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 INCCOMMON0003602067,212215,151SH DFND15215,15100
AAR CORPCOMMON0003611053,329120,782SH DFND15120,78200
ABB LTD-SPON ADRCOMMON00037520442,7391,856,596SH DFND11,856,59600
ABB LTD-SPON ADRCOMMON00037520416,914734,759SH DFND14734,75900
ABB LTD-SPON ADRCOMMON00037520486637,635SH DFND1537,63500
ABB LTD-SPON ADRCOMMON00037520422,884994,088SH DFND2994,08800
ACCO BRANDS CORPCOMMON00081T10833,1905,177,795SH DFND15,177,79500
ACCO BRANDS CORPCOMMON00081T1081,403218,861SH DFND15218,86100
ABM INDUSTRIES INCCOMMON00095710013495SH DFND149500
ABM INDUSTRIES INCCOMMON000957100341,248SH DFND121,24800
ABM INDUSTRIES INCCOMMON0009571002,814104,285SH DFND15104,28500
ADT CORP-THECOMMON00101J1066,417183,661SH DFND1183,66100
ADT CORP-THECOMMON00101J10637310,689SH DFND1110,68900
ADT CORP-THECOMMON00101J1061233,509SH DFND123,50900
ADT CORP-THECOMMON00101J10683823,984SH DFND1423,98400
ADT CORP-THECOMMON00101J10613,340381,787SH DFND15381,78700
ADT CORP-THECOMMON00101J10648914,000SH DFND214,00000
ADT CORP-THECOMMON00101J1062838,106SH DFND58,10600
ADT CORP-THECOMMON00101J1061965,600SH DFND75,60000
AEP INDUSTRIES INCCOMMON00103110337710,819SH DFND1510,81900
AFLAC INCCOMMON001055102157,9242,536,928SH DFND12,520,091016,837
AFLAC INCCOMMON0010551021,63726,294SH DFND1126,29400
AFLAC INCCOMMON0010551021,57325,262SH DFND1225,26200
AFLAC INCCOMMON00105510255,574892,753SH DFND14892,75300
AFLAC INCCOMMON00105510264,0871,029,503SH DFND151,029,50300
AFLAC INCCOMMON0010551025378,625SH DFND28,62500
AFLAC INCCOMMON0010551021,14918,462SH DFND518,46200
AFLAC INCCOMMON0010551024487,200SH DFND77,20000
AGCO CORPCOMMON0010841022925,200SH DFND115,20000
AGCO CORPCOMMON0010841021322,341SH DFND122,34100
AGCO CORPCOMMON0010841021,18321,050SH DFND1421,05000
AGCO CORPCOMMON0010841022,16538,515SH DFND1538,51500
AGCO CORPCOMMON00108410258510,400SH DFND8,110,40000
AGL RESOURCES INCCOMMON001204106131,6382,392,113SH DFND12,355,813036,300
AGL RESOURCES INCCOMMON0012041061011,828SH DFND121,82800
AGL RESOURCES INCCOMMON0012041063,45862,842SH DFND1462,84200
AGL RESOURCES INCCOMMON00120410659,7101,085,043SH DFND151,085,04300
AGL RESOURCES INCCOMMON0012041063806,900SH DFND66,90000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,185115,424SH DFND14115,42400
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,28667,952SH DFND1567,95200
AH BELO CORP-ACOMMON00128210245038,009SH DFND1538,00900
AES CORPORATIONCOMMON00130H1058,240529,872SH DFND1519,17202,600
AES CORPORATIONCOMMON00130H105483,100SH DFND1,53,10000
AES CORPORATIONCOMMON00130H1051016,500SH DFND1,9006,500
AES CORPORATIONCOMMON00130H10561839,716SH DFND1139,71600
AES CORPORATIONCOMMON00130H10560538,894SH DFND1238,89400
AES CORPORATIONCOMMON00130H1055,453350,644SH DFND15350,64400
AES CORPORATIONCOMMON00130H10539225,231SH DFND525,23100
AES CORPORATIONCOMMON00130H10564241,300SH DFND641,30000
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP59,8305,915,000SH DFND15,915,00000
AK STEEL HOLDING CORPCOMMON001547108516,405SH DFND126,40500
AK STEEL HOLDING CORPCOMMON0015471082,609327,712SH DFND15327,71200
ALERIAN MLP ETFCOMMON00162Q8665,223274,916SH DFND14274,91600
AMAG PHARMACEUTICALS INCCOMMON00163U10614679SH DFND1567900
AMC NETWORKS INC-ACOMMON00164V1031,31621,396SH DFND1421,39600
AMC NETWORKS INC-ACOMMON00164V1031,20919,667SH DFND1519,66700
AMC ENTERTAINMENT HOLDINGS INCCOMMON00165C10454421,886SH DFND1521,88600
AMG CAPITAL TRUST IICONVERT00170F20947,756760,300SH DFND1731,300029,000
AMN HEALTHCARE SERVICECOMMON0017441014,020326,812SH DFND1326,81200
AMN HEALTHCARE SERVICECOMMON0017441011,865151,599SH DFND15151,59900
ANI PHARMACEUTICALS INC COMCOMMON00182C1031684,866SH DFND154,86600
AOL INCCOMMON00184X10520,408512,892SH DFND1487,396017,797
AOL INCCOMMON00184X1055,551139,500SH DFND1,51,0000138,500
AOL INCCOMMON00184X1052756,900SH DFND1,9006,900
AOL INCCOMMON00184X105872,178SH DFND122,17800
AOL INCCOMMON00184X10566416,689SH DFND1416,68900
AOL INCCOMMON00184X1059,275233,106SH DFND15233,10600
AOL INCCOMMON00184X10551312,900SH DFND3,112,90000
AOL INCCOMMON00184X105922,316SH DFND42,31600
AOL INCCOMMON00184X1053067,700SH DFND57,70000
AOL INCCOMMON00184X1052,42360,900SH DFND660,90000
AOL INCCOMMON00184X10593923,600SH DFND8,123,60000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10337864,470SH DFND164,47000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10343774,620SH DFND1574,62000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10338465,600SH DFND3,165,60000
AT&T INCCOMMON00206R102339,8749,611,834SH DFND19,525,604059,930
AT&T INCCOMMON00206R1023,32493,999SH DFND1,50093,999
AT&T INCCOMMON00206R10251614,600SH DFND1,90014,600
AT&T INCCOMMON00206R10210,700302,603SH DFND11302,60300
AT&T INCCOMMON00206R1025,686160,812SH DFND12160,81200
AT&T INCCOMMON00206R102216,4926,122,515SH DFND146,122,51500
AT&T INCCOMMON00206R102321,2659,085,557SH DFND159,085,55700
AT&T INCCOMMON00206R10296527,292SH DFND3,127,29200
AT&T INCCOMMON00206R1027,362208,200SH DFND5208,20000
AT&T INCCOMMON00206R1029,841278,300SH DFND6278,30000
AT&T INCCOMMON00206R1021,44340,800SH DFND740,80000
AT&T INCCOMMON00206R1023399,597SH DFND8,19,59700
ARC GROUP WORLDWIDE INCCOMMON00213H105744,891SH DFND14,89100
ARC GROUP WORLDWIDE INCCOMMON00213H10516911,110SH DFND1511,11000
ARC GROUP WORLDWIDE INCCOMMON00213H10517611,600SH DFND3,111,60000
AU OPTRONICS CORP ADRCOMMON0022551079121,672SH DFND1521,67200
AVX CORPCOMMON00244410716312,300SH DFND112,30000
AVX CORPCOMMON00244410784263,398SH DFND1563,39800
AVX CORPCOMMON00244410721616,300SH DFND616,30000
AZZ INCCOMMON0024741041,99143,212SH DFND1543,21200
AARON'S INC-CL ACOMMON0025353006,783190,320SH DFND1190,32000
AARON'S INC-CL ACOMMON0025353001,66146,600SH DFND1,50046,600
AARON'S INC-CL ACOMMON0025353003339,357SH DFND129,35700
AARON'S INC-CL ACOMMON0025353002,36666,386SH DFND1566,38600
AARON'S INC-CL ACOMMON00253530054915,400SH DFND615,40000
ABAXIS INCCOMMON0025671052,36853,443SH DFND1553,44300
ABBOTT LABORATORIESCOMMON00282410035,056857,125SH DFND1856,6260499
ABBOTT LABORATORIESCOMMON0028241003,57187,301SH DFND1187,30100
ABBOTT LABORATORIESCOMMON0028241001,27531,169SH DFND1231,16900
ABBOTT LABORATORIESCOMMON0028241005,775141,208SH DFND12,100141,208
ABBOTT LABORATORIESCOMMON00282410023,957585,741SH DFND14585,74100
ABBOTT LABORATORIESCOMMON00282410061,6991,508,536SH DFND151,508,53600
ABBOTT LABORATORIESCOMMON00282410029,092711,284SH DFND2711,28400
ABBOTT LABORATORIESCOMMON0028241002,16452,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241001,98848,600SH DFND648,60000
ABBOTT LABORATORIESCOMMON0028241001,02325,000SH DFND725,00000
ABBVIE INCCOMMON00287Y109146,9422,603,515SH DFND12,601,61501,900
ABBVIE INCCOMMON00287Y1094528,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1095,06889,801SH DFND1189,80100
ABBVIE INCCOMMON00287Y1094818,526SH DFND128,52600
ABBVIE INCCOMMON00287Y10910,941193,855SH DFND12,100193,855
ABBVIE INCCOMMON00287Y10927,513487,478SH DFND14487,47800
ABBVIE INCCOMMON00287Y10913,814244,761SH DFND15244,76100
ABBVIE INCCOMMON00287Y10936,737650,906SH DFND2650,90600
ABBVIE INCCOMMON00287Y10920355SH DFND2,1535500
ABBVIE INCCOMMON00287Y1092,98652,900SH DFND552,90000
ABBVIE INCCOMMON00287Y10998817,500SH DFND717,50000
ABERCROMBIE & FITCH CO CL ACOMMON002896207496,15111,471,700SH DFND111,201,4180270,282
ABERCROMBIE & FITCH CO CL ACOMMON002896207751,729SH DFND121,72900
ABERCROMBIE & FITCH CO CL ACOMMON00289620787820,305SH DFND1420,30500
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,29229,881SH DFND1529,88100
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,73040,000SH DFND6,1040,0000
ABENGOA SA ABGB ADRCOMMON00289R20181230,501SH DFND1530,50100
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910712,2051,943,445SH DFND151,943,44500
ABIOMED INCCOMMON0036541001,98679,006SH DFND1579,00600
ABRAXAS PETROLEUM CORP (NEV)COMMON0038301061,856296,550SH DFND1124,9500171,600
ABRAXAS PETROLEUM CORP (NEV)COMMON003830106233,713SH DFND153,71300
ABRAXAS PETROLEUM CORP (NEV)COMMON003830106930148,500SH DFND3,1148,50000
ACACIA RESEARCH - ACACIA TECCOMMON00388130775742,622SH DFND1542,62200
ACADIA HEALTHCARE CO INCCOMMON00404A10917,273379,637SH DFND1379,63700
ACADIA HEALTHCARE CO INCCOMMON00404A1092,23949,209SH DFND1549,20900
ACADIA PHARMACEUTICALS INCCOMMON0042251088,415372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251081,92185,031SH DFND12,10085,031
ACADIA REALTY TRUSTCOMMON00423910937,5711,337,520SH DFND133,56101,303,959
ACADIA REALTY TRUSTCOMMON0042391092,70296,197SH DFND1596,19700
ACADIA REALTY TRUSTCOMMON004239109933,300SH DFND4,13,30000
ACCESS NATIONAL CORPCOMMON00433710123815,690SH DFND115,69000
ACCESS NATIONAL CORPCOMMON0043371014258SH DFND1525800
ACCESS NATIONAL CORPCOMMON00433710125316,700SH DFND3,116,70000
ACCELERON PHARMA INCCOMMON00434H1089,614283,027SH DFND1283,02700
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10961955SH DFND195500
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L1092864,499SH DFND144,49900
ACCURAY INCCOMMON00439710519121,701SH DFND1521,70100
ACCURIDE CORPCOMMON00439T206628128,523SH DFND15128,52300
ACETO CORPCOMMON00444610099054,556SH DFND1554,55600
ACETO CORPCOMMON00444610016900SH DFND3,190000
ACELRX PHARMACEUTICALS INCCOMMON00444T1001,887184,137SH DFND15184,13700
ACHILLION PHARMACEUTICALS INCCOMMON00448Q2013,500462,397SH DFND15462,39700
ACI WORLDWIDE INCCOMMON0044981012,65547,549SH DFND1547,54900
ACORDA THERAPEUTICS INCCOMMON00484M10615,807468,920SH DFND1468,92000
ACORDA THERAPEUTICS INCCOMMON00484M10612,861381,525SH DFND15381,52500
ACORDA THERAPEUTICS(ACOR)CVT 0CONVERT00484MAA42,5922,500,000SH DFND12,500,00000
ACTIVISION BLIZZARD INCCOMMON00507V10993,6694,200,425SH DFND14,050,3250108,500
ACTIVISION BLIZZARD INCCOMMON00507V10913,230593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V10925611,500SH DFND1,50011,500
ACTIVISION BLIZZARD INCCOMMON00507V1091,00445,000SH DFND1,90045,000
ACTIVISION BLIZZARD INCCOMMON00507V10964628,968SH DFND1128,96800
ACTIVISION BLIZZARD INCCOMMON00507V1094,031180,763SH DFND12180,76300
ACTIVISION BLIZZARD INCCOMMON00507V1091,21454,444SH DFND12,154,44400
ACTIVISION BLIZZARD INCCOMMON00507V1091,65674,251SH DFND1474,25100
ACTIVISION BLIZZARD INCCOMMON00507V109196,3428,804,593SH DFND158,804,59300
ACTIVISION BLIZZARD INCCOMMON00507V1091,85183,000SH DFND3,183,00000
ACTIVISION BLIZZARD INCCOMMON00507V10937416,777SH DFND416,77700
ACTIVISION BLIZZARD INCCOMMON00507V1092,859128,222SH DFND5128,22200
ACTIVISION BLIZZARD INCCOMMON00507V1098,280371,300SH DFND6371,30000
ACTIVISION BLIZZARD INCCOMMON00507V1091,78279,900SH DFND8,179,90000
ACTUATE CORPCOMMON00508B10216334,147SH DFND1534,14700
ACTUANT CORP CL ACOMMON00508X20313385SH DFND138500
ACTUANT CORP CL ACOMMON00508X20372721,031SH DFND1421,03100
ACTUANT CORP CL ACOMMON00508X2034,554131,744SH DFND15131,74400
ACUITY BRANDS INCCOMMON00508Y10258,662424,319SH DFND1424,31900
ACUITY BRANDS INCCOMMON00508Y1022361,709SH DFND121,70900
ACUITY BRANDS INCCOMMON00508Y1027635,519SH DFND145,51900
ACUITY BRANDS INCCOMMON00508Y1026,14644,457SH DFND1544,45700
ACUITY BRANDS INCCOMMON00508Y102124900SH DFND3,190000
ACXIOM CORPCOMMON00512510967831,242SH DFND1531,24200
ACXIOM CORPCOMMON005125109653,000SH DFND3,13,00000
ADAMS RESOURCES & ENERGY INCCOMMON00635130812150SH DFND115000
ADAMS RESOURCES & ENERGY INCCOMMON0063513085617,176SH DFND157,17600
ADDUS HOMECARE CORPCOMMON00673910636616,290SH DFND116,29000
ADDUS HOMECARE CORPCOMMON0067391061526,748SH DFND156,74800
ADDUS HOMECARE CORPCOMMON00673910639317,500SH DFND3,117,50000
ADEPT TECHNOLOGY INCCOMMON006854202858,092SH DFND158,09200
ADMINISTRADORA FONDOS PENSIONECOMMON00709P10819,501211,281SH DFND2211,28100
ADOBE SYSTEMS INCCOMMON00724F101456,1926,304,482SH DFND16,047,9460256,536
ADOBE SYSTEMS INCCOMMON00724F1011,98427,413SH DFND1127,41300
ADOBE SYSTEMS INCCOMMON00724F1018,837122,120SH DFND12122,12000
ADOBE SYSTEMS INCCOMMON00724F1011,10615,279SH DFND1415,27900
ADOBE SYSTEMS INCCOMMON00724F101382,1355,281,020SH DFND155,281,02000
ADOBE SYSTEMS INCCOMMON00724F10122307SH DFND2,1530700
ADOBE SYSTEMS INCCOMMON00724F1016358,781SH DFND48,78100
ADOBE SYSTEMS INCCOMMON00724F1011,27517,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F10114,571201,369SH DFND6201,36900
ADTRAN INCCOMMON00738A10680335,612SH DFND1435,61200
ADTRAN INCCOMMON00738A1063,915173,521SH DFND15173,52100
ADVANCE AUTO PARTSCOMMON00751Y106107,518796,905SH DFND1796,90500
ADVANCE AUTO PARTSCOMMON00751Y1065714,235SH DFND114,23500
ADVANCE AUTO PARTSCOMMON00751Y10668504SH DFND1250400
ADVANCE AUTO PARTSCOMMON00751Y1061,60011,858SH DFND1411,85800
ADVANCE AUTO PARTSCOMMON00751Y1061,83213,581SH DFND1513,58100
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,125173,084SH DFND14173,08400
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4044,435682,363SH DFND15682,36300
ADVISORY BOARD CO/ THECOMMON00762W1073867,443SH DFND157,44300
ADVENT CLAYMORE CONVERTIBLE CECOMMON00763910761680,424SH DFND1480,42400
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1093,493185,383SH DFND14185,38300
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E1041,347130,784SH DFND14130,78400
ADVANTAGE OIL & GAS LTDCOMMON00765F10110415,478SH DFND1515,47800
ADVANTAGE OIL & GAS LTDCOMMON00765F10164,8849,643,939SH DFND29,643,93900
ADVANTAGE OIL & GAS LTDCOMMON00765F10120830,922SH DFND1530,92200
AECOM TECHNOLOGY CORPCOMMON00766T1007,438230,980SH DFND1230,98000
AECOM TECHNOLOGY CORPCOMMON00766T1002,87989,400SH DFND1,52,000087,400
AECOM TECHNOLOGY CORPCOMMON00766T100832,582SH DFND122,58200
AECOM TECHNOLOGY CORPCOMMON00766T1001,24738,719SH DFND1438,71900
AECOM TECHNOLOGY CORPCOMMON00766T10010,272318,998SH DFND15318,99800
AECOM TECHNOLOGY CORPCOMMON00766T1002,48977,300SH DFND677,30000
ADVANCED EMISSION SOLUTIONSCOMMON00770C10178534,245SH DFND1534,24500
AEGION CORPCOMMON00770F10451,9082,230,700SH DFND12,230,70000
AEGION CORPCOMMON00770F10466028,362SH DFND1428,36200
AEGION CORPCOMMON00770F10424,6771,060,463SH DFND151,060,46300
AEROFLEX HOLDING CORPCOMMON00776710624223,008SH DFND1523,00800
AEROPOSTALE INCCOMMON0078651081,288368,931SH DFND15368,93100
ADVANCED MICRO DEVICESCOMMON0079031075212,380SH DFND1212,38000
ADVANCED MICRO DEVICESCOMMON007903107905215,899SH DFND15215,89900
AEGON NV AMER REG SHRCOMMON00792410329133,171SH DFND1533,17100
ADVANCED ENERGY INDUSTRIESCOMMON0079731006,502337,786SH DFND15337,78600
ADVENT SOFTWARE INCCOMMON00797410850015,359SH DFND1515,35900
AEROVIRONMENT INCCOMMON008073108662,075SH DFND122,07500
AEROVIRONMENT INCCOMMON0080731081,83857,793SH DFND1557,79300
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10840,142495,097SH DFND1495,09700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,69620,912SH DFND1120,91200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,95024,052SH DFND1224,05200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1087,29890,008SH DFND12,10090,008
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1089,581118,164SH DFND14118,16400
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10826,292324,274SH DFND15324,27400
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,31416,210SH DFND516,21000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084866,000SH DFND76,00000
AFFILIATED MANAGERS GROUPCOMMON00825210896,364469,155SH DFND1469,15500
AFFILIATED MANAGERS GROUPCOMMON0082521086373,100SH DFND113,10000
AFFILIATED MANAGERS GROUPCOMMON00825210855268SH DFND1226800
AFFILIATED MANAGERS GROUPCOMMON0082521081,0134,930SH DFND144,93000
AFFILIATED MANAGERS GROUPCOMMON0082521081,4797,199SH DFND157,19900
AFFILIATED MANAGERS GROUPCOMMON00825210811,31855,104SH DFND255,10400
AFFILIATED MANAGERS GROUPCOMMON00825210813,59566,186SH DFND666,18600
AFFILIATED MANAGERS GROUPCOMMON0082521082461,200SH DFND71,20000
AFFYMETRIX INCCOMMON00826T108984110,420SH DFND1110,42000
AFFYMETRIX INCCOMMON00826T1084,723530,040SH DFND15530,04000
AFFYMETRIX INCCOMMON00826T10855562,300SH DFND3,162,30000
AGILENT TECHNOLOGIES INCCOMMON00846U101148,0192,576,929SH DFND12,576,2290700
AGILENT TECHNOLOGIES INCCOMMON00846U1011,08318,849SH DFND1118,84900
AGILENT TECHNOLOGIES INCCOMMON00846U1011141,991SH DFND121,99100
AGILENT TECHNOLOGIES INCCOMMON00846U10184114,636SH DFND1414,63600
AGILENT TECHNOLOGIES INCCOMMON00846U1013,23956,394SH DFND1556,39400
AGILENT TECHNOLOGIES INCCOMMON00846U10187615,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U1013796,600SH DFND76,60000
AGNICO EAGLE MINES LTDCOMMON0084741081,28733,606SH DFND133,60600
AGNICO EAGLE MINES LTDCOMMON00847410815,943416,265SH DFND1,2416,26500
AGNICO EAGLE MINES LTDCOMMON008474108391,022SH DFND141,02200
AGNICO EAGLE MINES LTDCOMMON00847410846412,121SH DFND2,1512,12100
AGNICO EAGLE MINES LTDCOMMON0084741081,43337,407SH DFND937,40700
AGNICO EAGLE MINES LTDCOMMON0084741081,43337,407SH DFND9,10037,407
AGNICO EAGLE MINESCOMMON0084741083,72897,237SH DFND1,297,23700
AGNICO EAGLE MINESCOMMON008474108381,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON00847410838510,050SH DFND1110,05000
AGNICO EAGLE MINESCOMMON0084741081,41236,835SH DFND1536,83500
AGNICO EAGLE MINESCOMMON00847410827,432715,480SH DFND2715,48000
AGNICO EAGLE MINESCOMMON0084741082707,045SH DFND2,17,04500
AGNICO EAGLE MINESCOMMON00847410870518,400SH DFND518,40000
AGNICO EAGLE MINESCOMMON0084741089,762254,600SH DFND6254,60000
AGNICO EAGLE MINESCOMMON0084741083,938102,700SH DFND7102,70000
AGNICO EAGLE MINESCOMMON0084741083,54492,437SH DFND992,43700
AGNICO EAGLE MINESCOMMON0084741083358,737SH DFND9,1008,737
AGILYSYS INCCOMMON00847J10562444,289SH DFND1544,28900
AGILYSYS INCCOMMON00847J105211,500SH DFND3,11,50000
AGREE REALTY CORPCOMMON00849210013415SH DFND141500
AGREE REALTY CORPCOMMON0084921004,395145,379SH DFND15145,37900
AGRIUM INCCOMMON008916108138,4171,509,066SH DFND11,509,06600
AGRIUM INCCOMMON0089161087728,420SH DFND118,42000
AGRIUM INCCOMMON0089161084234,608SH DFND124,60800
AGRIUM INCCOMMON0089161084,21645,967SH DFND1545,96700
AGRIUM INCCOMMON00891610823,665258,006SH DFND2,1258,00600
AGRIUM INCCOMMON0089161083734,071SH DFND3,14,07100
AGRIUM INCCOMMON0089161087428,094SH DFND58,09400
AGRIUM INCCOMMON0089161082292,500SH DFND72,50000
AGRIUM INCCOMMON00891610895010,372SH DFND110,37200
AGRIUM INCCOMMON0089161081,06111,575SH DFND2,1511,57500
AIR METHODS CORPCOMMON00912830718,416356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283074,21981,686SH DFND12,10081,686
AIR METHODS CORPCOMMON0091283077,101137,475SH DFND15137,47500
AIR LEASE CORPCOMMON00912X30235913SH DFND1291300
AIR LEASE CORPCOMMON00912X30276319,775SH DFND1519,77500
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK020,49613,647,000SH DFND113,647,00000
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,635106,013SH DFND1106,01300
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,57312,230SH DFND1112,23000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581062952,290SH DFND122,29000
AIR PRODUCTS & CHEMICALS INCCOMMON009158106119,634930,139SH DFND14930,13900
AIR PRODUCTS & CHEMICALS INCCOMMON00915810616,871131,170SH DFND15131,17000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,0498,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581064503,500SH DFND73,50000
AIR TRANSPORT SERVICES GROUPCOMMON00922R10582898,872SH DFND1598,87200
AIRGAS INCCOMMON0093631026,02655,331SH DFND155,33100
AIRGAS INCCOMMON0093631024253,900SH DFND113,90000
AIRGAS INCCOMMON00936310260548SH DFND1254800
AIRGAS INCCOMMON009363102107979SH DFND1497900
AIRGAS INCCOMMON00936310260,731557,627SH DFND15557,62700
SOUTHWEST AIRLINES (LUV) CVT 5CONVERT00949PAD021,17510,000,000SH DFND10010,000,000
AIXTRON AG-SPONSORED ADRCOMMON0096061044,332297,906SH DFND15297,90600
AKAMAI TECHNOLOGIESCOMMON00971T1016,254102,418SH DFND1102,41800
AKAMAI TECHNOLOGIESCOMMON00971T10165010,644SH DFND1110,64400
AKAMAI TECHNOLOGIESCOMMON00971T1012,66343,607SH DFND1243,60700
AKAMAI TECHNOLOGIESCOMMON00971T1012,81846,146SH DFND1446,14600
AKAMAI TECHNOLOGIESCOMMON00971T101122,9042,012,835SH DFND152,012,83500
AKAMAI TECHNOLOGIESCOMMON00971T10111,854194,141SH DFND2194,14100
AKAMAI TECHNOLOGIESCOMMON00971T10124387SH DFND2,1538700
AKAMAI TECHNOLOGIESCOMMON00971T1011,39622,859SH DFND422,85900
AKAMAI TECHNOLOGIESCOMMON00971T1014958,100SH DFND58,10000
AKAMAI TECHNO(AKAM) CVT 144A 0CONVERT00971TAF811,22011,000,000SH DFND111,000,00000
AKORN INCCOMMON00972810654,2521,631,641SH DFND151,631,64100
ALAMO GROUP INCCOMMON0113111072,36743,761SH DFND1543,76100
ALAMOS GOLD INCCOMMON011527108616,015SH DFND2,156,01500
ALAMOS GOLD INCCOMMON0115271088,676856,866SH DFND1,2856,86600
ALAMOS GOLD INCCOMMON01152710824023,665SH DFND1523,66500
ALAMOS GOLD INCCOMMON01152710882080,953SH DFND980,95300
ALAMOS GOLD INCCOMMON01152710882080,953SH DFND9,10080,953
ALASKA AIR GROUP INCCOMMON01165910936,700386,112SH DFND1386,11200
ALASKA AIR GROUP INCCOMMON0116591093523,705SH DFND123,70500
ALASKA AIR GROUP INCCOMMON0116591092,52126,518SH DFND1426,51800
ALASKA AIR GROUP INCCOMMON01165910914,420151,707SH DFND15151,70700
ALASKA COMM SYSTEMS GROUPCOMMON01167P101405224,764SH DFND15224,76400
ALBANY INTL CORP CL ACOMMON0123481083,71497,848SH DFND182,665015,183
ALBANY INTL CORP CL ACOMMON0123481081,97251,943SH DFND1551,94300
ALBANY INTL CORP CL ACOMMON01234810829769SH DFND2,176900
ALBANY INTL CORP CL ACOMMON01234810845211,896SH DFND6,111,89600
ALBANY MOLECULAR RESEARCHCOMMON01242310984141,810SH DFND129,610012,200
ALBANY MOLECULAR RESEARCHCOMMON0124231095,881292,295SH DFND15292,29500
ALBANY MOLECULAR RESEARCHCOMMON0124231091839,100SH DFND3,19,10000
ALBEMARLE CORPCOMMON01265310134,315479,931SH DFND1479,93100
ALBEMARLE CORPCOMMON0126531013434,800SH DFND114,80000
ALBEMARLE CORPCOMMON01265310159826SH DFND1282600
ALBEMARLE CORPCOMMON0126531015447,613SH DFND147,61300
ALBEMARLE CORPCOMMON01265310111,654162,988SH DFND15162,98800
ALCOA INCCOMMON013817101332,49222,329,894SH DFND121,746,8850450,609
ALCOA INCCOMMON01381710111,395765,300SH DFND1,500765,300
ALCOA INCCOMMON0138171011,986133,400SH DFND1,900133,400
ALCOA INCCOMMON01381710194863,697SH DFND1163,69700
ALCOA INCCOMMON01381710145330,416SH DFND1230,41600
ALCOA INCCOMMON0138171011,787120,012SH DFND14120,01200
ALCOA INCCOMMON0138171017,153480,407SH DFND15480,40700
ALCOA INCCOMMON0138171013,666246,200SH DFND3,1246,20000
ALCOA INCCOMMON0138171012,403161,352SH DFND5161,35200
ALCOA INCCOMMON0138171013,295221,300SH DFND8,1221,30000
ALCATEL-LUCENT ADRCOMMON01390430517649,560SH DFND1549,56000
ALEXANDER & BALDWIN INCCOMMON01449110490821,904SH DFND1521,90400
