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 ACOMMON68243Q10627555,877SH DFND1555,87700
1ST SOURCE CORPCOMMON33690110342215,692SH DFND1515,69200
1ST UNITED BANCORP INC NORTHCOMMON33740N10514019,056SH DFND1519,05600
21VIANET GROUP INC ADRCOMMON90138A1032,804170,044SH DFND15170,04400
3D SYSTEMS CORPORATIONCOMMON88554D20524450SH DFND1400450
3D SYSTEMS CORPORATIONCOMMON88554D2057,222133,762SH DFND15133,76200
3D SYSTEMS CORPORATIONCOMMON88554D205731,344SH DFND31,319025
3M COCOMMON88579Y10130,798257,922SH DFND1253,12201,600
3M COCOMMON88579Y1016,06350,777SH DFND1150,77700
3M COCOMMON88579Y1014393,679SH DFND11,122803,451
3M COCOMMON88579Y1014,72339,554SH DFND146,319033,235
3M COCOMMON88579Y10166,752559,017SH DFND15559,01700
3M COCOMMON88579Y1013202,680SH DFND162,68000
3M COCOMMON88579Y10178,630658,488SH DFND17658,48800
3M COCOMMON88579Y10133,148277,599SH DFND2277,59900
3M COCOMMON88579Y1013,57229,911SH DFND328,49701,414
3M COCOMMON88579Y1013,68630,866SH DFND430,86600
3M COCOMMON88579Y1013,26527,344SH DFND527,34400
3M COCOMMON88579Y10114,687123,000SH DFND6123,00000
3M COCOMMON88579Y1015975,000SH DFND75,00000
3M COCOMMON88579Y1012,00616,800SH DFND8,116,80000
51JOB INC-ADRCOMMON3168271043,06842,717SH DFND1542,71700
51JOB INC-ADRCOMMON3168271041972,748SH DFND2,42,74800
51JOB INC-ADRCOMMON3168271041,10215,350SH DFND615,35000
51JOB INC-ADRCOMMON3168271041,21016,845SH DFND6,1216,84500
51JOB INC-ADRCOMMON3168271041,88326,222SH DFND6,426,22200
8X8 INCCOMMON28291410073172,544SH DFND1572,54400
AAON INCCOMMON0003602066,542246,320SH DFND15246,32000
AAON INCCOMMON00036020647317,812SH DFND317,81200
AAR CORPCOMMON0003611053,702135,452SH DFND15135,45200
AARON'S INC-CL ACOMMON0025353002298,252SH DFND38,25200
ABAXIS INCCOMMON0025671052,22052,719SH DFND1552,71900
ABB LTD-SPON ADRCOMMON00037520431,9281,353,471SH DFND11,353,47100
ABB LTD-SPON ADRCOMMON00037520478533,284SH DFND1533,28400
ABB LTD-SPON ADRCOMMON00037520417,748752,355SH DFND17752,35500
ABB LTD-SPON ADRCOMMON00037520418,330777,012SH DFND2777,01200
ABB LTD-SPON ADRCOMMON000375204472,000SH DFND31,00001,000
ABBOTT LABORATORIESCOMMON00282410088,7732,674,702SH DFND12,673,00201,700
ABBOTT LABORATORIESCOMMON00282410037111,173SH DFND1,1211,17300
ABBOTT LABORATORIESCOMMON0028241001,03931,300SH DFND1,50031,300
ABBOTT LABORATORIESCOMMON0028241002668,000SH DFND108,00000
ABBOTT LABORATORIESCOMMON0028241004,016121,001SH DFND11121,00100
ABBOTT LABORATORIESCOMMON0028241002,80884,591SH DFND12,10084,591
ABBOTT LABORATORIESCOMMON0028241002567,700SH DFND137,70000
ABBOTT LABORATORIESCOMMON00282410012,047362,974SH DFND1465,6840297,290
ABBOTT LABORATORIESCOMMON00282410039,5511,191,646SH DFND151,191,64600
ABBOTT LABORATORIESCOMMON00282410040812,292SH DFND1612,29200
ABBOTT LABORATORIESCOMMON00282410021,713654,211SH DFND17654,21100
ABBOTT LABORATORIESCOMMON00282410021,989662,522SH DFND2662,52200
ABBOTT LABORATORIESCOMMON0028241007,332220,924SH DFND3166,806054,118
ABBOTT LABORATORIESCOMMON0028241001,75652,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241006,659200,638SH DFND6200,63800
ABBOTT LABORATORIESCOMMON00282410042812,900SH DFND712,90000
ABBVIE INCCOMMON00287Y10946,7281,044,670SH DFND11,042,97001,700
ABBVIE INCCOMMON00287Y1093,37375,400SH DFND1,50075,400
ABBVIE INCCOMMON00287Y1093588,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1095,484122,601SH DFND11122,60100
ABBVIE INCCOMMON00287Y1093,40676,137SH DFND12,10076,137
ABBVIE INCCOMMON00287Y10911,027246,517SH DFND1410,8020235,715
ABBVIE INCCOMMON00287Y1098,958200,263SH DFND15200,26300
ABBVIE INCCOMMON00287Y1092174,849SH DFND164,84900
ABBVIE INCCOMMON00287Y10930,672685,716SH DFND17685,71600
ABBVIE INCCOMMON00287Y10927,342611,269SH DFND2611,26900
ABBVIE INCCOMMON00287Y1097,667171,404SH DFND3144,666026,738
ABBVIE INCCOMMON00287Y1092,36652,900SH DFND552,90000
ABBVIE INCCOMMON00287Y10955012,300SH DFND712,30000
ABBVIE INCCOMMON00287Y10953211,900SH DFND8,111,90000
ABERCROMBIE & FITCH CO CL ACOMMON002896207208,9565,907,724SH DFND15,904,24003,484
ABERCROMBIE & FITCH CO CL ACOMMON0028962073,51299,282SH DFND1599,28200
ABERCROMBIE & FITCH CO CL ACOMMON00289620717485SH DFND1648500
ABERCROMBIE & FITCH CO CL ACOMMON00289620775321,280SH DFND1721,28000
ABERCROMBIE & FITCH CO CL ACOMMON00289620736110,200SH DFND610,20000
ABERDEEN ASIA-PAC INCOME FD CECOMMON0030091079,8651,627,857SH DFND151,627,85700
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910754389,547SH DFND1789,54700
ABIOMED INCCOMMON0036541001,55581,578SH DFND1581,57800
ABM INDUSTRIES INCCOMMON00095710013500SH DFND1400500
ABM INDUSTRIES INCCOMMON0009571001,75565,922SH DFND1565,92200
ABM INDUSTRIES INCCOMMON00095710014532SH DFND1653200
ABM INDUSTRIES INCCOMMON000957100803,000SH DFND33,00000
ABRAXAS PETROLEUM CORP (NEV)COMMON00383010614054,538SH DFND1554,53800
ACACIA RESEARCH - ACACIA TECCOMMON0038813071847,995SH DFND157,99500
ACACIA RESEARCH - ACACIA TECCOMMON00388130732213,951SH DFND1713,95100
ACADIA HEALTHCARE CO INCCOMMON00404A10912,696321,984SH DFND1321,98400
ACADIA HEALTHCARE CO INCCOMMON00404A1096,765171,558SH DFND15171,55800
ACADIA PHARMACEUTICALS INCCOMMON00422510813,451489,677SH DFND1489,67700
ACADIA PHARMACEUTICALS INCCOMMON0042251081,84267,044SH DFND12,10067,044
ACADIA PHARMACEUTICALS INCCOMMON0042251089,544347,424SH DFND15347,42400
ACADIA REALTY TRUSTCOMMON00423910974,5853,022,063SH DFND11,868,31301,153,750
ACADIA REALTY TRUSTCOMMON0042391091,71269,366SH DFND1569,36600
ACADIA REALTY TRUSTCOMMON00423910957623,358SH DFND18,123,35800
ACADIA REALTY TRUSTCOMMON00423910929011,735SH DFND2,111,73500
ACADIA REALTY TRUSTCOMMON0042391092,500101,315SH DFND3,1101,31500
ACADIA REALTY TRUSTCOMMON0042391091285,200SH DFND4,15,20000
ACADIA REALTY TRUSTCOMMON00423910957623,358SH DFND623,35800
ACADIA REALTY TRUSTCOMMON00423910945118,288SH DFND6,1018,2880
ACCELERATE DIAGNOSTICS INCCOMMON00430H1025,438405,540SH DFND15405,54000
ACCELERON PHARMA INCCOMMON00434H1082,223100,000SH DFND1100,00000
ACCELRYS INCCOMMON00430U10370671,729SH DFND1571,72900
ACCENTURE PLC - CL ACOMMONG1151C10120,794282,373SH DFND1282,37300
ACCENTURE PLC - CL ACOMMONG1151C10195713,000SH DFND1013,00000
ACCENTURE PLC - CL ACOMMONG1151C1013,71450,436SH DFND1150,43600
ACCENTURE PLC - CL ACOMMONG1151C10186511,748SH DFND12,111,74800
ACCENTURE PLC - CL ACOMMONG1151C10113,381181,704SH DFND1418,9590162,745
ACCENTURE PLC - CL ACOMMONG1151C10117,594238,924SH DFND15238,92400
ACCENTURE PLC - CL ACOMMONG1151C1011201,630SH DFND161,63000
ACCENTURE PLC - CL ACOMMONG1151C10122,900310,974SH DFND17310,97400
ACCENTURE PLC - CL ACOMMONG1151C10175,1261,020,186SH DFND21,020,18600
ACCENTURE PLC - CL ACOMMONG1151C1015167,001SH DFND2,17,00100
ACCENTURE PLC - CL ACOMMONG1151C1013,06241,581SH DFND321,636019,945
ACCENTURE PLC - CL ACOMMONG1151C1011,68622,900SH DFND522,90000
ACCENTURE PLC - CL ACOMMONG1151C1011,40719,100SH DFND619,10000
ACCENTURE PLC - CL ACOMMONG1151C1013244,400SH DFND74,40000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L1093,91381,000SH DFND181,00000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10921,775450,740SH DFND1400450,740
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10962,4631,292,968SH DFND31,240,978051,990
ACCESS NATIONAL CORPCOMMON00433710147633,370SH DFND133,37000
ACCESS NATIONAL CORPCOMMON00433710125417,800SH DFND3,117,80000
ACCO BRANDS CORPCOMMON00081T10834,6435,217,295SH DFND15,217,29500
ACCO BRANDS CORPCOMMON00081T10857686,818SH DFND1586,81800
ACCO BRANDS CORPCOMMON00081T1089113,705SH DFND30013,705
ACCRETIVE HEALTH INCCOMMON00438V10391,000SH DFND14001,000
ACCRETIVE HEALTH INCCOMMON00438V103171,884SH DFND151,88400
ACCRETIVE HEALTH INCCOMMON00438V1038900SH DFND390000
ACCURAY INCCOMMON00439710526035,207SH DFND1535,20700
ACCURIDE CORPCOMMON00439T206639124,328SH DFND15124,32800
ACCURIDE CORPCOMMON00439T206479,125SH DFND3009,125
ACE LTDCOMMONH0023R105141,7931,515,527SH DFND11,515,52700
ACE LTDCOMMONH0023R1052,46126,308SH DFND1126,30800
ACE LTDCOMMONH0023R1055666,046SH DFND11,145805,588
ACE LTDCOMMONH0023R10514150SH DFND1415000
ACE LTDCOMMONH0023R10581,529871,407SH DFND15871,40700
ACE LTDCOMMONH0023R1051781,898SH DFND161,89800
ACE LTDCOMMONH0023R1052,75929,493SH DFND1729,49300
ACE LTDCOMMONH0023R10516,945181,115SH DFND2181,11500
ACE LTDCOMMONH0023R10538403SH DFND3373030
ACE LTDCOMMONH0023R1051,01910,892SH DFND510,89200
ACE LTDCOMMONH0023R1052342,500SH DFND72,50000
ACETO CORPCOMMON00444610047330,289SH DFND1530,28900
ACI WORLDWIDE INCCOMMON0044981014838,940SH DFND158,94000
ACORDA THERAPEUTICS INCCOMMON00484M10641,6591,218,086SH DFND11,215,78602,300
ACORDA THERAPEUTICS INCCOMMON00484M1069,098266,036SH DFND15266,03600
ACORDA THERAPEUTICS INCCOMMON00484M10638911,367SH DFND1711,36700
ACTAVIS INCCOMMON00507K10361,176424,836SH DFND1424,83600
ACTAVIS INCCOMMON00507K1031,48310,300SH DFND1110,30000
ACTAVIS INCCOMMON00507K10329,063201,823SH DFND15201,82300
ACTAVIS INCCOMMON00507K10352363SH DFND1636300
ACTAVIS INCCOMMON00507K1033152,190SH DFND172,19000
ACTAVIS INCCOMMON00507K1035623,900SH DFND53,90000
ACTAVIS INCCOMMON00507K103115800SH DFND780000
ACTIVE NETWORK INC/THECOMMON00506D10043930,672SH DFND1530,67200
ACTIVISION BLIZZARD INCCOMMON00507V10928,0411,681,130SH DFND11,568,330089,900
ACTIVISION BLIZZARD INCCOMMON00507V1099,896593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V1093,117186,900SH DFND1,500186,900
ACTIVISION BLIZZARD INCCOMMON00507V10949729,800SH DFND1,90029,800
ACTIVISION BLIZZARD INCCOMMON00507V10958034,768SH DFND1134,76800
ACTIVISION BLIZZARD INCCOMMON00507V1091,35881,400SH DFND1381,40000
ACTIVISION BLIZZARD INCCOMMON00507V109205,65212,329,241SH DFND1512,329,24100
ACTIVISION BLIZZARD INCCOMMON00507V1095,249314,664SH DFND16314,66400
ACTIVISION BLIZZARD INCCOMMON00507V1091,37482,386SH DFND1782,38600
ACTIVISION BLIZZARD INCCOMMON00507V109452,714SH DFND32,4490265
ACTIVISION BLIZZARD INCCOMMON00507V1091,21372,700SH DFND3,172,70000
ACTIVISION BLIZZARD INCCOMMON00507V10948729,222SH DFND529,22200
ACTIVISION BLIZZARD INCCOMMON00507V10915,688940,500SH DFND6940,50000
ACTIVISION BLIZZARD INCCOMMON00507V1091,703102,100SH DFND8,1102,10000
ACTUANT CORP CL ACOMMON00508X2036,397164,711SH DFND1164,71100
ACTUANT CORP CL ACOMMON00508X2033,05778,702SH DFND1578,70200
ACTUANT CORP CL ACOMMON00508X2033087,923SH DFND177,92300
ACTUANT CORP CL ACOMMON00508X2032195,626SH DFND35,62600
ACTUATE CORPCOMMON00508B10210,1911,386,525SH DFND11,157,9170228,608
ACTUATE CORPCOMMON00508B10215521,092SH DFND1521,09200
ACTUATE CORPCOMMON00508B1028010,900SH DFND2,110,90000
ACTUATE CORPCOMMON00508B1021,167158,815SH DFND6,1158,81500
ACUITY BRANDS INCCOMMON00508Y10249,485537,768SH DFND1537,76800
ACUITY BRANDS INCCOMMON00508Y1022,63728,653SH DFND1528,65300
ACUITY BRANDS INCCOMMON00508Y1021711,858SH DFND161,85800
ACUITY BRANDS INCCOMMON00508Y10247510SH DFND1751000
ACUITY BRANDS INCCOMMON00508Y1027,67883,437SH DFND383,43700
ACXIOM CORPCOMMON0051251091,50753,067SH DFND1553,06700
ACXIOM CORPCOMMON00512510914500SH DFND3,150000
ADAMS RESOURCES & ENERGY INCCOMMON0063513084988,974SH DFND158,97400
ADCARE HEALTH SYSTEMS INCCOMMON00650W3002553SH DFND355300
ADDUS HOMECARE CORPCOMMON0067391061,11938,620SH DFND138,62000
ADDUS HOMECARE CORPCOMMON0067391063,244111,983SH DFND15111,98300
ADDUS HOMECARE CORPCOMMON00673910656519,500SH DFND3,119,50000
ADECOAGRO SACOMMONL0084910630340,829SH DFND1540,82900
ADECOAGRO SACOMMONL00849106304,078SH DFND174,07800
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10834415SH DFND1541500
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10816,232195,730SH DFND2195,73000
ADOBE SYSTEMS INCCOMMON00724F101518,8329,989,063SH DFND19,980,17808,885
ADOBE SYSTEMS INCCOMMON00724F1011,92237,013SH DFND1137,01300
ADOBE SYSTEMS INCCOMMON00724F1011,57430,300SH DFND148,000022,300
ADOBE SYSTEMS INCCOMMON00724F101285,3285,493,415SH DFND155,493,41500
ADOBE SYSTEMS INCCOMMON00724F1017,366141,823SH DFND16141,82300
ADOBE SYSTEMS INCCOMMON00724F10169713,412SH DFND1713,41200
ADOBE SYSTEMS INCCOMMON00724F1012,71052,177SH DFND30052,177
ADOBE SYSTEMS INCCOMMON00724F1011,00919,422SH DFND419,42200
ADOBE SYSTEMS INCCOMMON00724F10191517,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F10115,298294,536SH DFND6294,53600
ADT CORP-THECOMMON00101J106258,3186,353,133SH DFND16,345,59407,539
ADT CORP-THECOMMON00101J10666316,301SH DFND1116,30100
ADT CORP-THECOMMON00101J1061223,000SH DFND143,00000
ADT CORP-THECOMMON00101J1063,16577,837SH DFND1577,83700
ADT CORP-THECOMMON00101J10640993SH DFND1699300
ADT CORP-THECOMMON00101J106872,136SH DFND172,13600
ADT CORP-THECOMMON00101J1061924,725SH DFND360004,125
ADT CORP-THECOMMON00101J1063308,106SH DFND58,10600
ADT CORP-THECOMMON00101J1061182,900SH DFND72,90000
ADTRAN INCCOMMON00738A1061,64961,883SH DFND1561,88300
ADTRAN INCCOMMON00738A1061,70263,890SH DFND1763,89000
ADTRAN INCCOMMON00738A106501,885SH DFND3001,885
ADVANCE AUTO PARTSCOMMON00751Y10669,909845,543SH DFND1845,54300
ADVANCE AUTO PARTSCOMMON00751Y1064665,635SH DFND115,63500
ADVANCE AUTO PARTSCOMMON00751Y1061,47717,870SH DFND148,00209,868
ADVANCE AUTO PARTSCOMMON00751Y1067619,202SH DFND159,20200
ADVANCE AUTO PARTSCOMMON00751Y10623282SH DFND1628200
ADVANCE AUTO PARTSCOMMON00751Y1063233,904SH DFND173,90400
ADVANCE AUTO PARTSCOMMON00751Y1065,52266,783SH DFND352,500014,283
ADVANCED EMISSION SOLUTIONSCOMMON00770C10173617,218SH DFND1517,21800
ADVANCED ENERGY INDUSTRIESCOMMON0079731007,518429,347SH DFND15429,34700
ADVANCED ENERGY INDUSTRIESCOMMON007973100774,405SH DFND3004,405
ADVANCED MICRO DEVICESCOMMON0079031071,044274,110SH DFND15274,11000
ADVANCED MICRO DEVICESCOMMON007903107338,699SH DFND168,69900
ADVANCED MICRO DEVICESCOMMON00790310761,539SH DFND31,53900
ADVANCED MICRO DEVICES 6.0 05-CONVERT007903AL12,0752,000,000SH DFND1002,000,000
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043,730780,322SH DFND15780,32200
ADVANTAGE OIL & GAS LTDCOMMON00765F10111730,344SH DFND1530,34400
ADVANTAGE OIL & GAS LTDCOMMON00765F10143,05511,182,217SH DFND211,182,21700
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,697244,142SH DFND17244,14200
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C10983947,701SH DFND1747,70100
ADVENT SOFTWARE INCCOMMON0079741082,76587,095SH DFND1587,09500
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E1041,461149,393SH DFND17149,39300
ADVISORY BOARD CO/ THECOMMON00762W1073485,845SH DFND155,84500
AECOM TECHNOLOGY CORPCOMMON00766T10010,849346,950SH DFND1303,250043,700
AECOM TECHNOLOGY CORPCOMMON00766T1003,965126,800SH DFND1,500126,800
AECOM TECHNOLOGY CORPCOMMON00766T1007,905252,783SH DFND15252,78300
AECOM TECHNOLOGY CORPCOMMON00766T10028887SH DFND1688700
AECOM TECHNOLOGY CORPCOMMON00766T10080825,846SH DFND1725,84600
AECOM TECHNOLOGY CORPCOMMON00766T10077524,800SH DFND624,80000
AEGEAN MARINE PETROLEUM NETWCOMMONY0017S1021,324111,603SH DFND15111,60300
AEGERION PHARMACEUTICALS INCCOMMON00767E1021371,600SH DFND141,60000
AEGERION PHARMACEUTICALS INCCOMMON00767E1022,55029,736SH DFND1529,73600
AEGION CORPCOMMON00770F10453,3152,247,700SH DFND12,247,70000
AEGION CORPCOMMON00770F10416,448693,433SH DFND15693,43300
AEGION CORPCOMMON00770F1042108,858SH DFND178,85800
AEGION CORPCOMMON00770F1041114,690SH DFND3004,690
AEGON NV AMER REG SHRCOMMON00792410323832,109SH DFND1532,10900
AEGON NV AMER REG SHRCOMMON007924103304,095SH DFND34,09500
AEP INDUSTRIES INCCOMMON0010311034325,815SH DFND155,81500
AERCAP HOLDINGS NVCOMMONN0098510645,6522,345,962SH DFND12,345,96200
AERCAP HOLDINGS NVCOMMONN0098510637119,040SH DFND1519,04000
AERCAP HOLDINGS NVCOMMONN0098510614701SH DFND1670100
AEROFLEX HOLDING CORPCOMMON00776710610314,655SH DFND1514,65500
AEROPOSTALE INCCOMMON00786510828430,237SH DFND1530,23700
AEROPOSTALE INCCOMMON0078651087732SH DFND1673200
AEROPOSTALE INCCOMMON007865108525,550SH DFND3005,550
AEROVIRONMENT INCCOMMON0080731081,06546,108SH DFND1546,10800
AEROVIRONMENT INCCOMMON008073108461,974SH DFND161,97400
AES CORPORATIONCOMMON00130H1057,230543,994SH DFND1524,394015,800
AES CORPORATIONCOMMON00130H105624,700SH DFND1,9004,700
AES CORPORATIONCOMMON00130H10565149,016SH DFND1149,01600
AES CORPORATIONCOMMON00130H105322,400SH DFND14002,400
AES CORPORATIONCOMMON00130H1053,962298,119SH DFND15298,11900
AES CORPORATIONCOMMON00130H1051249,314SH DFND169,31400
AES CORPORATIONCOMMON00130H10532024,101SH DFND1724,10100
AES CORPORATIONCOMMON00130H105251,880SH DFND31,7500130
AES CORPORATIONCOMMON00130H10518513,900SH DFND3,113,90000
AES CORPORATIONCOMMON00130H10527820,931SH DFND520,93100
AES CORPORATIONCOMMON00130H105483,600SH DFND8,13,60000
AETERNA ZENTARIS INCCOMMON00797530331,666SH DFND31,66600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10897,5761,524,151SH DFND11,524,15100
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,87329,258SH DFND1129,25800
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1083,61556,470SH DFND12,10056,470
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10831,333489,422SH DFND1468,2410421,181
