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 INCCOMMON0003602063,553127,485SH DFND15127,48500
AAR CORPCOMMON0003611052,995115,401SH DFND15115,40100
ABB LTD-SPON ADRCOMMON00037520446,2371,792,825SH DFND11,792,82500
ABB LTD-SPON ADRCOMMON00037520422,264863,287SH DFND14863,28700
ABB LTD-SPON ADRCOMMON00037520495336,962SH DFND1536,96200
ABB LTD-SPON ADRCOMMON00037520421,939850,679SH DFND2850,67900
ACCO BRANDS CORPCOMMON00081T10832,1395,217,295SH DFND15,217,29500
ACCO BRANDS CORPCOMMON00081T1081,332216,295SH DFND15216,29500
ABM INDUSTRIES INCCOMMON00095710014495SH DFND149500
ABM INDUSTRIES INCCOMMON00095710026899SH DFND1289900
ABM INDUSTRIES INCCOMMON0009571002,877100,114SH DFND15100,11400
ADT CORP-THECOMMON00101J106168,0815,612,050SH DFND15,389,7870222,263
ADT CORP-THECOMMON00101J10634411,489SH DFND1111,48900
ADT CORP-THECOMMON00101J106772,561SH DFND122,56100
ADT CORP-THECOMMON00101J10612,225408,172SH DFND15408,17200
ADT CORP-THECOMMON00101J10641914,000SH DFND214,00000
ADT CORP-THECOMMON00101J1062438,106SH DFND58,10600
ADT CORP-THECOMMON00101J1061685,600SH DFND75,60000
AEP INDUSTRIES INCCOMMON00103110340110,807SH DFND1510,80700
AFLAC INCCOMMON001055102144,5912,293,641SH DFND12,273,851019,790
AFLAC INCCOMMON0010551021,74027,594SH DFND1127,59400
AFLAC INCCOMMON0010551023235,131SH DFND125,13100
AFLAC INCCOMMON00105510260,365957,564SH DFND14957,56400
AFLAC INCCOMMON00105510221,308338,011SH DFND15338,01100
AFLAC INCCOMMON0010551025448,625SH DFND28,62500
AFLAC INCCOMMON0010551021,16418,462SH DFND518,46200
AFLAC INCCOMMON0010551024547,200SH DFND77,20000
AGCO CORPCOMMON0010841023576,480SH DFND16,2800200
AGCO CORPCOMMON0010841023536,400SH DFND116,40000
AGCO CORPCOMMON0010841025289,570SH DFND11,172108,849
AGCO CORPCOMMON001084102931,687SH DFND121,68700
AGCO CORPCOMMON00108410278614,251SH DFND1414,25100
AGCO CORPCOMMON0010841021,95935,515SH DFND1535,51500
AGCO CORPCOMMON001084102661,200SH DFND51,20000
AGCO CORPCOMMON00108410296517,500SH DFND8,117,50000
AGCO CORP CVT 1.25 12-15-36CONVERT001084AM42,7392,000,000SH DFND1002,000,000
AGL RESOURCES INCCOMMON001204106114,2042,332,601SH DFND12,332,60100
AGL RESOURCES INCCOMMON001204106661,349SH DFND121,34900
AGL RESOURCES INCCOMMON0012041063,51071,694SH DFND1471,69400
AGL RESOURCES INCCOMMON00120410652,8401,079,246SH DFND151,079,24600
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,56689,445SH DFND1489,44500
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,18167,465SH DFND1567,46500
AH BELO CORP-ACOMMON00128210226522,914SH DFND1522,91400
AES CORPORATIONCOMMON00130H1059,274649,463SH DFND1628,863016,000
AES CORPORATIONCOMMON00130H105443,100SH DFND1,53,10000
AES CORPORATIONCOMMON00130H10529020,300SH DFND1,90020,300
AES CORPORATIONCOMMON00130H10560342,216SH DFND1142,21600
AES CORPORATIONCOMMON00130H10544331,033SH DFND1231,03300
AES CORPORATIONCOMMON00130H105976,790SH DFND146,79000
AES CORPORATIONCOMMON00130H1054,566319,728SH DFND15319,72800
AES CORPORATIONCOMMON00130H10514610,200SH DFND3,110,20000
AES CORPORATIONCOMMON00130H10531021,731SH DFND521,73100
AES CORPORATIONCOMMON00130H10559041,300SH DFND641,30000
AES CORPORATIONCOMMON00130H105513,600SH DFND83,60000
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP58,9135,915,000SH DFND15,915,00000
AK STEEL HOLDING CORPCOMMON001547108344,664SH DFND124,66400
AK STEEL HOLDING CORPCOMMON0015471081,999276,899SH DFND15276,89900
AK STEEL HOLDING CORPCOMMON001547108415,700SH DFND3,15,70000
ALERIAN MLP ETFCOMMON00162Q8665,389305,129SH DFND14305,12900
AMAG PHARMACEUTICALS INCCOMMON00163U10613679SH DFND1567900
AMC NETWORKS INC-ACOMMON00164V1031,45919,958SH DFND1419,95800
AMC NETWORKS INC-ACOMMON00164V1031,43119,580SH DFND1519,58000
AMC ENTERTAINMENT HOLDINGS INCCOMMON00165C1046,494267,785SH DFND15267,78500
AMG CAPITAL TRUST IICONVERT00170F20939,700619,700SH DFND1607,700012,000
AMN HEALTHCARE SERVICECOMMON0017441012,360171,797SH DFND15171,79700
AOL INCCOMMON00184X10537,128848,262SH DFND1790,366043,097
AOL INCCOMMON00184X1056,110139,600SH DFND1,51,0000138,600
AOL INCCOMMON00184X10579218,100SH DFND1,90018,100
AOL INCCOMMON00184X105701,604SH DFND121,60400
AOL INCCOMMON00184X10547310,808SH DFND1410,80800
AOL INCCOMMON00184X10510,665243,658SH DFND15243,65800
AOL INCCOMMON00184X1051,28229,300SH DFND3,129,30000
AOL INCCOMMON00184X1051012,316SH DFND42,31600
AOL INCCOMMON00184X1051,25628,700SH DFND528,70000
AOL INCCOMMON00184X1054,727108,000SH DFND6108,00000
AOL INCCOMMON00184X1053,24874,200SH DFND774,20000
AOL INCCOMMON00184X10545510,400SH DFND810,40000
AOL INCCOMMON00184X10585419,500SH DFND8,119,50000
AOL INCCOMMON00184X1051,83441,900SH DFND941,90000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10348264,720SH DFND164,72000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10340153,886SH DFND1553,88600
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10350968,400SH DFND3,168,40000
AT&T INCCOMMON00206R102417,99411,918,854SH DFND111,593,3840247,770
AT&T INCCOMMON00206R1022,50871,500SH DFND1,1271,50000
AT&T INCCOMMON00206R10222,290635,600SH DFND1,500635,600
AT&T INCCOMMON00206R1023,35395,600SH DFND1,90095,600
AT&T INCCOMMON00206R10211,191319,103SH DFND11319,10300
AT&T INCCOMMON00206R1024,154118,437SH DFND12118,43700
AT&T INCCOMMON00206R102206,6615,892,805SH DFND145,892,80500
AT&T INCCOMMON00206R102312,3448,906,307SH DFND158,906,30700
AT&T INCCOMMON00206R1025,330151,994SH DFND3,1151,99400
AT&T INCCOMMON00206R1029,297265,100SH DFND5265,10000
AT&T INCCOMMON00206R10213,442383,300SH DFND6383,30000
AT&T INCCOMMON00206R1021,96756,100SH DFND756,10000
AT&T INCCOMMON00206R1021,88753,797SH DFND853,79700
AT&T INCCOMMON00206R1023,44498,195SH DFND8,198,19500
ATMI INCCOMMON00207R1012,80382,427SH DFND1582,42700
ARC GROUP WORLDWIDE INCCOMMON00213H1053309,560SH DFND19,56000
ARC GROUP WORLDWIDE INCCOMMON00213H10535210,200SH DFND3,110,20000
AV HOMES INCCOMMON00234P1021598,788SH DFND158,78800
AVX CORPCOMMON00244410733525,400SH DFND125,40000
AVX CORPCOMMON00244410782462,526SH DFND1562,52600
AZZ INCCOMMON0024741041,94843,590SH DFND1543,59000
AARON'S INC-CL ACOMMON00253530026860SH DFND1286000
AARON'S INC-CL ACOMMON0025353001,41346,733SH DFND1546,73300
ABAXIS INCCOMMON0025671052,43262,544SH DFND1562,54400
ABBOTT LABORATORIESCOMMON00282410032,668848,288SH DFND1848,0890199
ABBOTT LABORATORIESCOMMON0028241001894,913SH DFND1,64,91300
ABBOTT LABORATORIESCOMMON0028241003088,000SH DFND108,00000
ABBOTT LABORATORIESCOMMON0028241003,53591,801SH DFND1191,80100
ABBOTT LABORATORIESCOMMON00282410086722,502SH DFND1222,50200
ABBOTT LABORATORIESCOMMON0028241004,871126,478SH DFND12,100126,478
ABBOTT LABORATORIESCOMMON00282410018,695485,467SH DFND14485,46700
ABBOTT LABORATORIESCOMMON00282410057,1401,483,767SH DFND151,483,76700
ABBOTT LABORATORIESCOMMON00282410026,858697,426SH DFND2697,42600
ABBOTT LABORATORIESCOMMON0028241002,03752,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241004,107106,657SH DFND6106,65700
ABBOTT LABORATORIESCOMMON00282410096325,000SH DFND725,00000
ABBVIE INCCOMMON00287Y10963,3031,231,581SH DFND11,229,88101,700
ABBVIE INCCOMMON00287Y10961712,000SH DFND1,50012,000
ABBVIE INCCOMMON00287Y1094118,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1094,85794,501SH DFND1194,50100
ABBVIE INCCOMMON00287Y1093166,141SH DFND126,14100
ABBVIE INCCOMMON00287Y1098,925173,633SH DFND12,100173,633
ABBVIE INCCOMMON00287Y10927,620537,361SH DFND14537,36100
ABBVIE INCCOMMON00287Y1097,958154,822SH DFND15154,82200
ABBVIE INCCOMMON00287Y10933,301647,881SH DFND2647,88100
ABBVIE INCCOMMON00287Y1092,71952,900SH DFND552,90000
ABBVIE INCCOMMON00287Y10990017,500SH DFND717,50000
ABBVIE INCCOMMON00287Y10967813,200SH DFND8,113,20000
ABERCROMBIE & FITCH CO CL ACOMMON002896207371,8279,657,838SH DFND19,416,0270241,811
ABERCROMBIE & FITCH CO CL ACOMMON002896207481,249SH DFND121,24900
ABERCROMBIE & FITCH CO CL ACOMMON00289620762616,263SH DFND1416,26300
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,06227,583SH DFND1527,58300
ABENGOA SA ABGB ADRCOMMON00289R20180234,479SH DFND1534,47900
ABERDEEN ASIA-PAC INCOME FD CECOMMON0030091078113,223SH DFND1413,22300
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910710,7971,767,167SH DFND151,767,16700
ABIOMED INCCOMMON0036541002,47394,961SH DFND1594,96100
ABRAXAS PETROLEUM CORP (NEV)COMMON003830106153,713SH DFND153,71300
ACACIA RESEARCH - ACACIA TECCOMMON00388130719412,707SH DFND1412,70700
ACACIA RESEARCH - ACACIA TECCOMMON00388130764242,028SH DFND1542,02800
ACADIA HEALTHCARE CO INCCOMMON00404A1099,901219,441SH DFND1219,44100
ACADIA HEALTHCARE CO INCCOMMON00404A1092,77961,588SH DFND1561,58800
ACADIA PHARMACEUTICALS INCCOMMON0042251089,063372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251081,85376,161SH DFND12,10076,161
ACADIA PHARMACEUTICALS INCCOMMON00422510817,673726,406SH DFND15726,40600
ACADIA REALTY TRUSTCOMMON00423910934,0881,292,205SH DFND136,24601,255,959
ACADIA REALTY TRUSTCOMMON0042391092,40791,251SH DFND1591,25100
ACADIA REALTY TRUSTCOMMON004239109873,300SH DFND4,13,30000
ACCELERATE DIAGNOSTICS INCCOMMON00430H10212,663580,613SH DFND15580,61300
ACCELRYS INCCOMMON00430U10323919,202SH DFND1519,20200
ACCESS NATIONAL CORPCOMMON00433710153532,980SH DFND132,98000
ACCESS NATIONAL CORPCOMMON0043371015310SH DFND1531000
ACCESS NATIONAL CORPCOMMON00433710128017,300SH DFND3,117,30000
ACCELERON PHARMA INCCOMMON00434H1088,332241,500SH DFND1241,50000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L109911,576SH DFND141,57600
ACCURAY INCCOMMON00439710520821,702SH DFND1521,70200
ACCURIDE CORPCOMMON00439T206560126,490SH DFND15126,49000
ACETO CORPCOMMON004446100562,780SH DFND12,78000
ACETO CORPCOMMON00444610047823,775SH DFND1523,77500
ACETO CORPCOMMON004446100522,600SH DFND3,12,60000
ACELRX PHARMACEUTICALS INCCOMMON00444T1003,986331,892SH DFND15331,89200
ACI WORLDWIDE INCCOMMON0044981014,01267,783SH DFND1567,78300
ACORDA THERAPEUTICS INCCOMMON00484M10630,500804,526SH DFND1804,52600
ACORDA THERAPEUTICS INCCOMMON00484M10616,980447,900SH DFND15447,90000
ACTIVISION BLIZZARD INCCOMMON00507V10951,0612,498,100SH DFND12,210,9000212,700
ACTIVISION BLIZZARD INCCOMMON00507V10912,127593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V1093,677179,900SH DFND1,500179,900
ACTIVISION BLIZZARD INCCOMMON00507V1091,86491,200SH DFND1,90091,200
ACTIVISION BLIZZARD INCCOMMON00507V10954726,768SH DFND1126,76800
ACTIVISION BLIZZARD INCCOMMON00507V1094,147202,866SH DFND12202,86600
ACTIVISION BLIZZARD INCCOMMON00507V1091,12555,047SH DFND1455,04700
ACTIVISION BLIZZARD INCCOMMON00507V109198,3099,702,012SH DFND159,702,01200
ACTIVISION BLIZZARD INCCOMMON00507V1093,046149,000SH DFND3,1149,00000
ACTIVISION BLIZZARD INCCOMMON00507V1093,244158,722SH DFND5158,72200
ACTIVISION BLIZZARD INCCOMMON00507V1096,815333,400SH DFND6333,40000
ACTIVISION BLIZZARD INCCOMMON00507V1091,07152,400SH DFND852,40000
ACTIVISION BLIZZARD INCCOMMON00507V1091,94495,100SH DFND8,195,10000
ACTUATE CORPCOMMON00508B1028,4801,408,627SH DFND11,188,8980219,729
ACTUATE CORPCOMMON00508B10220634,147SH DFND1534,14700
ACTUATE CORPCOMMON00508B1026510,807SH DFND2,110,80700
ACTUATE CORPCOMMON00508B102975161,945SH DFND6,1161,94500
ACTUANT CORP CL ACOMMON00508X20313385SH DFND138500
ACTUANT CORP CL ACOMMON00508X20338411,236SH DFND1411,23600
ACTUANT CORP CL ACOMMON00508X2034,541132,974SH DFND15132,97400
ACUITY BRANDS INCCOMMON00508Y10258,884444,170SH DFND1444,17000
ACUITY BRANDS INCCOMMON00508Y1022381,798SH DFND121,79800
ACUITY BRANDS INCCOMMON00508Y1023702,789SH DFND142,78900
ACUITY BRANDS INCCOMMON00508Y1026,29347,468SH DFND1547,46800
ACXIOM CORPCOMMON0051251099,795284,777SH DFND1284,77700
ACXIOM CORPCOMMON0051251098,961260,541SH DFND15260,54100
ACXIOM CORPCOMMON0051251091033,000SH DFND3,13,00000
ADAMS RESOURCES & ENERGY INCCOMMON0063513082634,539SH DFND154,53900
ADDUS HOMECARE CORPCOMMON00673910669530,140SH DFND130,14000
ADDUS HOMECARE CORPCOMMON0067391061687,298SH DFND157,29800
ADDUS HOMECARE CORPCOMMON00673910644019,100SH DFND3,119,10000
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10818,416206,919SH DFND2206,91900
ADOBE SYSTEMS INCCOMMON00724F101487,0567,408,826SH DFND17,118,2810290,545
ADOBE SYSTEMS INCCOMMON00724F1011,84828,113SH DFND1128,11300
ADOBE SYSTEMS INCCOMMON00724F1019,395142,912SH DFND12142,91200
ADOBE SYSTEMS INCCOMMON00724F10179712,129SH DFND1412,12900
ADOBE SYSTEMS INCCOMMON00724F101363,0835,523,011SH DFND155,523,01100
ADOBE SYSTEMS INCCOMMON00724F1011,27719,422SH DFND419,42200
ADOBE SYSTEMS INCCOMMON00724F1011,15917,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F1016,961105,882SH DFND6105,88200
ADTRAN INCCOMMON00738A1061,31553,863SH DFND1453,86300
ADTRAN INCCOMMON00738A1064,180171,251SH DFND15171,25100
ADVANCE AUTO PARTSCOMMON00751Y10695,297753,334SH DFND1753,33400
ADVANCE AUTO PARTSCOMMON00751Y1065864,635SH DFND114,63500
ADVANCE AUTO PARTSCOMMON00751Y1062882,274SH DFND122,27400
ADVANCE AUTO PARTSCOMMON00751Y1064013,172SH DFND143,17200
ADVANCE AUTO PARTSCOMMON00751Y1062,47419,558SH DFND1519,55800
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M40455099,127SH DFND1499,12700
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043,614651,101SH DFND15651,10100
ADVISORY BOARD CO/ THECOMMON00762W1075,16180,323SH DFND1580,32300
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,057139,766SH DFND14139,76600
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1092,158116,160SH DFND14116,16000
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E1041,417139,063SH DFND14139,06300
ADVANTAGE OIL & GAS LTDCOMMON00765F1017715,478SH DFND1515,47800
ADVANTAGE OIL & GAS LTDCOMMON00765F10158,76811,878,430SH DFND211,878,43000
ADVANTAGE OIL & GAS LTDCOMMON00765F10118136,781SH DFND1536,78100
ADVANTAGE OIL & GAS LTDCOMMON00765F101489,837SH DFND2,159,83700
AECOM TECHNOLOGY CORPCOMMON00766T10011,386353,920SH DFND1307,620046,300
AECOM TECHNOLOGY CORPCOMMON00766T1003,986123,900SH DFND1,52,0000121,900
AECOM TECHNOLOGY CORPCOMMON00766T100611,886SH DFND121,88600
AECOM TECHNOLOGY CORPCOMMON00766T1001,10334,276SH DFND1434,27600
AECOM TECHNOLOGY CORPCOMMON00766T10010,216317,548SH DFND15317,54800
AECOM TECHNOLOGY CORPCOMMON00766T10079824,800SH DFND624,80000
ADVANCED EMISSION SOLUTIONSCOMMON00770C10173429,911SH DFND1529,91100
AEGION CORPCOMMON00770F10456,8892,247,700SH DFND12,247,70000
AEGION CORPCOMMON00770F10443217,074SH DFND1417,07400
AEGION CORPCOMMON00770F10427,4741,085,497SH DFND151,085,49700
AEROFLEX HOLDING CORPCOMMON00776710619123,008SH DFND1523,00800
AEROPOSTALE INCCOMMON0078651081,819362,326SH DFND15362,32600
ADVANCED MICRO DEVICESCOMMON007903107369,029SH DFND129,02900
ADVANCED MICRO DEVICESCOMMON0079031071,270316,722SH DFND15316,72200
AEGON NV AMER REG SHRCOMMON00792410330032,577SH DFND1532,57700
ADVANCED ENERGY INDUSTRIESCOMMON0079731007,823319,303SH DFND15319,30300
ADVENT SOFTWARE INCCOMMON00797410844615,206SH DFND1515,20600
AEROVIRONMENT INCCOMMON008073108701,744SH DFND121,74400
AEROVIRONMENT INCCOMMON0080731082,06551,305SH DFND1551,30500
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10850,249670,256SH DFND1670,25600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,63521,812SH DFND1121,81200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1083004,000SH DFND124,00000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1086,04480,619SH DFND12,10080,619
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1088,564114,237SH DFND14114,23700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1086,44986,027SH DFND1586,02700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,21516,210SH DFND516,21000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084506,000SH DFND76,00000
AFFILIATED MANAGERS GROUPCOMMON008252108122,223610,963SH DFND1589,418021,545
AFFILIATED MANAGERS GROUPCOMMON0082521086203,100SH DFND113,10000
AFFILIATED MANAGERS GROUPCOMMON00825210836178SH DFND1217800
AFFILIATED MANAGERS GROUPCOMMON0082521087013,503SH DFND143,50300
AFFILIATED MANAGERS GROUPCOMMON00825210810,02250,099SH DFND1550,09900
AFFILIATED MANAGERS GROUPCOMMON0082521082101,050SH DFND2,11,05000
AFFILIATED MANAGERS GROUPCOMMON0082521087,68238,400SH DFND638,40000
AFFILIATED MANAGERS GROUPCOMMON0082521083,18015,898SH DFND6,115,89800
AFFILIATED MANAGERS GROUPCOMMON0082521082401,200SH DFND71,20000
AFFYMETRIX INCCOMMON00826T10834448,280SH DFND148,28000
AFFYMETRIX INCCOMMON00826T1081,865261,581SH DFND15261,58100
AFFYMETRIX INCCOMMON00826T10845864,200SH DFND3,164,20000
AGILENT TECHNOLOGIES INCCOMMON00846U101143,9572,574,331SH DFND12,573,4310900
AGILENT TECHNOLOGIES INCCOMMON00846U1011,09319,549SH DFND1119,54900
AGILENT TECHNOLOGIES INCCOMMON00846U101751,350SH DFND121,35000
AGILENT TECHNOLOGIES INCCOMMON00846U1011,07019,129SH DFND1419,12900
AGILENT TECHNOLOGIES INCCOMMON00846U1012,92252,248SH DFND1552,24800
AGILENT TECHNOLOGIES INCCOMMON00846U10185215,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U1013696,600SH DFND76,60000
AGNICO EAGLE MINES LTDCOMMON00847410814,112466,522SH DFND1466,52200
AGNICO EAGLE MINES LTDCOMMON00847410814,082465,533SH DFND1,2465,53300
AGNICO EAGLE MINES LTDCOMMON008474108782,595SH DFND142,59500
AGNICO EAGLE MINES LTDCOMMON00847410835211,633SH DFND2,1511,63300
AGNICO EAGLE MINES LTDCOMMON0084741081,24441,113SH DFND941,11300
AGNICO EAGLE MINES LTDCOMMON0084741081,24441,113SH DFND9,10041,113
AGNICO EAGLE MINESCOMMON008474108301,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON00847410833811,150SH DFND1111,15000
AGNICO EAGLE MINESCOMMON0084741081,03434,088SH DFND1534,08800
AGNICO EAGLE MINESCOMMON00847410821,547710,463SH DFND2710,46300
AGNICO EAGLE MINESCOMMON0084741082147,045SH DFND2,17,04500
AGNICO EAGLE MINESCOMMON00847410845214,900SH DFND614,90000
AGILYSYS INCCOMMON00847J105624,590SH DFND14,59000
AGILYSYS INCCOMMON00847J10557242,679SH DFND1542,67900
AGILYSYS INCCOMMON00847J1051178,700SH DFND3,18,70000
AGREE REALTY CORPCOMMON00849210011358SH DFND135800
AGREE REALTY CORPCOMMON0084921003,500115,097SH DFND15115,09700
AGRIUM INCCOMMON008916108114,7231,175,240SH DFND11,175,24000
AGRIUM INCCOMMON0089161088418,620SH DFND118,62000
AGRIUM INCCOMMON0089161084654,764SH DFND124,76400
