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 ACOMMON68243Q10616914,295SH DFND12,1514,29500
1-800-FLOWERS.COM INC-CL ACOMMON68243Q1064,275361,359SH DFND15361,35900
1ST SOURCE CORPCOMMON33690110357117,761SH DFND1517,76100
21VIANET GROUP INC ADRCOMMON90138A1031,46783,075SH DFND1,483,07500
21VIANET GROUP INC ADRCOMMON90138A1031116,291SH DFND11,46,29100
21VIANET GROUP INC ADRCOMMON90138A10315,938902,488SH DFND12,4902,48800
21VIANET GROUP INC ADRCOMMON90138A1032,130120,591SH DFND15120,59100
21VIANET GROUP INC ADRCOMMON90138A1031,29473,293SH DFND473,29300
21VIANET GROUP INC ADRCOMMON90138A1035,703322,960SH DFND9,4322,96000
3D SYSTEMS CORPORATIONCOMMON88554D20594334,391SH DFND1534,39100
3M COCOMMON88579Y10134,118206,839SH DFND1201,83905,000
3M COCOMMON88579Y1014,10324,877SH DFND1124,87700
3M COCOMMON88579Y1018395,084SH DFND12,155,08400
3M COCOMMON88579Y101112,956684,790SH DFND14684,79000
3M COCOMMON88579Y10188,338535,546SH DFND15535,54600
3M COCOMMON88579Y10145,791277,605SH DFND2277,60500
3M COCOMMON88579Y1011,0726,500SH DFND3,16,50000
3M COCOMMON88579Y1013,46020,979SH DFND420,97900
3M COCOMMON88579Y1015,00630,350SH DFND4,130,35000
3M COCOMMON88579Y1013,79423,000SH DFND50023,000
3M COCOMMON88579Y1011,0566,400SH DFND5,1006,400
3M COCOMMON88579Y1011,96311,900SH DFND611,90000
3M COCOMMON88579Y1014,88329,600SH DFND6,513,400016,200
3M COCOMMON88579Y1013,36520,400SH DFND8,10020,400
500.COM LTD ADRCOMMON33829R10064459,704SH DFND1559,70400
51JOB INC-ADRCOMMON31682710432,4541,005,871SH DFND12,61,005,87100
51JOB INC-ADRCOMMON3168271041,56148,373SH DFND1548,37300
51JOB INC-ADRCOMMON31682710426800SH DFND280000
51JOB INC-ADRCOMMON3168271041956,050SH DFND2,16,05000
51JOB INC-ADRCOMMON31682710442013,003SH DFND2,613,00300
51JOB INC-ADRCOMMON31682710425,348785,628SH DFND4785,62800
51JOB INC-ADRCOMMON31682710438,0341,178,800SH DFND6632,1410546,659
51JOB INC-ADRCOMMON3168271041163,604SH DFND9,63,60400
58.COM INC ADRCOMMON31680Q1043,88673,479SH DFND1573,47900
8X8 INCCOMMON2829141001,823217,063SH DFND15217,06300
AAON INCCOMMON0003602061,15046,882SH DFND1546,88200
AAR CORPCOMMON0003611053,973129,422SH DFND15129,42200
AARON'S INC-CL ACOMMON00253530030,3541,072,210SH DFND11,072,21000
AARON'S INC-CL ACOMMON0025353001184,180SH DFND11,14,18000
AARON'S INC-CL ACOMMON002535300351,240SH DFND12,151,24000
AARON'S INC-CL ACOMMON0025353001,00535,483SH DFND1535,48300
ABAXIS INCCOMMON0025671053,34952,240SH DFND1552,24000
ABB LTD-SPON ADRCOMMON00037520456,2172,655,489SH DFND12,655,48900
ABB LTD-SPON ADRCOMMON0003752043,342157,856SH DFND14157,85600
ABB LTD-SPON ADRCOMMON00037520421,5121,016,178SH DFND151,016,17800
ABB LTD-SPON ADRCOMMON00037520426,5301,253,193SH DFND21,253,19300
ABBOTT LABORATORIESCOMMON00282410014,097304,270SH DFND1304,27000
ABBOTT LABORATORIESCOMMON0028241002,84961,501SH DFND1161,50100
ABBOTT LABORATORIESCOMMON00282410075216,229SH DFND11,216,22900
ABBOTT LABORATORIESCOMMON00282410066614,370SH DFND12,1514,37000
ABBOTT LABORATORIESCOMMON00282410048,6571,050,218SH DFND141,050,21800
ABBOTT LABORATORIESCOMMON002824100135,7852,930,819SH DFND152,930,81900
ABBOTT LABORATORIESCOMMON00282410095,1372,053,466SH DFND22,053,46600
ABBOTT LABORATORIESCOMMON0028241002,67357,700SH DFND54,800052,900
ABBOTT LABORATORIESCOMMON0028241002,25248,600SH DFND6,524,300024,300
ABBVIE INCCOMMON00287Y109349,1595,964,449SH DFND15,888,987075,462
ABBVIE INCCOMMON00287Y1097,054120,500SH DFND1,5120,50000
ABBVIE INCCOMMON00287Y1094688,000SH DFND108,00000
ABBVIE INCCOMMON00287Y1093,81165,101SH DFND1165,10100
ABBVIE INCCOMMON00287Y1094437,561SH DFND12,157,56100
ABBVIE INCCOMMON00287Y10973212,500SH DFND1312,50000
ABBVIE INCCOMMON00287Y10927,249465,482SH DFND14465,48200
ABBVIE INCCOMMON00287Y10919,838338,881SH DFND15338,88100
ABBVIE INCCOMMON00287Y1092173,700SH DFND3,13,70000
ABBVIE INCCOMMON00287Y10968711,729SH DFND411,72900
ABBVIE INCCOMMON00287Y1097,821133,600SH DFND517,0000116,600
ABBVIE INCCOMMON00287Y1095,62096,000SH DFND696,00000
ABBVIE INCCOMMON00287Y1096,674114,000SH DFND6,554,700059,300
ABBVIE INCCOMMON00287Y10980213,700SH DFND7,50013,700
ABBVIE INCCOMMON00287Y10914,478247,323SH DFND9,1247,32300
ABENGOA SA ABGB ADRCOMMON00289R20170238,767SH DFND1538,76700
ABENGOA YIELD PLCCOMMONG0034910347113,930SH DFND1413,93000
ABENGOA YIELD PLCCOMMONG003491032,33869,208SH DFND1569,20800
ABERCROMBIE & FITCH CO CL ACOMMON00289620786,3813,919,281SH DFND13,919,28100
ABERCROMBIE & FITCH CO CL ACOMMON002896207502,250SH DFND12,152,25000
ABERCROMBIE & FITCH CO CL ACOMMON0028962072,426110,084SH DFND14110,08400
ABERCROMBIE & FITCH CO CL ACOMMON0028962073,147142,767SH DFND15142,76700
ABERCROMBIE & FITCH CO CL ACOMMON0028962072129,600SH DFND3,19,60000
ABERDEEN ASIA-PAC INCOME FD CECOMMON00300910712,0672,242,930SH DFND152,242,93000
ABIOMED INCCOMMON00365410012,100169,042SH DFND15169,04200
ABM INDUSTRIES INCCOMMON00095710014447SH DFND144700
ABM INDUSTRIES INCCOMMON000957100381,179SH DFND12,151,17900
ABM INDUSTRIES INCCOMMON0009571003,14598,702SH DFND1598,70200
ABRAXAS PETROLEUM CORP (NEV)COMMON00383010618155,814SH DFND1555,81400
ACACIA RESEARCH - ACACIA TECCOMMON003881307898,329SH DFND158,32900
ACADIA HEALTHCARE CO INCCOMMON00404A10920,158281,535SH DFND1196,935084,600
ACADIA HEALTHCARE CO INCCOMMON00404A10976410,666SH DFND1410,66600
ACADIA HEALTHCARE CO INCCOMMON00404A1097,323102,270SH DFND15102,27000
ACADIA PHARMACEUTICALS INCCOMMON00422510812,140372,499SH DFND1372,49900
ACADIA PHARMACEUTICALS INCCOMMON0042251083,22398,882SH DFND9,198,88200
ACADIA REALTY TRUSTCOMMON00423910938,0871,091,940SH DFND129,68101,062,259
ACADIA REALTY TRUSTCOMMON0042391093,504100,456SH DFND15100,45600
ACADIA REALTY TRUSTCOMMON00423910977922,341SH DFND15,122,34100
ACCENTURE PLC - CL ACOMMONG1151C10112,599134,475SH DFND1134,47500
ACCENTURE PLC - CL ACOMMONG1151C1011,21813,000SH DFND1013,00000
ACCENTURE PLC - CL ACOMMONG1151C1012,40225,636SH DFND1125,63600
ACCENTURE PLC - CL ACOMMONG1151C1014554,860SH DFND12,154,86000
ACCENTURE PLC - CL ACOMMONG1151C10153,134567,125SH DFND14567,12500
ACCENTURE PLC - CL ACOMMONG1151C10176,542816,972SH DFND15816,97200
ACCENTURE PLC - CL ACOMMONG1151C101122,3951,306,385SH DFND21,306,38500
ACCENTURE PLC - CL ACOMMONG1151C1012,14622,900SH DFND50022,900
ACCESS NATIONAL CORPCOMMON00433710167636,090SH DFND136,09000
ACCESS NATIONAL CORPCOMMON0043371015248SH DFND1524800
ACCESS NATIONAL CORPCOMMON00433710126013,900SH DFND3,113,90000
ACCO BRANDS CORPCOMMON00081T1085,224628,630SH DFND1396,1300232,500
ACCO BRANDS CORPCOMMON00081T1081,795216,063SH DFND15216,06300
ACCO BRANDS CORPCOMMON00081T1081,122135,000SH DFND3,1135,00000
ACCURAY INCCOMMON00439710522223,922SH DFND1523,92200
ACCURIDE CORPCOMMON00439T20637680,683SH DFND1580,68300
ACE LTDCOMMONH0023R10593,355837,339SH DFND1837,33900
ACE LTDCOMMONH0023R1051,50613,508SH DFND1113,50800
ACE LTDCOMMONH0023R1055364,811SH DFND12,154,81100
ACE LTDCOMMONH0023R10533,276298,468SH DFND14298,46800
ACE LTDCOMMONH0023R105116,3281,043,391SH DFND151,043,39100
ACE LTDCOMMONH0023R10528,383254,583SH DFND2254,58300
ACE LTDCOMMONH0023R1051861,667SH DFND3,11,66700
ACE LTDCOMMONH0023R1051,41612,700SH DFND50012,700
ACETO CORPCOMMON0044461001,75079,547SH DFND1579,54700
ACHILLION PHARMACEUTICALS INCCOMMON00448Q20117,0271,726,836SH DFND151,726,83600
ACI WORLDWIDE INCCOMMON0044981011,18154,510SH DFND1554,51000
ACORDA THERAPEUTICS INCCOMMON00484M10676422,950SH DFND122,95000
ACORDA THERAPEUTICS INCCOMMON00484M10617,744533,186SH DFND15533,18600
ACORDA THERAPEUTICS INCCOMMON00484M1061334,000SH DFND3,14,00000
ACORDA THERAPEUTICS INCCOMMON00484M1062908,700SH DFND5008,700
ACTAVIS PLCCOMMONG0083B108712,2592,393,183SH DFND12,393,18300
ACTAVIS PLCCOMMONG0083B1084,58415,401SH DFND1115,40100
ACTAVIS PLCCOMMONG0083B108282948SH DFND11,194800
ACTAVIS PLCCOMMONG0083B108220738SH DFND12,1573800
ACTAVIS PLCCOMMONG0083B1085,40618,165SH DFND1418,16500
ACTAVIS PLCCOMMONG0083B108138,403465,031SH DFND15465,03100
ACTAVIS PLCCOMMONG0083B1088692,920SH DFND32,92000
ACTAVIS PLCCOMMONG0083B1084,21514,161SH DFND50014,161
ACTAVIS PLCCOMMONG0083B1082,6318,840SH DFND5,1008,840
ACTAVIS PLCCOMMONG0083B1081,1293,793SH DFND6,51,69402,099
ACTAVIS PLCCOMMONG0083B1081,2254,115SH DFND8,1004,115
ACTAVIS PLCCOMMONG0083B10833,099111,211SH DFND9,1111,21100
ACTAVIS PLC CVT PFD 5.50CONVERTG0083B11630,36030,000SH DFND130,00000
ACTIVISION BLIZZARD INCCOMMON00507V10926,9491,185,889SH DFND11,185,88900
ACTIVISION BLIZZARD INCCOMMON00507V10913,483593,290SH DFND1,2593,29000
ACTIVISION BLIZZARD INCCOMMON00507V1091,59570,200SH DFND1,570,20000
ACTIVISION BLIZZARD INCCOMMON00507V10946720,568SH DFND1120,56800
ACTIVISION BLIZZARD INCCOMMON00507V1094,030177,351SH DFND12,15177,35100
ACTIVISION BLIZZARD INCCOMMON00507V1091,38460,924SH DFND1460,92400
ACTIVISION BLIZZARD INCCOMMON00507V109131,0825,768,168SH DFND155,768,16800
ACTIVISION BLIZZARD INCCOMMON00507V10932714,368SH DFND314,36800
ACTIVISION BLIZZARD INCCOMMON00507V1091,66173,100SH DFND524,800048,300
ACTIVISION BLIZZARD INCCOMMON00507V1092,286100,600SH DFND6,543,900056,700
ACTIVISION BLIZZARD INCCOMMON00507V1092028,893SH DFND9,18,89300
ACTUA CORP COMCOMMON005094107181,190SH DFND12,151,19000
ACTUA CORP COMCOMMON0050941072,822182,195SH DFND15182,19500
ACTUANT CORP CL ACOMMON00508X20311465SH DFND146500
ACTUANT CORP CL ACOMMON00508X20385435,993SH DFND1435,99300
ACTUANT CORP CL ACOMMON00508X2035,175217,992SH DFND15217,99200
ACUITY BRANDS INCCOMMON00508Y10272,159429,110SH DFND1429,11000
ACUITY BRANDS INCCOMMON00508Y1022371,410SH DFND12,151,41000
ACUITY BRANDS INCCOMMON00508Y1021,3918,272SH DFND148,27200
ACUITY BRANDS INCCOMMON00508Y1025,73834,123SH DFND1534,12300
ACXIOM CORPCOMMON0051251091,49180,665SH DFND1580,66500
ADAMS RESOURCES & ENERGY INCCOMMON0063513082043,030SH DFND13,03000
ADAMS RESOURCES & ENERGY INCCOMMON0063513082944,370SH DFND154,37000
ADAMS RESOURCES & ENERGY INCCOMMON00635130827400SH DFND3,140000
ADDUS HOMECARE CORPCOMMON0067391064158SH DFND1515800
ADDUS HOMECARE CORPCOMMON006739106813,500SH DFND3,13,50000
ADECOAGRO SACOMMONL0084910681679,845SH DFND1579,84500
ADOBE SYSTEMS INCCOMMON00724F101231,3263,128,562SH DFND12,868,3530260,209
ADOBE SYSTEMS INCCOMMON00724F1011,42819,313SH DFND1119,31300
ADOBE SYSTEMS INCCOMMON00724F1018,901120,381SH DFND12,15120,38100
ADOBE SYSTEMS INCCOMMON00724F1011,38418,713SH DFND1418,71300
ADOBE SYSTEMS INCCOMMON00724F101293,8333,973,933SH DFND153,973,93300
ADOBE SYSTEMS INCCOMMON00724F1013294,449SH DFND34,44900
ADOBE SYSTEMS INCCOMMON00724F1016498,781SH DFND48,78100
ADOBE SYSTEMS INCCOMMON00724F1011,30317,626SH DFND50017,626
ADOBE SYSTEMS INCCOMMON00724F10110,805146,131SH DFND6146,13100
ADT CORP-THECOMMON00101J10610,758259,098SH DFND1259,09800
ADT CORP-THECOMMON00101J1062987,189SH DFND117,18900
ADT CORP-THECOMMON00101J1061122,703SH DFND12,152,70300
ADT CORP-THECOMMON00101J1063,81891,955SH DFND1491,95500
ADT CORP-THECOMMON00101J10615,780380,064SH DFND15380,06400
ADT CORP-THECOMMON00101J1063378,106SH DFND5008,106
ADTRAN INCCOMMON00738A10682344,092SH DFND1444,09200
ADTRAN INCCOMMON00738A1064,626247,754SH DFND15247,75400
ADVANCE AUTO PARTSCOMMON00751Y10647,793319,283SH DFND1319,28300
ADVANCE AUTO PARTSCOMMON00751Y1064392,935SH DFND112,93500
ADVANCE AUTO PARTSCOMMON00751Y10667447SH DFND12,1544700
ADVANCE AUTO PARTSCOMMON00751Y1064,23828,315SH DFND1428,31500
ADVANCE AUTO PARTSCOMMON00751Y10610,61470,908SH DFND1570,90800
ADVANCE AUTO PARTSCOMMON00751Y1063732,494SH DFND32,49400
ADVANCED ENERGY INDUSTRIESCOMMON0079731003,612140,757SH DFND1140,75700
ADVANCED ENERGY INDUSTRIESCOMMON0079731006,835266,367SH DFND15266,36700
ADVANCED MICRO DEVICESCOMMON0079031074717,660SH DFND12,1517,66000
ADVANCED MICRO DEVICESCOMMON0079031071,183441,598SH DFND15441,59800
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4041,253174,021SH DFND14174,02100
ADVANCED SEMICONDUCTOR ENGINEECOMMON00756M4043,780524,960SH DFND15524,96000
ADVANTAGE OIL & GAS LTDCOMMON00765F101427,830SH DFND157,83000
ADVANTAGE OIL & GAS LTDCOMMON00765F10156,17910,433,083SH DFND210,433,08300
ADVANTAGE OIL & GAS LTDCOMMON00765F1016411,800SH DFND50011,800
ADVANTAGE OIL & GAS LTDCOMMON00765F1018115,104SH DFND1515,10400
ADVENT CLAYMORE CONVERTIBLE CECOMMON0076391072,021300,751SH DFND14300,75100
ADVENT CLAYMORE CVT SEC& INC CCOMMON00764C1092,987172,842SH DFND14172,84200
ADVENT SOFTWARE INCCOMMON0079741081,85442,033SH DFND1542,03300
ADVISORY BOARD CO/ THECOMMON00762W10754310,198SH DFND1510,19800
AECOMCOMMON00766T100100,7283,268,259SH DFND13,268,25900
AECOMCOMMON00766T100622,000SH DFND1,52,00000
AECOMCOMMON00766T100832,687SH DFND12,152,68700
AECOMCOMMON00766T1003,01297,720SH DFND1497,72000
AECOMCOMMON00766T1001,97864,184SH DFND1564,18400
AECOMCOMMON00766T10039112,700SH DFND50012,700
AECOMCOMMON00766T10076424,800SH DFND6,511,100013,700
AEGEAN MARINE PETROLEUM NETWCOMMONY0017S1021,600111,356SH DFND15111,35600
AEGION CORPCOMMON00770F1043,619200,500SH DFND1200,50000
AEGION CORPCOMMON00770F10422312,351SH DFND1412,35100
AEGION CORPCOMMON00770F10422,0931,224,012SH DFND151,224,01200
AEGON NV AMER REG SHRCOMMON00792410326633,526SH DFND1533,52600
AEP INDUSTRIES INCCOMMON00103110398417,880SH DFND1517,88000
AERCAP HOLDINGS NVCOMMONN009851061,46133,476SH DFND1533,47600
AEROPOSTALE INCCOMMON0078651081,915551,956SH DFND15551,95600
AEROVIRONMENT INCCOMMON008073108642,420SH DFND12,152,42000
AEROVIRONMENT INCCOMMON0080731081,66462,783SH DFND1562,78300
AES CORPORATIONCOMMON00130H10510,673830,561SH DFND1830,56100
AES CORPORATIONCOMMON00130H10535727,816SH DFND1127,81600
AES CORPORATIONCOMMON00130H10527721,551SH DFND12,1521,55100
AES CORPORATIONCOMMON00130H10532124,999SH DFND1424,99900
AES CORPORATIONCOMMON00130H1056,185481,336SH DFND15481,33600
AES CORPORATIONCOMMON00130H10522017,131SH DFND50017,131
AES CORPORATIONCOMMON00130H10553141,300SH DFND6,518,700022,600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10854,313509,834SH DFND1509,83400
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,53514,412SH DFND1114,41200
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1084894,586SH DFND12,154,58600
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10815,413144,680SH DFND14144,68000
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10816,003150,218SH DFND15150,21800
AETNA US HEALTHCARE INC -NEWCOMMON00817Y1081,72716,210SH DFND50016,210
AETNA US HEALTHCARE INC -NEWCOMMON00817Y10810,45098,092SH DFND9,198,09200
AFFILIATED MANAGERS GROUPCOMMON00825210883,100386,906SH DFND1371,760015,146
AFFILIATED MANAGERS GROUPCOMMON0082521085152,400SH DFND112,40000
AFFILIATED MANAGERS GROUPCOMMON00825210854250SH DFND12,1525000
AFFILIATED MANAGERS GROUPCOMMON0082521081,8938,815SH DFND148,81500
AFFILIATED MANAGERS GROUPCOMMON0082521086,45830,070SH DFND1530,07000
AFFILIATED MANAGERS GROUPCOMMON00825210817,59581,920SH DFND281,92000
AFFILIATED MANAGERS GROUPCOMMON00825210813,41162,439SH DFND662,43900
AFFYMETRIX INCCOMMON00826T10857,5404,581,198SH DFND14,581,19800
AFFYMETRIX INCCOMMON00826T1081,888150,294SH DFND12,1150,29400
AFFYMETRIX INCCOMMON00826T1086,638528,542SH DFND15528,54200
AFFYMETRIX INCCOMMON00826T10854943,700SH DFND3,143,70000
AFFYMETRIX INCCOMMON00826T1084,185333,222SH DFND6333,22200
AFFYMETRIX INCCOMMON00826T1083,087245,812SH DFND6,100245,812
AFFYMETRIX INCCOMMON00826T10849939,747SH DFND9,639,74700
AFLAC INCCOMMON001055102248,7083,885,457SH DFND13,797,569087,888
AFLAC INCCOMMON0010551021,17718,394SH DFND1118,39400
AFLAC INCCOMMON0010551024817,513SH DFND12,157,51300
AFLAC INCCOMMON00105510252,121814,261SH DFND14814,26100
AFLAC INCCOMMON00105510271,6751,119,753SH DFND151,119,75300
AFLAC INCCOMMON0010551025087,944SH DFND27,94400
AFLAC INCCOMMON0010551021,18218,462SH DFND50018,462
AFLAC INCCOMMON0010551021,63825,590SH DFND9,125,59000
AG MORTGAGE INVESTMENT TRUST ICOMMON0012281052,114112,206SH DFND14112,20600
AG MORTGAGE INVESTMENT TRUST ICOMMON00122810598952,487SH DFND1552,48700
AGCO CORPCOMMON0010841021863,900SH DFND113,90000
AGCO CORPCOMMON001084102962,024SH DFND12,152,02400
AGCO CORPCOMMON0010841021,28226,910SH DFND1426,91000
AGCO CORPCOMMON0010841027,863165,057SH DFND15165,05700
AGILENT TECHNOLOGIES INCCOMMON00846U10160,6121,458,766SH DFND11,458,76600
AGILENT TECHNOLOGIES INCCOMMON00846U10159214,249SH DFND1114,24900
AGILENT TECHNOLOGIES INCCOMMON00846U101862,063SH DFND12,152,06300
AGILENT TECHNOLOGIES INCCOMMON00846U101135SH DFND143500
AGILENT TECHNOLOGIES INCCOMMON00846U1016,657160,220SH DFND15160,22000
AGILENT TECHNOLOGIES INCCOMMON00846U101631,525SH DFND15,11,52500
AGILENT TECHNOLOGIES INCCOMMON00846U10163315,244SH DFND50015,244
AGILENT TECHNOLOGIES INCCOMMON00846U1013,13775,503SH DFND9,175,50300
AGILYSYS INCCOMMON00847J10553854,639SH DFND1554,63900
AGL RESOURCES INCCOMMON001204106125,1262,520,154SH DFND12,495,754024,400
AGL RESOURCES INCCOMMON001204106931,869SH DFND12,151,86900
AGL RESOURCES INCCOMMON0012041062,80156,420SH DFND1456,42000
AGL RESOURCES INCCOMMON00120410679,2251,595,660SH DFND151,595,66000
AGL RESOURCES INCCOMMON00120410659011,881SH DFND311,88100
AGL RESOURCES INCCOMMON0012041062785,600SH DFND5,1005,600
AGL RESOURCES INCCOMMON0012041062044,100SH DFND7,5004,100
AGL RESOURCES INCCOMMON00120410651110,283SH DFND9,110,28300
AGNICO EAGLE MINESCOMMON008474108281,000SH DFND1,51,00000
AGNICO EAGLE MINESCOMMON0084741082519,050SH DFND119,05000
AGNICO EAGLE MINESCOMMON0084741081,35448,719SH DFND1548,71900
AGNICO EAGLE MINESCOMMON0084741081806,493SH DFND2,16,49300
AGNICO EAGLE MINESCOMMON0084741081,50354,100SH DFND537,900016,200
AGNICO EAGLE MINES LTDCOMMON00847410811,829423,363SH DFND1,2423,36300
AGNICO EAGLE MINES LTDCOMMON00847410849117,563SH DFND2,1517,56300
AGNICO EAGLE MINES LTDCOMMON0084741081,53855,043SH DFND9,155,04300
AGNICO EAGLE MINES LTDCOMMON0084741081,53855,043SH DFND9,255,04300
AGREE REALTY CORPCOMMON00849210015449SH DFND144900
AGREE REALTY CORPCOMMON0084921006,641201,417SH DFND15201,41700
AGRIUM INCCOMMON0089161086175,920SH DFND115,92000
AGRIUM INCCOMMON0089161083713,557SH DFND12,153,55700
AGRIUM INCCOMMON0089161082,41323,150SH DFND1523,15000
AGRIUM INCCOMMON0089161086806,524SH DFND2,16,52400
AGRIUM INCCOMMON0089161088448,094SH DFND5008,094
AGRIUM INCCOMMON0089161081981,900SH DFND61,90000
AGRIUM INCCOMMON0089161081,84017,646SH DFND2,1517,64600
AH BELO CORP-ACOMMON00128210234141,376SH DFND1541,37600
AIR LEASE CORPCOMMON00912X30250913,478SH DFND1413,47800
AIR LEASE CORPCOMMON00912X3022,31061,213SH DFND1561,21300
AIR LEASE CORP (AL) CVT 3.875CONVERT00912XAK017,81812,379,000SH DFND112,379,00000
AIR METHODS CORPCOMMON00912830716,612356,559SH DFND1356,55900
AIR METHODS CORPCOMMON0091283076,267134,522SH DFND15134,52200
AIR METHODS CORPCOMMON0091283073,80681,686SH DFND9,181,68600
AIR PRODUCTS & CHEMICALS INCCOMMON00915810617,952118,665SH DFND1118,66500
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,3218,730SH DFND118,73000
AIR PRODUCTS & CHEMICALS INCCOMMON0091581062701,786SH DFND12,151,78600
