNET BANCORP COM 320557101 314 15,249 SH   DFND 1 15,249 0 0
FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 4,643 170,850 SH   DFND 1 170,850 0 0
FIRST LONG IS CORP COM COM 320734106 1,430 36,617 SH   DFND 1 36,617 0 0
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FIRST MIDWEST BANCORP DEL COM COM 320867104 6,567 385,640 SH   DFND 1 385,640 0 0
FIRST NBC BANK HLDG CO COM 32115D106 502 14,991 SH   DFND 1 14,991 0 0
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FIRST SOUTH BANCORP INC VA COM COM 33646W100 327 40,938 SH   DFND 1 40,938 0 0
FIRST UTD CORP COM COM 33741H107 158 18,113 SH   DFND 1 18,113 0 0
FIRSTENERGY CORP COM COM 337932107 107,277 3,091,618 SH   DFND 1 3,089,756 0 1,862
FIRSTMERIT CORP COM COM 337915102 18,487 936,085 SH   DFND 1 936,085 0 0
FIRSTSERVICE CORPORATION-VTG SUB VTG SH 33761N109 304 6,011 SH   DFND 1 6,011 0 0
FISERV INC COM COM 337738108 110,706 1,836,417 SH   DFND 1 1,835,957 0 460
FISERV INC COM COM 337738108 4 74 SH   DFND 1 2 74 0 0
FIVE BELOW, INC COM 33829M101 10,658 267,061 SH   DFND 1 267,061 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 584 51,735 SH   DFND 1 51,735 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 828 53,270 SH   DFND 1 53,270 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 1,480 295,594 SH   DFND 1 295,594 0 0
FIVE9 INC COM 338307101 348 48,350 SH   DFND 1 48,350 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 2,316 128,011 SH   DFND 1 128,011 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 49,221 373,540 SH   DFND 1 373,366 0 174
FLEETMATICS GROUP COM G35569105 864 26,729 SH   DFND 1 26,729 0 0
FLEXION THERAPEUTICS IN COM 33938J106 287 21,295 SH   DFND 1 21,295 0 0
FLEXSTEEL INDS INC COM COM 339382103 1 59 SH   DFND 1 2 59 0 0
FLEXSTEEL INDS INC COM COM 339382103 2,834 85,000 SH   DFND 1 85,000 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 0 10 SH   DFND 1 2 10 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 1,210 110,088 SH   DFND 1 108,633 0 1,455
FLIR SYS INC COM COM 302445101 36,559 1,053,292 SH   DFND 1 1,052,885 0 407
FLIR SYS INC COM COM 302445101 0 5 SH   DFND 1 2 5 0 0
FLOTEK INDUSTRIES INC COM 343389102 8,617 267,945 SH   DFND 1 267,945 0 0
FLOWERS FOODS INC COM COM 343498101 18,965 899,684 SH   DFND 1 899,684 0 0
FLOWSERVE CORP COM COM 34354P105 72,472 975,346 SH   DFND 1 974,771 0 575
FLUIDIGM CORP COM 34385P108 4,478 152,333 SH   DFND 1 152,269 0 64
FLUOR CORP NEW COM COM 343412102 88,194 1,147,576 SH   DFND 1 1,146,723 0 853
FLUSHING FINL CORP COM COM 343873105 0 35 SH   DFND 1 2 35 0 0
FLUSHING FINL CORP COM COM 343873105 4,053 197,261 SH   DFND 1 197,261 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 102,159 1,673,840 SH   DFND 1 1,673,345 0 495
FNB CORP PA COM COM 302520101 11,295 881,084 SH   DFND 1 881,084 0 0
FONAR CORP COM COM NEW 344437405 407 33,375 SH   DFND 1 33,375 0 0
FOOT LOCKER INC COM COM 344849104 41,279 813,879 SH   DFND 1 813,579 0 300
FORBES ENERGY SERVICES LTD COM 345143101 130 28,456 SH   DFND 1 28,456 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 513,458 29,799,945 SH   DFND 1 29,787,872 0 12,073
FOREST CITY ENTERPRISES INC CL A CL A 345550107 18,416 926,836 SH   DFND 1 926,836 0 0
FOREST LABS INC COM 345838106 9,262 93,856 SH   DFND 1 93,856 0 0
FOREST OIL CORP COM PAR $0.01 COM PAR $0.01 346091705 1,323 580,665 SH   DFND 1 580,665 0 0
FORESTAR REAL ESTATE GRP-W/I COM 346233109 3,450 180,764 SH   DFND 1 180,764 0 0
FORMFACTOR INC COM 346375108 2,435 292,765 SH   DFND 1 292,765 0 0
FORRESTER RESH INC COM COM 346563109 2,718 71,776 SH   DFND 1 71,776 0 0
FORTEGRA FINANCIAL CORP COM 34954W104 198 26,101 SH   DFND 1 26,101 0 0
FORTINET INC. COM 34959E109 17,208 684,797 SH   DFND 1 684,797 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 32,699 818,913 SH   DFND 1 818,913 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 12,191 334,655 SH   DFND 1 334,655 0 0
FORWARD AIR CORP COM COM 349853101 8,845 184,851 SH   DFND 1 184,851 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 22 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 37,890 362,737 SH   DFND 1 362,625 0 112
FOSSIL GROUP INC COM 34988V106 21 202 SH   DFND 1 2 202 0 0
FOSTER L B CO COM COM 350060109 2,920 53,963 SH   DFND 1 53,963 0 0
FOSTER WHEELER LTD SHS COM H27178104 17,050 500,447 SH   DFND 1 500,447 0 0
FOUNDATION MEDICINE INC COM 350465100 1,428 52,989 SH   DFND 1 52,989 0 0
FOX CHASE BANCORP INC COM 35137T108 994 58,986 SH   DFND 1 58,986 0 0
FOX FACTORY HOLDING CORP COM 35138V102 1,114 63,357 SH   DFND 1 63,357 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 3,310 224,601 SH   DFND 1 224,601 0 0
FRANKLIN COVEY CO COM COM 353469109 1,140 56,664 SH   DFND 1 56,664 0 0
FRANKLIN ELEC INC COM COM 353514102 9,092 225,462 SH   DFND 1 225,462 0 0
FRANKLIN FINANCIAL CORP/VA COM 35353C102 1,162 53,558 SH   DFND 1 53,558 0 0
FRANKLIN RES INC COM COM 354613101 11 202 SH   DFND 1 2 202 0 0
FRANKLIN RES INC COM COM 354613101 166,559 2,881,396 SH   DFND 1 2,880,767 0 629
FRANKLIN STREET PROPERTIES C COM 35471R106 7,921 629,656 SH   DFND 1 629,656 0 0
FRANKS INTERNATIONAL NV COM N33462107 4,334 176,213 SH   DFND 1 176,213 0 0
FREDS INC CL A CL A 356108100 3,035 198,558 SH   DFND 1 198,558 0 0
FREEPORT-MCMORAN COPPER & G CL B COM 35671D857 285,863 7,836,416 SH   DFND 1 7,832,959 0 3,457
FREEPORT-MCMORAN COPPER & G CL B COM 35671D857 513 14,078 SH   DFND 1 2 14,078 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 269 11,467 SH   DFND 1 2 11,467 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 11,126 473,480 SH   DFND 1 473,480 0 0
FREIGHTCAR AMERICA INC COM 357023100 123 4,915 SH   DFND 1 2 4,915 0 0
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FREQUENCY ELECTRS INC COM COM 358010106 175 14,272 SH   DFND 1 14,272 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 308 9,200 SH   DFND 1 6,000 0 3,200
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 6,232 203,328 SH   DFND 1 203,328 0 0
FRESH MARKET INC/THE COM 35804H106 124 3,718 SH   DFND 1 2 3,718 0 0
FRESH MARKET INC/THE COM 35804H106 7,718 230,611 SH   DFND 1 230,611 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 150 17,789 SH   DFND 1 17,789 0 0
FRISCHS RESTAURANTS INC COM COM 358748101 202 8,568 SH   DFND 1 8,568 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 44,412 7,609,279 SH   DFND 1 7,593,957 0 15,322
FRONTLINE LTD SHS G3682E127 137 47,117 SH   DFND 1 47,117 0 0
FTD COMPANIES INC COM 30281V108 3,487 109,719 SH   DFND 1 109,719 0 0
FTI CONSULTING INC COM COM 302941109 8,862 234,325 SH   DFND 1 234,325 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 990 88,945 SH   DFND 1 88,945 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 279 25,067 SH   DFND 1 2 25,067 0 0
FUELCELL ENERGY INC COM COM 35952H106 2,756 1,148,567 SH   DFND 1 1,148,567 0 0
FUEL-TECH N.V. COM 359523107 721 127,896 SH   DFND 1 127,896 0 0
FULL HOUSE RESORTS INC COM 359678109 34 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 14,618 303,923 SH   DFND 1 303,923 0 0
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FULTON FINL CORP PA COM COM 360271100 13,319 1,075,049 SH   DFND 1 1,075,049 0 0
FURIEX PHARMACEUTICALS - W/I COM 36106P101 4,969 46,800 SH   DFND 1 46,800 0 0
FURMANITE CORP COM 361086101 2,389 205,263 SH   DFND 1 205,263 0 0
FUSION-IO INC COM 36112J107 5,625 497,808 SH   DFND 1 497,808 0 0
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FUTUREFUEL CORP COM 36116M106 5,067 305,439 SH   DFND 1 305,439 0 0
FX ENERGY INC COM COM 302695101 1,194 330,801 SH   DFND 1 330,801 0 0
FXCM INC - A COM CL A 302693106 3,234 216,239 SH   DFND 1 216,239 0 0
G & K SVCS INC CL A CL A 361268105 7,391 141,946 SH   DFND 1 141,946 0 0
GABELLI GLOBAL UTIL &INCM TR COM SH BEN INT 36242L105 452 21,695 PRN   DFND 1 2 21,695 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 544 52,678 PRN   DFND 1 2 52,678 0 0
GAIAM INC CL A CL A 36268Q103 547 71,253 SH   DFND 1 71,253 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 621 79,021 SH   DFND 1 79,021 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 136 17,298 SH   DFND 1 2 17,298 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,518 109,937 SH   DFND 1 109,937 0 0
GALENA BIOPHARMA INC COM 363256108 2,135 697,955 SH   DFND 1 696,493 0 1,462
GALLAGHER ARTHUR J & CO COM COM 363576109 35,933 771,100 SH   DFND 1 770,900 0 200
GALMED PHARMACEUTICALS LTD SHS M47238106 156 16,077 SH   DFND 1 16,077 0 0
GAMCO INVESTORS INC - A COM 361438104 2,898 34,899 SH   DFND 1 34,899 0 0
GAMCO INVESTORS INC - A COM 361438104 2 26 SH   DFND 1 2 26 0 0
GAMESTOP CORP CL A CL A 36467W109 88 2,198 SH   DFND 1 2 2,198 0 0
GAMESTOP CORP CL A CL A 36467W109 35,184 869,873 SH   DFND 1 868,160 0 1,713
GAMING AND LEISURE PROPERTIES INC COM 36467J108 16,099 473,929 SH   DFND 1 473,929 0 0
GANNETT INC COM COM 364730101 52,182 1,667,359 SH   DFND 1 1,666,859 0 500
GAP INC DEL COM COM 364760108 80,484 1,937,220 SH   DFND 1 1,935,710 0 1,510
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GARMIN LTD ORD SHS H2906T109 57,417 943,332 SH   DFND 1 942,231 0 1,101
GARTNER INC COM COM 366651107 32,019 454,051 SH   DFND 1 454,051 0 0
GAS NATURAL INC COM 367204104 423 40,191 SH   DFND 1 40,191 0 0
GASLOG LTD SHS G37585109 970 30,432 SH   DFND 1 30,432 0 0
GASTAR EXPLORATION LTD COM 36729W202 2,745 315,200 SH   DFND 1 315,200 0 0
GATX CORP COM COM 361448103 16,034 239,541 SH   DFND 1 239,541 0 0
GEEKNET INC. COM NEW 36846Q203 248 19,946 SH   DFND 1 19,946 0 0
GEEKNET INC. COM NEW 36846Q203 0 11 SH   DFND 1 2 11 0 0
GENCORP INC COM COM 368682100 6,569 343,956 SH   DFND 1 343,956 0 0
GENERAC HOLDINGS INC COM 368736104 20,043 411,238 SH   DFND 1 411,238 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 6,780 264,254 SH   DFND 1 264,254 0 0
GENERAL COMMUNICATION INC CL A CL A 369385109 1,921 173,426 SH   DFND 1 173,426 0 0
GENERAL COMMUNICATION INC CL A CL A 369385109 60 5,475 SH   DFND 1 2 5,475 0 0
GENERAL DYNAMICS CORP COM COM 369550108 287,167 2,465,278 SH   DFND 1 2,464,849 0 429
GENERAL DYNAMICS CORP COM COM 369550108 103 891 SH   DFND 1 2 891 0 0
GENERAL ELEC CO COM COM 369604103 542 20,656 SH   DFND 1 2 20,656 0 0
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GENERAL FINANCE CORP/DE COM 369822101 128 13,569 SH   DFND 1 13,569 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 107,081 4,547,308 SH   DFND 1 4,546,165 0 1,143
GENERAL MLS INC COM COM 370334104 8 166 SH   DFND 1 2 166 0 0
GENERAL MLS INC COM COM 370334104 228,305 4,348,069 SH   DFND 1 4,345,281 0 2,788
GENERAL MOLY INC COM 370373102 311 271,297 SH   DFND 1 271,297 0 0
GENERAL MOTORS CO COM 37045V100 364,432 10,045,158 SH   DFND 1 10,040,438 0 4,720
GENESCO INC COM COM 371532102 11,045 134,494 SH   DFND 1 134,494 0 0
GENESEE & WYO INC CL A CL A 371559105 27,443 261,365 SH   DFND 1 261,365 0 0
GENIE ENERGY LTD - B CL B 372284208 471 59,954 SH   DFND 1 59,954 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,743 202,774 SH   DFND 1 202,774 0 0
GENOCEA BIOSCIENCES INC COM 372427104 631 33,670 SH   DFND 1 33,670 0 0
GENOMIC HEALTH INC COM 37244C101 2,637 96,242 SH   DFND 1 96,242 0 0
GENPACT LTD SHS G3922B107 1 66 SH   DFND 1 2 66 0 0
GENPACT LTD SHS G3922B107 14,820 845,450 SH   DFND 1 845,450 0 0
GENTEX CORP COM COM 371901109 2 86 SH   DFND 1 2 86 0 0
GENTEX CORP COM COM 371901109 28,799 990,004 SH   DFND 1 989,204 0 800
GENTHERM INC COM 37253A103 11,969 269,278 SH   DFND 1 269,198 0 80
GENTIVA HEALTH SERVICES INC COM COM 37247A102 2,252 149,544 SH   DFND 1 149,544 0 0
GENUINE PARTS CO COM COM 372460105 6 73 SH   DFND 1 2 73 0 0
GENUINE PARTS CO COM COM 372460105 96,507 1,099,843 SH   DFND 1 1,098,597 0 1,246
GENVEC INC COM NEW 37246C307 126 49,412 SH   DFND 1 49,412 0 0
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GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 64,408 3,703,800 SH   DFND 1 3,702,635 0 1,165
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GEO GROUP INC COM 36162J106 127 3,560 SH   DFND 1 2 3,560 0 0
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GERON CORP COM COM 374163103 2,781 866,558 SH   DFND 1 866,362 0 196
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GEVO INC COM 374396109 183 213,316 SH   DFND 1 213,316 0 0
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GILDAN ACTIVEWEAR INC COM 2254645 1,483 25,184 SH   DFND 1 25,184 0 0
GILEAD SCIENCES INC COM COM 375558103 961,151 11,599,404 SH   DFND 1 11,593,943 0 5,461
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GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 1,387 25,950 SH   DFND 1 2 25,950 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 2,469 46,172 SH   DFND 1 39,603 0 6,569
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GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 2,099 124,227 SH   DFND 1 124,227 0 0
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GLOBAL SOURCES LIMITED ORD G39300101 779 94,090 SH   DFND 1 94,090 0 0