AGRIUM INCCOMMON0089161084,42045,277SH DFND1545,27700
AGRIUM INCCOMMON00891610824,845254,519SH DFND2,1254,51900
AGRIUM INCCOMMON0089161084384,491SH DFND3,14,49100
AGRIUM INCCOMMON0089161087908,094SH DFND58,09400
AGRIUM INCCOMMON0089161082442,500SH DFND72,50000
AGRIUM INCCOMMON0089161081,00610,314SH DFND110,31400
AGRIUM INCCOMMON0089161081,07110,985SH DFND2,1510,98500
AIR METHODS CORPCOMMON00912830719,051356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283073,90973,165SH DFND12,10073,165
AIR METHODS CORPCOMMON00912830711,121208,134SH DFND15208,13400
AIR LEASE CORPCOMMON00912X30224650SH DFND1265000
AIR LEASE CORPCOMMON00912X30269718,689SH DFND1518,68900
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK025,63816,930,000SH DFND116,930,00000
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,249111,295SH DFND1111,29500
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,49212,530SH DFND1112,53000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061891,591SH DFND121,59100
AIR PRODUCTS & CHEMICALS INCCOMMON009158106112,234942,829SH DFND14942,82900
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,559113,900SH DFND15113,90000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581069718,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581064173,500SH DFND73,50000
AIR TRANSPORT SERVICES GROUPCOMMON00922R10576997,981SH DFND1597,98100
AIRGAS INCCOMMON0093631025,12048,067SH DFND148,06700
AIRGAS INCCOMMON0093631024153,900SH DFND113,90000
AIRGAS INCCOMMON00936310242391SH DFND1239100
AIRGAS INCCOMMON00936310249,650466,149SH DFND15466,14900
SOUTHWEST AIRLINES (LUV) CVT 5CONVERT00949PAD028,24514,550,000SH DFND10014,550,000
AIXTRON AG-SPONSORED ADRCOMMON0096061044,938302,970SH DFND15302,97000
AKAMAI TECHNOLOGIESCOMMON00971T1015,14588,392SH DFND188,39200
AKAMAI TECHNOLOGIESCOMMON00971T10162010,644SH DFND1110,64400
AKAMAI TECHNOLOGIESCOMMON00971T1012,97951,172SH DFND1251,17200
AKAMAI TECHNOLOGIESCOMMON00971T1012,16137,129SH DFND1437,12900
AKAMAI TECHNOLOGIESCOMMON00971T101124,9102,145,855SH DFND152,145,85500
AKAMAI TECHNOLOGIESCOMMON00971T10110,165174,633SH DFND2174,63300
AKAMAI TECHNOLOGIESCOMMON00971T1011,33122,859SH DFND422,85900
AKAMAI TECHNOLOGIESCOMMON00971T1014728,100SH DFND58,10000
AKAMAI TECHNO(AKAM) CVT 144A 0CONVERT00971TAF88,9109,000,000SH DFND19,000,00000
AKORN INCCOMMON00972810633,7121,532,375SH DFND151,532,37500
ALAMO GROUP INCCOMMON0113111075029,240SH DFND159,24000
ALAMOS GOLD INCCOMMON011527108535,870SH DFND2,155,87000
ALAMOS GOLD INCCOMMON0115271085,615620,330SH DFND1,2620,33000
ALAMOS GOLD INCCOMMON01152710823325,738SH DFND1525,73800
ALAMOS GOLD INCCOMMON01152710850755,956SH DFND955,95600
ALAMOS GOLD INCCOMMON01152710850755,956SH DFND9,10055,956
ALASKA AIR GROUP INCCOMMON01165910954,361582,587SH DFND1582,58700
ALASKA AIR GROUP INCCOMMON0116591093163,383SH DFND123,38300
ALASKA AIR GROUP INCCOMMON0116591091,89620,319SH DFND1420,31900
ALASKA AIR GROUP INCCOMMON01165910912,477133,717SH DFND15133,71700
ALASKA COMM SYSTEMS GROUPCOMMON01167P101434224,764SH DFND15224,76400
ALBANY INTL CORP CL ACOMMON0123481081,85752,237SH DFND1552,23700
ALBANY MOLECULAR RESEARCHCOMMON0124231092,625141,230SH DFND184,730056,500
ALBANY MOLECULAR RESEARCHCOMMON0124231093,962213,113SH DFND15213,11300
ALBANY MOLECULAR RESEARCHCOMMON0124231091,00454,000SH DFND3,154,00000
ALBEMARLE CORPCOMMON01265310121,742327,338SH DFND1327,33800
ALBEMARLE CORPCOMMON0126531013595,400SH DFND115,40000
ALBEMARLE CORPCOMMON01265310140609SH DFND1260900
ALBEMARLE CORPCOMMON01265310110,661160,512SH DFND15160,51200
ALCOA INCCOMMON013817101307,07923,860,072SH DFND123,210,3010517,371
ALCOA INCCOMMON0138171017,893613,300SH DFND1,500613,300
ALCOA INCCOMMON0138171011,828142,000SH DFND1,900142,000
ALCOA INCCOMMON01381710182063,697SH DFND1163,69700
ALCOA INCCOMMON01381710128321,962SH DFND1221,96200
ALCOA INCCOMMON0138171011,562121,346SH DFND14121,34600
ALCOA INCCOMMON0138171015,533429,909SH DFND15429,90900
ALCOA INCCOMMON0138171012,927227,400SH DFND3,1227,40000
ALCOA INCCOMMON0138171012,077161,352SH DFND5161,35200
ALCOA INCCOMMON0138171011,03380,300SH DFND880,30000
ALCOA INCCOMMON0138171011,981153,900SH DFND8,1153,90000
ALCATEL-LUCENT ADRCOMMON01390430518747,918SH DFND1547,91800
ALEXANDER & BALDWIN INCCOMMON01449110491921,604SH DFND1521,60400
ALERE INCCOMMON01449J10593,0242,708,123SH DFND12,708,12300
ALERE INCCOMMON01449J10576,2992,221,228SH DFND1,22,221,22800
ALERE INCCOMMON01449J1052396,952SH DFND11,26,95200
ALERE INCCOMMON01449J10528819SH DFND1281900
ALERE INCCOMMON01449J10563918,601SH DFND1518,60100
ALERE INCCOMMON01449J10515,594453,974SH DFND2453,97400
ALERE INCCOMMON01449J1052376,900SH DFND3,16,90000
ALEXANDER'S INCCOMMON0147521095201,441SH DFND151,44100
ALEXANDRIA REAL EST EQUITIESCOMMON01527110913,281183,029SH DFND121,3000161,729
ALEXANDRIA REAL EST EQUITIESCOMMON01527110939532SH DFND1253200
ALEXANDRIA REAL EST EQUITIESCOMMON0152711096669,174SH DFND149,17400
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,11715,400SH DFND1515,40000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711095527,606SH DFND15,17,60600
ALEXANDRIA REAL ESTATE E SERCONVERT0152715056,771252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT015271505562,100SH DFND4,12,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109188,4001,238,417SH DFND11,200,217028,400
ALEXION PHARMACEUTICALS INCCOMMON01535110911,53975,850SH DFND1,5300075,550
ALEXION PHARMACEUTICALS INCCOMMON0153511091,82612,000SH DFND1,90012,000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,78011,700SH DFND1111,70000
ALEXION PHARMACEUTICALS INCCOMMON0153511098,53456,094SH DFND1256,09400
ALEXION PHARMACEUTICALS INCCOMMON01535110911,40374,957SH DFND12,10074,957
ALEXION PHARMACEUTICALS INCCOMMON0153511094,30028,266SH DFND1428,26600
ALEXION PHARMACEUTICALS INCCOMMON015351109392,6982,581,331SH DFND152,581,33100
ALEXION PHARMACEUTICALS INCCOMMON01535110918116SH DFND2,1511600
ALEXION PHARMACEUTICALS INCCOMMON0153511092,97419,550SH DFND3,119,55000
ALEXION PHARMACEUTICALS INCCOMMON0153511092,44916,100SH DFND516,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511092,64717,400SH DFND617,40000
ALEXION PHARMACEUTICALS INCCOMMON0153511094723,100SH DFND73,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,0506,900SH DFND86,90000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,78011,700SH DFND8,111,70000
ALIGN TECHNOLOGY INCCOMMON0162551015,509106,370SH DFND15106,37000
ALIGN TECHNOLOGY INCCOMMON016255101621,200SH DFND3,11,20000
ALIMERA SCIENCES INC ALIMCOMMON0162591032,849361,069SH DFND15361,06900
ALLEGHANY CORPCOMMON0171751004071,000SH DFND111,00000
ALLEGHANY CORPCOMMON01717510054133SH DFND1213300
ALLEGHANY CORPCOMMON0171751002,4185,935SH DFND145,93500
ALLEGHANY CORPCOMMON0171751001,5073,700SH DFND153,70000
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102110,9602,944,793SH DFND12,944,79300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102671,774SH DFND121,77400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10256214,913SH DFND1414,91300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1024,598122,023SH DFND15122,02300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10223600SH DFND2,1560000
ALLEGIANT TRAVEL COCOMMON01748X1021,0689,546SH DFND149,54600
ALLEGIANT TRAVEL COCOMMON01748X1022,12318,967SH DFND1518,96700
ALLERGAN INCCOMMON018490102117,241944,729SH DFND1944,4290300
ALLERGAN INCCOMMON0184901022,19717,700SH DFND1117,70000
ALLERGAN INCCOMMON01849010295763SH DFND1276300
ALLERGAN INCCOMMON0184901026,00948,419SH DFND12,10048,419
ALLERGAN INCCOMMON0184901024,31434,759SH DFND1434,75900
ALLERGAN INCCOMMON01849010238,667311,580SH DFND15311,58000
ALLERGAN INCCOMMON0184901021,55112,495SH DFND512,49500
ALLERGAN INCCOMMON0184901025584,500SH DFND74,50000
ALLETE INCCOMMON01852230018347SH DFND134700
ALLETE INCCOMMON01852230024457SH DFND1245700
ALLETE INCCOMMON0185223005,508105,072SH DFND14105,07200
ALLETE INCCOMMON0185223002,79953,395SH DFND1553,39500
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461012,512197,460SH DFND14197,46000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108131,565482,897SH DFND1482,89700
ALLIANCE DATA SYSTEMS CORPCOMMON018581108120,895443,731SH DFND1,2443,73100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087902,900SH DFND112,90000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083801,394SH DFND11,21,39400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,4935,479SH DFND125,47900
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,69313,554SH DFND12,113,55400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,6255,966SH DFND145,96600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110825,41893,295SH DFND1593,29500
ALLIANCE DATA SYSTEMS CORPCOMMON01858110824,48589,870SH DFND289,87000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086542,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083271,200SH DFND71,20000
ALLIANCE HEALTHCARE SERVICECOMMON01860630146213,770SH DFND113,77000
ALLIANCE HEALTHCARE SERVICECOMMON0186063014,955147,786SH DFND15147,78600
ALLIANCE HEALTHCARE SERVICECOMMON01860630154316,200SH DFND3,116,20000
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1068,279623,865SH DFND14623,86500
ALLIANCE FIBER OPTIC PRODUCTCOMMON01868030615410,610SH DFND1510,61000
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,10188,058SH DFND1488,05800
ALLIANCE ONE INTERNATIONAL INCCOMMON018772103980335,767SH DFND15335,76700
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1081972,345SH DFND152,34500
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1063,407230,838SH DFND14230,83800
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1065,758390,136SH DFND15390,13600
ALLIANT ENERGY CORPCOMMON0188021084067,138SH DFND117,13800
ALLIANT ENERGY CORPCOMMON018802108811,419SH DFND121,41900
ALLIANT ENERGY CORPCOMMON0188021085,01188,214SH DFND1488,21400
ALLIANT ENERGY CORPCOMMON0188021083,08354,267SH DFND1554,26700
ALLIANT TECHSYSTEMS INCCOMMON01880410418,477129,980SH DFND1114,880015,100
ALLIANT TECHSYSTEMS INCCOMMON0188041041851,300SH DFND1,51,30000
ALLIANT TECHSYSTEMS INCCOMMON01880410443301SH DFND1230100
ALLIANT TECHSYSTEMS INCCOMMON0188041041,78112,527SH DFND1412,52700
ALLIANT TECHSYSTEMS INCCOMMON0188041042,65218,657SH DFND1518,65700
ALLIANT TECHSYSTEMS INCCOMMON0188041041,3659,600SH DFND3,19,60000
ALLIANT TECHSYSTEMS INCCOMMON0188041043132,200SH DFND52,20000
ALLIANT TECHSYSTEMS INCCOMMON0188041045,06135,600SH DFND635,60000
ALLIANT TECHSYSTEMS INC CVT 3CONVERT018804AK05,5883,000,000SH DFND1003,000,000
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1016,892938,933SH DFND14938,93300
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10113,2121,799,938SH DFND151,799,93800
ALLIANCEBERNSTEIN HOLDING LPCOMMON01881G1063,995159,992SH DFND15159,99200
ALLIANZGI CONV AND INCOME FUNDCOMMON0188251091,941197,261SH DFND14197,26100
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281034,742462,164SH DFND14462,16400
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291017,426381,794SH DFND14381,79400
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,481406,582SH DFND14406,58200
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,739420,581SH DFND15420,58100
ALLIED NEVADA GOLD CORPCOMMON019344100276,350SH DFND146,35000
ALLIED NEVADA GOLD CORPCOMMON0193441001,517352,080SH DFND15352,08000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,08736,321SH DFND1536,32100
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,66192,108SH DFND1592,10800
ALLSCRIPT HLTHCARE(MDRX)CVT 14CONVERT01988PAC220,45816,565,000SH DFND116,565,00000
ALLSTATE CORPCOMMON020002101436,3837,712,664SH DFND17,641,258071,406
ALLSTATE CORPCOMMON0200021011,52626,978SH DFND1126,97800
ALLSTATE CORPCOMMON0200021013716,564SH DFND126,56400
ALLSTATE CORPCOMMON02000210115,223269,044SH DFND14269,04400
ALLSTATE CORPCOMMON020002101103,7181,833,122SH DFND151,833,12200
ALLSTATE CORPCOMMON0200021011,31223,181SH DFND523,18100
ALLSTATE CORPCOMMON0200021014,24475,000SH DFND675,00000
ALLSTATE CORPCOMMON0200021014307,600SH DFND77,60000
ALMOST FAMILY INCCOMMON02040910886337,347SH DFND1537,34700
ALMOST FAMILY INCCOMMON020409108743,200SH DFND3,13,20000
ALON USA ENERGY INC.COMMON0205201024,234283,412SH DFND15283,41200
ALON USA ENERGY INC(ALJ)CVT144CONVERT020520AA04,2153,500,000SH DFND13,500,00000
ALON USA PARTNERS LPCOMMON02052T1093,350201,076SH DFND15201,07600
ALPHA NATURAL RESOURCES INCCOMMON02076X1025713,304SH DFND113,0990205
ALPHA NATURAL RESOURCES INCCOMMON02076X1026515,365SH DFND1215,36500
ALPHA NATURAL RESOURCES INCCOMMON02076X10239793,517SH DFND1493,51700
ALPHA NATURAL RESOURCES INCCOMMON02076X1021,396328,544SH DFND15328,54400
ALPHATEC HOLDINGS INCCOMMON02081G10253,174SH DFND153,17400
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10315,2402,161,737SH DFND142,161,73700
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602075,209620,808SH DFND14620,80800
ALTERA CORPORATIONCOMMON021441100222,8766,150,856SH DFND16,150,85600
ALTERA CORPORATIONCOMMON02144110069019,038SH DFND1119,03800
ALTERA CORPORATIONCOMMON0214411004,166114,969SH DFND12114,96900
ALTERA CORPORATIONCOMMON0214411002,67473,791SH DFND12,173,79100
ALTERA CORPORATIONCOMMON02144110091925,366SH DFND1425,36600
ALTERA CORPORATIONCOMMON021441100127,8033,527,066SH DFND153,527,06600
ALTERA CORPORATIONCOMMON0214411003128,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110059,9321,653,971SH DFND61,653,97100
ALTERA CORPORATIONCOMMON0214411002547,000SH DFND77,00000
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1065,412151,596SH DFND15151,59600
ALTRIA GROUP INCCOMMON02209S103121,2703,239,904SH DFND13,237,80402,100
ALTRIA GROUP INCCOMMON02209S1034,456119,060SH DFND11119,06000
ALTRIA GROUP INCCOMMON02209S10376420,415SH DFND1220,41500
ALTRIA GROUP INCCOMMON02209S1035,702152,350SH DFND14152,35000
ALTRIA GROUP INCCOMMON02209S10375,5082,017,323SH DFND152,017,32300
ALTRIA GROUP INCCOMMON02209S1032,68071,599SH DFND571,59900
ALTRIA GROUP INCCOMMON02209S10357,2721,530,117SH DFND61,530,11700
ALTRIA GROUP INCCOMMON02209S10395825,600SH DFND725,60000
AMARIN CORP PLC ADRCOMMON02311120652,579SH DFND152,57900
AMAZON.COM INCCOMMON023135106311,906927,284SH DFND1927,244040
AMAZON.COM INCCOMMON0231351067,30721,724SH DFND1121,72400
AMAZON.COM INCCOMMON02313510643,947130,652SH DFND12130,65200
AMAZON.COM INCCOMMON0231351061,9305,739SH DFND12,15,73900
AMAZON.COM INCCOMMON02313510611,81035,110SH DFND1435,11000
AMAZON.COM INCCOMMON0231351061,739,0605,170,157SH DFND155,170,15700
AMAZON.COM INCCOMMON0231351061751SH DFND2,155100
AMAZON.COM INCCOMMON0231351064,12912,276SH DFND512,27600
AMAZON.COM INCCOMMON0231351061,2453,700SH DFND73,70000
AMAZON.COM INCCOMMON0231351069,35327,807SH DFND9,10027,807
AMBAC FINANCIAL GROUP INCCOMMON0231398841825,863SH DFND125,86300
AMBAC FINANCIAL GROUP INCCOMMON02313988456318,156SH DFND1518,15600
AMBASSADORS GROUP INCCOMMON0231771086616,780SH DFND116,78000
AMBASSADORS GROUP INCCOMMON0231771086717,000SH DFND3,117,00000
AMBEV SA-ADRCOMMON02319V1031,305176,164SH DFND14176,16400
AMBEV SA-ADRCOMMON02319V1038,1981,106,331SH DFND151,106,33100
AMBEV SA-ADRCOMMON02319V103527,000SH DFND67,00000
AMBEV SA-ADRCOMMON02319V10328538,430SH DFND6,538,43000
AMBEV SA-ADRCOMMON02319V10316722,500SH DFND922,50000
AMCOL INTERNATIONAL CORPCOMMON02341W10313274SH DFND127400
AMCOL INTERNATIONAL CORPCOMMON02341W1032,46253,783SH DFND1553,78300
AMEDISYS INCCOMMON02343610817411,662SH DFND1411,66200
AMEDISYS INCCOMMON0234361082,799187,973SH DFND15187,97300
AMERCO INCCOMMON0235861003601,550SH DFND11,55000
AMERCO INCCOMMON0235861003711,600SH DFND1,5001,600
AMERCO INCCOMMON0235861003,00512,945SH DFND1512,94500
AMEREN CORPORATIONCOMMON0236081029,491230,359SH DFND1229,7590600
AMEREN CORPORATIONCOMMON02360810259614,475SH DFND1114,47500
AMEREN CORPORATIONCOMMON0236081021874,529SH DFND124,52900
AMEREN CORPORATIONCOMMON02360810242,0491,020,608SH DFND151,020,60800
AMERESCO INCCOMMON02361E108699,095SH DFND129,09500
AMERESCO INCCOMMON02361E1085,848773,560SH DFND15773,56000
AMERICA MOVIL SAB DE CVCOMMON02364W10530,9751,558,121SH DFND11,558,12100
AMERICA MOVIL SAB DE CVCOMMON02364W1051085,427SH DFND145,42700
AMERICA MOVIL SAB DE CVCOMMON02364W10517,848897,789SH DFND15897,78900
AMERICA MOVIL SAB DE CVCOMMON02364W10527,9271,404,785SH DFND21,404,78500
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APOLLO INVESTMENT CORP CFCOMMON03761U10614,8631,788,568SH DFND151,788,56800
APOLLO INVESTMENT CORP CFCOMMON03761U10621125,400SH DFND3,125,40000
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,8635,525,000SH DFND1005,525,000
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10573043,904SH DFND1543,90400
APOLLO SENIOR FLOATING RATE FUCOMMON0376361078,638473,319SH DFND14473,31900
APOLLO SENIOR FLOATING RATE FUCOMMON03763610754830,000SH DFND930,00000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10278148,123SH DFND1448,12300
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10291656,412SH DFND1556,41200
APPLE INCCOMMON037833100823,6401,534,524SH DFND11,519,293011,313
APPLE INCCOMMON03783310023,68144,120SH DFND1,50044,120
APPLE INCCOMMON0378331002,4374,540SH DFND1,9004,540
APPLE INCCOMMON0378331004,8319,000SH DFND109,00000
APPLE INCCOMMON03783310028,88353,812SH DFND1153,81200
APPLE INCCOMMON037833100137,192255,602SH DFND12255,60200
APPLE INCCOMMON0378331006,49112,093SH DFND12,112,09300
APPLE INCCOMMON03783310011,35721,160SH DFND1421,16000
APPLE INCCOMMON0378331005,350,4569,968,432SH DFND159,968,43200
APPLE INCCOMMON03783310088,095164,129SH DFND2164,12900
APPLE INCCOMMON0378331001,4772,751SH DFND2,12,75100
APPLE INCCOMMON0378331003,8857,239SH DFND3,17,23900
APPLE INCCOMMON0378331002,3784,430SH DFND44,43000
APPLE INCCOMMON03783310018,09933,720SH DFND533,72000
APPLE INCCOMMON03783310017,99233,520SH DFND633,52000
APPLE INCCOMMON0378331004,4558,300SH DFND78,30000
APPLE INCCOMMON0378331001,3952,598SH DFND82,59800
APPLE INCCOMMON0378331003,1325,835SH DFND8,15,83500
APPLE INCCOMMON03783310010,22319,047SH DFND9,10019,047
APPLIED INDUSTRIAL TECH INCCOMMON03820C1052525,229SH DFND145,22900
