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
AAON INCCOMMON0003602066,335198,282SH DFND15198,28200
AAON INCCOMMON0003602062999,362SH DFND39,36200
AAR CORPCOMMON0003611054,694167,591SH DFND15167,59100
ABB LTD-SPON ADRCOMMON00037520445,2811,704,866SH DFND11,704,86600
ABB LTD-SPON ADRCOMMON00037520421,760819,276SH DFND14819,27600
ABB LTD-SPON ADRCOMMON00037520490133,910SH DFND1533,91000
ABB LTD-SPON ADRCOMMON00037520421,665815,683SH DFND2815,68300
ABB LTD-SPON ADRCOMMON000375204532,000SH DFND31,00001,000
ACCO BRANDS CORPCOMMON00081T10835,0605,217,295SH DFND15,217,29500
ACCO BRANDS CORPCOMMON00081T10864395,748SH DFND1595,74800
ACCO BRANDS CORPCOMMON00081T1089213,705SH DFND30013,705
ABM INDUSTRIES INCCOMMON00095710013451SH DFND145100
ABM INDUSTRIES INCCOMMON00095710023787SH DFND1278700
ABM INDUSTRIES INCCOMMON0009571004,165145,666SH DFND15145,66600
ABM INDUSTRIES INCCOMMON00095710014500SH DFND1600500
ABM INDUSTRIES INCCOMMON000957100863,000SH DFND33,00000
ADT CORP-THECOMMON00101J106251,2566,208,449SH DFND16,196,267012,182
ADT CORP-THECOMMON00101J10653413,189SH DFND1113,18900
ADT CORP-THECOMMON00101J106621,539SH DFND121,53900
ADT CORP-THECOMMON00101J1064,685115,754SH DFND15115,75400
ADT CORP-THECOMMON00101J1061213,000SH DFND16003,000
ADT CORP-THECOMMON00101J106384SH DFND38400
ADT CORP-THECOMMON00101J1063288,106SH DFND58,10600
ADT CORP-THECOMMON00101J1062275,600SH DFND75,60000
AEP INDUSTRIES INCCOMMON0010311032334,415SH DFND154,41500
AFC ENTERPRISESCOMMON00104Q1072,37861,771SH DFND1561,77100
AFLAC INCCOMMON001055102153,8352,302,925SH DFND12,286,195016,730
AFLAC INCCOMMON0010551022,03730,494SH DFND1130,49400
AFLAC INCCOMMON0010551022864,274SH DFND124,27400
AFLAC INCCOMMON00105510263,113944,804SH DFND14944,80400
AFLAC INCCOMMON00105510222,074330,450SH DFND15330,45000
AFLAC INCCOMMON00105510275211,250SH DFND165,65005,600
AFLAC INCCOMMON0010551025768,625SH DFND28,62500
AFLAC INCCOMMON0010551023635,430SH DFND33,40902,021
AFLAC INCCOMMON0010551021,23318,462SH DFND518,46200
AFLAC INCCOMMON0010551024817,200SH DFND77,20000
AGCO CORPCOMMON00108410221,952370,879SH DFND1359,02905,650
AGCO CORPCOMMON0010841021422,400SH DFND1,9002,400
AGCO CORPCOMMON0010841023796,400SH DFND116,40000
AGCO CORPCOMMON0010841025318,975SH DFND11,159008,385
AGCO CORPCOMMON001084102721,211SH DFND121,21100
AGCO CORPCOMMON00108410296916,368SH DFND1416,36800
AGCO CORPCOMMON0010841023,31055,917SH DFND1555,91700
AGCO CORPCOMMON0010841022434,100SH DFND3,14,10000
AGCO CORPCOMMON0010841024387,400SH DFND57,40000
AGCO CORPCOMMON0010841021,26721,400SH DFND8,121,40000
AGCO CORP CVT 1.25 12-15-36CONVERT001084AM42,9162,000,000SH DFND1002,000,000
AGL RESOURCES INCCOMMON001204106111,3952,358,573SH DFND12,358,57300
AGL RESOURCES INCCOMMON001204106541,143SH DFND121,14300
AGL RESOURCES INCCOMMON0012041063,77980,004SH DFND1480,00400
AGL RESOURCES INCCOMMON00120410650,6461,072,330SH DFND151,072,33000
AGL RESOURCES INCCOMMON00120410628600SH DFND360000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,619103,491SH DFND14103,49100
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052126SH DFND300126
AH BELO CORP-ACOMMON00128210243958,782SH DFND1558,78200
AES CORPORATIONCOMMON00130H1058,357575,946SH DFND1556,196015,550
AES CORPORATIONCOMMON00130H105453,100SH DFND1,53,10000
AES CORPORATIONCOMMON00130H105745,100SH DFND1,9005,100
AES CORPORATIONCOMMON00130H10561342,216SH DFND1142,21600
AES CORPORATIONCOMMON00130H10540527,891SH DFND1227,89100
AES CORPORATIONCOMMON00130H10517111,774SH DFND1411,77400
AES CORPORATIONCOMMON00130H1055,462376,464SH DFND15376,46400
AES CORPORATIONCOMMON00130H105352,400SH DFND16002,400
AES CORPORATIONCOMMON00130H1056380SH DFND32500130
AES CORPORATIONCOMMON00130H10514810,200SH DFND3,110,20000
AES CORPORATIONCOMMON00130H10531021,331SH DFND521,33100
AES CORPORATIONCOMMON00130H10559941,300SH DFND641,30000
AES CORPORATIONCOMMON00130H105523,600SH DFND8,13,60000
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP520,85012,915,000SH DFND112,915,00000
AK STEEL HOLDING CORPCOMMON001547108597,219SH DFND127,21900
AK STEEL HOLDING CORPCOMMON0015471081,682205,131SH DFND15205,13100
COHEN- STEERS GLOBAL REALTY ETCOMMON00162Q1064100SH DFND310000
BARRONS 400 ETFCOMMON00162Q72646915,700SH DFND315,70000
ALERIAN MLP ETFCOMMON00162Q8666,391359,235SH DFND14359,23500
ALERIAN MLP ETFCOMMON00162Q866341,900SH DFND1690001,000
ALERIAN MLP ETFCOMMON00162Q866251,400SH DFND31,40000
AMAG PHARMACEUTICALS INCCOMMON00163U1062,42299,760SH DFND170,660029,100
AMAG PHARMACEUTICALS INCCOMMON00163U10616662SH DFND1566200
AMAG PHARMACEUTICALS INCCOMMON00163U10684534,800SH DFND3,134,80000
AMC NETWORKS INC-ACOMMON00164V1031,07515,787SH DFND1415,78700
AMC NETWORKS INC-ACOMMON00164V1031,09916,140SH DFND1516,14000
AMC NETWORKS INC-ACOMMON00164V10332475SH DFND347500
AFFILIATED MANAGERS GROUP CVTCONVERT00169X2032,45633,900SH DFND133,90000
AMG CAPITAL TRUST IICONVERT00170F20918,317289,600SH DFND1289,60000
AMN HEALTHCARE SERVICECOMMON00174410113,429913,505SH DFND1913,50500
AMN HEALTHCARE SERVICECOMMON0017441013,507238,564SH DFND15238,56400
AMN HEALTHCARE SERVICECOMMON00174410158840,000SH DFND1640,00000
AOL INCCOMMON00184X10544,190947,873SH DFND1882,077049,797
AOL INCCOMMON00184X1058,191175,700SH DFND1,51,0000174,700
AOL INCCOMMON00184X10591419,600SH DFND1,90019,600
AOL INCCOMMON00184X105661,416SH DFND121,41600
AOL INCCOMMON00184X10547610,204SH DFND1410,20400
AOL INCCOMMON00184X1059,210197,556SH DFND15197,55600
AOL INCCOMMON00184X105130SH DFND163000
AOL INCCOMMON00184X10573115,676SH DFND37015,669
AOL INCCOMMON00184X1051,65535,500SH DFND3,135,50000
AOL INCCOMMON00184X1051082,316SH DFND42,31600
AOL INCCOMMON00184X1051,45031,100SH DFND531,10000
AOL INCCOMMON00184X1056,671143,100SH DFND6143,10000
AOL INCCOMMON00184X1054,13188,600SH DFND788,60000
AOL INCCOMMON00184X1051,75337,600SH DFND8,137,60000
AOL INCCOMMON00184X1052,20047,200SH DFND947,20000
API TECHNOLOGIES CORPCOMMON00187E20317952,477SH DFND1552,47700
ARC DOCUMENT SOLUTIONS INCCOMMON00191G1031,217148,052SH DFND15148,05200
AT&T INCCOMMON00206R102391,20811,126,506SH DFND110,819,7440232,962
AT&T INCCOMMON00206R1022,51471,500SH DFND1,1271,50000
AT&T INCCOMMON00206R10221,743618,400SH DFND1,500618,400
AT&T INCCOMMON00206R1022,91883,000SH DFND1,90083,000
AT&T INCCOMMON00206R10212,496355,403SH DFND11355,40300
AT&T INCCOMMON00206R1022,61074,228SH DFND1274,22800
AT&T INCCOMMON00206R102184,9415,259,995SH DFND145,259,99500
AT&T INCCOMMON00206R102142,1064,041,704SH DFND154,041,70400
AT&T INCCOMMON00206R1024,968141,294SH DFND1610,1910131,103
AT&T INCCOMMON00206R1027,398210,407SH DFND3197,694012,713
AT&T INCCOMMON00206R1025,112145,394SH DFND3,1145,39400
AT&T INCCOMMON00206R1029,265263,500SH DFND5263,50000
AT&T INCCOMMON00206R10220,604586,000SH DFND6586,00000
AT&T INCCOMMON00206R1021,77950,600SH DFND750,60000
AT&T INCCOMMON00206R1025,376152,891SH DFND8,1152,89100
ATMI INCCOMMON00207R10111371SH DFND137100
ATMI INCCOMMON00207R1013,062101,352SH DFND15101,35200
ATMI INCCOMMON00207R101461,530SH DFND3001,530
ARCA BIOPHARMA INCCOMMON00211Y209019SH DFND31900
AV HOMES INCCOMMON00234P1021558,537SH DFND158,53700
AVX CORPCOMMON00244410735425,400SH DFND125,40000
AVX CORPCOMMON0024441071148,176SH DFND148,17600
AVX CORPCOMMON0024441071,27491,473SH DFND1591,47300
AXT INCCOMMON00246W10310741,093SH DFND1541,09300
AZZ INCCOMMON0024741041,61833,119SH DFND1533,11900
AARON'S INC-CL ACOMMON0025353002438,252SH DFND38,25200
ABAXIS INCCOMMON0025671052,24856,181SH DFND1556,18100
ABBOTT LABORATORIESCOMMON00282410032,830856,513SH DFND1856,1150398
ABBOTT LABORATORIESCOMMON00282410073219,087SH DFND1,619,08700
ABBOTT LABORATORIESCOMMON0028241003078,000SH DFND108,00000
ABBOTT LABORATORIESCOMMON0028241003,910102,001SH DFND11102,00100
ABBOTT LABORATORIESCOMMON00282410073219,109SH DFND1219,10900
ABBOTT LABORATORIESCOMMON0028241003,66595,613SH DFND12,10095,613
ABBOTT LABORATORIESCOMMON00282410017,326452,014SH DFND14452,01400
ABBOTT LABORATORIESCOMMON00282410052,0131,356,975SH DFND151,356,97500
ABBOTT LABORATORIESCOMMON00282410013,684357,000SH DFND1677,9820279,018
ABBOTT LABORATORIESCOMMON00282410026,576693,356SH DFND2693,35600
ABBOTT LABORATORIESCOMMON0028241008,723227,587SH DFND3184,528043,059
ABBOTT LABORATORIESCOMMON0028241002,02852,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241009,883257,840SH DFND6257,84000
ABBOTT LABORATORIESCOMMON00282410095825,000SH DFND725,00000
ABBVIE INCCOMMON00287Y10970,3911,332,909SH DFND11,331,20901,700
ABBVIE INCCOMMON00287Y1094,30981,600SH DFND1,50081,600
ABBVIE INCCOMMON00287Y1094228,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1095,492104,001SH DFND11104,00100
ABBVIE INCCOMMON00287Y1093967,506SH DFND127,50600
ABBVIE INCCOMMON00287Y1097,489141,801SH DFND12,100141,801
ABBVIE INCCOMMON00287Y10928,018530,540SH DFND14530,54000
ABBVIE INCCOMMON00287Y1099,211174,411SH DFND15174,41100
ABBVIE INCCOMMON00287Y10912,021227,619SH DFND1624,0950203,524
ABBVIE INCCOMMON00287Y10933,539635,083SH DFND2635,08300
ABBVIE INCCOMMON00287Y1099,159173,440SH DFND3162,772010,668
ABBVIE INCCOMMON00287Y1092,79452,900SH DFND552,90000
ABBVIE INCCOMMON00287Y10992417,500SH DFND717,50000
ABBVIE INCCOMMON00287Y10978714,900SH DFND8,114,90000
ABERCROMBIE & FITCH CO CL ACOMMON002896207306,4929,313,031SH DFND19,301,922011,109
ABERCROMBIE & FITCH CO CL ACOMMON00289620725769SH DFND1276900
ABERCROMBIE & FITCH CO CL ACOMMON00289620768620,848SH DFND1420,84800
ABERCROMBIE & FITCH CO CL ACOMMON0028962074,375132,946SH DFND15132,94600
ABENGOA SA ABGB ADRCOMMON00289R20115964SH DFND1596400
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910719934,490SH DFND1434,49000
ABERDEEN ASIA-PAC INCOME FD CECOMMON0030091079,6801,680,566SH DFND151,680,56600
ABIOMED INCCOMMON0036541002,33787,393SH DFND1587,39300
ABRAXAS PETROLEUM CORP (NEV)COMMON00383010619258,936SH DFND1558,93600
ACACIA RESEARCH - ACACIA TECCOMMON00388130719613,470SH DFND1413,47000
ACACIA RESEARCH - ACACIA TECCOMMON0038813071258,603SH DFND158,60300
ACADIA HEALTHCARE CO INCCOMMON00404A10910,863229,523SH DFND1229,52300
ACADIA HEALTHCARE CO INCCOMMON00404A1092,45951,950SH DFND1551,95000
ACADIA PHARMACEUTICALS INCCOMMON0042251089,309372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251081,69567,844SH DFND12,10067,844
ACADIA REALTY TRUSTCOMMON00423910975,2563,030,831SH DFND11,767,10301,263,728
ACADIA REALTY TRUSTCOMMON0042391091,22049,116SH DFND13,149,11600
ACADIA REALTY TRUSTCOMMON0042391091,84274,175SH DFND1574,17500
ACADIA REALTY TRUSTCOMMON00423910929111,735SH DFND2,111,73500
ACADIA REALTY TRUSTCOMMON0042391092,09984,515SH DFND3,184,51500
ACADIA REALTY TRUSTCOMMON004239109823,300SH DFND4,13,30000
ACADIA REALTY TRUSTCOMMON00423910943217,388SH DFND6,1017,3880
ACCELRYS INCCOMMON00430U1031,351141,642SH DFND15141,64200
ACCESS NATIONAL CORPCOMMON00433710150433,700SH DFND133,70000
ACCESS NATIONAL CORPCOMMON00433710125917,300SH DFND3,117,30000
ACCELERON PHARMA INCCOMMON00434H1083,960100,000SH DFND1100,00000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10929,752525,840SH DFND1600525,840
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L109110,4081,951,358SH DFND31,885,353066,005
ACCRETIVE HEALTH INCCOMMON00438V103181,924SH DFND151,92400
ACCRETIVE HEALTH INCCOMMON00438V10391,000SH DFND16001,000
ACCRETIVE HEALTH INCCOMMON00438V1035500SH DFND350000
ACCURAY INCCOMMON00439710534539,709SH DFND1539,70900
ACCURIDE CORPCOMMON00439T206513137,664SH DFND15137,66400
ACETO CORPCOMMON004446100702,800SH DFND12,80000
ACETO CORPCOMMON0044461003,309132,300SH DFND15132,30000
ACETO CORPCOMMON004446100431,700SH DFND3,11,70000
ACELRX PHARMACEUTICALS INCCOMMON00444T1002,569227,124SH DFND15227,12400
ACI WORLDWIDE INCCOMMON0044981013,03146,631SH DFND1546,63100
ACORDA THERAPEUTICS INCCOMMON00484M10633,7261,155,014SH DFND11,155,01400
ACORDA THERAPEUTICS INCCOMMON00484M1069,804335,750SH DFND15335,75000
ACTIVISION BLIZZARD INCCOMMON00507V10957,2263,209,510SH DFND12,922,5600211,350
ACTIVISION BLIZZARD INCCOMMON00507V10910,578593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V1098,671486,300SH DFND1,51,2000485,100
ACTIVISION BLIZZARD INCCOMMON00507V1091,50584,400SH DFND1,90084,400
ACTIVISION BLIZZARD INCCOMMON00507V10952729,568SH DFND1129,56800
ACTIVISION BLIZZARD INCCOMMON00507V1093,512196,952SH DFND12196,95200
ACTIVISION BLIZZARD INCCOMMON00507V1091,34275,280SH DFND1475,28000
ACTIVISION BLIZZARD INCCOMMON00507V109147,2198,256,821SH DFND158,256,82100
ACTIVISION BLIZZARD INCCOMMON00507V1095265SH DFND300265
ACTIVISION BLIZZARD INCCOMMON00507V1092,657149,000SH DFND3,1149,00000
ACTIVISION BLIZZARD INCCOMMON00507V1092,880161,522SH DFND5161,52200
ACTIVISION BLIZZARD INCCOMMON00507V10916,946950,400SH DFND6950,40000
ACTIVISION BLIZZARD INCCOMMON00507V1092,858160,300SH DFND8,1160,30000
ACTUATE CORPCOMMON00508B10210,9641,422,109SH DFND11,197,9380224,171
ACTUATE CORPCOMMON00508B10217622,779SH DFND1522,77900
ACTUATE CORPCOMMON00508B1028310,705SH DFND2,110,70500
ACTUATE CORPCOMMON00508B1021,277165,642SH DFND6,1165,64200
ACTUANT CORP CL ACOMMON00508X2036,433175,563SH DFND1175,56300
ACTUANT CORP CL ACOMMON00508X2031092,987SH DFND142,98700
ACTUANT CORP CL ACOMMON00508X2035,605152,974SH DFND15152,97400
ACTUANT CORP CL ACOMMON00508X2032065,626SH DFND35,62600
ACUITY BRANDS INCCOMMON00508Y10259,314542,568SH DFND1542,56800
ACUITY BRANDS INCCOMMON00508Y1021971,798SH DFND121,79800
ACUITY BRANDS INCCOMMON00508Y1022,74625,123SH DFND1525,12300
ACUITY BRANDS INCCOMMON00508Y1028,85681,012SH DFND381,01200
ACXIOM CORPCOMMON0051251094,356117,800SH DFND15117,80000
ACXIOM CORPCOMMON00512510918500SH DFND3,150000
ADAMS RESOURCES & ENERGY INCCOMMON00635130868810,050SH DFND1510,05000
ADCARE HEALTH SYSTEMS INCCOMMON00650W3002553SH DFND355300
ADDUS HOMECARE CORPCOMMON00673910686838,660SH DFND138,66000
ADDUS HOMECARE CORPCOMMON0067391061014,505SH DFND154,50500
ADDUS HOMECARE CORPCOMMON00673910643119,200SH DFND3,119,20000
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10817,406200,696SH DFND2200,69600
ADOBE SYSTEMS INCCOMMON00724F101444,2537,419,185SH DFND17,405,017014,168
ADOBE SYSTEMS INCCOMMON00724F1011,87531,313SH DFND1131,31300
ADOBE SYSTEMS INCCOMMON00724F1018,499141,938SH DFND12141,93800
ADOBE SYSTEMS INCCOMMON00724F10182413,757SH DFND1413,75700
