The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACOMMON68243Q1061,482179,855SH DFND15179,85500
1ST SOURCE CORPCOMMON33690110373321,362SH DFND1521,36200
21VIANET GROUP INC ADRCOMMON90138A1031,28583,075SH DFND1,483,07500
21VIANET GROUP INC ADRCOMMON90138A103976,291SH DFND11,46,29100
21VIANET GROUP INC ADRCOMMON90138A10318,5931,201,895SH DFND12,41,201,89500
21VIANET GROUP INC ADRCOMMON90138A1032,357152,386SH DFND15152,38600
21VIANET GROUP INC ADRCOMMON90138A1031,20577,912SH DFND477,91200
21VIANET GROUP INC ADRCOMMON90138A1036,432415,746SH DFND9,4415,74600
3D SYSTEMS CORPORATIONCOMMON88554D2052196,649SH DFND156,64900
3M COCOMMON88579Y10135,620216,772SH DFND1211,42205,350
3M COCOMMON88579Y1014,87729,677SH DFND1129,67700
3M COCOMMON88579Y1011,0826,583SH DFND12,156,58300
3M COCOMMON88579Y101110,166670,435SH DFND14670,43500
3M COCOMMON88579Y10187,553532,822SH DFND15532,82200
3M COCOMMON88579Y10148,942297,843SH DFND2297,84300
3M COCOMMON88579Y1011,1507,000SH DFND3,17,00000
3M COCOMMON88579Y1013,44720,979SH DFND420,97900
3M COCOMMON88579Y1015,44733,150SH DFND4,133,15000
3M COCOMMON88579Y1013,77923,000SH DFND50023,000
3M COCOMMON88579Y1011,1346,900SH DFND5,1006,900
3M COCOMMON88579Y1014,86429,600SH DFND6,513,400016,200
3M COCOMMON88579Y1012,08712,700SH DFND8,10012,700
500.COM LTD ADRCOMMON33829R1001,28974,302SH DFND1574,30200
51JOB INC-ADRCOMMON31682710433,431932,526SH DFND12,6932,52600
51JOB INC-ADRCOMMON3168271042,19261,143SH DFND1561,14300
51JOB INC-ADRCOMMON31682710429800SH DFND280000
51JOB INC-ADRCOMMON3168271041403,900SH DFND2,13,90000
51JOB INC-ADRCOMMON31682710446613,003SH DFND2,613,00300
51JOB INC-ADRCOMMON31682710428,165785,628SH DFND4785,62800
51JOB INC-ADRCOMMON31682710441,8241,166,626SH DFND6626,5140540,112
51JOB INC-ADRCOMMON3168271041183,294SH DFND9,63,29400
58.COM INC ADRCOMMON31680Q1042,78667,061SH DFND1567,06100
8X8 INCCOMMON2829141002,042222,978SH DFND15222,97800
AAON INCCOMMON0003602062,701120,653SH DFND15120,65300
AAR CORPCOMMON0003611053,436123,681SH DFND15123,68100
AARON'S INC-CL ACOMMON002535300381,241SH DFND12,151,24100
AARON'S INC-CL ACOMMON00253530087828,719SH DFND1528,71900
ABAXIS INCCOMMON0025671052,85150,164SH DFND1550,16400
ABB LTD-SPON ADRCOMMON00037520452,0882,462,807SH DFND12,462,80700
ABB LTD-SPON ADRCOMMON0003752046,656314,699SH DFND14314,69900
ABB LTD-SPON ADRCOMMON00037520491843,400SH DFND1543,40000
ABB LTD-SPON ADRCOMMON00037520425,1701,190,056SH DFND21,190,05600
ABBOTT LABORATORIESCOMMON00282410040,297895,094SH DFND1895,09400
ABBOTT LABORATORIESCOMMON0028241003,25972,401SH DFND1172,40100
ABBOTT LABORATORIESCOMMON00282410078517,446SH DFND11,217,44600
ABBOTT LABORATORIESCOMMON0028241001,45432,288SH DFND12,1532,28800
ABBOTT LABORATORIESCOMMON00282410038,261849,876SH DFND14849,87600
ABBOTT LABORATORIESCOMMON002824100146,7583,259,840SH DFND153,259,84000
ABBOTT LABORATORIESCOMMON00282410094,1922,092,224SH DFND22,092,22400
ABBOTT LABORATORIESCOMMON0028241002,59857,700SH DFND54,800052,900
ABBOTT LABORATORIESCOMMON0028241002,18848,600SH DFND6,524,300024,300
ABBOTT LABORATORIESCOMMON0028241006,357141,208SH DFND9,1141,20800
ABBVIE INCCOMMON00287Y109435,8116,659,704SH DFND16,591,292068,412
ABBVIE INCCOMMON00287Y1095248,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1095,01976,701SH DFND1176,70100
ABBVIE INCCOMMON00287Y1095798,850SH DFND12,158,85000
ABBVIE INCCOMMON00287Y10932,089490,364SH DFND14490,36400
ABBVIE INCCOMMON00287Y10928,784439,854SH DFND15439,85400
ABBVIE INCCOMMON00287Y10933504SH DFND2,1550400
ABBVIE INCCOMMON00287Y1093,88159,300SH DFND50059,300
ABBVIE INCCOMMON00287Y1092,00930,700SH DFND5,10030,700
ABBVIE INCCOMMON00287Y1092,12732,500SH DFND6,515,100017,400
ABBVIE INCCOMMON00287Y10975311,500SH DFND8,10011,500
ABBVIE INCCOMMON00287Y10917,145261,989SH DFND9,1241,438020,551
ABENGOA SA ABGB ADRCOMMON00289R20153349,001SH DFND1549,00100
ABENGOA YIELD PLCCOMMONG0034910360322,058SH DFND1522,05800
ABERCROMBIE & FITCH CO CL ACOMMON002896207133,1454,648,920SH DFND14,648,92000
ABERCROMBIE & FITCH CO CL ACOMMON002896207521,805SH DFND12,151,80500
ABERCROMBIE & FITCH CO CL ACOMMON0028962071,71659,912SH DFND1459,91200
ABERCROMBIE & FITCH CO CL ACOMMON00289620799834,850SH DFND1534,85000
ABERCROMBIE & FITCH CO CL ACOMMON0028962071926,700SH DFND3,16,70000
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910713,9022,504,779SH DFND152,504,77900
ABIOMED INCCOMMON0036541003,962104,100SH DFND15104,10000
ABM INDUSTRIES INCCOMMON00095710014478SH DFND147800
ABM INDUSTRIES INCCOMMON000957100371,299SH DFND12,151,29900
ABM INDUSTRIES INCCOMMON0009571002,67193,230SH DFND1593,23000
ABRAXAS PETROLEUM CORP (NEV)COMMON003830106123,949SH DFND153,94900
ACACIA RESEARCH - ACACIA TECCOMMON00388130778546,332SH DFND1546,33200
ACADIA HEALTHCARE CO INCCOMMON00404A10918,343299,676SH DFND1218,805080,871
ACADIA HEALTHCARE CO INCCOMMON00404A1095,20284,987SH DFND1584,98700
ACADIA PHARMACEUTICALS INCCOMMON00422510811,827372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251082,70085,031SH DFND9,185,03100
ACADIA REALTY TRUSTCOMMON00423910936,5221,140,239SH DFND129,78001,110,459
ACADIA REALTY TRUSTCOMMON0042391093,401106,172SH DFND15106,17200
ACCENTURE PLC - CL ACOMMONG1151C10110,916122,221SH DFND1122,22100
ACCENTURE PLC - CL ACOMMONG1151C1011,16113,000SH DFND1013,00000
ACCENTURE PLC - CL ACOMMONG1151C1012,70930,336SH DFND1130,33600
ACCENTURE PLC - CL ACOMMONG1151C1014454,979SH DFND12,154,97900
ACCENTURE PLC - CL ACOMMONG1151C10150,101560,981SH DFND14560,98100
ACCENTURE PLC - CL ACOMMONG1151C10128,626320,526SH DFND15320,52600
ACCENTURE PLC - CL ACOMMONG1151C101116,9181,309,120SH DFND21,309,12000
ACCENTURE PLC - CL ACOMMONG1151C1012,04522,900SH DFND50022,900
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L1092244,137SH DFND14,13700
ACCESS MIDSTREAM PARTNERS LPCOMMON00434L10995817,682SH DFND1417,68200
ACCESS NATIONAL CORPCOMMON00433710125014,790SH DFND114,79000
ACCESS NATIONAL CORPCOMMON0043371014248SH DFND1524800
ACCESS NATIONAL CORPCOMMON00433710125014,800SH DFND3,114,80000
ACCO BRANDS CORPCOMMON00081T1082,820312,980SH DFND193,3800219,600
ACCO BRANDS CORPCOMMON00081T10831935,426SH DFND12,1535,42600
ACCO BRANDS CORPCOMMON00081T1083,096343,602SH DFND15343,60200
ACCO BRANDS CORPCOMMON00081T10853459,300SH DFND3,159,30000
ACCURAY INCCOMMON00439710518123,942SH DFND1523,94200
ACCURIDE CORPCOMMON00439T206608140,019SH DFND15140,01900
ACE LTDCOMMONH0023R105108,211941,948SH DFND1941,94800
ACE LTDCOMMONH0023R1051,85016,108SH DFND1116,10800
ACE LTDCOMMONH0023R1056195,387SH DFND12,155,38700
ACE LTDCOMMONH0023R10527,405238,553SH DFND14238,55300
ACE LTDCOMMONH0023R105117,5821,023,518SH DFND151,023,51800
ACE LTDCOMMONH0023R10526,699232,406SH DFND2232,40600
ACE LTDCOMMONH0023R1052602,263SH DFND3,12,26300
ACE LTDCOMMONH0023R1051,45912,700SH DFND50012,700
ACETO CORPCOMMON00444610099245,700SH DFND1545,70000
ACHILLION PHARMACEUTICALS INCCOMMON00448Q20117,2451,407,760SH DFND151,407,76000
ACI WORLDWIDE INCCOMMON00449810198048,610SH DFND1548,61000
ACORDA THERAPEUTICS INCCOMMON00484M10694223,040SH DFND123,04000
ACORDA THERAPEUTICS INCCOMMON00484M10617,822436,073SH DFND15436,07300
ACORDA THERAPEUTICS INCCOMMON00484M1061393,400SH DFND3,13,40000
ACORDA THERAPEUTICS INCCOMMON00484M10643310,600SH DFND50010,600
ACTAVIS PLCCOMMONG0083B108408,0631,585,263SH DFND11,585,26300
ACTAVIS PLCCOMMONG0083B1083,24712,614SH DFND1112,61400
ACTAVIS PLCCOMMONG0083B108121469SH DFND12,1546900
ACTAVIS PLCCOMMONG0083B1083,03611,794SH DFND1411,79400
ACTAVIS PLCCOMMONG0083B10879,364308,318SH DFND15308,31800
ACTAVIS PLCCOMMONG0083B10833130SH DFND2,1513000
ACTAVIS PLCCOMMONG0083B1082,57410,000SH DFND50010,000
ACTAVIS PLCCOMMONG0083B1081,0173,950SH DFND5,1003,950
ACTAVIS PLCCOMMONG0083B1084891,900SH DFND8,1001,900
ACTAVIS PLCCOMMONG0083B10810,26039,859SH DFND9,139,85900
ACTIVISION BLIZZARD INCCOMMON00507V10961,1133,032,906SH DFND13,032,90600
ACTIVISION BLIZZARD INCCOMMON00507V10911,955593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V1093,333165,400SH DFND1,5165,40000
ACTIVISION BLIZZARD INCCOMMON00507V10949924,768SH DFND1124,76800
ACTIVISION BLIZZARD INCCOMMON00507V1093,561176,731SH DFND12,15176,73100
ACTIVISION BLIZZARD INCCOMMON00507V10942521,086SH DFND1421,08600
ACTIVISION BLIZZARD INCCOMMON00507V109148,6297,376,121SH DFND157,376,12100
ACTIVISION BLIZZARD INCCOMMON00507V1097,389366,700SH DFND5282,300084,400
ACTIVISION BLIZZARD INCCOMMON00507V10962931,200SH DFND631,20000
ACTIVISION BLIZZARD INCCOMMON00507V1092,027100,600SH DFND6,543,900056,700
ACTIVISION BLIZZARD INCCOMMON00507V10959429,500SH DFND7,50029,500
ACTIVISION BLIZZARD INCCOMMON00507V1091,54176,462SH DFND9,176,46200
ACTUA CORP COMCOMMON005094107271,457SH DFND12,151,45700
ACTUA CORP COMCOMMON0050941073,249175,928SH DFND15175,92800
ACTUANT CORP CL ACOMMON00508X20310384SH DFND138400
ACTUANT CORP CL ACOMMON00508X2031,10640,616SH DFND1440,61600
ACTUANT CORP CL ACOMMON00508X2033,058112,249SH DFND15112,24900
ACTUATE CORPCOMMON00508B10225138,016SH DFND1538,01600
ACUITY BRANDS INCCOMMON00508Y10260,470431,713SH DFND1431,71300
ACUITY BRANDS INCCOMMON00508Y1021951,392SH DFND12,151,39200
ACUITY BRANDS INCCOMMON00508Y1027375,262SH DFND145,26200
ACUITY BRANDS INCCOMMON00508Y1023,64726,035SH DFND1526,03500
ACXIOM CORPCOMMON00512510969934,499SH DFND1534,49900
ADAMS RESOURCES & ENERGY INCCOMMON0063513081062,130SH DFND12,13000
ADAMS RESOURCES & ENERGY INCCOMMON0063513082494,984SH DFND154,98400
ADAMS RESOURCES & ENERGY INCCOMMON00635130820400SH DFND3,140000
ADDUS HOMECARE CORPCOMMON0067391064158SH DFND1515800
ADDUS HOMECARE CORPCOMMON0067391061024,200SH DFND3,14,20000
ADECOAGRO SACOMMONL0084910666482,834SH DFND1582,83400
ADOBE SYSTEMS INCCOMMON00724F101281,6473,874,095SH DFND13,539,3350334,760
ADOBE SYSTEMS INCCOMMON00724F1011,65122,713SH DFND1122,71300
ADOBE SYSTEMS INCCOMMON00724F1018,635118,777SH DFND12,15118,77700
ADOBE SYSTEMS INCCOMMON00724F1011,46720,180SH DFND1420,18000
ADOBE SYSTEMS INCCOMMON00724F101313,5744,313,258SH DFND154,313,25800
ADOBE SYSTEMS INCCOMMON00724F10136495SH DFND2,1549500
ADOBE SYSTEMS INCCOMMON00724F1016388,781SH DFND48,78100
ADOBE SYSTEMS INCCOMMON00724F1011,28117,626SH DFND50017,626
ADOBE SYSTEMS INCCOMMON00724F10113,746189,083SH DFND6189,08300
ADT CORP-THECOMMON00101J1069,774269,765SH DFND1269,76500
ADT CORP-THECOMMON00101J1063299,089SH DFND119,08900
ADT CORP-THECOMMON00101J1061333,681SH DFND12,153,68100
ADT CORP-THECOMMON00101J1063,13986,637SH DFND1486,63700
ADT CORP-THECOMMON00101J10612,845354,545SH DFND15354,54500
ADT CORP-THECOMMON00101J106752,079SH DFND15,12,07900
ADT CORP-THECOMMON00101J1062948,106SH DFND5008,106
ADTRAN INCCOMMON00738A10697444,683SH DFND1444,68300
ADTRAN INCCOMMON00738A1065,510252,756SH DFND15252,75600
ADVANCE AUTO PARTSCOMMON00751Y106123,503775,386SH DFND1775,38600
ADVANCE AUTO PARTSCOMMON00751Y1065793,635SH DFND113,63500
ADVANCE AUTO PARTSCOMMON00751Y10686541SH DFND12,1554100
ADVANCE AUTO PARTSCOMMON00751Y1062,90218,222SH DFND1418,22200
ADVANCE AUTO PARTSCOMMON00751Y10610,92168,566SH DFND1568,56600
ADVANCED EMISSION SOLUTIONSCOMMON00770C10167129,424SH DFND1529,42400
ADVANCED ENERGY INDUSTRIESCOMMON00797310049,9632,108,157SH DFND12,108,15700
ADVANCED ENERGY INDUSTRIESCOMMON0079731007,341309,735SH DFND15309,73500
ADVANCED MICRO DEVICESCOMMON0079031073512,996SH DFND12,1512,99600
ADVANCED MICRO DEVICESCOMMON007903107673252,186SH DFND15252,18600
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,113181,552SH DFND14181,55200
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043,844627,013SH DFND15627,01300
ADVANTAGE OIL & GAS LTDCOMMON00765F1017415,478SH DFND1515,47800
ADVANTAGE OIL & GAS LTDCOMMON00765F10151,39510,743,083SH DFND210,743,08300
ADVANTAGE OIL & GAS LTDCOMMON00765F1016914,350SH DFND1514,35000
ADVANTAGE OIL & GAS LTDCOMMON00765F101347,136SH DFND2,157,13600
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391071,921304,965SH DFND14304,96500
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1093,403208,125SH DFND14208,12500
ADVENT SOFTWARE INCCOMMON00797410851816,911SH DFND1516,91100
ADVISORY BOARD CO/ THECOMMON00762W1074068,283SH DFND158,28300
AECOM TECHNOLOGY CORPCOMMON00766T100612,000SH DFND1,52,00000
AECOM TECHNOLOGY CORPCOMMON00766T100832,724SH DFND12,152,72400
AECOM TECHNOLOGY CORPCOMMON00766T1002,53483,427SH DFND1483,42700
AECOM TECHNOLOGY CORPCOMMON00766T10010,514346,183SH DFND15346,18300
AECOM TECHNOLOGY CORPCOMMON00766T10075324,800SH DFND6,511,100013,700
AEGEAN MARINE PETROLEUM NETWCOMMONY0017S1021,807128,916SH DFND15128,91600
AEGION CORPCOMMON00770F1047,269390,600SH DFND1390,60000
AEGION CORPCOMMON00770F10439321,117SH DFND1421,11700
AEGION CORPCOMMON00770F10432,1191,725,901SH DFND151,725,90100
AEGON NV AMER REG SHRCOMMON00792410321929,201SH DFND1529,20100
AEP INDUSTRIES INCCOMMON00103110369912,021SH DFND1512,02100
AERCAP HOLDINGS NVCOMMONN0098510637942SH DFND12,1594200
AERCAP HOLDINGS NVCOMMONN0098510662416,071SH DFND1516,07100
AEROPOSTALE INCCOMMON007865108875377,170SH DFND15377,17000
AEROVIRONMENT INCCOMMON008073108562,059SH DFND12,152,05900
AEROVIRONMENT INCCOMMON0080731081,57257,697SH DFND1557,69700
AES CORPORATIONCOMMON00130H1058,642627,609SH DFND1627,60900
AES CORPORATIONCOMMON00130H10547034,116SH DFND1134,11600
AES CORPORATIONCOMMON00130H10525918,805SH DFND12,1518,80500
AES CORPORATIONCOMMON00130H1051198,632SH DFND148,63200
AES CORPORATIONCOMMON00130H1054,774346,689SH DFND15346,68900
AES CORPORATIONCOMMON00130H10523617,131SH DFND50017,131
AES CORPORATIONCOMMON00130H10556941,300SH DFND6,518,700022,600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10848,133541,857SH DFND1541,85700
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,51117,012SH DFND1117,01200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1082,27325,592SH DFND12,1525,59200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10813,433151,223SH DFND14151,22300
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10832,006360,302SH DFND15360,30200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,44016,210SH DFND50016,210
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1087,25281,641SH DFND9,181,64100
AFFILIATED MANAGERS GROUPCOMMON00825210899,029466,588SH DFND1451,136015,452
AFFILIATED MANAGERS GROUPCOMMON0082521085942,800SH DFND112,80000
AFFILIATED MANAGERS GROUPCOMMON00825210855259SH DFND12,1525900
AFFILIATED MANAGERS GROUPCOMMON0082521081,8728,819SH DFND148,81900
AFFILIATED MANAGERS GROUPCOMMON0082521084,90123,090SH DFND1523,09000
AFFILIATED MANAGERS GROUPCOMMON00825210815,41172,613SH DFND272,61300
AFFILIATED MANAGERS GROUPCOMMON00825210843202SH DFND2,1520200
AFFILIATED MANAGERS GROUPCOMMON00825210815,03070,816SH DFND670,81600
AFFYMETRIX INCCOMMON00826T10812,1631,232,361SH DFND11,232,36100
AFFYMETRIX INCCOMMON00826T10864865,681SH DFND12,165,68100
AFFYMETRIX INCCOMMON00826T1084,771483,414SH DFND15483,41400
AFFYMETRIX INCCOMMON00826T10847748,300SH DFND3,148,30000
AFFYMETRIX INCCOMMON00826T1081,467148,598SH DFND6148,59800
AFFYMETRIX INCCOMMON00826T1081,060107,435SH DFND6,100107,435
AFFYMETRIX INCCOMMON00826T10815515,674SH DFND9,615,67400
AFLAC INCCOMMON001055102211,5843,463,481SH DFND13,383,334080,147
AFLAC INCCOMMON0010551021,33121,794SH DFND1121,79400
AFLAC INCCOMMON0010551024517,390SH DFND12,157,39000
AFLAC INCCOMMON00105510257,059934,012SH DFND14934,01200
AFLAC INCCOMMON00105510266,9331,095,643SH DFND151,095,64300
AFLAC INCCOMMON0010551025278,625SH DFND28,62500
AFLAC INCCOMMON0010551021,12818,462SH DFND50018,462
AFLAC INCCOMMON0010551023,29853,990SH DFND9,129,314024,676
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,788150,150SH DFND14150,15000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281051,46678,939SH DFND1578,93900
AGCO CORPCOMMON0010841022124,700SH DFND114,70000
AGCO CORPCOMMON0010841021102,436SH DFND12,152,43600
AGCO CORPCOMMON00108410293720,729SH DFND1420,72900
AGCO CORPCOMMON0010841022,02944,883SH DFND1544,88300
AGILENT TECHNOLOGIES INCCOMMON00846U101121,8942,977,373SH DFND12,977,37300
AGILENT TECHNOLOGIES INCCOMMON00846U10165315,949SH DFND1115,94900
AGILENT TECHNOLOGIES INCCOMMON00846U101852,068SH DFND12,152,06800
AGILENT TECHNOLOGIES INCCOMMON00846U1012897,071SH DFND147,07100
AGILENT TECHNOLOGIES INCCOMMON00846U1012,69465,811SH DFND1565,81100
AGILENT TECHNOLOGIES INCCOMMON00846U10162415,244SH DFND50015,244
AGILENT TECHNOLOGIES INCCOMMON00846U1013,09175,503SH DFND9,175,50300
AGILYSYS INCCOMMON00847J10564050,810SH DFND1550,81000
AGIOS PHARMACEUTICALS INCCOMMON00847X1041,0909,727SH DFND159,72700
AGL RESOURCES INCCOMMON001204106132,8602,437,354SH DFND12,412,054025,300
AGL RESOURCES INCCOMMON0012041061061,950SH DFND12,151,95000
AGL RESOURCES INCCOMMON0012041063,49364,082SH DFND1464,08200
AGL RESOURCES INCCOMMON00120410673,0361,339,866SH DFND151,339,86600
AGL RESOURCES INCCOMMON0012041063055,600SH DFND5,1005,600
AGL RESOURCES INCCOMMON0012041062234,100SH DFND7,5004,100
AGL RESOURCES INCCOMMON0012041064548,332SH DFND9,18,33200
AGNICO EAGLE MINESCOMMON008474108251,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON00847410826810,750SH DFND1110,75000