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053,71677,028SH DFND1577,02800
APPLIED MATERIALS INCCOMMON038222105702,11234,391,974SH DFND133,391,26401,000,710
APPLIED MATERIALS INCCOMMON0382221051,46571,738SH DFND1171,73800
APPLIED MATERIALS INCCOMMON0382221057,175351,480SH DFND12351,48000
APPLIED MATERIALS INCCOMMON0382221051,74985,696SH DFND12,185,69600
APPLIED MATERIALS INCCOMMON03822210529,7181,455,688SH DFND141,455,68800
APPLIED MATERIALS INCCOMMON038222105275,05313,473,060SH DFND1513,473,06000
APPLIED MATERIALS INCCOMMON0382221051246,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210561830,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON03822210542720,900SH DFND720,90000
APPLIED MICRO CIRCUITS CORPCOMMON03822W406121,246SH DFND151,24600
APTARGROUP INCCOMMON03833610329443SH DFND1244300
APTARGROUP INCCOMMON0383361031,27319,266SH DFND1519,26600
APPROACH RESOURCES INCCOMMON03834A1031,69280,933SH DFND1580,93300
AQUA AMERICA INCCOMMON03836W1031254,973SH DFND124,97300
AQUA AMERICA INCCOMMON03836W1031,62864,950SH DFND1464,95000
AQUA AMERICA INCCOMMON03836W10346,8141,867,316SH DFND151,867,31600
ARABIAN AMERICAN DEVELOPMENTCOMMON0384651004377SH DFND1537700
ARAMARK HOLDINGS CORPCOMMON03852U1067,404256,008SH DFND15256,00800
ARBOR REALTY TRUST INCCOMMON03892310821430,890SH DFND130,89000
ARBOR REALTY TRUST INCCOMMON03892310846667,375SH DFND1567,37500
ARBOR REALTY TRUST INCCOMMON03892310824234,900SH DFND3,134,90000
ARCH COAL INCCOMMON0393801006012,464SH DFND1212,46400
ARCH COAL INCCOMMON03938010015231,553SH DFND1431,55300
ARCH COAL INCCOMMON0393801002,958613,757SH DFND15613,75700
ARCELORMITTAL NY REGISTEREDCOMMON03938L10427016,707SH DFND1516,70700
ARCELORMITTAL 5.0 CVT 05-15-14CONVERT03938LAK025,06325,000,000SH DFND10025,000,000
ARCHER-DANIELS-MIDLAND COCOMMON039483102427,7179,857,498SH DFND19,447,5800370,518
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,31176,300SH DFND1,1276,30000
ARCHER-DANIELS-MIDLAND COCOMMON03948310213,737316,600SH DFND1,54,2000312,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,11748,800SH DFND1,90048,800
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,70039,181SH DFND1139,18100
ARCHER-DANIELS-MIDLAND COCOMMON0394831023788,701SH DFND11,152208,179
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,36677,564SH DFND1277,56400
ARCHER-DANIELS-MIDLAND COCOMMON0394831029,520219,404SH DFND14219,40400
ARCHER-DANIELS-MIDLAND COCOMMON03948310261,1291,408,832SH DFND151,408,83200
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,38077,900SH DFND3,177,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,968137,553SH DFND5137,55300
ARCHER-DANIELS-MIDLAND COCOMMON03948310231,688730,300SH DFND6730,30000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,690108,100SH DFND7108,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,20227,700SH DFND827,70000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,07847,900SH DFND8,147,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,62960,600SH DFND960,60000
ARCTIC CAT INCCOMMON0396701043357,002SH DFND147,00200
ARCTIC CAT INCCOMMON0396701041,08722,741SH DFND1522,74100
ARENA PHARMACEUTICALS INCCOMMON04004710211,6381,847,224SH DFND151,847,22400
ARGAN INCCOMMON04010E10963721,440SH DFND121,44000
ARGAN INCCOMMON04010E10917563SH DFND1556300
ARGAN INCCOMMON04010E10974625,100SH DFND3,125,10000
ARES CAPITAL CORPCOMMON04010L10368638,910SH DFND1238,91000
ARES CAPITAL CORPCOMMON04010L1035,171293,482SH DFND14293,48200
ARES CAPITAL CORPCOMMON04010L10325,8301,465,956SH DFND151,465,95600
ARES CAP CORP CVT 5.75 144A 02CONVERT04010LAA16,5336,000,000SH DFND16,000,00000
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB98,5967,895,000SH DFND17,895,00000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8681,740,000SH DFND1001,740,000
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,3415,000,000SH DFND1005,000,000
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,2313,000,000SH DFND1003,000,000
ARES CAPITAL CORP CVT(ARCC) 4.CONVERT04010LAK96,3686,000,000SH DFND1006,000,000
ARES COMMERCIAL REAL ESTATECOMMON04013V10812895SH DFND1589500
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1021,64090,512SH DFND1590,51200
ARES MULTI-STRATEGY CREDIT FUNCOMMON04014Q10875634,379SH DFND1534,37900
ARIAD PHARMACEUTICALS INCCOMMON04033A100627,700SH DFND1007,700
ARKANSAS BEST CORPCOMMON0407901074,578123,900SH DFND177,300046,600
ARKANSAS BEST CORPCOMMON0407901072687,259SH DFND127,25900
ARKANSAS BEST CORPCOMMON0407901078,589232,446SH DFND15232,44600
ARKANSAS BEST CORPCOMMON0407901071,67045,200SH DFND3,145,20000
ARLINGTON ASSET INVESTMENT-ACOMMON04135620547017,752SH DFND1517,75200
ARM HOLDINGS PLC ADRCOMMON0420681065,374105,435SH DFND1105,43500
ARM HOLDINGS PLC ADRCOMMON04206810667313,195SH DFND12,113,19500
ARM HOLDINGS PLC ADRCOMMON0420681063,38566,409SH DFND1566,40900
ARMADA HOFFLER PROPERTIES INCCOMMON04208T108111,055SH DFND151,05500
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,540373,878SH DFND15373,87800
ARMSTRONG WORLD INDUSTRIESCOMMON04247X10251950SH DFND1295000
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1026,110114,747SH DFND15114,74700
ARQULE INCCOMMON04269E107299145,848SH DFND15145,84800
ARRAY BIO INC SR(ARRY)CVT 3.0CONVERT04269XAA33,0883,000,000SH DFND13,000,00000
ARRIS GROUP INCCOMMON04270V106108,3233,843,960SH DFND13,686,9900156,970
ARRIS GROUP INCCOMMON04270V1062,71496,299SH DFND12,196,29900
ARRIS GROUP INCCOMMON04270V1061,30746,388SH DFND1446,38800
ARRIS GROUP INCCOMMON04270V10610,950388,563SH DFND15388,56300
ARRIS GROUP INCCOMMON04270V1062147,604SH DFND2,17,60400
ARRIS GROUP INCCOMMON04270V1063,272116,100SH DFND6,1116,10000
ARROW ELECTRONICS INCCOMMON0427351003535,946SH DFND115,94600
ARROW ELECTRONICS INCCOMMON0427351001622,736SH DFND122,73600
ARROW ELECTRONICS INCCOMMON0427351005399,072SH DFND149,07200
ARROW ELECTRONICS INCCOMMON0427351003,22854,377SH DFND1554,37700
ARROW FINANCIAL CORPCOMMON04274410230811,645SH DFND1511,64500
ARROWHEAD RESEARCH CORPCOMMON04279720924214,744SH DFND1514,74400
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081687,466SH DFND157,46600
ARTHROCARE CORPCOMMON04313610058712,179SH DFND1512,17900
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10828,801448,272SH DFND1378,424069,848
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108578SH DFND157800
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1082153,349SH DFND2,13,34900
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1083,37752,568SH DFND6,152,56800
ARUBA NETWORKS INCCOMMON04317610627,2631,454,050SH DFND11,454,05000
ARUBA NETWORKS INCCOMMON0431761061,21965,020SH DFND12,165,02000
ARUBA NETWORKS INCCOMMON0431761061,16161,910SH DFND1561,91000
ASBURY AUTOMOTIVE GROUPCOMMON0434361045,01990,750SH DFND1590,75000
ASCENA RETAIL GROUP INCCOMMON04351G101128,5027,436,443SH DFND17,436,44300
ASCENA RETAIL GROUP INCCOMMON04351G101211,211SH DFND121,21100
ASCENA RETAIL GROUP INCCOMMON04351G1011,49986,741SH DFND1486,74100
ASCENA RETAIL GROUP INCCOMMON04351G10148327,957SH DFND1527,95700
ASCENT CAPITAL GROUP INCCOMMON04363210884811,226SH DFND1511,22600
ASHFORD HOSPITALITY TRUSTCOMMON0441031091,356120,282SH DFND15120,28200
ASHLAND INCCOMMON0442091044684,700SH DFND114,70000
ASHLAND INCCOMMON04420910476761SH DFND1276100
ASHLAND INCCOMMON0442091043994,006SH DFND144,00600
ASHLAND INCCOMMON0442091045,00650,320SH DFND1550,32000
ASPEN TECHNOLOGY INCCOMMON045327103162,2483,830,222SH DFND13,830,22200
ASPEN TECHNOLOGY INCCOMMON0453271031,72840,787SH DFND12,140,78700
ASPEN TECHNOLOGY INCCOMMON0453271034,901115,692SH DFND15115,69200
ASSOCIATED BANC CORPCOMMON04548710550628,000SH DFND10028,000
ASSOCIATED BANC CORPCOMMON045487105392,165SH DFND122,16500
ASSOCIATED BANC CORPCOMMON0454871051,12962,493SH DFND1462,49300
ASSOCIATED BANC CORPCOMMON0454871057,099393,095SH DFND15393,09500
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051,35479,925SH DFND1579,92500
ASSURANT INCCOMMON04621X10825,238388,517SH DFND1374,417012,000
ASSURANT INCCOMMON04621X1085,84089,900SH DFND1,50089,900
ASSURANT INCCOMMON04621X108711,100SH DFND1,9001,100
ASSURANT INCCOMMON04621X1083184,900SH DFND114,90000
ASSURANT INCCOMMON04621X1082954,544SH DFND124,54400
ASSURANT INCCOMMON04621X1083,26650,274SH DFND1450,27400
ASSURANT INCCOMMON04621X10811,222172,754SH DFND15172,75400
ASSURANT INCCOMMON04621X1081302,000SH DFND3,12,00000
ASSURANT INCCOMMON04621X1081953,000SH DFND53,00000
ASSURANT INCCOMMON04621X10883812,900SH DFND612,90000
ASSURANT INCCOMMON04621X10845700SH DFND870000
ASSURANT INCCOMMON04621X1081,24719,200SH DFND8,119,20000
ASTEC INDUSTRIES INCCOMMON0462241011,68938,454SH DFND1538,45400
ASTORIA FINANCIAL CORPCOMMON046265104211,502SH DFND121,50200
ASTORIA FINANCIAL CORPCOMMON04626510457841,812SH DFND1541,81200
ASTRAZENECA PLC ADRCOMMON0463531088,362128,884SH DFND14128,88400
ASTRAZENECA PLC ADRCOMMON0463531081,40121,594SH DFND1521,59400
ASTRONICS CORPCOMMON0464331084,04163,732SH DFND1563,73200
ATHENAHEALTH INCCOMMON04685W1034,93630,803SH DFND1530,80300
ATLANTIC POWER CORPCOMMON04878Q86315553,614SH DFND1553,61400
ATLANTIC POWER CORPCOMMON04878Q86310536,096SH DFND1536,09600
ATLANTIC TELE-NETWORK INCCOMMON04907920586613,130SH DFND13,030010,100
ATLANTIC TELE-NETWORK INCCOMMON0490792052,12132,178SH DFND1532,17800
ATLANTIC TELE-NETWORK INCCOMMON0490792052904,400SH DFND3,14,40000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642054,588130,089SH DFND15130,08900
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921031,61450,275SH DFND1450,27500
ATMEL CORPCOMMON0495131041,909228,407SH DFND15228,40700
ATMOS ENERGY CORPCOMMON0495601051,02921,830SH DFND121,83000
ATMOS ENERGY CORPCOMMON049560105661,408SH DFND121,40800
ATMOS ENERGY CORPCOMMON0495601058,636183,239SH DFND14183,23900
ATMOS ENERGY CORPCOMMON0495601052,81959,817SH DFND1559,81700
ATRION CORPORATIONCOMMON0499041056572,147SH DFND152,14700
ATWOOD OCEANICS INCCOMMON05009510834,189678,488SH DFND1678,48800
ATWOOD OCEANICS INCCOMMON05009510828559SH DFND1255900
ATWOOD OCEANICS INCCOMMON05009510857011,303SH DFND1411,30300
ATWOOD OCEANICS INCCOMMON0500951084,28885,094SH DFND1585,09400
AUDIENCE INCCOMMON05070J10217213,761SH DFND1513,76100
AURICO GOLD INCCOMMON05155C10526961,631SH DFND1561,63100
AURICO GOLD INCCOMMON05155C1055913,586SH DFND2,1513,58600
AUTODESK INCCOMMON052769106123,1992,505,054SH DFND12,480,089024,965
AUTODESK INCCOMMON0527691067,957161,784SH DFND1,2161,78400
AUTODESK INCCOMMON05276910665913,404SH DFND1113,40400
AUTODESK INCCOMMON0527691063,18864,830SH DFND1264,83000
AUTODESK INCCOMMON052769106128,4262,611,339SH DFND152,611,33900
AUTODESK INCCOMMON0527691064879,910SH DFND59,91000
AUTOLIV INCCOMMON0528001095725,700SH DFND115,70000
AUTOLIV INCCOMMON05280010988880SH DFND1288000
AUTOLIV INCCOMMON0528001091,65616,500SH DFND1516,50000
AUTOLIV INCCOMMON0528001094624,600SH DFND54,60000
AUTOMATIC DATA PROCESSINGCOMMON053015103113,9651,475,082SH DFND11,475,08200
AUTOMATIC DATA PROCESSINGCOMMON0530151032,20228,501SH DFND1128,50100
AUTOMATIC DATA PROCESSINGCOMMON05301510310,752139,164SH DFND12139,16400
AUTOMATIC DATA PROCESSINGCOMMON05301510369,348897,593SH DFND14897,59300
AUTOMATIC DATA PROCESSINGCOMMON053015103461,0685,967,742SH DFND155,967,74200
AUTOMATIC DATA PROCESSINGCOMMON0530151035,60072,481SH DFND272,48100
AUTOMATIC DATA PROCESSINGCOMMON0530151031,30616,900SH DFND516,90000
AUTOMATIC DATA PROCESSINGCOMMON0530151035417,000SH DFND77,00000
AUTONATION INCCOMMON05329W1024,94692,915SH DFND192,91500
AUTONATION INCCOMMON05329W10228523SH DFND1252300
AUTONATION INCCOMMON05329W1023005,635SH DFND145,63500
AUTONATION INCCOMMON05329W10276014,272SH DFND1514,27200
AUTONAVI HOLDINGS LTD ADRCOMMON05330F1061,92596,070SH DFND1596,07000
AUTOZONE INCCOMMON0533321026,25311,642SH DFND111,64200
AUTOZONE INCCOMMON0533321021,0651,982SH DFND111,98200
AUTOZONE INCCOMMON05333210291170SH DFND1217000
AUTOZONE INCCOMMON05333210279,501148,019SH DFND15148,01900
AUTOZONE INCCOMMON053332102483900SH DFND590000
AUTOZONE INCCOMMON053332102322600SH DFND760000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10723,808875,930SH DFND1875,93000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1074,882179,610SH DFND12,100179,610
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10730,6611,128,064SH DFND151,128,06400
AUXILIUM PHARMACEUTICALS INC (CONVERT05334DAA513,0809,900,000SH DFND19,900,00000
AVALONBAY COMMUNITIES INCCOMMON053484101878,2596,687,930SH DFND13,450,86303,237,067
AVALONBAY COMMUNITIES INCCOMMON0534841019647,341SH DFND117,34100
AVALONBAY COMMUNITIES INCCOMMON0534841013,44826,256SH DFND11,126,25600
AVALONBAY COMMUNITIES INCCOMMON05348410190687SH DFND1268700
AVALONBAY COMMUNITIES INCCOMMON05348410113,824105,266SH DFND13,1105,26600
AVALONBAY COMMUNITIES INCCOMMON05348410126196SH DFND1419600
AVALONBAY COMMUNITIES INCCOMMON0534841016,18347,080SH DFND1547,08000
AVALONBAY COMMUNITIES INCCOMMON0534841011,42710,870SH DFND15,110,87000
AVALONBAY COMMUNITIES INCCOMMON0534841013,16124,069SH DFND2,124,06900
AVALONBAY COMMUNITIES INCCOMMON05348410122,744173,197SH DFND3,1173,19700
AVALONBAY COMMUNITIES INCCOMMON0534841011941,474SH DFND4,11,47400
AVALONBAY COMMUNITIES INCCOMMON0534841014,04330,785SH DFND6,1030,7850
AVENUE INCOME CREDIT STRATEG CCOMMON05358E1067,494425,772SH DFND14425,77200
AVERY DENNISON CORPCOMMON05361110986,9151,715,313SH DFND11,694,013014,100
AVERY DENNISON CORPCOMMON0536111091,97639,000SH DFND1,50039,000
AVERY DENNISON CORPCOMMON0536111092945,800SH DFND1,9005,800
AVERY DENNISON CORPCOMMON0536111093296,497SH DFND116,49700
AVERY DENNISON CORPCOMMON053611109651,292SH DFND121,29200
AVERY DENNISON CORPCOMMON0536111091,67533,061SH DFND1433,06100
AVERY DENNISON CORPCOMMON0536111091,54230,425SH DFND1530,42500
AVERY DENNISON CORPCOMMON0536111094869,600SH DFND3,19,60000
AVERY DENNISON CORPCOMMON0536111093657,200SH DFND57,20000
AVERY DENNISON CORPCOMMON0536111091,19123,500SH DFND623,50000
AVERY DENNISON CORPCOMMON0536111091673,300SH DFND83,30000
AVIAT NETWORKS INCCOMMON05366Y102216136,088SH DFND15136,08800
AVIANCA HOLDINGS SA - ADRCOMMON05367G10082748,500SH DFND1248,50000
AVIANCA HOLDINGS SA - ADRCOMMON05367G1001076,300SH DFND2,16,30000
AVIANCA HOLDINGS SA - ADRCOMMON05367G1006,530383,000SH DFND6383,00000
AVIANCA HOLDINGS SA - ADRCOMMON05367G100573,325SH DFND93,32500
AVIS BUDGET GROUP INCCOMMON0537741053607,400SH DFND17,40000
AVIS BUDGET GROUP INCCOMMON0537741051062,175SH DFND122,17500
AVIS BUDGET GROUP INCCOMMON0537741051,59532,759SH DFND1432,75900
AVIS BUDGET GROUP INCCOMMON0537741053,89179,890SH DFND1579,89000
AVISTA CORPCOMMON05379B10717561SH DFND156100
AVISTA CORPCOMMON05379B10729937SH DFND1293700
AVISTA CORPCOMMON05379B1072829,200SH DFND149,20000
AVISTA CORPCOMMON05379B10710,971357,934SH DFND15357,93400
AVNET INCCOMMON0538071034118,823SH DFND118,82300
AVNET INCCOMMON0538071031833,930SH DFND123,93000
AVNET INCCOMMON0538071034579,827SH DFND149,82700
AVNET INCCOMMON0538071033,29570,822SH DFND1570,82200
AVIV REIT INCCOMMON05381L10117689SH DFND1568900
AVIVA PLC - SPON ADRCOMMON05382A10437923,687SH DFND1523,68700
AVON PRODUCTS INCCOMMON054303102450,62930,780,644SH DFND129,638,21901,142,425
AVON PRODUCTS INCCOMMON05430310241728,485SH DFND1128,48500
AVON PRODUCTS INCCOMMON0543031021308,852SH DFND128,85200
AVON PRODUCTS INCCOMMON0543031025,275360,312SH DFND15360,31200
AVON PRODUCTS INCCOMMON054303102181,224SH DFND2,151,22400
AVON PRODUCTS INCCOMMON05430310223416,011SH DFND516,01100
AWARE INC/MASSCOMMON05453N100325,500SH DFND3,15,50000
AXCELIS TECHNOLOGIESCOMMON054540109370171,952SH DFND15171,95200
AXIALL CORPCOMMON05463D1001964,365SH DFND144,36500
AXIALL CORPCOMMON05463D1001,95743,556SH DFND1543,55600
BB&T CORPORATIONCOMMON054937107394,3839,817,846SH DFND19,553,5720264,274
BB&T CORPORATIONCOMMON0549371071,68641,984SH DFND1141,98400
BB&T CORPORATIONCOMMON0549371073639,038SH DFND129,03800
BB&T CORPORATIONCOMMON0549371078,194203,980SH DFND14203,98000
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BECTON DICKINSON & COCOMMON07588710910,89093,015SH DFND192,5150500
BECTON DICKINSON & COCOMMON0758871091,35511,571SH DFND1111,57100
BECTON DICKINSON & COCOMMON0758871091,76615,082SH DFND11,215,08200
BECTON DICKINSON & COCOMMON0758871091521,299SH DFND121,29900
BECTON DICKINSON & COCOMMON07588710955,279472,147SH DFND14472,14700
BECTON DICKINSON & COCOMMON07588710959,212505,740SH DFND15505,74000
BECTON DICKINSON & COCOMMON075887109161,4951,379,357SH DFND21,379,35700
BECTON DICKINSON & COCOMMON0758871091,70014,522SH DFND514,52200
BECTON DICKINSON & COCOMMON0758871094,74240,500SH DFND640,50000
BECTON DICKINSON & COCOMMON0758871093863,300SH DFND73,30000
BED BATH & BEYOND INCCOMMON0758961005,76083,717SH DFND183,71700
BED BATH & BEYOND INCCOMMON07589610087612,730SH DFND1112,73000
BED BATH & BEYOND INCCOMMON0758961004,27362,103SH DFND1262,10300
BED BATH & BEYOND INCCOMMON075896100188,9562,746,454SH DFND152,746,45400
BED BATH & BEYOND INCCOMMON07589610070610,258SH DFND510,25800
BED BATH & BEYOND INCCOMMON0758961002683,900SH DFND73,90000
BEL FUSE INC-CL ACOMMON077347201532,752SH DFND152,75200
BEL FUSE INC-CL BCOMMON07734730069131,544SH DFND1531,54400
BELDEN INCCOMMON077454106139,9902,011,354SH DFND11,938,118073,236
BELDEN INCCOMMON0774541068,920128,154SH DFND15128,15400
BELDEN INCCOMMON0774541062483,558SH DFND2,13,55800
BELDEN INCCOMMON0774541063,77454,222SH DFND6,154,22200
BELLATRIX EXPLORATION LTDCOMMON07831410126931,719SH DFND1531,71900
BELLATRIX EXPLORATION LTDCOMMON07831410118922,359SH DFND222,35900
BEMIS COMPANYCOMMON0814371055,057128,878SH DFND1128,87800
BEMIS COMPANYCOMMON081437105531,350SH DFND121,35000
BEMIS COMPANYCOMMON0814371055,062128,997SH DFND14128,99700
BEMIS COMPANYCOMMON08143710538,305976,176SH DFND15976,17600
BENCHMARK ELECTRONICS INCCOMMON08160H10190640,014SH DFND111,614028,400
BENCHMARK ELECTRONICS INCCOMMON08160H10122981SH DFND1298100
BENCHMARK ELECTRONICS INCCOMMON08160H10143018,968SH DFND1418,96800
BENCHMARK ELECTRONICS INCCOMMON08160H1013,244143,229SH DFND15143,22900
BENCHMARK ELECTRONICS INCCOMMON08160H10151422,700SH DFND3,122,70000
