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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HOLDINGS INC COM 000307108 2,052 47,118 SH   DFND 2 0 47,118 0
AAON INC COM 000360206 12,164 540,131 SH   DFND 2 0 540,131 0
AAR CORP COM 000361105 12,851 403,285 SH   DFND 2 0 324,272 79,013
ABB LTD-SPON ADR ADR 000375204 654 31,303 SH   DFND 2 0 0 31,303
ABB LTD-SPON ADR ADR 000375204 1,825 87,346 SH   DFND 16 0 0 87,346
ACCO BRANDS CORP COM 00081T108 6,375 820,500 SH   DFND 2 0 820,500 0
ACCO BRANDS CORP COM 00081T108 1 125 SH   DFND 16 0 0 125
ABM INDUSTRIES INC COM 000957100 42,446 1,291,313 SH   DFND 2 0 1,165,659 125,654
ABM INDUSTRIES INC COM 000957100 37 1,127 SH   DFND 16 0 0 1,127
ADT CORP/THE COM 00101J106 4,048 120,595 SH   DFND 2 0 120,595 0
ADT CORP/THE COM 00101J106 67 1,986 SH   DFND 02,03 0 1,986 0
ADT CORP/THE COM 00101J106 0 3 SH   DFND 02,05 0 0 3
ADT CORP/THE COM 00101J106 315 9,394 SH   DFND 16 0 5,613 3,781
AFLAC INC COM 001055102 33,166 533,202 SH   DFND 2 0 504,771 28,431
AFLAC INC COM 001055102 313 5,029 SH   DFND 02,03 0 5,029 0
AFLAC INC COM 001055102 1,502 24,141 SH   DFND 16 0 604 23,537
AFLAC INC PRF 001055300 875 35,914 SH   DFND 16 0 0 35,914
AGCO CORP COM 001084102 22,845 402,378 SH   DFND 2 0 401,208 1,170
AGCO CORP COM 001084102 41 724 SH   DFND 16 0 0 724
AG&E HOLDINGS INC COM 00108M102 10 12,000 SH   DFND 16 0 0 12,000
AGL RESOURCES INC COM 001204106 3,379 72,616 SH   DFND 2 0 69,428 3,188
AGL RESOURCES INC COM 001204106 64 1,385 SH   DFND 02,03 0 1,385 0
AGL RESOURCES INC COM 001204106 70 1,494 SH   DFND 16 0 0 1,494
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,063 235,085 SH   DFND 2 0 235,085 0
AES CORP COM 00130H105 188,993 14,253,006 SH   DFND 2 0 13,554,571 698,435
AES CORP COM 00130H105 373 28,098 SH   DFND 02,03 0 28,098 0
AES CORP COM 00130H105 400 30,193 SH   DFND 16 0 26,560 3,633
AIA GROUP LTD-SP ADR ADR 001317205 1,147 43,787 SH   DFND 2 0 0 43,787
AIA GROUP LTD-SP ADR ADR 001317205 82 3,129 SH   DFND 16 0 0 3,129
AK STEEL HOLDING CORP COM 001547108 11,849 3,061,532 SH   DFND 2 0 2,806,532 255,000
AK STEEL HOLDING CORP COM 001547108 21 5,340 SH   DFND 16 0 0 5,340
COHEN & STEERS GLOBAL REALTY COM 00162Q106 1,221 29,695 SH   DFND 16 0 0 29,695
ALPS INTERNATIONAL SECTOR DI COM 00162Q718 238 9,150 SH   DFND 16 0 0 9,150
ALPS EQ HIGH VOLATILITY PU COM 00162Q734 519 22,416 SH   DFND 16 0 0 22,416
ALPS SECTOR DIVIDEND DOGS COM 00162Q858 2,822 77,192 SH   DFND 16 0 0 77,192
ALERIAN MLP ETF COM 00162Q866 49,869 3,220,545 SH   DFND 16 0 129,765 3,090,780
AMAG PHARMACEUTICALS INC COM 00163U106 12,006 173,848 SH   DFND 2 0 171,028 2,820
AMAG PHARMACEUTICALS INC COM 00163U106 28 401 SH   DFND 02,03 0 401 0
AMAG PHARMACEUTICALS INC COM 00163U106 401 5,808 SH   DFND 16 0 0 5,808
AMAG PHARMACEUTICALS INC CONV BND 00163UAA4 8,921 3,460,000 PRN   DFND 2 0 0 3,460,000
AMC NETWORKS INC-A COM 00164V103 14,217 173,692 SH   DFND 2 0 173,692 0
AMC NETWORKS INC-A COM 00164V103 54 667 SH   DFND 16 0 4 663
AMC ENTERTAINMENT HLDS-CL A COM 00165C104 10,364 337,812 SH   DFND 2 0 337,812 0
AMEC FOSTER WHEELER-SPN ADR ADR 00167X205 154 11,634 SH   DFND 2 0 0 11,634
AMEC FOSTER WHEELER-SPN ADR ADR 00167X205 5 358 SH   DFND 16 0 0 358
AMG 5.15 10/15/37 CONV PRF 00170F209 10,106 167,900 SH   DFND 2 0 0 167,900
AMN HEALTHCARE SERVICES INC COM 001744101 10,688 338,354 SH   DFND 2 0 338,354 0
AMN HEALTHCARE SERVICES INC COM 001744101 323 10,235 SH   DFND 16 0 0 10,235
ANI PHARMACEUTICALS INC COM 00182C103 4,125 66,487 SH   DFND 2 0 66,372 115
ANI PHARMACEUTICALS INC COM 00182C103 9 150 SH   DFND 16 0 0 150
ARC DOCUMENT SOLUTIONS INC COM 00191G103 4,303 565,328 SH   DFND 2 0 515,958 49,370
AMERICAN AIRLINES ESCROW WT 001ESC102 0 237,666 SH   DFND 2 0 0 237,666
AT&T INC COM 00206R102 615,894 17,339,347 SH   DFND 2 0 17,299,913 39,434
AT&T INC COM 00206R102 2,401 67,597 SH   DFND 02,03 0 67,597 0
AT&T INC COM 00206R102 64,478 1,813,668 SH   DFND 16 0 457,079 1,356,589
AT&T INC OPT 00206R102 9,786 275,500 SH Call DFND 2 0 0 275,500
A10 NETWORKS INC COM 002121101 5,867 911,051 SH   DFND 2 0 850,116 60,935
AU OPTRONICS CORP-SPON ADR ADR 002255107 71 15,976 SH   DFND 2 0 0 15,976
AU OPTRONICS CORP-SPON ADR ADR 002255107 633 141,871 SH   DFND 10 0 0 141,871
AVX CORP COM 002444107 5,782 429,504 SH   DFND 2 0 429,504 0
AVX CORP COM 002444107 37 2,777 SH   DFND 16 0 0 2,777
AZZ INC COM 002474104 19,549 377,401 SH   DFND 2 0 377,401 0
AZZ INC COM 002474104 240 4,635 SH   DFND 16 0 0 4,635
AARON'S INC COM 002535300 16,069 443,775 SH   DFND 2 0 443,775 0
ABAXIS INC COM 002567105 7,948 154,392 SH   DFND 2 0 154,392 0
ABBOTT LABORATORIES COM 002824100 421,367 8,585,335 SH   DFND 2 0 8,110,080 475,255
ABBOTT LABORATORIES COM 002824100 4,120 83,938 SH   DFND 02,03 0 83,938 0
ABBOTT LABORATORIES COM 002824100 9,977 203,275 SH   DFND 10 0 0 203,275
ABBOTT LABORATORIES COM 002824100 8,990 181,994 SH   DFND 16 0 88,058 93,936
ABBVIE INC COM 00287Y109 426,971 6,354,695 SH   DFND 2 0 5,458,637 896,058
ABBVIE INC COM 00287Y109 1,377 20,491 SH   DFND 02,03 0 20,491 0
ABBVIE INC COM 00287Y109 64,040 949,131 SH   DFND 16 0 60,346 888,785
ABERCROMBIE & FITCH CO-CL A COM 002896207 19,588 910,683 SH   DFND 2 0 910,679 4
ABERCROMBIE & FITCH CO-CL A COM 002896207 1 60 SH   DFND 16 0 0 60
ABERDEEN ASIA-PAC INCOME FD COM 003009107 66 13,226 SH   DFND 16 0 0 13,226
ABIOMED INC COM 003654100 12,773 194,327 SH   DFND 2 0 194,327 0
ABIOMED INC COM 003654100 114 1,729 SH   DFND 16 0 0 1,729
ABRAXAS PETROLEUM CORP COM 003830106 76 25,900 SH   DFND 16 0 0 25,900
ACACIA RESEARCH CORP COM 003881307 3,834 437,225 SH   DFND 2 0 437,225 0
ACACIA RESEARCH CORP COM 003881307 83 9,836 SH   DFND 16 0 9,666 170
ACADIA HEALTHCARE CO INC COM 00404A109 27,291 348,402 SH   DFND 2 0 348,402 0
ACADIA HEALTHCARE CO INC COM 00404A109 190 2,398 SH   DFND 16 0 2,366 32
ACADIA PHARMACEUTICALS INC COM 004225108 3,634 86,767 SH   DFND 2 0 86,767 0
ACADIA PHARMACEUTICALS INC COM 004225108 0 13 SH   DFND 16 0 7 6
ACADIA REALTY TRUST COM 004239109 16,715 574,223 SH   DFND 2 0 486,768 87,455
ACADIA REALTY TRUST COM 004239109 7 248 SH   DFND 16 0 0 248
ACCOR SA-SPONSORED ADR ADR 00435F309 182 17,672 SH   DFND 2 0 0 17,672
ACETO CORP COM 004446100 3,172 128,778 SH   DFND 2 0 128,778 0
ACETO CORP COM 004446100 43 1,731 SH   DFND 16 0 0 1,731
ACI WORLDWIDE INC COM 004498101 14,313 582,575 SH   DFND 2 0 582,575 0
ACORDA THERAPEUTICS INC COM 00484M106 7,122 213,660 SH   DFND 2 0 213,560 100
ACORDA THERAPEUTICS INC COM 00484M106 2 50 SH   DFND 16 0 0 50
ACORDA THERAPEUTICS INC CONV BND 00484MAA4 13,386 13,220,000 PRN   DFND 2 0 0 13,220,000
ACTELION LTD-UNSP ADR ADR 00507G102 11 294 SH   DFND 2 0 0 294
ACTELION LTD-UNSP ADR ADR 00507G102 975 26,895 SH   DFND 16 0 0 26,895
ACTIVISION BLIZZARD INC COM 00507V109 544,613 22,495,369 SH   DFND 2 0 21,504,395 990,974
ACTIVISION BLIZZARD INC COM 00507V109 3,518 145,305 SH   DFND 02,03 0 145,305 0
ACTIVISION BLIZZARD INC COM 00507V109 10,201 421,360 SH   DFND 10 0 0 421,360
ACTIVISION BLIZZARD INC COM 00507V109 360 14,895 SH   DFND 16 0 8,405 6,490
ACTUANT CORP-A COM 00508X203 10,677 462,413 SH   DFND 2 0 462,413 0
ACTUANT CORP-A COM 00508X203 4 160 SH   DFND 16 0 0 160
ACUITY BRANDS INC COM 00508Y102 21,442 119,125 SH   DFND 2 0 118,877 248
ACUITY BRANDS INC COM 00508Y102 40 221 SH   DFND 02,03 0 221 0
ACUITY BRANDS INC COM 00508Y102 760 4,222 SH   DFND 16 0 3,823 399
ACXIOM CORP COM 005125109 3,440 195,679 SH   DFND 2 0 195,679 0
ACXIOM CORP COM 005125109 6 336 SH   DFND 16 0 0 336
ADECCO SA-REG-UNSPON ADR ADR 006754204 68 1,686 SH   DFND 2 0 0 1,686
ADECCO SA-REG-UNSPON ADR ADR 006754204 257 6,340 SH   DFND 16 0 0 6,340
ADEPTUS HEALTH INC-CLASS A COM 006855100 2,420 25,473 SH   DFND 2 0 25,463 10
ADELPHIA CONTINGENT VALUE COM 00685R706 14 1,410,902 SH   DFND 2 0 0 1,410,902
ADIDAS AG-SPONSORED ADR ADR 00687A107 222 5,794 SH   DFND 2 0 0 5,794
ADIDAS AG-SPONSORED ADR ADR 00687A107 591 11,602 SH   DFND 16 0 0 11,602
ADOBE SYSTEMS INC COM 00724F101 411,645 5,081,380 SH   DFND 2 0 4,804,092 277,288
ADOBE SYSTEMS INC COM 00724F101 7,427 91,689 SH   DFND 02,03 0 91,689 0
ADOBE SYSTEMS INC COM 00724F101 3,844 47,454 SH   DFND 10 0 0 47,454
ADOBE SYSTEMS INC COM 00724F101 1,465 18,080 SH   DFND 16 0 12,284 5,796
ADTRAN INC COM 00738A106 15,056 926,527 SH   DFND 2 0 782,352 144,175
ADTRAN INC COM 00738A106 114 6,999 SH   DFND 16 0 0 6,999
ADURO BIOTECH INC COM 00739L101 430 14,161 SH   DFND 2 0 14,161 0
ADVANCE AUTO PARTS INC COM 00751Y106 63,941 401,409 SH   DFND 2 0 401,409 0
ADVANCE AUTO PARTS INC COM 00751Y106 6,819 42,757 SH   DFND 16 0 40,496 2,261
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 85 12,940 SH   DFND 2 0 0 12,940
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 817 123,491 SH   DFND 10 0 0 123,491
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 260 39,478 SH   DFND 16 0 0 39,478
ADVISORY BOARD CO/THE COM 00762W107 5,892 107,769 SH   DFND 2 0 107,769 0
ADVISORY BOARD CO/THE COM 00762W107 97 1,781 SH   DFND 16 0 0 1,781
ADVENT CLAYMORE CONVERTIBLE COM 007639107 86 13,445 SH   DFND 16 0 0 13,445
ADVENT CLAYMORE CVT SEC& INC COM 00764C109 17,411 1,068,407 SH   DFND 16 0 0 1,068,407
ADVANTAGE OIL & GAS LTD COM 00765F101 7,766 1,226,846 SH   DFND 2 0 1,226,846 0
ADVANTAGE OIL & GAS LTD COM 00765F101 16 2,500 SH   DFND 16 0 0 2,500
AECOM COM 00766T100 12,570 379,946 SH   DFND 2 0 379,946 0
AECOM COM 00766T100 36 1,080 SH   DFND 16 0 0 1,080
AEGERION PHARMACEUTICALS INC CONV BND 00767EAA0 21,675 27,270,000 PRN   DFND 2 0 0 27,270,000
AEGION CORP COM 00770F104 3,913 206,582 SH   DFND 2 0 206,582 0
AERIE PHARMACEUTICALS INC COM 00771V108 6,088 344,929 SH   DFND 2 0 327,789 17,140
AEROJET ROCKETDYNE HOLDINGS COM 007800105 6,115 296,728 SH   DFND 2 0 296,728 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 148 7,192 SH   DFND 16 0 0 7,192
AEROPOSTALE INC COM 007865108 601 371,152 SH   DFND 2 0 371,152 0
ADVANCED MICRO DEVICES COM 007903107 3,748 1,561,953 SH   DFND 2 0 1,561,953 0
ADVANCED MICRO DEVICES COM 007903107 47 19,423 SH   DFND 16 0 0 19,423
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 6,841 233,237 SH   DFND 2 0 233,237 0
AEGON N.V.-NY REG SHR COM 007924103 152 20,531 SH   DFND 2 0 0 20,531
AEGON N.V.-NY REG SHR COM 007924103 337 45,553 SH   DFND 16 0 0 45,553
AEGON 6 3/8 PRF 007924301 2,911 115,835 SH   DFND 16 0 0 115,835
AEGON NV PRF 007924509 866 35,777 SH   DFND 16 0 0 35,777
AEGON NV PRF 007924608 1,524 55,057 SH   DFND 16 0 0 55,057
ADVANCED ENERGY INDUSTRIES COM 007973100 105,811 3,849,138 SH   DFND 2 0 3,802,206 46,932
ADVANCED ENERGY INDUSTRIES COM 007973100 695 25,285 SH   DFND 10 0 0 25,285
ADVANCED ENERGY INDUSTRIES COM 007973100 50 1,817 SH   DFND 16 0 0 1,817
ADVENT SOFTWARE INC COM 007974108 14,305 323,551 SH   DFND 2 0 323,551 0
AETERNA ZENTARIS INC COM 007975303 7 23,337 SH   DFND 16 0 0 23,337
AEROVIRONMENT INC COM 008073108 2,455 94,104 SH   DFND 2 0 94,104 0
AETNA INC COM 00817Y108 71,682 562,402 SH   DFND 2 0 560,468 1,934
AETNA INC COM 00817Y108 516 4,047 SH   DFND 02,03 0 4,047 0
AETNA INC COM 00817Y108 1,032 8,100 SH   DFND 10 0 8,100 0
AETNA INC COM 00817Y108 2,821 22,131 SH   DFND 16 0 3,375 18,756
AFFILIATED MANAGERS GROUP COM 008252108 46,844 214,296 SH   DFND 2 0 213,632 664
AFFILIATED MANAGERS GROUP COM 008252108 183 838 SH   DFND 02,03 0 838 0
AFFILIATED MANAGERS GROUP COM 008252108 7,593 34,733 SH   DFND 10 0 34,733 0
AFFILIATED MANAGERS GROUP COM 008252108 2,536 11,595 SH   DFND 16 0 10,170 1,425
AFFILIATED MANAGERS GROUP INC. 5.2 PRF 008252868 216 8,546 SH   DFND 16 0 0 8,546
AMG 6 3/8 08/15/42 PRF 008252876 294 11,437 SH   DFND 16 0 0 11,437
AFFYMETRIX INC COM 00826T108 8,906 815,520 SH   DFND 2 0 815,520 0
AFFYMETRIX INC COM 00826T108 21 1,950 SH   DFND 16 0 0 1,950
AGILENT TECHNOLOGIES INC COM 00846U101 55,123 1,428,692 SH   DFND 2 0 1,015,690 413,002
AGILENT TECHNOLOGIES INC COM 00846U101 149 3,858 SH   DFND 02,03 0 3,858 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,150 29,824 SH   DFND 16 0 25,151 4,673
AGNICO EAGLE MINES LTD COM 008474108 3,421 120,574 SH   DFND 2 0 120,574 0
AGNICO EAGLE MINES LTD COM 008474108 19 662 SH   DFND 16 0 0 662
AGENUS INC COM 00847G705 1,664 192,794 SH   DFND 2 0 192,794 0
AGENUS INC COM 00847G705 10 1,124 SH   DFND 16 0 0 1,124
AGILYSYS INC COM 00847J105 647 70,445 SH   DFND 2 0 70,445 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,193 10,738 SH   DFND 2 0 10,613 125
AGREE REALTY CORP COM 008492100 2,554 87,441 SH   DFND 2 0 87,441 0
AGRIUM INC COM 008916108 22,087 208,463 SH   DFND 2 0 208,463 0
AGRIUM INC COM 008916108 212 2,007 SH   DFND 16 0 832 1,175
AIR FRANCE-KLM-ADR ADR 009119108 7,172 1,026,821 SH   DFND 2 0 0 1,026,821
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 407 16,078 SH   DFND 2 0 0 16,078
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 27 1,073 SH   DFND 16 0 0 1,073
AIR METHODS CORP COM 009128307 25,629 619,971 SH   DFND 2 0 508,344 111,627
AIR METHODS CORP COM 009128307 153 3,733 SH   DFND 16 0 3,733 0
AIR LEASE CORP COM 00912X302 412 12,148 SH   DFND 2 0 12,148 0
AIR LEASE CORP COM 00912X302 130 3,834 SH   DFND 16 0 1,664 2,170
AIR LEASE CORP CONV BND 00912XAK0 16,872 12,679,000 PRN   DFND 2 0 0 12,679,000
AIR LEASE CORP CONV BND 00912XAK0 4 3,000 PRN   DFND 16 0 0 3,000
AIR PRODUCTS & CHEMICALS INC COM 009158106 13,141 95,770 SH   DFND 2 0 92,794 2,976
AIR PRODUCTS & CHEMICALS INC COM 009158106 306 2,236 SH   DFND 02,03 0 2,236 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,850 13,465 SH   DFND 16 0 3,733 9,732
AIR TRANSPORT SERVICES GROUP COM 00922R105 5,896 562,143 SH   DFND 2 0 562,143 0
AIRBUS GROUP SE - UNSP ADR ADR 009279100 356 21,943 SH   DFND 2 0 0 21,943
AIRBUS GROUP SE - UNSP ADR ADR 009279100 2 100 SH   DFND 16 0 0 100
AIRGAS INC COM 009363102 4,181 39,521 SH   DFND 2 0 39,521 0