AIR PRODUCTS & CHEMICALS INCCOMMON009158106108,114714,663SH DFND14714,66300
AIR PRODUCTS & CHEMICALS INCCOMMON00915810632,120212,324SH DFND15212,32400
AIR PRODUCTS & CHEMICALS INCCOMMON0091581061,2348,159SH DFND5008,159
AIR TRANSPORT SERVICES GROUPCOMMON00922R10539943,300SH DFND10043,300
AIR TRANSPORT SERVICES GROUPCOMMON00922R10587995,287SH DFND1595,28700
AIRCASTLE LTDCOMMONG0129K1042,11994,361SH DFND1594,36100
AIRGAS INCCOMMON0093631028,86483,532SH DFND183,53200
AIRGAS INCCOMMON0093631023183,000SH DFND113,00000
AIRGAS INCCOMMON00936310255517SH DFND12,1551700
AIRGAS INCCOMMON0093631023693,482SH DFND143,48200
AIRGAS INCCOMMON00936310254,648515,014SH DFND15515,01400
AIXTRON AG-SPONSORED ADRCOMMON0096061043,215427,578SH DFND15427,57800
AK STEEL HOLDING CORPCOMMON001547108378,250SH DFND12,158,25000
AK STEEL HOLDING CORPCOMMON0015471081,403313,903SH DFND15313,90300
AKAMAI TECHNOLOGIESCOMMON00971T1019,857138,742SH DFND1138,74200
AKAMAI TECHNOLOGIESCOMMON00971T1015437,644SH DFND117,64400
AKAMAI TECHNOLOGIESCOMMON00971T1013,04442,845SH DFND12,1542,84500
AKAMAI TECHNOLOGIESCOMMON00971T1016,02984,858SH DFND1484,85800
AKAMAI TECHNOLOGIESCOMMON00971T101109,9311,547,346SH DFND151,547,34600
AKAMAI TECHNOLOGIESCOMMON00971T101971,364SH DFND15,11,36400
AKAMAI TECHNOLOGIESCOMMON00971T10114,707207,014SH DFND2207,01400
AKAMAI TECHNOLOGIESCOMMON00971T1015758,100SH DFND5008,100
AKAMAI TECHNOLOGIES INC(AKAM)CONVERT00971TAG622,76821,130,000SH DFND121,130,00000
AKORN INCCOMMON00972810654,4961,147,051SH DFND151,147,05100
ALAMO GROUP INCCOMMON0113111073,26151,656SH DFND1551,65600
ALAMOS GOLD INCCOMMON0115271085,009855,016SH DFND1,2855,01600
ALAMOS GOLD INCCOMMON01152710823139,395SH DFND1539,39500
ALAMOS GOLD INCCOMMON011527108651111,154SH DFND9,1111,15400
ALAMOS GOLD INCCOMMON011527108651111,154SH DFND9,2111,15400
ALASKA AIR GROUP INCCOMMON0116591091862,814SH DFND12,152,81400
ALASKA AIR GROUP INCCOMMON0116591097,156108,126SH DFND14108,12600
ALASKA AIR GROUP INCCOMMON01165910934,764525,290SH DFND15525,29000
ALASKA COMM SYSTEMS GROUPCOMMON01167P101266158,406SH DFND15158,40600
ALBANY INTL CORP CL ACOMMON01234810825,547642,688SH DFND1642,68800
ALBANY INTL CORP CL ACOMMON0123481081,41335,539SH DFND12,135,53900
ALBANY INTL CORP CL ACOMMON0123481082,39860,330SH DFND1560,33000
ALBANY INTL CORP CL ACOMMON0123481083,19580,376SH DFND680,37600
ALBANY INTL CORP CL ACOMMON0123481082,35259,182SH DFND6,10059,182
ALBANY INTL CORP CL ACOMMON0123481083799,541SH DFND9,69,54100
ALBANY MOLECULAR RESEARCHCOMMON0124231091,22969,854SH DFND1569,85400
ALBEMARLE CORPCOMMON0126531012645,000SH DFND115,00000
ALBEMARLE CORPCOMMON01265310150953SH DFND12,1595300
ALBEMARLE CORPCOMMON01265310181915,504SH DFND1415,50400
ALBEMARLE CORPCOMMON0126531011,60530,373SH DFND1530,37300
ALBEMARLE CORPCOMMON01265310152810,000SH DFND6,54,70005,300
ALCATEL-LUCENT ADRCOMMON01390430524565,618SH DFND1565,61800
ALCOA INCCOMMON013817101163,05912,620,678SH DFND112,321,6620299,016
ALCOA INCCOMMON01381710162348,197SH DFND1148,19700
ALCOA INCCOMMON01381710124418,873SH DFND12,1518,87300
ALCOA INCCOMMON0138171011,15689,508SH DFND1489,50800
ALCOA INCCOMMON0138171018,830683,440SH DFND15683,44000
ALCOA INCCOMMON01381710137428,952SH DFND50028,952
ALCOA INCCOMMON0138171011,413109,400SH DFND6,550,800058,600
ALCOA INCCOMMON0138171011,10285,303SH DFND9,185,30300
ALCOA INC (AA) CVP 5.375 17CONVERT0138173098,460192,972SH DFND1192,97200
ALDER BIOPHARMACEUTICALS INCCOMMON01433910512,722440,808SH DFND1440,80800
ALDER BIOPHARMACEUTICALS INCCOMMON0143391051,41549,043SH DFND1549,04300
ALDER BIOPHARMACEUTICALS INCCOMMON0143391053,396117,682SH DFND9,1117,68200
ALERE INCCOMMON01449J105218,4324,466,914SH DFND14,466,91400
ALERE INCCOMMON01449J10577,3601,582,006SH DFND1,21,582,00600
ALERE INCCOMMON01449J1051673,416SH DFND11,23,41600
ALERE INCCOMMON01449J1051,89238,689SH DFND12,138,68900
ALERE INCCOMMON01449J10536743SH DFND12,1574300
ALERE INCCOMMON01449J1051,08022,088SH DFND1522,08800
ALERE INCCOMMON01449J10522,937469,056SH DFND2469,05600
ALERE INCCOMMON01449J1054,13784,596SH DFND684,59600
ALERE INCCOMMON01449J1052,99461,217SH DFND6,10061,217
ALERE INCCOMMON01449J10549410,104SH DFND9,610,10400
ALERIAN MLP ETFCOMMON00162Q8664,465269,445SH DFND14269,44500
ALEXANDER & BALDWIN INCCOMMON01449110499222,979SH DFND1522,97900
ALEXANDER'S INCCOMMON0147521096001,314SH DFND151,31400
ALEXANDRIA REAL EST EQUITIESCOMMON01527110918,711190,849SH DFND136,3200154,529
ALEXANDRIA REAL EST EQUITIESCOMMON01527110960612SH DFND12,1561200
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092,87829,355SH DFND1529,35500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711096746,874SH DFND15,16,87400
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091962,000SH DFND5,1002,000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091471,500SH DFND7,5001,500
ALEXANDRIA REAL EST EQUITIESCOMMON0152711091962,000SH DFND8,1002,000
ALEXANDRIA REAL EST EQUITIESCOMMON0152711092552,600SH DFND9,12,60000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715057,434252,000SH DFND1252,00000
ALEXANDRIA REAL ESTATE E SERCONVERT0152715051806,100SH DFND9,16,10000
ALEXION PHARMACEUTICALS INCCOMMON01535110982,712477,279SH DFND1477,27900
ALEXION PHARMACEUTICALS INCCOMMON0153511091,4048,100SH DFND118,10000
ALEXION PHARMACEUTICALS INCCOMMON0153511098,32848,054SH DFND12,1548,05400
ALEXION PHARMACEUTICALS INCCOMMON0153511094,39725,370SH DFND1425,37000
ALEXION PHARMACEUTICALS INCCOMMON015351109351,5282,028,438SH DFND152,028,43800
ALEXION PHARMACEUTICALS INCCOMMON0153511094662,691SH DFND32,69100
ALEXION PHARMACEUTICALS INCCOMMON0153511094422,550SH DFND42,55000
ALEXION PHARMACEUTICALS INCCOMMON0153511091,2657,300SH DFND5007,300
ALEXION PHARMACEUTICALS INCCOMMON0153511099,01151,998SH DFND9,151,99800
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W102188,4232,263,614SH DFND12,263,61400
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10222260SH DFND13,426000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1024134,961SH DFND144,96100
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1026,83982,162SH DFND1582,16200
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W10211,791141,652SH DFND2141,65200
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021832,200SH DFND2,12,20000
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1025,10961,377SH DFND9,161,37700
ALIBABA GROUP HOLDING LTD ADRCOMMON01609W1021,91523,000SH DFND9,423,00000
ALIGN TECHNOLOGY INCCOMMON0162551017,863146,195SH DFND1102,415043,780
ALIGN TECHNOLOGY INCCOMMON01625510199718,544SH DFND1418,54400
ALIGN TECHNOLOGY INCCOMMON01625510193417,362SH DFND1517,36200
ALKERMES PLCCOMMONG01767105320,0295,248,960SH DFND15,248,96000
ALKERMES PLCCOMMONG017671053966,500SH DFND116,50000
ALKERMES PLCCOMMONG0176710514,590239,290SH DFND15239,29000
ALKERMES PLCCOMMONG01767105372,6156,111,455SH DFND66,111,45500
ALKERMES PLCCOMMONG017671054,14668,008SH DFND9,168,00800
ALLEGHANY CORPCOMMON017175100341700SH DFND1170000
ALLEGHANY CORPCOMMON01717510089182SH DFND12,1518200
ALLEGHANY CORPCOMMON0171751001,9163,935SH DFND143,93500
ALLEGHANY CORPCOMMON0171751003,2886,751SH DFND156,75100
ALLEGHENY TECHNOLOGIES INCCOMMON01741R10274,2002,472,498SH DFND12,472,49800
ALLEGHENY TECHNOLOGIES INCCOMMON01741R102652,157SH DFND12,152,15700
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1022327,717SH DFND147,71700
ALLEGHENY TECHNOLOGIES INCCOMMON01741R1025,099169,902SH DFND15169,90200
ALLEGIANT TRAVEL COCOMMON01748X1021,6658,659SH DFND148,65900
ALLEGIANT TRAVEL COCOMMON01748X10214,31874,461SH DFND1574,46100
ALLEGION PLCCOMMONG0176J10911,061180,822SH DFND1180,82200
ALLEGION PLCCOMMONG0176J10931504SH DFND12,1550400
ALLEGION PLCCOMMONG0176J1091,06717,442SH DFND1517,44200
ALLEGION PLCCOMMONG0176J10945731SH DFND15,173100
ALLEGION PLCCOMMONG0176J10912200SH DFND3,120000
ALLETE INCCOMMON01852230015281SH DFND128100
ALLETE INCCOMMON01852230033616SH DFND12,1561600
ALLETE INCCOMMON0185223005,847110,830SH DFND14110,83000
ALLETE INCCOMMON0185223003,34263,342SH DFND1563,34200
ALLIANCE CALIF MUNI INCOME CFCOMMON0185461013,639261,983SH DFND14261,98300
ALLIANCE DATA SYSTEMS CORPCOMMON01858110858,453197,309SH DFND1197,30900
ALLIANCE DATA SYSTEMS CORPCOMMON01858110854,165182,835SH DFND1,2182,83500
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087702,600SH DFND112,60000
ALLIANCE DATA SYSTEMS CORPCOMMON018581108137464SH DFND11,246400
ALLIANCE DATA SYSTEMS CORPCOMMON01858110873246SH DFND12,1524600
ALLIANCE DATA SYSTEMS CORPCOMMON01858110810,50035,443SH DFND1535,44300
ALLIANCE DATA SYSTEMS CORPCOMMON01858110815,96753,897SH DFND253,89700
ALLIANCE DATA SYSTEMS CORPCOMMON0185811084171,408SH DFND31,40800
ALLIANCE DATA SYSTEMS CORPCOMMON0185811087112,400SH DFND5002,400
ALLIANCE DATA SYSTEMS CORPCOMMON0185811081,6375,526SH DFND9,15,52600
ALLIANCE HEALTHCARE SERVICECOMMON0186063011,34160,440SH DFND160,44000
ALLIANCE HEALTHCARE SERVICECOMMON01860630126511,930SH DFND1511,93000
ALLIANCE HEALTHCARE SERVICECOMMON01860630131914,400SH DFND3,114,40000
ALLIANCE NATIONAL MUNI INC CFCOMMON01864U1061,527111,512SH DFND14111,51200
ALLIANCE NEW YORK MUNI INC CFCOMMON0187141051,28492,046SH DFND1492,04600
ALLIANCE ONE INTERNATIONAL INCCOMMON0187721032421,440SH DFND1521,44000
ALLIANCE RESOURCE PARTERNS LPCOMMON01877R1081323,947SH DFND153,94700
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1062,605207,273SH DFND14207,27300
ALLIANCE WORLD DOLLAR GVT II CCOMMON01879R1069,173729,773SH DFND15729,77300
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E1014,710610,041SH DFND14610,04100
ALLIANCEBERNSTEIN INC FUND CEFCOMMON01881E10117,2962,240,408SH DFND152,240,40800
ALLIANT ENERGY CORPCOMMON0188021083114,938SH DFND114,93800
ALLIANT ENERGY CORPCOMMON0188021081031,638SH DFND12,151,63800
ALLIANT ENERGY CORPCOMMON0188021084,92078,088SH DFND1478,08800
ALLIANT ENERGY CORPCOMMON0188021084,87577,387SH DFND1577,38700
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A1074,718289,071SH DFND14289,07100
ALLIANZ NFJ DIVIDEND INTER CEFCOMMON01883A10710,272629,433SH DFND15629,43300
ALLIANZGI CONV AND INCOME FUNDCOMMON01882510934841,398SH DFND1441,39800
ALLIANZGI CONV AND INCOME FUNDCOMMON018828103938102,664SH DFND14102,66400
ALLIANZGI EQUITY AND CONV-INCOCOMMON0188291015,572281,260SH DFND14281,26000
ALLIED MOTION TECHNOLOGIESCOMMON0193301091013,053SH DFND153,05300
ALLIED MOTION TECHNOLOGIESCOMMON019330109862,600SH DFND3,12,60000
ALLIED WORLD ASSURANCE COCOMMONH015311045,059125,217SH DFND1125,21700
ALLIED WORLD ASSURANCE COCOMMONH01531104701,732SH DFND12,151,73200
ALLIED WORLD ASSURANCE COCOMMONH0153110482220,337SH DFND1420,33700
ALLIED WORLD ASSURANCE COCOMMONH0153110413,527334,818SH DFND15334,81800
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10117,831558,260SH DFND1550,35007,910
ALLISON TRANSMISSION HOLDINGSCOMMON01973R101421,304SH DFND12,151,30400
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10176824,040SH DFND1424,04000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,09934,420SH DFND1534,42000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10149815,600SH DFND3,115,60000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,49246,700SH DFND4,146,70000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R10138312,000SH DFND50012,000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011605,000SH DFND5,1005,000
ALLISON TRANSMISSION HOLDINGSCOMMON01973R1011,03532,400SH DFND8,10032,400
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P10819,8921,663,217SH DFND11,663,21700
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P108473,965SH DFND12,153,96500
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1081,249104,398SH DFND15104,39800
ALLSCRIPTS HEALTHCARE SOLUTIONCOMMON01988P1084,847405,261SH DFND9,1405,26100
ALLSCRIPTS HEALTHCARE(MDRX) CVCONVERT01988PAD015,31715,580,000SH DFND115,580,00000
ALLSTATE CORPCOMMON020002101394,0515,536,753SH DFND15,435,6250101,128
ALLSTATE CORPCOMMON0200021011,36619,200SH DFND1,519,20000
ALLSTATE CORPCOMMON0200021011,22317,178SH DFND1117,17800
ALLSTATE CORPCOMMON0200021015217,325SH DFND12,157,32500
ALLSTATE CORPCOMMON02000210118,415258,750SH DFND14258,75000
ALLSTATE CORPCOMMON020002101123,1381,730,197SH DFND151,730,19700
ALLSTATE CORPCOMMON0200021012,61136,681SH DFND512,500024,181
ALLSTATE CORPCOMMON0200021013775,300SH DFND5,1005,300
ALLSTATE CORPCOMMON0200021011,08215,200SH DFND615,20000
ALLSTATE CORPCOMMON0200021014,86868,400SH DFND6,535,600032,800
ALLSTATE CORPCOMMON0200021012783,900SH DFND7,5003,900
ALLSTATE CORPCOMMON0200021012,52535,476SH DFND9,135,47600
ALLY FINANCIAL INCCOMMON02005N1002,630125,360SH DFND1125,36000
ALLY FINANCIAL INCCOMMON02005N10036917,600SH DFND1117,60000
ALLY FINANCIAL INCCOMMON02005N10038318,271SH DFND12,1518,27100
ALLY FINANCIAL INCCOMMON02005N10050023,831SH DFND1423,83100
ALLY FINANCIAL INCCOMMON02005N1007,658365,008SH DFND15365,00800
ALMOST FAMILY INCCOMMON0204091081,38831,038SH DFND1531,03800
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q10752,794505,595SH DFND1505,59500
ALNYLAM PHARMACEUTICALS INCCOMMON02043Q1072,52224,152SH DFND1524,15200
ALON USA ENERGY INC.COMMON0205201028,515513,906SH DFND15513,90600
ALON USA PARTNERS LPCOMMON02052T1092,986163,244SH DFND15163,24400
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10473081,900SH DFND181,90000
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10435639,905SH DFND1539,90500
ALPHA & OMEGA SEMICONDUCTORCOMMONG6331P10410712,000SH DFND3,112,00000
ALPHA NATURAL RESOURCES INCCOMMON02076X1025554,936SH DFND12,1554,93600
ALPHA NATURAL RESOURCES INCCOMMON02076X10277,253SH DFND147,25300
ALPHA NATURAL RESOURCES INCCOMMON02076X1021,1571,156,684SH DFND151,156,68400
ALPHATEC HOLDINGS INCCOMMON02081G10242,773SH DFND152,77300
ALPINE GLOBAL PREMIER PROPER CCOMMON02083A10311,5551,689,349SH DFND141,689,34900
ALPINE TOTAL DYNAMIC DIVIDENDCOMMON0210602075,788649,636SH DFND14649,63600
ALTERA CORPORATIONCOMMON02144110011,908277,513SH DFND1277,51300
ALTERA CORPORATIONCOMMON02144110056813,238SH DFND1113,23800
ALTERA CORPORATIONCOMMON0214411003,14473,262SH DFND12,1573,26200
ALTERA CORPORATIONCOMMON0214411004,875113,599SH DFND14113,59900
ALTERA CORPORATIONCOMMON021441100120,1062,799,031SH DFND152,799,03100
ALTERA CORPORATIONCOMMON0214411003698,600SH DFND5008,600
ALTERA CORPORATIONCOMMON02144110072,5301,690,286SH DFND61,690,28600
ALTISOURCE PORTFOLIO SOLUTIONSCOMMONL0175J10423318,135SH DFND1518,13500
ALTISOURCE RESIDENTI-CL BCOMMON02153W10071834,427SH DFND1534,42700
ALTRA INDUSTRIAL MOTION CORPCOMMON02208R1061,26245,675SH DFND1545,67500
ALTRIA GROUP INCCOMMON02209S103196,1153,920,725SH DFND13,920,72500
ALTRIA GROUP INCCOMMON02209S1034,05080,960SH DFND1180,96000
ALTRIA GROUP INCCOMMON02209S10389717,929SH DFND12,1517,92900
ALTRIA GROUP INCCOMMON02209S10311,305226,006SH DFND14226,00600
ALTRIA GROUP INCCOMMON02209S103130,2172,603,307SH DFND152,603,30700
ALTRIA GROUP INCCOMMON02209S10367513,497SH DFND313,49700
ALTRIA GROUP INCCOMMON02209S1033,58171,599SH DFND50071,599
ALTRIA GROUP INCCOMMON02209S1034,17783,500SH DFND5,10083,500
ALTRIA GROUP INCCOMMON02209S10363,1931,263,356SH DFND61,263,35600
ALTRIA GROUP INCCOMMON02209S10397019,400SH DFND6,58,700010,700
ALTRIA GROUP INCCOMMON02209S1034709,400SH DFND7,5009,400
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ANACOR PHARMACEUTICALS INCCOMMON0324201016,853118,463SH DFND15118,46300
ANACOR PHARMACEUTICALS INCCOMMON0324201011,18620,500SH DFND3,120,50000
ANADARKO PETROLEUM CORPCOMMON032511107369,2154,458,576SH DFND14,235,5500223,026
ANADARKO PETROLEUM CORPCOMMON03251110739,755480,078SH DFND1,2480,07800
ANADARKO PETROLEUM CORPCOMMON0325111071,71720,735SH DFND1120,73500
ANADARKO PETROLEUM CORPCOMMON0325111074335,231SH DFND12,155,23100
ANADARKO PETROLEUM CORPCOMMON0325111074,64256,059SH DFND1456,05900
ANADARKO PETROLEUM CORPCOMMON03251110718,639225,079SH DFND15225,07900
ANADARKO PETROLEUM CORPCOMMON0325111073263,941SH DFND33,94100
ANADARKO PETROLEUM CORPCOMMON0325111073,19838,618SH DFND517,500021,118
ANADARKO PETROLEUM CORPCOMMON0325111077459,000SH DFND69,00000
ANADARKO PETROLEUM CORPCOMMON0325111073,85146,500SH DFND6,521,800024,700
ANADARKO PETROLEUM CORPCOMMON0325111077,00684,607SH DFND9,284,60700
ANADIGICS INCCOMMON03251510896,707SH DFND156,70700
ANALOG DEVICES INCCOMMON032654105188,0992,985,704SH DFND12,985,70400
ANALOG DEVICES INCCOMMON03265410580812,821SH DFND1112,82100
ANALOG DEVICES INCCOMMON0326541054,79276,057SH DFND12,1576,05700
ANALOG DEVICES INCCOMMON0326541054,77975,856SH DFND1475,85600
ANALOG DEVICES INCCOMMON032654105161,6142,565,299SH DFND152,565,29900
ANALOG DEVICES INCCOMMON03265410516,965269,288SH DFND2269,28800
ANALOG DEVICES INCCOMMON03265410581312,906SH DFND50012,906
ANALOGIC CORPCOMMON0326572073,15134,663SH DFND1534,66300
ANDERSONS INC - THECOMMON03416410378218,900SH DFND10018,900
ANDERSONS INC - THECOMMON03416410331740SH DFND12,1574000
ANDERSONS INC - THECOMMON0341641032526,098SH DFND146,09800
ANDERSONS INC - THECOMMON0341641039,571231,356SH DFND15231,35600
ANGIES LIST INCCOMMON03475410115225,964SH DFND1525,96400
ANGIODYNAMICS INCCOMMON03475V1011,51485,110SH DFND1585,11000
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108650SH DFND15000
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A1081,0338,476SH DFND11,28,47600
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10825,160206,378SH DFND14206,37800
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A10816,121132,240SH DFND15132,24000
ANHEUSER-BUSCH INBEV SPN ADRCOMMON03524A108137,2891,126,152SH DFND21,126,15200
ANI PHARMACEUTICALS INC COMCOMMON00182C10314,534232,356SH DFND15232,35600
ANIKA THERAPEUTICS INCCOMMON0352551081,51036,689SH DFND1536,68900
ANIKA THERAPEUTICS INCCOMMON0352551081032,500SH DFND3,12,50000
ANIXTER INTERNATIONAL INCCOMMON03529010552685SH DFND12,1568500
ANIXTER INTERNATIONAL INCCOMMON0352901055186,809SH DFND146,80900
ANIXTER INTERNATIONAL INCCOMMON0352901056,21581,635SH DFND1581,63500
ANN INCCOMMON03562310766,1741,612,812SH DFND11,612,81200
ANN INCCOMMON0356231071,37733,555SH DFND12,133,55500
ANN INCCOMMON03562310732790SH DFND12,1579000
ANN INCCOMMON0356231072,64164,364SH DFND1564,36400
ANN INCCOMMON0356231072,92371,240SH DFND671,24000
ANN INCCOMMON0356231072,18953,350SH DFND6,10053,350
ANN INCCOMMON0356231073959,622SH DFND9,69,62200
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040927,7892,672,060SH DFND12,650,740021,320
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040942540,900SH DFND1140,90000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040931129,861SH DFND12,1529,86100
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040919,1851,844,759SH DFND151,844,75900
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040941439,800SH DFND3,139,80000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040979476,300SH DFND4,176,30000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040989486,000SH DFND5,10086,000
