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 TECHNOLOGIES H-UNSPON AD COM 000304105 8 136 SH   DFND 01,02 0 0 136
AAON INC COM 000360206 4,830 145,968 SH   DFND 01,02 0 78,096 67,872
AAR CORP COM 000361105 26,557 1,208,218 SH   DFND 01,02 0 814,504 393,714
ABB LTD-SPON ADR COM 000375204 23,091 1,066,043 SH   DFND 01,02 0 0 1,066,043
ABB LTD-SPON ADR COM 000375204 17 807 SH   DFND 01,16 0 0 807
ICON PLC COM 000571120 3,813 107,638 SH   DFND 01,10 0 0 107,638
ACCO BRANDS CORP COM 00081T108 17,563 2,761,441 SH   DFND 01,02 0 2,170,202 591,239
ACCO BRANDS CORP COM 00081T108 1 80 SH   DFND 01,16 0 0 80
VISTAPRINT NV COM 000927226 6,100 123,886 SH   DFND 01,10 0 0 123,886
LYONDELLBASELL INDU-CL A COM 000943499 1,045 15,768 SH   DFND 01,02 0 0 15,768
LYONDELLBASELL INDU-CL A COM 000943499 162,337 2,441,151 SH   DFND 01,10 0 578,918 1,862,233
NIELSEN HOLDINGS BV COM 000953847 61,193 1,821,260 SH   DFND 01,10 0 0 1,821,260
NXP SEMICONDUCTORS NV COM 000953878 198 6,400 SH   DFND 01,10 0 0 6,400
ABM INDUSTRIES INC COM 000957100 4,710 192,181 SH   DFND 01,02 0 6,533 185,648
INTERXION HOLDING NV COM 000969377 136 5,222 SH   DFND 01,10 0 0 5,222
ADT CORP/THE COM 00101J106 34,677 870,235 SH   DFND 01,02 0 135,439 734,796
ADT CORP/THE COM 00101J106 237 5,956 SH   DFND 01,03 0 5,956 0
ADT CORP/THE COM 00101J106 0 3 SH   DFND 01,05 0 0 3
ADT CORP/THE COM 00101J106 95,380 2,394,693 SH   DFND 01,10 0 266,115 2,128,578
ADT CORP/THE COM 00101J106 47 1,178 SH   DFND 01,16 0 0 1,178
AEP INDUSTRIES INC COM 001031103 47 637 SH   DFND 01,02 0 637 0
AFC ENTERPRISES COM 00104Q107 1,031 28,731 SH   DFND 01,02 0 22,631 6,100
AFLAC INC COM 001055102 24,118 414,971 SH   DFND 01,02 0 109,716 305,255
AFLAC INC COM 001055102 738 12,699 SH   DFND 01,03 0 12,699 0
AFLAC INC COM 001055102 2,545 43,789 SH   DFND 01,16 0 0 43,789
CHECK POINT SOFTWARE TECH COM 001082411 6,456 129,997 SH   DFND 01,10 0 112,629 17,368
AGCO CORP COM 001084102 44,921 895,053 SH   DFND 01,02 0 62,946 832,107
AGCO CORP COM 001084102 13 250 SH   DFND 01,16 0 0 250
AGL ENERGY LTD-UNSP ADR COM 001201102 2 130 SH   DFND 01,02 0 130 0
AGL RESOURCES INC COM 001204106 2,481 57,897 SH   DFND 01,02 0 34,566 23,331
AGL RESOURCES INC COM 001204106 138 3,220 SH   DFND 01,03 0 3,220 0
AGL RESOURCES INC COM 001204106 37 868 SH   DFND 01,16 0 0 868
AG MORTGAGE INVESTMENT TRUST COM 001228105 488 25,971 SH   DFND 01,02 0 5,371 20,600
AH BELO CORP-A COM 001282102 9 1,307 SH   DFND 01,02 0 1,307 0
AES CORP COM 00130H105 192,454 16,051,159 SH   DFND 01,02 0 6,854,824 9,196,335
AES CORP COM 00130H105 202 16,873 SH   DFND 01,03 0 16,873 0
AES CORP COM 00130H105 15 1,216 SH   DFND 01,16 0 0 1,216
AIA GROUP LTD-SP ADR COM 001317205 115 6,781 SH   DFND 01,02 0 0 6,781
AK STEEL HOLDING CORP COM 001547108 1,554 511,320 SH   DFND 01,02 0 14,150 497,170
AK STEEL HOLDING CORP COM 001547108 3 1,090 SH   DFND 01,16 0 0 1,090
ALPS COHEN & STEERS COM 00162Q106 212 5,377 SH   DFND 01,16 0 0 5,377
ALPS SECTOR DIVIDEND COM 00162Q858 755 24,537 SH   DFND 01,16 0 0 24,537
ALPS ALERIAN MLP ETF COM 00162Q866 12,396 699,969 SH   DFND 01,16 0 0 699,969
AMAG PHARMACEUTICALS INC COM 00163U106 30 1,345 SH   DFND 01,02 0 1,345 0
AMC NETWORKS INC-A COM 00164V103 35,798 547,289 SH   DFND 01,02 0 248,137 299,152
AMC NETWORKS INC-A COM 00164V103 97 1,476 SH   DFND 01,03 0 1,476 0
AMC NETWORKS INC-A COM 00164V103 9 137 SH   DFND 01,16 0 0 137
AMG CAPITAL TRUST II CONV PRF 00170F209 6,612 122,600 SH   DFND 01,02 0 0 122,600
AMN HEALTHCARE SERVICES INC COM 001744101 5,090 355,506 SH   DFND 01,02 0 91,796 263,710
AMN HEALTHCARE SERVICES INC COM 001744101 37 2,550 SH   DFND 01,16 0 0 2,550
AMR CORP COM 001765106 0 1 SH   DFND 01,02 0 1 0
AMR CORP COM 001765106 3 700 SH   DFND 01,16 0 0 700
AMR CORP PINES 7.875% PRF 001765866 3 100 SH   DFND 01,16 0 0 100
AMP LTD - SP ADR COM 0017EP202 46 2,952 SH   DFND 01,02 0 2,952 0
AOL INC COM 00184X105 7,821 214,412 SH   DFND 01,02 0 52,808 161,604
AOL INC COM 00184X105 20 561 SH   DFND 01,16 0 0 561
API TECHNOLOGIES CORP COM 00187E203 10 3,572 SH   DFND 01,02 0 3,572 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 9 2,349 SH   DFND 01,02 0 2,349 0
AOT BEDDING SUPER HOLDINGS, A1 COM 001993930 0 13 SH   DFND 01,02 0 0 13
AT&T INC COM 00206R102 899,636 25,413,451 SH   DFND 01,02 0 11,755,647 13,657,804
AT&T INC COM 00206R102 5,475 154,660 SH   DFND 01,03 0 154,660 0
AT&T INC COM 00206R102 7,331 207,213 SH   DFND 01,10 0 179,208 28,005
AT&T INC COM 00206R102 8,207 231,381 SH   DFND 01,16 0 0 231,381
ATMI INC COM 00207R101 30,616 1,294,508 SH   DFND 01,02 0 916,133 378,375
ATMI INC COM 00207R101 9 396 SH   DFND 01,16 0 0 396
ATP OIL & GAS CORP COM 00208J108 2 28,260 SH   DFND 01,16 0 0 28,260
ASX LTD-UNSPONSORED ADR COM 00212E103 2 50 SH   DFND 01,02 0 50 0
AU OPTRONICS CORP-SPON ADR COM 002255107 9 2,479 SH   DFND 01,02 0 0 2,479
AV HOMES INC COM 00234P102 41 2,319 SH   DFND 01,02 0 2,319 0
AVX CORP COM 002444107 12 1,055 SH   DFND 01,02 0 1,055 0
AXT INC COM 00246W103 1 250 SH   DFND 01,02 0 250 0
AZZ INC COM 002474104 6,897 178,841 SH   DFND 01,02 0 20,751 158,090
AZZ INC COM 002474104 72 1,867 SH   DFND 01,16 0 0 1,867
AARON'S INC COM 002535300 41,575 1,484,289 SH   DFND 01,02 0 85,356 1,398,933
AARON'S INC COM 002535300 73 2,617 SH   DFND 01,16 0 0 2,617
ABAXIS INC COM 002567105 8,076 169,987 SH   DFND 01,02 0 90,659 79,328
ABBOTT LABORATORIES COM 002824100 356,933 10,233,409 SH   DFND 01,02 0 7,449,142 2,784,267
ABBOTT LABORATORIES COM 002824100 1,697 48,655 SH   DFND 01,03 0 48,655 0
ABBOTT LABORATORIES COM 002824100 919 26,352 SH   DFND 01,10 0 0 26,352
ABBOTT LABORATORIES COM 002824100 6,167 176,706 SH   DFND 01,16 0 0 176,706
ABBVIE INC COM 00287Y109 410,785 9,936,684 SH   DFND 01,02 0 5,971,718 3,964,966
ABBVIE INC COM 00287Y109 1,846 44,659 SH   DFND 01,03 0 44,659 0
ABBVIE INC COM 00287Y109 15,418 372,773 SH   DFND 01,10 0 372,773 0
ABBVIE INC COM 00287Y109 7,723 186,912 SH   DFND 01,16 0 0 186,912
ABERCROMBIE & FITCH CO-CL A COM 002896207 48,547 1,072,861 SH   DFND 01,02 0 127,824 945,037
ABERCROMBIE & FITCH CO-CL A COM 002896207 96 2,132 SH   DFND 01,03 0 2,132 0
