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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABB LTD SPONSORED ADR 000375204 89 4,100 SH   DFND 17 0 0 4,100
ABM INDS INC COM 000957100 5,396 220,161 SH   DFND 3 220,161 0 0
THE ADT CORPORATION COM 00101J106 15 374 SH   DFND 19 0 0 374
THE ADT CORPORATION COM 00101J106 103 2,592 SH   DFND 21 652 0 1,940
AFC ENTERPRISES INC COM 00104Q107 4,751 132,200 SH   DFND 17 132,200 0 0
AFC ENTERPRISES INC COM 00104Q107 38 1,056 SH   DFND 21 1,056 0 0
AFLAC INC COM 001055102 63 1,080 SH   DFND 19 0 0 1,080
AFLAC INC COM 001055102 1,878 32,307 SH   DFND 21 18,128 0 14,179
AGCO CORP COM 001084102 6,600 131,500 SH   DFND 3 131,500 0 0
AGCO CORP COM 001084102 38,230 761,700 SH   DFND 17 0 0 761,700
AGCO CORP COM 001084102 11,020 219,567 SH   DFND 21 81,441 0 138,126
AGCO CORP COM 001084102 266 5,296 SH   DFND 23 5,296 0 0
AGCO CORP COM 001084102 9,004 179,400 SH   DFND 24 179,400 0 0
AGL RES INC COM 001204106 1,076 25,100 SH   DFND 3 25,100 0 0
AGL RES INC COM 001204106 703 16,407 SH   DFND 17 16,370 0 37
AG MTG INVT TR INC COM 001228105 1,135 60,356 SH   DFND 17 60,356 0 0
AG MTG INVT TR INC COM 001228105 1,473 78,318 SH   DFND 21 24,885 0 53,433
AES CORP COM 00130H105 13 1,110 SH   DFND 19 0 0 1,110
AES CORP COM 00130H105 1,361 113,508 SH   DFND 21 7,041 0 106,467
AK STL CORP NOTE 5.000%11/1 001546AP5 2,586 3,000,000 PRN   DFND 4 3,000,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 85 3,800 SH   DFND 24 3,800 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 6,817 476,030 SH   DFND 17 452,585 0 23,445
AOL INC COM 00184X105 1,792 49,111 SH   DFND 21 14,022 0 35,089
AT&T INC COM 00206R102 218,202 6,163,901 SH   DFND 3 5,101,701 0 1,062,200
AT&T INC COM 00206R102 205,948 5,817,747 SH   DFND 17 3,473,714 0 2,344,033
AT&T INC COM 00206R102 438 12,379 SH   DFND 19 0 0 12,379
AT&T INC COM 00206R102 124,723 3,523,250 SH   DFND 21 1,820,252 0 1,702,998
AT&T INC COM 00206R102 4,184 118,179 SH   DFND 23 118,179 0 0
AT&T INC COM 00206R102 138 3,900 SH   DFND 24 3,900 0 0
AVX CORP NEW COM 002444107 23,511 2,000,900 SH   DFND 3 1,930,900 0 70,000
AZZ INC COM 002474104 1,878 48,700 SH   DFND 17 32,600 0 16,100
AZZ INC COM 002474104 3,136 81,324 SH   DFND 21 73,991 0 7,333
AARONS INC COM PAR $0.50 002535300 74,830 2,671,550 SH   DFND 3 2,643,200 0 28,350
AARONS INC COM PAR $0.50 002535300 2,849 101,716 SH   DFND 17 101,716 0 0
AARONS INC COM PAR $0.50 002535300 2,312 82,548 SH   DFND 21 21,066 0 61,482
ABBOTT LABS COM 002824100 12 349 SH   DFND 4 349 0 0
ABBOTT LABS COM 002824100 7,384 211,704 SH   DFND 17 83,017 0 128,687
ABBOTT LABS COM 002824100 36,845 1,056,341 SH   DFND 19 983,541 0 72,800
ABBOTT LABS COM 002824100 17,567 503,644 SH   DFND 21 327,307 0 176,337
ABBVIE INC COM 00287Y109 7,726 186,900 SH   DFND 3 186,900 0 0
ABBVIE INC COM 00287Y109 12 284 SH   DFND 4 284 0 0
ABBVIE INC COM 00287Y109 192,437 4,654,990 SH   DFND 17 2,913,876 0 1,741,114
ABBVIE INC COM 00287Y109 60,835 1,471,571 SH   DFND 19 1,350,029 0 121,542
ABBVIE INC COM 00287Y109 27,478 664,680 SH   DFND 20 664,680 0 0
ABBVIE INC COM 00287Y109 39,118 946,256 SH   DFND 21 743,854 0 202,402
ABBVIE INC COM 00287Y109 1,411 34,122 SH   DFND 23 34,122 0 0
ABBVIE INC COM 00287Y109 1,298 31,410 SH   DFND 24 31,410 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,548 69,270 SH   DFND 17 69,270 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 8,146 246,318 SH   DFND 17 222,858 0 23,460
ACADIA HEALTHCARE COMPANY IN COM 00404A109 570 17,232 SH   DFND 19 4,732 0 12,500
ACETO CORP COM 004446100 4,621 331,730 SH   DFND 17 313,770 0 17,960
ACELRX PHARMACEUTICALS INC COM 00444T100 1,499 161,700 SH   DFND 17 149,700 0 12,000
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,993 488,200 SH   DFND 17 0 0 488,200
ACHILLION PHARMACEUTICALS IN COM 00448Q201 614 75,000 SH   DFND 24 75,000 0 0
ACI WORLDWIDE INC COM 004498101 3,477 74,800 SH   DFND 17 74,800 0 0
ACORDA THERAPEUTICS INC COM 00484M106 214 6,500 SH   DFND 24 6,500 0 0
ACQUITY GROUP LTD SPONSORED ADR 00489C103 2,683 207,492 SH   DFND 21 0 0 207,492
ACTAVIS INC COM 00507K103 207 1,640 SH   DFND 17 1,600 0 40
ACTAVIS INC COM 00507K103 25 200 SH   DFND 19 0 0 200
ACTAVIS INC COM 00507K103 11,843 93,832 SH   DFND 21 13,368 0 80,464
ACTIVISION BLIZZARD INC COM 00507V109 9,528 668,181 SH   DFND 17 430,530 0 237,651
ACTIVISION BLIZZARD INC COM 00507V109 19 1,320 SH   DFND 19 0 0 1,320
ACTIVISION BLIZZARD INC COM 00507V109 2,895 203,014 SH   DFND 21 0 0 203,014
ACTUATE CORP COM 00508B102 1,918 288,900 SH   DFND 17 288,900 0 0
ADOBE SYS INC COM 00724F101 30 650 SH   DFND 4 650 0 0
ADOBE SYS INC COM 00724F101 121,894 2,675,450 SH   DFND 17 1,204,940 0 1,470,510
ADOBE SYS INC COM 00724F101 4,992 109,567 SH   DFND 19 0 0 109,567
ADOBE SYS INC COM 00724F101 2,125 46,638 SH   DFND 21 33,510 0 13,128
ADVANCE AUTO PARTS INC COM 00751Y106 6,891 84,900 SH   DFND 3 84,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 169 2,088 SH   DFND 21 0 0 2,088
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 610 19,200 SH   DFND 17 19,200 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 148 4,644 SH   DFND 21 4,644 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,150 526,951 SH   DFND 4 526,951 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4 951 SH   DFND 19 0 0 951
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 4,402 4,295,000 PRN   DFND 4 4,295,000 0 0
ADVANCED ENERGY INDS COM 007973100 2 100 SH   DFND 17 100 0 0
ADVANCED ENERGY INDS COM 007973100 56 3,224 SH   DFND 21 3,224 0 0
AES TR III PFD CV 6.75% 00808N202 2,711 53,870 SH   DFND 4 53,870 0 0
AETNA INC NEW COM 00817Y108 24 385 SH   DFND 4 385 0 0
AETNA INC NEW COM 00817Y108 22,744 357,950 SH   DFND 17 357,950 0 0
AETNA INC NEW COM 00817Y108 42 666 SH   DFND 19 0 0 666
AETNA INC NEW COM 00817Y108 36,735 578,132 SH   DFND 21 282,663 0 295,469
AETNA INC NEW COM 00817Y108 2,194 34,529 SH   DFND 23 34,529 0 0
AETNA INC NEW COM 00817Y108 11,399 179,400 SH   DFND 24 179,400 0 0
AFFILIATED MANAGERS GROUP COM 008252108 300 1,829 SH   DFND 21 0 0 1,829
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 2,971 2,305,000 PRN   DFND 4 2,305,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,376 172,500 SH   DFND 3 172,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,603 271,348 SH   DFND 17 240,075 0 31,273
AGILENT TECHNOLOGIES INC COM 00846U101 42,705 998,704 SH   DFND 19 953,899 0 44,805
AGILENT TECHNOLOGIES INC COM 00846U101 1,548 36,200 SH   DFND 20 36,200 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,636 272,115 SH   DFND 21 261,439 0 10,676
AGILENT TECHNOLOGIES INC COM 00846U101 368 8,600 SH   DFND 24 8,600 0 0
AGNICO EAGLE MINES LTD COM 008474108 9 320 SH   DFND 19 0 0 320
AGNICO EAGLE MINES LTD COM 008474108 132 4,808 SH   DFND 21 0 0 4,808
AGRIUM INC COM 008916108 63,449 729,631 SH   DFND 3 552,631 0 177,000
AGRIUM INC COM 008916108 14,292 164,351 SH   DFND 17 164,351 0 0
AGRIUM INC COM 008916108 7,118 81,850 SH   DFND 17 81,850 0 0
AGRIUM INC COM 008916108 31 360 SH   DFND 19 0 0 360
AGRIUM INC COM 008916108 24,834 285,574 SH   DFND 21 171,188 0 114,386
AIR METHODS CORP COM PAR $.06 009128307 2,678 79,082 SH   DFND 17 79,082 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,381 40,796 SH   DFND 21 21,321 0 19,475
AIR LEASE CORP CL A 00912X302 5,248 190,200 SH   DFND 17 190,200 0 0
AIR LEASE CORP CL A 00912X302 353 12,800 SH   DFND 19 3,500 0 9,300
AIR LEASE CORP CL A 00912X302 3,279 118,830 SH   DFND 21 19,384 0 99,446
AIR PRODS & CHEMS INC COM 009158106 216 2,357 SH   DFND 17 2,357 0 0
AIR PRODS & CHEMS INC COM 009158106 57,480 627,720 SH   DFND 17 209,033 0 418,687
AIR PRODS & CHEMS INC COM 009158106 45 490 SH   DFND 19 0 0 490
AIR PRODS & CHEMS INC COM 009158106 1,378 15,046 SH   DFND 21 11,450 0 3,596
AIRGAS INC COM 009363102 7,644 80,080 SH   DFND 17 72,055 0 8,025
AIRGAS INC COM 009363102 13 140 SH   DFND 19 0 0 140
AIRGAS INC COM 009363102 191 1,997 SH   DFND 21 0 0 1,997
AIRGAS INC COM 009363102 811 8,500 SH   DFND 24 8,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 220 5,180 SH   DFND 17 5,180 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 127,875 3,005,299 SH   DFND 17 1,588,127 0 1,417,172
AKAMAI TECHNOLOGIES INC COM 00971T101 19 450 SH   DFND 19 0 0 450
AKAMAI TECHNOLOGIES INC COM 00971T101 5,916 139,028 SH   DFND 21 132,550 0 6,478
AKORN INC COM 009728106 3,919 289,900 SH   DFND 17 289,900 0 0
ALASKA AIR GROUP INC COM 011659109 3,720 71,541 SH   DFND 17 71,541 0 0
ALASKA AIR GROUP INC COM 011659109 32,102 617,355 SH   DFND 21 363,671 0 253,684
ALASKA AIR GROUP INC COM 011659109 894 17,197 SH   DFND 23 17,197 0 0
ALBANY INTL CORP CL A 012348108 554 16,800 SH   DFND 17 16,800 0 0
ALBANY MOLECULAR RESH INC COM 012423109 9,761 822,285 SH   DFND 17 730,510 0 91,775
ALBEMARLE CORP COM 012653101 7,493 120,300 SH   DFND 3 120,300 0 0
ALBEMARLE CORP COM 012653101 221 3,548 SH   DFND 21 0 0 3,548
ALCOA INC COM 013817101 21 2,740 SH   DFND 19 0 0 2,740
ALCOA INC COM 013817101 249 31,802 SH   DFND 21 3,652 0 28,150
ALCOA INC NOTE 5.250% 3/1 013817AT8 2,160 1,700,000 PRN   DFND 4 1,700,000 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 19,884 10,925,390 SH   DFND 17 8,692,455 0 2,232,935
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,934 44,650 SH   DFND 17 44,650 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 31,782 344,560 SH   DFND 17 40,000 0 304,560
ALEXION PHARMACEUTICALS INC COM 015351109 42 460 SH   DFND 19 0 0 460
ALEXION PHARMACEUTICALS INC COM 015351109 570 6,181 SH   DFND 21 0 0 6,181
ALEXION PHARMACEUTICALS INC COM 015351109 4,796 52,000 SH   DFND 24 52,000 0 0
ALLEGHANY CORP DEL COM 017175100 35,368 92,271 SH   DFND 4 92,271 0 0
ALLEGHANY CORP DEL COM 017175100 307 800 SH   DFND 17 800 0 0
ALLEGHANY CORP DEL COM 017175100 15 40 SH   DFND 19 0 0 40
ALLERGAN INC COM 018490102 2 27 SH   DFND 17 27 0 0
ALLERGAN INC COM 018490102 94,772 1,125,021 SH   DFND 17 981,951 0 143,070
ALLERGAN INC COM 018490102 46,830 555,911 SH   DFND 19 492,279 0 63,632
ALLERGAN INC COM 018490102 12,296 145,959 SH   DFND 21 136,887 0 9,072
ALLERGAN INC COM 018490102 237 2,810 SH   DFND 24 2,810 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,269 34,630 SH   DFND 4 34,630 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 760 4,200 SH   DFND 17 4,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 13 70 SH   DFND 19 0 0 70
ALLIANCE DATA SYSTEMS CORP COM 018581108 15,514 85,700 SH   DFND 20 85,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 23,041 127,280 SH   DFND 21 51,545 0 75,735
ALLIANCE DATA SYSTEMS CORP COM 018581108 812 4,486 SH   DFND 23 4,486 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 818 40,900 SH   DFND 17 34,500 0 6,400
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 454 445,000 PRN   DFND 4 445,000 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 53,600 758,884 SH   DFND 3 758,884 0 0
ALLIANT ENERGY CORP COM 018802108 11 220 SH   DFND 19 0 0 220
ALLIANT ENERGY CORP COM 018802108 604 11,981 SH   DFND 21 0 0 11,981
ALLIANT TECHSYSTEMS INC COM 018804104 132,127 1,604,850 SH   DFND 3 1,591,850 0 13,000
ALLIANT TECHSYSTEMS INC COM 018804104 5,798 70,425 SH   DFND 17 65,825 0 4,600
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 11,320 874,830 SH   DFND 17 700,135 0 174,695
ALLSTATE CORP COM 020002101 287,345 5,971,435 SH   DFND 3 5,073,435 0 898,000
ALLSTATE CORP COM 020002101 81,668 1,697,174 SH   DFND 17 1,697,028 0 146
ALLSTATE CORP COM 020002101 54 1,116 SH   DFND 19 0 0 1,116
ALLSTATE CORP COM 020002101 42,022 873,273 SH   DFND 21 329,176 0 544,097
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,534 114,000 SH   DFND 17 0 0 114,000
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 762 24,590 SH   DFND 24 24,590 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 275 52,486 SH   DFND 19 0 0 52,486
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1,122 1,230,000 PRN   DFND 4 1,230,000 0 0
ALTRIA GROUP INC COM 02209S103 14,118 403,500 SH   DFND 3 250,800 0 152,700
ALTRIA GROUP INC COM 02209S103 48,238 1,378,617 SH   DFND 4 1,378,617 0 0
ALTRIA GROUP INC COM 02209S103 2,169 61,983 SH   DFND 17 46,356 0 15,627
ALTRIA GROUP INC COM 02209S103 159 4,530 SH   DFND 19 0 0 4,530
ALTRIA GROUP INC COM 02209S103 39,623 1,132,420 SH   DFND 21 713,109 0 419,311
ALTRIA GROUP INC COM 02209S103 1,351 38,608 SH   DFND 23 38,608 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 698 120,300 SH   DFND 17 0 0 120,300
AMAZON COM INC COM 023135106 330,751 1,191,079 SH   DFND 17 829,161 0 361,918
AMAZON COM INC COM 023135106 5,197 18,714 SH   DFND 19 0 0 18,714
AMAZON COM INC COM 023135106 14,462 52,078 SH   DFND 21 43,494 0 8,584
AMCOL INTL CORP COM 02341W103 26,448 834,599 SH   DFND 3 834,599 0 0
AMERCO COM 023586100 37 229 SH   DFND 21 229 0 0
AMEREN CORP COM 023608102 23,509 682,600 SH   DFND 3 682,600 0 0
AMEREN CORP COM 023608102 71 2,076 SH   DFND 17 2,000 0 76
AMEREN CORP COM 023608102 16 460 SH   DFND 19 0 0 460
AMEREN CORP COM 023608102 7,223 209,727 SH   DFND 21 0 0 209,727
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5,248 241,301 SH   DFND 19 241,301 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2,707 124,468 SH   DFND 21 124,468 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,121 274,900 SH   DFND 17 274,900 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 399 21,400 SH   DFND 19 6,000 0 15,400
AMERICAN CAPITAL AGENCY CORP COM 02503X105 23,086 1,004,188 SH   DFND 4 1,004,188 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 17 750 SH   DFND 17 750 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,834 79,712 SH   DFND 21 0 0 79,712
AMERICAN CAP LTD COM 02503Y103 1,628 128,459 SH   DFND 17 128,459 0 0
AMERICAN CAP LTD COM 02503Y103 4,263 336,454 SH   DFND 21 148,326 0 188,128
AMERICAN ELEC PWR INC COM 025537101 211,361 4,719,996 SH   DFND 3 3,822,496 0 897,500
AMERICAN ELEC PWR INC COM 025537101 66,917 1,494,350 SH   DFND 17 1,494,198 0 152
AMERICAN ELEC PWR INC COM 025537101 50 1,110 SH   DFND 19 0 0 1,110
AMERICAN ELEC PWR INC COM 025537101 15,634 349,133 SH   DFND 21 230,966 0 118,167
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,463 80,100 SH   DFND 17 59,800 0 20,300
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6 330 SH   DFND 19 0 0 330
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,165 63,790 SH   DFND 21 2,421 0 61,369
AMERICAN EXPRESS CO COM 025816109 6,378 85,307 SH   DFND 17 85,307 0 0
AMERICAN EXPRESS CO COM 025816109 96,015 1,284,305 SH   DFND 19 1,198,448 0 85,857
AMERICAN EXPRESS CO COM 025816109 5,173 69,192 SH   DFND 20 69,192 0 0
AMERICAN EXPRESS CO COM 025816109 29,302 391,949 SH   DFND 21 363,196 0 28,753
AMERICAN EXPRESS CO COM 025816109 45 600 SH   DFND 24 600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 91,882 1,878,600 SH   DFND 3 1,859,900 0 18,700
AMERICAN FINL GROUP INC OHIO COM 025932104 3,583 73,254 SH   DFND 17 73,254 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,425 70,034 SH   DFND 21 41,148 0 28,886
AMERICAN GREETINGS CORP CL A 026375105 389 21,342 SH   DFND 21 21,342 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 21,248 475,337 SH   DFND 4 475,337 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,531 78,986 SH   DFND 17 57,396 0 21,590
AMERICAN INTL GROUP INC COM NEW 026874784 145 3,234 SH   DFND 19 0 0 3,234
AMERICAN INTL GROUP INC COM NEW 026874784 1,795 40,158 SH   DFND 21 9,570 0 30,588
AMERICAN NATL INS CO COM 028591105 1,860 18,700 SH   DFND 17 18,700 0 0
AMERICAN PAC CORP COM 028740108 1,106 39,000 SH   DFND 17 32,800 0 6,200
AMERICAN PAC CORP COM 028740108 36 1,269 SH   DFND 21 1,269 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 3,015 89,978 SH   DFND 17 89,978 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,510 45,075 SH   DFND 21 38,069 0 7,006
AMERICAN RLTY CAP PPTYS INC COM 02917T104 80,129 5,250,900 SH   DFND 3 5,202,800 0 48,100
AMERICAN STS WTR CO COM 029899101 2,586 48,183 SH   DFND 21 44,559 0 3,624
AMERICAN TOWER CORP NEW COM 03027X100 514 7,020 SH   DFND 17 7,020 0 0
AMERICAN TOWER CORP NEW COM 03027X100 66 900 SH   DFND 19 0 0 900
AMERICAN TOWER CORP NEW COM 03027X100 794 10,851 SH   DFND 21 2,492 0 8,359
AMERICAN VANGUARD CORP COM 030371108 11,954 510,200 SH   DFND 17 88,600 0 421,600
AMERICAN VANGUARD CORP COM 030371108 7,344 313,431 SH   DFND 24 313,431 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 10,817 262,355 SH   DFND 17 262,355 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,874 45,457 SH   DFND 19 36,918 0 8,539
AMERICAN WTR WKS CO INC NEW COM 030420103 2,762 67,000 SH   DFND 24 67,000 0 0
AMERICAS CAR MART INC COM 03062T105 296 6,846 SH   DFND 21 6,846 0 0
AMERISTAR CASINOS INC COM 03070Q101 1,218 46,340 SH   DFND 21 0 0 46,340
AMERISOURCEBERGEN CORP COM 03073E105 7,537 135,000 SH   DFND 3 135,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,896 159,333 SH   DFND 17 159,261 0 72
AMERISOURCEBERGEN CORP COM 03073E105 31 560 SH   DFND 19 0 0 560
AMERISOURCEBERGEN CORP COM 03073E105 56,502 1,012,042 SH   DFND 21 587,064 0 424,978
AMERISOURCEBERGEN CORP COM 03073E105 2,091 37,452 SH   DFND 23 37,452 0 0
AMERIPRISE FINL INC COM 03076C106 220,296 2,723,733 SH   DFND 3 2,678,833 0 44,900
AMERIPRISE FINL INC COM 03076C106 88,196 1,090,461 SH   DFND 17 1,090,397 0 64
AMERIPRISE FINL INC COM 03076C106 48,999 605,822 SH   DFND 19 599,729 0 6,093
AMERIPRISE FINL INC COM 03076C106 2,062 25,500 SH   DFND 20 25,500 0 0
AMERIPRISE FINL INC COM 03076C106 37,018 457,695 SH   DFND 21 426,742 0 30,953
AMERIPRISE FINL INC COM 03076C106 842 10,409 SH   DFND 23 10,409 0 0
AMERIPRISE FINL INC COM 03076C106 421 5,200 SH   DFND 24 5,200 0 0
AMETEK INC NEW COM 031100100 63,551 1,502,383 SH   DFND 17 1,279,319 0 223,064
AMETEK INC NEW COM 031100100 45,357 1,072,271 SH   DFND 19 931,126 0 141,145
AMETEK INC NEW COM 031100100 8,342 197,220 SH   DFND 20 197,220 0 0
AMETEK INC NEW COM 031100100 54,602 1,290,839 SH   DFND 21 863,421 0 427,418
AMETEK INC NEW COM 031100100 6,234 147,375 SH   DFND 24 147,375 0 0
AMGEN INC COM 031162100 8,149 82,600 SH   DFND 3 82,600 0 0
AMGEN INC COM 031162100 27 270 SH   DFND 4 270 0 0
AMGEN INC COM 031162100 126,824 1,285,468 SH   DFND 17 407,339 0 878,129
AMGEN INC COM 031162100 167 1,688 SH   DFND 19 0 0 1,688
AMGEN INC COM 031162100 128,409 1,301,532 SH   DFND 21 863,421 0 438,111
AMGEN INC COM 031162100 3,113 31,554 SH   DFND 23 31,554 0 0
AMGEN INC COM 031162100 3,404 34,500 SH   DFND 24 34,500 0 0
AMPHENOL CORP NEW CL A 032095101 29,138 373,850 SH   DFND 17 0 0 373,850
AMPHENOL CORP NEW CL A 032095101 25 320 SH   DFND 19 0 0 320
AMPHENOL CORP NEW CL A 032095101 500 6,410 SH   DFND 21 0 0 6,410
AMSURG CORP COM 03232P405 1,197 34,089 SH   DFND 21 15,234 0 18,855
AMTRUST FINANCIAL SERVICES I COM 032359309 50,502 1,414,610 SH   DFND 3 1,414,610 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 5,159 144,500 SH   DFND 17 144,500 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 425 11,900 SH   DFND 19 3,300 0 8,600
AMTRUST FINANCIAL SERVICES I COM 032359309 5,960 166,938 SH   DFND 21 138,641 0 28,297
ANADARKO PETE CORP COM 032511107 14,018 163,130 SH   DFND 17 163,130 0 0
ANADARKO PETE CORP COM 032511107 59,626 693,887 SH   DFND 19 614,338 0 79,549
ANADARKO PETE CORP COM 032511107 1,925 22,400 SH   DFND 20 22,400 0 0
ANADARKO PETE CORP COM 032511107 22,170 258,002 SH   DFND 21 219,588 0 38,414
ANADARKO PETE CORP COM 032511107 1,994 23,200 SH   DFND 24 23,200 0 0
ANALOG DEVICES INC COM 032654105 28,081 623,190 SH   DFND 17 479,980 0 143,210
ANALOG DEVICES INC COM 032654105 32 710 SH   DFND 19 0 0 710
ANALOG DEVICES INC COM 032654105 158 3,500 SH   DFND 21 0 0 3,500
ANDERSONS INC COM 034164103 73,134 1,374,959 SH   DFND 3 1,358,859 0 16,100
ANDERSONS INC COM 034164103 2,862 53,802 SH   DFND 17 53,802 0 0
ANDERSONS INC COM 034164103 1,910 35,900 SH   DFND 21 16,698 0 19,202
ANGIES LIST INC COM 034754101 34,333 1,292,645 SH   DFND 17 910,069 0 382,576
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,524 176,480 SH   DFND 21 0 0 176,480
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 2,514 146,100 SH   DFND 4 146,100 0 0
ANIKA THERAPEUTICS INC COM 035255108 4,255 250,300 SH   DFND 17 235,400 0 14,900
ANIXTER INTL INC COM 035290105 1,499 19,772 SH   DFND 21 7,725 0 12,047
ANN INC COM 035623107 35 1,061 SH   DFND 21 1,061 0 0
ANNALY CAP MGMT INC COM 035710409 243,909 19,404,025 SH   DFND 3 16,001,875 0 3,402,150
ANNALY CAP MGMT INC COM 035710409 57,688 4,589,305 SH   DFND 17 4,589,305 0 0
ANNALY CAP MGMT INC COM 035710409 21 1,700 SH   DFND 19 0 0 1,700
ANNALY CAP MGMT INC COM 035710409 4,891 389,082 SH   DFND 21 366,500 0 22,582
ANSYS INC COM 03662Q105 194 2,657 SH   DFND 21 0 0 2,657
ANTARES PHARMA INC COM 036642106 6,074 1,460,155 SH   DFND 17 1,427,675 0 32,480
APACHE CORP COM 037411105 140 1,670 SH   DFND 17 1,670 0 0
APACHE CORP COM 037411105 46,745 557,615 SH   DFND 17 189,010 0 368,605
APACHE CORP COM 037411105 65 772 SH   DFND 19 0 0 772
APACHE CORP COM 037411105 5,024 59,934 SH   DFND 21 36,400 0 23,534
APACHE CORP COM 037411105 698 8,323 SH   DFND 23 8,323 0 0
APACHE CORP PFD CONV SER D 037411808 1,824 38,200 SH   DFND 4 38,200 0 0
APOLLO INVT CORP COM 03761U106 17,694 2,286,051 SH   DFND 4 1,429,914 0 856,137
APOLLO RESIDENTIAL MTG INC COM 03763V102 411 24,913 SH   DFND 21 16,258 0 8,655
APPLE INC COM 037833100 16,421 41,458 SH   DFND 4 41,458 0 0
APPLE INC COM 037833100 405,453 1,022,503 SH   DFND 17 593,297 0 429,206
APPLE INC COM 037833100 84,810 213,880 SH   DFND 19 178,333 0 35,547
APPLE INC COM 037833100 1,637 4,129 SH   DFND 20 4,129 0 0
APPLE INC COM 037833100 188,946 476,499 SH   DFND 21 256,695 0 219,804
APPLE INC COM 037833100 4,581 11,552 SH   DFND 23 11,552 0 0
APPLE INC COM 037833100 79 200 SH   DFND 24 200 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 32,541 673,300 SH   DFND 3 673,300 0 0
APPLIED MATLS INC COM 038222105 74,817 5,014,555 SH   DFND 17 3,853,090 0 1,161,465
APPLIED MATLS INC COM 038222105 43 2,850 SH   DFND 19 0 0 2,850
APPLIED MATLS INC COM 038222105 341 22,865 SH   DFND 21 0 0 22,865
AQUA AMERICA INC COM 03836W103 3,023 96,615 SH   DFND 17 96,615 0 0
ARBITRON INC COM 03875Q108 3,738 80,483 SH   DFND 21 0 0 80,483
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 307 300,000 PRN   DFND 4 300,000 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6,150 6,000,000 PRN   DFND 21 0 0 6,000,000
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6,150 6,000,000 PRN   DFND 23 0 0 6,000,000
ARCHER DANIELS MIDLAND CO COM 039483102 7,464 220,100 SH   DFND 3 220,100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 43,620 1,286,353 SH   DFND 17 311,078 0 975,275
ARCHER DANIELS MIDLAND CO COM 039483102 52 1,520 SH   DFND 19 0 0 1,520
ARCHER DANIELS MIDLAND CO COM 039483102 1,998 58,907 SH   DFND 21 39,976 0 18,931
ARCHER DANIELS MIDLAND CO COM 039483102 7,626 224,900 SH   DFND 24 224,900 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 7,066 7,000,000 PRN   DFND 4 7,000,000 0 0
ARCTIC CAT INC COM 039670104 6,225 138,400 SH   DFND 17 138,400 0 0
ARENA PHARMACEUTICALS INC COM 040047102 1,972 256,100 SH   DFND 17 0 0 256,100
ARGAN INC COM 04010E109 154 9,889 SH   DFND 21 9,889 0 0
ARES CAP CORP COM 04010L103 6,959 404,600 SH   DFND 3 404,600 0 0
ARES CAP CORP COM 04010L103 516 30,013 SH   DFND 21 0 0 30,013
ARIAD PHARMACEUTICALS INC COM 04033A100 1,765 100,900 SH   DFND 17 0 0 100,900
ARIAD PHARMACEUTICALS INC COM 04033A100 411 23,500 SH   DFND 24 23,500 0 0
ARKANSAS BEST CORP DEL COM 040790107 7,753 337,800 SH   DFND 17 337,800 0 0
ARKANSAS BEST CORP DEL COM 040790107 239 10,400 SH   DFND 19 2,800 0 7,600
ARROW ELECTRS INC COM 042735100 3,304 82,908 SH   DFND 17 82,908 0 0
ARROW ELECTRS INC COM 042735100 14 340 SH   DFND 19 0 0 340
ARROW ELECTRS INC COM 042735100 8,807 220,992 SH   DFND 21 178,262 0 42,730
ARUBA NETWORKS INC COM 043176106 12,754 830,335 SH   DFND 17 678,560 0 151,775
ASBURY AUTOMOTIVE GROUP INC COM 043436104 361 9,001 SH   DFND 21 9,001 0 0
ASCENA RETAIL GROUP INC COM 04351G101 800 45,836 SH   DFND 21 45,836 0 0
ASCENT CAP GROUP INC COM SER A 043632108 2,186 28,000 SH   DFND 17 22,400 0 5,600
ASHLAND INC NEW COM 044209104 16 190 SH   DFND 19 0 0 190
ASHLAND INC NEW COM 044209104 752 9,001 SH   DFND 21 9,001 0 0
ASIAINFO-LINKAGE INC COM 04518A104 1,533 132,876 SH   DFND 21 0 0 132,876
ASPEN TECHNOLOGY INC COM 045327103 56,433 1,960,175 SH   DFND 17 1,559,010 0 401,165
ASPEN TECHNOLOGY INC COM 045327103 556 19,320 SH   DFND 19 5,320 0 14,000
ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 2,349 196,376 SH   DFND 21 0 0 196,376
ASSOCIATED BANC CORP COM 045487105 348 22,363 SH   DFND 21 22,363 0 0
ASSURANT INC COM 04621X108 7,784 152,900 SH   DFND 3 152,900 0 0
ASSURANT INC COM 04621X108 1 24 SH   DFND 17 0 0 24
ASSURANT INC COM 04621X108 13 250 SH   DFND 19 0 0 250
ASSURANT INC COM 04621X108 5,728 112,511 SH   DFND 21 14,638 0 97,873
ASTEX PHARMACEUTICALS INC COM 04624B103 763 185,700 SH   DFND 17 0 0 185,700
ASTRAZENECA PLC SPONSORED ADR 046353108 483,415 10,220,191 SH   DFND 3 8,447,044 0 1,773,147
ASTRAZENECA PLC SPONSORED ADR 046353108 124,064 2,622,931 SH   DFND 17 2,622,931 0 0
ASTRONICS CORP COM 046433108 5,727 140,115 SH   DFND 17 118,375 0 21,740
ATHENAHEALTH INC COM 04685W103 211 2,485 SH   DFND 17 2,485 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 446 9,100 SH   DFND 17 2,700 0 6,400
ATMEL CORP COM 049513104 4,815 655,935 SH   DFND 17 100 0 655,835
ATMEL CORP COM 049513104 3,512 478,535 SH   DFND 21 478,535 0 0
ATWOOD OCEANICS INC COM 050095108 883 16,965 SH   DFND 17 16,965 0 0
ATWOOD OCEANICS INC COM 050095108 362 6,960 SH   DFND 19 1,960 0 5,000
ATWOOD OCEANICS INC COM 050095108 16 314 SH   DFND 21 314 0 0
AUDIENCE INC COM 05070J102 309 23,400 SH   DFND 17 8,900 0 14,500
AUTODESK INC COM 052769106 205 6,032 SH   DFND 17 6,032 0 0
AUTODESK INC COM 052769106 60,095 1,770,624 SH   DFND 17 705,364 0 1,065,260
AUTODESK INC COM 052769106 14 400 SH   DFND 19 0 0 400
AUTODESK INC COM 052769106 1,105 32,552 SH   DFND 21 26,380 0 6,172
AUTOLIV INC COM 052800109 13 170 SH   DFND 19 0 0 170
AUTOLIV INC COM 052800109 1,556 20,100 SH   DFND 21 20,100 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,554 37,090 SH   DFND 17 24,085 0 13,005
AUTOMATIC DATA PROCESSING IN COM 053015103 76 1,110 SH   DFND 19 0 0 1,110
AUTOMATIC DATA PROCESSING IN COM 053015103 2,511 36,470 SH   DFND 21 0 0 36,470
AUTOZONE INC COM 053332102 6,534 15,422 SH   DFND 17 15,411 0 11
AUTOZONE INC COM 053332102 25 60 SH   DFND 19 0 0 60
AUTOZONE INC COM 053332102 14,615 34,494 SH   DFND 21 23,821 0 10,673
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2,029 122,000 SH   DFND 17 0 0 122,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 141 8,500 SH   DFND 24 8,500 0 0
AVALONBAY CMNTYS INC COM 053484101 24,260 179,826 SH   DFND 4 179,826 0 0
AVALONBAY CMNTYS INC COM 053484101 34 250 SH   DFND 17 250 0 0
AVALONBAY CMNTYS INC COM 053484101 37 275 SH   DFND 19 0 0 275
AVALONBAY CMNTYS INC COM 053484101 33 246 SH   DFND 21 246 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 3,299 717,100 SH   DFND 17 717,100 0 0
AVERY DENNISON CORP COM 053611109 1,069 25,000 SH   DFND 3 25,000 0 0
AVERY DENNISON CORP COM 053611109 820 19,177 SH   DFND 17 19,146 0 31
AVERY DENNISON CORP COM 053611109 12 290 SH   DFND 19 0 0 290
AVERY DENNISON CORP COM 053611109 69 1,619 SH   DFND 21 1,619 0 0
AVIAT NETWORKS INC COM 05366Y102 115 43,894 SH   DFND 17 0 0 43,894
AVIS BUDGET GROUP COM 053774105 4,911 170,810 SH   DFND 17 170,810 0 0
AVIS BUDGET GROUP COM 053774105 382 13,280 SH   DFND 19 3,580 0 9,700
AVIS BUDGET GROUP COM 053774105 30 1,040 SH   DFND 21 1,040 0 0
AVISTA CORP COM 05379B107 554 20,515 SH   DFND 21 20,515 0 0
AVNET INC COM 053807103 10 300 SH   DFND 19 0 0 300
AVNET INC COM 053807103 534 15,883 SH   DFND 21 887 0 14,996
AVON PRODS INC COM 054303102 24 1,140 SH   DFND 19 0 0 1,140
AVON PRODS INC COM 054303102 189 8,980 SH   DFND 21 0 0 8,980
AXIALL CORP COM 05463D100 3,534 83,000 SH   DFND 17 83,000 0 0
AXIALL CORP COM 05463D100 455 10,691 SH   DFND 21 0 0 10,691
BB&T CORP COM 054937107 9,181 271,000 SH   DFND 3 271,000 0 0
BB&T CORP COM 054937107 756 22,311 SH   DFND 17 22,093 0 218
BB&T CORP COM 054937107 54 1,603 SH   DFND 19 0 0 1,603
BB&T CORP COM 054937107 2,559 75,546 SH   DFND 21 0 0 75,546
B & G FOODS INC NEW COM 05508R106 4,008 117,700 SH   DFND 17 117,700 0 0
B & G FOODS INC NEW COM 05508R106 1,222 35,896 SH   DFND 21 0 0 35,896
BCE INC COM NEW 05534B760 2,868 69,923 SH   DFND 17 69,923 0 0
BCE INC COM NEW 05534B760 26 632 SH   DFND 19 0 0 632
BCE INC COM NEW 05534B760 19,894 484,975 SH   DFND 21 333,034 0 151,941
BOK FINL CORP COM NEW 05561Q201 257 4,017 SH   DFND 21 4,017 0 0
BOFI HLDG INC COM 05566U108 5,886 128,450 SH   DFND 17 121,955 0 6,495
BMC SOFTWARE INC COM 055921100 18 390 SH   DFND 19 0 0 390
BMC SOFTWARE INC COM 055921100 2,909 64,469 SH   DFND 21 5,598 0 58,871
BABCOCK & WILCOX CO NEW COM 05615F102 69,296 2,307,554 SH   DFND 3 2,286,417 0 21,137
BAIDU INC SPON ADR REP A 056752108 17,866 188,996 SH   DFND 4 188,996 0 0
BAIDU INC SPON ADR REP A 056752108 13,600 143,758 SH   DFND 20 46,251 0 97,507
BAIDU INC SPON ADR REP A 056752108 7,302 77,188 SH   DFND 21 77,188 0 0
BAKER HUGHES INC COM 057224107 33 725 SH   DFND 17 725 0 0
BAKER HUGHES INC COM 057224107 43 938 SH   DFND 19 0 0 938
BAKER HUGHES INC COM 057224107 329 7,135 SH   DFND 21 0 0 7,135
BALL CORP COM 058498106 6,480 156,000 SH   DFND 3 156,000 0 0
BALL CORP COM 058498106 2 46 SH   DFND 17 0 0 46
BALL CORP COM 058498106 17 400 SH   DFND 19 0 0 400
BALL CORP COM 058498106 26 628 SH   DFND 21 628 0 0
BALLY TECHNOLOGIES INC COM 05874B107 4,480 79,400 SH   DFND 17 79,400 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 90,992 6,994,001 SH   DFND 3 4,651,561 0 2,342,440
BANCO BRADESCO S A SP ADR PFD NEW 059460303 27,495 2,113,371 SH   DFND 17 2,113,371 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 20,300 1,560,329 SH   DFND 19 1,405,383 0 154,946
BANCO BRADESCO S A SP ADR PFD NEW 059460303 10,259 788,582 SH   DFND 21 62,466 0 726,116
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,884 144,850 SH   DFND 24 144,850 0 0
BANCO DE CHILE SPONSORED ADR 059520106 6,320 72,582 SH   DFND 3 72,582 0 0
BANCO MACRO SA SPON ADR B 05961W105 500 34,875 SH   DFND 17 34,875 0 0
BANCO MACRO SA SPON ADR B 05961W105 1,027 71,535 SH   DFND 21 44,656 0 26,879
BANK OF AMERICA CORPORATION COM 060505104 16,272 1,265,300 SH   DFND 3 1,265,300 0 0
BANK OF AMERICA CORPORATION COM 060505104 5,963 463,666 SH   DFND 17 460,299 0 3,367
BANK OF AMERICA CORPORATION COM 060505104 302 23,484 SH   DFND 19 0 0 23,484
BANK OF AMERICA CORPORATION COM 060505104 55,504 4,316,025 SH   DFND 21 2,019,504 0 2,296,521
BANK OF AMERICA CORPORATION COM 060505104 2,248 174,828 SH   DFND 23 174,828 0 0
BANK OF AMERICA CORPORATION COM 060505104 107 8,300 SH   DFND 24 8,300 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 8,884 8,000 SH   DFND 4 8,000 0 0
BANK HAWAII CORP COM 062540109 38,966 774,356 SH   DFND 3 766,656 0 7,700
BANK MONTREAL QUE COM 063671101 7,641 131,669 SH   DFND 17 131,669 0 0
BANK MONTREAL QUE COM 063671101 85 1,459 SH   DFND 19 0 0 1,459
BANK MONTREAL QUE COM 063671101 36,022 620,740 SH   DFND 21 317,153 0 303,587
BANK NEW YORK MELLON CORP COM 064058100 73 2,602 SH   DFND 19 0 0 2,602
BANK NEW YORK MELLON CORP COM 064058100 752 26,815 SH   DFND 21 0 0 26,815
BANK NOVA SCOTIA HALIFAX COM 064149107 18,911 353,154 SH   DFND 19 269,640 0 83,514
BANK NOVA SCOTIA HALIFAX COM 064149107 25,595 477,963 SH   DFND 21 151,062 0 326,901
BANKUNITED INC COM 06652K103 18,333 704,846 SH   DFND 4 704,846 0 0
BANNER CORP COM NEW 06652V208 5,004 148,100 SH   DFND 17 148,100 0 0
BARD C R INC COM 067383109 565 5,200 SH   DFND 3 5,200 0 0
BARD C R INC COM 067383109 359 3,302 SH   DFND 17 3,278 0 24
BARD C R INC COM 067383109 22 200 SH   DFND 19 0 0 200
BARD C R INC COM 067383109 244 2,243 SH   DFND 21 0 0 2,243
BARCLAYS PLC ADR 06738E204 1,019 59,500 SH   DFND 3 59,500 0 0
BARCLAYS PLC ADR 06738E204 16,570 967,850 SH   DFND 17 967,850 0 0
BARNES GROUP INC COM 067806109 79,114 2,638,000 SH   DFND 3 2,602,700 0 35,300
BARNES GROUP INC COM 067806109 3,402 113,429 SH   DFND 17 113,429 0 0
BARNES GROUP INC COM 067806109 1,396 46,561 SH   DFND 21 19,082 0 27,479
BARRICK GOLD CORP COM 067901108 31 1,966 SH   DFND 19 0 0 1,966
BARRICK GOLD CORP COM 067901108 38,159 2,424,324 SH   DFND 21 716,220 0 1,708,104
BARRICK GOLD CORP COM 067901108 238,226 15,135,158 SH   DFND 3 12,354,758 0 2,780,400
BARRICK GOLD CORP COM 067901108 49,675 3,155,991 SH   DFND 17 3,155,991 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 8,516 163,117 SH   DFND 17 143,242 0 19,875