ADOBE SYSTEMS INCCOMMON00724F101341,7995,708,167SH DFND155,708,16700
ADOBE SYSTEMS INCCOMMON00724F1011,67227,930SH DFND167,000020,930
ADOBE SYSTEMS INCCOMMON00724F1012,50641,852SH DFND30041,852
ADOBE SYSTEMS INCCOMMON00724F1011,16319,422SH DFND419,42200
ADOBE SYSTEMS INCCOMMON00724F1011,05517,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F10114,558243,130SH DFND6243,13000
ADTRAN INCCOMMON00738A1061,48855,086SH DFND1455,08600
ADTRAN INCCOMMON00738A1061,75364,912SH DFND1564,91200
ADTRAN INCCOMMON00738A106511,885SH DFND3001,885
ADVANCE AUTO PARTSCOMMON00751Y10694,850856,974SH DFND1856,97400
ADVANCE AUTO PARTSCOMMON00751Y1065354,835SH DFND114,83500
ADVANCE AUTO PARTSCOMMON00751Y10648438SH DFND1243800
ADVANCE AUTO PARTSCOMMON00751Y1064143,741SH DFND143,74100
ADVANCE AUTO PARTSCOMMON00751Y1061,12410,155SH DFND1510,15500
ADVANCE AUTO PARTSCOMMON00751Y1067666,925SH DFND162,30004,625
ADVANCE AUTO PARTSCOMMON00751Y1061461,317SH DFND38070510
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M40415031,173SH DFND1431,17300
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043,670764,610SH DFND15764,61000
ADVISORY BOARD CO/ THECOMMON00762W1072,82544,371SH DFND1544,37100
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,179162,019SH DFND14162,01900
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1091,22265,967SH DFND1465,96700
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E1041,451143,240SH DFND14143,24000
ADVANTAGE OIL & GAS LTDCOMMON00765F10115836,344SH DFND1536,34400
ADVANTAGE OIL & GAS LTDCOMMON00765F10154,20912,494,010SH DFND212,494,01000
AECOM TECHNOLOGY CORPCOMMON00766T10010,425354,230SH DFND1308,630045,600
AECOM TECHNOLOGY CORPCOMMON00766T1003,791128,800SH DFND1,52,0000126,800
AECOM TECHNOLOGY CORPCOMMON00766T100411,394SH DFND121,39400
AECOM TECHNOLOGY CORPCOMMON00766T10082027,869SH DFND1427,86900
AECOM TECHNOLOGY CORPCOMMON00766T1007,985271,306SH DFND15271,30600
AECOM TECHNOLOGY CORPCOMMON00766T10073024,800SH DFND624,80000
ADVANCED EMISSION SOLUTIONSCOMMON00770C1013,06756,549SH DFND1556,54900
AEGION CORPCOMMON00770F10449,2022,247,700SH DFND12,247,70000
AEGION CORPCOMMON00770F10452524,003SH DFND1424,00300
AEGION CORPCOMMON00770F10420,800950,202SH DFND15950,20200
AEROFLEX HOLDING CORPCOMMON00776710610315,794SH DFND1515,79400
AEROPOSTALE INCCOMMON007865108111,184SH DFND121,18400
AEROPOSTALE INCCOMMON0078651081,056116,166SH DFND15116,16600
ADVANCED MICRO DEVICESCOMMON0079031075313,613SH DFND1213,61300
ADVANCED MICRO DEVICESCOMMON0079031071,146296,188SH DFND15296,18800
ADVANCED MICRO DEVICESCOMMON00790310761,539SH DFND31,53900
ADVANCED MICRO DEVICES 6.0 05-CONVERT007903AL12,0902,000,000SH DFND1002,000,000
AEGON NV AMER REG SHRCOMMON00792410331032,733SH DFND1532,73300
AEGON NV AMER REG SHRCOMMON007924103394,095SH DFND34,09500
ADVANCED ENERGY INDUSTRIESCOMMON0079731008,748382,695SH DFND15382,69500
ADVANCED ENERGY INDUSTRIESCOMMON0079731001014,405SH DFND3004,405
ADVENT SOFTWARE INCCOMMON00797410844412,707SH DFND1512,70700
AETERNA ZENTARIS INCCOMMON00797530321,666SH DFND31,66600
AEROVIRONMENT INCCOMMON008073108501,727SH DFND121,72700
AEROVIRONMENT INCCOMMON0080731081,47650,661SH DFND1550,66100
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10857,183833,696SH DFND1833,69600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,69524,712SH DFND1124,71200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1083004,380SH DFND124,38000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1083,87356,470SH DFND12,10056,470
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1086,39793,265SH DFND1493,26500
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10842,430618,603SH DFND15618,60300
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10832,555474,637SH DFND1675,0470399,590
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10865,820959,611SH DFND3866,735092,876
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,11216,210SH DFND516,21000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084126,000SH DFND76,00000
AFFILIATED MANAGERS GROUPCOMMON008252108217,1491,001,241SH DFND1977,742023,499
AFFILIATED MANAGERS GROUPCOMMON0082521087593,500SH DFND113,50000
AFFILIATED MANAGERS GROUPCOMMON00825210839182SH DFND1218200
AFFILIATED MANAGERS GROUPCOMMON008252108126580SH DFND1458000
AFFILIATED MANAGERS GROUPCOMMON0082521088,06937,204SH DFND1537,20400
AFFILIATED MANAGERS GROUPCOMMON0082521082471,139SH DFND2,11,13900
AFFILIATED MANAGERS GROUPCOMMON00825210847217SH DFND321700
AFFILIATED MANAGERS GROUPCOMMON0082521084,06318,736SH DFND6,118,73600
AFFILIATED MANAGERS GROUPCOMMON0082521082601,200SH DFND71,20000
AFFYMETRIX INCCOMMON00826T10843650,860SH DFND150,86000
AFFYMETRIX INCCOMMON00826T1082,354274,709SH DFND15274,70900
AFFYMETRIX INCCOMMON00826T10855064,200SH DFND3,164,20000
AGILENT TECHNOLOGIES INCCOMMON00846U101147,0982,572,090SH DFND12,571,2900800
AGILENT TECHNOLOGIES INCCOMMON00846U1011,25521,949SH DFND1121,94900
AGILENT TECHNOLOGIES INCCOMMON00846U101931,632SH DFND121,63200
AGILENT TECHNOLOGIES INCCOMMON00846U1011,38624,240SH DFND1424,24000
AGILENT TECHNOLOGIES INCCOMMON00846U1012,38441,685SH DFND1541,68500
AGILENT TECHNOLOGIES INCCOMMON00846U1014497,845SH DFND16707,838
AGILENT TECHNOLOGIES INCCOMMON00846U101771,347SH DFND31,1290218
AGILENT TECHNOLOGIES INCCOMMON00846U10187215,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U1013776,600SH DFND76,60000
AGNICO EAGLE MINES LTDCOMMON00847410812,633478,883SH DFND1478,88300
AGNICO EAGLE MINES LTDCOMMON00847410813,165499,066SH DFND1,2499,06600
AGNICO EAGLE MINES LTDCOMMON008474108943,568SH DFND143,56800
AGNICO EAGLE MINES LTDCOMMON0084741082358,922SH DFND2,158,92200
AGNICO EAGLE MINES LTDCOMMON00847410813500SH DFND350000
AGNICO EAGLE MINES LTDCOMMON00847410888433,507SH DFND933,50700
AGNICO EAGLE MINES LTDCOMMON00847410888433,507SH DFND9,10033,507
AGNICO EAGLE MINESCOMMON008474108261,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON00847410831311,850SH DFND1111,85000
AGNICO EAGLE MINESCOMMON00847410876528,984SH DFND1528,98400
AGNICO EAGLE MINESCOMMON00847410814,526550,630SH DFND2550,63000
AGNICO EAGLE MINESCOMMON0084741081365,172SH DFND2,15,17200
AGILYSYS INCCOMMON00847J105715,090SH DFND15,09000
AGILYSYS INCCOMMON00847J10566147,489SH DFND1547,48900
AGILYSYS INCCOMMON00847J1051248,900SH DFND3,18,90000
AGREE REALTY CORPCOMMON00849210010358SH DFND135800
AGREE REALTY CORPCOMMON0084921003,177109,473SH DFND15109,47300
AGRIUM INCCOMMON008916108105,7781,156,622SH DFND11,156,62200
AGRIUM INCCOMMON0089161088899,720SH DFND119,72000
AGRIUM INCCOMMON0089161084865,312SH DFND125,31200
AGRIUM INCCOMMON0089161081051,151SH DFND141,15100
AGRIUM INCCOMMON0089161083,87742,396SH DFND1542,39600
AGRIUM INCCOMMON00891610822,858249,940SH DFND2,1249,94000
AGRIUM INCCOMMON0089161087408,094SH DFND58,09400
AGRIUM INCCOMMON0089161082292,500SH DFND72,50000
AGRIUM INCCOMMON00891610826286SH DFND1428600
AGRIUM INCCOMMON0089161087668,368SH DFND2,158,36800
AIR METHODS CORPCOMMON00912830720,773356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283073,23055,435SH DFND12,10055,435
AIR METHODS CORPCOMMON0091283078,634148,202SH DFND15148,20200
AIR LEASE CORPCOMMON00912X3021,35743,670SH DFND1543,67000
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK016,68712,430,000SH DFND112,430,00000
AIR PRODUCTS & CHEMICALS INCCOMMON009158106104,546935,282SH DFND1935,28200
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,54613,830SH DFND1113,83000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061811,621SH DFND121,62100
AIR PRODUCTS & CHEMICALS INCCOMMON00915810696,192860,544SH DFND14860,54400
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,398119,863SH DFND15119,86300
AIR PRODUCTS & CHEMICALS INCCOMMON0091581066305,636SH DFND35,0990537
AIR PRODUCTS & CHEMICALS INCCOMMON0091581069128,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581063913,500SH DFND73,50000
AIR TRANSPORT SERVICES GROUPCOMMON00922R1051,130139,712SH DFND15139,71200
AIRGAS INCCOMMON0093631024,70742,086SH DFND142,08600
AIRGAS INCCOMMON0093631024814,300SH DFND114,30000
AIRGAS INCCOMMON00936310234308SH DFND1230800
AIRGAS INCCOMMON00936310230,775275,148SH DFND15275,14800
SOUTHWEST AIRLINES (LUV) CVT 5CONVERT00949PAD024,60814,550,000SH DFND10014,550,000
AIXTRON AG-SPONSORED ADRCOMMON0096061045,169355,998SH DFND15355,99800
AKAMAI TECHNOLOGIESCOMMON00971T1014,67098,974SH DFND198,97400
AKAMAI TECHNOLOGIESCOMMON00971T10155411,744SH DFND1111,74400
AKAMAI TECHNOLOGIESCOMMON00971T1012,39550,754SH DFND1250,75400
AKAMAI TECHNOLOGIESCOMMON00971T10184918,000SH DFND1418,00000
AKAMAI TECHNOLOGIESCOMMON00971T101101,7722,157,098SH DFND152,157,09800
AKAMAI TECHNOLOGIESCOMMON00971T101471,000SH DFND16001,000
AKAMAI TECHNOLOGIESCOMMON00971T1019,144193,803SH DFND2193,80300
AKAMAI TECHNOLOGIESCOMMON00971T1018169SH DFND3550114
AKAMAI TECHNOLOGIESCOMMON00971T101931,973SH DFND41,97300
AKAMAI TECHNOLOGIESCOMMON00971T1013828,100SH DFND58,10000
AKORN INCCOMMON00972810638,5801,567,002SH DFND151,567,00200
AKORN INC CVT 3.5 6-1-16CONVERT009728AB211,3704,000,000SH DFND14,000,00000
ALAMO GROUP INCCOMMON0113111075,00682,486SH DFND1582,48600
ALAMOS GOLD INCCOMMON011527108534,373SH DFND2,154,37300
ALAMOS GOLD INCCOMMON0115271088,586708,825SH DFND1,2708,82500
ALAMOS GOLD INCCOMMON01152710825521,081SH DFND1521,08100
ALAMOS GOLD INCCOMMON01152710857647,590SH DFND947,59000
ALAMOS GOLD INCCOMMON01152710857647,590SH DFND9,10047,590
ALASKA AIR GROUP INCCOMMON01165910925,493347,456SH DFND1347,45600
ALASKA AIR GROUP INCCOMMON01165910947641SH DFND1264100
ALASKA AIR GROUP INCCOMMON0116591091,57321,438SH DFND1421,43800
ALASKA AIR GROUP INCCOMMON0116591099,583130,609SH DFND15130,60900
ALASKA COMM SYSTEMS GROUPCOMMON01167P101791373,069SH DFND15373,06900
ALBANY INTL CORP CL ACOMMON0123481081,65846,156SH DFND1546,15600
ALBANY MOLECULAR RESEARCHCOMMON0124231091,513150,100SH DFND194,400055,700
ALBANY MOLECULAR RESEARCHCOMMON01242310928428,174SH DFND1528,17400
ALBANY MOLECULAR RESEARCHCOMMON01242310954454,000SH DFND3,154,00000
ALBEMARLE CORPCOMMON01265310120,750327,338SH DFND1327,33800
ALBEMARLE CORPCOMMON0126531013425,400SH DFND115,40000
ALBEMARLE CORPCOMMON01265310127426SH DFND1242600
ALBEMARLE CORPCOMMON0126531012,03732,134SH DFND1532,13400
ALBEMARLE CORPCOMMON0126531015078,000SH DFND3008,000
ALCOA INCCOMMON013817101211,39819,886,916SH DFND119,682,1170165,499
ALCOA INCCOMMON01381710176071,497SH DFND1171,49700
ALCOA INCCOMMON01381710127826,183SH DFND1226,18300
ALCOA INCCOMMON01381710151348,230SH DFND1448,23000
ALCOA INCCOMMON0138171017,680722,473SH DFND15722,47300
ALCOA INCCOMMON013817101585,452SH DFND34,6100842
ALCOA INCCOMMON01381710172668,252SH DFND568,25200
ALCOA INC 5.25 03-15-14CONVERT013817AT88,2815,000,000SH DFND1005,000,000
ALCATEL-LUCENT ADRCOMMON01390430519343,961SH DFND1543,96100
ALCATEL-LUCENT ADRCOMMON01390430581,911SH DFND16001,911
ALCATEL-LUCENT ADRCOMMON0139043051329SH DFND332900
ALERE INCCOMMON01449J105106,7802,949,723SH DFND12,949,72300
ALERE INCCOMMON01449J10580,1132,213,060SH DFND1,22,213,06000
ALERE INCCOMMON01449J1052837,804SH DFND11,27,80400
ALERE INCCOMMON01449J10532879SH DFND1287900
ALERE INCCOMMON01449J1054,875134,669SH DFND15134,66900
ALERE INCCOMMON01449J10515,480427,624SH DFND2427,62400
ALERE INCCOMMON01449J105942,600SH DFND3002,600
ALERE INCCOMMON01449J1052466,800SH DFND3,16,80000
ALEXANDER'S INCCOMMON014752109283859SH DFND1585900
ALEXANDER'S INCCOMMON01475210999300SH DFND330000
ALEXANDRIA REAL EST EQUITIESCOMMON01527110910,658167,529SH DFND121,1000146,429
ALEXANDRIA REAL EST EQUITIESCOMMON01527110927425SH DFND1242500
ALEXANDRIA REAL EST EQUITIESCOMMON01527110987113,683SH DFND1413,68300
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,15918,211SH DFND1518,21100
ALEXANDRIA REAL EST EQUITIESCOMMON0152711095448,551SH DFND15,18,55100
ALEXANDRIA REAL EST EQUITIESCOMMON015271109230SH DFND33000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715056,325252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT015271505532,100SH DFND4,12,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109107,956812,408SH DFND1811,9080500
ALEXION PHARMACEUTICALS INCCOMMON0153511091,71412,900SH DFND1112,90000
ALEXION PHARMACEUTICALS INCCOMMON0153511097,29454,890SH DFND1254,89000
ALEXION PHARMACEUTICALS INCCOMMON0153511097,59657,165SH DFND12,10057,165
ALEXION PHARMACEUTICALS INCCOMMON0153511093,35625,254SH DFND1425,25400
ALEXION PHARMACEUTICALS INCCOMMON015351109340,5702,562,915SH DFND152,562,91500
ALEXION PHARMACEUTICALS INCCOMMON01535110934255SH DFND2,1525500
ALEXION PHARMACEUTICALS INCCOMMON01535110938287SH DFND3200087
ALEXION PHARMACEUTICALS INCCOMMON0153511098376,300SH DFND56,30000
ALEXION PHARMACEUTICALS INCCOMMON0153511094123,100SH DFND73,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511097976,000SH DFND8,16,00000
ALICO INCCOMMON016230104366SH DFND156600
ALIGN TECHNOLOGY INCCOMMON0162551011552,708SH DFND122,70800
ALIGN TECHNOLOGY INCCOMMON01625510116,308285,412SH DFND15285,41200
ALIGN TECHNOLOGY INCCOMMON01625510157110,000SH DFND310,00000
ALLEGHANY CORPCOMMON0171751004401,100SH DFND111,10000
ALLEGHANY CORPCOMMON0171751002563SH DFND126300
ALLEGHANY CORPCOMMON0171751001,7194,297SH DFND144,29700
ALLEGHANY CORPCOMMON0171751004691,172SH DFND151,17200
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102104,5562,934,503SH DFND12,934,50300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102511,425SH DFND121,42500
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10246513,054SH DFND1413,05400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1027,008196,694SH DFND15196,69400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102381,074SH DFND2,151,07400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1021684,715SH DFND3004,715
ALLEGIANT TRAVEL COCOMMON01748X1021,14310,840SH DFND1410,84000
ALLEGIANT TRAVEL COCOMMON01748X1022,10920,002SH DFND1520,00200
ALLEGIANT TRAVEL COCOMMON01748X102222SH DFND32200
ALLERGAN INCCOMMON018490102106,395957,822SH DFND1957,5220300
ALLERGAN INCCOMMON0184901022,15519,400SH DFND1119,40000
ALLERGAN INCCOMMON01849010272645SH DFND1264500
ALLERGAN INCCOMMON0184901024,17337,565SH DFND12,10037,565
ALLERGAN INCCOMMON0184901023,45031,057SH DFND1431,05700
