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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACOMMON68243Q10660197,115SH DFND1597,11500
1ST SOURCE CORPCOMMON33690110333113,915SH DFND1513,91500
1ST UNITED BANCORP INC NORTHCOMMON33740N10511517,131SH DFND1517,13100
21VIANET GROUP INC ADRCOMMON90138A1031,509133,211SH DFND15133,21100
3D SYSTEMS CORPORATIONCOMMON88554D20520450SH DFND1400450
3D SYSTEMS CORPORATIONCOMMON88554D20571916,376SH DFND1516,37600
3D SYSTEMS CORPORATIONCOMMON88554D205581,319SH DFND31,31900
3M COCOMMON88579Y10141,345378,099SH DFND1373,09902,000
3M COCOMMON88579Y1015,81753,200SH DFND1,50053,200
3M COCOMMON88579Y1015,92454,177SH DFND1154,17700
3M COCOMMON88579Y1015565,081SH DFND11,131204,769
3M COCOMMON88579Y1014,24938,854SH DFND145,119033,735
3M COCOMMON88579Y10162,575572,247SH DFND15572,24700
3M COCOMMON88579Y1012752,515SH DFND162,51500
3M COCOMMON88579Y10166,039603,924SH DFND17603,92400
3M COCOMMON88579Y10131,254285,819SH DFND2285,81900
3M COCOMMON88579Y1013,19429,209SH DFND327,70001,509
3M COCOMMON88579Y1013,37530,866SH DFND430,86600
3M COCOMMON88579Y1012,96827,144SH DFND527,14400
3M COCOMMON88579Y10113,450123,000SH DFND6123,00000
3M COCOMMON88579Y1011311,200SH DFND71,20000
3M COCOMMON88579Y1012,34021,400SH DFND8,121,40000
51JOB INC-ADRCOMMON3168271042,45336,334SH DFND1536,33400
51JOB INC-ADRCOMMON3168271041862,748SH DFND2,42,74800
51JOB INC-ADRCOMMON3168271045408,000SH DFND68,00000
51JOB INC-ADRCOMMON3168271041,04315,445SH DFND6,1215,44500
51JOB INC-ADRCOMMON3168271041,77026,222SH DFND6,426,22200
8X8 INCCOMMON28291410066680,781SH DFND1580,78100
AAON INCCOMMON00036020653516,184SH DFND1516,18400
AAON INCCOMMON00036020639311,875SH DFND311,87500
AAR CORPCOMMON0003611052,550116,022SH DFND15116,02200
AAR CORPCOMMON000361105622,818SH DFND172,81800
AARON'S INC-CL ACOMMON0025353002318,252SH DFND38,25200
ABAXIS INCCOMMON0025671051,90840,165SH DFND1540,16500
ABB LTD-SPON ADRCOMMON00037520431,2711,443,711SH DFND11,443,71100
ABB LTD-SPON ADRCOMMON00037520471933,208SH DFND1533,20800
ABB LTD-SPON ADRCOMMON00037520414,180654,675SH DFND17654,67500
ABB LTD-SPON ADRCOMMON00037520414,104651,174SH DFND2651,17400
ABB LTD-SPON ADRCOMMON000375204522,380SH DFND31,38001,000
ABBOTT LABORATORIESCOMMON00282410090,1942,585,843SH DFND12,584,64301,200
ABBOTT LABORATORIESCOMMON0028241003,04987,400SH DFND1,50087,400
ABBOTT LABORATORIESCOMMON0028241002798,000SH DFND108,00000
ABBOTT LABORATORIESCOMMON0028241004,520129,601SH DFND11129,60100
ABBOTT LABORATORIESCOMMON0028241002,41969,355SH DFND12,10069,355
ABBOTT LABORATORIESCOMMON0028241002697,700SH DFND137,70000
ABBOTT LABORATORIESCOMMON00282410012,642362,431SH DFND1458,2680304,163
ABBOTT LABORATORIESCOMMON00282410086,4842,479,468SH DFND152,479,46800
ABBOTT LABORATORIESCOMMON00282410040211,521SH DFND1611,52100
ABBOTT LABORATORIESCOMMON00282410026,818768,857SH DFND17768,85700
ABBOTT LABORATORIESCOMMON00282410021,430614,387SH DFND2614,38700
ABBOTT LABORATORIESCOMMON0028241008,097232,150SH DFND3174,012058,138
ABBOTT LABORATORIESCOMMON0028241001,84552,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241002,04758,700SH DFND658,70000
ABBOTT LABORATORIESCOMMON0028241001123,200SH DFND73,20000
ABBOTT LABORATORIESCOMMON00282410051614,800SH DFND8,114,80000
ABBVIE INCCOMMON00287Y10950,3351,217,587SH DFND11,216,38701,200
ABBVIE INCCOMMON00287Y1093,37381,600SH DFND1,50081,600
ABBVIE INCCOMMON00287Y1093318,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1095,399130,601SH DFND11130,60100
ABBVIE INCCOMMON00287Y1092,57362,252SH DFND12,10062,252
ABBVIE INCCOMMON00287Y10912,285297,165SH DFND1442,8270254,338
ABBVIE INCCOMMON00287Y1095,833141,095SH DFND15141,09500
ABBVIE INCCOMMON00287Y1091884,538SH DFND164,53800
ABBVIE INCCOMMON00287Y10931,544763,041SH DFND17763,04100
ABBVIE INCCOMMON00287Y10923,654572,173SH DFND2572,17300
ABBVIE INCCOMMON00287Y1097,298176,541SH DFND3148,308028,233
ABBVIE INCCOMMON00287Y1092,18752,900SH DFND552,90000
ABBVIE INCCOMMON00287Y1091323,200SH DFND73,20000
ABBVIE INCCOMMON00287Y10961214,800SH DFND8,114,80000
ABERCROMBIE & FITCH CO CL ACOMMON002896207114,6602,533,933SH DFND12,500,333026,700
ABERCROMBIE & FITCH CO CL ACOMMON0028962072,76061,000SH DFND1,50061,000
ABERCROMBIE & FITCH CO CL ACOMMON0028962072315,100SH DFND1,9005,100
ABERCROMBIE & FITCH CO CL ACOMMON0028962075,686125,658SH DFND15125,65800
ABERCROMBIE & FITCH CO CL ACOMMON00289620720450SH DFND1645000
ABERCROMBIE & FITCH CO CL ACOMMON00289620773916,327SH DFND1716,32700
ABERCROMBIE & FITCH CO CL ACOMMON00289620712268SH DFND2,1526800
ABERCROMBIE & FITCH CO CL ACOMMON00289620762913,900SH DFND3,113,90000
ABERCROMBIE & FITCH CO CL ACOMMON0028962073126,900SH DFND56,90000
ABERCROMBIE & FITCH CO CL ACOMMON00289620746210,200SH DFND610,20000
ABERCROMBIE & FITCH CO CL ACOMMON00289620746610,300SH DFND8,110,30000
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910710,7651,736,359SH DFND151,736,35900
ABERDEEN ASIA-PAC INCOME FD CECOMMON003009107809130,543SH DFND17130,54300
ABERDEEN AUSTRALIA EQUITY FD CCOMMON003011103939,640SH DFND179,64000
ABIOMED INCCOMMON0036541001,34662,419SH DFND1562,41900
ABM INDUSTRIES INCCOMMON00095710012500SH DFND1400500
ABM INDUSTRIES INCCOMMON0009571001,34554,884SH DFND1554,88400
ABM INDUSTRIES INCCOMMON00095710012470SH DFND1647000
ABM INDUSTRIES INCCOMMON000957100743,000SH DFND33,00000
ABRAXAS PETROLEUM CORP (NEV)COMMON00383010610348,938SH DFND1548,93800
ACACIA RESEARCH - ACACIA TECCOMMON0038813074,632207,258SH DFND1207,25800
ACACIA RESEARCH - ACACIA TECCOMMON00388130752423,423SH DFND12,123,42300
ACACIA RESEARCH - ACACIA TECCOMMON0038813071627,239SH DFND157,23900
ACACIA RESEARCH - ACACIA TECCOMMON00388130731914,257SH DFND1714,25700
ACADIA HEALTHCARE CO INCCOMMON00404A10911,833357,805SH DFND1357,80500
ACADIA HEALTHCARE CO INCCOMMON00404A1091,76253,273SH DFND1553,27300
ACADIA PHARMACEUTICALS INCCOMMON0042251088,888489,677SH DFND1489,67700
ACADIA PHARMACEUTICALS INCCOMMON0042251081,05057,836SH DFND12,10057,836
ACADIA PHARMACEUTICALS INCCOMMON00422510824113,299SH DFND1513,29900
ACADIA REALTY TRUSTCOMMON00423910972,6062,940,719SH DFND11,901,34801,039,371
ACADIA REALTY TRUSTCOMMON00423910965926,671SH DFND11,126,67100
ACADIA REALTY TRUSTCOMMON0042391091,52361,698SH DFND1561,69800
ACADIA REALTY TRUSTCOMMON00423910959924,258SH DFND18,124,25800
ACADIA REALTY TRUSTCOMMON00423910929011,735SH DFND2,111,73500
ACADIA REALTY TRUSTCOMMON0042391092,568104,015SH DFND3,1104,01500
ACADIA REALTY TRUSTCOMMON0042391091285,200SH DFND4,15,20000
ACADIA REALTY TRUSTCOMMON00423910957723,388SH DFND6,1023,3880
ACCELRYS INCCOMMON00430U1031,038123,552SH DFND15123,55200
ACCENTURE PLC - CL ACOMMONG1151C10129,856414,894SH DFND1414,89400
ACCENTURE PLC - CL ACOMMONG1151C10193513,000SH DFND1013,00000
ACCENTURE PLC - CL ACOMMONG1151C1013,83853,336SH DFND1153,33600
ACCENTURE PLC - CL ACOMMONG1151C1011,24517,306SH DFND12,117,30600
ACCENTURE PLC - CL ACOMMONG1151C10113,532188,046SH DFND1417,6050170,441
ACCENTURE PLC - CL ACOMMONG1151C10117,394241,712SH DFND15241,71200
ACCENTURE PLC - CL ACOMMONG1151C1011101,527SH DFND161,52700
ACCENTURE PLC - CL ACOMMONG1151C10119,290268,069SH DFND17268,06900
ACCENTURE PLC - CL ACOMMONG1151C10161,222850,782SH DFND2850,78200
ACCENTURE PLC - CL ACOMMONG1151C1015347,417SH DFND2,17,41700
ACCENTURE PLC - CL ACOMMONG1151C1013,76252,277SH DFND324,166028,111
ACCENTURE PLC - CL ACOMMONG1151C1011,51821,100SH DFND521,10000
ACCENTURE PLC - CL ACOMMONG1151C1011,37419,100SH DFND619,10000
ACCENTURE PLC - CL ACOMMONG1151C1011011,400SH DFND71,40000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L1093,86481,000SH DFND181,00000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10918,458386,956SH DFND1400386,956
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10953,9531,131,084SH DFND31,085,094045,990
ACCESS NATIONAL CORPCOMMON00433710187267,180SH DFND167,18000
ACCESS NATIONAL CORPCOMMON00433710124018,500SH DFND3,118,50000
ACCO BRANDS CORPCOMMON00081T10833,3165,238,395SH DFND15,238,39500
ACCO BRANDS CORPCOMMON00081T10848976,957SH DFND1576,95700
ACCO BRANDS CORPCOMMON00081T1088713,705SH DFND30013,705
ACCRETIVE HEALTH INCCOMMON00438V103201,884SH DFND151,88400
ACCRETIVE HEALTH INCCOMMON00438V1034400SH DFND340000
ACCURAY INCCOMMON00439710518331,945SH DFND1531,94500
ACCURIDE CORPCOMMON00439T206555109,692SH DFND15109,69200
ACE LTDCOMMONH0023R105120,6841,348,731SH DFND11,348,73100
ACE LTDCOMMONH0023R1052,49727,908SH DFND1127,90800
ACE LTDCOMMONH0023R1057007,826SH DFND11,156307,263
ACE LTDCOMMONH0023R10571,789802,290SH DFND15802,29000
ACE LTDCOMMONH0023R1051591,781SH DFND161,78100
ACE LTDCOMMONH0023R1051,32814,843SH DFND1714,84300
ACE LTDCOMMONH0023R10515,394172,033SH DFND2172,03300
ACE LTDCOMMONH0023R10533373SH DFND337300
ACE LTDCOMMONH0023R10597510,892SH DFND510,89200
ACE LTDCOMMONH0023R10572800SH DFND780000
ACETO CORPCOMMON00444610039828,595SH DFND1528,59500
ACI WORLDWIDE INCCOMMON0044981013637,817SH DFND157,81700
ACORDA THERAPEUTICS INCCOMMON00484M10640,6031,230,757SH DFND11,228,45702,300
ACORDA THERAPEUTICS INCCOMMON00484M1066,888208,794SH DFND15208,79400
ACORDA THERAPEUTICS INCCOMMON00484M10674322,522SH DFND1722,52200
ACTAVIS INCCOMMON00507K1033,98431,561SH DFND131,56100
ACTAVIS INCCOMMON00507K1031,36310,800SH DFND1110,80000
ACTAVIS INCCOMMON00507K10323,141183,337SH DFND15183,33700
ACTAVIS INCCOMMON00507K10343338SH DFND1633800
ACTAVIS INCCOMMON00507K1035274,179SH DFND174,17900
ACTAVIS INCCOMMON00507K1034923,900SH DFND53,90000
ACTIONS SEMICONDUCTOR CO-ADRCOMMON00507E107406137,624SH DFND15137,62400
ACTIVE NETWORK INC/THECOMMON00506D10020326,852SH DFND1526,85200
ACTIVISION BLIZZARD INCCOMMON00507V10914,4071,010,300SH DFND11,006,40003,900
ACTIVISION BLIZZARD INCCOMMON00507V10982157,600SH DFND1,1257,60000
ACTIVISION BLIZZARD INCCOMMON00507V10910,665747,906SH DFND1,2747,90600
ACTIVISION BLIZZARD INCCOMMON00507V1092,665186,900SH DFND1,500186,900
ACTIVISION BLIZZARD INCCOMMON00507V10953737,668SH DFND1137,66800
ACTIVISION BLIZZARD INCCOMMON00507V1091,13279,400SH DFND1379,40000
ACTIVISION BLIZZARD INCCOMMON00507V109159,34011,173,911SH DFND1511,173,91100
ACTIVISION BLIZZARD INCCOMMON00507V1094,317302,722SH DFND16302,72200
ACTIVISION BLIZZARD INCCOMMON00507V1091,12979,206SH DFND1779,20600
ACTIVISION BLIZZARD INCCOMMON00507V109412,844SH DFND32,4490395
ACTIVISION BLIZZARD INCCOMMON00507V109906,322SH DFND56,32200
ACTIVISION BLIZZARD INCCOMMON00507V10915,2211,067,400SH DFND61,067,40000
ACTIVISION BLIZZARD INCCOMMON00507V1091,514106,200SH DFND8,1106,20000
ACTUANT CORP CL ACOMMON00508X2035,389163,455SH DFND1163,45500
ACTUANT CORP CL ACOMMON00508X2032,19366,523SH DFND1566,52300
ACTUANT CORP CL ACOMMON00508X20360418,321SH DFND1718,32100
ACTUANT CORP CL ACOMMON00508X2031855,626SH DFND35,62600
ACTUATE CORPCOMMON00508B1029,0371,361,064SH DFND11,125,4390235,625
ACTUATE CORPCOMMON00508B10212618,946SH DFND1518,94600
ACTUATE CORPCOMMON00508B1027310,932SH DFND2,110,93200
ACTUATE CORPCOMMON00508B1021,017153,114SH DFND6,1153,11400
ACUITY BRANDS INCCOMMON00508Y10240,791540,135SH DFND1540,13500
ACUITY BRANDS INCCOMMON00508Y1022,22229,420SH DFND1529,42000
ACUITY BRANDS INCCOMMON00508Y1021391,843SH DFND161,84300
ACUITY BRANDS INCCOMMON00508Y1021872,475SH DFND172,47500
ACUITY BRANDS INCCOMMON00508Y1026,62587,730SH DFND387,73000
ACXIOM CORPCOMMON0051251091,52267,100SH DFND167,10000
ACXIOM CORPCOMMON00512510998343,347SH DFND1543,34700
ACXIOM CORPCOMMON00512510913,017573,935SH DFND2573,93500
ACXIOM CORPCOMMON0051251092189,600SH DFND3,19,60000
ADA-ES INCCOMMON0052081032155,106SH DFND155,10600
ADAMS RESOURCES & ENERGY INCCOMMON0063513085738,315SH DFND158,31500
ADCARE HEALTH SYSTEMS INCCOMMON00650W3003553SH DFND355300
ADDUS HOMECARE CORPCOMMON00673910680140,560SH DFND140,56000
ADDUS HOMECARE CORPCOMMON0067391061587,999SH DFND157,99900
ADDUS HOMECARE CORPCOMMON00673910638919,700SH DFND3,119,70000
ADECOAGRO SACOMMONL0084910622836,474SH DFND1536,47400
ADECOAGRO SACOMMONL00849106416,531SH DFND176,53100
ADMINISTRADORA FONDOS PENSIONECOMMON00709P1082,90134,004SH DFND1534,00400
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10816,749196,352SH DFND2196,35200
ADOBE SYSTEMS INCCOMMON00724F101422,8769,281,736SH DFND19,277,93403,802
ADOBE SYSTEMS INCCOMMON00724F1011,78739,213SH DFND1139,21300
ADOBE SYSTEMS INCCOMMON00724F1011,38530,400SH DFND148,000022,400
ADOBE SYSTEMS INCCOMMON00724F101236,6145,193,460SH DFND155,193,46000
ADOBE SYSTEMS INCCOMMON00724F1016,223136,579SH DFND16136,57900
ADOBE SYSTEMS INCCOMMON00724F10164814,227SH DFND1714,22700
ADOBE SYSTEMS INCCOMMON00724F1012,58956,827SH DFND30056,827
ADOBE SYSTEMS INCCOMMON00724F10188519,422SH DFND419,42200
ADOBE SYSTEMS INCCOMMON00724F10180317,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F10115,931349,678SH DFND6349,67800
ADT CORP-THECOMMON00101J106184,0714,619,105SH DFND14,616,61102,494
ADT CORP-THECOMMON00101J10678519,701SH DFND1119,70100
ADT CORP-THECOMMON00101J1062396,000SH DFND146,00000
ADT CORP-THECOMMON00101J1061,20430,211SH DFND1530,21100
ADT CORP-THECOMMON00101J10637931SH DFND1693100
ADT CORP-THECOMMON00101J106892,225SH DFND172,22500
ADT CORP-THECOMMON00101J1063278,200SH DFND366507,535
ADT CORP-THECOMMON00101J1063238,106SH DFND58,10600
ADT CORP-THECOMMON00101J106441,100SH DFND71,10000
ADTRAN INCCOMMON00738A1061,58664,430SH DFND1564,43000
ADTRAN INCCOMMON00738A1061,13346,030SH DFND1746,03000
ADTRAN INCCOMMON00738A106461,885SH DFND3001,885
ADVANCE AUTO PARTSCOMMON00751Y10653,395657,811SH DFND1657,81100
ADVANCE AUTO PARTSCOMMON00751Y1064986,135SH DFND116,13500
ADVANCE AUTO PARTSCOMMON00751Y1061,44917,853SH DFND147,671010,182
ADVANCE AUTO PARTSCOMMON00751Y1066427,905SH DFND157,90500
ADVANCE AUTO PARTSCOMMON00751Y10621262SH DFND1626200
ADVANCE AUTO PARTSCOMMON00751Y1062422,983SH DFND172,98300
ADVANCE AUTO PARTSCOMMON00751Y1065,32865,645SH DFND350,528015,117
ADVANCE AUTO PARTSCOMMON00751Y10632400SH DFND740000
ADVANCED ENERGY INDUSTRIESCOMMON00797310092653,200SH DFND113,600039,600
ADVANCED ENERGY INDUSTRIESCOMMON0079731006,675383,423SH DFND15383,42300
ADVANCED ENERGY INDUSTRIESCOMMON007973100834,748SH DFND174,74800
ADVANCED ENERGY INDUSTRIESCOMMON007973100774,405SH DFND3004,405
ADVANCED ENERGY INDUSTRIESCOMMON007973100784,500SH DFND3,14,50000
ADVANCED MICRO DEVICESCOMMON0079031073,445844,345SH DFND1844,34500
ADVANCED MICRO DEVICESCOMMON0079031076,7101,644,656SH DFND151,644,65600
ADVANCED MICRO DEVICESCOMMON007903107338,069SH DFND168,06900
ADVANCED MICRO DEVICESCOMMON007903107338,018SH DFND178,01800
ADVANCED MICRO DEVICESCOMMON007903107225,358SH DFND2,155,35800
ADVANCED MICRO DEVICESCOMMON00790310713833,739SH DFND333,73900
ADVANCED MICRO DEVICES 6.0 05-CONVERT007903AL12,0432,000,000PRN DFND1002,000,000
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M40411929,354SH DFND1529,35400
ADVANTAGE OIL & GAS LTDCOMMON00765F101123,000SH DFND14003,000
ADVANTAGE OIL & GAS LTDCOMMON00765F10110727,260SH DFND1527,26000
ADVANTAGE OIL & GAS LTDCOMMON00765F10142,78110,866,417SH DFND210,866,41700
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391072,508362,917SH DFND17362,91700
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C10981047,836SH DFND1747,83600
ADVENT SOFTWARE INCCOMMON00797410836110,300SH DFND1510,30000
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E1041,054107,754SH DFND15107,75400
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E104697,097SH DFND177,09700
ADVISORY BOARD CO/ THECOMMON00762W1072775,063SH DFND155,06300
AECOM TECHNOLOGY CORPCOMMON00766T10011,125349,960SH DFND1306,560043,400
AECOM TECHNOLOGY CORPCOMMON00766T1004,031126,800SH DFND1,500126,800
AECOM TECHNOLOGY CORPCOMMON00766T1006,783213,384SH DFND15213,38400
AECOM TECHNOLOGY CORPCOMMON00766T1001645,173SH DFND165,17300
AECOM TECHNOLOGY CORPCOMMON00766T10067321,159SH DFND1721,15900
AECOM TECHNOLOGY CORPCOMMON00766T10078824,800SH DFND624,80000
AEGEAN MARINE PETROLEUM NETWCOMMONY0017S10279986,235SH DFND1586,23500
AEGERION PHARMACEUTICALS INCCOMMON00767E1021011,600SH DFND141,60000
AEGERION PHARMACEUTICALS INCCOMMON00767E10267510,655SH DFND1510,65500
AEGION CORPCOMMON00770F10450,8012,256,800SH DFND12,256,80000
AEGION CORPCOMMON00770F10424,7401,099,075SH DFND151,099,07500
AEGION CORPCOMMON00770F10426611,812SH DFND1711,81200
AEGION CORPCOMMON00770F1041064,690SH DFND3004,690
AEGON NV AMER REG SHRCOMMON0079241031215SH DFND121500
AEGON NV AMER REG SHRCOMMON00792410321732,027SH DFND1532,02700
AEGON NV AMER REG SHRCOMMON007924103284,095SH DFND34,09500
AEP INDUSTRIES INCCOMMON0010311033855,173SH DFND155,17300
AERCAP HOLDINGS NVCOMMONN0098510641,1262,355,462SH DFND12,355,46200
AERCAP HOLDINGS NVCOMMONN0098510628916,529SH DFND1516,52900
AERCAP HOLDINGS NVCOMMONN0098510611655SH DFND1665500
AERCAP HOLDINGS NVCOMMONN009851066352SH DFND335200
AEROFLEX HOLDING CORPCOMMON00776710610513,251SH DFND1513,25100
AEROPOSTALE INCCOMMON00786510837827,407SH DFND1527,40700
AEROPOSTALE INCCOMMON0078651089664SH DFND1666400
AEROPOSTALE INCCOMMON007865108775,550SH DFND3005,550
AEROVIRONMENT INCCOMMON0080731081,35066,899SH DFND155,306011,593
AEROVIRONMENT INCCOMMON00807310881940,599SH DFND1540,59900
AEROVIRONMENT INCCOMMON008073108381,892SH DFND161,89200