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040965362,800SH DFND7,50062,800
ANNALY CAPITAL MANAGEMENT INCCOMMON03571040962460,000SH DFND8,10060,000
ANNALY CAPITAL MANAGEMENT INCCOMMON0357104091,050101,000SH DFND9,1101,00000
ANSYS INCCOMMON03662Q1053624,100SH DFND114,10000
ANSYS INCCOMMON03662Q10538431SH DFND12,1543100
ANSYS INCCOMMON03662Q1052,30126,091SH DFND1426,09100
ANSYS INCCOMMON03662Q1054,19747,589SH DFND1547,58900
ANTERO MIDSTREAM PARTNERS LPCOMMON03673L1037273SH DFND1527300
ANTERO RESOURCES CORPCOMMON03674X106922,600SH DFND112,60000
ANTERO RESOURCES CORPCOMMON03674X10693226,376SH DFND1526,37600
ANTHEM INC COMCOMMON036752103679,7464,402,212SH DFND14,177,0310225,181
ANTHEM INC COMCOMMON0367521031,69810,996SH DFND1110,99600
ANTHEM INC COMCOMMON0367521031,90812,358SH DFND12,1512,35800
ANTHEM INC COMCOMMON0367521034,84731,389SH DFND1431,38900
ANTHEM INC COMCOMMON03675210392,935601,873SH DFND15601,87300
ANTHEM INC COMCOMMON036752103123,062796,982SH DFND2796,98200
ANTHEM INC COMCOMMON0367521034162,697SH DFND32,69700
ANTHEM INC COMCOMMON0367521034,20027,200SH DFND3,127,20000
ANTHEM INC COMCOMMON0367521038645,593SH DFND45,59300
ANTHEM INC COMCOMMON03675210317,942116,200SH DFND4,1116,20000
ANTHEM INC COMCOMMON0367521034,50229,157SH DFND514,900014,257
ANTHEM INC COMCOMMON03675210313,08684,750SH DFND5,10084,750
ANTHEM INC COMCOMMON0367521031,54410,000SH DFND610,00000
ANTHEM INC COMCOMMON0367521037574,900SH DFND6,52,20002,700
ANTHEM INC COMCOMMON0367521031,93012,500SH DFND7,50012,500
ANTHEM INC COMCOMMON0367521033,55123,000SH DFND8,10023,000
ANTHEM INC COMCOMMON0367521034,43128,698SH DFND9,128,69800
ANTHEM INC(ANTM) CVT 2.75 10-4CONVERT94973VBG1201,53997,568,000SH DFND189,119,00008,449,000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471012,963582,030SH DFND1402,6300179,400
ANWORTH MORTGAGE ASSET CORPCOMMON03734710114,8452,916,509SH DFND152,916,50900
ANWORTH MORTGAGE ASSET CORPCOMMON03734710143485,300SH DFND3,185,30000
ANWORTH MORTGAGE ASSET CORPCOMMON0373471016011,700SH DFND50011,700
AOL INCCOMMON00184X10517,732447,664SH DFND1444,68402,980
AOL INCCOMMON00184X105401,000SH DFND1,51,00000
AOL INCCOMMON00184X105641,618SH DFND12,151,61800
AOL INCCOMMON00184X10598024,745SH DFND1424,74500
AOL INCCOMMON00184X1056,752170,454SH DFND15170,45400
AOL INCCOMMON00184X1053258,200SH DFND3,18,20000
AOL INCCOMMON00184X105922,316SH DFND42,31600
AOL INCCOMMON00184X10581620,600SH DFND4,120,60000
AOL INCCOMMON00184X1051,97749,900SH DFND5,10049,900
AOL INCCOMMON00184X10597824,700SH DFND8,10024,700
AOL INC(AOL) CVT 144A 0.75 09-CONVERT00184XAA316,69116,796,000SH DFND116,796,00000
AON PLCCOMMONG0408V102317,1103,299,108SH DFND13,060,5370238,571
AON PLCCOMMONG0408V10212,842133,604SH DFND10133,60400
AON PLCCOMMONG0408V1021,87319,485SH DFND1119,48500
AON PLCCOMMONG0408V1022132,218SH DFND12,152,21800
AON PLCCOMMONG0408V1021,67117,386SH DFND1417,38600
AON PLCCOMMONG0408V1025,80360,375SH DFND1560,37500
AON PLCCOMMONG0408V1025856,088SH DFND2,16,08800
AON PLCCOMMONG0408V1023914,065SH DFND34,06500
AON PLCCOMMONG0408V1022402,498SH DFND3,12,49800
AON PLCCOMMONG0408V1021,03010,720SH DFND50010,720
AON PLCCOMMONG0408V10239,302408,881SH DFND6408,88100
APACHE CORPCOMMON037411105278,2624,612,326SH DFND14,212,9820399,344
APACHE CORPCOMMON03741110549,415819,082SH DFND1,2819,08200
APACHE CORPCOMMON03741110592615,356SH DFND1115,35600
APACHE CORPCOMMON0374111055589,241SH DFND12,159,24100
APACHE CORPCOMMON03741110588314,641SH DFND1414,64100
APACHE CORPCOMMON03741110546,600772,416SH DFND15772,41600
APACHE CORPCOMMON0374111054076,749SH DFND36,74900
APACHE CORPCOMMON03741110582013,600SH DFND50013,600
APACHE CORPCOMMON03741110566,1441,096,365SH DFND61,096,36500
APACHE CORPCOMMON0374111058,709144,352SH DFND9,2144,35200
APARTMENT INVT & MGMT CO CL ACOMMON03748R1019,759247,938SH DFND1247,93800
APARTMENT INVT & MGMT CO CL ACOMMON03748R10132823SH DFND12,1582300
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013,43087,133SH DFND1487,13300
APARTMENT INVT & MGMT CO CL ACOMMON03748R10150,6971,288,026SH DFND151,288,02600
APARTMENT INVT & MGMT CO CL ACOMMON03748R1013037,700SH DFND5,1007,700
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012205,600SH DFND7,5005,600
APARTMENT INVT & MGMT CO CL ACOMMON03748R1012957,500SH DFND9,17,50000
APOGEE ENTERPRISES INCCOMMON03759810928,571661,357SH DFND1661,35700
APOGEE ENTERPRISES INCCOMMON0375981091,57436,436SH DFND12,136,43600
APOGEE ENTERPRISES INCCOMMON0375981096,651153,961SH DFND15153,96100
APOGEE ENTERPRISES INCCOMMON0375981093,66284,772SH DFND684,77200
APOGEE ENTERPRISES INCCOMMON0375981092,65261,390SH DFND6,10061,390
APOGEE ENTERPRISES INCCOMMON03759810945110,435SH DFND9,610,43500
APOLLO COMMERCIAL REAL ESTATECOMMON03762U10583948,863SH DFND1548,86300
APOLLO EDUCATION GROUP INCCOMMON037604105623,300SH DFND1003,300
APOLLO EDUCATION GROUP INCCOMMON037604105502,650SH DFND12,152,65000
APOLLO EDUCATION GROUP INCCOMMON0376041051,20063,445SH DFND1563,44500
APOLLO GLOBAL MANAGEMENT LLCCOMMON037612306924,273SH DFND12,154,27300
APOLLO GLOBAL MANAGEMENT LLCCOMMON03761230610,447483,663SH DFND15483,66300
APOLLO INVESTMENT CORP CFCOMMON03761U106435,580SH DFND12,155,58000
APOLLO INVESTMENT CORP CFCOMMON03761U1062,960385,720SH DFND14385,72000
APOLLO INVESTMENT CORP CFCOMMON03761U10616,5172,151,996SH DFND152,151,99600
APOLLO INVT CORP CVT 5.75 01-1CONVERT03761UAE65,6255,525,000SH DFND15,525,00000
APOLLO RESIDENTIAL MORTGAGECOMMON03763V1021,939121,543SH DFND14121,54300
APOLLO RESIDENTIAL MORTGAGECOMMON03763V10280750,569SH DFND1550,56900
APOLLO SENIOR FLOATING RATE FUCOMMON0376361075,242293,862SH DFND14293,86200
APOLLO TACTICAL INCOME FUNDCOMMON0376381033,484213,520SH DFND14213,52000
APPLE INCCOMMON0378331001,156,8999,297,589SH DFND19,234,899062,690
APPLE INCCOMMON0378331003,21025,800SH DFND1,525,80000
APPLE INCCOMMON0378331004,85339,000SH DFND1039,00000
APPLE INCCOMMON03783310029,849239,884SH DFND11239,88400
APPLE INCCOMMON0378331003152,535SH DFND11,12,53500
APPLE INCCOMMON037833100175,7031,412,059SH DFND12,151,412,05900
APPLE INCCOMMON0378331001371,100SH DFND131,10000
APPLE INCCOMMON03783310042,167338,885SH DFND14338,88500
APPLE INCCOMMON0378331005,962,92747,921,942SH DFND1547,921,94200
APPLE INCCOMMON03783310033,035265,487SH DFND2265,48700
APPLE INCCOMMON0378331001,76914,217SH DFND2,114,21700
APPLE INCCOMMON03783310013,165105,800SH DFND3,1105,80000
APPLE INCCOMMON0378331005,04840,567SH DFND440,56700
APPLE INCCOMMON03783310050,693407,400SH DFND4,1407,40000
APPLE INCCOMMON03783310027,499221,000SH DFND516,1000204,900
APPLE INCCOMMON03783310032,899264,400SH DFND5,100264,400
APPLE INCCOMMON03783310011,64793,600SH DFND693,60000
APPLE INCCOMMON03783310027,474220,800SH DFND6,5105,8000115,000
APPLE INCCOMMON0378331002,31418,600SH DFND7,50018,600
APPLE INCCOMMON0378331009,73078,198SH DFND8,10078,198
APPLE INCCOMMON03783310014,396115,692SH DFND9,1115,69200
APPLIED INDUSTRIAL TECH INCCOMMON03820C10512263SH DFND126300
APPLIED INDUSTRIAL TECH INCCOMMON03820C1051,37730,379SH DFND1430,37900
APPLIED INDUSTRIAL TECH INCCOMMON03820C1054,00488,310SH DFND1588,31000
APPLIED MATERIALS INCCOMMON038222105655,29329,046,689SH DFND127,792,14901,254,540
APPLIED MATERIALS INCCOMMON0382221051,12249,738SH DFND1149,73800
APPLIED MATERIALS INCCOMMON0382221056,762299,732SH DFND12,15299,73200
APPLIED MATERIALS INCCOMMON03822210514,878659,502SH DFND14659,50200
APPLIED MATERIALS INCCOMMON038222105222,9859,884,083SH DFND159,884,08300
APPLIED MATERIALS INCCOMMON03822210598943,831SH DFND343,83100
APPLIED MATERIALS INCCOMMON0382221051376,087SH DFND46,08700
APPLIED MATERIALS INCCOMMON03822210585237,775SH DFND50037,775
APPLIED MATERIALS INCCOMMON0382221052,900128,540SH DFND9,1128,54000
APPLIED MICRO CIRCUITS CORPCOMMON03822W40619838,845SH DFND1538,84500
APPROACH RESOURCES INCCOMMON03834A10318828,541SH DFND1428,54100
APPROACH RESOURCES INCCOMMON03834A1031,070162,304SH DFND15162,30400
APTARGROUP INCCOMMON03833610340625SH DFND12,1562500
APTARGROUP INCCOMMON0383361032,51239,540SH DFND1539,54000
AQUA AMERICA INCCOMMON03836W103451,697SH DFND12,151,69700
AQUA AMERICA INCCOMMON03836W1032,29186,959SH DFND1486,95900
AQUA AMERICA INCCOMMON03836W10338,0721,444,854SH DFND151,444,85400
ARAMARKCOMMON03852U106852,679SH DFND12,152,67900
ARAMARKCOMMON03852U1061,97862,520SH DFND1562,52000
ARBOR REALTY TRUST INCCOMMON038923108941134,810SH DFND1134,81000
ARBOR REALTY TRUST INCCOMMON03892310810014,322SH DFND1514,32200
ARBOR REALTY TRUST INCCOMMON03892310832746,900SH DFND3,146,90000
ARC DOCUMENT SOLUTIONS INCCOMMON00191G1032,061223,320SH DFND1160,520062,800
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10333235,932SH DFND1535,93200
ARC DOCUMENT SOLUTIONS INCCOMMON00191G10349854,000SH DFND3,154,00000
ARC LOGISTICS PARTNERS LPCOMMON03879N101824,238SH DFND154,23800
ARCBEST CORPCOMMON03937C10515,772416,254SH DFND1288,0510128,203
ARCBEST CORPCOMMON03937C1055,532146,000SH DFND15146,00000
ARCBEST CORPCOMMON03937C1051,11029,300SH DFND3,129,30000
ARCBEST CORPCOMMON03937C1053188,400SH DFND5008,400
ARCELORMITTAL NY REGISTEREDCOMMON03938L10422323,688SH DFND1523,68800
ARCH CAPITAL GROUP LTDCOMMONG0450A10565,3901,061,521SH DFND11,061,52100
ARCH CAPITAL GROUP LTDCOMMONG0450A1053455,600SH DFND115,60000
ARCH CAPITAL GROUP LTDCOMMONG0450A1051051,699SH DFND12,151,69900
ARCH CAPITAL GROUP LTDCOMMONG0450A1053,51056,986SH DFND1456,98600
ARCH CAPITAL GROUP LTDCOMMONG0450A1052,87546,665SH DFND1546,66500
ARCH COAL INCCOMMON0393801004039,921SH DFND12,1539,92100
ARCH COAL INCCOMMON0393801001,2591,258,776SH DFND151,258,77600
ARCHER-DANIELS-MIDLAND COCOMMON039483102437,1529,222,624SH DFND18,661,4590561,165
ARCHER-DANIELS-MIDLAND COCOMMON0394831029,959210,100SH DFND1,5210,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,24626,281SH DFND1126,28100
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,53832,457SH DFND12,1532,45700
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,11923,600SH DFND1323,60000
ARCHER-DANIELS-MIDLAND COCOMMON03948310234,323724,113SH DFND14724,11300
ARCHER-DANIELS-MIDLAND COCOMMON03948310250,2931,061,043SH DFND151,061,04300
ARCHER-DANIELS-MIDLAND COCOMMON0394831024018,452SH DFND38,45200
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,76479,400SH DFND3,179,40000
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,12423,718SH DFND423,71800
ARCHER-DANIELS-MIDLAND COCOMMON03948310215,135319,300SH DFND4,1319,30000
ARCHER-DANIELS-MIDLAND COCOMMON03948310220,719437,100SH DFND5261,9000175,200
ARCHER-DANIELS-MIDLAND COCOMMON03948310211,258237,500SH DFND5,100237,500
ARCHER-DANIELS-MIDLAND COCOMMON0394831028,869187,100SH DFND6187,10000
ARCHER-DANIELS-MIDLAND COCOMMON0394831029,674204,100SH DFND6,5108,700095,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831021,96241,400SH DFND7,50041,400
ARCHER-DANIELS-MIDLAND COCOMMON0394831023,16666,800SH DFND8,10066,800
ARCHER-DANIELS-MIDLAND COCOMMON0394831022,01942,600SH DFND9,142,60000
ARCHER-DANIELS-MIDLAND COCOMMON03948310210,110213,300SH DFND9,5213,30000
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10725,0865,088,427SH DFND15,088,42700
ARCOS DORADOS HOLDINGS INCCOMMONG0457F1071,149233,029SH DFND1,2233,02900
ARCOS DORADOS HOLDINGS INCCOMMONG0457F1071,662337,066SH DFND15337,06600
ARCOS DORADOS HOLDINGS INCCOMMONG0457F1072,834574,899SH DFND2574,89900
ARCOS DORADOS HOLDINGS INCCOMMONG0457F10721242,975SH DFND2,142,97500
ARCTIC CAT INCCOMMON0396701041,00227,584SH DFND1527,58400
ARDMORE SHIPPING CORP ASCCOMMONY0207T100616,041SH DFND156,04100
ARES CAP CORP ARCC CVT 4.875 0CONVERT04010LAG85,2095,000,000SH DFND15,000,00000
ARES CAPITAL CORPCOMMON04010L1031176,821SH DFND12,156,82100
ARES CAPITAL CORPCOMMON04010L1035,946346,321SH DFND14346,32100
ARES CAPITAL CORPCOMMON04010L10323,7961,385,918SH DFND151,385,91800
ARES CAPITAL CORP (ARRC) CVT 4CONVERT04010LAJ23,1313,000,000SH DFND13,000,00000
ARES CAPITAL CORP CVT 5.125 6-CONVERT04010LAD51,8001,740,000SH DFND11,740,00000
ARES CAPITAL CORP(ARCC) CVT 4.CONVERT04010LAM56,2186,000,000SH DFND16,000,00000
ARES COMMERCIAL REAL ESTATECOMMON04013V10838935,194SH DFND1535,19400
ARGAN INCCOMMON04010E1093,25389,950SH DFND158,150031,800
ARGAN INCCOMMON04010E1093218,882SH DFND158,88200
ARGAN INCCOMMON04010E10971319,700SH DFND3,119,70000
ARGAN INCCOMMON04010E10936910,200SH DFND50010,200
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1073,09061,607SH DFND1461,60700
ARGO GROUP INTERNATIONAL HOLDICOMMONG0464B1072,00640,003SH DFND1540,00300
ARIAD PHARMACEUTICALS INCCOMMON04033A10012,4411,509,820SH DFND11,509,82000
ARIAD PHARMACEUTICALS INCCOMMON04033A1007,613923,960SH DFND15923,96000
ARIAD PHARMACEUTICALS INCCOMMON04033A1003,249394,315SH DFND9,1394,31500
ARISTA NETWORKS INCCOMMON04041310691312,945SH DFND1512,94500
ARLINGTON ASSET INVESTMENT-ACOMMON04135620556823,618SH DFND1523,61800
ARM HOLDINGS PLC ADRCOMMON0420681065,160104,662SH DFND1104,66200
ARM HOLDINGS PLC ADRCOMMON0420681063,46270,228SH DFND1570,22800
ARM HOLDINGS PLC ADRCOMMON04206810664313,044SH DFND9,113,04400
ARMADA HOFFLER PROPERTIES INCCOMMON04208T10821520,164SH DFND1520,16400
ARMOUR RESIDENTIAL REIT INCCOMMON0423151011,443455,068SH DFND15455,06800
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1021121,955SH DFND12,151,95500
ARMSTRONG WORLD INDUSTRIESCOMMON04247X1022,62545,678SH DFND1545,67800
ARRAY BIOPHARMA INCCOMMON04269X10513,3631,813,209SH DFND151,813,20900
ARRIS GROUP INCCOMMON04270V10689,1053,083,738SH DFND13,001,754081,984
ARRIS GROUP INCCOMMON04270V1061,20941,856SH DFND12,141,85600
ARRIS GROUP INCCOMMON04270V1061,60055,384SH DFND1455,38400
ARRIS GROUP INCCOMMON04270V1062,82497,746SH DFND1597,74600
ARRIS GROUP INCCOMMON04270V1062,950102,077SH DFND6102,07700
ARRIS GROUP INCCOMMON04270V1062,19876,074SH DFND6,10076,074
ARRIS GROUP INCCOMMON04270V10636212,537SH DFND9,612,53700
ARROW ELECTRONICS INCCOMMON0427351002724,446SH DFND114,44600
ARROW ELECTRONICS INCCOMMON0427351002093,422SH DFND12,153,42200
ARROW ELECTRONICS INCCOMMON0427351001,63326,704SH DFND1426,70400
ARROW ELECTRONICS INCCOMMON0427351004,58274,923SH DFND1574,92300
ARROW FINANCIAL CORPCOMMON04274410236513,441SH DFND1513,44100
ARTESIAN RESOURCES CORP-CL ACOMMON04311320822510,537SH DFND1510,53700
ARTICURE INCCOMMON04963C2091,48372,366SH DFND1572,36600
ARTISAN PARTNERS ASSET MANAGEMCOMMON04316A108751,648SH DFND151,64800
ARUBA NETWORKS INCCOMMON0431761061,42358,089SH DFND1558,08900
ASBURY AUTOMOTIVE GROUPCOMMON04343610438457SH DFND12,1545700
ASBURY AUTOMOTIVE GROUPCOMMON0434361045,47765,907SH DFND1565,90700
ASCENA RETAIL GROUP INCCOMMON04351G10170,0194,825,598SH DFND14,825,59800
ASCENA RETAIL GROUP INCCOMMON04351G101422,916SH DFND12,152,91600
ASCENA RETAIL GROUP INCCOMMON04351G1013,149217,033SH DFND14217,03300
ASCENA RETAIL GROUP INCCOMMON04351G1011,02070,286SH DFND1570,28600
ASCENT CAPITAL GROUP INCCOMMON04363210890322,682SH DFND1522,68200
ASHFORD HOSPITALITY TRUSTCOMMON04410310986890,208SH DFND1590,20800
ASHFORD INCCOMMON04410410717140SH DFND1514000
ASHLAND INCCOMMON0442091045554,360SH DFND14,36000
ASHLAND INCCOMMON0442091043692,900SH DFND112,90000
ASHLAND INCCOMMON044209104112878SH DFND12,1587800
ASHLAND INCCOMMON0442091046094,781SH DFND144,78100
ASHLAND INCCOMMON04420910443,396340,869SH DFND15340,86900
ASML HOLDING NV-NY REG SHS ADRCOMMONN0705921012119SH DFND111900
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592102,32423,000SH DFND1023,00000
ASML HOLDING NV-NY REG SHS ADRCOMMONN070592105,15351,008SH DFND1551,00800
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841056,547138,620SH DFND189,720048,900
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841052114,468SH DFND12,154,46800
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841052,19846,543SH DFND1446,54300
ASPEN INSURANCE HOLDINGS LTDCOMMONG053841056,036127,795SH DFND15127,79500
ASPEN INSURANCE HOLDINGS LTDCOMMONG0538410586918,400SH DFND3,118,40000
ASPEN TECHNOLOGY INCCOMMON04532710351,3441,333,962SH DFND11,304,516029,446
ASPEN TECHNOLOGY INCCOMMON0453271031935,027SH DFND155,02700
ASSOCIATED BANC CORPCOMMON04548710564034,400SH DFND10034,400
ASSOCIATED BANC CORPCOMMON045487105432,289SH DFND12,152,28900
ASSOCIATED BANC CORPCOMMON0454871055,277283,732SH DFND15283,73200
ASSOCIATED BANC CORPCOMMON045487105633,400SH DFND5003,400
ASSOCIATED ESTATES REALTY CORPCOMMON04560410513537SH DFND153700
ASSOCIATED ESTATES REALTY CORPCOMMON0456041053,115126,218SH DFND15126,21800
ASSURANT INCCOMMON04621X10813,170214,460SH DFND1214,46000
ASSURANT INCCOMMON04621X1081903,100SH DFND113,10000
ASSURANT INCCOMMON04621X1081262,055SH DFND12,152,05500
ASSURANT INCCOMMON04621X1081,32121,513SH DFND1421,51300
ASSURANT INCCOMMON04621X10850,490822,175SH DFND15822,17500
ASSURANT INCCOMMON04621X1084918,000SH DFND4,18,00000
ASSURANT INCCOMMON04621X1085108,300SH DFND58,30000
ASSURANT INCCOMMON04621X1081,81829,600SH DFND5,10029,600
ASSURANT INCCOMMON04621X1081722,800SH DFND7,5002,800
ASSURANT INCCOMMON04621X10862610,200SH DFND8,10010,200
ASSURANT INCCOMMON04621X108981,600SH DFND9,11,60000
ASSURED GUARANTY LTDCOMMONG0585R1062,752104,300SH DFND139,000065,300
ASSURED GUARANTY LTDCOMMONG0585R1062178,222SH DFND12,158,22200
ASSURED GUARANTY LTDCOMMONG0585R1067,453282,409SH DFND15282,40900
ASTEC INDUSTRIES INCCOMMON0462241011,53835,871SH DFND1535,87100
ASTORIA FINANCIAL CORPCOMMON04626510412890SH DFND189000
ASTORIA FINANCIAL CORPCOMMON0462651043,297254,569SH DFND15254,56900
ASTRAZENECA PLC ADRCOMMON04635310834,117498,573SH DFND1498,57300
ASTRAZENECA PLC ADRCOMMON0463531085,97887,356SH DFND1487,35600
ASTRAZENECA PLC ADRCOMMON0463531081,99229,112SH DFND1529,11200
ASTRAZENECA PLC ADRCOMMON0463531089,128133,392SH DFND9,1133,39200
ASTRONICS CORPCOMMON0464331083,84952,223SH DFND1552,22300
AT&T INCCOMMON00206R102310,6849,515,592SH DFND19,515,59200
AT&T INCCOMMON00206R1023,314101,500SH DFND1,5101,50000
AT&T INCCOMMON00206R1026,926212,140SH DFND11212,14000
AT&T INCCOMMON00206R1024,485137,363SH DFND12,15137,36300
AT&T INCCOMMON00206R102220,0836,740,670SH DFND146,740,67000
AT&T INCCOMMON00206R102227,5426,969,137SH DFND156,969,13700
AT&T INCCOMMON00206R102581,780SH DFND15,11,78000
AT&T INCCOMMON00206R1021,30039,806SH DFND339,80600
AT&T INCCOMMON00206R1022156,600SH DFND3,16,60000
AT&T INCCOMMON00206R1022086,377SH DFND46,37700
AT&T INCCOMMON00206R1029,002275,700SH DFND588,3000187,400
AT&T INCCOMMON00206R1028,228252,000SH DFND5,100252,000
AT&T INCCOMMON00206R1022,92589,600SH DFND689,60000
AT&T INCCOMMON00206R1025,603171,600SH DFND6,582,200089,400
AT&T INCCOMMON00206R10296629,600SH DFND7,50029,600
AT&T INCCOMMON00206R1022,09364,100SH DFND8,10064,100
AT&T INCCOMMON00206R1021,57748,313SH DFND9,148,31300
ATHENAHEALTH INCCOMMON04685W1031521,275SH DFND12,151,27500
ATHENAHEALTH INCCOMMON04685W1031,33811,203SH DFND1511,20300
ATLANTIC POWER CORPCOMMON04878Q86316659,055SH DFND1559,05500
ATLANTIC TELE-NETWORK INCCOMMON0490792054506,500SH DFND120006,300