BENEFICIAL MUTUAL BANCORP INCOMMON08173R10430723,253SH DFND1523,25300
BENEFITFOCUS INCCOMMON08180D1061,06622,696SH DFND1522,69600
BERKLEY (WR) CORPCOMMON0844231023137,530SH DFND117,53000
BERKLEY (WR) CORPCOMMON084423102601,447SH DFND121,44700
BERKLEY (WR) CORPCOMMON0844231021,48735,723SH DFND1435,72300
BERKLEY (WR) CORPCOMMON0844231022,66664,054SH DFND1564,05400
BERKSHIRE HATHAWAY INC CL ACOMMON084670108207,0221,105SH DFND11,10500
BERKSHIRE HATHAWAY INC CL ACOMMON0846701083752SH DFND12200
BERKSHIRE HATHAWAY INC CL BCOMMON08467070280,435643,636SH DFND1601,586031,450
BERKSHIRE HATHAWAY INC CL BCOMMON08467070211,63593,100SH DFND1,50093,100
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,62513,000SH DFND1,90013,000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028,24866,000SH DFND1166,00000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,92415,392SH DFND1215,39200
BERKSHIRE HATHAWAY INC CL BCOMMON084670702101,633813,258SH DFND15813,25800
BERKSHIRE HATHAWAY INC CL BCOMMON08467070227,414219,364SH DFND2219,36400
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,59920,800SH DFND3,120,80000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028586,864SH DFND46,86400
BERKSHIRE HATHAWAY INC CL BCOMMON0846707026,02448,200SH DFND548,20000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,32418,600SH DFND618,60000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,37511,000SH DFND711,00000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707029127,300SH DFND87,30000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,1879,500SH DFND8,19,50000
BERKSHIRE HILLS BANCORP INCCOMMON08468010775929,337SH DFND1529,33700
BERRY PLASTICS GROUP INCCOMMON08579W10343,0401,859,195SH DFND11,859,19500
BERRY PLASTICS GROUP INCCOMMON08579W10322953SH DFND1295300
BERRY PLASTICS GROUP INCCOMMON08579W10350621,838SH DFND1521,83800
BEST BUY COMPANY INCCOMMON086516101117,6404,454,367SH DFND14,225,6170169,650
BEST BUY COMPANY INCCOMMON08651610112,283465,100SH DFND1,53,6000461,500
BEST BUY COMPANY INCCOMMON0865161011,91772,600SH DFND1,90072,600
BEST BUY COMPANY INCCOMMON08651610146117,466SH DFND1117,46600
BEST BUY COMPANY INCCOMMON0865161012639,977SH DFND129,97700
BEST BUY COMPANY INCCOMMON08651610152119,733SH DFND1419,73300
BEST BUY COMPANY INCCOMMON0865161017,844297,006SH DFND15297,00600
BEST BUY COMPANY INCCOMMON08651610120765SH DFND2,1576500
BEST BUY COMPANY INCCOMMON0865161013,111117,800SH DFND3,1117,80000
BEST BUY COMPANY INCCOMMON0865161013,548134,353SH DFND5134,35300
BEST BUY COMPANY INCCOMMON08651610118,211689,532SH DFND6689,53200
BEST BUY COMPANY INCCOMMON0865161011,33650,600SH DFND750,60000
BEST BUY COMPANY INCCOMMON0865161011,09941,600SH DFND841,60000
BEST BUY COMPANY INCCOMMON0865161011,83569,500SH DFND8,169,50000
BEST BUY COMPANY INCCOMMON08651610168726,000SH DFND926,00000
BHP LTD-ADRCOMMON08860610822,392330,417SH DFND15330,41700
BIG 5 SPORTING GOODS CORPCOMMON08915P10178548,914SH DFND1548,91400
BIG LOTS INCCOMMON089302103591,565SH DFND121,56500
BIG LOTS INCCOMMON0893021031,41037,229SH DFND1437,22900
BIG LOTS INCCOMMON0893021031,23632,651SH DFND1532,65100
BIGLARI HOLDINGS INCCOMMON08986R1011837SH DFND13700
BIGLARI HOLDINGS INCCOMMON08986R1018,23516,893SH DFND1516,89300
BIO-RAD LABORATORIES -CL BCOMMON09057210815SH DFND12500
BIO-RAD LABORATORIES -CL BCOMMON0905721081291SH DFND159100
BIO RAD LABORATORIES CL ACOMMON09057220722168SH DFND1216800
BIO RAD LABORATORIES CL ACOMMON09057220757441SH DFND1444100
BIO RAD LABORATORIES CL ACOMMON0905722077475,833SH DFND155,83300
BIO-REFERENCE LABS INCCOMMON09057G60244816,186SH DFND1416,18600
BIO-REFERENCE LABS INCCOMMON09057G6022,38686,204SH DFND1586,20400
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10177,5571,137,037SH DFND11,137,03700
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015808,500SH DFND118,50000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015,47580,274SH DFND12,10080,274
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10169310,158SH DFND1510,15800
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE110,1359,250,000SH DFND19,250,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF89,1918,280,000SH DFND18,280,00000
BIOGEN IDEC INCCOMMON09062X103297,919974,004SH DFND1974,00400
BIOGEN IDEC INCCOMMON09062X1033361,100SH DFND101,10000
BIOGEN IDEC INCCOMMON09062X1034,30814,086SH DFND1114,08600
BIOGEN IDEC INCCOMMON09062X10320,58367,292SH DFND1267,29200
BIOGEN IDEC INCCOMMON09062X10312,34540,361SH DFND12,13,077037,284
BIOGEN IDEC INCCOMMON09062X1032,4377,969SH DFND147,96900
BIOGEN IDEC INCCOMMON09062X103891,3352,914,096SH DFND152,914,09600
BIOGEN IDEC INCCOMMON09062X1031962SH DFND2,156200
BIOGEN IDEC INCCOMMON09062X1033,79712,414SH DFND412,41400
BIOGEN IDEC INCCOMMON09062X1032,6618,700SH DFND58,70000
BIOGEN IDEC INCCOMMON09062X1032,4167,900SH DFND67,90000
BIOGEN IDEC INCCOMMON09062X1031,1323,700SH DFND73,70000
BIOMED REALTY TRUST INCCOMMON09063H107112,1115,471,510SH DFND1330,80005,140,710
BIOMED REALTY TRUST INCCOMMON09063H107321,555SH DFND121,55500
BIOMED REALTY TRUST INCCOMMON09063H10796947,278SH DFND1547,27800
BIOMED REALTY TRUST INCCOMMON09063H10741920,468SH DFND15,120,46800
BIOMED REALTY TRUST INCCOMMON09063H1071025,000SH DFND4,15,00000
BIOMED REALTY LP CVT 3.75 01-1CONVERT09064AAB76,0255,000,000SH DFND1005,000,000
BIOTELEMETRY INCCOMMON09067210620320,164SH DFND1520,16400
BIOSCRIP INCCOMMON09069N10861187,589SH DFND1587,58900
BITAUTO HOLDINGS LTD ADRCOMMON0917271072,83679,143SH DFND1579,14300
BJ'S RESTAURANTS INCCOMMON09180C1061,57248,044SH DFND1548,04400
BLACK BOX CORPORATIONCOMMON0918261071,53763,153SH DFND1563,15300
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,421170,042SH DFND14170,04200
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411041,744122,470SH DFND15122,47000
BLACK DIAMOND INCCOMMON09202G10116513,529SH DFND1513,52900
BLACK HILLS CORPCOMMON0921131092764,779SH DFND124,77900
BLACK HILLS CORPCOMMON0921131092,37841,250SH DFND1541,25000
BLACKBAUD INCCOMMON09227Q1003,309105,722SH DFND15105,72200
BLACKBERRY LTDCOMMON09228F10324630,364SH DFND1130,36400
BLACKBERRY LTDCOMMON09228F103101,189SH DFND121,18900
BLACKBERRY LTDCOMMON09228F10374892,274SH DFND1592,27400
BLACKBERRY LTDCOMMON09228F1031,007124,220SH DFND2,1124,22000
BLACKBERRY LTDCOMMON09228F10318222,400SH DFND522,40000
BLACKBERRY LTDCOMMON09228F1031,405173,902SH DFND2,15173,90200
BLACKBERRY LTDCOMMON09228F10315318,978SH DFND418,97800
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10412508SH DFND1550800
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,333225,872SH DFND14225,87200
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,427234,989SH DFND15234,98900
BLACKROCK INS MUNI INCOME TR CCOMMON0924791044,027297,226PRN DFND14297,22600
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1053,327231,071SH DFND14231,07100
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,909446,163PRN DFND14446,16300
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,775425,634PRN DFND15425,63400
BLACKROCK INCCOMMON09247X10110,13332,220SH DFND131,8200240
BLACKROCK INCCOMMON09247X1012,5168,000SH DFND118,00000
BLACKROCK INCCOMMON09247X101279888SH DFND1288800
BLACKROCK INCCOMMON09247X10114,27745,400SH DFND1445,40000
BLACKROCK INCCOMMON09247X10112,51539,797SH DFND1539,79700
BLACKROCK INCCOMMON09247X1012476SH DFND2,157600
BLACKROCK INCCOMMON09247X1011,5915,060SH DFND55,06000
BLACKROCK INCCOMMON09247X1012,0446,500SH DFND66,50000
BLACKROCK INCCOMMON09247X1015351,700SH DFND71,70000
BLACKROCK UTILITY AND INFRAS CCOMMON09248D1043,066161,731SH DFND14161,73100
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E1021,847126,168SH DFND14126,16800
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1091,755131,726SH DFND14131,72600
BLACKROCK NEW YORK MUNI INC CECOMMON09248L10682461,120SH DFND1461,12000
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10953441,636SH DFND1441,63600
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1001,56477,261SH DFND1477,26100
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1007,633377,146SH DFND15377,14600
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1011,495111,209PRN DFND14111,20900
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,422180,219PRN DFND15180,21900
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1043,118210,511SH DFND14210,51100
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10141929,903SH DFND1429,90300
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P10637127,049SH DFND1427,04900
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,19887,763SH DFND1487,76300
BLACKROCK NY INS MUN INC TR CECOMMON09249U10530924,060PRN DFND1424,06000
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,536730,987SH DFND14730,98700
BLACKROCK LTD DURATION INC CFCOMMON09249W1013,320193,609SH DFND15193,60900
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X1093,879236,937SH DFND14236,93700
BLACKROCK GLOBAL OPP EQTY TRCOMMON09250110511,626794,649SH DFND14794,64900
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,598519,330SH DFND15519,33000
BLACKROCK CREDIT ALLOCATION INCOMMON09250810025318,742SH DFND1418,74200
BLACKROCK CREDIT ALLOCATION INCOMMON09250810010,851802,554SH DFND15802,55400
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1035,548511,291SH DFND14511,29100
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1019,914410,516SH DFND14410,51600
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1015,320220,305SH DFND15220,30500
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W10725669SH DFND1466900
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,06428,742SH DFND1528,74200
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,8021,234,467SH DFND141,234,46700
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10410,7531,354,227SH DFND151,354,22700
BLACKROCK INTERNATIONAL GROW CCOMMON0925241078,6051,067,638SH DFND141,067,63800
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,470802,755SH DFND15802,75500
BLACKROCK KELSO CAPITAL CORPCOMMON092533108909,807SH DFND129,80700
BLACKROCK KELSO CAPITAL CORPCOMMON09253310818720,414SH DFND1420,41400
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,261246,592SH DFND15246,59200
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10476248,839SH DFND1448,83900
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10992063,645SH DFND1463,64500
BLACKROCK MUNIVEST FUND CEFCOMMON09253R10534035,742SH DFND1435,74200
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T10123215,580SH DFND1415,58000
BLACKSTONE GROUP LP-THECOMMON09253U1081,10833,323SH DFND1233,32300
BLACKSTONE GROUP LP-THECOMMON09253U10894828,516SH DFND1428,51600
BLACKSTONE GROUP LP-THECOMMON09253U10814,875447,358SH DFND15447,35800
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10476055,283SH DFND1455,28300
BLACKROCK MUNI INTERM DURATI CCOMMON09253X10234023,968SH DFND1423,96800
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1005,683520,427SH DFND14520,42700
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1098,9901,010,127SH DFND141,010,12700
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1093,819429,080SH DFND15429,08000
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C10763950,148SH DFND1450,14800
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1034,415324,611PRN DFND14324,61100
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1004,199290,172SH DFND14290,17200
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1084,169333,539SH DFND14333,53900
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,01482,289SH DFND1482,28900
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1072,041146,593SH DFND14146,59300
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1053,040206,777SH DFND14206,77700
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1032,379164,416SH DFND14164,41600
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1083,658272,961SH DFND14272,96100
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1044,504318,332SH DFND14318,33200
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,04678,264SH DFND1478,26400
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,17590,557SH DFND1490,55700
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10918413,588SH DFND1413,58800
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10891064,772PRN DFND1464,77200
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10890664,519PRN DFND1564,51900
BLACKROCK CORPORATE HY FD INCCOMMON09255P1078,702709,794SH DFND14709,79400
BLACKROCK CORPORATE HY FD INCCOMMON09255P10710,128826,124SH DFND15826,12400
BLACKROCK DEFINED OPPORTUNIT CCOMMON09255Q1051,923139,530SH DFND14139,53000
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1032,592632,263SH DFND14632,26300
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1035,0111,222,234SH DFND151,222,23400
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1002,998205,772SH DFND14205,77200
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1002,837194,732SH DFND15194,73200
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10913,347954,687SH DFND14954,68700
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1094,501321,949SH DFND15321,94900
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1053,753199,948SH DFND14199,94800
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1085,400469,542SH DFND14469,54200
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1024,746269,527SH DFND14269,52700
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R10111,696660,063SH DFND14660,06300
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1014,198236,914SH DFND15236,91400
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10045215,730SH DFND115,73000
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10036512,699SH DFND1512,69900
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10044315,400SH DFND3,115,40000
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA816,76315,000,000SH DFND115,000,00000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1074,639261,355PRN DFND15261,35500
BLOCK H & R INCCOMMON0936711056,249206,984SH DFND1206,0840900
BLOCK H & R INCCOMMON09367110542614,100SH DFND1,50014,100
BLOCK H & R INCCOMMON09367110549116,279SH DFND1116,27900
BLOCK H & R INCCOMMON093671105612,020SH DFND122,02000
BLOCK H & R INCCOMMON0936711051,80359,720SH DFND1459,72000
BLOCK H & R INCCOMMON0936711052,59185,834SH DFND1585,83400
BLOCK H & R INCCOMMON09367110597832,400SH DFND632,40000
BLOOMIN' BRANDS INCCOMMON0942351081,11246,127SH DFND1546,12700
BLOUNT INTERNATIONAL INCCOMMON09518010557248,080SH DFND1548,08000
BLUCORA INCCOMMON09522910011,684593,423SH DFND15593,42300
BLUE NILE INCCOMMON09578R1031,13232,519SH DFND1532,51900
BLYTH INCCOMMON09643P20782376,725SH DFND1576,72500
BOB EVANS FARMSCOMMON09676110151610,322SH DFND1410,32200
BOB EVANS FARMSCOMMON0967611013,88877,721SH DFND1577,72100
BODY CENTRAL CORPCOMMON09689U1025652,451SH DFND1552,45100
BOEING COCOMMON09702310590,521721,339SH DFND1675,789045,550
BOEING COCOMMON09702310515,611124,400SH DFND1,500124,400
BOEING COCOMMON0970231052,47219,700SH DFND1,90019,700
BOEING COCOMMON0970231055,32942,469SH DFND1142,46900
BOEING COCOMMON0970231055654,506SH DFND124,50600
BOEING COCOMMON0970231056,04948,205SH DFND1448,20500
BOEING COCOMMON09702310519,447154,968SH DFND15154,96800
BOEING COCOMMON0970231053,91531,200SH DFND3,131,20000
BOEING COCOMMON0970231053,22525,700SH DFND525,70000
BOEING COCOMMON0970231052,15817,200SH DFND617,20000
BOEING COCOMMON0970231059917,900SH DFND77,90000
BOEING COCOMMON0970231051,39311,100SH DFND811,10000
BOINGO WIRELESS INCCOMMON09739C10223534,722SH DFND1534,72200
BOISE CASCADE CO BCCCOMMON09739D1006,214216,964SH DFND15216,96400
BON-TON STORESCOMMON09776J10189081,077SH DFND1581,07700
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10740865,039SH DFND1565,03900
BONANZA CREEK ENERGY INCCOMMON0977931034,863109,519SH DFND15109,51900
TECHNOLOGY BSKT BOND EN TR 1.8CONVERT09787TAA435,66525,000,000SH DFND10025,000,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021064,418200,820SH DFND1200,82000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210682,3303,742,284SH DFND1,23,742,28400
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210675534,300SH DFND1,50034,300
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210627412,456SH DFND11,212,45600
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106361,626SH DFND121,62600
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021062,00090,925SH DFND1590,92500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210619,493886,029SH DFND2886,02900
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210637216,900SH DFND3,116,90000
BORG WARNER INCCOMMON0997241065,44888,623SH DFND188,62300
BORG WARNER INCCOMMON09972410683013,500SH DFND1113,50000
BORG WARNER INCCOMMON09972410658943SH DFND1294300
BORG WARNER INCCOMMON0997241065,64191,769SH DFND1491,76900
BORG WARNER INCCOMMON0997241066,977113,503SH DFND15113,50300
BORG WARNER INCCOMMON09972410620323SH DFND2,1532300
BORG WARNER INCCOMMON0997241061,78329,000SH DFND429,00000
BORG WARNER INCCOMMON0997241064307,000SH DFND57,00000
BORG WARNER INCCOMMON0997241063075,000SH DFND75,00000
BOSTON BEER COMPANY INC CL ACOMMON1005571076,49726,547SH DFND1526,54700
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910519,3661,431,343SH DFND11,208,1530223,190
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,30396,272SH DFND1496,27200
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,630194,375SH DFND15194,37500
BOSTON PRIVATE FINANCIAL HOLDICOMMON10111910514410,676SH DFND2,110,67600
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,237165,356SH DFND6,1165,35600
BOSTON PROPERTIES INCCOMMON101121101761,9816,653,114SH DFND12,873,31503,779,799
BOSTON PROPERTIES INCCOMMON1011211011,0409,084SH DFND119,08400
BOSTON PROPERTIES INCCOMMON1011211012,63222,984SH DFND11,122,98400
BOSTON PROPERTIES INCCOMMON10112110198853SH DFND1285300
BOSTON PROPERTIES INCCOMMON10112110110,24489,444SH DFND13,189,44400
BOSTON PROPERTIES INCCOMMON1011211018,24972,022SH DFND1472,02200