AEROVIRONMENT INCCOMMON00807310811550SH DFND2,155000
AEROVIRONMENT INCCOMMON0080731081718,480SH DFND6,18,48000
AES CORPORATIONCOMMON00130H1056,094508,284SH DFND1478,184026,300
AES CORPORATIONCOMMON00130H105534,400SH DFND1,9004,400
AES CORPORATIONCOMMON00130H10563753,116SH DFND1153,11600
AES CORPORATIONCOMMON00130H105292,400SH DFND14002,400
AES CORPORATIONCOMMON00130H1053,216268,216SH DFND15268,21600
AES CORPORATIONCOMMON00130H1051058,740SH DFND168,74000
AES CORPORATIONCOMMON00130H10536130,075SH DFND1730,07500
AES CORPORATIONCOMMON00130H1055380SH DFND32500130
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AES CORPORATIONCOMMON00130H10525120,931SH DFND520,93100
AES CORPORATIONCOMMON00130H105433,600SH DFND8,13,60000
AETERNA ZENTARIS INCCOMMON00797530331,666SH DFND31,66600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10890,3591,422,074SH DFND11,422,07400
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,99931,458SH DFND1131,45800
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1082,98747,009SH DFND12,10047,009
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10836,394572,769SH DFND1475,6500497,119
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AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081692,656SH DFND162,65600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1085,03279,200SH DFND1779,20000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10856,977896,714SH DFND3775,8110120,903
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,03016,210SH DFND516,21000
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AFC ENTERPRISESCOMMON00104Q10756215,635SH DFND1515,63500
AFC ENTERPRISESCOMMON00104Q10739510,996SH DFND1710,99600
AFFILIATED MANAGERS GROU CVT PCONVERT00169X2032,07433,900SH DFND133,90000
AFFILIATED MANAGERS GROUPCOMMON008252108171,1111,043,742SH DFND11,019,042024,700
AFFILIATED MANAGERS GROUPCOMMON0082521087054,300SH DFND114,30000
AFFILIATED MANAGERS GROUPCOMMON0082521086,25638,160SH DFND1538,16000
AFFILIATED MANAGERS GROUPCOMMON0082521081594SH DFND169400
AFFILIATED MANAGERS GROUPCOMMON0082521081911,164SH DFND2,11,16400
AFFILIATED MANAGERS GROUPCOMMON00825210836217SH DFND321700
AFFILIATED MANAGERS GROUPCOMMON0082521082,83617,300SH DFND6,117,30000
AFFILIATED MANAGERS GROUPCOMMON00825210833200SH DFND720000
AFFLIATED MANAGERS GRP 3.95 CVCONVERT008252AL219,32615,025,000PRN DFND10015,025,000
AFFYMETRIX INCCOMMON00826T108929209,212SH DFND15209,21200
AFLAC INCCOMMON001055102118,9522,046,661SH DFND12,046,66100
AFLAC INCCOMMON0010551022,24338,594SH DFND1138,59400
AFLAC INCCOMMON0010551024748,150SH DFND142,55005,600
AFLAC INCCOMMON00105510217,202295,970SH DFND15295,97000
AFLAC INCCOMMON0010551021492,568SH DFND162,56800
AFLAC INCCOMMON00105510246,790805,053SH DFND17805,05300
AFLAC INCCOMMON00105510270312,092SH DFND212,09200
AFLAC INCCOMMON0010551023345,748SH DFND35,3390409
AFLAC INCCOMMON0010551021,07318,462SH DFND518,46200
AFLAC INCCOMMON001055102701,200SH DFND71,20000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281053165SH DFND1400165
AG MORTGAGE INVESTMENT TRUST ICOMMON001228105784,172SH DFND154,17200
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,019107,355SH DFND17107,35500
AG MORTGAGE INVESTMENT TRUST ICOMMON00122810533517,811SH DFND317,5300281
AGCO CORPCOMMON00108410211,997239,041SH DFND1239,04100
AGCO CORPCOMMON0010841024178,300SH DFND118,30000
AGCO CORPCOMMON0010841023076,118SH DFND11,136405,754
AGCO CORPCOMMON0010841022,21244,082SH DFND1544,08200
AGCO CORPCOMMON0010841021573,136SH DFND163,13600
AGCO CORPCOMMON00108410261612,274SH DFND1712,27400
AGCO CORP CVT 1.25 12-15-36CONVERT001084AM42,4852,000,000PRN DFND1002,000,000
AGILENT TECHNOLOGIES INCCOMMON00846U101108,7532,543,324SH DFND12,543,32400
AGILENT TECHNOLOGIES INCCOMMON00846U1011,22528,649SH DFND1128,64900
AGILENT TECHNOLOGIES INCCOMMON00846U1013357,845SH DFND143,00704,838
AGILENT TECHNOLOGIES INCCOMMON00846U1015,174120,995SH DFND15120,99500
AGILENT TECHNOLOGIES INCCOMMON00846U10142981SH DFND1698100
AGILENT TECHNOLOGIES INCCOMMON00846U10152912,360SH DFND1712,36000
AGILENT TECHNOLOGIES INCCOMMON00846U10114333SH DFND2,1533300
AGILENT TECHNOLOGIES INCCOMMON00846U101581,347SH DFND31,1290218
AGILENT TECHNOLOGIES INCCOMMON00846U10165215,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U101471,100SH DFND71,10000
AGILYSYS INCCOMMON00847J10557650,990SH DFND150,99000
AGILYSYS INCCOMMON00847J10573064,650SH DFND1564,65000
AGILYSYS INCCOMMON00847J10516014,200SH DFND3,114,20000
AGL RESOURCES INCCOMMON001204106101,3192,363,950SH DFND12,363,95000
AGL RESOURCES INCCOMMON00120410656,7681,324,500SH DFND151,324,50000
AGL RESOURCES INCCOMMON00120410629665SH DFND1666500
AGL RESOURCES INCCOMMON0012041063,54482,679SH DFND1782,67900
AGL RESOURCES INCCOMMON00120410626600SH DFND360000
AGNICO EAGLE MINESCOMMON00847410842215,350SH DFND1115,35000
AGNICO EAGLE MINESCOMMON0084741082428,800SH DFND138,80000
AGNICO EAGLE MINESCOMMON00847410864023,278SH DFND1523,27800
AGNICO EAGLE MINESCOMMON00847410810,483381,049SH DFND2381,04900
AGNICO EAGLE MINESCOMMON0084741081425,172SH DFND2,15,17200
AGNICO EAGLE MINESCOMMON0084741082,54292,400SH DFND692,40000
AGNICO EAGLE MINESCOMMON0084741081,83066,500SH DFND766,50000
AGNICO EAGLE MINESCOMMON0084741081,71462,284SH DFND962,28400
AGNICO EAGLE MINES LTDCOMMON00847410827,124984,890SH DFND1984,89000
AGNICO EAGLE MINES LTDCOMMON0084741081635,906SH DFND175,90600
AGNICO EAGLE MINES LTDCOMMON0084741082388,643SH DFND2,158,64300
AGNICO EAGLE MINES LTDCOMMON00847410814500SH DFND350000
AGNICO EAGLE MINES LTDCOMMON00847410855320,084SH DFND9,10020,084
AGREE REALTY CORPCOMMON0084921003,760127,364SH DFND15127,36400
AGRIUM INCCOMMON00891610899,3491,148,541SH DFND11,148,54100
AGRIUM INCCOMMON0089161081,13513,120SH DFND1113,12000
AGRIUM INCCOMMON0089161084,06947,043SH DFND1547,04300
AGRIUM INCCOMMON0089161086157,110SH DFND167,11000
AGRIUM INCCOMMON0089161081872,165SH DFND172,16500
AGRIUM INCCOMMON00891610822,448259,509SH DFND2,1259,50900
AGRIUM INCCOMMON0089161087258,340SH DFND2,158,34000
AGRIUM INCCOMMON0089161087008,094SH DFND58,09400
AGRIUM INCCOMMON00891610835400SH DFND740000
AH BELO CORP-ACOMMON00128210235852,155SH DFND1552,15500
AIR LEASE CORPCOMMON00912X30298435,648SH DFND1535,64800
AIR LEASE CORP CVT 3.875 144ACONVERT00912XAA212,51710,130,000PRN DFND110,130,00000
AIR METHODS CORPCOMMON00912830710,805319,117SH DFND1319,11700
AIR METHODS CORPCOMMON0091283071,41141,684SH DFND12,10041,684
AIR METHODS CORPCOMMON0091283072,38570,427SH DFND1570,42700
AIR PRODUCTS & CHEMICALS INCCOMMON00915810685,966938,804SH DFND1938,80400
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,59617,430SH DFND1117,43000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581069,832107,366SH DFND15107,36600
AIR PRODUCTS & CHEMICALS INCCOMMON00915810689972SH DFND1697200
AIR PRODUCTS & CHEMICALS INCCOMMON00915810671,729783,325SH DFND17783,32500
AIR PRODUCTS & CHEMICALS INCCOMMON0091581066737,346SH DFND36,8090537
AIR PRODUCTS & CHEMICALS INCCOMMON0091581067478,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581069,946108,621SH DFND6108,62100
AIR PRODUCTS & CHEMICALS INCCOMMON00915810655600SH DFND760000
AIR TRANSPORT SERVICES GROUPCOMMON00922R10564697,676SH DFND1597,67600
AIRCASTLE LTDCOMMONG0129K10465240,781SH DFND1540,78100
AIRCASTLE LTDCOMMONG0129K10414854SH DFND1685400
AIRCASTLE LTDCOMMONG0129K10435822,363SH DFND1722,36300
AIRGAS INCCOMMON0093631023,49336,591SH DFND136,59100
AIRGAS INCCOMMON0093631025445,700SH DFND115,70000
AIRGAS INCCOMMON00936310222,851239,378SH DFND15239,37800
AIRGAS INCCOMMON00936310217174SH DFND1617400
AIRGAS INCCOMMON00936310229300SH DFND730000
AIXTRON AG-SPONSORED ADRCOMMON0096061043,861230,098SH DFND15230,09800
AK STEEL HOLDING CORPCOMMON001547108433142,542SH DFND15142,54200
AK STEEL HOLDING CORPCOMMON001547108134,275SH DFND164,27500
AKAMAI TECHNOLOGIESCOMMON00971T1013,57283,941SH DFND183,94100
AKAMAI TECHNOLOGIESCOMMON00971T10163214,844SH DFND1114,84400
AKAMAI TECHNOLOGIESCOMMON00971T101431,000SH DFND14001,000
AKAMAI TECHNOLOGIESCOMMON00971T10181,4121,913,334SH DFND151,913,33400
AKAMAI TECHNOLOGIESCOMMON00971T1012,05548,287SH DFND1648,28700
AKAMAI TECHNOLOGIESCOMMON00971T10169716,382SH DFND1716,38200
AKAMAI TECHNOLOGIESCOMMON00971T1018,094190,222SH DFND2190,22200
AKAMAI TECHNOLOGIESCOMMON00971T10115360SH DFND2,1536000
AKAMAI TECHNOLOGIESCOMMON00971T1019207SH DFND3550152
AKAMAI TECHNOLOGIESCOMMON00971T101841,973SH DFND41,97300
AKAMAI TECHNOLOGIESCOMMON00971T1013458,100SH DFND58,10000
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AKORN INCCOMMON00972810615,4921,145,874SH DFND151,145,87400
AKORN INCCOMMON0097281066444SH DFND344400
AKORN INC CVT 3.5 6-1-16CONVERT009728AB26,6904,000,000PRN DFND14,000,00000
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP56,0587,060,000PRN DFND17,060,00000
ALAMO GROUP INCCOMMON0113111072395,854SH DFND155,85400
ALAMOS GOLD INCCOMMON0115271088,567708,825SH DFND1708,82500
ALAMOS GOLD INCCOMMON01152710820116,669SH DFND1516,66900
ALAMOS GOLD INCCOMMON011527108433,524SH DFND2,153,52400
ALAMOS GOLD INCCOMMON01152710834628,657SH DFND928,65700
ALAMOS GOLD INCCOMMON01152710834628,657SH DFND9,10028,657
ALASKA AIR GROUP INCCOMMON0116591098,316159,915SH DFND1159,91500
ALASKA AIR GROUP INCCOMMON0116591094789,200SH DFND1,5009,200
ALASKA AIR GROUP INCCOMMON0116591092,79853,816SH DFND1553,81600
ALASKA AIR GROUP INCCOMMON0116591091422,734SH DFND162,73400
ALASKA AIR GROUP INCCOMMON0116591091,50929,025SH DFND1729,02500
ALASKA COMM SYSTEMS GROUPCOMMON01167P101498294,548SH DFND15294,54800
ALBANY INTL CORP CL ACOMMON0123481081,77153,702SH DFND1553,70200
ALBANY MOLECULAR RESEARCHCOMMON0124231091,961165,210SH DFND1112,110053,100
ALBANY MOLECULAR RESEARCHCOMMON01242310929925,166SH DFND1525,16600
ALBANY MOLECULAR RESEARCHCOMMON01242310964954,700SH DFND3,154,70000
ALBEMARLE CORPCOMMON01265310146,660749,077SH DFND1749,07700
ALBEMARLE CORPCOMMON0126531014677,500SH DFND117,50000
ALBEMARLE CORPCOMMON01265310188614,216SH DFND1514,21600
ALBEMARLE CORPCOMMON01265310116254SH DFND1625400
ALBEMARLE CORPCOMMON01265310155884SH DFND1788400
ALBEMARLE CORPCOMMON0126531014988,000SH DFND38,00000
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ALCATEL-LUCENT ADRCOMMON0139043056636,001SH DFND1536,00100
ALCATEL-LUCENT ADRCOMMON0139043051672SH DFND367200
ALCOA CVT BOND ENHD TRST 144ACONVERT21255BAA119,55415,000,000PRN DFND10015,000,000
ALCOA INCCOMMON013817101161,97720,713,143SH DFND120,713,14300
ALCOA INCCOMMON01381710170590,097SH DFND1190,09700
ALCOA INCCOMMON0138171013,152403,114SH DFND15403,11400
ALCOA INCCOMMON01381710112315,775SH DFND1615,77500
ALCOA INCCOMMON01381710133642,919SH DFND1742,91900
ALCOA INCCOMMON013817101334,220SH DFND33,01001,210
ALCOA INCCOMMON01381710122628,952SH DFND528,95200
ALCOA INCCOMMON013817101303,800SH DFND73,80000
ALERE INCCOMMON01449J10572,5602,961,623SH DFND12,961,62300
ALERE INCCOMMON01449J10554,1322,209,452SH DFND1,22,209,45200
ALERE INCCOMMON01449J1052229,042SH DFND11,29,04200
ALERE INCCOMMON01449J1051,39256,810SH DFND1556,81000
ALERE INCCOMMON01449J10513526SH DFND1652600
ALERE INCCOMMON01449J1059,934405,458SH DFND2405,45800
ALERE INCCOMMON01449J105642,600SH DFND3002,600
ALERIAN MLP ETFCOMMON00162Q866341,900SH DFND14001,900
ALERIAN MLP ETFCOMMON00162Q8667,368412,777SH DFND17412,77700
ALERIAN MLP ETFCOMMON00162Q8667410SH DFND341000
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ALEXANDER'S INCCOMMON014752109201683SH DFND1568300
ALEXANDER'S INCCOMMON01475210988300SH DFND330000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711097,998121,695SH DFND133,195088,500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,15617,585SH DFND1517,58500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711094516,862SH DFND15,16,86200
ALEXANDRIA REAL EST EQUITIESCOMMON01527110916239SH DFND1623900
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,33120,251SH DFND1720,25100
ALEXANDRIA REAL ESTATE E SERCONVERT01527150511,003425,000SH DFND1425,00000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715051847,100SH DFND4,17,10000
ALEXION PHARMACEUTICALS INCCOMMON01535110922,933248,626SH DFND1248,62600
ALEXION PHARMACEUTICALS INCCOMMON0153511091,48516,100SH DFND1116,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511092,18523,686SH DFND12,10023,686
ALEXION PHARMACEUTICALS INCCOMMON015351109179,8871,950,201SH DFND151,950,20100
ALEXION PHARMACEUTICALS INCCOMMON0153511094,85452,626SH DFND1652,62600
ALEXION PHARMACEUTICALS INCCOMMON01535110998210,642SH DFND1710,64200
ALEXION PHARMACEUTICALS INCCOMMON01535110956605SH DFND34760129
ALEXION PHARMACEUTICALS INCCOMMON0153511095816,300SH DFND56,30000
ALEXION PHARMACEUTICALS INCCOMMON01535110946500SH DFND750000
ALICO INCCOMMON016230104366SH DFND156600
ALIGN TECHNOLOGY INCCOMMON01625510110,030270,797SH DFND1270,79700
ALIGN TECHNOLOGY INCCOMMON0162551015,628151,953SH DFND15151,95300
ALIGN TECHNOLOGY INCCOMMON01625510137010,000SH DFND310,00000
ALKERMES PLCCOMMONG0176710553718,707SH DFND1518,70700
ALKERMES PLCCOMMONG017671051204,170SH DFND3004,170
ALLEGHANY CORPCOMMON0171751004981,300SH DFND111,30000
ALLEGHANY CORPCOMMON0171751006271,636SH DFND151,63600
ALLEGHANY CORPCOMMON0171751001335SH DFND163500
ALLEGHANY CORPCOMMON017175100334872SH DFND1787200
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10258,2472,213,883SH DFND12,213,88300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1025,734217,942SH DFND15217,94200
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10222853SH DFND1685300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1021525,789SH DFND175,78900
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1023,621137,611SH DFND2137,61100
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10219738SH DFND2,1573800
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1029332SH DFND333200
ALLEGIANT TRAVEL COCOMMON01748X1022,10319,837SH DFND1519,83700
ALLEGIANT TRAVEL COCOMMON01748X1025515,199SH DFND175,19900
ALLERGAN INCCOMMON01849010219,749234,440SH DFND1234,44000
ALLERGAN INCCOMMON0184901022,06424,500SH DFND1124,50000
ALLERGAN INCCOMMON0184901021,21314,404SH DFND12,10014,404
ALLERGAN INCCOMMON0184901024,37251,894SH DFND1421,501030,393
ALLERGAN INCCOMMON01849010213,796163,770SH DFND15163,77000
ALLERGAN INCCOMMON01849010232385SH DFND1638500
ALLERGAN INCCOMMON0184901022,06924,558SH DFND1724,55800
ALLERGAN INCCOMMON0184901023,36839,976SH DFND37,211032,765
ALLERGAN INCCOMMON0184901021,05312,495SH DFND512,49500
ALLERGAN INCCOMMON01849010267800SH DFND780000
ALLETE INCCOMMON0185223002,14743,076SH DFND1543,07600
ALLETE INCCOMMON01852230011212SH DFND1621200
ALLETE INCCOMMON0185223004,81396,545SH DFND1796,54500
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461013,539270,363SH DFND17270,36300
ALLIANCE DATA SYSTEMS CO CVT 1CONVERT018581AD012,4505,480,000PRN DFND15,480,00000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108113,153625,052SH DFND1625,05200
ALLIANCE DATA SYSTEMS CORPCOMMON01858110880,293443,534SH DFND1,2443,53400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087604,200SH DFND114,20000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084172,301SH DFND11,22,30100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811082,21312,226SH DFND12,112,22600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110816,38190,488SH DFND1419,910070,578
ALLIANCE DATA SYSTEMS CORPCOMMON0185811085,52230,504SH DFND1530,50400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081899SH DFND169900
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,0285,679SH DFND175,67900
ALLIANCE DATA SYSTEMS CORPCOMMON01858110821,781120,315SH DFND2120,31500
ALLIANCE DATA SYSTEMS CORPCOMMON01858110834,829192,391SH DFND3159,138033,253
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084342,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON01858110836200SH DFND720000
ALLIANCE FIBER OPTIC PRODUCTCOMMON018680306884,400SH DFND3,14,40000
ALLIANCE HOLDINGS GP LPCOMMON01861G10023354SH DFND1400354
ALLIANCE HOLDINGS GP LPCOMMON01861G1001,93930,420SH DFND1530,42000
ALLIANCE HOLDINGS GP LPCOMMON01861G100891,392SH DFND31,39200
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U10612,764948,277SH DFND17948,27700
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,06581,940SH DFND1781,94000
ALLIANCE ONE INTERNATIONAL INCCOMMON01877210321055,300SH DFND10055,300
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721031,068281,008SH DFND15281,00800
ALLIANCE ONE INTERNATIONAL INCCOMMON01877210311430,000SH DFND330,00000
ALLIANCE ONE INTERNATIONAL INCCOMMON018772103123,100SH DFND3,13,10000
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082,08329,498SH DFND1529,49800
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1081091,550SH DFND31,55000
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1065,467363,743SH DFND15363,74300
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1062,482165,127SH DFND17165,12700
ALLIANCEBERNSTEIN HOLDING LPCOMMON01881G1064200SH DFND120000
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10114,2581,911,288SH DFND151,911,28800
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10111,5381,546,584SH DFND171,546,58400