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10831,100485,782SH DFND15485,78200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081802,808SH DFND162,80800
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1085,23081,687SH DFND1781,68700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10850,661791,336SH DFND3691,907099,429
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,03816,210SH DFND516,21000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081983,100SH DFND73,10000
AFC ENTERPRISESCOMMON00104Q10712,951297,118SH DFND15297,11800
AFFILIATED MANAGERS GROUPCOMMON008252108183,7451,006,048SH DFND1982,083023,965
AFFILIATED MANAGERS GROUPCOMMON0082521087314,000SH DFND114,00000
AFFILIATED MANAGERS GROUPCOMMON0082521086,44435,280SH DFND1535,28000
AFFILIATED MANAGERS GROUPCOMMON00825210818100SH DFND1610000
AFFILIATED MANAGERS GROUPCOMMON0082521082121,160SH DFND2,11,16000
AFFILIATED MANAGERS GROUPCOMMON00825210840217SH DFND321700
AFFILIATED MANAGERS GROUPCOMMON0082521083,28017,957SH DFND6,117,95700
AFFILIATED MANAGERS GROUPCOMMON008252108110600SH DFND760000
AFFILIATED MANAGERS GROUP CVTCONVERT00169X2032,13633,900SH DFND133,90000
AFFYMETRIX INCCOMMON00826T1081,465236,529SH DFND15236,52900
AFLAC INCCOMMON001055102144,9922,338,963SH DFND12,323,154015,809
AFLAC INCCOMMON0010551022,25036,294SH DFND1136,29400
AFLAC INCCOMMON00105510269711,250SH DFND145,65005,600
AFLAC INCCOMMON00105510221,925353,683SH DFND15353,68300
AFLAC INCCOMMON00105510278912,734SH DFND1612,73400
AFLAC INCCOMMON00105510255,309892,227SH DFND17892,22700
AFLAC INCCOMMON0010551026129,877SH DFND29,87700
AFLAC INCCOMMON0010551023375,430SH DFND35,1390291
AFLAC INCCOMMON0010551021,14418,462SH DFND518,46200
AFLAC INCCOMMON0010551022293,700SH DFND73,70000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051126,764SH DFND156,76400
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,025121,841SH DFND17121,84100
AG MORTGAGE INVESTMENT TRUST ICOMMON001228105603,586SH DFND33,4600126
AGCO CORPCOMMON00108410223,616390,856SH DFND1383,45605,700
AGCO CORPCOMMON0010841021392,300SH DFND1,9002,300
AGCO CORPCOMMON0010841024597,600SH DFND117,60000
AGCO CORPCOMMON00108410260710,053SH DFND11,160509,448
AGCO CORPCOMMON0010841023,10751,425SH DFND1551,42500
AGCO CORPCOMMON0010841021933,198SH DFND163,19800
AGCO CORPCOMMON00108410282113,582SH DFND1713,58200
AGCO CORPCOMMON0010841023385,600SH DFND3,15,60000
AGCO CORPCOMMON0010841021031,700SH DFND51,70000
AGCO CORPCOMMON0010841025989,900SH DFND8,19,90000
AGCO CORP CVT 1.25 12-15-36CONVERT001084AM42,9712,000,000SH DFND1002,000,000
AGILENT TECHNOLOGIES INCCOMMON00846U101130,1412,539,328SH DFND12,539,32800
AGILENT TECHNOLOGIES INCCOMMON00846U1011,37126,749SH DFND1126,74900
AGILENT TECHNOLOGIES INCCOMMON00846U1014027,845SH DFND143,00704,838
AGILENT TECHNOLOGIES INCCOMMON00846U10113,726267,818SH DFND15267,81800
AGILENT TECHNOLOGIES INCCOMMON00846U101541,047SH DFND161,04700
AGILENT TECHNOLOGIES INCCOMMON00846U10154210,570SH DFND1710,57000
AGILENT TECHNOLOGIES INCCOMMON00846U1011342,608SH DFND31,37901,229
AGILENT TECHNOLOGIES INCCOMMON00846U10178115,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U1011743,400SH DFND73,40000
AGILYSYS INCCOMMON00847J105615,120SH DFND15,12000
AGILYSYS INCCOMMON00847J10549441,410SH DFND1541,41000
AGILYSYS INCCOMMON00847J1051068,900SH DFND3,18,90000
AGL RESOURCES INCCOMMON001204106109,2502,373,450SH DFND12,373,45000
AGL RESOURCES INCCOMMON00120410657,2351,243,425SH DFND151,243,42500
AGL RESOURCES INCCOMMON00120410633715SH DFND1671500
AGL RESOURCES INCCOMMON0012041063,83183,221SH DFND1783,22100
AGL RESOURCES INCCOMMON00120410628600SH DFND360000
AGNICO EAGLE MINESCOMMON00847410837514,150SH DFND1114,15000
AGNICO EAGLE MINESCOMMON0084741082338,800SH DFND138,80000
AGNICO EAGLE MINESCOMMON00847410890434,098SH DFND1534,09800
AGNICO EAGLE MINESCOMMON00847410813,503509,095SH DFND2509,09500
AGNICO EAGLE MINESCOMMON0084741081375,172SH DFND2,15,17200
AGNICO EAGLE MINESCOMMON0084741082,16281,500SH DFND681,50000
AGNICO EAGLE MINESCOMMON0084741081,76466,500SH DFND766,50000
AGNICO EAGLE MINESCOMMON0084741081,86070,193SH DFND970,19300
AGNICO EAGLE MINES LTDCOMMON00847410825,917979,112SH DFND1979,11200
AGNICO EAGLE MINES LTDCOMMON0084741081314,945SH DFND174,94500
AGNICO EAGLE MINES LTDCOMMON0084741082459,269SH DFND2,159,26900
AGNICO EAGLE MINES LTDCOMMON00847410813500SH DFND350000
AGNICO EAGLE MINES LTDCOMMON00847410874127,993SH DFND9,10027,993
AGREE REALTY CORPCOMMON0084921003,518116,552SH DFND15116,55200
AGRIUM INCCOMMON00891610897,4061,157,233SH DFND11,157,23300
AGRIUM INCCOMMON0089161081,02012,120SH DFND1112,12000
AGRIUM INCCOMMON0089161083,68243,743SH DFND1543,74300
AGRIUM INCCOMMON0089161084395,210SH DFND165,21000
AGRIUM INCCOMMON0089161081311,555SH DFND171,55500
AGRIUM INCCOMMON00891610821,865259,771SH DFND2,1259,77100
AGRIUM INCCOMMON0089161087168,517SH DFND2,158,51700
AGRIUM INCCOMMON0089161086818,094SH DFND58,09400
AGRIUM INCCOMMON0089161081091,300SH DFND71,30000
AH BELO CORP-ACOMMON00128210244556,740SH DFND1556,74000
AIR LEASE CORPCOMMON00912X3021,10239,844SH DFND1539,84400
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK015,91012,430,000SH DFND112,430,00000
AIR METHODS CORPCOMMON00912830715,176356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283072,08749,045SH DFND12,10049,045
AIR METHODS CORPCOMMON0091283075,715134,277SH DFND15134,27700
AIR PRODUCTS & CHEMICALS INCCOMMON009158106100,208940,306SH DFND1940,30600
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,71916,130SH DFND1116,13000
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,880130,246SH DFND15130,24600
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061101,036SH DFND161,03600
AIR PRODUCTS & CHEMICALS INCCOMMON00915810692,760870,411SH DFND17870,41100
AIR PRODUCTS & CHEMICALS INCCOMMON0091581066105,726SH DFND35,1890537
AIR PRODUCTS & CHEMICALS INCCOMMON0091581068708,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581066,83764,153SH DFND664,15300
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061921,800SH DFND71,80000
AIR TRANSPORT SERVICES GROUPCOMMON00922R105827110,416SH DFND15110,41600
AIRCASTLE LTDCOMMONG0129K10463436,435SH DFND1536,43500
AIRCASTLE LTDCOMMONG0129K10417953SH DFND1695300
AIRCASTLE LTDCOMMONG0129K1041,02959,106SH DFND1759,10600
AIRCASTLE LTDCOMMONG0129K1046,923397,651SH DFND6397,65100
AIRGAS INCCOMMON0093631024,11838,829SH DFND138,82900
AIRGAS INCCOMMON0093631025415,100SH DFND115,10000
AIRGAS INCCOMMON00936310228,393267,728SH DFND15267,72800
AIRGAS INCCOMMON00936310220191SH DFND1619100
AIXTRON AG-SPONSORED ADRCOMMON0096061044,784282,071SH DFND15282,07100
AK STEEL HOLDING CORPCOMMON001547108623166,068SH DFND15166,06800
AK STEEL HOLDING CORPCOMMON001547108184,778SH DFND164,77800
AKAMAI TECHNOLOGIESCOMMON00971T1014,17880,810SH DFND180,81000
AKAMAI TECHNOLOGIESCOMMON00971T10170513,644SH DFND1113,64400
AKAMAI TECHNOLOGIESCOMMON00971T101521,000SH DFND14001,000
AKAMAI TECHNOLOGIESCOMMON00971T101102,6381,985,256SH DFND151,985,25600
AKAMAI TECHNOLOGIESCOMMON00971T1012,59850,248SH DFND1650,24800
AKAMAI TECHNOLOGIESCOMMON00971T10184016,255SH DFND1716,25500
AKAMAI TECHNOLOGIESCOMMON00971T1019,097175,960SH DFND2175,96000
AKAMAI TECHNOLOGIESCOMMON00971T1019169SH DFND3550114
AKAMAI TECHNOLOGIESCOMMON00971T1011021,973SH DFND41,97300
AKAMAI TECHNOLOGIESCOMMON00971T1014198,100SH DFND58,10000
AKORN INCCOMMON00972810630,0921,529,055SH DFND151,529,05500
AKORN INCCOMMON0097281069444SH DFND344400
AKORN INC CVT 3.5 6-1-16CONVERT009728AB29,1834,000,000SH DFND14,000,00000
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP57,9268,415,000SH DFND18,415,00000
ALAMO GROUP INCCOMMON0113111071,30226,612SH DFND1526,61200
ALAMOS GOLD INCCOMMON01152710811,027708,825SH DFND1708,82500
ALAMOS GOLD INCCOMMON01152710838524,742SH DFND1524,74200
ALAMOS GOLD INCCOMMON011527108553,537SH DFND2,153,53700
ALAMOS GOLD INCCOMMON01152710861939,759SH DFND939,75900
ALAMOS GOLD INCCOMMON01152710861939,759SH DFND9,10039,759
ALASKA AIR GROUP INCCOMMON01165910946,184737,530SH DFND1737,53000
ALASKA AIR GROUP INCCOMMON0116591096,361101,581SH DFND15101,58100
ALASKA AIR GROUP INCCOMMON01165910925407SH DFND1640700
ALASKA AIR GROUP INCCOMMON0116591091,70327,202SH DFND1727,20200
ALASKA COMM SYSTEMS GROUPCOMMON01167P101863335,926SH DFND15335,92600
ALBANY INTL CORP CL ACOMMON0123481081,31236,564SH DFND1536,56400
ALBANY MOLECULAR RESEARCHCOMMON0124231091,943150,770SH DFND197,270053,500
ALBANY MOLECULAR RESEARCHCOMMON0124231092,313179,470SH DFND15179,47000
ALBANY MOLECULAR RESEARCHCOMMON01242310970554,700SH DFND3,154,70000
ALBEMARLE CORPCOMMON01265310120,606327,394SH DFND1327,39400
ALBEMARLE CORPCOMMON0126531014286,800SH DFND116,80000
ALBEMARLE CORPCOMMON01265310196015,253SH DFND1515,25300
ALBEMARLE CORPCOMMON01265310117270SH DFND1627000
ALBEMARLE CORPCOMMON0126531015048,000SH DFND38,00000
ALCATEL-LUCENT ADRCOMMON0139043052566SH DFND1400566
ALCATEL-LUCENT ADRCOMMON01390430512736,076SH DFND1536,07600
ALCATEL-LUCENT ADRCOMMON0139043052672SH DFND367200
ALCOA CVT BOND ENHD TRST 144ACONVERT21255BAA119,63815,000,000SH DFND10015,000,000
ALCOA INCCOMMON013817101163,04920,079,921SH DFND119,925,8960154,025
ALCOA INCCOMMON01381710167082,497SH DFND1182,49700
ALCOA INCCOMMON0138171013,733459,733SH DFND15459,73300
ALCOA INCCOMMON01381710113616,809SH DFND1616,80900
ALCOA INCCOMMON01381710134242,122SH DFND1742,12200
ALCOA INCCOMMON013817101313,852SH DFND33,0100842
ALCOA INCCOMMON01381710123528,952SH DFND528,95200
ALCOA INC 5.25 03-15-14CONVERT013817AT86,4415,000,000SH DFND1005,000,000
ALERE INCCOMMON01449J10590,1732,949,723SH DFND12,949,72300
ALERE INCCOMMON01449J10567,5532,209,781SH DFND1,22,209,78100
ALERE INCCOMMON01449J1052397,804SH DFND11,27,80400
ALERE INCCOMMON01449J1053,980130,179SH DFND15130,17900
ALERE INCCOMMON01449J10518589SH DFND1658900
ALERE INCCOMMON01449J10512,395405,458SH DFND2405,45800
ALERE INCCOMMON01449J105792,600SH DFND3002,600
ALERE INCCOMMON01449J1052147,000SH DFND3,17,00000
ALERIAN MLP ETFCOMMON00162Q866331,900SH DFND14001,900
ALERIAN MLP ETFCOMMON00162Q8667,046400,567SH DFND17400,56700
ALERIAN MLP ETFCOMMON00162Q8667410SH DFND341000
ALEXANDER'S INCCOMMON014752109216755SH DFND1575500
ALEXANDER'S INCCOMMON01475210986300SH DFND330000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711099,760152,865SH DFND121,1000131,765
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,10717,337SH DFND1517,33700
ALEXANDRIA REAL EST EQUITIESCOMMON0152711094657,275SH DFND15,17,27500
ALEXANDRIA REAL EST EQUITIESCOMMON01527110917265SH DFND1626500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,11117,398SH DFND1717,39800
ALEXANDRIA REAL ESTATE E SERCONVERT01527150510,931425,000SH DFND1425,00000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715051837,100SH DFND4,17,10000
ALEXION PHARMACEUTICALS INCCOMMON01535110964,350553,976SH DFND1553,8760100
ALEXION PHARMACEUTICALS INCCOMMON0153511091,75415,100SH DFND1115,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511095,87550,575SH DFND12,10050,575
ALEXION PHARMACEUTICALS INCCOMMON015351109278,3402,396,179SH DFND152,396,17900
ALEXION PHARMACEUTICALS INCCOMMON0153511096,35654,715SH DFND1654,71500
ALEXION PHARMACEUTICALS INCCOMMON0153511092,32420,010SH DFND1720,01000
ALEXION PHARMACEUTICALS INCCOMMON01535110928241SH DFND2,1524100
ALEXION PHARMACEUTICALS INCCOMMON01535110965563SH DFND3476087
ALEXION PHARMACEUTICALS INCCOMMON0153511097326,300SH DFND56,30000
ALEXION PHARMACEUTICALS INCCOMMON0153511091861,600SH DFND71,60000
ALICO INCCOMMON016230104366SH DFND156600
ALIGN TECHNOLOGY INCCOMMON01625510110,562219,587SH DFND1219,58700
ALIGN TECHNOLOGY INCCOMMON01625510111,560240,337SH DFND15240,33700
ALIGN TECHNOLOGY INCCOMMON01625510148110,000SH DFND310,00000
ALKERMES PLCCOMMONG0176710568820,454SH DFND1520,45400
ALKERMES PLCCOMMONG01767105942,785SH DFND3002,785
ALLEGHANY CORPCOMMON0171751004921,200SH DFND111,20000
ALLEGHANY CORPCOMMON0171751006461,577SH DFND151,57700
ALLEGHANY CORPCOMMON0171751001639SH DFND163900
ALLEGHANY CORPCOMMON0171751001,0182,484SH DFND172,48400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10289,7162,939,584SH DFND12,939,58400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1027,576248,219SH DFND15248,21900
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10228918SH DFND1691800
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1022819,213SH DFND179,21300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102411,340SH DFND2,151,34000
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1021474,817SH DFND333204,485
ALLEGIANT TRAVEL COCOMMON01748X1021,63915,553SH DFND1515,55300
ALLEGIANT TRAVEL COCOMMON01748X1028998,529SH DFND178,52900
ALLERGAN INCCOMMON01849010216,623183,777SH DFND1183,77700
ALLERGAN INCCOMMON0184901022,07122,900SH DFND1122,90000
ALLERGAN INCCOMMON0184901021,59317,617SH DFND12,10017,617
ALLERGAN INCCOMMON0184901024,74152,419SH DFND1423,464028,955
ALLERGAN INCCOMMON01849010221,165233,992SH DFND15233,99200
ALLERGAN INCCOMMON01849010237411SH DFND1641100
ALLERGAN INCCOMMON0184901022,71229,978SH DFND1729,97800
ALLERGAN INCCOMMON0184901023,78741,864SH DFND35,654036,210
ALLERGAN INCCOMMON0184901021,13012,495SH DFND512,49500
ALLERGAN INCCOMMON0184901022082,300SH DFND72,30000
ALLETE INCCOMMON0185223002,13244,137SH DFND1544,13700
ALLETE INCCOMMON01852230011221SH DFND1622100
ALLETE INCCOMMON0185223005,113105,851SH DFND17105,85100
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461013,103254,368SH DFND17254,36800
ALLIANCE DATA SYSTEMS CORPCOMMON018581108127,590603,349SH DFND1603,34900
ALLIANCE DATA SYSTEMS CORPCOMMON01858110893,794443,534SH DFND1,2443,53400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811088043,800SH DFND113,80000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084872,301SH DFND11,22,30100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811082,65012,529SH DFND12,112,52900
ALLIANCE DATA SYSTEMS CORPCOMMON01858110818,68188,337SH DFND1420,393067,944
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087,61536,010SH DFND1536,01000
ALLIANCE DATA SYSTEMS CORPCOMMON01858110823109SH DFND1610900
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,4666,931SH DFND176,93100
ALLIANCE DATA SYSTEMS CORPCOMMON01858110825,443120,315SH DFND2120,31500
ALLIANCE DATA SYSTEMS CORPCOMMON01858110842,751202,162SH DFND3171,477030,685
ALLIANCE DATA SYSTEMS CORPCOMMON0185811085082,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108127600SH DFND760000
ALLIANCE FIBER OPTIC PRODUCTCOMMON0186803061,90092,796SH DFND1592,79600
ALLIANCE HEALTHCARE SERVICECOMMON0186063012,73098,605SH DFND1598,60500
ALLIANCE HOLDINGS GP LPCOMMON01861G10021354SH DFND1400354
ALLIANCE HOLDINGS GP LPCOMMON01861G1002,27938,063SH DFND1538,06300
ALLIANCE HOLDINGS GP LPCOMMON01861G1002944,917SH DFND34,91700
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U10610,591819,722SH DFND17819,72200
ALLIANCE NEW YORK MUNI INC CFCOMMON01871410594978,481SH DFND1778,48100
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721031,121385,334SH DFND15385,33400
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721038730,000SH DFND330,00000
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082,32031,293SH DFND1531,29300
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1081461,975SH DFND31,97500
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1066,001399,269SH DFND15399,26900
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1062,765183,957SH DFND17183,95700
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10113,0841,858,584SH DFND151,858,58400
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1019,1621,301,469SH DFND171,301,46900
ALLIANT ENERGY CORPCOMMON0188021084288,638SH DFND118,63800
ALLIANT ENERGY CORPCOMMON0188021081192,393SH DFND14002,393
ALLIANT ENERGY CORPCOMMON0188021081,39528,145SH DFND1528,14500
ALLIANT ENERGY CORPCOMMON01880210839783SH DFND1678300
ALLIANT ENERGY CORPCOMMON0188021085,881118,694SH DFND17118,69400
ALLIANT ENERGY CORPCOMMON0188021081,42328,710SH DFND328,3150395
ALLIANT TECHSYSTEMS INCCOMMON01880410415,196155,760SH DFND1138,560017,200
ALLIANT TECHSYSTEMS INCCOMMON0188041041,12211,500SH DFND1,1211,50000
ALLIANT TECHSYSTEMS INCCOMMON0188041041461,500SH DFND131,50000
ALLIANT TECHSYSTEMS INCCOMMON0188041043,44835,347SH DFND1535,34700
ALLIANT TECHSYSTEMS INCCOMMON0188041041661,699SH DFND161,69900
ALLIANT TECHSYSTEMS INCCOMMON0188041041,10711,343SH DFND1711,34300
ALLIANT TECHSYSTEMS INCCOMMON0188041042582,640SH DFND3002,640
ALLIANT TECHSYSTEMS INCCOMMON01880410497610,000SH DFND3,110,00000
ALLIANT TECHSYSTEMS INCCOMMON0188041042,81028,800SH DFND628,80000
ALLIANT TECHSYSTEMS INC CVT 3CONVERT018804AK06,2204,750,000SH DFND1004,750,000
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,425440,905SH DFND15440,90500
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1078,346495,577SH DFND17495,57700
ALLIANZGI CONV AND INCOME FUNDCOMMON01882510970581,936SH DFND1781,93600
ALLIANZGI CONV AND INCOME FUNDCOMMON0188251093,809403,907SH DFND17403,90700