ATLANTIC TELE-NETWORK INCCOMMON0490792052,20431,836SH DFND1531,83600
ATLANTIC TELE-NETWORK INCCOMMON04907920548700SH DFND3,170000
ATLAS AIR WORLDWIDE HOLDINGSCOMMON0491642051,27329,586SH DFND1529,58600
ATMEL CORPCOMMON04951310448,3995,880,815SH DFND15,880,81500
ATMEL CORPCOMMON0495131042,001243,101SH DFND15243,10100
ATMOS ENERGY CORPCOMMON0495601051302,344SH DFND12,34400
ATMOS ENERGY CORPCOMMON049560105911,648SH DFND12,151,64800
ATMOS ENERGY CORPCOMMON0495601059,203166,417SH DFND14166,41700
ATMOS ENERGY CORPCOMMON0495601054,62783,663SH DFND1583,66300
ATRION CORPORATIONCOMMON0499041057882,282SH DFND152,28200
ATWOOD OCEANICS INCCOMMON05009510818,406654,801SH DFND1654,80100
ATWOOD OCEANICS INCCOMMON050095108351,257SH DFND12,151,25700
ATWOOD OCEANICS INCCOMMON0500951082127,548SH DFND147,54800
ATWOOD OCEANICS INCCOMMON0500951082,57891,704SH DFND1591,70400
AU OPTRONICS CORP ADRCOMMON00225510749198,034SH DFND1598,03400
AU OPTRONICS CORP ADRCOMMON0022551071,528305,000SH DFND7,500305,000
AURICO GOLD INCCOMMON05155C105767277,535SH DFND15277,53500
AURICO GOLD INCCOMMON05155C1056122,045SH DFND1522,04500
AUSPEX PHARMACEUTICALS -REDHCOMMON05211J1022,76627,584SH DFND1527,58400
AUTODESK INCCOMMON05276910683,1461,417,903SH DFND11,385,767032,136
AUTODESK INCCOMMON0527691065469,304SH DFND119,30400
AUTODESK INCCOMMON0527691063,20654,674SH DFND12,1554,67400
AUTODESK INCCOMMON052769106112,1431,912,402SH DFND151,912,40200
AUTODESK INCCOMMON0527691061051,790SH DFND15,11,79000
AUTODESK INCCOMMON0527691065819,910SH DFND5009,910
AUTODESK INCCOMMON0527691065469,303SH DFND9,19,30300
AUTOHOME INC ADRCOMMON05278C1074,461101,462SH DFND15101,46200
AUTOLIV INCCOMMON0528001094363,700SH DFND113,70000
AUTOLIV INCCOMMON0528001091391,182SH DFND12,151,18200
AUTOLIV INCCOMMON0528001092,53521,521SH DFND1521,52100
AUTOLIV INCCOMMON0528001095424,600SH DFND5004,600
AUTOMATIC DATA PROCESSINGCOMMON053015103127,3231,486,726SH DFND11,486,72600
AUTOMATIC DATA PROCESSINGCOMMON0530151031,68719,701SH DFND1119,70100
AUTOMATIC DATA PROCESSINGCOMMON0530151039,903115,637SH DFND12,15115,63700
AUTOMATIC DATA PROCESSINGCOMMON053015103108,7121,269,407SH DFND141,269,40700
AUTOMATIC DATA PROCESSINGCOMMON053015103382,4934,466,284SH DFND154,466,28400
AUTOMATIC DATA PROCESSINGCOMMON0530151037,17183,735SH DFND283,73500
AUTOMATIC DATA PROCESSINGCOMMON0530151036747,874SH DFND37,87400
AUTOMATIC DATA PROCESSINGCOMMON0530151031,44716,900SH DFND50016,900
AUTOMATIC DATA PROCESSINGCOMMON0530151031141,334SH DFND9,11,33400
AUTONATION INCCOMMON05329W1029,884153,647SH DFND1153,64700
AUTONATION INCCOMMON05329W1022123,300SH DFND113,30000
AUTONATION INCCOMMON05329W102961,485SH DFND12,151,48500
AUTONATION INCCOMMON05329W10265410,165SH DFND1410,16500
AUTONATION INCCOMMON05329W10229,550459,349SH DFND15459,34900
AUTONATION INCCOMMON05329W10237571SH DFND15,157100
AUTOZONE INCCOMMON05333210211,35916,651SH DFND116,65100
AUTOZONE INCCOMMON0533321028751,282SH DFND111,28200
AUTOZONE INCCOMMON053332102150220SH DFND12,1522000
AUTOZONE INCCOMMON0533321022,7384,014SH DFND144,01400
AUTOZONE INCCOMMON05333210251,86176,025SH DFND1576,02500
AUTOZONE INCCOMMON053332102614900SH DFND500900
AVAGO TECHNOLOGIES LTDCOMMONY0486S104478,4253,767,722SH DFND13,439,5510328,171
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,30810,300SH DFND1110,30000
AVAGO TECHNOLOGIES LTDCOMMONY0486S1047,77961,259SH DFND12,1561,25900
AVAGO TECHNOLOGIES LTDCOMMONY0486S1045,54843,692SH DFND1443,69200
AVAGO TECHNOLOGIES LTDCOMMONY0486S104261,7062,061,000SH DFND152,061,00000
AVAGO TECHNOLOGIES LTDCOMMONY0486S10420,819163,957SH DFND2,1163,95700
AVAGO TECHNOLOGIES LTDCOMMONY0486S10418,895148,805SH DFND3,1148,80500
AVAGO TECHNOLOGIES LTDCOMMONY0486S1041,43511,300SH DFND50011,300
AVAGO TECHNOLOGIES LTDCOMMONY0486S1044,94938,975SH DFND9,138,97500
AVALANCHE BIOTECHNOLOGIES INCCOMMON05337G10712,519308,959SH DFND1308,95900
AVALANCHE BIOTECHNOLOGIES INCCOMMON05337G1073,30981,659SH DFND9,181,65900
AVALONBAY COMMUNITIES INCCOMMON0534841011,041,7445,978,447SH DFND13,251,42602,727,021
AVALONBAY COMMUNITIES INCCOMMON0534841019485,441SH DFND115,44100
AVALONBAY COMMUNITIES INCCOMMON0534841014,15723,856SH DFND11,123,85600
AVALONBAY COMMUNITIES INCCOMMON053484101142816SH DFND12,1581600
AVALONBAY COMMUNITIES INCCOMMON05348410120,142115,594SH DFND13,1115,59400
AVALONBAY COMMUNITIES INCCOMMON05348410163,763365,926SH DFND15365,92600
AVALONBAY COMMUNITIES INCCOMMON0534841013,03217,401SH DFND15,117,40100
AVALONBAY COMMUNITIES INCCOMMON0534841019,02351,784SH DFND2,151,78400
AVALONBAY COMMUNITIES INCCOMMON05348410158,759337,211SH DFND3,1337,21100
AVALONBAY COMMUNITIES INCCOMMON0534841019675,550SH DFND5,1005,550
AVALONBAY COMMUNITIES INCCOMMON0534841017144,100SH DFND7,5004,100
AVALONBAY COMMUNITIES INCCOMMON0534841018,27047,459SH DFND9,147,45900
AVENUE INCOME CREDIT STRATEG CCOMMON05358E1063,079203,381SH DFND14203,38100
AVERY DENNISON CORPCOMMON05361110982,0701,551,127SH DFND11,551,12700
AVERY DENNISON CORPCOMMON0536111091963,697SH DFND113,69700
AVERY DENNISON CORPCOMMON053611109741,396SH DFND12,151,39600
AVERY DENNISON CORPCOMMON0536111098,272156,332SH DFND15156,33200
AVERY DENNISON CORPCOMMON0536111094027,591SH DFND37,59100
AVERY DENNISON CORPCOMMON0536111091,24323,500SH DFND6,510,400013,100
AVERY DENNISON CORPCOMMON053611109681,276SH DFND9,11,27600
AVG TECHNOLOGIES NVCOMMONN0783110521810,092SH DFND1510,09200
AVID TECHNOLOGY INCCOMMON05367P10038325,692SH DFND1525,69200
AVIS BUDGET GROUP INCCOMMON0537741053115,266SH DFND12,155,26600
AVIS BUDGET GROUP INCCOMMON0537741053,19854,194SH DFND1454,19400
AVIS BUDGET GROUP INCCOMMON0537741055,07686,007SH DFND1586,00700
AVISTA CORPCOMMON05379B10714403SH DFND140300
AVISTA CORPCOMMON05379B107401,160SH DFND12,151,16000
AVISTA CORPCOMMON05379B1078220SH DFND1422000
AVISTA CORPCOMMON05379B10715,522454,125SH DFND15454,12500
AVIV REIT INCCOMMON05381L1011,11330,502SH DFND1530,50200
AVIVA PLC - SPON ADRCOMMON05382A104251,549SH DFND11,54900
AVIVA PLC - SPON ADRCOMMON05382A10455034,025SH DFND1534,02500
AVNET INCCOMMON0538071032726,123SH DFND116,12300
AVNET INCCOMMON0538071032255,052SH DFND12,155,05200
AVNET INCCOMMON0538071034,36898,155SH DFND1598,15500
AVON PRODUCTS INCCOMMON05430310214,9281,868,370SH DFND11,770,240098,130
AVON PRODUCTS INCCOMMON05430310215219,085SH DFND1119,08500
AVON PRODUCTS INCCOMMON05430310215319,147SH DFND12,1519,14700
AVON PRODUCTS INCCOMMON0543031023,233404,579SH DFND15404,57900
AVON PRODUCTS INCCOMMON0543031021,063133,100SH DFND3,1133,10000
AVON PRODUCTS INCCOMMON0543031024,931617,200SH DFND4,1617,20000
AVON PRODUCTS INCCOMMON0543031021,299162,600SH DFND5,100162,600
AVON PRODUCTS INCCOMMON05430310240550,700SH DFND7,50050,700
AVON PRODUCTS INCCOMMON05430310245857,300SH DFND8,10057,300
AVON PRODUCTS INCCOMMON05430310268085,100SH DFND9,185,10000
AVX CORPCOMMON00244410717612,300SH DFND112,30000
AVX CORPCOMMON0024441071,08676,112SH DFND1576,11200
AVX CORPCOMMON00244410733223,300SH DFND50023,300
AWARE INC/MASSCOMMON05453N100214,800SH DFND3,14,80000
AXALTA COATING SYSTEMS LTDCOMMONG0750C1082308,341SH DFND158,34100
AXCELIS TECHNOLOGIESCOMMON054540109245102,793SH DFND15102,79300
AXIALL CORPCOMMON05463D10045962SH DFND12,1596200
AXIALL CORPCOMMON05463D1003858,199SH DFND148,19900
AXIALL CORPCOMMON05463D10098621,015SH DFND1521,01500
AXIS CAPITAL HOLDINGS LTDCOMMONG0692U1092214,276SH DFND114,27600
AXIS CAPITAL HOLDINGS LTDCOMMONG0692U109921,785SH DFND12,151,78500
AXIS CAPITAL HOLDINGS LTDCOMMONG0692U1091,19123,084SH DFND1423,08400
AXIS CAPITAL HOLDINGS LTDCOMMONG0692U10921,583418,429SH DFND15418,42900
AZZ INCCOMMON0024741041,85339,771SH DFND1539,77100
B&G FOODS INCCOMMON05508R10633,9551,153,750SH DFND11,153,75000
B&G FOODS INCCOMMON05508R1061,76159,852SH DFND1459,85200
B&G FOODS INCCOMMON05508R1063,313112,585SH DFND15112,58500
B2GOLD CORPCOMMON11777Q2097,0014,691,795SH DFND1,24,691,79500
B2GOLD CORPCOMMON11777Q209405271,471SH DFND15271,47100
B2GOLD CORPCOMMON11777Q209901603,520SH DFND9,1603,52000
B2GOLD CORPCOMMON11777Q209901603,520SH DFND9,2603,52000
BABCOCK & WILCOX COCOMMON05615F102119,9953,739,324SH DFND13,739,32400
BABCOCK & WILCOX COCOMMON05615F102391,226SH DFND12,151,22600
BABCOCK & WILCOX COCOMMON05615F10299631,024SH DFND1531,02400
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1001,35665,272SH DFND1465,27200
BABSON CAPITAL GLOBAL SHORT DUCOMMON05617T1002,706130,208SH DFND15130,20800
BADGER METER INCCOMMON05652510812,727212,327SH DFND15212,32700
BAIDU INC ADRCOMMON056752108534,1502,563,102SH DFND12,359,6430203,459
BAIDU INC ADRCOMMON0567521081,6657,990SH DFND1,47,99000
BAIDU INC ADRCOMMON0567521082,0579,871SH DFND11,49,87100
BAIDU INC ADRCOMMON05675210813,50864,816SH DFND11,664,81600
BAIDU INC ADRCOMMON05675210813,66165,553SH DFND12,1565,55300
BAIDU INC ADRCOMMON05675210818,59989,247SH DFND12,489,24700
BAIDU INC ADRCOMMON05675210865,320313,434SH DFND12,6313,43400
BAIDU INC ADRCOMMON056752108152730SH DFND13,473000
BAIDU INC ADRCOMMON056752108484,2992,323,890SH DFND152,323,89000
BAIDU INC ADRCOMMON05675210825,394121,852SH DFND2121,85200
BAIDU INC ADRCOMMON05675210840,377193,748SH DFND2,1193,74800
BAIDU INC ADRCOMMON0567521085352,568SH DFND2,62,56800
BAIDU INC ADRCOMMON05675210818,98391,091SH DFND3,191,09100
BAIDU INC ADRCOMMON05675210864,227308,193SH DFND4308,19300
BAIDU INC ADRCOMMON056752108424,8152,038,460SH DFND6338,77001,699,690
BAIDU INC ADRCOMMON05675210816,06077,064SH DFND6,477,06400
BAIDU INC ADRCOMMON0567521081,8718,980SH DFND9,18,98000
BAIDU INC ADRCOMMON056752108141,426678,626SH DFND9,4678,62600
BAIDU INC ADRCOMMON0567521083181,528SH DFND9,61,52800
BAKER HUGHES INCCOMMON057224107625,4499,837,202SH DFND19,381,5150455,687
BAKER HUGHES INCCOMMON0572241071,19818,845SH DFND1118,84500
BAKER HUGHES INCCOMMON0572241073886,105SH DFND12,156,10500
BAKER HUGHES INCCOMMON0572241072,37537,355SH DFND1437,35500
BAKER HUGHES INCCOMMON05722410713,826217,464SH DFND15217,46400
BAKER HUGHES INCCOMMON0572241071,28720,246SH DFND320,24600
BAKER HUGHES INCCOMMON0572241071,07416,889SH DFND50016,889
BAKER HUGHES INCCOMMON0572241073435,400SH DFND65,40000
BAKER HUGHES INCCOMMON05722410788413,900SH DFND6,56,50007,400
BAKER HUGHES INCCOMMON0572241071682,649SH DFND9,12,64900
BALCHEM CORPCOMMON0576652001,55928,155SH DFND1528,15500
BALDWIN & LYONS INC -CL BCOMMON05775520924310,377SH DFND1510,37700
BALL CORPCOMMON0584981069,887139,961SH DFND1139,96100
BALL CORPCOMMON0584981063765,326SH DFND115,32600
BALL CORPCOMMON0584981061001,422SH DFND12,151,42200
BALL CORPCOMMON0584981062,53835,930SH DFND1435,93000
BALL CORPCOMMON058498106113,4331,605,788SH DFND151,605,78800
BALLARD POWER SYSTEMS INCCOMMON0585861082813,247SH DFND12,1513,24700
BALLARD POWER SYSTEMS INCCOMMON05858610814167,823SH DFND1567,82300
BALLARD POWER SYSTEMS INCCOMMON0585861083,3111,576,476SH DFND151,576,47600
BALTIC TRADING LTDCOMMONY0553W103283189,744SH DFND15189,74400
BANC OF CALIFORNIA INCCOMMON05990K10636029,238SH DFND1529,23800
BANCFIRST CORPCOMMON05945F103701,140SH DFND11,14000
BANCFIRST CORPCOMMON05945F1034978,143SH DFND158,14300
BANCFIRST CORPCOMMON05945F10312200SH DFND3,120000
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K101303,003SH DFND13,00300
BANCO BILBAO VIZCAYA-SP ADRCOMMON05946K1011,443143,901SH DFND15143,90100
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303458,68649,427,322SH DFND145,401,51104,025,812
BANCO BRADESCO SA ADR REP1 PRFCOMMON059460303293,173SH DFND143,17300
BANCO BRADESCO SA ADR REP1 PRFCOMMON0594603034,773514,315SH DFND15514,31500
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030322,3562,409,031SH DFND22,409,03100
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030323,2462,504,921SH DFND2,12,504,92100
BANCO BRADESCO SA ADR REP1 PRFCOMMON05946030316,7261,802,405SH DFND3,11,802,40500
BANCO DE CHILE ADR W-ICOMMON0595201061,08416,167SH DFND1416,16700
BANCO LATINOAMERICANO DE COMERCOMMONP169941323,294100,450SH DFND1100,45000
BANCO LATINOAMERICANO DE COMERCOMMONP1699413233410,192SH DFND1410,19200
BANCO LATINOAMERICANO DE COMERCOMMONP1699413297329,661SH DFND1529,66100
BANCO LATINOAMERICANO DE COMERCOMMONP169941321,03331,500SH DFND3,131,50000
BANCO LATINOAMERICANO DE COMERCOMMONP1699413238011,600SH DFND50011,600
BANCO MACRO SA-ADRCOMMON05961W1054778,345SH DFND148,34500
BANCO SANTANDER CHILE ADRCOMMON05965X10998045,201SH DFND1445,20100
BANCO SANTANDER SACOMMON05964H1052,397321,736SH DFND15321,73600
BANCOLOMBIA SA ADRCOMMON05968L10228700SH DFND1,570000
BANCOLOMBIA SA ADRCOMMON05968L10219,666500,028SH DFND15500,02800
BANCOLOMBIA SA ADRCOMMON05968L102982,500SH DFND9,52,50000
BANCORP INC/THECOMMON05969A10547052,104SH DFND1552,10400
BANCORPSOUTH INCCOMMON0596921032,866123,449SH DFND15123,44900
BANK MUTUAL CORPCOMMON06375010354173,910SH DFND1573,91000
BANK OF AMERICA CORPCOMMON0605051041,051,50068,323,554SH DFND164,579,05403,744,500
BANK OF AMERICA CORPCOMMON0605051046,621430,186SH DFND11430,18600
BANK OF AMERICA CORPCOMMON0605051043,202208,058SH DFND12,15208,05800
BANK OF AMERICA CORPCOMMON0605051044,342282,141SH DFND14282,14100
BANK OF AMERICA CORPCOMMON06050510493,0156,043,842SH DFND156,043,84200
BANK OF AMERICA CORPCOMMON06050510479751,806SH DFND351,80600
BANK OF AMERICA CORPCOMMON06050510437724,500SH DFND3,124,50000
BANK OF AMERICA CORPCOMMON0605051041,875121,800SH DFND4,1121,80000
BANK OF AMERICA CORPCOMMON0605051045,862380,900SH DFND500380,900
BANK OF AMERICA CORPCOMMON0605051048,241535,500SH DFND5,100535,500
BANK OF AMERICA CORPCOMMON0605051046,033391,978SH DFND6391,97800
BANK OF AMERICA CORPCOMMON0605051048,406546,200SH DFND6,5262,2000284,000
BANK OF AMERICA CORPCOMMON0605051041,938125,900SH DFND8,100125,900
BANK OF AMERICA CORPCOMMON0605051043,195207,571SH DFND9,1207,57100
BANK OF AMERICA CORP CVT PFD 7CONVERT06050568225,45422,000SH DFND122,00000
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BANK OF HAWAII CORPCOMMON06254010935576SH DFND12,1557600
BANK OF HAWAII CORPCOMMON0625401095,91796,664SH DFND1596,66400
BANK OF HAWAII CORPCOMMON0625401094046,600SH DFND5006,600
BANK OF KENTUCKY FINL CORPCOMMON0628961051913,903SH DFND153,90300
BANK OF MARIN BANCORP-CACOMMON0634251022404,714SH DFND154,71400
BANK OF MONTREALCOMMON0636711012,68044,693SH DFND1444,69300
BANK OF MONTREALCOMMON06367110110,636177,356SH DFND2,15177,35600
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BANK OF MONTREALCOMMON06367110122,245371,206SH DFND2,1371,20600
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BANK OF NEW YORK MELLON CORPCOMMON064058100339,3218,432,428SH DFND18,223,4370208,991
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BANK OF NEW YORK MELLON CORPCOMMON06405810060915,146SH DFND12,1515,14600
BANK OF NEW YORK MELLON CORPCOMMON0640581004,797119,213SH DFND14119,21300
BANK OF NEW YORK MELLON CORPCOMMON06405810024,338604,824SH DFND15604,82400
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BANK OF NEW YORK MELLON CORPCOMMON0640581001,87546,600SH DFND6,519,400027,200
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BANK OF NOVA SCOTIACOMMON06414910724,525488,860SH DFND2,1488,86000
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BANK OF THE OZARKSCOMMON0639041066,463175,018SH DFND15175,01800
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BANKUNITED INCCOMMON06652K10386726,480SH DFND1526,48000
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BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H7761,32351,200SH DFND1451,20000
BARCLAYS BANK PLC 7.1 SERIES 3PREFERRED06739H77621,144818,285SH DFND15818,28500
BARCLAYS BANK PLC PFDPREFERRED06739F3902339,096SH DFND149,09600
BARCLAYS BANK PLC PFDPREFERRED06739F39018,962738,976SH DFND15738,97600
BARCLAYS BANK PLC PFDPREFERRED06739H51174728,700SH DFND128,70000
BARCLAYS BANK PLC PFDPREFERRED06739H51193936,068SH DFND1436,06800
BARCLAYS BANK PLC PFDPREFERRED06739H51115,719603,640SH DFND15603,64000
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BARCLAYS BANK PLC PFD 8.125PREFERRED06739H362166,3376,336,650SH DFND156,336,65000
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BARCLAYS PLC ADRCOMMON06738E2047,639524,323SH DFND15524,32300
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BARD (C.R.) INCCOMMON0673831095173,087SH DFND113,08700
BARD (C.R.) INCCOMMON06738310966392SH DFND12,1539200
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BARD (C.R.) INCCOMMON0673831091,3788,232SH DFND54,10004,132
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BARNES & NOBLE INCCOMMON0677741092,25694,994SH DFND1594,99400
BARNES & NOBLE INCCOMMON067774109783,300SH DFND3,13,30000
BARNES GROUP INCCOMMON0678061093,19578,897SH DFND1578,89700
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BARRETT BUSINESS SVCS INCCOMMON0684631081,18227,596SH DFND1527,59600
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BARRICK GOLD CORPCOMMON0679011082,450223,572SH DFND2,15223,57200
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BAXTER INTERNATIONAL INCCOMMON0718131092,58837,778SH DFND1137,77800
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BAXTER INTERNATIONAL INCCOMMON071813109135,0471,971,484SH DFND151,971,48400
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BAXTER INTERNATIONAL INCCOMMON07181310953,274777,724SH DFND6777,72400
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BGC PARTNERS INC-CL ACOMMON05541T1017,883834,157SH DFND15834,15700
BHP BILLITON PLC-ADRCOMMON05545E20919,771446,693SH DFND14446,69300
BHP BILLITON PLC-ADRCOMMON05545E20924,918562,992SH DFND15562,99200
BHP LTD-ADRCOMMON08860610825,473548,160SH DFND15548,16000
BIG 5 SPORTING GOODS CORPCOMMON08915P10189567,424SH DFND1567,42400
BIG LOTS INCCOMMON08930210317,932373,360SH DFND1373,36000
BIG LOTS INCCOMMON089302103641,342SH DFND12,151,34200
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BIG LOTS INCCOMMON08930210380716,800SH DFND3,116,80000
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BILL BARRETT CORPCOMMON06846N104978117,840SH DFND115,2400102,600
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BIODELIVERY SCIENCES INTERNATICOMMON09060J10644,0554,195,711SH DFND154,195,71100
BIOGEN INCCOMMON09062X103500,4341,185,188SH DFND11,185,18800
BIOGEN INCCOMMON09062X1034,30110,186SH DFND1110,18600
BIOGEN INCCOMMON09062X10323,66756,051SH DFND12,1556,05100
BIOGEN INCCOMMON09062X10311,33226,839SH DFND1426,83900
BIOGEN INCCOMMON09062X103940,8942,228,339SH DFND152,228,33900
BIOGEN INCCOMMON09062X1031,1072,621SH DFND42,62100
BIOGEN INCCOMMON09062X1033,5058,300SH DFND5008,300
BIOGEN INCCOMMON09062X1034641,100SH DFND6,55000600
BIOGEN INCCOMMON09062X10317,24640,843SH DFND9,140,84300
BIOMARIN PHARMA(BMRN) CVT 0.75CONVERT09061GAE118,62712,517,000SH DFND112,517,00000
BIOMARIN PHARMA(BMRN) CVT 1.5CONVERT09061GAF868,16245,010,000SH DFND140,623,00004,387,000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10158,194466,970SH DFND1466,97000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1017986,400SH DFND116,40000