BOSTON PROPERTIES INCCOMMON1011211012,56922,435SH DFND1522,43500
BOSTON PROPERTIES INCCOMMON1011211015965,201SH DFND15,15,20100
BOSTON PROPERTIES INCCOMMON1011211012,34720,493SH DFND2,120,49300
BOSTON PROPERTIES INCCOMMON10112110116,887147,444SH DFND3,1147,44400
BOSTON PROPERTIES INCCOMMON10112110169600SH DFND4,160000
BOSTON PROPERTIES INCCOMMON1011211012,99726,165SH DFND6,1026,1650
BOSTON SCIENTIFIC CORPCOMMON1011371079,929734,379SH DFND1686,179024,300
BOSTON SCIENTIFIC CORPCOMMON1011371071198,800SH DFND1,9008,800
BOSTON SCIENTIFIC CORPCOMMON1011371071,07679,615SH DFND1179,61500
BOSTON SCIENTIFIC CORPCOMMON10113710716011,838SH DFND1211,83800
BOSTON SCIENTIFIC CORPCOMMON1011371071,396103,275SH DFND14103,27500
BOSTON SCIENTIFIC CORPCOMMON1011371073,656270,433SH DFND15270,43300
BOSTON SCIENTIFIC CORPCOMMON10113710720815,400SH DFND3,115,40000
BOSTON SCIENTIFIC CORPCOMMON1011371071,16586,196SH DFND586,19600
BOSTON SCIENTIFIC CORPCOMMON101137107574,200SH DFND64,20000
BOSTON SCIENTIFIC CORPCOMMON10113710743432,100SH DFND732,10000
BOSTON SCIENTIFIC CORPCOMMON101137107926,800SH DFND86,80000
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810638,0781,083,291SH DFND1954,1520129,139
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881065,220148,516SH DFND15148,51600
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062206,256SH DFND2,16,25600
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881063,40396,803SH DFND6,196,80300
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA47,1885,500,000SH DFND15,500,00000
BOULDER BRANDS INCCOMMON1014051083,006170,586SH DFND15170,58600
BOYD GAMING CORPCOMMON1033041011,22692,892SH DFND1492,89200
BOYD GAMING CORPCOMMON1033041012,665201,882SH DFND15201,88200
BRADY CORP- CL ACOMMON10467410612444SH DFND144400
BRADY CORP- CL ACOMMON1046741061896,970SH DFND146,97000
BRADY CORP- CL ACOMMON1046741069,481349,226SH DFND15349,22600
BRANDYWINE REALTY TRUSTCOMMON1053682035,689393,400SH DFND1393,40000
BRANDYWINE REALTY TRUSTCOMMON105368203302,068SH DFND122,06800
BRANDYWINE REALTY TRUSTCOMMON1053682032,536175,359SH DFND15175,35900
BRANDYWINE REALTY TRUSTCOMMON10536820324216,704SH DFND15,116,70400
BRF - BRASIL FOODS SA-ADRCOMMON10552T1074,613230,905SH DFND1230,90500
BRF - BRASIL FOODS SA-ADRCOMMON10552T1071788,898SH DFND148,89800
BRF - BRASIL FOODS SA-ADRCOMMON10552T1073,142157,238SH DFND15157,23800
BRF - BRASIL FOODS SA-ADRCOMMON10552T10759829,927SH DFND2,129,92700
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10928720,306SH DFND1520,30600
BRIDGE CAPITAL HOLDINGSCOMMON1080301075197SH DFND1519700
BRIDGE BANCORP INCCOMMON1080351061957,312SH DFND157,31200
BRIDGEPOINT EDUCATION INCCOMMON10807M105221,450SH DFND11,45000
BRIDGEPOINT EDUCATION INCCOMMON10807M10528118,904SH DFND1518,90400
BRIDGEPOINT EDUCATION INCCOMMON10807M10513900SH DFND3,190000
BRIGGS & STRATTONCOMMON10904310936,4771,639,400SH DFND11,639,40000
BRIGGS & STRATTONCOMMON1090431091,08248,643SH DFND1448,64300
BRIGGS & STRATTONCOMMON1090431092,819126,709SH DFND15126,70900
BRIGHT HORIZONS FAMILY SOLUTCOMMON10919410087322,317SH DFND1522,31700
BRIGHTCOVECOMMON10921T10126226,693SH DFND1526,69300
BRINKER INTERNATIONAL INCCOMMON10964110088,7411,691,918SH DFND11,691,91800
BRINKER INTERNATIONAL INCCOMMON1096411002594,942SH DFND124,94200
BRINKER INTERNATIONAL INCCOMMON10964110063612,127SH DFND1412,12700
BRINKER INTERNATIONAL INCCOMMON10964110022,937437,315SH DFND15437,31500
THE BRINK'S COCOMMON10969610424833SH DFND1283300
THE BRINK'S COCOMMON10969610464922,727SH DFND1522,72700
BRISTOL-MYERS SQUIBB COCOMMON110122108774,23214,903,408SH DFND114,671,9380231,470
BRISTOL-MYERS SQUIBB COCOMMON1101221084839,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221085,08097,789SH DFND1197,78900
BRISTOL-MYERS SQUIBB COCOMMON11012210861711,878SH DFND1211,87800
BRISTOL-MYERS SQUIBB COCOMMON11012210810,415200,478SH DFND12,117,6210182,857
BRISTOL-MYERS SQUIBB COCOMMON1101221086,121117,831SH DFND14117,83100
BRISTOL-MYERS SQUIBB COCOMMON11012210872,2331,390,441SH DFND151,390,44100
BRISTOL-MYERS SQUIBB COCOMMON1101221083,20861,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON11012210898719,000SH DFND719,00000
BRISTOW GROUP INCCOMMON1103941033985,273SH DFND145,27300
BRISTOW GROUP INCCOMMON1103941036,04980,092SH DFND1580,09200
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,5481,250,000SH DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810760,559543,475SH DFND1543,47500
BRITISH AMERN TOB PLC ADRCOMMON11044810732,156288,576SH DFND14288,57600
BRITISH AMERN TOB PLC ADRCOMMON11044810725,020224,532SH DFND15224,53200
BRIXMOR PROPERTY GROUP INCCOMMON11120U10572,5533,401,442SH DFND12,829,5420571,900
BRIXMOR PROPERTY GROUP INCCOMMON11120U10541619,500SH DFND11,119,50000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,77983,400SH DFND13,183,40000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10548122,566SH DFND1522,56600
BRIXMOR PROPERTY GROUP INCCOMMON11120U10533815,829SH DFND15,115,82900
BRIXMOR PROPERTY GROUP INCCOMMON11120U10540719,100SH DFND2,119,10000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,933137,500SH DFND3,1137,50000
BRIXMOR PROPERTY GROUP INCCOMMON11120U105432,000SH DFND4,12,00000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10552024,400SH DFND6,1024,4000
BROADCOM CORP CL ACOMMON111320107108,5233,448,464SH DFND13,318,8100129,654
BROADCOM CORP CL ACOMMON11132010796930,783SH DFND1130,78300
BROADCOM CORP CL ACOMMON1113201074,832153,550SH DFND12153,55000
BROADCOM CORP CL ACOMMON1113201076,875218,460SH DFND14218,46000
BROADCOM CORP CL ACOMMON111320107186,4005,923,095SH DFND155,923,09500
BROADCOM CORP CL ACOMMON11132010735911,412SH DFND511,41200
BROADSOFT INCCOMMON11133B4091545,767SH DFND155,76700
BROADRIDGE FINANCIAL SOLCOMMON11133T10348,6721,310,500SH DFND11,310,50000
BROADRIDGE FINANCIAL SOLCOMMON11133T1033228,672SH DFND128,67200
BROADRIDGE FINANCIAL SOLCOMMON11133T10380221,583SH DFND1421,58300
BROADRIDGE FINANCIAL SOLCOMMON11133T1032,37063,825SH DFND1563,82500
BROADWIND ENERGY INCCOMMON11161T2071,653135,309SH DFND15135,30900
BROCADE COMMUNICATIONS SYSCOMMON11162130618,8891,780,280SH DFND11,587,6800192,600
BROCADE COMMUNICATIONS SYSCOMMON1116213064,823454,600SH DFND1,511,3000443,300
BROCADE COMMUNICATIONS SYSCOMMON11162130636334,259SH DFND1234,25900
BROCADE COMMUNICATIONS SYSCOMMON11162130671267,143SH DFND1467,14300
BROCADE COMMUNICATIONS SYSCOMMON1116213062,780262,023SH DFND15262,02300
BROCADE COMMUNICATIONS SYSCOMMON1116213061,221115,100SH DFND3,1115,10000
BROCADE COMMUNICATIONS SYSCOMMON11162130660757,200SH DFND557,20000
BROCADE COMMUNICATIONS SYSCOMMON1116213064,607434,200SH DFND6434,20000
BROCADE COMMUNICATIONS SYSCOMMON1116213063,812359,300SH DFND7359,30000
BROCADE COMMUNICATIONS SYSCOMMON1116213062,051193,300SH DFND9193,30000
BROOKDALE SENIOR LIVING INCCOMMON112463104254,9047,606,800SH DFND17,201,7040405,096
BROOKDALE SENIOR LIVING INCCOMMON11246310443112,871SH DFND11,112,87100
BROOKDALE SENIOR LIVING INCCOMMON112463104259SH DFND125900
BROOKDALE SENIOR LIVING INCCOMMON1124631042,06961,737SH DFND13,161,73700
BROOKDALE SENIOR LIVING INCCOMMON1124631041,76552,681SH DFND1552,68100
BROOKDALE SENIOR LIVING INCCOMMON11246310448114,365SH DFND2,114,36500
BROOKDALE SENIOR LIVING INCCOMMON1124631043,448102,897SH DFND3,1102,89700
BROOKDALE SENIOR LIVING INCCOMMON11246310461718,410SH DFND6,1018,4100
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA264,54447,437,000SH DFND144,217,00003,220,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510436,614896,300SH DFND2896,30000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042,43259,547SH DFND2,1559,54700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,34132,862SH DFND1132,86200
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510417406SH DFND1240600
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,94447,634SH DFND1547,63400
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104239,9015,879,531SH DFND25,879,53100
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510424,433598,812SH DFND2,1598,81200
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851043889,500SH DFND79,50000
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921062,373141,065SH DFND15141,06500
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U10837715,557PRN DFND1415,55700
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,21991,613PRN DFND1591,61300
BROOKFIELD OFFICE PROPERTIES ICOMMON1129001052,033106,000SH DFND2106,00000
BROOKLINE BANCORP INCCOMMON11373M107161,648SH DFND11,64800
BROOKLINE BANCORP INCCOMMON11373M1072,655281,824SH DFND15281,82400
BROOKS AUTOMATION INCCOMMON11434010218,1661,662,000SH DFND11,662,00000
BROOKS AUTOMATION INCCOMMON1143401022,664243,773SH DFND15243,77300
BROWN & BROWN INCCOMMON11523610125800SH DFND1280000
BROWN & BROWN INCCOMMON11523610134011,068SH DFND1411,06800
BROWN & BROWN INCCOMMON1152361011,12636,596SH DFND1536,59600
BROWN-FORMAN CORP -CL ACOMMON11563710027304SH DFND1230400
BROWN-FORMAN CORP -CL ACOMMON1156371005205,851SH DFND155,85100
BROWN FORMAN CORP CL BCOMMON1156372095,58362,243SH DFND162,24300
BROWN FORMAN CORP CL BCOMMON1156372096527,275SH DFND117,27500
BROWN FORMAN CORP CL BCOMMON11563720962688SH DFND1268800
BROWN FORMAN CORP CL BCOMMON1156372095,74864,088SH DFND1464,08800
BROWN FORMAN CORP CL BCOMMON11563720915,749175,590SH DFND15175,59000
BROWN FORMAN CORP CL BCOMMON1156372096867,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361001,18544,646SH DFND1444,64600
BROWN SHOE COMPANY INCCOMMON1157361002,856107,612SH DFND15107,61200
BRUKER CORPCOMMON11679410813,960612,568SH DFND1612,56800
BRUKER CORPCOMMON11679410813,151577,071SH DFND15577,07100
BRUNSWICK CORPCOMMON117043109109,8772,426,080SH DFND12,426,08000
BRUNSWICK CORPCOMMON1170431091,13024,948SH DFND1424,94800
BRUNSWICK CORPCOMMON1170431091,87241,329SH DFND1541,32900
BRUNSWICK CORPCOMMON1170431096,864151,558SH DFND9,100151,558
BRYN MAWR BANK CORPCOMMON1176651092498,674SH DFND158,67400
B2GOLD CORPCOMMON11777Q2099,2103,388,118SH DFND1,23,388,11800
B2GOLD CORPCOMMON11777Q209337124,104SH DFND15124,10400
B2GOLD CORPCOMMON11777Q2097427,353SH DFND2,1527,35300
B2GOLD CORPCOMMON11777Q209813299,215SH DFND9299,21500
B2GOLD CORPCOMMON11777Q209813299,215SH DFND9,100299,215
BUCKEYE PARTNERS LPCOMMON1182301012,83337,754SH DFND1437,75400
BUCKEYE PARTNERS LPCOMMON1182301015587,440SH DFND157,44000
THE BUCKLE INCCOMMON1184401064128,987SH DFND148,98700
THE BUCKLE INCCOMMON1184401063,07267,071SH DFND1567,07100
BUFFALO WILD WINGS INCCOMMON1198481094973,338SH DFND143,33800
BUFFALO WILD WINGS INCCOMMON11984810913,21888,774SH DFND1588,77400
BUILD-A-BEAR WORKSHOP INCCOMMON12007610414214,780SH DFND114,78000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610422223,006SH DFND1523,00600
BUILD-A-BEAR WORKSHOP INCCOMMON12007610417918,600SH DFND3,118,60000
BUILDERS FIRSTSOURCE INCCOMMON12008R10718920,799SH DFND1520,79900
BURGER KING WORLDWIDE INCCOMMON1212201076,483244,196SH DFND15244,19600
BURLINGTON STORES INCCOMMON1220171061,23941,973SH DFND1541,97300
C & F FINANCIAL CORPCOMMON12466Q10437911,450SH DFND111,45000
C & F FINANCIAL CORPCOMMON12466Q1041695,114SH DFND155,11400
C & F FINANCIAL CORPCOMMON12466Q104932,800SH DFND3,12,80000
C&J ENERGY SERVICES INCCOMMON12467B30431910,954SH DFND1410,95400
C&J ENERGY SERVICES INCCOMMON12467B3047,095243,329SH DFND15243,32900
CAE INCCOMMON12476510837328,272SH DFND128,27200
CAE INCCOMMON1247651086,685507,025SH DFND1507,02500
CAE INCCOMMON12476510822216,850SH DFND1116,85000
CAE INCCOMMON1247651082,277172,702SH DFND12172,70200
CAE INCCOMMON12476510882862,816SH DFND1562,81600
CAE INCCOMMON12476510825319,209SH DFND2,119,20900
CAE INCCOMMON1247651083,897295,603SH DFND6295,60300
CAE INCCOMMON1247651081,854140,622SH DFND6,10140,6220
CAI INTERNATIONAL INCCOMMON12477X10626210,628SH DFND1510,62800
CBIZ INCCOMMON1248051021,578172,237SH DFND15172,23700
CBL & ASSOCIATES PROPERTIESCOMMON124830100139,2037,842,414SH DFND1413,10007,429,314
CBL & ASSOCIATES PROPERTIESCOMMON124830100321,813SH DFND121,81300
CBL & ASSOCIATES PROPERTIESCOMMON12483010041823,550SH DFND1423,55000
CBL & ASSOCIATES PROPERTIESCOMMON1248301003,327187,423SH DFND15187,42300
CBL & ASSOCIATES PROPERTIESCOMMON12483010032118,093SH DFND15,118,09300
CBL & ASSOCIATES PROPERTIESCOMMON124830100714,000SH DFND4,14,00000
CBS CORP CL ACOMMON124857103344SH DFND124400
CBS CORP CL ACOMMON12485710352839SH DFND1583900
CBS CORP- CLASS B NON VOTINGCOMMON124857202132,2282,139,609SH DFND12,139,60900
CBS CORP- CLASS B NON VOTINGCOMMON1248572022,05733,291SH DFND1133,29100
CBS CORP- CLASS B NON VOTINGCOMMON1248572021993,216SH DFND123,21600
CBS CORP- CLASS B NON VOTINGCOMMON1248572022494,028SH DFND144,02800
CBS CORP- CLASS B NON VOTINGCOMMON124857202104,8381,696,414SH DFND151,696,41400
CBS CORP- CLASS B NON VOTINGCOMMON12485720217280SH DFND2,1528000
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,42122,986SH DFND522,98600
CBS CORP- CLASS B NON VOTINGCOMMON1248572025388,700SH DFND78,70000
CBS CORP- CLASS B NON VOTINGCOMMON1248572029,282150,198SH DFND9,100150,198
CBOE HOLDINGS INCCOMMON12503M1081,24021,900SH DFND16,800015,100
CBOE HOLDINGS INCCOMMON12503M1081,44025,441SH DFND1425,44100
CBOE HOLDINGS INCCOMMON12503M1081,89833,536SH DFND1533,53600
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1005,435650,896SH DFND14650,89600
CBRE GROUP INCCOMMON12504L1095,163188,236SH DFND1188,23600
CBRE GROUP INCCOMMON12504L10946116,800SH DFND1116,80000
CBRE GROUP INCCOMMON12504L109491,783SH DFND121,78300
CBRE GROUP INCCOMMON12504L109441,593SH DFND141,59300
CBRE GROUP INCCOMMON12504L1093,662133,503SH DFND15133,50300
CBRE GROUP INCCOMMON12504L10918647SH DFND2,1564700
CBRE GROUP INCCOMMON12504L10951418,741SH DFND518,74100
CBRE GROUP INCCOMMON12504L1091,00736,700SH DFND636,70000
CDI CORPCOMMON12507110071041,372SH DFND1541,37200
CECO ENVIRONMENTAL CORPCOMMON12514110159335,747SH DFND1535,74700
CDW CORP/DECOMMON12514G10873,9752,695,899SH DFND12,695,89900
CDW CORP/DECOMMON12514G1082,04174,363SH DFND1574,36300
CF INDUSTRIES HOLDINGS INCCOMMON12526910017,00065,223SH DFND165,0730150
CF INDUSTRIES HOLDINGS INCCOMMON1252691003,44013,200SH DFND1,50013,200
CF INDUSTRIES HOLDINGS INCCOMMON1252691008863,400SH DFND113,40000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005622,156SH DFND122,15600
CF INDUSTRIES HOLDINGS INCCOMMON1252691002,1858,382SH DFND148,38200
CF INDUSTRIES HOLDINGS INCCOMMON12526910035,458136,043SH DFND15136,04300
CF INDUSTRIES HOLDINGS INCCOMMON1252691008023,076SH DFND43,07600
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,1474,400SH DFND54,40000
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,7986,900SH DFND66,90000
CF INDUSTRIES HOLDINGS INCCOMMON1252691003651,400SH DFND71,40000
CF INDUSTRIES HOLDINGS INCCOMMON1252691007432,850SH DFND8,12,85000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20925,354483,949SH DFND1483,94900
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094989,500SH DFND119,50000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,33244,508SH DFND1244,50800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20971513,654SH DFND1413,65400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209106,9642,041,678SH DFND152,041,67800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092043,900SH DFND73,90000
CIGNA CORPCOMMON125509109200,1352,390,242SH DFND12,298,479091,763
CIGNA CORPCOMMON1255091091,37316,399SH DFND1116,39900
CIGNA CORPCOMMON1255091091,54518,455SH DFND1218,45500
CIGNA CORPCOMMON1255091095,10460,961SH DFND1460,96100
CIGNA CORPCOMMON12550910927,720331,060SH DFND15331,06000
CIGNA CORPCOMMON1255091098029,577SH DFND59,57700
CIGNA CORPCOMMON1255091091842,200SH DFND62,20000
CIT GROUP INCCOMMON1255818012064,210SH DFND14,21000
CIT GROUP INCCOMMON12558180155411,300SH DFND1111,30000
CIT GROUP INCCOMMON125581801911,852SH DFND121,85200
CIT GROUP INCCOMMON1255818011432,921SH DFND142,92100
CIT GROUP INCCOMMON1255818011,94639,707SH DFND1539,70700
CIT GROUP INCCOMMON12558180149010,000SH DFND510,00000
CIT GROUP INCCOMMON12558180196619,700SH DFND619,70000
CLECO CORPORATIONCOMMON12561W10510200SH DFND120000
CLECO CORPORATIONCOMMON12561W10530600SH DFND1260000
CLECO CORPORATIONCOMMON12561W1057,489148,062SH DFND14148,06200
CLECO CORPORATIONCOMMON12561W1052,12441,987SH DFND1541,98700
CME GROUP INCCOMMON12572Q105171,4572,316,364SH DFND12,228,101088,263
CME GROUP INCCOMMON12572Q1051,39518,840SH DFND1118,84000
CME GROUP INCCOMMON12572Q1052423,267SH DFND123,26700
CME GROUP INCCOMMON12572Q1054,58361,910SH DFND1461,91000
CME GROUP INCCOMMON12572Q1056,37986,182SH DFND1586,18200
CME GROUP INCCOMMON12572Q1057259,795SH DFND59,79500
CME GROUP INCCOMMON12572Q1053705,000SH DFND75,00000
CMS ENERGY CORPCOMMON12589610048,7731,665,754SH DFND11,665,75400
CMS ENERGY CORPCOMMON12589610046615,900SH DFND1115,90000
CMS ENERGY CORPCOMMON1258961001033,526SH DFND123,52600
CMS ENERGY CORPCOMMON1258961009,715331,796SH DFND14331,79600
CMS ENERGY CORPCOMMON12589610041,1171,404,273SH DFND151,404,27300
CMS ENERGY CORPCOMMON12589610039813,600SH DFND513,60000
CMS ENERGY CORPCOMMON1258961002729,300SH DFND79,30000
CMS ENERGY CORP CVT 5.5 06-15-CONVERT125896BD12,1631,000,000SH DFND1001,000,000
CSS INDUSTRIES INCCOMMON12590610752119,290SH DFND116,89002,400
CSS INDUSTRIES INCCOMMON12590610742315,685SH DFND1515,68500
CSS INDUSTRIES INCCOMMON1259061071786,600SH DFND3,16,60000
CNA FINANCIAL CORPCOMMON12611710097222,760SH DFND1222,76000
CNA FINANCIAL CORPCOMMON1261171004,313100,957SH DFND15100,95700
CNB FINANCIAL CORP/PACOMMON1261281071719,649SH DFND159,64900
CNOOC LTD- ADRCOMMON12613210938,831255,784SH DFND1255,78400
CNOOC LTD- ADRCOMMON126132109124815SH DFND1481500
CNOOC LTD- ADRCOMMON12613210910,42368,657SH DFND1568,65700
CRA INTERNATIONAL INCCOMMON12618T10529013,198SH DFND1513,19800
CNO FINANCIAL GROUP INCCOMMON12621E10378,6864,347,288SH DFND14,347,28800
CNO FINANCIAL GROUP INCCOMMON12621E103543,004SH DFND123,00400
CNO FINANCIAL GROUP INCCOMMON12621E10369438,351SH DFND1438,35100
CNO FINANCIAL GROUP INCCOMMON12621E1034,692259,209SH DFND15259,20900