GLOBALSCAPE INC COM 37940G109 72 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 5,812 1,367,546 SH   DFND 1 1,367,546 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 7,595 365,500 SH   DFND 1 365,500 0 0
GLOBUS MEDICAL INC- A CL A 379577208 153 6,399 SH   DFND 1 2 6,399 0 0
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GOGO INC COM 38046C109 131 6,723 SH   DFND 1 2 6,723 0 0
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GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 325 8,833 SH   DFND 1 8,833 0 0
GOLD RESOURCES CORP COM 38068T105 1,022 202,094 SH   DFND 1 202,094 0 0
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GOODYEAR TIRE & RUBR CO COM COM 382550101 55,485 1,998,178 SH   DFND 1 1,997,678 0 500
GOOGLE INC - C CL C 38259P706 1,227,969 2,135,798 SH   DFND 1 2,134,401 0 1,397
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GRACO INC COM COM 384109104 25,449 325,941 SH   DFND 1 325,941 0 0
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GRAPHIC PACKAGING HOLDING CO COM 388689101 25,015 2,138,069 SH   DFND 1 2,138,069 0 0
GRAY TELEVISION INC COM COM 389375106 3,296 251,092 SH   DFND 1 251,092 0 0
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GREENHILL & CO INC COM COM 395259104 7,418 150,629 SH   DFND 1 150,629 0 0
GREENHUNTER ENERGY INC-REDH COM 39530A104 89 45,224 SH   DFND 1 45,224 0 0
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GREIF INC CL A 397624107 8,879 162,739 SH   DFND 1 162,539 0 200
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GROUP 1 AUTOMOTIVE INC COM COM 398905109 9,640 114,342 SH   DFND 1 114,342 0 0
GROUPON INC COM CL A 399473107 13,303 2,009,607 SH   DFND 1 2,008,656 0 951
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GSI TECHNOLOGY INC COM 36241U106 408 68,604 SH   DFND 1 68,604 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 14,630 786,611 SH   DFND 1 785,652 0 959
GTT COMMUNICATIONS INC COM 362393100 105 10,365 SH   DFND 1 10,365 0 0
GTX INC COM 40052B108 153 111,424 SH   DFND 1 111,424 0 0
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GUESS INC COM COM 401617105 8,446 312,819 SH   DFND 1 312,619 0 200
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HANCOCK HLDG CO COM COM 410120109 14,967 423,756 SH   DFND 1 423,756 0 0
HANDY & HARMAN LTD COM 410315105 1,335 49,890 SH   DFND 1 49,890 0 0
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HANMI FINL CORP COM COM NEW 410495204 4,525 214,662 SH   DFND 1 214,662 0 0
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HENRY JACK & ASSOC INC COM COM 426281101 30,497 513,160 SH   DFND 1 513,160 0 0
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HERON THERAPEUTICS INC COM 427746102 1,352 109,784 SH   DFND 1 109,784 0 0
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HERTZ GLOBAL HOLDINGS, INC COM 42805T105 62,757 2,239,509 SH   DFND 1 2,238,371 0 1,138
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HFF INC-CLASS A CL A 40418F108 1 34 SH   DFND 1 2 34 0 0
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HOLOGIC INC COM COM 436440101 36,317 1,432,968 SH   DFND 1 1,432,412 0 556
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HOME INNS & HOTELS MANAG-ADR SPON ADR 43713W107 229 6,713 SH   DFND 1 6,713 0 0
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HORIZON PHARMA, INC COM 44047T109 5,385 340,395 SH   DFND 1 340,395 0 0
HORMEL FOODS CORP COM COM 440452100 49,315 999,890 SH   DFND 1 999,282 0 608
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HORNBECK OFFSHORE SERVICES COM COM 440543106 171 3,664 SH   DFND 1 2 3,664 0 0
HORSEHEAD HOLDING CORP COM 440694305 5,271 288,678 SH   DFND 1 288,678 0 0
HOSPIRA INC COM COM 441060100 64,369 1,253,762 SH   DFND 1 1,253,453 0 309
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 30,836 1,014,345 SH   DFND 1 1,014,345 0 0
HOST MARRIOTT CORP NEW COM COM 44107P104 396 18,023 SH   DFND 1 2 18,023 0 0
HOST MARRIOTT CORP NEW COM COM 44107P104 147,651 6,711,704 SH   DFND 1 6,708,891 0 2,813
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,366 280,110 SH   DFND 1 280,110 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 62 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 999 80,551 SH   DFND 1 80,551 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 3,614 701,756 SH   DFND 1 701,756 0 0
HOWARD HUGHES CORP COM 44267D107 25,540 161,825 SH   DFND 1 161,825 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 2,314 45,559 SH   DFND 1 36,457 0 9,102
HSN INC COM 404303109 11,548 194,949 SH   DFND 1 194,889 0 60
HUB GROUP INC CL A CL A 443320106 10,335 205,070 SH   DFND 1 205,070 0 0
HUBBELL INC CL B CL B 443510201 34,284 278,394 SH   DFND 1 278,394 0 0
HUDSON CITY BANCORP COM COM 443683107 250 25,525 SH   DFND 1 2 25,525 0 0
HUDSON CITY BANCORP COM COM 443683107 35,583 3,621,965 SH   DFND 1 3,619,122 0 2,843
HUDSON GLOBAL INC COM 443787106 359 91,578 SH   DFND 1 91,578 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 7,216 284,783 SH   DFND 1 284,783 0 0
HUDSON TECHNOLOGIES INC COM 444144109 229 79,516 SH   DFND 1 79,516 0 0
HUDSON VALLEY HOLDING CORP COM 444172100 1,513 83,857 SH   DFND 1 83,857 0 0
HUMANA INC COM COM 444859102 55 433 SH   DFND 1 2 433 0 0
HUMANA INC COM COM 444859102 148,367 1,162,331 SH   DFND 1 1,161,775 0 556
HUNT J B TRANS SVCS INC COM COM 445658107 4 58 SH   DFND 1 2 58 0 0
HUNT J B TRANS SVCS INC COM COM 445658107 34,800 471,807 SH   DFND 1 471,781 0 26
HUNTINGTON BANCSHARES INC COM COM 446150104 122 12,882 SH   DFND 1 2 12,882 0 0
HUNTINGTON BANCSHARES INC COM COM 446150104 59,485 6,238,018 SH   DFND 1 6,237,618 0 400
HUNTINGTON INGALLS INDUST-WI COM 446413106 26,820 283,543 SH   DFND 1 283,543 0 0
HUNTSMAN CORP COM 447011107 26,594 946,432 SH   DFND 1 946,432 0 0
HURCO COMPANIES INC COM 447324104 866 30,738 SH   DFND 1 30,738 0 0
HURCO COMPANIES INC COM 447324104 0 33 SH   DFND 1 2 33 0 0
HURON CONSULTING GROUP INC COM 447462102 9,425 133,085 SH   DFND 1 133,085 0 0
HUTCHINSON TECHNOLOGY INC COM COM 448407106 317 127,124 SH   DFND 1 127,124 0 0
HWAY 1 1/2 07/01/18 NOTE 1.500% 7/0 422245AB6 6,022 5,500,000 PRN   DFND 1 2 5,500,000 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 17,941 294,216 SH   DFND 1 294,216 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 8 142 SH   DFND 1 2 142 0 0
HYPERDYNAMICS CORP COM NEW 448954206 326 100,472 SH   DFND 1 100,472 0 0
HYPERION THERAPEUTICS INC COM 44915N101 172 6,619 SH   DFND 1 2 6,619 0 0
HYPERION THERAPEUTICS INC COM 44915N101 986 37,784 SH   DFND 1 37,784 0 0
HYSTER-YALE MATERIALS CL A 449172105 443 5,013 SH   DFND 1 2 5,013 0 0
HYSTER-YALE MATERIALS CL A 449172105 8,494 95,940 SH   DFND 1 95,940 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 27,779 401,268 SH   DFND 1 401,118 0 150
IAO KUN GROUP HOLDING CO LTD ORD USD SHS G47204105 34 11,124 SH   DFND 1 11,124 0 0
IBERIABANK CORP COM COM 450828108 12,145 175,537 SH   DFND 1 175,537 0 0
IBIO INC COM 451033104 60 142,667 SH   DFND 1 142,667 0 0
ICAD INC COM NEW 44934S206 352 55,059 SH   DFND 1 55,059 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 2,153 21,596 SH   DFND 1 21,596 0 0
ICF INTERNATIONAL INC COM 44925C103 4,105 116,113 SH   DFND 1 116,113 0 0
ICG GROUP INC COM 44928D108 4,486 214,873 SH   DFND 1 214,873 0 0
ICON PLC SHS G4705A100 742 15,767 SH   DFND 1 2 15,767 0 0
ICON PLC SHS G4705A100 539 11,448 SH   DFND 1 11,448 0 0
ICONIX BRAND GROUP INC COM 451055107 11,618 270,572 SH   DFND 1 270,572 0 0
ICU MED INC COM COM 44930G107 4,836 79,533 SH   DFND 1 79,533 0 0
ID SYSTEMS INC COM 449489103 225 41,538 SH   DFND 1 41,538 0 0
IDACORP INC COM COM 451107106 16,218 280,453 SH   DFND 1 280,453 0 0
IDEAL POWER INC COM 451622104 96 10,507 SH   DFND 1 10,507 0 0
IDENIX PHARMACEUTICALS INC COM COM 45166R204 15,476 642,163 SH   DFND 1 641,803 0 360
IDENTIVE GROUP INC COM NEW 45170X205 344 31,097 SH   DFND 1 31,097 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,083 373,463 SH   DFND 1 373,463 0 0
IDEX CORP COM COM 45167R104 33,199 411,195 SH   DFND 1 411,195 0 0
IDEXX LABS INC COM COM 45168D104 37,785 282,892 SH   DFND 1 282,892 0 0
IDT CORP CL B CL B NEW 448947507 0 45 SH   DFND 1 2 45 0 0
IDT CORP CL B CL B NEW 448947507 2,445 140,382 SH   DFND 1 140,382 0 0
IEC ELECTRS CORP NEW COM COM 44949L105 79 18,187 SH   DFND 1 18,187 0 0
IF BANCORP INC COM 44951J105 242 14,709 SH   DFND 1 14,709 0 0
IGATE CAPITAL CORP COM COM 45169U105 8,372 230,084 SH   DFND 1 230,084 0 0
IGI LABORATORIES INC COM 449575109 558 105,217 SH   DFND 1 105,217 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 452 31,098 SH   DFND 1 31,098 0 0
IGNYTA INC COM 451731103 228 25,158 SH   DFND 1 25,158 0 0
IHS INC-CLASS A CL A 451734107 42,508 313,404 SH   DFND 1 313,256 0 148
II VI INC COM COM 902104108 4,402 304,489 SH   DFND 1 304,489 0 0
IKANG HEALTHCARE GROUP - ADR SPONSORED ADR 45174L108 194 11,190 SH   DFND 1 11,190 0 0
IKANOS COMMUNICATIONS INC COM 45173E105 147 347,058 SH   DFND 1 347,058 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 233,142 2,664,335 SH   DFND 1 2,662,785 0 1,550
ILLUMINA INC COM COM 452327109 0 2 SH   DFND 1 2 2 0 0
ILLUMINA INC COM COM 452327109 119,791 671,103 SH   DFND 1 670,548 0 555
IMATION CORP COM COM 45245A107 439 127,743 SH   DFND 1 127,743 0 0
IMMERSION CORP COM COM 452521107 2,380 187,168 SH   DFND 1 187,168 0 0
IMMUNOGEN INC COM COM 45253H101 5,712 482,071 SH   DFND 1 482,071 0 0
IMMUNOMEDICS INC COM COM 452907108 1,662 455,479 SH   DFND 1 455,479 0 0
IMPAC MTG HLDGS INC COM COM NEW 45254P508 123 25,695 SH   DFND 1 25,695 0 0
IMPAX LABORATORIES INC COM 45256B101 11,680 389,480 SH   DFND 1 389,480 0 0
IMPERIAL HOLDINGS INC COM 452834104 566 83,120 SH   DFND 1 83,120 0 0
IMPERIAL OIL LTD COM NEW 2454241 3,417 64,863 SH   DFND 1 63,641 0 1,222
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IMRIS INC COM 45322N105 12 10,782 SH   DFND 1 10,782 0 0
IMS HEALTH HOLDINGS INC COM 44970B109 8,838 344,162 SH   DFND 1 344,162 0 0
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INCYTE INC COM 45337C102 43,372 768,470 SH   DFND 1 768,182 0 288
INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 491 34,784 SH   DFND 1 34,784 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 383 40,535 SH   DFND 1 40,535 0 0
INDEPENDENT BANK CORP MASS COM COM 453836108 5,585 145,526 SH   DFND 1 145,526 0 0
INDEPENDENT BANK CORP MICH COM COM NEW 453838609 1,495 116,190 SH   DFND 1 116,190 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 1 21 SH   DFND 1 2 21 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 2,015 36,206 SH   DFND 1 36,206 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 78 15,796 SH   DFND 1 15,796 0 0
INFINERA CORP -REDH COM 45667G103 6,127 666,058 SH   DFND 1 666,058 0 0
INFINITY PHARMACEUTICALS INC COM COM 45665G303 2,993 234,971 SH   DFND 1 234,971 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 4,367 64,958 SH   DFND 1 64,958 0 0
INFOBLOX INC COM 45672H104 3,407 259,128 SH   DFND 1 258,589 0 539
INFORMATICA CORP COM COM 45666Q102 20,130 564,669 SH   DFND 1 564,569 0 100
INFORMATION SERVICES GROUP COM 45675Y104 638 132,675 SH   DFND 1 132,675 0 0
INFOSONICS CORP COM 456784107 99 41,938 SH   DFND 1 41,938 0 0
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 610 43,566 SH   DFND 1 39,347 0 4,219
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 116,524 1,865,238 SH   DFND 1 1,864,159 0 1,079
INGLES MKTS INC CL A CL A 457030104 1,900 72,125 SH   DFND 1 72,125 0 0
INGRAM MICRO INC CL A CL A 457153104 24,047 823,247 SH   DFND 1 823,247 0 0
INGRAM MICRO INC CL A CL A 457153104 0 21 SH   DFND 1 2 21 0 0
INGREDION INC COM 457187102 28,780 383,537 SH   DFND 1 383,337 0 200
INLAND REAL ESTATE CORPORATION COM NEW 457461200 6,049 569,077 SH   DFND 1 569,077 0 0
INNERWORKINGS INC -REDH COM 45773Y105 1,646 193,696 SH   DFND 1 193,696 0 0
INNODATA ISOGEN CORP COM NEW 457642205 243 75,619 SH   DFND 1 75,619 0 0
INNOPHOS HOLDINGS INC -REDH COM 45774N108 7,496 130,211 SH   DFND 1 130,211 0 0
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INOGEN INC COM 45780L104 407 18,058 SH   DFND 1 18,058 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,252 300,888 SH   DFND 1 300,888 0 0
INPHI CORP COM 45772F107 1,843 125,552 SH   DFND 1 125,552 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 6,785 220,727 SH   DFND 1 220,727 0 0
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INSMED INC COM NEW COM PAR $.01 457669307 3,506 175,495 SH   DFND 1 175,495 0 0
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INSPIREMD INC COM NEW 45779A309 212 71,907 SH   DFND 1 71,907 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 829 67,734 SH   DFND 1 67,734 0 0
INSTEEL INDUSTRIES INC COM COM 45774W108 1,920 97,730 SH   DFND 1 97,730 0 0
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INSULET CORP -REDH COM 45784P101 11,969 301,734 SH   DFND 1 301,734 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 157 5,046 SH   DFND 1 2 5,046 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 1,273 40,779 SH   DFND 1 40,620 0 159