AIRGAS INC COM 009363102 83 789 SH   DFND 02,03 0 789 0
AIRGAS INC COM 009363102 783 7,404 SH   DFND 10 0 7,404 0
AIRGAS INC COM 009363102 7 67 SH   DFND 16 0 0 67
AIRTRAN HOLDINGS INC CONV BND 00949PAD0 6,536 2,705,000 PRN   DFND 2 0 0 2,705,000
AKAMAI TECHNOLOGIES INC COM 00971T101 8,815 126,250 SH   DFND 2 0 125,334 916
AKAMAI TECHNOLOGIES INC COM 00971T101 144 2,067 SH   DFND 02,03 0 2,067 0
AKAMAI TECHNOLOGIES INC COM 00971T101 347 4,964 SH   DFND 16 0 2,944 2,020
AKORN INC COM 009728106 28,405 650,597 SH   DFND 2 0 629,877 20,720
AKORN INC COM 009728106 86 1,960 SH   DFND 02,03 0 1,960 0
AKORN INC COM 009728106 520 11,911 SH   DFND 16 0 2,377 9,534
AKZO NOBEL NV-SPON ADR ADR 010199305 363 14,977 SH   DFND 2 0 0 14,977
AKZO NOBEL NV-SPON ADR ADR 010199305 893 36,696 SH   DFND 16 0 0 36,696
ALAMO GROUP INC COM 011311107 9,178 168,007 SH   DFND 2 0 112,648 55,359
ALARM.COM HOLDINGS INC COM 011642105 1,926 125,000 SH   DFND 10 0 125,000 0
ALASKA AIR GROUP INC COM 011659109 87,272 1,354,492 SH   DFND 2 0 1,323,861 30,631
ALASKA AIR GROUP INC COM 011659109 80 1,245 SH   DFND 02,03 0 1,245 0
ALASKA AIR GROUP INC COM 011659109 3,031 46,949 SH   DFND 16 0 2,207 44,742
ALBANY INTL CORP-CL A COM 012348108 20,846 523,796 SH   DFND 2 0 467,351 56,445
ALBANY INTL CORP-CL A COM 012348108 62 1,555 SH   DFND 16 0 1,439 116
ALBANY MOLECULAR RESEARCH COM 012423109 2,286 113,038 SH   DFND 2 0 113,038 0
ALBEMARLE CORP COM 012653101 18,921 342,303 SH   DFND 2 0 342,303 0
ALBEMARLE CORP COM 012653101 3,645 65,416 SH   DFND 16 0 61,668 3,748
ALCOA INC COM 013817101 15,820 1,418,793 SH   DFND 2 0 1,418,793 0
ALCOA INC COM 013817101 158 14,152 SH   DFND 02,03 0 14,152 0
ALCOA INC COM 013817101 6,497 599,547 SH   DFND 16 0 393,040 206,507
ALCOA INC CONV PRF 013817309 19,843 501,950 SH   DFND 2 0 0 501,950
ALCOA INC CONV PRF 013817309 189 4,785 SH   DFND 16 0 0 4,785
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 141 39,060 SH   DFND 2 0 0 39,060
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 45 12,465 SH   DFND 16 0 0 12,465
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,806 34,125 SH   DFND 2 0 33,990 135
ALEXANDER & BALDWIN INC COM 014491104 9,090 230,712 SH   DFND 2 0 230,712 0
ALERE INC COM 01449J105 7,082 134,246 SH   DFND 2 0 134,246 0
ALERE INC COM 01449J105 28 527 SH   DFND 16 0 0 527
ALR 3 CONV PRF 01449J204 14,195 39,750 SH   DFND 2 0 0 39,750
ALEXANDER'S INC COM 014752109 909 2,216 SH   DFND 2 0 2,216 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 118,016 1,349,275 SH   DFND 2 0 1,335,226 14,049
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 20 225 SH   DFND 02,03 0 225 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 10,336 118,231 SH   DFND 10 0 118,231 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 460 5,259 SH   DFND 16 0 4,597 662
ARE 7 CONV PRF 015271505 29,377 1,048,600 SH   DFND 2 0 0 1,048,600
ARE 6.45 PRF 015271703 357 13,876 SH   DFND 16 0 0 13,876
ALEXION PHARMACEUTICALS INC COM 015351109 876,174 4,846,923 SH   DFND 2 0 4,477,209 369,714
ALEXION PHARMACEUTICALS INC COM 015351109 15,247 84,346 SH   DFND 02,03 0 84,346 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,415 24,419 SH   DFND 16 0 16,682 7,737
ALEXION PHARMACEUTICALS, INC. OPT 015351109 3,977 22,000 SH Put DFND 2 0 0 22,000
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 778,600 9,463,956 SH   DFND 2 0 8,966,367 497,589
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 12,557 152,619 SH   DFND 02,03 0 152,619 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 16,413 199,506 SH   DFND 02,10 0 199,506 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 52,532 638,462 SH   DFND 10 0 596,690 41,772
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 5,026 61,122 SH   DFND 16 0 24,482 36,640
ALIGN TECHNOLOGY INC COM 016255101 54,001 861,081 SH   DFND 2 0 840,418 20,663
ALIGN TECHNOLOGY INC COM 016255101 61 970 SH   DFND 02,03 0 970 0
ALIGN TECHNOLOGY INC COM 016255101 6,212 99,054 SH   DFND 02,10 0 99,054 0
ALIGN TECHNOLOGY INC COM 016255101 106,700 1,701,515 SH   DFND 10 0 1,701,515 0
ALIGN TECHNOLOGY INC COM 016255101 58 912 SH   DFND 16 0 9 903
ALLEGHANY CORP COM 017175100 25,420 54,228 SH   DFND 2 0 53,928 300
ALLEGHANY CORP COM 017175100 73 156 SH   DFND 16 0 134 22
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,766 124,665 SH   DFND 2 0 122,540 2,125
ALLEGHENY TECHNOLOGIES INC COM 01741R102 38 1,264 SH   DFND 02,03 0 1,264 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 25 842 SH   DFND 16 0 0 842
ALLEGIANT TRAVEL CO COM 01748X102 20,958 117,817 SH   DFND 2 0 113,587 4,230
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ARBOR REALTY TRUST INC COM 038923108 89 13,200 SH   DFND 16 0 0 13,200
ARCBEST CORP COM 03937C105 8,699 273,584 SH   DFND 2 0 273,584 0
ARCBEST CORP COM 03937C105 16 500 SH   DFND 16 0 0 500
ARCH COAL INC COM 039380100 337 992,270 SH   DFND 2 0 992,270 0
ARCH COAL INC COM 039380100 1 2,587 SH   DFND 16 0 0 2,587
ARCELORMITTAL-NY REGISTERED COM 03938L104 231 23,800 SH   DFND 2 0 0 23,800
ARCELORMITTAL-NY REGISTERED COM 03938L104 18 1,885 SH   DFND 16 0 0 1,885
ARCHER-DANIELS-MIDLAND CO COM 039483102 328,597 6,814,455 SH   DFND 2 0 5,288,560 1,525,895
ARCHER-DANIELS-MIDLAND CO COM 039483102 347 7,187 SH   DFND 02,03 0 7,187 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 1,793 37,242 SH   DFND 16 0 10,121 27,121
ARCTIC CAT INC COM 039670104 16,329 491,731 SH   DFND 2 0 429,561 62,170
ARENA PHARMACEUTICALS INC COM 040047102 1,321 284,679 SH   DFND 2 0 261,219 23,460
ARENA PHARMACEUTICALS INC COM 040047102 17 3,622 SH   DFND 16 0 0 3,622
ARGAN INC COM 04010E109 14,418 357,472 SH   DFND 2 0 290,562 66,910
ARES CAPITAL CORP COM 04010L103 16,149 981,148 SH   DFND 2 0 975,656 5,492
ARES CAPITAL CORP COM 04010L103 46,819 2,844,327 SH   DFND 10 0 2,844,327 0
ARES CAPITAL CORP COM 04010L103 42,808 2,601,571 SH   DFND 16 0 70,412 2,531,159
ARES CAPITAL CORP CONV BND 04010LAM5 13,673 13,430,000 PRN   DFND 2 0 0 13,430,000
ARIAD PHARMACEUTICALS INC COM 04033A100 5,610 678,245 SH   DFND 2 0 678,245 0
ARIAD PHARMACEUTICALS INC COM 04033A100 76 9,165 SH   DFND 16 0 0 9,165
ARIAD PHARMACEUTICALS INC CONV BND 04033AAA8 14,416 12,670,000 PRN   DFND 2 0 0 12,670,000
ARISTA NETWORKS INC COM 040413106 77,355 946,331 SH   DFND 2 0 939,031 7,300
ARISTA NETWORKS INC COM 040413106 327 4,000 SH   DFND 10 0 0 4,000
ARISTA NETWORKS INC COM 040413106 133 1,621 SH   DFND 16 0 1,525 96
ARKANOVA ENERGY CORP COM 040732109 0 26,316 SH   DFND 16 0 0 26,316
ARKEMA-SPONSORED ADR ADR 041232109 7 96 SH   DFND 2 0 0 96
ARKEMA-SPONSORED ADR ADR 041232109 534 7,378 SH   DFND 16 0 0 7,378
ARLINGTON ASSET INVESTMENT-A COM 041356205 3,094 158,160 SH   DFND 2 0 158,160 0
ARLINGTON ASSET INVESTMENT-A COM 041356205 40 2,026 SH   DFND 16 0 0 2,026
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 250,899 5,092,302 SH   DFND 2 0 0 5,092,302
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 5,072 102,945 SH   DFND 02,03 0 0 102,945
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 1,272 23,768 SH   DFND 16 0 0 23,768
ARMOUR RESIDENTIAL REIT INC COM 042315101 25 8,840 SH   DFND 2 0 8,840 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 11 3,900 SH   DFND 16 0 0 3,900
ARMSTRONG WORLD INDUSTRIES COM 04247X102 6,166 115,733 SH   DFND 2 0 115,733 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 14 258 SH   DFND 16 0 0 258
ARRIS GROUP INC COM 04270V106 21,157 691,367 SH   DFND 2 0 687,967 3,400
ARRIS GROUP INC COM 04270V106 27 885 SH   DFND 02,03 0 885 0
ARRIS GROUP INC COM 04270V106 55 1,800 SH   DFND 10 0 0 1,800
ARRIS GROUP INC COM 04270V106 936 30,586 SH   DFND 16 0 9,228 21,358
ARROW ELECTRONICS INC COM 042735100 42,144 755,261 SH   DFND 2 0 751,112 4,149
ARROW ELECTRONICS INC COM 042735100 179 3,200 SH   DFND 02,03 0 3,200 0
ARROW ELECTRONICS INC COM 042735100 144 2,604 SH   DFND 16 0 2,120 484
ARROWHEAD RESEARCH CORP COM 042797209 6,063 847,818 SH   DFND 2 0 824,398 23,420
ARTISAN PARTNERS ASSET MA -A COM 04316A108 1,288 27,728 SH   DFND 2 0 27,728 0
ARTISAN PARTNERS ASSET MA -A COM 04316A108 3 68 SH   DFND 16 0 0 68
ASBURY AUTOMOTIVE GROUP COM 043436104 4,780 52,748 SH   DFND 2 0 49,060 3,688
ASBURY AUTOMOTIVE GROUP COM 043436104 282 3,109 SH   DFND 16 0 0 3,109
ASCENA RETAIL GROUP INC COM 04351G101 11,944 717,216 SH   DFND 2 0 717,216 0
ASCENA RETAIL GROUP INC COM 04351G101 7 393 SH   DFND 16 0 0 393
ASCENT CAPITAL GROUP INC-A COM 043632108 2,676 62,627 SH   DFND 2 0 62,627 0
ASHLAND INC COM 044209104 54,342 445,788 SH   DFND 2 0 443,812 1,976
ASHLAND INC COM 044209104 198 1,625 SH   DFND 02,03 0 1,625 0
ASHLAND INC COM 044209104 11,064 90,766 SH   DFND 10 0 90,766 0
ASHLAND INC COM 044209104 240 1,970 SH   DFND 16 0 0 1,970
ASHTEAD GROUP PLC-UNSPON ADR ADR 045055100 625 8,988 SH   DFND 16 0 0 8,988
ASPEN TECHNOLOGY INC COM 045327103 10,593 232,556 SH   DFND 2 0 222,514 10,042
ASPEN TECHNOLOGY INC COM 045327103 39 866 SH   DFND 02,03 0 866 0
ASPEN TECHNOLOGY INC COM 045327103 335 7,396 SH   DFND 16 0 6,137 1,259
ASSA ABLOY AB - UNSP ADR ADR 045387107 511 54,302 SH   DFND 2 0 0 54,302
ASSA ABLOY AB - UNSP ADR ADR 045387107 1,897 202,648 SH   DFND 16 0 0 202,648
ASSOCIATED BANC-CORP COM 045487105 16,743 825,965 SH   DFND 2 0 825,965 0
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 28 630 SH   DFND 2 0 0 630
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 506 11,107 SH   DFND 16 0 0 11,107
ASSOCIATED ESTATES REALTY CP COM 045604105 7,850 274,174 SH   DFND 2 0 274,174 0
ASSOCIATED ESTATES REALTY CP COM 045604105 2 83 SH   DFND 16 0 0 83
AT HOME CORPORATION CONV BND 045919AF4 0 4,193,138 PRN   DFND 2 0 0 4,193,138
ASSURANT INC COM 04621X108 3,029 45,206 SH   DFND 2 0 44,836 370
ASSURANT INC COM 04621X108 53 790 SH   DFND 02,03 0 790 0
ASSURANT INC COM 04621X108 13 200 SH   DFND 16 0 0 200
ASTEC INDUSTRIES INC COM 046224101 5,770 137,982 SH   DFND 2 0 137,982 0
ASSURED GUARANTY MUNICIPAL HOLDING PRF 04623A403 615 26,424 SH   DFND 16 0 0 26,424
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 287 19,951 SH   DFND 2 0 0 19,951
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 14 1,000 SH   DFND 16 0 0 1,000
ASTORIA FINANCIAL CORP COM 046265104 16,573 1,201,712 SH   DFND 2 0 1,201,712 0
ASTORIA FINANCIAL CORP COM 046265104 57 4,113 SH   DFND 16 0 3,674 439
ASTRAZENECA PLC-SPONS ADR ADR 046353108 30,594 480,209 SH   DFND 2 0 0 480,209
ASTRAZENECA PLC-SPONS ADR ADR 046353108 18 284 SH   DFND 02,03 0 0 284
ASTRAZENECA PLC-SPONS ADR ADR 046353108 5,591 87,759 SH   DFND 16 0 0 87,759
ASTRONICS CORP COM 046433108 3,968 55,952 SH   DFND 2 0 55,922 30
ATHENAHEALTH INC COM 04685W103 240 2,099 SH   DFND 2 0 1,999 100
ATHENAHEALTH INC COM 04685W103 10 86 SH   DFND 16 0 3 83
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 108 8,743 SH   DFND 2 0 0 8,743
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 416 33,545 SH   DFND 16 0 0 33,545
ATLANTIC TELE-NETWORK INC COM 049079205 7,616 110,254 SH   DFND 2 0 110,254 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 24,273 441,689 SH   DFND 2 0 381,635 60,054
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 3 61 SH   DFND 16 0 0 61
ATLAS AIR WORLDWIDE HOLDINGS INC CONV BND 049164BH8 7,795 8,000,000 PRN   DFND 2 0 0 8,000,000
ATMEL CORP COM 049513104 10,539 1,069,452 SH   DFND 2 0 1,068,024 1,428
ATMEL CORP COM 049513104 29 2,955 SH   DFND 16 0 0 2,955
ATMOS ENERGY CORP COM 049560105 16,718 326,019 SH   DFND 2 0 326,019 0
ATMOS ENERGY CORP COM 049560105 208 4,052 SH   DFND 16 0 0 4,052
ATOS ORIGIN SA-UNSP ADR ADR 04962A105 180 11,835 SH   DFND 16 0 0 11,835
ATRICURE INC COM 04963C209 4,614 187,262 SH   DFND 2 0 187,262 0
ATRION CORPORATION COM 049904105 19,010 48,456 SH   DFND 2 0 32,744 15,712
ATWOOD OCEANICS INC COM 050095108 10,588 400,397 SH   DFND 2 0 399,697 700
ATWOOD OCEANICS INC COM 050095108 131 4,946 SH   DFND 02,10 0 4,946 0
ATWOOD OCEANICS INC COM 050095108 112 4,246 SH   DFND 16 0 0 4,246
AUDIENCE INC COM 05070J102 874 178,873 SH   DFND 2 0 178,873 0
AURICO GOLD INC COM 05155C105 14,982 5,275,247 SH   DFND 2 0 5,275,247 0
AURICO GOLD INC COM 05155C105 3 1,000 SH   DFND 16 0 0 1,000
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 690 27,884 SH   DFND 2 0 0 27,884
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 71 2,860 SH   DFND 16 0 0 2,860
AUTOBYTEL INC COM 05275N205 2,710 169,500 SH   DFND 2 0 169,500 0
AUTODESK INC COM 052769106 94,195 1,881,134 SH   DFND 2 0 1,875,948 5,186
AUTODESK INC COM 052769106 238 4,756 SH   DFND 02,03 0 4,756 0
AUTODESK INC COM 052769106 35,165 702,319 SH   DFND 10 0 702,319 0
AUTODESK INC COM 052769106 626 12,490 SH   DFND 16 0 5,290 7,200
AUTOHOME INC-ADR ADR 05278C107 19 373 SH   DFND 2 0 373 0
AUTOHOME INC-ADR ADR 05278C107 253 5,002 SH   DFND 16 0 0 5,002
AUTOLIV INC COM 052800109 3,351 28,704 SH   DFND 2 0 28,704 0
AUTOLIV INC COM 052800109 108 922 SH   DFND 16 0 750 172
AUTOMATIC DATA PROCESSING COM 053015103 209,680 2,612,733 SH   DFND 2 0 2,606,153 6,580
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AUTOMATIC DATA PROCESSING COM 053015103 1,507 18,784 SH   DFND 16 0 585 18,199
AUTONATION INC COM 05329W102 2,330 36,970 SH   DFND 2 0 36,786 184
AUTONATION INC COM 05329W102 55 874 SH   DFND 02,03 0 874 0
AUTONATION INC COM 05329W102 377 5,990 SH   DFND 16 0 0 5,990
AUTOZONE INC COM 053332102 16,321 24,472 SH   DFND 2 0 23,525 947
AUTOZONE INC COM 053332102 248 372 SH   DFND 02,03 0 372 0
AUTOZONE INC COM 053332102 756 1,135 SH   DFND 16 0 548 587
AVALONBAY COMMUNITIES INC COM 053484101 61,740 386,001 SH   DFND 2 0 385,436 565
AVALONBAY COMMUNITIES INC COM 053484101 271 1,696 SH   DFND 02,03 0 1,696 0
AVALONBAY COMMUNITIES INC COM 053484101 124 774 SH   DFND 10 0 774 0
AVALONBAY COMMUNITIES INC COM 053484101 1,652 10,338 SH   DFND 16 0 5,744 4,594
AVERY DENNISON CORP COM 053611109 5,651 92,737 SH   DFND 2 0 92,737 0
