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

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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACOMMON68243Q1061,670232,266SH DFND15232,26600
1ST SOURCE CORPCOMMON33690110358820,662SH DFND1520,66200
1ST UNITED BANCORP INC NORTHCOMMON33740N10522226,004SH DFND1526,00400
21VIANET GROUP INC ADRCOMMON90138A1031,49583,075SH DFND1,483,07500
21VIANET GROUP INC ADRCOMMON90138A10374941,620SH DFND1141,62000
21VIANET GROUP INC ADRCOMMON90138A1033,368187,116SH DFND15187,11600
21VIANET GROUP INC ADRCOMMON90138A1031,40277,912SH DFND410,07267,8400
21VIANET GROUP INC ADRCOMMON90138A10321,6341,201,895SH DFND4,121,201,89500
21VIANET GROUP INC ADRCOMMON90138A1037,925440,250SH DFND5440,25000
3D SYSTEMS CORPORATIONCOMMON88554D2052765,962SH DFND155,96200
3M COCOMMON88579Y10115,401108,700SH DFND1101,6000500
3M COCOMMON88579Y1014,60132,477SH DFND1132,47700
3M COCOMMON88579Y1019086,410SH DFND126,41000
3M COCOMMON88579Y10195,628674,957SH DFND14674,95700
3M COCOMMON88579Y10173,857521,297SH DFND15521,29700
3M COCOMMON88579Y10141,899295,733SH DFND2295,73300
3M COCOMMON88579Y1012,62018,490SH DFND418,49000
3M COCOMMON88579Y1014,35630,744SH DFND530,74400
3M COCOMMON88579Y1014,19429,600SH DFND629,60000
3M COCOMMON88579Y1011,41710,000SH DFND710,00000
3M COCOMMON88579Y1016234,400SH DFND8,14,40000
500.COM LTD ADRCOMMON33829R10090826,922SH DFND1526,92200
51JOB INC-ADRCOMMON3168271042,34778,424SH DFND1578,42400
51JOB INC-ADRCOMMON3168271041414,700SH DFND24,70000
51JOB INC-ADRCOMMON3168271042187,271SH DFND2,47,27100
51JOB INC-ADRCOMMON31682710428,548953,814SH DFND4953,81400
51JOB INC-ADRCOMMON3168271042,92797,791SH DFND697,79100
51JOB INC-ADRCOMMON31682710419,909665,188SH DFND6,12665,18800
51JOB INC-ADRCOMMON3168271047,423248,025SH DFND6,4248,02500
58.COM INC ADRCOMMON31680Q1043,00880,753SH DFND1580,75300
8X8 INCCOMMON2829141001,415211,871SH DFND15211,87100
AAON INCCOMMON00036020695856,305SH DFND1556,30500
AAR CORPCOMMON0003611052,907120,358SH DFND15120,35800
AARON'S INC-CL ACOMMON00253530024810,200SH DFND110,20000
AARON'S INC-CL ACOMMON002535300291,184SH DFND121,18400
AARON'S INC-CL ACOMMON00253530065126,769SH DFND1526,76900
ABAXIS INCCOMMON0025671052,68052,842SH DFND1552,84200
ABB LTD-SPON ADRCOMMON00037520451,3102,289,583SH DFND12,289,58300
ABB LTD-SPON ADRCOMMON00037520411,109495,709SH DFND14495,70900
ABB LTD-SPON ADRCOMMON00037520488539,493SH DFND1539,49300
ABB LTD-SPON ADRCOMMON00037520425,5661,140,829SH DFND21,140,82900
ABBOTT LABORATORIESCOMMON00282410035,695858,254SH DFND1857,7550499
ABBOTT LABORATORIESCOMMON0028241003,26978,601SH DFND1178,60100
ABBOTT LABORATORIESCOMMON0028241001,32131,766SH DFND1231,76600
ABBOTT LABORATORIESCOMMON0028241005,873141,208SH DFND12,100141,208
ABBOTT LABORATORIESCOMMON00282410030,014721,665SH DFND14721,66500
ABBOTT LABORATORIESCOMMON00282410068,8141,654,585SH DFND151,654,58500
ABBOTT LABORATORIESCOMMON00282410029,707714,272SH DFND2714,27200
ABBOTT LABORATORIESCOMMON0028241002,20052,900SH DFND552,90000
ABBOTT LABORATORIESCOMMON0028241002,02148,600SH DFND648,60000
ABBOTT LABORATORIESCOMMON0028241001,04025,000SH DFND725,00000
ABBVIE INCCOMMON00287Y109353,7656,124,748SH DFND16,103,689021,059
ABBVIE INCCOMMON00287Y1094,29274,300SH DFND1,50074,300
ABBVIE INCCOMMON00287Y1094628,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1094,80683,201SH DFND1183,20100
ABBVIE INCCOMMON00287Y1094988,624SH DFND128,62400
ABBVIE INCCOMMON00287Y10911,197193,855SH DFND12,100193,855
ABBVIE INCCOMMON00287Y10928,853499,527SH DFND14499,52700
ABBVIE INCCOMMON00287Y10915,790273,379SH DFND15273,37900
ABBVIE INCCOMMON00287Y10937,506649,341SH DFND2649,34100
ABBVIE INCCOMMON00287Y10946801SH DFND2,1580100
ABBVIE INCCOMMON00287Y1093,16554,800SH DFND554,80000
ABBVIE INCCOMMON00287Y1091,22521,200SH DFND721,20000
ABBVIE INCCOMMON00287Y10972212,500SH DFND8,112,50000
ABENGOA SA ABGB ADRCOMMON00289R20166725,085SH DFND1525,08500
ABERCROMBIE & FITCH CO CL ACOMMON002896207397,56910,940,265SH DFND110,527,9330412,332
ABERCROMBIE & FITCH CO CL ACOMMON002896207641,750SH DFND121,75000
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,07429,551SH DFND1429,55100
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,16031,920SH DFND1531,92000
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,45440,000SH DFND6,1040,0000
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910713,3862,268,845SH DFND152,268,84500
ABIOMED INCCOMMON0036541001,96679,184SH DFND1579,18400
ABM INDUSTRIES INCCOMMON00095710013519SH DFND151900
ABM INDUSTRIES INCCOMMON000957100321,259SH DFND121,25900
ABM INDUSTRIES INCCOMMON0009571002,619101,949SH DFND15101,94900
ABRAXAS PETROLEUM CORP (NEV)COMMON0038301061,785338,150SH DFND1143,0500195,100
ABRAXAS PETROLEUM CORP (NEV)COMMON0038301061,346255,002SH DFND15255,00200
ABRAXAS PETROLEUM CORP (NEV)COMMON003830106739140,000SH DFND3,1140,00000
ACACIA RESEARCH - ACACIA TECCOMMON00388130767643,663SH DFND1543,66300
ACADIA HEALTHCARE CO INCCOMMON00404A10914,276294,353SH DFND1294,35300
ACADIA HEALTHCARE CO INCCOMMON00404A1092,03441,939SH DFND1541,93900
ACADIA PHARMACEUTICALS INCCOMMON0042251089,223372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251082,10585,031SH DFND12,10085,031
ACADIA REALTY TRUSTCOMMON00423910936,4391,321,220SH DFND133,56101,287,659
ACADIA REALTY TRUSTCOMMON0042391092,73098,976SH DFND1598,97600
ACADIA REALTY TRUSTCOMMON004239109913,300SH DFND4,13,30000
ACCENTURE PLC - CL ACOMMONG1151C1018,443103,822SH DFND1103,82200
ACCENTURE PLC - CL ACOMMONG1151C1011,05713,000SH DFND1013,00000
ACCENTURE PLC - CL ACOMMONG1151C1012,69533,136SH DFND1133,13600
ACCENTURE PLC - CL ACOMMONG1151C1013954,859SH DFND124,85900
ACCENTURE PLC - CL ACOMMONG1151C10144,142542,824SH DFND14542,82400
ACCENTURE PLC - CL ACOMMONG1151C10126,662327,869SH DFND15327,86900
ACCENTURE PLC - CL ACOMMONG1151C101114,5871,409,090SH DFND21,409,09000
ACCENTURE PLC - CL ACOMMONG1151C1011,86222,900SH DFND522,90000
ACCENTURE PLC - CL ACOMMONG1151C1016918,500SH DFND78,50000
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L1092103,302SH DFND13,30200
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10970211,037SH DFND1411,03700
ACCESS NATIONAL CORPCOMMON00433710124014,790SH DFND114,79000
ACCESS NATIONAL CORPCOMMON0043371014258SH DFND1525800
ACCESS NATIONAL CORPCOMMON00433710125215,500SH DFND3,115,50000
ACCO BRANDS CORPCOMMON00081T1085,773836,603SH DFND1836,60300
ACCO BRANDS CORPCOMMON00081T1081,553225,136SH DFND15225,13600
ACCURAY INCCOMMON00439710516622,799SH DFND1522,79900
ACCURIDE CORPCOMMON00439T206497131,192SH DFND15131,19200
ACE LTDCOMMONH0023R105130,8841,248,063SH DFND11,248,06300
ACE LTDCOMMONH0023R1051,85717,708SH DFND1117,70800
ACE LTDCOMMONH0023R1055505,245SH DFND125,24500
ACE LTDCOMMONH0023R10518,539176,783SH DFND14176,78300
ACE LTDCOMMONH0023R105102,037972,989SH DFND15972,98900
ACE LTDCOMMONH0023R10523,988228,742SH DFND2228,74200
ACE LTDCOMMONH0023R1052011,917SH DFND3,11,91700
ACE LTDCOMMONH0023R1051,33212,700SH DFND512,70000
ACE LTDCOMMONH0023R1055034,800SH DFND74,80000
ACETO CORPCOMMON00444610097550,464SH DFND1550,46400
ACHILLION PHARMACEUTICALS INCCOMMON00448Q20112,8411,286,673SH DFND151,286,67300
ACI WORLDWIDE INCCOMMON00449810186245,923SH DFND1545,92300
ACORDA THERAPEUTICS INCCOMMON00484M10667920,030SH DFND120,03000
ACORDA THERAPEUTICS INCCOMMON00484M10614,834437,825SH DFND15437,82500
ACORDA THERAPEUTICS INCCOMMON00484M1061253,700SH DFND3,13,70000
ACORDA THERAPEUTICS INCCOMMON00484M10640011,800SH DFND611,80000
ACORDA THERAPEUTICS(ACOR)CVT 0CONVERT00484MAA42,5942,500,000SH DFND12,500,00000
ACTAVIS PLCCOMMONG0083B108313,1341,297,804SH DFND11,297,5040300
ACTAVIS PLCCOMMONG0083B1082,87111,900SH DFND1,50011,900
ACTAVIS PLCCOMMONG0083B1083,33313,814SH DFND1113,81400
ACTAVIS PLCCOMMONG0083B108111459SH DFND1245900
ACTAVIS PLCCOMMONG0083B1082,2949,508SH DFND12,19,50800
ACTAVIS PLCCOMMONG0083B1082,50910,400SH DFND1410,40000
ACTAVIS PLCCOMMONG0083B10873,947306,477SH DFND15306,47700
ACTAVIS PLCCOMMONG0083B10851211SH DFND2,1521100
ACTAVIS PLCCOMMONG0083B1082,2449,300SH DFND59,30000
ACTAVIS PLCCOMMONG0083B1086762,800SH DFND72,80000
ACTAVIS PLCCOMMONG0083B1085072,100SH DFND8,12,10000
ACTIVISION BLIZZARD INCCOMMON00507V109132,2576,361,564SH DFND16,361,56400
ACTIVISION BLIZZARD INCCOMMON00507V10912,334593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V10954426,168SH DFND1126,16800
ACTIVISION BLIZZARD INCCOMMON00507V1093,670176,550SH DFND12176,55000
ACTIVISION BLIZZARD INCCOMMON00507V1091,41768,147SH DFND12,168,14700
ACTIVISION BLIZZARD INCCOMMON00507V10996046,172SH DFND1446,17200
ACTIVISION BLIZZARD INCCOMMON00507V109171,0848,229,160SH DFND158,229,16000
ACTIVISION BLIZZARD INCCOMMON00507V1092,437117,222SH DFND5117,22200
ACTIVISION BLIZZARD INCCOMMON00507V10910,516505,800SH DFND6505,80000
ACTIVISION BLIZZARD INCCOMMON00507V10958528,144SH DFND9,10028,144
ACTUA CORP COMCOMMON005094107231,457SH DFND121,45700
ACTUA CORP COMCOMMON0050941072,870179,125SH DFND15179,12500
ACTUANT CORP CL ACOMMON00508X20312385SH DFND138500
ACTUANT CORP CL ACOMMON00508X20391830,071SH DFND1430,07100
ACTUANT CORP CL ACOMMON00508X2033,827125,389SH DFND15125,38900
ACTUATE CORPCOMMON00508B10214136,049SH DFND1536,04900
ACUITY BRANDS INCCOMMON00508Y10250,269427,056SH DFND1427,05600
ACUITY BRANDS INCCOMMON00508Y1022191,860SH DFND121,86000
ACUITY BRANDS INCCOMMON00508Y1026455,476SH DFND145,47600
ACUITY BRANDS INCCOMMON00508Y1023,49529,690SH DFND1529,69000
ACXIOM CORPCOMMON00512510953532,315SH DFND1532,31500
ADAMS RESOURCES & ENERGY INCCOMMON006351308711,600SH DFND11,60000
ADAMS RESOURCES & ENERGY INCCOMMON0063513082094,727SH DFND154,72700
ADAMS RESOURCES & ENERGY INCCOMMON00635130818400SH DFND3,140000
ADDUS HOMECARE CORPCOMMON00673910622911,680SH DFND111,68000
ADDUS HOMECARE CORPCOMMON0067391063150SH DFND1515000
ADDUS HOMECARE CORPCOMMON00673910625112,800SH DFND3,112,80000
ADECOAGRO SACOMMONL0084910668577,793SH DFND1577,79300
ADOBE SYSTEMS INCCOMMON00724F101403,0735,825,598SH DFND15,455,7950369,803
ADOBE SYSTEMS INCCOMMON00724F1011,71024,713SH DFND1124,71300
ADOBE SYSTEMS INCCOMMON00724F1018,209118,643SH DFND12118,64300
ADOBE SYSTEMS INCCOMMON00724F1011,32319,123SH DFND1419,12300
ADOBE SYSTEMS INCCOMMON00724F101340,7164,924,352SH DFND154,924,35200
ADOBE SYSTEMS INCCOMMON00724F10150728SH DFND2,1572800
ADOBE SYSTEMS INCCOMMON00724F1016088,781SH DFND48,78100
ADOBE SYSTEMS INCCOMMON00724F1011,22017,626SH DFND517,62600
ADOBE SYSTEMS INCCOMMON00724F10110,764155,571SH DFND6155,57100
ADOBE SYSTEMS INCCOMMON00724F1012914,200SH DFND74,20000
ADT CORP-THECOMMON00101J1066,738190,021SH DFND1190,02100
ADT CORP-THECOMMON00101J1063479,789SH DFND119,78900
ADT CORP-THECOMMON00101J1061283,613SH DFND123,61300
ADT CORP-THECOMMON00101J1062,38967,375SH DFND1467,37500
ADT CORP-THECOMMON00101J10612,526353,237SH DFND15353,23700
ADT CORP-THECOMMON00101J1062878,106SH DFND58,10600
ADT CORP-THECOMMON00101J1061995,600SH DFND75,60000
ADTRAN INCCOMMON00738A10687442,594SH DFND1442,59400
ADTRAN INCCOMMON00738A1063,371164,192SH DFND15164,19200
ADVANCE AUTO PARTSCOMMON00751Y106105,438809,193SH DFND1809,19300
ADVANCE AUTO PARTSCOMMON00751Y1065264,035SH DFND114,03500
ADVANCE AUTO PARTSCOMMON00751Y10668523SH DFND1252300
ADVANCE AUTO PARTSCOMMON00751Y1061,94214,902SH DFND1414,90200
ADVANCE AUTO PARTSCOMMON00751Y1068,94368,636SH DFND1568,63600
ADVANCED EMISSION SOLUTIONSCOMMON00770C1012,09398,413SH DFND1598,41300
ADVANCED ENERGY INDUSTRIESCOMMON0079731006,171328,422SH DFND1328,42200
ADVANCED ENERGY INDUSTRIESCOMMON0079731006,041321,503SH DFND15321,50300
ADVANCED MICRO DEVICESCOMMON0079031074312,611SH DFND1212,61100
ADVANCED MICRO DEVICESCOMMON007903107787230,750SH DFND15230,75000
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043569SH DFND156900
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,084183,422SH DFND14183,42200
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4044,682792,210SH DFND15792,21000
ADVANTAGE OIL & GAS LTDCOMMON00765F1017915,478SH DFND1515,47800
ADVANTAGE OIL & GAS LTDCOMMON00765F10154,42710,693,083SH DFND210,693,08300
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,008148,479SH DFND14148,47900
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1093,809219,676SH DFND14219,67600
ADVENT SOFTWARE INCCOMMON00797410850215,899SH DFND1515,89900
ADVENT/CLAYMORE ENH GR & INC CCOMMON00765E10472576,390SH DFND1476,39000
ADVISORY BOARD CO/ THECOMMON00762W1073617,749SH DFND157,74900
AECOM TECHNOLOGY CORPCOMMON00766T100682,000SH DFND1,52,00000
AECOM TECHNOLOGY CORPCOMMON00766T100892,630SH DFND122,63000
AECOM TECHNOLOGY CORPCOMMON00766T1002,12763,013SH DFND1463,01300
AECOM TECHNOLOGY CORPCOMMON00766T1009,877292,659SH DFND15292,65900
AECOM TECHNOLOGY CORPCOMMON00766T1001,76552,300SH DFND652,30000
AEGEAN MARINE PETROLEUM NETWCOMMONY0017S1021,188129,533SH DFND15129,53300
AEGERION PHARMACEUTICAL 144A CCONVERT00767EAA05,2695,000,000SH DFND15,000,00000
AEGION CORPCOMMON00770F10449,6332,230,700SH DFND12,230,70000
AEGION CORPCOMMON00770F10459126,542SH DFND1426,54200
AEGION CORPCOMMON00770F10429,7401,336,616SH DFND151,336,61600
AEGON NV AMER REG SHRCOMMON00792410391,150SH DFND11,15000
AEGON NV AMER REG SHRCOMMON00792410321826,572SH DFND1526,57200
AEO NOV14 12CALLOPTION02553E106375140,000SHCallDFND1140,00000
AEP INDUSTRIES INCCOMMON00103110342611,247SH DFND1511,24700
AERCAP HOLDINGS NVCOMMONN00985106376SH DFND17600
AERCAP HOLDINGS NVCOMMONN0098510637912SH DFND1291200
AERCAP HOLDINGS NVCOMMONN0098510659814,626SH DFND1514,62600
AEROPOSTALE INCCOMMON0078651081,237375,958SH DFND15375,95800
AEROVIRONMENT INCCOMMON008073108652,153SH DFND122,15300
AEROVIRONMENT INCCOMMON0080731081,78259,255SH DFND1559,25500
AES CORPORATIONCOMMON00130H1056,774477,723SH DFND1477,72300
AES CORPORATIONCOMMON00130H105443,100SH DFND1,53,10000
AES CORPORATIONCOMMON00130H10551136,016SH DFND1136,01600
AES CORPORATIONCOMMON00130H10526118,371SH DFND1218,37100
AES CORPORATIONCOMMON00130H1054,473315,454SH DFND15315,45400
AES CORPORATIONCOMMON00130H10524317,131SH DFND517,13100
AES CORPORATIONCOMMON00130H10558641,300SH DFND641,30000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10837,833467,077SH DFND1467,07700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,51618,712SH DFND1118,71200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084555,619SH DFND125,61900
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1086,61381,641SH DFND12,10081,641
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10810,941135,079SH DFND14135,07900
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10823,363288,434SH DFND15288,43400
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,31316,210SH DFND516,21000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084866,000SH DFND76,00000
AFFILIATED MANAGERS GROUPCOMMON00825210892,002459,183SH DFND1459,18300
AFFILIATED MANAGERS GROUPCOMMON0082521085812,900SH DFND112,90000
AFFILIATED MANAGERS GROUPCOMMON00825210850252SH DFND1225200
AFFILIATED MANAGERS GROUPCOMMON0082521081,5747,858SH DFND147,85800
AFFILIATED MANAGERS GROUPCOMMON0082521085,08625,382SH DFND1525,38200
AFFILIATED MANAGERS GROUPCOMMON00825210813,38866,819SH DFND266,81900
AFFILIATED MANAGERS GROUPCOMMON00825210856281SH DFND2,1528100
AFFILIATED MANAGERS GROUPCOMMON00825210816,70783,386SH DFND683,38600
AFFILIATED MANAGERS GROUPCOMMON0082521082401,200SH DFND71,20000
AFFYMETRIX INCCOMMON00826T108854107,070SH DFND1107,07000
AFFYMETRIX INCCOMMON00826T1083,833480,312SH DFND15480,31200
AFFYMETRIX INCCOMMON00826T10845657,100SH DFND3,157,10000
AFLAC INCCOMMON001055102148,4952,549,268SH DFND12,532,431016,837
AFLAC INCCOMMON0010551021,38623,794SH DFND1123,79400
AFLAC INCCOMMON0010551024207,208SH DFND127,20800
AFLAC INCCOMMON00105510253,928925,806SH DFND14925,80600
AFLAC INCCOMMON00105510251,977892,303SH DFND15892,30300
AFLAC INCCOMMON0010551025028,625SH DFND28,62500
AFLAC INCCOMMON0010551021,07518,462SH DFND518,46200
AFLAC INCCOMMON0010551024197,200SH DFND77,20000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,827158,820SH DFND14158,82000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,25070,231SH DFND1570,23100
AGCO CORPCOMMON0010841022365,200SH DFND115,20000
AGCO CORPCOMMON0010841021072,354SH DFND122,35400
AGCO CORPCOMMON00108410274016,280SH DFND1416,28000
AGCO CORPCOMMON0010841021,87141,151SH DFND1541,15100
AGILENT TECHNOLOGIES INCCOMMON00846U101164,7262,890,944SH DFND12,890,94400
AGILENT TECHNOLOGIES INCCOMMON00846U10199417,449SH DFND1117,44900
AGILENT TECHNOLOGIES INCCOMMON00846U1011162,029SH DFND122,02900
AGILENT TECHNOLOGIES INCCOMMON00846U1014,30275,503SH DFND12,10075,503
AGILENT TECHNOLOGIES INCCOMMON00846U10173812,952SH DFND1412,95200
AGILENT TECHNOLOGIES INCCOMMON00846U1013,47260,939SH DFND1560,93900
AGILENT TECHNOLOGIES INCCOMMON00846U10186915,244SH DFND515,24400