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291016,682359,826SH DFND17359,82600
ALLIED NEVADA GOLD CORPCOMMON019344100276,476SH DFND16,47600
ALLIED NEVADA GOLD CORPCOMMON0193441006515,646SH DFND1515,64600
ALLIED NEVADA GOLD CORPCOMMON0193441004510,647SH DFND1710,64700
ALLIED NEVADA GOLD CORPCOMMON01934410092,182SH DFND32,18200
ALLIED WORLD ASSURANCE COCOMMONH0153110415,897159,944SH DFND1159,94400
ALLIED WORLD ASSURANCE COCOMMONH0153110411,528115,991SH DFND15115,99100
ALLIED WORLD ASSURANCE COCOMMONH0153110423232SH DFND1623200
ALLIED WORLD ASSURANCE COCOMMONH015311042,19522,089SH DFND1722,08900
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10111,240448,710SH DFND1448,71000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10148119,198SH DFND1519,19800
ALLSCRIPT HLTHCARE(MDRX)CVT 14CONVERT01988PAC212,93311,865,000SH DFND111,865,00000
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1085,482368,643SH DFND15368,64300
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1082,380160,086SH DFND3160,08600
ALLSTATE CORPCOMMON020002101423,6748,381,279SH DFND18,300,418072,961
ALLSTATE CORPCOMMON0200021012,99859,300SH DFND1,50059,300
ALLSTATE CORPCOMMON0200021013136,200SH DFND1,9006,200
ALLSTATE CORPCOMMON0200021011,84436,478SH DFND1136,47800
ALLSTATE CORPCOMMON0200021012024,000SH DFND134,00000
ALLSTATE CORPCOMMON02000210138751SH DFND1400751
ALLSTATE CORPCOMMON02000210157,1901,131,349SH DFND151,131,34900
ALLSTATE CORPCOMMON0200021011993,942SH DFND163,94200
ALLSTATE CORPCOMMON02000210112,302243,370SH DFND17243,37000
ALLSTATE CORPCOMMON02000210163712,594SH DFND312,59400
ALLSTATE CORPCOMMON02000210175815,000SH DFND3,115,00000
ALLSTATE CORPCOMMON0200021011,50529,781SH DFND529,78100
ALLSTATE CORPCOMMON0200021015,459108,000SH DFND6108,00000
ALLSTATE CORPCOMMON0200021011973,900SH DFND73,90000
ALLSTATE CORPCOMMON0200021011,19823,700SH DFND8,123,70000
ALMOST FAMILY INCCOMMON02040910877840,066SH DFND1540,06600
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1073,61756,511SH DFND1556,51100
ALON USA ENERGY INC.COMMON02052010241140,240SH DFND126,540013,700
ALON USA ENERGY INC.COMMON0205201024,875477,484SH DFND15477,48400
ALON USA ENERGY INC.COMMON02052010223122,633SH DFND1622,63300
ALON USA ENERGY INC.COMMON02052010231731,000SH DFND3,131,00000
ALON USA PARTNERS LPCOMMON02052T1093,519285,210SH DFND15285,21000
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10417921,273SH DFND1521,27300
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P1042200SH DFND320000
ALPHA NATURAL RESOURCES CVT 2.CONVERT02076XAA09,84410,500,000SH DFND110,500,00000
ALPHA NATURAL RESOURCES INCCOMMON02076X1027913,304SH DFND113,0990205
ALPHA NATURAL RESOURCES INCCOMMON02076X1021,025172,005SH DFND15172,00500
ALPHA NATURAL RESOURCES INCCOMMON02076X102345,696SH DFND165,69600
ALPHA NATURAL RESOURCES INCCOMMON02076X10238264,125SH DFND1764,12500
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE28,0918,500,000SH DFND18,500,00000
ALPHATEC HOLDINGS INCCOMMON02081G10212864,757SH DFND1564,75700
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10315,7692,187,140SH DFND172,187,14000
ALPINE TOTAL DYNAMIC DIVIDEN CCOMMON0210601081,831455,559SH DFND17455,55900
ALTERA CORPORATIONCOMMON021441100170,5114,588,555SH DFND14,588,55500
ALTERA CORPORATIONCOMMON02144110091624,638SH DFND1124,63800
ALTERA CORPORATIONCOMMON02144110069518,716SH DFND1218,71600
ALTERA CORPORATIONCOMMON0214411002,16058,134SH DFND12,158,13400
ALTERA CORPORATIONCOMMON0214411001,02927,699SH DFND1414,228013,471
ALTERA CORPORATIONCOMMON021441100131,4763,538,113SH DFND153,538,11300
ALTERA CORPORATIONCOMMON0214411003,34590,027SH DFND1690,02700
ALTERA CORPORATIONCOMMON02144110027721SH DFND2,1572100
ALTERA CORPORATIONCOMMON0214411006,804183,096SH DFND3142,809040,287
ALTERA CORPORATIONCOMMON0214411003208,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110051,4071,383,402SH DFND61,383,40200
ALTERA CORPORATIONCOMMON0214411001343,600SH DFND73,60000
ALTISOURCE ASSET MANAGEMENTCOMMON02153X108213400SH DFND1440000
ALTISOURCE ASSET MANAGEMENTCOMMON02153X10824SH DFND3400
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J1042802,000SH DFND142,00000
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J1045213,720SH DFND153,72000
ALTISOURCE RESIDENTI-CL BCOMMON02153W100311,333SH DFND141,33300
ALTISOURCE RESIDENTI-CL BCOMMON02153W100016SH DFND31600
ALTRA HOLDINGS INCCOMMON02208R1061,18644,072SH DFND1544,07200
ALTRIA GROUP INCCOMMON02209S103110,8853,228,083SH DFND13,226,78301,300
ALTRIA GROUP INCCOMMON02209S1035,350155,760SH DFND11155,76000
ALTRIA GROUP INCCOMMON02209S10369820,310SH DFND143,240017,070
ALTRIA GROUP INCCOMMON02209S10368,9632,007,667SH DFND152,007,66700
ALTRIA GROUP INCCOMMON02209S10343312,604SH DFND1612,60400
ALTRIA GROUP INCCOMMON02209S1035,160150,222SH DFND17150,22200
ALTRIA GROUP INCCOMMON02209S10332,921958,401SH DFND2958,40100
ALTRIA GROUP INCCOMMON02209S1032,68478,132SH DFND358,260019,872
ALTRIA GROUP INCCOMMON02209S1032,45971,599SH DFND571,59900
ALTRIA GROUP INCCOMMON02209S103100,5512,927,236SH DFND62,927,23600
ALTRIA GROUP INCCOMMON02209S10361517,900SH DFND717,90000
ALUMINA LTD- SPONSORED ADRCOMMON022205108277,011SH DFND157,01100
AMAG PHARMACEUTICALS INCCOMMON00163U1061,81584,510SH DFND156,510028,000
AMAG PHARMACEUTICALS INCCOMMON00163U10614652SH DFND1565200
AMAG PHARMACEUTICALS INCCOMMON00163U10668531,900SH DFND3,131,90000
AMARIN CORP PLC ADRCOMMON02311120620,7483,282,975SH DFND13,282,97500
AMARIN CORP PLC ADRCOMMON023111206940148,716SH DFND12,100148,716
AMARIN CORP PLC ADRCOMMON023111206152,322SH DFND152,32200
AMAZON.COM INCCOMMON023135106267,709856,286SH DFND1856,28600
AMAZON.COM INCCOMMON0231351068,82428,224SH DFND1128,22400
AMAZON.COM INCCOMMON0231351061,6695,340SH DFND12,15,34000
AMAZON.COM INCCOMMON0231351061,2864,114SH DFND143,1480966
AMAZON.COM INCCOMMON0231351061,536,9654,916,086SH DFND154,916,08600
AMAZON.COM INCCOMMON02313510640,084128,212SH DFND16128,21200
AMAZON.COM INCCOMMON02313510611,44736,613SH DFND1736,61300
AMAZON.COM INCCOMMON0231351061,7455,583SH DFND35,4280155
AMAZON.COM INCCOMMON0231351063,83812,276SH DFND512,27600
AMAZON.COM INCCOMMON0231351068132,600SH DFND72,60000
AMAZON.COM INCCOMMON0231351063,90412,488SH DFND9,10012,488
AMBAC FINANCIAL GROUP INCCOMMON02313988428915,915SH DFND1515,91500
AMBARELLA INCCOMMONG037AX101291,500SH DFND14001,500
AMBASSADORS GROUP INCCOMMON023177108329,380SH DFND19,38000
AMBASSADORS GROUP INCCOMMON0231771088624,835SH DFND1524,83500
AMBASSADORS GROUP INCCOMMON0231771084312,600SH DFND3,112,60000
AMC NETWORKS INC-ACOMMON00164V1031,97328,810SH DFND128,81000
AMC NETWORKS INC-ACOMMON00164V1032,00729,300SH DFND1,50029,300
AMC NETWORKS INC-ACOMMON00164V1031,01314,785SH DFND1514,78500
AMC NETWORKS INC-ACOMMON00164V10372510,577SH DFND1710,57700
AMC NETWORKS INC-ACOMMON00164V10333475SH DFND347500
AMCOL INTERNATIONAL CORPCOMMON02341W10386926,583SH DFND1526,58300
AMDOCS LTDCOMMONG02602103238,0556,497,132SH DFND16,489,31707,815
AMDOCS LTDCOMMONG026021033419,300SH DFND1,129,30000
AMDOCS LTDCOMMONG0260210375520,600SH DFND1320,60000
AMDOCS LTDCOMMONG026021032,78075,882SH DFND1575,88200
AMDOCS LTDCOMMONG0260210328752SH DFND1675200
AMDOCS LTDCOMMONG026021031,03728,316SH DFND1728,31600
AMDOCS LTDCOMMONG026021036161SH DFND300161
AMDOCS LTDCOMMONG026021033,56197,200SH DFND697,20000
AMDOCS LTDCOMMONG026021033,884106,000SH DFND7106,00000
AMDOCS LTDCOMMONG026021032,11857,800SH DFND957,80000
AMEDISYS INCCOMMON0234361084,698272,957SH DFND15272,95700
AMEDISYS INCCOMMON0234361081146,617SH DFND166,61700
AMEDISYS INCCOMMON02343610840623,569SH DFND1723,56900
AMEDISYS INCCOMMON023436108152SH DFND35200
AMER FST TAX EX INVESTORS LPCOMMON02364V10712818,710SH DFND1518,71000
AMER NATL BANKSHARES/DANVILLECOMMON0277451081697,274SH DFND157,27400
AMERCO INCCOMMON0235861009114,950SH DFND14,95000
AMERCO INCCOMMON0235861007003,800SH DFND1,5003,800
AMERCO INCCOMMON0235861003,64019,771SH DFND1519,77100
AMEREN CORPORATIONCOMMON0236081027,949228,168SH DFND1227,5680600
AMEREN CORPORATIONCOMMON02360810265418,775SH DFND1118,77500
AMEREN CORPORATIONCOMMON02360810247,9771,377,057SH DFND151,377,05700
AMEREN CORPORATIONCOMMON023608102972,794SH DFND162,79400
AMERESCO INCCOMMON02361E1085,350533,964SH DFND15533,96400
AMERESCO INCCOMMON02361E108454,507SH DFND164,50700
AMERESCO INCCOMMON02361E108101,000SH DFND31,00000
AMERICA MOVIL SAB DE CVCOMMON02364W105121,9966,158,310SH DFND16,158,31000
AMERICA MOVIL SAB DE CVCOMMON02364W105241,232SH DFND14001,232
AMERICA MOVIL SAB DE CVCOMMON02364W10519,139966,150SH DFND15966,15000
AMERICA MOVIL SAB DE CVCOMMON02364W105321,592SH DFND171,59200
AMERICA MOVIL SAB DE CVCOMMON02364W10526,3801,331,668SH DFND21,331,66800
AMERICA MOVIL SAB DE CVCOMMON02364W1056,020303,900SH DFND2,1303,90000
AMERICA MOVIL SAB DE CVCOMMON02364W1055240SH DFND324000
AMERICA MOVIL SAB DE CVCOMMON02364W1052,782140,413SH DFND5140,41300
AMERICA MOVIL SAB DE CVCOMMON02364W1051809,100SH DFND69,10000
AMERICA MOVIL SAB DE CVCOMMON02364W1051,41071,200SH DFND971,20000
AMERICAN APPAREL INCCOMMON023850100050SH DFND140050
AMERICAN APPAREL INCCOMMON02385010012092,420SH DFND1592,42000
AMERICAN ASSETS TRUST INCCOMMON02401310467822,210SH DFND113,41008,800
AMERICAN ASSETS TRUST INCCOMMON02401310446515,233SH DFND1515,23300
AMERICAN ASSETS TRUST INCCOMMON0240131042,80391,873SH DFND1791,87300
AMERICAN ASSETS TRUST INCCOMMON02401310443614,300SH DFND3,114,30000
AMERICAN AXLE & MFG HOLDINGSCOMMON02406110392346,814SH DFND1546,81400
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031246,305SH DFND36,30500
AMERICAN CAMPUS COMMUNITIESCOMMON02483510073,1912,143,225SH DFND1102,143,224
AMERICAN CAMPUS COMMUNITIESCOMMON02483510053815,752SH DFND1515,75200
AMERICAN CAMPUS COMMUNITIESCOMMON0248351007212SH DFND1621200
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001273,715SH DFND173,71500
AMERICAN CAMPUS COMMUNITIESCOMMON024835100541,572SH DFND31,57200
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10568630,400SH DFND1130,40000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10559426,310SH DFND142,500023,810
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10510,264454,566SH DFND15454,56600
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10518816SH DFND1681600
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1054,102181,666SH DFND17181,66600
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1051,09148,295SH DFND346,01602,279
AMERICAN CAPITAL LTDCOMMON02503Y10314,3401,042,883SH DFND151,042,88300
AMERICAN CAPITAL LTDCOMMON02503Y10378356,940SH DFND1656,94000
AMERICAN CAPITAL LTDCOMMON02503Y10347734,706SH DFND1734,70600
AMERICAN CAPITAL LTDCOMMON02503Y1031259,083SH DFND31,99807,085
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1044183SH DFND1518300
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1041,38970,234SH DFND1770,23400
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1044210SH DFND300210
AMERICAN EAGLE OUTFITTERSCOMMON02553E10644131,495SH DFND1531,49500
AMERICAN EAGLE OUTFITTERSCOMMON02553E106141,016SH DFND161,01600
AMERICAN EAGLE OUTFITTERSCOMMON02553E10616111,518SH DFND1711,51800
AMERICAN ELECTRIC POWERCOMMON025537101123,3922,846,415SH DFND12,845,41501,000
AMERICAN ELECTRIC POWERCOMMON0255371011,63737,766SH DFND1137,76600
AMERICAN ELECTRIC POWERCOMMON0255371018195SH DFND1400195
AMERICAN ELECTRIC POWERCOMMON02553710151,5851,189,963SH DFND151,189,96300
AMERICAN ELECTRIC POWERCOMMON0255371011623,742SH DFND163,74200
AMERICAN ELECTRIC POWERCOMMON02553710110,558243,551SH DFND17243,55100
AMERICAN ELECTRIC POWERCOMMON0255371011,31530,338SH DFND329,4680870
AMERICAN ELECTRIC POWERCOMMON02553710170916,349SH DFND516,34900
AMERICAN ELECTRIC POWERCOMMON0255371012215,100SH DFND75,10000
AMERICAN EQUITY INV LIFE 3.5 1CONVERT025676AJ68,2464,700,000SH DFND14,700,00000
AMERICAN EQUITY INVT LIFE HLCOMMON0256762062,748129,513SH DFND15129,51300
AMERICAN EQUITY INVT LIFE HLCOMMON0256762061336,251SH DFND166,25100
AMERICAN EQUITY INVT LIFE HLCOMMON02567620623210,925SH DFND30010,925
AMERICAN EXPRESS COMPANYCOMMON025816109183,3872,428,324SH DFND12,428,2240100
AMERICAN EXPRESS COMPANYCOMMON0258161095,79476,725SH DFND1176,72500
AMERICAN EXPRESS COMPANYCOMMON0258161099,015119,371SH DFND1448,729070,642
AMERICAN EXPRESS COMPANYCOMMON0258161099,642127,675SH DFND15127,67500
AMERICAN EXPRESS COMPANYCOMMON0258161093034,016SH DFND164,01600
AMERICAN EXPRESS COMPANYCOMMON0258161094,20855,719SH DFND1755,71900
AMERICAN EXPRESS COMPANYCOMMON02581610912,872170,440SH DFND2170,44000
AMERICAN EXPRESS COMPANYCOMMON0258161093,03740,221SH DFND332,58207,639
AMERICAN EXPRESS COMPANYCOMMON0258161093,56547,212SH DFND447,21200
AMERICAN EXPRESS COMPANYCOMMON0258161092,87138,016SH DFND538,01600
AMERICAN EXPRESS COMPANYCOMMON0258161094686,200SH DFND66,20000
AMERICAN EXPRESS COMPANYCOMMON0258161095747,600SH DFND77,60000
AMERICAN FINANCIAL GROUP INCCOMMON02593210426,885497,312SH DFND1416,574080,738
AMERICAN FINANCIAL GROUP INCCOMMON0259321048,543158,030SH DFND15158,03000
AMERICAN FINANCIAL GROUP INCCOMMON0259321041683,104SH DFND163,10400
AMERICAN FINANCIAL GROUP INCCOMMON0259321041,92335,568SH DFND1735,56800
AMERICAN FINANCIAL GROUP INCCOMMON0259321042113,909SH DFND2,13,90900
AMERICAN FINANCIAL GROUP INCCOMMON02593210432600SH DFND660000
AMERICAN FINANCIAL GROUP INCCOMMON0259321043,07356,850SH DFND6,156,85000
AMERICAN INTERNATIONAL GROUPCOMMON02687478451,9201,067,650SH DFND11,002,850050,700
AMERICAN INTERNATIONAL GROUPCOMMON0268747847,329150,700SH DFND1,500150,700
AMERICAN INTERNATIONAL GROUPCOMMON02687478489018,300SH DFND1,90018,300
AMERICAN INTERNATIONAL GROUPCOMMON0268747845,283108,630SH DFND11108,63000
AMERICAN INTERNATIONAL GROUPCOMMON026874784631,300SH DFND131,30000
AMERICAN INTERNATIONAL GROUPCOMMON026874784821,690SH DFND1419001,500
AMERICAN INTERNATIONAL GROUPCOMMON026874784122,0812,510,404SH DFND152,510,40400
AMERICAN INTERNATIONAL GROUPCOMMON0268747841,32627,277SH DFND1627,27700
AMERICAN INTERNATIONAL GROUPCOMMON0268747844,76297,930SH DFND1797,93000
AMERICAN INTERNATIONAL GROUPCOMMON02687478429597SH DFND2,1559700
AMERICAN INTERNATIONAL GROUPCOMMON0268747841072,192SH DFND31,7570435
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,15944,400SH DFND3,144,40000
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AMERICAN INTERNATIONAL GROUPCOMMON0268747843,09863,700SH DFND563,70000
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AMERICAN INTERNATIONAL GROUPCOMMON0268747841,40528,900SH DFND8,128,90000
AMERICAN INTERNATIONAL-CW21COMMON0268741565273SH DFND141400133
AMERICAN INTERNATIONAL-CW21COMMON026874156136SH DFND33600
AMERICAN INTERNATIONAL-CW21COMMON0268741563140SH DFND414000
AMERICAN NATIONAL INSURANCECOMMON0285911051,98220,216SH DFND1520,21600
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AMERICAN PUBLIC EDUCATIONCOMMON02913V10353,9441,427,099SH DFND1,21,427,09900
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AMERICAN SCIENCE & ENGINEERINGCOMMON0294291071,24320,607SH DFND1520,60700
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AMERICAN STATES WATER COCOMMON0298991011,14741,620SH DFND115,820025,800
AMERICAN STATES WATER COCOMMON02989910130,9231,122,017SH DFND151,122,01700
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AMERICAN STATES WATER COCOMMON0298991012458,900SH DFND3,18,90000
AMERICAN STRATEGIC INCOME II CCOMMON030099105860106,089PRN DFND15106,08900
AMERICAN SUPERCONDUCTOR CORPCOMMON0301111081,762753,107SH DFND15753,10700
AMERICAN SUPERCONDUCTOR CORPCOMMON0301111083013,029SH DFND1613,02900
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AMERICAN TOWER CORP CL ACOMMON03027X100525,0237,082,462SH DFND14,524,37102,558,091
AMERICAN TOWER CORP CL ACOMMON03027X1002,28130,770SH DFND1130,77000
AMERICAN TOWER CORP CL ACOMMON03027X1001,86925,208SH DFND149,890015,318
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AMERICAN TOWER CORP CL ACOMMON03027X1002,12828,706SH DFND15,128,70600
AMERICAN TOWER CORP CL ACOMMON03027X10024326SH DFND1632600
AMERICAN TOWER CORP CL ACOMMON03027X1006,94293,643SH DFND1793,64300
AMERICAN TOWER CORP CL ACOMMON03027X1005,36172,320SH DFND362,85309,467
AMERICAN TOWER CORP CL ACOMMON03027X10023,839321,588SH DFND3,1321,58800
AMERICAN VANGUARD CORPCOMMON03037110871826,661SH DFND1526,66100
AMERICAN VANGUARD CORPCOMMON030371108501,846SH DFND161,84600
AMERICAN WATER WORKS CO INCCOMMON030420103421,010SH DFND11,01000
AMERICAN WATER WORKS CO INCCOMMON03042010356613,700SH DFND1113,70000
AMERICAN WATER WORKS CO INCCOMMON03042010343,2511,047,758SH DFND151,047,75800
AMERICAN WATER WORKS CO INCCOMMON0304201032225,371SH DFND165,37100
AMERICAN WATER WORKS CO INCCOMMON0304201036,661161,356SH DFND17161,35600
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AMERICAN WOODMARK CORPCOMMON0305061092,78980,478SH DFND1580,47800
AMERICA'S CAR MART INCCOMMON03062T10541,971930,425SH DFND1,2930,42500
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AMERICA'S CAR MART INCCOMMON03062T10520,157446,832SH DFND2446,83200