ABERCROMBIE & FITCH CO-CL A COM 002896207 45 992 SH   DFND 01,16 0 0 992
ABERDEEN ASIA PACIFIC COM 003009107 321 51,802 SH   DFND 01,16 0 0 51,802
ABERDEEN AUSTRALIA COM 003011103 31 3,210 SH   DFND 01,16 0 0 3,210
ABERDEEN CHILE FUND INC COM 00301W105 48 3,595 SH   DFND 01,16 0 0 3,595
ABERDEEN LATIN AMERICA COM 00306K106 19 590 SH   DFND 01,16 0 0 590
ABERTIS INFRAESTR-UNSPON ADR COM 003381100 12 1,350 SH   DFND 01,02 0 1,350 0
ABIOMED INC COM 003654100 2,823 130,959 SH   DFND 01,02 0 2,420 128,539
ABRAXAS PETROLEUM CORP COM 003830106 11 5,120 SH   DFND 01,02 0 5,120 0
ACACIA RESEARCH CORP COM 003881307 3,655 163,517 SH   DFND 01,02 0 82,447 81,070
ACACIA RESEARCH CORP COM 003881307 0 3 SH   DFND 01,16 0 0 3
ACADIA HEALTHCARE CO INC COM 00404A109 8,312 251,338 SH   DFND 01,02 0 30,488 220,850
ACADIA PHARMACEUTICALS INC COM 004225108 5,278 290,785 SH   DFND 01,02 0 73,985 216,800
ACADIA REALTY TRUST COM 004239109 13,766 557,524 SH   DFND 01,02 0 221,063 336,461
ACADIA REALTY TRUST COM 004239109 1 39 SH   DFND 01,16 0 0 39
ACCELERATE DIAGNOSTICS INC COM 00430H102 5 648 SH   DFND 01,02 0 648 0
ACCELRYS INC COM 00430U103 15,769 1,877,145 SH   DFND 01,02 0 1,369,868 507,277
ACCESS NATIONAL CORP COM 004337101 6 455 SH   DFND 01,02 0 455 0
ACCESS MIDSTREAM COM 00434L109 290 6,071 SH   DFND 01,16 0 0 6,071
ACCOR SA-UNSPON ADR COM 00435F200 1 130 SH   DFND 01,02 0 130 0
ACCRETIVE HEALTH INC COM 00438V103 2,044 189,105 SH   DFND 01,02 0 4,265 184,840
ACCURAY INC COM 004397105 28 4,760 SH   DFND 01,02 0 4,760 0
ACCURIDE CORP COM 00439T206 1,305 257,939 SH   DFND 01,02 0 9,308 248,631
ACCURIDE CORP COM 00439T206 8 1,500 SH   DFND 01,16 0 0 1,500
ACE LTD COM 004432874 2,057 22,983 SH   DFND 01,02 0 0 22,983
ACE LTD COM 004432874 169,832 1,898,203 SH   DFND 01,10 0 212,419 1,685,784
ACETO CORP COM 004446100 28 2,008 SH   DFND 01,02 0 2,008 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,218 131,397 SH   DFND 01,02 0 131,397 0
ACHILLION PHARMACEUTICALS COM 00448Q201 1,291 157,869 SH   DFND 01,02 0 6,239 151,630
ACI WORLDWIDE INC COM 004498101 9,750 209,782 SH   DFND 01,02 0 82,551 127,231
TRANSOCEAN LTD COM 004826551 27,160 566,423 SH   DFND 01,10 0 0 566,423
ACOM CO LTD-SPONSORED ADR COM 004845202 19 2,390 SH   DFND 01,02 0 2,390 0
ACORN ENERGY INC COM 004848107 1,937 229,450 SH   DFND 01,02 0 1,128 228,322
ACORDA THERAPEUTICS INC COM 00484M106 5,727 173,602 SH   DFND 01,02 0 25,627 147,975
ACTIVE NETWORK INC/THE COM 00506D100 34 4,605 SH   DFND 01,02 0 4,605 0
ACTIONVIEW INTL INC NEW COM 00506R208 0 2 SH   DFND 01,16 0 0 2
ACTAVIS INC COM 00507K103 187,308 1,483,982 SH   DFND 01,02 0 502,622 981,360
ACTAVIS INC COM 00507K103 448 3,552 SH   DFND 01,03 0 3,552 0
ACTAVIS INC COM 00507K103 31 244 SH   DFND 01,16 0 0 244
ACTIVISION BLIZZARD INC COM 00507V109 91,941 6,447,459 SH   DFND 01,02 0 4,636,077 1,811,382
ACTIVISION BLIZZARD INC COM 00507V109 150 10,545 SH   DFND 01,03 0 10,545 0
ACTIVISION BLIZZARD INC COM 00507V109 639 44,841 SH   DFND 01,10 0 0 44,841
ACTIVISION BLIZZARD INC COM 00507V109 29 2,021 SH   DFND 01,16 0 0 2,021
ACTUATE CORP COM 00508B102 24 3,575 SH   DFND 01,02 0 3,575 0
ACTUANT CORP-A COM 00508X203 31,381 951,857 SH   DFND 01,02 0 326,727 625,130
ACTUANT CORP-A COM 00508X203 4 136 SH   DFND 01,16 0 0 136
ACUITY BRANDS INC COM 00508Y102 34,883 461,890 SH   DFND 01,02 0 270,298 191,592
ACUITY BRANDS INC COM 00508Y102 126 1,668 SH   DFND 01,03 0 1,668 0
ACUITY BRANDS INC COM 00508Y102 6 83 SH   DFND 01,16 0 0 83
ACURA PHARMACEUTICALS INC COM 00509L703 2 970 SH   DFND 01,02 0 970 0
ACXIOM CORP COM 005125109 18,352 809,279 SH   DFND 01,02 0 506,111 303,168
ADAMS EXPRESS COMPANY COM 006212104 168 14,031 SH   DFND 01,16 0 0 14,031
ADAMS RESOURCES & ENERGY INC COM 006351308 64 931 SH   DFND 01,02 0 931 0
ADDUS HOMECARE CORP COM 006739106 8 411 SH   DFND 01,02 0 411 0
ADECCO SA-REG-UNSPON ADR COM 006754204 32 1,126 SH   DFND 01,02 0 1,126 0
ADELPHIA CONTINGENT VALUE COM 00685R706 14 1,410,902 SH   DFND 01,02 0 0 1,410,902
ADIDAS AG-SPONSORED ADR COM 00687A107 94 1,737 SH   DFND 01,02 0 1,737 0
A.F.P. PROVIDA SA-SPONS ADR COM 00709P108 6 74 SH   DFND 01,02 0 0 74
ADMIRAL GROUP PLC-UNSPON ADR COM 007192107 1 40 SH   DFND 01,02 0 40 0
ADOBE SYSTEMS INC COM 00724F101 66,486 1,459,321 SH   DFND 01,02 0 150,571 1,308,750
ADOBE SYSTEMS INC COM 00724F101 623 13,669 SH   DFND 01,03 0 13,669 0
ADOBE SYSTEMS INC COM 00724F101 3,424 75,154 SH   DFND 01,10 0 0 75,154
ADOBE SYSTEMS INC COM 00724F101 77 1,700 SH   DFND 01,16 0 0 1,700
ADTRAN INC COM 00738A106 13,583 551,877 SH   DFND 01,02 0 300,825 251,052
ADTRAN INC COM 00738A106 1 46 SH   DFND 01,16 0 0 46
ADVANCE AUTO PARTS INC COM 00751Y106 53,104 654,237 SH   DFND 01,02 0 10,470 643,767
ADVANCED CELL TECHNOLOGY COM 00752K105 13 160,000 SH   DFND 01,16 0 0 160,000
ADVANCED INFO SVCS-SPON ADR COM 00753G103 5 650 SH   DFND 01,02 0 0 650
ADVANCED OPTICS COM 00754V109 0 2,000 SH   DFND 01,16 0 0 2,000
ADVANCED SEMICONDUCTOR E-ADR COM 00756M404 12 2,920 SH   DFND 01,02 0 0 2,920
ADVANCED SEMICONDUCTOR E-ADR COM 00756M404 2 467 SH   DFND 01,16 0 0 467
ADVANSTAR COMMUNICATIONS INC COM 00758R104 423 42,354 SH   DFND 01,02 0 705 41,649
AEON COMPANY LTD- UNSPON ADR COM 007627102 93 7,071 SH   DFND 01,02 0 7,071 0
ADVANTEST CORP-ADR COM 00762U200 8 498 SH   DFND 01,02 0 498 0
ADVISORY BOARD CO/THE COM 00762W107 12,109 221,574 SH   DFND 01,02 0 199,384 22,190
ADVENT / CLAYMORE * COM 007639107 3 418 SH   DFND 01,16 0 0 418
ADVENT CLAYMORE CONV * COM 00764C109 3,468 204,814 SH   DFND 01,16 0 0 204,814
ADVANTAGE OIL & GAS LTD COM 00765F101 5,742 1,457,446 SH   DFND 01,02 0 0 1,457,446
AECOM TECHNOLOGY CORP COM 00766T100 16,900 531,622 SH   DFND 01,02 0 97,054 434,568
AEGERION PHARMACEUTICALS INC COM 00767E102 2,252 35,560 SH   DFND 01,02 0 23,816 11,744
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 463 11,022 SH   DFND 01,02 0 11,022 0
AEGION CORP COM 00770F104 29,333 1,303,127 SH   DFND 01,02 0 104,980 1,198,147
AEGION CORP COM 00770F104 1 55 SH   DFND 01,16 0 0 55
AEROFLEX HOLDING CORP COM 007767106 24 3,040 SH   DFND 01,02 0 3,040 0
AEROPOSTALE INC COM 007865108 4,645 336,662 SH   DFND 01,02 0 6,040 330,622
