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
AAC HOLDINGS INC COM 000307108 1,222 39,518 SH   DFND 01,02 0 0 39,518
AAON INC COM 000360206 9,196 410,725 SH   DFND 01,02 0 226,366 184,359
AAR CORP COM 000361105 13,272 477,845 SH   DFND 01,02 0 227,756 250,089
ABB LTD-SPON ADR ADR 000375204 353 16,670 SH   DFND 01,02 0 0 16,670
ABB LTD-SPON ADR ADR 000375204 509 24,077 SH   DFND 01,16 0 0 24,077
ACCO BRANDS CORP COM 00081T108 10,330 1,146,643 SH   DFND 01,02 0 324,800 821,843
ACCO BRANDS CORP COM 00081T108 0 30 SH   DFND 01,16 0 0 30
ABM INDUSTRIES INC COM 000957100 17,025 594,124 SH   DFND 01,02 0 201,228 392,896
ABM INDUSTRIES INC COM 000957100 35 1,227 SH   DFND 01,16 0 0 1,227
ADT CORP/THE COM 00101J106 3,364 92,855 SH   DFND 01,02 0 39,082 53,773
ADT CORP/THE COM 00101J106 73 2,016 SH   DFND 01,03 0 2,016 0
ADT CORP/THE COM 00101J106 0 3 SH   DFND 01,05 0 0 3
ADT CORP/THE COM 00101J106 165 4,557 SH   DFND 01,16 0 0 4,557
AFLAC INC COM 001055102 32,859 537,878 SH   DFND 01,02 0 156,654 381,224
AFLAC INC COM 001055102 318 5,209 SH   DFND 01,03 0 5,209 0
AFLAC INC COM 001055102 1,558 25,498 SH   DFND 01,16 0 0 25,498
AGCO CORP COM 001084102 13,512 298,921 SH   DFND 01,02 0 15,232 283,689
AGCO CORP COM 001084102 33 730 SH   DFND 01,16 0 6 724
AG&E HOLDINGS INC COM 00108M102 9 12,000 SH   DFND 01,16 0 0 12,000
AGL RESOURCES INC COM 001204106 3,482 63,889 SH   DFND 01,02 0 39,378 24,511
AGL RESOURCES INC COM 001204106 75 1,385 SH   DFND 01,03 0 1,385 0
AGL RESOURCES INC COM 001204106 79 1,454 SH   DFND 01,16 0 0 1,454
AG MORTGAGE INVESTMENT TRUST COM 001228105 278 14,855 SH   DFND 01,02 0 6,155 8,700
AES CORP COM 00130H105 257,412 18,693,600 SH   DFND 01,02 0 5,549,429 13,144,171
AES CORP COM 00130H105 477 34,663 SH   DFND 01,03 0 34,663 0
AES CORP COM 00130H105 64 4,626 SH   DFND 01,16 0 2,471 2,155
AIA GROUP LTD-SP ADR ADR 001317205 784 35,223 SH   DFND 01,02 0 0 35,223
AIA GROUP LTD-SP ADR ADR 001317205 29 1,330 SH   DFND 01,16 0 0 1,330
AK STEEL HOLDING CORP COM 001547108 14,259 2,400,785 SH   DFND 01,02 0 194,390 2,206,395
AK STEEL HOLDING CORP COM 001547108 19 3,150 SH   DFND 01,16 0 0 3,150
COHEN & STEERS GLOBAL REALTY COM 00162Q106 717 16,487 SH   DFND 01,16 0 0 16,487
ALPS INTERNATIONAL SECTOR DI COM 00162Q718 438 16,841 SH   DFND 01,16 0 0 16,841
ALPS EQ HIGH VOLATILITY PU COM 00162Q734 272 11,710 SH   DFND 01,16 0 0 11,710
ALPS SECTOR DIVIDEND DOGS COM 00162Q858 2,263 59,491 SH   DFND 01,16 0 0 59,491
ALERIAN MLP ETF COM 00162Q866 37,234 2,130,466 SH   DFND 01,16 0 0 2,130,466
AMAG PHARMACEUTICALS INC COM 00163U106 2,203 51,675 SH   DFND 01,02 0 49,395 2,280
AMAG PHARMACEUTICALS INC COM 00163U106 17 403 SH   DFND 01,03 0 403 0
AMAG PHARMACEUTICALS INC CONV BND 00163UAA4 8,941 5,300,000 PRN   DFND 01,02 0 0 5,300,000
AMC NETWORKS INC-A COM 00164V103 9,344 146,527 SH   DFND 01,02 0 9,693 136,834
AMC NETWORKS INC-A COM 00164V103 8 121 SH   DFND 01,16 0 0 121
AMC ENTERTAINMENT HLDS-CL A COM 00165C104 3,879 148,194 SH   DFND 01,02 0 41,494 106,700
AMEC PLC - SPON ADR ADR 00167X205 4,718 364,620 SH   DFND 01,02 0 0 364,620
AMEC PLC - SPON ADR ADR 00167X205 6 427 SH   DFND 01,16 0 0 427
AMG 5.15 10/15/37 CONV PRF 00170F209 11,151 180,600 SH   DFND 01,02 0 0 180,600
AMN HEALTHCARE SERVICES INC COM 001744101 6,854 349,712 SH   DFND 01,02 0 1,742 347,970
AMN HEALTHCARE SERVICES INC COM 001744101 218 11,110 SH   DFND 01,16 0 0 11,110
ANI PHARMACEUTICALS INC COM 00182C103 3,007 53,315 SH   DFND 01,02 0 19,115 34,200
ANI PHARMACEUTICALS INC COM 00182C103 8 150 SH   DFND 01,16 0 0 150
AOL INC COM 00184X105 9,568 207,242 SH   DFND 01,02 0 26,979 180,263
AOL INC COM 00184X105 5 109 SH   DFND 01,16 0 0 109
AMERICAN AIRLINES ESCROW WT 001ESC102 0 237,666 SH   DFND 01,02 0 0 237,666
AT&T INC COM 00206R102 571,845 17,024,344 SH   DFND 01,02 0 1,692,915 15,331,429
AT&T INC COM 00206R102 2,191 65,214 SH   DFND 01,03 0 65,214 0
AT&T INC COM 00206R102 26,565 791,515 SH   DFND 01,16 0 2,568 788,947
A10 NETWORKS INC COM 002121101 3,359 770,275 SH   DFND 01,02 0 726,520 43,755
AU OPTRONICS CORP-SPON ADR ADR 002255107 85 16,612 SH   DFND 01,02 0 0 16,612
AZZ INC COM 002474104 17,116 364,771 SH   DFND 01,02 0 6,841 357,930
AZZ INC COM 002474104 282 6,003 SH   DFND 01,16 0 0 6,003
AARON'S INC COM 002535300 4,833 158,082 SH   DFND 01,02 0 8,823 149,259
ABAXIS INC COM 002567105 6,812 119,868 SH   DFND 01,02 0 26,759 93,109
ABAXIS INC COM 002567105 4 67 SH   DFND 01,16 0 0 67
ABBOTT LABORATORIES COM 002824100 367,845 8,170,633 SH   DFND 01,02 0 6,111,749 2,058,884
ABBOTT LABORATORIES COM 002824100 1,648 36,596 SH   DFND 01,03 0 36,596 0
ABBOTT LABORATORIES COM 002824100 7,545 167,585 SH   DFND 01,10 0 0 167,585
ABBOTT LABORATORIES COM 002824100 3,503 77,486 SH   DFND 01,16 0 0 77,486
ABBVIE INC COM 00287Y109 550,861 8,417,823 SH   DFND 01,02 0 2,795,478 5,622,345
ABBVIE INC COM 00287Y109 1,449 22,139 SH   DFND 01,03 0 22,139 0
ABBVIE INC COM 00287Y109 36,409 554,186 SH   DFND 01,16 0 34 554,152
ABERCROMBIE & FITCH CO-CL A COM 002896207 14,259 497,882 SH   DFND 01,02 0 21,028 476,854
ABERCROMBIE & FITCH CO-CL A COM 002896207 9,336 326,002 SH   DFND 01,10 0 28,400 297,602
ABERCROMBIE & FITCH CO-CL A COM 002896207 10 358 SH   DFND 01,16 0 0 358
ABIOMED INC COM 003654100 7,442 195,533 SH   DFND 01,02 0 33,759 161,774
ABRAXAS PETROLEUM CORP COM 003830106 5 1,830 SH   DFND 01,02 0 1,830 0
ABRAXAS PETROLEUM CORP COM 003830106 84 28,600 SH   DFND 01,16 0 0 28,600
ACACIA RESEARCH CORP COM 003881307 6,617 390,662 SH   DFND 01,02 0 68,105 322,557
ACADIA HEALTHCARE CO INC COM 00404A109 12,232 199,836 SH   DFND 01,02 0 18,431 181,405
ACADIA HEALTHCARE CO INC COM 00404A109 119 1,947 SH   DFND 01,16 0 0 1,947
ACADIA PHARMACEUTICALS INC COM 004225108 10,122 318,815 SH   DFND 01,02 0 180,721 138,094
ACADIA PHARMACEUTICALS INC COM 004225108 22 706 SH   DFND 01,03 0 706 0
ACADIA REALTY TRUST COM 004239109 19,283 602,029 SH   DFND 01,02 0 199,625 402,404
ACADIA REALTY TRUST COM 004239109 8 240 SH   DFND 01,16 0 0 240
ACCELERON PHARMA INC COM 00434H108 908 23,317 SH   DFND 01,02 0 21,307 2,010
ACCESS MIDSTREAM PARTNERS LP LP 00434L109 3 50 SH   DFND 01,02 0 50 0
ACCESS MIDSTREAM PARTNERS LP LP 00434L109 211 3,898 SH   DFND 01,16 0 0 3,898
ACCOR SA-UNSPON ADR ADR 00435F200 115 12,757 SH   DFND 01,02 0 0 12,757
ACETO CORP COM 004446100 2,625 120,952 SH   DFND 01,02 0 862 120,090
ACETO CORP COM 004446100 40 1,831 SH   DFND 01,16 0 0 1,831
ACHILLION PHARMACEUTICALS COM 00448Q201 2,970 242,315 SH   DFND 01,02 0 229,095 13,220
ACHILLION PHARMACEUTICALS COM 00448Q201 1 100 SH   DFND 01,16 0 0 100
ACI WORLDWIDE INC COM 004498101 9,483 470,133 SH   DFND 01,02 0 204,165 265,968
ACORDA THERAPEUTICS INC COM 00484M106 8,005 195,868 SH   DFND 01,02 0 11,463 184,405
ACORDA THERAPEUTICS INC COM 00484M106 1 33 SH   DFND 01,16 0 0 33
ACORDA THERAPEUTICS INC CONV BND 00484MAA4 13,637 11,851,000 PRN   DFND 01,02 0 0 11,851,000
ACTELION LTD-UNSP ADR ADR 00507G102 256 8,917 SH   DFND 01,16 0 0 8,917
ACTIVISION BLIZZARD INC COM 00507V109 119,103 5,910,847 SH   DFND 01,02 0 1,149,735 4,761,112
ACTIVISION BLIZZARD INC COM 00507V109 123 6,125 SH   DFND 01,03 0 6,125 0
ACTIVISION BLIZZARD INC COM 00507V109 25,956 1,288,732 SH   DFND 01,10 0 0 1,288,732
ACTIVISION BLIZZARD INC COM 00507V109 146 7,271 SH   DFND 01,16 0 3,365 3,906
ACTUATE CORP COM 00508B102 585 88,595 SH   DFND 01,02 0 88,595 0
ACTUANT CORP-A COM 00508X203 10,294 377,905 SH   DFND 01,02 0 10,281 367,624
ACTUANT CORP-A COM 00508X203 4 160 SH   DFND 01,16 0 0 160
ACUITY BRANDS INC COM 00508Y102 21,141 150,925 SH   DFND 01,02 0 25,363 125,562
ACUITY BRANDS INC COM 00508Y102 31 222 SH   DFND 01,03 0 222 0
ACXIOM CORP COM 005125109 11,622 573,450 SH   DFND 01,02 0 329,439 244,011
ACXIOM CORP COM 005125109 6 320 SH   DFND 01,03 0 320 0
ACXIOM CORP COM 005125109 6 300 SH   DFND 01,16 0 0 300
ADEPTUS HEALTH INC-CLASS A COM 006855100 2,611 69,802 SH   DFND 01,02 0 30,322 39,480
ADEPTUS HEALTH INC-CLASS A COM 006855100 9 250 SH   DFND 01,16 0 0 250
ADELPHIA CONTINGENT VALUE COM 00685R706 14 1,410,902 SH   DFND 01,02 0 0 1,410,902
ADOBE SYSTEMS INC COM 00724F101 87,501 1,203,601 SH   DFND 01,02 0 161,950 1,041,651
ADOBE SYSTEMS INC COM 00724F101 398 5,479 SH   DFND 01,03 0 5,479 0
ADOBE SYSTEMS INC COM 00724F101 4,782 65,774 SH   DFND 01,10 0 18,320 47,454
ADOBE SYSTEMS INC COM 00724F101 1,099 15,116 SH   DFND 01,16 0 11,045 4,071
ADTRAN INC COM 00738A106 18,186 834,206 SH   DFND 01,02 0 443,121 391,085
ADTRAN INC COM 00738A106 1 46 SH   DFND 01,16 0 0 46
ADVANCE AUTO PARTS INC COM 00751Y106 82,027 514,975 SH   DFND 01,02 0 14,954 500,021
ADVANCE AUTO PARTS INC COM 00751Y106 1,239 7,779 SH   DFND 01,10 0 0 7,779
ADVANCE AUTO PARTS INC COM 00751Y106 882 5,539 SH   DFND 01,16 0 4,402 1,137
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 59 9,638 SH   DFND 01,02 0 0 9,638
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 1,009 164,800 SH   DFND 01,10 0 0 164,800
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 2 258 SH   DFND 01,16 0 0 258
ADVISORY BOARD CO/THE COM 00762W107 3,930 80,230 SH   DFND 01,02 0 80,230 0
ADVENT CLAYMORE CVT SEC& INC COM 00764C109 8,575 524,831 SH   DFND 01,16 0 0 524,831
ADVANTAGE OIL & GAS LTD COM 00765F101 6,981 1,457,446 SH   DFND 01,02 0 0 1,457,446
ADVANTAGE OIL & GAS LTD COM 00765F101 12 2,500 SH   DFND 01,16 0 0 2,500
AECOM TECHNOLOGY CORP COM 00766T100 11,194 368,627 SH   DFND 01,02 0 7,829 360,798
AECOM TECHNOLOGY CORP COM 00766T100 4 133 SH   DFND 01,16 0 0 133
AEGERION PHARMACEUTICALS INC CONV BND 00767EAA0 14,127 17,570,000 PRN   DFND 01,02 0 0 17,570,000
AEGION CORP COM 00770F104 4,825 259,213 SH   DFND 01,02 0 3,805 255,408
AEGION CORP COM 00770F104 2 100 SH   DFND 01,16 0 0 100
AERIE PHARMACEUTICALS INC COM 00771V108 1,196 40,968 SH   DFND 01,02 0 40,968 0
AEROPOSTALE INC COM 007865108 810 349,238 SH   DFND 01,02 0 1,458 347,780
AEROPOSTALE INC COM 007865108 0 39 SH   DFND 01,16 0 0 39
ADVANCED MICRO DEVICES COM 007903107 13,167 4,931,217 SH   DFND 01,02 0 644,106 4,287,111
ADVANCED MICRO DEVICES COM 007903107 37 13,769 SH   DFND 01,10 0 0 13,769
ADVANCED MICRO DEVICES COM 007903107 10 3,572 SH   DFND 01,16 0 0 3,572
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 6,836 297,480 SH   DFND 01,02 0 0 297,480
AEGON N.V.-NY REG SHR COM 007924103 111 14,769 SH   DFND 01,02 0 0 14,769
AEGON N.V.-NY REG SHR COM 007924103 113 14,973 SH   DFND 01,16 0 0 14,973
ADVANCED ENERGY INDUSTRIES COM 007973100 64,789 2,733,743 SH   DFND 01,02 0 158,337 2,575,406
ADVANCED ENERGY INDUSTRIES COM 007973100 509 21,485 SH   DFND 01,10 0 0 21,485
ADVANCED ENERGY INDUSTRIES COM 007973100 2 67 SH   DFND 01,16 0 0 67
ADVENT SOFTWARE INC COM 007974108 10,691 348,937 SH   DFND 01,02 0 128,501 220,436
AETERNA ZENTARIS INC COM 007975303 26 42,833 SH   DFND 01,16 0 0 42,833
AEROVIRONMENT INC COM 008073108 2,806 102,974 SH   DFND 01,02 0 14,815 88,159
AETNA INC COM 00817Y108 94,340 1,062,041 SH   DFND 01,02 0 184,561 877,480
AETNA INC COM 00817Y108 361 4,067 SH   DFND 01,03 0 4,067 0
AETNA INC COM 00817Y108 720 8,100 SH   DFND 01,10 0 8,100 0
AETNA INC COM 00817Y108 1,196 13,462 SH   DFND 01,16 0 0 13,462
AFFILIATED MANAGERS GROUP COM 008252108 45,457 214,178 SH   DFND 01,02 0 128,433 85,745
AFFILIATED MANAGERS GROUP COM 008252108 181 850 SH   DFND 01,03 0 850 0
AFFILIATED MANAGERS GROUP COM 008252108 11,383 53,664 SH   DFND 01,10 0 0 53,664
AFFILIATED MANAGERS GROUP COM 008252108 866 4,079 SH   DFND 01,16 0 3,576 503
AFFYMETRIX INC COM 00826T108 4,131 418,630 SH   DFND 01,02 0 69,009 349,621
AGILENT TECHNOLOGIES INC COM 00846U101 5,295 129,288 SH   DFND 01,02 0 60,421 68,867
AGILENT TECHNOLOGIES INC COM 00846U101 158 3,858 SH   DFND 01,03 0 3,858 0
AGILENT TECHNOLOGIES INC COM 00846U101 141 3,448 SH   DFND 01,16 0 0 3,448
AGNICO EAGLE MINES LTD COM 008474108 3,607 144,943 SH   DFND 01,02 0 68,410 76,533
AGNICO EAGLE MINES LTD COM 008474108 19 752 SH   DFND 01,16 0 0 752
AGILYSYS INC COM 00847J105 825 65,515 SH   DFND 01,02 0 331 65,184
AGIOS PHARMACEUTICALS INC COM 00847X104 1,306 11,661 SH   DFND 01,02 0 11,661 0
AGREE REALTY CORP COM 008492100 2,434 78,250 SH   DFND 01,02 0 2,605 75,645
AGRIUM INC COM 008916108 10,259 108,312 SH   DFND 01,02 0 117 108,195
AGRIUM INC COM 008916108 193 2,039 SH   DFND 01,16 0 957 1,082
AIR FRANCE-KLM-ADR ADR 009119108 9,741 1,027,464 SH   DFND 01,02 0 0 1,027,464
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 352 14,141 SH   DFND 01,02 0 0 14,141
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 30 1,204 SH   DFND 01,16 0 0 1,204
AIR METHODS CORP COM 009128307 37,301 847,132 SH   DFND 01,02 0 550,488 296,644
AIR METHODS CORP COM 009128307 32 722 SH   DFND 01,03 0 722 0
AIR METHODS CORP COM 009128307 0 6 SH   DFND 01,16 0 0 6
AIR LEASE CORP COM 00912X302 327 9,527 SH   DFND 01,02 0 2,258 7,269
AIR LEASE CORP COM 00912X302 75 2,182 SH   DFND 01,16 0 0 2,182
AIR LEASE CORP CONV BND 00912XAK0 16,093 11,779,000 PRN   DFND 01,02 0 0 11,779,000
AIR PRODUCTS & CHEMICALS INC COM 009158106 13,606 94,099 SH   DFND 01,02 0 54,600 39,499
AIR PRODUCTS & CHEMICALS INC COM 009158106 321 2,226 SH   DFND 01,03 0 2,226 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,285 8,908 SH   DFND 01,16 0 0 8,908
AIR TRANSPORT SERVICES GROUP COM 00922R105 4,248 496,271 SH   DFND 01,02 0 8,025 488,246
AIRBUS GROUP NV - UNSP ADR ADR 009279100 234 18,729 SH   DFND 01,02 0 0 18,729
AIRBUS GROUP NV - UNSP ADR ADR 009279100 374 30,254 SH   DFND 01,16 0 0 30,254
AIRGAS INC COM 009363102 10,049 87,237 SH   DFND 01,02 0 6,348 80,889
AIRGAS INC COM 009363102 3,882 33,708 SH   DFND 01,02,10 0 0 33,708
AIRGAS INC COM 009363102 90 779 SH   DFND 01,03 0 779 0
AIRGAS INC COM 009363102 57,775 501,681 SH   DFND 01,10 0 233,745 267,936
AIRTRAN HOLDINGS INC CONV BND 00949PAD0 7,304 2,495,000 PRN   DFND 01,02 0 0 2,495,000
AKBANK T.A.S.-ADR ADR 009719501 83 11,194 SH   DFND 01,02 0 0 11,194
AKAMAI TECHNOLOGIES INC COM 00971T101 7,200 114,352 SH   DFND 01,02 0 77,838 36,514
AKAMAI TECHNOLOGIES INC COM 00971T101 130 2,057 SH   DFND 01,03 0 2,057 0
AKAMAI TECHNOLOGIES INC COM 00971T101 122 1,942 SH   DFND 01,16 0 0 1,942
AKAMAI TECHNOLOGIES INC CONV BND 00971TAF8 6,880 6,611,000 PRN   DFND 01,02 0 0 6,611,000
AKORN INC COM 009728106 40,837 1,128,058 SH   DFND 01,02 0 488,087 639,971
AKORN INC COM 009728106 78 2,164 SH   DFND 01,03 0 2,164 0
AKORN INC COM 009728106 275 7,589 SH   DFND 01,16 0 0 7,589
AKZO NOBEL NV-SPON ADR ADR 010199305 304 13,046 SH   DFND 01,02 0 0 13,046
AKZO NOBEL NV-SPON ADR ADR 010199305 64 2,821 SH   DFND 01,16 0 0 2,821
ALAMO GROUP INC COM 011311107 12,078 249,315 SH   DFND 01,02 0 182,964 66,351
ALASKA AIR GROUP INC COM 011659109 104,350 1,746,168 SH   DFND 01,02 0 763,902 982,266
ALASKA AIR GROUP INC COM 011659109 93 1,549 SH   DFND 01,03 0 1,549 0
ALASKA AIR GROUP INC COM 011659109 2,847 47,634 SH   DFND 01,16 0 0 47,634
ALBANY INTL CORP-CL A COM 012348108 24,644 648,676 SH   DFND 01,02 0 428,002 220,674
ALBANY MOLECULAR RESEARCH COM 012423109 1,707 104,882 SH   DFND 01,02 0 252 104,630
ALBEMARLE CORP COM 012653101 23,460 390,138 SH   DFND 01,02 0 80,919 309,219
ALBEMARLE CORP COM 012653101 39 641 SH   DFND 01,16 0 0 641
ALCENTRA CAPITAL CORP COM 01374T102 135 10,800 SH   DFND 01,16 0 0 10,800
ALCOA INC COM 013817101 10,105 640,080 SH   DFND 01,02 0 213,491 426,589
ALCOA INC COM 013817101 215 13,632 SH   DFND 01,03 0 13,632 0
ALCOA INC COM 013817101 2,225 141,535 SH   DFND 01,16 0 0 141,535
ALCOA INC CONV PRF 013817309 23,749 470,750 SH   DFND 01,02 0 0 470,750
ALCOA INC CONV PRF 013817309 29 575 SH   DFND 01,16 0 0 575
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 122 34,142 SH   DFND 01,02 0 0 34,142
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 30 8,431 SH   DFND 01,16 0 0 8,431
ALEXANDER & BALDWIN INC COM 014491104 8,952 228,023 SH   DFND 01,02 0 1,752 226,271
ALERE INC COM 01449J105 5,085 133,825 SH   DFND 01,02 0 5,355 128,470
ALERE INC COM 01449J105 1 27 SH   DFND 01,16 0 0 27
ALR 3 CONV PRF 01449J204 12,962 41,150 SH   DFND 01,02 0 0 41,150
ALEXANDER'S INC COM 014752109 967 2,213 SH   DFND 01,02 0 2,213 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 106,119 1,195,740 SH   DFND 01,02 0 297,289 898,451
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 10,493 118,231 SH   DFND 01,10 0 0 118,231
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 10 112 SH   DFND 01,16 0 0 112
ARE 7 CONV PRF 015271505 27,912 1,010,400 SH   DFND 01,02 0 0 1,010,400
ALEXION PHARMACEUTICALS INC COM 015351109 445,922 2,410,015 SH   DFND 01,02 0 1,959,114 450,901
ALEXION PHARMACEUTICALS INC COM 015351109 13,605 73,529 SH   DFND 01,03 0 73,529 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,950 10,536 SH   DFND 01,16 0 3,934 6,602
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 568,605 5,470,494 SH   DFND 01,02 0 3,410,152 2,060,342
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 14,712 141,544 SH   DFND 01,02,10 0 0 141,544
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 13,698 131,784 SH   DFND 01,03 0 131,784 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 47,955 461,359 SH   DFND 01,10 0 223,519 237,840
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 1,269 12,213 SH   DFND 01,16 0 3,897 8,316
ALIGN TECHNOLOGY INC COM 016255101 35,780 639,950 SH   DFND 01,02 0 344,830 295,120
ALIGN TECHNOLOGY INC COM 016255101 55 975 SH   DFND 01,03 0 975 0
ALIGN TECHNOLOGY INC COM 016255101 42,178 754,400 SH   DFND 01,10 0 96,000 658,400
ALIGN TECHNOLOGY INC COM 016255101 86 1,540 SH   DFND 01,16 0 0 1,540
ALLEGHANY CORP COM 017175100 34,811 75,102 SH   DFND 01,02 0 4,228 70,874
ALLEGHANY CORP COM 017175100 67 146 SH   DFND 01,16 0 124 22
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,313 124,006 SH   DFND 01,02 0 20,866 103,140
ALLEGHENY TECHNOLOGIES INC COM 01741R102 44 1,255 SH   DFND 01,03 0 1,255 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7 200 SH   DFND 01,16 0 0 200
ALLEGIANT TRAVEL CO COM 01748X102 9,781 65,047 SH   DFND 01,02 0 5,105 59,942
ALLERGAN INC COM 018490102 37,484 176,325 SH   DFND 01,02 0 113,287 63,038
ALLERGAN INC COM 018490102 732 3,445 SH   DFND 01,03 0 3,445 0
ALLERGAN INC COM 018490102 705 3,316 SH   DFND 01,16 0 0 3,316
ALLETE INC COM 018522300 18,816 341,218 SH   DFND 01,02 0 126,179 215,039
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AMERICAN EXPRESS CO COM 025816109 276,113 2,967,675 SH   DFND 01,02 0 1,575,370 1,392,305
AMERICAN EXPRESS CO COM 025816109 6,366 68,424 SH   DFND 01,02,10 0 0 68,424
AMERICAN EXPRESS CO COM 025816109 1,030 11,070 SH   DFND 01,03 0 11,070 0
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ARCH COAL INC COM 039380100 3 1,587 SH   DFND 01,16 0 0 1,587
ARCELORMITTAL-NY REGISTERED COM 03938L104 146 13,186 SH   DFND 01,02 0 0 13,186
ARCELORMITTAL-NY REGISTERED COM 03938L104 27 2,477 SH   DFND 01,16 0 0 2,477
ARCHER-DANIELS-MIDLAND CO COM 039483102 295,578 5,684,139 SH   DFND 01,02 0 373,876 5,310,263
ARCHER-DANIELS-MIDLAND CO COM 039483102 387 7,447 SH   DFND 01,03 0 7,447 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 1,587 30,513 SH   DFND 01,16 0 1,692 28,821
ARCTIC CAT INC COM 039670104 15,353 432,426 SH   DFND 01,02 0 174,267 258,159
ARGAN INC COM 04010E109 8,578 255,000 SH   DFND 01,02 0 180,162 74,838
ARES CAPITAL CORP COM 04010L103 18,402 1,179,258 SH   DFND 01,02 0 16,158 1,163,100
ARES CAPITAL CORP COM 04010L103 43,350 2,778,795 SH   DFND 01,10 0 1,216,854 1,561,941
ARES CAPITAL CORP COM 04010L103 21,925 1,421,617 SH   DFND 01,16 0 0 1,421,617
ARES CAPITAL CORP CONV BND 04010LAM5 13,447 13,414,000 PRN   DFND 01,02 0 0 13,414,000
ARIAD PHARMACEUTICALS INC COM 04033A100 11,635 1,693,535 SH   DFND 01,02 0 1,313,304 380,231
ARIAD PHARMACEUTICALS INC COM 04033A100 111 16,100 SH   DFND 01,16 0 0 16,100
ARIAD PHARMACEUTICALS INC CONV BND 04033AAA8 14,686 14,540,000 PRN   DFND 01,02 0 0 14,540,000
ARISTA NETWORKS INC COM 040413106 1,008 16,600 SH   DFND 01,02 0 16,600 0
ARISTA NETWORKS INC COM 040413106 12 200 SH   DFND 01,16 0 0 200
ARKANOVA ENERGY CORP COM 040732109 0 26,316 SH   DFND 01,16 0 0 26,316
ARLINGTON ASSET INVESTMENT-A COM 041356205 282 10,610 SH   DFND 01,02 0 3,210 7,400
ARLINGTON ASSET INVESTMENT-A COM 041356205 75 2,826 SH   DFND 01,16 0 0 2,826
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 507,030 10,950,948 SH   DFND 01,02 0 0 10,950,948
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 14,276 308,338 SH   DFND 01,03 0 0 308,338
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 41 882 SH   DFND 01,16 0 0 882
ARMADA HOFFLER PROPERTIES IN COM 04208T108 25 2,580 SH   DFND 01,02 0 2,580 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 107 11,225 SH   DFND 01,16 0 0 11,225
ARMSTRONG WORLD INDUSTRIES COM 04247X102 5,963 116,632 SH   DFND 01,02 0 6,632 110,000
ARMSTRONG WORLD INDUSTRIES COM 04247X102 10 200 SH   DFND 01,16 0 0 200
ARRIS GROUP INC COM 04270V106 15,585 516,254 SH   DFND 01,02 0 204,364 311,890
ARRIS GROUP INC COM 04270V106 21 683 SH   DFND 01,03 0 683 0
ARRIS GROUP INC COM 04270V106 432 14,324 SH   DFND 01,16 0 0 14,324
ARROW ELECTRONICS INC COM 042735100 45,270 782,001 SH   DFND 01,02 0 60,131 721,870
ARROW ELECTRONICS INC COM 042735100 185 3,200 SH   DFND 01,03 0 3,200 0
ARROW ELECTRONICS INC COM 042735100 108 1,855 SH   DFND 01,16 0 1,069 786
ARROWHEAD RESEARCH CORP COM 042797209 5,585 757,137 SH   DFND 01,02 0 427,506 329,631
ARTISAN PARTNERS ASSET MA -A COM 04316A108 3,816 75,515 SH   DFND 01,02 0 50 75,465
ARUBA NETWORKS INC COM 043176106 40,848 2,246,890 SH   DFND 01,02 0 288,635 1,958,255
ARUBA NETWORKS INC COM 043176106 91 5,000 SH   DFND 01,03 0 5,000 0
ARUBA NETWORKS INC COM 043176106 102 5,600 SH   DFND 01,10 0 0 5,600
ARUBA NETWORKS INC COM 043176106 127 7,005 SH   DFND 01,16 0 0 7,005
ASBURY AUTOMOTIVE GROUP COM 043436104 991 13,056 SH   DFND 01,02 0 12,856 200
ASBURY AUTOMOTIVE GROUP COM 043436104 73 967 SH   DFND 01,16 0 0 967
ASCENA RETAIL GROUP INC COM 04351G101 8,237 655,829 SH   DFND 01,02 0 3,632 652,197
ASCENA RETAIL GROUP INC COM 04351G101 3 206 SH   DFND 01,16 0 0 206
ASCENT CAPITAL GROUP INC-A COM 043632108 4,635 87,565 SH   DFND 01,02 0 1,324 86,241
ASCENT CAPITAL GROUP INC-A COM 043632108 0 1 SH   DFND 01,16 0 0 1
ASHFORD HOSPITALITY TRUST COM 044103109 290 27,614 SH   DFND 01,02 0 8,914 18,700
ASHFORD HOSPITALITY TRUST COM 044103109 12 1,100 SH   DFND 01,16 0 0 1,100
ASHLAND INC COM 044209104 21,667 180,920 SH   DFND 01,02 0 20,985 159,935
ASHLAND INC COM 044209104 234 1,955 SH   DFND 01,16 0 0 1,955
ASHTEAD GROUP PLC-UNSPON ADR ADR 045055100 552 7,680 SH   DFND 01,16 0 0 7,680
ASPEN TECHNOLOGY INC COM 045327103 6,045 172,630 SH   DFND 01,02 0 144,980 27,650
ASPEN TECHNOLOGY INC COM 045327103 23 644 SH   DFND 01,03 0 644 0
ASPEN TECHNOLOGY INC COM 045327103 7 200 SH   DFND 01,16 0 0 200
ASSA ABLOY AB - UNSP ADR ADR 045387107 439 16,560 SH   DFND 01,02 0 0 16,560
ASSA ABLOY AB - UNSP ADR ADR 045387107 1,199 45,143 SH   DFND 01,16 0 0 45,143
ASSOCIATED BANC-CORP COM 045487105 14,217 763,119 SH   DFND 01,02 0 208,420 554,699
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 35 710 SH   DFND 01,02 0 0 710
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 463 9,460 SH   DFND 01,16 0 0 9,460
ASSOCIATED ESTATES REALTY CP COM 045604105 17,561 756,557 SH   DFND 01,02 0 503,172 253,385
ASSOCIATED ESTATES REALTY CP COM 045604105 2 83 SH   DFND 01,16 0 0 83
AT HOME CORPORATION CONV BND 045919AF4 0 4,193,138 PRN   DFND 01,02 0 0 4,193,138
ASSURANT INC COM 04621X108 13,133 191,902 SH   DFND 01,02 0 79,263 112,639
ASSURANT INC COM 04621X108 55 811 SH   DFND 01,03 0 811 0
ASSURANT INC COM 04621X108 298 4,400 SH   DFND 01,16 0 0 4,400
ASTEC INDUSTRIES INC COM 046224101 5,791 147,308 SH   DFND 01,02 0 1,901 145,407
ASSURED GUARANTY MUNICIPAL HOLDING PRF 04623A403 557 23,289 SH   DFND 01,16 0 0 23,289
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 286 20,256 SH   DFND 01,02 0 0 20,256
ASTORIA FINANCIAL CORP COM 046265104 14,783 1,106,500 SH   DFND 01,02 0 903,285 203,215
ASTRAZENECA PLC-SPONS ADR ADR 046353108 59,149 840,393 SH   DFND 01,02 0 0 840,393
ASTRAZENECA PLC-SPONS ADR ADR 046353108 38 541 SH   DFND 01,03 0 0 541
ASTRAZENECA PLC-SPONS ADR ADR 046353108 6,588 93,682 SH   DFND 01,16 0 0 93,682
ASTRONICS CORP COM 046433108 1,266 22,889 SH   DFND 01,02 0 22,889 0
ATHENAHEALTH INC COM 04685W103 197 1,349 SH   DFND 01,02 0 1,349 0
ATHENAHEALTH INC COM 04685W103 17 119 SH   DFND 01,16 0 0 119
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 50 4,241 SH   DFND 01,02 0 0 4,241
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 501 43,276 SH   DFND 01,16 0 0 43,276
ATLANTIC POWER CORP COM 04878Q863 6 2,315 SH   DFND 01,02 0 2,315 0
ATLANTIC POWER CORP COM 04878Q863 27 9,950 SH   DFND 01,16 0 0 9,950
ATLANTIC TELE-NETWORK INC COM 049079205 7,376 109,122 SH   DFND 01,02 0 785 108,337
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 31,371 636,340 SH   DFND 01,02 0 262,974 373,366
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 3 61 SH   DFND 01,16 0 0 61
ATLAS PIPELINE PARTNERS LP LP 049392103 236 8,642 SH   DFND 01,16 0 0 8,642
ATMEL CORP COM 049513104 8,955 1,066,619 SH   DFND 01,02 0 99,407 967,212
ATMEL CORP COM 049513104 17 2,050 SH   DFND 01,16 0 0 2,050
ATMOS ENERGY CORP COM 049560105 29,046 521,094 SH   DFND 01,02 0 27,677 493,417
ATMOS ENERGY CORP COM 049560105 165 2,960 SH   DFND 01,16 0 0 2,960
ATRICURE INC COM 04963C209 2,267 113,583 SH   DFND 01,02 0 440 113,143
ATRION CORPORATION COM 049904105 20,345 59,837 SH   DFND 01,02 0 43,229 16,608
ATWOOD OCEANICS INC COM 050095108 9,527 335,811 SH   DFND 01,02 0 45,490 290,321
ATWOOD OCEANICS INC COM 050095108 600 21,150 SH   DFND 01,10 0 21,150 0
ATWOOD OCEANICS INC COM 050095108 113 3,975 SH   DFND 01,16 0 0 3,975
AUDIENCE INC COM 05070J102 3,063 696,029 SH   DFND 01,02 0 95 695,934
AUDIENCE INC COM 05070J102 107 24,386 SH   DFND 01,10 0 0 24,386
AURICO GOLD INC COM 05155C105 14,916 4,547,547 SH   DFND 01,02 0 0 4,547,547
AURIGA LABORATORIES INC COM 05155L105 0 31,000 SH   DFND 01,16 0 0 31,000
AUSPEX PHARMACEUTICALS INC COM 05211J102 9,648 183,856 SH   DFND 01,02 0 105,940 77,916
AUSPEX PHARMACEUTICALS INC COM 05211J102 19 355 SH   DFND 01,03 0 355 0
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 508 19,288 SH   DFND 01,02 0 0 19,288
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 74 2,860 SH   DFND 01,16 0 0 2,860
AUTOBYTEL INC COM 05275N205 2,354 216,000 SH   DFND 01,02 0 216,000 0
AUTOBYTEL INC COM 05275N205 5 500 SH   DFND 01,16 0 0 500
AUTODESK INC COM 052769106 113,741 1,893,761 SH   DFND 01,02 0 320,677 1,573,084
AUTODESK INC COM 052769106 338 5,631 SH   DFND 01,03 0 5,631 0
AUTODESK INC COM 052769106 60,036 999,583 SH   DFND 01,10 0 1,574 998,009
AUTODESK INC COM 052769106 289 4,807 SH   DFND 01,16 0 0 4,807
AUTOLIV INC COM 052800109 12,463 117,444 SH   DFND 01,02 0 6,107 111,337
AUTOLIV INC COM 052800109 2 15 SH   DFND 01,16 0 0 15
AUTOMATIC DATA PROCESSING COM 053015103 205,268 2,461,501 SH   DFND 01,02 0 1,714,524 746,977
AUTOMATIC DATA PROCESSING COM 053015103 549 6,580 SH   DFND 01,03 0 6,580 0
AUTOMATIC DATA PROCESSING COM 053015103 4,113 49,336 SH   DFND 01,10 0 5,539 43,797
AUTOMATIC DATA PROCESSING COM 053015103 1,546 18,549 SH   DFND 01,16 0 0 18,549
AUTONATION INC COM 05329W102 2,216 36,682 SH   DFND 01,02 0 21,378 15,304
AUTONATION INC COM 05329W102 52 864 SH   DFND 01,03 0 864 0
AUTONATION INC COM 05329W102 204 3,371 SH   DFND 01,16 0 0 3,371
AUTOZONE INC COM 053332102 14,673 23,702 SH   DFND 01,02 0 17,136 6,566
AUTOZONE INC COM 053332102 230 372 SH   DFND 01,03 0 372 0
AUTOZONE INC COM 053332102 408 657 SH   DFND 01,16 0 330 327
AVALONBAY COMMUNITIES INC COM 053484101 36,406 222,687 SH   DFND 01,02 0 97,275 125,412
AVALONBAY COMMUNITIES INC COM 053484101 249 1,526 SH   DFND 01,03 0 1,526 0
AVALONBAY COMMUNITIES INC COM 053484101 157 959 SH   DFND 01,10 0 0 959
AVALONBAY COMMUNITIES INC COM 053484101 713 4,366 SH   DFND 01,16 0 0 4,366
AVANIR PHARMACEUTICALS INC COM 05348P401 2,831 167,029 SH   DFND 01,02 0 167,029 0
AVANIR PHARMACEUTICALS INC COM 05348P401 3 187 SH   DFND 01,16 0 0 187
AVERY DENNISON CORP COM 053611109 11,378 219,332 SH   DFND 01,02 0 15,842 203,490
AVERY DENNISON CORP COM 053611109 55 1,055 SH   DFND 01,03 0 1,055 0
AVERY DENNISON CORP COM 053611109 49 944 SH   DFND 01,16 0 505 439
AVIAT NETWORKS INC COM 05366Y102 2,638 1,758,861 SH   DFND 01,02 0 648 1,758,213
AVID TECHNOLOGY INC COM 05367P100 5,677 399,607 SH   DFND 01,02 0 196,844 202,763
AVIS BUDGET GROUP INC COM 053774105 11,953 180,202 SH   DFND 01,02 0 8,365 171,837
AVIS BUDGET GROUP INC COM 053774105 14,659 221,060 SH   DFND 01,10 0 0 221,060
AVIS BUDGET GROUP INC COM 053774105 13 196 SH   DFND 01,16 0 0 196
AVISTA CORP COM 05379B107 38,644 1,093,190 SH   DFND 01,02 0 189,006 904,184
AVISTA CORP COM 05379B107 246 6,968 SH   DFND 01,16 0 0 6,968
AVNET INC COM 053807103 33,553 779,966 SH   DFND 01,02 0 26,024 753,942
AVNET INC COM 053807103 200 4,661 SH   DFND 01,16 0 1,167 3,494
AVIZA TECHNOLOGY INC COM 05381A105 0 13,037 SH   DFND 01,16 0 0 13,037
AVIV REIT INC COM 05381L101 3,734 108,280 SH   DFND 01,02 0 280 108,000
AVIVA PLC - SPON ADR ADR 05382A104 149 10,029 SH   DFND 01,02 0 0 10,029
AVIVA PLC - SPON ADR ADR 05382A104 65 4,366 SH   DFND 01,16 0 0 4,366
AVON PRODUCTS INC COM 054303102 42,491 4,525,278 SH   DFND 01,02 0 3,946,400 578,878
AVON PRODUCTS INC COM 054303102 174 18,501 SH   DFND 01,03 0 18,501 0
AVON PRODUCTS INC COM 054303102 1,110 118,195 SH   DFND 01,10 0 0 118,195
AVON PRODUCTS INC COM 054303102 19 2,066 SH   DFND 01,16 0 26 2,040
AXA -SPONS ADR ADR 054536107 412 17,744 SH   DFND 01,02 0 0 17,744
AXA -SPONS ADR ADR 054536107 79 3,435 SH   DFND 01,16 0 0 3,435
AXCELIS TECHNOLOGIES INC COM 054540109 7,560 2,953,235 SH   DFND 01,02 0 6,210 2,947,025
AXIALL CORP COM 05463D100 29,779 701,151 SH   DFND 01,02 0 45,197 655,954
AXIALL CORP COM 05463D100 60 1,417 SH   DFND 01,16 0 0 1,417
BB&T CORP COM 054937107 15,534 399,452 SH   DFND 01,02 0 141,393 258,059
BB&T CORP COM 054937107 324 8,331 SH   DFND 01,03 0 8,331 0
BB&T CORP COM 054937107 98,459 2,531,723 SH   DFND 01,10 0 4,188 2,527,535
BB&T CORP COM 054937107 729 18,745 SH   DFND 01,16 0 4,295 14,450
BB&T CORP PRF 054937206 1,083 43,225 SH   DFND 01,02 0 0 43,225
BB&T CORP PRF 054937206 1 59 SH   DFND 01,16 0 0 59
BBT 5 5/8 PRF 054937404 387 15,999 SH   DFND 01,16 0 0 15,999
B&G FOODS INC COM 05508R106 9,659 323,013 SH   DFND 01,02 0 2,984 320,029
B&G FOODS INC COM 05508R106 4,779 159,967 SH   DFND 01,10 0 21,200 138,767
B&G FOODS INC COM 05508R106 99 3,297 SH   DFND 01,16 0 0 3,297
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 11,483 393,631 SH   DFND 01,02 0 0 393,631
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 84 2,901 SH   DFND 01,16 0 0 2,901
BASF SE-SPON ADR ADR 055262505 670 7,925 SH   DFND 01,02 0 0 7,925
BASF SE-SPON ADR ADR 055262505 88 1,050 SH   DFND 01,16 0 0 1,050
BCE INC COM 05534B760 96,425 2,102,562 SH   DFND 01,02 0 175,565 1,926,997
BCE INC COM 05534B760 62 1,345 SH   DFND 01,03 0 1,345 0
BCE INC COM 05534B760 24,143 527,234 SH   DFND 01,16 0 0 527,234
BGC PARTNERS INC-CL A COM 05541T101 208 22,762 SH   DFND 01,02 0 12,062 10,700
BGC PARTNERS INC-CL A COM 05541T101 27 2,962 SH   DFND 01,16 0 0 2,962
BG GROUP PLC-SPON ADR ADR 055434203 279 20,659 SH   DFND 01,02 0 0 20,659
BG GROUP PLC-SPON ADR ADR 055434203 383 28,627 SH   DFND 01,16 0 0 28,627
BHP BILLITON PLC-ADR ADR 05545E209 324 7,545 SH   DFND 01,02 0 0 7,545
BHP BILLITON PLC-ADR ADR 05545E209 299 6,962 SH   DFND 01,16 0 0 6,962
BOK FINANCIAL CORPORATION COM 05561Q201 404 6,722 SH   DFND 01,02 0 732 5,990
BP PLC-SPONS ADR ADR 055622104 218,356 5,728,080 SH   DFND 01,02 0 0 5,728,080
BP PLC-SPONS ADR ADR 055622104 91 2,369 SH   DFND 01,03 0 0 2,369
BP PLC-SPONS ADR ADR 055622104 3,461 90,236 SH   DFND 01,16 0 0 90,236
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 251 3,709 SH   DFND 01,16 0 0 3,709
BPZ RESOURCES INC COM 055639108 366 1,265,788 SH   DFND 01,02 0 899,007 366,781
BPZ RESOURCES INC CONV BND 055639AC2 360 1,126,000 PRN   DFND 01,02 0 0 1,126,000
BNP PARIBAS-ADR ADR 05565A202 681 22,835 SH   DFND 01,02 0 0 22,835
BNP PARIBAS-ADR ADR 05565A202 841 28,662 SH   DFND 01,16 0 0 28,662
BOFI HOLDING INC COM 05566U108 4,529 58,203 SH   DFND 01,02 0 903 57,300
BOFI HOLDING INC COM 05566U108 2 31 SH   DFND 01,16 0 0 31
BT GROUP PLC-SPON ADR ADR 05577E101 702 11,236 SH   DFND 01,02 0 0 11,236
BT GROUP PLC-SPON ADR ADR 05577E101 10 161 SH   DFND 01,16 0 0 161
BABCOCK & WILCOX CO/THE COM 05615F102 2,022 66,740 SH   DFND 01,02 0 8,847 57,893
BABCOCK & WILCOX CO/THE COM 05615F102 28 931 SH   DFND 01,16 0 0 931
BADGER METER INC COM 056525108 3,818 64,334 SH   DFND 01,02 0 826 63,508
BAIDU INC - SPON ADR ADR 056752108 601,339 2,637,795 SH   DFND 01,02 0 214,513 492,669
BAIDU INC - SPON ADR ADR 056752108 23,494 103,058 SH   DFND 01,02,10 0 0 103,058
BAIDU INC - SPON ADR ADR 056752108 14,785 64,853 SH   DFND 01,03 0 6,485 0
BAIDU INC - SPON ADR ADR 056752108 84,819 372,232 SH   DFND 01,10 0 18,293 189,305
BAIDU INC - SPON ADR ADR 056752108 4,250 18,637 SH   DFND 01,16 0 88 17,759
BAKER HUGHES INC COM 057224107 17,145 305,782 SH   DFND 01,02 0 104,858 200,924
BAKER HUGHES INC COM 057224107 281 5,006 SH   DFND 01,03 0 5,006 0
BAKER HUGHES INC COM 057224107 434 7,748 SH   DFND 01,16 0 0 7,748
BALCHEM CORP COM 057665200 16,619 249,342 SH   DFND 01,02 0 96,820 152,522
BALCHEM CORP COM 057665200 5 77 SH   DFND 01,16 0 0 77
BALDWIN & LYONS INC -CL B COM 057755209 7,494 290,696 SH   DFND 01,02 0 0 290,696
BALL CORP COM 058498106 88,670 1,300,712 SH   DFND 01,02 0 110,517 1,190,195
BALL CORP COM 058498106 108 1,584 SH   DFND 01,03 0 1,584 0
BALL CORP COM 058498106 565 8,294 SH   DFND 01,16 0 0 8,294
BANCFIRST CORP COM 05945F103 13,767 217,177 SH   DFND 01,02 0 165,192 51,985
BANCO BRADESCO-ADR ADR 059460303 39,718 2,970,651 SH   DFND 01,02 0 0 2,970,651
BANCO BRADESCO-ADR ADR 059460303 17,381 1,300,000 SH   DFND 01,10 0 0 1,300,000
BANCO BRADESCO-ADR ADR 059460303 3 220 SH   DFND 01,16 0 0 220
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 437 46,258 SH   DFND 01,02 0 0 46,258
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 89 9,398 SH   DFND 01,16 0 0 9,398
BANCO DO BRASIL SA-SPON ADR ADR 059578104 65 7,176 SH   DFND 01,02 0 0 7,176
BANCO DO BRASIL SA-SPON ADR ADR 059578104 176 20,250 SH   DFND 01,16 0 0 20,250
BANCO SANTANDER SA-SPON ADR ADR 05964H105 1,047 125,661 SH   DFND 01,02 0 0 125,661
BANCO SANTANDER SA-SPON ADR ADR 05964H105 887 106,502 SH   DFND 01,16 0 0 106,502
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 100 2,086 SH   DFND 01,02 0 0 2,086
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 18,673 390,176 SH   DFND 01,10 0 0 390,176
BANCORPSOUTH INC COM 059692103 4,522 200,847 SH   DFND 01,02 0 2,947 197,900
BANCORP INC/THE COM 05969A105 4,215 387,100 SH   DFND 01,02 0 300 386,800
BANC 8 PRF 05990K403 281 10,656 SH   DFND 01,16 0 0 10,656
BHM TECHNOLOGIES LLC COM 059998948 1 151,041 SH   DFND 01,02 0 0 151,041
BANK OF AMERICA CORP COM 060505104 660,519 36,921,220 SH   DFND 01,02 0 26,425,020 10,496,200
BANK OF AMERICA CORP COM 060505104 3,380 188,929 SH   DFND 01,03 0 188,929 0
BANK OF AMERICA CORP COM 060505104 6,613 365,277 SH   DFND 01,16 0 0 365,277
BAC 6 5/8 PRF 060505344 529 20,700 SH   DFND 01,16 0 0 20,700
BAC 4 PRF 060505583 354 17,555 SH   DFND 01,16 0 0 17,555
BAC 7 1/4 CONV PRF 060505682 38,494 33,100 SH   DFND 01,02 0 0 33,100
BAC 7 1/4 CONV PRF 060505682 113 97 SH   DFND 01,16 0 0 97
BANK OF HAWAII CORP COM 062540109 6,330 106,734 SH   DFND 01,02 0 5,198 101,536
BANK OF MONTREAL COM 063671101 155,644 2,200,545 SH   DFND 01,02 0 207,441 1,993,104
BANK OF MONTREAL COM 063671101 76 1,081 SH   DFND 01,03 0 1,081 0
BANK OF MONTREAL COM 063671101 1,517 21,454 SH   DFND 01,16 0 0 21,454
BANK MUTUAL CORP COM 063750103 10,422 1,519,112 SH   DFND 01,02 0 1,328,766 190,346
BANK OF THE OZARKS COM 063904106 15,948 420,575 SH   DFND 01,02 0 3,809 416,766
BANK OF NEW YORK MELLON CORP COM 064058100 53,183 1,310,925 SH   DFND 01,02 0 251,469 1,059,456
BANK OF NEW YORK MELLON CORP COM 064058100 528 13,021 SH   DFND 01,03 0 13,021 0
BANK OF NEW YORK MELLON CORP COM 064058100 512 12,616 SH   DFND 01,16 0 2,157 10,459
BK 5.2 PRF 064058209 858 37,951 SH   DFND 01,16 0 0 37,951
BANK OF NOVA SCOTIA COM 064149107 25 440 SH   DFND 01,02 0 440 0
BANK OF NOVA SCOTIA COM 064149107 211 3,704 SH   DFND 01,16 0 0 3,704
BANK OF CHINA-UNSPN ADR ADR 06426M104 211 14,952 SH   DFND 01,02 0 0 14,952
BANKFINANCIAL CORP COM 06643P104 6,255 527,436 SH   DFND 01,02 0 527,436 0
BANKRATE INC COM 06647F102 872 70,150 SH   DFND 01,02 0 150 70,000
BANKUNITED INC COM 06652K103 27,580 951,991 SH   DFND 01,02 0 767,411 184,580
BANKUNITED INC COM 06652K103 14,519 501,015 SH   DFND 01,10 0 0 501,015
BANKUNITED INC COM 06652K103 28 958 SH   DFND 01,16 0 0 958
BANNER CORPORATION COM 06652V208 18,138 421,641 SH   DFND 01,02 0 253,878 167,763
CR BARD INC COM 067383109 223,930 1,343,954 SH   DFND 01,02 0 72,985 1,270,969
CR BARD INC COM 067383109 144 865 SH   DFND 01,03 0 865 0
CR BARD INC COM 067383109 3,705 22,239 SH   DFND 01,10 0 0 22,239
CR BARD INC COM 067383109 50 301 SH   DFND 01,16 0 0 301
IPATH BLOOMBERG COMMODITY IN COM 06738C778 8,317 278,069 SH   DFND 01,02 0 0 278,069
IPATH BLOOMBERG COMMODITY IN COM 06738C778 398 13,290 SH   DFND 01,16 0 0 13,290
IPATH GSCI TOTAL RETURN INDX COM 06738C794 281 13,300 SH   DFND 01,16 0 0 13,300
BARCLAYS PLC-SPONS ADR ADR 06738E204 4,890 325,769 SH   DFND 01,02 0 0 325,769
BARCLAYS PLC-SPONS ADR ADR 06738E204 231 15,350 SH   DFND 01,16 0 0 15,350
BACR 6 5/8 PRF 06739F390 287 11,255 SH   DFND 01,16 0 0 11,255
IPATH BLOOMBERG COFFEE SUBIN COM 06739H297 319 10,476 SH   DFND 01,16 0 0 10,476
IPATH BLOOMBERG COCOA SUBIND COM 06739H313 364 9,575 SH   DFND 01,16 0 0 9,575
BARCLAYS BANK PLC PRF 06739H362 720 27,593 SH   DFND 01,16 0 0 27,593
BARCLAYS BANK PLC PRF 06739H511 441 17,019 SH   DFND 01,16 0 0 17,019
BARCLAYS BANK PLC PRF 06739H776 334 12,939 SH   DFND 01,16 0 0 12,939
BARCLAYS ETN+ DYN VEQTOR COM 06740C337 1,641 10,679 SH   DFND 01,16 0 0 10,679
IPATH S&P 500 VIX S/T FU ETN COM 06742E711 475 15,059 SH   DFND 01,02 0 0 15,059
IPATH S&P 500 VIX S/T FU ETN COM 06742E711 27 858 SH   DFND 01,16 0 0 858
BARNES & NOBLE INC COM 067774109 4,565 196,587 SH   DFND 01,02 0 8,577 188,010
BARNES & NOBLE INC COM 067774109 2 93 SH   DFND 01,16 0 0 93
BARNES GROUP INC COM 067806109 18,113 489,409 SH   DFND 01,02 0 2,629 486,780
BARRICK GOLD CORP COM 067901108 29,131 2,709,914 SH   DFND 01,02 0 9,803 2,700,111
BARRICK GOLD CORP COM 067901108 81 7,479 SH   DFND 01,16 0 62 7,417
BARRACUDA NETWORKS INC COM 068323104 12,555 350,279 SH   DFND 01,02 0 336,550 13,729
BARRACUDA NETWORKS INC COM 068323104 158 4,409 SH   DFND 01,16 0 0 4,409
BILL BARRETT CORP COM 06846N104 8,865 778,260 SH   DFND 01,02 0 421,198 357,062
BILL BARRETT CORP COM 06846N104 12 1,050 SH   DFND 01,16 0 0 1,050
BASIC ENERGY SERVICES INC COM 06985P100 1,093 155,945 SH   DFND 01,02 0 2,204 153,741
BAXTER INTERNATIONAL INC COM 071813109 191,927 2,618,181 SH   DFND 01,02 0 808,441 1,809,740
BAXTER INTERNATIONAL INC COM 071813109 459 6,268 SH   DFND 01,03 0 6,268 0
BAXTER INTERNATIONAL INC COM 071813109 4,668 63,688 SH   DFND 01,16 0 1,195 62,493
BAYER AG-SPONSORED ADR ADR 072730302 1,167 8,536 SH   DFND 01,02 0 0 8,536
BAYER AG-SPONSORED ADR ADR 072730302 1,353 9,873 SH   DFND 01,16 0 0 9,873
BMW-UNSPONSORED ADR ADR 072743206 330 9,121 SH   DFND 01,02 0 0 9,121
BMW-UNSPONSORED ADR ADR 072743206 421 11,814 SH   DFND 01,16 0 0 11,814
BBCN BANCORP INC COM 073295107 5,070 352,532 SH   DFND 01,02 0 3,110 349,422
B/E AEROSPACE INC COM 073302101 36,874 635,539 SH   DFND 01,02 0 97,374 538,165
B/E AEROSPACE INC COM 073302101 2,013 34,691 SH   DFND 01,10 0 0 34,691
B/E AEROSPACE INC COM 073302101 423 7,286 SH   DFND 01,16 0 0 7,286
BEACON ROOFING SUPPLY INC COM 073685109 1,210 43,531 SH   DFND 01,02 0 3,031 40,500
BEACON ROOFING SUPPLY INC COM 073685109 3 119 SH   DFND 01,16 0 0 119
BEAZER HOMES USA INC COM 07556Q881 15,704 811,229 SH   DFND 01,02 0 67,450 743,779
BEAZER HOMES USA INC COM 07556Q881 38 1,954 SH   DFND 01,16 0 0 1,954
BECTON DICKINSON AND CO COM 075887109 178,994 1,286,253 SH   DFND 01,02 0 93,412 1,192,841
BECTON DICKINSON AND CO COM 075887109 309 2,220 SH   DFND 01,03 0 2,220 0
BECTON DICKINSON AND CO COM 075887109 591 4,245 SH   DFND 01,16 0 0 4,245
BED BATH & BEYOND INC COM 075896100 13,282 174,354 SH   DFND 01,02 0 52,398 121,956
BED BATH & BEYOND INC COM 075896100 163 2,141 SH   DFND 01,03 0 2,141 0
BED BATH & BEYOND INC COM 075896100 184 2,415 SH   DFND 01,16 0 0 2,415
BEL FUSE INC-CL B COM 077347300 1,290 47,171 SH   DFND 01,02 0 0 47,171
BELDEN INC COM 077454106 68,058 863,564 SH   DFND 01,02 0 390,263 473,301
BELDEN INC COM 077454106 48 613 SH   DFND 01,03 0 613 0
BEMIS COMPANY COM 081437105 26,298 581,676 SH   DFND 01,02 0 100,911 480,765
BEMIS COMPANY COM 081437105 6,415 141,947 SH   DFND 01,10 0 0 141,947
BEMIS COMPANY COM 081437105 26,021 573,930 SH   DFND 01,16 0 0 573,930
BENCHMARK ELECTRONICS INC COM 08160H101 22,550 886,424 SH   DFND 01,02 0 484,702 401,722
BENCHMARK ELECTRONICS INC COM 08160H101 7 293 SH   DFND 01,16 0 0 293
WR BERKLEY CORP COM 084423102 23,779 463,885 SH   DFND 01,02 0 17,740 446,145
WR BERKLEY CORP COM 084423102 309 6,031 SH   DFND 01,16 0 479 5,552
BERKSHIRE HATHAWAY INC-CL A COM 084670108 9,944 44 SH   DFND 01,02 0 42 2
BERKSHIRE HATHAWAY INC-CL B COM 084670702 651,468 4,338,761 SH   DFND 01,02 0 284 1,500,308
BERKSHIRE HATHAWAY INC-CL B COM 084670702 4,408 29,353 SH   DFND 01,03 0 3 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 127,016 845,930 SH   DFND 01,10 0 18 667,520
BERKSHIRE HATHAWAY INC-CL B COM 084670702 9,983 66,475 SH   DFND 01,16 0 0 66,408
BERKSHIRE HILLS BANCORP INC COM 084680107 5,079 190,578 SH   DFND 01,02 0 137,902 52,676
BERKSHIRE HILLS BANCORP INC COM 084680107 2 86 SH   DFND 01,16 0 0 86
BERRY PLASTICS GROUP INC COM 08579W103 6,456 204,631 SH   DFND 01,02 0 92,818 111,813
BERRY PLASTICS GROUP INC COM 08579W103 143 4,535 SH   DFND 01,16 0 0 4,535
BEST BUY CO INC COM 086516101 295,654 7,584,710 SH   DFND 01,02 0 790,697 6,794,013
BEST BUY CO INC COM 086516101 397 10,191 SH   DFND 01,03 0 10,191 0
BEST BUY CO INC COM 086516101 68,534 1,758,636 SH   DFND 01,10 0 0 1,758,636
BEST BUY CO INC COM 086516101 7 176 SH   DFND 01,16 0 0 176
BHP BILLITON LTD-SPON ADR ADR 088606108 10,900 230,330 SH   DFND 01,02 0 0 230,330
BHP BILLITON LTD-SPON ADR ADR 088606108 1,142 24,064 SH   DFND 01,16 0 0 24,064
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 5,767 647,579 SH   DFND 01,02 0 0 647,579
BIG 5 SPORTING GOODS CORP COM 08915P101 1,175 80,316 SH   DFND 01,02 0 391 79,925
BIG LOTS INC COM 089302103 20,149 503,500 SH   DFND 01,02 0 22,810 480,690
BIG LOTS INC COM 089302103 12 312 SH   DFND 01,16 0 0 312
BIGLARI HOLDINGS INC COM 08986R101 3,105 7,771 SH   DFND 01,02 0 232 7,539
BIGLARI HOLDINGS INC COM 08986R101 3 8 SH   DFND 01,16 0 0 8
BILLABONG INTL LTD-UNSP ADR ADR 090055104 16 14,393 SH   DFND 01,02 0 0 14,393
BIO-RAD LABORATORIES-A COM 090572207 18,954 157,227 SH   DFND 01,02 0 7,206 85,163
BIO-REFERENCE LABS INC COM 09057G602 3,498 108,889 SH   DFND 01,02 0 419 108,470
BIO-REFERENCE LABS INC COM 09057G602 4 122 SH   DFND 01,16 0 0 122
BIO-KEY INTERNATIONAL INC COM 09060C101 9 80,000 SH   DFND 01,16 0 0 80,000
BIODELIVERY SCIENCES INTL COM 09060J106 2,357 196,117 SH   DFND 01,02 0 78,297 117,820
BIOMARIN PHARMACEUTICAL INC COM 09061G101 65,699 726,776 SH   DFND 01,02 0 206,909 519,867
BIOMARIN PHARMACEUTICAL INC COM 09061G101 136 1,503 SH   DFND 01,16 0 0 1,503
BIOMARIN PHARMACEUTICAL INC CONV BND 09061GAF8 14,217 11,600,000 PRN   DFND 01,02 0 0 11,600,000
BIOGEN IDEC INC COM 09062X103 918,602 2,706,157 SH   DFND 01,02 0 1,860,210 845,947
BIOGEN IDEC INC COM 09062X103 18,269 53,818 SH   DFND 01,03 0 53,818 0
BIOGEN IDEC INC COM 09062X103 1,130 3,330 SH   DFND 01,10 0 0 3,330
BIOGEN IDEC INC COM 09062X103 2,111 6,218 SH   DFND 01,16 0 1,712 4,506
BIOMED REALTY TRUST INC COM 09063H107 13,486 625,962 SH   DFND 01,02 0 135,697 490,265
BIOMED REALTY TRUST INC COM 09063H107 128 5,929 SH   DFND 01,16 0 0 5,929
BIODEL INC COM 09064M204 36 27,030 SH   DFND 01,16 0 0 27,030
BIOSCRIP INC COM 09069N108 101 14,360 SH   DFND 01,02 0 14,360 0
BIOSCRIP INC COM 09069N108 1 120 SH   DFND 01,16 0 0 120
BIO-TECHNE CORP COM 09073M104 19,351 209,440 SH   DFND 01,02 0 93,472 115,968
BIO-TECHNE CORP COM 09073M104 4 40 SH   DFND 01,16 0 0 40
BITAUTO HOLDINGS LTD-ADR ADR 091727107 2,627 37,320 SH   DFND 01,02 0 303 37,017
BITAUTO HOLDINGS LTD-ADR ADR 091727107 507 7,200 SH   DFND 01,10 0 0 7,200
BITAUTO HOLDINGS LTD-ADR ADR 091727107 21 295 SH   DFND 01,16 0 0 295
BJ'S RESTAURANTS INC COM 09180C106 4,807 95,731 SH   DFND 01,02 0 579 95,152
BJ'S RESTAURANTS INC COM 09180C106 5 100 SH   DFND 01,16 0 0 100
BLACK BOX CORP COM 091826107 5,705 238,686 SH   DFND 01,02 0 2,063 236,623
BLACK DRAGON RESOURCE COS IN COM 09202T103 0 10,000 SH   DFND 01,16 0 0 10,000
BLACK HILLS CORP COM 092113109 5,793 109,221 SH   DFND 01,02 0 5,889 103,332
BLACK HILLS CORP COM 092113109 22 414 SH   DFND 01,16 0 0 414
BLACKBAUD INC COM 09227Q100 12,510 289,182 SH   DFND 01,02 0 85,712 203,470
BLACKHAWK NETWORK HD-B COM 09238E203 12,152 322,414 SH   DFND 01,02 0 47,380 317,676
BLACKHAWK NETWORK HD-B COM 09238E203 8 202 SH   DFND 01,16 0 0 202
BLACKROCK INC COM 09247X101 882,114 2,467,045 SH   DFND 01,02 0 1,595,970 871,075
BLACKROCK INC COM 09247X101 1,905 5,329 SH   DFND 01,03 0 5,329 0
BLACKROCK INC COM 09247X101 10,373 29,011 SH   DFND 01,10 0 0 29,011
BLACKROCK INC COM 09247X101 3,009 8,416 SH   DFND 01,16 0 0 8,416
BLACKROCK MUNICIPAL INC TRST COM 09248F109 417 29,429 SH   DFND 01,16 0 0 29,429
BLACKROCK CORE BOND TRUST COM 09249E101 148 11,248 SH   DFND 01,16 0 0 11,248
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,033 78,700 SH   DFND 01,16 0 0 78,700
BLACKROCK CREDIT ALLOCATION COM 092508100 381 29,473 SH   DFND 01,16 0 0 29,473
BLACKSTONE GROUP LP/THE LP 09253U108 2,876 85,030 SH   DFND 01,02 0 12,983 72,047
BLACKSTONE GROUP LP/THE LP 09253U108 220,070 6,514,674 SH   DFND 01,10 0 1,328,553 5,186,121
BLACKSTONE GROUP LP/THE LP 09253U108 13,200 392,338 SH   DFND 01,16 0 0 392,338
BLACKROCK MUNIHOLDINGS NY QU COM 09255C106 299 21,350 SH   DFND 01,16 0 0 21,350
BLACKROCK DEBT STRATEGIES FD COM 09255R103 72 19,449 SH   DFND 01,16 0 0 19,449
BLACKROCK FLOAT RT INCOME ST COM 09255X100 1,267 94,612 SH   DFND 01,16 0 0 94,612
BLACKSTONE/GSO STRATEGIC C COM 09257R101 2,411 146,297 SH   DFND 01,02 0 0 146,297
BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 1,171 40,202 SH   DFND 01,16 0 0 40,202
BLACKSTONE MORTGAGE TRUST INC CONV BND 09257WAA8 19,857 18,772,000 PRN   DFND 01,02 0 0 18,772,000
BLACKROCK SCIENCE & TECH TR COM 09258G104 220 12,510 SH   DFND 01,16 0 0 12,510
H&R BLOCK INC COM 093671105 21,317 632,690 SH   DFND 01,02 0 50,104 582,586
H&R BLOCK INC COM 093671105 107 3,180 SH   DFND 01,03 0 3,180 0
H&R BLOCK INC COM 093671105 108 3,220 SH   DFND 01,16 0 1,336 1,884
BLOOMIN' BRANDS INC COM 094235108 20,912 844,586 SH   DFND 01,02 0 63,586 781,000
BLOUNT INTERNATIONAL INC COM 095180105 351 20,000 SH   DFND 01,02 0 6,400 13,600
BLOUNT INTERNATIONAL INC COM 095180105 117 6,650 SH   DFND 01,16 0 0 6,650
BLUCORA INC COM 095229100 2,518 181,847 SH   DFND 01,02 0 1,618 180,229
BLUCORA INC COM 095229100 105 7,555 SH   DFND 01,16 0 0 7,555
BLUE NILE INC COM 09578R103 1,904 52,889 SH   DFND 01,02 0 817 52,072
BLUE NILE INC COM 09578R103 1 18 SH   DFND 01,16 0 0 18
BLUEBIRD BIO INC COM 09609G100 22,887 249,538 SH   DFND 01,02 0 177,588 71,950
BLUEBIRD BIO INC COM 09609G100 21 225 SH   DFND 01,03 0 225 0
BOARDWALK PIPELINE PARTNERS LP 096627104 225 12,680 SH   DFND 01,16 0 0 12,680
BOB EVANS FARMS COM 096761101 8,584 167,715 SH   DFND 01,02 0 24,975 142,740
BOEING CO/THE COM 097023105 212,221 1,632,720 SH   DFND 01,02 0 1,186,628 446,092
BOEING CO/THE COM 097023105 1,087 8,359 SH   DFND 01,03 0 8,359 0
BOEING CO/THE COM 097023105 167,946 1,292,483 SH   DFND 01,10 0 138,665 1,153,818
BOEING CO/THE COM 097023105 7,061 54,445 SH   DFND 01,16 0 0 54,445
BOINGO WIRELESS INC COM 09739C102 1,389 181,090 SH   DFND 01,02 0 90 181,000
BOISE CASCADE CO COM 09739D100 38,896 1,047,004 SH   DFND 01,02 0 82,828 964,176
BOISE CASCADE CO COM 09739D100 8,567 230,614 SH   DFND 01,10 0 0 230,614
BOISE CASCADE CO COM 09739D100 74 2,000 SH   DFND 01,16 0 0 2,000
BONANZA CREEK ENERGY INC COM 097793103 3,960 164,995 SH   DFND 01,02 0 95 164,900
BONANZA CREEK ENERGY INC COM 097793103 1 30 SH   DFND 01,16 0 0 30
BOOT BARN HOLDINGS INC COM 099406100 759 41,676 SH   DFND 01,02 0 0 41,676
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 8,105 305,497 SH   DFND 01,02 0 397 305,100
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 8 318 SH   DFND 01,16 0 0 318
BORDERFREE INC COM 09970L100 1,045 116,663 SH   DFND 01,02 0 0 116,663
BORGWARNER INC COM 099724106 37,622 684,643 SH   DFND 01,02 0 555,152 129,491
BORGWARNER INC COM 099724106 144 2,629 SH   DFND 01,03 0 2,629 0
BORGWARNER INC COM 099724106 77 1,410 SH   DFND 01,16 0 0 1,410
BOSTON BEER COMPANY INC-A COM 100557107 13,709 47,349 SH   DFND 01,02 0 8,304 39,045
BOSTON BEER COMPANY INC-A COM 100557107 79 272 SH   DFND 01,16 0 0 272
BOSTON PRIVATE FINL HOLDING COM 101119105 5,468 405,942 SH   DFND 01,02 0 42,097 363,845
BOSTON PRIVATE FINL HOLDING COM 101119105 7 500 SH   DFND 01,16 0 0 500
BOSTON PROPERTIES INC COM 101121101 20,127 155,280 SH   DFND 01,02 0 88,887 66,393
BOSTON PROPERTIES INC COM 101121101 228 1,771 SH   DFND 01,03 0 1,771 0
BOSTON PROPERTIES INC COM 101121101 180 1,402 SH   DFND 01,10 0 0 1,402
BOSTON PROPERTIES INC COM 101121101 229 1,790 SH   DFND 01,16 0 644 1,146
BOSTON SCIENTIFIC CORP COM 101137107 7,298 550,796 SH   DFND 01,02 0 175,259 375,537
BOSTON SCIENTIFIC CORP COM 101137107 203 15,341 SH   DFND 01,03 0 15,341 0
BOSTON SCIENTIFIC CORP COM 101137107 474 35,792 SH   DFND 01,16 0 2,175 33,617
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 8,244 326,120 SH   DFND 01,02 0 158,148 167,972
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 5 200 SH   DFND 01,16 0 0 200
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 6,409 6,030,000 PRN   DFND 01,02 0 0 6,030,000
BOULDER BRANDS INC COM 101405108 1,108 100,137 SH   DFND 01,02 0 630 99,507
BOYD GAMING CORP COM 103304101 4,576 358,041 SH   DFND 01,02 0 14,908 343,133
BRADY CORPORATION - CL A COM 104674106 7,790 284,952 SH   DFND 01,02 0 0 284,952
BRANDYWINE REALTY TRUST COM 105368203 29,653 1,855,734 SH   DFND 01,02 0 967,589 888,145
BRANDYWINE REALTY TRUST COM 105368203 20 1,240 SH   DFND 01,16 0 0 1,240
BRF SA-ADR ADR 10552T107 128 5,470 SH   DFND 01,02 0 0 5,470
BRF SA-ADR ADR 10552T107 13,252 567,721 SH   DFND 01,10 0 0 567,721
BRF SA-ADR ADR 10552T107 23 1,000 SH   DFND 01,16 0 0 1,000
BREITBURN ENERGY PARTNERS LP LP 106776107 263 37,622 SH   DFND 01,16 0 0 37,622
BRIDGE BANCORP INC COM 108035106 3,193 119,330 SH   DFND 01,02 0 119,330 0
BRIGGS & STRATTON COM 109043109 4,203 205,830 SH   DFND 01,02 0 6,426 199,404
BRIGGS & STRATTON COM 109043109 201 9,842 SH   DFND 01,16 0 0 9,842
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 1,794 38,155 SH   DFND 01,02 0 100 38,055
BRINKER INTERNATIONAL INC COM 109641100 9,575 163,147 SH   DFND 01,02 0 16,078 147,069
BRINKER INTERNATIONAL INC COM 109641100 1 25 SH   DFND 01,16 0 0 25
BRINK'S CO/THE COM 109696104 9,631 394,540 SH   DFND 01,02 0 5,835 388,705
BRINK'S CO/THE COM 109696104 5 200 SH   DFND 01,16 0 0 200
BRISTOL-MYERS SQUIBB CO COM 110122108 886,498 15,016,052 SH   DFND 01,02 0 9,798,248 5,217,804
BRISTOL-MYERS SQUIBB CO COM 110122108 5,083 86,101 SH   DFND 01,02,10 0 0 86,101
BRISTOL-MYERS SQUIBB CO COM 110122108 17,363 294,135 SH   DFND 01,03 0 294,135 0
BRISTOL-MYERS SQUIBB CO COM 110122108 182,684 3,095,838 SH   DFND 01,10 0 722,774 2,373,064
BRISTOL-MYERS SQUIBB CO COM 110122108 33,118 559,601 SH   DFND 01,16 0 4,462 555,139
BRISTOW GROUP INC COM 110394103 15,546 236,299 SH   DFND 01,02 0 1,784 234,515
BRISTOW GROUP INC COM 110394103 1 14 SH   DFND 01,16 0 0 14
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,057 9,800 SH   DFND 01,02 0 0 9,800
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,109 10,279 SH   DFND 01,16 0 0 10,279
BRIXMOR PROPERTY GROUP INC COM 11120U105 5,643 227,165 SH   DFND 01,02 0 192,340 34,825
BROADCOM CORP-CL A COM 111320107 687,778 15,872,973 SH   DFND 01,02 0 5,057,126 10,815,847
BROADCOM CORP-CL A COM 111320107 1,059 24,438 SH   DFND 01,03 0 24,438 0
BROADCOM CORP-CL A COM 111320107 5,249 121,132 SH   DFND 01,10 0 0 121,132
BROADCOM CORP-CL A COM 111320107 424 9,802 SH   DFND 01,16 0 2,042 7,760
BROADSOFT INC COM 11133B409 17,468 601,888 SH   DFND 01,02 0 24,558 577,330
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 28,500 617,134 SH   DFND 01,02 0 20,112 597,022
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 37 802 SH   DFND 01,16 0 0 802
BROCADE COMMUNICATIONS SYS COM 111621306 7,898 666,941 SH   DFND 01,02 0 72,968 593,973
BROCADE COMMUNICATIONS SYS COM 111621306 30 2,500 SH   DFND 01,10 0 0 2,500
BROCADE COMMUNICATIONS SYS COM 111621306 131 11,073 SH   DFND 01,16 0 3,394 7,679
BROOKDALE SENIOR LIVING INC COM 112463104 3,020 82,367 SH   DFND 01,02 0 82,367 0
BROOKDALE SENIOR LIVING INC COM 112463104 26 710 SH   DFND 01,03 0 710 0
BROOKDALE SENIOR LIVING INC COM 112463104 88 2,390 SH   DFND 01,16 0 0 2,390
BROOKDALE SENIOR LIVING INC CONV BND 112463AA2 8,239 6,050,000 PRN   DFND 01,02 0 0 6,050,000
BROOKFIELD ASSET MANAGE-CL A COM 112585104 200 3,980 SH   DFND 01,02 0 3,980 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 189 3,772 SH   DFND 01,16 0 0 3,772
BROOKLINE BANCORP INC COM 11373M107 14,530 1,448,643 SH   DFND 01,02 0 1,142,009 306,634
BROOKLINE BANCORP INC COM 11373M107 145 14,468 SH   DFND 01,16 0 0 14,468
BROOKS AUTOMATION INC COM 114340102 14,536 1,140,114 SH   DFND 01,02 0 6,235 1,133,879
BROOKS AUTOMATION INC COM 114340102 1 40 SH   DFND 01,16 0 0 40
BROWN & BROWN INC COM 115236101 68,940 2,094,769 SH   DFND 01,02 0 114,401 1,980,368
BROWN & BROWN INC COM 115236101 333 10,125 SH   DFND 01,03 0 10,125 0
BROWN & BROWN INC COM 115236101 10,216 310,505 SH   DFND 01,10 0 0 310,505
BROWN & BROWN INC COM 115236101 6 172 SH   DFND 01,16 0 0 172
BROWN-FORMAN CORP-CLASS A COM 115637100 975 11,103 SH   DFND 01,02 0 7,119 3,984
BROWN-FORMAN CORP-CLASS A COM 115637100 123 1,396 SH   DFND 01,16 0 0 1,396
BROWN-FORMAN CORP-CLASS B COM 115637209 5,232 59,560 SH   DFND 01,02 0 0 59,560
BROWN-FORMAN CORP-CLASS B COM 115637209 159 1,808 SH   DFND 01,03 0 0 1,808
BROWN-FORMAN CORP-CLASS B COM 115637209 140 1,592 SH   DFND 01,16 0 0 1,592
BROWN SHOE COMPANY INC COM 115736100 11,158 347,084 SH   DFND 01,02 0 3,430 343,654
BRUKER CORP COM 116794108 17,582 896,073 SH   DFND 01,02 0 277,288 618,785
BRUKER CORP COM 116794108 23 1,201 SH   DFND 01,16 0 1,180 21
BRUNSWICK CORP COM 117043109 25,198 491,574 SH   DFND 01,02 0 14,749 476,825
BRUNSWICK CORP COM 117043109 87 1,711 SH   DFND 01,16 0 980 731
BRYN MAWR BANK CORP COM 117665109 28,063 896,520 SH   DFND 01,02 0 752,750 143,770
BRYN MAWR BANK CORP COM 117665109 10 317 SH   DFND 01,16 0 0 317
BUCKEYE PARTNERS LP LP 118230101 381 5,037 SH   DFND 01,16 0 0 5,037
BUCKLE INC/THE COM 118440106 24,187 460,529 SH   DFND 01,02 0 191,192 269,337
BUCKLE INC/THE COM 118440106 29 545 SH   DFND 01,16 0 0 545
BUFFALO WILD WINGS INC COM 119848109 16,198 89,798 SH   DFND 01,02 0 1,605 88,193
BUFFALO WILD WINGS INC COM 119848109 6,835 37,901 SH   DFND 01,10 0 0 37,901
BUFFALO WILD WINGS INC COM 119848109 237 1,314 SH   DFND 01,16 0 0 1,314
BUNZL PLC -SPONS ADR ADR 120738406 201 7,252 SH   DFND 01,02 0 0 7,252
BURBERRY GROUP PLC-SPON ADR ADR 12082W204 5,507 109,193 SH   DFND 01,02 0 0 109,193
BURLINGTON STORES INC COM 122017106 5,831 123,364 SH   DFND 01,02 0 6,672 116,692
BURLINGTON STORES INC COM 122017106 1,316 27,853 SH   DFND 01,16 0 0 27,853
C&J ENERGY SERVICES INC COM 12467B304 2,683 203,057 SH   DFND 01,02 0 1,182 201,875
C&J ENERGY SERVICES INC COM 12467B304 1 88 SH   DFND 01,16 0 0 88
CAI INTERNATIONAL INC COM 12477X106 4,319 186,170 SH   DFND 01,02 0 170 186,000
CAI INTERNATIONAL INC COM 12477X106 2 94 SH   DFND 01,16 0 0 94
CBIZ INC COM 124805102 99 11,540 SH   DFND 01,02 0 11,540 0
CBL & ASSOCIATES PROPERTIES COM 124830100 5,461 280,734 SH   DFND 01,02 0 35,634 245,100
CBL & ASSOCIATES PROPERTIES COM 124830100 55 2,838 SH   DFND 01,16 0 0 2,838
CBS CORP-CLASS B NON VOTING COM 124857202 273,865 4,948,490 SH   DFND 01,02 0 0 4,948,490
