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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COMCL A68243Q10627633,477SH DFND 33,47700
1347 CAP CORPCOM68245V1034,319450,540SH DFND1450,54000
1347 CAP CORPRIGHT 07/21/201668245V1111850,060SH DFND 50,06000
1347 CAP CORPRIGHT 07/21/201668245V111158450,540SH DFND1450,54000
1347 CAP CORP*W EXP 07/15/20268245V1291150,060SH DFND 50,06000
1347 CAP CORP*W EXP 07/15/20268245V12995450,540SH DFND1450,54000
22ND CENTY GROUP INCCOM90137F1032716,600SH DFND 16,60000
3-D SYS CORP DELCOM NEW88554D2052,53877,200SH DFND 77,20000
3M COCOM88579Y101149,445909,474SH DFND 909,47400
3M COCOM88579Y1018455,140SH OTR25,14000
A H BELO CORPCOM CL A00128210223522,600SH DFND 22,60000
AAON INCCOM PAR $0.00400036020647421,156SH DFND 21,15600
AAON INCCOM PAR $0.00400036020628912,900SH OTR212,90000
AARONS INCCOM PAR $0.500025353004,494147,013SH DFND 147,01300
ABAXIS INCCOM00256710584414,857SH DFND 14,85700
ABBOTT LABSCOM00282410070,5631,567,369SH DFND 1,567,36900
ABBVIE INCCOM00287Y109248,4483,796,576SH DFND 3,796,57600
ABBVIE INCCOM00287Y10913,834211,400SH OTR2211,40000
ABERCROMBIE & FITCH COCL A00289620713,449469,600SH DFND 469,60000
ABIOMED INCCOM00365410087322,935SH DFND 22,93500
ABRAXAS PETE CORPCOM0038301064,2341,440,106SH DFND 1,440,10600
ABRAXAS PETE CORPCOM0038301062,241762,400SH OTR2762,40000
ACADIA HEALTHCARE COMPANY INCOM00404A1092343,820SH DFND 3,82000
ACADIA PHARMACEUTICALS INCCOM0042251081,07233,774SH DFND 33,77400
ACADIA RLTY TRCOM SH BEN INT0042391091,56048,700SH DFND 48,70000
ACCELERATE DIAGNOSTICS INCCOM00430H10296450,243SH DFND 50,24300
ACCELERON PHARMA INCCOM00434H10873618,900SH DFND 18,90000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1016,23669,829SH DFND 69,82900
ACCESS MIDSTREAM PARTNERS LUNIT00434L1094778,793SH DFND18,79300
ACCO BRANDS CORPCOM00081T1083,028336,115SH DFND 336,11500
ACCO BRANDS CORPCOM00081T10863970,900SH OTR270,90000
ACCURAY INCCOM0043971059312,300SH DFND 12,30000
ACCURAY INCDEBT 3.500% 2/0004397AF2887575,000PRN DFND 575,00000
ACCURAY INCDEBT 3.500% 2/0004397AF26,0543,925,000PRN DFND13,925,00000
ACE LTDSHSH0023R1057,19362,610SH OTR262,61000
ACE LTDSHSH0023R10526,203228,090SH DFND 228,09000
ACETO CORPCOM00444610088840,910SH DFND 40,91000
ACHILLION PHARMACEUTICALS INCOM00448Q20194677,200SH DFND 77,20000
ACI WORLDWIDE INCCOM00449810123911,841SH DFND 11,84100
ACORDA THERAPEUTICS INCCOM00484M1061,85845,464SH DFND 45,46400
ACORDA THERAPEUTICS INCCOM00484M1061,41834,700SH OTR234,70000
ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA4173150,000PRN DFND 150,00000
ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA43,0342,625,000PRN DFND12,625,00000
ACTAVIS PLCSHSG0083B10822,11685,918SH DFND 85,91800
ACTIVISION BLIZZARD INCCOM00507V10938,0291,887,291SH DFND 1,887,29100
ACTUA CORPCOM00509410763234,200SH DFND 34,20000
ACTUATE CORPCOM00508B1023,743567,164SH DFND1567,16400
ACTUATE CORPCOM00508B10241963,439SH DFND 63,43900
ACUITY BRANDS INCCOM00508Y1028,10157,836SH DFND 57,83600
ACXIOM CORPCOM0051251098,276408,298SH DFND 408,29800
ADDUS HOMECARE CORPCOM0067391065,354220,581SH DFND 220,58100
ADDUS HOMECARE CORPCOM0067391062,439100,500SH OTR2100,50000
ADEPT TECHNOLOGY INCCOM NEW00685420222626,083SH DFND 26,08300
ADOBE SYS INCCOM00724F10113,699188,427SH DFND 188,42700
ADVANCE AUTO PARTS INCCOM00751Y10619,875124,782SH DFND 124,78200
ADVANCED EMISSIONS SOLUTS INCOM00770C10169030,281SH DFND 30,28100
ADVANCED ENERGY INDSCOM0079731003,598151,826SH DFND 151,82600
ADVANCED ENERGY INDSCOM00797310056623,900SH OTR223,90000
ADVANTAGE OIL & GAS LTDCOM00765F1013,022629,600SH DFND 629,60000
ADVENT CLAY CONV SEC INC FDCOM00763910738861,538SH DFND 61,53800
ADVENT CLAY CONV SEC INC FDCOM007639107997158,296SH DFND1158,29600
ADVENT CLAYMORE ENH GRW & INCOM00765E10439644,505SH DFND144,50500
ADVENT CLAYMORE ENH GRW & INCOM00765E10416718,785SH DFND 18,78500
ADVENT SOFTWARE INCCOM0079741083,00698,093SH DFND 98,09300
AECOM TECHNOLOGY CORP DELAWACOM00766T10015,499510,324SH DFND 510,32400
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA9233200,000PRN DFND 200,00000
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA91,3971,200,000PRN DFND11,200,00000
AEMETIS INCCOM NEW00770K2029015,600SH DFND 15,60000
AERCAP HOLDINGS NVSHSN009851063699,500SH DFND 9,50000
AERIE PHARMACEUTICALS INCCOM00771V10847616,300SH DFND 16,30000
AEROVIRONMENT INCCOM00807310859721,900SH OTR221,90000
AEROVIRONMENT INCCOM0080731082,49591,552SH DFND 91,55200
AES CORPCOM00130H10514,0541,020,610SH DFND 1,020,61000
AETNA INC NEWCOM00817Y108260,0352,927,338SH DFND 2,927,33800
AETNA INC NEWCOM00817Y1083,79342,700SH OTR242,70000
AFFYMETRIX INCCOM00826T1082,694272,898SH DFND 272,89800
AFFYMETRIX INCCOM00826T10880581,600SH OTR281,60000
AFFYMETRIX INCNOTE 4.000% 7/000826TAH1761425,000PRN DFND 425,00000
AFFYMETRIX INCNOTE 4.000% 7/000826TAH110,8306,050,000PRN DFND16,050,00000
AFLAC INCCOM00105510210,585173,274SH DFND 173,27400
AFLAC INCCOM0010551024,41172,200SH OTR272,20000
AGCO CORPCOM0010841026,496143,717SH DFND 143,71700
AGILENT TECHNOLOGIES INCCOM00846U1019,490231,793SH DFND 231,79300
AGIOS PHARMACEUTICALS INCCOM00847X1043032,700SH DFND 2,70000
AGL RES INCCOM00120410610,071184,755SH DFND 184,75500
AGNICO EAGLE MINES LTDCOM00847410818,797752,844SH DFND 752,84400
AGREE REALTY CORPCOM0084921001,75056,297SH DFND 56,29700
AGREE REALTY CORPCOM0084921002187,000SH OTR27,00000
AGRIUM INCCOM00891610823,917251,833SH DFND 251,83300
AIR LEASE CORPCL A00912X30265919,218SH DFND 19,21800
AIR METHODS CORPCOM PAR $.0600912830758613,300SH DFND 13,30000
AIR PRODS & CHEMS INCCOM0091581061,95213,531SH DFND 13,53100
AIR TRANSPORT SERVICES GRP ICOM00922R10532337,677SH DFND 37,67700
AIRCASTLE LTDCOMG0129K1042,449114,616SH DFND 114,61600
AIRCASTLE LTDCOMG0129K10438317,900SH OTR217,90000
AIRGAS INCCOM0093631026145,330SH DFND 5,33000
AK STL HLDG CORPCOM0015471083,711624,806SH DFND 624,80600
AK STL HLDG CORPCOM001547108912153,600SH OTR2153,60000
AKAMAI TECHNOLOGIES INCCOM00971T10193,3641,482,906SH DFND 1,482,90600
AKAMAI TECHNOLOGIES INCCOM00971T10192614,700SH OTR214,70000
AKORN INCCOM00972810692525,566SH DFND 25,56600
ALASKA AIR GROUP INCCOM01165910983,2391,392,884SH DFND 1,392,88400
ALASKA AIR GROUP INCCOM0116591093,22153,900SH OTR253,90000
ALBANY INTL CORPCL A0123481081,66143,724SH DFND 43,72400
ALBANY MOLECULAR RESH INCCOM01242310964039,320SH DFND 39,32000
ALBANY MOLECULAR RESH INCNOTE 2.250%11/1012423AB5363300,000PRN DFND 300,00000
ALBANY MOLECULAR RESH INCNOTE 2.250%11/1012423AB52,2071,825,000PRN DFND11,825,00000
ALBEMARLE CORPCOM0126531013,13552,135SH DFND 52,13500
ALCOA INCCOM0138171015,729362,851SH DFND 362,85100
ALCOA INCDEP SHS 1/10TH01381730927,273536,400SH DFND1536,40000
ALERE INCCOM01449J1053509,200SH OTR29,20000
ALERE INCCOM01449J1054,764125,367SH DFND 125,36700
ALEXANDER & BALDWIN INC NEWCOM0144911041,55139,500SH DFND 39,50000
ALEXANDERS INCCOM0147521096991,600SH DFND 1,60000
ALEXANDRIA REAL ESTATE EQ INCOM0152711095,18458,423SH DFND 58,42300
ALEXION PHARMACEUTICALS INCCOM015351109134,911729,129SH DFND 729,12900
ALEXION PHARMACEUTICALS INCCOM0153511091,4067,600SH OTR27,60000
ALIGN TECHNOLOGY INCCOM0162551011,04218,641SH DFND 18,64100
ALIMERA SCIENCES INCCOM01625910329352,900SH DFND 52,90000
ALKERMES PLCSHSG017671051,30922,346SH DFND 22,34600
ALLEGHANY CORP DELCOM0171751001,9174,135SH DFND 4,13500
ALLEGIANT TRAVEL COCOM01748X1022411,600SH OTR21,60000
ALLEGIANT TRAVEL COCOM01748X1021,65811,029SH DFND 11,02900
ALLEGION PUB LTD COORD SHSG0176J1091,74131,400SH DFND 31,40000
ALLEGION PUB LTD COORD SHSG0176J1095039,073SH DFND19,07300
ALLERGAN INCCOM01849010256,648266,467SH DFND 266,46700
ALLERGAN INCCOM018490102115,615543,842SH DFND1543,84200
ALLERGAN INCCOM0184901023,04014,300SH OTR214,30000
ALLIANCE CALIF MUN INCOME FDCOM01854610124518,081SH DFND118,08100
ALLIANCE DATA SYSTEMS CORPCOM0185811081,7085,972SH DFND 5,97200
ALLIANCE DATA SYSTEMS CORPCOM018581108271947SH OTR294700
ALLIANCE FIBER OPTIC PRODS ICOM NEW0186803061,879129,500SH OTR2129,50000
ALLIANCE FIBER OPTIC PRODS ICOM NEW0186803062,825194,667SH DFND 194,66700
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630130714,617SH DFND 14,61700
ALLIANT ENERGY CORPCOM0188021083325,000SH OTR25,00000
ALLIANT ENERGY CORPCOM01880210826,729402,428SH DFND 402,42800
ALLIANT TECHSYSTEMS INCCOM01880410424,859213,844SH DFND 213,84400
ALLIANT TECHSYSTEMS INCCOM0188041041,36111,705SH OTR211,70500
ALLIED WRLD ASSUR COM HLDG ASHSH0153110422,516593,775SH DFND 593,77500
ALLIED WRLD ASSUR COM HLDG ASHSH015311043,28986,736SH OTR286,73600
ALLISON TRANSMISSION HLDGS ICOM01973R1011,16634,400SH DFND 34,40000
ALLSTATE CORPCOM020002101126,3861,799,083SH DFND 1,799,08300
ALLSTATE CORPCOM0200021013,05643,500SH OTR243,50000
ALLY FINL INCCOM02005N1002038,600SH DFND 8,60000
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,78218,369SH DFND 18,36900
ALON USA ENERGY INCCOM0205201021,542121,741SH DFND 121,74100
ALON USA ENERGY INCCOM02052010235327,900SH OTR227,90000
ALPHA NATURAL RESOURCES INCCOM02076X1022,0571,231,461SH DFND 1,246,56100
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF937100,000PRN DFND 100,00000
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF99652,600,000PRN DFND12,600,00000
ALPINE GLOBAL DYNAMIC DIVD FCOM NEW02082E20519419,744SH DFND 19,74400
ALPINE GLOBAL DYNAMIC DIVD FCOM NEW02082E20532032,518SH DFND132,51800
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A10371599,119SH DFND 99,11900
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A1031,313182,106SH DFND1182,10600
ALTISOURCE RESIDENTIAL CORPCL B02153W1001,13158,274SH DFND 58,27400
ALTISOURCE RESIDENTIAL CORPCL B02153W10030315,600SH OTR215,60000
ALTRA INDL MOTION CORPCOM02208R1062298,069SH DFND 8,06900
ALTRIA GROUP INCCOM02209S103100,3362,036,449SH DFND 2,036,44900
ALTRIA GROUP INCCOM02209S1033,60273,100SH OTR273,10000
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610927624,000SH DFND 24,00000
AMAG PHARMACEUTICALS INCCOM00163U1064229,900SH DFND 9,90000
AMAZON COM INCCOM0231351064,41614,228SH DFND 14,22800
AMBAC FINL GROUP INCCOM NEW02313988481033,047SH DFND 33,04700
AMBARELLA INCSHSG037AX1011,55830,722SH DFND 30,72200
AMBEV SASPONSORED ADR02319V10342,6006,848,900SH DFND 6,848,90000
AMC NETWORKS INCCL A00164V1034937,733SH DFND 7,73300
AMDOCS LTDSHSG0260210334,244733,981SH DFND 733,98100
AMEDISYS INCCOM02343610876826,176SH DFND 26,17600
AMER RLTY CAP HEALTHCAR TR ICOM02917R10892,5397,776,387SH DFND17,776,38700
AMER RLTY CAP HEALTHCAR TR ICOM02917R1088,136683,667SH DFND 683,66700
AMERCOCOM0235861003,18411,200SH OTR211,20000
AMERCOCOM02358610012,47943,900SH DFND 43,90000
AMEREN CORPCOM02360810245,597988,442SH DFND 988,44200
AMEREN CORPCOM0236081023607,800SH OTR27,80000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W105239,18410,783,787SH DFND 10,783,78700
AMERICAN AIRLS GROUP INCCOM02376R10227,101505,329SH DFND 505,32900
AMERICAN ASSETS TR INCCOM0240131041,50537,800SH DFND 37,80000
AMERICAN CAMPUS CMNTYS INCCOM02483510050512,200SH DFND 12,20000
AMERICAN CAP LTDCOM02503Y1036,193423,885SH DFND 423,88500
AMERICAN CAPITAL AGENCY CORPCOM02503X10540418,500SH DFND 18,50000
AMERICAN EAGLE OUTFITTERS NECOM02553E1066,067437,100SH DFND 437,10000
AMERICAN ELEC PWR INCCOM025537101249,3934,107,271SH DFND 4,107,27100
AMERICAN ELEC PWR INCCOM02553710116,467271,200SH OTR2271,20000
AMERICAN EQTY INVT LIFE HLDCOM02567620652317,915SH DFND 17,91500
AMERICAN EXPRESS COCOM02581610946,473499,493SH DFND 499,49300
AMERICAN FINL GROUP INC OHIOCOM02593210444,559733,849SH DFND 733,84900
AMERICAN FINL GROUP INC OHIOCOM0259321047,529124,000SH OTR2124,00000
AMERICAN INTL GROUP INCCOM NEW02687478440,474722,628SH DFND 722,62800
AMERICAN PUBLIC EDUCATION INCOM02913V10347012,758SH DFND 12,75800
AMERICAN RAILCAR INDS INCCOM02916P10399819,379SH DFND 19,37900
AMERICAN RLTY CAP PPTYS INCCOM02917T1041,695187,299SH DFND 187,29900
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA229,95032,400,000PRN DFND132,400,00000
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB092100,000PRN DFND 100,00000
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB09,49510,314,000PRN DFND110,314,00000
AMERICAN SCIENCE & ENGR INCCOM02942910757211,027SH DFND 11,02700
AMERICAN STS WTR COCOM0298991011,31134,800SH OTR234,80000
AMERICAN STS WTR COCOM0298991019,208244,505SH DFND 244,50500
AMERICAN TOWER CORP NEWCOM03027X10056,378570,338SH DFND 570,33800
AMERICAN TOWER CORP NEWCOM03027X1002,19422,200SH OTR222,20000
AMERICAN WOODMARK CORPCOM0305061091,39434,459SH DFND 34,45900
AMERICAN WOODMARK CORPCOM0305061091,03125,500SH OTR225,50000
AMERICAN WTR WKS CO INC NEWCOM03042010317,543329,138SH DFND 329,13800
AMERIGAS PARTNERS L PUNIT L P INT0309751064298,953SH DFND18,95300
AMERIPRISE FINL INCCOM03076C106132,7591,003,850SH DFND 1,003,85000
AMERIPRISE FINL INCCOM03076C1061,95714,800SH OTR214,80000
AMERIS BANCORPCOM03076K10842516,571SH DFND 16,57100
AMERISAFE INCCOM03071H1001,11926,415SH DFND 26,41500
AMERISOURCEBERGEN CORPCOM03073E10535,948398,715SH DFND 398,71500
AMETEK INC NEWCOM0311001004508,554SH DFND 8,55400
AMGEN INCCOM031162100147,186924,011SH DFND 924,01100
AMGEN INCCOM0311621005943,730SH OTR23,73000
AMICUS THERAPEUTICS INCCOM03152W10960272,400SH DFND 72,40000
AMKOR TECHNOLOGY INCCOM0316521005,422763,648SH DFND 763,64800
AMKOR TECHNOLOGY INCCOM0316521001,786251,500SH OTR2251,50000
AMN HEALTHCARE SERVICES INCCOM00174410127714,143SH DFND 14,14300
AMPHENOL CORP NEWCL A03209510195017,653SH DFND 17,65300
AMREIT INC NEWCL B03216B20893935,364SH DFND 35,36400
AMREIT INC NEWCL B03216B2089,048340,914SH DFND1340,91400
AMSURG CORPCOM03232P4051,41425,843SH DFND 25,84300
AMSURG CORPCOM03232P4053676,700SH OTR26,70000
AMSURG CORPPFD CNV SR A-1 %03232P50410,49592,875SH DFND192,87500
AMTRUST FINL SVCS INCCOM0323593091,03618,411SH DFND 18,41100
ANACOR PHARMACEUTICALS INCCOM0324201011,29140,030SH DFND 40,03000
ANADARKO PETE CORPCOM03251110799,3151,203,824SH DFND 1,203,82400
ANALOG DEVICES INCCOM0326541052,59146,662SH DFND 46,66200
ANALOGIC CORPCOM PAR $0.050326572072593,062SH DFND 3,06200
ANDERSONS INCCOM0341641036,227117,181SH DFND 117,18100
ANDERSONS INCCOM0341641031,83934,600SH OTR234,60000
ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282062,898333,100SH DFND 333,10000
ANI PHARMACEUTICALS INCCOM00182C1032,17738,600SH OTR238,60000
ANI PHARMACEUTICALS INCCOM00182C1033,85268,305SH DFND 68,30500
ANI PHARMACEUTICALS INCNOTE 3.000%12/000182CAA1211200,000PRN DFND 200,00000
ANI PHARMACEUTICALS INCNOTE 3.000%12/000182CAA1343325,000PRN DFND1325,00000
ANIKA THERAPEUTICS INCCOM0352551085,669139,152SH DFND 139,15200
ANIKA THERAPEUTICS INCCOM0352551083,46385,000SH OTR285,00000
ANIXTER INTL INCCOM0352901054,50350,899SH DFND 50,89900
ANIXTER INTL INCCOM0352901051,86721,100SH OTR221,10000
ANN INCCOM03562310722,989630,192SH DFND 630,19200
ANNALY CAP MGMT INCCOM0357104096,770626,254SH DFND 626,25400
ANNALY CAP MGMT INCCOM03571040980073,970SH OTR273,97000
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB8503500,000PRN DFND 500,00000
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB838,74138,500,000PRN DFND138,500,00000
ANSYS INCCOM03662Q1052,19626,785SH DFND 26,78500
ANTHEM INCCOM03675210314,987119,260SH OTR2119,26000
ANTHEM INCCOM036752103233,3871,857,139SH DFND 1,857,13900
AOL INCCOM00184X10510,108218,936SH DFND 218,93600
AON PLCSHS CL AG0408V102109,1871,151,400SH DFND 1,151,40000
APACHE CORPCOM03741110541,075655,420SH DFND 655,42000
APARTMENT INVT & MGMT COCL A03748R1011,12930,400SH DFND 30,40000
APCO OIL & GAS INTERNATIONALSHSG0471F1091,10878,940SH DFND 78,94000
APCO OIL & GAS INTERNATIONALSHSG0471F1095,778411,834SH DFND1411,83400
APOGEE ENTERPRISES INCCOM03759810982119,371SH DFND 19,37100
APOLLO ED GROUP INCCL A03760410559,7171,750,728SH DFND 1,750,72800
APOLLO ED GROUP INCCL A0376041057,156209,800SH OTR2209,80000
APOLLO RESIDENTIAL MTG INCCOM03763V10238324,300SH DFND 24,30000
APOLLO SR FLOATING RATE FD ICOM03763610721913,183SH DFND 13,18300
APOLLO SR FLOATING RATE FD ICOM03763610735121,132SH DFND121,13200
APPLE INCCOM037833100676,6426,130,115SH DFND 6,130,11500
APPLE INCCOM03783310025,745233,240SH OTR2233,24000
APPLIED INDL TECHNOLOGIES INCOM03820C10562313,664SH DFND 13,66400
APPLIED MATLS INCCOM03822210510,440418,958SH DFND 418,95800
AQUA AMERICA INCCOM03836W10393935,153SH DFND 35,15300
AR CAP ACQUISITION CORPCOM00191R10914,5501,500,000SH DFND11,500,00000
AR CAP ACQUISITION CORP*W EXP 10/06/20100191R117180750,000SH DFND1750,00000
ARC DOCUMENT SOLUTIONS INCCOM00191G10347546,457SH DFND 46,45700
ARC GROUP WORLDWIDE INCCOM00213H10538237,650SH DFND 37,65000
ARCBEST CORPCOM03937C1056,413138,296SH DFND 138,29600
ARCBEST CORPCOM03937C1051,33528,800SH OTR228,80000
ARCH CAP GROUP LTDORDG0450A1057,876133,261SH DFND 133,26100
ARCHER DANIELS MIDLAND COCOM039483102347,3896,680,567SH DFND 6,680,56700
ARCHER DANIELS MIDLAND COCOM03948310216,630319,800SH OTR2319,80000
ARCTIC CAT INCCOM0396701043479,766SH DFND 9,76600
ARENA PHARMACEUTICALS INCCOM040047102426122,761SH DFND 122,76100
ARES CAP CORPCOM04010L10316910,800SH DFND 10,80000
ARES CAP CORPNOTE 5.750% 2/004010LAB94,5774,425,000PRN DFND14,425,00000
ARES DYNAMIC CR ALLOCATION FCOM04014F10245528,773SH DFND 28,77300
ARES DYNAMIC CR ALLOCATION FCOM04014F10271845,383SH DFND145,38300
ARGAN INCCOM04010E1091,38941,300SH OTR241,30000
ARGAN INCCOM04010E1096,308187,515SH DFND 187,51500
ARGO GROUP INTL HLDGS LTDCOMG0464B10712,523225,765SH DFND 225,76500
ARGO GROUP INTL HLDGS LTDCOMG0464B1072,68848,460SH OTR248,46000
ARIAD PHARMACEUTICALS INCCOM04033A1004,962722,296SH DFND 722,29600
ARK RESTAURANTS CORPCOM04071210163828,335SH DFND 28,33500
ARK RESTAURANTS CORPCOM0407121011,89584,120SH DFND184,12000
ARLINGTON ASSET INVT CORPCL A NEW04135620597936,800SH DFND 36,80000
ARMOUR RESIDENTIAL REIT INCCOM042315101589160,100SH DFND 160,10000
AROTECH CORPCOM NEW042682203263113,500SH DFND 113,50000
ARRIS GROUP INC NEWCOM04270V10631,6831,049,437SH DFND 1,049,43700
ARRIS GROUP INC NEWCOM04270V1063,348110,900SH OTR2110,90000
ARROW ELECTRS INCCOM04273510050,633874,634SH DFND 874,63400
ARROWHEAD RESH CORPCOM NEW0427972091,247169,000SH OTR2169,00000
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ARUBA NETWORKS INCCOM04317610693751,536SH DFND 51,53600
ARVINMERITOR INCFRNT 4.625% 3/0043353AF82,0212,000,000PRN DFND12,000,00000
ASBURY AUTOMOTIVE GROUP INCCOM0434361042,45032,270SH DFND 32,27000
ASCENA RETAIL GROUP INCCOM04351G10185367,900SH DFND 67,90000
ASHFORD HOSPITALITY TR INCCOM SHS0441031091,823173,974SH DFND 173,97400
ASHFORD HOSPITALITY TR INCCOM SHS04410310913012,400SH OTR212,40000
ASHLAND INC NEWCOM0442091041,93016,118SH DFND 16,11800
ASPEN INSURANCE HOLDINGS LTDSHSG053841056,527149,131SH DFND 149,13100
ASPEN TECHNOLOGY INCCOM0453271031,46741,880SH DFND 41,88000
ASPEN TECHNOLOGY INCCOM0453271031,61446,100SH OTR246,10000
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ASSOCIATED BANC CORP*W EXP 11/21/2010454871136422,241SH DFND122,24100
ASSOCIATED ESTATES RLTY CORPCOM0456041053,588154,579SH DFND 154,57900
ASSURANT INCCOM04621X1086,913101,030SH OTR2101,03000
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ASSURED GUARANTY LTDCOMG0585R1068,091311,320SH DFND 311,32000
ASTORIA FINL CORPCOM04626510422616,900SH DFND 16,90000
ASTRONICS CORPCOM0464331081,02418,515SH DFND 18,51500
AT&T INCCOM00206R102166,2544,949,498SH DFND 4,949,49800
ATHENAHEALTH INCCOM04685W1031,1397,817SH DFND 7,81700
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ATMEL CORPCOM04951310433,1723,951,415SH DFND 3,951,41500
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AUTODESK INCCOM05276910625,437423,526SH DFND 423,52600
AUTOLIV INCCOM05280010930,354286,032SH DFND 286,03200
AUTOMATIC DATA PROCESSING INCOM05301510310,793129,458SH DFND 129,45800
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AV HOMES INCNOTE 7.500% 2/100234PAB810,03610,055,000PRN DFND110,055,00000
AV HOMES INCNOTE 7.500% 2/100234PAB8304305,000PRN DFND 305,00000
AVAGO TECHNOLOGIES LTDSHSY0486S10428,325281,593SH DFND 281,59300
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AVATAR HLDGS INCNOTE 7.500% 2/1053494AG51,0461,045,000PRN DFND 1,045,00000
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AVG TECHNOLOGIES N VSHSN078311053,010152,503SH DFND 152,50300