AEROPOSTALE INC COM 007865108 1 79 SH   DFND 01,16 0 0 79
ADVANCED MICRO DEVICES COM 007903107 52,840 12,950,491 SH   DFND 01,02 0 1,236,979 11,713,512
ADVANCED MICRO DEVICES COM 007903107 67 16,538 SH   DFND 01,03 0 16,538 0
ADVANCED MICRO DEVICES COM 007903107 58 14,184 SH   DFND 01,10 0 0 14,184
ADVANCED MICRO DEVICES COM 007903107 9 2,113 SH   DFND 01,16 0 0 2,113
AEGON N.V.-NY REG SHR COM 007924103 44 6,362 SH   DFND 01,02 0 0 6,362
AEGON N.V.-NY REG SHR COM 007924103 0 4 SH   DFND 01,16 0 0 4
AEGON NV PERPETUAL PFD PRF 007924301 233 9,468 SH   DFND 01,16 0 0 9,468
AEGON NV PERPETUAL PRF 007924400 145 5,845 SH   DFND 01,16 0 0 5,845
AEGON N V PERPETUAL PRF 007924509 23 1,000 SH   DFND 01,16 0 0 1,000
ADVANCED ENERGY INDUSTRIES COM 007973100 2,520 144,693 SH   DFND 01,02 0 11,510 133,183
ADVANCED ENERGY INDUSTRIES COM 007973100 1 67 SH   DFND 01,16 0 0 67
ADVENT SOFTWARE INC COM 007974108 10,719 304,355 SH   DFND 01,02 0 98,919 205,436
AEROVIRONMENT INC COM 008073108 2,730 135,269 SH   DFND 01,02 0 65,795 69,474
AES TRUST III PFD PRF 00808N202 33 645 SH   DFND 01,16 0 0 645
AES TIETE SA-ADR PREF COM 00808P108 0 10 SH   DFND 01,02 0 0 10
AES TIETE SA-ADR COM 00808P207 1 120 SH   DFND 01,02 0 120 0
AETNA INC COM 00817Y108 106,520 1,676,434 SH   DFND 01,02 0 801,705 874,729
AETNA INC COM 00817Y108 655 10,302 SH   DFND 01,03 0 10,302 0
AETNA INC COM 00817Y108 172 2,702 SH   DFND 01,16 0 0 2,702
AFFILIATED MANAGERS GROUP COM 008252108 87,261 532,265 SH   DFND 01,02 0 287,260 245,005
AFFILIATED MANAGERS GROUP COM 008252108 2,150 13,117 SH   DFND 01,02,10 0 0 13,117
AFFILIATED MANAGERS GROUP COM 008252108 242 1,479 SH   DFND 01,03 0 1,479 0
AFFILIATED MANAGERS GROUP COM 008252108 37,919 236,018 SH   DFND 01,10 0 38,493 197,525
AFFILIATED MANAGERS GROUP COM 008252108 18 111 SH   DFND 01,16 0 0 111
AFFYMETRIX INC COM 00826T108 3,200 720,673 SH   DFND 01,02 0 6,647 714,026
AFRICAN BANK INVESTMENTS-ADR COM 00828W109 0 10 SH   DFND 01,02 0 10 0
AGEAS -SPON ADR COM 00844W208 50 1,416 SH   DFND 01,02 0 1,416 0
AGEAS -SPON ADR COM 00844W208 2 66 SH   DFND 01,16 0 0 66
AGILENT TECHNOLOGIES INC COM 00846U101 18,386 430,015 SH   DFND 01,02 0 60,150 369,865
AGILENT TECHNOLOGIES INC COM 00846U101 401 9,383 SH   DFND 01,03 0 9,383 0
AGILENT TECHNOLOGIES INC COM 00846U101 412 9,627 SH   DFND 01,16 0 0 9,627
AGNICO-EAGLE MINES LTD COM 008474108 2,181 79,180 SH   DFND 01,02 0 79,180 0
AGNICO-EAGLE MINES LTD COM 008474108 17 600 SH   DFND 01,16 0 0 600
AGILYSYS INC COM 00847J105 598 52,891 SH   DFND 01,02 0 1,197 51,694
AGREE REALTY CORP COM 008492100 36 1,235 SH   DFND 01,02 0 1,235 0
AGRIA CORP - ADR COM 00850H103 0 20 SH   DFND 01,02 0 40 0
AGRICULTURAL BANK-UNSPON ADR COM 00850M102 9 860 SH   DFND 01,02 0 860 0
AGRIUM INC COM 008916108 21,822 250,944 SH   DFND 01,02 0 29,399 221,545
AGRIUM INC COM 008916108 12 139 SH   DFND 01,16 0 0 139
AIR CHINA LTD-SPONSORED-ADR COM 00910M100 1 41 SH   DFND 01,02 0 0 41
AIR FRANCE-KLM-ADR COM 009119108 6,075 677,359 SH   DFND 01,02 0 0 677,359
AIR LIQUIDE-UNSPONSORED ADR COM 009126202 160 6,464 SH   DFND 01,02 0 6,464 0
AIR METHODS CORP COM 009128307 46,171 1,362,867 SH   DFND 01,02 0 927,042 435,825
AIR METHODS CORP COM 009128307 96 2,840 SH   DFND 01,03 0 2,840 0
AIR METHODS CORP COM 009128307 4 124 SH   DFND 01,16 0 0 124
AIR LEASE CORP COM 00912X302 868 31,451 SH   DFND 01,02 0 31,451 0
AIR LEASE CORP COM 00912X302 92 3,318 SH   DFND 01,16 0 0 3,318
AIR LEASE CORP CONV BND 00912XAA2 8,483 6,900,000 PRN   DFND 01,02 0 0 6,900,000
AIR PRODUCTS & CHEMICALS INC COM 009158106 37,478 409,013 SH   DFND 01,02 0 162,621 246,392
AIR PRODUCTS & CHEMICALS INC COM 009158106 519 5,671 SH   DFND 01,03 0 5,671 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 141 1,536 SH   DFND 01,16 0 0 1,536
AIR TRANSPORT SERVICES GROUP COM 00922R105 21 3,282 SH   DFND 01,02 0 3,282 0
AIRGAS INC COM 009363102 13,537 141,802 SH   DFND 01,02 0 6,611 135,191
AIRGAS INC COM 009363102 4,922 51,556 SH   DFND 01,02,10 0 0 51,556
AIRGAS INC COM 009363102 171 1,794 SH   DFND 01,03 0 1,794 0
AIRGAS INC COM 009363102 253,052 2,650,830 SH   DFND 01,10 0 683,152 1,967,678
AIRGAS INC COM 009363102 3 28 SH   DFND 01,16 0 0 28
AIRMEDIA GROUP INC-ADR COM 009411109 0 20 SH   DFND 01,02 0 40 0
AIRTRAN HOLDINGS INC CONV BND 00949PAD0 4,414 3,100,000 PRN   DFND 01,02 0 0 3,100,000
AIXTRON SE-SPONSORED ADR COM 009606104 5 274 SH   DFND 01,02 0 274 0
AJINOMOTO INC -UNSPON ADR COM 009707100 14 940 SH   DFND 01,02 0 0 940
AKBANK T.A.S.-ADR COM 009719501 27 3,391 SH   DFND 01,02 0 0 3,391
AKAMAI TECHNOLOGIES INC COM 00971T101 12,068 283,621 SH   DFND 01,02 0 55,972 227,649
AKAMAI TECHNOLOGIES INC COM 00971T101 206 4,837 SH   DFND 01,03 0 4,837 0
AKAMAI TECHNOLOGIES INC COM 00971T101 49 1,162 SH   DFND 01,10 0 0 1,162
AKAMAI TECHNOLOGIES INC COM 00971T101 26 617 SH   DFND 01,16 0 0 617
AKORN INC COM 009728106 12,385 916,027 SH   DFND 01,02 0 5,408 910,619
AKORN INC CONV BND 009728AB2 2,860 1,710,000 PRN   DFND 01,02 0 0 1,710,000
WARNER CHILCOTT PLC - CLASS A COM 00B446CM7 7,594 381,233 SH   DFND 01,10 0 0 381,233
ACCENTURE PLC COM 00B4BNMY3 1,791 24,883 SH   DFND 01,02 0 0 24,883
ACCENTURE PLC COM 00B4BNMY3 99,416 1,381,754 SH   DFND 01,10 0 0 1,381,754
ENSCO PLC-CL A COM 00B4VLR19 931 16,012 SH   DFND 01,02 0 0 16,012
AON PLC COM 00B5BT0K0 66,446 1,032,448 SH   DFND 01,10 0 313,334 719,114
INGERSOLL-RAND PLC COM 00B633030 122,139 2,207,058 SH   DFND 01,10 0 401,646 1,805,412
COVIDIEN PLC COM 00B68SQD2 222,330 3,538,594 SH   DFND 01,10 0 313,636 3,224,958
DELPHI AUTOMOTIVE PLC COM 00B783TY6 484 9,557 SH   DFND 01,10 0 0 9,557
EATON CORP PLC COM 00B8KQN82 985 14,965 SH   DFND 01,10 0 0 14,965
LIBERTY GLOBAL PLC A COM 00B8W6766 80,213 1,089,123 SH   DFND 01,10 0 421,942 667,181
LIBERTY GLOBAL PLC-SERIES C COM 00B8W67B1 0 5 SH   DFND 01,10 0 0 5
TYCO INTERNATIONAL LTD COM 010038348 224,950 6,876,961 SH   DFND 01,10 0 1,703,252 5,173,709
ELECTROLUX AB -SPONS ADR B COM 010198208 28 565 SH   DFND 01,02 0 0 565
AKZO NOBEL NV-SPON ADR COM 010199305 125 6,688 SH   DFND 01,02 0 5,188 1,500