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AMERIPRISE FINANCIAL INCCOMMON03076C1066156,757SH DFND176,75700
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AMERIPRISE FINANCIAL INCCOMMON03076C1068,10188,944SH DFND369,734019,210
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AMERIPRISE FINANCIAL INCCOMMON03076C1061,17512,900SH DFND612,90000
AMERIPRISE FINANCIAL INCCOMMON03076C1061731,900SH DFND71,90000
AMERIPRISE FINANCIAL INCCOMMON03076C10664700SH DFND8,170000
AMERIS BANCORPCOMMON03076K10827514,963SH DFND1514,96300
AMERISAFE INCCOMMON03071H10087224,561SH DFND1524,56100
AMERISAFE INCCOMMON03071H100263SH DFND36300
AMERISOURCEBERGEN CORPCOMMON03073E10571,4351,169,141SH DFND11,088,941060,000
AMERISOURCEBERGEN CORPCOMMON03073E10512,141198,700SH DFND1,500198,700
AMERISOURCEBERGEN CORPCOMMON03073E1051,39922,900SH DFND1,90022,900
AMERISOURCEBERGEN CORPCOMMON03073E1051,08817,806SH DFND1117,80600
AMERISOURCEBERGEN CORPCOMMON03073E10571511,700SH DFND1311,70000
AMERISOURCEBERGEN CORPCOMMON03073E1051,13218,524SH DFND148,264010,260
AMERISOURCEBERGEN CORPCOMMON03073E10568,8671,127,114SH DFND151,127,11400
AMERISOURCEBERGEN CORPCOMMON03073E10595615,641SH DFND1615,64100
AMERISOURCEBERGEN CORPCOMMON03073E10570611,554SH DFND1711,55400
AMERISOURCEBERGEN CORPCOMMON03073E1058,185133,966SH DFND3102,025031,941
AMERISOURCEBERGEN CORPCOMMON03073E1053,39155,500SH DFND3,155,50000
AMERISOURCEBERGEN CORPCOMMON03073E1052,19035,838SH DFND535,83800
AMERISOURCEBERGEN CORPCOMMON03073E1057,680125,700SH DFND6125,70000
AMERISOURCEBERGEN CORPCOMMON03073E1054,50373,700SH DFND773,70000
AMERISOURCEBERGEN CORPCOMMON03073E1052,42639,700SH DFND8,139,70000
AMERISOURCEBERGEN CORPCOMMON03073E1052,68243,900SH DFND943,90000
AMES NATIONAL CORPCOMMON03100110011497SH DFND1549700
AMETEK INCCOMMON03110010084,5971,838,273SH DFND11,838,27300
AMETEK INCCOMMON03110010086318,750SH DFND1118,75000
AMETEK INCCOMMON0311001001,37529,869SH DFND1415,967013,902
AMETEK INCCOMMON0311001001,33328,958SH DFND1528,95800
AMETEK INCCOMMON03110010020433SH DFND1643300
AMETEK INCCOMMON0311001009,921215,586SH DFND2215,58600
AMETEK INCCOMMON0311001009,544207,395SH DFND3161,868045,527
AMETEK INCCOMMON0311001001292,800SH DFND72,80000
AMEX CONSUMER STAPLES SPDR ETFCOMMON81369Y3087177SH DFND1400177
AMEX CONSUMER STAPLES SPDR ETFCOMMON81369Y308541,347SH DFND31,34700
AMG CAPITAL TRUST IICONVERT00170F20914,678252,800SH DFND1252,80000
AMGEN INCCOMMON031162100557,4824,980,854SH DFND14,976,46804,386
AMGEN INCCOMMON0311621002,84325,400SH DFND1,1225,40000
AMGEN INCCOMMON0311621004484,000SH DFND104,00000
AMGEN INCCOMMON0311621008,27073,889SH DFND1173,88900
AMGEN INCCOMMON0311621009168,181SH DFND128,18100
AMGEN INCCOMMON0311621001,47713,200SH DFND1313,20000
AMGEN INCCOMMON03116210038,082340,245SH DFND14276,169064,076
AMGEN INCCOMMON0311621001,030,1929,204,310SH DFND159,204,31000
AMGEN INCCOMMON03116210023,791212,565SH DFND16212,56500
AMGEN INCCOMMON0311621003,36430,054SH DFND1730,05400
AMGEN INCCOMMON0311621002,32120,739SH DFND317,72103,018
AMGEN INCCOMMON0311621002,52622,569SH DFND422,56900
AMGEN INCCOMMON0311621003,08927,600SH DFND527,60000
AMGEN INCCOMMON031162100188,6661,685,647SH DFND61,546,266139,3810
AMGEN INCCOMMON0311621004,99244,600SH DFND744,60000
AMGEN INCCOMMON0311621009,17081,934SH DFND981,93400
AMKOR TECHNOLOGY INCCOMMON0316521001,782416,249SH DFND15416,24900
AMKOR TECHNOLOGY INCCOMMON031652100102,355SH DFND162,35500
AMN HEALTHCARE SERVICECOMMON00174410112,985943,705SH DFND1943,70500
AMN HEALTHCARE SERVICECOMMON00174410155040,000SH DFND1440,00000
AMN HEALTHCARE SERVICECOMMON0017441012,874208,857SH DFND15208,85700
AMPCO-PITTSBURGH CORPCOMMON03203710321812,184SH DFND1512,18400
AMPHENOL CORP CL ACOMMON032095101123,7741,599,567SH DFND11,599,56700
AMPHENOL CORP CL ACOMMON03209510197112,549SH DFND1112,54900
AMPHENOL CORP CL ACOMMON03209510187311,285SH DFND145,59905,686
AMPHENOL CORP CL ACOMMON03209510111,470148,230SH DFND15148,23000
AMPHENOL CORP CL ACOMMON03209510123295SH DFND1629500
AMPHENOL CORP CL ACOMMON0320951015717,379SH DFND177,37900
AMPHENOL CORP CL ACOMMON0320951015056,528SH DFND2,16,52800
AMPHENOL CORP CL ACOMMON0320951017,37295,273SH DFND367,313027,960
AMPHENOL CORP CL ACOMMON0320951013174,100SH DFND54,10000
AMSURG CORPCOMMON03232P40527,862701,824SH DFND1585,9360115,888
AMSURG CORPCOMMON03232P4056,062152,689SH DFND15152,68900
AMSURG CORPCOMMON03232P4051152,891SH DFND162,89100
AMSURG CORPCOMMON03232P40544911,307SH DFND1711,30700
AMSURG CORPCOMMON03232P4052165,442SH DFND2,15,44200
AMSURG CORPCOMMON03232P4053,21881,063SH DFND6,181,06300
AMTECH SYSTEMS INCCOMMON03233250420528,074SH DFND1528,07400
AMTRUST FINANCIAL SERVICESCOMMON0323593093,89399,814SH DFND1599,81400
AMYRIS INCCOMMON03236M101879380,733SH DFND15380,73300
ANACOR PHARMACEUTICALS INCCOMMON0324201011,462137,630SH DFND15137,63000
ANADARKO PETROLEUM CORPCOMMON032511107676,2567,272,348SH DFND17,248,330019,618
ANADARKO PETROLEUM CORPCOMMON03251110710,006107,600SH DFND1,500107,600
ANADARKO PETROLEUM CORPCOMMON0325111075395,800SH DFND1,9005,800
ANADARKO PETROLEUM CORPCOMMON0325111073,62138,935SH DFND1138,93500
ANADARKO PETROLEUM CORPCOMMON0325111074374,700SH DFND134,70000
ANADARKO PETROLEUM CORPCOMMON03251110738,088409,589SH DFND1466,8750342,714
ANADARKO PETROLEUM CORPCOMMON03251110722,708244,200SH DFND15244,20000
ANADARKO PETROLEUM CORPCOMMON0325111071821,959SH DFND161,95900
ANADARKO PETROLEUM CORPCOMMON0325111071,54316,597SH DFND1716,59700
ANADARKO PETROLEUM CORPCOMMON03251110733352SH DFND2,1535200
ANADARKO PETROLEUM CORPCOMMON03251110746,757502,820SH DFND3450,142052,678
ANADARKO PETROLEUM CORPCOMMON0325111071,29313,900SH DFND3,113,90000
ANADARKO PETROLEUM CORPCOMMON0325111072,02921,818SH DFND521,81800
ANADARKO PETROLEUM CORPCOMMON0325111074,64049,900SH DFND649,90000
ANADARKO PETROLEUM CORPCOMMON0325111073253,500SH DFND73,50000
ANADARKO PETROLEUM CORPCOMMON0325111071,59017,100SH DFND8,117,10000
ANADARKO PETROLEUM CORPCOMMON03251110710,001107,550SH DFND9,100107,550
ANADIGICS INCCOMMON03251510812764,576SH DFND1564,57600
ANALOG DEVICES INCCOMMON032654105137,4792,921,974SH DFND12,921,97400
ANALOG DEVICES INCCOMMON0326541051,12123,821SH DFND1123,82100
ANALOG DEVICES INCCOMMON0326541051693,600SH DFND14003,600
ANALOG DEVICES INCCOMMON032654105157,2173,341,479SH DFND153,341,47900
ANALOG DEVICES INCCOMMON0326541054,13687,910SH DFND1687,91000
ANALOG DEVICES INCCOMMON0326541054,20689,392SH DFND1789,39200
ANALOG DEVICES INCCOMMON03265410512,776271,537SH DFND2271,53700
ANALOG DEVICES INCCOMMON0326541052735,802SH DFND35,2020600
ANALOG DEVICES INCCOMMON03265410560712,906SH DFND512,90600
ANALOG DEVICES INCCOMMON0326541051463,100SH DFND73,10000
ANALOGIC CORPCOMMON0326572072,74633,232SH DFND1533,23200
ANALOGIC CORPCOMMON03265720778945SH DFND300945
ANAREN INCCOMMON03274410472328,342SH DFND1528,34200
ANDERSONS INC - THECOMMON03416410311,010157,505SH DFND15157,50500
ANDERSONS INC - THECOMMON0341641031812,593SH DFND162,59300
ANDERSONS INC - THECOMMON03416410314200SH DFND3,120000
ANGIES LIST INCCOMMON03475410162727,858SH DFND1527,85800
ANGIODYNAMICS INCCOMMON03475V10143633,039SH DFND1533,03900
ANGIODYNAMICS INCCOMMON03475V101483,640SH DFND3003,640
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061,442108,564SH DFND15108,56400
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061088,115SH DFND178,11500
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108124,5641,255,689SH DFND11,255,68900
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,15311,625SH DFND11,211,62500
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,23612,463SH DFND1512,46300
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108104,2691,051,096SH DFND21,051,09600
ANIXTER INTERNATIONAL INCCOMMON0352901055,00857,125SH DFND1557,12500
ANIXTER INTERNATIONAL INCCOMMON03529010520232SH DFND1623200
ANIXTER INTERNATIONAL INCCOMMON0352901051421,615SH DFND3001,615
ANN INCCOMMON0356231072,23961,809SH DFND1561,80900
ANN INCCOMMON03562310712331SH DFND1633100
ANN INCCOMMON03562310791525,276SH DFND1725,27600
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104094,928425,600SH DFND1425,60000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040984673,100SH DFND1173,10000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040911960SH DFND1400960
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040911,279973,996SH DFND15973,99600
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104091038,903SH DFND168,90300
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040919917,219SH DFND316,3060913
ANNALY CAPITAL MANAGMNT CVT 5.CONVERT035710AB811,07910,875,000SH DFND110,875,00000
ANNIES INCCOMMON03600T1048,456172,222SH DFND1172,22200
ANNIES INCCOMMON03600T1043687,500SH DFND147,50000
ANNIES INCCOMMON03600T1041,44929,520SH DFND1529,52000
ANNIES INCCOMMON03600T1042194,454SH DFND9,1004,454
ANSYS INCCOMMON03662Q10547,739551,770SH DFND1551,77000
ANSYS INCCOMMON03662Q1056327,300SH DFND117,30000
ANSYS INCCOMMON03662Q10597111,218SH DFND145,57605,642
ANSYS INCCOMMON03662Q10518,834217,679SH DFND15217,67900
ANSYS INCCOMMON03662Q10512142SH DFND1614200
ANSYS INCCOMMON03662Q1054995,773SH DFND175,77300
ANSYS INCCOMMON03662Q1057,00881,003SH DFND359,356021,647
ANSYS INCCOMMON03662Q10543500SH DFND750000
ANTARES PHARMA INCCOMMON0366421061,125277,000SH DFND1400277,000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471018,0171,659,861SH DFND151,659,86100
ANWORTH MORTGAGE ASSET CORPCOMMON03734710171,488SH DFND161,48800
AOL INCCOMMON00184X10539,7401,149,214SH DFND11,050,517084,197
AOL INCCOMMON00184X1051,11032,100SH DFND1,1232,10000
AOL INCCOMMON00184X1057,704222,800SH DFND1,500222,800
AOL INCCOMMON00184X10565418,900SH DFND1,90018,900
AOL INCCOMMON00184X10568519,800SH DFND1319,80000
AOL INCCOMMON00184X105130SH DFND143000
AOL INCCOMMON00184X1055,028145,390SH DFND15145,39000
AOL INCCOMMON00184X10531909SH DFND1690900
AOL INCCOMMON00184X1053419,873SH DFND179,87300
AOL INCCOMMON00184X10547413,696SH DFND322013,674
AOL INCCOMMON00184X1052,23464,600SH DFND3,164,60000
AOL INCCOMMON00184X105802,316SH DFND42,31600
AOL INCCOMMON00184X10550114,500SH DFND514,50000
AOL INCCOMMON00184X1058,579248,100SH DFND6248,10000
AOL INCCOMMON00184X1053,38998,000SH DFND798,00000
AOL INCCOMMON00184X1051,13432,800SH DFND8,132,80000
AOL INCCOMMON00184X1051,87854,300SH DFND954,30000
AON PLCCOMMONG0408V102393,6075,287,576SH DFND15,284,05203,524
AON PLCCOMMONG0408V1022,88538,761SH DFND1138,76100
AON PLCCOMMONG0408V1023985,350SH DFND145,0000350
AON PLCCOMMONG0408V10246,407623,409SH DFND15623,40900
AON PLCCOMMONG0408V102851,145SH DFND161,14500
AON PLCCOMMONG0408V1026168,273SH DFND178,27300
AON PLCCOMMONG0408V10276610,284SH DFND2,110,28400
AON PLCCOMMONG0408V1026018,073SH DFND37,9350138
AON PLCCOMMONG0408V10279810,720SH DFND510,72000
AON PLCCOMMONG0408V10251,887697,028SH DFND6547,416149,6120
AON PLCCOMMONG0408V1021942,600SH DFND72,60000
AON PLCCOMMONG0408V1024,80064,479SH DFND964,47900
APACHE CORPCOMMON03741110597,0491,139,875SH DFND11,139,87500
APACHE CORPCOMMON0374111052042,401SH DFND1,122,40100
APACHE CORPCOMMON0374111052,57530,250SH DFND1130,25000
APACHE CORPCOMMON0374111058119,525SH DFND129,52500
APACHE CORPCOMMON03741110537,686442,637SH DFND1485,5020357,136
APACHE CORPCOMMON03741110515,858186,254SH DFND15186,25400
APACHE CORPCOMMON0374111052172,550SH DFND162,55000
APACHE CORPCOMMON0374111052,18725,687SH DFND1725,68700
APACHE CORPCOMMON0374111051702,000SH DFND22,00000
APACHE CORPCOMMON03741110545,279561,322SH DFND3510,666050,656
APACHE CORPCOMMON0374111051,15813,600SH DFND513,60000
APACHE CORPCOMMON03741110574,525875,322SH DFND6875,32200
APACHE CORPCOMMON0374111052472,900SH DFND72,90000
APACHE CORPCOMMON0374111058,24396,822SH DFND9,10096,822
APARTMENT INVT & MGMT CO CL ACOMMON03748R1014,529162,103SH DFND1162,10300
APARTMENT INVT & MGMT CO CL ACOMMON03748R10174926,823SH DFND1526,82300
APARTMENT INVT & MGMT CO CL ACOMMON03748R10122787SH DFND1678700
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,365120,442SH DFND17120,44200
APARTMENT INVT & MGMT CO CL ACOMMON03748R10113477SH DFND32200257
APCO OIL AND GAS INTERNATIONALCOMMONG0471F1094,008281,075SH DFND1400281,075
API TECHNOLOGIES CORPCOMMON00187E20314248,519SH DFND1548,51900
APOGEE ENTERPRISES INCCOMMON0375981091,96566,311SH DFND1566,31100
APOGEE ENTERPRISES INCCOMMON0375981091404,725SH DFND3004,725
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10537824,758SH DFND1524,75800
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230612,020425,349SH DFND15425,34900
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230692332,674SH DFND1632,67400
APOLLO GLOBAL MANAGEMENT LLCCOMMON037612306277SH DFND37700
APOLLO GROUP INC CL ACOMMON037604105653,100SH DFND1003,100
APOLLO GROUP INC CL ACOMMON0376041054,037193,996SH DFND15193,99600
APOLLO GROUP INC CL ACOMMON037604105341,631SH DFND161,63100
APOLLO GROUP INC CL ACOMMON0376041052101SH DFND300101
APOLLO INVESTMENT CORP CFCOMMON03761U1061,316161,420SH DFND133,6200127,800
APOLLO INVESTMENT CORP CFCOMMON03761U10613,7931,692,232SH DFND151,692,23200
APOLLO INVESTMENT CORP CFCOMMON03761U10642151,643SH DFND1651,64300
APOLLO INVESTMENT CORP CFCOMMON03761U1061,923235,933SH DFND17235,93300
APOLLO INVESTMENT CORP CFCOMMON03761U1067821SH DFND382100
APOLLO INVESTMENT CORP CFCOMMON03761U10620525,200SH DFND3,125,20000
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,8295,525,000SH DFND1005,525,000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1021157,899SH DFND157,89900
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10285958,889SH DFND1758,88900
APOLLO SENIOR FLOATING RATE FUCOMMON03763610710,643595,934SH DFND17595,93400
APOLLO SENIOR FLOATING RATE FUCOMMON03763610753630,000SH DFND930,00000
APOLLO TACTICAL INCOME FUNDCOMMON0376381031,45787,250SH DFND1587,25000
APPLE INCCOMMON037833100917,1671,923,791SH DFND11,912,98008,513
APPLE INCCOMMON03783310014,59830,620SH DFND1,50030,620
APPLE INCCOMMON0378331001,4303,000SH DFND1,9003,000
APPLE INCCOMMON0378331004,76810,000SH DFND1010,00000
APPLE INCCOMMON03783310034,73272,852SH DFND1172,85200
APPLE INCCOMMON0378331008531,790SH DFND11,21,79000
APPLE INCCOMMON0378331005,66611,885SH DFND12,111,88500
APPLE INCCOMMON037833100157,961331,329SH DFND14104,1740227,154
APPLE INCCOMMON0378331004,643,9139,740,772SH DFND159,740,77200
APPLE INCCOMMON037833100121,928255,748SH DFND16255,74800
APPLE INCCOMMON0378331005,93712,454SH DFND1712,45400
APPLE INCCOMMON037833100147,349309,069SH DFND2309,06900
APPLE INCCOMMON0378331001,4483,038SH DFND2,13,03800
APPLE INCCOMMON03783310092,604196,860SH DFND3168,569028,291
APPLE INCCOMMON0378331003,4417,218SH DFND3,17,21800
APPLE INCCOMMON0378331002,1124,430SH DFND44,43000
APPLE INCCOMMON03783310015,63732,800SH DFND532,80000
APPLE INCCOMMON03783310015,06531,600SH DFND631,60000
APPLE INCCOMMON0378331003,0046,300SH DFND76,30000
APPLE INCCOMMON0378331002,8195,912SH DFND8,15,91200
APPLE INCCOMMON0378331005,29411,105SH DFND9,10011,105
APPLIED INDUSTRIAL TECH INCCOMMON03820C1052,74953,388SH DFND1553,38800
APPLIED INDUSTRIAL TECH INCCOMMON03820C10557211,112SH DFND1711,11200
APPLIED MATERIALS INCCOMMON038222105597,68734,093,142SH DFND134,061,262031,880
APPLIED MATERIALS INCCOMMON0382221051,62992,938SH DFND1192,93800
APPLIED MATERIALS INCCOMMON0382221051,58190,167SH DFND12,190,16700
APPLIED MATERIALS INCCOMMON0382221057400SH DFND1400400
APPLIED MATERIALS INCCOMMON038222105249,10414,209,317SH DFND1514,209,31700
APPLIED MATERIALS INCCOMMON0382221056,011342,893SH DFND16342,89300
APPLIED MATERIALS INCCOMMON03822210524,8671,418,456SH DFND171,418,45600
APPLIED MATERIALS INCCOMMON03822210517910,195SH DFND39,9520243
APPLIED MATERIALS INCCOMMON0382221051076,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210553130,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON03822210518910,800SH DFND710,80000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40673757,157SH DFND1557,15700
APPROACH RESOURCES INCCOMMON03834A1031,35151,389SH DFND1551,38900
APTARGROUP INCCOMMON0383361031242,060SH DFND142,06000
APTARGROUP INCCOMMON0383361031,02317,009SH DFND1517,00900
APTARGROUP INCCOMMON03833610316259SH DFND1625900
APTARGROUP INCCOMMON03833610333545SH DFND300545
AQUA AMERICA INCCOMMON03836W10345,8581,854,366SH DFND151,854,36600
AQUA AMERICA INCCOMMON03836W1031395,628SH DFND165,62800
AQUA AMERICA INCCOMMON03836W1031,42457,586SH DFND1757,58600
ARABIAN AMERICAN DEVELOPMENTCOMMON0384651004399SH DFND1539900
ARBOR REALTY TRUST INCCOMMON03892310832047,140SH DFND147,14000
ARBOR REALTY TRUST INCCOMMON03892310832848,358SH DFND1548,35800
ARBOR REALTY TRUST INCCOMMON03892310835352,000SH DFND3,152,00000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G103620135,103SH DFND15135,10300
ARCA BIOPHARMA INCCOMMON00211Y209019SH DFND31900
ARCELORMITTAL 5.0 CVT 05-15-14CONVERT03938LAK026,98026,500,000SH DFND10026,500,000
ARCELORMITTAL CVT PFD 6CONVERTL0302D17816,287757,900SH DFND1757,90000