AVERY DENNISON CORP COM 053611109 64 1,055 SH   DFND 02,03 0 1,055 0
AVERY DENNISON CORP COM 053611109 930 15,186 SH   DFND 16 0 13,510 1,676
AVIAT NETWORKS INC COM 05366Y102 2,289 1,816,715 SH   DFND 2 0 1,816,715 0
AVID TECHNOLOGY INC COM 05367P100 6,983 523,426 SH   DFND 2 0 386,039 137,387
AVID TECHNOLOGY INC CONV BND 05367PAA8 2,288 2,500,000 PRN   DFND 2 0 0 2,500,000
AVIS BUDGET GROUP INC COM 053774105 6,850 155,388 SH   DFND 2 0 154,942 446
AVIS BUDGET GROUP INC COM 053774105 28 645 SH   DFND 02,03 0 645 0
AVIS BUDGET GROUP INC COM 053774105 3,394 77,000 SH   DFND 10 0 77,000 0
AVIS BUDGET GROUP INC COM 053774105 9 202 SH   DFND 16 0 0 202
AVISTA CORP COM 05379B107 35,976 1,173,795 SH   DFND 2 0 1,088,690 85,105
AVISTA CORP COM 05379B107 180 5,872 SH   DFND 16 0 0 5,872
AVNET INC COM 053807103 19,214 467,347 SH   DFND 2 0 462,321 5,026
AVNET INC COM 053807103 157 3,812 SH   DFND 16 0 1,164 2,648
AVIZA TECHNOLOGY INC COM 05381A105 0 13,037 SH   DFND 16 0 0 13,037
AVIVA PLC - SPON ADR ADR 05382A104 295 18,949 SH   DFND 2 0 0 18,949
AVIVA PLC - SPON ADR ADR 05382A104 61 3,897 SH   DFND 16 0 0 3,897
AVON PRODUCTS INC COM 054303102 7,081 1,131,024 SH   DFND 2 0 1,131,024 0
AVON PRODUCTS INC COM 054303102 25 4,042 SH   DFND 16 0 0 4,042
AXA -SPONS ADR ADR 054536107 642 25,435 SH   DFND 2 0 0 25,435
AXA -SPONS ADR ADR 054536107 255 10,010 SH   DFND 16 0 0 10,010
AXCELIS TECHNOLOGIES INC COM 054540109 6,685 2,258,715 SH   DFND 2 0 2,258,715 0
AXCELIS TECHNOLOGIES INC COM 054540109 3 850 SH   DFND 16 0 0 850
AXIALL CORP COM 05463D100 22,818 632,920 SH   DFND 2 0 593,729 39,191
AXIALL CORP COM 05463D100 57 1,576 SH   DFND 16 0 0 1,576
BB&T CORP COM 054937107 17,208 426,915 SH   DFND 2 0 377,295 49,620
BB&T CORP COM 054937107 341 8,461 SH   DFND 02,03 0 8,461 0
BB&T CORP COM 054937107 92,725 2,300,310 SH   DFND 10 0 2,245,692 54,618
BB&T CORP COM 054937107 5,501 135,026 SH   DFND 16 0 110,489 24,537
BB&T CORP PRF 054937206 1,074 43,225 SH   DFND 2 0 0 43,225
BB&T CORP PRF 054937206 1,135 45,697 SH   DFND 16 0 0 45,697
BBT 5 5/8 PRF 054937404 3,082 127,743 SH   DFND 16 0 0 127,743
BB&T CORP PRF 054937602 447 19,457 SH   DFND 16 0 0 19,457
BB&T CORP PRF 054937800 1,164 50,683 SH   DFND 16 0 0 50,683
B&G FOODS INC COM 05508R106 9,231 323,546 SH   DFND 2 0 273,939 49,607
B&G FOODS INC COM 05508R106 10,215 358,059 SH   DFND 10 0 358,059 0
B&G FOODS INC COM 05508R106 105 3,699 SH   DFND 16 0 12 3,688
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 8,565 301,842 SH   DFND 2 0 0 301,842
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 379 13,351 SH   DFND 16 0 0 13,351
BASF SE-SPON ADR ADR 055262505 1,003 11,418 SH   DFND 2 0 0 11,418
BASF SE-SPON ADR ADR 055262505 145 1,641 SH   DFND 16 0 0 1,641
BCE INC COM 05534B760 85,882 2,020,730 SH   DFND 2 0 2,020,680 50
BCE INC COM 05534B760 46 1,087 SH   DFND 02,03 0 1,087 0
BCE INC COM 05534B760 61,392 1,448,647 SH   DFND 16 0 454,820 993,828
BGC PARTNERS INC-CL A COM 05541T101 2,630 300,537 SH   DFND 2 0 300,537 0
BGC PARTNERS INC-CL A COM 05541T101 9 1,062 SH   DFND 16 0 0 1,062
BG GROUP PLC-SPON ADR ADR 055434203 616 36,957 SH   DFND 2 0 0 36,957
BG GROUP PLC-SPON ADR ADR 055434203 587 34,992 SH   DFND 16 0 0 34,992
BHP BILLITON PLC-ADR ADR 05545E209 353 8,919 SH   DFND 2 0 0 8,919
BHP BILLITON PLC-ADR ADR 05545E209 1,465 37,165 SH   DFND 16 0 0 37,165
BOK FINANCIAL CORPORATION COM 05561Q201 521 7,500 SH   DFND 2 0 7,500 0
BP PLC-SPONS ADR ADR 055622104 317,582 7,947,334 SH   DFND 2 0 0 7,947,334
BP PLC-SPONS ADR ADR 055622104 150 3,762 SH   DFND 02,03 0 0 3,762
BP PLC-SPONS ADR ADR 055622104 16,125 403,735 SH   DFND 16 0 0 403,735
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 251 4,064 SH   DFND 16 0 0 4,064
BNP PARIBAS-ADR ADR 05565A202 798 26,407 SH   DFND 2 0 0 26,407
BNP PARIBAS-ADR ADR 05565A202 1,319 43,278 SH   DFND 16 0 0 43,278
BOFI HOLDING INC COM 05566U108 6,778 64,114 SH   DFND 2 0 64,114 0
BOFI HOLDING INC COM 05566U108 348 3,309 SH   DFND 16 0 2,015 1,294
BT GROUP PLC-SPON ADR ADR 05577E101 939 13,242 SH   DFND 2 0 0 13,242
BT GROUP PLC-SPON ADR ADR 05577E101 277 3,907 SH   DFND 16 0 0 3,907
BABCOCK & WILCOX CO/THE COM 05605H100 2,121 64,663 SH   DFND 2 0 64,663 0
BABCOCK & WILCOX CO/THE COM 05605h100 734 22,332 SH   DFND 16 0 22,332 0
BADGER METER INC COM 056525108 4,442 69,955 SH   DFND 2 0 69,955 0
BAIDU INC - SPON ADR ADR 056752108 624,314 3,136,006 SH   DFND 2 0 295,936 176,650
BAIDU INC - SPON ADR ADR 056752108 11,239 56,456 SH   DFND 02,03 0 5,646 0
BAIDU INC - SPON ADR ADR 056752108 26,744 134,337 SH   DFND 02,10 0 13,434 0
BAIDU INC - SPON ADR ADR 056752108 75,674 380,116 SH   DFND 10 0 37,574 4,380
BAIDU INC - SPON ADR ADR 056752108 4,989 25,054 SH   DFND 16 0 867 16,383
BAKER HUGHES INC COM 057224107 14,772 239,412 SH   DFND 2 0 238,332 1,080
BAKER HUGHES INC COM 057224107 311 5,035 SH   DFND 02,03 0 5,035 0
BAKER HUGHES INC COM 057224107 2,009 32,526 SH   DFND 16 0 15,654 16,872
BALCHEM CORP COM 057665200 13,407 240,604 SH   DFND 2 0 240,604 0
BALCHEM CORP COM 057665200 4 77 SH   DFND 16 0 0 77
BALDWIN & LYONS INC -CL B COM 057755209 6,640 288,481 SH   DFND 2 0 0 288,481
BALL CORP COM 058498106 3,964 56,508 SH   DFND 2 0 56,508 0
BALL CORP COM 058498106 137 1,952 SH   DFND 02,03 0 1,952 0
BALL CORP COM 058498106 3,821 54,477 SH   DFND 16 0 43,257 11,220
BALL CORP OPT 058498106 1,649 23,500 SH Put DFND 2 0 0 23,500
BALTIA AIR LINES INC COM 058823105 8 1,968,333 SH   DFND 16 0 0 1,968,333
BANCFIRST CORP COM 05945F103 10,654 162,792 SH   DFND 2 0 162,792 0
BANCO BRADESCO-ADR ADR 059460303 34,902 3,810,183 SH   DFND 2 0 0 3,810,183
BANCO BRADESCO-ADR ADR 059460303 14,274 1,560,000 SH   DFND 10 0 0 1,560,000
BANCO BRADESCO-ADR ADR 059460303 2 264 SH   DFND 16 0 0 264
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 763 77,310 SH   DFND 2 0 0 77,310
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 625 63,117 SH   DFND 16 0 0 63,117
BANCO SANTANDER SA-SPON ADR ADR 05964H105 1,141 162,749 SH   DFND 2 0 0 162,749
BANCO SANTANDER SA-SPON ADR ADR 05964H105 1,485 211,890 SH   DFND 16 0 0 211,890
BANCO SANTANDER-CHILE-ADR ADR 05965X109 60 2,960 SH   DFND 2 0 0 2,960
BANCO SANTANDER-CHILE-ADR ADR 05965X109 11,632 575,000 SH   DFND 10 0 0 575,000
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 130 3,014 SH   DFND 2 0 0 3,014
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 18,492 430,122 SH   DFND 10 0 0 430,122
BANCORPSOUTH INC COM 059692103 5,423 210,541 SH   DFND 2 0 210,541 0
BANCORP INC/THE COM 05969A105 4,192 451,656 SH   DFND 2 0 451,656 0
BANC 8 PRF 05990K403 282 10,656 SH   DFND 16 0 0 10,656
BHM TECHNOLOGIES LLC COM 059998948 1 151,041 SH   DFND 2 0 0 151,041
BANK OF AMERICA CORP COM 060505104 740,506 43,508,179 SH   DFND 2 0 40,999,949 2,508,230
BANK OF AMERICA CORP COM 060505104 6,457 379,395 SH   DFND 02,03 0 379,395 0
BANK OF AMERICA CORP COM 060505104 9,911 582,259 SH   DFND 16 0 95,942 486,317
BAC 6 1/2 PRF 060505310 3,039 120,419 SH   DFND 16 0 0 120,419
BAC 6 5/8 PRF 060505344 3,146 123,241 SH   DFND 16 0 0 123,241
BAC 4 PRF 060505583 598 28,329 SH   DFND 16 0 0 28,329
BANK OF AMERICA CORP PRF 060505617 803 31,945 SH   DFND 16 0 0 31,945
BAC 7 1/4 CONV PRF 060505682 35,807 32,200 SH   DFND 2 0 0 32,200
BAC 7 1/4 CONV PRF 060505682 90 81 SH   DFND 16 0 0 81
BANK OF AMERICA CORP PRF 060505740 896 35,157 SH   DFND 16 0 0 35,157
BAC 6.204 PRF 060505831 1,221 48,475 SH   DFND 16 0 0 48,475
BANK OF HAWAII CORP COM 062540109 7,445 111,653 SH   DFND 2 0 111,653 0
BANK OF HAWAII CORP COM 062540109 43 644 SH   DFND 16 0 0 644
BANK OF MONTREAL COM 063671101 62,719 1,058,027 SH   DFND 2 0 1,058,027 0
BANK OF MONTREAL COM 063671101 32 547 SH   DFND 02,03 0 547 0
BANK OF MONTREAL COM 063671101 3,134 52,879 SH   DFND 16 0 30,996 21,883
BANK MUTUAL CORP COM 063750103 11,027 1,437,681 SH   DFND 2 0 1,437,681 0
BANK OF THE OZARKS COM 063904106 34,180 747,117 SH   DFND 2 0 692,117 55,000
BANK OF NEW YORK MELLON CORP COM 064058100 67,030 1,597,065 SH   DFND 2 0 1,584,662 12,403
BANK OF NEW YORK MELLON CORP COM 064058100 545 12,991 SH   DFND 02,03 0 12,991 0
BANK OF NEW YORK MELLON CORP COM 064058100 6,278 147,943 SH   DFND 16 0 132,501 15,442
BK 5.2 PRF 064058209 3,366 140,123 SH   DFND 16 0 0 140,123
BANK OF NOVA SCOTIA COM 064149107 21 398 SH   DFND 2 0 398 0
BANK OF NOVA SCOTIA COM 064149107 680 13,148 SH   DFND 16 0 7,427 5,721
BANK OF CHINA-UNSPN ADR ADR 06426M104 296 17,366 SH   DFND 2 0 0 17,366
BANK OF CHINA-UNSPN ADR ADR 06426M104 4 225 SH   DFND 16 0 0 225
BANKFINANCIAL CORP COM 06643P104 4,584 389,121 SH   DFND 2 0 389,121 0
BANKRATE INC COM 06647F102 1,701 162,150 SH   DFND 2 0 162,150 0
BANKUNITED INC COM 06652K103 25,375 706,215 SH   DFND 2 0 638,152 68,063
BANKUNITED INC COM 06652K103 20,766 578,125 SH   DFND 10 0 578,125 0
BANKUNITED INC COM 06652K103 1,037 28,865 SH   DFND 16 0 26,379 2,486
BANNER CORPORATION COM 06652V208 20,133 420,041 SH   DFND 2 0 420,041 0
BANNER CORPORATION COM 06652V208 4 88 SH   DFND 16 0 0 88
BAOZUN INC-SPN ADR ADR 06684L103 808 75,000 SH   DFND 2 0 225,000 0
BAOZUN INC-SPN ADR ADR 06684L103 2,019 188,047 SH   DFND 10 0 564,141 0
CR BARD INC COM 067383109 32,302 189,239 SH   DFND 2 0 188,378 861
CR BARD INC COM 067383109 146 855 SH   DFND 02,03 0 855 0
CR BARD INC COM 067383109 3,796 22,239 SH   DFND 10 0 0 22,239
CR BARD INC COM 067383109 849 4,976 SH   DFND 16 0 4,449 527
IPATH BLOOMBERG COMMODITY IN COM 06738C778 7,673 264,051 SH   DFND 2 0 0 264,051
IPATH BLOOMBERG COMMODITY IN COM 06738C778 28,924 994,970 SH   DFND 16 0 0 994,970
IPATH S&P GSCI CRUDE OIL TR COM 06738C786 967 80,279 SH   DFND 16 0 0 80,279
IPATH GSCI TOTAL RETURN INDX COM 06738C794 237 11,449 SH   DFND 16 0 0 11,449
BARCLAYS PLC-SPONS ADR ADR 06738E204 8,714 530,008 SH   DFND 2 0 0 530,008
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,224 74,291 SH   DFND 16 0 0 74,291
BACR 6 5/8 PRF 06739F390 1,638 64,460 SH   DFND 16 0 0 64,460
IPATH BLOOMBERG GRAINS SUBIN COM 06739H305 261 6,694 SH   DFND 16 0 0 6,694
IPATH BLOOMBERG COCOA SUBIND COM 06739H313 396 9,335 SH   DFND 16 0 0 9,335
BARCLAYS BANK PLC PRF 06739H362 730 28,070 SH   DFND 16 0 0 28,070
BARCLAYS BANK PLC PRF 06739H511 510 19,693 SH   DFND 16 0 0 19,693
BARCLAYS BANK PLC PRF 06739H776 1,374 52,895 SH   DFND 16 0 0 52,895
BARCLAYS ETN+ DYN VEQTOR COM 06740C337 2,124 14,796 SH   DFND 16 0 0 14,796
BARNES & NOBLE INC COM 067774109 5,736 220,974 SH   DFND 2 0 220,974 0
BARNES & NOBLE INC COM 067774109 1 53 SH   DFND 16 0 0 53
BARNES GROUP INC COM 067806109 22,810 585,006 SH   DFND 2 0 585,006 0
BARRICK GOLD CORP COM 067901108 4,838 453,814 SH   DFND 2 0 453,814 0
BARRICK GOLD CORP COM 067901108 207 19,445 SH   DFND 16 0 376 19,069
BARRACUDA NETWORKS INC COM 068323104 9,500 239,786 SH   DFND 2 0 226,617 13,169
BARRACUDA NETWORKS INC COM 068323104 32 812 SH   DFND 02,03 0 812 0
BILL BARRETT CORP COM 06846N104 13,014 1,515,098 SH   DFND 2 0 1,515,098 0
BASIC ENERGY SERVICES INC COM 06985P100 1,245 164,895 SH   DFND 2 0 164,895 0
BASIC ENERGY SERVICES INC COM 06985P100 1 100 SH   DFND 16 0 0 100
BAXTER INTERNATIONAL INC COM 071813109 207,811 2,971,090 SH   DFND 2 0 2,825,643 145,447
BAXTER INTERNATIONAL INC COM 071813109 1,122 16,053 SH   DFND 02,03 0 16,053 0
BAXTER INTERNATIONAL INC COM 071813109 9,443 135,071 SH   DFND 16 0 32,117 102,954
BAYER AG-SPONSORED ADR ADR 072730302 1,628 11,633 SH   DFND 2 0 0 11,633
BAYER AG-SPONSORED ADR ADR 072730302 2,500 17,734 SH   DFND 16 0 0 17,734
BMW-UNSPONSORED ADR ADR 072743206 448 12,272 SH   DFND 2 0 0 12,272
BMW-UNSPONSORED ADR ADR 072743206 62 1,684 SH   DFND 16 0 0 1,684
BBCN BANCORP INC COM 073295107 5,598 378,557 SH   DFND 2 0 378,557 0
B/E AEROSPACE INC COM 073302101 36,146 658,397 SH   DFND 2 0 658,397 0
B/E AEROSPACE INC COM 073302101 1,913 34,859 SH   DFND 10 0 34,859 0
B/E AEROSPACE INC COM 073302101 262 4,770 SH   DFND 16 0 1,710 3,060
B/E AEROSPACE INC OPT 073302101 2,761 50,300 SH Put DFND 2 0 0 50,300
BEACON ROOFING SUPPLY INC COM 073685109 21,815 656,661 SH   DFND 2 0 601,574 55,087
BEAZER HOMES USA INC COM 07556Q881 19,762 990,570 SH   DFND 2 0 990,570 0
BEAZER HOMES USA INC COM 07556Q881 68 3,410 SH   DFND 16 0 0 3,410
BECTON DICKINSON AND CO COM 075887109 49,874 352,102 SH   DFND 2 0 351,245 857
BECTON DICKINSON AND CO COM 075887109 343 2,423 SH   DFND 02,03 0 2,423 0
BECTON DICKINSON AND CO COM 075887109 1,212 8,560 SH   DFND 16 0 3,405 5,155
BED BATH & BEYOND INC COM 075896100 11,165 161,841 SH   DFND 2 0 161,065 776
BED BATH & BEYOND INC COM 075896100 137 1,981 SH   DFND 02,03 0 1,981 0
BED BATH & BEYOND INC COM 075896100 225 3,262 SH   DFND 16 0 976 2,286
BEL FUSE INC-CL B COM 077347300 1,027 50,093 SH   DFND 2 0 0 50,093
BELDEN INC COM 077454106 52,107 641,489 SH   DFND 2 0 547,438 94,051
BELDEN INC COM 077454106 8 100 SH   DFND 16 0 0 100
BEMIS COMPANY COM 081437105 41,490 921,784 SH   DFND 2 0 889,267 32,517
BEMIS COMPANY COM 081437105 191 4,250 SH   DFND 02,03 0 4,250 0
BEMIS COMPANY COM 081437105 8,510 188,975 SH   DFND 10 0 188,975 0
BEMIS COMPANY COM 081437105 3,989 88,623 SH   DFND 16 0 0 88,623
BENCHMARK ELECTRONICS INC COM 08160H101 17,292 793,927 SH   DFND 2 0 669,499 124,428
BENCHMARK ELECTRONICS INC COM 08160H101 1 38 SH   DFND 16 0 0 38
WR BERKLEY CORP COM 084423102 15,887 305,898 SH   DFND 2 0 305,898 0
WR BERKLEY CORP COM 084423102 323 6,223 SH   DFND 16 0 587 5,636
WRB 5 5/8 04/30/53 PRF 084423409 818 33,800 SH   DFND 16 0 0 33,800
BERKSHIRE HATHAWAY INC-CL A COM 084670108 9,014 44 SH   DFND 2 0 43 1
BERKSHIRE HATHAWAY INC-CL A COM 084670108 819 4 SH   DFND 16 0 0 4
BERKSHIRE HATHAWAY INC-CL B COM 084670702 613,917 4,510,450 SH   DFND 2 0 430 213,003
BERKSHIRE HATHAWAY INC-CL B COM 084670702 6,847 50,302 SH   DFND 02,03 0 5 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 21,319 156,619 SH   DFND 10 0 7 89,207