AKZO NOBEL NV-SPON ADR COM 010199305 6 318 SH   DFND 01,16 0 0 318
TE CONNECTIVITY LTD COM 010299318 38,472 844,978 SH   DFND 01,10 0 295,089 549,889
ALAMO GROUP INC COM 011311107 349 8,551 SH   DFND 01,02 0 2,311 6,240
ALASKA AIR GROUP INC COM 011659109 31,960 614,633 SH   DFND 01,02 0 210,156 404,477
ALASKA AIR GROUP INC COM 011659109 94 1,817 SH   DFND 01,03 0 1,817 0
ALASKA AIR GROUP INC COM 011659109 16,933 327,653 SH   DFND 01,10 0 163,404 164,249
ALASKA AIR GROUP INC COM 011659109 455 8,743 SH   DFND 01,16 0 0 8,743
ALASKA COMM SYSTEMS GROUP COM 01167P101 2 1,190 SH   DFND 01,02 0 1,190 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 2 1,292 SH   DFND 01,16 0 0 1,292
ALBANY INTL CORP-CL A COM 012348108 40,131 1,216,809 SH   DFND 01,02 0 893,127 323,682
ALBANY MOLECULAR RESEARCH COM 012423109 22 1,850 SH   DFND 01,02 0 1,850 0
ALBEMARLE CORP COM 012653101 38,913 624,695 SH   DFND 01,02 0 91,125 533,570
ALBEMARLE CORP COM 012653101 7 107 SH   DFND 01,16 0 0 107
ALCOA INC COM 013817101 2,815 360,220 SH   DFND 01,02 0 149,097 211,123
ALCOA INC COM 013817101 228 29,122 SH   DFND 01,03 0 29,122 0
ALCOA INC COM 013817101 517 66,107 SH   DFND 01,16 0 0 66,107
ALCATEL-LUCENT-SPONSORED ADR COM 013904305 4 2,393 SH   DFND 01,02 0 0 2,393
ALCATEL-LUCENT-SPONSORED ADR COM 013904305 3 1,876 SH   DFND 01,16 0 0 1,876
ALEXANDER & BALDWIN INC COM 014491104 9,352 235,264 SH   DFND 01,02 0 4,483 230,781
ALEXANDER & BALDWIN INC COM 014491104 2 55 SH   DFND 01,16 0 0 55
ALERE INC COM 01449J105 132 5,371 SH   DFND 01,02 0 5,371 0
ALERE INC COM 01449J105 1 27 SH   DFND 01,16 0 0 27
ALERE INC CONV BND 01449JAA3 197 200,000 PRN   DFND 01,02 0 0 200,000
ALEXANDER'S INC COM 014752109 343 1,169 SH   DFND 01,02 0 1,169 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 51,358 781,416 SH   DFND 01,02 0 377,282 404,134
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 20 298 SH   DFND 01,16 0 0 298
ALEXANDRIA REAL ESTATE EQUITIE CONV PRF 015271505 13,677 536,400 SH   DFND 01,02 0 0 536,400
ALEXION PHARMACEUTICALS INC COM 015351109 219,398 2,378,515 SH   DFND 01,02 0 2,045,114 333,401
ALEXION PHARMACEUTICALS INC COM 015351109 3,427 37,158 SH   DFND 01,03 0 37,158 0
ALEXION PHARMACEUTICALS INC COM 015351109 409 4,437 SH   DFND 01,16 0 0 4,437
ALICO INC COM 016230104 7 180 SH   DFND 01,02 0 180 0
ALIGN TECHNOLOGY INC COM 016255101 44,479 1,200,844 SH   DFND 01,02 0 870,568 330,276
ALIGN TECHNOLOGY INC COM 016255101 212 5,717 SH   DFND 01,03 0 5,717 0
ALIGN TECHNOLOGY INC COM 016255101 12,798 345,696 SH   DFND 01,10 0 0 345,696
ALIMERA SCIENCES INC COM 016259103 12 2,457 SH   DFND 01,02 0 2,457 0
ALL AMERICA L-SPON ADR COM 01643R507 0 24 SH   DFND 01,02 0 24 0
ALLEGHANY CORP COM 017175100 32,610 85,073 SH   DFND 01,02 0 3,307 81,766
ALLEGHANY CORP COM 017175100 4 10 SH   DFND 01,16 0 0 10
ALLEGHENY TECHNOLOGIES INC COM 01741R102 955 36,330 SH   DFND 01,02 0 15,017 21,313
ALLEGHENY TECHNOLOGIES INC COM 01741R102 77 2,940 SH   DFND 01,03 0 2,940 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 6 230 SH   DFND 01,16 0 0 230
ALLEGIANT TRAVEL CO COM 01748X102 6,714 63,339 SH   DFND 01,02 0 8,352 54,987
ALLEGIANT TRAVEL CO COM 01748X102 2 15 SH   DFND 01,16 0 0 15
ALLERGAN INC COM 018490102 303,430 3,602,034 SH   DFND 01,02 0 3,412,173 189,861
ALLERGAN INC COM 018490102 5,799 68,835 SH   DFND 01,03 0 68,835 0
ALLERGAN INC COM 018490102 220 2,615 SH   DFND 01,16 0 0 2,615
ALLETE INC COM 018522300 30,865 619,143 SH   DFND 01,02 0 428,402 190,741
ALLIANCE DATA SYSTEMS CORP COM 018581108 81,857 452,190 SH   DFND 01,02 0 246,887 205,303
ALLIANCE DATA SYSTEMS CORP COM 018581108 193 1,066 SH   DFND 01,03 0 1,066 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 224,340 1,238,150 SH   DFND 01,10 0 189,698 1,048,452
ALLIANCE DATA SYSTEMS CORP COM 018581108 5 30 SH   DFND 01,16 0 0 30
ALLIANCE HEALTHCARE SERVICE COM 018606301 6 400 SH   DFND 01,02 0 400 0
ALLIANCE HOLDINGS GP LTD COM 01861G100 137 2,150 SH   DFND 01,16 0 0 2,150
ALLIANCEBERNSTEIN COM 01864U106 10 741 SH   DFND 01,16 0 0 741
ALLIANCE FIBER OPTIC PRODUCT COM 018680306 10 519 SH   DFND 01,02 0 519 0
ALLIANCE ONE INTERNATIONAL COM 018772103 5,041 1,326,600 SH   DFND 01,02 0 29,383 1,297,217
ALLIANCE ONE INTERNATIONAL INC CONV BND 018772AQ6 254 250,000 PRN   DFND 01,02 0 0 250,000
ALLIANCE RESOURCES COM 01877R108 87 1,225 SH   DFND 01,16 0 0 1,225
ALLIANCEBERNSTEIN GLOBAL COM 01879R106 108 7,155 SH   DFND 01,16 0 0 7,155
ALLIANT ENERGY CORP COM 018802108 26,788 531,280 SH   DFND 01,02 0 5,052 526,228
ALLIANT ENERGY CORP COM 018802108 65 1,288 SH   DFND 01,16 0 0 1,288
ALLIANT TECHSYSTEMS INC COM 018804104 9,075 110,216 SH   DFND 01,02 0 8,219 101,997
ALLIANT TECHSYSTEMS INC COM 018804104 7 79 SH   DFND 01,16 0 0 79
ALLIANZ SE-ADR COM 018805101 244 16,755 SH   DFND 01,02 0 1,676 0
ALLIANZ SE-ADR COM 018805101 4 298 SH   DFND 01,16 0 0 298
ALLIANCEBERNSTEIN * COM 01881E101 245 32,866 SH   DFND 01,16 0 0 32,866
ALLIANCEBERNSTEIN HOLDING LP LP 01881G106 8 400 SH   DFND 01,02 0 400 0
ALLIANCEBERNSTEIN HOLDING LP LP 01881G106 22 1,071 SH   DFND 01,16 0 0 1,071
ALLIANZGI CONV & INCM II COM 018825109 202 23,907 SH   DFND 01,16 0 0 23,907
ALLIANZGI CONV & INCM COM 018828103 13 1,465 SH   DFND 01,16 0 0 1,465
ALLIANZGI EQUITY & CONV COM 018829101 239 13,036 SH   DFND 01,16 0 0 13,036
ALLIANZGI INTL & PREM COM 01882X108 39 4,109 SH   DFND 01,16 0 0 4,109
ALLIANZGI NFJ DIV INT COM 01883A107 1,457 86,481 SH   DFND 01,16 0 0 86,481
ALLIED IRISH BANKS-SPONS ADR COM 019228808 1 915 SH   DFND 01,02 0 0 915
ALLIED NEVADA GOLD CORP COM 019344100 56 8,591 SH   DFND 01,02 0 8,591 0
PENTAIR LTD COM 019388017 2,066 35,813 SH   DFND 01,02 0 0 35,813
PENTAIR LTD COM 019388017 110,121 1,908,857 SH   DFND 01,10 0 140,800 1,768,057
ALLISON TRANSMISSION HOLDING COM 01973R101 5 210 SH   DFND 01,02 0 210 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 17,755 1,372,097 SH   DFND 01,02 0 771,424 600,673
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 1 57 SH   DFND 01,16 0 0 57
ALLSTATE CORP COM 020002101 102,301 2,125,505 SH   DFND 01,02 0 256,855 1,868,650
ALLSTATE CORP COM 020002101 614 12,764 SH   DFND 01,03 0 12,764 0