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AVIV REIT INC MDCOM05381L10129,084843,506SH DFND1843,50600
AVNET INCCOM05380710328,310658,062SH DFND 658,06200
AVON PRODS INCCOM05430310216017,000SH DFND 17,00000
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AXCELIS TECHNOLOGIES INCCOM054540109453177,009SH DFND 177,00900
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AXIALL CORPCOM05463D10084920,000SH OTR220,00000
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BASIC ENERGY SVCS INC NEWCOM06985P1008311,800SH OTR211,80000
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BRF SASPONSORED ADR10552T1072,519107,900SH DFND 107,90000
BRIGHT HORIZONS FAM SOL IN DCOM10919410055511,800SH DFND 11,80000
BRIGHT HORIZONS FAM SOL IN DCOM1091941002,13945,500SH DFND145,50000
BRIGHTCOVE INCCOM10921T10152066,775SH DFND 66,77500
BRIGHTCOVE INCCOM10921T10150364,600SH OTR264,60000
BRINKER INTL INCCOM10964110016,414279,678SH DFND 279,67800
BRISTOL MYERS SQUIBB COCOM11012210824,898421,779SH DFND 421,77900
BRISTOW GROUP INCCOM1103941031,04215,838SH DFND 15,83800
BRISTOW GROUP INCCOM1103941035598,500SH OTR28,50000
BROADCOM CORPCL A111320107235,5265,435,637SH DFND 5,435,63700
BROADCOM CORPCL A1113201075,477126,400SH OTR2126,40000
BROADRIDGE FINL SOLUTIONS INCOM11133T10337,593814,050SH DFND 814,05000
BROADRIDGE FINL SOLUTIONS INCOM11133T10371115,400SH OTR215,40000
BROADWIND ENERGY INCCOM NEW11161T20711621,475SH DFND 21,47500
BROCADE COMMUNICATIONS SYS ICOM NEW111621306169,96114,354,778SH DFND 14,354,77800
BROCADE COMMUNICATIONS SYS ICOM NEW11162130615,7411,329,500SH OTR21,329,50000
BROOKDALE SR LIVING INCCOM11246310471719,556SH DFND 19,55600
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510425,967516,602SH DFND 516,60200
BROOKFIELD RESIDENTIAL PPTYSCOM11283W10432813,642SH DFND113,64200
BROOKS AUTOMATION INCCOM11434010292772,700SH DFND 72,70000
BROWN & BROWN INCCOM1152361015,651171,700SH DFND 171,70000
BROWN FORMAN CORPCL B11563720918,117206,247SH DFND 206,24700
BROWN SHOE INC NEWCOM11573610098130,500SH OTR230,50000
BROWN SHOE INC NEWCOM1157361003,889120,956SH DFND 120,95600
BRUKER CORPCOM1167941081,51777,300SH DFND 77,30000
BRUNSWICK CORPCOM1170431091,85736,223SH DFND 36,22300
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301014105,416SH DFND15,41600
BUCKLE INCCOM11844010668413,027SH DFND 13,02700
BUFFALO WILD WINGS INCCOM1198481096463,581SH DFND 3,58100
BUFFALO WILD WINGS INCCOM1198481096853,800SH OTR23,80000
BUILD A BEAR WORKSHOPCOM12007610467533,600SH DFND 33,60000
BUILDERS FIRSTSOURCE INCCOM12008R1078011,700SH DFND 11,70000
BUNGE LIMITEDCOMG1696210532,033352,364SH DFND 352,36400
BURLINGTON STORES INCCOM1220171064218,900SH DFND 8,90000
C B PHARMA ACQUISITION CORPUNIT 99/99/9999G2029P1003,511350,000SH DFND1350,00000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2094,62261,714SH DFND 61,71400
C&J ENERGY SVCS INCCOM12467B30423918,100SH DFND 18,10000
CA INCCOM12673P10555,3481,817,672SH DFND 1,817,67200
CABELAS INCCOM12680430158511,102SH DFND 11,10200
CABLEVISION SYS CORPCL A NY CABLVS12686C1092,621127,000SH DFND 127,00000
CABOT CORPCOM1270551019,301212,052SH DFND 212,05200
CABOT MICROELECTRONICS CORPCOM12709P1031,62934,419SH DFND 34,41900
CABOT MICROELECTRONICS CORPCOM12709P1031,20225,400SH OTR225,40000
CACI INTL INCCL A1271903045306,152SH DFND 6,15200
CADENCE DESIGN SYSTEM INCCOM1273871081,01153,300SH DFND 53,30000
CAE INCCOM1247651081,755134,800SH DFND 134,80000
CAI INTERNATIONAL INCCOM12477X10644819,300SH DFND 19,30000
CAL MAINE FOODS INCCOM NEW1280302021,44437,002SH DFND 37,00200
CALAMP CORPCOM12812610928015,308SH DFND 15,30800
CALAVO GROWERS INCCOM12824610570014,800SH DFND 14,80000
CALGON CARBON CORPCOM12960310635517,082SH DFND 17,08200
CALGON CARBON CORPCOM12960310699748,000SH OTR248,00000
CALIFORNIA RES CORPCOM13057Q107962174,614SH DFND 174,61400
CALIFORNIA RES CORPCOM13057Q107727131,900SH OTR2131,90000
CALIFORNIA WTR SVC GROUPCOM1307881021,18948,300SH DFND 48,30000
CALIFORNIA WTR SVC GROUPCOM13078810248719,800SH OTR219,80000
CALIX INCCOM13100M5093,429342,250SH DFND 342,25000
CALIX INCCOM13100M50981281,000SH OTR281,00000
CALLIDUS SOFTWARE INCCOM13123E50077347,314SH DFND 47,31400
CALLON PETE CO DELCOM13123X10232158,900SH OTR258,90000
CALLON PETE CO DELCOM13123X1021,108203,268SH DFND 203,26800
CALPINE CORPCOM NEW13134730449922,544SH DFND 22,54400
CAMBREX CORPCOM1320111074,033186,539SH DFND 186,53900
CAMBREX CORPCOM1320111072,772128,200SH OTR2128,20000
CAMBRIDGE CAP ACQUISITION COCOM13215Q10615,6821,584,000SH DFND11,584,00000
CAMBRIDGE CAP ACQUISITION CO*W EXP 12/17/20113215Q11455176,000SH DFND 176,00000
CAMBRIDGE CAP ACQUISITION CO*W EXP 12/17/20113215Q1144911,584,000SH DFND11,584,00000
CAMDEN PPTY TRSH BEN INT1331311026,69290,627SH DFND 90,62700
CAMECO CORPCOM13321L10838423,400SH DFND 23,40000
CAMERON INTERNATIONAL CORPCOM13342B10510,442209,056SH DFND 209,05600
CAMPBELL SOUP COCOM1344291092,06446,900SH DFND 46,90000
CANADIAN NAT RES LTDCOM13638510150,2931,621,797SH DFND 1,621,79700
CANADIAN NATL RY COCOM13637510293,3281,353,919SH DFND 1,353,91900
CANADIAN PAC RY LTDCOM13645T10027,633143,046SH DFND 143,04600
CANTEL MEDICAL CORPCOM13809810853012,250SH OTR212,25000
CANTEL MEDICAL CORPCOM13809810893821,684SH DFND 21,68400
CAPELLA EDUCATION COMPANYCOM1395941051,78323,173SH DFND 23,17300
CAPITAL BK FINL CORPCL A COM1397941018,220306,716SH DFND 306,71600
CAPITAL BK FINL CORPCL A COM1397941011,82568,100SH OTR268,10000
CAPITAL ONE FINL CORPCOM14040H105158,2861,917,454SH DFND 1,917,45400
CAPITAL ONE FINL CORPCOM14040H1052,01424,400SH OTR224,40000
CAPITOL ACQUISITION CORP IICOM14056V1051,778179,995SH DFND 179,99500
CAPITOL ACQUISITION CORP IICOM14056V10515,8271,601,905SH DFND11,601,90500
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V113433801,000SH DFND1801,00000
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V1134990,000SH DFND 90,00000
CAPITOL FED FINL INCCOM14057J10134026,600SH DFND 26,60000
CAPSTEAD MTG CORPCOM NO PAR14067E50612910,500SH DFND 10,50000
CARBO CERAMICS INCCOM1407811053528,800SH DFND 8,80000
CARDINAL HEALTH INCCOM14149Y108186,9762,316,068SH DFND 2,316,06800
CARDINAL HEALTH INCCOM14149Y1082,15726,720SH OTR226,72000
CARDTRONICS INCCOM14161H1082185,638SH DFND 5,63800
CAREER EDUCATION CORPCOM14166510912,6211,813,357SH DFND 1,813,35700
CAREER EDUCATION CORPCOM141665109942135,400SH OTR2135,40000
CAREFUSION CORPCOM14170T10139,883672,114SH DFND 672,11400
CAREFUSION CORPCOM14170T101119,2562,009,714SH DFND12,009,71400
CARETRUST REIT INCCOM14174T10714111,436SH OTR211,43600
CARETRUST REIT INCCOM14174T10773159,315SH DFND 59,31500
CARLISLE COS INCCOM14233910012,200135,192SH DFND 135,19200
CARMIKE CINEMAS INCCOM14343640041015,600SH OTR215,60000
CARNIVAL CORPPAIRED CTF14365830016,905372,930SH DFND 372,93000
CARNIVAL CORPPAIRED CTF1436583002816,200SH OTR26,20000
CARPENTER TECHNOLOGY CORPCOM1442851033006,100SH DFND 6,10000
CARRIAGE SVCS INCCOM14390510729013,852SH DFND 13,85200
CARTER INCCOM1462291093,95445,291SH DFND 45,29100
CASEYS GEN STORES INCCOM1475281035335,900SH DFND 5,90000
CASEYS GEN STORES INCCOM1475281034344,800SH OTR24,80000
CASTLE A M & CONOTE 7.000%12/1148411AF8103100,000PRN DFND 100,00000
CASTLE A M & CONOTE 7.000%12/1148411AF81,4901,450,000PRN DFND11,450,00000
CASTLE BRANDS INCCOM1484351002414,700SH DFND 14,70000
CATALYST PHARM PARTNERS INCCOM14888U101626210,882SH DFND 210,88200
CATAMARAN CORPCOM14888710210,042193,540SH DFND 193,54000
CATERPILLAR INC DELCOM14912310121,699237,074SH DFND 237,07400
CATHAY GEN BANCORPCOM1491501041,19346,601SH DFND 46,60100
CATHAY GEN BANCORPCOM14915010432012,500SH OTR212,50000
CATO CORP NEWCL A1492051064,433105,098SH DFND 105,09800
CATO CORP NEWCL A14920510642610,100SH OTR210,10000
CAVCO INDS INC DELCOM1495681074445,600SH DFND 5,60000
CBIZ INCCOM12480510212714,813SH DFND 14,81300
CBL & ASSOC PPTYS INCCOM12483010037719,400SH DFND 19,40000
CBOE HLDGS INCCOM12503M1087,696121,356SH DFND 121,35600
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,399155,595SH DFND1155,59500
CBRE CLARION GLOBAL REAL ESTCOM12504G10028932,146SH DFND 32,14600
CBRE GROUP INCCL A12504L1092,23965,360SH DFND 65,36000
CBRE GROUP INCCL A12504L10967519,700SH OTR219,70000
CBS CORP NEWCL B12485720215,794285,401SH DFND 285,40100
CBS CORP NEWCL B12485720210,282185,799SH DFND1185,79900
CDK GLOBAL INCCOM12508E1012706,619SH DFND 6,61900
CDK GLOBAL INCCOM12508E10114,648359,383SH DFND1359,38300
CDN IMPERIAL BK COMM TORONTOCOM136069101118,9451,379,895SH DFND 1,379,89500
CDW CORPCOM12514G1082,04058,000SH DFND 58,00000
CDW CORPCOM12514G10836610,400SH OTR210,40000
CEDAR REALTY TRUST INCCOM NEW1506022092,263308,276SH DFND 308,27600
CEDAR REALTY TRUST INCCOM NEW15060220940154,600SH OTR254,60000
CELANESE CORP DELCOM SER A1508701035,11285,261SH DFND 85,26100
CELESTICA INCSUB VTG SHS15101Q1084,004339,769SH DFND 339,76900
CELGENE CORPCOM151020104131,5201,175,753SH DFND 1,175,75300
CELLDEX THERAPEUTICS INC NEWCOM15117B10344724,466SH DFND 24,46600
CELLDEX THERAPEUTICS INC NEWCOM15117B10333418,300SH OTR218,30000
CEMEX SAB DE CVSPON ADR NEW15129088923,7682,332,500SH DFND 2,332,50000
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB829,28225,175,000PRN DFND125,175,00000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC6242200,000PRN DFND 200,00000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC610,5118,700,000PRN DFND18,700,00000
CEMPRA INCCOM15130J1092279,659SH DFND 9,65900
CENOVUS ENERGY INCCOM15135U10915,899768,309SH DFND 768,30900
CENTENE CORP DELCOM15135B10113,094126,089SH DFND 126,08900
CENTERPOINT ENERGY INCCOM15189T10710,535449,649SH DFND 449,64900
CENTRAL SECS CORPCOM15512310237617,096SH DFND 17,09600
CENTRAL SECS CORPCOM1551231021,56871,384SH DFND171,38400
CENTRUS ENERGY CORPCL A15643U10412128,185SH DFND 28,18500
CENTRUS ENERGY CORPCL A15643U1041,216282,866SH DFND1282,86600
CENTURY ALUM COCOM1564311081,87476,800SH DFND 76,80000
CENTURY CASINOS INCCOM15649210020139,889SH DFND 39,88900
CENTURYLINK INCCOM15670010611,202283,016SH DFND 283,01600
CENVEO CORPNOTE 7.000% 5/115671BAJ0296300,000PRN DFND 300,00000
CENVEO CORPNOTE 7.000% 5/115671BAJ02,3892,425,000PRN DFND12,425,00000
CEPHEIDCOM15670R10768012,565SH DFND 12,56500
CERNER CORPCOM1567821042,68141,458SH DFND 41,45800
CESCA THERAPEUTICS INCCOM1571311032827,600SH DFND 27,60000
CF INDS HLDGS INCCOM125269100147,381540,768SH DFND 540,76800
CF INDS HLDGS INCCOM1252691002731,000SH OTR21,00000
CHARLES RIV LABS INTL INCCOM15986410729,192458,698SH DFND 458,69800
CHART ACQUISITION CORPCOM16115110513,7071,402,950SH DFND11,402,95000
CHART ACQUISITION CORP*W EXP 12/19/2011611511134174,625SH DFND 74,62500
CHART ACQUISITION CORP*W EXP 12/19/2011611511137721,402,950SH DFND11,402,95000
CHARTER COMMUNICATIONS INC DCL A NEW16117M3051,3868,316SH DFND 8,31600
CHATHAM LODGING TRCOM16208T1026,452222,700SH DFND 222,70000
CHEESECAKE FACTORY INCCOM1630721016,574130,662SH DFND 130,66200
CHEMED CORP NEWCOM16359R1031,75416,600SH DFND 16,60000
CHENIERE ENERGY INCCOM NEW16411R2083,76853,529SH DFND 53,52900
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10155917,460SH DFND117,46000
CHESAPEAKE ENERGY CORPCOM1651671072,501127,809SH DFND 127,80900
CHESAPEAKE LODGING TRSH BEN INT1652401025,132137,928SH DFND 137,92800
CHESAPEAKE LODGING TRSH BEN INT16524010237210,000SH OTR210,00000
CHESAPEAKE UTILS CORPCOM16530310878515,808SH DFND 15,80800
CHEVRON CORP NEWCOM166764100151,6251,351,619SH DFND 1,351,61900
CHEVRON CORP NEWCOM16676410011,943106,465SH OTR2106,46500
CHICOS FAS INCCOM16861510225,4811,571,933SH DFND 1,571,93300
CHIMERIX INCCOM16934W1061,34133,300SH DFND 33,30000
CHINA MOBILE LIMITEDSPONSORED ADR16941M10958,9571,002,332SH DFND 1,002,33200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R10813,782170,130SH DFND 170,13000
CHIPOTLE MEXICAN GRILL INCCOM16965610522,59833,014SH DFND 33,01400
CHIQUITA BRANDS INTL INCCOM1700328091,33692,400SH OTR292,40000
CHIQUITA BRANDS INTL INCCOM17003280934,8172,407,781SH DFND12,407,78100
CHIQUITA BRANDS INTL INCCOM1700328098,541590,643SH DFND 590,64300
CHOICE HOTELS INTL INCCOM1699051062594,619SH DFND 4,61900
CHRISTOPHER & BANKS CORPCOM17104610516729,207SH DFND 29,20700
CHUBB CORPCOM17123210121,245205,322SH DFND 205,32200
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5021,50351,063SH DFND 51,06300
CHURCH & DWIGHT INCCOM17134010246,706592,642SH DFND 592,64200
CHURCHILL DOWNS INCCOM1714841086196,500SH DFND 6,50000
CIBER INCCOM17163B1023610,100SH DFND 10,10000
CIENA CORPDEBT 4.000%12/1171779AK715,81612,710,000PRN DFND112,710,00000
CIGNA CORPORATIONCOM125509109145,1951,410,891SH DFND 1,410,89100
CIGNA CORPORATIONCOM1255091094,35342,300SH OTR242,30000
CIMAREX ENERGY COCOM17179810171,575675,239SH DFND 675,23900
CIMATRON LTDORDM2379810743949,500SH DFND149,50000
CINCINNATI BELL INC NEWCOM171871106778243,900SH DFND 243,90000
CINCINNATI FINL CORPCOM1720621011,34826,000SH DFND 26,00000
CINEDIGM CORPCOM1724061009760,100SH DFND 60,10000
CINEMARK HOLDINGS INCCOM17243V1029,820276,010SH DFND 276,01000
CINTAS CORPCOM17290810544,933572,829SH DFND 572,82900
CIRCOR INTL INCCOM17273K1092,24237,201SH DFND 37,20100
CIRCOR INTL INCCOM17273K1091,29021,400SH OTR221,40000
CIRRUS LOGIC INCCOM17275510093339,600SH DFND 39,60000
CISCO SYS INCCOM17275R102157,5855,665,482SH DFND 5,665,48200
CISCO SYS INCCOM17275R10237613,500SH OTR213,50000
CIT GROUP INCCOM NEW1255818018,107169,499SH DFND 169,49900
CITI TRENDS INCCOM17306X1022048,062SH DFND 8,06200
CITIGROUP INCCOM NEW17296742413,081241,744SH DFND 241,74400
CITIZENS FINL GROUP INCCOM1746101059,907398,500SH DFND1398,50000
CITRIX SYS INCCOM17737610058,475916,537SH DFND 916,53700
CITRIX SYS INCCOM1773761003,59256,308SH DFND156,30800
CITY HLDG COCOM1778351053467,437SH DFND 7,43700
CITY NATL CORPCOM1785661051,60719,885SH DFND 19,88500
CIVEO CORPCOM1787871072,539617,688SH DFND 617,68800
CIVEO CORPCOM1787871073,057743,737SH DFND1743,73700
CLEAN HARBORS INCCOM1844961072956,145SH DFND 6,14500
CLEARFIELD INCCOM18482P10345637,050SH DFND 37,05000
CLEARWATER PAPER CORPCOM18538R1031,36819,955SH DFND 19,95500
CLECO CORP NEWCOM12561W10515,590285,838SH DFND 285,83800
CLECO CORP NEWCOM12561W10547,097863,531SH DFND1863,53100
CLECO CORP NEWCOM12561W10591116,700SH OTR216,70000
CLIFFS NAT RES INCCOM18683K1015,289740,800SH DFND 740,80000
CLOROX CO DELCOM18905410921,603207,298SH DFND 207,29800
CLUBCORP HLDGS INCCOM18948M10870839,500SH DFND 39,50000
CME GROUP INCCOM12572Q1053,34837,768SH DFND 37,76800
CMS ENERGY CORPCOM1258961005,690163,738SH DFND 163,73800
CNA FINL CORPCOM1261171003619,337SH DFND 9,33700
CNO FINL GROUP INCCOM12621E10364737,566SH DFND 37,56600
CNO FINL GROUP INCCOM12621E10331218,100SH OTR218,10000
CNOOC LTDSPONSORED ADR1261321098,12660,000SH DFND 60,00000
COACH INCCOM18975410416,219431,822SH DFND 431,82200
COBALT INTL ENERGY INCCOM19075F1067,870885,283SH DFND 885,28300
COCA COLA BOTTLING CO CONSCOM1910981023964,500SH DFND 4,50000
COCA COLA COCOM191216100158,0153,742,655SH DFND 3,742,65500
COCA COLA COCOM1912161007,356174,240SH OTR2174,24000
COCA COLA ENTERPRISES INC NECOM19122T10933,488757,301SH DFND 757,30100
COCA COLA FEMSA S A B DE C VSPON ADR REP L1912411085,94368,692SH DFND 68,69200
COEUR MNG INCCOM NEW19210850424447,757SH DFND 47,75700
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30248613,719SH DFND 13,71900
COGNEX CORPCOM1924221033277,918SH DFND 7,91800
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610236,520693,500SH DFND 693,50000
COHEN & STEERS CLOSED END OPCOM19248P10645834,794SH DFND134,79400
COHEN & STEERS CLOSED END OPCOM19248P10614911,346SH DFND 11,34600
COHEN & STEERS INCCOM19247A1004049,600SH DFND 9,60000
COHEN & STEERS LTD DUR PFD ICOM19248C10543018,995SH DFND118,99500
COHEN & STEERS QUALITY RLTYCOM19247L10689873,645SH DFND 73,64500
COHEN & STEERS QUALITY RLTYCOM19247L1062,531207,601SH DFND1207,60100
COHEN & STEERS REIT & PFD INCOM19247X10026614,010SH DFND 14,01000
COHEN & STEERS REIT & PFD INCOM19247X1001,02353,881SH DFND153,88100
COHEN & STEERS TOTAL RETURNCOM19247R10332324,455SH DFND124,45500
COLGATE PALMOLIVE COCOM19416210371,9801,040,325SH DFND 1,040,32500
COLLABRIUM JAPAN ACQUISITN CSHSG2266G1026,718658,000SH DFND1658,00000
COLLECTORS UNIVERSE INCCOM NEW19421R20024211,600SH DFND 11,60000
COLONIAL FINL SVCS INCCOM19566B10176557,122SH DFND157,12200
COLONY FINL INCCOM19624R1061,37257,600SH DFND 57,60000
COLUMBIA PPTY TR INCCOM NEW1982872032,548100,500SH DFND 100,50000
COLUMBIA SPORTSWEAR COCOM1985161061,34530,200SH DFND 30,20000
COMCAST CORP NEWCL A20030N10147,780823,646SH DFND 823,64600
COMCAST CORP NEWCL A20030N1011,05018,100SH OTR218,10000
COMCAST CORP NEWCL A SPL20030N2001,37023,800SH DFND 23,80000
COMERICA INCCOM20034010747,4001,011,950SH DFND 1,011,95000
COMMERCE BANCSHARES INCCOM2005251031,69438,953SH DFND 38,95300
COMMERCIAL METALS COCOM20172310321,9811,349,334SH DFND 1,349,33400
COMMERCIAL METALS COCOM20172310353132,600SH OTR232,60000
COMMUNITY BK SYS INCCOM20360710650613,282SH DFND 13,28200
COMMUNITY HEALTH SYS INC NEWCOM20366810893817,400SH DFND 17,40000
COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681161024,097,066SH DFND14,097,06600
COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681166259,663SH DFND 259,66300
COMMVAULT SYSTEMS INCCOM2041661021,05320,372SH DFND 20,37200
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20125,787700,156SH DFND 700,15600
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10243268,742SH DFND 68,74200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960138,5657,759,582SH DFND 7,759,58200
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4073,074233,418SH DFND 233,41800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W1056129,200SH DFND 29,20000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481044,219441,323SH DFND 441,32300
COMPASS MINERALS INTL INCCOM20451N1011,29614,923SH DFND 14,92300
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,0945,000,000PRN DFND15,000,00000
COMPUTER PROGRAMS & SYS INCCOM2053061032434,000SH DFND 4,00000
COMPUTER SCIENCES CORPCOM2053631041,35621,500SH OTR221,50000
COMPUTER SCIENCES CORPCOM205363104140,5692,229,480SH DFND 2,229,48000
COMSCORE INCCOM20564W10568314,700SH OTR214,70000
COMSCORE INCCOM20564W1052,63356,701SH DFND 56,70100
COMTECH TELECOMMUNICATIONS CCOM NEW2058262091,28340,700SH DFND 40,70000
CONAGRA FOODS INCCOM2058871021,53942,426SH DFND 42,42600
CONMED CORPCOM2074101019,728216,368SH DFND 216,36800
CONMED CORPCOM2074101011,70838,000SH OTR238,00000
CONNECTONE BANCORP INC NEWCOM20786W10726814,100SH DFND 14,10000
CONNS INCCOM20824210728515,253SH DFND 15,25300
CONOCOPHILLIPSCOM20825C10490,7751,314,438SH DFND 1,314,43800
CONOCOPHILLIPSCOM20825C1041,34719,500SH OTR219,50000
CONSOL ENERGY INCCOM20854P10947514,057SH DFND 14,05700
CONSOLIDATED COMM HLDGS INCCOM2090341071,47252,900SH DFND 52,90000
CONSOLIDATED EDISON INCCOM20911510479,9821,211,664SH DFND 1,211,66400
CONSOLIDATED EDISON INCCOM2091151042,09331,700SH OTR231,70000
CONSTANT CONTACT INCCOM2103131023,12485,117SH DFND 85,11700
CONSTANT CONTACT INCCOM2103131021,32936,200SH OTR236,20000
CONSTELLATION BRANDS INCCL A21036P1087,15472,869SH DFND 72,86900
CONSTELLATION BRANDS INCCL A21036P1082,20722,480SH OTR222,48000
CONSUMER PORTFOLIO SVCS INCCOM21050210024833,700SH DFND 33,70000
CONTINENTAL BLDG PRODS INCCOM2111711031,66693,974SH DFND193,97400
CONTINENTAL RESOURCES INCCOM2120151011,81447,290SH DFND 47,29000
CONVERGYS CORPCOM21248510614,653719,358SH DFND 719,35800
CONVERGYS CORPSDCV 5.750% 9/1212485AE622,50411,825,000PRN DFND111,825,00000
CONVERGYS CORPSDCV 5.750% 9/1212485AE61,380725,000PRN DFND 725,00000
CON-WAY INCCOM2059441017,319148,818SH DFND 148,81800
COOPER COS INCCOM NEW2166484029,07055,956SH DFND 55,95600
COOPER STD HLDGS INCCOM21676P1034988,600SH DFND 8,60000
COOPER TIRE & RUBR COCOM21683110772821,000SH DFND 21,00000
COPA HOLDINGS SACL AP310761051,91718,500SH DFND 18,50000
COPART INCCOM2172041062,13758,576SH DFND 58,57600
CORCEPT THERAPEUTICS INCCOM21835210218762,400SH DFND 62,40000
CORE LABORATORIES N VCOMN227171073973,300SH DFND 3,30000
CORE MARK HOLDING CO INCCOM21868110414,742238,042SH DFND 238,04200
CORE MARK HOLDING CO INCCOM2186811043,62958,600SH OTR258,60000
CORELOGIC INCCOM21871D1031,04933,200SH OTR233,20000
CORELOGIC INCCOM21871D1039,297294,306SH DFND 294,30600
CORMEDIX INC*W EXP 03/24/20121900C118897,150SH DFND197,15000
CORNING INCCOM2193501054,644202,510SH OTR2202,51000