AGILENT TECHNOLOGIES INCCOMMON00846U1013766,600SH DFND76,60000
AGILYSYS INCCOMMON00847J10553045,187SH DFND1545,18700
AGL RESOURCES INCCOMMON001204106124,3422,421,932SH DFND12,384,632037,300
AGL RESOURCES INCCOMMON0012041061643,200SH DFND1,93,20000
AGL RESOURCES INCCOMMON001204106971,890SH DFND121,89000
AGL RESOURCES INCCOMMON0012041063,19462,207SH DFND1462,20700
AGL RESOURCES INCCOMMON00120410659,1531,152,172SH DFND151,152,17200
AGL RESOURCES INCCOMMON0012041063907,600SH DFND67,60000
AGNICO EAGLE MINESCOMMON0084741081,19141,100SH DFND1,1241,10000
AGNICO EAGLE MINESCOMMON008474108291,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON00847410831110,750SH DFND1110,75000
AGNICO EAGLE MINESCOMMON00847410898634,045SH DFND1534,04500
AGNICO EAGLE MINESCOMMON00847410818,673644,462SH DFND2644,46200
AGNICO EAGLE MINESCOMMON0084741081976,799SH DFND2,16,79900
AGNICO EAGLE MINESCOMMON00847410880827,900SH DFND527,90000
AGNICO EAGLE MINESCOMMON00847410815,582537,800SH DFND6537,80000
AGNICO EAGLE MINESCOMMON0084741083,964136,800SH DFND7136,80000
AGNICO EAGLE MINESCOMMON0084741083,961136,700SH DFND9136,70000
AGNICO EAGLE MINES LTDCOMMON00847410815,476533,095SH DFND1,2533,09500
AGNICO EAGLE MINES LTDCOMMON00847410837512,933SH DFND2,1512,93300
AGNICO EAGLE MINES LTDCOMMON0084741081,33746,057SH DFND946,05700
AGREE REALTY CORPCOMMON00849210012456SH DFND145600
AGREE REALTY CORPCOMMON0084921004,434161,945SH DFND15161,94500
AGRIC 1X CORE INDX 4 CIBC UCITCOMMONCIBCAGLY7238,480265,000,000PRN DFND9,1000
AGRIUM INCCOMMON008916108135,6761,523,420SH DFND11,523,42000
AGRIUM INCCOMMON0089161086707,520SH DFND117,52000
AGRIUM INCCOMMON0089161083824,288SH DFND124,28800
AGRIUM INCCOMMON0089161084,11946,246SH DFND1546,24600
AGRIUM INCCOMMON00891610818,800211,091SH DFND2,1211,09100
AGRIUM INCCOMMON0089161087218,094SH DFND58,09400
AGRIUM INCCOMMON0089161082232,500SH DFND72,50000
AGRIUM INCCOMMON00891610819215SH DFND121500
AGRIUM INCCOMMON0089161081,10212,385SH DFND2,1512,38500
AH BELO CORP-ACOMMON00128210233731,556SH DFND1531,55600
AIR LEASE CORPCOMMON00912X30230912SH DFND1291200
AIR LEASE CORPCOMMON00912X30267820,862SH DFND1520,86200
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK018,51713,647,000SH DFND113,647,00000
AIR METHODS CORPCOMMON00912830719,807356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283074,53881,686SH DFND12,10081,686
AIR METHODS CORPCOMMON0091283077,127128,302SH DFND15128,30200
AIR PRODUCTS & CHEMICALS INCCOMMON00915810613,792105,947SH DFND1105,94700
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,44911,130SH DFND1111,13000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581063032,327SH DFND122,32700
AIR PRODUCTS & CHEMICALS INCCOMMON009158106109,556841,573SH DFND14841,57300
AIR PRODUCTS & CHEMICALS INCCOMMON00915810618,219139,951SH DFND15139,95100
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,0628,159SH DFND58,15900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581064563,500SH DFND73,50000
AIR TRANSPORT SERVICES GROUPCOMMON00922R10514119,300SH DFND10019,300
AIR TRANSPORT SERVICES GROUPCOMMON00922R10567092,031SH DFND1592,03100
AIRCASTLE LTDCOMMONG0129K1041,61598,729SH DFND1598,72900
AIRCASTLE LTDCOMMONG0129K10412,407758,404SH DFND6758,40400
AIRGAS INCCOMMON0093631026,52158,932SH DFND158,93200
AIRGAS INCCOMMON0093631024093,700SH DFND113,70000
AIRGAS INCCOMMON00936310260545SH DFND1254500
AIRGAS INCCOMMON0093631023012,717SH DFND142,71700
AIRGAS INCCOMMON00936310223,199209,664SH DFND15209,66400
AIXTRON AG-SPONSORED ADRCOMMON0096061044,491296,796SH DFND15296,79600
AK STEEL HOLDING CORPCOMMON001547108526,525SH DFND126,52500
AK STEEL HOLDING CORPCOMMON0015471086,564819,497SH DFND15819,49700
AKAMAI TECHNO(AKAM) CVT 144A 0CONVERT00971TAF816,88216,850,000SH DFND116,850,00000
AKAMAI TECHNOLOGIESCOMMON00971T1016,304105,426SH DFND1105,42600
AKAMAI TECHNOLOGIESCOMMON00971T1015599,344SH DFND119,34400
AKAMAI TECHNOLOGIESCOMMON00971T1012,53842,445SH DFND1242,44500
AKAMAI TECHNOLOGIESCOMMON00971T1013,35556,098SH DFND1456,09800
AKAMAI TECHNOLOGIESCOMMON00971T101113,0121,889,833SH DFND151,889,83300
AKAMAI TECHNOLOGIESCOMMON00971T10111,650194,823SH DFND2194,82300
AKAMAI TECHNOLOGIESCOMMON00971T10153878SH DFND2,1587800
AKAMAI TECHNOLOGIESCOMMON00971T1011,36722,859SH DFND422,85900
AKAMAI TECHNOLOGIESCOMMON00971T1014848,100SH DFND58,10000
AKORN INCCOMMON00972810649,6951,370,139SH DFND151,370,13900
AKS STEEL CORP(AKS) CVT 5.0 11CONVERT001546AP510,0155,915,000SH DFND15,915,00000
ALAMO GROUP INCCOMMON0113111073498,506SH DFND158,50600
ALAMOS GOLD INCCOMMON01152710810,5581,321,656SH DFND1,21,321,65600
ALAMOS GOLD INCCOMMON01152710819023,772SH DFND1523,77200
ALAMOS GOLD INCCOMMON011527108908113,716SH DFND9113,71600
ALASKA AIR GROUP INCCOMMON011659109721,665SH DFND121,66500
ALASKA AIR GROUP INCCOMMON0116591093,03669,738SH DFND1469,73800
ALASKA AIR GROUP INCCOMMON01165910913,939320,136SH DFND15320,13600
ALASKA COMM SYSTEMS GROUPCOMMON01167P101366233,271SH DFND15233,27100
ALBANY INTL CORP CL ACOMMON01234810826,183769,192SH DFND1648,9930120,199
ALBANY INTL CORP CL ACOMMON0123481082,09961,660SH DFND1561,66000
ALBANY INTL CORP CL ACOMMON0123481083,22494,720SH DFND6,194,72000
ALBANY MOLECULAR RESEARCHCOMMON01242310946120,900SH DFND120,90000
ALBANY MOLECULAR RESEARCHCOMMON0124231095,754260,735SH DFND15260,73500
ALBANY MOLECULAR RESEARCHCOMMON012423109753,400SH DFND3,13,40000
ALBEMARLE CORPCOMMON01265310128,539484,540SH DFND1484,54000
ALBEMARLE CORPCOMMON0126531012594,400SH DFND114,40000
ALBEMARLE CORPCOMMON01265310151873SH DFND1287300
ALBEMARLE CORPCOMMON01265310171712,176SH DFND1412,17600
ALBEMARLE CORPCOMMON0126531018,809149,557SH DFND15149,55700
ALCATEL-LUCENT ADRCOMMON01390430515852,006SH DFND1552,00600
ALCOA INCCOMMON013817101326,49420,291,745SH DFND119,732,2770440,468
ALCOA INCCOMMON01381710111,971744,000SH DFND1,500744,000
ALCOA INCCOMMON0138171012,014125,200SH DFND1,9125,20000
ALCOA INCCOMMON01381710198661,297SH DFND1161,29700
ALCOA INCCOMMON01381710149630,821SH DFND1230,82100
ALCOA INCCOMMON0138171011,729107,441SH DFND14107,44100
ALCOA INCCOMMON01381710111,018684,769SH DFND15684,76900
ALCOA INCCOMMON013817101442,712SH DFND2,152,71200
ALCOA INCCOMMON0138171013,706230,300SH DFND3,1230,30000
ALCOA INCCOMMON01381710190956,523SH DFND456,52300
ALCOA INCCOMMON0138171012,381147,952SH DFND5147,95200
ALCOA INCCOMMON0138171011,19474,200SH DFND674,20000
ALCOA INCCOMMON0138171013,253202,200SH DFND8,1202,20000
ALCOA INC (AA) CVP 5.375 17CONVERT01381730914,650293,000SH DFND1293,00000
ALERE INCCOMMON01449J105170,2514,390,181SH DFND14,267,0400123,141
ALERE INCCOMMON01449J10577,9412,009,812SH DFND1,22,009,81200
ALERE INCCOMMON01449J1052706,952SH DFND11,26,95200
ALERE INCCOMMON01449J105441,145SH DFND121,14500
ALERE INCCOMMON01449J10582121,167SH DFND1521,16700
ALERE INCCOMMON01449J10518,288471,584SH DFND2471,58400
ALERE INCCOMMON01449J1051634,200SH DFND3,14,20000
ALERE INCCOMMON01449J1053,86999,769SH DFND6,199,76900
ALERIAN MLP ETFCOMMON00162Q8666,105318,470SH DFND14318,47000
ALEXANDER & BALDWIN INCCOMMON01449110481222,563SH DFND1522,56300
ALEXANDER'S INCCOMMON0147521095591,494SH DFND151,49400
ALEXANDRIA REAL EST EQUITIESCOMMON01527110914,649198,629SH DFND119,7000178,929
ALEXANDRIA REAL EST EQUITIESCOMMON01527110955747SH DFND1274700
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091602,176SH DFND142,17600
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091,48720,159SH DFND1520,15900
ALEXANDRIA REAL ESTATE E SERCONVERT0152715056,799252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT015271505572,100SH DFND4,12,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109177,4251,069,987SH DFND11,027,887030,950
ALEXION PHARMACEUTICALS INCCOMMON0153511093,58221,600SH DFND1,5300021,300
ALEXION PHARMACEUTICALS INCCOMMON0153511091,70810,300SH DFND1110,30000
ALEXION PHARMACEUTICALS INCCOMMON0153511097,70846,484SH DFND1246,48400
ALEXION PHARMACEUTICALS INCCOMMON01535110913,87783,687SH DFND12,10083,687
ALEXION PHARMACEUTICALS INCCOMMON0153511093,73922,546SH DFND1422,54600
ALEXION PHARMACEUTICALS INCCOMMON015351109335,6692,024,298SH DFND152,024,29800
ALEXION PHARMACEUTICALS INCCOMMON01535110971428SH DFND2,1542800
ALEXION PHARMACEUTICALS INCCOMMON0153511093,57321,550SH DFND3,121,55000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,4878,965SH DFND48,96500
ALEXION PHARMACEUTICALS INCCOMMON0153511092,89417,450SH DFND517,45000
ALEXION PHARMACEUTICALS INCCOMMON0153511096303,800SH DFND63,80000
ALEXION PHARMACEUTICALS INCCOMMON0153511095143,100SH DFND73,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511092,42914,650SH DFND8,114,65000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W102117,0311,317,180SH DFND11,317,18000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021,07312,073SH DFND1112,07300
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021,36115,314SH DFND12,115,31400
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1029,381105,588SH DFND2105,58800
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10235393SH DFND2,439300
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1024,93355,519SH DFND455,51900
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10211,436128,715SH DFND6128,71500
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1023,22536,297SH DFND6,1236,29700
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1022,61429,419SH DFND6,429,41900
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021,96722,143SH DFND9,10022,143
ALIGN TECHNOLOGY INCCOMMON0162551019,103176,151SH DFND1176,15100
ALIGN TECHNOLOGY INCCOMMON01625510166512,873SH DFND1512,87300
ALKERMES PLCCOMMONG01767105126,7402,956,387SH DFND12,956,38700
ALKERMES PLCCOMMONG017671051,35331,552SH DFND12,131,55200
ALKERMES PLCCOMMONG0176710563114,722SH DFND1514,72200
ALKERMES PLCCOMMONG01767105296,5396,917,160SH DFND66,917,16000
ALLEGHANY CORPCOMMON017175100376900SH DFND1190000
ALLEGHANY CORPCOMMON01717510079189SH DFND1218900
ALLEGHANY CORPCOMMON0171751003,1187,456SH DFND147,45600
ALLEGHANY CORPCOMMON0171751002,0154,820SH DFND154,82000
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10293,4272,518,243SH DFND12,518,24300
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102932,499SH DFND122,49900
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10242111,361SH DFND1411,36100
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1024,085110,113SH DFND15110,11300
ALLEGIANT TRAVEL COCOMMON01748X1028967,244SH DFND147,24400
ALLEGIANT TRAVEL COCOMMON01748X1023,47728,121SH DFND1528,12100
ALLEGION PLCCOMMONG0176J1098,321174,654SH DFND1171,37402,280
ALLEGION PLCCOMMONG0176J1092575,400SH DFND1,5005,400
ALLEGION PLCCOMMONG0176J10940835SH DFND1283500
ALLEGION PLCCOMMONG0176J10989118,713SH DFND1518,71300
ALLEGION PLCCOMMONG0176J109952,000SH DFND3,12,00000
ALLEGION PLCCOMMONG0176J109481,000SH DFND51,00000
ALLEGION PLCCOMMONG0176J10933700SH DFND8,170000
ALLERGAN INCCOMMON018490102179,4271,006,944SH DFND11,006,5940350
ALLERGAN INCCOMMON0184901022,88716,200SH DFND1,50016,200
ALLERGAN INCCOMMON0184901022,78015,600SH DFND1115,60000
ALLERGAN INCCOMMON0184901021921,079SH DFND121,07900
ALLERGAN INCCOMMON0184901024,56225,604SH DFND12,10025,604
ALLERGAN INCCOMMON0184901024,55925,587SH DFND1425,58700
ALLERGAN INCCOMMON01849010252,392294,021SH DFND15294,02100
ALLERGAN INCCOMMON0184901022,01411,300SH DFND511,30000
ALLERGAN INCCOMMON0184901021,83510,300SH DFND610,30000
ALLERGAN INCCOMMON0184901028024,500SH DFND74,50000
ALLERGAN INCCOMMON0184901024192,350SH DFND8,12,35000
ALLETE INCCOMMON01852230015345SH DFND134500
ALLETE INCCOMMON01852230029643SH DFND1264300
ALLETE INCCOMMON0185223004,852109,302SH DFND14109,30200
ALLETE INCCOMMON0185223002,80763,226SH DFND1563,22600
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461012,924216,402SH DFND14216,40200
ALLIANCE DATA SYSTEMS CORPCOMMON018581108148,653598,757SH DFND1598,75700
ALLIANCE DATA SYSTEMS CORPCOMMON01858110886,864349,877SH DFND1,2349,87700
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086952,800SH DFND112,80000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811082551,027SH DFND11,21,02700
ALLIANCE DATA SYSTEMS CORPCOMMON01858110851207SH DFND1220700
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,20012,891SH DFND12,112,89100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086012,421SH DFND142,42100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084,19916,912SH DFND1516,91200
ALLIANCE DATA SYSTEMS CORPCOMMON01858110820,47382,463SH DFND282,46300
ALLIANCE DATA SYSTEMS CORPCOMMON01858110845183SH DFND2,1518300
ALLIANCE DATA SYSTEMS CORPCOMMON0185811085962,400SH DFND52,40000
ALLIANCE DATA SYSTEMS CORPCOMMON0185811082981,200SH DFND71,20000
ALLIANCE HEALTHCARE SERVICECOMMON01860630182436,430SH DFND136,43000
ALLIANCE HEALTHCARE SERVICECOMMON01860630125611,310SH DFND1511,31000
ALLIANCE HEALTHCARE SERVICECOMMON01860630136416,100SH DFND3,116,10000
ALLIANCE HOLDINGS GP LPCOMMON01861G1006339,280SH DFND129,28000
ALLIANCE HOLDINGS GP LPCOMMON01861G1001,62223,772SH DFND1523,77200
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1065,095375,723SH DFND14375,72300
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,16192,312SH DFND1492,31200
ALLIANCE ONE INTERNATIONAL INCCOMMON018772103497252,184SH DFND15252,18400
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082014,686SH DFND154,68600
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1063,802279,554SH DFND14279,55400
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1068,940657,355SH DFND15657,35500
ALLIANCEBERNSTEIN HOLDING LPCOMMON01881G1064,063156,195SH DFND15156,19500
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1016,091812,150SH DFND14812,15000
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10115,5852,078,053SH DFND152,078,05300
ALLIANT ENERGY CORPCOMMON0188021083235,838SH DFND115,83800
ALLIANT ENERGY CORPCOMMON0188021081101,994SH DFND121,99400
ALLIANT ENERGY CORPCOMMON0188021084,73085,365SH DFND1485,36500
ALLIANT ENERGY CORPCOMMON0188021083,45562,347SH DFND1562,34700
ALLIANT ENERGY CORPCOMMON0188021082163,900SH DFND73,90000
ALLIANT TECHSYSTEMS INCCOMMON0188041043,72729,200SH DFND114,400014,800
ALLIANT TECHSYSTEMS INCCOMMON01880410454423SH DFND1242300
ALLIANT TECHSYSTEMS INCCOMMON0188041041,27710,005SH DFND1410,00500
ALLIANT TECHSYSTEMS INCCOMMON0188041043,42926,864SH DFND1526,86400
ALLIANT TECHSYSTEMS INCCOMMON0188041041,0087,900SH DFND3,17,90000
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,188393,427SH DFND14393,42700
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1077,678420,246SH DFND15420,24600
ALLIANZGI CONV AND INCOME FUNDCOMMON0188251091,436157,322SH DFND14157,32200
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281032,307241,542SH DFND14241,54200
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291016,151309,584SH DFND14309,58400
ALLIED NEVADA GOLD CORPCOMMON01934410031695,497SH DFND1595,49700
ALLIED WORLD ASSURANCE COCOMMONH015311049,514258,253SH DFND1258,25300
ALLIED WORLD ASSURANCE COCOMMONH01531104721,959SH DFND121,95900
ALLIED WORLD ASSURANCE COCOMMONH015311042,16958,863SH DFND1458,86300
ALLIED WORLD ASSURANCE COCOMMONH0153110416,165438,780SH DFND15438,78000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1015,607196,790SH DFND1196,79000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1013,242113,800SH DFND1,500113,800
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,07637,777SH DFND1537,77700
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,28996,122SH DFND1596,12200
ALLSCRIPTS HEALTHCARE(MDRX) CVCONVERT01988PAD016,24616,055,000SH DFND116,055,00000
ALLSTATE CORPCOMMON020002101459,7027,490,658SH DFND17,430,191060,467
ALLSTATE CORPCOMMON0200021011,39222,678SH DFND1122,67800
ALLSTATE CORPCOMMON0200021015659,208SH DFND129,20800
ALLSTATE CORPCOMMON02000210115,458251,875SH DFND14251,87500
ALLSTATE CORPCOMMON020002101111,7821,821,440SH DFND151,821,44000
ALLSTATE CORPCOMMON0200021011,50224,481SH DFND524,48100
ALLSTATE CORPCOMMON0200021016,340103,300SH DFND6103,30000
ALLSTATE CORPCOMMON0200021014667,600SH DFND77,60000
ALLY FINANCIAL INCCOMMON02005N10040317,400SH DFND1117,40000
ALMOST FAMILY INCCOMMON02040910885831,565SH DFND1531,56500
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10739,274502,871SH DFND1502,87100
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1071,02413,109SH DFND1513,10900
ALON USA ENERGY INC.COMMON0205201021,04272,529SH DFND1572,52900
ALON USA PARTNERS LPCOMMON02052T1093,593202,871SH DFND15202,87100
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10447750,700SH DFND150,70000
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10434736,946SH DFND1536,94600
ALPHA NATURAL RESOURCES INCCOMMON02076X1021205SH DFND100205
ALPHA NATURAL RESOURCES INCCOMMON02076X1025421,693SH DFND1221,69300
ALPHA NATURAL RESOURCES INCCOMMON02076X10213554,614SH DFND1454,61400