ALLSTATE CORP COM 020002101 94,825 1,971,410 SH   DFND 01,10 0 0 1,971,410
ALLSTATE CORP COM 020002101 100 2,070 SH   DFND 01,16 0 0 2,070
ALLSTATE CORP PRF 020002309 19,551 764,000 SH   DFND 01,02 0 598,775 165,225
ALMOST FAMILY INC COM 020409108 596 31,335 SH   DFND 01,02 0 961 30,374
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 20,417 658,405 SH   DFND 01,02 0 561,083 97,322
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 131 4,220 SH   DFND 01,03 0 4,220 0
ALON BLUE SQUARE ISRAEL-ADR COM 02051Q106 0 30 SH   DFND 01,02 0 0 30
ALON USA ENERGY INC COM 020520102 86 5,961 SH   DFND 01,02 0 1,961 4,000
ALON USA PARTNERS COM 02052T109 7 300 SH   DFND 01,16 0 0 300
ALPHA BANK AE-SPON ADR COM 02071M101 0 47 SH   DFND 01,02 0 47 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3,168 604,451 SH   DFND 01,02 0 142,821 461,630
ALPHA NATURAL RESOURCES INC COM 02076X102 1 103 SH   DFND 01,16 0 0 103
ALPHATEC HOLDINGS INC COM 02081G102 8 3,864 SH   DFND 01,02 0 3,864 0
ALPINE GLOBAL PREMIER * COM 02083A103 29 3,814 SH   DFND 01,16 0 0 3,814
ALPINE TOTAL DYNAMIC COM 021060108 57 14,610 SH   DFND 01,16 0 0 14,610
ALSTOM SA-UNSPON ADR COM 021244207 15 4,560 SH   DFND 01,02 0 4,560 0
ALSTOM SA-UNSPON ADR COM 021244207 1 460 SH   DFND 01,16 0 0 460
ALTERA CORP COM 021441100 11,531 349,506 SH   DFND 01,02 0 107,171 242,335
ALTERA CORP COM 021441100 288 8,720 SH   DFND 01,03 0 8,720 0
ALTEVA COM 02153V102 4,973 503,405 SH   DFND 01,02 0 503,405 0
ALTEVA COM 02153V102 4 434 SH   DFND 01,16 0 0 434
ALTISOURCE RESIDENTIAL CORP COM 02153W100 27 1,631 SH   DFND 01,02 0 1,631 0
ALTISOURCE ASSET MANAGEMENT COM 02153X108 5 20 SH   DFND 01,02 0 20 0
ALTRA HOLDINGS INC COM 02208R106 8,916 325,640 SH   DFND 01,02 0 325,640 0
ALTRA HOLDINGS INC CONV BND 02208RAE6 3,144 2,630,000 PRN   DFND 01,02 0 0 2,630,000
ALTRIA GROUP INC COM 02209S103 369,900 10,568,520 SH   DFND 01,02 0 5,993,460 4,575,060
ALTRIA GROUP INC COM 02209S103 1,965 56,158 SH   DFND 01,03 0 56,158 0
ALTRIA GROUP INC COM 02209S103 4,821 137,820 SH   DFND 01,10 0 137,820 0
ALTRIA GROUP INC COM 02209S103 14,058 401,718 SH   DFND 01,16 0 0 401,718
ALUMINA LTD-SPONSORED ADR COM 022205108 6 1,708 SH   DFND 01,02 0 0 1,708
ALUMINA LTD-SPONSORED ADR COM 022205108 1 254 SH   DFND 01,16 0 0 254
ALUMINUM CORP OF CHINA-ADR COM 022276109 18 2,279 SH   DFND 01,02 0 0 2,279
AMADEUS IT HOLDING-UNSP ADR COM 02263T104 31 960 SH   DFND 01,02 0 960 0
AMARANTH PARTNRS LLC LP 023025992 496 548,049 SH   DFND 01,05 0 0 548,049
AMARIN CORPORATION PLC -ADR COM 023111206 5,877 1,013,266 SH   DFND 01,02 0 282,449 730,817
AMAZON.COM INC COM 023135106 617,469 2,223,589 SH   DFND 01,02 0 1,623,222 600,367
AMAZON.COM INC COM 023135106 8,874 31,956 SH   DFND 01,03 0 31,956 0
AMAZON.COM INC COM 023135106 50,705 182,597 SH   DFND 01,10 0 56,904 125,693
AMAZON.COM INC COM 023135106 953 3,432 SH   DFND 01,16 0 0 3,432
AMBAC FINANCIAL GROUP INC COM 023139884 67 2,805 SH   DFND 01,02 0 2,805 0
AMBAC FINANCIAL GROUP INC COM 023139884 17 709 SH   DFND 01,16 0 0 709
AMCOR LTD-SPONS ADR COM 02341R302 63 1,691 SH   DFND 01,02 0 1,691 0
AMCOL INTERNATIONAL CORP COM 02341W103 3,007 94,896 SH   DFND 01,02 0 1,856 93,040
AMEDISYS INC COM 023436108 1,360 117,020 SH   DFND 01,02 0 2,271 114,749
AMEDISYS INC COM 023436108 71 6,101 SH   DFND 01,16 0 0 6,101
AMERCO COM 023586100 1,250 7,721 SH   DFND 01,02 0 7,721 0
AMEREN CORPORATION COM 023608102 85,419 2,480,134 SH   DFND 01,02 0 349,659 2,130,475
AMEREN CORPORATION COM 023608102 260 7,524 SH   DFND 01,03 0 7,524 0
AMEREN CORPORATION COM 023608102 79 2,300 SH   DFND 01,16 0 0 2,300
AMERESCO INC-CL A COM 02361E108 17 1,934 SH   DFND 01,02 0 1,934 0
AMERICA FIRST TAX COM 02364V107 4 600 SH   DFND 01,16 0 0 600
AMERICA MOVIL-ADR SERIES L COM 02364W105 12,271 564,163 SH   DFND 01,02 0 47,535 516,628
AMERICA MOVIL-ADR SERIES L COM 02364W105 6,692 307,700 SH   DFND 01,10 0 0 307,700
AMERICA MOVIL-ADR SERIES L COM 02364W105 49 2,253 SH   DFND 01,16 0 0 2,253
AMERICA MOVIL-ADR SERIES A COM 02364W204 8 374 SH   DFND 01,02 0 374 0
AMERICAN APPAREL INC COM 023850100 7 3,613 SH   DFND 01,02 0 3,613 0
AMERICAN ASSETS TRUST INC COM 024013104 21,671 702,199 SH   DFND 01,02 0 70,099 632,100
AMERICAN AXLE & MFG HOLDINGS COM 024061103 52,903 2,839,632 SH   DFND 01,02 0 225,082 2,614,550
AMERICAN AXLE & MFG HOLDINGS COM 024061103 13,238 710,583 SH   DFND 01,10 0 0 710,583
AMERICAN AXLE & MFG HOLDINGS COM 024061103 2 100 SH   DFND 01,16 0 0 100
AMERICAN CAMPUS COMMUNITIES COM 024835100 32,329 795,074 SH   DFND 01,02 0 361,374 433,700
AMERICAN CAMPUS COMMUNITIES COM 024835100 14 354 SH   DFND 01,16 0 0 354
AMERICAN CAPITAL AGENCY CORP COM 02503X105 22 940 SH   DFND 01,02 0 940 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 444 19,281 SH   DFND 01,16 0 0 19,281
AMERICAN CAPITAL LTD COM 02503Y103 4,537 358,175 SH   DFND 01,02 0 178,715 179,460
AMERICAN CAPITAL LTD COM 02503Y103 461 36,416 SH   DFND 01,16 0 0 36,416
AMERICAN CAPITAL MORTGAGE IN COM 02504A104 143 7,981 SH   DFND 01,02 0 4,581 3,400
AMERICAN CAPITAL MORTGAGE IN COM 02504A104 29 1,600 SH   DFND 01,16 0 0 1,600
AMERICAN ELECTRIC POWER COM 025537101 253,568 5,662,565 SH   DFND 01,02 0 1,777,169 3,885,396
AMERICAN ELECTRIC POWER COM 025537101 619 13,826 SH   DFND 01,03 0 13,826 0
AMERICAN ELECTRIC POWER COM 025537101 1,625 36,285 SH   DFND 01,16 0 0 36,285
AMERICAN EAGLE OUTFITTERS COM 02553E106 12,317 674,483 SH   DFND 01,02 0 139,666 534,817
AMERICAN EAGLE OUTFITTERS COM 02553E106 18 963 SH   DFND 01,16 0 0 963
AMERICAN ENERGY SVCS NEW COM 025642208 0 3,846 SH   DFND 01,16 0 0 3,846
AMERICAN EQUITY INVT LIFE HL COM 025676206 41,620 2,650,910 SH   DFND 01,02 0 1,125,810 1,525,100
AMERICAN EXPRESS CO COM 025816109 254,090 3,398,788 SH   DFND 01,02 0 2,031,994 1,366,794
AMERICAN EXPRESS CO COM 025816109 7,114 95,164 SH   DFND 01,02,10 0 0 95,164
AMERICAN EXPRESS CO COM 025816109 1,946 26,030 SH   DFND 01,03 0 26,030 0
AMERICAN EXPRESS CO COM 025816109 142,145 1,903,397 SH   DFND 01,10 0 730,742 1,172,655
AMERICAN EXPRESS CO COM 025816109 1,027 13,739 SH   DFND 01,16 0 0 13,739