CBS CORP-CLASS B NON VOTING COM 124857202 929 16,785 SH   DFND 01,03 0 0 16,785
CBS CORP-CLASS B NON VOTING COM 124857202 5,469 98,820 SH   DFND 01,10 0 0 98,820
CBS CORP-CLASS B NON VOTING COM 124857202 535 9,680 SH   DFND 01,16 0 0 9,680
CBOE HOLDINGS INC COM 12503M108 12,668 199,757 SH   DFND 01,02 0 4,449 195,308
CBOE HOLDINGS INC COM 12503M108 73 1,150 SH   DFND 01,16 0 0 1,150
CBRE CLARION GL R/E INCOME F COM 12504G100 1,344 149,429 SH   DFND 01,16 0 0 149,429
CBRE GROUP INC - A COM 12504L109 71,615 2,091,012 SH   DFND 01,02 0 164,817 1,926,195
CBRE GROUP INC - A COM 12504L109 448 13,057 SH   DFND 01,03 0 13,057 0
CBRE GROUP INC - A COM 12504L109 590 17,213 SH   DFND 01,16 0 0 17,213
CDI CORP COM 125071100 1,158 65,400 SH   DFND 01,02 0 1,596 63,804
CDK GLOBAL INC COM 12508E101 16,660 408,739 SH   DFND 01,02 0 37,029 371,710
CDK GLOBAL INC COM 12508E101 124 3,050 SH   DFND 01,16 0 0 3,050
CDW CORP/DE COM 12514G108 18,978 539,602 SH   DFND 01,02 0 116,202 423,400
CDW CORP/DE COM 12514G108 52 1,490 SH   DFND 01,03 0 1,490 0
CDW CORP/DE COM 12514G108 81 2,300 SH   DFND 01,10 0 0 2,300
CDW CORP/DE COM 12514G108 445 12,650 SH   DFND 01,16 0 0 12,650
CF INDUSTRIES HOLDINGS INC COM 125269100 12,371 45,389 SH   DFND 01,02 0 20,772 24,617
CF INDUSTRIES HOLDINGS INC COM 125269100 157 576 SH   DFND 01,03 0 576 0
CF INDUSTRIES HOLDINGS INC COM 125269100 808 2,969 SH   DFND 01,10 0 0 2,969
CF INDUSTRIES HOLDINGS INC COM 125269100 719 2,637 SH   DFND 01,16 0 0 2,637
C.H. ROBINSON WORLDWIDE INC COM 12541W209 4,066 54,291 SH   DFND 01,02 0 24,279 30,012
C.H. ROBINSON WORLDWIDE INC COM 12541W209 127 1,693 SH   DFND 01,03 0 1,693 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 48 638 SH   DFND 01,16 0 0 638
CIGNA CORP COM 125509109 221,916 2,156,388 SH   DFND 01,02 0 1,525,444 630,944
CIGNA CORP COM 125509109 812 7,892 SH   DFND 01,03 0 7,892 0
CIGNA CORP COM 125509109 4,391 42,664 SH   DFND 01,10 0 0 42,664
CIGNA CORP COM 125509109 450 4,377 SH   DFND 01,16 0 0 4,377
CIT GROUP INC COM 125581801 3,833 80,130 SH   DFND 01,02 0 26,603 53,527
CIT GROUP INC COM 125581801 10 217 SH   DFND 01,16 0 0 217
CLECO CORPORATION COM 12561W105 8,042 147,447 SH   DFND 01,02 0 7,728 139,719
CLECO CORPORATION COM 12561W105 17 320 SH   DFND 01,16 0 0 320
CME GROUP INC COM 12572Q105 125,653 1,416,378 SH   DFND 01,02 0 1,282,155 134,223
CME GROUP INC COM 12572Q105 396 4,467 SH   DFND 01,03 0 4,467 0
CME GROUP INC COM 12572Q105 218,328 2,462,823 SH   DFND 01,10 0 776,332 1,686,491
CME GROUP INC COM 12572Q105 127 1,432 SH   DFND 01,16 0 0 1,432
CMS ENERGY CORP COM 125896100 146,032 4,202,473 SH   DFND 01,02 0 2,258,808 1,943,665
CMS ENERGY CORP COM 125896100 422 12,138 SH   DFND 01,03 0 12,138 0
CMS ENERGY CORP COM 125896100 503 14,466 SH   DFND 01,16 0 0 14,466
CNA FINANCIAL CORP COM 126117100 3,702 95,654 SH   DFND 01,02 0 92,132 3,522
CNA FINANCIAL CORP COM 126117100 2 53 SH   DFND 01,16 0 0 53
CNOOC LTD-SPON ADR ADR 126132109 232 1,715 SH   DFND 01,02 0 0 1,715
CNOOC LTD-SPON ADR ADR 126132109 188 1,392 SH   DFND 01,16 0 0 1,392
CPFL ENERGIA SA-ADR ADR 126153105 118 8,711 SH   DFND 01,02 0 0 8,711
CPFL ENERGIA SA-ADR ADR 126153105 3,905 287,760 SH   DFND 01,10 0 0 287,760
CPFL ENERGIA SA-ADR ADR 126153105 16 1,200 SH   DFND 01,16 0 0 1,200
CNO FINANCIAL GROUP INC COM 12621E103 49,050 2,848,350 SH   DFND 01,02 0 789,077 2,059,273
CNO FINANCIAL GROUP INC COM 12621E103 14,244 827,172 SH   DFND 01,10 0 0 827,172
CNO FINANCIAL GROUP INC COM 12621E103 7 421 SH   DFND 01,16 0 0 421
CRH PLC-SPONSORED ADR ADR 12626K203 216 8,985 SH   DFND 01,02 0 0 8,985
CRH PLC-SPONSORED ADR ADR 12626K203 2 64 SH   DFND 01,16 0 0 64
CSG SYSTEMS INTL INC COM 126349109 11,549 460,650 SH   DFND 01,02 0 1,083 459,567
CSG SYSTEMS INTL INC COM 126349109 102 4,073 SH   DFND 01,16 0 0 4,073
CSX CORP COM 126408103 162,912 4,496,610 SH   DFND 01,02 0 2,310,763 2,185,847
CSX CORP COM 126408103 417 11,510 SH   DFND 01,03 0 11,510 0
CSX CORP COM 126408103 54,933 1,516,613 SH   DFND 01,10 0 4,878 1,511,735
CSX CORP COM 126408103 27,921 770,322 SH   DFND 01,16 0 0 770,322
CST BRANDS INC COM 12646R105 12,625 289,466 SH   DFND 01,02 0 109,687 179,779
CST BRANDS INC COM 12646R105 47 1,080 SH   DFND 01,10 0 0 1,080
CST BRANDS INC COM 12646R105 103 2,351 SH   DFND 01,16 0 0 2,351
CTS CORP COM 126501105 11,025 618,492 SH   DFND 01,02 0 347,841 270,651
CVB FINANCIAL CORP COM 126600105 7,025 438,394 SH   DFND 01,02 0 15,110 423,284
CVS HEALTH CORP COM 126650100 1,086,981 11,286,272 SH   DFND 01,02 0 7,123,395 4,162,877
CVS HEALTH CORP COM 126650100 2,770 28,767 SH   DFND 01,03 0 28,767 0
CVS HEALTH CORP COM 126650100 208,658 2,166,530 SH   DFND 01,10 0 1,749 2,164,781
CVS HEALTH CORP COM 126650100 8,395 87,163 SH   DFND 01,16 0 3,425 83,738
CYS INVESTMENTS INC COM 12673A108 60 6,866 SH   DFND 01,02 0 6,866 0
CYS INVESTMENTS INC COM 12673A108 93 10,674 SH   DFND 01,16 0 0 10,674
CA INC COM 12673P105 49,702 1,632,273 SH   DFND 01,02 0 106,019 1,526,254
CA INC COM 12673P105 113 3,704 SH   DFND 01,03 0 3,704 0
CA INC COM 12673P105 89 2,924 SH   DFND 01,16 0 0 2,924
CABELA'S INC COM 126804301 100,223 1,901,359 SH   DFND 01,02 0 1,461,784 439,575
CABELA'S INC COM 126804301 207 3,925 SH   DFND 01,03 0 3,925 0
CABELA'S INC COM 126804301 11,615 220,388 SH   DFND 01,10 0 0 220,388
CABELA'S INC COM 126804301 24 464 SH   DFND 01,16 0 0 464
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 1,588 76,910 SH   DFND 01,02 0 32,009 44,901
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 52 2,532 SH   DFND 01,03 0 2,532 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 41 1,994 SH   DFND 01,16 0 0 1,994
CABOT CORP COM 127055101 6,941 158,267 SH   DFND 01,02 0 10,058 148,209
CABOT OIL & GAS CORP COM 127097103 591,350 19,971,275 SH   DFND 01,02 0 17,474,308 2,496,967
CABOT OIL & GAS CORP COM 127097103 16,518 557,868 SH   DFND 01,03 0 557,868 0
CABOT OIL & GAS CORP COM 127097103 66,194 2,236,292 SH   DFND 01,10 0 0 2,236,292
CABOT OIL & GAS CORP COM 127097103 145 4,891 SH   DFND 01,16 0 0 4,891
CABOT MICROELECTRONICS CORP COM 12709P103 4,989 105,417 SH   DFND 01,02 0 840 104,577
CABOT MICROELECTRONICS CORP COM 12709P103 4 80 SH   DFND 01,16 0 0 80
CACI INTERNATIONAL INC -CL A COM 127190304 24,815 287,947 SH   DFND 01,02 0 16,448 271,499
CACI INTERNATIONAL INC -CL A COM 127190304 11 131 SH   DFND 01,16 0 0 131
CADENCE DESIGN SYS INC COM 127387108 16,628 876,530 SH   DFND 01,02 0 199,157 677,373
CADENCE DESIGN SYS INC COM 127387108 8,549 450,904 SH   DFND 01,10 0 0 450,904
CADENCE DESIGN SYS INC COM 127387108 27 1,400 SH   DFND 01,16 0 0 1,400
CAL DIVE INTERNATIONAL INC COM 12802T101 1 20,625 SH   DFND 01,16 0 0 20,625
CAL DIVE INTERNATIONAL INC CONV BND 12802TAB7 206 1,749,000 PRN   DFND 01,02 0 0 1,749,000
CAL-MAINE FOODS INC COM 128030202 6,733 172,481 SH   DFND 01,02 0 35,497 136,984
CAL-MAINE FOODS INC COM 128030202 29 753 SH   DFND 01,16 0 0 753
CALAMOS CVT AND HIGH INCOME COM 12811P108 786 56,851 SH   DFND 01,16 0 0 56,851
CALAMOS ASSET MANAGEMENT-A COM 12811R104 1,458 109,405 SH   DFND 01,02 0 34,503 74,902
CALAMOS ASSET MANAGEMENT-A COM 12811R104 138 10,382 SH   DFND 01,16 0 0 10,382
CALAMOS STRAT TOT RETURN FD COM 128125101 627 54,820 SH   DFND 01,16 0 0 54,820
CALAMP CORP COM 128126109 2,922 159,669 SH   DFND 01,02 0 654 159,015
CALAMP CORP COM 128126109 328 17,880 SH   DFND 01,16 0 0 17,880
CALAVO GROWERS INC COM 128246105 3,209 67,833 SH   DFND 01,02 0 181 67,652
CALAVO GROWERS INC COM 128246105 2 50 SH   DFND 01,16 0 0 50
CALGON CARBON CORP COM 129603106 4,913 236,432 SH   DFND 01,02 0 2,516 233,916
CALGON CARBON CORP COM 129603106 4 200 SH   DFND 01,16 0 0 200
CALIFORNIA RESOURCES CORP COM 13057Q107 12,209 2,216,081 SH   DFND 01,02 0 120,368 2,095,713
CALIFORNIA RESOURCES CORP COM 13057Q107 4 759 SH   DFND 01,03 0 759 0
CALIFORNIA RESOURCES CORP COM 13057Q107 54 9,712 SH   DFND 01,16 0 0 9,712
CALIX INC COM 13100M509 7,219 720,417 SH   DFND 01,02 0 141,581 578,836
CALIX INC COM 13100M509 24 2,400 SH   DFND 01,16 0 0 2,400
CALLAWAY GOLF COMPANY COM 131193104 11,474 1,490,313 SH   DFND 01,02 0 837,440 652,873
CALLAWAY GOLF COMPANY COM 131193104 0 12 SH   DFND 01,16 0 0 12
CALLIDUS SOFTWARE INC COM 13123E500 3,331 203,992 SH   DFND 01,02 0 69,164 134,828
CALLON PETROLEUM CO COM 13123X102 3,510 644,120 SH   DFND 01,02 0 644,120 0
CALPINE CORP COM 131347304 1,283 57,978 SH   DFND 01,02 0 21,425 36,553
CALPINE CORP COM 131347304 181 8,170 SH   DFND 01,16 0 0 8,170
CALPINE CORP - ESCROW 4 COM 131ESC9C1 0 29,236,000 SH   DFND 01,02 0 0 29,236,000
CAMBREX CORP COM 132011107 3,680 170,227 SH   DFND 01,02 0 26,484 143,743
CAMBREX CORP COM 132011107 1,184 54,786 SH   DFND 01,16 0 0 54,786
CAMDEN PROPERTY TRUST COM 133131102 23,935 324,068 SH   DFND 01,02 0 92,495 231,573
CAMDEN PROPERTY TRUST COM 133131102 25 341 SH   DFND 01,16 0 0 341
CAMECO CORP COM 13321L108 611 37,101 SH   DFND 01,02 0 25,857 11,244
CAMECO CORP COM 13321L108 9 523 SH   DFND 01,16 0 0 523
CAMERON INTERNATIONAL CORP COM 13342B105 87,688 1,755,520 SH   DFND 01,02 0 500,202 1,255,318
CAMERON INTERNATIONAL CORP COM 13342B105 333 6,657 SH   DFND 01,03 0 6,657 0
CAMERON INTERNATIONAL CORP COM 13342B105 50,503 1,011,268 SH   DFND 01,10 0 0 1,011,268
CAMERON INTERNATIONAL CORP COM 13342B105 592 11,844 SH   DFND 01,16 0 0 11,844
CAMPBELL SOUP CO COM 134429109 3,136 71,307 SH   DFND 01,02 0 29,903 41,404
CAMPBELL SOUP CO COM 134429109 91 2,074 SH   DFND 01,03 0 2,074 0
CAMPBELL SOUP CO COM 134429109 371 8,431 SH   DFND 01,16 0 0 8,431
CAMPUS CREST COMMUNITIES OPERATING CONV BND 13467CAA0 432 457,000 PRN   DFND 01,02 0 0 457,000
CANADIAN ENERGY SERVICES & T COM 13566W108 711 129,926 SH   DFND 01,16 0 0 129,926
CANADIAN NATL RAILWAY CO COM 136375102 14,560 211,295 SH   DFND 01,02 0 1,800 209,495
CANADIAN NATL RAILWAY CO COM 136375102 1,792 26,266 SH   DFND 01,16 0 0 26,266
CANADIAN NATURAL RESOURCES COM 136385101 128,811 4,171,343 SH   DFND 01,02 0 3,467,573 703,770
CANADIAN NATURAL RESOURCES COM 136385101 378 12,227 SH   DFND 01,03 0 12,227 0
CANADIAN NATURAL RESOURCES COM 136385101 76 2,470 SH   DFND 01,16 0 61 2,409
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 181,545 942,157 SH   DFND 01,02 0 181,773 760,384
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,166 6,048 SH   DFND 01,16 0 3,865 2,183
CANADIAN SOLAR INC COM 136635109 4,124 170,500 SH   DFND 01,02 0 36,400 134,100
CANADIAN SOLAR INC COM 136635109 114 4,700 SH   DFND 01,10 0 0 4,700
CANADIAN SOLAR INC COM 136635109 17 700 SH   DFND 01,16 0 0 700
CANON INC-SPONS ADR ADR 138006309 620 19,577 SH   DFND 01,02 0 0 19,577
CANON INC-SPONS ADR ADR 138006309 154 4,863 SH   DFND 01,16 0 0 4,863
CANTEL MEDICAL CORP COM 138098108 11,602 268,194 SH   DFND 01,02 0 113,049 155,145
CANTEL MEDICAL CORP COM 138098108 12 285 SH   DFND 01,16 0 0 285
CAPELLA EDUCATION CO COM 139594105 9,208 119,643 SH   DFND 01,02 0 64,750 54,893
CAPELLA EDUCATION CO COM 139594105 1 12 SH   DFND 01,16 0 0 12
CAPITAL CITY BANK GROUP INC COM 139674105 7,129 458,765 SH   DFND 01,02 0 458,765 0
CAPITAL BANK FINANCIAL-CL A COM 139794101 1,159 43,232 SH   DFND 01,02 0 43,232 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 288,779 3,498,240 SH   DFND 01,02 0 298,637 3,199,603
CAPITAL ONE FINANCIAL CORP COM 14040H105 531 6,430 SH   DFND 01,03 0 6,430 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 143,656 1,740,193 SH   DFND 01,10 0 123,467 1,616,726
CAPITAL ONE FINANCIAL CORP COM 14040H105 989 11,975 SH   DFND 01,16 0 95 11,880
COF 6 PRF 14040H402 331 13,565 SH   DFND 01,16 0 0 13,565
CAPITAL SOUTHWEST CORP COM 140501107 4,703 124,056 SH   DFND 01,02 0 360 123,696
CAPSTONE TURBINE CORP COM 14067D102 21 27,740 SH   DFND 01,02 0 27,740 0
CAPSTONE TURBINE CORP COM 14067D102 5 7,000 SH   DFND 01,16 0 0 7,000
CAPSTEAD MORTGAGE CORP COM 14067E506 8,112 660,465 SH   DFND 01,02 0 50,255 610,210
CAPSTEAD MORTGAGE CORP COM 14067E506 50 4,056 SH   DFND 01,16 0 0 4,056
CARBO CERAMICS INC COM 140781105 9,091 226,989 SH   DFND 01,02 0 1,545 225,444
CARDINAL FINANCIAL CORP COM 14149F109 2,811 141,725 SH   DFND 01,02 0 940 140,785
CARDINAL HEALTH INC COM 14149Y108 308,603 3,822,368 SH   DFND 01,02 0 2,387,862 1,434,506
CARDINAL HEALTH INC COM 14149Y108 813 10,074 SH   DFND 01,03 0 10,074 0
CARDINAL HEALTH INC COM 14149Y108 4,390 54,374 SH   DFND 01,10 0 0 54,374
CARDINAL HEALTH INC COM 14149Y108 895 11,087 SH   DFND 01,16 0 1,651 9,436
CARDIOVASCULAR SYSTEMS INC COM 141619106 3,161 105,089 SH   DFND 01,02 0 70 105,019
CARDTRONICS INC COM 14161H108 7,650 198,291 SH   DFND 01,02 0 2,583 195,708
CARDTRONICS INC COM 14161H108 95 2,451 SH   DFND 01,16 0 0 2,451
CAREER EDUCATION CORP COM 141665109 1,846 265,141 SH   DFND 01,02 0 1,943 263,198
CAREFUSION CORP COM 14170T101 9,911 167,032 SH   DFND 01,02 0 107,369 59,663
CAREFUSION CORP COM 14170T101 140 2,358 SH   DFND 01,03 0 2,358 0
CAREFUSION CORP COM 14170T101 145 2,446 SH   DFND 01,16 0 1,092 1,354
CARETRUST REIT INC COM 14174T107 1,527 123,815 SH   DFND 01,02 0 939 122,876
CARLISLE COS INC COM 142339100 81,005 897,664 SH   DFND 01,02 0 50,730 846,934
CARLISLE COS INC COM 142339100 327 3,625 SH   DFND 01,03 0 3,625 0
CARLISLE COS INC COM 142339100 103 1,145 SH   DFND 01,16 0 303 842
CARLSBERG AS-B-SPON ADR ADR 142795202 139 8,918 SH   DFND 01,02 0 0 8,918
CARLSBERG AS-B-SPON ADR ADR 142795202 456 29,642 SH   DFND 01,16 0 0 29,642
CARLYLE GROUP/THE LP 14309L102 1,605 58,375 SH   DFND 01,02 0 0 58,375
CARLYLE GROUP/THE LP 14309L102 6,927 252,365 SH   DFND 01,10 0 0 252,365
CARLYLE GROUP/THE LP 14309L102 782 28,450 SH   DFND 01,16 0 0 28,450
CARMAX INC COM 143130102 5,772 86,704 SH   DFND 01,02 0 42,474 44,230
CARMAX INC COM 143130102 166 2,493 SH   DFND 01,03 0 2,493 0
CARMAX INC COM 143130102 38 564 SH   DFND 01,16 0 0 564
CARMIKE CINEMAS INC COM 143436400 19,925 758,400 SH   DFND 01,02 0 615,198 143,202
CARNIVAL CORP COM 143658300 8,930 196,984 SH   DFND 01,02 0 88,440 108,544
CARNIVAL CORP COM 143658300 236 5,209 SH   DFND 01,03 0 5,209 0
CARNIVAL CORP COM 143658300 652 14,379 SH   DFND 01,16 0 0 14,379
CARNIVAL PLC-ADR ADR 14365C103 2,423 53,843 SH   DFND 01,02 0 0 53,843
CARPENTER TECHNOLOGY COM 144285103 25,425 516,249 SH   DFND 01,02 0 33,057 483,192
CARPENTER TECHNOLOGY COM 144285103 92 1,866 SH   DFND 01,16 0 0 1,866
CARREFOUR SA-SP ADR ADR 144430204 225 36,985 SH   DFND 01,02 0 0 36,985
CARRIZO OIL & GAS INC COM 144577103 23,522 565,413 SH   DFND 01,02 0 258,750 306,663
CARRIZO OIL & GAS INC COM 144577103 5 116 SH   DFND 01,16 0 0 116
CARTER'S INC COM 146229109 12,497 143,130 SH   DFND 01,02 0 20,698 122,432
CARTER'S INC COM 146229109 25 290 SH   DFND 01,16 0 0 290
CASCADE BANCORP COM 147154207 7,896 1,521,400 SH   DFND 01,02 0 1,521,400 0
CASCADE BANCORP COM 147154207 0 10 SH   DFND 01,16 0 0 10
CASELLA WASTE SYSTEMS INC-A COM 147448104 16 3,925 SH   DFND 01,02 0 3,925 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 32 8,000 SH   DFND 01,16 0 0 8,000
CASEY'S GENERAL STORES INC COM 147528103 44,439 492,031 SH   DFND 01,02 0 81,877 410,154
CASEY'S GENERAL STORES INC COM 147528103 325 3,599 SH   DFND 01,16 0 0 3,599
CASH AMERICA INTL INC COM 14754D100 11,476 507,420 SH   DFND 01,02 0 359,783 147,637
CASH AMERICA INTL INC COM 14754D100 1 64 SH   DFND 01,16 0 0 64
CASTLE (A.M.) & CO COM 148411101 621 77,846 SH   DFND 01,02 0 1,400 76,446
CASTLIGHT HEALTH INC-B COM 14862Q100 269 23,000 SH   DFND 01,02 0 0 23,000
CATALENT INC COM 148806102 50,006 1,793,585 SH   DFND 01,02 0 511,146 1,282,439
CATALENT INC COM 148806102 49 1,768 SH   DFND 01,03 0 1,768 0
CATALENT INC COM 148806102 15,765 565,464 SH   DFND 01,10 0 0 565,464
CATAMARAN CORP COM 148887102 11,564 223,465 SH   DFND 01,02 0 2,555 220,910
CATAMARAN CORP COM 148887102 21,439 414,362 SH   DFND 01,10 0 143,307 271,055
CATAMARAN CORP COM 148887102 84 1,614 SH   DFND 01,16 0 0 1,614
CATERPILLAR INC COM 149123101 94,412 1,031,470 SH   DFND 01,02 0 219,232 812,238
CATERPILLAR INC COM 149123101 641 7,003 SH   DFND 01,03 0 7,003 0
CATERPILLAR INC COM 149123101 5,659 61,832 SH   DFND 01,16 0 0 61,832
CATHAY GENERAL BANCORP COM 149150104 5,655 221,022 SH   DFND 01,02 0 11,002 210,020
CATO CORP-CLASS A COM 149205106 13,209 313,139 SH   DFND 01,02 0 94,263 218,876
CATO CORP-CLASS A COM 149205106 507 12,024 SH   DFND 01,16 0 0 12,024
CAVCO INDUSTRIES INC COM 149568107 12,701 160,233 SH   DFND 01,02 0 76,233 84,000
CAVIUM INC COM 14964U108 6,137 99,273 SH   DFND 01,02 0 31,543 67,730
CAVIUM INC COM 14964U108 168 2,721 SH   DFND 01,16 0 0 2,721
CEDAR FAIR LP LP 150185106 432 9,036 SH   DFND 01,16 0 0 9,036
CEDAR REALTY TRUST INC COM 150602209 2,950 401,906 SH   DFND 01,02 0 98,990 302,916
CEDAR REALTY TRUST INC COM 150602209 14 1,900 SH   DFND 01,16 0 0 1,900
CELADON GROUP INC COM 150838100 2,228 98,200 SH   DFND 01,02 0 1,530 96,670
CELADON GROUP INC COM 150838100 134 5,900 SH   DFND 01,16 0 0 5,900
CELANESE CORP-SERIES A COM 150870103 3,464 57,781 SH   DFND 01,02 0 57,371 410
CELANESE CORP-SERIES A COM 150870103 636 10,612 SH   DFND 01,16 0 0 10,612
CELESTICA INC COM 15101Q108 7,587 646,204 SH   DFND 01,02 0 0 646,204
CELGENE CORP COM 151020104 1,217,871 10,887,421 SH   DFND 01,02 0 7,628,754 3,258,667
CELGENE CORP COM 151020104 19,179 171,462 SH   DFND 01,03 0 171,462 0
CELGENE CORP COM 151020104 97,466 871,334 SH   DFND 01,10 0 57,500 813,834
CELGENE CORP COM 151020104 8,250 73,745 SH   DFND 01,16 0 10,759 62,986
CELLDEX THERAPEUTICS INC COM 15117B103 1,554 85,148 SH   DFND 01,02 0 51,148 34,000
CELLDEX THERAPEUTICS INC COM 15117B103 4 200 SH   DFND 01,16 0 0 200
CEMENTOS PACASMAYO SAA - ADR ADR 15126Q109 0 2 SH   DFND 01,02 0 0 2
CEMENTOS PACASMAYO SAA - ADR ADR 15126Q109 2,642 305,103 SH   DFND 01,10 0 0 305,103
CEMEX SAB-SPONS ADR PART CER ADR 151290889 26,202 2,571,408 SH   DFND 01,02 0 0 2,571,408
CEMEX SAB-SPONS ADR PART CER ADR 151290889 11,694 1,147,562 SH   DFND 01,02,10 0 0 1,147,562
CEMEX SAB-SPONS ADR PART CER ADR 151290889 40,579 3,986,111 SH   DFND 01,10 0 0 3,986,111
CEMEX SAB-SPONS ADR PART CER ADR 151290889 63 6,134 SH   DFND 01,16 0 0 6,134
CEMEX SAB DE CV CONV BND 151290AV5 410 399,000 PRN   DFND 01,02 0 0 399,000
CEMEX SAB DE CV CONV BND 151290BC6 5,232 4,340,000 PRN   DFND 01,02 0 0 4,340,000
CEMPRA INC COM 15130J109 1,671 71,073 SH   DFND 01,02 0 71,073 0
CENTENE CORP COM 15135B101 35,622 343,012 SH   DFND 01,02 0 75,638 267,374
CENTENE CORP COM 15135B101 7,919 76,254 SH   DFND 01,10 0 0 76,254
CENTENE CORP COM 15135B101 11 102 SH   DFND 01,16 0 0 102
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CENOVUS ENERGY INC COM 15135U109 29 1,389 SH   DFND 01,16 0 0 1,389
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CENTERPOINT ENERGY INC CONV PRF 15189T206 15 218 SH   DFND 01,16 0 0 218
CENTERSTATE BANKS INC COM 15201P109 4,352 365,388 SH   DFND 01,02 0 365,388 0
CENTERSTATE BANKS INC COM 15201P109 39 3,300 SH   DFND 01,16 0 0 3,300
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CENTURY ALUMINUM COMPANY COM 156431108 6,777 277,745 SH   DFND 01,02 0 50,581 227,164
CENTURY ALUMINUM COMPANY COM 156431108 3 110 SH   DFND 01,16 0 0 110
CENTURY COMMUNITIES INC COM 156504300 8,342 482,656 SH   DFND 01,02 0 348,044 134,612
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CEPHEID INC CONV BND 15670RAB3 9,894 9,000,000 PRN   DFND 01,02 0 0 9,000,000
CENVEO CORP CONV BND 15671BAJ0 311 323,000 PRN   DFND 01,02 0 0 323,000
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CERNER CORP COM 156782104 227 3,513 SH   DFND 01,03 0 3,513 0
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CEVA INC COM 157210105 2,904 160,127 SH   DFND 01,02 0 465 159,662
CHAMBERS STREET PROPERTIES COM 157842105 4 510 SH   DFND 01,02 0 510 0
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CHANNELADVISOR CORP COM 159179100 1,418 65,704 SH   DFND 01,02 0 325 65,379
CHARLES RIVER LABORATORIES COM 159864107 8,789 138,110 SH   DFND 01,02 0 14,087 124,023
CHARLES RIVER LABORATORIES COM 159864107 6,098 95,817 SH   DFND 01,10 0 0 95,817
CHART INDUSTRIES INC COM 16115Q308 1,407 41,147 SH   DFND 01,02 0 8,347 32,800
CHART INDUSTRIES INC COM 16115Q308 4 130 SH   DFND 01,16 0 0 130
CHARTER COMMUNICATION-A COM 16117M305 20,998 126,024 SH   DFND 01,02 0 110,330 15,694
CHARTER COMMUNICATION-A COM 16117M305 3,643 21,863 SH   DFND 01,02,10 0 0 21,863
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CHATHAM LODGING TRUST COM 16208T102 16,995 586,622 SH   DFND 01,02 0 95,622 491,000
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CHECKPOINT SYSTEMS INC COM 162825103 7 500 SH   DFND 01,16 0 0 500
CHEESECAKE FACTORY INC/THE COM 163072101 5,601 111,323 SH   DFND 01,02 0 4,808 106,515
CHEESECAKE FACTORY INC/THE COM 163072101 5 93 SH   DFND 01,16 0 0 93
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CHEMED CORP COM 16359R103 9 86 SH   DFND 01,16 0 0 86
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CHEMTURA CORP COM 163893209 66 2,675 SH   DFND 01,16 0 0 2,675
CHENIERE ENERGY INC COM 16411R208 8,232 116,928 SH   DFND 01,02 0 44,308 72,620
CHENIERE ENERGY INC COM 16411R208 730 10,365 SH   DFND 01,16 0 0 10,365
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CHESAPEAKE ENERGY CORP COM 165167107 117 6,000 SH   DFND 01,03 0 6,000 0
CHESAPEAKE ENERGY CORP COM 165167107 3,164 161,661 SH   DFND 01,16 0 0 161,661
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CHK 5 CONV PRF 165167826 6,714 71,000 SH   DFND 01,02 0 0 71,000
CHESAPEAKE ENERGY CORP CONV BND 165167BW6 43 43,000 PRN   DFND 01,16 0 0 43,000
CHESAPEAKE ENERGY CORP CONV BND 165167BZ9 10 10,000 PRN   DFND 01,16 0 0 10,000
CHESAPEAKE ENERGY CORP CONV BND 165167CB1 450 501,000 PRN   DFND 01,02 0 0 501,000
CHESAPEAKE ENERGY CORP CONV BND 165167CB1 1 1,000 PRN   DFND 01,16 0 0 1,000
CHESAPEAKE GRANITE WASH TRUS LP 165185109 69 12,794 SH   DFND 01,16 0 0 12,794
CHESAPEAKE LODGING TRUST COM 165240102 26,177 703,476 SH   DFND 01,02 0 441,796 261,680
CHEUNG KONG HLDGS-UNSPON ADR ADR 166744201 399 23,736 SH   DFND 01,02 0 0 23,736
CHEUNG KONG HLDGS-UNSPON ADR ADR 166744201 1 65 SH   DFND 01,16 0 0 65
CHEVRON CORP COM 166764100 1,431,813 12,763,561 SH   DFND 01,02 0 5,859,211 6,904,350
CHEVRON CORP COM 166764100 3,947 35,187 SH   DFND 01,03 0 35,187 0
CHEVRON CORP COM 166764100 83,626 745,459 SH   DFND 01,10 0 900 744,559
CHEVRON CORP COM 166764100 13,274 118,326 SH   DFND 01,16 0 801 117,525
CHICAGO BRIDGE & IRON CO NV COM 167250109 333 7,940 SH   DFND 01,02 0 7,940 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 789 18,729 SH   DFND 01,16 0 0 18,729
CHICO'S FAS INC COM 168615102 16,754 1,033,509 SH   DFND 01,02 0 322,046 711,463
CHICO'S FAS INC COM 168615102 13 784 SH   DFND 01,16 0 0 784
CHILDREN'S PLACE INC/THE COM 168905107 18,543 325,279 SH   DFND 01,02 0 3,628 321,651
CHILDREN'S PLACE INC/THE COM 168905107 7 120 SH   DFND 01,16 0 0 120
CHINA CONSTRUCT-UNSPON ADR ADR 168919108 471 28,664 SH   DFND 01,02 0 0 28,664
CHIMERA INVESTMENT CORP COM 16934Q109 3,850 1,209,305 SH   DFND 01,02 0 54,245 1,155,060
CHIMERA INVESTMENT CORP COM 16934Q109 54 17,101 SH   DFND 01,16 0 0 17,101
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 4,230 62,916 SH   DFND 01,02 0 62,916 0
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 562 9,577 SH   DFND 01,02 0 0 9,577
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 2 34 SH   DFND 01,16 0 0 34
CHINA MOBILE LTD-SPON ADR ADR 16941M109 10,954 186,223 SH   DFND 01,02 0 0 186,223
CHINA MOBILE LTD-SPON ADR ADR 16941M109 4,473 76,047 SH   DFND 01,02,10 0 0 76,047
CHINA MOBILE LTD-SPON ADR ADR 16941M109 623 10,593 SH   DFND 01,16 0 0 10,593
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 350 4,326 SH   DFND 01,02 0 0 4,326
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 11 133 SH   DFND 01,16 0 0 133
CHIPOTLE MEXICAN GRILL INC COM 169656105 62,969 91,992 SH   DFND 01,02 0 45,627 46,365
CHIPOTLE MEXICAN GRILL INC COM 169656105 246 360 SH   DFND 01,03 0 360 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 670 979 SH   DFND 01,16 0 0 979
CHOICE HOTELS INTL INC COM 169905106 2,856 50,973 SH   DFND 01,02 0 3,973 47,000
CHOICE HOTELS INTL INC COM 169905106 14 250 SH   DFND 01,16 0 0 250
CHIQUITA BRANDS INTL COM 170032809 7,573 523,690 SH   DFND 01,02 0 5,105 518,585
CHRISTOPHER & BANKS CORP COM 171046105 5,157 903,212 SH   DFND 01,02 0 56,190 847,022
CHRISTOPHER & BANKS CORP COM 171046105 3 500 SH   DFND 01,16 0 0 500
CHROMADEX CORP COM 171077100 10 11,250 SH   DFND 01,16 0 0 11,250
CHUBB CORP COM 171232101 144,198 1,393,249 SH   DFND 01,02 0 970,019 423,230
CHUBB CORP COM 171232101 341 3,302 SH   DFND 01,03 0 3,302 0
CHUBB CORP COM 171232101 826 7,988 SH   DFND 01,16 0 0 7,988
CHURCH & DWIGHT CO INC COM 171340102 31,927 405,113 SH   DFND 01,02 0 11,318 393,795
CHURCH & DWIGHT CO INC COM 171340102 272 3,457 SH   DFND 01,16 0 0 3,457
CIBER INC COM 17163B102 1,106 311,509 SH   DFND 01,02 0 1,190 310,319
CIBER INC COM 17163B102 3 829 SH   DFND 01,16 0 0 829
CIENA CORP COM 171779309 5,271 271,533 SH   DFND 01,02 0 24,801 246,732
CIENA CORP COM 171779309 27 1,412 SH   DFND 01,16 0 0 1,412
CIENA CORP CONV BND 171779AG6 15,443 12,580,000 PRN   DFND 01,02 0 0 12,580,000
CIENA CORP CONV BND 171779AK7 11,973 9,660,000 PRN   DFND 01,02 0 0 9,660,000
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CIMAREX ENERGY CO COM 171798101 467 4,410 SH   DFND 01,03 0 4,410 0
CIMAREX ENERGY CO COM 171798101 28 260 SH   DFND 01,16 0 0 260
CINCINNATI BELL INC COM 171871106 2,966 929,693 SH   DFND 01,02 0 9,999 919,694
CINCINNATI BELL INC COM 171871106 21 6,690 SH   DFND 01,16 0 0 6,690
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CINCINNATI FINANCIAL CORP COM 172062101 88 1,704 SH   DFND 01,03 0 1,704 0
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CINEMARK HOLDINGS INC COM 17243V102 77,691 2,183,560 SH   DFND 01,02 0 679,045 1,504,515
CINEMARK HOLDINGS INC COM 17243V102 221 6,224 SH   DFND 01,03 0 6,224 0
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CINEMARK HOLDINGS INC COM 17243V102 4 110 SH   DFND 01,16 0 0 110
CIRCOR INTERNATIONAL INC COM 17273K109 5,163 85,665 SH   DFND 01,02 0 7,973 77,692
CIRRUS LOGIC INC COM 172755100 6,811 288,967 SH   DFND 01,02 0 11,337 277,630
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CISCO SYSTEMS INC COM 17275R102 2,041 73,356 SH   DFND 01,03 0 73,356 0
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CISCO SYSTEMS INC COM 17275R102 7,450 267,829 SH   DFND 01,16 0 12,958 254,871
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CINTAS CORP COM 172908105 88 1,125 SH   DFND 01,03 0 1,125 0
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CITIGROUP INC COM 172967424 1,348,233 24,916,624 SH   DFND 01,02 0 12,312,710 12,603,914
CITIGROUP INC COM 172967424 3,600 66,526 SH   DFND 01,03 0 66,526 0
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CITIGROUP INC COM 172967424 4,242 78,395 SH   DFND 01,16 0 11,123 67,272
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C 7 7/8 10/30/40 PRF 173080201 48 1,801 SH   DFND 01,16 0 0 1,801
CITRIX SYSTEMS INC COM 177376100 51,694 810,261 SH   DFND 01,02 0 53,185 757,076
CITRIX SYSTEMS INC COM 177376100 119 1,864 SH   DFND 01,03 0 1,864 0
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CIVEO CORP COM 178787107 249 60,536 SH   DFND 01,02 0 60,536 0
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CLARCOR INC COM 179895107 11,784 176,822 SH   DFND 01,02 0 5,029 171,793
CLARCOR INC COM 179895107 2 31 SH   DFND 01,16 0 0 31
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GUGGENHEIM BULLETSHARES 2017 COM 18383M399 2,119 81,674 SH   DFND 01,16 0 0 81,674
GUGGENHEIM BULLETSHARES 2016 COM 18383M415 4,670 180,383 SH   DFND 01,16 0 0 180,383
GUGGENHEIM BULLETSHARES 2015 COM 18383M423 1,994 77,073 SH   DFND 01,16 0 0 77,073
GUGGENHEIM MULTI-ASSET INCOM COM 18383M506 1,490 66,600 SH   DFND 01,16 0 0 66,600
GUGGENHEIM BULLETSHARES 2019 COM 18383M522 680 32,537 SH   DFND 01,16 0 0 32,537
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GUGGENHEIM BULLETSHARES 2015 COM 18383M563 5,088 234,703 SH   DFND 01,16 0 0 234,703
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GUGGENHEIM RAYMOND JAMES SB- COM 18383M613 375 10,723 SH   DFND 01,16 0 0 10,723
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CLEAN HARBORS INC COM 184496107 9,598 199,749 SH   DFND 01,02 0 2,089 197,660
CLEAN HARBORS INC COM 184496107 10 209 SH   DFND 01,16 0 0 209
CLEAN ENERGY FUELS CORP CONV BND 184499AB7 11,523 16,499,000 PRN   DFND 01,02 0 0 16,499,000
CLEARBRIDGE ENERGY MLP FUND COM 184692101 2 60 SH   DFND 01,02 0 0 60
CLEARBRIDGE ENERGY MLP FUND COM 184692101 2,686 97,331 SH   DFND 01,16 0 0 97,331
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CLIFFS NATURAL RESOURCES INC COM 18683K101 2,592 363,043 SH   DFND 01,02 0 8,543 354,500
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CLOVIS ONCOLOGY INC COM 189464100 24,484 437,234 SH   DFND 01,02 0 322,679 114,555
CLOVIS ONCOLOGY INC COM 189464100 15 275 SH   DFND 01,03 0 275 0
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COCA-COLA CO/THE COM 191216100 407,545 9,652,930 SH   DFND 01,02 0 3,261,692 6,391,238
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COGNEX CORP COM 192422103 20,784 502,913 SH   DFND 01,02 0 146,505 356,408
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COHU INC COM 192576106 1,457 122,363 SH   DFND 01,02 0 10,127 112,236
COLGATE-PALMOLIVE CO COM 194162103 27,530 397,904 SH   DFND 01,02 0 221,911 175,993
COLGATE-PALMOLIVE CO COM 194162103 685 9,907 SH   DFND 01,03 0 9,907 0
COLGATE-PALMOLIVE CO COM 194162103 4,487 64,854 SH   DFND 01,10 0 0 64,854
COLGATE-PALMOLIVE CO COM 194162103 4,258 61,171 SH   DFND 01,16 0 0 61,171
COLONIAL BANCGROUP INC COM 195493309 0 21,027 SH   DFND 01,16 0 0 21,027
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COLUMBIA BANKING SYSTEM INC COM 197236102 18,212 659,592 SH   DFND 01,02 0 424,947 234,645
COLUMBIA SELECT LARGE CAP VA COM 19761R109 2,277 50,022 SH   DFND 01,05 0 0 50,022
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COLUMBIA SELECT LARGE CAP GR COM 19761R406 4,394 100,010 SH   DFND 01,05 0 0 100,010
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COLUMBIA PROPERTY TRUST INC COM 198287203 19 754 SH   DFND 01,02 0 754 0
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COLUMBIA SPORTSWEAR CO COM 198516106 2 42 SH   DFND 01,16 0 0 42
COMFORT SYSTEMS USA INC COM 199908104 9,291 542,712 SH   DFND 01,02 0 393 542,319
COMCAST CORP-CLASS A COM 20030N101 1,622,434 27,968,195 SH   DFND 01,02 0 2,123,728 12,443,864
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DEERE & CO COM 244199105 16,046 180,788 SH   DFND 01,02 0 106,879 73,909
DEERE & CO COM 244199105 367 4,145 SH   DFND 01,03 0 4,145 0
DEERE & CO COM 244199105 1,074 12,144 SH   DFND 01,16 0 0 12,144
DEL FRISCO'S RESTAURANT GROU COM 245077102 42,638 1,795,981 SH   DFND 01,02 0 550,051 1,245,930
DEL FRISCO'S RESTAURANT GROU COM 245077102 70 2,962 SH   DFND 01,16 0 0 2,962
DELEK US HOLDINGS INC COM 246647101 20,768 761,315 SH   DFND 01,02 0 48,315 713,000
DELEK US HOLDINGS INC COM 246647101 100 3,661 SH   DFND 01,16 0 0 3,661
DELTA AIR LINES INC COM 247361702 302,720 6,154,103 SH   DFND 01,02 0 657,741 5,496,362
DELTA AIR LINES INC COM 247361702 476 9,680 SH   DFND 01,03 0 9,680 0
DELTA AIR LINES INC COM 247361702 100,441 2,042,709 SH   DFND 01,10 0 2,300 2,040,409
DELTA AIR LINES INC COM 247361702 3,814 77,597 SH   DFND 01,16 0 571 77,026
DELTIC TIMBER CORP COM 247850100 3,411 49,874 SH   DFND 01,02 0 1,204 48,670
DENBURY RESOURCES INC COM 247916208 16,274 2,001,804 SH   DFND 01,02 0 1,929,482 72,322
DENBURY RESOURCES INC COM 247916208 33 4,077 SH   DFND 01,03 0 4,077 0
DENBURY RESOURCES INC COM 247916208 15 1,862 SH   DFND 01,16 0 0 1,862
DELUXE CORP COM 248019101 52,359 841,092 SH   DFND 01,02 0 59,013 782,079
DELUXE CORP COM 248019101 803 12,900 SH   DFND 01,16 0 0 12,900
DEMANDWARE INC COM 24802Y105 3,620 62,920 SH   DFND 01,02 0 460 62,460
DEMANDWARE INC COM 24802Y105 9 150 SH   DFND 01,16 0 0 150
DENDREON CORPORATION CONV BND 24823QAC1 9,707 15,695,000 PRN   DFND 01,02 0 0 15,695,000
DENDREON CORPORATION CONV BND 24823QAC1 4 6,000 PRN   DFND 01,16 0 0 6,000
DENNY'S CORP COM 24869P104 6,950 674,131 SH   DFND 01,02 0 485,610 188,521
DENSO CORPORATION-UNSPON ADR ADR 24872B100 269 11,388 SH   DFND 01,02 0 0 11,388
DENTSPLY INTERNATIONAL INC COM 249030107 14,366 269,657 SH   DFND 01,02 0 22,923 246,734
DENTSPLY INTERNATIONAL INC COM 249030107 87 1,636 SH   DFND 01,03 0 1,636 0
DENTSPLY INTERNATIONAL INC COM 249030107 66 1,244 SH   DFND 01,16 0 0 1,244
DEPOMED INC COM 249908104 5,353 332,306 SH   DFND 01,02 0 74,116 258,190
DEUTSCHE BK CONTINGNT CAP T PFD PRF 25150L108 272 9,650 SH   DFND 01,16 0 0 9,650
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 239 33,382 SH   DFND 01,02 0 0 33,382
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 1 132 SH   DFND 01,16 0 0 132
DEUTSCHE BK CONTGNT CAP TR TR PFD PRF 25154A108 517 18,657 SH   DFND 01,16 0 0 18,657
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 468 29,164 SH   DFND 01,02 0 0 29,164
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 0 5 SH   DFND 01,16 0 0 5
DEUTSCHE POST AG-SPON ADR ADR 25157Y202 345 10,542 SH   DFND 01,02 0 0 10,542
DEUTSCHE MUNICIPAL INCOME TR COM 25160C106 498 37,225 SH   DFND 01,16 0 0 37,225
DEUTSCHE MULTI-MARKET INCOME COM 25160E102 94 11,090 SH   DFND 01,16 0 0 11,090
DEUTSCHE STRATEGIC INCOME TR COM 25160F109 289 24,989 SH   DFND 01,16 0 0 24,989
DEVON ENERGY CORP COM 25179M103 68,546 1,119,843 SH   DFND 01,02 0 170,175 949,668
DEVON ENERGY CORP COM 25179M103 272 4,447 SH   DFND 01,03 0 4,447 0
DEVON ENERGY CORP COM 25179M103 1,511 24,680 SH   DFND 01,16 0 0 24,680
DEVRY EDUCATION GROUP INC COM 251893103 7,203 151,740 SH   DFND 01,02 0 18,702 133,038
DEVRY EDUCATION GROUP INC COM 251893103 10 207 SH   DFND 01,16 0 0 207
DB MAND EXCH NOTE 8.76 DAL PRF 25190E478 55,217 1,128,210 SH   DFND 01,02 0 0 1,128,210
DB MAND EXCH NOTE 8.76 DAL PRF 25190E478 39 790 SH   DFND 01,03 0 0 790
DEXCOM INC COM 252131107 23,409 425,222 SH   DFND 01,02 0 143,619 281,603
DEXCOM INC COM 252131107 30 542 SH   DFND 01,03 0 542 0
DEX MEDIA INC COM 25213A107 110 12,237 SH   DFND 01,02 0 4,436 7,801
DEX MEDIA INC COM 25213A107 0 0 SH   DFND 01,04 0 0 0
DEX MEDIA INC COM 25213A107 0 0 SH   DFND 01,05 0 0 0
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 174,240 1,527,175 SH   DFND 01,02 0 0 1,527,175
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 499 4,375 SH   DFND 01,03 0 0 4,375
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 4,339 38,029 SH   DFND 01,10 0 0 38,029
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2,296 20,187 SH   DFND 01,16 0 0 20,187
DIAMOND FOODS INC COM 252603105 3,320 117,584 SH   DFND 01,02 0 1,590 115,994
DIAMOND OFFSHORE DRILLING COM 25271C102 2,530 68,932 SH   DFND 01,02 0 54,697 14,235
DIAMOND OFFSHORE DRILLING COM 25271C102 29 777 SH   DFND 01,03 0 777 0
DIAMOND OFFSHORE DRILLING COM 25271C102 8 218 SH   DFND 01,16 0 0 218
DIAMONDROCK HOSPITALITY CO COM 252784301 13,804 928,188 SH   DFND 01,02 0 68,000 860,188
DIAMONDBACK ENERGY INC COM 25278X109 23,202 388,123 SH   DFND 01,02 0 258,874 129,249
DIAMONDBACK ENERGY INC COM 25278X109 58 976 SH   DFND 01,03 0 976 0
DIAMONDBACK ENERGY INC COM 25278X109 25 428 SH   DFND 01,16 0 224 204
DICE HOLDINGS INC COM 253017107 2,411 240,962 SH   DFND 01,02 0 62,737 178,225
DICK'S SPORTING GOODS INC COM 253393102 11,777 237,205 SH   DFND 01,02 0 10,175 227,030
DICK'S SPORTING GOODS INC COM 253393102 258 5,265 SH   DFND 01,16 0 0 5,265
DIEBOLD INC COM 253651103 5,224 150,816 SH   DFND 01,02 0 1,264 149,552
DIEBOLD INC COM 253651103 16 475 SH   DFND 01,16 0 0 475
DIGI INTERNATIONAL INC COM 253798102 5,282 568,505 SH   DFND 01,02 0 459,288 109,217
DIGITAL REALTY TRUST INC COM 253868103 11,691 175,873 SH   DFND 01,02 0 175,873 0
DIGITAL REALTY TRUST INC COM 253868103 941 14,192 SH   DFND 01,16 0 0 14,192
DIGITAL RIVER INC COM 25388B104 3,496 141,385 SH   DFND 01,02 0 1,258 140,127
DIGITAL RIVER INC CONV BND 25388BAD6 350 353,000 PRN   DFND 01,02 0 0 353,000
DIGITALGLOBE INC COM 25389M877 207 6,669 SH   DFND 01,02 0 6,669 0
DIGITALGLOBE INC COM 25389M877 13 410 SH   DFND 01,16 0 0 410
DIME COMMUNITY BANCSHARES COM 253922108 11,937 733,340 SH   DFND 01,02 0 379,612 353,728
DILLARDS INC-CL A COM 254067101 2,381 19,020 SH   DFND 01,02 0 8,706 10,314
DILLARDS INC-CL A COM 254067101 20 160 SH   DFND 01,16 0 0 160
DINEEQUITY INC COM 254423106 9,692 93,441 SH   DFND 01,02 0 18,340 75,101
DIODES INC COM 254543101 16,978 615,818 SH   DFND 01,02 0 23,210 592,608
DIPLOMAT PHARMACY INC COM 25456K101 9,512 347,522 SH   DFND 01,02 0 308,499 39,023
DIPLOMAT PHARMACY INC COM 25456K101 41 1,481 SH   DFND 01,03 0 1,481 0
DIREXION ALL CAP INSIDER SEN COM 25459Y769 294 4,260 SH   DFND 01,16 0 0 4,260
WALT DISNEY CO/THE COM 254687106 541,565 5,745,773 SH   DFND 01,02 0 876,160 4,869,613
WALT DISNEY CO/THE COM 254687106 5,430 57,652 SH   DFND 01,02,10 0 0 57,652
WALT DISNEY CO/THE COM 254687106 1,699 18,040 SH   DFND 01,03 0 18,040 0
WALT DISNEY CO/THE COM 254687106 142,912 1,517,730 SH   DFND 01,10 0 330,069 1,187,661
WALT DISNEY CO/THE COM 254687106 10,766 114,311 SH   DFND 01,16 0 0 114,311
DISCOVER FINANCIAL SERVICES COM 254709108 97,350 1,486,471 SH   DFND 01,02 0 133,998 1,352,473
DISCOVER FINANCIAL SERVICES COM 254709108 343 5,245 SH   DFND 01,03 0 5,245 0
DISCOVER FINANCIAL SERVICES COM 254709108 54,054 825,396 SH   DFND 01,10 0 74,979 750,417
DISCOVER FINANCIAL SERVICES COM 254709108 4,311 65,839 SH   DFND 01,16 0 955 64,884
DISCOVERY COMMUNICATIONS-A COM 25470F104 141,480 4,106,860 SH   DFND 01,02 0 3,651,875 454,985
DISCOVERY COMMUNICATIONS-A COM 25470F104 484 14,042 SH   DFND 01,03 0 14,042 0
DISCOVERY COMMUNICATIONS-A COM 25470F104 25,192 731,785 SH   DFND 01,10 0 161,059 570,726
DISCOVERY COMMUNICATIONS-A COM 25470F104 24 703 SH   DFND 01,16 0 7 696
DISCOVERY COMMUNICATIONS-C COM 25470F302 4,384 130,014 SH   DFND 01,02 0 0 130,014
DISCOVERY COMMUNICATIONS-C COM 25470F302 107 3,159 SH   DFND 01,03 0 0 3,159
DISCOVERY COMMUNICATIONS-C COM 25470F302 16,657 493,985 SH   DFND 01,10 0 0 493,985
DISCOVERY COMMUNICATIONS-C COM 25470F302 25 752 SH   DFND 01,16 0 0 752
DISH NETWORK CORP-A COM 25470M109 217,643 2,985,954 SH   DFND 01,02 0 1,104,627 1,881,327
DISH NETWORK CORP-A COM 25470M109 273 3,750 SH   DFND 01,03 0 3,750 0
DISH NETWORK CORP-A COM 25470M109 64 884 SH   DFND 01,16 0 0 884
DIRECTV COM 25490A309 159,214 1,836,391 SH   DFND 01,02 0 318,409 1,517,982
DIRECTV COM 25490A309 504 5,810 SH   DFND 01,03 0 5,810 0
DIRECTV COM 25490A309 295 3,400 SH   DFND 01,10 0 0 3,400
DIRECTV COM 25490A309 269 3,098 SH   DFND 01,16 0 0 3,098
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 6,957 1,348,262 SH   DFND 01,02 0 982,454 365,808
DOCTOR REDDY'S LAB-ADR ADR 256135203 731 14,484 SH   DFND 01,02 0 0 14,484
DOCTOR REDDY'S LAB-ADR ADR 256135203 194 3,841 SH   DFND 01,16 0 0 3,841
DOLLAR GENERAL CORP COM 256677105 37,850 535,352 SH   DFND 01,02 0 215,881 319,471
DOLLAR GENERAL CORP COM 256677105 248 3,508 SH   DFND 01,03 0 3,508 0
DOLLAR GENERAL CORP COM 256677105 285 4,034 SH   DFND 01,16 0 0 4,034
DOLLAR TREE INC COM 256746108 55,950 794,946 SH   DFND 01,02 0 460,583 334,363
DOLLAR TREE INC COM 256746108 167 2,376 SH   DFND 01,03 0 2,376 0
DOLLAR TREE INC COM 256746108 127 1,800 SH   DFND 01,16 0 0 1,800
DOMINION RESOURCES INC/VA COM 25746U109 102,987 1,339,224 SH   DFND 01,02 0 968,866 370,358
DOMINION RESOURCES INC/VA COM 25746U109 564 7,334 SH   DFND 01,03 0 7,334 0
DOMINION RESOURCES INC/VA COM 25746U109 3,137 40,638 SH   DFND 01,16 0 0 40,638
D 6 1/8 04/01/16 CONV PRF 25746U703 10,514 175,200 SH   DFND 01,02 0 0 175,200
D 6 07/01/16 CONV PRF 25746U885 10,401 173,000 SH   DFND 01,02 0 0 173,000
DOMINO'S PIZZA INC COM 25754A201 52,527 557,804 SH   DFND 01,02 0 208,503 349,301
DOMINO'S PIZZA INC COM 25754A201 76 802 SH   DFND 01,03 0 802 0
DOMINO'S PIZZA INC COM 25754A201 683 7,257 SH   DFND 01,16 0 0 7,257
DOMTAR CORP COM 257559203 6,827 169,661 SH   DFND 01,02 0 20,435 149,226
DOMTAR CORP COM 257559203 6 138 SH   DFND 01,16 0 0 138
DONALDSON CO INC COM 257651109 24,234 627,338 SH   DFND 01,02 0 8,709 618,629
DONALDSON CO INC COM 257651109 42 1,098 SH   DFND 01,16 0 0 1,098
RR DONNELLEY & SONS CO COM 257867101 92,690 5,515,699 SH   DFND 01,02 0 478,740 5,036,959
RR DONNELLEY & SONS CO COM 257867101 53 3,128 SH   DFND 01,03 0 3,128 0
RR DONNELLEY & SONS CO COM 257867101 58,669 3,492,160 SH   DFND 01,10 0 1,602,651 1,889,509
RR DONNELLEY & SONS CO COM 257867101 137 8,132 SH   DFND 01,16 0 0 8,132
DORMAN PRODUCTS INC COM 258278100 26,404 546,996 SH   DFND 01,02 0 263,226 283,770
DORMAN PRODUCTS INC COM 258278100 33 680 SH   DFND 01,16 0 0 680
DOUGLAS EMMETT INC COM 25960P109 12,737 448,386 SH   DFND 01,02 0 425,936 22,450
DOUGLAS EMMETT INC COM 25960P109 17 608 SH   DFND 01,16 0 0 608
DOUGLAS DYNAMICS INC COM 25960R105 304 14,135 SH   DFND 01,02 0 4,635 9,500
DOUGLAS DYNAMICS INC COM 25960R105 127 5,928 SH   DFND 01,16 0 0 5,928
DOVER CORP COM 260003108 153,446 2,139,588 SH   DFND 01,02 0 1,454,184 685,404
DOVER CORP COM 260003108 484 6,743 SH   DFND 01,03 0 6,743 0
DOVER CORP COM 260003108 1,588 22,145 SH   DFND 01,16 0 719 21,426
DOW CHEMICAL CO/THE COM 260543103 161,684 3,543,606 SH   DFND 01,02 0 2,198,444 1,345,162
DOW CHEMICAL CO/THE COM 260543103 834 18,297 SH   DFND 01,03 0 18,297 0
DOW CHEMICAL CO/THE COM 260543103 2,179 47,778 SH   DFND 01,10 0 0 47,778
DOW CHEMICAL CO/THE COM 260543103 2,901 63,644 SH   DFND 01,16 0 0 63,644
DR PEPPER SNAPPLE GROUP INC COM 26138E109 159,530 2,225,387 SH   DFND 01,02 0 615,175 1,610,212
DR PEPPER SNAPPLE GROUP INC COM 26138E109 161 2,249 SH   DFND 01,03 0 2,249 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 38,789 541,140 SH   DFND 01,10 0 0 541,140
DR PEPPER SNAPPLE GROUP INC COM 26138E109 176 2,457 SH   DFND 01,16 0 0 2,457
DREAMWORKS ANIMATION SKG-A COM 26153C103 3,783 169,459 SH   DFND 01,02 0 1,829 167,630
DREAMWORKS ANIMATION SKG-A COM 26153C103 2 100 SH   DFND 01,16 0 0 100
DRESSER-RAND GROUP INC COM 261608103 17,150 209,670 SH   DFND 01,02 0 32,294 177,376
DRESSER-RAND GROUP INC COM 261608103 2 24 SH   DFND 01,16 0 0 24
DREW INDUSTRIES INC COM 26168L205 15,021 294,116 SH   DFND 01,02 0 12,169 281,947
DREYFUS HIGH YIELD STRAT FD COM 26200S101 209 57,984 SH   DFND 01,16 0 0 57,984
DRIL-QUIP INC COM 262037104 7,468 97,323 SH   DFND 01,02 0 5,983 91,340
DRIL-QUIP INC COM 262037104 1 7 SH   DFND 01,16 0 0 7
DU PONT (E.I.) DE NEMOURS COM 263534109 393,332 5,319,556 SH   DFND 01,02 0 3,231,251 2,088,305
DU PONT (E.I.) DE NEMOURS COM 263534109 874 11,815 SH   DFND 01,03 0 11,815 0
DU PONT (E.I.) DE NEMOURS COM 263534109 64,048 866,572 SH   DFND 01,10 0 0 866,572
DU PONT (E.I.) DE NEMOURS COM 263534109 4,169 56,392 SH   DFND 01,16 0 1,210 55,182
DUCOMMUN INC COM 264147109 1,704 67,395 SH   DFND 01,02 0 3,920 63,475
DUKE REALTY CORP COM 264411505 116,532 5,769,055 SH   DFND 01,02 0 2,864,806 2,904,249
DUKE REALTY CORP COM 264411505 20 1,000 SH   DFND 01,03 0 1,000 0
DUKE REALTY CORP COM 264411505 6 317 SH   DFND 01,16 0 0 317
DUKE ENERGY CORP COM 26441C204 363,242 4,348,134 SH   DFND 01,02 0 1,044,698 3,303,436
DUKE ENERGY CORP COM 26441C204 885 10,600 SH   DFND 01,03 0 10,600 0
DUKE ENERGY CORP COM 26441C204 12,875 154,127 SH   DFND 01,10 0 154,127 0
DUKE ENERGY CORP COM 26441C204 6,115 73,204 SH   DFND 01,16 0 0 73,204
DUN & BRADSTREET CORP COM 26483E100 135,595 1,121,003 SH   DFND 01,02 0 883,142 237,861
DUN & BRADSTREET CORP COM 26483E100 404 3,344 SH   DFND 01,03 0 3,344 0
DUN & BRADSTREET CORP COM 26483E100 3,105 25,667 SH   DFND 01,10 0 0 25,667
DUN & BRADSTREET CORP COM 26483E100 21 172 SH   DFND 01,16 0 0 172
DUNKIN' BRANDS GROUP INC COM 265504100 1,717 40,264 SH   DFND 01,02 0 40,264 0
DUNKIN' BRANDS GROUP INC COM 265504100 30 710 SH   DFND 01,03 0 710 0
DUNKIN' BRANDS GROUP INC COM 265504100 925 21,700 SH   DFND 01,10 0 21,700 0
DUNKIN' BRANDS GROUP INC COM 265504100 155 3,626 SH   DFND 01,16 0 0 3,626
DUPONT FABROS TECHNOLOGY COM 26613Q106 5,397 162,343 SH   DFND 01,02 0 3,780 158,563
DUPONT FABROS TECHNOLOGY COM 26613Q106 8,984 269,404 SH   DFND 01,16 0 0 269,404
DURECT CORPORATION COM 266605104 27 33,686 SH   DFND 01,16 0 0 33,686
DYAX CORP COM 26746E103 2,656 188,875 SH   DFND 01,02 0 182,695 6,180
DYAX CORP COM 26746E103 28 2,000 SH   DFND 01,16 0 0 2,000
DYCOM INDUSTRIES INC COM 267475101 5,307 151,234 SH   DFND 01,02 0 1,530 149,704
DYCOM INDUSTRIES INC COM 267475101 4 120 SH   DFND 01,16 0 0 120
DYNAMIC MATERIALS CORP COM 267888105 6,212 387,724 SH   DFND 01,02 0 306,694 81,030
DYNAVAX TECHNOLOGIES CORP COM 268158201 8,733 517,925 SH   DFND 01,02 0 360,001 157,924
DYNEX CAPITAL INC COM 26817Q506 12 1,460 SH   DFND 01,02 0 1,460 0
DYNEX CAPITAL INC COM 26817Q506 218 26,398 SH   DFND 01,16 0 0 26,398
EUROBANK ERGASIAS SA-UNS ADR ADR 26844B209 3 30,008 SH   DFND 01,02 0 0 30,008
EMC CORP/MA COM 268648102 383,524 12,894,616 SH   DFND 01,02 0 10,288,201 2,606,415
EMC CORP/MA COM 268648102 1,338 45,009 SH   DFND 01,03 0 45,009 0
EMC CORP/MA COM 268648102 125,759 4,227,292 SH   DFND 01,10 0 4,804 4,222,488
EMC CORP/MA COM 268648102 2,893 97,257 SH   DFND 01,16 0 6,515 90,742
EMC INS GROUP INC COM 268664109 8,024 226,274 SH   DFND 01,02 0 226,274 0
ENI SPA-SPONSORED ADR ADR 26874R108 360 10,321 SH   DFND 01,02 0 0 10,321
ENI SPA-SPONSORED ADR ADR 26874R108 25 715 SH   DFND 01,16 0 0 715
EOG RESOURCES INC COM 26875P101 174,587 1,896,208 SH   DFND 01,02 0 485,466 1,410,742
EOG RESOURCES INC COM 26875P101 584 6,339 SH   DFND 01,03 0 6,339 0
EOG RESOURCES INC COM 26875P101 3,138 34,084 SH   DFND 01,10 0 0 34,084
EOG RESOURCES INC COM 26875P101 1,533 16,653 SH   DFND 01,16 0 7,518 9,135
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EPIQ SYSTEMS INC COM 26882D109 2,394 140,162 SH   DFND 01,02 0 2,537 137,625
EQT CORP COM 26884L109 25,731 339,908 SH   DFND 01,02 0 79,356 260,552
EQT CORP COM 26884L109 227 3,000 SH   DFND 01,03 0 3,000 0
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EPR PROPERTIES COM 26884U109 100 1,730 SH   DFND 01,16 0 0 1,730
ERA GROUP INC COM 26885G109 1,838 86,905 SH   DFND 01,02 0 1,836 85,069
ALPHACLONE ALTERNATIVE ALPHA COM 26922A305 456 10,764 SH   DFND 01,16 0 0 10,764
ETFS PHYSICAL PRECIOUS METAL COM 26922W109 895 14,665 SH   DFND 01,16 0 0 14,665
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EXCO RESOURCES INC COM 269279402 31 14,305 SH   DFND 01,02 0 14,305 0
EXCO RESOURCES INC COM 269279402 3 1,200 SH   DFND 01,16 0 0 1,200
EAGLE MATERIALS INC COM 26969P108 31,972 420,536 SH   DFND 01,02 0 263,744 156,792
EAGLE MATERIALS INC COM 26969P108 33,082 435,477 SH   DFND 01,10 0 0 435,477
EAGLE MATERIALS INC COM 26969P108 78 1,031 SH   DFND 01,16 0 0 1,031
EAGLE ROCK ENERGY PARTNERS LP 26985R104 29 13,117 SH   DFND 01,16 0 0 13,117
EAST JAPAN RAILWAY-UNSP ADR ADR 273202101 266 20,852 SH   DFND 01,02 0 0 20,852
EAST WEST BANCORP INC COM 27579R104 97,356 2,514,990 SH   DFND 01,02 0 121,708 2,393,282
EAST WEST BANCORP INC COM 27579R104 327 8,450 SH   DFND 01,03 0 8,450 0
EAST WEST BANCORP INC COM 27579R104 203 5,247 SH   DFND 01,16 0 1,436 3,811
EASTGROUP PROPERTIES INC COM 277276101 20,310 320,774 SH   DFND 01,02 0 180,422 140,352
EASTGROUP PROPERTIES INC COM 277276101 10 162 SH   DFND 01,16 0 0 162
EASTMAN CHEMICAL CO COM 277432100 93,241 1,228,969 SH   DFND 01,02 0 809,798 419,171
EASTMAN CHEMICAL CO COM 277432100 130 1,720 SH   DFND 01,03 0 1,720 0
EASTMAN CHEMICAL CO COM 277432100 630 8,310 SH   DFND 01,16 0 2,085 6,225
EATON VANCE CORP COM 278265103 19,162 468,150 SH   DFND 01,02 0 0 468,150
EATON VANCE CORP COM 278265103 38 919 SH   DFND 01,16 0 0 919
EATON VANCE OH MUNICIPAL INC COM 27826G109 137 10,067 SH   DFND 01,16 0 0 10,067
EATON VANCE SENIOR INCOME TR COM 27826S103 1,078 172,755 SH   DFND 01,16 0 0 172,755
EATON VANCE MUNI II BOND FUN COM 27827K109 133 10,500 SH   DFND 01,16 0 0 10,500
EATON VANCE TAX-ADV DVD INC COM 27828G107 1,830 87,972 SH   DFND 01,16 0 0 87,972
EATON VANCE LTD DURATION FND COM 27828H105 8,710 617,126 SH   DFND 01,16 0 0 617,126
EATON VANCE TAX-MANAGED DIVE COM 27828N102 211 18,854 SH   DFND 01,16 0 0 18,854
EATON VANCE SR FLTG RATE TR COM 27828Q105 2,183 159,450 SH   DFND 01,16 0 0 159,450
EATON VANCE T/M BUY-WRITE OP COM 27828Y108 2,426 172,525 SH   DFND 01,16 0 0 172,525
EATON VANCE TAX MAN GLBL BR COM 27829C105 3,435 311,727 SH   DFND 01,16 0 0 311,727
EATON VANCE TAX-MANAGED GLOB COM 27829F108 1,110 116,291 SH   DFND 01,16 0 0 116,291
EATON VANCE RISK-MANAGED DIV COM 27829G106 290 27,164 SH   DFND 01,16 0 0 27,164
EBAY INC COM 278642103 41,464 738,824 SH   DFND 01,02 0 325,107 413,717
EBAY INC COM 278642103 734 13,075 SH   DFND 01,03 0 13,075 0
EBAY INC COM 278642103 6,143 109,473 SH   DFND 01,10 0 109,473 0
EBAY INC COM 278642103 843 15,024 SH   DFND 01,16 0 0 15,024
EBIX INC COM 278715206 2,194 129,141 SH   DFND 01,02 0 163 128,978
EBIX INC COM 278715206 2 127 SH   DFND 01,16 0 0 127
ECHOSTAR CORP-A COM 278768106 366 6,974 SH   DFND 01,02 0 3,413 3,561
ECHOSTAR CORP-A COM 278768106 11 217 SH   DFND 01,16 0 0 217
ECOLAB INC COM 278865100 44,095 421,730 SH   DFND 01,02 0 60,189 361,541
ECOLAB INC COM 278865100 326 3,122 SH   DFND 01,03 0 3,122 0
ECOLAB INC COM 278865100 255 2,443 SH   DFND 01,16 0 33 2,410
ECOSPHERE TECHNOLOGIES INC COM 27922X105 1 14,385 SH   DFND 01,16 0 0 14,385
EDISON INTERNATIONAL COM 281020107 149,644 2,285,009 SH   DFND 01,02 0 228,521 2,056,488
EDISON INTERNATIONAL COM 281020107 689 10,519 SH   DFND 01,03 0 10,519 0
EDISON INTERNATIONAL COM 281020107 46,516 710,612 SH   DFND 01,10 0 0 710,612
EDISON INTERNATIONAL COM 281020107 416 6,368 SH   DFND 01,16 0 2,360 4,008
EDUCATION REALTY TRUST INC COM 28140H203 17,864 488,208 SH   DFND 01,02 0 87,764 400,444
EDWARDS LIFESCIENCES CORP COM 28176E108 11,818 92,767 SH   DFND 01,02 0 45,440 47,327
EDWARDS LIFESCIENCES CORP COM 28176E108 157 1,235 SH   DFND 01,03 0 1,235 0
EDWARDS LIFESCIENCES CORP COM 28176E108 574 4,599 SH   DFND 01,16 0 0 4,599
EHEALTH INC COM 28238P109 1,970 79,029 SH   DFND 01,02 0 711 78,318
8X8 INC COM 282914100 3,639 397,263 SH   DFND 01,02 0 4,033 393,230
8X8 INC COM 282914100 3 350 SH   DFND 01,16 0 0 350
EL PASO ELECTRIC CO COM 283677854 24,997 623,981 SH   DFND 01,02 0 357,486 266,495
EDF-UNSPON ADR ADR 285039103 74 13,522 SH   DFND 01,02 0 0 13,522
ELECTRO RENT CORP COM 285218103 2,530 180,140 SH   DFND 01,02 0 740 179,400
ELECTRO SCIENTIFIC INDS INC COM 285229100 7,297 940,211 SH   DFND 01,02 0 3,943 936,268
ELECTRO SCIENTIFIC INDS INC COM 285229100 68 8,700 SH   DFND 01,16 0 0 8,700
ELECTRONIC ARTS INC COM 285512109 548,530 11,667,083 SH   DFND 01,02 0 7,145,826 4,521,257
ELECTRONIC ARTS INC COM 285512109 1,127 23,968 SH   DFND 01,03 0 23,968 0
ELECTRONIC ARTS INC COM 285512109 150,340 3,198,021 SH   DFND 01,10 0 369,783 2,828,238
ELECTRONIC ARTS INC COM 285512109 141 3,954 SH   DFND 01,16 0 0 3,954
ELECTRONIC ARTS INC CONV BND 285512AA7 12,216 8,110,000 PRN   DFND 01,02 0 0 8,110,000
ELECTRONICS FOR IMAGING COM 286082102 63,915 1,492,292 SH   DFND 01,02 0 112,839 1,379,453
ELECTRONICS FOR IMAGING COM 286082102 271 6,325 SH   DFND 01,10 0 0 6,325
ELECTRONICS FOR IMAGING INC CONV BND 286082AB8 9,919 9,820,000 PRN   DFND 01,02 0 0 9,820,000
ELITE PHARMACEUTICALS INC COM 28659T200 17 75,000 SH   DFND 01,16 0 0 75,000
ELIZABETH ARDEN INC COM 28660G106 10,625 496,762 SH   DFND 01,02 0 359,832 136,930
ELIZABETH ARDEN INC COM 28660G106 7 350 SH   DFND 01,16 0 0 350
PERRY ELLIS INTERNATIONAL COM 288853104 2,383 91,889 SH   DFND 01,02 0 39,027 52,862
EMCOR GROUP INC COM 29084Q100 51,512 1,157,808 SH   DFND 01,02 0 353,887 803,921
EMCOR GROUP INC COM 29084Q100 5 103 SH   DFND 01,16 0 0 103
EMERGENT BIOSOLUTIONS INC COM 29089Q105 7,934 291,343 SH   DFND 01,02 0 9,589 281,754
EMERGENT BIOSOLUTIONS INC COM 29089Q105 69 2,550 SH   DFND 01,16 0 0 2,550
EMERSON ELECTRIC CO COM 291011104 212,395 3,440,687 SH   DFND 01,02 0 334,871 3,105,816
EMERSON ELECTRIC CO COM 291011104 495 8,021 SH   DFND 01,03 0 8,021 0
EMERSON ELECTRIC CO COM 291011104 1,854 30,032 SH   DFND 01,16 0 18 30,014
EMERALD OIL INC COM 29101U209 3,325 2,770,950 SH   DFND 01,02 0 2,770,950 0
EMERGE ENERGY SERVICES LP LP 29102H108 302 5,589 SH   DFND 01,16 0 0 5,589
EMPIRE DISTRICT ELECTRIC CO COM 291641108 422 14,205 SH   DFND 01,02 0 14,205 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 9 300 SH   DFND 01,16 0 0 300
EMPLOYERS HOLDINGS INC COM 292218104 3,800 161,645 SH   DFND 01,02 0 23,239 138,406
EMPRESA NAC ELEC-CHIL-SP ADR ADR 29244T101 93 2,075 SH   DFND 01,02 0 0 2,075
EMPRESA NAC ELEC-CHIL-SP ADR ADR 29244T101 13,419 300,000 SH   DFND 01,10 0 0 300,000
EMULEX CORP COM 292475209 316 55,580 SH   DFND 01,02 0 17,680 37,900
EMULEX CORP COM 292475209 9 1,592 SH   DFND 01,16 0 0 1,592
ENCANA CORP COM 292505104 2,330 167,989 SH   DFND 01,02 0 52,850 115,139
ENCANA CORP COM 292505104 249 16,486 SH   DFND 01,16 0 0 16,486
ENBRIDGE INC COM 29250N105 668 12,986 SH   DFND 01,02 0 12,986 0
ENBRIDGE INC COM 29250N105 140 2,720 SH   DFND 01,16 0 0 2,720
ENBRIDGE ENERGY PARTNERS LP LP 29250R106 1,261 31,598 SH   DFND 01,16 0 0 31,598
ENANTA PHARMACEUTICALS INC COM 29251M106 1,259 24,756 SH   DFND 01,02 0 24,756 0
ENCORE CAPITAL GROUP INC COM 292554102 7,479 168,442 SH   DFND 01,02 0 1,547 166,895
ENCORE CAPITAL GROUP INC COM 292554102 1 15 SH   DFND 01,16 0 0 15
ENCORE CAPITAL GROUP INC CONV BND 292554AG7 6,747 6,970,000 PRN   DFND 01,02 0 0 6,970,000
ENCORE WIRE CORP COM 292562105 3,128 83,775 SH   DFND 01,02 0 1,811 81,964
ENDEAVOUR INTERNATIONAL CORP CONV BND 29257MAE0 168 4,792,000 PRN   DFND 01,02 0 0 4,792,000
ENERGEN CORP COM 29265N108 19,664 308,412 SH   DFND 01,02 0 6,017 302,395
ENERGEN CORP COM 29265N108 81 1,270 SH   DFND 01,16 0 852 418
ENEL SPA - UNSPON ADR ADR 29265W207 117 26,232 SH   DFND 01,02 0 0 26,232
ENERGIZER HOLDINGS INC COM 29266R108 23,007 178,965 SH   DFND 01,02 0 19,517 159,448
ENERGIZER HOLDINGS INC COM 29266R108 101 785 SH   DFND 01,16 0 0 785
ENDOLOGIX INC COM 29266S106 3,630 237,396 SH   DFND 01,02 0 718 236,678
ENDURANCE INTERNATIONAL GROU COM 29272B105 60,581 3,287,095 SH   DFND 01,02 0 640,042 2,647,053
ENDURANCE INTERNATIONAL GROU COM 29272B105 36 1,962 SH   DFND 01,03 0 1,962 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 68 3,663 SH   DFND 01,10 0 0 3,663
ENERGY TRANSFER PARTNERS LP LP 29273R109 849 13,062 SH   DFND 01,02 0 13,062 0
ENERGY TRANSFER PARTNERS LP LP 29273R109 4,151 63,866 SH   DFND 01,16 0 0 63,866
ENERGY TRANSFER EQUITY LP LP 29273V100 703 12,254 SH   DFND 01,02 0 12,254 0
ENERGY TRANSFER EQUITY LP LP 29273V100 3,257 56,755 SH   DFND 01,16 0 0 56,755
ENERSIS S.A. -SPONS ADR ADR 29274F104 105 6,556 SH   DFND 01,02 0 0 6,556
ENERSIS S.A. -SPONS ADR ADR 29274F104 4,918 306,800 SH   DFND 01,10 0 0 306,800
EXXI 5 5/8 CONV PRF 29274U309 1,985 35,000 SH   DFND 01,02 0 0 35,000
EXXI 5 5/8 CONV PRF 29274U309 0 6 SH   DFND 01,16 0 0 6
ENERGY XXI LTD CONV BND 29274UAB7 4,944 16,830,000 PRN   DFND 01,02 0 0 16,830,000
ENERSYS COM 29275Y102 37,311 604,529 SH   DFND 01,02 0 114,654 489,875
ENERSYS COM 29275Y102 3 41 SH   DFND 01,16 0 0 41
ENERNOC INC COM 292764107 8,465 547,868 SH   DFND 01,02 0 547,868 0
ENERNOC INC COM 292764107 4 259 SH   DFND 01,16 0 0 259
ENERNOC INC CONV BND 292764AA5 6,486 7,710,000 PRN   DFND 01,02 0 0 7,710,000
ENERPLUS CORP COM 292766102 263 27,360 SH   DFND 01,02 0 0 27,360
ENERPLUS CORP COM 292766102 91 9,436 SH   DFND 01,16 0 0 9,436
ENGILITY HOLDINGS INC COM 29285W104 4,536 105,986 SH   DFND 01,02 0 22,949 83,037
ENGILITY HOLDINGS INC COM 29285W104 4 91 SH   DFND 01,16 0 0 91
ENLINK MIDSTREAM LLC COM 29336T100 270 7,590 SH   DFND 01,02 0 7,590 0
ENLINK MIDSTREAM LLC COM 29336T100 76 2,150 SH   DFND 01,16 0 0 2,150
ENNIS INC COM 293389102 4,252 315,554 SH   DFND 01,02 0 312,934 2,620
ENPRO INDUSTRIES INC COM 29355X107 14,043 223,747 SH   DFND 01,02 0 118,314 105,433
ENOVA INTERNATIONAL INC COM 29357K103 10,160 456,478 SH   DFND 01,02 0 340,297 116,181
ENOVA INTERNATIONAL INC COM 29357K103 1 57 SH   DFND 01,16 0 0 57
ENSIGN GROUP INC/THE COM 29358P101 9,534 214,804 SH   DFND 01,02 0 125,880 88,924
ENTEGRIS INC COM 29362U104 13,945 1,055,619 SH   DFND 01,02 0 1,055,619 0
ENTEGRIS INC COM 29362U104 15 1,155 SH   DFND 01,16 0 0 1,155
ENTERGY CORP COM 29364G103 203,671 2,328,215 SH   DFND 01,02 0 168,260 2,159,955
ENTERGY CORP COM 29364G103 183 2,088 SH   DFND 01,03 0 2,088 0
ENTERGY CORP COM 29364G103 578 6,611 SH   DFND 01,16 0 0 6,611
ENTERPRISE PRODUCTS PARTNERS LP 293792107 2,138 59,201 SH   DFND 01,02 0 56,351 2,850
ENTERPRISE PRODUCTS PARTNERS LP 293792107 4,632 128,227 SH   DFND 01,02,10 0 0 128,227