BERKSHIRE HATHAWAY INC-CL B COM 084670702 17,055 125,673 SH   DFND 16 0 4 88,100
BERKSHIRE HILLS BANCORP INC COM 084680107 6,376 223,769 SH   DFND 2 0 173,938 49,831
BERRY PLASTICS GROUP INC COM 08579W103 11,850 365,756 SH   DFND 2 0 365,756 0
BERRY PLASTICS GROUP INC COM 08579W103 218 6,745 SH   DFND 16 0 1,739 5,006
Berry Plastics Group Inc OPT 08579W103 2,398 74,000 SH Put DFND 2 0 0 74,000
BEST BUY CO INC COM 086516101 242,043 7,422,063 SH   DFND 2 0 6,047,363 1,374,700
BEST BUY CO INC COM 086516101 333 10,211 SH   DFND 02,03 0 10,211 0
BEST BUY CO INC COM 086516101 31,257 958,504 SH   DFND 10 0 958,504 0
BEST BUY CO INC COM 086516101 9 290 SH   DFND 16 0 0 290
BHP BILLITON LTD-SPON ADR ADR 088606108 8,423 206,908 SH   DFND 2 0 0 206,908
BHP BILLITON LTD-SPON ADR ADR 088606108 1,697 41,681 SH   DFND 16 0 0 41,681
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 1,747 206,212 SH   DFND 2 0 0 206,212
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 302 35,293 SH   DFND 16 0 0 35,293
BIG 5 SPORTING GOODS CORP COM 08915P101 1,221 85,977 SH   DFND 2 0 85,977 0
BIG LOTS INC COM 089302103 25,320 562,770 SH   DFND 2 0 562,770 0
BIG LOTS INC COM 089302103 14 312 SH   DFND 16 0 0 312
BIGLARI HOLDINGS INC COM 08986R101 8,541 20,642 SH   DFND 2 0 20,642 0
BIGLARI HOLDINGS INC COM 08986R101 3 8 SH   DFND 16 0 0 8
BIO-RAD LABORATORIES-A COM 090572207 23,091 153,324 SH   DFND 2 0 12,796 25,366
BIO-RAD LABORATORIES-A COM 090572207 5 36 SH   DFND 16 0 0 36
BIO-REFERENCE LABS INC COM 09057G602 4,791 116,141 SH   DFND 2 0 116,141 0
BIO-KEY INTERNATIONAL INC COM 09060C200 9 40,000 SH   DFND 16 0 0 40,000
BIODELIVERY SCIENCES INTL COM 09060J106 203 25,480 SH   DFND 2 0 25,480 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 115,178 842,080 SH   DFND 2 0 749,151 92,929
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,198 16,106 SH   DFND 16 0 12,827 3,279
BIOMARIN PHARMACEUTICAL INC CONV BND 09061GAF8 15,018 9,430,000 PRN   DFND 2 0 0 9,430,000
BIOGEN INC COM 09062X103 1,024,341 2,535,877 SH   DFND 2 0 2,409,126 126,751
BIOGEN INC COM 09062X103 14,288 35,370 SH   DFND 02,03 0 35,370 0
BIOGEN INC COM 09062X103 5,330 13,195 SH   DFND 10 0 0 13,195
BIOGEN INC COM 09062X103 11,937 29,545 SH   DFND 16 0 22,043 7,502
BIOMED REALTY TRUST INC COM 09063H107 14,095 728,709 SH   DFND 2 0 728,709 0
BIOMED REALTY TRUST INC COM 09063H107 136 7,039 SH   DFND 16 0 0 7,039
BIODEL INC COM 09064M204 18 17,000 SH   DFND 16 0 0 17,000
BIO-TECHNE CORP COM 09073M104 25,246 256,401 SH   DFND 2 0 231,429 24,972
BIOSPECIFICS TECHNOLOGIES COM 090931106 515 9,971 SH   DFND 16 0 0 9,971
BITAUTO HOLDINGS LTD-ADR ADR 091727107 1,065 20,867 SH   DFND 2 0 20,867 0
BITAUTO HOLDINGS LTD-ADR ADR 091727107 2,049 40,130 SH   DFND 02,10 0 40,130 0
BITAUTO HOLDINGS LTD-ADR ADR 091727107 2,615 51,250 SH   DFND 10 0 43,193 8,057
BITAUTO HOLDINGS LTD-ADR ADR 091727107 10 195 SH   DFND 16 0 0 195
BJ'S RESTAURANTS INC COM 09180C106 4,960 102,360 SH   DFND 2 0 102,360 0
BJ'S RESTAURANTS INC COM 09180C106 5 100 SH   DFND 16 0 0 100
BLACK BOX CORP COM 091826107 5,637 281,843 SH   DFND 2 0 281,843 0
BLACK DRAGON RESOURCE COS IN COM 09202T103 0 10,000 SH   DFND 16 0 0 10,000
BLACK HILLS CORP COM 092113109 5,113 117,141 SH   DFND 2 0 117,141 0
BLACK HILLS CORP COM 092113109 306 7,012 SH   DFND 16 0 6,277 735
BLACK KNIGHT FINANCIAL-CL A COM 09214X100 1,850 59,936 SH   DFND 2 0 59,936 0
BLACKBAUD INC COM 09227Q100 19,848 348,524 SH   DFND 2 0 348,524 0
BLACKBAUD INC COM 09227Q100 6 101 SH   DFND 16 0 0 101
BLACKBERRY LTD COM 09228F103 291 35,551 SH   DFND 16 0 0 35,551
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 11,851 287,655 SH   DFND 2 0 287,655 0
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 8 202 SH   DFND 16 0 0 202
BLACKROCK INVT QUALITY MUNI COM 09247D105 151 10,382 SH   DFND 16 0 0 10,382
BLACKROCK INC COM 09247X101 877,415 2,536,012 SH   DFND 2 0 2,355,907 180,105
BLACKROCK INC COM 09247X101 4,657 13,464 SH   DFND 02,03 0 13,464 0
BLACKROCK INC COM 09247X101 15,406 44,529 SH   DFND 10 0 9,298 35,231
BLACKROCK INC COM 09247X101 20,390 58,857 SH   DFND 16 0 36,815 22,042
BLACKROCK MUNICIPAL INC TRST COM 09248F109 392 29,107 SH   DFND 16 0 0 29,107
BLACKROCK CORE BOND TRUST COM 09249E101 210 16,566 SH   DFND 16 0 0 16,566
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,270 92,369 SH   DFND 16 0 0 92,369
BLACKROCK CREDIT ALLOCATION COM 092508100 884 69,189 SH   DFND 16 0 0 69,189
BLACKSTONE GROUP LP/THE LP 09253U108 2,432 59,494 SH   DFND 2 0 11,033 48,461
BLACKSTONE GROUP LP/THE LP 09253U108 226,401 5,543,532 SH   DFND 10 0 5,502,144 41,388
BLACKSTONE GROUP LP/THE LP 09253U108 26,103 636,936 SH   DFND 16 0 9,936 627,000
BLACKROCK MUNIENHANCED FUND COM 09253Y100 140 12,618 SH   DFND 16 0 0 12,618
BLACKROCK MUNIHOLDINGS NY QU COM 09255C106 184 13,557 SH   DFND 16 0 0 13,557
BLACKROCK DEBT STRATEGIES FD COM 09255R103 92 25,457 SH   DFND 16 0 0 25,457
BLACKROCK FLOAT RT INCOME ST COM 09255X100 1,131 83,661 SH   DFND 16 0 0 83,661
BLACKSTONE/GSO STRATEGIC C COM 09257R101 2,287 146,297 SH   DFND 2 0 146,297 0
BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 1,199 43,093 SH   DFND 16 0 3,557 39,536
BLACKSTONE MORTGAGE TRUST INC CONV BND 09257WAA8 19,330 18,595,000 PRN   DFND 2 0 0 18,595,000
BLACKROCK SCIENCE & TECH TR COM 09258G104 233 13,200 SH   DFND 16 0 0 13,200
H&R BLOCK INC COM 093671105 22,651 763,702 SH   DFND 2 0 763,702 0
H&R BLOCK INC COM 093671105 95 3,190 SH   DFND 02,03 0 3,190 0
H&R BLOCK INC COM 093671105 949 32,018 SH   DFND 16 0 27,487 4,531
BLOOMIN' BRANDS INC COM 094235108 15,325 717,821 SH   DFND 2 0 675,321 42,500
BLOOMIN' BRANDS INC COM 094235108 2 102 SH   DFND 16 0 0 102
BLUCORA INC COM 095229100 3,117 192,989 SH   DFND 2 0 192,989 0
BLUCORA INC COM 095229100 153 9,477 SH   DFND 16 0 0 9,477
BLUE NILE INC COM 09578R103 2,337 76,894 SH   DFND 2 0 76,894 0
BLUE NILE INC COM 09578R103 1 18 SH   DFND 16 0 0 18
BLUEBIRD BIO INC COM 09609G100 16,846 100,059 SH   DFND 2 0 98,879 1,180
BLUEBIRD BIO INC COM 09609G100 46 274 SH   DFND 02,03 0 274 0
BLUEBIRD BIO INC COM 09609G100 1,091 6,480 SH   DFND 16 0 0 6,480
BLUEPRINT MEDICINES CORP COM 09627Y109 2,906 109,669 SH   DFND 2 0 101,869 7,800
BLUEPRINT MEDICINES CORP COM 09627Y109 2,288 86,427 SH   DFND 10 0 86,427 0
BOB EVANS FARMS COM 096761101 7,160 140,246 SH   DFND 2 0 140,246 0
BOB EVANS FARMS COM 096761101 8 152 SH   DFND 16 0 0 152
Bob Evans Farms Inc/DE OPT 096761101 3,441 67,400 SH Put DFND 2 0 0 67,400
BOEING CO/THE COM 097023105 536,813 3,869,771 SH   DFND 2 0 3,370,035 499,736
BOEING CO/THE COM 097023105 1,102 7,949 SH   DFND 02,03 0 7,949 0
BOEING CO/THE COM 097023105 3,191 23,006 SH   DFND 10 0 23,006 0
BOEING CO/THE COM 097023105 22,250 159,554 SH   DFND 16 0 86,363 73,191
BOINGO WIRELESS INC COM 09739C102 1,496 181,080 SH   DFND 2 0 181,080 0
BOISE CASCADE CO COM 09739D100 19,187 523,107 SH   DFND 2 0 503,107 20,000
BOISE CASCADE CO COM 09739D100 8,459 230,614 SH   DFND 10 0 230,614 0
BOISE CASCADE CO COM 09739D100 41 1,125 SH   DFND 16 0 0 1,125
BONANZA CREEK ENERGY INC COM 097793103 4,593 251,653 SH   DFND 2 0 251,538 115
BOOT BARN HOLDINGS INC COM 099406100 4,301 134,426 SH   DFND 2 0 134,426 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 2,856 113,160 SH   DFND 2 0 113,160 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 8 321 SH   DFND 16 0 0 321
BORGWARNER INC COM 099724106 5,880 103,443 SH   DFND 2 0 103,181 262
BORGWARNER INC COM 099724106 149 2,619 SH   DFND 02,03 0 2,619 0
BORGWARNER INC COM 099724106 1,069 18,798 SH   DFND 16 0 17,203 1,595
BOSTON BEER COMPANY INC-A COM 100557107 7,016 30,243 SH   DFND 2 0 30,243 0
BOSTON BEER COMPANY INC-A COM 100557107 93 402 SH   DFND 16 0 0 402
BOSTON PRIVATE FINL HOLDING COM 101119105 5,227 389,830 SH   DFND 2 0 389,830 0
BOSTON PRIVATE FINL HOLDING COM 101119105 7 500 SH   DFND 16 0 0 500
BOSTON PROPERTIES INC COM 101121101 23,312 192,438 SH   DFND 2 0 192,438 0
BOSTON PROPERTIES INC COM 101121101 215 1,780 SH   DFND 02,03 0 1,780 0
BOSTON PROPERTIES INC COM 101121101 122 1,008 SH   DFND 10 0 1,008 0
BOSTON PROPERTIES INC COM 101121101 1,282 10,593 SH   DFND 16 0 9,144 1,449
BOSTON SCIENTIFIC CORP COM 101137107 28,224 1,594,504 SH   DFND 2 0 1,594,504 0
BOSTON SCIENTIFIC CORP COM 101137107 275 15,521 SH   DFND 02,03 0 15,521 0
BOSTON SCIENTIFIC CORP COM 101137107 707 39,825 SH   DFND 16 0 30,076 9,749
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 11,469 412,414 SH   DFND 2 0 412,414 0
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 6 200 SH   DFND 16 0 0 200
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 6,683 6,030,000 PRN   DFND 2 0 0 6,030,000
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 4 4,000 PRN   DFND 16 0 0 4,000
BOYD GAMING CORP COM 103304101 5,802 388,030 SH   DFND 2 0 388,030 0
BOYD GAMING CORP COM 103304101 15 1,020 SH   DFND 16 0 0 1,020
BRADY CORPORATION - CL A COM 104674106 7,308 295,384 SH   DFND 2 0 0 295,384
BRAMBLES LTD-SPONSORED ADR ADR 105105209 91 5,585 SH   DFND 2 0 0 5,585
BRAMBLES LTD-SPONSORED ADR ADR 105105209 584 35,920 SH   DFND 16 0 0 35,920
BRANDYWINE REALTY TRUST COM 105368203 27,172 2,046,165 SH   DFND 2 0 1,929,865 116,300
BRANDYWINE REALTY TRUST COM 105368203 16 1,206 SH   DFND 16 0 0 1,206
BRF SA-ADR ADR 10552T107 190 9,099 SH   DFND 2 0 0 9,099
BRF SA-ADR ADR 10552T107 7,430 355,514 SH   DFND 10 0 0 355,514
BRF SA-ADR ADR 10552T107 22 1,040 SH   DFND 16 0 0 1,040
BREEZE-EASTERN CORP COM 106764103 202 17,600 SH   DFND 16 0 0 17,600
BREITBURN ENERGY PARTNERS LP LP 106776107 79 16,524 SH   DFND 16 0 0 16,524
BRIDGE BANCORP INC COM 108035106 3,072 115,110 SH   DFND 2 0 115,110 0
BRIDGEPOINT EDUCATION INC COM 10807M105 5,939 621,250 SH   DFND 2 0 405,058 216,192
BRIDGESTONE CORP-UNSPONS ADR ADR 108441205 328 17,720 SH   DFND 2 0 0 17,720
BRIDGESTONE CORP-UNSPONS ADR ADR 108441205 250 13,544 SH   DFND 16 0 0 13,544
BRIGGS & STRATTON COM 109043109 4,121 213,950 SH   DFND 2 0 213,950 0
BRIGGS & STRATTON COM 109043109 56 2,906 SH   DFND 16 0 0 2,906
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 1,890 32,705 SH   DFND 2 0 32,705 0
BRIGHTCOVE COM 10921T101 87 12,710 SH   DFND 16 0 0 12,710
BRINKER INTERNATIONAL INC COM 109641100 11,210 194,441 SH   DFND 2 0 194,441 0
BRINKER INTERNATIONAL INC COM 109641100 16 285 SH   DFND 16 0 0 285
BRINK'S CO/THE COM 109696104 11,041 375,180 SH   DFND 2 0 375,180 0
BRINK'S CO/THE COM 109696104 6 200 SH   DFND 16 0 0 200
BRISTOL-MYERS SQUIBB CO COM 110122108 1,106,490 16,628,867 SH   DFND 2 0 15,723,083 905,784
BRISTOL-MYERS SQUIBB CO COM 110122108 14,519 218,202 SH   DFND 02,03 0 218,202 0
BRISTOL-MYERS SQUIBB CO COM 110122108 119,561 1,797,880 SH   DFND 10 0 1,797,880 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,004 255,556 SH   DFND 16 0 62,027 193,529
BRISTOW GROUP INC COM 110394103 13,024 244,356 SH   DFND 2 0 244,256 100
BRISTOW GROUP INC COM 110394103 126 2,369 SH   DFND 16 0 2,047 322
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,050 9,699 SH   DFND 2 0 0 9,699
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,836 16,960 SH   DFND 16 0 0 16,960
BRIXMOR PROPERTY GROUP INC COM 11120U105 18,157 785,011 SH   DFND 2 0 783,686 1,325
BROADCOM CORP-CL A COM 111320107 779,867 15,145,972 SH   DFND 2 0 14,682,028 463,944
BROADCOM CORP-CL A COM 111320107 3,556 69,077 SH   DFND 02,03 0 69,077 0
BROADCOM CORP-CL A COM 111320107 10,649 206,802 SH   DFND 10 0 0 206,802
BROADCOM CORP-CL A COM 111320107 486 9,455 SH   DFND 16 0 3,837 5,618
BROADSOFT INC COM 11133B409 15,429 446,293 SH   DFND 2 0 437,733 8,560
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 18,135 362,593 SH   DFND 2 0 362,593 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1,024 26,070 SH   DFND 16 0 23,081 2,989
BROCADE COMMUNICATIONS SYS COM 111621306 1,143 96,157 SH   DFND 2 0 96,157 0
BROCADE COMMUNICATIONS SYS COM 111621306 241 20,249 SH   DFND 16 0 19,505 744
BROOKDALE SENIOR LIVING INC COM 112463104 758 21,834 SH   DFND 2 0 21,438 396
BROOKDALE SENIOR LIVING INC COM 112463104 24 706 SH   DFND 02,03 0 706 0
BROOKDALE SENIOR LIVING INC COM 112463104 445 12,821 SH   DFND 16 0 10,629 2,192
BROOKFIELD ASSET MANAGE-CL A COM 112585104 209 5,970 SH   DFND 2 0 5,970 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 223 6,384 SH   DFND 16 0 0 6,384
BROOKFIELD HIGH INCOME FUND COM 11272P102 113 13,812 SH   DFND 16 0 0 13,812
BROOKLINE BANCORP INC COM 11373M107 14,195 1,257,278 SH   DFND 2 0 1,257,278 0
BROOKLINE BANCORP INC COM 11373M107 128 11,368 SH   DFND 16 0 0 11,368
BROOKS AUTOMATION INC COM 114340102 13,219 1,154,490 SH   DFND 2 0 1,154,490 0
BROWN & BROWN INC COM 115236101 9,287 282,621 SH   DFND 2 0 282,621 0
BROWN & BROWN INC COM 115236101 5 150 SH   DFND 16 0 0 150
BROWN-FORMAN CORP-CLASS A COM 115637100 1,171 10,484 SH   DFND 2 0 10,435 49
BROWN-FORMAN CORP-CLASS A COM 115637100 274 2,457 SH   DFND 16 0 0 2,457
BROWN-FORMAN CORP-CLASS B COM 115637209 33,884 338,163 SH   DFND 2 0 0 338,163
BROWN-FORMAN CORP-CLASS B COM 115637209 181 1,808 SH   DFND 02,03 0 0 1,808
BROWN-FORMAN CORP-CLASS B COM 115637209 187 1,871 SH   DFND 16 0 0 1,871
BRUKER CORP COM 116794108 5,698 279,172 SH   DFND 2 0 190,437 88,735
BRUKER CORP COM 116794108 23 1,172 SH   DFND 16 0 1,151 21
BRUNSWICK CORP COM 117043109 12,173 239,328 SH   DFND 2 0 239,328 0
BRUNSWICK CORP COM 117043109 210 4,141 SH   DFND 16 0 3,444 697
BRYN MAWR BANK CORP COM 117665109 21,517 713,425 SH   DFND 2 0 577,422 136,003
BRYN MAWR BANK CORP COM 117665109 4 117 SH   DFND 16 0 0 117
B2GOLD CORP COM 11777Q209 3,020 1,974,100 SH   DFND 2 0 1,974,100 0
BUCKEYE PARTNERS LP LP 118230101 89 1,210 SH   DFND 2 0 1,210 0
BUCKEYE PARTNERS LP LP 118230101 645 8,726 SH   DFND 16 0 0 8,726
BUCKLE INC/THE COM 118440106 24,194 528,579 SH   DFND 2 0 466,952 61,627