INTEGRA LIFESCIENCES HLDGS COM NEW COM NEW 457985208 6,354 135,032 SH   DFND 1 135,032 0 0
INTEGRATED DEVICE TECHNOLOG COM COM 458118106 15,777 1,020,506 SH   DFND 1 1,020,506 0 0
INTEGRATED ELECTRICAL SVC COM COM 45811E301 313 47,860 SH   DFND 1 47,860 0 0
INTEGRATED SILICON SOLUTION COM COM 45812P107 2,409 163,121 SH   DFND 1 163,121 0 0
INTEGRATED SILICON SOLUTION COM COM 45812P107 28 1,956 SH   DFND 1 2 1,956 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 355 5,000 SH   DFND 1 2 5,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 42,265 594,568 SH   DFND 1 594,108 0 460
INTEL CORP COM COM 458140100 27 900 SH   DFND 1 2 900 0 0
INTEL CORP COM COM 458140100 1,198,867 38,819,999 SH   DFND 1 38,801,335 0 18,664
INTELIQUENT INC COM 45825N107 1,249 90,089 SH   DFND 1 2 90,089 0 0
INTELIQUENT INC COM 45825N107 5,351 385,797 SH   DFND 1 385,797 0 0
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INTELSAT SA COM L5140P101 2,223 118,031 SH   DFND 1 118,031 0 0
INTER PARFUMS INC COM COM 458334109 2,958 100,116 SH   DFND 1 100,116 0 0
INTERACTIVE BROKERS GRP COM 45841N107 5,807 249,358 SH   DFND 1 249,358 0 0
INTERACTIVE INTELLIGENCE IN GROUP COM 45841V109 4,782 85,204 SH   DFND 1 85,204 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 14,557 61,518 SH   DFND 1 61,483 0 35
INTERCHANGE CORP COM 53954W104 162 78,225 SH   DFND 1 78,225 0 0
INTERCLOUD SYSTEMS INC COM NEW 458488202 80 12,203 SH   DFND 1 12,203 0 0
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 157,905 836,429 SH   DFND 1 836,237 0 192
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 38 206 SH   DFND 1 2 206 0 0
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NEW 12 45857P400 25 610 SH   DFND 1 2 610 0 0
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NEW 12 45857P400 587 14,153 SH   DFND 1 9,669 0 4,484
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INTERFACE INC CL A COM 458665304 6,097 323,622 SH   DFND 1 323,622 0 0
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INTERMUNE INC COM COM 45884X103 25,419 575,762 SH   DFND 1 575,655 0 107
INTERNAP NETWORK SVCS CORP COM COM PAR $.001 45885A300 25 3,600 SH   DFND 1 2 3,600 0 0
INTERNAP NETWORK SVCS CORP COM COM PAR $.001 45885A300 2,139 303,490 SH   DFND 1 303,490 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 9,520 352,601 SH   DFND 1 352,601 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,261,194 6,961,739 SH   DFND 1 6,958,125 0 3,614
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 358 1,975 SH   DFND 1 2 1,975 0 0
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 66,186 635,049 SH   DFND 1 634,667 0 382
INTERNATIONAL GAME TECHNOLO COM COM 459902102 795 50,000 SH   DFND 1 2 50,000 0 0
INTERNATIONAL GAME TECHNOLO COM COM 459902102 19,897 1,250,620 SH   DFND 1 1,250,620 0 0
INTERNATIONAL RECTIFIER COR COM COM 460254105 0 21 SH   DFND 1 2 21 0 0
INTERNATIONAL RECTIFIER COR COM COM 460254105 11,981 429,452 SH   DFND 1 429,452 0 0
INTERNATIONAL SHIPHOLDING C COM NEW COM NEW 460321201 850 37,086 SH   DFND 1 36,709 0 377
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INTERPHASE CORP COM COM 460593106 97 22,543 SH   DFND 1 22,543 0 0
INTERPUBLIC GROUP COS INC COM COM 460690100 59,564 3,054,883 SH   DFND 1 3,053,408 0 1,475
INTERSECTIONS INC COM 460981301 69 14,144 SH   DFND 1 2 14,144 0 0
INTERSECTIONS INC COM 460981301 289 58,908 SH   DFND 1 58,908 0 0
INTERSIL CORP CL A CL A 46069S109 11,445 765,572 SH   DFND 1 764,653 0 919
INTERVAL LEISURE GROUP COM 46113M108 140 6,382 SH   DFND 1 2 6,382 0 0
INTERVAL LEISURE GROUP COM 46113M108 5,175 235,891 SH   DFND 1 235,831 0 60
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INTERXON CORP COM 46122T102 1,916 76,278 SH   DFND 1 76,278 0 0
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INTEVAC INC COM COM 461148108 918 114,686 SH   DFND 1 114,686 0 0
INTL FCSTONE INC COM 46116V105 56 2,814 SH   DFND 1 2 2,814 0 0
INTL FCSTONE INC COM 46116V105 1,604 80,546 SH   DFND 1 80,546 0 0
INTL PAPER CO COM COM 460146103 160,219 3,176,426 SH   DFND 1 3,174,902 0 1,524
INTL PAPER CO COM COM 460146103 5 100 SH   DFND 1 2 100 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 1,284 76,206 SH   DFND 1 76,206 0 0
INTRALINKS HOLDINGS INC COM 46118H104 1,739 195,638 SH   DFND 1 195,638 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 983 85,779 SH   DFND 1 85,779 0 0
INTREPID POTASH INC COM 46121Y102 5,403 322,434 SH   DFND 1 322,434 0 0
INTUIT COM COM 461202103 167,982 2,087,200 SH   DFND 1 2,086,229 0 971
INTUITIVE SURGICAL INC COM COM NEW 46120E602 115,664 281,041 SH   DFND 1 280,966 0 75
INUVO INC. COM NEW 46122W204 41 47,147 SH   DFND 1 47,147 0 0
INVACARE CORP COM COM 461203101 2,740 149,188 SH   DFND 1 149,188 0 0
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INVESCO MORTGAGE CAPITAL COM 46131B100 10,918 628,926 SH   DFND 1 625,784 0 3,142
INVESCO PLC SHS G491BT108 119,773 3,174,725 SH   DFND 1 3,172,976 0 1,749
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 6,395 378,851 SH   DFND 1 378,851 0 0
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 17 1,008 SH   DFND 1 2 1,008 0 0
INVESTORS BANCORP INC COM 46146L101 21,294 1,927,068 SH   DFND 1 1,927,068 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 5,845 634,711 SH   DFND 1 634,711 0 0
INVESTORS TITLE CO COM COM 461804106 343 5,099 SH   DFND 1 5,099 0 0
ION GEOPHYSICAL CORP COM COM 462044108 2,959 701,243 SH   DFND 1 701,243 0 0
IPASS INC COM 46261V108 265 220,981 SH   DFND 1 220,981 0 0
IPC THE HOSPITALIST CO-REDH COM 44984A105 4,389 99,261 SH   DFND 1 99,261 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 12,726 184,983 SH   DFND 1 184,983 0 0
IRC 5 11/15/29 NOTE 5.000%11/1 457461AC5 3,341 3,000,000 PRN   DFND 1 2 3,000,000 0 0
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 14,084 42,200 PRN   DFND 1 2 42,200 0 0
IRIDEX CORP COM COM 462684101 159 19,221 SH   DFND 1 19,221 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,857 455,927 SH   DFND 1 455,927 0 0
IROBOT CORP COM 462726100 6,700 163,638 SH   DFND 1 163,638 0 0
IRON MTN INC PA COM COM 462846106 43,524 1,228,511 SH   DFND 1 1,227,533 0 978
IRON MTN INC PA COM COM 462846106 865 24,419 SH   DFND 1 2 24,419 0 0
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 10,600 691,472 SH   DFND 1 691,472 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 3,011 58,240 PRN   DFND 1 58,240 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY INDEX FUND EAFE MIN VOL ETF 46429B689 10,723 164,018 PRN   DFND 1 164,018 0 0
ISHARES MSCI USA MIN VOLATILITY USA MIN VOL ETF 46429B697 4,654 125,057 PRN   DFND 1 125,057 0 0
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 660 6,002 PRN   DFND 1 6,002 0 0
ISIS PHARMACEUTICALS INC COM COM 464330109 0 4 SH   DFND 1 2 4 0 0
ISIS PHARMACEUTICALS INC COM COM 464330109 23,489 681,830 SH   DFND 1 681,630 0 200
ISLE OF CAPRI CASINOS INC COM COM 464592104 1 130 SH   DFND 1 2 130 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 1,009 117,892 SH   DFND 1 117,892 0 0
ISORAY INC COM 46489V104 760 243,771 SH   DFND 1 243,771 0 0
ISRAMCO INC COM NEW 465141406 480 3,779 SH   DFND 1 3,779 0 0
ISTAR FINANCIAL INC COM 45031U101 6,931 462,745 SH   DFND 1 462,745 0 0
ITC HOLDINGS CORP COM 465685105 28,763 788,478 SH   DFND 1 788,478 0 0
ITERIS INC COM 46564T107 90 53,480 SH   DFND 1 53,480 0 0
ITRON INC COM COM 465741106 9,264 228,466 SH   DFND 1 228,466 0 0
ITT EDUCATIONAL SERVICES IN COM COM 45068B109 1,682 100,831 SH   DFND 1 100,731 0 100
ITT EDUCATIONAL SERVICES IN COM COM 45068B109 224 13,425 SH   DFND 1 2 13,425 0 0
ITT INDS INC IND COM COM NEW 450911201 22,469 467,147 SH   DFND 1 467,147 0 0
IVANHOE ENERGY INC COM NEW 465790301 6 17,161 SH   DFND 1 17,161 0 0
IXIA COM COM 45071R109 3,943 345,007 SH   DFND 1 345,007 0 0
IXYS CORP COM COM 46600W106 1,791 145,424 SH   DFND 1 145,424 0 0
J & J SNACK FOODS CORP COM COM 466032109 8,257 87,737 SH   DFND 1 87,737 0 0
J2 GLOBAL INC COM 48123V102 2 43 SH   DFND 1 2 43 0 0
J2 GLOBAL INC COM 48123V102 14,186 278,929 SH   DFND 1 278,729 0 200
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 38 3,591 SH   DFND 1 2 3,591 0 0
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 78 7,202 SH   DFND 1 7,202 0 0
JABIL CIRCUIT INC COM COM 466313103 109 5,243 SH   DFND 1 2 5,243 0 0
JABIL CIRCUIT INC COM COM 466313103 28,767 1,377,027 SH   DFND 1 1,376,727 0 300
JACK IN THE BOX INC COM COM 466367109 16,705 279,169 SH   DFND 1 279,169 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 52,381 983,714 SH   DFND 1 983,275 0 439
JACOBS ENGR GROUP INC DEL COM COM 469814107 27 509 SH   DFND 1 2 509 0 0
JAKKS PAC INC COM COM 47012E106 873 112,811 SH   DFND 1 112,811 0 0
JAMBA INC COM NEW 47023A309 1,006 83,183 SH   DFND 1 83,183 0 0
JANUS CAPITAL GROUP INC COM 47102X105 10,204 817,702 SH   DFND 1 817,302 0 400
JANUS CAPITAL GROUP INC COM 47102X105 148 11,888 SH   DFND 1 2 11,888 0 0
JARDEN CORP COM COM 471109108 35,750 602,366 SH   DFND 1 602,366 0 0
JAVELIN MORTGAGE INVESTMENT CORP COM 47200B104 843 59,792 SH   DFND 1 59,792 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 40,822 277,684 SH   DFND 1 277,501 0 183
JBLU6 3/4 10/15/39 DBCV 6.750%10/1 477143AF8 12,016 5,392,000 PRN   DFND 1 2 5,392,000 0 0
JD.COM INC - ADR SPON ADR CL A 47215P106 469 16,466 SH   DFND 1 16,466 0 0
JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 15,591 1,250,306 SH   DFND 1 1,249,662 0 644
JETBLUE AIRWAYS CORP COM 477143101 1 163 SH   DFND 1 2 163 0 0
JETBLUE AIRWAYS CORP COM 477143101 14,086 1,298,262 SH   DFND 1 1,298,262 0 0
JGWPT HOLDINGS INC-A CL A 46617M109 611 54,328 SH   DFND 1 54,328 0 0
JIVE SOFTWARE INC COM 47760A108 1,747 205,395 SH   DFND 1 205,395 0 0
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JOHN B. SANFILIPPO & SON COM 800422107 984 37,207 SH   DFND 1 37,207 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 4,452 143,670 SH   DFND 1 143,606 0 64
JOHNSON & JOHNSON COM COM 478160104 2,242,425 21,446,327 SH   DFND 1 21,436,180 0 10,147
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JONES ENERGY INC COM CL A 48019R108 1,354 66,068 SH   DFND 1 66,068 0 0
JONES LANG LASALLE INC COM COM 48020Q107 28,770 227,633 SH   DFND 1 227,633 0 0
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JOY GLOBAL INC COM COM 481165108 45,370 737,216 SH   DFND 1 736,690 0 526
JP MORGAN CHASE & CO COM 46625H100 50 877 SH   DFND 1 2 877 0 0
JP MORGAN CHASE & CO COM 46625H100 1,654,323 28,727,432 SH   DFND 1 28,714,517 0 12,915
JTH HOLDING INC CLASS A CL A 46637N103 568 17,080 SH   DFND 1 17,080 0 0
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K12 INC COM 48273U102 156 6,493 SH   DFND 1 2 6,493 0 0
K12 INC COM 48273U102 4,538 188,556 SH   DFND 1 188,556 0 0
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KADANT INC COM COM 48282T104 3,983 103,609 SH   DFND 1 103,609 0 0
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KALOBIOS PHARMACEUTICALS INC COM 48344T100 174 76,360 SH   DFND 1 76,360 0 0
KAMAN CORP COM 483548103 6,223 145,657 SH   DFND 1 145,657 0 0
KANSAS CITY LIFE INS CO COM COM 484836101 970 21,344 SH   DFND 1 21,344 0 0
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KATE SPADE & CO COM 485865109 23,309 611,164 SH   DFND 1 610,964 0 200
KB HOME COM COM 48666K109 8,524 456,369 SH   DFND 1 456,369 0 0
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KELLOGG CO COM COM 487836108 247 3,769 SH   DFND 1 2 3,769 0 0
KELLOGG CO COM COM 487836108 117,858 1,795,025 SH   DFND 1 1,794,024 0 1,001
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KEMET CORP COM COM NEW 488360207 1,180 205,358 SH   DFND 1 205,358 0 0
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KENNEDY-WILSON HOLDINGS INC COM 489398107 9,890 368,780 SH   DFND 1 368,780 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 7,967 518,057 SH   DFND 1 518,057 0 0
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KEYCORP NEW COM COM 493267108 100,294 7,002,680 SH   DFND 1 6,999,305 0 3,375
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KFORCE INC COM COM 493732101 3,386 156,441 SH   DFND 1 156,441 0 0
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KITE REALTY GROUP TRUST COM 49803T102 5,274 859,099 SH   DFND 1 859,099 0 0
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LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 183 20,038 SH   DFND 1 20,038 0 0
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LAYNE CHRISTENSEN COMPANY COM 521050104 1,518 114,183 SH   DFND 1 114,183 0 0
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LEXICON GENETICS INC COM COM 528872104 2,773 1,722,394 SH   DFND 1 1,722,394 0 0
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LINN CO LLC COMSHS LTD INT 535782106 738 23,597 SH   DFND 1 23,597 0 0
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LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 1,921 323,423 SH   DFND 1 323,423 0 0
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MOVADO GROUP INC COM COM 624580106 5,082 121,960 SH   DFND 1 121,960 0 0