BASIC ENERGY SVCS INC NEW COM 06985P100 3,764 311,300 SH   DFND 17 311,300 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 280 23,200 SH   DFND 19 5,700 0 17,500
BASSETT FURNITURE INDS INC COM 070203104 1,239 79,763 SH   DFND 17 67,125 0 12,638
BAXTER INTL INC COM 071813109 28,011 404,369 SH   DFND 17 0 0 404,369
BAXTER INTL INC COM 071813109 85 1,230 SH   DFND 19 0 0 1,230
BAXTER INTL INC COM 071813109 2,972 42,906 SH   DFND 21 5,744 0 37,162
BAYTEX ENERGY CORP COM 07317Q105 180 5,001 SH   DFND 21 0 0 5,001
B/E AEROSPACE INC COM 073302101 240 3,810 SH   DFND 17 3,810 0 0
B/E AEROSPACE INC COM 073302101 74,267 1,177,345 SH   DFND 17 504,532 0 672,813
B/E AEROSPACE INC COM 073302101 1,359 21,550 SH   DFND 21 21,550 0 0
BEACON ROOFING SUPPLY INC COM 073685109 8,994 237,425 SH   DFND 17 206,845 0 30,580
BEAM INC COM 073730103 18 290 SH   DFND 19 0 0 290
BEAM INC COM 073730103 199 3,151 SH   DFND 21 0 0 3,151
BEAZER HOMES USA INC COM NEW 07556Q881 9,479 541,014 SH   DFND 4 541,014 0 0
BECTON DICKINSON & CO COM 075887109 854 8,645 SH   DFND 17 8,645 0 0
BECTON DICKINSON & CO COM 075887109 45 460 SH   DFND 19 0 0 460
BECTON DICKINSON & CO COM 075887109 11,062 111,928 SH   DFND 21 17,782 0 94,146
BED BATH & BEYOND INC COM 075896100 27,133 382,429 SH   DFND 17 381,319 0 1,110
BED BATH & BEYOND INC COM 075896100 10,859 153,045 SH   DFND 19 152,675 0 370
BED BATH & BEYOND INC COM 075896100 375 5,288 SH   DFND 21 0 0 5,288
BELDEN INC COM 077454106 108,531 2,173,655 SH   DFND 3 2,153,555 0 20,100
BELO CORP COM SER A 080555105 876 62,801 SH   DFND 21 2,801 0 60,000
BEMIS INC COM 081437105 12 300 SH   DFND 19 0 0 300
BEMIS INC COM 081437105 4,025 102,836 SH   DFND 21 73,532 0 29,304
BENCHMARK ELECTRS INC COM 08160H101 2,177 108,325 SH   DFND 17 0 0 108,325
BENCHMARK ELECTRS INC COM 08160H101 1,589 79,040 SH   DFND 21 79,040 0 0
BERKLEY W R CORP COM 084423102 18 450 SH   DFND 19 0 0 450
BERKLEY W R CORP COM 084423102 197 4,813 SH   DFND 21 0 0 4,813
BERKSHIRE HATHAWAY INC DEL CL A 084670108 169 1 SH   DFND 19 0 0 1
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,709 22 SH   DFND 21 22 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 81,530 728,463 SH   DFND 4 728,463 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,138 36,973 SH   DFND 17 36,973 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 293 2,620 SH   DFND 19 0 0 2,620
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 46,986 419,816 SH   DFND 21 253,142 0 166,674
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 112 1,000 SH   DFND 24 1,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 157 5,667 SH   DFND 21 5,667 0 0
BERRY PETE CO CL A 085789105 86,853 2,052,300 SH   DFND 3 2,029,700 0 22,600
BERRY PETE CO CL A 085789105 2,966 70,094 SH   DFND 17 70,094 0 0
BERRY PETE CO CL A 085789105 32 746 SH   DFND 21 746 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,163 52,690 SH   DFND 21 48,661 0 4,029
BEST BUY INC COM 086516101 13 492 SH   DFND 19 0 0 492
BEST BUY INC COM 086516101 420 15,365 SH   DFND 21 15,365 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 3,732 170,000 SH   DFND 17 119,300 0 50,700
BIG 5 SPORTING GOODS CORP COM 08915P101 295 13,442 SH   DFND 21 13,442 0 0
BIGLARI HLDGS INC COM 08986R101 6,361 15,500 SH   DFND 4 15,500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,106 91,600 SH   DFND 17 7,700 0 83,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 446 8,000 SH   DFND 24 8,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 832 300,000 PRN   DFND 4 300,000 0 0
BIOGEN IDEC INC COM 09062X103 8 36 SH   DFND 17 36 0 0
BIOGEN IDEC INC COM 09062X103 204,248 949,108 SH   DFND 17 723,898 0 225,210
BIOGEN IDEC INC COM 09062X103 25,377 117,923 SH   DFND 19 105,260 0 12,663
BIOGEN IDEC INC COM 09062X103 11,426 53,093 SH   DFND 21 26,555 0 26,538
BIOGEN IDEC INC COM 09062X103 4,089 19,000 SH   DFND 24 19,000 0 0
BLACKROCK INC COM 09247X101 78,236 304,597 SH   DFND 17 105,797 0 198,800
BLACKROCK INC COM 09247X101 64 250 SH   DFND 19 0 0 250
BLACKROCK INC COM 09247X101 16,640 64,784 SH   DFND 21 40,533 0 24,251
BLACKROCK INC COM 09247X101 1,989 7,742 SH   DFND 23 7,742 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,157 85,690 SH   DFND 4 85,690 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 32,920 1,563,150 SH   DFND 4 1,014,248 0 548,902
BLOCK H & R INC COM 093671105 24 850 SH   DFND 19 0 0 850
BLOCK H & R INC COM 093671105 162 5,854 SH   DFND 21 5,854 0 0
BLOOMIN BRANDS INC COM 094235108 284 11,400 SH   DFND 17 2,200 0 9,200
BLUCORA INC COM 095229100 6,787 366,100 SH   DFND 17 366,100 0 0
BLUCORA INC COM 095229100 472 25,464 SH   DFND 21 25,464 0 0
BOB EVANS FARMS INC COM 096761101 544 11,584 SH   DFND 21 11,584 0 0
BOEING CO COM 097023105 22 210 SH   DFND 4 210 0 0
BOEING CO COM 097023105 186,234 1,817,981 SH   DFND 17 690,164 0 1,127,817
BOEING CO COM 097023105 170 1,662 SH   DFND 19 0 0 1,662
BOEING CO COM 097023105 5,126 50,035 SH   DFND 21 33,489 0 16,546
BOEING CO COM 097023105 72 700 SH   DFND 24 700 0 0
BOISE INC COM 09746Y105 345 40,340 SH   DFND 21 40,340 0 0
BONANZA CREEK ENERGY INC COM 097793103 8,012 225,955 SH   DFND 17 225,955 0 0
BONANZA CREEK ENERGY INC COM 097793103 465 13,100 SH   DFND 19 3,600 0 9,500
BONANZA CREEK ENERGY INC COM 097793103 1,333 37,600 SH   DFND 24 37,600 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 887 51,008 SH   DFND 17 51,008 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 472 27,158 SH   DFND 21 11,217 0 15,941
BORGWARNER INC COM 099724106 109,052 1,265,834 SH   DFND 17 1,106,664 0 159,170
BORGWARNER INC COM 099724106 18,688 216,926 SH   DFND 19 200,366 0 16,560
BORGWARNER INC COM 099724106 1,941 22,534 SH   DFND 21 19,955 0 2,579
BORGWARNER INC COM 099724106 18,005 209,000 SH   DFND 24 209,000 0 0
BOSTON PROPERTIES INC COM 101121101 769 7,290 SH   DFND 17 340 0 6,950
BOSTON PROPERTIES INC COM 101121101 28 270 SH   DFND 19 0 0 270
BOSTON PROPERTIES INC COM 101121101 6,345 60,164 SH   DFND 21 57,056 0 3,108
BOSTON SCIENTIFIC CORP COM 101137107 29 3,133 SH   DFND 19 0 0 3,133
BOSTON SCIENTIFIC CORP COM 101137107 376 40,606 SH   DFND 21 0 0 40,606
BOTTOMLINE TECH DEL INC COM 101388106 5,155 203,838 SH   DFND 20 203,838 0 0
BOULDER BRANDS INC COM 101405108 6,776 562,300 SH   DFND 17 562,300 0 0
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 11,669 537,500 SH   DFND 17 0 0 537,500
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 1,010 46,500 SH   DFND 19 37,000 0 9,500
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 8,507 391,853 SH   DFND 24 391,853 0 0
BRINKER INTL INC COM 109641100 1,868 47,372 SH   DFND 21 16,979 0 30,393
BRINKS CO COM 109696104 64,744 2,537,969 SH   DFND 3 2,508,169 0 29,800
BRINKS CO COM 109696104 2,813 110,264 SH   DFND 17 110,264 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 105,636 2,363,750 SH   DFND 17 1,496,772 0 866,978
BRISTOL MYERS SQUIBB CO COM 110122108 162 3,620 SH   DFND 19 0 0 3,620
BRISTOL MYERS SQUIBB CO COM 110122108 4,417 98,830 SH   DFND 21 60,984 0 37,846
BRISTOW GROUP INC COM 110394103 120,849 1,850,100 SH   DFND 3 1,833,900 0 16,200
BRISTOW GROUP INC COM 110394103 3,077 47,100 SH   DFND 17 36,200 0 10,900
BRISTOW GROUP INC COM 110394103 2,130 32,616 SH   DFND 21 9,930 0 22,686
BROADCOM CORP CL A 111320107 29 846 SH   DFND 4 846 0 0
BROADCOM CORP CL A 111320107 13,651 403,940 SH   DFND 17 401,175 0 2,765
BROADCOM CORP CL A 111320107 40 1,180 SH   DFND 19 0 0 1,180
BROADCOM CORP CL A 111320107 215 6,368 SH   DFND 21 881 0 5,487
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 81,706 3,073,954 SH   DFND 3 3,046,112 0 27,842
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9 320 SH   DFND 19 0 0 320
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 9,703 1,684,557 SH   DFND 21 704,201 0 980,356
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 630 109,334 SH   DFND 23 109,334 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 44 1,230 SH   DFND 17 1,230 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 48 1,320 SH   DFND 19 0 0 1,320
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 807 36,575 SH   DFND 17 36,575 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 3,120 141,443 SH   DFND 21 119,999 0 21,444
BROOKFIELD OFFICE PPTYS INC COM 112900105 11 630 SH   DFND 17 630 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 18 1,105 SH   DFND 19 0 0 1,105
BROOKFIELD OFFICE PPTYS INC COM 112900105 2,809 168,379 SH   DFND 21 0 0 168,379
BROWN & BROWN INC COM 115236101 10,256 318,125 SH   DFND 17 280,985 0 37,140
BROWN & BROWN INC COM 115236101 495 15,360 SH   DFND 19 4,200 0 11,160
BROWN SHOE INC NEW COM 115736100 48 2,237 SH   DFND 21 2,237 0 0
BRUNSWICK CORP COM 117043109 4,102 128,400 SH   DFND 17 128,400 0 0
BRUNSWICK CORP COM 117043109 291 9,100 SH   DFND 19 2,600 0 6,500
BRUNSWICK CORP COM 117043109 4,451 139,297 SH   DFND 20 139,297 0 0
BRUNSWICK CORP COM 117043109 90 2,830 SH   DFND 24 2,830 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 71,921 1,941,724 SH   DFND 3 1,913,124 0 28,600
BUCKEYE TECHNOLOGIES INC COM 118255108 3,324 89,747 SH   DFND 17 89,747 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 3,554 95,956 SH   DFND 21 8,782 0 87,174
BUCKLE INC COM 118440106 97,292 1,870,282 SH   DFND 3 1,852,282 0 18,000
BUILDERS FIRSTSOURCE INC COM 12008R107 2,292 383,200 SH   DFND 17 383,200 0 0
CAI INTERNATIONAL INC COM 12477X106 6,779 287,600 SH   DFND 17 287,600 0 0
CAI INTERNATIONAL INC COM 12477X106 311 13,200 SH   DFND 19 3,600 0 9,600
CBL & ASSOC PPTYS INC COM 124830100 1,506 70,300 SH   DFND 3 70,300 0 0
CBL & ASSOC PPTYS INC COM 124830100 5,342 249,416 SH   DFND 17 249,416 0 0
CBL & ASSOC PPTYS INC COM 124830100 99 4,627 SH   DFND 21 4,627 0 0
CBS CORP NEW CL B 124857202 8,958 183,300 SH   DFND 3 183,300 0 0
CBS CORP NEW CL B 124857202 65,570 1,341,731 SH   DFND 17 1,307,698 0 34,033
CBS CORP NEW CL B 124857202 44,096 902,309 SH   DFND 19 758,461 0 143,848
CBS CORP NEW CL B 124857202 22,656 463,600 SH   DFND 20 463,600 0 0
CBS CORP NEW CL B 124857202 22,626 462,993 SH   DFND 21 272,039 0 190,954
CBS CORP NEW CL B 124857202 111 2,270 SH   DFND 24 2,270 0 0
CBRE GROUP INC CL A 12504L109 7,790 333,460 SH   DFND 17 306,790 0 26,670
CBRE GROUP INC CL A 12504L109 11 460 SH   DFND 19 0 0 460
CBRE GROUP INC CL A 12504L109 212 9,066 SH   DFND 21 0 0 9,066
CEC ENTMT INC COM 125137109 3,111 75,800 SH   DFND 17 56,000 0 19,800
CECO ENVIRONMENTAL CORP COM 125141101 1,265 102,881 SH   DFND 17 86,766 0 16,115
CECO ENVIRONMENTAL CORP COM 125141101 31 2,523 SH   DFND 21 2,523 0 0
CF INDS HLDGS INC COM 125269100 12,764 74,426 SH   DFND 3 74,426 0 0
CF INDS HLDGS INC COM 125269100 18 107 SH   DFND 4 107 0 0
CF INDS HLDGS INC COM 125269100 28,753 167,658 SH   DFND 17 40,680 0 126,978
CF INDS HLDGS INC COM 125269100 21 120 SH   DFND 19 0 0 120
CF INDS HLDGS INC COM 125269100 39,933 232,846 SH   DFND 21 107,582 0 125,264
CF INDS HLDGS INC COM 125269100 1,563 9,111 SH   DFND 23 9,111 0 0
CF INDS HLDGS INC COM 125269100 16,121 94,000 SH   DFND 24 94,000 0 0
CIGNA CORPORATION COM 125509109 26,546 366,200 SH   DFND 3 366,200 0 0
CIGNA CORPORATION COM 125509109 11,428 157,654 SH   DFND 17 157,565 0 89
CIGNA CORPORATION COM 125509109 43 600 SH   DFND 19 0 0 600
CIGNA CORPORATION COM 125509109 39,692 547,552 SH   DFND 21 244,895 0 302,657
CIGNA CORPORATION COM 125509109 1,451 20,010 SH   DFND 23 20,010 0 0
CIT GROUP INC COM NEW 125581801 113,466 2,433,326 SH   DFND 4 2,340,947 0 92,379
CIT GROUP INC COM NEW 125581801 16 350 SH   DFND 19 0 0 350
CIT GROUP INC COM NEW 125581801 187 4,002 SH   DFND 21 0 0 4,002
CME GROUP INC COM 12572Q105 58 770 SH   DFND 19 0 0 770
CME GROUP INC COM 12572Q105 548 7,218 SH   DFND 21 0 0 7,218
CMS ENERGY CORP COM 125896100 11,102 408,626 SH   DFND 17 408,626 0 0
CMS ENERGY CORP COM 125896100 46,050 1,694,876 SH   DFND 21 955,481 0 739,395
CMS ENERGY CORP COM 125896100 1,402 51,606 SH   DFND 23 51,606 0 0
CNOOC LTD SPONSORED ADR 126132109 1,371 8,186 SH   DFND 21 8,186 0 0
CNO FINL GROUP INC COM 12621E103 2,651 204,542 SH   DFND 21 0 0 204,542
CSX CORP COM 126408103 7,358 317,300 SH   DFND 3 317,300 0 0
CSX CORP COM 126408103 12 531 SH   DFND 4 531 0 0
CSX CORP COM 126408103 1,595 68,770 SH   DFND 17 68,451 0 319
CSX CORP COM 126408103 55 2,380 SH   DFND 19 0 0 2,380
CSX CORP COM 126408103 3,403 146,763 SH   DFND 21 52,013 0 94,750
CSX CORP COM 126408103 128 5,540 SH   DFND 23 5,540 0 0
CTC MEDIA INC COM 12642X106 59 5,300 SH   DFND 3 5,300 0 0
CTC MEDIA INC COM 12642X106 1,007 90,600 SH   DFND 17 68,700 0 21,900
CVB FINL CORP COM 126600105 230 19,564 SH   DFND 21 19,564 0 0
CVR ENERGY INC COM 12662P108 96,476 2,035,357 SH   DFND 3 2,018,357 0 17,000
CVR ENERGY INC COM 12662P108 15,642 330,000 SH Put DFND 4 330,000 0 0
CVR ENERGY INC COM 12662P108 3,554 74,977 SH   DFND 17 70,977 0 4,000
CVR ENERGY INC COM 12662P108 4,696 99,077 SH   DFND 21 95,077 0 4,000
CVS CAREMARK CORPORATION COM 126650100 8,254 144,352 SH   DFND 17 124,857 0 19,495
CVS CAREMARK CORPORATION COM 126650100 155 2,710 SH   DFND 19 0 0 2,710
CVS CAREMARK CORPORATION COM 126650100 67,824 1,186,152 SH   DFND 21 596,954 0 589,198
CVS CAREMARK CORPORATION COM 126650100 1,856 32,462 SH   DFND 23 32,462 0 0
CA INC COM 12673P105 285,603 9,979,140 SH   DFND 3 8,322,390 0 1,656,750
CA INC COM 12673P105 65,793 2,298,832 SH   DFND 17 2,298,729 0 103
CA INC COM 12673P105 21 740 SH   DFND 19 0 0 740
CA INC COM 12673P105 35,291 1,233,072 SH   DFND 21 658,006 0 575,066
CA INC COM 12673P105 669 23,391 SH   DFND 23 23,391 0 0
CABELAS INC COM 126804301 976 15,071 SH   DFND 21 0 0 15,071
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 6 380 SH   DFND 19 0 0 380
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 36 2,167 SH   DFND 21 2,167 0 0
CABOT CORP COM 127055101 87,162 2,329,291 SH   DFND 3 2,305,691 0 23,600
CABOT CORP COM 127055101 2,656 70,984 SH   DFND 21 37,400 0 33,584
CABOT CORP COM 127055101 149 3,980 SH   DFND 23 3,980 0 0
CABOT OIL & GAS CORP COM 127097103 33 460 SH   DFND 19 0 0 460
CABOT OIL & GAS CORP COM 127097103 436 6,133 SH   DFND 21 3,033 0 3,100
CABOT OIL & GAS CORP COM 127097103 2,131 30,000 SH   DFND 24 30,000 0 0
CABOT OIL & GAS CORP COM 127097103 10,778 151,766 SH   DFND 17 135,690 0 16,076
CACI INTL INC CL A 127190304 6,177 97,297 SH   DFND 21 10,994 0 86,303
CADENCE DESIGN SYSTEM INC COM 127387108 27,375 1,890,510 SH   DFND 17 1,539,365 0 351,145
CADENCE DESIGN SYSTEM INC COM 127387108 374 25,800 SH   DFND 19 7,300 0 18,500
CAL MAINE FOODS INC COM NEW 128030202 64,446 1,385,631 SH   DFND 3 1,365,731 0 19,900
CALAMP CORP COM 128126109 5,820 398,623 SH   DFND 17 375,108 0 23,515
CALIX INC COM 13100M509 2,500 247,500 SH   DFND 17 247,500 0 0
CALPINE CORP COM NEW 131347304 18 830 SH   DFND 19 0 0 830
CALPINE CORP COM NEW 131347304 204 9,629 SH   DFND 21 0 0 9,629
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 31,600 868,600 SH   DFND 3 868,600 0 0
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 593 16,300 SH   DFND 17 16,300 0 0
CAMBREX CORP COM 132011107 2,760 197,600 SH   DFND 17 197,600 0 0
CAMECO CORP COM 13321L108 23,780 1,151,015 SH   DFND 4 1,151,015 0 0
CAMECO CORP COM 13321L108 22 1,080 SH   DFND 19 0 0 1,080
CAMECO CORP COM 13321L108 16,670 806,857 SH   DFND 21 0 0 806,857
CAMERON INTERNATIONAL CORP COM 13342B105 234 3,822 SH   DFND 17 3,822 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 131,826 2,155,430 SH   DFND 17 1,274,800 0 880,630
CAMERON INTERNATIONAL CORP COM 13342B105 1,788 29,241 SH   DFND 19 0 0 29,241
CAMERON INTERNATIONAL CORP COM 13342B105 7,923 129,552 SH   DFND 20 129,552 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,740 28,445 SH   DFND 21 18,913 0 9,532
CAMERON INTERNATIONAL CORP COM 13342B105 1,875 30,665 SH   DFND 24 30,665 0 0
CAMPBELL SOUP CO COM 134429109 1,740 38,855 SH   DFND 17 38,800 0 55
CAMPBELL SOUP CO COM 134429109 16 350 SH   DFND 19 0 0 350
CAMPBELL SOUP CO COM 134429109 15,162 338,514 SH   DFND 21 214,018 0 124,496
CAMPBELL SOUP CO COM 134429109 1,172 26,158 SH   DFND 23 26,158 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 2,936 41,359 SH   DFND 17 41,359 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 65 920 SH   DFND 19 0 0 920
CDN IMPERIAL BK OF COMMERCE COM 136069101 25,324 356,772 SH   DFND 21 151,356 0 205,416
CANADIAN NATL RY CO COM 136375102 84 860 SH   DFND 19 0 0 860
CANADIAN NATL RY CO COM 136375102 1,021 10,499 SH   DFND 21 668 0 9,831
CANADIAN NAT RES LTD COM 136385101 70 2,480 SH   DFND 19 0 0 2,480
CANADIAN NAT RES LTD COM 136385101 852 30,160 SH   DFND 21 5,409 0 24,751
CANADIAN PAC RY LTD COM 13645T100 45 370 SH   DFND 19 0 0 370
CANADIAN PAC RY LTD COM 13645T100 564 4,643 SH   DFND 21 0 0 4,643
CANTEL MEDICAL CORP COM 138098108 3,741 110,450 SH   DFND 17 110,450 0 0
CAPITAL ONE FINL CORP COM 14040H105 33 527 SH   DFND 4 527 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,089 33,262 SH   DFND 17 33,262 0 0
CAPITAL ONE FINL CORP COM 14040H105 82 1,308 SH   DFND 19 0 0 1,308
CAPITAL ONE FINL CORP COM 14040H105 27,013 430,079 SH   DFND 21 288,018 0 142,061
CAPITAL ONE FINL CORP COM 14040H105 1,719 27,366 SH   DFND 23 27,366 0 0
CAPITAL SR LIVING CORP COM 140475104 6,767 283,136 SH   DFND 17 269,091 0 14,045
CAPITALSOURCE INC COM 14055X102 72,409 7,719,500 SH   DFND 3 7,719,500 0 0
CAPITALSOURCE INC COM 14055X102 3,136 334,290 SH   DFND 17 334,290 0 0
CAPITOL FED FINL INC COM 14057J101 18,937 1,559,869 SH   DFND 4 989,336 0 570,533
CAPITOL FED FINL INC COM 14057J101 2,190 180,300 SH   DFND 17 180,300 0 0
CARDINAL FINL CORP COM 14149F109 20,322 1,388,145 SH   DFND 3 1,388,145 0 0
CARDINAL HEALTH INC COM 14149Y108 7,292 154,500 SH   DFND 3 154,500 0 0
CARDINAL HEALTH INC COM 14149Y108 3,512 74,406 SH   DFND 17 50,570 0 23,836
CARDINAL HEALTH INC COM 14149Y108 35 731 SH   DFND 19 0 0 731
CARDINAL HEALTH INC COM 14149Y108 1,437 30,444 SH   DFND 21 18,000 0 12,444
CARDIOVASCULAR SYS INC DEL COM 141619106 4,104 193,580 SH   DFND 17 182,055 0 11,525
CAREFUSION CORP COM 14170T101 6,009 163,065 SH   DFND 17 148,525 0 14,540
CAREFUSION CORP COM 14170T101 19 520 SH   DFND 19 0 0 520
CARLISLE COS INC COM 142339100 6,530 104,806 SH   DFND 21 49,473 0 55,333
CARLISLE COS INC COM 142339100 296 4,748 SH   DFND 23 4,748 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 7,146 278,800 SH   DFND 3 278,800 0 0
CARMAX INC COM 143130102 16 340 SH   DFND 19 0 0 340
CARMAX INC COM 143130102 335 7,263 SH   DFND 21 0 0 7,263
CARMIKE CINEMAS INC COM 143436400 4,183 216,080 SH   DFND 17 194,810 0 21,270
CARNIVAL CORP PAIRED CTF 143658300 36 1,050 SH   DFND 19 0 0 1,050
CARNIVAL CORP PAIRED CTF 143658300 577 16,840 SH   DFND 21 10,000 0 6,840
CARRIAGE SVCS INC COM 143905107 4,460 263,120 SH   DFND 17 246,100 0 17,020
CARPENTER TECHNOLOGY CORP COM 144285103 5,958 132,195 SH   DFND 17 112,935 0 19,260
CARPENTER TECHNOLOGY CORP COM 144285103 856 19,000 SH   DFND 24 19,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,037 160,470 SH   DFND 17 134,950 0 25,520
CASEYS GEN STORES INC COM 147528103 43,785 727,812 SH   DFND 3 721,702 0 6,110
CASH AMER INTL INC COM 14754D100 85,103 1,872,046 SH   DFND 3 1,853,446 0 18,600
CATAMARAN CORP COM 148887102 1,673 34,315 SH   DFND 17 26,285 0 8,030
CATAMARAN CORP COM 148887102 198 4,064 SH   DFND 21 0 0 4,064
CATERPILLAR INC DEL COM 149123101 36 431 SH   DFND 4 431 0 0
CATERPILLAR INC DEL COM 149123101 355 4,308 SH   DFND 17 4,308 0 0
CATERPILLAR INC DEL COM 149123101 146,438 1,775,224 SH   DFND 17 844,604 0 930,620
CATERPILLAR INC DEL COM 149123101 119 1,440 SH   DFND 19 0 0 1,440
CATERPILLAR INC DEL COM 149123101 8,734 105,874 SH   DFND 21 41,998 0 63,876
CATERPILLAR INC DEL COM 149123101 126 1,530 SH   DFND 23 1,530 0 0
CATHAY GENERAL BANCORP COM 149150104 4,823 237,000 SH   DFND 17 237,000 0 0
CATHAY GENERAL BANCORP COM 149150104 423 20,800 SH   DFND 19 5,900 0 14,900
CEDAR FAIR L P DEPOSITRY UNIT 150185106 257 6,200 SH   DFND 17 0 0 6,200
CEDAR REALTY TRUST INC COM NEW 150602209 1,088 210,000 SH   DFND 17 154,800 0 55,200
CELADON GROUP INC COM 150838100 2,931 160,620 SH   DFND 17 153,580 0 7,040
CELADON GROUP INC COM 150838100 578 31,688 SH   DFND 21 31,688 0 0
CELANESE CORP DEL COM SER A 150870103 7,533 168,140 SH   DFND 17 147,975 0 20,165
CELANESE CORP DEL COM SER A 150870103 10 230 SH   DFND 19 0 0 230
CELANESE CORP DEL COM SER A 150870103 188 4,190 SH   DFND 21 684 0 3,506
CELANESE CORP DEL COM SER A 150870103 1,008 22,500 SH   DFND 24 22,500 0 0
CELGENE CORP COM 151020104 166,654 1,424,636 SH   DFND 17 636,836 0 787,800
CELGENE CORP COM 151020104 65,352 558,656 SH   DFND 19 512,022 0 46,634
CELGENE CORP COM 151020104 2,188 18,700 SH   DFND 20 18,700 0 0
CELGENE CORP COM 151020104 19,407 165,896 SH   DFND 21 157,030 0 8,866
CELGENE CORP COM 151020104 3,275 28,000 SH   DFND 24 28,000 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 2,132 136,600 SH   DFND 17 136,600 0 0
CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 13,964 1,096,974 SH   DFND 4 1,096,974 0 0
CENTENE CORP DEL COM 15135B101 3,788 72,200 SH   DFND 17 72,200 0 0
CENOVUS ENERGY INC COM 15135U109 48 1,700 SH   DFND 19 0 0 1,700
CENOVUS ENERGY INC COM 15135U109 506 17,742 SH   DFND 21 0 0 17,742
CENTRAL FD CDA LTD CL A 153501101 41,485 3,050,400 SH   DFND 3 3,050,400 0 0
CENTURYLINK INC COM 156700106 632 17,891 SH   DFND 17 17,700 0 191
CENTURYLINK INC COM 156700106 51 1,438 SH   DFND 19 0 0 1,438
CENTURYLINK INC COM 156700106 29,323 829,507 SH   DFND 21 222,395 0 607,112
CENTURYLINK INC COM 156700106 950 26,871 SH   DFND 23 26,871 0 0
CERNER CORP COM 156782104 6,801 141,550 SH   DFND 17 89,340 0 52,210
CERNER CORP COM 156782104 33 680 SH   DFND 19 0 0 680
CERNER CORP COM 156782104 1,169 24,340 SH   DFND 21 17,336 0 7,004
CEVA INC COM 157210105 2,631 135,900 SH   DFND 17 135,900 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 310 10,171 SH   DFND 17 10,171 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 3,702 121,604 SH   DFND 21 31,817 0 89,787
CHARLES RIV LABS INTL INC COM 159864107 226 5,500 SH   DFND 17 5,500 0 0
CHART INDS INC COM PAR $0.01 16115Q308 5,875 62,445 SH   DFND 17 62,445 0 0
CHART INDS INC COM PAR $0.01 16115Q308 405 4,300 SH   DFND 19 1,200 0 3,100
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 1,805 1,200,000 PRN   DFND 4 1,200,000 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 11,664 94,175 SH   DFND 17 82,810 0 11,365
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 27 220 SH   DFND 19 0 0 220
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 243 1,965 SH   DFND 21 0 0 1,965
CHEESECAKE FACTORY INC COM 163072101 522 12,455 SH   DFND 17 12,455 0 0
CHEESECAKE FACTORY INC COM 163072101 328 7,835 SH   DFND 19 2,135 0 5,700
CHEMICAL FINL CORP COM 163731102 127 4,872 SH   DFND 21 4,872 0 0
CHEMTURA CORP COM NEW 163893209 4,174 205,600 SH   DFND 17 205,600 0 0
CHEMTURA CORP COM NEW 163893209 260 12,800 SH   DFND 19 3,500 0 9,300
CHESAPEAKE ENERGY CORP COM 165167107 9,108 446,900 SH   DFND 3 446,900 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4,701 230,671 SH   DFND 17 230,509 0 162
CHESAPEAKE ENERGY CORP COM 165167107 33 1,610 SH   DFND 19 0 0 1,610
CHESAPEAKE ENERGY CORP COM 165167107 373 18,301 SH   DFND 21 0 0 18,301
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1,496 1,500,000 PRN   DFND 4 1,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 13,843 14,620,000 PRN   DFND 4 14,620,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 775 15,045 SH   DFND 21 0 0 15,045
CHEVRON CORP NEW COM 166764100 286,701 2,422,688 SH   DFND 3 2,075,988 0 346,700
CHEVRON CORP NEW COM 166764100 85,197 719,935 SH   DFND 17 705,814 0 14,121
CHEVRON CORP NEW COM 166764100 506 4,278 SH   DFND 19 0 0 4,278
CHEVRON CORP NEW COM 166764100 170,074 1,437,161 SH   DFND 21 752,159 0 685,002
CHEVRON CORP NEW COM 166764100 4,655 39,337 SH   DFND 23 39,337 0 0
CHEVRON CORP NEW COM 166764100 237 2,000 SH   DFND 24 2,000 0 0
CHICOS FAS INC COM 168615102 1,700 99,664 SH   DFND 21 28,537 0 71,127
CHIMERA INVT CORP COM 16934Q109 139 46,200 SH   DFND 17 46,200 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,404 143,026 SH   DFND 21 143,026 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,647 18,000 SH   DFND 3 18,000 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 28,512 311,608 SH   DFND 17 311,608 0 0
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 1,236 305,203 SH   DFND 17 0 0 305,203
CHUBB CORP COM 171232101 51 600 SH   DFND 19 0 0 600
CHUBB CORP COM 171232101 1,807 21,349 SH   DFND 21 0 0 21,349
CHURCH & DWIGHT INC COM 171340102 19 310 SH   DFND 19 0 0 310
CHURCH & DWIGHT INC COM 171340102 146 2,363 SH   DFND 21 0 0 2,363
CHURCHILL DOWNS INC COM 171484108 387 4,902 SH   DFND 21 4,268 0 634
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COMCAST CORP NEW CL A 20030N101 107,387 2,572,134 SH   DFND 21 1,455,476 0 1,116,658
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COMCAST CORP NEW CL A 20030N101 171 4,100 SH   DFND 24 4,100 0 0
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COMCAST CORP NEW CL A SPL 20030N200 48 1,220 SH   DFND 19 0 0 1,220
COMCAST CORP NEW CL A SPL 20030N200 20,313 512,055 SH   DFND 21 123,196 0 388,859
COMCAST CORP NEW CL A SPL 20030N200 115 2,900 SH   DFND 24 2,900 0 0
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COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 7,918 882,680 SH   DFND 17 366,934 0 515,746
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 4,967 553,746 SH   DFND 21 464,001 0 89,745
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COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 149 12,000 SH   DFND 21 0 0 12,000
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COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1,286 34,439 SH   DFND 17 34,439 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 19,028 509,453 SH   DFND 19 457,523 0 51,930
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 20,156 539,640 SH   DFND 21 164,568 0 375,072
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2,011 53,850 SH   DFND 24 53,850 0 0
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COMPUTER SCIENCES CORP COM 205363104 13 300 SH   DFND 19 0 0 300
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DIGITAL RLTY TR INC COM 253868103 16 270 SH   DFND 17 270 0 0
DIGITAL RLTY TR INC COM 253868103 16 260 SH   DFND 19 0 0 260
DIGITAL RLTY TR INC COM 253868103 166 2,724 SH   DFND 21 0 0 2,724
DILLARDS INC CL A 254067101 4,293 52,376 SH   DFND 17 52,376 0 0
DILLARDS INC CL A 254067101 31,914 389,333 SH   DFND 21 228,937 0 160,396
DILLARDS INC CL A 254067101 1,094 13,349 SH   DFND 23 13,349 0 0
DISNEY WALT CO COM DISNEY 254687106 28,178 446,205 SH   DFND 19 302,912 0 143,293
DISNEY WALT CO COM DISNEY 254687106 33,463 529,897 SH   DFND 21 214,882 0 315,015
DISNEY WALT CO COM DISNEY 254687106 1,954 30,942 SH   DFND 23 30,942 0 0
DISNEY WALT CO COM DISNEY 254687106 278 4,400 SH   DFND 24 4,400 0 0
DISCOVER FINL SVCS COM 254709108 9,104 191,100 SH   DFND 3 191,100 0 0
DISCOVER FINL SVCS COM 254709108 160 3,353 SH   DFND 17 3,200 0 153
DISCOVER FINL SVCS COM 254709108 56 1,170 SH   DFND 19 0 0 1,170
DISCOVER FINL SVCS COM 254709108 42,646 895,180 SH   DFND 21 477,260 0 417,920
DISCOVER FINL SVCS COM 254709108 2,096 44,005 SH   DFND 23 44,005 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,039 52,290 SH   DFND 17 49,150 0 3,140
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 28 360 SH   DFND 19 0 0 360
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 380 4,921 SH   DFND 21 0 0 4,921
DISH NETWORK CORP CL A 25470M109 15 350 SH   DFND 19 0 0 350
DISH NETWORK CORP CL A 25470M109 198 4,646 SH   DFND 21 0 0 4,646
DIRECTV COM 25490A309 18 296 SH   DFND 4 296 0 0
DIRECTV COM 25490A309 5,449 88,395 SH   DFND 17 88,395 0 0
DIRECTV COM 25490A309 85 1,372 SH   DFND 19 0 0 1,372
DIRECTV COM 25490A309 18,552 300,980 SH   DFND 21 204,532 0 96,448
DR REDDYS LABS LTD ADR 256135203 477 12,600 SH   DFND 17 12,600 0 0
DR REDDYS LABS LTD ADR 256135203 378 10,000 SH   DFND 21 0 0 10,000
DOLLAR GEN CORP NEW COM 256677105 1,276 25,294 SH   DFND 17 25,200 0 94
DOLLAR GEN CORP NEW COM 256677105 26 520 SH   DFND 19 0 0 520
DOLLAR GEN CORP NEW COM 256677105 961 19,047 SH   DFND 21 9,488 0 9,559
DOLLAR GEN CORP NEW COM 256677105 55 1,100 SH   DFND 23 1,100 0 0
DOLLAR TREE INC COM 256746108 107,218 2,108,935 SH   DFND 17 1,792,270 0 316,665
DOLLAR TREE INC COM 256746108 18 350 SH   DFND 19 0 0 350
DOLLAR TREE INC COM 256746108 1,350 26,558 SH   DFND 21 23,415 0 3,143
DOMINION RES INC VA NEW COM 25746U109 561 9,880 SH   DFND 17 9,700 0 180
DOMINION RES INC VA NEW COM 25746U109 73 1,284 SH   DFND 19 0 0 1,284
DOMINION RES INC VA NEW COM 25746U109 702 12,359 SH   DFND 21 0 0 12,359
DOMTAR CORP COM NEW 257559203 18,953 285,000 SH   DFND 3 285,000 0 0
DOMTAR CORP COM NEW 257559203 692 10,409 SH   DFND 21 0 0 10,409
DONALDSON INC COM 257651109 228 6,396 SH   DFND 17 6,396 0 0
DONALDSON INC COM 257651109 3,556 99,730 SH   DFND 19 84,119 0 15,611
DONALDSON INC COM 257651109 6,812 191,040 SH   DFND 24 191,040 0 0
DONNELLEY R R & SONS CO COM 257867101 21,015 1,500,000 SH   DFND 3 1,500,000 0 0
DONNELLEY R R & SONS CO COM 257867101 8 570 SH   DFND 19 0 0 570
DONNELLEY R R & SONS CO COM 257867101 137 9,748 SH   DFND 21 9,748 0 0
DOVER CORP COM 260003108 33 430 SH   DFND 19 0 0 430
DOVER CORP COM 260003108 7,707 99,235 SH   DFND 21 0 0 99,235
DOW CHEM CO COM 260543103 174 5,400 SH   DFND 17 0 0 5,400
DOW CHEM CO COM 260543103 76 2,363 SH   DFND 19 0 0 2,363
DOW CHEM CO COM 260543103 954 29,647 SH   DFND 21 7,259 0 22,388
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,954 151,400 SH   DFND 3 151,400 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3 64 SH   DFND 17 0 0 64
DR PEPPER SNAPPLE GROUP INC COM 26138E109 13 290 SH   DFND 19 0 0 290
DR PEPPER SNAPPLE GROUP INC COM 26138E109 398 8,661 SH   DFND 21 0 0 8,661
DREAMWORKS ANIMATION SKG INC CL A 26153C103 5,909 230,280 SH   DFND 17 228,305 0 1,975
DRESSER-RAND GROUP INC COM 261608103 34 565 SH   DFND 21 565 0 0
DREYFUS MUN INCOME INC COM 26201R102 351 37,500 SH   DFND 4 37,500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 254,724 4,851,885 SH   DFND 3 4,090,785 0 761,100
DU PONT E I DE NEMOURS & CO COM 263534109 59,006 1,123,926 SH   DFND 17 1,123,638 0 288
DU PONT E I DE NEMOURS & CO COM 263534109 109 2,068 SH   DFND 19 0 0 2,068
DU PONT E I DE NEMOURS & CO COM 263534109 3,048 58,059 SH   DFND 21 4,535 0 53,524
DUKE REALTY CORP COM NEW 264411505 10 650 SH   DFND 17 650 0 0
DUKE REALTY CORP COM NEW 264411505 5 300 SH   DFND 19 0 0 300
DUKE REALTY CORP COM NEW 264411505 26 1,697 SH   DFND 21 1,697 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,216 18,018 SH   DFND 17 17,797 0 221
DUKE ENERGY CORP NEW COM NEW 26441C204 105 1,552 SH   DFND 19 0 0 1,552
DUKE ENERGY CORP NEW COM NEW 26441C204 46,535 689,408 SH   DFND 21 401,397 0 288,011
DUKE ENERGY CORP NEW COM NEW 26441C204 2,138 31,681 SH   DFND 23 31,681 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 7,806 80,100 SH   DFND 3 80,100 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1 12 SH   DFND 17 0 0 12
DUN & BRADSTREET CORP DEL NE COM 26483E100 15 150 SH   DFND 19 0 0 150
DUNKIN BRANDS GROUP INC COM 265504100 10,254 239,460 SH   DFND 17 208,985 0 30,475
DYCOM INDS INC COM 267475101 4,010 173,300 SH   DFND 17 173,300 0 0
DYNEX CAP INC COM NEW 26817Q506 266 26,107 SH   DFND 21 26,107 0 0
E M C CORP MASS COM 268648102 32 1,348 SH   DFND 4 1,348 0 0
E M C CORP MASS COM 268648102 112,926 4,780,948 SH   DFND 17 1,549,069 0 3,231,879
E M C CORP MASS COM 268648102 18,419 779,800 SH   DFND 19 713,500 0 66,300
E M C CORP MASS COM 268648102 21,232 898,896 SH   DFND 21 380,550 0 518,346
E M C CORP MASS COM 268648102 532 22,505 SH   DFND 23 22,505 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 9,963 6,740,000 PRN   DFND 4 6,740,000 0 0
EOG RES INC COM 26875P101 121,731 924,444 SH   DFND 17 830,159 0 94,285
EOG RES INC COM 26875P101 80 610 SH   DFND 19 0 0 610
EOG RES INC COM 26875P101 12,157 92,321 SH   DFND 21 77,051 0 15,270
EOG RES INC COM 26875P101 565 4,291 SH   DFND 23 4,291 0 0
EOG RES INC COM 26875P101 1,448 11,000 SH   DFND 24 11,000 0 0
EPL OIL & GAS INC COM 26883D108 1,692 57,641 SH   DFND 17 57,641 0 0
EPL OIL & GAS INC COM 26883D108 8,198 279,226 SH   DFND 21 252,460 0 26,766
EPR PPTYS COM SH BEN INT 26884U109 277 5,518 SH   DFND 21 5,518 0 0
EAGLE BANCORP INC MD COM 268948106 2,469 110,330 SH   DFND 17 110,330 0 0
EAGLE MATERIALS INC COM 26969P108 4,644 70,080 SH   DFND 17 70,080 0 0
EAGLE MATERIALS INC COM 26969P108 126 1,897 SH   DFND 21 1,897 0 0
EAGLE MATERIALS INC COM 26969P108 994 15,000 SH   DFND 24 15,000 0 0
EAST WEST BANCORP INC COM 27579R104 8,984 326,700 SH   DFND 3 326,700 0 0
EAST WEST BANCORP INC COM 27579R104 600 21,832 SH   DFND 21 21,832 0 0