ALERE INCCOMMON01449J105141,2773,775,433SH DFND13,649,7800125,653
ALERE INCCOMMON01449J10574,8622,000,597SH DFND1,22,000,59700
ALERE INCCOMMON01449J1052606,952SH DFND11,26,95200
ALERE INCCOMMON01449J105421,124SH DFND121,12400
ALERE INCCOMMON01449J10574819,991SH DFND1519,99100
ALERE INCCOMMON01449J10517,647471,584SH DFND2471,58400
ALERE INCCOMMON01449J1052376,321SH DFND2,16,32100
ALERE INCCOMMON01449J1051804,800SH DFND3,14,80000
ALERE INCCOMMON01449J1053,65797,736SH DFND6,197,73600
ALEXANDER'S INCCOMMON0147521095341,446SH DFND151,44600
ALEXANDRIA REAL EST EQUITIESCOMMON01527110914,094181,529SH DFND119,7000161,829
ALEXANDRIA REAL EST EQUITIESCOMMON01527110958752SH DFND1275200
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092383,070SH DFND143,07000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,35317,430SH DFND1517,43000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715056,905252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT015271505582,100SH DFND4,12,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109201,4751,289,439SH DFND11,246,989030,750
ALEXION PHARMACEUTICALS INCCOMMON01535110911,00070,400SH DFND1,5300070,100
ALEXION PHARMACEUTICALS INCCOMMON0153511091,94512,450SH DFND1,90012,450
ALEXION PHARMACEUTICALS INCCOMMON0153511091,78111,400SH DFND1111,40000
ALEXION PHARMACEUTICALS INCCOMMON0153511097,46847,793SH DFND1247,79300
ALEXION PHARMACEUTICALS INCCOMMON01535110913,07683,687SH DFND12,10083,687
ALEXION PHARMACEUTICALS INCCOMMON0153511094,27127,332SH DFND1427,33200
ALEXION PHARMACEUTICALS INCCOMMON015351109334,7512,142,405SH DFND152,142,40500
ALEXION PHARMACEUTICALS INCCOMMON01535110928180SH DFND2,1518000
ALEXION PHARMACEUTICALS INCCOMMON0153511093,58622,950SH DFND3,122,95000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,4018,965SH DFND48,96500
ALEXION PHARMACEUTICALS INCCOMMON0153511092,81318,000SH DFND518,00000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,90612,200SH DFND612,20000
ALEXION PHARMACEUTICALS INCCOMMON0153511094843,100SH DFND73,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511093,17220,300SH DFND8,120,30000
ALIGN TECHNOLOGY INCCOMMON01625510110,926194,970SH DFND1194,97000
ALIGN TECHNOLOGY INCCOMMON0162551013,20857,239SH DFND1557,23900
ALLEGHANY CORPCOMMON0171751004381,000SH DFND111,00000
ALLEGHANY CORPCOMMON01717510079181SH DFND1218100
ALLEGHANY CORPCOMMON0171751003,5218,037SH DFND148,03700
ALLEGHANY CORPCOMMON0171751001,8724,273SH DFND154,27300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102131,7572,921,446SH DFND12,921,44600
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1021082,397SH DFND122,39700
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10265514,527SH DFND1414,52700
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1024,48699,459SH DFND1599,45900
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10220454SH DFND2,1545400
ALLEGIANT TRAVEL COCOMMON01748X1029227,826SH DFND147,82600
ALLEGIANT TRAVEL COCOMMON01748X1022,17418,459SH DFND1518,45900
ALLERGAN INCCOMMON018490102201,7181,192,044SH DFND11,191,7440300
ALLERGAN INCCOMMON0184901022,37814,050SH DFND1,50014,050
ALLERGAN INCCOMMON0184901022,84316,800SH DFND1116,80000
ALLERGAN INCCOMMON0184901021791,055SH DFND121,05500
ALLERGAN INCCOMMON0184901027,39343,691SH DFND12,10043,691
ALLERGAN INCCOMMON0184901025,59133,039SH DFND1433,03900
ALLERGAN INCCOMMON01849010241,836247,227SH DFND15247,22700
ALLERGAN INCCOMMON0184901021,91211,300SH DFND511,30000
ALLERGAN INCCOMMON0184901021,74310,300SH DFND610,30000
ALLERGAN INCCOMMON0184901027614,500SH DFND74,50000
ALLERGAN INCCOMMON0184901024062,400SH DFND8,12,40000
ALLETE INCCOMMON01852230018345SH DFND134500
ALLETE INCCOMMON01852230032631SH DFND1263100
ALLETE INCCOMMON0185223005,151100,313SH DFND14100,31300
ALLETE INCCOMMON0185223003,09060,179SH DFND1560,17900
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461012,445185,805SH DFND14185,80500
ALLIANCE DATA SYSTEMS CORPCOMMON018581108181,603645,700SH DFND1645,70000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108103,913369,468SH DFND1,2369,46800
ALLIANCE DATA SYSTEMS CORPCOMMON0185811088723,100SH DFND113,10000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083071,093SH DFND11,21,09300
ALLIANCE DATA SYSTEMS CORPCOMMON01858110855197SH DFND1219700
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,68413,100SH DFND12,113,10000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,1694,156SH DFND144,15600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110816,44758,479SH DFND1558,47900
ALLIANCE DATA SYSTEMS CORPCOMMON01858110824,07485,598SH DFND285,59800
ALLIANCE DATA SYSTEMS CORPCOMMON0185811082380SH DFND2,158000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086752,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083381,200SH DFND71,20000
ALLIANCE HEALTHCARE SERVICECOMMON01860630137513,890SH DFND113,89000
ALLIANCE HEALTHCARE SERVICECOMMON01860630129310,852SH DFND1510,85200
ALLIANCE HEALTHCARE SERVICECOMMON01860630142415,700SH DFND3,115,70000
ALLIANCE HOLDINGS GP LPCOMMON01861G1005999,244SH DFND129,24400
ALLIANCE HOLDINGS GP LPCOMMON01861G1001,72326,593SH DFND1526,59300
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1067,043505,961SH DFND14505,96100
ALLIANCE FIBER OPTIC PRODUCTCOMMON0186803063,228178,328SH DFND15178,32800
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,10786,683SH DFND1486,68300
ALLIANCE ONE INTERNATIONAL INCCOMMON018772103753301,291SH DFND15301,29100
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082214,727SH DFND154,72700
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1063,973276,447SH DFND14276,44700
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1067,234503,415SH DFND15503,41500
ALLIANT ENERGY CORPCOMMON0188021083926,438SH DFND116,43800
ALLIANT ENERGY CORPCOMMON0188021081211,982SH DFND121,98200
ALLIANT ENERGY CORPCOMMON0188021085,10083,804SH DFND1483,80400
ALLIANT ENERGY CORPCOMMON0188021083,63059,651SH DFND1559,65100
ALLIANT TECHSYSTEMS INCCOMMON0188041043,89729,100SH DFND114,400014,700
ALLIANT TECHSYSTEMS INCCOMMON01880410458433SH DFND1243300
ALLIANT TECHSYSTEMS INCCOMMON0188041041,36310,177SH DFND1410,17700
ALLIANT TECHSYSTEMS INCCOMMON0188041043,18923,810SH DFND1523,81000
ALLIANT TECHSYSTEMS INCCOMMON0188041041,1588,650SH DFND3,18,65000
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1016,522867,268SH DFND14867,26800
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10115,0782,005,019SH DFND152,005,01900
ALLIANCEBERNSTEIN HOLDING LPCOMMON01881G1064,302166,212SH DFND15166,21200
ALLIANZGI CONV AND INCOME FUNDCOMMON0188251091,788178,814SH DFND14178,81400
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281033,772356,170SH DFND14356,17000
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291017,515372,041SH DFND14372,04100
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,401393,446SH DFND14393,44600
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1078,958476,217SH DFND15476,21700
ALLIED NEVADA GOLD CORPCOMMON019344100112,943SH DFND142,94300
ALLIED NEVADA GOLD CORPCOMMON01934410034591,799SH DFND1591,79900
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1016,217199,900SH DFND1199,90000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1013,757120,800SH DFND1,500120,800
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,14136,688SH DFND1536,68800
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,48692,610SH DFND1592,61000
ALLSCRIPT HLTHCARE(MDRX)CVT 14CONVERT01988PAC219,06016,565,000SH DFND116,565,00000
ALLSTATE CORPCOMMON020002101452,1667,700,379SH DFND17,640,062060,317
ALLSTATE CORPCOMMON0200021011,51425,778SH DFND1125,77800
ALLSTATE CORPCOMMON0200021015339,076SH DFND129,07600
ALLSTATE CORPCOMMON02000210114,835252,647SH DFND14252,64700
ALLSTATE CORPCOMMON020002101105,8761,803,065SH DFND151,803,06500
ALLSTATE CORPCOMMON0200021011,52025,881SH DFND525,88100
ALLSTATE CORPCOMMON0200021014,93884,100SH DFND684,10000
ALLSTATE CORPCOMMON0200021014467,600SH DFND77,60000
ALMOST FAMILY INCCOMMON02040910877935,271SH DFND1535,27100
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10731,547499,402SH DFND1499,40200
ALON USA ENERGY INC.COMMON02052010287670,387SH DFND1570,38700
ALON USA PARTNERS LPCOMMON02052T1093,624202,107SH DFND15202,10700
ALPHA NATURAL RESOURCES INCCOMMON02076X1024913,304SH DFND113,0990205
ALPHA NATURAL RESOURCES INCCOMMON02076X1027921,309SH DFND1221,30900
ALPHA NATURAL RESOURCES INCCOMMON02076X10226671,650SH DFND1471,65000
ALPHA NATURAL RESOURCES INCCOMMON02076X1021,322356,341SH DFND15356,34100
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE215,11617,500,000SH DFND117,500,00000
ALPHATEC HOLDINGS INCCOMMON02081G10242,594SH DFND152,59400
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10315,9012,137,235SH DFND142,137,23500
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602076,734754,978SH DFND14754,97800
ALTERA CORPORATIONCOMMON02144110012,014345,624SH DFND1345,62400
ALTERA CORPORATIONCOMMON02144110063718,338SH DFND1118,33800
ALTERA CORPORATIONCOMMON0214411003,524101,390SH DFND12101,39000
ALTERA CORPORATIONCOMMON02144110071720,634SH DFND12,120,63400
ALTERA CORPORATIONCOMMON0214411001,46142,031SH DFND1442,03100
ALTERA CORPORATIONCOMMON021441100112,7093,242,492SH DFND153,242,49200
ALTERA CORPORATIONCOMMON0214411002998,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110059,1171,700,721SH DFND61,700,72100
ALTERA CORPORATIONCOMMON0214411002437,000SH DFND77,00000
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1064,758130,756SH DFND15130,75600
ALTRIA GROUP INCCOMMON02209S103136,6603,258,463SH DFND13,256,36302,100
ALTRIA GROUP INCCOMMON02209S1034,742113,060SH DFND11113,06000
ALTRIA GROUP INCCOMMON02209S1031,18928,343SH DFND1228,34300
ALTRIA GROUP INCCOMMON02209S1037,741184,581SH DFND14184,58100
ALTRIA GROUP INCCOMMON02209S10386,6992,067,217SH DFND152,067,21700
ALTRIA GROUP INCCOMMON02209S1033,00371,599SH DFND571,59900
ALTRIA GROUP INCCOMMON02209S10364,1731,530,117SH DFND61,530,11700
ALTRIA GROUP INCCOMMON02209S1031,07425,600SH DFND725,60000
AMAZON.COM INCCOMMON023135106279,083859,300SH DFND1859,30000
AMAZON.COM INCCOMMON0231351067,21822,224SH DFND1122,22400
AMAZON.COM INCCOMMON02313510636,311111,802SH DFND12111,80200
AMAZON.COM INCCOMMON0231351061,8025,547SH DFND12,15,54700
AMAZON.COM INCCOMMON02313510610,02430,865SH DFND1430,86500
AMAZON.COM INCCOMMON0231351061,556,7924,793,374SH DFND154,793,37400
AMAZON.COM INCCOMMON0231351062474SH DFND2,157400
AMAZON.COM INCCOMMON0231351064,44913,700SH DFND513,70000
AMAZON.COM INCCOMMON0231351061,2023,700SH DFND73,70000
AMAZON.COM INCCOMMON0231351069,42229,009SH DFND9,10029,009
AMBAC FINANCIAL GROUP INCCOMMON0231398842,60395,300SH DFND140,200055,100
AMBAC FINANCIAL GROUP INCCOMMON0231398842318,460SH DFND128,46000
AMBAC FINANCIAL GROUP INCCOMMON02313988466524,338SH DFND1524,33800
AMBASSADORS GROUP INCCOMMON0231771087716,780SH DFND116,78000
AMBASSADORS GROUP INCCOMMON0231771087616,400SH DFND3,116,40000
AMBASSADORS GROUP INCCOMMON0231771086814,700SH DFND614,70000
AMBEV SA-ADRCOMMON02319V1031,045148,384SH DFND14148,38400
AMBEV SA-ADRCOMMON02319V1037,5771,076,248SH DFND151,076,24800
AMBEV SA-ADRCOMMON02319V103497,000SH DFND67,00000
AMBEV SA-ADRCOMMON02319V10327138,430SH DFND6,538,43000
AMBEV SA-ADRCOMMON02319V10315822,500SH DFND922,50000
AMEDISYS INCCOMMON0234361082,914174,083SH DFND15174,08300
AMERCO INCCOMMON02358610010,62936,557SH DFND1536,55700
AMEREN CORPORATIONCOMMON02360810213,150321,670SH DFND1321,0700600
AMEREN CORPORATIONCOMMON02360810259214,475SH DFND1114,47500
AMEREN CORPORATIONCOMMON0236081022566,263SH DFND126,26300
AMEREN CORPORATIONCOMMON02360810242,2881,034,439SH DFND151,034,43900
AMEREN CORPORATIONCOMMON0236081021022,500SH DFND62,50000
AMERESCO INCCOMMON02361E108659,317SH DFND129,31700
AMERESCO INCCOMMON02361E1084,923700,338SH DFND15700,33800
AMERICA MOVIL SAB DE CVCOMMON02364W10536,1751,743,391SH DFND11,743,39100
AMERICA MOVIL SAB DE CVCOMMON02364W10552825,438SH DFND1425,43800
AMERICA MOVIL SAB DE CVCOMMON02364W10520,516988,715SH DFND15988,71500
AMERICA MOVIL SAB DE CVCOMMON02364W10529,8071,436,502SH DFND21,436,50200
AMERICA MOVIL SAB DE CVCOMMON02364W10522010,600SH DFND610,60000
AMERICA MOVIL SAB DE CVCOMMON02364W1052,914140,413SH DFND6,5140,41300
AMERICA MOVIL SAB DE CVCOMMON02364W1051,12754,300SH DFND954,30000
AMERICAN AIRLINES GROUP INCCOMMON02376R10215,462359,923SH DFND1359,92300
AMERICAN AIRLINES GROUP INCCOMMON02376R10244710,400SH DFND1110,40000
AMERICAN AIRLINES GROUP INCCOMMON02376R102561,315SH DFND121,31500
AMERICAN AIRLINES GROUP INCCOMMON02376R10211,823275,220SH DFND15275,22000
AMERICAN AIRLINES GROUP INCCOMMON02376R10258013,500SH DFND513,50000
AMERICAN APPAREL INCCOMMON023850100206229,086SH DFND15229,08600
AMERICAN ASSETS TRUST INCCOMMON0240131042,06359,714SH DFND150,51409,200
AMERICAN ASSETS TRUST INCCOMMON0240131042,05759,527SH DFND1459,52700
AMERICAN ASSETS TRUST INCCOMMON0240131042,41269,811SH DFND1569,81100
AMERICAN ASSETS TRUST INCCOMMON0240131043409,850SH DFND15,19,85000
AMERICAN ASSETS TRUST INCCOMMON0240131042427,000SH DFND3,17,00000
AMERICAN AXLE & MFG HOLDINGSCOMMON02406110376140,287SH DFND1540,28700
AMERICAN CAMPUS COMMUNITIESCOMMON02483510092,4452,417,506SH DFND1002,417,506
AMERICAN CAMPUS COMMUNITIESCOMMON024835100431,128SH DFND121,12800
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001153,007SH DFND143,00700
AMERICAN CAMPUS COMMUNITIESCOMMON0248351001,12029,276SH DFND1529,27600
AMERICAN CAMPUS COMMUNITIESCOMMON02483510052513,724SH DFND15,113,72400
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1055,232223,500SH DFND1223,50000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10547820,400SH DFND1120,40000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1051586,733SH DFND126,73300
AMERICAN CAPITAL AGENCY CORPCOMMON02503X1054,202179,500SH DFND14179,50000
AMERICAN CAPITAL AGENCY CORPCOMMON02503X10514,655626,011SH DFND15626,01100
AMERICAN CAPITAL LTDCOMMON02503Y10338,7582,534,852SH DFND12,534,85200
AMERICAN CAPITAL LTDCOMMON02503Y1031127,306SH DFND127,30600
AMERICAN CAPITAL LTDCOMMON02503Y10352734,481SH DFND1434,48100
AMERICAN CAPITAL LTDCOMMON02503Y10321,2941,392,646SH DFND151,392,64600
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A104301,498SH DFND121,49800
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A1042,768138,249SH DFND14138,24900
AMERICAN CAPITAL MORTGAGE INVSCOMMON02504A10453326,600SH DFND1526,60000
AMERICAN ELECTRIC POWERCOMMON025537101156,2102,800,975SH DFND12,800,0750900
AMERICAN ELECTRIC POWERCOMMON0255371011,57128,166SH DFND1128,16600
AMERICAN ELECTRIC POWERCOMMON02553710158210,440SH DFND1210,44000
AMERICAN ELECTRIC POWERCOMMON02553710112,132217,534SH DFND14217,53400
AMERICAN ELECTRIC POWERCOMMON02553710163,7561,143,194SH DFND151,143,19400
AMERICAN ELECTRIC POWERCOMMON02553710191216,349SH DFND516,34900
AMERICAN ELECTRIC POWERCOMMON0255371011,02618,400SH DFND618,40000
AMERICAN ELECTRIC POWERCOMMON0255371015529,900SH DFND79,90000
AEO NOV14 12CALLOPTION02553E10670100,000SHCallDFND1100,00000
AMERICAN EAGLE OUTFITTERSCOMMON02553E106544,852SH DFND124,85200
AMERICAN EAGLE OUTFITTERSCOMMON02553E10693683,381SH DFND1583,38100
AMERICAN EQUITY INVT LIFE HLCOMMON02567620645,4541,847,719SH DFND11,847,71900
AMERICAN EQUITY INVT LIFE HLCOMMON025676206311,273SH DFND121,27300
AMERICAN EQUITY INVT LIFE HLCOMMON02567620666627,086SH DFND1527,08600
AMERICAN EXPRESS COMPANYCOMMON025816109253,9252,676,561SH DFND12,676,0610500
AMERICAN EXPRESS COMPANYCOMMON0258161095,13554,125SH DFND1154,12500
AMERICAN EXPRESS COMPANYCOMMON0258161097598,003SH DFND11,162807,375
AMERICAN EXPRESS COMPANYCOMMON0258161097477,871SH DFND127,87100
AMERICAN EXPRESS COMPANYCOMMON0258161093,73839,402SH DFND1439,40200
AMERICAN EXPRESS COMPANYCOMMON02581610914,841156,437SH DFND15156,43700
AMERICAN EXPRESS COMPANYCOMMON0258161094,13543,585SH DFND443,58500
AMERICAN EXPRESS COMPANYCOMMON0258161093,41736,016SH DFND536,01600
AMERICAN EXPRESS COMPANYCOMMON0258161095886,200SH DFND66,20000
AMERICAN EXPRESS COMPANYCOMMON0258161091,02510,800SH DFND710,80000
AMERICAN FINANCIAL GROUP INCCOMMON02593210429,328492,410SH DFND1416,837075,573
AMERICAN FINANCIAL GROUP INCCOMMON0259321043365,644SH DFND125,64400
AMERICAN FINANCIAL GROUP INCCOMMON0259321041,13319,026SH DFND1419,02600
AMERICAN FINANCIAL GROUP INCCOMMON0259321043,21553,973SH DFND1553,97300
AMERICAN FINANCIAL GROUP INCCOMMON0259321042404,028SH DFND2,14,02800
AMERICAN FINANCIAL GROUP INCCOMMON0259321043,62860,908SH DFND6,160,90800
AMERICAN HOMES 4 RENT - CL ACOMMON02665T306653,668SH DFND153,66800
AMERICAN INTERNATIONAL-CW21COMMON0268741564140SH DFND414000
AMERICAN INTERNATIONAL GROUPCOMMON02687478497,5741,787,730SH DFND11,648,8800100,550
AMERICAN INTERNATIONAL GROUPCOMMON02687478413,754252,000SH DFND1,500252,000
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,22740,800SH DFND1,90040,800
AMERICAN INTERNATIONAL GROUPCOMMON0268747844,29578,690SH DFND1178,69000
AMERICAN INTERNATIONAL GROUPCOMMON0268747842,48145,458SH DFND1245,45800
AMERICAN INTERNATIONAL GROUPCOMMON0268747846,500119,085SH DFND14119,08500
AMERICAN INTERNATIONAL GROUPCOMMON02687478439,921731,421SH DFND15731,42100
AMERICAN INTERNATIONAL GROUPCOMMON02687478419356SH DFND2,1535600
AMERICAN INTERNATIONAL GROUPCOMMON0268747844,11575,400SH DFND3,175,40000
AMERICAN INTERNATIONAL GROUPCOMMON0268747841,59029,133SH DFND429,13300
AMERICAN INTERNATIONAL GROUPCOMMON0268747845,971109,400SH DFND5109,40000
AMERICAN INTERNATIONAL GROUPCOMMON0268747848,624158,000SH DFND6158,00000
AMERICAN INTERNATIONAL GROUPCOMMON0268747841,15221,100SH DFND721,10000
AMERICAN INTERNATIONAL GROUPCOMMON0268747843,83270,200SH DFND8,170,20000
AMER NATL BANKSHARES/DANVILLECOMMON0277451082109,685SH DFND159,68500
AMERICAN NATIONAL INSURANCECOMMON0285911056565,743SH DFND155,74300
AMERICAN PUBLIC EDUCATIONCOMMON02913V10349,8491,449,943SH DFND1,21,449,94300
AMERICAN PUBLIC EDUCATIONCOMMON02913V1031343,889SH DFND11,23,88900
AMERICAN PUBLIC EDUCATIONCOMMON02913V10397428,318SH DFND1528,31800
AMERICAN PUBLIC EDUCATIONCOMMON02913V10310,064292,722SH DFND2292,72200
AMERICAN PUBLIC EDUCATIONCOMMON02913V10317500SH DFND3,150000
AMERICAN RAILCAR INDUSTRIESCOMMON02916P1032443,594SH DFND153,59400
AMERICAN REALTY CAPITAL PROPCOMMON02917T10464451,389SH DFND1151,38900
AMERICAN RESIDENTIAL PROPERTIECOMMON02927E3031,08157,641SH DFND1457,64100
AMERICAN RESIDENTIAL PROPERTIECOMMON02927E303211,127SH DFND151,12700
AMERICAN SCIENCE & ENGINEERINGCOMMON0294291072,31033,201SH DFND1533,20100
AMERICAN SOFTWARE INCCOMMON02968310919119,283SH DFND1519,28300
AMERICAN STATES WATER COCOMMON0298991011,39041,840SH DFND114,740027,100
AMERICAN STATES WATER COCOMMON02989910123,001692,170SH DFND15692,17000
AMERICAN STATES WATER COCOMMON0298991012698,100SH DFND3,18,10000
AMERICAN SUPERCONDUCTOR CORPCOMMON0301111081,066653,909SH DFND15653,90900
AMERICAN TOWER CORP CL ACOMMON03027X100720,6198,008,655SH DFND14,172,56603,836,089
AMERICAN TOWER CORP CL ACOMMON03027X1003,95043,900SH DFND1,50043,900
AMERICAN TOWER CORP CL ACOMMON03027X1006937,700SH DFND1,9007,700
AMERICAN TOWER CORP CL ACOMMON03027X1002,04922,770SH DFND1122,77000
AMERICAN TOWER CORP CL ACOMMON03027X1001081,202SH DFND121,20200
AMERICAN TOWER CORP CL ACOMMON03027X10019,731219,280SH DFND14219,28000
AMERICAN TOWER CORP CL ACOMMON03027X1003,57939,776SH DFND1539,77600
AMERICAN TOWER CORP CL ACOMMON03027X1002,54028,230SH DFND15,128,23000
AMERICAN TOWER CORP CL ACOMMON03027X10023,736263,788SH DFND3,1263,78800
AMERICAN TOWER CORP CL ACOMMON03027X1003243,600SH DFND63,60000
AMERICAN TOWER CORP CL ACOMMON03027X1001,67418,600SH DFND8,118,60000
AMERICAN TOWER CORP CVP A PFDCONVERT03027X30834,520324,440SH DFND1324,44000
AMERICAN TOWER CORP CVP A PFDCONVERT03027X30849460SH DFND4,146000
AMERICAN VANGUARD CORPCOMMON03037110860245,538SH DFND1545,53800
AMERICAN WATER WORKS CO INCCOMMON0304201031022,064SH DFND12,06400
AMERICAN WATER WORKS CO INCCOMMON03042010352410,600SH DFND1110,60000
AMERICAN WATER WORKS CO INCCOMMON0304201033386,826SH DFND126,82600
AMERICAN WATER WORKS CO INCCOMMON0304201037,098143,549SH DFND14143,54900
AMERICAN WATER WORKS CO INCCOMMON03042010354,5291,102,707SH DFND151,102,70700
AMERICAN WOODMARK CORPCOMMON03050610963920,053SH DFND1520,05300
AMERICA'S CAR MART INCCOMMON03062T10537,261942,136SH DFND1,2942,13600
AMERICA'S CAR MART INCCOMMON03062T1051162,944SH DFND11,22,94400
AMERICA'S CAR MART INCCOMMON03062T1053609,105SH DFND159,10500
AMERICA'S CAR MART INCCOMMON03062T10529,949757,240SH DFND2757,24000
AMERISAFE INCCOMMON03071H1002967,279SH DFND147,27900
AMERISAFE INCCOMMON03071H1001,28231,511SH DFND1531,51100
AMERISOURCEBERGEN CORPCOMMON03073E1056,36687,609SH DFND187,60900
AMERISOURCEBERGEN CORPCOMMON03073E10596713,306SH DFND1113,30600
AMERISOURCEBERGEN CORPCOMMON03073E1055127,053SH DFND127,05300
AMERISOURCEBERGEN CORPCOMMON03073E1051,32718,257SH DFND1418,25700
AMERISOURCEBERGEN CORPCOMMON03073E10554,902755,600SH DFND15755,60000
AMERISOURCEBERGEN CORPCOMMON03073E1051,13615,638SH DFND515,63800
AMERIPRISE FINANCIAL INCCOMMON03076C106183,3401,527,836SH DFND11,508,386011,950
AMERIPRISE FINANCIAL INCCOMMON03076C1065644,700SH DFND1,9004,700
AMERIPRISE FINANCIAL INCCOMMON03076C1061,33311,108SH DFND1111,10800
AMERIPRISE FINANCIAL INCCOMMON03076C1062281,897SH DFND121,89700
AMERIPRISE FINANCIAL INCCOMMON03076C1061,32611,050SH DFND1411,05000
AMERIPRISE FINANCIAL INCCOMMON03076C10657,507479,221SH DFND15479,22100
AMERIPRISE FINANCIAL INCCOMMON03076C10625207SH DFND2,1520700
AMERIPRISE FINANCIAL INCCOMMON03076C1061,0568,800SH DFND3,18,80000
AMERIPRISE FINANCIAL INCCOMMON03076C1062,16718,060SH DFND518,06000
AMERIPRISE FINANCIAL INCCOMMON03076C1067,78864,900SH DFND664,90000
AMERIPRISE FINANCIAL INCCOMMON03076C1064443,700SH DFND73,70000
AMERIPRISE FINANCIAL INCCOMMON03076C1063723,100SH DFND8,13,10000
AMERIS BANCORPCOMMON03076K10842619,769SH DFND1519,76900
AMES NATIONAL CORPCOMMON03100110018777SH DFND1577700
AMETEK INCCOMMON03110010058,9961,128,469SH DFND11,128,46900
AMETEK INCCOMMON03110010075914,525SH DFND1114,52500
AMETEK INCCOMMON031100100581,114SH DFND121,11400
AMETEK INCCOMMON03110010011,171213,681SH DFND15213,68100
AMETEK INCCOMMON03110010010,286196,745SH DFND2196,74500
AMETEK INCCOMMON0311001002825,400SH DFND75,40000
AMGEN INCCOMMON031162100347,6032,936,580SH DFND12,846,794089,786
AMGEN INCCOMMON0311621001891,600SH DFND1,51,60000
AMGEN INCCOMMON0311621004734,000SH DFND104,00000
AMGEN INCCOMMON0311621006,69156,523SH DFND1156,52300