ALLIANT ENERGY CORPCOMMON0188021084769,438SH DFND119,43800
ALLIANT ENERGY CORPCOMMON0188021081232,443SH DFND14002,443
ALLIANT ENERGY CORPCOMMON0188021081,39627,681SH DFND1527,68100
ALLIANT ENERGY CORPCOMMON01880210837728SH DFND1672800
ALLIANT ENERGY CORPCOMMON0188021086,311125,172SH DFND17125,17200
ALLIANT ENERGY CORPCOMMON0188021081,55130,770SH DFND330,3200450
ALLIANT TECHSYSTEMS INCCOMMON01880410412,835155,900SH DFND1138,800017,100
ALLIANT TECHSYSTEMS INCCOMMON01880410494711,500SH DFND1,1211,50000
ALLIANT TECHSYSTEMS INCCOMMON01880410474900SH DFND1390000
ALLIANT TECHSYSTEMS INCCOMMON0188041042,69432,717SH DFND1532,71700
ALLIANT TECHSYSTEMS INCCOMMON0188041041621,973SH DFND161,97300
ALLIANT TECHSYSTEMS INCCOMMON0188041047288,838SH DFND178,83800
ALLIANT TECHSYSTEMS INCCOMMON0188041043013,660SH DFND3003,660
ALLIANT TECHSYSTEMS INCCOMMON0188041046507,900SH DFND3,17,90000
ALLIANT TECHSYSTEMS INCCOMMON0188041042,30528,000SH DFND628,00000
ALLIANT TECHSYSTEMS INC CVT 3CONVERT018804AK05,4484,750,000PRN DFND1004,750,000
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A10711,127660,369SH DFND15660,36900
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1079,052537,222SH DFND17537,22200
ALLIANZGI CONV AND INCOME FUNDCOMMON01882510955565,714SH DFND1765,71400
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281033,406371,379SH DFND17371,37900
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291018,343455,152SH DFND17455,15200
ALLIANZGI INTL & PREMIUM STRATCOMMON01882X10865169,209SH DFND1569,20900
ALLIED NEVADA GOLD CORPCOMMON019344100446,847SH DFND16,84700
ALLIED NEVADA GOLD CORPCOMMON019344100193,000SH DFND143,00000
ALLIED NEVADA GOLD CORPCOMMON01934410016325,120SH DFND1525,12000
ALLIED NEVADA GOLD CORPCOMMON0193441007211,161SH DFND1711,16100
ALLIED NEVADA GOLD CORPCOMMON019344100142,182SH DFND32,18200
ALLIED WORLD ASSURANCE COCOMMONH0153110422,149242,044SH DFND1242,04400
ALLIED WORLD ASSURANCE COCOMMONH0153110410,151110,932SH DFND15110,93200
ALLIED WORLD ASSURANCE COCOMMONH0153110420214SH DFND1621400
ALLIED WORLD ASSURANCE COCOMMONH015311041,83520,051SH DFND1720,05100
ALLIED WORLD ASSURANCE COCOMMONH01531104670SH DFND37000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1017,072306,416SH DFND1306,41600
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10138516,697SH DFND1516,69700
ALLSCRIPT HLTHCARE(MDRX)CVT 14CONVERT01988PAC22,8872,940,000PRN DFND12,940,00000
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1082,185168,894SH DFND15168,89400
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1082,074160,246SH DFND3160,24600
ALLSTATE CORPCOMMON020002101437,5759,093,407SH DFND19,046,607029,600
ALLSTATE CORPCOMMON0200021019,456196,500SH DFND1,500196,500
ALLSTATE CORPCOMMON0200021012555,300SH DFND1,9005,300
ALLSTATE CORPCOMMON0200021011,89539,378SH DFND1139,37800
ALLSTATE CORPCOMMON0200021013377,000SH DFND137,00000
ALLSTATE CORPCOMMON02000210136751SH DFND1400751
ALLSTATE CORPCOMMON02000210116,109334,760SH DFND15334,76000
ALLSTATE CORPCOMMON0200021011783,698SH DFND163,69800
ALLSTATE CORPCOMMON0200021018,947185,938SH DFND17185,93800
ALLSTATE CORPCOMMON02000210160612,594SH DFND311,39401,200
ALLSTATE CORPCOMMON02000210172215,000SH DFND3,115,00000
ALLSTATE CORPCOMMON0200021011,88139,081SH DFND539,08100
ALLSTATE CORPCOMMON0200021016,722139,700SH DFND6139,70000
ALLSTATE CORPCOMMON020002101671,400SH DFND71,40000
ALLSTATE CORPCOMMON0200021012,18945,500SH DFND8,145,50000
ALMOST FAMILY INCCOMMON02040910855328,993SH DFND1528,99300
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1075,028162,188SH DFND15162,18800
ALON USA ENERGY INC.COMMON0205201022,089144,490SH DFND1122,490022,000
ALON USA ENERGY INC.COMMON0205201025,135355,085SH DFND15355,08500
ALON USA ENERGY INC.COMMON02052010222515,548SH DFND1615,54800
ALON USA ENERGY INC.COMMON020520102614,225SH DFND3004,225
ALON USA ENERGY INC.COMMON02052010262643,300SH DFND3,143,30000
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10414619,059SH DFND1519,05900
ALPHA NATURAL RESOURCES CVT 2.CONVERT02076XAA06,3707,000,000PRN DFND17,000,00000
ALPHA NATURAL RESOURCES INCCOMMON02076X1027013,304SH DFND113,0990205
ALPHA NATURAL RESOURCES INCCOMMON02076X102799152,429SH DFND15152,42900
ALPHA NATURAL RESOURCES INCCOMMON02076X102275,239SH DFND165,23900
ALPHA NATURAL RESOURCES INCCOMMON02076X10229456,139SH DFND1756,13900
ALPHA NATURAL RESOURCES INCCOMMON02076X1021172SH DFND300172
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE21,2751,500,000PRN DFND11,500,00000
ALPHATEC HOLDINGS INCCOMMON02081G10210953,094SH DFND1553,09400
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10318,5872,442,397SH DFND172,442,39700
ALPINE TOTAL DYNAMIC DIVIDEN CCOMMON02106010810226,164SH DFND1726,16400
ALTERA CORPORATIONCOMMON0214411003,785114,728SH DFND1114,72800
ALTERA CORPORATIONCOMMON02144110088926,938SH DFND1126,93800
ALTERA CORPORATIONCOMMON02144110060018,175SH DFND1218,17500
ALTERA CORPORATIONCOMMON02144110090927,562SH DFND1413,201014,361
ALTERA CORPORATIONCOMMON021441100109,8883,330,942SH DFND153,330,94200
ALTERA CORPORATIONCOMMON0214411002,86786,906SH DFND1686,90600
ALTERA CORPORATIONCOMMON02144110014438SH DFND2,1543800
ALTERA CORPORATIONCOMMON0214411005,917179,371SH DFND3136,644042,727
ALTERA CORPORATIONCOMMON0214411002848,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110045,5811,381,666SH DFND61,381,66600
ALTERA CORPORATIONCOMMON021441100361,100SH DFND71,10000
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J1041892,000SH DFND142,00000
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J1043063,240SH DFND153,24000
ALTISOURCE RESIDENTI-CL BCOMMON02153W100221,333SH DFND141,33300
ALTISOURCE RESIDENTI-CL BCOMMON02153W100016SH DFND31600
ALTRA HOLDINGS INCCOMMON02208R1062,16979,204SH DFND1579,20400
ALTRA HOLDINGS INCCOMMON02208R1061053,850SH DFND3003,850
ALTRIA GROUP INCCOMMON02209S103101,7092,906,799SH DFND12,906,79900
ALTRIA GROUP INCCOMMON02209S1035,803165,860SH DFND11165,86000
ALTRIA GROUP INCCOMMON02209S10364018,305SH DFND143,240015,065
ALTRIA GROUP INCCOMMON02209S10369,2281,978,518SH DFND151,978,51800
ALTRIA GROUP INCCOMMON02209S10341311,807SH DFND1611,80700
ALTRIA GROUP INCCOMMON02209S1035,156147,369SH DFND17147,36900
ALTRIA GROUP INCCOMMON02209S10333,326952,456SH DFND2952,45600
ALTRIA GROUP INCCOMMON02209S1032,75278,638SH DFND369,63809,000
ALTRIA GROUP INCCOMMON02209S1032,50571,599SH DFND571,59900
ALTRIA GROUP INCCOMMON02209S103143,5464,102,497SH DFND64,102,49700
ALTRIA GROUP INCCOMMON02209S1031474,200SH DFND74,20000
ALUMINA LTD- SPONSORED ADRCOMMON022205108256,987SH DFND156,98700
AMAG PHARMACEUTICALS INCCOMMON00163U1061,22054,840SH DFND127,040027,800
AMAG PHARMACEUTICALS INCCOMMON00163U1061145,112SH DFND155,11200
AMAG PHARMACEUTICALS INCCOMMON00163U10642519,100SH DFND3,119,10000
AMARIN CORP PLC ADRCOMMON02311120621,0283,625,498SH DFND13,625,49800
AMARIN CORP PLC ADRCOMMON023111206717123,541SH DFND12,100123,541
AMARIN CORP PLC ADRCOMMON0231112063552SH DFND1555200
AMAZON.COM INCCOMMON023135106243,261876,016SH DFND1876,01600
AMAZON.COM INCCOMMON0231351061,4445,200SH DFND105,20000
AMAZON.COM INCCOMMON0231351068,33730,024SH DFND1130,02400
AMAZON.COM INCCOMMON0231351061,4125,085SH DFND12,15,08500
AMAZON.COM INCCOMMON0231351061,1294,064SH DFND142,84801,216
AMAZON.COM INCCOMMON0231351061,271,1034,577,417SH DFND154,577,41700
AMAZON.COM INCCOMMON02313510634,191123,126SH DFND16123,12600
AMAZON.COM INCCOMMON0231351069,31133,529SH DFND1733,52900
AMAZON.COM INCCOMMON0231351061,5445,561SH DFND35,3630198
AMAZON.COM INCCOMMON0231351063,40912,276SH DFND512,27600
AMAZON.COM INCCOMMON023135106194700SH DFND770000
AMAZON.COM INCCOMMON0231351061,4105,078SH DFND9,1005,078
AMBARELLA INCCOMMONG037AX101251,500SH DFND14001,500
AMBASSADORS GROUP INCCOMMON0231771088924,990SH DFND124,99000
AMBASSADORS GROUP INCCOMMON0231771087922,189SH DFND1522,18900
AMBASSADORS GROUP INCCOMMON0231771084512,600SH DFND3,112,60000
AMC NETWORKS INC-ACOMMON00164V1033,77757,820SH DFND149,02008,800
AMC NETWORKS INC-ACOMMON00164V1032,65940,700SH DFND1,50040,700
AMC NETWORKS INC-ACOMMON00164V1038,493130,004SH DFND15130,00400
AMC NETWORKS INC-ACOMMON00164V1032864,377SH DFND174,37700
AMC NETWORKS INC-ACOMMON00164V10331475SH DFND347500
AMCOL INTERNATIONAL CORPCOMMON02341W10373723,242SH DFND1523,24200
AMDOCS LTDCOMMONG02602103246,1586,636,782SH DFND16,632,95203,830
AMDOCS LTDCOMMONG026021033459,300SH DFND1,129,30000
AMDOCS LTDCOMMONG0260210383522,500SH DFND1322,50000
AMDOCS LTDCOMMONG026021033,23787,284SH DFND1587,28400
AMDOCS LTDCOMMONG0260210326697SH DFND1669700
AMDOCS LTDCOMMONG026021031,14030,744SH DFND1730,74400
AMDOCS LTDCOMMONG0260210314375SH DFND300375
AMDOCS LTDCOMMONG026021035,690153,400SH DFND6153,40000
AMDOCS LTDCOMMONG026021034,733127,600SH DFND7127,60000
AMDOCS LTDCOMMONG026021032,66371,800SH DFND971,80000
AMEDISYS INCCOMMON0234361081,734149,428SH DFND15149,42800
AMEDISYS INCCOMMON02343610828624,642SH DFND1724,64200
AMEDISYS INCCOMMON023436108152SH DFND35200
AMER FST TAX EX INVESTORS LPCOMMON02364V10710114,932SH DFND1514,93200
AMER NATL BANKSHARES/DANVILLECOMMON0277451081526,554SH DFND156,55400
AMERCO INCCOMMON0235861001,1987,400SH DFND16,10001,300
AMERCO INCCOMMON0235861004212,600SH DFND1,5002,600
AMERCO INCCOMMON0235861003,11419,237SH DFND1519,23700
AMEREN CORPORATIONCOMMON0236081024,935143,300SH DFND1142,9000400
AMEREN CORPORATIONCOMMON02360810270520,475SH DFND1120,47500
AMEREN CORPORATIONCOMMON02360810253,0791,541,202SH DFND151,541,20200
AMEREN CORPORATIONCOMMON023608102902,617SH DFND162,61700
AMEREN CORPORATIONCOMMON02360810221602SH DFND33100292
AMEREN CORPORATIONCOMMON023608102621,800SH DFND61,80000
AMERESCO INCCOMMON02361E1084,433491,979SH DFND15491,97900
AMERESCO INCCOMMON02361E108374,071SH DFND164,07100
AMERESCO INCCOMMON02361E10891,000SH DFND31,00000
AMERICA MOVIL SAB DE CVCOMMON02364W105133,5796,141,572SH DFND16,141,57200
AMERICA MOVIL SAB DE CVCOMMON02364W105271,222SH DFND14001,222
AMERICA MOVIL SAB DE CVCOMMON02364W10518,624856,253SH DFND15856,25300
AMERICA MOVIL SAB DE CVCOMMON02364W105582,650SH DFND172,65000
AMERICA MOVIL SAB DE CVCOMMON02364W10528,6941,319,280SH DFND21,319,28000
AMERICA MOVIL SAB DE CVCOMMON02364W1056,571302,133SH DFND2,1302,13300
AMERICA MOVIL SAB DE CVCOMMON02364W105924,207SH DFND34,20700
AMERICA MOVIL SAB DE CVCOMMON02364W1051989,100SH DFND69,10000
AMERICA MOVIL SAB DE CVCOMMON02364W1051,64075,400SH DFND975,40000
AMERICAN APPAREL INCCOMMON023850100050SH DFND140050
AMERICAN APPAREL INCCOMMON02385010016083,223SH DFND1583,22300
AMERICAN ASSETS TRUST INCCOMMON0240131041,27141,200SH DFND132,50008,700
AMERICAN ASSETS TRUST INCCOMMON02401310441513,445SH DFND1513,44500
AMERICAN ASSETS TRUST INCCOMMON0240131042,81891,306SH DFND1791,30600
AMERICAN ASSETS TRUST INCCOMMON02401310446615,100SH DFND3,115,10000
AMERICAN AXLE & MFG HOLDINGSCOMMON02406110377141,359SH DFND1541,35900
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031176,305SH DFND36,30500
AMERICAN CAMPUS COMMUNITIESCOMMON02483510075,3181,852,387SH DFND1001,852,387
AMERICAN CAMPUS COMMUNITIESCOMMON02483510066616,376SH DFND1516,37600
AMERICAN CAMPUS COMMUNITIESCOMMON02483510041410,193SH DFND15,110,19300
AMERICAN CAMPUS COMMUNITIESCOMMON0248351008203SH DFND1620300
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001654,059SH DFND174,05900
AMERICAN CAMPUS COMMUNITIESCOMMON024835100641,572SH DFND31,57200
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10573632,000SH DFND1132,00000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10562827,310SH DFND142,500024,810
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10511,791512,440SH DFND15512,44000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10517735SH DFND1673500
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1053,618157,245SH DFND17157,24500
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1051,02244,412SH DFND342,03102,381
AMERICAN CAPITAL LTDCOMMON02503Y10311,824933,226SH DFND15933,22600
AMERICAN CAPITAL LTDCOMMON02503Y10385767,617SH DFND1667,61700
AMERICAN CAPITAL LTDCOMMON02503Y10345836,118SH DFND1736,11800
AMERICAN CAPITAL LTDCOMMON02503Y1031159,083SH DFND31,99807,085
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1043183SH DFND1518300
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A10462434,699SH DFND1734,69900
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1044210SH DFND300210
AMERICAN EAGLE OUTFITTERSCOMMON02553E10619,7211,080,020SH DFND1932,5200127,300
AMERICAN EAGLE OUTFITTERSCOMMON02553E1061,28970,600SH DFND1,50070,600
AMERICAN EAGLE OUTFITTERSCOMMON02553E10644924,600SH DFND1,90024,600
AMERICAN EAGLE OUTFITTERSCOMMON02553E10638921,300SH DFND1321,30000
AMERICAN EAGLE OUTFITTERSCOMMON02553E10650527,673SH DFND1527,67300
AMERICAN EAGLE OUTFITTERSCOMMON02553E10617930SH DFND1693000
AMERICAN EAGLE OUTFITTERSCOMMON02553E10621811,920SH DFND1711,92000
AMERICAN EAGLE OUTFITTERSCOMMON02553E1061,23367,500SH DFND3,167,50000
AMERICAN EAGLE OUTFITTERSCOMMON02553E10636920,200SH DFND520,20000
AMERICAN EAGLE OUTFITTERSCOMMON02553E1065,259288,000SH DFND6288,00000
AMERICAN EAGLE OUTFITTERSCOMMON02553E1062,065113,100SH DFND7113,10000
AMERICAN EAGLE OUTFITTERSCOMMON02553E10660333,000SH DFND8,133,00000
AMERICAN EAGLE OUTFITTERSCOMMON02553E1061,15263,100SH DFND963,10000
AMERICAN ELECTRIC POWERCOMMON025537101126,5472,825,979SH DFND12,825,2790700
AMERICAN ELECTRIC POWERCOMMON0255371011,06623,800SH DFND1,50023,800
AMERICAN ELECTRIC POWERCOMMON0255371011,81740,566SH DFND1140,56600
AMERICAN ELECTRIC POWERCOMMON02553710114320SH DFND141250195
AMERICAN ELECTRIC POWERCOMMON02553710166,5541,486,253SH DFND151,486,25300
AMERICAN ELECTRIC POWERCOMMON0255371011573,515SH DFND163,51500
AMERICAN ELECTRIC POWERCOMMON02553710111,394254,439SH DFND17254,43900
AMERICAN ELECTRIC POWERCOMMON0255371011,08324,174SH DFND323,2700904
AMERICAN ELECTRIC POWERCOMMON02553710173216,349SH DFND516,34900
AMERICAN ELECTRIC POWERCOMMON0255371012916,500SH DFND66,50000
AMERICAN EQUITY INV LIFE 3.5 1CONVERT025676AJ66,2664,700,000PRN DFND14,700,00000
AMERICAN EQUITY INVT LIFE HLCOMMON0256762062,180138,822SH DFND15138,82200
AMERICAN EQUITY INVT LIFE HLCOMMON0256762061177,442SH DFND167,44200
AMERICAN EQUITY INVT LIFE HLCOMMON02567620617210,925SH DFND30010,925
AMERICAN EXPRESS COMPANYCOMMON025816109180,6842,416,854SH DFND12,416,85400
AMERICAN EXPRESS COMPANYCOMMON0258161096,13282,025SH DFND1182,02500
AMERICAN EXPRESS COMPANYCOMMON0258161099,193122,967SH DFND1451,725071,242
AMERICAN EXPRESS COMPANYCOMMON0258161098,429112,753SH DFND15112,75300
AMERICAN EXPRESS COMPANYCOMMON0258161092823,766SH DFND163,76600
AMERICAN EXPRESS COMPANYCOMMON0258161094,85664,949SH DFND1764,94900
AMERICAN EXPRESS COMPANYCOMMON02581610912,731170,290SH DFND2170,29000
AMERICAN EXPRESS COMPANYCOMMON0258161092,92139,076SH DFND331,34607,730
AMERICAN EXPRESS COMPANYCOMMON0258161093,53047,212SH DFND447,21200
AMERICAN EXPRESS COMPANYCOMMON0258161092,84238,016SH DFND538,01600
AMERICAN EXPRESS COMPANYCOMMON0258161094646,200SH DFND66,20000
AMERICAN EXPRESS COMPANYCOMMON0258161091642,200SH DFND72,20000
AMERICAN FINANCIAL GROUP INCCOMMON02593210423,797486,545SH DFND1403,315083,230
AMERICAN FINANCIAL GROUP INCCOMMON0259321045,838119,355SH DFND15119,35500
AMERICAN FINANCIAL GROUP INCCOMMON0259321041533,134SH DFND163,13400
AMERICAN FINANCIAL GROUP INCCOMMON0259321041,94739,799SH DFND1739,79900
AMERICAN FINANCIAL GROUP INCCOMMON0259321041923,921SH DFND2,13,92100
AMERICAN FINANCIAL GROUP INCCOMMON0259321042,67854,755SH DFND6,154,75500
AMERICAN GREETINGS CORP CL ACOMMON0263751051,915105,113SH DFND15105,11300
AMERICAN INTERNATIONAL GROUPCOMMON0268747847,417165,921SH DFND1165,92100
AMERICAN INTERNATIONAL GROUPCOMMON0268747845,169115,630SH DFND11115,63000
AMERICAN INTERNATIONAL GROUPCOMMON026874784581,300SH DFND131,30000
AMERICAN INTERNATIONAL GROUPCOMMON026874784761,690SH DFND1419001,500
AMERICAN INTERNATIONAL GROUPCOMMON02687478464,8901,451,678SH DFND151,451,67800
AMERICAN INTERNATIONAL GROUPCOMMON0268747841,18726,544SH DFND1626,54400
AMERICAN INTERNATIONAL GROUPCOMMON0268747843,86186,386SH DFND1786,38600
AMERICAN INTERNATIONAL GROUPCOMMON02687478417379SH DFND2,1537900
AMERICAN INTERNATIONAL GROUPCOMMON026874784801,781SH DFND31,6070174
AMERICAN INTERNATIONAL GROUPCOMMON02687478412265SH DFND426500
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,06146,100SH DFND546,10000
AMERICAN INTERNATIONAL GROUPCOMMON026874784892,000SH DFND72,00000
AMERICAN INTERNATIONAL-CW21COMMON026874156150SH DFND15000
AMERICAN INTERNATIONAL-CW21COMMON0268741565273SH DFND141400133
AMERICAN INTERNATIONAL-CW21COMMON026874156136SH DFND33600
AMERICAN INTERNATIONAL-CW21COMMON0268741563140SH DFND414000
AMERICAN NATIONAL INSURANCECOMMON0285911051,86118,710SH DFND1518,71000
AMERICAN PACIFIC CORPCOMMON0287401082829,950SH DFND19,95000
AMERICAN PACIFIC CORPCOMMON0287401081986,988SH DFND156,98800
AMERICAN PACIFIC CORPCOMMON0287401081425,000SH DFND3,15,00000
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AMERICAN PUBLIC EDUCATIONCOMMON02913V1031784,783SH DFND11,24,78300
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AMERICAN PUBLIC EDUCATIONCOMMON02913V1038,951240,880SH DFND2240,88000