ENTERPRISE PRODUCTS PARTNERS LP 293792107 103,645 2,871,015 SH   DFND 01,10 0 1,337,825 1,533,190
ENTERPRISE PRODUCTS PARTNERS LP 293792107 5,192 143,739 SH   DFND 01,16 0 0 143,739
ENTRAVISION COMMUNICATIONS-A COM 29382R107 3,493 539,078 SH   DFND 01,02 0 539,078 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 1,016 401,290 SH   DFND 01,02 0 5,373 395,917
ENTROPIC COMMUNICATIONS INC COM 29384R105 1 290 SH   DFND 01,16 0 0 290
ENZON PHARMACEUTICALS INC COM 293904108 16 15,120 SH   DFND 01,02 0 15,120 0
ENZON PHARMACEUTICALS INC COM 293904108 1 1,357 SH   DFND 01,16 0 0 1,357
ENVESTNET INC COM 29404K106 5,881 119,674 SH   DFND 01,02 0 341 119,333
ENVESTNET INC CONV BND 29404KAA4 7,748 7,500,000 PRN   DFND 01,02 0 0 7,500,000
ENVISION HEALTHCARE HOLDINGS COM 29413U103 48,240 1,390,620 SH   DFND 01,02 0 37,427 1,353,193
EPAM SYSTEMS INC COM 29414B104 7,396 154,887 SH   DFND 01,02 0 8,642 146,245
EPLUS INC COM 294268107 10,482 138,469 SH   DFND 01,02 0 82,245 56,224
EQUIFAX INC COM 294429105 22,512 278,366 SH   DFND 01,02 0 17,129 261,237
EQUIFAX INC COM 294429105 113 1,396 SH   DFND 01,03 0 1,396 0
EQUIFAX INC COM 294429105 103 1,283 SH   DFND 01,16 0 639 644
EQUINIX INC COM 29444U502 33,546 147,958 SH   DFND 01,02 0 21,145 126,813
EQUINIX INC COM 29444U502 75 329 SH   DFND 01,16 0 0 329
EQUINIX INC CONV BND 29444UAH9 10,616 3,776,000 PRN   DFND 01,02 0 0 3,776,000
EQUITY COMMONWEALTH COM 294628102 1,432 55,768 SH   DFND 01,02 0 12,568 43,200
EQUITY COMMONWEALTH COM 294628102 483 18,825 SH   DFND 01,16 0 0 18,825
EQUITY LIFESTYLE PROPERTIES COM 29472R108 33,710 653,905 SH   DFND 01,02 0 432,819 221,086
EQUITY ONE INC COM 294752100 4,898 193,119 SH   DFND 01,02 0 4,745 188,374
EQUITY ONE INC COM 294752100 113 4,438 SH   DFND 01,16 0 0 4,438
EQUITY RESIDENTIAL COM 29476L107 25,380 353,048 SH   DFND 01,02 0 142,646 210,402
EQUITY RESIDENTIAL COM 29476L107 301 4,191 SH   DFND 01,03 0 4,191 0
EQUITY RESIDENTIAL COM 29476L107 227 3,159 SH   DFND 01,10 0 0 3,159
EQUITY RESIDENTIAL COM 29476L107 138 1,921 SH   DFND 01,16 0 1,252 669
ERICSSON (LM) TEL-SP ADR ADR 294821608 2,204 182,150 SH   DFND 01,02 0 0 182,150
ERICSSON (LM) TEL-SP ADR ADR 294821608 11 884 SH   DFND 01,16 0 0 884
ESCO TECHNOLOGIES INC COM 296315104 25,053 678,950 SH   DFND 01,02 0 135,869 543,081
ESPERION THERAPEUTICS INC COM 29664W105 1,603 39,648 SH   DFND 01,02 0 39,648 0
ESSEX PROPERTY TRUST INC COM 297178105 23,923 115,733 SH   DFND 01,02 0 97,784 17,949
ESSEX PROPERTY TRUST INC COM 297178105 153 740 SH   DFND 01,03 0 740 0
ESSEX PROPERTY TRUST INC COM 297178105 87 421 SH   DFND 01,10 0 0 421
ESSEX PROPERTY TRUST INC COM 297178105 139 676 SH   DFND 01,16 0 196 480
ESTACIO PARTICIPACO-SPON ADR ADR 297319105 8 910 SH   DFND 01,02 0 0 910
ESTACIO PARTICIPACO-SPON ADR ADR 297319105 83 9,274 SH   DFND 01,16 0 0 9,274
ESTERLINE TECHNOLOGIES CORP COM 297425100 26,361 240,338 SH   DFND 01,02 0 166,425 73,913
ESTERLINE TECHNOLOGIES CORP COM 297425100 33 300 SH   DFND 01,16 0 0 300
DELHAIZE GROUP - SPONS ADR ADR 29759W101 164 9,071 SH   DFND 01,02 0 0 9,071
DELHAIZE GROUP - SPONS ADR ADR 29759W101 110 6,057 SH   DFND 01,16 0 0 6,057
ETHAN ALLEN INTERIORS INC COM 297602104 3,621 116,921 SH   DFND 01,02 0 2,489 114,432
ETHAN ALLEN INTERIORS INC COM 297602104 0 8 SH   DFND 01,16 0 0 8
EURONET WORLDWIDE INC COM 298736109 13,107 238,743 SH   DFND 01,02 0 196,915 41,828
EURONET WORLDWIDE INC COM 298736109 25 460 SH   DFND 01,03 0 460 0
EURONET WORLDWIDE INC COM 298736109 55 1,010 SH   DFND 01,16 0 0 1,010
EURONET WORLDWIDE INC CONV BND 298736AG4 7,118 7,000,000 PRN   DFND 01,02 0 0 7,000,000
EVERCORE PARTNERS INC-CL A COM 29977A105 10,338 197,417 SH   DFND 01,02 0 1,698 195,719
EVERCORE PARTNERS INC-CL A COM 29977A105 55 1,042 SH   DFND 01,16 0 0 1,042
EVERBANK FINANCIAL CORP COM 29977G102 36,623 1,921,500 SH   DFND 01,02 0 121,500 1,800,000
EVERGREEN ENERGY INC COM 30024B203 0 19,372 SH   DFND 01,16 0 0 19,372
EVERTEC INC COM 30040P103 1,970 89,021 SH   DFND 01,02 0 270 88,751
EVOLUTION PETROLEUM CORP COM 30049A107 4,235 569,918 SH   DFND 01,02 0 3,165 566,753
EXA CORP COM 300614500 1,474 125,157 SH   DFND 01,02 0 125,157 0
EXACT SCIENCES CORP COM 30063P105 1,847 67,346 SH   DFND 01,02 0 39,716 27,630
EXACT SCIENCES CORP COM 30063P105 268 9,749 SH   DFND 01,16 0 0 9,749
EXAR CORP COM 300645108 2,126 208,350 SH   DFND 01,02 0 1,438 206,912
EXACTECH INC COM 30064E109 322 13,675 SH   DFND 01,02 0 4,175 9,500
EXAMWORKS GROUP INC COM 30066A105 11,206 269,452 SH   DFND 01,02 0 312 269,140
YIELD SHARES HIGH INCOME ETF COM 301505301 226 10,458 SH   DFND 01,16 0 0 10,458
EXELON CORP COM 30161N101 17,098 461,127 SH   DFND 01,02 0 153,097 308,030
EXELON CORP COM 30161N101 369 9,941 SH   DFND 01,03 0 9,941 0
EXELON CORP COM 30161N101 4,822 130,034 SH   DFND 01,16 0 0 130,034
EXELIXIS INC CONV BND 30161QAC8 140 250,000 PRN   DFND 01,02 0 0 250,000
EXELIXIS INC CONV BND 30161QAC8 1 1,000 PRN   DFND 01,16 0 0 1,000
EXELIS INC COM 30162A108 14,116 805,082 SH   DFND 01,02 0 48,604 756,478
EXELIS INC COM 30162A108 299 17,084 SH   DFND 01,16 0 0 17,084
EXLSERVICE HOLDINGS INC COM 302081104 4,456 155,189 SH   DFND 01,02 0 18,039 137,150
EXPEDIA INC COM 30212P303 82,014 960,808 SH   DFND 01,02 0 225,439 735,369
EXPEDIA INC COM 30212P303 141 1,645 SH   DFND 01,03 0 1,645 0
EXPEDIA INC COM 30212P303 841 9,848 SH   DFND 01,16 0 726 9,122
EXPEDITORS INTL WASH INC COM 302130109 51,576 1,156,145 SH   DFND 01,02 0 223,498 932,647
EXPEDITORS INTL WASH INC COM 302130109 100 2,234 SH   DFND 01,03 0 2,234 0
EXPEDITORS INTL WASH INC COM 302130109 110 2,464 SH   DFND 01,16 0 0 2,464
EXPONENT INC COM 30214U102 4,968 60,210 SH   DFND 01,02 0 3,655 56,555
EXPERIAN PLC-SPONS ADR ADR 30215C101 206 12,120 SH   DFND 01,02 0 0 12,120
EXPRESS INC COM 30219E103 6,708 456,617 SH   DFND 01,02 0 330,764 125,853
EXPRESS SCRIPTS HOLDING CO COM 30219G108 177,043 2,090,949 SH   DFND 01,02 0 1,106,345 984,604
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,273 97,708 SH   DFND 01,02,10 0 0 97,708
EXPRESS SCRIPTS HOLDING CO COM 30219G108 719 8,488 SH   DFND 01,03 0 8,488 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 283,275 3,346,045 SH   DFND 01,10 0 520,896 2,825,149
EXPRESS SCRIPTS HOLDING CO COM 30219G108 2,249 26,565 SH   DFND 01,16 0 50 26,515
EXTENDED STAY AMERICA INC COM 30224P200 271 14,040 SH   DFND 01,02 0 0 14,040
EXTERRAN PARTNERS LP LP 30225N105 257 11,791 SH   DFND 01,16 0 0 11,791
EXTRA SPACE STORAGE INC COM 30225T102 47,406 808,447 SH   DFND 01,02 0 16,841 791,606
EXTRA SPACE STORAGE INC COM 30225T102 183 3,125 SH   DFND 01,03 0 3,125 0
EXTRA SPACE STORAGE INC COM 30225T102 290 4,951 SH   DFND 01,16 0 0 4,951
EXTERRAN HOLDINGS INC COM 30225X103 21,071 646,762 SH   DFND 01,02 0 72,432 574,330
EXTREME NETWORKS INC COM 30226D106 12,364 3,502,376 SH   DFND 01,02 0 170,108 3,332,268
EXTREME NETWORKS INC COM 30226D106 0 50 SH   DFND 01,16 0 0 50
EZCORP INC-CL A COM 302301106 2,542 216,415 SH   DFND 01,02 0 2,081 214,334
EXXON MOBIL CORP COM 30231G102 760,521 8,226,332 SH   DFND 01,02 0 4,760,773 3,465,559
EXXON MOBIL CORP COM 30231G102 4,725 51,116 SH   DFND 01,03 0 51,116 0
EXXON MOBIL CORP COM 30231G102 106,279 1,149,837 SH   DFND 01,10 0 200,000 949,837
EXXON MOBIL CORP COM 30231G102 13,370 144,775 SH   DFND 01,16 0 20 144,755
FBL FINANCIAL GROUP INC-CL A COM 30239F106 14,199 244,665 SH   DFND 01,02 0 191,165 53,500
FBL FINANCIAL GROUP INC-CL A COM 30239F106 3 45 SH   DFND 01,16 0 0 45
FEI COMPANY COM 30241L109 17,631 195,160 SH   DFND 01,02 0 94,290 100,870
FEI COMPANY COM 30241L109 32 349 SH   DFND 01,03 0 349 0
FEI COMPANY COM 30241L109 17 189 SH   DFND 01,16 0 0 189
FLIR SYSTEMS INC COM 302445101 36,234 1,121,440 SH   DFND 01,02 0 139,172 982,268
FLIR SYSTEMS INC COM 302445101 266 8,218 SH   DFND 01,03 0 8,218 0
FLIR SYSTEMS INC COM 302445101 11,796 365,208 SH   DFND 01,10 0 0 365,208
FLIR SYSTEMS INC COM 302445101 13 400 SH   DFND 01,16 0 0 400
FBR & CO COM 30247C400 1,604 65,225 SH   DFND 01,02 0 125 65,100
FMC CORP COM 302491303 11,638 204,006 SH   DFND 01,02 0 28,607 175,399
FMC CORP COM 302491303 88 1,541 SH   DFND 01,03 0 1,541 0
FMC CORP COM 302491303 389 6,822 SH   DFND 01,16 0 0 6,822
FMC TECHNOLOGIES INC COM 30249U101 344,080 7,345,936 SH   DFND 01,02 0 6,753,886 592,050
FMC TECHNOLOGIES INC COM 30249U101 10,418 222,411 SH   DFND 01,03 0 222,411 0
FMC TECHNOLOGIES INC COM 30249U101 654 13,954 SH   DFND 01,16 0 12,166 1,788
FNB CORP COM 302520101 15,795 1,185,805 SH   DFND 01,02 0 6,712 1,179,093
FNB CORP COM 302520101 37 2,750 SH   DFND 01,16 0 0 2,750
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 9,192 373,080 SH   DFND 01,02 0 373,080 0
FS INVESTMENT CORP COM 302635107 10,530 1,057,292 SH   DFND 01,16 0 0 1,057,292
FXCM INC-A COM 302693106 21,568 1,301,806 SH   DFND 01,02 0 561,072 740,734
FXCM INC-A COM 302693106 466 28,136 SH   DFND 01,10 0 0 28,136
FTD COS INC COM 30281V108 3,032 87,065 SH   DFND 01,02 0 3,605 83,460
FTI CONSULTING INC COM 302941109 3,797 98,293 SH   DFND 01,02 0 3,360 94,933
FTI CONSULTING INC COM 302941109 32 837 SH   DFND 01,16 0 455 382
FACEBOOK INC-A COM 30303M102 1,113,987 14,278,208 SH   DFND 01,02 0 7,987,873 6,290,335
FACEBOOK INC-A COM 30303M102 5,292 67,824 SH   DFND 01,02,10 0 0 67,824
FACEBOOK INC-A COM 30303M102 17,099 219,155 SH   DFND 01,03 0 219,155 0
FACEBOOK INC-A COM 30303M102 81,044 1,038,755 SH   DFND 01,10 0 533,498 505,257
FACEBOOK INC-A COM 30303M102 9,694 124,244 SH   DFND 01,16 0 11,094 113,150
FACTSET RESEARCH SYSTEMS INC COM 303075105 48,730 346,215 SH   DFND 01,02 0 49,082 297,133
FACTSET RESEARCH SYSTEMS INC COM 303075105 206 1,467 SH   DFND 01,16 0 0 1,467
FAIR ISAAC CORP COM 303250104 6,729 93,073 SH   DFND 01,02 0 2,931 90,142
FAIR ISAAC CORP COM 303250104 39 534 SH   DFND 01,16 0 0 534
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 51,388 3,044,300 SH   DFND 01,02 0 457,642 2,586,658
FAIRLANE MANAGEMENT CORP COM 305059107 0 52,004 SH   DFND 01,02 0 0 52,004
FAMILY DOLLAR STORES COM 307000109 8,298 104,766 SH   DFND 01,02 0 84,402 20,364
FAMILY DOLLAR STORES COM 307000109 88 1,113 SH   DFND 01,03 0 1,113 0
FAMILY DOLLAR STORES COM 307000109 69 865 SH   DFND 01,16 0 0 865
FANUC CORP-UNSP ADR ADR 307305102 390 14,010 SH   DFND 01,02 0 0 14,010
FANUC CORP-UNSP ADR ADR 307305102 29 1,064 SH   DFND 01,16 0 0 1,064
FARO TECHNOLOGIES INC COM 311642102 19,671 313,811 SH   DFND 01,02 0 108,939 204,872
FARO TECHNOLOGIES INC COM 311642102 3 50 SH   DFND 01,16 0 0 50
FASTENAL CO COM 311900104 536,988 11,290,672 SH   DFND 01,02 0 10,210,903 1,079,769
FASTENAL CO COM 311900104 15,896 334,233 SH   DFND 01,03 0 334,233 0
FASTENAL CO COM 311900104 2,975 62,543 SH   DFND 01,10 0 0 62,543
FASTENAL CO COM 311900104 625 13,142 SH   DFND 01,16 0 0 13,142
FEDERAL AGRIC MTG CORP-CL C COM 313148306 220 7,260 SH   DFND 01,02 0 0 7,260
FREDDIE MAC COM 313400301 3 1,477 SH   DFND 01,02 0 0 1,477
FREDDIE MAC COM 313400301 18 8,953 SH   DFND 01,16 0 0 8,953
FEDERAL-MOGUL HOLDINGS CORP COM 313549404 1,152 71,590 SH   DFND 01,02 0 71,590 0
FEDERAL-MOGUL HOLDINGS CORP COM 313549404 47 2,900 SH   DFND 01,16 0 0 2,900
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FIRST PACIFIC CO LTD-SP ADR ADR 335889200 78 15,647 SH   DFND 01,02 0 0 15,647
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FIRST TRUST DJ INTERNET IND COM 33733E302 9,241 151,322 SH   DFND 01,16 0 0 151,322
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FIRST TRUST NASDAQ CLEAN EDG COM 33733E500 176 10,191 SH   DFND 01,16 0 0 10,191
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FIRST TRUST NASDQ 100 TECH I COM 337345102 1,135 25,953 SH   DFND 01,16 0 0 25,953
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FIRST TRUST VALUE LINE DVD COM 33734H106 14,221 588,737 SH   DFND 01,16 0 0 588,737
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FIRST TRUST LARGE CAP CORE A COM 33734K109 6,925 151,588 SH   DFND 01,16 0 0 151,588
FIRST TRUST CONSUMER DISCRET COM 33734X101 8,677 243,446 SH   DFND 01,16 0 0 243,446
FIRST TRUST CONSUMER STAPLES COM 33734X119 8,361 197,284 SH   DFND 01,16 0 0 197,284
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FIRST TRUST FINANCIAL ALPHAD COM 33734X135 821 35,275 SH   DFND 01,16 0 0 35,275
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FIRST TRUST HEALTH CARE ALPH COM 33734X143 12,408 206,444 SH   DFND 01,16 0 0 206,444
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FIRST TRUST MATERIALS ALPHAD COM 33734X168 377 11,943 SH   DFND 01,16 0 0 11,943
FIRST TRUST TECHNOLOGY ALPHA COM 33734X176 612 17,746 SH   DFND 01,16 0 0 17,746
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FIRST TRUST LARGE CAP VALUE COM 33735J101 8,386 191,801 SH   DFND 01,16 0 0 191,801
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FIRST TRUST EUROPE COM 33737J117 286 9,738 SH   DFND 01,16 0 0 9,738
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FIRST TRUST SMALL CAP VAL COM 33737M409 314 9,524 SH   DFND 01,16 0 0 9,524
FT NASDAQ US MA DIVERS INC COM 33738R100 2,734 128,509 SH   DFND 01,16 0 0 128,509
FT NASDAQ TECH DVD INDEX FD COM 33738R118 1,148 41,468 SH   DFND 01,16 0 0 41,468
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FIRST TRUST DW FOCUS 5 INTL COM 33738R886 241 13,228 SH   DFND 01,16 0 0 13,228
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FIRSTMERIT CORP COM 337915102 41,343 2,188,619 SH   DFND 01,02 0 654,361 1,534,258
FIRSTMERIT CORP COM 337915102 11,115 588,425 SH   DFND 01,10 0 0 588,425
FIRSTMERIT CORP COM 337915102 544 28,798 SH   DFND 01,16 0 0 28,798
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FIRSTENERGY CORP COM 337932107 190 4,870 SH   DFND 01,03 0 4,870 0
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FIVE BELOW COM 33829M101 8 200 SH   DFND 01,16 0 0 200
FIVE9 INC COM 338307101 148 33,000 SH   DFND 01,02 0 0 33,000
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FLASHPOINT TECHNOLOGY COM 33899A979 0 246,914 SH   DFND 01,02 0 0 246,914
FLEETCOR TECHNOLOGIES INC COM 339041105 116,707 784,795 SH   DFND 01,02 0 274,337 510,458
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FLOTEK INDUSTRIES INC COM 343389102 4,157 221,970 SH   DFND 01,02 0 1,465 220,505
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FLUOR CORP COM 343412102 110 1,808 SH   DFND 01,03 0 1,808 0
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FLOWERS FOODS INC COM 343498101 9,742 507,655 SH   DFND 01,02 0 5,964 501,691
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FLOWSERVE CORP COM 34354P105 108 1,815 SH   DFND 01,16 0 408 1,407
FLY LEASING LTD-ADR ADR 34407D109 12,483 949,224 SH   DFND 01,02 0 23,537 925,687
FLY LEASING LTD-ADR ADR 34407D109 15 1,130 SH   DFND 01,03 0 1,130 0
FLY LEASING LTD-ADR ADR 34407D109 4 300 SH   DFND 01,16 0 0 300
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 13,134 149,196 SH   DFND 01,02 0 0 149,196
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 4,120 46,800 SH   DFND 01,02,10 0 0 46,800
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 74,150 842,633 SH   DFND 01,10 0 0 842,633
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 32 359 SH   DFND 01,16 0 0 359
FONAR CORP COM 344437405 368 34,730 SH   DFND 01,16 0 0 34,730
FOOT LOCKER INC COM 344849104 92,586 1,647,986 SH   DFND 01,02 0 535,605 1,112,381
FOOT LOCKER INC COM 344849104 885 15,759 SH   DFND 01,16 0 544 15,215
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FOREST CITY ENTERPRISES-CL A COM 345550107 1,032 48,449 SH   DFND 01,02 0 22,127 26,322
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FOREST CITY ENTERPRISES INC CONV BND 345550AR8 27,848 26,180,000 PRN   DFND 01,02 0 0 26,180,000
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FORMFACTOR INC COM 346375108 6,482 753,849 SH   DFND 01,02 0 715,279 38,570
FORMFACTOR INC COM 346375108 1 65 SH   DFND 01,16 0 0 65
FORRESTER RESEARCH INC COM 346563109 1,893 48,082 SH   DFND 01,02 0 72 48,010
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FORTINET INC COM 34959E109 61,584 2,008,585 SH   DFND 01,02 0 427,090 1,581,495
FORTINET INC COM 34959E109 63 2,055 SH   DFND 01,03 0 2,055 0
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FORTINET INC COM 34959E109 228 7,452 SH   DFND 01,16 0 0 7,452
FORTUNE BRANDS HOME & SECURI COM 34964C106 117,245 2,589,929 SH   DFND 01,02 0 1,982,658 607,271
FORTUNE BRANDS HOME & SECURI COM 34964C106 258 5,700 SH   DFND 01,03 0 5,700 0
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FORTUNE BRANDS HOME & SECURI COM 34964C106 104 2,300 SH   DFND 01,16 0 0 2,300
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,166 56,260 SH   DFND 01,02 0 860 55,400
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5,016 241,945 SH   DFND 01,10 0 0 241,945
FORWARD AIR CORP COM 349853101 19,665 390,394 SH   DFND 01,02 0 11,855 378,539
FOSSIL GROUP INC COM 34988V106 18,576 167,749 SH   DFND 01,02 0 138,608 29,141
FOSSIL GROUP INC COM 34988V106 57 518 SH   DFND 01,03 0 518 0
FOSSIL GROUP INC COM 34988V106 11 103 SH   DFND 01,16 0 0 103
FOSTER (LB) CO-A COM 350060109 14,897 306,744 SH   DFND 01,02 0 302,844 3,900
FOX FACTORY HOLDING CORP COM 35138V102 10,090 621,742 SH   DFND 01,02 0 454,031 167,711
FRANCESCAS HOLDINGS CORP COM 351793104 6,235 373,374 SH   DFND 01,02 0 806 372,568
FRANKLIN ELECTRIC CO INC COM 353514102 6,635 176,800 SH   DFND 01,02 0 3,364 173,436
FRANKLIN RESOURCES INC COM 354613101 39,789 717,771 SH   DFND 01,02 0 96,189 621,582
FRANKLIN RESOURCES INC COM 354613101 251 4,537 SH   DFND 01,03 0 4,537 0
FRANKLIN RESOURCES INC COM 354613101 1,075 19,808 SH   DFND 01,16 0 0 19,808
FRANKLIN STREET PROPERTIES C COM 35471R106 4,845 394,828 SH   DFND 01,02 0 2,903 391,925
FRED'S INC-CLASS A COM 356108100 2,681 153,974 SH   DFND 01,02 0 1,585 152,389
FREEPORT-MCMORAN INC COM 35671D857 166,029 7,107,521 SH   DFND 01,02 0 2,049,345 5,058,176
FREEPORT-MCMORAN INC COM 35671D857 281 12,019 SH   DFND 01,03 0 12,019 0
FREEPORT-MCMORAN INC COM 35671D857 2,165 92,380 SH   DFND 01,16 0 21 92,359
FREIGHTCAR AMERICA INC COM 357023100 5,260 199,900 SH   DFND 01,02 0 199,900 0
FREIGHTCAR AMERICA INC COM 357023100 16 595 SH   DFND 01,16 0 0 595
FRESENIUS MEDICAL CARE-ADR ADR 358029106 326 8,791 SH   DFND 01,02 0 0 8,791
FRESENIUS MEDICAL CARE-ADR ADR 358029106 23 614 SH   DFND 01,16 0 0 614
FRESH MARKET INC/THE COM 35804H106 8,169 198,288 SH   DFND 01,02 0 109,468 88,820
FRESH MARKET INC/THE COM 35804H106 25 618 SH   DFND 01,03 0 618 0
FRESH MARKET INC/THE COM 35804H106 115 2,800 SH   DFND 01,16 0 0 2,800
FRESENIUS SE & CO-SPN ADR ADR 35804M105 34 2,575 SH   DFND 01,02 0 0 2,575
FRESENIUS SE & CO-SPN ADR ADR 35804M105 591 45,487 SH   DFND 01,16 0 0 45,487
FRONTIER COMMUNICATIONS CORP COM 35906A108 4,960 743,471 SH   DFND 01,02 0 284,119 459,352
FRONTIER COMMUNICATIONS CORP COM 35906A108 77 11,588 SH   DFND 01,03 0 11,588 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 264 39,546 SH   DFND 01,16 0 0 39,546
FUCHS PETROLUB SE-PREF ADR ADR 35952Q106 121 12,063 SH   DFND 01,02 0 0 12,063
FUCHS PETROLUB SE-PREF ADR ADR 35952Q106 8 762 SH   DFND 01,16 0 0 762
FUEL SYSTEMS SOLUTIONS INC COM 35952W103 3,049 278,629 SH   DFND 01,02 0 278,629 0
FUJIFILM HOLDINGS-UNSP ADR ADR 35958N107 299 9,671 SH   DFND 01,02 0 0 9,671
H.B. FULLER CO. COM 359694106 26,496 595,016 SH   DFND 01,02 0 240,077 354,939
FULTON FINANCIAL CORP COM 360271100 5,993 484,737 SH   DFND 01,02 0 56,022 428,715
FULTON FINANCIAL CORP COM 360271100 0 2 SH   DFND 01,16 0 0 2
FUTUREFUEL CORP COM 36116M106 1,279 98,276 SH   DFND 01,02 0 266 98,010
FUTUREFUEL CORP COM 36116M106 3 200 SH   DFND 01,16 0 0 200
G & K SERVICES INC -CL A COM 361268105 12,675 178,915 SH   DFND 01,02 0 22,716 156,199
GAMCO INVESTORS INC-A COM 361438104 4,250 47,777 SH   DFND 01,02 0 47,777 0
GAMCO INVESTORS INC-A COM 361438104 27 300 SH   DFND 01,16 0 0 300
GATX CORP COM 361448103 6,319 109,820 SH   DFND 01,02 0 7,542 102,278
GATX CORP COM 361448103 2,743 47,687 SH   DFND 01,10 0 0 47,687
GATX CORP COM 361448103 21 370 SH   DFND 01,16 0 0 370
GDF SUEZ-SPON ADR ADR 36160B105 341 14,503 SH   DFND 01,02 0 0 14,503
GEO GROUP INC/THE COM 36162J106 55,270 1,369,458 SH   DFND 01,02 0 207,858 1,161,600
GEO GROUP INC/THE COM 36162J106 9 228 SH   DFND 01,16 0 0 228
GSI GROUP INC COM 36191C205 16,751 1,137,964 SH   DFND 01,02 0 838,594 299,370
GNC HOLDINGS INC-CL A COM 36191G107 36,494 777,136 SH   DFND 01,02 0 24,795 752,341
GNC HOLDINGS INC-CL A COM 36191G107 21 450 SH   DFND 01,03 0 450 0
GNC HOLDINGS INC-CL A COM 36191G107 28 590 SH   DFND 01,16 0 0 590
GSV CAPITAL CORP COM 36191J101 422 48,930 SH   DFND 01,02 0 48,930 0
GSV CAPITAL CORP CONV BND 36191JAB7 414 454,000 PRN   DFND 01,02 0 0 454,000
GT ADVANCED TECHNOLOGIES INC COM 36191U106 13 38,700 SH   DFND 01,02 0 38,700 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1 1,565 SH   DFND 01,16 0 0 1,565
G-III APPAREL GROUP LTD COM 36237H101 27,655 273,799 SH   DFND 01,02 0 139,259 134,540
G-III APPAREL GROUP LTD COM 36237H101 7 70 SH   DFND 01,16 0 0 70
GABELLI EQUITY TRUST COM 362397101 613 94,716 SH   DFND 01,16 0 0 94,716
GABELLI DIVIDEND & INCOME TR COM 36242H104 931 42,986 SH   DFND 01,16 0 0 42,986
GALENA BIOPHARMA INC COM 363256108 3 1,770 SH   DFND 01,02 0 1,770 0
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ARTHUR J GALLAGHER & CO COM 363576109 41,067 872,254 SH   DFND 01,02 0 124,882 747,372
ARTHUR J GALLAGHER & CO COM 363576109 28 596 SH   DFND 01,16 0 0 596
GAMING AND LEISURE PROPERTIE COM 36467J108 8,385 285,787 SH   DFND 01,02 0 17,282 268,505
GAMING AND LEISURE PROPERTIE COM 36467J108 8 280 SH   DFND 01,16 0 0 280
GAMESTOP CORP-CLASS A COM 36467W109 20,367 602,496 SH   DFND 01,02 0 18,766 583,730
GAMESTOP CORP-CLASS A COM 36467W109 42 1,257 SH   DFND 01,03 0 1,257 0
GAMESTOP CORP-CLASS A COM 36467W109 84 2,500 SH   DFND 01,10 0 0 2,500
GAMESTOP CORP-CLASS A COM 36467W109 54 1,608 SH   DFND 01,16 0 0 1,608
GAMESA CORP TECN-UNSPON ADR ADR 36468A106 25 13,490 SH   DFND 01,02 0 0 13,490
GANNETT CO COM 364730101 8,720 272,845 SH   DFND 01,02 0 64,514 208,331
GANNETT CO COM 364730101 83 2,613 SH   DFND 01,03 0 2,613 0
GANNETT CO COM 364730101 309 9,669 SH   DFND 01,16 0 0 9,669
GAP INC/THE COM 364760108 5,460 129,640 SH   DFND 01,02 0 73,950 55,690
GAP INC/THE COM 364760108 130 3,088 SH   DFND 01,03 0 3,088 0
GAP INC/THE COM 364760108 94 2,232 SH   DFND 01,16 0 54 2,178
GARTNER INC COM 366651107 40,178 477,132 SH   DFND 01,02 0 239,519 237,613
GARTNER INC COM 366651107 59 705 SH   DFND 01,16 0 0 705
GAZPROM OAO-SPON ADR ADR 368287207 115 26,383 SH   DFND 01,02 0 26,383 0
GAZPROM OAO-SPON ADR ADR 368287207 3,696 794,784 SH   DFND 01,10 0 0 794,784
GAZPROM OAO-SPON ADR ADR 368287207 46 10,219 SH   DFND 01,16 0 10,175 44
GENCORP INC COM 368682100 8,253 450,968 SH   DFND 01,02 0 815 450,153
GENCORP INC COM 368682100 132 7,192 SH   DFND 01,16 0 0 7,192
GENERAC HOLDINGS INC COM 368736104 12,192 260,728 SH   DFND 01,02 0 123,250 137,478
GENERAC HOLDINGS INC COM 368736104 128 2,748 SH   DFND 01,16 0 0 2,748
GENERAL CABLE CORP COM 369300108 10,915 732,101 SH   DFND 01,02 0 517,471 214,630
GENERAL CABLE CORP COM 369300108 2 143 SH   DFND 01,16 0 0 143
GENERAL CABLE CORP CONV BND 369300AL2 16,993 23,540,000 PRN   DFND 01,02 0 0 23,540,000
GENERAL COMMUNICATION INC-A COM 369385109 19,432 1,413,158 SH   DFND 01,02 0 898,221 514,937
GENERAL DYNAMICS CORP COM 369550108 504,602 3,666,636 SH   DFND 01,02 0 845,472 2,821,164
GENERAL DYNAMICS CORP COM 369550108 501 3,643 SH   DFND 01,03 0 3,643 0
GENERAL DYNAMICS CORP COM 369550108 1,315 9,559 SH   DFND 01,16 0 16 9,543
GENERAL ELECTRIC CO COM 369604103 733,280 29,003,833 SH   DFND 01,02 0 12,912,034 16,091,799
GENERAL ELECTRIC CO COM 369604103 3,696 146,262 SH   DFND 01,03 0 146,262 0
GENERAL ELECTRIC CO COM 369604103 145,415 5,754,449 SH   DFND 01,10 0 1,842,281 3,912,168
GENERAL ELECTRIC CO COM 369604103 43,328 1,721,302 SH   DFND 01,16 0 0 1,721,302
GE 4 7/8 10/15/52 PRF 369622428 1,687 68,585 SH   DFND 01,16 0 0 68,585
GENERAL GROWTH PROPERTIES COM 370023103 38,023 1,351,358 SH   DFND 01,02 0 961,672 389,686
GENERAL GROWTH PROPERTIES COM 370023103 204 7,255 SH   DFND 01,03 0 7,255 0
GENERAL GROWTH PROPERTIES COM 370023103 110 3,904 SH   DFND 01,10 0 0 3,904
GENERAL GROWTH PROPERTIES COM 370023103 27 976 SH   DFND 01,16 0 0 976
GENERAL MILLS INC COM 370334104 132,657 2,487,405 SH   DFND 01,02 0 1,706,783 780,622
GENERAL MILLS INC COM 370334104 428 8,033 SH   DFND 01,03 0 8,033 0
GENERAL MILLS INC COM 370334104 2,505 46,870 SH   DFND 01,16 0 0 46,870
GENERAL MOTORS CO COM 37045V100 42,795 1,225,795 SH   DFND 01,02 0 345,286 880,509
GENERAL MOTORS CO COM 37045V100 545 15,610 SH   DFND 01,03 0 15,610 0
GENERAL MOTORS CO COM 37045V100 2,405 68,981 SH   DFND 01,16 0 0 68,981
GENESCO INC COM 371532102 8,285 108,139 SH   DFND 01,02 0 2,237 105,902
GENESCO INC COM 371532102 0 6 SH   DFND 01,16 0 0 6
GENESEE & WYOMING INC-CL A COM 371559105 31,134 346,249 SH   DFND 01,02 0 12,433 333,816
GENESEE & WYOMING INC-CL A COM 371559105 3 34 SH   DFND 01,16 0 0 34
GWR 5 10/01/15 CONV PRF 371559204 5,843 50,350 SH   DFND 01,02 0 0 50,350
GENETIC TECH LTD-SP ADR ADR 37185R109 9 22,909 SH   DFND 01,02 0 0 22,909
GENTEX CORP COM 371901109 36,725 1,051,273 SH   DFND 01,02 0 72,395 978,878
GENTEX CORP COM 371901109 52 1,448 SH   DFND 01,16 0 0 1,448
GENUINE PARTS CO COM 372460105 27,019 253,440 SH   DFND 01,02 0 28,651 224,789
GENUINE PARTS CO COM 372460105 188 1,766 SH   DFND 01,03 0 1,766 0
GENUINE PARTS CO COM 372460105 576 5,404 SH   DFND 01,16 0 0 5,404
GENTIVA HEALTH SERVICES COM 37247A102 3,568 187,313 SH   DFND 01,02 0 49,206 138,107
GENWORTH FINANCIAL INC-CL A COM 37247D106 24,305 2,859,544 SH   DFND 01,02 0 319,156 2,540,388
GENWORTH FINANCIAL INC-CL A COM 37247D106 172 20,270 SH   DFND 01,03 0 20,270 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 6,326 744,285 SH   DFND 01,10 0 0 744,285
GENWORTH FINANCIAL INC-CL A COM 37247D106 103 12,090 SH   DFND 01,16 0 0 12,090
GENTHERM INC COM 37253A103 18,074 493,532 SH   DFND 01,02 0 392,822 100,710
GENTHERM INC COM 37253A103 44 1,200 SH   DFND 01,03 0 1,200 0
GENTHERM INC COM 37253A103 4,094 111,830 SH   DFND 01,10 0 0 111,830
GENTHERM INC COM 37253A103 103 2,824 SH   DFND 01,16 0 0 2,824
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,576 59,478 SH   DFND 01,02 0 1,688 57,790
GERDAU SA -SPON ADR ADR 373737105 32 9,097 SH   DFND 01,02 0 0 9,097
GERDAU SA -SPON ADR ADR 373737105 5,680 1,600,000 SH   DFND 01,10 0 0 1,600,000
GERDAU SA -SPON ADR ADR 373737105 59 16,723 SH   DFND 01,16 0 0 16,723
GERBER SCIENTIFIC INC RTS WT 37373ESC5 0 124,408 SH   DFND 01,02 0 0 124,408
GETTY REALTY CORP COM 374297109 6,736 369,855 SH   DFND 01,02 0 255,284 114,571
GETTY REALTY CORP COM 374297109 38 2,100 SH   DFND 01,16 0 0 2,100
GIBRALTAR INDUSTRIES INC COM 374689107 7,036 432,778 SH   DFND 01,02 0 2,772 430,006
GILEAD SCIENCES INC COM 375558103 539,563 5,724,199 SH   DFND 01,02 0 857,301 4,866,898
GILEAD SCIENCES INC COM 375558103 8,853 93,918 SH   DFND 01,02,10 0 0 93,918
GILEAD SCIENCES INC COM 375558103 1,645 17,448 SH   DFND 01,03 0 17,448 0
GILEAD SCIENCES INC COM 375558103 282,327 2,995,478 SH   DFND 01,10 0 551,016 2,444,462
GILEAD SCIENCES INC COM 375558103 12,480 132,409 SH   DFND 01,16 0 9,452 122,957
GILEAD SCIENCES INC CONV BND 375558AP8 19,949 4,795,000 PRN   DFND 01,02 0 0 4,795,000
GLACIER BANCORP INC COM 37637Q105 9,277 334,068 SH   DFND 01,02 0 4,301 329,767
GLACIER BANCORP INC COM 37637Q105 0 1 SH   DFND 01,16 0 0 1
GLATFELTER COM 377316104 16,734 654,340 SH   DFND 01,02 0 232,593 421,747
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 40,771 953,293 SH   DFND 01,02 0 0 953,293
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 2,131 49,912 SH   DFND 01,16 0 0 49,912
GLENCORE PLC -UNSP ADR ADR 37827X100 508 55,148 SH   DFND 01,02 0 0 55,148
GLOBAL CASH ACCESS HOLDINGS COM 378967103 5,277 738,034 SH   DFND 01,02 0 533,782 204,252
GLOBAL CASH ACCESS HOLDINGS COM 378967103 3 350 SH   DFND 01,16 0 0 350
GLOBALSTAR INC COM 378973408 9,465 3,441,825 SH   DFND 01,02 0 241,825 3,200,000
GLOBALSTAR INC PIK CONV BND 378973AD3 2,291 506,372 PRN   DFND 01,02 0 0 506,372
GLIMCHER REALTY TRUST COM 379302102 1,864 135,642 SH   DFND 01,02 0 135,642 0
GLOBAL PAYMENTS INC COM 37940X102 15,980 197,936 SH   DFND 01,02 0 41,419 156,517
GLOBAL PAYMENTS INC COM 37940X102 73 905 SH   DFND 01,16 0 312 593
GLOBAL POWER EQUIPMENT GROUP COM 37941P306 7,661 554,746 SH   DFND 01,02 0 316,082 238,664
GLOBAL X SUPERDIVIDEND USE COM 37950E291 475 16,165 SH   DFND 01,16 0 0 16,165
GLOBAL X SUPERDIVIDEND ETF COM 37950E549 581 25,199 SH   DFND 01,16 0 0 25,199
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 2,036 154,674 SH   DFND 01,02 0 154,674 0
GLOBE SPECIALTY METALS INC COM 37954N206 14,233 826,022 SH   DFND 01,02 0 406,266 419,756
GLOBUS MEDICAL INC - A COM 379577208 30,560 1,285,689 SH   DFND 01,02 0 90,689 1,195,000
GLOBUS MEDICAL INC - A COM 379577208 3 108 SH   DFND 01,16 0 0 108
GLORI ENERGY INC COM 379606106 4,061 971,897 SH   DFND 01,02 0 747,290 224,607
GOLD FIELDS LTD-SPONS ADR ADR 38059T106 58 12,894 SH   DFND 01,02 0 0 12,894
GOLD FIELDS LTD-SPONS ADR ADR 38059T106 8 1,711 SH   DFND 01,16 0 0 1,711
GOLDCORP INC COM 380956409 3,205 173,028 SH   DFND 01,02 0 128,399 44,629
GOLDCORP INC COM 380956409 280 15,113 SH   DFND 01,16 0 0 15,113
GOLDEN PHOENIX MINERALS INC COM 381149103 0 10,000 SH   DFND 01,16 0 0 10,000
GOLDMAN SACHS GROUP INC COM 38141G104 620,772 3,202,646 SH   DFND 01,02 0 2,100,250 1,102,396
GOLDMAN SACHS GROUP INC COM 38141G104 2,117 10,918 SH   DFND 01,03 0 10,918 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,616 54,771 SH   DFND 01,10 0 0 54,771
GOLDMAN SACHS GROUP INC COM 38141G104 1,116 5,674 SH   DFND 01,16 0 0 5,674
GS 6 1/2 11/01/61 PRF 38144G184 213 7,967 SH   DFND 01,16 0 0 7,967
GS 4 PRF 38144G804 411 20,916 SH   DFND 01,16 0 0 20,916
GS 6.2 PRF 38144X500 579 22,836 SH   DFND 01,16 0 0 22,836
GS 6 1/8 11/01/60 PRF 38145X111 731 28,686 SH   DFND 01,16 0 0 28,686
GS MAND EXCH NOTE 7 AAPL PRF 38148K249 300,894 2,772,540 SH   DFND 01,02 0 0 2,772,540
GS MAND EXCH NOTE 7 AAPL PRF 38148K249 180 1,660 SH   DFND 01,03 0 0 1,660
GS MAND EXCH NOTE 7 DOW PRF 38148K264 162,537 3,539,680 SH   DFND 01,02 0 0 3,539,680
GS MAND EXCH NOTE 7 DOW PRF 38148K264 97 2,120 SH   DFND 01,03 0 0 2,120
GS MAND EXCH NOTE 13.30 UAL PRF 38148K868 37,024 560,610 SH   DFND 01,02 0 0 560,610
GS MAND EXCH NOTE 13.30 UAL PRF 38148K868 26 390 SH   DFND 01,03 0 0 390
GOODRICH PETROLEUM CORP COM 382410405 6,632 1,493,860 SH   DFND 01,02 0 1,493,860 0
GOODRICH PETROLEUM CORP COM 382410405 0 16 SH   DFND 01,16 0 0 16
GOODRICH PETROLEUM CORP CONV BND 382410AG3 178 340,000 PRN   DFND 01,02 0 0 340,000
GOODYEAR TIRE & RUBBER CO COM 382550101 11,594 405,784 SH   DFND 01,02 0 313,282 92,502
GOODYEAR TIRE & RUBBER CO COM 382550101 91 3,173 SH   DFND 01,03 0 3,173 0
GOODYEAR TIRE & RUBBER CO COM 382550101 473 16,546 SH   DFND 01,16 0 0 16,546
GOOGLE INC-CL A COM 38259P508 551,598 1,039,453 SH   DFND 01,02 0 539,403 500,050
GOOGLE INC-CL A COM 38259P508 5,447 10,264 SH   DFND 01,02,10 0 0 10,264
GOOGLE INC-CL A COM 38259P508 2,330 4,391 SH   DFND 01,03 0 4,391 0
GOOGLE INC-CL A COM 38259P508 286,625 540,195 SH   DFND 01,10 0 124,001 416,194
GOOGLE INC-CL A COM 38259P508 5,672 10,888 SH   DFND 01,16 0 1,560 9,328
GOOGLE INC-CL C COM 38259P706 787,107 1,495,270 SH   DFND 01,02 0 0 1,495,270
GOOGLE INC-CL C COM 38259P706 3,929 7,464 SH   DFND 01,02,10 0 0 7,464
GOOGLE INC-CL C COM 38259P706 2,890 5,491 SH   DFND 01,03 0 0 5,491
GOOGLE INC-CL C COM 38259P706 192,710 366,095 SH   DFND 01,10 0 0 366,095
GOOGLE INC-CL C COM 38259P706 4,593 8,725 SH   DFND 01,16 0 0 8,725
GOPRO INC-CLASS A COM 38268T103 6 100 SH   DFND 01,02 0 100 0
GOPRO INC-CLASS A COM 38268T103 501 7,920 SH   DFND 01,16 0 0 7,920
GORMAN-RUPP CO COM 383082104 5,420 168,725 SH   DFND 01,02 0 168,725 0
GORMAN-RUPP CO COM 383082104 14 438 SH   DFND 01,16 0 0 438
GOVERNMENT PROPERTIES INCOME COM 38376A103 7,221 313,856 SH   DFND 01,02 0 4,671 309,185
GOVERNMENT PROPERTIES INCOME COM 38376A103 82 3,550 SH   DFND 01,16 0 0 3,550
WR GRACE & CO COM 38388F108 796 8,341 SH   DFND 01,02 0 8,341 0
WR GRACE & CO COM 38388F108 5 53 SH   DFND 01,16 0 0 53
GRACO INC COM 384109104 11,527 143,755 SH   DFND 01,02 0 6,143 137,612
GRACO INC COM 384109104 3,251 40,538 SH   DFND 01,10 0 0 40,538
GRACO INC COM 384109104 6 73 SH   DFND 01,16 0 0 73
GRAFTECH INTERNATIONAL LTD COM 384313102 7,647 1,511,305 SH   DFND 01,02 0 1,511,305 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 13,593 15,737 SH   DFND 01,02 0 4,480 11,257
GRAHAM HOLDINGS CO-CLASS B COM 384637104 25 29 SH   DFND 01,16 0 0 29
WW GRAINGER INC COM 384802104 7,979 31,306 SH   DFND 01,02 0 18,276 13,030
WW GRAINGER INC COM 384802104 179 701 SH   DFND 01,03 0 701 0
WW GRAINGER INC COM 384802104 1,708 6,700 SH   DFND 01,10 0 0 6,700
WW GRAINGER INC COM 384802104 556 2,180 SH   DFND 01,16 0 0 2,180
GRAND CANYON EDUCATION INC COM 38526M106 6,411 137,403 SH   DFND 01,02 0 69,143 68,260
GRAND CANYON EDUCATION INC COM 38526M106 4 82 SH   DFND 01,16 0 0 82
GRANITE CONSTRUCTION INC COM 387328107 3,286 86,427 SH   DFND 01,02 0 3,075 83,352
GRANITE REAL ESTATE INVESTME COM 387437114 28,476 801,005 SH   DFND 01,02 0 0 801,005
GRANITE REAL ESTATE INVESTME COM 387437114 9 266 SH   DFND 01,16 0 0 266
GRAPHIC PACKAGING HOLDING CO COM 388689101 753 55,261 SH   DFND 01,02 0 49,561 5,700
GRAPHIC PACKAGING HOLDING CO COM 388689101 86 6,319 SH   DFND 01,16 0 6,206 113
GRAY TELEVISION INC COM 389375106 3,536 315,655 SH   DFND 01,02 0 315,655 0
GRAY TELEVISION INC COM 389375106 22 2,000 SH   DFND 01,16 0 0 2,000
GREAT LAKES DREDGE & DOCK CO COM 390607109 12,415 1,450,291 SH   DFND 01,02 0 706,916 743,375
GREAT PLAINS ENERGY INC COM 391164100 77,383 2,723,798 SH   DFND 01,02 0 166,452 2,557,346
GREAT PLAINS ENERGY INC COM 391164100 376 13,225 SH   DFND 01,03 0 13,225 0
GREAT PLAINS ENERGY INC COM 391164100 97 3,405 SH   DFND 01,16 0 1,264 2,141
GREATBATCH INC COM 39153L106 18,812 381,556 SH   DFND 01,02 0 165,989 215,567
GREATBATCH INC COM 39153L106 0 9 SH   DFND 01,16 0 0 9
GREEN DOT CORP-CLASS A COM 39304D102 3,369 164,414 SH   DFND 01,02 0 5,259 159,155
GREEN PLAINS INC COM 393222104 4,520 182,402 SH   DFND 01,02 0 30,342 152,060
GREEN PLAINS INC COM 393222104 4 165 SH   DFND 01,16 0 0 165
GREENBRIER COMPANIES INC COM 393657101 5,206 96,862 SH   DFND 01,02 0 91,002 5,860
GREENBRIER CO INC CONV BND 393657AH4 6,679 4,442,000 PRN   DFND 01,02 0 0 4,442,000
GREENHILL & CO INC COM 395259104 34,620 794,014 SH   DFND 01,02 0 52,999 741,015
GREENHILL & CO INC COM 395259104 3 67 SH   DFND 01,16 0 0 67
GREIF INC-CL A COM 397624107 40,886 865,674 SH   DFND 01,02 0 0 865,674
GRIFFON CORP COM 398433102 2,542 191,079 SH   DFND 01,02 0 5,914 185,165
GRIFOLS SA-ADR ADR 398438408 62 1,833 SH   DFND 01,02 0 0 1,833
GRIFOLS SA-ADR ADR 398438408 37,163 1,093,362 SH   DFND 01,10 0 0 1,093,362
GRIFOLS SA-ADR ADR 398438408 13 389 SH   DFND 01,16 0 0 389
GROUP 1 AUTOMOTIVE INC COM 398905109 8,798 98,175 SH   DFND 01,02 0 4,110 94,065
GROUPON INC COM 399473107 99 12,007 SH   DFND 01,02 0 12,007 0
GROUPON INC COM 399473107 83 10,025 SH   DFND 01,16 0 0 10,025
GRUBHUB INC COM 400110102 5,037 138,710 SH   DFND 01,02 0 132,400 6,310
GRUBHUB INC COM 400110102 22 615 SH   DFND 01,03 0 615 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 28,386 833,415 SH   DFND 01,02 0 0 833,415
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 36,657 1,077,202 SH   DFND 01,10 0 0 1,077,202
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 1 32 SH   DFND 01,16 0 0 32
GRUPO AEROPORTUARIO SUR-ADR ADR 40051E202 3,046 23,101 SH   DFND 01,02 0 0 23,101
GRUPO FIN SANTANDER-ADR B ADR 40053C105 14,590 1,408,143 SH   DFND 01,02 0 0 1,408,143
GRUPO FIN SANTANDER-ADR B ADR 40053C105 6,222 600,534 SH   DFND 01,02,10 0 0 600,534
GRUPO FIN SANTANDER-ADR B ADR 40053C105 9,929 959,500 SH   DFND 01,10 0 0 959,500
GRUPO AVAL ACCIONES Y VALORE ADR 40053W101 7,252 700,000 SH   DFND 01,10 0 0 700,000
GUESS? INC COM 401617105 4,945 234,539 SH   DFND 01,02 0 4,946 229,593
GUIDEWIRE SOFTWARE INC COM 40171V100 3,293 65,030 SH   DFND 01,02 0 27,070 37,960
GULF ISLAND FABRICATION INC COM 402307102 6,740 347,604 SH   DFND 01,02 0 288,917 58,687
GULF ISLAND FABRICATION INC COM 402307102 3 177 SH   DFND 01,16 0 0 177
GULFMARK OFFSHORE INC-CL A COM 402629208 13,353 546,845 SH   DFND 01,02 0 233,096 313,749
GULFMARK OFFSHORE INC-CL A COM 402629208 32 1,314 SH   DFND 01,16 0 0 1,314
GULFPORT ENERGY CORP COM 402635304 32,304 773,939 SH   DFND 01,02 0 41,309 732,630
GULFPORT ENERGY CORP COM 402635304 1 34 SH   DFND 01,16 0 0 34
H&E EQUIPMENT SERVICES INC COM 404030108 3,477 123,785 SH   DFND 01,02 0 265 123,520
HCA HOLDINGS INC COM 40412C101 173,342 2,361,934 SH   DFND 01,02 0 636,179 1,725,755
HCA HOLDINGS INC COM 40412C101 65,574 893,383 SH   DFND 01,10 0 1,357 892,026
HCA HOLDINGS INC COM 40412C101 291 3,962 SH   DFND 01,16 0 0 3,962
HCC INSURANCE HOLDINGS INC COM 404132102 13,371 249,798 SH   DFND 01,02 0 8,991 240,807
HCC INSURANCE HOLDINGS INC COM 404132102 93 1,737 SH   DFND 01,16 0 0 1,737
HC2 HOLDINGS INC COM 404139107 594 70,468 SH   DFND 01,02 0 70,468 0
HCP INC COM 40414L109 9,234 209,704 SH   DFND 01,02 0 82,275 127,429
HCP INC COM 40414L109 234 5,309 SH   DFND 01,03 0 5,309 0
HCP INC COM 40414L109 181 4,112 SH   DFND 01,10 0 0 4,112
HCP INC COM 40414L109 1,460 33,153 SH   DFND 01,16 0 0 33,153
HDFC BANK LTD-ADR ADR 40415F101 31,571 622,067 SH   DFND 01,02 0 0 622,067
HDFC BANK LTD-ADR ADR 40415F101 12,526 246,821 SH   DFND 01,02,10 0 0 246,821
HDFC BANK LTD-ADR ADR 40415F101 9,508 187,316 SH   DFND 01,10 0 0 187,316
HDFC BANK LTD-ADR ADR 40415F101 3 60 SH   DFND 01,16 0 0 60
HCI GROUP INC COM 40416E103 1,746 40,398 SH   DFND 01,02 0 308 40,090
HCI GROUP INC COM 40416E103 11 264 SH   DFND 01,16 0 0 264
HCI 8 01/30/20 PRF 40416E301 489 18,342 SH   DFND 01,16 0 0 18,342
HFF INC-CLASS A COM 40418F108 5,344 148,763 SH   DFND 01,02 0 4,686 144,077
HNI CORP COM 404251100 6,230 122,013 SH   DFND 01,02 0 19,278 102,735
HMS HOLDINGS CORP COM 40425J101 6,137 290,308 SH   DFND 01,02 0 3,995 286,313
HMS HOLDINGS CORP COM 40425J101 2 109 SH   DFND 01,16 0 0 109
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 54,930 1,163,034 SH   DFND 01,02 0 0 1,163,034
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 246 5,207 SH   DFND 01,16 0 0 5,207
HSBC 8 PRF 404280802 8,391 315,825 SH   DFND 01,02 0 0 315,825
HSBC 8 PRF 404280802 1,720 64,726 SH   DFND 01,16 0 0 64,726
HSN INC COM 404303109 6,039 79,448 SH   DFND 01,02 0 4,309 75,139
HSN INC COM 404303109 9 114 SH   DFND 01,16 0 0 114
HABIT RESTAURANTS INC/THE-A COM 40449J103 441 13,618 SH   DFND 01,02 0 0 13,618
HAEMONETICS CORP/MASS COM 405024100 27,967 747,352 SH   DFND 01,02 0 93,580 653,772
HAEMONETICS CORP/MASS COM 405024100 15 404 SH   DFND 01,16 0 0 404
HAIN CELESTIAL GROUP INC COM 405217100 42,232 724,515 SH   DFND 01,02 0 265,977 458,538
HAIN CELESTIAL GROUP INC COM 405217100 40 688 SH   DFND 01,03 0 688 0
HAIN CELESTIAL GROUP INC COM 405217100 171 2,936 SH   DFND 01,16 0 0 2,936
HALCON RESOURCES CORP COM 40537Q209 10 5,850 SH   DFND 01,02 0 5,850 0
HALCON RESOURCES CORP COM 40537Q209 22 12,240 SH   DFND 01,16 0 0 12,240
HAIGHTS CROSS COMM INC COM 405990425 0 302,134 SH   DFND 01,02 0 0 302,134
HALLIBURTON CO COM 406216101 259,227 6,591,130 SH   DFND 01,02 0 5,181,520 1,409,610
HALLIBURTON CO COM 406216101 3,866 98,300 SH   DFND 01,02,10 0 0 98,300
HALLIBURTON CO COM 406216101 1,045 26,580 SH   DFND 01,03 0 26,580 0
HALLIBURTON CO COM 406216101 164,947 4,196,945 SH   DFND 01,10 0 615,333 3,581,612
HALLIBURTON CO COM 406216101 1,278 32,499 SH   DFND 01,16 0 5,093 27,406
HALOZYME THERAPEUTICS INC COM 40637H109 13 1,395 SH   DFND 01,02 0 1,395 0
HALOZYME THERAPEUTICS INC COM 40637H109 90 9,280 SH   DFND 01,16 0 0 9,280
HALYARD HEALTH INC COM 40650V100 5,276 116,023 SH   DFND 01,02 0 8,328 107,695
HALYARD HEALTH INC COM 40650V100 385 8,458 SH   DFND 01,16 0 0 8,458
HAMPTON ROADS BANKSHARES INC COM 409321502 116 68,766 SH   DFND 01,02 0 68,766 0
HANEI CORP COM 409998168 0 49,382 SH   DFND 01,02 0 0 49,382
HANCOCK HOLDING CO COM 410120109 15,104 491,935 SH   DFND 01,02 0 113,184 378,751
HANDY & HARMAN LTD COM 410315105 238 5,175 SH   DFND 01,16 0 0 5,175
HANESBRANDS INC COM 410345102 181,926 1,629,871 SH   DFND 01,02 0 1,013,153 616,718
HANESBRANDS INC COM 410345102 41 365 SH   DFND 01,03 0 365 0
HANESBRANDS INC COM 410345102 128 1,146 SH   DFND 01,16 0 0 1,146
HANGER INC COM 41043F208 3,408 155,626 SH   DFND 01,02 0 502 155,124
HANGER INC COM 41043F208 0 20 SH   DFND 01,16 0 0 20
HANMI FINANCIAL CORPORATION COM 410495204 8,958 410,716 SH   DFND 01,02 0 11,291 399,425
HANOVER INSURANCE GROUP INC/ COM 410867105 50,492 707,973 SH   DFND 01,02 0 247,253 460,720
HANOVER INSURANCE GROUP INC/ COM 410867105 29 408 SH   DFND 01,16 0 0 408
HARDINGE INC COM 412324303 2,898 243,120 SH   DFND 01,02 0 243,120 0
HARLEY-DAVIDSON INC COM 412822108 84,182 1,277,252 SH   DFND 01,02 0 333,364 943,888
HARLEY-DAVIDSON INC COM 412822108 451 6,855 SH   DFND 01,03 0 6,855 0
HARLEY-DAVIDSON INC COM 412822108 242 3,675 SH   DFND 01,16 0 0 3,675
HARMAN INTERNATIONAL COM 413086109 31,593 296,061 SH   DFND 01,02 0 251,138 44,923
HARMAN INTERNATIONAL COM 413086109 162 1,510 SH   DFND 01,03 0 1,510 0
HARMAN INTERNATIONAL COM 413086109 212 1,989 SH   DFND 01,16 0 0 1,989
HARMONIC INC COM 413160102 2,805 400,133 SH   DFND 01,02 0 13,077 387,056
HARMONIC INC COM 413160102 4 500 SH   DFND 01,16 0 0 500
HARMONY GOLD MNG-SPON ADR ADR 413216300 42 22,269 SH   DFND 01,02 0 0 22,269
HARMONY GOLD MNG-SPON ADR ADR 413216300 0 30 SH   DFND 01,16 0 0 30
HARRIS CORP COM 413875105 38,463 535,535 SH   DFND 01,02 0 28,524 507,011
HARRIS CORP COM 413875105 87 1,210 SH   DFND 01,03 0 1,210 0
HARRIS CORP COM 413875105 332 4,630 SH   DFND 01,16 0 321 4,309
HARSCO CORP COM 415864107 4,529 239,743 SH   DFND 01,02 0 4,749 234,994
HARSCO CORP COM 415864107 3 184 SH   DFND 01,16 0 0 184
HARTE-HANKS INC COM 416196103 1,464 189,181 SH   DFND 01,02 0 941 188,240
HARTFORD FINANCIAL SVCS GRP COM 416515104 119,032 2,854,670 SH   DFND 01,02 0 288,856 2,565,814
HARTFORD FINANCIAL SVCS GRP COM 416515104 701 16,816 SH   DFND 01,03 0 16,816 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 726 17,409 SH   DFND 01,16 0 7,724 9,685
HASBRO INC COM 418056107 15,243 277,181 SH   DFND 01,02 0 29,980 247,201
HASBRO INC COM 418056107 72 1,308 SH   DFND 01,03 0 1,308 0
HASBRO INC COM 418056107 24,038 439,111 SH   DFND 01,16 0 80 439,031
HAVERTY FURNITURE COM 419596101 7,950 361,204 SH   DFND 01,02 0 270,458 90,746
HAWAIIAN ELECTRIC INDS COM 419870100 8,118 242,458 SH   DFND 01,02 0 4,897 237,561
HAWAIIAN ELECTRIC INDS COM 419870100 189 5,651 SH   DFND 01,16 0 0 5,651
HAWAIIAN HOLDINGS INC COM 419879101 1,368 52,533 SH   DFND 01,02 0 52,533 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 433 15,712 SH   DFND 01,02 0 668 15,044
HAWAIIAN TELCOM HOLDCO INC COM 420031106 92 3,343 SH   DFND 01,04 0 0 3,343
HAWAIIAN TELCOM HOLDCO INC COM 420031106 264 9,576 SH   DFND 01,05 0 0 9,576
HAWKINS INC COM 420261109 1,857 42,864 SH   DFND 01,02 0 1,317 41,547
HAYNES INTERNATIONAL INC COM 420877201 2,729 56,265 SH   DFND 01,02 0 1,681 54,584
HEALTHCARE SERVICES GROUP COM 421906108 11,288 364,956 SH   DFND 01,02 0 54,320 310,636
HEALTHCARE SERVICES GROUP COM 421906108 4 115 SH   DFND 01,16 0 0 115
HEALTHSOUTH CORP COM 421924309 23,974 623,275 SH   DFND 01,02 0 276,149 347,126
HEALTHSOUTH CORP COM 421924309 50 1,305 SH   DFND 01,03 0 1,305 0
HEALTHSOUTH CORP COM 421924309 56 1,464 SH   DFND 01,16 0 0 1,464
HEALTHCARE REALTY TRUST INC COM 421946104 12,608 461,486 SH   DFND 01,02 0 5,515 455,971
HEADWATERS INC COM 42210P102 4,936 329,337 SH   DFND 01,02 0 6,224 323,113
HEALTH CARE REIT INC COM 42217K106 10,719 141,659 SH   DFND 01,02 0 62,419 79,240
HEALTH CARE REIT INC COM 42217K106 287 3,788 SH   DFND 01,03 0 3,788 0
HEALTH CARE REIT INC COM 42217K106 181 2,386 SH   DFND 01,10 0 0 2,386
HEALTH CARE REIT INC COM 42217K106 1,141 15,077 SH   DFND 01,16 0 0 15,077
HCN 6 1/2 CONV PRF 42217K601 28,843 438,000 SH   DFND 01,02 0 0 438,000
HEALTH NET INC COM 42222G108 29,342 548,125 SH   DFND 01,02 0 75,051 473,074
HEALTH NET INC COM 42222G108 77 1,431 SH   DFND 01,16 0 0 1,431
HEALTHSTREAM INC COM 42222N103 7,941 269,377 SH   DFND 01,02 0 175,848 93,529
HEALTHWAYS INC COM 422245100 33,706 1,695,453 SH   DFND 01,02 0 103,500 1,591,953
HEALTHWAYS INC COM 422245100 2 100 SH   DFND 01,16 0 0 100
HEALTHCARE TRUST OF AME-CL A COM 42225P501 11,800 438,040 SH   DFND 01,02 0 438,040 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 540 20,047 SH   DFND 01,16 0 0 20,047
HEALTHEQUITY INC COM 42226A107 6,499 255,390 SH   DFND 01,02 0 198,184 57,206
HEARTLAND EXPRESS INC COM 422347104 32,204 1,192,268 SH   DFND 01,02 0 99,132 1,093,136
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 8,759 162,360 SH   DFND 01,02 0 3,150 159,210
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 1 23 SH   DFND 01,16 0 0 23
HEARTWARE INTERNATIONAL INC COM 422368100 1,119 15,240 SH   DFND 01,02 0 9,230 6,010
HEARTWARE INTERNATIONAL INC CONV BND 422368AA8 13,578 12,712,000 PRN   DFND 01,02 0 0 12,712,000
HECLA MINING CO COM 422704106 51 18,135 SH   DFND 01,02 0 18,135 0
HECLA MINING CO COM 422704106 0 100 SH   DFND 01,16 0 0 100
HEICO CORP-CLASS A COM 422806208 8,260 174,400 SH   DFND 01,02 0 0 174,400
HEIDRICK & STRUGGLES INTL COM 422819102 2,162 93,779 SH   DFND 01,02 0 21,607 72,172
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 44,837 2,066,153 SH   DFND 01,02 0 418,709 1,647,444
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 208 9,566 SH   DFND 01,16 0 0 9,566
HELMERICH & PAYNE COM 423452101 15,662 232,296 SH   DFND 01,02 0 25,912 206,384
HELMERICH & PAYNE COM 423452101 84 1,251 SH   DFND 01,03 0 1,251 0
HELMERICH & PAYNE COM 423452101 52 764 SH   DFND 01,16 0 0 764
HENNES & MAURITZ AB-UNSP ADR ADR 425883105 396 47,593 SH   DFND 01,02 0 0 47,593
JACK HENRY & ASSOCIATES INC COM 426281101 12,853 206,853 SH   DFND 01,02 0 17,615 189,238
JACK HENRY & ASSOCIATES INC COM 426281101 50 811 SH   DFND 01,16 0 0 811
HERCULES TECHNOLOGY GROWTH COM 427096508 210 14,118 SH   DFND 01,16 0 0 14,118
HERITAGE FINANCIAL CORP COM 42722X106 2,497 142,255 SH   DFND 01,02 0 142,255 0
HERITAGE FINANCIAL CORP COM 42722X106 18 1,025 SH   DFND 01,16 0 0 1,025
HERSHA HOSPITALITY TRUST COM 427825104 3,174 451,554 SH   DFND 01,02 0 451,554 0
HERSHA HOSPITALITY TRUST COM 427825104 11 1,500 SH   DFND 01,16 0 0 1,500
HERSHEY CO/THE COM 427866108 62,962 605,806 SH   DFND 01,02 0 208,565 397,241
HERSHEY CO/THE COM 427866108 394 3,784 SH   DFND 01,03 0 3,784 0
HERSHEY CO/THE COM 427866108 651 6,261 SH   DFND 01,16 0 0 6,261
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5,262 210,979 SH   DFND 01,02 0 31,954 179,025
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,851 114,300 SH   DFND 01,02,10 0 0 114,300
HERTZ GLOBAL HOLDINGS INC COM 42805T105 29,873 1,198,741 SH   DFND 01,10 0 433,455 765,286
HERTZ GLOBAL HOLDINGS INC COM 42805T105 318 12,765 SH   DFND 01,16 0 0 12,765
HESS CORP COM 42809H107 23,257 315,026 SH   DFND 01,02 0 133,206 181,820
HESS CORP COM 42809H107 217 2,940 SH   DFND 01,03 0 2,940 0
HESS CORP COM 42809H107 288 3,904 SH   DFND 01,16 0 0 3,904
HEWLETT-PACKARD CO COM 428236103 195,283 4,864,797 SH   DFND 01,02 0 2,226,295 2,638,502
HEWLETT-PACKARD CO COM 428236103 4,406 109,800 SH   DFND 01,02,10 0 0 109,800
HEWLETT-PACKARD CO COM 428236103 1,074 26,779 SH   DFND 01,03 0 26,779 0
HEWLETT-PACKARD CO COM 428236103 206,593 5,146,845 SH   DFND 01,10 0 395,935 4,750,910
HEWLETT-PACKARD CO COM 428236103 1,305 32,516 SH   DFND 01,16 0 0 32,516
HEXCEL CORP COM 428291108 68 1,645 SH   DFND 01,02 0 1,645 0
HEXCEL CORP COM 428291108 133 3,197 SH   DFND 01,16 0 0 3,197
HI-CRUSH PARTNERS LP LP 428337109 641 20,662 SH   DFND 01,16 0 0 20,662
HIBBETT SPORTS INC COM 428567101 14,509 299,622 SH   DFND 01,02 0 157,659 141,963
HIBBETT SPORTS INC COM 428567101 1 61 SH   DFND 01,16 0 0 61
HIGHLAND/IBOXX SENIOR LOAN E COM 430101774 1,789 93,197 SH   DFND 01,16 0 0 93,197
HIGHWOODS PROPERTIES INC COM 431284108 85,391 1,928,413 SH   DFND 01,02 0 884,809 1,043,604
HIGHWOODS PROPERTIES INC COM 431284108 8 189 SH   DFND 01,16 0 0 189
HILL-ROM HOLDINGS INC COM 431475102 37,587 823,902 SH   DFND 01,02 0 211,490 612,412
HILL-ROM HOLDINGS INC COM 431475102 18 400 SH   DFND 01,16 0 0 400
HILLENBRAND INC COM 431571108 14,371 416,535 SH   DFND 01,02 0 37,220 379,315
HILLENBRAND INC COM 431571108 129 3,741 SH   DFND 01,16 0 0 3,741
HILLTOP HOLDINGS INC COM 432748101 20,372 1,021,140 SH   DFND 01,02 0 72,680 948,460
HILLTOP HOLDINGS INC COM 432748101 4 180 SH   DFND 01,16 0 0 180
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 1,811 224,768 SH   DFND 01,02 0 44,168 180,600
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 54 6,700 SH   DFND 01,10 0 0 6,700
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 283 35,166 SH   DFND 01,16 0 0 35,166
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 132,469 5,077,407 SH   DFND 01,02 0 3,294,125 1,783,282
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 225 8,621 SH   DFND 01,03 0 8,621 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 1,963 75,236 SH   DFND 01,10 0 0 75,236
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 364 13,943 SH   DFND 01,16 0 0 13,943
HITACHI LTD -ADR ADR 433578507 425 5,646 SH   DFND 01,02 0 0 5,646
HITACHI LTD -ADR ADR 433578507 0 5 SH   DFND 01,16 0 0 5
HOLCIM LTD-UNSPON ADR ADR 434741203 225 15,697 SH   DFND 01,02 0 0 15,697
HOLLYFRONTIER CORP COM 436106108 23,105 616,481 SH   DFND 01,02 0 75,224 541,257
HOLLYFRONTIER CORP COM 436106108 47,493 1,267,206 SH   DFND 01,10 0 544,625 722,581
HOLLYFRONTIER CORP COM 436106108 19,304 524,136 SH   DFND 01,16 0 0 524,136
HOLOGIC INC COM 436440101 16,493 616,753 SH   DFND 01,02 0 31,628 585,125
HOLOGIC INC COM 436440101 32 1,185 SH   DFND 01,16 0 0 1,185
HOLOGIC INC CONV BND 436440AB7 13,042 10,460,000 PRN   DFND 01,02 0 0 10,460,000
HOLOGIC INC CONV BND 436440AB7 5 4,000 PRN   DFND 01,16 0 0 4,000
HOME BANCSHARES INC COM 436893200 8,384 260,683 SH   DFND 01,02 0 2,443 258,240
HOME DEPOT INC COM 437076102 759,361 7,234,108 SH   DFND 01,02 0 2,652,694 4,581,414
HOME DEPOT INC COM 437076102 1,748 16,649 SH   DFND 01,03 0 16,649 0
HOME DEPOT INC COM 437076102 166,464 1,586,262 SH   DFND 01,10 0 235,106 1,351,156
HOME DEPOT INC COM 437076102 32,278 305,214 SH   DFND 01,16 0 23 305,191
HOME PROPERTIES INC COM 437306103 9,153 139,536 SH   DFND 01,02 0 6,789 132,747
HOME PROPERTIES INC COM 437306103 74 1,130 SH   DFND 01,16 0 0 1,130
HOMEAWAY INC COM 43739Q100 26,200 879,757 SH   DFND 01,02 0 23,725 856,032
HOMEAWAY INC COM 43739Q100 86 2,900 SH   DFND 01,10 0 0 2,900
HOMEAWAY INC COM 43739Q100 8 275 SH   DFND 01,16 0 0 275
HOMEAWAY INC CONV BND 43739QAA8 5,883 6,270,000 PRN   DFND 01,02 0 0 6,270,000
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 1,165 39,457 SH   DFND 01,02 0 0 39,457
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 71 2,398 SH   DFND 01,16 0 0 2,398
HONEYWELL INTERNATIONAL INC COM 438516106 1,129,409 11,303,180 SH   DFND 01,02 0 7,593,127 3,710,053
HONEYWELL INTERNATIONAL INC COM 438516106 2,303 23,058 SH   DFND 01,03 0 23,058 0
HONEYWELL INTERNATIONAL INC COM 438516106 11,048 110,569 SH   DFND 01,10 0 0 110,569
HONEYWELL INTERNATIONAL INC COM 438516106 6,240 62,425 SH   DFND 01,16 0 4,973 57,452
HONG KONG & CHINA GAS-SP ADR ADR 438550303 124 54,005 SH   DFND 01,02 0 0 54,005
HONGKONG LAND HOLDINGS LTD COM 438584997 7,931 1,177,000 SH   DFND 01,02 0 0 1,177,000
HOOKER FURNITURE CORP COM 439038100 3,956 230,405 SH   DFND 01,02 0 230,405 0
HORACE MANN EDUCATORS COM 440327104 41,749 1,258,264 SH   DFND 01,02 0 619,118 639,146
HORMEL FOODS CORP COM 440452100 2,289 43,959 SH   DFND 01,02 0 16,393 27,566
HORMEL FOODS CORP COM 440452100 81 1,556 SH   DFND 01,03 0 1,556 0
HORMEL FOODS CORP COM 440452100 136 2,620 SH   DFND 01,16 0 0 2,620
HORNBECK OFFSHORE SERVICES COM 440543106 6,207 248,571 SH   DFND 01,02 0 6,246 242,325
HORNBECK OFFSHORE SERVICES COM 440543106 13 539 SH   DFND 01,16 0 0 539
HORTONWORKS INC COM 440894103 384 14,240 SH   DFND 01,02 0 0 14,240
HOSPIRA INC COM 441060100 8,911 145,491 SH   DFND 01,02 0 21,774 123,717
HOSPIRA INC COM 441060100 120 1,959 SH   DFND 01,03 0 1,959 0
HOSPIRA INC COM 441060100 26 428 SH   DFND 01,16 0 0 428
HOSPITALITY PROPERTIES TRUST COM 44106M102 11,606 374,416 SH   DFND 01,02 0 27,093 347,323
HOSPITALITY PROPERTIES TRUST COM 44106M102 75 2,415 SH   DFND 01,16 0 0 2,415
HOST HOTELS & RESORTS INC COM 44107P104 325,294 13,683,909 SH   DFND 01,02 0 2,100,087 11,583,822
HOST HOTELS & RESORTS INC COM 44107P104 713 30,010 SH   DFND 01,03 0 30,010 0
HOST HOTELS & RESORTS INC COM 44107P104 176 7,393 SH   DFND 01,10 0 0 7,393
HOST HOTELS & RESORTS INC COM 44107P104 54 2,278 SH   DFND 01,16 0 0 2,278
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 49,091 2,370,323 SH   DFND 01,02 0 133,421 2,236,902
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 196 9,475 SH   DFND 01,03 0 9,475 0
HOUSTON WIRE & CABLE CO COM 44244K109 3,821 319,787 SH   DFND 01,02 0 319,787 0
HOVNANIAN ENTERPRISES-A COM 442487203 32 7,790 SH   DFND 01,02 0 7,790 0
HOVNANIAN ENTERPRISES-A COM 442487203 14 3,400 SH   DFND 01,16 0 0 3,400
HOWARD HUGHES CORP/THE COM 44267D107 396 3,035 SH   DFND 01,02 0 3,035 0
HUB GROUP INC-CL A COM 443320106 13,653 358,493 SH   DFND 01,02 0 150,029 208,464
HUBBELL INC -CL B COM 443510201 21,040 196,947 SH   DFND 01,02 0 22,742 174,205
HUBBELL INC -CL B COM 443510201 62 579 SH   DFND 01,16 0 113 466
HUBSPOT INC COM 443573100 557 16,590 SH   DFND 01,02 0 9 16,581
HUDSON CITY BANCORP INC COM 443683107 1,895 187,173 SH   DFND 01,02 0 88,484 98,689
HUDSON CITY BANCORP INC COM 443683107 56 5,567 SH   DFND 01,03 0 5,567 0
HUDSON CITY BANCORP INC COM 443683107 25 2,480 SH   DFND 01,16 0 0 2,480
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,307 43,480 SH   DFND 01,02 0 740 42,740
HUDSON VALLEY HOLDING CORP COM 444172100 8,720 321,064 SH   DFND 01,02 0 321,064 0
HUMANA INC COM 444859102 174,287 1,213,379 SH   DFND 01,02 0 660,422 552,957
HUMANA INC COM 444859102 255 1,773 SH   DFND 01,03 0 1,773 0
HUMANA INC COM 444859102 760 5,294 SH   DFND 01,16 0 0 5,294
HUNT (JB) TRANSPRT SVCS INC COM 445658107 24,608 292,087 SH   DFND 01,02 0 6,767 285,320
HUNT (JB) TRANSPRT SVCS INC COM 445658107 5,171 61,374 SH   DFND 01,10 0 0 61,374
HUNT (JB) TRANSPRT SVCS INC COM 445658107 158 1,877 SH   DFND 01,16 0 0 1,877
HUNTINGTON BANCSHARES INC COM 446150104 21,594 2,051,612 SH   DFND 01,02 0 245,247 1,806,365
HUNTINGTON BANCSHARES INC COM 446150104 99 9,418 SH   DFND 01,03 0 9,418 0
HUNTINGTON BANCSHARES INC COM 446150104 37,858 3,602,098 SH   DFND 01,10 0 0 3,602,098
HUNTINGTON BANCSHARES INC COM 446150104 623 59,237 SH   DFND 01,16 0 4,847 54,390
HUNTINGTON INGALLS INDUSTRIE COM 446413106 30,644 272,490 SH   DFND 01,02 0 17,278 255,212
HUNTINGTON INGALLS INDUSTRIE COM 446413106 57,493 511,091 SH   DFND 01,10 0 5,100 505,991
HUNTINGTON INGALLS INDUSTRIE COM 446413106 88 783 SH   DFND 01,16 0 616 167
HUNTSMAN CORP COM 447011107 323 14,177 SH   DFND 01,02 0 14,177 0
HUNTSMAN CORP COM 447011107 55 2,412 SH   DFND 01,16 0 941 1,471
HURON CONSULTING GROUP INC COM 447462102 2,277 33,295 SH   DFND 01,02 0 730 32,565
HUTCHISON WHAMPOA -UNSP ADR ADR 448415208 238 10,350 SH   DFND 01,02 0 0 10,350
HUTCHISON WHAMPOA -UNSP ADR ADR 448415208 13 554 SH   DFND 01,16 0 0 554
HUTCHISON PORT HOLDINGS TR-U COM 448415984 923 1,343,000 SH   DFND 01,02 0 0 1,343,000
HYATT HOTELS CORP - CL A COM 448579102 357 5,941 SH   DFND 01,02 0 2,248 3,693
HYPERION THERAPEUTICS INC COM 44915N101 983 40,962 SH   DFND 01,02 0 10 40,952
HYSTER-YALE MATERIALS COM 449172105 7,447 101,750 SH   DFND 01,02 0 5,170 96,580
IAC/INTERACTIVECORP COM 44919P508 612 10,058 SH   DFND 01,02 0 9,158 900
IAC/INTERACTIVECORP COM 44919P508 115 1,905 SH   DFND 01,16 0 224 1,681
ICU MEDICAL INC COM 44930G107 4,965 60,628 SH   DFND 01,02 0 1,199 59,429
IGI LABORATORIES INC COM 449575109 671 76,300 SH   DFND 01,02 0 0 76,300
IMS HEALTH HOLDINGS INC COM 44970B109 71,471 2,787,471 SH   DFND 01,02 0 2,494,341 293,130
IMS HEALTH HOLDINGS INC COM 44970B109 214 8,349 SH   DFND 01,03 0 8,349 0
IMS HEALTH HOLDINGS INC COM 44970B109 1,869 72,902 SH   DFND 01,10 0 0 72,902
IPG PHOTONICS CORP COM 44980X109 13,140 175,393 SH   DFND 01,02 0 7,283 168,110
IPG PHOTONICS CORP COM 44980X109 19 257 SH   DFND 01,16 0 0 257
IPC THE HOSPITALIST CO COM 44984A105 4,915 107,094 SH   DFND 01,02 0 953 106,141