ALLERGAN INCCOMMON01849010232,082288,818SH DFND15288,81800
ALLERGAN INCCOMMON0184901025,73351,610SH DFND1622,447029,163
ALLERGAN INCCOMMON0184901024,41839,769SH DFND35,280034,489
ALLERGAN INCCOMMON0184901021,38812,495SH DFND512,49500
ALLERGAN INCCOMMON0184901025004,500SH DFND74,50000
ALLETE INCCOMMON01852230015303SH DFND130300
ALLETE INCCOMMON01852230018352SH DFND1235200
ALLETE INCCOMMON0185223005,468109,617SH DFND14109,61700
ALLETE INCCOMMON0185223002,40148,127SH DFND1548,12700
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461012,592213,693SH DFND14213,69300
ALLIANCE DATA SYSTEMS CORPCOMMON018581108162,973619,834SH DFND1619,83400
ALLIANCE DATA SYSTEMS CORPCOMMON018581108116,618443,534SH DFND1,2443,53400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811088413,200SH DFND113,20000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084391,668SH DFND11,21,66800
ALLIANCE DATA SYSTEMS CORPCOMMON01858110849185SH DFND1218500
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,29412,529SH DFND12,112,52900
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,9737,505SH DFND147,50500
ALLIANCE DATA SYSTEMS CORPCOMMON01858110816,72763,618SH DFND1563,61800
ALLIANCE DATA SYSTEMS CORPCOMMON01858110822,46885,452SH DFND1621,307064,145
ALLIANCE DATA SYSTEMS CORPCOMMON01858110827,358104,050SH DFND2104,05000
ALLIANCE DATA SYSTEMS CORPCOMMON01858110860,351229,531SH DFND3199,707029,824
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086312,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083161,200SH DFND71,20000
ALLIANCE HEALTHCARE SERVICECOMMON01860630115600SH DFND160000
ALLIANCE HOLDINGS GP LPCOMMON01861G1002,63644,968SH DFND1544,96800
ALLIANCE HOLDINGS GP LPCOMMON01861G10021354SH DFND1600354
ALLIANCE HOLDINGS GP LPCOMMON01861G1002965,047SH DFND35,04700
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1069,320743,815SH DFND14743,81500
ALLIANCE FIBER OPTIC PRODUCTCOMMON018680306966,406SH DFND156,40600
ALLIANCE NEW YORK MUNI INC CFCOMMON01871410588274,271SH DFND1474,27100
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721031,583518,925SH DFND15518,92500
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721039230,000SH DFND330,00000
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082,74035,588SH DFND1535,58800
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082623,405SH DFND33,40500
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1062,997209,907SH DFND14209,90700
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1065,105357,474SH DFND15357,47400
ALLIANT ENERGY CORPCOMMON0188021083947,638SH DFND117,63800
ALLIANT ENERGY CORPCOMMON018802108631,212SH DFND121,21200
ALLIANT ENERGY CORPCOMMON0188021084,97796,454SH DFND1496,45400
ALLIANT ENERGY CORPCOMMON0188021081,57630,538SH DFND1530,53800
ALLIANT ENERGY CORPCOMMON0188021081182,278SH DFND16002,278
ALLIANT ENERGY CORPCOMMON01880210875514,625SH DFND314,3350290
ALLIANT TECHSYSTEMS INCCOMMON01880410418,748154,080SH DFND1137,480016,600
ALLIANT TECHSYSTEMS INCCOMMON0188041041,39911,500SH DFND1,1211,50000
ALLIANT TECHSYSTEMS INCCOMMON0188041041581,300SH DFND1,51,30000
ALLIANT TECHSYSTEMS INCCOMMON0188041042462,019SH DFND122,01900
ALLIANT TECHSYSTEMS INCCOMMON0188041041,56112,826SH DFND1412,82600
ALLIANT TECHSYSTEMS INCCOMMON0188041045,18042,569SH DFND1542,56900
ALLIANT TECHSYSTEMS INCCOMMON0188041044153,410SH DFND3003,410
ALLIANT TECHSYSTEMS INCCOMMON0188041041,2059,900SH DFND3,19,90000
ALLIANT TECHSYSTEMS INCCOMMON0188041042682,200SH DFND52,20000
ALLIANT TECHSYSTEMS INCCOMMON0188041044,33235,600SH DFND635,60000
ALLIANT TECHSYSTEMS INC CVT 3CONVERT018804AK05,6823,550,000SH DFND1003,550,000
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1017,8411,099,762SH DFND141,099,76200
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10113,2591,859,640SH DFND151,859,64000
ALLIANZGI CONV AND INCOME FUNDCOMMON0188251091,284143,008SH DFND14143,00800
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281034,435456,713SH DFND14456,71300
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291016,826349,669SH DFND14349,66900
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1078,373472,800SH DFND14472,80000
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,072399,339SH DFND15399,33900
ALLIED NEVADA GOLD CORPCOMMON019344100298,177SH DFND148,17700
ALLIED NEVADA GOLD CORPCOMMON0193441005816,426SH DFND1516,42600
ALLIED NEVADA GOLD CORPCOMMON01934410082,182SH DFND32,18200
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10112,650458,169SH DFND1458,16900
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10157220,715SH DFND1520,71500
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1085,323344,324SH DFND15344,32400
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1082,475160,086SH DFND3160,08600
ALLSCRIPT HLTHCARE(MDRX)CVT 14CONVERT01988PAC218,59416,565,000SH DFND116,565,00000
ALLSTATE CORPCOMMON020002101430,0777,885,531SH DFND17,807,398073,633
ALLSTATE CORPCOMMON0200021013005,500SH DFND1,5005,500
ALLSTATE CORPCOMMON0200021012735,000SH DFND1,9005,000
ALLSTATE CORPCOMMON0200021011,65730,378SH DFND1130,37800
ALLSTATE CORPCOMMON0200021013356,140SH DFND126,14000
ALLSTATE CORPCOMMON02000210114,484265,558SH DFND14265,55800
ALLSTATE CORPCOMMON02000210157,0531,046,081SH DFND151,046,08100
ALLSTATE CORPCOMMON020002101951,751SH DFND161,0000751
ALLSTATE CORPCOMMON02000210168712,594SH DFND311,39401,200
ALLSTATE CORPCOMMON0200021015139,400SH DFND3,19,40000
ALLSTATE CORPCOMMON0200021011,62429,781SH DFND529,78100
ALLSTATE CORPCOMMON0200021015,890108,000SH DFND6108,00000
ALLSTATE CORPCOMMON0200021014157,600SH DFND77,60000
ALLSTATE CORPCOMMON0200021011963,600SH DFND8,13,60000
ALMOST FAMILY INCCOMMON02040910815468SH DFND146800
ALMOST FAMILY INCCOMMON0204091081,40243,356SH DFND1543,35600
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10724381SH DFND1538100
ALON USA ENERGY INC.COMMON0205201026,780409,893SH DFND15409,89300
ALON USA ENERGY INC(ALJ)CVT144CONVERT020520AA08,8907,000,000SH DFND17,000,00000
ALON USA PARTNERS LPCOMMON02052T10940624,377SH DFND1224,37700
ALON USA PARTNERS LPCOMMON02052T1097,356441,554SH DFND15441,55400
ALPHA NATURAL RESOURCES INCCOMMON02076X1023,332466,694SH DFND1285,7890180,905
ALPHA NATURAL RESOURCES INCCOMMON02076X102638,777SH DFND128,77700
ALPHA NATURAL RESOURCES INCCOMMON02076X10263088,237SH DFND1488,23700
ALPHA NATURAL RESOURCES INCCOMMON02076X1023,825535,748SH DFND15535,74800
ALPHA NATURAL RESOURCES INCCOMMON02076X10245864,200SH DFND3,164,20000
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE217,10816,500,000SH DFND116,500,00000
ALPHATEC HOLDINGS INCCOMMON02081G10213868,875SH DFND1568,87500
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10315,6902,182,170SH DFND142,182,17000
ALPINE TOTAL DYNAMIC DIVIDEN CCOMMON0210601083,831914,232SH DFND14914,23200
ALTERA CORPORATIONCOMMON021441100155,0154,768,072SH DFND14,768,07200
ALTERA CORPORATIONCOMMON02144110069421,338SH DFND1121,33800
ALTERA CORPORATIONCOMMON0214411003,693113,577SH DFND12113,57700
ALTERA CORPORATIONCOMMON0214411001,89058,134SH DFND12,158,13400
ALTERA CORPORATIONCOMMON0214411002427,451SH DFND147,45100
ALTERA CORPORATIONCOMMON021441100118,4323,642,823SH DFND153,642,82300
ALTERA CORPORATIONCOMMON02144110089927,644SH DFND1614,327013,317
ALTERA CORPORATIONCOMMON0214411005,945182,859SH DFND3142,762040,097
ALTERA CORPORATIONCOMMON0214411002808,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110059,9501,844,004SH DFND61,844,00400
ALTERA CORPORATIONCOMMON0214411002287,000SH DFND77,00000
ALTISOURCE RESIDENTI-CL BCOMMON02153W100401,333SH DFND16001,333
ALTISOURCE RESIDENTI-CL BCOMMON02153W100016SH DFND31600
ALTISOURCE ASSET MANAGEMENTCOMMON02153X10844SH DFND3400
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1061,43942,041SH DFND1542,04100
ALTRIA GROUP INCCOMMON02209S103123,2953,211,655SH DFND13,210,35501,300
ALTRIA GROUP INCCOMMON02209S1035,058131,760SH DFND11131,76000
ALTRIA GROUP INCCOMMON02209S10375219,587SH DFND1219,58700
ALTRIA GROUP INCCOMMON02209S1035,413141,006SH DFND14141,00600
ALTRIA GROUP INCCOMMON02209S10375,4041,964,149SH DFND151,964,14900
ALTRIA GROUP INCCOMMON02209S10368017,714SH DFND168,54409,170
ALTRIA GROUP INCCOMMON02209S1032,94976,816SH DFND362,116014,700
ALTRIA GROUP INCCOMMON02209S1032,74971,599SH DFND571,59900
ALTRIA GROUP INCCOMMON02209S10358,7411,530,117SH DFND61,530,11700
ALTRIA GROUP INCCOMMON02209S10398325,600SH DFND725,60000
ALUMINA LTD- SPONSORED ADRCOMMON022205108287,001SH DFND157,00100
AMARIN CORP PLC ADRCOMMON02311120652,367SH DFND152,36700
AMAZON.COM INCCOMMON023135106345,599866,620SH DFND1866,560060
AMAZON.COM INCCOMMON0231351069,58124,024SH DFND1124,02400
AMAZON.COM INCCOMMON02313510651,336128,729SH DFND12128,72900
AMAZON.COM INCCOMMON0231351062,1305,340SH DFND12,15,34000
AMAZON.COM INCCOMMON02313510614,44936,231SH DFND1436,23100
AMAZON.COM INCCOMMON0231351062,084,4655,226,975SH DFND155,226,97500
AMAZON.COM INCCOMMON0231351061,5763,952SH DFND163,6020350
AMAZON.COM INCCOMMON0231351062,1205,317SH DFND35,1620155
AMAZON.COM INCCOMMON0231351064,89612,276SH DFND512,27600
AMAZON.COM INCCOMMON0231351061,4763,700SH DFND73,70000
AMAZON.COM INCCOMMON02313510610,00725,093SH DFND9,10025,093
AMBAC FINANCIAL GROUP INCCOMMON0231398841747,074SH DFND127,07400
AMBAC FINANCIAL GROUP INCCOMMON0231398841,18948,420SH DFND1548,42000
AMBASSADORS GROUP INCCOMMON0231771085612,080SH DFND112,08000
AMBASSADORS GROUP INCCOMMON02317710812526,893SH DFND1526,89300
AMBASSADORS GROUP INCCOMMON0231771086213,400SH DFND3,113,40000
AMBEV SA-ADRCOMMON02319V1031,144155,591SH DFND14155,59100
AMBEV SA-ADRCOMMON02319V1038,7931,196,353SH DFND151,196,35300
AMBEV SA-ADRCOMMON02319V103283,750SH DFND163,75000
AMBEV SA-ADRCOMMON02319V103253,350SH DFND33,35000
AMBEV SA-ADRCOMMON02319V103517,000SH DFND67,00000
AMBEV SA-ADRCOMMON02319V10328238,430SH DFND6,538,43000
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AMCOL INTERNATIONAL CORPCOMMON02341W1031,14033,552SH DFND1533,55200
AMEDISYS INCCOMMON02343610831121,279SH DFND1421,27900
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AMEDISYS INCCOMMON023436108241,650SH DFND161,65000
AMEDISYS INCCOMMON023436108152SH DFND35200
AMERCO INCCOMMON0235861007853,300SH DFND13,30000
AMERCO INCCOMMON0235861009043,800SH DFND1,5003,800
AMERCO INCCOMMON0235861002,98112,533SH DFND1512,53300
AMEREN CORPORATIONCOMMON0236081028,442233,467SH DFND1232,8670600
AMEREN CORPORATIONCOMMON02360810258116,075SH DFND1116,07500
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AMERESCO INCCOMMON02361E108505,183SH DFND125,18300
AMERESCO INCCOMMON02361E1085,537573,173SH DFND15573,17300
AMERESCO INCCOMMON02361E108101,000SH DFND31,00000
AMERICA MOVIL SAB DE CVCOMMON02364W10537,7731,616,293SH DFND11,616,29300
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AMERICA MOVIL SAB DE CVCOMMON02364W105291,241SH DFND161,24100
AMERICA MOVIL SAB DE CVCOMMON02364W10531,9121,365,501SH DFND21,365,50100
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AMERICA MOVIL SAB DE CVCOMMON02364W1053,281140,413SH DFND6,5140,41300
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AMERICAN AIRLINES GROUP INCCOMMON02376R1021104,354SH DFND124,35400
AMERICAN AIRLINES GROUP INCCOMMON02376R1024,671185,000SH DFND15185,00000
AMERICAN AIRLINES GROUP INCCOMMON02376R10266326,250SH DFND160026,250
AMERICAN APPAREL INCCOMMON02385010012399,761SH DFND1599,76100
AMERICAN APPAREL INCCOMMON023850100050SH DFND160050
AMERICAN ASSETS TRUST INCCOMMON0240131041,98463,110SH DFND153,91009,200
AMERICAN ASSETS TRUST INCCOMMON0240131042,68285,326SH DFND1485,32600
AMERICAN ASSETS TRUST INCCOMMON0240131041,55549,463SH DFND1549,46300
AMERICAN ASSETS TRUST INCCOMMON02401310444314,100SH DFND3,114,10000
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031,04851,270SH DFND1551,27000
AMERICAN AXLE & MFG HOLDINGSCOMMON0240611031296,305SH DFND36,30500
AMERICAN CAMPUS COMMUNITIESCOMMON02483510071,1682,209,507SH DFND1102,209,506
AMERICAN CAMPUS COMMUNITIESCOMMON02483510011341SH DFND1234100
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001123,481SH DFND143,48100
AMERICAN CAMPUS COMMUNITIESCOMMON02483510032310,033SH DFND1510,03300
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AMERICAN CAPITAL AGENCY CORPCOMMON02503X10550025,900SH DFND1125,90000
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AMERICAN CAPITAL AGENCY CORPCOMMON02503X1053,483180,578SH DFND14180,57800
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AMERICAN CAPITAL LTDCOMMON02503Y10368143,543SH DFND1243,54300
AMERICAN CAPITAL LTDCOMMON02503Y10351532,923SH DFND1432,92300
AMERICAN CAPITAL LTDCOMMON02503Y10317,8801,143,199SH DFND151,143,19900
AMERICAN CAPITAL LTDCOMMON02503Y1031429,083SH DFND345608,627
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1041,57590,209SH DFND1490,20900
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1043183SH DFND1518300
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AMERICAN ELECTRIC POWERCOMMON025537101129,2362,764,995SH DFND12,764,0950900
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AMERICAN EAGLE OUTFITTERSCOMMON02553E106231,621SH DFND121,62100
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AMERICAN EXPRESS COMPANYCOMMON025816109208,3782,296,679SH DFND12,296,5790100
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AMPHENOL CORP CL ACOMMON03209510193210,449SH DFND1110,44900
AMPHENOL CORP CL ACOMMON03209510142476SH DFND1247600
AMPHENOL CORP CL ACOMMON0320951016347,105SH DFND147,10500
AMPHENOL CORP CL ACOMMON03209510114,776165,683SH DFND15165,68300
AMPHENOL CORP CL ACOMMON0320951011,01711,408SH DFND165,71105,697
AMPHENOL CORP CL ACOMMON0320951018,48495,131SH DFND366,688028,443
AMPHENOL CORP CL ACOMMON0320951013664,100SH DFND54,10000
AMREIT INCCOMMON03216B2081257,460SH DFND157,46000
AMSURG CORPCOMMON03232P40518,659406,338SH DFND1342,678063,660
AMSURG CORPCOMMON03232P4051413,065SH DFND123,06500
AMSURG CORPCOMMON03232P40550510,988SH DFND1410,98800
AMSURG CORPCOMMON03232P4057,463162,522SH DFND15162,52200
AMSURG CORPCOMMON03232P4051372,981SH DFND2,12,98100
AMSURG CORPCOMMON03232P4052,16047,041SH DFND6,147,04100
AMTECH SYSTEMS INCCOMMON03233250434950,115SH DFND1550,11500