MOVADO GROUP INC COM COM 624580106 0 11 SH   DFND 1 2 11 0 0
MOVE INC COM COM NEW 62458M207 3,026 204,599 SH   DFND 1 204,599 0 0
MRC GLOBAL COM 55345K103 14,358 507,555 SH   DFND 1 507,555 0 0
MSC INDL DIRECT INC CL A CL A 553530106 22,066 230,723 SH   DFND 1 230,723 0 0
MSCI INC-A COM 55354G100 28,069 612,213 SH   DFND 1 612,213 0 0
MTR GAMING GROUP INC COM COM 553769100 361 67,504 SH   DFND 1 67,504 0 0
MTS SYS CORP COM COM 553777103 5,792 85,484 SH   DFND 1 85,484 0 0
MU 3 1/8 05/01/32 NOTE 3.125% 5/0 595112AX1 42,093 12,500,000 PRN   DFND 1 2 12,500,000 0 0
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MUELLER WATER PRODUCTS INC-A COM SER A 624758108 9,543 1,104,529 SH   DFND 1 1,104,364 0 165
MULTI-COLOR CORP COM 625383104 2,620 65,498 SH   DFND 1 65,498 0 0
MULTI-FINELINE ELECTRONIX IN COM 62541B101 519 47,021 SH   DFND 1 47,021 0 0
MULTIMEDIA GAMES INC COM COM 625453105 0 30 SH   DFND 1 2 30 0 0
MULTIMEDIA GAMES INC COM COM 625453105 7,456 251,569 SH   DFND 1 251,569 0 0
MURPHY OIL CORP COM COM 626717102 83,312 1,253,925 SH   DFND 1 1,253,163 0 762
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MURPHY USA INC COM 626755102 10,771 220,315 SH   DFND 1 220,315 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 10,429 73,450 SH   DFND 1 73,450 0 0
MYERS INDS INC COM COM 628464109 4,210 209,570 SH   DFND 1 209,570 0 0
MYL 3 3/4 09/15/15 NOTE 3.750% 9/1 628530AJ6 11,633 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MYLAN LABS INC COM COM 628530107 41 805 SH   DFND 1 2 805 0 0
MYLAN LABS INC COM COM 628530107 140,785 2,732,153 SH   DFND 1 2,731,552 0 601
MYR GROUP INC/DELAWARE COM 55405W104 3,291 129,943 SH   DFND 1 129,943 0 0
MYR GROUP INC/DELAWARE COM 55405W104 0 31 SH   DFND 1 2 31 0 0
MYRIAD GENETICS INC COM COM 62855J104 14,961 384,405 SH   DFND 1 384,305 0 100
N T T DOCOMO INC-ADR SPONS ADR 62942M201 602 35,231 SH   DFND 1 29,783 0 5,448
NABORS INDS INC COM SHS G6359F103 232 7,905 SH   DFND 1 2 7,905 0 0
NABORS INDS INC COM SHS G6359F103 57,490 1,958,615 SH   DFND 1 1,958,186 0 429
NACCO INDS INC CL A CL A 629579103 1,526 30,170 SH   DFND 1 30,170 0 0
NAM TAI PROPERTY INC SHS G63907102 213 28,275 SH   DFND 1 2 28,275 0 0
NANOMETRICS INC COM COM 630077105 2,338 128,138 SH   DFND 1 128,138 0 0
NANOSPHERE INC COM 63009F105 407 257,931 SH   DFND 1 257,931 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 797 53,372 SH   DFND 1 53,372 0 0
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NAPCO SECURITY SYSTEMS INC COM 630402105 148 27,404 SH   DFND 1 27,404 0 0
NASB FINL INC COM COM 628968109 225 9,517 SH   DFND 1 9,517 0 0
NASDAQ OMX GROUP COM 631103108 34,763 900,643 SH   DFND 1 900,421 0 222
NATHAN'S FAMOUS INC COM 632347100 610 11,257 SH   DFND 1 11,257 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 96 31,482 SH   DFND 1 31,482 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,700 336,057 SH   DFND 1 336,057 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 1,010 32,715 SH   DFND 1 32,715 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 1,398 73,918 SH   DFND 1 73,918 0 0
NATIONAL CINEMEDIA INC COM 635309107 5,967 340,779 SH   DFND 1 337,878 0 2,901
NATIONAL FUEL GAS CO N J COM COM 636180101 33,800 431,676 SH   DFND 1 431,676 0 0
NATIONAL GENERAL HLDGS COM 636220303 5,144 295,648 SH   DFND 1 295,648 0 0
NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 930 12,514 SH   DFND 1 8,686 0 3,828
NATIONAL HEALTH INVS INC COM COM 63633D104 11,977 191,451 SH   DFND 1 191,451 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 3,430 60,938 SH   DFND 1 60,938 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 733 13,028 SH   DFND 1 2 13,028 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 5,576 351,819 SH   DFND 1 351,819 0 0
NATIONAL INSTRS CORP COM COM 636518102 16,771 517,801 SH   DFND 1 516,191 0 1,610
NATIONAL INTERSTATE CORP COM 63654U100 2,444 87,238 SH   DFND 1 87,238 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 265,189 3,222,140 SH   DFND 1 3,220,324 0 1,816
NATIONAL PENN BANCSHARES IN COM COM 637138108 6,000 567,183 SH   DFND 1 567,183 0 0
NATIONAL PRESTO INDS INC COM COM 637215104 2,153 29,559 SH   DFND 1 29,559 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 22,798 613,039 SH   DFND 1 612,537 0 502
NATIONAL WESTN LIFE INS CO CL A CL A 638522102 3,102 12,438 SH   DFND 1 12,438 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 3,989 109,901 SH   DFND 1 109,901 0 0
NATL RESEARCH CO CLASS A CL A 637372202 534 38,200 SH   DFND 1 38,200 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 108 20,104 SH   DFND 1 20,104 0 0
NATURAL GAS SERVICES GROUP INC COM 63886Q109 2,407 72,824 SH   DFND 1 72,824 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,092 51,016 SH   DFND 1 51,016 0 0
NATURES SUNSHINE PRODS INC COM 639027101 811 47,847 SH   DFND 1 47,847 0 0
NATUS MEDICAL INC COM 639050103 6,597 262,449 SH   DFND 1 262,449 0 0
NAUTILUS INC COM 63910B102 1,652 148,979 SH   DFND 1 148,979 0 0
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 991 670,229 SH   DFND 1 670,229 0 0
NAVIENT CORP COM 63938C108 58,764 3,319,977 SH   DFND 1 3,317,802 0 2,175
NAVIGANT CONSULTING INC COM COM 63935N107 49 2,848 SH   DFND 1 2 2,848 0 0
NAVIGANT CONSULTING INC COM COM 63935N107 4,858 278,406 SH   DFND 1 278,406 0 0
NAVIGATORS GROUP INC COM COM 638904102 4 62 SH   DFND 1 2 62 0 0
NAVIGATORS GROUP INC COM COM 638904102 5,072 75,653 SH   DFND 1 75,653 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 219 59,034 SH   DFND 1 59,034 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 573 56,630 SH   DFND 1 56,630 0 0
NAVISTAR INTL CORP NEW COM COM 63934E108 12,879 343,646 SH   DFND 1 343,646 0 0
NBT BANCORP INC COM COM 628778102 6,860 285,621 SH   DFND 1 285,621 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 3,180 163,715 SH   DFND 1 163,715 0 0
NCI INC-CLASS A CL A 62886K104 102 11,560 SH   DFND 1 2 11,560 0 0
NCI INC-CLASS A CL A 62886K104 540 60,899 SH   DFND 1 60,899 0 0
NCR CORP NEW COM COM 62886E108 30,612 872,400 SH   DFND 1 872,366 0 34
NEENAH PAPER INC COM 640079109 4,796 90,244 SH   DFND 1 90,244 0 0
NEKTAR THERAPEUTICS COM 640268108 9,330 727,825 SH   DFND 1 727,625 0 200
NELNET INC-CL A CL A 64031N108 7,792 188,098 SH   DFND 1 188,098 0 0
NEOGEN CORP COM COM 640491106 8,414 207,919 SH   DFND 1 207,919 0 0
NEOGENOMICS COM NEW 64049M209 537 161,838 SH   DFND 1 161,838 0 0
NEONODE INC COM NEW 64051M402 452 144,589 SH   DFND 1 144,589 0 0
NEOPHOTONICS CORP COM 64051T100 357 86,035 SH   DFND 1 86,035 0 0
NEOSTEM INC COM PAR $.001 640650404 794 121,931 SH   DFND 1 121,931 0 0
NETAPP INC COM 64110D104 212 5,829 SH   DFND 1 2 5,829 0 0
NETAPP INC COM 64110D104 98,215 2,690,821 SH   DFND 1 2,689,453 0 1,368
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 1,084 13,843 SH   DFND 1 13,843 0 0
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 401 5,122 SH   DFND 1 2 5,122 0 0
NETFLIX COM INC COM COM 64110L106 9 22 SH   DFND 1 2 22 0 0
NETFLIX COM INC COM COM 64110L106 192,894 438,057 SH   DFND 1 437,866 0 191
NETGEAR INC COM 64111Q104 7,137 205,282 SH   DFND 1 205,282 0 0
NETLIST INC COM 64118P109 285 221,324 SH   DFND 1 221,324 0 0
NETSCOUT SYS INC COM COM 64115T104 11,349 255,971 SH   DFND 1 255,971 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 139 36,053 SH   DFND 1 36,053 0 0
NETSUITE INC-REDH COM 64118Q107 13,384 154,086 SH   DFND 1 153,929 0 157
NEUBERGER BERMAN RE SEC FD COM 64190A103 336 67,266 PRN   DFND 1 2 67,266 0 0
NEURALSTEM INC COM 64127R302 1,831 434,041 SH   DFND 1 434,041 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 6,145 414,096 SH   DFND 1 413,996 0 100
NEUSTAR INC-CLASS A CL A 64126X201 8,410 323,228 SH   DFND 1 323,228 0 0
NEUSTAR INC-CLASS A CL A 64126X201 429 16,489 SH   DFND 1 2 16,489 0 0
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 313 20,575 SH   DFND 1 20,575 0 0
NEW JERSEY RES COM COM 646025106 14,455 252,899 SH   DFND 1 252,899 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,971 139,717 SH   DFND 1 139,717 0 0
NEW RESIDENTIAL INVESTMENT COM 64828T102 9,342 1,483,002 SH   DFND 1 1,471,811 0 11,191
NEW YORK & CO COM 649295102 521 141,286 SH   DFND 1 141,286 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 36,650 2,294,000 SH   DFND 1 2,288,764 0 5,236
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 3,361 430,417 SH   DFND 1 423,224 0 7,193
NEW YORK REIT INC COM 64976L109 9,693 876,490 SH   DFND 1 876,490 0 0
NEW YORK TIMES CO CL A CL A 650111107 10,618 698,129 SH   DFND 1 697,829 0 300
NEWBRIDGE BANCORP CL A NO PAR 65080T102 808 100,321 SH   DFND 1 100,321 0 0
NEWCASTLE INVESTMENT CORP COM 65105M108 7,581 1,582,849 SH   DFND 1 1,582,849 0 0
NEWELL RUBBERMAID INC COM COM 651229106 62,100 2,005,106 SH   DFND 1 2,004,048 0 1,058
NEWFIELD EXPL CO COM COM 651290108 44,196 1,000,344 SH   DFND 1 1,000,344 0 0
NEWFIELD EXPL CO COM COM 651290108 250 5,672 SH   DFND 1 2 5,672 0 0
NEWLINK GENETICS CORP COM 651511107 2,624 98,843 SH   DFND 1 98,696 0 147
NEWMARKET CORP COM COM 651587107 23,232 59,249 SH   DFND 1 59,249 0 0
NEWMONT MINING CORP COM COM 651639106 93,438 3,675,100 SH   DFND 1 3,673,207 0 1,893
NEWMONT MINING CORP COM COM 651639106 127 5,000 SH   DFND 1 2 5,000 0 0
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 5,787 464,471 SH   DFND 1 464,471 0 0
NEWPORT CORP COM COM 651824104 4,262 230,418 SH   DFND 1 230,418 0 0
NEWS CORP CLASS A CL A 65249B109 69,069 3,852,110 SH   DFND 1 3,850,791 0 1,319
NEWS CORP CLASS B CL B 65249B208 707 40,551 SH   DFND 1 40,551 0 0
NEWSTAR FINANCIAL INC COM 65251F105 1,911 135,937 SH   DFND 1 135,937 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 8,295 160,725 SH   DFND 1 160,259 0 466
NEXTERA ENERGY INC COM 65339F101 324,198 3,165,422 SH   DFND 1 3,163,906 0 1,516
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 682 16,718 SH   DFND 1 16,669 0 49
NICKOLAS FINANCIAL INC COM NEW 65373J209 1,188 82,750 SH   DFND 1 82,750 0 0
NIDEC CORP-ADR SPONSORED ADR 654090109 172 11,179 SH   DFND 1 10,221 0 958
NIELSEN HLDGS N.V. COM N63218106 105,129 2,172,969 SH   DFND 1 2,172,481 0 488
NII HOLDINGS INC-CL B CL B NEW 62913F201 431 783,672 SH   DFND 1 783,672 0 0
NIKE INC CL B CL B 654106103 102 1,319 SH   DFND 1 2 1,319 0 0
NIKE INC CL B CL B 654106103 418,669 5,401,887 SH   DFND 1 5,399,160 0 2,727
NIMBLE STORAGE INC COM 65440R101 1,303 42,420 SH   DFND 1 42,276 0 144
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 368 11,815 SH   DFND 1 9,939 0 1,876
NISOURCE INC COM COM 65473P105 90,993 2,314,364 SH   DFND 1 2,313,271 0 1,093
NL INDS INC COM NEW COM NEW 629156407 290 31,248 SH   DFND 1 31,248 0 0
NLY 5 05/15/15 NOTE 5.000% 5/1 035710AB8 8,180 8,000,000 PRN   DFND 1 2 8,000,000 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 699 66,635 SH   DFND 1 66,635 0 0
NN INC COM COM 629337106 2,454 95,938 SH   DFND 1 95,938 0 0
NOBLE CORP PLC SHS USD G65431101 129 3,857 SH   DFND 1 2 3,857 0 0
NOBLE CORP PLC SHS USD G65431101 57,786 1,722,979 SH   DFND 1 1,722,431 0 548
NOBLE ENERGY INC COM 655044105 198,988 2,570,495 SH   DFND 1 2,569,285 0 1,210
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 230 30,516 SH   DFND 1 29,026 0 1,490
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 314 44,680 SH   DFND 1 34,130 0 10,550
NOODLES & COMPANY CL A 65540B105 2,354 68,468 SH   DFND 1 68,468 0 0
NORANDA ALUMINIUM HOLDING COM 65542W107 1,179 334,092 SH   DFND 1 334,092 0 0
NORCRAFT COS INC COM 65557Y105 531 37,132 SH   DFND 1 37,132 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 635 66,694 SH   DFND 1 62,708 0 3,986
NORDSON CORP COM COM 655663102 24,897 310,486 SH   DFND 1 310,486 0 0
NORDSTROM INC COM COM 655664100 0 8 SH   DFND 1 2 8 0 0
NORDSTROM INC COM COM 655664100 68,482 1,008,755 SH   DFND 1 1,007,971 0 784
NORFOLK SOUTHERN CORP COM COM 655844108 6 59 SH   DFND 1 2 59 0 0
NORFOLK SOUTHERN CORP COM COM 655844108 238,804 2,319,162 SH   DFND 1 2,318,139 0 1,023
NORTEK INC COM NEW 656559309 7,420 82,673 SH   DFND 1 82,673 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 547 51,523 SH   DFND 1 51,523 0 0
NORTH VALLEY BANCORP COM NEW 66304M204 577 26,495 SH   DFND 1 26,495 0 0
NORTHEAST BANCORP COM NEW 663904209 203 21,294 SH   DFND 1 21,294 0 0
NORTHEAST UTILS COM COM 664397106 111,141 2,352,591 SH   DFND 1 2,351,931 0 660
NORTHERN OIL & GAS INC COM 665531109 5,701 350,006 SH   DFND 1 350,006 0 0
NORTHERN TR CORP COM COM 665859104 26 408 SH   DFND 1 2 408 0 0
NORTHERN TR CORP COM COM 665859104 108,701 1,693,884 SH   DFND 1 1,693,533 0 351
NORTHFIELD BANCORP INC COM 66611T108 4,123 314,536 SH   DFND 1 314,536 0 0
NORTHRIM BANCORP INC COM 666762109 788 30,830 SH   DFND 1 30,830 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 194,489 1,626,674 SH   DFND 1 1,626,350 0 324
NORTHROP GRUMMAN CORP COM COM 666807102 1,578 13,196 SH   DFND 1 2 13,196 0 0
NORTHSTAR REALTY FINANCE CORP COM 66704R100 32,232 1,854,576 SH   DFND 1 1,847,658 0 6,918
NORTHWEST BANCSHARES INC COM 667340103 7,155 527,284 SH   DFND 1 520,065 0 7,219
NORTHWEST BANCSHARES INC COM 667340103 124 9,165 SH   DFND 1 2 9,165 0 0