AGNICO EAGLE MINESCOMMON008474108552,200SH DFND132,20000
AGNICO EAGLE MINESCOMMON00847410892337,074SH DFND1537,07400
AGNICO EAGLE MINESCOMMON00847410817,407699,514SH DFND2699,51400
AGNICO EAGLE MINESCOMMON0084741081606,414SH DFND2,16,41400
AGNICO EAGLE MINESCOMMON0084741083,986160,200SH DFND5114,100046,100
AGNICO EAGLE MINESCOMMON00847410871228,600SH DFND6,513,400015,200
AGNICO EAGLE MINESCOMMON0084741081,37455,200SH DFND9,555,20000
AGNICO EAGLE MINES LTDCOMMON00847410812,253492,284SH DFND1,2492,28400
AGNICO EAGLE MINES LTDCOMMON00847410827110,901SH DFND2,1510,90100
AGNICO EAGLE MINES LTDCOMMON0084741081,45058,255SH DFND9,158,25500
AGNICO EAGLE MINES LTDCOMMON0084741081,45058,255SH DFND9,258,25500
AGREE REALTY CORPCOMMON00849210015476SH DFND147600
AGREE REALTY CORPCOMMON0084921005,981192,368SH DFND15192,36800
AGRIC 1X CORE INDX 4 CIBC UCITCOMMONCIBCAGLY7254,628265,000,000PRN DFND9,1265,000,00000
AGRIUM INCCOMMON0089161086556,920SH DFND116,92000
AGRIUM INCCOMMON0089161083904,118SH DFND12,154,11800
AGRIUM INCCOMMON0089161083,89241,122SH DFND1541,12200
AGRIUM INCCOMMON0089161089,10896,226SH DFND2,196,22600
AGRIUM INCCOMMON0089161087668,094SH DFND5008,094
AGRIUM INCCOMMON0089161081,15212,165SH DFND2,1512,16500
AH BELO CORP-ACOMMON00128210234733,474SH DFND1533,47400
AIR LEASE CORPCOMMON00912X30232942SH DFND12,1594200
AIR LEASE CORPCOMMON00912X30276822,384SH DFND1522,38400
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK016,91312,379,000SH DFND112,379,00000
AIR METHODS CORPCOMMON00912830715,699356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283073,89488,435SH DFND1588,43500
AIR METHODS CORPCOMMON0091283073,59781,686SH DFND9,181,68600
AIR PRODUCTS & CHEMICALS INCCOMMON00915810616,282112,889SH DFND1112,88900
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,49010,330SH DFND1110,33000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581063442,387SH DFND12,152,38700
AIR PRODUCTS & CHEMICALS INCCOMMON009158106108,026748,985SH DFND14748,98500
AIR PRODUCTS & CHEMICALS INCCOMMON00915810627,329189,482SH DFND15189,48200
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,1778,159SH DFND5008,159
AIR TRANSPORT SERVICES GROUPCOMMON00922R10537143,300SH DFND10043,300
AIR TRANSPORT SERVICES GROUPCOMMON00922R10582796,571SH DFND1596,57100
AIRCASTLE LTDCOMMONG0129K1042,253105,428SH DFND15105,42800
AIRCASTLE LTDCOMMONG0129K10411,396533,282SH DFND6533,28200
AIRGAS INCCOMMON0093631028,29872,046SH DFND172,04600
AIRGAS INCCOMMON0093631023803,300SH DFND113,30000
AIRGAS INCCOMMON00936310265560SH DFND12,1556000
AIRGAS INCCOMMON0093631024083,543SH DFND143,54300
AIRGAS INCCOMMON00936310224,622213,769SH DFND15213,76900
AIXTRON AG-SPONSORED ADRCOMMON0096061043,183283,918SH DFND15283,91800
AK STEEL HOLDING CORPCOMMON001547108406,725SH DFND12,156,72500
AK STEEL HOLDING CORPCOMMON0015471081,541259,440SH DFND15259,44000
AKAMAI TECHNO(AKAM) CVT 144A 0CONVERT00971TAF821,98821,130,000SH DFND121,130,00000
AKAMAI TECHNOLOGIESCOMMON00971T1018,388133,232SH DFND1133,23200
AKAMAI TECHNOLOGIESCOMMON00971T1015699,044SH DFND119,04400
AKAMAI TECHNOLOGIESCOMMON00971T1012,66642,338SH DFND12,1542,33800
AKAMAI TECHNOLOGIESCOMMON00971T1015,14981,779SH DFND1481,77900
AKAMAI TECHNOLOGIESCOMMON00971T101105,7891,680,257SH DFND151,680,25700
AKAMAI TECHNOLOGIESCOMMON00971T10112,479198,209SH DFND2198,20900
AKAMAI TECHNOLOGIESCOMMON00971T10138607SH DFND2,1560700
AKAMAI TECHNOLOGIESCOMMON00971T1015108,100SH DFND5008,100
AKORN INCCOMMON00972810648,1911,331,240SH DFND151,331,24000
ALAMO GROUP INCCOMMON0113111074429,127SH DFND159,12700
ALAMOS GOLD INCCOMMON0115271087,6361,069,160SH DFND1,21,069,16000
ALAMOS GOLD INCCOMMON01152710816823,500SH DFND1523,50000
ALAMOS GOLD INCCOMMON011527108904126,519SH DFND9,1126,51900
ALAMOS GOLD INCCOMMON011527108904126,519SH DFND9,2126,51900
ALASKA AIR GROUP INCCOMMON0116591094176,972SH DFND12,156,97200
ALASKA AIR GROUP INCCOMMON0116591095,53492,604SH DFND1492,60400
ALASKA AIR GROUP INCCOMMON01165910923,742397,292SH DFND15397,29200
ALASKA COMM SYSTEMS GROUPCOMMON01167P101450251,583SH DFND15251,58300
ALBANY INTL CORP CL ACOMMON01234810824,797652,712SH DFND1652,71200
ALBANY INTL CORP CL ACOMMON0123481081,43337,709SH DFND12,137,70900
ALBANY INTL CORP CL ACOMMON0123481082,17157,136SH DFND1557,13600
ALBANY INTL CORP CL ACOMMON0123481083,11682,011SH DFND682,01100
ALBANY INTL CORP CL ACOMMON0123481082,24859,182SH DFND6,10059,182
ALBANY INTL CORP CL ACOMMON0123481083278,608SH DFND9,68,60800
ALBANY MOLECULAR RESEARCHCOMMON0124231091,07566,008SH DFND1566,00800
ALBEMARLE CORPCOMMON0126531012474,100SH DFND114,10000
ALBEMARLE CORPCOMMON01265310153877SH DFND12,1587700
ALBEMARLE CORPCOMMON01265310190615,067SH DFND1415,06700
ALBEMARLE CORPCOMMON0126531018,869147,496SH DFND15147,49600
ALBEMARLE CORPCOMMON01265310160110,000SH DFND6,54,70005,300
ALCATEL-LUCENT ADRCOMMON01390430520357,153SH DFND1557,15300
ALCOA INCCOMMON013817101247,70515,687,464SH DFND115,230,8280456,636
ALCOA INCCOMMON01381710192158,297SH DFND1158,29700
ALCOA INCCOMMON01381710150031,639SH DFND12,1531,63900
ALCOA INCCOMMON0138171011,39688,416SH DFND1488,41600
ALCOA INCCOMMON01381710115,139958,762SH DFND15958,76200
ALCOA INCCOMMON013817101311,973SH DFND2,151,97300
ALCOA INCCOMMON0138171013,671232,500SH DFND3,1232,50000
ALCOA INCCOMMON01381710189256,523SH DFND456,52300
ALCOA INCCOMMON01381710115,446978,200SH DFND4,1978,20000
ALCOA INCCOMMON01381710145728,952SH DFND50028,952
ALCOA INCCOMMON0138171018,577543,200SH DFND5,100543,200
ALCOA INCCOMMON0138171011,727109,400SH DFND6,550,800058,600
ALCOA INCCOMMON01381710181351,500SH DFND7,50051,500
ALCOA INCCOMMON0138171011,55298,300SH DFND8,10098,300
ALCOA INCCOMMON0138171013,657231,603SH DFND9,1140,556091,047
ALCOA INC (AA) CVP 5.375 17CONVERT01381730915,487306,972SH DFND1306,97200
ALDER BIOPHARMACEUTICALS INCCOMMON0143391051,10638,004SH DFND1538,00400
ALERE INCCOMMON01449J105168,8794,444,175SH DFND14,444,17500
ALERE INCCOMMON01449J10577,1272,029,650SH DFND1,22,029,65000
ALERE INCCOMMON01449J1052145,620SH DFND11,25,62000
ALERE INCCOMMON01449J1051,56041,050SH DFND12,141,05000
ALERE INCCOMMON01449J105451,180SH DFND12,151,18000
ALERE INCCOMMON01449J10585622,531SH DFND1522,53100
ALERE INCCOMMON01449J10517,920471,584SH DFND2471,58400
ALERE INCCOMMON01449J1053,28086,316SH DFND686,31600
ALERE INCCOMMON01449J1052,32661,217SH DFND6,10061,217
ALERE INCCOMMON01449J1053469,116SH DFND9,69,11600
ALERIAN MLP ETFCOMMON00162Q8665,424309,561SH DFND14309,56100
ALEXANDER & BALDWIN INCCOMMON01449110494223,997SH DFND1523,99700
ALEXANDER'S INCCOMMON0147521096961,593SH DFND151,59300
ALEXANDRIA REAL EST EQUITIESCOMMON01527110916,302183,709SH DFND122,3800161,329
ALEXANDRIA REAL EST EQUITIESCOMMON01527110969772SH DFND12,1577200
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092,18124,581SH DFND1524,58100
ALEXANDRIA REAL ESTATE E SERCONVERT0152715057,006252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715051706,100SH DFND9,16,10000
ALEXION PHARMACEUTICALS INCCOMMON015351109147,717798,340SH DFND1786,740011,600
ALEXION PHARMACEUTICALS INCCOMMON01535110956300SH DFND1,530000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,7769,600SH DFND119,60000
ALEXION PHARMACEUTICALS INCCOMMON0153511098,60246,489SH DFND12,1546,48900
ALEXION PHARMACEUTICALS INCCOMMON0153511094,11822,257SH DFND1422,25700
ALEXION PHARMACEUTICALS INCCOMMON015351109379,4272,050,625SH DFND152,050,62500
ALEXION PHARMACEUTICALS INCCOMMON01535110950271SH DFND2,1527100
ALEXION PHARMACEUTICALS INCCOMMON0153511093,51619,000SH DFND3,119,00000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,6598,965SH DFND48,96500
ALEXION PHARMACEUTICALS INCCOMMON01535110913,84074,800SH DFND4,174,80000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,3517,300SH DFND5007,300
ALEXION PHARMACEUTICALS INCCOMMON0153511094,43123,950SH DFND5,10023,950
ALEXION PHARMACEUTICALS INCCOMMON0153511097033,800SH DFND6,51,70002,100
ALEXION PHARMACEUTICALS INCCOMMON0153511093421,850SH DFND8,1001,850
ALEXION PHARMACEUTICALS INCCOMMON01535110912,15365,683SH DFND9,165,68300
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W102141,8051,364,295SH DFND11,364,29500
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1028,83985,037SH DFND1585,03700
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10210,961105,451SH DFND2105,45100
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021341,287SH DFND2,11,28700
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1028328,000SH DFND48,00000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1024,61844,426SH DFND9,144,42600
ALIGN TECHNOLOGY INCCOMMON01625510110,187182,210SH DFND1133,123049,087
ALIGN TECHNOLOGY INCCOMMON01625510156910,169SH DFND1410,16900
ALIGN TECHNOLOGY INCCOMMON01625510175913,574SH DFND1513,57400
ALKERMES PLCCOMMONG01767105276,8194,727,095SH DFND14,727,09500
ALKERMES PLCCOMMONG0176710513,849236,494SH DFND15236,49400
ALKERMES PLCCOMMONG01767105394,1516,730,728SH DFND66,730,72800
ALKERMES PLCCOMMONG017671053,20454,707SH DFND9,154,70700
ALLEGHANY CORPCOMMON017175100371800SH DFND1180000
ALLEGHANY CORPCOMMON01717510089192SH DFND12,1519200
ALLEGHANY CORPCOMMON0171751002,6945,813SH DFND145,81300
ALLEGHANY CORPCOMMON0171751002,6445,704SH DFND155,70400
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10269,2481,991,616SH DFND11,991,61600
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102892,550SH DFND12,152,55000
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1022737,862SH DFND147,86200
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1024,046116,365SH DFND15116,36500
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10233952SH DFND2,1595200
ALLEGIANT TRAVEL COCOMMON01748X1021,1267,493SH DFND147,49300
ALLEGIANT TRAVEL COCOMMON01748X1023,49823,269SH DFND1523,26900
ALLEGION PLCCOMMONG0176J10911,827213,257SH DFND1211,77701,480
ALLEGION PLCCOMMONG0176J10948870SH DFND12,1587000
ALLEGION PLCCOMMONG0176J1091,09619,764SH DFND1519,76400
ALLEGION PLCCOMMONG0176J1091112,000SH DFND3,12,00000
ALLEGION PLCCOMMONG0176J1094558,200SH DFND4,18,20000
ALLEGION PLCCOMMONG0176J10950900SH DFND5,100900
ALLERGAN INCCOMMON01849010220,77697,728SH DFND197,72800
ALLERGAN INCCOMMON0184901023,04014,300SH DFND1114,30000
ALLERGAN INCCOMMON0184901022341,102SH DFND12,151,10200
ALLERGAN INCCOMMON0184901024,28520,156SH DFND1420,15600
ALLERGAN INCCOMMON01849010257,891272,312SH DFND15272,31200
ALLERGAN INCCOMMON0184901022,40211,300SH DFND50011,300
ALLERGAN INCCOMMON0184901021,0635,000SH DFND5,1005,000
ALLERGAN INCCOMMON0184901022,19010,300SH DFND6,54,60005,700
ALLERGAN INCCOMMON0184901024572,150SH DFND8,1002,150
ALLETE INCCOMMON01852230019338SH DFND133800
ALLETE INCCOMMON01852230037663SH DFND12,1566300
ALLETE INCCOMMON0185223006,428116,580SH DFND14116,58000
ALLETE INCCOMMON0185223003,40961,830SH DFND1561,83000
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461013,468255,757SH DFND14255,75700
ALLIANCE DATA SYSTEMS CORPCOMMON018581108130,189455,126SH DFND1455,12600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110856,032195,881SH DFND1,2195,88100
ALLIANCE DATA SYSTEMS CORPCOMMON0185811088012,800SH DFND112,80000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108152530SH DFND11,253000
ALLIANCE DATA SYSTEMS CORPCOMMON01858110861212SH DFND12,1521200
ALLIANCE DATA SYSTEMS CORPCOMMON018581108215750SH DFND1475000
ALLIANCE DATA SYSTEMS CORPCOMMON01858110810,92638,196SH DFND1538,19600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110816,77558,645SH DFND258,64500
ALLIANCE DATA SYSTEMS CORPCOMMON01858110837129SH DFND2,1512900
ALLIANCE DATA SYSTEMS CORPCOMMON0185811086872,400SH DFND5002,400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811083,03010,591SH DFND9,110,59100
ALLIANCE HEALTHCARE SERVICECOMMON01860630181638,880SH DFND138,88000
ALLIANCE HEALTHCARE SERVICECOMMON01860630125011,917SH DFND1511,91700
ALLIANCE HEALTHCARE SERVICECOMMON01860630132315,400SH DFND3,115,40000
ALLIANCE HOLDINGS GP LPCOMMON01861G1005378,801SH DFND12,158,80100
ALLIANCE HOLDINGS GP LPCOMMON01861G1001,40423,024SH DFND1523,02400
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1063,338242,417SH DFND14242,41700
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,33499,206SH DFND1499,20600
ALLIANCE ONE INTERNATIONAL INCCOMMON018772103633400,704SH DFND15400,70400
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1082004,650SH DFND154,65000
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1063,026243,458SH DFND14243,45800
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1069,085730,899SH DFND15730,89900
ALLIANCEBERNSTEIN HOLDING LPCOMMON01881G1064,026155,869SH DFND15155,86900
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1015,254703,389SH DFND14703,38900
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10115,3212,050,996SH DFND152,050,99600
ALLIANT ENERGY CORPCOMMON0188021083685,538SH DFND115,53800
ALLIANT ENERGY CORPCOMMON0188021081362,054SH DFND12,152,05400
ALLIANT ENERGY CORPCOMMON0188021085,68985,647SH DFND1485,64700
ALLIANT ENERGY CORPCOMMON0188021084,69370,661SH DFND1570,66100
ALLIANT TECHSYSTEMS INCCOMMON0188041045004,300SH DFND12,90001,400
ALLIANT TECHSYSTEMS INCCOMMON01880410451438SH DFND12,1543800
ALLIANT TECHSYSTEMS INCCOMMON0188041046515,601SH DFND145,60100
ALLIANT TECHSYSTEMS INCCOMMON0188041043,77532,477SH DFND1532,47700
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1074,891305,694SH DFND14305,69400
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1078,724545,277SH DFND15545,27700
ALLIANZGI CONV AND INCOME FUNDCOMMON018825109937105,140SH DFND14105,14000
ALLIANZGI CONV AND INCOME FUNDCOMMON0188281031,648174,992SH DFND14174,99200
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291016,278303,598SH DFND14303,59800
ALLIED NEVADA GOLD CORPCOMMON01934410087100,345SH DFND15100,34500
ALLIED WORLD ASSURANCE COCOMMONH015311049,633254,038SH DFND1254,03800
ALLIED WORLD ASSURANCE COCOMMONH01531104772,025SH DFND12,152,02500
ALLIED WORLD ASSURANCE COCOMMONH015311041,50039,559SH DFND1439,55900
ALLIED WORLD ASSURANCE COCOMMONH0153110417,029449,077SH DFND15449,07700
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10113,238390,490SH DFND1390,49000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10147714,080SH DFND1414,08000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,36440,234SH DFND1540,23400
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011935,700SH DFND3,15,70000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10140712,000SH DFND50012,000
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P10821,2391,663,217SH DFND11,663,21700
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,307102,378SH DFND15102,37800
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1085,175405,261SH DFND9,1405,26100
ALLSCRIPTS HEALTHCARE(MDRX) CVCONVERT01988PAD015,34615,580,000SH DFND115,580,00000
ALLSTATE CORPCOMMON020002101431,5916,143,644SH DFND16,027,3080116,336
ALLSTATE CORPCOMMON0200021011,34919,200SH DFND1,519,20000
ALLSTATE CORPCOMMON0200021011,46720,878SH DFND1120,87800
ALLSTATE CORPCOMMON0200021011,97028,044SH DFND12,1528,04400
ALLSTATE CORPCOMMON02000210115,935226,829SH DFND14226,82900
ALLSTATE CORPCOMMON020002101137,8661,962,511SH DFND151,962,51100
ALLSTATE CORPCOMMON0200021012,59836,981SH DFND512,500024,481
ALLSTATE CORPCOMMON0200021013935,600SH DFND5,1005,600
ALLSTATE CORPCOMMON0200021012253,200SH DFND63,20000
ALLSTATE CORPCOMMON0200021014,80568,400SH DFND6,535,600032,800
ALLSTATE CORPCOMMON0200021012884,100SH DFND7,5004,100
ALLSTATE CORPCOMMON0200021015,71081,280SH DFND9,148,182033,098
ALLY FINANCIAL INCCOMMON02005N10097441,230SH DFND141,23000
ALLY FINANCIAL INCCOMMON02005N10042017,800SH DFND1117,80000
ALLY FINANCIAL INCCOMMON02005N100152SH DFND155200
ALMOST FAMILY INCCOMMON02040910885729,600SH DFND1529,60000
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10749,274507,981SH DFND1507,98100
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1072,00120,627SH DFND1520,62700
ALON USA ENERGY INC.COMMON02052010298377,577SH DFND1577,57700
ALON USA PARTNERS LPCOMMON02052T1091,944150,559SH DFND15150,55900
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10456163,400SH DFND163,40000
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10432236,399SH DFND1536,39900
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10411913,400SH DFND3,113,40000
ALPHA NATURAL RESOURCES INCCOMMON02076X1023722,333SH DFND12,1522,33300
ALPHA NATURAL RESOURCES INCCOMMON02076X1025030,137SH DFND1430,13700
ALPHA NATURAL RESOURCES INCCOMMON02076X102693415,046SH DFND15415,04600
ALPHA NATURAL RESOURCES(ANR) CCONVERT02076XAE27,11614,250,000SH DFND114,250,00000
ALPHATEC HOLDINGS INCCOMMON02081G10242,594SH DFND152,59400
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10313,7381,905,385SH DFND141,905,38500
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602076,896812,240SH DFND14812,24000
ALTERA CORPORATIONCOMMON0214411008,101219,314SH DFND1219,31400
ALTERA CORPORATIONCOMMON02144110056715,338SH DFND1115,33800
ALTERA CORPORATIONCOMMON0214411002,70473,200SH DFND12,1573,20000
ALTERA CORPORATIONCOMMON02144110083822,679SH DFND12,622,67900