AMGEN INCCOMMON03116210023,178195,813SH DFND12195,81300
AMGEN INCCOMMON0311621001,1219,467SH DFND12,19,46700
AMGEN INCCOMMON0311621005,85149,426SH DFND1449,42600
AMGEN INCCOMMON0311621001,000,8718,455,447SH DFND158,455,44700
AMGEN INCCOMMON03116210019164SH DFND2,1516400
AMGEN INCCOMMON0311621005,97850,500SH DFND550,50000
AMGEN INCCOMMON031162100146,7101,239,417SH DFND61,039,789199,6280
AMGEN INCCOMMON0311621005,37445,400SH DFND745,40000
AMGEN INCCOMMON03116210019,205162,246SH DFND9162,24600
AMKOR TECHNOLOGY INCCOMMON03165210043338,719SH DFND1238,71900
AMKOR TECHNOLOGY INCCOMMON0316521005,652505,523SH DFND15505,52300
AMPCO-PITTSBURGH CORPCOMMON03203710337716,455SH DFND1516,45500
AMPCO-PITTSBURGH CORPCOMMON03203710340817,800SH DFND617,80000
AMPHENOL CORP CL ACOMMON032095101136,5421,417,297SH DFND11,417,29700
AMPHENOL CORP CL ACOMMON0320951018819,149SH DFND119,14900
AMPHENOL CORP CL ACOMMON03209510173756SH DFND1275600
AMPHENOL CORP CL ACOMMON0320951011,18712,321SH DFND1412,32100
AMPHENOL CORP CL ACOMMON03209510123,338242,251SH DFND15242,25100
AMPHENOL CORP CL ACOMMON0320951013954,100SH DFND54,10000
AMREIT INCCOMMON03216B20819410,602SH DFND1510,60200
AMSURG CORPCOMMON03232P40513281SH DFND128100
AMSURG CORPCOMMON03232P4054439,726SH DFND149,72600
AMSURG CORPCOMMON03232P4056,175135,507SH DFND15135,50700
AMSURG CORP CVP 5.7 17CONVERT03232P5042,51825,000SH DFND125,00000
AMTECH SYSTEMS INCCOMMON0323325041,14793,780SH DFND1593,78000
AMTRUST FINANCIAL SERVICESCOMMON03235930998,5222,356,410SH DFND12,313,010043,400
AMTRUST FINANCIAL SERVICESCOMMON0323593092335,583SH DFND125,58300
AMTRUST FINANCIAL SERVICESCOMMON0323593091,53336,659SH DFND1536,65900
AMTRUST FINANCIAL SERVICESCOMMON03235930956013,400SH DFND3,113,40000
AMYRIS INCCOMMON03236M1013,7551,006,824SH DFND151,006,82400
ANADARKO PETROLEUM CORPCOMMON032511107565,5485,166,241SH DFND15,027,4670129,974
ANADARKO PETROLEUM CORPCOMMON03251110766,237605,068SH DFND1,2605,06800
ANADARKO PETROLEUM CORPCOMMON0325111074,57641,800SH DFND1,50041,800
ANADARKO PETROLEUM CORPCOMMON0325111071,0299,400SH DFND1,9009,400
ANADARKO PETROLEUM CORPCOMMON0325111073,11328,435SH DFND1128,43500
ANADARKO PETROLEUM CORPCOMMON0325111076155,621SH DFND125,62100
ANADARKO PETROLEUM CORPCOMMON0325111072,01118,367SH DFND1418,36700
ANADARKO PETROLEUM CORPCOMMON03251110710,94299,950SH DFND1599,95000
ANADARKO PETROLEUM CORPCOMMON0325111071,87217,100SH DFND3,117,10000
ANADARKO PETROLEUM CORPCOMMON0325111073,30830,218SH DFND530,21800
ANADARKO PETROLEUM CORPCOMMON0325111077,29166,600SH DFND666,60000
ANADARKO PETROLEUM CORPCOMMON0325111077446,800SH DFND76,80000
ANADARKO PETROLEUM CORPCOMMON0325111071,60914,700SH DFND8,114,70000
ANADARKO PETROLEUM CORPCOMMON03251110711,248102,751SH DFND9,100102,751
ANADIGICS INCCOMMON03251510856,192SH DFND156,19200
ANALOG DEVICES INCCOMMON032654105157,8342,919,073SH DFND12,919,07300
ANALOG DEVICES INCCOMMON03265410595317,621SH DFND1117,62100
ANALOG DEVICES INCCOMMON0326541054,22778,175SH DFND1278,17500
ANALOG DEVICES INCCOMMON0326541052,67149,406SH DFND1449,40600
ANALOG DEVICES INCCOMMON032654105177,6833,286,157SH DFND153,286,15700
ANALOG DEVICES INCCOMMON03265410511,425211,297SH DFND2211,29700
ANALOG DEVICES INCCOMMON03265410569812,906SH DFND512,90600
ANALOG DEVICES INCCOMMON0326541053246,000SH DFND76,00000
ANALOGIC CORPCOMMON0326572072,55832,692SH DFND1532,69200
ANDERSONS INC - THECOMMON0341641035029,730SH DFND19,73000
ANDERSONS INC - THECOMMON0341641033306,405SH DFND126,40500
ANDERSONS INC - THECOMMON03416410312,516242,648SH DFND15242,64800
ANDERSONS INC - THECOMMON0341641032995,800SH DFND3,15,80000
ANGIES LIST INCCOMMON03475410151743,311SH DFND1543,31100
ANGIODYNAMICS INCCOMMON03475V10157134,995SH DFND1534,99500
ANGLOGOLD ASHANTI LTD ADRCOMMON035128206301,772SH DFND141,77200
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061,63695,087SH DFND1595,08700
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108118,2771,029,033SH DFND11,029,03300
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,19210,369SH DFND11,210,36900
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1084,38038,106SH DFND1438,10600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,62014,091SH DFND1514,09100
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108132,3321,151,314SH DFND21,151,31400
ANIKA THERAPEUTICS INCCOMMON0352551081132,430SH DFND12,43000
ANIKA THERAPEUTICS INCCOMMON0352551082214,770SH DFND124,77000
ANIKA THERAPEUTICS INCCOMMON0352551084,933106,468SH DFND15106,46800
ANIKA THERAPEUTICS INCCOMMON03525510849110,600SH DFND3,110,60000
ANIXTER INTERNATIONAL INCCOMMON03529010512121SH DFND112100
ANIXTER INTERNATIONAL INCCOMMON03529010547474SH DFND1247400
ANIXTER INTERNATIONAL INCCOMMON0352901057447,438SH DFND147,43800
ANIXTER INTERNATIONAL INCCOMMON0352901056,64866,437SH DFND1566,43700
ANN INCCOMMON03562310761815,016SH DFND1415,01600
ANN INCCOMMON0356231078,074196,255SH DFND15196,25500
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104097,990699,062SH DFND1699,06200
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104092,446214,000SH DFND1,500214,000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040964556,400SH DFND1156,40000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040943237,778SH DFND1237,77800
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040916,8531,474,475SH DFND151,474,47500
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040917115,000SH DFND615,00000
ANNALY CAPITAL MANAGMNT CVT 5.CONVERT035710AB812,76412,483,000SH DFND112,483,00000
ANNIES INCCOMMON03600T10437,8231,118,374SH DFND11,118,37400
ANNIES INCCOMMON03600T10498929,254SH DFND1529,25400
ANSYS INCCOMMON03662Q1054095,400SH DFND115,40000
ANSYS INCCOMMON03662Q10531408SH DFND1240800
ANSYS INCCOMMON03662Q1051,55920,564SH DFND1420,56400
ANSYS INCCOMMON03662Q1052,76636,484SH DFND1536,48400
ANTERO RESOURCES CORPCOMMON03674X1061973,000SH DFND113,00000
ANTERO RESOURCES CORPCOMMON03674X1063365,122SH DFND155,12200
ANWORTH MORTGAGE ASSET CORPCOMMON03734710112,3082,385,234SH DFND152,385,23400
APACHE CORPCOMMON037411105306,8303,049,396SH DFND12,926,9510122,445
APACHE CORPCOMMON03741110578,346778,637SH DFND1,2778,63700
APACHE CORPCOMMON0374111052,29022,756SH DFND1122,75600
APACHE CORPCOMMON0374111051,91919,075SH DFND1219,07500
APACHE CORPCOMMON0374111053,74237,193SH DFND1437,19300
APACHE CORPCOMMON03741110519,483193,625SH DFND15193,62500
APACHE CORPCOMMON0374111053523,500SH DFND23,50000
APACHE CORPCOMMON0374111051,36813,600SH DFND513,60000
APACHE CORPCOMMON03741110595,886952,951SH DFND6952,95100
APACHE CORPCOMMON0374111055635,600SH DFND75,60000
APACHE CORPCOMMON03741110513,305132,226SH DFND9,100132,226
APARTMENT INVT & MGMT CO CL ACOMMON03748R1015,796179,616SH DFND1179,61600
APARTMENT INVT & MGMT CO CL ACOMMON03748R101611,882SH DFND121,88200
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012,88889,486SH DFND1489,48600
APARTMENT INVT & MGMT CO CL ACOMMON03748R1014,852150,341SH DFND15150,34100
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012507,736SH DFND15,17,73600
APOGEE ENTERPRISES INCCOMMON03759810928,210809,230SH DFND1684,0200125,210
APOGEE ENTERPRISES INCCOMMON0375981092,56373,510SH DFND1573,51000
APOGEE ENTERPRISES INCCOMMON0375981092296,570SH DFND2,16,57000
APOGEE ENTERPRISES INCCOMMON0375981093,42798,317SH DFND6,198,31700
APOLLO EDUCATION GROUP INCCOMMON0376041051033,300SH DFND1003,300
APOLLO EDUCATION GROUP INCCOMMON037604105712,282SH DFND122,28200
APOLLO EDUCATION GROUP INCCOMMON03760410589028,493SH DFND1428,49300
APOLLO EDUCATION GROUP INCCOMMON0376041051,23539,516SH DFND1539,51600
APOLLO GLOBAL MANAGEMENT LLCCOMMON0376123061485,342SH DFND125,34200
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230618,575670,102SH DFND15670,10200
APOLLO INVESTMENT CORP CFCOMMON03761U10620423,700SH DFND10023,700
APOLLO INVESTMENT CORP CFCOMMON03761U106566,536SH DFND126,53600
APOLLO INVESTMENT CORP CFCOMMON03761U1061,409163,659SH DFND14163,65900
APOLLO INVESTMENT CORP CFCOMMON03761U10616,6331,931,802SH DFND151,931,80200
APOLLO INVESTMENT CORP CFCOMMON03761U10641347,910SH DFND647,91000
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,8435,525,000SH DFND1005,525,000
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10571843,558SH DFND1543,55800
APOLLO SENIOR FLOATING RATE FUCOMMON0376361076,497359,962SH DFND14359,96200
APOLLO SENIOR FLOATING RATE FUCOMMON03763610754230,000SH DFND930,00000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1021,49989,660SH DFND1489,66000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10294756,660SH DFND1556,66000
APPLE INCCOMMON037833100916,3949,861,123SH DFND19,739,364090,680
APPLE INCCOMMON03783310029,407316,440SH DFND1,500316,440
APPLE INCCOMMON0378331003,12233,600SH DFND1,90033,600
APPLE INCCOMMON0378331005,11155,000SH DFND1055,00000
APPLE INCCOMMON03783310033,165356,884SH DFND11356,88400
APPLE INCCOMMON037833100137,8571,483,450SH DFND121,483,45000
APPLE INCCOMMON0378331007,60381,815SH DFND12,181,81500
APPLE INCCOMMON03783310018,305196,977SH DFND14196,97700
APPLE INCCOMMON0378331005,833,10862,768,833SH DFND1562,768,83300
APPLE INCCOMMON03783310088,648953,922SH DFND2953,92200
APPLE INCCOMMON0378331001,72018,510SH DFND2,118,51000
APPLE INCCOMMON0378331005,72461,600SH DFND3,161,60000
APPLE INCCOMMON0378331004,43947,768SH DFND447,76800
APPLE INCCOMMON03783310022,469241,780SH DFND5241,78000
APPLE INCCOMMON03783310033,999365,860SH DFND6365,86000
APPLE INCCOMMON0378331003,96842,700SH DFND742,70000
APPLE INCCOMMON0378331006,29767,756SH DFND8,167,75600
APPLE INCCOMMON03783310010,232110,102SH DFND9,100110,102
APPLIED INDUSTRIAL TECH INCCOMMON03820C1054959,767SH DFND149,76700
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053,86076,088SH DFND1576,08800
APPLIED MATERIALS INCCOMMON038222105677,24330,032,949SH DFND129,125,6850907,264
APPLIED MATERIALS INCCOMMON0382221051,58670,338SH DFND1170,33800
APPLIED MATERIALS INCCOMMON0382221056,889305,491SH DFND12305,49100
APPLIED MATERIALS INCCOMMON0382221051,17151,923SH DFND12,151,92300
APPLIED MATERIALS INCCOMMON03822210531,5811,400,508SH DFND141,400,50800
APPLIED MATERIALS INCCOMMON038222105283,80512,585,606SH DFND1512,585,60600
APPLIED MATERIALS INCCOMMON0382221051376,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210568330,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON03822210547120,900SH DFND720,90000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40697089,763SH DFND1589,76300
APTARGROUP INCCOMMON03833610341618SH DFND1261800
APTARGROUP INCCOMMON0383361031,44221,521SH DFND1521,52100
APPROACH RESOURCES INCCOMMON03834A1031,91484,226SH DFND1584,22600
AQUA AMERICA INCCOMMON03836W103301,147SH DFND11,14700
AQUA AMERICA INCCOMMON03836W103421,613SH DFND121,61300
AQUA AMERICA INCCOMMON03836W1031,91573,054SH DFND1473,05400
AQUA AMERICA INCCOMMON03836W10342,3421,614,866SH DFND151,614,86600
ARAMARKCOMMON03852U1065,742221,852SH DFND15221,85200
ARBOR REALTY TRUST INCCOMMON03892310823533,790SH DFND133,79000
ARBOR REALTY TRUST INCCOMMON03892310830243,409SH DFND1543,40900
ARBOR REALTY TRUST INCCOMMON03892310823233,400SH DFND3,133,40000
ARCBEST CORPCOMMON03937C1054,798110,270SH DFND163,670046,600
ARCBEST CORPCOMMON03937C1057,867180,816SH DFND15180,81600
ARCBEST CORPCOMMON03937C1051,87543,100SH DFND3,143,10000
ARCBEST CORPCOMMON03937C1053658,400SH DFND68,40000
ARCH COAL INCCOMMON0393801006217,076SH DFND1217,07600
ARCH COAL INCCOMMON0393801006517,800SH DFND1417,80000
ARCH COAL INCCOMMON0393801002,392655,284SH DFND15655,28400
ARCELORMITTAL NY REGISTEREDCOMMON03938L10425417,012SH DFND1517,01200
ARCHER-DANIELS-MIDLAND COCOMMON039483102481,95310,926,165SH DFND110,563,1220323,643
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,75485,100SH DFND1,1285,10000
ARCHER-DANIELS-MIDLAND COCOMMON03948310213,965316,600SH DFND1,54,2000312,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,82641,400SH DFND1,90041,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,64437,281SH DFND1137,28100
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,65382,824SH DFND1282,82400
ARCHER-DANIELS-MIDLAND COCOMMON03948310216,668377,867SH DFND14377,86700
ARCHER-DANIELS-MIDLAND COCOMMON03948310253,9061,222,088SH DFND151,222,08800
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,44578,100SH DFND3,178,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,04623,718SH DFND423,71800
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,966135,253SH DFND5135,25300
ARCHER-DANIELS-MIDLAND COCOMMON03948310235,928814,500SH DFND6814,50000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,768108,100SH DFND7108,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,20772,700SH DFND8,172,70000
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,52079,800SH DFND979,80000
ARCTIC CAT INCCOMMON0396701042516,373SH DFND146,37300
ARCTIC CAT INCCOMMON03967010490522,953SH DFND1522,95300
ARENA PHARMACEUTICALS INCCOMMON0400471028,7701,496,630SH DFND151,496,63000
ARGAN INCCOMMON04010E1091,30334,950SH DFND121,350013,600
ARGAN INCCOMMON04010E1092,13357,194SH DFND1557,19400
ARGAN INCCOMMON04010E10989924,100SH DFND3,124,10000
ARGAN INCCOMMON04010E1093399,100SH DFND69,10000
ARES CAPITAL CORPCOMMON04010L1031558,700SH DFND128,70000
ARES CAPITAL CORPCOMMON04010L1035,436304,360SH DFND14304,36000
ARES CAPITAL CORPCOMMON04010L10328,9271,619,655SH DFND151,619,65500
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB98,3887,895,000SH DFND17,895,00000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8671,740,000SH DFND1001,740,000
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,3255,000,000SH DFND1005,000,000
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,1843,000,000SH DFND1003,000,000
ARES CAPITAL CORP CVT(ARCC) 4.CONVERT04010LAK96,3306,000,000SH DFND1006,000,000
ARES COMMERCIAL REAL ESTATECOMMON04013V10811895SH DFND1589500
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1022,290125,764SH DFND15125,76400
ARES MULTI-STRATEGY CREDIT FUNCOMMON04014Q10885339,009SH DFND1539,00900
ARLINGTON ASSET INVESTMENT-ACOMMON04135620547517,362SH DFND1517,36200
ARM HOLDINGS PLC ADRCOMMON0420681064,730104,552SH DFND1104,55200
ARM HOLDINGS PLC ADRCOMMON04206810657712,754SH DFND12,112,75400
ARM HOLDINGS PLC ADRCOMMON0420681064,40697,381SH DFND1597,38100
ARMADA HOFFLER PROPERTIES INCCOMMON04208T108101,055SH DFND151,05500
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,632376,862SH DFND15376,86200
ARMSTRONG WORLD INDUSTRIESCOMMON04247X102751,298SH DFND121,29800
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1026,718116,972SH DFND15116,97200
AROTECH CORPCOMMON04268220311024,724SH DFND1524,72400
ARRAY BIO INC SR(ARRY)CVT 3.0CONVERT04269XAA32,9893,000,000SH DFND13,000,00000
ARRIS GROUP INCCOMMON04270V106134,8974,146,847SH DFND13,992,3060154,541
ARRIS GROUP INCCOMMON04270V1063,02893,070SH DFND12,193,07000
ARRIS GROUP INCCOMMON04270V1061,36041,809SH DFND1441,80900
ARRIS GROUP INCCOMMON04270V1065,247161,304SH DFND15161,30400
ARRIS GROUP INCCOMMON04270V1062517,712SH DFND2,17,71200
ARRIS GROUP INCCOMMON04270V1063,850118,350SH DFND6,1118,35000
ARROW ELECTRONICS INCCOMMON0427351002854,710SH DFND14,71000
ARROW ELECTRONICS INCCOMMON0427351003595,946SH DFND115,94600
ARROW ELECTRONICS INCCOMMON0427351005849,672SH DFND129,67200
ARROW ELECTRONICS INCCOMMON0427351005378,886SH DFND148,88600
ARROW ELECTRONICS INCCOMMON0427351004,58975,969SH DFND1575,96900
ARROW FINANCIAL CORPCOMMON04274410230211,660SH DFND1511,66000
ARROWHEAD RESEARCH CORPCOMMON0427972091349,367SH DFND159,36700
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081687,466SH DFND157,46600
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10826,118460,802SH DFND1388,916071,886
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108464SH DFND156400
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1082043,607SH DFND2,13,60700
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1083,25857,484SH DFND6,157,48400
ARUBA NETWORKS INCCOMMON0431761061,13164,572SH DFND1564,57200
ASBURY AUTOMOTIVE GROUPCOMMON0434361045,77083,939SH DFND1583,93900
ASCENA RETAIL GROUP INCCOMMON04351G101142,3028,321,762SH DFND18,321,76200
ASCENA RETAIL GROUP INCCOMMON04351G101281,644SH DFND121,64400
ASCENA RETAIL GROUP INCCOMMON04351G1012,431142,164SH DFND14142,16400
ASCENA RETAIL GROUP INCCOMMON04351G10149929,175SH DFND1529,17500
ASCENT CAPITAL GROUP INCCOMMON04363210875211,399SH DFND1511,39900
ASHFORD HOSPITALITY TRUSTCOMMON0441031091,178102,091SH DFND15102,09100
ASHLAND INCCOMMON0442091044684,300SH DFND114,30000
ASHLAND INCCOMMON0442091041121,027SH DFND121,02700
ASHLAND INCCOMMON0442091046045,556SH DFND145,55600
ASHLAND INCCOMMON0442091046,36058,489SH DFND1558,48900
ASPEN TECHNOLOGY INCCOMMON045327103114,7802,473,705SH DFND12,473,70500
ASPEN TECHNOLOGY INCCOMMON0453271033677,901SH DFND127,90100
ASPEN TECHNOLOGY INCCOMMON0453271031,17725,368SH DFND12,125,36800
ASPEN TECHNOLOGY INCCOMMON0453271034,59499,007SH DFND1599,00700
ASSOCIATED BANC CORPCOMMON04548710550628,000SH DFND10028,000
ASSOCIATED BANC CORPCOMMON045487105532,949SH DFND122,94900
ASSOCIATED BANC CORPCOMMON04548710573040,382SH DFND1440,38200
ASSOCIATED BANC CORPCOMMON0454871056,835378,053SH DFND15378,05300
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051,46481,217SH DFND1581,21700
ASSURANT INCCOMMON04621X10823,137352,973SH DFND1339,373011,500
ASSURANT INCCOMMON04621X1083,45452,700SH DFND1,50052,700
ASSURANT INCCOMMON04621X1081111,700SH DFND1,9001,700
ASSURANT INCCOMMON04621X1082824,300SH DFND114,30000
ASSURANT INCCOMMON04621X1081322,021SH DFND122,02100
ASSURANT INCCOMMON04621X1082,86143,640SH DFND1443,64000
ASSURANT INCCOMMON04621X10810,750164,001SH DFND15164,00100
ASSURANT INCCOMMON04621X1081312,000SH DFND3,12,00000
ASSURANT INCCOMMON04621X1081973,000SH DFND53,00000
ASSURANT INCCOMMON04621X10884612,900SH DFND612,90000
ASSURANT INCCOMMON04621X1081,06216,200SH DFND8,116,20000
ASTEC INDUSTRIES INCCOMMON0462241011,68038,288SH DFND1538,28800
ASTORIA FINANCIAL CORPCOMMON046265104282,068SH DFND122,06800
ASTORIA FINANCIAL CORPCOMMON04626510459844,490SH DFND1544,49000
ASTRAZENECA PLC ADRCOMMON0463531089,416126,718SH DFND14126,71800
ASTRAZENECA PLC ADRCOMMON0463531081,63421,983SH DFND1521,98300
ASTRONICS CORPCOMMON0464331081682,973SH DFND152,97300
ATHENAHEALTH INCCOMMON04685W1032501,999SH DFND151,99900
ATLANTIC POWER CORPCOMMON04878Q86322354,310SH DFND154,31000
ATLANTIC POWER CORPCOMMON04878Q86322254,238SH DFND1554,23800
ATLANTIC POWER CORPCOMMON04878Q86324760,200SH DFND3,160,20000
ATLANTIC POWER CORPCOMMON04878Q86314836,096SH DFND1536,09600
ATLANTIC TELE-NETWORK INCCOMMON04907920570912,230SH DFND12,130010,100
ATLANTIC TELE-NETWORK INCCOMMON0490792052,03034,994SH DFND1534,99400
ATLANTIC TELE-NETWORK INCCOMMON0490792052494,300SH DFND3,14,30000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642054,796130,144SH DFND15130,14400
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921032,06259,950SH DFND1459,95000
ATMEL CORPCOMMON04951310417,6131,879,769SH DFND11,879,76900
ATMEL CORPCOMMON04951310489695,633SH DFND12,195,63300
ATMEL CORPCOMMON0495131042,166231,141SH DFND15231,14100
ATMOS ENERGY CORPCOMMON049560105991,852SH DFND11,85200
ATMOS ENERGY CORPCOMMON0495601051031,930SH DFND121,93000
ATMOS ENERGY CORPCOMMON0495601059,705181,743SH DFND14181,74300
ATMOS ENERGY CORPCOMMON0495601053,46164,816SH DFND1564,81600
ARTICURE INCCOMMON04963C2091,76796,134SH DFND1596,13400
ATRION CORPORATIONCOMMON049904105292896SH DFND1589600
ATWOOD OCEANICS INCCOMMON05009510834,009648,030SH DFND1648,03000
ATWOOD OCEANICS INCCOMMON05009510841778SH DFND1277800
ATWOOD OCEANICS INCCOMMON05009510878314,916SH DFND1414,91600
ATWOOD OCEANICS INCCOMMON05009510870013,341SH DFND1513,34100
AURICO GOLD INCCOMMON05155C10524757,731SH DFND1557,73100
AURICO GOLD INCCOMMON05155C1057417,413SH DFND2,1517,41300
AUTOBYTEL INCCOMMON05275N20516112,252SH DFND1512,25200
AUTODESK INCCOMMON052769106136,6962,424,545SH DFND12,406,843017,702
AUTODESK INCCOMMON0527691069,121161,784SH DFND1,2161,78400
AUTODESK INCCOMMON05276910673313,004SH DFND1113,00400
AUTODESK INCCOMMON0527691063,14255,728SH DFND1255,72800
AUTODESK INCCOMMON052769106139,8842,481,086SH DFND152,481,08600
AUTODESK INCCOMMON05276910623406SH DFND2,1540600
AUTODESK INCCOMMON0527691065599,910SH DFND59,91000
AUTOHOME INC ADRCOMMON05278C10785224,743SH DFND1524,74300
AUTOLIV INCCOMMON0528001095865,500SH DFND115,50000
AUTOLIV INCCOMMON0528001091381,299SH DFND121,29900
AUTOLIV INCCOMMON0528001091,91117,930SH DFND1517,93000
AUTOLIV INCCOMMON0528001094904,600SH DFND54,60000
AUTOMATIC DATA PROCESSINGCOMMON053015103115,1551,452,504SH DFND11,452,50400
AUTOMATIC DATA PROCESSINGCOMMON0530151032,20427,801SH DFND1127,80100
AUTOMATIC DATA PROCESSINGCOMMON0530151039,527120,164SH DFND12120,16400
AUTOMATIC DATA PROCESSINGCOMMON05301510372,812918,412SH DFND14918,41200
AUTOMATIC DATA PROCESSINGCOMMON053015103443,2885,591,421SH DFND155,591,42100
AUTOMATIC DATA PROCESSINGCOMMON0530151036,63983,735SH DFND283,73500
AUTOMATIC DATA PROCESSINGCOMMON0530151031,34016,900SH DFND516,90000
AUTOMATIC DATA PROCESSINGCOMMON0530151035557,000SH DFND77,00000
AUTONATION INCCOMMON05329W1026,158103,179SH DFND1103,17900
AUTONATION INCCOMMON05329W1022694,500SH DFND114,50000
AUTONATION INCCOMMON05329W10241695SH DFND1269500
AUTONATION INCCOMMON05329W10263310,605SH DFND1410,60500
AUTONATION INCCOMMON05329W10296216,121SH DFND1516,12100
AUTOZONE INCCOMMON0533321027,54914,078SH DFND114,038040
AUTOZONE INCCOMMON0533321021,0091,882SH DFND111,88200
AUTOZONE INCCOMMON053332102125233SH DFND1223300
AUTOZONE INCCOMMON0533321021,0762,007SH DFND142,00700
AUTOZONE INCCOMMON05333210240,41175,359SH DFND1575,35900
AUTOZONE INCCOMMON053332102483900SH DFND590000
AUTOZONE INCCOMMON053332102322600SH DFND760000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10717,571875,930SH DFND1875,93000
AUXILIUM PHARMACEUTICALS INCCOMMON05334D1074,023200,528SH DFND12,100200,528
AUXILIUM PHARMACEUTICALS INCCOMMON05334D10730,0051,495,751SH DFND151,495,75100
AUXILIUM PHARMACEUTICALS INC (CONVERT05334DAA510,7179,900,000SH DFND19,900,00000
AVALONBAY COMMUNITIES INCCOMMON053484101966,4676,797,012SH DFND13,549,96103,247,051
AVALONBAY COMMUNITIES INCCOMMON0534841011,0307,241SH DFND117,24100
AVALONBAY COMMUNITIES INCCOMMON0534841013,76226,456SH DFND11,126,45600
AVALONBAY COMMUNITIES INCCOMMON053484101135948SH DFND1294800
AVALONBAY COMMUNITIES INCCOMMON05348410115,494108,966SH DFND13,1108,96600
AVALONBAY COMMUNITIES INCCOMMON0534841017,48352,625SH DFND1552,62500