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 1,476 220,093 SH   DFND 1 220,093 0 0
NORTHWEST NAT GAS CO COM COM 667655104 7,311 155,063 SH   DFND 1 155,063 0 0
NORTHWEST PIPE CO COM COM 667746101 2,187 54,234 SH   DFND 1 54,234 0 0
NORTHWESTERN CORP COM NEW 668074305 13,170 252,356 SH   DFND 1 252,356 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 15,561 490,907 SH   DFND 1 490,907 0 0
NOVA LIFESTYLE INC COM 66979P102 144 31,003 SH   DFND 1 31,003 0 0
NOVABAY PHARMA INC -REDH COM 66987P102 56 72,124 SH   DFND 1 72,124 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1,780 19,671 SH   DFND 1 18,191 0 1,480
NOVATEL WIRELESS INC COM COM NEW 66987M604 242 126,991 SH   DFND 1 126,991 0 0
NOVAVAX INC COM COM 670002104 6,544 1,416,612 SH   DFND 1 1,414,770 0 1,842
NOVAVAX INC COM COM 670002104 119 25,917 SH   DFND 1 2 25,917 0 0
NOVO NORDISK A S-ADR ADR 670100205 1,535 33,251 SH   DFND 1 26,422 0 6,829
NOW INC/DE COM 67011P100 19,048 526,065 SH   DFND 1 525,784 0 281
NPS PHARMACEUTICALS INC COM COM 62936P103 19,705 596,231 SH   DFND 1 595,680 0 551
NRG ENERGY INC COM NEW 629377508 94,916 2,552,960 SH   DFND 1 2,552,403 0 557
NRG ENERGY INC COM NEW 629377508 244 6,584 SH   DFND 1 2 6,584 0 0
NRG YEILD INC COM CL A 62942X108 6,815 130,932 SH   DFND 1 130,932 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 1,007 80,852 SH   DFND 1 78,251 0 2,601
NTN BUZZTIME INC COM NEW 629410309 26 49,847 SH   DFND 1 49,847 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 26,290 355,470 SH   DFND 1 355,116 0 354
NU SKIN ENTERPRISES INC CL A CL A 67018T105 1 16 SH   DFND 1 2 16 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 281 15,000 SH   DFND 1 2 15,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 26,677 1,421,592 SH   DFND 1 1,420,893 0 699
NUCOR CORP COM COM 670346105 115,173 2,339,932 SH   DFND 1 2,338,420 0 1,512
NUMEREX CORP PA CL A CL A 67053A102 813 70,779 SH   DFND 1 70,779 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 229 9,630 SH   DFND 1 2 9,630 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 1,019 42,727 SH   DFND 1 42,727 0 0
NUTRI/SYSTEM INC COM 67069D108 2,855 166,897 SH   DFND 1 166,897 0 0
NUTRI/SYSTEM INC COM 67069D108 367 21,476 SH   DFND 1 2 21,476 0 0
NUVASIVE INC COM 670704105 9,148 257,186 SH   DFND 1 257,086 0 100
NUVEEN DIVERSIFIED COMMODITY FUND COM UT BEN INT 67074P104 523 32,226 PRN   DFND 1 2 32,226 0 0
NUVEEN LONG/SHORT COMMODITY COM UT BEN INT 670731108 1,782 110,288 PRN   DFND 1 2 110,288 0 0
NUVEEN PFD & CONV INCOME FD2 COM SHS 67073D102 863 92,252 PRN   DFND 1 2 92,252 0 0
NUVERRA ENVIRONMENTAL SOLUTION COM NEW 67091K203 1,687 83,900 SH   DFND 1 83,900 0 0
NUVERRA ENVIRONMENTAL SOLUTION COM NEW 67091K203 162 8,062 SH   DFND 1 2 8,062 0 0
NVE CORP COM NEW 629445206 1,372 24,694 SH   DFND 1 24,694 0 0
NVIDIA CORP COM COM 67066G104 19 1,027 SH   DFND 1 2 1,027 0 0
NVIDIA CORP COM COM 67066G104 78,688 4,246,683 SH   DFND 1 4,244,871 0 1,812
NVR INC COM COM 62944T105 23,804 20,689 SH   DFND 1 20,689 0 0
NXP SEMICONDUCTORS NV COM N6596X109 1 17 SH   DFND 1 2 17 0 0
NXP SEMICONDUCTORS NV COM N6596X109 3,038 45,916 SH   DFND 1 45,916 0 0
NXSTAGE MEDICAL INC COM 67072V103 4,428 308,203 SH   DFND 1 307,734 0 469
O R I X CORP-ADR SPONSORED ADR 686330101 398 4,803 SH   DFND 1 3,953 0 850
O REILLY AUTOMOTIVE INC COM COM 67103H107 119,807 796,000 SH   DFND 1 795,869 0 131
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 34 10,228 SH   DFND 1 10,228 0 0
OASIS PETROLEUM INC COM 674215108 26,776 479,085 SH   DFND 1 479,085 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 6 66 SH   DFND 1 2 66 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 617,994 6,025,019 SH   DFND 1 6,022,332 0 2,687
OCEAN BIO-CHEM INC COM 674631106 59 20,307 SH   DFND 1 20,307 0 0
OCEAN POWER TECHNOLOGIES INC COM NEW 674870308 107 65,449 SH   DFND 1 65,449 0 0
OCEAN RIG UDW INC SHS Y64354205 461 24,391 SH   DFND 1 24,391 0 0
OCEANEERING INTL INC COM COM 675232102 41,530 531,689 SH   DFND 1 531,187 0 502
OCEANFIRST FINL CORP COM COM 675234108 987 59,626 SH   DFND 1 59,626 0 0
OCLARO INC COM NEW 67555N206 1,223 555,960 SH   DFND 1 555,960 0 0
OCULUS INNOVATIVE SCNCS-REDH COM NEW 67575P207 59 19,257 SH   DFND 1 19,257 0 0
OCWEN FINL CORP COM COM NEW 675746309 21,206 571,762 SH   DFND 1 571,333 0 429
OCWEN FINL CORP COM COM NEW 675746309 185 5,000 SH   DFND 1 2 5,000 0 0
ODYSSEY MARINE EXPLORATION COM 676118102 503 299,748 SH   DFND 1 299,748 0 0
OFFICE DEPOT INC COM COM 676220106 284 50,000 SH   DFND 1 2 50,000 0 0
OFFICE DEPOT INC COM COM 676220106 14,885 2,616,144 SH   DFND 1 2,615,544 0 600
OFG BANCORP COM 67103X102 4,625 251,241 SH   DFND 1 251,241 0 0
OGE ENERGY CORP COM COM 670837103 40,306 1,031,659 SH   DFND 1 1,030,840 0 819
OHIO VY BANC CORP COM COM 677719106 228 9,994 SH   DFND 1 9,994 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 1,053 110,780 SH   DFND 1 110,780 0 0
OI SA ADR PFD SPN ADR REP PFD 670851203 14 17,217 SH   DFND 1 17,181 0 36
OIL DRI CORP AMER COM COM 677864100 586 19,199 SH   DFND 1 19,199 0 0
OIL STS INTL INC COM COM 678026105 16,894 263,613 SH   DFND 1 263,613 0 0
OLD DOMINION FGHT LINES INC COM COM 679580100 25,075 393,772 SH   DFND 1 393,772 0 0
OLD NATL BANCORP IND COM COM 680033107 9,354 655,058 SH   DFND 1 655,058 0 0
OLD REP INTL CORP COM COM 680223104 21,137 1,277,976 SH   DFND 1 1,272,651 0 5,325
OLD SECOND BANCORP INC ILL COM COM 680277100 440 88,535 SH   DFND 1 88,535 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 11,138 413,757 SH   DFND 1 413,757 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,200 48,504 SH   DFND 1 48,504 0 0
OM GROUP INC COM COM 670872100 5,610 172,996 SH   DFND 1 172,996 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 23,166 628,511 SH   DFND 1 628,511 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 160 4,346 SH   DFND 1 2 4,346 0 0
OMEGA PROTEIN CORP COM 68210P107 3,215 235,016 SH   DFND 1 235,016 0 0
OMEGA PROTEIN CORP COM 68210P107 2 175 SH   DFND 1 2 175 0 0
OMEROS CORP COM 682143102 3,081 177,115 SH   DFND 1 177,115 0 0
OMNIAMERICAN BANCORP INC COM 68216R107 1,424 56,985 SH   DFND 1 56,985 0 0
OMNICARE INC COM COM 681904108 34,985 525,670 SH   DFND 1 525,303 0 367
OMNICARE INC COM COM 681904108 124 1,863 SH   DFND 1 2 1,863 0 0
OMNICELL INC COM COM 68213N109 9,151 318,759 SH   DFND 1 317,457 0 1,302
OMNICOM GROUP INC COM COM 681919106 131,690 1,850,184 SH   DFND 1 1,849,087 0 1,097
OMNICOM GROUP INC COM COM 681919106 72 1,015 SH   DFND 1 2 1,015 0 0
OMNIVISION TECHNOLOGIES INC COM COM 682128103 9,353 425,561 SH   DFND 1 421,163 0 4,398
OMNIVISION TECHNOLOGIES INC COM COM 682128103 379 17,263 SH   DFND 1 2 17,263 0 0
OMNOVA SOLUTIONS INC COM COM 682129101 2,225 244,853 SH   DFND 1 244,853 0 0
ON ASSIGNMENT INC COM COM 682159108 9,078 255,223 SH   DFND 1 255,223 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 21,376 2,338,819 SH   DFND 1 2,338,819 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 243 65,332 SH   DFND 1 65,332 0 0
ONCOLYTICS BIOTECH INC COM 682310107 14 11,200 SH   DFND 1 11,200 0 0
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ONCONVA THERAPEUTICS INC COM 68232V108 153 28,290 SH   DFND 1 28,290 0 0
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ONE LIBERTY PROPERTIES INC COM 682406103 1,314 61,599 SH   DFND 1 61,599 0 0
ONEBEACON INSURANCE GRP CL A G67742109 1,673 107,713 SH   DFND 1 107,713 0 0
ONEOK INC NEW COM COM 682680103 3 54 SH   DFND 1 2 54 0 0
ONEOK INC NEW COM COM 682680103 102,449 1,505,752 SH   DFND 1 1,505,429 0 323
OPEN TEXT CORP COM 2260824 1,208 25,177 SH   DFND 1 25,177 0 0
OPEN TEXT CORP COM COM 683715106 1,089 22,702 SH   DFND 1 22,702 0 0
OPEXA THERAPEUTICS INC COM NEW 68372T202 122 74,013 SH   DFND 1 74,013 0 0
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OPKO HEALTH INC COM 68375N103 10,586 1,197,537 SH   DFND 1 1,197,537 0 0
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OPOWER INC COM 68375Y109 473 25,119 SH   DFND 1 25,119 0 0
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OPTICAL CABLE CORP COM COM NEW 683827208 48 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 752 25,900 SH   DFND 1 25,900 0 0
ORACLE CORP COM COM 68389X105 1,022,344 25,239,572 SH   DFND 1 25,226,520 0 13,052
ORACLE CORP COM COM 68389X105 431 10,641 SH   DFND 1 2 10,641 0 0
ORAGENICS INC COM NEW 684023203 73 37,902 SH   DFND 1 37,902 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 2,669 310,083 SH   DFND 1 310,083 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 0 91 SH   DFND 1 2 91 0 0
ORBCOMM INC COM 68555P100 1,395 211,698 SH   DFND 1 211,698 0 0
ORBITAL SCIENCES CORP COM COM 685564106 10,488 354,956 SH   DFND 1 354,956 0 0
ORBITZ WORLDWIDE INC COM 68557K109 2,149 241,462 SH   DFND 1 241,462 0 0
ORBOTECH LTD ORD M75253100 347 22,916 SH   DFND 1 2 22,916 0 0
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ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,880 58,696 SH   DFND 1 58,696 0 0
OREXIGEN THERPEUTCS INC COM 686164104 3,968 642,076 SH   DFND 1 642,076 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,636 315,807 SH   DFND 1 315,807 0 0
ORION ENERGY SYSTEMS INC COM 686275108 349 85,805 SH   DFND 1 85,805 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,434 132,418 SH   DFND 1 132,418 0 0
ORITANI FINANCIAL CORP COM 68633D103 3,721 241,826 SH   DFND 1 241,826 0 0
ORITANI FINANCIAL CORP COM 68633D103 144 9,385 SH   DFND 1 2 9,385 0 0
ORMAT TECHNOLOGIES INC COM 686688102 3,144 109,068 SH   DFND 1 109,068 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 430 26,003 SH   DFND 1 26,003 0 0
ORTHOFIX INTL N V COM COM N6748L102 3,860 106,501 SH   DFND 1 106,501 0 0
OSHKOSH TRUCK CORP COM COM 688239201 24,260 436,895 SH   DFND 1 436,895 0 0
OSI SYSTEMS INC COM COM 671044105 7,242 108,501 SH   DFND 1 108,501 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 1,475 94,455 SH   DFND 1 94,455 0 0
OTTER TAIL CORP COM COM 689648103 6,558 216,533 SH   DFND 1 216,533 0 0
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OVASCIENCE INC COM 69014Q101 598 65,224 SH   DFND 1 65,224 0 0
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OWENS & MINOR INC NEW COM COM 690732102 126 3,730 SH   DFND 1 2 3,730 0 0
OWENS & MINOR INC NEW COM COM 690732102 14,605 429,822 SH   DFND 1 429,822 0 0
OWENS CORNING COM 690742101 22,043 569,891 SH   DFND 1 569,891 0 0
OWENS ILL INC COM NEW COM NEW 690768403 41,130 1,188,063 SH   DFND 1 1,187,527 0 536
OWENS REALTY MORTGAGE INC COM 690828108 247 12,729 SH   DFND 1 12,729 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 218 12,974 SH   DFND 1 12,974 0 0
OXFORD INDS INC COM COM 691497309 5,337 80,062 SH   DFND 1 80,062 0 0
OXIGENE INC COM COM PAR$.001 691828404 146 56,393 SH   DFND 1 56,393 0 0
OXYGEN BIOTHERAPEUTICS INC COM PAR $0.0001 69207P308 328 80,411 SH   DFND 1 80,411 0 0
P A M TRANSN SVCS INC COM COM 693149106 441 15,806 SH   DFND 1 15,806 0 0
P C CONNECTION COM COM 69318J100 1,647 79,672 SH   DFND 1 79,672 0 0
PACCAR INC COM COM 693718108 163,262 2,600,036 SH   DFND 1 2,598,519 0 1,517
PACCAR INC COM COM 693718108 0 4 SH   DFND 1 2 4 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 1,675 271,153 SH   DFND 1 271,153 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,326 96,593 SH   DFND 1 96,593 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,644 107,557 SH   DFND 1 107,557 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 278 41,780 SH   DFND 1 41,780 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 916 65,021 SH   DFND 1 65,021 0 0
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PACIRA PHARMACEUTICALS INC COM 695127100 161 1,763 SH   DFND 1 2 1,763 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 19,110 208,036 SH   DFND 1 207,844 0 192
PACKAGING CORP AMER COM COM 695156109 34,947 488,848 SH   DFND 1 488,848 0 0
PACWEST BANCORP COM 695263103 21,911 507,553 SH   DFND 1 507,553 0 0
PAIN THERAPEUTICS INC COM COM 69562K100 1,152 200,460 SH   DFND 1 200,460 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 115 116,629 SH   DFND 1 116,629 0 0
PALL CORP COM COM 696429307 66,023 773,676 SH   DFND 1 773,190 0 486
PALO ALTO NETWORKS INC COM 697435105 19,222 229,251 SH   DFND 1 229,251 0 0
PAN AMERICAN SILVER CORP COM COM 697900108 432 28,190 SH   DFND 1 28,027 0 163
PANDORA MEDIA INC COM 698354107 25,388 860,613 SH   DFND 1 859,530 0 1,083
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PANERA BREAD CO CL A CL A 69840W108 19,781 132,029 SH   DFND 1 132,004 0 25
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PAPA MURPHYS HOLDINGS INC COM 698814100 143 15,018 SH   DFND 1 15,018 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 114 27,309 SH   DFND 1 27,309 0 0
PARAMOUNT GOLD MINING CORP COM 69924P102 575 599,293 SH   DFND 1 599,293 0 0
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PARK CITY GROUP INC COM NEW 700215304 694 63,739 SH   DFND 1 63,739 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 2,967 105,178 SH   DFND 1 105,178 0 0