ALPHA NATURAL RESOURCES INCCOMMON02076X102945380,905SH DFND15380,90500
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE211,72516,500,000SH DFND116,500,00000
ALPHATEC HOLDINGS INCCOMMON02081G10242,594SH DFND152,59400
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10314,2452,073,530SH DFND142,073,53000
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602077,075831,370SH DFND14831,37000
ALTERA CORPORATIONCOMMON0214411006,630185,298SH DFND1185,29800
ALTERA CORPORATIONCOMMON02144110058516,338SH DFND1116,33800
ALTERA CORPORATIONCOMMON0214411003,49297,594SH DFND1297,59400
ALTERA CORPORATIONCOMMON0214411002,01256,243SH DFND1456,24300
ALTERA CORPORATIONCOMMON021441100106,7242,982,797SH DFND152,982,79700
ALTERA CORPORATIONCOMMON0214411003088,600SH DFND58,60000
ALTERA CORPORATIONCOMMON02144110056,2381,571,762SH DFND61,571,76200
ALTERA CORPORATIONCOMMON0214411002507,000SH DFND77,00000
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J1042912,888SH DFND152,88800
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1062,46484,497SH DFND1584,49700
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ANGIES LIST INCCOMMON03475410126741,904SH DFND1541,90400
ANGIODYNAMICS INCCOMMON03475V10143631,809SH DFND1531,80900
ANGLOGOLD ASHANTI LTD ADRCOMMON0351282061,12493,656SH DFND1593,65600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108113,8621,027,174SH DFND11,027,17400
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,11510,061SH DFND11,210,06100
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10810,58495,476SH DFND1495,47600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,67215,086SH DFND1515,08600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108128,4201,158,500SH DFND21,158,50000
ANI PHARMACEUTICALS INC COMCOMMON00182C103702,460SH DFND12,46000
ANI PHARMACEUTICALS INC COMCOMMON00182C103742,624SH DFND152,62400
ANIKA THERAPEUTICS INCCOMMON0352551081,23433,670SH DFND1533,67000
ANIKA THERAPEUTICS INCCOMMON0352551081835,000SH DFND3,15,00000
ANIXTER INTERNATIONAL INCCOMMON03529010541483SH DFND1248300
ANIXTER INTERNATIONAL INCCOMMON0352901056267,378SH DFND147,37800
ANIXTER INTERNATIONAL INCCOMMON0352901055,20461,341SH DFND1561,34100
ANN INCCOMMON03562310760,2951,465,967SH DFND11,369,494096,473
ANN INCCOMMON03562310760014,578SH DFND1414,57800
ANN INCCOMMON0356231077,564183,911SH DFND15183,91100
ANN INCCOMMON0356231073,00072,929SH DFND6,172,92900
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040916,9021,582,590SH DFND11,540,470042,120
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104093,728349,100SH DFND1,500349,100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040982877,500SH DFND1,977,50000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040953149,700SH DFND1149,70000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040940838,223SH DFND1238,22300
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040916,9551,587,512SH DFND151,587,51200
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040930428,500SH DFND3,128,50000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040963559,500SH DFND659,50000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040911911,100SH DFND8,111,10000
ANNALY CAPITAL MANAGMNT CVT 5.CONVERT035710AB812,60812,483,000SH DFND112,483,00000
ANNIES INCCOMMON03600T10410,334225,147SH DFND1225,14700
ANNIES INCCOMMON03600T10481517,749SH DFND1517,74900
ANSYS INCCOMMON03662Q1053634,800SH DFND114,80000
ANSYS INCCOMMON03662Q10531408SH DFND1240800
ANSYS INCCOMMON03662Q1051,32017,440SH DFND1417,44000
ANSYS INCCOMMON03662Q1052,56533,901SH DFND1533,90100
ANTERO RESOURCES CORPCOMMON03674X1061653,000SH DFND113,00000
ANTERO RESOURCES CORPCOMMON03674X1062935,344SH DFND155,34400
ANWORTH MORTGAGE ASSET CORPCOMMON03734710120142,030SH DFND142,03000
ANWORTH MORTGAGE ASSET CORPCOMMON03734710113,1952,754,798SH DFND152,754,79800
ANWORTH MORTGAGE ASSET CORPCOMMON03734710111624,300SH DFND3,124,30000
AOL INCCOMMON00184X10515,689349,024SH DFND1347,82701,197
AOL INCCOMMON00184X1055,596124,500SH DFND1,51,0000123,500
AOL INCCOMMON00184X1051022,273SH DFND122,27300
AOL INCCOMMON00184X1051,10324,544SH DFND1424,54400
AOL INCCOMMON00184X10510,113224,979SH DFND15224,97900
AOL INCCOMMON00184X1051042,316SH DFND42,31600
AOL INCCOMMON00184X1052,71960,500SH DFND660,50000
AOL INCCOMMON00184X10578217,400SH DFND8,117,40000
AOL INC(AOL) CVT 144A 0.75 09-CONVERT00184XAA314,48114,000,000SH DFND114,000,00000
AON PLCCOMMONG0408V102379,0954,324,114SH DFND14,145,8870178,227
AON PLCCOMMONG0408V1022,19024,979SH DFND1124,97900
AON PLCCOMMONG0408V1022152,456SH DFND122,45600
AON PLCCOMMONG0408V1021,43516,366SH DFND1416,36600
AON PLCCOMMONG0408V1024,48951,205SH DFND1551,20500
AON PLCCOMMONG0408V1027218,219SH DFND2,18,21900
AON PLCCOMMONG0408V1024204,788SH DFND3,14,78800
AON PLCCOMMONG0408V10294010,720SH DFND510,72000
AON PLCCOMMONG0408V10232,053365,615SH DFND6176,024189,5910
AON PLCCOMMONG0408V1024385,000SH DFND75,00000
AON PLCCOMMONG0408V10211,643132,807SH DFND9132,80700
APACHE CORPCOMMON037411105284,2473,028,094SH DFND12,840,9370187,157
APACHE CORPCOMMON03741110576,941819,660SH DFND1,2732,997086,663
APACHE CORPCOMMON0374111055265,600SH DFND1,95,60000
APACHE CORPCOMMON0374111051,89220,156SH DFND1120,15600
APACHE CORPCOMMON0374111051,76418,796SH DFND1218,79600
APACHE CORPCOMMON0374111053,29035,045SH DFND1435,04500
APACHE CORPCOMMON03741110518,575197,884SH DFND15197,88400
APACHE CORPCOMMON0374111053293,500SH DFND23,50000
APACHE CORPCOMMON0374111051,27713,600SH DFND513,60000
APACHE CORPCOMMON03741110590,230961,219SH DFND6961,21900
APACHE CORPCOMMON0374111055265,600SH DFND75,60000
APARTMENT INVT & MGMT CO CL ACOMMON03748R1016,086191,271SH DFND1191,27100
APARTMENT INVT & MGMT CO CL ACOMMON03748R1011595,000SH DFND1,95,00000
APARTMENT INVT & MGMT CO CL ACOMMON03748R101611,902SH DFND121,90200
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,07896,722SH DFND1496,72200
APARTMENT INVT & MGMT CO CL ACOMMON03748R1011,28040,240SH DFND1540,24000
APARTMENT INVT & MGMT CO CL ACOMMON03748R10161619,347SH DFND15,119,34700
APCO OIL AND GAS INTERNATIONALCOMMONG0471F109403,120SH DFND13,12000
APCO OIL AND GAS INTERNATIONALCOMMONG0471F109403,100SH DFND3,13,10000
APOGEE ENTERPRISES INCCOMMON03759810931,563793,044SH DFND1670,3220122,722
APOGEE ENTERPRISES INCCOMMON0375981095,204130,755SH DFND15130,75500
APOGEE ENTERPRISES INCCOMMON0375981093,994100,353SH DFND6,1100,35300
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10564541,046SH DFND1541,04600
APOLLO EDUCATION GROUP INCCOMMON037604105833,300SH DFND1003,300
APOLLO EDUCATION GROUP INCCOMMON037604105582,324SH DFND122,32400
APOLLO EDUCATION GROUP INCCOMMON03760410570428,008SH DFND1428,00800
APOLLO EDUCATION GROUP INCCOMMON0376041051,06242,233SH DFND1542,23300
APOLLO GLOBAL MANAGEMENT LLCCOMMON0376123061235,145SH DFND125,14500
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230613,673573,521SH DFND15573,52100
APOLLO INVESTMENT CORP CFCOMMON03761U106506,065SH DFND126,06500
APOLLO INVESTMENT CORP CFCOMMON03761U1061,457178,372SH DFND14178,37200
APOLLO INVESTMENT CORP CFCOMMON03761U10614,7011,799,332SH DFND151,799,33200
APOLLO INVESTMENT CORP CFCOMMON03761U10635142,962SH DFND642,96200
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,7495,525,000SH DFND1005,525,000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1022,252145,956SH DFND14145,95600
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10298463,764SH DFND1563,76400
APOLLO SENIOR FLOATING RATE FUCOMMON0376361076,331370,239SH DFND14370,23900
APOLLO SENIOR FLOATING RATE FUCOMMON03763610751330,000SH DFND930,00000
APOLLO TACTICAL INCOME FUNDCOMMON0376381031,09963,509SH DFND1463,50900
APPLE INCCOMMON037833100858,8458,524,518SH DFND18,382,7590106,160
APPLE INCCOMMON03783310034,104338,500SH DFND1,500338,500
APPLE INCCOMMON0378331002,23722,200SH DFND1,922,20000
APPLE INCCOMMON0378331005,23952,000SH DFND1052,00000
APPLE INCCOMMON03783310031,805315,684SH DFND11315,68400
APPLE INCCOMMON037833100144,4251,433,497SH DFND121,433,49700
APPLE INCCOMMON0378331006,67666,262SH DFND12,166,26200
APPLE INCCOMMON03783310025,357251,680SH DFND14251,68000
APPLE INCCOMMON0378331005,824,93557,815,731SH DFND1557,815,73100
APPLE INCCOMMON03783310060,974605,200SH DFND2605,20000
APPLE INCCOMMON0378331001,68516,727SH DFND2,116,72700
APPLE INCCOMMON0378331006,94268,900SH DFND3,168,90000
APPLE INCCOMMON0378331002,92729,056SH DFND429,05600
APPLE INCCOMMON03783310024,170239,900SH DFND5239,90000
APPLE INCCOMMON03783310027,998277,900SH DFND6277,90000
APPLE INCCOMMON0378331007,10370,500SH DFND770,50000
APPLE INCCOMMON0378331007,85877,997SH DFND8,177,99700
APPLE INCCOMMON0378331002,47324,542SH DFND9,10024,542
APPLIED INDUSTRIAL TECH INCCOMMON03820C10510223SH DFND122300
APPLIED INDUSTRIAL TECH INCCOMMON03820C10557912,675SH DFND1412,67500
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053,70981,251SH DFND1581,25100
APPLIED MATERIALS INCCOMMON038222105615,16228,466,535SH DFND127,150,69001,315,845
APPLIED MATERIALS INCCOMMON0382221051,37563,638SH DFND1163,63800
APPLIED MATERIALS INCCOMMON0382221056,430297,570SH DFND12297,57000
APPLIED MATERIALS INCCOMMON0382221051,10451,096SH DFND12,151,09600
APPLIED MATERIALS INCCOMMON03822210524,4521,131,524SH DFND141,131,52400
APPLIED MATERIALS INCCOMMON038222105258,99311,984,848SH DFND1511,984,84800
APPLIED MATERIALS INCCOMMON0382221051326,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210565430,275SH DFND530,27500
APPLIED MATERIALS INCCOMMON03822210545220,900SH DFND720,90000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40691,246SH DFND151,24600
APPROACH RESOURCES INCCOMMON03834A10393164,236SH DFND1564,23600
APTARGROUP INCCOMMON03833610338621SH DFND1262100
APTARGROUP INCCOMMON0383361031,47524,307SH DFND1524,30700
AQUA AMERICA INCCOMMON03836W103391,675SH DFND121,67500
AQUA AMERICA INCCOMMON03836W1031,98084,169SH DFND1484,16900
AQUA AMERICA INCCOMMON03836W10338,4281,633,146SH DFND151,633,14600
ARAMARKCOMMON03852U1065,660215,215SH DFND15215,21500
ARBOR REALTY TRUST INCCOMMON03892310822833,790SH DFND133,79000
ARBOR REALTY TRUST INCCOMMON03892310839358,378SH DFND1558,37800
ARBOR REALTY TRUST INCCOMMON03892310821031,200SH DFND3,131,20000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10352264,400SH DFND164,40000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10358171,696SH DFND1571,69600
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10349360,900SH DFND3,160,90000
ARC GROUP WORLDWIDE INCCOMMON00213H1051227,800SH DFND3,17,80000
ARCBEST CORPCOMMON03937C1054,142111,050SH DFND163,150047,900
ARCBEST CORPCOMMON03937C1052,01854,106SH DFND1554,10600
ARCBEST CORPCOMMON03937C1051,48839,900SH DFND3,139,90000
ARCBEST CORPCOMMON03937C1053138,400SH DFND68,40000
ARCELORMITTAL CVT PFD 6CONVERTL0302D17818,850892,100SH DFND1892,10000
ARCELORMITTAL NY REGISTEREDCOMMON03938L10425718,774SH DFND1518,77400
ARCH CAPITAL GROUP LTDCOMMONG0450A10550,921930,571SH DFND1930,57100
ARCH CAPITAL GROUP LTDCOMMONG0450A1053837,000SH DFND117,00000
ARCH CAPITAL GROUP LTDCOMMONG0450A105901,641SH DFND121,64100
ARCH CAPITAL GROUP LTDCOMMONG0450A1051,57228,728SH DFND1428,72800
ARCH CAPITAL GROUP LTDCOMMONG0450A1052,02537,006SH DFND1537,00600
ARCH COAL INCCOMMON0393801003717,394SH DFND1217,39400
ARCH COAL INCCOMMON0393801001,156545,236SH DFND15545,23600
ARCHER-DANIELS-MIDLAND COCOMMON039483102521,76810,210,728SH DFND19,736,5240434,804
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,34985,100SH DFND1,1285,10000
ARCHER-DANIELS-MIDLAND COCOMMON03948310215,769308,600SH DFND1,55,5000303,100
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,03939,900SH DFND1,939,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,75234,281SH DFND1134,28100
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,09380,095SH DFND1280,09500
ARCHER-DANIELS-MIDLAND COCOMMON03948310226,604520,623SH DFND14520,62300
ARCHER-DANIELS-MIDLAND COCOMMON03948310256,0051,095,998SH DFND151,095,99800
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,74673,300SH DFND3,173,30000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,21223,718SH DFND423,71800
ARCHER-DANIELS-MIDLAND COCOMMON0394831026,505127,300SH DFND5127,30000
ARCHER-DANIELS-MIDLAND COCOMMON03948310242,612833,900SH DFND6833,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,88595,600SH DFND795,60000
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,59270,300SH DFND8,170,30000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,48187,700SH DFND987,70000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10730,4295,088,427SH DFND15,088,42700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107993166,074SH DFND15166,07400
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10712821,450SH DFND221,45000
ARCTIC CAT INCCOMMON0396701041865,352SH DFND145,35200
ARCTIC CAT INCCOMMON03967010480523,120SH DFND1523,12000
ARENA PHARMACEUTICALS INCCOMMON04004710211,1872,669,924SH DFND152,669,92400
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,2135,000,000SH DFND1005,000,000
ARES CAPITAL CORPCOMMON04010L1031418,712SH DFND128,71200
ARES CAPITAL CORPCOMMON04010L1035,113316,421SH DFND14316,42100
ARES CAPITAL CORPCOMMON04010L10325,0611,550,831SH DFND151,550,83100
ARES CAPITAL CORP CVT 5.75 16CONVERT04010LAB96,7356,460,000SH DFND16,460,00000
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,0983,000,000SH DFND1003,000,000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8161,740,000SH DFND1001,740,000
ARES CAPITAL CORP(ARCC) CVT 4.CONVERT04010LAM56,1736,000,000SH DFND1006,000,000
ARES COMMERCIAL REAL ESTATECOMMON04013V10811899SH DFND1589900
ARES DYNAMIC CREDIT ALLOC FUNDCOMMON04014F1022,295134,659SH DFND15134,65900
ARES MULTI-STRATEGY CREDIT FUNCOMMON04014Q10883940,346SH DFND1540,34600
ARGAN INCCOMMON04010E1091,75452,560SH DFND124,960027,600
ARGAN INCCOMMON04010E1091,43242,904SH DFND1542,90400
ARGAN INCCOMMON04010E10976122,800SH DFND3,122,80000
ARGAN INCCOMMON04010E1093049,100SH DFND69,10000
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1072,41547,995SH DFND1447,99500
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1071,78035,375SH DFND1535,37500
ARISTA NETWORKS INCCOMMON0404131068029,081SH DFND159,08100
ARLINGTON ASSET INVESTMENT-ACOMMON04135620538915,326SH DFND1515,32600
ARM HOLDINGS PLC ADRCOMMON0420681064,546104,053SH DFND1104,05300
ARM HOLDINGS PLC ADRCOMMON04206810654812,551SH DFND12,112,55100
ARM HOLDINGS PLC ADRCOMMON0420681064,32799,050SH DFND1599,05000
ARMADA HOFFLER PROPERTIES INCCOMMON04208T108101,055SH DFND151,05500
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,505390,947SH DFND15390,94700
ARMSTRONG WORLD INDUSTRIESCOMMON04247X102741,322SH DFND121,32200
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1026,313112,740SH DFND15112,74000
AROTECH CORPCOMMON0426822036620,349SH DFND1520,34900
ARRIS GROUP INCCOMMON04270V106114,8724,051,202SH DFND13,899,7200151,482
ARRIS GROUP INCCOMMON04270V1062,59791,587SH DFND12,191,58700
ARRIS GROUP INCCOMMON04270V1061,50953,218SH DFND1453,21800
ARRIS GROUP INCCOMMON04270V1063,003105,907SH DFND15105,90700
ARRIS GROUP INCCOMMON04270V1063,425120,802SH DFND6,1120,80200
ARROW ELECTRONICS INCCOMMON0427351003436,200SH DFND16,20000
ARROW ELECTRONICS INCCOMMON0427351003075,546SH DFND115,54600
ARROW ELECTRONICS INCCOMMON0427351002133,855SH DFND123,85500
ARROW ELECTRONICS INCCOMMON04273510088415,978SH DFND1415,97800
ARROW ELECTRONICS INCCOMMON0427351003,50163,252SH DFND1563,25200
ARROW FINANCIAL CORPCOMMON04274410231012,370SH DFND1512,37000
ARROWHEAD RESEARCH CORPCOMMON042797209936,319SH DFND156,31900
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081597,873SH DFND157,87300
ARTICURE INCCOMMON04963C209724,918SH DFND154,91800
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A10823,506451,595SH DFND1381,147070,448
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108364SH DFND156400
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A1083,05558,686SH DFND6,158,68600
ARUBA NETWORKS INCCOMMON0431761061,21356,189SH DFND1556,18900
ASBURY AUTOMOTIVE GROUPCOMMON0434361045,27781,916SH DFND1581,91600
ASCENA RETAIL GROUP INCCOMMON04351G101115,7408,702,279SH DFND18,702,27900
ASCENA RETAIL GROUP INCCOMMON04351G101221,674SH DFND121,67400
ASCENA RETAIL GROUP INCCOMMON04351G1012,703203,211SH DFND14203,21100
ASCENA RETAIL GROUP INCCOMMON04351G10141230,986SH DFND1530,98600
ASCENT CAPITAL GROUP INCCOMMON04363210870311,672SH DFND1511,67200
ASHFORD HOSPITALITY TRUSTCOMMON0441031091,078105,526SH DFND15105,52600
ASHLAND INCCOMMON0442091044274,100SH DFND114,10000
ASHLAND INCCOMMON0442091041111,069SH DFND121,06900
ASHLAND INCCOMMON0442091046586,319SH DFND146,31900
ASHLAND INCCOMMON0442091047,14068,585SH DFND1568,58500
ASML HOLDING NV-NY REG SHS ADRCOMMONN0705921011112SH DFND111200
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592102,27323,000SH DFND1023,00000