STAR 4 1/2 CONV PRF 45031U887 13,939 235,900 SH   DFND 01,02 0 0 235,900
IXIA COM 45071R109 2,934 260,850 SH   DFND 01,02 0 2,409 258,441
IBERDROLA SA-SPONSORED ADR ADR 450737101 443 15,939 SH   DFND 01,02 0 0 15,939
IBERDROLA SA-SPONSORED ADR ADR 450737101 2 57 SH   DFND 01,16 0 0 57
IBERIABANK CORP COM 450828108 5,069 78,157 SH   DFND 01,02 0 457 77,700
ITT CORP COM 450911201 12,365 305,629 SH   DFND 01,02 0 11,801 293,828
ITT CORP COM 450911201 176 4,348 SH   DFND 01,16 0 0 4,348
ICICI BANK LTD-SPON ADR ADR 45104G104 46,748 4,047,480 SH   DFND 01,02 0 0 4,047,480
ICICI BANK LTD-SPON ADR ADR 45104G104 26,510 2,295,190 SH   DFND 01,02,10 0 0 2,295,190
ICICI BANK LTD-SPON ADR ADR 45104G104 39,206 3,394,315 SH   DFND 01,10 0 0 3,394,315
ICICI BANK LTD-SPON ADR ADR 45104G104 136 11,791 SH   DFND 01,16 0 0 11,791
ICONIX BRAND GROUP INC COM 451055107 8,622 255,151 SH   DFND 01,02 0 38,670 216,481
ICONIX BRAND GROUP INC COM 451055107 19 555 SH   DFND 01,16 0 0 555
ICONIX BRAND GROUP INC CONV BND 451055AF4 8,634 7,298,000 PRN   DFND 01,02 0 0 7,298,000
IDACORP INC COM 451107106 29,560 446,573 SH   DFND 01,02 0 330,124 116,449
IDACORP INC COM 451107106 64 963 SH   DFND 01,16 0 0 963
IDEX CORP COM 45167R104 26,603 341,775 SH   DFND 01,02 0 58,605 283,170
IDEX CORP COM 45167R104 56 719 SH   DFND 01,03 0 719 0
IDEX CORP COM 45167R104 232 2,976 SH   DFND 01,16 0 0 2,976
IDEXX LABORATORIES INC COM 45168D104 47,286 318,916 SH   DFND 01,02 0 184,137 134,779
IDEXX LABORATORIES INC COM 45168D104 66 448 SH   DFND 01,03 0 448 0
IDEXX LABORATORIES INC COM 45168D104 14,088 95,031 SH   DFND 01,10 0 0 95,031
IDEXX LABORATORIES INC COM 45168D104 631 4,259 SH   DFND 01,16 0 0 4,259
IGATE CORP COM 45169U105 7,481 189,496 SH   DFND 01,02 0 1,264 188,232
IGATE CORP COM 45169U105 58 1,470 SH   DFND 01,16 0 0 1,470
IHS INC-CLASS A COM 451734107 48,317 424,277 SH   DFND 01,02 0 6,271 418,006
IHS INC-CLASS A COM 451734107 5,240 46,015 SH   DFND 01,10 0 0 46,015
IHS INC-CLASS A COM 451734107 5 48 SH   DFND 01,16 0 0 48
IDREAMSKY TECHNOLOGY CO-ADR ADR 45173K101 7,245 424,114 SH   DFND 01,02 0 1,625,616 17,710
IDREAMSKY TECHNOLOGY CO-ADR ADR 45173K101 3,355 196,421 SH   DFND 01,02,10 0 0 196,421
ILLINOIS TOOL WORKS COM 452308109 115,452 1,218,713 SH   DFND 01,02 0 799,553 419,160
ILLINOIS TOOL WORKS COM 452308109 439 4,628 SH   DFND 01,03 0 4,628 0
ILLINOIS TOOL WORKS COM 452308109 1,053 11,121 SH   DFND 01,16 0 0 11,121
ILLUMINA INC COM 452327109 631,628 3,421,958 SH   DFND 01,02 0 3,150,905 271,053
ILLUMINA INC COM 452327109 20,048 108,614 SH   DFND 01,03 0 108,614 0
ILLUMINA INC COM 452327109 682 3,571 SH   DFND 01,16 0 0 3,571
IMAX CORP COM 45245E109 14,802 479,031 SH   DFND 01,02 0 394,291 84,740
IMAX CORP COM 45245E109 69 2,240 SH   DFND 01,03 0 2,240 0
IMPAX LABORATORIES INC COM 45256B101 50,569 1,596,254 SH   DFND 01,02 0 624,348 971,906
IMPAX LABORATORIES INC COM 45256B101 12 382 SH   DFND 01,16 0 0 382
IMPERIAL OIL LTD COM 453038408 311 7,200 SH   DFND 01,02 0 7,200 0
IMPERIAL OIL LTD COM 453038408 14 332 SH   DFND 01,16 0 0 332
IMPERIAL TOBACCO GR-SPON ADR ADR 453142101 377 4,263 SH   DFND 01,02 0 0 4,263
IMPERIAL TOBACCO GR-SPON ADR ADR 453142101 2 22 SH   DFND 01,16 0 0 22
IMPERVA INC COM 45321L100 5,747 116,274 SH   DFND 01,02 0 33,149 83,125
INC RESEARCH HOLDINGS INC-A COM 45329R109 7,866 306,211 SH   DFND 01,02 0 270,723 35,488
INC RESEARCH HOLDINGS INC-A COM 45329R109 33 1,283 SH   DFND 01,03 0 1,283 0
INCONTACT INC COM 45336E109 565 64,280 SH   DFND 01,02 0 1,280 63,000
INCYTE CORP COM 45337C102 61,295 838,387 SH   DFND 01,02 0 554,699 283,688
INCYTE CORP COM 45337C102 33 447 SH   DFND 01,03 0 447 0
INCYTE CORP COM 45337C102 84 1,143 SH   DFND 01,16 0 0 1,143
INCYTE CORP CONV BND 45337CAN2 19,965 13,020,000 PRN   DFND 01,02 0 0 13,020,000
INDEPENDENCE CONTRACT DRILLI COM 453415309 496 95,049 SH   DFND 01,02 0 95,049 0
INDEPENDENT BANK CORP/MA COM 453836108 29,867 697,618 SH   DFND 01,02 0 52,312 645,306
INDEPENDENT BANK CORP/MA COM 453836108 4 104 SH   DFND 01,16 0 0 104
INDEPENDENT BANK CORP - MICH COM 453838609 9,506 728,333 SH   DFND 01,02 0 523,915 204,418
INDEPENDENT BANK CORP - MICH COM 453838609 10 745 SH   DFND 01,16 0 0 745
INDIA FUND INC COM 454089103 290 11,243 SH   DFND 01,16 0 0 11,243
IQ HEDGE MULTI-STRAT TRACKER COM 45409B107 546 18,593 SH   DFND 01,16 0 0 18,593
INDITEX-UNSPON ADR ADR 455793109 310 21,583 SH   DFND 01,02 0 0 21,583
IND & COMM BK OF-UNSPON ADR ADR 455807107 604 41,382 SH   DFND 01,02 0 0 41,382
INFINEON TECHNOLOGIES-ADR ADR 45662N103 137 12,821 SH   DFND 01,02 0 0 12,821
INFINEON TECHNOLOGIES-ADR ADR 45662N103 2 172 SH   DFND 01,16 0 0 172
INFINITY PROPERTY & CASUALTY COM 45665Q103 4,021 52,051 SH   DFND 01,02 0 1,527 50,524
INFORMATICA CORP COM 45666Q102 24,134 632,885 SH   DFND 01,02 0 38,928 593,957
INFORMATICA CORP COM 45666Q102 34,948 916,798 SH   DFND 01,10 0 0 916,798
INFORMATICA CORP COM 45666Q102 102 2,668 SH   DFND 01,16 0 0 2,668
INFINERA CORP COM 45667G103 1,976 134,203 SH   DFND 01,02 0 134,203 0
INFORMA PLC-SP ADR ADR 45672B305 7 455 SH   DFND 01,02 0 0 455
INFORMA PLC-SP ADR ADR 45672B305 565 38,201 SH   DFND 01,16 0 0 38,201
INFOSYS LTD-SP ADR ADR 456788108 295 9,398 SH   DFND 01,02 0 0 9,398
INFOSYS LTD-SP ADR ADR 456788108 7,406 235,406 SH   DFND 01,02,10 0 0 235,406
INFOSYS LTD-SP ADR ADR 456788108 10,497 333,818 SH   DFND 01,10 0 0 333,818
INFOSYS LTD-SP ADR ADR 456788108 42 1,336 SH   DFND 01,16 0 0 1,336
ING GROEP N.V.-SPONSORED ADR ADR 456837103 542 41,762 SH   DFND 01,02 0 0 41,762
ING GROEP N.V.-SPONSORED ADR ADR 456837103 386 29,760 SH   DFND 01,16 0 0 29,760
INTNED 7.2 PRF 456837301 272 10,549 SH   DFND 01,16 0 0 10,549
ING GROEP NV PRF 456837707 227 8,814 SH   DFND 01,16 0 0 8,814
FHLB MEMBERSHIP STK CLASS B COM 4568FHLB2 10,070 10,070,291 SH   DFND 01,05 0 0 10,070,291
FHLB ACTIVITY SHARES COM 4569FHLB0 6,000 6,000,000 SH   DFND 01,05 0 0 6,000,000
INGLES MARKETS INC-CLASS A COM 457030104 4,149 111,872 SH   DFND 01,02 0 1,940 109,932
INGLES MARKETS INC-CLASS A COM 457030104 19 522 SH   DFND 01,16 0 0 522
INGRAM MICRO INC-CL A COM 457153104 11,240 406,652 SH   DFND 01,02 0 19,948 386,704
INGRAM MICRO INC-CL A COM 457153104 7 255 SH   DFND 01,16 0 0 255
INGREDION INC COM 457187102 28,662 337,799 SH   DFND 01,02 0 13,209 324,590
INGREDION INC COM 457187102 29 342 SH   DFND 01,16 0 0 342
INLAND REAL ESTATE CORP COM 457461200 4,251 388,169 SH   DFND 01,02 0 895 387,274
INLAND REAL ESTATE CORP COM 457461200 15 1,360 SH   DFND 01,16 0 0 1,360
INNODATA INC COM 457642205 137 47,062 SH   DFND 01,16 0 0 47,062
INSIGHT ENTERPRISES INC COM 45765U103 13,934 538,213 SH   DFND 01,02 0 62,539 475,674
INSIGHT ENTERPRISES INC COM 45765U103 6 233 SH   DFND 01,16 0 0 233
INSMED INC COM 457669307 1,855 119,917 SH   DFND 01,02 0 15,404 104,513
INNOSPEC INC COM 45768S105 6,426 150,485 SH   DFND 01,02 0 560 149,925
INPHI CORP COM 45772F107 1,240 67,080 SH   DFND 01,02 0 67,080 0
INOVIO PHARMACEUTICALS INC COM 45773H201 1 110 SH   DFND 01,02 0 110 0
INOVIO PHARMACEUTICALS INC COM 45773H201 138 15,022 SH   DFND 01,16 0 0 15,022
INNOPHOS HOLDINGS INC COM 45774N108 18,592 318,084 SH   DFND 01,02 0 132,053 186,031
INSPERITY INC COM 45778Q107 7,034 207,530 SH   DFND 01,02 0 4,595 202,935
INSTALLED BUILDING PRODUCTS COM 45780R101 11,829 663,908 SH   DFND 01,02 0 476,926 186,982
INSULET CORP COM 45784P101 12,942 280,986 SH   DFND 01,02 0 181,126 99,860
INSULET CORP CONV BND 45784PAD3 13,397 11,390,000 PRN   DFND 01,02 0 0 11,390,000
INTEGRA LIFESCIENCES HOLDING COM 457985208 18,976 349,922 SH   DFND 01,02 0 1,223 348,699
INTEGRATED DEVICE TECH INC COM 458118106 45,720 2,332,615 SH   DFND 01,02 0 193,634 2,138,981
INTEGRATED SILICON SOLUTION COM 45812P107 16,619 1,002,950 SH   DFND 01,02 0 82,350 920,600
INTEL CORP COM 458140100 727,161 20,037,517 SH   DFND 01,02 0 8,350,144 11,687,373
INTEL CORP COM 458140100 2,368 65,255 SH   DFND 01,03 0 65,255 0
INTEL CORP COM 458140100 122,910 3,386,917 SH   DFND 01,10 0 439,257 2,947,660
INTEL CORP COM 458140100 12,180 335,989 SH   DFND 01,16 0 5,501 330,488
INTEL CORP CONV BND 458140AF7 29,541 16,990,000 PRN   DFND 01,02 0 0 16,990,000
INTEL CORP CONV BND 458140AF7 24 14,000 PRN   DFND 01,16 0 0 14,000
INTELLIPHARMACEUTICS INTERNA COM 458173101 90 40,000 SH   DFND 01,16 0 0 40,000
INTEGRYS ENERGY GROUP INC COM 45822P105 3,411 43,810 SH   DFND 01,02 0 27,350 16,460
INTEGRYS ENERGY GROUP INC COM 45822P105 72 925 SH   DFND 01,03 0 925 0
INTEGRYS ENERGY GROUP INC COM 45822P105 76 980 SH   DFND 01,16 0 0 980
INTER PARFUMS INC COM 458334109 8,822 321,398 SH   DFND 01,02 0 246,589 74,809
INTERACTIVE BROKERS GRO-CL A COM 45841N107 7,580 259,947 SH   DFND 01,02 0 2,977 256,970
INTERACTIVE INTELLIGENCE GRO COM 45841V109 3,604 75,233 SH   DFND 01,02 0 1,078 74,155
INTERACTIVE INTELLIGENCE GRO COM 45841V109 7 150 SH   DFND 01,16 0 0 150
INTERCEPT PHARMACEUTICALS IN COM 45845P108 12,154 77,899 SH   DFND 01,02 0 68,463 9,436
INTERCEPT PHARMACEUTICALS IN COM 45845P108 17 106 SH   DFND 01,03 0 106 0
INTERCONTINENTAL HOTELS-ADR ADR 45857P509 225 5,613 SH   DFND 01,02 0 0 5,613
INTERFACE INC COM 458665304 4,813 292,181 SH   DFND 01,02 0 1,012 291,169
INTERFACE INC COM 458665304 1 40 SH   DFND 01,16 0 0 40
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,014 54,786 SH   DFND 01,02 0 30,015 24,771
INTERCONTINENTAL EXCHANGE IN COM 45866F104 286 1,303 SH   DFND 01,03 0 1,303 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 321 1,458 SH   DFND 01,16 0 1,190 268
INTERDIGITAL INC COM 45867G101 26,598 502,763 SH   DFND 01,02 0 300,731 202,032
INTERNATIONAL BANCSHARES CRP COM 459044103 4,163 156,874 SH   DFND 01,02 0 18,602 138,272
INTL BUSINESS MACHINES CORP COM 459200101 246,174 1,534,373 SH   DFND 01,02 0 981,450 552,923
INTL BUSINESS MACHINES CORP COM 459200101 1,791 11,158 SH   DFND 01,03 0 11,158 0
INTL BUSINESS MACHINES CORP COM 459200101 58,344 363,645 SH   DFND 01,10 0 45,780 317,865
INTL BUSINESS MACHINES CORP COM 459200101 5,029 31,257 SH   DFND 01,16 0 0 31,257
INTL FLAVORS & FRAGRANCES COM 459506101 70,576 696,243 SH   DFND 01,02 0 234,972 461,271
INTL FLAVORS & FRAGRANCES COM 459506101 303 2,988 SH   DFND 01,03 0 2,988 0
INTL FLAVORS & FRAGRANCES COM 459506101 68 670 SH   DFND 01,16 0 0 670
INTL GAME TECHNOLOGY COM 459902102 10,320 598,114 SH   DFND 01,02 0 25,614 572,500
INTL GAME TECHNOLOGY COM 459902102 20 1,150 SH   DFND 01,16 0 0 1,150
INTERNATIONAL PAPER CO COM 460146103 217,735 4,063,704 SH   DFND 01,02 0 349,608 3,714,096
INTERNATIONAL PAPER CO COM 460146103 263 4,900 SH   DFND 01,03 0 4,900 0
INTERNATIONAL PAPER CO COM 460146103 2,194 40,948 SH   DFND 01,16 0 816 40,132
INTL RECTIFIER CORP COM 460254105 9,761 244,631 SH   DFND 01,02 0 79,094 165,537
INTL SPEEDWAY CORP-CL A COM 460335201 9,080 286,909 SH   DFND 01,02 0 194 285,939
INTL SPEEDWAY CORP-CL A COM 460335201 8 259 SH   DFND 01,16 0 0 259
INTERPUBLIC GROUP OF COS INC COM 460690100 79,274 3,816,733 SH   DFND 01,02 0 1,552,147 2,264,586
INTERPUBLIC GROUP OF COS INC COM 460690100 349 16,764 SH   DFND 01,03 0 16,764 0
INTERPUBLIC GROUP OF COS INC COM 460690100 84 4,031 SH   DFND 01,16 0 0 4,031
INTERSIL CORP-A COM 46069S109 9,084 627,822 SH   DFND 01,02 0 4,679 623,143
INTERSIL CORP-A COM 46069S109 0 25 SH   DFND 01,16 0 0 25
INTERSECT ENT INC COM 46071F103 1,104 59,536 SH   DFND 01,02 0 5 59,531
INTRAWEST RESORTS HOLDINGS I COM 46090K109 5,895 493,665 SH   DFND 01,02 0 18,665 475,000
INTERVAL LEISURE GROUP COM 46113M108 5,359 256,550 SH   DFND 01,02 0 13,516 243,034
INTERVAL LEISURE GROUP COM 46113M108 2 95 SH   DFND 01,16 0 0 95
INTEVAC INC COM 461148108 6,138 789,991 SH   DFND 01,02 0 561,595 228,396
INTEVAC INC COM 461148108 2 250 SH   DFND 01,16 0 0 250
INTESA SANPAOLO-SPON ADR ADR 46115H107 530 30,166 SH   DFND 01,02 0 0 30,166
INTESA SANPAOLO-SPON ADR ADR 46115H107 2 100 SH   DFND 01,16 0 0 100
INTL FCSTONE INC COM 46116V105 18,945 921,001 SH   DFND 01,02 0 795,334 125,667
INTL FCSTONE INC COM 46116V105 6 300 SH   DFND 01,16 0 0 300
INTRALINKS HOLDINGS INC COM 46118H104 1,280 107,598 SH   DFND 01,02 0 107,598 0
INTRALINKS HOLDINGS INC COM 46118H104 2 200 SH   DFND 01,16 0 0 200
INTUIT INC COM 461202103 294,025 3,189,357 SH   DFND 01,02 0 2,409,280 780,077
INTUIT INC COM 461202103 913 9,898 SH   DFND 01,03 0 9,898 0
INTUIT INC COM 461202103 83,988 911,021 SH   DFND 01,10 0 82,672 828,349
INTUIT INC COM 461202103 272 2,948 SH   DFND 01,16 0 0 2,948
INVACARE CORP COM 461203101 14,320 854,374 SH   DFND 01,02 0 524,499 329,875
INTUITIVE SURGICAL INC COM 46120E602 8,432 15,940 SH   DFND 01,02 0 8,509 7,431
INTUITIVE SURGICAL INC COM 46120E602 221 418 SH   DFND 01,03 0 418 0
INTUITIVE SURGICAL INC COM 46120E602 2,116 4,000 SH   DFND 01,10 0 0 4,000
INTUITIVE SURGICAL INC COM 46120E602 194 366 SH   DFND 01,16 0 0 366
INTREPID POTASH INC COM 46121Y102 3,451 248,596 SH   DFND 01,02 0 1,356 247,240
INTREPID POTASH INC COM 46121Y102 0 28 SH   DFND 01,16 0 0 28
INVESCO SENIOR INCOME TRUST COM 46131H107 220 48,163 SH   DFND 01,16 0 0 48,163
INVESCO AD MIT II COM 46132E103 267 22,980 SH   DFND 01,16 0 0 22,980
INVESTMENT TECHNOLOGY GROUP COM 46145F105 10,597 508,988 SH   DFND 01,02 0 269,452 239,536
INVESTORS BANCORP INC COM 46146L101 21,823 1,944,096 SH   DFND 01,02 0 1,352,681 591,415
INVESTORS BANCORP INC COM 46146L101 11 1,000 SH   DFND 01,16 0 0 1,000
INVESTORS REAL ESTATE TRUST COM 461730103 2,089 255,597 SH   DFND 01,02 0 255,597 0
INVESTORS REAL ESTATE TRUST COM 461730103 5 645 SH   DFND 01,16 0 0 645
ION GEOPHYSICAL CORP COM 462044108 6,221 2,262,403 SH   DFND 01,02 0 1,305,755 956,648
BANK OF IRELAND-SPONS ADR ADR 46267Q202 601 39,518 SH   DFND 01,02 0 0 39,518
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,104 113,192 SH   DFND 01,02 0 113,192 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 10 1,000 SH   DFND 01,16 0 0 1,000
IRIDIUM COMMUNICATIONS INC CONV PRF 46269C409 317 850 SH   DFND 01,02 0 0 850
IROBOT CORP COM 462726100 4,566 131,509 SH   DFND 01,02 0 1,584 129,925
IROBOT CORP COM 462726100 89 2,565 SH   DFND 01,16 0 0 2,565
IRON MOUNTAIN INC COM 462846106 13,432 347,424 SH   DFND 01,02 0 309,185 38,239
IRON MOUNTAIN INC COM 462846106 83 2,157 SH   DFND 01,03 0 2,157 0
IRON MOUNTAIN INC COM 462846106 58 1,493 SH   DFND 01,10 0 0 1,493
IRON MOUNTAIN INC COM 462846106 893 23,108 SH   DFND 01,16 0 0 23,108
ISHARES GOLD TRUST COM 464285105 1,231 108,597 SH   DFND 01,16 0 0 108,597
ISHARES MSCI AUSTRALIA ETF COM 464286103 276 12,468 SH   DFND 01,16 0 0 12,468
ISHARES MSCI FRONTIER 100 COM 464286145 632 20,531 SH   DFND 01,16 0 0 20,531
ISHARES GLOBAL EX USD HIGH Y COM 464286210 388 7,647 SH   DFND 01,16 0 0 7,647
ISHARES EMERGING MARKETS HIG COM 464286285 39,728 856,543 SH   DFND 01,16 0 0 856,543
ISHARES MSCI BELGIUM CAPPED COM 464286301 469 28,945 SH   DFND 01,16 0 0 28,945
ISHARES MSCI GLOBAL SILVER M COM 464286327 64 10,834 SH   DFND 01,16 0 0 10,834
ISHARES MSCI BRAZIL CAPPED E COM 464286400 407 11,134 SH   DFND 01,16 0 0 11,134
ISHARES MSCI CANADA ETF COM 464286509 10,802 374,276 SH   DFND 01,02 0 109,947 264,329
ISHARES MSCI CANADA ETF COM 464286509 2,291 79,310 SH   DFND 01,16 0 0 79,310
ISHARES MSCI ALL COUNTRY WOR COM 464286525 6,543 95,072 SH   DFND 01,16 0 0 95,072
ISHARES MSCI EMERGING MARKET COM 464286533 7,136 126,017 SH   DFND 01,16 0 0 126,017
ISHARES MSCI EMU ETF COM 464286608 211,184 5,912,313 SH   DFND 01,16 0 0 5,912,313
ISHARES MSCI BRIC ETF COM 464286657 4,342 123,959 SH   DFND 01,16 0 0 123,959
ISHARES MSCI PACIFIC EX JAPA COM 464286665 6,726 153,040 SH   DFND 01,16 0 0 153,040
ISHARES MSCI SINGAPORE ETF COM 464286673 5,415 413,839 SH   DFND 01,16 0 0 413,839
ISHARES MSCI SWITZERLAND CAP COM 464286749 1,178 37,163 SH   DFND 01,16 0 0 37,163
ISHARES MSCI SOUTH KOREA CAP COM 464286772 291 5,257 SH   DFND 01,16 0 0 5,257
ISHARES MSCI GERMANY ETF COM 464286806 2,121 78,014 SH   DFND 01,16 0 0 78,014
ISHARES MSCI NETHERLANDS ETF COM 464286814 3,039 127,084 SH   DFND 01,16 0 0 127,084
ISHARES MSCI MEXICO CAPPED COM 464286822 527 8,874 SH   DFND 01,16 0 0 8,874
ISHARES MSCI MALAYSIA ETF COM 464286830 5,082 376,860 SH   DFND 01,16 0 0 376,860
ISHARES MSCI JAPAN ETF COM 464286848 14,374 1,278,432 SH   DFND 01,16 0 0 1,278,432
ISHARES MSCI ITALY CAPPED ET COM 464286855 2,460 180,817 SH   DFND 01,16 0 0 180,817
ISHARES MSCI HONG KONG ETF COM 464286871 4,170 202,979 SH   DFND 01,16 0 0 202,979
ISHARES S&P 100 ETF COM 464287101 3,526 38,771 SH   DFND 01,16 0 0 38,771
ISHARES MORNINGSTAR LARGE-CA COM 464287119 2,420 21,385 SH   DFND 01,16 0 0 21,385
ISHARES MORNINGSTAR LARGE-CA COM 464287127 3,608 29,156 SH   DFND 01,16 0 0 29,156
ISHARES CORE S&P TOTAL U.S. COM 464287150 1,569 16,713 SH   DFND 01,16 0 0 16,713
ISHARES SELECT DIVIDEND ETF COM 464287168 29,880 376,318 SH   DFND 01,16 0 0 376,318
ISHARES TIPS BOND ETF COM 464287176 4,659 41,606 SH   DFND 01,02 0 4,787 36,819
ISHARES TIPS BOND ETF COM 464287176 10,621 94,889 SH   DFND 01,16 0 0 94,889
ISHARES CHINA LARGE-CAP ETF COM 464287184 2,325 55,652 SH   DFND 01,16 0 0 55,652
ISHARES TRANSPORTATION AVERA COM 464287192 1,096 6,679 SH   DFND 01,16 0 0 6,679
ISHARES CORE S&P 500 ETF COM 464287200 172 829 SH   DFND 01,02 0 829 0
ISHARES CORE S&P 500 ETF COM 464287200 30,289 146,301 SH   DFND 01,16 0 0 146,301
ISHARES CORE U.S. AGGREGATE COM 464287226 62,752 570,283 SH   DFND 01,16 0 0 570,283
ISHARES MSCI EMERGING MARKET COM 464287234 17,723 451,097 SH   DFND 01,02 0 451,097 0
ISHARES MSCI EMERGING MARKET COM 464287234 221,922 5,604,925 SH   DFND 01,16 0 0 5,604,925
ISHARES IBOXX INVESTMENT GRA COM 464287242 28 235 SH   DFND 01,02 0 235 0
ISHARES IBOXX INVESTMENT GRA COM 464287242 26,129 218,897 SH   DFND 01,16 0 0 218,897
ISHARES GLOBAL TECH ETF COM 464287291 347 3,654 SH   DFND 01,16 0 0 3,654
ISHARES S&P 500 GROWTH ETF COM 464287309 27,292 244,583 SH   DFND 01,16 0 0 244,583
ISHARES GLOBAL HEALTHCARE ET COM 464287325 1,158 11,632 SH   DFND 01,16 0 0 11,632
ISHARES GLOBAL ENERGY ETF COM 464287341 1,160 31,192 SH   DFND 01,16 0 0 31,192
ISHARES NORTH AMERICAN NATUR COM 464287374 361 9,426 SH   DFND 01,16 0 0 9,426
ISHARES LATIN AMERICA 40 ETF COM 464287390 2,526 79,401 SH   DFND 01,16 0 0 79,401
ISHARES S&P 500 VALUE ETF COM 464287408 14,398 153,539 SH   DFND 01,16 0 0 153,539
ISHARES 20+ YEAR TREASURY BO COM 464287432 16,402 130,473 SH   DFND 01,16 0 0 130,473
ISHARES 7-10 YEAR TREASURY B COM 464287440 90,097 865,531 SH   DFND 01,16 0 0 865,531
ISHARES 1-3 YEAR TREASURY BO COM 464287457 13,493 159,865 SH   DFND 01,16 0 0 159,865
ISHARES MSCI EAFE ETF COM 464287465 589,884 9,695,656 SH   DFND 01,02 0 4,497,296 5,198,360
ISHARES MSCI EAFE ETF COM 464287465 29,215 481,292 SH   DFND 01,16 0 4,851 476,441
ISHARES RUSSELL MID-CAP VALU COM 464287473 4,516 61,338 SH   DFND 01,16 0 0 61,338
ISHARES RUSSELL MID-CAP GROW COM 464287481 4,036 43,394 SH   DFND 01,16 0 0 43,394
ISHARES RUSSELL MID-CAP ETF COM 464287499 13,279 79,572 SH   DFND 01,16 0 0 79,572
ISHARES CORE S&P MIDCAP ETF COM 464287507 65 448 SH   DFND   0 0 448
ISHARES CORE S&P MIDCAP ETF COM 464287507 14,988 103,674 SH   DFND 01,16 0 0 103,674
ISHARES NORTH AMERICAN TECH COM 464287549 888 8,712 SH   DFND 01,16 0 0 8,712
ISHARES NASDAQ BIOTECHNOLOGY COM 464287556 16,061 52,946 SH   DFND 01,16 0 0 52,946
ISHARES COHEN & STEERS REIT COM 464287564 107 1,105 SH   DFND   0 0 1,105
ISHARES COHEN & STEERS REIT COM 464287564 3,397 35,082 SH   DFND 01,16 0 0 35,082
ISHARES RUSSELL 1000 VALUE E COM 464287598 3,234 30,977 SH   DFND 01,02 0 30,977 0
ISHARES RUSSELL 1000 VALUE E COM 464287598 14,827 142,103 SH   DFND 01,16 0 0 142,103
ISHARES S&P MID-CAP 400 GROW COM 464287606 4,377 27,417 SH   DFND 01,16 0 0 27,417
ISHARES RUSSELL 1000 GROWTH COM 464287614 35,969 376,211 SH   DFND 01,02 0 127,877 248,334
ISHARES RUSSELL 1000 GROWTH COM 464287614 29,245 306,891 SH   DFND 01,16 0 484 306,407
ISHARES RUSSELL 1000 ETF COM 464287622 3,375 29,439 SH   DFND 01,02 0 0 29,439
ISHARES RUSSELL 1000 ETF COM 464287622 11,758 102,660 SH   DFND 01,16 0 0 102,660
ISHARES RUSSELL 2000 VALUE E COM 464287630 1,736 17,070 SH   DFND 01,02 0 17,070 0
ISHARES RUSSELL 2000 VALUE E COM 464287630 4,742 46,695 SH   DFND 01,16 0 0 46,695
ISHARES RUSSELL 2000 GROWTH COM 464287648 28 198 SH   DFND   0 0 198
ISHARES RUSSELL 2000 GROWTH COM 464287648 4,999 35,151 SH   DFND 01,16 0 0 35,151
ISHARES RUSSELL 2000 ETF COM 464287655 46,822 391,254 SH   DFND 01,02 0 25,665 365,589
ISHARES RUSSELL 2000 ETF COM 464287655 13,830 115,645 SH   DFND 01,16 0 0 115,645
ISHARES CORE US VALUE ETF COM 464287663 624 4,570 SH   DFND 01,16 0 0 4,570
ISHARES CORE US GROWTH ETF COM 464287671 685 8,739 SH   DFND 01,16 0 0 8,739
ISHARES RUSSELL 3000 ETF COM 464287689 2,110 17,253 SH   DFND 01,02 0 1,378 15,875
ISHARES RUSSELL 3000 ETF COM 464287689 5,505 45,017 SH   DFND 01,16 0 0 45,017
ISHARES US UTILITIES ETF COM 464287697 3,534 29,878 SH   DFND 01,16 0 0 29,878
ISHARES S&P MID-CAP 400 VALU COM 464287705 2,172 16,999 SH   DFND 01,16 0 0 16,999
ISHARES US TELECOMMUNICATION COM 464287713 5,624 192,262 SH   DFND 01,16 0 0 192,262
ISHARES USTECHNOLOGY ETF COM 464287721 768,382 5,771,934 SH   DFND 01,16 0 0 5,771,934
ISHARES US REAL ESTATE ETF COM 464287739 15,339 199,622 SH   DFND 01,02 0 199,622 0
ISHARES US REAL ESTATE ETF COM 464287739 119,112 1,508,177 SH   DFND 01,16 0 0 1,508,177
ISHARES U.S. INDUSTRIALS ETF COM 464287754 2,504 23,490 SH   DFND 01,16 0 0 23,490
ISHARES U.S. HEALTHCARE ETF COM 464287762 2,426 16,835 SH   DFND 01,16 0 0 16,835
ISHARES U.S. FINANCIAL SERVI COM 464287770 361 3,930 SH   DFND 01,16 0 0 3,930
ISHARES US FINANCIALS ETF COM 464287788 10,036 111,270 SH   DFND 01,16 0 0 111,270
ISHARES U.S. ENERGY ETF COM 464287796 737 16,453 SH   DFND 01,16 0 0 16,453
ISHARES CORE S&P SMALL-CAP E COM 464287804 806 7,070 SH   DFND 01,02 0 7,070 0
ISHARES CORE S&P SMALL-CAP E COM 464287804 6,497 57,045 SH   DFND 01,16 0 0 57,045
ISHARES US CONSUMER GOODS ET COM 464287812 269 2,572 SH   DFND 01,16 0 0 2,572
ISHARES U.S. BASIC MATERIALS COM 464287838 2,435 29,528 SH   DFND 01,16 0 0 29,528
ISHARES DOW JONES U.S. ETF COM 464287846 386 3,730 SH   DFND 01,16 0 0 3,730
ISHARES EUROPE ETF COM 464287861 4,251 99,942 SH   DFND 01,16 0 0 99,942
ISHARES S&P SMALL-CAP 600 VA COM 464287879 1,714 14,537 SH   DFND 01,16 0 0 14,537
ISHARES S&P SMALL-CAP 600 GR COM 464287887 2,783 22,739 SH   DFND 01,16 0 0 22,739
ISHARES MORNINGSTAR LARGE-CA COM 464288109 1,758 20,398 SH   DFND 01,16 0 0 20,398
ISHARES INTERNATIONAL TREASU COM 464288117 2,347 24,251 SH   DFND 01,16 0 0 24,251
ISHARES SHORT-TERM NATIONAL COM 464288158 950 8,965 SH   DFND 01,16 0 0 8,965
ISHARES AGENCY BOND ETF COM 464288166 711 6,287 SH   DFND 01,16 0 0 6,287
ISHARES GLOBAL TIMBER & FORE COM 464288174 251 4,736 SH   DFND 01,16 0 0 4,736
ISHARES MSCI ALL COUNTRY ASI COM 464288182 2,577 42,306 SH   DFND 01,10 0 0 42,306
ISHARES MSCI ALL COUNTRY ASI COM 464288182 0 3 SH   DFND 01,16 0 0 3
ISHARES MORNINGSTAR MID-CAP COM 464288208 3,791 25,716 SH   DFND 01,16 0 0 25,716
ISHARES MSCI ACWI EX US ETF COM 464288240 2,942 68,406 SH   DFND 01,16 0 0 68,406
ISHARES MSCI ACWI ETF COM 464288257 2,777 47,459 SH   DFND 01,16 0 510 46,949
ISHARES MSCI EAFE SMALL-CAP COM 464288273 1,160 25,108 SH   DFND 01,16 0 0 25,108
ISHARES JP MORGAN USD EMERGI COM 464288281 4,718 43,000 SH   DFND 01,02 0 43,000 0
ISHARES JP MORGAN USD EMERGI COM 464288281 1,240 11,304 SH   DFND 01,16 0 0 11,304
ISHARES MORNINGSTAR MID-CAP COM 464288307 2,125 13,576 SH   DFND 01,16 0 0 13,576
ISHARES NEW YORK AMT-FREE MU COM 464288323 534 4,787 SH   DFND 01,16 0 0 4,787
ISHARES CALIFORNIA AMT-FREE COM 464288356 245 2,077 SH   DFND 01,16 0 0 2,077
ISHARES GLOBAL INFRASTRUCTUR COM 464288372 284 6,730 SH   DFND 01,16 0 0 6,730
ISHARES MORNINGSTAR MID-CAP COM 464288406 484 3,887 SH   DFND 01,16 0 0 3,887
ISHARES NATIONAL AMT-FREE MU COM 464288414 5,632 51,040 SH   DFND 01,16 0 0 51,040
ISHARES ASIA 50 ETF COM 464288430 415 8,823 SH   DFND 01,16 0 0 8,823
ISHARES INTERNATIONAL SELECT COM 464288448 18,690 553,517 SH   DFND 01,16 0 0 553,517
ISHARES INTERNATIONAL DEVELO COM 464288489 81,042 2,697,860 SH   DFND 01,16 0 0 2,697,860
ISHARES MORNINGSTAR SMALL-CA COM 464288505 2,808 20,257 SH   DFND 01,16 0 0 20,257
ISHARES IBOXX HIGH YIELD COR COM 464288513 13,688 152,719 SH   DFND 01,16 0 0 152,719
ISHARES MORTGAGE REAL ESTATE COM 464288539 463 39,511 SH   DFND 01,16 0 0 39,511
ISHARES RESIDENTIAL REAL EST COM 464288562 374 6,350 SH   DFND 01,16 0 0 6,350
ISHARES MSCI KLD 400 SOCIAL COM 464288570 1,410 18,415 SH   DFND 01,16 0 0 18,415
ISHARES MBS ETF COM 464288588 160,221 1,476,470 SH   DFND 01,16 0 0 1,476,470
ISHARES MORNINGSTAR SMALL-CA COM 464288604 567 4,196 SH   DFND 01,16 0 0 4,196
ISHARES CORE US CREDIT BOND COM 464288620 2,654 23,733 SH   DFND 01,16 0 0 23,733
ISHARES INTERMEDIATE CREDIT COM 464288638 4,196 38,382 SH   DFND 01,16 0 0 38,382
ISHARES 1-3 YEAR CREDIT BOND COM 464288646 27,463 261,379 SH   DFND 01,16 0 0 261,379
ISHARES 3-7 YEAR TREASURY BO COM 464288661 4,059 33,184 SH   DFND 01,16 0 0 33,184
ISHARES SHORT TREASURY BOND COM 464288679 696,736 2,582,625 SH   DFND 01,16 0 0 2,582,625
ISHARES US PREFERRED STOCK E COM 464288687 144,526 3,665,273 SH   DFND 01,16 0 0 3,665,273
ISHARES MORNINGSTAR SMALL-CA COM 464288703 8,708 67,387 SH   DFND 01,16 0 0 67,387
ISHARES GLOBAL CONSUMER STAP COM 464288737 271 3,028 SH   DFND 01,16 0 0 3,028
ISHARES GLOBAL CONSUMER DISC COM 464288745 222 2,611 SH   DFND 01,16 0 0 2,611
ISHARES MSCI USA ESG SELECT COM 464288802 516 5,993 SH   DFND 01,16 0 0 5,993
ISHARES U.S. HEALTHCARE PROV COM 464288828 1,557 13,155 SH   DFND 01,16 0 0 13,155
ISHARES US PHARMACEUTICALS E COM 464288836 463 3,058 SH   DFND 01,16 0 0 3,058
ISHARES U.S. OIL & GAS EXPLO COM 464288851 1,709 23,926 SH   DFND 01,16 0 0 23,926
ISHARES MSCI EAFE VALUE ETF COM 464288877 1,426 28,144 SH   DFND 01,16 0 0 28,144
ISHARES MSCI EAFE GROWTH ETF COM 464288885 514 7,804 SH   DFND 01,16 0 0 7,804
ISHARES IBONDS SEP 2017 AMT- COM 464289271 490 8,923 SH   DFND 01,16 0 0 8,923
ISHARES IBONDS SEP 2016 AMT- COM 464289313 397 7,450 SH   DFND 01,16 0 0 7,450
ISHARES IBONDS SEP 2015 AMT- COM 464289339 339 6,431 SH   DFND 01,16 0 0 6,431
ISHARES RUSSELL TOP 200 VALU COM 464289420 6,348 142,583 SH   DFND 01,16 0 0 142,583
ISHARES RUSSELL TOP 200 GROW COM 464289438 6,401 126,926 SH   DFND 01,16 0 0 126,926
ISHARES RUSSELL TOP 200 ETF COM 464289446 3,039 64,424 SH   DFND 01,16 0 0 64,424
ISHARES CORE LONG-TERM USD B COM 464289479 277 4,604 SH   DFND 01,16 0 0 4,604
ISHARES 10+ YEAR CREDIT BOND COM 464289511 288 4,931 SH   DFND 01,16 0 0 4,931
ISHARES INDIA 50 ETF COM 464289529 271 9,068 SH   DFND 01,16 0 0 9,068
ISHARES AGGRESSIVE ALLOCATIO COM 464289859 2,992 64,442 SH   DFND 01,16 0 0 64,442
ISHARES GROWTH ALLOCATION ET COM 464289867 385 9,598 SH   DFND 01,16 0 0 9,598
ISHARES MODERATE ALLOCATION COM 464289875 1,284 36,515 SH   DFND 01,16 0 0 36,515
ISHARES SILVER TRUST COM 46428Q109 1,580 106,297 SH   DFND 01,16 0 0 106,297
ISHARES S&P GSCI COMMODITY I COM 46428R107 805 37,305 SH   DFND 01,16 0 0 37,305
ISHARES AAA - A RATED CORPOR COM 46429B291 293 5,665 SH   DFND 01,16 0 0 5,665
ISHARES MSCI INDONESIA ETF COM 46429B309 546 19,900 SH   DFND 01,16 0 0 19,900
ISHARES CORE GNMA BOND ETF COM 46429B333 2,196 43,377 SH   DFND 01,16 0 0 43,377
ISHARES CMBS ETF COM 46429B366 252 4,930 SH   DFND 01,16 0 0 4,930
ISHARES IBONDS SEP 2018 AMT- COM 46429B580 214 8,363 SH   DFND 01,16 0 0 8,363
ISHARES FLOATING RATE BOND E COM 46429B655 131,997 2,600,719 SH   DFND 01,16 0 0 2,600,719
ISHARES CORE HIGH DIVIDEND E COM 46429B663 8,580 112,099 SH   DFND 01,16 0 0 112,099
ISHARES MSCI EAFE MINIMUM VO COM 46429B689 5,009 81,188 SH   DFND 01,16 0 0 81,188
ISHARES MSCI USA MINIMUM VOL COM 46429B697 127,070 3,140,955 SH   DFND 01,16 0 0 3,140,955
ISHARES BAA - BA RATED CORPO COM 46432F107 258 5,169 SH   DFND 01,16 0 0 5,169
ISHARES MSCI USA QUALITY FAC COM 46432F339 13,292 213,527 SH   DFND 01,16 0 0 213,527
ISHARES MSCI USA MOMENTUM COM 46432F396 16,564 243,370 SH   DFND 01,16 0 0 243,370
ISHARES B - CA RATED CORPORA COM 46432F404 525 10,629 SH   DFND 01,16 0 0 10,629
ISHARES CORE INTL STOCK ETF COM 46432F834 513 9,626 SH   DFND 01,16 0 0 9,626
ISHARES CORE MSCI EAFE ETF COM 46432F842 4,197 76,248 SH   DFND 01,16 0 0 76,248
ISHARES IBONDS MAR 2016 CORP COM 46432FAT4 5,788 57,270 SH   DFND 01,16 0 0 57,270
ISHARES IBONDS MAR 2018 CORP COM 46432FAW7 5,661 55,387 SH   DFND 01,16 0 0 55,387
ISIS PHARMACEUTICALS INC COM 464330109 2,948 47,752 SH   DFND 01,02 0 47,752 0
ISIS PHARMACEUTICALS INC COM 464330109 60 974 SH   DFND 01,16 0 0 974
ISHARES CORE MSCI EMERGING COM 46434G103 778 16,550 SH   DFND 01,16 0 0 16,550
ISHA CURR HEDGED MSCI EAFE COM 46434V803 6,709 266,550 SH   DFND 01,16 0 0 266,550
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 41,844 3,216,335 SH   DFND 01,02 0 0 3,216,335
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 18,304 1,406,907 SH   DFND 01,02,10 0 0 1,406,907
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 59,496 4,576,652 SH   DFND 01,10 0 0 4,576,652
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 106 8,136 SH   DFND 01,16 0 0 8,136
ITC HOLDINGS CORP COM 465685105 272 6,719 SH   DFND 01,02 0 6,719 0
ITC HOLDINGS CORP COM 465685105 507 12,543 SH   DFND 01,16 0 0 12,543
ITRON INC COM 465741106 4,539 107,329 SH   DFND 01,02 0 16,946 90,383
ITRON INC COM 465741106 21 500 SH   DFND 01,16 0 0 500
IVANHOE ENERGY INC COM 465790509 5 10,000 SH   DFND 01,16 0 0 10,000
IXYS CORPORATION COM 46600W106 24,767 1,965,577 SH   DFND 01,02 0 667,587 1,297,990
IXYS CORPORATION COM 46600W106 21 1,650 SH   DFND 01,16 0 0 1,650
J & J SNACK FOODS CORP COM 466032109 8,755 80,499 SH   DFND 01,02 0 5,162 75,337
JA SOLAR HOLDINGS CO LTD-ADR ADR 466090206 1,545 188,803 SH   DFND 01,02 0 1,515 188,500
JA SOLAR HOLDINGS CO LTD-ADR ADR 466090206 55 6,700 SH   DFND 01,10 0 0 6,700
JA SOLAR HOLDINGS CO LTD-ADR ADR 466090206 5 626 SH   DFND 01,16 0 0 626
JDS UNIPHASE CORP COM 46612J507 17,700 1,290,164 SH   DFND 01,02 0 63,644 1,226,520
JDS UNIPHASE CORP COM 46612J507 50 3,654 SH   DFND 01,16 0 0 3,654
JPMORGAN CHASE & CO COM 46625H100 1,973,852 31,541,238 SH   DFND 01,02 0 15,666,800 15,874,438
JPMORGAN CHASE & CO COM 46625H100 7,434 118,789 SH   DFND 01,02,10 0 0 118,789
JPMORGAN CHASE & CO COM 46625H100 4,685 74,848 SH   DFND 01,03 0 74,848 0
JPMORGAN CHASE & CO COM 46625H100 372,068 5,944,583 SH   DFND 01,10 0 611,561 5,333,022
JPMORGAN CHASE & CO COM 46625H100 7,978 127,494 SH   DFND 01,16 0 146 127,348
JPMORGAN ALERIAN MLP INDEX COM 46625H365 6,894 153,762 SH   DFND 01,16 0 0 153,762
HALYK SAVINGS BANK-GDR REG S GDR 46627J302 3,834 451,035 SH   DFND 01,02 0 0 451,035
RUSHYDRO JSC-ADR ADR 466294105 27 29,540 SH   DFND 01,02 0 0 29,540
JABIL CIRCUIT INC COM 466313103 14,971 685,785 SH   DFND 01,02 0 48,889 636,896
JABIL CIRCUIT INC COM 466313103 41 1,875 SH   DFND 01,16 0 1,694 181
JACK IN THE BOX INC COM 466367109 25,368 317,241 SH   DFND 01,02 0 91,557 225,684
JPM DIVERSIFIED RET GLB EQ COM 46641Q100 389 7,989 SH   DFND 01,16 0 0 7,989
JACOBS ENGINEERING GROUP INC COM 469814107 3,624 81,056 SH   DFND 01,02 0 32,172 48,884
JACOBS ENGINEERING GROUP INC COM 469814107 68 1,512 SH   DFND 01,03 0 1,512 0
JACOBS ENGINEERING GROUP INC COM 469814107 52 1,156 SH   DFND 01,16 0 0 1,156
JAGUAR MINING INC COM 47009M400 757 2,668,666 SH   DFND 01,02 0 0 2,668,666
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 9,211 862,822 SH   DFND 01,02 0 293,719 569,103
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 5,355 501,588 SH   DFND 01,02,10 0 0 501,588
JANUS CAPITAL GROUP INC COM 47102X105 6,892 427,221 SH   DFND 01,02 0 87,201 340,020
JANUS CAPITAL GROUP INC COM 47102X105 1,102 68,304 SH   DFND 01,16 0 0 68,304
JAPAN TOBACCO INC-UNSPON ADR ADR 471105205 1 90 SH   DFND 01,02 0 0 90
JAPAN TOBACCO INC-UNSPON ADR ADR 471105205 399 28,457 SH   DFND 01,16 0 0 28,457
JARDEN CORP COM 471109108 38,455 803,161 SH   DFND 01,02 0 289,784 513,377
JARDEN CORP COM 471109108 154 3,219 SH   DFND 01,16 0 0 3,219
JARDEN CORP CONV BND 471109AH1 18,504 11,800,000 PRN   DFND 01,02 0 0 11,800,000
JARDINE MATHESON HLDGS LTD COM 471115998 1,580 26,000 SH   DFND 01,02 0 26,000 0
JAZZ INVESTMENTS I LTD CONV BND 472145AA9 16,462 14,450,000 PRN   DFND 01,02 0 0 14,450,000
JD.COM INC-ADR ADR 47215P106 38 1,650 SH   DFND 01,02 0 1,650 0
JD.COM INC-ADR ADR 47215P106 969 41,844 SH   DFND 01,10 0 41,255 589
JEFFERIES GROUP LLC CONV BND 472319AG7 42 41,000 PRN   DFND 01,16 0 0 41,000
JETBLUE AIRWAYS CORP COM 477143101 35,393 2,231,633 SH   DFND 01,02 0 559,767 1,671,866
JETBLUE AIRWAYS CORP COM 477143101 10,949 690,329 SH   DFND 01,10 0 0 690,329
JETBLUE AIRWAYS CORP COM 477143101 910 57,551 SH   DFND 01,16 0 0 57,551
JIVE SOFTWARE INC COM 47760A108 1,275 211,324 SH   DFND 01,02 0 290 211,034
JOHN BEAN TECHNOLOGIES CORP COM 477839104 8,868 269,857 SH   DFND 01,02 0 133,139 136,718
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1 28 SH   DFND 01,16 0 0 28
JOHNSON & JOHNSON COM 478160104 1,409,380 13,477,897 SH   DFND 01,02 0 6,169,085 7,308,812
JOHNSON & JOHNSON COM 478160104 4,677 44,733 SH   DFND 01,03 0 44,733 0
JOHNSON & JOHNSON COM 478160104 108,894 1,041,361 SH   DFND 01,10 0 1,028 1,040,333
JOHNSON & JOHNSON COM 478160104 42,359 404,074 SH   DFND 01,16 0 923 403,151
JOHNSON CONTROLS INC COM 478366107 48,865 1,010,346 SH   DFND 01,02 0 131,841 878,505
JOHNSON CONTROLS INC COM 478366107 372 7,704 SH   DFND 01,03 0 7,704 0
JOHNSON CONTROLS INC COM 478366107 3,824 78,717 SH   DFND 01,16 0 1,921 76,796
JOHNSON OUTDOORS INC-A COM 479167108 2,540 81,416 SH   DFND 01,02 0 81,416 0
JONES LANG LASALLE INC COM 48020Q107 33,347 222,423 SH   DFND 01,02 0 10,350 212,073
JONES LANG LASALLE INC COM 48020Q107 60 398 SH   DFND 01,16 0 0 398
JOY GLOBAL INC COM 481165108 2,906 62,473 SH   DFND 01,02 0 16,663 45,810
JOY GLOBAL INC COM 481165108 53 1,135 SH   DFND 01,03 0 1,135 0
JOY GLOBAL INC COM 481165108 225 4,826 SH   DFND 01,16 0 3,213 1,613
J2 GLOBAL INC COM 48123V102 35,704 575,884 SH   DFND 01,02 0 250,618 325,266
J2 GLOBAL INC COM 48123V102 37 594 SH   DFND 01,16 0 0 594
J2 GLOBAL INC CONV BND 48123VAC6 22,025 20,000,000 PRN   DFND 01,02 0 0 20,000,000
JPM 6.3 PRF 481246700 3 114 SH   DFND 01,02 0 0 114
JPM 6.3 PRF 481246700 304 12,400 SH   DFND 01,16 0 0 12,400
JPMORGAN CHASE CAPITAL XXIX PRF 48125E207 594 23,394 SH   DFND 01,16 0 0 23,394
JPM 6.7 PRF 48127A161 301 11,398 SH   DFND 01,16 0 0 11,398
JPM MAND EXCH NOTE 12.30 KKR PRF 48127H117 36,802 1,572,090 SH   DFND 01,02 0 0 1,572,090
JPM MAND EXCH NOTE 12.30 KKR PRF 48127H117 22 944 SH   DFND 01,03 0 0 944
JPM MAND EXCH NOTE 10.60 SU PRF 48127H299 4,799 149,735 SH   DFND 01,02 0 0 149,735
JPM MAND EXCH NOTE 10.60 SU PRF 48127H299 3 100 SH   DFND 01,03 0 0 100
JULIUS BAER GROUP LTD-UN ADR ADR 48137C108 106 11,489 SH   DFND 01,02 0 0 11,489
JUNIPER NETWORKS INC COM 48203R104 104,236 4,670,300 SH   DFND 01,02 0 2,094,181 2,576,119
JUNIPER NETWORKS INC COM 48203R104 99 4,452 SH   DFND 01,03 0 4,452 0
JUNIPER NETWORKS INC COM 48203R104 25 1,130 SH   DFND 01,16 0 0 1,130
JUNO THERAPEUTICS INC COM 48205A109 32,085 614,406 SH   DFND 01,02 0 408,710 205,696
JUNO THERAPEUTICS INC COM 48205A109 28 545 SH   DFND 01,03 0 545 0
JUNO THERAPEUTICS INC COM 48205A109 4,433 85,000 SH   DFND 01,10 0 27,209 57,791
JUNO THERAPEUTICS INC COM 48205A109 3 50 SH   DFND 01,16 0 0 50
KAR AUCTION SERVICES INC COM 48238T109 10,193 294,143 SH   DFND 01,02 0 4,060 290,083
KAR AUCTION SERVICES INC COM 48238T109 10 283 SH   DFND 01,16 0 0 283
KB FINANCIAL GROUP INC-ADR ADR 48241A105 158 4,854 SH   DFND 01,02 0 0 4,854
KB FINANCIAL GROUP INC-ADR ADR 48241A105 72 2,216 SH   DFND 01,16 0 0 2,216
KBR INC COM 48242W106 6,314 372,489 SH   DFND 01,02 0 36,772 335,717
KBR INC COM 48242W106 39 2,205 SH   DFND 01,16 0 0 2,205
KLA-TENCOR CORP COM 482480100 175,578 2,492,767 SH   DFND 01,02 0 1,730,896 761,871
KLA-TENCOR CORP COM 482480100 286 4,060 SH   DFND 01,03 0 4,060 0
KLA-TENCOR CORP COM 482480100 104 1,474 SH   DFND 01,10 0 1,474 0
KLA-TENCOR CORP COM 482480100 257 3,655 SH   DFND 01,16 0 0 3,655
KKR & CO LP LP 48248M102 5,988 258,013 SH   DFND 01,02 0 7,970 250,043
KKR & CO LP LP 48248M102 4,833 208,241 SH   DFND 01,16 0 0 208,241
KLX INC COM 482539103 7,221 175,044 SH   DFND 01,02 0 52,812 122,232
KLX INC COM 482539103 143 3,455 SH   DFND 01,16 0 0 3,455
K12 INC COM 48273U102 5,886 495,829 SH   DFND 01,02 0 495,829 0
KADANT INC COM 48282T104 4,807 112,577 SH   DFND 01,02 0 108,067 4,510
KADANT INC COM 48282T104 53 1,244 SH   DFND 01,16 0 0 1,244
KAISER ALUMINUM CORP COM 483007704 7,863 110,082 SH   DFND 01,02 0 31,873 78,209
KAMAN CORP COM 483548103 23,464 585,285 SH   DFND 01,02 0 293,997 291,288
KANSAS CITY SOUTHERN COM 485170302 159,562 1,307,542 SH   DFND 01,02 0 1,023,932 283,610
KANSAS CITY SOUTHERN COM 485170302 448 3,665 SH   DFND 01,03 0 3,665 0
KANSAS CITY SOUTHERN COM 485170302 2,556 20,947 SH   DFND 01,10 0 0 20,947
KANSAS CITY SOUTHERN COM 485170302 316 2,588 SH   DFND 01,16 0 0 2,588
KAO CORP-SPONSORED ADR ADR 485537302 213 5,356 SH   DFND 01,02 0 0 5,356
KAPSTONE PAPER AND PACKAGING COM 48562P103 37,849 1,291,279 SH   DFND 01,02 0 69,951 1,221,328
KAPSTONE PAPER AND PACKAGING COM 48562P103 47 1,594 SH   DFND 01,16 0 0 1,594
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 97 3,499 SH   DFND 01,02 0 0 3,499
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 196 6,988 SH   DFND 01,16 0 0 6,988
KATE SPADE & CO COM 485865109 16,017 500,380 SH   DFND 01,02 0 7,411 492,969
KAYNE ANDERSON MLP INVESTMEN COM 486606106 24,633 645,190 SH   DFND 01,02 0 0 645,190
KAYNE ANDERSON MLP INVESTMEN COM 486606106 754 19,755 SH   DFND 01,16 0 0 19,755
KB HOME COM 48666K109 29,678 1,793,209 SH   DFND 01,02 0 103,903 1,689,306
KB HOME COM 48666K109 32 1,927 SH   DFND 01,16 0 0 1,927
KDDI CORP-UNSPONSORED ADR ADR 48667L106 405 25,403 SH   DFND 01,02 0 0 25,403
KDDI CORP-UNSPONSORED ADR ADR 48667L106 937 59,183 SH   DFND 01,16 0 0 59,183
KELLOGG CO COM 487836108 23,732 362,637 SH   DFND 01,02 0 135,343 227,294
KELLOGG CO COM 487836108 191 2,913 SH   DFND 01,03 0 2,913 0
KELLOGG CO COM 487836108 582 8,897 SH   DFND 01,16 0 0 8,897
KELLY SERVICES INC -A COM 488152208 3,776 221,841 SH   DFND 01,02 0 0 221,841
KELLY SERVICES INC -A COM 488152208 36 2,104 SH   DFND 01,16 0 0 2,104
KEMPER CORP COM 488401100 4,339 120,163 SH   DFND 01,02 0 4,382 115,781
KEMPER CORP COM 488401100 218 6,025 SH   DFND 01,16 0 0 6,025
KENNAMETAL INC COM 489170100 25,734 719,022 SH   DFND 01,02 0 11,166 707,856
KENNAMETAL INC COM 489170100 4 125 SH   DFND 01,16 0 0 125
KENNEDY-WILSON HOLDINGS INC COM 489398107 3,226 127,534 SH   DFND 01,02 0 127,534 0
KEPPEL CORP LTD-SPONS ADR ADR 492051305 194 14,502 SH   DFND 01,02 0 0 14,502
KERYX BIOPHARMACEUTICALS COM 492515101 6,547 462,669 SH   DFND 01,02 0 340,189 122,480
KERYX BIOPHARMACEUTICALS COM 492515101 10 695 SH   DFND 01,03 0 695 0
KERYX BIOPHARMACEUTICALS COM 492515101 140 9,900 SH   DFND 01,16 0 0 9,900
KEURIG GREEN MOUNTAIN INC COM 49271M100 8,202 61,954 SH   DFND 01,02 0 22,558 39,396
KEURIG GREEN MOUNTAIN INC COM 49271M100 186 1,405 SH   DFND 01,03 0 1,405 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 1,343 10,144 SH   DFND 01,16 0 0 10,144
KEY TECHNOLOGY INC COM 493143101 7,436 581,003 SH   DFND 01,02 0 392,700 188,303
KEYCORP COM 493267108 12,893 927,662 SH   DFND 01,02 0 509,845 417,817
KEYCORP COM 493267108 139 10,019 SH   DFND 01,03 0 10,019 0
KEYCORP COM 493267108 657 47,296 SH   DFND 01,16 0 0 47,296
KEYSIGHT TECHNOLOGIES IN COM 49338L103 22,596 669,128 SH   DFND 01,02 0 26,893 642,235
KEYSIGHT TECHNOLOGIES IN COM 49338L103 153 4,521 SH   DFND 01,16 0 0 4,521
KEYW HOLDING CORP/THE COM 493723100 7,411 713,940 SH   DFND 01,02 0 713,940 0
KFORCE INC COM 493732101 12,738 527,831 SH   DFND 01,02 0 383,712 144,119
KILROY REALTY CORP COM 49427F108 50,616 732,770 SH   DFND 01,02 0 47,685 685,085
KILROY REALTY CORP COM 49427F108 12 171 SH   DFND 01,16 0 0 171
KIMBERLY-CLARK CORP COM 494368103 398,285 3,446,726 SH   DFND 01,02 0 1,296,841 2,149,885
KIMBERLY-CLARK CORP COM 494368103 666 5,762 SH   DFND 01,03 0 5,762 0
KIMBERLY-CLARK CORP COM 494368103 26,882 232,777 SH   DFND 01,16 0 0 232,777
KIMCO REALTY CORP COM 49446R109 4,846 192,325 SH   DFND 01,02 0 67,349 124,976
KIMCO REALTY CORP COM 49446R109 120 4,756 SH   DFND 01,03 0 4,756 0
KIMCO REALTY CORP COM 49446R109 91 3,609 SH   DFND 01,10 0 0 3,609
KIMCO REALTY CORP COM 49446R109 56 2,238 SH   DFND 01,16 0 1,747 491
KINDER MORGAN INC COM 49456B101 227,420 5,375,039 SH   DFND 01,02 0 3,162,683 2,212,356
KINDER MORGAN INC COM 49456B101 889 21,014 SH   DFND 01,03 0 21,014 0
KINDER MORGAN INC COM 49456B101 32,284 755,334 SH   DFND 01,16 0 0 755,334
KINDER MORGAN INC-CW17 WT 49456B119 1,738 408,057 SH   DFND 01,02 0 0 408,057
KINDER MORGAN INC-CW17 WT 49456B119 43 10,146 SH   DFND 01,16 0 0 10,146
KINDRED HEALTHCARE INC COM 494580103 39,456 2,170,286 SH   DFND 01,02 0 233,188 1,937,098
KINDRED HEALTHCARE INC COM 494580103 37 2,058 SH   DFND 01,16 0 0 2,058
KINDRED HEALTHCARE INC CONV PRF 494580301 6,608 7,000 SH   DFND 01,02 0 0 7,000
KINGFISHER PLC-SPONS ADR ADR 495724403 106 9,995 SH   DFND 01,02 0 0 9,995
KINGFISHER PLC-SPONS ADR ADR 495724403 28 2,634 SH   DFND 01,16 0 0 2,634
KINROSS GOLD CORP COM 496902404 48 17,075 SH   DFND 01,16 0 9,543 7,532
KIRBY CORP COM 497266106 34,731 430,162 SH   DFND 01,02 0 255,604 174,558
KIRBY CORP COM 497266106 16 198 SH   DFND 01,03 0 198 0
KIRBY CORP COM 497266106 78 962 SH   DFND 01,16 0 0 962
KIRKLAND'S INC COM 497498105 9,714 410,924 SH   DFND 01,02 0 175,001 235,923
KITE PHARMA INC COM 49803L109 1,976 34,263 SH   DFND 01,02 0 31,236 3,027
KITE REALTY GROUP TRUST COM 49803T300 13,491 469,430 SH   DFND 01,02 0 102,540 366,890
KITE REALTY GROUP TRUST COM 49803T300 69 2,412 SH   DFND 01,16 0 0 2,412
KNIGHT TRANSPORTATION INC COM 499064103 9,209 273,609 SH   DFND 01,02 0 6,100 267,509
KNIGHT TRANSPORTATION INC COM 499064103 17 505 SH   DFND 01,16 0 0 505
KNOWLES CORP COM 49926D109 16,785 712,682 SH   DFND 01,02 0 422,702 289,980
KNOWLES CORP COM 49926D109 28 1,176 SH   DFND 01,16 0 343 833
KOHLS CORP COM 500255104 14,181 232,298 SH   DFND 01,02 0 38,735 193,563
KOHLS CORP COM 500255104 143 2,337 SH   DFND 01,03 0 2,337 0
KOHLS CORP COM 500255104 170 2,784 SH   DFND 01,16 0 0 2,784
KOMATSU LTD -SPONS ADR ADR 500458401 364 16,210 SH   DFND 01,02 0 0 16,210
KOMATSU LTD -SPONS ADR ADR 500458401 533 23,950 SH   DFND 01,16 0 0 23,950
KONINKLIJKE PHILIPS NVR- NY COM 500472303 746 25,717 SH   DFND 01,02 0 0 25,717
KONINKLIJKE PHILIPS NVR- NY COM 500472303 206 7,104 SH   DFND 01,16 0 0 7,104
KOPIN CORP COM 500600101 986 272,305 SH   DFND 01,02 0 5,786 266,519
KOPIN CORP COM 500600101 4 1,000 SH   DFND 01,16 0 0 1,000
KOPPERS HOLDINGS INC COM 50060P106 2,348 90,396 SH   DFND 01,02 0 314 90,082
KOREA ELEC POWER CORP-SP ADR ADR 500631106 184 9,494 SH   DFND 01,02 0 0 9,494
KOREA ELEC POWER CORP-SP ADR ADR 500631106 6,477 334,385 SH   DFND 01,10 0 0 334,385
KORN/FERRY INTERNATIONAL COM 500643200 10,743 373,539 SH   DFND 01,02 0 120,652 252,887
KORN/FERRY INTERNATIONAL COM 500643200 49 1,710 SH   DFND 01,16 0 0 1,710
KRAFT FOODS GROUP INC COM 50076Q106 124,878 1,992,085 SH   DFND 01,02 0 1,129,779 862,306
KRAFT FOODS GROUP INC COM 50076Q106 500 7,979 SH   DFND 01,03 0 7,979 0
KRAFT FOODS GROUP INC COM 50076Q106 97,499 1,556,247 SH   DFND 01,10 0 710,494 845,753
KRAFT FOODS GROUP INC COM 50076Q106 3,069 48,972 SH   DFND 01,16 0 1,446 47,526
KRATON PERFORMANCE POLYMERS COM 50077C106 5,777 277,919 SH   DFND 01,02 0 1,364 276,555
KRATON PERFORMANCE POLYMERS COM 50077C106 10 500 SH   DFND 01,16 0 0 500
KRISPY KREME DOUGHNUTS INC COM 501014104 2,165 109,670 SH   DFND 01,02 0 9,370 100,300
KRISPY KREME DOUGHNUTS INC COM 501014104 29 1,452 SH   DFND 01,16 0 0 1,452
KROGER CO COM 501044101 436,635 6,800,089 SH   DFND 01,02 0 1,730,029 5,070,060
KROGER CO COM 501044101 365 5,682 SH   DFND 01,03 0 5,682 0
KROGER CO COM 501044101 2,953 46,064 SH   DFND 01,16 0 0 46,064
KULICKE & SOFFA INDUSTRIES COM 501242101 43,254 2,991,290 SH   DFND 01,02 0 226,995 2,764,295
KULICKE & SOFFA INDUSTRIES COM 501242101 9 655 SH   DFND 01,16 0 0 655
KWIKWEB.COM INC COM 501526107 0 21,885 SH   DFND 01,16 0 0 21,885
KYTHERA BIOPHARMACEUTICALS I COM 501570105 365 10,530 SH   DFND 01,02 0 10,530 0
L BRANDS INC COM 501797104 25,555 295,277 SH   DFND 01,02 0 85,122 210,155
L BRANDS INC COM 501797104 246 2,845 SH   DFND 01,03 0 2,845 0
L BRANDS INC COM 501797104 172,303 1,991,669 SH   DFND 01,10 0 639,177 1,352,492
L BRANDS INC COM 501797104 329 3,804 SH   DFND 01,16 0 0 3,804
LDR HOLDING CORP COM 50185U105 1,278 38,997 SH   DFND 01,02 0 38,997 0
LHC GROUP INC COM 50187A107 26,413 847,125 SH   DFND 01,02 0 50,550 796,575
LHC GROUP INC COM 50187A107 2 54 SH   DFND 01,16 0 0 54
LGI HOMES INC CONV BND 50187TAA4 194 200,000 PRN   DFND 01,02 0 0 200,000
LKQ CORP COM 501889208 38,696 1,376,038 SH   DFND 01,02 0 52,951 1,323,087
LKQ CORP COM 501889208 6,010 213,745 SH   DFND 01,10 0 0 213,745
LKQ CORP COM 501889208 10 371 SH   DFND 01,16 0 0 371
LI & FUNG LTD-UNSP ADR ADR 501897102 50 26,941 SH   DFND 01,02 0 0 26,941
LI & FUNG LTD-UNSP ADR ADR 501897102 1 525 SH   DFND 01,16 0 0 525
LMI AEROSPACE INC COM 502079106 1,426 101,136 SH   DFND 01,02 0 336 100,800
LMP REAL ESTATE INCOME FUND COM 50208C108 141 11,233 SH   DFND 01,16 0 0 11,233
L'OREAL-UNSPONSORED ADR ADR 502117203 287 8,517 SH   DFND 01,02 0 0 8,517
L'OREAL-UNSPONSORED ADR ADR 502117203 28 833 SH   DFND 01,16 0 0 833
LSB INDUSTRIES INC COM 502160104 11,099 353,030 SH   DFND 01,02 0 202,155 150,875
LSB INDUSTRIES INC COM 502160104 133 4,225 SH   DFND 01,16 0 0 4,225
LSI INDUSTRIES INC COM 50216C108 14,113 2,078,490 SH   DFND 01,02 0 1,470,970 607,520
LSI INDUSTRIES INC COM 50216C108 3 500 SH   DFND 01,16 0 0 500
LTC PROPERTIES INC COM 502175102 6,720 155,661 SH   DFND 01,02 0 2,500 153,161
LTC PROPERTIES INC COM 502175102 1,852 42,901 SH   DFND 01,16 0 0 42,901
L-3 COMMUNICATIONS HOLDINGS COM 502424104 39,648 314,118 SH   DFND 01,02 0 58,929 255,189
L-3 COMMUNICATIONS HOLDINGS COM 502424104 124 985 SH   DFND 01,03 0 985 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 128 1,018 SH   DFND 01,16 0 0 1,018
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 1,138 35,557 SH   DFND 01,02 0 0 35,557
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 55 1,600 SH   DFND 01,16 0 0 1,600
LA QUINTA HOLDINGS INC COM 50420D108 1,386 62,857 SH   DFND 01,02 0 50,837 12,020
LA-Z-BOY INC COM 505336107 7,351 273,880 SH   DFND 01,02 0 46,181 227,699
LABORATORY CRP OF AMER HLDGS COM 50540R409 3,457 32,043 SH   DFND 01,02 0 14,707 17,336
LABORATORY CRP OF AMER HLDGS COM 50540R409 106 979 SH   DFND 01,03 0 979 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 186 1,723 SH   DFND 01,16 0 290 1,433
LACLEDE GROUP INC/THE COM 505597104 51,876 975,067 SH   DFND 01,02 0 376,816 598,251
LACLEDE GROUP INC/THE COM 505597104 19 351 SH   DFND 01,16 0 0 351
LADDER CAPITAL CORP-REIT COM 505743104 15,237 776,942 SH   DFND 01,02 0 35,598 741,344
LADENBURG THALMANN FINANCIAL COM 50575Q102 39 9,970 SH   DFND 01,02 0 9,970 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 0 46 SH   DFND 01,16 0 0 46
LAKELAND FINANCIAL CORP COM 511656100 9,167 210,873 SH   DFND 01,02 0 360 210,513
LAKELAND FINANCIAL CORP COM 511656100 3 71 SH   DFND 01,16 0 0 71
LAM RESEARCH CORP COM 512807108 513,086 6,466,819 SH   DFND 01,02 0 569,629 5,897,190
LAM RESEARCH CORP COM 512807108 342 4,314 SH   DFND 01,03 0 4,314 0
LAM RESEARCH CORP COM 512807108 144,894 1,826,906 SH   DFND 01,10 0 114,118 1,712,788
LAM RESEARCH CORP COM 512807108 622 7,841 SH   DFND 01,16 0 0 7,841
LAMAR ADVERTISING CO-A COM 512816109 10,763 200,650 SH   DFND 01,02 0 14,741 185,909
LANCASTER COLONY CORP COM 513847103 4,232 45,193 SH   DFND 01,02 0 268 44,925
LANCASTER COLONY CORP COM 513847103 24 252 SH   DFND 01,16 0 0 252
LANDAUER INC COM 51476K103 1,501 43,932 SH   DFND 01,02 0 1,946 41,986
LANDAUER INC COM 51476K103 6 174 SH   DFND 01,16 0 0 174
LANDSTAR SYSTEM INC COM 515098101 9,056 124,850 SH   DFND 01,02 0 9,222 115,628
LANDSTAR SYSTEM INC COM 515098101 10 142 SH   DFND 01,16 0 0 142
LANNETT CO INC COM 516012101 5,638 131,486 SH   DFND 01,02 0 15,176 116,310
LANNETT CO INC COM 516012101 498 11,623 SH   DFND 01,16 0 0 11,623
LAREDO PETROLEUM INC COM 516806106 2,013 194,518 SH   DFND 01,02 0 2,522 191,996
LAS VEGAS SANDS CORP COM 517834107 92,732 1,594,383 SH   DFND 01,02 0 1,088,349 506,034
LAS VEGAS SANDS CORP COM 517834107 209 3,595 SH   DFND 01,03 0 3,595 0
LAS VEGAS SANDS CORP COM 517834107 35,011 602,041 SH   DFND 01,10 0 261,028 341,013
LAS VEGAS SANDS CORP COM 517834107 235 4,034 SH   DFND 01,16 0 0 4,034
LASALLE HOTEL PROPERTIES COM 517942108 46,934 1,159,655 SH   DFND 01,02 0 398,145 761,510
LASALLE HOTEL PROPERTIES COM 517942108 1 35 SH   DFND 01,16 0 0 35
LATTICE SEMICONDUCTOR CORP COM 518415104 69,866 10,140,160 SH   DFND 01,02 0 396,783 9,743,377
LATTICE SEMICONDUCTOR CORP COM 518415104 279 40,501 SH   DFND 01,10 0 0 40,501
ESTEE LAUDER COMPANIES-CL A COM 518439104 6,225 81,704 SH   DFND 01,02 0 35,744 45,960
ESTEE LAUDER COMPANIES-CL A COM 518439104 5,006 65,700 SH   DFND 01,02,10 0 0 65,700
ESTEE LAUDER COMPANIES-CL A COM 518439104 197 2,590 SH   DFND 01,03 0 2,590 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 164,678 2,161,139 SH   DFND 01,10 0 465,509 1,695,630
ESTEE LAUDER COMPANIES-CL A COM 518439104 94 1,231 SH   DFND 01,16 0 0 1,231
LAYNE CHRISTENSEN CO CONV BND 521050AA2 390 484,000 PRN   DFND 01,02 0 0 484,000
LEAR CORP COM 521865204 10,852 110,656 SH   DFND 01,02 0 44,241 66,415
LEAR CORP COM 521865204 641 6,544 SH   DFND 01,16 0 1,158 5,386
LEGGETT & PLATT INC COM 524660107 114,662 2,690,783 SH   DFND 01,02 0 56,884 2,633,899
LEGGETT & PLATT INC COM 524660107 146 3,423 SH   DFND 01,03 0 3,423 0
LEGGETT & PLATT INC COM 524660107 319 7,480 SH   DFND 01,16 0 0 7,480
VIEWPOINT FINANCIAL GROUP IN COM 52471Y106 3,826 160,399 SH   DFND 01,02 0 376 160,023
LEGG MASON INC COM 524901105 3,933 73,588 SH   DFND 01,02 0 41,768 31,820
LEGG MASON INC COM 524901105 62 1,163 SH   DFND 01,03 0 1,163 0
LEGG MASON INC COM 524901105 4 75 SH   DFND 01,16 0 0 75
LEIDOS HOLDINGS INC COM 525327102 6,566 150,845 SH   DFND 01,02 0 6,873 143,972
LEIDOS HOLDINGS INC COM 525327102 219 5,032 SH   DFND 01,16 0 0 5,032
LENDINGCLUB CORP COM 52603A109 1,531 60,510 SH   DFND 01,02 0 0 60,510
LENNAR CORP-A COM 526057104 43,116 962,163 SH   DFND 01,02 0 542,038 420,125
LENNAR CORP-A COM 526057104 93 2,066 SH   DFND 01,03 0 2,066 0
LENNAR CORP-A COM 526057104 49,315 1,100,528 SH   DFND 01,10 0 0 1,100,528
LENNAR CORP-A COM 526057104 610 13,616 SH   DFND 01,16 0 0 13,616
LENNOX INTERNATIONAL INC COM 526107107 12,787 134,489 SH   DFND 01,02 0 32,217 102,272
LENNOX INTERNATIONAL INC COM 526107107 51 536 SH   DFND 01,03 0 536 0
LENNOX INTERNATIONAL INC COM 526107107 29 300 SH   DFND 01,16 0 0 300
LEUCADIA NATIONAL CORP COM 527288104 5,506 245,580 SH   DFND 01,02 0 150,025 95,555
LEUCADIA NATIONAL CORP COM 527288104 82 3,664 SH   DFND 01,03 0 3,664 0
LEUCADIA NATIONAL CORP COM 527288104 63 2,788 SH   DFND 01,16 0 0 2,788
LEVEL 3 COMMUNICATIONS INC COM 52729N308 5,123 103,747 SH   DFND 01,02 0 46,547 57,200
LEVEL 3 COMMUNICATIONS INC COM 52729N308 159 3,225 SH   DFND 01,03 0 3,225 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 72 1,460 SH   DFND 01,16 0 0 1,460
LEXINGTON REALTY TRUST COM 529043101 10,387 945,749 SH   DFND 01,02 0 17,587 928,162
LEXINGTON REALTY TRUST COM 529043101 2 174 SH   DFND 01,16 0 0 174
LEXMARK INTERNATIONAL INC-A COM 529771107 6,654 161,239 SH   DFND 01,02 0 18,239 143,000
LEXMARK INTERNATIONAL INC-A COM 529771107 181 4,380 SH   DFND 01,16 0 0 4,380
LIBERTY BROADBAND-C COM 530307305 220 4,426 SH   DFND 01,02 0 0 4,426
LIBERTY BROADBAND-C COM 530307305 5 84 SH   DFND 01,16 0 0 84
LIBERTY INTERACTIVE CORP-A COM 53071M104 6,178 209,979 SH   DFND 01,02 0 85,536 124,443
LIBERTY INTERACTIVE CORP-A COM 53071M104 10 356 SH   DFND 01,16 0 0 356
LIBERTY VENTURES - SER A COM 53071M880 12,578 333,466 SH   DFND 01,02 0 29,512 303,954
LIBERTY VENTURES - SER A COM 53071M880 2 59 SH   DFND 01,16 0 0 59
LIBERTY PROPERTY TRUST COM 531172104 14,920 396,394 SH   DFND 01,02 0 9,563 386,831
LIBERTY PROPERTY TRUST COM 531172104 36 947 SH   DFND 01,16 0 0 947
LIBERTY MEDIA CORP - A COM 531229102 878 24,902 SH   DFND 01,02 0 7,785 17,117
LIBERTY MEDIA CORP - A COM 531229102 9 245 SH   DFND 01,16 0 21 224
LIBERTY MEDIA CORP - C COM 531229300 1,731 49,417 SH   DFND 01,02 0 0 49,417
LIBERTY MEDIA CORP - C COM 531229300 11 338 SH   DFND 01,16 0 0 338
LIBERTY MEDIA CORP CONV BND 531229AB8 12,210 12,380,000 PRN   DFND 01,02 0 0 12,380,000
LIBERTY TRIPADVISOR HDG-A COM 531465102 7,708 286,527 SH   DFND 01,02 0 270,797 15,730
LIBERTY TRIPADVISOR HDG-A COM 531465102 0 12 SH   DFND 01,16 0 0 12
LIFE TIME FITNESS INC COM 53217R207 4,913 86,768 SH   DFND 01,02 0 3,479 83,289
LIFEPOINT HOSPITALS INC COM 53219L109 97,598 1,357,211 SH   DFND 01,02 0 242,839 1,114,372
LIFEPOINT HOSPITALS INC COM 53219L109 289 4,024 SH   DFND 01,03 0 4,024 0
LIGAND PHARMACEUTICALS COM 53220K504 6,796 127,704 SH   DFND 01,02 0 36,364 91,340
LIFELOCK INC COM 53224V100 27,050 1,461,438 SH   DFND 01,02 0 618,938 842,500
LIFELOCK INC COM 53224V100 45 2,411 SH   DFND 01,03 0 2,411 0
LIFELOCK INC COM 53224V100 1 63 SH   DFND 01,16 0 0 63
ELI LILLY & CO COM 532457108 160,421 2,325,254 SH   DFND 01,02 0 289,472 2,035,782
ELI LILLY & CO COM 532457108 856 12,401 SH   DFND 01,03 0 12,401 0
ELI LILLY & CO COM 532457108 1,838 26,648 SH   DFND 01,16 0 0 26,648
LINCOLN ELECTRIC HOLDINGS COM 533900106 16,364 236,837 SH   DFND 01,02 0 57,082 179,755
LINCOLN ELECTRIC HOLDINGS COM 533900106 57 828 SH   DFND 01,03 0 828 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 4 56 SH   DFND 01,16 0 0 56
LINCOLN NATIONAL CORP COM 534187109 218,210 3,783,745 SH   DFND 01,02 0 309,379 3,474,366
LINCOLN NATIONAL CORP COM 534187109 634 11,004 SH   DFND 01,03 0 11,004 0
LINCOLN NATIONAL CORP COM 534187109 179 3,104 SH   DFND 01,16 0 0 3,104
LINDE AG-SPONSORED ADR ADR 535223200 278 14,911 SH   DFND 01,02 0 0 14,911
LINDSAY CORP COM 535555106 4,779 55,736 SH   DFND 01,02 0 2,108 53,628
LINDSAY CORP COM 535555106 191 2,230 SH   DFND 01,16 0 0 2,230
LINEAR TECHNOLOGY CORP COM 535678106 6,921 151,788 SH   DFND 01,02 0 102,855 48,933
LINEAR TECHNOLOGY CORP COM 535678106 126 2,761 SH   DFND 01,03 0 2,761 0
LINEAR TECHNOLOGY CORP COM 535678106 35 774 SH   DFND 01,16 0 0 774
LINN CO LLC COM 535782106 2,361 227,568 SH   DFND 01,02 0 353 227,215
LINN CO LLC COM 535782106 77 7,403 SH   DFND 01,16 0 0 7,403
LINKEDIN CORP - A COM 53578A108 802,812 3,494,900 SH   DFND 01,02 0 2,834,575 660,325
LINKEDIN CORP - A COM 53578A108 19,768 86,055 SH   DFND 01,03 0 86,055 0
LINKEDIN CORP - A COM 53578A108 83 360 SH   DFND 01,16 0 0 360
LINKEDIN CORP CONV BND 53578AAA6 12,766 12,100,000 PRN   DFND 01,02 0 0 12,100,000
LIONS GATE ENTERTAINMENT COR COM 535919203 28 860 SH   DFND 01,02 0 860 0
LIONS GATE ENTERTAINMENT COR COM 535919203 258 8,069 SH   DFND 01,16 0 0 8,069
LINN ENERGY LLC-UNITS LP 536020100 185 18,254 SH   DFND 01,16 0 0 18,254
LIONBRIDGE TECHNOLOGIES INC COM 536252109 7,430 1,292,264 SH   DFND 01,02 0 1,292,264 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 0 57 SH   DFND 01,16 0 0 57
LIQUIDITY SERVICES INC COM 53635B107 1,469 179,895 SH   DFND 01,02 0 35 179,860
LIQUIDITY SERVICES INC COM 53635B107 1 140 SH   DFND 01,16 0 0 140
LITHIA MOTORS INC-CL A COM 536797103 13,689 157,908 SH   DFND 01,02 0 55,266 102,642
LITHIA MOTORS INC-CL A COM 536797103 21 243 SH   DFND 01,03 0 243 0
LITHIA MOTORS INC-CL A COM 536797103 102 1,173 SH   DFND 01,16 0 0 1,173
LITTELFUSE INC COM 537008104 29,741 307,651 SH   DFND 01,02 0 77,074 230,577
LIVE NATION ENTERTAINMENT IN COM 538034109 9,173 351,335 SH   DFND 01,02 0 17,015 334,320
LIVE NATION ENTERTAINMENT IN COM 538034109 31 1,176 SH   DFND 01,16 0 0 1,176
LIVEPERSON INC COM 538146101 3,099 219,805 SH   DFND 01,02 0 1,203 218,602
LIVEPERSON INC COM 538146101 4 300 SH   DFND 01,16 0 0 300
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 543 117,076 SH   DFND 01,02 0 0 117,076
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 1,009 217,574 SH   DFND 01,16 0 0 217,574
LLOYDS BANKING GROUP PLC PRF 539439802 207 8,036 SH   DFND 01,16 0 0 8,036
LOCKHEED MARTIN CORP COM 539830109 776,795 4,033,813 SH   DFND 01,02 0 831,279 3,202,534
LOCKHEED MARTIN CORP COM 539830109 838 4,353 SH   DFND 01,03 0 4,353 0
LOCKHEED MARTIN CORP COM 539830109 2,934 15,351 SH   DFND 01,16 0 26 15,325
LOEWS CORP COM 540424108 14,422 343,200 SH   DFND 01,02 0 265,351 77,849