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PARK OHIO HLDGS CORP COM COM 700666100 2,815 48,456 SH   DFND 1 48,456 0 0
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PARKER DRILLING CO COM COM 701081101 4,244 650,973 SH   DFND 1 650,973 0 0
PARKER HANNIFIN CORP COM COM 701094104 135,829 1,080,968 SH   DFND 1 1,080,706 0 262
PARKERVISION INC COM COM 701354102 774 523,153 SH   DFND 1 523,153 0 0
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PARTNERRE LTD COM COM G6852T105 29,036 265,932 SH   DFND 1 265,865 0 67
PARTNERRE LTD COM COM G6852T105 7 70 SH   DFND 1 2 70 0 0
PATRICK INDS INC COM COM 703343103 2,533 54,372 SH   DFND 1 54,372 0 0
PATRIOT NATIONAL BANCORP INC COM 70336F104 23 16,571 SH   DFND 1 16,571 0 0
PATRIOT TRANSPORTATION HLDG COM 70337B102 881 25,210 SH   DFND 1 25,210 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 6,811 205,727 SH   DFND 1 205,727 0 0
PATTERSON COS INC COM 703395103 25,152 637,005 SH   DFND 1 636,717 0 288
PATTERSON UTI ENERGY INC COM COM 703481101 27,951 799,972 SH   DFND 1 799,672 0 300
PAYCHEX INC COM COM 704326107 100,731 2,425,205 SH   DFND 1 2,422,855 0 2,350
PAYCOM SOFTWARE INC COM 70432V102 359 24,655 SH   DFND 1 24,655 0 0
PAYLOCITY HOLDING CORP COM 70438V106 740 34,227 SH   DFND 1 34,227 0 0
PBF ENERGY INC CL A 69318G106 11,302 424,097 SH   DFND 1 424,097 0 0
PCM INC COM 69323K100 304 28,561 SH   DFND 1 28,561 0 0
PC-TEL INC COM COM 69325Q105 518 64,033 SH   DFND 1 64,033 0 0
PC-TEL INC COM COM 69325Q105 36 4,528 SH   DFND 1 2 4,528 0 0
PDC ENERGY INC COM 69327R101 12,337 195,364 SH   DFND 1 195,364 0 0
PDF SOLUTIONS INC COM COM 693282105 2,957 139,367 SH   DFND 1 139,367 0 0
PDI INC COM COM 69329V100 101 23,227 SH   DFND 1 23,227 0 0
PDL BIOPHARMA INC COM COM 69329Y104 0 86 SH   DFND 1 2 86 0 0
PDL BIOPHARMA INC COM COM 69329Y104 9,389 969,942 SH   DFND 1 962,190 0 7,752
PDLI 3 3/4 05/01/2015 NOTE 3.750% 5/0 69329YAC8 32,161 20,148,000 PRN   DFND 1 2 20,148,000 0 0
PEABODY ENERGY CORP COM COM 704549104 32,638 1,997,386 SH   DFND 1 1,996,882 0 504
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 112 5,303 SH   DFND 1 2 5,303 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 852 40,208 SH   DFND 1 40,208 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 302 15,257 SH   DFND 1 11,318 0 3,939
PEBBLEBROOK HOTEL TRUST COM 70509V100 15,559 420,974 SH   DFND 1 420,974 0 0
PEDEVCO CORP COM NEW 70532Y204 64 31,846 SH   DFND 1 31,846 0 0
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PEGASYSTEMS INC COM COM 705573103 7,210 341,408 SH   DFND 1 341,408 0 0
PEGASYSTEMS INC COM COM 705573103 2 136 SH   DFND 1 2 136 0 0
PENDRELL CORP COM 70686R104 1,410 801,614 SH   DFND 1 801,614 0 0
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PENN NATL GAMING INC COM COM 707569109 528 43,497 SH   DFND 1 2 43,497 0 0
PENN NATL GAMING INC COM COM 707569109 4,513 371,797 SH   DFND 1 371,797 0 0
PENN VA CORP COM COM 707882106 5,134 302,900 SH   DFND 1 302,900 0 0
PENNEY J C INC COM COM 708160106 14,042 1,551,661 SH   DFND 1 1,551,661 0 0
PENNS WOODS BANCORP INC COM 708430103 905 19,227 SH   DFND 1 19,227 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 8,419 447,347 SH   DFND 1 447,347 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 1,507 99,220 SH   DFND 1 99,220 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 8,912 406,217 SH   DFND 1 403,728 0 2,489
PENSKE AUTO GROUP COM 70959W103 11,279 227,870 SH   DFND 1 227,870 0 0
PENTAIR LTD - REGISTERED SHS G7S00T104 104,411 1,448,599 SH   DFND 1 1,448,004 0 595
PEOPLES BANCORP INC COM COM 709789101 1 75 SH   DFND 1 2 75 0 0
PEOPLES BANCORP INC COM COM 709789101 1,681 63,591 SH   DFND 1 63,591 0 0
PEOPLES FEDERAL BANCSHARES INC COM 711037101 191 10,375 SH   DFND 1 10,375 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 1,935 37,657 SH   DFND 1 37,657 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 35,098 2,315,004 SH   DFND 1 2,313,245 0 1,759
PEP BOYS MANNY MOE & JACK COM COM 713278109 3,548 309,674 SH   DFND 1 309,674 0 0
PEPCO HOLDINGS INC COM 713291102 412 15,000 SH   DFND 1 2 15,000 0 0
PEPCO HOLDINGS INC COM 713291102 51,551 1,877,104 SH   DFND 1 1,876,364 0 740
PEPSICO INC COM COM 713448108 993,017 11,121,654 SH   DFND 1 11,116,131 0 5,523
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PERCEPTRON INC COM COM 71361F100 555 43,551 SH   DFND 1 43,551 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 1,845 981,683 SH   DFND 1 981,683 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 992 144,677 SH   DFND 1 144,677 0 0
PERFECT WORLD CO LTD-ADR SPON ADR REP B 71372U104 1,003 51,118 SH   DFND 1 2 51,118 0 0
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PERFORMANT FINANCIAL CORP COM 71377E105 1,646 163,042 SH   DFND 1 163,042 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 93 13,728 SH   DFND 1 13,728 0 0
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PERICOM SEMICONDUCTOR CORP COM COM 713831105 201 22,319 SH   DFND 1 2 22,319 0 0
PERION NETWORK LTD SHS M78673106 116 11,538 SH   DFND 1 11,538 0 0
PERKINELMER INC COM COM 714046109 38,979 832,539 SH   DFND 1 832,339 0 200
PERKINELMER INC COM COM 714046109 0 3 SH   DFND 1 2 3 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 151 33,021 SH   DFND 1 33,021 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 115 12,854 SH   DFND 1 2 12,854 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 828 92,292 SH   DFND 1 92,292 0 0
PERRIGO CO PLC SHS G97822103 142,889 980,887 SH   DFND 1 980,432 0 455
PETMED EXPRESS INC COM 716382106 1,709 126,788 SH   DFND 1 125,133 0 1,655
PETROLEUM & RESOURCES COM 716549100 704 22,583 PRN   DFND 1 2 22,583 0 0
PETROLOGISTICS LP UNIT LTD PTH INT 71672U101 215 15,000 SH   DFND 1 2 15,000 0 0
PETROQUEST ENERGY INC COM COM 716748108 2,508 333,626 SH   DFND 1 333,626 0 0
PETSMART INC COM COM 716768106 44,377 742,520 SH   DFND 1 742,364 0 156
PETSMART INC COM COM 716768106 11 200 SH   DFND 1 2 200 0 0
PFIZER INC COM COM 717081103 1,411 47,572 SH   DFND 1 2 47,572 0 0
PFIZER INC COM COM 717081103 1,444,549 48,698,616 SH   DFND 1 48,674,788 0 23,828
PFSWEB INC COM COM NEW 717098206 541 65,227 SH   DFND 1 65,227 0 0
PG&E CORP COM COM 69331C108 162,022 3,376,092 SH   DFND 1 3,374,518 0 1,574
PGT INC -REDH COM 69336V101 2,903 342,788 SH   DFND 1 342,788 0 0
PHARMACYCLICS INC COM COM 716933106 31,172 347,562 SH   DFND 1 347,211 0 351
PHARMERICA CORP COM 71714F104 7,277 254,555 SH   DFND 1 254,522 0 33
PHARMERICA CORP COM 71714F104 194 6,797 SH   DFND 1 2 6,797 0 0
PHH CORP COM NEW 693320202 6,699 291,524 SH   DFND 1 291,524 0 0
PHI INC COM NON VTG 69336T205 3,201 71,820 SH   DFND 1 71,820 0 0
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PHOENIX COS INC NEW COM COM NEW 71902E604 1,516 31,333 SH   DFND 1 31,333 0 0
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PHOTRONICS INC COM COM 719405102 2,999 348,820 SH   DFND 1 348,820 0 0
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PIER 1 IMPORTS INC COM COM 720279108 7,987 518,349 SH   DFND 1 518,349 0 0
PIKE ELECTRIC CORP COM 721283109 1,208 134,912 SH   DFND 1 134,912 0 0
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PINNACLE WEST CAP CORP COM COM 723484101 49,979 864,572 SH   DFND 1 863,999 0 573
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PITNEY BOWES INC COM COM 724479100 41,044 1,486,685 SH   DFND 1 1,485,644 0 1,041
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PIZZA INN INC COM 725846109 138 22,169 SH   DFND 1 22,169 0 0
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PLANTRONICS INC NEW COM COM 727493108 12,095 251,727 SH   DFND 1 251,727 0 0
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PLEXUS CORP COM COM 729132100 8,571 198,009 SH   DFND 1 198,009 0 0
PLUG POWER INC COM COM NEW 72919P202 3,822 816,873 SH   DFND 1 816,873 0 0
PLUM CREEK TIMBER CO INC COM COM 729251108 57,739 1,281,004 SH   DFND 1 1,280,109 0 895
PLX TECHNOLOGY INC COM COM 693417107 1,343 207,726 SH   DFND 1 207,726 0 0
PLY GEM HOLDINGS INC COM 72941W100 943 93,388 SH   DFND 1 93,388 0 0
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PMFG INC COM 69345P103 384 73,013 SH   DFND 1 73,013 0 0
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POLYCOM INC COM COM 73172K104 10,057 802,657 SH   DFND 1 802,657 0 0
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PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 14,630 421,985 SH   DFND 1 421,985 0 0
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POTBELLY CORP COM 73754Y100 1,031 64,636 SH   DFND 1 64,636 0 0
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POWELL INDS INC COM COM 739128106 0 14 SH   DFND 1 2 14 0 0
POWELL INDS INC COM COM 739128106 3,276 50,118 SH   DFND 1 50,118 0 0
POWER INTEGRATIONS INC COM COM 739276103 9,733 169,168 SH   DFND 1 169,168 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 1,906 26,487 SH   DFND 1 26,373 0 114
POWERSECURE INTERNATIONAL INC COM 73936N105 1,099 112,925 SH   DFND 1 112,925 0 0
POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 338 13,800 PRN   DFND 1 13,800 0 0
POZEN INC COM COM 73941U102 1,534 184,183 SH   DFND 1 184,183 0 0
PPG INDS INC COM COM 693506107 203,899 970,861 SH   DFND 1 970,344 0 517
PPL CORP COM COM 69351T106 5 159 SH   DFND 1 2 159 0 0
PPL CORP COM COM 69351T106 164,647 4,636,825 SH   DFND 1 4,634,965 0 1,860
PRAXAIR INC COM COM 74005P104 272,232 2,050,597 SH   DFND 1 2,049,490 0 1,107
PRECISION CASTPARTS CORP COM COM 740189105 256,179 1,015,610 SH   DFND 1 1,015,144 0 466
PRECISION CASTPARTS CORP COM COM 740189105 101 403 SH   DFND 1 2 403 0 0
PREFERRED APARTMENT COMMUN - A COM 74039L103 361 40,796 SH   DFND 1 40,796 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 1,491 63,102 SH   DFND 1 63,102 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 785 14,598 SH   DFND 1 14,598 0 0
PREMIER EXHIBITIONS INC COM 74051E102 83 102,934 SH   DFND 1 102,934 0 0
PREMIER INC-CLASS A CL A 74051N102 4,661 160,745 SH   DFND 1 160,745 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 0 9 SH   DFND 1 2 9 0 0
PREMIERE GLOBAL SERVICES INC COM 740585104 3,668 274,814 SH   DFND 1 274,814 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 9,931 293,051 SH   DFND 1 293,051 0 0
PRG-SCHULTZ INTERNATIONAL I COM COM NEW 69357C503 1,023 160,119 SH   DFND 1 160,119 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 170,374 2,019,546 SH   DFND 1 2,018,942 0 604
PRICELINE COM INC COM COM NEW 741503403 455,750 379,074 SH   DFND 1 378,892 0 182
PRICESMART INC COM COM 741511109 0 4 SH   DFND 1 2 4 0 0
PRICESMART INC COM COM 741511109 8,843 101,606 SH   DFND 1 101,606 0 0
PRIMERICA INC COM 74164M108 14,218 297,147 SH   DFND 1 297,147 0 0
PRIMO WATER CORP COM 74165N105 319 67,073 SH   DFND 1 67,073 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 102,644 2,034,588 SH   DFND 1 2,033,393 0 1,195
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 45 908 SH   DFND 1 2 908 0 0
PRIVATEBANCORP INC COM COM 742962103 15,420 530,659 SH   DFND 1 530,659 0 0
PROASSURANCE CORP COM COM 74267C106 13,280 299,101 SH   DFND 1 299,101 0 0
PROCERA NETWORKS INC COM NEW 74269U203 1,089 107,932 SH   DFND 1 107,932 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,617,076 20,587,903 SH   DFND 1 20,578,415 0 9,488
PROCTER & GAMBLE CO COM COM 742718109 879 11,197 SH   DFND 1 2 11,197 0 0
PROFIRE ENERGY INC COM 74316X101 223 49,531 SH   DFND 1 49,531 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 1,785 414,329 SH   DFND 1 414,329 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 6,908 287,394 SH   DFND 1 287,394 0 0
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PROGRESSIVE CORP OHIO COM COM 743315103 110,342 4,353,421 SH   DFND 1 4,352,492 0 929
PROLOGIS INC COM 74340W103 175,894 4,282,872 SH   DFND 1 4,281,501 0 1,371
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PROS HOLDINGS INC COM 74346Y103 3,309 125,181 SH   DFND 1 125,181 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 20,147 321,842 SH   DFND 1 321,842 0 0
PROTECTIVE LIFE CORP COM COM 743674103 28,363 409,104 SH   DFND 1 409,104 0 0
PROTECTIVE LIFE CORP COM COM 743674103 776 11,200 SH   DFND 1 2 11,200 0 0
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PROTO LABS INC COM 743713109 9,096 111,045 SH   DFND 1 111,045 0 0
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PROVIDENT FINL HLDGS INC COM COM 743868101 381 26,213 SH   DFND 1 26,213 0 0
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PRUDENTIAL PLC ADR 74435K204 905 19,736 SH   DFND 1 15,827 0 3,909
PS BUSINESS PKS INC CALIF COM COM 69360J107 11,977 143,460 SH   DFND 1 143,460 0 0
PSIVIDA CORP COM 74440J101 481 110,876 SH   DFND 1 110,876 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 222 15,744 SH   DFND 1 15,744 0 0
PTC INC COM 69370C100 24,883 641,320 SH   DFND 1 641,120 0 200
PTC THERAPEUTICS INC COM 69366J200 3,341 127,832 SH   DFND 1 127,832 0 0
PUBLIC STORAGE INC COM COM 74460D109 226 1,320 SH   DFND 1 2 1,320 0 0