EASTMAN CHEM CO COM 277432100 9,374 133,900 SH   DFND 3 133,900 0 0
EASTMAN CHEM CO COM 277432100 465 6,647 SH   DFND 17 5,306 0 1,341
EASTMAN CHEM CO COM 277432100 15 220 SH   DFND 19 0 0 220
EASTMAN CHEM CO COM 277432100 15,143 216,301 SH   DFND 21 129,973 0 86,328
EASTMAN CHEM CO COM 277432100 904 12,906 SH   DFND 23 12,906 0 0
EBAY INC COM 278642103 184 3,566 SH   DFND 17 3,566 0 0
EBAY INC COM 278642103 122,552 2,369,529 SH   DFND 17 1,419,509 0 950,020
EBAY INC COM 278642103 24,567 474,999 SH   DFND 19 340,846 0 134,153
EBAY INC COM 278642103 4,553 88,037 SH   DFND 21 47,900 0 40,137
ECHOSTAR CORP CL A 278768106 5,330 136,284 SH   DFND 17 130,300 0 5,984
ECHOSTAR CORP CL A 278768106 329 8,400 SH   DFND 19 2,300 0 6,100
ECOLAB INC COM 278865100 2,145 25,175 SH   DFND 17 25,175 0 0
ECOLAB INC COM 278865100 3,641 42,738 SH   DFND 19 24,714 0 18,024
ECOLAB INC COM 278865100 736 8,636 SH   DFND 21 700 0 7,936
ECOLAB INC COM 278865100 3,924 46,060 SH   DFND 24 46,060 0 0
ECOPETROL S A SPONSORED ADS 279158109 1,920 45,656 SH   DFND 21 41,078 0 4,578
EDISON INTL COM 281020107 4,148 86,124 SH   DFND 17 86,124 0 0
EDISON INTL COM 281020107 31 650 SH   DFND 19 0 0 650
EDISON INTL COM 281020107 10,484 217,684 SH   DFND 21 90,317 0 127,367
EDWARDS LIFESCIENCES CORP COM 28176E108 14,293 212,700 SH   DFND 17 204,955 0 7,745
EDWARDS LIFESCIENCES CORP COM 28176E108 13 200 SH   DFND 19 0 0 200
EGAIN COMMUNICATIONS COM NEW 28225C806 742 77,100 SH   DFND 17 65,000 0 12,100
EHEALTH INC COM 28238P109 2,388 105,100 SH   DFND 17 105,100 0 0
8X8 INC NEW COM 282914100 4,501 546,200 SH   DFND 17 519,615 0 26,585
EL PASO ELEC CO COM NEW 283677854 51,343 1,454,059 SH   DFND 3 1,432,559 0 21,500
ELDORADO GOLD CORP NEW COM 284902103 6 1,000 SH   DFND 19 0 0 1,000
ELDORADO GOLD CORP NEW COM 284902103 2,888 467,320 SH   DFND 21 0 0 467,320
ELECTRONIC ARTS INC COM 285512109 13 570 SH   DFND 19 0 0 570
ELECTRONIC ARTS INC COM 285512109 248 10,807 SH   DFND 21 0 0 10,807
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 4,708 4,500,000 PRN   DFND 4 4,500,000 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 5,463 193,100 SH   DFND 17 193,100 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 419 14,800 SH   DFND 19 4,100 0 10,700
ELECTRONICS FOR IMAGING INC COM 286082102 521 18,414 SH   DFND 21 18,414 0 0
ELLIE MAE INC COM 28849P100 1,583 68,600 SH   DFND 17 68,600 0 0
ELLINGTON FINANCIAL LLC COM 288522303 1,610 70,600 SH   DFND 17 70,600 0 0
EMCOR GROUP INC COM 29084Q100 1,589 39,100 SH   DFND 17 32,700 0 6,400
EMERSON ELEC CO COM 291011104 89 1,630 SH   DFND 19 0 0 1,630
EMERSON ELEC CO COM 291011104 308 5,654 SH   DFND 21 0 0 5,654
EMERSON ELEC CO COM 291011104 191 3,500 SH   DFND 24 3,500 0 0
EMERALD OIL INC COM NEW 29101U209 923 134,500 SH   DFND 17 113,300 0 21,200
ENCANA CORP COM 292505104 5,082 300,000 SH   DFND 3 300,000 0 0
ENCANA CORP COM 292505104 27 1,610 SH   DFND 19 0 0 1,610
ENCANA CORP COM 292505104 268 15,815 SH   DFND 21 0 0 15,815
ENBRIDGE INC COM 29250N105 66 1,560 SH   DFND 19 0 0 1,560
ENBRIDGE INC COM 29250N105 654 15,538 SH   DFND 21 0 0 15,538
ENDO HEALTH SOLUTIONS INC COM 29264F205 2,398 65,170 SH   DFND 17 49,285 0 15,885
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 1,540 1,150,000 PRN   DFND 4 1,150,000 0 0
ENERGEN CORP COM 29265N108 106,801 2,043,650 SH   DFND 3 2,025,450 0 18,200
ENERGEN CORP COM 29265N108 3,128 59,851 SH   DFND 17 59,851 0 0
ENERGIZER HLDGS INC COM 29266R108 7,659 76,200 SH   DFND 3 76,200 0 0
ENERGIZER HLDGS INC COM 29266R108 121 1,200 SH   DFND 17 1,200 0 0
ENERGIZER HLDGS INC COM 29266R108 10 100 SH   DFND 19 0 0 100
ENDOLOGIX INC COM 29266S106 5,628 423,800 SH   DFND 17 423,800 0 0
ENDOCYTE INC COM 29269A102 1,329 101,200 SH   DFND 17 101,200 0 0
ENERSYS COM 29275Y102 3,164 64,514 SH   DFND 17 64,514 0 0
ENERSYS COM 29275Y102 32,707 666,945 SH   DFND 21 379,474 0 287,471
ENERSYS COM 29275Y102 674 13,738 SH   DFND 23 13,738 0 0
ENNIS INC COM 293389102 16,483 953,297 SH   DFND 3 900,397 0 52,900
ENNIS INC COM 293389102 3,321 192,077 SH   DFND 17 192,077 0 0
ENSIGN GROUP INC COM 29358P101 6,872 195,103 SH   DFND 3 195,103 0 0
ENSIGN GROUP INC COM 29358P101 1,906 54,105 SH   DFND 21 30,266 0 23,839
ENTERGY CORP NEW COM 29364G103 7,093 101,800 SH   DFND 3 101,800 0 0
ENTERGY CORP NEW COM 29364G103 4,746 68,112 SH   DFND 17 0 0 68,112
ENTERGY CORP NEW COM 29364G103 1,874 26,893 SH   DFND 19 0 0 26,893
ENTERGY CORP NEW COM 29364G103 3,071 44,069 SH   DFND 21 1,232 0 42,837
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,231 687,900 SH   DFND 17 642,700 0 45,200
EPLUS INC COM 294268107 2,158 36,035 SH   DFND 17 31,775 0 4,260
EQUIFAX INC COM 294429105 21 350 SH   DFND 19 0 0 350
EQUIFAX INC COM 294429105 322 5,462 SH   DFND 21 0 0 5,462
EQUINIX INC COM NEW 29444U502 121 654 SH   DFND 21 0 0 654
EQUITY RESIDENTIAL SH BEN INT 29476L107 27,236 469,097 SH   DFND 4 469,097 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 41 700 SH   DFND 17 700 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 36 620 SH   DFND 19 0 0 620
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,355 92,231 SH   DFND 21 81,689 0 10,542
ERIE INDTY CO CL A 29530P102 454 5,700 SH   DFND 17 5,700 0 0
ESSEX PPTY TR INC COM 297178105 334 2,100 SH   DFND 17 2,100 0 0
EURONET WORLDWIDE INC COM 298736109 1,641 51,500 SH   DFND 17 19,600 0 31,900
EURONET WORLDWIDE INC COM 298736109 2,165 67,958 SH   DFND 21 18,285 0 49,673
EURONET WORLDWIDE INC COM 298736109 82 2,580 SH   DFND 23 2,580 0 0
EVERBANK FINL CORP COM 29977G102 5,589 337,500 SH   DFND 17 337,500 0 0
EVERBANK FINL CORP COM 29977G102 484 29,200 SH   DFND 19 8,300 0 20,900
EVOLUTION PETROLEUM CORP COM 30049A107 916 83,965 SH   DFND 17 70,725 0 13,240
EXAR CORP COM 300645108 2,573 238,900 SH   DFND 17 238,900 0 0
EXACTTARGET INC COM 30064K105 5 150 SH   DFND 17 100 0 50
EXACTTARGET INC COM 30064K105 1,794 53,212 SH   DFND 21 0 0 53,212
EXAMWORKS GROUP INC COM 30066A105 731 34,415 SH   DFND 17 34,415 0 0
EXAMWORKS GROUP INC COM 30066A105 463 21,810 SH   DFND 19 6,210 0 15,600
EXELON CORP COM 30161N101 3,516 113,852 SH   DFND 17 16,400 0 97,452
EXELON CORP COM 30161N101 58 1,888 SH   DFND 19 0 0 1,888
EXELON CORP COM 30161N101 2,326 75,328 SH   DFND 21 38,621 0 36,707
EXELON CORP COM 30161N101 135 4,380 SH   DFND 23 4,380 0 0
EXELIXIS INC COM 30161Q104 1,723 379,500 SH   DFND 17 0 0 379,500
EXELIXIS INC COM 30161Q104 377 83,000 SH   DFND 24 83,000 0 0
EXELIS INC COM 30162A108 6 440 SH   DFND 19 0 0 440
EXELIS INC COM 30162A108 861 62,422 SH   DFND 21 62,422 0 0
EXPEDIA INC DEL COM NEW 30212P303 18 305 SH   DFND 19 0 0 305
EXPEDIA INC DEL COM NEW 30212P303 291 4,834 SH   DFND 21 4,834 0 0
EXPEDITORS INTL WASH INC COM 302130109 13,564 356,580 SH   DFND 17 340,065 0 16,515
EXPEDITORS INTL WASH INC COM 302130109 17 460 SH   DFND 19 0 0 460
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,523 203,000 SH   DFND 4 203,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,854 192,000 SH   DFND 17 192,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 111 1,805 SH   DFND 19 0 0 1,805
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,837 29,759 SH   DFND 21 12,000 0 17,759
EXTRA SPACE STORAGE INC COM 30225T102 373 8,900 SH   DFND 17 8,900 0 0
EXTERRAN HLDGS INC COM 30225X103 33 1,170 SH   DFND 21 1,170 0 0
EXXON MOBIL CORP COM 30231G102 26 293 SH   DFND 4 293 0 0
EXXON MOBIL CORP COM 30231G102 569 6,303 SH   DFND 17 6,303 0 0
EXXON MOBIL CORP COM 30231G102 192,610 2,131,825 SH   DFND 17 933,533 0 1,198,292
EXXON MOBIL CORP COM 30231G102 8,083 89,468 SH   DFND 19 43,090 0 46,378
EXXON MOBIL CORP COM 30231G102 214,704 2,376,364 SH   DFND 21 1,171,140 0 1,205,224
EXXON MOBIL CORP COM 30231G102 5,435 60,150 SH   DFND 23 60,150 0 0
EXXON MOBIL CORP COM 30231G102 136 1,500 SH   DFND 24 1,500 0 0
FEI CO COM 30241L109 290 3,977 SH   DFND 21 3,977 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,159 20,820 SH   DFND 17 20,820 0 0
FMC TECHNOLOGIES INC COM 30249U101 29 520 SH   DFND 19 0 0 520
FMC TECHNOLOGIES INC COM 30249U101 316 5,678 SH   DFND 21 333 0 5,345
FMC TECHNOLOGIES INC COM 30249U101 724 13,000 SH   DFND 24 13,000 0 0
FACEBOOK INC CL A 30303M102 5 210 SH   DFND 17 210 0 0
FACEBOOK INC CL A 30303M102 209,326 8,413,408 SH   DFND 17 5,840,723 0 2,572,685
FACEBOOK INC CL A 30303M102 92 3,700 SH   DFND 19 0 0 3,700
FACEBOOK INC CL A 30303M102 1,179 47,400 SH   DFND 20 47,400 0 0
FACEBOOK INC CL A 30303M102 21,050 846,070 SH   DFND 21 811,325 0 34,745
FAIR ISAAC CORP COM 303250104 62,329 1,360,003 SH   DFND 3 1,340,513 0 19,490
FAIR ISAAC CORP COM 303250104 2,946 64,272 SH   DFND 17 64,272 0 0
FAIR ISAAC CORP COM 303250104 1,259 27,474 SH   DFND 21 10,000 0 17,474
FAIR ISAAC CORP COM 303250104 78 1,700 SH   DFND 23 1,700 0 0
FASTENAL CO COM 311900104 575 12,560 SH   DFND 17 12,560 0 0
FASTENAL CO COM 311900104 32 700 SH   DFND 19 0 0 700
FASTENAL CO COM 311900104 213 4,661 SH   DFND 21 0 0 4,661
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15 140 SH   DFND 17 140 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15 140 SH   DFND 19 0 0 140
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 131 1,263 SH   DFND 21 0 0 1,263
FEDERATED NATL HLDG CO COM 31422T101 838 85,900 SH   DFND 17 72,300 0 13,600
FEDEX CORP COM 31428X106 70 710 SH   DFND 19 0 0 710
FEDEX CORP COM 31428X106 2,000 20,292 SH   DFND 21 8,393 0 11,899
FELCOR LODGING TR INC COM 31430F101 369 62,400 SH   DFND 17 0 0 62,400
FEMALE HEALTH CO COM 314462102 1,087 110,265 SH   DFND 17 92,765 0 17,500
F5 NETWORKS INC COM 315616102 99 1,443 SH   DFND 17 1,443 0 0
F5 NETWORKS INC COM 315616102 63,675 925,507 SH   DFND 17 537,147 0 388,360
F5 NETWORKS INC COM 315616102 32,698 475,268 SH   DFND 19 470,040 0 5,228
F5 NETWORKS INC COM 315616102 8,077 117,403 SH   DFND 21 115,918 0 1,485
F5 NETWORKS INC COM 315616102 3,681 53,500 SH   DFND 24 53,500 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,963 255,910 SH   DFND 17 223,435 0 32,475
FIDELITY NATL INFORMATION SV COM 31620M106 32 741 SH   DFND 19 0 0 741
FIDELITY NATL INFORMATION SV COM 31620M106 3,074 71,758 SH   DFND 21 0 0 71,758
FIDELITY NATIONAL FINANCIAL CL A 31620R105 5,380 225,973 SH   DFND 21 164,658 0 61,315
FIESTA RESTAURANT GROUP INC COM 31660B101 1,925 56,035 SH   DFND 17 47,080 0 8,955
FIFTH & PAC COS INC COM 316645100 1,898 84,980 SH   DFND 17 65,045 0 19,935
FIFTH THIRD BANCORP COM 316773100 281,082 15,572,418 SH   DFND 3 13,236,918 0 2,335,500
FIFTH THIRD BANCORP COM 316773100 86,005 4,764,806 SH   DFND 17 4,696,658 0 68,148
FIFTH THIRD BANCORP COM 316773100 2,341 129,679 SH   DFND 19 0 0 129,679
FIFTH THIRD BANCORP COM 316773100 42,684 2,364,781 SH   DFND 21 1,088,034 0 1,276,747
FIFTH THIRD BANCORP COM 316773100 1,381 76,521 SH   DFND 23 76,521 0 0
51JOB INC SP ADR REP COM 316827104 8,114 120,190 SH   DFND 17 116,190 0 4,000
FINISAR CORP COM NEW 31787A507 5,318 313,765 SH   DFND 17 0 0 313,765
FINISAR CORP COM NEW 31787A507 3,881 228,940 SH   DFND 21 228,940 0 0
FINISH LINE INC CL A 317923100 1,094 50,044 SH   DFND 21 19,604 0 30,440
FIRST AMERN FINL CORP COM 31847R102 87,230 3,957,800 SH   DFND 3 3,925,500 0 32,300
FIRST AMERN FINL CORP COM 31847R102 3,095 140,409 SH   DFND 17 133,409 0 7,000
FIRST HORIZON NATL CORP COM 320517105 48,625 4,341,499 SH   DFND 3 4,301,799 0 39,700
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,056 69,600 SH   DFND 17 69,600 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 296 14,298 SH   DFND 21 14,298 0 0
FIRST MERCHANTS CORP COM 320817109 3,317 193,400 SH   DFND 17 193,400 0 0
FIRST MERCHANTS CORP COM 320817109 436 25,404 SH   DFND 21 25,404 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 95,152 9,449,100 SH   DFND 3 9,352,300 0 96,800
FIRST NIAGARA FINL GP INC COM 33582V108 2,142 212,712 SH   DFND 17 212,712 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,842 125,825 SH   DFND 17 125,825 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,017 26,423 SH   DFND 21 26,423 0 0
FIRST SOLAR INC COM 336433107 2,878 64,230 SH   DFND 17 0 0 64,230
FIRST SOLAR INC COM 336433107 6 140 SH   DFND 19 0 0 140
FIRST SOLAR INC COM 336433107 2,100 46,865 SH   DFND 21 46,865 0 0
FISERV INC COM 337738108 20,121 230,192 SH   DFND 17 183,712 0 46,480
FISERV INC COM 337738108 24 280 SH   DFND 19 0 0 280
FISERV INC COM 337738108 6,491 74,258 SH   DFND 21 12,770 0 61,488
FIRSTMERIT CORP COM 337915102 30,594 1,527,400 SH   DFND 3 1,512,100 0 15,300
FIRSTMERIT CORP COM 337915102 5,908 294,937 SH   DFND 17 294,937 0 0
FIRSTMERIT CORP COM 337915102 472 23,555 SH   DFND 19 6,655 0 16,900
FIRSTENERGY CORP COM 337932107 5,795 155,200 SH   DFND 3 155,200 0 0
FIRSTENERGY CORP COM 337932107 5 130 SH   DFND 17 0 0 130
FIRSTENERGY CORP COM 337932107 33 882 SH   DFND 19 0 0 882
FIRSTENERGY CORP COM 337932107 407 10,904 SH   DFND 21 0 0 10,904
FIVE STAR QUALITY CARE INC COM 33832D106 4,132 736,455 SH   DFND 17 696,365 0 40,090
FLEETCOR TECHNOLOGIES INC COM 339041105 1,041 12,800 SH   DFND 17 12,800 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 358 4,400 SH   DFND 19 1,100 0 3,300
FLUOR CORP NEW COM 343412102 19 327 SH   DFND 4 327 0 0
FLUOR CORP NEW COM 343412102 15,863 267,451 SH   DFND 17 0 0 267,451
FLUOR CORP NEW COM 343412102 24 400 SH   DFND 19 0 0 400
FLUOR CORP NEW COM 343412102 293 4,944 SH   DFND 21 0 0 4,944
FLOWERS FOODS INC COM 343498101 5,887 267,000 SH   DFND 17 0 0 267,000
FLOWERS FOODS INC COM 343498101 4,395 199,321 SH   DFND 24 199,321 0 0
FLOWSERVE CORP COM 34354P105 1,214 22,476 SH   DFND 17 22,476 0 0
FLOWSERVE CORP COM 34354P105 69,311 1,283,306 SH   DFND 19 1,159,340 0 123,966
FLOWSERVE CORP COM 34354P105 4,488 83,100 SH   DFND 20 83,100 0 0
FLOWSERVE CORP COM 34354P105 12,518 231,765 SH   DFND 21 225,567 0 6,198
FLOWSERVE CORP COM 34354P105 13,348 247,140 SH   DFND 24 247,140 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 298 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,891 47,400 SH   DFND 17 20,700 0 26,700
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15,655 151,711 SH   DFND 19 133,798 0 17,913
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 8,147 78,952 SH   DFND 21 20,052 0 58,900
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,053 19,900 SH   DFND 24 19,900 0 0
FONAR CORP COM NEW 344437405 770 117,370 SH   DFND 17 98,780 0 18,590
FOOT LOCKER INC COM 344849104 17,569 500,100 SH   DFND 4 320,058 0 180,042
FOOT LOCKER INC COM 344849104 11,139 317,090 SH   DFND 17 275,965 0 41,125
FOOT LOCKER INC COM 344849104 10 290 SH   DFND 19 0 0 290
FOOT LOCKER INC COM 344849104 27,730 789,346 SH   DFND 21 395,946 0 393,400
FOOT LOCKER INC COM 344849104 994 28,287 SH   DFND 23 28,287 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 406,098 26,250,700 SH   DFND 3 22,042,000 0 4,208,700
FORD MTR CO DEL COM PAR $0.01 345370860 125,867 8,136,217 SH   DFND 17 6,208,890 0 1,927,327
FORD MTR CO DEL COM PAR $0.01 345370860 128 8,294 SH   DFND 19 0 0 8,294
FORD MTR CO DEL COM PAR $0.01 345370860 18,893 1,221,293 SH   DFND 21 841,451 0 379,842
FORD MTR CO DEL COM PAR $0.01 345370860 719 46,490 SH   DFND 23 46,490 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 3,624 2,000,000 PRN   DFND 4 2,000,000 0 0
FOREST LABS INC COM 345838106 1,625 39,645 SH   DFND 17 25,945 0 13,700
FOREST LABS INC COM 345838106 26 630 SH   DFND 19 0 0 630
FOREST LABS INC COM 345838106 428 10,430 SH   DFND 21 0 0 10,430
FORMFACTOR INC COM 346375108 3,363 498,200 SH   DFND 17 471,700 0 26,500
FORTRESS INVESTMENT GROUP LL CL A 34958B106 877 133,735 SH   DFND 17 98,135 0 35,600
FORTRESS INVESTMENT GROUP LL CL A 34958B106 386 58,885 SH   DFND 19 16,685 0 42,200
FORTUNE BRANDS HOME & SEC IN COM 34964C106 13,510 348,730 SH   DFND 17 307,695 0 41,035
FORTUNE BRANDS HOME & SEC IN COM 34964C106 488 12,605 SH   DFND 19 3,415 0 9,190
FOSTER L B CO COM 350060109 2,521 58,400 SH   DFND 17 58,400 0 0
FOSTER L B CO COM 350060109 30 702 SH   DFND 21 702 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 41,824 4,425,859 SH   DFND 3 3,243,459 0 1,182,400
FRANCO NEVADA CORP COM 351858105 200 5,584 SH   DFND 21 0 0 5,584
FRANKLIN ELEC INC COM 353514102 3,540 105,186 SH   DFND 17 105,186 0 0
FRANKLIN RES INC COM 354613101 7,417 163,585 SH   DFND 17 162,045 0 1,540
FRANKLIN RES INC COM 354613101 17 370 SH   DFND 19 0 0 370
FRANKLIN RES INC COM 354613101 148 3,259 SH   DFND 21 0 0 3,259
FRANKLIN STREET PPTYS CORP COM 35471R106 44,504 3,371,500 SH   DFND 3 3,312,300 0 59,200
FRANKLIN STREET PPTYS CORP COM 35471R106 10 773 SH   DFND 17 773 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 178,399 6,461,398 SH   DFND 3 5,607,098 0 854,300
FREEPORT-MCMORAN COPPER & GO COM 35671D857 107,018 3,876,067 SH   DFND 17 2,215,783 0 1,660,284
FREEPORT-MCMORAN COPPER & GO COM 35671D857 60 2,159 SH   DFND 19 0 0 2,159
FREEPORT-MCMORAN COPPER & GO COM 35671D857 48,455 1,754,990 SH   DFND 21 477,802 0 1,277,188
FREEPORT-MCMORAN COPPER & GO COM 35671D857 134 4,840 SH   DFND 23 4,840 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 739 26,766 SH   DFND 24 26,766 0 0
FRESH MKT INC COM 35804H106 3,707 74,550 SH   DFND 17 66,705 0 7,845
FRONTIER COMMUNICATIONS CORP COM 35906A108 225 55,568 SH   DFND 17 0 0 55,568
FRONTIER COMMUNICATIONS CORP COM 35906A108 9 2,122 SH   DFND 19 0 0 2,122
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,627 648,743 SH   DFND 21 57,783 0 590,960
FULLER H B CO COM 359694106 5,184 137,100 SH   DFND 17 137,100 0 0
FULLER H B CO COM 359694106 393 10,400 SH   DFND 19 2,900 0 7,500
FULTON FINL CORP PA COM 360271100 91,277 7,951,000 SH   DFND 3 7,871,800 0 79,200
FUSION-IO INC COM 36112J107 8,964 629,485 SH   DFND 17 472,805 0 156,680
G & K SVCS INC CL A 361268105 1,990 41,800 SH   DFND 17 38,600 0 3,200
G & K SVCS INC CL A 361268105 760 15,970 SH   DFND 21 13,647 0 2,323
GATX CORP COM 361448103 7,288 153,660 SH   DFND 21 33,875 0 119,785
GNC HLDGS INC COM CL A 36191G107 5,491 124,200 SH   DFND 17 124,200 0 0
GNC HLDGS INC COM CL A 36191G107 407 9,200 SH   DFND 19 2,600 0 6,600
GNC HLDGS INC COM CL A 36191G107 6,383 144,379 SH   DFND 21 132,985 0 11,394
GP STRATEGIES CORP COM 36225V104 4,002 168,030 SH   DFND 17 157,785 0 10,245
GAIAM INC CL A 36268Q103 8 1,750 SH   DFND 21 1,750 0 0
GAMESTOP CORP NEW CL A 36467W109 14 330 SH   DFND 19 0 0 330
GAMESTOP CORP NEW CL A 36467W109 9,008 214,323 SH   DFND 21 79,426 0 134,897
GANNETT INC COM 364730101 8,571 350,400 SH   DFND 3 350,400 0 0
GANNETT INC COM 364730101 2 71 SH   DFND 17 0 0 71
GANNETT INC COM 364730101 10 420 SH   DFND 19 0 0 420
GANNETT INC COM 364730101 34 1,380 SH   DFND 21 1,380 0 0
GAP INC DEL COM 364760108 1,114 26,700 SH   DFND 3 26,700 0 0
GAP INC DEL COM 364760108 6,933 166,149 SH   DFND 17 166,058 0 91
GAP INC DEL COM 364760108 24 585 SH   DFND 19 0 0 585
GAP INC DEL COM 364760108 19,805 474,588 SH   DFND 21 376,092 0 98,496
GAP INC DEL COM 364760108 709 16,981 SH   DFND 23 16,981 0 0
GARDNER DENVER INC COM 365558105 2,722 36,207 SH   DFND 21 0 0 36,207
GENERAC HLDGS INC COM 368736104 99 2,676 SH   DFND 21 2,676 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 1,998 2,000,000 PRN   DFND 4 2,000,000 0 0
GENERAL DYNAMICS CORP COM 369550108 29,837 380,913 SH   DFND 4 380,913 0 0
GENERAL DYNAMICS CORP COM 369550108 63 810 SH   DFND 19 0 0 810
GENERAL ELECTRIC CO COM 369604103 288,185 12,427,103 SH   DFND 3 10,653,603 0 1,773,500
GENERAL ELECTRIC CO COM 369604103 323,613 13,954,853 SH   DFND 17 6,954,685 0 7,000,168
GENERAL ELECTRIC CO COM 369604103 749 32,288 SH   DFND 19 9,368 0 22,920
GENERAL ELECTRIC CO COM 369604103 21,480 926,264 SH   DFND 20 926,264 0 0
GENERAL ELECTRIC CO COM 369604103 122,568 5,285,361 SH   DFND 21 2,722,993 0 2,562,368
GENERAL ELECTRIC CO COM 369604103 4,206 181,359 SH   DFND 23 181,359 0 0
GENERAL ELECTRIC CO COM 369604103 268 11,550 SH   DFND 24 11,550 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 19 980 SH   DFND 17 980 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 20 1,000 SH   DFND 19 0 0 1,000
GENERAL GROWTH PPTYS INC NEW COM 370023103 384 19,339 SH   DFND 21 0 0 19,339
GENERAL MLS INC COM 370334104 40,066 825,600 SH   DFND 17 320,863 0 504,737
GENERAL MLS INC COM 370334104 71 1,460 SH   DFND 19 0 0 1,460
GENERAL MLS INC COM 370334104 3,750 77,262 SH   DFND 21 12,560 0 64,702
GENERAL MTRS CO COM 37045V100 47,311 1,420,334 SH   DFND 4 1,005,298 0 415,036
GENERAL MTRS CO COM 37045V100 202 6,077 SH   DFND 17 0 0 6,077
GENERAL MTRS CO COM 37045V100 42 1,250 SH   DFND 19 0 0 1,250
GENERAL MTRS CO COM 37045V100 1,157 34,738 SH   DFND 21 17,992 0 16,746
GENERAL MTRS CO JR PFD CNV SRB 37045V209 11,655 242,000 SH   DFND 4 242,000 0 0
GENESCO INC COM 371532102 4,743 70,800 SH   DFND 17 70,800 0 0
GENESCO INC COM 371532102 308 4,600 SH   DFND 19 1,100 0 3,500
GENESCO INC COM 371532102 7,703 114,984 SH   DFND 21 44,532 0 70,452
GENESCO INC COM 371532102 343 5,121 SH   DFND 23 5,121 0 0
GENESEE & WYO INC CL A 371559105 15,247 179,715 SH   DFND 17 164,515 0 15,200
GENESEE & WYO INC CL A 371559105 341 4,020 SH   DFND 19 1,120 0 2,900
GENMARK DIAGNOSTICS INC COM 372309104 2,326 224,799 SH   DFND 17 211,049 0 13,750
GENOMIC HEALTH INC COM 37244C101 926 29,200 SH   DFND 17 0 0 29,200
GENUINE PARTS CO COM 372460105 23 300 SH   DFND 19 0 0 300
GENUINE PARTS CO COM 372460105 3,378 43,267 SH   DFND 21 0 0 43,267
GENUINE PARTS CO COM 372460105 634 8,117 SH   DFND 23 8,117 0 0
GENWORTH FINL INC COM CL A 37247D106 56,136 4,919,883 SH   DFND 4 4,919,883 0 0
GENWORTH FINL INC COM CL A 37247D106 1,392 122,011 SH   DFND 17 75,857 0 46,154
GENWORTH FINL INC COM CL A 37247D106 320 28,033 SH   DFND 19 7,843 0 20,190
GENWORTH FINL INC COM CL A 37247D106 35 3,051 SH   DFND 21 3,051 0 0
GENTHERM INC COM 37253A103 7,311 393,700 SH   DFND 17 383,300 0 10,400
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,901 42,000 SH   DFND 17 42,000 0 0
GERDAU S A SPON ADR REP PFD 373737105 831 145,500 SH   DFND 19 116,000 0 29,500
GIANT INTERACTIVE GROUP INC ADR 374511103 128 16,000 SH   DFND 3 16,000 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 698 87,199 SH   DFND 17 87,199 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 2,662 332,393 SH   DFND 21 226,566 0 105,827
GILEAD SCIENCES INC COM 375558103 13,321 260,116 SH   DFND 4 260,116 0 0
GILEAD SCIENCES INC COM 375558103 130,226 2,540,006 SH   DFND 17 1,089,635 0 1,450,371
GILEAD SCIENCES INC COM 375558103 4,678 91,247 SH   DFND 19 87,947 0 3,300
GILEAD SCIENCES INC COM 375558103 11,263 219,678 SH   DFND 21 115,398 0 104,280
GILEAD SCIENCES INC COM 375558103 570 11,122 SH   DFND 23 11,122 0 0
GILEAD SCIENCES INC COM 375558103 5,281 103,000 SH   DFND 24 103,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 12,005 5,300,000 PRN   DFND 4 5,300,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 102 2,520 SH   DFND 21 2,520 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,541 114,498 SH   DFND 3 114,498 0 0
GLATFELTER COM 377316104 382 15,225 SH   DFND 21 15,225 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 24,985 500,000 SH   DFND 3 500,000 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 1,676 267,800 SH   DFND 17 220,400 0 47,400
GLOBAL CASH ACCESS HLDGS INC COM 378967103 181 28,893 SH   DFND 21 0 0 28,893
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,854 924,600 SH   DFND 3 924,600 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 568 108,146 SH   DFND 21 0 0 108,146
GOLDCORP INC NEW COM 380956409 45 1,810 SH   DFND 19 0 0 1,810
GOLDCORP INC NEW COM 380956409 30,797 1,245,322 SH   DFND 21 28,200 0 1,217,122
GOLDMAN SACHS GROUP INC COM 38141G104 8,410 55,600 SH   DFND 3 55,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,256 41,362 SH   DFND 17 41,227 0 135
GOLDMAN SACHS GROUP INC COM 38141G104 3,345 22,116 SH   DFND 19 12,273 0 9,843
GOLDMAN SACHS GROUP INC COM 38141G104 52,787 349,005 SH   DFND 21 190,921 0 158,084
GOLDMAN SACHS GROUP INC COM 38141G104 2,084 13,780 SH   DFND 23 13,780 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 154 10,057 SH   DFND 21 10,057 0 0
GOOGLE INC CL A 38259P508 34 39 SH   DFND 4 39 0 0
GOOGLE INC CL A 38259P508 489,718 556,264 SH   DFND 17 408,840 0 147,424
GOOGLE INC CL A 38259P508 99,584 113,116 SH   DFND 19 96,314 0 16,802
GOOGLE INC CL A 38259P508 45,515 51,700 SH   DFND 20 51,700 0 0
GOOGLE INC CL A 38259P508 94,276 107,087 SH   DFND 21 74,952 0 32,135
GOOGLE INC CL A 38259P508 2,870 3,260 SH   DFND 23 3,260 0 0
GOOGLE INC CL A 38259P508 258 293 SH   DFND 24 293 0 0
GORMAN RUPP CO COM 383082104 1,344 42,213 SH   DFND 17 42,213 0 0
GRAINGER W W INC COM 384802104 35 140 SH   DFND 19 0 0 140
GRAINGER W W INC COM 384802104 18,689 74,109 SH   DFND 20 74,109 0 0
GRAINGER W W INC COM 384802104 460 1,826 SH   DFND 21 0 0 1,826
GRAND CANYON ED INC COM 38526M106 1,796 55,721 SH   DFND 17 55,721 0 0
GRAND CANYON ED INC COM 38526M106 3,886 120,573 SH   DFND 21 88,353 0 32,220
GRAPHIC PACKAGING HLDG CO COM 388689101 104 13,500 SH   DFND 17 13,500 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,990 515,440 SH   DFND 21 515,440 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 622 80,300 SH   DFND 23 80,300 0 0
GRAY TELEVISION INC COM 389375106 818 113,600 SH   DFND 17 113,600 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,235 285,800 SH   DFND 17 285,800 0 0
GREAT PLAINS ENERGY INC COM 391164100 48,348 2,145,000 SH   DFND 3 2,145,000 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,227 54,429 SH   DFND 21 0 0 54,429
GREEN DOT CORP CL A 39304D102 2,352 117,900 SH   DFND 17 117,900 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 28 370 SH   DFND 19 0 0 370
GREEN MTN COFFEE ROASTERS IN COM 393122106 307 4,076 SH   DFND 21 0 0 4,076
GREEN PLAINS RENEWABLE ENERG COM 393222104 167 12,500 SH   DFND 17 0 0 12,500
GROUP 1 AUTOMOTIVE INC COM 398905109 83,317 1,295,157 SH   DFND 3 1,281,457 0 13,700
GROUP 1 AUTOMOTIVE INC COM 398905109 2,344 36,434 SH   DFND 17 36,434 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 14,009 217,768 SH   DFND 21 137,290 0 80,478
GROUP 1 AUTOMOTIVE INC COM 398905109 529 8,226 SH   DFND 23 8,226 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 776 26,491 SH   DFND 17 26,491 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 23 800 SH   DFND 19 0 0 800
GROUPE CGI INC CL A SUB VTG 39945C109 4,968 169,598 SH   DFND 21 41,158 0 128,440
GROUPON INC COM CL A 399473107 25,707 3,006,615 SH   DFND 17 0 0 3,006,615
GROUPON INC COM CL A 399473107 16,353 1,912,600 SH   DFND 21 1,912,600 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,211 89,000 SH   DFND 21 89,000 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 374 3,359 SH   DFND 17 3,359 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 2,582 23,214 SH   DFND 21 6,176 0 17,038
GUIDEWIRE SOFTWARE INC COM 40171V100 5,618 133,600 SH   DFND 17 133,600 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 353 8,400 SH   DFND 19 2,300 0 6,100
GULFPORT ENERGY CORP COM NEW 402635304 189 4,003 SH   DFND 21 4,003 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 6,464 306,800 SH   DFND 17 306,800 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 173 8,200 SH   DFND 19 2,300 0 5,900
HCA HOLDINGS INC COM 40412C101 94,135 2,610,515 SH   DFND 17 2,369,224 0 241,291
HCA HOLDINGS INC COM 40412C101 15 420 SH   DFND 19 0 0 420
HCA HOLDINGS INC COM 40412C101 1,331 36,902 SH   DFND 21 36,902 0 0
HCC INS HLDGS INC COM 404132102 8,350 193,700 SH   DFND 3 193,700 0 0
HCC INS HLDGS INC COM 404132102 6,379 147,977 SH   DFND 21 30,124 0 117,853
HCP INC COM 40414L109 47 1,030 SH   DFND 17 1,030 0 0
HCP INC COM 40414L109 47 1,040 SH   DFND 19 0 0 1,040
HCP INC COM 40414L109 653 14,370 SH   DFND 21 571 0 13,799
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,001 82,800 SH   DFND 17 35,400 0 47,400
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,325 36,559 SH   DFND 21 36,559 0 0
HFF INC CL A 40418F108 2,873 161,700 SH   DFND 17 161,700 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,858 35,800 SH   DFND 3 35,800 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 32,744 630,904 SH   DFND 17 630,904 0 0
HAIN CELESTIAL GROUP INC COM 405217100 4,915 75,600 SH   DFND 17 75,600 0 0
HAIN CELESTIAL GROUP INC COM 405217100 332 5,100 SH   DFND 19 1,400 0 3,700
HALLIBURTON CO COM 406216101 22,199 532,094 SH   DFND 4 532,094 0 0
HALLIBURTON CO COM 406216101 694 16,645 SH   DFND 17 16,645 0 0
HALLIBURTON CO COM 406216101 87 2,097 SH   DFND 19 0 0 2,097
HALLIBURTON CO COM 406216101 4,122 98,813 SH   DFND 21 83,763 0 15,050
HALLIBURTON CO COM 406216101 978 23,445 SH   DFND 23 23,445 0 0
HALLIBURTON CO COM 406216101 1,627 39,000 SH   DFND 24 39,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 646 81,245 SH   DFND 24 81,245 0 0
HANESBRANDS INC COM 410345102 1,306 25,400 SH   DFND 17 25,400 0 0
HANESBRANDS INC COM 410345102 478 9,300 SH   DFND 19 2,600 0 6,700
HANGER INC COM NEW 41043F208 4,317 136,500 SH   DFND 17 136,500 0 0
HANGER INC COM NEW 41043F208 732 23,145 SH   DFND 21 13,408 0 9,737
HARLEY DAVIDSON INC COM 412822108 3,235 59,015 SH   DFND 17 45,205 0 13,810
HARLEY DAVIDSON INC COM 412822108 21 380 SH   DFND 19 0 0 380
HARLEY DAVIDSON INC COM 412822108 339 6,178 SH   DFND 21 0 0 6,178
HARMAN INTL INDS INC COM 413086109 108,746 2,006,380 SH   DFND 3 1,988,001 0 18,379
HARMAN INTL INDS INC COM 413086109 3,529 65,106 SH   DFND 17 65,084 0 22
HARMAN INTL INDS INC COM 413086109 9 170 SH   DFND 19 0 0 170
HARMAN INTL INDS INC COM 413086109 1,214 22,401 SH   DFND 21 22,401 0 0
HARRIS CORP DEL COM 413875105 220,297 4,473,029 SH   DFND 3 3,703,629 0 769,400
HARRIS CORP DEL COM 413875105 88,625 1,799,488 SH   DFND 17 1,260,154 0 539,334
HARRIS CORP DEL COM 413875105 10 200 SH   DFND 19 0 0 200
HARRIS CORP DEL COM 413875105 7,733 157,010 SH   DFND 21 36,583 0 120,427
HARRIS TEETER SUPERMARKETS I COM 414585109 89,517 1,910,300 SH   DFND 3 1,892,400 0 17,900
HARTFORD FINL SVCS GROUP INC COM 416515104 30 980 SH   DFND 19 0 0 980
HASBRO INC COM 418056107 6,819 152,100 SH   DFND 3 152,100 0 0
HASBRO INC COM 418056107 35,251 786,332 SH   DFND 17 273,341 0 512,991
HASBRO INC COM 418056107 8 170 SH   DFND 19 0 0 170
HASBRO INC COM 418056107 2,056 45,870 SH   DFND 21 45,870 0 0
HATTERAS FINL CORP COM 41902R103 44,660 1,812,506 SH   DFND 3 1,781,806 0 30,700
HATTERAS FINL CORP COM 41902R103 843 34,200 SH   DFND 17 34,200 0 0
HAVERTY FURNITURE INC COM 419596101 2,959 128,600 SH   DFND 17 95,500 0 33,100
HEALTHCARE SVCS GRP INC COM 421906108 1,471 60,000 SH   DFND 21 20,000 0 40,000
HEALTHSOUTH CORP COM NEW 421924309 933 32,400 SH   DFND 17 5,900 0 26,500
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,571 163,530 SH   DFND 17 107,445 0 56,085
HEALTH CARE REIT INC COM 42217K106 38 570 SH   DFND 17 570 0 0
HEALTH CARE REIT INC COM 42217K106 30 450 SH   DFND 19 0 0 450
HEALTH CARE REIT INC COM 42217K106 209 3,120 SH   DFND 21 0 0 3,120
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 663 500,000 PRN   DFND 4 500,000 0 0
HEALTH NET INC COM 42222G108 872 27,400 SH   DFND 17 20,800 0 6,600
HEALTHSTREAM INC COM 42222N103 3,261 128,795 SH   DFND 17 122,575 0 6,220
HEARTLAND FINL USA INC COM 42234Q102 112 4,087 SH   DFND 21 4,087 0 0
HEARTLAND PMT SYS INC COM 42235N108 514 13,800 SH   DFND 17 13,800 0 0
HEARTLAND PMT SYS INC COM 42235N108 10,027 269,193 SH   DFND 21 87,429 0 181,764
HEARTLAND PMT SYS INC COM 42235N108 370 9,935 SH   DFND 23 9,935 0 0
HEARTWARE INTL INC COM 422368100 4,858 51,075 SH   DFND 17 36,245 0 14,830
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,758 206,500 SH   DFND 17 206,500 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 45 1,954 SH   DFND 21 1,954 0 0
HELMERICH & PAYNE INC COM 423452101 531 8,500 SH   DFND 3 8,500 0 0
HELMERICH & PAYNE INC COM 423452101 387 6,195 SH   DFND 17 6,162 0 33
HELMERICH & PAYNE INC COM 423452101 8,441 135,164 SH   DFND 21 1,619 0 133,545
HELMERICH & PAYNE INC COM 423452101 632 10,128 SH   DFND 23 10,128 0 0
HENRY JACK & ASSOC INC COM 426281101 3,950 83,808 SH   DFND 21 12,582 0 71,226
HERCULES OFFSHORE INC COM 427093109 4,482 636,700 SH   DFND 17 636,700 0 0
HERCULES OFFSHORE INC COM 427093109 308 43,800 SH   DFND 19 12,000 0 31,800
HERSHEY CO COM 427866108 23 253 SH   DFND 4 253 0 0
HERSHEY CO COM 427866108 109,470 1,226,148 SH   DFND 17 1,065,281 0 160,867
HERSHEY CO COM 427866108 35 390 SH   DFND 19 0 0 390
HERSHEY CO COM 427866108 3,375 37,800 SH   DFND 20 37,800 0 0
HERSHEY CO COM 427866108 5,670 63,504 SH   DFND 21 34,534 0 28,970
HERSHEY CO COM 427866108 94 1,050 SH   DFND 24 1,050 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 114 4,603 SH   DFND 21 1,257 0 3,346
HESS CORP COM 42809H107 3,046 45,807 SH   DFND 17 45,807 0 0
HESS CORP COM 42809H107 53 790 SH   DFND 19 0 0 790
HESS CORP COM 42809H107 15,500 233,124 SH   DFND 21 117,089 0 116,035
HEWLETT PACKARD CO COM 428236103 16,405 661,500 SH   DFND 17 661,500 0 0