ALTERA CORPORATIONCOMMON0214411003,27388,597SH DFND1488,59700
ALTERA CORPORATIONCOMMON02144110096,9512,624,561SH DFND152,624,56100
ALTERA CORPORATIONCOMMON0214411003188,600SH DFND5008,600
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ANADARKO PETROLEUM CORPCOMMON0325111072,00824,335SH DFND1124,33500
ANADARKO PETROLEUM CORPCOMMON0325111074825,847SH DFND12,155,84700
ANADARKO PETROLEUM CORPCOMMON0325111073,31840,222SH DFND1440,22200
ANADARKO PETROLEUM CORPCOMMON03251110723,839288,960SH DFND15288,96000
ANADARKO PETROLEUM CORPCOMMON0325111073,21138,918SH DFND517,500021,418
ANADARKO PETROLEUM CORPCOMMON03251110789910,900SH DFND5,10010,900
ANADARKO PETROLEUM CORPCOMMON0325111073,83646,500SH DFND6,521,800024,700
ANADARKO PETROLEUM CORPCOMMON0325111074,76257,718SH DFND9,257,71800
ANADIGICS INCCOMMON03251510856,586SH DFND156,58600
ANALOG DEVICES INCCOMMON032654105164,0872,955,454SH DFND12,955,45400
ANALOG DEVICES INCCOMMON03265410584015,121SH DFND1115,12100
ANALOG DEVICES INCCOMMON0326541054,22176,027SH DFND12,1576,02700
ANALOG DEVICES INCCOMMON0326541053,33860,122SH DFND1460,12200
ANALOG DEVICES INCCOMMON032654105150,9452,718,751SH DFND152,718,75100
ANALOG DEVICES INCCOMMON03265410514,285257,301SH DFND2257,30100
ANALOG DEVICES INCCOMMON03265410571712,906SH DFND50012,906
ANALOGIC CORPCOMMON0326572072,61530,902SH DFND1530,90200
ANDERSONS INC - THECOMMON03416410331578SH DFND12,1557800
ANDERSONS INC - THECOMMON0341641033075,778SH DFND145,77800
ANDERSONS INC - THECOMMON03416410311,456215,588SH DFND15215,58800
ANGIES LIST INCCOMMON03475410124038,536SH DFND1538,53600
ANGIODYNAMICS INCCOMMON03475V1011,61785,062SH DFND1585,06200
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10884,602753,222SH DFND1753,22200
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,0239,112SH DFND11,29,11200
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10816,627148,035SH DFND14148,03500
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,86216,578SH DFND1516,57800
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108130,3991,160,964SH DFND21,160,96400
ANI PHARMACEUTICALS INC COMCOMMON00182C1033516,220SH DFND16,22000
ANI PHARMACEUTICALS INC COMCOMMON00182C1031462,588SH DFND152,58800
ANI PHARMACEUTICALS INC COMCOMMON00182C10323400SH DFND3,140000
ANIKA THERAPEUTICS INCCOMMON0352551081,29031,665SH DFND1531,66500
ANIKA THERAPEUTICS INCCOMMON0352551081343,300SH DFND3,13,30000
ANIXTER INTERNATIONAL INCCOMMON03529010544498SH DFND12,1549800
ANIXTER INTERNATIONAL INCCOMMON0352901056287,095SH DFND147,09500
ANIXTER INTERNATIONAL INCCOMMON0352901056,28070,990SH DFND1570,99000
ANN INCCOMMON03562310759,3611,627,229SH DFND11,627,22900
ANN INCCOMMON0356231071,29935,604SH DFND12,135,60400
ANN INCCOMMON0356231076,084166,765SH DFND15166,76500
ANN INCCOMMON0356231072,65272,688SH DFND672,68800
ANN INCCOMMON0356231071,94653,350SH DFND6,10053,350
ANN INCCOMMON0356231073178,681SH DFND9,68,68100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040931,0362,871,070SH DFND12,849,180021,890
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040950947,100SH DFND1147,10000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040942439,228SH DFND12,1539,22800
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040917,9631,661,720SH DFND151,661,72000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040943039,800SH DFND3,139,80000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040982576,300SH DFND4,176,30000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040998090,700SH DFND5,10090,700
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040971566,100SH DFND7,50066,100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040947844,200SH DFND8,10044,200
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040998691,200SH DFND9,191,20000
ANSYS INCCOMMON03662Q1053774,600SH DFND114,60000
ANSYS INCCOMMON03662Q10535423SH DFND12,1542300
ANSYS INCCOMMON03662Q1051,61619,711SH DFND1419,71100
ANSYS INCCOMMON03662Q1052,73333,334SH DFND1533,33400
ANTERO MIDSTREAM PARTNERS LPCOMMON03673L10311409SH DFND1540900
ANTERO RESOURCES CORPCOMMON03674X1061062,600SH DFND112,60000
ANTERO RESOURCES CORPCOMMON03674X1062305,679SH DFND155,67900
ANTHEM INC COMCOMMON036752103618,7394,923,520SH DFND14,666,8300256,690
ANTHEM INC COMCOMMON0367521031,64613,096SH DFND1113,09600
ANTHEM INC COMCOMMON0367521032,76521,999SH DFND12,1521,99900
ANTHEM INC COMCOMMON0367521035,21941,531SH DFND1441,53100
ANTHEM INC COMCOMMON03675210337,590299,117SH DFND15299,11700
ANTHEM INC COMCOMMON036752103106,465847,178SH DFND2847,17800
ANTHEM INC COMCOMMON0367521033,60728,700SH DFND3,128,70000
ANTHEM INC COMCOMMON0367521037035,593SH DFND45,59300
ANTHEM INC COMCOMMON03675210314,238113,300SH DFND4,1113,30000
ANTHEM INC COMCOMMON0367521033,63928,957SH DFND514,900014,057
ANTHEM INC COMCOMMON03675210310,69585,100SH DFND5,10085,100
ANTHEM INC COMCOMMON0367521036164,900SH DFND6,52,20002,700
ANTHEM INC COMCOMMON0367521031,92315,300SH DFND7,50015,300
ANTHEM INC COMCOMMON0367521032,22417,700SH DFND8,10017,700
ANTHEM INC COMCOMMON0367521036,11548,659SH DFND9,132,386016,273
ANTHEM INC(ANTM) CVT 2.75 10-4CONVERT94973VBG1167,55097,342,000SH DFND189,119,00008,223,000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471011,829348,400SH DFND1161,8000186,600
ANWORTH MORTGAGE ASSET CORPCOMMON03734710113,4522,562,255SH DFND152,562,25500
ANWORTH MORTGAGE ASSET CORPCOMMON03734710144885,300SH DFND3,185,30000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471016111,700SH DFND50011,700
AOL INCCOMMON00184X10518,247395,214SH DFND1395,21400
AOL INCCOMMON00184X105461,000SH DFND1,51,00000
AOL INCCOMMON00184X1051072,307SH DFND12,152,30700
AOL INCCOMMON00184X1051,38930,088SH DFND1430,08800
AOL INCCOMMON00184X10510,178220,443SH DFND15220,44300
AOL INCCOMMON00184X1051202,600SH DFND3,12,60000
AOL INCCOMMON00184X1051072,316SH DFND42,31600
AOL INCCOMMON00184X1051,99543,200SH DFND5,10043,200
AOL INCCOMMON00184X10573916,000SH DFND8,10016,000
AOL INC(AOL) CVT 144A 0.75 09-CONVERT00184XAA315,70214,796,000SH DFND114,796,00000
AON PLCCOMMONG0408V102373,4603,938,204SH DFND13,699,8490238,355
AON PLCCOMMONG0408V1021,25013,185SH DFND1113,18500
AON PLCCOMMONG0408V1028609,069SH DFND11,69,06900
AON PLCCOMMONG0408V1022382,506SH DFND12,152,50600
AON PLCCOMMONG0408V1021,66817,591SH DFND1417,59100
AON PLCCOMMONG0408V1025,40456,981SH DFND1556,98100
AON PLCCOMMONG0408V1025856,170SH DFND2,16,17000
AON PLCCOMMONG0408V1024284,518SH DFND3,14,51800
AON PLCCOMMONG0408V1021,01710,720SH DFND50010,720
AON PLCCOMMONG0408V10233,430352,527SH DFND6352,52700
AON PLCCOMMONG0408V10211,977126,303SH DFND9,6126,30300
APACHE CORPCOMMON037411105288,3564,601,175SH DFND14,201,7120399,463
APACHE CORPCOMMON03741110545,579727,286SH DFND1,2727,28600
APACHE CORPCOMMON0374111051,15018,356SH DFND1118,35600
APACHE CORPCOMMON0374111054537,221SH DFND12,157,22100
APACHE CORPCOMMON03741110571711,445SH DFND12,611,44500
APACHE CORPCOMMON0374111051,65326,372SH DFND1426,37200
APACHE CORPCOMMON03741110527,118432,716SH DFND15432,71600
APACHE CORPCOMMON03741110552835SH DFND15,183500
APACHE CORPCOMMON03741110585213,600SH DFND50013,600
APACHE CORPCOMMON03741110567,1891,072,115SH DFND61,072,11500
APACHE CORPCOMMON0374111055,48087,439SH DFND9,287,43900
APARTMENT INVT & MGMT CO CL ACOMMON03748R1018,188220,396SH DFND1220,39600
APARTMENT INVT & MGMT CO CL ACOMMON03748R101731,962SH DFND12,151,96200
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,48593,817SH DFND1493,81700
APARTMENT INVT & MGMT CO CL ACOMMON03748R10151,8131,394,707SH DFND151,394,70700
APARTMENT INVT & MGMT CO CL ACOMMON03748R10179921,515SH DFND15,121,51500
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012867,700SH DFND5,1007,700
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012085,600SH DFND7,5005,600
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013429,200SH DFND9,19,20000
APCO OIL AND GAS INTERNATIONALCOMMONG0471F109443,120SH DFND13,12000
APCO OIL AND GAS INTERNATIONALCOMMONG0471F109433,100SH DFND3,13,10000
APOGEE ENTERPRISES INCCOMMON03759810928,458671,665SH DFND1671,66500
APOGEE ENTERPRISES INCCOMMON0375981091,63838,659SH DFND12,138,65900
APOGEE ENTERPRISES INCCOMMON0375981095,071119,674SH DFND15119,67400
APOGEE ENTERPRISES INCCOMMON0375981093,66586,496SH DFND686,49600
APOGEE ENTERPRISES INCCOMMON0375981092,60161,390SH DFND6,10061,390
APOGEE ENTERPRISES INCCOMMON0375981093999,415SH DFND9,69,41500
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10569442,428SH DFND1542,42800
APOLLO EDUCATION GROUP INCCOMMON0376041051133,300SH DFND1003,300
APOLLO EDUCATION GROUP INCCOMMON037604105822,417SH DFND12,152,41700
APOLLO EDUCATION GROUP INCCOMMON03760410592827,203SH DFND1427,20300
APOLLO EDUCATION GROUP INCCOMMON0376041053,587105,160SH DFND15105,16000
APOLLO GLOBAL MANAGEMENT LLCCOMMON0376123061184,991SH DFND12,154,99100
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230612,306521,879SH DFND15521,87900
APOLLO INVESTMENT CORP CFCOMMON03761U106496,643SH DFND12,156,64300
APOLLO INVESTMENT CORP CFCOMMON03761U1061,780239,875SH DFND14239,87500
APOLLO INVESTMENT CORP CFCOMMON03761U10616,6142,239,059SH DFND152,239,05900
APOLLO INVESTMENT CORP CFCOMMON03761U10631942,962SH DFND50042,962
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,6605,525,000SH DFND15,525,00000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1022,140135,679SH DFND14135,67900
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1021,06067,236SH DFND1567,23600
APOLLO SENIOR FLOATING RATE FUCOMMON0376361075,742345,267SH DFND14345,26700
APOLLO TACTICAL INCOME FUNDCOMMON0376381032,494156,272SH DFND14156,27200
APPLE INCCOMMON037833100899,0478,145,018SH DFND18,082,588062,430
APPLE INCCOMMON0378331002,34021,200SH DFND1,521,20000
APPLE INCCOMMON0378331004,52641,000SH DFND1041,00000
APPLE INCCOMMON03783310031,865288,684SH DFND11288,68400
APPLE INCCOMMON037833100154,8171,402,579SH DFND12,151,402,57900
APPLE INCCOMMON03783310032,675296,025SH DFND14296,02500
APPLE INCCOMMON0378331005,582,22050,572,746SH DFND1550,572,74600
APPLE INCCOMMON03783310029,089263,532SH DFND2263,53200
APPLE INCCOMMON0378331001,59014,408SH DFND2,114,40800
APPLE INCCOMMON03783310011,678105,800SH DFND3,1105,80000
APPLE INCCOMMON0378331003,85234,896SH DFND434,89600
APPLE INCCOMMON03783310043,821397,000SH DFND4,1397,00000
APPLE INCCOMMON03783310024,008217,500SH DFND510,7000206,800
APPLE INCCOMMON03783310026,778242,600SH DFND5,100242,600
APPLE INCCOMMON0378331004864,400SH DFND64,40000
APPLE INCCOMMON03783310024,184219,100SH DFND6,5101,6000117,500
APPLE INCCOMMON0378331002,37321,500SH DFND7,50021,500
APPLE INCCOMMON0378331005,79552,498SH DFND8,10052,498
APPLE INCCOMMON03783310011,914107,932SH DFND9,1107,93200
APPLIED INDUSTRIAL TECH INCCOMMON03820C10511234SH DFND123400
APPLIED INDUSTRIAL TECH INCCOMMON03820C10592420,266SH DFND1420,26600
APPLIED INDUSTRIAL TECH INCCOMMON03820C1053,44775,598SH DFND1575,59800
APPLIED MATERIALS INCCOMMON038222105650,32626,096,544SH DFND124,511,99801,584,546
APPLIED MATERIALS INCCOMMON0382221051,46458,738SH DFND1158,73800
APPLIED MATERIALS INCCOMMON0382221057,407297,217SH DFND12,15297,21700
APPLIED MATERIALS INCCOMMON03822210521,685870,199SH DFND14870,19900
APPLIED MATERIALS INCCOMMON038222105269,76910,825,407SH DFND1510,825,40700
APPLIED MATERIALS INCCOMMON038222105331,321SH DFND2,151,32100
APPLIED MATERIALS INCCOMMON0382221051526,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210594137,775SH DFND50037,775
APPLIED MATERIALS INCCOMMON0382221051,86074,654SH DFND9,174,65400
APPLIED MICRO CIRCUITS CORPCOMMON03822W40691,324SH DFND151,32400
APPLIED OPTOELECTRONICS INCCOMMON03823U102514,537SH DFND154,53700
APPROACH RESOURCES INCCOMMON03834A10317327,058SH DFND1427,05800
APPROACH RESOURCES INCCOMMON03834A10340663,567SH DFND1563,56700
APTARGROUP INCCOMMON03833610343641SH DFND12,1564100
APTARGROUP INCCOMMON0383361031,86227,863SH DFND1527,86300
AQUA AMERICA INCCOMMON03836W103461,741SH DFND12,151,74100
AQUA AMERICA INCCOMMON03836W1032,23683,734SH DFND1483,73400
AQUA AMERICA INCCOMMON03836W10339,5031,479,507SH DFND151,479,50700
ARAMARKCOMMON03852U1061,94162,310SH DFND1562,31000
ARBOR REALTY TRUST INCCOMMON03892310833549,470SH DFND149,47000
ARBOR REALTY TRUST INCCOMMON03892310839658,566SH DFND1558,56600
ARBOR REALTY TRUST INCCOMMON03892310829944,100SH DFND3,144,10000
ARBOR REALTY TRUST INCCOMMON03892310821732,100SH DFND50032,100
ARC DOCUMENT SOLUTIONS INCCOMMON00191G1031,297126,900SH DFND164,100062,800
ARC DOCUMENT SOLUTIONS INCCOMMON00191G1031,946190,445SH DFND15190,44500
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10358857,500SH DFND3,157,50000
ARCBEST CORPCOMMON03937C10514,406310,676SH DFND1202,1540108,522
ARCBEST CORPCOMMON03937C1056,646143,315SH DFND15143,31500
ARCBEST CORPCOMMON03937C1051,45131,300SH DFND3,131,30000
ARCBEST CORPCOMMON03937C1053908,400SH DFND5008,400
ARCELORMITTAL CVT PFD 6CONVERTL0302D17814,106815,400SH DFND1815,40000
ARCELORMITTAL NY REGISTEREDCOMMON03938L10422820,631SH DFND1520,63100
ARCH CAPITAL GROUP LTDCOMMONG0450A10554,981930,301SH DFND1930,30100
ARCH CAPITAL GROUP LTDCOMMONG0450A1053966,700SH DFND116,70000
ARCH CAPITAL GROUP LTDCOMMONG0450A1051001,699SH DFND12,151,69900
ARCH CAPITAL GROUP LTDCOMMONG0450A1052,91949,398SH DFND1449,39800
ARCH CAPITAL GROUP LTDCOMMONG0450A1052,31239,115SH DFND1539,11500
ARCH COAL INCCOMMON0393801003217,924SH DFND12,1517,92400
ARCH COAL INCCOMMON0393801001,000561,739SH DFND15561,73900
ARCHER-DANIELS-MIDLAND COCOMMON039483102497,2579,562,639SH DFND19,003,4120559,227
ARCHER-DANIELS-MIDLAND COCOMMON03948310210,239196,900SH DFND1,5196,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,61631,081SH DFND1131,08100
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,08578,555SH DFND12,1578,55500
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,22723,600SH DFND1323,60000
ARCHER-DANIELS-MIDLAND COCOMMON03948310234,907671,293SH DFND14671,29300
ARCHER-DANIELS-MIDLAND COCOMMON03948310246,268889,760SH DFND15889,76000
ARCHER-DANIELS-MIDLAND COCOMMON0394831024,20780,900SH DFND3,180,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,23323,718SH DFND423,71800
ARCHER-DANIELS-MIDLAND COCOMMON03948310216,058308,800SH DFND4,1308,80000
ARCHER-DANIELS-MIDLAND COCOMMON03948310220,930402,500SH DFND5249,2000153,300
ARCHER-DANIELS-MIDLAND COCOMMON03948310211,851227,900SH DFND5,100227,900
ARCHER-DANIELS-MIDLAND COCOMMON0394831026,438123,800SH DFND6123,80000
ARCHER-DANIELS-MIDLAND COCOMMON03948310211,783226,600SH DFND6,5116,7000109,900
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,22642,800SH DFND7,50042,800
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,24643,200SH DFND8,10043,200
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,97137,900SH DFND9,137,90000
ARCHER-DANIELS-MIDLAND COCOMMON0394831025,762110,800SH DFND9,5110,80000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10727,5285,088,427SH DFND15,088,42700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107938173,390SH DFND1,2173,39000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107954176,331SH DFND15176,33100
ARCOS DORADOS HOLDINGS INCCOMMONG0457F107244,475SH DFND24,47500
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10713023,975SH DFND2,123,97500
ARCTIC CAT INCCOMMON0396701041203,372SH DFND143,37200
ARCTIC CAT INCCOMMON03967010473920,827SH DFND1520,82700
ARDMORE SHIPPING CORP ASCCOMMONY0207T100806,701SH DFND156,70100
ARENA PHARMACEUTICALS INCCOMMON04004710210,2942,966,665SH DFND152,966,66500
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,1445,000,000SH DFND15,000,00000
ARES CAPITAL CORPCOMMON04010L1031237,913SH DFND12,157,91300
ARES CAPITAL CORPCOMMON04010L1035,217334,293SH DFND14334,29300
ARES CAPITAL CORPCOMMON04010L10324,0401,540,548SH DFND151,540,54800
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,0753,000,000SH DFND13,000,00000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,7811,740,000SH DFND11,740,00000
ARES CAPITAL CORP(ARCC) CVT 4.CONVERT04010LAM56,0156,000,000SH DFND16,000,00000
ARES COMMERCIAL REAL ESTATECOMMON04013V108827,147SH DFND157,14700
ARGAN INCCOMMON04010E1092,06261,310SH DFND128,210033,100
ARGAN INCCOMMON04010E109932,761SH DFND152,76100
ARGAN INCCOMMON04010E10971721,300SH DFND3,121,30000
ARGAN INCCOMMON04010E10934310,200SH DFND50010,200
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1073,16357,023SH DFND1457,02300
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1072,09537,762SH DFND1537,76200
ARIAD PHARMACEUTICALS INCCOMMON04033A1005,243763,221SH DFND15763,22100
ARISTA NETWORKS INCCOMMON0404131065689,348SH DFND159,34800
ARLINGTON ASSET INVESTMENT-ACOMMON04135620542215,862SH DFND1515,86200
ARM HOLDINGS PLC ADRCOMMON0420681064,776103,154SH DFND1103,15400
ARM HOLDINGS PLC ADRCOMMON0420681066,064130,976SH DFND15130,97600
ARM HOLDINGS PLC ADRCOMMON04206810660713,106SH DFND9,113,10600
ARMADA HOFFLER PROPERTIES INCCOMMON04208T108111,122SH DFND151,12200
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,518412,577SH DFND15412,57700
ARMSTRONG WORLD INDUSTRIESCOMMON04247X102701,372SH DFND12,151,37200