CORNING INCCOM219350105121,9475,318,251SH DFND 5,318,25100
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1082,73896,500SH DFND 96,50000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071,31836,255SH DFND 36,25500
CORVEL CORPCOM2210061093559,528SH DFND 9,52800
COSTAR GROUP INCCOM22160N1099755,311SH DFND 5,31100
COSTCO WHSL CORP NEWCOM22160K10560,713428,307SH DFND 428,30700
COUSINS PPTYS INCCOM2227951066,044529,287SH DFND 529,28700
COUSINS PPTYS INCCOM22279510674265,000SH OTR265,00000
COVANCE INCCOM222816100116,8951,125,725SH DFND11,125,72500
COVANCE INCCOM2228161006,72464,751SH DFND 64,75100
COVANTA HLDG CORPCOM22282E10257025,894SH DFND 25,89400
COVENANT TRANSN GROUP INCCL A22284P10561022,500SH DFND 22,50000
COVIDIEN PLCSHSG2554F11328,946283,004SH DFND 283,00400
COVIDIEN PLCSHSG2554F113146,1601,429,016SH DFND11,429,01600
COVISINT CORPCOM22357R1035621,248SH DFND 21,24800
COVISINT CORPCOM22357R103914344,903SH DFND1344,90300
COWEN GROUP INC NEWCL A2236221018718,105SH DFND 18,10500
CPFL ENERGIA S ASPONSORED ADR1261531051,12682,984SH DFND 82,98400
CRA INTL INCCOM12618T1052498,200SH DFND 8,20000
CRACKER BARREL OLD CTRY STORCOM22410J1064763,382SH DFND 3,38200
CRAFT BREW ALLIANCE INCCOM22412210131423,506SH DFND 23,50600
CRANE COCOM22439910522,971391,330SH DFND 391,33000
CRAY INCCOM NEW22522330480023,206SH DFND 23,20600
CREDICORP LTDCOMG2519Y10829,910186,729SH DFND 186,72900
CREDIT ACCEP CORP MICHCOM2253101013,27123,979SH DFND 23,97900
CREDIT ACCEP CORP MICHCOM2253101012,10215,408SH OTR215,40800
CRESCENT PT ENERGY CORPCOM22576C1017,109306,000SH DFND 306,00000
CRESTWOOD MIDSTREAM PARTNERSUNIT LTD PARTNER22637810732421,335SH DFND121,33500
CROSS CTRY HEALTHCARE INCCOM22748310424519,600SH DFND 19,60000
CROWN CASTLE INTL CORP NEWCOM22822V10126,355334,884SH DFND 334,88400
CROWN HOLDINGS INCCOM22836810628,877567,324SH DFND 567,32400
CSG SYS INTL INCCOM1263491092399,549SH DFND 9,54900
CST BRANDS INCCOM12646R1053,09270,899SH DFND 70,89900
CSX CORPCOM12640810360,3941,666,965SH DFND 1,666,96500
CTI BIOPHARMA CORPCOM12648L106282119,600SH DFND 119,60000
CTPARTNERS EXECUTIVE SEARCHCOM22945C10526917,700SH DFND 17,70000
CTS CORPCOM12650110533718,922SH DFND 18,92200
CUBESMARTCOM2296631094,162188,562SH DFND 188,56200
CUBESMARTCOM22966310950522,900SH OTR222,90000
CUBIST PHARMACEUTICALS INCCOM2296781073,67536,509SH DFND 36,50900
CUBIST PHARMACEUTICALS INCCOM22967810772,825723,545SH DFND1723,54500
CUI GLOBAL INCCOM NEW1265762069713,000SH DFND 13,00000
CULLEN FROST BANKERS INCCOM2298991093,66251,842SH DFND 51,84200
CUMMINS INCCOM23102110668,523475,295SH DFND 475,29500
CURTISS WRIGHT CORPCOM2315611015,52978,320SH DFND 78,32000
CURTISS WRIGHT CORPCOM2315611011,67323,700SH OTR223,70000
CVB FINL CORPCOM12660010519412,082SH DFND 12,08200
CVR ENERGY INCCOM12662P1085,772149,100SH DFND 149,10000
CVS HEALTH CORPCOM12665010020,691214,840SH OTR2214,84000
CVS HEALTH CORPCOM126650100347,6553,609,754SH DFND 3,609,75400
CYBERONICS INCCOM23251P1023295,900SH DFND 5,90000
CYNOSURE INCCL A2325772051,34248,945SH DFND 48,94500
CYPRESS SEMICONDUCTOR CORPCOM2328061091,33993,800SH DFND 93,80000
CYRUSONE INCCOM23283R1008,248299,385SH DFND 299,38500
CYRUSONE INCCOM23283R10068324,800SH OTR224,80000
CYS INVTS INCCOM12673A10865174,700SH DFND 74,70000
CYTEC INDS INCCOM23282010014,888322,466SH DFND 322,46600
CYTRX CORPCOM PAR $.00123282850918266,600SH DFND 66,60000
D R HORTON INCCOM23331A10923,676936,198SH DFND 936,19800
DAKTRONICS INCCOM23426410945736,500SH OTR236,50000
DAKTRONICS INCCOM23426410985668,439SH DFND 68,43900
DANAHER CORP DELCOM23585110271,694836,473SH DFND 836,47300
DARLING INGREDIENTS INCCOM23726610128515,700SH DFND 15,70000
DATALINK CORPCOM23793410419615,200SH DFND 15,20000
DAVITA HEALTHCARE PARTNERS ICOM23918K10811,182147,638SH DFND 147,63800
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003056,724SH DFND16,72400
DCT INDUSTRIAL TRUST INCCOM NEW2331532043,687103,400SH DFND 103,40000
DDR CORPCOM23317H1021,41777,200SH DFND 77,20000
DEALERTRACK TECHNOLOGIES INCCOM2423091023668,271SH DFND 8,27100
DECKERS OUTDOOR CORPCOM24353710739,827437,467SH DFND 437,46700
DEERE & COCOM24419910515,012169,683SH DFND 169,68300
DEL FRISCOS RESTAURANT GROUPCOM24507710230112,700SH DFND 12,70000
DELEK US HLDGS INCCOM2466471011,43952,766SH DFND 52,76600
DELPHI AUTOMOTIVE PLCSHSG27823106153,1322,105,780SH DFND 2,105,78000
DELTA AIR LINES INC DELCOM NEW247361702225,4034,582,288SH DFND 4,582,28800
DELTA AIR LINES INC DELCOM NEW24736170211,416232,070SH OTR2232,07000
DELUXE CORPCOM24801910115,573250,164SH DFND 250,16400
DELUXE CORPCOM24801910184013,500SH OTR213,50000
DEMAND MEDIA INCCOM NEW24802N2081,307213,600SH DFND 213,60000
DEMAND MEDIA INCCOM NEW24802N20812019,600SH OTR219,60000
DENNYS CORPCOM24869P1041,213117,694SH DFND 117,69400
DENNYS CORPCOM24869P10432031,000SH OTR231,00000
DEPOMED INCCOM2499081042,083129,300SH OTR2129,30000
DEPOMED INCCOM2499081045,822361,379SH DFND 361,37900
DESTINATION XL GROUP INCCOM25065K10418934,634SH DFND 34,63400
DEUTSCHE BANK AGNAMEN AKTD181908987,109235,215SH DFND 235,21500
DEUTSCHE HIGH INCOME OPPORTCOM25158Y10240428,804SH DFND128,80400
DEUTSCHE HIGH INCOME TRSHS25155R10016418,815SH DFND 18,81500
DEUTSCHE HIGH INCOME TRSHS25155R10028632,765SH DFND132,76500
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX18,0236,467,000PRN DFND16,467,00000
DEVON ENERGY CORP NEWCOM25179M10321,095344,628SH DFND 344,62800
DEVRY ED GROUP INCCOM25189310313,059275,109SH DFND 275,10900
DEVRY ED GROUP INCCOM2518931031,82338,400SH OTR238,40000
DEX MEDIA INC NEWCOM25213A1071,310146,006SH DFND 146,00600
DEX MEDIA INC NEWCOM25213A10724727,500SH OTR227,50000
DEXCOM INCCOM2521311073,37961,374SH DFND 61,37400
DEXCOM INCCOM2521311071,51427,500SH OTR227,50000
DHT HOLDINGS INCSHS NEWY2065G12125635,000SH DFND 35,00000
DIAMOND FOODS INCCOM25260310575126,600SH DFND 26,60000
DIAMOND HILL INVESTMENT GROUCOM NEW25264R2072351,700SH DFND 1,70000
DIAMOND OFFSHORE DRILLING INCOM25271C1021,50541,000SH DFND 41,00000
DIAMOND RESORTS INTL INCCOM25272T1041,42351,000SH DFND 51,00000
DIAMONDBACK ENERGY INCCOM25278X1091,72228,800SH DFND 28,80000
DIAMONDBACK ENERGY INCCOM25278X1093355,600SH OTR25,60000
DIAMONDROCK HOSPITALITY COCOM2527843016,728452,452SH DFND 452,45200
DIAMONDROCK HOSPITALITY COCOM2527843011,10374,200SH OTR274,20000
DICKS SPORTING GOODS INCCOM2533931022,00640,400SH DFND 40,40000
DIEBOLD INCCOM2536511031,51743,800SH DFND 43,80000
DIGITAL RIV INCCOM25388B10433613,600SH OTR213,60000
DIGITAL RIV INCCOM25388B10445,7821,851,284SH DFND11,851,28400
DIGITAL RIV INCCOM25388B1048,009323,865SH DFND 323,86500
DIGITAL RLTY TR INCCOM2538681034,73671,430SH DFND 71,43000
DILLARDS INCCL A25406710191,650732,149SH DFND 732,14900
DILLARDS INCCL A25406710110,55184,283SH OTR284,28300
DINEEQUITY INCCOM2544231061,0369,999SH DFND 9,99900
DIODES INCCOM2545431012,52591,596SH DFND 91,59600
DIODES INCCOM25454310193533,900SH OTR233,90000
DIRECTVCOM25490A30935,954414,700SH DFND 414,70000
DIRECTVCOM25490A30997,0271,119,110SH DFND11,119,11000
DIRECTVCOM25490A3092,61030,100SH OTR230,10000
DISCOVER FINL SVCSCOM254709108114,7951,752,870SH DFND 1,752,87000
DISCOVER FINL SVCSCOM25470910810,188155,567SH OTR2155,56700
DISH NETWORK CORPCL A25470M10959,362814,399SH DFND 814,39900
DISNEY WALT COCOM DISNEY25468710680,196851,425SH DFND 851,42500
DIXIE GROUP INCCL A25551910011913,002SH DFND 13,00200
DOLBY LABORATORIES INCCOM25659T1073,02270,073SH DFND 70,07300
DOLLAR GEN CORP NEWCOM25667710598,7361,396,543SH DFND 1,396,54300
DOLLAR TREE INCCOM25674610869,132982,271SH DFND 982,27100
DOMINION DIAMOND CORPCOM2572871022,119117,600SH DFND 117,60000
DOMINION RES INC VA NEWCOM25746U10912,976168,739SH DFND 168,73900
DOMINION RES INC VA NEWCOM25746U1093,93051,100SH OTR251,10000
DOMINION RES INC VA NEWUNIT 04/01/201325746U70372,1011,196,000SH DFND11,196,00000
DOMINION RES INC VA NEWUNIT 04/01/201325746U7031,88831,325SH DFND 31,32500
DOMINION RES INC VA NEWUNIT 99/99/999925746U8698,825166,450SH DFND1166,45000
DOMINION RES INC VA NEWUNIT 07/01/201625746U8851,62226,850SH DFND 26,85000
DOMINION RES INC VA NEWUNIT 07/01/201625746U88575,7131,253,000SH DFND11,253,00000
DOMINOS PIZZA INCCOM25754A20135,807380,236SH DFND 380,23600
DOMINOS PIZZA INCCOM25754A2012072,200SH OTR22,20000
DOMTAR CORPCOM NEW25755920318,673464,267SH DFND 464,26700
DONALDSON INCCOM25765110978220,241SH DFND 20,24100
DONNELLEY R R & SONS COCOM25786710110,388618,127SH DFND 618,12700
DOT HILL SYS CORPCOM25848T109492111,200SH DFND 111,20000
DOUGLAS DYNAMICS INCCOM25960R10532415,100SH DFND 15,10000
DOUGLAS EMMETT INCCOM25960P1092,41785,100SH DFND 85,10000
DOVER CORPCOM26000310821,526300,140SH DFND 300,14000
DOVER CORPCOM2600031089,098126,853SH DFND1126,85300
DOW CHEM COCOM26054310393,8222,057,049SH DFND 2,057,04900
DR PEPPER SNAPPLE GROUP INCCOM26138E109126,0831,758,968SH DFND 1,758,96800
DR PEPPER SNAPPLE GROUP INCCOM26138E10990312,600SH OTR212,60000
DR REDDYS LABS LTDADR25613520370,8161,403,680SH DFND 1,403,68000
DRESSER-RAND GROUP INCCOM2616081036,42578,547SH DFND 78,54700
DRESSER-RAND GROUP INCCOM261608103136,2411,665,536SH DFND11,665,53600
DREW INDS INCCOM NEW26168L2051,14922,500SH DFND 22,50000
DREW INDS INCCOM NEW26168L2051,15922,700SH OTR222,70000
DRIL-QUIP INCCOM2620371047069,200SH DFND 9,20000
DST SYS INC DELCOM23332610734,703368,588SH DFND 368,58800
DSW INCCL A23334L1025,958159,730SH DFND 159,73000
DT ASIA INVTS LTDSHSG2615J1042,184225,112SH DFND1225,11200
DT ASIA INVTS LTDRIGHT 03/30/2016G2615J11254225,112SH DFND1225,11200
DTE ENERGY COCOM233331107168,2111,947,564SH DFND 1,947,56400
DTE ENERGY COCOM23333110711,349131,400SH OTR2131,40000
DTS INCCOM23335C1012036,600SH DFND 6,60000
DU PONT E I DE NEMOURS & COCOM2635341093,31444,825SH DFND 44,82500
DUKE ENERGY CORP NEWCOM NEW26441C20476,966921,309SH DFND 921,30900
DUKE ENERGY CORP NEWCOM NEW26441C2042,50630,000SH OTR230,00000
DUKE REALTY CORPCOM NEW2644115053,862191,200SH DFND 191,20000
DUN & BRADSTREET CORP DEL NECOM26483E10058,930487,182SH DFND 487,18200
DUPONT FABROS TECHNOLOGY INCCOM26613Q1066,478194,900SH DFND 194,90000
DURECT CORPCOM2666051045873,400SH DFND 73,40000
DYAX CORPCOM26746E1031,666118,487SH DFND 118,48700
DYCOM INDS INCCOM26747510175821,600SH DFND 21,60000
DYNEGY INC NEW DELCOM26817R1084,604151,713SH DFND 151,71300
DYNEGY INC NEW DELCOM26817R1081,04734,500SH OTR234,50000
E M C CORP MASSCOM26864810280,9512,721,945SH DFND 2,721,94500
E TRADE FINANCIAL CORPCOM NEW2692464011,60366,092SH DFND 66,09200
E TRADE FINANCIAL CORPNOTE 8/3269246AZ7533225,000PRN DFND 225,00000
E TRADE FINANCIAL CORPNOTE 8/3269246AZ74,2061,775,000PRN DFND11,775,00000
EAGLE BANCORP INC MDCOM26894810698027,589SH DFND 27,58900
EAGLE MATERIALS INCCOM26969P1081,42918,800SH DFND 18,80000
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10417780,674SH DFND180,67400
EARTHLINK HLDGS CORPCOM27033X1015312,100SH DFND 12,10000
EAST WEST BANCORP INCCOM27579R1042,89274,714SH DFND 74,71400
EASTGROUP PPTY INCCOM2772761014316,800SH OTR26,80000
EASTGROUP PPTY INCCOM2772761011,03316,318SH DFND 16,31800
EASTMAN CHEM COCOM2774321006,68988,181SH DFND 88,18100
EATON CORP PLCSHSG291831034,93972,672SH DFND 72,67200
EATON VANCE CALIF MUN BD FDCOM27828A10015513,183SH DFND 13,18300
EATON VANCE CALIF MUN BD FDCOM27828A10049041,609SH DFND141,60900
EATON VANCE CORPCOM NON VTG2782651032,02849,549SH DFND 49,54900
EATON VANCE FLTING RATE INCCOM27827910430722,070SH DFND 22,07000
EATON VANCE FLTING RATE INCCOM27827910438327,584SH DFND127,58400
EATON VANCE LTD DUR INCOME FCOM27828H1051,06575,423SH DFND 75,42300
EATON VANCE LTD DUR INCOME FCOM27828H1052,341165,784SH DFND1165,78400
EATON VANCE MUN BD FDCOM27827X10126020,290SH DFND 20,29000
EATON VANCE MUN BD FDCOM27827X1011,09285,083SH DFND185,08300
EATON VANCE NATL MUN OPPORTCOM SHS27829L1051,02148,608SH DFND148,60800
EATON VANCE NATL MUN OPPORTCOM SHS27829L10529213,909SH DFND 13,90900
EATON VANCE NEW YORK MUN BDCOM27827Y10925220,026SH DFND 20,02600
EATON VANCE NEW YORK MUN BDCOM27827Y10957645,791SH DFND145,79100
EATON VANCE SH TM DR DIVR INCOM27828V10438327,037SH DFND 27,03700
EATON VANCE SH TM DR DIVR INCOM27828V10492064,995SH DFND164,99500
EATON VANCE SR FLTNG RTE TRCOM27828Q10518813,706SH DFND 13,70600
EATON VANCE SR INCOME TRSH BEN INT27826S10329046,553SH DFND 46,55300
EATON VANCE SR INCOME TRSH BEN INT27826S10343369,374SH DFND169,37400
EBAY INCCOM27864210383,5711,489,154SH DFND 1,489,15400
EBIX INCCOM NEW27871520624814,600SH DFND 14,60000
ECHO GLOBAL LOGISTICS INCCOM27875T10138013,000SH DFND 13,00000
ECHOSTAR CORPCL A2787681061,52329,000SH DFND 29,00000
ECOLAB INCCOM2788651002,00319,165SH DFND 19,16500
EDISON INTLCOM281020107119,2341,820,930SH DFND 1,820,93000
EDISON INTLCOM28102010712,513191,100SH OTR2191,10000
EDUCATION RLTY TR INCCOM NEW28140H2034,008109,531SH DFND 109,53100
EDWARDS LIFESCIENCES CORPCOM28176E108174,6821,371,345SH DFND 1,371,34500
EDWARDS LIFESCIENCES CORPCOM28176E1081,2619,900SH OTR29,90000
EGAIN CORPCOM NEW28225C8069919,177SH DFND 19,17700
EL PASO ELEC COCOM NEW28367785471117,744SH DFND 17,74400
ELBIT SYS LTDORDM3760D1011,49024,355SH DFND 24,35500
ELDORADO GOLD CORP NEWCOM28490210315,5592,545,547SH DFND 2,545,54700
ELECTRONIC ARTS INCCOM285512109157,4003,347,874SH DFND 3,347,87400
ELECTRONIC ARTS INCNOTE 0.750% 7/1285512AA726,82517,750,000PRN DFND117,750,00000
ELECTRONICS FOR IMAGING INCCOM2860821021,29730,294SH DFND 30,29400
ELLIE MAE INCCOM28849P10077819,300SH DFND 19,30000
ELLIS PERRY INTL INCCOM2888531042238,600SH DFND 8,60000
ELLSWORTH FUND LTDCOM2890741069410,745SH DFND 10,74500
ELLSWORTH FUND LTDCOM28907410620423,372SH DFND123,37200
EMCOR GROUP INCCOM29084Q1001,34130,134SH DFND 30,13400
EMCOR GROUP INCCOM29084Q10062314,000SH OTR214,00000
EMERGENT BIOSOLUTIONS INCCOM29089Q1055,772211,963SH DFND 211,96300
EMERGENT BIOSOLUTIONS INCCOM29089Q1051,53856,500SH OTR256,50000
EMERSON ELEC COCOM29101110441,905678,844SH DFND 678,84400
EMPIRE DIST ELEC COCOM2916411083,855129,609SH DFND 129,60900
EMPIRE DIST ELEC COCOM29164110899033,300SH OTR233,30000
EMPIRE RESORTS INCCOM NEW29205220625532,800SH DFND 32,80000
EMPLOYERS HOLDINGS INCCOM29221810478533,400SH DFND 33,40000
EMPLOYERS HOLDINGS INCCOM29221810427011,500SH OTR211,50000
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1013,74983,800SH DFND 83,80000
EMULEX CORPCOM NEW2924752094,509795,292SH DFND 795,29200
EMULEX CORPCOM NEW292475209585103,100SH OTR2103,10000
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN29248010033217,123SH DFND117,12300
ENANTA PHARMACEUTICALS INCCOM29251M1062,41447,480SH DFND 47,48000
ENANTA PHARMACEUTICALS INCCOM29251M10658511,500SH OTR211,50000
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X1031,45637,548SH DFND 37,54800
ENBRIDGE ENERGY PARTNERS L PCOM29250R10645411,378SH DFND111,37800
ENBRIDGE INCCOM29250N10536,953716,451SH DFND 716,45100
ENCANA CORPCOM29250510450,1533,592,739SH DFND 3,592,73900
ENCORE CAP GROUP INCCOM2925541023487,840SH DFND 7,84000
ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF9284250,000PRN DFND 250,00000
ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF91,7901,575,000PRN DFND11,575,00000
ENCORE WIRE CORPCOM29256210543711,700SH DFND 11,70000
ENDO INTL PLCSHSG304011061,96827,283SH DFND 27,28300
ENDOCYTE INCCOM29269A102691109,800SH DFND 109,80000
ENDOCYTE INCCOM29269A102643102,300SH OTR2102,30000
ENDURANCE INTL GROUP HLDGS ICOM29272B10561433,300SH DFND 33,30000
ENDURANCE SPECIALTY HLDGS LTSHSG303971063,67861,470SH DFND 61,47000
ENERGEN CORPCOM29265N1089,164143,734SH DFND 143,73400
ENERGIZER HLDGS INCCOM29266R10820,979163,188SH DFND 163,18800
ENERGY FUELS INCCOM NEW2926717089916,000SH DFND116,00000
ENERGY RECOVERY INCCOM29270J10010219,400SH DFND 19,40000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093936,042SH DFND16,04200
ENERGY XXI BERMUDA LTDNOTE 3.000%12/129274UAB71,2104,000,000PRN DFND14,000,00000
ENERNOC INCCOM29276410720012,938SH DFND 12,93800
ENERPLUS CORPCOM29276610220,7812,151,012SH DFND 2,151,01200
ENERSIS S ASPONSORED ADR29274F10469,2104,317,553SH DFND 4,317,55300
ENERSYSCOM29275Y1026049,792SH DFND 9,79200
ENGILITY HLDGS INCCOM29285W1045,151120,362SH DFND 120,36200
ENGILITY HLDGS INCCOM29285W10452612,300SH OTR212,30000
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U10760820,970SH DFND120,97000
ENOVA INTL INCCOM29357K10336716,509SH DFND 16,50900
ENPHASE ENERGY INCCOM29355A10768848,164SH DFND 48,16400
ENSIGN GROUP INCCOM29358P1015,641127,084SH DFND 127,08400
ENSIGN GROUP INCCOM29358P1011,41231,800SH OTR231,80000
ENSTAR GROUP LIMITEDSHSG3075P1013602,355SH DFND 2,35500
ENTEGRIS INCCOM29362U1041,15787,580SH DFND 87,58000
ENTERGY CORP NEWCOM29364G103173,8711,987,557SH DFND 1,987,55700
ENTERGY CORP NEWCOM29364G10311,425130,600SH OTR2130,60000
ENTERPRISE PRODS PARTNERS LCOM29379210799927,660SH DFND127,66000
ENTRAVISION COMMUNICATIONS CCL A29382R1073,525543,962SH DFND 543,96200
ENTRAVISION COMMUNICATIONS CCL A29382R1071,405216,800SH OTR2216,80000
ENTROPIC COMMUNICATIONS INCCOM29384R10514557,400SH OTR257,40000
ENTROPIC COMMUNICATIONS INCCOM29384R1051,869738,800SH DFND 738,80000
ENVESTNET INCCOM29404K1061,42528,992SH DFND 28,99200
ENZO BIOCHEM INCCOM29410010219844,500SH DFND 44,50000
EOG RES INCCOM26875P101107,5131,167,729SH DFND 1,167,72900
EPAM SYS INCCOM29414B1042,81759,000SH DFND 59,00000
EPAM SYS INCCOM29414B1041,20825,300SH OTR225,30000
EPLUS INCCOM2942681074385,790SH DFND 5,79000
EPR PPTYSCOM SH BEN INT26884U1092,16637,585SH DFND 37,58500
EPR PPTYSCOM SH BEN INT26884U10969212,000SH OTR212,00000
EQT CORPCOM26884L1091,20615,925SH DFND 15,92500
EQUIFAX INCCOM29442910516,139199,573SH DFND 199,57300
EQUINIX INCCOM NEW29444U5025592,467SH DFND 2,46700
EQUINIX INCNOTE 4.750% 6/129444UAH930,81110,950,000PRN DFND110,950,00000
EQUITY COMWLTHCOM SH BEN INT29462810249519,300SH DFND 19,30000
EQUITY LIFESTYLE PPTYS INCCOM29472R1083,62970,400SH DFND 70,40000
EQUITY ONECOM29475210037514,800SH DFND 14,80000
EQUITY RESIDENTIALSH BEN INT29476L10735,041487,767SH DFND 487,76700
EQUITY RESIDENTIALSH BEN INT29476L1071,29217,990SH OTR217,99000
ERA GROUP INCCOM26885G1092,600122,913SH DFND1122,91300
ERICKSON INCCOM29482P1009411,237SH DFND 11,23700
ESB FINL CORPCOM26884F10257230,181SH DFND 30,18100
ESB FINL CORPCOM26884F1021,71390,447SH DFND190,44700
ESPERION THERAPEUTICS INC NECOM29664W10548912,100SH DFND 12,10000
ESSENT GROUP LTDCOMG3198U10250919,800SH DFND 19,80000
ESSEX PPTY TR INCCOM2971781059,15544,313SH DFND 44,31300
ESSEX PPTY TR INCCOM2971781053511,700SH OTR21,70000
ESTERLINE TECHNOLOGIES CORPCOM2974251002,19119,978SH DFND 19,97800
EURONET WORLDWIDE INCCOM2987361091,67630,532SH DFND 30,53200
EURONET WORLDWIDE INCCOM29873610971413,000SH OTR213,00000
EVERBANK FINL CORPCOM29977G1021,67487,822SH DFND 87,82200
EVERCORE PARTNERS INCCLASS A29977A1053256,200SH DFND 6,20000
EVEREST RE GROUP LTDCOMG3223R108113,484666,376SH DFND 666,37600
EVEREST RE GROUP LTDCOMG3223R1085,51832,400SH OTR232,40000
EXACT SCIENCES CORPCOM30063P1051,45152,880SH DFND 52,88000
EXACT SCIENCES CORPCOM30063P10535512,927SH DFND112,92700
EXAMWORKS GROUP INCCOM30066A1051,20428,961SH DFND 28,96100
EXAR CORPCOM30064510824924,400SH DFND 24,40000
EXELIS INCCOM30162A10817,214981,950SH DFND 981,95000
EXELIS INCCOM30162A1081,22469,800SH OTR269,80000
EXELON CORPCOM30161N10122,899617,552SH DFND 617,55200
EXLSERVICE HOLDINGS INCCOM3020811041,54653,862SH DFND 53,86200
EXLSERVICE HOLDINGS INCCOM3020811042358,200SH OTR28,20000
EXPEDIA INC DELCOM NEW30212P303100,6201,178,767SH DFND 1,178,76700
EXPEDIA INC DELCOM NEW30212P3037,09383,100SH OTR283,10000
EXPONENT INCCOM30214U1021,17814,273SH DFND 14,27300
EXPONENT INCCOM30214U10287510,600SH OTR210,60000
EXPRESS INCCOM30219E10341628,300SH DFND 28,30000
EXPRESS SCRIPTS HLDG COCOM30219G1083,99547,181SH DFND 47,18100
EXTERRAN HLDGS INCCOM30225X10363919,600SH DFND 19,60000
EXTRA SPACE STORAGE INCCOM30225T1025,38591,834SH DFND 91,83400
EXTREME NETWORKS INCCOM30226D10623767,000SH OTR267,00000
EXTREME NETWORKS INCCOM30226D106595168,568SH DFND 168,56800
EXXON MOBIL CORPCOM30231G102229,9272,487,047SH DFND 2,487,04700
EXXON MOBIL CORPCOM30231G10225,686277,842SH OTR2277,84200
F5 NETWORKS INCCOM31561610212,22293,680SH DFND 93,68000
FABRINETSHSG3323L1006,828384,905SH DFND 384,90500
FABRINETSHSG3323L1001,12663,500SH OTR263,50000
FACEBOOK INCCL A30303M102237,2223,040,526SH DFND 3,040,52600