HEWLETT PACKARD CO COM 428236103 2,793 112,627 SH   DFND 19 0 0 112,627
HEWLETT PACKARD CO COM 428236103 19,106 770,395 SH   DFND 21 136,806 0 633,589
HEWLETT PACKARD CO COM 428236103 311 12,545 SH   DFND 23 12,545 0 0
HEXCEL CORP NEW COM 428291108 167 4,919 SH   DFND 17 4,919 0 0
HEXCEL CORP NEW COM 428291108 2,119 62,232 SH   DFND 19 62,232 0 0
HEXCEL CORP NEW COM 428291108 5,046 148,200 SH   DFND 24 148,200 0 0
HI-TECH PHARMACAL INC COM 42840B101 938 28,249 SH   DFND 21 6,851 0 21,398
HILL ROM HLDGS INC COM 431475102 264 7,846 SH   DFND 21 0 0 7,846
HILLENBRAND INC COM 431571108 38,301 1,615,400 SH   DFND 3 1,615,400 0 0
HILLSHIRE BRANDS CO COM 432589109 5,954 180,000 SH   DFND 4 180,000 0 0
HILLSHIRE BRANDS CO COM 432589109 21 640 SH   DFND 17 0 0 640
HILLSHIRE BRANDS CO COM 432589109 8 240 SH   DFND 19 0 0 240
HILLTOP HOLDINGS INC COM 432748101 6,827 416,300 SH   DFND 17 370,400 0 45,900
HILLTOP HOLDINGS INC COM 432748101 348 21,200 SH   DFND 19 5,900 0 15,300
HOLLYFRONTIER CORP COM 436106108 242,832 5,676,289 SH   DFND 3 4,728,379 0 947,910
HOLLYFRONTIER CORP COM 436106108 22 506 SH   DFND 4 506 0 0
HOLLYFRONTIER CORP COM 436106108 61,206 1,430,704 SH   DFND 17 1,430,704 0 0
HOLLYFRONTIER CORP COM 436106108 20 460 SH   DFND 19 0 0 460
HOLLYFRONTIER CORP COM 436106108 41,628 973,065 SH   DFND 21 582,967 0 390,098
HOLLYFRONTIER CORP COM 436106108 565 13,209 SH   DFND 23 13,209 0 0
HOLOGIC INC COM 436440101 15,131 783,994 SH   DFND 20 783,994 0 0
HOLOGIC INC COM 436440101 822 42,600 SH   DFND 21 42,600 0 0
HOLOGIC INC COM 436440101 71 3,680 SH   DFND 24 3,680 0 0
HOLOGIC INC COM 436440101 49,504 2,564,974 SH   DFND 17 878,234 0 1,686,740
HOLOGIC INC FRNT 2.000%12/1 436440AB7 2,681 2,400,000 PRN   DFND 4 2,400,000 0 0
HOME BANCSHARES INC COM 436893200 1,106 42,606 SH   DFND 21 13,596 0 29,010
HOME DEPOT INC COM 437076102 26,786 345,757 SH   DFND 17 4,900 0 340,857
HOME DEPOT INC COM 437076102 259 3,340 SH   DFND 19 0 0 3,340
HOME DEPOT INC COM 437076102 30,677 395,989 SH   DFND 21 176,213 0 219,776
HOME DEPOT INC COM 437076102 1,489 19,218 SH   DFND 23 19,218 0 0
HOME DEPOT INC COM 437076102 85 1,100 SH   DFND 24 1,100 0 0
HOME PROPERTIES INC COM 437306103 647 9,900 SH   DFND 17 9,900 0 0
HONEYWELL INTL INC COM 438516106 6,241 78,661 SH   DFND 19 0 0 78,661
HONEYWELL INTL INC COM 438516106 1,812 22,835 SH   DFND 21 0 0 22,835
HORACE MANN EDUCATORS CORP N COM 440327104 2,392 98,100 SH   DFND 17 98,100 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 459 18,829 SH   DFND 21 16,749 0 2,080
HORMEL FOODS CORP COM 440452100 22 580 SH   DFND 19 0 0 580
HORMEL FOODS CORP COM 440452100 236 6,125 SH   DFND 21 6,125 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 5,869 109,700 SH   DFND 17 109,700 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,235 47,000 SH   DFND 3 47,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,368 128,174 SH   DFND 17 128,174 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3 130 SH   DFND 19 0 0 130
HOST HOTELS & RESORTS INC COM 44107P104 27 1,620 SH   DFND 17 1,620 0 0
HOST HOTELS & RESORTS INC COM 44107P104 21 1,264 SH   DFND 19 0 0 1,264
HOST HOTELS & RESORTS INC COM 44107P104 556 32,935 SH   DFND 21 8,275 0 24,660
HOVNANIAN ENTERPRISES INC CL A 442487203 960 171,100 SH   DFND 17 171,100 0 0
HOWARD HUGHES CORP COM 44267D107 78 697 SH   DFND 21 0 0 697
HUANENG PWR INTL INC SPON ADR H SHS 443304100 1,161 30,194 SH   DFND 21 0 0 30,194
HUDBAY MINERALS INC COM 443628102 50,484 7,651,918 SH   DFND 3 7,585,918 0 66,000
HUDSON CITY BANCORP COM 443683107 5,505 600,000 SH   DFND 3 600,000 0 0
HUDSON CITY BANCORP COM 443683107 1 148 SH   DFND 17 0 0 148
HUDSON CITY BANCORP COM 443683107 9 980 SH   DFND 19 0 0 980
HUMANA INC COM 444859102 350 4,149 SH   DFND 17 4,100 0 49
HUMANA INC COM 444859102 34 400 SH   DFND 19 0 0 400
HUMANA INC COM 444859102 5,136 60,863 SH   DFND 21 0 0 60,863
HUNT J B TRANS SVCS INC COM 445658107 7,821 108,260 SH   DFND 17 95,980 0 12,280
HUNT J B TRANS SVCS INC COM 445658107 8 110 SH   DFND 19 0 0 110
HUNT J B TRANS SVCS INC COM 445658107 182 2,521 SH   DFND 21 0 0 2,521
HUNTINGTON BANCSHARES INC COM 446150104 19 2,355 SH   DFND 19 0 0 2,355
HUNTINGTON INGALLS INDS INC COM 446413106 851 15,072 SH   DFND 17 15,044 0 28
HUNTINGTON INGALLS INDS INC COM 446413106 2,256 39,935 SH   DFND 21 16,724 0 23,211
HUNTSMAN CORP COM 447011107 492 29,705 SH   DFND 21 1,706 0 27,999
HURON CONSULTING GROUP INC COM 447462102 6,603 142,800 SH   DFND 17 142,800 0 0
HYPERION THERAPEUTICS INC COM 44915N101 2,873 130,600 SH   DFND 17 0 0 130,600
HYSTER YALE MATLS HANDLING I CL A 449172105 867 13,800 SH   DFND 17 7,100 0 6,700
IAC INTERACTIVECORP COM PAR $.001 44919P508 12 250 SH   DFND 19 0 0 250
IAC INTERACTIVECORP COM PAR $.001 44919P508 12,922 271,592 SH   DFND 21 67,569 0 204,023
IAC INTERACTIVECORP COM PAR $.001 44919P508 299 6,283 SH   DFND 23 6,283 0 0
ICG GROUP INC COM 44928D108 2,417 212,000 SH   DFND 17 212,000 0 0
ICU MED INC COM 44930G107 1,918 26,621 SH   DFND 17 26,621 0 0
ITT CORP NEW COM NEW 450911201 98,255 3,340,857 SH   DFND 3 3,304,762 0 36,095
ITT CORP NEW COM NEW 450911201 6 220 SH   DFND 19 0 0 220
ICICI BK LTD ADR 45104G104 426 11,149 SH   DFND 17 11,149 0 0
ICICI BK LTD ADR 45104G104 3,765 98,438 SH   DFND 20 75,438 0 23,000
ICICI BK LTD ADR 45104G104 1,504 39,324 SH   DFND 21 32,582 0 6,742
IDACORP INC COM 451107106 87,148 1,824,699 SH   DFND 3 1,807,785 0 16,914
IDACORP INC COM 451107106 3,090 64,709 SH   DFND 17 64,709 0 0
IDACORP INC COM 451107106 7,031 147,225 SH   DFND 21 71,958 0 75,267
IDENIX PHARMACEUTICALS INC COM 45166R204 87 24,000 SH   DFND 24 24,000 0 0
IDEX CORP COM 45167R104 7,730 143,661 SH   DFND 17 143,661 0 0
IDEX CORP COM 45167R104 13,618 253,068 SH   DFND 19 196,904 0 56,164
IDEX CORP COM 45167R104 3,509 65,210 SH   DFND 21 65,210 0 0
IDEX CORP COM 45167R104 11,650 216,500 SH   DFND 24 216,500 0 0
ILLINOIS TOOL WKS INC COM 452308109 73 1,050 SH   DFND 19 0 0 1,050
ILLINOIS TOOL WKS INC COM 452308109 3,997 57,779 SH   DFND 21 34,714 0 23,065
ILLINOIS TOOL WKS INC COM 452308109 281 4,068 SH   DFND 23 4,068 0 0
ILLUMINA INC COM 452327109 14,107 188,490 SH   DFND 17 38,545 0 149,945
ILLUMINA INC COM 452327109 16 210 SH   DFND 19 0 0 210
ILLUMINA INC COM 452327109 206 2,757 SH   DFND 21 0 0 2,757
ILLUMINA INC COM 452327109 1,048 14,000 SH   DFND 24 14,000 0 0
IMAX CORP COM 45245E109 4,216 169,600 SH   DFND 17 169,600 0 0
IMMUNOGEN INC COM 45253H101 481 29,000 SH   DFND 24 29,000 0 0
IMMUNOMEDICS INC COM 452907108 381 70,000 SH   DFND 24 70,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 26 670 SH   DFND 19 0 0 670
IMPERIAL OIL LTD COM NEW 453038408 4,595 120,253 SH   DFND 21 0 0 120,253
INCONTACT INC COM 45336E109 5,132 624,345 SH   DFND 17 584,965 0 39,380
INCYTE CORP COM 45337C102 550 25,000 SH   DFND 24 25,000 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 6,900 2,700,000 PRN   DFND 4 2,700,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 345 21,301 SH   DFND 21 0 0 21,301
INFOSYS LTD SPONSORED ADR 456788108 12,883 312,768 SH   DFND 20 112,734 0 200,034
INFOSYS LTD SPONSORED ADR 456788108 6,057 147,044 SH   DFND 21 147,044 0 0
INGRAM MICRO INC CL A 457153104 1,244 65,533 SH   DFND 21 29,549 0 35,984
INGREDION INC COM 457187102 121,837 1,856,700 SH   DFND 3 1,842,700 0 14,000
INGREDION INC COM 457187102 19,830 302,193 SH   DFND 17 176,593 0 125,600
INGREDION INC COM 457187102 466 7,100 SH   DFND 19 1,800 0 5,300
INGREDION INC COM 457187102 16,983 258,803 SH   DFND 21 173,318 0 85,485
INGREDION INC COM 457187102 6,051 92,220 SH   DFND 24 92,220 0 0
INSIGHT ENTERPRISES INC COM 45765U103 472 26,607 SH   DFND 21 26,607 0 0
INNOSPEC INC COM 45768S105 361 8,987 SH   DFND 21 8,987 0 0
INNOPHOS HOLDINGS INC COM 45774N108 62,139 1,317,350 SH   DFND 3 1,300,850 0 16,500
INSULET CORP COM 45784P101 1,913 60,895 SH   DFND 17 46,645 0 14,250
INTEL CORP COM 458140100 520,983 21,501,562 SH   DFND 3 17,816,162 0 3,685,400
INTEL CORP COM 458140100 189,474 7,823,051 SH   DFND 4 6,443,933 0 1,379,118
INTEL CORP COM 458140100 373,314 15,407,102 SH   DFND 17 10,165,814 0 5,241,288
INTEL CORP COM 458140100 27,678 1,142,294 SH   DFND 19 909,867 0 232,427
INTEL CORP COM 458140100 31,565 1,302,726 SH   DFND 20 1,302,726 0 0
INTEL CORP COM 458140100 103,915 4,288,672 SH   DFND 21 2,821,028 0 1,467,644
INTEL CORP COM 458140100 2,142 88,394 SH   DFND 23 88,394 0 0
INTEL CORP COM 458140100 115 4,760 SH   DFND 24 4,760 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 873 800,000 PRN   DFND 4 800,000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 32 180 SH   DFND 19 0 0 180
INTERCONTINENTALEXCHANGE INC COM 45865V100 510 2,870 SH   DFND 21 0 0 2,870
INTERCONTINENTALEXCHANGE INC COM 45865V100 478 2,691 SH   DFND 23 2,691 0 0
INTERFACE INC COM 458665304 40 2,350 SH   DFND 21 2,350 0 0
INTERMEC INC COM 458786100 3,318 337,571 SH   DFND 21 0 0 337,571
INTERMUNE INC COM 45884X103 192 20,000 SH   DFND 24 20,000 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 7,711 932,375 SH   DFND 17 906,160 0 26,215
INTERNATIONAL BUSINESS MACHS COM 459200101 3,732 19,529 SH   DFND 4 19,529 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 46,351 242,538 SH   DFND 17 109,098 0 133,440
INTERNATIONAL BUSINESS MACHS COM 459200101 7,509 39,290 SH   DFND 19 0 0 39,290
INTERNATIONAL BUSINESS MACHS COM 459200101 128,480 672,283 SH   DFND 21 348,345 0 323,938
INTERNATIONAL BUSINESS MACHS COM 459200101 3,726 19,496 SH   DFND 23 19,496 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 210 1,100 SH   DFND 24 1,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,705 89,205 SH   DFND 17 80,560 0 8,645
INTERNATIONAL GAME TECHNOLOG COM 459902102 110,020 6,584,085 SH   DFND 3 6,528,880 0 55,205
INTERNATIONAL GAME TECHNOLOG COM 459902102 8,351 499,735 SH   DFND 17 499,653 0 82
INTERNATIONAL GAME TECHNOLOG COM 459902102 9 560 SH   DFND 19 0 0 560
INTERNATIONAL GAME TECHNOLOG COM 459902102 224 13,380 SH   DFND 21 0 0 13,380
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 3,736 3,500,000 PRN   DFND 4 3,500,000 0 0
INTL PAPER CO COM 460146103 270,431 6,103,167 SH   DFND 3 5,210,167 0 893,000
INTL PAPER CO COM 460146103 67,780 1,529,686 SH   DFND 17 1,528,067 0 1,619
INTL PAPER CO COM 460146103 40 903 SH   DFND 19 0 0 903
INTL PAPER CO COM 460146103 12,477 281,576 SH   DFND 21 197,462 0 84,114
INTL PAPER CO COM 460146103 1,023 23,088 SH   DFND 23 23,088 0 0
INTL PAPER CO COM 460146103 2,083 47,000 SH   DFND 24 47,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,868 403,278 SH   DFND 17 0 0 403,278
INTERPUBLIC GROUP COS INC COM 460690100 17 1,190 SH   DFND 19 0 0 1,190
INTERPUBLIC GROUP COS INC COM 460690100 204 13,993 SH   DFND 21 0 0 13,993
INTUIT COM 461202103 259 4,235 SH   DFND 17 4,235 0 0
INTUIT COM 461202103 83,558 1,368,905 SH   DFND 17 576,950 0 791,955
INTUIT COM 461202103 42 680 SH   DFND 19 0 0 680
INTUIT COM 461202103 5,745 94,126 SH   DFND 21 85,856 0 8,270
INTUIT COM 461202103 286 4,682 SH   DFND 23 4,682 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12 23 SH   DFND 4 23 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 45,012 88,934 SH   DFND 17 23,921 0 65,013
INTUITIVE SURGICAL INC COM NEW 46120E602 40 80 SH   DFND 19 0 0 80
INTUITIVE SURGICAL INC COM NEW 46120E602 2,592 5,121 SH   DFND 21 3,561 0 1,560
INTUITIVE SURGICAL INC COM NEW 46120E602 127 250 SH   DFND 23 250 0 0
INVENTURE FOODS INC COM 461212102 1,019 121,863 SH   DFND 17 101,563 0 20,300
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,748 165,941 SH   DFND 21 0 0 165,941
INVESCO TR INVT GRADE MUNS COM 46131M106 750 55,000 SH   DFND 4 55,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 729 61,796 SH   DFND 4 61,796 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,646 189,300 SH   DFND 17 189,300 0 0
IRON MTN INC COM 462846106 3,326 125,000 SH Call DFND 4 125,000 0 0
IRON MTN INC COM 462846106 13 490 SH   DFND 19 0 0 490
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,308 131,700 SH   DFND 17 0 0 131,700
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 298 30,000 SH   DFND 24 30,000 0 0
ISHARES INC MSCI STH KOR CAP 464286772 2,852 53,600 SH   DFND 17 53,600 0 0
ISHARES INC MSCI MEXICO CAP 464286822 90,628 1,390,000 SH Put DFND 4 1,390,000 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 344,688 10,599,254 SH   DFND 4 10,599,254 0 0
ISHARES TR MSCI EMERG MKT 464287234 91,407 2,369,900 SH Put DFND 4 2,369,900 0 0
ISHARES TR MSCI EMERG MKT 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR IBOXX INV CPBD 464287242 1,137 10,000 SH   DFND 21 0 0 10,000
ISHARES TR MSCI EAFE INDEX 464287465 80,066 1,395,371 SH   DFND 4 1,395,371 0 0
ISHARES TR MSCI EAFE INDEX 464287465 135,767 2,366,100 SH Put DFND 4 2,366,100 0 0
ISHARES TR NASDQ BIO INDX 464287556 124,166 714,091 SH   DFND 4 714,091 0 0
ISHARES TR RUSSELL 2000 464287655 1,269,638 13,067,500 SH Put DFND 4 13,067,500 0 0
ISHARES TR RUSSELL 2000 464287655 381 3,925 SH   DFND 17 0 0 3,925
ISHARES TR DJ US REAL EST 464287739 24,149 363,742 SH   DFND 4 363,742 0 0
ISHARES TR DJ US REAL EST 464287739 38,506 580,000 SH Put DFND 4 580,000 0 0
ISHARES TR DJ US REAL EST 464287739 2,739 41,228 SH   DFND 17 41,228 0 0
ISHARES TR JPMORGAN USD 464288281 537 4,900 SH   DFND 21 0 0 4,900
ISHARES TR JPMORGAN USD 464288281 10,953 100,000 SH   DFND 24 100,000 0 0
ISHARES TR HIGH YLD CORP 464288513 8,179 90,000 SH   DFND 24 90,000 0 0
ISIS PHARMACEUTICALS INC COM 464330109 24,928 927,727 SH   DFND 17 166,670 0 761,057
ISIS PHARMACEUTICALS INC COM 464330109 4,568 170,000 SH   DFND 24 170,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 75,804 5,867,214 SH   DFND 4 5,867,214 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 29,626 2,293,047 SH   DFND 19 2,149,899 0 143,148
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 9,332 722,300 SH   DFND 21 70,026 0 652,274
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,274 176,000 SH   DFND 24 176,000 0 0
ITRON INC COM 465741106 134 3,149 SH   DFND 17 3,149 0 0
ITRON INC COM 465741106 1,699 40,034 SH   DFND 19 30,327 0 9,707
ITRON INC COM 465741106 2,124 50,066 SH   DFND 24 50,066 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,090 145,260 SH   DFND 17 133,760 0 11,500
JPMORGAN CHASE & CO COM 46625H100 526,827 9,979,673 SH   DFND 3 8,304,773 0 1,674,900
JPMORGAN CHASE & CO COM 46625H100 145,546 2,757,080 SH   DFND 4 1,781,939 0 975,141
JPMORGAN CHASE & CO COM 46625H100 268,971 5,095,117 SH   DFND 17 4,041,630 0 1,053,487
JPMORGAN CHASE & CO COM 46625H100 26,631 504,478 SH   DFND 19 496,200 0 8,278
JPMORGAN CHASE & CO COM 46625H100 160,686 3,043,878 SH   DFND 21 1,840,942 0 1,202,936
JPMORGAN CHASE & CO COM 46625H100 2,857 54,120 SH   DFND 23 54,120 0 0
JPMORGAN CHASE & CO COM 46625H100 174 3,300 SH   DFND 24 3,300 0 0
JABIL CIRCUIT INC COM 466313103 84,870 4,164,391 SH   DFND 3 4,131,491 0 32,900
JABIL CIRCUIT INC COM 466313103 3,214 157,711 SH   DFND 17 157,653 0 58
JABIL CIRCUIT INC COM 466313103 12 570 SH   DFND 19 0 0 570
JABIL CIRCUIT INC COM 466313103 1,162 57,017 SH   DFND 21 29,845 0 27,172
JACK IN THE BOX INC COM 466367109 3,351 85,300 SH   DFND 17 60,300 0 25,000
JARDEN CORP COM 471109108 1,083 24,750 SH   DFND 17 24,750 0 0
JARDEN CORP COM 471109108 411 9,400 SH   DFND 19 2,600 0 6,800
JARDEN CORP COM 471109108 15,515 354,622 SH   DFND 21 66,673 0 287,949
JARDEN CORP COM 471109108 345 7,895 SH   DFND 23 7,895 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,454 390,075 SH   DFND 21 303,196 0 86,879
JETBLUE AIRWAYS CORP COM 477143101 154 24,480 SH   DFND 23 24,480 0 0
JOHNSON & JOHNSON COM 478160104 271,988 3,167,808 SH   DFND 3 2,684,408 0 483,400
JOHNSON & JOHNSON COM 478160104 221,129 2,575,464 SH   DFND 17 1,811,877 0 763,587
JOHNSON & JOHNSON COM 478160104 7,217 84,061 SH   DFND 19 46,188 0 37,873
JOHNSON & JOHNSON COM 478160104 131,741 1,534,366 SH   DFND 21 820,566 0 713,800
JOHNSON & JOHNSON COM 478160104 3,212 37,409 SH   DFND 23 37,409 0 0
JOHNSON & JOHNSON COM 478160104 618 7,200 SH   DFND 24 7,200 0 0
JOHNSON CTLS INC COM 478366107 27,766 775,798 SH   DFND 17 5,584 0 770,214
JOHNSON CTLS INC COM 478366107 4,798 134,056 SH   DFND 19 112,891 0 21,165
JOHNSON CTLS INC COM 478366107 394 11,011 SH   DFND 21 0 0 11,011
JOHNSON CTLS INC COM 478366107 10,308 288,000 SH   DFND 24 288,000 0 0
JONES GROUP INC COM 48020T101 547 39,753 SH   DFND 21 39,753 0 0
JOY GLOBAL INC COM 481165108 25 514 SH   DFND 4 514 0 0
JOY GLOBAL INC COM 481165108 14,303 294,733 SH   DFND 17 0 0 294,733
JOY GLOBAL INC COM 481165108 9 180 SH   DFND 19 0 0 180
J2 GLOBAL INC COM 48123V102 73,496 1,728,922 SH   DFND 3 1,705,211 0 23,711
J2 GLOBAL INC COM 48123V102 2,226 52,362 SH   DFND 17 52,362 0 0
J2 GLOBAL INC COM 48123V102 16,102 378,781 SH   DFND 21 137,303 0 241,478
JUNIPER NETWORKS INC COM 48203R104 10,731 555,715 SH   DFND 17 550,900 0 4,815
JUNIPER NETWORKS INC COM 48203R104 27 1,380 SH   DFND 19 0 0 1,380
JUNIPER NETWORKS INC COM 48203R104 238 12,316 SH   DFND 21 0 0 12,316
KBR INC COM 48242W106 94,071 2,894,484 SH   DFND 3 2,871,184 0 23,300
KBR INC COM 48242W106 3,235 99,524 SH   DFND 17 99,524 0 0
KBR INC COM 48242W106 1,456 44,800 SH   DFND 21 44,800 0 0
KLA-TENCOR CORP COM 482480100 17,109 307,000 SH   DFND 3 307,000 0 0
KLA-TENCOR CORP COM 482480100 5,019 90,066 SH   DFND 17 89,164 0 902
KLA-TENCOR CORP COM 482480100 21 370 SH   DFND 19 0 0 370
KLA-TENCOR CORP COM 482480100 14,963 268,482 SH   DFND 21 131,596 0 136,886
KLA-TENCOR CORP COM 482480100 814 14,603 SH   DFND 23 14,603 0 0
KKR & CO L P DEL COM UNITS 48248M102 7,325 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 7,737 393,525 SH   DFND 17 350,230 0 43,295
KT CORP SPONSORED ADR 48268K101 525 33,800 SH   DFND 3 33,800 0 0
KADANT INC COM 48282T104 1,255 41,600 SH   DFND 17 41,600 0 0
KADANT INC COM 48282T104 35 1,150 SH   DFND 21 1,150 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,767 44,677 SH   DFND 21 12,325 0 32,352
KANSAS CITY SOUTHERN COM NEW 485170302 438 4,134 SH   DFND 17 4,100 0 34
KANSAS CITY SOUTHERN COM NEW 485170302 25 240 SH   DFND 19 0 0 240
KANSAS CITY SOUTHERN COM NEW 485170302 194 1,834 SH   DFND 21 0 0 1,834
KAPSTONE PAPER & PACKAGING C COM 48562P103 9,638 239,863 SH   DFND 17 239,863 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 414 10,300 SH   DFND 19 2,800 0 7,500
KAPSTONE PAPER & PACKAGING C COM 48562P103 7,889 196,342 SH   DFND 21 84,710 0 111,632
KB HOME COM 48666K109 4,167 212,300 SH   DFND 17 212,300 0 0
KELLOGG CO COM 487836108 1,312 20,429 SH   DFND 17 20,350 0 79
KELLOGG CO COM 487836108 40 630 SH   DFND 19 0 0 630
KELLOGG CO COM 487836108 285 4,440 SH   DFND 21 0 0 4,440
KENNAMETAL INC COM 489170100 92,210 2,374,700 SH   DFND 3 2,353,000 0 21,700
KEY TRONICS CORP COM 493144109 901 87,035 SH   DFND 17 73,299 0 13,736
KEYCORP NEW COM 493267108 9,110 825,200 SH   DFND 3 825,200 0 0
KEYCORP NEW COM 493267108 141,855 12,849,188 SH   DFND 4 8,711,972 0 4,137,216
KEYCORP NEW COM 493267108 3 288 SH   DFND 17 0 0 288
KEYCORP NEW COM 493267108 27 2,410 SH   DFND 19 0 0 2,410
KEYCORP NEW COM 493267108 9,394 850,894 SH   DFND 21 448,072 0 402,822
KEYCORP NEW COM 493267108 361 32,730 SH   DFND 23 32,730 0 0
KEYNOTE SYS INC COM 493308100 1,522 77,000 SH   DFND 21 0 0 77,000
KIMBERLY CLARK CORP COM 494368103 7,398 76,161 SH   DFND 17 76,041 0 120
KIMBERLY CLARK CORP COM 494368103 86 884 SH   DFND 19 0 0 884
KIMBERLY CLARK CORP COM 494368103 11,086 114,124 SH   DFND 21 57,391 0 56,733
KIMBERLY CLARK CORP COM 494368103 679 6,993 SH   DFND 23 6,993 0 0
KIMCO RLTY CORP COM 49446R109 8,261 385,500 SH   DFND 3 385,500 0 0
KIMCO RLTY CORP COM 49446R109 1,943 90,657 SH   DFND 17 90,529 0 128
KIMCO RLTY CORP COM 49446R109 13 590 SH   DFND 19 0 0 590
KIMCO RLTY CORP COM 49446R109 347 16,215 SH   DFND 21 0 0 16,215
KINDER MORGAN INC DEL COM 49456B101 64 1,676 SH   DFND 19 0 0 1,676
KINDER MORGAN INC DEL COM 49456B101 2,742 71,885 SH   DFND 21 71,885 0 0
KINDER MORGAN INC DEL COM 49456B101 327 8,575 SH   DFND 23 8,575 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8 1,590 SH   DFND 19 0 0 1,590
KINROSS GOLD CORP COM NO PAR 496902404 7,210 1,413,735 SH   DFND 21 50,000 0 1,363,735
KIRKLANDS INC COM 497498105 1,313 76,100 SH   DFND 17 66,200 0 9,900
KODIAK OIL & GAS CORP COM 50015Q100 4,200 472,400 SH   DFND 17 472,400 0 0
KODIAK OIL & GAS CORP COM 50015Q100 1,147 129,000 SH   DFND 24 129,000 0 0
KOHLS CORP COM 500255104 7,051 139,600 SH   DFND 3 139,600 0 0
KOHLS CORP COM 500255104 130,331 2,580,302 SH   DFND 4 1,798,725 0 781,577
KOHLS CORP COM 500255104 3 64 SH   DFND 17 0 0 64
KOHLS CORP COM 500255104 19 380 SH   DFND 19 0 0 380
KOHLS CORP COM 500255104 3,686 72,985 SH   DFND 21 48,046 0 24,939
KOHLS CORP COM 500255104 289 5,724 SH   DFND 23 5,724 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 419 37,024 SH   DFND 21 0 0 37,024
KRAFT FOODS GROUP INC COM 50076Q106 193 3,460 SH   DFND 17 0 0 3,460
KRAFT FOODS GROUP INC COM 50076Q106 75 1,335 SH   DFND 19 0 0 1,335
KRAFT FOODS GROUP INC COM 50076Q106 242 4,330 SH   DFND 21 4,330 0 0
KROGER CO COM 501044101 17,595 509,400 SH   DFND 3 509,400 0 0
KROGER CO COM 501044101 7,563 218,960 SH   DFND 17 218,798 0 162
KROGER CO COM 501044101 43 1,250 SH   DFND 19 0 0 1,250
KROGER CO COM 501044101 68,837 1,992,958 SH   DFND 21 1,170,227 0 822,731
KULICKE & SOFFA INDS INC COM 501242101 3,507 317,100 SH   DFND 17 317,100 0 0
KULICKE & SOFFA INDS INC COM 501242101 608 54,948 SH   DFND 21 43,104 0 11,844
KULICKE & SOFFA INDS INC COM 501242101 687 62,088 SH   DFND 23 62,088 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 3,183 117,685 SH   DFND 17 0 0 117,685
LKQ CORP COM 501889208 608 23,604 SH   DFND 17 23,604 0 0
LKQ CORP COM 501889208 9,345 362,907 SH   DFND 19 310,348 0 52,559
LKQ CORP COM 501889208 18,326 711,706 SH   DFND 20 711,706 0 0
LKQ CORP COM 501889208 17,582 682,800 SH   DFND 24 682,800 0 0
LSB INDS INC COM 502160104 92 3,037 SH   DFND 21 3,037 0 0
LSI CORPORATION COM 502161102 205 28,672 SH   DFND 17 28,500 0 172
LSI CORPORATION COM 502161102 10 1,405 SH   DFND 19 0 0 1,405
LSI CORPORATION COM 502161102 140 19,554 SH   DFND 21 19,554 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 19 220 SH   DFND 19 0 0 220
L-3 COMMUNICATIONS HLDGS INC COM 502424104 8,711 101,600 SH   DFND 3 101,600 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 19,074 222,464 SH   DFND 17 8,636 0 213,828
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,094 10,929 SH   DFND 17 10,900 0 29
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20 200 SH   DFND 19 0 0 200
LABORATORY CORP AMER HLDGS COM NEW 50540R409 288 2,879 SH   DFND 21 0 0 2,879
LACLEDE GROUP INC COM 505597104 2,578 56,467 SH   DFND 21 7,279 0 49,188
LAKELAND FINL CORP COM 511656100 7,844 282,679 SH   DFND 3 282,679 0 0
LAM RESEARCH CORP COM 512807108 40,604 915,741 SH   DFND 17 703,255 0 212,486
LAM RESEARCH CORP COM 512807108 12 260 SH   DFND 19 0 0 260
LAM RESEARCH CORP COM 512807108 4,430 99,908 SH   DFND 21 96,672 0 3,236
LANDEC CORP COM 514766104 4,367 330,615 SH   DFND 17 312,130 0 18,485
LANNET INC COM 516012101 931 78,200 SH   DFND 17 65,800 0 12,400
LAREDO PETE HLDGS INC COM 516806106 720 35,000 SH   DFND 24 35,000 0 0
LAS VEGAS SANDS CORP COM 517834107 18,817 355,500 SH   DFND 17 355,500 0 0
LAS VEGAS SANDS CORP COM 517834107 50 950 SH   DFND 19 0 0 950
LAS VEGAS SANDS CORP COM 517834107 395 7,455 SH   DFND 21 531 0 6,924
LATTICE SEMICONDUCTOR CORP COM 518415104 4,106 809,800 SH   DFND 17 809,800 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 363 71,500 SH   DFND 19 20,200 0 51,300
LAUDER ESTEE COS INC CL A 518439104 73,684 1,120,332 SH   DFND 17 978,086 0 142,246
LAUDER ESTEE COS INC CL A 518439104 67,812 1,031,045 SH   DFND 19 899,123 0 131,922
LAUDER ESTEE COS INC CL A 518439104 7,776 118,229 SH   DFND 20 118,229 0 0
LAUDER ESTEE COS INC CL A 518439104 11,209 170,429 SH   DFND 21 165,795 0 4,634
LAUDER ESTEE COS INC CL A 518439104 130 1,970 SH   DFND 24 1,970 0 0
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 1,936 1,920,000 PRN   DFND 4 1,920,000 0 0
LEAR CORP COM NEW 521865204 1,100 18,200 SH   DFND 3 18,200 0 0
LEAR CORP COM NEW 521865204 2,010 33,239 SH   DFND 17 33,239 0 0
LEAR CORP COM NEW 521865204 2,795 46,229 SH   DFND 21 38,710 0 7,519
LEGGETT & PLATT INC COM 524660107 7 230 SH   DFND 19 0 0 230
LEGGETT & PLATT INC COM 524660107 159 5,110 SH   DFND 21 5,110 0 0
LENNAR CORP CL A 526057104 4 107 SH   DFND 17 107 0 0
LENNAR CORP CL A 526057104 76,902 2,133,800 SH   DFND 17 1,867,725 0 266,075
LENNAR CORP CL A 526057104 7 200 SH   DFND 19 0 0 200
LENNAR CORP CL A 526057104 1,920 53,287 SH   DFND 21 48,745 0 4,542
LEUCADIA NATL CORP COM 527288104 9 340 SH   DFND 19 0 0 340
LEUCADIA NATL CORP COM 527288104 334 12,750 SH   DFND 21 0 0 12,750
LEUCADIA NATL CORP COM 527288104 94 3,567 SH   DFND 0 3,567 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 3,641 1,677,900 SH   DFND 17 0 0 1,677,900
LEXMARK INTL NEW CL A 529771107 2,375 77,678 SH   DFND 21 0 0 77,678
LIBBEY INC COM 529898108 3,107 129,600 SH   DFND 17 129,600 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,360 2,000,000 PRN   DFND 4 2,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 776 1,500,000 PRN   DFND 4 1,500,000 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 20 860 SH   DFND 4 860 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 29 1,251 SH   DFND 19 0 0 1,251
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 298 12,967 SH   DFND 21 1,407 0 11,560
LIBERTY PPTY TR SH BEN INT 531172104 6,753 182,700 SH   DFND 3 182,700 0 0
LIBERTY PPTY TR SH BEN INT 531172104 338 9,145 SH   DFND 17 9,145 0 0
LIBERTY PPTY TR SH BEN INT 531172104 9 240 SH   DFND 19 0 0 240
LIBERTY MEDIA CORP DELAWARE CL A 531229102 542 4,277 SH   DFND 17 4,277 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 30 237 SH   DFND 19 0 0 237
LIBERTY MEDIA CORP DELAWARE CL A 531229102 75 589 SH   DFND 21 589 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 17,579 237,516 SH   DFND 4 237,516 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 30,899 417,500 SH Call DFND 4 417,500 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 29 396 SH   DFND 19 0 0 396
LIFE TECHNOLOGIES CORP COM 53217V109 8,544 115,458 SH   DFND 21 11,018 0 104,440
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 2,562 2,359,000 PRN   DFND 4 2,359,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 6,208 166,000 SH   DFND 17 166,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 153 4,100 SH   DFND 19 1,100 0 3,000
LILLY ELI & CO COM 532457108 7,835 159,500 SH   DFND 3 159,500 0 0
LILLY ELI & CO COM 532457108 14,525 295,702 SH   DFND 17 270,078 0 25,624
LILLY ELI & CO COM 532457108 127 2,580 SH   DFND 19 0 0 2,580
LILLY ELI & CO COM 532457108 62,571 1,273,833 SH   DFND 21 764,200 0 509,633
LILLY ELI & CO COM 532457108 2,148 43,737 SH   DFND 23 43,737 0 0
LINCOLN NATL CORP IND COM 534187109 22,013 603,600 SH   DFND 3 603,600 0 0
LINCOLN NATL CORP IND COM 534187109 15,536 425,990 SH   DFND 17 401,161 0 24,829
LINCOLN NATL CORP IND COM 534187109 14 394 SH   DFND 19 0 0 394
LINCOLN NATL CORP IND COM 534187109 19,928 546,427 SH   DFND 21 355,448 0 190,979
LINDSAY CORP COM 535555106 12,386 165,189 SH   DFND 17 25,989 0 139,200
LINDSAY CORP COM 535555106 8,037 107,190 SH   DFND 24 107,190 0 0
LINEAR TECHNOLOGY CORP COM 535678106 30 813 SH   DFND 4 813 0 0
LINEAR TECHNOLOGY CORP COM 535678106 16 440 SH   DFND 19 0 0 440
LINEAR TECHNOLOGY CORP COM 535678106 288 7,821 SH   DFND 21 0 0 7,821
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 1,988 1,900,000 PRN   DFND 4 1,900,000 0 0
LINKEDIN CORP COM CL A 53578A108 17,666 99,080 SH   DFND 17 61,795 0 37,285
LIONS GATE ENTMNT CORP COM NEW 535919203 8,066 293,630 SH   DFND 17 293,630 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 609 22,160 SH   DFND 19 6,160 0 16,000
LIQUIDITY SERVICES INC COM 53635B107 496 14,310 SH   DFND 21 0 0 14,310
LITHIA MTRS INC CL A 536797103 4,281 80,300 SH   DFND 17 80,300 0 0
LITHIA MTRS INC CL A 536797103 2,390 44,832 SH   DFND 21 19,827 0 25,005
LITTELFUSE INC COM 537008104 209 2,800 SH   DFND 17 400 0 2,400
LIVE NATION ENTERTAINMENT IN COM 538034109 1,849 119,300 SH   DFND 17 0 0 119,300
LOCKHEED MARTIN CORP COM 539830109 259,278 2,390,538 SH   DFND 3 1,999,538 0 391,000
LOCKHEED MARTIN CORP COM 539830109 18,835 173,656 SH   DFND 4 130,447 0 43,209
LOCKHEED MARTIN CORP COM 539830109 66,045 608,938 SH   DFND 17 606,695 0 2,243
LOCKHEED MARTIN CORP COM 539830109 79 732 SH   DFND 19 0 0 732
LOCKHEED MARTIN CORP COM 539830109 2,244 20,686 SH   DFND 21 20,686 0 0
LOEWS CORP COM 540424108 8,742 196,900 SH   DFND 3 196,900 0 0
LOEWS CORP COM 540424108 4 96 SH   DFND 17 0 0 96
LOEWS CORP COM 540424108 41 930 SH   DFND 19 0 0 930
LOEWS CORP COM 540424108 318 7,155 SH   DFND 21 0 0 7,155
LONE PINE RES INC COM 54222A106 38 114,862 SH   DFND 4 114,862 0 0
LORILLARD INC COM 544147101 6,552 150,000 SH   DFND 3 150,000 0 0
LORILLARD INC COM 544147101 71,354 1,633,559 SH   DFND 4 1,633,559 0 0
LORILLARD INC COM 544147101 120 2,743 SH   DFND 17 2,625 0 118
LORILLARD INC COM 544147101 40 910 SH   DFND 19 0 0 910
LORILLARD INC COM 544147101 10,324 236,365 SH   DFND 21 108,544 0 127,821
LORILLARD INC COM 544147101 657 15,035 SH   DFND 23 15,035 0 0
LORILLARD INC COM 544147101 427 9,786 SH   DFND 24 9,786 0 0
LOUISIANA PAC CORP COM 546347105 2,491 168,415 SH   DFND 17 103,145 0 65,270
LOWES COS INC COM 548661107 8,199 200,476 SH   DFND 4 200,476 0 0
LOWES COS INC COM 548661107 103 2,510 SH   DFND 19 0 0 2,510
LOWES COS INC COM 548661107 819 20,033 SH   DFND 21 0 0 20,033
LPATH INC COM NEW 548910306 794 180,500 SH   DFND 17 0 0 180,500
LUFKIN INDS INC COM 549764108 717 8,100 SH   DFND 21 0 0 8,100
LULULEMON ATHLETICA INC COM 550021109 16 250 SH   DFND 19 0 0 250
LULULEMON ATHLETICA INC COM 550021109 137 2,090 SH   DFND 21 0 0 2,090
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,282 29,300 SH   DFND 17 27,500 0 1,800
LUMOS NETWORKS CORP COM 550283105 2,093 122,400 SH   DFND 17 77,000 0 45,400
LUMOS NETWORKS CORP COM 550283105 316 18,491 SH   DFND 21 18,491 0 0
M & T BK CORP COM 55261F104 1,240 11,100 SH   DFND 17 9,000 0 2,100
M & T BK CORP COM 55261F104 29 260 SH   DFND 19 0 0 260
M & T BK CORP COM 55261F104 25,148 225,036 SH   DFND 21 128,593 0 96,443
M & T BK CORP COM 55261F104 1,598 14,304 SH   DFND 23 14,304 0 0
MB FINANCIAL INC NEW COM 55264U108 850 31,729 SH   DFND 17 31,729 0 0
MB FINANCIAL INC NEW COM 55264U108 2,371 88,478 SH   DFND 21 70,117 0 18,361
MDC PARTNERS INC CL A SUB VTG 552697104 1,885 104,500 SH   DFND 17 104,500 0 0
MFA FINANCIAL INC COM 55272X102 4,153 491,442 SH   DFND 17 491,442 0 0
MFA FINANCIAL INC COM 55272X102 13,760 1,628,366 SH   DFND 21 357,932 0 1,270,434
MFS MUN INCOME TR SH BEN INT 552738106 367 53,800 SH   DFND 4 53,800 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4,824 4,300,000 PRN   DFND 4 4,300,000 0 0
M/I HOMES INC COM 55305B101 2,875 125,200 SH   DFND 17 125,200 0 0
MPG OFFICE TR INC COM 553274101 990 315,288 SH   DFND 21 0 0 315,288
MPLX LP COM UNIT REP LTD 55336V100 29,448 800,000 SH   DFND 4 516,877 0 283,123
MTS SYS CORP COM 553777103 2,171 38,353 SH   DFND 21 16,436 0 21,917
MWI VETERINARY SUPPLY INC COM 55402X105 3,069 24,900 SH   DFND 17 24,900 0 0
MACERICH CO COM 554382101 19 310 SH   DFND 17 310 0 0
MACERICH CO COM 554382101 11 187 SH   DFND 19 0 0 187
MACERICH CO COM 554382101 191 3,134 SH   DFND 21 0 0 3,134
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 5,436 101,700 SH   DFND 17 101,700 0 0
MACYS INC COM 55616P104 8,822 183,800 SH   DFND 3 183,800 0 0
MACYS INC COM 55616P104 7,473 155,692 SH   DFND 17 155,572 0 120
MACYS INC COM 55616P104 46 948 SH   DFND 19 0 0 948
MACYS INC COM 55616P104 39,293 818,598 SH   DFND 21 378,277 0 440,321
MACYS INC COM 55616P104 465 9,696 SH   DFND 23 9,696 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 314 5,300 SH   DFND 17 2,400 0 2,900
MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,983 53,200 SH   DFND 17 40,700 0 12,500
MAGNA INTL INC COM 559222401 90,749 1,274,200 SH   DFND 3 914,600 0 359,600
MAGNA INTL INC COM 559222401 22,458 315,337 SH   DFND 17 315,337 0 0
MAGNA INTL INC COM 559222401 41 570 SH   DFND 19 0 0 570
MAGNA INTL INC COM 559222401 15,940 223,818 SH   DFND 21 75,821 0 147,997
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,006 274,000 SH   DFND 17 274,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 382 20,900 SH   DFND 19 5,700 0 15,200
MAIN STREET CAPITAL CORP COM 56035L104 1,519 54,868 SH   DFND 21 47,200 0 7,668
MAINSOURCE FINANCIAL GP INC COM 56062Y102 384 28,583 SH   DFND 21 28,583 0 0
MAKO SURGICAL CORP COM 560879108 267 22,190 SH   DFND 17 0 0 22,190
MANHATTAN ASSOCS INC COM 562750109 625 8,100 SH   DFND 17 8,100 0 0