AVALONBAY COMMUNITIES INCCOMMON0534841011,68211,827SH DFND15,111,82700
AVALONBAY COMMUNITIES INCCOMMON0534841013,11021,869SH DFND2,121,86900
AVALONBAY COMMUNITIES INCCOMMON05348410125,608180,097SH DFND3,1180,09700
AVALONBAY COMMUNITIES INCCOMMON053484101138974SH DFND4,197400
AVALONBAY COMMUNITIES INCCOMMON0534841015,14536,185SH DFND6,136,18500
AVANIR PHARMACEUTICALS-CL ACOMMON05348P4011,285227,923SH DFND15227,92300
AVENUE INCOME CREDIT STRATEG CCOMMON05358E1065,247291,806SH DFND14291,80600
AVERY DENNISON CORPCOMMON05361110977,6471,515,067SH DFND11,513,2670600
AVERY DENNISON CORPCOMMON0536111092875,597SH DFND115,59700
AVERY DENNISON CORPCOMMON053611109911,770SH DFND121,77000
AVERY DENNISON CORPCOMMON0536111091,44628,216SH DFND1428,21600
AVERY DENNISON CORPCOMMON0536111094,11080,199SH DFND1580,19900
AVERY DENNISON CORPCOMMON05361110919378SH DFND2,1537800
AVERY DENNISON CORPCOMMON053611109621,200SH DFND51,20000
AVERY DENNISON CORPCOMMON0536111091,20423,500SH DFND623,50000
AVIAT NETWORKS INCCOMMON05366Y102174136,089SH DFND15136,08900
AVIS BUDGET GROUP INCCOMMON0537741052,13135,700SH DFND135,70000
AVIS BUDGET GROUP INCCOMMON0537741051803,021SH DFND123,02100
AVIS BUDGET GROUP INCCOMMON0537741052,02333,898SH DFND1433,89800
AVIS BUDGET GROUP INCCOMMON05377410511,949200,190SH DFND15200,19000
AVISTA CORPCOMMON05379B10717509SH DFND150900
AVISTA CORPCOMMON05379B107431,285SH DFND121,28500
AVISTA CORPCOMMON05379B10712,989387,506SH DFND15387,50600
AVNET INCCOMMON0538071033517,923SH DFND117,92300
AVNET INCCOMMON0538071032425,466SH DFND125,46600
AVNET INCCOMMON0538071033,43177,442SH DFND1577,44200
AVIV REIT INCCOMMON05381L10119689SH DFND1568900
AVIVA PLC - SPON ADRCOMMON05382A104181,039SH DFND11,03900
AVIVA PLC - SPON ADRCOMMON05382A10442424,119SH DFND1524,11900
AVON PRODUCTS INCCOMMON054303102437,72429,960,601SH DFND128,828,55601,132,045
AVON PRODUCTS INCCOMMON05430310236925,285SH DFND1125,28500
AVON PRODUCTS INCCOMMON05430310217812,173SH DFND1212,17300
AVON PRODUCTS INCCOMMON0543031023,058209,301SH DFND15209,30100
AVON PRODUCTS INCCOMMON05430310223416,011SH DFND516,01100
AWARE INC/MASSCOMMON05453N100365,500SH DFND3,15,50000
AXCELIS TECHNOLOGIESCOMMON054540109356178,057SH DFND15178,05700
AXIALL CORPCOMMON05463D1002715,729SH DFND145,72900
AXIALL CORPCOMMON05463D1002,06543,681SH DFND1543,68100
BB&T CORPORATIONCOMMON054937107349,9328,874,771SH DFND18,649,2290225,542
BB&T CORPORATIONCOMMON0549371071,61240,884SH DFND1140,88400
BB&T CORPORATIONCOMMON05493710749412,531SH DFND1212,53100
BB&T CORPORATIONCOMMON0549371077,178182,032SH DFND14182,03200
BB&T CORPORATIONCOMMON05493710757,5971,460,728SH DFND151,460,72800
BB&T CORPORATIONCOMMON0549371071,06126,900SH DFND526,90000
BB&T CORPORATIONCOMMON05493710743411,000SH DFND711,00000
B&G FOODS INCCOMMON05508R10643,2361,322,597SH DFND11,322,59700
B&G FOODS INCCOMMON05508R1062,40473,538SH DFND1573,53800
BCE INCCOMMON05534B7602,05045,200SH DFND145,20000
BCE INCCOMMON05534B7603,10368,403SH DFND1468,40300
BCE INCCOMMON05534B76032,069706,998SH DFND15706,99800
BCE INCCOMMON05534B7603,05367,317SH DFND2,1567,31700
BCE INCCOMMON05534B76069015,198SH DFND1115,19800
BCE INCCOMMON05534B7609190SH DFND1219000
BCE INCCOMMON05534B7602,13547,005SH DFND1547,00500
BCE INCCOMMON05534B76016,741368,608SH DFND2,1368,60800
BCE INCCOMMON05534B7602856,278SH DFND56,27800
BBX CAPITAL CORP-ACOMMON05540P1001437,950SH DFND17,95000
BBX CAPITAL CORP-ACOMMON05540P10012659SH DFND1565900
BBX CAPITAL CORP-ACOMMON05540P100884,900SH DFND3,14,90000
BGC PARTNERS INC-CL ACOMMON05541T1017,246973,905SH DFND15973,90500
BHP BILLITON PLC-ADRCOMMON05545E20922,053338,074SH DFND14338,07400
BHP BILLITON PLC-ADRCOMMON05545E20927,623423,471SH DFND15423,47100
BOK FINANCIAL CORPORATIONCOMMON05561Q2011,92428,883SH DFND1528,88300
BP PLC ADRCOMMON055622104455,9588,643,756SH DFND18,643,75600
BP PLC ADRCOMMON05562210434,099646,424SH DFND1,2646,42400
BP PLC ADRCOMMON0556221046,373120,816SH DFND14120,81600
BP PLC ADRCOMMON0556221042,89654,896SH DFND1554,89600
BP PLC ADRCOMMON0556221045,791109,775SH DFND9,100109,775
BPZ RESOURCES INCCOMMON055639108216,679SH DFND156,67900
BNC BANCORP BNCNCOMMON05566T10137622,045SH DFND1522,04500
BOFI HOLDING INCCOMMON05566U10889412,175SH DFND1512,17500
BSB BANCORP INC/MACOMMON05573H108187SH DFND158700
BT GROUP PLC-ADSCOMMON05577E10115226SH DFND122600
BT GROUP PLC-ADSCOMMON05577E10189913,693SH DFND1513,69300
BABCOCK & WILCOX COCOMMON05615F102114,7563,535,314SH DFND13,535,31400
BABCOCK & WILCOX COCOMMON05615F10230932SH DFND1293200
BABCOCK & WILCOX COCOMMON05615F1026,738207,584SH DFND15207,58400
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1001,28252,467SH DFND1452,46700
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1002,616107,074SH DFND15107,07400
BADGER METER INCCOMMON05652510811,631220,916SH DFND15220,91600
BAIDU INC ADRCOMMON056752108494,8032,648,697SH DFND12,648,69700
BAIDU INC ADRCOMMON0567521083591,923SH DFND1,61,92300
BAIDU INC ADRCOMMON05675210813,17170,506SH DFND1170,50600
BAIDU INC ADRCOMMON05675210812,42866,525SH DFND1266,52500
BAIDU INC ADRCOMMON056752108164880SH DFND13,488000
BAIDU INC ADRCOMMON056752108572,4683,064,438SH DFND153,064,43800
BAIDU INC ADRCOMMON05675210830,980165,835SH DFND2165,83500
BAIDU INC ADRCOMMON05675210838,153204,236SH DFND2,1204,23600
BAIDU INC ADRCOMMON0567521085733,067SH DFND2,43,06700
BAIDU INC ADRCOMMON05675210840,805218,433SH DFND4218,43300
BAIDU INC ADRCOMMON056752108106,340569,241SH DFND4,9569,24100
BAIDU INC ADRCOMMON056752108251,2701,345,058SH DFND61,345,05800
BAIDU INC ADRCOMMON05675210829,589158,393SH DFND6,12158,39300
BAIDU INC ADRCOMMON05675210839,433211,084SH DFND6,4211,08400
BAIDU INC ADRCOMMON05675210814,57178,000SH DFND978,00000
BAIDU INC ADRCOMMON0567521081,6869,024SH DFND9,1009,024
BAKER HUGHES INCCOMMON057224107737,7049,908,713SH DFND19,627,1530278,260
BAKER HUGHES INCCOMMON0572241073,99853,700SH DFND1,50053,700
BAKER HUGHES INCCOMMON0572241072613,500SH DFND1,9003,500
BAKER HUGHES INCCOMMON0572241071,87925,245SH DFND1125,24500
BAKER HUGHES INCCOMMON0572241074315,788SH DFND125,78800
BAKER HUGHES INCCOMMON0572241072,66135,746SH DFND1435,74600
BAKER HUGHES INCCOMMON05722410719,303259,268SH DFND15259,26800
BAKER HUGHES INCCOMMON0572241074025,400SH DFND3,15,40000
BAKER HUGHES INCCOMMON0572241072,81337,789SH DFND537,78900
BAKER HUGHES INCCOMMON0572241074766,400SH DFND76,40000
BAKER HUGHES INCCOMMON0572241071,22816,500SH DFND8,116,50000
BALCHEM CORPCOMMON0576652002,76651,636SH DFND1551,63600
BALDWIN & LYONS INCCOMMON057755100291,253SH DFND151,25300
BALDWIN & LYONS INC -CL BCOMMON05775520929311,312SH DFND1511,31200
BALL CORPCOMMON0584981066,21199,083SH DFND199,08300
BALL CORPCOMMON0584981064977,926SH DFND117,92600
BALL CORPCOMMON0584981061101,760SH DFND121,76000
BALL CORPCOMMON0584981061,31220,938SH DFND1420,93800
BALL CORPCOMMON05849810696,7311,543,254SH DFND151,543,25400
BALL CORPCOMMON0584981063265,200SH DFND75,20000
BALLANTYNE STRONG INCCOMMON0585161058921,390SH DFND121,39000
BALLANTYNE STRONG INCCOMMON0585161059522,800SH DFND3,122,80000
BALLARD POWER SYSTEMS INCCOMMON058586108245,699SH DFND125,69900
BALLARD POWER SYSTEMS INCCOMMON05858610814735,619SH DFND1535,61900
BALLARD POWER SYSTEMS INCCOMMON0585861084,1581,009,142SH DFND151,009,14200
BALLY TECHNOLOGIES INCCOMMON05874B1071,66925,389SH DFND1425,38900
BALLY TECHNOLOGIES INCCOMMON05874B1075,48283,420SH DFND1583,42000
BANCFIRST CORPCOMMON05945F10327440SH DFND144000
BANCFIRST CORPCOMMON05945F1034787,719SH DFND157,71900
BANCFIRST CORPCOMMON05945F10319300SH DFND3,130000
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303409,27228,186,744SH DFND128,186,74400
BANCO BRADESCO SA ADR REP1 PRFCOMMON0594603037,224497,490SH DFND15497,49000
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030314,9301,028,216SH DFND21,028,21600
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030318,6141,281,940SH DFND2,11,281,94000
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K101322,518SH DFND12,51800
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K1011,287100,803SH DFND15100,80300
BANCO DE CHILE ADR W-ICOMMON0595201061,02312,776SH DFND1412,77600
BANCO SANTANDER SACOMMON05964H1052,121203,565SH DFND15203,56500
BANCO SANTANDER CHILE ADRCOMMON05965X10983431,536SH DFND1431,53600
BANCO SANTANDER BRASIL SACOMMON05967A107527,500SH DFND1,57,50000
BANCOLOMBIA SA ADRCOMMON05968L10240700SH DFND1,570000
BANCOLOMBIA SA ADRCOMMON05968L10221,248367,613SH DFND15367,61300
BANCOLOMBIA SA ADRCOMMON05968L10246800SH DFND680000
BANCOLOMBIA SA ADRCOMMON05968L1021452,500SH DFND92,50000
BANCORPSOUTH INCCOMMON05969210328,5241,160,942SH DFND1980,9580179,984
BANCORPSOUTH INCCOMMON059692103281,136SH DFND121,13600
BANCORPSOUTH INCCOMMON0596921031,80773,528SH DFND1573,52800
BANCORPSOUTH INCCOMMON0596921032319,405SH DFND2,19,40500
BANCORPSOUTH INCCOMMON0596921033,449140,374SH DFND6,1140,37400
BANCORP INC/THECOMMON05969A10532427,216SH DFND1527,21600
BANC OF CALIFORNIA INCCOMMON05990K10626524,322SH DFND1524,32200
BANK OF AMERICA CORPCOMMON060505104718,07846,719,447SH DFND145,635,39101,048,656
BANK OF AMERICA CORPCOMMON06050510414,984974,900SH DFND1,500974,900
BANK OF AMERICA CORPCOMMON06050510459038,400SH DFND1,90038,400
BANK OF AMERICA CORPCOMMON0605051049,243601,386SH DFND11601,38600
BANK OF AMERICA CORPCOMMON0605051043,881252,509SH DFND12252,50900
BANK OF AMERICA CORPCOMMON0605051043,403221,379SH DFND14221,37900
BANK OF AMERICA CORPCOMMON06050510480,4265,232,659SH DFND155,232,65900
BANK OF AMERICA CORPCOMMON0605051041,03667,400SH DFND3,167,40000
BANK OF AMERICA CORPCOMMON0605051046,257407,100SH DFND5407,10000
BANK OF AMERICA CORPCOMMON0605051049,836639,978SH DFND6639,97800
BANK OF AMERICA CORPCOMMON0605051041,41792,200SH DFND792,20000
BANK OF AMERICA CORPCOMMON0605051042,448159,300SH DFND8,1159,30000
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568233,43328,506SH DFND128,50600
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568259,35750,610SH DFND1550,61000
BANK OF HAWAII CORPCOMMON06254010937633SH DFND1263300
BANK OF HAWAII CORPCOMMON0625401094,42075,319SH DFND1575,31900
BANK OF HAWAII CORPCOMMON0625401093876,600SH DFND66,60000
BANK OF KENTUCKY FINL CORPCOMMON0628961055155SH DFND1515500
BANK OF MARIN BANCORP-CACOMMON0634251022004,390SH DFND154,39000
BANK OF MONTREALCOMMON0636711011,30717,762SH DFND1417,76200
BANK OF MONTREALCOMMON0636711017,07696,154SH DFND2,1596,15400
BANK OF MONTREALCOMMON0636711012,68336,382SH DFND1136,38200
BANK OF MONTREALCOMMON06367110155751SH DFND1275100
BANK OF MONTREALCOMMON0636711014,26057,774SH DFND1557,77400
BANK OF MONTREALCOMMON06367110124,408331,022SH DFND2,1331,02200
BANK OF MONTREALCOMMON0636711011,70323,100SH DFND523,10000
BANK OF MONTREALCOMMON0636711016719,100SH DFND79,10000
BANK MUTUAL CORPCOMMON06375010347381,524SH DFND1581,52400
BANK OF THE OZARKSCOMMON0639041065,853174,964SH DFND15174,96400
BANK OF NEW YORK MELLON CORPCOMMON064058100507,87513,550,565SH DFND113,453,880096,685
BANK OF NEW YORK MELLON CORPCOMMON0640581002,40964,264SH DFND1164,26400
BANK OF NEW YORK MELLON CORPCOMMON06405810073319,561SH DFND1219,56100
BANK OF NEW YORK MELLON CORPCOMMON0640581001,45738,873SH DFND1438,87300
BANK OF NEW YORK MELLON CORPCOMMON06405810020,174538,258SH DFND15538,25800
BANK OF NEW YORK MELLON CORPCOMMON0640581001,45538,827SH DFND538,82700
BANK OF NEW YORK MELLON CORPCOMMON0640581001,74746,600SH DFND646,60000
BANK OF NEW YORK MELLON CORPCOMMON06405810062616,700SH DFND716,70000
BANK OF NOVA SCOTIACOMMON0641491071,75926,417SH DFND1426,41700
BANK OF NOVA SCOTIACOMMON0641491079,157137,496SH DFND2,15137,49600
BANK OF NOVA SCOTIACOMMON0641491074,58968,751SH DFND1168,75100
BANK OF NOVA SCOTIACOMMON064149107731,097SH DFND121,09700
BANK OF NOVA SCOTIACOMMON0641491075,38980,723SH DFND1580,72300
BANK OF NOVA SCOTIACOMMON064149107302,6264,533,433SH DFND24,506,433027,000
BANK OF NOVA SCOTIACOMMON06414910727,999419,438SH DFND2,1419,43800
BANK OF NOVA SCOTIACOMMON0641491072,74441,100SH DFND541,10000
BANK OF NOVA SCOTIACOMMON0641491071,05515,800SH DFND715,80000
BANKFINANCIAL CORPCOMMON06643P104181,653SH DFND151,65300
BANKRATE INCCOMMON06647F1021,69796,757SH DFND1596,75700
BANKUNITED INCCOMMON06652K10328831SH DFND1283100
BANKUNITED INCCOMMON06652K10352415,649SH DFND1515,64900
BANNER CORPCOMMON06652V20812297SH DFND129700
BANNER CORPCOMMON06652V20868617,306SH DFND1417,30600
BANNER CORPCOMMON06652V2081,63641,286SH DFND1541,28600
BAR HARBOR BANKSHARESCOMMON06684910014513SH DFND1551300
BARD (C.R.) INCCOMMON06738310919,385135,553SH DFND1124,40303,950
BARD (C.R.) INCCOMMON0673831092,17415,200SH DFND1,50015,200
BARD (C.R.) INCCOMMON0673831092862,000SH DFND1,9002,000
BARD (C.R.) INCCOMMON0673831096274,387SH DFND114,38700
BARD (C.R.) INCCOMMON0673831091,45410,166SH DFND1210,16600
BARD (C.R.) INCCOMMON0673831099,58166,994SH DFND1466,99400
BARD (C.R.) INCCOMMON06738310928,385198,481SH DFND15198,48100
BARD (C.R.) INCCOMMON0673831093582,500SH DFND3,12,50000
BARD (C.R.) INCCOMMON0673831094,03728,232SH DFND528,23200
BARD (C.R.) INCCOMMON06738310911,18378,200SH DFND678,20000
BARD (C.R.) INCCOMMON0673831093292,300SH DFND72,30000
BARD (C.R.) INCCOMMON0673831091,0877,600SH DFND8,17,60000
IPATH DOW JONES-UBS COMMDTY ETCOMMON06738C77894123,869SH DFND1423,86900
BARCLAYS PLC ADRCOMMON06738E204176SH DFND17600
BARCLAYS PLC ADRCOMMON06738E20497366,619SH DFND1566,61900
BARCLAYS BANK PLC PFDPREFERRED06739F39066426,164SH DFND1426,16400
BARCLAYS BANK PLC PFDPREFERRED06739F39018,753739,487SH DFND15739,48700
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H36268326,400SH DFND126,40000
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H362144,8885,602,772SH DFND155,602,77200
BARCLAYS BANK PLC PFDPREFERRED06739H51146117,900SH DFND117,90000
BARCLAYS BANK PLC PFDPREFERRED06739H51197537,840SH DFND1437,84000
BARCLAYS BANK PLC PFDPREFERRED06739H51115,566604,046SH DFND15604,04600
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7761,42155,505SH DFND1455,50500
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77620,971818,844SH DFND15818,84400
BARNES & NOBLE INCCOMMON06777410974632,740SH DFND115,240017,500
BARNES & NOBLE INCCOMMON067774109482,116SH DFND122,11600
BARNES & NOBLE INCCOMMON06777410991740,237SH DFND1440,23700
BARNES & NOBLE INCCOMMON0677741091,97086,455SH DFND1586,45500
BARNES & NOBLE INCCOMMON06777410953123,300SH DFND3,123,30000
BARNES GROUP INCCOMMON06780610913333SH DFND133300
BARNES GROUP INCCOMMON0678061093849,973SH DFND149,97300
BARNES GROUP INCCOMMON0678061093,80498,711SH DFND1598,71100
BARRICK GOLD CORPCOMMON0679011081,73995,000SH DFND195,00000
BARRICK GOLD CORPCOMMON06790110811,985654,908SH DFND1,2654,90800
BARRICK GOLD CORPCOMMON067901108341,855SH DFND141,85500
BARRICK GOLD CORPCOMMON0679011082,436133,127SH DFND2,15133,12700
BARRICK GOLD CORPCOMMON067901108311,691SH DFND41,69100
BARRICK GOLD CORPCOMMON0679011081,07758,852SH DFND958,85200
BARRICK GOLD CORPCOMMON0679011081,07758,852SH DFND9,10058,852
BARRICK GOLD CORPCOMMON0679011081,23767,473SH DFND1167,47300
BARRICK GOLD CORPCOMMON067901108271,478SH DFND121,47800
BARRICK GOLD CORPCOMMON0679011083,242176,827SH DFND15176,82700
BARRICK GOLD CORPCOMMON0679011081,39376,000SH DFND21,000075,000
BARRICK GOLD CORPCOMMON0679011081,56585,340SH DFND2,185,34000
BARRICK GOLD CORPCOMMON06790110878142,596SH DFND542,59600
BARRICK GOLD CORPCOMMON0679011081,05157,300SH DFND657,30000
BARRICK GOLD CORPCOMMON06790110825914,100SH DFND714,10000
BARRACUDA NETWORKSCOMMON06832310487228,107SH DFND1528,10700
BARRETT BUSINESS SVCS INCCOMMON0684631081222,601SH DFND152,60100
BILL BARRETT CORPCOMMON06846N104341,264SH DFND121,26400
BILL BARRETT CORPCOMMON06846N10470426,296SH DFND1526,29600
BARRY (R.G.)COMMON06879810712611SH DFND1561100
BASIC ENERGY SERVICES INCCOMMON06985P1001,23242,170SH DFND142,17000
BASIC ENERGY SERVICES INCCOMMON06985P10011,560395,636SH DFND15395,63600
BASIC ENERGY SERVICES INCCOMMON06985P10050817,400SH DFND3,117,40000
BASSETT FURNITURE INDSCOMMON07020310419214,623SH DFND1514,62300
BAXTER INTERNATIONAL INCCOMMON0718131097,994110,569SH DFND1110,56900
BAXTER INTERNATIONAL INCCOMMON0718131093,61549,994SH DFND1149,99400
BAXTER INTERNATIONAL INCCOMMON0718131094055,605SH DFND125,60500
BAXTER INTERNATIONAL INCCOMMON07181310948,176666,331SH DFND14666,33100
BAXTER INTERNATIONAL INCCOMMON07181310944,907621,125SH DFND15621,12500
BAXTER INTERNATIONAL INCCOMMON0718131091,49420,657SH DFND520,65700
BAXTER INTERNATIONAL INCCOMMON07181310936,397503,419SH DFND6215,540287,8790
BAXTER INTERNATIONAL INCCOMMON0718131095497,600SH DFND77,60000
BAXTER INTERNATIONAL INCCOMMON07181310914,068194,578SH DFND9194,57800
BAYTEX ENERGY CORPCOMMON07317Q1053,98486,200SH DFND1,1286,20000
BAYTEX ENERGY CORPCOMMON07317Q10528600SH DFND1,560000
BAYTEX ENERGY CORPCOMMON07317Q1053337,200SH DFND117,20000
BAYTEX ENERGY CORPCOMMON07317Q1051,39330,139SH DFND1530,13900
BAYTEX ENERGY CORPCOMMON07317Q1053487,541SH DFND2,17,54100
BAYTEX ENERGY CORPCOMMON07317Q105881,900SH DFND51,90000
BAYTEX ENERGY CORPCOMMON07317Q1057,852169,900SH DFND6169,90000
BAYTEX ENERGY CORPCOMMON07317Q10560513,100SH DFND713,10000
BAYTEX ENERGY CORPCOMMON07317Q1053377,300SH DFND97,30000
BAYTEX ENERGY CORPCOMMON07317Q10566914,500SH DFND114,50000
BAYTEX ENERGY CORPCOMMON07317Q10553111,515SH DFND2,1511,51500
BAZAARVOICE INCCOMMON07327110846458,807SH DFND1558,80700
BAZAARVOICE INCCOMMON07327110811,5561,464,623SH DFND61,464,62300
BBCN BANCORP INCCOMMON0732951071,58699,412SH DFND1599,41200
B-E AEROSPACE INCCOMMON073302101148,9581,610,534SH DFND11,610,53400
B-E AEROSPACE INCCOMMON0733021015646,100SH DFND116,10000
B-E AEROSPACE INCCOMMON07330210161664SH DFND1266400
B-E AEROSPACE INCCOMMON0733021012,33925,293SH DFND1425,29300
B-E AEROSPACE INCCOMMON07330210119,038205,837SH DFND15205,83700
B-E AEROSPACE INCCOMMON0733021012312,500SH DFND42,50000
BEACON ROOFING SUPPLY INCCOMMON07368510920,053605,469SH DFND1511,206094,263
BEACON ROOFING SUPPLY INCCOMMON0736851091,33540,313SH DFND1540,31300
BEACON ROOFING SUPPLY INCCOMMON0736851091604,832SH DFND2,14,83200
BEACON ROOFING SUPPLY INCCOMMON0736851092,48274,936SH DFND6,174,93600
BEAZER HOMES USA INCCOMMON07556Q88127,5651,313,863SH DFND11,108,8920204,971
BEAZER HOMES USA INCCOMMON07556Q88165030,969SH DFND1530,96900
BEAZER HOMES USA INCCOMMON07556Q8812049,734SH DFND2,19,73400
BEAZER HOMES USA INCCOMMON07556Q8813,223153,630SH DFND6,1153,63000
BEBE STORES INCCOMMON075571109666218,292SH DFND15218,29200
BEBE STORES INCCOMMON075571109684224,326SH DFND9,100224,326
BECTON DICKINSON & COCOMMON07588710911,51297,309SH DFND196,8090500
BECTON DICKINSON & COCOMMON0758871091,32211,171SH DFND1111,17100
BECTON DICKINSON & COCOMMON0758871091,71814,523SH DFND11,214,52300
BECTON DICKINSON & COCOMMON0758871092281,926SH DFND121,92600
BECTON DICKINSON & COCOMMON07588710959,923506,537SH DFND14506,53700
BECTON DICKINSON & COCOMMON07588710951,820438,040SH DFND15438,04000
BECTON DICKINSON & COCOMMON075887109163,3851,381,108SH DFND21,381,10800
BECTON DICKINSON & COCOMMON0758871091,84815,622SH DFND515,62200
BECTON DICKINSON & COCOMMON0758871094,85041,000SH DFND641,00000
BECTON DICKINSON & COCOMMON0758871093903,300SH DFND73,30000
BED BATH & BEYOND INCCOMMON0758961005,823101,477SH DFND1101,47700
BED BATH & BEYOND INCCOMMON07589610070712,330SH DFND1112,33000
BED BATH & BEYOND INCCOMMON0758961002,96651,692SH DFND1251,69200
BED BATH & BEYOND INCCOMMON075896100142,8262,489,131SH DFND152,489,13100
BED BATH & BEYOND INCCOMMON07589610058910,258SH DFND510,25800
BED BATH & BEYOND INCCOMMON0758961002243,900SH DFND73,90000
BEL FUSE INC-CL ACOMMON077347201682,752SH DFND152,75200
BEL FUSE INC-CL BCOMMON0773473001,02339,840SH DFND1539,84000
BELDEN INCCOMMON077454106145,9021,866,714SH DFND11,809,379057,335
BELDEN INCCOMMON0774541065,64972,271SH DFND1572,27100
BELDEN INCCOMMON0774541062252,882SH DFND2,12,88200
BELDEN INCCOMMON0774541063,44644,083SH DFND6,144,08300
BELLATRIX EXPLORATION LTDCOMMON07831410127832,040SH DFND1532,04000
BELLATRIX EXPLORATION LTDCOMMON07831410119422,359SH DFND222,35900
BELLATRIX EXPLORATION LTDCOMMON078314101404,627SH DFND2,154,62700
BEMIS COMPANYCOMMON0814371055,698140,148SH DFND1140,14800
BEMIS COMPANYCOMMON081437105741,829SH DFND121,82900
BEMIS COMPANYCOMMON0814371054,684115,194SH DFND14115,19400
BEMIS COMPANYCOMMON08143710544,3601,090,994SH DFND151,090,99400
BENCHMARK ELECTRONICS INCCOMMON08160H1011,02140,056SH DFND111,656028,400
BENCHMARK ELECTRONICS INCCOMMON08160H101341,328SH DFND121,32800
BENCHMARK ELECTRONICS INCCOMMON08160H10191535,896SH DFND1435,89600
BENCHMARK ELECTRONICS INCCOMMON08160H1013,978156,106SH DFND15156,10600
BENCHMARK ELECTRONICS INCCOMMON08160H10156622,200SH DFND3,122,20000
BENCHMARK ELECTRONICS INCCOMMON08160H10140515,900SH DFND615,90000
BENEFICIAL MUTUAL BANCORP INCOMMON08173R10431523,226SH DFND1523,22600
BENEFITFOCUS INCCOMMON08180D10685918,582SH DFND1518,58200
BERKLEY (WR) CORPCOMMON0844231023076,630SH DFND116,63000
BERKLEY (WR) CORPCOMMON084423102911,968SH DFND121,96800
BERKLEY (WR) CORPCOMMON0844231022,17847,036SH DFND1447,03600
BERKLEY (WR) CORPCOMMON0844231022,85461,618SH DFND1561,61800
BERKSHIRE HATHAWAY INC CL ACOMMON084670108209,6501,104SH DFND11,10400
BERKSHIRE HATHAWAY INC CL ACOMMON0846701089505SH DFND12500
BERKSHIRE HATHAWAY INC CL BCOMMON08467070282,146649,069SH DFND1609,269029,300
BERKSHIRE HATHAWAY INC CL BCOMMON08467070212,40398,000SH DFND1,50098,000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,44311,400SH DFND1,90011,400
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028,06263,700SH DFND1163,70000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028486,701SH DFND11,152706,174
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,25017,781SH DFND1217,78100
BERKSHIRE HATHAWAY INC CL BCOMMON0846707024303,395SH DFND143,39500
BERKSHIRE HATHAWAY INC CL BCOMMON08467070299,253784,235SH DFND15784,23500
BERKSHIRE HATHAWAY INC CL BCOMMON08467070227,854220,087SH DFND2220,08700
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,64520,900SH DFND3,120,90000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707028696,864SH DFND46,86400
BERKSHIRE HATHAWAY INC CL BCOMMON0846707026,23949,300SH DFND549,30000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,35418,600SH DFND618,60000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707021,39211,000SH DFND711,00000
BERKSHIRE HATHAWAY INC CL BCOMMON0846707022,08816,500SH DFND8,116,50000
BERKSHIRE HILLS BANCORP INCCOMMON08468010768629,535SH DFND1529,53500