FACTSET RESH SYS INCCOM3030751052,77819,734SH DFND 19,73400
FAIR ISAAC CORPCOM3032501045,05869,956SH DFND 69,95600
FAIRCHILD SEMICONDUCTOR INTLCOM30372610314,991888,085SH DFND 888,08500
FAIRPOINT COMMUNICATIONS INCCOM NEW30556030230821,700SH DFND 21,70000
FAMILY DLR STORES INCCOM3070001092,05225,905SH DFND 25,90500
FAMILY DLR STORES INCCOM30700010977,564979,223SH DFND1979,22300
FAMOUS DAVES AMER INCCOM30706810630511,600SH DFND 11,60000
FARMER BROS COCOM3076751082046,925SH DFND 6,92500
FARO TECHNOLOGIES INCCOM31164210286813,845SH DFND 13,84500
FARO TECHNOLOGIES INCCOM3116421022764,400SH OTR24,40000
FASTENAL COCOM3119001043,13965,991SH DFND 65,99100
FBL FINL GROUP INCCL A30239F10659110,192SH DFND 10,19200
FBR & COCOM NEW30247C40028911,735SH DFND 11,73500
FEDERAL AGRIC MTG CORPCL C3131483062357,731SH DFND 7,73100
FEDERAL MOGUL HOLDINGS CORPCOM31354940475146,663SH DFND 46,66300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472064,59334,416SH DFND 34,41600
FEDERAL SIGNAL CORPCOM3138551081,728111,940SH DFND 111,94000
FEDERATED NATL HLDG COCOM31422T1013,691152,790SH DFND 152,79000
FEDERATED NATL HLDG COCOM31422T1011,03242,700SH OTR242,70000
FEDEX CORPCOM31428X106104,661602,676SH DFND 602,67600
FEI COCOM30241L10992310,217SH DFND 10,21700
FELCOR LODGING TR INCCOM31430F1011,426131,803SH DFND 131,80300
FERRO CORPCOM3154051003,356258,989SH DFND 258,98900
FERRO CORPCOM3154051002,534195,500SH OTR2195,50000
FIAT CHRYSLER AUTOMOBILES NSHSN3173810280,3606,917,711SH DFND 6,917,71100
FIBRIA CELULOSE S ASP ADR REP COM31573A1095,673467,700SH DFND 467,70000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035,966173,181SH DFND 173,18100
FIDELITY NATL INFORMATION SVCOM31620M106110,3841,774,664SH DFND 1,774,66400
FIDELITY NATL INFORMATION SVCOM31620M1063,29052,900SH OTR252,90000
FIDELITY SOUTHERN CORP NEWCOM31639410523214,413SH DFND 14,41300
FIESTA RESTAURANT GROUP INCCOM31660B1011,13618,682SH DFND 18,68200
FIFTH THIRD BANCORPCOM31677310015,492760,364SH DFND 760,36400
FINANCIAL ENGINES INCCOM31748510047513,000SH DFND 13,00000
FINISH LINE INCCL A31792310097640,147SH DFND 40,14700
FIRST AMERN FINL CORPCOM31847R10259017,400SH DFND 17,40000
FIRST BANCORP P RCOM NEW3186727069916,900SH OTR216,90000
FIRST COMWLTH FINL CORP PACOM3198291073,809413,084SH DFND 413,08400
FIRST COMWLTH FINL CORP PACOM31982910723825,800SH OTR225,80000
FIRST CTZNS BANCSHARES INC NCL A31946M1033291,300SH OTR21,30000
FIRST CTZNS BANCSHARES INC NCL A31946M1031,8897,473SH DFND 7,47300
FIRST FINL BANCORP OHCOM32020910936819,814SH DFND 19,81400
FIRST INDUSTRIAL REALTY TRUSCOM32054K10374436,200SH DFND 36,20000
FIRST INDUSTRIAL REALTY TRUSCOM32054K10327113,200SH OTR213,20000
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2018,371300,903SH DFND 300,90300
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2011,70861,400SH OTR261,40000
FIRST MAJESTIC SILVER CORPCOM32076V10331863,100SH DFND 63,10000
FIRST MERCHANTS CORPCOM3208171092059,027SH DFND 9,02700
FIRST MIDWEST BANCORP DELCOM3208671044,324252,744SH DFND 252,74400
FIRST MIDWEST BANCORP DELCOM3208671041,01159,100SH OTR259,10000
FIRST NBC BK HLDG COCOM32115D10683123,600SH DFND 23,60000
FIRST REP BK SAN FRANCISCO CCOM33616C1002805,365SH DFND 5,36500
FIRST SOLAR INCCOM33643310722,803511,331SH DFND 511,33100
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910715813,125SH DFND 13,12500
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910751442,683SH DFND142,68300
FIRST TR HIGH INCOME L/S FDCOM33738E10967742,307SH DFND 42,30700
FIRST TR HIGH INCOME L/S FDCOM33738E1091,910119,372SH DFND1119,37200
FIRST TR SR FLG RTE INCM FDCOM33733U10824418,781SH DFND 18,78100
FIRST TR SR FLG RTE INCM FDCOM33733U10820715,874SH DFND115,87400
FIRSTSERVICE CORPSUB VTG SH33761N1091,19323,300SH DFND 23,30000
FISERV INCCOM33773810864,013901,966SH DFND 901,96600
FISERV INCCOM33773810878811,100SH OTR211,10000
FIVE STAR QUALITY CARE INCCOM33832D10638191,828SH DFND 91,82800
FIVE STAR QUALITY CARE INCCOM33832D1068821,300SH OTR221,30000
FLEETCOR TECHNOLOGIES INCCOM33904110532,405217,909SH DFND 217,90900
FLEXTRONICS INTL LTDORDY2573F102144,16212,894,621SH DFND 12,894,62100
FLIR SYS INCCOM30244510121,911678,162SH DFND 678,16200
FLOTEK INDS INC DELCOM34338910233517,868SH DFND 17,86800
FLOWSERVE CORPCOM34354P1052,47841,422SH DFND 41,42200
FLUIDIGM CORP DELCOM34385P1082968,770SH DFND 8,77000
FLUOR CORP NEWCOM34341210215,836261,186SH DFND 261,18600
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910629,911339,784SH DFND 339,78400
FONAR CORPCOM NEW34443740522821,937SH DFND 21,93700
FOOT LOCKER INCCOM344849104108,6121,933,284SH DFND 1,933,28400
FORD MTR CO DELCOM PAR $0.013453708605,921382,018SH DFND 382,01800
FORMFACTOR INCCOM34637510814717,100SH OTR217,10000
FORMFACTOR INCCOM3463751083,996464,644SH DFND 464,64400
FORT DEARBORN INCOME SECS INCOM34720010719813,973SH DFND113,97300
FORTINET INCCOM34959E10915,884518,072SH DFND 518,07200
FORTUNE BRANDS HOME & SEC INCOM34964C1062,79861,800SH DFND 61,80000
FORWARD AIR CORPCOM3498531012675,300SH DFND 5,30000
FOSSIL GROUP INCCOM34988V10611,803106,581SH DFND 106,58100
FRANCO NEVADA CORPCOM35185810528,443575,846SH DFND 575,84600
FRANKLIN ELEC INCCOM3535141022225,902SH DFND 5,90200
FRANKLIN FINL CORP VACOM35353C10236317,134SH DFND117,13400
FRANKLIN LTD DURATION INC TRCOM35472T10154044,290SH DFND 44,29000
FRANKLIN LTD DURATION INC TRCOM35472T1011,11591,496SH DFND191,49600
FRANKLIN RES INCCOM35461310111,796213,046SH DFND 213,04600
FREDS INCCL A3561081001,66195,418SH DFND 95,41800
FREEPORT-MCMORAN INCCL B35671D85718,435789,160SH DFND 789,16000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10144717,729SH DFND 17,72900
FRESH DEL MONTE PRODUCE INCORDG3673810559017,600SH DFND 17,60000
FRONTIER COMMUNICATIONS CORPCOM35906A10814,6372,194,522SH DFND 2,194,52200
FRONTLINE LTDSHSG3682E127370147,500SH DFND 147,50000
FRONTLINE LTDSHSG3682E1278433,500SH OTR233,50000
FUELCELL ENERGY INCCOM35952H106286186,000SH DFND 186,00000
FULTON FINL CORP PACOM3602711004,314349,041SH DFND 349,04100
FURMANITE CORPORATIONCOM3610861019612,300SH DFND 12,30000
FUTUREFUEL CORPORATIONCOM36116M1061,07582,551SH DFND 82,55100
FUTUREFUEL CORPORATIONCOM36116M10613710,500SH OTR210,50000
FXCM INCCOM CL A30269310624214,600SH DFND 14,60000
G & K SVCS INCCL A3612681056,26288,383SH DFND 88,38300
G & K SVCS INCCL A3612681051,64423,200SH OTR223,20000
GABELLI HLTHCARE & WELLNESSSHS36246K10314814,178SH DFND114,17800
GABELLI HLTHCARE & WELLNESSSHS36246K10311811,340SH DFND 11,34000
GAIN CAP HLDGS INCCOM36268W10016718,483SH DFND 18,48300
GAIN CAP HLDGS INCNOTE 4.125%12/036268WAB6131125,000PRN DFND 125,00000
GAIN CAP HLDGS INCNOTE 4.125%12/036268WAB63,8283,650,000PRN DFND13,650,00000
GALLAGHER ARTHUR J & COCOM3635761099,854209,300SH DFND 209,30000
GAMCO INVESTORS INCCOM3614381046717,544SH DFND 7,54400
GAMESTOP CORP NEWCL A36467W10935,0241,036,205SH DFND 1,036,20500
GANNETT INCCOM36473010133,1191,037,234SH DFND 1,037,23400
GAP INC DELCOM36476010869,8811,659,489SH DFND 1,659,48900
GARMIN LTDSHSH2906T10926,158495,129SH DFND 495,12900
GARMIN LTDSHSH2906T1092,76852,400SH OTR252,40000
GARNERO GROUP ACQUISITION COSHSG5866L1082,842297,540SH DFND 297,54000
GARNERO GROUP ACQUISITION COSHSG5866L10819,7922,072,460SH DFND12,072,46000
GARNERO GROUP ACQUISITION CORIGHT 06/25/2016G5866L13289297,540SH DFND 297,54000
GARNERO GROUP ACQUISITION CORIGHT 06/25/2016G5866L1327812,602,460SH DFND12,602,46000
GARTNER INCCOM36665110713,587161,343SH DFND 161,34300
GATX CORPCOM3614481033,03852,795SH DFND 52,79500
GAZIT GLOBE LTDSHSM4793C10291777,263SH DFND 77,26300
GENCORP INCSDCV 4.062%12/3368682AN0660325,000PRN DFND 325,00000
GENCORP INCSDCV 4.062%12/3368682AN016,0987,925,000PRN DFND17,925,00000
GENERAC HLDGS INCCOM3687361041,77838,025SH DFND 38,02500
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL2236325,000PRN DFND 325,00000
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL27,36510,150,000PRN DFND110,150,00000
GENERAL COMMUNICATION INCCL A36938510924217,600SH DFND 17,60000
GENERAL DYNAMICS CORPCOM369550108167,3281,215,873SH DFND 1,215,87300
GENERAL ELECTRIC COCOM36960410383,0773,287,585SH DFND 3,287,58500
GENERAL ELECTRIC COCOM3696041039,754385,997SH DFND1385,99700
GENERAL ELECTRIC COCOM36960410338415,190SH OTR215,19000
GENERAL GROWTH PPTYS INC NEWCOM37002310313,576482,600SH DFND 482,60000
GENERAL GROWTH PPTYS INC NEWCOM37002310387531,100SH OTR231,10000
GENERAL MLS INCCOM37033410449,741932,707SH DFND 932,70700
GENERAL MTRS COCOM37045V1005,069145,191SH DFND 145,19100
GENERAL MTRS COCOM37045V10057316,411SH DFND116,41100
GENERAL MTRS CO*W EXP 12/31/20137045V134410356,485SH DFND1356,48500
GENESCO INCCOM3715321024185,460SH DFND 5,46000
GENESEE & WYO INCCL A3715591051,30614,524SH DFND 14,52400
GENESIS ENERGY L PUNIT LTD PARTN3719271044109,660SH DFND19,66000
GENPACT LIMITEDSHSG3922B1073,012159,100SH DFND 159,10000
GENTEX CORPCOM3719011091,43039,575SH DFND 39,57500
GENTHERM INCCOM37253A1031,18932,457SH DFND 32,45700
GENTIVA HEALTH SERVICES INCCOM37247A1022,018105,917SH DFND 105,91700
GENTIVA HEALTH SERVICES INCCOM37247A10224,9801,311,305SH DFND11,311,30500
GENTIVA HEALTH SERVICES INCCOM37247A1021,26966,600SH OTR266,60000
GENUINE PARTS COCOM37246010522,543211,530SH DFND 211,53000
GENWORTH FINL INCCOM CL A37247D10613,0781,538,621SH DFND 1,538,62100
GEO GROUP INC NEWCOM36162J1061,02525,400SH OTR225,40000
GEO GROUP INC NEWCOM36162J1067,368182,557SH DFND 182,55700
GEOSPACE TECHNOLOGIES CORPCOM37364X1092128,000SH OTR28,00000
GERDAU S ASPON ADR REP PFD3737371053,8531,085,400SH DFND 1,085,40000
GFI GROUP INCCOM36165220913,8542,542,095SH DFND12,542,09500
GIBRALTAR INDS INCCOM3746891071,995122,670SH DFND 122,67000
GIBRALTAR INDS INCCOM37468910724815,264SH OTR215,26400
G-III APPAREL GROUP LTDCOM36237H1011,79617,776SH DFND 17,77600
GILDAN ACTIVEWEAR INCCOM3759161034,95687,377SH DFND 87,37700
GILEAD SCIENCES INCCOM375558103439,7144,664,904SH DFND 4,664,90400
GILEAD SCIENCES INCCOM37555810315,694166,500SH OTR2166,50000
GLADSTONE CAPITAL CORPCOM3765351009111,040SH DFND 11,04000
GLADSTONE INVT CORPCOM37654610711115,822SH DFND 15,82200
GLATFELTERCOM37731610488334,514SH DFND 34,51400
GLIMCHER RLTY TRSH BEN INT37930210285,9536,255,658SH DFND16,255,65800
GLIMCHER RLTY TRSH BEN INT3793021026,229453,367SH DFND 453,36700
GLOBAL BRASS & COPPR HLDGS ICOM37953G1031,17789,401SH DFND 89,40100
GLOBAL BRASS & COPPR HLDGS ICOM37953G10326620,200SH OTR220,20000
GLOBAL CASH ACCESS HLDGS INCCOM3789671033,129437,634SH DFND 437,63400
GLOBAL CASH ACCESS HLDGS INCCOM3789671031,078150,700SH OTR2150,70000
GLOBAL DEFENSE & NATL SEC SYCOM37953N1089,242895,500SH DFND1895,50000
GLOBAL EAGLE ENTMT INCCOM37951D10233624,700SH DFND 24,70000
GLOBAL PMTS INCCOM37940X1022,87135,560SH DFND 35,56000
GLOBALSTAR INCCOM378973408606220,300SH DFND 220,30000
GLOBE SPECIALTY METALS INCCOM37954N20679846,300SH OTR246,30000
GLOBE SPECIALTY METALS INCCOM37954N2061,54089,388SH DFND 89,38800
GLOBUS MED INCCL A3795772082,655111,693SH DFND 111,69300
GLOBUS MED INCCL A3795772081,90280,000SH OTR280,00000
GLU MOBILE INCCOM3798901061,437368,554SH DFND 368,55400
GNC HLDGS INCCOM CL A36191G1073667,797SH DFND 7,79700
GOL LINHAS AEREAS INTLG S ASP ADR REP PFD38045R10716729,100SH DFND 29,10000
GOLAR LNG LTD BERMUDASHSG9456A1001,04128,879SH DFND 28,87900
GOLD FIELDS LTD NEWSPONSORED ADR38059T10630066,132SH DFND 66,13200
GOLD RESOURCE CORPCOM38068T10513439,599SH DFND 39,59900
GOLD RESOURCE CORPCOM38068T1057722,700SH OTR222,70000
GOLDCORP INC NEWCOM38095640926,2231,414,683SH DFND 1,414,68300
GOLDMAN SACHS GROUP INCCOM38141G10453,567276,363SH DFND 276,36300
GOLDMAN SACHS GROUP INCCOM38141G1041,0665,500SH OTR25,50000
GOODRICH PETE CORPNOTE 5.000%10/0382410AG31,8533,500,000PRN DFND13,500,00000
GOODYEAR TIRE & RUBR COCOM38255010111,850414,767SH DFND 414,76700
GOOGLE INCCL A38259P508208,576393,050SH DFND 393,05000
GOOGLE INCCL A38259P5082,9565,570SH OTR25,57000
GOOGLE INCCL C38259P706129,793246,568SH DFND 246,56800
GOOGLE INCCL C38259P7067,19613,670SH OTR213,67000
GRACE W R & CO DEL NEWCOM38388F1085,19854,488SH DFND 54,48800
GRAHAM HLDGS COCOM38463710444,32951,324SH DFND 51,32400
GRAHAM HLDGS COCOM384637104345400SH OTR240000
GRAINGER W W INCCOM3848021044,41517,323SH DFND 17,32300
GRAMERCY PPTY TR INCCOM38489R1002,654384,695SH DFND 384,69500
GRAND CANYON ED INCCOM38526M10681217,400SH OTR217,40000
GRAND CANYON ED INCCOM38526M10670015,001SH DFND 15,00100
GRANITE REAL ESTATE INVT TRUNIT 99/99/999938743711458816,500SH DFND 16,50000
GRAPHIC PACKAGING HLDG COCOM38868910180258,900SH OTR258,90000
GRAPHIC PACKAGING HLDG COCOM3886891011,03676,034SH DFND 76,03400
GRAY TELEVISION INCCOM38937510635731,889SH DFND 31,88900
GREAT LAKES DREDGE & DOCK COCOM39060710912714,800SH DFND 14,80000
GREAT PLAINS ENERGY INCCOM3911641003,072108,123SH DFND 108,12300
GREATBATCH INCCOM39153L1068,046163,196SH DFND 163,19600
GREATBATCH INCCOM39153L1061,56831,800SH OTR231,80000
GREEN PLAINS INCCOM3932221042,632106,202SH DFND 106,20200
GREEN PLAINS INCCOM39322210480832,600SH OTR232,60000
GREENBRIER COS INCCOM3936571011,42426,500SH DFND 26,50000
GREENLIGHT CAPITAL RE LTDCLASS AG4095J1092567,843SH DFND 7,84300
GROUP 1 AUTOMOTIVE INCCOM3989051096397,131SH DFND 7,13100
GROUPE CGI INCCL A SUB VTG39945C1091,69844,400SH DFND 44,40000
GROUPON INCCOM CL A39947310724,1242,920,574SH DFND 2,920,57400
GRUPO TELEVISA SASPON ADR REP ORD40049J20649,6791,458,586SH DFND 1,458,58600
GSI GROUP INC CDA NEWCOM NEW36191C20524816,876SH DFND 16,87600
GTT COMMUNICATIONS INCCOM36239310018113,700SH DFND 13,70000
GTX INC DELCOM40052B1082940,400SH DFND 40,40000
GUESS INCCOM40161710512,265581,816SH DFND 581,81600
GULFPORT ENERGY CORPCOM NEW40263530450712,149SH DFND 12,14900
H & E EQUIPMENT SERVICES INCCOM40403010886930,934SH DFND 30,93400
H & E EQUIPMENT SERVICES INCCOM40403010843815,600SH OTR215,60000
HAIN CELESTIAL GROUP INCCOM40521710089715,396SH DFND 15,39600
HALLIBURTON COCOM40621610147,4711,207,000SH DFND 1,207,00000
HALOZYME THERAPEUTICS INCCOM40637H10919720,400SH OTR220,40000
HALYARD HEALTH INCCOM40650V1003,83484,315SH DFND 84,31500
HALYARD HEALTH INCCOM40650V1002976,535SH DFND16,53500
HAMPDEN BANCORP INCCOM40867E1071,32662,533SH DFND 62,53300
HAMPDEN BANCORP INCCOM40867E1072,02795,579SH DFND195,57900
HANCOCK HLDG COCOM4101201092738,900SH DFND 8,90000
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T10529621,542SH DFND 21,54200
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1051,29894,366SH DFND194,36600
HANCOCK JOHN TAX-ADV DIV INCCOM41013V10038817,405SH DFND117,40500
HANESBRANDS INCCOM41034510238,948348,937SH DFND 348,93700
HANESBRANDS INCCOM4103451024353,900SH OTR23,90000
HANGER INCCOM NEW41043F2082129,661SH DFND 9,66100
HANMI FINL CORPCOM NEW4104952041,62974,680SH DFND 74,68000
HANOVER INS GROUP INCCOM41086710513,381187,618SH DFND 187,61800
HARBINGER GROUP INCCOM41146A1061,829129,157SH DFND 129,15700
HARLEY DAVIDSON INCCOM4128221081,11116,853SH DFND 16,85300
HARMAN INTL INDS INCCOM41308610939,525370,396SH DFND 370,39600
HARMONIC INCCOM4131601021,779253,848SH DFND 253,84800
HARMONIC INCCOM41316010248469,000SH OTR269,00000
HARMONY GOLD MNG LTDSPONSORED ADR4132163007036,900SH DFND 36,90000
HARRIS CORP DELCOM41387510538,183531,643SH DFND 531,64300
HARSCO CORPCOM4158641078,280438,334SH DFND 438,33400
HARTFORD FINL SVCS GROUP INCCOM4165151049,845236,152SH DFND 236,15200
HASBRO INCCOM4180561074,37379,519SH DFND 79,51900
HATTERAS FINL CORPCOM41902R10399954,200SH DFND 54,20000
HAVERTY FURNITURE INCCOM41959610137417,000SH OTR217,00000
HAVERTY FURNITURE INCCOM4195961013,217146,143SH DFND 146,14300
HAWAIIAN ELEC INDUSTRIESCOM4198701004,391131,147SH DFND 131,14700
HAWAIIAN ELEC INDUSTRIESCOM41987010030,408908,234SH DFND1908,23400
HAWAIIAN HOLDINGS INCCOM4198791012,808107,793SH DFND 107,79300
HAWAIIAN HOLDINGS INCCOM41987910167525,900SH OTR225,90000
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD3332100,000PRN DFND 100,00000
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD31,994600,000PRN DFND1600,00000
HCA HOLDINGS INCCOM40412C101108,0061,471,668SH DFND 1,471,66800
HCA HOLDINGS INCCOM40412C1014,26458,100SH OTR258,10000
HCC INS HLDGS INCCOM40413210212,277229,386SH DFND 229,38600
HCC INS HLDGS INCCOM4041321023165,900SH OTR25,90000
HCI GROUP INCCOM40416E1031,57436,391SH DFND 36,39100
HCI GROUP INCCOM40416E10365715,200SH OTR215,20000
HCP INCCOM40414L10925,027568,407SH DFND 568,40700
HCP INCCOM40414L1091,45733,080SH OTR233,08000
HD SUPPLY HLDGS INCCOM40416M1059,315315,866SH DFND 315,86600
HDFC BANK LTDADR REPS 3 SHS40415F10111,734231,220SH DFND 231,22000
HEADWATERS INCCOM42210P10273348,916SH DFND 48,91600
HEALTH CARE REIT INCCOM42217K10633,366440,945SH DFND 440,94500
HEALTH CARE REIT INCCOM42217K1066738,900SH OTR28,90000
HEALTH CARE REIT INCPFD PER CON I42217K60131,200470,725SH DFND1470,72500
HEALTH CARE REIT INCPFD PER CON I42217K60188513,350SH DFND 13,35000
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR71,352900,000PRN DFND 900,00000
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR736,45824,275,000PRN DFND124,275,00000
HEALTH NET INCCOM42222G108111,0292,074,145SH DFND 2,074,14500
HEALTH NET INCCOM42222G1084,98493,100SH OTR293,10000
HEALTHCARE RLTY TRCOM4219461042,34285,736SH DFND 85,73600
HEALTHCARE SVCS GRP INCCOM42190610849516,018SH DFND 16,01800
HEALTHCARE TR AMER INCCL A NEW42225P50191734,050SH DFND 34,05000
HEALTHSOUTH CORPCOM NEW4219243093,885101,006SH DFND 101,00600
HEALTHSOUTH CORPCOM NEW4219243092,86974,600SH OTR274,60000
HEALTHWAYS INCCOM42224510021310,700SH DFND 10,70000
HEALTHWAYS INCNOTE 1.500% 7/0422245AB6383325,000PRN DFND 325,00000
HEALTHWAYS INCNOTE 1.500% 7/0422245AB63,4172,900,000PRN DFND12,900,00000
HEARTLAND EXPRESS INCCOM4223471041,73964,400SH DFND 64,40000
HEARTLAND PMT SYS INCCOM42235N1081,04519,374SH DFND 19,37400
HECLA MNG COCOM422704106641229,900SH DFND 229,90000
HELEN OF TROY CORP LTDCOMG4388N1061,99730,700SH DFND 30,70000
HELEN OF TROY CORP LTDCOMG4388N10666410,200SH OTR210,20000
HELIX ENERGY SOLUTIONS GRP ICOM42330P1078,063371,553SH DFND 371,55300
HELIX ENERGY SOLUTIONS GRP ICOM42330P10728613,200SH OTR213,20000
HELMERICH & PAYNE INCCOM42345210128,072416,379SH DFND 416,37900
HENNESSY CAP ACQUISITION CORCOM42588610888790,000SH DFND 90,00000
HENNESSY CAP ACQUISITION CORCOM4258861087,979810,000SH DFND1810,00000
HENNESSY CAP ACQUISITION COR*W EXP 01/23/2014258861163690,000SH DFND 90,00000
HENNESSY CAP ACQUISITION COR*W EXP 01/23/201425886116324810,000SH DFND1810,00000
HENRY JACK & ASSOC INCCOM4262811017,341118,139SH DFND 118,13900
HERBALIFE LTDCOM USD SHSG4412G1012,75573,090SH DFND173,09000
HERCULES TECH GROWTH CAP INCCOM42709650823815,970SH DFND 15,97000
HERITAGE FINL GROUP INCCOM42726X1022579,913SH DFND 9,91300
HERITAGE FINL GROUP INCCOM42726X10296237,129SH DFND137,12900
HERSHA HOSPITALITY TRSH BEN INT A427825104851121,100SH DFND 121,10000
HERSHEY COCOM42786610833,922326,395SH DFND 326,39500
HERTZ GLOBAL HOLDINGS INCCOM42805T10512,652507,316SH DFND 507,31600
HESS CORPCOM42809H107108,2651,466,607SH DFND 1,466,60700
HEWLETT PACKARD COCOM428236103316,6837,891,436SH DFND 7,891,43600
HEWLETT PACKARD COCOM42823610318,115451,400SH OTR2451,40000
HEXCEL CORP NEWCOM42829110865315,750SH DFND 15,75000
HF2 FINL MGMT INCCL A40421A10413,6301,309,327SH DFND11,309,32700
HFF INCCL A40418F10897027,000SH OTR227,00000
HFF INCCL A40418F1081,27935,618SH DFND 35,61800
HHGREGG INCCOM42833L10845560,128SH DFND 60,12800
HIGHWOODS PPTYS INCCOM4312841081,31529,700SH DFND 29,70000
HIGHWOODS PPTYS INCCOM4312841081,12525,400SH OTR225,40000
HILL ROM HLDGS INCCOM43147510222,264488,041SH DFND 488,04100
HILLENBRAND INCCOM43157110887225,264SH DFND 25,26400
HILLTOP HOLDINGS INCCOM43274810157728,899SH DFND 28,89900
HILTON WORLDWIDE HLDGS INCCOM43300A10438914,900SH DFND 14,90000
HNI CORPCOM40425110058211,400SH DFND 11,40000
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN43576310735511,882SH DFND111,88200
HOLLYFRONTIER CORPCOM4361061088,587229,120SH DFND 229,12000
HOME BANCSHARES INCCOM4368932001,24738,783SH DFND 38,78300
HOME DEPOT INCCOM43707610212,586119,900SH OTR2119,90000
HOME DEPOT INCCOM437076102231,3582,204,035SH DFND 2,204,03500
HOME LN SERVICING SOLUTIONSORD SHSG6648D10989445,800SH DFND 45,80000
HOME PROPERTIES INCCOM4373061031,14817,500SH DFND 17,50000
HOMESTREET INCCOM43785V10228116,118SH DFND 16,11800