AMTRUST FINANCIAL SERVICESCOMMON03235930934,4291,053,200SH DFND11,053,20000
AMTRUST FINANCIAL SERVICESCOMMON03235930998830,214SH DFND1530,21400
AMYRIS INCCOMMON03236M1016,6271,252,789SH DFND151,252,78900
ANACOR PHARMACEUTICALS INCCOMMON0324201012,605155,257SH DFND15155,25700
ANADARKO PETROLEUM CORPCOMMON032511107403,2925,084,371SH DFND15,036,273038,598
ANADARKO PETROLEUM CORPCOMMON03251110755,251696,558SH DFND1,2696,55800
ANADARKO PETROLEUM CORPCOMMON03251110710,343130,400SH DFND1,500130,400
ANADARKO PETROLEUM CORPCOMMON03251110785710,800SH DFND1,90010,800
ANADARKO PETROLEUM CORPCOMMON0325111072,61232,935SH DFND1132,93500
ANADARKO PETROLEUM CORPCOMMON0325111072433,061SH DFND123,06100
ANADARKO PETROLEUM CORPCOMMON0325111071,34917,007SH DFND1417,00700
ANADARKO PETROLEUM CORPCOMMON03251110716,596209,228SH DFND15209,22800
ANADARKO PETROLEUM CORPCOMMON03251110732,194405,874SH DFND1674,6800331,195
ANADARKO PETROLEUM CORPCOMMON03251110727335SH DFND2,1533500
ANADARKO PETROLEUM CORPCOMMON03251110749,875628,784SH DFND3581,009047,775
ANADARKO PETROLEUM CORPCOMMON0325111071,49918,900SH DFND3,118,90000
ANADARKO PETROLEUM CORPCOMMON0325111072,50831,618SH DFND531,61800
ANADARKO PETROLEUM CORPCOMMON0325111074,20453,000SH DFND653,00000
ANADARKO PETROLEUM CORPCOMMON0325111075396,800SH DFND76,80000
ANADARKO PETROLEUM CORPCOMMON0325111072,30029,000SH DFND8,129,00000
ANADARKO PETROLEUM CORPCOMMON0325111077,82098,590SH DFND9,10098,590
ANADIGICS INCCOMMON03251510812869,572SH DFND1569,57200
ANALOG DEVICES INCCOMMON032654105149,2312,930,115SH DFND12,930,11500
ANALOG DEVICES INCCOMMON0326541051,04520,521SH DFND1120,52100
ANALOG DEVICES INCCOMMON0326541054,51288,602SH DFND1288,60200
ANALOG DEVICES INCCOMMON0326541053,71472,925SH DFND1472,92500
ANALOG DEVICES INCCOMMON032654105180,5103,544,278SH DFND153,544,27800
ANALOG DEVICES INCCOMMON0326541051833,600SH DFND16003,600
ANALOG DEVICES INCCOMMON03265410511,388223,606SH DFND2223,60600
ANALOG DEVICES INCCOMMON0326541053025,938SH DFND35,93800
ANALOG DEVICES INCCOMMON03265410565712,906SH DFND512,90600
ANALOG DEVICES INCCOMMON0326541053066,000SH DFND76,00000
ANALOGIC CORPCOMMON03265720710115SH DFND111500
ANALOGIC CORPCOMMON0326572073,42638,684SH DFND1538,68400
ANALOGIC CORPCOMMON03265720784945SH DFND300945
ANAREN INCCOMMON0327441041,00635,947SH DFND1535,94700
ANDERSONS INC - THECOMMON0341641035085,700SH DFND1005,700
ANDERSONS INC - THECOMMON0341641032492,794SH DFND122,79400
ANDERSONS INC - THECOMMON03416410312,939145,106SH DFND15145,10600
ANDERSONS INC - THECOMMON03416410318200SH DFND3,120000
ANGIES LIST INCCOMMON03475410166143,658SH DFND1543,65800
ANGIODYNAMICS INCCOMMON03475V10142324,626SH DFND1524,62600
ANGIODYNAMICS INCCOMMON03475V101623,640SH DFND3003,640
ANGLOGOLD ASHANTI LTD ADRCOMMON035128206726,107SH DFND146,10700
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108129,7751,219,006SH DFND11,219,00600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,17211,009SH DFND11,211,00900
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,35212,699SH DFND1512,69900
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108115,9181,088,845SH DFND21,088,84500
ANIKA THERAPEUTICS INCCOMMON035255108932,430SH DFND12,43000
ANIKA THERAPEUTICS INCCOMMON0352551083,72997,729SH DFND1597,72900
ANIKA THERAPEUTICS INCCOMMON03525510831800SH DFND3,180000
ANIXTER INTERNATIONAL INCCOMMON03529010514155SH DFND115500
ANIXTER INTERNATIONAL INCCOMMON03529010534381SH DFND1238100
ANIXTER INTERNATIONAL INCCOMMON0352901055,91865,872SH DFND1565,87200
ANIXTER INTERNATIONAL INCCOMMON0352901051451,615SH DFND3001,615
ANN INCCOMMON03562310720539SH DFND1253900
ANN INCCOMMON03562310785323,345SH DFND1423,34500
ANN INCCOMMON0356231074,530123,911SH DFND15123,91100
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104095,088510,378SH DFND1510,37800
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040963163,300SH DFND1163,30000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040913713,697SH DFND1213,69700
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104099,171919,841SH DFND15919,84100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040910960SH DFND1600960
ANNALY CAPITAL MANAGEMENT INCCOMMON035710409959,519SH DFND38,6060913
ANNALY CAPITAL MANAGMNT CVT 5.CONVERT035710AB811,00410,875,000SH DFND110,875,00000
ANNIES INCCOMMON03600T1047,412172,222SH DFND1172,22200
ANNIES INCCOMMON03600T1042,39055,537SH DFND1555,53700
ANSYS INCCOMMON03662Q10548,544556,692SH DFND1556,69200
ANSYS INCCOMMON03662Q1055326,100SH DFND116,10000
ANSYS INCCOMMON03662Q10520230SH DFND1223000
ANSYS INCCOMMON03662Q10598811,327SH DFND1411,32700
ANSYS INCCOMMON03662Q10523,293267,118SH DFND15267,11800
ANSYS INCCOMMON03662Q10598811,329SH DFND165,67705,652
ANSYS INCCOMMON03662Q1056,99980,263SH DFND359,167021,096
ANSYS INCCOMMON03662Q105871,000SH DFND71,00000
ANTARES PHARMA INCCOMMON0366421061,238277,000SH DFND1600277,000
ANTERO RESOURCES CORPCOMMON03674X106457SH DFND35700
ANWORTH MORTGAGE ASSET CORPCOMMON037347101102,393SH DFND122,39300
ANWORTH MORTGAGE ASSET CORPCOMMON0373471015,7061,355,429SH DFND151,355,42900
APA JAN14 90 CALLOPTION037411105210,000SHCallDFND310,00000
APA APR14 95 CALLOPTION0374111051110,000SHCallDFND310,00000
APA JAN14 92.5 CALLOPTION037411105110,000SHCallDFND310,00000
APACHE CORPCOMMON037411105297,4823,461,513SH DFND13,455,10906,404
APACHE CORPCOMMON03741110556,595658,537SH DFND1,2658,53700
APACHE CORPCOMMON0374111052803,263SH DFND1,63,26300
APACHE CORPCOMMON0374111052,18825,456SH DFND1125,45600
APACHE CORPCOMMON0374111052,98534,731SH DFND1234,73100
APACHE CORPCOMMON0374111052,60130,263SH DFND1430,26300
APACHE CORPCOMMON03741110534,009395,735SH DFND15395,73500
APACHE CORPCOMMON03741110530,552355,509SH DFND1681,7730273,736
APACHE CORPCOMMON0374111052152,500SH DFND22,50000
APACHE CORPCOMMON03741110542,218491,244SH DFND3456,879034,365
APACHE CORPCOMMON0374111051,16913,600SH DFND513,60000
APACHE CORPCOMMON03741110584,609984,508SH DFND6984,50800
APACHE CORPCOMMON0374111054815,600SH DFND75,60000
APACHE CORPCOMMON0374111058,01093,209SH DFND9,10093,209
APARTMENT INVT & MGMT CO CL ACOMMON03748R1014,360168,282SH DFND1168,28200
APARTMENT INVT & MGMT CO CL ACOMMON03748R101321,216SH DFND121,21600
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012,849109,974SH DFND14109,97400
APARTMENT INVT & MGMT CO CL ACOMMON03748R10175329,068SH DFND1529,06800
APARTMENT INVT & MGMT CO CL ACOMMON03748R10145917,706SH DFND15,117,70600
APARTMENT INVT & MGMT CO CL ACOMMON03748R10112477SH DFND32200257
APOGEE ENTERPRISES INCCOMMON03759810929,887832,273SH DFND1701,7880130,485
APOGEE ENTERPRISES INCCOMMON0375981094,821134,258SH DFND15134,25800
APOGEE ENTERPRISES INCCOMMON0375981092256,260SH DFND2,16,26000
APOGEE ENTERPRISES INCCOMMON0375981098225SH DFND300225
APOGEE ENTERPRISES INCCOMMON0375981093,40694,846SH DFND6,194,84600
APOLLO EDUCATION GROUP INCCOMMON037604105903,300SH DFND1003,300
APOLLO EDUCATION GROUP INCCOMMON0376041052679,783SH DFND129,78300
APOLLO EDUCATION GROUP INCCOMMON03760410543715,993SH DFND1415,99300
APOLLO EDUCATION GROUP INCCOMMON0376041057,230264,647SH DFND15264,64700
APOLLO EDUCATION GROUP INCCOMMON0376041053101SH DFND300101
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230682326,036SH DFND1226,03600
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230613,846438,033SH DFND15438,03300
APOLLO INVESTMENT CORP CFCOMMON03761U1061,407165,980SH DFND132,8800133,100
APOLLO INVESTMENT CORP CFCOMMON03761U10629334,589SH DFND1234,58900
APOLLO INVESTMENT CORP CFCOMMON03761U1061,778209,787SH DFND14209,78700
APOLLO INVESTMENT CORP CFCOMMON03761U10613,4701,589,355SH DFND151,589,35500
APOLLO INVESTMENT CORP CFCOMMON03761U1067821SH DFND382100
APOLLO INVESTMENT CORP CFCOMMON03761U10621425,200SH DFND3,125,20000
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,8775,525,000SH DFND1005,525,000
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10544727,486SH DFND1527,48600
APOLLO SENIOR FLOATING RATE FUCOMMON0376361079,718536,930SH DFND14536,93000
APOLLO SENIOR FLOATING RATE FUCOMMON03763610754330,000SH DFND930,00000
APOLLO TACTICAL INCOME FUNDCOMMON0376381031,78899,350SH DFND1599,35000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10282455,756SH DFND1455,75600
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1021359,109SH DFND159,10900
APPLE INCCOMMON0378331001,013,1421,805,893SH DFND11,794,14208,913
APPLE INCCOMMON03783310021,59938,500SH DFND1,50038,500
APPLE INCCOMMON0378331001,7953,200SH DFND1,9003,200
APPLE INCCOMMON0378331005,0499,000SH DFND109,00000
APPLE INCCOMMON03783310033,55659,812SH DFND1159,81200
APPLE INCCOMMON037833100142,669254,303SH DFND12254,30300
APPLE INCCOMMON0378331006,10010,873SH DFND12,110,87300
APPLE INCCOMMON0378331009,51516,961SH DFND1416,96100
APPLE INCCOMMON0378331005,737,39810,226,727SH DFND1510,226,72700
APPLE INCCOMMON037833100183,613327,284SH DFND16114,4660212,818
APPLE INCCOMMON03783310092,903165,596SH DFND2165,59600
APPLE INCCOMMON0378331001,6762,987SH DFND2,12,98700
APPLE INCCOMMON037833100126,073224,721SH DFND3199,186025,535
APPLE INCCOMMON0378331003,1645,639SH DFND3,15,63900
APPLE INCCOMMON0378331002,4854,430SH DFND44,43000
APPLE INCCOMMON03783310018,70433,340SH DFND533,34000
APPLE INCCOMMON03783310016,55029,500SH DFND629,50000
APPLE INCCOMMON0378331004,2087,500SH DFND77,50000
APPLE INCCOMMON0378331004,1477,392SH DFND8,17,39200
APPLE INCCOMMON03783310012,98123,139SH DFND9,10023,139
APPLIED INDUSTRIAL TECH INCCOMMON03820C10511234SH DFND123400
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053687,503SH DFND147,50300
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053,35768,382SH DFND1568,38200
APPLIED MATERIALS INCCOMMON038222105611,01334,559,560SH DFND134,509,089050,471
APPLIED MATERIALS INCCOMMON0382221051,39979,138SH DFND1179,13800
APPLIED MATERIALS INCCOMMON0382221056,129346,667SH DFND12346,66700
APPLIED MATERIALS INCCOMMON0382221051,59490,167SH DFND12,190,16700
APPLIED MATERIALS INCCOMMON03822210525,5621,445,817SH DFND141,445,81700
APPLIED MATERIALS INCCOMMON038222105272,86215,433,376SH DFND1515,433,37600
APPLIED MATERIALS INCCOMMON038222105422,400SH DFND162,0000400
APPLIED MATERIALS INCCOMMON0382221051448,143SH DFND37,9000243
APPLIED MATERIALS INCCOMMON0382221051086,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210553530,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON03822210537020,900SH DFND720,90000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40623517,543SH DFND1517,54300
APTARGROUP INCCOMMON03833610328416SH DFND1241600
APTARGROUP INCCOMMON0383361032,38335,144SH DFND1535,14400
APTARGROUP INCCOMMON0383361031402,060SH DFND162,06000
APTARGROUP INCCOMMON03833610337545SH DFND300545
APPROACH RESOURCES INCCOMMON03834A1031,42573,809SH DFND1573,80900
AQUA AMERICA INCCOMMON03836W103943,965SH DFND123,96500
AQUA AMERICA INCCOMMON03836W1031,35257,310SH DFND1457,31000
AQUA AMERICA INCCOMMON03836W10342,8351,815,828SH DFND151,815,82800
ARABIAN AMERICAN DEVELOPMENTCOMMON0384651005408SH DFND1540800
ARBOR REALTY TRUST INCCOMMON03892310829744,650SH DFND144,65000
ARBOR REALTY TRUST INCCOMMON03892310833049,513SH DFND1549,51300
ARBOR REALTY TRUST INCCOMMON03892310834351,500SH DFND3,151,50000
ARCH COAL INCCOMMON039380100368,077SH DFND128,07700
ARCH COAL INCCOMMON03938010017038,247SH DFND1438,24700
ARCH COAL INCCOMMON0393801002,417543,221SH DFND15543,22100
ARCELORMITTAL NY REGISTEREDCOMMON03938L10427315,328SH DFND1515,32800
ARCELORMITTAL 5.0 CVT 05-15-14CONVERT03938LAK025,29725,000,000SH DFND10025,000,000
ARCHER-DANIELS-MIDLAND COCOMMON039483102403,8869,306,139SH DFND19,144,5530123,386
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,31176,300SH DFND1,1276,30000
ARCHER-DANIELS-MIDLAND COCOMMON03948310213,793317,800SH DFND1,54,2000313,600
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,87943,300SH DFND1,90043,300
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,88343,381SH DFND1143,38100
ARCHER-DANIELS-MIDLAND COCOMMON0394831023788,701SH DFND11,152208,179
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,12972,105SH DFND1272,10500
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,976137,705SH DFND14137,70500
ARCHER-DANIELS-MIDLAND COCOMMON03948310252,3311,205,773SH DFND151,205,77300
ARCHER-DANIELS-MIDLAND COCOMMON03948310232732SH DFND36000132
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,30376,100SH DFND3,176,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,753132,553SH DFND5132,55300
ARCHER-DANIELS-MIDLAND COCOMMON03948310242,970990,100SH DFND6990,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,618106,400SH DFND7106,40000
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,52081,100SH DFND8,181,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,17050,000SH DFND950,00000
ARCHER DANIELS 0.875 02-15-14CONVERT039483AW211,58610,950,000SH DFND10010,950,000
ARCTIC CAT INCCOMMON0396701044808,424SH DFND148,42400
ARCTIC CAT INCCOMMON0396701042,29540,276SH DFND1540,27600
ARDEN GROUP INC -CL ACOMMON039762109537SH DFND153700
ARENA PHARMACEUTICALS INCCOMMON0400471027,1391,220,356SH DFND151,220,35600
ARGAN INCCOMMON04010E1092338,440SH DFND18,44000
ARGAN INCCOMMON04010E10916567SH DFND1556700
ARGAN INCCOMMON04010E10932011,600SH DFND3,111,60000
ARES CAPITAL CORPCOMMON04010L10381846,019SH DFND1246,01900
ARES CAPITAL CORPCOMMON04010L1035,219293,701SH DFND14293,70100
ARES CAPITAL CORPCOMMON04010L10321,0701,185,705SH DFND151,185,70500
ARES CAPITAL CORPCOMMON04010L1039490SH DFND1600490
ARES CAPITAL CORPCOMMON04010L1031,15364,878SH DFND364,0500828
ARES CAP CORP CVT 5.75 144A 02CONVERT04010LAA119,84118,425,000SH DFND16,000,000012,425,000
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB910,97910,195,000SH DFND15,895,00004,300,000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8561,740,000SH DFND1001,740,000
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,2595,000,000SH DFND1005,000,000
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ25,2785,000,000SH DFND1005,000,000
ARES COMMERCIAL REAL ESTATECOMMON04013V10813710,481SH DFND1510,48100
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1021,53185,144SH DFND1585,14400
ARIAD PHARMACEUTICALS INCCOMMON04033A1005723SH DFND1572300
ARIAD PHARMACEUTICALS INCCOMMON04033A1001150SH DFND315000