MANHATTAN ASSOCS INC COM 562750109 1,539 19,951 SH   DFND 21 19,065 0 886
MANITEX INTL INC COM 563420108 3,609 329,560 SH   DFND 17 308,865 0 20,695
MANITOWOC INC COM 563571108 4,438 247,800 SH   DFND 17 247,800 0 0
MANITOWOC INC COM 563571108 267 14,900 SH   DFND 19 4,100 0 10,800
MANNKIND CORP COM 56400P201 4,151 638,100 SH   DFND 17 0 0 638,100
MANPOWERGROUP INC COM 56418H100 11 200 SH   DFND 19 0 0 200
MANPOWERGROUP INC COM 56418H100 193 3,527 SH   DFND 21 0 0 3,527
MANULIFE FINL CORP COM 56501R106 147,214 9,189,447 SH   DFND 3 6,469,340 0 2,720,107
MANULIFE FINL CORP COM 56501R106 37,249 2,325,182 SH   DFND 17 2,325,182 0 0
MANULIFE FINL CORP COM 56501R106 67 4,192 SH   DFND 19 0 0 4,192
MANULIFE FINL CORP COM 56501R106 1,018 63,522 SH   DFND 21 2,098 0 61,424
MARATHON OIL CORP COM 565849106 271,622 7,854,892 SH   DFND 3 6,672,392 0 1,182,500
MARATHON OIL CORP COM 565849106 65,657 1,898,691 SH   DFND 17 1,898,470 0 221
MARATHON OIL CORP COM 565849106 56 1,616 SH   DFND 19 0 0 1,616
MARATHON OIL CORP COM 565849106 17,292 500,056 SH   DFND 21 349,626 0 150,430
MARATHON OIL CORP COM 565849106 723 20,916 SH   DFND 23 20,916 0 0
MARATHON PETE CORP COM 56585A102 462 6,500 SH   DFND 3 6,500 0 0
MARATHON PETE CORP COM 56585A102 66,262 932,476 SH   DFND 4 623,781 0 308,695
MARATHON PETE CORP COM 56585A102 5,884 82,810 SH   DFND 17 82,708 0 102
MARATHON PETE CORP COM 56585A102 55 773 SH   DFND 19 0 0 773
MARATHON PETE CORP COM 56585A102 54,056 760,706 SH   DFND 21 444,142 0 316,564
MARATHON PETE CORP COM 56585A102 828 11,652 SH   DFND 23 11,652 0 0
MARATHON PETE CORP COM 56585A102 924 13,000 SH   DFND 24 13,000 0 0
MARINEMAX INC COM 567908108 2,900 256,000 SH   DFND 17 242,400 0 13,600
MARKEL CORP COM 570535104 400 760 SH   DFND 17 760 0 0
MARKEL CORP COM 570535104 11 20 SH   DFND 19 0 0 20
MARLIN BUSINESS SVCS CORP COM 571157106 1,286 56,455 SH   DFND 17 47,615 0 8,840
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 8,300 191,958 SH   DFND 17 179,458 0 12,500
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 401 9,271 SH   DFND 19 2,500 0 6,771
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3,934 90,974 SH   DFND 21 74,846 0 16,128
MARSH & MCLENNAN COS INC COM 571748102 50 1,250 SH   DFND 19 0 0 1,250
MARSH & MCLENNAN COS INC COM 571748102 493 12,362 SH   DFND 21 3,000 0 9,362
MARRIOTT INTL INC NEW CL A 571903202 29 716 SH   DFND 19 0 0 716
MARRIOTT INTL INC NEW CL A 571903202 240 5,938 SH   DFND 21 0 0 5,938
MARTIN MARIETTA MATLS INC COM 573284106 27 273 SH   DFND 21 273 0 0
MASTERCARD INC CL A 57636Q104 32 56 SH   DFND 4 56 0 0
MASTERCARD INC CL A 57636Q104 36,090 62,820 SH   DFND 17 45,375 0 17,445
MASTERCARD INC CL A 57636Q104 149 260 SH   DFND 19 0 0 260
MASTERCARD INC CL A 57636Q104 6,394 11,130 SH   DFND 21 3,900 0 7,230
MATERION CORP COM 576690101 3,877 143,100 SH   DFND 17 143,100 0 0
MATRIX SVC CO COM 576853105 2,482 159,300 SH   DFND 17 159,300 0 0
MATTEL INC COM 577081102 247,433 5,460,901 SH   DFND 3 4,511,601 0 949,300
MATTEL INC COM 577081102 74,134 1,636,142 SH   DFND 17 1,619,414 0 16,728
MATTEL INC COM 577081102 33 720 SH   DFND 19 0 0 720
MATTEL INC COM 577081102 13,233 292,059 SH   DFND 21 130,544 0 161,515
MATTEL INC COM 577081102 656 14,485 SH   DFND 23 14,485 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 2,084 291,400 SH   DFND 17 0 0 291,400
MAXLINEAR INC CL A 57776J100 1,188 169,675 SH   DFND 17 142,970 0 26,705
MAXIMUS INC COM 577933104 6,419 86,184 SH   DFND 17 86,184 0 0
MAXIMUS INC COM 577933104 381 10,226 SH   DFND 19 2,826 0 7,400
MCCLATCHY CO CL A 579489105 354 155,404 SH   DFND 4 155,404 0 0
MCCORMICK & CO INC COM NON VTG 579780206 249 3,541 SH   DFND 17 3,500 0 41
MCCORMICK & CO INC COM NON VTG 579780206 23 320 SH   DFND 19 0 0 320
MCCORMICK & CO INC COM NON VTG 579780206 314 4,461 SH   DFND 21 0 0 4,461
MCDONALDS CORP COM 580135101 4,133 41,744 SH   DFND 4 41,744 0 0
MCDONALDS CORP COM 580135101 157,029 1,586,148 SH   DFND 17 741,461 0 844,687
MCDONALDS CORP COM 580135101 18,438 186,244 SH   DFND 19 166,265 0 19,979
MCDONALDS CORP COM 580135101 9,532 96,281 SH   DFND 21 63,354 0 32,927
MCDONALDS CORP COM 580135101 332 3,350 SH   DFND 23 3,350 0 0
MCDONALDS CORP COM 580135101 297 3,000 SH   DFND 24 3,000 0 0
MCGRATH RENTCORP COM 580589109 110 3,217 SH   DFND 21 3,217 0 0
MCGRAW HILL COS INC COM 580645109 6,463 121,500 SH   DFND 3 121,500 0 0
MCGRAW HILL COS INC COM 580645109 5,319 100,000 SH   DFND 4 100,000 0 0
MCGRAW HILL COS INC COM 580645109 12,871 241,976 SH   DFND 17 208,405 0 33,571
MCGRAW HILL COS INC COM 580645109 35 650 SH   DFND 19 0 0 650
MCGRAW HILL COS INC COM 580645109 854 16,054 SH   DFND 21 9,100 0 6,954
MCKESSON CORP COM 58155Q103 1,088 9,500 SH   DFND 3 9,500 0 0
MCKESSON CORP COM 58155Q103 32,462 283,511 SH   DFND 17 35,941 0 247,570
MCKESSON CORP COM 58155Q103 61 537 SH   DFND 19 0 0 537
MCKESSON CORP COM 58155Q103 50,375 439,960 SH   DFND 21 250,783 0 189,177
MCKESSON CORP COM 58155Q103 2,122 18,534 SH   DFND 23 18,534 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 21 271 SH   DFND 4 271 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 158,639 2,002,259 SH   DFND 17 1,262,846 0 739,413
MEAD JOHNSON NUTRITION CO COM 582839106 8,472 106,930 SH   DFND 19 106,530 0 400
MEAD JOHNSON NUTRITION CO COM 582839106 34,457 434,893 SH   DFND 20 434,893 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,656 33,518 SH   DFND 21 28,144 0 5,374
MEAD JOHNSON NUTRITION CO COM 582839106 133 1,680 SH   DFND 24 1,680 0 0
MEADWESTVACO CORP COM 583334107 16 480 SH   DFND 19 0 0 480
MEADWESTVACO CORP COM 583334107 250 7,319 SH   DFND 21 2,780 0 4,539
MEASUREMENT SPECIALTIES INC COM 583421102 2,522 54,200 SH   DFND 17 54,200 0 0
MECHEL OAO SPON ADR PFD 583840509 1,232 1,432,160 SH   DFND 4 1,432,160 0 0
MEDASSETS INC COM 584045108 515 29,040 SH   DFND 21 29,040 0 0
MEDICINES CO COM 584688105 5,429 176,500 SH   DFND 17 138,800 0 37,700
MEDICINES CO COM 584688105 275 8,925 SH   DFND 19 2,525 0 6,400
MEDICINES CO COM 584688105 246 8,000 SH   DFND 24 8,000 0 0
MEDIVATION INC COM 58501N101 24,460 497,155 SH   DFND 17 137,540 0 359,615
MEDIVATION INC COM 58501N101 3,198 65,000 SH   DFND 24 65,000 0 0
MEDNAX INC COM 58502B106 4,749 51,860 SH   DFND 17 38,560 0 13,300
MEDLEY CAP CORP COM 58503F106 3,133 230,686 SH   DFND 17 219,041 0 11,645
MEDLEY CAP CORP COM 58503F106 223 16,443 SH   DFND 21 0 0 16,443
MEDTRONIC INC COM 585055106 274,531 5,333,814 SH   DFND 3 4,534,414 0 799,400
MEDTRONIC INC COM 585055106 73,931 1,436,383 SH   DFND 4 911,641 0 524,742
MEDTRONIC INC COM 585055106 74,058 1,438,863 SH   DFND 17 1,438,547 0 316
MEDTRONIC INC COM 585055106 116 2,260 SH   DFND 19 0 0 2,260
MEDTRONIC INC COM 585055106 8,524 165,613 SH   DFND 21 36,849 0 128,764
MENS WEARHOUSE INC COM 587118100 3,522 93,049 SH   DFND 21 76,550 0 16,499
MENS WEARHOUSE INC COM 587118100 253 6,689 SH   DFND 23 6,689 0 0
MENTOR GRAPHICS CORP COM 587200106 81,969 4,192,775 SH   DFND 3 4,155,207 0 37,568
MENTOR GRAPHICS CORP COM 587200106 7,347 375,800 SH   DFND 17 375,800 0 0
MENTOR GRAPHICS CORP COM 587200106 280 14,300 SH   DFND 19 3,800 0 10,500
MENTOR GRAPHICS CORP COM 587200106 7,343 375,586 SH   DFND 21 115,836 0 259,750
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 2,443 2,000,000 PRN   DFND 4 2,000,000 0 0
MERCADOLIBRE INC COM 58733R102 400 3,715 SH   DFND 17 2,445 0 1,270
MERCER INTL INC COM 588056101 219 33,535 SH   DFND 21 33,535 0 0
MERCK & CO INC NEW COM 58933Y105 255,819 5,507,404 SH   DFND 3 4,689,604 0 817,800
MERCK & CO INC NEW COM 58933Y105 84,324 1,815,374 SH   DFND 4 1,392,197 0 423,177
MERCK & CO INC NEW COM 58933Y105 113,445 2,442,299 SH   DFND 17 2,368,116 0 74,183
MERCK & CO INC NEW COM 58933Y105 307 6,600 SH   DFND 19 0 0 6,600
MERCK & CO INC NEW COM 58933Y105 54,177 1,166,352 SH   DFND 21 819,283 0 347,069
MERCK & CO INC NEW COM 58933Y105 1,682 36,221 SH   DFND 23 36,221 0 0
MERCK & CO INC NEW COM 58933Y105 144 3,100 SH   DFND 24 3,100 0 0
MEREDITH CORP COM 589433101 108,897 2,282,953 SH   DFND 3 2,260,453 0 22,500
MERGE HEALTHCARE INC COM 589499102 1,224 340,000 SH   DFND 17 285,800 0 54,200
MERITAGE HOMES CORP COM 59001A102 4,180 96,400 SH   DFND 17 96,400 0 0
MERITOR INC COM 59001K100 2,664 377,851 SH   DFND 4 377,851 0 0
METHANEX CORP COM 59151K108 109,762 2,562,426 SH   DFND 3 2,537,626 0 24,800
METHANEX CORP COM 59151K108 3,324 77,605 SH   DFND 17 77,605 0 0
METHANEX CORP COM 59151K108 3,212 74,983 SH   DFND 21 23,853 0 51,130
METHODE ELECTRS INC COM 591520200 3,710 218,100 SH   DFND 17 206,200 0 11,900
METLIFE INC COM 59156R108 292,019 6,381,544 SH   DFND 3 5,409,944 0 971,600
METLIFE INC COM 59156R108 137,684 3,008,818 SH   DFND 17 2,052,187 0 956,631
METLIFE INC COM 59156R108 87 1,900 SH   DFND 19 0 0 1,900
METLIFE INC COM 59156R108 18,714 408,957 SH   DFND 21 290,611 0 118,346
METLIFE INC UNIT 99/99/9999 59156R116 6,301 115,000 SH   DFND 4 115,000 0 0
MICROSOFT CORP COM 594918104 264,617 7,660,067 SH   DFND 3 6,303,267 0 1,356,800
MICROSOFT CORP COM 594918104 234,317 6,785,897 SH   DFND 4 5,371,806 0 1,414,091
MICROSOFT CORP COM 594918104 648,822 18,781,931 SH   DFND 17 14,298,090 0 4,483,841
MICROSOFT CORP COM 594918104 127,835 3,700,532 SH   DFND 19 3,342,891 0 357,641
MICROSOFT CORP COM 594918104 32,134 930,212 SH   DFND 20 930,212 0 0
MICROSOFT CORP COM 594918104 141,923 4,108,338 SH   DFND 21 2,911,089 0 1,197,249
MICROSOFT CORP COM 594918104 2,331 67,474 SH   DFND 23 67,474 0 0
MICROSOFT CORP COM 594918104 330 9,560 SH   DFND 24 9,560 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 81,040 2,175,577 SH   DFND 17 1,903,442 0 272,135
MICROCHIP TECHNOLOGY INC COM 595017104 39,761 1,067,402 SH   DFND 19 993,886 0 73,516
MICROCHIP TECHNOLOGY INC COM 595017104 17,107 459,246 SH   DFND 21 444,573 0 14,673
MICROCHIP TECHNOLOGY INC COM 595017104 212 5,700 SH   DFND 24 5,700 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,202 2,200,000 PRN   DFND 4 2,200,000 0 0
MICRON TECHNOLOGY INC COM 595112103 127,635 8,906,865 SH   DFND 17 6,696,380 0 2,210,485
MICRON TECHNOLOGY INC COM 595112103 24 1,680 SH   DFND 19 0 0 1,680
MICRON TECHNOLOGY INC COM 595112103 4,535 316,501 SH   DFND 21 201,100 0 115,401
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 7,700 5,000,000 PRN   DFND 4 5,000,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 549 8,100 SH   DFND 17 8,100 0 0
MIDDLEBY CORP COM 596278101 5,545 32,600 SH   DFND 17 32,600 0 0
MIDDLEBY CORP COM 596278101 374 2,200 SH   DFND 19 500 0 1,700
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,786 74,400 SH   DFND 17 27,400 0 47,000
MITCHAM INDS INC COM 606501104 264 15,706 SH   DFND 21 15,706 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1,931 467,600 SH   DFND 3 467,600 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 33,855 8,197,647 SH   DFND 17 8,197,647 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 4,994 263,686 SH   DFND 17 98,386 0 165,300
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 11,506 607,500 SH   DFND 19 607,500 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 36,131 1,907,658 SH   DFND 21 461,940 0 1,445,718
MOHAWK INDS INC COM 608190104 20,879 185,610 SH   DFND 17 185,610 0 0
MOHAWK INDS INC COM 608190104 20 180 SH   DFND 19 0 0 180
MOHAWK INDS INC COM 608190104 301 2,679 SH   DFND 21 1,107 0 1,572
MOLINA HEALTHCARE INC COM 60855R100 959 25,800 SH   DFND 17 3,700 0 22,100
MOLINA HEALTHCARE INC COM 60855R100 70 1,875 SH   DFND 21 1,875 0 0
MOLSON COORS BREWING CO CL B 60871R209 238,381 4,980,807 SH   DFND 3 4,129,807 0 851,000
MOLSON COORS BREWING CO CL B 60871R209 84,746 1,770,710 SH   DFND 17 1,263,461 0 507,249
MOLSON COORS BREWING CO CL B 60871R209 22 462 SH   DFND 19 0 0 462
MOLSON COORS BREWING CO CL B 60871R209 15,851 331,185 SH   DFND 21 60,185 0 271,000
MOLSON COORS BREWING CO CL B 60871R209 729 15,241 SH   DFND 23 15,241 0 0
MOLYCORP INC DEL NOTE 3.250% 6/1 608753AA7 3,642 5,400,000 PRN   DFND 4 5,400,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 998 59,200 SH   DFND 17 49,800 0 9,400
MONDELEZ INTL INC CL A 609207105 368 12,916 SH   DFND 17 2,536 0 10,380
MONDELEZ INTL INC CL A 609207105 8,064 282,662 SH   DFND 19 198,759 0 83,903
MONDELEZ INTL INC CL A 609207105 1,130 39,604 SH   DFND 21 0 0 39,604
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 3,306 130,100 SH   DFND 17 130,100 0 0
MONSANTO CO NEW COM 61166W101 20 201 SH   DFND 4 201 0 0
MONSANTO CO NEW COM 61166W101 201,162 2,036,053 SH   DFND 17 1,328,966 0 707,087
MONSANTO CO NEW COM 61166W101 6,708 67,897 SH   DFND 19 26,900 0 40,997
MONSANTO CO NEW COM 61166W101 26,893 272,200 SH   DFND 20 272,200 0 0
MONSANTO CO NEW COM 61166W101 3,595 36,383 SH   DFND 21 27,395 0 8,988
MONSANTO CO NEW COM 61166W101 26,153 264,711 SH   DFND 24 264,711 0 0
MONSTER BEVERAGE CORP COM 611740101 42,842 704,290 SH   DFND 17 692,605 0 11,685
MONSTER BEVERAGE CORP COM 611740101 11 180 SH   DFND 19 0 0 180
MOODYS CORP COM 615369105 853 14,000 SH   DFND 4 14,000 0 0
MOODYS CORP COM 615369105 21 340 SH   DFND 19 0 0 340
MOODYS CORP COM 615369105 3,474 57,013 SH   DFND 21 0 0 57,013
MORGAN STANLEY COM NEW 617446448 81 3,320 SH   DFND 19 0 0 3,320
MORGAN STANLEY COM NEW 617446448 11,795 482,827 SH   DFND 21 143,495 0 339,332
MORGAN STANLEY COM NEW 617446448 994 40,686 SH   DFND 23 40,686 0 0
MORNINGSTAR INC COM 617700109 1,544 19,900 SH   DFND 17 19,900 0 0
MOSAIC CO NEW COM 61945C103 91,870 1,707,312 SH   DFND 17 538,362 0 1,168,950
MOSAIC CO NEW COM 61945C103 1,429 26,563 SH   DFND 19 0 0 26,563
MOSAIC CO NEW COM 61945C103 1,858 34,534 SH   DFND 21 25,700 0 8,834
MOSAIC CO NEW COM 61945C103 5,112 95,000 SH   DFND 24 95,000 0 0
MOTORCAR PTS AMER INC COM 620071100 1,132 123,400 SH   DFND 17 104,000 0 19,400
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,732 133,926 SH   DFND 17 100,116 0 33,810
MOTOROLA SOLUTIONS INC COM NEW 620076307 28 490 SH   DFND 19 0 0 490
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,139 227,601 SH   DFND 21 119,536 0 108,065
MOTOROLA SOLUTIONS INC COM NEW 620076307 584 10,117 SH   DFND 23 10,117 0 0
MOVADO GROUP INC COM 624580106 6,712 198,400 SH   DFND 17 198,400 0 0
MUELLER WTR PRODS INC COM SER A 624758108 453 65,600 SH   DFND 17 4,300 0 61,300
MULTI COLOR CORP COM 625383104 288 9,505 SH   DFND 21 9,505 0 0
MULTIBAND CORP COM NEW 62544X209 663 209,224 SH   DFND 21 0 0 209,224
MURPHY OIL CORP COM 626717102 9,219 151,400 SH   DFND 3 151,400 0 0
MURPHY OIL CORP COM 626717102 3,433 56,381 SH   DFND 17 56,325 0 56
MURPHY OIL CORP COM 626717102 29 470 SH   DFND 19 0 0 470
MURPHY OIL CORP COM 626717102 31,563 518,364 SH   DFND 21 297,034 0 221,330
MURPHY OIL CORP COM 626717102 1,870 30,707 SH   DFND 23 30,707 0 0
MYLAN INC COM 628530107 7,521 242,391 SH   DFND 17 242,272 0 119
MYLAN INC COM 628530107 29 925 SH   DFND 19 0 0 925
MYLAN INC COM 628530107 39,266 1,265,406 SH   DFND 21 512,488 0 752,918
MYLAN INC COM 628530107 87 2,790 SH   DFND 23 2,790 0 0
MYLAN INC COM 628530107 1,241 40,000 SH   DFND 24 40,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 3,088 1,300,000 PRN   DFND 4 1,300,000 0 0
MYRIAD GENETICS INC COM 62855J104 4,710 175,300 SH   DFND 17 69,100 0 106,200
MYRIAD GENETICS INC COM 62855J104 934 34,773 SH   DFND 21 0 0 34,773
NCI BUILDING SYS INC COM NEW 628852204 2,119 138,600 SH   DFND 17 138,600 0 0
NCR CORP NEW COM 62886E108 366 11,100 SH   DFND 17 11,100 0 0
NCR CORP NEW COM 62886E108 11 330 SH   DFND 19 0 0 330
NCR CORP NEW COM 62886E108 704 21,351 SH   DFND 21 0 0 21,351
NPS PHARMACEUTICALS INC COM 62936P103 4,483 296,700 SH   DFND 17 296,700 0 0
NRG ENERGY INC COM NEW 629377508 5,141 192,561 SH   DFND 17 0 0 192,561
NRG ENERGY INC COM NEW 629377508 13 490 SH   DFND 19 0 0 490
NRG ENERGY INC COM NEW 629377508 157 5,891 SH   DFND 21 0 0 5,891
NYSE EURONEXT COM 629491101 11,964 288,985 SH   DFND 4 288,985 0 0
NYSE EURONEXT COM 629491101 19 448 SH   DFND 19 0 0 448
NYSE EURONEXT COM 629491101 293 7,066 SH   DFND 21 0 0 7,066
NASDAQ OMX GROUP INC COM 631103108 131 4,000 SH   DFND 21 4,000 0 0
NATIONAL FINL PARTNERS CORP COM 63607P208 725 28,650 SH   DFND 21 0 0 28,650
NATIONAL OILWELL VARCO INC COM 637071101 33,962 492,913 SH   DFND 4 492,913 0 0
NATIONAL OILWELL VARCO INC COM 637071101 83,451 1,211,197 SH   DFND 17 327,443 0 883,754
NATIONAL OILWELL VARCO INC COM 637071101 37,712 547,346 SH   DFND 19 455,827 0 91,519
NATIONAL OILWELL VARCO INC COM 637071101 14,276 207,203 SH   DFND 21 196,953 0 10,250
NATIONAL OILWELL VARCO INC COM 637071101 620 9,000 SH   DFND 24 9,000 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 7,519 200,840 SH   DFND 17 200,840 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 464 12,405 SH   DFND 19 3,405 0 9,000
NATUS MEDICAL INC DEL COM 639050103 281 20,597 SH   DFND 21 20,597 0 0
NAUTILUS INC COM 63910B102 5,124 589,677 SH   DFND 17 546,852 0 42,825
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 976 1,000,000 PRN   DFND 4 1,000,000 0 0
NEENAH PAPER INC COM 640079109 28,758 905,192 SH   DFND 3 905,192 0 0
NEENAH PAPER INC COM 640079109 2,268 71,400 SH   DFND 17 71,400 0 0
NEENAH PAPER INC COM 640079109 210 6,622 SH   DFND 21 6,622 0 0
NEKTAR THERAPEUTICS COM 640268108 5,924 512,900 SH   DFND 17 351,900 0 161,000
NEKTAR THERAPEUTICS COM 640268108 393 34,000 SH   DFND 24 34,000 0 0
NELNET INC CL A 64031N108 2,371 65,700 SH   DFND 17 49,800 0 15,900
NELNET INC CL A 64031N108 273 7,572 SH   DFND 21 7,572 0 0
NEOGENOMICS INC COM NEW 64049M209 1,116 280,500 SH   DFND 17 235,100 0 45,400
NEOPHOTONICS CORP COM 64051T100 921 106,000 SH   DFND 17 89,300 0 16,700
NETAPP INC COM 64110D104 2,244 59,396 SH   DFND 4 59,396 0 0
NETAPP INC COM 64110D104 17,076 451,974 SH   DFND 17 250,990 0 200,984
NETAPP INC COM 64110D104 21 560 SH   DFND 19 0 0 560
NETAPP INC COM 64110D104 284 7,529 SH   DFND 21 0 0 7,529
NETFLIX INC COM 64110L106 38,886 184,217 SH   DFND 17 98,745 0 85,472
NETFLIX INC COM 64110L106 19 90 SH   DFND 19 0 0 90
NETFLIX INC COM 64110L106 10,548 49,970 SH   DFND 21 49,970 0 0
NETEASE INC SPONSORED ADR 64110W102 56,676 897,200 SH   DFND 17 669,255 0 227,945
NETGEAR INC COM 64111Q104 1,030 33,738 SH   DFND 21 0 0 33,738
NETSUITE INC COM 64118Q107 3,294 35,905 SH   DFND 17 35,905 0 0
NETSPEND HLDGS INC COM 64118V106 3,525 220,605 SH   DFND 21 0 0 220,605
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,773 431,500 SH   DFND 17 205,100 0 226,400
NEUSTAR INC CL A 64126X201 3,800 78,058 SH   DFND 17 78,058 0 0
NEUSTAR INC CL A 64126X201 16,919 347,562 SH   DFND 21 131,155 0 216,407
NEUSTAR INC CL A 64126X201 387 7,950 SH   DFND 23 7,950 0 0
NEVSUN RES LTD COM 64156L101 117 39,552 SH   DFND 21 39,552 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 209 9,435 SH   DFND 17 0 0 9,435
NEW YORK CMNTY BANCORP INC COM 649445103 12 833 SH   DFND 19 0 0 833
NEW YORK CMNTY BANCORP INC COM 649445103 229 16,337 SH   DFND 21 0 0 16,337
NEWELL RUBBERMAID INC COM 651229106 261,797 9,973,216 SH   DFND 3 8,340,863 0 1,632,353
NEWELL RUBBERMAID INC COM 651229106 71,946 2,740,793 SH   DFND 17 2,707,333 0 33,460
NEWELL RUBBERMAID INC COM 651229106 19 735 SH   DFND 19 0 0 735
NEWELL RUBBERMAID INC COM 651229106 2,010 76,579 SH   DFND 21 1,171 0 75,408
NEWMARKET CORP COM 651587107 89,182 339,664 SH   DFND 3 336,364 0 3,300
NEWMONT MINING CORP COM 651639106 2,716 90,700 SH   DFND 4 90,700 0 0
NEWMONT MINING CORP COM 651639106 34 1,130 SH   DFND 19 0 0 1,130
NEWMONT MINING CORP COM 651639106 28,393 948,007 SH   DFND 21 51,013 0 896,994
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,013 1,000,000 PRN   DFND 4 1,000,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 19,922 18,500,000 PRN   DFND 4 18,500,000 0 0
NEWS CORP CL A 65248E104 109 3,800 SH   DFND 24 3,800 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 2,908 82,000 SH   DFND 17 75,700 0 6,300
NEXTERA ENERGY INC COM 65339F101 5,216 64,020 SH   DFND 17 64,020 0 0
NEXTERA ENERGY INC COM 65339F101 77 950 SH   DFND 19 0 0 950
NEXTERA ENERGY INC COM 65339F101 40,585 498,097 SH   DFND 21 258,110 0 239,987
NEXTERA ENERGY INC COM 65339F101 672 8,247 SH   DFND 23 8,247 0 0
NIKE INC CL B 654106103 107,729 1,691,725 SH   DFND 17 1,485,019 0 206,706
NIKE INC CL B 654106103 25,830 405,617 SH   DFND 19 285,672 0 119,945
NIKE INC CL B 654106103 2,571 40,373 SH   DFND 21 27,200 0 13,173
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 429 16,496 SH   DFND 21 16,496 0 0
NISOURCE INC COM 65473P105 1,612 56,280 SH   DFND 17 56,280 0 0
NISOURCE INC COM 65473P105 21 744 SH   DFND 19 0 0 744
NISOURCE INC COM 65473P105 2,883 100,650 SH   DFND 21 80,252 0 20,398
NOKIA CORP SPONSORED ADR 654902204 37 9,770 SH   DFND 17 9,770 0 0
NOBLE ENERGY INC COM 655044105 777 12,940 SH   DFND 17 12,940 0 0
NOBLE ENERGY INC COM 655044105 49 820 SH   DFND 19 0 0 820
NOBLE ENERGY INC COM 655044105 3,969 66,110 SH   DFND 21 60,312 0 5,798
NOBLE ENERGY INC COM 655044105 1,453 24,200 SH   DFND 24 24,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 65 890 SH   DFND 19 0 0 890
NORFOLK SOUTHERN CORP COM 655844108 968 13,329 SH   DFND 21 4,270 0 9,059
NORFOLK SOUTHERN CORP COM 655844108 80 1,100 SH   DFND 23 1,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 15,351 211,300 SH   DFND 3 211,300 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,810 52,440 SH   DFND 17 52,342 0 98
NORTHEAST UTILS COM 664397106 628 14,935 SH   DFND 17 14,935 0 0
NORTHEAST UTILS COM 664397106 21 493 SH   DFND 19 0 0 493
NORTHEAST UTILS COM 664397106 1,137 27,068 SH   DFND 21 0 0 27,068
NORTHERN TR CORP COM 665859104 289 4,994 SH   DFND 17 4,994 0 0
NORTHERN TR CORP COM 665859104 75,132 1,297,609 SH   DFND 17 446,869 0 850,740
NORTHERN TR CORP COM 665859104 2,650 45,768 SH   DFND 19 0 0 45,768
NORTHERN TR CORP COM 665859104 1,493 25,778 SH   DFND 21 21,840 0 3,938
NORTHROP GRUMMAN CORP COM 666807102 293,885 3,549,335 SH   DFND 3 2,979,535 0 569,800
NORTHROP GRUMMAN CORP COM 666807102 86,258 1,041,758 SH   DFND 17 1,041,512 0 246
NORTHROP GRUMMAN CORP COM 666807102 48 584 SH   DFND 19 0 0 584
NORTHROP GRUMMAN CORP COM 666807102 49,820 601,692 SH   DFND 21 216,115 0 385,577
NORTHSTAR RLTY FIN CORP COM 66704R100 17,112 1,880,481 SH   DFND 4 1,880,481 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 20,824 1,541,389 SH   DFND 4 1,449,950 0 91,439
NORTHWEST BIOTHERAPEUTICS IN *W EXP 99/99/999 66737P113 135 90,050 SH   DFND 17 0 0 90,050
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 626 187,500 SH   DFND 17 0 0 187,500
NORTHWESTERN CORP COM NEW 668074305 2,497 62,592 SH   DFND 21 16,173 0 46,419
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5,658 4,000,000 PRN   DFND 4 4,000,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 8,566 140,151 SH   DFND 21 47,904 0 92,247
NU SKIN ENTERPRISES INC CL A 67018T105 241 3,947 SH   DFND 23 3,947 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 172 9,367 SH   DFND 17 9,367 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 39,512 2,147,385 SH   DFND 17 723,000 0 1,424,385
NUANCE COMMUNICATIONS INC COM 67020Y100 10 540 SH   DFND 19 0 0 540
NUANCE COMMUNICATIONS INC COM 67020Y100 4,881 265,283 SH   DFND 20 265,283 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,763 95,800 SH   DFND 21 95,800 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 32 1,740 SH   DFND 23 1,740 0 0
NUCOR CORP COM 670346105 26 610 SH   DFND 19 0 0 610
NUCOR CORP COM 670346105 418 9,640 SH   DFND 21 0 0 9,640
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 791 55,000 SH   DFND 4 55,000 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 745 55,000 SH   DFND 4 55,000 0 0
NVIDIA CORP COM 67066G104 132 9,400 SH   DFND 17 0 0 9,400
NVIDIA CORP COM 67066G104 14 990 SH   DFND 19 0 0 990
NVIDIA CORP COM 67066G104 172 12,248 SH   DFND 21 0 0 12,248
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 697 55,000 SH   DFND 4 55,000 0 0
NUVASIVE INC COM 670704105 404 16,300 SH   DFND 17 0 0 16,300
NXSTAGE MEDICAL INC COM 67072V103 9,644 675,336 SH   DFND 20 675,336 0 0
NV ENERGY INC COM 67073Y106 4,818 205,381 SH   DFND 17 205,381 0 0
NV ENERGY INC COM 67073Y106 13,153 560,646 SH   DFND 21 242,551 0 318,095
OI S.A. SPN ADR REP PFD 670851203 181 100,545 SH   DFND 21 0 0 100,545
NUVEEN QUALITY INCOME MUN FD COM 670977107 743 55,000 SH   DFND 4 55,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 25 220 SH   DFND 19 0 0 220
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,123 18,850 SH   DFND 21 15,130 0 3,720
O REILLY AUTOMOTIVE INC NEW COM 67103H107 155 1,380 SH   DFND 23 1,380 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,243 11,034 SH   DFND 17 11,000 0 34
OSI SYSTEMS INC COM 671044105 7,408 115,000 SH   DFND 4 115,000 0 0
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 7,262 138,200 SH   DFND 3 138,200 0 0
OASIS PETE INC NEW COM 674215108 5,418 139,395 SH   DFND 17 139,395 0 0
OASIS PETE INC NEW COM 674215108 410 10,555 SH   DFND 19 3,055 0 7,500
OCCIDENTAL PETE CORP DEL COM 674599105 27 304 SH   DFND 4 304 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 97,964 1,097,882 SH   DFND 17 337,391 0 760,491
OCCIDENTAL PETE CORP DEL COM 674599105 1,086 12,174 SH   DFND 19 10,384 0 1,790
OCCIDENTAL PETE CORP DEL COM 674599105 3,073 34,435 SH   DFND 21 13,540 0 20,895
OCCIDENTAL PETE CORP DEL COM 674599105 874 9,800 SH   DFND 24 9,800 0 0
OCEANEERING INTL INC COM 675232102 358 4,962 SH   DFND 21 2,247 0 2,715
OCEANEERING INTL INC COM 675232102 845 11,700 SH   DFND 24 11,700 0 0
OCWEN FINL CORP COM NEW 675746309 7,329 177,800 SH   DFND 17 164,200 0 13,600
OCWEN FINL CORP COM NEW 675746309 354 8,600 SH   DFND 19 2,400 0 6,200
OCWEN FINL CORP COM NEW 675746309 12,770 309,807 SH   DFND 21 225,780 0 84,027
OIL STS INTL INC COM 678026105 547 5,903 SH   DFND 21 233 0 5,670
OLD DOMINION FGHT LINES INC COM 679580100 2,300 55,263 SH   DFND 21 0 0 55,263
OLD NATL BANCORP IND COM 680033107 51,975 3,758,156 SH   DFND 3 3,695,992 0 62,164
OLD NATL BANCORP IND COM 680033107 4,957 358,425 SH   DFND 17 358,425 0 0
OLD NATL BANCORP IND COM 680033107 428 30,915 SH   DFND 21 30,915 0 0
OLIN CORP COM PAR $1 680665205 28,583 1,194,943 SH   DFND 3 1,186,241 0 8,702
OLIN CORP COM PAR $1 680665205 5,370 224,485 SH   DFND 17 224,485 0 0
OLIN CORP COM PAR $1 680665205 1,983 82,882 SH   DFND 21 68,787 0 14,095
OMNICARE INC COM 681904108 5,008 104,963 SH   DFND 17 104,963 0 0
OMNICARE INC COM 681904108 10 220 SH   DFND 19 0 0 220
OMNICARE INC COM 681904108 34,005 712,746 SH   DFND 21 326,654 0 386,092
OMNICARE INC COM 681904108 356 7,467 SH   DFND 23 7,467 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 928 500,000 PRN   DFND 4 500,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 2,493 2,000,000 PRN   DFND 4 2,000,000 0 0
OMNICOM GROUP INC COM 681919106 7,249 115,300 SH   DFND 3 115,300 0 0
OMNICOM GROUP INC COM 681919106 5 80 SH   DFND 17 0 0 80
OMNICOM GROUP INC COM 681919106 40 630 SH   DFND 19 0 0 630
OMEGA HEALTHCARE INVS INC COM 681936100 81,124 2,615,200 SH   DFND 3 2,590,700 0 24,500
OMEGA HEALTHCARE INVS INC COM 681936100 2,927 94,346 SH   DFND 17 94,346 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,497 80,512 SH   DFND 21 23,429 0 57,083
OMNIVISION TECHNOLOGIES INC COM 682128103 635 34,047 SH   DFND 21 0 0 34,047
OMNICELL INC COM 68213N109 2,873 139,800 SH   DFND 17 139,800 0 0
ON ASSIGNMENT INC COM 682159108 4,812 180,100 SH   DFND 17 180,100 0 0
ON ASSIGNMENT INC COM 682159108 318 11,900 SH   DFND 19 3,300 0 8,600
ON SEMICONDUCTOR CORP COM 682189105 249 30,800 SH   DFND 17 30,800 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 153 150,000 PRN   DFND 4 150,000 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 2,546 259,800 SH   DFND 17 0 0 259,800
ONCOTHYREON INC COM 682324108 314 200,300 SH   DFND 17 0 0 200,300
ONEOK INC NEW COM 682680103 19 450 SH   DFND 19 0 0 450
ONEOK INC NEW COM 682680103 215 5,208 SH   DFND 21 0 0 5,208
ONYX PHARMACEUTICALS INC COM 683399109 11,394 131,235 SH   DFND 17 56,150 0 75,085
ONYX PHARMACEUTICALS INC COM 683399109 268 3,090 SH   DFND 19 890 0 2,200
ONYX PHARMACEUTICALS INC COM 683399109 2,084 24,000 SH   DFND 24 24,000 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 1,369 600,000 PRN   DFND 4 600,000 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,197 115,400 SH   DFND 4 115,400 0 0
ORACLE CORP COM 68389X105 36 1,184 SH   DFND 4 1,184 0 0
ORACLE CORP COM 68389X105 61,734 2,010,226 SH   DFND 17 1,222,778 0 787,448
ORACLE CORP COM 68389X105 2,869 93,422 SH   DFND 19 0 0 93,422
ORACLE CORP COM 68389X105 51,502 1,677,036 SH   DFND 21 843,331 0 833,705
ORACLE CORP COM 68389X105 1,927 62,741 SH   DFND 23 62,741 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 2,374 164,050 SH   DFND 17 0 0 164,050
OPTIMER PHARMACEUTICALS INC COM 68401H104 912 63,000 SH   DFND 24 63,000 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 1,018 38,784 SH   DFND 17 32,649 0 6,135
OREXIGEN THERAPEUTICS INC COM 686164104 2,925 500,500 SH   DFND 17 268,800 0 231,700
ORION MARINE GROUP INC COM 68628V308 3,731 308,600 SH   DFND 17 292,900 0 15,700
ORMAT TECHNOLOGIES INC COM 686688102 54 2,300 SH   DFND 17 2,300 0 0
ORMAT TECHNOLOGIES INC COM 686688102 59 2,509 SH   DFND 19 2,509 0 0
ORMAT TECHNOLOGIES INC COM 686688102 14 600 SH   DFND 21 600 0 0
OSHKOSH CORP COM 688239201 10,053 264,755 SH   DFND 17 226,055 0 38,700
OSHKOSH CORP COM 688239201 29 772 SH   DFND 21 772 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 222 22,000 SH   DFND 24 22,000 0 0
OVERSTOCK COM INC DEL COM 690370101 823 29,200 SH   DFND 17 19,800 0 9,400
OWENS & MINOR INC NEW COM 690732102 94,661 2,798,145 SH   DFND 3 2,771,395 0 26,750
OWENS & MINOR INC NEW COM 690732102 3,085 91,181 SH   DFND 17 91,181 0 0
OWENS CORNING NEW COM 690742101 10,641 272,300 SH   DFND 17 272,300 0 0
OWENS ILL INC COM NEW 690768403 11 380 SH   DFND 19 0 0 380
OWENS ILL INC COM NEW 690768403 174 6,265 SH   DFND 21 6,265 0 0
OXFORD RESOURCE PARTNERS LP COM UNIT RP LP 691807101 3,355 1,256,617 SH   DFND 4 1,256,617 0 0
PDF SOLUTIONS INC COM 693282105 7,592 411,915 SH   DFND 17 392,275 0 19,640
PDL BIOPHARMA INC COM 69329Y104 2,156 279,270 SH   DFND 17 279,270 0 0
PDL BIOPHARMA INC COM 69329Y104 1,312 169,957 SH   DFND 21 73,167 0 96,790
PG&E CORP COM 69331C108 1,615 35,307 SH   DFND 17 7,000 0 28,307
PG&E CORP COM 69331C108 40 870 SH   DFND 19 0 0 870
PG&E CORP COM 69331C108 2,481 54,256 SH   DFND 21 37,303 0 16,953
PG&E CORP COM 69331C108 145 3,180 SH   DFND 23 3,180 0 0
PHH CORP COM NEW 693320202 43,013 2,110,562 SH   DFND 4 2,110,562 0 0
PHH CORP COM NEW 693320202 40 1,979 SH   DFND 21 0 0 1,979
PHH CORP NOTE 6.000% 6/1 693320AQ6 5,098 2,832,000 PRN   DFND 4 2,832,000 0 0
PGT INC COM 69336V101 2,864 330,300 SH   DFND 17 304,700 0 25,600
PNC FINL SVCS GROUP INC COM 693475105 291,341 3,995,357 SH   DFND 3 3,328,357 0 667,000
PNC FINL SVCS GROUP INC COM 693475105 9 119 SH   DFND 4 119 0 0
PNC FINL SVCS GROUP INC COM 693475105 125,265 1,717,848 SH   DFND 17 1,274,638 0 443,210
PNC FINL SVCS GROUP INC COM 693475105 86 1,185 SH   DFND 19 0 0 1,185
PNC FINL SVCS GROUP INC COM 693475105 22,515 308,769 SH   DFND 21 265,670 0 43,099
PNC FINL SVCS GROUP INC COM 693475105 1,069 14,657 SH   DFND 23 14,657 0 0
POSCO SPONSORED ADR 693483109 99,824 1,533,871 SH   DFND 3 1,106,188 0 427,683
POSCO SPONSORED ADR 693483109 25,760 395,818 SH   DFND 17 395,818 0 0
POSCO SPONSORED ADR 693483109 195 3,000 SH   DFND 21 0 0 3,000
PNM RES INC COM 69349H107 1,710 77,062 SH   DFND 17 77,062 0 0
PNM RES INC COM 69349H107 7,126 321,155 SH   DFND 21 165,647 0 155,508
PPG INDS INC COM 693506107 7,935 54,200 SH   DFND 3 54,200 0 0
PPG INDS INC COM 693506107 29,401 200,814 SH   DFND 17 196,860 0 3,954
PPG INDS INC COM 693506107 48 330 SH   DFND 19 0 0 330
PPG INDS INC COM 693506107 3,578 24,439 SH   DFND 21 17,650 0 6,789
PPG INDS INC COM 693506107 138 940 SH   DFND 23 940 0 0
PPG INDS INC COM 693506107 1,171 8,000 SH   DFND 24 8,000 0 0
PPL CORP COM 69351T106 15,944 526,900 SH   DFND 3 526,900 0 0
PPL CORP COM 69351T106 5,945 196,466 SH   DFND 17 187,142 0 9,324
PPL CORP COM 69351T106 32 1,070 SH   DFND 19 0 0 1,070
PPL CORP COM 69351T106 7,923 261,831 SH   DFND 21 202,042 0 59,789
PPL CORP COM 69351T106 790 26,115 SH   DFND 23 26,115 0 0
PPL CORP UNIT 99/99/9999S 69351T114 19,706 364,800 SH   DFND 4 364,800 0 0
PPL CORP UNIT 99/99/9999 69351T601 35,115 670,000 SH   DFND 4 669,900 0 100
PS BUSINESS PKS INC CALIF COM 69360J107 45,600 631,839 SH   DFND 3 623,139 0 8,700
PVH CORP COM 693656100 7,664 61,290 SH   DFND 21 6,984 0 54,306
PTC INC COM 69370C100 3,783 154,200 SH   DFND 17 154,200 0 0
PACCAR INC COM 693718108 44 827 SH   DFND 19 0 0 827
PACCAR INC COM 693718108 471 8,772 SH   DFND 21 0 0 8,772
PACIFIC SUNWEAR CALIF INC COM 694873100 1,234 341,000 SH   DFND 17 287,300 0 53,700
PACIRA PHARMACEUTICALS INC COM 695127100 7,117 245,400 SH   DFND 17 245,400 0 0
PACKAGING CORP AMER COM 695156109 539 11,000 SH   DFND 17 11,000 0 0