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592108338,427SH DFND158,42700
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841053,65085,330SH DFND142,830042,500
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841053297,697SH DFND127,69700
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410570416,458SH DFND1416,45800
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841056,547153,068SH DFND15153,06800
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410598823,100SH DFND3,123,10000
ASPEN TECHNOLOGY INCCOMMON04532710359,6601,581,648SH DFND11,581,64800
ASPEN TECHNOLOGY INCCOMMON0453271033589,478SH DFND129,47800
ASPEN TECHNOLOGY INCCOMMON04532710394224,964SH DFND12,124,96400
ASPEN TECHNOLOGY INCCOMMON0453271033,65596,902SH DFND1596,90200
ASSOCIATED BANC CORPCOMMON04548710550028,700SH DFND10028,700
ASSOCIATED BANC CORPCOMMON045487105523,003SH DFND123,00300
ASSOCIATED BANC CORPCOMMON0454871056,113350,909SH DFND15350,90900
ASSOCIATED ESTATES REALTY CORPCOMMON0456041051,40780,342SH DFND1580,34200
ASSURANT INCCOMMON04621X10818,298284,580SH DFND1270,720011,760
ASSURANT INCCOMMON04621X1083,14448,900SH DFND1,50048,900
ASSURANT INCCOMMON04621X1081031,600SH DFND1,91,60000
ASSURANT INCCOMMON04621X1082574,000SH DFND114,00000
ASSURANT INCCOMMON04621X1081322,048SH DFND122,04800
ASSURANT INCCOMMON04621X1082,12333,020SH DFND1433,02000
ASSURANT INCCOMMON04621X10810,146157,789SH DFND15157,78900
ASSURANT INCCOMMON04621X1081292,000SH DFND3,12,00000
ASSURANT INCCOMMON04621X1081933,000SH DFND53,00000
ASSURANT INCCOMMON04621X1081,91629,800SH DFND629,80000
ASSURANT INCCOMMON04621X10874611,600SH DFND8,111,60000
ASSURED GUARANTY LTDCOMMONG0585R10681136,600SH DFND136,60000
ASSURED GUARANTY LTDCOMMONG0585R106542,453SH DFND122,45300
ASSURED GUARANTY LTDCOMMONG0585R1067,330330,772SH DFND15330,77200
ASTEC INDUSTRIES INCCOMMON0462241011,34936,977SH DFND1536,97700
ASTORIA FINANCIAL CORPCOMMON046265104262,107SH DFND122,10700
ASTORIA FINANCIAL CORPCOMMON04626510457946,763SH DFND1546,76300
ASTRAZENECA PLC ADRCOMMON046353108346SH DFND14600
ASTRAZENECA PLC ADRCOMMON0463531089,032126,429SH DFND14126,42900
ASTRAZENECA PLC ADRCOMMON0463531081,64823,073SH DFND1523,07300
ASTRONICS CORPCOMMON0464331082,40150,353SH DFND1550,35300
AT&T INCCOMMON00206R102330,3969,375,602SH DFND19,350,656024,946
AT&T INCCOMMON00206R1022,08359,099SH DFND1,50059,099
AT&T INCCOMMON00206R1021,26535,900SH DFND1,935,90000
AT&T INCCOMMON00206R1029,573271,640SH DFND11271,64000
AT&T INCCOMMON00206R1025,762163,502SH DFND12163,50200
AT&T INCCOMMON00206R102225,9756,412,453SH DFND146,412,45300
AT&T INCCOMMON00206R102331,5959,409,613SH DFND159,409,61300
AT&T INCCOMMON00206R1026,410181,900SH DFND5181,90000
AT&T INCCOMMON00206R1026,322179,400SH DFND6179,40000
AT&T INCCOMMON00206R1022,02357,400SH DFND757,40000
ATHENAHEALTH INCCOMMON04685W1032351,785SH DFND121,78500
ATHENAHEALTH INCCOMMON04685W1037,97260,538SH DFND1560,53800
ATHLON ENERGY INCCOMMON04747710412,277210,844SH DFND1210,84400
ATLANTIC POWER CORPCOMMON04878Q86312653,010SH DFND153,01000
ATLANTIC POWER CORPCOMMON04878Q86313054,632SH DFND1554,63200
ATLANTIC POWER CORPCOMMON04878Q86313255,600SH DFND3,155,60000
ATLANTIC POWER CORPCOMMON04878Q8638736,096SH DFND1536,09600
ATLANTIC TELE-NETWORK INCCOMMON04907920556110,400SH DFND10010,400
ATLANTIC TELE-NETWORK INCCOMMON0490792051,93035,814SH DFND1535,81400
ATLANTIC TELE-NETWORK INCCOMMON0490792051462,700SH DFND3,12,70000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642054,204127,305SH DFND15127,30500
ATLAS FINANCIAL HOLDINGS INCCOMMONG06207115835,983SH DFND155,98300
ATLAS PIPELINE PARTNERS-UTS.COMMON0493921032,30363,152SH DFND1463,15200
ATMEL CORPCOMMON04951310442,5615,267,472SH DFND15,267,47200
ATMEL CORPCOMMON0495131041,923238,015SH DFND15238,01500
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ATMOS ENERGY CORPCOMMON0495601058,965187,938SH DFND14187,93800
ATMOS ENERGY CORPCOMMON0495601053,19566,987SH DFND1566,98700
ATRION CORPORATIONCOMMON049904105283927SH DFND1592700
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ATWOOD OCEANICS INCCOMMON05009510864414,746SH DFND1414,74600
ATWOOD OCEANICS INCCOMMON0500951083,39177,626SH DFND1577,62600
AU OPTRONICS CORP ADRCOMMON0022551078620,638SH DFND1520,63800
AUDIOCODES LTDCOMMONM153421046212,863SH DFND1512,86300
AURICO GOLD INCCOMMON05155C105579165,498SH DFND15165,49800
AURICO GOLD INCCOMMON05155C1057421,075SH DFND2,1521,07500
AUTOBYTEL INCCOMMON05275N205596,911SH DFND156,91100
AUTODESK INCCOMMON052769106131,4262,385,234SH DFND12,367,532017,702
AUTODESK INCCOMMON0527691066,381115,807SH DFND1,2115,80700
AUTODESK INCCOMMON05276910665611,904SH DFND1111,90400
AUTODESK INCCOMMON0527691062,99254,307SH DFND1254,30700
AUTODESK INCCOMMON052769106129,0102,341,379SH DFND152,341,37900
AUTODESK INCCOMMON05276910650904SH DFND2,1590400
AUTODESK INCCOMMON0527691065469,910SH DFND59,91000
AUTOHOME INC ADRCOMMON05278C1071,25829,947SH DFND1529,94700
AUTOLIV INCCOMMON0528001094504,900SH DFND114,90000
AUTOLIV INCCOMMON0528001091211,317SH DFND121,31700
AUTOLIV INCCOMMON0528001091,76119,162SH DFND1519,16200
AUTOLIV INCCOMMON0528001094234,600SH DFND54,60000
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AUTOMATIC DATA PROCESSINGCOMMON0530151032,17726,201SH DFND1126,20100
AUTOMATIC DATA PROCESSINGCOMMON0530151039,686116,588SH DFND12116,58800
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AUTOMATIC DATA PROCESSINGCOMMON053015103450,6825,424,671SH DFND155,424,67100
AUTOMATIC DATA PROCESSINGCOMMON0530151036,95783,735SH DFND283,73500
AUTOMATIC DATA PROCESSINGCOMMON0530151031,40416,900SH DFND516,90000
AUTOMATIC DATA PROCESSINGCOMMON0530151035827,000SH DFND77,00000
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AUTOMATIC DATA PROCESSING INCCOMMON05301512926355SH DFND1435500
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AUTONATION INCCOMMON05329W1022264,500SH DFND114,50000
AUTONATION INCCOMMON05329W10237729SH DFND1272900
AUTONATION INCCOMMON05329W10252910,515SH DFND1410,51500
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AUTOZONE INCCOMMON0533321027,50814,732SH DFND114,692040
AUTOZONE INCCOMMON0533321028571,682SH DFND111,68200
AUTOZONE INCCOMMON053332102122239SH DFND1223900
AUTOZONE INCCOMMON0533321021,3302,609SH DFND142,60900
AUTOZONE INCCOMMON05333210230,93260,692SH DFND1560,69200
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AUXILIUM PHARMACEUTICALS INCCOMMON05334D10713,682458,355SH DFND1458,35500
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AUXILIUM PHARMACEUTICALS INCCOMMON05334D10763,6302,131,668SH DFND152,131,66800
AUXILIUM PHARMACEUTICALS INC (CONVERT05334DAA53,8242,900,000SH DFND12,900,00000
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AVAGO TECHNOLOGIES LTDCOMMONY0486S104415,1794,772,168SH DFND14,772,16800
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AVAGO TECHNOLOGIES LTDCOMMONY0486S1045,20659,844SH DFND1259,84400
AVAGO TECHNOLOGIES LTDCOMMONY0486S1043,32038,164SH DFND12,138,16400
AVAGO TECHNOLOGIES LTDCOMMONY0486S1044,25448,898SH DFND1448,89800
AVAGO TECHNOLOGIES LTDCOMMONY0486S104213,5902,455,059SH DFND152,455,05900
AVAGO TECHNOLOGIES LTDCOMMONY0486S10419,612225,431SH DFND2,1225,43100
AVAGO TECHNOLOGIES LTDCOMMONY0486S10452600SH DFND2,1560000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1043243,721SH DFND3,13,72100
AVAGO TECHNOLOGIES LTDCOMMONY0486S1045666,500SH DFND56,50000
AVALONBAY COMMUNITIES INCCOMMON053484101982,6946,970,942SH DFND13,623,93603,347,006
AVALONBAY COMMUNITIES INCCOMMON0534841019526,750SH DFND1,96,75000
AVALONBAY COMMUNITIES INCCOMMON0534841019506,741SH DFND116,74100
AVALONBAY COMMUNITIES INCCOMMON0534841013,58925,456SH DFND11,125,45600
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AVALONBAY COMMUNITIES INCCOMMON05348410113,72697,366SH DFND13,197,36600
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AVALONBAY COMMUNITIES INCCOMMON0534841011,46610,398SH DFND15,110,39800
AVALONBAY COMMUNITIES INCCOMMON0534841012,98421,169SH DFND2,121,16900
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AVIV REIT INCCOMMON05381L10148518,412SH DFND1518,41200
AVIVA PLC - SPON ADRCOMMON05382A10411621SH DFND162100
AVIVA PLC - SPON ADRCOMMON05382A10442925,310SH DFND1525,31000
AVNET INCCOMMON0538071033007,223SH DFND117,22300
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AVX CORPCOMMON00244410721616,300SH DFND616,30000
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AXIALL CORPCOMMON05463D1003128,710SH DFND148,71000
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B&G FOODS INCCOMMON05508R10631,5621,145,640SH DFND11,145,64000
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BANK OF NOVA SCOTIACOMMON06414910761981SH DFND1298100
BANK OF NOVA SCOTIACOMMON0641491075,39587,071SH DFND1587,07100
BANK OF NOVA SCOTIACOMMON064149107275,6754,448,932SH DFND24,448,93200
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BANK OF THE OZARKSCOMMON0639041065,098161,733SH DFND15161,73300
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BANKUNITED INCCOMMON06652K10326846SH DFND1284600
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BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7761,49858,205SH DFND1458,20500
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77620,782807,382SH DFND15807,38200
BARCLAYS BANK PLC PFDPREFERRED06739F3902509,885SH DFND149,88500
BARCLAYS BANK PLC PFDPREFERRED06739F39018,476729,126SH DFND15729,12600
BARCLAYS BANK PLC PFDPREFERRED06739H51156621,900SH DFND121,90000
BARCLAYS BANK PLC PFDPREFERRED06739H5111,13043,705SH DFND1443,70500
BARCLAYS BANK PLC PFDPREFERRED06739H51115,402595,591SH DFND15595,59100
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H36263924,600SH DFND124,60000
BARCLAYS BANK PLC PFD 8.125PREFERRED06739H362146,9075,656,778SH DFND155,656,77800
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BLACKROCK CREDIT ALLOCATION INCOMMON09250810042231,738SH DFND1431,73800
BLACKROCK CREDIT ALLOCATION INCOMMON09250810012,810962,413SH DFND15962,41300
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1033,9871,043,707SH DFND141,043,70700
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1035,6801,486,965SH DFND151,486,96500
BLACKROCK DEFINED OPPORTUNIT CCOMMON09255Q1051,13084,163SH DFND1484,16300
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10916,6091,118,458SH DFND141,118,45800
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1093,896262,341SH DFND15262,34100
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,1601,117,068SH DFND141,117,06800
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10412,7121,550,300SH DFND151,550,30000
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10874252,824PRN DFND1452,82400
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X10087262,010SH DFND1462,01000
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1004,017285,689SH DFND15285,68900
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,960214,499SH DFND14214,49900
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,034147,365SH DFND15147,36500
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1019,426394,066SH DFND14394,06600
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1015,628235,272SH DFND15235,27200
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,601538,683SH DFND14538,68300
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,640541,472SH DFND15541,47200
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W10711297SH DFND1429700
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,54740,302SH DFND1540,30200
BLACKROCK INCCOMMON09247X10120,87063,567SH DFND163,4470120
BLACKROCK INCCOMMON09247X1012,2987,000SH DFND117,00000
BLACKROCK INCCOMMON09247X1014081,244SH DFND121,24400
BLACKROCK INCCOMMON09247X10112,83239,085SH DFND1439,08500
BLACKROCK INCCOMMON09247X10115,96448,622SH DFND1548,62200
BLACKROCK INCCOMMON09247X10155168SH DFND2,1516800
BLACKROCK INCCOMMON09247X1011,6094,900SH DFND54,90000
BLACKROCK INCCOMMON09247X1012,1346,500SH DFND66,50000
BLACKROCK INCCOMMON09247X1015581,700SH DFND71,70000
BLACKROCK INCOME OPPTY TRST CECOMMON0924751022,025195,457SH DFND14195,45700
BLACKROCK INCOME OPPTY TRST CECOMMON0924751023,143303,387SH DFND15303,38700
BLACKROCK INCOME TRUST CEFCOMMON09247F1001,530240,950PRN DFND14240,95000
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,539557,262PRN DFND15557,26200
BLACKROCK INS MUNI INCOME TR CCOMMON0924791041,03975,070PRN DFND1475,07000
BLACKROCK INTERNATIONAL GROW CCOMMON0925241077,162951,187SH DFND14951,18700
BLACKROCK INTERNATIONAL GROW CCOMMON0925241075,144683,140SH DFND15683,14000
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1052,571168,837SH DFND14168,83700
BLACKROCK KELSO CAPITAL CORPCOMMON092533108252,939SH DFND122,93900
BLACKROCK KELSO CAPITAL CORPCOMMON09253310819622,943SH DFND1422,94300
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,798327,670SH DFND15327,67000
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1036,053537,526SH DFND14537,52600
BLACKROCK LTD DURATION INC CFCOMMON09249W10112,531774,956SH DFND14774,95600
BLACKROCK LTD DURATION INC CFCOMMON09249W1013,766232,925SH DFND15232,92500
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A10722612,744PRN DFND1412,74400
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1075,945335,146PRN DFND15335,14600
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10127819,324SH DFND1419,32400
BLACKROCK MUNI 2020 TERM TRS CCOMMON09249X10949330,957SH DFND1430,95700
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1043,978260,026SH DFND14260,02600
BLACKROCK MUNI INTERM DURATI CCOMMON09253X102946,524SH DFND146,52400
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F109151,067SH DFND141,06700
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,21192,260SH DFND1492,26000
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1093,286240,400SH DFND14240,40000
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1007,292651,080SH DFND14651,08000
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1072,802196,895SH DFND14196,89500
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10987258,226SH DFND1458,22600
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10460537,590SH DFND1437,59000
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C1073,295248,115SH DFND14248,11500
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1086,393459,954SH DFND14459,95400
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,21791,126SH DFND1491,12600
BLACKROCK MUNIVEST FUND CEFCOMMON09253R105919,481SH DFND149,48100
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T1011358,625SH DFND148,62500
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1032,672183,413SH DFND14183,41300
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1053,306218,189SH DFND14218,18900
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1043,643247,963SH DFND14247,96300
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10460442,577SH DFND1442,57700
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1034,267311,256PRN DFND14311,25600
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,19493,102SH DFND1493,10200
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,083475,595SH DFND14475,59500
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1006,847458,988SH DFND14458,98800
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,28392,166SH DFND1492,16600
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P106785,673SH DFND145,67300
BLACKROCK NEW YORK MUNI INC CECOMMON09248L1061,10178,777SH DFND1478,77700
BLACKROCK NY INS MUN INC TR CECOMMON09249U10515712,055PRN DFND1412,05500
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1095,100602,143SH DFND14602,14300
BLACKROCK REAL ASSET EQUITY CECOMMON09254B1094,291506,600SH DFND15506,60000
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1082,831252,124SH DFND14252,12400
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10951238,543SH DFND1438,54300
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1052,662155,040SH DFND14155,04000
BLACKSTONE GROUP LP-THECOMMON09253U1081,41845,043SH DFND1245,04300
BLACKSTONE GROUP LP-THECOMMON09253U1081,05433,478SH DFND1433,47800
BLACKSTONE GROUP LP-THECOMMON09253U10812,390393,583SH DFND15393,58300
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10035713,190SH DFND1513,19000
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA814,58013,919,000SH DFND113,919,00000
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1024,708281,903SH DFND14281,90300
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1019,479564,897SH DFND14564,89700
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1015,915352,529SH DFND15352,52900
BLOCK H & R INCCOMMON0936711057,072228,046SH DFND1227,1460900
BLOCK H & R INCCOMMON09367110544614,379SH DFND1114,37900
BLOCK H & R INCCOMMON093671105892,872SH DFND122,87200