PUBLIC STORAGE INC COM COM 74460D109 205,192 1,198,146 SH   DFND 1 1,197,813 0 333
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 159,529 3,913,201 SH   DFND 1 3,910,689 0 2,512
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PULASKI FINANCIAL CORP COM 745548107 163 14,355 SH   DFND 1 14,355 0 0
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PULTE HOMES INC COM COM 745867101 50,866 2,524,567 SH   DFND 1 2,523,487 0 1,080
PUMA BIOTECHNOLOGY INC COM 74587V107 7,739 117,265 SH   DFND 1 117,159 0 106
PURE CYCLE CORP COM COM NEW 746228303 627 92,647 SH   DFND 1 92,647 0 0
PVH CORP COM 693656100 68,374 586,766 SH   DFND 1 586,582 0 184
PVH CORP COM 693656100 57 497 SH   DFND 1 2 497 0 0
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 720 64,583 SH   DFND 1 64,212 0 371
Q2 HOLDINGS INC COM 74736L109 447 31,362 SH   DFND 1 31,362 0 0
QAD INC - A CL A 74727D306 368 17,272 SH   DFND 1 17,272 0 0
QAD INC - B CL B 74727D207 628 34,602 SH   DFND 1 34,602 0 0
QC HOLDINGS INC COM COM 74729T101 50 18,892 SH   DFND 1 18,892 0 0
QEP RESOURCES INC COM 74733V100 45,607 1,322,717 SH   DFND 1 1,322,341 0 376
QIAGEN N V ORD REG SHS N72482107 4,282 175,138 SH   DFND 1 175,138 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 414 10,276 SH   DFND 1 2 10,276 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 163 4,052 SH   DFND 1 4,052 0 0
QLIK TECHNOLOGIES INC COM 74733T105 11,040 488,098 SH   DFND 1 488,098 0 0
QLOGIC CORP COM COM 747277101 6,635 657,625 SH   DFND 1 657,625 0 0
QTM 4 1/2 11/15/17 NOTE 4.500%11/1 747906AJ4 2,581 2,500,000 PRN   DFND 1 2 2,500,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 2,268 79,230 SH   DFND 1 79,230 0 0
QUAD GRAPHICS INC COM CL A 747301109 3,050 136,366 SH   DFND 1 134,942 0 1,424
QUAKER CHEM CORP COM COM 747316107 5,741 74,764 SH   DFND 1 74,764 0 0
QUALCOMM INC COM COM 747525103 345 4,361 SH   DFND 1 2 4,361 0 0
QUALCOMM INC COM COM 747525103 1,010,491 12,766,095 SH   DFND 1 12,760,085 0 6,010
QUALITY DISTRIBUTION INC COM 74756M102 2,241 150,865 SH   DFND 1 150,865 0 0
QUALITY SYSTEMS INC COM 747582104 4,476 278,928 SH   DFND 1 277,038 0 1,890
QUALYS INC COM 74758T303 2,406 93,762 SH   DFND 1 93,762 0 0
QUALYS INC COM 74758T303 0 14 SH   DFND 1 2 14 0 0
QUANEX BUILDING PRODUCTS COM 747619104 3,555 198,937 SH   DFND 1 198,787 0 150
QUANEX BUILDING PRODUCTS COM 747619104 0 1 SH   DFND 1 2 1 0 0
QUANTA SVCS INC COM COM 74762E102 54,844 1,587,002 SH   DFND 1 1,585,846 0 1,156
QUANTA SVCS INC COM COM 74762E102 196 5,676 SH   DFND 1 2 5,676 0 0
QUANTUM CORP COM DSSG COM DSSG 747906204 1,688 1,383,953 SH   DFND 1 1,383,953 0 0
QUANTUM FUEL SYS TECH WORLD COM PAR $0.02 74765E307 496 85,871 SH   DFND 1 85,871 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 62,202 1,060,473 SH   DFND 1 1,059,929 0 544
QUEST RESOURCE HOLDING CORP COM 74836W104 65 12,512 SH   DFND 1 12,512 0 0
QUESTAR CORP COM COM 748356102 22,925 924,413 SH   DFND 1 924,413 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 26,635 287,979 SH   DFND 1 287,813 0 166
QUICKLOGIC CORP COM COM 74837P108 1,539 297,820 SH   DFND 1 297,820 0 0
QUICKSILVER RESOURCES INC COM COM 74837R104 1,874 702,237 SH   DFND 1 702,237 0 0
QUIDEL CORP COM COM 74838J101 3,622 163,820 SH   DFND 1 163,820 0 0
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QUINSTREET INC COM 74874Q100 835 151,604 SH   DFND 1 151,604 0 0
QUINSTREET INC COM 74874Q100 177 32,173 SH   DFND 1 2 32,173 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 14,599 274,034 SH   DFND 1 273,793 0 241
QUMU CORP COM 749063103 555 39,731 SH   DFND 1 39,731 0 0
RACKSPACE HOSTING INC COM 750086100 19,225 571,354 SH   DFND 1 571,134 0 220
RACKSPACE HOSTING INC COM 750086100 673 20,000 SH   DFND 1 2 20,000 0 0
RADIAN GROUP INC COM COM 750236101 15,517 1,047,762 SH   DFND 1 1,047,762 0 0
RADIANT LOGISTICS INC COM 75025X100 158 51,289 SH   DFND 1 51,289 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 779 158,085 SH   DFND 1 158,085 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 45 9,251 SH   DFND 1 2 9,251 0 0
RADIOSHACK CORP COM COM 750438103 491 496,289 SH   DFND 1 496,289 0 0
RADISYS CORP COM COM 750459109 409 117,448 SH   DFND 1 117,448 0 0
RADIUS HEALTH INC COM NEW 750469207 143 11,022 SH   DFND 1 11,022 0 0
RADNET INC COM 750491102 1,068 161,094 SH   DFND 1 161,094 0 0
RAIT INVT TR COM COM NEW 749227609 3,354 405,681 SH   DFND 1 399,985 0 5,696
RAIT INVT TR COM COM NEW 749227609 80 9,774 SH   DFND 1 2 9,774 0 0
RALLY SOFTWARE DEVELOPMENT C COM 751198102 3 304 SH   DFND 1 2 304 0 0
RALLY SOFTWARE DEVELOPMENT C COM 751198102 767 70,454 SH   DFND 1 70,454 0 0
RALPH LAUREN CORP CL A 751212101 67,553 420,659 SH   DFND 1 420,518 0 141
RAMBUS INC DEL COM COM 750917106 11,948 835,550 SH   DFND 1 835,550 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 7,470 449,496 SH   DFND 1 449,496 0 0
RAND LOGISTICS INC COM 752182105 268 44,734 SH   DFND 1 44,734 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 831 9,832 SH   DFND 1 9,363 0 469
RANGE RES CORP COM COM 75281A109 104,018 1,197,032 SH   DFND 1 1,196,730 0 302
RANGE RES CORP COM COM 75281A109 235 2,709 SH   DFND 1 2 2,709 0 0
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RAPTOR PHARMACEUTICAL CORP COM 75382F106 115 10,003 SH   DFND 1 2 10,003 0 0
RAVEN INDS INC COM COM 754212108 6,721 202,834 SH   DFND 1 202,834 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 33,168 653,969 SH   DFND 1 653,626 0 343
RAYMOND JAMES FINANCIAL INC COM COM 754730109 6 134 SH   DFND 1 2 134 0 0
RAYONIER INC COM COM 754907103 24,444 687,765 SH   DFND 1 687,394 0 371
RAYTHEON CO COM NEW COM NEW 755111507 225,548 2,446,346 SH   DFND 1 2,445,841 0 505
RAYTHEON CO COM NEW COM NEW 755111507 205 2,230 SH   DFND 1 2 2,230 0 0
RBC BEARINGS INC COM 75524B104 8,548 133,461 SH   DFND 1 133,461 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 248 39,064 SH   DFND 1 39,064 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 0 30 SH   DFND 1 2 30 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 2,523 118,855 SH   DFND 1 118,855 0 0
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REACHLOCAL INC COM 75525F104 380 54,132 SH   DFND 1 54,132 0 0
READING INTERNATIONAL INC-A CL A 755408101 500 58,621 SH   DFND 1 58,621 0 0
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REALD INC COM 75604L105 3,008 235,742 SH   DFND 1 235,742 0 0
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REALPAGE INC COM 75606N109 6,662 296,395 SH   DFND 1 296,395 0 0
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RECEPTOS INC COM 756207106 4,965 116,558 SH   DFND 1 116,558 0 0
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RED HAT INC COM COM 756577102 74,474 1,348,292 SH   DFND 1 1,347,646 0 646
RED LION HOTELS CORP COM 756764106 268 48,954 SH   DFND 1 48,954 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 63 889 SH   DFND 1 2 889 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,630 79,083 SH   DFND 1 78,983 0 100
REDWOOD TR INC COM COM 758075402 8,527 438,001 SH   DFND 1 438,001 0 0
REED ELSEVIER N V-ADR SPONS ADR NEW 758204200 375 8,174 SH   DFND 1 6,262 0 1,912
REED ELSEVIER PLC-ADR SPONS ADR NEW 758205207 324 5,011 SH   DFND 1 3,637 0 1,374
REEDS INC COM 758338107 102 19,686 SH   DFND 1 19,686 0 0
REGADO BIOSCIENCE INC COM 75874Q107 741 109,165 SH   DFND 1 109,165 0 0
REGAL BELOIT CORP COM COM 758750103 19,150 243,763 SH   DFND 1 243,763 0 0
REGAL ENTMT GROUP CL A CL A 758766109 9,190 435,558 SH   DFND 1 433,805 0 1,753
REGENCY CTRS CORP COM COM 758849103 33,356 599,192 SH   DFND 1 598,619 0 573
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REGENERON PHARMACEUTICALS COM COM 75886F107 163,342 578,612 SH   DFND 1 578,282 0 330
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RENT A CTR INC NEW COM COM 76009N100 8,451 294,682 SH   DFND 1 294,682 0 0
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REPUBLIC AIRWAYS HOLDINGS INC COM COM 760276105 3,282 302,804 SH   DFND 1 302,804 0 0
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RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 118 19,760 SH   DFND 1 19,760 0 0
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RICK'S CABARET INTL INC COM NEW 765641303 347 33,990 SH   DFND 1 33,990 0 0
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RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 668 12,311 SH   DFND 1 9,589 0 2,722
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ROCKWELL AUTOMATION INC COM COM 773903109 126,760 1,013,387 SH   DFND 1 1,012,625 0 762
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SPARTON CORP COM 847235108 1,362 49,118 SH   DFND 1 49,118 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 3,626 18,527 PRN   DFND 1 2 18,527 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 79 405 PRN   DFND 1 405 0 0
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SPRINT CORP COM SER 1 85207U105 36,857 4,321,979 SH   DFND 1 4,320,721 0 1,258
SPRINT CORP COM SER 1 85207U105 255 30,000 SH   DFND 1 2 30,000 0 0
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SPX CORP COM COM 784635104 24,187 223,565 SH   DFND 1 223,333 0 232
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ST JOE CO COM COM 790148100 12,471 490,421 SH   DFND 1 490,421 0 0
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STANDARD REGISTER CO COM COM 853887206 65 11,606 SH   DFND 1 11,606 0 0
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STANLEY BLACK & DECKER INC COM 854502101 21 240 SH   DFND 1 2 240 0 0
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STARRETT L S CO CL A CL A 855668109 288 18,776 SH   DFND 1 18,776 0 0
STARTEK INC COM COM 85569C107 188 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 24 303 SH   DFND 1 2 303 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 111,981 1,386,402 SH   DFND 1 1,386,078 0 324
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STATE AUTO FINL CORP COM COM 855707105 2,016 86,059 SH   DFND 1 86,059 0 0
STATE AUTO FINL CORP COM COM 855707105 0 39 SH   DFND 1 2 39 0 0
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STATE STR CORP COM COM 857477103 210,463 3,130,991 SH   DFND 1 3,128,280 0 2,711
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 742 24,092 SH   DFND 1 17,891 0 6,201
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 389 12,643 SH   DFND 1 2 12,643 0 0
STEEL DYNAMICS INC COM COM 858119100 21,694 1,208,584 SH   DFND 1 1,208,384 0 200
STEELCASE INC CL A CL A 858155203 5,524 365,160 SH   DFND 1 365,160 0 0
STEELCASE INC CL A CL A 858155203 7 487 SH   DFND 1 2 487 0 0
STEIN MART INC COM COM 858375108 2,164 155,816 SH   DFND 1 155,816 0 0
STEINER LEISURE LTD ORD ORD P8744Y102 3,436 79,394 SH   DFND 1 79,394 0 0
STEMCELLS INC COM NEW 85857R204 424 209,025 SH   DFND 1 209,025 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 807 55,063 SH   DFND 1 55,063 0 0
STEPAN CO COM COM 858586100 6,053 114,511 SH   DFND 1 114,511 0 0
STEREOTAXIS INC COM COM NEW 85916J409 252 71,008 SH   DFND 1 71,008 0 0
STERICYCLE INC COM COM 858912108 73,006 616,871 SH   DFND 1 616,673 0 198
STERIS CORP COM COM 859152100 17,547 328,107 SH   DFND 1 328,107 0 0
STERIS CORP COM COM 859152100 1 34 SH   DFND 1 2 34 0 0
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STERLING CONSTRUCTION CO COM 859241101 1,030 109,836 SH   DFND 1 109,836 0 0
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STIFEL FINL CORP COM COM 860630102 15,697 331,519 SH   DFND 1 331,519 0 0
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STOCK YARDS BANCORP INC COM 861025104 1,762 58,948 SH   DFND 1 58,948 0 0
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STONEGATE BANK COM 861811107 240 9,562 SH   DFND 1 9,562 0 0
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STR HOLDINGS INC COM 78478V100 210 155,640 SH   DFND 1 155,640 0 0
STRAIGHT PATH COMM B CL B 862578101 457 44,847 SH   DFND 1 44,847 0 0
STRATASYS LTD SHS M85548101 3,393 29,862 SH   DFND 1 29,862 0 0
STRATEGIC GLOBAL INCM FD INC COM 862719101 306 32,832 PRN   DFND 1 2 32,832 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 23,451 2,002,719 SH   DFND 1 2,002,719 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 307 26,299 SH   DFND 1 2 26,299 0 0
STRATTEC SEC CORP COM COM 863111100 1,219 18,908 SH   DFND 1 18,908 0 0
STRAYER ED INC COM COM 863236105 242 4,612 SH   DFND 1 2 4,612 0 0
STRAYER ED INC COM COM 863236105 3,257 62,029 SH   DFND 1 62,029 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 243 50,830 SH   DFND 1 50,830 0 0
STRYKER CORP COM COM 863667101 7 92 SH   DFND 1 2 92 0 0
STRYKER CORP COM COM 863667101 178,556 2,118,949 SH   DFND 1 2,118,402 0 547
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STURM RUGER & CO INC COM COM 864159108 6,502 110,189 SH   DFND 1 110,189 0 0
STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 9,172 8,000,000 PRN   DFND 1 2 8,000,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 1,024 148,497 SH   DFND 1 148,497 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 99 14,351 SH   DFND 1 2 14,351 0 0