ARCELORMITTAL NY REGISTEREDCOMMON03938L10420615,036SH DFND1515,03600
ARCH CAPITAL GROUP LTDCOMMONG0450A10548,775901,068SH DFND1901,06800
ARCH CAPITAL GROUP LTDCOMMONG0450A10556310,400SH DFND1110,40000
ARCH CAPITAL GROUP LTDCOMMONG0450A10516,931312,780SH DFND15312,78000
ARCH CAPITAL GROUP LTDCOMMONG0450A10535645SH DFND1664500
ARCH CAPITAL GROUP LTDCOMMONG0450A1054257,843SH DFND177,84300
ARCH CAPITAL GROUP LTDCOMMONG0450A1059174SH DFND300174
ARCH COAL INCCOMMON0393801002,557622,233SH DFND15622,23300
ARCH COAL INCCOMMON039380100215,152SH DFND165,15200
ARCH COAL INCCOMMON03938010021752,743SH DFND1752,74300
ARCHER DANIELS 0.875 02-15-14CONVERT039483AW211,14210,950,000SH DFND10010,950,000
ARCHER-DANIELS-MIDLAND COCOMMON039483102516,64414,023,997SH DFND113,889,2990112,998
ARCHER-DANIELS-MIDLAND COCOMMON03948310210,798293,100SH DFND1,500293,100
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,05028,500SH DFND1,90028,500
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,88751,216SH DFND1151,21600
ARCHER-DANIELS-MIDLAND COCOMMON0394831023689,988SH DFND11,177209,216
ARCHER-DANIELS-MIDLAND COCOMMON03948310244,9311,219,630SH DFND151,219,63000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,36864,267SH DFND1664,26700
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,205141,280SH DFND17141,28000
ARCHER-DANIELS-MIDLAND COCOMMON03948310227732SH DFND36000132
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,51668,300SH DFND3,168,30000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,50140,753SH DFND540,75300
ARCHER-DANIELS-MIDLAND COCOMMON0394831028,090219,600SH DFND6219,60000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022035,500SH DFND75,50000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,24460,900SH DFND8,160,90000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10743,8293,698,647SH DFND13,698,64700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10785572,166SH DFND1572,16600
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107211,737SH DFND171,73700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F1074300SH DFND330000
ARCTIC CAT INCCOMMON0396701041,83832,218SH DFND1532,21800
ARCTIC CAT INCCOMMON0396701042394,183SH DFND174,18300
ARDEN GROUP INC -CL ACOMMON039762109537SH DFND153700
ARDMORE SHIPPING CORP ASCCOMMONY0207T1004,249350,000SH DFND3350,00000
ARENA PHARMACEUTICALS INCCOMMON0400471024,638879,988SH DFND15879,98800
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,1755,000,000SH DFND1005,000,000
ARES CAP CORP CVT 5.75 144A 02CONVERT04010LAA119,80718,425,000SH DFND16,000,000012,425,000
ARES CAPITAL CORPCOMMON04010L1038490SH DFND1400490
ARES CAPITAL CORPCOMMON04010L10319,2641,114,194SH DFND151,114,19400
ARES CAPITAL CORPCOMMON04010L10391352,803SH DFND1652,80300
ARES CAPITAL CORPCOMMON04010L1035,281305,427SH DFND17305,42700
ARES CAPITAL CORPCOMMON04010L1031,08562,748SH DFND361,9200828
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB910,96010,195,000SH DFND15,895,00004,300,000
ARES CAPITAL CORP (ARCC)CVT144CONVERT04010LAH65,0915,000,000SH DFND1005,000,000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8341,740,000SH DFND1001,740,000
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1021,30772,195SH DFND1572,19500
ARGAN INCCOMMON04010E10957726,280SH DFND126,28000
ARGAN INCCOMMON04010E10912557SH DFND1555700
ARGAN INCCOMMON04010E109150SH DFND35000
ARGAN INCCOMMON04010E10931214,200SH DFND3,114,20000
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B10729,381684,925SH DFND1684,92500
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1072,69962,912SH DFND1562,91200
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1071573,668SH DFND3003,668
ARIAD PHARMACEUTICALS INCCOMMON04033A10018,4331,001,817SH DFND11,001,81700
ARIAD PHARMACEUTICALS INCCOMMON04033A1001,79797,638SH DFND12,10097,638
ARIAD PHARMACEUTICALS INCCOMMON04033A1007,985433,968SH DFND15433,96800
ARIAD PHARMACEUTICALS INCCOMMON04033A1004,965269,826SH DFND2269,82600
ARIAD PHARMACEUTICALS INCCOMMON04033A1003150SH DFND300150
ARKANSAS BEST CORPCOMMON0407901073,183123,990SH DFND179,890044,100
ARKANSAS BEST CORPCOMMON0407901074,424172,326SH DFND15172,32600
ARKANSAS BEST CORPCOMMON0407901071,15545,000SH DFND3,145,00000
ARLINGTON ASSET INVESTMENT-ACOMMON04135620530412,802SH DFND1512,80200
ARM HOLDINGS PLC ADRCOMMON0420681063,38470,321SH DFND170,32100
ARM HOLDINGS PLC ADRCOMMON0420681063958,204SH DFND12,18,20400
ARM HOLDINGS PLC ADRCOMMON0420681064,61195,820SH DFND1595,82000
ARM HOLDINGS PLC ADRCOMMON042068106372SH DFND37200
ARMOUR RESIDENTIAL REIT INCCOMMON04231510116338,761SH DFND1538,76100
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1025439,885SH DFND159,88500
ARMSTRONG WORLD INDUSTRIESCOMMON04247X10213243SH DFND1624300
ARQULE INCCOMMON04269E107295126,443SH DFND15126,44300
ARQULE INCCOMMON04269E1075825,000SH DFND325,00000
ARRAY BIO INC SR(ARRY)CVT 3.0CONVERT04269XAA33,4443,000,000SH DFND13,000,00000
ARRAY BIOPHARMA INCCOMMON04269X1053,183511,784SH DFND2511,78400
ARRAY BIOPHARMA INCCOMMON04269X10524138,684SH DFND338,68400
ARRIS GROUP INCCOMMON04270V10672,7684,267,896SH DFND14,039,2900228,606
ARRIS GROUP INCCOMMON04270V1061,68798,943SH DFND12,198,94300
ARRIS GROUP INCCOMMON04270V1065,031295,084SH DFND15295,08400
ARRIS GROUP INCCOMMON04270V10635120,589SH DFND1720,58900
ARRIS GROUP INCCOMMON04270V10617710,380SH DFND2,110,38000
ARRIS GROUP INCCOMMON04270V1062,680157,168SH DFND6,1157,16800
ARROW ELECTRONICS INCCOMMON0427351004008,246SH DFND118,24600
ARROW ELECTRONICS INCCOMMON0427351008,162168,187SH DFND15168,18700
ARROW ELECTRONICS INCCOMMON042735100861,763SH DFND161,76300
ARROW ELECTRONICS INCCOMMON0427351002715,586SH DFND175,58600
ARROW ELECTRONICS INCCOMMON042735100247SH DFND30047
ARROW FINANCIAL CORPCOMMON0427441027,251285,599SH DFND15285,59900
ARROWHEAD RESEARCH CORPCOMMON042797209587103,178SH DFND15103,17800
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081195,362SH DFND155,36200
ARTHROCARE CORPCOMMON04313610037710,584SH DFND1510,58400
ARTHROCARE CORPCOMMON043136100732,040SH DFND3002,040
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10817,027325,187SH DFND1305,247019,940
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108981,880SH DFND151,88000
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10848917SH DFND2,191700
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108671,281SH DFND3001,281
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10874014,138SH DFND6,114,13800
ARUBA NETWORKS INCCOMMON04317610690554,398SH DFND1554,39800
ASA LTD CEFCOMMONG3156P1035,338402,833SH DFND17402,83300
ASBURY AUTOMOTIVE GROUPCOMMON0434361043,32562,506SH DFND1562,50600
ASCENA RETAIL GROUP INCCOMMON04351G10195,5164,792,585SH DFND14,792,58500
ASCENA RETAIL GROUP INCCOMMON04351G10148124,134SH DFND1524,13400
ASCENA RETAIL GROUP INCCOMMON04351G10111560SH DFND1656000
ASCENA RETAIL GROUP INCCOMMON04351G10144722,442SH DFND1722,44200
ASCENT CAPITAL GROUP INCCOMMON0436321085556,885SH DFND156,88500
ASCENT CAPITAL GROUP INCCOMMON0436321089106SH DFND310600
ASHFORD HOSPITALITY TRUSTCOMMON0441031091,11089,929SH DFND1589,92900
ASHLAND INCCOMMON0442091045365,800SH DFND115,80000
ASHLAND INCCOMMON0442091041,33814,471SH DFND1514,47100
ASHLAND INCCOMMON04420910440428SH DFND1642800
ASHLAND INCCOMMON0442091041,01610,991SH DFND1710,99100
ASHLAND INCCOMMON044209104775SH DFND30075
ASIAINFO- LINKAGE INCCOMMON04518A10446540,300SH DFND1540,30000
ASM INTERNATIONAL N.V. ADRCOMMONN0704510227766SH DFND1576600
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592102,27123,000SH DFND1023,00000
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592105005,064SH DFND14005,064
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592107017,099SH DFND157,09900
ASML HOLDING NV-NY REG SHS ADRCOMMONN0705921019197SH DFND319700
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410526,096719,107SH DFND1719,10700
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841052,09257,637SH DFND1557,63700
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410519532SH DFND1653200
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841052928,038SH DFND178,03800
ASPEN TECHNOLOGY INCCOMMON045327103141,7994,104,173SH DFND14,104,17300
ASPEN TECHNOLOGY INCCOMMON0453271031,21335,099SH DFND12,135,09900
ASPEN TECHNOLOGY INCCOMMON0453271033,08189,187SH DFND1589,18700
ASSOCIATED BANC CORPCOMMON04548710540926,400SH DFND10026,400
ASSOCIATED BANC CORPCOMMON0454871051,37288,576SH DFND1588,57600
ASSOCIATED BANC CORPCOMMON045487105211,376SH DFND161,37600
ASSOCIATED BANC CORPCOMMON04548710595461,593SH DFND1761,59300
ASSOCIATED BANC CORPCOMMON0454871053220SH DFND300220
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051,04870,268SH DFND1570,26800
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051228,150SH DFND3008,150
ASSURANT INCCOMMON04621X10821,530397,969SH DFND1383,869012,200
ASSURANT INCCOMMON04621X1085,29197,800SH DFND1,50097,800
ASSURANT INCCOMMON04621X108541,000SH DFND1,9001,000
ASSURANT INCCOMMON04621X1083256,000SH DFND116,00000
ASSURANT INCCOMMON04621X1086,804125,773SH DFND15125,77300
ASSURANT INCCOMMON04621X108601,117SH DFND161,11700
ASSURANT INCCOMMON04621X1082,46745,606SH DFND1745,60600
ASSURANT INCCOMMON04621X108242SH DFND30042
ASSURANT INCCOMMON04621X1081512,800SH DFND3,12,80000
ASSURANT INCCOMMON04621X1081031,900SH DFND51,90000
ASSURANT INCCOMMON04621X108871,600SH DFND61,60000
ASSURANT INCCOMMON04621X10897918,100SH DFND8,118,10000
ASSURED GUARANTY LTDCOMMONG0585R106563,000SH DFND14003,000
ASSURED GUARANTY LTDCOMMONG0585R10645524,273SH DFND1524,27300
ASSURED GUARANTY LTDCOMMONG0585R10617906SH DFND1690600
ASTA FUNDING INCCOMMON04622010923526,462SH DFND1526,46200
ASTEC INDUSTRIES INCCOMMON0462241011,00828,030SH DFND1528,03000
ASTEX PHARMACEUTICALSCOMMON04624B1037,910931,641SH DFND15931,64100
ASTORIA FINANCIAL CORPCOMMON04626510455244,403SH DFND1544,40300
ASTORIA FINANCIAL CORPCOMMON046265104151,166SH DFND161,16600
ASTRAZENECA PLC ADRCOMMON04635310892817,864SH DFND117,86400
ASTRAZENECA PLC ADRCOMMON04635310837,209716,517SH DFND15716,51700
ASTRAZENECA PLC ADRCOMMON0463531085,06097,445SH DFND1797,44500
ASTRAZENECA PLC ADRCOMMON0463531082354,519SH DFND34,51900
ASTRONICS CORPCOMMON0464331082,41148,495SH DFND1548,49500
AT&T INCCOMMON00206R102359,03610,616,096SH DFND110,324,7890229,607
AT&T INCCOMMON00206R1022,41871,500SH DFND1,1271,50000
AT&T INCCOMMON00206R10221,246628,200SH DFND1,500628,200
AT&T INCCOMMON00206R1022,70980,100SH DFND1,90080,100
AT&T INCCOMMON00206R10214,332423,779SH DFND11423,77900
AT&T INCCOMMON00206R1022647,800SH DFND137,80000
AT&T INCCOMMON00206R1024,849143,374SH DFND146,9000136,474
AT&T INCCOMMON00206R102133,4093,944,667SH DFND153,944,66700
AT&T INCCOMMON00206R1021,61347,697SH DFND1647,69700
AT&T INCCOMMON00206R102172,4835,100,031SH DFND175,100,03100
AT&T INCCOMMON00206R1026,754199,710SH DFND3175,934023,776
AT&T INCCOMMON00206R1026,490191,892SH DFND3,1191,89200
AT&T INCCOMMON00206R1028,239243,600SH DFND5243,60000
AT&T INCCOMMON00206R10220,306600,400SH DFND6600,40000
AT&T INCCOMMON00206R1021,27837,800SH DFND737,80000
AT&T INCCOMMON00206R1024,383129,591SH DFND8,1129,59100
ATHENAHEALTH INCCOMMON04685W1033263,000SH DFND14003,000
ATHENAHEALTH INCCOMMON04685W1031,78616,447SH DFND1516,44700
ATLANTIC AMERICAN CORPCOMMON048209100205,025SH DFND145,02500
ATLANTIC AMERICAN CORPCOMMON0482091005413,221SH DFND313,22100
ATLANTIC POWER CORPCOMMON04878Q8637417,171SH DFND1517,17100
ATLANTIC TELE-NETWORK INCCOMMON0490792053025,800SH DFND1005,800
ATLANTIC TELE-NETWORK INCCOMMON0490792052,43446,687SH DFND1546,68700
ATLANTICUS HOLDINGS CORPCOMMON04914Y1022600SH DFND160000
ATLANTICUS HOLDINGS CORPCOMMON04914Y102143,700SH DFND3,13,70000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051,97142,812SH DFND1542,81200
ATLAS AIR WORLDWIDE HOLDINGSCOMMON049164205942,035SH DFND3002,035
ATLAS ENERGY LPCOMMON04930A10498318,000SH DFND118,00000
ATLAS ENERGY LPCOMMON04930A1045,796106,090SH DFND1400106,090
ATLAS ENERGY LPCOMMON04930A10417,268316,095SH DFND3305,715010,380
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921032,13455,000SH DFND155,00000
ATLAS PIPELINE PARTNERS-UTS.COMMON04939210310,528271,350SH DFND1400271,350
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921031,09528,229SH DFND1728,22900
ATLAS PIPELINE PARTNERS-UTS.COMMON04939210329,977772,614SH DFND3744,490028,124
ATMEL CORPCOMMON04951310437149,910SH DFND1549,91000
ATMEL CORPCOMMON049513104111,435SH DFND161,43500
ATMI INCCOMMON00207R1012,33087,861SH DFND1587,86100
ATMI INCCOMMON00207R101411,530SH DFND3001,530
ATMOS ENERGY CORPCOMMON04956010593021,830SH DFND121,83000
ATMOS ENERGY CORPCOMMON0495601058,007187,995SH DFND15187,99500
ATMOS ENERGY CORPCOMMON04956010536843SH DFND1684300
ATMOS ENERGY CORPCOMMON0495601058,194192,382SH DFND17192,38200
ATMOS ENERGY CORPCOMMON0495601052405,625SH DFND360005,025
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ATRION CORPORATIONCOMMON049904105190735SH DFND1573500
ATWOOD OCEANICS INCCOMMON05009510837,009672,393SH DFND1672,39300
ATWOOD OCEANICS INCCOMMON0500951083,48063,226SH DFND1563,22600
ATWOOD OCEANICS INCCOMMON05009510813239SH DFND1623900
AU OPTRONICS CORP ADRCOMMON0022551078322,785SH DFND1522,78500
AUDIOCODES LTDCOMMONM1534210420128,719SH DFND1528,71900
AURICO GOLD INCCOMMON05155C10521957,344SH DFND1557,34400
AURICO GOLD INCCOMMON05155C1055815,140SH DFND2,1515,14000
AURICO GOLD INCCOMMON05155C1055815,100SH DFND30015,100
AUTODESK INCCOMMON052769106106,0122,574,971SH DFND12,555,029019,942
AUTODESK INCCOMMON05276910610,505255,153SH DFND1,2255,15300
AUTODESK INCCOMMON05276910671217,304SH DFND1117,30400
AUTODESK INCCOMMON052769106100,1542,432,692SH DFND152,432,69200
AUTODESK INCCOMMON0527691062,58462,754SH DFND1662,75400
AUTODESK INCCOMMON052769106872,113SH DFND172,11300
AUTODESK INCCOMMON052769106942,290SH DFND32,1720118
AUTODESK INCCOMMON0527691064089,910SH DFND59,91000
AUTOLIV INCCOMMON0528001091271,453SH DFND11,45300
AUTOLIV INCCOMMON0528001096477,400SH DFND117,40000
AUTOLIV INCCOMMON0528001091,60618,377SH DFND1518,37700
AUTOLIV INCCOMMON05280010953602SH DFND1660200
AUTOLIV INCCOMMON0528001091201,378SH DFND31,0280350
AUTOLIV INCCOMMON0528001094024,600SH DFND54,60000
AUTOMATIC DATA PROCESSINGCOMMON053015103129,1071,783,738SH DFND11,783,73800
AUTOMATIC DATA PROCESSINGCOMMON0530151034,08856,484SH DFND1156,48400
AUTOMATIC DATA PROCESSINGCOMMON05301510364,890896,523SH DFND14373,3880523,135
AUTOMATIC DATA PROCESSINGCOMMON053015103423,2325,847,357SH DFND155,847,35700
AUTOMATIC DATA PROCESSINGCOMMON0530151039,900136,782SH DFND16136,78200
AUTOMATIC DATA PROCESSINGCOMMON05301510363,664879,575SH DFND17879,57500
AUTOMATIC DATA PROCESSINGCOMMON0530151032,45133,865SH DFND233,86500
AUTOMATIC DATA PROCESSINGCOMMON05301510351,269708,329SH DFND3624,644083,685
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AUTONATION INCCOMMON05329W1023,80872,994SH DFND172,99400
AUTONATION INCCOMMON05329W10287016,671SH DFND148,86007,811
AUTONATION INCCOMMON05329W1027,113136,347SH DFND15136,34700
AUTONATION INCCOMMON05329W10217327SH DFND1632700
AUTONATION INCCOMMON05329W1026,043115,838SH DFND390,427025,411
AUTONAVI HOLDINGS LTD ADRCOMMON05330F1062,375159,262SH DFND1,400159,262
AUTONAVI HOLDINGS LTD ADRCOMMON05330F10649533,213SH DFND1133,21300
AUTONAVI HOLDINGS LTD ADRCOMMON05330F1061,512101,416SH DFND15101,41600
AUTONAVI HOLDINGS LTD ADRCOMMON05330F1061,570105,284SH DFND46,27599,0090
AUTONAVI HOLDINGS LTD ADRCOMMON05330F10620,5761,380,045SH DFND4,121,380,04500
AUTOZONE INCCOMMON0533321024,47910,595SH DFND110,59500
AUTOZONE INCCOMMON0533321021,1762,782SH DFND112,78200
AUTOZONE INCCOMMON0533321022,1064,982SH DFND142,47102,511
AUTOZONE INCCOMMON05333210217,23340,765SH DFND1540,76500
AUTOZONE INCCOMMON05333210244105SH DFND1610500
AUTOZONE INCCOMMON053332102188445SH DFND1744500
AUTOZONE INCCOMMON05333210214,02533,178SH DFND325,13108,047
AUTOZONE INCCOMMON053332102380900SH DFND590000
AUTOZONE INCCOMMON053332102127300SH DFND730000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10728,6421,573,712SH DFND11,458,3810115,331
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1072,202121,016SH DFND12,100121,016
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10720,1211,105,550SH DFND151,105,55000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D107965,285SH DFND2,15,28500
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1071,47280,880SH DFND6,180,88000
AUXILIUM PHARMACEUTICALS INC (CONVERT05334DAA510,2409,900,000SH DFND19,900,00000
AV HOMES INCCOMMON00234P10226315,090SH DFND1515,09000
AVAGO TECHNOLOGIES LTDCOMMONY0486S104324,0047,520,978SH DFND17,520,97800
AVAGO TECHNOLOGIES LTDCOMMONY0486S10481919,000SH DFND1119,00000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1043788,770SH DFND11,151808,252
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,23428,642SH DFND12,128,64200
AVAGO TECHNOLOGIES LTDCOMMONY0486S10491321,201SH DFND1411,32109,880
AVAGO TECHNOLOGIES LTDCOMMONY0486S104113,1082,625,533SH DFND152,625,53300