BERRY PLASTICS GROUP INCCOMMON08579W10345,7931,774,930SH DFND11,774,93000
BERRY PLASTICS GROUP INCCOMMON08579W103341,300SH DFND121,30000
BERRY PLASTICS GROUP INCCOMMON08579W10358922,846SH DFND1522,84600
BEST BUY COMPANY INCCOMMON08651610194,7003,053,868SH DFND12,839,5180154,950
BEST BUY COMPANY INCCOMMON08651610110,271331,200SH DFND1,52,3000328,900
BEST BUY COMPANY INCCOMMON0865161012,00664,700SH DFND1,90064,700
BEST BUY COMPANY INCCOMMON08651610152616,966SH DFND1116,96600
BEST BUY COMPANY INCCOMMON08651610143113,888SH DFND1213,88800
BEST BUY COMPANY INCCOMMON08651610133410,785SH DFND1410,78500
BEST BUY COMPANY INCCOMMON0865161019,437304,314SH DFND15304,31400
BEST BUY COMPANY INCCOMMON08651610123730SH DFND2,1573000
BEST BUY COMPANY INCCOMMON0865161013,687118,900SH DFND3,1118,90000
BEST BUY COMPANY INCCOMMON0865161011,17137,753SH DFND437,75300
BEST BUY COMPANY INCCOMMON0865161013,555114,653SH DFND5114,65300
BEST BUY COMPANY INCCOMMON08651610119,485628,332SH DFND6628,33200
BEST BUY COMPANY INCCOMMON0865161012397,700SH DFND77,70000
BEST BUY COMPANY INCCOMMON0865161012,83791,500SH DFND8,191,50000
BHP LTD-ADRCOMMON08860610827,205397,438SH DFND15397,43800
BIG 5 SPORTING GOODS CORPCOMMON08915P10161049,712SH DFND1549,71200
BIG LOTS INCCOMMON0893021031,03222,580SH DFND122,58000
BIG LOTS INCCOMMON089302103982,142SH DFND122,14200
BIG LOTS INCCOMMON0893021032,08045,505SH DFND1445,50500
BIG LOTS INCCOMMON0893021031,62035,441SH DFND1535,44100
BIG LOTS INCCOMMON0893021031783,900SH DFND3,13,90000
BIGLARI HOLDINGS INCCOMMON08986R1011433SH DFND13300
BIGLARI HOLDINGS INCCOMMON08986R1016,30714,911SH DFND1514,91100
BIO-RAD LABORATORIES -CL BCOMMON09057210815SH DFND12500
BIO-RAD LABORATORIES -CL BCOMMON0905721081191SH DFND159100
BIO RAD LABORATORIES CL ACOMMON09057220727226SH DFND1222600
BIO RAD LABORATORIES CL ACOMMON0905722072802,337SH DFND142,33700
BIO RAD LABORATORIES CL ACOMMON0905722078356,976SH DFND156,97600
BIO-REFERENCE LABS INCCOMMON09057G60285128,176SH DFND1428,17600
BIO-REFERENCE LABS INCCOMMON09057G6022,26775,028SH DFND1575,02800
BIODELIVERY SCIENCES INTERNATICOMMON09060J1061,855153,652SH DFND15153,65200
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10124,425392,621SH DFND1392,62100
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015298,500SH DFND118,50000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1015,57589,623SH DFND12,10089,623
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10164210,318SH DFND1510,31800
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE110,60210,250,000SH DFND110,250,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF88,7208,280,000SH DFND18,280,00000
BIOGEN IDEC INCCOMMON09062X103308,583978,666SH DFND1978,66600
BIOGEN IDEC INCCOMMON09062X1034,22113,386SH DFND1113,38600
BIOGEN IDEC INCCOMMON09062X10318,18957,686SH DFND1257,68600
BIOGEN IDEC INCCOMMON09062X10315,00347,582SH DFND12,15,955041,627
BIOGEN IDEC INCCOMMON09062X1032,8258,961SH DFND148,96100
BIOGEN IDEC INCCOMMON09062X103851,5832,700,780SH DFND152,700,78000
BIOGEN IDEC INCCOMMON09062X1032785SH DFND2,158500
BIOGEN IDEC INCCOMMON09062X1038262,621SH DFND42,62100
BIOGEN IDEC INCCOMMON09062X1032,7438,700SH DFND58,70000
BIOGEN IDEC INCCOMMON09062X1031,5775,000SH DFND65,00000
BIOGEN IDEC INCCOMMON09062X1031,1673,700SH DFND73,70000
BIOMED REALTY TRUST INCCOMMON09063H107135,6656,214,633SH DFND1330,80005,883,833
BIOMED REALTY TRUST INCCOMMON09063H107462,120SH DFND122,12000
BIOMED REALTY TRUST INCCOMMON09063H1071,18954,475SH DFND1554,47500
BIOMED REALTY TRUST INCCOMMON09063H10755025,210SH DFND15,125,21000
BIOMED REALTY TRUST INCCOMMON09063H1071095,000SH DFND4,15,00000
BIOMED REALTY LP CVT 3.75 01-1CONVERT09064AAB76,4035,000,000SH DFND1005,000,000
BIOTELEMETRY INCCOMMON09067210610915,241SH DFND1515,24100
BIOSCRIP INCCOMMON09069N10873588,128SH DFND1588,12800
BIOSPECIFICS TECHNOLOGIES CORPCOMMON090931106883,250SH DFND13,25000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061114,100SH DFND3,14,10000
BITAUTO HOLDINGS LTD ADRCOMMON0917271073,45070,842SH DFND1570,84200
BJ'S RESTAURANTS INCCOMMON09180C1061,72049,266SH DFND1549,26600
BLACK BOX CORPORATIONCOMMON09182610737516,010SH DFND12,610013,400
BLACK BOX CORPORATIONCOMMON0918261071,54866,051SH DFND1566,05100
BLACK BOX CORPORATIONCOMMON0918261071205,100SH DFND3,15,10000
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,622184,545SH DFND14184,54500
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411041,948137,053SH DFND15137,05300
BLACK DIAMOND INCCOMMON09202G10115814,124SH DFND1514,12400
BLACK HILLS CORPCOMMON09211310940645SH DFND1264500
BLACK HILLS CORPCOMMON0921131095769,376SH DFND149,37600
BLACK HILLS CORPCOMMON0921131091,82529,722SH DFND1529,72200
BLACKBAUD INCCOMMON09227Q1003,968111,023SH DFND15111,02300
BLACKBERRY LTDCOMMON09228F10331230,364SH DFND1130,36400
BLACKBERRY LTDCOMMON09228F103191,898SH DFND121,89800
BLACKBERRY LTDCOMMON09228F10398595,973SH DFND1595,97300
BLACKBERRY LTDCOMMON09228F1031,257122,461SH DFND2,1122,46100
BLACKBERRY LTDCOMMON09228F10323022,400SH DFND522,40000
BLACKBERRY LTDCOMMON09228F1031,877183,252SH DFND2,15183,25200
BLACKBERRY LTDCOMMON09228F10319418,978SH DFND418,97800
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10414508SH DFND1550800
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E20345416,919SH DFND116,91900
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E203441,650SH DFND121,65000
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E203893,333SH DFND143,33300
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E20365624,429SH DFND1524,42900
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,244206,637SH DFND14206,63700
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,817259,428SH DFND15259,42800
BLACKROCK INS MUNI INCOME TR CCOMMON0924791042,376168,365PRN DFND14168,36500
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1053,309218,293SH DFND14218,29300
BLACKROCK INCOME TRUST CEFCOMMON09247F1002,520379,505PRN DFND14379,50500
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,416514,388PRN DFND15514,38800
BLACKROCK INCCOMMON09247X1019,37829,342SH DFND129,2220120
BLACKROCK INCCOMMON09247X1012,3977,500SH DFND117,50000
BLACKROCK INCCOMMON09247X1013921,228SH DFND121,22800
BLACKROCK INCCOMMON09247X10111,67236,521SH DFND1436,52100
BLACKROCK INCCOMMON09247X10114,65545,853SH DFND1545,85300
BLACKROCK INCCOMMON09247X1012681SH DFND2,158100
BLACKROCK INCCOMMON09247X1011,5664,900SH DFND54,90000
BLACKROCK INCCOMMON09247X1012,0776,500SH DFND66,50000
BLACKROCK INCCOMMON09247X1015431,700SH DFND71,70000
BLACKROCK UTILITY AND INFRAS CCOMMON09248D1041,55974,471SH DFND1474,47100
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E1021,11975,430SH DFND1475,43000
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1093,366245,315SH DFND14245,31500
BLACKROCK NEW YORK MUNI INC CECOMMON09248L1061,02973,164SH DFND1473,16400
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10953239,292SH DFND1439,29200
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1002,05594,701SH DFND1494,70100
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1008,689400,428SH DFND15400,42800
BLACKROCK CORE BOND TRUST CEFCOMMON09249E10186361,800PRN DFND1461,80000
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,787199,658PRN DFND15199,65800
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1044,777303,889SH DFND14303,88900
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10137425,745SH DFND1425,74500
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P10618913,496SH DFND1413,49600
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,22487,021SH DFND1487,02100
BLACKROCK NY INS MUN INC TR CECOMMON09249U10527320,682PRN DFND1420,68200
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,895745,822SH DFND14745,82200
BLACKROCK LTD DURATION INC CFCOMMON09249W1013,715214,864SH DFND15214,86400
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X1091,748107,311SH DFND14107,31100
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011059,511631,970SH DFND14631,97000
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011058,410558,789SH DFND15558,78900
BLACKROCK CREDIT ALLOCATION INCOMMON09250810016812,189SH DFND1412,18900
BLACKROCK CREDIT ALLOCATION INCOMMON09250810012,441904,833SH DFND15904,83300
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1036,283556,472SH DFND14556,47200
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U10110,563391,663SH DFND14391,66300
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1016,473239,997SH DFND15239,99700
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W10720548SH DFND1454800
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,22133,240SH DFND1533,24000
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,8621,175,467SH DFND141,175,46700
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10412,3271,469,190SH DFND151,469,19000
BLACKROCK INTERNATIONAL GROW CCOMMON0925241078,3131,008,832SH DFND141,008,83200
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,479786,264SH DFND15786,26400
BLACKROCK KELSO CAPITAL CORPCOMMON092533108283,068SH DFND123,06800
BLACKROCK KELSO CAPITAL CORPCOMMON09253310819020,869SH DFND1420,86900
BLACKROCK KELSO CAPITAL CORPCOMMON0925331083,507384,920SH DFND15384,92000
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10470743,557SH DFND1443,55700
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10991159,881SH DFND1459,88100
BLACKROCK MUNIVEST FUND CEFCOMMON09253R10517517,761SH DFND1417,76100
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T10120312,990SH DFND1412,99000
BLACKSTONE GROUP LP-THECOMMON09253U1082728,134SH DFND128,13400
BLACKSTONE GROUP LP-THECOMMON09253U1081,16134,724SH DFND1434,72400
BLACKSTONE GROUP LP-THECOMMON09253U1088,722260,835SH DFND15260,83500
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10471049,313SH DFND1449,31300
BLACKROCK MUNI INTERM DURATI CCOMMON09253X10217712,143SH DFND1412,14300
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1006,256559,539SH DFND14559,53900
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1097,246771,723SH DFND14771,72300
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1094,464475,373SH DFND15475,37300
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C1072,118159,874SH DFND14159,87400
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1034,427320,546PRN DFND14320,54600
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1005,870389,497SH DFND14389,49700
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1085,582436,451SH DFND14436,45100
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1072,004139,963SH DFND14139,96300
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1052,932194,023SH DFND14194,02300
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1032,252152,857SH DFND14152,85700
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1085,314382,844SH DFND14382,84400
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1044,417300,701SH DFND14300,70100
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,08378,644SH DFND1478,64400
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,16488,282SH DFND1488,28200
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F109191,357SH DFND141,35700
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10872850,966PRN DFND1450,96600
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K1081,01070,706PRN DFND1570,70600
BLACKROCK CORPORATE HY FD INCCOMMON09255P10710,256834,462SH DFND14834,46200
BLACKROCK CORPORATE HY FD INCCOMMON09255P10711,571941,534SH DFND15941,53400
BLACKROCK DEFINED OPPORTUNIT CCOMMON09255Q1051,765126,460SH DFND14126,46000
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1033,266796,707SH DFND14796,70700
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1035,6141,369,184SH DFND151,369,18400
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1001,04871,560SH DFND1471,56000
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1003,917267,353SH DFND15267,35300
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10916,6171,128,089SH DFND141,128,08900
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1094,700319,079SH DFND15319,07900
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1053,233180,495SH DFND14180,49500
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1083,703298,391SH DFND14298,39100
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1025,428306,164SH DFND14306,16400
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R10110,944615,853SH DFND14615,85300
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1015,829328,009SH DFND15328,00900
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10036912,712SH DFND1512,71200
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA815,92614,470,000SH DFND114,470,00000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1075,256284,119PRN DFND15284,11900
BLOCK H & R INCCOMMON0936711057,207215,006SH DFND1214,1060900
BLOCK H & R INCCOMMON09367110554616,279SH DFND1116,27900
BLOCK H & R INCCOMMON093671105922,758SH DFND122,75800
BLOCK H & R INCCOMMON0936711051,90556,837SH DFND1456,83700
BLOCK H & R INCCOMMON0936711054,571136,379SH DFND15136,37900
BLOCK H & R INCCOMMON09367110522646SH DFND2,1564600
BLOCK H & R INCCOMMON0936711051,08632,400SH DFND632,40000
BLOOMIN' BRANDS INCCOMMON0942351081,03946,332SH DFND1546,33200
BLOUNT INTERNATIONAL INCCOMMON09518010568448,445SH DFND1548,44500
BLUCORA INCCOMMON0952291002,790147,866SH DFND15147,86600
BLUE NILE INCCOMMON09578R10382229,358SH DFND1529,35800
BLUEBIRD BIO INCCOMMON09609G10067017,370SH DFND117,37000
BLUEBIRD BIO INCCOMMON09609G10059415,400SH DFND3,115,40000
BLYTH INCCOMMON09643P20752267,118SH DFND1567,11800
BOB EVANS FARMSCOMMON0967611014999,966SH DFND149,96600
BOB EVANS FARMSCOMMON0967611015,166103,222SH DFND15103,22200
BODY CENTRAL CORPCOMMON09689U1024652,450SH DFND1552,45000
BOEING COCOMMON09702310579,950628,389SH DFND1586,589041,800
BOEING COCOMMON09702310510,59883,300SH DFND1,50083,300
BOEING COCOMMON0970231052,13716,800SH DFND1,90016,800
BOEING COCOMMON0970231055,08539,969SH DFND1139,96900
BOEING COCOMMON0970231057986,271SH DFND126,27100
BOEING COCOMMON0970231055,62244,189SH DFND1444,18900
BOEING COCOMMON09702310522,970180,540SH DFND15180,54000
BOEING COCOMMON0970231054,00831,500SH DFND3,131,50000
BOEING COCOMMON0970231051,2259,629SH DFND49,62900
BOEING COCOMMON0970231053,27025,700SH DFND525,70000
BOEING COCOMMON0970231051,97215,500SH DFND615,50000
BOEING COCOMMON0970231056495,100SH DFND75,10000
BOEING COCOMMON0970231051,41211,100SH DFND8,111,10000
BOINGO WIRELESS INCCOMMON09739C10219428,349SH DFND1528,34900
BOISE CASCADE CO BCCCOMMON09739D1006,825238,320SH DFND15238,32000
BON-TON STORESCOMMON09776J10184782,175SH DFND1582,17500
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10747376,291SH DFND1576,29100
BONANZA CREEK ENERGY INCCOMMON0977931038,010140,054SH DFND15140,05400
TECHNOLOGY BSKT BOND EN TR 1.8CONVERT09787TAA437,98325,000,000SH DFND10025,000,000
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021062,945138,670SH DFND1138,67000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210679,5383,744,741SH DFND1,23,744,74100
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210628213,300SH DFND1,50013,300
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210626512,456SH DFND11,212,45600
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106472,235SH DFND122,23500
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021062,463115,966SH DFND15115,96600
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210618,412866,866SH DFND2866,86600
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210635516,700SH DFND3,116,70000
BORG WARNER INCCOMMON0997241066,23295,605SH DFND195,60500
BORG WARNER INCCOMMON09972410688013,500SH DFND1113,50000
BORG WARNER INCCOMMON099724106841,291SH DFND121,29100
BORG WARNER INCCOMMON0997241065,91390,704SH DFND1490,70400
BORG WARNER INCCOMMON09972410614,139216,896SH DFND15216,89600
BORG WARNER INCCOMMON09972410622345SH DFND2,1534500
BORG WARNER INCCOMMON0997241061,37421,084SH DFND421,08400
BORG WARNER INCCOMMON0997241064567,000SH DFND57,00000
BORG WARNER INCCOMMON0997241063265,000SH DFND75,00000
BOSTON BEER COMPANY INC CL ACOMMON1005571074,75321,266SH DFND1521,26600
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,600119,011SH DFND14119,01100
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,360175,606SH DFND15175,60600
BOSTON PROPERTIES INCCOMMON101121101774,9616,557,460SH DFND12,883,00903,674,451
BOSTON PROPERTIES INCCOMMON1011211011,0508,884SH DFND118,88400
BOSTON PROPERTIES INCCOMMON1011211012,55121,584SH DFND11,121,58400
BOSTON PROPERTIES INCCOMMON1011211011371,157SH DFND121,15700
BOSTON PROPERTIES INCCOMMON10112110110,55989,344SH DFND13,189,34400
BOSTON PROPERTIES INCCOMMON1011211017,46763,187SH DFND1463,18700
BOSTON PROPERTIES INCCOMMON1011211012,92624,762SH DFND1524,76200
BOSTON PROPERTIES INCCOMMON1011211012,11517,893SH DFND2,117,89300
BOSTON PROPERTIES INCCOMMON10112110117,401147,244SH DFND3,1147,24400
BOSTON PROPERTIES INCCOMMON1011211013,50629,665SH DFND6,129,66500
BOSTON SCIENTIFIC CORPCOMMON1011371077,850614,690SH DFND1612,29002,400
BOSTON SCIENTIFIC CORPCOMMON10113710798377,015SH DFND1177,01500
BOSTON SCIENTIFIC CORPCOMMON10113710720916,329SH DFND1216,32900
BOSTON SCIENTIFIC CORPCOMMON1011371071,562122,340SH DFND14122,34000
BOSTON SCIENTIFIC CORPCOMMON1011371073,868302,888SH DFND15302,88800
BOSTON SCIENTIFIC CORPCOMMON10113710779662,296SH DFND562,29600
BOSTON SCIENTIFIC CORPCOMMON10113710741032,100SH DFND732,10000
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810632,3601,081,563SH DFND1953,2560128,307
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881063,994133,501SH DFND15133,50100
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061956,503SH DFND2,16,50300
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881063,057102,159SH DFND6,1102,15900
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA46,4905,500,000SH DFND15,500,00000
BOULDER BRANDS INCCOMMON10140510841229,086SH DFND1529,08600
BOYD GAMING CORPCOMMON1033041011,372113,110SH DFND14113,11000
BOYD GAMING CORPCOMMON1033041012,506206,558SH DFND15206,55800
BRADY CORP- CL ACOMMON1046741061344,478SH DFND144,47800
BRADY CORP- CL ACOMMON10467410611,320378,968SH DFND15378,96800
BRANDYWINE REALTY TRUSTCOMMON1053682033,362215,500SH DFND1215,50000
BRANDYWINE REALTY TRUSTCOMMON105368203452,853SH DFND122,85300
BRANDYWINE REALTY TRUSTCOMMON1053682032,980191,014SH DFND15191,01400
BRANDYWINE REALTY TRUSTCOMMON10536820332120,574SH DFND15,120,57400
BRANDYWINE REALTY TRUSTCOMMON105368203452,900SH DFND4,12,90000
BRF - BRASIL FOODS SA-ADRCOMMON10552T10721,388879,807SH DFND1879,80700
BRF - BRASIL FOODS SA-ADRCOMMON10552T1071646,759SH DFND146,75900
BRF - BRASIL FOODS SA-ADRCOMMON10552T1073,712152,685SH DFND15152,68500
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,33295,911SH DFND2,195,91100
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10931520,156SH DFND1520,15600
BRIDGE CAPITAL HOLDINGSCOMMON1080301074163SH DFND1516300
BRIDGE BANCORP INCCOMMON1080351061747,258SH DFND157,25800
BRIDGEPOINT EDUCATION INCCOMMON10807M10525118,903SH DFND1518,90300
BRIGGS & STRATTONCOMMON10904310933,2881,627,000SH DFND11,627,00000
BRIGGS & STRATTONCOMMON10904310995946,875SH DFND1446,87500
BRIGGS & STRATTONCOMMON1090431092,583126,234SH DFND15126,23400
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941001,22828,594SH DFND1528,59400
BRIGHTCOVECOMMON10921T10125023,757SH DFND1523,75700
BRINKER INTERNATIONAL INCCOMMON10964110082,2641,690,931SH DFND11,690,93100
BRINKER INTERNATIONAL INCCOMMON10964110037764SH DFND1276400
BRINKER INTERNATIONAL INCCOMMON10964110057011,709SH DFND1411,70900
BRINKER INTERNATIONAL INCCOMMON10964110021,146434,649SH DFND15434,64900
THE BRINK'S COCOMMON109696104321,137SH DFND121,13700
THE BRINK'S COCOMMON1096961042,18577,421SH DFND1577,42100
BRISTOL-MYERS SQUIBB COCOMMON110122108565,99911,667,681SH DFND111,523,5160144,165
BRISTOL-MYERS SQUIBB COCOMMON1101221084519,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221084,53093,389SH DFND1193,38900
BRISTOL-MYERS SQUIBB COCOMMON11012210879916,476SH DFND1216,47600
BRISTOL-MYERS SQUIBB COCOMMON11012210810,484216,121SH DFND12,111,9680204,153
BRISTOL-MYERS SQUIBB COCOMMON1101221085,506113,496SH DFND14113,49600
BRISTOL-MYERS SQUIBB COCOMMON11012210871,3311,470,444SH DFND151,470,44400
BRISTOL-MYERS SQUIBB COCOMMON1101221082,99661,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON11012210892219,000SH DFND719,00000
BRISTOW GROUP INCCOMMON1103941034515,590SH DFND145,59000
BRISTOW GROUP INCCOMMON1103941036,62582,181SH DFND1582,18100
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,5841,250,000SH DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810767,159563,979SH DFND1563,97900
BRITISH AMERN TOB PLC ADRCOMMON11044810734,724291,602SH DFND14291,60200
BRITISH AMERN TOB PLC ADRCOMMON11044810727,632232,045SH DFND15232,04500
BRIXMOR PROPERTY GROUP INCCOMMON11120U105124,7875,437,352SH DFND14,615,6520821,700
BRIXMOR PROPERTY GROUP INCCOMMON11120U10575733,000SH DFND11,133,00000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1053,121136,000SH DFND13,1136,00000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10552422,815SH DFND1522,81500
BRIXMOR PROPERTY GROUP INCCOMMON11120U10569530,290SH DFND15,130,29000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10562927,400SH DFND2,127,40000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1055,203226,700SH DFND3,1226,70000
BRIXMOR PROPERTY GROUP INCCOMMON11120U105903,900SH DFND4,13,90000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,04745,600SH DFND6,145,60000
BROADCOM CORP CL ACOMMON111320107204,2365,502,036SH DFND15,276,0410225,995
BROADCOM CORP CL ACOMMON1113201071,14330,783SH DFND1130,78300
BROADCOM CORP CL ACOMMON1113201074,951133,371SH DFND12133,37100
BROADCOM CORP CL ACOMMON1113201077,559203,635SH DFND14203,63500
BROADCOM CORP CL ACOMMON111320107206,4815,562,524SH DFND155,562,52400
BROADCOM CORP CL ACOMMON11132010742411,412SH DFND511,41200
BROADSOFT INCCOMMON11133B4091525,767SH DFND155,76700
BROADRIDGE FINANCIAL SOLCOMMON11133T10354,1571,300,600SH DFND11,300,60000
BROADRIDGE FINANCIAL SOLCOMMON11133T103471,122SH DFND121,12200
BROADRIDGE FINANCIAL SOLCOMMON11133T10386020,650SH DFND1420,65000
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,81743,636SH DFND1543,63600
BROADWIND ENERGY INCCOMMON11161T20720523,340SH DFND123,34000