LOEWS CORP COM 540424108 145 3,462 SH   DFND 01,03 0 3,462 0
LOEWS CORP COM 540424108 88 2,119 SH   DFND 01,16 0 751 1,368
LOGMEIN INC COM 54142L109 10,708 216,992 SH   DFND 01,02 0 97,418 119,574
LOGMEIN INC COM 54142L109 39 800 SH   DFND 01,16 0 0 800
LORILLARD INC COM 544147101 190,626 3,028,708 SH   DFND 01,02 0 422,048 2,606,660
LORILLARD INC COM 544147101 356 5,667 SH   DFND 01,03 0 5,667 0
LORILLARD INC COM 544147101 126,950 2,017,336 SH   DFND 01,10 0 672,272 1,345,064
LORILLARD INC COM 544147101 1,419 22,550 SH   DFND 01,16 0 581 21,969
LOUISIANA-PACIFIC CORP COM 546347105 5,779 348,945 SH   DFND 01,02 0 19,858 329,087
LOUISIANA-PACIFIC CORP COM 546347105 9,520 574,879 SH   DFND 01,10 0 0 574,879
LOUISIANA-PACIFIC CORP COM 546347105 397 23,950 SH   DFND 01,16 0 0 23,950
LOWE'S COS INC COM 548661107 713,987 10,377,718 SH   DFND 01,02 0 6,175,848 4,201,870
LOWE'S COS INC COM 548661107 1,491 21,670 SH   DFND 01,03 0 21,670 0
LOWE'S COS INC COM 548661107 6,297 91,533 SH   DFND 01,10 0 0 91,533
LOWE'S COS INC COM 548661107 1,227 17,836 SH   DFND 01,16 0 1,336 16,500
LULULEMON ATHLETICA INC COM 550021109 159 2,843 SH   DFND 01,02 0 2,843 0
LULULEMON ATHLETICA INC COM 550021109 44 783 SH   DFND 01,16 0 0 783
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 16,466 248,336 SH   DFND 01,02 0 8,975 239,361
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 10 149 SH   DFND 01,16 0 0 149
LUMINEX CORP COM 55027E102 3,181 169,542 SH   DFND 01,02 0 1,978 167,564
LUMOS NETWORKS CORP COM 550283105 1,398 83,118 SH   DFND 01,02 0 144 82,974
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 107 1,960 SH   DFND 01,02 0 0 1,960
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 171 3,137 SH   DFND 01,16 0 0 3,137
LYDALL INC COM 550819106 6,783 206,632 SH   DFND 01,02 0 131,224 75,408
WILLIAM LYON HOMES-CL A COM 552074700 8,769 432,579 SH   DFND 01,02 0 22,579 410,000
WILLIAM LYON HOMES-CL A COM 552074700 65 3,195 SH   DFND 01,16 0 0 3,195
M & T BANK CORP COM 55261F104 85,724 682,405 SH   DFND 01,02 0 77,102 605,303
M & T BANK CORP COM 55261F104 603 4,803 SH   DFND 01,03 0 4,803 0
M & T BANK CORP COM 55261F104 159 1,265 SH   DFND 01,16 0 0 1,265
MTB 6 3/8 PRF 55261F609 16,844 16,080 SH   DFND 01,02 0 0 16,080
M&T BANK CORPORATION PRF 55261F708 3,201 3,165 SH   DFND 01,02 0 0 3,165
MBIA INC COM 55262C100 3,720 389,963 SH   DFND 01,02 0 9,254 380,709
MBIA INC COM 55262C100 5 408 SH   DFND 01,16 0 0 408
MB FINANCIAL INC COM 55264U108 12,234 372,304 SH   DFND 01,02 0 7,676 364,628
MDC HOLDINGS INC COM 552676108 2,781 105,052 SH   DFND 01,02 0 14,684 90,368
MDC HOLDINGS INC COM 552676108 0 15 SH   DFND 01,16 0 0 15
MDU RESOURCES GROUP INC COM 552690109 10,848 461,542 SH   DFND 01,02 0 12,366 449,176
MDU RESOURCES GROUP INC COM 552690109 73 3,096 SH   DFND 01,16 0 0 3,096
MDC PARTNERS INC-A COM 552697104 8,406 370,030 SH   DFND 01,02 0 353,273 16,757
MDC PARTNERS INC-A COM 552697104 38 1,692 SH   DFND 01,03 0 1,692 0
MDC PARTNERS INC-A COM 552697104 14 600 SH   DFND 01,16 0 0 600
MFA FINANCIAL INC COM 55272X102 5,470 684,314 SH   DFND 01,02 0 10,495 673,819
MFA FINANCIAL INC COM 55272X102 149 18,596 SH   DFND 01,16 0 0 18,596
MGE ENERGY INC COM 55277P104 10,112 221,676 SH   DFND 01,02 0 221,676 0
MFC INDUSTRIAL LTD COM 55278T105 1,728 244,000 SH   DFND 01,02 0 0 244,000
MGIC INVESTMENT CORP COM 552848103 21,434 2,299,803 SH   DFND 01,02 0 218,803 2,081,000
MGIC INVESTMENT CORP COM 552848103 10,897 1,169,154 SH   DFND 01,10 0 0 1,169,154
MGIC INVESTMENT CORP COM 552848103 9 1,000 SH   DFND 01,16 0 0 1,000
MGIC INVESTMENT CORP CONV BND 552848AB9 11,543 9,045,000 PRN   DFND 01,02 0 0 9,045,000
MGIC INVESTMENT CORP CONV BND 552848AD5 7,827 7,000,000 PRN   DFND 01,02 0 0 7,000,000
MGM RESORTS INTERNATIONAL COM 552953101 7,622 356,508 SH   DFND 01,02 0 18,873 337,635
MGM RESORTS INTERNATIONAL COM 552953101 63 2,943 SH   DFND 01,16 0 0 2,943
M/I HOMES INC COM 55305B101 2,518 109,668 SH   DFND 01,02 0 2,095 107,573
MKS INSTRUMENTS INC COM 55306N104 19,774 540,263 SH   DFND 01,02 0 307,107 233,156
MKS INSTRUMENTS INC COM 55306N104 104 2,841 SH   DFND 01,16 0 0 2,841
MPLX LP LP 55336V100 480 6,531 SH   DFND 01,16 0 0 6,531
MRC GLOBAL INC COM 55345K103 8,282 546,595 SH   DFND 01,02 0 286,079 260,516
MS&AD INSURANCE-UNSPONS ADR ADR 553491101 304 25,176 SH   DFND 01,02 0 0 25,176
MSA SAFETY INC COM 553498106 3,909 73,607 SH   DFND 01,02 0 831 72,776
MSC INDUSTRIAL DIRECT CO-A COM 553530106 9,678 119,115 SH   DFND 01,02 0 2,215 116,900
MSC INDUSTRIAL DIRECT CO-A COM 553530106 3 40 SH   DFND 01,16 0 0 40
MSCI INC COM 55354G100 13,178 277,789 SH   DFND 01,02 0 18,542 259,247
MSCI INC COM 55354G100 8 170 SH   DFND 01,16 0 0 170
MTS SYSTEMS CORP COM 553777103 11,766 156,818 SH   DFND 01,02 0 90,467 66,351
MVC CAPITAL INC COM 553829102 7,208 733,285 SH   DFND 01,02 0 530,980 202,305
MWI VETERINARY SUPPLY INC COM 55402X105 19,168 112,822 SH   DFND 01,02 0 36,907 75,915
MWI VETERINARY SUPPLY INC COM 55402X105 209 1,233 SH   DFND 01,16 0 0 1,233
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 9,680 309,476 SH   DFND 01,02 0 309,476 0
MACERICH CO/THE COM 554382101 8,529 102,240 SH   DFND 01,02 0 27,340 74,900
MACERICH CO/THE COM 554382101 136 1,625 SH   DFND 01,03 0 1,625 0
MACERICH CO/THE COM 554382101 98 1,174 SH   DFND 01,10 0 0 1,174
MACERICH CO/THE COM 554382101 80 974 SH   DFND 01,16 0 789 185
MACK-CALI REALTY CORP COM 554489104 9,209 483,210 SH   DFND 01,02 0 1,803 481,407
MACK-CALI REALTY CORP COM 554489104 0 10 SH   DFND 01,16 0 0 10
MACQUARIE INFRASTRUCTURE CO COM 55608B105 42,936 603,960 SH   DFND 01,02 0 60 603,900
MACQUARIE INFRASTRUCTURE CO COM 55608B105 7 100 SH   DFND 01,16 0 0 100
MACROGENICS INC COM 556099109 1,217 34,702 SH   DFND 01,02 0 34,702 0
MACY'S INC COM 55616P104 237,286 3,608,613 SH   DFND 01,02 0 2,143,810 1,464,803
MACY'S INC COM 55616P104 332 5,050 SH   DFND 01,03 0 5,050 0
MACY'S INC COM 55616P104 2,829 43,074 SH   DFND 01,16 0 1,079 41,995
STEVEN MADDEN LTD COM 556269108 21,877 687,290 SH   DFND 01,02 0 432,458 254,832
MADISON SQUARE GARDEN CO-A COM 55826P100 1,138 15,120 SH   DFND 01,02 0 4,506 10,614
MADISON SQUARE GARDEN CO-A COM 55826P100 2,789 37,051 SH   DFND 01,10 0 0 37,051
MADISON SQUARE GARDEN CO-A COM 55826P100 428 5,684 SH   DFND 01,16 0 0 5,684
MAGELLAN HEALTH INC COM 559079207 20,693 344,719 SH   DFND 01,02 0 137,829 206,890
MAGELLAN MIDSTREAM PARTNERS LP 559080106 5,877 71,097 SH   DFND 01,16 0 0 71,097
MAGNA INTERNATIONAL INC COM 559222401 270 2,485 SH   DFND 01,16 0 0 2,485
MAGNIT PJSC-SPON GDR 144A GDR 55953Q103 9,119 201,780 SH   DFND 01,02 0 0 201,780
MAGNIT PJSC-SPON GDR 144A GDR 55953Q103 6,200 137,197 SH   DFND 01,02,10 0 0 137,197
MAGNUM HUNTER RESOURCES CORP COM 55973B102 833 265,068 SH   DFND 01,02 0 5,340 259,728
MAGNUM HUNTER RESOURCES CORP COM 55973B102 2 600 SH   DFND 01,16 0 0 600
Magnum Hunter Res Corp Wts WT 55973B110 15 45,167 SH   DFND 01,02 0 0 45,167
Magnum Hunter Res Corp Wts WT 55973B110 0 100 SH   DFND 01,16 0 0 100
MAIL.RU GROUP LTD-GDR 144A GDR 560317109 5,290 327,683 SH   DFND 01,02 0 0 327,683
MAIL.RU GROUP LTD-GDR 144A GDR 560317109 3,574 221,358 SH   DFND 01,02,10 0 0 221,358
MAIL.RU GROUP-GDR REGS GDR 560317208 2,584 158,544 SH   DFND 01,02 0 150,308 8,236
MAIN STREET CAPITAL CORP COM 56035L104 37 1,270 SH   DFND 01,02 0 270 1,000
MAIN STREET CAPITAL CORP COM 56035L104 356 12,190 SH   DFND 01,16 0 0 12,190
MAKITA CORP-SPONS ADR ADR 560877300 52 1,142 SH   DFND 01,02 0 0 1,142
MAKITA CORP-SPONS ADR ADR 560877300 542 11,813 SH   DFND 01,16 0 0 11,813
MALIBU BOATS INC - A COM 56117J100 5,888 305,533 SH   DFND 01,02 0 305,533 0
MANHATTAN ASSOCIATES INC COM 562750109 17,828 437,813 SH   DFND 01,02 0 104,025 333,788
MANHATTAN ASSOCIATES INC COM 562750109 116 2,852 SH   DFND 01,16 0 0 2,852
MANITOWOC COMPANY INC COM 563571108 508 22,985 SH   DFND 01,02 0 22,985 0
MANITOWOC COMPANY INC COM 563571108 656 29,179 SH   DFND 01,16 0 0 29,179
MANNING & NAPIER INC COM 56382Q102 1,512 109,339 SH   DFND 01,02 0 39 109,300
MANPOWERGROUP INC COM 56418H100 13,966 204,892 SH   DFND 01,02 0 14,431 190,461
MANPOWERGROUP INC COM 56418H100 106 1,557 SH   DFND 01,16 0 813 744
MANTECH INTERNATIONAL CORP-A COM 564563104 3,169 104,856 SH   DFND 01,02 0 1,636 103,220
MANTECH INTERNATIONAL CORP-A COM 564563104 15 500 SH   DFND 01,16 0 0 500
MANULIFE FINANCIAL CORP COM 56501R106 340 17,787 SH   DFND 01,16 0 0 17,787
MARATHON OIL CORP COM 565849106 75,168 2,657,087 SH   DFND 01,02 0 1,280,392 1,376,695
MARATHON OIL CORP COM 565849106 221 7,806 SH   DFND 01,03 0 7,806 0
MARATHON OIL CORP COM 565849106 1,737 61,401 SH   DFND 01,16 0 3,157 58,244
MARATHON PETROLEUM CORP COM 56585A102 134,892 1,494,460 SH   DFND 01,02 0 616,129 878,331
MARATHON PETROLEUM CORP COM 56585A102 293 3,241 SH   DFND 01,03 0 3,241 0
MARATHON PETROLEUM CORP COM 56585A102 450 4,998 SH   DFND 01,16 0 683 4,315
MARCUS CORPORATION COM 566330106 1,528 82,543 SH   DFND 01,02 0 1,870 80,673
MARCUS CORPORATION COM 566330106 53 2,880 SH   DFND 01,16 0 0 2,880
MARINEMAX INC COM 567908108 2,240 111,723 SH   DFND 01,02 0 1,974 109,749
DAYCO LLC COM 570388108 353 9,586 SH   DFND 01,04 0 0 9,586
MARKEL CORP COM 570535104 19,333 28,312 SH   DFND 01,02 0 2,540 25,772
MARKEL CORP COM 570535104 229 335 SH   DFND 01,16 0 0 335
MARKETAXESS HOLDINGS INC COM 57060D108 17,870 249,182 SH   DFND 01,02 0 1,307 247,875
MARKETAXESS HOLDINGS INC COM 57060D108 22 300 SH   DFND 01,16 0 0 300
MARKET VECTORS GOLD MINERS COM 57060U100 3,389 185,973 SH   DFND 01,16 0 0 185,973
MARKET VECTORS MORNINGSTAR W COM 57060U134 2,174 70,255 SH   DFND 01,16 0 0 70,255
MARKET VECTORS BIOTECH ETF COM 57060U183 2,037 17,654 SH   DFND 01,16 0 0 17,654
MARKET VECTORS OIL SERVICE E COM 57060U191 690 19,217 SH   DFND 01,16 0 0 19,217
MARKET VECTORS SEMICONDUCTOR COM 57060U233 778 14,246 SH   DFND 01,02 0 14,246 0
MARKET VECTORS SEMICONDUCTOR COM 57060U233 65 1,188 SH   DFND 01,16 0 0 1,188
MARKET VECTORS RUSSIA ETF COM 57060U506 6,457 442,230 SH   DFND 01,16 0 0 442,230
MARKET VECTORS EMERGING MARK COM 57060U522 39,478 1,917,786 SH   DFND 01,16 0 0 1,917,786
MARKET VECTORS AGRIBUSINESS COM 57060U605 131 2,500 SH   DFND 01,02 0 2,500 0
MARKET VECTORS AGRIBUSINESS COM 57060U605 605 11,525 SH   DFND 01,16 0 0 11,525
MARKET VECTORS SHORT MUNICIP COM 57060U803 538 30,677 SH   DFND 01,16 0 0 30,677
MARKET VECTORS COAL ETF COM 57060U837 224 15,297 SH   DFND 01,16 0 0 15,297
MARKET VECTORS INTERMEDIATE COM 57060U845 1,455 60,869 SH   DFND 01,16 0 0 60,869
MARKET VECTORS HI YLD MUNI COM 57060U878 841 27,261 SH   DFND 01,16 0 0 27,261
MARKET VECTORS EMER H/Y BOND COM 57061R403 77,967 3,520,761 SH   DFND 01,16 0 0 3,520,761
MARKETO INC COM 57063L107 3,072 93,886 SH   DFND 01,02 0 32,824 61,062
MARKWEST ENERGY PARTNERS LP LP 570759100 1,263 18,799 SH   DFND 01,16 0 0 18,799
MARRIOTT VACATIONS WORLD COM 57164Y107 11,098 148,894 SH   DFND 01,02 0 20,587 128,307
MARRIOTT VACATIONS WORLD COM 57164Y107 40 538 SH   DFND 01,16 0 0 538
MARSH & MCLENNAN COS COM 571748102 220,547 3,853,072 SH   DFND 01,02 0 2,889,750 963,322
MARSH & MCLENNAN COS COM 571748102 464 8,111 SH   DFND 01,03 0 8,111 0
MARSH & MCLENNAN COS COM 571748102 457 7,996 SH   DFND 01,16 0 3,063 4,933
MARRIOTT INTERNATIONAL -CL A COM 571903202 12,965 166,144 SH   DFND 01,02 0 1,051,330 61,011
MARRIOTT INTERNATIONAL -CL A COM 571903202 192 2,459 SH   DFND 01,03 0 24,590 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 382 4,896 SH   DFND 01,16 0 0 4,896
MARTEN TRANSPORT LTD COM 573075108 18,568 849,469 SH   DFND 01,02 0 514,468 335,001
MARTIN MARIETTA MATERIALS COM 573284106 9,179 83,220 SH   DFND 01,02 0 70,530 12,690
MARTIN MARIETTA MATERIALS COM 573284106 163 1,475 SH   DFND 01,03 0 1,475 0
MARTIN MARIETTA MATERIALS COM 573284106 2 18 SH   DFND 01,16 0 0 18
MASCO CORP COM 574599106 18,315 726,795 SH   DFND 01,02 0 85,942 640,853
MASCO CORP COM 574599106 104 4,121 SH   DFND 01,03 0 4,121 0
MASCO CORP COM 574599106 103,963 4,127,138 SH   DFND 01,10 0 3,454 4,123,684
MASCO CORP COM 574599106 138 5,506 SH   DFND 01,16 0 2,084 3,422
MASIMO CORP COM 574795100 15,199 577,019 SH   DFND 01,02 0 367,379 209,640
MAST THERAPEUTICS INC-CW18 WT 576314124 159 1,200,000 SH   DFND 01,02 0 0 1,200,000
MASTEC INC COM 576323109 14,441 638,700 SH   DFND 01,02 0 476,825 161,875
MASTEC INC COM 576323109 38 1,682 SH   DFND 01,16 0 0 1,682
MASTERCARD INC-CLASS A COM 57636Q104 758,601 8,804,547 SH   DFND 01,02 0 3,753,807 5,050,740
MASTERCARD INC-CLASS A COM 57636Q104 6,829 79,260 SH   DFND 01,02,10 0 0 79,260
MASTERCARD INC-CLASS A COM 57636Q104 1,917 22,250 SH   DFND 01,03 0 22,250 0
MASTERCARD INC-CLASS A COM 57636Q104 213,470 2,477,054 SH   DFND 01,10 0 456,151 2,020,903
MASTERCARD INC-CLASS A COM 57636Q104 4,186 48,587 SH   DFND 01,16 0 4,079 44,508
MATADOR RESOURCES CO COM 576485205 21,774 1,076,297 SH   DFND 01,02 0 933,306 142,991
MATADOR RESOURCES CO COM 576485205 15 765 SH   DFND 01,03 0 765 0
MATADOR RESOURCES CO COM 576485205 10 485 SH   DFND 01,16 0 0 485
MATERION CORP COM 576690101 21,461 609,190 SH   DFND 01,02 0 62,501 546,689
MATERION CORP COM 576690101 1 28 SH   DFND 01,16 0 0 28
MATRIX SERVICE CO COM 576853105 2,978 133,420 SH   DFND 01,02 0 16,794 116,626
MATRIX SERVICE CO COM 576853105 2 77 SH   DFND 01,16 0 0 77
MATSON INC COM 57686G105 12,365 358,197 SH   DFND 01,02 0 33,842 324,355
MATSON INC COM 57686G105 2 70 SH   DFND 01,16 0 0 70
MATTEL INC COM 577081102 47,772 1,543,762 SH   DFND 01,02 0 69,519 1,474,243
MATTEL INC COM 577081102 121 3,920 SH   DFND 01,03 0 3,920 0
MATTEL INC COM 577081102 183 5,929 SH   DFND 01,16 0 0 5,929
MATTHEWS INTL CORP-CLASS A COM 577128101 6,364 130,754 SH   DFND 01,02 0 704 130,050
MATTSON TECHNOLOGY INC COM 577223100 26,405 7,766,078 SH   DFND 01,02 0 1,343,278 6,422,800
MATTSON TECHNOLOGY INC COM 577223100 185 54,427 SH   DFND 01,10 0 0 54,427
MATTRESS FIRM HOLDING CORP COM 57722W106 3,991 68,720 SH   DFND 01,02 0 64,490 4,230
MATTRESS FIRM HOLDING CORP COM 57722W106 2,305 39,688 SH   DFND 01,10 0 0 39,688
MAXIM INTEGRATED PRODUCTS COM 57772K101 191,826 6,019,077 SH   DFND 01,02 0 230,518 5,788,559
MAXIM INTEGRATED PRODUCTS COM 57772K101 20 627 SH   DFND 01,03 0 627 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 813 25,500 SH   DFND 01,10 0 0 25,500
MAXIM INTEGRATED PRODUCTS COM 57772K101 48 1,504 SH   DFND 01,16 0 0 1,504
MAXIMUS INC COM 577933104 32,913 600,156 SH   DFND 01,02 0 163,873 436,283
MAXIMUS INC COM 577933104 8,965 163,513 SH   DFND 01,10 0 0 163,513
MAXIMUS INC COM 577933104 48 874 SH   DFND 01,16 0 0 874
MCCORMICK & CO-NON VTG SHRS COM 579780206 2,984 40,119 SH   DFND 01,02 0 0 40,119
MCCORMICK & CO-NON VTG SHRS COM 579780206 111 1,492 SH   DFND 01,03 0 0 1,492
MCCORMICK & CO-NON VTG SHRS COM 579780206 255 3,436 SH   DFND 01,16 0 0 3,436
MCDERMOTT INTL INC COM 580037109 38 13,226 SH   DFND 01,02 0 13,226 0
MCDERMOTT INTL INC COM 580037109 11 3,723 SH   DFND 01,16 0 0 3,723
MCDONALD'S CORP COM 580135101 336,573 3,592,033 SH   DFND 01,02 0 3,026,191 565,842
MCDONALD'S CORP COM 580135101 1,507 16,093 SH   DFND 01,03 0 16,093 0
MCDONALD'S CORP COM 580135101 63,741 680,270 SH   DFND 01,10 0 280,852 399,418
MCDONALD'S CORP COM 580135101 6,590 70,327 SH   DFND 01,16 0 0 70,327
MCGRATH RENTCORP COM 580589109 22,249 620,445 SH   DFND 01,02 0 346,803 273,642
MCGRAW HILL FINANCIAL INC COM 580645109 54,697 614,696 SH   DFND 01,02 0 386,493 228,203
MCGRAW HILL FINANCIAL INC COM 580645109 279 3,140 SH   DFND 01,03 0 3,140 0
MCGRAW HILL FINANCIAL INC COM 580645109 120 1,359 SH   DFND 01,16 0 557 802
MCKESSON CORP COM 58155Q103 161,441 777,685 SH   DFND 01,02 0 361,848 415,837
MCKESSON CORP COM 58155Q103 556 2,680 SH   DFND 01,03 0 2,680 0
MCKESSON CORP COM 58155Q103 3,644 17,557 SH   DFND 01,16 0 1,403 16,154
MEAD JOHNSON NUTRITION CO COM 582839106 159,027 1,581,668 SH   DFND 01,02 0 899,216 682,452
MEAD JOHNSON NUTRITION CO COM 582839106 4,723 46,976 SH   DFND 01,02,10 0 0 46,976
MEAD JOHNSON NUTRITION CO COM 582839106 235 2,338 SH   DFND 01,03 0 2,338 0
MEAD JOHNSON NUTRITION CO COM 582839106 209,931 2,088,441 SH   DFND 01,10 0 201,776 1,886,665
MEAD JOHNSON NUTRITION CO COM 582839106 604 6,006 SH   DFND 01,16 0 0 6,006
MEADOWBROOK INSURANCE GROUP COM 58319P108 19,138 2,262,117 SH   DFND 01,02 0 107,347 2,154,770
MEADWESTVACO CORP COM 583334107 3,769 84,874 SH   DFND 01,02 0 20,837 64,037
MEADWESTVACO CORP COM 583334107 86 1,930 SH   DFND 01,03 0 1,930 0
MEADWESTVACO CORP COM 583334107 114 2,562 SH   DFND 01,16 0 0 2,562
MECHANICS BANK /RICHMOND CA COM 583614102 650 25 SH   DFND 01,16 0 0 25
MECHEL-SPONSORED ADR ADR 583840103 9 12,615 SH   DFND 01,02 0 0 12,615
MECHEL-PREF SPON ADR ADR 583840509 32 353,126 SH   DFND 01,02 0 0 353,126
MEDASSETS INC COM 584045108 17,723 896,932 SH   DFND 01,02 0 56,892 840,040
MEDASSETS INC COM 584045108 2 106 SH   DFND 01,16 0 0 106
MEDIA GENERAL INC COM 58441K100 741 44,294 SH   DFND 01,02 0 44,294 0
MEDIA GENERAL INC COM 58441K100 12 735 SH   DFND 01,16 0 0 735
MEDICAL PROPERTIES TRUST INC COM 58463J304 10,540 764,756 SH   DFND 01,02 0 6,737 758,019
MEDICAL PROPERTIES TRUST INC COM 58463J304 210 15,238 SH   DFND 01,16 0 0 15,238
MEDICINES COMPANY COM 584688105 8,076 291,877 SH   DFND 01,02 0 4,330 287,547
MEDIFAST INC COM 58470H101 2,389 71,225 SH   DFND 01,02 0 21,926 49,299
MEDIFAST INC COM 58470H101 3 100 SH   DFND 01,16 0 0 100
MEDIDATA SOLUTIONS INC COM 58471A105 21,695 454,325 SH   DFND 01,02 0 142,643 311,682
MEDIDATA SOLUTIONS INC COM 58471A105 11 230 SH   DFND 01,16 0 0 230
MEDISYS TECHNOLOGIES INC COM 584953103 0 44,000 SH   DFND 01,16 0 0 44,000
MEDIVATION INC COM 58501N101 13,971 140,266 SH   DFND 01,02 0 121,712 18,554
MEDIVATION INC COM 58501N101 146 1,464 SH   DFND 01,16 0 0 1,464
MEDNAX INC COM 58502B106 44,578 674,299 SH   DFND 01,02 0 266,883 407,416
MEDNAX INC COM 58502B106 22 338 SH   DFND 01,16 0 0 338
MEDIOLANUM SPA-UNSPONSOR ADR ADR 58502L104 7 510 SH   DFND 01,02 0 0 510
MEDIOLANUM SPA-UNSPONSOR ADR ADR 58502L104 394 30,860 SH   DFND 01,16 0 0 30,860
MEDLEY CAPITAL CORP COM 58503F106 18,842 2,039,242 SH   DFND 01,02 0 133,242 1,906,000
MEDLEY CAPITAL CORP COM 58503F106 105 11,342 SH   DFND 01,16 0 0 11,342
MEDTRONIC INC COM 585055106 641,807 8,888,578 SH   DFND 01,02 0 6,237,747 2,650,831
MEDTRONIC INC COM 585055106 2,035 28,182 SH   DFND 01,03 0 28,182 0
MEDTRONIC INC COM 585055106 10,100 139,887 SH   DFND 01,10 0 0 139,887
MEDTRONIC INC COM 585055106 2,361 32,701 SH   DFND 01,16 0 43 32,658
MELCO CROWN ENTERTAINME-ADR ADR 585464100 17,857 703,036 SH   DFND 01,02 0 0 703,036
MELCO CROWN ENTERTAINME-ADR ADR 585464100 6,251 246,119 SH   DFND 01,02,10 0 0 246,119
MELCO CROWN ENTERTAINME-ADR ADR 585464100 28 1,100 SH   DFND 01,16 0 0 1,100
MEMORIAL RESOURCE DEVELOPMEN COM 58605Q109 5 270 SH   DFND 01,02 0 270 0
MEMORIAL RESOURCE DEVELOPMEN COM 58605Q109 6,735 374,178 SH   DFND 01,10 0 0 374,178
MEN'S WEARHOUSE INC/THE COM 587118100 18,494 418,892 SH   DFND 01,02 0 2,192 416,700
MEN'S WEARHOUSE INC/THE COM 587118100 8 190 SH   DFND 01,16 0 0 190
MENTOR GRAPHICS CORP COM 587200106 69,207 3,157,312 SH   DFND 01,02 0 1,139,598 2,017,714
MENTOR GRAPHICS CORP COM 587200106 1 39 SH   DFND 01,16 0 0 39
MENTOR GRAPHICS CORP CONV BND 587200AK2 24,013 20,052,000 PRN   DFND 01,02 0 0 20,052,000
MERCADOLIBRE INC COM 58733R102 333,434 2,611,699 SH   DFND 01,02 0 2,421,824 189,875
MERCADOLIBRE INC COM 58733R102 12,518 98,053 SH   DFND 01,03 0 98,053 0
MERCADOLIBRE INC COM 58733R102 7 51 SH   DFND 01,16 0 0 51
MERCHANTS BANCSHARES INC COM 588448100 9,347 305,186 SH   DFND 01,02 0 305,186 0
MERCK & CO. INC. COM 58933Y105 1,309,259 23,050,727 SH   DFND 01,02 0 6,201,767 16,848,960
MERCK & CO. INC. COM 58933Y105 2,304 40,580 SH   DFND 01,03 0 40,580 0
MERCK & CO. INC. COM 58933Y105 53,616 944,130 SH   DFND 01,10 0 449,614 494,516
MERCK & CO. INC. COM 58933Y105 28,683 507,367 SH   DFND 01,16 0 1,561 505,806
MERCURY SYSTEMS INC COM 589378108 7,111 510,799 SH   DFND 01,02 0 2,070 508,729
MERCURY GENERAL CORP COM 589400100 4,821 85,078 SH   DFND 01,02 0 1,027 84,051
MERCURY GENERAL CORP COM 589400100 137 2,420 SH   DFND 01,16 0 0 2,420
MEREDITH CORP COM 589433101 5,093 93,760 SH   DFND 01,02 0 7,612 86,148
MEREDITH CORP COM 589433101 11 200 SH   DFND 01,16 0 0 200
MERIDIAN BIOSCIENCE INC COM 589584101 3,079 187,082 SH   DFND 01,02 0 4,032 183,050
MERIDIAN BIOSCIENCE INC COM 589584101 22 1,350 SH   DFND 01,16 0 0 1,350
MERIDIAN BANCORP INC COM 58958U103 177 15,792 SH   DFND 01,02 0 15,792 0
MERIT MEDICAL SYSTEMS INC COM 589889104 4,536 261,718 SH   DFND 01,02 0 70,940 190,778
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METLIFE INC COM 59156R108 413,825 7,650,572 SH   DFND 01,02 0 2,456,810 5,193,762
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MICROCHIP TECHNOLOGY INC COM 595017104 146,314 3,243,502 SH   DFND 01,02 0 220,447 3,023,055
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MICRON TECHNOLOGY INC COM 595112103 3,055 87,255 SH   DFND 01,16 0 0 87,255
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MICROSEMI CORP COM 595137100 184,611 6,504,929 SH   DFND 01,02 0 852,878 5,652,051
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MICROSEMI CORP COM 595137100 26 901 SH   DFND 01,16 0 871 30
MID-AMERICA APARTMENT COMM COM 59522J103 15,247 204,172 SH   DFND 01,02 0 8,003 196,169
MID-AMERICA APARTMENT COMM COM 59522J103 38 515 SH   DFND 01,16 0 0 515
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MILLER INDUSTRIES INC/TENN COM 600551204 9,510 457,510 SH   DFND 01,02 0 332,600 124,910
MILLER INDUSTRIES INC/TENN COM 600551204 0 20 SH   DFND 01,16 0 0 20
MINDRAY MEDICAL INTL LTD-ADR ADR 602675100 26 988 SH   DFND 01,02 0 988 0
MINDRAY MEDICAL INTL LTD-ADR ADR 602675100 5,145 194,900 SH   DFND 01,10 0 0 194,900
MINERALS TECHNOLOGIES INC COM 603158106 30,681 441,784 SH   DFND 01,02 0 29,844 411,940
MINERALS TECHNOLOGIES INC COM 603158106 16 226 SH   DFND 01,16 0 187 39
MITEL NETWORKS CORP COM 60671Q104 11,632 1,088,130 SH   DFND 01,02 0 852,898 235,232
MITSUBISHI ESTATE-UNSPON ADR ADR 606783207 238 11,158 SH   DFND 01,02 0 0 11,158
MITSUBISHI ESTATE-UNSPON ADR ADR 606783207 215 10,169 SH   DFND 01,16 0 0 10,169
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 814 146,177 SH   DFND 01,02 0 0 146,177
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 82 14,861 SH   DFND 01,16 0 0 14,861
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MIX TELEMATICS LTD-SP ADR ADR 60688N102 2,736 420,987 SH   DFND 01,02 0 0 420,987
MOBILEIRON INC COM 60739U204 1,395 140,028 SH   DFND 01,02 0 0 140,028
MOBILE TELESYSTEMS-SP ADR ADR 607409109 27 3,695 SH   DFND 01,02 0 0 3,695
MOBILE TELESYSTEMS-SP ADR ADR 607409109 80 11,183 SH   DFND 01,16 0 0 11,183
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MOBILE MINI INC COM 60740F105 5 120 SH   DFND 01,16 0 0 120
MODINE MANUFACTURING CO COM 607828100 3,333 245,025 SH   DFND 01,02 0 2,925 242,100
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 79 21,130 SH   DFND 01,16 0 0 21,130
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MOHAWK INDUSTRIES INC COM 608190104 80,929 520,893 SH   DFND 01,02 0 447,220 73,673
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MOLINA HEALTHCARE INC COM 60855R100 27,557 514,776 SH   DFND 01,02 0 371,607 143,169
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MOLSON COORS BREWING CO -B COM 60871R209 9,853 132,236 SH   DFND 01,02 0 40,488 91,748
MOLSON COORS BREWING CO -B COM 60871R209 137 1,844 SH   DFND 01,03 0 1,844 0
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MOMENTA PHARMACEUTICALS INC COM 60877T100 2,602 216,078 SH   DFND 01,02 0 10,877 205,201
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MONARCH CASINO & RESORT INC COM 609027107 4,236 255,348 SH   DFND 01,02 0 1,668 253,680
MONDELEZ INTERNATIONAL INC-A COM 609207105 34,735 955,223 SH   DFND 01,02 0 334,755 620,468
MONDELEZ INTERNATIONAL INC-A COM 609207105 706 19,428 SH   DFND 01,03 0 19,428 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 10,007 275,519 SH   DFND 01,10 0 275,519 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 1,282 35,283 SH   DFND 01,16 0 2,303 32,980
MONEYGRAM INTERNATIONAL INC COM 60935Y208 4,464 491,166 SH   DFND 01,02 0 491,166 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 873 94,304 SH   DFND 01,16 0 0 94,304
MONOLITHIC POWER SYSTEMS INC COM 609839105 20,946 421,093 SH   DFND 01,02 0 250,955 170,138
MONOLITHIC POWER SYSTEMS INC COM 609839105 63 1,275 SH   DFND 01,03 0 1,275 0
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MONRO MUFFLER BRAKE INC COM 610236101 4,452 77,025 SH   DFND 01,10 0 0 77,025
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MONSANTO CO COM 61166W101 896,278 7,502,060 SH   DFND 01,02 0 5,351,203 2,150,857
MONSANTO CO COM 61166W101 15,817 132,389 SH   DFND 01,03 0 132,389 0
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MONSANTO CO COM 61166W101 1,275 10,661 SH   DFND 01,16 0 2,075 8,586
MONSTER BEVERAGE CORP COM 611740101 114,902 1,060,464 SH   DFND 01,02 0 201,631 858,833
MONSTER BEVERAGE CORP COM 611740101 181 1,668 SH   DFND 01,03 0 1,668 0
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MONSTER WORLDWIDE INC COM 611742107 1,818 393,530 SH   DFND 01,02 0 2,484 391,046
MONSTER WORLDWIDE INC COM 611742107 1 211 SH   DFND 01,16 0 0 211
MOODY'S CORP COM 615369105 167,543 1,748,704 SH   DFND 01,02 0 416,712 1,331,992
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MS 5 3/4 07/15/33 PRF 617466206 296 11,783 SH   DFND 01,16 0 0 11,783
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MORNINGSTAR INC COM 617700109 1,216 18,785 SH   DFND 01,02 0 18,785 0
MORNINGSTAR INC COM 617700109 2 33 SH   DFND 01,16 0 0 33
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MOSAIC CO/THE COM 61945C103 167 3,650 SH   DFND 01,03 0 3,650 0
MOSAIC CO/THE COM 61945C103 712 15,607 SH   DFND 01,16 0 0 15,607
MOTORCAR PARTS OF AMERICA IN COM 620071100 13,527 435,109 SH   DFND 01,02 0 41,125 393,984
MOTORCAR PARTS OF AMERICA IN COM 620071100 3 85 SH   DFND 01,16 0 0 85
MOTOROLA SOLUTIONS INC COM 620076307 8,819 131,278 SH   DFND 01,02 0 87,826 43,452
MOTOROLA SOLUTIONS INC COM 620076307 164 2,450 SH   DFND 01,03 0 2,450 0
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MOVADO GROUP INC COM 624580106 2,620 92,343 SH   DFND 01,02 0 12,660 79,683
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MUENCHENER RUECK-UNSPON ADR ADR 626188106 2 76 SH   DFND 01,16 0 0 76
MURPHY OIL CORP COM 626717102 4,019 79,552 SH   DFND 01,02 0 45,280 34,272
MURPHY OIL CORP COM 626717102 98 1,932 SH   DFND 01,03 0 1,932 0
MURPHY OIL CORP COM 626717102 102 2,010 SH   DFND 01,16 0 0 2,010
MURPHY USA INC COM 626755102 7,909 114,855 SH   DFND 01,02 0 15,385 99,470
MURPHY USA INC COM 626755102 28 412 SH   DFND 01,16 0 0 412
MYERS INDUSTRIES INC COM 628464109 12,002 681,981 SH   DFND 01,02 0 700 681,281
MYLAN INC COM 628530107 30,331 538,051 SH   DFND 01,02 0 410,556 127,495
MYLAN INC COM 628530107 244 4,327 SH   DFND 01,03 0 4,327 0
MYLAN INC COM 628530107 2,973 52,754 SH   DFND 01,16 0 0 52,754
MYLAN INC CONV BND 628530AJ6 17,201 4,070,000 PRN   DFND 01,02 0 0 4,070,000
MYLAN INC CONV BND 628530AJ6 4 1,000 PRN   DFND 01,16 0 0 1,000
MYRIAD GENETICS INC COM 62855J104 8,569 251,581 SH   DFND 01,02 0 8,541 243,040
MYRIAD GENETICS INC COM 62855J104 2 70 SH   DFND 01,16 0 0 70
N B T BANCORP INC COM 628778102 5,249 199,808 SH   DFND 01,02 0 7,608 192,200
NCR CORPORATION COM 62886E108 11,924 409,217 SH   DFND 01,02 0 19,515 389,702
NCR CORPORATION COM 62886E108 41 1,412 SH   DFND 01,16 0 0 1,412
NCT GROUP INC COM 62888Q109 0 22,200 SH   DFND 01,16 0 0 22,200
NIC INC COM 62914B100 7,941 441,426 SH   DFND 01,02 0 174,501 266,925
NN INC COM 629337106 4,084 198,613 SH   DFND 01,02 0 125 198,488
NPS PHARMACEUTICALS INC COM 62936P103 2,679 74,915 SH   DFND 01,02 0 1,495 73,420
NPS PHARMACEUTICALS INC COM 62936P103 17 489 SH   DFND 01,16 0 0 489
NRG ENERGY INC COM 629377508 73,125 2,713,324 SH   DFND 01,02 0 235,360 2,477,964
NRG ENERGY INC COM 629377508 412 15,310 SH   DFND 01,03 0 15,310 0
NRG ENERGY INC COM 629377508 82,788 3,073,119 SH   DFND 01,10 0 165,717 2,907,402
NRG ENERGY INC COM 629377508 44 1,630 SH   DFND 01,16 0 0 1,630
NTT DOCOMO INC-SPON ADR ADR 62942M201 295 20,071 SH   DFND 01,02 0 0 20,071
NRG YIELD INC-CLASS A COM 62942X108 7,661 162,530 SH   DFND 01,02 0 30 162,500
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NRG YIELD INC CONV BND 62942XAA6 9,949 8,970,000 PRN   DFND 01,02 0 0 8,970,000
NVE CORP COM 629445206 2,144 30,295 SH   DFND 01,02 0 30,295 0
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NPF12 2002-2 A ESCROW COM 629ESC9J5 0 10,000,000 SH   DFND 01,04 0 0 10,000,000
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NASPERS LTD-N SHS SPON ADR ADR 631512100 272 2,080 SH   DFND 01,02 0 0 2,080
NATIONAL AUSTRALIA BK-SP ADR ADR 632525408 1,507 109,185 SH   DFND 01,02 0 0 109,185
NATIONAL AUSTRALIA BK-SP ADR ADR 632525408 2 132 SH   DFND 01,16 0 0 132
NATIONAL BANK OF GREECE-ADR ADR 633643705 22 12,424 SH   DFND 01,02 0 0 12,424
NATIONAL BANK OF GREECE-ADR ADR 633643705 2 882 SH   DFND 01,16 0 0 882
NATIONAL BANK HOLD-CL A COM 633707104 9,479 488,381 SH   DFND 01,02 0 359,425 128,956
NATIONAL CINEMEDIA INC COM 635309107 35,555 2,474,231 SH   DFND 01,02 0 40,554 2,433,677
NATIONAL CINEMEDIA INC COM 635309107 28 1,971 SH   DFND 01,03 0 1,971 0
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NATIONAL FUEL GAS CO COM 636180101 14,141 203,350 SH   DFND 01,02 0 8,525 194,825
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NATIONAL GRID PLC-SP ADR ADR 636274300 24,587 349,555 SH   DFND 01,16 0 0 349,555
NATL HEALTH INVESTORS INC COM 63633D104 19,152 273,738 SH   DFND 01,02 0 166,238 107,500
NATL HEALTH INVESTORS INC COM 63633D104 206 2,950 SH   DFND 01,16 0 0 2,950
NATIONAL HEALTH INVESTORS INC CONV BND 63633DAE4 10,254 9,890,000 PRN   DFND 01,02 0 0 9,890,000
KASIKORNBANK PCL-NVDR GDR 636476699 25,966 3,754,386 SH   DFND 01,02 0 0 3,754,386
KASIKORNBANK PCL-NVDR GDR 636476699 6,367 920,648 SH   DFND 01,02,10 0 0 920,648
NATIONAL INSTRUMENTS CORP COM 636518102 7,365 236,902 SH   DFND 01,02 0 3,666 233,236
NATIONAL INSTRUMENTS CORP COM 636518102 6 185 SH   DFND 01,16 0 0 185
NATIONAL OILWELL VARCO INC COM 637071101 237,904 3,630,496 SH   DFND 01,02 0 271,503 3,358,993
NATIONAL OILWELL VARCO INC COM 637071101 326 4,979 SH   DFND 01,03 0 4,979 0
NATIONAL OILWELL VARCO INC COM 637071101 540 8,248 SH   DFND 01,10 0 0 8,248
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NATL PENN BCSHS INC COM 637138108 9,208 874,902 SH   DFND 01,02 0 330,836 544,066
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NATL WESTERN LIFE INS-CL A COM 638522102 15,630 58,049 SH   DFND 01,02 0 58,049 0
NATURAL GAS SERVICES GROUP COM 63886Q109 4,895 212,464 SH   DFND 01,02 0 212,464 0
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NATUS MEDICAL INC COM 639050103 32 890 SH   DFND 01,16 0 0 890
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NAVIGANT CONSULTING INC COM 63935N107 23,716 1,542,976 SH   DFND 01,02 0 118,824 1,424,152
NAVIENT CORP COM 63938C108 199,312 9,223,150 SH   DFND 01,02 0 535,560 8,687,590
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NEENAH PAPER INC COM 640079109 162 2,689 SH   DFND 01,16 0 0 2,689
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NEOTHETICS INC COM 64066G101 477 63,834 SH   DFND 01,02 0 63,834 0
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NETAPP INC COM 64110D104 151,995 3,666,926 SH   DFND 01,02 0 219,160 3,447,766
NETAPP INC COM 64110D104 149 3,603 SH   DFND 01,03 0 3,603 0
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NETFLIX INC COM 64110L106 11,293 33,061 SH   DFND 01,02 0 20,705 12,356
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NETFLIX INC COM 64110L106 540 1,881 SH   DFND 01,16 0 0 1,881
NETEASE INC-ADR ADR 64110W102 1,359 13,706 SH   DFND 01,02 0 342,650 0
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NETGEAR INC COM 64111Q104 9,027 253,678 SH   DFND 01,02 0 25,006 228,672
NETSCOUT SYSTEMS INC COM 64115T104 26,834 734,442 SH   DFND 01,02 0 494,859 239,583
NETSCOUT SYSTEMS INC COM 64115T104 26 704 SH   DFND 01,16 0 0 704
NETSUITE INC COM 64118Q107 790 7,236 SH   DFND 01,02 0 7,236 0
NETSUITE INC COM 64118Q107 15 135 SH   DFND 01,16 0 0 135
NEUSTAR INC-CLASS A COM 64126X201 9,310 334,893 SH   DFND 01,02 0 4,820 330,073
NEUSTAR INC-CLASS A COM 64126X201 105 3,790 SH   DFND 01,16 0 0 3,790
NEUBERGER BERMAN REAL ESTATE COM 64190A103 122 23,114 SH   DFND 01,16 0 0 23,114
NEW JERSEY RESOURCES CORP COM 646025106 51,239 837,185 SH   DFND 01,02 0 182,247 654,938
NEW JERSEY RESOURCES CORP COM 646025106 41 675 SH   DFND 01,16 0 0 675
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,577 66,747 SH   DFND 01,02 0 66,747 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 23 958 SH   DFND 01,16 0 0 958
NEW MOUNTAIN FINANCE CORP COM 647551100 35,347 2,365,922 SH   DFND 01,02 0 28,558 2,337,364
NEW MOUNTAIN FINANCE CORP COM 647551100 30 1,983 SH   DFND 01,03 0 1,983 0
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 16 808 SH   DFND 01,02 0 808 0
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 1,172 57,427 SH   DFND 01,10 0 54,665 2,762
NEW SENIOR INVESTMENT GROUP COM 648691103 197 11,805 SH   DFND 01,02 0 11,805 0
NEW SENIOR INVESTMENT GROUP COM 648691103 21 1,305 SH   DFND 01,16 0 0 1,305
NEW WORLD GOLD CORP COM 649285103 2 2,125,000 SH   DFND 01,16 0 0 2,125,000
NEW YORK COMMUNITY BANCORP COM 649445103 18,264 1,141,500 SH   DFND 01,02 0 43,241 1,098,259
NEW YORK COMMUNITY BANCORP COM 649445103 1,292 80,739 SH   DFND 01,16 0 0 80,739
NEW YORK MORTGAGE TRUST INC COM 649604501 15 1,970 SH   DFND 01,02 0 1,970 0
NEW YORK MORTGAGE TRUST INC COM 649604501 117 15,195 SH   DFND 01,16 0 0 15,195
NEW YORK REGIONAL RAIL CORP COM 649768108 0 375,000 SH   DFND 01,02 0 375,000 0
NEW YORK REGIONAL RAIL CORP COM 649768108 0 12,500 SH   DFND 01,16 0 0 12,500
NEW YORK TIMES CO-A COM 650111107 4,105 310,531 SH   DFND 01,02 0 7,932 302,599
NEW YORK TIMES CO-A COM 650111107 1 43 SH   DFND 01,16 0 0 43
NEWCASTLE INVESTMENT CORP COM 65105M603 54 11,805 SH   DFND 01,02 0 11,805 0
NEWCASTLE INVESTMENT CORP COM 65105M603 6 1,305 SH   DFND 01,16 0 0 1,305
NEWELL RUBBERMAID INC COM 651229106 4,513 118,494 SH   DFND 01,02 0 62,889 55,605
NEWELL RUBBERMAID INC COM 651229106 119 3,136 SH   DFND 01,03 0 3,136 0
NEWELL RUBBERMAID INC COM 651229106 142 3,738 SH   DFND 01,16 0 1,653 2,085
NEWFIELD EXPLORATION CO COM 651290108 1,723 63,580 SH   DFND 01,02 0 32,333 31,247
NEWFIELD EXPLORATION CO COM 651290108 43 1,588 SH   DFND 01,03 0 1,588 0
NEWFIELD EXPLORATION CO COM 651290108 9 315 SH   DFND 01,16 0 0 315
NEWMARKET CORP COM 651587107 22,470 55,678 SH   DFND 01,02 0 3,710 51,968
NEWMARKET CORP COM 651587107 150 372 SH   DFND 01,16 0 0 372
NEWMONT MINING CORP COM 651639106 3,967 209,878 SH   DFND 01,02 0 68,052 141,826
NEWMONT MINING CORP COM 651639106 109 5,767 SH   DFND 01,03 0 5,767 0
NEWMONT MINING CORP COM 651639106 836 44,256 SH   DFND 01,16 0 0 44,256
NEWPARK RESOURCES INC COM 651718504 9,057 949,454 SH   DFND 01,02 0 423,445 526,009
NEWPARK RESOURCES INC CONV BND 651718AC2 5,340 4,758,000 PRN   DFND 01,02 0 0 4,758,000
NEWPARK RESOURCES INC CONV BND 651718AC2 1 1,000 PRN   DFND 01,16 0 0 1,000
NEWPORT CORP COM 651824104 15,900 832,071 SH   DFND 01,02 0 471,132 360,939
NEWS CORP - CLASS A COM 65249B109 13,460 857,925 SH   DFND 01,02 0 0 857,925
NEWS CORP - CLASS A COM 65249B109 90 5,767 SH   DFND 01,03 0 0 5,767
NEWS CORP - CLASS A COM 65249B109 10 650 SH   DFND 01,16 0 0 650
NEWS CORP - CLASS B COM 65249B208 235 15,592 SH   DFND 01,02 0 1,088 14,504
NEWSTAR FINANCIAL INC COM 65251F105 272 21,283 SH   DFND 01,02 0 21,283 0
NEXTERA ENERGY INC COM 65339F101 138,083 1,299,114 SH   DFND 01,02 0 722,067 577,047
NEXTERA ENERGY INC COM 65339F101 582 5,476 SH   DFND 01,03 0 5,476 0
NEXTERA ENERGY INC COM 65339F101 1,942 18,266 SH   DFND 01,16 0 0 18,266
NEE 5.599 06/01/15 CONV PRF 65339F705 26,984 383,800 SH   DFND 01,02 0 0 383,800
NEXTERA ENERGY INC CONV PRF 65339F861 2,884 50,000 SH   DFND 01,02 0 0 50,000
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 8,756 172,873 SH   DFND 01,02 0 0 172,873
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 28 562 SH   DFND 01,16 0 0 562
NIDEC CORPORATION-SPON ADR ADR 654090109 306 18,871 SH   DFND 01,02 0 0 18,871
NIKE INC -CL B COM 654106103 653,029 6,791,252 SH   DFND 01,02 0 4,518,221 2,273,031
NIKE INC -CL B COM 654106103 5,997 62,376 SH   DFND 01,02,10 0 0 62,376
NIKE INC -CL B COM 654106103 14,318 148,912 SH   DFND 01,03 0 148,912 0
NIKE INC -CL B COM 654106103 132,076 1,374,197 SH   DFND 01,10 0 384,023 990,174
NIKE INC -CL B COM 654106103 4,082 42,456 SH   DFND 01,16 0 0 42,456
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 246 9,585 SH   DFND 01,02 0 0 9,585
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 114 4,456 SH   DFND 01,16 0 0 4,456
NISOURCE INC COM 65473P105 9,170 216,205 SH   DFND 01,02 0 151,351 64,854
NISOURCE INC COM 65473P105 155 3,651 SH   DFND 01,03 0 3,651 0
NISOURCE INC COM 65473P105 577 13,612 SH   DFND 01,16 0 0 13,612
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 377 21,273 SH   DFND 01,02 0 0 21,273
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 4 249 SH   DFND 01,16 0 0 249
NOKIA CORP-SPON ADR ADR 654902204 1,948 247,949 SH   DFND 01,02 0 0 247,949
NOKIA CORP-SPON ADR ADR 654902204 154 19,648 SH   DFND 01,16 0 0 19,648
NOBLE ENERGY INC COM 655044105 164,136 3,460,532 SH   DFND 01,02 0 2,120,885 1,339,647
NOBLE ENERGY INC COM 655044105 790 16,642 SH   DFND 01,03 0 16,642 0
NOBLE ENERGY INC COM 655044105 2,769 58,372 SH   DFND 01,10 0 0 58,372
NOBLE ENERGY INC COM 655044105 47 997 SH   DFND 01,16 0 0 997
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 331 57,952 SH   DFND 01,02 0 0 57,952
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 71 12,458 SH   DFND 01,16 0 0 12,458
NOODLES & CO COM 65540B105 9,452 358,701 SH   DFND 01,02 0 342,311 16,390
NOODLES & CO COM 65540B105 43 1,625 SH   DFND 01,03 0 1,625 0
NORDEA BANK AB-SPON ADR ADR 65557A206 209 18,010 SH   DFND 01,02 0 0 18,010
NORDSON CORP COM 655663102 21,465 275,326 SH   DFND 01,02 0 3,940 271,386
NORDSON CORP COM 655663102 55 700 SH   DFND 01,16 0 0 700
NORDSTROM INC COM 655664100 142,921 1,800,222 SH   DFND 01,02 0 811,721 988,501
NORDSTROM INC COM 655664100 129 1,627 SH   DFND 01,03 0 1,627 0
NORDSTROM INC COM 655664100 657 8,271 SH   DFND 01,16 0 0 8,271
NORFOLK SOUTHERN CORP COM 655844108 60,036 547,733 SH   DFND 01,02 0 68,611 479,122
NORFOLK SOUTHERN CORP COM 655844108 392 3,579 SH   DFND 01,03 0 3,579 0
NORFOLK SOUTHERN CORP COM 655844108 2,738 25,026 SH   DFND 01,16 0 0 25,026
NORSK HYDRO AS-SPONS ADR ADR 656531605 120 21,140 SH   DFND 01,02 0 0 21,140
NORSK HYDRO AS-SPONS ADR ADR 656531605 14 2,500 SH   DFND 01,16 0 0 2,500
NORTH AMERICAN OIL & GAS COR COM 65704V202 0 12,500 SH   DFND 01,16 0 0 12,500
NORTHEAST UTILITIES COM 664397106 74,244 1,387,223 SH   DFND 01,02 0 1,319,543 67,680
NORTHEAST UTILITIES COM 664397106 241 4,514 SH   DFND 01,03 0 4,514 0
NORTHEAST UTILITIES COM 664397106 785 14,671 SH   DFND 01,16 0 0 14,671
NORTHERN OIL AND GAS INC COM 665531109 2,106 372,774 SH   DFND 01,02 0 120,854 251,920
NORTHERN OIL AND GAS INC COM 665531109 4 700 SH   DFND 01,16 0 0 700
NORTHERN TRUST CORP COM 665859104 93,167 1,382,062 SH   DFND 01,02 0 1,331,152 50,910
NORTHERN TRUST CORP COM 665859104 229 3,409 SH   DFND 01,03 0 3,409 0
NORTHERN TRUST CORP COM 665859104 140 2,076 SH   DFND 01,16 0 0 2,076
NORTHRIM BANCORP INC COM 666762109 10,657 406,125 SH   DFND 01,02 0 406,125 0
NORTHROP GRUMMAN CORP COM 666807102 89,226 605,374 SH   DFND 01,02 0 105,476 499,898
NORTHROP GRUMMAN CORP COM 666807102 345 2,338 SH   DFND 01,03 0 2,338 0
NORTHROP GRUMMAN CORP COM 666807102 96,679 656,198 SH   DFND 01,10 0 74,968 581,230
NORTHROP GRUMMAN CORP COM 666807102 1,121 7,609 SH   DFND 01,16 0 605 7,004
NRF 8 3/4 PRF 66704R605 1,042 41,308 SH   DFND 01,02 0 0 41,308
NORTHSTAR REALTY FINANCE COM 66704R704 82 4,667 SH   DFND 01,02 0 4,667 0
NORTHSTAR REALTY FINANCE COM 66704R704 205 11,688 SH   DFND 01,16 0 0 11,688
NORTHWEST BANCSHARES INC COM 667340103 5,235 417,794 SH   DFND 01,02 0 488 417,306
NORTHWEST BANCSHARES INC COM 667340103 8 661 SH   DFND 01,16 0 0 661
NORTHWEST NATURAL GAS CO COM 667655104 6,232 124,905 SH   DFND 01,02 0 5,320 119,585
NORTHWEST NATURAL GAS CO COM 667655104 157 3,155 SH   DFND 01,16 0 0 3,155
NORTHWESTERN CORP COM 668074305 11,621 205,376 SH   DFND 01,02 0 3,564 201,812
NORTHWESTERN CORP COM 668074305 1 12 SH   DFND 01,16 0 0 12
NOVADAQ TECHNOLOGIES INC COM 66987G102 3,176 191,116 SH   DFND 01,02 0 18 191,098
NOVATEL WIRELESS INC COM 66987M604 38 11,810 SH   DFND 01,02 0 11,810 0
NOVATEL WIRELESS INC COM 66987M604 3 790 SH   DFND 01,16 0 0 790
NOVARTIS AG-SPONSORED ADR ADR 66987V109 148,214 1,599,544 SH   DFND 01,02 0 0 1,599,544
NOVARTIS AG-SPONSORED ADR ADR 66987V109 50 545 SH   DFND 01,03 0 0 545
NOVARTIS AG-SPONSORED ADR ADR 66987V109 3,606 38,899 SH   DFND 01,16 0 0 38,899
NOVAVAX INC COM 670002104 7,113 1,199,367 SH   DFND 01,02 0 1,116,937 82,430
NOVAVAX INC COM 670002104 208 35,070 SH   DFND 01,16 0 0 35,070
NOVELLUS SYSTEMS INC CONV BND 670008AD3 19,601 8,570,000 PRN   DFND 01,02 0 0 8,570,000
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 45,050 1,064,522 SH   DFND 01,02 0 0 1,064,522
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,498 35,395 SH   DFND 01,16 0 0 35,395
NOW INC COM 67011P100 14,429 560,763 SH   DFND 01,02 0 312,769 247,994
NOW INC COM 67011P100 78 3,018 SH   DFND 01,16 0 0 3,018
NU SKIN ENTERPRISES INC - A COM 67018T105 20,539 469,966 SH   DFND 01,02 0 421,353 48,613
NU SKIN ENTERPRISES INC - A COM 67018T105 61 1,387 SH   DFND 01,03 0 1,387 0
NU SKIN ENTERPRISES INC - A COM 67018T105 533 12,193 SH   DFND 01,10 0 0 12,193
NU SKIN ENTERPRISES INC - A COM 67018T105 9 209 SH   DFND 01,16 0 0 209
NTELOS HOLDINGS CORP COM 67020Q305 1,068 254,968 SH   DFND 01,02 0 3,060 251,908
NUANCE COMMUNICATIONS INC COM 67020Y100 38,519 2,699,254 SH   DFND 01,02 0 124,987 2,574,267
NUANCE COMMUNICATIONS INC COM 67020Y100 144 10,094 SH   DFND 01,10 0 0 10,094
NUANCE COMMUNICATIONS INC COM 67020Y100 61 4,253 SH   DFND 01,16 0 0 4,253
NUCOR CORP COM 670346105 16,494 335,785 SH   DFND 01,02 0 168,711 167,074
NUCOR CORP COM 670346105 181 3,687 SH   DFND 01,03 0 3,687 0
NUCOR CORP COM 670346105 1,059 21,600 SH   DFND 01,10 0 0 21,600
NUCOR CORP COM 670346105 242 4,944 SH   DFND 01,16 0 0 4,944
NUSTAR ENERGY LP LP 67058H102 725 12,551 SH   DFND 01,16 0 0 12,551
NUVEEN NC PREM INC MUNI FD COM 67060P100 174 13,391 SH   DFND 01,16 0 0 13,391
NUVEEN NY AMT-FR MUNI INC FD COM 670656107 589 45,637 SH   DFND 01,16 0 0 45,637
NUVEEN AMT-FREE MUNI INC FD COM 670657105 1,115 80,720 SH   DFND 01,16 0 0 80,720
NVIDIA CORP COM 67066G104 48,540 2,420,973 SH   DFND 01,02 0 466,194 1,954,779
NVIDIA CORP COM 67066G104 120 5,972 SH   DFND 01,03 0 5,972 0
NVIDIA CORP COM 67066G104 1,235 61,572 SH   DFND 01,16 0 0 61,572
NVIDIA CORP CONV BND 67066GAC8 10,689 9,300,000 PRN   DFND 01,02 0 0 9,300,000
NUVEEN INTERMEDIATE DURATION COM 670671106 694 55,500 SH   DFND 01,16 0 0 55,500
NUTRISYSTEM INC COM 67069D108 2,892 147,878 SH   DFND 01,02 0 21,396 126,482
NUTRISYSTEM INC COM 67069D108 1 45 SH   DFND 01,16 0 0 45
NUVEEN FLT RATE INC OPP FD COM 6706EN100 682 60,438 SH   DFND 01,16 0 0 60,438
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 1,417 116,973 SH   DFND 01,16 0 0 116,973
NUVEEN EQU PREM & GRWTH FD COM 6706EW100 223 15,596 SH   DFND 01,16 0 0 15,596
NUVASIVE INC COM 670704105 10,938 231,950 SH   DFND 01,02 0 25,179 206,771
NUVASIVE INC COM 670704105 1 28 SH   DFND 01,16 0 0 28
NUVEEN QUAL PFD INC FD COM 67071S101 166 20,564 SH   DFND 01,16 0 0 20,564
NUVEEN FLOAT RATE INC FD COM 67072T108 391 35,589 SH   DFND 01,02 0 0 35,589
NUVEEN FLOAT RATE INC FD COM 67072T108 668 60,801 SH   DFND 01,16 0 0 60,801
NXSTAGE MEDICAL INC COM 67072V103 1,227 68,397 SH   DFND 01,02 0 490 67,907
NXSTAGE MEDICAL INC COM 67072V103 4 200 SH   DFND 01,16 0 0 200
NUVEEN PFD INC OPP FD COM 67073B106 343 35,901 SH   DFND 01,16 0 0 35,901
NUVEEN CREDIT STRAT INC FD COM 67073D102 710 80,912 SH   DFND 01,16 0 0 80,912
NUVEEN GLOBAL HIGH INC FD COM 67075G103 376 21,821 SH   DFND 01,16 0 0 21,821
OGE ENERGY CORP COM 670837103 17,128 482,739 SH   DFND 01,02 0 21,501 461,238
OGE ENERGY CORP COM 670837103 55 1,563 SH   DFND 01,16 0 0 1,563
OM GROUP INC COM 670872100 15,562 522,264 SH   DFND 01,02 0 386,811 135,453
NUVEEN MUNI OPP FD COM 670984103 416 28,390 SH   DFND 01,16 0 0 28,390
O'REILLY AUTOMOTIVE INC COM 67103H107 39,791 206,587 SH   DFND 01,02 0 127,149 79,438
O'REILLY AUTOMOTIVE INC COM 67103H107 226 1,172 SH   DFND 01,03 0 1,172 0
O'REILLY AUTOMOTIVE INC COM 67103H107 241 1,253 SH   DFND 01,16 0 0 1,253
OFG BANCORP COM 67103X102 39,441 2,368,730 SH   DFND 01,02 0 1,185,107 1,183,623
OSI SYSTEMS INC COM 671044105 20,703 292,540 SH   DFND 01,02 0 112,113 180,427
OSI SYSTEMS INC COM 671044105 3 48 SH   DFND 01,16 0 0 48
OASIS PETROLEUM INC COM 674215108 7,692 465,005 SH   DFND 01,02 0 22,635 442,370
OASIS PETROLEUM INC COM 674215108 4 229 SH   DFND 01,16 0 0 229
OCCIDENTAL PETROLEUM CORP COM 674599105 513,036 6,363,709 SH   DFND 01,02 0 1,921,192 4,442,517
OCCIDENTAL PETROLEUM CORP COM 674599105 3,556 44,117 SH   DFND 01,02,10 0 0 44,117
OCCIDENTAL PETROLEUM CORP COM 674599105 960 11,905 SH   DFND 01,03 0 11,905 0
OCCIDENTAL PETROLEUM CORP COM 674599105 166,993 2,072,124 SH   DFND 01,10 0 260,870 1,811,254
OCCIDENTAL PETROLEUM CORP COM 674599105 2,421 30,090 SH   DFND 01,16 0 1,209 28,881
OCEANEERING INTL INC COM 675232102 54,178 921,250 SH   DFND 01,02 0 141,417 779,833
OCEANEERING INTL INC COM 675232102 180 3,057 SH   DFND 01,03 0 3,057 0
OCEANEERING INTL INC COM 675232102 51 860 SH   DFND 01,16 0 0 860
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 1,595 136,545 SH   DFND 01,02 0 136,545 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 28 2,434 SH   DFND 01,03 0 2,434 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 45,041 3,859,500 SH   DFND 01,10 0 1,969,604 1,889,896
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 101 8,661 SH   DFND 01,16 0 0 8,661
OCWEN FINANCIAL CORP COM 675746309 2,043 135,268 SH   DFND 01,02 0 1,038 134,230
OCWEN FINANCIAL CORP COM 675746309 1 79 SH   DFND 01,16 0 0 79
OFFICE DEPOT INC COM 676220106 23,535 2,744,845 SH   DFND 01,02 0 319,411 2,425,434
OFFICE DEPOT INC COM 676220106 70 8,150 SH   DFND 01,16 0 0 8,150
LUKOIL OAO-SPON ADR ADR 677862104 17,329 450,844 SH   DFND 01,02 0 0 450,844
LUKOIL OAO-SPON ADR ADR 677862104 7,809 203,084 SH   DFND 01,02,10 0 0 203,084
LUKOIL OAO-SPON ADR ADR 677862104 58 1,507 SH   DFND 01,16 0 0 1,507
LUKOIL OAO-SPON ADR ADR 677862997 314 7,886 SH   DFND 01,02 0 0 7,886
OIL STATES INTERNATIONAL INC COM 678026105 6,450 131,908 SH   DFND 01,02 0 8,860 123,048
OIL STATES INTERNATIONAL INC COM 678026105 8 157 SH   DFND 01,16 0 0 157
OLD DOMINION FREIGHT LINE COM 679580100 37,621 484,564 SH   DFND 01,02 0 74,935 409,629
OLD DOMINION FREIGHT LINE COM 679580100 1,486 19,146 SH   DFND 01,16 0 0 19,146
OLD NATIONAL BANCORP COM 680033107 9,941 668,024 SH   DFND 01,02 0 197,878 470,146
OLD NATIONAL BANCORP COM 680033107 48 3,200 SH   DFND 01,16 0 0 3,200
OLD REPUBLIC INTL CORP COM 680223104 9,085 621,024 SH   DFND 01,02 0 15,954 605,070
OLD REPUBLIC INTL CORP COM 680223104 67 4,581 SH   DFND 01,16 0 0 4,581
OLIN CORP COM 680665205 16,946 744,248 SH   DFND 01,02 0 309,635 434,613
OLIN CORP COM 680665205 53 2,331 SH   DFND 01,16 0 0 2,331
OLYMPIC STEEL INC COM 68162K106 7,449 418,928 SH   DFND 01,02 0 378,864 40,064
OMNICARE INC COM 681904108 34,602 474,455 SH   DFND 01,02 0 15,603 458,852
OMNICARE INC COM 681904108 13,677 187,531 SH   DFND 01,10 0 0 187,531
OMNICARE INC COM 681904108 116 1,597 SH   DFND 01,16 0 1,271 326
OMNICARE INC CONV BND 681904AR9 17,642 15,250,000 PRN   DFND 01,02 0 0 15,250,000
OMNICOM GROUP COM 681919106 36,187 466,859 SH   DFND 01,02 0 56,006 410,853
OMNICOM GROUP COM 681919106 222 2,869 SH   DFND 01,03 0 2,869 0
OMNICOM GROUP COM 681919106 187 2,411 SH   DFND 01,16 0 607 1,804
OMEGA HEALTHCARE INVESTORS COM 681936100 12,534 320,811 SH   DFND 01,02 0 25,941 294,870
OMEGA HEALTHCARE INVESTORS COM 681936100 27,570 703,285 SH   DFND 01,16 0 0 703,285
OMEGA PROTEIN CORP COM 68210P107 3,484 329,620 SH   DFND 01,02 0 100 329,520
OMEGA PROTEIN CORP COM 68210P107 2 189 SH   DFND 01,16 0 0 189
OMNIVISION TECHNOLOGIES INC COM 682128103 18,602 715,433 SH   DFND 01,02 0 383,433 332,000
OMNIVISION TECHNOLOGIES INC COM 682128103 283 10,891 SH   DFND 01,16 0 0 10,891
OMNOVA SOLUTIONS INC COM 682129101 14,322 1,759,567 SH   DFND 01,02 0 1,264,743 494,824
OMNOVA SOLUTIONS INC COM 682129101 0 45 SH   DFND 01,16 0 0 45
OMNICELL INC COM 68213N109 11,828 357,098 SH   DFND 01,02 0 200,603 156,495
OMNICELL INC COM 68213N109 3 100 SH   DFND 01,16 0 0 100
OMEROS CORP COM 682143102 1,219 49,196 SH   DFND 01,02 0 49,196 0
OMNICARE CAPITAL TRUST II CONV PRF 68214Q200 7,418 82,900 SH   DFND 01,02 0 0 82,900
ON ASSIGNMENT INC COM 682159108 27,647 832,962 SH   DFND 01,02 0 56,015 776,947
ON SEMICONDUCTOR CORP COM 682189105 15,388 1,519,056 SH   DFND 01,02 0 120,656 1,398,400
ON SEMICONDUCTOR CORP COM 682189105 94 9,264 SH   DFND 01,16 0 5,250 4,014
ONCOLOGIX TECH INC COM 68230M209 0 11,225 SH   DFND 01,16 0 0 11,225
ONE GAS INC COM 68235P108 5,169 125,417 SH   DFND 01,02 0 4,957 120,460
ONE GAS INC COM 68235P108 184 4,459 SH   DFND 01,16 0 0 4,459
ONEOK INC COM 682680103 60,700 1,219,121 SH   DFND 01,02 0 99,025 1,120,096
ONEOK INC COM 682680103 268 5,381 SH   DFND 01,03 0 5,381 0
ONEOK INC COM 682680103 1,155 23,272 SH   DFND 01,16 0 0 23,272
ONEOK PARTNERS LP LP 68268N103 5,175 131,140 SH   DFND 01,16 0 0 131,140
OPEN TEXT CORP COM 683715106 1,968 33,777 SH   DFND 01,02 0 33,777 0
OPEN TEXT CORP COM 683715106 714 12,249 SH   DFND 01,16 0 0 12,249
OPHTHOTECH CORP COM 683745103 1,167 26,009 SH   DFND 01,02 0 26,009 0
OPKO HEALTH INC COM 68375N103 31 3,110 SH   DFND 01,02 0 3,110 0
OPKO HEALTH INC COM 68375N103 615 61,521 SH   DFND 01,16 0 0 61,521
ORACLE CORP COM 68389X105 551,986 12,274,563 SH   DFND 01,02 0 1,760,260 10,514,303
ORACLE CORP COM 68389X105 1,682 37,411 SH   DFND 01,03 0 37,411 0
ORACLE CORP COM 68389X105 12,100 269,080 SH   DFND 01,10 0 181,930 87,150
ORACLE CORP COM 68389X105 5,020 111,648 SH   DFND 01,16 0 83 111,565
ORANGE-SPON ADR ADR 684060106 372 21,994 SH   DFND 01,02 0 0 21,994
ORANGE-SPON ADR ADR 684060106 114 6,729 SH   DFND 01,16 0 0 6,729
ORASURE TECHNOLOGIES INC COM 68554V108 3,870 381,670 SH   DFND 01,02 0 75 381,595
ORBITAL SCIENCES CORP COM 685564106 28,757 1,069,429 SH   DFND 01,02 0 525,667 543,762
ORBITAL SCIENCES CORP COM 685564106 4 132 SH   DFND 01,16 0 0 132
ORGANOVO HOLDINGS INC COM 68620A104 106 14,600 SH   DFND 01,16 0 0 14,600
ORION MARINE GROUP INC COM 68628V308 1,339 121,135 SH   DFND 01,02 0 167 120,968
ORKLA ASA-SPON ADR ADR 686331109 102 15,010 SH   DFND 01,02 0 0 15,010
ORITANI FINANCIAL CORP COM 68633D103 2,674 173,629 SH   DFND 01,02 0 6,161 167,468
OSHKOSH CORP COM 688239201 21,217 436,142 SH   DFND 01,02 0 19,850 416,292
OSHKOSH CORP COM 688239201 5 100 SH   DFND 01,16 0 0 100
OTTER TAIL CORP COM 689648103 94 3,039 SH   DFND 01,02 0 2,854 185
OTTER TAIL CORP COM 689648103 315 10,170 SH   DFND 01,16 0 0 10,170
OUTERWALL INC COM 690070107 11,159 148,348 SH   DFND 01,02 0 15,180 133,168
OUTERWALL INC COM 690070107 8 100 SH   DFND 01,16 0 0 100
OUTFRONT MEDIA INC COM 69007J106 39,529 1,472,761 SH   DFND 01,02 0 140,892 1,331,869
OUTFRONT MEDIA INC COM 69007J106 160 5,975 SH   DFND 01,03 0 5,975 0
OUTFRONT MEDIA INC COM 69007J106 66,885 2,493,875 SH   DFND 01,10 0 1,178,943 1,314,932
OUTFRONT MEDIA INC COM 69007J106 0 16 SH   DFND 01,16 0 0 16
OVERSTOCK.COM INC COM 690370101 318 13,100 SH   DFND 01,02 0 3,870 9,230
OWENS & MINOR INC COM 690732102 23,376 665,835 SH   DFND 01,02 0 348,743 317,092
OWENS & MINOR INC COM 690732102 11 300 SH   DFND 01,16 0 0 300
OWENS CORNING COM 690742101 10,824 302,247 SH   DFND 01,02 0 11,926 290,321
OWENS CORNING COM 690742101 12,652 353,414 SH   DFND 01,10 0 0 353,414
OWENS CORNING COM 690742101 7 200 SH   DFND 01,16 0 0 200
OWENS-ILLINOIS INC COM 690768403 12,231 453,231 SH   DFND 01,02 0 69,385 383,846
OWENS-ILLINOIS INC COM 690768403 51 1,907 SH   DFND 01,03 0 1,907 0
OWENS-ILLINOIS INC COM 690768403 336 12,662 SH   DFND 01,16 0 1,314 11,348
OXFORD INDUSTRIES INC COM 691497309 3,556 64,413 SH   DFND 01,02 0 707 63,706
OXFORD INDUSTRIES INC COM 691497309 44 800 SH   DFND 01,16 0 0 800
PBF ENERGY INC-CLASS A COM 69318G106 12,032 451,653 SH   DFND 01,02 0 38,253 413,400
PBF ENERGY INC-CLASS A COM 69318G106 19 700 SH   DFND 01,16 0 0 700
PBF LOGISTICS LP LP 69318Q104 1,345 62,983 SH   DFND 01,02 0 62,983 0
PDC ENERGY INC COM 69327R101 24,396 591,084 SH   DFND 01,02 0 92,187 498,897
PDL BIOPHARMA INC COM 69329Y104 23 2,971 SH   DFND 01,02 0 2,971 0
PDL BIOPHARMA INC COM 69329Y104 72 9,281 SH   DFND 01,16 0 0 9,281
P G & E CORP COM 69331C108 99,908 1,876,129 SH   DFND 01,02 0 236,277 1,639,852
P G & E CORP COM 69331C108 339 6,385 SH   DFND 01,03 0 6,385 0
P G & E CORP COM 69331C108 350 6,578 SH   DFND 01,16 0 492 6,086
PHH CORP COM 693320202 13,714 572,403 SH   DFND 01,02 0 52,403 520,000
PHH CORP COM 693320202 0 10 SH   DFND 01,16 0 0 10
PICO HOLDINGS INC COM 693366205 10,370 550,103 SH   DFND 01,02 0 286,483 263,620
PHI INC-NON VOTING COM 69336T205 1,939 51,861 SH   DFND 01,02 0 0 51,861
PGT INC COM 69336V101 3,236 336,084 SH   DFND 01,02 0 774 335,310
PMC - SIERRA INC COM 69344F106 82 8,954 SH   DFND 01,02 0 8,954 0
PMC - SIERRA INC COM 69344F106 99 10,800 SH   DFND 01,16 0 0 10,800
PMFG INC COM 69345P103 8,146 1,557,364 SH   DFND 01,02 0 1,130,174 427,190
PMFG INC COM 69345P103 5 1,000 SH   DFND 01,16 0 0 1,000
PNC FINANCIAL SERVICES GROUP COM 693475105 280,533 3,074,987 SH   DFND 01,02 0 1,463,823 1,611,164
PNC FINANCIAL SERVICES GROUP COM 693475105 634 6,955 SH   DFND 01,03 0 6,955 0
PNC FINANCIAL SERVICES GROUP COM 693475105 51,426 563,700 SH   DFND 01,10 0 0 563,700
PNC FINANCIAL SERVICES GROUP COM 693475105 1,438 15,760 SH   DFND 01,16 0 0 15,760
PNC 6 1/8 PRF 693475857 33,113 1,192,903 SH   DFND 01,02 0 0 1,192,903
PNC 6 1/8 PRF 693475857 34 1,243 SH   DFND 01,16 0 0 1,243
POSCO- SPON ADR ADR 693483109 379 5,928 SH   DFND 01,02 0 0 5,928
POSCO- SPON ADR ADR 693483109 37 579 SH   DFND 01,16 0 0 579
PNM RESOURCES INC COM 69349H107 6,161 207,958 SH   DFND 01,02 0 23,638 184,320
PPG INDUSTRIES INC COM 693506107 124,295 537,716 SH   DFND 01,02 0 70,943 466,773
PPG INDUSTRIES INC COM 693506107 643 2,785 SH   DFND 01,03 0 2,785 0
PPG INDUSTRIES INC COM 693506107 115,329 499,104 SH   DFND 01,10 0 27,267 471,837
PPG INDUSTRIES INC COM 693506107 1,749 7,448 SH   DFND 01,16 0 0 7,448
PPL CORP COM 69351T106 143,077 3,937,390 SH   DFND 01,02 0 237,573 3,699,817
PPL CORP COM 69351T106 663 18,268 SH   DFND 01,03 0 18,268 0
PPL CORP COM 69351T106 933 25,668 SH   DFND 01,16 0 0 25,668
PRA GROUP INC COM 69354N106 51,981 897,285 SH   DFND 01,02 0 552,416 344,869
PRA GROUP INC COM 69354N106 76 1,304 SH   DFND 01,03 0 1,304 0
PRA GROUP INC COM 69354N106 9 156 SH   DFND 01,16 0 0 156
PRGX GLOBAL INC COM 69357C503 14,086 2,462,589 SH   DFND 01,02 0 1,749,973 712,616
PS BUSINESS PARKS INC/CA COM 69360J107 7,412 93,185 SH   DFND 01,02 0 6,407 86,778
PS BUSINESS PARKS INC/CA COM 69360J107 3 37 SH   DFND 01,16 0 0 37
PVH CORP COM 693656100 39,919 311,449 SH   DFND 01,02 0 141,040 170,409
PVH CORP COM 693656100 122 952 SH   DFND 01,03 0 952 0
PVH CORP COM 693656100 88 688 SH   DFND 01,16 0 0 688
PTC THERAPEUTICS INC COM 69366J200 2,890 55,812 SH   DFND 01,02 0 20,212 35,600
BANK MANDIRI TBK-UNSPON ADR ADR 69367U105 136 15,606 SH   DFND 01,02 0 0 15,606
PTC INC COM 69370C100 72,648 1,982,126 SH   DFND 01,02 0 473,107 1,509,019
PTC INC COM 69370C100 132 3,600 SH   DFND 01,03 0 3,600 0
PTC INC COM 69370C100 50 1,370 SH   DFND 01,10 0 0 1,370
PTC INC COM 69370C100 1 14 SH   DFND 01,16 0 0 14
PACCAR INC COM 693718108 11,436 167,118 SH   DFND 01,02 0 91,580 75,538
PACCAR INC COM 693718108 279 4,095 SH   DFND 01,03 0 4,095 0
PACCAR INC COM 693718108 1,199 17,641 SH   DFND 01,16 0 0 17,641
PACIFIC ETHANOL INC COM 69423U305 162 15,600 SH   DFND 01,02 0 4,600 11,000
PACIRA PHARMACEUTICALS INC COM 695127100 74,449 839,711 SH   DFND 01,02 0 277,547 562,164
PACIRA PHARMACEUTICALS INC COM 695127100 72 812 SH   DFND 01,03 0 812 0
PACKAGING CORP OF AMERICA COM 695156109 71,635 917,746 SH   DFND 01,02 0 65,062 852,684