AMERICAN PUBLIC EDUCATIONCOMMON02913V10319500SH DFND3,150000
AMERICAN RAILCAR INDUSTRIESCOMMON02916P1031033,075SH DFND153,07500
AMERICAN SAFETY INS HOLDINGSCOMMONG0299510140914,118SH DFND1514,11800
AMERICAN SCIENCE & ENGINEERINGCOMMON02942910780914,445SH DFND1514,44500
AMERICAN SCIENCE & ENGINEERINGCOMMON0294291071362,425SH DFND3002,425
AMERICAN SOFTWARE INCCOMMON02968310913915,967SH DFND1515,96700
AMERICAN STATES WATER COCOMMON0298991011,12821,010SH DFND18,210012,800
AMERICAN STATES WATER COCOMMON02989910130,490568,093SH DFND15568,09300
AMERICAN STATES WATER COCOMMON0298991011272,375SH DFND3002,375
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AMERICAN STRATEGIC INCOME II CCOMMON03009910539247,802PRN DFND1547,80200
AMERICAN SUPERCONDUCTOR CORPCOMMON0301111082,296869,713SH DFND15869,71300
AMERICAN SUPERCONDUCTOR CORPCOMMON0301111083212,204SH DFND1612,20400
AMERICAN SUPERCONDUCTOR CORPCOMMON03011110831,000SH DFND31,00000
AMERICAN TOWER CORP CL ACOMMON03027X100436,7605,969,117SH DFND14,723,42001,245,697
AMERICAN TOWER CORP CL ACOMMON03027X1002,39032,670SH DFND1132,67000
AMERICAN TOWER CORP CL ACOMMON03027X1001,47420,148SH DFND144,621015,527
AMERICAN TOWER CORP CL ACOMMON03027X10024,202330,765SH DFND15330,76500
AMERICAN TOWER CORP CL ACOMMON03027X1002,09328,611SH DFND15,128,61100
AMERICAN TOWER CORP CL ACOMMON03027X10022298SH DFND1629800
AMERICAN TOWER CORP CL ACOMMON03027X1006,39387,370SH DFND1787,37000
AMERICAN TOWER CORP CL ACOMMON03027X1005,12570,048SH DFND360,40709,641
AMERICAN TOWER CORP CL ACOMMON03027X10024,248331,388SH DFND3,1331,38800
AMERICAN VANGUARD CORPCOMMON0303711081,41560,413SH DFND1560,41300
AMERICAN VANGUARD CORPCOMMON030371108532,283SH DFND162,28300
AMERICAN WATER WORKS CO INCCOMMON030420103421,010SH DFND11,01000
AMERICAN WATER WORKS CO INCCOMMON03042010361414,900SH DFND1114,90000
AMERICAN WATER WORKS CO INCCOMMON03042010383,7642,031,636SH DFND152,031,63600
AMERICAN WATER WORKS CO INCCOMMON0304201032125,139SH DFND165,13900
AMERICAN WATER WORKS CO INCCOMMON0304201037,095172,084SH DFND17172,08400
AMERICAN WATER WORKS CO INCCOMMON03042010323564SH DFND356400
AMERICAN WATER WORKS CO INCCOMMON03042010333800SH DFND780000
AMERICAN WOODMARK CORPCOMMON03050610962518,014SH DFND1518,01400
AMERICA'S CAR MART INCCOMMON03062T10533,110765,723SH DFND1,2765,72300
AMERICA'S CAR MART INCCOMMON03062T1051112,565SH DFND11,22,56500
AMERICA'S CAR MART INCCOMMON03062T1053708,547SH DFND158,54700
AMERICA'S CAR MART INCCOMMON03062T10514,425333,612SH DFND2333,61200
AMERIGAS PARTNERS LPCOMMON030975106561,127SH DFND31,12700
AMERIPRISE FINANCIAL INCCOMMON03076C1065,28465,332SH DFND163,23200
AMERIPRISE FINANCIAL INCCOMMON03076C1061,37717,028SH DFND1117,02800
AMERIPRISE FINANCIAL INCCOMMON03076C1062,60332,181SH DFND1425,74006,441
AMERIPRISE FINANCIAL INCCOMMON03076C10624,376301,383SH DFND15301,38300
AMERIPRISE FINANCIAL INCCOMMON03076C10679977SH DFND1697700
AMERIPRISE FINANCIAL INCCOMMON03076C1064155,136SH DFND175,13600
AMERIPRISE FINANCIAL INCCOMMON03076C10616200SH DFND2,1520000
AMERIPRISE FINANCIAL INCCOMMON03076C1067,05687,239SH DFND366,920020,319
AMERIPRISE FINANCIAL INCCOMMON03076C10683010,260SH DFND510,26000
AMERIPRISE FINANCIAL INCCOMMON03076C1061,04312,900SH DFND612,90000
AMERIPRISE FINANCIAL INCCOMMON03076C10665800SH DFND780000
AMERIS BANCORPCOMMON03076K10822813,505SH DFND1513,50500
AMERISAFE INCCOMMON03071H1001,14135,232SH DFND1535,23200
AMERISOURCEBERGEN CORPCOMMON03073E10550,290900,762SH DFND1802,262085,200
AMERISOURCEBERGEN CORPCOMMON03073E1058,899159,400SH DFND1,500159,400
AMERISOURCEBERGEN CORPCOMMON03073E10591016,300SH DFND1,90016,300
AMERISOURCEBERGEN CORPCOMMON03073E1051,07219,206SH DFND1119,20600
AMERISOURCEBERGEN CORPCOMMON03073E1051,08619,451SH DFND147,679011,772
AMERISOURCEBERGEN CORPCOMMON03073E10561,0301,093,142SH DFND151,093,14200
AMERISOURCEBERGEN CORPCOMMON03073E10588115,782SH DFND1615,78200
AMERISOURCEBERGEN CORPCOMMON03073E10586415,474SH DFND1715,47400
AMERISOURCEBERGEN CORPCOMMON03073E1057,449133,425SH DFND398,556034,869
AMERISOURCEBERGEN CORPCOMMON03073E1052,47944,400SH DFND3,144,40000
AMERISOURCEBERGEN CORPCOMMON03073E1051,61628,938SH DFND528,93800
AMERISOURCEBERGEN CORPCOMMON03073E1053,02054,098SH DFND654,09800
AMERISOURCEBERGEN CORPCOMMON03073E1052,41243,200SH DFND8,143,20000
AMERISTAR CASINOS INCCOMMON03070Q10187333,206SH DFND1533,20600
AMES NATIONAL CORPCOMMON03100110011497SH DFND1549700
AMETEK INCCOMMON03110010078,8691,864,520SH DFND11,864,52000
AMETEK INCCOMMON03110010085720,250SH DFND1120,25000
AMETEK INCCOMMON0311001001,25929,764SH DFND1414,868014,896
AMETEK INCCOMMON03110010089921,257SH DFND1521,25700
AMETEK INCCOMMON03110010017398SH DFND1639800
AMETEK INCCOMMON0311001009,075214,541SH DFND2214,54100
AMETEK INCCOMMON0311001008,532201,698SH DFND3154,575047,123
AMETEK INCCOMMON03110010038900SH DFND790000
AMEX CONSUMER STAPLES SPDR ETFCOMMON81369Y308531,347SH DFND31,34700
AMG CAPITAL TRUST IICONVERT00170F20910,777199,800SH DFND1199,80000
AMGEN INCCOMMON031162100569,3455,770,782SH DFND15,650,3270104,655
AMGEN INCCOMMON0311621002,94029,800SH DFND1,1229,80000
AMGEN INCCOMMON03116210015,766159,800SH DFND1,500159,800
AMGEN INCCOMMON0311621001,88419,100SH DFND1,90019,100
AMGEN INCCOMMON0311621003954,000SH DFND104,00000
AMGEN INCCOMMON0311621007,85179,579SH DFND1179,57900
AMGEN INCCOMMON0311621007847,944SH DFND127,94400
AMGEN INCCOMMON0311621001,47014,900SH DFND1314,90000
AMGEN INCCOMMON03116210033,873343,330SH DFND14277,269066,061
AMGEN INCCOMMON031162100812,6288,236,649SH DFND158,236,64900
AMGEN INCCOMMON03116210020,119203,925SH DFND16203,92500
AMGEN INCCOMMON0311621002,26322,937SH DFND1722,93700
AMGEN INCCOMMON0311621001,99020,168SH DFND314,69905,469
AMGEN INCCOMMON0311621005,32753,996SH DFND3,153,99600
AMGEN INCCOMMON0311621002,22722,569SH DFND422,56900
AMGEN INCCOMMON0311621004,28243,400SH DFND543,40000
AMGEN INCCOMMON031162100170,8141,731,340SH DFND61,599,735131,6050
AMGEN INCCOMMON0311621004,48945,500SH DFND745,50000
AMGEN INCCOMMON0311621003,96640,200SH DFND8,140,20000
AMGEN INCCOMMON0311621007,61577,187SH DFND977,18700
AMKOR TECHNOLOGY INCCOMMON0316521001,163276,328SH DFND15276,32800
AMKOR TECHNOLOGY INCCOMMON03165210092,253SH DFND162,25300
AMN HEALTHCARE SERVICECOMMON00174410153,1973,714,854SH DFND13,714,85400
AMN HEALTHCARE SERVICECOMMON00174410157340,000SH DFND1440,00000
AMN HEALTHCARE SERVICECOMMON0017441012,498174,412SH DFND15174,41200
AMPCO-PITTSBURGH CORPCOMMON03203710320610,960SH DFND1510,96000
AMPHENOL CORP CL ACOMMON032095101128,0811,643,334SH DFND11,643,33400
AMPHENOL CORP CL ACOMMON0320951011,03313,249SH DFND1113,24900
AMPHENOL CORP CL ACOMMON03209510188211,322SH DFND145,23306,089
AMPHENOL CORP CL ACOMMON03209510112,229156,898SH DFND15156,89800
AMPHENOL CORP CL ACOMMON03209510121275SH DFND1627500
AMPHENOL CORP CL ACOMMON0320951015336,836SH DFND176,83600
AMPHENOL CORP CL ACOMMON0320951015497,044SH DFND2,17,04400
AMPHENOL CORP CL ACOMMON0320951017,28693,481SH DFND364,576028,905
AMPHENOL CORP CL ACOMMON0320951013204,100SH DFND54,10000
AMSURG CORPCOMMON03232P40524,182688,936SH DFND1569,5050119,431
AMSURG CORPCOMMON03232P4054,059115,631SH DFND15115,63100
AMSURG CORPCOMMON03232P4052898,223SH DFND178,22300
AMSURG CORPCOMMON03232P4051925,458SH DFND2,15,45800
AMSURG CORPCOMMON03232P4052,74178,080SH DFND6,178,08000
AMTECH SYSTEMS INCCOMMON03233250416025,082SH DFND1525,08200
AMTRUST FINANCIAL SERVICESCOMMON0323593091,48941,711SH DFND1541,71100
AMYRIS INCCOMMON03236M1013,8681,338,483SH DFND151,338,48300
AMYRIS INCCOMMON03236M1013712,704SH DFND1612,70400
ANADARKO PETROLEUM CORPCOMMON032511107644,6097,501,554SH DFND17,499,76001,794
ANADARKO PETROLEUM CORPCOMMON0325111073,55241,335SH DFND1141,33500
ANADARKO PETROLEUM CORPCOMMON0325111074044,700SH DFND134,70000
ANADARKO PETROLEUM CORPCOMMON03251110734,944406,654SH DFND1465,5260341,128
ANADARKO PETROLEUM CORPCOMMON03251110721,194246,640SH DFND15246,64000
ANADARKO PETROLEUM CORPCOMMON0325111071581,837SH DFND161,83700
ANADARKO PETROLEUM CORPCOMMON0325111071,40816,382SH DFND1716,38200
ANADARKO PETROLEUM CORPCOMMON03251110718205SH DFND2,1520500
ANADARKO PETROLEUM CORPCOMMON03251110741,360481,318SH DFND3426,667054,651
ANADARKO PETROLEUM CORPCOMMON0325111071,49717,418SH DFND517,41800
ANADARKO PETROLEUM CORPCOMMON0325111074,85556,500SH DFND656,50000
ANADARKO PETROLEUM CORPCOMMON032511107951,100SH DFND71,10000
ANADARKO PETROLEUM CORPCOMMON0325111079,464110,138SH DFND9,100110,138
ANADIGICS INCCOMMON03251510812958,441SH DFND1558,44100
ANALOG DEVICES INCCOMMON032654105131,4032,916,169SH DFND12,916,16900
ANALOG DEVICES INCCOMMON0326541051,15425,621SH DFND1125,62100
ANALOG DEVICES INCCOMMON0326541051623,600SH DFND14003,600
ANALOG DEVICES INCCOMMON032654105140,1473,110,220SH DFND153,110,22000
ANALOG DEVICES INCCOMMON0326541053,78684,011SH DFND1684,01100
ANALOG DEVICES INCCOMMON0326541054,789106,285SH DFND17106,28500
ANALOG DEVICES INCCOMMON03265410512,277272,453SH DFND2272,45300
ANALOG DEVICES INCCOMMON0326541052906,440SH DFND35,6660774
ANALOG DEVICES INCCOMMON03265410558212,906SH DFND512,90600
ANALOG DEVICES INCCOMMON032654105451,000SH DFND71,00000
ANALOGIC CORPCOMMON0326572077100SH DFND110000
ANALOGIC CORPCOMMON0326572072,65336,423SH DFND1536,42300
ANALOGIC CORPCOMMON03265720769945SH DFND300945
ANALOGIC CORPCOMMON0326572072403,300SH DFND3,13,30000
ANAREN INCCOMMON03274410456624,652SH DFND1524,65200
ANDERSONS INC - THECOMMON03416410362211,700SH DFND10011,700
ANDERSONS INC - THECOMMON03416410311,052207,784SH DFND15207,78400
ANDERSONS INC - THECOMMON0341641039178SH DFND1617800
ANGIES LIST INCCOMMON03475410173727,734SH DFND1527,73400
ANGIODYNAMICS INCCOMMON03475V10122119,548SH DFND1519,54800
ANGIODYNAMICS INCCOMMON03475V101423,691SH DFND35103,640
ANGLOGOLD ASHANTI LTD ADRCOMMON03512820611,861829,430SH DFND1829,43000
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061,617113,105SH DFND15113,10500
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061278,895SH DFND178,89500
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282066,067424,244SH DFND2,1424,24400
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108113,9911,262,915SH DFND11,262,91500
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,06811,836SH DFND11,211,83600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,12212,436SH DFND1512,43600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1085315,882SH DFND175,88200
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10893,6451,037,502SH DFND21,037,50200
ANIXTER INTERNATIONAL INCCOMMON0352901053,65148,163SH DFND1548,16300
ANIXTER INTERNATIONAL INCCOMMON03529010516217SH DFND1621700
ANIXTER INTERNATIONAL INCCOMMON0352901051221,615SH DFND3001,615
ANN INCCOMMON0356231071,18835,797SH DFND1535,79700
ANN INCCOMMON03562310710316SH DFND1631600
ANN INCCOMMON03562310758617,651SH DFND1717,65100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040999379,000SH DFND1179,00000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040912960SH DFND1400960
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040912,539997,568SH DFND15997,56800
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104091058,346SH DFND168,34600
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040923418,610SH DFND313,36905,241
ANNALY CAPITAL MANAGMNT CVT 5.CONVERT035710AB86,0536,000,000PRN DFND16,000,00000
ANNIES INCCOMMON03600T1046,668156,024SH DFND1156,02400
ANNIES INCCOMMON03600T1043217,500SH DFND147,50000
ANNIES INCCOMMON03600T1041202,802SH DFND9,1002,802
ANSYS INCCOMMON03662Q10540,515554,239SH DFND1554,23900
ANSYS INCCOMMON03662Q1055777,900SH DFND117,90000
ANSYS INCCOMMON03662Q1051,12415,376SH DFND147,34408,032
ANSYS INCCOMMON03662Q10514,900203,827SH DFND15203,82700
ANSYS INCCOMMON03662Q1059129SH DFND1612900
ANSYS INCCOMMON03662Q1057,958108,870SH DFND378,394030,476
ANSYS INCCOMMON03662Q10537500SH DFND750000
ANTARES PHARMA INCCOMMON0366421061,152277,000SH DFND1400277,000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471018,9941,606,151SH DFND151,606,15100
ANWORTH MORTGAGE ASSET CORPCOMMON03734710181,422SH DFND161,42200
AOL INCCOMMON00184X10542,2551,158,313SH DFND11,017,5170126,297
AOL INCCOMMON00184X1051,58743,500SH DFND1,1243,50000
AOL INCCOMMON00184X1058,128222,800SH DFND1,500222,800
AOL INCCOMMON00184X10564217,600SH DFND1,90017,600
AOL INCCOMMON00184X10572219,800SH DFND1319,80000
AOL INCCOMMON00184X105130SH DFND143000
AOL INCCOMMON00184X1052,95981,123SH DFND1581,12300
AOL INCCOMMON00184X10531844SH DFND1684400
AOL INCCOMMON00184X10537710,341SH DFND1710,34100
AOL INCCOMMON00184X1053068,376SH DFND32208,354
AOL INCCOMMON00184X1052,45167,200SH DFND3,167,20000
AOL INCCOMMON00184X105842,316SH DFND42,31600
AOL INCCOMMON00184X10552914,500SH DFND514,50000
AOL INCCOMMON00184X10512,064330,700SH DFND6330,70000
AOL INCCOMMON00184X1053,01782,700SH DFND782,70000
AOL INCCOMMON00184X1051,39038,100SH DFND8,138,10000
AOL INCCOMMON00184X1051,98154,300SH DFND954,30000
AON PLCCOMMONG0408V102276,2074,292,263SH DFND14,290,53801,725
AON PLCCOMMONG0408V1022,74742,686SH DFND1142,68600
AON PLCCOMMONG0408V1023445,350SH DFND145,0000350
AON PLCCOMMONG0408V1022,19534,106SH DFND1534,10600
AON PLCCOMMONG0408V102691,075SH DFND161,07500
AON PLCCOMMONG0408V1023755,834SH DFND175,83400
AON PLCCOMMONG0408V1024737,346SH DFND2,17,34600
AON PLCCOMMONG0408V1025819,023SH DFND38,8850138
AON PLCCOMMONG0408V10269010,720SH DFND510,72000
AON PLCCOMMONG0408V10242,855665,965SH DFND6524,702141,2630
AON PLCCOMMONG0408V102711,100SH DFND71,10000
AON PLCCOMMONG0408V1023,46653,868SH DFND953,86800
APACHE CORPCOMMON03741110595,3561,137,495SH DFND11,137,49500
APACHE CORPCOMMON0374111051341,595SH DFND1,121,59500
APACHE CORPCOMMON0374111052,71232,350SH DFND1132,35000
APACHE CORPCOMMON0374111057759,249SH DFND129,24900
APACHE CORPCOMMON03741110538,021453,552SH DFND1483,9960369,555
APACHE CORPCOMMON0374111056,75580,577SH DFND1580,57700
APACHE CORPCOMMON0374111052002,386SH DFND162,38600
APACHE CORPCOMMON0374111051,98723,703SH DFND1723,70300
APACHE CORPCOMMON03741110542,850530,824SH DFND3475,685055,139
APACHE CORPCOMMON0374111051,14013,600SH DFND513,60000
APACHE CORPCOMMON03741110570,384839,607SH DFND6839,60700
APACHE CORPCOMMON03741110575900SH DFND790000
APACHE CORPCOMMON0374111057,53489,867SH DFND9,10089,867
APARTMENT INVT & MGMT CO CL ACOMMON03748R1015,774192,208SH DFND1192,20800
APARTMENT INVT & MGMT CO CL ACOMMON03748R10171223,715SH DFND1523,71500
APARTMENT INVT & MGMT CO CL ACOMMON03748R10142614,179SH DFND15,114,17900
APARTMENT INVT & MGMT CO CL ACOMMON03748R10122721SH DFND1672100
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,705123,338SH DFND17123,33800
APARTMENT INVT & MGMT CO CL ACOMMON03748R10118605SH DFND32200385
APCO OIL AND GAS INTERNATIONALCOMMONG0471F1093,241281,075SH DFND1400281,075
API TECHNOLOGIES CORPCOMMON00187E20312243,450SH DFND1543,45000
APOGEE ENTERPRISES INCCOMMON0375981091,55264,650SH DFND1564,65000
APOGEE ENTERPRISES INCCOMMON0375981091164,850SH DFND3004,850
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10533621,183SH DFND1521,18300
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230610,544437,502SH DFND15437,50200
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230688136,567SH DFND1636,56700
APOLLO GROUP INC CL ACOMMON037604105553,100SH DFND1003,100
APOLLO GROUP INC CL ACOMMON0376041052,294129,466SH DFND15129,46600
APOLLO GROUP INC CL ACOMMON037604105271,511SH DFND161,51100
APOLLO GROUP INC CL ACOMMON0376041052117SH DFND300117
APOLLO INVESTMENT CORP CFCOMMON03761U1061,406181,630SH DFND154,7300126,900
APOLLO INVESTMENT CORP CFCOMMON03761U10612,6031,628,236SH DFND151,628,23600
APOLLO INVESTMENT CORP CFCOMMON03761U10642454,827SH DFND1654,82700
APOLLO INVESTMENT CORP CFCOMMON03761U1062,080268,764SH DFND17268,76400
APOLLO INVESTMENT CORP CFCOMMON03761U1066821SH DFND382100
APOLLO INVESTMENT CORP CFCOMMON03761U10616321,100SH DFND3,121,10000
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,8195,525,000PRN DFND1005,525,000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V102824,953SH DFND154,95300
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10262237,756SH DFND1737,75600
APOLLO SENIOR FLOATING RATE FUCOMMON03763610712,481634,837SH DFND17634,83700
APOLLO SENIOR FLOATING RATE FUCOMMON03763610759030,000SH DFND930,00000
APOLLO TACTICAL INCOME FUNDCOMMON03763810337020,460SH DFND1520,46000
APPLE INCCOMMON037833100638,0851,609,172SH DFND11,592,599014,376
APPLE INCCOMMON03783310012,08630,480SH DFND1,50030,480
APPLE INCCOMMON0378331001,0712,700SH DFND1,9002,700
APPLE INCCOMMON0378331003,96510,000SH DFND1010,00000
APPLE INCCOMMON03783310030,79177,652SH DFND1177,65200
APPLE INCCOMMON0378331007191,813SH DFND11,21,81300
APPLE INCCOMMON0378331004,61211,631SH DFND12,111,63100
APPLE INCCOMMON037833100134,332338,770SH DFND14102,2280236,542
APPLE INCCOMMON0378331003,722,0219,386,480SH DFND159,386,48000
APPLE INCCOMMON037833100100,954254,594SH DFND16254,59400
APPLE INCCOMMON0378331004,18410,552SH DFND1710,55200
APPLE INCCOMMON037833100134,599339,442SH DFND2339,44200
APPLE INCCOMMON0378331001,2993,276SH DFND2,13,27600
APPLE INCCOMMON03783310074,485187,843SH DFND3156,309031,534
APPLE INCCOMMON0378331002,8947,298SH DFND3,17,29800