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1025,841114,269SH DFND15114,26900
AROTECH CORPCOMMON0426822035222,474SH DFND1522,47400
ARRIS GROUP INCCOMMON04270V10694,1743,119,390SH DFND13,043,162076,228
ARRIS GROUP INCCOMMON04270V1061,34144,410SH DFND12,144,41000
ARRIS GROUP INCCOMMON04270V1062,04967,869SH DFND1467,86900
ARRIS GROUP INCCOMMON04270V1062,21773,437SH DFND1573,43700
ARRIS GROUP INCCOMMON04270V1063,144104,152SH DFND6104,15200
ARRIS GROUP INCCOMMON04270V1062,29776,074SH DFND6,10076,074
ARRIS GROUP INCCOMMON04270V10634111,311SH DFND9,611,31100
ARROW ELECTRONICS INCCOMMON0427351002925,046SH DFND115,04600
ARROW ELECTRONICS INCCOMMON0427351002233,853SH DFND12,153,85300
ARROW ELECTRONICS INCCOMMON0427351001,22521,166SH DFND1421,16600
ARROW ELECTRONICS INCCOMMON0427351004,00169,114SH DFND1569,11400
ARROW FINANCIAL CORPCOMMON04274410236713,353SH DFND1513,35300
ARROWHEAD RESEARCH CORPCOMMON042797209364,945SH DFND154,94500
ARTESIAN RESOURCES CORP-CL ACOMMON0431132081888,306SH DFND158,30600
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ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108488SH DFND158800
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ASBURY AUTOMOTIVE GROUPCOMMON0434361045,07766,877SH DFND1566,87700
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ASCENA RETAIL GROUP INCCOMMON04351G10142533,804SH DFND1533,80400
ASCENT CAPITAL GROUP INCCOMMON04363210865812,425SH DFND1512,42500
ASHFORD HOSPITALITY TRUSTCOMMON0441031091,173111,975SH DFND15111,97500
ASHFORD INCCOMMON0441041071201,274SH DFND151,27400
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ASHLAND INCCOMMON04420910428,209235,543SH DFND15235,54300
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592102,48023,000SH DFND1023,00000
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592101,18711,008SH DFND1511,00800
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ASPEN INSURANCE HOLDINGS LTDCOMMONG053841051,23828,295SH DFND1428,29500
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ASPEN TECHNOLOGY INCCOMMON04532710347,4221,354,151SH DFND11,328,412025,739
ASPEN TECHNOLOGY INCCOMMON0453271031,40140,005SH DFND1540,00500
ASSOCIATED BANC CORPCOMMON04548710564134,400SH DFND10034,400
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ASSOCIATED BANC CORPCOMMON045487105633,400SH DFND5003,400
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ASSURANT INCCOMMON04621X1081432,087SH DFND12,152,08700
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ASSURANT INCCOMMON04621X10857,890845,969SH DFND15845,96900
ASSURANT INCCOMMON04621X1085478,000SH DFND4,18,00000
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ASTORIA FINANCIAL CORPCOMMON046265104292,172SH DFND12,152,17200
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ASTRONICS CORPCOMMON0464331081863,357SH DFND153,35700
AT&T INCCOMMON00206R102269,0408,009,534SH DFND18,009,53400
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AT&T INCCOMMON00206R1025,614167,126SH DFND12,15167,12600
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AT&T INCCOMMON00206R1021,01430,200SH DFND8,10030,200
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ATLANTIC POWER CORPCOMMON04878Q8639836,096SH DFND1536,09600
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ATLANTIC TELE-NETWORK INCCOMMON0490792051692,500SH DFND3,12,50000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642056,203125,813SH DFND15125,81300
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AUTOBYTEL INCCOMMON05275N205938,522SH DFND158,52200
AUTODESK INCCOMMON052769106104,2061,735,033SH DFND11,692,447042,586
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AUTODESK INCCOMMON0527691063,24854,073SH DFND12,1554,07300
AUTODESK INCCOMMON052769106121,9302,030,133SH DFND152,030,13300
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AUTODESK INCCOMMON0527691065959,910SH DFND5009,910
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AUTOHOME INC ADRCOMMON05278C1072,83477,956SH DFND1577,95600
AUTOLIV INCCOMMON0528001094884,600SH DFND114,60000
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AUTONATION INCCOMMON05329W1022424,000SH DFND114,00000
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AUTONATION INCCOMMON05329W1023,49057,764SH DFND1557,76400
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AUXILIUM PHARMACEUTICALS INCCOMMON05334D10747,0421,368,095SH DFND151,368,09500
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AVAGO TECHNOLOGIES LTDCOMMONY0486S1046,03760,020SH DFND12,1560,02000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1045,08750,570SH DFND1450,57000
AVAGO TECHNOLOGIES LTDCOMMONY0486S104220,6702,193,753SH DFND152,193,75300
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AVAGO TECHNOLOGIES LTDCOMMONY0486S1043,28232,627SH DFND9,132,62700
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AVALONBAY COMMUNITIES INCCOMMON0534841012,22713,633SH DFND15,113,63300
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AVALONBAY COMMUNITIES INCCOMMON05348410155,293338,411SH DFND3,1338,41100
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AVALONBAY COMMUNITIES INCCOMMON0534841018,46551,809SH DFND9,151,80900
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AVIVA PLC - SPON ADRCOMMON05382A10444229,635SH DFND1529,63500
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B&G FOODS INCCOMMON05508R10634,6961,160,397SH DFND11,160,39700
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B2GOLD CORPCOMMON11777Q2096,7554,131,789SH DFND1,24,131,78900
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BAIDU INC ADRCOMMON056752108560,7382,459,701SH DFND12,267,1130192,588
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BAIDU INC ADRCOMMON0567521082,2509,871SH DFND11,49,87100
BAIDU INC ADRCOMMON05675210814,77664,816SH DFND11,664,81600
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BAIDU INC ADRCOMMON05675210852,935232,201SH DFND12,6232,20100
BAIDU INC ADRCOMMON056752108166730SH DFND13,473000
BAIDU INC ADRCOMMON056752108575,1652,522,987SH DFND152,522,98700
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BAIDU INC ADRCOMMON05675210840,711178,581SH DFND2,1178,58100
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BAIDU INC ADRCOMMON056752108408,7351,792,932SH DFND6326,52501,466,407
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BAKER HUGHES INCCOMMON0572241073355,977SH DFND12,155,97700
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BAKER HUGHES INCCOMMON05722410715,323273,287SH DFND15273,28700
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BALCHEM CORPCOMMON0576652005,73286,021SH DFND1586,02100
BALDWIN & LYONS INCCOMMON057755100321,349SH DFND151,34900
BALDWIN & LYONS INC -CL BCOMMON05775520940415,672SH DFND1515,67200
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BALLARD POWER SYSTEMS INCCOMMON0585861083,5611,798,275SH DFND151,798,27500
BALTIC TRADING LTDCOMMONY0553W10315160,235SH DFND1560,23500
BANC OF CALIFORNIA INCCOMMON05990K10622419,502SH DFND1519,50200
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BANCFIRST CORPCOMMON05945F10313200SH DFND3,120000
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K1011,177125,335SH DFND15125,33500
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303521,96639,040,071SH DFND135,864,48503,175,586
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BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030310,850811,511SH DFND3,1811,51100
BANCO DE CHILE ADR W-ICOMMON0595201061,13216,416SH DFND1416,41600
BANCO LATINOAMERICANO DE COMERCOMMONP1699413260520,100SH DFND120,10000
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BANCO LATINOAMERICANO DE COMERCOMMONP1699413242714,200SH DFND3,114,20000
BANCO MACRO SA-ADRCOMMON05961W1053006,871SH DFND146,87100
BANCO SANTANDER CHILE ADRCOMMON05965X10989545,362SH DFND1445,36200
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BANK OF AMERICA CORPCOMMON0605051041,108,61861,968,582SH DFND158,450,07103,518,511
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BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7761,43855,717SH DFND1455,71700
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77620,946811,544SH DFND15811,54400
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BARD (C.R.) INCCOMMON0673831093,58221,500SH DFND1,521,50000
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BIOGEN IDEC INCCOMMON09062X1031,6975,000SH DFND6,52,30002,700
BIOGEN IDEC INCCOMMON09062X10316,03747,244SH DFND9,147,24400
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE114,71512,517,000SH DFND112,517,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF854,97544,855,000SH DFND140,623,00004,232,000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10145,467502,957SH DFND1502,95700
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1016607,300SH DFND117,30000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10123,992265,395SH DFND15265,39500
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10110,178112,585SH DFND9,1112,58500
BIOMED REALTY LP CVT 3.75 01-1CONVERT09064AAB76,3065,000,000SH DFND15,000,00000
BIOMED REALTY TRUST INCCOMMON09063H107141,7176,579,233SH DFND1330,80006,248,433
BIOMED REALTY TRUST INCCOMMON09063H107482,246SH DFND12,152,24600
BIOMED REALTY TRUST INCCOMMON09063H1071,74080,777SH DFND1580,77700
BIOMED REALTY TRUST INCCOMMON09063H1071667,700SH DFND9,17,70000
BIO-RAD LABORATORIES -CL BCOMMON09057210815SH DFND12,15500
BIO-RAD LABORATORIES -CL BCOMMON0905721081191SH DFND159100
BIO-REFERENCE LABS INCCOMMON09057G6021,57348,948SH DFND1448,94800
BIO-REFERENCE LABS INCCOMMON09057G6022,32672,379SH DFND1572,37900
BIOSCRIP INCCOMMON09069N10867696,659SH DFND1596,65900
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061,04627,090SH DFND127,09000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311062827,300SH DFND3,17,30000
BIO-TECHNE CORP TECHCOMMON09073M10480,211868,087SH DFND1833,652034,435
BIO-TECHNE CORP TECHCOMMON09073M1041,37814,915SH DFND12,114,91500
BIO-TECHNE CORP TECHCOMMON09073M10413,782149,161SH DFND15149,16100
BIO-TECHNE CORP TECHCOMMON09073M1042,98532,300SH DFND632,30000
BIO-TECHNE CORP TECHCOMMON09073M1042,16723,452SH DFND6,10023,452
BIO-TECHNE CORP TECHCOMMON09073M1043153,410SH DFND9,63,41000
BITAUTO HOLDINGS LTD ADRCOMMON0917271074,95570,370SH DFND1570,37000
BJ'S RESTAURANTS INCCOMMON09180C10646,431924,745SH DFND1924,74500
BJ'S RESTAURANTS INCCOMMON09180C1065,936118,232SH DFND15118,23200
BLACK BOX CORPORATIONCOMMON09182610725010,470SH DFND15,57004,900
BLACK BOX CORPORATIONCOMMON0918261071,57065,673SH DFND1565,67300
BLACK BOX CORPORATIONCOMMON091826107241,000SH DFND3,11,00000
BLACK DIAMOND INCCOMMON09202G1019911,276SH DFND1511,27600
BLACK HILLS CORPCOMMON09211310936677SH DFND12,1567700
BLACK HILLS CORPCOMMON0921131092,58748,776SH DFND1448,77600
BLACK HILLS CORPCOMMON0921131091,54529,125SH DFND1529,12500
BLACKBAUD INCCOMMON09227Q1006,734155,669SH DFND15155,66900
BLACKBERRY LTDCOMMON09228F10326524,164SH DFND1124,16400
BLACKBERRY LTDCOMMON09228F103181,652SH DFND12,151,65200
BLACKBERRY LTDCOMMON09228F1031,125102,645SH DFND15102,64500
BLACKBERRY LTDCOMMON09228F1031,271115,968SH DFND2,1115,96800
BLACKBERRY LTDCOMMON09228F10324622,400SH DFND50022,400
BLACKBERRY LTDCOMMON09228F1032,107191,912SH DFND2,15191,91200
BLACKBERRY LTDCOMMON09228F10320818,978SH DFND418,97800
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10477319,930SH DFND1519,93000
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E203631,675SH DFND12,151,67500
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E2031,06728,319SH DFND1528,31900
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1002,807126,684SH DFND14126,68400
BLACKROCK BUILD AMERICA BOND CCOMMON09248X10010,517474,611SH DFND15474,61100
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E10259839,917SH DFND1439,91700
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1012,021153,099PRN DFND14153,09900
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1013,299249,942PRN DFND15249,94200
BLACKROCK CORPORATE HY FD INCCOMMON09255P10710,370909,606SH DFND14909,60600
BLACKROCK CORPORATE HY FD INCCOMMON09255P10712,4031,088,003SH DFND151,088,00300
BLACKROCK CREDIT ALLOCATION INCOMMON09250810054642,287SH DFND1442,28700
BLACKROCK CREDIT ALLOCATION INCOMMON09250810012,9791,004,558SH DFND151,004,55800
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1034,4131,186,377SH DFND141,186,37700
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1036,6101,776,763SH DFND151,776,76300
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10912,333882,831SH DFND14882,83100
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1093,604258,006SH DFND15258,00600
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,0731,117,394SH DFND141,117,39400
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10412,3231,517,652SH DFND151,517,65200
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10871350,033PRN DFND1450,03300
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X10059344,302SH DFND1444,30200
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1004,220315,165SH DFND15315,16500
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,527196,619SH DFND14196,61900
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,578200,639SH DFND15200,63900
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1017,578379,845SH DFND14379,84500
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1013,828191,873SH DFND15191,87300
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011056,677508,558SH DFND14508,55800
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,847597,617SH DFND15597,61700
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,52935,810SH DFND1535,81000
BLACKROCK INCCOMMON09247X10123,88666,803SH DFND166,80300
BLACKROCK INCCOMMON09247X1012,2886,400SH DFND116,40000
BLACKROCK INCCOMMON09247X1014571,279SH DFND12,151,27900
BLACKROCK INCCOMMON09247X10114,48840,518SH DFND1440,51800
BLACKROCK INCCOMMON09247X10122,06061,697SH DFND1561,69700
BLACKROCK INCCOMMON09247X10136101SH DFND2,1510100
BLACKROCK INCCOMMON09247X1011,7524,900SH DFND5004,900
BLACKROCK INCCOMMON09247X1012,3246,500SH DFND6,52,80003,700
BLACKROCK INCOME TRUST CEFCOMMON09247F1001,089170,178PRN DFND14170,17800
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,773589,553PRN DFND15589,55300
BLACKROCK INS MUNI INCOME TR CCOMMON09247910433723,437PRN DFND1423,43700
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,052897,875SH DFND14897,87500
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,164914,496SH DFND15914,49600
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1052,921177,762SH DFND14177,76200
BLACKROCK KELSO CAPITAL CORPCOMMON092533108273,254SH DFND12,153,25400
BLACKROCK KELSO CAPITAL CORPCOMMON09253310817721,640SH DFND1421,64000
BLACKROCK KELSO CAPITAL CORPCOMMON0925331082,842346,562SH DFND15346,56200
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1036,058536,136SH DFND14536,13600
BLACKROCK LTD DURATION INC CFCOMMON09249W10111,608738,428SH DFND14738,42800
BLACKROCK LTD DURATION INC CFCOMMON09249W1014,949314,810SH DFND15314,81000
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A10772243,082PRN DFND1443,08200
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1076,076362,309PRN DFND15362,30900
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10118611,694SH DFND1411,69400
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1044,327272,164SH DFND14272,16400
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10914410,246SH DFND1410,24600
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,29493,806SH DFND1493,80600
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1093,278231,174SH DFND14231,17400
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1007,950697,349SH DFND14697,34900
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1073,400234,938SH DFND14234,93800
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10982452,603SH DFND1452,60300
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10447127,497SH DFND1427,49700
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C1075,045374,291SH DFND14374,29100
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1087,281509,849SH DFND14509,84900
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,490106,528SH DFND14106,52800
BLACKROCK MUNIVEST FUND II CEFCOMMON09253T101946,024SH DFND146,02400
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1033,356220,797SH DFND14220,79700
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1053,923253,905SH DFND14253,90500
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1044,296277,509SH DFND14277,50900
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10446031,215SH DFND1431,21500
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1036,045429,650PRN DFND14429,65000
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,318101,280SH DFND14101,28000
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,173468,041SH DFND14468,04100
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1007,709502,543SH DFND14502,54300