BROADWIND ENERGY INCCOMMON11161T2071,044119,004SH DFND15119,00400
BROADWIND ENERGY INCCOMMON11161T20716218,500SH DFND3,118,50000
BROCADE COMMUNICATIONS SYSCOMMON11162130618,3551,995,080SH DFND11,802,4800192,600
BROCADE COMMUNICATIONS SYSCOMMON1116213064,687509,500SH DFND1,511,3000498,200
BROCADE COMMUNICATIONS SYSCOMMON11162130638441,767SH DFND1241,76700
BROCADE COMMUNICATIONS SYSCOMMON11162130661166,390SH DFND1466,39000
BROCADE COMMUNICATIONS SYSCOMMON1116213062,571279,462SH DFND15279,46200
BROCADE COMMUNICATIONS SYSCOMMON1116213061,029111,900SH DFND3,1111,90000
BROCADE COMMUNICATIONS SYSCOMMON11162130639843,300SH DFND543,30000
BROCADE COMMUNICATIONS SYSCOMMON1116213066,358691,100SH DFND6691,10000
BROCADE COMMUNICATIONS SYSCOMMON1116213062,581280,500SH DFND7280,50000
BROCADE COMMUNICATIONS SYSCOMMON1116213061,778193,300SH DFND9193,30000
BROOKDALE SENIOR LIVING INCCOMMON112463104250,9467,526,877SH DFND17,204,6620322,215
BROOKDALE SENIOR LIVING INCCOMMON11246310442912,871SH DFND11,112,87100
BROOKDALE SENIOR LIVING INCCOMMON112463104269SH DFND126900
BROOKDALE SENIOR LIVING INCCOMMON1124631041,79253,748SH DFND13,153,74800
BROOKDALE SENIOR LIVING INCCOMMON1124631041,78053,376SH DFND1553,37600
BROOKDALE SENIOR LIVING INCCOMMON11246310436110,815SH DFND2,110,81500
BROOKDALE SENIOR LIVING INCCOMMON1124631042,98189,416SH DFND3,189,41600
BROOKDALE SENIOR LIVING INCCOMMON11246310460818,251SH DFND6,118,25100
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA270,99952,133,000SH DFND148,791,00003,342,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510439,455896,300SH DFND2896,30000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851042,81163,868SH DFND2,1563,86800
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,41031,962SH DFND1131,96200
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510428624SH DFND1262400
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851042,49556,563SH DFND1556,56300
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104259,5715,884,379SH DFND25,884,37900
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510426,738606,142SH DFND2,1606,14200
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851044199,500SH DFND79,50000
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582334817,344SH DFND2,117,34400
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582360730,283SH DFND2,1530,28300
BROOKFIELD GLOBAL LISTED INFRACOMMON11273Q1091,24449,658SH DFND1449,65800
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921062,719154,517SH DFND15154,51700
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,12684,433PRN DFND1484,43300
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,534100,643PRN DFND15100,64300
BROOKLINE BANCORP INCCOMMON11373M107161,709SH DFND11,70900
BROOKLINE BANCORP INCCOMMON11373M1072,757294,278SH DFND15294,27800
BROOKS AUTOMATION INCCOMMON11434010217,7641,649,400SH DFND11,649,40000
BROOKS AUTOMATION INCCOMMON1143401022,253209,190SH DFND15209,19000
BROWN & BROWN INCCOMMON115236101341,105SH DFND121,10500
BROWN & BROWN INCCOMMON11523610161419,995SH DFND1419,99500
BROWN & BROWN INCCOMMON1152361011,23040,040SH DFND1540,04000
BROWN-FORMAN CORP -CL ACOMMON11563710040436SH DFND1243600
BROWN-FORMAN CORP -CL ACOMMON1156371005886,371SH DFND156,37100
BROWN FORMAN CORP CL BCOMMON1156372096,27666,641SH DFND166,64100
BROWN FORMAN CORP CL BCOMMON1156372096857,275SH DFND117,27500
BROWN FORMAN CORP CL BCOMMON11563720992980SH DFND1298000
BROWN FORMAN CORP CL BCOMMON1156372095,56059,046SH DFND1459,04600
BROWN FORMAN CORP CL BCOMMON11563720934,516366,526SH DFND15366,52600
BROWN FORMAN CORP CL BCOMMON1156372097207,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361001,57354,994SH DFND1454,99400
BROWN SHOE COMPANY INCCOMMON1157361005,675198,374SH DFND15198,37400
BRUKER CORPCOMMON11679410815,091621,816SH DFND1621,81600
BRUKER CORPCOMMON11679410811,840487,842SH DFND15487,84200
BRUNSWICK CORPCOMMON117043109103,3912,454,090SH DFND12,454,09000
BRUNSWICK CORPCOMMON11704310993022,075SH DFND1422,07500
BRUNSWICK CORPCOMMON1170431091,76341,838SH DFND1541,83800
BRUNSWICK CORPCOMMON1170431095,696135,207SH DFND9,100135,207
BRYN MAWR BANK CORPCOMMON1176651092518,604SH DFND158,60400
B2GOLD CORPCOMMON11777Q2099432,240SH DFND2,1532,24000
B2GOLD CORPCOMMON11777Q20910,2523,513,118SH DFND1,23,513,11800
B2GOLD CORPCOMMON11777Q209332113,627SH DFND15113,62700
B2GOLD CORPCOMMON11777Q209921315,695SH DFND9315,69500
B2GOLD CORPCOMMON11777Q209921315,695SH DFND9,100315,695
BUCKEYE PARTNERS LPCOMMON1182301013,81545,928SH DFND1445,92800
BUCKEYE PARTNERS LPCOMMON1182301016277,545SH DFND157,54500
THE BUCKLE INCCOMMON1184401062214,975SH DFND144,97500
THE BUCKLE INCCOMMON1184401063,02968,292SH DFND1568,29200
BUFFALO WILD WINGS INCCOMMON1198481094062,450SH DFND12,45000
BUFFALO WILD WINGS INCCOMMON1198481095043,042SH DFND143,04200
BUFFALO WILD WINGS INCCOMMON11984810912,98878,378SH DFND1578,37800
BUILD-A-BEAR WORKSHOP INCCOMMON12007610415411,500SH DFND111,50000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610423617,641SH DFND1517,64100
BUILD-A-BEAR WORKSHOP INCCOMMON12007610419114,300SH DFND3,114,30000
BUILDERS FIRSTSOURCE INCCOMMON12008R10715620,799SH DFND1520,79900
BURGER KING WORLDWIDE INCCOMMON12122010714,853545,653SH DFND15545,65300
BURLINGTON STORES INCCOMMON1220171061,35042,388SH DFND1542,38800
C & F FINANCIAL CORPCOMMON12466Q10447013,070SH DFND113,07000
C & F FINANCIAL CORPCOMMON12466Q1041845,114SH DFND155,11400
C & F FINANCIAL CORPCOMMON12466Q1041223,400SH DFND3,13,40000
C&J ENERGY SERVICES INCCOMMON12467B3042387,039SH DFND147,03900
C&J ENERGY SERVICES INCCOMMON12467B3047,662226,818SH DFND15226,81800
CAE INCCOMMON12476510842532,393SH DFND132,39300
CAE INCCOMMON1247651089,542728,446SH DFND1728,44600
CAE INCCOMMON12476510820115,350SH DFND1115,35000
CAE INCCOMMON1247651082,262172,702SH DFND12172,70200
CAE INCCOMMON1247651081,12786,009SH DFND1586,00900
CAE INCCOMMON12476510825219,209SH DFND2,119,20900
CAE INCCOMMON1247651081088,243SH DFND3,18,24300
CAE INCCOMMON1247651083,872295,603SH DFND6295,60300
CAE INCCOMMON1247651081,965150,000SH DFND6,10150,0000
CAI INTERNATIONAL INCCOMMON12477X10623110,516SH DFND1510,51600
CBIZ INCCOMMON1248051021,586175,651SH DFND15175,65100
CBIZ INCCOMMON12480510227430,300SH DFND630,30000
CBL & ASSOCIATES PROPERTIESCOMMON124830100144,8527,623,814SH DFND1007,623,814
CBL & ASSOCIATES PROPERTIESCOMMON124830100472,464SH DFND122,46400
CBL & ASSOCIATES PROPERTIESCOMMON12483010024612,928SH DFND1412,92800
CBL & ASSOCIATES PROPERTIESCOMMON1248301003,930206,826SH DFND15206,82600
CBL & ASSOCIATES PROPERTIESCOMMON12483010042322,285SH DFND15,122,28500
CBS CORP CL ACOMMON124857103343SH DFND124300
CBS CORP CL ACOMMON12485710356904SH DFND1590400
CBS CORP- CLASS B NON VOTINGCOMMON12485720221,755350,098SH DFND1350,09800
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,94431,291SH DFND1131,29100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022774,451SH DFND124,45100
CBS CORP- CLASS B NON VOTINGCOMMON12485720290,6011,458,018SH DFND151,458,01800
CBS CORP- CLASS B NON VOTINGCOMMON12485720222352SH DFND2,1535200
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,42822,986SH DFND522,98600
CBS CORP- CLASS B NON VOTINGCOMMON1248572025418,700SH DFND78,70000
CBS CORP- CLASS B NON VOTINGCOMMON1248572027,085114,018SH DFND9,100114,018
CBOE HOLDINGS INCCOMMON12503M1081,13923,148SH DFND1423,14800
CBOE HOLDINGS INCCOMMON12503M1081,49530,387SH DFND1530,38700
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1005,207571,609SH DFND14571,60900
CBRE GROUP INCCOMMON12504L1096,229194,421SH DFND1194,42100
CBRE GROUP INCCOMMON12504L10953816,800SH DFND1116,80000
CBRE GROUP INCCOMMON12504L109772,409SH DFND122,40900
CBRE GROUP INCCOMMON12504L1092,93591,604SH DFND1591,60400
CBRE GROUP INCCOMMON12504L10960018,741SH DFND518,74100
CBRE GROUP INCCOMMON12504L1091,17636,700SH DFND636,70000
CDI CORPCOMMON12507110072150,040SH DFND1550,04000
CECO ENVIRONMENTAL CORPCOMMON12514110160038,458SH DFND1538,45800
CDW CORP/DECOMMON12514G10885,4422,680,099SH DFND12,680,09900
CDW CORP/DECOMMON12514G1082,39575,125SH DFND1575,12500
CF INDUSTRIES HOLDINGS INCCOMMON1252691006,80428,287SH DFND128,28700
CF INDUSTRIES HOLDINGS INCCOMMON1252691007703,200SH DFND113,20000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005482,277SH DFND122,27700
CF INDUSTRIES HOLDINGS INCCOMMON1252691002,53610,544SH DFND1410,54400
CF INDUSTRIES HOLDINGS INCCOMMON12526910030,891128,429SH DFND15128,42900
CF INDUSTRIES HOLDINGS INCCOMMON1252691009864,100SH DFND54,10000
CF INDUSTRIES HOLDINGS INCCOMMON1252691003,00712,500SH DFND612,50000
CF INDUSTRIES HOLDINGS INCCOMMON1252691003371,400SH DFND71,40000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20934,109534,705SH DFND1534,70500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095108,000SH DFND1,5008,000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095618,800SH DFND118,80000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,42438,004SH DFND1238,00400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20986313,523SH DFND1413,52300
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209120,9491,896,042SH DFND151,896,04200
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092493,900SH DFND73,90000
CIGNA CORPCOMMON125509109214,6252,333,641SH DFND12,242,763090,878
CIGNA CORPCOMMON1255091091,41615,399SH DFND1115,39900
CIGNA CORPCOMMON1255091093123,393SH DFND123,39300
CIGNA CORPCOMMON1255091095,05254,929SH DFND1454,92900
CIGNA CORPCOMMON12550910925,450276,724SH DFND15276,72400
CIGNA CORPCOMMON1255091098819,577SH DFND59,57700
CIM COMMERCIAL TRUST CORPCOMMON1255251051446,631SH DFND156,63100
CIT GROUP INCCOMMON125581801741,610SH DFND11,61000
CIT GROUP INCCOMMON12558180151711,300SH DFND1111,30000
CIT GROUP INCCOMMON1255818011172,550SH DFND122,55000
CIT GROUP INCCOMMON125581801491,062SH DFND141,06200
CIT GROUP INCCOMMON1255818011,97143,070SH DFND1543,07000
CIT GROUP INCCOMMON12558180145810,000SH DFND510,00000
CIT GROUP INCCOMMON12558180190119,700SH DFND619,70000
CLECO CORPORATIONCOMMON12561W10548817SH DFND1281700
CLECO CORPORATIONCOMMON12561W1058,561145,228SH DFND14145,22800
CLECO CORPORATIONCOMMON12561W1052,62844,572SH DFND1544,57200
CME GROUP INCCOMMON12572Q105191,0862,693,250SH DFND12,586,1970107,053
CME GROUP INCCOMMON12572Q1051,30818,440SH DFND1118,44000
CME GROUP INCCOMMON12572Q1053244,572SH DFND124,57200
CME GROUP INCCOMMON12572Q1054,31960,880SH DFND1460,88000
CME GROUP INCCOMMON12572Q1056,49791,572SH DFND1591,57200
CME GROUP INCCOMMON12572Q1056959,795SH DFND59,79500
CME GROUP INCCOMMON12572Q1053555,000SH DFND75,00000
CMS ENERGY CORPCOMMON12589610053,3961,714,146SH DFND11,714,14600
CMS ENERGY CORPCOMMON12589610049515,900SH DFND1115,90000
CMS ENERGY CORPCOMMON1258961001595,100SH DFND125,10000
CMS ENERGY CORPCOMMON1258961009,615308,670SH DFND14308,67000
CMS ENERGY CORPCOMMON12589610046,2831,485,814SH DFND151,485,81400
CMS ENERGY CORPCOMMON12589610042413,600SH DFND513,60000
CMS ENERGY CORPCOMMON1258961002909,300SH DFND79,30000
CSS INDUSTRIES INCCOMMON12590610750919,290SH DFND116,89002,400
CSS INDUSTRIES INCCOMMON12590610741815,833SH DFND1515,83300
CSS INDUSTRIES INCCOMMON1259061071696,400SH DFND3,16,40000
CPI AEROSTRUCTURES INCCOMMON12591930815011,832SH DFND1511,83200
CNA FINANCIAL CORPCOMMON1261171001,24030,682SH DFND1530,68200
CNB FINANCIAL CORP/PACOMMON1261281071619,585SH DFND159,58500
CNOOC LTD- ADRCOMMON12613210916,11089,855SH DFND189,85500
CNOOC LTD- ADRCOMMON12613210911,48864,074SH DFND1564,07400
CRA INTERNATIONAL INCCOMMON12618T10530513,213SH DFND1513,21300
CNO FINANCIAL GROUP INCCOMMON12621E10376,7964,314,388SH DFND14,314,38800
CNO FINANCIAL GROUP INCCOMMON12621E103744,137SH DFND124,13700
CNO FINANCIAL GROUP INCCOMMON12621E1031,59989,804SH DFND1489,80400
CNO FINANCIAL GROUP INCCOMMON12621E1034,392246,745SH DFND15246,74500
CRH PLC ADRCOMMON12626K2033,865149,514SH DFND1149,51400
CRH PLC ADRCOMMON12626K20333412,913SH DFND1512,91300
CSG SYSTEMS INTL INCCOMMON12634910935813,700SH DFND113,70000
CSG SYSTEMS INTL INCCOMMON1263491093,966151,914SH DFND15151,91400
CSG SYSTEMS INTL INCCOMMON12634910934713,300SH DFND3,113,30000
CSX CORPCOMMON126408103258,2008,380,403SH DFND18,043,8120336,591
CSX CORPCOMMON1264081031,79858,361SH DFND1158,36100
CSX CORPCOMMON12640810339112,681SH DFND1212,68100
CSX CORPCOMMON1264081037,364239,001SH DFND14239,00100
CSX CORPCOMMON1264081039,998324,508SH DFND15324,50800
CSX CORPCOMMON1264081031,27641,400SH DFND541,40000
CSX CORPCOMMON12640810349616,100SH DFND716,10000
CSR PLC ADRCOMMON12640Y20530730SH DFND1573000
CTC MEDIA INCCOMMON12642X1064,582416,130SH DFND1416,13000
CTC MEDIA INCCOMMON12642X1061,220110,800SH DFND1,500110,800
CTC MEDIA INCCOMMON12642X10669162,763SH DFND1562,76300
CST BRANDS INCCOMMON12646R10556616,400SH DFND116,40000
CST BRANDS INCCOMMON12646R1053048,800SH DFND1,5008,800
CST BRANDS INCCOMMON12646R1051313,809SH DFND123,80900
CST BRANDS INCCOMMON12646R105591,716SH DFND141,71600
CST BRANDS INCCOMMON12646R1052,09260,646SH DFND1560,64600
CTS CORPCOMMON1265011053,737199,854SH DFND15199,85400
CU BANCORPCOMMON1265341061588,276SH DFND158,27600
CVB FINANCIAL CORPCOMMON12660010528,2841,764,457SH DFND11,490,7270273,730
CVB FINANCIAL CORPCOMMON1266001053,599224,514SH DFND15224,51400
CVB FINANCIAL CORPCOMMON12660010523114,438SH DFND2,114,43800
CVB FINANCIAL CORPCOMMON1266001053,503218,505SH DFND6,1218,50500
CVR ENERGY INCCOMMON12662P1083,22466,900SH DFND166,90000
CVR ENERGY INCCOMMON12662P1085,211108,127SH DFND15108,12700
CVR PARTNERS LPCOMMON12663310676140,694SH DFND1440,69400
CVR REFINING LPCOMMON12663P1073,676146,993SH DFND15146,99300
CVS/CAREMARK CORPCOMMON126650100501,6576,655,922SH DFND16,614,177041,745
CVS/CAREMARK CORPCOMMON1266501004,36457,900SH DFND1,50057,900
CVS/CAREMARK CORPCOMMON1266501005,04066,876SH DFND1166,87600
CVS/CAREMARK CORPCOMMON1266501001,30217,272SH DFND1217,27200
CVS/CAREMARK CORPCOMMON1266501004,48059,435SH DFND12,10059,435
CVS/CAREMARK CORPCOMMON1266501004,53460,158SH DFND1460,15800
CVS/CAREMARK CORPCOMMON12665010079,4851,054,603SH DFND151,054,60300
CVS/CAREMARK CORPCOMMON1266501003,96352,583SH DFND552,58300
CVS/CAREMARK CORPCOMMON1266501004,11554,600SH DFND654,60000
CVS/CAREMARK CORPCOMMON1266501001,10814,700SH DFND714,70000
CYS INVESTEMENTS INCCOMMON12673A1081,882208,600SH DFND1208,60000
CYS INVESTEMENTS INCCOMMON12673A108434,774SH DFND124,77400
CYS INVESTEMENTS INCCOMMON12673A1082,097232,494SH DFND14232,49400
CYS INVESTEMENTS INCCOMMON12673A1081,103122,267SH DFND15122,26700
CA INCCOMMON12673P10521,713755,507SH DFND1719,857025,050
CA INCCOMMON12673P10550017,400SH DFND1,1217,40000
CA INCCOMMON12673P1051,31145,600SH DFND1,55,600040,000
CA INCCOMMON12673P1052739,500SH DFND1,9009,500
CA INCCOMMON12673P10555619,361SH DFND1119,36100
CA INCCOMMON12673P1053,170110,283SH DFND12110,28300
CA INCCOMMON12673P1053,255113,254SH DFND14113,25400
CA INCCOMMON12673P105133,5754,647,713SH DFND154,647,71300
CA INCCOMMON12673P10551718,000SH DFND3,118,00000
CA INCCOMMON12673P1051,39548,548SH DFND548,54800
CA INCCOMMON12673P10515,962555,400SH DFND6555,40000
CA INCCOMMON12673P1053,512122,200SH DFND7122,20000
CA INCCOMMON12673P10544315,400SH DFND8,115,40000
CA INCCOMMON12673P1052,65692,400SH DFND992,40000
CABELAS INC- CL ACOMMON12680430128441SH DFND1244100
CABELAS INC- CL ACOMMON12680430162810,057SH DFND1410,05700
CABELAS INC- CL ACOMMON1268043014677,489SH DFND157,48900
CABLEVISION SYSTEMS CL ACOMMON12686C10914,187803,794SH DFND1780,444017,450
CABLEVISION SYSTEMS CL ACOMMON12686C1093,274185,500SH DFND1,500185,500
CABLEVISION SYSTEMS CL ACOMMON12686C1091186,700SH DFND1,9006,700
CABLEVISION SYSTEMS CL ACOMMON12686C10919611,099SH DFND1111,09900
CABLEVISION SYSTEMS CL ACOMMON12686C1091005,694SH DFND125,69400
CABLEVISION SYSTEMS CL ACOMMON12686C1091,65293,623SH DFND1493,62300
CABLEVISION SYSTEMS CL ACOMMON12686C1096,176349,897SH DFND15349,89700
CABLEVISION SYSTEMS CL ACOMMON12686C10920711,700SH DFND3,111,70000
CABLEVISION SYSTEMS CL ACOMMON12686C1091045,900SH DFND55,90000
CABLEVISION SYSTEMS CL ACOMMON12686C10983147,100SH DFND8,147,10000
CABOT CORPCOMMON12705510148836SH DFND1283600
CABOT CORPCOMMON1270551012,25638,902SH DFND1438,90200
CABOT CORPCOMMON1270551012,83448,866SH DFND1548,86600
CABOT OIL & GAS CORP CL ACOMMON1270971036,118179,197SH DFND1179,19700
CABOT OIL & GAS CORP CL ACOMMON12709710316,217475,009SH DFND1,2475,00900
CABOT OIL & GAS CORP CL ACOMMON12709710383324,400SH DFND1124,40000
CABOT OIL & GAS CORP CL ACOMMON127097103381,102SH DFND121,10200
CABOT OIL & GAS CORP CL ACOMMON12709710369320,313SH DFND1420,31300
CABOT OIL & GAS CORP CL ACOMMON12709710399629,182SH DFND1529,18200
CABOT OIL & GAS CORP CL ACOMMON12709710345113,200SH DFND513,20000
CABOT OIL & GAS CORP CL ACOMMON1270971033189,300SH DFND79,30000
CABOT OIL & GAS CORP CL ACOMMON1270971032,75480,664SH DFND9,10080,664
CABOT MICROELECTRONICS CORPCOMMON12709P1033,66482,059SH DFND1582,05900
CACI INTERNATIONAL INC CL ACOMMON12719030427,277388,502SH DFND1327,911060,591
CACI INTERNATIONAL INC CL ACOMMON12719030437521SH DFND1252100
CACI INTERNATIONAL INC CL ACOMMON12719030497513,893SH DFND1413,89300
CACI INTERNATIONAL INC CL ACOMMON1271903045,33976,041SH DFND1576,04100
CACI INTERNATIONAL INC CL ACOMMON1271903042113,012SH DFND2,13,01200
CACI INTERNATIONAL INC CL ACOMMON1271903043,38048,142SH DFND6,148,14200
CADENCE DESIGN SYS INCCOMMON127387108278,36915,915,917SH DFND115,648,1790267,738
CADENCE DESIGN SYS INCCOMMON1273871081,773101,344SH DFND14101,34400
CADENCE DESIGN SYS INCCOMMON1273871081,71698,129SH DFND1598,12900
CADENCE DESIGN SYS INCCOMMON12738710821,4751,227,823SH DFND2,11,227,82300
CADENCE DESIGN SYS INCCOMMON1273871083,718212,561SH DFND6,1212,56100
CAESARS ENTERTAINMENT-IPOCOMMON127686103402,235SH DFND122,23500
CAESARS ENTERTAINMENT-IPOCOMMON12768610367537,313SH DFND1537,31300
CAL DIVE INTERNATIONAL INCCOMMON12802T101493373,365SH DFND15373,36500
CAL-MAINE FOODS INCCOMMON12803020289912,100SH DFND112,10000
CAL-MAINE FOODS INCCOMMON1280302024075,473SH DFND145,47300
CAL-MAINE FOODS INCCOMMON12803020212,465167,715SH DFND15167,71500
CAL-MAINE FOODS INCCOMMON1280302026398,600SH DFND3,18,60000
CAL-MAINE FOODS INCCOMMON1280302023644,900SH DFND64,90000
CALAMOS CONVERTIBLE OPP&INC CECOMMON12811710895367,936SH DFND1467,93600
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1072,688274,254SH DFND14274,25400
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1088,168551,875SH DFND14551,87500
CALAMOS ASSET MANAGEMENT-ACOMMON12811R1041,10782,662SH DFND1582,66200
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251011,774147,705SH DFND14147,70500
CALAMP CORPCOMMON1281261092,601120,077SH DFND15120,07700
CALAVO GROWERS INCCOMMON1282461051,17234,640SH DFND1534,64000
CALGON CARBON CORPCOMMON12960310614627SH DFND162700
CALGON CARBON CORPCOMMON12960310696143,016SH DFND1443,01600
CALGON CARBON CORPCOMMON12960310627,9891,253,440SH DFND151,253,44000
CALIFORNIA WATER SERVICE GRPCOMMON13078810227211,248SH DFND1411,24800
CALIFORNIA WATER SERVICE GRPCOMMON13078810217,547725,094SH DFND15725,09400
CALIX INCCOMMON13100M50927433,532SH DFND1533,53200
CALLAWAY GOLF COMPANYCOMMON13119310444,7175,374,600SH DFND15,374,60000
CALLAWAY GOLF COMPANYCOMMON1311931041,248150,037SH DFND15150,03700
CALLAWAY GOLF CO (ELY) CVT 3.7CONVERT131193AC81,2281,000,000SH DFND11,000,00000
CALLON PETROLEUM CORPCOMMON13123X10276565,700SH DFND10065,700
CALLON PETROLEUM CORPCOMMON13123X1022,816241,734SH DFND15241,73400
CALPINE CORP-W/ICOMMON13134730449020,600SH DFND1120,60000
CALPINE CORP-W/ICOMMON1313473041616,756SH DFND126,75600
CALPINE CORP-W/ICOMMON1313473045,543232,800SH DFND14232,80000
CALPINE CORP-W/ICOMMON13134730424,6141,033,768SH DFND151,033,76800
CALPINE CORP-W/ICOMMON13134730433614,100SH DFND514,10000
CAMBREX CORPCOMMON1320111073,754181,375SH DFND15181,37500
CAMDEN NATIONAL CORPCOMMON1330341083709,538SH DFND159,53800
CAMDEN PROPERTY TRUSTCOMMON133131102154,9072,177,189SH DFND1002,177,189
CAMDEN PROPERTY TRUSTCOMMON1331311023565,000SH DFND115,00000
CAMDEN PROPERTY TRUSTCOMMON13313110265918SH DFND1291800
CAMDEN PROPERTY TRUSTCOMMON1331311021,12415,793SH DFND1515,79300
CAMDEN PROPERTY TRUSTCOMMON1331311024286,015SH DFND15,16,01500
CAMECO CORPCOMMON13321L10891246,495SH DFND1546,49500
CAMECO CORPCOMMON13321L10849425,169SH DFND2,1525,16900
CAMECO CORPCOMMON13321L10846323,554SH DFND1123,55400
CAMECO CORPCOMMON13321L1087353SH DFND1235300
CAMECO CORPCOMMON13321L10825913,192SH DFND1513,19200
CAMECO CORPCOMMON13321L10832416,481SH DFND2,116,48100
CAMECO CORPCOMMON13321L10824912,700SH DFND512,70000
CAMERON INTERNATIONAL CORPCOMMON13342B105204,2333,016,295SH DFND13,016,29500
CAMERON INTERNATIONAL CORPCOMMON13342B10534,280506,272SH DFND1,2506,27200
CAMERON INTERNATIONAL CORPCOMMON13342B10584912,542SH DFND1112,54200
CAMERON INTERNATIONAL CORPCOMMON13342B1051652,435SH DFND122,43500
CAMERON INTERNATIONAL CORPCOMMON13342B1052,83741,906SH DFND1441,90600
CAMERON INTERNATIONAL CORPCOMMON13342B10511,185165,189SH DFND15165,18900
CAMERON INTERNATIONAL CORPCOMMON13342B1051,18217,454SH DFND2,117,45400
CAMERON INTERNATIONAL CORPCOMMON13342B1056229,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B1053114,600SH DFND74,60000
CAMERON INTERNATIONAL CORPCOMMON13342B1055,82185,973SH DFND9,10085,973
CAMPBELL SOUP COCOMMON134429109246,2805,376,124SH DFND15,376,12400
CAMPBELL SOUP COCOMMON13442910955612,135SH DFND1112,13500
CAMPBELL SOUP COCOMMON1344291091022,218SH DFND122,21800
CAMPBELL SOUP COCOMMON13442910990719,794SH DFND1419,79400
CAMPBELL SOUP COCOMMON1344291093,49276,225SH DFND1576,22500
CAMPBELL SOUP COCOMMON1344291093627,908SH DFND57,90800
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10535841,383SH DFND1541,38300
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,05311,570SH DFND1411,57000
CAN IMPERIAL BK OF COMMERCECOMMON1360691015,03555,338SH DFND2,1555,33800
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,05222,522SH DFND1122,52200
CAN IMPERIAL BK OF COMMERCECOMMON13606910140444SH DFND1244400
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,60839,600SH DFND1539,60000
CAN IMPERIAL BK OF COMMERCECOMMON13606910114,043154,124SH DFND2,1154,12400
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,89542,749SH DFND542,74900
CAN IMPERIAL BK OF COMMERCECOMMON1360691014,09944,988SH DFND644,98800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011551,700SH DFND71,70000
CANADIAN IMPERIAL BANK OF COMMCONVERT13606956480833,749SH DFND2,133,74900