CRH PLC ADRCOMMON12626K2034,425156,963SH DFND1156,96300
CRH PLC ADRCOMMON12626K20335812,682SH DFND1512,68200
CSG SYSTEMS INTL INCCOMMON12634910936814,126SH DFND114,12600
CSG SYSTEMS INTL INCCOMMON1263491094,405169,170SH DFND15169,17000
CSG SYSTEMS INTL INCCOMMON12634910934613,300SH DFND3,113,30000
CSX CORPCOMMON126408103233,9738,076,405SH DFND17,761,6320314,773
CSX CORPCOMMON1264081031,74660,261SH DFND1160,26100
CSX CORPCOMMON1264081032669,188SH DFND129,18800
CSX CORPCOMMON1264081035,562191,986SH DFND14191,98600
CSX CORPCOMMON1264081038,549295,093SH DFND15295,09300
CSX CORPCOMMON1264081031,19941,400SH DFND541,40000
CSX CORPCOMMON12640810346616,100SH DFND716,10000
CSR PLC ADRCOMMON12640Y20535716SH DFND1571600
CTC MEDIA INCCOMMON12642X10647051,020SH DFND151,02000
CTC MEDIA INCCOMMON12642X10656961,778SH DFND1561,77800
CST BRANDS INCCOMMON12646R10575424,143SH DFND124,14300
CST BRANDS INCCOMMON12646R1052728,700SH DFND1,5008,700
CST BRANDS INCCOMMON12646R105862,766SH DFND122,76600
CST BRANDS INCCOMMON12646R1051193,815SH DFND143,81500
CST BRANDS INCCOMMON12646R1051,74755,930SH DFND1555,93000
CTS CORPCOMMON12650110530314,505SH DFND1214,50500
CTS CORPCOMMON1265011055,413259,265SH DFND15259,26500
CVB FINANCIAL CORPCOMMON12660010528,4371,788,505SH DFND11,510,5090277,996
CVB FINANCIAL CORPCOMMON1266001053,478218,711SH DFND15218,71100
CVB FINANCIAL CORPCOMMON12660010522113,889SH DFND2,113,88900
CVB FINANCIAL CORPCOMMON1266001053,319208,740SH DFND6,1208,74000
CVR ENERGY INCCOMMON12662P1082,82766,900SH DFND166,90000
CVR ENERGY INCCOMMON12662P1081,02424,246SH DFND1524,24600
CVS/CAREMARK CORPCOMMON126650100519,6306,941,363SH DFND16,890,825050,538
CVS/CAREMARK CORPCOMMON1266501005,29170,676SH DFND1170,67600
CVS/CAREMARK CORPCOMMON1266501002,72036,335SH DFND1236,33500
CVS/CAREMARK CORPCOMMON1266501003,98553,235SH DFND12,10053,235
CVS/CAREMARK CORPCOMMON1266501004,76663,670SH DFND1463,67000
CVS/CAREMARK CORPCOMMON12665010072,472968,098SH DFND15968,09800
CVS/CAREMARK CORPCOMMON1266501003,77250,383SH DFND550,38300
CVS/CAREMARK CORPCOMMON1266501004,34258,000SH DFND658,00000
CVS/CAREMARK CORPCOMMON1266501001,10014,700SH DFND714,70000
CYS INVESTEMENTS INCCOMMON12673A1081,723208,600SH DFND1208,60000
CYS INVESTEMENTS INCCOMMON12673A108293,467SH DFND123,46700
CYS INVESTEMENTS INCCOMMON12673A1082,217268,444SH DFND14268,44400
CYS INVESTEMENTS INCCOMMON12673A108962116,456SH DFND15116,45600
CA INCCOMMON12673P10538,3741,238,655SH DFND11,170,055051,500
CA INCCOMMON12673P10553917,400SH DFND1,1217,40000
CA INCCOMMON12673P1056,289203,000SH DFND1,55,6000197,400
CA INCCOMMON12673P10588928,700SH DFND1,90028,700
CA INCCOMMON12673P10557818,661SH DFND1118,66100
CA INCCOMMON12673P1054,005129,274SH DFND12129,27400
CA INCCOMMON12673P1054,282138,211SH DFND14138,21100
CA INCCOMMON12673P105189,4986,116,772SH DFND156,116,77200
CA INCCOMMON12673P1051,04733,800SH DFND3,133,80000
CA INCCOMMON12673P1051,70555,048SH DFND555,04800
CA INCCOMMON12673P10514,238459,600SH DFND6459,60000
CA INCCOMMON12673P1053,786122,200SH DFND7122,20000
CA INCCOMMON12673P10536611,800SH DFND811,80000
CA INCCOMMON12673P10586728,000SH DFND8,128,00000
CA INCCOMMON12673P1052,17570,200SH DFND970,20000
CABELAS INC- CL ACOMMON12680430120309SH DFND1230900
CABELAS INC- CL ACOMMON12680430187813,408SH DFND1413,40800
CABELAS INC- CL ACOMMON1268043014707,177SH DFND157,17700
CABLEVISION SYSTEMS CL ACOMMON12686C1094,911291,115SH DFND1291,11500
CABLEVISION SYSTEMS CL ACOMMON12686C10922313,199SH DFND1113,19900
CABLEVISION SYSTEMS CL ACOMMON12686C109714,183SH DFND124,18300
CABLEVISION SYSTEMS CL ACOMMON12686C10990253,465SH DFND1453,46500
CABLEVISION SYSTEMS CL ACOMMON12686C1091,56492,727SH DFND1592,72700
CABOT CORPCOMMON12705510137620SH DFND1262000
CABOT CORPCOMMON1270551012,37040,132SH DFND1440,13200
CABOT CORPCOMMON1270551012,40140,657SH DFND1540,65700
CABOT OIL & GAS CORP CL ACOMMON1270971035,686167,840SH DFND1167,84000
CABOT OIL & GAS CORP CL ACOMMON12709710313,325393,306SH DFND1,2393,30600
CABOT OIL & GAS CORP CL ACOMMON12709710384725,000SH DFND1125,00000
CABOT OIL & GAS CORP CL ACOMMON12709710327797SH DFND1279700
CABOT OIL & GAS CORP CL ACOMMON1270971031815,348SH DFND145,34800
CABOT OIL & GAS CORP CL ACOMMON12709710386425,500SH DFND1525,50000
CABOT OIL & GAS CORP CL ACOMMON12709710344713,200SH DFND513,20000
CABOT OIL & GAS CORP CL ACOMMON1270971033159,300SH DFND79,30000
CABOT OIL & GAS CORP CL ACOMMON1270971031,76552,089SH DFND9,10052,089
CABOT MICROELECTRONICS CORPCOMMON12709P1033,50279,583SH DFND1579,58300
CACI INTERNATIONAL INC CL ACOMMON12719030429,061393,778SH DFND1332,230061,548
CACI INTERNATIONAL INC CL ACOMMON12719030429392SH DFND1239200
CACI INTERNATIONAL INC CL ACOMMON1271903041,05214,251SH DFND1414,25100
CACI INTERNATIONAL INC CL ACOMMON1271903044,97667,427SH DFND1567,42700
CACI INTERNATIONAL INC CL ACOMMON1271903042142,898SH DFND2,12,89800
CACI INTERNATIONAL INC CL ACOMMON1271903043,36245,549SH DFND6,145,54900
CADENCE DESIGN SYS INCCOMMON127387108209,57713,486,277SH DFND113,214,3670271,910
CADENCE DESIGN SYS INCCOMMON1273871081,21378,056SH DFND1478,05600
CADENCE DESIGN SYS INCCOMMON1273871081,51197,210SH DFND1597,21000
CADENCE DESIGN SYS INCCOMMON12738710815,9871,028,760SH DFND2,11,028,76000
CADENCE DESIGN SYS INCCOMMON1273871083,128201,270SH DFND6,1201,27000
CAESARS ENTERTAINMENT-IPOCOMMON127686103311,625SH DFND121,62500
CAESARS ENTERTAINMENT-IPOCOMMON1276861033,353176,378SH DFND15176,37800
CAL DIVE INTERNATIONAL INCCOMMON12802T101615361,974SH DFND15361,97400
CAL-MAINE FOODS INCCOMMON12803020279312,626SH DFND112,62600
CAL-MAINE FOODS INCCOMMON1280302024046,428SH DFND146,42800
CAL-MAINE FOODS INCCOMMON12803020216,554263,688SH DFND15263,68800
CAL-MAINE FOODS INCCOMMON1280302025528,800SH DFND3,18,80000
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171081,434103,836SH DFND14103,83600
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1072,950327,796SH DFND14327,79600
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1086,295466,969SH DFND14466,96900
CALAMOS ASSET MANAGEMENT-ACOMMON12811R1041,07683,231SH DFND1583,23100
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251012,042183,590SH DFND14183,59000
CALAMP CORPCOMMON1281261099,718348,688SH DFND15348,68800
CALAVO GROWERS INCCOMMON1282461051,44440,576SH DFND1540,57600
CALGON CARBON CORPCOMMON12960310613591SH DFND159100
CALGON CARBON CORPCOMMON12960310695843,876SH DFND1443,87600
CALGON CARBON CORPCOMMON12960310629,3351,343,812SH DFND151,343,81200
CALIFORNIA WATER SERVICE GRPCOMMON13078810217700SH DFND170000
CALIFORNIA WATER SERVICE GRPCOMMON13078810227411,447SH DFND1411,44700
CALIFORNIA WATER SERVICE GRPCOMMON13078810218,484772,107SH DFND15772,10700
CALIX INCCOMMON13100M50928333,532SH DFND1533,53200
CALLAWAY GOLF COMPANYCOMMON13119310455,3365,414,500SH DFND15,414,50000
CALLAWAY GOLF COMPANYCOMMON1311931041,501146,828SH DFND15146,82800
CALLAWAY GOLF CO (ELY) CVT 3.7CONVERT131193AC84,2693,000,000SH DFND13,000,00000
CALLON PETROLEUM CORPCOMMON13123X10266979,972SH DFND1579,97200
CALPINE CORP-W/ICOMMON1313473041,02448,980SH DFND148,98000
CALPINE CORP-W/ICOMMON13134730443120,600SH DFND1120,60000
CALPINE CORP-W/ICOMMON1313473041034,911SH DFND124,91100
CALPINE CORP-W/ICOMMON1313473046,138293,560SH DFND14293,56000
CALPINE CORP-W/ICOMMON13134730423,9861,147,086SH DFND151,147,08600
CALPINE CORP-W/ICOMMON13134730429514,100SH DFND514,10000
CAMBREX CORPCOMMON1320111075,551294,196SH DFND15294,19600
CAMDEN NATIONAL CORPCOMMON1330341083939,528SH DFND159,52800
CAMDEN PROPERTY TRUSTCOMMON133131102141,2182,097,089SH DFND1002,097,089
CAMDEN PROPERTY TRUSTCOMMON1331311023775,600SH DFND115,60000
CAMDEN PROPERTY TRUSTCOMMON13313110244655SH DFND1265500
CAMDEN PROPERTY TRUSTCOMMON13313110298814,670SH DFND1514,67000
CAMDEN PROPERTY TRUSTCOMMON1331311026089,034SH DFND15,19,03400
CAMECO CORPCOMMON13321L10878334,196SH DFND1534,19600
CAMECO CORPCOMMON13321L10854723,899SH DFND2,1523,89900
CAMECO CORPCOMMON13321L10854023,554SH DFND1123,55400
CAMECO CORPCOMMON13321L1086244SH DFND1224400
CAMECO CORPCOMMON13321L10829112,681SH DFND1512,68100
CAMECO CORPCOMMON13321L10839217,071SH DFND2,117,07100
CAMECO CORPCOMMON13321L10829112,700SH DFND512,70000
CAMERON INTERNATIONAL CORPCOMMON13342B105185,9223,009,900SH DFND13,009,90000
CAMERON INTERNATIONAL CORPCOMMON13342B10531,272506,272SH DFND1,2506,27200
CAMERON INTERNATIONAL CORPCOMMON13342B10587414,142SH DFND1114,14200
CAMERON INTERNATIONAL CORPCOMMON13342B1051071,731SH DFND121,73100
CAMERON INTERNATIONAL CORPCOMMON13342B1052,30237,266SH DFND1437,26600
CAMERON INTERNATIONAL CORPCOMMON13342B10512,349199,912SH DFND15199,91200
CAMERON INTERNATIONAL CORPCOMMON13342B1051,10617,898SH DFND2,117,89800
CAMERON INTERNATIONAL CORPCOMMON13342B10518289SH DFND2,1528900
CAMERON INTERNATIONAL CORPCOMMON13342B1055679,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B1052844,600SH DFND74,60000
CAMERON INTERNATIONAL CORPCOMMON13342B1054,18967,824SH DFND9,10067,824
CAMPBELL SOUP COCOMMON134429109217,8414,853,851SH DFND14,853,85100
CAMPBELL SOUP COCOMMON13442910954512,135SH DFND1112,13500
CAMPBELL SOUP COCOMMON134429109721,611SH DFND121,61100
CAMPBELL SOUP COCOMMON13442910996321,448SH DFND1421,44800
CAMPBELL SOUP COCOMMON1344291093,20671,432SH DFND1571,43200
CAMPBELL SOUP COCOMMON1344291093557,908SH DFND57,90800
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10535941,384SH DFND1541,38400
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,72920,060SH DFND1420,06000
CAN IMPERIAL BK OF COMMERCECOMMON1360691014,41451,211SH DFND2,1551,21100
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,04723,722SH DFND1123,72200
CAN IMPERIAL BK OF COMMERCECOMMON13606910125288SH DFND1228800
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,88233,387SH DFND1533,38700
CAN IMPERIAL BK OF COMMERCECOMMON13606910113,359154,782SH DFND2,1154,78200
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,45740,049SH DFND540,04900
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,99323,088SH DFND623,08800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011471,700SH DFND71,70000
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695641,55568,304SH DFND2,168,30400
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695642,666117,078SH DFND2,15117,07800
CANADIAN NATL RAILWAY COCOMMON13637510231,865566,798SH DFND1566,79800
CANADIAN NATL RAILWAY COCOMMON13637510217,478310,893SH DFND14310,89300
CANADIAN NATL RAILWAY COCOMMON1363751028,228146,357SH DFND15146,35700
CANADIAN NATL RAILWAY COCOMMON1363751021,97035,044SH DFND2,1535,04400
CANADIAN NATL RAILWAY COCOMMON136375102131,7872,341,650SH DFND12,341,65000
CANADIAN NATL RAILWAY COCOMMON1363751022,81349,984SH DFND1149,98400
CANADIAN NATL RAILWAY COCOMMON13637510213234SH DFND1223400
CANADIAN NATL RAILWAY COCOMMON1363751027,484132,979SH DFND15132,97900
CANADIAN NATL RAILWAY COCOMMON13637510218,298325,133SH DFND2325,13300
CANADIAN NATL RAILWAY COCOMMON13637510233,943603,114SH DFND2,1603,11400
CANADIAN NATL RAILWAY COCOMMON1363751023,26458,000SH DFND558,00000
CANADIAN NATL RAILWAY COCOMMON1363751023,89569,200SH DFND669,20000
CANADIAN NATL RAILWAY COCOMMON13637510265311,600SH DFND711,60000
CANADIAN NATURAL RESOURCESCOMMON1363851015,896153,662SH DFND1137,512010,950
CANADIAN NATURAL RESOURCESCOMMON1363851012466,400SH DFND1,9006,400
CANADIAN NATURAL RESOURCESCOMMON1363851019,010234,827SH DFND15234,82700
CANADIAN NATURAL RESOURCESCOMMON1363851012,77672,358SH DFND2,1572,35800
CANADIAN NATURAL RESOURCESCOMMON13638510138410,000SH DFND3,110,00000
CANADIAN NATURAL RESOURCESCOMMON1363851012005,200SH DFND55,20000
CANADIAN NATURAL RESOURCESCOMMON1363851011383,600SH DFND83,60000
CANADIAN NATURAL RESOURCESCOMMON136385101313,6058,168,389SH DFND17,859,6160308,773
CANADIAN NATURAL RESOURCESCOMMON13638510139,7281,034,779SH DFND1,21,034,77900
CANADIAN NATURAL RESOURCESCOMMON136385101651,700SH DFND1,51,70000
CANADIAN NATURAL RESOURCESCOMMON1363851012,47364,420SH DFND1164,42000
CANADIAN NATURAL RESOURCESCOMMON1363851011,24832,511SH DFND11,232,51100
CANADIAN NATURAL RESOURCESCOMMON13638510120508SH DFND1250800
CANADIAN NATURAL RESOURCESCOMMON1363851011,47438,393SH DFND1538,39300
CANADIAN NATURAL RESOURCESCOMMON136385101346,4839,024,739SH DFND28,992,839031,900
CANADIAN NATURAL RESOURCESCOMMON13638510119,009495,121SH DFND2,1495,12100
CANADIAN NATURAL RESOURCESCOMMON1363851011,52139,622SH DFND539,62200
CANADIAN NATURAL RESOURCESCOMMON1363851011,46738,200SH DFND638,20000
CANADIAN NATURAL RESOURCESCOMMON13638510160315,700SH DFND715,70000
CANADIAN NATURAL RESOURCESCOMMON1363851015,322138,628SH DFND9,100138,628
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10017SH DFND1700
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10026,066173,279SH DFND14173,27900
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1004,67531,080SH DFND1531,08000
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1006654,419SH DFND2,154,41900
CP RAILWAY LIMITEDCOMMON13645T1001,56910,450SH DFND1110,45000
CP RAILWAY LIMITEDCOMMON13645T100854SH DFND125400
CP RAILWAY LIMITEDCOMMON13645T1004,66931,104SH DFND1531,10400
CP RAILWAY LIMITEDCOMMON13645T1004743,157SH DFND2,13,15700
CP RAILWAY LIMITEDCOMMON13645T1001,1287,512SH DFND57,51200
CP RAILWAY LIMITEDCOMMON13645T1004352,900SH DFND72,90000
CANADIAN SOLAR INCCOMMON1366351091875,835SH DFND125,83500
CANADIAN SOLAR INCCOMMON13663510912,111378,010SH DFND15378,01000
CANON INC- SP ADRCOMMON1380063092,11768,161SH DFND1468,16100
CANON INC- SP ADRCOMMON1380063091,18138,038SH DFND1538,03800
CANTEL MEDICAL CORPCOMMON1380981086,663197,605SH DFND15197,60500
CAPELLA EDUCATION COCOMMON1395941053876,127SH DFND146,12700
CAPELLA EDUCATION COCOMMON1395941051,75127,733SH DFND1527,73300
CAPELLA EDUCATION COCOMMON13959410519300SH DFND3,130000
CAPITAL CITY BANK GROUP INCCOMMON13967410522917,224SH DFND1517,22400
CAPITAL BANK FINANCIAL CORPCOMMON13979410199839,736SH DFND139,73600
CAPITAL BANK FINANCIAL CORPCOMMON13979410144817,829SH DFND1517,82900
CAPITAL ONE FINANCIAL CORPCOMMON14040H10549,022635,329SH DFND1613,129016,600
CAPITAL ONE FINANCIAL CORPCOMMON14040H1057,69399,700SH DFND1,50099,700
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055256,800SH DFND1,9006,800
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,65034,340SH DFND1134,34000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055246,789SH DFND126,78900
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,19667,345SH DFND1467,34500
CAPITAL ONE FINANCIAL CORPCOMMON14040H10517,570227,708SH DFND15227,70800
CAPITAL ONE FINANCIAL CORPCOMMON14040H10582610,700SH DFND3,110,70000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,01426,100SH DFND526,10000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1057649,900SH DFND79,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053013,900SH DFND83,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1054946,400SH DFND8,16,40000
CAPITAL SENIOR LIVING CORPCOMMON14047510431712,181SH DFND1512,18100
CAPITAL SOUTHWEST CORPCOMMON140501107661,903SH DFND121,90300
CAPITAL SOUTHWEST CORPCOMMON140501107421,212SH DFND141,21200
CAPITAL SOUTHWEST CORPCOMMON1405011071,82252,477SH DFND1552,47700
CAPITALSOURCE INCCOMMON14055X102302,069SH DFND122,06900
CAPITALSOURCE INCCOMMON14055X10283457,186SH DFND1557,18600
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101393,105SH DFND123,10500
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J10188970,779SH DFND1570,77900
CAPSTONE TURBINE CORPCOMMON14067D1022511,697SH DFND1211,69700
CAPSTONE TURBINE CORPCOMMON14067D102863405,248SH DFND15405,24800
CAPSTEAD MTG CORPCOMMON14067E506141,079SH DFND11,07900
CAPSTEAD MTG CORPCOMMON14067E506241,858SH DFND121,85800
CAPSTEAD MTG CORPCOMMON14067E50611,917941,338SH DFND15941,33800
CARBO CERAMICS INCCOMMON14078110592670SH DFND1467000
CARBO CERAMICS INCCOMMON1407811054,66233,782SH DFND1533,78200
CARBONITE INCCOMMON14133710525024,536SH DFND1524,53600
CARDINAL FINANCIAL CORPCOMMON14149F10990350,650SH DFND122,350028,300
CARDINAL FINANCIAL CORPCOMMON14149F10978343,899SH DFND1543,89900
CARDINAL FINANCIAL CORPCOMMON14149F10938221,400SH DFND3,121,40000
CARDINAL HEALTH INCCOMMON14149Y108281,0734,016,471SH DFND13,911,477082,094
CARDINAL HEALTH INCCOMMON14149Y10812,323176,100SH DFND1,58000175,300
CARDINAL HEALTH INCCOMMON14149Y1081,96628,100SH DFND1,90028,100
CARDINAL HEALTH INCCOMMON14149Y1081,41720,250SH DFND1120,25000
CARDINAL HEALTH INCCOMMON14149Y1081,74124,872SH DFND1224,87200
CARDINAL HEALTH INCCOMMON14149Y1085,80782,985SH DFND12,10082,985
CARDINAL HEALTH INCCOMMON14149Y10855,973799,840SH DFND14799,84000
CARDINAL HEALTH INCCOMMON14149Y10825,501364,403SH DFND15364,40300
CARDINAL HEALTH INCCOMMON14149Y10877511,077SH DFND2,111,07700
CARDINAL HEALTH INCCOMMON14149Y1083,17045,300SH DFND3,145,30000
CARDINAL HEALTH INCCOMMON14149Y1083,66652,384SH DFND552,38400
CARDINAL HEALTH INCCOMMON14149Y10815,850226,500SH DFND6226,50000
CARDINAL HEALTH INCCOMMON14149Y1084,50064,300SH DFND764,30000
CARDINAL HEALTH INCCOMMON14149Y1081,12716,100SH DFND816,10000
CARDINAL HEALTH INCCOMMON14149Y1081,86126,600SH DFND8,126,60000
CARDINAL HEALTH INCCOMMON14149Y1082,32333,200SH DFND933,20000
CARDIOVASCULAR SYSTEMS INCCOMMON1416191063,738117,585SH DFND15117,58500
CARDTRONICS INCCOMMON14161H10812,978334,060SH DFND1334,06000
CARDTRONICS INCCOMMON14161H1083,918100,851SH DFND15100,85100
CARDTRONICS INC(CATM) CVT 144ACONVERT14161HAF514,64415,000,000SH DFND115,000,00000
CAREER EDUCATION CORPCOMMON141665109324,230SH DFND14,23000
CAREER EDUCATION CORPCOMMON141665109243,151SH DFND123,15100
CAREER EDUCATION CORPCOMMON1416651094,494602,366SH DFND15602,36600
CAREER EDUCATION CORPCOMMON141665109243,200SH DFND3,13,20000
CAREFUSION CORPCOMMON14170T101102,4322,546,782SH DFND12,546,0820700
CAREFUSION CORPCOMMON14170T10153613,325SH DFND1113,32500
CAREFUSION CORPCOMMON14170T101842,079SH DFND122,07900
CAREFUSION CORPCOMMON14170T1011,34233,355SH DFND1433,35500
CAREFUSION CORPCOMMON14170T1011,90647,379SH DFND1547,37900
CAREFUSION CORPCOMMON14170T1011654,100SH DFND64,10000
CARLISLE COS INCCOMMON14233910058,536737,791SH DFND1737,79100