BUCKLE INC/THE COM 118440106 186 4,108 SH   DFND 16 0 3,533 575
BUFFALO WILD WINGS INC COM 119848109 7,419 47,350 SH   DFND 2 0 47,350 0
BUFFALO WILD WINGS INC COM 119848109 9,633 61,495 SH   DFND 10 0 61,495 0
BUFFALO WILD WINGS INC COM 119848109 242 1,546 SH   DFND 16 0 0 1,546
BUILD-A-BEAR WORKSHOP INC COM 120076104 2,239 139,950 SH   DFND 2 0 139,950 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,957 152,472 SH   DFND 2 0 152,472 0
BUILDERS FIRSTSOURCE INC COM 12008R107 6 500 SH   DFND 16 0 0 500
BUNZL PLC -SPONS ADR ADR 120738406 172 6,193 SH   DFND 2 0 0 6,193
BUNZL PLC -SPONS ADR ADR 120738406 1,364 49,318 SH   DFND 16 0 0 49,318
BURLINGTON STORES INC COM 122017106 24,043 469,583 SH   DFND 2 0 469,583 0
BURLINGTON STORES INC COM 122017106 30 584 SH   DFND 16 0 584 0
CAI INTERNATIONAL INC COM 12477X106 2,838 137,879 SH   DFND 2 0 137,879 0
CAI INTERNATIONAL INC COM 12477X106 210 10,298 SH   DFND 16 0 10,134 164
CBIZ INC COM 124805102 126 13,040 SH   DFND 2 0 13,040 0
CBL & ASSOCIATES PROPERTIES COM 124830100 13,813 852,273 SH   DFND 2 0 845,623 6,650
CBL & ASSOCIATES PROPERTIES COM 124830100 85 5,214 SH   DFND 16 0 2,698 2,516
CBS CORP-CLASS B NON VOTING COM 124857202 239,643 4,317,570 SH   DFND 2 0 0 4,317,570
CBS CORP-CLASS B NON VOTING COM 124857202 2,542 45,790 SH   DFND 02,03 0 0 45,790
CBS CORP-CLASS B NON VOTING COM 124857202 6,924 124,750 SH   DFND 10 0 0 124,750
CBS CORP-CLASS B NON VOTING COM 124857202 711 12,819 SH   DFND 16 0 0 12,819
CBOE HOLDINGS INC COM 12503M108 35,034 612,260 SH   DFND 2 0 610,235 2,025
CBOE HOLDINGS INC COM 12503M108 526 9,199 SH   DFND 16 0 8,952 247
CBRE CLARION GL R/E INCOME F COM 12504G100 1,364 173,811 SH   DFND 16 0 0 173,811
CBRE GROUP INC - A COM 12504L109 61,932 1,673,809 SH   DFND 2 0 1,667,886 5,923
CBRE GROUP INC - A COM 12504L109 392 10,592 SH   DFND 02,03 0 10,592 0
CBRE GROUP INC - A COM 12504L109 1,154 31,190 SH   DFND 16 0 21,075 10,115
CDI CORP COM 125071100 1,196 91,974 SH   DFND 2 0 91,974 0
CDK GLOBAL INC COM 12508E101 22,788 422,147 SH   DFND 2 0 421,463 684
CDK GLOBAL INC COM 12508E101 165 3,069 SH   DFND 16 0 194 2,875
CEB INC COM 125134106 17,948 206,153 SH   DFND 2 0 197,333 8,820
CEB INC COM 125134106 49 568 SH   DFND 02,03 0 568 0
CEB INC COM 125134106 9 100 SH   DFND 16 0 0 100
CDW CORP/DE COM 12514G108 16 470 SH   DFND 2 0 470 0
CDW CORP/DE COM 12514G108 51 1,482 SH   DFND 02,03 0 1,482 0
CDW CORP/DE COM 12514G108 139 4,078 SH   DFND 16 0 2,434 1,644
CF INDUSTRIES HOLDINGS INC COM 125269100 14,741 229,334 SH   DFND 2 0 221,159 8,175
CF INDUSTRIES HOLDINGS INC COM 125269100 175 2,730 SH   DFND 02,03 0 2,730 0
CF INDUSTRIES HOLDINGS INC COM 125269100 846 13,165 SH   DFND 10 0 13,165 0
CF INDUSTRIES HOLDINGS INC COM 125269100 909 14,136 SH   DFND 16 0 740 13,396
C.H. ROBINSON WORLDWIDE INC COM 12541W209 167,087 2,678,101 SH   DFND 2 0 2,049,101 629,000
C.H. ROBINSON WORLDWIDE INC COM 12541W209 106 1,693 SH   DFND 02,03 0 1,693 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 35 563 SH   DFND 16 0 0 563
CIGNA CORP COM 125509109 349,973 2,160,328 SH   DFND 2 0 2,037,721 122,607
CIGNA CORP COM 125509109 3,232 19,952 SH   DFND 02,03 0 19,952 0
CIGNA CORP COM 125509109 34,894 215,493 SH   DFND 10 0 163,829 51,664
CIGNA CORP COM 125509109 7,265 45,059 SH   DFND 16 0 35,484 9,574
CIT GROUP INC COM 125581801 16,995 365,516 SH   DFND 2 0 361,084 4,432
CIT GROUP INC COM 125581801 1,428 30,717 SH   DFND 16 0 22,251 8,466
CLECO CORPORATION COM 12561W105 8,191 152,095 SH   DFND 2 0 152,095 0
CLECO CORPORATION COM 12561W105 17 220 SH   DFND 16 0 0 220
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 1,950 60,862 SH   DFND 2 0 0 60,862
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 612 26,451 SH   DFND 16 0 0 26,451
CME GROUP INC COM 12572Q105 163,638 1,758,439 SH   DFND 2 0 1,736,654 21,785
CME GROUP INC COM 12572Q105 419 4,496 SH   DFND 02,03 0 4,496 0
CME GROUP INC COM 12572Q105 177,536 1,908,794 SH   DFND 10 0 1,908,794 0
CME GROUP INC COM 12572Q105 140 1,502 SH   DFND 16 0 0 1,502
CMS ENERGY CORP COM 125896100 121,328 3,810,450 SH   DFND 2 0 3,801,723 8,727
CMS ENERGY CORP COM 125896100 386 12,130 SH   DFND 02,03 0 12,130 0
CMS ENERGY CORP COM 125896100 301 9,459 SH   DFND 16 0 4,387 5,072
CNA FINANCIAL CORP COM 126117100 2,584 67,654 SH   DFND 2 0 67,654 0
CNOOC LTD-SPON ADR ADR 126132109 507 3,484 SH   DFND 2 0 0 3,484
CNOOC LTD-SPON ADR ADR 126132109 3,621 25,517 SH   DFND 10 0 0 25,517
CNOOC LTD-SPON ADR ADR 126132109 929 6,547 SH   DFND 16 0 0 6,547
CPFL ENERGIA SA-ADR ADR 126153105 115 9,403 SH   DFND 2 0 0 9,403
CPFL ENERGIA SA-ADR ADR 126153105 3,528 287,974 SH   DFND 10 0 0 287,974
CPFL ENERGIA SA-ADR ADR 126153105 15 1,236 SH   DFND 16 0 0 1,236
CNO FINANCIAL GROUP INC COM 12621E103 56,854 3,098,216 SH   DFND 2 0 2,735,969 362,247
CNO FINANCIAL GROUP INC COM 12621E103 15,327 835,276 SH   DFND 10 0 835,276 0
CNO FINANCIAL GROUP INC COM 12621E103 6 321 SH   DFND 16 0 0 321
CRH PLC-SPONSORED ADR ADR 12626K203 396 14,102 SH   DFND 2 0 0 14,102
CRH PLC-SPONSORED ADR ADR 12626K203 5 193 SH   DFND 16 0 0 193
CSG SYSTEMS INTL INC COM 126349109 11,982 378,450 SH   DFND 2 0 378,450 0
CSG SYSTEMS INTL INC COM 126349109 241 7,406 SH   DFND 16 0 0 7,406
CSL LTD-SPONSORED ADR ADR 12637N204 221 6,663 SH   DFND 2 0 0 6,663
CSL LTD-SPONSORED ADR ADR 12637N204 12 360 SH   DFND 16 0 0 360
CSX CORP COM 126408103 148,215 4,539,480 SH   DFND 2 0 4,279,081 260,399
CSX CORP COM 126408103 374 11,440 SH   DFND 02,03 0 11,440 0
CSX CORP COM 126408103 6,361 194,826 SH   DFND 16 0 0 194,826
CST BRANDS INC COM 12646R105 11,403 291,927 SH   DFND 2 0 291,642 285
CST BRANDS INC COM 12646R105 0 1 SH   DFND 10 0 1 0
CST BRANDS INC COM 12646R105 85 2,180 SH   DFND 16 0 0 2,180
CTS CORP COM 126501105 9,884 512,908 SH   DFND 2 0 396,084 116,824
CVB FINANCIAL CORP COM 126600105 8,204 465,841 SH   DFND 2 0 465,841 0
CVR PARTNERS LP LP 126633106 132 10,430 SH   DFND 16 0 0 10,430
CVS HEALTH CORP COM 126650100 1,759,103 16,772,487 SH   DFND 2 0 15,702,870 1,069,617
CVS HEALTH CORP COM 126650100 16,289 155,300 SH   DFND 02,03 0 155,300 0
CVS HEALTH CORP COM 126650100 238,709 2,276,603 SH   DFND 10 0 2,084,726 191,877
CVS HEALTH CORP COM 126650100 26,875 255,962 SH   DFND 16 0 157,731 98,231
CYS INVESTMENTS INC COM 12673A108 2,364 305,652 SH   DFND 2 0 305,652 0
CYS INVESTMENTS INC COM 12673A108 81 10,446 SH   DFND 16 0 0 10,446
CA INC COM 12673P105 47,976 1,637,982 SH   DFND 2 0 1,636,502 1,480
CA INC COM 12673P105 107 3,663 SH   DFND 02,03 0 3,663 0
CA INC COM 12673P105 561 19,239 SH   DFND 16 0 16,585 2,654
CABELA'S INC COM 126804301 35,299 706,278 SH   DFND 2 0 704,724 1,554
CABELA'S INC COM 126804301 135 2,700 SH   DFND 02,03 0 2,700 0
CABELA'S INC COM 126804301 9,295 186,093 SH   DFND 10 0 186,093 0
CABELA'S INC COM 126804301 21 417 SH   DFND 16 0 0 417
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 1,864 77,840 SH   DFND 2 0 77,840 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 61 2,552 SH   DFND 02,03 0 2,552 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 142 5,930 SH   DFND 16 0 0 5,930
CABOT CORP COM 127055101 5,984 160,478 SH   DFND 2 0 160,478 0
CABOT CORP COM 127055101 125 3,352 SH   DFND 16 0 1,164 2,188
CABOT OIL & GAS CORP COM 127097103 504,914 16,008,653 SH   DFND 2 0 14,959,412 1,049,241
CABOT OIL & GAS CORP COM 127097103 9,374 297,231 SH   DFND 02,03 0 297,231 0
CABOT OIL & GAS CORP COM 127097103 139 4,419 SH   DFND 02,10 0 4,419 0
CABOT OIL & GAS CORP COM 127097103 66,383 2,104,751 SH   DFND 10 0 2,104,751 0
CABOT OIL & GAS CORP COM 127097103 2,840 90,357 SH   DFND 16 0 79,628 10,729
CABOT MICROELECTRONICS CORP COM 12709P103 5,850 124,174 SH   DFND 2 0 124,174 0
CABOT MICROELECTRONICS CORP COM 12709P103 102 2,159 SH   DFND 16 0 1,999 160
CACI INTERNATIONAL INC -CL A COM 127190304 26,937 333,037 SH   DFND 2 0 331,845 1,192
CACI INTERNATIONAL INC -CL A COM 127190304 11 137 SH   DFND 16 0 0 137
CADENCE DESIGN SYS INC COM 127387108 16,886 858,866 SH   DFND 2 0 858,866 0
CADENCE DESIGN SYS INC COM 127387108 11,434 581,893 SH   DFND 10 0 581,893 0
CADENCE DESIGN SYS INC COM 127387108 30 1,545 SH   DFND 16 0 0 1,545
CAL DIVE INTERNATIONAL INC COM 12802T101 0 20,625 SH   DFND 16 0 0 20,625
CAL DIVE INTERNATIONAL INC CONV BND 12802TAB7 180 1,749,000 PRN   DFND 2 0 0 1,749,000
CAL-MAINE FOODS INC COM 128030202 15,068 288,681 SH   DFND 2 0 288,681 0
CAL-MAINE FOODS INC COM 128030202 35 665 SH   DFND 16 0 0 665
CALAMOS CVT AND HIGH INCOME COM 12811P108 1,378 103,703 SH   DFND 16 0 0 103,703
CALAMOS ASSET MANAGEMENT-A COM 12811R104 1,355 110,617 SH   DFND 2 0 110,617 0
CALAMOS ASSET MANAGEMENT-A COM 12811R104 142 11,624 SH   DFND 16 0 0 11,624
CALAMOS DYNAMIC CONVERTIBLE COM 12811V105 211 9,324 SH   DFND 16 0 0 9,324
CALAMOS STRAT TOT RETURN FD COM 128125101 601 54,792 SH   DFND 16 0 0 54,792
CALAMP CORP COM 128126109 3,104 170,009 SH   DFND 2 0 170,009 0
CALAMP CORP COM 128126109 318 17,415 SH   DFND 16 0 0 17,415
CALAVO GROWERS INC COM 128246105 3,770 72,612 SH   DFND 2 0 72,612 0
CALAVO GROWERS INC COM 128246105 3 65 SH   DFND 16 0 0 65
CALERES INC COM 129500104 14,439 454,349 SH   DFND 2 0 454,349 0
CALGON CARBON CORP COM 129603106 4,831 249,250 SH   DFND 2 0 249,250 0
CALGON CARBON CORP COM 129603106 19 1,017 SH   DFND 16 0 17 1,001
CALIFORNIA RESOURCES CORP COM 13057Q107 4,925 815,461 SH   DFND 2 0 815,461 0
CALIFORNIA RESOURCES CORP COM 13057Q107 205 33,940 SH   DFND 16 0 0 33,940
CALIX INC COM 13100M509 15,850 2,082,945 SH   DFND 2 0 2,082,945 0
CALLAWAY GOLF COMPANY COM 131193104 10,519 1,176,658 SH   DFND 2 0 992,622 184,036
CALLAWAY GOLF COMPANY COM 131193104 0 12 SH   DFND 16 0 0 12
CALLIDUS SOFTWARE INC COM 13123E500 2,261 145,148 SH   DFND 2 0 145,148 0
CALLON PETROLEUM CO COM 13123X102 8,606 1,034,361 SH   DFND 2 0 1,034,361 0
CALLON PETROLEUM CO COM 13123X102 10 1,250 SH   DFND 16 0 0 1,250
CALPINE CORP COM 131347304 1,930 107,266 SH   DFND 2 0 107,266 0
CALPINE CORP COM 131347304 264 14,636 SH   DFND 16 0 13,881 755
CALUMET SPECIALTY PRODUCTS LP 131476103 269 10,581 SH   DFND 16 0 0 10,581
CALPINE CORP - ESCROW 4 COM 131ESC9C1 0 29,236,000 SH   DFND 2 0 29,236,000 0
CAMBREX CORP COM 132011107 8,882 202,133 SH   DFND 2 0 202,133 0
CAMBREX CORP COM 132011107 2,390 54,382 SH   DFND 16 0 0 54,382
CAMDEN PROPERTY TRUST COM 133131102 48,051 646,800 SH   DFND 2 0 645,558 1,242
CAMDEN PROPERTY TRUST COM 133131102 186 2,500 SH   DFND 02,03 0 2,500 0
CAMDEN PROPERTY TRUST COM 133131102 672 9,043 SH   DFND 16 0 8,214 829
CAMECO CORP COM 13321L108 835 58,376 SH   DFND 2 0 58,376 0
CAMECO CORP COM 13321L108 923 64,779 SH   DFND 16 0 46,583 18,196
CAMERON INTERNATIONAL CORP COM 13342B105 75,538 1,442,376 SH   DFND 2 0 1,436,603 5,773
CAMERON INTERNATIONAL CORP COM 13342B105 418 7,987 SH   DFND 02,03 0 7,987 0
CAMERON INTERNATIONAL CORP COM 13342B105 55,271 1,055,204 SH   DFND 10 0 1,038,793 16,411
CAMERON INTERNATIONAL CORP COM 13342B105 730 13,935 SH   DFND 16 0 1,427 12,508
CAMPBELL SOUP CO COM 134429109 3,402 71,381 SH   DFND 2 0 70,596 785
CAMPBELL SOUP CO COM 134429109 98 2,054 SH   DFND 02,03 0 2,054 0
CAMPBELL SOUP CO COM 134429109 400 8,197 SH   DFND 16 0 0 8,197
CANADIAN ENERGY SERVICES & T COM 13566W108 732 130,796 SH   DFND 16 0 0 130,796
CANADIAN NATL RAILWAY CO COM 136375102 10,462 181,166 SH   DFND 2 0 181,166 0
CANADIAN NATL RAILWAY CO COM 136375102 2,122 36,758 SH   DFND 16 0 4,493 32,265
CANADIAN NATURAL RESOURCES COM 136385101 144,850 5,333,224 SH   DFND 2 0 4,962,235 370,989
CANADIAN NATURAL RESOURCES COM 136385101 1,462 53,801 SH   DFND 02,03 0 53,801 0
CANADIAN NATURAL RESOURCES COM 136385101 583 21,494 SH   DFND 16 0 9,548 11,946
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 90,205 562,960 SH   DFND 2 0 560,384 2,576
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,622 10,189 SH   DFND 16 0 4,201 5,988
CANON INC-SPONS ADR ADR 138006309 796 24,573 SH   DFND 2 0 0 24,573
CANON INC-SPONS ADR ADR 138006309 167 5,148 SH   DFND 16 0 0 5,148
CANTEL MEDICAL CORP COM 138098108 17,655 328,963 SH   DFND 2 0 328,963 0
CANTEL MEDICAL CORP COM 138098108 273 5,085 SH   DFND 16 0 2,756 2,329
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 99 2,243 SH   DFND 2 0 0 2,243
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 257 5,777 SH   DFND 16 0 0 5,777
CAPELLA EDUCATION CO COM 139594105 10,779 200,877 SH   DFND 2 0 193,577 7,300
CAPELLA EDUCATION CO COM 139594105 1 12 SH   DFND 16 0 0 12
CAPITAL CITY BANK GROUP INC COM 139674105 6,938 454,395 SH   DFND 2 0 454,395 0
CAPITAL BANK FINANCIAL-CL A COM 139794101 758 26,085 SH   DFND 2 0 26,085 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 380,897 4,329,865 SH   DFND 2 0 3,400,697 929,168
CAPITAL ONE FINANCIAL CORP COM 14040H105 557 6,330 SH   DFND 02,03 0 6,330 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 186,081 2,115,984 SH   DFND 10 0 2,079,157 36,827
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,476 39,724 SH   DFND 16 0 17,374 22,350
COF 6 PRF 14040H402 2,952 119,761 SH   DFND 16 0 0 119,761
COF 6 1/4 PRF 14040H600 1,024 49,971 SH   DFND 16 0 0 49,971
COF 6.7 PRF 14040H709 1,882 81,549 SH   DFND 16 0 0 81,549
CAPITAL SOUTHWEST CORP COM 140501107 5,357 107,296 SH   DFND 2 0 107,296 0
CAPSTEAD MORTGAGE CORP COM 14067E506 7,474 673,245 SH   DFND 2 0 673,245 0
CAPSTEAD MORTGAGE CORP COM 14067E506 23 2,063 SH   DFND 16 0 0 2,063
CARBO CERAMICS INC COM 140781105 7,734 185,776 SH   DFND 2 0 184,696 1,080
CARBO CERAMICS INC COM 140781105 2 54 SH   DFND 16 0 0 54
CARDINAL FINANCIAL CORP COM 14149F109 3,297 151,282 SH   DFND 2 0 151,282 0
CARDINAL HEALTH INC COM 14149Y108 408,881 4,887,680 SH   DFND 2 0 4,643,087 244,593
CARDINAL HEALTH INC COM 14149Y108 3,161 37,789 SH   DFND 02,03 0 37,789 0
CARDINAL HEALTH INC COM 14149Y108 8,684 103,809 SH   DFND 10 0 0 103,809