BLOCK H & R INCCOMMON0936711051,87760,519SH DFND1460,51900
BLOCK H & R INCCOMMON0936711051,92762,137SH DFND1562,13700
BLOCK H & R INCCOMMON0936711051,00532,400SH DFND632,40000
BLOOMIN' BRANDS INCCOMMON09423510887647,766SH DFND1547,76600
BLOUNT INTERNATIONAL INCCOMMON09518010575750,021SH DFND1550,02100
BLUCORA INCCOMMON0952291002,045134,173SH DFND15134,17300
BLUE EARTH INCCOMMON09542810821757,465SH DFND1557,46500
BLUE NILE INCCOMMON09578R10381928,680SH DFND1528,68000
BLUEBIRD BIO INCCOMMON09609G10075320,980SH DFND120,98000
BLUEBIRD BIO INCCOMMON09609G1001,36037,897SH DFND1537,89700
BLUEBIRD BIO INCCOMMON09609G1002627,300SH DFND3,17,30000
BLYTH INCCOMMON09643P20754667,251SH DFND1567,25100
BNC BANCORP BNCNCOMMON05566T10129919,088SH DFND1519,08800
BOB EVANS FARMSCOMMON0967611014,737100,072SH DFND15100,07200
BOEING COCOMMON09702310560,765477,039SH DFND1438,309038,730
BOEING COCOMMON0970231056,02547,300SH DFND1,50047,300
BOEING COCOMMON0970231051401,100SH DFND1,91,10000
BOEING COCOMMON0970231054,63336,369SH DFND1136,36900
BOEING COCOMMON0970231058086,344SH DFND126,34400
BOEING COCOMMON0970231054,37134,317SH DFND1434,31700
BOEING COCOMMON09702310525,830202,777SH DFND15202,77700
BOEING COCOMMON0970231053,37626,500SH DFND3,126,50000
BOEING COCOMMON0970231051,0818,488SH DFND48,48800
BOEING COCOMMON0970231053,27425,700SH DFND525,70000
BOEING COCOMMON0970231051,97415,500SH DFND615,50000
BOEING COCOMMON0970231056505,100SH DFND75,10000
BOEING COCOMMON0970231051,32510,400SH DFND8,110,40000
BOFI HOLDING INCCOMMON05566U10886311,872SH DFND1511,87200
BOINGO WIRELESS INCCOMMON09739C10219727,690SH DFND1527,69000
BOISE CASCADE CO BCCCOMMON09739D1006,940230,273SH DFND15230,27300
BOK FINANCIAL CORPORATIONCOMMON05561Q2011,86228,005SH DFND1528,00500
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10755592,336SH DFND1592,33600
BONANZA CREEK ENERGY INCCOMMON0977931038,284145,585SH DFND15145,58500
BON-TON STORESCOMMON09776J10170884,685SH DFND1584,68500
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021063,229138,010SH DFND1138,01000
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210677,0193,291,396SH DFND1,23,291,39600
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210631113,300SH DFND1,50013,300
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021062169,225SH DFND11,29,22500
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106532,277SH DFND122,27700
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021064,198179,405SH DFND15179,40500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210620,676883,585SH DFND2883,58500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210634914,900SH DFND3,114,90000
BORG WARNER INCCOMMON0997241065,860111,388SH DFND1111,38800
BORG WARNER INCCOMMON09972410663112,000SH DFND1112,00000
BORG WARNER INCCOMMON099724106691,315SH DFND121,31500
BORG WARNER INCCOMMON0997241064,19079,641SH DFND1479,64100
BORG WARNER INCCOMMON0997241066,347120,636SH DFND15120,63600
BORG WARNER INCCOMMON09972410642792SH DFND2,1579200
BORG WARNER INCCOMMON09972410687316,590SH DFND416,59000
BORG WARNER INCCOMMON0997241063687,000SH DFND57,00000
BORG WARNER INCCOMMON0997241062635,000SH DFND75,00000
BOSTON BEER COMPANY INC CL ACOMMON1005571073,48615,721SH DFND1515,72100
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,627131,311SH DFND14131,31100
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,019162,947SH DFND15162,94700
BOSTON PROPERTIES INCCOMMON101121101768,0306,634,671SH DFND12,895,79103,738,880
BOSTON PROPERTIES INCCOMMON1011211011271,100SH DFND1,91,10000
BOSTON PROPERTIES INCCOMMON1011211019247,984SH DFND117,98400
BOSTON PROPERTIES INCCOMMON1011211012,41820,884SH DFND11,120,88400
BOSTON PROPERTIES INCCOMMON1011211011361,179SH DFND121,17900
BOSTON PROPERTIES INCCOMMON1011211019,25479,944SH DFND13,179,94400
BOSTON PROPERTIES INCCOMMON1011211018,31971,860SH DFND1471,86000
BOSTON PROPERTIES INCCOMMON1011211013,18227,489SH DFND1527,48900
BOSTON PROPERTIES INCCOMMON1011211011,34411,608SH DFND15,111,60800
BOSTON PROPERTIES INCCOMMON1011211012,00217,293SH DFND2,117,29300
BOSTON PROPERTIES INCCOMMON10112110117,369150,044SH DFND3,1150,04400
BOSTON PROPERTIES INCCOMMON1011211013,49230,165SH DFND6,130,16500
BOSTON SCIENTIFIC CORPCOMMON1011371076,453546,440SH DFND1546,44000
BOSTON SCIENTIFIC CORPCOMMON10113710781769,215SH DFND1169,21500
BOSTON SCIENTIFIC CORPCOMMON10113710719716,693SH DFND1216,69300
BOSTON SCIENTIFIC CORPCOMMON1011371071,518128,546SH DFND14128,54600
BOSTON SCIENTIFIC CORPCOMMON1011371076,280531,720SH DFND15531,72000
BOSTON SCIENTIFIC CORPCOMMON101137107393,316SH DFND2,153,31600
BOSTON SCIENTIFIC CORPCOMMON10113710773662,296SH DFND562,29600
BOSTON SCIENTIFIC CORPCOMMON10113710737932,100SH DFND732,10000
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810622,298808,193SH DFND1682,4480125,745
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,28782,892SH DFND1582,89200
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,877104,289SH DFND6,1104,28900
BOULDER BRANDS INCCOMMON10140510841130,130SH DFND1530,13000
BOX SHIPS INCCOMMONY0967510211091,725SH DFND1591,72500
BOYD GAMING CORPCOMMON1033041011,108109,054SH DFND14109,05400
BOYD GAMING CORPCOMMON1033041012,147211,329SH DFND15211,32900
BP PLC ADRCOMMON055622104418,4619,521,288SH DFND19,521,28800
BP PLC ADRCOMMON05562210436,262825,069SH DFND1,2737,834087,235
BP PLC ADRCOMMON0556221045,288120,326SH DFND14120,32600
BP PLC ADRCOMMON0556221042,53257,614SH DFND1557,61400
BPZ RESOURCES INCCOMMON0556391086936,156SH DFND1536,15600
BRADY CORP- CL ACOMMON1046741068,980400,192SH DFND15400,19200
BRANDYWINE REALTY TRUSTCOMMON1053682032,082148,008SH DFND1148,00800
BRANDYWINE REALTY TRUSTCOMMON105368203412,907SH DFND122,90700
BRANDYWINE REALTY TRUSTCOMMON1053682032,905206,463SH DFND15206,46300
BRANDYWINE REALTY TRUSTCOMMON10536820338527,376SH DFND15,127,37600
BRANDYWINE REALTY TRUSTCOMMON105368203281,992SH DFND4,11,99200
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10927321,080SH DFND1521,08000
BRF - BRASIL FOODS SA-ADRCOMMON10552T10725,8721,087,499SH DFND11,087,49900
BRF - BRASIL FOODS SA-ADRCOMMON10552T1073,674154,452SH DFND15154,45200
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,24494,340SH DFND2,194,34000
BRIDGE BANCORP INCCOMMON1080351061817,645SH DFND157,64500
BRIDGE CAPITAL HOLDINGSCOMMON1080301074163SH DFND1516300
BRIDGEPOINT EDUCATION INCCOMMON10807M10522119,827SH DFND1519,82700
BRIGGS & STRATTONCOMMON10904310929,3191,627,000SH DFND11,627,00000
BRIGGS & STRATTONCOMMON10904310968738,142SH DFND1438,14200
BRIGGS & STRATTONCOMMON1090431092,217123,051SH DFND15123,05100
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941001,25429,822SH DFND1529,82200
BRIGHTCOVECOMMON10921T10112923,075SH DFND1523,07500
BRINKER INTERNATIONAL INCCOMMON10964110048,729959,422SH DFND1959,42200
BRINKER INTERNATIONAL INCCOMMON10964110039764SH DFND1276400
BRINKER INTERNATIONAL INCCOMMON10964110010,429205,332SH DFND15205,33200
BRISTOL-MYERS SQUIBB COCOMMON110122108611,11911,940,581SH DFND111,774,3530166,228
BRISTOL-MYERS SQUIBB COCOMMON1101221084769,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221084,43786,689SH DFND1186,68900
BRISTOL-MYERS SQUIBB COCOMMON11012210885416,679SH DFND1216,67900
BRISTOL-MYERS SQUIBB COCOMMON11012210811,899232,499SH DFND12,128,3460204,153
BRISTOL-MYERS SQUIBB COCOMMON1101221087,595148,407SH DFND14148,40700
BRISTOL-MYERS SQUIBB COCOMMON11012210889,5041,748,799SH DFND151,748,79900
BRISTOL-MYERS SQUIBB COCOMMON1101221083,16161,753SH DFND561,75300
BRISTOL-MYERS SQUIBB COCOMMON1101221081,17723,000SH DFND723,00000
BRISTOW GROUP INCCOMMON11039410379711,863SH DFND1411,86300
BRISTOW GROUP INCCOMMON1103941034,09961,000SH DFND1561,00000
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,3451,250,000SH DFND1001,250,000
BRITISH AMERN TOB PLC ADRCOMMON11044810766,450587,633SH DFND1587,63300
BRITISH AMERN TOB PLC ADRCOMMON11044810731,195275,865SH DFND14275,86500
BRITISH AMERN TOB PLC ADRCOMMON11044810731,744280,723SH DFND15280,72300
BRIXMOR PROPERTY GROUP INCCOMMON11120U105126,7735,695,109SH DFND14,715,0240980,085
BRIXMOR PROPERTY GROUP INCCOMMON11120U10570831,800SH DFND11,131,80000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,707121,600SH DFND13,1121,60000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10552423,555SH DFND1523,55500
BRIXMOR PROPERTY GROUP INCCOMMON11120U10577534,805SH DFND15,134,80500
BRIXMOR PROPERTY GROUP INCCOMMON11120U10558826,400SH DFND2,126,40000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1055,102229,200SH DFND3,1229,20000
BRIXMOR PROPERTY GROUP INCCOMMON11120U105873,900SH DFND4,13,90000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,02446,000SH DFND6,146,00000
BROADCOM CORP CL ACOMMON111320107266,4636,592,348SH DFND16,186,8390392,209
BROADCOM CORP CL ACOMMON1113201076,318156,300SH DFND1,500156,300
BROADCOM CORP CL ACOMMON11132010756213,900SH DFND1,913,90000
BROADCOM CORP CL ACOMMON1113201071,13127,983SH DFND1127,98300
BROADCOM CORP CL ACOMMON1113201075,307131,300SH DFND12131,30000
BROADCOM CORP CL ACOMMON1113201071,38834,333SH DFND1434,33300
BROADCOM CORP CL ACOMMON111320107214,9795,318,624SH DFND155,318,62400
BROADCOM CORP CL ACOMMON11132010797424,100SH DFND3,124,10000
BROADCOM CORP CL ACOMMON11132010799924,712SH DFND524,71200
BROADCOM CORP CL ACOMMON1113201071,12827,900SH DFND627,90000
BROADCOM CORP CL ACOMMON1113201071,88846,700SH DFND8,146,70000
BROADRIDGE FINANCIAL SOLCOMMON11133T10354,1441,300,600SH DFND11,300,60000
BROADRIDGE FINANCIAL SOLCOMMON11133T103481,143SH DFND121,14300
BROADRIDGE FINANCIAL SOLCOMMON11133T10381219,501SH DFND1419,50100
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,89745,568SH DFND1545,56800
BROADSOFT INCCOMMON11133B4091306,182SH DFND156,18200
BROADWIND ENERGY INCCOMMON11161T207719,540SH DFND19,54000
BROADWIND ENERGY INCCOMMON11161T207911121,601SH DFND15121,60100
BROADWIND ENERGY INCCOMMON11161T2078611,500SH DFND3,111,50000
BROCADE COMMUNICATIONS SYSCOMMON11162130622,2422,046,210SH DFND11,848,5100197,700
BROCADE COMMUNICATIONS SYSCOMMON1116213065,027462,500SH DFND1,516,7000445,800
BROCADE COMMUNICATIONS SYSCOMMON111621306504,607SH DFND124,60700
BROCADE COMMUNICATIONS SYSCOMMON11162130671165,429SH DFND1465,42900
BROCADE COMMUNICATIONS SYSCOMMON1116213061,721158,367SH DFND15158,36700
BROCADE COMMUNICATIONS SYSCOMMON1116213061,110102,100SH DFND3,1102,10000
BROCADE COMMUNICATIONS SYSCOMMON11162130672566,700SH DFND566,70000
BROCADE COMMUNICATIONS SYSCOMMON1116213069,225848,700SH DFND6848,70000
BROCADE COMMUNICATIONS SYSCOMMON1116213065,107469,800SH DFND7469,80000
BROCADE COMMUNICATIONS SYSCOMMON1116213065,100469,200SH DFND9469,20000
BROOKDALE SENIOR LIVING INCCOMMON112463104253,4117,865,028SH DFND17,396,0820468,946
BROOKDALE SENIOR LIVING INCCOMMON11246310449315,299SH DFND11,115,29900
BROOKDALE SENIOR LIVING INCCOMMON112463104378SH DFND127800
BROOKDALE SENIOR LIVING INCCOMMON1124631041,88558,492SH DFND13,158,49200
BROOKDALE SENIOR LIVING INCCOMMON1124631041,89058,654SH DFND1558,65400
BROOKDALE SENIOR LIVING INCCOMMON11246310440912,689SH DFND2,112,68900
BROOKDALE SENIOR LIVING INCCOMMON1124631043,523109,337SH DFND3,1109,33700
BROOKDALE SENIOR LIVING INCCOMMON11246310471222,106SH DFND6,122,10600
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA268,72853,407,000SH DFND148,791,00004,616,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510438,724861,300SH DFND2861,30000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851043,06768,217SH DFND2,1568,21700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,30328,962SH DFND1128,96200
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510425560SH DFND1256000
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851042,69960,011SH DFND1560,01100
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104255,8075,687,490SH DFND25,687,49000
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510426,960599,417SH DFND2,1599,41700
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851044279,500SH DFND79,50000
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582332917,344SH DFND2,117,34400
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582361932,659SH DFND2,1532,65900
BROOKFIELD GLOBAL LISTED INFRACOMMON11273Q1091,94083,281SH DFND1483,28100
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210129,714781,942SH DFND15781,94200
BROOKFIELD INFRASTRUCTURE PACOMMONG162521014,075107,234SH DFND2107,23400
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921063,079181,250SH DFND15181,25000
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910718,831893,740SH DFND1,2893,74000
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910717,708840,437SH DFND2840,43700
BROOKFIELD PROPERTY PARTNERSCOMMONG162491077,616361,472SH DFND2,1361,47200
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910746321,982SH DFND2,1521,98200
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910738,9111,847,075SH DFND21,847,07500
BROOKFIELD RESIDENTIAL PROPERTCOMMON11283W1042,972157,307SH DFND15157,30700
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,890115,753PRN DFND14115,75300
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,652106,206PRN DFND15106,20600
BROOKLINE BANCORP INCCOMMON11373M107131,571SH DFND11,57100
BROOKLINE BANCORP INCCOMMON11373M1072,372277,473SH DFND15277,47300
BROOKS AUTOMATION INCCOMMON11434010228,7542,735,883SH DFND12,735,88300
BROOKS AUTOMATION INCCOMMON1143401022,010191,223SH DFND15191,22300
BROWN & BROWN INCCOMMON11523610124,640766,405SH DFND1766,40500
BROWN & BROWN INCCOMMON115236101361,126SH DFND121,12600
BROWN & BROWN INCCOMMON11523610161619,145SH DFND1419,14500
BROWN & BROWN INCCOMMON1152361011,40643,719SH DFND1543,71900
BROWN FORMAN CORP CL BCOMMON1156372096,74174,720SH DFND174,72000
BROWN FORMAN CORP CL BCOMMON1156372095756,375SH DFND116,37500
BROWN FORMAN CORP CL BCOMMON11563720987966SH DFND1296600
BROWN FORMAN CORP CL BCOMMON1156372095,60162,087SH DFND1462,08700
BROWN FORMAN CORP CL BCOMMON11563720929,208323,739SH DFND15323,73900
BROWN FORMAN CORP CL BCOMMON1156372096907,650SH DFND57,65000
BROWN SHOE COMPANY INCCOMMON1157361001,64060,441SH DFND1460,44100
BROWN SHOE COMPANY INCCOMMON1157361005,753212,044SH DFND15212,04400
BROWN-FORMAN CORP -CL ACOMMON11563710038428SH DFND1242800
BROWN-FORMAN CORP -CL ACOMMON1156371006086,819SH DFND156,81900
BRUKER CORPCOMMON1167941088,099437,438SH DFND1437,43800
BRUKER CORPCOMMON11679410811,077598,283SH DFND15598,28300
BRUNSWICK CORPCOMMON117043109108,1072,565,433SH DFND12,565,43300
BRUNSWICK CORPCOMMON11704310973217,371SH DFND1417,37100
BRUNSWICK CORPCOMMON1170431091,82043,194SH DFND1543,19400
BRUNSWICK CORPCOMMON1170431095,389127,895SH DFND9,100127,895
BRYN MAWR BANK CORPCOMMON11766510929210,323SH DFND1510,32300
BSB BANCORP INC/MACOMMON05573H108287SH DFND158700
BT GROUP PLC-ADSCOMMON05577E10112201SH DFND120100
BT GROUP PLC-ADSCOMMON05577E10192615,064SH DFND1515,06400
BUCKEYE PARTNERS LPCOMMON1182301014,85560,964SH DFND1460,96400
BUCKEYE PARTNERS LPCOMMON1182301016107,664SH DFND157,66400
BUFFALO WILD WINGS INCCOMMON1198481093432,555SH DFND142,55500
BUFFALO WILD WINGS INCCOMMON1198481095,13838,266SH DFND1538,26600
BUILD-A-BEAR WORKSHOP INCCOMMON12007610415011,460SH DFND111,46000
BUILD-A-BEAR WORKSHOP INCCOMMON1200761041128,581SH DFND158,58100
BUILD-A-BEAR WORKSHOP INCCOMMON12007610422917,500SH DFND3,117,50000
BUILDERS FIRSTSOURCE INCCOMMON12008R10712222,294SH DFND1522,29400
BUNGE LIMITEDCOMMONG169621051942,300SH DFND1,92,30000
BUNGE LIMITEDCOMMONG169621056477,683SH DFND117,68300
BUNGE LIMITEDCOMMONG1696210586010,206SH DFND1210,20600
BUNGE LIMITEDCOMMONG1696210528,225335,089SH DFND15335,08900
BUNGE LIMITEDCOMMONG169621053664,342SH DFND54,34200
BUNGE LIMITEDCOMMONG169621052613,100SH DFND73,10000
BURGER KING WORLDWIDE INCCOMMON12122010711,016371,422SH DFND15371,42200
BURLINGTON STORES INCCOMMON1220171069,578240,287SH DFND1240,28700
BURLINGTON STORES INCCOMMON1220171062,42360,799SH DFND1560,79900
C & F FINANCIAL CORPCOMMON12466Q10441512,470SH DFND112,47000
C & F FINANCIAL CORPCOMMON12466Q1041805,418SH DFND155,41800
C & F FINANCIAL CORPCOMMON12466Q1041063,200SH DFND3,13,20000
C&J ENERGY SERVICES INCCOMMON12467B3042,69188,076SH DFND1588,07600
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20923,130348,761SH DFND1345,0610800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095,12077,200SH DFND1,50077,200
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091722,600SH DFND1,92,60000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095177,800SH DFND117,80000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,43436,701SH DFND1236,70100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20984812,787SH DFND1412,78700
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209116,8701,762,206SH DFND151,762,20600