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10135,987288,773SH DFND15288,77300
BIOMARIN PHARMACEUTICAL INCCOMMON09061G1014863,900SH DFND5003,900
BIOMARIN PHARMACEUTICAL INCCOMMON09061G10115,333123,041SH DFND9,1123,04100
BIOMED REALTY TRUST INCCOMMON09063H107202,1148,919,433SH DFND1008,919,433
BIOMED REALTY TRUST INCCOMMON09063H107502,224SH DFND12,152,22400
BIOMED REALTY TRUST INCCOMMON09063H1072,562113,083SH DFND15113,08300
BIO-REFERENCE LABS INCCOMMON09057G6021,49042,289SH DFND1442,28900
BIO-REFERENCE LABS INCCOMMON09057G6022,70076,605SH DFND1576,60500
BIOSCRIP INCCOMMON09069N108615138,922SH DFND15138,92200
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311061,45437,150SH DFND137,15000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON0909311062666,800SH DFND3,16,80000
BIOSPECIFICS TECHNOLOGIES CORPCOMMON090931106862,200SH DFND5002,200
BIO-TECHNE CORP TECHCOMMON09073M10485,526852,791SH DFND1816,728036,063
BIO-TECHNE CORP TECHCOMMON09073M1041,41014,056SH DFND12,114,05600
BIO-TECHNE CORP TECHCOMMON09073M1041,60215,970SH DFND1515,97000
BIO-TECHNE CORP TECHCOMMON09073M1043,17531,656SH DFND631,65600
BIO-TECHNE CORP TECHCOMMON09073M1042,35223,452SH DFND6,10023,452
BIO-TECHNE CORP TECHCOMMON09073M1043793,779SH DFND9,63,77900
BITAUTO HOLDINGS LTD ADRCOMMON0917271072,91057,187SH DFND1557,18700
BJ'S RESTAURANTS INCCOMMON09180C10646,460920,907SH DFND1920,90700
BJ'S RESTAURANTS INCCOMMON09180C1068,831175,041SH DFND15175,04100
BLACK BOX CORPORATIONCOMMON09182610721710,350SH DFND15,45004,900
BLACK BOX CORPORATIONCOMMON0918261071,47770,560SH DFND1570,56000
BLACK BOX CORPORATIONCOMMON091826107211,000SH DFND3,11,00000
BLACK DIAMOND INCCOMMON09202G101151,591SH DFND151,59100
BLACK HILLS CORPCOMMON09211310939770SH DFND12,1577000
BLACK HILLS CORPCOMMON0921131093,31265,653SH DFND1465,65300
BLACK HILLS CORPCOMMON0921131091,58331,379SH DFND1531,37900
BLACK ROCK CAPITAL INVESTMENTCOMMON092533108232,533SH DFND12,152,53300
BLACK ROCK CAPITAL INVESTMENTCOMMON09253310818520,390SH DFND1420,39000
BLACK ROCK CAPITAL INVESTMENTCOMMON0925331082,678295,554SH DFND15295,55400
BLACKBAUD INCCOMMON09227Q10064513,617SH DFND113,61700
BLACKBAUD INCCOMMON09227Q10035745SH DFND12,174500
BLACKBAUD INCCOMMON09227Q1002435,128SH DFND12,155,12800
BLACKBAUD INCCOMMON09227Q1008,623181,993SH DFND15181,99300
BLACKBAUD INCCOMMON09227Q100821,737SH DFND61,73700
BLACKBAUD INCCOMMON09227Q100621,306SH DFND6,1001,306
BLACKBAUD INCCOMMON09227Q10010207SH DFND9,620700
BLACKBERRY LTDCOMMON09228F10318320,564SH DFND1120,56400
BLACKBERRY LTDCOMMON09228F103131,512SH DFND12,151,51200
BLACKBERRY LTDCOMMON09228F10359266,430SH DFND1566,43000
BLACKBERRY LTDCOMMON09228F1032,688301,511SH DFND2,1301,51100
BLACKBERRY LTDCOMMON09228F10320022,400SH DFND50022,400
BLACKBERRY LTDCOMMON09228F1031,813203,000SH DFND2,15203,00000
BLACKBERRY LTDCOMMON09228F10316918,978SH DFND418,97800
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E1042,20961,760SH DFND161,76000
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10419525SH DFND1552500
BLACKHAWK NETWORK HLDGS -SPNCOMMON09238E10466218,500SH DFND3,118,50000
BLACKHAWK NETWORK HOLDINGS INCCOMMON09238E20359816,834SH DFND1516,83400
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1003,141138,568SH DFND14138,56800
BLACKROCK BUILD AMERICA BOND CCOMMON09248X1008,686383,152SH DFND15383,15200
BLACKROCK CALIFOR MUNI IN TR CCOMMON09248E10247730,686SH DFND1430,68600
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1011,881136,098PRN DFND14136,09800
BLACKROCK CORE BOND TRUST CEFCOMMON09249E1016,323457,545PRN DFND15457,54500
BLACKROCK CORPORATE HY FD INCCOMMON09255P1079,120817,231SH DFND14817,23100
BLACKROCK CORPORATE HY FD INCCOMMON09255P10712,1491,088,589SH DFND151,088,58900
BLACKROCK CREDIT ALLOCATION INCOMMON09250810073854,805SH DFND1454,80500
BLACKROCK CREDIT ALLOCATION INCOMMON09250810013,5581,007,257SH DFND151,007,25700
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1034,8201,292,214SH DFND141,292,21400
BLACKROCK DEBT STRATEGIES FD CCOMMON09255R1036,5651,760,171SH DFND151,760,17100
BLACKROCK ENH CAP AND INC CEFCOMMON09256A10910,271682,429SH DFND14682,42900
BLACKROCK ENH CAP AND INC CEFCOMMON09256A1095,415359,820SH DFND15359,82000
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A1049,2201,123,041SH DFND141,123,04100
BLACKROCK ENHANCED EQUITY DIVICOMMON09251A10412,3541,504,805SH DFND151,504,80500
BLACKROCK ENHANCED GOVT FUND CCOMMON09255K10866647,979PRN DFND1447,97900
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X10044632,103SH DFND1432,10300
BLACKROCK FLOAT RT INCOME ST CCOMMON09255X1004,288308,501SH DFND15308,50100
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,538188,393SH DFND14188,39300
BLACKROCK GLBL FLT RT INC TR CCOMMON0919411042,612193,900SH DFND15193,90000
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1016,966342,495SH DFND14342,49500
BLACKROCK GLOBAL ENRG & RES CECOMMON09250U1012,829139,069SH DFND15139,06900
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011057,551544,019SH DFND14544,01900
BLACKROCK GLOBAL OPP EQTY TRCOMMON0925011059,058652,600SH DFND15652,60000
BLACKROCK HEALTH SCIENCES TR CCOMMON09250W1071,58636,893SH DFND1536,89300
BLACKROCK INCCOMMON09247X10124,94168,175SH DFND168,17500
BLACKROCK INCCOMMON09247X1011,9765,400SH DFND115,40000
BLACKROCK INCCOMMON09247X1013991,091SH DFND12,151,09100
BLACKROCK INCCOMMON09247X10115,15641,428SH DFND1441,42800
BLACKROCK INCCOMMON09247X10120,09954,939SH DFND1554,93900
BLACKROCK INCCOMMON09247X1011,7934,900SH DFND5004,900
BLACKROCK INCCOMMON09247X1011,5004,100SH DFND6,52,00002,100
BLACKROCK INCOME TRUST CEFCOMMON09247F100845131,676PRN DFND14131,67600
BLACKROCK INCOME TRUST CEFCOMMON09247F1003,474541,050PRN DFND15541,05000
BLACKROCK INS MUNI INCOME TR CCOMMON09247910429320,385PRN DFND1420,38500
BLACKROCK INTERNATIONAL GROW CCOMMON0925241075,820820,898SH DFND14820,89800
BLACKROCK INTERNATIONAL GROW CCOMMON0925241076,451909,888SH DFND15909,88800
BLACKROCK INVT QUALITY MUNI CFCOMMON09247D1051,13571,175SH DFND1471,17500
BLACKROCK LNG-TM MUN ADV TST CCOMMON09250B1036,222541,474SH DFND14541,47400
BLACKROCK LTD DURATION INC CFCOMMON09249W1019,577606,522SH DFND14606,52200
BLACKROCK LTD DURATION INC CFCOMMON09249W1014,941312,951SH DFND15312,95100
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1071,17267,095PRN DFND1467,09500
BLACKROCK MULTI-SECTOR INCOMECOMMON09258A1076,236356,974PRN DFND15356,97400
BLACKROCK MUN INC TRUST II CEFCOMMON09249N10116410,819SH DFND1410,81900
BLACKROCK MUNI BOND TRUST CEFCOMMON09249H1044,825291,020SH DFND14291,02000
BLACKROCK MUNI NY INT DUR FD CCOMMON09255F10932623,327SH DFND1423,32700
BLACKROCK MUNIASSETS FUND CEFCOMMON09254J1021,30192,511SH DFND1492,51100
BLACKROCK MUNICIPAL INC TRST CCOMMON09248F1092,822192,491SH DFND14192,49100
BLACKROCK MUNIENHANCED FUND CECOMMON09253Y1007,185616,709SH DFND14616,70900
BLACKROCK MUNIHOLDINGS CA IN CCOMMON09254L1073,507238,083SH DFND14238,08300
BLACKROCK MUNIHOLDINGS FD II CCOMMON09253P10955636,064SH DFND1436,06400
BLACKROCK MUNIHOLDINGS FUND CECOMMON09253N10432718,779SH DFND1418,77900
BLACKROCK MUNIHOLDINGS IN II CCOMMON09254C1076,126445,554SH DFND14445,55400
BLACKROCK MUNIHOLDINGS INSUR CCOMMON09254P1086,803471,785SH DFND14471,78500
BLACKROCK MUNIHOLDINGS NY IN CCOMMON09255C1061,38598,583SH DFND1498,58300
BLACKROCK MUNIYIELD CA INSUR CCOMMON09254N1033,618231,340SH DFND14231,34000
BLACKROCK MUNIYIELD CALI FD CECOMMON09254M1054,054255,948SH DFND14255,94800
BLACKROCK MUNIYIELD FL FUND CECOMMON09254R1044,520292,174SH DFND14292,17400
BLACKROCK MUNIYIELD FUND CEFCOMMON09253W10432521,405SH DFND1421,40500
BLACKROCK MUNIYIELD INSURED CECOMMON09254E1036,691471,227PRN DFND14471,22700
BLACKROCK MUNIYIELD NY INSUR CCOMMON09255E1021,27094,940SH DFND1494,94000
BLACKROCK MUNIYIELD QUAL II CECOMMON09254G1086,308470,050SH DFND14470,05000
BLACKROCK MUNIYIELD QUALITY CECOMMON09254F1006,929450,501SH DFND14450,50100
BLACKROCK NEW YORK MUN II CEFCOMMON09249R1021,31289,345SH DFND1489,34500
BLACKROCK NEW YORK MUNI BOND CCOMMON09249P106523,609SH DFND143,60900
BLACKROCK NEW YORK MUNI INC CECOMMON09248L1061,18680,796SH DFND1480,79600
BLACKROCK NY INS MUN INC TR CECOMMON09249U105725,364PRN DFND145,36400
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1084,240443,516SH DFND14443,51600
BLACKROCK RESOURCES COMMOD MFCOMMON09257A1089,9931,045,325SH DFND151,045,32500
BLACKROCK SCIENCE- TECHNOLOGYCOMMON09258G1043,479195,134SH DFND15195,13400
BLACKROCK STRATEGIC MUNICIPL CCOMMON09248T10932123,220SH DFND1423,22000
BLACKROCK UTILITY AND INFRAS CCOMMON09248D10424312,395SH DFND1412,39500
BLACKSTONE / GSO SENIOR FLT RACOMMON09256U1051,13065,489SH DFND1465,48900
BLACKSTONE GROUP LP-THECOMMON09253U1082125,459SH DFND12,155,45900
BLACKSTONE GROUP LP-THECOMMON09253U1082,11754,446SH DFND1454,44600
BLACKSTONE GROUP LP-THECOMMON09253U10824,904640,381SH DFND15640,38100
BLACKSTONE MORTGAGE TRUST INCCOMMON09257W10074026,099SH DFND1526,09900
BLACKSTONE MORTTRUST(BXMT)CVTCONVERT09257WAA89,0658,711,000SH DFND18,711,00000
BLACKSTONE/GSO LONG-SHORT CR CCOMMON09257D1023,093191,621SH DFND14191,62100
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1018,224508,259SH DFND14508,25900
BLACKSTONE/GSO STRATEGIC CEFCOMMON09257R1016,724415,562SH DFND15415,56200
BLOCK H & R INCCOMMON09367110510,628331,386SH DFND1331,38600
BLOCK H & R INCCOMMON09367110536211,279SH DFND1111,27900
BLOCK H & R INCCOMMON093671105832,584SH DFND12,152,58400
BLOCK H & R INCCOMMON0936711051,60650,086SH DFND1450,08600
BLOCK H & R INCCOMMON0936711052,43675,961SH DFND1575,96100
BLOCK H & R INCCOMMON093671105692,144SH DFND15,12,14400
BLOCK H & R INCCOMMON0936711051996,200SH DFND66,20000
BLOCK H & R INCCOMMON0936711051,03932,400SH DFND6,514,000018,400
BLOCK H & R INCCOMMON09367110558018,100SH DFND7,50018,100
BLOOMIN' BRANDS INCCOMMON094235108341,390SH DFND12,151,39000
BLOOMIN' BRANDS INCCOMMON09423510872329,714SH DFND1529,71400
BLOUNT INTERNATIONAL INCCOMMON09518010556443,820SH DFND1543,82000
BLOUNT INTERNATIONAL INCCOMMON095180105705,400SH DFND3,15,40000
BLUCORA INCCOMMON0952291002,330170,601SH DFND15170,60100
BLUE HILLS BANCORP INCCOMMON095573101131,000SH DFND11,00000
BLUE NILE INCCOMMON09578R1031,39943,943SH DFND1543,94300
BLUEBIRD BIO INCCOMMON09609G10021,056174,345SH DFND1174,34500
BLUEBIRD BIO INCCOMMON09609G1002,48020,531SH DFND1520,53100
BLUEBIRD BIO INCCOMMON09609G1005,55045,953SH DFND9,145,95300
BLYTH INCCOMMON09643P20723531,025SH DFND1531,02500
BNC BANCORP BNCNCOMMON05566T10134318,930SH DFND1518,93000
BOB EVANS FARMSCOMMON0967611014,08088,189SH DFND1588,18900
BOEING COCOMMON09702310542,943286,135SH DFND1286,13500
BOEING COCOMMON0970231054,16827,769SH DFND1127,76900
BOEING COCOMMON0970231058965,967SH DFND12,155,96700
BOEING COCOMMON0970231058,28955,228SH DFND1455,22800
BOEING COCOMMON097023105178,2051,187,400SH DFND151,187,40000
BOEING COCOMMON0970231052851,900SH DFND3,11,90000
BOEING COCOMMON0970231053,85725,700SH DFND50025,700
BOEING COCOMMON0970231054,48729,900SH DFND5,10029,900
BOEING COCOMMON0970231051,2618,400SH DFND68,40000
BOEING COCOMMON0970231052,32615,500SH DFND6,56,80008,700
BOFI HOLDING INCCOMMON05566U1088,50691,420SH DFND1591,42000
BOINGO WIRELESS INCCOMMON09739C10220827,630SH DFND1527,63000
BOISE CASCADE CO BCCCOMMON09739D1005,631150,308SH DFND15150,30800
BOK FINANCIAL CORPORATIONCOMMON05561Q2012,32838,022SH DFND1538,02200
BONA FILM GROUP LTD-SPON ADRCOMMON09777B10744860,250SH DFND1560,25000
BONANZA CREEK ENERGY INCCOMMON0977931031,63966,478SH DFND166,47800
BONANZA CREEK ENERGY INCCOMMON0977931035,070205,598SH DFND15205,59800
BON-TON STORESCOMMON09776J101922132,495SH DFND15132,49500
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210651,1111,766,093SH DFND11,766,09300
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210673,8662,552,372SH DFND1,22,552,37200
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021061866,433SH DFND11,26,43300
BOOZ ALLEN HAMILTON HOLDING COCOMMON099502106702,429SH DFND12,152,42900
BOOZ ALLEN HAMILTON HOLDING COCOMMON0995021066,902238,494SH DFND15238,49400
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210622,529778,468SH DFND2778,46800
BOOZ ALLEN HAMILTON HOLDING COCOMMON09950210633311,500SH DFND3,111,50000
BORDERFREE INCCOMMON09970L1008514,181SH DFND1514,18100
BORG WARNER INCCOMMON09972410610,142167,690SH DFND1167,69000
BORG WARNER INCCOMMON0997241065629,300SH DFND119,30000
BORG WARNER INCCOMMON099724106851,404SH DFND12,151,40400
BORG WARNER INCCOMMON0997241063,16452,312SH DFND1452,31200
BORG WARNER INCCOMMON0997241068,578141,828SH DFND15141,82800
BORG WARNER INCCOMMON09972410624,983413,072SH DFND2413,07200
BORG WARNER INCCOMMON0997241061,00316,590SH DFND416,59000
BORG WARNER INCCOMMON0997241064237,000SH DFND5007,000
BOSTON BEER COMPANY INC CL ACOMMON1005571079,28934,740SH DFND1534,74000
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191051,502123,609SH DFND14123,60900
BOSTON PRIVATE FINANCIAL HOLDICOMMON1011191052,003164,890SH DFND15164,89000
BOSTON PROPERTIES INCCOMMON101121101793,9355,651,590SH DFND12,588,95703,062,633
BOSTON PROPERTIES INCCOMMON1011211018836,284SH DFND116,28400
BOSTON PROPERTIES INCCOMMON1011211012,75119,584SH DFND11,119,58400
BOSTON PROPERTIES INCCOMMON1011211011471,045SH DFND12,151,04500
BOSTON PROPERTIES INCCOMMON10112110113,28594,572SH DFND13,194,57200
BOSTON PROPERTIES INCCOMMON1011211018,98863,979SH DFND1463,97900
BOSTON PROPERTIES INCCOMMON10112110157,854411,828SH DFND15411,82800
BOSTON PROPERTIES INCCOMMON1011211015,98242,581SH DFND2,142,58100
BOSTON PROPERTIES INCCOMMON10112110138,829276,405SH DFND3,1276,40500
BOSTON PROPERTIES INCCOMMON1011211014,77133,965SH DFND9,133,96500
BOSTON SCIENTIFIC CORPCOMMON10113710770,2533,957,923SH DFND13,950,15307,770
BOSTON SCIENTIFIC CORPCOMMON10113710796254,215SH DFND1154,21500
BOSTON SCIENTIFIC CORPCOMMON1011371071307,347SH DFND12,157,34700
BOSTON SCIENTIFIC CORPCOMMON1011371073,612203,501SH DFND14203,50100
BOSTON SCIENTIFIC CORPCOMMON1011371074,573257,636SH DFND15257,63600
BOSTON SCIENTIFIC CORPCOMMON10113710754030,399SH DFND330,39900
BOSTON SCIENTIFIC CORPCOMMON10113710719010,700SH DFND3,110,70000
BOSTON SCIENTIFIC CORPCOMMON10113710794453,200SH DFND4,153,20000
BOSTON SCIENTIFIC CORPCOMMON1011371071,10662,296SH DFND50062,296
BOSTON SCIENTIFIC CORPCOMMON10113710752029,300SH DFND5,10029,300
BOSTON SCIENTIFIC CORPCOMMON10113710729116,400SH DFND7,50016,400
BOSTON SCIENTIFIC CORPCOMMON10113710749327,800SH DFND9,127,80000
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810618,475675,007SH DFND1675,00700
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810699436,306SH DFND12,136,30600
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,952107,838SH DFND15107,83800
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881062,42888,723SH DFND688,72300
BOTTOMLINE TECHNOLOGIES INCCOMMON1013881061,71362,586SH DFND6,10062,586
BOTTOMLINE TECHNOLOGIES INCCOMMON10138810628210,313SH DFND9,610,31300
BOTTOMLINE TECHNOLOGIES(EPAY)CCONVERT101388AA45,5225,000,000SH DFND15,000,00000
BOULDER BRANDS INCCOMMON10140510837639,458SH DFND1539,45800
BOYD GAMING CORPCOMMON1033041011,41799,770SH DFND199,77000
BOYD GAMING CORPCOMMON10330410143930,895SH DFND1430,89500
BOYD GAMING CORPCOMMON1033041013,007211,730SH DFND15211,73000
BOYD GAMING CORPCOMMON10330410164245,200SH DFND3,145,20000
BP PLC ADRCOMMON055622104397,47210,162,919SH DFND19,900,6090262,310
BP PLC ADRCOMMON05562210444,1641,129,236SH DFND1,21,129,23600
BP PLC ADRCOMMON0556221043,50689,646SH DFND1489,64600
BP PLC ADRCOMMON0556221042,76770,751SH DFND1570,75100
BP PLC ADRCOMMON0556221042,90074,160SH DFND9,174,16000
BP PLC ADRCOMMON0556221047,783199,012SH DFND9,2199,01200
BRADY CORP- CL ACOMMON10467410613,181465,940SH DFND15465,94000
BRANDYWINE REALTY TRUSTCOMMON105368203372,327SH DFND12,152,32700
BRANDYWINE REALTY TRUSTCOMMON1053682034,690293,490SH DFND15293,49000
BRANDYWINE REALTY TRUSTCOMMON10536820348730,475SH DFND15,130,47500
BRAVO BRIO RESTAURANT GROUPCOMMON10567B10936925,094SH DFND1525,09400
BRF - BRASIL FOODS SA-ADRCOMMON10552T10725,0201,264,908SH DFND11,264,90800
BRF - BRASIL FOODS SA-ADRCOMMON10552T1072,672135,096SH DFND15135,09600
BRF - BRASIL FOODS SA-ADRCOMMON10552T1071,79790,854SH DFND2,190,85400
BRIDGE BANCORP INCCOMMON1080351062318,940SH DFND158,94000
BRIDGE CAPITAL HOLDINGSCOMMON1080301074163SH DFND1516300
BRIDGEPOINT EDUCATION INCCOMMON10807M105984101,993SH DFND15101,99300
BRIGGS & STRATTONCOMMON10904310938,1821,858,900SH DFND11,858,90000
BRIGGS & STRATTONCOMMON1090431092,551124,176SH DFND15124,17600
BRIGHT HORIZONS FAMILY SOLUTCOMMON1091941003,27163,799SH DFND1563,79900
BRIGHTCOVECOMMON10921T10110514,320SH DFND1514,32000
BRINKER INTERNATIONAL INCCOMMON10964110074,3201,207,276SH DFND11,207,27600
BRINKER INTERNATIONAL INCCOMMON1096411001,41522,981SH DFND12,122,98100
BRINKER INTERNATIONAL INCCOMMON1096411002203,580SH DFND12,153,58000
BRINKER INTERNATIONAL INCCOMMON10964110075312,225SH DFND1412,22500
BRINKER INTERNATIONAL INCCOMMON10964110031,047504,336SH DFND15504,33600
BRINKER INTERNATIONAL INCCOMMON1096411003,14651,106SH DFND651,10600
BRINKER INTERNATIONAL INCCOMMON1096411002,52340,991SH DFND6,10040,991
BRINKER INTERNATIONAL INCCOMMON1096411002,37738,619SH DFND9,138,61900
BRINKER INTERNATIONAL INCCOMMON1096411004827,822SH DFND9,67,82200
BRISTOL-MYERS SQUIBB COCOMMON110122108568,0128,806,388SH DFND18,740,278066,110
BRISTOL-MYERS SQUIBB COCOMMON1101221084,37267,789SH DFND1167,78900
BRISTOL-MYERS SQUIBB COCOMMON11012210888013,643SH DFND12,1513,64300
BRISTOL-MYERS SQUIBB COCOMMON11012210815,182235,382SH DFND14235,38200
BRISTOL-MYERS SQUIBB COCOMMON110122108138,4692,146,806SH DFND152,146,80600
BRISTOL-MYERS SQUIBB COCOMMON1101221085728,862SH DFND38,86200
BRISTOL-MYERS SQUIBB COCOMMON1101221083,98361,753SH DFND50061,753
BRISTOL-MYERS SQUIBB COCOMMON11012210818,081280,332SH DFND9,1280,33200
BRISTOW GROUP INCCOMMON1103941031,16021,308SH DFND1421,30800
BRISTOW GROUP INCCOMMON1103941038,045147,749SH DFND15147,74900
BRISTOW GROUP INC CVT 3 06-15-CONVERT110394AC71,2531,250,000SH DFND11,250,00000
BRITISH AMERN TOB PLC ADRCOMMON11044810770,666680,983SH DFND1680,98300
BRITISH AMERN TOB PLC ADRCOMMON11044810723,187223,448SH DFND14223,44800
BRITISH AMERN TOB PLC ADRCOMMON11044810723,013221,765SH DFND15221,76500
BRIXMOR PROPERTY GROUP INCCOMMON11120U105201,8057,600,943SH DFND16,389,30301,211,640
BRIXMOR PROPERTY GROUP INCCOMMON11120U1051,25147,100SH DFND11,147,10000
BRIXMOR PROPERTY GROUP INCCOMMON11120U105311,165SH DFND12,151,16500
BRIXMOR PROPERTY GROUP INCCOMMON11120U1056,074228,758SH DFND13,1228,75800
BRIXMOR PROPERTY GROUP INCCOMMON11120U10576428,782SH DFND1528,78200
BRIXMOR PROPERTY GROUP INCCOMMON11120U10570126,420SH DFND15,126,42000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,732102,900SH DFND2,1102,90000
BRIXMOR PROPERTY GROUP INCCOMMON11120U10517,705666,860SH DFND3,1666,86000