AVAGO TECHNOLOGIES LTDCOMMONY0486S1042,99569,513SH DFND1669,51300
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041944,510SH DFND174,51000
AVAGO TECHNOLOGIES LTDCOMMONY0486S10415,689364,180SH DFND2,1364,18000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1046,812158,117SH DFND3125,751032,366
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,67338,839SH DFND3,138,83900
AVALONBAY COMMUNITIES INCCOMMON053484101766,7896,033,431SH DFND13,364,35402,669,077
AVALONBAY COMMUNITIES INCCOMMON0534841011,2039,463SH DFND119,46300
AVALONBAY COMMUNITIES INCCOMMON0534841013,26125,656SH DFND11,125,65600
AVALONBAY COMMUNITIES INCCOMMON0534841017,73760,878SH DFND147,197053,681
AVALONBAY COMMUNITIES INCCOMMON0534841012,25017,702SH DFND1517,70200
AVALONBAY COMMUNITIES INCCOMMON0534841011,98715,634SH DFND15,115,63400
AVALONBAY COMMUNITIES INCCOMMON05348410137288SH DFND1628800
AVALONBAY COMMUNITIES INCCOMMON0534841012091,647SH DFND171,64700
AVALONBAY COMMUNITIES INCCOMMON0534841016,19148,713SH DFND18,148,71300
AVALONBAY COMMUNITIES INCCOMMON0534841013,05924,069SH DFND2,124,06900
AVALONBAY COMMUNITIES INCCOMMON05348410113,130103,311SH DFND393,168010,143
AVALONBAY COMMUNITIES INCCOMMON05348410126,777210,697SH DFND3,1210,69700
AVALONBAY COMMUNITIES INCCOMMON0534841012892,274SH DFND4,12,27400
AVALONBAY COMMUNITIES INCCOMMON0534841016,19148,713SH DFND648,71300
AVALONBAY COMMUNITIES INCCOMMON0534841014,76937,525SH DFND6,1037,5250
AVENUE INCOME CREDIT STRATEG CCOMMON05358E1069,094538,399SH DFND17538,39900
AVEO PHARMACEUTICALS INCCOMMON0535881093718,044SH DFND1518,04400
AVERY DENNISON CORPCOMMON05361110997,2742,235,166SH DFND12,191,566034,100
AVERY DENNISON CORPCOMMON0536111097,129163,800SH DFND1,500163,800
AVERY DENNISON CORPCOMMON05361110954412,500SH DFND1,90012,500
AVERY DENNISON CORPCOMMON0536111093397,797SH DFND117,79700
AVERY DENNISON CORPCOMMON0536111096,488149,086SH DFND15149,08600
AVERY DENNISON CORPCOMMON05361110935808SH DFND1680800
AVERY DENNISON CORPCOMMON0536111091,24528,598SH DFND1728,59800
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AVERY DENNISON CORPCOMMON0536111094139,500SH DFND59,50000
AVERY DENNISON CORPCOMMON0536111092,66861,300SH DFND661,30000
AVERY DENNISON CORPCOMMON0536111091,01423,300SH DFND8,123,30000
AVIAT NETWORKS INCCOMMON05366Y10213552,520SH DFND152,52000
AVIAT NETWORKS INCCOMMON05366Y10222185,913SH DFND1585,91300
AVIAT NETWORKS INCCOMMON05366Y10217367,400SH DFND3,167,40000
AVID TECHNOLOGY INCCOMMON05367P100744123,950SH DFND15123,95000
AVID TECHNOLOGY INCCOMMON05367P10034257,066SH DFND1757,06600
AVIS BUDGET GROUP INCCOMMON0537741053,721129,084SH DFND1129,08400
AVIS BUDGET GROUP INCCOMMON0537741051,68558,447SH DFND1558,44700
AVIS BUDGET GROUP INCCOMMON053774105571,973SH DFND161,97300
AVIS BUDGET GROUP INCCOMMON0537741051,52652,936SH DFND1752,93600
AVIS BUDGET GROUP INCCOMMON05377410558620,340SH DFND38020,332
AVIS BUDGET GROUP INC 3.5 CVTCONVERT053774AB19,1025,003,000SH DFND15,003,00000
AVISTA CORPCOMMON05379B10710,108382,860SH DFND15382,86000
AVISTA CORPCOMMON05379B10714512SH DFND1651200
AVISTA CORPCOMMON05379B10795936,340SH DFND1736,34000
AVIVA PLC - SPON ADRCOMMON05382A10430223,539SH DFND1523,53900
AVNET INCCOMMON05380710343910,523SH DFND1110,52300
AVNET INCCOMMON0538071038,962214,862SH DFND15214,86200
AVNET INCCOMMON053807103902,151SH DFND162,15100
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AVON PRODUCTS INCCOMMON054303102604,51829,345,511SH DFND129,315,314030,197
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AVON PRODUCTS INCCOMMON0543031027,128346,025SH DFND15346,02500
AVON PRODUCTS INCCOMMON054303102703,386SH DFND163,38600
AVON PRODUCTS INCCOMMON0543031022,464119,624SH DFND17119,62400
AVON PRODUCTS INCCOMMON054303102271,290SH DFND2,151,29000
AVON PRODUCTS INCCOMMON0543031021637,934SH DFND37,6160318
AVON PRODUCTS INCCOMMON05430310233016,011SH DFND516,01100
AVX CORPCOMMON00244410733425,400SH DFND125,40000
AVX CORPCOMMON0024441071,09083,054SH DFND1583,05400
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AWARE INC/MASSCOMMON05453N1006111,100SH DFND3,111,10000
AXCELIS TECHNOLOGIESCOMMON054540109343162,688SH DFND15162,68800
AXIALL CORPCOMMON05463D1001,25233,138SH DFND1533,13800
AXIALL CORPCOMMON05463D1001744,605SH DFND3004,605
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AXIS CAPITAL HOLDINGS LTDCOMMONG0692U10932747SH DFND1674700
AXIS CAPITAL HOLDINGS LTDCOMMONG0692U10984019,400SH DFND619,40000
AXT INCCOMMON00246W1038937,943SH DFND1537,94300
AZZ INCCOMMON0024741041,04925,053SH DFND1525,05300
B&G FOODS INCCOMMON05508R10651,2491,483,337SH DFND11,483,33700
B&G FOODS INCCOMMON05508R1065,378155,664SH DFND15155,66400
B2GOLD CORPCOMMON11777Q2098,4663,388,118SH DFND13,388,11800
B2GOLD CORPCOMMON11777Q209275110,148SH DFND15110,14800
B2GOLD CORPCOMMON11777Q2097529,923SH DFND2,1529,92300
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B2GOLD CORPCOMMON11777Q209475190,045SH DFND9,100190,045
BABCOCK & WILCOX COCOMMON05615F10283,4412,474,538SH DFND12,474,53800
BABCOCK & WILCOX COCOMMON05615F1024,334128,530SH DFND15128,53000
BABCOCK & WILCOX COCOMMON05615F10218544SH DFND1654400
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BADGER METER INCCOMMON05652510810,369222,992SH DFND15222,99200
BAIDU INC ADRCOMMON056752108553,8543,569,108SH DFND13,569,10800
BAIDU INC ADRCOMMON0567521082121,367SH DFND1,121,36700
BAIDU INC ADRCOMMON05675210811,02871,063SH DFND1171,06300
BAIDU INC ADRCOMMON0567521086504,190SH DFND124,19000
BAIDU INC ADRCOMMON056752108494,2893,185,262SH DFND153,185,26200
BAIDU INC ADRCOMMON05675210811,92776,861SH DFND1676,86100
BAIDU INC ADRCOMMON05675210848307SH DFND1730700
BAIDU INC ADRCOMMON05675210834,382221,561SH DFND2221,56100
BAIDU INC ADRCOMMON05675210843,318279,150SH DFND2,1279,15000
BAIDU INC ADRCOMMON0567521086954,477SH DFND2,44,47700
BAIDU INC ADRCOMMON05675210876488SH DFND3389099
BAIDU INC ADRCOMMON05675210826,439170,375SH DFND4170,37500
BAIDU INC ADRCOMMON05675210823,053148,555SH DFND4,9148,55500
BAIDU INC ADRCOMMON056752108233,7771,506,490SH DFND61,506,49000
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BAIDU INC ADRCOMMON05675210836,353234,262SH DFND6,4234,26200
BAIDU INC ADRCOMMON05675210810,21165,804SH DFND965,80400
BAIDU INC ADRCOMMON0567521089916,383SH DFND9,1006,383
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BAKER HUGHES INCCOMMON057224107359,3577,318,872SH DFND17,266,444052,428
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BAKER HUGHES INCCOMMON057224107591,200SH DFND14001,200
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BAKER HUGHES INCCOMMON05722410782916,889SH DFND516,88900
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BALCHEM CORPCOMMON0576652005,195100,395SH DFND15100,39500
BALDWIN & LYONS INCCOMMON05775510021896SH DFND1589600
BALDWIN & LYONS INC -CL BCOMMON0577552092038,333SH DFND158,33300
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BALLARD POWER SYSTEMS INCCOMMON0585861081,7671,006,836SH DFND151,006,83600
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BALLY TECHNOLOGIES INCCOMMON05874B1072593,601SH DFND2,13,60100
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BANC OF CALIFORNIA INCCOMMON05990K1061309,367SH DFND159,36700
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BANCO DE CHILE ADR W-ICOMMON0595201061872,034SH DFND172,03400
BANCO LATINOAMERICANO DE COMERCOMMONP1699413254121,720SH DFND121,72000
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BANK OF AMERICA CORPCOMMON060505104527,20938,203,549SH DFND137,981,4360222,113
BANK OF AMERICA CORPCOMMON06050510411,526835,253SH DFND11835,25300
BANK OF AMERICA CORPCOMMON06050510448334,993SH DFND11,12,336032,657
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BANK OF AMERICA CORPCOMMON06050510472,6015,260,924SH DFND155,260,92400
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BANK OF AMERICA CORPCOMMON06050510430,7672,229,509SH DFND32,034,9080194,601
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BANK OF AMERICA CORP CVT PFD 7CONVERT06050568217,19815,906SH DFND115,90600
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568266,49761,500SH DFND1561,50000
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BANK OF KENTUCKY FINL CORPCOMMON0628961054136SH DFND1513600
BANK OF MARIN BANCORP-CACOMMON0634251021453,481SH DFND153,48100
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BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77621,406856,233SH DFND15856,23300
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7762,707108,286SH DFND17108,28600
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BARCLAYS BANK PLC PFDPREFERRED06739F39076030,100SH DFND130,10000
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BARCLAYS BANK PLC PFD 8.125PREFERRED06739H3622,01279,100SH DFND179,10000
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H362152,7906,005,897SH DFND156,005,89700
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H3622529,900SH DFND31,90008,000
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BAXTER INTERNATIONAL INCCOMMON0718131093,58454,566SH DFND1154,56600
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BAXTER INTERNATIONAL INCCOMMON07181310961,540936,826SH DFND15936,82600
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BAYTEX ENERGY CORPCOMMON07317Q1051573,815SH DFND14003,815
BAYTEX ENERGY CORPCOMMON07317Q1051323,191SH DFND153,19100
BAYTEX ENERGY CORPCOMMON07317Q1052566,183SH DFND2,16,18300
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BAYTEX ENERGY CORPCOMMON07317Q105451,100SH DFND71,10000
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BB&T CORPORATIONCOMMON05493710733810,000SH DFND1410,00000
BB&T CORPORATIONCOMMON05493710710,748318,447SH DFND15318,44700
BB&T CORPORATIONCOMMON0549371071845,450SH DFND165,45000
BB&T CORPORATIONCOMMON0549371077,519222,773SH DFND17222,77300
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BB&T CORPORATIONCOMMON0549371078,059238,787SH DFND3114,0550124,732
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BBX CAPITAL CORP-ACOMMON05540P1002,795194,488SH DFND15194,48800
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BLACKROCK BUILD AMERICA BOND CCOMMON09248X1002,475131,571SH DFND17131,57100
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E1023,551252,939SH DFND17252,93900
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BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,846218,919PRN DFND17218,91900
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BLACKROCK CORPORATE HY FUND CECOMMON09255L10660383,880SH DFND1783,88000
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BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1031,613401,358SH DFND17401,35800
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BLACKROCK ENH CAP AND INC CEFCOMMON09256A1093,906301,847SH DFND15301,84700
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BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,2631,231,836SH DFND151,231,83600
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BLACKROCK ENHANCED GOVT FUND CCOMMON09255K1081,27789,948PRN DFND1789,94800
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BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1005,987403,697SH DFND17403,69700
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411041,22486,413SH DFND1586,41300
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,643186,536SH DFND17186,53600
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1015,240203,020SH DFND15203,02000
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BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071283,916SH DFND173,91600
BLACKROCK INCCOMMON09247X101124,661460,649SH DFND1460,4490200
BLACKROCK INCCOMMON09247X1012,84210,500SH DFND1110,50000
BLACKROCK INCCOMMON09247X10120,64976,303SH DFND1411,832064,471
BLACKROCK INCCOMMON09247X10113,84851,173SH DFND1551,17300
BLACKROCK INCCOMMON09247X101131485SH DFND1648500
BLACKROCK INCCOMMON09247X10114,11152,142SH DFND1752,14200
BLACKROCK INCCOMMON09247X10128102SH DFND2,1510200
BLACKROCK INCCOMMON09247X10124,06588,925SH DFND377,171011,754
BLACKROCK INCCOMMON09247X1011,1374,200SH DFND54,20000
BLACKROCK INCCOMMON09247X1011,7596,500SH DFND66,50000
BLACKROCK INCCOMMON09247X101244900SH DFND790000
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,301232,374SH DFND15232,37400
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,878290,660SH DFND17290,66000
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,868429,951PRN DFND15429,95100
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,508525,947PRN DFND17525,94700
BLACKROCK INS MUNI INCOME TR CCOMMON0924791045,543407,906PRN DFND17407,90600
BLACKROCK INTERNATIONAL GROW CCOMMON0925241075,773749,705SH DFND15749,70500
BLACKROCK INTERNATIONAL GROW CCOMMON0925241079,4171,222,964SH DFND171,222,96400
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1051,25591,373SH DFND1791,37300
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,934309,513SH DFND15309,51300
BLACKROCK KELSO CAPITAL CORPCOMMON09253310821722,925SH DFND1622,92500
BLACKROCK KELSO CAPITAL CORPCOMMON09253310819120,095SH DFND1720,09500
BLACKROCK KELSO CAPITAL CORPCOMMON092533108192,000SH DFND32,00000
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1033,890366,951SH DFND17366,95100
BLACKROCK LTD DURATION INC CFCOMMON09249W1012,954174,101SH DFND15174,10100
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,017708,139SH DFND17708,13900
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1074,043242,511PRN DFND15242,51100
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10145132,172SH DFND1732,17200
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X10910,220627,756SH DFND17627,75600
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1041,25888,831SH DFND1788,83100
BLACKROCK MUNI INTERM DURATI CCOMMON09253X10241729,229SH DFND1729,22900
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10969751,452SH DFND1751,45200
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1022,073174,073SH DFND17174,07300
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F10920816,066SH DFND1716,06600
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1007,504705,942SH DFND17705,94200
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1072,737201,081SH DFND17201,08100
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P1091,13179,926SH DFND1779,92600
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10492760,744SH DFND1760,74400
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C10775660,018SH DFND1760,01800
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,03780,593SH DFND1780,59300
BLACKROCK MUNIHOLDINGS QUALI CCOMMON09254A1013,925316,536SH DFND17316,53600
BLACKROCK MUNIVEST FUND CEFCOMMON09253R10552356,036SH DFND1756,03600
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T10126118,046SH DFND1718,04600
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1033,167228,635SH DFND17228,63500
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1053,899272,877SH DFND17272,87700
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1046,784491,211SH DFND17491,21100
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10480860,512SH DFND1760,51200
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1035,670433,133PRN DFND17433,13300
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,04284,071SH DFND1784,07100
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1085,624454,244SH DFND17454,24400
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F10063345,154SH DFND1745,15400
BLACKROCK NEW YORK MUN II CEFCOMMON09249R10284064,740SH DFND1764,74000
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P10662448,024SH DFND1748,02400
BLACKROCK NEW YORK MUNI INC CECOMMON09248L10642932,716SH DFND1732,71600
BLACKROCK NY INS MUN INC TR CECOMMON09249U10562250,545PRN DFND1750,54500
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1093,100345,159SH DFND15345,15900
BLACKROCK REAL ASSET EQUITY CECOMMON09254B10915,0821,679,470SH DFND171,679,47000
BLACKROCK RESOURCES COMMOD MFCOMMON09257A10810,431900,778SH DFND17900,77800
BLACKROCK SENIOR HIGH INCOME CCOMMON09255T1091,349342,441SH DFND15342,44100
BLACKROCK SENIOR HIGH INCOME CCOMMON09255T109607153,954SH DFND17153,95400
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10958546,063SH DFND1746,06300
BLACKROCK UTILITY AND INFRAS CCOMMON09248D1045,197297,842SH DFND17297,84200
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1054,477233,811SH DFND17233,81100
BLACKSTONE GROUP LP-THECOMMON09253U10862225,000SH DFND1425,00000
BLACKSTONE GROUP LP-THECOMMON09253U1087,151287,291SH DFND15287,29100
BLACKSTONE GROUP LP-THECOMMON09253U1081,72069,084SH DFND1669,08400
BLACKSTONE GROUP LP-THECOMMON09253U108943,780SH DFND33,78000
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10054921,790SH DFND121,79000
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10040115,932SH DFND1515,93200