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091922,900SH DFND52,90000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091662,500SH DFND62,50000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092593,900SH DFND73,90000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091462,200SH DFND8,12,20000
CA INCCOMMON12673P10512,689454,163SH DFND1452,76301,400
CA INCCOMMON12673P10548617,400SH DFND1,1217,40000
CA INCCOMMON12673P1051796,400SH DFND1,56,40000
CA INCCOMMON12673P10548517,361SH DFND1117,36100
CA INCCOMMON12673P1053,012107,800SH DFND12107,80000
CA INCCOMMON12673P1051,84666,069SH DFND1466,06900
CA INCCOMMON12673P105124,3204,449,533SH DFND154,449,53300
CA INCCOMMON12673P10553219,048SH DFND519,04800
CA INCCOMMON12673P10514,238509,600SH DFND6509,60000
CABELAS INC- CL ACOMMON12680430126434SH DFND1243400
CABELAS INC- CL ACOMMON1268043014657,898SH DFND147,89800
CABELAS INC- CL ACOMMON1268043014687,948SH DFND157,94800
CABLEVISION SYSTEMS CL ACOMMON12686C10917,141978,934SH DFND1925,834038,400
CABLEVISION SYSTEMS CL ACOMMON12686C1093,945225,300SH DFND1,500225,300
CABLEVISION SYSTEMS CL ACOMMON12686C10926815,300SH DFND1,915,30000
CABLEVISION SYSTEMS CL ACOMMON12686C10919411,099SH DFND1111,09900
CABLEVISION SYSTEMS CL ACOMMON12686C1091025,826SH DFND125,82600
CABLEVISION SYSTEMS CL ACOMMON12686C1092,338133,531SH DFND14133,53100
CABLEVISION SYSTEMS CL ACOMMON12686C1095,959340,337SH DFND15340,33700
CABLEVISION SYSTEMS CL ACOMMON12686C10942024,000SH DFND3,124,00000
CABLEVISION SYSTEMS CL ACOMMON12686C10925714,700SH DFND514,70000
CABLEVISION SYSTEMS CL ACOMMON12686C10990451,600SH DFND8,151,60000
CABOT CORPCOMMON12705510145885SH DFND1288500
CABOT CORPCOMMON1270551012,05540,474SH DFND1440,47400
CABOT CORPCOMMON1270551013,30865,164SH DFND1565,16400
CABOT MICROELECTRONICS CORPCOMMON12709P1033,33480,446SH DFND1580,44600
CABOT OIL & GAS CORP CL ACOMMON12709710355,0621,684,356SH DFND11,684,35600
CABOT OIL & GAS CORP CL ACOMMON12709710317,364531,170SH DFND1,2475,009056,161
CABOT OIL & GAS CORP CL ACOMMON12709710371321,800SH DFND1121,80000
CABOT OIL & GAS CORP CL ACOMMON127097103371,123SH DFND121,12300
CABOT OIL & GAS CORP CL ACOMMON1270971031,58948,612SH DFND1448,61200
CABOT OIL & GAS CORP CL ACOMMON1270971031,12634,443SH DFND1534,44300
CABOT OIL & GAS CORP CL ACOMMON12709710343213,200SH DFND513,20000
CABOT OIL & GAS CORP CL ACOMMON1270971033049,300SH DFND79,30000
CACI INTERNATIONAL INC CL ACOMMON12719030427,139380,785SH DFND1321,400059,385
CACI INTERNATIONAL INC CL ACOMMON12719030439547SH DFND1254700
CACI INTERNATIONAL INC CL ACOMMON1271903045037,058SH DFND147,05800
CACI INTERNATIONAL INC CL ACOMMON1271903045,60878,692SH DFND1578,69200
CACI INTERNATIONAL INC CL ACOMMON1271903043,50349,149SH DFND6,149,14900
CADENCE DESIGN SYS INCCOMMON127387108235,42513,679,543SH DFND113,417,0590262,484
CADENCE DESIGN SYS INCCOMMON1273871082,384138,499SH DFND14138,49900
CADENCE DESIGN SYS INCCOMMON1273871083,061177,856SH DFND15177,85600
CADENCE DESIGN SYS INCCOMMON12738710820,6491,199,818SH DFND2,11,199,81800
CADENCE DESIGN SYS INCCOMMON1273871083,734216,995SH DFND6,1216,99500
CAE INCCOMMON12476510816813,850SH DFND1113,85000
CAE INCCOMMON1247651081,230101,231SH DFND15101,23100
CAE INCCOMMON1247651081,215100,000SH DFND6,10100,0000
CAESARS ENTERTAINMENT-IPOCOMMON127686103292,277SH DFND122,27700
CAESARS ENTERTAINMENT-IPOCOMMON12768610352741,931SH DFND1541,93100
CAESARSTONE SDOT-YAM LTDCOMMONM2059810453910,424SH DFND1510,42400
CAESARSTONE SDOT-YAM LTDCOMMONM205981048,852171,276SH DFND2171,27600
CAI INTERNATIONAL INCCOMMON12477X10621311,003SH DFND1511,00300
CAL DIVE INTERNATIONAL INCCOMMON12802T101284292,527SH DFND15292,52700
CALAMOS ASSET MANAGEMENT-ACOMMON12811R10486576,740SH DFND1576,74000
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171081,612119,151SH DFND14119,15100
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1087,753546,776SH DFND14546,77600
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1072,430262,137SH DFND14262,13700
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251011,226104,762SH DFND14104,76200
CALAMP CORPCOMMON1281261094,049229,788SH DFND15229,78800
CALAVO GROWERS INCCOMMON1282461051,16725,863SH DFND1525,86300
CALGON CARBON CORPCOMMON12960310610537SH DFND153700
CALGON CARBON CORPCOMMON12960310661831,887SH DFND1431,88700
CALGON CARBON CORPCOMMON12960310619,7121,017,107SH DFND151,017,10700
CALIFORNIA WATER SERVICE GRPCOMMON130788102954,232SH DFND144,23200
CALIFORNIA WATER SERVICE GRPCOMMON13078810213,838616,670SH DFND15616,67000
CALIX INCCOMMON13100M5091,165121,777SH DFND15121,77700
CALLAWAY GOLF COMPANYCOMMON13119310437,6275,197,100SH DFND15,197,10000
CALLAWAY GOLF COMPANYCOMMON1311931041,096151,335SH DFND15151,33500
CALLIDUS SOFTWARE INCCOMMON13123E50089474,414SH DFND1574,41400
CALLON PETROLEUM CORPCOMMON13123X10258065,881SH DFND1565,88100
CAL-MAINE FOODS INCCOMMON1280302021,10712,390SH DFND112,39000
CAL-MAINE FOODS INCCOMMON1280302023363,764SH DFND143,76400
CAL-MAINE FOODS INCCOMMON12803020211,819132,306SH DFND15132,30600
CAL-MAINE FOODS INCCOMMON1280302026977,800SH DFND3,17,80000
CAL-MAINE FOODS INCCOMMON1280302024384,900SH DFND64,90000
CALPINE CORP-W/ICOMMON13134730440818,800SH DFND1118,80000
CALPINE CORP-W/ICOMMON1313473041506,932SH DFND126,93200
CALPINE CORP-W/ICOMMON1313473044,450205,051SH DFND14205,05100
CALPINE CORP-W/ICOMMON13134730421,334983,155SH DFND15983,15500
CALPINE CORP-W/ICOMMON13134730430614,100SH DFND514,10000
CAMBREX CORPCOMMON1320111075,098272,903SH DFND15272,90300
CAMDEN NATIONAL CORPCOMMON1330341083459,846SH DFND159,84600
CAMDEN PROPERTY TRUSTCOMMON133131102149,2512,177,889SH DFND1002,177,889
CAMDEN PROPERTY TRUSTCOMMON1331311021642,400SH DFND1,92,40000
CAMDEN PROPERTY TRUSTCOMMON1331311023084,500SH DFND114,50000
CAMDEN PROPERTY TRUSTCOMMON13313110263918SH DFND1291800
CAMDEN PROPERTY TRUSTCOMMON1331311023,23447,184SH DFND1547,18400
CAMECO CORPCOMMON13321L10813722SH DFND172200
CAMECO CORPCOMMON13321L10875642,836SH DFND1542,83600
CAMECO CORPCOMMON13321L10847626,945SH DFND2,1526,94500
CAMECO CORPCOMMON13321L10836720,754SH DFND1120,75400
CAMECO CORPCOMMON13321L1087381SH DFND1238100
CAMECO CORPCOMMON13321L10825214,277SH DFND1514,27700
CAMECO CORPCOMMON13321L10829116,481SH DFND2,116,48100
CAMECO CORPCOMMON13321L10822412,700SH DFND512,70000
CAMERON INTERNATIONAL CORPCOMMON13342B105200,6053,022,070SH DFND13,021,7700300
CAMERON INTERNATIONAL CORPCOMMON13342B10537,622566,772SH DFND1,2506,272060,500
CAMERON INTERNATIONAL CORPCOMMON13342B1052924,400SH DFND1,94,40000
CAMERON INTERNATIONAL CORPCOMMON13342B10570610,642SH DFND1110,64200
CAMERON INTERNATIONAL CORPCOMMON13342B1052,93944,268SH DFND1244,26800
CAMERON INTERNATIONAL CORPCOMMON13342B1052,89443,604SH DFND1443,60400
CAMERON INTERNATIONAL CORPCOMMON13342B10517,035256,633SH DFND15256,63300
CAMERON INTERNATIONAL CORPCOMMON13342B1051,09716,523SH DFND2,116,52300
CAMERON INTERNATIONAL CORPCOMMON13342B1056099,180SH DFND59,18000
CAMERON INTERNATIONAL CORPCOMMON13342B1054586,900SH DFND66,90000
CAMERON INTERNATIONAL CORPCOMMON13342B1053054,600SH DFND74,60000
CAMPBELL SOUP COCOMMON134429109266,3866,234,165SH DFND16,234,16500
CAMPBELL SOUP COCOMMON13442910945410,635SH DFND1110,63500
CAMPBELL SOUP COCOMMON134429109962,257SH DFND122,25700
CAMPBELL SOUP COCOMMON13442910983319,489SH DFND1419,48900
CAMPBELL SOUP COCOMMON1344291093,54783,005SH DFND1583,00500
CAMPBELL SOUP COCOMMON1344291093387,908SH DFND57,90800
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10527543,025SH DFND1543,02500
CAMTEK LTDCOMMONM2079110511128,353SH DFND1528,35300
CAN IMPERIAL BK OF COMMERCECOMMON1360691015,36859,741SH DFND2,1559,74100
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,87420,822SH DFND1120,82200
CAN IMPERIAL BK OF COMMERCECOMMON13606910137407SH DFND1240700
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,74241,582SH DFND1541,58200
CAN IMPERIAL BK OF COMMERCECOMMON13606910113,047144,995SH DFND2,1144,99500
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,75241,700SH DFND541,70000
CAN IMPERIAL BK OF COMMERCECOMMON1360691016,52372,488SH DFND672,48800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011531,700SH DFND71,70000
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT13606959869931,020SH DFND2,131,02000
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT1360695981,29657,482SH DFND2,1557,48200
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT13606961457725,850SH DFND2,125,85000
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT1360696141,07047,902SH DFND2,1547,90200
CANADIAN NATL RAILWAY COCOMMON13637510243,800617,256SH DFND1617,25600
CANADIAN NATL RAILWAY COCOMMON13637510233,726475,277SH DFND14475,27700
CANADIAN NATL RAILWAY COCOMMON1363751028,725122,957SH DFND15122,95700
CANADIAN NATL RAILWAY COCOMMON1363751022,76839,003SH DFND2,1539,00300
CANADIAN NATL RAILWAY COCOMMON136375102169,1982,378,895SH DFND12,378,89500
CANADIAN NATL RAILWAY COCOMMON1363751023,06443,084SH DFND1143,08400
CANADIAN NATL RAILWAY COCOMMON13637510223322SH DFND1232200
CANADIAN NATL RAILWAY COCOMMON13637510215,174213,341SH DFND15213,34100
CANADIAN NATL RAILWAY COCOMMON13637510242,973604,197SH DFND2,1604,19700
CANADIAN NATL RAILWAY COCOMMON1363751024,39561,800SH DFND561,80000
CANADIAN NATL RAILWAY COCOMMON1363751024,92269,200SH DFND669,20000
CANADIAN NATL RAILWAY COCOMMON13637510282511,600SH DFND711,60000
CANADIAN NATURAL RESOURCESCOMMON1363851012,00151,520SH DFND151,52000
CANADIAN NATURAL RESOURCESCOMMON1363851012997,700SH DFND1,97,70000
CANADIAN NATURAL RESOURCESCOMMON1363851019,809252,559SH DFND15252,55900
CANADIAN NATURAL RESOURCESCOMMON1363851013,16981,580SH DFND2,1581,58000
CANADIAN NATURAL RESOURCESCOMMON136385101304,6377,827,013SH DFND17,377,7590449,254
CANADIAN NATURAL RESOURCESCOMMON13638510154,7161,405,816SH DFND1,21,257,1790148,637
CANADIAN NATURAL RESOURCESCOMMON136385101661,700SH DFND1,51,70000
CANADIAN NATURAL RESOURCESCOMMON1363851012,22757,220SH DFND1157,22000
CANADIAN NATURAL RESOURCESCOMMON13638510198725,371SH DFND11,225,37100
CANADIAN NATURAL RESOURCESCOMMON13638510127704SH DFND1270400
CANADIAN NATURAL RESOURCESCOMMON1363851011,68843,362SH DFND1543,36200
CANADIAN NATURAL RESOURCESCOMMON136385101294,8947,576,689SH DFND27,576,68900
CANADIAN NATURAL RESOURCESCOMMON13638510119,250494,601SH DFND2,1494,60100
CANADIAN NATURAL RESOURCESCOMMON1363851012,32059,600SH DFND559,60000
CANADIAN NATURAL RESOURCESCOMMON1363851011,48738,200SH DFND638,20000
CANADIAN NATURAL RESOURCESCOMMON13638510161115,700SH DFND715,70000
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T100118,843572,818SH DFND1572,81800
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10038,751186,777SH DFND14186,77700
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1005,12624,707SH DFND1524,70700
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1001,0344,982SH DFND2,154,98200
CANADIAN SOLAR INCCOMMON1366351091795,008SH DFND125,00800
CANADIAN SOLAR INCCOMMON13663510911,920333,246SH DFND15333,24600
CANON INC- SP ADRCOMMON1380063092,56778,753SH DFND1478,75300
CANON INC- SP ADRCOMMON1380063091,20336,907SH DFND1536,90700
CANTEL MEDICAL CORPCOMMON1380981085,579162,265SH DFND15162,26500
CAPELLA EDUCATION COCOMMON13959410544700SH DFND100700
CAPELLA EDUCATION COCOMMON13959410574811,948SH DFND1411,94800
CAPELLA EDUCATION COCOMMON1395941051,23919,798SH DFND1519,79800
CAPELLA EDUCATION COCOMMON13959410519300SH DFND3,130000
CAPITAL BANK FINANCIAL CORPCOMMON13979410136115,099SH DFND1515,09900
CAPITAL CITY BANK GROUP INCCOMMON13967410532924,331SH DFND1524,33100
CAPITAL ONE FINANCIAL CORPCOMMON14040H10567,358825,265SH DFND1808,00509,860
CAPITAL ONE FINANCIAL CORPCOMMON14040H10514,137173,200SH DFND1,500173,200
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052202,700SH DFND1,92,70000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,44429,940SH DFND1129,94000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1057799,544SH DFND129,54400
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,98973,371SH DFND1473,37100
CAPITAL ONE FINANCIAL CORPCOMMON14040H10545,095552,505SH DFND15552,50500
CAPITAL ONE FINANCIAL CORPCOMMON14040H1054165,100SH DFND3,15,10000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,82046,800SH DFND546,80000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,48542,700SH DFND642,70000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058089,900SH DFND79,90000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,22027,200SH DFND8,127,20000
CAPITAL PRODUCT PARTNERS LPCOMMONY11082107797,940SH DFND157,94000
CAPITAL SENIOR LIVING CORPCOMMON14047510411,966563,635SH DFND1563,63500
CAPITAL SENIOR LIVING CORPCOMMON14047510426912,656SH DFND1512,65600
CAPITAL SOUTHWEST CORPCOMMON14050110724663SH DFND1266300
CAPITAL SOUTHWEST CORPCOMMON1405011072,73676,498SH DFND1576,49800
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101514,289SH DFND124,28900
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J10193879,363SH DFND1579,36300
CAPSTEAD MTG CORPCOMMON14067E506161,341SH DFND11,34100
CAPSTEAD MTG CORPCOMMON14067E506322,603SH DFND122,60300
CAPSTEAD MTG CORPCOMMON14067E50612,5811,027,880SH DFND151,027,88000
CAPSTEAD MTG CORPCOMMON14067E50622318,200SH DFND618,20000
CAPSTONE TURBINE CORPCOMMON14067D1022120,000SH DFND1220,00000
CAPSTONE TURBINE CORPCOMMON14067D102314293,295SH DFND15293,29500
CARBO CERAMICS INCCOMMON14078110536607SH DFND1460700
CARBO CERAMICS INCCOMMON1407811055859,880SH DFND159,88000
CARBONITE INCCOMMON14133710519719,250SH DFND1519,25000
CARDINAL FINANCIAL CORPCOMMON14149F10986350,560SH DFND121,560029,000
CARDINAL FINANCIAL CORPCOMMON14149F10983248,729SH DFND1548,72900
CARDINAL FINANCIAL CORPCOMMON14149F10932619,100SH DFND3,119,10000
CARDINAL HEALTH INCCOMMON14149Y108206,0012,749,608SH DFND12,666,339062,169
CARDINAL HEALTH INCCOMMON14149Y1089,065121,000SH DFND1,58000120,200
CARDINAL HEALTH INCCOMMON14149Y1081,67122,300SH DFND1,922,30000
CARDINAL HEALTH INCCOMMON14149Y1081,33017,750SH DFND1117,75000
CARDINAL HEALTH INCCOMMON14149Y1087419,890SH DFND129,89000
CARDINAL HEALTH INCCOMMON14149Y1086,80190,782SH DFND12,10090,782
CARDINAL HEALTH INCCOMMON14149Y10866,906893,033SH DFND14893,03300
CARDINAL HEALTH INCCOMMON14149Y10814,068187,773SH DFND15187,77300
CARDINAL HEALTH INCCOMMON14149Y1087479,974SH DFND2,19,97400
CARDINAL HEALTH INCCOMMON14149Y1082,90738,800SH DFND3,138,80000
CARDINAL HEALTH INCCOMMON14149Y1081,21516,223SH DFND416,22300
CARDINAL HEALTH INCCOMMON14149Y1084,40458,784SH DFND558,78400
CARDINAL HEALTH INCCOMMON14149Y10826,065347,900SH DFND6347,90000
CARDINAL HEALTH INCCOMMON14149Y1085,19269,300SH DFND769,30000
CARDINAL HEALTH INCCOMMON14149Y1083,13941,900SH DFND8,141,90000
CARDINAL HEALTH INCCOMMON14149Y1084,78763,900SH DFND963,90000
CARDIOME PHARMA CORPCOMMON14159U30110311,518SH DFND1511,51800
CARDTRONICS INCCOMMON14161H1083,614102,676SH DFND15102,67600
CARDTRONICS INC(CATM) CVT 144ACONVERT14161HAF520,14721,000,000SH DFND121,000,00000
CAREER EDUCATION CORPCOMMON141665109265,120SH DFND15,12000
CAREER EDUCATION CORPCOMMON141665109224,407SH DFND124,40700
CAREER EDUCATION CORPCOMMON141665109928182,627SH DFND15182,62700
CAREER EDUCATION CORPCOMMON141665109163,200SH DFND3,13,20000
CAREFUSION CORPCOMMON14170T101120,8932,671,665SH DFND12,671,66500
CAREFUSION CORPCOMMON14170T10149010,825SH DFND1110,82500
CAREFUSION CORPCOMMON14170T1011322,908SH DFND122,90800
CAREFUSION CORPCOMMON14170T1011773,914SH DFND143,91400
CAREFUSION CORPCOMMON14170T1012,58557,128SH DFND1557,12800
CARETRUST REIT INCCOMMON14174T10741428,984SH DFND1528,98400
CARLISLE COS INCCOMMON14233910052,566653,968SH DFND1653,96800
CARLISLE COS INCCOMMON14233910047581SH DFND1258100
CARLISLE COS INCCOMMON1423391006588,192SH DFND148,19200
CARLISLE COS INCCOMMON1423391001,64020,406SH DFND1520,40600
CARLYLE GROUPCOMMON14309L1021143,748SH DFND123,74800
CARLYLE GROUPCOMMON14309L10212,727417,829SH DFND15417,82900
CARMAX INCCOMMON1431301025,839125,695SH DFND1125,69500
CARMAX INCCOMMON14313010253511,518SH DFND1111,51800
CARMAX INCCOMMON1431301021202,591SH DFND122,59100
CARMAX INCCOMMON1431301022,47653,310SH DFND1553,31000
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CARMAX INCCOMMON1431301023768,100SH DFND58,10000
CARMAX INCCOMMON1431301022425,200SH DFND75,20000
CARMIKE CINEMAS INCCOMMON1434364002,84291,744SH DFND1591,74400
CARNIVAL CORPCOMMON1436583001,014,54825,256,358SH DFND124,708,8560547,502
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CARNIVAL CORPCOMMON1436583002957,353SH DFND127,35300
CARNIVAL CORPCOMMON1436583001,55738,754SH DFND1438,75400
CARNIVAL CORPCOMMON1436583005,296131,851SH DFND15131,85100
CARNIVAL CORPCOMMON14365830014,557362,389SH DFND2362,38900
CARNIVAL CORPCOMMON14365830068717,099SH DFND517,09900
CARNIVAL CORPCOMMON14365830070517,546SH DFND9,10017,546
CARNIVAL PLC-ADRCOMMON14365C1031573,940SH DFND153,94000