PACKAGING CORP OF AMERICA COM 695156109 291 3,725 SH   DFND 01,03 0 3,725 0
PACKAGING CORP OF AMERICA COM 695156109 682 8,750 SH   DFND 01,16 0 355 8,395
PACWEST BANCORP COM 695263103 46,250 1,017,404 SH   DFND 01,02 0 256,764 760,640
PALL CORP COM 696429307 119,353 1,179,259 SH   DFND 01,02 0 732,034 447,225
PALL CORP COM 696429307 125 1,231 SH   DFND 01,03 0 1,231 0
PALL CORP COM 696429307 261 2,580 SH   DFND 01,16 0 0 2,580
PALO ALTO NETWORKS INC COM 697435105 85,873 700,596 SH   DFND 01,02 0 522,318 178,278
PALO ALTO NETWORKS INC COM 697435105 93 758 SH   DFND 01,03 0 758 0
PALO ALTO NETWORKS INC COM 697435105 1,569 12,709 SH   DFND 01,16 0 0 12,709
PALO ALTO NETWORKS INC CONV BND 697435AA3 10,853 8,610,000 PRN   DFND 01,02 0 0 8,610,000
PAN AMERICAN SILVER CORP COM 697900108 4,365 474,400 SH   DFND 01,02 0 0 474,400
PAN AMERICAN SILVER CORP COM 697900108 3 325 SH   DFND 01,16 0 0 325
PANALPINA WELTTRANSP-UNS ADR ADR 698116100 2 60 SH   DFND 01,02 0 0 60
PANALPINA WELTTRANSP-UNS ADR ADR 698116100 213 8,012 SH   DFND 01,16 0 0 8,012
PANASONIC CORP-SPON ADR ADR 69832A205 306 25,648 SH   DFND 01,02 0 0 25,648
PANASONIC CORP-SPON ADR ADR 69832A205 56 4,731 SH   DFND 01,16 0 0 4,731
PANDORA MEDIA INC COM 698354107 1,093 61,281 SH   DFND 01,02 0 2,281 59,000
PANDORA MEDIA INC COM 698354107 5 300 SH   DFND 01,16 0 0 300
PANERA BREAD COMPANY-CLASS A COM 69840W108 23,746 135,845 SH   DFND 01,02 0 8,254 127,591
PANERA BREAD COMPANY-CLASS A COM 69840W108 6,928 39,636 SH   DFND 01,10 0 5,000 34,636
PANERA BREAD COMPANY-CLASS A COM 69840W108 92 526 SH   DFND 01,16 0 0 526
PANTRY INC COM 698657103 2,887 77,881 SH   DFND 01,02 0 25,851 52,030
PAPA JOHN'S INTL INC COM 698813102 13,281 238,035 SH   DFND 01,02 0 20,230 217,805
PAPA JOHN'S INTL INC COM 698813102 19 349 SH   DFND 01,16 0 0 349
PARADIGM ADVANCED TECH INC COM 699004107 0 19,500 SH   DFND 01,16 0 0 19,500
PARAMOUNT GROUP INC COM 69924R108 3,876 208,505 SH   DFND 01,02 0 179,545 28,960
PAREXEL INTERNATIONAL CORP COM 699462107 38,500 692,937 SH   DFND 01,02 0 57,419 635,518
PAREXEL INTERNATIONAL CORP COM 699462107 132 2,375 SH   DFND 01,03 0 2,375 0
PAREXEL INTERNATIONAL CORP COM 699462107 256 4,601 SH   DFND 01,16 0 0 4,601
PARK ELECTROCHEMICAL CORP COM 700416209 7,612 305,321 SH   DFND 01,02 0 11,974 293,347
PARK NATIONAL CORP COM 700658107 746 8,431 SH   DFND 01,02 0 8,431 0
PARKER DRILLING CO COM 701081101 3,512 1,144,022 SH   DFND 01,02 0 1,360 1,142,662
PARKER DRILLING CO COM 701081101 1 200 SH   DFND 01,16 0 0 200
PARKER HANNIFIN CORP COM 701094104 138,949 1,077,582 SH   DFND 01,02 0 762,323 315,259
PARKER HANNIFIN CORP COM 701094104 285 2,211 SH   DFND 01,03 0 2,211 0
PARKER HANNIFIN CORP COM 701094104 639 4,959 SH   DFND 01,16 0 599 4,360
PARKS! AMERICA INC COM 701455107 20 600,000 SH   DFND 01,16 0 0 600,000
PARKWAY PROPERTIES INC COM 70159Q104 8,187 445,188 SH   DFND 01,02 0 2,498 442,690
PARSLEY ENERGY INC-CLASS A COM 701877102 1,268 79,467 SH   DFND 01,02 0 250 79,217
PARSLEY ENERGY INC-CLASS A COM 701877102 68 4,278 SH   DFND 01,16 0 0 4,278
PATRICK INDUSTRIES INC COM 703343103 1,010 22,969 SH   DFND 01,02 0 22,969 0
PATRICK INDUSTRIES INC COM 703343103 13 300 SH   DFND 01,16 0 0 300
PATRIOT COAL CORP CONV BND 70336TAA2 0 115,000 PRN   DFND 01,02 0 0 115,000
PATTERN ENERGY GROUP INC COM 70338P100 27,913 1,131,960 SH   DFND 01,10 0 513,821 618,139
PATTERN ENERGY GROUP INC COM 70338P100 6 247 SH   DFND 01,16 0 0 247
PATTERSON COS INC COM 703395103 18,191 378,211 SH   DFND 01,02 0 10,279 367,932
PATTERSON COS INC COM 703395103 48 991 SH   DFND 01,03 0 991 0
PATTERSON COS INC COM 703395103 119 2,475 SH   DFND 01,16 0 0 2,475
PATTERSON-UTI ENERGY INC COM 703481101 29,239 1,762,435 SH   DFND 01,02 0 113,632 1,648,803
PATTERSON-UTI ENERGY INC COM 703481101 68 4,082 SH   DFND 01,16 0 0 4,082
PAYCHEX INC COM 704326107 54,232 1,174,632 SH   DFND 01,02 0 109,783 1,064,849
PAYCHEX INC COM 704326107 207 4,498 SH   DFND 01,03 0 4,498 0
PAYCHEX INC COM 704326107 25,682 556,795 SH   DFND 01,16 0 0 556,795
PAYLOCITY HOLDING CORP COM 70438V106 1,180 45,180 SH   DFND 01,02 0 100 45,080
PAYLOCITY HOLDING CORP COM 70438V106 110 4,254 SH   DFND 01,16 0 0 4,254
PEABODY ENERGY CORP COM 704549104 9,428 1,218,269 SH   DFND 01,02 0 590,129 628,140
PEABODY ENERGY CORP COM 704549104 13 1,648 SH   DFND 01,16 0 0 1,648
PEABODY ENERGY CORP CONV BND 704549AG9 17 32,000 PRN   DFND 01,02 0 0 32,000
PEABODY ENERGY CORP CONV BND 704549AG9 1 2,000 PRN   DFND 01,16 0 0 2,000
PEBBLEBROOK HOTEL TRUST COM 70509V100 482 10,544 SH   DFND 01,02 0 4,544 6,000
PEBBLEBROOK HOTEL TRUST COM 70509V100 13 281 SH   DFND 01,16 0 0 281
PEGASYSTEMS INC COM 705573103 1,919 92,376 SH   DFND 01,02 0 82,976 9,400
PENDRELL CORP COM 70686R104 15 11,020 SH   DFND 01,02 0 11,020 0
PENGROWTH ENERGY CORP COM 70706P104 32 10,312 SH   DFND 01,16 0 0 10,312
PENN VIRGINIA CORP COM 707882106 2,124 317,977 SH   DFND 01,02 0 3,442 314,535
PENN VIRGINIA CORP CONV PRF 707882403 11,369 172,050 SH   DFND 01,02 0 0 172,050
J.C. PENNEY CO INC COM 708160106 10,887 1,680,220 SH   DFND 01,02 0 49,780 1,630,440
J.C. PENNEY CO INC COM 708160106 40 6,210 SH   DFND 01,16 0 0 6,210
PENN REAL ESTATE INVEST TST COM 709102107 18,192 775,428 SH   DFND 01,02 0 46,654 728,774
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 1,546 73,315 SH   DFND 01,02 0 0 73,315
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 180 8,550 SH   DFND 01,16 0 0 8,550
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 20,418 416,100 SH   DFND 01,02 0 284,387 131,713
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 5 100 SH   DFND 01,16 0 0 100
PEOPLES BANCORP INC COM 709789101 3,768 145,310 SH   DFND 01,02 0 310 145,000
PEOPLE'S UNITED FINANCIAL COM 712704105 2,389 157,300 SH   DFND 01,02 0 67,302 89,998
PEOPLE'S UNITED FINANCIAL COM 712704105 54 3,562 SH   DFND 01,03 0 3,562 0
PEOPLE'S UNITED FINANCIAL COM 712704105 245 16,129 SH   DFND 01,16 0 0 16,129
PEP BOYS-MANNY MOE & JACK COM 713278109 2,356 239,853 SH   DFND 01,02 0 4,661 235,192
PEP BOYS-MANNY MOE & JACK COM 713278109 20 2,000 SH   DFND 01,16 0 0 2,000
PEPCO HOLDINGS INC COM 713291102 7,565 280,927 SH   DFND 01,02 0 208,026 72,901
PEPCO HOLDINGS INC COM 713291102 78 2,911 SH   DFND 01,03 0 2,911 0
PEPCO HOLDINGS INC COM 713291102 308 11,445 SH   DFND 01,16 0 0 11,445
PEPSICO INC COM 713448108 580,180 6,133,978 SH   DFND 01,02 0 3,043,689 3,090,289
PEPSICO INC COM 713448108 2,541 26,872 SH   DFND 01,03 0 26,872 0
PEPSICO INC COM 713448108 125,775 1,330,132 SH   DFND 01,10 0 173,453 1,156,679
PEPSICO INC COM 713448108 8,600 91,030 SH   DFND 01,16 0 0 91,030
PEREGRINE PHARMACEUTICALS COM 713661304 14 10,040 SH   DFND 01,02 0 10,040 0
PEREGRINE PHARMACEUTICALS COM 713661304 1 700 SH   DFND 01,16 0 0 700
PERFICIENT INC COM 71375U101 2,838 152,334 SH   DFND 01,02 0 1,021 151,313
PERFICIENT INC COM 71375U101 20 1,095 SH   DFND 01,16 0 0 1,095
PERICOM SEMICONDUCTOR CORP COM 713831105 1,200 88,654 SH   DFND 01,02 0 1,285 87,369
PERKINELMER INC COM 714046109 13,056 298,541 SH   DFND 01,02 0 9,085 289,456
PERKINELMER INC COM 714046109 57 1,304 SH   DFND 01,03 0 1,304 0
PERKINELMER INC COM 714046109 12,758 291,744 SH   DFND 01,10 0 0 291,744
PERKINELMER INC COM 714046109 15 333 SH   DFND 01,16 0 0 333
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 1,630 173,654 SH   DFND 01,02 0 103,484 70,170
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 258 5,695 SH   DFND 01,02 0 0 5,695
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 4 80 SH   DFND 01,16 0 0 80
PETMED EXPRESS INC COM 716382106 1,289 89,732 SH   DFND 01,02 0 644 89,088
PETROCHINA CO LTD -ADR ADR 71646E100 387 3,496 SH   DFND 01,02 0 0 3,496
PETRO ONE ENERGY CORP COM 71646L104 8 75,000 SH   DFND 01,16 0 0 75,000
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 142 18,780 SH   DFND 01,02 0 0 18,780
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 29,113 3,840,627 SH   DFND 01,10 0 0 3,840,627
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 2 226 SH   DFND 01,16 0 0 226
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 66 9,118 SH   DFND 01,02 0 0 9,118
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 4,488 614,774 SH   DFND 01,02,10 0 0 614,774
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 502 68,706 SH   DFND 01,16 0 0 68,706
PETROQUEST ENERGY INC COM 716748108 5,728 1,531,636 SH   DFND 01,02 0 61,225 1,470,411
PETSMART INC COM 716768106 2,687 33,071 SH   DFND 01,02 0 12,675 20,396
PETSMART INC COM 716768106 93 1,150 SH   DFND 01,03 0 1,150 0
PETSMART INC COM 716768106 770 9,472 SH   DFND 01,16 0 0 9,472
PHARMACYCLICS INC COM 716933106 590,037 4,826,091 SH   DFND 01,02 0 4,268,243 557,848
PHARMACYCLICS INC COM 716933106 16,956 138,692 SH   DFND 01,03 0 138,692 0
PHARMACYCLICS INC COM 716933106 495 4,051 SH   DFND 01,16 0 0 4,051
PFIZER INC COM 717081103 1,317,304 42,288,900 SH   DFND 01,02 0 11,979,451 30,309,449
PFIZER INC COM 717081103 6,706 215,293 SH   DFND 01,02,10 0 0 215,293
PFIZER INC COM 717081103 2,722 87,366 SH   DFND 01,03 0 87,366 0
PFIZER INC COM 717081103 225,755 7,247,360 SH   DFND 01,10 0 1,315,965 5,931,395
PFIZER INC COM 717081103 11,420 366,672 SH   DFND 01,16 0 3,136 363,536
PHARMERICA CORP COM 71714F104 34,324 1,657,359 SH   DFND 01,02 0 104,980 1,552,379
PHARMERICA CORP COM 71714F104 0 24 SH   DFND 01,16 0 0 24
PHIBRO ANIMAL HEALTH CORP-A COM 71742Q106 4,039 128,044 SH   DFND 01,02 0 34,849 93,195
PHIBRO ANIMAL HEALTH CORP-A COM 71742Q106 28 900 SH   DFND 01,16 0 0 900
PHILIP MORRIS INTERNATIONAL COM 718172109 884,005 10,850,809 SH   DFND 01,02 0 3,950,357 6,900,452
PHILIP MORRIS INTERNATIONAL COM 718172109 1,705 20,935 SH   DFND 01,03 0 20,935 0
PHILIP MORRIS INTERNATIONAL COM 718172109 123,861 1,520,887 SH   DFND 01,10 0 601,105 919,782
PHILIP MORRIS INTERNATIONAL COM 718172109 9,012 110,653 SH   DFND 01,16 0 0 110,653
PHILIPPINE LONG DIST -SP ADR ADR 718252604 115 1,824 SH   DFND 01,02 0 0 1,824
PHILIPPINE LONG DIST -SP ADR ADR 718252604 6,924 109,400 SH   DFND 01,10 0 0 109,400
PHILLIPS 66 COM 718546104 132,422 1,846,871 SH   DFND 01,02 0 209,747 1,637,124
PHILLIPS 66 COM 718546104 459 6,404 SH   DFND 01,03 0 6,404 0
PHILLIPS 66 COM 718546104 2,677 37,333 SH   DFND 01,16 0 57 37,276
PHOENIX COMPANIES INC COM 71902E604 418 6,071 SH   DFND 01,02 0 6,071 0
PHOENIX COMPANIES INC COM 71902E604 0 2 SH   DFND 01,16 0 0 2
PHOTRONICS INC COM 719405102 9,660 1,162,481 SH   DFND 01,02 0 1,107 1,161,374
PHYSICIANS REALTY TRUST COM 71943U104 19,724 1,188,158 SH   DFND 01,02 0 956,807 231,351
PIEDMONT NATURAL GAS CO COM 720186105 13,808 350,315 SH   DFND 01,02 0 5,972 344,343
PIEDMONT NATURAL GAS CO COM 720186105 232 5,875 SH   DFND 01,16 0 0 5,875
PIER 1 IMPORTS INC COM 720279108 402 26,074 SH   DFND 01,02 0 778 25,296
PILGRIM'S PRIDE CORP COM 72147K108 24,248 739,485 SH   DFND 01,02 0 400,965 338,520
PILGRIM'S PRIDE CORP COM 72147K108 294 8,967 SH   DFND 01,16 0 0 8,967
PIMCO STRATEGIC INCOME FUND COM 72200X104 174 18,366 SH   DFND 01,16 0 0 18,366
PIMCO MUNI INCOME FUND III COM 72201A103 145 13,098 SH   DFND 01,16 0 0 13,098
PIMCO CORPORATE & INCOME OPP COM 72201B101 523 32,919 SH   DFND 01,16 0 0 32,919
PIMCO 1-5 YEAR US TIPS INDEX COM 72201R205 1,082 20,924 SH   DFND 01,16 0 0 20,924
PIMCO TOTAL RETURN ACTIVE EX COM 72201R775 318 2,966 SH   DFND 01,16 0 0 2,966
PIMCO 0-5 YEAR H/Y CORP BOND COM 72201R783 87,054 863,567 SH   DFND 01,16 0 0 863,567
PINNACLE ENTERTAINMENT INC COM 723456109 5,928 266,456 SH   DFND 01,02 0 2,312 264,144
PINNACLE ENTERTAINMENT INC COM 723456109 0 13 SH   DFND 01,16 0 0 13
PINNACLE FINANCIAL PARTNERS COM 72346Q104 5,826 147,349 SH   DFND 01,02 0 1,576 145,773
PINNACLE FINANCIAL PARTNERS COM 72346Q104 4 100 SH   DFND 01,16 0 0 100
PINNACLE WEST CAPITAL COM 723484101 2,611 38,225 SH   DFND 01,02 0 15,575 22,650
PINNACLE WEST CAPITAL COM 723484101 87 1,278 SH   DFND 01,03 0 1,278 0
PINNACLE WEST CAPITAL COM 723484101 119 1,741 SH   DFND 01,16 0 0 1,741
PINNACLE FOODS INC COM 72348P104 2,424 68,664 SH   DFND 01,02 0 100 68,564
PINNACLE FOODS INC COM 72348P104 15,819 448,246 SH   DFND 01,10 0 0 448,246
PINNACLE FOODS INC COM 72348P104 267 7,576 SH   DFND 01,16 0 0 7,576
PIONEER ENERGY SERVICES CORP COM 723664108 2,157 389,311 SH   DFND 01,02 0 92,063 297,248
PIONEER FLOATING RATE TRUST COM 72369J102 370 32,478 SH   DFND 01,16 0 0 32,478
PIONEER NATURAL RESOURCES CO COM 723787107 20,063 134,791 SH   DFND 01,02 0 64,316 70,475
PIONEER NATURAL RESOURCES CO COM 723787107 256 1,723 SH   DFND 01,03 0 1,723 0
PIONEER NATURAL RESOURCES CO COM 723787107 76 508 SH   DFND 01,16 0 0 508
PIPER JAFFRAY COS COM 724078100 8,316 143,141 SH   DFND 01,02 0 70,441 72,700
PIPER JAFFRAY COS COM 724078100 12 209 SH   DFND 01,16 0 0 209
PIRAEUS BANK-UNSP ADR ADR 724249206 21 9,374 SH   DFND 01,02 0 0 9,374
PIRAEUS BANK-UNSP ADR ADR 724249206 115 52,827 SH   DFND 01,16 0 0 52,827
PITNEY BOWES INC COM 724479100 22,275 914,021 SH   DFND 01,02 0 35,145 878,876
PITNEY BOWES INC COM 724479100 57 2,326 SH   DFND 01,03 0 2,326 0
PITNEY BOWES INC COM 724479100 102 4,200 SH   DFND 01,10 0 0 4,200
PITNEY BOWES INC COM 724479100 891 36,560 SH   DFND 01,16 0 0 36,560
PLAINS ALL AMER PIPELINE LP LP 726503105 22 430 SH   DFND 01,02 0 430 0
PLAINS ALL AMER PIPELINE LP LP 726503105 54,929 1,069,468 SH   DFND 01,10 0 558,095 511,373
PLAINS ALL AMER PIPELINE LP LP 726503105 1,993 38,830 SH   DFND 01,16 0 0 38,830
PLAINS GP HOLDINGS LP-CL A LP 72651A108 14,151 551,038 SH   DFND 01,02 0 68,814 482,224
PLAINS GP HOLDINGS LP-CL A LP 72651A108 16 621 SH   DFND 01,16 0 0 621
PLANTRONICS INC COM 727493108 39,713 748,993 SH   DFND 01,02 0 415,293 333,700
PLANTRONICS INC COM 727493108 2 33 SH   DFND 01,16 0 0 33
PLEXUS CORP COM 729132100 34,019 825,494 SH   DFND 01,02 0 362,873 462,621
PLUM CREEK TIMBER CO COM 729251108 3,226 75,390 SH   DFND 01,02 0 39,312 36,078
PLUM CREEK TIMBER CO COM 729251108 87 2,033 SH   DFND 01,03 0 2,033 0
PLUM CREEK TIMBER CO COM 729251108 72 1,688 SH   DFND 01,10 0 0 1,688
PLUM CREEK TIMBER CO COM 729251108 303 7,085 SH   DFND 01,16 0 0 7,085
POLARIS INDUSTRIES INC COM 731068102 24,450 161,666 SH   DFND 01,02 0 20,312 141,354
POLARIS INDUSTRIES INC COM 731068102 38 248 SH   DFND 01,03 0 248 0
POLARIS INDUSTRIES INC COM 731068102 2,324 15,371 SH   DFND 01,16 0 0 15,371
POLYCOM INC COM 73172K104 20,352 1,507,541 SH   DFND 01,02 0 773,441 734,100
POLYCOM INC COM 73172K104 5 400 SH   DFND 01,16 0 0 400
POLYONE CORPORATION COM 73179P106 19,701 519,653 SH   DFND 01,02 0 5,463 514,190
POLYONE CORPORATION COM 73179P106 16 430 SH   DFND 01,16 0 0 430
POLYMET MINING CORP COM 731916102 13 12,448 SH   DFND 01,16 0 0 12,448
POOL CORP COM 73278L105 14,230 224,294 SH   DFND 01,02 0 2,422 221,872
POOL CORP COM 73278L105 16 256 SH   DFND 01,16 0 0 256
POPEYES LOUISIANA KITCHEN IN COM 732872106 1,239 22,034 SH   DFND 01,02 0 22,034 0
POPEYES LOUISIANA KITCHEN IN COM 732872106 41 725 SH   DFND 01,16 0 0 725
POPULAR INC COM 733174700 651 19,117 SH   DFND 01,02 0 19,117 0
PORSCHE AUTOMOBIL-UNSP ADR ADR 73328P106 205 25,194 SH   DFND 01,02 0 0 25,194
PORTLAND GENERAL ELECTRIC CO COM 736508847 118,156 3,123,197 SH   DFND 01,02 0 702,569 2,420,628
PORTLAND GENERAL ELECTRIC CO COM 736508847 480 12,688 SH   DFND 01,03 0 12,688 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 147 3,911 SH   DFND 01,16 0 0 3,911
POST HOLDINGS INC COM 737446104 5,911 141,112 SH   DFND 01,02 0 2,951 138,161
POST 3 3/4 CONV PRF 737446203 19,367 198,900 SH   DFND 01,02 0 0 198,900
POST PROPERTIES INC COM 737464107 27,304 464,499 SH   DFND 01,02 0 179,215 285,284
POTASH CORP OF SASKATCHEWAN COM 73755L107 120 3,398 SH   DFND 01,02 0 3,398 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 2,391 67,303 SH   DFND 01,16 0 0 67,303
POTLATCH CORP COM 737630103 12,085 288,628 SH   DFND 01,02 0 194,691 93,937
POWELL INDUSTRIES INC COM 739128106 2,030 41,376 SH   DFND 01,02 0 661 40,715
POWER INTEGRATIONS INC COM 739276103 7,181 138,778 SH   DFND 01,02 0 9,004 129,774
POWER SOLUTIONS INTERNATIONA COM 73933G202 1,719 33,319 SH   DFND 01,02 0 160 33,159
POWERSHARES QQQ TRUST SERIES COM 73935A104 31,680 306,844 SH   DFND 01,16 0 0 306,844
POWERSHARES INDIA PORTFOLIO COM 73935L100 674 32,099 SH   DFND 01,16 0 0 32,099
POWERSHARES DB COMMODITY IND COM 73935S105 21 1,119 SH   DFND   0 0 1,119
POWERSHARES DB COMMODITY IND COM 73935S105 1,310 72,831 SH   DFND 01,16 0 0 72,831
POWERSHARES DYNAMIC MKT PORT COM 73935X104 1,864 25,227 SH   DFND 01,16 0 0 25,227
POWERSHARES NASDAQ INTERNET COM 73935X146 1,819 27,111 SH   DFND 01,16 0 0 27,111
POWERSHARES DWA MOMENTUM POR COM 73935X153 21,139 516,146 SH   DFND 01,16 0 0 516,146
POWERSHARES FINANCIAL PREFRD COM 73935X229 1,330 72,861 SH   DFND 01,16 0 0 72,861
POWERSHARES BUYBACK ACHVERS COM 73935X286 7,486 155,683 SH   DFND 01,16 0 0 155,683
POWERSHARES H/Y EQ DVD ACHIE COM 73935X302 493 36,520 SH   DFND 01,16 0 0 36,520
POWERSHARES DWA TECHNOLOGY M COM 73935X344 1,039 27,070 SH   DFND 01,16 0 0 27,070
POWERSHARES DWA HEALTHCARE M COM 73935X351 1,018 18,765 SH   DFND 01,16 0 0 18,765
POWERSHARES DWA INDUSTRIALS COM 73935X369 785 16,578 SH   DFND 01,16 0 0 16,578
POWERSHARES DWA CONSUMER STA COM 73935X393 846 16,637 SH   DFND 01,16 0 0 16,637
POWERSHARES GLD DRG CHINA COM 73935X401 538 19,302 SH   DFND 01,16 0 0 19,302
POWERSHARES DWA CONSUMER CYC COM 73935X419 778 17,437 SH   DFND 01,16 0 0 17,437
POWERSHARES FDMNL PUR M CORE COM 73935X443 474 11,973 SH   DFND 01,16 0 0 11,973
POWERSHARES FDMNL PUR L CORE COM 73935X450 1,452 35,701 SH   DFND 01,16 0 0 35,701
POWERSHARES WILDERH CLEAN EN COM 73935X500 102 19,363 SH   DFND 01,16 0 0 19,363
POWERSHARES FTSE RAFI US1500 COM 73935X567 43 428 SH   DFND 01,02 0 428 0
POWERSHARES FTSE RAFI US1500 COM 73935X567 2,985 29,562 SH   DFND 01,16 0 0 29,562
POWERSHARES WATER RESOURCES COM 73935X575 264 10,254 SH   DFND 01,16 0 0 10,254
POWERSHARES FTSE RAFI US 1K COM 73935X583 43 475 SH   DFND 01,02 0 475 0
POWERSHARES FTSE RAFI US 1K COM 73935X583 9,667 105,508 SH   DFND 01,16 0 0 105,508
POWERSHARES DYN L CAP GROWTH COM 73935X609 529 18,095 SH   DFND 01,16 0 0 18,095
POWERSHARES DYN OIL & GAS SV COM 73935X625 576 32,869 SH   DFND 01,16 0 0 32,869
POWERSHARES AERO & DEFENSE COM 73935X690 1,223 35,183 SH   DFND 01,16 0 0 35,183
POWERSHARES DYN L/C VALUE COM 73935X708 1,352 43,238 SH   DFND 01,16 0 0 43,238
POWERSHARES INTER DVD ACHIEV COM 73935X716 7,039 403,049 SH   DFND 01,16 0 0 403,049
POWERSHARES DVD ACHIEVERS PT COM 73935X732 509 23,448 SH   DFND 01,16 0 0 23,448
POWERSHARES DYN PHARMACEUTIC COM 73935X799 18,719 282,252 SH   DFND 01,16 0 0 282,252
POWERSHARES DYN BIOTECH&GENO COM 73935X856 240 4,787 SH   DFND 01,16 0 0 4,787
POWERSHARES DB G10 CURR HARV COM 73935Y102 261 10,232 SH   DFND 01,16 0 0 10,232
POWERSHARES DB OIL FUND COM 73936B507 824 52,465 SH   DFND 01,16 0 0 52,465
POWERSHARES DB US DOL IND BU COM 73936D107 4,522 188,654 SH   DFND 01,16 0 0 188,654
POWERSHARES S&P 500 BUYWRITE COM 73936G308 671 32,390 SH   DFND 01,16 0 0 32,390
POWERSHARES DWA DEVELOPED MA COM 73936Q108 2,657 110,529 SH   DFND 01,16 0 0 110,529
POWERSHARES DWA EMERGING MAR COM 73936Q207 1,945 110,772 SH   DFND 01,16 0 0 110,772
POWERSHARES DWA SMALLCAP MOM COM 73936Q744 692 17,728 SH   DFND 01,16 0 0 17,728
POWERSHARES SENIOR LOAN COM 73936Q769 7,536 313,755 SH   DFND 01,16 0 0 313,755
POWERSHARES KBW PREM YD REIT COM 73936Q819 492 14,069 SH   DFND 01,16 0 0 14,069
POWERSHARES INT CORP BOND COM 73936Q835 1,371 48,213 SH   DFND 01,16 0 0 48,213
POWERSHARES CEF INCOME COMPO COM 73936Q843 888 37,641 SH   DFND 01,16 0 0 37,641
POWERSHARES GLBL GOLD PR-MTL COM 73936Q876 476 29,345 SH   DFND 01,16 0 0 29,345
POWERSHARES NATIONAL AMT-FRE COM 73936T474 3,823 149,672 SH   DFND 01,16 0 0 149,672
POWERSHARES FDMNL H/Y CORP B COM 73936T557 923 49,095 SH   DFND 01,16 0 0 49,095
POWERSHARES PREFERRED PORTFO COM 73936T565 10,027 681,724 SH   DFND 01,16 0 0 681,724
POWERSHARES EM MKT SOVR DEBT COM 73936T573 2,270 80,620 SH   DFND 01,16 0 0 80,620
POWERSHARES FTSE RAFI EM MKT COM 73936T763 12 622 SH   DFND 01,02 0 622 0
POWERSHARES FTSE RAFI EM MKT COM 73936T763 1,049 56,308 SH   DFND 01,16 0 0 56,308
POWERSHARES FTSE RAFI DEV EX COM 73936T789 25 621 SH   DFND 01,02 0 621 0
POWERSHARES FTSE RAFI DEV EX COM 73936T789 3,113 80,065 SH   DFND 01,16 0 0 80,065
POWERSHARES BUILD AMRICA BND COM 73937B407 707 23,232 SH   DFND 01,16 0 0 23,232
POWERSHARES VARIABLE RATE PR COM 73937B597 222 9,004 SH   DFND 01,16 0 0 9,004
POWERSHARES S&P SC CONS STAP COM 73937B605 443 8,140 SH   DFND 01,16 0 0 8,140
POWERSHARES S&P SMALLCAP LOW COM 73937B639 870 25,879 SH   DFND 01,16 0 0 25,879
POWERSHARES S&P MIDCAP LOW V COM 73937B647 286 8,696 SH   DFND 01,16 0 0 8,696
POWERSHARES S&P 500 HIGH DIV COM 73937B654 203 6,167 SH   DFND 01,16 0 0 6,167
POWERSHARES S&P SC ENERGY COM 73937B704 1,350 45,497 SH   DFND 01,16 0 0 45,497
POWERSHARES S&P 500 LOW VOLA COM 73937B779 21,434 564,827 SH   DFND 01,16 0 0 564,827
POWERSHARES S&P SC INFO TECH COM 73937B860 1,061 21,131 SH   DFND 01,16 0 0 21,131
POWERSHARES S&P SC HEALTH CA COM 73937B886 1,684 28,183 SH   DFND 01,16 0 0 28,183
PRAXAIR INC COM 74005P104 46,556 359,343 SH   DFND 01,02 0 120,594 238,749
PRAXAIR INC COM 74005P104 5,656 43,656 SH   DFND 01,02,10 0 0 43,656
PRAXAIR INC COM 74005P104 436 3,369 SH   DFND 01,03 0 3,369 0
PRAXAIR INC COM 74005P104 80,493 621,127 SH   DFND 01,10 0 293,445 327,682
PRAXAIR INC COM 74005P104 1,547 11,942 SH   DFND 01,16 0 0 11,942
MAXIS NIKKEI 225 INDEX FUND COM 74016W106 1,094 64,080 SH   DFND 01,16 0 0 64,080
PRECISION CASTPARTS CORP COM 740189105 497,664 2,066,043 SH   DFND 01,02 0 1,785,323 280,720
PRECISION CASTPARTS CORP COM 740189105 10,706 44,447 SH   DFND 01,03 0 44,447 0
PRECISION CASTPARTS CORP COM 740189105 101,729 422,415 SH   DFND 01,10 0 33,926 388,489
PRECISION CASTPARTS CORP COM 740189105 892 3,700 SH   DFND 01,16 0 2,660 1,040
PRECISION DRILLING CORP COM 74022D308 1,583 261,192 SH   DFND 01,02 0 261,192 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 8,040 231,588 SH   DFND 01,02 0 2,260 229,328
T ROWE PRICE GROUP INC COM 74144T108 152,192 1,772,600 SH   DFND 01,02 0 1,157,325 615,275
T ROWE PRICE GROUP INC COM 74144T108 307 3,578 SH   DFND 01,03 0 3,578 0
T ROWE PRICE GROUP INC COM 74144T108 1,119 13,028 SH   DFND 01,16 0 0 13,028
PRICELINE GROUP INC/THE COM 741503403 1,059,297 929,033 SH   DFND 01,02 0 738,255 190,778
PRICELINE GROUP INC/THE COM 741503403 6,440 5,648 SH   DFND 01,02,10 0 0 5,648
PRICELINE GROUP INC/THE COM 741503403 22,894 20,079 SH   DFND 01,03 0 20,079 0
PRICELINE GROUP INC/THE COM 741503403 193,648 169,804 SH   DFND 01,10 0 31,382 138,422
PRICELINE GROUP INC/THE COM 741503403 1,872 1,642 SH   DFND 01,16 0 847 795
PRICELINE GROUP INC/THE CONV BND 741503AQ9 19,984 15,040,000 PRN   DFND 01,02 0 0 15,040,000
PRICESMART INC COM 741511109 7,287 79,876 SH   DFND 01,02 0 315 79,561
PRICESMART INC COM 741511109 323 3,556 SH   DFND 01,16 0 0 3,556
PRIMORIS SERVICES CORP COM 74164F103 13,070 562,340 SH   DFND 01,02 0 401,194 161,146
PRIMORIS SERVICES CORP COM 74164F103 2 97 SH   DFND 01,16 0 0 97
PRIMERICA INC COM 74164M108 9,597 176,891 SH   DFND 01,02 0 2,226 174,665
PRIMERICA INC COM 74164M108 3 61 SH   DFND 01,16 0 0 61
PRIMERO MINING CORP CONV BND 74164WAA4 2,758 2,814,000 PRN   DFND 01,02 0 0 2,814,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 79,479 1,530,181 SH   DFND 01,02 0 156,233 1,373,948
PRINCIPAL FINANCIAL GROUP COM 74251V102 565 10,885 SH   DFND 01,03 0 10,885 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 155 2,983 SH   DFND 01,16 0 0 2,983
PROASSURANCE CORP COM 74267C106 11,477 254,020 SH   DFND 01,02 0 2,674 251,346
PROASSURANCE CORP COM 74267C106 0 6 SH   DFND 01,16 0 0 6
PROCTER & GAMBLE CO/THE COM 742718109 1,244,543 13,662,879 SH   DFND 01,02 0 5,953,834 7,709,045
PROCTER & GAMBLE CO/THE COM 742718109 4,100 45,011 SH   DFND 01,03 0 45,011 0
PROCTER & GAMBLE CO/THE COM 742718109 223,359 2,451,557 SH   DFND 01,10 0 279,375 2,172,182
PROCTER & GAMBLE CO/THE COM 742718109 40,483 444,240 SH   DFND 01,16 0 0 444,240
PRIVATEBANCORP INC COM 742962103 35,745 1,070,216 SH   DFND 01,02 0 95,943 974,273
PROFIRE ENERGY INC COM 74316X101 445 195,000 SH   DFND 01,02 0 195,000 0
PROGENICS PHARMACEUTICALS COM 743187106 1,403 185,540 SH   DFND 01,02 0 185,540 0
PROGENICS PHARMACEUTICALS COM 743187106 43 5,733 SH   DFND 01,16 0 0 5,733
PROGRESS SOFTWARE CORP COM 743312100 16,429 608,032 SH   DFND 01,02 0 283,579 324,453
PROGRESS SOFTWARE CORP COM 743312100 62 2,292 SH   DFND 01,16 0 0 2,292
PROGRESSIVE CORP COM 743315103 20,810 770,991 SH   DFND 01,02 0 109,084 661,907
PROGRESSIVE CORP COM 743315103 167 6,187 SH   DFND 01,03 0 6,187 0
PROGRESSIVE CORP COM 743315103 12 439 SH   DFND 01,16 0 0 439
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,282 75,839 SH   DFND 01,02 0 19 75,820
PROLOGIS INC COM 74340W103 34,899 811,032 SH   DFND 01,02 0 642,042 168,990
PROLOGIS INC COM 74340W103 249 5,781 SH   DFND 01,03 0 5,781 0
PROLOGIS INC COM 74340W103 205 4,762 SH   DFND 01,10 0 0 4,762
PROLOGIS INC COM 74340W103 147 3,420 SH   DFND 01,16 0 0 3,420
PROOFPOINT INC COM 743424103 10,724 222,351 SH   DFND 01,02 0 371 221,980
PROOFPOINT INC COM 743424103 2 50 SH   DFND 01,16 0 0 50
PROSAFE SE-UNSP ADR ADR 74346V109 66 21,503 SH   DFND 01,02 0 0 21,503
PROS HOLDINGS INC COM 74346Y103 5,774 210,121 SH   DFND 01,02 0 131,290 78,831
PROS HOLDINGS INC CONV BND 74346YAA1 7,071 6,820,000 PRN   DFND 01,02 0 0 6,820,000
PROSPECT CAPITAL CORP COM 74348T102 5 581 SH   DFND 01,02 0 581 0
PROSPECT CAPITAL CORP COM 74348T102 84 10,196 SH   DFND 01,16 0 0 10,196
PROSPERITY BANCSHARES INC COM 743606105 44,244 799,204 SH   DFND 01,02 0 33,809 765,395
PROTECTIVE LIFE CORP COM 743674103 21,764 312,471 SH   DFND 01,02 0 115,963 196,508
PROTECTIVE LIFE CORP COM 743674103 139 2,000 SH   DFND 01,16 0 0 2,000
PROTO LABS INC COM 743713109 5,296 78,851 SH   DFND 01,02 0 62,125 16,726
PROTO LABS INC COM 743713109 5,972 88,927 SH   DFND 01,10 0 0 88,927
PROTO LABS INC COM 743713109 34 507 SH   DFND 01,16 0 0 507
PROVIDENCE SERVICE CORP COM 743815102 34,357 942,802 SH   DFND 01,02 0 642,449 300,353
PROVIDENT FINANCIAL SERVICES COM 74386T105 7,935 439,383 SH   DFND 01,02 0 202,662 236,721
PRUDENTIAL FINANCIAL INC COM 744320102 172,009 1,901,496 SH   DFND 01,02 0 642,571 1,258,925
PRUDENTIAL FINANCIAL INC COM 744320102 479 5,298 SH   DFND 01,03 0 5,298 0
PRUDENTIAL FINANCIAL INC COM 744320102 47,897 529,541 SH   DFND 01,10 0 1,076 528,465
PRUDENTIAL FINANCIAL INC COM 744320102 1,250 13,816 SH   DFND 01,16 0 25 13,791
PRU 5 3/4 12/15/52 PRF 744320607 1,202 48,435 SH   DFND 01,16 0 0 48,435
PRUDENTIAL PLC-ADR ADR 74435K204 680 14,731 SH   DFND 01,02 0 0 14,731
PRUDENTIAL PLC-ADR ADR 74435K204 1,407 30,435 SH   DFND 01,16 0 0 30,435
PUBLIC SERVICE ENTERPRISE GP COM 744573106 339,105 8,188,961 SH   DFND 01,02 0 367,912 7,821,049
PUBLIC SERVICE ENTERPRISE GP COM 744573106 271 6,562 SH   DFND 01,03 0 6,562 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 359 8,669 SH   DFND 01,16 0 0 8,669
PUBLIC STORAGE COM 74460D109 129,121 698,538 SH   DFND 01,02 0 620,718 77,820
PUBLIC STORAGE COM 74460D109 366 1,975 SH   DFND 01,03 0 1,975 0
PUBLIC STORAGE COM 74460D109 221 1,196 SH   DFND 01,10 0 0 1,196
PUBLIC STORAGE COM 74460D109 451 2,437 SH   DFND 01,16 0 0 2,437
PUBLICIS GROUPE-ADR ADR 74463M106 224 12,416 SH   DFND 01,02 0 0 12,416
PUBLICIS GROUPE-ADR ADR 74463M106 12 672 SH   DFND 01,16 0 0 672
PULTEGROUP INC COM 745867101 4,925 229,091 SH   DFND 01,02 0 121,852 107,239
PULTEGROUP INC COM 745867101 83 3,860 SH   DFND 01,03 0 3,860 0
PULTEGROUP INC COM 745867101 200 9,315 SH   DFND 01,16 0 0 9,315
PUMA BIOTECHNOLOGY INC COM 74587V107 10,752 56,808 SH   DFND 01,02 0 39,556 17,252
PUMA BIOTECHNOLOGY INC COM 74587V107 29 154 SH   DFND 01,03 0 154 0
PUTNAM MANAGED MUNI INCM TRS COM 746823103 321 44,266 SH   DFND 01,16 0 0 44,266
QLOGIC CORP COM 747277101 15,980 1,199,673 SH   DFND 01,02 0 126,858 1,072,815
QUAD GRAPHICS INC COM 747301109 584 25,403 SH   DFND 01,02 0 12,131 13,272
QUAKER CHEMICAL CORP COM 747316107 6,083 66,085 SH   DFND 01,02 0 7,762 58,323
QUAKER CHEMICAL CORP COM 747316107 3 35 SH   DFND 01,16 0 0 35
QLIK TECHNOLOGIES INC COM 74733T105 5,113 165,513 SH   DFND 01,02 0 36,478 129,035
QLIK TECHNOLOGIES INC COM 74733T105 6 200 SH   DFND 01,16 0 0 200
QEP RESOURCES INC COM 74733V100 2,375 117,415 SH   DFND 01,02 0 38,265 79,150
QEP RESOURCES INC COM 74733V100 39 1,915 SH   DFND 01,03 0 1,915 0
QEP RESOURCES INC COM 74733V100 87 4,337 SH   DFND 01,16 0 1,401 2,936
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 11,116 194,118 SH   DFND 01,02 0 276,959 9,479
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 4,653 81,264 SH   DFND 01,02,10 0 0 81,264
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 3 54 SH   DFND 01,16 0 0 54
QIHOO 360 TECHNOLOGY CO LTD CONV BND 74734MAD1 6,240 7,540,000 PRN   DFND 01,02 0 0 7,540,000
QIWI PLC-SPONSORED ADR ADR 74735M108 8,841 437,896 SH   DFND 01,02 0 415,530 22,366
QIWI PLC-SPONSORED ADR ADR 74735M108 3,937 194,984 SH   DFND 01,02,10 0 0 194,984
QTS REALTY TRUST INC-CL A COM 74736A103 30,635 905,318 SH   DFND 01,02 0 56,900 848,418
Q2 HOLDINGS INC COM 74736L109 1,228 65,207 SH   DFND 01,02 0 0 65,207
QUALCOMM INC COM 747525103 381,887 5,137,760 SH   DFND 01,02 0 2,203,551 2,934,209
QUALCOMM INC COM 747525103 1,830 24,624 SH   DFND 01,03 0 24,624 0
QUALCOMM INC COM 747525103 7,712 103,753 SH   DFND 01,10 0 0 103,753
QUALCOMM INC COM 747525103 6,937 93,410 SH   DFND 01,16 0 2,304 91,106
QUALITY SYSTEMS INC COM 747582104 5,490 352,076 SH   DFND 01,02 0 34,893 317,183
QUALITY SYSTEMS INC COM 747582104 7 430 SH   DFND 01,16 0 0 430
QUALYS INC COM 74758T303 2,574 68,175 SH   DFND 01,02 0 282 67,893
QUANEX BUILDING PRODUCTS COM 747619104 3,788 201,704 SH   DFND 01,02 0 36,720 164,984
QUANTA SERVICES INC COM 74762E102 20,416 719,104 SH   DFND 01,02 0 76,312 642,792
QUANTA SERVICES INC COM 74762E102 71 2,517 SH   DFND 01,03 0 2,517 0
QUANTA SERVICES INC COM 74762E102 179 6,321 SH   DFND 01,16 0 0 6,321
QUANTUM CORP COM 747906204 37 20,850 SH   DFND 01,02 0 20,787 63
QUEST DIAGNOSTICS INC COM 74834L100 7,043 105,019 SH   DFND 01,02 0 38,684 66,335
QUEST DIAGNOSTICS INC COM 74834L100 112 1,674 SH   DFND 01,03 0 1,674 0
QUEST DIAGNOSTICS INC COM 74834L100 157 2,341 SH   DFND 01,16 0 1,369 972
QUESTAR CORP COM 748356102 90,176 3,567,093 SH   DFND 01,02 0 562,931 3,004,162
QUESTAR CORP COM 748356102 258 10,225 SH   DFND 01,03 0 10,225 0
QUESTAR CORP COM 748356102 262 10,359 SH   DFND 01,16 0 0 10,359
QUICKSILVER RESOURCES INC COM 74837R104 17 86,980 SH   DFND 01,02 0 86,980 0
QUIKSILVER INC COM 74838C106 1,223 553,376 SH   DFND 01,02 0 11,768 541,608
QUINSTREET INC COM 74874Q100 1,001 164,826 SH   DFND 01,02 0 12,647 152,179
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 6 105 SH   DFND 01,02 0 105 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 205 3,468 SH   DFND 01,16 0 3,377 91
QUNAR CAYMAN ISLANDS LTD-ADR ADR 74906P104 5,317 187,058 SH   DFND 01,02 0 297,096 88,026
CTL 7 1/2 09/15/51 PRF 74913G303 1,466 54,475 SH   DFND 01,16 0 0 54,475
CTL 7 07/01/52 PRF 74913G501 646 25,336 SH   DFND 01,16 0 0 25,336
RAM CAPITAL LLC LP 749200994 0 3,654,271 SH   DFND 01,05 0 0 3,654,271
RAIT FINANCIAL TRUST COM 749227609 640 83,445 SH   DFND 01,02 0 83,445 0
RAIT FINANCIAL TRUST COM 749227609 14 1,766 SH   DFND 01,16 0 0 1,766
RLI CORP COM 749607107 8,133 164,631 SH   DFND 01,02 0 1,985 162,646
RLI CORP COM 749607107 10 201 SH   DFND 01,16 0 0 201
RLJ LODGING TRUST COM 74965L101 50,741 1,513,264 SH   DFND 01,02 0 594,184 919,080
RPC INC COM 749660106 29 2,246 SH   DFND 01,02 0 2,246 0
RPC INC COM 749660106 151 11,576 SH   DFND 01,16 0 0 11,576
RPM INTERNATIONAL INC COM 749685103 28,057 553,267 SH   DFND 01,02 0 64,196 489,071
RPM INTERNATIONAL INC COM 749685103 54 1,066 SH   DFND 01,03 0 1,066 0
RPM INTERNATIONAL INC COM 749685103 24,042 474,031 SH   DFND 01,16 0 0 474,031
RPX CORP COM 74972G103 138 10,050 SH   DFND 01,02 0 3,130 6,920
RTI INTERNATIONAL METALS INC COM 74973W107 3,472 137,422 SH   DFND 01,02 0 2,404 135,018
RTI INTERNATIONAL METALS INC COM 74973W107 2 75 SH   DFND 01,16 0 0 75
RWT HOLDINGS INC CONV BND 749772AA7 15,168 15,000,000 PRN   DFND 01,02 0 0 15,000,000
RSP PERMIAN INC COM 74978Q105 3,145 125,097 SH   DFND 01,02 0 185 124,912
RF MICRO DEVICES INC COM 749941100 38,338 2,310,943 SH   DFND 01,02 0 1,496,298 814,645
RF MICRO DEVICES INC COM 749941100 277 16,680 SH   DFND 01,16 0 0 16,680
RACKSPACE HOSTING INC COM 750086100 39,132 835,970 SH   DFND 01,02 0 492,981 342,989
RACKSPACE HOSTING INC COM 750086100 35 750 SH   DFND 01,03 0 750 0
RACKSPACE HOSTING INC COM 750086100 22 466 SH   DFND 01,16 0 0 466
RADIAN GROUP INC COM 750236101 69,717 4,169,713 SH   DFND 01,02 0 2,300,470 1,869,243
RADIAN GROUP INC COM 750236101 17 1,000 SH   DFND 01,16 0 0 1,000
RADIAN GROUP INC CONV BND 750236AK7 13,386 8,760,000 PRN   DFND 01,02 0 0 8,760,000
RADISYS CORP COM 750459109 1,436 613,300 SH   DFND 01,02 0 0 613,300
RADISYS CORP COM 750459109 2 1,000 SH   DFND 01,16 0 0 1,000
RADNET INC COM 750491102 1,064 124,599 SH   DFND 01,02 0 124,599 0
RAMBUS INC COM 750917106 3,395 306,085 SH   DFND 01,02 0 292,585 13,500
RAMBUS INC COM 750917106 20 1,761 SH   DFND 01,16 0 0 1,761
RALPH LAUREN CORP COM 751212101 65,026 351,181 SH   DFND 01,02 0 285,108 66,073
RALPH LAUREN CORP COM 751212101 235 1,269 SH   DFND 01,03 0 1,269 0
RALPH LAUREN CORP COM 751212101 942 5,085 SH   DFND 01,10 0 0 5,085
RALPH LAUREN CORP COM 751212101 13 68 SH   DFND 01,16 0 0 68
RAMCO-GERSHENSON PROPERTIES COM 751452202 5,964 318,210 SH   DFND 01,02 0 318,210 0
RAND LOGISTICS INC COM 752182105 7,119 1,802,331 SH   DFND 01,02 0 1,304,674 497,657
RANGE RESOURCES CORP COM 75281A109 29,916 559,694 SH   DFND 01,02 0 39,379 520,315
RANGE RESOURCES CORP COM 75281A109 104 1,953 SH   DFND 01,03 0 1,953 0
RANGE RESOURCES CORP COM 75281A109 118 2,207 SH   DFND 01,16 0 0 2,207
RAVEN INDUSTRIES INC COM 754212108 4,150 166,000 SH   DFND 01,02 0 166,000 0
RAYMOND JAMES FINANCIAL INC COM 754730109 93,429 1,630,739 SH   DFND 01,02 0 98,963 1,531,776
RAYMOND JAMES FINANCIAL INC COM 754730109 421 7,350 SH   DFND 01,03 0 7,350 0
RAYMOND JAMES FINANCIAL INC COM 754730109 355 6,208 SH   DFND 01,16 0 1,384 4,824
RJF 6.9 03/15/42 PRF 754730208 208 7,609 SH   DFND 01,16 0 0 7,609
RAYONIER INC COM 754907103 73,673 2,636,847 SH   DFND 01,02 0 675,273 1,961,574
RAYONIER INC COM 754907103 333 11,900 SH   DFND 01,03 0 11,900 0
RAYONIER INC COM 754907103 553 19,805 SH   DFND 01,10 0 0 19,805
RAYONIER INC COM 754907103 107 3,829 SH   DFND 01,16 0 0 3,829
RAYONIER ADVANCED MATERIALS COM 75508B104 11,085 497,041 SH   DFND 01,02 0 152,934 344,107
RAYONIER ADVANCED MATERIALS COM 75508B104 26 1,180 SH   DFND 01,16 0 0 1,180
RAYTHEON COMPANY COM 755111507 461,129 4,263,003 SH   DFND 01,02 0 2,657,163 1,605,840
RAYTHEON COMPANY COM 755111507 527 4,866 SH   DFND 01,03 0 4,866 0
RAYTHEON COMPANY COM 755111507 3,896 36,015 SH   DFND 01,16 0 851 35,164
REALTY INCOME CORP COM 756109104 25,683 538,305 SH   DFND 01,02 0 8,316 529,989
REALTY INCOME CORP COM 756109104 24,687 515,617 SH   DFND 01,16 0 0 515,617
RECEPTOS INC COM 756207106 32,668 266,659 SH   DFND 01,02 0 160,093 106,566
RECEPTOS INC COM 756207106 21 169 SH   DFND 01,03 0 169 0
RECKITT BENCKISER-SPON ADR ADR 756255204 472 29,063 SH   DFND 01,02 0 0 29,063
RECKITT BENCKISER-SPON ADR ADR 756255204 4 234 SH   DFND 01,16 0 0 234
RED ELECTRICA COR-UNSPON ADR ADR 756568101 39 2,225 SH   DFND 01,02 0 0 2,225
RED ELECTRICA COR-UNSPON ADR ADR 756568101 400 23,000 SH   DFND 01,16 0 0 23,000
RED HAT INC COM 756577102 156,863 2,268,758 SH   DFND 01,02 0 1,261,562 1,007,196
RED HAT INC COM 756577102 150 2,173 SH   DFND 01,03 0 2,173 0
RED HAT INC COM 756577102 1,036 14,990 SH   DFND 01,10 0 12,990 2,000
RED HAT INC COM 756577102 493 7,133 SH   DFND 01,16 0 5,859 1,274
RED HAT INC CONV BND 756577AC6 11,811 10,010,000 PRN   DFND 01,02 0 0 10,010,000
RED ROBIN GOURMET BURGERS COM 75689M101 31,539 409,720 SH   DFND 01,02 0 92,207 317,513
REDWOOD TRUST INC COM 758075402 1,777 90,216 SH   DFND 01,02 0 3,016 87,200
REDWOOD TRUST INC COM 758075402 189 9,607 SH   DFND 01,16 0 0 9,607
REED ELSEVIER NV-SPONS ADR ADR 758204200 200 4,194 SH   DFND 01,02 0 0 4,194
REED ELSEVIER PLC-SPONS ADR ADR 758205207 218 3,202 SH   DFND 01,02 0 0 3,202
REGAL-BELOIT CORP COM 758750103 11,605 154,306 SH   DFND 01,02 0 12,892 141,414
REGAL-BELOIT CORP COM 758750103 5 64 SH   DFND 01,16 0 0 64
REGAL ENTERTAINMENT GROUP-A COM 758766109 69,149 3,237,390 SH   DFND 01,02 0 49,086 3,188,304
REGAL ENTERTAINMENT GROUP-A COM 758766109 52 2,424 SH   DFND 01,03 0 2,424 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 49,904 2,337,396 SH   DFND 01,10 0 990,676 1,346,720
REGAL ENTERTAINMENT GROUP-A COM 758766109 86 4,003 SH   DFND 01,16 0 0 4,003
REGENCY CENTERS CORP COM 758849103 18,580 291,313 SH   DFND 01,02 0 15,462 275,851
REGENCY CENTERS CORP COM 758849103 68 1,059 SH   DFND 01,16 0 800 259
REGENCY ENERGY PARTNERS LP LP 75885Y107 430 17,937 SH   DFND 01,16 0 0 17,937
REGENERON PHARMACEUTICALS COM 75886F107 13,059 31,835 SH   DFND 01,02 0 16,621 15,214
REGENERON PHARMACEUTICALS COM 75886F107 353 860 SH   DFND 01,03 0 860 0
REGENERON PHARMACEUTICALS COM 75886F107 521 1,269 SH   DFND 01,16 0 0 1,269
REGIS CORP COM 758932107 3,361 200,511 SH   DFND 01,02 0 3,791 196,720
REGIS CORP COM 758932107 131 7,799 SH   DFND 01,16 0 0 7,799
REGULUS THERAPEUTICS INC COM 75915K101 13,447 838,403 SH   DFND 01,02 0 546,844 291,559
REGIONS FINANCIAL CORP COM 7591EP100 9,025 853,416 SH   DFND 01,02 0 338,584 514,832
REGIONS FINANCIAL CORP COM 7591EP100 168 15,920 SH   DFND 01,03 0 15,920 0
REGIONS FINANCIAL CORP COM 7591EP100 465 43,998 SH   DFND 01,16 0 0 43,998
RF 6 3/8 PRF 7591EP308 1,117 44,600 SH   DFND 01,02 0 0 44,600
RF 6 3/8 PRF 7591EP308 66 2,645 SH   DFND 01,16 0 0 2,645
REINSURANCE GROUP OF AMERICA COM 759351604 32,364 369,353 SH   DFND 01,02 0 35,649 333,704
REINSURANCE GROUP OF AMERICA COM 759351604 91 1,039 SH   DFND 01,16 0 705 334
RELIANCE STEEL & ALUMINUM COM 759509102 35,960 586,900 SH   DFND 01,02 0 13,624 573,276
RELIANCE STEEL & ALUMINUM COM 759509102 28 461 SH   DFND 01,16 0 0 461
RENASANT CORP COM 75970E107 24,152 834,830 SH   DFND 01,02 0 73,830 761,000
REMY INTERNATIONAL INC COM 75971M108 7,795 372,537 SH   DFND 01,02 0 251,757 120,780
REPLIGEN CORP COM 759916109 20,732 1,047,054 SH   DFND 01,02 0 662,772 384,282
REPLIGEN CORP COM 759916109 24 1,200 SH   DFND 01,16 0 0 1,200
RENT-A-CENTER INC COM 76009N100 9,598 264,210 SH   DFND 01,02 0 6,893 257,317
RENT-A-CENTER INC COM 76009N100 2 68 SH   DFND 01,16 0 0 68
RENTECH INC COM 760112102 17 13,140 SH   DFND 01,02 0 13,140 0
RENTRAK CORP COM 760174102 9,651 132,527 SH   DFND 01,02 0 126,722 5,805
RENTRAK CORP COM 760174102 51 700 SH   DFND 01,03 0 700 0
REPSOL SA-SPONSORED ADR ADR 76026T205 267 13,822 SH   DFND 01,02 0 0 13,822
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 105 7,215 SH   DFND 01,02 0 7,215 0
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 94 6,435 SH   DFND 01,16 0 0 6,435
REPUBLIC SERVICES INC COM 760759100 38,417 954,115 SH   DFND 01,02 0 129,076 825,039
REPUBLIC SERVICES INC COM 760759100 118 2,920 SH   DFND 01,03 0 2,920 0
REPUBLIC SERVICES INC COM 760759100 1,213 30,175 SH   DFND 01,16 0 0 30,175
RESMED INC COM 761152107 19,222 342,876 SH   DFND 01,02 0 20,189 322,687
RESMED INC COM 761152107 522 9,304 SH   DFND 01,16 0 0 9,304
RESOLUTE ENERGY CORP COM 76116A108 1,172 889,709 SH   DFND 01,02 0 645,540 244,169
RESOLUTE FOREST PRODUCTS COM 76117W109 25,921 1,471,913 SH   DFND 01,02 0 5,654 1,466,259
RESOURCES CONNECTION INC COM 76122Q105 4,497 273,356 SH   DFND 01,02 0 1,829 271,527
RESTORATION HARDWARE HOLDING COM 761283100 26 270 SH   DFND 01,02 0 270 0
RESTORATION HARDWARE HOLDING COM 761283100 757 7,881 SH   DFND 01,16 0 0 7,881
RESTORATION HARDWARE HOLDINGS INC CONV BND 761283AA8 6,357 6,150,000 PRN   DFND 01,02 0 0 6,150,000
RESTAURANT BRANDS INTERN COM 76131D103 1,534 39,294 SH   DFND 01,02 0 39,294 0
RESTAURANT BRANDS INTERN COM 76131D103 26 655 SH   DFND 01,03 0 655 0
RESTAURANT BRANDS INTERN COM 76131D103 4 99 SH   DFND 01,16 0 0 99
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 6,983 415,901 SH   DFND 01,02 0 7,241 408,660
RETAIL PROPERTIES OF AME - A COM 76131V202 9,239 553,545 SH   DFND 01,02 0 553,545 0
RETAIL PROPERTIES OF AME - A COM 76131V202 768 46,021 SH   DFND 01,16 0 0 46,021
RETAILMENOT INC COM 76132B106 3,588 245,366 SH   DFND 01,02 0 211,405 33,961
RETAILMENOT INC COM 76132B106 1 100 SH   DFND 01,16 0 0 100
REVANCE THERAPEUTICS INC COM 761330109 4,277 252,494 SH   DFND 01,02 0 239,624 12,870
REVENUESHARES LARGE CAP ETF COM 761396100 1,690 41,462 SH   DFND 01,16 0 0 41,462
REVENUESHARES SMALL CAP ETF COM 761396308 706 12,374 SH   DFND 01,16 0 0 12,374
REVENUESHARES ULTRA DIVIDEND COM 761396886 1,038 34,227 SH   DFND 01,16 0 0 34,227
REX ENERGY CORP COM 761565100 1,139 223,174 SH   DFND 01,02 0 9,134 214,040
REX AMERICAN RESOURCES CORP COM 761624105 293 4,724 SH   DFND 01,02 0 1,524 3,200
REXAM PLC-SPONSORED ADR ADR 761655604 43 1,213 SH   DFND 01,02 0 0 1,213
REXAM PLC-SPONSORED ADR ADR 761655604 568 16,360 SH   DFND 01,16 0 0 16,360
REXNORD CORP COM 76169B102 2,551 90,444 SH   DFND 01,02 0 460 89,984
REXNORD CORP COM 76169B102 37 1,300 SH   DFND 01,16 0 0 1,300
REXFORD INDUSTRIAL REALTY IN COM 76169C100 8,030 511,091 SH   DFND 01,02 0 496,588 14,503
REYNOLDS AMERICAN INC COM 761713106 10,203 158,114 SH   DFND 01,02 0 85,975 72,139
REYNOLDS AMERICAN INC COM 761713106 229 3,566 SH   DFND 01,03 0 3,566 0
REYNOLDS AMERICAN INC COM 761713106 1,152 17,920 SH   DFND 01,16 0 0 17,920
RHODES COMPANIES COM 762356XX6 33 109,053 SH   DFND 01,02 0 0 109,053
RICE ENERGY INC COM 762760106 1,782 84,981 SH   DFND 01,02 0 84,981 0
RICE ENERGY INC COM 762760106 34 1,622 SH   DFND 01,03 0 1,622 0
RICE ENERGY INC COM 762760106 21 1,008 SH   DFND 01,16 0 756 252
RIGNET INC COM 766582100 408 9,941 SH   DFND 01,02 0 25 9,916
RIO TINTO PLC-SPON ADR ADR 767204100 704 15,286 SH   DFND 01,02 0 0 15,286
RIO TINTO PLC-SPON ADR ADR 767204100 532 11,546 SH   DFND 01,16 0 0 11,546
RITCHIE BROS AUCTIONEERS COM 767744105 2,424 90,129 SH   DFND 01,02 0 0 90,129
RITE AID CORP COM 767754104 5,620 747,278 SH   DFND 01,02 0 47,278 700,000
RITE AID CORP COM 767754104 915 121,590 SH   DFND 01,16 0 2,507 119,083
RIVERBED TECHNOLOGY INC COM 768573107 24,095 1,180,540 SH   DFND 01,02 0 29,089 1,151,451
RIVERBED TECHNOLOGY INC COM 768573107 24 1,200 SH   DFND 01,10 0 0 1,200
RIVERBED TECHNOLOGY INC COM 768573107 2 75 SH   DFND 01,16 0 0 75
ROADRUNNER TRANSPORTATION SY COM 76973Q105 2,843 121,770 SH   DFND 01,02 0 80 121,690
ROBERT HALF INTL INC COM 770323103 22,480 385,064 SH   DFND 01,02 0 30,922 354,142
ROBERT HALF INTL INC COM 770323103 92 1,574 SH   DFND 01,03 0 1,574 0
ROBERT HALF INTL INC COM 770323103 15,668 268,296 SH   DFND 01,10 0 0 268,296
ROBERT HALF INTL INC COM 770323103 930 15,941 SH   DFND 01,16 0 1,755 14,186
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 156,874 4,615,303 SH   DFND 01,02 0 0 4,615,303
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 102 2,990 SH   DFND 01,03 0 0 2,990
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 158 4,636 SH   DFND 01,16 0 0 4,636
ROCK-TENN COMPANY -CL A COM 772739207 63,023 1,033,506 SH   DFND 01,02 0 352,342 681,164
ROCK-TENN COMPANY -CL A COM 772739207 28 462 SH   DFND 01,16 0 0 462
ROCKWELL AUTOMATION INC COM 773903109 107,486 966,614 SH   DFND 01,02 0 578,203 388,411
ROCKWELL AUTOMATION INC COM 773903109 175 1,571 SH   DFND 01,03 0 1,571 0
ROCKWELL AUTOMATION INC COM 773903109 1,171 10,568 SH   DFND 01,16 0 859 9,709
ROCKWELL COLLINS INC COM 774341101 4,321 51,141 SH   DFND 01,02 0 23,824 27,317
ROCKWELL COLLINS INC COM 774341101 130 1,536 SH   DFND 01,03 0 1,536 0
ROCKWELL COLLINS INC COM 774341101 64 758 SH   DFND 01,16 0 0 758
ROCKWOOD HOLDINGS INC COM 774415103 2,651 33,636 SH   DFND 01,02 0 32,290 1,346
ROCKWOOD HOLDINGS INC COM 774415103 76 963 SH   DFND 01,16 0 0 963
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 3,571 124,126 SH   DFND 01,02 0 837 123,289
ROGERS COMMUNICATIONS INC-B COM 775109200 9 226 SH   DFND 01,02 0 0 226
ROGERS COMMUNICATIONS INC-B COM 775109200 718 18,539 SH   DFND 01,16 0 0 18,539
ROGERS CORP COM 775133101 43,523 534,404 SH   DFND 01,02 0 146,670 387,734
ROLLINS INC COM 775711104 7,476 225,833 SH   DFND 01,02 0 77,657 148,176
ROLLINS INC COM 775711104 23 700 SH   DFND 01,16 0 0 700
ROLLS-ROYCE HOLDINGS-SP ADR ADR 775781206 229 3,362 SH   DFND 01,02 0 0 3,362
ROLLS-ROYCE HOLDINGS-SP ADR ADR 775781206 622 9,252 SH   DFND 01,16 0 0 9,252
ROPER INDUSTRIES INC COM 776696106 73,528 470,284 SH   DFND 01,02 0 190,709 279,575
ROPER INDUSTRIES INC COM 776696106 181 1,156 SH   DFND 01,03 0 1,156 0
ROPER INDUSTRIES INC COM 776696106 499 3,194 SH   DFND 01,16 0 0 3,194
ROSETTA RESOURCES INC COM 777779307 5,369 240,613 SH   DFND 01,02 0 10,679 229,934
ROSETTA RESOURCES INC COM 777779307 2 100 SH   DFND 01,16 0 0 100
ROSS STORES INC COM 778296103 33,963 360,320 SH   DFND 01,02 0 43,041 317,279
ROSS STORES INC COM 778296103 229 2,427 SH   DFND 01,03 0 2,427 0
ROSS STORES INC COM 778296103 545 5,780 SH   DFND 01,16 0 3,642 2,138
ROVI CORP COM 779376102 31,534 1,395,920 SH   DFND 01,02 0 59,853 1,336,067
ROVI CORP COM 779376102 50 2,200 SH   DFND 01,10 0 0 2,200
ROVI CORP COM 779376102 8 375 SH   DFND 01,16 0 0 375
ROYAL BANK OF CANADA COM 780087102 674 9,755 SH   DFND 01,02 0 9,755 0
ROYAL BANK OF CANADA COM 780087102 444 6,431 SH   DFND 01,16 0 0 6,431
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 4,521 373,346 SH   DFND 01,02 0 0 373,346
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 43 3,530 SH   DFND 01,16 0 0 3,530
RBS US M/C TRENDPILOT ETN COM 78009L209 1,029 29,634 SH   DFND 01,16 0 0 29,634
RBS US L/C TRENDPILOT ETN COM 78009L308 3,038 76,593 SH   DFND 01,16 0 0 76,593
RBS NASDAQ 100 TRENDPILOT ET COM 78009P143 353 9,129 SH   DFND 01,16 0 0 9,129
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 19,625 282,121 SH   DFND 01,02 0 0 282,121
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 1,598 22,970 SH   DFND 01,16 0 0 22,970
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 162,387 2,425,489 SH   DFND 01,02 0 0 2,425,489
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 70 1,050 SH   DFND 01,03 0 0 1,050
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 2,796 41,748 SH   DFND 01,16 0 0 41,748
ROYAL GOLD INC COM 780287108 10,664 170,015 SH   DFND 01,02 0 19,150 150,865
ROYAL GOLD INC COM 780287108 91 1,446 SH   DFND 01,16 0 0 1,446
ROYAL GOLD INC CONV BND 780287AA6 8,878 8,591,000 PRN   DFND 01,02 0 0 8,591,000
KONINKLIJKE KPN NV - SP ADR ADR 780641205 70 22,017 SH   DFND 01,02 0 0 22,017
KONINKLIJKE KPN NV - SP ADR ADR 780641205 357 115,053 SH   DFND 01,16 0 0 115,053
ROYCE VALUE TRUST COM 780910105 1,100 76,758 SH   DFND 01,16 0 0 76,758
ROYCE MICRO-CAP TRUST INC COM 780915104 462 45,874 SH   DFND 01,16 0 0 45,874
RUBY TUESDAY INC COM 781182100 1,871 273,443 SH   DFND 01,02 0 1,258 272,185
RUCKUS WIRELESS INC COM 781220108 5,538 460,658 SH   DFND 01,02 0 442,048 18,610
RUCKUS WIRELESS INC COM 781220108 23 1,915 SH   DFND 01,03 0 1,915 0
RUCKUS WIRELESS INC COM 781220108 8,386 698,281 SH   DFND 01,10 0 0 698,281
RUDOLPH TECHNOLOGIES INC COM 781270103 3,572 349,214 SH   DFND 01,02 0 203,349 145,865
RUSH ENTERPRISES INC-CL A COM 781846209 23,512 733,618 SH   DFND 01,02 0 19,829 337,033
RUSH ENTERPRISES INC - CL B COM 781846308 2,439 86,600 SH   DFND 01,02 0 0 86,600
RUTH'S HOSPITALITY GROUP INC COM 783332109 3,273 218,213 SH   DFND 01,02 0 54,345 163,868
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 4,523 63,470 SH   DFND 01,02 0 0 63,470
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 111,013 1,558,938 SH   DFND 01,10 0 0 1,558,938
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 722 10,121 SH   DFND 01,16 0 0 10,121
RYDER SYSTEM INC COM 783549108 78,835 849,062 SH   DFND 01,02 0 45,993 803,069
RYDER SYSTEM INC COM 783549108 324 3,489 SH   DFND 01,03 0 3,489 0
RYDER SYSTEM INC COM 783549108 12,306 132,535 SH   DFND 01,10 0 0 132,535
RYDER SYSTEM INC COM 783549108 76 816 SH   DFND 01,16 0 0 816
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W106 24,502 306,968 SH   DFND 01,16 0 0 306,968
GUGGENHEIM RUSSELL TOP 50 ME COM 78355W205 948 6,693 SH   DFND 01,16 0 0 6,693
GUGGENHEIM S&P 500 PURE VALU COM 78355W304 7,074 128,741 SH   DFND 01,16 0 0 128,741
GUGGENHEIM S&P 500 PURE GROW COM 78355W403 1,820 22,948 SH   DFND 01,16 0 0 22,948
GUGGENHEIM S&P MIDCAP 400 PU COM 78355W601 1,684 13,826 SH   DFND 01,16 0 0 13,826
GUGGENHEIM S&P SMALLCAP 600 COM 78355W809 347 4,301 SH   DFND 01,16 0 0 4,301
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W817 395 4,356 SH   DFND 01,16 0 0 4,356
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W858 401 8,963 SH   DFND 01,16 0 0 8,963
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W866 342 5,056 SH   DFND 01,16 0 0 5,056
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W874 273 2,614 SH   DFND 01,16 0 0 2,614
RYLAND GROUP INC/THE COM 783764103 8,022 208,028 SH   DFND 01,02 0 5,342 202,686
RYLAND GROUP INC/THE COM 783764103 3 80 SH   DFND 01,16 0 0 80
RYMAN HOSPITALITY PROPERTIES COM 78377T107 398 7,469 SH   DFND 01,02 0 7,469 0
S & T BANCORP INC COM 783859101 4,857 162,958 SH   DFND 01,02 0 31,991 130,967
SBA COMMUNICATIONS CORP-CL A COM 78388J106 176,722 1,595,549 SH   DFND 01,02 0 464,957 1,130,592
SBA COMMUNICATIONS CORP-CL A COM 78388J106 258 2,325 SH   DFND 01,03 0 2,325 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 14,081 127,175 SH   DFND 01,10 0 0 127,175
SBA COMMUNICATIONS CORP-CL A COM 78388J106 37 337 SH   DFND 01,16 0 0 337
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 1 45 SH   DFND 01,02 0 0 45
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 308 12,445 SH   DFND 01,16 0 0 12,445
SEI INVESTMENTS COMPANY COM 784117103 72,066 1,799,700 SH   DFND 01,02 0 238,015 1,561,685
SEI INVESTMENTS COMPANY COM 784117103 94 2,352 SH   DFND 01,16 0 1,285 1,067
SK TELECOM CO LTD-SPON ADR ADR 78440P108 83 3,071 SH   DFND 01,02 0 0 3,071
SK TELECOM CO LTD-SPON ADR ADR 78440P108 9,440 349,520 SH   DFND 01,10 0 0 349,520
SK TELECOM CO LTD-SPON ADR ADR 78440P108 95 3,536 SH   DFND 01,16 0 0 3,536
SL GREEN REALTY CORP COM 78440X101 135,212 1,135,973 SH   DFND 01,02 0 247,781 888,192
SL GREEN REALTY CORP COM 78440X101 470 3,950 SH   DFND 01,03 0 3,950 0
SL GREEN REALTY CORP COM 78440X101 71 600 SH   DFND 01,16 0 491 109
SLM CORP COM 78442P106 16,081 1,578,108 SH   DFND 01,02 0 84,303 1,493,805
SLM CORP COM 78442P106 20 2,033 SH   DFND 01,16 0 1,797 236
SLM CORPORATION PRF 78442P304 309 14,250 SH   DFND 01,16 0 0 14,250
SM ENERGY CO COM 78454L100 21,933 568,482 SH   DFND 01,02 0 259,203 309,279
SM ENERGY CO COM 78454L100 77 1,993 SH   DFND 01,16 0 0 1,993
SPDR S&P 500 ETF TRUST COM 78462F103 783,612 3,812,990 SH   DFND 01,02 0 1,822,140 1,990,850
SPDR S&P 500 ETF TRUST COM 78462F103 18 90 SH   DFND 01,10 0 90 0
SPDR S&P 500 ETF TRUST COM 78462F103 89,924 438,039 SH   DFND 01,16 0 0 438,039
SPX CORP COM 784635104 9,347 108,751 SH   DFND 01,02 0 9,295 99,456
SPX CORP COM 784635104 33 387 SH   DFND 01,16 0 0 387
SPS COMMERCE INC COM 78463M107 13,962 246,552 SH   DFND 01,02 0 70,747 175,805
SPDR GOLD SHARES COM 78463V107 62 545 SH   DFND 01,02 0 545 0
SPDR GOLD SHARES COM 78463V107 7,232 63,293 SH   DFND 01,16 0 0 63,293
SPDR STOXX EUROPE 50 ETF COM 78463X103 2,043 59,693 SH   DFND 01,16 0 0 59,693
SPDR EURO STOXX 50 ETF COM 78463X202 327 8,868 SH   DFND 01,16 0 0 8,868
SPDR S&P EMERGING ASIA PACIF COM 78463X301 323 3,876 SH   DFND 01,16 0 0 3,876
SPDR S&P CHINA ETF COM 78463X400 961 12,069 SH   DFND 01,16 0 0 12,069
SPDR S&P INTL UTILITIES SECT COM 78463X632 253 14,280 SH   DFND 01,16 0 0 14,280
SPDR S&P EMERGING LATIN AMER COM 78463X707 201 3,833 SH   DFND 01,16 0 0 3,833
SPDR DJ GLOBAL REAL ESTATE E COM 78463X749 3,157 66,228 SH   DFND 01,16 0 0 66,228
SPDR S&P INTER DVD ETF COM 78463X772 294 6,992 SH   DFND 01,16 0 0 6,992
SPDR RUSSELL/NOMURA S/C JPN COM 78463X822 996 20,785 SH   DFND 01,16 0 0 20,785
SPDR MSCI ACWI EX-US COM 78463X848 398 11,836 SH   DFND 01,16 0 0 11,836
SPDR S&P WORLD EX-US ETF COM 78463X889 204 7,600 SH   DFND 01,16 0 0 7,600
SPDR BARCLAYS INT CORP BOND COM 78464A151 1,644 47,836 SH   DFND 01,16 0 0 47,836
SPDR NUVEEN BARCLAYS BUILD A COM 78464A276 1,499 23,812 SH   DFND 01,16 0 0 23,812
SPDR NUVEEN S&P HIGH YIELD M COM 78464A284 462 8,003 SH   DFND 01,16 0 0 8,003
SPDR S&P 600 SMALL CAP VALUE COM 78464A300 926 8,758 SH   DFND 01,16 0 0 8,758
SPDR BARCLAYS CONVERTIBLE SE COM 78464A359 7,969 169,959 SH   DFND 01,16 0 0 169,959
SPDR BARCLAYS LONG TERM CORP COM 78464A367 1,121 27,104 SH   DFND 01,16 0 0 27,104
SPDR BARCLAYS INTERMEDIATE COM 78464A375 406 11,889 SH   DFND 01,16 0 0 11,889
SPDR S&P 500 GROWTH ETF COM 78464A409 989 10,212 SH   DFND 01,16 0 0 10,212
SPDR BARCLAYS HIGH YIELD BD COM 78464A417 18,998 492,668 SH   DFND 01,16 0 0 492,668
SPDR NUVEEN BARCLAYS S/T MUN COM 78464A425 4,419 181,940 SH   DFND 01,16 0 0 181,940
SPDR NUVEEN BARCLAYS MUNI COM 78464A458 763 31,583 SH   DFND 01,16 0 0 31,583
SPDR BARCLAYS SHORT TERM COR COM 78464A474 909 29,730 SH   DFND 01,16 0 0 29,730
SPDR DB INTL GOV INFL-PROT COM 78464A490 704 12,366 SH   DFND 01,16 0 0 12,366
SPDR BARCLAYS INTL TREASURY COM 78464A516 384 6,942 SH   DFND 01,16 0 0 6,942
SPDR S&P TRANSPORTATION ETF COM 78464A532 1,039 9,596 SH   DFND 01,16 0 0 9,596
SPDR DOW JONES REIT ETF COM 78464A607 1,287 14,160 SH   DFND 01,02 0 14,160 0
SPDR DOW JONES REIT ETF COM 78464A607 591 6,351 SH   DFND 01,16 0 0 6,351
SPDR BARCLAYS TIPS ETF COM 78464A656 213 3,805 SH   DFND 01,16 0 0 3,805
SPDR BARCLAYS LONG TERM TREA COM 78464A664 478 6,559 SH   DFND 01,16 0 0 6,559
SPDR BARCLAYS 1-3 MONTH T-BI COM 78464A680 1,810 39,561 SH   DFND   0 0 39,561
SPDR BARCLAYS 1-3 MONTH T-BI COM 78464A680 2,047 44,754 SH   DFND 01,16 0 0 44,754
SPDR S&P REGIONAL BANKING COM 78464A698 1,152 28,317 SH   DFND 01,16 0 0 28,317
SPDR S&P PHARMACEUTICALS ETF COM 78464A722 388 3,594 SH   DFND 01,16 0 0 3,594
SPDR S&P OIL & GAS EXP & PR COM 78464A730 301 6,296 SH   DFND 01,16 0 0 6,296
SPDR S&P DIVIDEND ETF COM 78464A763 9,850 125,000 SH   DFND 01,02 0 125,000 0
SPDR S&P DIVIDEND ETF COM 78464A763 22,160 281,785 SH   DFND 01,16 0 0 281,785
SPDR S&P BANK ETF COM 78464A797 217 6,459 SH   DFND 01,16 0 0 6,459
SPDR S&P 600 SMALL CAP ETF COM 78464A813 1,820 17,413 SH   DFND 01,16 0 0 17,413
SPDR S&P 400 MID CAP VALUE E COM 78464A839 507 5,940 SH   DFND 01,16 0 0 5,940
SPDR S&P BIOTECH ETF COM 78464A870 537 2,881 SH   DFND 01,16 0 0 2,881
SPDR S&P HOMEBUILDERS ETF COM 78464A888 275 8,063 SH   DFND 01,16 0 0 8,063
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 1,976 33,782 SH   DFND 01,02 0 1,100 32,682
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 5,566 95,174 SH   DFND 01,10 0 0 95,174
SSE PLC-SPN ADR ADR 78467K107 307 12,142 SH   DFND 01,02 0 0 12,142
SPDR DJIA TRUST COM 78467X109 7,063 39,709 SH   DFND 01,16 0 0 39,709
SPDR S&P MIDCAP 400 ETF TRST COM 78467Y107 244 920 SH   DFND 01,02 0 920 0
SPDR S&P MIDCAP 400 ETF TRST COM 78467Y107 6,438 24,387 SH   DFND 01,16 0 0 24,387
SPDR BARCLAYS INVESTMENT GRA COM 78468R200 1,207 39,598 SH   DFND 01,16 0 0 39,598
SPDR BARCLAYS SHORT-TERM HIG COM 78468R408 168,195 5,817,623 SH   DFND 01,16 0 0 5,817,623
SPDR RUSSELL 1000 LOW VOLATI COM 78468R804 1,377 18,463 SH   DFND 01,16 0 0 18,463
SP PLUS CORP COM 78469C103 7,164 283,956 SH   DFND 01,02 0 440 283,516
SVB FINANCIAL GROUP COM 78486Q101 52,492 452,243 SH   DFND 01,02 0 164,686 287,557
SVB FINANCIAL GROUP COM 78486Q101 59,866 515,765 SH   DFND 01,10 0 300 515,465
SVB FINANCIAL GROUP COM 78486Q101 24 210 SH   DFND 01,16 0 0 210
SABA SOFTWARE INC COM 784932600 11,694 1,435,839 SH   DFND 01,02 0 600,800 835,039
SWS GROUP INC COM 78503N107 937 135,636 SH   DFND 01,02 0 1,452 134,184
SABMILLER PLC-SPONS ADR ADR 78572M105 29,996 581,568 SH   DFND 01,02 0 0 581,568
SABRA HEALTH CARE REIT INC COM 78573L106 10,133 333,666 SH   DFND 01,02 0 93,995 239,671
SABRE CORP COM 78573M104 40,202 1,983,316 SH   DFND 01,02 0 0 1,983,316
SABRE CORP COM 78573M104 2,617 129,124 SH   DFND 01,02,10 0 0 129,124
SABRE CORP COM 78573M104 37,756 1,864,462 SH   DFND 01,10 0 308,756 1,555,706
SAFETY INSURANCE GROUP INC COM 78648T100 14,255 222,707 SH   DFND 01,02 0 167,290 55,417
SAFETY INSURANCE GROUP INC COM 78648T100 32 500 SH   DFND 01,16 0 0 500
SAFEWAY INC COM 786514208 10,923 310,794 SH   DFND 01,02 0 202,415 108,379