SUFFOLK BANCORP COM COM 864739107 1,421 63,728 SH   DFND 1 63,728 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 525 62,051 SH   DFND 1 50,186 0 11,865
SUMMER INFANT INC COM 865646103 210 73,083 SH   DFND 1 73,083 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 4,911 463,364 SH   DFND 1 463,364 0 0
SUN BANCORP INC COM COM 86663B102 1,020 254,371 SH   DFND 1 254,371 0 0
SUN COMMUNITIES INC COM COM 866674104 12,759 256,013 SH   DFND 1 256,013 0 0
SUN EDISON INC COM 86732Y109 28,285 1,251,568 SH   DFND 1 1,250,749 0 819
SUN HYDRAULICS CORP COM COM 866942105 5,522 136,018 SH   DFND 1 136,018 0 0
SUNCOKE ENERGY INC COM 86722A103 7,881 366,592 SH   DFND 1 366,592 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,258 192,967 SH   DFND 1 192,967 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 23 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 168 11,946 SH   DFND 1 11,946 0 0
SUNPOWER CORP COM 867652406 10,640 259,656 SH   DFND 1 259,499 0 157
SUNSTONE HOTEL INV INC -REDH COM 867892101 91 6,162 SH   DFND 1 2 6,162 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 19,908 1,333,453 SH   DFND 1 1,333,453 0 0
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SUNTRUST BKS INC COM COM 867914103 60 1,500 SH   DFND 1 2 1,500 0 0
SUPER MICRO COMPUTR INC COM 86800U104 7,352 290,948 SH   DFND 1 290,948 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 34 11,800 SH   DFND 1 11,800 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 29,557 818,068 SH   DFND 1 817,662 0 406
SUPERIOR INDS INTL INC COM COM 868168105 2,785 135,079 SH   DFND 1 134,429 0 650
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,541 140,739 SH   DFND 1 140,739 0 0
SUPERVALU INC COM COM 868536103 8,402 1,022,252 SH   DFND 1 1,022,159 0 93
SUPPORT.COM INC COM 86858W101 804 296,947 SH   DFND 1 296,947 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,953 67,187 SH   DFND 1 67,187 0 0
SURMODICS INC COM COM 868873100 2,149 100,344 SH   DFND 1 100,344 0 0
SUSQUEHANNA BANCSHARES INC COM COM 869099101 12,195 1,154,835 SH   DFND 1 1,154,835 0 0
SUSSER HOLDINGS CORP -REDH COM 869233106 7,909 97,987 SH   DFND 1 97,987 0 0
SVB FINANCIAL GROUP COM 78486Q101 30,998 265,808 SH   DFND 1 265,808 0 0
SWIFT ENERGY CO COM COM 870738101 2,918 224,835 SH   DFND 1 224,835 0 0
SWIFT TRANSN CO COM CL A 87074U101 13,845 548,765 SH   DFND 1 548,765 0 0
SWISHER HYGIENE INC COM NEW 870808300 250 58,150 SH   DFND 1 58,150 0 0
SWS GROUP INC COM COM 78503N107 1,021 140,338 SH   DFND 1 140,338 0 0
SYKES ENTERPRISES INC COM COM 871237103 4,663 214,599 SH   DFND 1 214,599 0 0
SYMANTEC CORP COM COM 871503108 123,821 5,410,110 SH   DFND 1 5,406,805 0 3,305
SYMANTEC CORP COM COM 871503108 157 6,858 SH   DFND 1 2 6,858 0 0
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SYMMETRY MEDICAL INC COM 871546206 1,707 192,715 SH   DFND 1 192,715 0 0
SYNACOR INC COM 871561106 177 69,392 SH   DFND 1 69,392 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 12,854 122,658 SH   DFND 1 122,581 0 77
SYNALLOY CP DEL COM COM 871565107 557 33,970 SH   DFND 1 33,970 0 0
SYNAPTICS INC COM COM 87157D109 175 1,940 SH   DFND 1 2 1,940 0 0
SYNAPTICS INC COM COM 87157D109 22,171 244,611 SH   DFND 1 244,611 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 6,413 183,446 SH   DFND 1 183,446 0 0
SYNERGETICS USA INC COM 87160G107 242 78,307 SH   DFND 1 78,307 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 1,986 488,121 SH   DFND 1 488,121 0 0
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SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 610 8,166 SH   DFND 1 7,126 0 1,040
SYNNEX CORP COM COM 87162W100 14,395 197,604 SH   DFND 1 197,604 0 0
SYNOPSYS INC COM COM 871607107 0 19 SH   DFND 1 2 19 0 0
SYNOPSYS INC COM COM 871607107 33,648 866,968 SH   DFND 1 866,619 0 349
SYNOVUS FINL CORP COM COM NEW 87161C501 17,328 710,755 SH   DFND 1 710,755 0 0
SYNTA PHARMA CORP-REDH COM 87162T206 1,593 389,640 SH   DFND 1 389,640 0 0
SYNTEL INC COM COM 87162H103 10,350 120,411 SH   DFND 1 120,411 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 454 241,569 SH   DFND 1 241,569 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 256 149,093 SH   DFND 1 149,093 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 371 55,307 SH   DFND 1 55,307 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 257 46,115 SH   DFND 1 46,115 0 0
SYSCO CORP COM COM 871829107 55 1,472 SH   DFND 1 2 1,472 0 0
SYSCO CORP COM COM 871829107 156,868 4,191,306 SH   DFND 1 4,188,017 0 3,289
SYSTEMAX INC COM COM 871851101 672 46,833 SH   DFND 1 46,833 0 0
T.G.C. INDUSTRIES INC COM NEW 872417308 368 67,554 SH   DFND 1 67,554 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 11,770 165,016 SH   DFND 1 165,016 0 0
TAHOE RESOURCES INC COM 873868103 1,169 44,647 SH   DFND 1 44,647 0 0
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 11,506 517,395 SH   DFND 1 517,295 0 100
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 353 15,894 SH   DFND 1 2 15,894 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 8,168 184,132 SH   DFND 1 183,093 0 1,039
TALISMAN ENERGY INC COM 2068299 2,348 222,198 SH   DFND 1 222,198 0 0
TALMER BANCORP INC CLASS A COM 87482X101 1,378 99,955 SH   DFND 1 99,955 0 0
TAMINCO CORP COM 87509U106 3,408 146,531 SH   DFND 1 146,531 0 0
TANDEM DIABETES CARE INC COM 875372104 864 53,150 SH   DFND 1 53,150 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 20,340 581,643 SH   DFND 1 581,643 0 0
TANGOE INC COM 87582Y108 3,082 204,664 SH   DFND 1 204,664 0 0
TARGA RESOURCES CORP COM 87612G101 20,163 144,466 SH   DFND 1 144,466 0 0
TARGACEPT INC COM 87611R306 783 173,669 SH   DFND 1 173,669 0 0
TARGET CORP COM COM 87612E106 198 3,431 SH   DFND 1 2 3,431 0 0
TARGET CORP COM COM 87612E106 275,744 4,761,023 SH   DFND 1 4,759,414 0 1,609
TASER INTL INC COM COM 87651B104 0 46 SH   DFND 1 2 46 0 0
TASER INTL INC COM COM 87651B104 5,876 441,841 SH   DFND 1 441,345 0 496
TAUBMAN CTRS INC COM COM 876664103 29,088 383,705 SH   DFND 1 383,705 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 1,734 81,117 SH   DFND 1 81,117 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 3,270 145,877 SH   DFND 1 145,877 0 0
TCF FINL CORP COM COM 872275102 14,816 905,081 SH   DFND 1 905,081 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 37,677 1,202,149 SH   DFND 1 1,201,223 0 926
TE CONNECTIVITY LTD REG SHS H84989104 172,046 2,783,925 SH   DFND 1 2,783,150 0 775
TEAM HEALTH HOLDINGS INC COM 87817A107 22,881 458,173 SH   DFND 1 458,173 0 0
TEAM INC COM 878155100 4,139 100,910 SH   DFND 1 100,910 0 0
TEARLAB CORP COM 878193101 601 123,416 SH   DFND 1 123,416 0 0
TECH DATA CORP COM COM 878237106 12,474 199,529 SH   DFND 1 199,529 0 0
TECH DATA CORP COM COM 878237106 365 5,844 SH   DFND 1 2 5,844 0 0
TECHNE CORP COM COM 878377100 16,344 176,562 SH   DFND 1 176,462 0 100
TECHTARGET INC -REDH COM 87874R100 1 131 SH   DFND 1 2 131 0 0
TECHTARGET INC -REDH COM 87874R100 567 64,361 SH   DFND 1 64,361 0 0
TECO ENERGY INC COM COM 872375100 28,533 1,544,686 SH   DFND 1 1,541,246 0 3,440
TECUMSEH PRODUCTS CO-CL B COM 878895309 425 83,639 SH   DFND 1 83,639 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 12,619 202,716 SH   DFND 1 202,716 0 0
TEEKAY TANKERS LTD CL A Y8565N102 192 44,891 SH   DFND 1 44,891 0 0
TEJON RANCH CO DEL COM COM 879080109 2,572 79,927 SH   DFND 1 79,927 0 0
TELECOM ARGENTINA STET FR TEL SPON ADR REP B 879273209 1,177 49,986 SH   DFND 1 2 49,986 0 0
TELECOMMUNICATION SYS INC CL A CL A 87929J103 67 20,514 SH   DFND 1 2 20,514 0 0
TELECOMMUNICATION SYS INC CL A CL A 87929J103 1,687 513,060 SH   DFND 1 513,060 0 0
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 207 10,125 SH   DFND 1 10,125 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 21,220 218,386 SH   DFND 1 218,386 0 0
TELEFLEX INC COM COM 879369106 23,039 218,179 SH   DFND 1 217,895 0 284
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 615 35,865 SH   DFND 1 35,140 0 725
TELENAV INV COM 879455103 579 101,920 SH   DFND 1 101,920 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 13,692 524,421 SH   DFND 1 524,421 0 0
TELETECH HOLDINGS INC COM COM 879939106 3,687 127,197 SH   DFND 1 127,197 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 17,678 296,125 SH   DFND 1 296,125 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 32,437 691,351 SH   DFND 1 691,351 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 474 10,100 SH   DFND 1 2 10,100 0 0
TENGASCO INC COM NEW 88033R205 33 75,817 SH   DFND 1 75,817 0 0
TENNANT CO COM COM 880345103 7,733 101,328 SH   DFND 1 101,328 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 23,381 355,889 SH   DFND 1 355,789 0 100
TERADATA CORP-REDH COM 88076W103 45,538 1,133,468 SH   DFND 1 1,132,815 0 653
TERADATA CORP-REDH COM 88076W103 0 6 SH   DFND 1 2 6 0 0
TERADYNE INC COM COM 880770102 20,044 1,022,660 SH   DFND 1 1,022,660 0 0
TERADYNE INC COM COM 880770102 12 614 SH   DFND 1 2 614 0 0
TEREX CORP NEW COM COM 880779103 23,186 564,152 SH   DFND 1 563,752 0 400
TERRENO REALTY CORP COM 88146M101 3,300 170,742 SH   DFND 1 170,742 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,034 49,548 SH   DFND 1 49,548 0 0
TESARO INC COM 881569107 3,443 110,697 SH   DFND 1 110,697 0 0
TESCO CORP COM 88157K101 1,122 52,613 SH   DFND 1 2 52,613 0 0
TESCO CORP COM 88157K101 6,965 326,399 SH   DFND 1 326,399 0 0
TESLA MOTORS INC COM 88160R101 104,261 434,417 SH   DFND 1 434,099 0 318
TESORO CORP COM COM 881609101 55,264 942,526 SH   DFND 1 942,086 0 440
TESORO CORP COM COM 881609101 1 21 SH   DFND 1 2 21 0 0
TESSCO TECHNOLOGIES INC COM 872386107 966 30,475 SH   DFND 1 30,475 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 6,317 286,128 SH   DFND 1 286,128 0 0
TETRA TECH INC NEW COM COM 88162G103 10,137 368,629 SH   DFND 1 368,629 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 4,966 421,641 SH   DFND 1 421,641 0 0
TETRALOGIC PHARMA CORP COM 88165U109 189 32,104 SH   DFND 1 32,104 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 1,169 86,680 SH   DFND 1 86,680 0 0
TEVA PHARM INDS -ADR ADR 881624209 5,193 99,079 SH   DFND 1 97,378 0 1,701
TEX 4 06/01/15 NOTE 4.000% 6/0 880779AV5 2,559 1,000,000 PRN   DFND 1 2 1,000,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 12,334 228,621 SH   DFND 1 228,621 0 0
TEXAS INDS INC COM COM 882491103 10,693 115,779 SH   DFND 1 115,763 0 16
TEXAS INSTRS INC COM COM 882508104 385,810 8,077,761 SH   DFND 1 8,073,161 0 4,600
TEXAS ROADHOUSE INC-CLASS A COM 882681109 9,109 350,366 SH   DFND 1 350,366 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 4,136 107,098 SH   DFND 1 105,704 0 1,394
TEXTRON INC COM COM 883203101 78,924 2,062,478 SH   DFND 1 2,061,842 0 636
TEXTURA CORP COM 883211104 2,174 91,970 SH   DFND 1 91,970 0 0
TFS FINANCIAL CORP COM 87240R107 8,138 570,702 SH   DFND 1 570,702 0 0
TG THERAPEUTICS INC COM 88322Q108 1,638 174,507 SH   DFND 1 174,507 0 0
THE BANCORP INC COM 05969A105 2,402 201,725 SH   DFND 1 201,725 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 426 12,561 SH   DFND 1 12,561 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 5 174 SH   DFND 1 2 174 0 0
THE NEW HOME CO INC COM 645370107 643 45,574 SH   DFND 1 45,574 0 0
THERAPEUTICS MD INC COM 88338N107 2,190 495,595 SH   DFND 1 494,117 0 1,478
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TIME INC COM 887228104 13,211 545,475 SH   DFND 1 545,360 0 115
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ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 22,832 277,361 SH   DFND 1 277,361 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 4,451 293,083 SH   DFND 1 293,083 0 0
ZENDESK INC COM 98936J101 1,252 72,039 SH   DFND 1 72,039 0 0
ZEP INC COM 98944B108 2,114 119,735 SH   DFND 1 119,735 0 0
ZHONE TECHNOLOGIES INC COM NEW 98950P884 286 92,564 SH   DFND 1 92,564 0 0
ZILLOW INC CL A 98954A107 17,575 122,964 SH   DFND 1 122,714 0 250
ZIMMER HLDGS INC COM COM 98956P102 128,569 1,238,643 SH   DFND 1 1,237,862 0 781
ZION OIL & GAS INC COM 989696109 297 143,483 SH   DFND 1 143,483 0 0
ZIONS BANCORPORATION COM COM 989701107 2 100 SH   DFND 1 2 100 0 0
ZIONS BANCORPORATION COM COM 989701107 40,845 1,386,569 SH   DFND 1 1,386,569 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,156 535,039 SH   DFND 1 535,039 0 0
ZIPREALTY INC COM 98974V107 161 53,378 SH   DFND 1 53,378 0 0
ZIX CORP COM COM 98974P100 938 274,318 SH   DFND 1 274,318 0 0
ZOE'S KITCHEN INC COM 98979J109 666 19,384 SH   DFND 1 19,384 0 0
ZOETIS INC CL A 98978V103 114,912 3,563,166 SH   DFND 1 3,562,303 0 863
ZOGENIX INC COM 98978L105 0 294 SH   DFND 1 2 294 0 0
ZOGENIX INC COM 98978L105 1,206 600,250 SH   DFND 1 600,250 0 0
ZULILY INC - CL A CL A 989774104 2,960 72,286 SH   DFND 1 72,286 0 0
ZUMIEZ INC COM 989817101 3,522 127,691 SH   DFND 1 127,691 0 0
ZUMIEZ INC COM 989817101 116 4,233 SH   DFND 1 2 4,233 0 0
ZYNGA INC CL A 98986T108 11,828 3,684,835 SH   DFND 1 3,684,835 0 0
ZYNGA INC CL A 98986T108 0 92 SH   DFND 1 2 92 0 0