CARDINAL HEALTH INC COM 14149Y108 1,787 21,402 SH   DFND 16 0 11,018 10,384
CARDIOVASCULAR SYSTEMS INC COM 141619106 2,988 112,974 SH   DFND 2 0 112,974 0
CARDTRONICS INC COM 14161H108 7,842 211,675 SH   DFND 2 0 211,675 0
CARDTRONICS INC COM 14161H108 508 13,739 SH   DFND 16 0 4,932 8,807
CAREER EDUCATION CORP COM 141665109 930 281,973 SH   DFND 2 0 281,973 0
CARETRUST REIT INC COM 14174T107 1,666 131,456 SH   DFND 2 0 131,456 0
CARLISLE COS INC COM 142339100 142,595 1,424,245 SH   DFND 2 0 1,422,420 1,825
CARLISLE COS INC COM 142339100 363 3,625 SH   DFND 02,03 0 3,625 0
CARLISLE COS INC COM 142339100 875 9,044 SH   DFND 16 0 7,768 1,276
CARLSBERG AS-B-SPON ADR ADR 142795202 225 12,408 SH   DFND 2 0 0 12,408
CARLSBERG AS-B-SPON ADR ADR 142795202 959 52,578 SH   DFND 16 0 0 52,578
CARLYLE GROUP/THE LP 14309L102 714 25,370 SH   DFND 16 0 0 25,370
CARMAX INC COM 143130102 5,952 89,911 SH   DFND 2 0 89,911 0
CARMAX INC COM 143130102 160 2,422 SH   DFND 02,03 0 2,422 0
CARMAX INC COM 143130102 472 7,131 SH   DFND 16 0 2,966 4,165
CARMIKE CINEMAS INC COM 143436400 10,324 388,884 SH   DFND 2 0 266,808 122,076
CARNIVAL CORP COM 143658300 10,168 205,859 SH   DFND 2 0 205,859 0
CARNIVAL CORP COM 143658300 258 5,219 SH   DFND 02,03 0 5,219 0
CARNIVAL CORP COM 143658300 1,046 21,183 SH   DFND 16 0 5,160 16,023
CARNIVAL PLC-ADR ADR 14365C103 2,868 55,930 SH   DFND 2 0 0 55,930
CARNIVAL PLC-ADR ADR 14365C103 6 110 SH   DFND 16 0 0 110
CARPENTER TECHNOLOGY COM 144285103 13,824 357,410 SH   DFND 2 0 331,185 26,225
CARPENTER TECHNOLOGY COM 144285103 171 4,414 SH   DFND 16 0 0 4,414
CARREFOUR SA-SP ADR ADR 144430204 208 32,346 SH   DFND 2 0 0 32,346
CARREFOUR SA-SP ADR ADR 144430204 3 451 SH   DFND 16 0 0 451
CARRIZO OIL & GAS INC COM 144577103 27,405 556,565 SH   DFND 2 0 500,845 55,720
CARRIZO OIL & GAS INC COM 144577103 31 623 SH   DFND 02,03 0 623 0
CARRIZO OIL & GAS INC COM 144577103 69 1,396 SH   DFND 16 0 0 1,396
CARTER'S INC COM 146229109 14,937 140,520 SH   DFND 2 0 138,939 1,581
CARTER'S INC COM 146229109 1,571 14,777 SH   DFND 16 0 13,769 1,008
CASCADE BANCORP COM 147154207 7,735 1,493,439 SH   DFND 2 0 1,493,439 0
CASCADE BANCORP COM 147154207 0 10 SH   DFND 16 0 0 10
CASELLA WASTE SYSTEMS INC-A COM 147448104 58 10,390 SH   DFND 2 0 10,390 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 45 8,000 SH   DFND 16 0 0 8,000
CASEY'S GENERAL STORES INC COM 147528103 32,488 339,345 SH   DFND 2 0 314,218 25,127
CASEY'S GENERAL STORES INC COM 147528103 190 1,979 SH   DFND 16 0 947 1,032
CASH AMERICA INTL INC COM 14754D100 14,109 538,720 SH   DFND 2 0 538,720 0
CASH AMERICA INTL INC COM 14754D100 73 2,790 SH   DFND 16 0 2,527 263
CASTLE (A.M.) & CO COM 148411101 524 84,834 SH   DFND 2 0 84,834 0
CATALENT INC COM 148806102 44,308 1,510,676 SH   DFND 2 0 1,407,107 103,569
CATALENT INC COM 148806102 52 1,758 SH   DFND 02,03 0 1,758 0
CATALENT INC COM 148806102 17,416 593,813 SH   DFND 10 0 593,813 0
CATAMARAN CORP COM 148887102 3,351 54,857 SH   DFND 2 0 54,855 2
CATAMARAN CORP COM 148887102 1,338 21,801 SH   DFND 16 0 17,944 3,857
Catamaran Corp OPT 148887102 67 1,100 SH Call DFND 2 0 0 1,100
Catamaran Corp OPT 148887102 31 500 SH Put DFND 2 0 0 500
CATERPILLAR INC COM 149123101 27,440 323,509 SH   DFND 2 0 321,121 2,388
CATERPILLAR INC COM 149123101 593 6,993 SH   DFND 02,03 0 6,993 0
CATERPILLAR INC COM 149123101 3,613 42,595 SH   DFND 16 0 0 42,595
CATHAY GENERAL BANCORP COM 149150104 17,274 532,303 SH   DFND 2 0 495,303 37,000
CATO CORP-CLASS A COM 149205106 13,263 342,198 SH   DFND 2 0 342,198 0
CATO CORP-CLASS A COM 149205106 693 17,878 SH   DFND 16 0 0 17,878
CAVCO INDUSTRIES INC COM 149568107 10,489 139,033 SH   DFND 2 0 139,033 0
CAVIUM INC COM 14964U108 60,730 882,554 SH   DFND 2 0 869,950 12,604
CAVIUM INC COM 14964U108 7,432 108,004 SH   DFND 10 0 104,204 3,800
CAVIUM INC COM 14964U108 6 92 SH   DFND 16 0 0 92
CEDAR REALTY TRUST INC COM 150602209 2,458 384,031 SH   DFND 2 0 384,031 0
CEDAR REALTY TRUST INC COM 150602209 9 1,400 SH   DFND 16 0 0 1,400
CELADON GROUP INC COM 150838100 2,658 128,512 SH   DFND 2 0 128,512 0
CELADON GROUP INC COM 150838100 92 4,458 SH   DFND 16 0 0 4,458
CELANESE CORP-SERIES A COM 150870103 36,659 510,009 SH   DFND 2 0 510,009 0
CELANESE CORP-SERIES A COM 150870103 2,195 30,532 SH   DFND 16 0 0 30,532
CELESTICA INC COM 15101Q108 2,516 216,123 SH   DFND 2 0 216,123 0
CELGENE CORP COM 151020104 1,151,691 9,951,090 SH   DFND 2 0 9,181,836 769,254
CELGENE CORP COM 151020104 15,044 129,992 SH   DFND 02,03 0 129,992 0
CELGENE CORP COM 151020104 67,189 580,569 SH   DFND 10 0 498,939 81,630
CELGENE CORP COM 151020104 10,022 86,619 SH   DFND 16 0 23,113 63,506
CELLDEX THERAPEUTICS INC COM 15117B103 7,624 302,257 SH   DFND 2 0 294,787 7,470
CELLDEX THERAPEUTICS INC COM 15117B103 126 5,006 SH   DFND 16 0 6 5,000
CEMEX SAB-SPONS ADR PART CER ADR 151290889 23,650 2,581,833 SH   DFND 2 0 0 2,581,833
CEMEX SAB-SPONS ADR PART CER ADR 151290889 13,038 1,423,402 SH   DFND 02,10 0 0 1,423,402
CEMEX SAB-SPONS ADR PART CER ADR 151290889 37,887 4,140,725 SH   DFND 10 0 0 4,140,725
CEMEX SAB-SPONS ADR PART CER ADR 151290889 56 6,083 SH   DFND 16 0 0 6,083
CEMEX SAB DE CV CONV BND 151290BQ5 13,950 13,310,000 PRN   DFND 2 0 0 13,310,000
CEMPRA INC COM 15130J109 1,169 34,006 SH   DFND 2 0 34,006 0
CEMPRA INC COM 15130J109 21 625 SH   DFND 16 0 0 625
CENTENE CORP COM 15135B101 58,001 721,414 SH   DFND 2 0 718,893 2,521
CENTENE CORP COM 15135B101 8,535 106,202 SH   DFND 10 0 106,202 0
CENTENE CORP COM 15135B101 10,267 127,680 SH   DFND 16 0 114,811 12,869
CENOVUS ENERGY INC COM 15135U109 1,812 113,160 SH   DFND 2 0 112,778 382
CENOVUS ENERGY INC COM 15135U109 28 1,756 SH   DFND 16 0 0 1,756
CENTERPOINT ENERGY INC COM 15189T107 20,335 1,068,586 SH   DFND 2 0 1,068,586 0
CENTERPOINT ENERGY INC COM 15189T107 95 4,982 SH   DFND 02,03 0 4,982 0
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CENTERSTATE BANKS INC COM 15201P109 6,396 473,368 SH   DFND 2 0 473,368 0
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CENTRAL GARDEN AND PET CO-A COM 153527205 2,249 197,063 SH   DFND 2 0 0 197,063
CENTRAL PACIFIC FINANCIAL CO COM 154760409 7,545 317,652 SH   DFND 2 0 317,652 0
CENTRAL PACIFIC FINANCIAL CO COM 154760409 8 353 SH   DFND 16 0 0 353
CENTRICA PLC-SP ADR ADR 15639K300 188 10,974 SH   DFND 2 0 0 10,974
CENTURY ALUMINUM COMPANY COM 156431108 5,946 570,203 SH   DFND 2 0 570,203 0
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CENTURY COMMUNITIES INC COM 156504300 8,263 410,543 SH   DFND 2 0 269,904 140,639
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CEPHEID INC COM 15670R107 8,865 144,964 SH   DFND 2 0 144,964 0
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CEVA INC COM 157210105 3,256 167,562 SH   DFND 2 0 167,562 0
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CHARTER COMMUNICATIONS INC OPT 16117M305 2,072 12,100 SH Put DFND 2 0 0 12,100
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CHECKPOINT SYSTEMS INC COM 162825103 6,801 668,130 SH   DFND 2 0 668,130 0
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CHENIERE ENERGY PARTNERS LP LP 16411Q101 93 3,025 SH   DFND 2 0 3,025 0
CHENIERE ENERGY PARTNERS LP LP 16411Q101 137 4,451 SH   DFND 16 0 0 4,451
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CHK 5 CONV PRF 165167826 4,298 56,000 SH   DFND 2 0 0 56,000
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CHICAGO BRIDGE & IRON CO NV COM 167250109 779 15,557 SH   DFND 2 0 12,520 3,037
CHICAGO BRIDGE & IRON CO NV COM 167250109 1,481 29,610 SH   DFND 16 0 7,371 22,239
CHICO'S FAS INC COM 168615102 13,701 823,842 SH   DFND 2 0 823,842 0
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CHILDREN'S PLACE INC/THE COM 168905107 10,699 163,738 SH   DFND 10 0 163,738 0
CHILDREN'S PLACE INC/THE COM 168905107 8 120 SH   DFND 16 0 0 120
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CHINA BIOLOGIC PRODUCTS INC COM 16938C106 13,483 117,078 SH   DFND 2 0 116,071 1,007
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 3,765 32,692 SH   DFND 02,10 0 32,692 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 32 280 SH   DFND 16 0 0 280
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 709 32,581 SH   DFND 2 0 0 32,581
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 2 105 SH   DFND 16 0 0 105
CHINA SOUTHERN AIR-SPONS ADR ADR 169409109 219 3,754 SH   DFND 2 0 0 3,754
CHINA MOBILE LTD-SPON ADR ADR 16941M109 11,550 180,052 SH   DFND 2 0 0 180,052
CHINA MOBILE LTD-SPON ADR ADR 16941M109 5,815 90,732 SH   DFND 02,10 0 0 90,732
CHINA MOBILE LTD-SPON ADR ADR 16941M109 852 13,297 SH   DFND 10 0 0 13,297
CHINA MOBILE LTD-SPON ADR ADR 16941M109 6,980 108,916 SH   DFND 16 0 0 108,916
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 405 4,627 SH   DFND 2 0 0 4,627
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 11 133 SH   DFND 16 0 0 133
CHINA UNICOM HONG KONG-ADR ADR 16945R104 122 7,785 SH   DFND 2 0 0 7,785
CHINA UNICOM HONG KONG-ADR ADR 16945R104 208 13,261 SH   DFND 10 0 0 13,261
CHINA UNICOM HONG KONG-ADR ADR 16945R104 26 1,675 SH   DFND 16 0 0 1,675
CHINACACHE INTERNAT-SPON ADR ADR 16950M107 1 113 SH   DFND 2 0 1,808 0
CHINACACHE INTERNAT-SPON ADR ADR 16950M107 396 31,671 SH   DFND 10 0 126,672 23,754
CHIPOTLE MEXICAN GRILL INC COM 169656105 72,318 119,536 SH   DFND 2 0 118,339 1,197
CHIPOTLE MEXICAN GRILL INC COM 169656105 218 360 SH   DFND 02,03 0 360 0
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CHOICE HOTELS INTL INC COM 169905106 2,752 50,718 SH   DFND 2 0 50,718 0
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CHUBB CORP COM 171232101 6,731 71,104 SH   DFND 16 0 60,071 11,033
CHUNGHWA TELECOM LT-SPON ADR ADR 17133Q106 468 14,677 SH   DFND 10 0 0 14,677
CHURCH & DWIGHT CO INC COM 171340102 29,197 359,891 SH   DFND 2 0 359,891 0
CHURCH & DWIGHT CO INC COM 171340102 1,400 17,249 SH   DFND 16 0 11,274 5,975
CHUY'S HOLDINGS INC COM 171604101 4,723 176,289 SH   DFND 2 0 161,139 15,150
CIBER INC COM 17163B102 1,163 337,202 SH   DFND 2 0 337,202 0
CIBER INC COM 17163B102 0 129 SH   DFND 16 0 0 129
CIELO SA-SPONSORED ADR ADR 171778202 182 12,856 SH   DFND 2 0 0 12,856
CIELO SA-SPONSORED ADR ADR 171778202 270 19,060 SH   DFND 16 0 0 19,060
CIENA CORP COM 171779309 7,382 311,728 SH   DFND 2 0 308,078 3,650
CIENA CORP COM 171779309 29 1,225 SH   DFND 16 0 0 1,225
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CIENA CORP CONV BND 171779AK7 13,579 9,660,000 PRN   DFND 2 0 0 9,660,000
CIMAREX ENERGY CO COM 171798101 47,691 432,346 SH   DFND 2 0 431,175 1,171
CIMAREX ENERGY CO COM 171798101 348 3,155 SH   DFND 02,03 0 3,155 0
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CINCINNATI BELL INC COM 171871106 3,819 999,550 SH   DFND 2 0 999,550 0
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CINEMARK HOLDINGS INC COM 17243V102 65,126 1,621,241 SH   DFND 2 0 1,587,055 34,186
CINEMARK HOLDINGS INC COM 17243V102 85 2,125 SH   DFND 02,03 0 2,125 0
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CIRCOR INTERNATIONAL INC COM 17273K109 4,414 80,956 SH   DFND 2 0 80,956 0
CIRRUS LOGIC INC COM 172755100 11,913 350,071 SH   DFND 2 0 350,071 0
CIRRUS LOGIC INC COM 172755100 68 1,985 SH   DFND 16 0 0 1,985
CISCO SYSTEMS INC COM 17275R102 1,323,961 48,214,094 SH   DFND 2 0 44,625,665 3,588,429
CISCO SYSTEMS INC COM 17275R102 1,969 71,682 SH   DFND 02,03 0 71,682 0
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CISCO SYSTEMS INC COM 17275R102 28,339 1,033,170 SH   DFND 16 0 765,898 267,272
CIRTRAN CORP COM 17276F206 0 200,000 SH   DFND 16 0 0 200,000
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CINTAS CORP COM 172908105 93 1,095 SH   DFND 02,03 0 1,095 0
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CITIGROUP INC COM 172967424 1,339,125 24,242,076 SH   DFND 2 0 21,457,231 2,784,845
CITIGROUP INC COM 172967424 7,194 130,242 SH   DFND 02,03 0 130,242 0
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CITI TRENDS INC COM 17306X102 7,217 298,245 SH   DFND 2 0 298,245 0
C 7 7/8 10/30/40 PRF 173080201 57,928 2,231,438 SH   DFND 2 0 0 2,231,438
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CITIZENS FINANCIAL GROUP COM 174610105 4,761 174,313 SH   DFND 2 0 174,313 0
CITIZENS FINANCIAL GROUP COM 174610105 410 14,944 SH   DFND 16 0 13,376 1,568
CITRIX SYSTEMS INC COM 177376100 50,797 724,002 SH   DFND 2 0 724,002 0
CITRIX SYSTEMS INC COM 177376100 130 1,854 SH   DFND 02,03 0 1,854 0
CITRIX SYSTEMS INC COM 177376100 459 6,548 SH   DFND 16 0 5,118 1,430
CITY HOLDING CO COM 177835105 4,065 82,533 SH   DFND 2 0 82,533 0
CITY HOLDING CO COM 177835105 88 1,792 SH   DFND 16 0 0 1,792
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CLARCOR INC COM 179895107 9,113 146,419 SH   DFND 2 0 146,419 0
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GUGGENHEIM BULLET 2022 CORP COM 18383M258 516 25,000 SH   DFND 16 0 0 25,000
GUGGENHEIM BULLET 2021 COR COM 18383M266 521 25,000 SH   DFND 16 0 0 25,000
GUGGENHEIM BULLETSHARES 2019 COM 18383M373 280 11,121 SH   DFND 16 0 0 11,121
GUGGENHEIM BULLETSHARES 2018 COM 18383M381 657 25,371 SH   DFND 16 0 0 25,371
GUGGENHEIM BULLETSHARES 2017 COM 18383M399 2,821 106,797 SH   DFND 16 0 0 106,797
GUGGENHEIM BULLETSHARES 2016 COM 18383M415 2,773 105,425 SH   DFND 16 0 0 105,425
GUGGENHEIM BULLETSHARES 2015 COM 18383M423 258 9,918 SH   DFND 16 0 0 9,918
GUGGENHEIM MULTI-ASSET INCOM COM 18383M506 810 38,580 SH   DFND 16 0 0 38,580
GUGGENHEIM BULLETSHARES 2020 COM 18383M514 728 34,304 SH   DFND 16 0 0 34,304
GUGGENHEIM BULLETSHARES 2019 COM 18383M522 1,695 80,462 SH   DFND 16 0 0 80,462
GUGGENHEIM BULLETSHARES 2018 COM 18383M530 1,964 92,391 SH   DFND 16 0 0 92,391
GUGGENHEIM BULLETSHARES 2017 COM 18383M548 2,541 101,767 SH   DFND 16 0 0 101,767
GUGGENHEIM BULLETSHARES 2016 COM 18383M555 2,088 93,978 SH   DFND 16 0 0 93,978
GUGGENHEIM BULLETSHARES 2015 COM 18383M563 1,237 57,129 SH   DFND 16 0 0 57,129