CARPENTER TECHNOLOGYCOMMON14428510328,143623,329SH DFND1623,32900
CARPENTER TECHNOLOGYCOMMON1442851031,42931,658SH DFND1531,65800
CARRIAGE SVCS INCCOMMON14390510720011,513SH DFND1511,51300
CARRIZO OIL & GAS INCCOMMON1445771039,739180,950SH DFND15180,95000
CARROLS RESTAURANT GROUP INCCOMMON14574X10429741,738SH DFND1541,73800
CARTERS INCCOMMON14622910932408SH DFND1240800
CARTERS INCCOMMON1462291094025,189SH DFND145,18900
CARTERS INCCOMMON1462291097,35694,898SH DFND1594,89800
CASCADE MICROTECHCOMMON147322101676,646SH DFND156,64600
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810424062,340SH DFND1562,34000
CASEY'S GENERAL STORES INCCOMMON14752810312168SH DFND116800
CASEY'S GENERAL STORES INCCOMMON14752810351713SH DFND1271300
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CASH AMERICA INTL INCCOMMON14754D1002,93667,021SH DFND1467,02100
CASH AMERICA INTL INCCOMMON14754D1002,51557,416SH DFND1557,41600
CASS INFORMATION SYSTEMS INCCOMMON14808P1092004,828SH DFND154,82800
CASTLE (A.M.) & COCOMMON14841110147255,316SH DFND1555,31600
CATAMARAN CORPCOMMON14888710245610,800SH DFND1110,80000
CATAMARAN CORPCOMMON1488871022044,832SH DFND154,83200
CATAMARAN CORPCOMMON1488871025,361127,064SH DFND2,1127,06400
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CATAMARAN CORPCOMMON1488871022,04648,543SH DFND1248,54300
CATAMARAN CORPCOMMON14888710280819,171SH DFND1419,17100
CATAMARAN CORPCOMMON14888710283,2361,974,756SH DFND151,974,75600
CATAMARAN CORPCOMMON1488871023849,120SH DFND2,159,12000
CATERPILLAR INCCOMMON149123101401,3904,053,216SH DFND13,786,7980248,318
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CATERPILLAR INCCOMMON1491231011,84218,600SH DFND1,918,60000
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CATERPILLAR INCCOMMON1491231019259,341SH DFND129,34100
CATERPILLAR INCCOMMON1491231015,62056,752SH DFND1456,75200
CATERPILLAR INCCOMMON14912310137,109374,721SH DFND15374,72100
CATERPILLAR INCCOMMON1491231013,32733,600SH DFND3,133,60000
CATERPILLAR INCCOMMON1491231014914,957SH DFND44,95700
CATERPILLAR INCCOMMON1491231014,08641,258SH DFND541,25800
CATERPILLAR INCCOMMON1491231014,23842,800SH DFND642,80000
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CATERPILLAR INCCOMMON1491231012,09921,200SH DFND8,121,20000
CATHAY GENERAL BANCORPCOMMON1491501042,20988,980SH DFND1588,98000
CATO CORP CL ACOMMON1492051062978,605SH DFND128,60500
CATO CORP CL ACOMMON1492051063,650105,906SH DFND15105,90600
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CAVIUM INCCOMMON14964U10891,2801,835,508SH DFND11,835,50800
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CBIZ INCCOMMON1248051021,302165,455SH DFND15165,45500
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CBL & ASSOCIATES PROPERTIESCOMMON124830100452,509SH DFND122,50900
CBL & ASSOCIATES PROPERTIESCOMMON1248301004,078227,828SH DFND15227,82800
CBOE HOLDINGS INCCOMMON12503M1081,11420,818SH DFND1420,81800
CBOE HOLDINGS INCCOMMON12503M1081,66931,187SH DFND1531,18700
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1005,534660,398SH DFND14660,39800
CBRE GROUP INCCOMMON12504L1096,398215,127SH DFND1215,12700
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CBRE GROUP INCCOMMON12504L1091,09136,700SH DFND636,70000
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CBS CORP CL ACOMMON12485710351960SH DFND1596000
CBS CORP- CLASS B NON VOTINGCOMMON12485720219,291360,583SH DFND1360,58300
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,36425,491SH DFND1125,49100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022424,530SH DFND124,53000
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CBS CORP- CLASS B NON VOTINGCOMMON12485720253,208994,538SH DFND15994,53800
CBS CORP- CLASS B NON VOTINGCOMMON12485720242794SH DFND2,1579400
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,23022,986SH DFND522,98600
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CBS CORP- CLASS B NON VOTINGCOMMON1248572025,711106,748SH DFND9,100106,748
CDI CORPCOMMON12507110059340,863SH DFND1540,86300
CDW CORP/DECOMMON12514G10840,5701,306,599SH DFND11,306,59900
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CDW CORP/DECOMMON12514G1082,40877,563SH DFND1577,56300
CECO ENVIRONMENTAL CORPCOMMON12514110140029,847SH DFND1529,84700
CEDAR FAIR LPCOMMON1501851063,88382,141SH DFND1582,14100
CEDAR REALTY TRUST INCCOMMON150602209698118,372SH DFND198,472019,900
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CEDAR REALTY TRUST INCCOMMON15060220955193,400SH DFND3,193,40000
CELADON GROUP INCCOMMON15083810024,2211,245,273SH DFND11,050,7090194,564
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CELADON GROUP INCCOMMON1508381003,063157,478SH DFND6,1157,47800
CELANESE CORP-SERIES ACOMMON1508701034808,200SH DFND118,20000
CELANESE CORP-SERIES ACOMMON150870103941,613SH DFND121,61300
CELANESE CORP-SERIES ACOMMON1508701031432,438SH DFND142,43800
CELANESE CORP-SERIES ACOMMON1508701031,59827,309SH DFND1527,30900
CELANESE CORP-SERIES ACOMMON15087010321,047359,648SH DFND2359,64800
CELANESE CORP-SERIES ACOMMON15087010364310,984SH DFND510,98400
CELESTICA INCCOMMON15101Q10840239,607SH DFND2,1539,60700
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CELGENE CORPCOMMON151020104570,8016,022,373SH DFND16,022,37300
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CELLCOM ISRAEL LTDCOMMONM2196U10911710,582SH DFND1510,58200
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CELLDEX THERAPEUTICS INCCOMMON15117B1031,22294,294SH DFND12,10094,294
CEMEX SAB DE CV CVT3.25 3-16CONVERT151290BB822,12715,700,000SH DFND115,700,00000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908894,689359,617SH DFND15359,61700
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088931,8052,439,000SH DFND62,439,00000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908891,333102,208SH DFND6,12102,20800
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088932625,012SH DFND925,01200
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908896,204475,793SH DFND9,100475,793
CENOVUS ENERGY INCOMMON15135U109129,3614,799,612SH DFND14,799,61200
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CENOVUS ENERGY INCOMMON15135U10984331,290SH DFND11,231,29000
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CENOVUS ENERGY INCOMMON15135U1092,30885,639SH DFND1585,63900
CENOVUS ENERGY INCOMMON15135U109173,4386,434,989SH DFND26,434,98900
CENOVUS ENERGY INCOMMON15135U10913,106486,270SH DFND2,1486,27000
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CENOVUS ENERGY INCCOMMON15135U1092348,700SH DFND1,98,70000
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CENTENE CORPCOMMON15135B1011,39416,850SH DFND116,85000
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CENTENE CORPCOMMON15135B1011,67220,214SH DFND1420,21400
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CENTER COAST MLP & INFRASTRUCTCOMMON15146110058629,978SH DFND1429,97800
CENTERPOINT ENERGY INCCOMMON15189T10758,2832,381,815SH DFND12,381,81500
CENTERPOINT ENERGY INCCOMMON15189T10752621,486SH DFND1121,48600
CENTERPOINT ENERGY INCCOMMON15189T1072158,768SH DFND128,76800
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CENTERPOINT ENERGY INCCOMMON15189T10745,3951,855,130SH DFND151,855,13000
CENTERPOINT ENERGY INCCOMMON15189T10728111,500SH DFND511,50000
CENTERPOINT ENERGY INC VQ 09-1CONVERT15189T20633,751555,000SH DFND100555,000
CENTERSTATE BANKS INCCOMMON15201P10929928,929SH DFND1528,92900
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q10801SH DFND1100
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q20751,904SH DFND11,90400
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CENTRAL EUROPEAN MEDIACOMMONG20045202671298,006SH DFND15298,00600
CENTRAL GARDEN & PET COCOMMON15352710618824,274SH DFND1524,27400
CENTRAL GARDEN AND PET CO-ACOMMON15352720520124,970SH DFND19,670015,300
CENTRAL GARDEN AND PET CO-ACOMMON1535272051,150142,997SH DFND15142,99700
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091488,270SH DFND18,27000
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CENTRAL PACIFIC FINANCIAL COCOMMON154760409744,100SH DFND3,14,10000
CENTURY ALUMINUM COMPANYCOMMON1564311084,615177,720SH DFND199,320078,400
CENTURY ALUMINUM COMPANYCOMMON1564311088,786338,321SH DFND15338,32100
CENTURY ALUMINUM COMPANYCOMMON1564311081,47856,900SH DFND3,156,90000
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CENTURY BANCORP INC CL ACOMMON1564321061043,000SH DFND3,13,00000
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CENTURYLINK INCCOMMON15670010644,9001,098,064SH DFND11,096,46401,600
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CENTURYLINK INCCOMMON15670010683020,300SH DFND1,920,30000
CENTURYLINK INCCOMMON1567001061,22529,966SH DFND1129,96600
CENTURYLINK INCCOMMON1567001061,30031,782SH DFND1231,78200
CENTURYLINK INCCOMMON15670010613,003318,007SH DFND14318,00700
CENTURYLINK INCCOMMON15670010659,8441,463,526SH DFND151,463,52600
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CENTURYLINK INCCOMMON15670010649112,000SH DFND612,00000
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CENTURYLINK INCCOMMON1567001061,32932,500SH DFND8,132,50000
CENVEO INCCOMMON15670S105602243,651SH DFND15243,65100
CEPHEID INCCOMMON15670R1072625,955SH DFND155,95500
CEPHEID(CPHD) CVT 1.25 144A 02CONVERT15670RAB319,68820,000,000SH DFND120,000,00000
CERNER CORPCOMMON1567821046,984117,241SH DFND1117,24100
CERNER CORPCOMMON15678210496516,200SH DFND1116,20000
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CERNER CORPCOMMON1567821043,65161,287SH DFND1461,28700
CERNER CORPCOMMON156782104199,4373,347,940SH DFND153,347,94000
CERNER CORPCOMMON15678210446773SH DFND2,1577300
CERNER CORPCOMMON1567821044778,000SH DFND58,00000
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CERVECERIAS UNIDAS SA (CIA) ADCOMMON204429104261,200SH DFND1,51,20000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910448321,919SH DFND6,521,91900
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910430013,600SH DFND913,60000
CEVA INCCOMMON15721010568450,923SH DFND1550,92300
CF INDUSTRIES HOLDINGS INCCOMMON1252691007,40126,507SH DFND126,50700
CF INDUSTRIES HOLDINGS INCCOMMON1252691007542,700SH DFND112,70000
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CF INDUSTRIES HOLDINGS INCCOMMON1252691002,93210,502SH DFND1410,50200
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CF INDUSTRIES HOLDINGS INCCOMMON1252691001,0893,900SH DFND53,90000
CF INDUSTRIES HOLDINGS INCCOMMON12526910019,80470,927SH DFND670,92700
CF INDUSTRIES HOLDINGS INCCOMMON1252691003911,400SH DFND71,40000
CGI GROUP INCCOMMON39945C109257,6047,610,356SH DFND17,610,35600
CGI GROUP INCCOMMON39945C10939111,542SH DFND1111,54200
CGI GROUP INCCOMMON39945C1092487,328SH DFND157,32800
CGI GROUP INCCOMMON39945C10947,3041,397,498SH DFND2,11,397,49800
CGI GROUP INC CL ACOMMON39945C10949,1321,454,897SH DFND11,454,89700
CGI GROUP INC CL ACOMMON39945C10946713,821SH DFND2,1513,82100
CHAMBERS STREET PROPERTIESCOMMON1578421051,408186,935SH DFND15186,93500
CHANGYOU.COM LTDCOMMON15911M10797440,683SH DFND1540,68300
CHARLES RIVER LABORATORIESCOMMON15986410727,085453,384SH DFND1383,938069,446
CHARLES RIVER LABORATORIESCOMMON15986410761,4591,028,775SH DFND1,21,028,77500
CHARLES RIVER LABORATORIESCOMMON1598641071953,256SH DFND11,23,25600
CHARLES RIVER LABORATORIESCOMMON1598641071,86331,188SH DFND1531,18800
CHARLES RIVER LABORATORIESCOMMON1598641079,855164,969SH DFND2164,96900
CHARLES RIVER LABORATORIESCOMMON1598641073,48158,269SH DFND6,158,26900
CHART INDUSTRIES INCCOMMON16115Q3081,57325,725SH DFND1525,72500
CHART INDUSTRIES INC CVT 2.0 0CONVERT16115QAC416,21414,000,000SH DFND114,000,00000
CHARTER COMMUNICATIONS INCCOMMON16117M3056054,000SH DFND114,00000
CHARTER COMMUNICATIONS INCCOMMON16117M3053,99226,370SH DFND1226,37000
CHARTER COMMUNICATIONS INCCOMMON16117M305159,0121,050,484SH DFND151,050,48400
CHARTER COMMUNICATIONS INCCOMMON16117M3056514,300SH DFND54,30000
CHARTER FINANCIAL CORPCOMMON16122W10859855,900SH DFND127,500028,400
CHARTER FINANCIAL CORPCOMMON16122W10832630,431SH DFND1530,43100
CHARTER FINANCIAL CORPCOMMON16122W10821720,300SH DFND3,120,30000
CHASE CORPCOMMON16150R1044132SH DFND1513200
CHATHAM LODGING TRUSTCOMMON16208T10227211,786SH DFND1511,78600
CHC GROUP LTDCOMMONG0702110123,9644,279,374SH DFND24,279,37400
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,42949,520SH DFND149,52000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,14245,380SH DFND1245,38000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651041,98628,682SH DFND1428,68200
CHECK POINT SOFTWARE TECH LTDCOMMONM22465104125,6161,814,216SH DFND151,814,21600
CHECK POINT SOFTWARE TECH LTDCOMMONM2246510478911,398SH DFND2,111,39800
CHECK POINT SOFTWARE TECH LTDCOMMONM224651045688,200SH DFND58,20000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651042,83240,900SH DFND640,90000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,99557,700SH DFND757,70000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,99557,700SH DFND957,70000
CHECKPOINT SYSTEMS INCCOMMON1628251031,747142,831SH DFND15142,83100
CHEESECAKE FACTORY (THE)COMMON16307210138,561847,495SH DFND1847,49500
CHEESECAKE FACTORY (THE)COMMON1630721012,60257,197SH DFND1557,19700
CHEFS WAREHOUSE HOLDINGS LLCCOMMON1630861011489,106SH DFND159,10600
CHEMED CORPCOMMON16359R103121,5421,181,168SH DFND11,181,16800
CHEMED CORPCOMMON16359R1031,26312,276SH DFND1412,27600
CHEMED CORPCOMMON16359R1037,99777,720SH DFND1577,72000
CHEMICAL FINANCIAL CORPCOMMON16373110290033,477SH DFND1533,47700
CHEMTURA CORPCOMMON163893209321,361SH DFND121,36100
CHEMTURA CORPCOMMON16389320970930,403SH DFND1530,40300
CHENIERE ENERGY INCCOMMON16411R20894411,800SH DFND1111,80000
CHENIERE ENERGY INCCOMMON16411R20840,411504,953SH DFND15504,95300
CHENIERE ENERGY INCCOMMON16411R20890411,300SH DFND511,30000
CHERRY HILL MORTGAGE INVESTMENCOMMON1646511011,71591,709SH DFND1491,70900
CHESAPEAKE ENERGY CORPCOMMON16516710774,8333,255,010SH DFND13,030,1400165,970
CHESAPEAKE ENERGY CORPCOMMON16516710710,787469,200SH DFND1,510,2000459,000
CHESAPEAKE ENERGY CORPCOMMON1651671071,44863,000SH DFND1,963,00000
CHESAPEAKE ENERGY CORPCOMMON16516710764227,918SH DFND1127,91800
CHESAPEAKE ENERGY CORPCOMMON16516710729812,964SH DFND1212,96400
CHESAPEAKE ENERGY CORPCOMMON1651671072,665115,908SH DFND14115,90800
CHESAPEAKE ENERGY CORPCOMMON1651671075,835253,786SH DFND15253,78600
CHESAPEAKE ENERGY CORPCOMMON1651671072,621114,000SH DFND3,1114,00000
CHESAPEAKE ENERGY CORPCOMMON16516710770830,813SH DFND430,81300
CHESAPEAKE ENERGY CORPCOMMON1651671071,81378,850SH DFND578,85000
CHESAPEAKE ENERGY CORPCOMMON1651671073,724162,000SH DFND6162,00000
CHESAPEAKE ENERGY CORPCOMMON16516710729412,800SH DFND712,80000
CHESAPEAKE ENERGY CORPCOMMON1651671072,552111,000SH DFND8,1111,00000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ917,44417,303,000SH DFND19,303,00008,000,000
CHESAPEAKE ENERGY CORP CVP 144CONVERT16516777615,97614,401SH DFND114,40100
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW63,0383,000,000SH DFND1003,000,000
CHESAPEAKE LODGING TRUSTCOMMON16524010213461SH DFND146100
CHESAPEAKE LODGING TRUSTCOMMON1652401022,51786,338SH DFND1586,33800
CHESAPEAKE LODGING TRUSTCOMMON1652401021926,593SH DFND15,16,59300
CHESAPEAKE UTILITIES CORPCOMMON1653031083418,190SH DFND18,19000
CHESAPEAKE UTILITIES CORPCOMMON16530310862815,066SH DFND1515,06600
CHESAPEAKE UTILITIES CORPCOMMON1653031082506,000SH DFND3,16,00000
CHEVRON CORPCOMMON166764100404,3893,389,114SH DFND13,388,01401,100
CHEVRON CORPCOMMON16676410059,924502,213SH DFND1,2449,114053,099
CHEVRON CORPCOMMON1667641008837,400SH DFND1,5007,400
CHEVRON CORPCOMMON16676410012,869107,857SH DFND11107,85700
CHEVRON CORPCOMMON1667641005,12942,985SH DFND1242,98500
CHEVRON CORPCOMMON166764100222,8821,867,934SH DFND141,867,93400
CHEVRON CORPCOMMON166764100194,0941,626,666SH DFND151,626,66600
CHEVRON CORPCOMMON1667641001,0388,700SH DFND48,70000
CHEVRON CORPCOMMON1667641007,63664,000SH DFND564,00000
CHEVRON CORPCOMMON16676410032,593273,155SH DFND6120,609152,5460
CHEVRON CORPCOMMON1667641002,29119,200SH DFND719,20000
CHEVRON CORPCOMMON1667641002261,891SH DFND8,11,89100
CHEVRON CORPCOMMON16676410012,786107,160SH DFND9107,16000
CHICAGO BRIDGE & IRON CO NVCOMMON16725010931,264540,440SH DFND1540,44000
CHICAGO BRIDGE & IRON CO NVCOMMON1672501093125,400SH DFND115,40000
CHICAGO BRIDGE & IRON CO NVCOMMON16725010939678SH DFND1267800
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,28822,260SH DFND1422,26000
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,28922,284SH DFND1522,28400
CHICO'S FAS INCCOMMON16861510224,3191,646,528SH DFND11,646,52800
CHICO'S FAS INCCOMMON168615102241,617SH DFND121,61700
CHICO'S FAS INCCOMMON16861510272348,973SH DFND1448,97300
CHICO'S FAS INCCOMMON16861510243829,673SH DFND1529,67300