BRIXMOR PROPERTY GROUP INCCOMMON11120U1052,22283,700SH DFND9,183,70000
BROADCOM CORP CL ACOMMON111320107262,5056,063,168SH DFND15,551,0310512,137
BROADCOM CORP CL ACOMMON11132010796022,183SH DFND1122,18300
BROADCOM CORP CL ACOMMON1113201075,789133,716SH DFND12,15133,71600
BROADCOM CORP CL ACOMMON11132010792421,338SH DFND1421,33800
BROADCOM CORP CL ACOMMON111320107194,0054,481,003SH DFND154,481,00300
BROADCOM CORP CL ACOMMON1113201073778,698SH DFND38,69800
BROADCOM CORP CL ACOMMON11132010754612,612SH DFND50012,612
BROADRIDGE FINANCIAL SOLCOMMON11133T10344799SH DFND12,1579900
BROADRIDGE FINANCIAL SOLCOMMON11133T1031,51827,596SH DFND1427,59600
BROADRIDGE FINANCIAL SOLCOMMON11133T1033,07955,971SH DFND1555,97100
BROADSOFT INCCOMMON11133B4092938,759SH DFND158,75900
BROADWIND ENERGY INCCOMMON11161T207727145,387SH DFND15145,38700
BROADWIND ENERGY INCCOMMON11161T207459,000SH DFND3,19,00000
BROCADE COMMUNICATIONS 144A 1.CONVERT111621AP328,40127,000,000SH DFND127,000,00000
BROCADE COMMUNICATIONS SYSCOMMON11162130624,3032,048,310SH DFND11,827,0100221,300
BROCADE COMMUNICATIONS SYSCOMMON1116213061169,800SH DFND1,59,80000
BROCADE COMMUNICATIONS SYSCOMMON111621306453,764SH DFND12,153,76400
BROCADE COMMUNICATIONS SYSCOMMON1116213061,997168,284SH DFND14168,28400
BROCADE COMMUNICATIONS SYSCOMMON1116213063,273275,814SH DFND15275,81400
BROCADE COMMUNICATIONS SYSCOMMON1116213061,344113,300SH DFND3,1113,30000
BROCADE COMMUNICATIONS SYSCOMMON11162130610,148855,300SH DFND5412,0000443,300
BROCADE COMMUNICATIONS SYSCOMMON11162130638332,300SH DFND632,30000
BROCADE COMMUNICATIONS SYSCOMMON1116213061,756148,000SH DFND6,568,000080,000
BROCADE COMMUNICATIONS SYSCOMMON11162130610,085850,000SH DFND9,5850,00000
BROOKDALE SENIOR LIVING INCCOMMON112463104125,8093,331,819SH DFND13,331,81900
BROOKDALE SENIOR LIVING INCCOMMON112463104421,113SH DFND12,151,11300
BROOKDALE SENIOR LIVING INCCOMMON1124631041,39436,924SH DFND1536,92400
BROOKDALE SENIOR NOTES 2.75 CVCONVERT112463AA272,15051,953,000SH DFND147,241,00004,712,000
BROOKFIELD ASSET MANAGE-CL ACOMMON11258510438,107710,814SH DFND2710,81400
BROOKFIELD ASSET MANAGE-CL ACOMMON1125851044,38081,709SH DFND2,1581,70900
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851041,23923,162SH DFND1123,16200
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510430559SH DFND12,1555900
BROOKFIELD ASSET MANAGEMENT INCOMMON1125851042,79552,252SH DFND1552,25200
BROOKFIELD ASSET MANAGEMENT INCOMMON112585104276,6485,172,550SH DFND25,172,55000
BROOKFIELD ASSET MANAGEMENT INCOMMON11258510432,139600,909SH DFND2,1600,90900
BROOKFIELD GLOBAL LISTED INFRACOMMON11273Q1092,793136,968SH DFND14136,96800
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210124,348534,645SH DFND15534,64500
BROOKFIELD INFRASTRUCTURE PACOMMONG162521015,619123,378SH DFND2123,37800
BROOKFIELD INFRASTRUCTURE PACOMMONG1625210163814,003SH DFND2,1514,00300
BROOKFIELD INFRASTRUCTURE PARTCOMMONG162521014,964109,026SH DFND2,1109,02600
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921061458,797SH DFND148,79700
BROOKFIELD MORTGAGE OPPORTUNITCOMMON1127921063,494212,128SH DFND15212,12800
BROOKFIELD OFFICE PROPERTIES ICONVERT11290080833316,805SH DFND2,116,80500
BROOKFIELD OFFICE PROPERTIES ICONVERT11290080859530,000SH DFND2,1530,00000
BROOKFIELD OFFICE PROPERTIES ICONVERT11290087333316,805SH DFND2,116,80500
BROOKFIELD OFFICE PROPERTIES ICONVERT11290087359530,000SH DFND2,1530,00000
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910719,292795,544SH DFND1,2795,54400
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910716,936698,372SH DFND2698,37200
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910711,820487,415SH DFND2,1487,41500
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910766627,448SH DFND2,1527,44800
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910743,6501,791,476SH DFND21,791,47600
BROOKFIELD PROPERTY PARTNERSCOMMONG1624910797540,007SH DFND2,140,00700
BROOKFIELD RENEWABLE ENERGY PACOMMONG162581083,269103,503SH DFND2,1103,50300
BROOKFIELD RENEWABLE POWERCOMMONG1625810842213,355SH DFND2,1513,35500
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,778114,459PRN DFND14114,45900
BROOKFIELD TOTAL RETURN FUND CCOMMON11283U1082,27693,778PRN DFND1593,77800
BROOKLINE BANCORP INCCOMMON11373M107131,312SH DFND11,31200
BROOKLINE BANCORP INCCOMMON11373M1072,713269,971SH DFND15269,97100
BROOKLINE BANCORP INCCOMMON11373M107393,900SH DFND5003,900
BROOKS AUTOMATION INCCOMMON11434010232,0402,754,983SH DFND12,754,98300
BROOKS AUTOMATION INCCOMMON1143401022,639226,887SH DFND15226,88700
BROWN & BROWN INCCOMMON11523610162,9711,901,864SH DFND11,901,86400
BROWN & BROWN INCCOMMON115236101351,070SH DFND12,151,07000
BROWN & BROWN INCCOMMON1152361013119,406SH DFND149,40600
BROWN & BROWN INCCOMMON1152361012,26568,421SH DFND1568,42100
BROWN FORMAN CORP CL BCOMMON11563720910,076111,523SH DFND1111,52300
BROWN FORMAN CORP CL BCOMMON1156372094775,275SH DFND115,27500
BROWN FORMAN CORP CL BCOMMON11563720980880SH DFND12,1588000
BROWN FORMAN CORP CL BCOMMON1156372095,42059,993SH DFND1459,99300
BROWN FORMAN CORP CL BCOMMON11563720971,632792,825SH DFND15792,82500
BROWN FORMAN CORP CL BCOMMON1156372096917,650SH DFND5007,650
BROWN SHOE COMPANY INCCOMMON1157361001,86656,893SH DFND1456,89300
BROWN SHOE COMPANY INCCOMMON1157361006,377194,409SH DFND15194,40900
BRUKER CORPCOMMON1167941087,637413,457SH DFND1293,1790120,278
BRUKER CORPCOMMON1167941081,47980,074SH DFND1580,07400
BRUNSWICK CORPCOMMON117043109129,5222,517,433SH DFND12,415,7980101,635
BRUNSWICK CORPCOMMON11704310929570SH DFND12,1557000
BRUNSWICK CORPCOMMON1170431091,67032,465SH DFND1432,46500
BRUNSWICK CORPCOMMON11704310979415,426SH DFND1515,42600
BRUNSWICK CORPCOMMON11704310964512,543SH DFND312,54300
BRUNSWICK CORPCOMMON1170431096,050117,594SH DFND9,1117,59400
BRYN MAWR BANK CORPCOMMON11766510932510,679SH DFND1510,67900
BSB BANCORP INC/MACOMMON05573H108783,950SH DFND153,95000
BT GROUP PLC-ADSCOMMON05577E10116246SH DFND124600
BT GROUP PLC-ADSCOMMON05577E1011,57824,221SH DFND1424,22100
BT GROUP PLC-ADSCOMMON05577E10114,715225,795SH DFND15225,79500
BUCKEYE PARTNERS LPCOMMON1182301011101,456SH DFND11,45600
BUCKEYE PARTNERS LPCOMMON1182301017,54899,951SH DFND1499,95100
BUCKEYE PARTNERS LPCOMMON1182301015206,882SH DFND156,88200
BUFFALO WILD WINGS INCCOMMON1198481097,81043,094SH DFND1543,09400
BUILD-A-BEAR WORKSHOP INCCOMMON1200761041,84894,030SH DFND194,03000
BUILD-A-BEAR WORKSHOP INCCOMMON12007610432216,389SH DFND1516,38900
BUILD-A-BEAR WORKSHOP INCCOMMON12007610444222,500SH DFND3,122,50000
BUILDERS FIRSTSOURCE INCCOMMON12008R10721932,804SH DFND1532,80400
BUNGE LIMITEDCOMMONG1696210540,761494,915SH DFND1481,055013,860
BUNGE LIMITEDCOMMONG169621054855,883SH DFND115,88300
BUNGE LIMITEDCOMMONG169621051,03812,598SH DFND12,1512,59800
BUNGE LIMITEDCOMMONG169621057829,500SH DFND139,50000
BUNGE LIMITEDCOMMONG169621055817,054SH DFND147,05400
BUNGE LIMITEDCOMMONG1696210528,426345,144SH DFND15345,14400
BUNGE LIMITEDCOMMONG169621051,57319,100SH DFND3,119,10000
BUNGE LIMITEDCOMMONG169621054335,253SH DFND45,25300
BUNGE LIMITEDCOMMONG169621057,39689,800SH DFND4,189,80000
BUNGE LIMITEDCOMMONG169621053,24839,442SH DFND532,40007,042
BUNGE LIMITEDCOMMONG169621052,87434,900SH DFND5,10034,900
BUNGE LIMITEDCOMMONG169621051,74621,200SH DFND621,20000
BUNGE LIMITEDCOMMONG169621052,48730,200SH DFND6,514,800015,400
BUNGE LIMITEDCOMMONG169621054205,100SH DFND7,5005,100
BUNGE LIMITEDCOMMONG169621051,87822,800SH DFND8,10022,800
BUNGE LIMITEDCOMMONG169621051,05412,800SH DFND9,112,80000
BUNGE LTD CVT PFD 4.875CONVERTG169622043,65835,000SH DFND135,00000
BURLINGTON STORES INCCOMMON12201710663,6911,071,877SH DFND11,003,786068,091
BURLINGTON STORES INCCOMMON122017106591,001SH DFND12,151,00100
BURLINGTON STORES INCCOMMON1220171062404,031SH DFND144,03100
BURLINGTON STORES INCCOMMON1220171062,57543,337SH DFND1543,33700
BURLINGTON STORES INCCOMMON12201710661810,408SH DFND310,40800
C & F FINANCIAL CORPCOMMON12466Q10463918,270SH DFND118,27000
C & F FINANCIAL CORPCOMMON12466Q1041955,588SH DFND155,58800
C & F FINANCIAL CORPCOMMON12466Q1041012,900SH DFND3,12,90000
C & F FINANCIAL CORPCOMMON12466Q104732,100SH DFND5002,100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20938,734529,014SH DFND1522,10406,910
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094696,400SH DFND116,40000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2092,65836,301SH DFND12,1536,30100
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20979110,802SH DFND1410,80200
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20993,6941,279,620SH DFND151,279,62000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W20985711,700SH DFND3,111,70000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2093,68350,300SH DFND4,150,30000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094255,800SH DFND5005,800
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094,78965,400SH DFND5,10065,400
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2096308,600SH DFND68,60000
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2094766,500SH DFND7,5006,500
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2091,72823,600SH DFND8,10023,600
C.H. ROBINSON WORLDWIDE INCCOMMON12541W2096819,300SH DFND9,19,30000
CA INCCOMMON12673P10514,343439,822SH DFND1439,82200
CA INCCOMMON12673P10544513,661SH DFND1113,66100
CA INCCOMMON12673P1053,543108,640SH DFND12,15108,64000
CA INCCOMMON12673P1053,23899,287SH DFND1499,28700
CA INCCOMMON12673P105128,2853,933,901SH DFND153,933,90100
CA INCCOMMON12673P105641,977SH DFND15,11,97700
CA INCCOMMON12673P1051,10433,848SH DFND518,000015,848
CA INCCOMMON12673P10591027,900SH DFND627,90000
CA INCCOMMON12673P1052,46975,700SH DFND6,535,500040,200
CABELAS INC- CL ACOMMON12680430133586SH DFND12,1558600
CABELAS INC- CL ACOMMON12680430181514,551SH DFND1514,55100
CABLEVISION SYSTEMS CL ACOMMON12686C10923,1161,263,169SH DFND11,245,269017,900
CABLEVISION SYSTEMS CL ACOMMON12686C1091819,899SH DFND119,89900
CABLEVISION SYSTEMS CL ACOMMON12686C109764,179SH DFND12,154,17900
CABLEVISION SYSTEMS CL ACOMMON12686C1093,978217,386SH DFND14217,38600
CABLEVISION SYSTEMS CL ACOMMON12686C1095,795316,645SH DFND15316,64500
CABLEVISION SYSTEMS CL ACOMMON12686C109301,664SH DFND15,11,66400
CABLEVISION SYSTEMS CL ACOMMON12686C10951428,100SH DFND3,128,10000
CABLEVISION SYSTEMS CL ACOMMON12686C1092,225121,600SH DFND4,1121,60000
CABLEVISION SYSTEMS CL ACOMMON12686C1092,293125,300SH DFND5,100125,300
CABLEVISION SYSTEMS CL ACOMMON12686C1091,36274,400SH DFND8,10074,400
CABOT CORPCOMMON12705510162713,930SH DFND113,93000
CABOT CORPCOMMON127055101451,003SH DFND12,151,00300
CABOT CORPCOMMON1270551011,76439,200SH DFND1439,20000
CABOT CORPCOMMON1270551012,11747,039SH DFND1547,03900
CABOT MICROELECTRONICS CORPCOMMON12709P1034,49990,028SH DFND1590,02800
CABOT OIL & GAS CORP CL ACOMMON127097103154,0765,217,595SH DFND15,217,59500
CABOT OIL & GAS CORP CL ACOMMON12709710322,790771,744SH DFND1,2771,74400
CABOT OIL & GAS CORP CL ACOMMON12709710353218,000SH DFND1118,00000
CABOT OIL & GAS CORP CL ACOMMON127097103461,556SH DFND12,151,55600
CABOT OIL & GAS CORP CL ACOMMON1270971032,86597,033SH DFND1497,03300
CABOT OIL & GAS CORP CL ACOMMON1270971031,77760,164SH DFND1560,16400
CABOT OIL & GAS CORP CL ACOMMON12709710339013,200SH DFND50013,200
CABOT OIL & GAS CORP CL ACOMMON1270971034,016136,009SH DFND9,2136,00900
CACI INTERNATIONAL INC CL ACOMMON12719030425,816287,102SH DFND1287,10200
CACI INTERNATIONAL INC CL ACOMMON1271903041,39715,533SH DFND12,115,53300
CACI INTERNATIONAL INC CL ACOMMON12719030445502SH DFND12,1550200
CACI INTERNATIONAL INC CL ACOMMON1271903041,06411,833SH DFND1411,83300
CACI INTERNATIONAL INC CL ACOMMON1271903049,085101,033SH DFND15101,03300
CACI INTERNATIONAL INC CL ACOMMON1271903043,30536,750SH DFND636,75000
CACI INTERNATIONAL INC CL ACOMMON1271903042,45827,332SH DFND6,10027,332
CACI INTERNATIONAL INC CL ACOMMON1271903043914,350SH DFND9,64,35000
CADENCE DESIGN SYS INCCOMMON127387108256,87413,930,255SH DFND113,678,9570251,298
CADENCE DESIGN SYS INCCOMMON1273871081,55884,477SH DFND12,184,47700
CADENCE DESIGN SYS INCCOMMON1273871081,78496,748SH DFND1496,74800
CADENCE DESIGN SYS INCCOMMON1273871082,406130,472SH DFND15130,47200
CADENCE DESIGN SYS INCCOMMON12738710818,9691,028,703SH DFND2,11,028,70300
CADENCE DESIGN SYS INCCOMMON12738710859232,096SH DFND332,09600
CADENCE DESIGN SYS INCCOMMON1273871083,403184,533SH DFND6184,53300
CADENCE DESIGN SYS INCCOMMON1273871082,452132,990SH DFND6,100132,990
CADENCE DESIGN SYS INCCOMMON12738710839721,518SH DFND9,621,51800
CAE INCCOMMON12476510814112,050SH DFND1112,05000
CAE INCCOMMON1247651081,637140,293SH DFND15140,29300
CAE INCCOMMON1247651081,391119,168SH DFND9,60119,1680
CAESARS ENTERTAINMENT-IPOCOMMON1276861031049,830SH DFND19,83000
CAESARS ENTERTAINMENT-IPOCOMMON127686103323,035SH DFND12,153,03500
CAESARS ENTERTAINMENT-IPOCOMMON12768610369966,392SH DFND1566,39200
CAESARS ENTERTAINMENT-IPOCOMMON127686103232,200SH DFND3,12,20000
CAESARSTONE SDOT-YAM LTDCOMMONM205981045789,523SH DFND159,52300
CAESARSTONE SDOT-YAM LTDCOMMONM2059810410,877179,171SH DFND2179,17100
CAI INTERNATIONAL INCCOMMON12477X1061,05743,039SH DFND1543,03900
CALAMOS ASSET MANAGEMENT-ACOMMON12811R10491367,882SH DFND1567,88200
CALAMOS ASSET MANAGEMENT-ACOMMON12811R104463,400SH DFND5003,400
CALAMOS CONVERTIBLE OPP&INC CECOMMON1281171082,959227,996SH DFND14227,99600
CALAMOS CVT AND HIGH INCOME CECOMMON12811P1085,152363,594SH DFND14363,59400
CALAMOS GLOBAL DYNAMIC INCOM CCOMMON12811L1071,387157,738SH DFND14157,73800
CALAMOS STRAT TOT RETURN FD CFCOMMON12812510193082,601SH DFND1482,60100
CALAMP CORPCOMMON1281261092,081128,563SH DFND15128,56300
CALAVO GROWERS INCCOMMON12824610510,747209,005SH DFND15209,00500
CALGON CARBON CORPCOMMON12960310619,887943,845SH DFND15943,84500
CALIFORNIA RESOURCES CORPCOMMON13057Q1078,2721,087,013SH DFND11,053,723033,290
CALIFORNIA RESOURCES CORPCOMMON13057Q10720526,907SH DFND12,1526,90700
CALIFORNIA RESOURCES CORPCOMMON13057Q1074,259559,681SH DFND15559,68100
CALIFORNIA RESOURCES CORPCOMMON13057Q10739952,400SH DFND3,152,40000
CALIFORNIA RESOURCES CORPCOMMON13057Q1077960SH DFND496000
CALIFORNIA RESOURCES CORPCOMMON13057Q1071,237162,600SH DFND4,1162,60000
CALIFORNIA RESOURCES CORPCOMMON13057Q10732943,200SH DFND5,10043,200
CALIFORNIA RESOURCES CORPCOMMON13057Q10713517,700SH DFND7,50017,700
CALIFORNIA RESOURCES CORPCOMMON13057Q10724432,000SH DFND8,10032,000
CALIFORNIA RESOURCES CORPCOMMON13057Q10723330,600SH DFND9,130,60000
CALIFORNIA WATER SERVICE GRPCOMMON13078810219,675802,746SH DFND15802,74600
CALIX INCCOMMON13100M50936843,900SH DFND10043,900
CALIX INCCOMMON13100M50933640,092SH DFND1540,09200
CALLAWAY GOLF COMPANYCOMMON13119310449,8305,228,700SH DFND15,228,70000
CALLAWAY GOLF COMPANYCOMMON1311931041,427149,764SH DFND15149,76400
CALLIDUS SOFTWARE INCCOMMON13123E50077561,145SH DFND1561,14500
CALLON PETROLEUM CORPCOMMON13123X10258778,590SH DFND1578,59000
CAL-MAINE FOODS INCCOMMON1280302022,77170,930SH DFND140,930030,000
CAL-MAINE FOODS INCCOMMON1280302029,800250,908SH DFND15250,90800
CAL-MAINE FOODS INCCOMMON12803020248412,400SH DFND3,112,40000
CAL-MAINE FOODS INCCOMMON1280302022897,400SH DFND5007,400
CALPINE CORP-W/ICOMMON13134730433614,700SH DFND1114,70000
CALPINE CORP-W/ICOMMON1313473041335,820SH DFND12,155,82000
CALPINE CORP-W/ICOMMON1313473044,529198,047SH DFND14198,04700
CALPINE CORP-W/ICOMMON13134730415,229665,888SH DFND15665,88800
CALPINE CORP-W/ICOMMON13134730432214,100SH DFND50014,100
CAMBREX CORPCOMMON1320111076,860173,109SH DFND15173,10900
CAMDEN NATIONAL CORPCOMMON1330341083047,634SH DFND157,63400
CAMDEN PROPERTY TRUSTCOMMON133131102162,7992,083,689SH DFND1002,083,689
CAMDEN PROPERTY TRUSTCOMMON1331311022973,800SH DFND113,80000
CAMDEN PROPERTY TRUSTCOMMON13313110264815SH DFND12,1581500
CAMDEN PROPERTY TRUSTCOMMON1331311024,85262,107SH DFND1562,10700
CAMDEN PROPERTY TRUSTCOMMON1331311021,16614,922SH DFND15,114,92200
CAMDEN PROPERTY TRUSTCOMMON1331311021331,700SH DFND5,1001,700
CAMDEN PROPERTY TRUSTCOMMON133131102941,200SH DFND7,5001,200
CAMDEN PROPERTY TRUSTCOMMON1331311023364,300SH DFND9,14,30000
CAMECO CORPCOMMON13321L10861143,851SH DFND1543,85100
CAMECO CORPCOMMON13321L10880457,709SH DFND2,1557,70900
CAMECO CORPCOMMON13321L10822716,254SH DFND1116,25400
CAMECO CORPCOMMON13321L1084264SH DFND12,1526400
CAMECO CORPCOMMON13321L10826318,885SH DFND1518,88500
CAMECO CORPCOMMON13321L10829721,336SH DFND2,121,33600
CAMECO CORPCOMMON13321L10817712,700SH DFND50012,700
CAMERON INTERNATIONAL CORPCOMMON13342B10515,131335,357SH DFND1335,35700
CAMERON INTERNATIONAL CORPCOMMON13342B10520,471453,705SH DFND1,2453,70500
CAMERON INTERNATIONAL CORPCOMMON13342B1053638,042SH DFND118,04200
CAMERON INTERNATIONAL CORPCOMMON13342B1051493,300SH DFND12,153,30000
CAMERON INTERNATIONAL CORPCOMMON13342B1052,65358,803SH DFND1458,80300
CAMERON INTERNATIONAL CORPCOMMON13342B10519,169424,844SH DFND15424,84400
CAMERON INTERNATIONAL CORPCOMMON13342B10571615,869SH DFND2,115,86900
CAMERON INTERNATIONAL CORPCOMMON13342B1054149,180SH DFND5009,180
CAMERON INTERNATIONAL CORPCOMMON13342B10555012,200SH DFND5,10012,200
CAMERON INTERNATIONAL CORPCOMMON13342B10560913,500SH DFND613,50000
CAMERON INTERNATIONAL CORPCOMMON13342B1053,60879,959SH DFND9,279,95900
CAMPBELL SOUP COCOMMON134429109326,1487,006,395SH DFND17,006,39500
CAMPBELL SOUP COCOMMON1344291093888,335SH DFND118,33500
CAMPBELL SOUP COCOMMON134429109952,040SH DFND12,152,04000
CAMPBELL SOUP COCOMMON1344291092916,255SH DFND146,25500
CAMPBELL SOUP COCOMMON13442910961,4971,321,105SH DFND151,321,10500
CAMPBELL SOUP COCOMMON1344291091,69236,351SH DFND336,35100
CAMPBELL SOUP COCOMMON1344291093687,908SH DFND5007,908
CAMPBELL SOUP COCOMMON1344291093577,673SH DFND9,17,67300
CAMPUS CREST COMMUNITIES INCCOMMON13466Y10559282,749SH DFND1582,74900
CAN IMPERIAL BK OF COMMERCECOMMON1360691019,060124,962SH DFND2,15124,96200
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,80524,900SH DFND1,524,90000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,17616,222SH DFND1116,22200
CAN IMPERIAL BK OF COMMERCECOMMON13606910135484SH DFND12,1548400
CAN IMPERIAL BK OF COMMERCECOMMON1360691013,71851,288SH DFND1551,28800
CAN IMPERIAL BK OF COMMERCECOMMON13606910120,917288,528SH DFND2,1288,52800
CAN IMPERIAL BK OF COMMERCECOMMON1360691015,83680,500SH DFND552,900027,600
CAN IMPERIAL BK OF COMMERCECOMMON1360691017109,800SH DFND69,80000
CAN IMPERIAL BK OF COMMERCECOMMON1360691011,52921,088SH DFND6,58,903012,185
CANADIAN NATL RAILWAY COCOMMON13637510248,231721,258SH DFND1721,25800
CANADIAN NATL RAILWAY COCOMMON13637510235,292527,771SH DFND14527,77100
CANADIAN NATL RAILWAY COCOMMON1363751027,090106,033SH DFND15106,03300
CANADIAN NATL RAILWAY COCOMMON1363751023,05745,713SH DFND2,1545,71300
CANADIAN NATL RAILWAY COCOMMON136375102162,0752,420,138SH DFND12,099,6990320,439