PACKAGING CORP AMER COM 695156109 39 790 SH   DFND 21 790 0 0
PACWEST BANCORP DEL COM 695263103 560 18,275 SH   DFND 21 18,275 0 0
PALL CORP COM 696429307 573 8,631 SH   DFND 17 8,631 0 0
PALL CORP COM 696429307 9,234 139,000 SH   DFND 19 119,297 0 19,703
PALL CORP COM 696429307 216 3,251 SH   DFND 21 0 0 3,251
PALL CORP COM 696429307 18,065 271,935 SH   DFND 24 271,935 0 0
PALO ALTO NETWORKS INC COM 697435105 17,613 417,775 SH   DFND 17 287,460 0 130,315
PAN AMERICAN SILVER CORP COM 697900108 78 6,669 SH   DFND 21 0 0 6,669
PANDORA MEDIA INC COM 698354107 54,989 2,988,520 SH   DFND 17 2,520,160 0 468,360
PAREXEL INTL CORP COM 699462107 4,969 108,100 SH   DFND 17 108,100 0 0
PARK OHIO HLDGS CORP COM 700666100 1,482 44,924 SH   DFND 17 37,759 0 7,165
PARK STERLING CORP COM 70086Y105 991 167,625 SH   DFND 17 140,815 0 26,810
PARKER HANNIFIN CORP COM 701094104 17,000 178,200 SH   DFND 3 178,200 0 0
PARKER HANNIFIN CORP COM 701094104 2,294 24,051 SH   DFND 17 24,005 0 46
PARKER HANNIFIN CORP COM 701094104 30 315 SH   DFND 19 0 0 315
PARKER HANNIFIN CORP COM 701094104 8,583 89,971 SH   DFND 21 69,657 0 20,314
PATRICK INDS INC COM 703343103 4,011 192,950 SH   DFND 17 183,860 0 9,090
PATTERSON COMPANIES INC COM 703395103 595 15,826 SH   DFND 17 15,800 0 26
PATTERSON COMPANIES INC COM 703395103 14 370 SH   DFND 19 0 0 370
PATTERSON UTI ENERGY INC COM 703481101 9 490 SH   DFND 19 0 0 490
PATTERSON UTI ENERGY INC COM 703481101 150 7,742 SH   DFND 21 7,742 0 0
PAYCHEX INC COM 704326107 26 705 SH   DFND 19 0 0 705
PAYCHEX INC COM 704326107 372 10,179 SH   DFND 21 0 0 10,179
PEABODY ENERGY CORP COM 704549104 23 1,555 SH   DFND 4 1,555 0 0
PEABODY ENERGY CORP COM 704549104 6,961 475,484 SH   DFND 17 0 0 475,484
PEABODY ENERGY CORP COM 704549104 9 600 SH   DFND 19 0 0 600
PEABODY ENERGY CORP COM 704549104 11,003 751,547 SH   DFND 21 0 0 751,547
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 490 700,000 PRN   DFND 4 700,000 0 0
PEGASYSTEMS INC COM 705573103 1,570 47,400 SH   DFND 17 18,700 0 28,700
PEMBINA PIPELINE CORP COM 706327103 181 5,902 SH   DFND 21 0 0 5,902
PENN VA CORP COM 707882106 1,422 302,600 SH   DFND 17 302,600 0 0
PENN WEST PETE LTD NEW COM 707887105 12 1,100 SH   DFND 19 0 0 1,100
PENN WEST PETE LTD NEW COM 707887105 299 28,236 SH   DFND 21 3,515 0 24,721
PENNYMAC MTG INVT TR COM 70931T103 1,592 75,614 SH   DFND 17 75,614 0 0
PENNYMAC MTG INVT TR COM 70931T103 4,623 219,618 SH   DFND 21 27,347 0 192,271
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,086 68,300 SH   DFND 17 41,700 0 26,600
PENSKE AUTOMOTIVE GRP INC COM 70959W103 70 2,295 SH   DFND 21 0 0 2,295
PEPSICO INC COM 713448108 4,511 55,148 SH   DFND 4 55,148 0 0
PEPSICO INC COM 713448108 112,027 1,369,685 SH   DFND 17 386,648 0 983,037
PEPSICO INC COM 713448108 280 3,424 SH   DFND 19 0 0 3,424
PEPSICO INC COM 713448108 16,252 198,703 SH   DFND 21 150,829 0 47,874
PEPSICO INC COM 713448108 361 4,419 SH   DFND 23 4,419 0 0
PEPSICO INC COM 713448108 525 6,420 SH   DFND 24 6,420 0 0
PERKINELMER INC COM 714046109 99,940 3,075,080 SH   DFND 3 3,047,647 0 27,433
PERKINELMER INC COM 714046109 10,898 335,310 SH   DFND 17 273,630 0 61,680
PERRIGO CO COM 714290103 28 230 SH   DFND 19 0 0 230
PERRIGO CO COM 714290103 9,019 74,537 SH   DFND 21 18,048 0 56,489
PERRIGO CO COM 714290103 117 970 SH   DFND 23 970 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 444 10,400 SH   DFND 17 10,400 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 5,971 139,700 SH   DFND 21 139,700 0 0
PETMED EXPRESS INC COM 716382106 283 22,499 SH   DFND 21 22,499 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 18,637 1,271,300 SH   DFND 19 1,271,300 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 10,793 736,224 SH   DFND 21 0 0 736,224
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 42,051 3,133,426 SH   DFND 3 2,370,379 0 763,047
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 12,315 918,327 SH   DFND 17 918,327 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,553 190,400 SH   DFND 19 152,100 0 38,300
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,346 324,055 SH   DFND 21 200,364 0 123,691
PETSMART INC COM 716768106 11 160 SH   DFND 19 0 0 160
PETSMART INC COM 716768106 279 4,160 SH   DFND 21 925 0 3,235
PHARMACYCLICS INC COM 716933106 490 6,160 SH   DFND 17 6,160 0 0
PHARMACYCLICS INC COM 716933106 298 3,750 SH   DFND 19 950 0 2,800
PFIZER INC COM 717081103 134,787 4,812,116 SH   DFND 4 3,828,074 0 984,042
PFIZER INC COM 717081103 35,013 1,250,000 SH Put DFND 4 1,250,000 0 0
PFIZER INC COM 717081103 266,339 9,508,710 SH   DFND 17 6,476,908 0 3,031,802
PFIZER INC COM 717081103 101,802 3,634,482 SH   DFND 19 3,309,262 0 325,220
PFIZER INC COM 717081103 39,609 1,414,100 SH   DFND 20 1,414,100 0 0
PFIZER INC COM 717081103 127,650 4,557,301 SH   DFND 21 2,926,297 0 1,631,004
PFIZER INC COM 717081103 3,218 114,893 SH   DFND 23 114,893 0 0
PFIZER INC COM 717081103 300 10,700 SH   DFND 24 10,700 0 0
PFIZER INC COM 717081103 268,649 9,591,190 SH   DFND 3 7,959,390 0 1,631,800
PHARMERICA CORP COM 71714F104 1,655 119,400 SH   DFND 17 119,400 0 0
PHARMERICA CORP COM 71714F104 2,727 196,765 SH   DFND 21 21,409 0 175,356
PHILIP MORRIS INTL INC COM 718172109 41,280 476,562 SH   DFND 4 476,562 0 0
PHILIP MORRIS INTL INC COM 718172109 114,546 1,322,393 SH   DFND 17 1,254,076 0 68,317
PHILIP MORRIS INTL INC COM 718172109 44,405 512,645 SH   DFND 19 475,134 0 37,511
PHILIP MORRIS INTL INC COM 718172109 16,761 193,500 SH   DFND 20 193,500 0 0
PHILIP MORRIS INTL INC COM 718172109 55,351 639,011 SH   DFND 21 466,467 0 172,544
PHILIP MORRIS INTL INC COM 718172109 617 7,120 SH   DFND 24 7,120 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 903 13,300 SH   DFND 17 13,300 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 5,503 81,100 SH   DFND 21 81,100 0 0
PHILLIPS 66 COM 718546104 19,463 330,392 SH   DFND 4 330,392 0 0
PHILLIPS 66 COM 718546104 7,935 134,694 SH   DFND 17 134,694 0 0
PHILLIPS 66 COM 718546104 83 1,405 SH   DFND 19 0 0 1,405
PHILLIPS 66 COM 718546104 55,797 947,153 SH   DFND 21 554,593 0 392,560
PHILLIPS 66 COM 718546104 1,355 23,000 SH   DFND 24 23,000 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 2,422 441,115 SH   DFND 17 342,602 0 98,513
PIER 1 IMPORTS INC COM 720279108 5,399 229,858 SH   DFND 21 118,337 0 111,521
PIER 1 IMPORTS INC COM 720279108 318 13,521 SH   DFND 23 13,521 0 0
PIKE ELEC CORP COM 721283109 422 34,300 SH   DFND 17 0 0 34,300
PIKE ELEC CORP COM 721283109 283 23,040 SH   DFND 21 23,040 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 6,681 447,190 SH   DFND 17 44,300 0 402,890
PILGRIMS PRIDE CORP NEW COM 72147K108 4,638 310,467 SH   DFND 24 310,467 0 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 6,271 119,073 SH   DFND 17 119,073 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 1,284 21,060 SH   DFND 4 21,060 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 178,079 1,734,479 SH   DFND 4 1,734,479 0 0
PIMCO ETF TR GB ADV INF BD 72201R791 48,350 1,000,000 SH   DFND 4 1,000,000 0 0
PIMCO ETF TR ENHAN SHRT MAT 72201R833 99,235 980,000 SH   DFND 4 980,000 0 0
PINNACLE WEST CAP CORP COM 723484101 4,830 87,077 SH   DFND 17 87,077 0 0
PINNACLE WEST CAP CORP COM 723484101 15 270 SH   DFND 19 0 0 270
PINNACLE WEST CAP CORP COM 723484101 16,518 297,774 SH   DFND 21 133,811 0 163,963
PIONEER NAT RES CO COM 723787107 72,847 503,260 SH   DFND 17 419,985 0 83,275
PIONEER NAT RES CO COM 723787107 7,686 53,096 SH   DFND 19 35,348 0 17,748
PIONEER NAT RES CO COM 723787107 538 3,717 SH   DFND 21 266 0 3,451
PITNEY BOWES INC COM 724479100 22,020 1,500,000 SH   DFND 3 1,500,000 0 0
PITNEY BOWES INC COM 724479100 13 866 SH   DFND 4 866 0 0
PITNEY BOWES INC COM 724479100 1 63 SH   DFND 17 0 0 63
PITNEY BOWES INC COM 724479100 7 510 SH   DFND 19 0 0 510
PITNEY BOWES INC COM 724479100 524 35,694 SH   DFND 21 13,161 0 22,533
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 7,012 125,639 SH   DFND 21 31,038 0 94,601
PLUM CREEK TIMBER CO INC COM 729251108 17 370 SH   DFND 17 370 0 0
PLUM CREEK TIMBER CO INC COM 729251108 12 250 SH   DFND 19 0 0 250
PLUM CREEK TIMBER CO INC COM 729251108 129 2,755 SH   DFND 21 0 0 2,755
POINTS INTL LTD COM NEW 730843208 3,939 182,960 SH   DFND 17 168,140 0 14,820
POLARIS INDS INC COM 731068102 759 7,990 SH   DFND 17 7,990 0 0
POLARIS INDS INC COM 731068102 289 3,040 SH   DFND 19 840 0 2,200
POLARIS INDS INC COM 731068102 5,517 58,078 SH   DFND 21 32,044 0 26,034
POLARIS INDS INC COM 731068102 356 3,750 SH   DFND 23 3,750 0 0
POLYONE CORP COM 73179P106 4,782 192,976 SH   DFND 17 192,976 0 0
POLYPORE INTL INC COM 73179V103 490 12,156 SH   DFND 17 12,156 0 0
POLYPORE INTL INC COM 73179V103 6,800 168,730 SH   DFND 19 142,966 0 25,764
POLYPORE INTL INC COM 73179V103 12,145 301,374 SH   DFND 24 301,374 0 0
POPULAR INC COM NEW 733174700 168 5,533 SH   DFND 17 5,533 0 0
POPULAR INC COM NEW 733174700 2,587 85,174 SH   DFND 21 7,096 0 78,078
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 6,232 40,565 SH   DFND 17 40,565 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 572 3,720 SH   DFND 19 1,020 0 2,700
PORTLAND GEN ELEC CO COM NEW 736508847 2,803 91,625 SH   DFND 17 91,625 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 34,819 1,138,261 SH   DFND 21 552,804 0 585,457
PORTLAND GEN ELEC CO COM NEW 736508847 1,363 44,541 SH   DFND 23 44,541 0 0
POTASH CORP SASK INC COM 73755L107 1,361 35,700 SH   DFND 17 0 0 35,700
POTASH CORP SASK INC COM 73755L107 64 1,680 SH   DFND 19 0 0 1,680
POTASH CORP SASK INC COM 73755L107 795 20,841 SH   DFND 21 1,279 0 19,562
POTASH CORP SASK INC COM 73755L107 991 26,000 SH   DFND 24 26,000 0 0
POTLATCH CORP NEW COM 737630103 26 650 SH   DFND 21 650 0 0
POWER ONE INC NEW COM 73930R102 803 127,000 SH   DFND 21 0 0 127,000
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 108,687 1,525,000 SH Put DFND 4 1,525,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 18,713 262,560 SH   DFND 17 249,580 0 12,980
POWERSECURE INTL INC COM 73936N105 4,365 290,394 SH   DFND 17 270,534 0 19,860
PRAXAIR INC COM 74005P104 418 3,630 SH   DFND 17 3,630 0 0
PRAXAIR INC COM 74005P104 78 680 SH   DFND 19 0 0 680
PRAXAIR INC COM 74005P104 728 6,324 SH   DFND 21 0 0 6,324
PRAXAIR INC COM 74005P104 1,129 9,800 SH   DFND 24 9,800 0 0
PRECISION CASTPARTS CORP COM 740189105 26 113 SH   DFND 4 113 0 0
PRECISION CASTPARTS CORP COM 740189105 6 26 SH   DFND 17 26 0 0
PRECISION CASTPARTS CORP COM 740189105 142,299 629,613 SH   DFND 17 608,495 0 21,118
PRECISION CASTPARTS CORP COM 740189105 75 330 SH   DFND 19 0 0 330
PRECISION CASTPARTS CORP COM 740189105 3,713 16,428 SH   DFND 21 12,468 0 3,960
PRECISION DRILLING CORP COM 2010 74022D308 91,352 10,684,500 SH   DFND 3 10,580,900 0 103,600
PREFERRED BK LOS ANGELES CA COM NEW 740367404 818 49,659 SH   DFND 17 41,784 0 7,875
PREMIERE GLOBAL SVCS INC COM 740585104 4,056 336,000 SH   DFND 17 336,000 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 740 25,400 SH   DFND 17 6,700 0 18,700
PRICE T ROWE GROUP INC COM 74144T108 1,037 14,160 SH   DFND 17 14,160 0 0
PRICE T ROWE GROUP INC COM 74144T108 41 560 SH   DFND 19 0 0 560
PRICE T ROWE GROUP INC COM 74144T108 281 3,841 SH   DFND 21 0 0 3,841
PRICELINE COM INC COM NEW 741503403 5,371 6,493 SH   DFND 4 6,493 0 0
PRICELINE COM INC COM NEW 741503403 2 2 SH   DFND 17 2 0 0
PRICELINE COM INC COM NEW 741503403 157,011 189,932 SH   DFND 17 155,057 0 34,875
PRICELINE COM INC COM NEW 741503403 87,983 106,431 SH   DFND 19 100,189 0 6,242
PRICELINE COM INC COM NEW 741503403 8,272 10,006 SH   DFND 20 10,006 0 0
PRICELINE COM INC COM NEW 741503403 19,924 24,102 SH   DFND 21 22,957 0 1,145
PRICELINE COM INC COM NEW 741503403 697 843 SH   DFND 23 843 0 0
PRIMERO MNG CORP COM 74164W106 104 23,200 SH   DFND 21 23,200 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,826 48,753 SH   DFND 17 48,753 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 16 420 SH   DFND 19 0 0 420
PRINCIPAL FINL GROUP INC COM 74251V102 5,273 140,810 SH   DFND 21 98,499 0 42,311
PROASSURANCE CORP COM 74267C106 1,961 37,600 SH   DFND 17 37,600 0 0
PROASSURANCE CORP COM 74267C106 91 1,742 SH   DFND 21 1,742 0 0
PROCTER & GAMBLE CO COM 742718109 139,553 1,812,610 SH   DFND 17 609,342 0 1,203,268
PROCTER & GAMBLE CO COM 742718109 9,649 125,328 SH   DFND 19 82,881 0 42,447
PROCTER & GAMBLE CO COM 742718109 49,921 648,413 SH   DFND 21 293,951 0 354,462
PROCTER & GAMBLE CO COM 742718109 2,045 26,563 SH   DFND 23 26,563 0 0
PROCTER & GAMBLE CO COM 742718109 123 1,600 SH   DFND 24 1,600 0 0
PRIVATEBANCORP INC COM 742962103 6,604 311,165 SH   DFND 17 311,165 0 0
PRIVATEBANCORP INC COM 742962103 549 25,870 SH   DFND 19 7,170 0 18,700
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PROGRESSIVE CORP OHIO COM 743315103 283 11,120 SH   DFND 21 0 0 11,120
PROLOGIS INC COM 74340W103 4,035 106,960 SH   DFND 17 106,960 0 0
PROLOGIS INC COM 74340W103 31 828 SH   DFND 19 0 0 828
PROLOGIS INC COM 74340W103 541 14,340 SH   DFND 21 915 0 13,425
PROS HOLDINGS INC COM 74346Y103 3,411 113,900 SH   DFND 17 113,900 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 3,651 338,050 SH   DFND 21 58,435 0 279,615
PROSPERITY BANCSHARES INC COM 743606105 94,144 1,817,800 SH   DFND 3 1,799,900 0 17,900
PROSPERITY BANCSHARES INC COM 743606105 1,356 26,188 SH   DFND 17 26,188 0 0
PROSPERITY BANCSHARES INC COM 743606105 510 9,844 SH   DFND 21 9,844 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 30,301 6,171,214 SH   DFND 17 302,185 0 5,869,029
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 4,596 935,983 SH   DFND 24 935,983 0 0
PROTECTIVE LIFE CORP COM 743674103 3,498 91,062 SH   DFND 17 91,062 0 0
PROTECTIVE LIFE CORP COM 743674103 17,656 459,666 SH   DFND 21 230,397 0 229,269
PROVIDENCE SVC CORP COM 743815102 8,792 302,250 SH   DFND 17 268,975 0 33,275
PRUDENTIAL FINL INC COM 744320102 86,963 1,190,784 SH   DFND 4 754,407 0 436,377
PRUDENTIAL FINL INC COM 744320102 28,748 393,645 SH   DFND 17 0 0 393,645
PRUDENTIAL FINL INC COM 744320102 77 1,060 SH   DFND 19 0 0 1,060
PRUDENTIAL FINL INC COM 744320102 19,882 272,240 SH   DFND 21 189,985 0 82,255
PUBLIC SVC ENTERPRISE GROUP COM 744573106 39 1,190 SH   DFND 19 0 0 1,190
PUBLIC SVC ENTERPRISE GROUP COM 744573106 416 12,743 SH   DFND 21 0 0 12,743
PUBLIC STORAGE COM 74460D109 49 320 SH   DFND 17 320 0 0
PUBLIC STORAGE COM 74460D109 46 300 SH   DFND 19 0 0 300
PUBLIC STORAGE COM 74460D109 445 2,903 SH   DFND 21 1,275 0 1,628
PULTE GROUP INC COM 745867101 362 19,106 SH   DFND 17 19,000 0 106
PULTE GROUP INC COM 745867101 413 21,746 SH   DFND 21 9,179 0 12,567
QUAKER CHEM CORP COM 747316107 26,244 423,226 SH   DFND 3 423,226 0 0
QLIK TECHNOLOGIES INC COM 74733T105 9,437 333,805 SH   DFND 17 257,350 0 76,455
QEP RES INC COM 74733V100 9 340 SH   DFND 19 0 0 340
QEP RES INC COM 74733V100 177 6,355 SH   DFND 21 0 0 6,355
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 44,282 959,105 SH   DFND 17 740,445 0 218,660
QUALCOMM INC COM 747525103 33 540 SH   DFND 4 540 0 0
QUALCOMM INC COM 747525103 258,485 4,231,219 SH   DFND 17 1,909,708 0 2,321,511
QUALCOMM INC COM 747525103 3,327 54,455 SH   DFND 19 0 0 54,455
QUALCOMM INC COM 747525103 54,739 896,042 SH   DFND 21 392,440 0 503,602
QUALCOMM INC COM 747525103 1,043 17,079 SH   DFND 23 17,079 0 0
QUALCOMM INC COM 747525103 122 2,000 SH   DFND 24 2,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 34 2,010 SH   DFND 21 0 0 2,010
QUANTA SVCS INC COM 74762E102 37,371 1,412,371 SH   DFND 17 1,151,769 0 260,602
QUANTA SVCS INC COM 74762E102 2,137 80,764 SH   DFND 19 68,874 0 11,890
QUANTA SVCS INC COM 74762E102 1,810 68,403 SH   DFND 21 25,000 0 43,403
QUANTA SVCS INC COM 74762E102 3,704 140,000 SH   DFND 24 140,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,469 106,700 SH   DFND 3 106,700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3 50 SH   DFND 17 0 0 50
QUEST DIAGNOSTICS INC COM 74834L100 13 220 SH   DFND 19 0 0 220
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,759 38,702 SH   DFND 21 0 0 38,702
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 613 13,500 SH   DFND 24 13,500 0 0
RPX CORP COM 74972G103 590 35,112 SH   DFND 21 35,112 0 0
RF MICRODEVICES INC COM 749941100 6,322 1,182,800 SH   DFND 17 1,182,800 0 0
RF MICRODEVICES INC COM 749941100 340 63,600 SH   DFND 19 17,200 0 46,400
RACKSPACE HOSTING INC COM 750086100 4,857 128,180 SH   DFND 17 100 0 128,080
RACKSPACE HOSTING INC COM 750086100 106 2,795 SH   DFND 21 0 0 2,795
RADIOSHACK CORP COM 750438103 95 30,000 SH   DFND 21 30,000 0 0
RALPH LAUREN CORP CL A 751212101 1,660 9,555 SH   DFND 19 0 0 9,555
RALPH LAUREN CORP CL A 751212101 4,140 23,828 SH   DFND 21 8,500 0 15,328
RALPH LAUREN CORP CL A 751212101 208 1,200 SH   DFND 24 1,200 0 0
RANGE RES CORP COM 75281A109 3 38 SH   DFND 17 38 0 0
RANGE RES CORP COM 75281A109 86,220 1,115,103 SH   DFND 17 970,858 0 144,245
RANGE RES CORP COM 75281A109 12,817 165,762 SH   DFND 19 123,146 0 42,616
RANGE RES CORP COM 75281A109 1,747 22,591 SH   DFND 21 18,406 0 4,185
RANGE RES CORP COM 75281A109 13,438 173,800 SH   DFND 24 173,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 89,643 2,085,700 SH   DFND 3 2,063,600 0 22,100
RAYONIER INC COM 754907103 16 280 SH   DFND 17 280 0 0
RAYONIER INC COM 754907103 453 8,179 SH   DFND 21 2,000 0 6,179
RAYTHEON CO COM NEW 755111507 51 767 SH   DFND 19 0 0 767
REACHLOCAL INC COM 75525F104 3,049 248,691 SH   DFND 17 235,741 0 12,950
REALTY INCOME CORP COM 756109104 13 300 SH   DFND 17 300 0 0
REALTY INCOME CORP COM 756109104 201 4,804 SH   DFND 21 0 0 4,804
RED HAT INC COM 756577102 4,716 98,615 SH   DFND 17 96,600 0 2,015
RED HAT INC COM 756577102 10 200 SH   DFND 19 0 0 200
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,207 40,000 SH   DFND 17 40,000 0 0
REDWOOD TR INC COM 758075402 3,234 190,220 SH   DFND 17 190,220 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 2,010 60,700 SH   DFND 3 60,700 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 37,407 1,129,444 SH   DFND 17 1,129,444 0 0
REED ELSEVIER P L C SPONS ADR NEW 758205207 110 2,400 SH   DFND 21 2,400 0 0
REGAL BELOIT CORP COM 758750103 9,867 152,180 SH   DFND 24 152,180 0 0
REGAL ENTMT GROUP CL A 758766109 560 31,300 SH   DFND 17 31,300 0 0
REGENCY CTRS CORP COM 758849103 210 4,135 SH   DFND 17 4,135 0 0
REGENCY CTRS CORP COM 758849103 8,724 171,706 SH   DFND 19 145,222 0 26,484
REGENERON PHARMACEUTICALS COM 75886F107 18,322 81,475 SH   DFND 17 10,890 0 70,585
REGENERON PHARMACEUTICALS COM 75886F107 49 220 SH   DFND 19 0 0 220
REGENERON PHARMACEUTICALS COM 75886F107 613 2,728 SH   DFND 21 0 0 2,728
REGENERON PHARMACEUTICALS COM 75886F107 3,598 16,000 SH   DFND 24 16,000 0 0
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REGIONS FINL CORP NEW COM 7591EP100 7,995 838,900 SH   DFND 3 838,900 0 0
REGIONS FINL CORP NEW COM 7591EP100 224 23,541 SH   DFND 17 23,100 0 441
REGIONS FINL CORP NEW COM 7591EP100 26 2,779 SH   DFND 19 0 0 2,779
REGIONS FINL CORP NEW COM 7591EP100 2,607 273,563 SH   DFND 21 0 0 273,563
REINSURANCE GROUP AMER INC COM NEW 759351604 9,682 140,100 SH   DFND 3 140,100 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,900 56,425 SH   DFND 17 56,425 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,672 25,500 SH   DFND 3 25,500 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,195 94,501 SH   DFND 17 94,501 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 329 5,011 SH   DFND 21 5,011 0 0
RENASANT CORP COM 75970E107 299 12,277 SH   DFND 21 12,277 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,485 174,600 SH   DFND 17 158,600 0 16,000
RENREN INC SPONSORED ADR 759892102 2,624 877,549 SH   DFND 17 7,472 0 870,077
REPLIGEN CORP COM 759916109 3,898 473,074 SH   DFND 17 443,705 0 29,369
RENT A CTR INC NEW COM 76009N100 20,555 547,409 SH   DFND 3 547,409 0 0
RENT A CTR INC NEW COM 76009N100 222 5,900 SH   DFND 17 5,900 0 0
RENTECH INC COM 760112102 10,713 5,101,247 SH   DFND 4 5,101,247 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 33,704 1,145,628 SH   DFND 3 1,145,628 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 4,669 158,700 SH   DFND 17 0 0 158,700
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 265 9,003 SH   DFND 21 9,003 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 3,729 126,739 SH   DFND 24 126,739 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 2,306 203,500 SH   DFND 17 186,800 0 16,700
REPUBLIC AWYS HLDGS INC COM 760276105 1,226 108,171 SH   DFND 21 27,203 0 80,968
REPUBLIC SVCS INC COM 760759100 1,405 41,400 SH   DFND 3 41,400 0 0
REPUBLIC SVCS INC COM 760759100 7,395 217,897 SH   DFND 17 191,819 0 26,078
REPUBLIC SVCS INC COM 760759100 31 925 SH   DFND 19 0 0 925
REPUBLIC SVCS INC COM 760759100 231 6,797 SH   DFND 21 0 0 6,797
RESEARCH IN MOTION LTD COM 760975102 15 1,390 SH   DFND 19 0 0 1,390
RESEARCH IN MOTION LTD COM 760975102 165 15,740 SH   DFND 21 15,740 0 0
RESMED INC COM 761152107 4,453 98,661 SH   DFND 17 98,661 0 0
RESMED INC COM 761152107 2,213 49,028 SH   DFND 21 6,238 0 42,790
RESOURCE CAP CORP COM 76120W302 374 60,743 SH   DFND 21 60,743 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 570 7,600 SH   DFND 17 7,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 65,760 4,605,052 SH   DFND 3 4,542,805 0 62,247
REX ENERGY CORPORATION COM 761565100 4,520 257,100 SH   DFND 17 257,100 0 0
REX ENERGY CORPORATION COM 761565100 301 17,100 SH   DFND 19 4,700 0 12,400
REYNOLDS AMERICAN INC COM 761713106 253,013 5,230,784 SH   DFND 3 4,369,184 0 861,600
REYNOLDS AMERICAN INC COM 761713106 35,161 726,909 SH   DFND 4 726,909 0 0
REYNOLDS AMERICAN INC COM 761713106 61,882 1,279,357 SH   DFND 17 1,279,257 0 100
REYNOLDS AMERICAN INC COM 761713106 47 970 SH   DFND 19 0 0 970
REYNOLDS AMERICAN INC COM 761713106 18,780 388,265 SH   DFND 21 121,773 0 266,492
REYNOLDS AMERICAN INC COM 761713106 1,012 20,916 SH   DFND 23 20,916 0 0
RIGNET INC COM 766582100 1,177 46,180 SH   DFND 17 38,870 0 7,310
RIO TINTO PLC SPONSORED ADR 767204100 83,659 2,036,497 SH   DFND 3 1,613,197 0 423,300
RIO TINTO PLC SPONSORED ADR 767204100 26,962 656,335 SH   DFND 17 656,335 0 0
RITE AID CORP COM 767754104 323 112,800 SH   DFND 17 33,700 0 79,100
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 8,988 322,840 SH   DFND 17 322,840 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 421 15,110 SH   DFND 19 4,210 0 10,900
ROBERT HALF INTL INC COM 770323103 10 300 SH   DFND 19 0 0 300
ROBERT HALF INTL INC COM 770323103 33 979 SH   DFND 21 979 0 0
ROCHESTER MED CORP COM 771497104 1,411 95,800 SH   DFND 17 80,500 0 15,300
ROCK-TENN CO CL A 772739207 89,697 898,050 SH   DFND 3 887,750 0 10,300
ROCK-TENN CO CL A 772739207 4,105 41,095 SH   DFND 17 41,095 0 0
ROCK-TENN CO CL A 772739207 382 3,820 SH   DFND 19 1,020 0 2,800
ROCK-TENN CO CL A 772739207 1,385 13,866 SH   DFND 21 1,892 0 11,974
ROCKWELL AUTOMATION INC COM 773903109 46,617 560,709 SH   DFND 17 458,992 0 101,717
ROCKWELL AUTOMATION INC COM 773903109 26 310 SH   DFND 19 0 0 310
ROCKWELL AUTOMATION INC COM 773903109 1,375 16,542 SH   DFND 21 12,938 0 3,604
ROCKWELL COLLINS INC COM 774341101 19 300 SH   DFND 19 0 0 300
ROCKWELL COLLINS INC COM 774341101 403 6,355 SH   DFND 21 478 0 5,877
ROCKWOOD HLDGS INC COM 774415103 46,756 730,219 SH   DFND 17 250,969 0 479,250
ROCKWOOD HLDGS INC COM 774415103 793 12,380 SH   DFND 21 12,380 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 12 310 SH   DFND 19 0 0 310
ROGERS COMMUNICATIONS INC CL B 775109200 3,372 86,008 SH   DFND 21 35,919 0 50,089
ROPER INDS INC NEW COM 776696106 29,441 237,010 SH   DFND 19 196,676 0 40,334
ROPER INDS INC NEW COM 776696106 2,500 20,125 SH   DFND 21 19,100 0 1,025
ROPER INDS INC NEW COM 776696106 3,590 28,900 SH   DFND 24 28,900 0 0
ROPER INDS INC NEW COM 776696106 6,148 49,493 SH   DFND 17 41,073 0 8,420
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ROSS STORES INC COM 778296103 25 380 SH   DFND 19 0 0 380
ROSS STORES INC COM 778296103 2,617 40,381 SH   DFND 21 37,930 0 2,451
ROSS STORES INC COM 778296103 283 4,364 SH   DFND 23 4,364 0 0
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ROVI CORP COM 779376102 3 150 SH   DFND 19 0 0 150
ROVI CORP NOTE 2.625% 2/1 779376AB8 765 750,000 PRN   DFND 4 750,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 8,088 138,705 SH   DFND 17 138,705 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 184 3,160 SH   DFND 19 0 0 3,160
ROYAL BK CDA MONTREAL QUE COM 780087102 55,818 957,268 SH   DFND 21 560,080 0 397,188
ROYAL BK CDA MONTREAL QUE COM 780087102 23 400 SH   DFND 24 400 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 408,748 6,406,704 SH   DFND 3 5,289,598 0 1,117,106
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 111,604 1,749,281 SH   DFND 17 1,749,281 0 0
ROYAL GOLD INC COM 780287108 75,805 1,801,447 SH   DFND 3 1,784,947 0 16,500
ROYAL GOLD INC COM 780287108 2,407 57,192 SH   DFND 17 57,192 0 0
RUCKUS WIRELESS INC COM 781220108 8,135 635,065 SH   DFND 17 0 0 635,065
RUCKUS WIRELESS INC COM 781220108 3,383 264,125 SH   DFND 21 264,125 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 2,507 223,855 SH   DFND 17 211,730 0 12,125
RUE21 INC COM 781295100 803 19,300 SH   DFND 21 0 0 19,300
RUSH ENTERPRISES INC CL A 781846209 3,717 150,200 SH   DFND 17 150,200 0 0
RUSH ENTERPRISES INC CL A 781846209 561 22,650 SH   DFND 21 22,650 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 316 6,132 SH   DFND 19 6,132 0 0
RYDER SYS INC COM 783549108 5,952 97,916 SH   DFND 17 97,900 0 16
RYDER SYS INC COM 783549108 476 7,830 SH   DFND 19 2,200 0 5,630
RYDER SYS INC COM 783549108 20,332 334,466 SH   DFND 21 196,148 0 138,318
RYDER SYS INC COM 783549108 1,442 23,716 SH   DFND 23 23,716 0 0
RYLAND GROUP INC COM 783764103 4,777 119,130 SH   DFND 17 119,130 0 0
RYLAND GROUP INC COM 783764103 335 8,365 SH   DFND 19 2,365 0 6,000
SBA COMMUNICATIONS CORP COM 78388J106 1,415 19,085 SH   DFND 17 19,085 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 5,895 2,400,000 PRN   DFND 4 2,400,000 0 0
SEI INVESTMENTS CO COM 784117103 66,280 2,331,347 SH   DFND 17 1,015,375 0 1,315,972
SEI INVESTMENTS CO COM 784117103 11 400 SH   DFND 19 0 0 400
SEI INVESTMENTS CO COM 784117103 5,740 201,893 SH   DFND 21 201,893 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 124,722 6,134,894 SH   DFND 3 4,124,337 0 2,010,557
SK TELECOM LTD SPONSORED ADR 78440P108 38,753 1,906,214 SH   DFND 17 1,906,214 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 2,734 134,477 SH   DFND 21 58,456 0 76,021
SLM CORP COM 78442P106 210,466 9,206,757 SH   DFND 3 7,507,350 0 1,699,407
SLM CORP COM 78442P106 42,091 1,841,253 SH   DFND 4 1,841,253 0 0
SLM CORP COM 78442P106 66,897 2,926,373 SH   DFND 17 2,926,235 0 138
SLM CORP COM 78442P106 21 920 SH   DFND 19 0 0 920
SLM CORP COM 78442P106 13,455 588,565 SH   DFND 21 588,565 0 0
SLM CORP COM 78442P106 1,089 47,625 SH   DFND 23 47,625 0 0
SM ENERGY CO COM 78454L100 400 6,670 SH   DFND 17 6,670 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,898 43,000 SH   DFND 17 0 0 43,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,941 12,100 SH   DFND 21 0 0 12,100
SPS COMM INC COM 78463M107 6,811 123,845 SH   DFND 17 117,385 0 6,460
SPDR GOLD TRUST GOLD SHS 78463V107 204,256 1,714,280 SH   DFND 4 1,714,280 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 953 8,000 SH   DFND 24 8,000 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2,405 56,343 SH   DFND 24 56,343 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,764 70,000 SH   DFND 24 70,000 0 0
STEC INC COM 784774101 1,163 173,000 SH   DFND 21 0 0 173,000
SAFEWAY INC COM NEW 786514208 19 800 SH   DFND 19 0 0 800
SAFEWAY INC COM NEW 786514208 37,479 1,584,084 SH   DFND 21 909,472 0 674,612
SAFEWAY INC COM NEW 786514208 1,476 62,398 SH   DFND 23 62,398 0 0
SAIA INC COM 78709Y105 7,466 249,119 SH   DFND 17 238,154 0 10,965
SAIA INC COM 78709Y105 38 1,254 SH   DFND 21 1,254 0 0
ST JUDE MED INC COM 790849103 8,241 180,600 SH   DFND 3 180,600 0 0
ST JUDE MED INC COM 790849103 29 639 SH   DFND 4 639 0 0
ST JUDE MED INC COM 790849103 182 3,988 SH   DFND 17 0 0 3,988
ST JUDE MED INC COM 790849103 32 700 SH   DFND 19 0 0 700
ST JUDE MED INC COM 790849103 285 6,251 SH   DFND 21 0 0 6,251
SALESFORCE COM INC COM 79466L302 212,650 5,569,668 SH   DFND 17 3,802,438 0 1,767,230
SALESFORCE COM INC COM 79466L302 29 760 SH   DFND 19 0 0 760
SALESFORCE COM INC COM 79466L302 18,996 497,537 SH   DFND 21 483,905 0 13,632
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 3,714 2,050,000 PRN   DFND 4 2,050,000 0 0
SALIX PHARMACEUTICALS INC COM 795435106 5,252 79,400 SH   DFND 17 79,400 0 0
SALIX PHARMACEUTICALS INC COM 795435106 502 7,584 SH   DFND 21 0 0 7,584
SALIX PHARMACEUTICALS INC COM 795435106 430 6,500 SH   DFND 24 6,500 0 0
SANDERSON FARMS INC COM 800013104 6,201 93,360 SH   DFND 17 42,800 0 50,560
SANDERSON FARMS INC COM 800013104 661 9,945 SH   DFND 21 0 0 9,945
SANDERSON FARMS INC COM 800013104 1,793 27,000 SH   DFND 24 27,000 0 0
SANDISK CORP COM 80004C101 138,979 2,274,620 SH   DFND 17 1,662,280 0 612,340
SANDISK CORP COM 80004C101 30 490 SH   DFND 19 0 0 490
SANDISK CORP COM 80004C101 11,161 182,665 SH   DFND 21 56,614 0 126,051
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2,810 2,100,000 PRN   DFND 4 2,100,000 0 0
SANDY SPRING BANCORP INC COM 800363103 290 13,417 SH   DFND 21 13,417 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,047 51,955 SH   DFND 17 43,700 0 8,255
SANGAMO BIOSCIENCES INC COM 800677106 2,516 322,100 SH   DFND 17 146,300 0 175,800
SANOFI SPONSORED ADR 80105N105 2,066 40,100 SH   DFND 3 40,100 0 0
SANOFI SPONSORED ADR 80105N105 36,872 715,823 SH   DFND 17 715,823 0 0
SANOFI SPONSORED ADR 80105N105 165 3,200 SH   DFND 17 0 0 3,200
SANOFI RIGHT 12/31/2020 80105N113 9,053 4,690,415 SH   DFND 4 4,690,415 0 0
SANOFI RIGHT 12/31/2020 80105N113 223 117,300 SH   DFND 17 0 0 117,300
SANOFI RIGHT 12/31/2020 80105N113 1 550 SH   DFND 19 0 0 550
SANTARUS INC COM 802817304 9,081 431,400 SH   DFND 17 401,200 0 30,200
SANTARUS INC COM 802817304 301 14,300 SH   DFND 19 4,000 0 10,300
SAP AG SPON ADR 803054204 8,048 110,505 SH   DFND 17 108,615 0 1,890
SAREPTA THERAPEUTICS INC COM 803607100 2,263 59,500 SH   DFND 17 0 0 59,500
SAREPTA THERAPEUTICS INC COM 803607100 698 18,350 SH   DFND 24 18,350 0 0
SASOL LTD SPONSORED ADR 803866300 171,857 3,968,066 SH   DFND 3 2,559,872 0 1,408,194
SASOL LTD SPONSORED ADR 803866300 48,608 1,122,336 SH   DFND 17 1,122,336 0 0
SASOL LTD SPONSORED ADR 803866300 10,897 251,600 SH   DFND 21 243,300 0 8,300
SCANA CORP NEW COM 80589M102 1,051 21,400 SH   DFND 3 21,400 0 0
SCANA CORP NEW COM 80589M102 685 13,958 SH   DFND 17 13,915 0 43
SCANA CORP NEW COM 80589M102 10 200 SH   DFND 19 0 0 200
SCANA CORP NEW COM 80589M102 5,326 108,468 SH   DFND 21 19,355 0 89,113
SCHEIN HENRY INC COM 806407102 804 8,400 SH   DFND 17 8,400 0 0
SCHEIN HENRY INC COM 806407102 19 200 SH   DFND 19 0 0 200
SCHEIN HENRY INC COM 806407102 279 2,915 SH   DFND 21 0 0 2,915
SCHLUMBERGER LTD COM 806857108 24 334 SH   DFND 4 334 0 0
SCHLUMBERGER LTD COM 806857108 179,429 2,503,897 SH   DFND 17 1,051,567 0 1,452,330
SCHLUMBERGER LTD COM 806857108 38,150 532,382 SH   DFND 19 446,322 0 86,060
SCHLUMBERGER LTD COM 806857108 7,402 103,294 SH   DFND 20 103,294 0 0
SCHLUMBERGER LTD COM 806857108 18,445 257,397 SH   DFND 21 180,441 0 76,956
SCHLUMBERGER LTD COM 806857108 2,142 29,893 SH   DFND 23 29,893 0 0
SCHLUMBERGER LTD COM 806857108 3,414 47,635 SH   DFND 24 47,635 0 0
SCHOLASTIC CORP COM 807066105 477 16,274 SH   DFND 21 16,274 0 0
SCHULMAN A INC COM 808194104 37,281 1,390,062 SH   DFND 3 1,390,062 0 0
SCHULMAN A INC COM 808194104 3,173 118,294 SH   DFND 21 20,836 0 97,458
SCHULMAN A INC COM 808194104 79 2,930 SH   DFND 23 2,930 0 0
SCHWAB CHARLES CORP NEW COM 808513105 891 41,961 SH   DFND 17 0 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 62 2,940 SH   DFND 19 0 0 2,940
SCHWAB CHARLES CORP NEW COM 808513105 582 27,425 SH   DFND 21 0 0 27,425
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,107 42,232 SH   DFND 21 38,159 0 4,073
SCIQUEST INC NEW COM 80908T101 2,796 111,600 SH   DFND 17 111,600 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12,461 186,650 SH   DFND 17 161,930 0 24,720
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 17 250 SH   DFND 19 0 0 250
SEACHANGE INTL INC COM 811699107 3,527 301,200 SH   DFND 17 244,400 0 56,800
SEALED AIR CORP NEW COM 81211K100 9 360 SH   DFND 19 0 0 360
SEALED AIR CORP NEW COM 81211K100 292 12,179 SH   DFND 21 4,415 0 7,764
SEATTLE GENETICS INC COM 812578102 15,061 478,725 SH   DFND 17 145,855 0 332,870
SEATTLE GENETICS INC COM 812578102 2,422 77,000 SH   DFND 24 77,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 105,922 5,434,700 SH Put DFND 4 5,434,700 0 0