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,42096,813SH DFND1496,81300
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P106624,336SH DFND144,33600
BLACKROCK NEW YORK MUNI INC CECOMMON09248L1061,24486,664SH DFND1486,66400
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1085,370553,076SH DFND14553,07600
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1084,791493,432SH DFND15493,43200
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10947433,688SH DFND1433,68800
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1052,127127,048SH DFND14127,04800
BLACKSTONE GROUP LP-THECOMMON09253U1082487,332SH DFND12,157,33200
BLACKSTONE GROUP LP-THECOMMON09253U1081,73251,210SH DFND1451,21000
BLACKSTONE GROUP LP-THECOMMON09253U1087,672226,767SH DFND15226,76700
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10041214,153SH DFND1514,15300
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA811,27310,711,000SH DFND110,711,00000
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1023,689237,535SH DFND14237,53500
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1018,964543,935SH DFND14543,93500
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1016,911419,377SH DFND15419,37700
BLOCK H & R INCCOMMON0936711059,385278,662SH DFND1278,66200
BLOCK H & R INCCOMMON09367110545713,579SH DFND1113,57900
BLOCK H & R INCCOMMON093671105982,913SH DFND12,152,91300
BLOCK H & R INCCOMMON0936711051,85855,174SH DFND1455,17400
BLOCK H & R INCCOMMON0936711052,32869,135SH DFND1569,13500
BLOCK H & R INCCOMMON0936711051,09132,400SH DFND6,514,000018,400
BLOCK H & R INCCOMMON09367110568420,300SH DFND7,50020,300
BLOOMIN' BRANDS INCCOMMON0942351081,26751,179SH DFND1551,17900
BLOUNT INTERNATIONAL INCCOMMON09518010593553,211SH DFND1553,21100
BLOUNT INTERNATIONAL INCCOMMON0951801051196,800SH DFND3,16,80000
BLUCORA INCCOMMON0952291002,027146,381SH DFND15146,38100
BLUE HILLS BANCORP INCCOMMON095573101141,000SH DFND11,00000
BLUE NILE INCCOMMON09578R10393125,856SH DFND1525,85600
BLUEBIRD BIO INCCOMMON09609G10014,745160,765SH DFND1160,76500
BLUEBIRD BIO INCCOMMON09609G1001,41515,429SH DFND1515,42900
BLUEBIRD BIO INCCOMMON09609G1003,59939,235SH DFND9,139,23500
BLYTH INCCOMMON09643P20763369,149SH DFND1569,14900
BNC BANCORP BNCNCOMMON05566T10133019,164SH DFND1519,16400
BOB EVANS FARMSCOMMON0967611014,85994,947SH DFND1594,94700
BOEING COCOMMON09702310516,906130,063SH DFND1130,06300
BOEING COCOMMON0970231054,29833,069SH DFND1133,06900
BOEING COCOMMON0970231058466,505SH DFND12,156,50500
BOEING COCOMMON0970231054,44334,181SH DFND1434,18100
BOEING COCOMMON09702310532,330248,732SH DFND15248,73200
BOEING COCOMMON0970231053,34025,700SH DFND50025,700
BOEING COCOMMON0970231052,01515,500SH DFND6,56,80008,700
BOFI HOLDING INCCOMMON05566U10896512,404SH DFND1512,40400
BOINGO WIRELESS INCCOMMON09739C10219825,856SH DFND1525,85600
BOISE CASCADE CO BCCCOMMON09739D1004,910132,180SH DFND15132,18000
BOK FINANCIAL CORPORATIONCOMMON05561Q2012,08034,646SH DFND1534,64600
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10752674,307SH DFND1574,30700
BONANZA CREEK ENERGY INCCOMMON0977931031,02942,894SH DFND1542,89400
BON-TON STORESCOMMON09776J10166890,207SH DFND1590,20700
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210648,9821,846,277SH DFND11,846,27700
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210679,8253,008,865SH DFND1,23,008,86500
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021062248,434SH DFND11,28,43400
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106622,347SH DFND12,152,34700
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021065,326200,763SH DFND15200,76300
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210622,411844,733SH DFND2844,73300
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210638214,400SH DFND3,114,40000
BORG WARNER INCCOMMON0997241068,495154,588SH DFND1154,58800
BORG WARNER INCCOMMON09972410663211,500SH DFND1111,50000
BORG WARNER INCCOMMON099724106741,355SH DFND12,151,35500
BORG WARNER INCCOMMON0997241064,06073,884SH DFND1473,88400
BORG WARNER INCCOMMON0997241066,405116,556SH DFND15116,55600
BORG WARNER INCCOMMON09972410621,504391,332SH DFND2391,33200
BORG WARNER INCCOMMON09972410633596SH DFND2,1559600
BORG WARNER INCCOMMON09972410691216,590SH DFND416,59000
BORG WARNER INCCOMMON0997241063857,000SH DFND5007,000
BOSTON BEER COMPANY INC CL ACOMMON1005571078,51529,408SH DFND1529,40800
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,727128,226SH DFND14128,22600
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,212164,191SH DFND15164,19100
BOSTON PROPERTIES INCCOMMON101121101751,2545,837,703SH DFND12,570,87003,266,833
BOSTON PROPERTIES INCCOMMON1011211019767,584SH DFND117,58400
BOSTON PROPERTIES INCCOMMON1011211012,45619,084SH DFND11,119,08400
BOSTON PROPERTIES INCCOMMON1011211011551,208SH DFND12,151,20800
BOSTON PROPERTIES INCCOMMON10112110112,31295,672SH DFND13,195,67200
BOSTON PROPERTIES INCCOMMON1011211019,18771,385SH DFND1471,38500
BOSTON PROPERTIES INCCOMMON10112110155,850433,991SH DFND15433,99100
BOSTON PROPERTIES INCCOMMON1011211011,49811,644SH DFND15,111,64400
BOSTON PROPERTIES INCCOMMON1011211017,15355,581SH DFND2,155,58100
BOSTON PROPERTIES INCCOMMON10112110135,674277,205SH DFND3,1277,20500
BOSTON PROPERTIES INCCOMMON1011211014,30733,465SH DFND9,133,46500
BOSTON SCIENTIFIC CORPCOMMON1011371079,098686,677SH DFND1686,67700
BOSTON SCIENTIFIC CORPCOMMON10113710786965,615SH DFND1165,61500
BOSTON SCIENTIFIC CORPCOMMON10113710722617,034SH DFND12,1517,03400
BOSTON SCIENTIFIC CORPCOMMON1011371072,262170,734SH DFND14170,73400
BOSTON SCIENTIFIC CORPCOMMON1011371074,896369,519SH DFND15369,51900
BOSTON SCIENTIFIC CORPCOMMON10113710782562,296SH DFND50062,296
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810617,331685,564SH DFND1685,56400
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810697438,523SH DFND12,138,52300
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,43996,473SH DFND1596,47300
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,28890,525SH DFND690,52500
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061,58262,586SH DFND6,10062,586
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062359,305SH DFND9,69,30500
BOULDER BRANDS INCCOMMON10140510836032,555SH DFND1532,55500
BOX SHIPS INCCOMMONY096751028396,666SH DFND1596,66600
BOYD GAMING CORPCOMMON1033041011,296101,430SH DFND14101,43000
BOYD GAMING CORPCOMMON1033041012,594202,972SH DFND15202,97200
BOYD GAMING CORPCOMMON10330410124719,300SH DFND3,119,30000
BP PLC ADRCOMMON055622104387,32610,160,707SH DFND19,898,3970262,310
BP PLC ADRCOMMON05562210427,907732,086SH DFND1,2732,08600
BP PLC ADRCOMMON0556221044,199110,164SH DFND14110,16400
BP PLC ADRCOMMON0556221042,41463,314SH DFND1563,31400
BP PLC ADRCOMMON0556221043,57893,852SH DFND9,193,85200
BP PLC ADRCOMMON0556221043,35588,016SH DFND9,288,01600
BPZ RESOURCES INCCOMMON05563910826,704SH DFND156,70400
BRADY CORP- CL ACOMMON10467410613,877507,581SH DFND15507,58100
BRANDYWINE REALTY TRUSTCOMMON105368203482,997SH DFND12,152,99700
BRANDYWINE REALTY TRUSTCOMMON1053682034,127258,284SH DFND15258,28400
BRANDYWINE REALTY TRUSTCOMMON10536820342326,451SH DFND15,126,45100
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10930922,204SH DFND1522,20400
BRF - BRASIL FOODS SA-ADRCOMMON10552T10727,8401,192,298SH DFND11,192,29800
BRF - BRASIL FOODS SA-ADRCOMMON10552T1073,270140,023SH DFND15140,02300
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,12190,854SH DFND2,190,85400
BRIDGE BANCORP INCCOMMON1080351062158,041SH DFND158,04100
BRIDGE CAPITAL HOLDINGSCOMMON1080301074163SH DFND1516300
BRIDGEPOINT EDUCATION INCCOMMON10807M10523420,672SH DFND1520,67200
BRIGGS & STRATTONCOMMON10904310933,4441,637,800SH DFND11,637,80000
BRIGGS & STRATTONCOMMON1090431092,424118,699SH DFND15118,69900
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941002,16245,989SH DFND1545,98900
BRIGHTCOVECOMMON10921T10116521,253SH DFND1521,25300
BRINKER INTERNATIONAL INCCOMMON10964110046,357789,856SH DFND1789,85600
BRINKER INTERNATIONAL INCCOMMON1096411001,43124,383SH DFND12,124,38300
BRINKER INTERNATIONAL INCCOMMON1096411003576,082SH DFND12,156,08200
BRINKER INTERNATIONAL INCCOMMON10964110027,179463,097SH DFND15463,09700
BRINKER INTERNATIONAL INCCOMMON1096411003,06052,145SH DFND652,14500
BRINKER INTERNATIONAL INCCOMMON1096411002,40640,991SH DFND6,10040,991
BRINKER INTERNATIONAL INCCOMMON1096411001,37423,408SH DFND9,123,40800
BRINKER INTERNATIONAL INCCOMMON1096411004147,057SH DFND9,67,05700
BRISTOL-MYERS SQUIBB COCOMMON110122108530,8688,993,198SH DFND18,907,924085,274
BRISTOL-MYERS SQUIBB COCOMMON1101221085499,300SH DFND109,30000
BRISTOL-MYERS SQUIBB COCOMMON1101221084,71679,889SH DFND1179,88900
BRISTOL-MYERS SQUIBB COCOMMON1101221081,01117,126SH DFND12,1517,12600
BRISTOL-MYERS SQUIBB COCOMMON11012210811,274190,990SH DFND14190,99000
BRISTOL-MYERS SQUIBB COCOMMON110122108106,1391,798,044SH DFND151,798,04400
BRISTOL-MYERS SQUIBB COCOMMON1101221083,64561,753SH DFND50061,753
BRISTOL-MYERS SQUIBB COCOMMON11012210818,253309,222SH DFND9,1284,956024,266
BRISTOW GROUP INCCOMMON1103941031,08016,423SH DFND1416,42300
BRISTOW GROUP INCCOMMON1103941036,35496,586SH DFND1596,58600
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,3001,250,000SH DFND11,250,00000
BRITISH AMERN TOB PLC ADRCOMMON11044810769,115641,021SH DFND1641,02100
BRITISH AMERN TOB PLC ADRCOMMON11044810726,512245,893SH DFND14245,89300
BRITISH AMERN TOB PLC ADRCOMMON11044810729,596274,499SH DFND15274,49900
BRIXMOR PROPERTY GROUP INCCOMMON11120U105125,9215,069,297SH DFND14,211,9120857,385
BRIXMOR PROPERTY GROUP INCCOMMON11120U10572329,100SH DFND11,129,10000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1053,639146,500SH DFND13,1146,50000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10562525,177SH DFND1525,17700
BRIXMOR PROPERTY GROUP INCCOMMON11120U10587435,203SH DFND15,135,20300
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,10184,600SH DFND2,184,60000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10510,531423,960SH DFND3,1423,96000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,47859,500SH DFND9,159,50000
BROADCOM CORP CL ACOMMON111320107260,5106,012,223SH DFND15,500,8200511,403
BROADCOM CORP CL ACOMMON1113201071,12625,983SH DFND1125,98300
BROADCOM CORP CL ACOMMON1113201075,692131,362SH DFND12,15131,36200
BROADCOM CORP CL ACOMMON11132010794621,831SH DFND1421,83100
BROADCOM CORP CL ACOMMON111320107203,1874,689,303SH DFND154,689,30300
BROADCOM CORP CL ACOMMON11132010749411,412SH DFND50011,412
BROADRIDGE FINANCIAL SOLCOMMON11133T103541,178SH DFND12,151,17800
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,30728,304SH DFND1428,30400
BROADRIDGE FINANCIAL SOLCOMMON11133T1032,48853,873SH DFND1553,87300
BROADSOFT INCCOMMON11133B4091906,532SH DFND156,53200
BROADWIND ENERGY INCCOMMON11161T207707131,129SH DFND15131,12900
BROADWIND ENERGY INCCOMMON11161T207397,200SH DFND3,17,20000
BROCADE COMMUNICATIONS SYSCOMMON11162130626,3392,224,540SH DFND11,987,7400236,800
BROCADE COMMUNICATIONS SYSCOMMON1116213061169,800SH DFND1,59,80000
BROCADE COMMUNICATIONS SYSCOMMON111621306564,747SH DFND12,154,74700
BROCADE COMMUNICATIONS SYSCOMMON11162130631726,800SH DFND1326,80000
BROCADE COMMUNICATIONS SYSCOMMON1116213061,506127,179SH DFND14127,17900
BROCADE COMMUNICATIONS SYSCOMMON1116213061,823154,003SH DFND15154,00300
BROCADE COMMUNICATIONS SYSCOMMON1116213061,539130,000SH DFND3,1130,00000
BROCADE COMMUNICATIONS SYSCOMMON11162130610,134855,900SH DFND5453,3000402,600
BROCADE COMMUNICATIONS SYSCOMMON1116213061,752148,000SH DFND6,568,000080,000
BROCADE COMMUNICATIONS SYSCOMMON1116213065,664478,400SH DFND9,5478,40000
BROOKDALE SENIOR LIVING INCCOMMON112463104220,8496,022,616SH DFND15,503,8170518,799
BROOKDALE SENIOR LIVING INCCOMMON11246310464717,639SH DFND11,117,63900
BROOKDALE SENIOR LIVING INCCOMMON1124631041,21933,254SH DFND13,133,25400
BROOKDALE SENIOR LIVING INCCOMMON1124631042,28862,393SH DFND1562,39300
BROOKDALE SENIOR LIVING INCCOMMON1124631041,88551,398SH DFND2,151,39800
BROOKDALE SENIOR LIVING INCCOMMON1124631049,388256,006SH DFND3,1256,00600
BROOKDALE SENIOR LIVING INCCOMMON1124631041,04128,390SH DFND9,128,39000
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA270,62351,857,000SH DFND147,241,00004,616,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510442,174841,300SH DFND2841,30000
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851043,37767,370SH DFND2,1567,37000
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,33626,662SH DFND1126,66200
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510428560SH DFND12,1556000
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851042,96759,236SH DFND1559,23600
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104283,4405,658,097SH DFND25,658,09700
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510430,840615,640SH DFND2,1615,64000
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582332617,386SH DFND2,117,38600
BROOKFIELD ASSET MGMT SER 18 CCONVERT11258582362233,169SH DFND2,1533,16900
BROOKFIELD GLOBAL LISTED INFRACOMMON11273Q1092,947141,052SH DFND14141,05200
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210134,417822,004SH DFND15822,00400
BROOKFIELD INFRASTRUCTURE PACOMMONG162521015,093121,634SH DFND2121,63400
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921063,192194,159SH DFND15194,15900
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910720,440893,740SH DFND1,2893,74000
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910716,546723,484SH DFND2723,48400
BROOKFIELD PROPERTY PARTNERSCOMMONG162491078,168357,166SH DFND2,1357,16600
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910751222,393SH DFND2,1522,39300
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910739,1181,718,813SH DFND21,718,81300
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910792440,586SH DFND2,140,58600
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,774114,080PRN DFND14114,08000
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,26593,138PRN DFND1593,13800
BROOKLINE BANCORP INCCOMMON11373M107151,507SH DFND11,50700
BROOKLINE BANCORP INCCOMMON11373M1072,756274,807SH DFND15274,80700
BROOKS AUTOMATION INCCOMMON11434010235,1262,754,983SH DFND12,754,98300
BROOKS AUTOMATION INCCOMMON1143401022,853223,736SH DFND15223,73600
BROWN & BROWN INCCOMMON11523610150,9151,547,107SH DFND11,547,10700
BROWN & BROWN INCCOMMON115236101381,161SH DFND12,151,16100
BROWN & BROWN INCCOMMON11523610150015,180SH DFND1415,18000
BROWN & BROWN INCCOMMON1152361011,70651,844SH DFND1551,84400
BROWN FORMAN CORP CL BCOMMON1156372098,35195,065SH DFND195,06500
BROWN FORMAN CORP CL BCOMMON1156372095346,075SH DFND116,07500
BROWN FORMAN CORP CL BCOMMON11563720987996SH DFND12,1599600
BROWN FORMAN CORP CL BCOMMON1156372095,37861,230SH DFND1461,23000
BROWN FORMAN CORP CL BCOMMON11563720964,129730,070SH DFND15730,07000
BROWN FORMAN CORP CL BCOMMON1156372096727,650SH DFND5007,650
BROWN SHOE COMPANY INCCOMMON1157361001,89759,020SH DFND1459,02000
BROWN SHOE COMPANY INCCOMMON1157361005,602174,249SH DFND15174,24900
BROWN-FORMAN CORP -CL ACOMMON11563710039443SH DFND12,1544300
BROWN-FORMAN CORP -CL ACOMMON1156371006587,499SH DFND157,49900
BRUKER CORPCOMMON1167941088,795448,279SH DFND1328,0010120,278
BRUKER CORPCOMMON11679410813,767701,687SH DFND15701,68700
BRUNSWICK CORPCOMMON117043109132,0952,576,963SH DFND12,478,284098,679
BRUNSWICK CORPCOMMON1170431091,60331,264SH DFND1431,26400
BRUNSWICK CORPCOMMON1170431092,35145,859SH DFND1545,85900
BRUNSWICK CORPCOMMON1170431096,440125,642SH DFND9,1125,64200
BRYN MAWR BANK CORPCOMMON11766510934911,161SH DFND1511,16100
BSB BANCORP INC/MACOMMON05573H108169SH DFND156900
BT GROUP PLC-ADSCOMMON05577E1011,02616,555SH DFND1516,55500
BUCKEYE PARTNERS LPCOMMON1182301016,29483,185SH DFND1483,18500
BUCKEYE PARTNERS LPCOMMON1182301016148,113SH DFND158,11300
BUFFALO WILD WINGS INCCOMMON1198481092901,610SH DFND141,61000
BUFFALO WILD WINGS INCCOMMON1198481095,57530,909SH DFND1530,90900
BUILD-A-BEAR WORKSHOP INCCOMMON12007610448023,890SH DFND123,89000
BUILD-A-BEAR WORKSHOP INCCOMMON1200761041517,504SH DFND157,50400
BUILD-A-BEAR WORKSHOP INCCOMMON12007610449224,500SH DFND3,124,50000
BUILDERS FIRSTSOURCE INCCOMMON12008R10716323,793SH DFND1523,79300
BUNGE LIMITEDCOMMONG1696210536,751404,260SH DFND1390,440013,820
BUNGE LIMITEDCOMMONG169621056627,283SH DFND117,28300
BUNGE LIMITEDCOMMONG169621059059,957SH DFND12,159,95700
BUNGE LIMITEDCOMMONG169621053754,129SH DFND144,12900
BUNGE LIMITEDCOMMONG1696210521,985241,828SH DFND15241,82800
BUNGE LIMITEDCOMMONG169621051,73619,100SH DFND3,119,10000
BUNGE LIMITEDCOMMONG169621054785,253SH DFND45,25300
BUNGE LIMITEDCOMMONG169621057,79185,700SH DFND4,185,70000
BUNGE LIMITEDCOMMONG169621053954,342SH DFND5004,342
BUNGE LIMITEDCOMMONG169621052,75530,300SH DFND5,10030,300
BUNGE LIMITEDCOMMONG169621051,17312,900SH DFND6,56,00006,900
BUNGE LIMITEDCOMMONG169621051,33614,700SH DFND8,10014,700
BUNGE LIMITEDCOMMONG1696210593610,300SH DFND9,110,30000