HONEYWELL INTL INCCOM43851610655,281553,256SH DFND 553,25600
HORACE MANN EDUCATORS CORP NCOM44032710416,018482,763SH DFND 482,76300
HORACE MANN EDUCATORS CORP NCOM4403271042,64179,600SH OTR279,60000
HORMEL FOODS CORPCOM44045210063,5581,219,925SH DFND 1,219,92500
HORSEHEAD HLDG CORPCOM44069430549731,400SH DFND 31,40000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1021,65553,400SH DFND 53,40000
HOST HOTELS & RESORTS INCCOM44107P10413,235556,808SH DFND 556,80800
HOST HOTELS & RESORTS INCCOM44107P1041,07245,090SH OTR245,09000
HOUGHTON MIFFLIN HARCOURT COCOM44157R1091,72983,500SH DFND 83,50000
HOVNANIAN ENTERPRISES INCCL A4424872038921,470SH DFND 21,47000
HOWARD HUGHES CORPCOM44267D10710,74582,388SH DFND 82,38800
HSN INCCOM4043031096,11880,500SH DFND 80,50000
HUB GROUP INCCL A44332010696725,400SH DFND 25,40000
HUBBELL INCCL B4435102018,01174,991SH DFND 74,99100
HUDSON CITY BANCORPCOM4436831078,220812,294SH DFND 812,29400
HUDSON CITY BANCORPCOM443683107171,60216,956,746SH DFND116,956,74600
HUDSON PAC PPTYS INCCOM4440971092,84494,600SH DFND 94,60000
HUDSON VALLEY HOLDING CORPCOM44417210011,526424,368SH DFND1424,36800
HUDSON VALLEY HOLDING CORPCOM44417210078028,736SH DFND 28,73600
HUMANA INCCOM444859102297,7052,072,725SH DFND 2,072,72500
HUMANA INCCOM44485910211,06077,000SH OTR277,00000
HUNT J B TRANS SVCS INCCOM4456581071,62019,229SH DFND 19,22900
HUNTINGTON BANCSHARES INCCOM4461501048,028763,088SH DFND 763,08800
HUNTINGTON BANCSHARES INCPFD CONV SER A4461504011,075800SH DFND180000
HUNTINGTON INGALLS INDS INCCOM44641310641,314367,366SH DFND 367,36600
HUNTINGTON INGALLS INDS INCCOM4464131065,73551,000SH OTR251,00000
HUNTSMAN CORPCOM4470111071,86181,700SH DFND 81,70000
HURON CONSULTING GROUP INCCOM4474621021,41820,735SH DFND 20,73500
HUTCHINSON TECHNOLOGY INCCOM448407106376107,307SH DFND 107,30700
HUTCHINSON TECHNOLOGY INCCOM448407106391111,600SH OTR2111,60000
HYATT HOTELS CORPCOM CL A4485791024,08667,856SH DFND 67,85600
HYDRA INDS ACQUISITION CORPUNIT 10/20/202144874020918,3821,840,000SH DFND11,840,00000
HYDRA INDS ACQUISITION CORPUNIT 10/20/20214487402091,598160,000SH DFND 160,00000
HYSTER YALE MATLS HANDLING ICL A4491721054,42360,425SH DFND 60,42500
HYSTER YALE MATLS HANDLING ICL A4491721052,70837,000SH OTR237,00000
IAC INTERACTIVECORPCOM PAR $.00144919P50874,6091,227,317SH DFND 1,227,31700
IAMGOLD CORPCOM4509131081,533565,400SH DFND 565,40000
IBERIABANK CORPCOM4508281085198,000SH DFND 8,00000
ICAD INCCOM NEW44934S20617118,600SH DFND 18,60000
ICF INTL INCCOM44925C10351312,526SH DFND 12,52600
ICF INTL INCCOM44925C1032095,100SH OTR25,10000
ICICI BK LTDADR45104G10428,6322,478,935SH DFND 2,478,93500
ICONIX BRAND GROUP INCCOM45105510747414,028SH DFND 14,02800
ICU MED INCCOM44930G1072,83034,559SH DFND 34,55900
ICU MED INCCOM44930G10784410,300SH OTR210,30000
IDACORP INCCOM4511071064,84973,254SH DFND 73,25400
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,760399,036SH DFND 399,03600
IDERA PHARMACEUTICALS INCCOM NEW45168K306482109,400SH OTR2109,40000
IDEX CORPCOM45167R1044,76161,169SH DFND 61,16900
IDEXX LABS INCCOM45168D1041,95713,197SH DFND 13,19700
IDT CORPCL B NEW44894750744822,050SH DFND 22,05000
IGATE CORPCOM45169U1051,51338,325SH DFND 38,32500
IGATE CORPCOM45169U10557614,600SH OTR214,60000
IGI LABS INCCOM44957510955763,300SH DFND 63,30000
IHS INCCL A4517341079218,087SH DFND 8,08700
ILLINOIS TOOL WKS INCCOM4523081095,23955,323SH DFND 55,32300
ILLUMINA INCCOM45232710938,795210,182SH DFND 210,18200
IMMERSION CORPCOM45252110719520,608SH DFND 20,60800
IMMERSION CORPCOM45252110712112,795SH OTR212,79500
IMMUNOGEN INCCOM45253H10114023,000SH OTR223,00000
IMMUNOMEDICS INCCOM4529071087916,500SH DFND 16,50000
IMPAX LABORATORIES INCCOM45256B1012,76887,389SH DFND 87,38900
IMPAX LABORATORIES INCCOM45256B1012889,100SH OTR29,10000
IMPERIAL OIL LTDCOM NEW45303840841,571962,040SH DFND 962,04000
INCONTACT INCCOM45336E10917119,500SH DFND 19,50000
INCYTE CORPCOM45337C1023,28444,917SH DFND 44,91700
INDEPENDENT BANK CORP MICHCOM NEW45383860950638,738SH DFND 38,73800
INDEPENDENT BK GROUP INCCOM45384B1063529,000SH DFND 9,00000
INFINERA CORPORATIONCOM45667G10363643,200SH DFND 43,20000
INFINITY PPTY & CAS CORPCOM45665Q10398112,700SH OTR212,70000
INFINITY PPTY & CAS CORPCOM45665Q1035,78374,851SH DFND 74,85100
INFORMATICA CORPCOM45666Q1026,048158,600SH DFND 158,60000
INFORMATION SERVICES GROUP ICOM45675Y10437689,061SH DFND 89,06100
INFOSYS LTDSPONSORED ADR456788108181,5035,769,330SH DFND 5,769,33000
INGERSOLL-RAND PLCSHSG4779110176,1121,200,702SH DFND 1,200,70200
INGLES MKTS INCCL A4570301042155,800SH DFND 5,80000
INGRAM MICRO INCCL A45715310456,3462,038,565SH DFND 2,038,56500
INGRAM MICRO INCCL A4571531041,34348,582SH OTR248,58200
INGREDION INCCOM45718710222,907270,006SH DFND 270,00600
INLAND REAL ESTATE CORPCOM NEW4574612006,409585,333SH DFND 585,33300
INLAND REAL ESTATE CORPCOM NEW4574612001,663151,900SH OTR2151,90000
INNOPHOS HOLDINGS INCCOM45774N1083,23255,300SH DFND 55,30000
INNOPHOS HOLDINGS INCCOM45774N10897016,600SH OTR216,60000
INNOSPEC INCCOM45768S1051,23228,852SH DFND 28,85200
INOVIO PHARMACEUTICALS INCCOM NEW45773H20153858,601SH DFND 58,60100
INPHI CORPCOM45772F10724413,200SH DFND 13,20000
INSIGHT ENTERPRISES INCCOM45765U10312,298474,999SH DFND 474,99900
INSIGHT ENTERPRISES INCCOM45765U1031,84171,100SH OTR271,10000
INSPERITY INCCOM45778Q1072477,300SH DFND 7,30000
INSULET CORPCOM45784P1013667,948SH DFND 7,94800
INSYS THERAPEUTICS INC NEWCOM NEW45824V2091,32231,352SH DFND 31,35200
INTEGRATED DEVICE TECHNOLOGYCOM45811810640,9172,087,599SH DFND 2,087,59900
INTEGRATED DEVICE TECHNOLOGYCOM4581181062,677136,600SH OTR2136,60000
INTEGRATED SILICON SOLUTIONCOM45812P10718411,083SH DFND 11,08300
INTEGRYS ENERGY GROUP INCCOM45822P1055,91775,999SH DFND 75,99900
INTEGRYS ENERGY GROUP INCCOM45822P10585,4491,097,608SH DFND11,097,60800
INTEL CORPCOM458140100346,9419,560,238SH DFND 9,560,23800
INTEL CORPCOM4581401009,838271,100SH OTR2271,10000
INTEL CORPSDCV 3.250% 8/0458140AF7118,88768,301,000PRN DFND168,301,00000
INTELIQUENT INCCOM45825N1071,45073,867SH DFND 73,86700
INTELIQUENT INCCOM45825N10770535,900SH OTR235,90000
INTELSAT S ACOML5140P10141724,038SH DFND 24,03800
INTERACTIVE BROKERS GROUP INCOM45841N10788630,400SH DFND 30,40000
INTERCEPT PHARMACEUTICALS INCOM45845P1081,0766,900SH DFND 6,90000
INTERCONTINENTAL EXCHANGE INCOM45866F1041,3646,219SH DFND 6,21900
INTERDIGITAL INCCOM45867G1011,85735,100SH DFND 35,10000
INTERNATIONAL BANCSHARES CORCOM4590441032,669100,573SH DFND 100,57300
INTERNATIONAL BANCSHARES CORCOM45904410332112,100SH OTR212,10000
INTERNATIONAL BUSINESS MACHSCOM45920010178,580489,776SH DFND 489,77600
INTERNATIONAL FLAVORS&FRAGRACOM4595061019,05689,349SH DFND 89,34900
INTERNATIONAL GAME TECHNOLOGCOM45990210253330,900SH DFND 30,90000
INTERNATIONAL GAME TECHNOLOGCOM45990210217310,021SH DFND110,02100
INTERNATIONAL RECTIFIER CORPCOM4602541058,722218,591SH DFND 218,59100
INTERNATIONAL RECTIFIER CORPCOM46025410588,6352,221,437SH DFND12,221,43700
INTERPUBLIC GROUP COS INCCOM46069010030,6081,473,663SH DFND 1,473,66300
INTERSIL CORPCL A46069S10912,201843,167SH DFND 843,16700
INTERVEST BANCSHARES CORPCOM46092710687286,814SH DFND 86,81400
INTERVEST BANCSHARES CORPCOM4609271064,103408,258SH DFND1408,25800
INTL PAPER COCOM46014610320,766387,571SH DFND 387,57100
INTL PAPER COCOM4601461032,51846,987SH DFND146,98700
INTUITCOM46120210328,797312,366SH DFND 312,36600
INTUITIVE SURGICAL INCCOM NEW46120E6024,7699,016SH DFND 9,01600
INVACARE CORPCOM4612031011,55792,872SH DFND 92,87200
INVACARE CORPSDCV 4.125% 2/0461203AD32,5472,500,000PRN DFND12,500,00000
INVENSENSE INCCOM46123D20543626,800SH DFND 26,80000
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E10323820,485SH DFND 20,48500
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E10377767,002SH DFND167,00200
INVESCO BD FDCOM46132L10795952,116SH DFND152,11600
INVESCO CALIF VALUE MUN INCCOM46132H10635727,787SH DFND127,78700
INVESCO DYNAMIC CR OPP FDCOM46132R10459550,187SH DFND 50,18700
INVESCO DYNAMIC CR OPP FDCOM46132R10470459,378SH DFND159,37800
INVESCO LTDSHSG491BT1085,331134,889SH DFND 134,88900
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,25281,000SH DFND 81,00000
INVESCO MUN OPPORTUNITY TRCOM46132C10735327,443SH DFND 27,44300
INVESCO MUN OPPORTUNITY TRCOM46132C1071,508117,266SH DFND1117,26600
INVESCO MUN TRCOM46131J10337429,580SH DFND 29,58000
INVESCO MUN TRCOM46131J1031,23197,225SH DFND197,22500
INVESCO MUNI INCOME OPP TRSTCOM46132X1019513,644SH DFND113,64400
INVESCO QUALITY MUNI INC TRSCOM46133G1071,23799,037SH DFND199,03700
INVESCO QUALITY MUNI INC TRSCOM46133G10733626,865SH DFND 26,86500
INVESCO TR INVT GRADE MUNSCOM46131M10630923,279SH DFND 23,27900
INVESCO TR INVT GRADE MUNSCOM46131M1061,17388,269SH DFND188,26900
INVESCO TR INVT GRADE NY MUNCOM46131T10120014,600SH DFND114,60000
INVESTMENT TECHNOLOGY GRP NECOM46145F10511,631558,655SH DFND 558,65500
INVESTMENT TECHNOLOGY GRP NECOM46145F1051,59976,800SH OTR276,80000
INVESTORS BANCORP INC NEWCOM46146L10139134,837SH DFND 34,83700
INVESTORS REAL ESTATE TRSH BEN INT46173010377895,270SH DFND 95,27000
INVESTORS REAL ESTATE TRSH BEN INT4617301039311,400SH OTR211,40000
ION GEOPHYSICAL CORPCOM46204410821176,800SH DFND 76,80000
ION GEOPHYSICAL CORPCOM46204410814552,600SH OTR252,60000
IPG PHOTONICS CORPCOM44980X1094976,633SH DFND 6,63300
IRIDIUM COMMUNICATIONS INCCOM46269C10275677,500SH DFND 77,50000
IRON MTN INCCOM4628461062,60867,469SH DFND 67,46900
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10878351,100SH DFND 51,10000
ISHARESMSCI THI CAP ETF4642866242,26629,260SH DFND 29,26000
ISHARESMSCI TAIWAN ETF4642867317,314484,026SH DFND 484,02600
ISHARES TRMSCI EMG MKT ETF4642872347,206183,396SH DFND 183,39600
ISHARES TRMSCI EAFE ETF4642874652,18835,960SH DFND 35,96000
ISHARES TRRUSSELL 2000 ETF4642876552,33719,541SH DFND 19,54100
ISIS PHARMACEUTICALS INCCOM4643301093,83162,047SH DFND 62,04700
ISIS PHARMACEUTICALS INCCOM4643301093,13650,800SH OTR250,80000
ISORAY INCCOM46489V104281192,400SH DFND 192,40000
ISTAR FINL INCNOTE 3.000%11/145031UBR1507400,000PRN DFND 400,00000
ISTAR FINL INCNOTE 3.000%11/145031UBR14,1173,250,000PRN DFND13,250,00000
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106113,1948,700,520SH DFND 8,700,52000
ITC HLDGS CORPCOM4656851051,22930,407SH DFND 30,40700
ITRON INCCOM4657411061,17027,663SH DFND 27,66300
ITT CORP NEWCOM NEW45091120151,3501,269,163SH DFND 1,269,16300
ITT CORP NEWCOM NEW4509112011,28731,800SH OTR231,80000
J & J SNACK FOODS CORPCOM4660321091,61914,884SH DFND 14,88400
J & J SNACK FOODS CORPCOM4660321093263,000SH OTR23,00000
J2 GLOBAL INCCOM48123V1021,32421,361SH DFND 21,36100
JABIL CIRCUIT INCCOM46631310346,0912,111,371SH DFND 2,111,37100
JACK IN THE BOX INCCOM4663671095,75872,010SH DFND 72,01000
JACK IN THE BOX INCCOM4663671092,07125,900SH OTR225,90000
JACOBS ENGR GROUP INC DELCOM4698141075,185116,028SH DFND 116,02800
JANUS CAP GROUP INCCOM47102X1052,358146,200SH DFND 146,20000
JARDEN CORPCOM47110910810,168212,368SH DFND 212,36800
JASON INDS INC*W EXP 06/30/201471172114301235,200SH DFND 235,20000
JASON INDS INC*W EXP 06/30/2014711721142,6832,096,100SH DFND12,096,10000
JAZZ PHARMACEUTICALS PLCSHS USDG508711052,85017,406SH DFND 17,40600
JDS UNIPHASE CORPCOM PAR $0.00146612J5078,546622,878SH DFND 622,87800
JETBLUE AIRWAYS CORPCOM4771431015,887371,200SH DFND 371,20000
JETBLUE AIRWAYS CORPCOM4771431011,37586,700SH OTR286,70000
JOHN BEAN TECHNOLOGIES CORPCOM4778391041,38041,996SH DFND 41,99600
JOHN BEAN TECHNOLOGIES CORPCOM47783910448014,600SH OTR214,60000
JOHNSON & JOHNSONCOM478160104440,1844,209,470SH DFND 4,209,47000
JOHNSON & JOHNSONCOM47816010426,431252,756SH OTR2252,75600
JOHNSON CTLS INCCOM47836610737,188769,305SH DFND 769,30500
JOHNSON CTLS INCCOM4783661071,75536,300SH OTR236,30000
JONES LANG LASALLE INCCOM48020Q1072701,800SH OTR21,80000
JONES LANG LASALLE INCCOM48020Q1072,17414,500SH DFND 14,50000
JOURNAL COMMUNICATIONS INCCL A48113010247941,948SH DFND 41,94800
JOURNAL COMMUNICATIONS INCCL A48113010214,8851,302,275SH DFND11,302,27500
JOY GLOBAL INCCOM4811651081,97442,443SH DFND 42,44300
JPMORGAN CHASE & COCOM46625H100210,4683,363,181SH DFND 3,363,18100
JPMORGAN CHASE & COCOM46625H10012,682202,660SH OTR2202,66000
JUNIPER NETWORKS INCCOM48203R10431,8911,428,789SH DFND 1,428,78900
K12 INCCOM48273U1021,513127,500SH DFND 127,50000
K12 INCCOM48273U10233428,100SH OTR228,10000
KADANT INCCOM48282T1042986,970SH DFND 6,97000
KAISER ALUMINUM CORPCOM PAR $0.014830077045798,100SH DFND 8,10000
KAMAN CORPCOM4835481032696,700SH DFND 6,70000
KANSAS CITY SOUTHERNCOM NEW4851703021,24810,224SH DFND 10,22400
KAPSTONE PAPER & PACKAGING CCOM48562P1031,83562,612SH DFND 62,61200
KAPSTONE PAPER & PACKAGING CCOM48562P1031,06136,200SH OTR236,20000
KAR AUCTION SVCS INCCOM48238T10993727,032SH DFND 27,03200
KARYOPHARM THERAPEUTICS INCCOM48576U10645312,100SH DFND 12,10000
KATE SPADE & COCOM4858651091,45045,300SH DFND 45,30000
KBR INCCOM48242W10625,6681,514,360SH DFND 1,514,36000
KCAP FINL INCCOM48668E10124335,600SH DFND 35,60000
KCG HLDGS INCCL A48244B10053746,100SH DFND 46,10000
KELLOGG COCOM48783610824,738378,023SH DFND 378,02300
KENNEDY-WILSON HLDGS INCCOM4893981071,57662,300SH DFND 62,30000
KERYX BIOPHARMACEUTICALS INCCOM4925151011,02472,379SH DFND 72,37900
KEURIG GREEN MTN INCCOM49271M10013,940105,292SH DFND 105,29200
KEY ENERGY SVCS INCCOM4929141065,7603,449,334SH DFND 3,449,33400
KEY ENERGY SVCS INCCOM4929141061,050629,000SH OTR2629,00000
KEYCORP NEWCOM49326710868,5194,929,450SH DFND 4,929,45000
KEYCORP NEWPFD 7.75% SR A4932674052,57120,000SH DFND120,00000
KEYSIGHT TECHNOLOGIES INCCOM49338L1032226,581SH DFND 6,58100
KEYSIGHT TECHNOLOGIES INCCOM49338L10370220,800SH OTR220,80000
KFORCE INCCOM49373210193838,888SH DFND 38,88800
KFORCE INCCOM49373210162025,700SH OTR225,70000
KILROY RLTY CORPCOM49427F1081,86627,014SH DFND 27,01400
KIMBALL INTL INCCL B49427410323425,635SH DFND 25,63500
KIMBERLY CLARK CORPCOM49436810311,644100,780SH OTR2100,78000
KIMBERLY CLARK CORPCOM4943681036,59557,082SH DFND157,08200
KIMBERLY CLARK CORPCOM494368103208,5931,805,374SH DFND 1,805,37400
KIMCO RLTY CORPCOM49446R1095,697226,618SH DFND 226,61800
KINDER MORGAN INC DELCOM49456B1012,66562,986SH DFND 62,98600
KINDER MORGAN INC DELCOM49456B1011,15827,367SH DFND127,36700
KINDRED HEALTHCARE INCCOM4945801031,52583,892SH DFND 83,89200
KINROSS GOLD CORPCOM NO PAR4969024048,3992,983,747SH DFND 2,983,74700
KIRBY CORPCOM4972661061,81022,423SH DFND 22,42300
KITE RLTY GROUP TRCOM NEW49803T3001,62856,650SH DFND 56,65000
KLA-TENCOR CORPCOM48248010023,842339,045SH DFND 339,04500
KLX INCCOM4825391031,00324,315SH DFND 24,31500
KNIGHT TRANSN INCCOM4990641032,19165,100SH DFND 65,10000
KNOWLES CORPCOM49926D1091,48663,104SH DFND 63,10400
KNOWLES CORPCOM49926D1098,168346,842SH DFND1346,84200
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB7416375,000PRN DFND 375,00000
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB74,4384,000,000PRN DFND14,000,00000
KOHLS CORPCOM50025510424,636403,612SH DFND 403,61200
KONA GRILL INCCOM50047H20141317,900SH DFND 17,90000
KORN FERRY INTLCOM NEW5006432001,80562,765SH DFND 62,76500
KORN FERRY INTLCOM NEW5006432001,07037,200SH OTR237,20000
KOSMOS ENERGY LTDSHSG5315B10741048,900SH DFND 48,90000
KRAFT FOODS GROUP INCCOM50076Q1061,01516,196SH DFND 16,19600
KRATON PERFORMANCE POLYMERSCOM50077C10620810,000SH OTR210,00000
KRATON PERFORMANCE POLYMERSCOM50077C1061,32863,887SH DFND 63,88700
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20737274,039SH DFND174,03900
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B207949188,984SH DFND 188,98400
KROGER COCOM50104410138,284596,229SH DFND 596,22900
KROGER COCOM5010441011,48023,050SH OTR223,05000
KT CORPSPONSORED ADR48268K1012,361167,221SH DFND 167,22100
KYTHERA BIOPHARMACEUTICALS ICOM5015701052186,300SH DFND 6,30000
L BRANDS INCCOM5017971042,12424,542SH DFND 24,54200
L-3 COMMUNICATIONS HLDGS INCCOM50242410488,914704,495SH DFND 704,49500
L-3 COMMUNICATIONS HLDGS INCCOM5024241042,47419,600SH OTR219,60000
LA Z BOY INCCOM5053361071,19944,685SH DFND 44,68500
LA Z BOY INCCOM50533610789933,500SH OTR233,50000
LABORATORY CORP AMER HLDGSCOM NEW50540R4092,50823,240SH DFND 23,24000
LACLEDE GROUP INCCOM5055971041,49228,036SH DFND 28,03600
LADENBURG THALMAN FIN SVCS ICOM50575Q102724183,345SH DFND 183,34500
LAKELAND FINL CORPCOM51165610051511,856SH DFND 11,85600
LAM RESEARCH CORPCOM51280710854,081681,634SH DFND 681,63400
LAMAR ADVERTISING CO NEWCL A5128161091,32224,637SH DFND 24,63700
LANCASTER COLONY CORPCOM5138471034,49948,050SH DFND 48,05000
LANCASTER COLONY CORPCOM5138471031,32114,103SH OTR214,10300
LANDS END INC NEWCOM51509F1054989,222SH DFND 9,22200
LANDS END INC NEWCOM51509F10512,450230,719SH DFND1230,71900
LANDSTAR SYS INCCOM5150981013,07542,390SH DFND 42,39000
LANNET INCCOM5160121012,36355,100SH OTR255,10000
LANNET INCCOM5160121014,516105,315SH DFND 105,31500
LAS VEGAS SANDS CORPCOM5178341076,836117,541SH DFND 117,54100
LASALLE HOTEL PPTYSCOM SH BEN INT5179421085,139126,988SH DFND 126,98800
LASALLE HOTEL PPTYSCOM SH BEN INT51794210862315,400SH OTR215,40000
LATAM AIRLS GROUP S ASPONSORED ADR51817R1068,948746,900SH DFND 746,90000
LATTICE SEMICONDUCTOR CORPCOM5184151044,873707,314SH DFND 707,31400
LATTICE SEMICONDUCTOR CORPCOM5184151042,723395,200SH OTR2395,20000
LAUDER ESTEE COS INCCL A5184391046,69287,825SH DFND 87,82500
LDR HLDG CORPCOM50185U10573422,400SH DFND 22,40000
LEAPFROG ENTERPRISES INCCL A52186N10612827,100SH DFND 27,10000
LEAR CORPCOM NEW52186520469,039703,905SH DFND 703,90500
LEAR CORPCOM NEW5218652041,57916,100SH OTR216,10000
LEE ENTERPRISES INCCOM523768109474128,731SH DFND 128,73100
LEGG MASON INCCOM5249011056,920129,668SH DFND 129,66800
LEGGETT & PLATT INCCOM5246601071,62838,207SH DFND 38,20700
LEIDOS HLDGS INCCOM5253271026,258143,787SH DFND 143,78700
LENNAR CORPCL A5260571041,21627,146SH DFND 27,14600
LENNOX INTL INCCOM5261071079,661101,621SH DFND 101,62100
LEUCADIA NATL CORPCOM5272881046,585293,705SH DFND 293,70500
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3087,121144,212SH DFND 144,21200
LEVY ACQUISITION CORPCOM52748T10419,7032,025,000SH DFND12,025,00000
LEVY ACQUISITION CORP*W EXP 11/19/20152748T11242112,500SH DFND 112,50000
LEVY ACQUISITION CORP*W EXP 11/19/20152748T1123751,012,500SH DFND11,012,50000
LEXINGTON REALTY TRUSTCOM5290431011,01792,600SH DFND 92,60000
LEXMARK INTL NEWCL A5297711072,57562,400SH OTR262,40000
LEXMARK INTL NEWCL A52977110743,4721,053,360SH DFND 1,053,36000
LG DISPLAY CO LTDSPONS ADR REP50186V1027,201475,300SH DFND 475,30000
LIBBEY INCCOM52989810834611,000SH DFND 11,00000
LIBERATOR MEDICAL HLDGS INCCOM53012L108355122,500SH DFND 122,50000
LIBERTY ALL STAR EQUITY FDSH BEN INT530158104735122,921SH DFND 122,92100
LIBERTY ALL STAR EQUITY FDSH BEN INT5301581041,332222,805SH DFND1222,80500
LIBERTY GLOBAL PLCSHS CL CG5480U12082617,100SH DFND 17,10000
LIBERTY INTERACTIVE CORPINT COM SER A53071M1042438,271SH DFND 8,27100
LIBERTY INTERACTIVE CORPINT COM SER A53071M1042,06870,300SH OTR270,30000
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8803699,785SH DFND 9,78500
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88010,343274,201SH DFND1274,20100
LIBERTY MEDIA CORP DELAWARECL A5312291022,56272,626SH DFND 72,62600
LIBERTY PPTY TRSH BEN INT5311721041,32335,153SH DFND 35,15300
LIBERTY TAX INCCL A53128T1022617,300SH DFND 7,30000
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651022,45391,174SH DFND191,17400
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651022539,400SH OTR29,40000
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510252219,417SH DFND 19,41700
LIFEPOINT HOSPITALS INCCOM53219L1097,385102,699SH DFND 102,69900
LILLY ELI & COCOM532457108139,4072,020,684SH DFND 2,020,68400
LILLY ELI & COCOM5324571083,26847,363SH OTR247,36300
LINCOLN ELEC HLDGS INCCOM53390010614,294206,892SH DFND 206,89200
LINCOLN ELEC HLDGS INCCOM5339001064496,500SH OTR26,50000
LINCOLN NATL CORP INDCOM53418710934,216593,300SH DFND 593,30000
LINCOLN NATL CORP INDCOM5341871093,36258,300SH OTR258,30000
LINEAR TECHNOLOGY CORPCOM5356781064,32494,822SH DFND 94,82200
LINKEDIN CORPCOM CL A53578A1081,9558,511SH DFND 8,51100
LIONBRIDGE TECHNOLOGIES INCCOM53625210925945,100SH DFND 45,10000
LITHIA MTRS INCCL A5367971031,23914,295SH DFND 14,29500