ARKANSAS BEST CORPCOMMON0407901074,289127,360SH DFND181,460045,900
ARKANSAS BEST CORPCOMMON0407901071965,805SH DFND125,80500
ARKANSAS BEST CORPCOMMON0407901078,292246,196SH DFND15246,19600
ARKANSAS BEST CORPCOMMON0407901071,52245,200SH DFND3,145,20000
ARLINGTON ASSET INVESTMENT-ACOMMON04135620537414,169SH DFND1514,16900
ARM HOLDINGS PLC ADRCOMMON0420681065,10793,318SH DFND193,31800
ARM HOLDINGS PLC ADRCOMMON04206810656810,375SH DFND12,110,37500
ARM HOLDINGS PLC ADRCOMMON0420681063,74268,374SH DFND1568,37400
ARMOUR RESIDENTIAL REIT INCCOMMON04231510116741,691SH DFND1541,69100
ARMSTRONG WORLD INDUSTRIESCOMMON04247X10223407SH DFND1240700
ARMSTRONG WORLD INDUSTRIESCOMMON04247X10260810,562SH DFND1510,56200
ARQULE INCCOMMON04269E107290134,871SH DFND15134,87100
ARQULE INCCOMMON04269E1075425,000SH DFND325,00000
ARRAY BIOPHARMA INCCOMMON04269X10519438,684SH DFND338,68400
ARRAY BIO INC SR(ARRY)CVT 3.0CONVERT04269XAA33,1163,000,000SH DFND13,000,00000
ARRIS GROUP INCCOMMON04270V106104,8074,305,956SH DFND14,081,7410224,215
ARRIS GROUP INCCOMMON04270V1062,40898,943SH DFND12,198,94300
ARRIS GROUP INCCOMMON04270V10690036,961SH DFND1436,96100
ARRIS GROUP INCCOMMON04270V1069,286381,495SH DFND15381,49500
ARRIS GROUP INCCOMMON04270V10624810,194SH DFND2,110,19400
ARRIS GROUP INCCOMMON04270V1063,997164,204SH DFND6,1164,20400
ARROW ELECTRONICS INCCOMMON0427351003616,646SH DFND116,64600
ARROW ELECTRONICS INCCOMMON0427351001492,738SH DFND122,73800
ARROW ELECTRONICS INCCOMMON0427351005029,251SH DFND149,25100
ARROW ELECTRONICS INCCOMMON04273510011,786217,258SH DFND15217,25800
ARROW ELECTRONICS INCCOMMON042735100347SH DFND30047
ARROW FINANCIAL CORPCOMMON04274410227010,152SH DFND1510,15200
ARROWHEAD RESEARCH CORPCOMMON04279720961056,181SH DFND1556,18100
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081335,787SH DFND155,78700
ARTHROCARE CORPCOMMON04313610046011,434SH DFND1511,43400
ARTHROCARE CORPCOMMON043136100822,040SH DFND3002,040
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1088,052123,515SH DFND1103,963019,552
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1081101,685SH DFND151,68500
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10859899SH DFND2,189900
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108581SH DFND30081
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10896114,748SH DFND6,114,74800
ARUBA NETWORKS INCCOMMON04317610697954,675SH DFND1554,67500
ASBURY AUTOMOTIVE GROUPCOMMON0434361044,44982,791SH DFND1582,79100
ASCENA RETAIL GROUP INCCOMMON04351G10193,3564,411,914SH DFND14,411,91400
ASCENA RETAIL GROUP INCCOMMON04351G10119897SH DFND1289700
ASCENA RETAIL GROUP INCCOMMON04351G10187941,529SH DFND1441,52900
ASCENA RETAIL GROUP INCCOMMON04351G10154425,713SH DFND1525,71300
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IPATH S&P 500 VIX SHORT-TERM FCOMMON06742E71102SH DFND3200
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BERKLEY (WR) CORPCOMMON08442310248111,083SH DFND160011,083
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BERKSHIRE HATHAWAY INC CL ACOMMON084670108163,490919SH DFND191900
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BERKSHIRE HATHAWAY INC CL ACOMMON0846701086,40436SH DFND163402
BERKSHIRE HATHAWAY INC CL ACOMMON08467010812,09768SH DFND36701
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BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,53721,400SH DFND3,121,40000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028146,864SH DFND46,86400
BERKSHIRE HATHAWAY INC CL BCOMMON0846707025,72648,300SH DFND548,30000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,20518,600SH DFND618,60000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,30411,000SH DFND711,00000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,11017,800SH DFND8,117,80000
BERKSHIRE HILLS BANCORP INCCOMMON08468010757321,023SH DFND1521,02300
BERRY PLASTICS GROUP INCCOMMON08579W10344,2481,859,949SH DFND11,859,94900
BERRY PLASTICS GROUP INCCOMMON08579W1031,97382,934SH DFND1582,93400
BERRY PLASTICS GROUP INCCOMMON08579W10378032,778SH DFND1617,514015,264
BERRY PLASTICS GROUP INCCOMMON08579W1035,333224,161SH DFND3175,342048,819
BEST BUY COMPANY INCCOMMON086516101134,8633,381,723SH DFND13,243,2230102,400
BEST BUY COMPANY INCCOMMON08651610111,573290,200SH DFND1,53,6000286,600
BEST BUY COMPANY INCCOMMON0865161011,68342,200SH DFND1,90042,200
BEST BUY COMPANY INCCOMMON08651610172018,066SH DFND1118,06600
BEST BUY COMPANY INCCOMMON08651610146411,623SH DFND1211,62300
BEST BUY COMPANY INCCOMMON08651610183821,012SH DFND1421,01200
BEST BUY COMPANY INCCOMMON08651610127,687694,261SH DFND15694,26100
BEST BUY COMPANY INCCOMMON086516101761,901SH DFND31,7050196
BEST BUY COMPANY INCCOMMON0865161012,83971,200SH DFND3,171,20000
BEST BUY COMPANY INCCOMMON0865161013,46886,953SH DFND586,95300
BEST BUY COMPANY INCCOMMON08651610123,452588,069SH DFND6588,06900
BEST BUY COMPANY INCCOMMON0865161013077,700SH DFND77,70000
BEST BUY COMPANY INCCOMMON0865161012,86771,900SH DFND8,171,90000
BHP LTD-ADRCOMMON0886061081,62823,877SH DFND123,87700
BHP LTD-ADRCOMMON08860610820286SH DFND1428600
BHP LTD-ADRCOMMON08860610826,485388,342SH DFND15388,34200
BHP LTD-ADRCOMMON0886061082,94143,130SH DFND1620,700022,430
BHP LTD-ADRCOMMON088606108951,395SH DFND31,39500
BIG 5 SPORTING GOODS CORPCOMMON08915P1011,02851,856SH DFND1551,85600
BIG LOTS INCCOMMON08930210331970SH DFND1297000
BIG LOTS INCCOMMON0893021031,07033,122SH DFND1433,12200
BIG LOTS INCCOMMON0893021033,377104,570SH DFND15104,57000
BIGLARI HOLDINGS INCCOMMON08986R1011427SH DFND12700
BIGLARI HOLDINGS INCCOMMON08986R101198391SH DFND1239100
BIGLARI HOLDINGS INCCOMMON08986R1018,41816,615SH DFND1516,61500
BIO-RAD LABORATORIES -CL BCOMMON09057210801SH DFND12100
BIO-RAD LABORATORIES -CL BCOMMON090572108652SH DFND155200
BIO RAD LABORATORIES CL ACOMMON09057220720,852168,693SH DFND1142,158026,535
BIO RAD LABORATORIES CL ACOMMON09057220715121SH DFND1212100
BIO RAD LABORATORIES CL ACOMMON0905722072121,716SH DFND141,71600
BIO RAD LABORATORIES CL ACOMMON0905722076245,046SH DFND155,04600
BIO RAD LABORATORIES CL ACOMMON0905722071561,263SH DFND2,11,26300
BIO RAD LABORATORIES CL ACOMMON09057220758470SH DFND300470
BIO RAD LABORATORIES CL ACOMMON0905722072,46519,944SH DFND6,119,94400
BIO-REFERENCE LABS INCCOMMON09057G602682,652SH DFND142,65200
BIO-REFERENCE LABS INCCOMMON09057G6021,90974,737SH DFND1574,73700
BIO-REFERENCE LABS INCCOMMON09057G60211450SH DFND300450
BIOCRYST PHARMACEUTICALS INCCOMMON09058V10312516,446SH DFND316,44600
BIODELIVERY SCIENCES INTERNATICOMMON09060J106600101,810SH DFND15101,81000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G101125,6791,786,481SH DFND11,786,48100
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1016479,200SH DFND119,20000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015,03171,508SH DFND12,10071,508
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015748,160SH DFND158,16000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G101225SH DFND30025
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE19,7999,250,000SH DFND19,250,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF88,8548,280,000SH DFND18,280,00000
BIOGEN IDEC INCCOMMON09062X103163,605585,197SH DFND1584,6470550
BIOGEN IDEC INCCOMMON09062X1032941,050SH DFND1,9001,050
BIOGEN IDEC INCCOMMON09062X1033081,100SH DFND101,10000
BIOGEN IDEC INCCOMMON09062X1034,35715,586SH DFND1115,58600
BIOGEN IDEC INCCOMMON09062X10318,65466,723SH DFND1266,72300
BIOGEN IDEC INCCOMMON09062X1037,88028,186SH DFND12,10028,186
BIOGEN IDEC INCCOMMON09062X1031,2334,410SH DFND144,41000
BIOGEN IDEC INCCOMMON09062X103820,1472,933,580SH DFND152,933,58000
BIOGEN IDEC INCCOMMON09062X1031,3354,777SH DFND1657504,202
BIOGEN IDEC INCCOMMON09062X1039243,306SH DFND31,00302,303
BIOGEN IDEC INCCOMMON09062X1033,47112,414SH DFND412,41400
BIOGEN IDEC INCCOMMON09062X1032,4048,600SH DFND58,60000
BIOGEN IDEC INCCOMMON09062X1032,2097,900SH DFND67,90000
BIOGEN IDEC INCCOMMON09062X1031,0343,700SH DFND73,70000
BIOMED REALTY TRUST INCCOMMON09063H10787,0544,804,307SH DFND1331,09704,473,210
BIOMED REALTY TRUST INCCOMMON09063H107211,162SH DFND121,16200
BIOMED REALTY TRUST INCCOMMON09063H10788748,960SH DFND1548,96000
BIOMED REALTY TRUST INCCOMMON09063H10741522,896SH DFND15,122,89600
BIOMED REALTY TRUST INCCOMMON09063H1079490SH DFND31400350
BIOMED REALTY TRUST INCCOMMON09063H107915,000SH DFND4,15,00000
BIOMED REALTY LP CVT 3.75 01-1CONVERT09064AAB75,6345,000,000SH DFND1005,000,000
BIOTELEMETRY INCCOMMON09067210610413,148SH DFND1513,14800
BIOSCRIP INCCOMMON09069N10831943,083SH DFND1543,08300
BITAUTO HOLDINGS LTD ADRCOMMON0917271072,49778,128SH DFND1578,12800
BJ'S RESTAURANTS INCCOMMON09180C1061,23639,796SH DFND1539,79600
BLACK BOX CORPORATIONCOMMON0918261072,47683,099SH DFND1583,09900
BLACK BOX CORPORATIONCOMMON091826107772,585SH DFND3002,585
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,413172,857SH DFND14172,85700
BLACK DIAMOND INCCOMMON09202G10116011,982SH DFND1511,98200
BLACK HILLS CORPCOMMON09211310924455SH DFND1245500
BLACK HILLS CORPCOMMON0921131091,36525,996SH DFND1525,99600
BLACKBAUD INCCOMMON09227Q1005,892156,507SH DFND15156,50700
BLACKBAUD INCCOMMON09227Q10010275SH DFND300275
BLACKBERRY LTDCOMMON09228F10324232,564SH DFND1132,56400
BLACKBERRY LTDCOMMON09228F1032301SH DFND1230100
BLACKBERRY LTDCOMMON09228F10341455,628SH DFND1555,62800
BLACKBERRY LTDCOMMON09228F10372797,825SH DFND2,197,82500
BLACKBERRY LTDCOMMON09228F10316722,400SH DFND522,40000
BLACKBERRY LTDCOMMON09228F103999134,208SH DFND2,15134,20800
BLACKBERRY LTDCOMMON09228F10314118,978SH DFND418,97800
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,568264,772SH DFND14264,77200
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,342241,453SH DFND15241,45300
BLACKROCK INS MUNI INCOME TR CCOMMON0924791044,640365,923PRN DFND14365,92300
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1053,342234,715SH DFND14234,71500
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,143485,016PRN DFND14485,01600
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,632406,170PRN DFND15406,17000
BLACKROCK INCCOMMON09247X10115,97250,470SH DFND150,2300240
BLACKROCK INCCOMMON09247X1012,7858,800SH DFND118,80000
BLACKROCK INCCOMMON09247X101240758SH DFND1275800
BLACKROCK INCCOMMON09247X10115,98450,508SH DFND1450,50800
BLACKROCK INCCOMMON09247X10113,56042,848SH DFND1542,84800
BLACKROCK INCCOMMON09247X10123,50474,269SH DFND1612,422061,847
BLACKROCK INCCOMMON09247X10136113SH DFND2,1511300
BLACKROCK INCCOMMON09247X10135,002110,602SH DFND399,789010,812
BLACKROCK INCCOMMON09247X1011,5514,900SH DFND54,90000
BLACKROCK INCCOMMON09247X1012,0576,500SH DFND66,50000
BLACKROCK INCCOMMON09247X1015381,700SH DFND71,70000
BLACKROCK UTILITY AND INFRAS CCOMMON09248D1044,107229,831SH DFND14229,83100
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E1022,552186,553SH DFND14186,55300
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F10919515,348SH DFND1415,34800
BLACKROCK NEW YORK MUNI INC CECOMMON09248L10657946,507SH DFND1446,50700
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10952243,009SH DFND1443,00900
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1001,60984,018SH DFND1484,01800
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1006,626346,023SH DFND15346,02300
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,376184,505PRN DFND14184,50500
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,145166,576PRN DFND15166,57600
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1043,130228,295SH DFND14228,29500
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10140330,486SH DFND1430,48600
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P10653342,540SH DFND1442,54000
BLACKROCK NEW YORK MUN II CEFCOMMON09249R10296576,269SH DFND1476,26900
BLACKROCK NY INS MUN INC TR CECOMMON09249U10547138,985PRN DFND1438,98500
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,891752,956SH DFND14752,95600
BLACKROCK LTD DURATION INC CFCOMMON09249W1013,045177,843SH DFND15177,84300
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X1096,873436,378SH DFND14436,37800
BLACKROCK GLOBAL OPP EQTY TRCOMMON09250110514,479967,881SH DFND14967,88100
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,282486,788SH DFND15486,78800
BLACKROCK CREDIT ALLOCATION INCOMMON09250810027020,665SH DFND1420,66500
BLACKROCK CREDIT ALLOCATION INCOMMON09250810010,067770,831SH DFND15770,83100
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1035,406530,017SH DFND14530,01700
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U10110,993452,392SH DFND14452,39200
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1015,002205,825SH DFND15205,82500
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W10725700SH DFND1470000
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,12131,621SH DFND1531,62100
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10410,5321,326,456SH DFND141,326,45600
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10410,0601,266,995SH DFND151,266,99500
BLACKROCK INTERNATIONAL GROW CCOMMON0925241079,5501,174,645SH DFND141,174,64500
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,224765,509SH DFND15765,50900
BLACKROCK KELSO CAPITAL CORPCOMMON09253310814715,724SH DFND1215,72400
BLACKROCK KELSO CAPITAL CORPCOMMON09253310818019,257SH DFND1419,25700
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,527270,886SH DFND15270,88600
BLACKROCK KELSO CAPITAL CORPCOMMON092533108192,000SH DFND3002,000
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10472750,171SH DFND1450,17100
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10989166,709SH DFND1466,70900
BLACKROCK MUNIVEST FUND CEFCOMMON09253R10536841,346SH DFND1441,34600
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T10122616,217SH DFND1416,21700
BLACKSTONE GROUP LP-THECOMMON09253U1081,53348,669SH DFND1248,66900
BLACKSTONE GROUP LP-THECOMMON09253U1085,989190,120SH DFND15190,12000
BLACKSTONE GROUP LP-THECOMMON09253U10878825,000SH DFND1625,00000
BLACKSTONE GROUP LP-THECOMMON09253U108541,700SH DFND31,70000
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10472856,788SH DFND1456,78800
BLACKROCK MUNI INTERM DURATI CCOMMON09253X10238427,609SH DFND1427,60900