CARLISLE COS INCCOMMON14233910033413SH DFND1241300
CARLISLE COS INCCOMMON1423391001,32116,655SH DFND1516,65500
CARLYLE GROUPCOMMON14309L10260517,220SH DFND1217,22000
CARLYLE GROUPCOMMON14309L10215,197432,458SH DFND15432,45800
CARMAX INCCOMMON1431301025,214111,403SH DFND1111,40300
CARMAX INCCOMMON14313010262313,318SH DFND1113,31800
CARMAX INCCOMMON143130102871,853SH DFND121,85300
CARMAX INCCOMMON1431301024,41694,359SH DFND1594,35900
CARMAX INCCOMMON14313010220,097429,414SH DFND2429,41400
CARMAX INCCOMMON14313010217362SH DFND2,1536200
CARMAX INCCOMMON1431301023798,100SH DFND58,10000
CARMAX INCCOMMON1431301022435,200SH DFND75,20000
CARMIKE CINEMAS INCCOMMON1434364003,435115,052SH DFND15115,05200
CARNIVAL CORPCOMMON143658300663,19617,517,073SH DFND117,152,2890364,784
CARNIVAL CORPCOMMON14365830086922,940SH DFND1122,94000
CARNIVAL CORPCOMMON1436583001995,250SH DFND125,25000
CARNIVAL CORPCOMMON1436583001,11029,318SH DFND1429,31800
CARNIVAL CORPCOMMON1436583004,046106,862SH DFND15106,86200
CARNIVAL CORPCOMMON14365830026,961712,114SH DFND2712,11400
CARNIVAL CORPCOMMON14365830064717,099SH DFND517,09900
CARNIVAL PLC-ADRCOMMON14365C1031413,688SH DFND153,68800
CARRIAGE SVCS INCCOMMON14390510734919,147SH DFND1519,14700
CARPENTER TECHNOLOGYCOMMON14428510342,754647,402SH DFND1647,40200
CARPENTER TECHNOLOGYCOMMON1442851033,40751,592SH DFND1551,59200
CARRIZO OIL & GAS INCCOMMON14457710363311,834SH DFND1411,83400
CARRIZO OIL & GAS INCCOMMON1445771038,352156,221SH DFND15156,22100
CARROLS RESTAURANT GROUP INCCOMMON14574X10428739,995SH DFND1539,99500
CARTERS INCCOMMON14622910923292SH DFND1229200
CARTERS INCCOMMON14622910982910,675SH DFND1410,67500
CARTERS INCCOMMON1462291097,902101,758SH DFND15101,75800
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810430659,831SH DFND1559,83100
CASEY'S GENERAL STORES INCCOMMON14752810335511SH DFND1251100
CASEY'S GENERAL STORES INCCOMMON1475281035,57682,500SH DFND1582,50000
CASH AMERICA INTL INCCOMMON14754D1001,66843,088SH DFND1443,08800
CASH AMERICA INTL INCCOMMON14754D1002,16855,979SH DFND1555,97900
CASS INFORMATION SYSTEMS INCCOMMON14808P1092404,651SH DFND154,65100
CASTLE (A.M.) & COCOMMON14841110186058,518SH DFND1558,51800
CATAMARAN CORPCOMMON14888710255112,300SH DFND1112,30000
CATAMARAN CORPCOMMON1488871021924,292SH DFND154,29200
CATAMARAN CORPCOMMON14888710213,303296,826SH DFND2,1296,82600
CATAMARAN CORPCOMMON1488871023678,200SH DFND58,20000
CATAMARAN CORPCOMMON1488871022425,400SH DFND75,40000
CATAMARAN CORPCOMMON1488871022,61258,363SH DFND1258,36300
CATAMARAN CORPCOMMON148887102101,6582,271,170SH DFND152,271,17000
CATAMARAN CORPCOMMON1488871023628,089SH DFND2,158,08900
CATERPILLAR INCCOMMON149123101366,7353,690,598SH DFND13,568,3990122,199
CATERPILLAR INCCOMMON1491231013,76037,843SH DFND1137,84300
CATERPILLAR INCCOMMON1491231016626,659SH DFND126,65900
CATERPILLAR INCCOMMON1491231016,69267,343SH DFND1467,34300
CATERPILLAR INCCOMMON14912310124,143242,957SH DFND15242,95700
CATERPILLAR INCCOMMON1491231012,30123,158SH DFND523,15800
CATERPILLAR INCCOMMON1491231011791,800SH DFND71,80000
CATHAY GENERAL BANCORPCOMMON1491501042,36393,818SH DFND1593,81800
CATO CORP CL ACOMMON1492051061,77965,789SH DFND1565,78900
CAVCO INDUSTRIES INCCOMMON1495681073,59945,875SH DFND1545,87500
CAVIUM INCCOMMON14964U10827,367625,808SH DFND1625,80800
CAVIUM INCCOMMON14964U1081,20027,447SH DFND1527,44700
CBEYOND INCCOMMON149847105969133,669SH DFND15133,66900
CEDAR FAIR LPCOMMON1501851065,394105,902SH DFND15105,90200
CEDAR REALTY TRUST INCCOMMON150602209767125,470SH DFND1105,570019,900
CEDAR REALTY TRUST INCCOMMON150602209886144,935SH DFND15144,93500
CEDAR REALTY TRUST INCCOMMON150602209644105,400SH DFND3,1105,40000
CELADON GROUP INCCOMMON15083810030,9591,287,827SH DFND11,086,1540201,673
CELADON GROUP INCCOMMON15083810046019,143SH DFND1519,14300
CELADON GROUP INCCOMMON1508381002299,546SH DFND2,19,54600
CELADON GROUP INCCOMMON1508381003,507145,871SH DFND6,1145,87100
CELANESE CORP-SERIES ACOMMON1508701035229,400SH DFND119,40000
CELANESE CORP-SERIES ACOMMON150870103631,141SH DFND121,14100
CELANESE CORP-SERIES ACOMMON150870103731,307SH DFND141,30700
CELANESE CORP-SERIES ACOMMON1508701031,32623,892SH DFND1523,89200
CELANESE CORP-SERIES ACOMMON15087010316,864303,807SH DFND2303,80700
CELANESE CORP-SERIES ACOMMON15087010361010,984SH DFND510,98400
CELL THERAPEUTICS INCCOMMON1509348832,344689,351SH DFND15689,35100
CELESTICA INCCOMMON15101Q108302,760SH DFND12,76000
CELESTICA INCCOMMON15101Q10838535,129SH DFND2,1535,12900
CELESTICA INCCOMMON15101Q1085464SH DFND1246400
CELESTICA INCCOMMON15101Q10847643,459SH DFND1543,45900
CELESTICA INCCOMMON15101Q10837,6003,429,375SH DFND2,13,429,37500
CELGENE CORPCOMMON151020104309,9972,220,611SH DFND12,219,9110700
CELGENE CORPCOMMON15102010428200SH DFND1,520000
CELGENE CORPCOMMON1510201043352,400SH DFND102,40000
CELGENE CORPCOMMON1510201043,40324,375SH DFND1124,37500
CELGENE CORPCOMMON15102010416,127115,523SH DFND12115,52300
CELGENE CORPCOMMON1510201049,05864,883SH DFND12,17,015057,868
CELGENE CORPCOMMON1510201044,01428,750SH DFND1428,75000
CELGENE CORPCOMMON151020104658,5564,717,451SH DFND154,717,45100
CELGENE CORPCOMMON15102010412,72691,164SH DFND291,16400
CELGENE CORPCOMMON1510201047295,224SH DFND2,15,22400
CELGENE CORPCOMMON15102010415110SH DFND2,1511000
CELGENE CORPCOMMON1510201044,35631,200SH DFND531,20000
CELGENE CORPCOMMON1510201048,12558,200SH DFND658,20000
CELGENE CORPCOMMON1510201042,19215,700SH DFND715,70000
CELGENE CORPCOMMON1510201048666,200SH DFND96,20000
CELLDEX THERAPEUTICS INCCOMMON15117B10310,010566,473SH DFND1566,47300
CELLDEX THERAPEUTICS INCCOMMON15117B1031,66694,294SH DFND12,10094,294
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908894,630366,605SH DFND15366,60500
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088935,3392,798,000SH DFND62,798,00000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088983966,450SH DFND6,1266,45000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088930424,050SH DFND924,05000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908896,426508,786SH DFND9,100508,786
CEMEX SAB DE CVT 4.875 3-15CONVERT151290AV595,99778,445,000SH DFND170,832,00007,613,000
CEMEX SAB DE CV CVT3.25 3-16CONVERT151290BB821,83315,900,000SH DFND115,900,00000
CENTENE CORPCOMMON15135B10135559SH DFND1255900
CENTENE CORPCOMMON15135B1013645,852SH DFND145,85200
CENTENE CORPCOMMON15135B10112,766205,074SH DFND15205,07400
CENOVUS ENERGY INCOMMON15135U109137,0204,729,922SH DFND14,729,92200
CENOVUS ENERGY INCOMMON15135U10950,3751,738,951SH DFND1,21,738,95100
CENOVUS ENERGY INCOMMON15135U1091,30445,022SH DFND1145,02200
CENOVUS ENERGY INCOMMON15135U10974925,854SH DFND11,225,85400
CENOVUS ENERGY INCOMMON15135U10916539SH DFND1253900
CENOVUS ENERGY INCOMMON15135U1091,95367,424SH DFND1567,42400
CENOVUS ENERGY INCOMMON15135U109171,5885,923,199SH DFND25,879,899043,300
CENOVUS ENERGY INCOMMON15135U10914,185489,665SH DFND2,1489,66500
CENOVUS ENERGY INCOMMON15135U10977526,747SH DFND526,74700
CENOVUS ENERGY INCOMMON15135U10933611,600SH DFND711,60000
CENOVUS ENERGY INCOMMON15135U1094,563157,518SH DFND9,100157,518
CENOVUS ENERGY INCCOMMON15135U10920,343702,462SH DFND1702,46200
CENOVUS ENERGY INCCOMMON15135U1092,15874,509SH DFND2,1574,50900
CENTER BANCORP INCCOMMON1514081011799,406SH DFND159,40600
CENTERPOINT ENERGY INCCOMMON15189T10774,3983,140,484SH DFND13,140,48400
CENTERPOINT ENERGY INCCOMMON15189T10757324,186SH DFND1124,18600
CENTERPOINT ENERGY INCCOMMON15189T1071476,205SH DFND126,20500
CENTERPOINT ENERGY INCCOMMON15189T1075,298223,634SH DFND14223,63400
CENTERPOINT ENERGY INCCOMMON15189T1074,476188,940SH DFND15188,94000
CENTERPOINT ENERGY INCCOMMON15189T10727211,500SH DFND511,50000
CENTERSTATE BANKS INCCOMMON15201P10921920,020SH DFND1520,02000
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207859302,472SH DFND15302,47200
CENTRAL GARDEN & PET COCOMMON15352710618723,001SH DFND1523,00100
CENTRAL GARDEN AND PET CO-ACOMMON1535272051,449175,216SH DFND15175,21600
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091517,470SH DFND17,47000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040920810,273SH DFND1210,27300
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091,04751,830SH DFND1551,83000
CENTRAL PACIFIC FINANCIAL COCOMMON154760409954,700SH DFND3,14,70000
CENTURY ALUMINUM COMPANYCOMMON156431108151,140SH DFND11,14000
CENTURY ALUMINUM COMPANYCOMMON1564311083,248245,837SH DFND15245,83700
CENTURY ALUMINUM COMPANYCOMMON156431108755,700SH DFND3,15,70000
CENTURY BANCORP INC CL ACOMMON15643210635410,380SH DFND110,38000
CENTURY BANCORP INC CL ACOMMON15643210610292SH DFND1529200
CENTURY BANCORP INC CL ACOMMON156432106722,100SH DFND3,12,10000
CENTURY CASINOS INCCOMMON15649210027438,220SH DFND138,22000
CENTURY CASINOS INCCOMMON15649210022030,730SH DFND1530,73000
CENTURY CASINOS INCCOMMON15649210028840,200SH DFND3,140,20000
CENTURYLINK INCCOMMON15670010622,808694,533SH DFND1694,53300
CENTURYLINK INCCOMMON1567001061,17335,731SH DFND1135,73100
CENTURYLINK INCCOMMON15670010642012,776SH DFND1212,77600
CENTURYLINK INCCOMMON1567001069,658294,086SH DFND14294,08600
CENTURYLINK INCCOMMON15670010643,8401,334,946SH DFND151,334,94600
CENTURYLINK INCCOMMON15670010658917,925SH DFND517,92500
CENTURYLINK INCCOMMON1567001063199,700SH DFND79,70000
CEPHEID INCCOMMON15670R1072945,700SH DFND155,70000
CEPHEID(CPHD) CVT 1.25 144A 02CONVERT15670RAB318,31817,000,000SH DFND117,000,00000
CENVEO INCCOMMON15670S105708232,943SH DFND15232,94300
CERNER CORPCOMMON1567821045,29494,112SH DFND194,11200
CERNER CORPCOMMON1567821041,02918,300SH DFND1118,30000
CERNER CORPCOMMON1567821045,51197,971SH DFND1297,97100
CERNER CORPCOMMON1567821043,61364,239SH DFND1464,23900
CERNER CORPCOMMON156782104225,5474,009,717SH DFND154,009,71700
CERNER CORPCOMMON1567821044508,000SH DFND58,00000
CERNER CORPCOMMON1567821043386,000SH DFND76,00000
CEVA INCCOMMON15721010592652,710SH DFND1552,71000
CHAMBERS STREET PROPERTIESCOMMON1578421051,389178,825SH DFND15178,82500
CHANGYOU.COM LTDCOMMON15911M1071,17139,680SH DFND1539,68000
CHARLES RIVER LABORATORIESCOMMON15986410728,301469,024SH DFND1397,078071,946
CHARLES RIVER LABORATORIESCOMMON15986410762,0761,028,775SH DFND1,21,028,77500
CHARLES RIVER LABORATORIESCOMMON1598641071963,256SH DFND11,23,25600
CHARLES RIVER LABORATORIESCOMMON1598641071,80529,908SH DFND1529,90800
CHARLES RIVER LABORATORIESCOMMON1598641079,581158,789SH DFND2158,78900
CHARLES RIVER LABORATORIESCOMMON1598641072203,642SH DFND2,13,64200
CHARLES RIVER LABORATORIESCOMMON1598641073,29354,576SH DFND6,154,57600
CHARM COMMUNICATIONS INC ADRCOMMON16112R101399,013SH DFND2,19,01300
CHARM COMMUNICATIONS INC ADRCOMMON16112R1018319,215SH DFND2,419,21500
CHARM COMMUNICATIONS INC ADRCOMMON16112R1013,023698,163SH DFND6698,16300
CHARM COMMUNICATIONS INC ADRCOMMON16112R101801185,043SH DFND6,12185,04300
CHARM COMMUNICATIONS INC ADRCOMMON16112R101853197,056SH DFND6,4197,05600
CHART INDUSTRIES INCCOMMON16115Q3081,84123,167SH DFND1523,16700
CHARTER COMMUNICATIONS INCCOMMON16117M3054934,000SH DFND114,00000
CHARTER COMMUNICATIONS INCCOMMON16117M3053,78230,699SH DFND1230,69900
CHARTER COMMUNICATIONS INCCOMMON16117M305144,6531,174,133SH DFND151,174,13300
CHARTER COMMUNICATIONS INCCOMMON16117M3055304,300SH DFND54,30000
CHARTER FINANCIAL CORPCOMMON16122W10864859,970SH DFND129,270030,700
CHARTER FINANCIAL CORPCOMMON16122W10839036,088SH DFND1536,08800
CHARTER FINANCIAL CORPCOMMON16122W10828526,400SH DFND3,126,40000
CHASE CORPCOMMON16150R1045162SH DFND1516200
CHATHAM LODGING TRUSTCOMMON16208T10222811,286SH DFND1511,28600
CHECKPOINT SYSTEMS INCCOMMON1628251031,995148,649SH DFND15148,64900
CHEESECAKE FACTORY (THE)COMMON16307210141,964881,049SH DFND1881,04900
CHEESECAKE FACTORY (THE)COMMON1630721014,04684,954SH DFND1584,95400
CHEFS WAREHOUSE HOLDINGS LLCCOMMON1630861011858,647SH DFND158,64700
CHELSEA THERAPEUTICS INTERNATICOMMON1634281051,514274,193SH DFND15274,19300
CHEMED CORPCOMMON16359R103108,0491,207,930SH DFND11,207,93000
CHEMED CORPCOMMON16359R10390210,085SH DFND1410,08500
CHEMED CORPCOMMON16359R1037,99689,386SH DFND1589,38600
CHEMICAL FINANCIAL CORPCOMMON1637311021,04232,113SH DFND1532,11300
CHEMTURA CORPCOMMON16389320925990SH DFND1299000
CHEMTURA CORPCOMMON16389320968927,229SH DFND1527,22900
CHENIERE ENERGY INCCOMMON16411R20867012,100SH DFND1112,10000
CHENIERE ENERGY INCCOMMON16411R20828,621517,083SH DFND15517,08300
CHENIERE ENERGY INCCOMMON16411R20862511,300SH DFND511,30000
CHESAPEAKE ENERGY CORPCOMMON16516710781,3123,173,789SH DFND12,937,4390174,650
CHESAPEAKE ENERGY CORPCOMMON16516710711,908464,800SH DFND1,56,9000457,900
CHESAPEAKE ENERGY CORPCOMMON1651671071,94776,000SH DFND1,90076,000
CHESAPEAKE ENERGY CORPCOMMON16516710781031,618SH DFND1131,61800
CHESAPEAKE ENERGY CORPCOMMON1651671072379,260SH DFND129,26000
CHESAPEAKE ENERGY CORPCOMMON1651671072,08181,224SH DFND1481,22400
CHESAPEAKE ENERGY CORPCOMMON16516710710,029391,466SH DFND15391,46600
CHESAPEAKE ENERGY CORPCOMMON1651671073,092120,700SH DFND3,1120,70000
CHESAPEAKE ENERGY CORPCOMMON1651671072,15684,150SH DFND584,15000
CHESAPEAKE ENERGY CORPCOMMON1651671073,792148,000SH DFND6148,00000
CHESAPEAKE ENERGY CORPCOMMON16516710732812,800SH DFND712,80000
CHESAPEAKE ENERGY CORPCOMMON1651671071,09442,700SH DFND842,70000
CHESAPEAKE ENERGY CORPCOMMON1651671071,80470,400SH DFND8,170,40000
CHESAPEAKE ENERGY CORP CVP 144CONVERT16516777616,30414,549SH DFND114,54900
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW63,1263,000,000SH DFND1003,000,000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ916,58816,303,000SH DFND19,303,00007,000,000
CHESAPEAKE LODGING TRUSTCOMMON16524010274028,766SH DFND1528,76600
CHESAPEAKE UTILITIES CORPCOMMON1653031083515,560SH DFND15,56000
CHESAPEAKE UTILITIES CORPCOMMON1653031086109,660SH DFND159,66000
CHESAPEAKE UTILITIES CORPCOMMON1653031082784,400SH DFND3,14,40000
CHEVRON CORPCOMMON166764100459,0813,860,740SH DFND13,859,74001,000
CHEVRON CORPCOMMON16676410060,845511,688SH DFND1,2511,68800
CHEVRON CORPCOMMON1667641005594,699SH DFND1,5004,699
CHEVRON CORPCOMMON16676410014,943125,667SH DFND11125,66700
CHEVRON CORPCOMMON1667641002962,489SH DFND11,116602,323
CHEVRON CORPCOMMON1667641003,63530,566SH DFND1230,56600
CHEVRON CORPCOMMON166764100163,0131,370,892SH DFND141,370,89200
CHEVRON CORPCOMMON166764100167,2821,406,791SH DFND151,406,79100
CHEVRON CORPCOMMON1667641002,20018,500SH DFND418,50000
CHEVRON CORPCOMMON1667641007,61064,000SH DFND564,00000
CHEVRON CORPCOMMON16676410094,958798,568SH DFND6653,990144,5780
CHEVRON CORPCOMMON1667641002,21218,600SH DFND718,60000
CHEVRON CORPCOMMON1667641002251,893SH DFND8,11,89300
CHEVRON CORPCOMMON16676410010,25586,245SH DFND986,24500
CHEVRON CORPCOMMON1667641008,05867,767SH DFND9,10067,767
CHICAGO BRIDGE & IRON CO NVCOMMON16725010957,376658,362SH DFND1658,36200
CHICAGO BRIDGE & IRON CO NVCOMMON1672501095055,800SH DFND115,80000
CHICAGO BRIDGE & IRON CO NVCOMMON16725010942486SH DFND1248600
CHICAGO BRIDGE & IRON CO NVCOMMON16725010987410,028SH DFND1410,02800
CHICAGO BRIDGE & IRON CO NVCOMMON16725010917,277198,240SH DFND15198,24000
CHICO'S FAS INCCOMMON168615102181,151SH DFND121,15100
CHICO'S FAS INCCOMMON1686151021,31481,994SH DFND1481,99400
CHICO'S FAS INCCOMMON16861510242926,792SH DFND1526,79200
CHILDREN'S PLACECOMMON1689051075,097102,321SH DFND15102,32100
CHINA RECYCLING ENERGY CORPCOMMON1689131011,154293,645SH DFND15293,64500
CHIMERA INVESTMENT CORPCOMMON16934Q1091,534501,393SH DFND15501,39300
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105263,330SH DFND13,33000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105881111,471SH DFND15111,47100
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105162,000SH DFND3,12,00000
CHINA FINANCE ONLINE CO-ADRCOMMON16937910427059,136SH DFND1559,13600
CHINA EASTN AIRLS LTD ADRCOMMON16937R10420612,405SH DFND1412,40500
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C106661,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1062,89583,296SH DFND1583,29600
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C106661,900SH DFND3,11,90000
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1066,951164,181SH DFND15164,18100
CHINA HOUSING & LAND DEVELOPCOMMON16939V10316968,802SH DFND1568,80200
CHINA SOUTHN AIRLS LTD ADRCOMMON16940910924614,991SH DFND1414,99100
CHINA MOBILE LTD SP ADRCOMMON16941M1091,54133,795SH DFND133,79500
CHINA MOBILE LTD SP ADRCOMMON16941M1091,05123,048SH DFND1423,04800
CHINA MOBILE LTD SP ADRCOMMON16941M10950,3591,104,599SH DFND151,104,59900
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1081,55017,313SH DFND1417,31300
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R10835,146392,691SH DFND15392,69100
CHINA TELECOM CORP LTD - ADRCOMMON1694261031,26127,379SH DFND1427,37900
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,67258,000SH DFND1558,00000
CHINA GREEN AGRICULTURE INC CGCOMMON16943W105492170,386SH DFND15170,38600
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10469638,604SH DFND1538,60400
CHINA UNICOM LTD ADRCOMMON16945R1043,160240,105SH DFND15240,10500
CHINDEX INTERNATIONAL INCCOMMON16946710713703SH DFND1570300
CHINA XD PLASTICS CO LTDCOMMON16948F107815155,915SH DFND15155,91500
CHINA HGS REAL ESTATE INCCOMMON16948W100667131,367SH DFND15131,36700
CHINA LODGING GROUP LTD ADRCOMMON16949N1092,18989,087SH DFND1589,08700
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M1071,23259,968SH DFND1559,96800
CHINA MING YANG WIND POW-ADSCOMMON16951C1085,6831,994,192SH DFND151,994,19200
CHINA MOBILE GAMES ADRCOMMON16952T10060827,532SH DFND1527,53200
CHIPOTLE MEXICAN GRILL INCCOMMON1696561055,5209,718SH DFND19,71800
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0221,800SH DFND111,80000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561053154SH DFND125400
CHIPOTLE MEXICAN GRILL INCCOMMON16965610529,75552,381SH DFND1552,38100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561058521,500SH DFND51,50000
CHIPOTLE MEXICAN GRILL INCCOMMON169656105341600SH DFND760000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561053,0495,368SH DFND9,1005,368