CANADIAN IMPERIAL BANK OF COMMCONVERT1360695641,47461,595SH DFND2,1561,59500
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT13606959873830,846SH DFND2,130,84600
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT1360695981,33655,863SH DFND2,1555,86300
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT13606961461625,705SH DFND2,125,70500
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT1360696141,12146,804SH DFND2,1546,80400
CANADIAN NATL RAILWAY COCOMMON13637510237,833581,872SH DFND1581,87200
CANADIAN NATL RAILWAY COCOMMON13637510225,581393,427SH DFND14393,42700
CANADIAN NATL RAILWAY COCOMMON13637510210,048154,532SH DFND15154,53200
CANADIAN NATL RAILWAY COCOMMON1363751022,42237,246SH DFND2,1537,24600
CANADIAN NATL RAILWAY COCOMMON136375102151,1772,321,465SH DFND12,321,46500
CANADIAN NATL RAILWAY COCOMMON1363751023,05346,884SH DFND1146,88400
CANADIAN NATL RAILWAY COCOMMON13637510223358SH DFND1235800
CANADIAN NATL RAILWAY COCOMMON1363751029,316143,056SH DFND15143,05600
CANADIAN NATL RAILWAY COCOMMON13637510239,802611,195SH DFND2,1611,19500
CANADIAN NATL RAILWAY COCOMMON1363751023,90159,900SH DFND559,90000
CANADIAN NATL RAILWAY COCOMMON1363751024,50669,200SH DFND669,20000
CANADIAN NATL RAILWAY COCOMMON13637510275511,600SH DFND711,60000
CANADIAN NATURAL RESOURCESCOMMON13638510130,369661,494SH DFND1615,194029,700
CANADIAN NATURAL RESOURCESCOMMON1363851013,00765,500SH DFND1,50065,500
CANADIAN NATURAL RESOURCESCOMMON13638510180817,600SH DFND1,90017,600
CANADIAN NATURAL RESOURCESCOMMON13638510111,881258,799SH DFND15258,79900
CANADIAN NATURAL RESOURCESCOMMON1363851013,50176,248SH DFND2,1576,24800
CANADIAN NATURAL RESOURCESCOMMON1363851011,50132,700SH DFND3,132,70000
CANADIAN NATURAL RESOURCESCOMMON13638510176216,600SH DFND516,60000
CANADIAN NATURAL RESOURCESCOMMON13638510160613,200SH DFND8,113,20000
CANADIAN NATURAL RESOURCESCOMMON136385101366,7497,971,541SH DFND17,665,1220306,419
CANADIAN NATURAL RESOURCESCOMMON13638510157,8391,257,179SH DFND1,21,257,17900
CANADIAN NATURAL RESOURCESCOMMON136385101781,700SH DFND1,51,70000
CANADIAN NATURAL RESOURCESCOMMON1363851012,82161,320SH DFND1161,32000
CANADIAN NATURAL RESOURCESCOMMON1363851011,44031,306SH DFND11,231,30600
CANADIAN NATURAL RESOURCESCOMMON13638510137803SH DFND1280300
CANADIAN NATURAL RESOURCESCOMMON1363851011,84340,057SH DFND1540,05700
CANADIAN NATURAL RESOURCESCOMMON136385101372,9958,107,303SH DFND28,070,403036,900
CANADIAN NATURAL RESOURCESCOMMON13638510123,015500,255SH DFND2,1500,25500
CANADIAN NATURAL RESOURCESCOMMON1363851011,82339,622SH DFND539,62200
CANADIAN NATURAL RESOURCESCOMMON1363851011,75738,200SH DFND638,20000
CANADIAN NATURAL RESOURCESCOMMON13638510172215,700SH DFND715,70000
CANADIAN NATURAL RESOURCESCOMMON1363851019,822213,492SH DFND9,100213,492
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T100103,874573,447SH DFND1573,44700
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10032,343178,550SH DFND14178,55000
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1005,72831,620SH DFND1531,62000
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1008834,875SH DFND2,154,87500
CP RAILWAY LIMITEDCOMMON13645T1001,7879,850SH DFND119,85000
CP RAILWAY LIMITEDCOMMON13645T1001477SH DFND127700
CP RAILWAY LIMITEDCOMMON13645T1006,03533,272SH DFND1533,27200
CP RAILWAY LIMITEDCOMMON13645T1005613,090SH DFND2,13,09000
CP RAILWAY LIMITEDCOMMON13645T1001,3637,512SH DFND57,51200
CP RAILWAY LIMITEDCOMMON13645T1005262,900SH DFND72,90000
CANADIAN SOLAR INCCOMMON1366351092056,546SH DFND126,54600
CANADIAN SOLAR INCCOMMON13663510911,344362,877SH DFND15362,87700
CANON INC- SP ADRCOMMON1380063092,69082,144SH DFND1482,14400
CANON INC- SP ADRCOMMON1380063091,24337,960SH DFND1537,96000
CANTEL MEDICAL CORPCOMMON1380981086,296171,924SH DFND15171,92400
CAPELLA EDUCATION COCOMMON13959410538700SH DFND100700
CAPELLA EDUCATION COCOMMON13959410564511,865SH DFND1411,86500
CAPELLA EDUCATION COCOMMON1395941051,07219,713SH DFND1519,71300
CAPELLA EDUCATION COCOMMON13959410516300SH DFND3,130000
CAPITAL CITY BANK GROUP INCCOMMON13967410541728,703SH DFND1528,70300
CAPITAL BANK FINANCIAL CORPCOMMON13979410139816,845SH DFND1516,84500
CAPITAL ONE FINANCIAL CORPCOMMON14040H10555,290669,376SH DFND1647,826015,950
CAPITAL ONE FINANCIAL CORPCOMMON14040H10511,399138,000SH DFND1,500138,000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055376,500SH DFND1,9006,500
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,68032,440SH DFND1132,44000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1057779,405SH DFND129,40500
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,93471,842SH DFND1471,84200
CAPITAL ONE FINANCIAL CORPCOMMON14040H10536,444441,206SH DFND15441,20600
CAPITAL ONE FINANCIAL CORPCOMMON14040H10590010,900SH DFND3,110,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,41141,300SH DFND541,30000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,37840,900SH DFND640,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058189,900SH DFND79,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,31315,900SH DFND8,115,90000
CAPITAL SENIOR LIVING CORPCOMMON14047510412,060505,864SH DFND1505,86400
CAPITAL SENIOR LIVING CORPCOMMON14047510428812,085SH DFND1512,08500
CAPITAL SOUTHWEST CORPCOMMON14050110725696SH DFND1269600
CAPITAL SOUTHWEST CORPCOMMON1405011073,30191,677SH DFND1591,67700
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101504,144SH DFND124,14400
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J10191775,384SH DFND1575,38400
CAPSTONE TURBINE CORPCOMMON14067D1022214,758SH DFND1214,75800
CAPSTONE TURBINE CORPCOMMON14067D102944624,899SH DFND15624,89900
CAPSTEAD MTG CORPCOMMON14067E506141,079SH DFND11,07900
CAPSTEAD MTG CORPCOMMON14067E506342,555SH DFND122,55500
CAPSTEAD MTG CORPCOMMON14067E50612,291934,695SH DFND15934,69500
CAPSTEAD MTG CORPCOMMON14067E50623918,200SH DFND618,20000
CARBO CERAMICS INCCOMMON140781105100650SH DFND1465000
CARBO CERAMICS INCCOMMON1407811055,63936,587SH DFND1536,58700
CARBONITE INCCOMMON14133710523619,757SH DFND1519,75700
CARDINAL FINANCIAL CORPCOMMON14149F10993350,560SH DFND122,260028,300
CARDINAL FINANCIAL CORPCOMMON14149F10981744,250SH DFND1544,25000
CARDINAL FINANCIAL CORPCOMMON14149F10937720,400SH DFND3,120,40000
CARDINAL HEALTH INCCOMMON14149Y108250,8463,658,784SH DFND13,556,352077,032
CARDINAL HEALTH INCCOMMON14149Y10812,073176,100SH DFND1,58000175,300
CARDINAL HEALTH INCCOMMON14149Y1081,89227,600SH DFND1,90027,600
CARDINAL HEALTH INCCOMMON14149Y1081,35419,750SH DFND1119,75000
CARDINAL HEALTH INCCOMMON14149Y1086819,929SH DFND129,92900
CARDINAL HEALTH INCCOMMON14149Y1086,35292,650SH DFND12,10092,650
CARDINAL HEALTH INCCOMMON14149Y10858,874858,728SH DFND14858,72800
CARDINAL HEALTH INCCOMMON14149Y10823,436341,839SH DFND15341,83900
CARDINAL HEALTH INCCOMMON14149Y10872210,537SH DFND2,110,53700
CARDINAL HEALTH INCCOMMON14149Y1083,40149,600SH DFND3,149,60000
CARDINAL HEALTH INCCOMMON14149Y1081,11216,223SH DFND416,22300
CARDINAL HEALTH INCCOMMON14149Y1084,35263,484SH DFND563,48400
CARDINAL HEALTH INCCOMMON14149Y10819,389282,800SH DFND6282,80000
CARDINAL HEALTH INCCOMMON14149Y1084,48465,400SH DFND765,40000
CARDINAL HEALTH INCCOMMON14149Y1083,17446,300SH DFND8,146,30000
CARDINAL HEALTH INCCOMMON14149Y1083,55151,800SH DFND951,80000
CARDTRONICS INCCOMMON14161H1083,615106,068SH DFND15106,06800
CARDTRONICS INC(CATM) CVT 144ACONVERT14161HAF513,70615,000,000SH DFND115,000,00000
CAREER EDUCATION CORPCOMMON141665109204,320SH DFND14,32000
CAREER EDUCATION CORPCOMMON141665109204,326SH DFND124,32600
CAREER EDUCATION CORPCOMMON141665109832177,765SH DFND15177,76500
CAREER EDUCATION CORPCOMMON141665109153,200SH DFND3,13,20000
CAREFUSION CORPCOMMON14170T101117,0352,638,885SH DFND12,638,1850700
CAREFUSION CORPCOMMON14170T10154212,225SH DFND1112,22500
CAREFUSION CORPCOMMON14170T1011282,885SH DFND122,88500
CAREFUSION CORPCOMMON14170T10170815,971SH DFND1415,97100
CAREFUSION CORPCOMMON14170T1013,76284,823SH DFND1584,82300
CARETRUST REIT INCCOMMON14174T10757328,932SH DFND1528,93200
CARLISLE COS INCCOMMON14233910056,379650,882SH DFND1650,88200
CARLISLE COS INCCOMMON14233910051589SH DFND1258900
CARLISLE COS INCCOMMON1423391004254,904SH DFND144,90400
CARLISLE COS INCCOMMON1423391001,59318,387SH DFND1518,38700
CARLYLE GROUPCOMMON14309L1021333,924SH DFND123,92400
CARLYLE GROUPCOMMON14309L10216,718492,277SH DFND15492,27700
CARMAX INCCOMMON1431301027,050135,545SH DFND1135,54500
CARMAX INCCOMMON14313010269313,318SH DFND1113,31800
CARMAX INCCOMMON1431301021332,561SH DFND122,56100
CARMAX INCCOMMON1431301022,53348,694SH DFND1548,69400
CARMAX INCCOMMON14313010224,747475,806SH DFND2475,80600
CARMAX INCCOMMON1431301024218,100SH DFND58,10000
CARMAX INCCOMMON1431301022705,200SH DFND75,20000
CARMIKE CINEMAS INCCOMMON1434364003,43797,824SH DFND1597,82400
CARNIVAL CORPCOMMON143658300862,16922,899,588SH DFND122,537,9860361,602
CARNIVAL CORPCOMMON14365830084122,340SH DFND1122,34000
CARNIVAL CORPCOMMON1436583002727,235SH DFND127,23500
CARNIVAL CORPCOMMON1436583001,36636,293SH DFND1436,29300
CARNIVAL CORPCOMMON1436583004,515119,916SH DFND15119,91600
CARNIVAL CORPCOMMON14365830013,064346,992SH DFND2346,99200
CARNIVAL CORPCOMMON14365830064417,099SH DFND517,09900
CARNIVAL PLC-ADRCOMMON14365C1031433,755SH DFND153,75500
CARRIAGE SVCS INCCOMMON14390510718710,902SH DFND1510,90200
CARPENTER TECHNOLOGYCOMMON14428510339,158619,102SH DFND1619,10200
CARPENTER TECHNOLOGYCOMMON1442851033,77059,601SH DFND1559,60100
CARRIZO OIL & GAS INCCOMMON14457710317,923258,776SH DFND15258,77600
CARROLS RESTAURANT GROUP INCCOMMON14574X10428539,997SH DFND1539,99700
CARTERS INCCOMMON14622910929423SH DFND1242300
CARTERS INCCOMMON1462291095798,401SH DFND148,40100
CARTERS INCCOMMON1462291096,934100,588SH DFND15100,58800
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810430059,931SH DFND1559,93100
CASEY'S GENERAL STORES INCCOMMON14752810312168SH DFND116800
CASEY'S GENERAL STORES INCCOMMON14752810348684SH DFND1268400
CASEY'S GENERAL STORES INCCOMMON1475281034,42963,014SH DFND1563,01400
CASH AMERICA INTL INCCOMMON14754D1002,44855,107SH DFND1455,10700
CASH AMERICA INTL INCCOMMON14754D1002,51656,629SH DFND1556,62900
CASS INFORMATION SYSTEMS INCCOMMON14808P1092294,622SH DFND154,62200
CASTLE (A.M.) & COCOMMON14841110158653,122SH DFND1553,12200
CATAMARAN CORPCOMMON14888710254412,300SH DFND1112,30000
CATAMARAN CORPCOMMON1488871021984,467SH DFND154,46700
CATAMARAN CORPCOMMON1488871027,052159,485SH DFND2,1159,48500
CATAMARAN CORPCOMMON1488871023638,200SH DFND58,20000
CATAMARAN CORPCOMMON1488871022395,400SH DFND75,40000
CATAMARAN CORPCOMMON1488871022,19949,802SH DFND1249,80200
CATAMARAN CORPCOMMON1488871022716,129SH DFND146,12900
CATAMARAN CORPCOMMON14888710293,5102,117,530SH DFND152,117,53000
CATAMARAN CORPCOMMON1488871023768,519SH DFND2,158,51900
CATALYST PHARMACEUTICAL PARTNECOMMON14888U10117167,393SH DFND1567,39300
CATERPILLAR INCCOMMON149123101533,6244,910,499SH DFND14,715,5190176,880
CATERPILLAR INCCOMMON14912310115,822145,600SH DFND1,500145,600
CATERPILLAR INCCOMMON1491231011,94517,900SH DFND1,90017,900
CATERPILLAR INCCOMMON1491231013,92836,143SH DFND1136,14300
CATERPILLAR INCCOMMON1491231011,0029,219SH DFND129,21900
CATERPILLAR INCCOMMON1491231017,31967,347SH DFND1467,34700
CATERPILLAR INCCOMMON14912310138,381353,186SH DFND15353,18600
CATERPILLAR INCCOMMON1491231012,45622,600SH DFND3,122,60000
CATERPILLAR INCCOMMON1491231014,48441,258SH DFND541,25800
CATERPILLAR INCCOMMON1491231015,07546,700SH DFND646,70000
CATERPILLAR INCCOMMON1491231011961,800SH DFND71,80000
CATERPILLAR INCCOMMON1491231012,28221,000SH DFND8,121,00000
CATHAY GENERAL BANCORPCOMMON1491501042,39393,617SH DFND1593,61700
CATO CORP CL ACOMMON1492051062,64585,605SH DFND1585,60500
CAVCO INDUSTRIES INCCOMMON1495681074625,414SH DFND155,41400
CAVIUM INCCOMMON14964U10882,3611,658,498SH DFND11,658,49800
CAVIUM INCCOMMON14964U1081,18523,869SH DFND1523,86900
CBEYOND INCCOMMON1498471051,438144,509SH DFND15144,50900
CEDAR FAIR LPCOMMON1501851064,43683,864SH DFND1583,86400
CEDAR REALTY TRUST INCCOMMON150602209757121,050SH DFND1101,150019,900
CEDAR REALTY TRUST INCCOMMON150602209918146,874SH DFND15146,87400
CEDAR REALTY TRUST INCCOMMON150602209630100,800SH DFND3,1100,80000
CELADON GROUP INCCOMMON15083810027,0861,270,461SH DFND11,071,9340198,527
CELADON GROUP INCCOMMON15083810040519,007SH DFND1519,00700
CELADON GROUP INCCOMMON1508381002129,923SH DFND2,19,92300
CELADON GROUP INCCOMMON1508381003,289154,271SH DFND6,1154,27100
CELANESE CORP-SERIES ACOMMON1508701036049,400SH DFND119,40000
CELANESE CORP-SERIES ACOMMON150870103991,543SH DFND121,54300
CELANESE CORP-SERIES ACOMMON1508701031582,460SH DFND142,46000
CELANESE CORP-SERIES ACOMMON1508701031,65525,741SH DFND1525,74100
CELANESE CORP-SERIES ACOMMON15087010319,588304,734SH DFND2304,73400
CELANESE CORP-SERIES ACOMMON15087010370610,984SH DFND510,98400
CELESTICA INCCOMMON15101Q10846536,999SH DFND2,1536,99900
CELESTICA INCCOMMON15101Q1087539SH DFND1253900
CELESTICA INCCOMMON15101Q10867253,387SH DFND1553,38700
CELESTICA INCCOMMON15101Q10843,5403,457,560SH DFND2,13,457,56000
CELGENE CORPCOMMON151020104565,2556,581,917SH DFND16,484,817070,400
CELGENE CORPCOMMON1510201042,06124,000SH DFND1,5400023,600
CELGENE CORPCOMMON1510201042,43028,300SH DFND1,90028,300
CELGENE CORPCOMMON1510201044124,800SH DFND104,80000
CELGENE CORPCOMMON1510201044,03246,950SH DFND1146,95000
CELGENE CORPCOMMON1510201045015,830SH DFND11,145805,372
CELGENE CORPCOMMON15102010416,716194,640SH DFND12194,64000
CELGENE CORPCOMMON15102010412,951150,808SH DFND12,121,5920129,216
CELGENE CORPCOMMON1510201044,64354,065SH DFND1454,06500
CELGENE CORPCOMMON151020104743,5848,658,403SH DFND158,658,40300
CELGENE CORPCOMMON15102010415,845184,505SH DFND2184,50500
CELGENE CORPCOMMON15102010486610,086SH DFND2,110,08600
CELGENE CORPCOMMON15102010425288SH DFND2,1528800
CELGENE CORPCOMMON1510201044,51752,600SH DFND3,152,60000
CELGENE CORPCOMMON1510201041,12913,146SH DFND413,14600
CELGENE CORPCOMMON1510201045,47163,700SH DFND563,70000
CELGENE CORPCOMMON1510201045,87468,400SH DFND668,40000
CELGENE CORPCOMMON15102010491010,600SH DFND710,60000
CELGENE CORPCOMMON1510201042,65430,900SH DFND8,130,90000
CELLDEX THERAPEUTICS INCCOMMON15117B1037,530461,382SH DFND1461,38200
CELLDEX THERAPEUTICS INCCOMMON15117B1031,53994,294SH DFND12,10094,294
CELLDEX THERAPEUTICS INCCOMMON15117B1031,63099,870SH DFND1599,87000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908894,909371,015SH DFND15371,01500
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088932,5102,457,260SH DFND62,457,26000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908891,354102,308SH DFND6,12102,30800
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088933125,012SH DFND925,01200
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908896,809514,696SH DFND9,100514,696
CEMEX SAB DE CVT 4.875 3-15CONVERT151290AV598,84778,959,000SH DFND171,204,00007,755,000
CEMEX SAB DE CV CVT3.25 3-16CONVERT151290BB823,08515,900,000SH DFND115,900,00000
CENTENE CORPCOMMON15135B1014546,000SH DFND16,00000
CENTENE CORPCOMMON15135B1012853,775SH DFND123,77500
CENTENE CORPCOMMON15135B1011,27116,807SH DFND1416,80700
CENTENE CORPCOMMON15135B10114,816195,948SH DFND15195,94800
CENOVUS ENERGY INCOMMON15135U109152,1804,688,583SH DFND14,688,58300
CENOVUS ENERGY INCOMMON15135U10956,4421,738,951SH DFND1,21,738,95100
CENOVUS ENERGY INCOMMON15135U1091,42243,822SH DFND1143,82200
CENOVUS ENERGY INCOMMON15135U10982125,302SH DFND11,225,30200
CENOVUS ENERGY INCOMMON15135U10928848SH DFND1284800
CENOVUS ENERGY INCOMMON15135U1092,57079,171SH DFND1579,17100
CENOVUS ENERGY INCOMMON15135U109192,8505,941,622SH DFND25,883,322058,300
CENOVUS ENERGY INCOMMON15135U10915,998492,891SH DFND2,1492,89100
CENOVUS ENERGY INCOMMON15135U10986826,747SH DFND526,74700
CENOVUS ENERGY INCOMMON15135U10937711,600SH DFND711,60000
CENOVUS ENERGY INCOMMON15135U1096,527201,108SH DFND9,100201,108
CENOVUS ENERGY INCCOMMON15135U10924,101744,548SH DFND1744,54800
CENOVUS ENERGY INCCOMMON15135U1092,54278,515SH DFND2,1578,51500
CENTER BANCORP INCCOMMON1514081011809,354SH DFND159,35400
CENTERPOINT ENERGY INCCOMMON15189T10759,9482,347,219SH DFND12,347,21900
CENTERPOINT ENERGY INCCOMMON15189T10761824,186SH DFND1124,18600
CENTERPOINT ENERGY INCCOMMON15189T1072208,619SH DFND128,61900
CENTERPOINT ENERGY INCCOMMON15189T1075,398211,354SH DFND14211,35400
CENTERPOINT ENERGY INCCOMMON15189T10744,9901,761,541SH DFND151,761,54100
CENTERPOINT ENERGY INCCOMMON15189T10729411,500SH DFND511,50000
CENTERPOINT ENERGY INC VQ 09-1CONVERT15189T20622,172400,000SH DFND100400,000
CENTERSTATE BANKS INCCOMMON15201P10937933,810SH DFND1533,81000
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207784268,589SH DFND15268,58900
CENTRAL GARDEN & PET COCOMMON15352710620923,000SH DFND1523,00000
CENTRAL GARDEN AND PET CO-ACOMMON1535272051,474160,267SH DFND15160,26700
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091648,270SH DFND18,27000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040939820,046SH DFND1520,04600
CENTRAL PACIFIC FINANCIAL COCOMMON154760409854,300SH DFND3,14,30000
CENTURY ALUMINUM COMPANYCOMMON1564311083,486222,310SH DFND1108,6100113,700
CENTURY ALUMINUM COMPANYCOMMON1564311084,391280,029SH DFND15280,02900
CENTURY ALUMINUM COMPANYCOMMON1564311081,12371,600SH DFND3,171,60000
CENTURY BANCORP INC CL ACOMMON1564321061223,440SH DFND13,44000
CENTURY BANCORP INC CL ACOMMON15643210610296SH DFND1529600
CENTURY BANCORP INC CL ACOMMON156432106992,800SH DFND3,12,80000
CENTURY BANCORP INC CL ACOMMON1564321061414,000SH DFND64,00000
CENTURY CASINOS INCCOMMON15649210012421,449SH DFND1521,44900
CENTURYLINK INCCOMMON15670010639,9291,103,000SH DFND11,092,20001,600
CENTURYLINK INCCOMMON1567001064,648128,400SH DFND1,500128,400
CENTURYLINK INCCOMMON1567001061,23234,031SH DFND1134,03100
CENTURYLINK INCCOMMON15670010664617,844SH DFND1217,84400
CENTURYLINK INCCOMMON15670010611,227310,133SH DFND14310,13300
CENTURYLINK INCCOMMON15670010649,0691,355,504SH DFND151,355,50400
CENTURYLINK INCCOMMON15670010698227,125SH DFND527,12500
CENTURYLINK INCCOMMON1567001063519,700SH DFND69,70000
CENTURYLINK INCCOMMON1567001063519,700SH DFND79,70000
CENTURYLINK INCCOMMON1567001061,24534,400SH DFND8,134,40000
CEPHEID INCCOMMON15670R1072735,700SH DFND155,70000
CEPHEID(CPHD) CVT 1.25 144A 02CONVERT15670RAB320,65020,000,000SH DFND120,000,00000
CENVEO INCCOMMON15670S105870234,605SH DFND15234,60500
CERNER CORPCOMMON1567821046,098118,232SH DFND1118,23200
CERNER CORPCOMMON15678210491817,800SH DFND1117,80000
CERNER CORPCOMMON1567821044,31283,603SH DFND1283,60300
CERNER CORPCOMMON1567821043,25963,181SH DFND1463,18100
CERNER CORPCOMMON156782104183,9643,566,574SH DFND153,566,57400
CERNER CORPCOMMON15678210418358SH DFND2,1535800
CERNER CORPCOMMON1567821044138,000SH DFND58,00000
CERNER CORPCOMMON1567821043096,000SH DFND76,00000
CEVA INCCOMMON15721010578653,195SH DFND1553,19500
CHAMBERS STREET PROPERTIESCOMMON1578421051,450180,292SH DFND15180,29200
CHANGYOU.COM LTDCOMMON15911M10787333,613SH DFND1533,61300
CHARLES RIVER LABORATORIESCOMMON15986410724,755462,536SH DFND1391,696070,840
CHARLES RIVER LABORATORIESCOMMON15986410755,0601,028,775SH DFND1,21,028,77500
CHARLES RIVER LABORATORIESCOMMON1598641071743,256SH DFND11,23,25600
CHARLES RIVER LABORATORIESCOMMON1598641071,61530,178SH DFND1530,17800
CHARLES RIVER LABORATORIESCOMMON1598641078,498158,789SH DFND2158,78900
CHARLES RIVER LABORATORIESCOMMON1598641072033,786SH DFND2,13,78600
CHARLES RIVER LABORATORIESCOMMON1598641073,05557,081SH DFND6,157,08100
CHARM COMMUNICATIONS INC ADRCOMMON16112R101419,013SH DFND2,19,01300
CHARM COMMUNICATIONS INC ADRCOMMON16112R1018619,215SH DFND2,419,21500
CHARM COMMUNICATIONS INC ADRCOMMON16112R1013,142698,163SH DFND6698,16300
CHARM COMMUNICATIONS INC ADRCOMMON16112R101833185,043SH DFND6,12185,04300
CHARM COMMUNICATIONS INC ADRCOMMON16112R101887197,056SH DFND6,4197,05600
CHART INDUSTRIES INCCOMMON16115Q3081,97223,841SH DFND1523,84100
CHART INDUSTRIES INC CVT 2.0 0CONVERT16115QAC416,76312,000,000SH DFND112,000,00000
CHARTER COMMUNICATIONS INCCOMMON16117M3056814,300SH DFND114,30000
CHARTER COMMUNICATIONS INCCOMMON16117M3054,27226,976SH DFND1226,97600
CHARTER COMMUNICATIONS INCCOMMON16117M305176,5271,114,581SH DFND151,114,58100
CHARTER COMMUNICATIONS INCCOMMON16117M3056814,300SH DFND54,30000
CHARTER FINANCIAL CORPCOMMON16122W10863256,900SH DFND129,200027,700
CHARTER FINANCIAL CORPCOMMON16122W10823621,269SH DFND1521,26900
CHARTER FINANCIAL CORPCOMMON16122W10823921,500SH DFND3,121,50000
CHASE CORPCOMMON16150R1045132SH DFND1513200
CHATHAM LODGING TRUSTCOMMON16208T10224711,286SH DFND1511,28600
CHECKPOINT SYSTEMS INCCOMMON1628251032,017144,169SH DFND15144,16900
CHEESECAKE FACTORY (THE)COMMON16307210139,075841,777SH DFND1841,77700
CHEESECAKE FACTORY (THE)COMMON1630721017,414159,712SH DFND15159,71200
CHEFS WAREHOUSE HOLDINGS LLCCOMMON1630861011718,646SH DFND158,64600
CHEMED CORPCOMMON16359R103110,3621,177,571SH DFND11,177,57100
CHEMED CORPCOMMON16359R1031,02510,936SH DFND1410,93600
CHEMED CORPCOMMON16359R1037,58680,944SH DFND1580,94400
CHEMICAL FINANCIAL CORPCOMMON16373110290932,355SH DFND1532,35500
CHEMTURA CORPCOMMON163893209351,337SH DFND121,33700
CHEMTURA CORPCOMMON16389320975628,946SH DFND1528,94600
CHENIERE ENERGY INCCOMMON16411R20893913,100SH DFND1113,10000
CHENIERE ENERGY INCCOMMON16411R20839,666553,221SH DFND15553,22100
CHENIERE ENERGY INCCOMMON16411R20881011,300SH DFND511,30000
CHERRY HILL MORTGAGE INVESTMENCOMMON16465110180239,984SH DFND1439,98400
CHESAPEAKE ENERGY CORPCOMMON16516710795,1003,059,848SH DFND12,835,4980162,650
CHESAPEAKE ENERGY CORPCOMMON16516710714,446464,800SH DFND1,56,9000457,900
CHESAPEAKE ENERGY CORPCOMMON1651671072,01164,700SH DFND1,90064,700
CHESAPEAKE ENERGY CORPCOMMON16516710795830,818SH DFND1130,81800
CHESAPEAKE ENERGY CORPCOMMON16516710739912,834SH DFND1212,83400
CHESAPEAKE ENERGY CORPCOMMON1651671072,89593,154SH DFND1493,15400
CHESAPEAKE ENERGY CORPCOMMON16516710733,5051,078,037SH DFND151,078,03700
CHESAPEAKE ENERGY CORPCOMMON1651671073,789121,900SH DFND3,1121,90000
CHESAPEAKE ENERGY CORPCOMMON1651671071,19238,362SH DFND438,36200
CHESAPEAKE ENERGY CORPCOMMON1651671072,53881,650SH DFND581,65000
CHESAPEAKE ENERGY CORPCOMMON1651671075,392173,500SH DFND6173,50000
CHESAPEAKE ENERGY CORPCOMMON16516710739812,800SH DFND712,80000
CHESAPEAKE ENERGY CORPCOMMON1651671073,385108,900SH DFND8,1108,90000
CHESAPEAKE ENERGY CORPCOMMON1651671566,396215,871SH DFND1215,87100