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1006,944667,666SH DFND14667,66600
BLACKROCK MUNIHOLDINGS QUALI CCOMMON09254A1011,681141,709SH DFND14141,70900
BLACKROCK REAL ASSET EQUITY CECOMMON09254B10911,8541,360,940SH DFND141,360,94000
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1093,505402,421SH DFND15402,42100
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C10767355,687SH DFND1455,68700
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1033,176250,861PRN DFND14250,86100
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1002,608185,456SH DFND14185,45600
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,194530,349SH DFND14530,34900
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,684145,816SH DFND14145,81600
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1072,217167,679SH DFND14167,67900
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1053,206232,660SH DFND14232,66000
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1032,567188,210SH DFND14188,21000
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1081,919153,268SH DFND14153,26800
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1046,977508,551SH DFND14508,55100
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C10684667,743SH DFND1467,74300
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E10296079,454SH DFND1479,45400
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10939029,656SH DFND1429,65600
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K1081,11279,735PRN DFND1479,73500
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10868949,390PRN DFND1549,39000
BLACKROCK CORPORATE HY FD VI CCOMMON09255P1077,548620,224SH DFND14620,22400
BLACKROCK CORPORATE HY FD VI CCOMMON09255P1079,375770,333SH DFND15770,33300
BLACKROCK DEFINED OPPORTUNIT CCOMMON09255Q1052,565188,489SH DFND14188,48900
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1031,940486,217SH DFND14486,21700
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1032,678671,296SH DFND15671,29600
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1004,615315,913SH DFND14315,91300
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1002,654181,672SH DFND15181,67200
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10912,228894,501SH DFND14894,50100
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1094,207307,770SH DFND15307,77000
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1054,247225,298SH DFND14225,29800
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1088,087697,767SH DFND14697,76700
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1023,835214,611SH DFND14214,61100
BLACKSTONE/GSO STRATEGIC CCOMMON09257R10111,725658,698SH DFND14658,69800
BLACKSTONE/GSO STRATEGIC CCOMMON09257R1013,940221,339SH DFND15221,33900
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10061422,630SH DFND122,63000
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10046016,961SH DFND1516,96100
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10098836,400SH DFND3,136,40000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1073,828223,707PRN DFND15223,70700
BLOCK H & R INCCOMMON09367110526,812923,289SH DFND1907,639012,150
BLOCK H & R INCCOMMON0936711058,099278,900SH DFND1,500278,900
BLOCK H & R INCCOMMON0936711051284,400SH DFND1,9004,400
BLOCK H & R INCCOMMON09367110551917,879SH DFND1117,87900
BLOCK H & R INCCOMMON093671105571,969SH DFND121,96900
BLOCK H & R INCCOMMON0936711052,34880,843SH DFND1480,84300
BLOCK H & R INCCOMMON09367110512,567432,748SH DFND15432,74800
BLOCK H & R INCCOMMON09367110513464SH DFND31880276
BLOCK H & R INCCOMMON0936711052247,700SH DFND3,17,70000
BLOCK H & R INCCOMMON0936711051976,800SH DFND56,80000
BLOCK H & R INCCOMMON0936711056,580226,600SH DFND6226,60000
BLOCK H & R INCCOMMON0936711051,51052,000SH DFND8,152,00000
BLOOMIN' BRANDS INCCOMMON09423510836415,154SH DFND1515,15400
BLOUNT INTERNATIONAL INCCOMMON09518010539727,458SH DFND1527,45800
BLUCORA INCCOMMON09522910014,400493,844SH DFND15493,84400
BLUE NILE INCCOMMON09578R1032,17446,174SH DFND1546,17400
BLUELINX HOLDINGS INCCOMMON09624H10913870,806SH DFND1570,80600
BLUELINX HOLDINGS INCCOMMON09624H109126,135SH DFND16006,135
BLYTH INCCOMMON09643P20745441,727SH DFND1541,72700
BOARDWALK PIPELINE PARTNERSCOMMON09662710458823,030SH DFND313,23009,800
BOB EVANS FARMSCOMMON09676110153910,652SH DFND1410,65200
BOB EVANS FARMSCOMMON0967611011,58631,359SH DFND1531,35900
BOEING COCOMMON09702310588,323647,100SH DFND1605,450041,650
BOEING COCOMMON0970231055,84242,800SH DFND1,50042,800
BOEING COCOMMON0970231052,23816,400SH DFND1,90016,400
BOEING COCOMMON0970231056,43847,169SH DFND1147,16900
BOEING COCOMMON0970231057455,460SH DFND125,46000
BOEING COCOMMON0970231056,98151,145SH DFND1451,14500
BOEING COCOMMON09702310533,593246,120SH DFND15246,12000
BOEING COCOMMON09702310529,748217,953SH DFND1625,9780191,975
BOEING COCOMMON09702310549,999366,323SH DFND3338,345027,978
BOEING COCOMMON0970231053,95829,000SH DFND3,129,00000
BOEING COCOMMON0970231053,50825,700SH DFND525,70000
BOEING COCOMMON0970231051,44710,600SH DFND610,60000
BOEING COCOMMON0970231051,0787,900SH DFND77,90000
BOEING COCOMMON0970231051,37910,100SH DFND8,110,10000
BOINGO WIRELESS INCCOMMON09739C10217026,546SH DFND1526,54600
BOINGO WIRELESS INCCOMMON09739C1026861SH DFND386100
BOISE CASCADE CO BCCCOMMON09739D1005,677192,588SH DFND15192,58800
BON-TON STORESCOMMON09776J10191956,556SH DFND1556,55600
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10749886,702SH DFND1586,70200
BONANZA CREEK ENERGY INCCOMMON0977931033,10371,376SH DFND1571,37600
BONANZA CREEK ENERGY INCCOMMON0977931031303,000SH DFND33,00000
TECHNOLOGY BSKT BOND EN TR 1.8CONVERT09787TAA435,57525,000,000SH DFND10025,000,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021065,562290,420SH DFND1290,42000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210671,2823,722,317SH DFND1,23,722,31700
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061,03454,000SH DFND1,50054,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210623912,456SH DFND11,212,45600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061,52379,535SH DFND1579,53500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210626,0021,357,807SH DFND21,357,80700
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210632016,700SH DFND3,116,70000
BORG WARNER INCCOMMON0997241064,89887,609SH DFND187,60900
BORG WARNER INCCOMMON09972410683915,000SH DFND1115,00000
BORG WARNER INCCOMMON0997241061,21421,712SH DFND1221,71200
BORG WARNER INCCOMMON0997241064,02271,943SH DFND1471,94300
BORG WARNER INCCOMMON09972410614,244254,773SH DFND15254,77300
BORG WARNER INCCOMMON09972410634610SH DFND2,1561000
BORG WARNER INCCOMMON0997241064067,256SH DFND34207,214
BORG WARNER INCCOMMON0997241061,62129,000SH DFND429,00000
BORG WARNER INCCOMMON0997241063917,000SH DFND57,00000
BORG WARNER INCCOMMON0997241062805,000SH DFND75,00000
BOSTON BEER COMPANY INC CL ACOMMON10055710712,85153,148SH DFND1553,14800
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910529,6852,352,253SH DFND11,981,0050371,248
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,18493,826SH DFND1493,82600
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,299182,169SH DFND15182,16900
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910521517,056SH DFND2,117,05600
BOSTON PRIVATE FINANCIAL HOLDICOMMON101119105564,460SH DFND3004,460
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191053,405269,835SH DFND6,1269,83500
BOSTON PROPERTIES INCCOMMON101121101644,3566,419,810SH DFND13,080,82703,338,983
BOSTON PROPERTIES INCCOMMON1011211011,0029,984SH DFND119,98400
BOSTON PROPERTIES INCCOMMON1011211012,28722,784SH DFND11,122,78400
BOSTON PROPERTIES INCCOMMON10112110186859SH DFND1285900
BOSTON PROPERTIES INCCOMMON1011211019,14891,144SH DFND13,191,14400
BOSTON PROPERTIES INCCOMMON1011211016,16161,385SH DFND1461,38500
BOSTON PROPERTIES INCCOMMON1011211012,17221,638SH DFND1521,63800
BOSTON PROPERTIES INCCOMMON1011211011,09610,918SH DFND15,110,91800
BOSTON PROPERTIES INCCOMMON10112110115150SH DFND1615000
BOSTON PROPERTIES INCCOMMON1011211012,19721,893SH DFND2,121,89300
BOSTON PROPERTIES INCCOMMON10112110110,294102,556SH DFND3100,01602,540
BOSTON PROPERTIES INCCOMMON10112110116,134160,744SH DFND3,1160,74400
BOSTON PROPERTIES INCCOMMON10112110180800SH DFND4,180000
BOSTON PROPERTIES INCCOMMON1011211013,22832,165SH DFND6,1032,1650
BOSTON PROPERTIE LP CVT 3.625CONVERT10112RAM620,06320,000,000SH DFND10020,000,000
BOSTON SCIENTIFIC CORPCOMMON10113710761,1255,085,249SH DFND14,590,8990364,250
BOSTON SCIENTIFIC CORPCOMMON1011371074,834402,200SH DFND1,500402,200
BOSTON SCIENTIFIC CORPCOMMON1011371071,755146,000SH DFND1,900146,000
BOSTON SCIENTIFIC CORPCOMMON1011371071,07589,415SH DFND1189,41500
BOSTON SCIENTIFIC CORPCOMMON1011371071,224101,825SH DFND12101,82500
BOSTON SCIENTIFIC CORPCOMMON1011371071,210100,652SH DFND14100,65200
BOSTON SCIENTIFIC CORPCOMMON10113710734,1112,837,892SH DFND152,837,89200
BOSTON SCIENTIFIC CORPCOMMON101137107150SH DFND165000
BOSTON SCIENTIFIC CORPCOMMON1011371078667SH DFND366700
BOSTON SCIENTIFIC CORPCOMMON1011371073,102258,100SH DFND3,1258,10000
BOSTON SCIENTIFIC CORPCOMMON1011371072,313192,396SH DFND5192,39600
BOSTON SCIENTIFIC CORPCOMMON1011371071,09390,900SH DFND690,90000
BOSTON SCIENTIFIC CORPCOMMON10113710738632,100SH DFND732,10000
BOSTON SCIENTIFIC CORPCOMMON1011371072,285190,100SH DFND8,1190,10000
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881068,687240,251SH DFND1240,25100
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881065,233144,705SH DFND15144,70500
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA45,3604,000,000SH DFND14,000,00000
BOULDER BRANDS INCCOMMON10140510851032,145SH DFND1532,14500
BOYD GAMING CORPCOMMON1033041013,072272,854SH DFND15272,85400
BRADY CORP- CL ACOMMON10467410613425SH DFND142500
BRADY CORP- CL ACOMMON10467410631310,121SH DFND1410,12100
BRADY CORP- CL ACOMMON1046741062,98796,573SH DFND1596,57300
BRANDYWINE REALTY TRUSTCOMMON1053682035,547393,653SH DFND1393,65300
BRANDYWINE REALTY TRUSTCOMMON105368203261,858SH DFND121,85800
BRANDYWINE REALTY TRUSTCOMMON1053682032,335165,733SH DFND15165,73300
BRANDYWINE REALTY TRUSTCOMMON10536820326518,829SH DFND15,118,82900
BRANDYWINE REALTY TRUSTCOMMON1053682032156SH DFND300156
BRF - BRASIL FOODS SA-ADRCOMMON10552T1071959,324SH DFND149,32400
BRF - BRASIL FOODS SA-ADRCOMMON10552T1073,549170,029SH DFND15170,02900
BRF - BRASIL FOODS SA-ADRCOMMON10552T10719900SH DFND1690000
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10921413,155SH DFND1513,15500
BREITBURN ENERGY PARTNERS LPCOMMON10677610710,339508,332SH DFND3508,33200
BRIDGE BANCORP INCCOMMON1080351061646,319SH DFND156,31900
BRIDGEPOINT EDUCATION INCCOMMON10807M105321,790SH DFND11,79000
BRIDGEPOINT EDUCATION INCCOMMON10807M10574542,062SH DFND1542,06200
BRIDGEPOINT EDUCATION INCCOMMON10807M105191,100SH DFND3,11,10000
BRIGGS & STRATTONCOMMON10904310935,6731,639,400SH DFND11,639,40000
BRIGGS & STRATTONCOMMON10904310913590SH DFND1259000
BRIGGS & STRATTONCOMMON1090431091,12351,600SH DFND1451,60000
BRIGGS & STRATTONCOMMON1090431092,763126,959SH DFND15126,95900
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941006150SH DFND300150
BRIGHTCOVECOMMON10921T10130421,503SH DFND1521,50300
BRINKER INTERNATIONAL INCCOMMON10964110079,9951,726,267SH DFND11,726,26700
BRINKER INTERNATIONAL INCCOMMON10964110034728SH DFND1272800
BRINKER INTERNATIONAL INCCOMMON10964110058012,516SH DFND1412,51600
BRINKER INTERNATIONAL INCCOMMON10964110018,414397,368SH DFND15397,36800
THE BRINK'S COCOMMON10969610425742SH DFND1274200
THE BRINK'S COCOMMON10969610465319,141SH DFND1519,14100
THE BRINK'S COCOMMON109696104471,380SH DFND3001,380
BRISTOL-MYERS SQUIBB COCOMMON110122108779,90414,673,644SH DFND114,620,080053,564
BRISTOL-MYERS SQUIBB COCOMMON1101221084949,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221085,745108,089SH DFND11108,08900
BRISTOL-MYERS SQUIBB COCOMMON11012210871713,498SH DFND1213,49800
BRISTOL-MYERS SQUIBB COCOMMON1101221087,353138,351SH DFND12,100138,351
BRISTOL-MYERS SQUIBB COCOMMON1101221086,071114,219SH DFND14114,21900
BRISTOL-MYERS SQUIBB COCOMMON11012210863,3551,191,999SH DFND151,191,99900
BRISTOL-MYERS SQUIBB COCOMMON11012210813,933262,143SH DFND16212,366049,777
BRISTOL-MYERS SQUIBB COCOMMON1101221083,43064,543SH DFND362,30302,240
BRISTOL-MYERS SQUIBB COCOMMON1101221083,28261,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON1101221081,01019,000SH DFND719,00000
BRISTOW GROUP INCCOMMON11039410310133SH DFND113300
BRISTOW GROUP INCCOMMON1103941039,575127,566SH DFND15127,56600
BRISTOW GROUP INCCOMMON1103941033755,000SH DFND165,00000
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,5331,250,000SH DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810756,174522,940SH DFND1522,94000
BRITISH AMERN TOB PLC ADRCOMMON11044810727,405255,124SH DFND14255,12400
BRITISH AMERN TOB PLC ADRCOMMON11044810728,995269,921SH DFND15269,92100
BRIXMOR PROPERTY GROUP INCCOMMON11120U10568,1873,353,990SH DFND12,814,3900539,600
BRIXMOR PROPERTY GROUP INCCOMMON11120U10539619,500SH DFND11,119,50000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,61879,600SH DFND13,179,60000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10538819,100SH DFND2,119,10000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,848140,100SH DFND3,1140,10000
BRIXMOR PROPERTY GROUP INCCOMMON11120U105412,000SH DFND4,12,00000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10557328,200SH DFND6,1028,2000
BROADCOM CORP CL ACOMMON11132010729,7121,002,246SH DFND11,000,63501,611
BROADCOM CORP CL ACOMMON1113201071,03134,783SH DFND1134,78300
BROADCOM CORP CL ACOMMON1113201074,351146,776SH DFND12146,77600
BROADCOM CORP CL ACOMMON1113201077,356248,137SH DFND14248,13700
BROADCOM CORP CL ACOMMON111320107174,3795,882,232SH DFND155,882,23200
BROADCOM CORP CL ACOMMON1113201076199SH DFND300199
BROADCOM CORP CL ACOMMON11132010733811,412SH DFND511,41200
BROADSOFT INCCOMMON11133B40914517SH DFND1551700
BROADRIDGE FINANCIAL SOLCOMMON11133T10351,7911,310,500SH DFND11,310,50000
BROADRIDGE FINANCIAL SOLCOMMON11133T10337946SH DFND1294600