LITTELFUSE INCCOM5370081045996,200SH DFND 6,20000
LIVE NATION ENTERTAINMENT INCOM53803410912,308471,400SH DFND 471,40000
LIVEDEAL INCCOM NEW538144304372118,400SH DFND 118,40000
LIVEPERSON INCCOM53814610142730,251SH DFND 30,25100
LIVEPERSON INCCOM53814610131022,000SH OTR222,00000
LKQ CORPCOM5018892081,08038,395SH DFND 38,39500
LMP REAL ESTATE INCOME FD INCOM50208C10817213,712SH DFND 13,71200
LMP REAL ESTATE INCOME FD INCOM50208C10845536,233SH DFND136,23300
LNB BANCORP INCCOM50210010039922,157SH DFND 22,15700
LNB BANCORP INCCOM5021001003,125173,343SH DFND1173,34300
LOCKHEED MARTIN CORPCOM5398301097,99241,500SH OTR241,50000
LOCKHEED MARTIN CORPCOM539830109173,041898,588SH DFND 898,58800
LOEWS CORPCOM54042410820,498487,824SH DFND 487,82400
LOGITECH INTL S ASHSH5043023213,8051,019,880SH DFND 1,019,88000
LOGMEIN INCCOM54142L10999220,100SH DFND 20,10000
LOGMEIN INCCOM54142L10950310,200SH OTR210,20000
LORAL SPACE & COMMUNICATNS ICOM5438811064,82461,285SH DFND 61,28500
LORAL SPACE & COMMUNICATNS ICOM5438811062,27528,900SH OTR228,90000
LORILLARD INCCOM5441471018,635137,190SH DFND 137,19000
LORILLARD INCCOM544147101139,2492,212,411SH DFND12,212,41100
LOUISIANA PAC CORPCOM5463471051,26476,309SH DFND 76,30900
LOWES COS INCCOM548661107189,2852,751,241SH DFND 2,751,24100
LOWES COS INCCOM5486611071,62423,600SH OTR223,60000
LPL FINL HLDGS INCCOM50212V10013,229296,955SH DFND 296,95500
LTC PPTYS INCCOM5021751025,204120,550SH DFND 120,55000
LTC PPTYS INCCOM50217510292421,400SH OTR221,40000
LULULEMON ATHLETICA INCCOM5500211093,12656,031SH DFND 56,03100
LUMINEX CORP DELCOM55027E10223812,700SH DFND 12,70000
LUMINEX CORP DELCOM55027E10234518,400SH OTR218,40000
LUMOS NETWORKS CORPCOM55028310533119,693SH DFND 19,69300
LUXOFT HLDG INCORD SHS CL AG572791042506,500SH DFND 6,50000
LYDALL INC DELCOM55081910645313,806SH DFND 13,80600
LYON WILLIAM HOMESCL A NEW55207470022511,100SH DFND 11,10000
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100276,1893,478,884SH DFND 3,478,88400
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510017,181216,412SH OTR2216,41200
M & T BK CORPCOM55261F10418,105144,129SH DFND 144,12900
M/I HOMES INCNOTE 3.250% 9/155292PAA3507425,000PRN DFND 425,00000
M/I HOMES INCNOTE 3.250% 9/155292PAA32,9252,450,000PRN DFND12,450,00000
M/I HOMES INCNOTE 3.000% 3/055292PAB1333325,000PRN DFND 325,00000
M/I HOMES INCNOTE 3.000% 3/055292PAB12,2042,150,000PRN DFND12,150,00000
MA COM TECHNOLOGY SOLUTIONSCOM55405Y10095730,600SH DFND 30,60000
MACERICH COCOM5543821014,10149,163SH DFND 49,16300
MACK CALI RLTY CORPCOM55448910419810,400SH DFND 10,40000
MACYS INCCOM55616P10460,915926,461SH DFND 926,46100
MACYS INCCOM55616P1043755,700SH OTR25,70000
MADISON CVRED CALL & EQ STRCOM55743710011514,157SH DFND114,15700
MADISON SQUARE GARDEN COCL A55826P1006,32083,976SH DFND 83,97600
MAG SILVER CORPCOM55903Q1041,755213,400SH DFND 213,40000
MAGELLAN HEALTH INCCOM NEW5590792071,62527,074SH DFND 27,07400
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801067188,690SH DFND18,69000
MAGICJACK VOCALTEC LTDSHSM6787E1013,166389,879SH DFND 389,87900
MAGICJACK VOCALTEC LTDSHSM6787E10151663,600SH OTR263,60000
MAGNA INTL INCCOM559222401118,0101,085,752SH DFND 1,085,75200
MAIDEN HOLDINGS LTDSHSG5753U11232025,056SH DFND 25,05600
MALLINCKRODT PUB LTD COSHSG5785G10721,518217,284SH DFND 217,28400
MANCHESTER UTD PLC NEWORD CL AG5784H10630719,292SH DFND119,29200
MANDALAY DIGITAL GROUP INCCOM NEW5625622077723,200SH DFND 23,20000
MANHATTAN ASSOCS INCCOM5627501097,033172,724SH DFND 172,72400
MANHATTAN ASSOCS INCCOM5627501092,80668,900SH OTR268,90000
MANITOWOC INCCOM5635711081,14051,600SH DFND 51,60000
MANNKIND CORPCOM56400P2018816,900SH DFND 16,90000
MANNKIND CORPCOM56400P201701134,479SH DFND1134,47900
MANNKIND CORPCOM56400P20114026,900SH OTR226,90000
MANNKIND CORPNOTE 5.750% 8/156400PAC62,4572,295,000PRN DFND12,295,00000
MANPOWERGROUP INCCOM56418H10078,5531,152,311SH DFND 1,152,31100
MANULIFE FINL CORPCOM56501R10618,613972,054SH DFND 972,05400
MARATHON OIL CORPCOM56584910683,9402,967,135SH DFND 2,967,13500
MARATHON PETE CORPCOM56585A102177,8701,970,641SH DFND 1,970,64100
MARATHON PETE CORPCOM56585A1024,93754,700SH OTR254,70000
MARCUS & MILLICHAP INCCOM56632410941912,600SH DFND 12,60000
MARINEMAX INCCOM56790810824312,100SH DFND 12,10000
MARKEL CORPCOM5705351043,3464,900SH DFND 4,90000
MARKETAXESS HLDGS INCCOM57060D1084706,552SH DFND 6,55200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591004917,314SH DFND17,31400
MARLIN MIDSTREAM PARTNERS LPCOM UTLTD PTN IN57118V10038321,055SH DFND121,05500
MARRIOTT INTL INC NEWCL A5719032023,25141,662SH DFND 41,66200
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1072,95039,580SH DFND 39,58000
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1073504,700SH OTR24,70000
MARSH & MCLENNAN COS INCCOM57174810217,679308,859SH DFND 308,85900
MARTEN TRANS LTDCOM5730751081,20455,100SH DFND 55,10000
MARTHA STEWART LIVING OMNIMECL A57308310219445,100SH DFND 45,10000
MARTIN MARIETTA MATLS INCCOM5732841062652,400SH DFND 2,40000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT57333110531411,663SH DFND111,66300
MARVELL TECHNOLOGY GROUP LTDORDG5876H105137,2049,462,348SH DFND 9,462,34800
MARVELL TECHNOLOGY GROUP LTDORDG5876H10551035,200SH OTR235,20000
MASCO CORPCOM57459910613,121520,663SH DFND 520,66300
MASIMO CORPCOM57479510047418,000SH DFND 18,00000
MASONITE INTL CORP NEWCOM5753851095108,300SH DFND 8,30000
MASTERCARD INCCL A57636Q10445,720530,645SH DFND 530,64500
MATADOR RES COCOM57648520554626,993SH DFND 26,99300
MATERION CORPCOM5766901012,70976,895SH DFND 76,89500
MATERION CORPCOM57669010152114,800SH OTR214,80000
MATRIX SVC COCOM5768531053,140140,693SH DFND 140,69300
MATRIX SVC COCOM5768531051,44664,800SH OTR264,80000
MATTEL INCCOM5770811022,56182,767SH DFND 82,76700
MATTHEWS INTL CORPCL A57712810185217,500SH DFND 17,50000
MATTRESS FIRM HLDG CORPCOM57722W1061,45225,000SH DFND 25,00000
MATTSON TECHNOLOGY INCCOM57722310030589,568SH DFND 89,56800
MAXIM INTEGRATED PRODS INCCOM57772K1017,672240,733SH DFND 240,73300
MAXIMUS INCCOM57793310460711,074SH DFND 11,07400
MAXIMUS INCCOM5779331043296,000SH OTR26,00000
MAXLINEAR INCCL A57776J10013217,800SH DFND 17,80000
MAXWELL TECHNOLOGIES INCCOM57776710619020,800SH DFND 20,80000
MBIA INCCOM55262C10072976,400SH DFND 76,40000
MCCLATCHY COCL A579489105344103,590SH DFND 103,59000
MCCORMICK & CO INCCOM NON VTG57978020621,734292,515SH DFND 292,51500
MCDONALDS CORPCOM58013510132,249344,171SH DFND 344,17100
MCGRATH RENTCORPCOM5805891092587,183SH DFND 7,18300
MCGRAW HILL FINL INCCOM58064510935,580399,860SH DFND 399,86000
MCKESSON CORPCOM58155Q103161,411777,583SH DFND 777,58300
MCKESSON CORPCOM58155Q10311,43855,100SH OTR255,10000
MDC PARTNERS INCCL A SUB VTG55269710468830,290SH DFND 30,29000
MDU RES GROUP INCCOM5526901094,128175,671SH DFND 175,67100
MEAD JOHNSON NUTRITION COCOM5828391067,98379,403SH DFND 79,40300
MEADOWBROOK INS GROUP INCDBCV 5.000% 3/158319PAC23,2922,900,000PRN DFND12,900,00000
MEADWESTVACO CORPCOM5833341071,91843,200SH DFND 43,20000
MECHEL OAOSPONSORED ADR5838401031419,900SH DFND 19,90000
MEDICAL PPTYS TRUST INCCOM58463J3041,513109,800SH DFND 109,80000
MEDIDATA SOLUTIONS INCCOM58471A1051,61433,810SH DFND 33,81000
MEDIFAST INCCOM58470H1013,08992,063SH DFND 92,06300
MEDIFAST INCCOM58470H1011,76852,700SH OTR252,70000
MEDIVATION INCCOM58501N10119,674197,513SH DFND 197,51300
MEDNAX INCCOM58502B1065318,030SH DFND 8,03000
MEDTRONIC INCCOM58505510694,9351,314,888SH DFND 1,314,88800
MEDTRONIC INCCOM5850551067,866108,941SH DFND1108,94100
MEETME INCCOM5851411042415,800SH DFND 15,80000
MENS WEARHOUSE INCCOM58711810056512,800SH DFND 12,80000
MENTOR GRAPHICS CORPCOM5872001067,984364,251SH DFND 364,25100
MENTOR GRAPHICS CORPCOM58720010667530,800SH OTR230,80000
MERCADOLIBRE INCCOM58733R1022552,000SH DFND 2,00000
MERCK & CO INC NEWCOM58933Y10522,813401,700SH OTR2401,70000
MERCK & CO INC NEWCOM58933Y105402,2607,083,289SH DFND 7,083,28900
MERCURY SYS INCCOM58937810822115,900SH DFND 15,90000
MERGE HEALTHCARE INCCOM58949910210529,400SH DFND 29,40000
MERITAGE HOMES CORPCOM59001A10236710,200SH DFND 10,20000
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR3446450,000PRN DFND 450,00000
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR32,4502,475,000PRN DFND12,475,00000
MERITOR INCCOM59001K1004,265281,500SH DFND 281,50000
MERITOR INCCOM59001K1001,32187,200SH OTR287,20000
MERITOR INCNOTE 7.875% 3/059001KAC41,569950,000PRN DFND 950,00000
MERITOR INCNOTE 7.875% 3/059001KAC419,70711,930,000PRN DFND111,930,00000
MERRIMACK PHARMACEUTICALS INCOM5903281001,167103,300SH DFND 103,30000
META FINL GROUP INCCOM59100U1082898,254SH DFND 8,25400
METHANEX CORPCOM59151K1086,714145,700SH DFND 145,70000
METHODE ELECTRS INCCOM5915202003,39593,000SH OTR293,00000
METHODE ELECTRS INCCOM5915202006,001164,376SH DFND 164,37600
METLIFE INCCOM59156R10838,416710,221SH DFND 710,22100
METLIFE INCCOM59156R1082,37543,900SH OTR243,90000
METTLER TOLEDO INTERNATIONALCOM5926881053,88812,855SH DFND 12,85500
MFS INVT GRADE MUN TRSH BEN INT59318B10817618,739SH DFND 18,73900
MFS INVT GRADE MUN TRSH BEN INT59318B10832834,961SH DFND134,96100
MFS MUN INCOME TRSH BEN INT55273810615323,045SH DFND 23,04500
MFS MUN INCOME TRSH BEN INT55273810640961,559SH DFND161,55900
MGE ENERGY INCCOM55277P1042786,100SH DFND 6,10000
MGIC INVT CORP WISCOM5528481031,015108,900SH DFND 108,90000
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD542,24837,450,000PRN DFND137,450,00000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE3844575,000PRN DFND 575,00000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE393,15363,450,000PRN DFND163,450,00000
MGM RESORTS INTERNATIONALCOM55295310177136,078SH DFND 36,07800
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE0916775,000PRN DFND 775,00000
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE034,91329,525,000PRN DFND129,525,00000
MICHAEL KORS HLDGS LTDSHSG607541012,75136,626SH DFND 36,62600
MICREL INCCOM59479310151135,200SH DFND 35,20000
MICROCHIP TECHNOLOGY INCCOM5950171043,71282,287SH DFND 82,28700
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB0221,000123,550,000PRN DFND1123,550,00000
MICROFINANCIAL INCCOM59507210915815,447SH DFND 15,44700
MICROFINANCIAL INCCOM5950721091,239121,380SH DFND1121,38000
MICRON TECHNOLOGY INCCOM59511210391,7252,619,966SH DFND 2,619,96600
MICRON TECHNOLOGY INCCOM59511210314,456412,900SH OTR2412,90000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV5643200,000PRN DFND 200,00000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV524,3497,575,000PRN DFND17,575,00000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW3145,12939,775,000PRN DFND139,775,00000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX156,09815,700,000PRN DFND115,700,00000
MICROSOFT CORPCOM594918104407,5088,773,037SH DFND 8,773,03700
MICROSOFT CORPCOM59491810427,293587,580SH OTR2587,58000
MICROSTRATEGY INCCL A NEW5949724081,0886,700SH DFND 6,70000
MID-AMER APT CMNTYS INCCOM59522J1032,03427,240SH DFND 27,24000
MIDDLEBY CORPCOM5962781011,61416,289SH DFND 16,28900
MILLER ENERGY RES INCCOM6005271052116,900SH DFND 16,90000
MILLER HERMAN INCCOM60054410054818,612SH DFND 18,61200
MIMEDX GROUP INCCOM60249610195782,991SH DFND 82,99100
MINERALS TECHNOLOGIES INCCOM6031581061,64323,659SH DFND 23,65900
MINES MGMT INCCOM603432105817,601SH DFND117,60100
MITEK SYS INCCOM NEW6067102007923,803SH DFND 23,80300
MKS INSTRUMENT INCCOM55306N1044,060110,935SH DFND 110,93500
MOBILE MINI INCCOM60740F1053548,727SH DFND 8,72700
MOBILE TELESYSTEMS OJSCSPONSORED ADR60740910943,2436,018,530SH DFND 6,018,53000
MODINE MFG COCOM6078281003,573262,687SH DFND 262,68700
MODINE MFG COCOM60782810095670,300SH OTR270,30000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L10711931,600SH DFND 31,60000
MOHAWK INDS INCCOM6081901047,97551,333SH DFND 51,33300
MOLINA HEALTHCARE INCCOM60855R1002,68050,058SH DFND 50,05800
MOLINA HEALTHCARE INCCOM60855R1001,24723,300SH OTR223,30000
MOLSON COORS BREWING COCL B60871R2094,38458,830SH DFND 58,83000
MOLYCORP INC DELNOTE 6.000% 9/0608753AF6140450,000PRN DFND 450,00000
MOLYCORP INC DELNOTE 6.000% 9/0608753AF61,2253,950,000PRN DFND13,950,00000
MOMENTA PHARMACEUTICALS INCCOM60877T10084670,253SH DFND 70,25300
MOMENTA PHARMACEUTICALS INCCOM60877T10068056,500SH OTR256,50000
MONARCH CASINO & RESORT INCCOM60902710722813,749SH DFND 13,74900
MONDELEZ INTL INCCL A60920710588,5972,439,001SH DFND 2,439,00100
MONMOUTH REAL ESTATE INVT COCL A60972010735432,000SH DFND 32,00000
MONOLITHIC PWR SYS INCCOM6098391051,32526,643SH DFND 26,64300
MONOTYPE IMAGING HOLDINGS INCOM61022P1001,76761,300SH OTR261,30000
MONOTYPE IMAGING HOLDINGS INCOM61022P1001,76061,035SH DFND 61,03500
MONRO MUFFLER BRAKE INCCOM61023610161310,614SH DFND 10,61400
MONSTER BEVERAGE CORPCOM6117401016,37158,800SH OTR258,80000
MONSTER BEVERAGE CORPCOM611740101119,3091,101,144SH DFND 1,101,14400
MONSTER WORLDWIDE INCCOM61174210710222,175SH DFND 22,17500
MONTPELIER RE HOLDINGS LTDSHSG621851062,91181,262SH DFND 81,26200
MONTPELIER RE HOLDINGS LTDSHSG621851061,25435,000SH OTR235,00000
MOODYS CORPCOM61536910513,810144,144SH DFND 144,14400
MOOG INCCL A6153942027,03194,974SH DFND 94,97400
MOOG INCCL A6153942021,91725,900SH OTR225,90000
MORGAN STANLEYCOM NEW61744644816,156416,379SH DFND 416,37900
MORGAN STANLEY TRUSTSINCOME SECS INC61745P87432017,839SH DFND 17,83900
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,05158,625SH DFND158,62500
MOTORCAR PTS AMER INCCOM6200711001,22539,397SH DFND 39,39700
MOTOROLA SOLUTIONS INCCOM NEW62007630771710,682SH DFND 10,68200
MOVADO GROUP INCCOM62458010684129,651SH DFND 29,65100
MOVADO GROUP INCCOM62458010639213,800SH OTR213,80000
MPLX LPCOM UNIT REP LTD55336V1005577,579SH DFND17,57900
MRC GLOBAL INCCOM55345K1032,994197,614SH DFND 197,61400
MSA SAFETY INCCOM5534981064768,961SH DFND 8,96100
MSC INDL DIRECT INCCL A5535301066227,660SH DFND 7,66000
MSCI INCCOM55354G1001,11723,543SH DFND 23,54300
MTS SYS CORPCOM5537771032293,053SH DFND 3,05300
MUELLER INDS INCCOM6247561021,66248,672SH DFND 48,67200
MUELLER WTR PRODS INCCOM SER A62475810817216,800SH OTR216,80000
MUELLER WTR PRODS INCCOM SER A62475810861059,600SH DFND 59,60000
MULTI COLOR CORPCOM62538310469512,544SH DFND 12,54400
MURPHY OIL CORPCOM62671710215,858313,891SH DFND 313,89100
MURPHY USA INCCOM62675510235,226511,560SH DFND 511,56000
MWI VETERINARY SUPPLY INCCOM55402X1058935,255SH DFND 5,25500
MYERS INDS INCCOM62846410925914,730SH DFND 14,73000
MYLAN INCCOM6285301075,660100,413SH DFND 100,41300
MYR GROUP INC DELCOM55405W1045,213190,251SH DFND 190,25100
MYR GROUP INC DELCOM55405W1041,06038,700SH OTR238,70000
MYRIAD GENETICS INCCOM62855J10451,3831,508,610SH DFND 1,508,61000
NABORS INDUSTRIES LTDSHSG6359F10314,6341,127,460SH DFND 1,127,46000
NACCO INDS INCCL A6295791035579,388SH DFND 9,38800
NANOVIRICIDES INCCOM NEW63008720313248,700SH DFND 48,70000
NASDAQ OMX GROUP INCCOM6311031085,230109,043SH DFND 109,04300
NATIONAL FUEL GAS CO N JCOM6361801014125,930SH DFND 5,93000
NATIONAL HEALTH INVS INCCOM63633D1042,20131,454SH DFND 31,45400
NATIONAL HEALTH INVS INCCOM63633D10496513,800SH OTR213,80000
NATIONAL OILWELL VARCO INCCOM63707110128,521435,236SH DFND 435,23600
NATIONAL OILWELL VARCO INCCOM6370711019,223140,752SH DFND1140,75200
NATIONAL PENN BANCSHARES INCCOM63713810835834,007SH DFND 34,00700
NATIONAL RETAIL PPTYS INCCOM6374171061,38635,200SH DFND 35,20000
NATIONSTAR MTG HLDGS INCCOM63861C10931011,000SH DFND 11,00000
NATUS MEDICAL INC DELCOM6390501032,80377,787SH DFND 77,78700
NATUS MEDICAL INC DELCOM6390501031,98255,000SH OTR255,00000
NAUTILUS INCCOM63910B1021,981130,483SH DFND 130,48300
NAUTILUS INCCOM63910B10261940,800SH OTR240,80000
NAVIDEA BIOPHARMACEUTICALS ICOM63937X1035529,100SH DFND 29,10000
NAVIENT CORPCOM63938C108110,1445,096,898SH DFND 5,096,89800
NAVIENT CORPCOM63938C10811,007509,347SH DFND1509,34700
NAVIENT CORPCOM63938C1082,312107,000SH OTR2107,00000
NAVIGANT CONSULTING INCCOM63935N1073,658237,978SH DFND 237,97800
NAVIGANT CONSULTING INCCOM63935N10736323,600SH OTR223,60000
NAVIGATORS GROUP INCCOM6389041021,33118,145SH DFND 18,14500
NAVIGATORS GROUP INCCOM6389041022203,000SH OTR23,00000
NB & T FINL GROUP INCCOM62874M10443713,700SH DFND113,70000
NBT BANCORP INCCOM6287781025,092193,846SH DFND 193,84600
NBT BANCORP INCCOM6287781021,14543,600SH OTR243,60000
NCI BUILDING SYS INCCOM NEW62885220468937,200SH DFND 37,20000
NEENAH PAPER INCCOM64007910977812,908SH DFND 12,90800
NEKTAR THERAPEUTICSCOM6402681081,30384,061SH DFND 84,06100
NEKTAR THERAPEUTICSCOM64026810838324,700SH OTR224,70000
NELNET INCCL A64031N1089,037195,067SH DFND 195,06700
NELNET INCCL A64031N1081,83539,600SH OTR239,60000
NEOGEN CORPCOM6404911063156,350SH DFND 6,35000
NEOGENOMICS INCCOM NEW64049M2099723,300SH DFND 23,30000
NETAPP INCCOM64110D104106,6482,572,941SH DFND 2,572,94100
NETFLIX INCCOM64110L1062,4417,145SH DFND 7,14500
NETLIST INCCOM64118P1091419,500SH DFND 19,50000
NETSCOUT SYS INCCOM64115T1041,03428,300SH OTR228,30000
NETSCOUT SYS INCCOM64115T1042,56470,172SH DFND 70,17200
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A4027518,000SH DFND 18,00000
NETSUITE INCCOM64118Q1071,94917,856SH DFND 17,85600
NEUBERGER BERMAN HGH YLD FDCOM64128C10618114,677SH DFND 14,67700
NEUBERGER BERMAN HGH YLD FDCOM64128C10638331,153SH DFND131,15300
NEUBERGER BERMAN RE ES SEC FCOM64190A10314226,813SH DFND 26,81300
NEUBERGER BERMAN RE ES SEC FCOM64190A10317332,713SH DFND132,71300
NEURALSTEM INCCOM64127R302350128,600SH DFND 128,60000
NEUROCRINE BIOSCIENCES INCCOM64125C1091,41263,200SH DFND 63,20000
NEUSTAR INCCL A64126X2012,06774,361SH DFND 74,36100
NEVSUN RES LTDCOM64156L101478123,500SH DFND 123,50000
NEW AMER HIGH INCOME FD INCCOM NEW64187680015116,863SH DFND116,86300
NEW GOLD INC CDACOM64453510631172,100SH DFND 72,10000
NEW JERSEY RESCOM6460251061,34622,000SH OTR222,00000
NEW JERSEY RESCOM6460251065,66392,536SH DFND 92,53600
NEW MEDIA INVT GROUP INCCOM64704V10636815,588SH DFND 15,58800
NEW RESIDENTIAL INVT CORPCOM NEW64828T2011,08985,250SH DFND 85,25000
NEW SR INVT GROUP INCCOM64869110333720,459SH DFND 20,45900
NEW YORK CMNTY BANCORP INCCOM6494451038,878554,856SH DFND 554,85600
NEW YORK REIT INCCOM64976L10917416,400SH DFND 16,40000
NEW YORK TIMES COCL A65011110720815,713SH DFND 15,71300
NEWCASTLE INVT CORP NEWCOM PAR $0.0165105M6039220,459SH DFND 20,45900
NEWELL RUBBERMAID INCCOM65122910617,836468,262SH DFND 468,26200
NEWFIELD EXPL COCOM6512901083,149116,100SH OTR2116,10000
NEWFIELD EXPL COCOM65129010873,4982,710,089SH DFND 2,710,08900
NEWLINK GENETICS CORPCOM6515111071,01825,609SH DFND 25,60900
NEWMARKET CORPCOM6515871073,3868,390SH DFND 8,39000
NEWMONT MINING CORPCOM65163910617,556928,869SH DFND 928,86900
NEWPARK RES INCCOM PAR $.01NEW6517185043,387355,070SH DFND 355,07000
NEWPARK RES INCCOM PAR $.01NEW65171850477180,800SH OTR280,80000
NEWPORT CORPCOM65182410451526,967SH DFND 26,96700
NEWPORT CORPCOM65182410433317,400SH OTR217,40000
NEWS CORP NEWCL A65249B10915,7831,005,909SH DFND 1,005,90900
NEXTERA ENERGY INCCOM65339F10120,919196,815SH DFND 196,81500
NEXTERA ENERGY INCUNIT 99/99/999965339F86149,324852,100SH DFND1852,10000
NEXTERA ENERGY INCUNIT 09/01/201565339F8874777,125SH DFND 7,12500
NEXTERA ENERGY INCUNIT 09/01/201565339F88758,270870,475SH DFND1870,47500
NIC INCCOM62914B10057732,074SH DFND 32,07400
NIC INCCOM62914B10057932,200SH OTR232,20000
NICHOLAS FINANCIAL INCCOM NEW65373J20990460,669SH DFND 60,66900
NICHOLAS FINANCIAL INCCOM NEW65373J2096,073407,599SH DFND1407,59900
NIELSEN N VCOMN632181062,76961,902SH DFND 61,90200
NIKE INCCL B65410610344,655464,426SH DFND 464,42600
NISOURCE INCCOM65473P1056,347149,621SH DFND 149,62100
NN INCCOM62933710650424,490SH DFND 24,49000
NOBLE ENERGY INCCOM6550441054158,750SH DFND 8,75000
NORANDA ALUM HLDG CORPCOM65542W10711933,700SH DFND 33,70000
NORDSON CORPCOM6556631022513,226SH DFND 3,22600
NORDSTROM INCCOM6556641006,16277,612SH DFND 77,61200
NORFOLK SOUTHERN CORPCOM65584410866,719608,694SH DFND 608,69400
NORTHEAST UTILSCOM6643971063,29261,503SH DFND 61,50300
NORTHERN TR CORPCOM6658591041,04515,500SH OTR215,50000
NORTHERN TR CORPCOM6658591042,69439,974SH DFND 39,97400
NORTHROP GRUMMAN CORPCOM666807102284,6761,931,447SH DFND 1,931,44700
NORTHROP GRUMMAN CORPCOM66680710216,236110,160SH OTR2110,16000
NORTHSTAR ASSET MGMT GROUP ICOM66705Y10412,678561,731SH DFND1561,73100