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GUGGENHEIM RAYMOND JAMES SB- COM 18383M613 430 11,727 SH   DFND 16 0 0 11,727
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COHEN & STEERS QUAL INC RLTY COM 19247L106 1,049 98,087 SH   DFND 16 0 0 98,087
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COHU INC COM 192576106 2,106 159,182 SH   DFND 2 0 159,182 0
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COLGATE-PALMOLIVE CO COM 194162103 27,112 414,522 SH   DFND 2 0 414,050 472
COLGATE-PALMOLIVE CO COM 194162103 644 9,847 SH   DFND 02,03 0 9,847 0
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COLGATE-PALMOLIVE CO COM 194162103 3,736 57,092 SH   DFND 16 0 8,570 48,522
COLONIAL BANCGROUP INC COM 195493309 0 21,027 SH   DFND 16 0 0 21,027
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COLUMBIA BANKING SYSTEM INC COM 197236102 20,615 633,517 SH   DFND 2 0 633,517 0
COLUMBIA SELECT LARGE CAP VA COM 19761R109 2,281 50,022 SH   DFND 02,05 0 0 50,022
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DANAHER CORP COM 235851102 1,340 15,658 SH   DFND 16 0 7,720 7,939
DANONE-SPONS ADR ADR 23636T100 105,342 8,134,564 SH   DFND 2 0 0 8,134,564
DANONE-SPONS ADR ADR 23636T100 11 883 SH   DFND 16 0 0 883
DARDEN RESTAURANTS INC COM 237194105 280,915 3,952,095 SH   DFND 2 0 2,862,665 1,089,430
DARDEN RESTAURANTS INC COM 237194105 103 1,455 SH   DFND 02,03 0 1,455 0
DARDEN RESTAURANTS INC COM 237194105 1,073 15,097 SH   DFND 16 0 829 14,268
DARLING INGREDIENTS INC COM 237266101 13,260 904,471 SH   DFND 2 0 904,471 0
DASSAULT SYSTEMES S-SPON ADR ADR 237545108 76 1,045 SH   DFND 2 0 0 1,045
DASSAULT SYSTEMES S-SPON ADR ADR 237545108 224 3,064 SH   DFND 16 0 0 3,064
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 24,137 668,800 SH   DFND 2 0 626,800 42,000
DAVIDE CAMPARI-MI-UNSPON ADR ADR 23857W105 1 171 SH   DFND 2 0 0 171
DAVIDE CAMPARI-MI-UNSPON ADR ADR 23857W105 288 74,604 SH   DFND 16 0 0 74,604
DAVITA HEALTHCARE PARTNERS I COM 23918K108 34,719 436,885 SH   DFND 2 0 435,697 1,188
DAVITA HEALTHCARE PARTNERS I COM 23918K108 158 1,989 SH   DFND 02,03 0 1,989 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,495 31,400 SH   DFND 10 0 31,400 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 351 4,414 SH   DFND 16 0 229 4,185
DAWSON GEOPHYSICAL CO COM 239360100 3,686 784,288 SH   DFND 2 0 784,288 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 18,114 288,477 SH   DFND 2 0 288,477 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 0 8 SH   DFND 16 0 8 0
DEAN FOODS CO COM 242370203 28,551 1,765,743 SH   DFND 2 0 1,765,743 0
DEAN FOODS CO COM 242370203 17 1,040 SH   DFND 16 0 0 1,040
DECKERS OUTDOOR CORP COM 243537107 20,307 282,162 SH   DFND 2 0 279,854 2,308
DECKERS OUTDOOR CORP COM 243537107 377 5,250 SH   DFND 16 0 4,909 341
DEERE & CO COM 244199105 24,229 249,094 SH   DFND 2 0 249,080 14
DEERE & CO COM 244199105 375 3,865 SH   DFND 02,03 0 3,865 0
DEERE & CO COM 244199105 1,417 14,543 SH   DFND 16 0 616 13,927
DELEK US HOLDINGS INC COM 246647101 31,538 856,525 SH   DFND 2 0 808,525 48,000
DELEK US HOLDINGS INC COM 246647101 129 3,491 SH   DFND 02,10 0 3,491 0
DELEK US HOLDINGS INC COM 246647101 12 325 SH   DFND 16 0 0 325
DELTA AIR LINES INC COM 247361702 271,486 6,608,727 SH   DFND 2 0 5,526,425 1,082,302
DELTA AIR LINES INC COM 247361702 391 9,510 SH   DFND 02,03 0 9,510 0
DELTA AIR LINES INC COM 247361702 3,755 91,362 SH   DFND 16 0 30,668 60,694
DELTIC TIMBER CORP COM 247850100 3,573 52,827 SH   DFND 2 0 52,827 0
DENBURY RESOURCES INC COM 247916208 12,943 2,035,083 SH   DFND 2 0 2,035,083 0
DENBURY RESOURCES INC COM 247916208 22 3,382 SH   DFND 16 0 0 3,382
DELUXE CORP COM 248019101 55,094 888,612 SH   DFND 2 0 825,102 63,510
DELUXE CORP COM 248019101 1,049 16,935 SH   DFND 16 0 2,829 14,106
DEMANDWARE INC COM 24802Y105 7,278 102,390 SH   DFND 2 0 102,390 0
DEMANDWARE INC COM 24802Y105 77 1,080 SH   DFND 16 0 828 252
DENNY'S CORP COM 24869P104 6,970 600,276 SH   DFND 2 0 441,982 158,294
DENSO CORPORATION-UNSPON ADR ADR 24872B100 271 10,892 SH   DFND 2 0 0 10,892
DENSO CORPORATION-UNSPON ADR ADR 24872B100 4 147 SH   DFND 16 0 0 147
DENTSPLY INTERNATIONAL INC COM 249030107 14,598 283,136 SH   DFND 2 0 283,136 0
DENTSPLY INTERNATIONAL INC COM 249030107 83 1,615 SH   DFND 02,03 0 1,615 0
DENTSPLY INTERNATIONAL INC COM 249030107 104 2,024 SH   DFND 16 0 0 2,024
DEPOMED INC COM 249908104 6,076 283,145 SH   DFND 2 0 283,145 0
DEPOMED INC COM 249908104 11 500 SH   DFND 16 0 0 500
DESTINATION MATERNITY CORP COM 25065D100 5,419 464,675 SH   DFND 2 0 332,503 132,172
DESTINATION XL GROUP INC COM 25065K104 53 10,605 SH   DFND 2 0 10,605 0
DB 6.55 PRF 25153X208 2,972 112,942 SH   DFND 16 0 0 112,942
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 277 33,441 SH   DFND 2 0 0 33,441
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 535 64,462 SH   DFND 16 0 0 64,462
DEUTSCHE BK CONTGNT CAP TR TR PFD PRF 25154A108 483 17,842 SH   DFND 16 0 0 17,842
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 546 31,618 SH   DFND 2 0 0 31,618
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 23 1,339 SH   DFND 16 0 0 1,339
DEUTSCHE POST AG-SPON ADR ADR 25157Y202 269 9,187 SH   DFND 2 0 0 9,187
DEUTSCHE POST AG-SPON ADR ADR 25157Y202 144 4,840 SH   DFND 16 0 0 4,840
DEUTSCHE STRATEGIC MUNICIPAL COM 25159F102 154 11,927 SH   DFND 16 0 0 11,927
DEUTSCHE MULTI-MARKET INCOME COM 25160E102 82 10,122 SH   DFND 16 0 0 10,122
DEUTSCHE STRATEGIC INCOME TR COM 25160F109 314 28,287 SH   DFND 16 0 0 28,287
DEVON ENERGY CORP COM 25179M103 51,865 871,840 SH   DFND 2 0 870,850 990
DEVON ENERGY CORP COM 25179M103 266 4,477 SH   DFND 02,03 0 4,477 0
DEVON ENERGY CORP COM 25179M103 406 6,833 SH   DFND 02,10 0 6,833 0
DEVON ENERGY CORP COM 25179M103 5,675 95,579 SH   DFND 16 0 62,329 33,250
DEVRY EDUCATION GROUP INC COM 251893103 4,471 149,149 SH   DFND 2 0 145,496 3,653
DEVRY EDUCATION GROUP INC COM 251893103 10 337 SH   DFND 16 0 0 337
DB MAND EXCH NOTE 14.37 SAB LN PRF 25190H265 47,550 923,660 SH   DFND 2 0 0 923,660
DB MAND EXCH NOTE 14.37 SAB LN PRF 25190H265 38 740 SH   DFND 02,03 0 0 740
DB MAND EXCH NOTE 5.37 DOW PRF 25190H281 48,855 968,320 SH   DFND 2 0 0 968,320
DB MAND EXCH NOTE 5.37 DOW PRF 25190H281 34 680 SH   DFND 02,03 0 0 680
DB MAND EXCH NOTE 5.0 AGN PRF 25190H323 53,718 179,160 SH   DFND 2 0 0 179,160
DB MAND EXCH NOTE 5.0 AGN PRF 25190H323 42 140 SH   DFND 02,03 0 0 140
DB MAND EXCH NOTE 4.0 DVN PRF 25190H505 67,551 1,144,080 SH   DFND 2 0 0 1,144,080
DB MAND EXCH NOTE 4.0 DVN PRF 25190H505 54 920 SH   DFND 02,03 0 0 920
DEXCOM INC COM 252131107 48,211 602,803 SH   DFND 2 0 601,813 990
DEXCOM INC COM 252131107 43 539 SH   DFND 02,03 0 539 0
DEXCOM INC COM 252131107 799 9,988 SH   DFND 16 0 0 9,988
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 218,234 1,880,664 SH   DFND 2 0 0 1,880,664
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2,269 19,556 SH   DFND 02,03 0 0 19,556
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 7,015 60,454 SH   DFND 10 0 0 60,454
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 3,057 26,350 SH   DFND 16 0 0 26,350
DIAMOND FOODS INC COM 252603105 3,917 124,818 SH   DFND 2 0 124,818 0
DIAMOND FOODS INC COM 252603105 50 1,200 SH   DFND 16 0 0 1,200
DIAMOND OFFSHORE DRILLING COM 25271C102 633 24,483 SH   DFND 2 0 24,483 0
DIAMOND OFFSHORE DRILLING COM 25271C102 20 777 SH   DFND 02,03 0 777 0
DIAMOND OFFSHORE DRILLING COM 25271C102 493 19,100 SH   DFND 16 0 15,393 3,707
DIAMOND RESORTS INTERNATIONA COM 25272T104 1,445 45,791 SH   DFND 2 0 45,791 0
DIAMONDROCK HOSPITALITY CO COM 252784301 12,908 1,007,520 SH   DFND 2 0 1,007,511 9
DIAMONDBACK ENERGY INC COM 25278X109 13,358 177,202 SH   DFND 2 0 132,326 44,876
DIAMONDBACK ENERGY INC COM 25278X109 82 1,084 SH   DFND 02,03 0 1,084 0
DIAMONDBACK ENERGY INC COM 25278X109 804 10,656 SH   DFND 16 0 8,988 1,668
DICK'S SPORTING GOODS INC COM 253393102 12,713 245,556 SH   DFND 2 0 245,556 0
DICK'S SPORTING GOODS INC COM 253393102 532 10,266 SH   DFND 16 0 6,141 4,125
DIEBOLD INC COM 253651103 5,564 158,986 SH   DFND 2 0 158,986 0
DIEBOLD INC COM 253651103 20 575 SH   DFND 16 0 0 575
DIGI INTERNATIONAL INC COM 253798102 5,296 554,595 SH   DFND 2 0 554,595 0
DIGITAL REALTY TRUST INC COM 253868103 53,527 802,709 SH   DFND 2 0 505,304 297,405
DIGITAL REALTY TRUST INC COM 253868103 4,385 65,819 SH   DFND 16 0 49,951 15,868
DLR 7 PRF 253868707 472 18,471 SH   DFND 16 0 0 18,471
DLR 6 5/8 PRF 253868806 353 13,938 SH   DFND 16 0 0 13,938
DLR 7 3/8 PRF 253868871 407 15,114 SH   DFND 16 0 0 15,114
DLR 5 7/8 PRF 253868889 430 18,153 SH   DFND 16 0 0 18,153
DIGITALGLOBE INC COM 25389M877 208 7,490 SH   DFND 2 0 7,490 0
DIGITALGLOBE INC COM 25389M877 11 410 SH   DFND 16 0 0 410
DIME COMMUNITY BANCSHARES COM 253922108 10,324 609,323 SH   DFND 2 0 468,045 141,278
DILLARDS INC-CL A COM 254067101 2,104 19,994 SH   DFND 2 0 18,532 1,462
DILLARDS INC-CL A COM 254067101 46 442 SH   DFND 16 0 0 442
DINEEQUITY INC COM 254423106 13,262 133,771 SH   DFND 2 0 132,187 1,584
DIODES INC COM 254543101 18,954 786,135 SH   DFND 2 0 786,135 0
DIPLOMAT PHARMACY INC COM 25456K101 7,605 169,960 SH   DFND 2 0 159,474 10,486
DIPLOMAT PHARMACY INC COM 25456K101 45 1,012 SH   DFND 02,03 0 1,012 0
DIPLOMAT PHARMACY INC COM 25456K101 4 100 SH   DFND 16 0 0 100
DIREXION NASDAQ-100 EQ WEIGH COM 25459Y207 228 3,497 SH   DFND 16 0 0 3,497
DIREXION ALL CAP INSIDER SEN COM 25459Y769 319 4,502 SH   DFND 16 0 0 4,502
WALT DISNEY CO/THE COM 254687106 528,678 4,631,847 SH   DFND 2 0 4,340,258 291,589
WALT DISNEY CO/THE COM 254687106 2,064 18,080 SH   DFND 02,03 0 18,080 0
WALT DISNEY CO/THE COM 254687106 15,078 132,104 SH   DFND 02,10 0 132,104 0
WALT DISNEY CO/THE COM 254687106 292,109 2,560,353 SH   DFND 10 0 2,538,730 21,623
WALT DISNEY CO/THE COM 254687106 28,931 253,526 SH   DFND 16 0 18,788 234,738
DISCOVER FINANCIAL SERVICES COM 254709108 35,306 612,735 SH   DFND 2 0 612,200 535
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DISCOVER FINANCIAL SERVICES COM 254709108 1,043 18,113 SH   DFND 10 0 18,113 0
DISCOVER FINANCIAL SERVICES COM 254709108 10,240 177,847 SH   DFND 16 0 6,030 171,817
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DISCOVERY COMMUNICATIONS-A COM 25470F104 58 1,729 SH   DFND 02,03 0 1,729 0
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DISCOVERY COMMUNICATIONS-C COM 25470F302 94 3,019 SH   DFND 02,03 0 0 3,019
DISCOVERY COMMUNICATIONS-C COM 25470F302 436 13,997 SH   DFND 16 0 0 13,997
DISH NETWORK CORP-A COM 25470M109 150,198 2,218,258 SH   DFND 2 0 2,217,349 909
DISH NETWORK CORP-A COM 25470M109 120 1,775 SH   DFND 02,03 0 1,775 0
DISH NETWORK CORP-A COM 25470M109 3,828 56,541 SH   DFND 10 0 56,541 0
DISH NETWORK CORP-A COM 25470M109 61 897 SH   DFND 16 0 0 897
DISH NETWORK CORP OPT 25470M109 1,706 25,200 SH Put DFND 2 0 0 25,200
DIRECTV COM 25490A309 138,721 1,495,006 SH   DFND 2 0 1,484,286 10,720
DIRECTV COM 25490A309 540 5,820 SH   DFND 02,03 0 5,820 0
DIRECTV COM 25490A309 1,171 12,624 SH   DFND 10 0 7,000 5,624
DIRECTV COM 25490A309 236 2,543 SH   DFND 16 0 0 2,543
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 5,380 1,446,061 SH   DFND 2 0 1,068,897 377,164
DOCTOR REDDY'S LAB-ADR ADR 256135203 809 14,617 SH   DFND 2 0 0 14,617
DOCTOR REDDY'S LAB-ADR ADR 256135203 19 335 SH   DFND 16 0 0 335
DOLLAR GENERAL CORP COM 256677105 60,067 772,537 SH   DFND 2 0 770,866 1,671
DOLLAR GENERAL CORP COM 256677105 267 3,438 SH   DFND 02,03 0 3,438 0
DOLLAR GENERAL CORP COM 256677105 544 6,992 SH   DFND 16 0 2,071 4,921
DOLLAR TREE INC COM 256746108 154,092 1,950,760 SH   DFND 2 0 1,939,991 10,769
DOLLAR TREE INC COM 256746108 188 2,386 SH   DFND 02,03 0 2,386 0
DOLLAR TREE INC COM 256746108 4,251 53,866 SH   DFND 16 0 40,857 13,009
DOMINION MIDSTREAM PARTNERS LP 257454108 504 13,158 SH   DFND 16 0 0 13,158
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D 6 07/01/16 CONV PRF 25746U885 10,664 198,100 SH   DFND 2 0 0 198,100
DOMINO'S PIZZA INC COM 25754A201 42,930 378,574 SH   DFND 2 0 373,106 5,468
DOMINO'S PIZZA INC COM 25754A201 64 568 SH   DFND 02,03 0 568 0
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DOMTAR CORP COM 257559203 7,558 182,578 SH   DFND 2 0 182,578 0
DOMTAR CORP COM 257559203 2,546 61,947 SH   DFND 16 0 61,121 826
DONALDSON CO INC COM 257651109 19,054 532,200 SH   DFND 2 0 532,120 80
DONALDSON CO INC COM 257651109 96 2,683 SH   DFND 16 0 8 2,675
RR DONNELLEY & SONS CO COM 257867101 77,150 4,426,249 SH   DFND 2 0 4,425,174 1,075
RR DONNELLEY & SONS CO COM 257867101 44 2,530 SH   DFND 02,03 0 2,530 0
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DOVER CORP COM 260003108 70,598 1,005,973 SH   DFND 2 0 1,003,497 2,476
DOVER CORP COM 260003108 175 2,488 SH   DFND 02,03 0 2,488 0
DOVER CORP COM 260003108 183 2,615 SH   DFND 16 0 388 2,227
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DOW CHEMICAL CO/THE COM 260543103 642 12,545 SH   DFND 02,03 0 12,545 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 162 2,219 SH   DFND 02,03 0 2,219 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 7,022 96,329 SH   DFND 16 0 86,379 9,950
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DREAMWORKS ANIMATION SKG-A COM 26153C103 12 450 SH   DFND 16 0 0 450
DRESSER-RAND GROUP INC COM 261608103 16,372 192,212 SH   DFND 2 0 192,025 187
DRESSER-RAND GROUP INC COM 261608103 71 839 SH   DFND 16 0 0 839
DREW INDUSTRIES INC COM 26168L205 13,071 225,292 SH   DFND 2 0 225,292 0
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DREYFUS STRATEGIC MUNI BD FD COM 26202F107 78 10,135 SH   DFND 16 0 0 10,135
DRIL-QUIP INC COM 262037104 8,990 119,472 SH   DFND 2 0 118,691 781
DRIL-QUIP INC COM 262037104 669 8,917 SH   DFND 16 0 8,734 183
DREYFUS MUNICIPAL BOND INFRA COM 26203D101 137 11,760 SH   DFND 16 0 0 11,760