APPLE INCCOMMON0378331001,7574,430SH DFND44,43000
APPLE INCCOMMON03783310012,96732,700SH DFND532,70000
APPLE INCCOMMON03783310012,37231,200SH DFND631,20000
APPLE INCCOMMON0378331007141,800SH DFND71,80000
APPLE INCCOMMON0378331002,7506,934SH DFND8,16,93400
APPLE INCCOMMON037833100285719SH DFND9,100719
APPLIED INDUSTRIAL TECH INCCOMMON03820C1052,15544,597SH DFND1544,59700
APPLIED INDUSTRIAL TECH INCCOMMON03820C10564913,429SH DFND1713,42900
APPLIED MATERIALS INCCOMMON038222105528,12935,397,419SH DFND135,381,238016,181
APPLIED MATERIALS INCCOMMON0382221051,497100,338SH DFND11100,33800
APPLIED MATERIALS INCCOMMON0382221051,40794,287SH DFND12,194,28700
APPLIED MATERIALS INCCOMMON03822210514950SH DFND145500400
APPLIED MATERIALS INCCOMMON038222105190,91212,795,690SH DFND1512,795,69000
APPLIED MATERIALS INCCOMMON0382221054,924330,023SH DFND16330,02300
APPLIED MATERIALS INCCOMMON03822210520,3881,366,490SH DFND171,366,49000
APPLIED MATERIALS INCCOMMON03822210512800SH DFND280000
APPLIED MATERIALS INCCOMMON038222105291,956SH DFND31,4000556
APPLIED MATERIALS INCCOMMON038222105916,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210545230,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON038222105543,600SH DFND73,60000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40662771,236SH DFND1571,23600
APPROACH RESOURCES INCCOMMON03834A1031,08244,045SH DFND1544,04500
APTARGROUP INCCOMMON0383361031142,060SH DFND142,06000
APTARGROUP INCCOMMON03833610395217,252SH DFND1517,25200
APTARGROUP INCCOMMON03833610313230SH DFND1623000
APTARGROUP INCCOMMON03833610330545SH DFND300545
AQUA AMERICA INCCOMMON03836W10342,0051,342,441SH DFND151,342,44100
AQUA AMERICA INCCOMMON03836W1031163,721SH DFND163,72100
AQUA AMERICA INCCOMMON03836W1031,55949,825SH DFND1749,82500
AQUA AMERICA INCCOMMON03836W10319600SH DFND360000
ARABIAN AMERICAN DEVELOPMENTCOMMON0384651003399SH DFND1539900
ARBITRON INCCOMMON03875Q1081,32028,408SH DFND1528,40800
ARBOR REALTY TRUST INCCOMMON038923108714113,770SH DFND1113,77000
ARBOR REALTY TRUST INCCOMMON03892310824538,949SH DFND1538,94900
ARBOR REALTY TRUST INCCOMMON03892310834254,500SH DFND3,154,50000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G103474118,400SH DFND15118,40000
ARCA BIOPHARMA INCCOMMON00211Y209019SH DFND31900
ARCELORMITTAL 5.0 CVT 05-15-14CONVERT03938LAK027,03026,500,000PRN DFND10026,500,000
ARCELORMITTAL CVT PFD 6CONVERTL0302D1786,802362,400PRN DFND1362,40000
ARCELORMITTAL NY REGISTEREDCOMMON03938L10416815,005SH DFND1515,00500
ARCH CAPITAL GROUP LTDCOMMONG0450A10546,722908,812SH DFND1908,81200
ARCH CAPITAL GROUP LTDCOMMONG0450A10557111,100SH DFND1111,10000
ARCH CAPITAL GROUP LTDCOMMONG0450A10517,833346,879SH DFND15346,87900
ARCH CAPITAL GROUP LTDCOMMONG0450A10531600SH DFND1660000
ARCH CAPITAL GROUP LTDCOMMONG0450A10585316,591SH DFND1716,59100
ARCH CAPITAL GROUP LTDCOMMONG0450A1059174SH DFND300174
ARCH COAL INCCOMMON039380100534141,299SH DFND15141,29900
ARCH COAL INCCOMMON039380100184,792SH DFND164,79200
ARCH COAL INCCOMMON03938010025567,400SH DFND1767,40000
ARCHER DANIELS 0.875 02-15-14CONVERT039483AW211,03910,950,000PRN DFND10010,950,000
ARCHER-DANIELS-MIDLAND COCOMMON039483102474,89714,004,624SH DFND113,883,2310105,593
ARCHER-DANIELS-MIDLAND COCOMMON0394831028,376247,000SH DFND1,500247,000
ARCHER-DANIELS-MIDLAND COCOMMON03948310265819,400SH DFND1,90019,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,84254,316SH DFND1154,31600
ARCHER-DANIELS-MIDLAND COCOMMON03948310248014,144SH DFND11,1772013,372
ARCHER-DANIELS-MIDLAND COCOMMON03948310232,854968,854SH DFND15968,85400
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,54845,636SH DFND1645,63600
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,997147,354SH DFND17147,35400
ARCHER-DANIELS-MIDLAND COCOMMON03948310225732SH DFND36000132
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,79052,800SH DFND3,152,80000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,18234,853SH DFND534,85300
ARCHER-DANIELS-MIDLAND COCOMMON039483102581,700SH DFND71,70000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,30267,900SH DFND8,167,90000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10743,2003,698,647SH DFND13,698,64700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10774263,535SH DFND1563,53500
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107342,909SH DFND172,90900
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107161,329SH DFND31,32900
ARCTIC CAT INCCOMMON0396701041,03222,946SH DFND1522,94600
ARCTIC CAT INCCOMMON0396701042134,729SH DFND174,72900
ARDEN GROUP INC -CL ACOMMON03976210924220SH DFND122000
ARDEN GROUP INC -CL ACOMMON039762109437SH DFND153700
ARDEN GROUP INC -CL ACOMMON03976210922200SH DFND3,120000
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,3595,000,000PRN DFND1005,000,000
ARES CAP CORP CVT 5.75 144A 02CONVERT04010LAA120,12918,425,000PRN DFND16,000,000012,425,000
ARES CAPITAL CORPCOMMON04010L1038490SH DFND1400490
ARES CAPITAL CORPCOMMON04010L10318,2301,059,886SH DFND151,059,88600
ARES CAPITAL CORPCOMMON04010L10395655,569SH DFND1655,56900
ARES CAPITAL CORPCOMMON04010L1034,849281,895SH DFND17281,89500
ARES CAPITAL CORPCOMMON04010L10396255,933SH DFND355,1050828
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB911,13810,195,000PRN DFND15,895,00004,300,000
ARES CAPITAL CORP (ARCC)CVT144CONVERT04010LAH65,2195,000,000PRN DFND1005,000,000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8511,740,000PRN DFND1001,740,000
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1021,38473,636SH DFND1573,63600
ARGAN INCCOMMON04010E1091,974126,570SH DFND1126,57000
ARGAN INCCOMMON04010E1099557SH DFND1555700
ARGAN INCCOMMON04010E10939225,100SH DFND3,125,10000
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B10745,5101,073,604SH DFND11,073,60400
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1071,81542,810SH DFND1542,81000
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1071553,668SH DFND3003,668
ARIAD PHARMACEUTICALS INCCOMMON04033A10019,5081,115,390SH DFND11,115,39000
ARIAD PHARMACEUTICALS INCCOMMON04033A1001,38278,996SH DFND12,10078,996
ARIAD PHARMACEUTICALS INCCOMMON04033A10012703SH DFND1570300
ARIAD PHARMACEUTICALS INCCOMMON04033A1004,738270,876SH DFND2270,87600
ARIAD PHARMACEUTICALS INCCOMMON04033A1003150SH DFND300150
ARKANSAS BEST CORPCOMMON0407901072,19595,627SH DFND1595,62700
ARLINGTON ASSET INVESTMENT-ACOMMON0413562051,02538,349SH DFND1538,34900
ARM HOLDINGS PLC ADRCOMMON0420681062,54870,321SH DFND170,32100
ARM HOLDINGS PLC ADRCOMMON0420681062807,736SH DFND12,17,73600
ARM HOLDINGS PLC ADRCOMMON0420681062,17660,063SH DFND1560,06300
ARM HOLDINGS PLC ADRCOMMON042068106372SH DFND37200
ARMOUR RESIDENTIAL REIT INCCOMMON04231510116535,121SH DFND1535,12100
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1024288,956SH DFND158,95600
ARMSTRONG WORLD INDUSTRIESCOMMON04247X10211231SH DFND1623100
ARQULE INCCOMMON04269E107239103,187SH DFND15103,18700
ARQULE INCCOMMON04269E1075825,000SH DFND325,00000
ARRAY BIO INC SR(ARRY)CVT 3.0CONVERT04269XAA39521,000,000PRN DFND11,000,00000
ARRAY BIOPHARMA INCCOMMON04269X1052,305507,759SH DFND2507,75900
ARRAY BIOPHARMA INCCOMMON04269X10517638,684SH DFND338,68400
ARRIS GROUP INCCOMMON04270V10657,1073,979,594SH DFND13,744,0410235,553
ARRIS GROUP INCCOMMON04270V10692264,249SH DFND12,164,24900
ARRIS GROUP INCCOMMON04270V1064,374304,785SH DFND15304,78500
ARRIS GROUP INCCOMMON04270V10630221,052SH DFND1721,05200
ARRIS GROUP INCCOMMON04270V10614910,411SH DFND2,110,41100
ARRIS GROUP INCCOMMON04270V10632122,400SH DFND3,122,40000
ARRIS GROUP INCCOMMON04270V1062,169151,174SH DFND6,1151,17400
ARROW ELECTRONICS INCCOMMON0427351003649,146SH DFND119,14600
ARROW ELECTRONICS INCCOMMON0427351003,83496,202SH DFND1596,20200
ARROW ELECTRONICS INCCOMMON042735100661,653SH DFND161,65300
ARROW ELECTRONICS INCCOMMON042735100248SH DFND30048
ARROW FINANCIAL CORPCOMMON0427441026,459260,985SH DFND15260,98500
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081074,819SH DFND154,81900
ARTHROCARE CORPCOMMON0431361001,29737,566SH DFND1537,56600
ARTHROCARE CORPCOMMON043136100702,040SH DFND3002,040
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10816,161323,804SH DFND1303,250020,554
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1081032,066SH DFND152,06600
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10846920SH DFND2,192000
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108601,200SH DFND3001,200
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10868013,627SH DFND6,113,62700
ARUBA NETWORKS INCCOMMON0431761061,01365,968SH DFND1565,96800
ASA LTD CEFCOMMONG3156P1036,417505,275SH DFND17505,27500
ASBURY AUTOMOTIVE GROUPCOMMON0434361042,34058,364SH DFND1558,36400
ASCENA RETAIL GROUP INCCOMMON04351G10169,8114,000,655SH DFND14,000,65500
ASCENA RETAIL GROUP INCCOMMON04351G10138622,095SH DFND1522,09500
ASCENA RETAIL GROUP INCCOMMON04351G1019536SH DFND1653600
ASCENA RETAIL GROUP INCCOMMON04351G1011206,883SH DFND176,88300
ASCENT CAPITAL GROUP INCCOMMON0436321082,73635,040SH DFND135,04000
ASCENT CAPITAL GROUP INCCOMMON0436321085787,398SH DFND157,39800
ASCENT CAPITAL GROUP INCCOMMON0436321088106SH DFND310600
ASCENT CAPITAL GROUP INCCOMMON0436321086878,800SH DFND3,18,80000
ASHFORD HOSPITALITY TRUSTCOMMON04410310990378,864SH DFND1578,86400
ASHLAND INCCOMMON0442091045186,200SH DFND116,20000
ASHLAND INCCOMMON0442091042,68632,165SH DFND1532,16500
ASHLAND INCCOMMON04420910433398SH DFND1639800
ASHLAND INCCOMMON04420910497911,729SH DFND1711,72900
ASHLAND INCCOMMON044209104675SH DFND30075
ASIAINFO- LINKAGE INCCOMMON04518A10440535,116SH DFND1535,11600
ASM INTERNATIONAL N.V. ADRCOMMONN0704510225766SH DFND1576600
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592104015,064SH DFND14005,064
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592105617,086SH DFND157,08600
ASML HOLDING NV-NY REG SHS ADRCOMMONN0705921016197SH DFND319700
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410527,885751,807SH DFND1719,107032,700
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841052,83776,485SH DFND1576,48500
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841051403,773SH DFND163,77300
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841053078,282SH DFND178,28200
ASPEN TECHNOLOGY INCCOMMON045327103119,7314,158,764SH DFND14,158,76400
ASPEN TECHNOLOGY INCCOMMON04532710399734,622SH DFND12,134,62200
ASPEN TECHNOLOGY INCCOMMON0453271032,25878,447SH DFND1578,44700
ASSISTED LIVING CONCEPTS I-ACOMMON04544X30021517,936SH DFND1517,93600
ASSOCIATED BANC CORPCOMMON04548710540926,300SH DFND10026,300
ASSOCIATED BANC CORPCOMMON0454871051,05167,597SH DFND1567,59700
ASSOCIATED BANC CORPCOMMON045487105201,276SH DFND161,27600
ASSOCIATED BANC CORPCOMMON04548710536223,303SH DFND1723,30300
ASSOCIATED BANC CORPCOMMON0454871053220SH DFND300220
ASSOCIATED ESTATES REALTY CORPCOMMON04560410583952,154SH DFND1552,15400
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051318,150SH DFND3008,150
ASSURANT INCCOMMON04621X10819,993392,712SH DFND1381,91208,900
ASSURANT INCCOMMON04621X1084,97997,800SH DFND1,50097,800
ASSURANT INCCOMMON04621X1083416,700SH DFND116,70000
ASSURANT INCCOMMON04621X1083,69672,591SH DFND1572,59100
ASSURANT INCCOMMON04621X108531,046SH DFND161,04600
ASSURANT INCCOMMON04621X1082,18242,854SH DFND1742,85400
ASSURANT INCCOMMON04621X108242SH DFND30042
ASSURANT INCCOMMON04621X108971,900SH DFND51,90000
ASSURANT INCCOMMON04621X1081,13022,200SH DFND8,122,20000
ASSURED GUARANTY LTDCOMMONG0585R106663,000SH DFND14003,000
ASSURED GUARANTY LTDCOMMONG0585R10647521,553SH DFND1521,55300
ASSURED GUARANTY LTDCOMMONG0585R10619854SH DFND1685400
ASTA FUNDING INCCOMMON046220109637,240SH DFND17,24000
ASTA FUNDING INCCOMMON04622010918721,574SH DFND1521,57400
ASTA FUNDING INCCOMMON046220109161,900SH DFND3,11,90000
ASTEC INDUSTRIES INCCOMMON04622410186725,272SH DFND1525,27200
ASTEX PHARMACEUTICALSCOMMON04624B1031,254305,080SH DFND1254,280050,800
ASTEX PHARMACEUTICALSCOMMON04624B1034,022978,662SH DFND15978,66200
ASTEX PHARMACEUTICALSCOMMON04624B10337892,000SH DFND3,192,00000
ASTORIA FINANCIAL CORPCOMMON04626510443440,274SH DFND1540,27400
ASTORIA FINANCIAL CORPCOMMON046265104111,038SH DFND161,03800
ASTRAZENECA PLC ADRCOMMON04635310897520,610SH DFND120,61000
ASTRAZENECA PLC ADRCOMMON04635310829,059614,356SH DFND15614,35600
ASTRAZENECA PLC ADRCOMMON0463531083,86581,711SH DFND1781,71100
ASTRAZENECA PLC ADRCOMMON0463531081853,919SH DFND33,91900
ASTRONICS CORPCOMMON04643310873017,873SH DFND1517,87300
AT CROSS CO-CL ACOMMON22747810411674SH DFND1567400
AT&T INCCOMMON00206R102288,9038,161,099SH DFND18,080,809069,990
AT&T INCCOMMON00206R1022,53171,500SH DFND1,1271,50000
AT&T INCCOMMON00206R10217,013480,600SH DFND1,500480,600
AT&T INCCOMMON00206R10244312,500SH DFND1,90012,500
AT&T INCCOMMON00206R10216,283459,979SH DFND11459,97900
AT&T INCCOMMON00206R1022767,800SH DFND137,80000
AT&T INCCOMMON00206R1024,850137,009SH DFND142,0250134,984
AT&T INCCOMMON00206R102128,2883,623,945SH DFND153,623,94500
AT&T INCCOMMON00206R1021,58344,729SH DFND1644,72900
AT&T INCCOMMON00206R102164,5484,648,244SH DFND174,648,24400
AT&T INCCOMMON00206R1027,146201,877SH DFND3187,612014,264
AT&T INCCOMMON00206R1021,20333,992SH DFND3,133,99200
AT&T INCCOMMON00206R1027,115200,976SH DFND5200,97600
AT&T INCCOMMON00206R10223,778671,700SH DFND6671,70000
AT&T INCCOMMON00206R10238610,900SH DFND710,90000
AT&T INCCOMMON00206R1022,69476,088SH DFND8,176,08800
ATHENAHEALTH INCCOMMON04685W1032543,000SH DFND14003,000
ATHENAHEALTH INCCOMMON04685W1031912,258SH DFND152,25800
ATLANTIC AMERICAN CORPCOMMON048209100205,025SH DFND145,02500
ATLANTIC AMERICAN CORPCOMMON0482091005213,221SH DFND313,22100
ATLANTIC POWER CORPCOMMON04878Q8636416,338SH DFND1516,33800
ATLANTIC TELE-NETWORK INCCOMMON0490792052835,700SH DFND1005,700
ATLANTIC TELE-NETWORK INCCOMMON0490792052,48349,999SH DFND1549,99900
ATLANTIC TELE-NETWORK INCCOMMON049079205801,606SH DFND161,60600
ATLANTICUS HOLDINGS CORPCOMMON04914Y1025214,420SH DFND114,42000
ATLANTICUS HOLDINGS CORPCOMMON04914Y102256,900SH DFND3,16,90000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051,62737,184SH DFND1537,18400
ATLAS ENERGY LPCOMMON04930A10449010,000SH DFND110,00000
ATLAS ENERGY LPCOMMON04930A1044,44590,725SH DFND140090,725
ATLAS ENERGY LPCOMMON04930A10413,762280,914SH DFND3275,53405,380
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921031,91050,000SH DFND150,00000
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921039,599251,350SH DFND1400251,350
ATLAS PIPELINE PARTNERS-UTS.COMMON04939210366517,415SH DFND1717,41500
ATLAS PIPELINE PARTNERS-UTS.COMMON04939210322,752595,771SH DFND3569,147026,624
ATMEL CORPCOMMON04951310432744,521SH DFND1544,52100
ATMEL CORPCOMMON049513104101,372SH DFND161,37200
ATMI INCCOMMON00207R1011,43260,560SH DFND1560,56000
ATMOS ENERGY CORPCOMMON04956010589621,830SH DFND121,83000
ATMOS ENERGY CORPCOMMON0495601056,848166,771SH DFND15166,77100
ATMOS ENERGY CORPCOMMON04956010532783SH DFND1678300
ATMOS ENERGY CORPCOMMON0495601058,608209,646SH DFND17209,64600
ATMOS ENERGY CORPCOMMON0495601051834,445SH DFND360003,845
ATRION CORPORATIONCOMMON049904105145661SH DFND1566100
ATWOOD OCEANICS INCCOMMON05009510844,422853,450SH DFND1853,45000
ATWOOD OCEANICS INCCOMMON0500951085,222100,329SH DFND15100,32900
ATWOOD OCEANICS INCCOMMON05009510811213SH DFND1621300
AU OPTRONICS CORP ADRCOMMON0022551077822,651SH DFND1522,65100
AUDIENCE INCCOMMON05070J10255942,290SH DFND127,990014,300
AUDIENCE INCCOMMON05070J10219314,600SH DFND3,114,60000
AURICO GOLD INCCOMMON05155C10517840,595SH DFND1540,59500
AURICO GOLD INCCOMMON05155C1054510,323SH DFND2,1510,32300
AUTODESK INCCOMMON05276910663,2771,864,378SH DFND11,864,37800
AUTODESK INCCOMMON0527691066,509191,781SH DFND1,2191,78100
AUTODESK INCCOMMON05276910664519,004SH DFND1119,00400
AUTODESK INCCOMMON05276910681023,856SH DFND12,123,85600
AUTODESK INCCOMMON05276910681,9992,415,985SH DFND152,415,98500
AUTODESK INCCOMMON0527691062,06960,974SH DFND1660,97400
AUTODESK INCCOMMON0527691061494,396SH DFND174,39600
AUTODESK INCCOMMON05276910614421SH DFND2,1542100
AUTODESK INCCOMMON052769106802,365SH DFND32,1720193
AUTODESK INCCOMMON0527691063369,910SH DFND59,91000
AUTODESK INCCOMMON052769106341,000SH DFND71,00000
AUTOLIV INCCOMMON05280010914,708190,049SH DFND1190,04900
AUTOLIV INCCOMMON0528001096278,100SH DFND118,10000
AUTOLIV INCCOMMON0528001093874,996SH DFND11,130304,693
AUTOLIV INCCOMMON0528001091,24516,091SH DFND1516,09100
AUTOLIV INCCOMMON05280010944567SH DFND1656700
AUTOLIV INCCOMMON0528001091071,378SH DFND31,0280350
AUTOLIV INCCOMMON0528001093564,600SH DFND54,60000
AUTOMATIC DATA PROCESSINGCOMMON053015103134,9501,959,773SH DFND11,959,77300
AUTOMATIC DATA PROCESSINGCOMMON0530151034,21961,263SH DFND1161,26300
AUTOMATIC DATA PROCESSINGCOMMON05301510361,680895,727SH DFND14370,2530525,474
AUTOMATIC DATA PROCESSINGCOMMON053015103383,5285,569,681SH DFND155,569,68100
AUTOMATIC DATA PROCESSINGCOMMON0530151039,120132,444SH DFND16132,44400
AUTOMATIC DATA PROCESSINGCOMMON05301510362,680910,257SH DFND17910,25700
AUTOMATIC DATA PROCESSINGCOMMON05301510396414,004SH DFND214,00400