NORTHSTAR RLTY FIN CORPCOM NEW66704R7049,149520,426SH DFND1520,42600
NORTHWEST BIOTHERAPEUTICS INCOM PAR $0.00166737P60027952,100SH DFND 52,10000
NORTHWEST NAT GAS COCOM6676551043647,300SH DFND 7,30000
NORTHWESTERN CORPCOM NEW6680743053,12455,220SH DFND 55,22000
NORTHWESTERN CORPCOM NEW6680743052554,500SH OTR24,50000
NORWEGIAN CRUISE LINE HLDGSSHSG667211042,93762,800SH DFND 62,80000
NOVAVAX INCCOM670002104974164,205SH DFND 164,20500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD3202,90188,314,000PRN DFND188,314,00000
NOW INCCOM67011P1001,38953,991SH DFND 53,99100
NOW INCCOM67011P1008,382325,772SH DFND1325,77200
NPS PHARMACEUTICALS INCCOM62936P1033,820106,791SH DFND 106,79100
NPS PHARMACEUTICALS INCCOM62936P1031,23434,500SH OTR234,50000
NU SKIN ENTERPRISES INCCL A67018T1058,939204,553SH DFND 204,55300
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF72,0042,000,000PRN DFND12,000,00000
NUCOR CORPCOM6703461053777,689SH DFND 7,68900
NUSTAR ENERGY LPUNIT COM67058H1023315,726SH DFND15,72600
NUTRI SYS INC NEWCOM67069D10871036,306SH DFND 36,30600
NUVASIVE INCCOM6707041051,85739,385SH DFND 39,38500
NUVASIVE INCCOM67070410553311,300SH OTR211,30000
NUVEEN AMT-FREE MUN INCOME FCOM6706571051,571113,656SH DFND1113,65600
NUVEEN AMT-FREE MUN INCOME FCOM67065710554439,393SH DFND 39,39300
NUVEEN BUILD AMER BD FDCOM67074C10327412,916SH DFND 12,91600
NUVEEN BUILD AMER BD FDCOM67074C1031,08751,329SH DFND151,32900
NUVEEN BUILD AMER BD OPPTNYCOM67074Q10234515,740SH DFND115,74000
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y10925418,746SH DFND 18,74600
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y10964247,460SH DFND147,46000
NUVEEN CA DIV ADVANTG MUN FDCOM67069X10417111,905SH DFND 11,90500
NUVEEN CA DIV ADVANTG MUN FDCOM67069X10437826,339SH DFND126,33900
NUVEEN CAL AMT-FREE MUN INCCOM67065110838526,138SH DFND 26,13800
NUVEEN CAL AMT-FREE MUN INCCOM6706511081,13276,803SH DFND176,80300
NUVEEN CONN PREM INCOME MUNCOM67060D10724419,460SH DFND 19,46000
NUVEEN CONN PREM INCOME MUNCOM67060D10753242,385SH DFND142,38500
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D102966110,118SH DFND 110,11800
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D1022,721310,296SH DFND1310,29600
NUVEEN DIV ADVANTAGE MUN FDCOM67070F10035325,005SH DFND 25,00500
NUVEEN DIV ADVANTAGE MUN FDCOM67070F1001,13680,475SH DFND180,47500
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10538732,895SH DFND132,89500
NUVEEN DIVID ADV MUN FD 3COM SH BEN INT67070X10132123,325SH DFND 23,32500
NUVEEN DIVID ADV MUN FD 3COM SH BEN INT67070X10190365,516SH DFND165,51600
NUVEEN DIVID ADVANTAGE MUN FCOM67066V10126318,368SH DFND 18,36800
NUVEEN DIVID ADVANTAGE MUN FCOM67066V10180756,310SH DFND156,31000
NUVEEN DIVID ADVANTAGE MUN ICOM67071L10658841,648SH DFND141,64800
NUVEEN DIVID ADVANTAGE MUN ICOM67071L10619914,072SH DFND 14,07200
NUVEEN GA DIV ADV MUN FD 2COM67072B10714111,206SH DFND 11,20600
NUVEEN GA DIV ADV MUN FD 2COM67072B10726721,240SH DFND121,24000
NUVEEN GLOBAL EQUITY INCOMECOM6706EH10314210,883SH DFND 10,88300
NUVEEN GLOBAL EQUITY INCOMECOM6706EH10369353,295SH DFND153,29500
NUVEEN INTER DURATION MN TMFCOM67067110678362,656SH DFND162,65600
NUVEEN INVT QUALITY MUN FD ICOM67062E10317211,289SH DFND111,28900
NUVEEN MD PREM INCOME MUN FDCOM67061Q10738430,386SH DFND 30,38600
NUVEEN MD PREM INCOME MUN FDCOM67061Q10798878,097SH DFND178,09700
NUVEEN MUN ADVANTAGE FD INCCOM67062H10622616,517SH DFND 16,51700
NUVEEN MUN ADVANTAGE FD INCCOM67062H10680759,082SH DFND159,08200
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,23290,409SH DFND190,40900
NUVEEN MUN MKT OPPORTUNITY FCOM67062W10344132,384SH DFND 32,38400
NUVEEN MUN OPPORTUNITY FD INCOM6709841031,08674,041SH DFND174,04100
NUVEEN N C PREM INCOME MUN FCOM67060P10030523,398SH DFND 23,39800
NUVEEN N C PREM INCOME MUN FCOM67060P10066451,014SH DFND151,01400
NUVEEN NJ DIV ADVANTAGE MUNCOM67069Y10256241,688SH DFND 41,68800
NUVEEN NJ DIV ADVANTAGE MUNCOM67069Y1021,27894,849SH DFND194,84900
NUVEEN NY AMT FREE MUN INCOMCOM67065610728321,968SH DFND 21,96800
NUVEEN NY AMT FREE MUN INCOMCOM6706561071,24196,175SH DFND196,17500
NUVEEN NY DIVID ADVNTG MUN FCOM67066X10722316,481SH DFND 16,48100
NUVEEN NY DIVID ADVNTG MUN FCOM67066X10739829,424SH DFND129,42400
NUVEEN NY PERFORM PLUS MUN FCOM67062R10438726,788SH DFND126,78800
NUVEEN PA INVT QUALITY MUN FCOM67097210892567,340SH DFND167,34000
NUVEEN PA INVT QUALITY MUN FCOM67097210837627,375SH DFND 27,37500
NUVEEN PERFORMANCE PLUS MUNCOM67062P10841127,849SH DFND 27,84900
NUVEEN PERFORMANCE PLUS MUNCOM67062P1081,18680,425SH DFND180,42500
NUVEEN PFD & INCOME TERM FDCOM67075A10654524,288SH DFND124,28800
NUVEEN PFD INCOME OPPRTNY FDCOM67073B10629630,945SH DFND 30,94500
NUVEEN PFD INCOME OPPRTNY FDCOM67073B1061,599167,237SH DFND1167,23700
NUVEEN PREM INCOME MUN FDCOM67062T10055439,954SH DFND 39,95400
NUVEEN PREM INCOME MUN FDCOM67062T1001,753126,459SH DFND1126,45900
NUVEEN PREM INCOME MUN FD 2COM67063W10268048,050SH DFND 48,05000
NUVEEN PREM INCOME MUN FD 2COM67063W1022,209156,024SH DFND1156,02400
NUVEEN PREM INCOME MUN FD 4COM6706K410516112,121SH DFND 12,12100
NUVEEN PREM INCOME MUN FD 4COM6706K410547135,512SH DFND135,51200
NUVEEN PREMIER MUN INCOME FDCOM67098810461544,044SH DFND144,04400
NUVEEN PREMIER MUN INCOME FDCOM67098810419113,647SH DFND 13,64700
NUVEEN QUALITY INCOME MUN FDCOM67097710792866,457SH DFND166,45700
NUVEEN QUALITY INCOME MUN FDCOM67097710724017,181SH DFND 17,18100
NUVEEN QUALITY MUN FD INCCOM67062N10347936,317SH DFND 36,31700
NUVEEN QUALITY MUN FD INCCOM67062N1031,414107,271SH DFND1107,27100
NUVEEN QUALITY PFD INC FD 3COM67072W10122526,964SH DFND 26,96400
NUVEEN QUALITY PFD INC FD 3COM67072W10166379,532SH DFND179,53200
NUVEEN QUALITY PFD INCOME FDCOM67071S10146958,213SH DFND 58,21300
NUVEEN QUALITY PFD INCOME FDCOM67071S1011,198148,671SH DFND1148,67100
NUVEEN QUALITY PFD INCOME FDCOM67072C10566875,074SH DFND 75,07400
NUVEEN QUALITY PFD INCOME FDCOM67072C1052,457276,102SH DFND1276,10200
NUVEEN SELECT QUALITY MUN FDCOM6709731061,22487,665SH DFND187,66500
NUVEEN SELECT QUALITY MUN FDCOM67097310633323,886SH DFND 23,88600
NUVEEN SHT DUR CR OPP FDCOM67074X10721412,863SH DFND 12,86300
NUVEEN SHT DUR CR OPP FDCOM67074X10731919,133SH DFND119,13300
NUVEEN VA PREM INCOME MUN FDCOM67064R10216312,479SH DFND 12,47900
NUVEEN VA PREM INCOME MUN FDCOM67064R10235927,430SH DFND127,43000
NVIDIA CORPCOM67066G104114,4075,706,088SH DFND 5,706,08800
NVR INCCOM62944T1053,8293,002SH DFND 3,00200
NXSTAGE MEDICAL INCCOM67072V10331717,700SH DFND 17,70000
NXSTAGE MEDICAL INCCOM67072V10321211,800SH OTR211,80000
O REILLY AUTOMOTIVE INC NEWCOM67103H10738,202198,329SH DFND 198,32900
OCCIDENTAL PETE CORP DELCOM67459910521,726269,522SH DFND 269,52200
OCEAN PWR TECHNOLOGIES INCCOM NEW6748703082741,800SH DFND 41,80000
OCEANEERING INTL INCCOM6752321021,86731,741SH DFND 31,74100
OCLARO INCCOM NEW67555N2069352,400SH DFND 52,40000
OCWEN FINL CORPCOM NEW67574630919713,030SH DFND 13,03000
OFFICE DEPOT INCCOM6762201068810,300SH DFND 10,30000
OFG BANCORPCOM67103X10224114,500SH DFND 14,50000
OGE ENERGY CORPCOM67083710310,196287,381SH DFND 287,38100
OHR PHARMACEUTICAL INCCOM NEW67778H20010913,100SH DFND 13,10000
OIL STS INTL INCCOM67802610517,521358,295SH DFND 358,29500
OIL STS INTL INCCOM6780261057,765158,794SH DFND1158,79400
OLD DOMINION FGHT LINES INCCOM67958010018,489238,135SH DFND 238,13500
OLD REP INTL CORPCOM6802231043,213219,630SH DFND 219,63000
OLIN CORPCOM PAR $16806652051,89383,147SH DFND 83,14700
OMEGA HEALTHCARE INVS INCCOM6819361001,51638,800SH DFND 38,80000
OMEGA PROTEIN CORPCOM68210P10721320,137SH DFND 20,13700
OMEROS CORPCOM6821431021,05842,700SH DFND 42,70000
OMNICARE CAP TR IIPFD B TR 4.00%68214Q2007,59684,900SH DFND184,90000
OMNICARE INCCOM6819041088,095111,001SH DFND 111,00100
OMNICELL INCCOM68213N10996028,988SH DFND 28,98800
OMNICOM GROUP INCCOM68191910623,322301,043SH DFND 301,04300
OMNIVISION TECHNOLOGIES INCCOM68212810313,268510,311SH DFND 510,31100
OMNIVISION TECHNOLOGIES INCCOM6821281031,90873,400SH OTR273,40000
ON SEMICONDUCTOR CORPCOM68218910522,6972,240,572SH DFND 2,240,57200
ON SEMICONDUCTOR CORPCOM6821891054,072402,000SH DFND1402,00000
ON SEMICONDUCTOR CORPCOM68218910510110,000SH OTR210,00000
ONCOMED PHARMACEUTICALS INCCOM68234X10226312,100SH DFND 12,10000
ONE GAS INCCOM68235P10810,425252,901SH DFND1252,90100
ONEBEACON INSURANCE GROUP LTCL AG6774210943026,561SH DFND 26,56100
ONEOK INC NEWCOM68268010310,577212,437SH DFND 212,43700
ONEOK INC NEWCOM6826801038,190164,486SH DFND1164,48600
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033117,835SH DFND17,83500
OPEN TEXT CORPCOM68371510611,293193,460SH DFND 193,46000
OPHTHOTECH CORPCOM68374510379017,600SH DFND 17,60000
OPKO HEALTH INCCOM68375N10388488,500SH DFND 88,50000
ORACLE CORPCOM68389X105166,5993,704,661SH DFND 3,704,66100
ORACLE CORPCOM68389X10592220,500SH OTR220,50000
ORASURE TECHNOLOGIES INCCOM68554V1085,933585,108SH DFND 585,10800
ORASURE TECHNOLOGIES INCCOM68554V1081,519149,800SH OTR2149,80000
ORBCOMM INCCOM68555P10021633,100SH DFND 33,10000
ORBITAL SCIENCES CORPCOM6855641061,48155,094SH DFND 55,09400
ORBITAL SCIENCES CORPCOM6855641061,19144,308SH DFND144,30800
ORBITZ WORLDWIDE INCCOM68557K1095,844710,028SH DFND 710,02800
ORBITZ WORLDWIDE INCCOM68557K1091,931234,600SH OTR2234,60000
ORGANOVO HLDGS INCCOM68620A10458180,200SH DFND 80,20000
ORION ENERGY SYSTEMS INCCOM68627510822440,700SH DFND 40,70000
ORITANI FINL CORP DELCOM68633D10328018,160SH DFND 18,16000
ORTHOFIX INTL N VCOMN6748L1027,187239,088SH DFND 239,08800
ORTHOFIX INTL N VCOMN6748L1021,05535,100SH OTR235,10000
OSHKOSH CORPCOM68823920111,393234,189SH DFND 234,18900
OSI SYSTEMS INCCOM6710441052343,300SH OTR23,30000
OSI SYSTEMS INCCOM67104410578911,155SH DFND 11,15500
OSIRIS THERAPEUTICS INC NEWCOM68827R10819111,972SH DFND 11,97200
OTTER TAIL CORPCOM6896481032,66586,088SH DFND 86,08800
OTTER TAIL CORPCOM68964810337512,100SH OTR212,10000
OUTFRONT MEDIA INCCOM69007J10678329,173SH DFND 29,17300
OUTFRONT MEDIA INCCOM69007J1068,829328,962SH DFND1328,96200
OVASCIENCE INCCOM69014Q10190720,500SH DFND 20,50000
OVERSTOCK COM INC DELCOM6903701011,96080,742SH DFND 80,74200
OVERSTOCK COM INC DELCOM6903701011,81374,700SH OTR274,70000
OWENS & MINOR INC NEWCOM6907321022,22163,258SH DFND 63,25800
OWENS CORNING NEWCOM69074210171519,965SH DFND 19,96500
OWENS ILL INCCOM NEW69076840352,1051,930,518SH DFND 1,930,51800
OXFORD INDS INCCOM6914973092374,300SH DFND 4,30000
P A M TRANSN SVCS INCCOM6931491064158,000SH DFND 8,00000
P C CONNECTIONCOM69318J10035714,533SH DFND 14,53300
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410615,606345,039SH DFND 345,03900
PACCAR INCCOM6937181083,52151,771SH DFND 51,77100
PACIFIC BIOSCIENCES CALIF INCOM69404D10875195,754SH DFND 95,75400
PACIFIC BIOSCIENCES CALIF INCOM69404D10839550,400SH OTR250,40000
PACIFIC ETHANOL INCCOM PAR $.00169423U30513112,700SH DFND 12,70000
PACIRA PHARMACEUTICALS INCCOM6951271001,24214,007SH DFND 14,00700
PACIRA PHARMACEUTICALS INCCOM6951271003013,400SH OTR23,40000
PACKAGING CORP AMERCOM69515610912,326157,927SH DFND 157,92700
PAIN THERAPEUTICS INCCOM69562K1005929,100SH DFND 29,10000
PALL CORPCOM6964293074,33542,835SH DFND 42,83500
PALO ALTO NETWORKS INCCOM6974351052,70922,100SH DFND 22,10000
PANDORA MEDIA INCCOM6983541074,670261,915SH DFND 261,91500
PANERA BREAD COCL A69840W1081,95511,186SH DFND 11,18600
PANGAEA LOGISTICS SOLUTION LSHSG6891L1054910,370SH DFND 10,37000
PANGAEA LOGISTICS SOLUTION LSHSG6891L10544393,330SH DFND193,33000
PANHANDLE OIL AND GAS INCCL A69847710642118,100SH DFND 18,10000
PANTRY INCCOM6986571033429,228SH DFND 9,22800
PANTRY INCCOM6986571034,561123,065SH DFND1123,06500
PAPA JOHNS INTL INCCOM6988131022,88651,724SH DFND 51,72400
PARAGON OFFSHORE PLCSHSG6S01W108544196,471SH DFND 196,47100
PARAMOUNT GOLD & SILVER CORPCOM69924P1021514,256SH DFND114,25600
PAREXEL INTL CORPCOM69946210798317,700SH OTR217,70000
PAREXEL INTL CORPCOM6994621074207,555SH DFND 7,55500
PARK CITY GROUP INCCOM NEW70021530414816,400SH DFND 16,40000
PARK OHIO HLDGS CORPCOM70066610073411,650SH DFND 11,65000
PARKER DRILLING COCOM7010811011,199390,508SH DFND 390,50800
PARKER DRILLING COCOM701081101363118,400SH OTR2118,40000
PARKER HANNIFIN CORPCOM70109410455,667431,693SH DFND 431,69300
PARKWAY PPTYS INCCOM70159Q10463434,500SH DFND 34,50000
PARTNERRE LTDCOMG6852T105101,117885,981SH DFND 885,98100
PARTNERRE LTDCOMG6852T1056,52857,200SH OTR257,20000
PATRICK INDS INCCOM7033431031,25428,524SH DFND 28,52400
PATRICK INDS INCCOM7033431032866,500SH OTR26,50000
PATTERN ENERGY GROUP INCCL A70338P10037215,100SH DFND 15,10000
PATTERSON COMPANIES INCCOM7033951038,206170,600SH DFND 170,60000
PATTERSON UTI ENERGY INCCOM70348110129,5001,778,182SH DFND 1,778,18200
PAYCHEX INCCOM7043261077,233156,650SH DFND 156,65000
PBF ENERGY INCCL A69318G10629611,100SH DFND 11,10000
PDF SOLUTIONS INCCOM6932821051,06071,300SH DFND 71,30000
PDF SOLUTIONS INCCOM69328210537225,000SH OTR225,00000
PDL BIOPHARMA INCCOM69329Y10430839,934SH DFND 39,93400
PDL BIOPHARMA INCCOM69329Y1048010,400SH OTR210,40000
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE42,1001,400,000PRN DFND11,400,00000
PDL BIOPHARMA INCNOTE 4.000% 2/069329YAF1312325,000PRN DFND 325,00000
PDL BIOPHARMA INCNOTE 4.000% 2/069329YAF121,36422,225,000PRN DFND122,225,00000
PEBBLEBROOK HOTEL TRCOM70509V1001,97143,200SH DFND 43,20000
PEGASYSTEMS INCCOM70557310391644,100SH DFND 44,10000
PEGASYSTEMS INCCOM70557310349023,600SH OTR223,60000
PEMBINA PIPELINE CORPCOM70632710314,155387,234SH DFND 387,23400
PENDRELL CORPCOM70686R104160116,056SH DFND 116,05600
PENFORD CORPCOM7070511081,29469,261SH DFND 69,26100
PENFORD CORPCOM7070511083,040162,639SH DFND1162,63900
PENGROWTH ENERGY CORPCOM70706P104772244,300SH DFND 244,30000
PENN VA CORPCOM70788210612718,983SH DFND 18,98300
PENN WEST PETE LTD NEWCOM7078871052411,700SH DFND 11,70000
PENNEY J C INCCOM7081601061,779274,598SH DFND 274,59800
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021073,315141,300SH DFND 141,30000
PENSKE AUTOMOTIVE GRP INCCOM70959W10377115,715SH DFND 15,71500
PENTAIR PLCSHSG7S00T10473411,050SH DFND 11,05000
PEOPLES FED BANCSHARES INCCOM7110371013,319147,246SH DFND1147,24600
PEOPLES UNITED FINANCIAL INCCOM7127041056,820449,287SH DFND 449,28700
PEPCO HOLDINGS INCCOM7132911026,129227,603SH DFND 227,60300
PEPCO HOLDINGS INCCOM71329110297,5573,622,606SH DFND13,622,60600
PEPSICO INCCOM713448108200,7922,123,435SH DFND 2,123,43500
PEPSICO INCCOM7134481086,35667,220SH OTR267,22000
PERCEPTRON INCCOM71361F10014714,800SH DFND 14,80000
PEREGRINE PHARMACEUTICALS INCOM NEW713661304391281,291SH DFND 281,29100
PERFICIENT INCCOM71375U10156330,246SH DFND 30,24600
PERFORMANT FINL CORPCOM71377E10510415,710SH DFND 15,71000
PERFORMANT FINL CORPCOM71377E10516825,200SH OTR225,20000
PERKINELMER INCCOM7140461091,86742,700SH DFND 42,70000
PERNIX THERAPEUTICS HLDGS INCOM71426V1081,640174,655SH DFND 174,65500
PERNIX THERAPEUTICS HLDGS INCOM71426V10884990,400SH OTR290,40000
PERRIGO CO PLCSHSG978221031,5659,363SH DFND 9,36300
PETMED EXPRESS INCCOM71638210652236,311SH DFND 36,31100
PETMED EXPRESS INCCOM71638210627419,100SH OTR219,10000
PETROCHINA CO LTDSPONSORED ADR71646E10014,844133,776SH DFND 133,77600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10115,4162,033,742SH DFND 2,033,74200
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4081,045143,100SH DFND 143,10000
PETROLEUM & RES CORPCOM71654910053022,212SH DFND 22,21200
PETROLEUM & RES CORPCOM7165491001,19149,954SH DFND149,95400
PETROQUEST ENERGY INCCOM716748108818218,800SH OTR2218,80000
PETROQUEST ENERGY INCCOM7167481082,058550,148SH DFND 550,14800
PETSMART INCCOM71676810642,241519,601SH DFND1519,60100
PETSMART INCCOM71676810629,269360,039SH DFND 360,03900
PFIZER INCCOM717081103412,38713,238,736SH DFND 13,238,73600
PFIZER INCCOM71708110321,640694,702SH OTR2694,70200
PG&E CORPCOM69331C10856,9881,070,406SH DFND 1,070,40600
PG&E CORPCOM69331C1082,05538,600SH OTR238,60000
PGT INCCOM69336V1011,728179,440SH DFND 179,44000
PGT INCCOM69336V10187490,800SH OTR290,80000
PHARMACYCLICS INCCOM7169331067,77163,559SH DFND 63,55900
PHARMERICA CORPCOM71714F1048,117391,938SH DFND 391,93800
PHARMERICA CORPCOM71714F1041,28261,900SH OTR261,90000
PHH CORPNOTE 6.000% 6/1693320AQ69,9345,025,000PRN DFND 5,025,00000
PHH CORPNOTE 6.000% 6/1693320AQ691,58346,327,000PRN DFND146,327,00000
PHILIP MORRIS INTL INCCOM7181721095,77570,900SH OTR270,90000
PHILIP MORRIS INTL INCCOM71817210992,3541,133,873SH DFND 1,133,87300
PHILLIPS 66COM718546104153,3932,139,370SH DFND 2,139,37000
PHILLIPS 66COM7185461042,90440,500SH OTR240,50000
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492074646,737SH DFND16,73700
PHOENIX COS INC NEWCOM NEW71902E6042453,557SH DFND 3,55700
PHOTRONICS INCCOM71940510227633,264SH DFND 33,26400
PHYSICIANS RLTY TRCOM71943U10459836,000SH DFND 36,00000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020634518,300SH DFND 18,30000
PIER 1 IMPORTS INCCOM72027910837324,221SH DFND 24,22100
PIER 1 IMPORTS INCCOM72027910816810,900SH OTR210,90000
PILGRIMS PRIDE CORP NEWCOM72147K10859,3741,810,739SH DFND 1,810,73900
PILGRIMS PRIDE CORP NEWCOM72147K1087,597231,700SH OTR2231,70000
PINNACLE FINL PARTNERS INCCOM72346Q1043,63591,924SH DFND 91,92400
PINNACLE FINL PARTNERS INCCOM72346Q10458114,700SH OTR214,70000
PINNACLE WEST CAP CORPCOM72348410149,073718,389SH DFND 718,38900
PINNACLE WEST CAP CORPCOM7234841012,57537,700SH OTR237,70000
PIONEER ENERGY SVCS CORPCOM7236641083,555641,614SH DFND 641,61400
PIONEER ENERGY SVCS CORPCOM723664108799144,200SH OTR2144,20000
PIONEER FLOATING RATE TRCOM72369J10226122,919SH DFND 22,91900
PIONEER FLOATING RATE TRCOM72369J10233729,610SH DFND129,61000
PIONEER NAT RES COCOM7237871071,0817,263SH DFND 7,26300
PIPER JAFFRAY COSCOM72407810075513,000SH OTR213,00000
PIPER JAFFRAY COSCOM7240781006,180106,385SH DFND 106,38500
PITNEY BOWES INCCOM72447910011,108455,823SH DFND 455,82300
PIXELWORKS INCCOM NEW72581M30529564,800SH DFND 64,80000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054138,056SH DFND18,05600
PLANAR SYS INCCOM72690010328133,600SH DFND 33,60000
PLANTRONICS INC NEWCOM7274931083,30062,244SH DFND 62,24400
PLANTRONICS INC NEWCOM7274931082494,700SH OTR24,70000
PLATINUM UNDERWRITER HLDGS LCOMG7127P1007,772105,856SH DFND 105,85600
PLATINUM UNDERWRITER HLDGS LCOMG7127P10026,475360,591SH DFND1360,59100
PLATINUM UNDERWRITER HLDGS LCOMG7127P1002,79738,100SH OTR238,10000
PLEXUS CORPCOM72913210072117,493SH DFND 17,49300
PLUG POWER INCCOM NEW72919P202516172,100SH DFND 172,10000
PLUM CREEK TIMBER CO INCCOM72925110886620,248SH DFND 20,24800
PMC-SIERRA INCCOM69344F1061,521166,040SH DFND 166,04000
PNC FINL SVCS GROUP INCCOM693475105165,4111,813,119SH DFND 1,813,11900
PNC FINL SVCS GROUP INCCOM69347510511,349124,400SH OTR2124,40000
PNM RES INCCOM69349H10711,425385,579SH DFND 385,57900
POLARIS INDS INCCOM7310681026,02439,831SH DFND 39,83100
POLYCOM INCCOM73172K10443,9333,254,322SH DFND 3,254,32200
POLYCOM INCCOM73172K10494269,800SH OTR269,80000
POLYONE CORPCOM73179P1063589,456SH DFND 9,45600
POLYPORE INTL INCCOM73179V1031,07722,900SH DFND 22,90000
POOL CORPORATIONCOM73278L1052353,699SH DFND 3,69900
POPEYES LA KITCHEN INCCOM73287210669612,373SH DFND 12,37300
POPULAR INCCOM NEW7331747001,11232,663SH DFND 32,66300
PORTLAND GEN ELEC COCOM NEW7365088472,76973,200SH DFND 73,20000
POSCOSPONSORED ADR6934831092,11633,163SH DFND 33,16300
POST PPTYS INCCOM7374641071,79830,600SH DFND 30,60000
POTASH CORP SASK INCCOM73755L1075,480154,540SH DFND 154,54000
POTLATCH CORP NEWCOM7376301035,633134,538SH DFND 134,53800
POTLATCH CORP NEWCOM73763010390021,500SH OTR221,50000
POZEN INCCOM73941U1021,237154,604SH DFND 154,60400
POZEN INCCOM73941U10270688,200SH OTR288,20000
PPG INDS INCCOM693506107183,155792,366SH DFND 792,36600
PPG INDS INCCOM6935061071,0184,406SH OTR24,40600
PPL CORPCOM69351T1065,457150,213SH DFND 150,21300
PRA GROUP INCCOM69354N1063716,400SH OTR26,40000
PRAXAIR INCCOM74005P1045304,089SH DFND 4,08900
PRECISION CASTPARTS CORPCOM7401891053101,286SH DFND 1,28600
PRECISION DRILLING CORPCOM 201074022D30835157,700SH DFND 57,70000
PREMIERE GLOBAL SVCS INCCOM74058510421119,832SH DFND 19,83200
PRICE T ROWE GROUP INCCOM74144T1082,88333,579SH DFND 33,57900
PRICELINE GRP INCCOM NEW74150340317,37515,238SH DFND 15,23800
PRICESMART INCCOM7415111097598,317SH DFND 8,31700