AMERICAN FINANCIAL GROUP INC COM 025932104 9,230 188,708 SH   DFND 01,02 0 31,041 157,667
AMERICAN FINANCIAL GROUP INC COM 025932104 2 1 SH   DFND 01,16 0 0 1
AMERICAN GREETINGS CORP-CL A COM 026375105 2,219 121,809 SH   DFND 01,02 0 5,439 116,370
AMERICAN INDEPENDENCE COM 026760405 1 74 SH   DFND 01,16 0 0 74
AMERICAN INTERNATIONAL-CW21 WT 026874156 188 10,276 SH   DFND 01,02 0 0 10,276
AMERICAN INTERNATIONAL-CW21 WT 026874156 2 132 SH   DFND 01,16 0 0 132
AMERICAN INTERNATIONAL GROUP COM 026874784 222,332 4,973,914 SH   DFND 01,02 0 881,305 4,092,609
AMERICAN INTERNATIONAL GROUP COM 026874784 6,795 152,019 SH   DFND 01,02,10 0 0 152,019
AMERICAN INTERNATIONAL GROUP COM 026874784 1,797 40,204 SH   DFND 01,03 0 40,204 0
AMERICAN INTERNATIONAL GROUP COM 026874784 86,887 1,942,484 SH   DFND 01,10 0 1,106,677 835,807
AMERICAN INTERNATIONAL GROUP COM 026874784 1,707 38,181 SH   DFND 01,16 0 0 38,181
AMERICAN MIDSTREAM COM 02752P100 36 1,650 SH   DFND 01,16 0 0 1,650
AMER NATL BNKSHS/DANVILLE VA COM 027745108 11 490 SH   DFND 01,02 0 490 0
AMERICAN NATIONAL INSURANCE COM 028591105 9,776 98,276 SH   DFND 01,02 0 2,020 96,256
AMERICAN PACIFIC CORP COM 028740108 10 368 SH   DFND 01,02 0 368 0
AMERICAN PHONEMETER COM 028870103 0 1,000 SH   DFND 01,16 0 0 1,000
AMERICAN PUBLIC EDUCATION COM 02913V103 2,615 70,371 SH   DFND 01,02 0 6,137 64,234
AMERICAN RAILCAR INDUSTRIES COM 02916P103 40 1,193 SH   DFND 01,02 0 1,193 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 136 4,068 SH   DFND 01,16 0 0 4,068
AMERICAN RARE EARTHS & COM 02916V100 0 10,000 SH   DFND 01,16 0 0 10,000
AMERICAN REALTY CAPITAL PROP COM 02917T104 147 9,601 SH   DFND 01,02 0 9,601 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 78 5,113 SH   DFND 01,16 0 0 5,113
AMERICAN RESIDENTIAL PROPERT COM 02927E303 2,322 134,954 SH   DFND 01,02 0 89,954 45,000
AMERICAN SCIENCE & ENGINEERI COM 029429107 17,001 303,605 SH   DFND 01,02 0 193,856 109,749
AMERICAN SELECT COM 029570108 10 1,000 SH   DFND 01,16 0 0 1,000
AMERICAN SOFTWARE INC-CL A COM 029683109 7,360 846,835 SH   DFND 01,02 0 58,810 258,737
AMERICAN STATES WATER CO COM 029899101 6,186 115,262 SH   DFND 01,02 0 17,535 97,727
AMERICAN STRATEGIC COM 030098107 23 2,217 SH   DFND 01,16 0 0 2,217
AMERICAN SUPERCONDUCTOR CORP COM 030111108 7 2,777 SH   DFND 01,02 0 2,777 0
AMERICAN TOWER CORP COM 03027X100 99,877 1,364,749 SH   DFND 01,02 0 269,662 1,095,087
AMERICAN TOWER CORP COM 03027X100 788 10,770 SH   DFND 01,03 0 10,770 0
AMERICAN TOWER CORP COM 03027X100 33,478 457,644 SH   DFND 01,10 0 0 457,644
AMERICAN TOWER CORP COM 03027X100 884 12,079 SH   DFND 01,16 0 0 12,079
AMERICAN VANGUARD CORP COM 030371108 2,844 121,362 SH   DFND 01,02 0 11,226 110,136
AMERICAN WATER WORKS CO INC COM 030420103 679 16,463 SH   DFND 01,02 0 16,463 0
AMERICAN WATER WORKS CO INC COM 030420103 16 399 SH   DFND 01,16 0 0 399
AMERICAN WOODMARK CORP COM 030506109 21 619 SH   DFND 01,02 0 619 0
AMERICAN WOODMARK CORP COM 030506109 7 200 SH   DFND 01,16 0 0 200
AMERICA'S CAR-MART INC COM 03062T105 22 502 SH   DFND 01,02 0 502 0
AMERISTAR CASINOS INC COM 03070Q101 75 2,858 SH   DFND 01,02 0 2,858 0
AMERISAFE INC COM 03071H100 33,332 1,029,053 SH   DFND 01,02 0 286,268 742,785
AMERISOURCEBERGEN CORP COM 03073E105 127,229 2,278,844 SH   DFND 01,02 0 206,141 2,072,703
AMERISOURCEBERGEN CORP COM 03073E105 351 6,289 SH   DFND 01,03 0 6,289 0
AMERISOURCEBERGEN CORP COM 03073E105 84 1,512 SH   DFND 01,16 0 0 1,512
AMERIPRISE FINANCIAL INC COM 03076C106 4,208 52,035 SH   DFND 01,02 0 12,009 40,026
AMERIPRISE FINANCIAL INC COM 03076C106 444 5,490 SH   DFND 01,03 0 5,490 0
AMERIPRISE FINANCIAL INC COM 03076C106 132 1,634 SH   DFND 01,16 0 0 1,634
AMERIS BANCORP COM 03076K108 12,723 755,099 SH   DFND 01,02 0 755,099 0
AMERIGAS PARTNERS LTD COM 030975106 162 3,274 SH   DFND 01,16 0 0 3,274
AMES NATIONAL CORP COM 031001100 13 580 SH   DFND 01,02 0 580 0
AMETEK INC COM 031100100 86,505 2,045,042 SH   DFND 01,02 0 661,684 1,383,358
AMETEK INC COM 031100100 7 160 SH   DFND 01,03 0 160 0
AMETEK INC COM 031100100 13 305 SH   DFND 01,16 0 0 305
AMGEN INC COM 031162100 301,727 3,058,258 SH   DFND 01,02 0 2,052,429 1,005,829
AMGEN INC COM 031162100 2,015 20,426 SH   DFND 01,03 0 20,426 0
AMGEN INC COM 031162100 217,812 2,208,813 SH   DFND 01,10 0 299,925 1,908,888
AMGEN INC COM 031162100 422 4,276 SH   DFND 01,16 0 0 4,276
AMICUS THERAPEUTICS INC COM 03152W109 4 1,905 SH   DFND 01,02 0 1,905 0
AMKOR TECHNOLOGY INC COM 031652100 2,142 508,699 SH   DFND 01,02 0 7,749 500,950
AMPCO-PITTSBURGH CORP COM 032037103 11 597 SH   DFND 01,02 0 597 0
AMPHENOL CORP-CL A COM 032095101 94,337 1,210,361 SH   DFND 01,02 0 350,384 859,977
AMPHENOL CORP-CL A COM 032095101 343 4,400 SH   DFND 01,03 0 4,400 0
AMPHENOL CORP-CL A COM 032095101 47,135 604,174 SH   DFND 01,10 0 1,538 602,636
AMPHENOL CORP-CL A COM 032095101 76 969 SH   DFND 01,16 0 0 969
AMPIO PHARMACEUTICALS INC COM 03209T109 10 1,743 SH   DFND 01,02 0 1,743 0
AMPLIPHI BIOSCIENCES COM 03211P103 0 20 SH   DFND 01,16 0 0 20
AMREIT INC COM 03216B208 6,719 347,526 SH   DFND 01,02 0 237,519 110,007
AMSURG CORP COM 03232P405 4,369 124,468 SH   DFND 01,02 0 7,784 116,684
ALL NIPPON AIRWAYS-SPONS ADR COM 032350100 0 60 SH   DFND 01,02 0 60 0
AMTRUST FINANCIAL SERVICES COM 032359309 22,498 630,179 SH   DFND 01,02 0 68,179 562,000
AMTRUST FINANCIAL SERVICES COM 032359309 0 13 SH   DFND 01,16 0 0 13
AMYRIS INC COM 03236M101 16 5,604 SH   DFND 01,02 0 5,604 0
ANACOR PHARMACEUTICALS INC COM 032420101 10 1,689 SH   DFND 01,02 0 1,689 0
ANADARKO PETROLEUM CORP COM 032511107 345,094 4,015,997 SH   DFND 01,02 0 2,665,463 1,350,534
ANADARKO PETROLEUM CORP COM 032511107 1,307 15,209 SH   DFND 01,03 0 15,209 0
ANADARKO PETROLEUM CORP COM 032511107 186,175 2,167,103 SH   DFND 01,10 0 228,375 1,938,728
ANADARKO PETROLEUM CORP COM 032511107 251 2,917 SH   DFND 01,16 0 0 2,917
ANADIGICS INC COM 032515108 13 5,940 SH   DFND 01,02 0 5,940 0
ANALOG DEVICES INC COM 032654105 155,403 3,448,768 SH   DFND 01,02 0 706,367 2,742,401
ANALOG DEVICES INC COM 032654105 427 9,480 SH   DFND 01,03 0 9,480 0
ANALOG DEVICES INC COM 032654105 37 815 SH   DFND 01,16 0 0 815