SAFEWAY INC COM 786514208 94 2,667 SH   DFND 01,03 0 2,667 0
SAFEWAY INC COM 786514208 34 975 SH   DFND 01,16 0 0 975
SAFRAN SA-UNSPON ADR ADR 786584102 264 17,014 SH   DFND 01,02 0 0 17,014
SAFRAN SA-UNSPON ADR ADR 786584102 2 135 SH   DFND 01,16 0 0 135
SAGENT PHARMACEUTICALS INC COM 786692103 2,515 100,164 SH   DFND 01,02 0 584 99,580
SAIA INC COM 78709Y105 8,249 149,010 SH   DFND 01,02 0 790 148,220
ST JOE CO/THE COM 790148100 1,419 77,150 SH   DFND 01,02 0 805 76,345
ST JOE CO/THE COM 790148100 90 4,900 SH   DFND 01,16 0 0 4,900
ST JUDE MEDICAL INC COM 790849103 277,105 4,261,112 SH   DFND 01,02 0 2,482,870 1,778,242
ST JUDE MEDICAL INC COM 790849103 608 9,357 SH   DFND 01,03 0 9,357 0
ST JUDE MEDICAL INC COM 790849103 3,414 52,505 SH   DFND 01,10 0 0 52,505
ST JUDE MEDICAL INC COM 790849103 451 6,931 SH   DFND 01,16 0 354 6,577
SALESFORCE.COM INC COM 79466L302 699,394 11,792,171 SH   DFND 01,02 0 9,084,051 2,708,120
SALESFORCE.COM INC COM 79466L302 16,563 279,271 SH   DFND 01,03 0 279,271 0
SALESFORCE.COM INC COM 79466L302 218 3,672 SH   DFND 01,10 0 0 3,672
SALESFORCE.COM INC COM 79466L302 512 8,630 SH   DFND 01,16 0 0 8,630
SALESFORCE COM INC CONV BND 79466LAD6 20,634 18,110,000 PRN   DFND 01,02 0 0 18,110,000
SALIX PHARMACEUTICALS LTD COM 795435106 44,866 390,349 SH   DFND 01,02 0 94,402 295,947
SALIX PHARMACEUTICALS LTD COM 795435106 50 433 SH   DFND 01,03 0 433 0
SALIX PHARMACEUTICALS LTD COM 795435106 78 677 SH   DFND 01,16 0 0 677
SALIX PHARMACEUTICALS LTD CONV BND 795435AE6 13,531 7,422,000 PRN   DFND 01,02 0 0 7,422,000
SALLY BEAUTY HOLDINGS INC COM 79546E104 42,330 1,377,070 SH   DFND 01,02 0 99,170 1,277,900
SALLY BEAUTY HOLDINGS INC COM 79546E104 229 7,450 SH   DFND 01,03 0 7,450 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 15 474 SH   DFND 01,16 0 0 474
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 253 10,758 SH   DFND 01,02 0 0 10,758
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 907 38,786 SH   DFND 01,16 0 0 38,786
SAMSON OIL & GAS LTD-SP ADR ADR 796043107 8 38,867 SH   DFND 01,02 0 0 38,867
SAN JUAN BASIN ROYALTY TR COM 798241105 207 14,513 SH   DFND 01,16 0 0 14,513
SANDERSON FARMS INC COM 800013104 8,914 106,093 SH   DFND 01,02 0 13,026 93,067
SANDISK CORP COM 80004C101 49,608 506,300 SH   DFND 01,02 0 201,998 304,302
SANDISK CORP COM 80004C101 250 2,554 SH   DFND 01,03 0 2,554 0
SANDISK CORP COM 80004C101 5,046 51,500 SH   DFND 01,10 0 51,500 0
SANDISK CORP COM 80004C101 1,059 10,811 SH   DFND 01,16 0 6,404 4,407
SANDRIDGE ENERGY INC COM 80007P307 37 20,126 SH   DFND 01,02 0 20,126 0
SANDRIDGE ENERGY INC COM 80007P307 60 32,958 SH   DFND 01,16 0 0 32,958
SANDS CHINA LTD-UNSPONS ADR ADR 80007R105 187 3,797 SH   DFND 01,02 0 0 3,797
SANDS CHINA LTD-UNSPONS ADR ADR 80007R105 411 8,345 SH   DFND 01,16 0 0 8,345
SANDY SPRING BANCORP INC COM 800363103 21,690 831,637 SH   DFND 01,02 0 173,637 658,000
JOHN B. SANFILIPPO & SON INC COM 800422107 5,484 120,525 SH   DFND 01,02 0 120,525 0
SANLAM LTD-SPONSORED ADR ADR 80104Q208 134 11,048 SH   DFND 01,02 0 0 11,048
SANMINA CORP COM 801056102 38,217 1,624,209 SH   DFND 01,02 0 48,908 1,575,301
SANMINA CORP COM 801056102 2 101 SH   DFND 01,16 0 0 101
SANOFI-ADR ADR 80105N105 896 19,641 SH   DFND 01,02 0 0 19,641
SANOFI-ADR ADR 80105N105 1,908 41,876 SH   DFND 01,16 0 0 41,876
SANTOS LTD-UNSPON ADR ADR 803021708 82 12,163 SH   DFND 01,02 0 0 12,163
SAP SE-SPONSORED ADR ADR 803054204 2,187 31,401 SH   DFND 01,02 0 0 31,401
SAP SE-SPONSORED ADR ADR 803054204 199 2,861 SH   DFND 01,16 0 0 2,861
SAPIENT CORPORATION COM 803062108 2,959 118,925 SH   DFND 01,02 0 118,925 0
SAPIENT CORPORATION COM 803062108 0 18 SH   DFND 01,16 0 0 18
SASOL LTD-SPONSORED ADR ADR 803866300 2,768 72,907 SH   DFND 01,02 0 0 72,907
SASOL LTD-SPONSORED ADR ADR 803866300 77 2,032 SH   DFND 01,16 0 0 2,032
SAUL CENTERS INC COM 804395101 3,497 61,166 SH   DFND 01,02 0 11,554 49,612
SCANA CORP COM 80589M102 34,740 574,971 SH   DFND 01,02 0 31,367 543,604
SCANA CORP COM 80589M102 123 2,025 SH   DFND 01,03 0 2,025 0
SCANA CORP COM 80589M102 383 6,346 SH   DFND 01,16 0 0 6,346
SCANSOURCE INC COM 806037107 5,113 127,315 SH   DFND 01,02 0 1,820 125,495
HENRY SCHEIN INC COM 806407102 39,905 293,101 SH   DFND 01,02 0 11,600 281,501
HENRY SCHEIN INC COM 806407102 858 6,300 SH   DFND 01,10 0 6,300 0
HENRY SCHEIN INC COM 806407102 277 2,035 SH   DFND 01,16 0 0 2,035
SCHLUMBERGER LTD COM 806857108 519,470 6,081,157 SH   DFND 01,02 0 4,432,961 1,648,196
SCHLUMBERGER LTD COM 806857108 1,853 21,693 SH   DFND 01,03 0 21,693 0
SCHLUMBERGER LTD COM 806857108 7,150 83,714 SH   DFND 01,10 0 0 83,714
SCHLUMBERGER LTD COM 806857108 5,333 62,427 SH   DFND 01,16 0 3,550 58,877
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 500 34,094 SH   DFND 01,02 0 0 34,094
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 20 1,414 SH   DFND 01,16 0 0 1,414
SCHOLASTIC CORP COM 807066105 4,353 119,512 SH   DFND 01,02 0 1,562 117,950
SCHOLASTIC CORP COM 807066105 3 91 SH   DFND 01,16 0 0 91
SCHULMAN (A.) INC COM 808194104 8,656 213,577 SH   DFND 01,02 0 84,784 128,793
SCHULMAN (A.) INC COM 808194104 10 238 SH   DFND 01,16 0 0 238
SCHWAB (CHARLES) CORP COM 808513105 125,885 4,169,761 SH   DFND 01,02 0 816,167 3,353,594
SCHWAB (CHARLES) CORP COM 808513105 401 13,291 SH   DFND 01,03 0 13,291 0
SCHWAB (CHARLES) CORP COM 808513105 1,411 46,733 SH   DFND 01,16 0 32,070 14,663
SCHW 6 PRF 808513204 440 17,183 SH   DFND 01,16 0 0 17,183
SCHWAB US BROAD MARKET ETF COM 808524102 2,209 44,346 SH   DFND 01,16 0 0 44,346
SCHWAB US LARGE-CAP ETF COM 808524201 322 6,570 SH   DFND 01,16 0 0 6,570
SCHWAB U.S. LARGE-CAP GROWTH COM 808524300 1,367 26,392 SH   DFND 01,16 0 0 26,392
SCHWAB US LARGE-CAP VALUE COM 808524409 779 17,674 SH   DFND 01,16 0 0 17,674
SCHWAB US MID CAP ETF COM 808524508 693 17,040 SH   DFND 01,16 0 0 17,040
SCHWAB US SMALL-CAP ETF COM 808524607 8,134 148,775 SH   DFND 01,16 0 0 148,775
SCHWAB EMERGING MARKETS EQUI COM 808524706 266 11,137 SH   DFND 01,16 0 0 11,137
SCHWAB FUNDAMENTAL BROAD MKT COM 808524789 492 16,360 SH   DFND 01,16 0 0 16,360
SCHWAB US DVD EQUITY ETF COM 808524797 1,221 30,633 SH   DFND 01,16 0 0 30,633
SCHWAB US AGGREGATE BOND ETF COM 808524839 2,012 38,426 SH   DFND 01,16 0 0 38,426
SCHWAB US REIT ETF COM 808524847 3,338 85,695 SH   DFND 01,16 0 0 85,695
SCHWEITZER-MAUDUIT INTL INC COM 808541106 13,633 322,291 SH   DFND 01,02 0 19,374 302,917
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1 20 SH   DFND 01,16 0 0 20
SCIENCE APPLICATIONS INTE COM 808625107 4,968 100,297 SH   DFND 01,02 0 6,723 93,574
SCIENCE APPLICATIONS INTE COM 808625107 171 3,455 SH   DFND 01,16 0 0 3,455
SCIENTIFIC GAMES CORP-A COM 80874P109 2,839 222,991 SH   DFND 01,02 0 5,881 217,110
SCIENTIFIC GAMES CORP-A COM 80874P109 14 1,100 SH   DFND 01,16 0 0 1,100
SCIQUEST INC COM 80908T101 2,054 142,190 SH   DFND 01,02 0 142,190 0
SCORPIO TANKERS INC CONV BND 80918TAA7 6,443 6,770,000 PRN   DFND 01,02 0 0 6,770,000
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 14,315 229,698 SH   DFND 01,02 0 7,317 222,381
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 27 441 SH   DFND 01,16 0 0 441
EW SCRIPPS CO/THE-A COM 811054402 3,009 134,638 SH   DFND 01,02 0 2,724 131,914
SCRIPPS NETWORKS INTER-CL A COM 811065101 2,428 32,261 SH   DFND 01,02 0 11,436 20,825
SCRIPPS NETWORKS INTER-CL A COM 811065101 88 1,173 SH   DFND 01,03 0 1,173 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 256 3,402 SH   DFND 01,16 0 18 3,384
SEABOARD CORP COM 811543107 1,259 300 SH   DFND 01,02 0 265 35
SEACOR HOLDINGS INC COM 811904101 5,885 79,731 SH   DFND 01,02 0 2,157 77,574
SEALED AIR CORP COM 81211K100 74,844 1,763,931 SH   DFND 01,02 0 150,722 1,613,209
SEALED AIR CORP COM 81211K100 503 11,843 SH   DFND 01,03 0 11,843 0
SEALED AIR CORP COM 81211K100 6,502 153,320 SH   DFND 01,10 0 0 153,320
SEALED AIR CORP COM 81211K100 144 3,405 SH   DFND 01,16 0 0 3,405
SEATTLE GENETICS INC COM 812578102 2,304 71,703 SH   DFND 01,02 0 1,703 70,000
SEATTLE GENETICS INC COM 812578102 86 2,665 SH   DFND 01,16 0 0 2,665
SEAWORLD ENTERTAINMENT INC COM 81282V100 7,637 426,641 SH   DFND 01,02 0 268,631 158,010
SEAWORLD ENTERTAINMENT INC COM 81282V100 22 1,211 SH   DFND 01,03 0 1,211 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 97 5,400 SH   DFND 01,16 0 0 5,400
SECOM LTD -UNSPONSORED ADR ADR 813113206 188 12,943 SH   DFND 01,02 0 0 12,943
MATERIALS SELECT SECTOR SPDR COM 81369Y100 1,149 23,537 SH   DFND 01,16 0 0 23,537
HEALTH CARE SELECT SECTOR COM 81369Y209 13,768 200,647 SH   DFND 01,16 0 0 200,647
CONSUMER STAPLES SPDR COM 81369Y308 767,167 12,214,318 SH   DFND 01,16 0 0 12,214,318
CONSUMER DISCRETIONARY SELT COM 81369Y407 16,320 227,533 SH   DFND 01,16 0 0 227,533
ENERGY SELECT SECTOR SPDR COM 81369Y506 35,783 452,506 SH   DFND 01,16 0 0 452,506
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 27,284 1,104,411 SH   DFND 01,16 0 0 1,104,411
INDUSTRIAL SELECT SECT SPDR COM 81369Y704 11,602 205,278 SH   DFND 01,16 0 0 205,278
TECHNOLOGY SELECT SECT SPDR COM 81369Y803 11,029 266,318 SH   DFND 01,16 0 0 266,318
UTILITIES SELECT SECTOR SPDR COM 81369Y886 4,006 84,286 SH   DFND 01,16 0 0 84,286
SELECT COMFORT CORPORATION COM 81616X103 9,019 333,673 SH   DFND 01,02 0 32,442 301,231
SELECT INCOME REIT COM 81618T100 7,131 292,145 SH   DFND 01,02 0 292,145 0
SELECTIVE INSURANCE GROUP COM 816300107 12,225 449,986 SH   DFND 01,02 0 39,437 410,549
SEMGROUP CORP-CLASS A COM 81663A105 1,570 22,956 SH   DFND 01,02 0 22,956 0
SEMGROUP CORP-CLASS A COM 81663A105 10,353 151,379 SH   DFND 01,10 0 0 151,379
SEMTECH CORP COM 816850101 6,258 227,004 SH   DFND 01,02 0 2,008 224,996
SEMPRA ENERGY COM 816851109 173,222 1,555,233 SH   DFND 01,02 0 689,674 865,559
SEMPRA ENERGY COM 816851109 400 3,586 SH   DFND 01,03 0 3,586 0
SEMPRA ENERGY COM 816851109 638 5,730 SH   DFND 01,16 0 0 5,730
SENDTEC INC COM 81688A106 0 25,000 SH   DFND 01,16 0 0 25,000
SENECA FOODS CORP - CL A COM 817070501 853 31,555 SH   DFND 01,02 0 21 31,133
SENIOR HOUSING PROP TRUST COM 81721M109 13,244 598,969 SH   DFND 01,02 0 6,489 592,480
SENIOR HOUSING PROP TRUST COM 81721M109 9,163 414,253 SH   DFND 01,16 0 0 414,253
SENSIENT TECHNOLOGIES CORP COM 81725T100 36,221 600,296 SH   DFND 01,02 0 314,710 285,586
SERVICE CORP INTERNATIONAL COM 817565104 23,680 1,043,059 SH   DFND 01,02 0 40,706 1,002,353
SERVICE CORP INTERNATIONAL COM 817565104 1,915 84,368 SH   DFND 01,10 0 0 84,368
SERVICE CORP INTERNATIONAL COM 817565104 61 2,695 SH   DFND 01,16 0 0 2,695
SERVICENOW INC COM 81762P102 93,216 1,373,870 SH   DFND 01,02 0 837,916 535,954
SERVICENOW INC COM 81762P102 56 827 SH   DFND 01,03 0 827 0
SERVICENOW INC COM 81762P102 70 1,030 SH   DFND 01,16 0 0 1,030
SERVICENOW INC CONV BND 81762PAB8 9,225 8,110,000 PRN   DFND 01,02 0 0 8,110,000
SES GDR 817712995 205 5,700 SH   DFND 01,02 0 5,700 0
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 438 23,599 SH   DFND 01,02 0 0 23,599
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 755 41,833 SH   DFND 01,16 0 0 41,833
SHAW COMMUNICATIONS INC-B COM 82028K200 227 8,400 SH   DFND 01,16 0 0 8,400
SHENANDOAH TELECOMMUNICATION COM 82312B106 7,747 247,936 SH   DFND 01,02 0 247,936 0
SHERWIN-WILLIAMS CO/THE COM 824348106 394,750 1,500,724 SH   DFND 01,02 0 866,132 634,592
SHERWIN-WILLIAMS CO/THE COM 824348106 333 1,267 SH   DFND 01,03 0 1,267 0
SHERWIN-WILLIAMS CO/THE COM 824348106 9,437 35,867 SH   DFND 01,10 0 35,867 0
SHERWIN-WILLIAMS CO/THE COM 824348106 1,413 5,372 SH   DFND 01,16 0 2,301 3,071
SHIN-ETSU CHEM-UNSPON ADR ADR 824551105 176 10,708 SH   DFND 01,02 0 0 10,708
SHINHAN FINANCIAL GROUP-ADR ADR 824596100 215 5,324 SH   DFND 01,02 0 0 5,324
SHINHAN FINANCIAL GROUP-ADR ADR 824596100 1 18 SH   DFND 01,16 0 0 18
SHIRE PLC-ADR ADR 82481R106 654 3,074 SH   DFND 01,02 0 0 3,074
SHIRE PLC-ADR ADR 82481R106 988 4,643 SH   DFND 01,16 0 0 4,643
SHUTTERFLY INC COM 82568P304 3,365 80,708 SH   DFND 01,02 0 1,588 79,120
SHUTTERSTOCK INC COM 825690100 11,631 168,317 SH   DFND 01,02 0 160,449 7,868
SHUTTERSTOCK INC COM 825690100 45 650 SH   DFND 01,03 0 650 0
SIEMENS AG-SPONS ADR ADR 826197501 1,376 12,134 SH   DFND 01,02 0 0 12,134
SIEMENS AG-SPONS ADR ADR 826197501 321 2,862 SH   DFND 01,16 0 0 2,862
SIERRA WIRELESS INC COM 826516106 1,031 21,748 SH   DFND 01,16 0 0 21,748
SIGMA-ALDRICH COM 826552101 8,277 60,290 SH   DFND 01,02 0 35,857 24,433
SIGMA-ALDRICH COM 826552101 189 1,376 SH   DFND 01,03 0 1,376 0
SIGMA-ALDRICH COM 826552101 103 754 SH   DFND 01,16 0 0 754
SIGMA DESIGNS INC COM 826565103 97 12,600 SH   DFND 01,16 0 0 12,600
SIGMA LABS INC COM 826598104 1 15,000 SH   DFND 01,16 0 0 15,000
SIGNATURE BANK COM 82669G104 59,042 468,730 SH   DFND 01,02 0 306,507 162,223
SIGNATURE BANK COM 82669G104 67 534 SH   DFND 01,03 0 534 0
SIGNATURE BANK COM 82669G104 156 1,241 SH   DFND 01,16 0 0 1,241
SILICON LABORATORIES INC COM 826919102 4,902 102,959 SH   DFND 01,02 0 11,757 91,202
SILICON LABORATORIES INC COM 826919102 8 166 SH   DFND 01,16 0 0 166
SILGAN HOLDINGS INC COM 827048109 7,706 143,768 SH   DFND 01,02 0 6,273 137,495
SILICON IMAGE INC COM 82705T102 6,097 1,104,512 SH   DFND 01,02 0 1,104,512 0
SILICON IMAGE INC COM 82705T102 9 1,698 SH   DFND 01,16 0 0 1,698
SILICON GRAPHICS INTERNATION COM 82706L108 9,441 829,568 SH   DFND 01,02 0 267,568 562,000
SILVER SPRING NETWORKS INC COM 82817Q103 5,392 639,726 SH   DFND 01,02 0 639,726 0
SILVER SPRING NETWORKS INC COM 82817Q103 6 700 SH   DFND 01,16 0 0 700
SILVER WHEATON CORP COM 828336107 1,119 55,036 SH   DFND 01,02 0 55,036 0
SILVER WHEATON CORP COM 828336107 190 9,360 SH   DFND 01,16 0 0 9,360
SIMMONS FIRST NATL CORP-CL A COM 828730200 15,969 392,825 SH   DFND 01,02 0 145,984 246,841
SIMMONS FIRST NATL CORP-CL A COM 828730200 1 19 SH   DFND 01,16 0 0 19
SIMON PROPERTY GROUP INC COM 828806109 448,394 2,462,244 SH   DFND 01,02 0 1,032,889 1,429,355
SIMON PROPERTY GROUP INC COM 828806109 701 3,846 SH   DFND 01,03 0 3,846 0
SIMON PROPERTY GROUP INC COM 828806109 469 2,571 SH   DFND 01,10 0 0 2,571
SIMON PROPERTY GROUP INC COM 828806109 638 3,503 SH   DFND 01,16 0 0 3,503
SIMPLICITY BANCORP INC COM 828867101 5,281 308,004 SH   DFND 01,02 0 308,004 0
SILVER PEAKS SYSTEMS CONV PRF 82899H930 2,227 2,620,545 SH   DFND 01,02 0 0 2,620,545
SIMPSON MANUFACTURING CO INC COM 829073105 17,162 496,029 SH   DFND 01,02 0 120,978 375,051
SINOFRESH HEALTHCARE INC COM 82935D109 0 23,000 SH   DFND 01,16 0 0 23,000
SIRONA DENTAL SYSTEMS INC COM 82966C103 20,387 233,341 SH   DFND 01,02 0 14,812 218,529
SIRONA DENTAL SYSTEMS INC COM 82966C103 5,284 60,483 SH   DFND 01,02,10 0 0 60,483
SIRONA DENTAL SYSTEMS INC COM 82966C103 58,974 674,991 SH   DFND 01,10 0 174,714 500,277
SIRONA DENTAL SYSTEMS INC COM 82966C103 80 912 SH   DFND 01,16 0 0 912
SIRIUS XM HOLDINGS INC COM 82968B103 699 199,763 SH   DFND 01,02 0 199,763 0
SIRIUS XM HOLDINGS INC COM 82968B103 267 76,362 SH   DFND 01,16 0 0 76,362
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 14,653 339,587 SH   DFND 01,02 0 302,527 37,060
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 66 1,539 SH   DFND 01,03 0 1,539 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 86,017 1,993,466 SH   DFND 01,10 0 921,591 1,071,875
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 35 812 SH   DFND 01,16 0 28 784
SIZMEK INC COM 83013P105 611 97,548 SH   DFND 01,02 0 5 97,543
SIZMEK INC COM 83013P105 0 25 SH   DFND 01,16 0 0 25
SKECHERS USA INC-CL A COM 830566105 39,105 707,789 SH   DFND 01,02 0 243,991 463,798
SKECHERS USA INC-CL A COM 830566105 51 920 SH   DFND 01,03 0 920 0
SKECHERS USA INC-CL A COM 830566105 232 4,199 SH   DFND 01,16 0 0 4,199
SKYWEST INC COM 830879102 3,729 280,650 SH   DFND 01,02 0 55,621 225,029
SKYWORKS SOLUTIONS INC COM 83088M102 397,516 5,467,215 SH   DFND 01,02 0 1,755,885 3,711,330
SKYWORKS SOLUTIONS INC COM 83088M102 492 6,783 SH   DFND 01,03 0 6,783 0
SKYWORKS SOLUTIONS INC COM 83088M102 59,686 820,860 SH   DFND 01,10 0 95,065 725,795
SKYWORKS SOLUTIONS INC COM 83088M102 1,807 24,853 SH   DFND 01,16 0 8,970 15,883
SMITH & WESSON HOLDING CORP COM 831756101 6,162 650,630 SH   DFND 01,02 0 650,630 0
SMITH & WESSON HOLDING CORP COM 831756101 179 18,853 SH   DFND 01,16 0 0 18,853
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 332 9,046 SH   DFND 01,02 0 0 9,046
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 214 5,822 SH   DFND 01,16 0 0 5,822
SMITH (A.O.) CORP COM 831865209 10,043 178,035 SH   DFND 01,02 0 398 174,060
SMITH (A.O.) CORP COM 831865209 489 8,662 SH   DFND 01,16 0 0 8,662
JM SMUCKER CO/THE COM 832696405 82,967 821,611 SH   DFND 01,02 0 52,467 769,144
JM SMUCKER CO/THE COM 832696405 387 3,829 SH   DFND 01,03 0 3,829 0
JM SMUCKER CO/THE COM 832696405 553 5,481 SH   DFND 01,16 0 0 5,481
SNAP-ON INC COM 833034101 87,379 639,030 SH   DFND 01,02 0 313,239 325,791
SNAP-ON INC COM 833034101 92 674 SH   DFND 01,03 0 674 0
SNAP-ON INC COM 833034101 720 5,265 SH   DFND 01,16 0 0 5,265
SNYDERS-LANCE INC COM 833551104 7,056 230,954 SH   DFND 01,02 0 2,383 228,571
SNYDERS-LANCE INC COM 833551104 6 206 SH   DFND 01,16 0 0 206
SOCIAL MEDIA VENTURES INC COM 833626104 0 250,000 SH   DFND 01,16 0 0 250,000
QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 1,927 80,670 SH   DFND 01,02 0 1,670 79,000
QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 21 885 SH   DFND 01,16 0 0 885
SOCIETE GENERALE-SPONS ADR ADR 83364L109 248 29,278 SH   DFND 01,02 0 0 29,278
SOCIETE GENERALE-SPONS ADR ADR 83364L109 64 7,681 SH   DFND 01,16 0 0 7,681
SOFTBANK CORP-UNSPON ADR ADR 83404D109 501 16,588 SH   DFND 01,02 0 0 16,588
SOFTBANK CORP-UNSPON ADR ADR 83404D109 868 28,753 SH   DFND 01,16 0 0 28,753
SOLARWINDS INC COM 83416B109 85,910 1,724,038 SH   DFND 01,02 0 58,453 1,665,585
SOLARWINDS INC COM 83416B109 389 7,800 SH   DFND 01,10 0 0 7,800
SOLARWINDS INC COM 83416B109 2 50 SH   DFND 01,16 0 0 50
SOLERA HOLDINGS INC COM 83421A104 10,731 209,679 SH   DFND 01,02 0 2,799 206,880
SONIC CORP COM 835451105 60,669 2,228,018 SH   DFND 01,02 0 686,355 1,541,663
SONIC CORP COM 835451105 48 1,746 SH   DFND 01,03 0 1,746 0
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 31,354 1,159,551 SH   DFND 01,02 0 71,340 1,088,211
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 7 276 SH   DFND 01,16 0 0 276
SONOCO PRODUCTS CO COM 835495102 74,370 1,701,819 SH   DFND 01,02 0 1,461,905 239,914
SONOCO PRODUCTS CO COM 835495102 41 935 SH   DFND 01,03 0 935 0
SONOCO PRODUCTS CO COM 835495102 8,675 198,207 SH   DFND 01,16 0 0 198,207
SONY CORP-SPONSORED ADR ADR 835699307 297 14,486 SH   DFND 01,02 0 0 14,486
SONY CORP-SPONSORED ADR ADR 835699307 217 10,595 SH   DFND 01,16 0 0 10,595
SOTHEBY'S COM 835898107 26,502 613,757 SH   DFND 01,02 0 24,125 589,632
SOTHEBY'S COM 835898107 16 359 SH   DFND 01,16 0 0 359
SONUS NETWORKS INC COM 835916107 8,316 2,094,491 SH   DFND 01,02 0 1,399,669 694,822
SONUS NETWORKS INC COM 835916107 5 1,325 SH   DFND 01,16 0 0 1,325
SOUTH JERSEY INDUSTRIES COM 838518108 55,038 933,976 SH   DFND 01,02 0 175,302 758,674
SOUTH JERSEY INDUSTRIES COM 838518108 189 3,207 SH   DFND 01,16 0 0 3,207
SOUTH STATE CORP COM 840441109 17,096 254,842 SH   DFND 01,02 0 191,170 63,672
SOUTH STATE CORP COM 840441109 1 12 SH   DFND 01,16 0 0 12
SOUTHERN CO/THE COM 842587107 83,694 1,704,233 SH   DFND 01,02 0 289,284 1,414,949
SOUTHERN CO/THE COM 842587107 555 11,303 SH   DFND 01,03 0 11,303 0
SOUTHERN CO/THE COM 842587107 8,573 174,604 SH   DFND 01,10 0 0 174,604
SOUTHERN CO/THE COM 842587107 6,324 129,005 SH   DFND 01,16 0 0 129,005
SOUTHERN COPPER CORP COM 84265V105 5,824 206,550 SH   DFND 01,02 0 203,249 3,301
SOUTHERN COPPER CORP COM 84265V105 2,487 88,202 SH   DFND 01,02,10 0 0 88,202
SOUTHERN COPPER CORP COM 84265V105 375 13,304 SH   DFND 01,16 0 0 13,304
SOUTHWEST AIRLINES CO COM 844741108 211,938 5,007,859 SH   DFND 01,02 0 1,163,904 3,843,955
SOUTHWEST AIRLINES CO COM 844741108 332 7,849 SH   DFND 01,03 0 7,849 0
SOUTHWEST AIRLINES CO COM 844741108 2,565 60,239 SH   DFND 01,16 0 0 60,239
SOUTHWEST BANCORP INC/OKLA COM 844767103 17,938 1,033,276 SH   DFND 01,02 0 749,990 283,286
SOUTHWEST GAS CORP COM 844895102 70,375 1,138,557 SH   DFND 01,02 0 388,675 749,882
SOUTHWEST GAS CORP COM 844895102 31 508 SH   DFND 01,16 0 0 508
SOUTHWESTERN ENERGY CO COM 845467109 7,883 288,846 SH   DFND 01,02 0 208,871 79,975
SOUTHWESTERN ENERGY CO COM 845467109 111 4,082 SH   DFND 01,03 0 4,082 0
SOUTHWESTERN ENERGY CO COM 845467109 187 6,845 SH   DFND 01,16 0 0 6,845
SOVRAN SELF STORAGE INC COM 84610H108 33,018 378,559 SH   DFND 01,02 0 224,622 153,937
SOVRAN SELF STORAGE INC COM 84610H108 51 583 SH   DFND 01,03 0 583 0
SPANSION LLC CONV BND 84649PAL9 8,167 3,300,000 PRN   DFND 01,02 0 0 3,300,000
SPANSION INC-CLASS A COM 84649R200 120,904 3,533,142 SH   DFND 01,02 0 398,832 3,134,310
SPANSION INC-CLASS A COM 84649R200 17,834 521,152 SH   DFND 01,10 0 0 521,152
SPARTAN MOTORS INC COM 846819100 25 4,800 SH   DFND 01,02 0 4,800 0
SPARTAN MOTORS INC COM 846819100 134 25,382 SH   DFND 01,16 0 0 25,382
SPARTANNASH CO COM 847215100 5,064 193,716 SH   DFND 01,02 0 28,907 164,809
SPARTANNASH CO COM 847215100 5 186 SH   DFND 01,16 0 0 186
SPECTRA ENERGY CORP COM 847560109 83,210 2,292,305 SH   DFND 01,02 0 144,975 2,147,330
SPECTRA ENERGY CORP COM 847560109 334 9,188 SH   DFND 01,03 0 9,188 0
SPECTRA ENERGY CORP COM 847560109 6,854 188,873 SH   DFND 01,10 0 0 188,873
SPECTRA ENERGY CORP COM 847560109 1,640 45,169 SH   DFND 01,16 0 0 45,169
SPECTRA ENERGY PARTNERS LP LP 84756N109 466 8,172 SH   DFND 01,16 0 0 8,172
SPECTRANETICS CORP COM 84760C107 8,488 245,444 SH   DFND 01,02 0 490 244,954
SPECTRANETICS CORP COM 84760C107 3 74 SH   DFND 01,16 0 0 74
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,790 258,268 SH   DFND 01,02 0 4,013 254,255
SPECTRUM PHARMACEUTICALS INC COM 84763A108 159 22,904 SH   DFND 01,16 0 0 22,904
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 10,896 253,159 SH   DFND 01,02 0 3,134 250,025
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 10 221 SH   DFND 01,16 0 0 221
SPIRIT AIRLINES INC COM 848577102 7,613 100,720 SH   DFND 01,02 0 14,089 86,631
SPIRIT AIRLINES INC COM 848577102 4,423 58,544 SH   DFND 01,10 0 0 58,544
SPIRIT AIRLINES INC COM 848577102 707 9,356 SH   DFND 01,16 0 0 9,356
SPIRIT REALTY CAPITAL INC COM 84860W102 55 4,595 SH   DFND 01,02 0 4,595 0
SPIRIT REALTY CAPITAL INC COM 84860W102 89 7,506 SH   DFND 01,16 0 0 7,506
SPLUNK INC COM 848637104 442,505 7,506,446 SH   DFND 01,02 0 6,764,080 742,366
SPLUNK INC COM 848637104 13,681 232,077 SH   DFND 01,03 0 232,077 0
SPLUNK INC COM 848637104 7 125 SH   DFND 01,16 0 0 125
SPOK HOLDINGS INC COM 84863T106 2,196 126,481 SH   DFND 01,02 0 31,172 95,309
SPOK HOLDINGS INC COM 84863T106 30 1,700 SH   DFND 01,16 0 0 1,700
SPONGETECH DELIVERY SYSTEMS COM 849109103 0 219,327 SH   DFND 01,16 0 0 219,327
SPRINGLEAF HOLDINGS INC COM 85172J101 1,301 35,958 SH   DFND 01,02 0 32,958 3,000
SPRINGLEAF HOLDINGS INC COM 85172J101 6,456 178,530 SH   DFND 01,10 0 0 178,530
SPRINT CORP COM 85207U105 2,152 518,631 SH   DFND 01,02 0 423,760 94,871
SPRINT CORP COM 85207U105 21 4,957 SH   DFND 01,16 0 0 4,957
SPROUTS FARMERS MARKET INC COM 85208M102 4,556 134,075 SH   DFND 01,02 0 549 133,526
SPROUTS FARMERS MARKET INC COM 85208M102 1 42 SH   DFND 01,16 0 0 42
STAAR SURGICAL CO COM 852312305 19,552 2,146,443 SH   DFND 01,02 0 1,558,689 587,754
STAGE STORES INC COM 85254C305 8,370 404,353 SH   DFND 01,02 0 1,587 402,766
STAG INDUSTRIAL INC COM 85254J102 17,196 701,898 SH   DFND 01,02 0 487,154 214,744
STAMPS.COM INC COM 852857200 11,860 247,121 SH   DFND 01,02 0 152,488 94,633
STANCORP FINANCIAL GROUP COM 852891100 7,645 109,421 SH   DFND 01,02 0 12,143 97,278
STANDARD MOTOR PRODS COM 853666105 6,892 180,791 SH   DFND 01,02 0 13,722 167,069
STANDARD MOTOR PRODS COM 853666105 25 651 SH   DFND 01,16 0 0 651
STANDARD PACIFIC CORP COM 85375C101 4,952 679,274 SH   DFND 01,02 0 14,497 664,777
STANDEX INTERNATIONAL CORP COM 854231107 15,144 196,024 SH   DFND 01,02 0 139,966 56,058
STANLEY BLACK & DECKER INC COM 854502101 22,789 237,187 SH   DFND 01,02 0 28,429 208,758
STANLEY BLACK & DECKER INC COM 854502101 174 1,811 SH   DFND 01,03 0 1,811 0
STANLEY BLACK & DECKER INC COM 854502101 165 1,723 SH   DFND 01,16 0 244 1,479
SWK 5 3/4 07/25/52 PRF 854502705 11,312 447,825 SH   DFND 01,02 0 0 447,825
SWK 5 3/4 07/25/52 PRF 854502705 85 3,365 SH   DFND 01,16 0 0 3,365
STAPLES INC COM 855030102 12,550 692,542 SH   DFND 01,02 0 63,057 629,485
STAPLES INC COM 855030102 134 7,398 SH   DFND 01,03 0 7,398 0
STAPLES INC COM 855030102 133 7,323 SH   DFND 01,16 0 0 7,323
STARBUCKS CORP COM 855244109 173,653 2,116,424 SH   DFND 01,02 0 405,666 1,710,758
STARBUCKS CORP COM 855244109 710 8,655 SH   DFND 01,03 0 8,655 0
STARBUCKS CORP COM 855244109 8,860 108,368 SH   DFND 01,16 0 12,037 96,331
STATE AUTO FINANCIAL CORP COM 855707105 6,014 270,647 SH   DFND 01,02 0 195,044 75,603
STARWOOD PROPERTY TRUST INC COM 85571B105 26,778 1,152,193 SH   DFND 01,02 0 1,184 1,151,009
STARWOOD PROPERTY TRUST INC COM 85571B105 81,531 3,509,798 SH   DFND 01,10 0 1,405,298 2,104,500
STARWOOD PROPERTY TRUST INC COM 85571B105 1,524 65,558 SH   DFND 01,16 0 0 65,558
STARWOOD PROPERTY TRUST INC CONV BND 85571BAC9 10,049 9,900,000 PRN   DFND 01,02 0 0 9,900,000
STARZ - A COM 85571Q102 262 8,840 SH   DFND 01,02 0 8,430 410
STARZ - A COM 85571Q102 37 1,256 SH   DFND 01,16 0 0 1,256
STARWOOD WAYPOINT RESIDENTIAL TST CONV BND 85571WAA7 6,243 6,500,000 PRN   DFND 01,02 0 0 6,500,000
STARWOOD WAYPOINT RESIDENTIAL TST CONV BND 85571WAC3 13,585 13,150,000 PRN   DFND 01,02 0 0 13,150,000
STARWOOD HOTELS & RESORTS COM 85590A401 402,808 4,968,629 SH   DFND 01,02 0 1,442,671 3,525,958
STARWOOD HOTELS & RESORTS COM 85590A401 524 6,463 SH   DFND 01,03 0 6,463 0
STARWOOD HOTELS & RESORTS COM 85590A401 38,262 472,023 SH   DFND 01,10 0 684 471,339
STARWOOD HOTELS & RESORTS COM 85590A401 166 2,047 SH   DFND 01,16 0 0 2,047
STATE STREET CORP COM 857477103 38,796 493,886 SH   DFND 01,02 0 106,834 387,052
STATE STREET CORP COM 857477103 379 4,826 SH   DFND 01,03 0 4,826 0
STATE STREET CORP COM 857477103 426 5,428 SH   DFND 01,16 0 509 4,919
STT 5.9 PRF 857477608 7,876 304,585 SH   DFND 01,02 0 0 304,585
STT 5.9 PRF 857477608 1 54 SH   DFND 01,16 0 0 54
STATOIL ASA-SPON ADR ADR 85771P102 1,011 57,393 SH   DFND 01,02 0 0 57,393
STATOIL ASA-SPON ADR ADR 85771P102 454 25,751 SH   DFND 01,16 0 0 25,751
STEEL DYNAMICS INC COM 858119100 70,632 3,577,998 SH   DFND 01,02 0 220,696 3,357,302
STEEL DYNAMICS INC COM 858119100 318 16,100 SH   DFND 01,03 0 16,100 0
STEEL DYNAMICS INC COM 858119100 360 18,246 SH   DFND 01,16 0 0 18,246
STEELCASE INC-CL A COM 858155203 27,917 1,555,302 SH   DFND 01,02 0 191,302 1,364,000
STEIN MART INC COM 858375108 1,822 124,646 SH   DFND 01,02 0 205 124,441
STEPAN CO COM 858586100 8,546 213,220 SH   DFND 01,02 0 93,229 119,991
STERICYCLE INC COM 858912108 32,593 248,641 SH   DFND 01,02 0 136,855 111,786
STERICYCLE INC COM 858912108 129 984 SH   DFND 01,03 0 984 0
STERICYCLE INC COM 858912108 4,219 32,190 SH   DFND 01,10 0 0 32,190
STERICYCLE INC COM 858912108 261 1,992 SH   DFND 01,16 0 0 1,992
STERIS CORP COM 859152100 12,788 197,219 SH   DFND 01,02 0 35,961 161,258
STERIS CORP COM 859152100 19 300 SH   DFND 01,16 0 0 300
STERLING BANCORP/DE COM 85917A100 36,532 2,540,417 SH   DFND 01,02 0 466,637 2,073,780
STERLING BANCORP/DE COM 85917A100 96 6,665 SH   DFND 01,16 0 0 6,665
STERLING CONSTRUCTION CO COM 859241101 5,769 902,696 SH   DFND 01,02 0 675,089 227,607
STEWART INFORMATION SERVICES COM 860372101 3,636 98,164 SH   DFND 01,02 0 684 97,480
STIFEL FINANCIAL CORP COM 860630102 15,035 294,702 SH   DFND 01,02 0 4,557 290,145
STIFEL FINANCIAL CORP COM 860630102 2 31 SH   DFND 01,16 0 0 31
STILLWATER MINING CO COM 86074Q102 20,685 1,403,265 SH   DFND 01,02 0 484,197 919,068
STILLWATER MINING CO COM 86074Q102 3 200 SH   DFND 01,16 0 0 200
STONE ENERGY CORP COM 861642106 16,892 1,000,643 SH   DFND 01,02 0 748,243 252,400
STONE ENERGY CORP COM 861642106 124 6,925 SH   DFND 01,16 0 0 6,925
STONE ENERGY CORP CONV BND 861642AN6 7,633 8,780,000 PRN   DFND 01,02 0 0 8,780,000
STORE CAPITAL CORP COM 862121100 6,157 284,894 SH   DFND 01,02 0 251,925 32,969
STORE CAPITAL CORP COM 862121100 26 1,203 SH   DFND 01,03 0 1,203 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 1,216 91,890 SH   DFND 01,02 0 72,490 19,400
STRATEGIC HOTELS & RESORTS I COM 86272T106 1 84 SH   DFND 01,16 0 0 84
STRAYER EDUCATION INC COM 863236105 4,248 57,173 SH   DFND 01,02 0 9,248 47,925
STRYKER CORP COM 863667101 16,283 172,344 SH   DFND 01,02 0 107,197 65,147
STRYKER CORP COM 863667101 326 3,458 SH   DFND 01,03 0 3,458 0
STRYKER CORP COM 863667101 4,549 48,228 SH   DFND 01,10 0 0 48,228
STRYKER CORP COM 863667101 298 3,163 SH   DFND 01,16 0 0 3,163
STURM RUGER & CO INC COM 864159108 5,783 166,973 SH   DFND 01,02 0 2,266 164,707
STURM RUGER & CO INC COM 864159108 22 621 SH   DFND 01,16 0 0 621
SUBURBAN PROPANE PARTNERS LP LP 864482104 358 8,292 SH   DFND 01,16 0 0 8,292
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 472 64,435 SH   DFND 01,02 0 0 64,435
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 1,373 188,540 SH   DFND 01,16 0 0 188,540
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 206 52,810 SH   DFND 01,02 0 0 52,810
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 447 117,309 SH   DFND 01,16 0 0 117,309
SUMMIT HOTEL PROPERTIES INC COM 866082100 13,433 1,079,821 SH   DFND 01,02 0 770,613 309,208
SUN COMMUNITIES INC COM 866674104 5,984 98,957 SH   DFND 01,02 0 98,957 0
SUN COMMUNITIES INC COM 866674104 3 45 SH   DFND 01,16 0 0 45
SUN HYDRAULICS CORP COM 866942105 4,929 125,153 SH   DFND 01,02 0 125,153 0
SUNCOR ENERGY INC COM 867224107 58,886 1,852,899 SH   DFND 01,02 0 157,037 1,695,862
SUNCOR ENERGY INC COM 867224107 24 744 SH   DFND 01,03 0 744 0
SUNCOR ENERGY INC COM 867224107 549 17,281 SH   DFND 01,16 0 2,281 15,000
SUNCOKE ENERGY INC COM 86722A103 5,934 306,825 SH   DFND 01,02 0 15,721 291,104
SUNCOKE ENERGY INC COM 86722A103 2 106 SH   DFND 01,16 0 0 106
SUNERGY INC COM 86732G306 2 1,464,555 SH   DFND 01,16 0 0 1,464,555
SUNEDISON INC COM 86732Y109 40,437 2,072,684 SH   DFND 01,02 0 206,383 1,866,301
SUNEDISON INC COM 86732Y109 839 43,000 SH   DFND 01,10 0 43,000 0
SUNEDISON INC COM 86732Y109 446 22,847 SH   DFND 01,16 0 0 22,847
SUNEDISON INC CONV BND 86732YAB5 13,478 8,990,000 PRN   DFND 01,02 0 0 8,990,000
SUNOCO LOGISTICS PARTNERS LP LP 86764L108 214 5,129 SH   DFND 01,16 0 0 5,129
SUNPOWER CORP CONV BND 867652AE9 21 18,000 PRN   DFND 01,16 0 0 18,000
SUNSHINE HEART INC COM 86782U106 230 54,145 SH   DFND 01,02 0 54,145 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 23,670 1,433,343 SH   DFND 01,02 0 1,390,826 42,517
SUNSTONE HOTEL INVESTORS INC COM 867892101 1 73 SH   DFND 01,16 0 0 73
SUNTRUST BANKS INC COM 867914103 26,375 629,478 SH   DFND 01,02 0 150,817 478,661
SUNTRUST BANKS INC COM 867914103 253 6,033 SH   DFND 01,03 0 6,033 0
SUNTRUST BANKS INC COM 867914103 501 11,983 SH   DFND 01,16 0 1,303 10,680
SUPER MICRO COMPUTER INC COM 86800U104 6,846 196,267 SH   DFND 01,02 0 42,675 153,592
SUPER MICRO COMPUTER INC COM 86800U104 181 5,200 SH   DFND 01,16 0 0 5,200
SUPERIOR ENERGY SERVICES INC COM 868157108 71,399 3,543,381 SH   DFND 01,02 0 936,497 2,606,884
SUPERIOR ENERGY SERVICES INC COM 868157108 195 9,675 SH   DFND 01,03 0 9,675 0
SUPERIOR ENERGY SERVICES INC COM 868157108 7,101 352,605 SH   DFND 01,10 0 0 352,605
SUPERIOR ENERGY SERVICES INC COM 868157108 125 6,205 SH   DFND 01,16 0 0 6,205
SUPERIOR INDUSTRIES INTL COM 868168105 2,071 104,650 SH   DFND 01,02 0 2,816 101,834
SUPERIOR INDUSTRIES INTL COM 868168105 120 6,054 SH   DFND 01,16 0 0 6,054
SUPERNUS PHARMACEUTICALS INC COM 868459108 12,171 1,466,559 SH   DFND 01,02 0 1,219,383 247,176
SUPERNUS PHARMACEUTICALS INC COM 868459108 1 150 SH   DFND 01,16 0 0 150
SUPERNUS PHARMACEUTICALS INC CONV BND 868459AB4 379 217,000 PRN   DFND 01,02 0 0 217,000
SUPERVALU INC COM 868536103 5,384 555,131 SH   DFND 01,02 0 74,958 480,173
SUPERVALU INC COM 868536103 170 17,514 SH   DFND 01,16 0 0 17,514
SURGUTNEFTEGAZ-SP ADR PREF ADR 868861105 85 17,295 SH   DFND 01,02 0 0 17,295
SURMODICS INC COM 868873100 1,269 57,407 SH   DFND 01,02 0 888 56,519
SUSQUEHANNA BANCSHARES INC COM 869099101 12,043 896,740 SH   DFND 01,02 0 99,967 796,773
SWATCH GROUP AG/THE-UNSP ADR ADR 870123106 147 6,595 SH   DFND 01,02 0 0 6,595
SWATCH GROUP AG/THE-UNSP ADR ADR 870123106 303 13,685 SH   DFND 01,16 0 0 13,685
SWEDBANK AB-ADR ADR 870195104 316 12,657 SH   DFND 01,02 0 0 12,657
SWEDBANK AB-ADR ADR 870195104 844 33,898 SH   DFND 01,16 0 0 33,898
ELEMENTS ROGERS AGRI TOT RET COM 870297603 97 13,100 SH   DFND 01,16 0 0 13,100
SWIFT ENERGY CO COM 870738101 788 194,540 SH   DFND 01,02 0 1,763 192,777
SWIFT TRANSPORTATION CO COM 87074U101 79,044 2,760,853 SH   DFND 01,02 0 630,813 2,130,040
SWIFT TRANSPORTATION CO COM 87074U101 54 1,892 SH   DFND 01,03 0 1,892 0
SWIFT TRANSPORTATION CO COM 87074U101 179 6,254 SH   DFND 01,16 0 0 6,254
SYKES ENTERPRISES INC COM 871237103 11,593 494,017 SH   DFND 01,02 0 132,388 361,629
SYMANTEC CORP COM 871503108 56,044 2,184,469 SH   DFND 01,02 0 114,047 2,070,422
SYMANTEC CORP COM 871503108 205 7,980 SH   DFND 01,03 0 7,980 0
SYMANTEC CORP COM 871503108 798 31,100 SH   DFND 01,10 0 31,100 0
SYMANTEC CORP COM 871503108 629 24,533 SH   DFND 01,16 0 0 24,533
SYMETRA FINANCIAL CORP COM 87151Q106 39,673 1,721,209 SH   DFND 01,02 0 775,379 945,830
SYMETRA FINANCIAL CORP COM 87151Q106 23 1,038 SH   DFND 01,16 0 1,020 18
SYMRISE AG-UNSPON ADR ADR 87155N109 25 1,654 SH   DFND 01,02 0 0 1,654
SYMRISE AG-UNSPON ADR ADR 87155N109 289 19,099 SH   DFND 01,16 0 0 19,099
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 21,605 516,131 SH   DFND 01,02 0 242,509 273,622
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 43 1,020 SH   DFND 01,03 0 1,020 0
SYNCHRONOSS TECHNOLOGIES INC CONV BND 87157BAA1 6,108 5,800,000 PRN   DFND 01,02 0 0 5,800,000
SYNAPTICS INC COM 87157D109 281,436 4,088,261 SH   DFND 01,02 0 184,300 3,903,961
SYNAPTICS INC COM 87157D109 1,387 20,148 SH   DFND 01,10 0 0 20,148
SYNAPTICS INC COM 87157D109 46 665 SH   DFND 01,16 0 0 665
SYNAGEVA BIOPHARMA CORP COM 87159A103 13,155 141,773 SH   DFND 01,02 0 274 141,499
SYNOPSYS INC COM 871607107 443,951 10,212,833 SH   DFND 01,02 0 307,532 9,905,301
SYNOPSYS INC COM 871607107 1,940 44,632 SH   DFND 01,10 0 0 44,632
SYNOPSYS INC COM 871607107 21 479 SH   DFND 01,16 0 0 479
SYNGENTA AG-ADR ADR 87160A100 1,949 30,335 SH   DFND 01,02 0 0 30,335
SYNGENTA AG-ADR ADR 87160A100 86 1,339 SH   DFND 01,16 0 0 1,339
SNV 7 7/8 PRF 87161C402 7,293 255,000 SH   DFND 01,02 0 0 255,000
SYNOVUS FINANCIAL CORP COM 87161C501 25,475 940,381 SH   DFND 01,02 0 624,346 316,035
SYNOVUS FINANCIAL CORP COM 87161C501 8 294 SH   DFND 01,16 0 0 294
SYNTEL INC COM 87162H103 657 14,600 SH   DFND 01,02 0 9,580 5,020
SYNTEL INC COM 87162H103 34 760 SH   DFND 01,16 0 0 760
SYNNEX CORP COM 87162W100 9,746 124,685 SH   DFND 01,02 0 1,930 122,755
SYNNEX CORP COM 87162W100 492 6,299 SH   DFND 01,16 0 0 6,299
SYNERGY PHARMACEUTICALS INC COM 871639308 9 3,080 SH   DFND 01,02 0 3,080 0
SYNERGY PHARMACEUTICALS INC COM 871639308 23 7,500 SH   DFND 01,16 0 0 7,500
SYNERGY RESOURCES CORP COM 87164P103 3,836 305,969 SH   DFND 01,02 0 2,749 303,220
SYNCHRONY FINANCIAL COM 87165B103 49,778 1,673,225 SH   DFND 01,02 0 111,875 1,561,350
SYNCHRONY FINANCIAL COM 87165B103 262 8,800 SH   DFND 01,03 0 8,800 0
SYNCHRONY FINANCIAL COM 87165B103 34,191 1,150,457 SH   DFND 01,10 0 0 1,150,457
SYNCHRONY FINANCIAL COM 87165B103 143 4,815 SH   DFND 01,16 0 0 4,815
SYSCO CORP COM 871829107 114,136 2,875,220 SH   DFND 01,02 0 254,516 2,620,704
SYSCO CORP COM 871829107 335 8,438 SH   DFND 01,03 0 8,438 0
SYSCO CORP COM 871829107 2,082 52,449 SH   DFND 01,16 0 0 52,449
TCF FINANCIAL CORP COM 872275102 11,700 736,319 SH   DFND 01,02 0 16,840 719,479
TC PIPELINES LP LP 87233Q108 266 3,740 SH   DFND 01,16 0 0 3,740
TD AMERITRADE HOLDING CORP COM 87236Y108 100,533 2,809,766 SH   DFND 01,02 0 813,581 1,996,185
TD AMERITRADE HOLDING CORP COM 87236Y108 215 6,000 SH   DFND 01,03 0 6,000 0
TD AMERITRADE HOLDING CORP COM 87236Y108 56,155 1,570,323 SH   DFND 01,10 0 0 1,570,323
TD AMERITRADE HOLDING CORP COM 87236Y108 232 6,502 SH   DFND 01,16 0 2,980 3,522
TECO ENERGY INC COM 872375100 3,500 170,826 SH   DFND 01,02 0 122,696 48,130
TECO ENERGY INC COM 872375100 56 2,716 SH   DFND 01,03 0 2,716 0
TECO ENERGY INC COM 872375100 1,694 82,656 SH   DFND 01,16 0 0 82,656
TFS FINANCIAL CORP COM 87240R107 3,741 251,344 SH   DFND 01,02 0 2,009 249,335
TFS FINANCIAL CORP COM 87240R107 31 2,100 SH   DFND 01,16 0 0 2,100
T.G.C. INDUSTRIES INC COM 872417308 4,574 2,117,461 SH   DFND 01,02 0 2,117,461 0
T.G.C. INDUSTRIES INC COM 872417308 1 637 SH   DFND 01,16 0 0 637
TICC CAPITAL CORP COM 87244T109 135 17,937 SH   DFND 01,16 0 0 17,937
TJX COMPANIES INC COM 872540109 55,263 805,819 SH   DFND 01,02 0 211,993 593,826
TJX COMPANIES INC COM 872540109 5,486 80,000 SH   DFND 01,02,10 0 0 80,000
TJX COMPANIES INC COM 872540109 546 7,966 SH   DFND 01,03 0 7,966 0
TJX COMPANIES INC COM 872540109 78,576 1,145,905 SH   DFND 01,10 0 504,338 641,567
TJX COMPANIES INC COM 872540109 3,318 48,409 SH   DFND 01,16 0 0 48,409
T-MOBILE US INC COM 872590104 3,319 123,194 SH   DFND 01,02 0 112,018 11,176
T-MOBILE US INC COM 872590104 0 13 SH   DFND 01,16 0 0 13
T-MOBILE US INC CONV PRF 872590203 14,636 276,200 SH   DFND 01,02 0 0 276,200
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 65,595 637,783 SH   DFND 01,02 0 79,469 558,314
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 267 2,600 SH   DFND 01,03 0 2,600 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 290 2,823 SH   DFND 01,16 0 346 2,477
TRI POINTE HOMES INC COM 87265H109 18 1,200 SH   DFND 01,02 0 1,200 0
TRI POINTE HOMES INC COM 87265H109 8,004 524,844 SH   DFND 01,10 0 0 524,844
TRI POINTE HOMES INC COM 87265H109 13 882 SH   DFND 01,16 0 0 882
TTM TECHNOLOGIES COM 87305R109 1,812 240,677 SH   DFND 01,02 0 6,224 234,453
TABLEAU SOFTWARE INC-CL A COM 87336U105 22,650 267,229 SH   DFND 01,02 0 234,670 32,559
TABLEAU SOFTWARE INC-CL A COM 87336U105 36 425 SH   DFND 01,03 0 425 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 11 125 SH   DFND 01,16 0 0 125
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 32,637 1,458,245 SH   DFND 01,02 0 0 1,458,245
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 31,337 1,400,197 SH   DFND 01,02,10 0 0 1,400,197
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 50,304 2,248,784 SH   DFND 01,10 0 0 2,248,784
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 660 29,490 SH   DFND 01,16 0 0 29,490
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 12,040 429,518 SH   DFND 01,02 0 49,550 379,968
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 2 68 SH   DFND 01,16 0 0 68
TAKEDA PHARMACEUTIC-SP ADR ADR 874060205 343 16,438 SH   DFND 01,02 0 0 16,438
TALISMAN ENERGY INC COM 87425E103 188 23,883 SH   DFND 01,02 0 23,763 120
TALISMAN ENERGY INC COM 87425E103 17 2,144 SH   DFND 01,16 0 0 2,144
TANDEM DIABETES CARE INC COM 875372104 775 60,990 SH   DFND 01,02 0 290 60,700
TANGER FACTORY OUTLET CENTER COM 875465106 33,432 904,524 SH   DFND 01,02 0 226,818 677,706
TANGER FACTORY OUTLET CENTER COM 875465106 10 272 SH   DFND 01,16 0 0 272
TANGOE INC/CT COM 87582Y108 6,591 505,931 SH   DFND 01,02 0 345,431 160,500
TARGA RESOURCES PARTNERS LP LP 87611X105 12,058 253,723 SH   DFND 01,16 0 0 253,723
TARGET CORP COM 87612E106 68,337 900,237 SH   DFND 01,02 0 207,719 692,518
TARGET CORP COM 87612E106 559 7,365 SH   DFND 01,03 0 7,365 0
TARGET CORP COM 87612E106 1,978 26,062 SH   DFND 01,16 0 0 26,062
TARGA RESOURCES CORP COM 87612G101 1,798 16,955 SH   DFND 01,02 0 16,955 0
TARGA RESOURCES CORP COM 87612G101 24 230 SH   DFND 01,03 0 230 0
TASER INTERNATIONAL INC COM 87651B104 8,909 336,427 SH   DFND 01,02 0 39,887 296,540
TASER INTERNATIONAL INC COM 87651B104 82 3,100 SH   DFND 01,16 0 0 3,100
TATA MOTORS LTD-SPON ADR ADR 876568502 6,093 144,085 SH   DFND 01,02 0 0 144,085
TATA MOTORS LTD-SPON ADR ADR 876568502 221 5,246 SH   DFND 01,10 0 0 5,246
TATA MOTORS LTD-SPON ADR ADR 876568502 553 13,085 SH   DFND 01,16 0 0 13,085
TAUBMAN CENTERS INC COM 876664103 67,811 887,353 SH   DFND 01,02 0 9,649 877,704
TAUBMAN CENTERS INC COM 876664103 327 4,275 SH   DFND 01,03 0 4,275 0
TAUBMAN CENTERS INC COM 876664103 6 79 SH   DFND 01,16 0 0 79
TAYLOR MORRISON HOME CORP-A COM 87724P106 1,284 67,970 SH   DFND 01,02 0 2,470 65,500
TEAM HEALTH HOLDINGS INC COM 87817A107 17,911 311,340 SH   DFND 01,02 0 211,033 100,307
TEAM HEALTH HOLDINGS INC COM 87817A107 47 818 SH   DFND 01,03 0 818 0
TEAM HEALTH HOLDINGS INC COM 87817A107 49 850 SH   DFND 01,16 0 0 850
TECH DATA CORP COM 878237106 9,595 151,736 SH   DFND 01,02 0 16,830 134,906
TECH DATA CORP COM 878237106 3 52 SH   DFND 01,16 0 0 52
TECHTARGET COM 87874R100 11,668 1,026,175 SH   DFND 01,02 0 733,488 292,687
TECUMSEH PRODUCTS CO COM 878895309 127 40,925 SH   DFND 01,02 0 0 40,925
TEJON RANCH CO COM 879080109 2,566 87,085 SH   DFND 01,02 0 0 87,085
TEJON RANCH CO COM 879080109 6 200 SH   DFND 01,16 0 0 200
TEJON RANCH CO-CW16-W/I WT 879080133 25 14,423 SH   DFND 01,02 0 0 14,423
TEJON RANCH CO-CW16-W/I WT 879080133 0 41 SH   DFND 01,16 0 0 41
TEKLA HEALTHCARE OPPORTUNITI COM 879105104 527 26,264 SH   DFND 01,16 0 0 26,264
TEKLA HEALTHCARE INVESTORS COM 87911J103 368 11,700 SH   DFND 01,16 0 0 11,700
TEKLA LIFE SCIENCES INVESTOR COM 87911K100 205 8,227 SH   DFND 01,16 0 0 8,227
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 103 9,727 SH   DFND 01,02 0 0 9,727
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 11 1,000 SH   DFND 01,16 0 0 1,000
TELECOMMUNICATION SYSTEMS-A COM 87929J103 5 1,650 SH   DFND 01,02 0 1,650 0
TELECOMMUNICATION SYSTEMS-A COM 87929J103 51 16,500 SH   DFND 01,16 0 0 16,500
TELEDYNE TECHNOLOGIES INC COM 879360105 26,595 258,878 SH   DFND 01,02 0 73,184 185,694
TELEDYNE TECHNOLOGIES INC COM 879360105 10 100 SH   DFND 01,16 0 0 100
TELEFLEX INC COM 879369106 105,096 915,321 SH   DFND 01,02 0 109,314 806,007
TELEFLEX INC COM 879369106 379 3,300 SH   DFND 01,03 0 3,300 0
TELEFLEX INC COM 879369106 36 317 SH   DFND 01,16 0 213 104
TELEFLEX INC CONV BND 879369AA4 16,643 8,870,000 PRN   DFND 01,02 0 0 8,870,000
TELEFLEX INC CONV BND 879369AA4 2 1,000 PRN   DFND 01,16 0 0 1,000
TELEFONICA SA-SPON ADR ADR 879382208 7,559 531,986 SH   DFND 01,02 0 0 531,986
TELEFONICA SA-SPON ADR ADR 879382208 200 14,098 SH   DFND 01,16 0 0 14,098
TELEPHONE AND DATA SYSTEMS COM 879433829 46,342 1,835,273 SH   DFND 01,02 0 83,363 1,751,910
TELEPHONE AND DATA SYSTEMS COM 879433829 80 3,150 SH   DFND 01,03 0 3,150 0
TELEPHONE AND DATA SYSTEMS COM 879433829 4 150 SH   DFND 01,16 0 0 150
TDS 7 03/15/60 PRF 879433837 200 8,118 SH   DFND 01,16 0 0 8,118
TELSTRA CORP-ADR ADR 87969N204 334 13,666 SH   DFND 01,02 0 0 13,666
TELSTRA CORP-ADR ADR 87969N204 64 2,635 SH   DFND 01,16 0 0 2,635
TELETECH HOLDINGS INC COM 879939106 11,754 496,332 SH   DFND 01,02 0 419,217 77,115
TEMPLETON DRAGON FUND INC COM 88018T101 340 14,141 SH   DFND 01,16 0 0 14,141
TEMPLETON EMERG MKTS INC FD COM 880192109 6,663 581,761 SH   DFND 01,16 0 0 581,761
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,618 225,074 SH   DFND 01,16 0 0 225,074
TEMPUR SEALY INTERNATIONAL I COM 88023U101 34,990 637,233 SH   DFND 01,02 0 136,649 500,584
TEMPUR SEALY INTERNATIONAL I COM 88023U101 34 620 SH   DFND 01,03 0 620 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 5 91 SH   DFND 01,16 0 0 91
TENARIS SA-ADR ADR 88031M109 562 18,605 SH   DFND 01,02 0 0 18,605
TENARIS SA-ADR ADR 88031M109 3,628 120,000 SH   DFND 01,10 0 0 120,000
TENCENT HOLDINGS LTD-UNS ADR ADR 88032Q109 641 44,194 SH   DFND 01,02 0 0 44,194
TENET HEALTHCARE CORP COM 88033G407 10,058 198,516 SH   DFND 01,02 0 16,505 182,011
TENET HEALTHCARE CORP COM 88033G407 58 1,136 SH   DFND 01,03 0 1,136 0
TENET HEALTHCARE CORP COM 88033G407 267 5,263 SH   DFND 01,16 0 0 5,263
TENNANT CO COM 880345103 5,871 81,356 SH   DFND 01,02 0 476 80,880
TENNECO INC COM 880349105 39,481 697,419 SH   DFND 01,02 0 54,630 642,789
TENNECO INC COM 880349105 14,211 251,044 SH   DFND 01,10 0 102,389 148,655
TENNECO INC COM 880349105 43 765 SH   DFND 01,16 0 540 225
TVA 3.83 06/01/28 PRF 880591300 1,030 43,086 SH   DFND 01,16 0 0 43,086
TVA 3.955 05/01/29 PRF 880591409 236 9,699 SH   DFND 01,16 0 0 9,699
TERADATA CORP COM 88076W103 170,559 3,904,734 SH   DFND 01,02 0 1,915,739 1,988,995
TERADATA CORP COM 88076W103 77 1,770 SH   DFND 01,03 0 1,770 0
TERADATA CORP COM 88076W103 410 9,396 SH   DFND 01,16 0 0 9,396
TERADYNE INC COM 880770102 287,756 14,540,490 SH   DFND 01,02 0 464,135 14,076,355
TERADYNE INC COM 880770102 1,020 51,519 SH   DFND 01,10 0 0 51,519
TERADYNE INC COM 880770102 26 1,295 SH   DFND 01,16 0 0 1,295
TEREX CORP COM 880779103 27,549 988,067 SH   DFND 01,02 0 280,987 707,080
TEREX CORP COM 880779103 356 12,865 SH   DFND 01,16 0 9 12,856
TERNIUM SA-SPONSORED ADR ADR 880890108 7 389 SH   DFND 01,02 0 3,890 0
TERNIUM SA-SPONSORED ADR ADR 880890108 6,170 350,000 SH   DFND 01,10 0 3,500,000 0
TERRAFORM POWER INC - A COM 88104R100 4,491 145,430 SH   DFND 01,02 0 14,271 131,159
TERRENO REALTY CORP COM 88146M101 7,921 383,916 SH   DFND 01,02 0 383,916 0
TESARO INC COM 881569107 8,415 226,305 SH   DFND 01,02 0 212,082 14,223
TESARO INC COM 881569107 26 705 SH   DFND 01,03 0 705 0
TESCO PLC-SPONSORED ADR ADR 881575302 119 13,402 SH   DFND 01,02 0 0 13,402
TESCO PLC-SPONSORED ADR ADR 881575302 77 8,862 SH   DFND 01,16 0 0 8,862
TESCO CORP COM 88157K101 2,350 183,278 SH   DFND 01,02 0 24,713 158,565
TESORO CORP COM 881609101 9,665 129,992 SH   DFND 01,02 0 70,617 59,375
TESORO CORP COM 881609101 108 1,459 SH   DFND 01,03 0 1,459 0
TESORO CORP COM 881609101 191 2,562 SH   DFND 01,16 0 0 2,562
TESLA MOTORS INC COM 88160R101 447,695 2,012,907 SH   DFND 01,02 0 1,488,425 524,482
TESLA MOTORS INC COM 88160R101 10,513 47,268 SH   DFND 01,03 0 47,268 0
TESLA MOTORS INC COM 88160R101 1,009 4,536 SH   DFND 01,16 0 0 4,536
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 112,513 1,956,393 SH   DFND 01,02 0 0 1,956,393
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 1,949 33,858 SH   DFND 01,16 0 0 33,858
TETRA TECHNOLOGIES INC COM 88162F105 30,194 4,520,235 SH   DFND 01,02 0 1,853,281 2,666,954
TETRA TECH INC COM 88162G103 8,862 331,894 SH   DFND 01,02 0 2,467 329,427
TETRA TECH INC COM 88162G103 52 1,945 SH   DFND 01,16 0 0 1,945
TESSERA TECHNOLOGIES INC COM 88164L100 13,192 368,892 SH   DFND 01,02 0 35,453 333,439
TESSERA TECHNOLOGIES INC COM 88164L100 50 1,389 SH   DFND 01,16 0 0 1,389
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,315 58,307 SH   DFND 01,02 0 58,307 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 44,360 816,475 SH   DFND 01,02 0 28,856 787,619
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 5 100 SH   DFND 01,16 0 0 100
TEXAS INSTRUMENTS INC COM 882508104 182,765 3,418,373 SH   DFND 01,02 0 2,384,430 1,033,943
TEXAS INSTRUMENTS INC COM 882508104 730 13,656 SH   DFND 01,03 0 13,656 0
TEXAS INSTRUMENTS INC COM 882508104 4,506 84,290 SH   DFND 01,10 0 84,290 0
TEXAS INSTRUMENTS INC COM 882508104 1,019 19,054 SH   DFND 01,16 0 0 19,054
TEXAS ROADHOUSE INC COM 882681109 29,315 868,345 SH   DFND 01,02 0 28,657 839,688
TEXAS ROADHOUSE INC COM 882681109 191 5,649 SH   DFND 01,16 0 0 5,649
TEXTRON INC COM 883203101 47,503 1,127,983 SH   DFND 01,02 0 138,628 989,355
TEXTRON INC COM 883203101 366 8,692 SH   DFND 01,03 0 8,692 0
TEXTRON INC COM 883203101 1,108 27,123 SH   DFND 01,16 0 0 27,123
TEXTURA CORP COM 883211104 857 30,102 SH   DFND 01,02 0 29 30,073
TG THERAPEUTICS INC COM 88322Q108 1,576 99,464 SH   DFND 01,02 0 99,464 0
THERAVANCE INC. CONV BND 88338TAB0 4,806 6,220,000 PRN   DFND 01,02 0 0 6,220,000
THERMO FISHER SCIENTIFIC INC COM 883556102 52,782 421,184 SH   DFND 01,02 0 109,528 311,656
THERMO FISHER SCIENTIFIC INC COM 883556102 579 4,625 SH   DFND 01,03 0 4,625 0
THERMO FISHER SCIENTIFIC INC COM 883556102 112,345 896,603 SH   DFND 01,10 0 994 895,609
THERMO FISHER SCIENTIFIC INC COM 883556102 1,142 9,115 SH   DFND 01,16 0 1,526 7,589
THERMON GROUP HOLDINGS INC COM 88362T103 4,326 178,831 SH   DFND 01,02 0 30 178,801
THOMSON REUTERS CORP COM 884903105 783 19,423 SH   DFND 01,02 0 19,243 180
THOMSON REUTERS CORP COM 884903105 72 1,774 SH   DFND 01,16 0 0 1,774
THOR INDUSTRIES INC COM 885160101 13,387 239,559 SH   DFND 01,02 0 70,375 169,184
THOR INDUSTRIES INC COM 885160101 9 156 SH   DFND 01,16 0 0 156
THORATEC CORP COM 885175307 12,908 397,654 SH   DFND 01,02 0 198,893 198,761
3D SYSTEMS CORP COM 88554D205 8,317 253,021 SH   DFND 01,02 0 10,571 242,450
3D SYSTEMS CORP COM 88554D205 792 24,093 SH   DFND 01,16 0 0 24,093
3M CO COM 88579Y101 413,728 2,517,828 SH   DFND 01,02 0 257,224 2,260,604
3M CO COM 88579Y101 1,217 7,409 SH   DFND 01,03 0 7,409 0
3M CO COM 88579Y101 11,503 69,997 SH   DFND 01,10 0 69,997 0
3M CO COM 88579Y101 7,106 43,045 SH   DFND 01,16 0 0 43,045
TIDEWATER INC COM 886423102 19,224 593,173 SH   DFND 01,02 0 7,209 585,964
TIDEWATER INC COM 886423102 6 177 SH   DFND 01,16 0 0 177
TIFFANY & CO COM 886547108 11,047 103,306 SH   DFND 01,02 0 25,784 77,522
TIFFANY & CO COM 886547108 139 1,301 SH   DFND 01,03 0 1,301 0
TIFFANY & CO COM 886547108 784 7,335 SH   DFND 01,16 0 0 7,335
TIME INC COM 887228104 7,995 324,837 SH   DFND 01,02 0 46,593 278,244
TIME INC COM 887228104 20 783 SH   DFND 01,16 0 26 757
TIME WARNER INC COM 887317303 196,452 2,299,790 SH   DFND 01,02 0 915,694 1,384,096
TIME WARNER INC COM 887317303 866 10,139 SH   DFND 01,03 0 10,139 0
TIME WARNER INC COM 887317303 5,774 67,615 SH   DFND 01,10 0 67,615 0
TIME WARNER INC COM 887317303 1,233 14,430 SH   DFND 01,16 0 24 14,406
TIME WARNER CABLE COM 88732J207 35,160 231,222 SH   DFND 01,02 0 65,159 166,063
TIME WARNER CABLE COM 88732J207 493 3,245 SH   DFND 01,03 0 3,245 0
TIME WARNER CABLE COM 88732J207 139 916 SH   DFND 01,16 0 0 916
TIMKEN CO COM 887389104 15,887 372,217 SH   DFND 01,02 0 18,140 354,077
TIMKEN CO COM 887389104 43 1,017 SH   DFND 01,16 0 639 378
TIMKENSTEEL CORP COM 887399103 3,555 95,992 SH   DFND 01,02 0 3,312 92,680
TIMKENSTEEL CORP COM 887399103 7 183 SH   DFND 01,16 0 0 183
TITAN INTERNATIONAL INC COM 88830M102 7,878 741,134 SH   DFND 01,02 0 3,284 737,850
TITAN INTERNATIONAL INC COM 88830M102 2 142 SH   DFND 01,16 0 0 142
TITAN MACHINERY INC COM 88830R101 4,160 298,420 SH   DFND 01,02 0 420 298,000
TIVO INC. CONV BND 888706AD0 6,720 5,650,000 PRN   DFND 01,02 0 0 5,650,000
TIVO INC. CONV BND 888706AE8 13,034 13,630,000 PRN   DFND 01,02 0 0 13,630,000
TOKAI PHARMACEUTICALS INC COM 88907J107 2,637 178,895 SH   DFND 01,02 0 168,110 10,785
TOKIO MARINE HOLDINGS-ADR ADR 889094108 489 14,856 SH   DFND 01,02 0 0 14,856
TOKYO ELECTRON LTD-UNSP ADR ADR 889110102 7,183 376,357 SH   DFND 01,02 0 0 376,357
TOLL BROTHERS INC COM 889478103 13,794 402,491 SH   DFND 01,02 0 12,975 389,516
TOLL BROTHERS INC COM 889478103 39 1,150 SH   DFND 01,16 0 0 1,150
TOMPKINS FINANCIAL CORP COM 890110109 3,300 59,665 SH   DFND 01,02 0 7,752 51,913
TOMPKINS FINANCIAL CORP COM 890110109 6 100 SH   DFND 01,16 0 0 100
TOOTSIE ROLL INDS COM 890516107 1,677 54,716 SH   DFND 01,02 0 7,534 47,182
TOOTSIE ROLL INDS COM 890516107 11 361 SH   DFND 01,16 0 0 361
TOPDANMARK A/S-UNSPON ADR ADR 89054C101 212 66,984 SH   DFND 01,16 0 0 66,984
TORCHMARK CORP COM 891027104 3,512 64,819 SH   DFND 01,02 0 37,963 26,856
TORCHMARK CORP COM 891027104 81 1,487 SH   DFND 01,03 0 1,487 0
TORCHMARK CORP COM 891027104 109 2,024 SH   DFND 01,16 0 1,081 943
TORO CO COM 891092108 19,498 305,549 SH   DFND 01,02 0 20,160 285,389
TORO CO COM 891092108 14 222 SH   DFND 01,16 0 0 222
TORONTO-DOMINION BANK COM 891160509 11,251 235,470 SH   DFND 01,02 0 180,612 54,858
TORONTO-DOMINION BANK COM 891160509 593 12,403 SH   DFND 01,16 0 0 12,403
TOTAL SA-SPON ADR ADR 89151E109 79,743 1,557,216 SH   DFND 01,02 0 0 1,557,216
TOTAL SA-SPON ADR ADR 89151E109 968 18,892 SH   DFND 01,16 0 0 18,892
TOWER INTERNATIONAL INC COM 891826109 17,257 675,405 SH   DFND 01,02 0 145,675 529,730
TOWERS WATSON & CO-CL A COM 891894107 41,834 369,655 SH   DFND 01,02 0 7,059 362,596
TOWERS WATSON & CO-CL A COM 891894107 14,010 123,935 SH   DFND 01,10 0 0 123,935
TOWERS WATSON & CO-CL A COM 891894107 61 548 SH   DFND 01,16 0 509 39
TOTAL SYSTEM SERVICES INC COM 891906109 3,293 96,951 SH   DFND 01,02 0 63,014 33,937
TOTAL SYSTEM SERVICES INC COM 891906109 65 1,912 SH   DFND 01,03 0 1,912 0
TOTAL SYSTEM SERVICES INC COM 891906109 54 1,596 SH   DFND 01,16 0 773 823
TOWNE BANK COM 89214P109 6,981 461,802 SH   DFND 01,02 0 461,802 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 3,328 26,490 SH   DFND 01,02 0 0 26,490
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 1,774 14,139 SH   DFND 01,16 0 0 14,139
TRACTOR SUPPLY COMPANY COM 892356106 447,963 5,683,355 SH   DFND 01,02 0 5,264,131 419,224
TRACTOR SUPPLY COMPANY COM 892356106 14,276 181,116 SH   DFND 01,03 0 181,116 0
TRACTOR SUPPLY COMPANY COM 892356106 2,852 36,200 SH   DFND 01,10 0 0 36,200
TRACTOR SUPPLY COMPANY COM 892356106 896 11,369 SH   DFND 01,16 0 9,513 1,856
TRANSCANADA CORP COM 89353D107 396 8,057 SH   DFND 01,02 0 8,057 0
TRANSCANADA CORP COM 89353D107 921 18,765 SH   DFND 01,16 0 0 18,765
TRANSDIGM GROUP INC COM 893641100 18,892 96,213 SH   DFND 01,02 0 83,122 13,091
TRANSDIGM GROUP INC COM 893641100 76 388 SH   DFND 01,16 0 0 388
TRAVELCENTERS OF AMERICA LLC COM 894174101 23,663 1,875,030 SH   DFND 01,02 0 125,030 1,750,000
TRAVELCENTERS OF AMERICA LLC COM 894174101 1 60 SH   DFND 01,16 0 0 60
TRAVELERS COS INC/THE COM 89417E109 191,856 1,812,549 SH   DFND 01,02 0 141,749 1,670,800
TRAVELERS COS INC/THE COM 89417E109 406 3,832 SH   DFND 01,03 0 3,832 0
TRAVELERS COS INC/THE COM 89417E109 4,173 39,488 SH   DFND 01,16 0 27 39,461
TREDEGAR CORP COM 894650100 4,138 183,982 SH   DFND 01,02 0 1,045 182,937
TREDEGAR CORP COM 894650100 260 11,571 SH   DFND 01,16 0 0 11,571
TREASURY WINE ESTATES-ADR ADR 89465J109 1,685 431,254 SH   DFND 01,02 0 0 431,254
TREE.COM INC COM 894675107 1,142 23,622 SH   DFND 01,02 0 23,622 0
TREEHOUSE FOODS INC COM 89469A104 48,789 570,430 SH   DFND 01,02 0 33,480 536,950
TREEHOUSE FOODS INC COM 89469A104 10,000 116,873 SH   DFND 01,10 0 0 116,873
TREEHOUSE FOODS INC COM 89469A104 35 405 SH   DFND 01,16 0 0 405
TREX COMPANY INC COM 89531P105 14,476 339,972 SH   DFND 01,02 0 35,172 304,800
TREX COMPANY INC COM 89531P105 5,043 118,450 SH   DFND 01,10 0 0 118,450
TRIBUNE MEDIA CO - A COM 896047503 1,865 31,210 SH   DFND 01,02 0 1,338 29,872
TRIBUNE MEDIA CO - A COM 896047503 767 12,825 SH   DFND 01,04 0 0 12,825
TRIBUNE MEDIA CO - A COM 896047503 380 6,361 SH   DFND 01,05 0 0 6,361
TRIBUNE PUBLISHING CO COM 896082104 179 7,802 SH   DFND 01,02 0 334 7,468
TRIBUNE PUBLISHING CO COM 896082104 73 3,206 SH   DFND 01,04 0 0 3,206
TRIBUNE PUBLISHING CO COM 896082104 36 1,590 SH   DFND 01,05 0 0 1,590
TRICO BANCSHARES COM 896095106 9,921 401,621 SH   DFND 01,02 0 294,035 107,586
TRIMAS CORP COM 896215209 14,554 465,111 SH   DFND 01,02 0 241,181 223,930
TRIMBLE NAVIGATION LTD COM 896239100 16,201 610,437 SH   DFND 01,02 0 11,079 599,358
TRIMBLE NAVIGATION LTD COM 896239100 66 2,474 SH   DFND 01,16 0 0 2,474
TRINET GROUP INC COM 896288107 1,174 37,547 SH   DFND 01,02 0 37,547 0
TRINET GROUP INC COM 896288107 1,197 38,570 SH   DFND 01,16 0 0 38,570
TRINITY INDUSTRIES INC COM 896522109 30,017 1,071,667 SH   DFND 01,02 0 58,913 1,012,754
TRINITY INDUSTRIES INC COM 896522109 2,978 106,057 SH   DFND 01,16 0 0 106,057
TRIPLE-S MANAGEMENT CORP-B COM 896749108 331 13,850 SH   DFND 01,02 0 4,550 9,300
TRIQUINT SEMICONDUCTOR INC COM 89674K103 127,348 4,622,456 SH   DFND 01,02 0 621,199 4,001,257
TRIQUINT SEMICONDUCTOR INC COM 89674K103 99 3,595 SH   DFND 01,03 0 3,595 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 439 15,948 SH   DFND 01,10 0 0 15,948
TRIQUINT SEMICONDUCTOR INC COM 89674K103 32 1,172 SH   DFND 01,16 0 0 1,172
TRIPLEPOINT VENTURE GROWTH B COM 89677Y100 4,863 327,553 SH   DFND 01,02 0 35,307 292,246
TRIUMPH GROUP INC COM 896818101 19,334 287,614 SH   DFND 01,02 0 7,175 280,439
TRIUMPH GROUP INC COM 896818101 449 6,679 SH   DFND 01,16 0 0 6,679
TRIPADVISOR INC COM 896945201 45,670 611,700 SH   DFND 01,02 0 341,220 270,480
TRIPADVISOR INC COM 896945201 155 2,078 SH   DFND 01,03 0 2,078 0
TRIPADVISOR INC COM 896945201 69 927 SH   DFND 01,16 0 0 927
TRIUS THERAPEUTICS INC CONTINGENT VALUE RIGHT COM 896CVR990 30 186,725 SH   DFND 01,02 0 0 186,725
TRUECAR INC COM 89785L107 1,058 46,219 SH   DFND 01,02 0 46,219 0