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10090435,900SH DFND3,135,90000
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1022,006108,210SH DFND17108,21000
BLACKSTONE/GSO STRATEGIC CCOMMON09257R1013,778213,574SH DFND15213,57400
BLACKSTONE/GSO STRATEGIC CCOMMON09257R10110,071569,279SH DFND17569,27900
BLOCK H & R INCCOMMON09367110538,1501,430,965SH DFND11,376,765042,300
BLOCK H & R INCCOMMON0936711059,774366,600SH DFND1,500366,600
BLOCK H & R INCCOMMON09367110542115,800SH DFND1,90015,800
BLOCK H & R INCCOMMON09367110555720,879SH DFND1120,87900
BLOCK H & R INCCOMMON09367110582931,100SH DFND1331,10000
BLOCK H & R INCCOMMON0936711058,438316,510SH DFND15316,51000
BLOCK H & R INCCOMMON093671105341,267SH DFND161,26700
BLOCK H & R INCCOMMON0936711052,24084,006SH DFND1784,00600
BLOCK H & R INCCOMMON093671105722,704SH DFND32,4280276
BLOCK H & R INCCOMMON0936711051,00537,700SH DFND3,137,70000
BLOCK H & R INCCOMMON09367110531711,900SH DFND511,90000
BLOCK H & R INCCOMMON0936711056,153230,800SH DFND6230,80000
BLOCK H & R INCCOMMON0936711051,55258,200SH DFND8,158,20000
BLOOMIN' BRANDS INCCOMMON09423510831913,503SH DFND1513,50300
BLOUNT INTERNATIONAL INCCOMMON09518010529424,279SH DFND1524,27900
BLUCORA INCCOMMON0952291009,486412,783SH DFND15412,78300
BLUE NILE INCCOMMON09578R1031,40734,373SH DFND1534,37300
BLUELINX HOLDINGS INCCOMMON09624H109126,135SH DFND14006,135
BLUELINX HOLDINGS INCCOMMON09624H10912865,536SH DFND1565,53600
BLYTH INCCOMMON09643P20752537,957SH DFND1537,95700
BNC BANCORP BNCNCOMMON05566T10115111,326SH DFND1511,32600
BOARDWALK PIPELINE PARTNERSCOMMON09662710471523,530SH DFND313,73009,800
BOB EVANS FARMSCOMMON0967611016,137107,156SH DFND15107,15600
BOB EVANS FARMSCOMMON09676110162110,841SH DFND1710,84100
BODY CENTRAL CORPCOMMON09689U102467,500SH DFND3007,500
BOEING COCOMMON097023105317,0522,698,316SH DFND12,674,116024,200
BOEING COCOMMON0970231053,25527,700SH DFND1,50027,700
BOEING COCOMMON0970231051,1059,400SH DFND1,9009,400
BOEING COCOMMON0970231056,57655,969SH DFND1155,96900
BOEING COCOMMON09702310525,993221,218SH DFND1424,4110196,807
BOEING COCOMMON09702310518,796159,965SH DFND15159,96500
BOEING COCOMMON0970231054123,507SH DFND163,50700
BOEING COCOMMON0970231055,32845,344SH DFND1745,34400
BOEING COCOMMON09702310534,606294,518SH DFND3262,849031,669
BOEING COCOMMON0970231052,60922,200SH DFND3,122,20000
BOEING COCOMMON0970231053,02025,700SH DFND525,70000
BOEING COCOMMON0970231051,24610,600SH DFND610,60000
BOEING COCOMMON0970231056465,500SH DFND75,50000
BOEING COCOMMON0970231056825,800SH DFND8,15,80000
BOFI HOLDING INCCOMMON05566U1084,99777,100SH DFND1577,10000
BOINGO WIRELESS INCCOMMON09739C10211916,980SH DFND1516,98000
BOINGO WIRELESS INCCOMMON09739C1026831SH DFND383100
BOISE CASCADE CO BCCCOMMON09739D1005,095189,054SH DFND15189,05400
BOISE INCCOMMON09746Y1053,110246,807SH DFND15246,80700
BOK FINANCIAL CORPORATIONCOMMON05561Q2011,39522,015SH DFND1522,01500
BONANZA CREEK ENERGY INCCOMMON0977931031,45830,220SH DFND1530,22000
BONANZA CREEK ENERGY INCCOMMON0977931031453,000SH DFND33,00000
BON-TON STORESCOMMON09776J10162058,815SH DFND1558,81500
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021065,542286,850SH DFND1286,85000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210671,7623,714,406SH DFND1,23,714,40600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061,04354,000SH DFND1,50054,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210624112,456SH DFND11,212,45600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061,34569,622SH DFND1569,62200
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210624,0131,242,908SH DFND21,242,90800
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210633417,300SH DFND3,117,30000
BORG WARNER INCCOMMON0997241064,34242,829SH DFND142,82900
BORG WARNER INCCOMMON0997241069139,000SH DFND119,00000
BORG WARNER INCCOMMON0997241069,41692,868SH DFND1592,86800
BORG WARNER INCCOMMON09972410635350SH DFND1635000
BORG WARNER INCCOMMON0997241062,71426,771SH DFND1726,77100
BORG WARNER INCCOMMON09972410632311SH DFND2,1531100
BORG WARNER INCCOMMON09972410614135SH DFND300135
BORG WARNER INCCOMMON0997241063553,500SH DFND53,50000
BORG WARNER INCCOMMON0997241061321,300SH DFND71,30000
BOSTON BEER COMPANY INC CL ACOMMON1005571079,60639,337SH DFND1539,33700
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910525,4372,293,725SH DFND11,915,0510378,674
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,833165,273SH DFND15165,27300
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,05294,887SH DFND1794,88700
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910519317,367SH DFND2,117,36700
BOSTON PRIVATE FINANCIAL HOLDICOMMON101119105494,460SH DFND3004,460
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,868258,569SH DFND6,1258,56900
BOSTON PRIVATE FINANCIAL PFD 6PREFERRED1011193035200SH DFND320000
BOSTON PROPERTIE LP CVT 3.625CONVERT10112RAM620,53820,000,000SH DFND10020,000,000
BOSTON PROPERTIES INCCOMMON101121101730,0076,828,881SH DFND13,618,86503,210,016
BOSTON PROPERTIES INCCOMMON1011211011,26011,784SH DFND1111,78400
BOSTON PROPERTIES INCCOMMON1011211013,02428,284SH DFND11,128,28400
BOSTON PROPERTIES INCCOMMON1011211011281,200SH DFND141,20000
BOSTON PROPERTIES INCCOMMON10112110143,023402,464SH DFND15402,46400
BOSTON PROPERTIES INCCOMMON1011211011,34112,544SH DFND15,112,54400
BOSTON PROPERTIES INCCOMMON10112110170651SH DFND1665100
BOSTON PROPERTIES INCCOMMON1011211016,95765,077SH DFND1765,07700
BOSTON PROPERTIES INCCOMMON1011211015,86354,843SH DFND18,154,84300
BOSTON PROPERTIES INCCOMMON1011211012,88626,993SH DFND2,126,99300
BOSTON PROPERTIES INCCOMMON10112110110,963102,556SH DFND3100,01602,540
BOSTON PROPERTIES INCCOMMON10112110125,297236,644SH DFND3,1236,64400
BOSTON PROPERTIES INCCOMMON1011211011071,000SH DFND4,11,00000
BOSTON PROPERTIES INCCOMMON1011211015,86354,843SH DFND654,84300
BOSTON PROPERTIES INCCOMMON1011211014,51842,265SH DFND6,1042,2650
BOSTON SCIENTIFIC CORPCOMMON10113710732,6592,781,865SH DFND12,581,9650154,300
BOSTON SCIENTIFIC CORPCOMMON1011371071,874159,600SH DFND1,500159,600
BOSTON SCIENTIFIC CORPCOMMON10113710770359,900SH DFND1,90059,900
BOSTON SCIENTIFIC CORPCOMMON1011371071,224104,282SH DFND11104,28200
BOSTON SCIENTIFIC CORPCOMMON101137107150SH DFND145000
BOSTON SCIENTIFIC CORPCOMMON10113710725,4662,169,174SH DFND152,169,17400
BOSTON SCIENTIFIC CORPCOMMON10113710791878,224SH DFND1678,22400
BOSTON SCIENTIFIC CORPCOMMON1011371071,195101,790SH DFND17101,79000
BOSTON SCIENTIFIC CORPCOMMON10113710732,1532,738,715SH DFND22,738,71500
BOSTON SCIENTIFIC CORPCOMMON1011371078667SH DFND366700
BOSTON SCIENTIFIC CORPCOMMON1011371071,686143,600SH DFND3,1143,60000
BOSTON SCIENTIFIC CORPCOMMON1011371071,267107,896SH DFND5107,89600
BOSTON SCIENTIFIC CORPCOMMON10113710722018,700SH DFND618,70000
BOSTON SCIENTIFIC CORPCOMMON10113710719516,600SH DFND716,60000
BOSTON SCIENTIFIC CORPCOMMON10113710770760,200SH DFND8,160,20000
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881065,464195,982SH DFND1195,98200
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061,80164,614SH DFND1564,61400
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA44,6034,000,000SH DFND14,000,00000
BOULDER BRANDS INCCOMMON1014051082,166135,011SH DFND15135,01100
BOYD GAMING CORPCOMMON1033041013,452243,945SH DFND15243,94500
BP PLC ADRCOMMON055622104388,3869,240,681SH DFND19,240,68100
BP PLC ADRCOMMON0556221042,17351,696SH DFND1433,016018,680
BP PLC ADRCOMMON0556221042,07749,411SH DFND1549,41100
BP PLC ADRCOMMON0556221044,783113,794SH DFND17113,79400
BP PLC ADRCOMMON0556221042,01547,938SH DFND337,232010,706
BP PLC ADRCOMMON0556221044,11097,792SH DFND9,10097,792
BP PRUDHOE BAY ROYALTY TRUSTCOMMON055630107871,000SH DFND31,00000
BPZ RESOURCES INCCOMMON055639108115,483SH DFND155,48300
BRADY CORP- CL ACOMMON1046741062,33876,658SH DFND1576,65800
BRADY CORP- CL ACOMMON10467410639913,093SH DFND1713,09300
BRANDYWINE REALTY TRUSTCOMMON1053682035,185393,400SH DFND1393,40000
BRANDYWINE REALTY TRUSTCOMMON1053682032,269172,138SH DFND15172,13800
BRANDYWINE REALTY TRUSTCOMMON105368203161,214SH DFND161,21400
BRANDYWINE REALTY TRUSTCOMMON1053682032156SH DFND300156
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10918412,178SH DFND1512,17800
BRE PROPERTIES INCCOMMON05564E106117,2772,310,417SH DFND1002,310,417
BRE PROPERTIES INCCOMMON05564E10670613,900SH DFND1513,90000
BRE PROPERTIES INCCOMMON05564E10614284SH DFND1628400
BRE PROPERTIES INCCOMMON05564E10697419,198SH DFND1719,19800
BRE PROPERTIES INCCOMMON05564E10696418,992SH DFND318,99200
BREITBURN ENERGY PARTNERS LPCOMMON1067761071085,890SH DFND329005,600
BRF - BRASIL FOODS SA-ADRCOMMON10552T10722900SH DFND1490000
BRF - BRASIL FOODS SA-ADRCOMMON10552T1074,503183,557SH DFND15183,55700
BRF - BRASIL FOODS SA-ADRCOMMON10552T10728211,477SH DFND1711,47700
BRIDGE BANCORP INCCOMMON1080351061265,843SH DFND155,84300
BRIDGEPOINT EDUCATION INCCOMMON10807M105321,790SH DFND11,79000
BRIDGEPOINT EDUCATION INCCOMMON10807M1051,36875,846SH DFND1575,84600
BRIDGEPOINT EDUCATION INCCOMMON10807M1051508,337SH DFND168,33700
BRIDGEPOINT EDUCATION INCCOMMON10807M105201,100SH DFND3,11,10000
BRIGGS & STRATTONCOMMON10904310920,5381,020,800SH DFND11,020,80000
BRIGGS & STRATTONCOMMON1090431091,88593,698SH DFND1593,69800
BRIGGS & STRATTONCOMMON1090431098400SH DFND1640000
BRIGGS & STRATTONCOMMON10904310977638,567SH DFND1738,56700
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941005150SH DFND300150
BRIGHTCOVECOMMON10921T10115213,511SH DFND1513,51100
BRINKER INTERNATIONAL INCCOMMON10964110075,2191,855,880SH DFND11,855,88000
BRINKER INTERNATIONAL INCCOMMON1096411009,392231,732SH DFND15231,73200
BRINKER INTERNATIONAL INCCOMMON10964110019469SH DFND1646900
BRINKER INTERNATIONAL INCCOMMON10964110051612,740SH DFND1712,74000
BRISTOL-MYERS SQUIBB COCOMMON110122108622,61213,453,159SH DFND113,397,141056,018
BRISTOL-MYERS SQUIBB COCOMMON1101221084309,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221085,886127,188SH DFND11127,18800
BRISTOL-MYERS SQUIBB COCOMMON1101221085,665122,403SH DFND12,100122,403
BRISTOL-MYERS SQUIBB COCOMMON11012210813,013281,175SH DFND14235,197045,977
BRISTOL-MYERS SQUIBB COCOMMON11012210849,8901,078,011SH DFND151,078,01100
BRISTOL-MYERS SQUIBB COCOMMON1101221084028,679SH DFND168,67900
BRISTOL-MYERS SQUIBB COCOMMON1101221085,939128,327SH DFND17128,32700
BRISTOL-MYERS SQUIBB COCOMMON1101221083,27070,665SH DFND364,82505,840
BRISTOL-MYERS SQUIBB COCOMMON1101221082,85861,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON11012210852811,400SH DFND711,40000
BRISTOW GROUP INCCOMMON1103941033645,000SH DFND145,00000
BRISTOW GROUP INCCOMMON1103941037,741106,385SH DFND15106,38500
BRISTOW GROUP INCCOMMON11039410352712SH DFND1771200
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,5331,250,000SH DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810752,521499,483SH DFND1499,48300
BRITISH AMERN TOB PLC ADRCOMMON11044810725,056238,289SH DFND15238,28900
BRITISH AMERN TOB PLC ADRCOMMON11044810720,978199,502SH DFND17199,50200
BROADCOM CORP CL ACOMMON1113201074,373168,056SH DFND1168,05600
BROADCOM CORP CL ACOMMON11132010746818,000SH DFND1018,00000
BROADCOM CORP CL ACOMMON1113201071,05540,533SH DFND1140,53300
BROADCOM CORP CL ACOMMON111320107147,4835,668,051SH DFND155,668,05100
BROADCOM CORP CL ACOMMON1113201073,881149,149SH DFND16149,14900
BROADCOM CORP CL ACOMMON1113201076,813261,846SH DFND17261,84600
BROADCOM CORP CL ACOMMON11132010726999SH DFND38000199
BROADCOM CORP CL ACOMMON11132010729711,412SH DFND511,41200
BROADRIDGE FINANCIAL SOLCOMMON11133T10341,6081,310,500SH DFND11,310,50000
BROADRIDGE FINANCIAL SOLCOMMON11133T10323718SH DFND1400718
BROADRIDGE FINANCIAL SOLCOMMON11133T10397830,790SH DFND1530,79000
BROADRIDGE FINANCIAL SOLCOMMON11133T10319595SH DFND1659500
BROADRIDGE FINANCIAL SOLCOMMON11133T10341212,965SH DFND1712,96500
BROADRIDGE FINANCIAL SOLCOMMON11133T103461,450SH DFND31,45000
BROADSOFT INCCOMMON11133B40918507SH DFND1550700
BROCADE COMMUNICATIONS SYSCOMMON11162130614,6401,818,630SH DFND11,789,330029,300
BROCADE COMMUNICATIONS SYSCOMMON1116213063,558442,000SH DFND1,500442,000
BROCADE COMMUNICATIONS SYSCOMMON1116213062,073257,463SH DFND15257,46300
BROCADE COMMUNICATIONS SYSCOMMON111621306212,609SH DFND162,60900
BROCADE COMMUNICATIONS SYSCOMMON11162130633741,917SH DFND1741,91700
BROCADE COMMUNICATIONS SYSCOMMON11162130663679,000SH DFND3,179,00000
BROCADE COMMUNICATIONS SYSCOMMON11162130658072,100SH DFND672,10000
BROOKDALE SENIOR LIVING INCCOMMON112463104159,0946,049,185SH DFND15,663,8490385,336
BROOKDALE SENIOR LIVING INCCOMMON11246310447818,170SH DFND11,118,17000
BROOKDALE SENIOR LIVING INCCOMMON11246310432212,235SH DFND1512,23500
BROOKDALE SENIOR LIVING INCCOMMON1124631049360SH DFND1636000
BROOKDALE SENIOR LIVING INCCOMMON11246310448318,354SH DFND18,118,35400
BROOKDALE SENIOR LIVING INCCOMMON1124631042399,069SH DFND2,19,06900
BROOKDALE SENIOR LIVING INCCOMMON1124631042,12480,745SH DFND3,180,74500
BROOKDALE SENIOR LIVING INCCOMMON11246310448318,354SH DFND618,35400
BROOKDALE SENIOR LIVING INCCOMMON11246310437214,133SH DFND6,1014,1330
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA246,45339,598,000SH DFND139,500,000098,000
BROOKFIELD ASSET MANAGE-CL ACOMMON112585104386SH DFND18600
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042,26060,437SH DFND2,1560,43700
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042747,337SH DFND37,33700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,68945,074SH DFND1145,07400
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,38536,970SH DFND1536,97000
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851044118SH DFND1611800
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104246,1446,570,465SH DFND26,570,46500
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510423,091616,227SH DFND2,1616,22700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041844,900SH DFND74,90000
BROOKFIELD INFRASTRUCTURE PACOMMONG162521012,24358,984SH DFND258,98400
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210114359SH DFND335900
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921061,704100,531SH DFND15100,53100
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010539,8042,073,887SH DFND11,510,5760563,311
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010543222,525SH DFND1122,52500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010544523,181SH DFND11,123,18100
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010582442,942SH DFND1542,94200
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010518945SH DFND1794500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010583343,382SH DFND18,143,38200
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010517,666920,436SH DFND2,1920,43600
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010576940,342SH DFND2,1540,34200
BROOKFIELD OFFICE PROPERTIES ICOMMON112900105201,050SH DFND31,05000
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051477,665SH DFND4,17,66500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010549025,537SH DFND525,53700
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051,56682,131SH DFND682,13100
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010564733,715SH DFND6,1033,7150
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051326,900SH DFND76,90000
BROOKFIELD PROPERTY PARTNERSCOMMONG162491072,395123,578SH DFND1,2123,57800
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910712,646651,578SH DFND2651,57800
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910710515SH DFND351500
BROOKFIELD RENEWABLE ENERGY PACOMMON1128341301,03638,725SH DFND1538,72500
BROOKFIELD RENEWABLE ENERGY PACOMMON1128341301214,515SH DFND164,51500
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1081,94984,975PRN DFND1584,97500
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U10834314,967PRN DFND1714,96700
BROOKLINE BANCORP INCCOMMON11373M1072,020214,926SH DFND15214,92600
BROOKS AUTOMATION INCCOMMON11434010213,9301,496,265SH DFND11,496,26500
BROOKS AUTOMATION INCCOMMON1143401021,881202,090SH DFND15202,09000
BROOKS AUTOMATION INCCOMMON114340102687,275SH DFND3007,275
BROWN & BROWN INCCOMMON11523610135,6041,109,144SH DFND11,109,14400
BROWN & BROWN INCCOMMON11523610196430,032SH DFND1530,03200
BROWN & BROWN INCCOMMON11523610112371SH DFND1637100
BROWN FORMAN CORP CL BCOMMON1156372094,13160,639SH DFND160,63900
BROWN FORMAN CORP CL BCOMMON1156372096419,412SH DFND119,41200
BROWN FORMAN CORP CL BCOMMON11563720980011,748SH DFND145,77805,970
BROWN FORMAN CORP CL BCOMMON1156372099,447138,664SH DFND15138,66400
BROWN FORMAN CORP CL BCOMMON11563720921313SH DFND1631300
BROWN FORMAN CORP CL BCOMMON1156372097,197105,643SH DFND17105,64300
BROWN FORMAN CORP CL BCOMMON1156372095,59482,107SH DFND364,398017,709
BROWN FORMAN CORP CL BCOMMON1156372095217,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361003,353142,880SH DFND15142,88000