CHESAPEAKE ENERGY CORPCOMMON1651671561,53551,794SH DFND1551,79400
CHESAPEAKE ENERGY CORP CVP 144CONVERT16516777628,97922,640SH DFND122,64000
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW63,1803,000,000SH DFND1003,000,000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ918,53617,303,000SH DFND19,303,00008,000,000
CHESAPEAKE LODGING TRUSTCOMMON1652401022,02767,043SH DFND1567,04300
CHESAPEAKE UTILITIES CORPCOMMON1653031083975,570SH DFND15,57000
CHESAPEAKE UTILITIES CORPCOMMON1653031086959,748SH DFND159,74800
CHESAPEAKE UTILITIES CORPCOMMON1653031083004,200SH DFND3,14,20000
CHEVRON CORPCOMMON166764100512,3113,924,251SH DFND13,923,25101,000
CHEVRON CORPCOMMON16676410058,632449,114SH DFND1,2449,11400
CHEVRON CORPCOMMON1667641001,38410,599SH DFND1,50010,599
CHEVRON CORPCOMMON16676410015,519118,876SH DFND11118,87600
CHEVRON CORPCOMMON1667641006384,889SH DFND11,138104,508
CHEVRON CORPCOMMON1667641005,54442,468SH DFND1242,46800
CHEVRON CORPCOMMON166764100215,4281,650,154SH DFND141,650,15400
CHEVRON CORPCOMMON166764100193,7301,483,951SH DFND151,483,95100
CHEVRON CORPCOMMON1667641001,1368,700SH DFND48,70000
CHEVRON CORPCOMMON1667641008,35564,000SH DFND564,00000
CHEVRON CORPCOMMON16676410038,925298,159SH DFND6147,067151,0920
CHEVRON CORPCOMMON1667641001,60612,300SH DFND712,30000
CHEVRON CORPCOMMON1667641002601,994SH DFND8,11,99400
CHEVRON CORPCOMMON16676410013,181100,967SH DFND9100,96700
CHEVRON CORPCOMMON1667641009,95776,267SH DFND9,10076,267
CHICAGO BRIDGE & IRON CO NVCOMMON16725010944,836657,426SH DFND1657,42600
CHICAGO BRIDGE & IRON CO NVCOMMON1672501093965,800SH DFND115,80000
CHICAGO BRIDGE & IRON CO NVCOMMON16725010946671SH DFND1267100
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,10216,153SH DFND1416,15300
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,47721,663SH DFND1521,66300
CHICO'S FAS INCCOMMON168615102271,587SH DFND121,58700
CHICO'S FAS INCCOMMON1686151021,13066,622SH DFND1466,62200
CHICO'S FAS INCCOMMON16861510247427,951SH DFND1527,95100
CHILDREN'S PLACE INC/THECOMMON1689051074,45589,755SH DFND1589,75500
CHINA RECYCLING ENERGY CORPCOMMON168913101602341,918SH DFND15341,91800
CHIMERA INVESTMENT CORPCOMMON16934Q1091,612505,241SH DFND15505,24100
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105293,330SH DFND13,33000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10584296,836SH DFND1596,83600
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105172,000SH DFND3,12,00000
CHINA FINANCE ONLINE CO-ADRCOMMON1693791042,151515,740SH DFND15515,74000
CHINA EASTN AIRLS LTD ADRCOMMON16937R1041449,423SH DFND149,42300
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C106841,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1062,86964,506SH DFND1564,50600
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C106841,900SH DFND3,11,90000
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1066,049154,276SH DFND15154,27600
CHINA HOUSING & LAND DEVELOPCOMMON16939V10311462,769SH DFND1562,76900
CHINA SOUTHN AIRLS LTD ADRCOMMON1694091091036,899SH DFND146,89900
CHINA MOBILE LTD SP ADRCOMMON16941M10956111,545SH DFND111,54500
CHINA MOBILE LTD SP ADRCOMMON16941M1092,08142,800SH DFND1442,80000
CHINA MOBILE LTD SP ADRCOMMON16941M10955,3451,138,557SH DFND151,138,55700
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R108223SH DFND12300
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1082,47025,997SH DFND1425,99700
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R10858,633616,992SH DFND15616,99200
CHINA TELECOM CORP LTD - ADRCOMMON1694261031,73335,406SH DFND1435,40600
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,63853,884SH DFND1553,88400
CHINA GREEN AGRICULTURE INC CGCOMMON16943W10514766,725SH DFND1566,72500
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10489153,187SH DFND1553,18700
CHINA UNICOM LTD ADRCOMMON16945R10424515,958SH DFND1415,95800
CHINA UNICOM LTD ADRCOMMON16945R1043,247211,815SH DFND15211,81500
CHINDEX INTERNATIONAL INCCOMMON16946710717703SH DFND1570300
CHINA XD PLASTICS CO LTDCOMMON16948F10742550,600SH DFND150,60000
CHINA XD PLASTICS CO LTDCOMMON16948F1071,369163,127SH DFND15163,12700
CHINA XD PLASTICS CO LTDCOMMON16948F10740047,700SH DFND3,147,70000
CHINA LODGING GROUP LTD ADRCOMMON16949N1091,98479,054SH DFND1579,05400
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M10784954,286SH DFND1554,28600
CHINA MING YANG WIND POW-ADSCOMMON16951C1085,1351,497,027SH DFND151,497,02700
CHINA MOBILE GAMES ADRCOMMON16952T10059537,467SH DFND1537,46700
CHIPOTLE MEXICAN GRILL INCCOMMON1696561056,42810,848SH DFND110,84800
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0671,800SH DFND111,80000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561054271SH DFND127100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,2642,134SH DFND152,13400
CHIPOTLE MEXICAN GRILL INCCOMMON1696561058891,500SH DFND51,50000
CHIPOTLE MEXICAN GRILL INCCOMMON169656105356600SH DFND760000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561053,1205,265SH DFND9,1005,265
CHOICE HOTELS INTL INCCOMMON16990510631,320664,821SH DFND1664,82100
CHOICE HOTELS INTL INCCOMMON1699051061,31427,884SH DFND1527,88400
CHIQUITA BRANDS INTLCOMMON170032809272,521SH DFND122,52100
CHIQUITA BRANDS INTLCOMMON17003280971866,172SH DFND1566,17200
CHIQUITA BRANDS INTL CVT 4.25CONVERT170032AT38,4058,348,000SH DFND18,348,00000
CHRISTOPHER & BANKS CORPCOMMON1710461053,910446,314SH DFND15446,31400
CHUBB CORPCOMMON17123210131,128337,723SH DFND1334,48103,242
CHUBB CORPCOMMON1712321011,31114,223SH DFND1114,22300
CHUBB CORPCOMMON1712321014084,429SH DFND124,42900
CHUBB CORPCOMMON17123210149,879541,168SH DFND14541,16800
CHUBB CORPCOMMON17123210157,198620,575SH DFND15620,57500
CHUBB CORPCOMMON17123210194510,248SH DFND510,24800
CHUBB CORPCOMMON1712321013964,300SH DFND74,30000
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5021,00831,427SH DFND1431,42700
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5023,14197,983SH DFND1597,98300
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50241412,900SH DFND612,90000
CHURCH & DWIGHT CO INCCOMMON17134010215,665223,941SH DFND1223,94100
CHURCH & DWIGHT CO INCCOMMON1713401025608,000SH DFND118,00000
CHURCH & DWIGHT CO INCCOMMON17134010259848SH DFND1284800
CHURCH & DWIGHT CO INCCOMMON1713401024606,570SH DFND146,57000
CHURCH & DWIGHT CO INCCOMMON1713401024,19960,027SH DFND1560,02700
CHURCHILL DOWNS INCCOMMON1714841086357,044SH DFND157,04400
CHUY'S HOLDINGS INCCOMMON17160410113371SH DFND1537100
CIBER INCCOMMON17163B10234,2456,932,200SH DFND16,932,20000
CIBER INCCOMMON17163B1021,304263,944SH DFND15263,94400
CIENA CORPCOMMON171779309109,2785,045,145SH DFND15,045,14500
CIENA CORPCOMMON1717793091,41565,346SH DFND1565,34600
CIENA CORP 3.75 144A 10-18CONVERT171779AG6687500,000SH DFND100500,000
CIENA CORP CVT 4 12-15-20CONVERT171779AK767,85048,967,000SH DFND145,189,00003,778,000
CIMAREX ENERGY COCOMMON1717981016,70046,700SH DFND146,70000
CIMAREX ENERGY COCOMMON1717981017345,118SH DFND115,11800
CIMAREX ENERGY COCOMMON17179810185591SH DFND1259100
CIMAREX ENERGY COCOMMON17179810113,37093,196SH DFND1593,19600
CIMAREX ENERGY COCOMMON1717981017175,000SH DFND55,00000
CINCINNATI BELL INCCOMMON171871106348,726SH DFND128,72600
CINCINNATI BELL INCCOMMON1718711062,498635,726SH DFND15635,72600
CINCINNATI FINANCIAL CORPCOMMON1720621015,775120,202SH DFND1120,20200
CINCINNATI FINANCIAL CORPCOMMON1720621014449,238SH DFND119,23800
CINCINNATI FINANCIAL CORPCOMMON1720621011202,504SH DFND122,50400
CINCINNATI FINANCIAL CORPCOMMON1720621015,990124,692SH DFND14124,69200
CINCINNATI FINANCIAL CORPCOMMON17206210151,0771,063,227SH DFND151,063,22700
CINEDIGM CORPCOMMON17240610083,321SH DFND153,32100
CINEMARK HOLDINGS INCCOMMON17243V10273,5812,080,920SH DFND12,080,92000
CINEMARK HOLDINGS INCCOMMON17243V102561,592SH DFND121,59200
CINEMARK HOLDINGS INCCOMMON17243V1021,66847,167SH DFND1447,16700
CINEMARK HOLDINGS INCCOMMON17243V10297927,700SH DFND1527,70000
CIRCOR INTERNATIONAL INCCOMMON17273K1092,17328,174SH DFND1528,17400
CIRRUS LOGIC INCCOMMON1727551003,203140,853SH DFND14140,85300
CIRRUS LOGIC INCCOMMON1727551004,532199,286SH DFND15199,28600
CISCO SYSTEMS INCCOMMON17275R102638,13825,679,615SH DFND125,190,0660388,249
CISCO SYSTEMS INCCOMMON17275R10219,530785,900SH DFND1,54,3000781,600
CISCO SYSTEMS INCCOMMON17275R1022,634106,000SH DFND1,900106,000
CISCO SYSTEMS INCCOMMON17275R1023,703149,000SH DFND10149,00000
CISCO SYSTEMS INCCOMMON17275R1027,263292,286SH DFND11292,28600
CISCO SYSTEMS INCCOMMON17275R10231,8741,282,674SH DFND121,282,67400
CISCO SYSTEMS INCCOMMON17275R102108,8034,378,382SH DFND144,378,38200
CISCO SYSTEMS INCCOMMON17275R1021,348,13554,250,924SH DFND1554,250,92400
CISCO SYSTEMS INCCOMMON17275R102145,4895,854,688SH DFND25,854,68800
CISCO SYSTEMS INCCOMMON17275R1021,02041,034SH DFND2,141,03400
CISCO SYSTEMS INCCOMMON17275R1024,975200,200SH DFND3,1200,20000
CISCO SYSTEMS INCCOMMON17275R1027,885317,301SH DFND5317,30100
CISCO SYSTEMS INCCOMMON17275R10214,570586,300SH DFND6586,30000
CISCO SYSTEMS INCCOMMON17275R1021,37455,300SH DFND755,30000
CISCO SYSTEMS INCCOMMON17275R1024,635186,500SH DFND8,1186,50000
CINTAS CORPCOMMON1729081056,10996,148SH DFND195,0980150
CINTAS CORPCOMMON1729081054196,600SH DFND1,5006,600
CINTAS CORPCOMMON1729081053725,859SH DFND115,85900
CINTAS CORPCOMMON172908105641,011SH DFND121,01100
CINTAS CORPCOMMON1729081055,83691,846SH DFND1491,84600
CINTAS CORPCOMMON17290810546,773736,112SH DFND15736,11200
CINTAS CORPCOMMON17290810557900SH DFND590000
CITIZENS & NORTHERN CORPCOMMON17292210620810,680SH DFND110,68000
CITIZENS & NORTHERN CORPCOMMON17292210624312,446SH DFND1512,44600
CITIZENS & NORTHERN CORPCOMMON17292210626113,400SH DFND3,113,40000
CITIGROUP INC COMCOMMON1729674241,919,20840,747,521SH DFND139,618,60601,078,715
CITIGROUP INC COMCOMMON17296742417,267366,598SH DFND1,500366,598
CITIGROUP INC COMCOMMON1729674241,22526,013SH DFND1,626,01300
CITIGROUP INC COMCOMMON1729674242,58154,800SH DFND1,90054,800
CITIGROUP INC COMCOMMON1729674248,119172,382SH DFND11172,38200
CITIGROUP INC COMCOMMON1729674244,35092,364SH DFND1292,36400
CITIGROUP INC COMCOMMON1729674243,70978,739SH DFND1478,73900
CITIGROUP INC COMCOMMON17296742468,0221,444,196SH DFND151,444,19600
CITIGROUP INC COMCOMMON17296742420432SH DFND2,1543200
CITIGROUP INC COMCOMMON1729674244,795101,800SH DFND3,1101,80000
CITIGROUP INC COMCOMMON17296742410,772228,700SH DFND5228,70000
CITIGROUP INC COMCOMMON172967424148,3433,149,543SH DFND63,149,54300
CITIGROUP INC COMCOMMON1729674241,04622,200SH DFND722,20000
CITIGROUP INC COMCOMMON1729674244,42794,000SH DFND8,194,00000
CITI TRENDS INCCOMMON17306X10267731,525SH DFND1531,52500
CITIZENS INCCOMMON17474010025434,292SH DFND1534,29200
CITRIX SYSTEMS INCCOMMON177376100542,3328,670,372SH DFND18,537,1030133,269
CITRIX SYSTEMS INCCOMMON17737610066610,646SH DFND1110,64600
CITRIX SYSTEMS INCCOMMON1773761002,53640,540SH DFND1240,54000
CITRIX SYSTEMS INCCOMMON1773761002,16034,537SH DFND1434,53700
CITRIX SYSTEMS INCCOMMON177376100107,7261,722,241SH DFND151,722,24100
CITRIX SYSTEMS INCCOMMON17737610089014,224SH DFND2,114,22400
CITRIX SYSTEMS INCCOMMON1773761003175,073SH DFND55,07300
CITRIX SYSTEMS INCCOMMON1773761002814,500SH DFND74,50000
CITRIX SYSTEMS INC(CTXS)CVT144CONVERT177376AC481,75577,218,000SH DFND149,786,000027,432,000
CITY HOLDING COCOMMON17783510513289SH DFND128900
CITY HOLDING COCOMMON1778351055,281117,033SH DFND15117,03300
CITY NATIONAL CORPCOMMON17856610539515SH DFND1251500
CITY NATIONAL CORPCOMMON1785661051,61121,262SH DFND1521,26200
CIVEO CORPCOMMON178787107361,442SH DFND121,44200
CIVEO CORPCOMMON17878710751920,754SH DFND1420,75400
CIVEO CORPCOMMON17878710763125,203SH DFND1525,20300
CLARCOR INCCOMMON1798951073,04149,166SH DFND1549,16600
CLEAN HARBORS INCCOMMON18449610794,8091,475,626SH DFND11,475,62600
CLEAN HARBORS INCCOMMON18449610739608SH DFND1260800
CLEAN HARBORS INCCOMMON18449610773311,407SH DFND1411,40700
CLEAN HARBORS INCCOMMON18449610783012,911SH DFND1512,91100
CLEAN ENERGY FUELS CORPCOMMON1844991011,301111,003SH DFND15111,00300
CLEAR CHANNEL OUTDOOR CL ACOMMON18451C10969384,688SH DFND1584,68800
CLEARBRIDGE ENERGY MLP FUND CECOMMON1846921018,450283,071SH DFND14283,07100
CLEARBRIDGE ENERGY MLP OPPOR CCOMMON18469P10016,332643,003SH DFND14643,00300
CLEARBRIDGE ENERGY MLP TOTAL CCOMMON18469Q1087,842327,556SH DFND14327,55600
CLEARFIELD INCCOMMON18482P1031126,659SH DFND156,65900
CLEARONE INCCOMMON18506U104454,570SH DFND14,57000
CLEARONE INCCOMMON18506U10414614,837SH DFND1514,83700
CLEARONE INCCOMMON18506U104424,300SH DFND3,14,30000
CLEARWATER PAPER CORPCOMMON18538R1037,463120,913SH DFND15120,91300
CLIFFS NATURAL RESOURCES INCCOMMON18683K101956,290SH DFND126,29000
CLIFFS NATURAL RESOURCES INCCOMMON18683K1011,870124,260SH DFND14124,26000
CLIFFS NATURAL RESOURCES INCCOMMON18683K1011,543102,558SH DFND15102,55800
CLOROX COMPANYCOMMON1890541096,16667,466SH DFND167,46600
CLOROX COMPANYCOMMON1890541097027,678SH DFND117,67800
CLOROX COMPANYCOMMON1890541091301,418SH DFND121,41800
CLOROX COMPANYCOMMON18905410928,239308,959SH DFND14308,95900
CLOROX COMPANYCOMMON18905410960,982667,200SH DFND15667,20000
CLOROX COMPANYCOMMON1890541095255,741SH DFND55,74100
CLOROX COMPANYCOMMON1890541092652,900SH DFND72,90000
CLOUD PEAK ENERGY INCCOMMON18911Q102321,762SH DFND121,76200
CLOUD PEAK ENERGY INCCOMMON18911Q1022,594140,839SH DFND15140,83900
CLOUGH GLOBAL ALLOCATION FD CECOMMON18913Y1031,15674,612SH DFND1474,61200
CLOUGH GLOBAL EQUITY FUND CEFCOMMON18914C10029719,176SH DFND1419,17600
CLOUGH GLBL OPPORTUNITIES FD CCOMMON18914E1067,897607,425SH DFND14607,42500
CLOVIS ONCOLOGY INCCOMMON1894641005,913142,789SH DFND1142,78900
CLUBCORP HOLDINGS INCCOMMON18948M1084,865262,427SH DFND15262,42700
COACH INCCOMMON18975410498,6072,884,092SH DFND12,884,09200
COACH INCCOMMON18975410454916,068SH DFND1116,06800
COACH INCCOMMON189754104772,263SH DFND122,26300
COACH INCCOMMON1897541041,53244,805SH DFND1444,80500
COACH INCCOMMON1897541042,10661,609SH DFND1561,60900
COACH INCCOMMON1897541044,277125,090SH DFND2125,09000
COACH INCCOMMON18975410447213,816SH DFND513,81600
COACH INCCOMMON1897541041715,000SH DFND75,00000
CNINSURE INC-ADRCOMMON18976M10366396,706SH DFND1596,70600
COBALT INTERNATIONAL ENERGYCOMMON19075F10617,797969,845SH DFND1,2969,84500
COBALT INTERNATIONAL ENERGYCOMMON19075F10630516,600SH DFND1116,60000
COBALT INTERNATIONAL ENERGYCOMMON19075F1061,59787,027SH DFND1587,02700
COBALT INTERNATIONAL ENERGYCOMMON19075F1063,022164,696SH DFND9,100164,696
COBALT INTL ENERGY CIE CVT 2.6CONVERT19075FAA451,63055,967,000SH DFND150,732,00005,235,000
COBALT INTL ENERGY INC(CIE) CVCONVERT19075FAB227,85925,900,000SH DFND125,900,00000
COBIZ FINANCIAL INCCOMMON19089710826624,655SH DFND1524,65500
COCA-COLA BOTTLING CO CONSOLCOMMON1910981029,053122,882SH DFND15122,88200
COCA-COLA COMPANYCOMMON191216100209,0014,933,924SH DFND14,932,62401,300
COCA-COLA COMPANYCOMMON1912161009,557225,602SH DFND11225,60200
COCA-COLA COMPANYCOMMON1912161001,80242,537SH DFND1242,53700
COCA-COLA COMPANYCOMMON191216100105,5832,492,507SH DFND142,492,50700
COCA-COLA COMPANYCOMMON191216100120,8072,851,908SH DFND152,851,90800
COCA-COLA COMPANYCOMMON19121610023,258549,044SH DFND2549,04400
COCA-COLA COMPANYCOMMON1912161001864,400SH DFND44,40000
COCA-COLA COMPANYCOMMON1912161005,897139,200SH DFND5139,20000
COCA-COLA COMPANYCOMMON1912161006,122144,528SH DFND6144,52800
COCA-COLA COMPANYCOMMON1912161001,44934,200SH DFND734,20000
COCA-COLA ENTERPRISESCOMMON19122T10911,641243,644SH DFND1225,844013,000
COCA-COLA ENTERPRISESCOMMON19122T10949710,400SH DFND1,50010,400
COCA-COLA ENTERPRISESCOMMON19122T1092445,100SH DFND1,9005,100
COCA-COLA ENTERPRISESCOMMON19122T10967414,100SH DFND1114,10000
COCA-COLA ENTERPRISESCOMMON19122T1091613,373SH DFND123,37300
COCA-COLA ENTERPRISESCOMMON19122T10941,201862,313SH DFND15862,31300
COCA-COLA ENTERPRISESCOMMON19122T1094599,600SH DFND3,19,60000
COCA-COLA ENTERPRISESCOMMON19122T10969314,500SH DFND514,50000
COCA-COLA ENTERPRISESCOMMON19122T1091623,400SH DFND8,13,40000
COCA-COLA FEMSA SAB DE CV ADRCOMMON1912411082,60422,917SH DFND1422,91700
COCA-COLA FEMSA SAB DE CV ADRCOMMON19124110812,726112,007SH DFND15112,00700
COEUR MINING INCCOMMON192108504283,104SH DFND123,10400
COEUR MINING INCCOMMON19210850414515,761SH DFND1415,76100
COEUR MINING INCCOMMON19210850474781,420SH DFND1581,42000
COGENT COMMUNICATIONS HOLDINGSCOMMON19239V3021,50943,662SH DFND1543,66200
COGNEX CORPCOMMON192422103122,2283,183,017SH DFND13,183,01700
COGNEX CORPCOMMON1924221039,084236,575SH DFND15236,57500
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610271,8671,469,372SH DFND11,469,37200
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610213,431274,612SH DFND1,2274,61200
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610268514,000SH DFND1014,00000
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461021,72035,160SH DFND1135,16000
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461027,293149,117SH DFND12149,11700
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461021,44229,480SH DFND12,129,48000
COGNIZANT TECH SOLUTIONS CRPCOMMON1924461024,913100,443SH DFND14100,44300
COGNIZANT TECH SOLUTIONS CRPCOMMON192446102311,6236,371,355SH DFND156,371,35500
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610256,2811,150,713SH DFND21,150,71300
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610296619,744SH DFND519,74400
COGNIZANT TECH SOLUTIONS CRPCOMMON19244610248910,000SH DFND710,00000
COHERENT INCCOMMON19247910325,139379,916SH DFND1320,823059,093
COHERENT INCCOMMON1924791034,29964,972SH DFND1564,97200
COHERENT INCCOMMON1924791031982,988SH DFND2,12,98800
COHERENT INCCOMMON1924791033,08346,586SH DFND6,146,58600
COHEN & STEERS INCCOMMON19247A10059213,636SH DFND1513,63600
COHEN & STEERS QUAL INC RLTY CCOMMON19247L1064,022357,172SH DFND1357,17200
COHEN & STEERS QUAL INC RLTY CCOMMON19247L1065,328473,144SH DFND14473,14400
COHEN & STEERS TOT RET RLTY CFCOMMON19247R10318815,179SH DFND1415,17900
COHEN & STEERS REIT & PR CFCOMMON19247X1003,579198,499SH DFND14198,49900
COHEN & STEERS INFRASTRUCTURECOMMON19248A1097,634311,712SH DFND14311,71200
COHEN & STEERS LIMITED DURATIOCOMMON19248C10512,698498,729SH DFND14498,72900
COHEN & STEERS LIMITED DURATIOCOMMON19248C1055,323209,083SH DFND15209,08300
COHEN & STEERS GLOBAL INCOME FCOMMON19248M1033,218253,601SH DFND14253,60100
COHEN & STEERS GLOBAL INCOME FCOMMON19248M1031,473116,050SH DFND15116,05000
COHEN & STEERS SELECT PREFER CCOMMON19248Y1074,605174,311SH DFND14174,31100
COHEN & STEERS SELECT PREFER CCOMMON19248Y1072,31487,581SH DFND1587,58100
COHEN & STEERS MLP INCOME AN MCOMMON19249B1066,350298,846SH DFND14298,84600
COHU INCCOMMON19257610686180,503SH DFND1580,50300
COLFAX CORPCOMMON19401410634450SH DFND1245000
COLFAX CORPCOMMON19401410612,173163,304SH DFND15163,30400
COLGATE-PALMOLIVE COCOMMON1941621038,283121,490SH DFND1121,49000
COLGATE-PALMOLIVE COCOMMON1941621033,54552,000SH DFND1152,00000
COLGATE-PALMOLIVE COCOMMON1941621035067,417SH DFND127,41700
COLGATE-PALMOLIVE COCOMMON19416210363,388929,714SH DFND14929,71400
COLGATE-PALMOLIVE COCOMMON19416210359,094866,737SH DFND15866,73700
COLGATE-PALMOLIVE COCOMMON1941621032,41435,404SH DFND535,40400
COLGATE-PALMOLIVE COCOMMON1941621031,01614,900SH DFND714,90000
COLLECTORS UNIVERSECOMMON19421R2004193SH DFND1519300
COLONY FINANCIAL INCCOMMON19624R1067,092305,410SH DFND15305,41000
COLONY FINANCIAL INC (CLNY)CVTCONVERT19624RAB220,95220,416,000SH DFND120,416,00000
COLUMBIA BANKING SYSTEM INCCOMMON19723610213509SH DFND150900
COLUMBIA BANKING SYSTEM INCCOMMON1972361023,421130,020SH DFND15130,02000
COLUMBIA PROPERTY TRUST INCCOMMON198287203622,375SH DFND122,37500
COLUMBIA PROPERTY TRUST INCCOMMON1982872031,06841,050SH DFND1541,05000
COLUMIBA SELIG PREM TECH CEFCOMMON19842X1091,29076,239SH DFND1576,23900
COLUMBIA SPORTSWEAR COCOMMON198516106101,2371,224,887SH DFND11,163,880061,007
COLUMBIA SPORTSWEAR COCOMMON19851610686810,500SH DFND1,50010,500
COLUMBIA SPORTSWEAR COCOMMON1985161067008,471SH DFND158,47100
COLUMBIA SPORTSWEAR COCOMMON1985161062533,066SH DFND2,13,06600
COLUMBIA SPORTSWEAR COCOMMON1985161063804,600SH DFND64,60000
COLUMBIA SPORTSWEAR COCOMMON1985161063,94347,713SH DFND6,147,71300
COLUMBUS MCKINNON CORP/NYCOMMON1993331052168,000SH DFND1008,000
COLUMBUS MCKINNON CORP/NYCOMMON19933310578428,977SH DFND1528,97700
COMFORT SYSTEMS USA INCCOMMON1999081041,40889,132SH DFND1589,13200
COMCAST CORP CL ACOMMON20030N101836,79615,588,598SH DFND115,246,6660341,932
COMCAST CORP CL ACOMMON20030N1017,875146,700SH DFND1,500146,700
COMCAST CORP CL ACOMMON20030N1016,499121,074SH DFND11121,07400
COMCAST CORP CL ACOMMON20030N10128,959539,466SH DFND12539,46600
COMCAST CORP CL ACOMMON20030N1017138SH DFND1413800
COMCAST CORP CL ACOMMON20030N1011,207,97322,503,230SH DFND1522,503,23000
COMCAST CORP CL ACOMMON20030N1011,13221,080SH DFND2,121,08000
COMCAST CORP CL ACOMMON20030N1013,97874,100SH DFND574,10000
COMCAST CORP CL ACOMMON20030N1011,07420,000SH DFND620,00000
COMCAST CORP CL ACOMMON20030N10181615,200SH DFND715,20000
COMCAST CORP CL ACOMMON20030N10191817,100SH DFND8,117,10000
COMCAST CORP CL ACOMMON20030N1017,759144,540SH DFND9,100144,540
COMCAST CORP SPECIAL CL ACOMMON20030N2001,40326,310SH DFND1126,31000
COMCAST CORP SPECIAL CL ACOMMON20030N2002725,091SH DFND125,09100
COMCAST CORP SPECIAL CL ACOMMON20030N2003,86172,402SH DFND1572,40200
COMCAST CORP SPECIAL CL ACOMMON20030N2001,24923,427SH DFND523,42700
COMERICA INCCOMMON200340107419,3658,360,550SH DFND18,158,8670201,683
COMERICA INCCOMMON20034010754810,920SH DFND1110,92000
COMERICA INCCOMMON2003401071412,811SH DFND122,81100
COMERICA INCCOMMON2003401071,12522,419SH DFND1422,41900
COMERICA INCCOMMON20034010712,957258,323SH DFND15258,32300
COMERICA INCCOMMON2003401073767,500SH DFND57,50000
COMMERCE BANCSHARES INCCOMMON200525103581,255SH DFND121,25500
COMMERCE BANCSHARES INCCOMMON2005251036,179132,885SH DFND15132,88500
COMMERCIAL METALS COCOMMON2017231039,042522,369SH DFND1522,36900
COMMERCIAL METALS COCOMMON201723103563,207SH DFND123,20700
COMMERCIAL METALS COCOMMON20172310344125,454SH DFND1425,45400
COMMERCIAL METALS COCOMMON20172310396055,439SH DFND1555,43900
COMMERCIAL VEHICLE GROUP INCCOMMON20260810553553,297SH DFND1553,29700
COMMONWEALTH REITCOMMON203233101572,148SH DFND122,14800
COMMONWEALTH REITCOMMON20323310198537,420SH DFND1537,42000
COMMONWEALTH REIT 7.25 SER E PPREFERRED2032336061917,391SH DFND147,39100
COMMSCOPE HOLDING CO INCCOMMON20337X109