TRUEBLUE INC COM 89785X101 20,129 904,642 SH   DFND 01,02 0 156,271 748,371
TRUEBLUE INC COM 89785X101 4 165 SH   DFND 01,16 0 0 165
TRUSTCO BANK CORP NY COM 898349105 6,510 896,701 SH   DFND 01,02 0 5,406 891,295
TRUSTMARK CORP COM 898402102 4,148 168,969 SH   DFND 01,02 0 12,909 156,060
TRUSTMARK CORP COM 898402102 903 36,805 SH   DFND 01,16 0 0 36,805
TUBEMOGUL INC COM 898570106 1,347 59,714 SH   DFND 01,02 0 59,714 0
TUESDAY MORNING CORP COM 899035505 20,821 959,502 SH   DFND 01,02 0 647,563 311,939
TUESDAY MORNING CORP COM 899035505 111 5,100 SH   DFND 01,16 0 0 5,100
TULLOW OIL PLC-UNSPON ADR ADR 899415202 95 29,333 SH   DFND 01,02 0 0 29,333
TULLOW OIL PLC-UNSPON ADR ADR 899415202 1 374 SH   DFND 01,16 0 0 374
TUMI HOLDINGS INC COM 89969Q104 1,954 82,352 SH   DFND 01,02 0 415 81,937
TUPPERWARE BRANDS CORP COM 899896104 8,195 129,985 SH   DFND 01,02 0 9,723 120,262
TUPPERWARE BRANDS CORP COM 899896104 813 12,908 SH   DFND 01,16 0 0 12,908
TURKIYE GARANTI BANKASI-ADR ADR 900148701 109 27,157 SH   DFND 01,02 0 0 27,157
TURKIYE GARANTI BANKASI-ADR ADR 900148701 14 3,645 SH   DFND 01,16 0 0 3,645
TUTOR PERINI CORP COM 901109108 24,375 1,012,679 SH   DFND 01,02 0 67,679 945,000
TWENTY-FIRST CENTURY FOX-A COM 90130A101 106,942 2,784,613 SH   DFND 01,02 0 0 2,784,613
TWENTY-FIRST CENTURY FOX-A COM 90130A101 824 21,444 SH   DFND 01,03 0 0 21,444
TWENTY-FIRST CENTURY FOX-A COM 90130A101 150,286 3,913,730 SH   DFND 01,10 0 0 3,913,730
TWENTY-FIRST CENTURY FOX-A COM 90130A101 201 5,240 SH   DFND 01,16 0 0 5,240
TWENTY-FIRST CENTURY FOX - B COM 90130A200 195 5,289 SH   DFND 01,02 0 5,289 0
TWENTY-FIRST CENTURY FOX - B COM 90130A200 8 212 SH   DFND 01,16 0 0 212
21VIANET GROUP INC-ADR ADR 90138A103 8 527 SH   DFND 01,02 0 3,162 0
21VIANET GROUP INC-ADR ADR 90138A103 626 40,487 SH   DFND 01,10 0 145,722 16,200
TWIN DISC INC COM 901476101 3,146 158,485 SH   DFND 01,02 0 158,485 0
TWITTER INC COM 90184L102 509,653 14,208,219 SH   DFND 01,02 0 12,892,874 1,315,345
TWITTER INC COM 90184L102 15,438 430,380 SH   DFND 01,03 0 430,380 0
TWITTER INC COM 90184L102 805 22,430 SH   DFND 01,10 0 0 22,430
TWITTER INC COM 90184L102 457 13,428 SH   DFND 01,16 0 0 13,428
TWITTER INC CONV BND 90184LAC6 11,518 13,220,000 PRN   DFND 01,02 0 0 13,220,000
TWO HARBORS INVESTMENT CORP COM 90187B101 243 23,679 SH   DFND 01,02 0 23,679 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,025 102,338 SH   DFND 01,16 0 0 102,338
II-VI INC COM 902104108 12,010 879,873 SH   DFND 01,02 0 2,835 877,038
2U INC COM 90214J101 1,265 64,364 SH   DFND 01,02 0 64,364 0
TYLER TECHNOLOGIES INC COM 902252105 24,746 226,120 SH   DFND 01,02 0 127,618 98,502
TYLER TECHNOLOGIES INC COM 902252105 39 352 SH   DFND 01,03 0 352 0
TYLER TECHNOLOGIES INC COM 902252105 3 23 SH   DFND 01,16 0 0 23
TYSON FOODS INC-CL A COM 902494103 360,343 8,988,340 SH   DFND 01,02 0 2,793,083 6,195,257
TYSON FOODS INC-CL A COM 902494103 136 3,388 SH   DFND 01,03 0 3,388 0
TYSON FOODS INC-CL A COM 902494103 10,597 264,450 SH   DFND 01,10 0 0 264,450
TYSON FOODS INC-CL A COM 902494103 305 7,624 SH   DFND 01,16 0 932 6,692
TSN 4 3/4 07/15/17 CONV PRF 902494301 31,235 620,480 SH   DFND 01,02 0 0 620,480
ETRACS WELLS FARGO BDCI ETN COM 902641588 673 29,433 SH   DFND 01,16 0 0 29,433
ETRACS ALERIAN INFRASTRUCTUR COM 902641646 8,002 197,096 SH   DFND 01,16 0 0 197,096
UDR INC COM 902653104 83,222 2,700,277 SH   DFND 01,02 0 8,240 2,692,037
UDR INC COM 902653104 390 12,650 SH   DFND 01,03 0 12,650 0
UDR INC COM 902653104 50 1,630 SH   DFND 01,16 0 0 1,630
UCP INC - CL A COM 90265Y106 2,277 216,900 SH   DFND 01,02 0 216,900 0
UGI CORP COM 902681105 18,119 476,996 SH   DFND 01,02 0 34,788 442,208
UGI CORP COM 902681105 1,146 30,171 SH   DFND 01,16 0 0 30,171
UBS MAND EXCH NOTE 8.96 BX PRF 90272Y107 86,141 2,569,860 SH   DFND 01,02 0 0 2,569,860
UBS MAND EXCH NOTE 8.96 BX PRF 90272Y107 52 1,540 SH   DFND 01,03 0 0 1,540
UIL HOLDINGS CORP COM 902748102 47,251 1,085,185 SH   DFND 01,02 0 59,438 1,025,747
UIL HOLDINGS CORP COM 902748102 14 325 SH   DFND 01,16 0 0 325
UMB FINANCIAL CORP COM 902788108 9,479 166,621 SH   DFND 01,02 0 654 165,967
US BANCORP COM 902973304 263,744 5,865,878 SH   DFND 01,02 0 4,451,558 1,414,320
US BANCORP COM 902973304 1,051 23,384 SH   DFND 01,03 0 23,384 0
US BANCORP COM 902973304 6,071 135,068 SH   DFND 01,16 0 0 135,068
USB 6 PRF 902973817 992 36,572 SH   DFND 01,16 0 0 36,572
USB 6 1/2 PRF 902973833 36,526 1,240,275 SH   DFND 01,02 0 0 1,240,275
USB 6 1/2 PRF 902973833 743 25,222 SH   DFND 01,16 0 0 25,222
USANA HEALTH SCIENCES INC COM 90328M107 517 5,035 SH   DFND 01,02 0 2,735 2,300
USG CORP COM 903293405 29,686 1,060,580 SH   DFND 01,02 0 89,130 971,450
USG CORP COM 903293405 183 6,550 SH   DFND 01,03 0 6,550 0
USG CORP COM 903293405 200 7,150 SH   DFND 01,16 0 0 7,150
US CONCRETE INC COM 90333L201 3,573 125,607 SH   DFND 01,02 0 38,724 86,883
US SILICA HOLDINGS INC COM 90346E103 6,377 248,184 SH   DFND 01,02 0 10,904 237,280
US SILICA HOLDINGS INC COM 90346E103 213 8,288 SH   DFND 01,16 0 0 8,288
ULTA SALON COSMETICS & FRAGR COM 90384S303 27,291 213,484 SH   DFND 01,02 0 2,279 211,205
ULTA SALON COSMETICS & FRAGR COM 90384S303 885 6,926 SH   DFND 01,16 0 0 6,926
ULTIMATE SOFTWARE GROUP INC COM 90385D107 27,595 187,963 SH   DFND 01,02 0 62,973 124,990
ULTIMATE SOFTWARE GROUP INC COM 90385D107 28 193 SH   DFND 01,03 0 193 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,398 29,963 SH   DFND 01,10 0 0 29,963
ULTIMATE SOFTWARE GROUP INC COM 90385D107 24 161 SH   DFND 01,16 0 0 161
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,086 24,754 SH   DFND 01,02 0 0 24,754
ULTRATECH INC COM 904034105 2,337 125,953 SH   DFND 01,02 0 1,689 124,264
UMPQUA HOLDINGS CORP COM 904214103 52,361 3,077,942 SH   DFND 01,02 0 168,036 2,909,906
UMPQUA HOLDINGS CORP COM 904214103 34 2,024 SH   DFND 01,16 0 0 2,024
UNDER ARMOUR INC-CLASS A COM 904311107 45,231 666,114 SH   DFND 01,02 0 34,791 631,323
UNDER ARMOUR INC-CLASS A COM 904311107 131 1,930 SH   DFND 01,03 0 1,930 0
UNDER ARMOUR INC-CLASS A COM 904311107 1,249 18,392 SH   DFND 01,16 0 0 18,392
UNICHARM CORP - SPN ADR ADR 90460M204 108 22,192 SH   DFND 01,02 0 0 22,192
UNICHARM CORP - SPN ADR ADR 90460M204 31 6,360 SH   DFND 01,16 0 0 6,360
UNIFIRST CORP/MA COM 904708104 54,916 452,175 SH   DFND 01,02 0 270,744 181,431
UNILEVER PLC-SPONSORED ADR ADR 904767704 541 13,363 SH   DFND 01,02 0 0 13,363
UNILEVER PLC-SPONSORED ADR ADR 904767704 2,288 56,524 SH   DFND 01,16 0 0 56,524
UNILEVER N V -NY SHARES COM 904784709 2,209 56,605 SH   DFND 01,02 0 54,980 1,625
UNILEVER N V -NY SHARES COM 904784709 1,100 28,166 SH   DFND 01,16 0 0 28,166
UNION BANKSHARES CORP COM 90539J109 41,272 1,713,956 SH   DFND 01,02 0 743,982 969,974
UNION PACIFIC CORP COM 907818108 498,400 4,183,013 SH   DFND 01,02 0 1,352,888 2,830,125
UNION PACIFIC CORP COM 907818108 5,948 49,928 SH   DFND 01,02,10 0 0 49,928
UNION PACIFIC CORP COM 907818108 1,225 10,284 SH   DFND 01,03 0 10,284 0
UNION PACIFIC CORP COM 907818108 133,626 1,121,876 SH   DFND 01,10 0 266,600 855,276
UNION PACIFIC CORP COM 907818108 4,385 36,783 SH   DFND 01,16 0 0 36,783
UNISYS CORP COM 909214306 22,971 779,231 SH   DFND 01,02 0 46,331 732,900
UNISYS CORP COM 909214306 6 188 SH   DFND 01,16 0 0 188
UNIT CORP COM 909218109 12,481 366,026 SH   DFND 01,02 0 205,509 160,517
UNITED COMMUNITY FINANCIAL COM 909839102 180 33,615 SH   DFND 01,02 0 9,915 23,700
UNITED COMMUNITY BANKS/GA COM 90984P303 7,801 411,883 SH   DFND 01,02 0 18,348 393,535
UNITED COMMUNITY BANKS/GA COM 90984P303 21 1,103 SH   DFND 01,16 0 0 1,103
UNITED BANKSHARES INC COM 909907107 10,689 285,401 SH   DFND 01,02 0 5,553 279,848
UNITED BANKSHARES INC COM 909907107 34 900 SH   DFND 01,16 0 0 900
UNITED CONTINENTAL HOLDINGS COM 910047109 132,460 1,980,256 SH   DFND 01,02 0 133,336 1,846,920
UNITED CONTINENTAL HOLDINGS COM 910047109 323 4,825 SH   DFND 01,03 0 4,825 0
UNITED CONTINENTAL HOLDINGS COM 910047109 492 7,360 SH   DFND 01,16 0 17 7,343
UNITED FIRE GROUP INC COM 910340108 15,299 514,548 SH   DFND 01,02 0 422,073 92,475
UNITED MICROELECTRON-SP ADR ADR 910873405 46 20,261 SH   DFND 01,02 0 0 20,261
UNITED NATURAL FOODS INC COM 911163103 43,561 563,338 SH   DFND 01,02 0 336,983 226,355
UNITED NATURAL FOODS INC COM 911163103 91 1,178 SH   DFND 01,03 0 1,178 0
UNITED NATURAL FOODS INC COM 911163103 9 117 SH   DFND 01,16 0 0 117
UNITED OVERSEAS BANK-SP ADR ADR 911271302 368 9,936 SH   DFND 01,02 0 0 9,936
UNITED OVERSEAS BANK-SP ADR ADR 911271302 0 11 SH   DFND 01,16 0 0 11
UNITED PARCEL SERVICE-CL B COM 911312106 335,828 3,020,794 SH   DFND 01,02 0 1,556,033 1,464,761
UNITED PARCEL SERVICE-CL B COM 911312106 985 8,866 SH   DFND 01,03 0 8,866 0
UNITED PARCEL SERVICE-CL B COM 911312106 1,012 9,109 SH   DFND 01,10 0 0 9,109
UNITED PARCEL SERVICE-CL B COM 911312106 2,828 25,432 SH   DFND 01,16 0 0 25,432
UNITED RENTALS INC COM 911363109 84,474 828,094 SH   DFND 01,02 0 333,542 494,552
UNITED RENTALS INC COM 911363109 248 2,430 SH   DFND 01,03 0 2,430 0
UNITED RENTALS INC COM 911363109 83,952 822,492 SH   DFND 01,10 0 0 822,492
UNITED RENTALS INC COM 911363109 2,403 23,410 SH   DFND 01,16 0 4,047 19,363
US CELLULAR CORP COM 911684108 241 6,053 SH   DFND 01,02 0 2,196 3,857
UNITED STATES COMMODITY INDE COM 911717106 255 5,287 SH   DFND 01,16 0 0 5,287
UNITED STATES LIME & MINERAL COM 911922102 201 2,764 SH   DFND 01,02 0 964 1,800
US NATURAL GAS FUND LP COM 912318201 369 25,000 SH   DFND 01,16 0 0 25,000
UNITED STATES STEEL CORP COM 912909108 12,169 455,129 SH   DFND 01,02 0 81,518 373,611
UNITED STATES STEEL CORP COM 912909108 52 1,939 SH   DFND 01,16 0 0 1,939
UNITED STATES STEEL CORP CONV BND 912909AH1 5,086 4,094,000 PRN   DFND 01,02 0 0 4,094,000
UNITED STATIONERS INC COM 913004107 22,704 538,496 SH   DFND 01,02 0 28,662 509,834
UNITED STATIONERS INC COM 913004107 18 417 SH   DFND 01,16 0 0 417
UNITED TECHNOLOGIES CORP COM 913017109 635,401 5,525,194 SH   DFND 01,02 0 3,687,270 1,837,924
UNITED TECHNOLOGIES CORP COM 913017109 1,885 16,394 SH   DFND 01,03 0 16,394 0
UNITED TECHNOLOGIES CORP COM 913017109 128,460 1,117,040 SH   DFND 01,10 0 46,483 1,070,557
UNITED TECHNOLOGIES CORP COM 913017109 4,722 41,057 SH   DFND 01,16 0 1,739 39,318
UTX 7 1/2 08/01/15 CONV PRF 913017117 27,475 447,990 SH   DFND 01,02 0 0 447,990
UTX 7 1/2 08/01/15 CONV PRF 913017117 32 522 SH   DFND 01,16 0 0 522
UNITED THERAPEUTICS CORP COM 91307C102 22,735 175,577 SH   DFND 01,02 0 13,029 162,548
UNITED THERAPEUTICS CORP COM 91307C102 16 127 SH   DFND 01,03 0 127 0
UNITED THERAPEUTICS CORP COM 91307C102 81 627 SH   DFND 01,16 0 0 627
UNITED THERAPEUTICS CORP CONV BND 91307CAF9 6,766 2,500,000 PRN   DFND 01,02 0 0 2,500,000
UNITEDHEALTH GROUP INC COM 91324P102 213,569 2,112,669 SH   DFND 01,02 0 403,950 1,708,719
UNITEDHEALTH GROUP INC COM 91324P102 1,122 11,100 SH   DFND 01,03 0 11,100 0
UNITEDHEALTH GROUP INC COM 91324P102 119,916 1,186,229 SH   DFND 01,10 0 82,250 1,103,979
UNITEDHEALTH GROUP INC COM 91324P102 3,104 30,723 SH   DFND 01,16 0 2,695 28,028
UNITIL CORP COM 913259107 1,955 53,331 SH   DFND 01,02 0 1,345 51,986
UNITIL CORP COM 913259107 25 692 SH   DFND 01,16 0 0 692
UNIVERSAL CORP/VA COM 913456109 4,952 112,589 SH   DFND 01,02 0 10,689 101,900
UNIVERSAL CORP/VA COM 913456109 263 5,974 SH   DFND 01,16 0 0 5,974
UNIVERSAL DISPLAY CORP COM 91347P105 1,342 48,370 SH   DFND 01,02 0 550 47,820
UNIVERSAL DISPLAY CORP COM 91347P105 83 2,975 SH   DFND 01,16 0 0 2,975
UNIVERSAL ELECTRONICS INC COM 913483103 4,616 70,979 SH   DFND 01,02 0 1,550 69,429
UNIVERSAL ELECTRONICS INC COM 913483103 1 16 SH   DFND 01,16 0 0 16
UNIVERSAL FOREST PRODUCTS COM 913543104 15,523 291,796 SH   DFND 01,02 0 203,996 87,800
UNIVERSAL FOREST PRODUCTS COM 913543104 0 1 SH   DFND 01,16 0 0 1
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 2,805 58,296 SH   DFND 01,02 0 1,460 56,836
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 17 346 SH   DFND 01,16 0 0 346
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 3,434 167,939 SH   DFND 01,02 0 39,929 128,010
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 12 584 SH   DFND 01,16 0 0 584
UNIVERSAL STAINLESS & ALLOY COM 913837100 5,205 206,993 SH   DFND 01,02 0 147,263 59,730
UNIVERSAL HEALTH SERVICES-B COM 913903100 11,784 105,914 SH   DFND 01,02 0 1,484 91,072
UNIVERSAL HEALTH SERVICES-B COM 913903100 117 1,055 SH   DFND 01,03 0 106 0
UNIVERSAL HEALTH SERVICES-B COM 913903100 173 1,554 SH   DFND 01,16 0 0 1,554
UNIVERSAL TECHNICAL INSTITUT COM 913915104 4,472 454,615 SH   DFND 01,02 0 359,683 94,932
UNUM GROUP COM 91529Y106 164,823 4,725,315 SH   DFND 01,02 0 2,770,305 1,955,010
UNUM GROUP COM 91529Y106 102 2,913 SH   DFND 01,03 0 2,913 0
UNUM GROUP COM 91529Y106 70 2,002 SH   DFND 01,16 0 0 2,002
URBAN OUTFITTERS INC COM 917047102 19,257 548,157 SH   DFND 01,02 0 219,008 329,149
URBAN OUTFITTERS INC COM 917047102 71 2,014 SH   DFND 01,03 0 2,014 0
URBAN OUTFITTERS INC COM 917047102 263 7,495 SH   DFND 01,10 0 0 7,495
URBAN OUTFITTERS INC COM 917047102 22 619 SH   DFND 01,16 0 0 619
URSTADT BIDDLE - CLASS A COM 917286205 5,553 253,801 SH   DFND 01,02 0 441 244,986
USINAS SIDERURG MINAS-SP ADR ADR 917302200 40 21,290 SH   DFND 01,02 0 0 21,290
US ECOLOGY INC COM 91732J102 3,821 95,236 SH   DFND 01,02 0 176 95,060
US ECOLOGY INC COM 91732J102 34 850 SH   DFND 01,16 0 0 850
VCA INC COM 918194101 51,717 1,060,435 SH   DFND 01,02 0 60,743 999,692
VF CORP COM 918204108 337,659 4,508,176 SH   DFND 01,02 0 2,670,982 1,837,194
VF CORP COM 918204108 359 4,803 SH   DFND 01,03 0 4,803 0
VF CORP COM 918204108 38,839 518,555 SH   DFND 01,10 0 0 518,555
VF CORP COM 918204108 1,487 19,886 SH   DFND 01,16 0 0 19,886
VOC ENERGY TRUST COM 91829B103 78 13,090 SH   DFND 01,16 0 0 13,090
VOXX INTERNATIONAL CORP COM 91829F104 7,960 908,556 SH   DFND 01,02 0 479,492 429,064
VWR CORP COM 91843L103 1,229 47,500 SH   DFND 01,02 0 0 47,500
VAIL RESORTS INC COM 91879Q109 8,513 93,409 SH   DFND 01,02 0 12,209 81,200
VALEANT PHARMACEUTICALS INTE COM 91911K102 384 2,682 SH   DFND 01,02 0 2,682 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 2,018 14,103 SH   DFND 01,16 0 0 14,103
VALE SA-SP ADR ADR 91912E105 71 8,633 SH   DFND 01,02 0 0 8,633
VALE SA-SP ADR ADR 91912E105 897 109,600 SH   DFND 01,10 0 0 109,600
VALE SA-SP ADR ADR 91912E105 261 31,916 SH   DFND 01,16 0 0 31,916
VALE SA-SP PREF ADR ADR 91912E204 156 21,546 SH   DFND 01,02 0 0 21,546
VALE SA-SP PREF ADR ADR 91912E204 26,525 3,653,600 SH   DFND 01,10 0 0 3,653,600
VALEO SA-SPON ADR ADR 919134304 170 2,717 SH   DFND 01,02 0 0 2,717
VALEO SA-SPON ADR ADR 919134304 655 10,550 SH   DFND 01,16 0 0 10,550
VALERO ENERGY CORP COM 91913Y100 395,508 7,990,098 SH   DFND 01,02 0 1,819,521 6,170,577
VALERO ENERGY CORP COM 91913Y100 298 6,028 SH   DFND 01,03 0 6,028 0
VALERO ENERGY CORP COM 91913Y100 3,416 69,016 SH   DFND 01,16 0 0 69,016
VALERO ENERGY PARTNERS LP LP 91914J102 2,333 53,947 SH   DFND 01,02 0 0 53,947
VALERO ENERGY PARTNERS LP LP 91914J102 43 1,000 SH   DFND 01,16 0 0 1,000
VALLEY NATIONAL BANCORP COM 919794107 10,637 1,095,545 SH   DFND 01,02 0 8,644 1,086,901
VALLEY NATIONAL BANCORP COM 919794107 5 500 SH   DFND 01,16 0 0 500
VALMONT INDUSTRIES COM 920253101 7,418 58,405 SH   DFND 01,02 0 1,464 56,941
VALMONT INDUSTRIES COM 920253101 10 80 SH   DFND 01,16 0 0 80
VALSPAR CORP COM 920355104 15,794 182,639 SH   DFND 01,02 0 6,235 176,404
VALSPAR CORP COM 920355104 342 3,962 SH   DFND 01,16 0 521 3,441
VANDA PHARMACEUTICALS INC COM 921659108 1,922 134,194 SH   DFND 01,02 0 134,194 0
VANGUARD DIVIDEND APPREC ETF COM 921908844 26,765 329,802 SH   DFND 01,16 0 0 329,802
VANGUARD TOTAL INTL STOCK COM 921909768 79 1,644 SH   DFND 01,02 0 1,644 0
VANGUARD TOTAL INTL STOCK COM 921909768 1,506 31,148 SH   DFND 01,16 0 0 31,148
VANGUARD MEGA CAP GROWTH ETF COM 921910816 5,002 61,542 SH   DFND 01,16 0 0 61,542
VANGUARD MEGA CAP VALUE ETF COM 921910840 6,045 99,604 SH   DFND 01,16 0 0 99,604
VANGUARD MEGA CAP ETF COM 921910873 3,455 49,179 SH   DFND 01,16 0 0 49,179
VANGUARD S&P 500 GROWTH ETF COM 921932505 288 2,884 SH   DFND 01,16 0 0 2,884
VANGUARD S&P 500 VALUE ETF COM 921932703 1,204 13,361 SH   DFND 01,16 0 0 13,361
VANGUARD S&P SMALL-CAP 600 V COM 921932778 599 5,902 SH   DFND 01,16 0 0 5,902
VANGUARD S&P SMALL-CAP 600 G COM 921932794 328 3,130 SH   DFND 01,16 0 0 3,130
VANGUARD S&P SMALL-CAP 600 E COM 921932828 596 5,808 SH   DFND 01,16 0 0 5,808
VANGUARD LONG-TERM BOND ETF COM 921937793 1,356 14,386 SH   DFND 01,16 0 0 14,386
VANGUARD INTERMEDIATE-TERM B COM 921937819 6,403 75,387 SH   DFND 01,16 0 0 75,387
VANGUARD SHORT-TERM BOND ETF COM 921937827 120,216 1,507,273 SH   DFND 01,16 0 0 1,507,273
VANGUARD TOTAL BOND MARKET COM 921937835 12,639 153,756 SH   DFND 01,16 0 0 153,756
VANGUARD FTSE DEVELOPED ETF COM 921943858 18,390 488,588 SH   DFND 01,16 0 0 488,588
VANGUARD HIGH DVD YIELD ETF COM 921946406 4,095 59,557 SH   DFND 01,16 0 0 59,557
VANGUARD SHORT-TERM TIPS COM 922020805 1,592 33,010 SH   DFND 01,16 0 0 33,010
VANGUARD TOTAL INTL BOND ETF COM 92203J407 14,056 264,502 SH   DFND 01,16 0 0 264,502
VANGUARD GLBL EX-US REAL EST COM 922042676 290 5,424 SH   DFND 01,16 0 0 5,424
VANGUARD TOT WORLD STK ETF COM 922042742 3,998 65,743 SH   DFND 01,16 0 0 65,743
VANGUARD FTSE ALL-WORLD EX-U COM 922042775 8,322 177,607 SH   DFND 01,16 0 0 177,607
VANGUARD FTSE EMERGING MARKE COM 922042858 40 1,000 SH   DFND   0 0 1,000
VANGUARD FTSE EMERGING MARKE COM 922042858 11,491 287,105 SH   DFND 01,02 0 274,665 12,440
VANGUARD FTSE EMERGING MARKE COM 922042858 5,189 129,651 SH   DFND 01,02,10 0 0 129,651
VANGUARD FTSE EMERGING MARKE COM 922042858 16,834 422,542 SH   DFND 01,16 0 0 422,542
VANGUARD FTSE EUROPE ETF COM 922042874 4,140 79,011 SH   DFND 01,16 0 0 79,011
VANGUARD CONSUMER DISCRE ETF COM 92204A108 3,969 34,005 SH   DFND 01,16 0 0 34,005
VANGUARD CONSUMER STAPLE ETF COM 92204A207 3,381 26,892 SH   DFND 01,16 0 0 26,892
VANGUARD ENERGY ETF COM 92204A306 2,043 18,307 SH   DFND 01,16 0 0 18,307
VANGUARD FINANCIALS ETF COM 92204A405 1,323 26,618 SH   DFND 01,16 0 0 26,618
VANGUARD HEALTH CARE ETF COM 92204A504 8,848 70,455 SH   DFND 01,16 0 0 70,455
VANGUARD INDUSTRIALS ETF COM 92204A603 1,318 12,340 SH   DFND 01,16 0 0 12,340
VANGUARD INFO TECH ETF COM 92204A702 3,522 33,712 SH   DFND 01,16 0 0 33,712
VANGUARD MATERIALS ETF COM 92204A801 685 6,380 SH   DFND 01,16 0 0 6,380
VANGUARD UTILITIES ETF COM 92204A876 405 3,961 SH   DFND 01,16 0 0 3,961
VANGUARD TELECOM SERVICE ETF COM 92204A884 738 8,711 SH   DFND 01,16 0 0 8,711
VANGUARD SHORT-TERM GOV BND COM 92206C102 3,917 64,536 SH   DFND 01,16 0 0 64,536
VANGUARD S/T CORP BOND ETF COM 92206C409 27,678 348,054 SH   DFND 01,16 0 0 348,054
VANGUARD RUSSELL 2000 COM 92206C664 304 3,178 SH   DFND 01,16 0 0 3,178
VANGUARD RUSSELL 1000 VALUE COM 92206C714 286 3,135 SH   DFND 01,16 0 0 3,135
VANGUARD LONG-TERM CORP BOND COM 92206C813 4,076 44,107 SH   DFND 01,16 0 0 44,107
VANGUARD INT-TERM CORPORATE COM 92206C870 87,937 1,020,903 SH   DFND 01,16 0 0 1,020,903
VANTAGE DRILLING CO. CONV BND 92209XAA1 4,546 5,613,000 PRN   DFND 01,02 0 0 5,613,000
VANTIV INC - CL A COM 92210H105 44,246 1,304,438 SH   DFND 01,02 0 33,265 1,271,173
VANTIV INC - CL A COM 92210H105 156 4,600 SH   DFND 01,10 0 0 4,600
VANTIV INC - CL A COM 92210H105 10 306 SH   DFND 01,16 0 0 306
VARDE INV PARTNER LP LP 922155999 140 127,817 SH   DFND 01,05 0 0 127,817
VARIAN MEDICAL SYSTEMS INC COM 92220P105 46,227 534,346 SH   DFND 01,02 0 109,654 424,692
VARIAN MEDICAL SYSTEMS INC COM 92220P105 100 1,156 SH   DFND 01,03 0 1,156 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 143 1,655 SH   DFND 01,16 0 0 1,655
VARONIS SYSTEMS INC COM 922280102 1,266 38,540 SH   DFND 01,02 0 38,540 0
VASCO DATA SECURITY INTL COM 92230Y104 4,942 175,184 SH   DFND 01,02 0 46,161 129,023
VASCO DATA SECURITY INTL COM 92230Y104 34 1,200 SH   DFND 01,16 0 0 1,200
VASCULAR SOLUTIONS INC COM 92231M109 1,223 45,027 SH   DFND 01,02 0 45,027 0
VECTREN CORP COM 92240G101 27,479 594,384 SH   DFND 01,02 0 403,181 191,203
VECTREN CORP COM 92240G101 103 2,236 SH   DFND 01,16 0 0 2,236
VECTOR GROUP LTD COM 92240M108 549 25,750 SH   DFND 01,02 0 25,750 0
VECTOR GROUP LTD COM 92240M108 174 8,161 SH   DFND 01,16 0 0 8,161
VECTOR GROUP LTD CONV BND 92240MAY4 14,335 10,199,000 PRN   DFND 01,02 0 0 10,199,000
VECTOR GROUP LTD CONV BND 92240MBC1 13,937 13,095,000 PRN   DFND 01,02 0 0 13,095,000
VEECO INSTRUMENTS INC COM 922417100 8,755 251,011 SH   DFND 01,02 0 7,826 243,185
VEECO INSTRUMENTS INC COM 922417100 3 100 SH   DFND 01,16 0 0 100
VEEVA SYSTEMS INC-CLASS A COM 922475108 334 12,644 SH   DFND 01,02 0 12,644 0
VENTAS INC COM 92276F100 23,395 326,292 SH   DFND 01,02 0 228,359 97,933
VENTAS INC COM 92276F100 244 3,405 SH   DFND 01,03 0 3,405 0
VENTAS INC COM 92276F100 177 2,475 SH   DFND 01,10 0 0 2,475
VENTAS INC COM 92276F100 957 13,347 SH   DFND 01,16 0 0 13,347
VANGUARD S&P 500 ETF COM 922908363 39,253 208,348 SH   DFND 01,16 0 0 208,348
VANGUARD MID-CAP VALUE ETF COM 922908512 2,146 23,991 SH   DFND 01,16 0 0 23,991
VANGUARD MID-CAP GROWTH ETF COM 922908538 1,262 12,441 SH   DFND 01,16 0 0 12,441
VANGUARD REIT ETF COM 922908553 64,563 797,087 SH   DFND 01,02 0 797,087 0
VANGUARD REIT ETF COM 922908553 27,071 334,342 SH   DFND 01,16 0 0 334,342
VANGUARD SMALL-CAP GRWTH ETF COM 922908595 3,698 29,324 SH   DFND 01,16 0 0 29,324
VANGUARD SMALL-CAP VALUE ETF COM 922908611 2,538 23,963 SH   DFND 01,16 0 0 23,963
VANGUARD MID-CAP ETF COM 922908629 17,096 138,243 SH   DFND 01,16 0 0 138,243
VANGUARD LARGE-CAP ETF COM 922908637 3,314 35,112 SH   DFND 01,16 0 0 35,112
VANGUARD EXTENDED MARKET ETF COM 922908652 9,114 103,581 SH   DFND 01,16 0 0 103,581
VANGUARD GROWTH ETF COM 922908736 119 1,141 SH   DFND   0 0 1,141
VANGUARD GROWTH ETF COM 922908736 9,526 91,077 SH   DFND 01,16 0 0 91,077
VANGUARD VALUE ETF COM 922908744 7,008 82,726 SH   DFND 01,16 0 0 82,726
VANGUARD SMALL-CAP ETF COM 922908751 10,845 93,885 SH   DFND 01,16 0 0 93,885
VANGUARD TOTAL STOCK MKT ETF COM 922908769 34,043 322,098 SH   DFND 01,16 0 0 322,098
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 153 8,676 SH   DFND 01,02 0 0 8,676
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 818 46,508 SH   DFND 01,16 0 0 46,508
VERA BRADLEY INC COM 92335C106 2,051 100,653 SH   DFND 01,02 0 105 100,548
VERA BRADLEY INC COM 92335C106 244 11,952 SH   DFND 01,16 0 0 11,952
VERIFONE SYSTEMS INC COM 92342Y109 11,782 316,710 SH   DFND 01,02 0 41,734 274,976
VERIFONE SYSTEMS INC COM 92342Y109 977 26,262 SH   DFND 01,16 0 0 26,262
VERISIGN INC COM 92343E102 162,042 2,842,863 SH   DFND 01,02 0 222,109 2,620,754
VERISIGN INC COM 92343E102 72 1,261 SH   DFND 01,03 0 1,261 0
VERISIGN INC COM 92343E102 30 535 SH   DFND 01,16 0 0 535
VERIZON COMMUNICATIONS INC COM 92343V104 1,273,121 27,215,080 SH   DFND 01,02 0 16,715,609 10,499,471
VERIZON COMMUNICATIONS INC COM 92343V104 3,670 78,462 SH   DFND 01,03 0 78,462 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,857 296,377 SH   DFND 01,16 0 1,970 294,407
VERINT SYSTEMS INC COM 92343X100 70,379 1,207,593 SH   DFND 01,02 0 51,925 1,155,668
VERINT SYSTEMS INC COM 92343X100 351 6,026 SH   DFND 01,10 0 0 6,026
VERINT SYSTEMS INC COM 92343X100 4 65 SH   DFND 01,16 0 0 65
VERINT SYSTEMS INC CONV BND 92343XAA8 7,064 6,400,000 PRN   DFND 01,02 0 0 6,400,000
VERITEX HOLDINGS INC COM 923451108 4,512 318,397 SH   DFND 01,02 0 224,064 94,333
VERITIV CORP COM 923454102 10,289 198,358 SH   DFND 01,02 0 2,927 195,431
VERITIV CORP COM 923454102 16 310 SH   DFND 01,16 0 0 310
VERISK ANALYTICS INC-CLASS A COM 92345Y106 19,926 311,090 SH   DFND 01,02 0 268,454 42,636
VERISK ANALYTICS INC-CLASS A COM 92345Y106 5,281 82,503 SH   DFND 01,10 0 0 82,503
VERISK ANALYTICS INC-CLASS A COM 92345Y106 12 191 SH   DFND 01,16 0 0 191
VERTEX PHARMACEUTICALS INC COM 92532F100 915,699 7,707,901 SH   DFND 01,02 0 6,126,567 1,581,334
VERTEX PHARMACEUTICALS INC COM 92532F100 6,617 55,700 SH   DFND 01,02,10 0 0 55,700
VERTEX PHARMACEUTICALS INC COM 92532F100 19,383 163,161 SH   DFND 01,03 0 163,161 0
VERTEX PHARMACEUTICALS INC COM 92532F100 164,371 1,383,713 SH   DFND 01,10 0 343,964 1,039,749
VERTEX PHARMACEUTICALS INC COM 92532F100 397 3,344 SH   DFND 01,16 0 2,127 1,217
VERTICAL COMPUTER SYSTEMS COM 92532R203 0 22,850 SH   DFND 01,16 0 0 22,850
VERTEX ENERGY INC COM 92534K107 84 20,000 SH   DFND 01,16 0 0 20,000
VIAD CORP COM 92552R406 2,393 89,733 SH   DFND 01,02 0 1,521 88,212
VIASAT INC COM 92552V100 12,486 198,096 SH   DFND 01,02 0 8,661 189,435
VIACOM INC-CLASS B COM 92553P201 116,806 1,551,905 SH   DFND 01,02 0 0 1,551,905
VIACOM INC-CLASS B COM 92553P201 496 6,588 SH   DFND 01,03 0 0 6,588
VIACOM INC-CLASS B COM 92553P201 1,510 20,069 SH   DFND 01,10 0 0 20,069
VIACOM INC-CLASS B COM 92553P201 578 7,675 SH   DFND 01,16 0 0 7,675
VICOR CORP COM 925815102 895 73,997 SH   DFND 01,02 0 1,108 72,889
VILLAGE SUPER MARKET-CLASS A COM 927107409 3,762 137,445 SH   DFND 01,02 0 155 137,290
VINCI S.A.-UNSPONS ADR ADR 927320101 321 23,042 SH   DFND 01,02 0 0 23,042
VIOLIN MEMORY INC CONV BND 92763AAA9 310 300,000 PRN   DFND 01,02 0 0 300,000
VIPSHOP HOLDINGS LTD - ADS ADR 92763W103 30,401 1,555,824 SH   DFND 01,02 0 1,244,006 311,818
VIPSHOP HOLDINGS LTD - ADS ADR 92763W103 15,890 813,230 SH   DFND 01,02,10 0 0 813,230
VIPSHOP HOLDINGS LTD - ADS ADR 92763W103 13,156 674,310 SH   DFND 01,10 0 584,630 89,680
VIPSHOP HOLDINGS LTD - ADS ADR 92763W103 869 44,495 SH   DFND 01,16 0 0 44,495
VIRGIN AMERICA INC COM 92765X208 18,668 431,651 SH   DFND 01,02 0 306,240 125,411
VIRGIN AMERICA INC COM 92765X208 68 1,580 SH   DFND 01,03 0 1,580 0
VISA INC-CLASS A SHARES COM 92826C839 1,373,970 5,240,178 SH   DFND 01,02 0 2,632,686 2,607,492
VISA INC-CLASS A SHARES COM 92826C839 5,624 21,448 SH   DFND 01,02,10 0 0 21,448
VISA INC-CLASS A SHARES COM 92826C839 18,869 71,967 SH   DFND 01,03 0 71,967 0
VISA INC-CLASS A SHARES COM 92826C839 88,631 338,024 SH   DFND 01,10 0 174,983 163,041
VISA INC-CLASS A SHARES COM 92826C839 7,691 29,334 SH   DFND 01,16 0 5,511 23,823
VIRTRA SYSTEMS INC COM 92827K103 2 17,000 SH   DFND 01,16 0 0 17,000
VIRTUSA CORP COM 92827P102 6,411 153,852 SH   DFND 01,02 0 864 152,988
VIRTUSA CORP COM 92827P102 3 72 SH   DFND 01,16 0 0 72
VIRTUS INVESTMENT PARTNERS COM 92828Q109 8,075 47,358 SH   DFND 01,02 0 5,045 42,313
VISHAY INTERTECHNOLOGY INC COM 928298108 17,019 1,202,748 SH   DFND 01,02 0 38,186 1,164,562
VISTEON CORP COM 92839U206 2,925 27,374 SH   DFND 01,02 0 27,374 0
VISTEON CORP COM 92839U206 10,590 99,049 SH   DFND 01,10 0 8,000 91,049
VISTEON CORP COM 92839U206 1 12 SH   DFND 01,16 0 0 12
VITAMIN SHOPPE INC COM 92849E101 26,357 542,566 SH   DFND 01,02 0 15,653 526,913
VIVENDI SA-UNSPON ADR ADR 92852T201 227 9,064 SH   DFND 01,02 0 0 9,064
VIVENDI SA-UNSPON ADR ADR 92852T201 1 52 SH   DFND 01,16 0 0 52
VIVUS INC CONV BND 928551AA8 262 396,000 PRN   DFND 01,02 0 0 396,000
VMWARE INC-CLASS A COM 928563402 455,530 5,520,201 SH   DFND 01,02 0 4,752,835 767,366
VMWARE INC-CLASS A COM 928563402 12,380 150,024 SH   DFND 01,03 0 150,024 0
VMWARE INC-CLASS A COM 928563402 95 1,149 SH   DFND 01,10 0 0 1,149
VMWARE INC-CLASS A COM 928563402 904 10,947 SH   DFND 01,16 0 5,302 5,645
VODAFONE GROUP PLC-SP ADR ADR 92857W308 108,117 3,163,575 SH   DFND 01,02 0 0 3,163,575
VODAFONE GROUP PLC-SP ADR ADR 92857W308 49 1,420 SH   DFND 01,03 0 0 1,420
VODAFONE GROUP PLC-SP ADR ADR 92857W308 2,159 63,193 SH   DFND 01,16 0 0 63,193
VOLCANO CORP COM 928645100 2,161 120,875 SH   DFND 01,02 0 120,875 0
VOLCANO CORP COM 928645100 1 50 SH   DFND 01,16 0 0 50
VOLCANO CORP CONV BND 928645AB6 1,624 1,639,000 PRN   DFND 01,02 0 0 1,639,000
VOLKSWAGEN AG-SPONS ADR ADR 928662303 320 7,348 SH   DFND 01,02 0 0 7,348
VOLKSWAGEN AG-SPONS ADR ADR 928662303 34 781 SH   DFND 01,16 0 0 781
VOLVO AB-SPONSORED ADR ADR 928856400 258 23,916 SH   DFND 01,02 0 0 23,916
VONAGE HOLDINGS CORP COM 92886T201 2,057 540,030 SH   DFND 01,02 0 5,030 535,000
VONAGE HOLDINGS CORP COM 92886T201 25 6,480 SH   DFND 01,16 0 0 6,480
VORNADO REALTY TRUST COM 929042109 37,110 315,262 SH   DFND 01,02 0 207,440 107,822
VORNADO REALTY TRUST COM 929042109 238 2,020 SH   DFND 01,03 0 2,020 0
VORNADO REALTY TRUST COM 929042109 191 1,620 SH   DFND 01,10 0 0 1,620
VORNADO REALTY TRUST COM 929042109 247 2,100 SH   DFND 01,16 0 0 2,100
VOYA FINANCIAL INC COM 929089100 57,245 1,350,760 SH   DFND 01,02 0 116,710 1,234,050
VOYA FINANCIAL INC COM 929089100 217 5,125 SH   DFND 01,03 0 5,125 0
VOYA FINANCIAL INC COM 929089100 42 1,000 SH   DFND 01,16 0 0 1,000
VRINGO INC COM 92911N104 11 19,870 SH   DFND 01,02 0 19,870 0
VOYA EMERGING MARKETS HIGH I COM 92912P108 2,178 210,202 SH   DFND 01,16 0 0 210,202
ING GLOBAL EQUITY & PR OPPT COM 92912T100 642 77,942 SH   DFND 01,16 0 0 77,942
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 624 39,859 SH   DFND 01,16 0 0 39,859
VULCAN MATERIALS CO COM 929160109 4,616 70,224 SH   DFND 01,02 0 31,691 38,533
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XYLEM INC COM 98419M100 80 2,102 SH   DFND 01,03 0 2,102 0
XYLEM INC COM 98419M100 88 2,325 SH   DFND 01,16 0 0 2,325
XHIBIT CORP COM 98419U102 1 11,000 SH   DFND 01,16 0 0 11,000
YPF S.A.-SPONSORED ADR ADR 984245100 29 1,079 SH   DFND 01,02 0 1,079 0
YPF S.A.-SPONSORED ADR ADR 984245100 6,618 250,000 SH   DFND 01,10 0 250,000 0
YAHOO! INC COM 984332106 20,661 409,039 SH   DFND 01,02 0 220,773 188,266
YAHOO! INC COM 984332106 515 10,191 SH   DFND 01,03 0 10,191 0
YAHOO! INC COM 984332106 3,184 63,444 SH   DFND 01,16 0 0 63,444
YAMANA GOLD INC COM 98462Y100 864 214,882 SH   DFND 01,02 0 214,882 0
YAMANA GOLD INC COM 98462Y100 35 8,750 SH   DFND 01,16 0 8,750 0
YUM! BRANDS INC COM 988498101 81,239 1,115,125 SH   DFND 01,02 0 194,863 920,262
YUM! BRANDS INC COM 988498101 369 5,060 SH   DFND 01,03 0 5,060 0
YUM! BRANDS INC COM 988498101 6,775 93,000 SH   DFND 01,10 0 0 93,000
YUM! BRANDS INC COM 988498101 791 10,859 SH   DFND 01,16 0 0 10,859
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 9,859 127,348 SH   DFND 01,02 0 9,513 117,835
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 48 625 SH   DFND 01,16 0 0 625
ZELTIQ AESTHETICS INC COM 98933Q108 1,082 38,755 SH   DFND 01,02 0 38,755 0
ZEP INC COM 98944B108 1,557 102,790 SH   DFND 01,02 0 1,310 101,480
ZILLOW INC-CLASS A COM 98954A107 244 2,305 SH   DFND 01,02 0 2,305 0
ZILLOW INC-CLASS A COM 98954A107 56 528 SH   DFND 01,16 0 0 528
ZIMMER HOLDINGS INC COM 98956P102 229,232 2,021,016 SH   DFND 01,02 0 721,162 1,299,854
ZIMMER HOLDINGS INC COM 98956P102 642 5,659 SH   DFND 01,03 0 5,659 0
ZIMMER HOLDINGS INC COM 98956P102 45,714 403,100 SH   DFND 01,10 0 42,170 360,930
ZIMMER HOLDINGS INC COM 98956P102 372 3,288 SH   DFND 01,16 0 349 2,939
ZIONS BANCORPORATION COM 989701107 68,218 2,392,700 SH   DFND 01,02 0 177,457 2,215,243
ZIONS BANCORPORATION COM 989701107 314 11,023 SH   DFND 01,03 0 11,023 0
ZIONS BANCORPORATION COM 989701107 4,168 146,204 SH   DFND 01,10 0 0 146,204
ZIONS BANCORPORATION COM 989701107 118 4,151 SH   DFND 01,16 0 0 4,151
ZOETIS INC COM 98978V103 23,648 549,567 SH   DFND 01,02 0 134,100 415,467
ZOETIS INC COM 98978V103 250 5,800 SH   DFND 01,03 0 5,800 0
ZOETIS INC COM 98978V103 831 19,268 SH   DFND 01,16 0 5,515 13,753
ZS PHARMA INC COM 98979G105 1,175 28,274 SH   DFND 01,02 0 28,274 0
ZOE'S KITCHEN INC COM 98979J109 1,335 44,634 SH   DFND 01,02 0 0 44,634
ZOE'S KITCHEN INC COM 98979J109 7 250 SH   DFND 01,16 0 0 250
ZUMIEZ INC COM 989817101 6,495 168,151 SH   DFND 01,02 0 23,959 144,192
ZURICH INSURANCE GROUP-ADR ADR 989825104 591 18,832 SH   DFND 01,02 0 0 18,832
ZURICH INSURANCE GROUP-ADR ADR 989825104 6 203 SH   DFND 01,16 0 0 203
ZYNGA INC - CL A COM 98986T108 26 9,875 SH   DFND 01,02 0 9,875 0
ZYNGA INC - CL A COM 98986T108 18 6,705 SH   DFND 01,16 0 0 6,705
MAGNIT PJSC-SPON GDR REGS GDR B2QKYZ099 4,353 95,880 SH   DFND 01,02 0 90,707 5,173
SBERBANK-SPONSORED ADR ADR B5SC09192 2,184 539,307 SH   DFND 01,10 0 0 539,307
BANK OF AMERICA CORP COM B7TZH6996 162,834 9,101,901 SH   DFND 01,10 0 665,710 8,436,191
READERS DIGEST ASSN INC COM BAX3940K3 1 26,729 SH   DFND 01,02 0 0 26,729
CONTECH CONSTRUCTION PRODUCT COM BAX3LS6W4 515 12,885 SH   DFND 01,04 0 0 12,885
CONTECH CONSTRUCTION PRODUCT COM BAX3LS6W4 665 16,634 SH   DFND 01,05 0 0 16,634
FEDERAL RESERVE SYSTEM COM BAX41M5Q1 1,124 22,486 SH   DFND 01,02 0 0 22,486
ARTHROCARE CORP COM BAX4S8NE0 28 82,114 SH   DFND 01,02 0 82,114 0
ENBRIDGE ENERGY. MANAGEMENT FRACTIONS COM CKC50X106 0 57,216 SH   DFND 01,02 0 0 57,216
HMH PUBLISHERS LLC COM CM0005552 400 18,619 SH   DFND 01,02 0 0 18,619
CENGAGE LEARNING INC COM CM2582898 2,070 85,968 SH   DFND 01,02 0 0 85,968
CENGAGE LEARNING INC COM CM2582898 85 3,546 SH   DFND 01,04 0 0 3,546
CENGAGE LEARNING INC COM CM2582898 342 14,184 SH   DFND 01,05 0 0 14,184
BMC SOFTWARE LITIGATION RIGHTS COM CM4257690 9 87,797 SH   DFND 01,02 0 0 87,797
SAMSUNG ELECTR-GDR GDR CM5495209 1,112 1,838 SH   DFND 01,02 0 919 0
CVEO US 01/17/15 P9 OPT CM5509116 269 544 SH Put DFND 01,02 0 0 544
BBY US 01/17/15 P35 OPT CM5653835 780 11,640 SH Put DFND 01,02 0 0 11,640
BBY US 01/17/15 P35 OPT CM5653835 5 68 SH Put DFND 01,03 0 0 68
DEUTSCHE BANK AG-REGISTERED COM D18190898 301 10,033 SH   DFND 01,02 0 10,033 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 185 6,182 SH   DFND 01,16 0 2,573 3,609
FIRST HORIZON NATIONAL FRACTIONS COM DCA517101 0 134,548 SH   DFND 01,02 0 134,548 0
FIVE STAR QUAL FRACTIONS COM DDJ32D101 0 23,000 SH   DFND 01,02 0 0 23,000
ABENGOA YIELD PLC COM G00349103 3,763 137,724 SH   DFND 01,02 0 0 137,724
ACTAVIS PLC COM G0083B108 273,430 1,062,235 SH   DFND 01,02 0 400,289 661,946
ACTAVIS PLC COM G0083B108 788 3,063 SH   DFND 01,03 0 3,063 0
ACTAVIS PLC COM G0083B108 50,138 194,627 SH   DFND 01,10 0 0 194,627
ACTAVIS PLC COM G0083B108 2,037 7,913 SH   DFND 01,16 0 0 7,913
ALKERMES PLC COM G01767105 67,196 1,147,470 SH   DFND 01,02 0 412,798 734,672
ALKERMES PLC COM G01767105 45 761 SH   DFND 01,03 0 761 0
ALKERMES PLC COM G01767105 53 899 SH   DFND 01,16 0 0 899
ALLEGION PLC COM G0176J109 2,789 50,291 SH   DFND 01,02 0 30,638 19,653
ALLEGION PLC COM G0176J109 61 1,108 SH   DFND 01,03 0 1,108 0
ALLEGION PLC COM G0176J109 47 846 SH   DFND 01,16 0 0 846
AMDOCS LTD COM G02602103 3,135 67,184 SH   DFND 01,02 0 39,932 27,252
AMDOCS LTD COM G02602103 94 2,010 SH   DFND 01,16 0 1,480 530
AON PLC COM G0408V102 598,460 6,310,847 SH   DFND 01,02 0 2,485,608 3,825,239
AON PLC COM G0408V102 7,550 79,621 SH   DFND 01,02,10 0 0 79,621
AON PLC COM G0408V102 1,388 14,637 SH   DFND 01,03 0 14,637 0
AON PLC COM G0408V102 102,602 1,082,161 SH   DFND 01,10 0 439,086 643,075
AON PLC COM G0408V102 181 1,913 SH   DFND 01,16 0 464 1,449
ARCH CAPITAL GROUP LTD COM G0450A105 913 15,443 SH   DFND 01,02 0 4,242 11,201
ARCH CAPITAL GROUP LTD COM G0450A105 1 15 SH   DFND 01,16 0 0 15
ARGO GROUP INTERNATIONAL COM G0464B107 41,413 746,622 SH   DFND 01,02 0 290,263 456,359
ASPEN INSURANCE HOLDINGS LTD COM G05384105 23,129 528,442 SH   DFND 01,02 0 61,218 467,224
ASPEN INSURANCE HOLDINGS LTD COM G05384105 27 618 SH   DFND 01,16 0 0 618
ASSURED GUARANTY LTD COM G0585R106 27,847 1,071,452 SH   DFND 01,02 0 101,214 970,238
AXIS CAPITAL HOLDINGS LTD COM G0692U109 765 14,932 SH   DFND 01,02 0 5,344 9,588
AXIS CAPITAL HOLDINGS LTD COM G0692U109 3 57 SH   DFND 01,16 0 0 57
ENERGY XXI LTD COM G10082140 17 5,223 SH   DFND 01,02 0 5,223 0
ENERGY XXI LTD COM G10082140 31 8,295 SH   DFND 01,16 0 0 8,295
ACCENTURE PLC-CL A COM G1151C101 96,417 1,079,581 SH   DFND 01,02 0 187,288 892,293
ACCENTURE PLC-CL A COM G1151C101 648 7,255 SH   DFND 01,03 0 7,255 0
ACCENTURE PLC-CL A COM G1151C101 740 8,286 SH   DFND 01,16 0 0 8,286
BROOKFIELD INFRASTRUCTURE PA LP G16252101 7 159 SH   DFND 01,02 0 159 0
BROOKFIELD INFRASTRUCTURE PA LP G16252101 195 4,661 SH   DFND 01,16 0 0 4,661
BUNGE LTD COM G16962105 3,154 34,693 SH   DFND 01,02 0 9,922 24,771
BUNGE LTD COM G16962105 112 1,233 SH   DFND 01,16 0 0 1,233
BUNGE LTD CONV PRF G16962204 28,584 256,400 SH   DFND 01,02 0 0 256,400
CREDICORP LTD COM G2519Y108 24,851 155,146 SH   DFND 01,02 0 148,227 6,919
CREDICORP LTD COM G2519Y108 11,014 68,760 SH   DFND 01,02,10 0 0 68,760
CREDICORP LTD COM G2519Y108 22,223 138,777 SH   DFND 01,10 0 111,000 27,777
CREDICORP LTD COM G2519Y108 230 1,428 SH   DFND 01,16 0 1,387 41
COVIDIEN PLC COM G2554F113 647,124 6,326,695 SH   DFND 01,02 0 4,659,914 1,666,781
COVIDIEN PLC COM G2554F113 1,645 16,075 SH   DFND 01,03 0 16,075 0
COVIDIEN PLC COM G2554F113 1 7 SH   DFND 01,05 0 0 7
COVIDIEN PLC COM G2554F113 135,090 1,320,556 SH   DFND 01,10 0 660 1,319,896
COVIDIEN PLC COM G2554F113 2,117 20,703 SH   DFND 01,16 0 20 20,683
DELPHI AUTOMOTIVE PLC COM G27823106 496,821 6,831,891 SH   DFND 01,02 0 3,583,599 3,248,292
DELPHI AUTOMOTIVE PLC COM G27823106 920 12,660 SH   DFND 01,03 0 12,660 0
DELPHI AUTOMOTIVE PLC COM G27823106 148,752 2,045,265 SH   DFND 01,10 0 900 2,044,365
DELPHI AUTOMOTIVE PLC COM G27823106 574 7,891 SH   DFND 01,16 0 0 7,891
EATON CORP PLC COM G29183103 314,875 4,633,190 SH   DFND 01,02 0 3,645,787 987,403
EATON CORP PLC COM G29183103 1,188 17,482 SH   DFND 01,03 0 17,482 0
EATON CORP PLC COM G29183103 135,506 1,994,456 SH   DFND 01,10 0 121,860 1,872,596
EATON CORP PLC COM G29183103 1,080 15,897 SH   DFND 01,16 0 3,258 12,639
ENDURANCE SPECIALTY HOLDINGS COM G30397106 29,077 485,924 SH   DFND 01,02 0 25,024 460,900
ENDURANCE SPECIALTY HOLDINGS COM G30397106 24 397 SH   DFND 01,16 0 0 397
ENH 7 1/2 PRF G30397304 308 11,732 SH   DFND 01,16 0 0 11,732
ENDO INTERNATIONAL PLC COM G30401106 33,014 457,760 SH   DFND 01,02 0 20,209 437,551
ENDO INTERNATIONAL PLC COM G30401106 21 294 SH   DFND 01,16 0 0 294
ENSTAR GROUP LTD COM G3075P101 13,221 86,479 SH   DFND 01,02 0 56,009 30,470
ENSCO PLC-CL A COM G3157S106 10,206 340,840 SH   DFND 01,02 0 257,606 83,234
ENSCO PLC-CL A COM G3157S106 81 2,712 SH   DFND 01,03 0 2,712 0
ENSCO PLC-CL A COM G3157S106 937 31,272 SH   DFND 01,16 0 0 31,272
ESSENT GROUP LTD COM G3198U102 2,011 78,219 SH   DFND 01,02 0 159 78,060
ESSENT GROUP LTD COM G3198U102 6,917 268,918 SH   DFND 01,10 0 0 268,918
EVEREST RE GROUP LTD COM G3223R108 20,886 122,654 SH   DFND 01,02 0 9,390 113,264
EVEREST RE GROUP LTD COM G3223R108 437 2,568 SH   DFND 01,16 0 0 2,568
FABRINET COM G3323L100 2,370 133,642 SH   DFND 01,02 0 3,232 130,410
FLEETMATICS GROUP PLC COM G35569105 7,753 218,450 SH   DFND 01,02 0 115,220 103,230
FRESH DEL MONTE PRODUCE INC COM G36738105 12,717 379,032 SH   DFND 01,02 0 379,032 0
FRESH DEL MONTE PRODUCE INC COM G36738105 15 450 SH   DFND 01,16 0 0 450
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 673 26,675 SH   DFND 01,02 0 26,675 0
EROS INTERNATIONAL PLC COM G3788M114 15,297 722,889 SH   DFND 01,02 0 683,642 39,247
HELEN OF TROY LTD COM G4388N106 63,263 972,368 SH   DFND 01,02 0 267,943 704,425
HELEN OF TROY LTD COM G4388N106 1 12 SH   DFND 01,16 0 0 12
HERBALIFE LTD COM G4412G101 19,520 517,754 SH   DFND 01,02 0 215,792 301,962
HERBALIFE LTD COM G4412G101 9 240 SH   DFND 01,16 0 0 240
HOLLYSYS AUTOMATION TECHNOLO COM G45667105 2,495 102,127 SH   DFND 01,10 0 83,890 18,237
HORIZON PHARMA PLC COM G4617B105 3,018 234,093 SH   DFND 01,02 0 219,423 14,670
HORIZON PHARMA PLC COM G4617B105 33 2,550 SH   DFND 01,16 0 0 2,550
ICON PLC COM G4705A100 10,357 203,084 SH   DFND 01,02 0 162,874 40,210
ICON PLC COM G4705A100 1,159 22,748 SH   DFND 01,16 0 659 22,089
INGERSOLL-RAND PLC COM G47791101 172,914 2,727,778 SH   DFND 01,02 0 1,408,985 1,318,793
INGERSOLL-RAND PLC COM G47791101 195 3,070 SH   DFND 01,03 0 3,070 0
INGERSOLL-RAND PLC COM G47791101 133,620 2,108,233 SH   DFND 01,10 0 288,653 1,819,580
INGERSOLL-RAND PLC COM G47791101 257 4,050 SH   DFND 01,16 0 0 4,050
WEATHERFORD INTERNATIONAL PL COM G48833100 48,789 4,261,022 SH   DFND 01,02 0 490,938 3,770,084
WEATHERFORD INTERNATIONAL PL COM G48833100 222 19,400 SH   DFND 01,03 0 19,400 0
WEATHERFORD INTERNATIONAL PL COM G48833100 125 10,900 SH   DFND 01,16 0 0 10,900
INVESCO LTD COM G491BT108 254,922 6,450,423 SH   DFND 01,02 0 1,342,148 5,108,275
INVESCO LTD COM G491BT108 197 4,982 SH   DFND 01,03 0 4,982 0
INVESCO LTD COM G491BT108 19,348 489,689 SH   DFND 01,10 0 0 489,689
INVESCO LTD COM G491BT108 23,526 596,712 SH   DFND 01,16 0 0 596,712
JAZZ PHARMACEUTICALS PLC COM G50871105 79,052 482,810 SH   DFND 01,02 0 141,032 341,778
JAZZ PHARMACEUTICALS PLC COM G50871105 197 1,200 SH   DFND 01,03 0 1,200 0
JAZZ PHARMACEUTICALS PLC COM G50871105 8,134 49,700 SH   DFND 01,10 0 0 49,700
JAZZ PHARMACEUTICALS PLC COM G50871105 815 4,978 SH   DFND 01,16 0 0 4,978
AVOLON HOLDINGS LTD COM G52237107 4,992 253,016 SH   DFND 01,10 0 0 253,016
KING DIGITAL ENTERTAINMENT P COM G5258J109 79,271 5,160,824 SH   DFND 01,02 0 150,242 5,010,582
KING DIGITAL ENTERTAINMENT P COM G5258J109 459 29,900 SH   DFND 01,10 0 0 29,900
KING DIGITAL ENTERTAINMENT P COM G5258J109 6 600 SH   DFND 01,16 0 0 600
KOFAX LTD COM G5307C105 10,516 1,495,822 SH   DFND 01,02 0 1,063,629 432,193
KOSMOS ENERGY LTD COM G5315B107 1,089 129,726 SH   DFND 01,02 0 129,726 0
KOSMOS ENERGY LTD COM G5315B107 12 1,425 SH   DFND 01,16 0 1,399 26
LAZARD LTD-CL A LP G54050102 15,336 306,545 SH   DFND 01,02 0 45,545 261,000
LAZARD LTD-CL A LP G54050102 30 599 SH   DFND 01,03 0 599 0
LAZARD LTD-CL A LP G54050102 1,472 29,550 SH   DFND 01,16 0 0 29,550
LIBERTY GLOBAL PLC-A COM G5480U104 1,276 25,419 SH   DFND 01,02 0 24,830 589
LIBERTY GLOBAL PLC-A COM G5480U104 5,713 113,787 SH   DFND 01,02,10 0 0 113,787
LIBERTY GLOBAL PLC-A COM G5480U104 89,630 1,785,472 SH   DFND 01,10 0 428,505 1,356,967
LIBERTY GLOBAL PLC-A COM G5480U104 3 69 SH   DFND 01,16 0 0 69
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 54,177 1,121,431 SH   DFND 01,02 0 0 1,121,431
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 2,178 45,087 SH   DFND 01,02,10 0 0 45,087
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 47,883 991,365 SH   DFND 01,10 0 0 991,365
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 11 233 SH   DFND 01,16 0 0 233
LUXOFT HOLDING INC COM G57279104 7,796 202,434 SH   DFND 01,02 0 198,750 3,684
LUXOFT HOLDING INC COM G57279104 3,761 97,669 SH   DFND 01,02,10 0 0 97,669
MAIDEN HOLDINGS LTD COM G5753U112 323 25,275 SH   DFND 01,02 0 8,275 17,000
MALLINCKRODT PLC COM G5785G107 4,498 45,402 SH   DFND 01,02 0 20,018 25,384
MALLINCKRODT PLC COM G5785G107 133 1,345 SH   DFND 01,03 0 1,345 0
MALLINCKRODT PLC COM G5785G107 86 867 SH   DFND 01,16 0 0 867
MARKIT LTD COM G58249106 3,293 124,575 SH   DFND 01,02,10 0 0 124,575
MARKIT LTD COM G58249106 55,899 2,115,782 SH   DFND 01,10 0 877,422 1,238,360
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 223,275 15,398,205 SH   DFND 01,02 0 717,704 14,680,501
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 1,058 72,938 SH   DFND 01,10 0 0 72,938
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 214 14,799 SH   DFND 01,16 0 6,515 8,284
MICHAEL KORS HOLDINGS LTD COM G60754101 443,822 5,909,741 SH   DFND 01,02 0 5,458,214 451,527
MICHAEL KORS HOLDINGS LTD COM G60754101 14,034 186,866 SH   DFND 01,03 0 186,866 0
MICHAEL KORS HOLDINGS LTD COM G60754101 1,271 16,918 SH   DFND 01,16 0 8,509 8,409
MGM HOLDINGS II INC COM G60991737 5,081 68,207 SH   DFND 01,02 0 0 68,207
MGM HOLDINGS II INC COM G60991737 2,775 37,251 SH   DFND 01,04 0 0 37,251
MGM HOLDINGS II INC COM G60991737 3,222 43,244 SH   DFND 01,05 0 0 43,244
MONTPELIER RE HOLDINGS LTD COM G62185106 34,978 976,505 SH   DFND 01,02 0 4,150 972,355
MONTPELIER RE HOLDINGS LTD COM G62185106 12 346 SH   DFND 01,16 0 0 346
ALPHA & OMEGA SEMICONDUCTOR COM G6331P104 153 17,290 SH   DFND 01,02 0 5,110 12,180
NABORS INDUSTRIES LTD COM G6359F103 17,861 1,376,048 SH   DFND 01,02 0 1,001,078 374,970
NABORS INDUSTRIES LTD COM G6359F103 43 3,345 SH   DFND 01,03 0 3,345 0
NABORS INDUSTRIES LTD COM G6359F103 161 12,422 SH   DFND 01,16 0 0 12,422
NOBLE CORP PLC COM G65431101 9,334 563,266 SH   DFND 01,02 0 61,217 502,049
NOBLE CORP PLC COM G65431101 48 2,912 SH   DFND 01,03 0 2,912 0
NOBLE CORP PLC COM G65431101 256 15,423 SH   DFND 01,16 0 0 15,423
NORDIC AMERICAN TANKERS LTD COM G65773106 3,529 350,545 SH   DFND 01,02 0 545 350,000
NORDIC AMERICAN TANKERS LTD COM G65773106 19 1,900 SH   DFND 01,16 0 0 1,900
NORD ANGLIA EDUCATION INC COM G6583A102 33,072 1,733,300 SH   DFND 01,02 0 114,000 1,619,300
HOME LOAN SERVICING SOLUTION COM G6648D109 361 18,415 SH   DFND 01,02 0 6,245 12,170
HOME LOAN SERVICING SOLUTION COM G6648D109 161 8,270 SH   DFND 01,16 0 0 8,270
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 13,165 281,557 SH   DFND 01,02 0 600 280,957
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 135 2,886 SH   DFND 01,16 0 0 2,886
OM ASSET MANAGEMENT PLC COM G67506108 4,177 257,190 SH   DFND 01,10 0 0 257,190
PARTNERRE LTD COM G6852T105 1,272 11,149 SH   DFND 01,02 0 6,653 4,496
PARTNERRE LTD COM G6852T105 2 20 SH   DFND 01,16 0 0 20
OXFORD IMMUNOTEC GLOBAL PLC COM G6855A103 653 47,945 SH   DFND 01,02 0 0 47,945
PRE 7 1/4 PRF G68603508 1,128 42,360 SH   DFND 01,16 0 0 42,360
PARAGON OFFSHORE PLC COM G6S01W108 5,043 1,820,682 SH   DFND 01,02 0 1,152 1,819,530
PARAGON OFFSHORE PLC COM G6S01W108 8 2,765 SH   DFND 01,16 0 0 2,765
PLATINUM UNDERWRITERS HLDGS COM G7127P100 26,042 354,699 SH   DFND 01,02 0 15,765 338,934
RENAISSANCERE HOLDINGS LTD COM G7496G103 10,179 104,708 SH   DFND 01,02 0 8,073 96,635
ROWAN COMPANIES PLC-A COM G7665A101 8,314 356,545 SH   DFND 01,02 0 9,245 347,300
ROWAN COMPANIES PLC-A COM G7665A101 12 500 SH   DFND 01,16 0 0 500
SEADRILL LTD COM G7945E105 631 52,881 SH   DFND 01,02 0 18,788 34,093
SEADRILL LTD COM G7945E105 281 23,512 SH   DFND 01,16 0 0 23,512
SEAGATE TECHNOLOGY COM G7945M107 49,720 747,662 SH   DFND 01,02 0 142,484 605,178
SEAGATE TECHNOLOGY COM G7945M107 279 4,184 SH   DFND 01,03 0 4,184 0
SEAGATE TECHNOLOGY COM G7945M107 895 13,473 SH   DFND 01,16 0 854 12,619
PENTAIR PLC COM G7S00T104 15,868 238,908 SH   DFND 01,02 0 38,766 200,142
PENTAIR PLC COM G7S00T104 143 2,159 SH   DFND 01,03 0 2,159 0
PENTAIR PLC COM G7S00T104 0 1 SH   DFND 01,05 0 0 1
PENTAIR PLC COM G7S00T104 432 6,497 SH   DFND 01,16 0 0 6,497
SIGNET JEWELERS LTD COM G81276100 102,569 779,580 SH   DFND 01,02 0 54,736 724,844
SIGNET JEWELERS LTD COM G81276100 295 2,242 SH   DFND 01,03 0 2,242 0
SIGNET JEWELERS LTD COM G81276100 523 3,972 SH   DFND 01,16 0 3,411 561
UTI WORLDWIDE INC COM G87210103 8,544 707,835 SH   DFND 01,02 0 3,145 704,690
UTI WORLDWIDE INC COM G87210103 1 58 SH   DFND 01,16 0 0 58
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 5,202 151,592 SH   DFND 01,02 0 13 151,579
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 54 1,575 SH   DFND 01,16 0 0 1,575
TRAVELPORT WORLDWIDE LTD COM G9019D104 39,528 2,195,982 SH   DFND 01,02 0 63,550 2,132,432
TRAVELPORT WORLDWIDE LTD COM G9019D104 198 11,000 SH   DFND 01,10 0 0 11,000
TYCO INTERNATIONAL PLC COM G91442106 299,880 6,837,273 SH   DFND 01,02 0 4,630,357 2,206,916
TYCO INTERNATIONAL PLC COM G91442106 785 17,904 SH   DFND 01,03 0 17,904 0
TYCO INTERNATIONAL PLC COM G91442106 0 7 SH   DFND 01,05 0 0 7
TYCO INTERNATIONAL PLC COM G91442106 15,970 364,118 SH   DFND 01,10 0 250,565 113,553
TYCO INTERNATIONAL PLC COM G91442106 394 8,976 SH   DFND 01,16 0 5,667 3,309
VALIDUS HOLDINGS LTD COM G9319H102 7,356 177,022 SH   DFND 01,02 0 4,527 172,495
VALIDUS HOLDINGS LTD COM G9319H102 1 30 SH   DFND 01,16 0 19 11
WHITE MOUNTAINS INSURANCE GP COM G9618E107 17,330 27,503 SH   DFND 01,02 0 3,352 24,151
WHITE MOUNTAINS INSURANCE GP COM G9618E107 16 25 SH   DFND 01,16 0 0 25
WILLIS GROUP HOLDINGS PLC COM G96666105 17,506 390,682 SH   DFND 01,02 0 313 390,369
WILLIS GROUP HOLDINGS PLC COM G96666105 26 579 SH   DFND 01,16 0 0 579
PERRIGO CO PLC COM G97822103 303,363 1,814,823 SH   DFND 01,02 0 1,494,535 320,288
PERRIGO CO PLC COM G97822103 1,078 6,447 SH   DFND 01,03 0 6,447 0
PERRIGO CO PLC COM G97822103 92 552 SH   DFND 01,16 0 0 552
XL GROUP PLC COM G98290102 34,258 996,748 SH   DFND 01,02 0 161,840 834,908
XL GROUP PLC COM G98290102 103 2,984 SH   DFND 01,03 0 2,984 0
XL GROUP PLC COM G98290102 936 27,230 SH   DFND 01,16 0 534 26,696
ACE LTD COM H0023R105 284,102 2,472,690 SH   DFND 01,02 0 1,122,677 1,350,013
ACE LTD COM H0023R105 515 4,480 SH   DFND 01,03 0 4,480 0
ACE LTD COM H0023R105 178,009 1,549,531 SH   DFND 01,10 0 152,453 1,397,078
ACE LTD COM H0023R105 1,016 8,842 SH   DFND 01,16 0 32 8,810
ALLIED WORLD ASSURANCE CO COM H01531104 1,786 47,031 SH   DFND 01,02 0 10,566 36,465
ALLIED WORLD ASSURANCE CO COM H01531104 118 3,110 SH   DFND 01,16 0 0 3,110
GARMIN LTD COM H2906T109 2,075 39,272 SH   DFND 01,02 0 14,572 24,700
GARMIN LTD COM H2906T109 74 1,392 SH   DFND 01,03 0 1,392 0
GARMIN LTD COM H2906T109 28 536 SH   DFND 01,16 0 0 536
UBS GROUP AG COM H42097107 2 135 SH   DFND 01,02 0 135 0
UBS GROUP AG COM H42097107 212 12,445 SH   DFND 01,16 0 0 12,445
LOGITECH INTERNATIONAL-REG COM H50430232 3,156 234,936 SH   DFND 01,02 0 2,666 232,270
LOGITECH INTERNATIONAL-REG COM H50430232 37 2,770 SH   DFND 01,16 0 0 2,770
NESTLE SA-REG COM H57312649 707 9,634 SH   DFND 01,16 0 0 9,634
TE CONNECTIVITY LTD COM H84989104 35,521 561,590 SH   DFND 01,02 0 113,461 448,129
TE CONNECTIVITY LTD COM H84989104 2,287 36,160 SH   DFND 01,02,10 0 0 36,160
TE CONNECTIVITY LTD COM H84989104 297 4,701 SH   DFND 01,03 0 4,701 0
TE CONNECTIVITY LTD COM H84989104 0 7 SH   DFND 01,05 0 0 7
TE CONNECTIVITY LTD COM H84989104 117,157 1,851,690 SH   DFND 01,10 0 172,034 1,679,656
TE CONNECTIVITY LTD COM H84989104 397 6,284 SH   DFND 01,16 0 896 5,388
TRANSOCEAN LTD COM H8817H100 3,162 172,488 SH   DFND 01,02 0 40,969 131,519
TRANSOCEAN LTD COM H8817H100 72 3,940 SH   DFND 01,03 0 3,940 0
TRANSOCEAN LTD COM H8817H100 413 21,553 SH   DFND 01,16 0 0 21,553
UBS AG-REG COM H89231338 578 34,999 SH   DFND 01,02 0 33,601 1,398
UBS AG-REG COM H89231338 174 10,545 SH   DFND 01,16 0 0 10,545
GENMAB A/S COM K3967W102 228 3,900 SH   DFND 01,16 0 0 3,900
ATENTO SA COM L0427L105 5,759 551,143 SH   DFND 01,02 0 528,263 22,880
ATENTO SA COM L0427L105 2,651 253,663 SH   DFND 01,02,10 0 0 253,663
INTELSAT SA CONV PRF L5140P119 202 4,300 SH   DFND 01,02 0 0 4,300
ORION ENGINEERED CARBONS SA COM L72967109 21,527 1,267,048 SH   DFND 01,02 0 74,913 1,192,135
ALLOT COMMUNICATIONS LTD COM M0854Q105 5,720 622,910 SH   DFND 01,02 0 32,910 590,000
CAESARSTONE SDOT-YAM LTD COM M20598104 6,902 115,369 SH   DFND 01,02 0 0 115,369
CHECK POINT SOFTWARE TECH COM M22465104 172,880 2,200,324 SH   DFND 01,02 0 103,979 2,096,345
CHECK POINT SOFTWARE TECH COM M22465104 826 10,512 SH   DFND 01,10 0 0 10,512
CHECK POINT SOFTWARE TECH COM M22465104 521 6,635 SH   DFND 01,16 0 0 6,635
MELLANOX TECHNOLOGIES LTD COM M51363113 2,100 49,142 SH   DFND 01,02 0 161 48,981
MELLANOX TECHNOLOGIES LTD COM M51363113 4 100 SH   DFND 01,16 0 0 100
ITURAN LOCATION AND CONTROL COM M6158M104 1,934 87,889 SH   DFND 01,02 0 0 87,889
ITURAN LOCATION AND CONTROL COM M6158M104 2 76 SH   DFND 01,16 0 0 76
MAGICJACK VOCALTEC LTD COM M6787E101 4,717 580,898 SH   DFND 01,02 0 571,298 9,600
ORBOTECH LTD COM M75253100 2,871 194,004 SH   DFND 01,02 0 0 194,004
STRATASYS LTD COM M85548101 1,947 23,427 SH   DFND 01,02 0 23,427 0
STRATASYS LTD COM M85548101 1,285 15,435 SH   DFND 01,16 0 0 15,435
SYNERON MEDICAL LTD COM M87245102 1,936 207,521 SH   DFND 01,02 0 207,521 0
SODASTREAM INTERNATIONAL LTD COM M9068E105 3,863 192,000 SH   DFND 01,02 0 0 192,000
AERCAP HOLDINGS NV COM N00985106 67,992 1,751,441 SH   DFND 01,02 0 65,447 1,685,994
AERCAP HOLDINGS NV COM N00985106 210 5,400 SH   DFND 01,03 0 5,400 0
AERCAP HOLDINGS NV COM N00985106 197 5,069 SH   DFND 01,16 0 0 5,069
ASML HOLDING NV-NY REG SHS COM N07059210 160,174 1,485,441 SH   DFND 01,02 0 0 1,485,441
ASML HOLDING NV-NY REG SHS COM N07059210 151 1,399 SH   DFND 01,16 0 0 1,399
AVG TECHNOLOGIES COM N07831105 22,504 1,140,105 SH   DFND 01,02 0 250,967 889,138
AVG TECHNOLOGIES COM N07831105 270 13,667 SH   DFND 01,10 0 0 13,667
CONSTELLIUM NV- CLASS A COM N22035104 18,269 1,112,000 SH   DFND 01,02 0 75,000 1,037,000
CONSTELLIUM NV- CLASS A COM N22035104 24 1,490 SH   DFND 01,16 0 0 1,490
CORE LABORATORIES N.V. COM N22717107 3,110 25,842 SH   DFND 01,02 0 306 25,536
CORE LABORATORIES N.V. COM N22717107 59 491 SH   DFND 01,16 0 0 491
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 103 8,914 SH   DFND 01,02 0 8,914 0
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 318 27,501 SH   DFND 01,16 0 0 27,501
FIAT CHRYSLER AUTOMOBILES NV CONV PRF N31738110 31,497 293,000 SH   DFND 01,02 0 0 293,000
INTERXION HOLDING NV COM N47279109 3,162 115,678 SH   DFND 01,02 0 633 115,045
MOBILEYE NV COM N51488117 11,122 274,260 SH   DFND 01,02 0 38,660 235,600
MOBILEYE NV COM N51488117 49 1,200 SH   DFND 01,10 0 0 1,200
MOBILEYE NV COM N51488117 21 515 SH   DFND 01,16 0 0 515
LYONDELLBASELL INDU-CL A COM N53745100 520,928 6,561,712 SH   DFND 01,02 0 2,581,059 3,980,653
LYONDELLBASELL INDU-CL A COM N53745100 994 12,518 SH   DFND 01,03 0 12,518 0
LYONDELLBASELL INDU-CL A COM N53745100 1,285 16,188 SH   DFND 01,04 0 0 16,188
LYONDELLBASELL INDU-CL A COM N53745100 1,814 22,852 SH   DFND 01,05 0 0 22,852
LYONDELLBASELL INDU-CL A COM N53745100 72,023 907,214 SH   DFND 01,10 0 208,618 698,596
LYONDELLBASELL INDU-CL A COM N53745100 2,615 32,937 SH   DFND 01,16 0 0 32,937
NIELSEN NV COM N63218106 50,934 1,138,729 SH   DFND 01,02 0 75,791 1,062,938
NIELSEN NV COM N63218106 168 3,745 SH   DFND 01,03 0 3,745 0
NIELSEN NV COM N63218106 27 614 SH   DFND 01,16 0 0 614
NXP SEMICONDUCTORS NV COM N6596X109 64,603 845,589 SH   DFND 01,02 0 646,222 199,367
NXP SEMICONDUCTORS NV COM N6596X109 5,371 70,311 SH   DFND 01,16 0 10,802 59,509
ORTHOFIX INTERNATIONAL NV COM N6748L102 8,125 270,297 SH   DFND 01,02 0 3,492 266,805
PROSENSA HOLDING NV COM N71546100 302 16,099 SH   DFND 01,02 0 16,099 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 16 306 SH   DFND 01,02 0 306 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 1,383 26,399 SH   DFND 01,10 0 0 26,399
SENSATA TECHNOLOGIES HOLDING COM N7902X106 25 469 SH   DFND 01,16 0 0 469
YANDEX NV-A COM N97284108 5,413 301,455 SH   DFND 01,02 0 289,078 12,377
YANDEX NV-A COM N97284108 2,471 137,575 SH   DFND 01,02,10 0 0 137,575
YANDEX NV-A COM N97284108 415 23,232 SH   DFND 01,16 0 5,247 17,985
BANCO LATINOAMERICANO COME-E COM P16994132 2,366 78,590 SH   DFND 01,02 0 590 78,000
COPA HOLDINGS SA-CLASS A COM P31076105 865 8,347 SH   DFND 01,02 0 0 8,347
COPA HOLDINGS SA-CLASS A COM P31076105 1,750 16,880 SH   DFND 01,10 0 0 16,880
COPA HOLDINGS SA-CLASS A COM P31076105 251 2,418 SH   DFND 01,16 0 0 2,418
STEINER LEISURE LTD COM P8744Y102 21,425 463,651 SH   DFND 01,02 0 381,392 82,259
STEINER LEISURE LTD COM P8744Y102 1 23 SH   DFND 01,16 0 0 23
AVITA MEDICAL LTD COM Q1225T105 2 35,000 SH   DFND 01,16 0 0 35,000
TRONOX LTD-CL A COM Q9235V101 14,701 615,676 SH   DFND 01,02 0 615,676 0
TRONOX LTD-CL A COM Q9235V101 44 1,825 SH   DFND 01,16 0 0 1,825
ALERIS INTERNATIONAL INC COM U01995148 801 20,554 SH   DFND 01,02 0 0 20,554
ALERIS INTERNATIONAL INC COM U01995148 209 5,356 SH   DFND 01,04 0 0 5,356
MEDIANEWS GROUP COM U58991834 521 13,008 SH   DFND 01,02 0 0 13,008
MEDIANEWS GROUP COM U58991834 110 2,748 SH   DFND 01,04 0 0 2,748
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 65,005 788,532 SH   DFND 01,02 0 63,218 725,314
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 421 5,105 SH   DFND 01,03 0 5,105 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 453 5,490 SH   DFND 01,16 0 0 5,490
VARDE FUND V LP LP VARVLP009 78 30,000,000 SH   DFND 01,02 0 0 30,000,000
UNIBET GROUP PLC-SDR GDR X9415A101 4,409 69,789 SH   DFND 01,02 0 0 69,789
AEGEAN MARINE PETROLEUM NETW COM Y0017S102 501 35,751 SH   DFND 01,02 0 2,728 33,023
ARDMORE SHIPPING CORP COM Y0207T100 4,025 336,195 SH   DFND 01,02 0 1,295 334,900
AVAGO TECHNOLOGIES LTD COM Y0486S104 211,081 2,098,444 SH   DFND 01,02 0 609,259 1,489,185
AVAGO TECHNOLOGIES LTD COM Y0486S104 294 2,925 SH   DFND 01,03 0 2,925 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 302 3,003 SH   DFND 01,10 0 0 3,003
AVAGO TECHNOLOGIES LTD COM Y0486S104 185 1,844 SH   DFND 01,16 0 581 1,263
DRYSHIPS INC COM Y2109Q101 15 13,680 SH   DFND 01,16 0 0 13,680
FLEXTRONICS INTL LTD COM Y2573F102 1,474 131,886 SH   DFND 01,02 0 131,886 0
FLEXTRONICS INTL LTD COM Y2573F102 196 17,547 SH   DFND 01,16 0 2,600 14,947
OCEAN RIG UDW INC COM Y64354205 1,342 144,570 SH   DFND 01,02 0 0 144,570
OCEAN RIG UDW INC COM Y64354205 2 176 SH   DFND 01,16 0 0 176
TEEKAY LNG PARTNERS LP LP Y8564M105 242 5,631 SH   DFND 01,16 0 0 5,631
TEEKAY CORP COM Y8564W103 325 6,394 SH   DFND 01,02 0 6,234 160