BROWN SHOE COMPANY INCCOMMON1157361001,03344,004SH DFND1744,00400
BROWN-FORMAN CORP -CL ACOMMON1156371003965,977SH DFND145,97700
BROWN-FORMAN CORP -CL ACOMMON1156371002463,719SH DFND153,71900
BROWN-FORMAN CORP -CL ACOMMON1156371009137SH DFND1613700
BRUKER CORPCOMMON11679410810,897527,681SH DFND1527,68100
BRUKER CORPCOMMON1167941086,359307,964SH DFND15307,96400
BRUKER CORPCOMMON11679410831115,050SH DFND30015,050
BRUNSWICK CORPCOMMON11704310974,6301,869,952SH DFND11,869,95200
BRUNSWICK CORPCOMMON1170431094,090102,478SH DFND15102,47800
BRUNSWICK CORPCOMMON11704310911288SH DFND1628800
BRUNSWICK CORPCOMMON1170431091,38034,569SH DFND1734,56900
BRUNSWICK CORPCOMMON1170431094100SH DFND300100
BRUNSWICK CORPCOMMON1170431092,95674,077SH DFND9,10074,077
BRYN MAWR BANK CORPCOMMON1176651091816,694SH DFND156,69400
BT GROUP PLC-ADSCOMMON05577E10167012,112SH DFND1512,11200
BUCKEYE PARTNERS LPCOMMON1182301014326,598SH DFND156,59800
BUCKEYE PARTNERS LPCOMMON1182301011,42121,688SH DFND1721,68800
BUCKEYE PARTNERS LPCOMMON1182301015258,009SH DFND37,944065
BUFFALO WILD WINGS INCCOMMON1198481096,74460,658SH DFND1560,65800
BUILD-A-BEAR WORKSHOP INCCOMMON12007610417825,560SH DFND125,56000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610426237,596SH DFND1537,59600
BUILD-A-BEAR WORKSHOP INCCOMMON12007610419728,200SH DFND3,128,20000
BUILDERS FIRSTSOURCE INCCOMMON12008R10714124,017SH DFND1524,01700
BUILDERS FIRSTSOURCE INCCOMMON12008R1074621SH DFND362100
BUNGE LIMITEDCOMMONG1696210586411,383SH DFND1111,38300
BUNGE LIMITEDCOMMONG1696210523,240306,150SH DFND15306,15000
BUNGE LIMITEDCOMMONG169621056017,922SH DFND167,92200
BUNGE LIMITEDCOMMONG169621054105,396SH DFND175,39600
BUNGE LIMITEDCOMMONG169621053304,342SH DFND54,34200
BUNGE LIMITEDCOMMONG169621051211,600SH DFND71,60000
BURGER KING WORLDWIDE INCCOMMON12122010798250,328SH DFND1550,32800
C & F FINANCIAL CORPCOMMON12466Q1041473,038SH DFND153,03800
C&J ENERGY SERVICES INCCOMMON12467B3046,302313,865SH DFND15313,86500
C&J ENERGY SERVICES INCCOMMON12467B30423511,701SH DFND1711,70100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094,18870,283SH DFND170,28300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20973912,400SH DFND1112,40000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20945763SH DFND1476300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209105,9531,778,038SH DFND151,778,03800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,69845,275SH DFND1645,27500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20990415,178SH DFND1715,17800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091642,751SH DFND31,46101,290
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092103,523SH DFND53,52300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091192,000SH DFND72,00000
CA INCCOMMON12673P1058,322280,484SH DFND1279,18401,300
CA INCCOMMON12673P10572924,581SH DFND1124,58100
CA INCCOMMON12673P105411,379SH DFND141301,366
CA INCCOMMON12673P105160,9035,423,076SH DFND155,423,07600
CA INCCOMMON12673P1053,828129,013SH DFND16129,01300
CA INCCOMMON12673P1054,675157,554SH DFND17157,55400
CA INCCOMMON12673P1056188SH DFND300188
CA INCCOMMON12673P10547015,848SH DFND515,84800
CA INCCOMMON12673P1051,98066,747SH DFND666,74700
CABELAS INC- CL ACOMMON1268043011,45323,048SH DFND1523,04800
CABELAS INC- CL ACOMMON12680430170611,208SH DFND1711,20800
CABLEVISION SYSTEMS CL ACOMMON12686C1093,711220,385SH DFND1220,38500
CABLEVISION SYSTEMS CL ACOMMON12686C10925114,899SH DFND1114,89900
CABLEVISION SYSTEMS CL ACOMMON12686C1094,800285,051SH DFND15285,05100
CABLEVISION SYSTEMS CL ACOMMON12686C109372,195SH DFND162,19500
CABLEVISION SYSTEMS CL ACOMMON12686C10976445,375SH DFND1745,37500
CABOT CORPCOMMON12705510155412,978SH DFND1512,97800
CABOT CORPCOMMON12705510118428SH DFND1642800
CABOT CORPCOMMON1270551011,20228,149SH DFND1728,14900
CABOT CORPCOMMON1270551011824,260SH DFND31,80002,460
CABOT MICROELECTRONICS CORPCOMMON12709P1032,02152,483SH DFND1552,48300
CABOT MICROELECTRONICS CORPCOMMON12709P10319504SH DFND350400
CABOT OIL & GAS CORP CL ACOMMON12709710318,628499,155SH DFND1498,7550400
CABOT OIL & GAS CORP CL ACOMMON1270971031,22832,900SH DFND1132,90000
CABOT OIL & GAS CORP CL ACOMMON1270971031,13430,379SH DFND148,675021,704
CABOT OIL & GAS CORP CL ACOMMON1270971033,828102,585SH DFND15102,58500
CABOT OIL & GAS CORP CL ACOMMON12709710317444SH DFND1644400
CABOT OIL & GAS CORP CL ACOMMON1270971032486,656SH DFND176,65600
CABOT OIL & GAS CORP CL ACOMMON1270971034,186112,159SH DFND387,483024,676
CABOT OIL & GAS CORP CL ACOMMON12709710349313,200SH DFND513,20000
CABOT OIL & GAS CORP CL ACOMMON1270971031794,800SH DFND74,80000
CABOT OIL & GAS CORP CL ACOMMON1270971031,95252,302SH DFND9,10052,302
CACI INTERNATIONAL INC CL ACOMMON1271903045,38277,871SH DFND1577,87100
CACI INTERNATIONAL INC CL ACOMMON12719030419274SH DFND1627400
CACI INTERNATIONAL INC CL ACOMMON1271903041,10916,049SH DFND1716,04900
CADENCE DESIGN SYS INCCOMMON127387108135,97210,064,521SH DFND19,778,5880285,933
CADENCE DESIGN SYS INCCOMMON1273871081,380102,158SH DFND12,1102,15800
CADENCE DESIGN SYS INCCOMMON12738710883461,711SH DFND1561,71100
CADENCE DESIGN SYS INCCOMMON12738710889266,048SH DFND1766,04800
CADENCE DESIGN SYS INCCOMMON12738710817512,989SH DFND2,112,98900
CADENCE DESIGN SYS INCCOMMON1273871082,671197,723SH DFND6,1197,72300
CAE INCCOMMON12476510823321,250SH DFND1121,25000
CAE INCCOMMON1247651081069,695SH DFND159,69500
CAE INCCOMMON1247651081,097100,000SH DFND6,10100,0000
CAESARS ENTERTAINMENT-IPOCOMMON1276861032,148109,148SH DFND15109,14800
CAESARS ENTERTAINMENT-IPOCOMMON127686103201,031SH DFND161,03100
CAI INTERNATIONAL INCCOMMON12477X10624010,299SH DFND1510,29900
CAL DIVE INTERNATIONAL INCCOMMON12802T101810395,216SH DFND15395,21600
CALAMOS ASSET MANAGEMENT-ACOMMON12811R10468768,817SH DFND1568,81700
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171082,062163,652SH DFND17163,65200
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1085,079405,312SH DFND17405,31200
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1073,542416,233SH DFND17416,23300
CALAMOS STRAT TOT RETURN FD CFCOMMON12812510187086,979SH DFND1786,97900
CALAMP CORPCOMMON1281261093,598204,290SH DFND15204,29000
CALAVO GROWERS INCCOMMON1282461051,03734,278SH DFND1534,27800
CALAVO GROWERS INCCOMMON12824610554418,003SH DFND318,00300
CALGON CARBON CORPCOMMON12960310622,3631,177,601SH DFND151,177,60100
CALGON CARBON CORPCOMMON12960310671037,364SH DFND1737,36400
CALGON CARBON CORPCOMMON1296031061658,675SH DFND3008,675
CALIFORNIA WATER SERVICE GRPCOMMON13078810214700SH DFND170000
CALIFORNIA WATER SERVICE GRPCOMMON13078810222,3291,098,851SH DFND151,098,85100
CALIFORNIA WATER SERVICE GRPCOMMON13078810253326,245SH DFND1726,24500
CALIX INCCOMMON13100M5091,468115,311SH DFND15115,31100
CALLAWAY GOLF CO (ELY) CVT 3.7CONVERT131193AC83,3413,000,000SH DFND13,000,00000
CALLAWAY GOLF COMPANYCOMMON13119310436,5835,138,000SH DFND15,138,00000
CALLAWAY GOLF COMPANYCOMMON1311931041100SH DFND1400100
CALLAWAY GOLF COMPANYCOMMON1311931041,171164,512SH DFND15164,51200
CALLON PETROLEUM CORPCOMMON13123X10248989,440SH DFND1589,44000
CAL-MAINE FOODS INCCOMMON12803020261712,830SH DFND112,83000
CAL-MAINE FOODS INCCOMMON1280302022,22546,287SH DFND1546,28700
CAL-MAINE FOODS INCCOMMON1280302023276,796SH DFND176,79600
CAL-MAINE FOODS INCCOMMON12803020237780SH DFND300780
CAL-MAINE FOODS INCCOMMON1280302024339,000SH DFND3,19,00000
CALPINE CORP-W/ICOMMON1313473041,09856,523SH DFND156,52300
CALPINE CORP-W/ICOMMON13134730454828,200SH DFND1128,20000
CALPINE CORP-W/ICOMMON1313473045,814299,214SH DFND15299,21400
CALPINE CORP-W/ICOMMON131347304522,655SH DFND162,65500
CALPINE CORP-W/ICOMMON1313473046,173317,727SH DFND17317,72700
CALPINE CORP-W/ICOMMON1313473049464SH DFND33100154
CALPINE CORP-W/ICOMMON13134730427414,100SH DFND514,10000
CAMBREX CORPCOMMON1320111073,079233,254SH DFND15233,25400
CAMDEN NATIONAL CORPCOMMON1330341082816,894SH DFND156,89400
CAMDEN PROPERTY TRUSTCOMMON133131102114,5531,864,465SH DFND17,30001,857,165
CAMDEN PROPERTY TRUSTCOMMON1331311024066,600SH DFND116,60000
CAMDEN PROPERTY TRUSTCOMMON13313110275912,354SH DFND1512,35400
CAMDEN PROPERTY TRUSTCOMMON1331311023325,400SH DFND15,15,40000
CAMDEN PROPERTY TRUSTCOMMON13313110217274SH DFND1627400
CAMECO CORPCOMMON13321L10858132,154SH DFND1132,15400
CAMECO CORPCOMMON13321L1089,898547,757SH DFND15547,75700
CAMECO CORPCOMMON13321L108201,092SH DFND171,09200
CAMECO CORPCOMMON13321L10814,602808,300SH DFND2808,30000
CAMECO CORPCOMMON13321L10830316,757SH DFND2,116,75700
CAMECO CORPCOMMON13321L10843724,157SH DFND2,1524,15700
CAMECO CORPCOMMON13321L108287SH DFND38700
CAMECO CORPCOMMON13321L10822912,700SH DFND512,70000
CAMERON INTERNATIONAL CORPCOMMON13342B105206,7313,541,741SH DFND13,541,74100
CAMERON INTERNATIONAL CORPCOMMON13342B1051,11719,142SH DFND1119,14200
CAMERON INTERNATIONAL CORPCOMMON13342B1057,296125,004SH DFND15125,00400
CAMERON INTERNATIONAL CORPCOMMON13342B10545767SH DFND1676700
CAMERON INTERNATIONAL CORPCOMMON13342B1051,22921,048SH DFND1721,04800
CAMERON INTERNATIONAL CORPCOMMON13342B10584514,471SH DFND2,114,47100
CAMERON INTERNATIONAL CORPCOMMON13342B10530509SH DFND2,1550900
CAMERON INTERNATIONAL CORPCOMMON13342B1052884,932SH DFND355104,381
CAMERON INTERNATIONAL CORPCOMMON13342B1055369,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B1051402,400SH DFND72,40000
CAMERON INTERNATIONAL CORPCOMMON13342B1056,258107,207SH DFND9,100107,207
CAMPBELL SOUP COCOMMON134429109162,1283,982,514SH DFND13,981,9140600
CAMPBELL SOUP COCOMMON1344291092616,400SH DFND1,5006,400
CAMPBELL SOUP COCOMMON13442910964515,835SH DFND1115,83500
CAMPBELL SOUP COCOMMON134429109771,900SH DFND131,90000
CAMPBELL SOUP COCOMMON1344291092205,400SH DFND14005,400
CAMPBELL SOUP COCOMMON13442910938,102935,926SH DFND15935,92600
CAMPBELL SOUP COCOMMON13442910935871SH DFND1687100
CAMPBELL SOUP COCOMMON13442910984020,626SH DFND1720,62600
CAMPBELL SOUP COCOMMON1344291093227,908SH DFND57,90800
CAMPBELL SOUP COCOMMON1344291092897,100SH DFND67,10000
CAMPUS CREST COMMUNITIES INCCOMMON13466Y1056550SH DFND1400550
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10528326,217SH DFND1526,21700
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10575269,662SH DFND368,8200842
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,60332,622SH DFND1132,62200
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,99925,049SH DFND1325,04900
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,01825,296SH DFND1525,29600
CAN IMPERIAL BK OF COMMERCECOMMON136069101679SH DFND167900
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,84523,134SH DFND1723,13400
CAN IMPERIAL BK OF COMMERCECOMMON13606910122,595283,200SH DFND2283,20000
CAN IMPERIAL BK OF COMMERCECOMMON13606910118,297229,326SH DFND2,1229,32600
CAN IMPERIAL BK OF COMMERCECOMMON1360691014,27253,570SH DFND2,1553,57000
CAN IMPERIAL BK OF COMMERCECOMMON136069101801,000SH DFND31,00000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,19715,000SH DFND515,00000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,84223,088SH DFND623,08800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011361,700SH DFND71,70000
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695641,96480,877SH DFND2,180,87700
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695642,35697,041SH DFND2,1597,04100
CANADIAN NATL RAILWAY COCOMMON136375102146,1281,440,280SH DFND11,440,28000
CANADIAN NATL RAILWAY COCOMMON1363751023,49534,442SH DFND1134,44200
CANADIAN NATL RAILWAY COCOMMON1363751023,33932,900SH DFND1332,90000
CANADIAN NATL RAILWAY COCOMMON1363751021,72317,000SH DFND145,300011,700
CANADIAN NATL RAILWAY COCOMMON13637510211,136109,843SH DFND15109,84300
CANADIAN NATL RAILWAY COCOMMON136375102435SH DFND163500
CANADIAN NATL RAILWAY COCOMMON1363751029,34992,230SH DFND1792,23000
CANADIAN NATL RAILWAY COCOMMON13637510235,215347,018SH DFND2347,01800
CANADIAN NATL RAILWAY COCOMMON13637510231,534310,750SH DFND2,1310,75000
CANADIAN NATL RAILWAY COCOMMON1363751021,89618,708SH DFND2,1518,70800
CANADIAN NATL RAILWAY COCOMMON1363751021,18711,708SH DFND311,70800
CANADIAN NATL RAILWAY COCOMMON1363751021,51214,900SH DFND514,90000
CANADIAN NATL RAILWAY COCOMMON1363751025,76456,800SH DFND656,80000
CANADIAN NATL RAILWAY COCOMMON1363751023043,000SH DFND73,00000
CANADIAN NATURAL RESOURCESCOMMON136385101296,9939,436,444SH DFND19,426,71509,729
CANADIAN NATURAL RESOURCESCOMMON1363851012,78688,520SH DFND1188,52000
CANADIAN NATURAL RESOURCESCOMMON1363851011,10535,098SH DFND11,235,09800
CANADIAN NATURAL RESOURCESCOMMON13638510169222,000SH DFND1422,00000
CANADIAN NATURAL RESOURCESCOMMON13638510111,360361,275SH DFND15361,27500
CANADIAN NATURAL RESOURCESCOMMON1363851016187SH DFND1618700
CANADIAN NATURAL RESOURCESCOMMON13638510121681SH DFND1768100
CANADIAN NATURAL RESOURCESCOMMON136385101333,21510,587,335SH DFND210,587,33500
CANADIAN NATURAL RESOURCESCOMMON13638510119,090606,560SH DFND2,1606,56000
CANADIAN NATURAL RESOURCESCOMMON1363851012,68185,258SH DFND2,1585,25800
CANADIAN NATURAL RESOURCESCOMMON136385101692,200SH DFND32,20000
CANADIAN NATURAL RESOURCESCOMMON1363851011,24739,622SH DFND539,62200
CANADIAN NATURAL RESOURCESCOMMON1363851011,20238,200SH DFND638,20000
CANADIAN NATURAL RESOURCESCOMMON1363851012558,100SH DFND78,10000
CANADIAN NATURAL RESOURCESCOMMON1363851015,029159,772SH DFND9,100159,772
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10015,171123,042SH DFND17123,04200
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1006545,305SH DFND2,155,30500
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1001421,150SH DFND31,15000
CANADIAN SOLAR INCCOMMON13663510910,229602,037SH DFND15602,03700
CANON INC- SP ADRCOMMON1380063091,21838,073SH DFND1538,07300
CANON INC- SP ADRCOMMON13800630984926,532SH DFND1726,53200
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CAPITOL FEDERAL FINANCIAL INCCOMMON14057J1012,270182,649SH DFND15182,64900
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CENTURYLINK INCCOMMON15670010620,523654,014SH DFND1654,01400
CENTURYLINK INCCOMMON1567001061,50447,929SH DFND1147,92900
CENTURYLINK INCCOMMON15670010653717,100SH DFND140017,100
CENTURYLINK INCCOMMON1567001065,900188,025SH DFND15188,02500
CENTURYLINK INCCOMMON1567001061404,467SH DFND164,46700
CENTURYLINK INCCOMMON1567001068,838281,644SH DFND17281,64400
CENTURYLINK INCCOMMON15670010635911,444SH DFND311,1340310
CENTURYLINK INCCOMMON15670010656217,925SH DFND517,92500
CENTURYLINK INCCOMMON1567001061575,000SH DFND75,00000
CENVEO INCCOMMON15670S1051,283434,763SH DFND15434,76300
CENVEO INCCOMMON15670S1053960SH DFND396000
CEPHEID INCCOMMON15670R1071874,779SH DFND154,77900
CERNER CORPCOMMON1567821044,71089,638SH DFND189,63800
CERNER CORPCOMMON1567821041,25623,900SH DFND1123,90000
CERNER CORPCOMMON1567821042,36344,960SH DFND1412,000032,960
CERNER CORPCOMMON156782104204,4383,890,359SH DFND153,890,35900
CERNER CORPCOMMON1567821045,06696,411SH DFND1696,41100
CERNER CORPCOMMON1567821042,39745,607SH DFND1745,60700
CERNER CORPCOMMON1567821044418,400SH DFND36,40002,000
CERNER CORPCOMMON1567821044208,000SH DFND58,00000
CERNER CORPCOMMON1567821041633,100SH DFND73,10000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910458321,919SH DFND521,91900
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910431912,000SH DFND612,00000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910436213,600SH DFND913,60000
CEVA INCCOMMON15721010575043,464SH DFND1543,46400
CF INDUSTRIES HOLDINGS INCCOMMON12526910030,410144,238SH DFND1131,088010,150
CF INDUSTRIES HOLDINGS INCCOMMON1252691004,04819,200SH DFND1,50019,200
CF INDUSTRIES HOLDINGS INCCOMMON1252691008434,000SH DFND1,9004,000
CF INDUSTRIES HOLDINGS INCCOMMON1252691009704,600SH DFND114,60000
CF INDUSTRIES HOLDINGS INCCOMMON1252691006323,000SH DFND133,00000
CF INDUSTRIES HOLDINGS INCCOMMON12526910012,24858,094SH DFND1558,09400
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,5427,313SH DFND167,31300
CF INDUSTRIES HOLDINGS INCCOMMON1252691006793,220SH DFND173,22000
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,9929,450SH DFND3,19,45000
CF INDUSTRIES HOLDINGS INCCOMMON1252691006493,076SH DFND43,07600
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,0334,900SH DFND54,90000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005,35525,400SH DFND625,40000
CF INDUSTRIES HOLDINGS INCCOMMON125269100148700SH DFND770000
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,8979,000SH DFND8,19,00000
CGG CGG ADRCOMMON12531Q105632,744SH DFND152,74400
CGI GROUP INCCOMMON39945C109260,0517,400,125SH DFND17,400,12500
CGI GROUP INCCOMMON39945C10958816,742SH DFND1116,74200
CGI GROUP INCCOMMON39945C1091654,694SH DFND154,69400
CGI GROUP INCCOMMON39945C10962,5181,778,685SH DFND2,11,778,68500
CGI GROUP INC CL ACOMMON39945C10946213,175SH DFND2,1513,17500
CHANGYOU.COM LTDCOMMON15911M1071,62545,735SH DFND1545,73500
CHANGYOU.COM LTDCOMMON15911M1073148,848SH DFND2,18,84800
CHANGYOU.COM LTDCOMMON15911M10744712,580SH DFND2,4