CHOICE HOTELS INTL INCCOMMON16990510630,956672,964SH DFND1672,96400
CHOICE HOTELS INTL INCCOMMON1699051061,27627,739SH DFND1527,73900
CHIQUITA BRANDS INTLCOMMON170032809231,823SH DFND121,82300
CHIQUITA BRANDS INTLCOMMON17003280980064,243SH DFND1564,24300
CHIQUITA BRANDS INTL CVT 4.25CONVERT170032AT38,4948,348,000SH DFND18,348,00000
CHRISTOPHER & BANKS CORPCOMMON171046105192,870SH DFND12,87000
CHRISTOPHER & BANKS CORPCOMMON17104610556084,730SH DFND1584,73000
CHUBB CORPCOMMON171232101168,0981,882,401SH DFND11,817,269065,132
CHUBB CORPCOMMON1712321011,34215,023SH DFND1115,02300
CHUBB CORPCOMMON1712321012773,098SH DFND123,09800
CHUBB CORPCOMMON17123210149,981559,695SH DFND14559,69500
CHUBB CORPCOMMON17123210164,157718,441SH DFND15718,44100
CHUBB CORPCOMMON17123210191510,248SH DFND510,24800
CHUBB CORPCOMMON1712321013844,300SH DFND74,30000
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50263120,571SH DFND1420,57100
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5023,092100,773SH DFND15100,77300
CHURCH & DWIGHT CO INCCOMMON17134010234,233495,630SH DFND1495,63000
CHURCH & DWIGHT CO INCCOMMON1713401025738,300SH DFND118,30000
CHURCH & DWIGHT CO INCCOMMON17134010244632SH DFND1263200
CHURCH & DWIGHT CO INCCOMMON1713401026739,746SH DFND149,74600
CHURCH & DWIGHT CO INCCOMMON1713401024,13059,790SH DFND1559,79000
CHURCHILL DOWNS INCCOMMON1714841086417,020SH DFND157,02000
CHUY'S HOLDINGS INCCOMMON17160410116371SH DFND1537100
CIBER INCCOMMON17163B10231,9916,985,000SH DFND16,985,00000
CIBER INCCOMMON17163B1021,335291,531SH DFND15291,53100
CIENA CORPCOMMON1717793095,490241,434SH DFND1241,43400
CIENA CORPCOMMON17177930968630,157SH DFND12,130,15700
CIENA CORPCOMMON1717793091,31257,702SH DFND1557,70200
CIENA CORP 3.75 144A 10-18CONVERT171779AG62,0991,500,000SH DFND1001,500,000
CIENA CORP CVT 4 12-15-20CONVERT171779AK768,93748,719,000SH DFND145,029,00003,690,000
CIMAREX ENERGY COCOMMON1717981013573,000SH DFND13,00000
CIMAREX ENERGY COCOMMON1717981016105,118SH DFND115,11800
CIMAREX ENERGY COCOMMON17179810149415SH DFND1241500
CIMAREX ENERGY COCOMMON1717981014,05934,077SH DFND1534,07700
CIMAREX ENERGY COCOMMON1717981015965,000SH DFND55,00000
CINCINNATI BELL INCCOMMON171871106226,377SH DFND126,37700
CINCINNATI BELL INCCOMMON1718711062,168626,508SH DFND15626,50800
CINCINNATI FINANCIAL CORPCOMMON1720621015,242107,726SH DFND1107,72600
CINCINNATI FINANCIAL CORPCOMMON1720621014509,238SH DFND119,23800
CINCINNATI FINANCIAL CORPCOMMON172062101881,801SH DFND121,80100
CINCINNATI FINANCIAL CORPCOMMON1720621016,850140,767SH DFND14140,76700
CINCINNATI FINANCIAL CORPCOMMON17206210148,625999,277SH DFND15999,27700
CINEDIGM CORPCOMMON17240610093,321SH DFND153,32100
CINEMARK HOLDINGS INCCOMMON17243V10261,2532,111,446SH DFND12,111,44600
CINEMARK HOLDINGS INCCOMMON17243V102341,157SH DFND121,15700
CINEMARK HOLDINGS INCCOMMON17243V1021,23042,387SH DFND1442,38700
CINEMARK HOLDINGS INCCOMMON17243V10274625,719SH DFND1525,71900
CIRCOR INTERNATIONAL INCCOMMON17273K1092,03727,772SH DFND1527,77200
CIRRUS LOGIC INCCOMMON1727551001,95998,595SH DFND1498,59500
CIRRUS LOGIC INCCOMMON1727551003,723187,380SH DFND15187,38000
CISCO SYSTEMS INCCOMMON17275R102560,19024,991,767SH DFND124,466,6530423,814
CISCO SYSTEMS INCCOMMON17275R1023,335148,800SH DFND1,12148,80000
CISCO SYSTEMS INCCOMMON17275R10218,279815,500SH DFND1,55,9000809,600
CISCO SYSTEMS INCCOMMON17275R1022,793124,600SH DFND1,900124,600
CISCO SYSTEMS INCCOMMON17275R1023,340149,000SH DFND10149,00000
CISCO SYSTEMS INCCOMMON17275R1027,121317,686SH DFND11317,68600
CISCO SYSTEMS INCCOMMON17275R10256825,353SH DFND11,12,108023,245
CISCO SYSTEMS INCCOMMON17275R10233,4621,492,861SH DFND121,492,86100
CISCO SYSTEMS INCCOMMON17275R10271,9983,212,044SH DFND143,212,04400
CISCO SYSTEMS INCCOMMON17275R1021,310,53958,467,073SH DFND1558,467,07300
CISCO SYSTEMS INCCOMMON17275R102131,9375,886,099SH DFND25,886,09900
CISCO SYSTEMS INCCOMMON17275R10295242,492SH DFND2,142,49200
CISCO SYSTEMS INCCOMMON17275R1024,449198,500SH DFND3,1198,50000
CISCO SYSTEMS INCCOMMON17275R10210,914486,901SH DFND5486,90100
CISCO SYSTEMS INCCOMMON17275R10232,7911,462,900SH DFND61,462,90000
CISCO SYSTEMS INCCOMMON17275R1025,003223,200SH DFND7223,20000
CISCO SYSTEMS INCCOMMON17275R1021,57170,100SH DFND870,10000
CISCO SYSTEMS INCCOMMON17275R1022,777123,900SH DFND8,1123,90000
CISCO SYSTEMS INCCOMMON17275R1022,15496,100SH DFND996,10000
CINTAS CORPCOMMON1729081056,315105,941SH DFND1102,29102,750
CINTAS CORPCOMMON1729081053936,600SH DFND1,5006,600
CINTAS CORPCOMMON172908105661,100SH DFND1,9001,100
CINTAS CORPCOMMON1729081053976,659SH DFND116,65900
CINTAS CORPCOMMON17290810545752SH DFND1275200
CINTAS CORPCOMMON1729081055,95399,871SH DFND1499,87100
CINTAS CORPCOMMON17290810540,650681,938SH DFND15681,93800
CINTAS CORPCOMMON1729081051192,000SH DFND3,12,00000
CINTAS CORPCOMMON17290810554900SH DFND590000
CINTAS CORPCOMMON17290810542700SH DFND870000
CINTAS CORPCOMMON172908105721,200SH DFND8,11,20000
CITIZENS & NORTHERN CORPCOMMON17292210621210,780SH DFND110,78000
CITIZENS & NORTHERN CORPCOMMON17292210624512,446SH DFND1512,44600
CITIZENS & NORTHERN CORPCOMMON17292210627213,800SH DFND3,113,80000
CITIGROUP INC COMCOMMON1729674242,044,05342,942,287SH DFND141,835,90501,057,982
CITIGROUP INC COMCOMMON17296742416,122338,698SH DFND1,500338,698
CITIGROUP INC COMCOMMON1729674241,18624,917SH DFND1,624,91700
CITIGROUP INC COMCOMMON1729674242,94661,900SH DFND1,90061,900
CITIGROUP INC COMCOMMON1729674248,581180,282SH DFND11180,28200
CITIGROUP INC COMCOMMON1729674243,54774,523SH DFND1274,52300
CITIGROUP INC COMCOMMON1729674242,74557,660SH DFND1457,66000
CITIGROUP INC COMCOMMON17296742482,6951,737,292SH DFND151,737,29200
CITIGROUP INC COMCOMMON17296742419404SH DFND2,1540400
CITIGROUP INC COMCOMMON1729674244,817101,200SH DFND3,1101,20000
CITIGROUP INC COMCOMMON17296742410,862228,200SH DFND5228,20000
CITIGROUP INC COMCOMMON172967424146,8773,085,656SH DFND63,085,65600
CITIGROUP INC COMCOMMON1729674241,38029,000SH DFND729,00000
CITIGROUP INC COMCOMMON1729674241,69535,600SH DFND835,60000
CITIGROUP INC COMCOMMON1729674242,67056,100SH DFND8,156,10000
CITI TRENDS INCCOMMON17306X10251331,517SH DFND1531,51700
CITIZENS INCCOMMON17474010025434,293SH DFND1534,29300
CITRIX SYSTEMS INCCOMMON177376100139,2422,424,129SH DFND12,424,12900
CITRIX SYSTEMS INCCOMMON17737610063411,046SH DFND1111,04600
CITRIX SYSTEMS INCCOMMON1773761003,03152,766SH DFND1252,76600
CITRIX SYSTEMS INCCOMMON1773761001,24721,712SH DFND1421,71200
CITRIX SYSTEMS INCCOMMON177376100117,1602,039,697SH DFND152,039,69700
CITRIX SYSTEMS INCCOMMON17737610084714,738SH DFND2,114,73800
CITRIX SYSTEMS INCCOMMON1773761002915,073SH DFND55,07300
CITRIX SYSTEMS INCCOMMON1773761002584,500SH DFND74,50000
CITY HOLDING COCOMMON17783510513289SH DFND128900
CITY HOLDING COCOMMON1778351055,113113,970SH DFND15113,97000
CITY NATIONAL CORPCOMMON17856610530386SH DFND1238600
CITY NATIONAL CORPCOMMON1785661051,65721,050SH DFND1521,05000
CLARCOR INCCOMMON1798951072,83749,461SH DFND1549,46100
CLEAN HARBORS INCCOMMON18449610763,6001,160,802SH DFND11,160,80200
CLEAN HARBORS INCCOMMON18449610724433SH DFND1243300
CLEAN HARBORS INCCOMMON1844961073045,549SH DFND145,54900
CLEAN HARBORS INCCOMMON18449610766912,208SH DFND1512,20800
CLEAN ENERGY FUELS CORPCOMMON1844991011,111124,218SH DFND15124,21800
CLEAR CHANNEL OUTDOOR CL ACOMMON18451C10976083,402SH DFND1583,40200
CLEARBRIDGE ENERGY MLP FUND CECOMMON1846921019,092341,432SH DFND14341,43200
CLEARBRIDGE ENERGY MLP OPPOR CCOMMON18469P10012,257544,771SH DFND14544,77100
CLEARBRIDGE ENERGY MLP TOTAL CCOMMON18469Q1086,027280,345SH DFND14280,34500
CLEARFIELD INCCOMMON18482P1031827,889SH DFND157,88900
CLEARONE INCCOMMON18506U10413513,180SH DFND113,18000
CLEARONE INCCOMMON18506U10418718,257SH DFND1518,25700
CLEARONE INCCOMMON18506U10415615,200SH DFND3,115,20000
CLEARWATER PAPER CORPCOMMON18538R1036,601105,330SH DFND15105,33000
CLIFFS NATURAL RESOURCES INCCOMMON18683K1015,458266,770SH DFND1266,77000
CLIFFS NATURAL RESOURCES INCCOMMON18683K101934,551SH DFND124,55100
CLIFFS NATURAL RESOURCES INCCOMMON18683K1012,628128,431SH DFND14128,43100
CLIFFS NATURAL RESOURCES INCCOMMON18683K1014,542221,990SH DFND15221,99000
CLIFFS NATURAL RESOURCES INCCOMMON18683K10118888SH DFND2,1588800
CLOROX COMPANYCOMMON1890541095,33860,655SH DFND160,65500
CLOROX COMPANYCOMMON1890541096767,678SH DFND117,67800
CLOROX COMPANYCOMMON189054109891,010SH DFND121,01000
CLOROX COMPANYCOMMON18905410930,881350,880SH DFND14350,88000
CLOROX COMPANYCOMMON18905410951,631586,646SH DFND15586,64600
CLOROX COMPANYCOMMON1890541095055,741SH DFND55,74100
CLOROX COMPANYCOMMON1890541092552,900SH DFND72,90000
CLOUD PEAK ENERGY INCCOMMON18911Q102271,283SH DFND121,28300
CLOUD PEAK ENERGY INCCOMMON18911Q1022,816133,196SH DFND15133,19600
CLOUGH GLOBAL ALLOCATION FD CECOMMON18913Y1031,22980,929SH DFND1480,92900
CLOUGH GLOBAL EQUITY FUND CEFCOMMON18914C10033721,881SH DFND1421,88100
CLOUGH GLBL OPPORTUNITIES FD CCOMMON18914E1068,335653,922SH DFND14653,92200
CLOVIS ONCOLOGY INCCOMMON1894641008,025115,854SH DFND1115,85400
CLOVIS ONCOLOGY INCCOMMON1894641002,83440,906SH DFND1540,90600
CLUBCORP HOLDINGS INCCOMMON18948M10827114,363SH DFND1514,36300
COACH INCCOMMON189754104145,8572,937,110SH DFND12,937,11000
COACH INCCOMMON18975410482816,668SH DFND1116,66800
COACH INCCOMMON189754104821,645SH DFND121,64500
COACH INCCOMMON1897541042,58952,128SH DFND1452,12800
COACH INCCOMMON1897541042,85757,536SH DFND1557,53600
COACH INCCOMMON1897541046,115123,144SH DFND2123,14400
COACH INCCOMMON18975410468613,816SH DFND513,81600
COACH INCCOMMON1897541042485,000SH DFND75,00000
CNINSURE INC-ADRCOMMON18976M103859114,484SH DFND15114,48400
COBALT INTERNATIONAL ENERGYCOMMON19075F10612,743695,566SH DFND1,2695,56600
COBALT INTERNATIONAL ENERGYCOMMON19075F10634418,800SH DFND1118,80000
COBALT INTERNATIONAL ENERGYCOMMON19075F1061,57786,090SH DFND1586,09000
COBALT INTERNATIONAL ENERGYCOMMON19075F1061,68892,120SH DFND9,10092,120
COBALT INTL ENERGY CIE CVT 2.6CONVERT19075FAA464,10668,062,000SH DFND162,945,00005,117,000
COBIZ FINANCIAL INCCOMMON19089710828424,656SH DFND1524,65600
COCA-COLA BOTTLING CO CONSOLCOMMON19109810213,284156,314SH DFND15156,31400
COCA-COLA COMPANYCOMMON191216100161,0134,164,837SH DFND14,162,43702,400
COCA-COLA COMPANYCOMMON1912161009,132236,202SH DFND11236,20200
COCA-COLA COMPANYCOMMON1912161001,18430,637SH DFND1230,63700
COCA-COLA COMPANYCOMMON19121610085,1762,203,200SH DFND142,203,20000
COCA-COLA COMPANYCOMMON19121610085,5892,213,895SH DFND152,213,89500
COCA-COLA COMPANYCOMMON19121610021,153547,160SH DFND2547,16000
COCA-COLA COMPANYCOMMON1912161001704,400SH DFND44,40000
COCA-COLA COMPANYCOMMON1912161005,579144,300SH DFND5144,30000
COCA-COLA COMPANYCOMMON1912161005,587144,528SH DFND6144,52800
COCA-COLA COMPANYCOMMON1912161001,63142,200SH DFND742,20000
COCA-COLA ENTERPRISESCOMMON19122T1095,427113,632SH DFND1113,63200
COCA-COLA ENTERPRISESCOMMON19122T10970214,700SH DFND1114,70000
COCA-COLA ENTERPRISESCOMMON19122T1091082,258SH DFND122,25800
COCA-COLA ENTERPRISESCOMMON19122T1094088,545SH DFND148,54500
COCA-COLA ENTERPRISESCOMMON19122T10937,252779,993SH DFND15779,99300
COCA-COLA ENTERPRISESCOMMON19122T1094639,700SH DFND59,70000
COCA-COLA FEMSA SAB DE CV ADRCOMMON1912411082,82026,728SH DFND1426,72800
COCA-COLA FEMSA SAB DE CV ADRCOMMON19124110814,658138,909SH DFND15138,90900
COEUR MINING INCCOMMON192108504212,278SH DFND122,27800
COEUR MINING INCCOMMON19210850421523,181SH DFND1423,18100
COEUR MINING INCCOMMON19210850473178,736SH DFND1578,73600
COGENT COMMUNICATIONS GROUPCOMMON19239V3021163,275SH DFND123,27500
COGENT COMMUNICATIONS GROUPCOMMON19239V3022,24563,194SH DFND1563,19400
COGNEX CORPCOMMON19242210366,5191,964,539SH DFND11,964,53900
COGNEX CORPCOMMON19242210310,357305,868SH DFND15305,86800
COGNIZANT TECH SOLUTIONS CRPCOMMON192446102186,4103,683,998SH DFND13,683,99800
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610213,895274,612SH DFND1,2274,61200
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610270814,000SH DFND1014,00000
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461021,81535,860SH DFND1135,86000
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461028,785173,612SH DFND12173,61200
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461022,44848,388SH DFND12,148,38800
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461025,511108,915SH DFND14108,91500
COGNIZANT TECH SOLUTIONS CRPCOMMON192446102340,8666,736,477SH DFND156,736,47700
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610257,7341,140,987SH DFND21,140,98700
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610292418,266SH DFND418,26600
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610299919,744SH DFND519,74400
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610250610,000SH DFND710,00000
COHERENT INCCOMMON19247910325,166385,094SH DFND1325,071060,023
COHERENT INCCOMMON1924791034,04261,852SH DFND1561,85200
COHERENT INCCOMMON1924791031882,875SH DFND2,12,87500
COHERENT INCCOMMON1924791032,91444,585SH DFND6,144,58500
COHEN & STEERS INCCOMMON19247A10053613,458SH DFND1513,45800
COHEN & STEERS QUAL INC RLTY CCOMMON19247L1063,761357,172SH DFND1357,17200
COHEN & STEERS QUAL INC RLTY CCOMMON19247L1064,001379,926SH DFND14379,92600
COHEN & STEERS TOT RET RLTY CFCOMMON19247R10319615,284SH DFND1415,28400
COHEN & STEERS REIT & PR CFCOMMON19247X1003,020177,671SH DFND14177,67100
COHEN & STEERS INFRASTRUCTURECOMMON19248A1094,878220,940SH DFND14220,94000
COHEN & STEERS LIMITED DURATIOCOMMON19248C1058,853371,959SH DFND14371,95900
COHEN & STEERS LIMITED DURATIOCOMMON19248C1054,575192,223SH DFND15192,22300
COHEN & STEERS GLOBAL INCOME FCOMMON19248M1032,241188,761SH DFND14188,76100
COHEN & STEERS GLOBAL INCOME FCOMMON19248M1031,715144,444SH DFND15144,44400
COHEN & STEERS SELECT PREFER CCOMMON19248Y1074,123165,443SH DFND14165,44300
COHEN & STEERS SELECT PREFER CCOMMON19248Y1071,97679,281SH DFND1579,28100
COHEN & STEERS MLP INCOME AN MCOMMON19249B1063,111173,795SH DFND14173,79500
COHU INCCOMMON19257610683377,534SH DFND1577,53400
COINSTAR INC CVT 4.0 09-01-14CONVERT19259PAF9900500,000SH DFND100500,000
COLFAX CORPCOMMON19401410623318SH DFND1231800
COLFAX CORPCOMMON19401410611,873166,452SH DFND15166,45200
COLGATE-PALMOLIVE COCOMMON1941621037,461115,009SH DFND1115,00900
COLGATE-PALMOLIVE COCOMMON1941621033,56154,900SH DFND1154,90000
COLGATE-PALMOLIVE COCOMMON1941621033485,366SH DFND125,36600
COLGATE-PALMOLIVE COCOMMON19416210370,1401,081,237SH DFND141,081,23700
COLGATE-PALMOLIVE COCOMMON19416210352,613811,048SH DFND15811,04800
COLGATE-PALMOLIVE COCOMMON1941621032,29735,404SH DFND535,40400
COLGATE-PALMOLIVE COCOMMON19416210396714,900SH DFND714,90000
COLLECTORS UNIVERSECOMMON19421R2004233SH DFND1523300
COLONY FINANCIAL INCCOMMON19624R1066,739307,025SH DFND15307,02500
COLONY FINANCIAL INC (CLNY)CVTCONVERT19624RAB214,78314,300,000SH DFND114,300,00000
COLUMBIA BANKING SYSTEM INCCOMMON19723610215529SH DFND152900
COLUMBIA BANKING SYSTEM INCCOMMON1972361023,582125,598SH DFND15125,59800
COLUMBIA PROPERTY TRUST INCCOMMON198287203471,721SH DFND121,72100
COLUMBIA PROPERTY TRUST INCCOMMON1982872031,03237,867SH DFND1537,86700
COLUMIBA SELIG PREM TECH CEFCOMMON19842X1091,55398,309SH DFND1598,30900
COLUMBIA SPORTSWEAR COCOMMON198516106101,9611,233,647SH DFND11,171,673061,974
COLUMBIA SPORTSWEAR COCOMMON19851610686810,500SH DFND1,50010,500
COLUMBIA SPORTSWEAR COCOMMON1985161066417,750SH DFND157,75000
COLUMBIA SPORTSWEAR COCOMMON1985161062442,950SH DFND2,12,95000
COLUMBIA SPORTSWEAR COCOMMON1985161063,77345,648SH DFND6,145,64800
COLUMBUS MCKINNON CORP/NYCOMMON1993331052148,000SH DFND1008,000
COLUMBUS MCKINNON CORP/NYCOMMON19933310577228,818SH DFND1528,81800
COMFORT SYSTEMS USA INCCOMMON1999081041,49397,937SH DFND1597,93700
COMCAST CORP CL ACOMMON20030N101880,72417,600,394SH DFND117,176,5160423,878
COMCAST CORP CL ACOMMON20030N1016,520130,300SH DFND1,500130,300
COMCAST CORP CL ACOMMON20030N1016,349126,874SH DFND11126,87400
COMCAST CORP CL ACOMMON20030N10131,104621,575SH DFND12621,57500
COMCAST CORP CL ACOMMON20030N1017138SH DFND1413800
COMCAST CORP CL ACOMMON20030N1011,193,86323,858,168SH DFND1523,858,16800
COMCAST CORP CL ACOMMON20030N10191618,313SH DFND2,118,31300
COMCAST CORP CL ACOMMON20030N10195419,066SH DFND419,06600
COMCAST CORP CL ACOMMON20030N1013,55871,100SH DFND571,10000
COMCAST CORP CL ACOMMON20030N1011,00120,000SH DFND620,00000
COMCAST CORP CL ACOMMON20030N1011,20124,000SH DFND724,00000
COMCAST CORP CL ACOMMON20030N10192118,400SH DFND8,118,40000
COMCAST CORP CL ACOMMON20030N1018,501169,878SH DFND9,100169,878
COMCAST CORP SPECIAL CL ACOMMON20030N2001,35627,810SH DFND1127,81000
COMCAST CORP SPECIAL CL ACOMMON20030N2001793,671SH DFND123,67100
COMCAST CORP SPECIAL CL ACOMMON20030N2003,22966,211SH DFND1566,21100
COMCAST CORP SPECIAL CL ACOMMON20030N2001,14323,427SH DFND523,42700
COMERICA INCCOMMON200340107430,5228,311,245SH DFND18,107,7730203,472
COMERICA INCCOMMON20034010756610,920SH DFND1110,92000
COMERICA INCCOMMON2003401071062,053SH DFND122,05300
COMERICA INCCOMMON2003401071,57630,434SH DFND1430,43400
COMERICA INCCOMMON2003401079,750188,216SH DFND15188,21600
COMERICA INCCOMMON2003401073897,500SH DFND57,50000
COMMERCE BANCSHARES INCCOMMON20052510342905SH DFND1290500
COMMERCE BANCSHARES INCCOMMON2005251034,57998,642SH DFND1598,64200
COMMERCIAL METALS COCOMMON20172310310,265543,693SH DFND1543,69300
COMMERCIAL METALS COCOMMON201723103442,336SH DFND122,33600
COMMERCIAL METALS COCOMMON20172310330716,241SH DFND1416,24100
COMMERCIAL METALS COCOMMON20172310396551,118SH DFND1551,11800
COMMERCIAL VEHICLE GROUP INCCOMMON20260810548052,660SH DFND1552,66000
COMMONWEALTH REITCOMMON203233101421,581SH DFND121,58100
COMMONWEALTH REITCOMMON20323310190734,479SH DFND1534,47900
COMMONWEALTH REIT 6.5 SER D PFCONVERT2032334083,450137,395SH DFND14137,39500
COMMONWEALTH REIT 7.25 SER E PPREFERRED2032336061907,556SH DFND147,55600
COMMSCOPE HOLDING CO INCCOMMON20337X1091,71269,370SH DFND1569,37000
COMMUNITY BANK SYSTEM INCCOMMON20360710616418SH DFND141800
COMMUNITY BANK SYSTEM INCCOMMON20360710610,258262,891SH