BURLINGTON STORES INCCOMMON12201710611,541244,204SH DFND1178,403065,801
BURLINGTON STORES INCCOMMON1220171062,84660,224SH DFND1560,22400
C & F FINANCIAL CORPCOMMON12466Q10449612,470SH DFND112,47000
C & F FINANCIAL CORPCOMMON12466Q1042275,715SH DFND155,71500
C & F FINANCIAL CORPCOMMON12466Q1041273,200SH DFND3,13,20000
C&J ENERGY SERVICES INCCOMMON12467B3042,804212,256SH DFND15212,25600
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20937,693503,314SH DFND1498,08405,230
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095477,300SH DFND117,30000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,73336,495SH DFND12,1536,49500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20987611,694SH DFND1411,69400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W209120,0471,602,984SH DFND151,602,98400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2097049,400SH DFND3,19,40000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,54634,000SH DFND4,134,00000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094,43359,200SH DFND5,10059,200
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2095176,900SH DFND7,5006,900
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091,34117,900SH DFND8,10017,900
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2096298,400SH DFND9,18,40000
CA INCCOMMON12673P10513,640447,935SH DFND1447,93500
CA INCCOMMON12673P105852,800SH DFND1,52,80000
CA INCCOMMON12673P10550416,561SH DFND1116,56100
CA INCCOMMON12673P1053,278107,644SH DFND12,15107,64400
CA INCCOMMON12673P1051,55551,075SH DFND1451,07500
CA INCCOMMON12673P105122,3044,016,567SH DFND154,016,56700
CA INCCOMMON12673P105802,643SH DFND15,12,64300
CA INCCOMMON12673P1051,03133,848SH DFND518,000015,848
CA INCCOMMON12673P1052,30575,700SH DFND6,535,500040,200
CABELAS INC- CL ACOMMON12680430124449SH DFND12,1544900
CABELAS INC- CL ACOMMON1268043011452,751SH DFND142,75100
CABELAS INC- CL ACOMMON1268043014588,681SH DFND158,68100
CABLEVISION SYSTEMS CL ACOMMON12686C10922,0011,065,943SH DFND11,047,883018,060
CABLEVISION SYSTEMS CL ACOMMON12686C1092049,899SH DFND119,89900
CABLEVISION SYSTEMS CL ACOMMON12686C1091246,017SH DFND12,156,01700
CABLEVISION SYSTEMS CL ACOMMON12686C1093,994193,502SH DFND14193,50200
CABLEVISION SYSTEMS CL ACOMMON12686C1092,502121,230SH DFND15121,23000
CABLEVISION SYSTEMS CL ACOMMON12686C109331,598SH DFND15,11,59800
CABLEVISION SYSTEMS CL ACOMMON12686C10956627,400SH DFND3,127,40000
CABLEVISION SYSTEMS CL ACOMMON12686C1092,330112,900SH DFND4,1112,90000
CABLEVISION SYSTEMS CL ACOMMON12686C1092,355114,100SH DFND5,100114,100
CABLEVISION SYSTEMS CL ACOMMON12686C10999548,200SH DFND8,10048,200
CABLEVISION SYSTEMS CL ACOMMON12686C10922510,900SH DFND9,110,90000
CABOT CORPCOMMON12705510139894SH DFND12,1589400
CABOT CORPCOMMON1270551011,83941,921SH DFND1441,92100
CABOT CORPCOMMON12705510176317,385SH DFND1517,38500
CABOT MICROELECTRONICS CORPCOMMON12709P1034,26590,138SH DFND1590,13800
CABOT OIL & GAS CORP CL ACOMMON12709710320,904705,989SH DFND1705,98900
CABOT OIL & GAS CORP CL ACOMMON12709710313,955471,308SH DFND1,2471,30800
CABOT OIL & GAS CORP CL ACOMMON12709710361020,600SH DFND1120,60000
CABOT OIL & GAS CORP CL ACOMMON127097103341,158SH DFND12,151,15800
CABOT OIL & GAS CORP CL ACOMMON1270971032,24275,711SH DFND1475,71100
CABOT OIL & GAS CORP CL ACOMMON1270971031,17539,681SH DFND1539,68100
CABOT OIL & GAS CORP CL ACOMMON12709710339113,200SH DFND50013,200
CABOT OIL & GAS CORP CL ACOMMON1270971031,67856,663SH DFND9,256,66300
CACI INTERNATIONAL INC CL ACOMMON12719030427,841323,060SH DFND1323,06000
CACI INTERNATIONAL INC CL ACOMMON1271903041,53817,850SH DFND12,117,85000
CACI INTERNATIONAL INC CL ACOMMON12719030448562SH DFND12,1556200
CACI INTERNATIONAL INC CL ACOMMON1271903046397,412SH DFND147,41200
CACI INTERNATIONAL INC CL ACOMMON1271903047,65388,808SH DFND1588,80800
CACI INTERNATIONAL INC CL ACOMMON1271903043,67742,669SH DFND642,66900
CACI INTERNATIONAL INC CL ACOMMON1271903042,55829,680SH DFND6,10029,680
CACI INTERNATIONAL INC CL ACOMMON1271903043784,381SH DFND9,64,38100
CADENCE DESIGN SYS INCCOMMON127387108276,74014,588,302SH DFND114,349,2350239,067
CADENCE DESIGN SYS INCCOMMON1273871081,70089,632SH DFND12,189,63200
CADENCE DESIGN SYS INCCOMMON1273871082,146113,142SH DFND14113,14200
CADENCE DESIGN SYS INCCOMMON1273871083,574188,407SH DFND15188,40700
CADENCE DESIGN SYS INCCOMMON12738710822,3791,179,715SH DFND2,11,179,71500
CADENCE DESIGN SYS INCCOMMON1273871083,572188,284SH DFND6188,28400
CADENCE DESIGN SYS INCCOMMON1273871082,523132,990SH DFND6,100132,990
CADENCE DESIGN SYS INCCOMMON12738710836819,414SH DFND9,619,41400
CAE INCCOMMON12476510818013,850SH DFND1113,85000
CAE INCCOMMON1247651081,344103,604SH DFND15103,60400
CAESARS ENTERTAINMENT-IPOCOMMON127686103573,630SH DFND13,63000
CAESARS ENTERTAINMENT-IPOCOMMON127686103372,347SH DFND12,152,34700
CAESARS ENTERTAINMENT-IPOCOMMON12768610369944,569SH DFND1544,56900
CAESARS ENTERTAINMENT-IPOCOMMON127686103352,200SH DFND3,12,20000
CAESARSTONE SDOT-YAM LTDCOMMONM205981045839,748SH DFND159,74800
CAESARSTONE SDOT-YAM LTDCOMMONM2059810410,447174,646SH DFND2174,64600
CAI INTERNATIONAL INCCOMMON12477X10626911,591SH DFND1511,59100
CALAMOS ASSET MANAGEMENT-ACOMMON12811R1041,06680,045SH DFND1580,04500
CALAMOS ASSET MANAGEMENT-ACOMMON12811R104453,400SH DFND5003,400
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171082,606202,987SH DFND14202,98700
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1086,684483,308SH DFND14483,30800
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1071,890204,720SH DFND14204,72000
CALAMOS STRAT TOT RETURN FD CFCOMMON1281251011,03290,180SH DFND1490,18000
CALAMP CORPCOMMON1281261093,775206,265SH DFND15206,26500
CALAVO GROWERS INCCOMMON12824610511,686247,066SH DFND15247,06600
CALGON CARBON CORPCOMMON12960310625712,367SH DFND1412,36700
CALGON CARBON CORPCOMMON12960310621,4251,031,061SH DFND151,031,06100
CALIFORNIA RESOURCES CORPCOMMON13057Q1075,7531,044,149SH DFND11,016,695027,454
CALIFORNIA RESOURCES CORPCOMMON13057Q107254,495SH DFND12,154,49500
CALIFORNIA RESOURCES CORPCOMMON13057Q10743378,594SH DFND1578,59400
CALIFORNIA RESOURCES CORPCOMMON13057Q1072301SH DFND15,130100
CALIFORNIA RESOURCES CORPCOMMON13057Q107173,146SH DFND2,13,14600
CALIFORNIA RESOURCES CORPCOMMON13057Q1075960SH DFND496000
CALIFORNIA RESOURCES CORPCOMMON13057Q10715828,682SH DFND9,19,094019,588
CALIFORNIA WATER SERVICE GRPCOMMON13078810216,071653,013SH DFND15653,01300
CALIX INCCOMMON13100M5091,111110,885SH DFND15110,88500
CALLAWAY GOLF COMPANYCOMMON13119310440,2615,228,700SH DFND15,228,70000
CALLAWAY GOLF COMPANYCOMMON1311931041,071139,037SH DFND15139,03700
CALLIDUS SOFTWARE INCCOMMON13123E5002,015123,373SH DFND15123,37300
CALLON PETROLEUM CORPCOMMON13123X10237969,473SH DFND1569,47300
CAL-MAINE FOODS INCCOMMON1280302022,16055,330SH DFND124,130031,200
CAL-MAINE FOODS INCCOMMON1280302023148,043SH DFND12,158,04300
CAL-MAINE FOODS INCCOMMON12803020211,420292,592SH DFND15292,59200
CAL-MAINE FOODS INCCOMMON12803020264016,400SH DFND3,116,40000
CAL-MAINE FOODS INCCOMMON1280302022897,400SH DFND5007,400
CALPINE CORP-W/ICOMMON13134730437617,000SH DFND1117,00000
CALPINE CORP-W/ICOMMON1313473041577,073SH DFND12,157,07300
CALPINE CORP-W/ICOMMON1313473044,387198,258SH DFND14198,25800
CALPINE CORP-W/ICOMMON13134730420,085907,607SH DFND15907,60700
CALPINE CORP-W/ICOMMON13134730431214,100SH DFND50014,100
CAMBREX CORPCOMMON1320111073,597166,361SH DFND15166,36100
CAMDEN NATIONAL CORPCOMMON13303410842210,583SH DFND1510,58300
CAMDEN PROPERTY TRUSTCOMMON133131102160,7782,177,389SH DFND1002,177,389
CAMDEN PROPERTY TRUSTCOMMON1331311023104,200SH DFND114,20000
CAMDEN PROPERTY TRUSTCOMMON13313110270948SH DFND12,1594800
CAMDEN PROPERTY TRUSTCOMMON1331311024,27057,833SH DFND1557,83300
CAMDEN PROPERTY TRUSTCOMMON1331311021261,700SH DFND5,1001,700
CAMDEN PROPERTY TRUSTCOMMON133131102891,200SH DFND7,5001,200
CAMDEN PROPERTY TRUSTCOMMON1331311022883,900SH DFND9,13,90000
CAMECO CORPCOMMON13321L10868541,742SH DFND1541,74200
CAMECO CORPCOMMON13321L10843226,313SH DFND2,1526,31300
CAMECO CORPCOMMON13321L10832219,654SH DFND1119,65400
CAMECO CORPCOMMON13321L1086381SH DFND12,1538100
CAMECO CORPCOMMON13321L10823214,133SH DFND1514,13300
CAMECO CORPCOMMON13321L10826316,023SH DFND2,116,02300
CAMECO CORPCOMMON13321L10820812,700SH DFND50012,700
CAMERON INTERNATIONAL CORPCOMMON13342B105153,9533,082,138SH DFND13,082,13800
CAMERON INTERNATIONAL CORPCOMMON13342B10519,529390,973SH DFND1,2390,97300
CAMERON INTERNATIONAL CORPCOMMON13342B10550210,042SH DFND1110,04200
CAMERON INTERNATIONAL CORPCOMMON13342B1051252,495SH DFND12,152,49500
CAMERON INTERNATIONAL CORPCOMMON13342B1052,04240,872SH DFND1440,87200
CAMERON INTERNATIONAL CORPCOMMON13342B1057,043140,993SH DFND15140,99300
CAMERON INTERNATIONAL CORPCOMMON13342B105771,545SH DFND15,11,54500
CAMERON INTERNATIONAL CORPCOMMON13342B10580316,083SH DFND2,116,08300
CAMERON INTERNATIONAL CORPCOMMON13342B1054599,180SH DFND5009,180
CAMERON INTERNATIONAL CORPCOMMON13342B1052,34246,878SH DFND9,246,87800
CAMPBELL SOUP COCOMMON134429109306,8706,974,318SH DFND16,974,31800
CAMPBELL SOUP COCOMMON13442910944610,135SH DFND1110,13500
CAMPBELL SOUP COCOMMON1344291091022,322SH DFND12,152,32200
CAMPBELL SOUP COCOMMON13442910981418,491SH DFND1418,49100
CAMPBELL SOUP COCOMMON1344291094,15994,513SH DFND1594,51300
CAMPBELL SOUP COCOMMON1344291093487,908SH DFND5007,908
CAMPBELL SOUP COCOMMON1344291092986,781SH DFND9,16,78100
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10533946,392SH DFND1546,39200
CAMTEK LTDCOMMONM207911055618,585SH DFND1518,58500
CAN IMPERIAL BK OF COMMERCECOMMON1360691015,23460,901SH DFND2,1560,90100
CAN IMPERIAL BK OF COMMERCECOMMON1360691012,13924,900SH DFND1,524,90000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,63419,022SH DFND1119,02200
CAN IMPERIAL BK OF COMMERCECOMMON13606910135407SH DFND12,1540700
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,69643,020SH DFND1543,02000
CAN IMPERIAL BK OF COMMERCECOMMON13606910112,519145,733SH DFND2,1145,73300
CAN IMPERIAL BK OF COMMERCECOMMON1360691017,10482,700SH DFND552,900029,800
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,81221,088SH DFND6,58,903012,185
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT13606959867031,205SH DFND2,131,20500
CANADIAN IMPERIAL BK(CM)CVT PFCONVERT1360695981,25458,382SH DFND2,1558,38200
CANADIAN NATL RAILWAY COCOMMON13637510251,398745,865SH DFND1745,86500
CANADIAN NATL RAILWAY COCOMMON13637510236,043523,045SH DFND14523,04500
CANADIAN NATL RAILWAY COCOMMON1363751028,939129,721SH DFND15129,72100
CANADIAN NATL RAILWAY COCOMMON1363751022,20031,920SH DFND2,1531,92000
CANADIAN NATL RAILWAY COCOMMON1363751025107,400SH DFND5,1007,400
CANADIAN NATL RAILWAY COCOMMON136375102163,2802,371,453SH DFND12,051,8430319,610
CANADIAN NATL RAILWAY COCOMMON1363751022,71939,484SH DFND1139,48400
CANADIAN NATL RAILWAY COCOMMON13637510222322SH DFND12,1532200
CANADIAN NATL RAILWAY COCOMMON1363751029,861143,218SH DFND15143,21800
CANADIAN NATL RAILWAY COCOMMON13637510240,979595,175SH DFND2,1595,17500
CANADIAN NATL RAILWAY COCOMMON1363751025,68582,567SH DFND3,182,56700
CANADIAN NATL RAILWAY COCOMMON1363751024,06959,100SH DFND50059,100
CANADIAN NATL RAILWAY COCOMMON1363751024,04258,700SH DFND6,527,200031,500
CANADIAN NATURAL RESOURCESCOMMON13638510172223,380SH DFND123,38000
CANADIAN NATURAL RESOURCESCOMMON13638510116,531535,317SH DFND15535,31700
CANADIAN NATURAL RESOURCESCOMMON1363851012,50281,019SH DFND2,1581,01900
CANADIAN NATURAL RESOURCESCOMMON136385101264,7008,564,430SH DFND17,877,3350687,095
CANADIAN NATURAL RESOURCESCOMMON13638510138,5531,247,385SH DFND1,21,247,38500
CANADIAN NATURAL RESOURCESCOMMON136385101531,700SH DFND1,51,70000
CANADIAN NATURAL RESOURCESCOMMON1363851011,62652,620SH DFND1152,62000
CANADIAN NATURAL RESOURCESCOMMON13638510133910,972SH DFND11,110,97200
CANADIAN NATURAL RESOURCESCOMMON13638510171823,235SH DFND11,223,23500
CANADIAN NATURAL RESOURCESCOMMON13638510122704SH DFND12,1570400
CANADIAN NATURAL RESOURCESCOMMON1363851011,32042,708SH DFND1542,70800
CANADIAN NATURAL RESOURCESCOMMON136385101286,8119,279,827SH DFND29,279,82700
CANADIAN NATURAL RESOURCESCOMMON13638510120,604666,636SH DFND2,1666,63600
CANADIAN NATURAL RESOURCESCOMMON1363851012698,698SH DFND3,18,69800
CANADIAN NATURAL RESOURCESCOMMON1363851011,84259,600SH DFND50059,600
CANADIAN NATURAL RESOURCESCOMMON1363851011,18138,200SH DFND6,515,800022,400
CANADIAN NATURAL RESOURCESCOMMON1363851014,635149,968SH DFND9,2149,96800
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T100110,362572,745SH DFND1572,74500
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10038,409199,332SH DFND14199,33200
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1004,89425,399SH DFND1525,39900
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1009394,875SH DFND2,154,87500
CANADIAN SOLAR INCCOMMON1366351091646,759SH DFND12,156,75900
CANADIAN SOLAR INCCOMMON1366351098,037332,254SH DFND15332,25400
CANON INC- SP ADRCOMMON1380063092,05064,759SH DFND1464,75900
CANON INC- SP ADRCOMMON1380063091,17537,114SH DFND1537,11400
CANTEL MEDICAL CORPCOMMON1380981086,166142,541SH DFND15142,54100
CAPELLA EDUCATION COCOMMON13959410554700SH DFND100700
CAPELLA EDUCATION COCOMMON1395941051,29416,808SH DFND1416,80800
CAPELLA EDUCATION COCOMMON1395941053,10740,366SH DFND1540,36600
CAPELLA EDUCATION COCOMMON13959410523300SH DFND3,130000
CAPITAL BANK FINANCIAL CORPCOMMON13979410139714,803SH DFND1514,80300
CAPITAL CITY BANK GROUP INCCOMMON13967410538024,466SH DFND1524,46600
CAPITAL ONE FINANCIAL CORPCOMMON14040H10588,9561,077,604SH DFND11,065,504012,100
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,23227,040SH DFND1127,04000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058089,788SH DFND12,159,78800
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,83370,664SH DFND1470,66400
CAPITAL ONE FINANCIAL CORPCOMMON14040H10536,056436,779SH DFND15436,77900
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,41217,100SH DFND3,117,10000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,11613,520SH DFND413,52000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058,957108,500SH DFND4,1108,50000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,30240,000SH DFND50040,000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058,445102,300SH DFND5,100102,300
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051491,800SH DFND61,80000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,37640,900SH DFND6,518,100022,800
CAPITAL ONE FINANCIAL CORPCOMMON14040H10595811,600SH DFND7,50011,600
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,34428,400SH DFND8,10028,400
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052232,700SH DFND9,12,70000
CAPITAL PRODUCT PARTNERS LPCOMMONY11082107597,319SH DFND157,31900
CAPITAL SENIOR LIVING CORPCOMMON14047510412,336495,203SH DFND1361,1460134,057
CAPITAL SENIOR LIVING CORPCOMMON14047510433213,316SH DFND1513,31600
CAPITAL SOUTHWEST CORPCOMMON14050110725663SH DFND12,1566300
CAPITAL SOUTHWEST CORPCOMMON1405011072,78173,367SH DFND1573,36700
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101564,399SH DFND12,154,39900
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J1011,09885,909SH DFND1585,90900
CAPSTEAD MTG CORPCOMMON14067E506211,701SH DFND11,70100
CAPSTEAD MTG CORPCOMMON14067E506332,683SH DFND12,152,68300
CAPSTEAD MTG CORPCOMMON14067E50613,3641,088,310SH DFND151,088,31000
CAPSTONE TURBINE CORPCOMMON14067D1022432,991SH DFND12,1532,99100
CAPSTONE TURBINE CORPCOMMON14067D102127171,925SH DFND15171,92500
CARBO CERAMICS INCCOMMON14078110520505SH DFND1450500
CARBO CERAMICS INCCOMMON14078110541810,430SH DFND1510,43000
CARBONITE INCCOMMON14133710525317,759SH DFND1517,75900
CARDINAL FINANCIAL CORPCOMMON14149F1091,13957,440SH DFND122,740034,700
CARDINAL FINANCIAL CORPCOMMON14149F10997749,277SH DFND1549,27700
CARDINAL FINANCIAL CORPCOMMON14149F10936718,500SH DFND3,118,50000
CARDINAL HEALTH INCCOMMON14149Y10875,620936,701SH DFND1936,70100
CARDINAL HEALTH INCCOMMON14149Y1082,36529,300SH DFND1,529,30000
CARDINAL HEALTH INCCOMMON14149Y1081,30416,150SH DFND1116,15000
CARDINAL HEALTH INCCOMMON14149Y10881810,138SH DFND12,1510,13800
CARDINAL HEALTH INCCOMMON14149Y1083394,200SH DFND134,20000
CARDINAL HEALTH INCCOMMON14149Y10876,119942,882SH DFND14942,88200
CARDINAL HEALTH INCCOMMON14149Y10830,331375,715SH DFND15375,71500
CARDINAL HEALTH INCCOMMON14149Y1084014,968SH DFND2,14,96800
CARDINAL HEALTH INCCOMMON14149Y1089,638119,384SH DFND545,900073,484
CARDINAL HEALTH INCCOMMON14149Y1081,55019,200SH DFND5,10019,200
CARDINAL HEALTH INCCOMMON14149Y1081,13814,100SH DFND614,10000
CARDINAL HEALTH INCCOMMON14149Y1085,17564,100SH DFND6,528,000036,100
CARDINAL HEALTH INCCOMMON14149Y1081,80822,400SH DFND7,50022,400
CARDINAL HEALTH INCCOMMON14149Y1088,370103,682SH DFND9,1103,68200
CARDINAL HEALTH INCCOMMON14149Y1085,24765,000SH DFND9,565,00000
CARDTRONICS INCCOMMON14161H1084,555118,068SH DFND15118,06800
CARDTRONICS INC(CATM) CVT 1 20CONVERT14161HAG318,69618,897,000SH DFND118,897,00000