SEMGROUP CORP CL A 81663A105 572 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 5,707 162,920 SH   DFND 17 162,920 0 0
SEMTECH CORP COM 816850101 475 13,555 SH   DFND 19 3,855 0 9,700
SEMPRA ENERGY COM 816851109 43 520 SH   DFND 19 0 0 520
SEMPRA ENERGY COM 816851109 468 5,718 SH   DFND 21 1,400 0 4,318
SENSIENT TECHNOLOGIES CORP COM 81725T100 92,982 2,297,550 SH   DFND 3 2,276,150 0 21,400
SENSIENT TECHNOLOGIES CORP COM 81725T100 3,140 77,590 SH   DFND 17 77,590 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,105 27,304 SH   DFND 17 27,304 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 6,306 155,815 SH   DFND 21 84,291 0 71,524
SERVICE CORP INTL COM 817565104 546 30,300 SH   DFND 17 30,300 0 0
SERVICE CORP INTL COM 817565104 782 43,393 SH   DFND 21 0 0 43,393
SERVICENOW INC COM 81762P102 2,267 56,135 SH   DFND 17 19,250 0 36,885
SERVICESOURCE INTL LLC COM 81763U100 2,346 251,670 SH   DFND 17 0 0 251,670
SERVICESOURCE INTL LLC COM 81763U100 1,298 139,265 SH   DFND 21 139,265 0 0
7 DAYS GROUP HLDGS LTD ADR 81783J101 2,000 145,035 SH   DFND 21 0 0 145,035
SHAW COMMUNICATIONS INC CL B CONV 82028K200 22 900 SH   DFND 19 0 0 900
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,818 533,426 SH   DFND 21 86,732 0 446,694
SHERWIN WILLIAMS CO COM 824348106 13,952 79,002 SH   DFND 17 69,675 0 9,327
SHERWIN WILLIAMS CO COM 824348106 42 240 SH   DFND 19 0 0 240
SHERWIN WILLIAMS CO COM 824348106 292 1,651 SH   DFND 21 0 0 1,651
SHERWIN WILLIAMS CO COM 824348106 1,077 6,100 SH   DFND 24 6,100 0 0
SHIRE PLC SPONSORED ADR 82481R106 6,437 67,684 SH   DFND 17 47,139 0 20,545
SHUTTERFLY INC COM 82568P304 2,253 40,305 SH   DFND 17 0 0 40,305
SIBANYE GOLD LTD SPONSORED ADR 825724206 120 40,842 SH   DFND 21 12,427 0 28,415
SIEMENS A G SPONSORED ADR 826197501 1,864 18,400 SH   DFND 3 18,400 0 0
SIEMENS A G SPONSORED ADR 826197501 33,378 329,460 SH   DFND 17 329,460 0 0
SILGAN HOLDINGS INC COM 827048109 34,816 741,400 SH   DFND 3 721,900 0 19,500
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 182 17,163 SH   DFND 17 17,163 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 435 41,075 SH   DFND 21 22,471 0 18,604
SILVER SPRING NETWORKS INC COM 82817Q103 1,247 50,000 SH   DFND 17 0 0 50,000
SILVER WHEATON CORP COM 828336107 6,068 308,500 SH   DFND 3 308,500 0 0
SILVER WHEATON CORP COM 828336107 12 600 SH   DFND 19 0 0 600
SILVER WHEATON CORP COM 828336107 167 8,510 SH   DFND 21 0 0 8,510
SIMON PPTY GROUP INC NEW COM 828806109 447 2,830 SH   DFND 17 2,830 0 0
SIMON PPTY GROUP INC NEW COM 828806109 107 679 SH   DFND 19 0 0 679
SIMON PPTY GROUP INC NEW COM 828806109 10,123 64,103 SH   DFND 21 56,901 0 7,202
SIRONA DENTAL SYSTEMS INC COM 82966C103 13,954 211,810 SH   DFND 17 181,470 0 30,340
SIRONA DENTAL SYSTEMS INC COM 82966C103 86 1,300 SH   DFND 21 0 0 1,300
SIRONA DENTAL SYSTEMS INC COM 82966C103 191 2,900 SH   DFND 24 2,900 0 0
SIRIUS XM RADIO INC COM 82967N108 17 5,110 SH   DFND 19 0 0 5,110
SIRIUS XM RADIO INC COM 82967N108 208 62,049 SH   DFND 21 0 0 62,049
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,575 187,000 SH   DFND 17 187,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 415 11,800 SH   DFND 19 3,400 0 8,400
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,781 79,106 SH   DFND 21 61,386 0 17,720
SIX FLAGS ENTMT CORP NEW COM 83001A102 254 7,236 SH   DFND 23 7,236 0 0
SKYWEST INC COM 830879102 583 43,052 SH   DFND 21 43,052 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,525 206,707 SH   DFND 17 203,657 0 3,050
SKYWORKS SOLUTIONS INC COM 83088M102 4,188 191,323 SH   DFND 21 157,658 0 33,665
SMITH & WESSON HLDG CORP COM 831756101 829 83,100 SH   DFND 17 0 0 83,100
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6,972 124,300 SH   DFND 3 124,300 0 0
SMITH A O COM 831865209 3,189 87,900 SH   DFND 17 66,300 0 21,600
SMITH A O COM 831865209 314 8,650 SH   DFND 21 8,650 0 0
SMITHFIELD FOODS INC COM 832248108 11,882 362,810 SH   DFND 4 362,810 0 0
SMITHFIELD FOODS INC COM 832248108 7 200 SH   DFND 19 0 0 200
SMITHFIELD FOODS INC COM 832248108 9,361 285,842 SH   DFND 21 13,411 0 272,431
SMUCKER J M CO COM NEW 832696405 26 250 SH   DFND 19 0 0 250
SMUCKER J M CO COM NEW 832696405 523 5,066 SH   DFND 21 0 0 5,066
SMUCKER J M CO COM NEW 832696405 353 3,421 SH   DFND 23 3,421 0 0
SNAP ON INC COM 833034101 1,308 14,630 SH   DFND 17 14,630 0 0
SNAP ON INC COM 833034101 22,227 248,678 SH   DFND 21 131,522 0 117,156
SNAP ON INC COM 833034101 1,052 11,771 SH   DFND 23 11,771 0 0
SOLAR CAP LTD COM 83413U100 71,946 3,115,905 SH   DFND 4 2,030,399 0 1,085,506
SOLARWINDS INC COM 83416B109 15,714 404,900 SH   DFND 20 404,900 0 0
SOLARWINDS INC COM 83416B109 3,741 96,401 SH   DFND 21 69,400 0 27,001
SOLAR SR CAP LTD COM 83416M105 20,127 1,093,266 SH   DFND 4 775,805 0 317,461
SOLARCITY CORP COM 83416T100 4,644 123,015 SH   DFND 17 100 0 122,915
SOLARCITY CORP COM 83416T100 3,386 89,685 SH   DFND 21 89,685 0 0
SONIC CORP COM 835451105 4,797 329,700 SH   DFND 17 329,700 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 18,903 894,200 SH   DFND 3 894,200 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 563 26,630 SH   DFND 17 26,630 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 362 17,105 SH   DFND 19 4,805 0 12,300
SONIC AUTOMOTIVE INC CL A 83545G102 1,453 68,721 SH   DFND 21 31,557 0 37,164
SONOCO PRODS CO COM 835495102 96,334 2,786,640 SH   DFND 3 2,759,640 0 27,000
SOUFUN HLDGS LTD ADR 836034108 2,520 101,520 SH   DFND 17 99,585 0 1,935
SOUFUN HLDGS LTD ADR 836034108 486 19,582 SH   DFND 21 0 0 19,582
SOUTHERN CO COM 842587107 2,463 55,822 SH   DFND 17 55,550 0 272
SOUTHERN CO COM 842587107 75 1,710 SH   DFND 19 0 0 1,710
SOUTHERN CO COM 842587107 859 19,473 SH   DFND 21 0 0 19,473
SOUTHWEST AIRLS CO COM 844741108 2,748 213,184 SH   DFND 21 36,015 0 177,169
SOUTHWEST GAS CORP COM 844895102 9,200 196,614 SH   DFND 21 109,919 0 86,695
SOUTHWEST GAS CORP COM 844895102 584 12,485 SH   DFND 23 12,485 0 0
SOUTHWESTERN ENERGY CO COM 845467109 33,738 923,567 SH   DFND 17 389,797 0 533,770
SOUTHWESTERN ENERGY CO COM 845467109 28,280 774,166 SH   DFND 20 774,166 0 0
SOUTHWESTERN ENERGY CO COM 845467109 674 18,463 SH   DFND 21 13,500 0 4,963
SOUTHWESTERN ENERGY CO COM 845467109 10,243 280,405 SH   DFND 24 280,405 0 0
SPARTON CORP COM 847235108 1,066 61,825 SH   DFND 17 52,165 0 9,660
SPECTRA ENERGY CORP COM 847560109 9,369 271,866 SH   DFND 19 224,948 0 46,918
SPECTRA ENERGY CORP COM 847560109 656 19,024 SH   DFND 21 4,347 0 14,677
SPECTRANETICS CORP COM 84760C107 6,155 329,506 SH   DFND 17 309,876 0 19,630
SPECTRUM PHARMACEUTICALS INC COM 84763A108 252 33,793 SH   DFND 21 30,793 0 3,000
SPIRIT AIRLS INC COM 848577102 22,557 710,000 SH   DFND 4 710,000 0 0
SPIRIT AIRLS INC COM 848577102 5,595 176,400 SH   DFND 17 176,400 0 0
SPLUNK INC COM 848637104 98 2,120 SH   DFND 17 0 0 2,120
SPREADTRUM COMMUNICATIONS IN ADR 849415203 2,192 83,508 SH   DFND 21 0 0 83,508
SPRINT NEXTEL CORP COM SER 1 852061100 49 7,016 SH   DFND 19 0 0 7,016
SPRINT NEXTEL CORP COM SER 1 852061100 394 56,065 SH   DFND 21 0 0 56,065
STAAR SURGICAL CO COM PAR $0.01 852312305 3,385 333,500 SH   DFND 17 317,100 0 16,400
STAMPS COM INC COM NEW 852857200 416 10,571 SH   DFND 21 10,571 0 0
STANDARD MTR PRODS INC COM 853666105 471 13,717 SH   DFND 21 13,717 0 0
STANDEX INTL CORP COM 854231107 15,300 290,051 SH   DFND 3 290,051 0 0
STANDEX INTL CORP COM 854231107 622 11,795 SH   DFND 21 11,172 0 623
STANLEY BLACK & DECKER INC COM 854502101 26 342 SH   DFND 19 0 0 342
STANLEY BLACK & DECKER INC COM 854502101 1,667 21,561 SH   DFND 21 16,000 0 5,561
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 6,457 50,000 SH   DFND 4 50,000 0 0
STANTEC INC COM 85472N109 690 16,281 SH   DFND 17 16,281 0 0
STANTEC INC COM 85472N109 2,916 68,845 SH   DFND 21 14,681 0 54,164
STAPLES INC COM 855030102 301,944 19,026,105 SH   DFND 3 15,949,005 0 3,077,100
STAPLES INC COM 855030102 24,384 1,537,460 SH   DFND 4 984,996 0 552,464
STAPLES INC COM 855030102 76,487 4,819,595 SH   DFND 17 4,819,387 0 208
STAPLES INC COM 855030102 16 1,030 SH   DFND 19 0 0 1,030
STAPLES INC COM 855030102 10,500 661,607 SH   DFND 21 577,035 0 84,572
STAPLES INC COM 855030102 362 22,820 SH   DFND 23 22,820 0 0
STARBUCKS CORP COM 855244109 62,963 961,126 SH   DFND 17 779,301 0 181,825
STARBUCKS CORP COM 855244109 63,424 968,157 SH   DFND 19 932,627 0 35,530
STARBUCKS CORP COM 855244109 19,723 301,072 SH   DFND 20 301,072 0 0
STARBUCKS CORP COM 855244109 8,962 136,804 SH   DFND 21 118,986 0 17,818
STARBUCKS CORP COM 855244109 129 1,975 SH   DFND 24 1,975 0 0
STATE AUTO FINL CORP COM 855707105 333 18,300 SH   DFND 17 1,500 0 16,800
STARWOOD PPTY TR INC COM 85571B105 84,160 3,400,400 SH   DFND 3 3,370,900 0 29,500
STARWOOD PPTY TR INC COM 85571B105 2,993 120,939 SH   DFND 17 120,939 0 0
STARWOOD PPTY TR INC COM 85571B105 2,627 106,136 SH   DFND 21 19,872 0 86,264
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 69 1,099 SH   DFND 17 1,099 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 40,273 637,335 SH   DFND 17 290,000 0 347,335
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 27 423 SH   DFND 19 0 0 423
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,119 17,701 SH   DFND 20 17,701 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 793 12,554 SH   DFND 21 7,740 0 4,814
STATE STR CORP COM 857477103 9,025 138,400 SH   DFND 3 138,400 0 0
STATE STR CORP COM 857477103 1,933 29,636 SH   DFND 17 29,493 0 143
STATE STR CORP COM 857477103 69 1,058 SH   DFND 19 0 0 1,058
STATE STR CORP COM 857477103 2,388 36,620 SH   DFND 21 0 0 36,620
STATE STR CORP COM 857477103 1,777 27,249 SH   DFND 23 27,249 0 0
STATOIL ASA SPONSORED ADR 85771P102 76,471 3,696,050 SH   DFND 3 2,802,650 0 893,400
STATOIL ASA SPONSORED ADR 85771P102 26,619 1,286,556 SH   DFND 17 1,286,556 0 0
STEEL DYNAMICS INC COM 858119100 78,430 5,260,200 SH   DFND 3 5,203,700 0 56,500
STEELCASE INC CL A 858155203 3,702 253,900 SH   DFND 17 253,900 0 0
STEELCASE INC CL A 858155203 38 2,600 SH   DFND 21 2,600 0 0
STEPAN CO COM 858586100 33,942 610,360 SH   DFND 3 610,360 0 0
STEPAN CO COM 858586100 1,169 21,014 SH   DFND 21 8,790 0 12,224
STERICYCLE INC COM 858912108 3,035 27,480 SH   DFND 17 22,275 0 5,205
STERICYCLE INC COM 858912108 11,780 106,675 SH   DFND 19 92,310 0 14,365
STERICYCLE INC COM 858912108 33 300 SH   DFND 21 300 0 0
STERICYCLE INC COM 858912108 21,342 193,265 SH   DFND 24 193,265 0 0
STERIS CORP COM 859152100 110,084 2,567,255 SH   DFND 3 2,545,655 0 21,600
STERLING FINL CORP WASH COM NEW 859319303 5,089 213,985 SH   DFND 17 213,985 0 0
STERLING FINL CORP WASH COM NEW 859319303 536 22,535 SH   DFND 19 6,335 0 16,200
STERLITE INDS INDIA LTD ADS 859737207 471 80,600 SH   DFND 3 80,600 0 0
STEWART ENTERPRISES INC CL A 860370105 1,878 143,176 SH   DFND 21 0 0 143,176
STEWART INFORMATION SVCS COR COM 860372101 9,483 362,100 SH   DFND 17 362,100 0 0
STEWART INFORMATION SVCS COR COM 860372101 30 1,157 SH   DFND 21 1,157 0 0
STONERIDGE INC COM 86183P102 4,646 399,100 SH   DFND 17 380,300 0 18,800
STREAMLINE HEALTH SOLUTIONS COM 86323X106 842 128,175 SH   DFND 17 107,815 0 20,360
STRYKER CORP COM 863667101 2,092 32,340 SH   DFND 19 8,600 0 23,740
STRYKER CORP COM 863667101 590 9,115 SH   DFND 21 0 0 9,115
STURM RUGER & CO INC COM 864159108 46,313 964,042 SH   DFND 3 954,510 0 9,532
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 14,797 318,551 SH   DFND 3 318,551 0 0
SUN LIFE FINL INC COM 866796105 386 13,029 SH   DFND 17 13,029 0 0
SUN LIFE FINL INC COM 866796105 41 1,380 SH   DFND 19 0 0 1,380
SUN LIFE FINL INC COM 866796105 935 31,551 SH   DFND 21 16,365 0 15,186
SUNCOR ENERGY INC NEW COM 867224107 1,017 34,485 SH   DFND 17 34,485 0 0
SUNCOR ENERGY INC NEW COM 867224107 55,722 1,889,527 SH   DFND 19 1,692,539 0 196,988
SUNCOR ENERGY INC NEW COM 867224107 19,180 650,378 SH   DFND 21 602,184 0 48,194
SUNCOR ENERGY INC NEW COM 867224107 277 9,400 SH   DFND 24 9,400 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 597 115,130 SH   DFND 17 97,005 0 18,125
SUNPOWER CORP COM 867652406 18,317 884,885 SH   DFND 17 410,840 0 474,045
SUNPOWER CORP COM 867652406 6,834 330,130 SH   DFND 21 330,130 0 0
SUNOPTA INC COM 8676EP108 1,405 185,075 SH   DFND 17 122,655 0 62,420
SUNOPTA INC COM 8676EP108 31 4,050 SH   DFND 21 4,050 0 0
SUNTRUST BKS INC COM 867914103 2,574 81,530 SH   DFND 17 81,530 0 0
SUNTRUST BKS INC COM 867914103 38 1,206 SH   DFND 19 0 0 1,206
SUNTRUST BKS INC COM 867914103 12,914 409,058 SH   DFND 21 313,673 0 95,385
SUNTRUST BKS INC COM 867914103 689 21,823 SH   DFND 23 21,823 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 285 11,000 SH   DFND 17 11,000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 6,327 243,920 SH   DFND 21 81,727 0 162,193
SUPERIOR ENERGY SVCS INC COM 868157108 908 35,000 SH   DFND 24 35,000 0 0
SUPPORT COM INC COM 86858W101 1,277 279,345 SH   DFND 17 236,125 0 43,220
SURMODICS INC COM 868873100 3,337 166,755 SH   DFND 17 157,915 0 8,840
SURMODICS INC COM 868873100 25 1,271 SH   DFND 21 1,271 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 70,151 5,459,200 SH   DFND 3 5,459,200 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 5,362 417,275 SH   DFND 17 417,275 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 556 43,260 SH   DFND 19 12,360 0 30,900
SUSQUEHANNA BANCSHARES INC P COM 869099101 5,002 389,222 SH   DFND 21 261,697 0 127,525
SUSQUEHANNA BANCSHARES INC P COM 869099101 534 41,593 SH   DFND 23 41,593 0 0
SUSSER HLDGS CORP COM 869233106 296 6,190 SH   DFND 21 0 0 6,190
SWIFT TRANSN CO CL A 87074U101 5,230 316,200 SH   DFND 17 316,200 0 0
SWIFT TRANSN CO CL A 87074U101 341 20,600 SH   DFND 19 5,700 0 14,900
SWIFT TRANSN CO CL A 87074U101 161 9,717 SH   DFND 21 9,717 0 0
SYMANTEC CORP COM 871503108 20,582 915,566 SH   DFND 17 685,166 0 230,400
SYMANTEC CORP COM 871503108 4,438 197,441 SH   DFND 19 140,256 0 57,185
SYMANTEC CORP COM 871503108 2,887 128,414 SH   DFND 21 78,395 0 50,019
SYMETRA FINL CORP COM 87151Q106 7,279 455,250 SH   DFND 3 455,250 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 5,668 183,600 SH   DFND 17 183,600 0 0
SYNAPTICS INC COM 87157D109 6,860 177,900 SH   DFND 17 154,700 0 23,200
SYNAPTICS INC COM 87157D109 297 7,700 SH   DFND 19 2,300 0 5,400
SYNOPSYS INC COM 871607107 59 1,640 SH   DFND 19 0 0 1,640
SYNOPSYS INC COM 871607107 4,661 130,364 SH   DFND 21 0 0 130,364
SYNTEL INC COM 87162H103 1,007 16,010 SH   DFND 17 7,900 0 8,110
SYNTEL INC COM 87162H103 2,450 38,968 SH   DFND 21 16,515 0 22,453
SYNNEX CORP COM 87162W100 846 19,999 SH   DFND 21 11,303 0 8,696
SYNERGY RES CORP COM 87164P103 2,272 310,400 SH   DFND 17 310,400 0 0
SYSCO CORP COM 871829107 731 21,400 SH   DFND 17 0 0 21,400
SYSCO CORP COM 871829107 56 1,640 SH   DFND 19 0 0 1,640
SYSCO CORP COM 871829107 526 15,410 SH   DFND 21 0 0 15,410
TFS FINL CORP COM 87240R107 33,512 2,992,167 SH   DFND 4 2,992,167 0 0
TFS FINL CORP COM 87240R107 309 27,600 SH   DFND 17 27,600 0 0
TJX COS INC NEW COM 872540109 6,109 122,030 SH   DFND 17 122,030 0 0
TJX COS INC NEW COM 872540109 84 1,670 SH   DFND 19 0 0 1,670
TJX COS INC NEW COM 872540109 16,254 324,683 SH   DFND 21 164,209 0 160,474
TJX COS INC NEW COM 872540109 276 5,505 SH   DFND 23 5,505 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 285 4,293 SH   DFND 21 1,206 0 3,087
TAHOE RES INC COM 873868103 6,492 458,800 SH   DFND 21 0 0 458,800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 53,202 2,904,029 SH   DFND 3 1,830,525 0 1,073,504
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 46,548 2,540,839 SH   DFND 17 1,447,174 0 1,093,665
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19,585 1,069,046 SH   DFND 19 879,716 0 189,330
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 55,026 3,003,578 SH   DFND 20 1,256,503 0 1,747,075
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,955 488,800 SH   DFND 21 482,200 0 6,600
TAL INTL GROUP INC COM 874083108 62,026 1,423,600 SH   DFND 3 1,403,300 0 20,300
TAL INTL GROUP INC COM 874083108 2,647 60,742 SH   DFND 17 60,742 0 0
TAL INTL GROUP INC COM 874083108 12,678 290,982 SH   DFND 21 137,779 0 153,203
TALISMAN ENERGY INC COM 87425E103 42 3,661 SH   DFND 17 3,661 0 0
TALISMAN ENERGY INC COM 87425E103 8,934 781,605 SH   DFND 19 263,951 0 517,654
TALISMAN ENERGY INC COM 87425E103 346 30,263 SH   DFND 21 11,804 0 18,459
TANGOE INC COM 87582Y108 4,546 294,600 SH   DFND 17 294,600 0 0
TANGOE INC COM 87582Y108 333 21,600 SH   DFND 19 5,900 0 15,700
TARGET CORP COM 87612E106 105,605 1,533,616 SH   DFND 17 396,860 0 1,136,756
TARGET CORP COM 87612E106 101 1,460 SH   DFND 19 0 0 1,460
TARGET CORP COM 87612E106 23,408 339,943 SH   DFND 21 261,001 0 78,942
TARGET CORP COM 87612E106 2,089 30,342 SH   DFND 23 30,342 0 0
TATA MTRS LTD SPONSORED ADR 876568502 48,436 2,066,381 SH   DFND 3 1,403,641 0 662,740
TATA MTRS LTD SPONSORED ADR 876568502 14,897 635,555 SH   DFND 17 635,555 0 0
TATA MTRS LTD SPONSORED ADR 876568502 2,411 102,865 SH   DFND 21 40,873 0 61,992
TEAM HEALTH HOLDINGS INC COM 87817A107 20,307 494,455 SH   DFND 17 431,955 0 62,500
TEAM HEALTH HOLDINGS INC COM 87817A107 402 9,800 SH   DFND 19 2,700 0 7,100
TEAM HEALTH HOLDINGS INC COM 87817A107 555 13,519 SH   DFND 21 13,519 0 0
TEARLAB CORP COM 878193101 3,671 345,690 SH   DFND 17 313,610 0 32,080
TECH DATA CORP COM 878237106 1,322 28,072 SH   DFND 21 12,122 0 15,950
TECHNE CORP COM 878377100 829 12,000 SH   DFND 17 12,000 0 0
TECK RESOURCES LTD CL B 878742204 29 1,360 SH   DFND 19 0 0 1,360
TECK RESOURCES LTD CL B 878742204 28,752 1,345,447 SH   DFND 21 1,076 0 1,344,371
TELEFLEX INC COM 879369106 86,262 1,113,200 SH   DFND 3 1,102,700 0 10,500
TELEFLEX INC COM 879369106 3,089 39,863 SH   DFND 17 39,863 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 670 29,362 SH   DFND 17 29,362 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,929 84,526 SH   DFND 21 37,699 0 46,827
TELUS CORP COM 87971M103 7,023 240,580 SH   DFND 21 86,386 0 154,194
TENET HEALTHCARE CORP COM NEW 88033G407 1,036 22,480 SH   DFND 17 14,790 0 7,690
TENNECO INC COM 880349105 206 4,542 SH   DFND 17 4,542 0 0
TENNECO INC COM 880349105 3,334 73,631 SH   DFND 19 65,628 0 8,003
TENNECO INC COM 880349105 7,924 175,000 SH   DFND 24 175,000 0 0
TERADATA CORP DEL COM 88076W103 1,463 29,125 SH   DFND 17 0 0 29,125
TERADATA CORP DEL COM 88076W103 17 330 SH   DFND 19 0 0 330
TEREX CORP NEW COM 880779103 26 991 SH   DFND 21 991 0 0
TERNIUM SA SPON ADR 880890108 6,818 301,300 SH   DFND 3 301,300 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 3,297 15,407 SH   DFND 17 2,907 0 12,500
TERRA NITROGEN CO L P COM UNIT 881005201 1,973 9,222 SH   DFND 21 8,727 0 495
TESORO CORP COM 881609101 2,397 45,808 SH   DFND 17 45,808 0 0
TESORO CORP COM 881609101 4,651 88,903 SH   DFND 21 28,140 0 60,763
TESLA MTRS INC COM 88160R101 214,399 1,997,010 SH   DFND 17 1,435,937 0 561,073
TESLA MTRS INC COM 88160R101 387 3,604 SH   DFND 19 0 0 3,604
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 342,403 8,734,776 SH   DFND 3 6,867,244 0 1,867,532
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 37,531 957,420 SH   DFND 4 957,420 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 98,771 2,519,658 SH   DFND 17 2,492,512 0 27,146
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 775 19,780 SH   DFND 19 0 0 19,780
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 93,976 2,397,338 SH   DFND 21 2,397,338 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 314 8,000 SH   DFND 24 8,000 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 5,560 541,900 SH   DFND 17 541,900 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 326 31,800 SH   DFND 19 8,900 0 22,900
TETRA TECH INC NEW COM 88162G103 4,458 189,631 SH   DFND 17 189,631 0 0
TETRA TECH INC NEW COM 88162G103 1,828 77,750 SH   DFND 19 67,274 0 10,476
TETRA TECH INC NEW COM 88162G103 6,811 289,703 SH   DFND 24 289,703 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1,053 1,000,000 PRN   DFND 4 1,000,000 0 0
TEXAS INSTRS INC COM 882508104 76,999 2,209,431 SH   DFND 17 1,179,545 0 1,029,886
TEXAS INSTRS INC COM 882508104 89 2,540 SH   DFND 19 0 0 2,540
TEXAS INSTRS INC COM 882508104 1,221 35,025 SH   DFND 21 0 0 35,025
TEXTRON INC COM 883203101 17,117 657,087 SH   DFND 17 0 0 657,087
TEXTRON INC COM 883203101 15 560 SH   DFND 19 0 0 560
THERAVANCE INC COM 88338T104 2,196 57,000 SH   DFND 17 0 0 57,000
THERMO FISHER SCIENTIFIC INC COM 883556102 51 606 SH   DFND 17 606 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,722 162,136 SH   DFND 19 47,715 0 114,421
THERMO FISHER SCIENTIFIC INC COM 883556102 23,373 276,175 SH   DFND 21 96,395 0 179,780
THERMO FISHER SCIENTIFIC INC COM 883556102 85 1,000 SH   DFND 23 1,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 474 5,600 SH   DFND 24 5,600 0 0
THOMSON REUTERS CORP COM 884903105 583 17,900 SH   DFND 17 17,900 0 0
THOMSON REUTERS CORP COM 884903105 33 1,000 SH   DFND 19 0 0 1,000
THOMSON REUTERS CORP COM 884903105 261 8,001 SH   DFND 21 0 0 8,001
THOR INDS INC COM 885160101 1,790 36,406 SH   DFND 21 6,024 0 30,382
THORATEC CORP COM NEW 885175307 6,152 196,500 SH   DFND 17 196,500 0 0
3M CO COM 88579Y101 64,932 593,797 SH   DFND 4 593,797 0 0
3M CO COM 88579Y101 166 1,520 SH   DFND 19 0 0 1,520
3M CO COM 88579Y101 9,926 90,771 SH   DFND 21 52,106 0 38,665
3M CO COM 88579Y101 521 4,767 SH   DFND 23 4,767 0 0
3M CO COM 88579Y101 273 2,500 SH   DFND 24 2,500 0 0
TIBCO SOFTWARE INC COM 88632Q103 21,986 1,027,130 SH   DFND 17 501,470 0 525,660
TIDEWATER INC COM 886423102 102,535 1,799,800 SH   DFND 3 1,783,000 0 16,800
TIDEWATER INC COM 886423102 19 329 SH   DFND 21 329 0 0
TIFFANY & CO NEW COM 886547108 22 300 SH   DFND 19 0 0 300
TIFFANY & CO NEW COM 886547108 1,902 26,108 SH   DFND 21 0 0 26,108
TIM HORTONS INC COM 88706M103 16 300 SH   DFND 19 0 0 300
TIM HORTONS INC COM 88706M103 334 6,172 SH   DFND 21 914 0 5,258
TIME WARNER INC COM NEW 887317303 15,521 268,433 SH   DFND 3 268,433 0 0
TIME WARNER INC COM NEW 887317303 85,993 1,487,250 SH   DFND 17 1,274,814 0 212,436
TIME WARNER INC COM NEW 887317303 122 2,103 SH   DFND 19 0 0 2,103
TIME WARNER INC COM NEW 887317303 80,924 1,399,588 SH   DFND 21 779,898 0 619,690
TIME WARNER INC COM NEW 887317303 2,252 38,951 SH   DFND 23 38,951 0 0
TIME WARNER CABLE INC COM 88732J207 10,094 89,742 SH   DFND 17 89,742 0 0
TIME WARNER CABLE INC COM 88732J207 77 688 SH   DFND 19 0 0 688
TIME WARNER CABLE INC COM 88732J207 58,721 522,061 SH   DFND 21 297,941 0 224,120
TIME WARNER CABLE INC COM 88732J207 2,503 22,249 SH   DFND 23 22,249 0 0
TITAN INTL INC ILL COM 88830M102 58,954 3,494,600 SH   DFND 3 3,454,400 0 40,200
TOLL BROTHERS INC COM 889478103 7 200 SH   DFND 19 0 0 200
TOLL BROTHERS INC COM 889478103 175 5,372 SH   DFND 21 0 0 5,372
TOMPKINS FINANCIAL CORPORATI COM 890110109 9,989 221,048 SH   DFND 3 221,048 0 0
TORCHMARK CORP COM 891027104 1,536 23,586 SH   DFND 17 23,586 0 0
TORCHMARK CORP COM 891027104 7 110 SH   DFND 19 0 0 110
TORCHMARK CORP COM 891027104 20,746 318,480 SH   DFND 21 149,294 0 169,186
TORONTO DOMINION BK ONT COM NEW 891160509 109,851 1,366,818 SH   DFND 3 951,671 0 415,147
TORONTO DOMINION BK ONT COM NEW 891160509 30,685 381,795 SH   DFND 17 381,795 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 162 2,010 SH   DFND 19 0 0 2,010
TORONTO DOMINION BK ONT COM NEW 891160509 21,053 261,947 SH   DFND 21 166,915 0 95,032
TOTAL S A SPONSORED ADR 89151E109 484,551 9,949,721 SH   DFND 3 8,354,321 0 1,595,400
TOTAL S A SPONSORED ADR 89151E109 122,252 2,510,305 SH   DFND 17 2,510,305 0 0
TOWER INTL INC COM 891826109 2,674 135,100 SH   DFND 17 123,500 0 11,600
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 6,293 52,153 SH   DFND 17 47,775 0 4,378
TRACTOR SUPPLY CO COM 892356106 125,612 1,068,599 SH   DFND 17 945,192 0 123,407
TRACTOR SUPPLY CO COM 892356106 1,311 11,154 SH   DFND 19 11,154 0 0
TRACTOR SUPPLY CO COM 892356106 1,889 16,068 SH   DFND 21 14,115 0 1,953
TRANSALTA CORP COM 89346D107 5 400 SH   DFND 19 0 0 400
TRANSALTA CORP COM 89346D107 301 21,960 SH   DFND 21 21,960 0 0
TRANSCANADA CORP COM 89353D107 69 1,590 SH   DFND 19 0 0 1,590
TRANSCANADA CORP COM 89353D107 846 19,624 SH   DFND 21 0 0 19,624
TRANSDIGM GROUP INC COM 893641100 15 93 SH   DFND 4 93 0 0
TRANSDIGM GROUP INC COM 893641100 376 2,400 SH   DFND 17 2,400 0 0
TRANSDIGM GROUP INC COM 893641100 1,719 10,967 SH   DFND 19 0 0 10,967
TRANSDIGM GROUP INC COM 893641100 3,117 19,885 SH   DFND 21 17,880 0 2,005
TRANSDIGM GROUP INC COM 893641100 198 1,260 SH   DFND 24 1,260 0 0
TRANSGLOBE ENERGY CORP COM 893662106 141 22,736 SH   DFND 21 22,736 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 3,489 83,245 SH   DFND 3 83,245 0 0
TRAVELERS COMPANIES INC COM 89417E109 242,834 3,038,465 SH   DFND 3 2,524,265 0 514,200
TRAVELERS COMPANIES INC COM 89417E109 69,879 874,364 SH   DFND 17 874,246 0 118
TRAVELERS COMPANIES INC COM 89417E109 69 863 SH   DFND 19 0 0 863
TRAVELERS COMPANIES INC COM 89417E109 41,593 520,439 SH   DFND 21 250,991 0 269,448
TRAVELERS COMPANIES INC COM 89417E109 96 1,200 SH   DFND 24 1,200 0 0
TREE COM INC COM 894675107 1,089 63,555 SH   DFND 17 53,545 0 10,010
TRIANGLE CAP CORP COM 895848109 287 10,448 SH   DFND 21 10,448 0 0
TRICO BANCSHARES COM 896095106 751 35,200 SH   DFND 17 21,900 0 13,300
TRIMAS CORP COM NEW 896215209 5,432 145,700 SH   DFND 17 145,700 0 0
TRIMAS CORP COM NEW 896215209 845 22,664 SH   DFND 21 13,438 0 9,226
TRIMBLE NAVIGATION LTD COM 896239100 244 9,400 SH   DFND 17 9,400 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 3,505 207,990 SH   DFND 17 194,095 0 13,895
TRINITY INDS INC COM 896522109 88,397 2,299,613 SH   DFND 3 2,277,488 0 22,125
TRINITY INDS INC COM 896522109 5,026 130,753 SH   DFND 17 130,753 0 0
TRINITY INDS INC COM 896522109 10,713 278,685 SH   DFND 21 133,694 0 144,991
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 2,238 1,901,000 PRN   DFND 4 1,901,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 127,759 1,614,139 SH   DFND 3 1,602,839 0 11,300
TRIUMPH GROUP INC NEW COM 896818101 11,167 141,087 SH   DFND 17 131,287 0 9,800
TRIUMPH GROUP INC NEW COM 896818101 368 4,650 SH   DFND 19 1,150 0 3,500
TRIUMPH GROUP INC NEW COM 896818101 21,512 271,791 SH   DFND 21 157,589 0 114,202
TRIUMPH GROUP INC NEW COM 896818101 790 9,987 SH   DFND 23 9,987 0 0
TRIPADVISOR INC COM 896945201 15,922 261,575 SH   DFND 17 213,265 0 48,310
TRIPADVISOR INC COM 896945201 19 305 SH   DFND 19 0 0 305
TRUE RELIGION APPAREL INC COM 89784N104 2,545 80,380 SH   DFND 21 0 0 80,380
TRULIA INC COM 897888103 11,947 384,270 SH   DFND 17 375,075 0 9,195
TRUSTMARK CORP COM 898402102 65,542 2,666,488 SH   DFND 3 2,631,688 0 34,800
TRUSTMARK CORP COM 898402102 616 25,074 SH   DFND 21 25,074 0 0
TUMI HLDGS INC COM 89969Q104 730 30,400 SH   DFND 17 0 0 30,400
TUPPERWARE BRANDS CORP COM 899896104 202 2,600 SH   DFND 24 2,600 0 0
TURQUOISE HILL RES LTD COM 900435108 15,639 2,637,233 SH   DFND 4 2,637,233 0 0
TURQUOISE HILL RES LTD COM 900435108 6 1,080 SH   DFND 19 0 0 1,080
TUTOR PERINI CORP COM 901109108 5,244 289,900 SH   DFND 17 289,900 0 0
TUTOR PERINI CORP COM 901109108 338 18,700 SH   DFND 19 5,200 0 13,500
TWO HBRS INVT CORP COM 90187B101 1,317 128,451 SH   DFND 21 0 0 128,451
TYLER TECHNOLOGIES INC COM 902252105 377 5,500 SH   DFND 17 2,900 0 2,600
TYSON FOODS INC CL A 902494103 7,830 304,900 SH   DFND 3 304,900 0 0
TYSON FOODS INC CL A 902494103 16,520 643,321 SH   DFND 17 115,158 0 528,163
TYSON FOODS INC CL A 902494103 19 730 SH   DFND 19 0 0 730
TYSON FOODS INC CL A 902494103 27,969 1,089,145 SH   DFND 21 485,486 0 603,659
TYSON FOODS INC CL A 902494103 793 30,893 SH   DFND 23 30,893 0 0
TYSON FOODS INC CL A 902494103 9,930 386,700 SH   DFND 24 386,700 0 0
UBS AG JERSEY BRH DJ COMMD ETN39 902641679 578 24,900 SH   DFND 21 0 0 24,900
UDR INC COM 902653104 14 550 SH   DFND 17 550 0 0
UDR INC COM 902653104 151 5,940 SH   DFND 21 0 0 5,940
UGI CORP NEW COM 902681105 83,318 2,130,350 SH   DFND 3 2,110,950 0 19,400
UGI CORP NEW COM 902681105 9,143 233,772 SH   DFND 17 233,772 0 0
UGI CORP NEW COM 902681105 404 10,342 SH   DFND 21 10,342 0 0
US BANCORP DEL COM NEW 902973304 175 4,833 SH   DFND 17 4,833 0 0
US BANCORP DEL COM NEW 902973304 83,103 2,298,831 SH   DFND 17 1,282,646 0 1,016,185
US BANCORP DEL COM NEW 902973304 30,635 847,445 SH   DFND 19 705,989 0 141,456
US BANCORP DEL COM NEW 902973304 2,574 71,200 SH   DFND 20 71,200 0 0
US BANCORP DEL COM NEW 902973304 56,511 1,563,245 SH   DFND 21 970,790 0 592,455
US BANCORP DEL COM NEW 902973304 2,378 65,781 SH   DFND 23 65,781 0 0
UNS ENERGY CORP COM 903119105 588 13,142 SH   DFND 21 0 0 13,142
URS CORP NEW COM 903236107 6,353 134,537 SH   DFND 21 197 0 134,340
USANA HEALTH SCIENCES INC COM 90328M107 3,134 43,300 SH   DFND 17 35,500 0 7,800
USANA HEALTH SCIENCES INC COM 90328M107 793 10,956 SH   DFND 21 5,894 0 5,062
U S CONCRETE INC COM NEW 90333L201 4,670 284,404 SH   DFND 4 284,404 0 0
U S CONCRETE INC COM NEW 90333L201 1,423 86,646 SH   DFND 0 86,646 0 0
U S AIRWAYS GROUP INC COM 90341W108 7,383 449,645 SH   DFND 21 289,178 0 160,467
U S SILICA HLDGS INC COM 90346E103 5,526 265,920 SH   DFND 17 265,920 0 0
U S SILICA HLDGS INC COM 90346E103 368 17,700 SH   DFND 19 5,000 0 12,700
ULTA SALON COSMETCS & FRAG I COM 90384S303 176 1,753 SH   DFND 21 0 0 1,753
ULTIMATE SOFTWARE GROUP INC COM 90385D107 5,805 49,495 SH   DFND 17 49,495 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 132 1,125 SH   DFND 19 1,125 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,782 116,188 SH   DFND 19 116,188 0 0
ULTRATECH INC COM 904034105 5,265 143,390 SH   DFND 17 0 0 143,390
ULTRATECH INC COM 904034105 3,842 104,625 SH   DFND 21 104,625 0 0
UNIFIRST CORP MASS COM 904708104 48,002 526,048 SH   DFND 3 517,348 0 8,700
UNIFIRST CORP MASS COM 904708104 3,030 33,200 SH   DFND 17 25,100 0 8,100
UNIFIRST CORP MASS COM 904708104 7,641 83,742 SH   DFND 21 32,602 0 51,140
UNIFIRST CORP MASS COM 904708104 355 3,892 SH   DFND 23 3,892 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 292 14,199 SH   DFND 21 14,199 0 0
UNION PAC CORP COM 907818108 18 119 SH   DFND 4 119 0 0
UNION PAC CORP COM 907818108 159,804 1,035,805 SH   DFND 17 906,265 0 129,540
UNION PAC CORP COM 907818108 54,000 350,010 SH   DFND 19 332,041 0 17,969
UNION PAC CORP COM 907818108 3,487 22,600 SH   DFND 20 22,600 0 0
UNION PAC CORP COM 907818108 93,469 605,838 SH   DFND 21 351,614 0 254,224
UNION PAC CORP COM 907818108 1,873 12,141 SH   DFND 23 12,141 0 0
UNION PAC CORP COM 907818108 1,543 10,000 SH   DFND 24 10,000 0 0
UNIT CORP COM 909218109 1,523 35,779 SH   DFND 21 12,400 0 23,379
UNITED NAT FOODS INC COM 911163103 92 1,700 SH   DFND 21 1,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 138 1,600 SH   DFND 19 0 0 1,600
UNITED PARCEL SERVICE INC CL B 911312106 1,648 19,057 SH   DFND 21 0 0 19,057
UNITED RENTALS INC COM 911363109 11,729 235,000 SH   DFND 4 235,000 0 0
UNITED RENTALS INC COM 911363109 12,173 243,900 SH   DFND 17 243,900 0 0
UNITED RENTALS INC COM 911363109 384 7,700 SH   DFND 19 2,100 0 5,600
UNITED RENTALS INC COM 911363109 2,605 52,199 SH   DFND 21 20,264 0 31,935
UNITED STATES STL CORP NEW COM 912909108 7,697 439,100 SH   DFND 17 439,100 0 0
UNITED STATES STL CORP NEW COM 912909108 4 230 SH   DFND 19 0 0 230
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 2,569 2,500,000 PRN   DFND 4 2,500,000 0 0
UNITED STATIONERS INC COM 913004107 5,989 178,495 SH   DFND 3 178,495 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4 39 SH   DFND 17 39 0 0
UNITED TECHNOLOGIES CORP COM 913017109 120,610 1,297,719 SH   DFND 17 1,264,054 0 33,665
UNITED TECHNOLOGIES CORP COM 913017109 46,520 500,543 SH   DFND 19 407,357 0 93,186
UNITED TECHNOLOGIES CORP COM 913017109 2,361 25,400 SH   DFND 20 25,400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 26,197 281,868 SH   DFND 21 263,699 0 18,169
UNITED TECHNOLOGIES CORP COM 913017109 381 4,100 SH   DFND 24 4,100 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 11,872 200,000 SH   DFND 4 200,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,877 58,900 SH   DFND 17 0 0 58,900
UNITED THERAPEUTICS CORP DEL COM 91307C102 772 11,730 SH   DFND 21 0 0 11,730
UNITED THERAPEUTICS CORP DEL COM 91307C102 803 12,200 SH   DFND 24 12,200 0 0
UNITEDHEALTH GROUP INC COM 91324P102 30,139 460,285 SH   DFND 17 438,300 0 21,985
UNITEDHEALTH GROUP INC COM 91324P102 50,314 768,385 SH   DFND 19 759,796 0 8,589
UNITEDHEALTH GROUP INC COM 91324P102 76,168 1,163,229 SH   DFND 21 727,146 0 436,083
UNITEDHEALTH GROUP INC COM 91324P102 1,588 24,251 SH   DFND 23 24,251 0 0
UNITEDHEALTH GROUP INC COM 91324P102 419 6,400 SH   DFND 24 6,400 0 0
UNITIL CORP COM 913259107 228 7,890 SH   DFND 21 7,890 0 0
UNIVERSAL CORP VA COM 913456109 90,825 1,570,000 SH   DFND 3 1,553,800 0 16,200
UNIVERSAL CORP VA COM 913456109 5,297 91,567 SH   DFND 17 91,567 0 0