AUTOMATIC DATA PROCESSINGCOMMON05301510347,476689,451SH DFND3601,428088,022
AUTOMATIC DATA PROCESSINGCOMMON05301510386712,589SH DFND512,58900
AUTOMATIC DATA PROCESSINGCOMMON05301510352,051755,890SH DFND6594,315161,5750
AUTOMATIC DATA PROCESSINGCOMMON053015103761,100SH DFND71,10000
AUTOMATIC DATA PROCESSINGCOMMON0530151034,04058,673SH DFND958,67300
AUTONATION INCCOMMON05329W1023,24374,736SH DFND174,73600
AUTONATION INCCOMMON05329W10271916,575SH DFND148,21108,364
AUTONATION INCCOMMON05329W1023,08070,987SH DFND1570,98700
AUTONATION INCCOMMON05329W10213293SH DFND1629300
AUTONATION INCCOMMON05329W1024,927113,547SH DFND386,654026,893
AUTONAVI HOLDINGS LTD ADRCOMMON05330F1061,05687,479SH DFND1587,47900
AUTOZONE INCCOMMON0533321023,9479,316SH DFND19,31600
AUTOZONE INCCOMMON0533321021,2632,982SH DFND112,98200
AUTOZONE INCCOMMON0533321022,0994,955SH DFND142,29002,665
AUTOZONE INCCOMMON0533321029,20521,725SH DFND1521,72500
AUTOZONE INCCOMMON0533321024298SH DFND169800
AUTOZONE INCCOMMON0533321024581,082SH DFND171,08200
AUTOZONE INCCOMMON05333210213,96732,966SH DFND324,08508,881
AUTOZONE INCCOMMON053332102381900SH DFND590000
AUTOZONE INCCOMMON05333210242100SH DFND710000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10727,3711,645,753SH DFND11,526,8850118,868
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1072,118127,353SH DFND12,100127,353
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10716,618999,211SH DFND15999,21100
AUXILIUM PHARMACEUTICALS INCCOMMON05334D107885,300SH DFND2,15,30000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1071,29677,950SH DFND6,177,95000
AUXILIUM PHARMACEUTICALS INC (CONVERT05334DAA55,7866,000,000PRN DFND16,000,00000
AV HOMES INCCOMMON00234P10226715,046SH DFND1515,04600
AVAGO TECHNOLOGIES LTDCOMMONY0486S104293,8747,861,796SH DFND17,861,79600
AVAGO TECHNOLOGIES LTDCOMMONY0486S10477020,600SH DFND1120,60000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,12430,065SH DFND12,130,06500
AVAGO TECHNOLOGIES LTDCOMMONY0486S10478721,056SH DFND1410,470010,586
AVAGO TECHNOLOGIES LTDCOMMONY0486S10491,8392,456,894SH DFND152,456,89400
AVAGO TECHNOLOGIES LTDCOMMONY0486S1042,49866,816SH DFND1666,81600
AVAGO TECHNOLOGIES LTDCOMMONY0486S10413,592363,629SH DFND2,1363,62900
AVAGO TECHNOLOGIES LTDCOMMONY0486S1045,724153,130SH DFND3118,878034,252
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,86149,782SH DFND3,149,78200
AVALONBAY COMMUNITIES INCCOMMON053484101701,9765,203,288SH DFND12,893,25302,310,035
AVALONBAY COMMUNITIES INCCOMMON0534841011,38510,263SH DFND1110,26300
AVALONBAY COMMUNITIES INCCOMMON0534841016,01144,556SH DFND11,144,55600
AVALONBAY COMMUNITIES INCCOMMON05348410142,650316,135SH DFND15316,13500
AVALONBAY COMMUNITIES INCCOMMON0534841011,70012,603SH DFND15,112,60300
AVALONBAY COMMUNITIES INCCOMMON05348410150369SH DFND1636900
AVALONBAY COMMUNITIES INCCOMMON0534841014863,599SH DFND173,59900
AVALONBAY COMMUNITIES INCCOMMON0534841015,45840,455SH DFND18,140,45500
AVALONBAY COMMUNITIES INCCOMMON0534841012,62719,469SH DFND2,119,46900
AVALONBAY COMMUNITIES INCCOMMON053484101101745SH DFND3649096
AVALONBAY COMMUNITIES INCCOMMON05348410124,756183,497SH DFND3,1183,49700
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AVALONBAY COMMUNITIES INCCOMMON0534841015,27439,093SH DFND6,1039,0930
AVENUE INCOME CREDIT STRATEG CCOMMON05358E10610,212595,826SH DFND17595,82600
AVEO PHARMACEUTICALS INCCOMMON0535881094116,354SH DFND1516,35400
AVERY DENNISON CORPCOMMON053611109138,2643,233,484SH DFND13,161,284062,700
AVERY DENNISON CORPCOMMON0536111097,004163,800SH DFND1,500163,800
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AVERY DENNISON CORPCOMMON0536111093,79188,662SH DFND1588,66200
AVERY DENNISON CORPCOMMON05361110932748SH DFND1674800
AVERY DENNISON CORPCOMMON0536111091,34031,338SH DFND1731,33800
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AVERY DENNISON CORPCOMMON0536111094069,500SH DFND59,50000
AVERY DENNISON CORPCOMMON0536111092,64361,800SH DFND661,80000
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AVIAT NETWORKS INCCOMMON05366Y10220377,553SH DFND1577,55300
AVIAT NETWORKS INCCOMMON05366Y102295112,500SH DFND3,1112,50000
AVID TECHNOLOGY INCCOMMON05367P100623106,037SH DFND15106,03700
AVID TECHNOLOGY INCCOMMON05367P10035560,307SH DFND1760,30700
AVIS BUDGET GROUP INCCOMMON0537741055,164179,627SH DFND1179,62700
AVIS BUDGET GROUP INCCOMMON0537741052,991104,046SH DFND15104,04600
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AVIS BUDGET GROUP INCCOMMON0537741051,33346,380SH DFND1746,38000
AVIS BUDGET GROUP INCCOMMON05377410537913,188SH DFND38013,180
AVIS BUDGET GROUP INC 3.5 CVTCONVERT053774AB116,1138,805,000PRN DFND18,805,00000
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AVISTA CORPCOMMON05379B10712456SH DFND1645600
AVISTA CORPCOMMON05379B1071,49655,357SH DFND1755,35700
AVIVA PLC - SPON ADRCOMMON05382A10424523,502SH DFND1523,50200
AVNET INCCOMMON05380710338711,523SH DFND1111,52300
AVNET INCCOMMON0538071034,635137,948SH DFND15137,94800
AVNET INCCOMMON053807103682,024SH DFND162,02400
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AVON PRODUCTS INCCOMMON0543031022,496118,694SH DFND15118,69400
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AVON PRODUCTS INCCOMMON0543031022,649125,980SH DFND17125,98000
AVON PRODUCTS INCCOMMON0543031021708,073SH DFND37,6160457
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AVX CORPCOMMON00244410750943,319SH DFND1543,31900
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AWARE INC/MASSCOMMON05453N10010720,500SH DFND3,120,50000
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AZZ INCCOMMON00247410482421,363SH DFND1521,36300
AZZ INCCOMMON0024741041584,100SH DFND3,14,10000
B&G FOODS INCCOMMON05508R10651,6981,518,301SH DFND11,518,30100
B&G FOODS INCCOMMON05508R1061,93156,709SH DFND1556,70900
B2GOLD CORPCOMMON11777Q2097,2003,388,118SH DFND13,388,11800
B2GOLD CORPCOMMON11777Q20914769,267SH DFND1569,26700
B2GOLD CORPCOMMON11777Q2095827,257SH DFND2,1527,25700
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B2GOLD CORPCOMMON11777Q209288135,359SH DFND9,100135,359
BABCOCK & WILCOX COCOMMON05615F10261,6962,054,476SH DFND12,054,47600
BABCOCK & WILCOX COCOMMON05615F1023,426114,079SH DFND15114,07900
BABCOCK & WILCOX COCOMMON05615F10215512SH DFND1651200
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1002,21896,635SH DFND1596,63500
BADGER METER INCCOMMON05652510816,998381,552SH DFND15381,55200
BAIDU INC ADRCOMMON056752108396,8914,195,380SH DFND14,195,38000
BAIDU INC ADRCOMMON05675210886907SH DFND1,1290700
BAIDU INC ADRCOMMON0567521087,52279,512SH DFND1179,51200
BAIDU INC ADRCOMMON0567521083854,069SH DFND124,06900
BAIDU INC ADRCOMMON056752108283,4582,996,326SH DFND152,996,32600
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BAIDU INC ADRCOMMON05675210822,239235,080SH DFND2235,08000
BAIDU INC ADRCOMMON05675210831,600334,030SH DFND2,1334,03000
BAIDU INC ADRCOMMON0567521085826,152SH DFND2,46,15200
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BAIDU INC ADRCOMMON05675210816,830177,905SH DFND4177,90500
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BAIDU INC ADRCOMMON056752108139,4631,474,213SH DFND61,474,21300
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BAIDU INC ADRCOMMON0567521086,22565,804SH DFND965,80400
BAIDU INC ADRCOMMON0567521082943,109SH DFND9,1003,109
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BAKER HUGHES INCCOMMON057224107310,4086,728,981SH DFND16,726,53502,446
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BAKER HUGHES INCCOMMON057224107551,200SH DFND14001,200
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BAKER HUGHES INCCOMMON0572241071122,436SH DFND162,43600
BAKER HUGHES INCCOMMON0572241071,60334,743SH DFND1734,74300
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BAKER HUGHES INCCOMMON05722410777916,889SH DFND516,88900
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BALDWIN & LYONS INCCOMMON05775510019806SH DFND1580600
BALDWIN & LYONS INC -CL BCOMMON0577552091827,505SH DFND157,50500
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BALLY TECHNOLOGIES INCCOMMON05874B10722,722402,738SH DFND1361,734041,004
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BALLY TECHNOLOGIES INCCOMMON05874B1071332,365SH DFND162,36500
BALLY TECHNOLOGIES INCCOMMON05874B1071,54627,403SH DFND1727,40300
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BALLY TECHNOLOGIES INCCOMMON05874B1072,91151,591SH DFND6,151,59100
BALTIC TRADING LTDCOMMONY0553W10313837,265SH DFND1537,26500
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BANCFIRST CORPCOMMON05945F10314300SH DFND3,130000
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BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K10118421,936SH DFND321,93600
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303358,43227,550,490SH DFND127,550,49000
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BANK OF AMERICA CORPCOMMON060505104503,90939,184,223SH DFND139,171,379012,844
BANK OF AMERICA CORPCOMMON06050510411,487893,253SH DFND11893,25300
BANK OF AMERICA CORPCOMMON06050510445034,993SH DFND11,12,336032,657
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BANK OF AMERICA CORPCOMMON0605051042,211171,938SH DFND17171,93800
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BANK OF KENTUCKY FINL CORPCOMMON0628961054136SH DFND1513600
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BANK OF MARIN BANCORP-CACOMMON0634251021012,525SH DFND32,52500
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BANK OF NEW YORK MELLON CORPCOMMON0640581001,22543,683SH DFND1441,80301,880
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BANK OF NOVA SCOTIACOMMON0641491072,40045,002SH DFND1545,00200
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BANK OF NOVA SCOTIACOMMON0641491072364,410SH DFND174,41000
BANK OF NOVA SCOTIACOMMON064149107194,3453,643,888SH DFND23,643,88800
BANK OF NOVA SCOTIACOMMON06414910726,642499,523SH DFND2,1499,52300
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BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77611,101443,860SH DFND15443,86000
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7763,077123,046SH DFND17123,04600
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BARCLAYS BANK PLC PFDPREFERRED06739F3901,62865,884SH DFND1765,88400
BARCLAYS BANK PLC PFDPREFERRED06739F390251,000SH DFND31,00000
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BARCLAYS BANK PLC PFDPREFERRED06739H51111,761465,771SH DFND15465,77100
BARCLAYS BANK PLC PFDPREFERRED06739H5113,293130,405SH DFND17130,40500
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BARCLAYS BANK PLC PFD 8.125PREFERRED06739H3622519,900SH DFND31,90008,000
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BARCLAYS PLC ADRCOMMON06738E20475844,265SH DFND1544,26500
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BIOSCRIP INCCOMMON09069N1081,09366,245SH DFND1566,24500
BITAUTO HOLDINGS LTD ADRCOMMON09172710754449,609SH DFND1549,60900
BJ'S RESTAURANTS INCCOMMON09180C1067,052190,078SH DFND1190,07800
BJ'S RESTAURANTS INCCOMMON09180C1061,14430,833SH DFND1530,83300
BLACK BOX CORPORATIONCOMMON0918261071,42256,148SH DFND1556,14800
BLACK BOX CORPORATIONCOMMON091826107652,585SH DFND3002,585
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BLACKROCK BUILD AMERICA BOND CCOMMON09248X1008,221406,993SH DFND15406,99300
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1002,947145,893SH DFND17145,89300
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E1025,123344,489SH DFND17344,48900
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,318176,433PRN DFND15176,43300
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1013,120237,471PRN DFND17237,47100
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BLACKROCK CORPORATE HY FD 3 CECOMMON09255M1041,367184,439SH DFND17184,43900
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BLACKROCK CORPORATE HY FD 5 CECOMMON09255N1022,685219,539SH DFND17219,53900
BLACKROCK CORPORATE HY FD VI CCOMMON09255P1072,178181,775SH DFND15181,77500
BLACKROCK CORPORATE HY FD VI CCOMMON09255P10764653,934SH DFND1753,93400
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BLACKROCK CORPORATE HY FUND CECOMMON09255L106304,092SH DFND174,09200
BLACKROCK CREDIT ALLOCATION INCOMMON0925081005,437418,878SH DFND15418,87800
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BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1032,421569,703SH DFND15569,70300
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1031,854436,175SH DFND17436,17500
BLACKROCK DEFINED OPPORTUNIT CCOMMON09255Q1054,128293,588SH DFND17293,58800
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1094,368346,085SH DFND15346,08500
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1097,852622,204SH DFND17622,20400
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10410,8831,430,038SH DFND151,430,03800
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1048,7771,153,388SH DFND171,153,38800
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BLACKROCK ENHANCED GOVT FUND CCOMMON09255K1081,674118,192PRN DFND17118,19200
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1002,140138,225SH DFND15138,22500
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1007,665495,150SH DFND17495,15000
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411041,31187,060SH DFND1587,06000
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,900192,566SH DFND17192,56600
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1015,783231,034SH DFND15231,03400
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U10111,714467,988SH DFND17467,98800
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,408548,738SH DFND15548,73800
BLACKROCK GLOBAL OPP EQTY TRCOMMON09250110514,8641,101,053SH DFND171,101,05300
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,18938,274SH DFND1538,27400
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W10731110,015SH DFND1710,01500
BLACKROCK INCCOMMON09247X10153,625208,778SH DFND1208,5780200
BLACKROCK INCCOMMON09247X1011,2464,850SH DFND1,5004,850
BLACKROCK INCCOMMON09247X1012,90211,300SH DFND1111,30000
BLACKROCK INCCOMMON09247X10119,72176,779SH DFND1411,536065,243
BLACKROCK INCCOMMON09247X1017,96030,990SH DFND1530,99000
BLACKROCK INCCOMMON09247X101117455SH DFND1645500
BLACKROCK INCCOMMON09247X10112,91350,275SH DFND1750,27500
BLACKROCK INCCOMMON09247X10122,11186,084SH DFND373,429012,655
BLACKROCK INCCOMMON09247X1019253,600SH DFND53,60000
BLACKROCK INCCOMMON09247X1011,6706,500SH DFND66,50000
BLACKROCK INCCOMMON09247X10177300SH DFND730000
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,537252,224SH DFND15252,22400
BLACKROCK INCOME OPPTY TRST CECOMMON0924751023,457343,662SH DFND17343,66200
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,808410,509PRN DFND15410,50900
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,599526,153PRN DFND17526,15300
BLACKROCK INS MUNI INCOME TR CCOMMON0924791045,277371,889PRN DFND17371,88900
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,353862,034SH DFND15862,03400
BLACKROCK INTERNATIONAL GROW CCOMMON0925241079,2401,253,778SH DFND171,253,77800
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D10527418,317SH DFND1718,31700
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,620279,873SH DFND15279,87300
BLACKROCK KELSO CAPITAL CORPCOMMON09253310821823,301SH DFND1623,30100
BLACKROCK KELSO CAPITAL CORPCOMMON09253310819220,521SH DFND1720,52100
BLACKROCK KELSO CAPITAL CORPCOMMON092533108192,000SH DFND32,00000
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1033,289291,080SH DFND17291,08000
BLACKROCK LTD DURATION INC CFCOMMON09249W1012,912165,541SH DFND15165,54100
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,301699,310SH DFND17699,31000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A10771240,554PRN DFND1540,55400
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10151935,419SH DFND1735,41900
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X10913,069808,228SH DFND17808,22800
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H10423915,944SH DFND1715,94400
BLACKROCK MUNI INTERM DURATI CCOMMON09253X10244930,598SH DFND1730,59800
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10990964,646SH DFND1764,64600
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1022,575204,053SH DFND17204,05300
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F10924217,434SH DFND1717,43400
BLACKROCK MUNICIPAL INCOME CEFCOMMON09248H1051,536112,936SH DFND17112,93600
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y10013,4581,172,282SH DFND171,172,28200
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1074,162286,444SH DFND17286,44400
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P1091,43996,068SH DFND1796,06800
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N1041,26175,310SH DFND1775,31000
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C10787863,552SH DFND1763,55200
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,606114,894SH DFND17114,89400
BLACKROCK MUNIHOLDINGS QUALI CCOMMON09254A1018,661676,088SH DFND17676,08800
BLACKROCK MUNIVEST FUND CEFCOMMON09253R10561160,237SH DFND1760,23700