BROADRIDGE FINANCIAL SOLCOMMON11133T10385321,596SH DFND1421,59600
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,80845,761SH DFND1545,76100
BROADRIDGE FINANCIAL SOLCOMMON11133T10328718SH DFND1671800
BROADRIDGE FINANCIAL SOLCOMMON11133T103451,150SH DFND31,100050
BROADWIND ENERGY INCCOMMON11161T2071,135120,251SH DFND15120,25100
BROCADE COMMUNICATIONS SYSCOMMON11162130616,7321,887,440SH DFND11,697,5400189,900
BROCADE COMMUNICATIONS SYSCOMMON1116213064,345490,100SH DFND1,511,3000478,800
BROCADE COMMUNICATIONS SYSCOMMON111621306353,963SH DFND123,96300
BROCADE COMMUNICATIONS SYSCOMMON11162130673382,713SH DFND1482,71300
BROCADE COMMUNICATIONS SYSCOMMON1116213062,742309,343SH DFND15309,34300
BROCADE COMMUNICATIONS SYSCOMMON1116213061,019115,000SH DFND3,1115,00000
BROCADE COMMUNICATIONS SYSCOMMON11162130650757,200SH DFND557,20000
BROCADE COMMUNICATIONS SYSCOMMON1116213063,430386,900SH DFND6386,90000
BROCADE COMMUNICATIONS SYSCOMMON1116213063,185359,300SH DFND7359,30000
BROCADE COMMUNICATIONS SYSCOMMON1116213061,714193,300SH DFND9193,30000
BROOKDALE SENIOR LIVING INCCOMMON112463104226,4588,331,805SH DFND17,807,7490524,056
BROOKDALE SENIOR LIVING INCCOMMON11246310448617,888SH DFND11,117,88800
BROOKDALE SENIOR LIVING INCCOMMON11246310415561SH DFND1256100
BROOKDALE SENIOR LIVING INCCOMMON1124631042,24682,630SH DFND13,182,63000
BROOKDALE SENIOR LIVING INCCOMMON11246310435813,171SH DFND1513,17100
BROOKDALE SENIOR LIVING INCCOMMON11246310454019,869SH DFND2,119,86900
BROOKDALE SENIOR LIVING INCCOMMON1124631043,687135,665SH DFND3,1135,66500
BROOKDALE SENIOR LIVING INCCOMMON11246310479629,271SH DFND6,1029,2710
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA250,37742,423,000SH DFND142,257,0000166,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510436938SH DFND1593800
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510434,803896,300SH DFND2896,30000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042,04752,714SH DFND2,1552,71400
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042817,237SH DFND37,23700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,42636,762SH DFND1136,76200
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851045118SH DFND1211800
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,56240,275SH DFND1540,27500
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104228,8675,899,356SH DFND25,899,35600
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510423,049594,111SH DFND2,1594,11100
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851043699,500SH DFND79,50000
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921062,196132,515SH DFND15132,51500
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U10839916,777PRN DFND1416,77700
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,05886,634PRN DFND1586,63400
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010523,7131,232,056SH DFND1866,8830365,173
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010535118,225SH DFND1118,22500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010529115,105SH DFND11,115,10500
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051,12758,560SH DFND13,158,56000
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001051879,740SH DFND159,74000
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001052,040106,000SH DFND2106,00000
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010519,4111,008,522SH DFND2,11,008,52200
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010549225,537SH DFND525,53700
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010539920,745SH DFND6,1020,7450
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010525813,400SH DFND713,40000
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001059,606498,995SH DFND1,2498,99500
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010595849,766SH DFND2,1549,76600
BROOKFIELD OFFICE PROPERTIES ICOMMON11290010513650SH DFND365000
BROOKLINE BANCORP INCCOMMON11373M107141,420SH DFND11,42000
BROOKLINE BANCORP INCCOMMON11373M1072,308241,718SH DFND15241,71800
BROOKS AUTOMATION INCCOMMON11434010217,4341,662,000SH DFND11,662,00000
BROOKS AUTOMATION INCCOMMON1143401021,820173,457SH DFND15173,45700
BROOKS AUTOMATION INCCOMMON114340102979,200SH DFND3009,200
BROWN & BROWN INCCOMMON11523610135,1151,118,671SH DFND11,118,67100
BROWN & BROWN INCCOMMON11523610118577SH DFND1257700
BROWN & BROWN INCCOMMON11523610132810,450SH DFND1410,45000
BROWN & BROWN INCCOMMON1152361011,04433,269SH DFND1533,26900
BROWN-FORMAN CORP -CL ACOMMON11563710016217SH DFND1221700
BROWN-FORMAN CORP -CL ACOMMON1156371003004,067SH DFND154,06700
BROWN-FORMAN CORP -CL ACOMMON1156371004415,977SH DFND165,97700
BROWN FORMAN CORP CL BCOMMON1156372094,83864,023SH DFND164,02300
BROWN FORMAN CORP CL BCOMMON1156372096108,075SH DFND118,07500
BROWN FORMAN CORP CL BCOMMON11563720938508SH DFND1250800
BROWN FORMAN CORP CL BCOMMON1156372094,92665,178SH DFND1465,17800
BROWN FORMAN CORP CL BCOMMON11563720911,404150,911SH DFND15150,91100
BROWN FORMAN CORP CL BCOMMON11563720989511,842SH DFND165,87805,964
BROWN FORMAN CORP CL BCOMMON1156372096,19081,917SH DFND364,294017,623
BROWN FORMAN CORP CL BCOMMON1156372095787,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361001,22443,512SH DFND1443,51200
BROWN SHOE COMPANY INCCOMMON1157361003,197113,598SH DFND15113,59800
BRUKER CORPCOMMON11679410810,662539,290SH DFND1539,29000
BRUKER CORPCOMMON1167941088,695439,828SH DFND15439,82800
BRUKER CORPCOMMON1167941081115,625SH DFND3005,625
BRUNSWICK CORPCOMMON117043109110,4192,397,294SH DFND12,397,29400
BRUNSWICK CORPCOMMON11704310921451SH DFND1245100
BRUNSWICK CORPCOMMON1170431091,37029,747SH DFND1429,74700
BRUNSWICK CORPCOMMON11704310990919,734SH DFND1519,73400
BRUNSWICK CORPCOMMON1170431095100SH DFND310000
BRUNSWICK CORPCOMMON1170431096,111132,682SH DFND9,100132,682
BRYN MAWR BANK CORPCOMMON1176651092187,233SH DFND157,23300
B2GOLD CORPCOMMON11777Q2096,9523,388,118SH DFND1,23,388,11800
B2GOLD CORPCOMMON11777Q20920097,475SH DFND1597,47500
B2GOLD CORPCOMMON11777Q2096933,528SH DFND2,1533,52800
B2GOLD CORPCOMMON11777Q209467227,473SH DFND9227,47300
B2GOLD CORPCOMMON11777Q209467227,473SH DFND9,100227,473
BUCKEYE PARTNERS LPCOMMON1182301012,17430,615SH DFND1430,61500
BUCKEYE PARTNERS LPCOMMON1182301016539,195SH DFND159,19500
BUCKEYE PARTNERS LPCOMMON11823010117,321243,920SH DFND161650243,755
BUCKEYE PARTNERS LPCOMMON11823010140,237566,634SH DFND3537,569029,065
THE BUCKLE INCCOMMON11844010664012,176SH DFND1412,17600
THE BUCKLE INCCOMMON1184401062,67750,930SH DFND1550,93000
BUFFALO WILD WINGS INCCOMMON1198481094443,016SH DFND143,01600
BUFFALO WILD WINGS INCCOMMON1198481099,40963,918SH DFND1563,91800
BUILD-A-BEAR WORKSHOP INCCOMMON12007610418724,750SH DFND124,75000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610432242,710SH DFND1542,71000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610421328,200SH DFND3,128,20000
BUILDERS FIRSTSOURCE INCCOMMON12008R10718425,869SH DFND1525,86900
BUILDERS FIRSTSOURCE INCCOMMON12008R1074621SH DFND300621
BURGER KING WORLDWIDE INCCOMMON1212201071,27055,537SH DFND1555,53700
BURLINGTON STORES INCCOMMON1220171061,65851,828SH DFND1551,82800
C & F FINANCIAL CORPCOMMON12466Q1042745,991SH DFND155,99100
C&J ENERGY SERVICES INCCOMMON12467B30426511,455SH DFND1411,45500
C&J ENERGY SERVICES INCCOMMON12467B3047,798337,571SH DFND15337,57100
CAE INCCOMMON12476510823018,050SH DFND1118,05000
CAE INCCOMMON1247651082,372186,566SH DFND12186,56600
CAE INCCOMMON12476510884066,036SH DFND1566,03600
CAE INCCOMMON12476510824919,618SH DFND2,119,61800
CAE INCCOMMON1247651084,065319,730SH DFND6319,73000
CAE INCCOMMON1247651081,589125,000SH DFND6,10125,0000
CAI INTERNATIONAL INCCOMMON12477X10625610,870SH DFND1510,87000
CBIZ INCCOMMON12480510284392,416SH DFND1592,41600
CBL & ASSOCIATES PROPERTIESCOMMON124830100128,7257,167,314SH DFND1517,00006,650,314
CBL & ASSOCIATES PROPERTIESCOMMON124830100211,161SH DFND121,16100
CBL & ASSOCIATES PROPERTIESCOMMON12483010077943,374SH DFND1443,37400
CBL & ASSOCIATES PROPERTIESCOMMON1248301001,813100,938SH DFND15100,93800
CBL & ASSOCIATES PROPERTIESCOMMON12483010036520,350SH DFND15,120,35000
CBL & ASSOCIATES PROPERTIESCOMMON124830100183SH DFND30083
CBL & ASSOCIATES PROPERTIESCOMMON1248301001196,600SH DFND4,16,60000
CBS CORP CL ACOMMON124857103578SH DFND127800
CBS CORP CL ACOMMON124857103731,149SH DFND151,14900
CBS CORP CL ACOMMON1248571036100SH DFND310000
CBS CORP- CLASS B NON VOTINGCOMMON124857202155,8512,445,102SH DFND12,445,10200
CBS CORP- CLASS B NON VOTINGCOMMON1248572022,36437,091SH DFND1137,09100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022423,796SH DFND123,79600
CBS CORP- CLASS B NON VOTINGCOMMON12485720277612,172SH DFND1412,17200
CBS CORP- CLASS B NON VOTINGCOMMON12485720242,765670,936SH DFND15670,93600
CBS CORP- CLASS B NON VOTINGCOMMON1248572026100SH DFND1600100
CBS CORP- CLASS B NON VOTINGCOMMON12485720233520SH DFND2,1552000
CBS CORP- CLASS B NON VOTINGCOMMON1248572022844,460SH DFND34,410050
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,46522,986SH DFND522,98600
CBS CORP- CLASS B NON VOTINGCOMMON1248572025558,700SH DFND78,70000
CBS CORP- CLASS B NON VOTINGCOMMON1248572028,496133,287SH DFND9,100133,287
CBOE HOLDINGS INCCOMMON12503M1081,12821,700SH DFND16,800014,900
CBOE HOLDINGS INCCOMMON12503M1081,43727,651SH DFND1427,65100
CBOE HOLDINGS INCCOMMON12503M1082,03039,074SH DFND1539,07400
CBOE HOLDINGS INCCOMMON12503M10816300SH DFND1600300
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1006,127773,573SH DFND14773,57300
CBRE GROUP INCCOMMON12504L1094,742180,286SH DFND1180,28600
CBRE GROUP INCCOMMON12504L10948418,400SH DFND1118,40000
CBRE GROUP INCCOMMON12504L109361,385SH DFND121,38500
CBRE GROUP INCCOMMON12504L10940115,265SH DFND1415,26500
CBRE GROUP INCCOMMON12504L1096,421244,135SH DFND15244,13500
CBRE GROUP INCCOMMON12504L109361,356SH DFND2,151,35600
CBRE GROUP INCCOMMON12504L1099335SH DFND31120223
CBRE GROUP INCCOMMON12504L10949318,741SH DFND518,74100
CBRE GROUP INCCOMMON12504L1092,23384,900SH DFND684,90000
CBRE GROUP INCCOMMON12504L109823,100SH DFND73,10000
CDI CORPCOMMON12507110062833,869SH DFND1533,86900
CEC ENTERTAINMENT INCCOMMON1251371092,80763,389SH DFND1563,38900
CDW CORP/DECOMMON12514G10863,0742,700,100SH DFND12,700,10000
CF INDUSTRIES HOLDINGS INCCOMMON12526910015,67567,263SH DFND166,5140200
CF INDUSTRIES HOLDINGS INCCOMMON1252691003,30914,200SH DFND1,50014,200
CF INDUSTRIES HOLDINGS INCCOMMON1252691008863,800SH DFND113,80000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005862,515SH DFND122,51500
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,8387,888SH DFND147,88800
CF INDUSTRIES HOLDINGS INCCOMMON1252691008,59636,886SH DFND1536,88600
CF INDUSTRIES HOLDINGS INCCOMMON1252691007173,076SH DFND43,07600
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,1775,050SH DFND55,05000
CF INDUSTRIES HOLDINGS INCCOMMON1252691004,68420,100SH DFND620,10000
CF INDUSTRIES HOLDINGS INCCOMMON1252691003261,400SH DFND71,40000
CF INDUSTRIES HOLDINGS INCCOMMON1252691007693,300SH DFND8,13,30000
CGG CGG ADRCOMMON12531Q105492,798SH DFND152,79800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094,69980,539SH DFND180,53900
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20962410,700SH DFND1110,70000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,54043,531SH DFND1243,53100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20987715,030SH DFND1415,03000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209105,0291,799,978SH DFND151,799,97800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209911,566SH DFND31,4610105
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092063,523SH DFND53,52300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092283,900SH DFND73,90000
CIGNA CORPCOMMON125509109207,6852,374,083SH DFND12,369,67304,410
CIGNA CORPCOMMON1255091091,61818,499SH DFND1118,49900
CIGNA CORPCOMMON1255091091952,229SH DFND122,22900
CIGNA CORPCOMMON1255091095,48962,743SH DFND1462,74300
CIGNA CORPCOMMON12550910923,548269,179SH DFND15269,17900
CIGNA CORPCOMMON1255091091,48917,025SH DFND160017,025
CIGNA CORPCOMMON12550910964733SH DFND35850148
CIGNA CORPCOMMON1255091098389,577SH DFND59,57700
CIT GROUP INCCOMMON12558180188216,910SH DFND115,0100200
CIT GROUP INCCOMMON1255818012825,400SH DFND1,5005,400
CIT GROUP INCCOMMON1255818011152,200SH DFND1,9002,200
CIT GROUP INCCOMMON12558180165712,600SH DFND1112,60000
CIT GROUP INCCOMMON125581801901,735SH DFND121,73500
CIT GROUP INCCOMMON1255818011713,275SH DFND143,27500
CIT GROUP INCCOMMON1255818011,98137,993SH DFND1537,99300
CIT GROUP INCCOMMON125581801731,400SH DFND16001,400
CIT GROUP INCCOMMON125581801244SH DFND30044
CIT GROUP INCCOMMON12558180161011,700SH DFND511,70000
CIT GROUP INCCOMMON1255818011,02719,700SH DFND619,70000
CIT GROUP INCCOMMON12558180142800SH DFND8,180000
CLECO CORPORATIONCOMMON12561W1059200SH DFND120000
CLECO CORPORATIONCOMMON12561W10522471SH DFND1247100
CLECO CORPORATIONCOMMON12561W1056,933148,721SH DFND14148,72100
CLECO CORPORATIONCOMMON12561W10579817,123SH DFND1517,12300
CLECO CORPORATIONCOMMON12561W1052615,590SH DFND3005,590
CME GROUP INCCOMMON12572Q105249,3413,177,944SH DFND13,173,80004,144
CME GROUP INCCOMMON12572Q1051,62720,740SH DFND1120,74000
CME GROUP INCCOMMON12572Q1052112,684SH DFND122,68400
CME GROUP INCCOMMON12572Q1054,40356,118SH DFND1456,11800
CME GROUP INCCOMMON12572Q1058,841112,680SH DFND15112,68000
CME GROUP INCCOMMON12572Q1053,12339,810SH DFND165,706034,104
CME GROUP INCCOMMON12572Q1051,52819,481SH DFND31,651017,830
CME GROUP INCCOMMON12572Q1057699,795SH DFND59,79500
CME GROUP INCCOMMON12572Q1053925,000SH DFND75,00000
CMS ENERGY CORPCOMMON12589610035,4011,322,429SH DFND11,322,42900
CMS ENERGY CORPCOMMON12589610047417,700SH DFND1117,70000
CMS ENERGY CORPCOMMON125896100682,555SH DFND122,55500
CMS ENERGY CORPCOMMON1258961008,922333,282SH DFND14333,28200
CMS ENERGY CORPCOMMON12589610040,5961,516,481SH DFND151,516,48100
CMS ENERGY CORPCOMMON12589610012456SH DFND3630393
CMS ENERGY CORPCOMMON12589610036413,600SH DFND513,60000
CMS ENERGY CORPCOMMON1258961002499,300SH DFND79,30000
CMS ENERGY CORP CVT 5.5 06-15-CONVERT125896BD11,9751,000,000SH DFND1001,000,000
CSS INDUSTRIES INCCOMMON12590610757620,090SH DFND117,69002,400