CANADIAN NATL RAILWAY COCOMMON1363751022,23633,384SH DFND1133,38400
CANADIAN NATL RAILWAY COCOMMON13637510223340SH DFND12,1534000
CANADIAN NATL RAILWAY COCOMMON1363751028,684129,666SH DFND15129,66600
CANADIAN NATL RAILWAY COCOMMON13637510236,780549,210SH DFND2,1549,21000
CANADIAN NATL RAILWAY COCOMMON1363751029,608143,464SH DFND3,1143,46400
CANADIAN NATL RAILWAY COCOMMON1363751023,30849,400SH DFND50049,400
CANADIAN NATL RAILWAY COCOMMON1363751021,12516,800SH DFND616,80000
CANADIAN NATL RAILWAY COCOMMON1363751023,93158,700SH DFND6,527,200031,500
CANADIAN NATURAL RESOURCESCOMMON13638510170422,925SH DFND122,92500
CANADIAN NATURAL RESOURCESCOMMON13638510116,448535,601SH DFND15535,60100
CANADIAN NATURAL RESOURCESCOMMON1363851015,213169,737SH DFND2,15169,73700
CANADIAN NATURAL RESOURCESCOMMON136385101263,8598,608,710SH DFND17,920,4920688,218
CANADIAN NATURAL RESOURCESCOMMON13638510140,3581,316,728SH DFND1,21,316,72800
CANADIAN NATURAL RESOURCESCOMMON1363851011,36844,620SH DFND1144,62000
CANADIAN NATURAL RESOURCESCOMMON13638510133610,972SH DFND11,110,97200
CANADIAN NATURAL RESOURCESCOMMON13638510165521,376SH DFND11,221,37600
CANADIAN NATURAL RESOURCESCOMMON13638510126842SH DFND12,1584200
CANADIAN NATURAL RESOURCESCOMMON1363851011,70255,545SH DFND1555,54500
CANADIAN NATURAL RESOURCESCOMMON136385101288,2139,403,297SH DFND29,403,29700
CANADIAN NATURAL RESOURCESCOMMON13638510118,619607,477SH DFND2,1607,47700
CANADIAN NATURAL RESOURCESCOMMON13638510140513,199SH DFND313,19900
CANADIAN NATURAL RESOURCESCOMMON1363851011575,108SH DFND3,15,10800
CANADIAN NATURAL RESOURCESCOMMON1363851011,34243,800SH DFND50043,800
CANADIAN NATURAL RESOURCESCOMMON1363851017,165233,779SH DFND9,2233,77900
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10060,223329,627SH DFND1329,62700
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T10034,040186,318SH DFND14186,31800
CANADIAN PACIFIC RAILWAY LTDCOMMON13645T1001,3977,649SH DFND2,157,64900
CANADIAN SOLAR INCCOMMON1366351091805,390SH DFND12,155,39000
CANADIAN SOLAR INCCOMMON1366351099,060271,351SH DFND15271,35100
CANON INC- SP ADRCOMMON1380063091,31937,291SH DFND1437,29100
CANON INC- SP ADRCOMMON1380063091,42040,139SH DFND1540,13900
CANTEL MEDICAL CORPCOMMON1380981087,935167,050SH DFND15167,05000
CAPELLA EDUCATION COCOMMON13959410545700SH DFND100700
CAPELLA EDUCATION COCOMMON1395941051,33520,580SH DFND1420,58000
CAPELLA EDUCATION COCOMMON1395941053,40152,419SH DFND1552,41900
CAPELLA EDUCATION COCOMMON13959410519300SH DFND3,130000
CAPITAL BANK FINANCIAL CORPCOMMON1397941011,96471,128SH DFND1571,12800
CAPITAL CITY BANK GROUP INCCOMMON1396741051036,361SH DFND156,36100
CAPITAL ONE FINANCIAL CORPCOMMON14040H10583,8971,064,411SH DFND11,052,341012,070
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,79222,740SH DFND1122,74000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1056988,853SH DFND12,158,85300
CAPITAL ONE FINANCIAL CORPCOMMON14040H1055,15665,421SH DFND1465,42100
CAPITAL ONE FINANCIAL CORPCOMMON14040H10527,148344,435SH DFND15344,43500
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,34817,100SH DFND3,117,10000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,06613,520SH DFND413,52000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1058,568108,700SH DFND4,1108,70000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052,23828,400SH DFND50028,400
CAPITAL ONE FINANCIAL CORPCOMMON14040H1059,001114,200SH DFND5,100114,200
CAPITAL ONE FINANCIAL CORPCOMMON14040H1051,12714,300SH DFND614,30000
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,22440,900SH DFND6,518,100022,800
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052603,300SH DFND7,5003,300
CAPITAL ONE FINANCIAL CORPCOMMON14040H1053,46043,900SH DFND8,10043,900
CAPITAL ONE FINANCIAL CORPCOMMON14040H1052132,700SH DFND9,12,70000
CAPITAL PRODUCT PARTNERS LPCOMMONY11082107869,039SH DFND159,03900
CAPITAL SENIOR LIVING CORPCOMMON14047510412,293473,919SH DFND1331,1460142,773
CAPITAL SENIOR LIVING CORPCOMMON14047510439015,047SH DFND1515,04700
CAPITAL SOUTHWEST CORPCOMMON14050110724519SH DFND12,1551900
CAPITAL SOUTHWEST CORPCOMMON1405011072,81960,733SH DFND1560,73300
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J101493,906SH DFND12,153,90600
CAPITOL FEDERAL FINANCIAL INCCOMMON14057J1011,08286,552SH DFND1586,55200
CAPSTEAD MTG CORPCOMMON14067E506221,873SH DFND11,87300
CAPSTEAD MTG CORPCOMMON14067E5061,678142,559SH DFND14142,55900
CAPSTEAD MTG CORPCOMMON14067E50616,2901,384,033SH DFND151,384,03300
CAPSTONE TURBINE CORPCOMMON14067D1022943,886SH DFND12,1543,88600
CAPSTONE TURBINE CORPCOMMON14067D102146224,686SH DFND15224,68600
CARBO CERAMICS INCCOMMON14078110514455SH DFND1445500
CARBO CERAMICS INCCOMMON1407811052,17671,314SH DFND1571,31400
CARBONITE INCCOMMON14133710517312,079SH DFND1512,07900
CARDINAL FINANCIAL CORPCOMMON14149F1091,79789,915SH DFND155,215034,700
CARDINAL FINANCIAL CORPCOMMON14149F1091,55377,711SH DFND1577,71100
CARDINAL FINANCIAL CORPCOMMON14149F10933816,900SH DFND3,116,90000
CARDINAL HEALTH INCCOMMON14149Y108120,0941,330,385SH DFND11,312,845017,540
CARDINAL HEALTH INCCOMMON14149Y1082,64529,300SH DFND1,529,30000
CARDINAL HEALTH INCCOMMON14149Y1081,22313,550SH DFND1113,55000
CARDINAL HEALTH INCCOMMON14149Y1087248,019SH DFND12,158,01900
CARDINAL HEALTH INCCOMMON14149Y1083794,200SH DFND134,20000
CARDINAL HEALTH INCCOMMON14149Y10880,654893,471SH DFND14893,47100
CARDINAL HEALTH INCCOMMON14149Y10822,327247,335SH DFND15247,33500
CARDINAL HEALTH INCCOMMON14149Y1084434,902SH DFND2,14,90200
CARDINAL HEALTH INCCOMMON14149Y1082,18524,200SH DFND3,124,20000
CARDINAL HEALTH INCCOMMON14149Y1085385,956SH DFND45,95600
CARDINAL HEALTH INCCOMMON14149Y10810,182112,800SH DFND4,1112,80000
CARDINAL HEALTH INCCOMMON14149Y10815,182168,184SH DFND585,400082,784
CARDINAL HEALTH INCCOMMON14149Y1085,71463,300SH DFND5,10063,300
CARDINAL HEALTH INCCOMMON14149Y1083,02433,500SH DFND633,50000
CARDINAL HEALTH INCCOMMON14149Y1086,38270,700SH DFND6,534,600036,100
CARDINAL HEALTH INCCOMMON14149Y1081,72419,100SH DFND7,50019,100
CARDINAL HEALTH INCCOMMON14149Y1081,64318,200SH DFND8,10018,200
CARDINAL HEALTH INCCOMMON14149Y10810,009110,882SH DFND9,1110,88200
CARDINAL HEALTH INCCOMMON14149Y10810,760119,200SH DFND9,5119,20000
CARDIOVASCULAR SYSTEMS INCCOMMON14161910616,510422,903SH DFND15422,90300
CARDTRONICS INCCOMMON14161H1084,965132,049SH DFND15132,04900
CARDTRONICS INC(CATM) CVT 1 20CONVERT14161HAG315,72815,897,000SH DFND115,897,00000
CAREER EDUCATION CORPCOMMON1416651097314,420SH DFND114,42000
CAREER EDUCATION CORPCOMMON1416651091,914380,610SH DFND15380,61000
CAREER EDUCATION CORPCOMMON141665109163,200SH DFND3,13,20000
CARETRUST REIT INCCOMMON14174T10728821,211SH DFND1521,21100
CARLISLE COS INCCOMMON14233910054,947593,191SH DFND1557,705035,486
CARLISLE COS INCCOMMON14233910047507SH DFND12,1550700
CARLISLE COS INCCOMMON1423391007337,909SH DFND147,90900
CARLISLE COS INCCOMMON1423391004,60949,762SH DFND1549,76200
CARLISLE COS INCCOMMON1423391005105,506SH DFND35,50600
CARLYLE GROUPCOMMON14309L102863,166SH DFND12,153,16600
CARLYLE GROUPCOMMON14309L1029,712358,376SH DFND15358,37600
CARMAX INCCOMMON14313010210,743155,673SH DFND1155,67300
CARMAX INCCOMMON1431301026098,818SH DFND118,81800
CARMAX INCCOMMON1431301021442,092SH DFND12,152,09200
CARMAX INCCOMMON14313010218,277264,850SH DFND15264,85000
CARMAX INCCOMMON14313010215,350222,427SH DFND2222,42700
CARMAX INCCOMMON1431301025598,100SH DFND5008,100
CARMIKE CINEMAS INCCOMMON1434364003,14393,533SH DFND1593,53300
CARNIVAL CORPCOMMON1436583001,298,38827,140,217SH DFND126,054,67401,085,543
CARNIVAL CORPCOMMON14365830075315,740SH DFND1115,74000
CARNIVAL CORPCOMMON1436583003026,319SH DFND12,156,31900
CARNIVAL CORPCOMMON1436583002,76657,828SH DFND1457,82800
CARNIVAL CORPCOMMON1436583007,083148,054SH DFND15148,05400
CARNIVAL CORPCOMMON14365830017,870373,543SH DFND2373,54300
CARNIVAL CORPCOMMON14365830069114,452SH DFND314,45200
CARNIVAL CORPCOMMON14365830081817,099SH DFND50017,099
CARNIVAL CORPCOMMON1436583006,990146,119SH DFND9,1146,11900
CARNIVAL PLC-ADRCOMMON14365C1032444,972SH DFND154,97200
CARPENTER TECHNOLOGYCOMMON14428510379,7202,050,399SH DFND12,050,39900
CARPENTER TECHNOLOGYCOMMON1442851031253,223SH DFND143,22300
CARPENTER TECHNOLOGYCOMMON1442851032,14855,258SH DFND1555,25800
CARRIAGE SVCS INCCOMMON14390510729612,421SH DFND1512,42100
CARRIZO OIL & GAS INCCOMMON14457710371714,448SH DFND1414,44800
CARRIZO OIL & GAS INCCOMMON14457710312,429250,324SH DFND15250,32400
CARROLS RESTAURANT GROUP INCCOMMON14574X10454766,030SH DFND1566,03000
CARTERS INCCOMMON1462291094855,243SH DFND145,24300
CARTERS INCCOMMON14622910912,787138,287SH DFND15138,28700
CASCADE MICROTECHCOMMON147322101674,944SH DFND154,94400
CASELLA WASTE SYSTEMS INC CL ACOMMON14744810439672,037SH DFND1572,03700
CASEY'S GENERAL STORES INCCOMMON14752810311122SH DFND112200
CASEY'S GENERAL STORES INCCOMMON14752810351568SH DFND12,1556800
CASEY'S GENERAL STORES INCCOMMON1475281037358,157SH DFND148,15700
CASEY'S GENERAL STORES INCCOMMON14752810313,712152,183SH DFND15152,18300
CASH AMERICA INTL INCCOMMON14754D1001,47163,123SH DFND1463,12300
CASH AMERICA INTL INCCOMMON14754D1001,35358,056SH DFND1558,05600
CASS INFORMATION SYSTEMS INCCOMMON14808P1093145,595SH DFND155,59500
CASTLE (A.M.) & COCOMMON14841110131084,828SH DFND1584,82800
CATALENT INCCOMMON14880610249,9961,605,012SH DFND11,605,01200
CATALENT INCCOMMON14880610249515,883SH DFND1515,88300
CATAMARAN CORPCOMMON1488871025068,500SH DFND118,50000
CATAMARAN CORPCOMMON148887102343SH DFND12,154300
CATAMARAN CORPCOMMON1488871023726,247SH DFND156,24700
CATAMARAN CORPCOMMON1488871027,653128,547SH DFND2,1128,54700
CATAMARAN CORPCOMMON1488871024888,200SH DFND5008,200
CATAMARAN CORPCOMMON1488871022,92349,093SH DFND12,1549,09300
CATAMARAN CORPCOMMON1488871023,24254,453SH DFND1454,45300
CATAMARAN CORPCOMMON14888710296,6021,622,471SH DFND151,622,47100
CATAMARAN CORPCOMMON1488871021,13719,092SH DFND2,1519,09200
CATCHMARK TIMBER TRUST INC CTTCOMMON14912Y20218916,117SH DFND1516,11700
CATERPILLAR INCCOMMON149123101217,1492,713,345SH DFND12,500,4470212,898
CATERPILLAR INCCOMMON1491231011,87623,443SH DFND1123,44300
CATERPILLAR INCCOMMON14912310190311,278SH DFND12,1511,27800
CATERPILLAR INCCOMMON14912310138,403479,858SH DFND14479,85800
CATERPILLAR INCCOMMON14912310147,690595,899SH DFND15595,89900
CATERPILLAR INCCOMMON1491231012643,302SH DFND33,30200
CATERPILLAR INCCOMMON1491231012,22527,800SH DFND3,127,80000
CATERPILLAR INCCOMMON1491231017709,626SH DFND49,62600
CATERPILLAR INCCOMMON14912310110,548131,800SH DFND4,1131,80000
CATERPILLAR INCCOMMON1491231011,85323,158SH DFND50023,158
CATERPILLAR INCCOMMON1491231012,86535,800SH DFND5,10035,800
CATERPILLAR INCCOMMON1491231012,18527,300SH DFND6,512,000015,300
CATERPILLAR INCCOMMON1491231012803,500SH DFND7,5003,500
CATERPILLAR INCCOMMON1491231012,91336,400SH DFND8,10036,400
CATHAY GENERAL BANCORPCOMMON1491501042,15775,801SH DFND1575,80100
CATO CORP CL ACOMMON14920510641310,435SH DFND1410,43500
CATO CORP CL ACOMMON1492051063,15979,783SH DFND1579,78300
CATO CORP CL ACOMMON1492051063809,600SH DFND5009,600
CAVCO INDUSTRIES INCCOMMON1495681074475,957SH DFND155,95700
CAVIUM INCCOMMON14964U108137,3661,939,647SH DFND11,864,748074,899
CAVIUM INCCOMMON14964U1084,56364,425SH DFND1564,42500
CAVIUM INCCOMMON14964U1086969,831SH DFND39,83100
CBIZ INCCOMMON12480510287894,144SH DFND1594,14400
CBIZ INCCOMMON12480510228330,300SH DFND50030,300
CBL & ASSOCIATES PROPERTIESCOMMON12483010048324,400SH DFND124,40000
CBL & ASSOCIATES PROPERTIESCOMMON124830100432,156SH DFND12,152,15600
CBL & ASSOCIATES PROPERTIESCOMMON1248301006,310318,689SH DFND15318,68900
CBOE HOLDINGS INCCOMMON12503M1083976,922SH DFND146,92200
CBOE HOLDINGS INCCOMMON12503M1082,02835,323SH DFND1535,32300
CBRE CLARION GLOBAL REAL ESTATCOMMON12504G1004,545507,829SH DFND14507,82900
CBRE GROUP INCCOMMON12504L10910,856280,457SH DFND1280,45700
CBRE GROUP INCCOMMON12504L10947212,200SH DFND1112,20000
CBRE GROUP INCCOMMON12504L109852,192SH DFND12,152,19200
CBRE GROUP INCCOMMON12504L1094,069105,118SH DFND15105,11800
CBRE GROUP INCCOMMON12504L109832,140SH DFND15,12,14000
CBRE GROUP INCCOMMON12504L10972518,741SH DFND50018,741
CBRE GROUP INCCOMMON12504L1091,42136,700SH DFND6,516,700020,000
CBS CORP- CLASS B NON VOTINGCOMMON124857202201,8093,328,532SH DFND13,181,8700146,662
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,18819,591SH DFND1119,59100
CBS CORP- CLASS B NON VOTINGCOMMON1248572022824,647SH DFND12,154,64700
CBS CORP- CLASS B NON VOTINGCOMMON1248572025,50690,821SH DFND1490,82100
CBS CORP- CLASS B NON VOTINGCOMMON12485720247,376781,393SH DFND15781,39300
CBS CORP- CLASS B NON VOTINGCOMMON1248572021011,671SH DFND31,67100
CBS CORP- CLASS B NON VOTINGCOMMON1248572021,39422,986SH DFND50022,986
CBS CORP- CLASS B NON VOTINGCOMMON1248572027,137117,719SH DFND9,1117,71900
CDI CORPCOMMON12507110060543,026SH DFND1543,02600
CDK GLOBAL INCCOMMON12508E1014,22090,240SH DFND190,24000
CDK GLOBAL INCCOMMON12508E101251SH DFND12,155100
CDK GLOBAL INCCOMMON12508E1013858,225SH DFND158,22500
CDK GLOBAL INCCOMMON12508E101651,400SH DFND3,11,40000
CDW CORP/DECOMMON12514G10830,170810,139SH DFND1810,13900
CDW CORP/DECOMMON12514G10818,389493,803SH DFND1,2493,80300
CDW CORP/DECOMMON12514G1082787,452SH DFND12,157,45200
CDW CORP/DECOMMON12514G1082,29761,693SH DFND1561,69300
CECO ENVIRONMENTAL CORPCOMMON12514110136534,441SH DFND1534,44100
CEDAR FAIR LPCOMMON1501851065,50495,886SH DFND1595,88600
CEDAR REALTY TRUST INCCOMMON1506022091,360181,588SH DFND1181,58800
CEDAR REALTY TRUST INCCOMMON1506022091,674223,559SH DFND15223,55900
CEDAR REALTY TRUST INCCOMMON15060220944859,800SH DFND3,159,80000
CELADON GROUP INCCOMMON15083810026,228963,558SH DFND1963,55800
CELADON GROUP INCCOMMON1508381001,45253,343SH DFND12,153,34300
CELADON GROUP INCCOMMON1508381002,61696,118SH DFND1596,11800
CELADON GROUP INCCOMMON1508381003,394124,680SH DFND6124,68000
CELADON GROUP INCCOMMON1508381002,51692,434SH DFND6,10092,434
CELADON GROUP INCCOMMON15083810040214,770SH DFND9,614,77000
CELANESE CORP-SERIES ACOMMON1508701033526,300SH DFND116,30000
CELANESE CORP-SERIES ACOMMON150870103911,629SH DFND12,151,62900
CELANESE CORP-SERIES ACOMMON1508701033105,555SH DFND145,55500
CELANESE CORP-SERIES ACOMMON1508701032,12438,026SH DFND1538,02600
CELANESE CORP-SERIES ACOMMON15087010323,131414,095SH DFND2414,09500
CELANESE CORP-SERIES ACOMMON15087010361410,984SH DFND50010,984
CELESTICA INCCOMMON15101Q10853448,024SH DFND2,1548,02400
CELESTICA INCCOMMON15101Q1088683SH DFND12,1568300
CELESTICA INCCOMMON15101Q10817415,715SH DFND1515,71500
CELESTICA INCCOMMON15101Q10834,9243,146,001SH DFND2,13,146,00100
CELGENE CORPCOMMON151020104699,1426,064,726SH DFND16,064,72600
CELGENE CORPCOMMON15102010446400SH DFND1,540000
CELGENE CORPCOMMON1510201045534,800SH DFND104,80000
CELGENE CORPCOMMON1510201043,77532,750SH DFND1132,75000
CELGENE CORPCOMMON1510201044353,775SH DFND11,13,77500
CELGENE CORPCOMMON15102010421,990190,753SH DFND12,15190,75300
CELGENE CORPCOMMON1510201049,29280,605SH DFND1480,60500
CELGENE CORPCOMMON151020104821,6937,127,804SH DFND157,127,80400
CELGENE CORPCOMMON15102010422,791197,704SH DFND2197,70400
CELGENE CORPCOMMON1510201048577,438SH DFND2,17,43800
CELGENE CORPCOMMON1510201046,76758,700SH DFND518,000040,700
CELGENE CORPCOMMON1510201041,60213,900SH DFND613,90000
CELGENE CORPCOMMON1510201044,58839,800SH DFND6,519,000020,800
CELGENE CORPCOMMON1510201044503,900SH DFND7,5003,900
CELGENE CORPCOMMON15102010419,429168,539SH DFND9,1168,53900
CELLCOM ISRAEL LTDCOMMONM2196U109449,058SH DFND159,05800
CELLDEX THERAPEUTICS INCCOMMON15117B10312,859461,382SH DFND1461,38200
CELLDEX THERAPEUTICS INCCOMMON15117B1035,742206,030SH DFND15206,03000
CELLDEX THERAPEUTICS INCCOMMON15117B1032,62894,294SH DFND9,194,29400
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088980685,100SH DFND12,685,10000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON1512908893,057322,843SH DFND15322,84300
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088917,0641,801,950SH DFND61,801,95000
CEMEX SAB DE CV-SPONS ADR PARTCOMMON151290889974102,826SH DFND9,1102,82600
CEMEX SAB DE CV-SPONS ADR PARTCOMMON15129088921422,562SH DFND9,622,56200
CEMPRA INCCOMMON15130J1096,834199,181SH DFND1199,18100
CEMPRA INCCOMMON15130J1092,26766,073SH DFND1566,07300
CEMPRA INCCOMMON15130J1091,74450,819SH DFND9,150,81900
CENOVUS ENERGY INCOMMON15135U10985,2885,059,543SH DFND14,401,5610657,982
CENOVUS ENERGY INCOMMON15135U10934,8512,067,496SH DFND1,22,067,49600
CENOVUS ENERGY INCOMMON15135U10957033,822SH DFND1133,82200
CENOVUS ENERGY INCOMMON15135U10916949SH DFND12,1594900
CENOVUS ENERGY INCOMMON15135U1091,10865,729SH DFND1565,72900
CENOVUS ENERGY INCOMMON15135U10994,9705,633,908SH DFND25,633,90800
CENOVUS ENERGY INCOMMON15135U10919,0461,129,878SH DFND2,11,129,87800
CENOVUS ENERGY INCOMMON15135U1094,966294,586SH DFND3,1294,58600
CENOVUS ENERGY INCOMMON15135U10945126,747SH DFND50026,747
CENOVUS ENERGY INCOMMON15135U1093,882230,301SH DFND9,2230,30100
CENOVUS ENERGY INCCOMMON15135U10920,4401,210,906SH DFND11,205,39605,510
CENOVUS ENERGY INCCOMMON15135U1094,581271,380SH DFND2,15271,38000
CENOVUS ENERGY INCCOMMON15135U1091257,400SH DFND3,17,40000
CENOVUS ENERGY INCCOMMON15135U10954732,400SH DFND4,132,40000
CENOVUS ENERGY INCCOMMON15135U10938022,500SH DFND5,10022,500
CENTENE CORPCOMMON15135B10125,311358,060SH DFND1358,06000
CENTENE CORPCOMMON15135B1012583,656SH DFND12,153,65600
CENTENE CORPCOMMON15135B1014,68266,229SH DFND1466,22900
CENTENE CORPCOMMON15135B1017,00399,069SH DFND1599,06900
CENTENE CORPCOMMON15135B1012974,200SH DFND3,14,20000
CENTENE CORPCOMMON15135B1011,26517,900SH DFND517,90000
CENTENE CORPCOMMON15135B1015587,900SH DFND67,90000
CENTER COAST MLP & INFRASTRUCTCOMMON15146110081446,714SH DFND1446,71400
CENTER COAST MLP- INFRASTRUCTUCOMMON1514611182547,444SH DFND1447,44400
CENTERPOINT ENERGY INCCOMMON15189T10754,6772,678,929SH DFND12,678,92900
CENTERPOINT ENERGY INCCOMMON15189T10734316,786SH DFND1116,78600
CENTERPOINT ENERGY INCCOMMON15189T1071939,470SH DFND12,159,47000
CENTERPOINT ENERGY INCCOMMON15189T1076,509318,890SH DFND14318,89000
CENTERPOINT ENERGY INCCOMMON15189T10717,685866,477SH DFND15866,47700
CENTERPOINT ENERGY INCCOMMON15189T10723511,500SH DFND50011,500
CENTERPOINT ENERGY INC VQ 09-1CONVERT15189T20636,491555,000SH DFND1555,00000
CENTERSTATE BANKS INCCOMMON15201P10934729,128SH DFND1529,12800
CENTRAIS ELETRICAS BRASILEIRASCOMMON15234Q207615339,505SH DFND15339,50500
CENTRAL EUROPEAN MEDIACOMMONG20045202466175,303SH DFND15175,30300
CENTRAL GARDEN & PET COCOMMON153527106818,236SH DFND158,23600
CENTRAL GARDEN AND PET CO-ACOMMON15352720597792,030SH DFND154,930037,100
CENTRAL GARDEN AND PET CO-ACOMMON1535272053,302310,953SH DFND15310,95300
CENTRAL GARDEN AND PET CO-ACOMMON15352720513813,000SH DFND3,113,00000
CENTRAL PACIFIC FINANCIAL COCOMMON15476040942218,370SH DFND118,37000