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T10131019,998SH DFND1719,99800
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1034,243288,229SH DFND17288,22900
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1054,966325,581SH DFND17325,58100
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R10410,673735,028SH DFND17735,02800
BLACKROCK MUNIYIELD FLORIDA CECOMMON09254T1001,857139,708SH DFND17139,70800
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10497566,035SH DFND1766,03500
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1039,516681,677PRN DFND17681,67700
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,480109,019SH DFND17109,01900
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,132473,527SH DFND17473,52700
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F10074648,313SH DFND1748,31300
BLACKROCK NEW YORK MUN II CEFCOMMON09249R10286860,293SH DFND1760,29300
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P10664446,166SH DFND1746,16600
BLACKROCK NEW YORK MUNI INC CECOMMON09248L10634224,239SH DFND1724,23900
BLACKROCK NY INS MUN INC TR CECOMMON09249U10575156,462PRN DFND1756,46200
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1093,129360,121SH DFND15360,12100
BLACKROCK REAL ASSET EQUITY CECOMMON09254B10915,2921,759,732SH DFND171,759,73200
BLACKROCK RESOURCES COMMOD MFCOMMON09257A10811,106963,235SH DFND17963,23500
BLACKROCK SENIOR HIGH INCOME CCOMMON09255T1091,083261,079SH DFND15261,07900
BLACKROCK SENIOR HIGH INCOME CCOMMON09255T109713171,884SH DFND17171,88400
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10966250,655SH DFND1750,65500
BLACKROCK UTILITY AND INFRAS CCOMMON09248D1048,065445,320SH DFND17445,32000
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1053,903194,974SH DFND17194,97400
BLACKSTONE GROUP LP-THECOMMON09253U10852725,000SH DFND1425,00000
BLACKSTONE GROUP LP-THECOMMON09253U1086,641315,332SH DFND15315,33200
BLACKSTONE GROUP LP-THECOMMON09253U1081,70480,916SH DFND1680,91600
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W1002389,634SH DFND159,63400
BLACKSTONE/GSO STRATEGIC CCOMMON09257R1014,228224,170SH DFND15224,17000
BLACKSTONE/GSO STRATEGIC CCOMMON09257R1017,237383,713SH DFND17383,71300
BLOCK H & R INCCOMMON09367110538,3131,380,635SH DFND11,309,835061,500
BLOCK H & R INCCOMMON09367110510,273370,200SH DFND1,500370,200
BLOCK H & R INCCOMMON09367110531611,400SH DFND1,90011,400
BLOCK H & R INCCOMMON09367110563222,779SH DFND1122,77900
BLOCK H & R INCCOMMON0936711052,12376,500SH DFND1376,50000
BLOCK H & R INCCOMMON0936711057,960286,863SH DFND15286,86300
BLOCK H & R INCCOMMON093671105331,177SH DFND161,17700
BLOCK H & R INCCOMMON0936711051,38449,863SH DFND1749,86300
BLOCK H & R INCCOMMON093671105752,704SH DFND32,4280276
BLOCK H & R INCCOMMON09367110586631,200SH DFND3,131,20000
BLOCK H & R INCCOMMON0936711052589,300SH DFND59,30000
BLOCK H & R INCCOMMON0936711057,992288,000SH DFND6288,00000
BLOCK H & R INCCOMMON0936711051,92369,300SH DFND8,169,30000
BLOOMIN' BRANDS INCCOMMON0942351083,767151,424SH DFND15151,42400
BLOUNT INTERNATIONAL INCCOMMON09518010525821,834SH DFND1521,83400
BLUCORA INCCOMMON0952291001,57985,194SH DFND1585,19400
BLUE NILE INCCOMMON09578R10388323,359SH DFND1523,35900
BLUEKNIGHT ENERGY PART CVT PFDCONVERT09625U20812313,530SH DFND313,53000
BLUELINX HOLDINGS INCCOMMON09624H109136,135SH DFND14006,135
BLUELINX HOLDINGS INCCOMMON09624H10912758,889SH DFND1558,88900
BLYTH INCCOMMON09643P20748534,771SH DFND1534,77100
BMC SOFTWARE INCCOMMON0559211007,982176,856SH DFND1176,85600
BMC SOFTWARE INCCOMMON05592110049210,905SH DFND1110,90500
BMC SOFTWARE INCCOMMON05592110013,235293,260SH DFND1451,2320242,028
BMC SOFTWARE INCCOMMON05592110070,9061,571,153SH DFND151,571,15300
BMC SOFTWARE INCCOMMON0559211001,77339,291SH DFND1639,29100
BMC SOFTWARE INCCOMMON055921100631,397SH DFND171,39700
BMC SOFTWARE INCCOMMON05592110022,251493,040SH DFND3424,407068,633
BMC SOFTWARE INCCOMMON0559211003958,756SH DFND58,75600
BMC SOFTWARE INCCOMMON05592110041900SH DFND790000
BNC BANCORP BNCNCOMMON05566T1012184SH DFND1518400
BOARDWALK PIPELINE PARTNERSCOMMON09662710460119,890SH DFND310,09009,800
BOB EVANS FARMSCOMMON0967611011,20925,740SH DFND1525,74000
BOB EVANS FARMSCOMMON0967611012585,489SH DFND175,48900
BODY CENTRAL CORPCOMMON09689U1021007,500SH DFND3007,500
BOEING COCOMMON097023105281,4692,747,651SH DFND12,747,4510200
BOEING COCOMMON0970231056,07259,269SH DFND1159,26900
BOEING COCOMMON09702310522,149216,215SH DFND1422,9140193,301
BOEING COCOMMON09702310513,829134,994SH DFND15134,99400
BOEING COCOMMON0970231053373,286SH DFND163,28600
BOEING COCOMMON0970231051,88218,369SH DFND1718,36900
BOEING COCOMMON09702310529,071283,788SH DFND3250,959032,829
BOEING COCOMMON0970231052,63325,700SH DFND525,70000
BOEING COCOMMON0970231051,08610,600SH DFND610,60000
BOEING COCOMMON0970231051541,500SH DFND71,50000
BOFI HOLDING INCCOMMON05566U1081,23626,968SH DFND1526,96800
BOINGO WIRELESS INCCOMMON09739C102538,483SH DFND158,48300
BOISE CASCADE CO BCCCOMMON09739D1004,358171,519SH DFND15171,51900
BOISE CASCADE CO BCCCOMMON09739D1001044,093SH DFND164,09300
BOISE INCCOMMON09746Y1052,567300,597SH DFND15300,59700
BOK FINANCIAL CORPORATIONCOMMON05561Q2011,14117,809SH DFND1517,80900
BONANZA CREEK ENERGY INCCOMMON0977931031343,783SH DFND153,78300
BONANZA CREEK ENERGY INCCOMMON0977931031063,000SH DFND33,00000
BOND ENHANCED TR LKD TO BSKT CCONVERT09787TAA433,70325,000,000PRN DFND10025,000,000
BON-TON STORESCOMMON09776J10197954,246SH DFND1554,24600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021065,173297,650SH DFND1297,65000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210664,5423,713,560SH DFND1,23,713,56000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210693954,000SH DFND1,50054,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210621612,456SH DFND11,212,45600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061,00958,044SH DFND1558,04400
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210621,6521,245,782SH DFND21,245,78200
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210631318,000SH DFND3,118,00000
BORG WARNER INCCOMMON0997241063,75043,524SH DFND143,52400
BORG WARNER INCCOMMON0997241068539,900SH DFND119,90000
BORG WARNER INCCOMMON0997241067,64588,741SH DFND1588,74100
BORG WARNER INCCOMMON09972410628325SH DFND1632500
BORG WARNER INCCOMMON0997241061,99223,117SH DFND1723,11700
BORG WARNER INCCOMMON09972410617202SH DFND2,1520200
BORG WARNER INCCOMMON09972410612135SH DFND300135
BORG WARNER INCCOMMON0997241063023,500SH DFND53,50000
BORG WARNER INCCOMMON09972410634400SH DFND740000
BOSTON BEER COMPANY INC CL ACOMMON1005571071,3808,090SH DFND158,09000
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910519,7801,859,056SH DFND11,534,4340324,622
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,561146,700SH DFND15146,70000
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910538235,900SH DFND1735,90000
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910514914,032SH DFND2,114,03200
BOSTON PRIVATE FINANCIAL HOLDICOMMON101119105474,460SH DFND3004,460
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,237210,203SH DFND6,1210,20300
BOSTON PROPERTIE LP CVT 3.625CONVERT10112RAM620,66320,000,000PRN DFND10020,000,000
BOSTON PROPERTIES INCCOMMON101121101681,3666,460,283SH DFND13,551,44102,908,842
BOSTON PROPERTIES INCCOMMON1011211011,31712,484SH DFND1112,48400
BOSTON PROPERTIES INCCOMMON1011211016,41160,784SH DFND11,160,78400
BOSTON PROPERTIES INCCOMMON1011211012642,500SH DFND142,50000
BOSTON PROPERTIES INCCOMMON10112110145,269429,215SH DFND15429,21500
BOSTON PROPERTIES INCCOMMON1011211011,53914,595SH DFND15,114,59500
BOSTON PROPERTIES INCCOMMON10112110154509SH DFND1650900
BOSTON PROPERTIES INCCOMMON1011211015,82555,225SH DFND1755,22500
BOSTON PROPERTIES INCCOMMON1011211015,81655,143SH DFND18,155,14300
BOSTON PROPERTIES INCCOMMON1011211012,80526,593SH DFND2,126,59300
BOSTON PROPERTIES INCCOMMON10112110110,824102,625SH DFND3100,01602,609
BOSTON PROPERTIES INCCOMMON10112110125,718243,844SH DFND3,1243,84400
BOSTON PROPERTIES INCCOMMON1011211011051,000SH DFND4,11,00000
BOSTON PROPERTIES INCCOMMON1011211015,61853,265SH DFND6,1053,2650
BOSTON SCIENTIFIC CORPCOMMON1011371077,061761,712SH DFND1760,9120800
BOSTON SCIENTIFIC CORPCOMMON1011371071,035111,682SH DFND11111,68200
BOSTON SCIENTIFIC CORPCOMMON101137107050SH DFND145000
BOSTON SCIENTIFIC CORPCOMMON1011371079,231995,797SH DFND15995,79700
BOSTON SCIENTIFIC CORPCOMMON10113710711112,003SH DFND1612,00300
BOSTON SCIENTIFIC CORPCOMMON10113710744347,765SH DFND1747,76500
BOSTON SCIENTIFIC CORPCOMMON10113710752,4785,661,005SH DFND25,661,00500
BOSTON SCIENTIFIC CORPCOMMON1011371076667SH DFND366700
BOSTON SCIENTIFIC CORPCOMMON10113710757762,296SH DFND562,29600
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881067,589300,077SH DFND1300,07700
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881063,117123,265SH DFND15123,26500
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA44,3654,000,000PRN DFND14,000,00000
BOULDER BRANDS INCCOMMON10140510883769,464SH DFND1569,46400
BOULDER BRANDS INCCOMMON10140510846238,329SH DFND1738,32900
BOYD GAMING CORPCOMMON1033041012,289202,539SH DFND15202,53900
BP PLC ADRCOMMON055622104386,5469,260,798SH DFND19,260,79800
BP PLC ADRCOMMON0556221042,15851,696SH DFND1432,723018,973
BP PLC ADRCOMMON0556221042,05849,302SH DFND1549,30200
BP PLC ADRCOMMON0556221044,597110,129SH DFND17110,12900
BP PLC ADRCOMMON0556221041,85244,365SH DFND337,85906,506
BP PLC ADRCOMMON0556221043,95894,818SH DFND9,10094,818
BP PRUDHOE BAY ROYALTY TRUSTCOMMON055630107961,000SH DFND31,00000
BPZ RESOURCES INCCOMMON055639108105,483SH DFND155,48300
BRADY CORP- CL ACOMMON104674106401,300SH DFND11,30000
BRADY CORP- CL ACOMMON1046741061,97564,277SH DFND1564,27700
BRADY CORP- CL ACOMMON10467410640613,226SH DFND1713,22600
BRANDYWINE REALTY TRUSTCOMMON1053682031,02275,600SH DFND175,60000
BRANDYWINE REALTY TRUSTCOMMON1053682032,855211,139SH DFND15211,13900
BRANDYWINE REALTY TRUSTCOMMON105368203151,091SH DFND161,09100
BRANDYWINE REALTY TRUSTCOMMON1053682032156SH DFND300156
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10919510,936SH DFND1510,93600
BRE PROPERTIES INCCOMMON05564E106115,0792,300,658SH DFND117,94102,282,717
BRE PROPERTIES INCCOMMON05564E10670914,170SH DFND1514,17000
BRE PROPERTIES INCCOMMON05564E10614272SH DFND1627200
BRE PROPERTIES INCCOMMON05564E10658511,697SH DFND1711,69700
BRE PROPERTIES INCCOMMON05564E1061,00019,992SH DFND319,99200
BREITBURN ENERGY PARTNERS LPCOMMON106776107975,290SH DFND35,29000
BRF - BRASIL FOODS SA-ADRCOMMON10552T10720900SH DFND1490000
BRF - BRASIL FOODS SA-ADRCOMMON10552T1074,292197,694SH DFND15197,69400
BRF - BRASIL FOODS SA-ADRCOMMON10552T1071587,256SH DFND177,25600
BRIDGE BANCORP INCCOMMON1080351061185,231SH DFND155,23100
BRIDGEPOINT EDUCATION INCCOMMON10807M10551442,200SH DFND142,20000
BRIDGEPOINT EDUCATION INCCOMMON10807M10523619,402SH DFND1519,40200
BRIGGS & STRATTONCOMMON1090431091,24762,958SH DFND1562,95800
BRIGGS & STRATTONCOMMON1090431097336SH DFND1633600
BRIGGS & STRATTONCOMMON10904310968034,352SH DFND1734,35200
BRIGGS & STRATTONCOMMON1090431091155,800SH DFND3005,800
BRIGHTCOVECOMMON10921T101596,687SH DFND156,68700
BRINKER INTERNATIONAL INCCOMMON10964110081,7552,073,424SH DFND12,073,42400
BRINKER INTERNATIONAL INCCOMMON1096411008,287210,169SH DFND15210,16900
BRINKER INTERNATIONAL INCCOMMON10964110016416SH DFND1641600
BRINKER INTERNATIONAL INCCOMMON1096411002546,435SH DFND176,43500
BRINKER INTERNATIONAL INCCOMMON1096411001463,700SH DFND3,13,70000
BRINKER INTERNATIONAL INCCOMMON10964110060315,300SH DFND615,30000
BRISTOL-MYERS SQUIBB COCOMMON110122108605,56913,550,430SH DFND113,547,40603,024
BRISTOL-MYERS SQUIBB COCOMMON1101221084169,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221086,046135,288SH DFND11135,28800
BRISTOL-MYERS SQUIBB COCOMMON11012210812,621282,404SH DFND14233,227049,177
BRISTOL-MYERS SQUIBB COCOMMON11012210840,081896,858SH DFND15896,85800
BRISTOL-MYERS SQUIBB COCOMMON1101221083648,143SH DFND168,14300
BRISTOL-MYERS SQUIBB COCOMMON1101221086,155137,731SH DFND17137,73100
BRISTOL-MYERS SQUIBB COCOMMON1101221083,85386,222SH DFND379,21307,009
BRISTOL-MYERS SQUIBB COCOMMON1101221082,76061,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON1101221081473,300SH DFND73,30000
BRISTOW GROUP INCCOMMON1103941033275,000SH DFND145,00000
BRISTOW GROUP INCCOMMON1103941038,468129,637SH DFND15129,63700
BRISTOW GROUP INCCOMMON110394103691,063SH DFND171,06300
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,4731,250,000PRN DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810752,189506,989SH DFND1506,98900
BRITISH AMERN TOB PLC ADRCOMMON11044810721,706210,862SH DFND15210,86200
BRITISH AMERN TOB PLC ADRCOMMON11044810716,735162,571SH DFND17162,57100
BRITISH AMERN TOB PLC ADRCOMMON110448107333SH DFND33300
BROADCOM CORP CL ACOMMON1113201079,559282,842SH DFND1282,84200
BROADCOM CORP CL ACOMMON1113201071,40941,700SH DFND1041,70000
BROADCOM CORP CL ACOMMON1113201071,44442,733SH DFND1142,73300
BROADCOM CORP CL ACOMMON11132010761318,127SH DFND12,118,12700
BROADCOM CORP CL ACOMMON1113201075150SH DFND1400150
BROADCOM CORP CL ACOMMON111320107180,5075,341,227SH DFND155,341,22700
BROADCOM CORP CL ACOMMON1113201074,784141,558SH DFND16141,55800
BROADCOM CORP CL ACOMMON1113201076,085180,065SH DFND17180,06500
BROADCOM CORP CL ACOMMON11132010713394SH DFND2,1539400
BROADCOM CORP CL ACOMMON11132010710306SH DFND31070199
BROADCOM CORP CL ACOMMON11132010738611,412SH DFND511,41200
BROADRIDGE FINANCIAL SOLCOMMON11133T10334,9741,315,800SH DFND11,315,80000
BROADRIDGE FINANCIAL SOLCOMMON11133T10319718SH DFND1400718
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,25947,383SH DFND1547,38300
BROADRIDGE FINANCIAL SOLCOMMON11133T10315559SH DFND1655900
BROADRIDGE FINANCIAL SOLCOMMON11133T10338014,293SH DFND1714,29300
BROADRIDGE FINANCIAL SOLCOMMON11133T103732,757SH DFND32,75700
BROADSOFT INCCOMMON11133B40914507SH DFND1550700
BROCADE COMMUNICATIONS SYSCOMMON11162130611,9412,073,170SH DFND11,963,9700109,200
BROCADE COMMUNICATIONS SYSCOMMON11162130626846,600SH DFND1,1246,60000
BROCADE COMMUNICATIONS SYSCOMMON1116213063,014523,200SH DFND1,500523,200
BROCADE COMMUNICATIONS SYSCOMMON1116213061,691293,627SH DFND15293,62700
BROCADE COMMUNICATIONS SYSCOMMON111621306132,339SH DFND162,33900
BROCADE COMMUNICATIONS SYSCOMMON11162130630452,833SH DFND1752,83300
BROCADE COMMUNICATIONS SYSCOMMON11162130647983,100SH DFND3,183,10000
BROCADE COMMUNICATIONS SYSCOMMON11162130641572,100SH DFND672,10000
BROOKDALE SENIOR LIVING INCCOMMON112463104105,5413,991,706SH DFND13,991,70600
BROOKDALE SENIOR LIVING INCCOMMON1124631041,52657,699SH DFND1557,69900
BROOKDALE SENIOR LIVING INCCOMMON1124631041074,044SH DFND164,04400
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA273,21262,176,000PRN DFND162,124,000052,000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851041,89152,492SH DFND2,1552,49200
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042978,237SH DFND38,23700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,72047,974SH DFND1147,97400
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,22334,099SH DFND1534,09900
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851045148SH DFND1614800
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104243,5656,788,103SH DFND26,788,10300
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510422,100616,297SH DFND2,1616,29700
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104541,500SH DFND71,50000
BROOKFIELD INFRASTRUCTURE PACOMMONG162521012,15458,984SH DFND258,98400
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210115399SH DFND339900
BROOKFIELD MORTGAGE OPPORTUNITCOMMON11279210647925,950SH DFND1525,95000
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010569,6384,197,022SH DFND12,853,98901,343,033
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010540424,325SH DFND1124,32500
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051,53492,464SH DFND11,192,46400
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010560236,259SH DFND1536,25900
BROOKFIELD OFFICE PROPERTIES ICOMMON112900105462,753SH DFND172,75300
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051,39183,827SH DFND18,183,82700
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010515,545936,867SH DFND2,1936,86700
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010566339,737SH DFND2,1539,73700
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010511650SH DFND365000
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051277,665SH DFND4,17,66500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010542425,537SH DFND525,53700
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051,34881,272SH DFND6,1081,2720
BROOKFIELD PROPERTY PARTNERSCOMMONG16249107126SH DFND162600
BROOKFIELD PROPERTY PARTNERSCOMMONG162491077,855388,507SH DFND2388,50700
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910710472SH DFND347200
BROOKFIELD RENEWABLE ENERGY PACOMMON11283413099035,910SH DFND1535,91000
BROOKFIELD RENEWABLE ENERGY PACOMMON1128341301154,170SH DFND164,17000