CAREER EDUCATION CORPCOMMON141665109365,120SH DFND15,12000
CAREER EDUCATION CORPCOMMON141665109324,542SH DFND12,154,54200
CAREER EDUCATION CORPCOMMON1416651092,402345,110SH DFND15345,11000
CAREER EDUCATION CORPCOMMON141665109223,200SH DFND3,13,20000
CAREFUSION CORPCOMMON14170T101134,5682,267,739SH DFND12,267,73900
CAREFUSION CORPCOMMON14170T10159510,025SH DFND1110,02500
CAREFUSION CORPCOMMON14170T1011782,993SH DFND12,152,99300
CAREFUSION CORPCOMMON14170T1013,77163,545SH DFND1563,54500
CAREFUSION CORPCOMMON14170T10173612,400SH DFND50012,400
CARETRUST REIT INCCOMMON14174T10743134,962SH DFND1534,96200
CARLISLE COS INCCOMMON14233910054,912608,514SH DFND1574,197034,317
CARLISLE COS INCCOMMON14233910054601SH DFND12,1560100
CARLISLE COS INCCOMMON1423391007308,092SH DFND148,09200
CARLISLE COS INCCOMMON1423391002,96432,850SH DFND1532,85000
CARLYLE GROUPCOMMON14309L1021134,127SH DFND12,154,12700
CARLYLE GROUPCOMMON14309L10211,792428,813SH DFND15428,81300
CARMAX INCCOMMON1431301029,344140,337SH DFND1140,33700
CARMAX INCCOMMON14313010272710,918SH DFND1110,91800
CARMAX INCCOMMON1431301021782,666SH DFND12,152,66600
CARMAX INCCOMMON14313010212,704190,807SH DFND15190,80700
CARMAX INCCOMMON14313010216,932254,316SH DFND2254,31600
CARMAX INCCOMMON1431301025398,100SH DFND5008,100
CARMIKE CINEMAS INCCOMMON14343640047418,059SH DFND1518,05900
CARNIVAL CORPCOMMON1436583001,213,13326,762,257SH DFND125,677,35301,084,904
CARNIVAL CORPCOMMON14365830086819,140SH DFND1119,14000
CARNIVAL CORPCOMMON1436583003437,563SH DFND12,157,56300
CARNIVAL CORPCOMMON1436583002,12246,816SH DFND1446,81600
CARNIVAL CORPCOMMON14365830018,001397,100SH DFND15397,10000
CARNIVAL CORPCOMMON14365830016,513364,294SH DFND2364,29400
CARNIVAL CORPCOMMON14365830077517,099SH DFND50017,099
CARNIVAL CORPCOMMON1436583006,654146,784SH DFND9,1146,78400
CARNIVAL PLC-ADRCOMMON14365C1031954,330SH DFND154,33000
CARPENTER TECHNOLOGYCOMMON14428510331,027629,987SH DFND1629,98700
CARPENTER TECHNOLOGYCOMMON1442851031,66633,836SH DFND1533,83600
CARRIAGE SVCS INCCOMMON14390510725412,141SH DFND1512,14100
CARRIZO OIL & GAS INCCOMMON1445771033528,459SH DFND148,45900
CARRIZO OIL & GAS INCCOMMON1445771034,945118,871SH DFND15118,87100
CARROLS RESTAURANT GROUP INCCOMMON14574X10434545,177SH DFND1545,17700
CARTERS INCCOMMON14622910937423SH DFND12,1542300
CARTERS INCCOMMON1462291094785,477SH DFND145,47700
CARTERS INCCOMMON14622910917,408199,385SH DFND15199,38500
CASCADE MICROTECHCOMMON1473221011067,228SH DFND157,22800
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810426565,655SH DFND1565,65500
CASEY'S GENERAL STORES INCCOMMON14752810312138SH DFND113800
CASEY'S GENERAL STORES INCCOMMON14752810367738SH DFND12,1573800
CASEY'S GENERAL STORES INCCOMMON14752810311,338125,536SH DFND15125,53600
CASH AMERICA INTL INCCOMMON14754D1001,45364,253SH DFND1464,25300
CASH AMERICA INTL INCCOMMON14754D1001,34459,429SH DFND1559,42900
CASS INFORMATION SYSTEMS INCCOMMON14808P1092685,031SH DFND155,03100
CASTLE (A.M.) & COCOMMON14841110133542,028SH DFND1542,02800
CATALENT INCCOMMON1488061021,13940,844SH DFND140,84400
CATAMARAN CORPCOMMON14888710253310,300SH DFND1110,30000
CATAMARAN CORPCOMMON1488871022474,784SH DFND154,78400
CATAMARAN CORPCOMMON1488871026,562126,856SH DFND2,1126,85600
CATAMARAN CORPCOMMON1488871024248,200SH DFND5008,200
CATAMARAN CORPCOMMON1488871022,50748,452SH DFND12,1548,45200
CATAMARAN CORPCOMMON1488871021,88536,417SH DFND1436,41700
CATAMARAN CORPCOMMON14888710290,7971,754,525SH DFND151,754,52500
CATAMARAN CORPCOMMON1488871024648,959SH DFND2,158,95900
CATERPILLAR INCCOMMON149123101418,6694,574,117SH DFND14,266,2860307,831
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CATERPILLAR INCCOMMON1491231018789,596SH DFND12,159,59600
CATERPILLAR INCCOMMON1491231015,66161,849SH DFND1461,84900
CATERPILLAR INCCOMMON14912310138,189417,234SH DFND15417,23400
CATERPILLAR INCCOMMON1491231013,35936,700SH DFND3,136,70000
CATERPILLAR INCCOMMON1491231018819,626SH DFND49,62600
CATERPILLAR INCCOMMON14912310113,711149,800SH DFND4,1149,80000
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CATERPILLAR INCCOMMON1491231018,07388,200SH DFND5,10088,200
CATERPILLAR INCCOMMON1491231012,49927,300SH DFND6,512,000015,300
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CATERPILLAR INCCOMMON1491231012,25224,600SH DFND8,10024,600
CATHAY GENERAL BANCORPCOMMON1491501042,01078,557SH DFND1578,55700
CATO CORP CL ACOMMON1492051063137,431SH DFND12,157,43100
CATO CORP CL ACOMMON1492051064,13097,919SH DFND1597,91900
CAVCO INDUSTRIES INCCOMMON1495681073814,812SH DFND154,81200
CAVIUM INCCOMMON14964U108121,7771,969,862SH DFND11,898,980070,882
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CBIZ INCCOMMON1248051021,442168,502SH DFND15168,50200
CBIZ INCCOMMON12480510225930,300SH DFND50030,300
CBL & ASSOCIATES PROPERTIESCOMMON124830100512,617SH DFND12,152,61700
CBL & ASSOCIATES PROPERTIESCOMMON1248301005,494282,879SH DFND15282,87900
CBOE HOLDINGS INCCOMMON12503M10889514,116SH DFND1414,11600
CBOE HOLDINGS INCCOMMON12503M1082,59740,946SH DFND1540,94600
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1005,397600,325SH DFND14600,32500
CBRE GROUP INCCOMMON12504L1098,380244,662SH DFND1244,66200
CBRE GROUP INCCOMMON12504L10950714,800SH DFND1114,80000
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CBS CORP- CLASS B NON VOTINGCOMMON124857202121,7212,199,514SH DFND12,151,649047,865
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,30023,491SH DFND1123,49100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022564,629SH DFND12,154,62900
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,31223,704SH DFND1423,70400
CBS CORP- CLASS B NON VOTINGCOMMON12485720251,003921,623SH DFND15921,62300
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CBS CORP- CLASS B NON VOTINGCOMMON1248572021,27222,986SH DFND50022,986
CBS CORP- CLASS B NON VOTINGCOMMON1248572027,536136,170SH DFND9,1121,575014,595
CDI CORPCOMMON12507110070739,931SH DFND1539,93100
CDK GLOBAL INCCOMMON12508E1013,70590,890SH DFND190,89000
CDK GLOBAL INCCOMMON12508E101581,427SH DFND12,151,42700
CDK GLOBAL INCCOMMON12508E1012,57263,105SH DFND1563,10500
CDK GLOBAL INCCOMMON12508E101571,400SH DFND3,11,40000
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CDW CORP/DECOMMON12514G10817,367493,803SH DFND1,2493,80300
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CEDAR REALTY TRUST INCCOMMON15060220964888,300SH DFND3,188,30000
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CELADON GROUP INCCOMMON1508381001,35259,598SH DFND12,159,59800
CELADON GROUP INCCOMMON15083810089339,368SH DFND1539,36800
CELADON GROUP INCCOMMON1508381003,091136,230SH DFND6136,23000
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CELADON GROUP INCCOMMON15083810032714,401SH DFND9,614,40100
CELANESE CORP-SERIES ACOMMON1508701034627,700SH DFND117,70000
CELANESE CORP-SERIES ACOMMON150870103981,637SH DFND12,151,63700
CELANESE CORP-SERIES ACOMMON1508701032564,277SH DFND144,27700
CELANESE CORP-SERIES ACOMMON1508701031,75029,183SH DFND1529,18300
CELANESE CORP-SERIES ACOMMON15087010323,336389,193SH DFND2389,19300
CELANESE CORP-SERIES ACOMMON15087010365910,984SH DFND50010,984
CELESTICA INCCOMMON15101Q10845738,960SH DFND2,1538,96000
CELESTICA INCCOMMON15101Q1087611SH DFND12,1561100
CELESTICA INCCOMMON15101Q10824420,772SH DFND1520,77200
CELESTICA INCCOMMON15101Q10837,0063,150,769SH DFND2,13,150,76900
CELGENE CORPCOMMON151020104747,9156,686,166SH DFND16,686,16600
CELGENE CORPCOMMON15102010445400SH DFND1,540000
CELGENE CORPCOMMON1510201045374,800SH DFND104,80000
CELGENE CORPCOMMON1510201044,31238,550SH DFND1138,55000
CELGENE CORPCOMMON1510201046115,464SH DFND11,15,46400
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CELGENE CORPCOMMON1510201047,62968,204SH DFND1468,20400
CELGENE CORPCOMMON151020104836,8047,480,815SH DFND157,480,81500
CELGENE CORPCOMMON15102010421,213189,640SH DFND2189,64000
CELGENE CORPCOMMON1510201048377,482SH DFND2,17,48200
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CELGENE CORPCOMMON1510201045,77251,600SH DFND518,000033,600
CELGENE CORPCOMMON1510201045,77251,600SH DFND6,524,200027,400
CELGENE CORPCOMMON15102010419,030170,121SH DFND9,1170,12100
CELLCOM ISRAEL LTDCOMMONM2196U1099210,582SH DFND1510,58200
CELLDEX THERAPEUTICS INCCOMMON15117B1038,420461,382SH DFND1461,38200
CELLDEX THERAPEUTICS INCCOMMON15117B1031,72194,294SH DFND9,194,29400
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088997595,700SH DFND12,695,70000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908893,431336,706SH DFND15336,70600
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088922,0332,162,200SH DFND62,162,20000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908891,120109,864SH DFND9,1109,86400
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088925825,362SH DFND9,625,36200
CEMPRA INCCOMMON15130J1091,19150,643SH DFND1550,64300
CENOVUS ENERGY INCOMMON15135U109100,0174,849,395SH DFND14,207,8430641,552
CENOVUS ENERGY INCOMMON15135U10942,6412,067,496SH DFND1,22,067,49600
CENOVUS ENERGY INCOMMON15135U10975136,422SH DFND1136,42200
CENOVUS ENERGY INCOMMON15135U10915747SH DFND12,1574700
CENOVUS ENERGY INCOMMON15135U10991244,195SH DFND1544,19500
CENOVUS ENERGY INCOMMON15135U109116,0145,625,015SH DFND25,625,01500
CENOVUS ENERGY INCOMMON15135U10911,553560,142SH DFND2,1560,14200
CENOVUS ENERGY INCOMMON15135U1093,387164,217SH DFND3,1164,21700
CENOVUS ENERGY INCOMMON15135U10955226,747SH DFND50026,747
CENOVUS ENERGY INCOMMON15135U1093,240157,108SH DFND9,2157,10800
CENOVUS ENERGY INCCOMMON15135U10923,1921,124,718SH DFND11,119,20805,510
CENOVUS ENERGY INCCOMMON15135U1091,69682,233SH DFND2,1582,23300
CENOVUS ENERGY INCCOMMON15135U1091537,400SH DFND3,17,40000
CENOVUS ENERGY INCCOMMON15135U10966832,400SH DFND4,132,40000
CENOVUS ENERGY INCCOMMON15135U10950524,500SH DFND5,10024,500
CENOVUS ENERGY INCCOMMON15135U10926012,600SH DFND9,112,60000
CENTENE CORPCOMMON15135B10111,273108,550SH DFND1108,55000
CENTENE CORPCOMMON15135B1013673,538SH DFND12,153,53800
CENTENE CORPCOMMON15135B1012,53324,394SH DFND1424,39400
CENTENE CORPCOMMON15135B1015,07548,865SH DFND1548,86500
CENTENE CORPCOMMON15135B1011561,500SH DFND3,11,50000
CENTER COAST MLP & INFRASTRUCTCOMMON15146110088649,919SH DFND1449,91900
CENTERPOINT ENERGY INCCOMMON15189T10760,0102,561,239SH DFND12,561,23900
CENTERPOINT ENERGY INCCOMMON15189T10747520,286SH DFND1120,28600
CENTERPOINT ENERGY INCCOMMON15189T1072108,962SH DFND12,158,96200
CENTERPOINT ENERGY INCCOMMON15189T1076,959296,998SH DFND14296,99800
CENTERPOINT ENERGY INCCOMMON15189T1074,785204,243SH DFND15204,24300
CENTERPOINT ENERGY INCCOMMON15189T10726911,500SH DFND50011,500
CENTERPOINT ENERGY INC VQ 09-1CONVERT15189T20636,977555,000SH DFND1555,00000
CENTERSTATE BANKS INCCOMMON15201P10934629,037SH DFND1529,03700
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207581271,659SH DFND15271,65900
CENTRAL EUROPEAN MEDIACOMMONG200452021,017316,829SH DFND15316,82900
CENTRAL GARDEN & PET COCOMMON15352710622525,583SH DFND1525,58300
CENTRAL GARDEN AND PET CO-ACOMMON15352720566569,590SH DFND132,490037,100
CENTRAL GARDEN AND PET CO-ACOMMON1535272052,082218,017SH DFND15218,01700
CENTRAL GARDEN AND PET CO-ACOMMON15352720513814,400SH DFND3,114,40000
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091768,170SH DFND18,17000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040998445,762SH DFND1545,76200
CENTRAL PACIFIC FINANCIAL COCOMMON154760409884,100SH DFND3,14,10000
CENTURY ALUMINUM COMPANYCOMMON1564311084,552186,570SH DFND198,170088,400
CENTURY ALUMINUM COMPANYCOMMON1564311084,469183,136SH DFND15183,13600
CENTURY ALUMINUM COMPANYCOMMON1564311081,28852,800SH DFND3,152,80000
CENTURY BANCORP INC CL ACOMMON1564321061503,740SH DFND13,74000
CENTURY BANCORP INC CL ACOMMON15643210612311SH DFND1531100
CENTURY BANCORP INC CL ACOMMON1564321061323,300SH DFND3,13,30000
CENTURY BANCORP INC CL ACOMMON1564321061523,800SH DFND5003,800
CENTURY CASINOS INCCOMMON1564921007214,238SH DFND1514,23800
CENTURYLINK INCCOMMON15670010645,0441,138,047SH DFND11,138,04700
CENTURYLINK INCCOMMON1567001061,11528,166SH DFND1128,16600
CENTURYLINK INCCOMMON1567001061,27132,111SH DFND12,1532,11100
CENTURYLINK INCCOMMON15670010613,148332,192SH DFND14332,19200
CENTURYLINK INCCOMMON15670010674,6021,884,849SH DFND151,884,84900
CENTURYLINK INCCOMMON15670010670917,925SH DFND50017,925
CENTURYLINK INCCOMMON1567001065,118129,300SH DFND5,100129,300
CENTURYLINK INCCOMMON15670010654213,700SH DFND7,50013,700
CENTURYLINK INCCOMMON1567001061,52838,600SH DFND8,10038,600
CENTURYLINK INCCOMMON15670010678019,700SH DFND9,119,70000
CENVEO INCCOMMON15670S105539256,565SH DFND15256,56500
CEPHEID INCCOMMON15670R1073386,250SH DFND156,25000
CEPHEID(CPHD) CVT 1.25 144A 02CONVERT15670RAB319,78918,000,000SH DFND118,000,00000
CERNER CORPCOMMON1567821048,913137,840SH DFND1137,84000
CERNER CORPCOMMON15678210495114,700SH DFND1114,70000
CERNER CORPCOMMON1567821045,21980,711SH DFND12,1580,71100
CERNER CORPCOMMON1567821044,09563,336SH DFND1463,33600
CERNER CORPCOMMON156782104190,2662,942,554SH DFND152,942,55400
CERNER CORPCOMMON1567821045178,000SH DFND5008,000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910415800SH DFND1,580000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910440721,919SH DFND50021,919
CERVECERIAS UNIDAS SA (CIA) ADCOMMON2044291041588,500SH DFND9,58,50000
CEVA INCCOMMON1572101051,04257,430SH DFND1557,43000
CF INDUSTRIES HOLDINGS INCCOMMON1252691008,95632,860SH DFND132,86000
CF INDUSTRIES HOLDINGS INCCOMMON1252691006812,500SH DFND112,50000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005662,077SH DFND12,152,07700
CF INDUSTRIES HOLDINGS INCCOMMON1252691002,0787,623SH DFND147,62300
CF INDUSTRIES HOLDINGS INCCOMMON12526910031,669116,198SH DFND15116,19800
CF INDUSTRIES HOLDINGS INCCOMMON12526910072263SH DFND15,126300
CF INDUSTRIES HOLDINGS INCCOMMON1252691005181,900SH DFND5001,900
CF INDUSTRIES HOLDINGS INCCOMMON12526910018,47867,798SH DFND667,79800
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,8816,900SH DFND6,53,00003,900
CGI GROUP INCCOMMON39945C109290,4567,621,775SH DFND16,604,99501,016,780
CGI GROUP INCCOMMON39945C10942111,042SH DFND1111,04200
CGI GROUP INCCOMMON39945C1093,16683,085SH DFND1583,08500
CGI GROUP INCCOMMON39945C10951,1831,343,065SH DFND2,11,343,06500
CGI GROUP INCCOMMON39945C1099,918260,263SH DFND3,1260,26300
CGI GROUP INC CL ACOMMON39945C10960,8361,594,236SH DFND11,594,23600
CGI GROUP INC CL ACOMMON39945C10951613,517SH DFND2,1513,51700
CHAMBERS STREET PROPERTIESCOMMON1578421051,590197,304SH DFND15197,30400
CHANGYOU.COM LTDCOMMON15911M10786531,602SH DFND1531,60200
CHARLES RIVER LABORATORIESCOMMON15986410723,559370,184SH DFND1370,18400
CHARLES RIVER LABORATORIESCOMMON15986410761,692969,383SH DFND1,2969,38300
CHARLES RIVER LABORATORIESCOMMON1598641071692,661SH DFND11,22,66100
CHARLES RIVER LABORATORIESCOMMON1598641071,49923,549SH DFND12,123,54900
CHARLES RIVER LABORATORIESCOMMON1598641075919,280SH DFND149,28000
CHARLES RIVER LABORATORIESCOMMON1598641072,12133,321SH DFND1533,32100
CHARLES RIVER LABORATORIESCOMMON15986410710,499164,969SH DFND2164,96900
CHARLES RIVER LABORATORIESCOMMON1598641073,21450,505SH DFND650,50500
CHARLES RIVER LABORATORIESCOMMON1598641072,23435,106SH DFND6,10035,106
CHARLES RIVER LABORATORIESCOMMON1598641073345,253SH DFND9,65,25300
CHART INDUSTRIES INCCOMMON16115Q3081,14933,596SH DFND1533,59600
CHARTER COMMUNICATIONS INCCOMMON16117M3056333,800SH DFND113,80000
CHARTER COMMUNICATIONS INCCOMMON16117M3054,41326,485SH DFND12,1526,48500
CHARTER COMMUNICATIONS INCCOMMON16117M305157,213943,540SH DFND15943,54000
CHARTER COMMUNICATIONS INCCOMMON16117M3057164,300SH DFND5004,300
CHARTER FINANCIAL CORPCOMMON16122W10871362,300SH DFND128,300034,000
CHARTER FINANCIAL CORPCOMMON16122W10834730,272SH DFND1530,27200
CHARTER FINANCIAL CORPCOMMON16122W10823220,300SH DFND3,120,30000
CHASE CORPCOMMON16150R1045144SH DFND1514400
CHATHAM LODGING TRUSTCOMMON16208T10245015,546SH DFND1515,54600
CHC GROUP LTDCOMMONG0702110121,2276,592,374SH DFND26,592,37400
CHECK POINT SOFTWARE TECH LTDCOMMONM2246510488,3771,124,824SH DFND11,124,82400
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,55945,301SH DFND12,1545,30100
CHECK POINT SOFTWARE TECH LTDCOMMONM224651042,77635,328SH DFND1435,32800
CHECK POINT SOFTWARE TECH LTDCOMMONM22465104128,0921,630,289SH DFND151,630,28900
CHECK POINT SOFTWARE TECH LTDCOMMONM224651046918,790SH DFND2,18,79000
CHECK POINT SOFTWARE TECH LTDCOMMONM224651046,06677,200SH DFND531,600045,600
CHECK POINT SOFTWARE TECH LTDCOMMONM224651041,21415,446SH DFND9,115,44600
CHECK POINT SOFTWARE TECH LTDCOMMONM224651045,90875,200SH DFND9,575,20000
CHECKPOINT SYSTEMS INCCOMMON1628251032,201160,317SH DFND15160,31700
CHEESECAKE FACTORY (THE)COMMON16307210143,050855,698SH DFND1855,69800
CHEESECAKE FACTORY (THE)COMMON1630721012,54450,572SH DFND1550,57200
CHEESECAKE FACTORY (THE)COMMON1630721011,27025,235SH DFND9,125,23500
CHEETAH MOBILE INC CMCM ADRCOMMON16307510454235,862SH DFND1535,86200
CHEFS WAREHOUSE HOLDINGS LLCCOMMON1630861012219,575SH DFND159,57500