ANALOGIC CORP COM 032657207 39,034 535,963 SH   DFND 01,02 0 226,715 309,248
ANAREN INC COM 032744104 22 923 SH   DFND 01,02 0 923 0
ANCHOR BANCORP WI INC COM 032839102 1 1,000 SH   DFND 01,16 0 0 1,000
ANDERSONS INC/THE COM 034164103 12,970 243,858 SH   DFND 01,02 0 180,420 63,438
ANDROS ISLE DEVELOPMENT COM 034535104 0 1 SH   DFND 01,16 0 0 1
ANGIE'S LIST INC COM 034754101 1,033 38,937 SH   DFND 01,02 0 38,937 0
ANGIODYNAMICS INC COM 03475V101 5,226 463,183 SH   DFND 01,02 0 463,183 0
ANGLO AMERICAN PLC-UNSP ADR COM 03485P201 147 15,301 SH   DFND 01,02 0 15,301 0
ANGLO AMERICAN PL-UNSPON ADR COM 03486T103 2 346 SH   DFND 01,02 0 346 0
ANGLOGOLD ASHANTI-SPON ADR COM 035128206 53 3,685 SH   DFND 01,02 0 0 3,685
ANGLOGOLD ASHANTI-SPON ADR COM 035128206 4 302 SH   DFND 01,16 0 0 302
ANHEUSER-BUSCH INBEV SPN ADR COM 03524A108 128,458 1,423,219 SH   DFND 01,02 0 237,188 1,186,031
ANHEUSER-BUSCH INBEV SPN ADR COM 03524A108 328 3,638 SH   DFND 01,16 0 0 3,638
ANIKA THERAPEUTICS INC COM 035255108 126 7,339 SH   DFND 01,02 0 1,839 5,500
ANIXTER INTERNATIONAL INC COM 035290105 39,020 514,734 SH   DFND 01,02 0 216,296 298,438
ANIXTER INTERNATIONAL INC COM 035290105 3 34 SH   DFND 01,16 0 0 34
ANN INC COM 035623107 6,260 188,530 SH   DFND 01,02 0 76,542 111,988
ANNALY CAPITAL MANAGEMENT IN COM 035710409 48,788 3,880,604 SH   DFND 01,02 0 36,419 3,844,185
ANNALY CAPITAL MANAGEMENT IN COM 035710409 907 72,186 SH   DFND 01,16 0 0 72,186
ANNIE'S INC COM 03600T104 3,346 78,283 SH   DFND 01,02 0 853 77,430
ANNIE'S INC COM 03600T104 2 50 SH   DFND 01,16 0 0 50
ANSYS INC COM 03662Q105 22,934 313,742 SH   DFND 01,02 0 21,339 292,403
ANSYS INC COM 03662Q105 11 151 SH   DFND 01,16 0 0 151
ANTARES PHARMA INC COM 036642106 29 7,027 SH   DFND 01,02 0 7,027 0
ANTOFAGASTA PLC -SPON ADR COM 037189107 26 1,089 SH   DFND 01,02 0 1,089 0
ANTOFAGASTA PLC -SPON ADR COM 037189107 1 21 SH   DFND 01,16 0 0 21
ANWORTH MORTGAGE ASSET CORP COM 037347101 61 10,835 SH   DFND 01,02 0 10,835 0
A123 SYSTEM INC COM 03739T108 0 2,385 SH   DFND 01,16 0 0 2,385
APACHE CORP COM 037411105 171,066 2,040,646 SH   DFND 01,02 0 1,104,437 936,209
APACHE CORP COM 037411105 1,077 12,843 SH   DFND 01,03 0 12,843 0
APACHE CORP COM 037411105 31,090 371,001 SH   DFND 01,10 0 522 370,479
APACHE CORP COM 037411105 911 10,863 SH   DFND 01,16 0 0 10,863
APACHE CORP CONV PRF 037411808 12,544 262,745 SH   DFND 01,02 0 0 262,745
APACHE CORP CONV PRF 037411808 72 1,500 SH   DFND 01,16 0 0 1,500
APARTMENT INVT & MGMT CO -A COM 03748R101 1,404 46,733 SH   DFND 01,02 0 17,315 29,418
APARTMENT INVT & MGMT CO -A COM 03748R101 119 3,973 SH   DFND 01,03 0 3,973 0
APARTMENT INVT & MGMT CO -A COM 03748R101 75 2,486 SH   DFND 01,10 0 0 2,486
APARTMENT INVT & MGMT CO -A COM 03748R101 7 247 SH   DFND 01,16 0 0 247
APERAM-NY REGISTRY SHARES COM 03754H104 1 111 SH   DFND 01,02 0 111 0
APOGEE ENTERPRISES INC COM 037598109 4,096 170,635 SH   DFND 01,02 0 2,095 168,540
APOLLO GROUP INC-CL A COM 037604105 658 37,258 SH   DFND 01,02 0 0 37,258
APOLLO GROUP INC-CL A COM 037604105 48 2,731 SH   DFND 01,03 0 0 2,731
APOLLO GROUP INC-CL A COM 037604105 9 500 SH   DFND 01,16 0 0 500
APOLLO GLOBAL MANAGEMEMT - A COM 037612306 5,922 246,050 SH   DFND 01,10 0 246,050 0
APOLLO GLOBAL MANAGEMEMT - A COM 037612306 4 164 SH   DFND 01,16 0 0 164
APOLLO INVESTMENT CORP COM 03761U106 12,763 1,648,879 SH   DFND 01,02 0 181,961 1,466,918
APOLLO INVESTMENT CORP COM 03761U106 197 25,515 SH   DFND 01,16 0 0 25,515
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 38 2,389 SH   DFND 01,02 0 2,389 0
APOLLO SENIOR FLOATING COM 037636107 4,280 217,713 SH   DFND 01,16 0 0 217,713
APOLLO RESIDENTIAL MORTGAGE COM 03763V102 279 16,917 SH   DFND 01,02 0 4,917 12,000
APPLE INC COM 037833100 1,296,783 3,273,910 SH   DFND 01,02 0 1,060,705 2,213,205
APPLE INC COM 037833100 4,120 10,403 SH   DFND 01,02,10 0 0 10,403
APPLE INC COM 037833100 10,605 26,773 SH   DFND 01,03 0 26,773 0
APPLE INC COM 037833100 394,384 995,590 SH   DFND 01,10 0 180,084 815,506
APPLE INC COM 037833100 12,911 32,668 SH   DFND 01,16 0 0 32,668
APPLIED ENERGETICS INC COM 03819M106 0 14 SH   DFND 01,02 0 14 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 7,634 157,969 SH   DFND 01,02 0 4,268 153,701
APPLIED INDUSTRIAL TECH INC COM 03820C105 3 55 SH   DFND 01,16 0 0 55
APPLIED MATERIALS INC COM 038222105 173,679 11,647,592 SH   DFND 01,02 0 7,145,127 4,502,465
APPLIED MATERIALS INC COM 038222105 488 32,725 SH   DFND 01,03 0 32,725 0
APPLIED MATERIALS INC COM 038222105 78,369 5,259,568 SH   DFND 01,10 0 5,124 5,254,444
APPLIED MATERIALS INC COM 038222105 135 9,031 SH   DFND 01,16 0 0 9,031
APPLIED MICRO CIRCUITS CORP COM 03822W406 2,811 319,361 SH   DFND 01,02 0 106,311 213,050
APTARGROUP INC COM 038336103 7,806 141,403 SH   DFND 01,02 0 2,311 139,092
APTARGROUP INC COM 038336103 6 108 SH   DFND 01,16 0 0 108
APPROACH RESOURCES INC COM 03834A103 3,092 125,867 SH   DFND 01,02 0 4,018 121,849
AQUA AMERICA INC COM 03836W103 9,521 304,286 SH   DFND 01,02 0 10,773 293,513
AQUA AMERICA INC COM 03836W103 40 1,282 SH   DFND 01,16 0 0 1,282
AQUARIUS PLATINUM-SPON ADR COM 03840M208 0 128 SH   DFND 01,02 0 128 0
ARABIAN AMERICAN DEVELOPMENT COM 038465100 11 1,239 SH   DFND 01,02 0 1,239 0
ARBITRON INC COM 03875Q108 4,659 100,281 SH   DFND 01,02 0 2,916 97,365
ARBOR REALTY TRUST INC COM 038923108 75 12,000 SH   DFND 01,02 0 12,000 0
ARCH COAL INC COM 039380100 1,746 462,042 SH   DFND 01,02 0 19,390 442,652
ARCH COAL INC COM 039380100 50 13,133 SH   DFND 01,16 0 0 13,133
ARCELORMITTAL-NY REGISTERED COM 03938L104 91 7,992 SH   DFND 01,02 0 0 7,992
ARCELORMITTAL-NY REGISTERED COM 03938L104 53 4,767 SH   DFND 01,16 0 0 4,767
ARCHER-DANIELS-MIDLAND CO COM 039483102 7,773 229,185 SH   DFND 01,02 0 98,876 130,309
ARCHER-DANIELS-MIDLAND CO COM 039483102 609 17,947 SH   DFND 01,03 0 17,947 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 610 17,976 SH   DFND 01,16 0 0 17,976
ARCTIC CAT INC COM 039670104 2,212 49,179 SH   DFND 01,02 0 1,110 48,069
ARDEN GROUP INC-A COM 039762109 8 73 SH   DFND 01,02 0 73 0
ARENA BRANDS INC COM 03999M207 491 111,111 SH   DFND 01,02 0 0 111,111