CHILDREN'S PLACE INC/THECOMMON1689051074,16487,366SH DFND1587,36600
CHIMERA INVESTMENT CORPCOMMON16934Q10921269,700SH DFND10069,700
CHIMERA INVESTMENT CORPCOMMON16934Q1091,593524,008SH DFND15524,00800
CHIMERA INVESTMENT CORPCOMMON16934Q1095417,700SH DFND617,70000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10516818,260SH DFND118,26000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R105953103,791SH DFND15103,79100
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10513514,700SH DFND3,114,70000
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061031,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1064,39981,522SH DFND1581,52200
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C106921,700SH DFND3,11,70000
CHINA CORD BLOOD CORP COCOMMONG211071008016,439SH DFND1516,43900
CHINA DIGITAL TV HOLDING-ADRCOMMON16938G107530129,517SH DFND15129,51700
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10490264,369SH DFND1564,36900
CHINA GREEN AGRICULTURE INC CGCOMMON16943W10514070,665SH DFND1570,66500
CHINA INFORMATION TECHNOLOGY ICOMMONG21174100477121,725SH DFND15121,72500
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1066,572157,612SH DFND15157,61200
CHINA LODGING GROUP LTD ADRCOMMON16949N1092,48396,337SH DFND1596,33700
CHINA MING YANG WIND POW-ADSCOMMON16951C1085,0321,655,168SH DFND151,655,16800
CHINA MOBILE GAMES ADRCOMMON16952T10097746,432SH DFND1546,43200
CHINA MOBILE LTD SP ADRCOMMON16941M10913222SH DFND122200
CHINA MOBILE LTD SP ADRCOMMON16941M1093,32556,601SH DFND1456,60100
CHINA MOBILE LTD SP ADRCOMMON16941M10960,4001,028,088SH DFND151,028,08800
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R108335SH DFND13500
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1082,94133,663SH DFND1433,66300
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R10834,126390,641SH DFND15390,64100
CHINA RECYCLING ENERGY CORPCOMMON1689131016351,541SH DFND1551,54100
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,26736,906SH DFND1436,90600
CHINA TELECOM CORP LTD - ADRCOMMON1694261033,52557,383SH DFND1557,38300
CHINA UNICOM LTD ADRCOMMON16945R10459739,748SH DFND1439,74800
CHINA UNICOM LTD ADRCOMMON16945R1043,448229,395SH DFND15229,39500
CHINA XD PLASTICS CO LTDCOMMON16948F10725646,710SH DFND146,71000
CHINA XD PLASTICS CO LTDCOMMON16948F107962175,949SH DFND15175,94900
CHINA XD PLASTICS CO LTDCOMMON16948F10724444,600SH DFND3,144,60000
CHINA YUCHAI INTL LTDCOMMONG210821052,949159,085SH DFND15159,08500
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M10786762,948SH DFND1562,94800
CHIPMOS TECHNOLOGIES BERMUDA LCOMMONG2110R11452022,991SH DFND1522,99100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561057,03810,558SH DFND110,55800
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0671,600SH DFND111,60000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561054974SH DFND127400
CHIPOTLE MEXICAN GRILL INCCOMMON16965610535,22352,841SH DFND1552,84100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0001,500SH DFND51,50000
CHIPOTLE MEXICAN GRILL INCCOMMON169656105400600SH DFND760000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561053,1484,722SH DFND9,1004,722
CHIQUITA BRANDS INTLCOMMON170032809362,569SH DFND122,56900
CHIQUITA BRANDS INTLCOMMON17003280980356,578SH DFND1556,57800
CHIQUITA BRANDS INTL CVT 4.25CONVERT170032AT315,59815,598,000SH DFND113,348,00002,250,000
CHOICE HOTELS INTL INCCOMMON16990510642,877824,557SH DFND1824,55700
CHOICE HOTELS INTL INCCOMMON1699051065,400103,846SH DFND15103,84600
CHRISTOPHER & BANKS CORPCOMMON1710461054,159420,501SH DFND15420,50100
CHUBB CORPCOMMON17123210121,510236,170SH DFND1236,17000
CHUBB CORPCOMMON1712321011,16812,823SH DFND1112,82300
CHUBB CORPCOMMON1712321014104,501SH DFND124,50100
CHUBB CORPCOMMON17123210152,452575,888SH DFND14575,88800
CHUBB CORPCOMMON17123210165,403718,086SH DFND15718,08600
CHUBB CORPCOMMON17123210193310,248SH DFND510,24800
CHUBB CORPCOMMON1712321013924,300SH DFND74,30000
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50289329,812SH DFND1429,81200
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5022,88496,243SH DFND1596,24300
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50268622,900SH DFND622,90000
CHURCH & DWIGHT CO INCCOMMON1713401024987,100SH DFND117,10000
CHURCH & DWIGHT CO INCCOMMON17134010262882SH DFND1288200
CHURCH & DWIGHT CO INCCOMMON1713401022493,546SH DFND143,54600
CHURCH & DWIGHT CO INCCOMMON1713401024,40362,753SH DFND1562,75300
CHURCHILL DOWNS INCCOMMON1714841087177,351SH DFND157,35100
CHUY'S HOLDINGS INCCOMMON17160410112372SH DFND1537200
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A1021,824224,859SH DFND14224,85900
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A10233,4394,123,184SH DFND154,123,18400
CIBER INCCOMMON17163B10223,7776,932,200SH DFND16,932,20000
CIBER INCCOMMON17163B102970282,923SH DFND15282,92300
CIENA CORPCOMMON171779309109,5406,551,444SH DFND16,551,44400
CIENA CORPCOMMON1717793091,00760,243SH DFND1560,24300
CIENA CORP 3.75 144A 10-18CONVERT171779AG6583500,000SH DFND100500,000
CIENA CORP CVT 4 12-15-20CONVERT171779AK742,37835,407,000SH DFND132,009,00003,398,000
CIGNA CORPCOMMON125509109182,4022,011,273SH DFND11,891,7080119,565
CIGNA CORPCOMMON1255091091,27914,099SH DFND1114,09900
CIGNA CORPCOMMON1255091093123,445SH DFND123,44500
CIGNA CORPCOMMON1255091094,57450,434SH DFND1450,43400
CIGNA CORPCOMMON12550910914,587160,840SH DFND15160,84000
CIGNA CORPCOMMON1255091098699,577SH DFND59,57700
CIMAREX ENERGY COCOMMON17179810148,105380,183SH DFND1380,18300
CIMAREX ENERGY COCOMMON1717981015724,518SH DFND114,51800
CIMAREX ENERGY COCOMMON17179810174583SH DFND1258300
CIMAREX ENERGY COCOMMON17179810115,017118,681SH DFND15118,68100
CIMAREX ENERGY COCOMMON17179810143341SH DFND2,1534100
CIMAREX ENERGY COCOMMON1717981016335,000SH DFND55,00000
CINCINNATI BELL INCCOMMON171871106308,888SH DFND128,88800
CINCINNATI BELL INCCOMMON1718711062,126630,968SH DFND15630,96800
CINCINNATI FINANCIAL CORPCOMMON1720621016,272133,298SH DFND1133,29800
CINCINNATI FINANCIAL CORPCOMMON1720621014068,638SH DFND118,63800
CINCINNATI FINANCIAL CORPCOMMON1720621011182,508SH DFND122,50800
CINCINNATI FINANCIAL CORPCOMMON1720621015,301112,659SH DFND14112,65900
CINCINNATI FINANCIAL CORPCOMMON17206210162,8261,335,308SH DFND151,335,30800
CINEDIGM CORPCOMMON17240610053,321SH DFND153,32100
CINEMARK HOLDINGS INCCOMMON17243V10265,5711,926,284SH DFND11,926,28400
CINEMARK HOLDINGS INCCOMMON17243V102551,622SH DFND121,62200
CINEMARK HOLDINGS INCCOMMON17243V1021,74151,138SH DFND1451,13800
CINEMARK HOLDINGS INCCOMMON17243V1024,921144,572SH DFND15144,57200
CINTAS CORPCOMMON1729081057,094100,490SH DFND199,4400150
CINTAS CORPCOMMON1729081054666,600SH DFND1,5006,600
CINTAS CORPCOMMON1729081053785,359SH DFND115,35900
CINTAS CORPCOMMON172908105741,049SH DFND121,04900
CINTAS CORPCOMMON1729081056,83496,809SH DFND1496,80900
CINTAS CORPCOMMON17290810551,138724,434SH DFND15724,43400
CINTAS CORPCOMMON17290810564900SH DFND590000
CIRCOR INTERNATIONAL INCCOMMON17273K1091,80226,759SH DFND1526,75900
CIRRUS LOGIC INCCOMMON1727551003,243155,555SH DFND14155,55500
CIRRUS LOGIC INCCOMMON1727551004,190200,940SH DFND15200,94000
CISCO SYSTEMS INCCOMMON17275R102839,64933,359,124SH DFND132,342,7350915,089
CISCO SYSTEMS INCCOMMON17275R10219,013755,400SH DFND1,56,4000749,000
CISCO SYSTEMS INCCOMMON17275R1022,21087,800SH DFND1,987,80000
CISCO SYSTEMS INCCOMMON17275R1023,750149,000SH DFND10149,00000
CISCO SYSTEMS INCCOMMON17275R1026,748268,086SH DFND11268,08600
CISCO SYSTEMS INCCOMMON17275R10231,4351,248,914SH DFND121,248,91400
CISCO SYSTEMS INCCOMMON17275R102143,9725,719,988SH DFND145,719,98800
CISCO SYSTEMS INCCOMMON17275R1021,279,30250,826,451SH DFND1550,826,45100
CISCO SYSTEMS INCCOMMON17275R102123,5764,909,656SH DFND24,909,65600
CISCO SYSTEMS INCCOMMON17275R1021,17846,787SH DFND2,146,78700
CISCO SYSTEMS INCCOMMON17275R1024,382174,100SH DFND3,1174,10000
CISCO SYSTEMS INCCOMMON17275R1021,15745,962SH DFND445,96200
CISCO SYSTEMS INCCOMMON17275R1027,986317,301SH DFND5317,30100
CISCO SYSTEMS INCCOMMON17275R10215,152602,000SH DFND6602,00000
CISCO SYSTEMS INCCOMMON17275R1021,72968,700SH DFND768,70000
CISCO SYSTEMS INCCOMMON17275R1024,536180,200SH DFND8,1180,20000
CIT GROUP INCCOMMON1255818013,58878,070SH DFND170,34005,630
CIT GROUP INCCOMMON1255818011,28227,900SH DFND1,50027,900
CIT GROUP INCCOMMON12558180146410,100SH DFND1110,10000
CIT GROUP INCCOMMON1255818011192,593SH DFND122,59300
CIT GROUP INCCOMMON12558180121449SH DFND1444900
CIT GROUP INCCOMMON1255818012,11646,041SH DFND1546,04100
CIT GROUP INCCOMMON1255818011844,000SH DFND3,14,00000
CIT GROUP INCCOMMON12558180155612,100SH DFND512,10000
CIT GROUP INCCOMMON12558180190519,700SH DFND619,70000
CIT GROUP INCCOMMON125581801741,600SH DFND8,11,60000
CITI TRENDS INCCOMMON17306X10224911,280SH DFND111,28000
CITI TRENDS INCCOMMON17306X10260227,237SH DFND1527,23700
CITI TRENDS INCCOMMON17306X10227812,600SH DFND3,112,60000
CITIGROUP INC COMCOMMON1729674242,107,26940,665,171SH DFND139,122,48801,495,383
CITIGROUP INC COMCOMMON17296742419,562377,498SH DFND1,500377,498
CITIGROUP INC COMCOMMON17296742497518,824SH DFND1,618,82400
CITIGROUP INC COMCOMMON1729674248,244159,082SH DFND11159,08200
CITIGROUP INC COMCOMMON1729674244,77992,232SH DFND1292,23200
CITIGROUP INC COMCOMMON1729674245,259101,485SH DFND14101,48500
CITIGROUP INC COMCOMMON17296742479,2111,528,573SH DFND151,528,57300
CITIGROUP INC COMCOMMON1729674241052,029SH DFND22,02900
CITIGROUP INC COMCOMMON17296742445875SH DFND2,1587500
CITIGROUP INC COMCOMMON1729674244,73691,400SH DFND3,191,40000
CITIGROUP INC COMCOMMON1729674241,22623,653SH DFND423,65300
CITIGROUP INC COMCOMMON17296742411,483221,600SH DFND5221,60000
CITIGROUP INC COMCOMMON172967424161,6483,119,423SH DFND63,119,42300
CITIGROUP INC COMCOMMON1729674241,61731,200SH DFND731,20000
CITIGROUP INC COMCOMMON1729674244,84593,500SH DFND8,193,50000
CITIZENS & NORTHERN CORPCOMMON1729221061367,150SH DFND17,15000
CITIZENS & NORTHERN CORPCOMMON17292210624713,020SH DFND1513,02000
CITIZENS & NORTHERN CORPCOMMON1729221061719,000SH DFND3,19,00000
CITIZENS FINANCIAL GROUP INC CCOMMON174610105129,0795,511,500SH DFND15,153,3870358,113
CITIZENS INCCOMMON17474010023235,895SH DFND1535,89500
CITRIX SYSTEMS INCCOMMON177376100647,3069,073,535SH DFND18,867,9960204,139
CITRIX SYSTEMS INCCOMMON1773761001502,100SH DFND1,92,10000
CITRIX SYSTEMS INCCOMMON1773761006108,546SH DFND118,54600
CITRIX SYSTEMS INCCOMMON1773761002,82439,588SH DFND1239,58800
CITRIX SYSTEMS INCCOMMON1773761003,01242,224SH DFND1442,22400
CITRIX SYSTEMS INCCOMMON177376100114,7721,608,804SH DFND151,608,80400
CITRIX SYSTEMS INCCOMMON17737610096113,465SH DFND2,113,46500
CITRIX SYSTEMS INCCOMMON1773761004626,473SH DFND56,47300
CITRIX SYSTEMS INCCOMMON1773761003214,500SH DFND74,50000
CITRIX SYSTEMS INC(CTXS)CVT144CONVERT177376AC4119,725109,714,000SH DFND172,424,000037,290,000
CITY HOLDING COCOMMON17783510512289SH DFND128900
CITY HOLDING COCOMMON1778351055,857139,015SH DFND15139,01500
CITY NATIONAL CORPCOMMON17856610542550SH DFND1255000
CITY NATIONAL CORPCOMMON1785661051,50319,857SH DFND1519,85700
CIVEO CORPCOMMON178787107171,469SH DFND121,46900
CIVEO CORPCOMMON17878710716314,043SH DFND1414,04300
CIVEO CORPCOMMON1787871071,762151,767SH DFND15151,76700
CLARCOR INCCOMMON1798951072,97547,167SH DFND1547,16700
CLAYMORE GUGGENHEIM STRATEGICCOMMON40167F10180936,902PRN DFND1436,90200
CLAYTON WILLIAMS ENERGY INCCOMMON9694901011,49015,450SH DFND115,45000
CLAYTON WILLIAMS ENERGY INCCOMMON9694901015025,202SH DFND155,20200
CLAYTON WILLIAMS ENERGY INCCOMMON9694901017918,200SH DFND3,18,20000
CLEAN ENERGY FUELS CORPCOMMON184499101972124,609SH DFND15124,60900
CLEAN HARBORS INCCOMMON18449610753,874999,156SH DFND1999,15600
CLEAN HARBORS INCCOMMON18449610733607SH DFND1260700
CLEAN HARBORS INCCOMMON18449610794417,500SH DFND1417,50000
CLEAN HARBORS INCCOMMON18449610773413,610SH DFND1513,61000
CLEAR CHANNEL OUTDOOR CL ACOMMON18451C10958486,597SH DFND1586,59700
CLEARBRIDGE ENERGY MLP FUND CECOMMON1846921017,772278,774SH DFND14278,77400
CLEARBRIDGE ENERGY MLP OPPOR CCOMMON18469P10017,209705,307SH DFND14705,30700
CLEARBRIDGE ENERGY MLP TOTAL CCOMMON18469Q1086,566284,995SH DFND14284,99500
CLEARONE INCCOMMON18506U104202,400SH DFND3,12,40000
CLEARWATER PAPER CORPCOMMON18538R10371711,935SH DFND1411,93500
CLEARWATER PAPER CORPCOMMON18538R1036,994116,351SH DFND15116,35100
CLECO CORPORATIONCOMMON12561W10540832SH DFND1283200
CLECO CORPORATIONCOMMON12561W1057,100147,446SH DFND14147,44600
CLECO CORPORATIONCOMMON12561W1052,15644,782SH DFND1544,78200
CLIFFS NATURAL RESOURCES INCCOMMON18683K101666,362SH DFND126,36200
CLIFFS NATURAL RESOURCES INCCOMMON18683K1011,03099,184SH DFND1499,18400
CLIFFS NATURAL RESOURCES INCCOMMON18683K1011,147110,460SH DFND15110,46000
CLOROX COMPANYCOMMON1890541097,12574,191SH DFND174,19100
CLOROX COMPANYCOMMON1890541096416,678SH DFND116,67800
CLOROX COMPANYCOMMON1890541091361,413SH DFND121,41300
CLOROX COMPANYCOMMON18905410919,597204,054SH DFND14204,05400
CLOROX COMPANYCOMMON18905410972,712757,104SH DFND15757,10400
CLOROX COMPANYCOMMON1890541095515,741SH DFND55,74100
CLOROX COMPANYCOMMON1890541092792,900SH DFND72,90000
CLOUD PEAK ENERGY INCCOMMON18911Q102231,795SH DFND121,79500
CLOUD PEAK ENERGY INCCOMMON18911Q1021,330105,363SH DFND15105,36300
CLOUGH GLBL OPPORTUNITIES FD CCOMMON18914E1066,592552,590SH DFND14552,59000
CLOUGH GLOBAL ALLOCATION FD CECOMMON18913Y10398969,118SH DFND1469,11800
CLOUGH GLOBAL EQUITY FUND CEFCOMMON18914C10024717,242SH DFND1417,24200
CLOVIS ONCOLOGY INCCOMMON1894641006,929152,753SH DFND1152,75300
CLUBCORP HOLDINGS INCCOMMON18948M10829715,002SH DFND1515,00200
CME GROUP INCCOMMON12572Q105212,1482,653,338SH DFND12,490,9500162,388
CME GROUP INCCOMMON12572Q1051,33016,640SH DFND1116,64000
CME GROUP INCCOMMON12572Q1053684,597SH DFND124,59700
CME GROUP INCCOMMON12572Q1054,97562,225SH DFND1462,22500
CME GROUP INCCOMMON12572Q1058,006100,127SH DFND15100,12700
CME GROUP INCCOMMON12572Q1057839,795SH DFND59,79500
CME GROUP INCCOMMON12572Q1054005,000SH DFND75,00000
CMS ENERGY CORPCOMMON12589610052,3651,765,519SH DFND11,765,51900
CMS ENERGY CORPCOMMON12589610041814,100SH DFND1114,10000
CMS ENERGY CORPCOMMON1258961001555,239SH DFND125,23900
CMS ENERGY CORPCOMMON12589610010,013337,584SH DFND14337,58400
CMS ENERGY CORPCOMMON12589610049,1181,656,026SH DFND151,656,02600
CMS ENERGY CORPCOMMON12589610040313,600SH DFND513,60000
CMS ENERGY CORPCOMMON1258961002769,300SH DFND79,30000
CNA FINANCIAL CORPCOMMON1261171001,20831,753SH DFND1531,75300
CNB FINANCIAL CORP/PACOMMON12612810715910,118SH DFND1510,11800
CNH INDUSTRIAL NVCOMMONN20944109111,408SH DFND11,40800
CNH INDUSTRIAL NVCOMMONN2094410939549,691SH DFND1149,69100
CNH INDUSTRIAL NVCOMMONN2094410936445,791SH DFND545,79100
CNINSURE INC-ADRCOMMON18976M103644117,045SH DFND15117,04500
CNO FINANCIAL GROUP INCCOMMON12621E10373,1724,314,388SH DFND14,314,38800
CNO FINANCIAL GROUP INCCOMMON12621E103714,215SH DFND124,21500
CNO FINANCIAL GROUP INCCOMMON12621E1032,503147,575SH DFND14147,57500
CNO FINANCIAL GROUP INCCOMMON12621E1033,839226,367SH DFND15226,36700
CNOOC LTD- ADRCOMMON12613210915,86991,971SH DFND191,97100
CNOOC LTD- ADRCOMMON12613210911,69367,772SH DFND1567,77200
COACH INCCOMMON189754104103,4772,905,845SH DFND12,905,84500
COACH INCCOMMON18975410451214,368SH DFND1114,36800
COACH INCCOMMON189754104812,287SH DFND122,28700
COACH INCCOMMON1897541041,46241,062SH DFND1441,06200
COACH INCCOMMON1897541042,34365,798SH DFND1565,79800
COACH INCCOMMON1897541042,20862,003SH DFND262,00300
COACH INCCOMMON18975410449213,816SH DFND513,81600
COACH INCCOMMON1897541041785,000SH DFND75,00000
COBALT INTERNATIONAL ENERGYCOMMON19075F10624,7271,818,133SH DFND1,21,627,2730190,860
COBALT INTERNATIONAL ENERGYCOMMON19075F10622616,600SH DFND1116,60000
COBALT INTERNATIONAL ENERGYCOMMON19075F1061,21889,560SH DFND1589,56000
COBALT INTL ENERGY CIE CVT 2.6CONVERT19075FAA423,14427,948,000SH DFND124,467,00003,481,000
COBALT INTL ENERGY INC(CIE) CVCONVERT19075FAB214,38916,100,000SH DFND116,100,00000
COBIZ FINANCIAL INCCOMMON19089710828725,709SH DFND1525,70900
COCA-COLA BOTTLING CO CONSOLCOMMON1910981027,23196,888SH DFND1596,88800
COCA-COLA COMPANYCOMMON191216100224,0515,252,025SH DFND15,250,72501,300
COCA-COLA COMPANYCOMMON1912161008,831207,002SH DFND11207,00200
COCA-COLA COMPANYCOMMON1912161001,84043,132SH DFND1243,13200
COCA-COLA COMPANYCOMMON191216100112,7752,643,568SH DFND142,643,56800
COCA-COLA COMPANYCOMMON191216100116,9682,741,858SH DFND152,741,85800
COCA-COLA COMPANYCOMMON19121610023,394548,375SH DFND2548,37500
COCA-COLA COMPANYCOMMON1912161001884,400SH DFND44,40000
COCA-COLA COMPANYCOMMON1912161005,938139,200SH DFND5139,20000
COCA-COLA COMPANYCOMMON1912161004,779112,028SH DFND6112,02800
COCA-COLA COMPANYCOMMON1912161002,05248,100SH DFND748,10000