DU PONT (E.I.) DE NEMOURS COM 263534109 52,597 822,470 SH   DFND 2 0 767,337 55,133
DU PONT (E.I.) DE NEMOURS COM 263534109 671 10,485 SH   DFND 02,03 0 10,485 0
DU PONT (E.I.) DE NEMOURS COM 263534109 9,242 146,095 SH   DFND 16 0 80,445 65,650
DU PONT (E.I.) DE NEMOUR-W/I COM 263534117 83,529 1,358,210 SH   DFND 2 0 0 1,358,210
DUCOMMUN INC COM 264147109 1,445 56,295 SH   DFND 2 0 56,295 0
DUKE REALTY CORP COM 264411505 92,518 4,982,330 SH   DFND 2 0 4,978,722 3,608
DUKE REALTY CORP COM 264411505 19 1,010 SH   DFND 02,03 0 1,010 0
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DUKE ENERGY CORP COM 26441C204 626 8,855 SH   DFND 02,03 0 8,855 0
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DUN & BRADSTREET CORP COM 26483E100 163,504 1,340,222 SH   DFND 2 0 1,221,552 118,670
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DUNKIN' BRANDS GROUP INC COM 265504100 13,094 238,080 SH   DFND 2 0 238,080 0
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DUPONT FABROS TECHNOLOGY COM 26613Q106 14,537 494,696 SH   DFND 16 0 0 494,696
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DYAX CORP COM 26746E103 33 1,234 SH   DFND 02,03 0 1,234 0
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DYCOM INDUSTRIES INC COM 267475101 7 120 SH   DFND 16 0 0 120
DYNAMIC MATERIALS CORP COM 267888105 7,217 656,029 SH   DFND 2 0 656,029 0
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DYNAVAX TECHNOLOGIES CORP COM 268158201 1,965 83,959 SH   DFND 10 0 83,959 0
DYNAVAX TECHNOLOGIES CORP COM 268158201 15 650 SH   DFND 16 0 0 650
DYNEX CAPITAL INC COM 26817Q506 27 3,590 SH   DFND 2 0 3,590 0
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DYNEGY INC COM 26817R108 0 3 SH   DFND 16 0 0 3
DYNEGY INC OPT 26817R108 2,012 68,800 SH Put DFND 2 0 0 68,800
EGSHARES EM CONSUMER ETF COM 268461779 306 11,749 SH   DFND 16 0 0 11,749
EMC CORP/MA COM 268648102 361,727 13,705,122 SH   DFND 2 0 13,132,325 572,797
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EMC CORP/MA COM 268648102 37,838 1,433,806 SH   DFND 10 0 1,163,953 269,853
EMC CORP/MA COM 268648102 5,367 203,822 SH   DFND 16 0 97,277 106,545
EMC INS GROUP INC COM 268664109 7,461 297,647 SH   DFND 2 0 297,647 0
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ENI SPA-SPONSORED ADR ADR 26874R108 712 20,032 SH   DFND 16 0 0 20,032
EOG RESOURCES INC COM 26875P101 89,575 1,023,109 SH   DFND 2 0 902,531 120,578
EOG RESOURCES INC COM 26875P101 557 6,359 SH   DFND 02,03 0 6,359 0
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EPIQ SYSTEMS INC COM 26882D109 46 2,747 SH   DFND 16 0 2,547 200
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EQT CORP COM 26884L109 7,900 97,122 SH   DFND 2 0 96,791 331
EQT CORP COM 26884L109 143 1,760 SH   DFND 02,03 0 1,760 0
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ERA GROUP INC COM 26885G109 1,887 92,144 SH   DFND 2 0 92,144 0
ALPHACLONE ALTERNATIVE ALPHA COM 26922A305 23,725 526,663 SH   DFND 16 0 0 526,663
ETFS PHYSICAL PRECIOUS METAL COM 26922W109 713 12,061 SH   DFND 16 0 0 12,061
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EAGLE MATERIALS INC COM 26969P108 27,833 364,629 SH   DFND 2 0 358,479 6,150
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EL PASO ELECTRIC CO COM 283677854 11,039 318,497 SH   DFND 2 0 318,497 0
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EMERSON ELECTRIC CO COM 291011104 81,521 1,470,684 SH   DFND 2 0 1,402,900 67,784
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ENERGY TRANSFER EQUITY LP LP 29273V100 7,405 115,837 SH   DFND 16 0 60,776 55,061
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ENTERGY CORP COM 29364G103 146 2,078 SH   DFND 02,03 0 2,078 0
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ESCO TECHNOLOGIES INC COM 296315104 23,475 627,502 SH   DFND 2 0 587,731 39,771
ESSENDANT INC COM 296689102 19,126 487,261 SH   DFND 2 0 452,261 35,000
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ETHAN ALLEN INTERIORS INC COM 297602104 10,486 398,076 SH   DFND 2 0 398,076 0
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FEI COMPANY COM 30241L109 8,656 104,379 SH   DFND 2 0 104,379 0
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FLIR SYSTEMS INC COM 302445101 31,935 1,036,220 SH   DFND 2 0 1,032,895 3,325
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FBR & CO COM 30247C400 1,399 60,445 SH   DFND 2 0 60,445 0
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FMC TECHNOLOGIES INC COM 30249U101 268,722 6,476,686 SH   DFND 2 0 5,859,592 617,094
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FS INVESTMENT CORP COM 302635107 19,971 2,044,185 SH   DFND 16 0 0 2,044,185
FXCM INC-A COM 302693106 309 212,965 SH   DFND 2 0 212,965 0
FTD COS INC COM 30281V108 2,465 87,449 SH   DFND 2 0 87,449 0
FTI CONSULTING INC COM 302941109 9,365 227,094 SH   DFND 2 0 227,094 0
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FACEBOOK INC-A COM 30303M102 1,548,955 18,060,471 SH   DFND 2 0 17,245,494 814,977
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FRESH MARKET INC/THE COM 35804H106 3,639 113,210 SH   DFND 2 0 113,210 0
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G & K SERVICES INC -CL A COM 361268105 11,323 163,776 SH   DFND 2 0 163,776 0
GAMCO INVESTORS INC-A COM 361438104 598 8,712 SH   DFND 2 0 8,712 0
GAMCO INVESTORS INC-A COM 361438104 21 300 SH   DFND 16 0 0 300
GATX CORP COM 361448103 6,173 116,134 SH   DFND 2 0 116,134 0
GATX CORP COM 361448103 5,594 105,264 SH   DFND 10 0 105,264 0
GATX CORP COM 361448103 132 2,479 SH   DFND 16 0 1,955 524
GDF SUEZ-SPON ADR ADR 36160B105 262 14,153 SH   DFND 2 0 0 14,153
GDF SUEZ-SPON ADR ADR 36160B105 10 546 SH   DFND 16 0 0 546
GEO GROUP INC/THE COM 36162J106 46,983 1,375,394 SH   DFND 2 0 1,341,694 33,700
GEO GROUP INC/THE COM 36162J106 70 2,047 SH   DFND 16 0 1,226 821
GSI GROUP INC COM 36191C205 17,177 1,142,757 SH   DFND 2 0 983,176 159,581
GNC HOLDINGS INC-CL A COM 36191G107 28,274 635,649 SH   DFND 2 0 635,649 0
GNC HOLDINGS INC-CL A COM 36191G107 18 404 SH   DFND 16 0 0 404
GSV CAPITAL CORP COM 36191J101 504 48,930 SH   DFND 2 0 48,930 0
GSV CAPITAL CORP COM 36191J101 3 300 SH   DFND 16 0 0 300
GW PHARMACEUTICALS -ADR ADR 36197T103 3,564 29,004 SH   DFND 2 0 0 29,004
GW PHARMACEUTICALS -ADR ADR 36197T103 23 189 SH   DFND 16 0 0 189
GP STRATEGIES CORP COM 36225V104 482 14,500 SH   DFND 2 0 14,500 0
G-III APPAREL GROUP LTD COM 36237H101 28,926 411,181 SH   DFND 2 0 411,181 0
G-III APPAREL GROUP LTD COM 36237H101 18 254 SH   DFND 16 0 0 254
GABELLI EQUITY TRUST COM 362397101 571 91,159 SH   DFND 16 0 0 91,159
GABELLI DIVIDEND & INCOME TR COM 36242H104 694 33,314 SH   DFND 16 0 0 33,314
GALENA BIOPHARMA INC COM 363256108 62 36,250 SH   DFND 16 0 0 36,250
ARTHUR J GALLAGHER & CO COM 363576109 36,180 764,886 SH   DFND 2 0 720,832 44,054
ARTHUR J GALLAGHER & CO COM 363576109 18 375 SH   DFND 02,03 0 375 0
ARTHUR J GALLAGHER & CO COM 363576109 73 1,548 SH   DFND 16 0 6 1,542
GAMING AND LEISURE PROPERTIE COM 36467J108 15,004 409,266 SH   DFND 2 0 409,266 0
GAMING AND LEISURE PROPERTIE COM 36467J108 5 138 SH   DFND 16 0 0 138
GAMESTOP CORP-CLASS A COM 36467W109 18,797 437,556 SH   DFND 2 0 434,090 3,466
GAMESTOP CORP-CLASS A COM 36467W109 53 1,236 SH   DFND 02,03 0 1,236 0
GAMESTOP CORP-CLASS A COM 36467W109 64 1,500 SH   DFND 10 0 0 1,500
GAMESTOP CORP-CLASS A COM 36467W109 2,312 53,839 SH   DFND 16 0 46,683 7,156
GAMESA CORP TECN-UNSPON ADR ADR 36468A106 42 13,490 SH   DFND 2 0 0 13,490
GANNETT CO INC COM 36473H104 8,644 618,036 SH   DFND 2 0 618,036 0
GANNETT CO INC COM 36473H104 18 1,312 SH   DFND 02,03 0 1,312 0
GANNETT CO INC COM 36473H104 128 9,164 SH   DFND 16 0 0 9,164
GAP INC/THE COM 364760108 5,039 132,020 SH   DFND 2 0 132,020 0
GAP INC/THE COM 364760108 116 3,048 SH   DFND 02,03 0 3,048 0
GAP INC/THE COM 364760108 175 4,586 SH   DFND 16 0 2,066 2,520
GARTNER INC COM 366651107 32,676 380,939 SH   DFND 2 0 379,570 1,369
GARTNER INC COM 366651107 101 1,173 SH   DFND 16 0 525 648
GAZPROM OAO-SPON ADR ADR 368287207 243 46,449 SH   DFND 2 0 46,449 0
GAZPROM OAO-SPON ADR ADR 368287207 3,990 774,688 SH   DFND 10 0 0 774,688
GAZPROM OAO-SPON ADR ADR 368287207 23 4,333 SH   DFND 16 0 3,912 421
GENERAC HOLDINGS INC COM 368736104 8,831 222,162 SH   DFND 2 0 211,902 10,260
GENERAC HOLDINGS INC COM 368736104 145 3,657 SH   DFND 16 0 0 3,657
GENERAL CABLE CORP COM 369300108 13,077 662,814 SH   DFND 2 0 660,159 2,655
GENERAL CABLE CORP COM 369300108 651 33,020 SH   DFND 10 0 33,020 0
GENERAL CABLE CORP COM 369300108 2 100 SH   DFND 16 0 0 100
GENERAL CABLE CORP CONV BND 369300AL2 22,526 27,140,000 PRN   DFND 2 0 0 27,140,000
GENERAL COMMUNICATION INC-A COM 369385109 23,253 1,367,065 SH   DFND 2 0 1,053,978 313,087
GENERAL DYNAMICS CORP COM 369550108 563,911 3,979,844 SH   DFND 2 0 3,365,793 614,051
GENERAL DYNAMICS CORP COM 369550108 584 4,123 SH   DFND 02,03 0 4,123 0
GENERAL DYNAMICS CORP COM 369550108 110,799 782,149 SH   DFND 10 0 770,683 11,466
GENERAL DYNAMICS CORP COM 369550108 5,660 39,947 SH   DFND 16 0 24,262 15,685
GENERAL ELECTRIC CO COM 369604103 766,667 28,838,053 SH   DFND 2 0 27,493,353 1,344,700
GENERAL ELECTRIC CO COM 369604103 6,770 254,819 SH   DFND 02,03 0 254,819 0
GENERAL ELECTRIC CO COM 369604103 169,667 6,385,646 SH   DFND 10 0 5,911,175 474,471
GENERAL ELECTRIC CO COM 369604103 86,192 3,237,645 SH   DFND 16 0 392,140 2,845,505
GE 4.7 05/16/53 PRF 369622394 1,493 61,419 SH   DFND 16 0 0 61,419
GE 4 7/8 01/29/53 PRF 369622410 1,700 68,869 SH   DFND 16 0 0 68,869
GE 4 7/8 10/15/52 PRF 369622428 3,113 125,638 SH   DFND 16 0 0 125,638
GENERAL GROWTH PROPERTIES COM 370023103 68,279 2,660,858 SH   DFND 2 0 2,421,175 239,683
GENERAL GROWTH PROPERTIES COM 370023103 187 7,285 SH   DFND 02,03 0 7,285 0
GENERAL GROWTH PROPERTIES COM 370023103 81 3,147 SH   DFND 10 0 3,147 0
GENERAL GROWTH PROPERTIES COM 370023103 1,033 40,236 SH   DFND 16 0 36,931 3,305
GENERAL MILLS INC COM 370334104 269,391 4,834,691 SH   DFND 2 0 4,827,957 6,734
GENERAL MILLS INC COM 370334104 543 9,737 SH   DFND 02,03 0 9,737 0
GENERAL MILLS INC COM 370334104 5,581 100,336 SH   DFND 16 0 53,558 46,778
GENERAL MOTORS CO COM 37045V100 138,380 4,151,832 SH   DFND 2 0 4,149,910 1,922
GENERAL MOTORS CO COM 37045V100 581 17,430 SH   DFND 02,03 0 17,430 0
GENERAL MOTORS CO COM 37045V100 53,523 1,605,410 SH   DFND 10 0 1,605,410 0
GENERAL MOTORS CO COM 37045V100 3,345 100,360 SH   DFND 16 0 18,811 81,549
GENESCO INC COM 371532102 13,111 198,570 SH   DFND 2 0 198,140 430
GENESEE & WYOMING INC-CL A COM 371559105 23,755 311,828 SH   DFND 2 0 311,828 0
GENESEE & WYOMING INC-CL A COM 371559105 14 189 SH   DFND 16 0 5 184
GENTEX CORP COM 371901109 65,620 3,996,277 SH   DFND 2 0 3,983,727 12,550
GENTEX CORP COM 371901109 234 14,225 SH   DFND 02,03 0 14,225 0
GENTEX CORP COM 371901109 55 3,328 SH   DFND 16 0 0 3,328
GENUINE PARTS CO COM 372460105 17,186 191,849 SH   DFND 2 0 191,370 479
GENUINE PARTS CO COM 372460105 158 1,765 SH   DFND 02,03 0 1,765 0
GENUINE PARTS CO COM 372460105 2,117 23,661 SH   DFND 16 0 16,912 6,749
GENWORTH FINANCIAL INC-CL A COM 37247D106 21,766 2,875,202 SH   DFND 2 0 2,867,727 7,475
GENWORTH FINANCIAL INC-CL A COM 37247D106 154 20,280 SH   DFND 02,03 0 20,280 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 78 10,276 SH   DFND 16 0 0 10,276
GENTHERM INC COM 37253A103 24,032 437,644 SH   DFND 2 0 437,644 0
GENTHERM INC COM 37253A103 45 820 SH   DFND 02,03 0 820 0
GENTHERM INC COM 37253A103 7,307 133,128 SH   DFND 10 0 133,128 0
GENTHERM INC COM 37253A103 320 5,863 SH   DFND 16 0 3,493 2,370
GEOSPACE TECHNOLOGIES CORP COM 37364X109 5,731 248,624 SH   DFND 2 0 248,524 100
GERDAU SA -SPON ADR ADR 373737105 7 2,944 SH   DFND 2 0 0 2,944
GERDAU SA -SPON ADR ADR 373737105 7,289 3,037,078 SH   DFND 10 0 0 3,037,078
GERDAU SA -SPON ADR ADR 373737105 39 16,009 SH   DFND 16 0 0 16,009
GERBER SCIENTIFIC INC RTS WT 37373ESC5 0 124,138 SH   DFND 2 0 0 124,138
GERON CORP COM 374163103 20 4,560 SH   DFND 2 0 4,560 0
GERON CORP COM 374163103 135 31,545 SH   DFND 16 0 0 31,545
GETTY REALTY CORP COM 374297109 9,006 550,294 SH   DFND 2 0 550,294 0
GETTY REALTY CORP COM 374297109 38 2,300 SH   DFND 16 0 0 2,300
GIBRALTAR INDUSTRIES INC COM 374689107 8,964 440,060 SH   DFND 2 0 440,060 0
GIGAMON INC COM 37518B102 2,059 62,435 SH   DFND 2 0 62,435 0
GILEAD SCIENCES INC COM 375558103 569,851 4,867,239 SH   DFND 2 0 4,572,646 294,593
GILEAD SCIENCES INC COM 375558103 2,098 17,923 SH   DFND 02,03 0 17,923 0
GILEAD SCIENCES INC COM 375558103 298,738 2,551,353 SH   DFND 10 0 2,494,111 57,242
GILEAD SCIENCES INC COM 375558103 24,179 206,585 SH   DFND 16 0 35,552 171,033
GILEAD SCIENCES INC CONV BND 375558AP8 12,617 2,442,000 PRN   DFND 2 0 0 2,442,000
GIVAUDAN-UNSPON ADR ADR 37636P108 104 3,006 SH   DFND 2 0 0 3,006
GIVAUDAN-UNSPON ADR ADR 37636P108 1,080 31,175 SH   DFND 16 0 0 31,175
GLACIER BANCORP INC COM 37637Q105 10,512 357,313 SH   DFND 2 0 357,313 0
GLACIER BANCORP INC COM 37637Q105 0 1 SH   DFND 16 0 0 1
GLATFELTER COM 377316104 15,852 720,935 SH   DFND 2 0 626,862 94,073
GLATFELTER COM 377316104 7 329 SH   DFND 16 0 0 329
GLAUKOS CORP COM 377322102 3,233 111,550 SH   DFND 2 0 0 111,550
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 2,114 50,127 SH   DFND 2 0 0 50,127
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 57,012 1,375,528 SH   DFND 16 0 0 1,375,528
GLENCORE PLC -UNSP ADR ADR 37827X100 390 45,854 SH   DFND 2 0 0 45,854
GLOBALSTAR INC COM 378973408 7,664 3,631,600 SH   DFND 2 0 3,631,600 0
GLOBALSTAR INC COM 378973408 7 3,250 SH   DFND 16 0 0 3,250
GLOBAL PAYMENTS INC COM 37940X102 19,992 193,240 SH   DFND 2 0 192,558 682
GLOBAL PAYMENTS INC COM 37940X102 319 3,084 SH   DFND 16 0 1,798 1,286
GLOBAL POWER EQUIPMENT GROUP COM 37941P306 2,205 283,919 SH   DFND 2 0 196,543 87,376
GLOBAL X SUPER