CENTRAL PACIFIC FINANCIAL COCOMMON1547604091,85080,559SH DFND1580,55900
CENTRAL PACIFIC FINANCIAL COCOMMON154760409944,100SH DFND3,14,10000
CENTURY ALUMINUM COMPANYCOMMON1564311083,631263,130SH DFND1178,130085,000
CENTURY ALUMINUM COMPANYCOMMON1564311081178,472SH DFND12,158,47200
CENTURY ALUMINUM COMPANYCOMMON15643110828420,590SH DFND1420,59000
CENTURY ALUMINUM COMPANYCOMMON1564311082,382172,601SH DFND15172,60100
CENTURY ALUMINUM COMPANYCOMMON15643110870050,700SH DFND3,150,70000
CENTURY BANCORP INC CL ACOMMON1564321063558,940SH DFND18,94000
CENTURY BANCORP INC CL ACOMMON156432106842,122SH DFND152,12200
CENTURY BANCORP INC CL ACOMMON1564321061193,000SH DFND3,13,00000
CENTURY BANCORP INC CL ACOMMON1564321061513,800SH DFND5003,800
CENTURY CASINOS INCCOMMON1564921007814,319SH DFND1514,31900
CENTURYLINK INCCOMMON15670010641,7181,207,454SH DFND11,207,45400
CENTURYLINK INCCOMMON1567001063,24493,900SH DFND1,593,90000
CENTURYLINK INCCOMMON15670010680423,266SH DFND1123,26600
CENTURYLINK INCCOMMON15670010686925,158SH DFND12,1525,15800
CENTURYLINK INCCOMMON15670010611,354328,612SH DFND14328,61200
CENTURYLINK INCCOMMON15670010646,7211,352,279SH DFND151,352,27900
CENTURYLINK INCCOMMON15670010661917,925SH DFND50017,925
CENTURYLINK INCCOMMON1567001064,671135,200SH DFND5,100135,200
CENTURYLINK INCCOMMON1567001065,397156,200SH DFND6156,20000
CENTURYLINK INCCOMMON15670010690526,200SH DFND6,512,500013,700
CENTURYLINK INCCOMMON1567001063119,000SH DFND7,5009,000
CENTURYLINK INCCOMMON1567001061,50643,600SH DFND8,10043,600
CENTURYLINK INCCOMMON15670010675321,800SH DFND9,121,80000
CENVEO INCCOMMON15670S105457213,753SH DFND15213,75300
CEPHEID INCCOMMON15670R1073896,837SH DFND156,83700
CEPHEID(CPHD) CVT 1.25 02-01-2CONVERT15670RAC122,76820,500,000SH DFND120,500,00000
CERNER CORPCOMMON15678210410,653145,419SH DFND1145,41900
CERNER CORPCOMMON15678210492312,600SH DFND1112,60000
CERNER CORPCOMMON1567821046,00281,934SH DFND12,1581,93400
CERNER CORPCOMMON1567821044,66163,622SH DFND1463,62200
CERNER CORPCOMMON156782104220,4353,008,937SH DFND153,008,93700
CERNER CORPCOMMON1567821045868,000SH DFND5008,000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910417800SH DFND1,580000
CERVECERIAS UNIDAS SA (CIA) ADCOMMON20442910445521,919SH DFND50021,919
CERVECERIAS UNIDAS SA (CIA) ADCOMMON2044291041768,500SH DFND9,58,50000
CEVA INCCOMMON1572101051,83486,019SH DFND1586,01900
CF INDUSTRIES HOLDINGS INCCOMMON1252691009,58833,797SH DFND133,79700
CF INDUSTRIES HOLDINGS INCCOMMON1252691005962,100SH DFND112,10000
CF INDUSTRIES HOLDINGS INCCOMMON1252691005111,801SH DFND12,151,80100
CF INDUSTRIES HOLDINGS INCCOMMON1252691001,1454,038SH DFND144,03800
CF INDUSTRIES HOLDINGS INCCOMMON12526910027,71297,689SH DFND1597,68900
CF INDUSTRIES HOLDINGS INCCOMMON12526910060211SH DFND15,121100
CF INDUSTRIES HOLDINGS INCCOMMON1252691005391,900SH DFND5001,900
CF INDUSTRIES HOLDINGS INCCOMMON12526910021,65776,344SH DFND676,34400
CF INDUSTRIES HOLDINGS INCCOMMON1252691004821,700SH DFND6,58000900
CGI GROUP INCCOMMON39945C109330,1127,783,022SH DFND16,763,60101,019,421
CGI GROUP INCCOMMON39945C1093889,142SH DFND119,14200
CGI GROUP INCCOMMON39945C1092,60061,308SH DFND1561,30800
CGI GROUP INCCOMMON39945C10950,2961,185,816SH DFND2,11,185,81600
CGI GROUP INCCOMMON39945C10919,358456,407SH DFND3,1456,40700
CGI GROUP INCCOMMON39945C10964515,200SH DFND615,20000
CGI GROUP INC CL ACOMMON39945C10971,7221,689,559SH DFND11,689,55900
CGI GROUP INC CL ACOMMON39945C10985420,119SH DFND2,1520,11900
CHAMBERS STREET PROPERTIESCOMMON1578421051,605203,711SH DFND15203,71100
CHANGYOU.COM LTDCOMMON15911M10766525,677SH DFND1525,67700
CHARLES RIVER LABORATORIESCOMMON15986410725,511321,749SH DFND1321,74900
CHARLES RIVER LABORATORIESCOMMON15986410760,630764,660SH DFND1,2764,66000
CHARLES RIVER LABORATORIESCOMMON1598641071571,979SH DFND11,21,97900
CHARLES RIVER LABORATORIESCOMMON1598641071,40417,702SH DFND12,117,70200
CHARLES RIVER LABORATORIESCOMMON1598641072,02925,589SH DFND1425,58900
CHARLES RIVER LABORATORIESCOMMON1598641071,98925,090SH DFND1525,09000
CHARLES RIVER LABORATORIESCOMMON15986410711,305142,581SH DFND2142,58100
CHARLES RIVER LABORATORIESCOMMON1598641073,29141,507SH DFND641,50700
CHARLES RIVER LABORATORIESCOMMON1598641072,45931,011SH DFND6,10031,011
CHARLES RIVER LABORATORIESCOMMON1598641073544,464SH DFND9,64,46400
CHART INDUSTRIES INCCOMMON16115Q3082,19762,643SH DFND1562,64300
CHARTER COMMUNICATIONS INCCOMMON16117M3055993,100SH DFND113,10000
CHARTER COMMUNICATIONS INCCOMMON16117M3055,24827,177SH DFND12,1527,17700
CHARTER COMMUNICATIONS INCCOMMON16117M305172,388892,695SH DFND15892,69500
CHARTER COMMUNICATIONS INCCOMMON16117M3058304,300SH DFND5004,300
CHARTER FINANCIAL CORPCOMMON16122W1081,202104,540SH DFND170,540034,000
CHARTER FINANCIAL CORPCOMMON16122W10836331,528SH DFND1531,52800
CHARTER FINANCIAL CORPCOMMON16122W10822219,300SH DFND3,119,30000
CHASE CORPCOMMON16150R1046144SH DFND1514400
CHATHAM LODGING TRUSTCOMMON16208T10241814,219SH DFND1514,21900
CHC GROUP LTDCOMMONG07021101179134,260SH DFND15134,26000
CHC GROUP LTDCOMMONG0702110111,0328,295,111SH DFND28,295,11100
CHECK POINT SOFTWARE TECH LTDCOMMONM22465104141,8691,730,743SH DFND11,730,74300
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,61644,116SH DFND12,1544,11600
CHECK POINT SOFTWARE TECH LTDCOMMONM224651042,92035,619SH DFND1435,61900
CHECK POINT SOFTWARE TECH LTDCOMMONM22465104119,1451,453,525SH DFND151,453,52500
CHECK POINT SOFTWARE TECH LTDCOMMONM224651047118,674SH DFND2,18,67400
CHECK POINT SOFTWARE TECH LTDCOMMONM224651046,36177,600SH DFND535,900041,700
CHECK POINT SOFTWARE TECH LTDCOMMONM224651043,07937,565SH DFND9,137,56500
CHECK POINT SOFTWARE TECH LTDCOMMONM2246510410,689130,400SH DFND9,5130,40000
CHECKPOINT SYSTEMS INCCOMMON1628251031,747161,453SH DFND15161,45300
CHEESECAKE FACTORY (THE)COMMON16307210141,981851,018SH DFND1851,01800
CHEESECAKE FACTORY (THE)COMMON1630721016,153124,725SH DFND15124,72500
CHEESECAKE FACTORY (THE)COMMON1630721012,21044,800SH DFND9,144,80000
CHEETAH MOBILE INC CMCM ADRCOMMON16307510495355,737SH DFND1555,73700
CHEFS WAREHOUSE HOLDINGS LLCCOMMON16308610131814,165SH DFND1514,16500
CHEMED CORPCOMMON16359R10370,378589,434SH DFND1589,43400
CHEMED CORPCOMMON16359R1031671,396SH DFND12,151,39600
CHEMED CORPCOMMON16359R1031,55613,030SH DFND1413,03000
CHEMED CORPCOMMON16359R1039,33778,202SH DFND1578,20200
CHEMICAL FINANCIAL CORPCOMMON1637311021,24439,668SH DFND1539,66800
CHEMOCENTRYX INCCOMMON16383L1068010,587SH DFND1510,58700
CHEMTURA CORPCOMMON163893209331,217SH DFND12,151,21700
CHEMTURA CORPCOMMON1638932094,813176,366SH DFND15176,36600
CHENIERE ENERGY INCCOMMON16411R20817,006219,721SH DFND1219,72100
CHENIERE ENERGY INCCOMMON16411R2087129,200SH DFND119,20000
CHENIERE ENERGY INCCOMMON16411R2088,337107,710SH DFND15107,71000
CHENIERE ENERGY INCCOMMON16411R2082192,827SH DFND32,82700
CHENIERE ENERGY INCCOMMON16411R20887511,300SH DFND50011,300
CHENIERE ENERGY INC(LNG) CVT 4CONVERT16411RAG44,1475,000,000SH DFND15,000,00000
CHENIERE ENERGY PARTNERS LP HOCOMMON16411W10830712,794SH DFND12,1512,79400
CHENIERE ENERGY PARTNERS LP HOCOMMON16411W1081,25652,379SH DFND1552,37900
CHERRY HILL MORTGAGE INVESTMENCOMMON1646511011,33875,899SH DFND1475,89900
CHERRY HILL MORTGAGE INVESTMENCOMMON164651101693,911SH DFND153,91100
CHESAPEAKE ENERGY CORPCOMMON16516710755,8343,943,079SH DFND13,824,2290118,850
CHESAPEAKE ENERGY CORPCOMMON1651671072,174153,500SH DFND1,5153,50000
CHESAPEAKE ENERGY CORPCOMMON16516710730821,718SH DFND1121,71800
CHESAPEAKE ENERGY CORPCOMMON16516710717612,458SH DFND12,1512,45800
CHESAPEAKE ENERGY CORPCOMMON1651671071,860131,353SH DFND14131,35300
CHESAPEAKE ENERGY CORPCOMMON16516710711,508812,696SH DFND15812,69600
CHESAPEAKE ENERGY CORPCOMMON1651671072,492176,000SH DFND3,1176,00000
CHESAPEAKE ENERGY CORPCOMMON16516710789062,883SH DFND462,88300
CHESAPEAKE ENERGY CORPCOMMON16516710711,240793,800SH DFND4,1793,80000
CHESAPEAKE ENERGY CORPCOMMON1651671072,057145,250SH DFND593,000052,250
CHESAPEAKE ENERGY CORPCOMMON1651671077,516530,800SH DFND5,100530,800
CHESAPEAKE ENERGY CORPCOMMON16516710771150,200SH DFND650,20000
CHESAPEAKE ENERGY CORPCOMMON1651671071,05474,400SH DFND6,533,700040,700
CHESAPEAKE ENERGY CORPCOMMON1651671071,880132,800SH DFND8,100132,800
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ910,70711,175,000SH DFND111,175,00000
CHESAPEAKE ENERGY CORP 2.5 05-CONVERT165167BZ97275,000SH DFND9,175,00000
CHESAPEAKE ENERGY CORP CVP 144CONVERT16516777616,62219,120SH DFND119,12000
CHESAPEAKE ENGY CORP (CHK) CVTCONVERT165167BW63,0083,000,000SH DFND13,000,00000
CHESAPEAKE LODGING TRUSTCOMMON16524010212352SH DFND135200
CHESAPEAKE LODGING TRUSTCOMMON1652401023,02589,417SH DFND1589,41700
CHESAPEAKE LODGING TRUSTCOMMON1652401023139,241SH DFND15,19,24100
CHESAPEAKE UTILITIES CORPCOMMON1653031081,03420,440SH DFND120,44000
CHESAPEAKE UTILITIES CORPCOMMON16530310882216,246SH DFND1516,24600
CHESAPEAKE UTILITIES CORPCOMMON1653031082785,500SH DFND3,15,50000
CHEVRON CORPCOMMON166764100292,8932,789,987SH DFND12,730,950059,037
CHEVRON CORPCOMMON16676410045,794436,220SH DFND1,2436,22000
CHEVRON CORPCOMMON16676410011,317107,805SH DFND10107,80500
CHEVRON CORPCOMMON1667641008,81283,938SH DFND1183,93800
CHEVRON CORPCOMMON1667641004,74745,219SH DFND12,1545,21900
CHEVRON CORPCOMMON166764100214,9702,047,726SH DFND142,047,72600
CHEVRON CORPCOMMON166764100171,8781,637,246SH DFND151,637,24600
CHEVRON CORPCOMMON16676410058552SH DFND15,155200
CHEVRON CORPCOMMON1667641006095,800SH DFND45,80000
CHEVRON CORPCOMMON1667641006,92966,000SH DFND50066,000
CHEVRON CORPCOMMON16676410027,272259,784SH DFND6259,78400
CHEVRON CORPCOMMON1667641005465,200SH DFND6,52,50002,700
CHEVRON CORPCOMMON1667641001,74716,642SH DFND9,116,64200
CHEVRON CORPCOMMON1667641008,07176,878SH DFND9,276,87800
CHICAGO BRIDGE & IRON CO NVCOMMON16725010952010,551SH DFND110,55100
CHICAGO BRIDGE & IRON CO NVCOMMON1672501092124,300SH DFND114,30000
CHICAGO BRIDGE & IRON CO NVCOMMON167250109831,691SH DFND12,151,69100
CHICAGO BRIDGE & IRON CO NVCOMMON1672501091,08221,957SH DFND1421,95700
CHICAGO BRIDGE & IRON CO NVCOMMON1672501092,42249,174SH DFND1549,17400
CHICO'S FAS INCCOMMON16861510247,1192,663,623SH DFND12,663,62300
CHICO'S FAS INCCOMMON168615102281,586SH DFND12,151,58600
CHICO'S FAS INCCOMMON16861510284347,635SH DFND1447,63500
CHICO'S FAS INCCOMMON16861510273441,470SH DFND1541,47000
CHILDREN'S PLACE INC/THECOMMON1689051074,59271,539SH DFND1571,53900
CHIMERA INVESTMENT CORPCOMMON16934Q1095517,581SH DFND12,1517,58100
CHIMERA INVESTMENT CORPCOMMON16934Q1091,353430,824SH DFND15430,82400
CHIMERIX INCCOMMON16934W1061,44838,428SH DFND1538,42800
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10534747,690SH DFND147,69000
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R10556577,568SH DFND1577,56800
CHINA AUTOMOTIVE SYSTEMS INCCOMMON16936R1059713,300SH DFND3,113,30000
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061811,900SH DFND1001,900
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1064,93951,710SH DFND1551,71000
CHINA BIOLOGIC PRODUCTS INCCOMMON16938C1061241,300SH DFND3,11,30000
CHINA CORD BLOOD CORP COCOMMONG211071008215,994SH DFND1515,99400
CHINA DIGITAL TV HOLDING-ADRCOMMON16938G10731083,953SH DFND1583,95300
CHINA DISTANCE EDU HLDGS ADRCOMMON16944W10473343,744SH DFND1543,74400
CHINA GREEN AGRICULTURE INC CGCOMMON16943W105183104,085SH DFND15104,08500
CHINA HGS REAL ESTATE INCCOMMON16948W10024694,479SH DFND1594,47900
CHINA LIFE INSURANCE CO- ADRCOMMON16939P1068,593130,035SH DFND15130,03500
CHINA LODGING GROUP LTD ADRCOMMON16949N1091,21661,723SH DFND1561,72300
CHINA MING YANG WIND POW-ADSCOMMON16951C1083,8541,668,493SH DFND151,668,49300
CHINA MOBILE GAMES ADRCOMMON16952T10053131,873SH DFND1531,87300
CHINA MOBILE LTD SP ADRCOMMON16941M10937571SH DFND157100
CHINA MOBILE LTD SP ADRCOMMON16941M1093,42552,666SH DFND1452,66600
CHINA MOBILE LTD SP ADRCOMMON16941M10929,980461,014SH DFND15461,01400
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1083,83848,164SH DFND1448,16400
CHINA PETROLEUM & CHEMICAL ADRCOMMON16941R1086,44880,913SH DFND1580,91300
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,05431,923SH DFND1431,92300
CHINA TELECOM CORP LTD - ADRCOMMON1694261032,88644,853SH DFND1544,85300
CHINA UNICOM LTD ADRCOMMON16945R10461740,428SH DFND1440,42800
CHINA UNICOM LTD ADRCOMMON16945R1042,623171,915SH DFND15171,91500
CHINA XD PLASTICS CO LTDCOMMON16948F107771158,889SH DFND15158,88900
CHINA YUCHAI INTL LTDCOMMONG210821051,61881,964SH DFND1581,96400
CHINACACHE INTERNATIONAL HLDGSCOMMON16950M10741334,793SH DFND1534,79300
CHIPMOS TECHNOLOGIES BERMUDA LCOMMONG2110R11473529,805SH DFND1529,80500
CHIPOTLE MEXICAN GRILL INCCOMMON1696561059,84715,137SH DFND115,13700
CHIPOTLE MEXICAN GRILL INCCOMMON1696561058461,300SH DFND111,30000
CHIPOTLE MEXICAN GRILL INCCOMMON1696561054569SH DFND12,156900
CHIPOTLE MEXICAN GRILL INCCOMMON169656105405623SH DFND1462300
CHIPOTLE MEXICAN GRILL INCCOMMON16965610531,94949,111SH DFND1549,11100
CHIPOTLE MEXICAN GRILL INCCOMMON1696561059761,500SH DFND5001,500
CHIPOTLE MEXICAN GRILL INCCOMMON1696561052,8934,447SH DFND9,14,44700
CHOICE HOTELS INTL INCCOMMON16990510653,073828,367SH DFND1828,36700
CHOICE HOTELS INTL INCCOMMON1699051061,64425,665SH DFND1525,66500
CHRISTOPHER & BANKS CORPCOMMON171046105562101,110SH DFND15101,11000
CHUBB CORPCOMMON17123210110,405102,917SH DFND1102,91700
CHUBB CORPCOMMON1712321019739,623SH DFND119,62300
CHUBB CORPCOMMON1712321013943,895SH DFND12,153,89500
CHUBB CORPCOMMON17123210161,507608,382SH DFND14608,38200
CHUBB CORPCOMMON171232101121,1691,198,506SH DFND151,198,50600
CHUBB CORPCOMMON1712321011,03610,248SH DFND50010,248
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50271522,287SH DFND1422,28700
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q5022,71884,759SH DFND1584,75900
CHUNGHWA TELECOM LTD-ADRCOMMON17133Q50273422,900SH DFND7,50022,900
CHURCH & DWIGHT CO INCCOMMON1713401024955,800SH DFND115,80000
CHURCH & DWIGHT CO INCCOMMON17134010267789SH DFND12,1578900
CHURCH & DWIGHT CO INCCOMMON1713401028,42498,624SH DFND1598,62400
CHURCHILL DOWNS INCCOMMON1714841089568,314SH DFND158,31400
CHUY'S HOLDINGS INCCOMMON1716041011858,191SH DFND158,19100
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A1021,814334,750SH DFND14334,75000
CIA SANEAMENTO BASICO DE-ADRCOMMON20441A10232,3475,968,166SH DFND155,968,16600
CIBER INCCOMMON17163B10228,7336,974,100SH DFND16,974,10000
CIBER INCCOMMON17163B1021,261306,097SH DFND15306,09700
CIENA CORPCOMMON171779309132,7066,872,406SH DFND16,872,40600
CIENA CORPCOMMON1717793091,39071,979SH DFND1571,97900
CIENA CORP 3.75 144A 10-18CONVERT171779AG66,7415,500,000SH DFND15,500,00000
CIENA CORP CVT 4 12-15-20CONVERT171779AK726,11420,552,000SH DFND117,907,00002,645,000
CIGNA CORPCOMMON12550910913,468104,051SH DFND1104,05100
CIGNA CORPCOMMON1255091091,38510,699SH DFND1110,69900
CIGNA CORPCOMMON1255091091,43311,072SH DFND12,1511,07200
CIGNA CORPCOMMON12550910910,86183,911SH DFND1483,91100
CIGNA CORPCOMMON12550910995,242735,801SH DFND15735,80100
CIGNA CORPCOMMON1255091091,2409,577SH DFND5009,577
CIGNA CORPCOMMON1255091094273,300SH DFND63,30000
CIMAREX ENERGY COCOMMON17179810133,886294,433SH DFND1294,43300
CIMAREX ENERGY COCOMMON1717981014283,718SH DFND113,71800
CIMAREX ENERGY COCOMMON17179810170606SH DFND12,1560600
CIMAREX ENERGY COCOMMON17179810111,22597,532SH DFND1597,53200
CIMAREX ENERGY COCOMMON171798101108939SH DFND393900
CIMAREX ENERGY COCOMMON1717981015755,000SH DFND5005,000
CIMPRESS NVCOMMONN201461015576,600SH DFND16,60000
CIMPRESS NVCOMMONN201461012,10524,943SH DFND1524,94300
CINCINNATI BELL INCCOMMON1718711063,396961,956SH DFND15961,95600
CINCINNATI FINANCIAL CORPCOMMON1720621019,631180,756SH DFND1180,75600
CINCINNATI FINANCIAL CORPCOMMON1720621013386,338SH DFND116,33800
CINCINNATI FINANCIAL CORPCOMMON1720621011222,282SH DFND12,152,28200
CINCINNATI FINANCIAL CORPCOMMON1720621014,93892,685SH DFND1492,68500
CINCINNATI FINANCIAL CORPCOMMON17206210184,5111,586,174SH DFND151,586,17400
CINEDIGM CORPCOMMON17240610063,597SH DFND153,59700
CINEMARK HOLDINGS INCCOMMON17243V10277,5411,720,458SH DFND11,602,8850117,573
CINEMARK HOLDINGS INCCOMMON17243V102521,149SH DFND12,151,14900
CINEMARK HOLDINGS INCCOMMON17243V1021,69837,666SH DFND1437,66600
CINEMARK HOLDINGS INCCOMMON17243V1021,31629,201SH DFND1529,20100
CINEMARK HOLDINGS INCCOMMON17243V10270515,644SH DFND315,64400
CINTAS CORPCOMMON17290810521,470263,016SH DFND1258,33604,680
CINTAS CORPCOMMON1729081053314,059SH DFND114,05900
CINTAS CORPCOMMON17290810561750SH DFND12,1575000
CINTAS CORPCOMMON17290810515,745192,881SH DFND14192,88100
CINTAS CORPCOMMON1729081054,81959,037SH DFND1559,03700
CINTAS CORPCOMMON1729081055316,500SH DFND3,16,50000
CINTAS CORPCOMMON1729081052,49030,500SH DFND4,130,50000
CINTAS CORPCOMMON1729081053,73045,700SH DFND5,10045,700
CINTAS CORPCOMMON1729081054986,100SH DFND66,10000
CINTAS CORPCOMMON1729081053434,200SH DFND7,5004,200
CINTAS CORPCOMMON1729081051,16714,300SH DFND8,10014,300
CINTAS CORPCOMMON1729081056047,400SH DFND9,17,40000
CIRCOR INTERNATIONAL INCCOMMON17273K1093085,638SH DFND145,63800
CIRCOR INTERNATIONAL INCCOMMON17273K1091,55228,373SH DFND1528,37300
CIRRUS LOGIC INCCOMMON1727551003,984119,770SH DFND14119,77000
CIRRUS LOGIC INCCOMMON17275510010,275308,936SH DFND15308,93600
CISCO SYSTEMS INCCOMMON17275R1021,160,47642,160,791SH DFND140,524,32201,636,469
CISCO SYSTEMS INCCOMMON17275R1021,75963,900SH DFND1,563,90000
CISCO SYSTEMS INCCOMMON17275R1022,945107,000SH DFND10107,00000
CISCO SYSTEMS INCCOMMON17275R1025,758209,186SH DFND11209,18600
CISCO SYSTEMS INCCOMMON17275R10234,4461,251,429SH DFND12,151,251,42900
CISCO SYSTEMS INCCOMMON17275R102163,5185,940,723SH DFND145,940,72300
CISCO SYSTEMS INCCOMMON17275R1021,157,33142,046,528SH DFND1542,046,52800
CISCO SYSTEMS INCCOMMON17275R102612,212SH DFND15,12,21200
CISCO SYSTEMS INCCOMMON17275R10296,6463,511,225SH DFND23,511,22500
CISCO SYSTEMS INCCOMMON17275R10213,628495,122SH DFND2,1495,12200
CISCO SYSTEMS INCCOMMON17275R10251718,785SH DFND318,78500
CISCO SYSTEMS INCCOMMON17275R1025,051183,500SH DFND3,1183,50000
CISCO SYSTEMS INCCOMMON17275R1021,82766,369SH DFND466,36900
CISCO SYSTEMS INCCOMMON17275R10221,315774,400SH DFND4,1774,40000
CISCO SYSTEMS INCCOMMON17275R10210,856394,401SH DFND580,2000314,201
CISCO SYSTEMS INCCOMMON17275R10215,037546,300SH DFND5,100546,300
CISCO SYSTEMS INCCOMMON17275R1024,104149,100SH DFND6149,10000
CISCO SYSTEMS INCCOMMON17275R1029,447343,200SH DFND6,5164,7000178,500
CISCO SYSTEMS INCCOMMON17275R1021,97171,600SH DFND7,50071,600
CISCO SYSTEMS INCCOMMON17275R1024,591166,800SH DFND8,100166,800
CISCO SYSTEMS INCCOMMON17275R1029,137331,936SH DFND9,1331,93600
CISCO SYSTEMS INCCOMMON17275R1022,821102,500SH DFND9,5102,50000
CIT GROUP INCCOMMON12558180113,513299,480SH DFND1293,26006,220
CIT GROUP INCCOMMON1255818012,55856,700SH DFND1,556,70000
CIT GROUP INCCOMMON125581801