UNIVERSAL CORP VA COM 913456109 9,568 165,387 SH   DFND 21 99,543 0 65,844
UNIVERSAL CORP VA COM 913456109 324 5,603 SH   DFND 23 5,603 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 61 2,161 SH   DFND 17 2,161 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,059 37,682 SH   DFND 19 30,735 0 6,947
UNIVERSAL DISPLAY CORP COM 91347P105 2,136 76,000 SH   DFND 24 76,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,687 114,800 SH   DFND 3 114,800 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7 100 SH   DFND 19 0 0 100
UNUM GROUP COM 91529Y106 8,235 280,400 SH   DFND 3 280,400 0 0
UNUM GROUP COM 91529Y106 3,510 119,526 SH   DFND 17 119,442 0 84
UNUM GROUP COM 91529Y106 17 592 SH   DFND 19 0 0 592
UNUM GROUP COM 91529Y106 7,978 271,626 SH   DFND 21 212,122 0 59,504
URBAN OUTFITTERS INC COM 917047102 30,506 758,485 SH   DFND 17 536,985 0 221,500
URBAN OUTFITTERS INC COM 917047102 10 250 SH   DFND 19 0 0 250
VCA ANTECH INC COM 918194101 2,747 105,300 SH   DFND 17 105,300 0 0
V F CORP COM 918204108 14,496 75,085 SH   DFND 17 64,130 0 10,955
V F CORP COM 918204108 4,546 23,548 SH   DFND 19 5,305 0 18,243
V F CORP COM 918204108 24,898 128,965 SH   DFND 21 72,436 0 56,529
V F CORP COM 918204108 1,786 9,250 SH   DFND 23 9,250 0 0
VAALCO ENERGY INC COM NEW 91851C201 799 139,714 SH   DFND 21 139,714 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 698 28,374 SH   DFND 21 12,237 0 16,137
VALEANT PHARMACEUTICALS INTL COM 91911K102 59 690 SH   DFND 19 0 0 690
VALEANT PHARMACEUTICALS INTL COM 91911K102 9,808 113,944 SH   DFND 21 0 0 113,944
VALE S A ADR 91912E105 85,388 6,493,405 SH   DFND 3 4,335,944 0 2,157,461
VALE S A ADR 91912E105 29,880 2,272,278 SH   DFND 17 2,172,839 0 99,439
VALE S A ADR 91912E105 68,065 5,176,018 SH   DFND 21 728,106 0 4,447,912
VALE S A ADR 91912E105 789 60,000 SH   DFND 24 60,000 0 0
VALE S A ADR REPSTG PFD 91912E204 747 61,408 SH   DFND 17 61,408 0 0
VALE S A ADR REPSTG PFD 91912E204 18,850 1,550,158 SH   DFND 19 1,374,050 0 176,108
VALE S A ADR REPSTG PFD 91912E204 11,026 906,773 SH   DFND 21 115,221 0 791,552
VALE S A ADR REPSTG PFD 91912E204 2,189 180,000 SH   DFND 24 180,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,034 202,300 SH   DFND 3 202,300 0 0
VALERO ENERGY CORP NEW COM 91913Y100 21 591 SH   DFND 4 591 0 0
VALERO ENERGY CORP NEW COM 91913Y100 21,256 611,339 SH   DFND 17 131,519 0 479,820
VALERO ENERGY CORP NEW COM 91913Y100 38 1,104 SH   DFND 19 0 0 1,104
VALERO ENERGY CORP NEW COM 91913Y100 38,180 1,098,071 SH   DFND 21 608,316 0 489,755
VALMONT INDS INC COM 920253101 124,136 867,540 SH   DFND 3 860,940 0 6,600
VALMONT INDS INC COM 920253101 848 5,927 SH   DFND 17 5,927 0 0
VALMONT INDS INC COM 920253101 11,014 76,971 SH   DFND 21 28,967 0 48,004
VALMONT INDS INC COM 920253101 560 3,913 SH   DFND 23 3,913 0 0
VALSPAR CORP COM 920355104 519 8,030 SH   DFND 17 8,030 0 0
VALSPAR CORP COM 920355104 841 13,000 SH   DFND 24 13,000 0 0
VALUECLICK INC COM 92046N102 1,302 52,708 SH   DFND 21 0 0 52,708
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 795,133 20,503,697 SH   DFND 4 20,503,697 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 970 25,000 SH   DFND 21 0 0 25,000
VARIAN MED SYS INC COM 92220P105 84,578 1,253,940 SH   DFND 17 427,128 0 826,812
VARIAN MED SYS INC COM 92220P105 18 260 SH   DFND 19 0 0 260
VARIAN MED SYS INC COM 92220P105 1,643 24,364 SH   DFND 21 21,037 0 3,327
VASCULAR SOLUTIONS INC COM 92231M109 972 66,055 SH   DFND 17 55,470 0 10,585
VEECO INSTRS INC DEL COM 922417100 251 7,098 SH   DFND 17 7,098 0 0
VEECO INSTRS INC DEL COM 922417100 3,456 97,589 SH   DFND 19 81,651 0 15,938
VEECO INSTRS INC DEL COM 922417100 5,790 163,500 SH   DFND 24 163,500 0 0
VENTAS INC COM 92276F100 47 670 SH   DFND 17 670 0 0
VENTAS INC COM 92276F100 42 600 SH   DFND 19 0 0 600
VENTAS INC COM 92276F100 162 2,337 SH   DFND 21 0 0 2,337
VANGUARD INDEX FDS REIT ETF 922908553 1,581 23,000 SH   DFND 21 0 0 23,000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 3,530 2,500,000 PRN   DFND 4 2,500,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 108,803 2,161,353 SH   DFND 17 853,515 0 1,307,838
VERIZON COMMUNICATIONS INC COM 92343V104 7,524 149,465 SH   DFND 19 77,455 0 72,010
VERIZON COMMUNICATIONS INC COM 92343V104 8,628 171,403 SH   DFND 20 171,403 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 68,339 1,357,544 SH   DFND 21 834,187 0 523,357
VERIZON COMMUNICATIONS INC COM 92343V104 2,226 44,229 SH   DFND 23 44,229 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 86 1,700 SH   DFND 24 1,700 0 0
VERISK ANALYTICS INC CL A 92345Y106 11,319 189,605 SH   DFND 17 177,680 0 11,925
VERISK ANALYTICS INC CL A 92345Y106 21 360 SH   DFND 19 0 0 360
VERISK ANALYTICS INC CL A 92345Y106 194 3,257 SH   DFND 21 0 0 3,257
VERMILION ENERGY INC COM 923725105 160 3,279 SH   DFND 21 0 0 3,279
VERTEX PHARMACEUTICALS INC COM 92532F100 33,793 422,090 SH   DFND 17 157,795 0 264,295
VERTEX PHARMACEUTICALS INC COM 92532F100 32 400 SH   DFND 19 0 0 400
VERTEX PHARMACEUTICALS INC COM 92532F100 328 4,099 SH   DFND 21 0 0 4,099
VERTEX PHARMACEUTICALS INC COM 92532F100 3,726 46,540 SH   DFND 24 46,540 0 0
VIACOM INC NEW CL B 92553P201 18 269 SH   DFND 4 269 0 0
VIACOM INC NEW CL B 92553P201 70 1,031 SH   DFND 19 0 0 1,031
VIACOM INC NEW CL B 92553P201 7,530 110,689 SH   DFND 21 72,523 0 38,166
VIACOM INC NEW CL B 92553P201 651 9,576 SH   DFND 23 9,576 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 35,473 1,704,616 SH   DFND 4 1,704,616 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 15,766 540,665 SH   DFND 17 425,305 0 115,360
VIROPHARMA INC COM 928241108 4,982 173,900 SH   DFND 17 173,900 0 0
VIROPHARMA INC COM 928241108 367 12,800 SH   DFND 19 3,500 0 9,300
VISA INC COM CL A 92826C839 32 174 SH   DFND 4 174 0 0
VISA INC COM CL A 92826C839 315,528 1,726,553 SH   DFND 17 1,318,520 0 408,033
VISA INC COM CL A 92826C839 124,691 682,304 SH   DFND 19 623,534 0 58,770
VISA INC COM CL A 92826C839 12,518 68,500 SH   DFND 20 68,500 0 0
VISA INC COM CL A 92826C839 66,262 362,582 SH   DFND 21 285,960 0 76,622
VISA INC COM CL A 92826C839 1,456 7,966 SH   DFND 23 7,966 0 0
VISA INC COM CL A 92826C839 582 3,185 SH   DFND 24 3,185 0 0
VIRTUSA CORP COM 92827P102 2,967 133,900 SH   DFND 17 133,900 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 51 3,657 SH   DFND 21 0 0 3,657
VISTEON CORP COM NEW 92839U206 8,206 130,000 SH   DFND 4 130,000 0 0
VISTEON CORP COM NEW 92839U206 3,005 47,600 SH   DFND 17 35,000 0 12,600
VMWARE INC CL A COM 928563402 10,663 159,180 SH   DFND 17 115,335 0 43,845
VMWARE INC CL A COM 928563402 9 140 SH   DFND 19 0 0 140
VMWARE INC CL A COM 928563402 120 1,785 SH   DFND 21 0 0 1,785
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 38 1,312 SH   DFND 17 0 0 1,312
VOCUS INC COM 92858J108 1,620 153,950 SH   DFND 17 0 0 153,950
VORNADO RLTY TR SH BEN INT 929042109 30 360 SH   DFND 17 360 0 0
VORNADO RLTY TR SH BEN INT 929042109 36 440 SH   DFND 19 0 0 440
VORNADO RLTY TR SH BEN INT 929042109 521 6,288 SH   DFND 21 342 0 5,946
VULCAN MATLS CO COM 929160109 11 220 SH   DFND 19 0 0 220
VULCAN MATLS CO COM 929160109 228 4,705 SH   DFND 21 0 0 4,705
WABCO HLDGS INC COM 92927K102 45 598 SH   DFND 21 598 0 0
WMS INDS INC COM 929297109 2,135 83,695 SH   DFND 21 0 0 83,695
WSFS FINL CORP COM 929328102 296 5,652 SH   DFND 21 5,652 0 0
WSP HOLDINGS LIMITED ADR NEW 92934F203 360 116,654 SH   DFND 21 0 0 116,654
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 382 18,214 SH   DFND 21 0 0 18,214
W P CAREY INC COM 92936U109 228 3,449 SH   DFND 21 3,449 0 0
WABASH NATL CORP COM 929566107 7,839 770,000 SH   DFND 17 770,000 0 0
WABASH NATL CORP COM 929566107 356 35,000 SH   DFND 19 9,900 0 25,100
WABTEC CORP COM 929740108 985 18,434 SH   DFND 21 0 0 18,434
WAGEWORKS INC COM 930427109 5,786 167,960 SH   DFND 17 167,960 0 0
WAGEWORKS INC COM 930427109 600 17,405 SH   DFND 19 4,905 0 12,500
WAL-MART STORES INC COM 931142103 236,969 3,181,214 SH   DFND 3 2,638,114 0 543,100
WAL-MART STORES INC COM 931142103 25,862 347,193 SH   DFND 4 347,193 0 0
WAL-MART STORES INC COM 931142103 76,459 1,026,434 SH   DFND 17 1,016,406 0 10,028
WAL-MART STORES INC COM 931142103 4,262 57,222 SH   DFND 19 0 0 57,222
WAL-MART STORES INC COM 931142103 109,320 1,467,577 SH   DFND 21 821,887 0 645,690
WAL-MART STORES INC COM 931142103 2,211 29,680 SH   DFND 23 29,680 0 0
WAL-MART STORES INC COM 931142103 52 700 SH   DFND 24 700 0 0
WALGREEN CO COM 931422109 15,024 339,908 SH   DFND 3 339,908 0 0
WALGREEN CO COM 931422109 145,533 3,292,599 SH   DFND 4 2,140,018 0 1,152,581
WALGREEN CO COM 931422109 85,583 1,936,260 SH   DFND 17 1,665,529 0 270,731
WALGREEN CO COM 931422109 71,751 1,623,326 SH   DFND 19 1,451,668 0 171,658
WALGREEN CO COM 931422109 1,238 28,000 SH   DFND 20 28,000 0 0
WALGREEN CO COM 931422109 39,625 896,487 SH   DFND 21 738,699 0 157,788
WALGREEN CO COM 931422109 723 16,365 SH   DFND 23 16,365 0 0
WALKER & DUNLOP INC COM 93148P102 2,907 166,100 SH   DFND 17 166,100 0 0
WALTER INVT MGMT CORP COM 93317W102 63 1,869 SH   DFND 21 1,869 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 6,041 6,000,000 PRN   DFND 4 6,000,000 0 0
WASHINGTON FED INC COM 938824109 68,684 3,637,931 SH   DFND 3 3,590,031 0 47,900
WASHINGTON FED INC COM 938824109 3,493 185,000 SH   DFND 4 117,335 0 67,665
WASHINGTON FED INC COM 938824109 3,184 168,624 SH   DFND 17 168,624 0 0
WASTE CONNECTIONS INC COM 941053100 827 20,100 SH   DFND 17 20,100 0 0
WASTE MGMT INC DEL COM 94106L109 43 1,077 SH   DFND 19 0 0 1,077
WASTE MGMT INC DEL COM 94106L109 467 11,580 SH   DFND 21 2,900 0 8,680
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,788 83,551 SH   DFND 17 83,551 0 0
WEB COM GROUP INC COM 94733A104 12,548 490,155 SH   DFND 17 481,485 0 8,670
WEB COM GROUP INC COM 94733A104 520 20,300 SH   DFND 19 5,700 0 14,600
WEB COM GROUP INC COM 94733A104 330 12,910 SH   DFND 21 0 0 12,910
WEBSTER FINL CORP CONN COM 947890109 4,866 189,494 SH   DFND 21 139,955 0 49,539
WEBSTER FINL CORP CONN COM 947890109 353 13,751 SH   DFND 23 13,751 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 7,544 164,000 SH   DFND 17 164,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 7 150 SH   DFND 19 0 0 150
WEIS MKTS INC COM 948849104 25,573 567,415 SH   DFND 3 547,515 0 19,900
WEIS MKTS INC COM 948849104 3,144 69,766 SH   DFND 17 69,766 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 817 14,700 SH   DFND 21 14,700 0 0
WELLPOINT INC COM 94973V107 31 380 SH   DFND 4 380 0 0
WELLPOINT INC COM 94973V107 3,836 46,870 SH   DFND 17 46,870 0 0
WELLPOINT INC COM 94973V107 44 537 SH   DFND 19 0 0 537
WELLPOINT INC COM 94973V107 13,164 160,852 SH   DFND 21 108,538 0 52,314
WELLPOINT INC COM 94973V107 202 2,467 SH   DFND 23 2,467 0 0
WELLS FARGO & CO NEW COM 949746101 556,976 13,495,908 SH   DFND 3 11,423,108 0 2,072,800
WELLS FARGO & CO NEW COM 949746101 400,758 9,710,632 SH   DFND 17 7,529,690 0 2,180,942
WELLS FARGO & CO NEW COM 949746101 126,222 3,058,439 SH   DFND 19 2,724,064 0 334,375
WELLS FARGO & CO NEW COM 949746101 38,434 931,271 SH   DFND 20 931,271 0 0
WELLS FARGO & CO NEW COM 949746101 183,868 4,455,257 SH   DFND 21 2,976,420 0 1,478,837
WELLS FARGO & CO NEW COM 949746101 4,825 116,916 SH   DFND 23 116,916 0 0
WELLS FARGO & CO NEW COM 949746101 220 5,340 SH   DFND 24 5,340 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 697,329 584,028 SH   DFND 4 530,048 0 53,980
WERNER ENTERPRISES INC COM 950755108 67,838 2,806,705 SH   DFND 3 2,770,541 0 36,164
WESBANCO INC COM 950810101 10,651 402,983 SH   DFND 3 402,983 0 0
WESBANCO INC COM 950810101 465 17,591 SH   DFND 21 17,591 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,609 22,900 SH   DFND 17 11,100 0 11,800
WESTAR ENERGY INC COM 95709T100 20,681 647,099 SH   DFND 21 256,420 0 390,679
WESTAR ENERGY INC COM 95709T100 767 24,007 SH   DFND 23 24,007 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,642 482,740 SH   DFND 17 482,740 0 0
WESTERN ALLIANCE BANCORP COM 957638109 650 41,055 SH   DFND 19 10,955 0 30,100
WESTERN DIGITAL CORP COM 958102105 27 440 SH   DFND 4 440 0 0
WESTERN DIGITAL CORP COM 958102105 130,140 2,095,990 SH   DFND 17 1,620,890 0 475,100
WESTERN DIGITAL CORP COM 958102105 37 590 SH   DFND 19 0 0 590
WESTERN DIGITAL CORP COM 958102105 40,951 659,548 SH   DFND 21 290,507 0 369,041
WESTERN DIGITAL CORP COM 958102105 1,113 17,932 SH   DFND 23 17,932 0 0
WESTERN REFNG INC COM 959319104 75,681 2,696,158 SH   DFND 3 2,671,258 0 24,900
WESTERN REFNG INC COM 959319104 1,383 49,252 SH   DFND 17 49,252 0 0
WESTERN REFNG INC COM 959319104 9,625 342,882 SH   DFND 21 269,698 0 73,184
WESTERN REFNG INC COM 959319104 556 19,824 SH   DFND 23 19,824 0 0
WESTERN UN CO COM 959802109 17,139 1,001,670 SH   DFND 17 751,210 0 250,460
WESTERN UN CO COM 959802109 2,101 122,786 SH   DFND 19 0 0 122,786
WESTERN UN CO COM 959802109 165 9,649 SH   DFND 21 0 0 9,649
WESTLAKE CHEM CORP COM 960413102 641 6,651 SH   DFND 21 6,651 0 0
WESTMORELAND COAL CO COM 960878106 4,090 364,239 SH   DFND 4 364,239 0 0
WEX INC COM 96208T104 4,364 56,900 SH   DFND 17 56,900 0 0
WEX INC COM 96208T104 222 2,900 SH   DFND 19 800 0 2,100
WEYERHAEUSER CO COM 962166104 33 1,150 SH   DFND 17 1,150 0 0
WEYERHAEUSER CO COM 962166104 29 1,026 SH   DFND 19 0 0 1,026
WEYERHAEUSER CO COM 962166104 335 11,773 SH   DFND 21 4,133 0 7,640
WHIRLPOOL CORP COM 963320106 15,225 133,130 SH   DFND 17 122,435 0 10,695
WHIRLPOOL CORP COM 963320106 18 159 SH   DFND 19 0 0 159
WHIRLPOOL CORP COM 963320106 8,814 77,076 SH   DFND 21 63,381 0 13,695
WHITEWAVE FOODS CO COM CL A 966244105 2,600 160,000 SH Put DFND 4 160,000 0 0
WHITING PETE CORP NEW COM 966387102 126 2,729 SH   DFND 21 0 0 2,729
WHOLE FOODS MKT INC COM 966837106 21,158 410,985 SH   DFND 17 374,575 0 36,410
WHOLE FOODS MKT INC COM 966837106 8,200 159,286 SH   DFND 19 49,640 0 109,646
WHOLE FOODS MKT INC COM 966837106 2,082 40,446 SH   DFND 21 27,076 0 13,370
WILLIAMS COS INC DEL COM 969457100 128 3,927 SH   DFND 17 3,927 0 0
WILLIAMS COS INC DEL COM 969457100 33,903 1,044,135 SH   DFND 17 350,545 0 693,590
WILLIAMS COS INC DEL COM 969457100 47 1,440 SH   DFND 19 0 0 1,440
WILLIAMS COS INC DEL COM 969457100 1,183 36,447 SH   DFND 21 20,015 0 16,432
WILLIAMS SONOMA INC COM 969904101 962 17,217 SH   DFND 17 17,217 0 0
WILLIAMS SONOMA INC COM 969904101 1,635 29,252 SH   DFND 21 13,429 0 15,823
WILSHIRE BANCORP INC COM 97186T108 421 63,616 SH   DFND 21 63,616 0 0
WINNEBAGO INDS INC COM 974637100 4,364 207,900 SH   DFND 17 207,900 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,679 43,866 SH   DFND 17 43,866 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,943 50,760 SH   DFND 21 43,576 0 7,184
WISCONSIN ENERGY CORP COM 976657106 4,758 116,070 SH   DFND 17 116,070 0 0
WISCONSIN ENERGY CORP COM 976657106 14 340 SH   DFND 19 0 0 340
WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 9,428 206,700 SH   DFND 17 194,400 0 12,300
WOLVERINE WORLD WIDE INC COM 978097103 94,712 1,734,336 SH   DFND 3 1,718,236 0 16,100
WOODWARD INC COM 980745103 264 6,599 SH   DFND 17 6,599 0 0
WOODWARD INC COM 980745103 4,889 122,215 SH   DFND 19 102,870 0 19,345
WOODWARD INC COM 980745103 9,072 226,800 SH   DFND 24 226,800 0 0
WOORI FIN HLDGS CO LTD ADR 981063100 50,636 1,829,338 SH   DFND 3 1,261,359 0 567,979
WOORI FIN HLDGS CO LTD ADR 981063100 13,315 481,051 SH   DFND 17 481,051 0 0
WOORI FIN HLDGS CO LTD ADR 981063100 83 3,000 SH   DFND 21 0 0 3,000
WORKDAY INC CL A 98138H101 40,870 637,702 SH   DFND 17 493,422 0 144,280
WORLD ACCEP CORP DEL COM 981419104 1,426 16,403 SH   DFND 21 5,164 0 11,239
WORLD FUEL SVCS CORP COM 981475106 115,350 2,885,204 SH   DFND 3 2,862,204 0 23,000
WORLD FUEL SVCS CORP COM 981475106 3,022 75,595 SH   DFND 17 75,595 0 0
WORTHINGTON INDS INC COM 981811102 4,236 133,600 SH   DFND 17 133,600 0 0
WORTHINGTON INDS INC COM 981811102 247 7,800 SH   DFND 19 2,200 0 5,600
WORTHINGTON INDS INC COM 981811102 3,125 98,552 SH   DFND 21 0 0 98,552
WYNDHAM WORLDWIDE CORP COM 98310W108 495 8,642 SH   DFND 17 8,600 0 42
WYNDHAM WORLDWIDE CORP COM 98310W108 12 209 SH   DFND 19 0 0 209
WYNDHAM WORLDWIDE CORP COM 98310W108 2,946 51,471 SH   DFND 21 27,809 0 23,662
WYNN RESORTS LTD COM 983134107 9,080 70,955 SH   DFND 17 61,815 0 9,140
WYNN RESORTS LTD COM 983134107 26 200 SH   DFND 19 0 0 200
XPO LOGISTICS INC COM 983793100 3,475 192,100 SH   DFND 17 182,360 0 9,740
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 747 600,000 PRN   DFND 4 600,000 0 0
XCEL ENERGY INC COM 98389B100 28 1,000 SH   DFND 19 0 0 1,000
XCEL ENERGY INC COM 98389B100 11,879 419,153 SH   DFND 21 307,374 0 111,779
XCEL ENERGY INC COM 98389B100 992 35,000 SH   DFND 23 35,000 0 0
XILINX INC COM 983919101 60,443 1,525,945 SH   DFND 17 1,141,355 0 384,590
XILINX INC COM 983919101 25 630 SH   DFND 19 0 0 630
XILINX INC COM 983919101 272 6,855 SH   DFND 21 0 0 6,855
XILINX INC NOTE 2.625% 6/1 983919AF8 4,301 3,000,000 PRN   DFND 4 3,000,000 0 0
XENOPORT INC COM 98411C100 2,358 476,300 SH   DFND 17 0 0 476,300
XENOPORT INC COM 98411C100 149 30,000 SH   DFND 24 30,000 0 0
XEROX CORP COM 984121103 292,845 32,287,166 SH   DFND 3 27,064,366 0 5,222,800
XEROX CORP COM 984121103 73,741 8,130,251 SH   DFND 17 8,129,867 0 384
XEROX CORP COM 984121103 18 1,967 SH   DFND 19 0 0 1,967
XEROX CORP COM 984121103 6,906 761,375 SH   DFND 21 742,447 0 18,928
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,037 101,900 SH   DFND 17 85,800 0 16,100
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 56 12,900 SH   DFND 17 12,900 0 0
XYLEM INC COM 98419M100 6,975 258,900 SH   DFND 3 258,900 0 0
XYLEM INC COM 98419M100 6,616 245,594 SH   DFND 17 245,536 0 58
XYLEM INC COM 98419M100 3,739 138,806 SH   DFND 19 114,482 0 24,324
XYLEM INC COM 98419M100 7,274 270,000 SH   DFND 24 270,000 0 0
YAHOO INC COM 984332106 37,488 1,491,755 SH   DFND 17 1,138,505 0 353,250
YAHOO INC COM 984332106 68 2,720 SH   DFND 19 0 0 2,720
YAHOO INC COM 984332106 11,017 438,400 SH   DFND 20 438,400 0 0
YAHOO INC COM 984332106 10,119 402,676 SH   DFND 21 174,132 0 228,544
YAMANA GOLD INC COM 98462Y100 99,482 10,460,736 SH   DFND 3 8,290,267 0 2,170,469
YAMANA GOLD INC COM 98462Y100 36,770 3,866,475 SH   DFND 17 3,866,475 0 0
YAMANA GOLD INC COM 98462Y100 17 1,800 SH   DFND 19 0 0 1,800
YAMANA GOLD INC COM 98462Y100 3,570 375,396 SH   DFND 21 0 0 375,396
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 17,906 2,518,493 SH   DFND 3 1,784,212 0 734,281
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 4,239 596,209 SH   DFND 17 596,209 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 58 8,200 SH   DFND 21 0 0 8,200
YELP INC CL A 985817105 22,139 636,735 SH   DFND 17 478,280 0 158,455
YOUKU TUDOU INC SPONSORED ADR 98742U100 3,973 207,025 SH   DFND 17 80,425 0 126,600
YUM BRANDS INC COM 988498101 6,289 90,700 SH   DFND 17 90,700 0 0
YUM BRANDS INC COM 988498101 71 1,030 SH   DFND 19 0 0 1,030
YUM BRANDS INC COM 988498101 520 7,501 SH   DFND 21 0 0 7,501
ZILLOW INC CL A 98954A107 2,910 51,695 SH   DFND 17 49,140 0 2,555
ZIMMER HLDGS INC COM 98956P102 9,360 124,900 SH   DFND 3 124,900 0 0
ZIMMER HLDGS INC COM 98956P102 15,864 211,691 SH   DFND 17 180,034 0 31,657
ZIMMER HLDGS INC COM 98956P102 31 416 SH   DFND 19 0 0 416
ZIMMER HLDGS INC COM 98956P102 22,878 305,280 SH   DFND 21 49,255 0 256,025
ZIONS BANCORPORATION COM 989701107 12,689 438,750 SH   DFND 17 380,650 0 58,100
ZIONS BANCORPORATION COM 989701107 6 200 SH   DFND 19 0 0 200
ZIONS BANCORPORATION COM 989701107 6,189 214,000 SH   DFND 21 214,000 0 0
ZIX CORP COM 98974P100 3,362 794,700 SH   DFND 17 757,800 0 36,900
ZOETIS INC CL A 98978V103 9,230 298,818 SH   DFND 4 298,818 0 0
ZOETIS INC CL A 98978V103 1,092 35,360 SH   DFND 21 0 0 35,360
ZOETIS INC CL A 98978V103 281 9,106 SH   DFND 24 9,106 0 0
AIRCASTLE LTD COM G0129K104 4,981 311,500 SH   DFND 17 311,500 0 0
AIRCASTLE LTD COM G0129K104 1,157 72,340 SH   DFND 21 57,439 0 14,901
ALKERMES PLC SHS G01767105 9,016 314,360 SH   DFND 17 145,660 0 168,700
ALKERMES PLC SHS G01767105 242 8,455 SH   DFND 19 2,355 0 6,100
ALKERMES PLC SHS G01767105 330 11,500 SH   DFND 24 11,500 0 0
AMDOCS LTD ORD G02602103 1,128 30,400 SH   DFND 3 30,400 0 0
AMDOCS LTD ORD G02602103 1,415 38,145 SH   DFND 17 38,145 0 0
AMDOCS LTD ORD G02602103 15 400 SH   DFND 19 0 0 400
AMDOCS LTD ORD G02602103 8,011 216,001 SH   DFND 21 81,109 0 134,892
AMBARELLA INC SHS G037AX101 2,289 136,000 SH   DFND 17 136,000 0 0
AON PLC SHS CL A G0408V102 7,671 119,200 SH   DFND 3 119,200 0 0
AON PLC SHS CL A G0408V102 6 96 SH   DFND 17 0 0 96
AON PLC SHS CL A G0408V102 47 735 SH   DFND 19 0 0 735
AON PLC SHS CL A G0408V102 653 10,152 SH   DFND 21 0 0 10,152
ARCH CAP GROUP LTD ORD G0450A105 10,085 196,160 SH   DFND 17 176,630 0 19,530
ARCH CAP GROUP LTD ORD G0450A105 2,279 44,326 SH   DFND 21 0 0 44,326
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,371 32,340 SH   DFND 17 32,340 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 11,069 298,426 SH   DFND 21 224,115 0 74,311
ASSURED GUARANTY LTD COM G0585R106 2,250 101,980 SH   DFND 17 0 0 101,980
ASSURED GUARANTY LTD COM G0585R106 33 1,500 SH   DFND 21 1,500 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 125,008 2,730,634 SH   DFND 3 1,707,500 0 1,023,134
AXIS CAPITAL HOLDINGS INV SHS G0692U109 45,973 1,004,213 SH   DFND 17 1,004,213 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 13 290 SH   DFND 19 0 0 290
AXIS CAPITAL HOLDINGS INV SHS G0692U109 25,946 566,752 SH   DFND 21 419,484 0 147,268
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2,049 92,414 SH   DFND 21 76,320 0 16,094
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 54,329 754,984 SH   DFND 19 664,679 0 90,305
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,065 14,800 SH   DFND 20 14,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11,670 162,176 SH   DFND 21 143,165 0 19,011
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2 33 SH   DFND 17 33 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 77,482 1,076,735 SH   DFND 17 961,540 0 115,195
BUNGE LIMITED COM G16962105 8,153 115,198 SH   DFND 17 43,598 0 71,600
BUNGE LIMITED COM G16962105 16 220 SH   DFND 19 0 0 220
BUNGE LIMITED COM G16962105 12,342 174,398 SH   DFND 21 138,067 0 36,331
BUNGE LIMITED COM G16962105 3,822 54,000 SH   DFND 24 54,000 0 0
CREDICORP LTD COM G2519Y108 322 2,516 SH   DFND 17 2,516 0 0
CREDICORP LTD COM G2519Y108 1,857 14,514 SH   DFND 19 0 0 14,514
CREDICORP LTD COM G2519Y108 2,598 20,303 SH   DFND 21 17,575 0 2,728
CREDICORP LTD COM G2519Y108 2,713 21,200 SH   DFND 24 21,200 0 0
COSAN LTD SHS A G25343107 864 53,472 SH   DFND 17 53,472 0 0
COSAN LTD SHS A G25343107 2,189 135,435 SH   DFND 21 102,917 0 32,518
COVIDIEN PLC SHS G2554F113 3,171 55,480 SH   DFND 17 36,525 0 18,955
COVIDIEN PLC SHS G2554F113 61 1,068 SH   DFND 19 0 0 1,068
COVIDIEN PLC SHS G2554F113 11,069 193,641 SH   DFND 21 79,565 0 114,076
DELPHI AUTOMOTIVE PLC SHS G27823106 3,536 69,757 SH   DFND 21 55,349 0 14,408
EATON CORP PLC SHS G29183103 108,233 1,644,629 SH   DFND 17 1,430,719 0 213,910
EATON CORP PLC SHS G29183103 43,920 667,369 SH   DFND 19 604,369 0 63,000
EATON CORP PLC SHS G29183103 2,100 31,912 SH   DFND 21 18,040 0 13,872
EATON CORP PLC SHS G29183103 9,654 146,700 SH   DFND 24 146,700 0 0
ENSCO PLC SHS CLASS A G3157S106 308,941 5,315,572 SH   DFND 3 4,230,472 0 1,085,100
ENSCO PLC SHS CLASS A G3157S106 73,580 1,266,002 SH   DFND 17 1,265,930 0 72
ENSCO PLC SHS CLASS A G3157S106 14,213 244,549 SH   DFND 21 91,800 0 152,749
ENSCO PLC SHS CLASS A G3157S106 1,802 31,000 SH   DFND 24 31,000 0 0
EVEREST RE GROUP LTD COM G3223R108 4,707 36,699 SH   DFND 17 36,699 0 0
EVEREST RE GROUP LTD COM G3223R108 9 70 SH   DFND 19 0 0 70
EVEREST RE GROUP LTD COM G3223R108 36,366 283,535 SH   DFND 21 157,878 0 125,657
FABRINET SHS G3323L100 2,148 153,400 SH   DFND 17 153,400 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 30,046 1,077,700 SH   DFND 3 1,077,700 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,323 47,451 SH   DFND 21 17,966 0 29,485
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 26,993 1,992,120 SH   DFND 17 1,520,035 0 472,085
HELEN OF TROY CORP LTD COM G4388N106 2,966 77,300 SH   DFND 21 62,215 0 15,085
ICON PLC SHS G4705A100 6,246 176,290 SH   DFND 17 170,790 0 5,500
ICON PLC SHS G4705A100 329 9,300 SH   DFND 19 2,600 0 6,700
INGERSOLL-RAND PLC SHS G47791101 36 642 SH   DFND 19 0 0 642
INGERSOLL-RAND PLC SHS G47791101 170 3,064 SH   DFND 21 0 0 3,064
INVESCO LTD SHS G491BT108 537 16,880 SH   DFND 17 16,880 0 0
INVESCO LTD SHS G491BT108 21 670 SH   DFND 19 0 0 670
INVESCO LTD SHS G491BT108 423 13,311 SH   DFND 21 0 0 13,311
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,220 32,295 SH   DFND 17 21,135 0 11,160
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,522 80,347 SH   DFND 21 21,392 0 58,955
MAIDEN HOLDINGS LTD SHS G5753U112 335 29,833 SH   DFND 21 29,833 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 22,843 1,950,750 SH   DFND 17 1,022,965 0 927,785
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10 820 SH   DFND 19 0 0 820
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,038 430,216 SH   DFND 21 412,665 0 17,551
MICHAEL KORS HLDGS LTD SHS G60754101 59,164 953,944 SH   DFND 17 797,278 0 156,666
MONTPELIER RE HOLDINGS LTD SHS G62185106 23,752 949,687 SH   DFND 3 949,687 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 12,324 492,773 SH   DFND 21 260,070 0 232,703
NABORS INDUSTRIES LTD SHS G6359F103 9 580 SH   DFND 19 0 0 580
NABORS INDUSTRIES LTD SHS G6359F103 203 13,248 SH   DFND 21 13,248 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 83,545 3,485,400 SH   DFND 3 3,449,600 0 35,800
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 7,896 329,425 SH   DFND 17 318,825 0 10,600
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 5,734 239,234 SH   DFND 21 191,119 0 48,115
PARTNERRE LTD COM G6852T105 3,670 40,522 SH   DFND 17 40,522 0 0
PARTNERRE LTD COM G6852T105 7 80 SH   DFND 19 0 0 80
PARTNERRE LTD COM G6852T105 40,761 450,102 SH   DFND 21 210,558 0 239,544
RENAISSANCERE HOLDINGS LTD COM G7496G103 51,842 597,329 SH   DFND 3 378,018 0 219,311
RENAISSANCERE HOLDINGS LTD COM G7496G103 18,771 216,283 SH   DFND 17 216,283 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 11 130 SH   DFND 19 0 0 130
RENAISSANCERE HOLDINGS LTD COM G7496G103 5,574 64,228 SH   DFND 21 27,192 0 37,036
SEAGATE TECHNOLOGY PLC SHS G7945M107 15,036 335,400 SH   DFND 3 211,600 0 123,800
SEAGATE TECHNOLOGY PLC SHS G7945M107 83,438 1,861,220 SH   DFND 17 1,232,680 0 628,540
SEAGATE TECHNOLOGY PLC SHS G7945M107 28 630 SH   DFND 19 0 0 630
SEAGATE TECHNOLOGY PLC SHS G7945M107 39,124 872,713 SH   DFND 21 603,794 0 268,919
SHIP FINANCE INTERNATIONAL L SHS G81075106 63,661 4,289,814 SH   DFND 3 4,239,473 0 50,341
SIGNET JEWELERS LIMITED SHS G81276100 33,201 492,373 SH   DFND 21 104,588 0 387,785
SINA CORP ORD G81477104 12,008 215,475 SH   DFND 17 17,385 0 198,090
SINA CORP ORD G81477104 5,547 99,535 SH   DFND 21 99,535 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 35,435 921,819 SH   DFND 3 921,819 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 549 15,200 SH   DFND 3 15,200 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,900 163,348 SH   DFND 17 163,348 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 36,624 1,013,960 SH   DFND 21 496,769 0 517,191
WARNER CHILCOTT PLC IRELAND SHS A G94368100 3,773 189,500 SH   DFND 17 0 0 189,500
WARNER CHILCOTT PLC IRELAND SHS A G94368100 269 13,500 SH   DFND 24 13,500 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 29,068 50,559 SH   DFND 4 50,559 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,667 2,900 SH   DFND 17 2,900 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 6 10 SH   DFND 19 0 0 10
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 21 520 SH   DFND 19 0 0 520
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 196 4,809 SH   DFND 21 0 0 4,809
XL GROUP PLC SHS G98290102 586 19,321 SH   DFND 17 0 0 19,321
XL GROUP PLC SHS G98290102 19 640 SH   DFND 19 0 0 640
XL GROUP PLC SHS G98290102 375 12,364 SH   DFND 21 1,013 0 11,351
ACE LTD SHS H0023R105 1,505 16,820 SH   DFND 17 16,820 0 0
ACE LTD SHS H0023R105 69 770 SH   DFND 19 0 0 770
ACE LTD SHS H0023R105 50,095 559,845 SH   DFND 21 284,168 0 275,677
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 2,733 29,865 SH   DFND 17 29,865 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 6,783 74,125 SH   DFND 21 39,289 0 34,836
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,641 119,760 SH   DFND 17 0 0 119,760
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 15 1,120 SH   DFND 19 0 0 1,120
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 309 22,523 SH   DFND 21 0 0 22,523
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 605 16,100 SH   DFND 17 16,100 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 20 520 SH   DFND 19 0 0 520
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 194 5,169 SH   DFND 21 0 0 5,169
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,466 39,000 SH   DFND 24 39,000 0 0
PENTAIR LTD SHS H6169Q108 9,122 158,114 SH   DFND 17 158,114 0 0
PENTAIR LTD SHS H6169Q108 9,376 162,529 SH   DFND 19 146,326 0 16,203
PENTAIR LTD SHS H6169Q108 382 6,616 SH   DFND 21 0 0 6,616
PENTAIR LTD SHS H6169Q108 19,355 335,500 SH   DFND 24 335,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,988 175,400 SH   DFND 3 175,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6 130 SH   DFND 17 0 0 130
TE CONNECTIVITY LTD REG SHS H84989104 45 998 SH   DFND 19 0 0 998
TE CONNECTIVITY LTD REG SHS H84989104 13,947 306,254 SH   DFND 21 183,942 0 122,312
TRANSOCEAN LTD REG SHS H8817H100 415 8,650 SH   DFND 17 8,650 0 0
TRANSOCEAN LTD REG SHS H8817H100 64 1,340 SH   DFND 19 0 0 1,340
TRANSOCEAN LTD REG SHS H8817H100 9,938 207,249 SH   DFND 21 175,874 0 31,375
TRANSOCEAN LTD REG SHS H8817H100 623 13,000 SH   DFND 24 13,000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 36 1,098 SH   DFND 19 0 0 1,098
TYCO INTERNATIONAL LTD SHS H89128104 1,222 37,100 SH   DFND 20 37,100 0 0
TYCO INTERNATIONAL LTD SHS H89128104 463 14,066 SH   DFND 21 3,912 0 10,154
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,512 26,643 SH   DFND 17 26,643 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 53 564 SH   DFND 21 0 0 564
ELBIT SYS LTD ORD M3760D101 21,638 514,330 SH   DFND 3 501,930 0 12,400
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,242 45,300 SH   DFND 17 0 0 45,300
STRATASYS LTD SHS M85548101 11,364 135,700 SH   DFND 20 135,700 0 0
STRATASYS LTD SHS M85548101 1,029 12,294 SH   DFND 21 0 0 12,294
AERCAP HOLDINGS NV SHS N00985106 3,203 183,446 SH   DFND 21 163,095 0 20,351
ASML HOLDING N V N Y REGISTRY SHS N07059210 7,886 99,690 SH   DFND 17 78,655 0 21,035
CNH GLOBAL N V SHS NEW N20935206 13,273 318,605 SH   DFND 17 14,650 0 303,955
CNH GLOBAL N V SHS NEW N20935206 2,346 56,306 SH   DFND 21 0 0 56,306
CNH GLOBAL N V SHS NEW N20935206 9,280 222,761 SH   DFND 24 222,761 0 0
CORE LABORATORIES N V COM N22717107 5,969 39,355 SH   DFND 17 39,355 0 0
CORE LABORATORIES N V COM N22717107 48 314 SH   DFND 21 314 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 31,911 481,597 SH   DFND 17 480,392 0 1,205
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 66 990 SH   DFND 19 0 0 990
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 57,733 871,311 SH   DFND 21 507,110 0 364,201
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,756 26,500 SH   DFND 24 26,500 0 0
NIELSEN HOLDINGS N V COM N63218106 10,859 323,295 SH   DFND 17 282,125 0 41,170
NIELSEN HOLDINGS N V COM N63218106 14 410 SH   DFND 19 0 0 410
NXP SEMICONDUCTORS N V COM N6596X109 41,446 1,336,113 SH   DFND 17 758,781 0 577,332
NXP SEMICONDUCTORS N V COM N6596X109 5,785 186,500 SH   DFND 21 186,500 0 0
QIAGEN NV REG SHS N72482107 199 10,000 SH   DFND 24 10,000 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 261 7,473 SH   DFND 21 0 0 7,473
YANDEX N V SHS CLASS A N97284108 39,937 1,444,385 SH   DFND 17 1,106,070 0 338,315
COPA HOLDINGS SA CL A P31076105 4,990 38,059 SH   DFND 17 19,859 0 18,200
COPA HOLDINGS SA CL A P31076105 3,312 25,257 SH   DFND 21 18,842 0 6,415
AVAGO TECHNOLOGIES LTD SHS Y0486S104 7,551 202,000 SH   DFND 3 202,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,696 152,380 SH   DFND 17 100 0 152,280
AVAGO TECHNOLOGIES LTD SHS Y0486S104 20 540 SH   DFND 19 0 0 540
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,333 115,910 SH   DFND 21 110,386 0 5,524
FLEXTRONICS INTL LTD ORD Y2573F102 12 1,530 SH   DFND 19 0 0 1,530
FLEXTRONICS INTL LTD ORD Y2573F102 141 18,173 SH   DFND 21 18,173 0 0
SEASPAN CORP SHS Y75638109 382 18,418 SH   DFND 21 18,418 0 0
STEALTHGAS INC SHS Y81669106 3,781 343,700 SH   DFND 17 325,900 0 17,800