CHEMED CORPCOMMON16359R103118,0601,117,255SH DFND11,117,25500
CHEMED CORPCOMMON16359R1031,61315,268SH DFND1415,26800
CHEMED CORPCOMMON16359R1037,89774,734SH DFND1574,73400
CHEMICAL FINANCIAL CORPCOMMON1637311021,08935,556SH DFND1535,55600
CHEMTURA CORPCOMMON163893209351,429SH DFND12,151,42900
CHEMTURA CORPCOMMON16389320981532,970SH DFND1532,97000
CHENIERE ENERGY INCCOMMON16411R20815,711223,173SH DFND1223,17300
CHENIERE ENERGY INCCOMMON16411R20876710,900SH DFND1110,90000
CHENIERE ENERGY INCCOMMON16411R2089,299132,095SH DFND15132,09500
CHENIERE ENERGY INCCOMMON16411R20879611,300SH DFND50011,300
CHENIERE ENERGY PARTNERS LP HOCOMMON16411W10861827,412SH DFND12,1527,41200
CHENIERE ENERGY PARTNERS LP HOCOMMON16411W1081,61671,715SH DFND1571,71500
CHERRY HILL MORTGAGE INVESTMENCOMMON1646511011,54683,610SH DFND1483,61000
CHESAPEAKE ENERGY CORPCOMMON16516710759,9723,064,479SH DFND12,977,099087,380
CHESAPEAKE ENERGY CORPCOMMON165167107824,200SH DFND1,54,20000
CHESAPEAKE ENERGY CORPCOMMON16516710752927,018SH DFND1127,01800
CHESAPEAKE ENERGY CORPCOMMON16516710726013,295SH DFND12,1513,29500
CHESAPEAKE ENERGY CORPCOMMON1651671072,506128,050SH DFND14128,05000
CHESAPEAKE ENERGY CORPCOMMON1651671075,491280,579SH DFND15280,57900
CHESAPEAKE ENERGY CORPCOMMON1651671072,660135,900SH DFND3,1135,90000
CHESAPEAKE ENERGY CORPCOMMON16516710760330,813SH DFND430,81300
CHESAPEAKE ENERGY CORPCOMMON16516710711,024563,300SH DFND4,1563,30000
CHESAPEAKE ENERGY CORPCOMMON16516710788945,450SH DFND525,500019,950
CHESAPEAKE ENERGY CORPCOMMON1651671076,253319,500SH DFND5,100319,500
CHESAPEAKE ENERGY CORPCOMMON1651671071,45674,400SH DFND6,533,700040,700
CHESAPEAKE ENERGY CORPCOMMON1651671071,05553,900SH DFND8,10053,900
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ910,85411,175,000SH DFND111,175,00000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ97375,000SH DFND9,175,00000
CHESAPEAKE ENERGY CORP CVP 144CONVERT16516777613,62413,155SH DFND113,15500
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW62,9963,000,000SH DFND13,000,00000
CHESAPEAKE LODGING TRUSTCOMMON16524010214380SH DFND138000
CHESAPEAKE LODGING TRUSTCOMMON1652401023,14484,499SH DFND1584,49900
CHESAPEAKE LODGING TRUSTCOMMON1652401023028,112SH DFND15,18,11200
CHESAPEAKE UTILITIES CORPCOMMON1653031084048,140SH DFND18,14000
CHESAPEAKE UTILITIES CORPCOMMON16530310878715,842SH DFND1515,84200
CHESAPEAKE UTILITIES CORPCOMMON1653031082986,000SH DFND3,16,00000
CHEVRON CORPCOMMON166764100365,1853,255,347SH DFND13,196,310059,037
CHEVRON CORPCOMMON16676410045,126402,260SH DFND1,2402,26000
CHEVRON CORPCOMMON16676410010,25591,420SH DFND1191,42000
CHEVRON CORPCOMMON1667641008147,256SH DFND11,67,25600
CHEVRON CORPCOMMON1667641004,95444,163SH DFND12,1544,16300
CHEVRON CORPCOMMON166764100204,5651,823,542SH DFND141,823,54200
CHEVRON CORPCOMMON166764100210,7121,878,336SH DFND151,878,33600
CHEVRON CORPCOMMON16676410069617SH DFND15,161700
CHEVRON CORPCOMMON1667641009768,700SH DFND48,70000
CHEVRON CORPCOMMON1667641007,40466,000SH DFND50066,000
CHEVRON CORPCOMMON16676410026,424235,547SH DFND6235,54700
CHEVRON CORPCOMMON1667641007,48266,700SH DFND6,530,200036,500
CHEVRON CORPCOMMON1667641002,36321,062SH DFND9,121,06200
CHEVRON CORPCOMMON1667641005,42548,362SH DFND9,248,36200
CHEVRON CORPCOMMON16676410011,433101,913SH DFND9,6101,91300
CHICAGO BRIDGE & IRON CO NVCOMMON16725010922,612538,635SH DFND1538,63500
CHICAGO BRIDGE & IRON CO NVCOMMON1672501092105,000SH DFND115,00000
CHICAGO BRIDGE & IRON CO NVCOMMON16725010929698SH DFND12,1569800
CHICAGO BRIDGE & IRON CO NVCOMMON16725010998423,435SH DFND1423,43500
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,10426,309SH DFND1526,30900
CHICO'S FAS INCCOMMON16861510238,5212,376,400SH DFND12,376,40000
CHICO'S FAS INCCOMMON168615102271,667SH DFND12,151,66700
CHICO'S FAS INCCOMMON16861510244327,351SH DFND1427,35100
CHICO'S FAS INCCOMMON16861510252532,409SH DFND1532,40900
CHILDREN'S PLACE INC/THECOMMON1689051074,75083,341SH DFND1583,34100
CHIMERA INVESTMENT CORPCOMMON16934Q1091,768556,036SH DFND15556,03600
CHIMERA INVESTMENT CORPCOMMON16934Q1095617,700SH DFND50017,700
CHIMERIX INCCOMMON16934W1061,07026,577SH DFND1526,57700
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10518826,490SH DFND126,49000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10564591,038SH DFND1591,03800
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10510414,700SH DFND3,114,70000
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061281,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1064,27663,598SH DFND1563,59800
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061141,700SH DFND3,11,70000
CHINA CORD BLOOD CORP COCOMMONG211071006814,937SH DFND1514,93700
CHINA DIGITAL TV HOLDING-ADRCOMMON16938G107316103,426SH DFND15103,42600
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10488453,951SH DFND1553,95100
CHINA FINANCE ONLINE CO-ADRCOMMON16937910425147,198SH DFND1547,19800
CHINA GREEN AGRICULTURE INC CGCOMMON16943W10511374,473SH DFND1574,47300
CHINA HGS REAL ESTATE INCCOMMON16948W100499116,237SH DFND15116,23700
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1068,196139,608SH DFND15139,60800
CHINA LODGING GROUP LTD ADRCOMMON16949N1092,00176,126SH DFND1576,12600
CHINA MING YANG WIND POW-ADSCOMMON16951C1083,9931,823,198SH DFND151,823,19800
CHINA MOBILE GAMES ADRCOMMON16952T10067237,473SH DFND1537,47300
CHINA MOBILE LTD SP ADRCOMMON16941M1092674,543SH DFND14,54300
CHINA MOBILE LTD SP ADRCOMMON16941M1093,33756,730SH DFND1456,73000
CHINA MOBILE LTD SP ADRCOMMON16941M10947,276803,741SH DFND15803,74100
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1083,12638,594SH DFND1438,59400
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R10842,798528,304SH DFND15528,30400
CHINA TELECOM CORP LTD - ADRCOMMON1694261031,98433,795SH DFND1433,79500
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,89949,371SH DFND1549,37100
CHINA UNICOM LTD ADRCOMMON16945R10455841,499SH DFND1441,49900
CHINA UNICOM LTD ADRCOMMON16945R1042,593192,797SH DFND15192,79700
CHINA XD PLASTICS CO LTDCOMMON16948F10727650,810SH DFND150,81000
CHINA XD PLASTICS CO LTDCOMMON16948F107769141,648SH DFND15141,64800
CHINA XD PLASTICS CO LTDCOMMON16948F10724244,600SH DFND3,144,60000
CHINA YUCHAI INTL LTDCOMMONG210821052,521132,709SH DFND15132,70900
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M10749553,837SH DFND1553,83700
CHIPMOS TECHNOLOGIES BERMUDA LCOMMONG2110R11455823,931SH DFND1523,93100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561059,33513,637SH DFND113,63700
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0271,500SH DFND111,50000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561055377SH DFND12,157700
CHIPOTLE MEXICAN GRILL INCCOMMON16965610541,76061,007SH DFND1561,00700
CHIPOTLE MEXICAN GRILL INCCOMMON1696561051,0271,500SH DFND5001,500
CHIPOTLE MEXICAN GRILL INCCOMMON1696561053,1914,662SH DFND9,14,66200
CHIQUITA BRANDS INTLCOMMON170032809382,649SH DFND12,152,64900
CHIQUITA BRANDS INTLCOMMON17003280988461,128SH DFND1561,12800
CHIQUITA BRANDS INTL CVT 4.25CONVERT170032AT315,19115,201,000SH DFND115,201,00000
CHIQUITA BRANDS INTL CVT 4.25CONVERT170032AT3397397,000SH DFND9,1397,00000
CHOICE HOTELS INTL INCCOMMON16990510646,716833,917SH DFND1833,91700
CHOICE HOTELS INTL INCCOMMON1699051065,48597,918SH DFND1597,91800
CHRISTOPHER & BANKS CORPCOMMON17104610547182,518SH DFND1582,51800
CHUBB CORPCOMMON1712321018,86585,680SH DFND185,68000
CHUBB CORPCOMMON1712321011,20311,623SH DFND1111,62300
CHUBB CORPCOMMON1712321014784,620SH DFND12,154,62000
CHUBB CORPCOMMON17123210161,094590,455SH DFND14590,45500
CHUBB CORPCOMMON17123210189,300863,049SH DFND15863,04900
CHUBB CORPCOMMON1712321011,06010,248SH DFND50010,248
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50271524,302SH DFND1424,30200
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5022,58287,721SH DFND1587,72100
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50267422,900SH DFND7,50022,900
CHURCH & DWIGHT CO INCCOMMON1713401025206,600SH DFND116,60000
CHURCH & DWIGHT CO INCCOMMON17134010271907SH DFND12,1590700
CHURCH & DWIGHT CO INCCOMMON1713401026,32980,302SH DFND1580,30200
CHURCHILL DOWNS INCCOMMON1714841087367,725SH DFND157,72500
CHUY'S HOLDINGS INCCOMMON1716041017372SH DFND1537200
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A1021,949309,845SH DFND14309,84500
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A10231,4454,999,216SH DFND154,999,21600
CIBER INCCOMMON17163B10224,7586,974,100SH DFND16,974,10000
CIBER INCCOMMON17163B1021,122315,958SH DFND15315,95800
CIENA CORPCOMMON171779309129,0646,649,334SH DFND16,649,33400
CIENA CORPCOMMON17177930948024,712SH DFND1524,71200
CIENA CORP 3.75 144A 10-18CONVERT171779AG6619500,000SH DFND1500,00000
CIENA CORP CVT 4 12-15-20CONVERT171779AK725,47220,552,000SH DFND117,907,00002,645,000
CIGNA CORPCOMMON12550910910,890105,822SH DFND1105,82200
CIGNA CORPCOMMON1255091091,29712,599SH DFND1112,59900
CIGNA CORPCOMMON1255091093633,527SH DFND12,153,52700
CIGNA CORPCOMMON1255091094,94348,029SH DFND1448,02900
CIGNA CORPCOMMON12550910918,373178,539SH DFND15178,53900
CIGNA CORPCOMMON1255091099869,577SH DFND5009,577
CIMAREX ENERGY COCOMMON17179810167,591637,648SH DFND1637,64800
CIMAREX ENERGY COCOMMON1717981014584,318SH DFND114,31800
CIMAREX ENERGY COCOMMON17179810164603SH DFND12,1560300
CIMAREX ENERGY COCOMMON17179810111,065104,383SH DFND15104,38300
CIMAREX ENERGY COCOMMON17179810170656SH DFND15,165600
CIMAREX ENERGY COCOMMON17179810132304SH DFND2,1530400
CIMAREX ENERGY COCOMMON1717981015305,000SH DFND5005,000
CIMPRESS NVCOMMONN201461012,69035,947SH DFND1535,94700
CIMPRESS NVCOMMONN2014610124,685329,838SH DFND2329,83800
CINCINNATI BELL INCCOMMON171871106299,158SH DFND12,159,15800
CINCINNATI BELL INCCOMMON1718711062,368742,219SH DFND15742,21900
CINCINNATI FINANCIAL CORPCOMMON1720621018,090156,096SH DFND1156,09600
CINCINNATI FINANCIAL CORPCOMMON1720621014017,738SH DFND117,73800
CINCINNATI FINANCIAL CORPCOMMON1720621011342,594SH DFND12,152,59400
CINCINNATI FINANCIAL CORPCOMMON1720621015,08498,083SH DFND1498,08300
CINCINNATI FINANCIAL CORPCOMMON17206210175,8701,463,820SH DFND151,463,82000
CINEDIGM CORPCOMMON17240610063,533SH DFND153,53300
CINEMARK HOLDINGS INCCOMMON17243V10268,6351,929,031SH DFND11,824,1280104,903
CINEMARK HOLDINGS INCCOMMON17243V102591,672SH DFND12,151,67200
CINEMARK HOLDINGS INCCOMMON17243V1021,67347,033SH DFND1447,03300
CINEMARK HOLDINGS INCCOMMON17243V1021,11631,365SH DFND1531,36500
CINTAS CORPCOMMON17290810519,033242,642SH DFND1240,28202,360
CINTAS CORPCOMMON1729081053814,859SH DFND114,85900
CINTAS CORPCOMMON172908105851,085SH DFND12,151,08500
CINTAS CORPCOMMON1729081057,48895,466SH DFND1495,46600
CINTAS CORPCOMMON1729081054,59558,582SH DFND1558,58200
CINTAS CORPCOMMON1729081052433,100SH DFND3,13,10000
CINTAS CORPCOMMON1729081051,02013,000SH DFND4,113,00000
CINTAS CORPCOMMON1729081052,10226,800SH DFND5,10026,800
CINTAS CORPCOMMON1729081052513,200SH DFND7,5003,200
CINTAS CORPCOMMON1729081053224,100SH DFND8,1004,100
CINTAS CORPCOMMON1729081054005,100SH DFND9,15,10000
CIRCOR INTERNATIONAL INCCOMMON17273K1093225,343SH DFND145,34300
CIRCOR INTERNATIONAL INCCOMMON17273K1091,45424,119SH DFND1524,11900
CIRRUS LOGIC INCCOMMON1727551003,556150,886SH DFND14150,88600
CIRRUS LOGIC INCCOMMON1727551005,784245,380SH DFND15245,38000
CISCO SYSTEMS INCCOMMON17275R1021,029,31137,005,597SH DFND135,372,84201,632,755
CISCO SYSTEMS INCCOMMON17275R1021,74762,800SH DFND1,562,80000
CISCO SYSTEMS INCCOMMON17275R1022,976107,000SH DFND10107,00000
CISCO SYSTEMS INCCOMMON17275R1026,870246,986SH DFND11246,98600
CISCO SYSTEMS INCCOMMON17275R10234,6451,245,550SH DFND12,151,245,55000
CISCO SYSTEMS INCCOMMON17275R102184,3126,626,356SH DFND146,626,35600
CISCO SYSTEMS INCCOMMON17275R1021,262,05845,373,279SH DFND1545,373,27900
CISCO SYSTEMS INCCOMMON17275R102802,868SH DFND15,12,86800
CISCO SYSTEMS INCCOMMON17275R102117,8154,235,655SH DFND24,235,65500
CISCO SYSTEMS INCCOMMON17275R10213,930500,808SH DFND2,1500,80800
CISCO SYSTEMS INCCOMMON17275R1025,201187,000SH DFND3,1187,00000
CISCO SYSTEMS INCCOMMON17275R1021,27845,962SH DFND445,96200
CISCO SYSTEMS INCCOMMON17275R10220,995754,800SH DFND4,1754,80000
CISCO SYSTEMS INCCOMMON17275R10211,321407,001SH DFND578,1000328,901
CISCO SYSTEMS INCCOMMON17275R10214,887535,200SH DFND5,100535,200
CISCO SYSTEMS INCCOMMON17275R10269024,800SH DFND624,80000
CISCO SYSTEMS INCCOMMON17275R10210,670383,600SH DFND6,5178,0000205,600
CISCO SYSTEMS INCCOMMON17275R1022,17078,000SH DFND7,50078,000
CISCO SYSTEMS INCCOMMON17275R1023,104111,600SH DFND8,100111,600
CISCO SYSTEMS INCCOMMON17275R1029,891355,599SH DFND9,1228,5440127,055
CISCO SYSTEMS INCCOMMON17275R1022,851102,500SH DFND9,5102,50000
CIT GROUP INCCOMMON12558180113,507282,400SH DFND1276,19006,210
CIT GROUP INCCOMMON1255818012,71256,700SH DFND1,556,70000
CIT GROUP INCCOMMON1255818014409,200SH DFND119,20000
CIT GROUP INCCOMMON1255818011282,668SH DFND12,152,66800
CIT GROUP INCCOMMON1255818014078,500SH DFND138,50000
CIT GROUP INCCOMMON12558180168314,272SH DFND1414,27200
CIT GROUP INCCOMMON1255818012,40250,222SH DFND1550,22200
CIT GROUP INCCOMMON1255818013928,200SH DFND3,18,20000
CIT GROUP INCCOMMON1255818011,97141,200SH DFND4,141,20000
CIT GROUP INCCOMMON1255818018,968187,500SH DFND588,100099,400
CIT GROUP INCCOMMON1255818011,84138,500SH DFND5,10038,500
CIT GROUP INCCOMMON1255818014118,600SH DFND68,60000
CIT GROUP INCCOMMON1255818013,78379,100SH DFND6,542,500036,600
CIT GROUP INCCOMMON12558180176516,000SH DFND7,50016,000
CIT GROUP INCCOMMON1255818013597,500SH DFND8,1007,500
CIT GROUP INCCOMMON1255818011633,400SH DFND9,13,40000
CIT GROUP INCCOMMON1255818015,720119,600SH DFND9,5119,60000
CITI TRENDS INCCOMMON17306X10228711,380SH DFND111,38000
CITI TRENDS INCCOMMON17306X10270427,871SH DFND1527,87100
CITI TRENDS INCCOMMON17306X10230312,000SH DFND3,112,00000
CITIGROUP INC COMCOMMON1729674242,272,49741,997,725SH DFND139,587,31102,410,414
CITIGROUP INC COMCOMMON1729674247,565139,800SH DFND1,5139,80000
CITIGROUP INC COMCOMMON17296742491016,819SH DFND1,616,81900
CITIGROUP INC COMCOMMON1729674247,910146,182SH DFND11146,18200
CITIGROUP INC COMCOMMON1729674243,51264,914SH DFND12,1564,91400
CITIGROUP INC COMCOMMON1729674241,53128,288SH DFND12,628,28800
CITIGROUP INC COMCOMMON1729674241,22322,600SH DFND1322,60000
CITIGROUP INC COMCOMMON1729674244468,249SH DFND13,68,24900
CITIGROUP INC COMCOMMON1729674246,106112,852SH DFND14112,85200
CITIGROUP INC COMCOMMON17296742488,0231,626,738SH DFND151,626,73800
CITIGROUP INC COMCOMMON1729674241102,029SH DFND2,62,02900
CITIGROUP INC COMCOMMON1729674244,84389,500SH DFND3,189,50000
CITIGROUP INC COMCOMMON1729674241,28023,653SH DFND423,65300
CITIGROUP INC COMCOMMON17296742421,541398,100SH DFND4,1398,10000
CITIGROUP INC COMCOMMON17296742417,239318,600SH DFND5137,4000181,200
CITIGROUP INC COMCOMMON17296742412,959239,498SH DFND5,100239,498
CITIGROUP INC COMCOMMON172967424139,4342,576,866SH DFND62,576,86600
CITIGROUP INC COMCOMMON17296742412,094223,500SH DFND6,5112,7000110,800
CITIGROUP INC COMCOMMON1729674243,19859,100SH DFND8,10059,100
CITIGROUP INC COMCOMMON17296742416,933312,945SH DFND9,1167,7610145,184
CITIZENS & NORTHERN CORPCOMMON1729221061487,150SH DFND17,15000
CITIZENS & NORTHERN CORPCOMMON17292210628313,707SH DFND1513,70700
CITIZENS & NORTHERN CORPCOMMON1729221061869,000SH DFND3,19,00000
CITIZENS FINANCIAL GROUP INC CCOMMON174610105176,8157,112,439SH DFND16,480,5480631,891
CITIZENS FINANCIAL GROUP INC CCOMMON174610105146SH DFND154600
CITIZENS INCCOMMON17474010028737,795SH DFND1537,79500
CITRIX SYSTEMS INCCOMMON177376100575,7729,024,634SH DFND18,682,3850342,249
CITRIX SYSTEMS INCCOMMON1773761005208,146SH DFND118,14600
CITRIX SYSTEMS INCCOMMON1773761002,47038,721SH DFND12,1538,72100
CITRIX SYSTEMS INCCOMMON1773761002,77743,523SH DFND1443,52300
CITRIX SYSTEMS INCCOMMON17737610092,1421,444,234SH DFND151,444,23400
CITRIX SYSTEMS INCCOMMON17737610080412,599SH DFND2,112,59900
CITRIX SYSTEMS INCCOMMON1773761003245,073SH DFND5005,073
CITRIX SYSTEMS INCCOMMON1773761003,67057,522SH DFND9,132,494025,028
CITRIX SYSTEMS INC(CTXS)CVT144CONVERT177376AC4120,957114,855,000SH DFND1106,556,00008,299,000
CITY HOLDING COCOMMON17783510512264SH DFND126400
CITY HOLDING COCOMMON1778351055,038108,270SH DFND15108,27000
CITY NATIONAL CORPCOMMON17856610545556SH DFND12,1555600
CITY NATIONAL CORPCOMMON1785661051,62920,164SH DFND1520,16400
CIVEO CORPCOMMON17878710714234,458SH DFND12,1534,45800
CIVEO CORPCOMMON178787107297,176SH DFND147,17600
CIVEO CORPCOMMON1787871071,117271,678SH DFND15271,67800
CLARCOR INCCOMMON1798951073,19747,977SH DFND1547,97700
CLAYTON WILLIAMS ENERGY INCCOMMON9694901011,36921,460SH DFND121,46000
CLAYTON WILLIAMS ENERGY INCCOMMON9694901013,18449,900SH DFND1549,90000
CLAYTON WILLIAMS ENERGY INCCOMMON96949010186813,600SH DFND3,113,60000
CLEAN ENERGY FUELS CORPCOMMON184499101822164,491SH DFND15164,49100
CLEAN HARBORS INCCOMMON18449610759,2931,233,981SH DFND11,184,741049,240
CLEAN HARBORS INCCOMMON18449610730627SH DFND12,1562700
CLEAN HARBORS INCCOMMON1844961071,18