CSS INDUSTRIES INCCOMMON12590610742714,882SH DFND1514,88200
CSS INDUSTRIES INCCOMMON1259061071896,600SH DFND3,16,60000
CNA FINANCIAL CORPCOMMON12611710080518,772SH DFND1218,77200
CNA FINANCIAL CORPCOMMON1261171005,098118,871SH DFND15118,87100
CNB FINANCIAL CORP/PACOMMON1261281071789,346SH DFND159,34600
CNOOC LTD- ADRCOMMON12613210945,925244,726SH DFND1244,72600
CNOOC LTD- ADRCOMMON1261321093131,668SH DFND141,66800
CNOOC LTD- ADRCOMMON12613210914,52177,378SH DFND1577,37800
CNOOC LTD- ADRCOMMON12613210938200SH DFND1600200
CNOOC LTD- ADRCOMMON126132109950SH DFND35000
CPFL ENERGIA SA-ADRCOMMON1261531052135SH DFND300135
CRA INTERNATIONAL INCCOMMON12618T10545222,827SH DFND1522,82700
CNO FINANCIAL GROUP INCCOMMON12621E10376,9044,347,288SH DFND14,347,28800
CNO FINANCIAL GROUP INCCOMMON12621E103945,320SH DFND125,32000
CNO FINANCIAL GROUP INCCOMMON12621E10370439,770SH DFND1439,77000
CNO FINANCIAL GROUP INCCOMMON12621E10310,670603,143SH DFND15603,14300
CNO FINANCIAL GROUP INCCOMMON12621E10323012,995SH DFND30012,995
CRH PLC ADRCOMMON12626K2033,370131,917SH DFND1131,91700
CRH PLC ADRCOMMON12626K20329711,635SH DFND1511,63500
CSG SYSTEMS INTL INCCOMMON12634910940313,700SH DFND113,70000
CSG SYSTEMS INTL INCCOMMON1263491092267,682SH DFND127,68200
CSG SYSTEMS INTL INCCOMMON1263491096,324215,097SH DFND15215,09700
CSG SYSTEMS INTL INCCOMMON126349109662,235SH DFND3002,235
CSG SYSTEMS INTL INCCOMMON12634910939113,300SH DFND3,113,30000
CSX CORPCOMMON126408103250,5588,708,999SH DFND18,690,186018,813
CSX CORPCOMMON1264081031,92466,861SH DFND1166,86100
CSX CORPCOMMON1264081032217,669SH DFND127,66900
CSX CORPCOMMON1264081035,783201,021SH DFND14201,02100
CSX CORPCOMMON1264081037,530261,741SH DFND15261,74100
CSX CORPCOMMON126408103863,000SH DFND16003,000
CSX CORPCOMMON1264081031,11138,622SH DFND337,57101,051
CSX CORPCOMMON1264081031,19141,400SH DFND541,40000
CSX CORPCOMMON12640810346316,100SH DFND716,10000
CTC MEDIA INCCOMMON12642X10697470,080SH DFND170,08000
CTC MEDIA INCCOMMON12642X10629721,400SH DFND1,50021,400
CTC MEDIA INCCOMMON12642X10640629,217SH DFND1529,21700
CST BRANDS INCCOMMON12646R1057,579206,407SH DFND1191,357011,550
CST BRANDS INCCOMMON12646R10565717,900SH DFND1,50017,900
CST BRANDS INCCOMMON12646R1051694,600SH DFND1,9004,600
CST BRANDS INCCOMMON12646R105421,143SH DFND121,14300
CST BRANDS INCCOMMON12646R1051855,051SH DFND145,05100
CST BRANDS INCCOMMON12646R10580821,993SH DFND1521,99300
CST BRANDS INCCOMMON12646R105241SH DFND30041
CST BRANDS INCCOMMON12646R1053168,600SH DFND3,18,60000
CST BRANDS INCCOMMON12646R1051293,500SH DFND53,50000
CST BRANDS INCCOMMON12646R1051032,800SH DFND62,80000
CST BRANDS INCCOMMON12646R1052867,800SH DFND8,17,80000
CTS CORPCOMMON1265011054,732237,671SH DFND15237,67100
CTS CORPCOMMON126501105683,395SH DFND3003,395
CVB FINANCIAL CORPCOMMON12660010531,1081,822,368SH DFND11,535,7010286,667
CVB FINANCIAL CORPCOMMON1266001053,610211,467SH DFND15211,46700
CVB FINANCIAL CORPCOMMON12660010523513,757SH DFND2,113,75700
CVB FINANCIAL CORPCOMMON1266001053,661214,464SH DFND6,1214,46400
CVR ENERGY INCCOMMON12662P1082,90566,900SH DFND166,90000
CVR ENERGY INCCOMMON12662P1083,72285,693SH DFND1585,69300
CVR REFINING LPCOMMON12663P1075,145227,455SH DFND15227,45500
CVR REFINING LPCOMMON12663P10724510,832SH DFND33,26707,565
CVS/CAREMARK CORPCOMMON126650100486,5536,798,279SH DFND16,749,594048,685
CVS/CAREMARK CORPCOMMON1266501005,77480,676SH DFND1180,67600
CVS/CAREMARK CORPCOMMON12665010088412,357SH DFND1212,35700
CVS/CAREMARK CORPCOMMON1266501002,88040,244SH DFND12,10040,244
CVS/CAREMARK CORPCOMMON1266501004,77366,685SH DFND1466,68500
CVS/CAREMARK CORPCOMMON12665010069,310968,425SH DFND15968,42500
CVS/CAREMARK CORPCOMMON12665010040,303563,126SH DFND1692,3330470,792
CVS/CAREMARK CORPCOMMON12665010050,950711,887SH DFND3654,394057,493
CVS/CAREMARK CORPCOMMON1266501003,74952,383SH DFND552,38300
CVS/CAREMARK CORPCOMMON1266501005,92682,800SH DFND682,80000
CVS/CAREMARK CORPCOMMON1266501001,05214,700SH DFND714,70000
CYS INVESTEMENTS INCCOMMON12673A10891,247SH DFND121,24700
CYS INVESTEMENTS INCCOMMON12673A1082,343316,224SH DFND14316,22400
CYS INVESTEMENTS INCCOMMON12673A10827136,590SH DFND1536,59000
CYS INVESTEMENTS INCCOMMON12673A1082241SH DFND300241
CA INCCOMMON12673P10540,2691,196,689SH DFND11,128,789050,800
CA INCCOMMON12673P10558617,400SH DFND1,1217,40000
CA INCCOMMON12673P1054,970147,700SH DFND1,55,6000142,100
CA INCCOMMON12673P10564619,200SH DFND1,90019,200
CA INCCOMMON12673P10571221,161SH DFND1121,16100
CA INCCOMMON12673P1054,330128,683SH DFND12128,68300
CA INCCOMMON12673P1055,489163,124SH DFND14163,12400
CA INCCOMMON12673P105198,5205,899,553SH DFND155,899,55300
CA INCCOMMON12673P105461,363SH DFND161301,350
CA INCCOMMON12673P1056188SH DFND300188
CA INCCOMMON12673P1051,15434,300SH DFND3,134,30000
CA INCCOMMON12673P1051,85255,048SH DFND555,04800
CA INCCOMMON12673P10512,945384,700SH DFND6384,70000
CA INCCOMMON12673P1054,112122,200SH DFND7122,20000
CA INCCOMMON12673P1051,47443,800SH DFND8,143,80000
CA INCCOMMON12673P1052,35269,900SH DFND969,90000
CABELAS INC- CL ACOMMON1268043011,10116,522SH DFND1416,52200
CABELAS INC- CL ACOMMON1268043011,68425,261SH DFND1525,26100
CABLEVISION SYSTEMS CL ACOMMON12686C1094,740264,340SH DFND1264,34000
CABLEVISION SYSTEMS CL ACOMMON12686C10923713,199SH DFND1113,19900
CABLEVISION SYSTEMS CL ACOMMON12686C109623,443SH DFND123,44300
CABLEVISION SYSTEMS CL ACOMMON12686C10962234,663SH DFND1434,66300
CABLEVISION SYSTEMS CL ACOMMON12686C1096,777377,995SH DFND15377,99500
CABOT CORPCOMMON12705510133648SH DFND1264800
CABOT CORPCOMMON1270551011,88536,669SH DFND1436,66900
CABOT CORPCOMMON12705510172214,039SH DFND1514,03900
CABOT CORPCOMMON1270551012144,160SH DFND31,70002,460
CABOT OIL & GAS CORP CL ACOMMON1270971037,147184,398SH DFND1183,7980600
CABOT OIL & GAS CORP CL ACOMMON12709710313,308343,350SH DFND1,2343,35000
CABOT OIL & GAS CORP CL ACOMMON1270971031,07027,600SH DFND1127,60000
CABOT OIL & GAS CORP CL ACOMMON12709710326672SH DFND1267200
CABOT OIL & GAS CORP CL ACOMMON1270971031132,909SH DFND142,90900
CABOT OIL & GAS CORP CL ACOMMON12709710381521,038SH DFND1521,03800
CABOT OIL & GAS CORP CL ACOMMON12709710364116,540SH DFND168,81907,721
CABOT OIL & GAS CORP CL ACOMMON1270971034,390113,263SH DFND387,976025,287
CABOT OIL & GAS CORP CL ACOMMON12709710351213,200SH DFND513,20000
CABOT OIL & GAS CORP CL ACOMMON1270971033609,300SH DFND79,30000
CABOT OIL & GAS CORP CL ACOMMON1270971031,88448,597SH DFND9,10048,597
CABOT MICROELECTRONICS CORPCOMMON12709P1032,75360,232SH DFND1560,23200
CABOT MICROELECTRONICS CORPCOMMON12709P10323504SH DFND350400
CACI INTERNATIONAL INC CL ACOMMON12719030411153SH DFND115300
CACI INTERNATIONAL INC CL ACOMMON12719030432433SH DFND1243300
CACI INTERNATIONAL INC CL ACOMMON1271903041,37618,797SH DFND1418,79700
CACI INTERNATIONAL INC CL ACOMMON1271903047,755105,920SH DFND15105,92000
CADENCE DESIGN SYS INCCOMMON127387108251,86617,964,792SH DFND117,684,4040280,388
CADENCE DESIGN SYS INCCOMMON1273871081,607114,657SH DFND12,1114,65700
CADENCE DESIGN SYS INCCOMMON1273871081,26590,254SH DFND1490,25400
CADENCE DESIGN SYS INCCOMMON12738710894867,602SH DFND1567,60200
CADENCE DESIGN SYS INCCOMMON127387108172SH DFND160072
CADENCE DESIGN SYS INCCOMMON12738710810,912778,291SH DFND2,1778,29100
CADENCE DESIGN SYS INCCOMMON1273871082,892206,306SH DFND6,1206,30600
CADENCE PHARMACEUTICALS INCCOMMON12738T1007,983882,119SH DFND15882,11900
CAESARS ENTERTAINMENT-IPOCOMMON127686103331,542SH DFND121,54200
CAESARS ENTERTAINMENT-IPOCOMMON12768610362128,807SH DFND1528,80700
CAL DIVE INTERNATIONAL INCCOMMON12802T1011,000497,534SH DFND15497,53400
CAL-MAINE FOODS INCCOMMON12803020277812,912SH DFND112,91200
CAL-MAINE FOODS INCCOMMON1280302024277,085SH DFND147,08500
CAL-MAINE FOODS INCCOMMON1280302024,00766,524SH DFND1566,52400
CAL-MAINE FOODS INCCOMMON1280302021622,690SH DFND3002,690
CAL-MAINE FOODS INCCOMMON1280302025308,800SH DFND3,18,80000
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171081,867140,776SH DFND14140,77600
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1073,465386,279SH DFND14386,27900
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1085,120396,004SH DFND14396,00400
CALAMOS ASSET MANAGEMENT-ACOMMON12811R10487874,127SH DFND1574,12700
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251011,995183,180SH DFND14183,18000
CALAMP CORPCOMMON1281261099,378335,271SH DFND15335,27100
CALAVO GROWERS INCCOMMON1282461051,55251,279SH DFND1551,27900
CALAVO GROWERS INCCOMMON12824610554518,003SH DFND318,00300
CALGON CARBON CORPCOMMON12960310611543SH DFND154300
CALGON CARBON CORPCOMMON1296031061,06251,636SH DFND1451,63600
CALGON CARBON CORPCOMMON12960310619,818963,444SH DFND15963,44400
CALGON CARBON CORPCOMMON12960310613625SH DFND300625
CALIFORNIA WATER SERVICE GRPCOMMON13078810216700SH DFND170000
CALIFORNIA WATER SERVICE GRPCOMMON13078810254323,527SH DFND1423,52700
CALIFORNIA WATER SERVICE GRPCOMMON13078810218,411798,061SH DFND15798,06100
CALIX INCCOMMON13100M50923023,871SH DFND1523,87100
CALLAWAY GOLF COMPANYCOMMON13119310443,3135,138,000SH DFND15,138,00000
CALLAWAY GOLF COMPANYCOMMON1311931041,572186,526SH DFND15186,52600
CALLAWAY GOLF COMPANYCOMMON1311931041100SH DFND1600100
CALLAWAY GOLF CO (ELY) CVT 3.7CONVERT131193AC83,6943,000,000SH DFND13,000,00000
CALLON PETROLEUM CORPCOMMON13123X10237156,831SH DFND1556,83100
CALPINE CORP-W/ICOMMON13134730495648,980SH DFND148,98000
CALPINE CORP-W/ICOMMON13134730445523,300SH DFND1123,30000
CALPINE CORP-W/ICOMMON131347304804,098SH DFND124,09800
CALPINE CORP-W/ICOMMON1313473046,084311,831SH DFND14311,83100
CALPINE CORP-W/ICOMMON1313473046,263321,003SH DFND15321,00300
CALPINE CORP-W/ICOMMON1313473048424SH DFND300424
CALPINE CORP-W/ICOMMON13134730427514,100SH DFND514,10000
CAMBREX CORPCOMMON1320111075,104286,253SH DFND15286,25300
CAMDEN NATIONAL CORPCOMMON1330341083277,810SH DFND157,81000
CAMDEN PROPERTY TRUSTCOMMON133131102105,8471,860,889SH DFND17,30001,853,589
CAMDEN PROPERTY TRUSTCOMMON1331311023195,600SH DFND115,60000
CAMDEN PROPERTY TRUSTCOMMON13313110225431SH DFND1243100
CAMDEN PROPERTY TRUSTCOMMON13313110278413,788SH DFND1513,78800
CAMDEN PROPERTY TRUSTCOMMON13313110257710,144SH DFND15,110,14400
CAMECO CORPCOMMON13321L10819923SH DFND1492300
CAMECO CORPCOMMON13321L10813,723660,715SH DFND15660,71500
CAMECO CORPCOMMON13321L10849123,653SH DFND2,1523,65300
CAMECO CORPCOMMON13321L10853825,954SH DFND1125,95400
CAMECO CORPCOMMON13321L10821310,249SH DFND1510,24900
CAMECO CORPCOMMON13321L1088400SH DFND240000
CAMECO CORPCOMMON13321L10835817,275SH DFND2,117,27500
CAMECO CORPCOMMON13321L10826312,700SH DFND512,70000
CAMERON INTERNATIONAL CORPCOMMON13342B105203,8693,424,637SH DFND13,424,63700
CAMERON INTERNATIONAL CORPCOMMON13342B10542,244709,625SH DFND1,2709,62500
CAMERON INTERNATIONAL CORPCOMMON13342B10596116,142SH DFND1116,14200
CAMERON INTERNATIONAL CORPCOMMON13342B105711,196SH DFND121,19600
CAMERON INTERNATIONAL CORPCOMMON13342B1052,07534,849SH DFND1434,84900
CAMERON INTERNATIONAL CORPCOMMON13342B1057,838131,661SH DFND15131,66100
CAMERON INTERNATIONAL CORPCOMMON13342B1051,08918,298SH DFND2,118,29800
CAMERON INTERNATIONAL CORPCOMMON13342B10534567SH DFND2,1556700
CAMERON INTERNATIONAL CORPCOMMON13342B10537615SH DFND361500
CAMERON INTERNATIONAL CORPCOMMON13342B1055469,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B1052744,600SH DFND74,60000
CAMERON INTERNATIONAL CORPCOMMON13342B1055,979100,439SH DFND9,100100,439
CAMPBELL SOUP COCOMMON134429109185,6264,288,957SH DFND14,288,95700
CAMPBELL SOUP COCOMMON13442910958613,535SH DFND1113,53500
CAMPBELL SOUP COCOMMON134429109581,339SH DFND121,33900
CAMPBELL SOUP COCOMMON13442910938,718894,589SH DFND15894,58900
CAMPBELL SOUP COCOMMON1344291092555,900SH DFND1650005,400
CAMPBELL SOUP COCOMMON1344291093427,908SH DFND57,90800
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10515416,356SH DFND1516,35600
CAMPUS CREST COMMUNITIES INCCOMMON13466Y1055550SH DFND1600550
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10567872,042SH DFND371,2000842
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,95222,849SH DFND1422,84900
CAN IMPERIAL BK OF COMMERCECOMMON13606910143498SH DFND1549800
CAN IMPERIAL BK OF COMMERCECOMMON1360691014,80956,305SH DFND2,1556,30500
CAN IMPERIAL BK OF COMMERCECOMMON136069101851,000SH DFND31,00000
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,23026,122SH DFND1126,12200
CAN IMPERIAL BK OF COMMERCECOMMON136069101779SH DFND127900
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,35927,631SH DFND1527,63100
CAN IMPERIAL BK OF COMMERCECOMMON13606910121,436251,052SH DFND2,1251,05200
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,42040,049SH DFND540,04900
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,97123,088SH DFND623,08800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011451,700SH DFND71,70000
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695641,73073,664SH DFND2,173,66400
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695642,387101,667SH DFND2,15101,66700
CANADIAN NATL RAILWAY COCOMMON13637510230,333531,977SH DFND1531,97700
CANADIAN NATL RAILWAY COCOMMON13637510214,487254,073SH DFND14254,07300
CANADIAN NATL RAILWAY COCOMMON1363751029,690169,949SH DFND15169,94900
CANADIAN NATL RAILWAY COCOMMON1363751021,91633,600SH DFND161,600032,000
CANADIAN NATL RAILWAY COCOMMON1363751022,10636,939SH DFND2,1536,93900
CANADIAN NATL RAILWAY COCOMMON1363751021,28522,540SH DFND321,9400600
CANADIAN NATL RAILWAY COCOMMON136375102133,9092,349,370SH DFND12,349,37000
CANADIAN NATL RAILWAY COCOMMON1363751023,14055,084SH DFND1155,08400
CANADIAN NATL RAILWAY COCOMMON136375102470SH DFND127000
CANADIAN NATL RAILWAY COCOMMON1363751026,574115,330SH DFND15115,33000
CANADIAN NATL RAILWAY COCOMMON13637510219,736346,258SH DFND2346,25800
CANADIAN NATL RAILWAY COCOMMON13637510234,100598,270SH DFND2,1598,27000
CANADIAN NATL RAILWAY COCOMMON1363751025,25592,200SH DFND592,20000
CANADIAN NATL RAILWAY COCOMMON1363751026,475113,600SH DFND6113,60000
CANADIAN NATL RAILWAY COCOMMON13637510266111,600SH DFND711,60000
CANADIAN NATURAL RESOURCESCOMMON13638510142512,573SH DFND111,9730600
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