PRICESMART INCCOM7415111092012,200SH OTR22,20000
PRIMERICA INCCOM74164M1083,74469,006SH DFND 69,00600
PRIMERICA INCCOM74164M10867312,400SH OTR212,40000
PRIMORIS SVCS CORPCOM74164F10341517,839SH DFND 17,83900
PRINCIPAL FINL GROUP INCCOM74251V1024,16980,265SH DFND 80,26500
PRIVATEBANCORP INCCOM7429621033,484104,314SH DFND 104,31400
PRIVATEBANCORP INCCOM74296210353115,900SH OTR215,90000
PROASSURANCE CORPCOM74267C1062,88363,860SH DFND 63,86000
PROCERA NETWORKS INCCOM NEW74269U20337251,800SH DFND 51,80000
PROCERA NETWORKS INCCOM NEW74269U20326336,600SH OTR236,60000
PROCTER & GAMBLE COCOM742718109183,1722,010,892SH DFND 2,010,89200
PROCTER & GAMBLE COCOM74271810910,923119,914SH OTR2119,91400
PROGENICS PHARMACEUTICALS INCOM74318710626234,600SH DFND 34,60000
PROGRESS SOFTWARE CORPCOM74331210033412,350SH DFND 12,35000
PROGRESSIVE CORP OHIOCOM7433151031,44353,457SH DFND 53,45700
PROLOGIS INCCOM74340W10322,415520,911SH DFND 520,91100
PROOFPOINT INCCOM7434241031,44229,906SH DFND 29,90600
PROSENSA HLDG N VSHS USDN715461001,50780,347SH DFND 80,34700
PROSENSA HLDG N VSHS USDN715461007,662408,653SH DFND1408,65300
PROSPERITY BANCSHARES INCCOM7436061051,96035,400SH DFND 35,40000
PROSPERITY BANCSHARES INCCOM74360610559810,800SH OTR210,80000
PROTECTIVE LIFE CORPCOM7436741038,224118,078SH DFND 118,07800
PROTECTIVE LIFE CORPCOM743674103121,3131,741,751SH DFND11,741,75100
PROTECTIVE LIFE CORPCOM74367410370010,048SH OTR210,04800
PROVIDENCE SVC CORPCOM7438151022,28462,670SH DFND 62,67000
PROVIDENCE SVC CORPCOM7438151021,72047,200SH OTR247,20000
PROVIDENT FINL SVCS INCCOM74386T10574441,214SH DFND 41,21400
PROVIDENT FINL SVCS INCCOM74386T10532017,700SH OTR217,70000
PRUDENTIAL FINL INCCOM74432010230,160333,403SH DFND 333,40300
PRUDENTIAL GLB SHT DUR HG YLCOM74433A10961038,312SH DFND 38,31200
PRUDENTIAL GLB SHT DUR HG YLCOM74433A10963840,051SH DFND140,05100
PS BUSINESS PKS INC CALIFCOM69360J1071,68621,200SH OTR221,20000
PS BUSINESS PKS INC CALIFCOM69360J1075,71271,808SH DFND 71,80800
PSIVIDA CORPCOM74440J10115938,700SH DFND 38,70000
PTC INCCOM69370C1008,339227,521SH DFND 227,52100
PTC THERAPEUTICS INCCOM69366J2002,02339,076SH DFND 39,07600
PTC THERAPEUTICS INCCOM69366J20068913,300SH OTR213,30000
PUBLIC STORAGECOM74460D10931,910172,626SH DFND 172,62600
PUBLIC STORAGECOM74460D1092,15511,660SH OTR211,66000
PUBLIC SVC ENTERPRISE GROUPCOM744573106188,0734,541,717SH DFND 4,541,71700
PUBLIC SVC ENTERPRISE GROUPCOM74457310615,665378,300SH OTR2378,30000
PULTE GROUP INCCOM74586710159727,800SH OTR227,80000
PULTE GROUP INCCOM74586710175,6913,527,060SH DFND 3,527,06000
PUMA BIOTECHNOLOGY INCCOM74587V1071,1736,200SH OTR26,20000
PUMA BIOTECHNOLOGY INCCOM74587V1072,22411,751SH DFND 11,75100
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910718622,955SH DFND 22,95500
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910747358,275SH DFND158,27500
PUTNAM MANAGED MUN INCOM TRCOM74682310330942,649SH DFND 42,64900
PUTNAM MANAGED MUN INCOM TRCOM746823103824113,614SH DFND1113,61400
PUTNAM MUN OPPORTUNITIES TRSH BEN INT74692210345738,113SH DFND 38,11300
PUTNAM MUN OPPORTUNITIES TRSH BEN INT7469221031,409117,501SH DFND1117,50100
PVH CORPCOM6936561009,96077,710SH DFND 77,71000
PZENA INVESTMENT MGMT INCCLASS A74731Q10324626,000SH DFND 26,00000
QEP MIDSTREAM PARTNERS LPCOM UNIT RP LTD74735R11531218,555SH DFND118,55500
QIAGEN NVREG SHSN724821071,74074,190SH DFND 74,19000
QLIK TECHNOLOGIES INCCOM74733T10545714,802SH DFND 14,80200
QLOGIC CORPCOM74727710189166,900SH OTR266,90000
QLOGIC CORPCOM7472771013,731280,100SH DFND 280,10000
QTS RLTY TR INCCOM CL A74736A10337611,100SH DFND 11,10000
QUAKER CHEM CORPCOM7473161074004,341SH DFND 4,34100
QUAKER CHEM CORPCOM7473161072582,800SH OTR22,80000
QUALCOMM INCCOM74752510376,7331,032,335SH DFND 1,032,33500
QUALITY DISTR INC FLACOM74756M10287482,186SH DFND 82,18600
QUALITY DISTR INC FLACOM74756M10233031,000SH OTR231,00000
QUALYS INCCOM74758T3031,72945,803SH DFND 45,80300
QUALYS INCCOM74758T3033258,600SH OTR28,60000
QUANTA SVCS INCCOM74762E10210,913384,391SH DFND 384,39100
QUANTUM CORPNOTE 4.500%11/1747906AJ42,0661,650,000PRN DFND11,650,00000
QUANTUM CORPNOTE 4.500%11/1747906AJ4125100,000PRN DFND 100,00000
QUESTAR CORPCOM7483561022,710107,204SH DFND 107,20400
QUICKLOGIC CORPCOM74837P10821568,400SH DFND 68,40000
QUICKSILVER RESOURCES INCCOM74837R104106533,389SH DFND 533,38900
QUICKSILVER RESOURCES INCCOM74837R10457287,500SH OTR2287,50000
QUIDEL CORPNOTE 3.250%12/174838JAA91,1191,000,000PRN DFND11,000,00000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1012,33739,700SH DFND 39,70000
RACKSPACE HOSTING INCCOM75008610060,8821,300,612SH DFND 1,300,61200
RACKSPACE HOSTING INCCOM7500861001,54933,100SH OTR233,10000
RADIAN GROUP INCCOM75023610164738,672SH DFND 38,67200
RADIAN GROUP INCNOTE 3.000%11/1750236AK763,58641,475,000PRN DFND141,475,00000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN153,89133,408,000PRN DFND133,408,00000
RADIO ONE INCCL D NON VTG75040P4055029,700SH DFND 29,70000
RADNET INCCOM7504911022,904340,092SH DFND 340,09200
RADNET INCCOM75049110251560,300SH OTR260,30000
RALPH LAUREN CORPCL A7512121017,82142,240SH DFND 42,24000
RAMBUS INC DELCOM7509171061,06596,005SH DFND 96,00500
RAMBUS INC DELNOTE 1.125% 8/1750917AE6426375,000PRN DFND 375,00000
RAMBUS INC DELNOTE 1.125% 8/1750917AE68,8587,800,000PRN DFND17,800,00000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT7514522027,700410,911SH DFND 410,91100
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT7514522021,39674,500SH OTR274,50000
RAYMOND JAMES FINANCIAL INCCOM7547301091,45525,400SH DFND 25,40000
RAYONIER ADVANCED MATLS INCCOM75508B1047,672344,018SH DFND1344,01800
RAYONIER INCCOM7549071032,05673,600SH DFND 73,60000
RAYONIER INCCOM7549071038,393300,389SH DFND1300,38900
RAYTHEON COCOM NEW755111507175,4621,622,096SH DFND 1,622,09600
RAYTHEON COCOM NEW7551115076,95564,297SH OTR264,29700
RBC BEARINGS INCCOM75524B1043084,766SH DFND 4,76600
RCS CAP CORPCOM CL A74937W10277563,326SH DFND 63,32600
RCS CAP CORPCOM CL A74937W10229424,000SH OTR224,00000
REAL GOODS SOLAR INCCL A75601N1041735,206SH DFND 35,20600
REALOGY HLDGS CORPCOM75605Y1063748,400SH DFND 8,40000
REALOGY HLDGS CORPCOM75605Y1062676,000SH OTR26,00000
REALTY INCOME CORPCOM7561091041,93440,542SH DFND 40,54200
RECEPTOS INCCOM7562071063432,800SH DFND 2,80000
RED HAT INCCOM7565771027,769112,371SH DFND 112,37100
RED HAT INCCOM75657710210,599153,301SH DFND1153,30100
RED ROBIN GOURMET BURGERS INCOM75689M1014796,219SH DFND 6,21900
REDWOOD TR INCCOM7580754021,08455,000SH DFND 55,00000
REGAL BELOIT CORPCOM7587501033,21642,761SH DFND 42,76100
REGAL ENTMT GROUPCL A7587661093,075143,970SH DFND 143,97000
REGENCY CTRS CORPCOM75884910369110,832SH DFND 10,83200
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10761525,613SH DFND125,61300
REGENERON PHARMACEUTICALSCOM75886F1073,5588,673SH DFND 8,67300
REGIONS FINL CORP NEWCOM7591EP1008,606814,942SH DFND 814,94200
REGIS CORP MINNCOM75893210734420,500SH DFND 20,50000
REGULUS THERAPEUTICS INCCOM75915K10148830,400SH DFND 30,40000
REINSURANCE GROUP AMER INCCOM NEW75935160442,636486,597SH DFND 486,59700
REINSURANCE GROUP AMER INCCOM NEW7593516049,171104,671SH OTR2104,67100
RELIANCE STEEL & ALUMINUM COCOM75950910243,248705,865SH DFND 705,86500
RELIANCE STEEL & ALUMINUM COCOM7595091022143,500SH OTR23,50000
RENAISSANCERE HOLDINGS LTDCOMG7496G10313,961143,597SH DFND 143,59700
RENEWABLE ENERGY GROUP INCCOM NEW75972A30175477,626SH DFND 77,62600
RENEWABLE ENERGY GROUP INCCOM NEW75972A30125326,100SH OTR226,10000
RENEWABLE ENERGY GROUP INCMTNF 2.750% 6/175972AAA1664700,000PRN DFND 700,00000
RENEWABLE ENERGY GROUP INCMTNF 2.750% 6/175972AAA14,6494,900,000PRN DFND14,900,00000
RENT A CTR INC NEWCOM76009N1001,63745,077SH DFND 45,07700
RENTECH INCCOM7601121026853,624SH DFND 53,62400
RENTRAK CORPCOM76017410289612,300SH DFND 12,30000
REPLIGEN CORPCOM7599161092,866144,742SH DFND 144,74200
REPLIGEN CORPCOM7599161091,12957,000SH OTR257,00000
REPROS THERAPEUTICS INCCOM NEW76028H20913413,400SH OTR213,40000
REPROS THERAPEUTICS INCCOM NEW76028H20910810,800SH DFND 10,80000
REPUBLIC AWYS HLDGS INCCOM7602761051,462100,200SH DFND 100,20000
REPUBLIC AWYS HLDGS INCCOM76027610532722,400SH OTR222,40000
REPUBLIC SVCS INCCOM76075910010,541261,881SH DFND 261,88100
RESEARCH FRONTIERS INCCOM7609111077715,100SH DFND 15,10000
RESMED INCCOM76115210711,542205,883SH DFND 205,88300
RESOURCE CAP CORPNOTE 6.000%12/076120WAA2244250,000PRN DFND 250,00000
RESOURCE CAP CORPNOTE 6.000%12/076120WAA21,5881,625,000PRN DFND11,625,00000
RESTAURANT BRANDS INTL INCCOM76131D10311,877302,903SH DFND 302,90300
RESTAURANT BRANDS INTL INCCOM76131D10316,583422,135SH DFND1422,13500
RETAIL OPPORTUNITY INVTS CORCOM76131N10174444,300SH DFND 44,30000
RETAIL PPTYS AMER INCCL A76131V2022,984178,800SH DFND 178,80000
RETROPHIN INCCOM76129910649740,600SH DFND 40,60000
REVLON INCCL A NEW7615256091,06331,130SH DFND 31,13000
REVOLUTION LIGHTING TECHNOLOCOM76155G10710577,544SH DFND 77,54400
REX AMERICAN RESOURCES CORPCOM76162410512,427200,532SH DFND 200,53200
REX AMERICAN RESOURCES CORPCOM7616241053,21651,900SH OTR251,90000
REXAHN PHARMACEUTICALS INCCOM761640101150213,900SH DFND 213,90000
REXNORD CORP NEWCOM76169B10230710,900SH OTR210,90000
REYNOLDS AMERICAN INCCOM76171310627,922434,449SH DFND 434,44900
REYNOLDS AMERICAN INCCOM76171310684813,200SH OTR213,20000
RF INDS LTDCOM PAR $0.017495521057819,113SH DFND 19,11300
RF MICRODEVICES INCCOM74994110031,3191,887,818SH DFND 1,887,81800
RF MICRODEVICES INCCOM7499411002,437146,900SH OTR2146,90000
RIGEL PHARMACEUTICALS INCCOM NEW7665596039542,000SH OTR242,00000
RIGEL PHARMACEUTICALS INCCOM NEW766559603357157,223SH DFND 157,22300
RIGNET INCCOM76658210069516,951SH DFND 16,95100
RING ENERGY INCCOM76680V10812712,100SH DFND 12,10000
RITE AID CORPCOM76775410467,1728,932,498SH DFND 8,932,49800
RITE AID CORPNOTE 8.500% 5/1767754BU74,1981,435,000PRN DFND11,435,00000
RIVERBED TECHNOLOGY INCCOM7685731072,216108,573SH DFND 108,57300
RIVERBED TECHNOLOGY INCCOM76857310732,0001,567,861SH DFND11,567,86100
RLI CORPCOM7496071073517,100SH DFND 7,10000
RLJ LODGING TRCOM74965L1011,10032,800SH OTR232,80000
RLJ LODGING TRCOM74965L1019,362279,205SH DFND 279,20500
RMR REAL ESTATE INCOME FUNDCOM76970B10127413,154SH DFND113,15400
RMR REAL ESTATE INCOME FUNDCOM76970B1012019,632SH DFND 9,63200
ROBERT HALF INTL INCCOM77032310322,251381,135SH DFND 381,13500
ROCK-TENN COCL A77273920723,998393,532SH DFND 393,53200
ROCKWELL AUTOMATION INCCOM77390310925,212226,725SH DFND 226,72500
ROCKWOOD HLDGS INCCOM7744151036,32480,259SH DFND 80,25900
ROCKWOOD HLDGS INCCOM774415103138,7211,760,424SH DFND11,760,42400
ROGERS COMMUNICATIONS INCCL B77510920039,7711,019,809SH DFND 1,019,80900
ROGERS CORPCOM7751331013183,900SH DFND 3,90000
ROGERS CORPCOM77513310194511,600SH OTR211,60000
ROI ACQUISITION CORP IICOM74966G1019,289945,000SH DFND1945,00000
ROI ACQUISITION CORP IICOM74966G1011,032105,000SH DFND 105,00000
ROI ACQUISITION CORP II*W EXP 09/17/20174966G11927105,000SH DFND 105,00000
ROI ACQUISITION CORP II*W EXP 09/17/20174966G119247945,000SH DFND1945,00000
ROPER INDS INC NEWCOM7766961061,75111,200SH DFND 11,20000
ROSE ROCK MIDSTREAM L PCOM U REP LTD7771491053658,040SH DFND18,04000
ROSS STORES INCCOM77829610329,198309,764SH DFND 309,76400
ROVI CORPCOM77937610217,140758,722SH DFND 758,72200
ROYAL BK CDA MONTREAL QUECOM780087102113,7361,641,795SH DFND 1,641,79500
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 20 ORD78009768986571,393SH DFND171,39300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10371,285864,800SH DFND 864,80000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592066018,975SH DFND 8,97500
ROYAL DUTCH SHELL PLCSPONS ADR A78025920633,295497,318SH DFND1497,31800
ROYAL GOLD INCCOM7802871082,42038,600SH DFND 38,60000
RPC INCCOM74966010618814,400SH DFND 14,40000
RPM INTL INCCOM7496851036,608130,300SH DFND 130,30000
RPX CORPCOM74972G10372952,876SH DFND 52,87600
RTI SURGICAL INCCOM74975N10522443,146SH DFND 43,14600
RUSH ENTERPRISES INCCL A78184620976423,846SH DFND 23,84600
RUTHS HOSPITALITY GROUP INCCOM7833321093,261217,416SH DFND 217,41600
RUTHS HOSPITALITY GROUP INCCOM7833321092,456163,700SH OTR2163,70000
RYDER SYS INCCOM78354910837,376402,542SH DFND 402,54200
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ64,2183,110,000PRN DFND13,110,00000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072,42646,000SH DFND 46,00000
SABRA HEALTH CARE REIT INCCOM78573L1068,211270,362SH DFND 270,36200
SABRA HEALTH CARE REIT INCCOM78573L1061,98565,366SH OTR265,36600
SAFE BULKERS INCCOMY7388L1032,859731,099SH DFND 731,09900
SAFE BULKERS INCCOMY7388L103499127,500SH OTR2127,50000
SAFETY INS GROUP INCCOM78648T1006369,929SH DFND 9,92900
SAFEWAY INCCOM NEW7865142086,659189,603SH DFND 189,60300
SAFEWAY INCCOM NEW7865142088,900253,417SH DFND1253,41700
SAGENT PHARMACEUTICALS INCCOM78669210332613,000SH DFND 13,00000
SAIA INCCOM78709Y1052,62747,456SH DFND 47,45600
SAIA INCCOM78709Y1053907,050SH OTR27,05000
SALESFORCE COM INCCOM79466L3023015,078SH DFND 5,07800
SALIX PHARMACEUTICALS INCCOM7954351063,35529,186SH DFND 29,18600
SALIX PHARMACEUTICALS INCNOTE 1.500% 3/1795435AE629,25016,000,000PRN DFND116,000,00000
SALLY BEAUTY HLDGS INCCOM79546E1041,07735,047SH DFND 35,04700
SANDERSON FARMS INCCOM8000131045,18961,756SH DFND 61,75600
SANDERSON FARMS INCCOM8000131041,83221,800SH OTR221,80000
SANDISK CORPCOM80004C10113,576138,556SH DFND 138,55600
SANDISK CORPNOTE 1.500% 8/180004CAD3175,23591,031,000PRN DFND191,031,00000
SANDRIDGE ENERGY INCCOM80007P3072,7751,524,800SH DFND 1,524,80000
SANFILIPPO JOHN B & SON INCCOM8004221074159,131SH DFND 9,13100
SANMINA CORPORATIONCOM8010561027,929336,956SH DFND 336,95600
SANMINA CORPORATIONCOM8010561021,50664,000SH OTR264,00000
SAPIENT CORPCOM8030621084,627185,970SH DFND 185,97000
SAPIENT CORPCOM80306210881,4863,275,180SH DFND13,275,18000
SAPIENT CORPCOM80306210898039,400SH OTR239,40000
SASOL LTDSPONSORED ADR8038663005,817153,199SH DFND 153,19900
SBA COMMUNICATIONS CORPCOM78388J1061,44213,020SH DFND 13,02000
SCANA CORP NEWCOM80589M1026,533108,159SH DFND 108,15900
SCANSOURCE INCCOM80603710751412,800SH OTR212,80000
SCANSOURCE INCCOM8060371071,50537,479SH DFND 37,47900
SCHEIN HENRY INCCOM80640710212,76193,731SH DFND 93,73100
SCHLUMBERGER LTDCOM80685710812,183142,640SH DFND 142,64000
SCHOLASTIC CORPCOM80706610582122,548SH DFND 22,54800
SCHULMAN A INCCOM8081941048,849218,324SH DFND 218,32400
SCHULMAN A INCCOM8081941041,82845,100SH OTR245,10000
SCHWAB CHARLES CORP NEWCOM8085131052,70889,683SH DFND 89,68300
SCHWEITZER-MAUDUIT INTL INCCOM80854110654612,900SH DFND 12,90000
SCICLONE PHARMACEUTICALS INCCOM80862K10438243,600SH DFND 43,60000
SCIENCE APPLICATNS INTL CP NCOM80862510784217,007SH DFND117,00700
SCIENCE APPLICATNS INTL CP NCOM80862510770314,200SH OTR214,20000
SCIENCE APPLICATNS INTL CP NCOM80862510796119,400SH DFND 19,40000
SCOTTS MIRACLE GRO COCL A8101861062,33437,458SH DFND 37,45800
SCRIPPS NETWORKS INTERACT INCL A COM8110651012,66235,366SH DFND 35,36600
SEACOR HOLDINGS INCCOM8119041013474,700SH DFND 4,70000
SEADRILL LIMITEDSHSG7945E10513811,975SH DFND 11,97500
SEAGATE TECHNOLOGY PLCSHSG7945M10731,057467,029SH DFND 467,02900
SEALED AIR CORP NEWCOM81211K10087620,646SH DFND 20,64600
SEARS HLDGS CORPCOM8123501066,183187,479SH DFND 187,47900
SEARS HLDGS CORPCOM81235010610,021303,852SH DFND1303,85200
SEATTLE GENETICS INCCOM8125781021,24738,800SH DFND 38,80000
SEAWORLD ENTMT INCCOM81282V1006,815380,700SH DFND 380,70000
SEI INVESTMENTS COCOM78411710331,059775,687SH DFND 775,68700
SELECT COMFORT CORPCOM81616X10360322,300SH DFND 22,30000
SELECT COMFORT CORPCOM81616X10327310,100SH OTR210,10000
SELECT INCOME REITCOM SH BEN INT81618T1001,72670,689SH DFND 70,68900
SELECT MED HLDGS CORPCOM81619Q1055,383373,849SH DFND 373,84900
SELECT MED HLDGS CORPCOM81619Q1051,673116,200SH OTR2116,20000
SEMPRA ENERGYCOM81685110932,790294,454SH DFND 294,45400
SEMTECH CORPCOM8168501012167,817SH DFND 7,81700
SENIOR HSG PPTYS TRSH BEN INT81721M1091,12150,700SH DFND 50,70000
SENOMYX INCCOM81724Q107675112,321SH DFND 112,32100
SENOMYX INCCOM81724Q10724941,500SH OTR241,50000
SENSIENT TECHNOLOGIES CORPCOM81725T10080913,400SH OTR213,40000
SENSIENT TECHNOLOGIES CORPCOM81725T1005,36988,974SH DFND 88,97400
SEQUENOM INCCOM NEW81733740523864,300SH DFND 64,30000
SEQUENOM INCNOTE 5.000%10/0817337AB41,4711,425,000PRN DFND 1,425,00000
SEQUENOM INCNOTE 5.000%10/0817337AB48,2868,025,000PRN DFND18,025,00000
SEQUENTIAL BRANDS GROUP INCCOM NEW81734020137028,300SH DFND 28,30000
SERVICENOW INCCOM81762P1022,43835,925SH DFND 35,92500
SEVENTY SEVEN ENERGY INCCOM8180971071,548286,351SH DFND 286,35100
SEVENTY SEVEN ENERGY INCCOM81809710753298,406SH DFND198,40600
SHAW COMMUNICATIONS INCCL B CONV82028K20030,0101,108,745SH DFND 1,108,74500
SHENANDOAH TELECOMMUNICATIONCOM82312B1062859,104SH DFND 9,10400
SHERWIN WILLIAMS COCOM82434810616,11361,257SH DFND 61,25700
SHILOH INDS INCCOM82454310228918,386SH DFND 18,38600
SHIP FINANCE INTERNATIONAL LSHSG8107510687161,700SH DFND 61,70000
SHORETEL INCCOM825211105912124,042SH DFND 124,04200
SHORETEL INCCOM825211105758103,100SH OTR2103,10000
SHUTTERSTOCK INCCOM8256901001,06415,400SH DFND 15,40000
SIERRA WIRELESS INCCOM82651610683917,600SH DFND 17,60000
SIGMA ALDRICH CORPCOM8265521016,30145,901SH DFND 45,90100
SIGMA ALDRICH CORPCOM826552101149,9001,092,009SH DFND11,092,00900
SIGNATURE BK NEW YORK N YCOM82669G1046,32150,182SH DFND 50,18200
SIGNET JEWELERS LIMITEDSHSG8127610027,262207,206SH DFND 207,20600
SILGAN HOLDINGS INCCOM82704810984115,699SH DFND 15,69900
SILICON IMAGE INCCOM82705T1022,244406,581SH DFND 406,58100
SILICON IMAGE INCCOM82705T1021,266229,400SH OTR2229,40000
SILICON LABORATORIES INCCOM8269191024629,700SH DFND 9,70000
SILVER WHEATON CORPCOM82833610730,2241,481,436SH DFND 1,481,43600
SIMON PPTY GROUP INC NEWCOM82880610983,918460,812SH DFND 460,81200
SIMON PPTY GROUP INC NEWCOM82880610910,06855,286SH DFND155,28600
SIMON PPTY GROUP INC NEWCOM8288061094,62625,400SH OTR225,40000
SIMPLICITY BANCORPCOM82886710167539,371SH DFND 39,37100
SIMPLICITY BANCORPCOM8288671012,061120,149SH DFND1120,14900
SINCLAIR BROADCAST GROUP INCCL A8292261091,45853,286SH DFND 53,28600
SIX FLAGS ENTMT CORP NEWCOM83001A1021,40732,600SH DFND 32,60000
SIZMEK INCCOM83013P1056911,000SH DFND 11,00000
SK TELECOM LTDSPONSORED ADR78440P10821,825808,028SH DFND 808,02800
SKECHERS U S A INCCL A8305661051,55828,200SH OTR228,20000
SKECHERS U S A INCCL A8305661054,51681,735SH DFND 81,73500
SKULLCANDY INCCOM83083J1041,018110,775SH DFND 110,77500
SKULLCANDY INCCOM83083J10434537,500SH OTR237,50000
SKYWORKS SOLUTIONS INCCOM83088M102118,9431,635,858SH DFND 1,635,85800
SKYWORKS SOLUTIONS INCCOM83088M10215,684215,700SH OTR2215,70000
SL GREEN RLTY CORPCOM78440X1018,11568,181SH DFND 68,18100
SL GREEN RLTY CORPCOM78440X1013092,600SH OTR22,60000
SLM CORPCOM78442P1061,330130,567SH DFND 130,56700
SLM CORPCOM78442P10612,9511,270,980SH DFND11,270,98000
SM ENERGY COCOM78454L10019,844514,357SH DFND 514,35700
SMITH & WESSON HLDG CORPCOM83175610115216,029SH DFND 16,02900
SMITH A OCOM83186520922,839404,870SH DFND 404,87000
SMUCKER J M COCOM NEW83269640520,412202,140SH DFND 202,14000
SNAP ON INCCOM83303410121,360156,210SH DFND 156,21000
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351053,486145,978SH DFND 145,97800
SOLARCITY CORPCOM83416T1008,861165,688SH DFND 165,68800
SOLARWINDS INCCOM83416B1091,13122,700SH DFND 22,70000
SOLERA HOLDINGS INCCOM83421A1042925,700SH DFND 5,70000
SONIC CORPCOM8354511051,71362,921SH DFND 62,92100
SONOCO PRODS COCOM8354951022,62460,057SH DFND 60,05700
SONUS NETWORKS INCCOM8359161071,052265,056SH DFND 265,05600
SONUS NETWORKS INCCOM835916107604152,100SH OTR2152,10000
SORRENTO THERAPEUTICS INCCOM NEW83587F20210810,700SH DFND 10,70000
SOURCE CAP INCCOM8361441055657,907SH DFND17,90700
SOURCE CAP INCCOM8361441052553,573SH DFND 3,57300
SOUTH ST CORPCOM8404411092623,900SH DFND 3,90000
SOUTHERN COCOM84258710743,172879,084SH DFND 879,08400
SOUTHERN COPPER CORPCOM84265V10517,083605,776SH DFND 605,77600
SOUTHSIDE BANCSHARES INCCOM84470P10935312,223SH DFND 12,22300
SOUTHWEST AIRLS COCOM844741108160,4473,791,277SH DFND 3,791,27700
SOUTHWEST AIRLS COCOM84474110813,330314,983SH OTR2314,98300
SOUTHWEST GAS CORPCOM8448951021,05717,100SH DFND 17,10000
SOUTHWEST GAS CORPCOM844895102439