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1081,72171,592PRN DFND1571,59200
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1081968,161PRN DFND178,16100
BROOKLINE BANCORP INCCOMMON11373M1071,519174,944SH DFND15174,94400
BROOKLINE BANCORP INCCOMMON11373M107849,695SH DFND3009,695
BROOKS AUTOMATION INCCOMMON11434010212,4611,280,700SH DFND11,280,70000
BROOKS AUTOMATION INCCOMMON1143401021,277131,272SH DFND15131,27200
BROOKS AUTOMATION INCCOMMON114340102383,896SH DFND173,89600
BROOKS AUTOMATION INCCOMMON114340102717,275SH DFND3007,275
BROWN & BROWN INCCOMMON11523610136,0701,118,810SH DFND11,118,81000
BROWN & BROWN INCCOMMON1152361011,00131,062SH DFND1531,06200
BROWN & BROWN INCCOMMON11523610111346SH DFND1634600
BROWN FORMAN CORP CL BCOMMON1156372093,59353,190SH DFND153,19000
BROWN FORMAN CORP CL BCOMMON11563720969010,212SH DFND1110,21200
BROWN FORMAN CORP CL BCOMMON11563720979811,815SH DFND145,43906,376
BROWN FORMAN CORP CL BCOMMON1156372099,288137,501SH DFND15137,50100
BROWN FORMAN CORP CL BCOMMON11563720919288SH DFND1628800
BROWN FORMAN CORP CL BCOMMON1156372099,457139,999SH DFND17139,99900
BROWN FORMAN CORP CL BCOMMON1156372095,42880,362SH DFND361,642018,720
BROWN FORMAN CORP CL BCOMMON1156372095177,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361001,50069,690SH DFND169,69000
BROWN SHOE COMPANY INCCOMMON1157361002,08296,688SH DFND1596,68800
BROWN SHOE COMPANY INCCOMMON11573610078636,509SH DFND1736,50900
BROWN SHOE COMPANY INCCOMMON11573610056426,200SH DFND3,126,20000
BROWN-FORMAN CORP -CL ACOMMON1156371004045,977SH DFND145,97700
BROWN-FORMAN CORP -CL ACOMMON1156371002193,233SH DFND153,23300
BROWN-FORMAN CORP -CL ACOMMON1156371008124SH DFND1612400
BRUKER CORPCOMMON1167941087,070437,764SH DFND1437,76400
BRUKER CORPCOMMON1167941084,735293,194SH DFND15293,19400
BRUKER CORPCOMMON11679410824415,100SH DFND30015,100
BRUNSWICK CORPCOMMON11704310939,3291,230,962SH DFND11,230,96200
BRUNSWICK CORPCOMMON1170431092,96992,924SH DFND1592,92400
BRUNSWICK CORPCOMMON1170431098261SH DFND1626100
BRUNSWICK CORPCOMMON1170431091,40343,909SH DFND1743,90900
BRUNSWICK CORPCOMMON1170431093100SH DFND300100
BRUNSWICK CORPCOMMON11704310962919,685SH DFND9,10019,685
BRYN MAWR BANK CORPCOMMON1176651091446,010SH DFND156,01000
BSB BANCORP INC/MACOMMON05573H1081017,697SH DFND157,69700
BT GROUP PLC-ADSCOMMON05577E10156812,084SH DFND1512,08400
BUCKEYE PARTNERS LPCOMMON1182301014546,475SH DFND156,47500
BUCKEYE PARTNERS LPCOMMON1182301016288,945SH DFND178,94500
BUCKEYE PARTNERS LPCOMMON1182301016329,014SH DFND38,949065
BUCKEYE TECHNOLOGIES INCCOMMON1182551081,11129,985SH DFND1529,98500
BUCKEYE TECHNOLOGIES INCCOMMON11825510862216,794SH DFND1716,79400
BUFFALO WILD WINGS INCCOMMON1198481092,07321,099SH DFND1521,09900
BUILD-A-BEAR WORKSHOP INCCOMMON12007610433655,280SH DFND155,28000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610420433,585SH DFND1533,58500
BUILD-A-BEAR WORKSHOP INCCOMMON12007610416026,300SH DFND3,126,30000
BUILDERS FIRSTSOURCE INCCOMMON12008R107820137,128SH DFND15137,12800
BUILDERS FIRSTSOURCE INCCOMMON12008R1074750SH DFND375000
BUNGE LIMITEDCOMMONG1696210586912,283SH DFND1112,28300
BUNGE LIMITEDCOMMONG1696210515,117213,606SH DFND15213,60600
BUNGE LIMITEDCOMMONG1696210576810,854SH DFND1610,85400
BUNGE LIMITEDCOMMONG169621054326,103SH DFND176,10300
BUNGE LIMITEDCOMMONG169621053074,342SH DFND54,34200
BUNGE LIMITEDCOMMONG1696210535500SH DFND750000
BURGER KING WORLDWIDE INCCOMMON12122010787044,609SH DFND1544,60900
BURGER KING WORLDWIDE INCCOMMON1212201074226SH DFND1722600
C & F FINANCIAL CORPCOMMON12466Q1045189,289SH DFND159,28900
C&J ENERGY SERVICES INCCOMMON12467B3046,176318,824SH DFND15318,82400
C&J ENERGY SERVICES INCCOMMON12467B30420810,744SH DFND1710,74400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2093,63464,535SH DFND164,53500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20976013,500SH DFND1113,50000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20951898SH DFND1400898
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20994,3931,676,312SH DFND151,676,31200
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,47543,948SH DFND1643,94800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20986015,264SH DFND1715,26400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092053,643SH DFND32,20701,436
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091983,523SH DFND53,52300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20934600SH DFND760000
CA INCCOMMON12673P1054,303150,337SH DFND1150,0370300
CA INCCOMMON12673P10577527,081SH DFND1127,08100
CA INCCOMMON12673P10531511,000SH DFND1311,00000
CA INCCOMMON12673P105682,379SH DFND141302,366
CA INCCOMMON12673P105139,2354,864,963SH DFND154,864,96300
CA INCCOMMON12673P1053,539123,642SH DFND16123,64200
CA INCCOMMON12673P1053,357117,296SH DFND17117,29600
CA INCCOMMON12673P1059318SH DFND300318
CA INCCOMMON12673P10545415,848SH DFND515,84800
CA INCCOMMON12673P1051,82463,747SH DFND663,74700
CABELAS INC- CL ACOMMON12680430139600SH DFND160000
CABELAS INC- CL ACOMMON1268043012,49438,513SH DFND1538,51300
CABELAS INC- CL ACOMMON1268043013605,556SH DFND175,55600
CABELAS INC- CL ACOMMON12680430113200SH DFND300200
CABLEVISION SYSTEMS CL ACOMMON12686C1093,854229,117SH DFND1229,11700
CABLEVISION SYSTEMS CL ACOMMON12686C10927116,099SH DFND1116,09900
CABLEVISION SYSTEMS CL ACOMMON12686C1092,841168,890SH DFND15168,89000
CABLEVISION SYSTEMS CL ACOMMON12686C109342,035SH DFND162,03500
CABLEVISION SYSTEMS CL ACOMMON12686C10980447,801SH DFND1747,80100
CABOT CORPCOMMON12705510142711,406SH DFND1511,40600
CABOT CORPCOMMON12705510114385SH DFND1638500
CABOT CORPCOMMON12705510161316,369SH DFND1716,36900
CABOT CORPCOMMON1270551011594,260SH DFND31,80002,460
CABOT MICROELECTRONICS CORPCOMMON12709P1031,49845,378SH DFND1545,37800
CABOT MICROELECTRONICS CORPCOMMON12709P10317504SH DFND350400
CABOT OIL & GAS CORP CL ACOMMON12709710320,383287,005SH DFND1287,00500
CABOT OIL & GAS CORP CL ACOMMON1270971031,23617,400SH DFND1117,40000
CABOT OIL & GAS CORP CL ACOMMON1270971031,07415,119SH DFND143,994011,125
CABOT OIL & GAS CORP CL ACOMMON1270971036919,730SH DFND159,73000
CABOT OIL & GAS CORP CL ACOMMON12709710314200SH DFND1620000
CABOT OIL & GAS CORP CL ACOMMON1270971034746,677SH DFND176,67700
CABOT OIL & GAS CORP CL ACOMMON1270971033,89754,874SH DFND341,895012,979
CABOT OIL & GAS CORP CL ACOMMON1270971034696,600SH DFND56,60000
CABOT OIL & GAS CORP CL ACOMMON1270971032,42834,191SH DFND9,10034,191
CACI INTERNATIONAL INC CL ACOMMON1271903043,70958,424SH DFND1558,42400
CACI INTERNATIONAL INC CL ACOMMON12719030416258SH DFND1625800
CACI INTERNATIONAL INC CL ACOMMON1271903045538,715SH DFND178,71500
CADENCE DESIGN SYS INCCOMMON127387108140,4229,697,646SH DFND19,402,9430294,703
CADENCE DESIGN SYS INCCOMMON1273871081,486102,652SH DFND12,1102,65200
CADENCE DESIGN SYS INCCOMMON1273871082,080143,665SH DFND15143,66500
CADENCE DESIGN SYS INCCOMMON12738710856739,131SH DFND1739,13100
CADENCE DESIGN SYS INCCOMMON12738710818913,027SH DFND2,113,02700
CADENCE DESIGN SYS INCCOMMON1273871082,759190,520SH DFND6,1190,52000
CADENCE PHARMACEUTICALS INCCOMMON12738T1004,573670,485SH DFND15670,48500
CAE INCCOMMON12476510823522,750SH DFND1122,75000
CAE INCCOMMON12476510851649,827SH DFND1549,82700
CAESARS ENTERTAINMENT-IPOCOMMON12768610331923,279SH DFND1523,27900
CAESARS ENTERTAINMENT-IPOCOMMON12768610313924SH DFND1692400
CAI INTERNATIONAL INCCOMMON12477X1061918,102SH DFND158,10200
CAL DIVE INTERNATIONAL INCCOMMON12802T101657349,243SH DFND15349,24300
CALAMOS ASSET MANAGEMENT-ACOMMON12811R10464161,024SH DFND1561,02400
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171082,335185,143SH DFND17185,14300
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1086,235503,194SH DFND17503,19400
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1073,685441,838SH DFND17441,83800
CALAMOS GLOBAL TOTAL RETURN CECOMMON128118106564,197SH DFND174,19700
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251011,211119,431SH DFND17119,43100
CALAMP CORPCOMMON1281261091,502102,893SH DFND15102,89300
CALAVO GROWERS INCCOMMON12824610568025,001SH DFND1525,00100
CALAVO GROWERS INCCOMMON12824610554420,003SH DFND320,00300
CALGON CARBON CORPCOMMON12960310617,3771,041,764SH DFND151,041,76400
CALGON CARBON CORPCOMMON12960310670942,533SH DFND1742,53300
CALGON CARBON CORPCOMMON1296031061458,675SH DFND3008,675
CALIFORNIA WATER SERVICE GRPCOMMON13078810214700SH DFND170000
CALIFORNIA WATER SERVICE GRPCOMMON13078810229,4121,507,549SH DFND151,507,54900
CALIFORNIA WATER SERVICE GRPCOMMON13078810266734,182SH DFND1734,18200
CALIX INCCOMMON13100M50920220,036SH DFND1520,03600
CALLAWAY GOLF CO (ELY) CVT 144CONVERT131193AB03,2123,000,000PRN DFND13,000,00000
CALLAWAY GOLF COMPANYCOMMON13119310433,9405,158,000SH DFND15,158,00000
CALLAWAY GOLF COMPANYCOMMON1311931041100SH DFND1400100
CALLAWAY GOLF COMPANYCOMMON131193104955145,085SH DFND15145,08500
CALLON PETROLEUM CORPCOMMON13123X10225475,401SH DFND1575,40100
CAL-MAINE FOODS INCCOMMON1280302021,09623,570SH DFND123,57000
CAL-MAINE FOODS INCCOMMON1280302022,05444,162SH DFND1544,16200
CAL-MAINE FOODS INCCOMMON12803020236780SH DFND300780
CAL-MAINE FOODS INCCOMMON1280302024379,400SH DFND3,19,40000
CALPINE CORP-W/ICOMMON1313473041,20056,523SH DFND156,52300
CALPINE CORP-W/ICOMMON13134730464830,500SH DFND1130,50000
CALPINE CORP-W/ICOMMON1313473045,074239,022SH DFND15239,02200
CALPINE CORP-W/ICOMMON131347304532,493SH DFND162,49300
CALPINE CORP-W/ICOMMON1313473046,087286,694SH DFND17286,69400
CALPINE CORP-W/ICOMMON13134730410464SH DFND33100154
CALPINE CORP-W/ICOMMON13134730429914,100SH DFND514,10000
CALPINE CORP-W/ICOMMON131347304341,600SH DFND71,60000
CAMBREX CORPCOMMON1320111072,118151,587SH DFND15151,58700
CAMBREX CORPCOMMON13201110726318,800SH DFND3,118,80000
CAMDEN NATIONAL CORPCOMMON1330341082216,228SH DFND156,22800
CAMDEN PROPERTY TRUSTCOMMON133131102128,4041,857,165SH DFND1001,857,165
CAMDEN PROPERTY TRUSTCOMMON1331311024917,100SH DFND117,10000
CAMDEN PROPERTY TRUSTCOMMON13313110286912,563SH DFND1512,56300
CAMDEN PROPERTY TRUSTCOMMON1331311025638,143SH DFND15,18,14300
CAMDEN PROPERTY TRUSTCOMMON13313110217248SH DFND1624800
CAMDEN PROPERTY TRUSTCOMMON13313110220283SH DFND1728300
CAMECO CORPCOMMON13321L1085,043244,100SH DFND1244,10000
CAMECO CORPCOMMON13321L10871834,854SH DFND1134,85400
CAMECO CORPCOMMON13321L10811,007532,773SH DFND15532,77300
CAMECO CORPCOMMON13321L108261,239SH DFND171,23900
CAMECO CORPCOMMON13321L10816,650808,400SH DFND2808,40000
CAMECO CORPCOMMON13321L10835717,319SH DFND2,117,31900
CAMECO CORPCOMMON13321L10848923,654SH DFND2,1523,65400
CAMECO CORPCOMMON13321L108287SH DFND38700
CAMECO CORPCOMMON13321L10826212,700SH DFND512,70000
CAMECO CORPCOMMON13321L10826913,028SH DFND913,02800
CAMECO CORPCOMMON13321L1082029,784SH DFND9,1009,784
CAMERON INTERNATIONAL CORPCOMMON13342B105215,2723,519,824SH DFND13,519,82400
CAMERON INTERNATIONAL CORPCOMMON13342B1051,24420,342SH DFND1120,34200
CAMERON INTERNATIONAL CORPCOMMON13342B1056,956113,731SH DFND15113,73100
CAMERON INTERNATIONAL CORPCOMMON13342B10544712SH DFND1671200
CAMERON INTERNATIONAL CORPCOMMON13342B1051,05717,288SH DFND1717,28800
CAMERON INTERNATIONAL CORPCOMMON13342B105921,500SH DFND21,50000
CAMERON INTERNATIONAL CORPCOMMON13342B10571411,678SH DFND2,111,67800
CAMERON INTERNATIONAL CORPCOMMON13342B10517286SH DFND2,1528600
CAMERON INTERNATIONAL CORPCOMMON13342B1054076,652SH DFND363106,021
CAMERON INTERNATIONAL CORPCOMMON13342B1055619,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B10549800SH DFND780000
CAMERON INTERNATIONAL CORPCOMMON13342B1057,670125,410SH DFND9,100125,410
CAMPBELL SOUP COCOMMON134429109180,1264,021,564SH DFND14,020,36401,200
CAMPBELL SOUP COCOMMON1344291093,10469,300SH DFND1,50069,300
CAMPBELL SOUP COCOMMON13442910976317,035SH DFND1117,03500
CAMPBELL SOUP COCOMMON134429109851,900SH DFND131,90000
CAMPBELL SOUP COCOMMON1344291092425,400SH DFND14005,400
CAMPBELL SOUP COCOMMON13442910959,4371,327,024SH DFND151,327,02400
CAMPBELL SOUP COCOMMON13442910937818SH DFND1681800
CAMPBELL SOUP COCOMMON1344291091,11624,912SH DFND1724,91200
CAMPBELL SOUP COCOMMON1344291093547,908SH DFND57,90800
CAMPBELL SOUP COCOMMON1344291091,43332,000SH DFND632,00000
CAMPBELL SOUP COCOMMON1344291092736,100SH DFND8,16,10000
CAMPUS CREST COMMUNITIES INCCOMMON13466Y1055430SH DFND1400430
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10524721,410SH DFND1521,41000
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10558951,067SH DFND350,3350732
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,45934,722SH DFND1134,72200
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,77425,049SH DFND1325,04900
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,65823,416SH DFND1523,41600
CAN IMPERIAL BK OF COMMERCECOMMON136069101799SH DFND169900
CAN IMPERIAL BK OF COMMERCECOMMON1360691017079,954SH DFND179,95400
CAN IMPERIAL BK OF COMMERCECOMMON13606910120,053283,200SH DFND2283,20000
CAN IMPERIAL BK OF COMMERCECOMMON13606910116,151228,092SH DFND2,1228,09200
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,76853,092SH DFND2,1553,09200
CAN IMPERIAL BK OF COMMERCECOMMON136069101711,000SH DFND31,00000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,06215,000SH DFND515,00000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,63523,088SH DFND623,08800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011201,700SH DFND71,70000
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695642,15289,842SH DFND2,189,84200
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695642,29195,625SH DFND2,1595,62500
CANADIAN NATL RAILWAY COCOMMON136375102139,4531,435,171SH DFND11,435,17100
CANADIAN NATL RAILWAY COCOMMON1363751023,59837,042SH DFND1137,04200
CANADIAN NATL RAILWAY COCOMMON1363751023,11832,100SH DFND1332,10000
CANADIAN NATL RAILWAY COCOMMON1363751021,65417,000SH DFND145,300011,700
CANADIAN NATL RAILWAY COCOMMON1363751029,919101,992SH DFND15101,99200
CANADIAN NATL RAILWAY COCOMMON136375102444SH DFND164400
CANADIAN NATL RAILWAY COCOMMON1363751027,12973,293SH DFND1773,29300
CANADIAN NATL RAILWAY COCOMMON13637510233,696346,862SH DFND2346,86200
CANADIAN NATL RAILWAY COCOMMON13637510230,165310,513SH DFND2,1310,51300
CANADIAN NATL RAILWAY COCOMMON1363751021,79118,413SH DFND2,1518,41300
CANADIAN NATL RAILWAY COCOMMON1363751021,16611,983SH DFND311,98300
CANADIAN NATL RAILWAY COCOMMON1363751021,44714,900SH DFND514,90000
CANADIAN NATL RAILWAY COCOMMON1363751025,51856,800SH DFND656,80000
CANADIAN NATL RAILWAY COCOMMON136375102971,000SH DFND71,00000
CANADIAN NATURAL RESOURCESCOMMON136385101271,6019,655,790SH DFND19,651,02304,767
CANADIAN NATURAL RESOURCESCOMMON1363851012,64794,120SH DFND1194,12000
CANADIAN NATURAL RESOURCESCOMMON1363851011,00035,537SH DFND11,235,53700
CANADIAN NATURAL RESOURCESCOMMON13638510162222,000SH DFND1422,00000
CANADIAN NATURAL RESOURCESCOMMON1363851016,935245,555SH DFND15245,55500
CANADIAN NATURAL RESOURCESCOMMON1363851017235SH DFND1623500
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CENTERPOINT ENERGY INCCOMMON15189T10727011,500SH DFND511,50000
CENTERSTATE BANKS INCCOMMON15201P10910612,203SH DFND1512,20300
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207065SH DFND16500
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207768362,465SH DFND15362,46500
CENTRAL EURO MEDIA ENTER CVT 5CONVERT153443AH93,9104,100,000PRN DFND14,100,00000
CENTRAL EUROPEAN MEDIACOMMONG20045202408123,135SH DFND15123,13500
CENTRAL EUROPEAN MEDIACOMMONG200452023965SH DFND1796500
CENTRAL GARDEN & PET COCOMMON15352710615822,298SH DFND1522,29800
CENTRAL GARDEN AND PET CO-ACOMMON1535272051,059153,419SH DFND15153,41900
CENTRAL GOLDTRUST CEFCOMMON1535461061212,730SH DFND14002,730
CENTRAL GOLDTRUST CEFCOMMON15354610635800SH DFND380000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040935619,780SH DFND119,78000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040965736,524SH DFND1536,52400
CENTRAL PACIFIC FINANCIAL COCOMMON154760409884,900SH DFND3,14,90000
CENTURY ALUMINUM COMPANYCOMMON1564311081,005108,268SH DFND15108,26800
CENTURY ALUMINUM COMPANYCOMMON156431108535,755SH DFND175,75500
CENTURY ALUMINUM COMPANYCOMMON15643110891,000SH DFND31,00000
CENTURY BANCORP INC CL ACOMMON156432106551,560SH DFND11,56000
CENTURY BANCORP INC CL ACOMMON1564321066158SH DFND1515800
CENTURY BANCORP INC CL ACOMMON15643210611300SH DFND3,130000
CENTURYLINK INCCOMMON15670010616,179457,676SH DFND1457,67600
CENTURYLINK INCCOMMON1567001061,85052,329SH DFND1152,32900
CENTURYLINK INCCOMMON15670010660417,100SH DFND140017,100
CENTURYLINK INCCOMMON15670010618,192514,613SH DFND15514,61300
CENTURYLINK INCCOMMON1567001061474,157SH DFND164,15700
CENTURYLINK INCCOMMON1567001069,228261,046SH DFND17261,04600
CENTURYLINK INCCOMMON15670010646913,278SH DFND312,9680310
CENTURYLINK INCCOMMON15670010663417,925SH DFND517,92500
CENTURYLINK INCCOMMON156700106531,500SH DFND71,50000
CENVEO INCCOMMON15670S105822385,792SH DFND15385,79200
CEPHEID INCCOMMON15670R1071494,329SH DFND154,32900
CERNER CORPCOMMON15678210461,736642,484SH DFND1642,48400
CERNER CORPCOMMON1567821041,22012,700SH DFND1112,70000
CERNER CORPCOMMON1567821041,73518,060