ARENA PHARMACEUTICALS INC COM 040047102 139 17,945 SH   DFND 01,02 0 17,945 0
ARENA PHARMACEUTICALS INC COM 040047102 2 250 SH   DFND 01,16 0 0 250
ARGAN INC COM 04010E109 8,984 575,976 SH   DFND 01,02 0 395,452 180,524
ARES CAPITAL CORP COM 04010L103 14,542 845,424 SH   DFND 01,02 0 19,684 825,740
ARES CAPITAL CORP COM 04010L103 6,712 391,041 SH   DFND 01,16 0 0 391,041
ARES CAPITAL CORP CONV BND 04010LAC7 319 300,000 PRN   DFND 01,02 0 0 300,000
ARES CAPITAL CORP CONV BND 04010LAG8 5,659 5,280,000 PRN   DFND 01,02 0 0 5,280,000
AREVA CIP-UNSPONSORED ADR COM 04012G102 0 60 SH   DFND 01,02 0 60 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 6 444 SH   DFND 01,02 0 444 0
ARIAD PHARMACEUTICALS INC COM 04033A100 90,288 5,162,435 SH   DFND 01,02 0 4,060,711 1,101,724
ARIAD PHARMACEUTICALS INC COM 04033A100 221 12,588 SH   DFND 01,03 0 12,588 0
ARIAD PHARMACEUTICALS INC COM 04033A100 326 18,634 SH   DFND 01,10 0 0 18,634
ARIAD PHARMACEUTICALS INC COM 04033A100 448 25,640 SH   DFND 01,16 0 0 25,640
ARKANSAS BEST CORP COM 040790107 2,490 108,497 SH   DFND 01,02 0 21,277 87,220
ARKANSAS BEST CORP COM 040790107 11 500 SH   DFND 01,16 0 0 500
ARKEMA-SPONSORED ADR COM 041232109 14 149 SH   DFND 01,02 0 0 149
ARLINGTON ASSET INVESTMENT-A COM 041356205 30 1,108 SH   DFND 01,02 0 1,108 0
ARM HOLDINGS PLC-SPONS ADR COM 042068106 5,216 144,168 SH   DFND 01,02 0 0 144,168
ARM HOLDINGS PLC-SPONS ADR COM 042068106 137 3,800 SH   DFND 01,10 0 0 3,800
ARM HOLDINGS PLC-SPONS ADR COM 042068106 24 661 SH   DFND 01,16 0 0 661
ARMADA HOFFLER PROPERTIES IN COM 04208T108 14 1,185 SH   DFND 01,02 0 1,185 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 133 28,211 SH   DFND 01,02 0 28,211 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 77 16,249 SH   DFND 01,16 0 0 16,249
ARMSTRONG WORLD INDUSTRIES COM 04247X102 46 960 SH   DFND 01,02 0 960 0
ARQULE INC COM 04269E107 579 249,459 SH   DFND 01,02 0 34,769 214,690
ARRAY BIOPHARMA INC COM 04269X105 33 7,279 SH   DFND 01,02 0 7,279 0
ARRIS GROUP INC COM 04270V106 8,058 561,497 SH   DFND 01,02 0 11,653 549,844
ARROW ELECTRONICS INC COM 042735100 31,010 778,151 SH   DFND 01,02 0 92,455 685,696
ARROW ELECTRONICS INC COM 042735100 2 43 SH   DFND 01,16 0 0 43
ARROW FINANCIAL CORP COM 042744102 16 651 SH   DFND 01,02 0 651 0
ARTESIAN RESOURCES CORP-CL A COM 043113208 14 603 SH   DFND 01,02 0 0 603
ARTHROCARE CORP COM 043136100 143 4,138 SH   DFND 01,02 0 2,138 2,000
ARUBA NETWORKS INC COM 043176106 5,029 327,417 SH   DFND 01,02 0 15,117 312,300
ARUBA NETWORKS INC COM 043176106 175 11,400 SH   DFND 01,10 0 0 11,400
ARUBA NETWORKS INC COM 043176106 2 150 SH   DFND 01,16 0 0 150
ASAHI GLASS CO LTD-UNSP ADR COM 043393206 19 3,014 SH   DFND 01,02 0 3,014 0
ASAHI KASEI CORP-UNSPON ADR COM 043400100 27 2,040 SH   DFND 01,02 0 2,040 0
ASBURY AUTOMOTIVE GROUP COM 043436104 3,784 94,369 SH   DFND 01,02 0 14,469 79,900
ASCENA RETAIL GROUP INC COM 04351G101 13,966 800,290 SH   DFND 01,02 0 3,447 796,843
ASCENA RETAIL GROUP INC COM 04351G101 6 372 SH   DFND 01,16 0 0 372
ASCENT CAPITAL GROUP INC-A COM 043632108 1,316 16,860 SH   DFND 01,02 0 1,240 15,620
ASHFORD HOSPITALITY TRUST COM 044103109 1,388 121,275 SH   DFND 01,02 0 7,955 113,320
ASHLAND INC COM 044209104 14,099 168,862 SH   DFND 01,02 0 15,512 153,350
ASHLAND INC COM 044209104 538 6,450 SH   DFND 01,10 0 0 6,450
ASHLAND INC COM 044209104 31 377 SH   DFND 01,16 0 0 377
ASKMENOW INC COM 045188109 0 100 SH   DFND 01,02 0 100 0
ASIAINFO-LINKAGE INC COM 04518A104 1 70 SH   DFND 01,02 0 70 0
ASPEN TECHNOLOGY INC COM 045327103 30,067 1,044,365 SH   DFND 01,02 0 862,785 181,580
ASPEN TECHNOLOGY INC COM 045327103 158 5,471 SH   DFND 01,03 0 5,471 0
ASPEN TECHNOLOGY INC COM 045327103 0 5 SH   DFND 01,16 0 0 5
ASSA ABLOY AB - UNSP ADR COM 045387107 66 3,383 SH   DFND 01,02 0 3,383 0
ASSA ABLOY AB - UNSP ADR COM 045387107 10 500 SH   DFND 01,16 0 0 500
ASSISTED LIVING CONCEPTS I-A COM 04544X300 15 1,255 SH   DFND 01,02 0 1,255 0
ASSOCIATED BANC-CORP COM 045487105 16,297 1,048,098 SH   DFND 01,02 0 200,329 847,769
ASSOC BRITISH FOODS-UNSP ADR COM 045519402 15 550 SH   DFND 01,02 0 0 550
ASSOCIATED ESTATES REALTY CP COM 045604105 11,324 704,323 SH   DFND 01,02 0 520,523 183,800
ASSOCIATED ESTATES REALTY CP COM 045604105 1 88 SH   DFND 01,16 0 0 88
AT HOME CORPORATION CONV BND 045919AF4 0 4,193,138 PRN   DFND 01,02 0 0 4,193,138
ASSURANT INC COM 04621X108 1,727 33,946 SH   DFND 01,02 0 18,745 15,201
ASSURANT INC COM 04621X108 107 2,096 SH   DFND 01,03 0 2,096 0
ASTEC INDUSTRIES INC COM 046224101 15,436 450,164 SH   DFND 01,02 0 2,829 447,335
ASSURED GUARANTY MUNI PRF 04623A205 68 2,685 SH   DFND 01,16 0 0 2,685
ASSURED GUARANTY MUNI PRF 04623A304 314 12,704 SH   DFND 01,16 0 0 12,704
ASSURED GUARANTY MUNI PRF 04623A403 1 25 SH   DFND 01,16 0 0 25
ASTELLAS PHARMA INC-UNSP ADR COM 04623U102 160 11,317 SH   DFND 01,02 0 11,317 0
ASTELLAS PHARMA INC-UNSP ADR COM 04623U102 4 264 SH   DFND 01,16 0 0 264
ASTEX PHARMACEUTICALS COM 04624B103 4,898 1,191,794 SH   DFND 01,02 0 1,146,054 45,740
ASTEX PHARMACEUTICALS COM 04624B103 39 9,380 SH   DFND 01,03 0 9,380 0
ASTORIA FINANCIAL CORP COM 046265104 2,004 185,988 SH   DFND 01,02 0 14,823 171,165
ASTRAZENECA PLC-SPONS ADR COM 046353108 90,320 1,909,499 SH   DFND 01,02 0 192,466 1,717,033
ASTRAZENECA PLC-SPONS ADR COM 046353108 16 338 SH   DFND 01,03 0 338 0
ASTRAZENECA PLC-SPONS ADR COM 046353108 174 3,683 SH   DFND 01,16 0 0 3,683
ASTRONICS CORP COM 046433108 36 883 SH   DFND 01,02 0 883 0
ASTRONICS CORP-CL B COM 046433207 1 26 SH   DFND 01,02 0 260 0
ASTRONICS CORP-CL B COM 046433207 2 39 SH   DFND 01,16 0 0 39
ATHENAHEALTH INC COM 04685W103 9,564 112,886 SH   DFND 01,02 0 108,156 4,730
ATHENAHEALTH INC COM 04685W103 61 719 SH   DFND 01,03 0 719 0
ATLANTIA SPA-UNSPONSORED ADR COM 048173108 10 1,260 SH   DFND 01,02 0 630 0
ATLANTIA SPA-UNSPONSORED ADR COM 048173108 3 408 SH   DFND 01,16 0 0 408
ATLANTIC POWER CORP COM 04878Q863 34 8,774 SH   DFND 01,02 0 8,774 0
ATLANTIC TELE-NETWORK INC COM 049079205 6,072 122,306 SH   DFND 01,02 0 3,807 118,499
ATLANTICUS HOLDINGS CORP COM 04914Y102 1 350 SH   DFND 01,02 0 350 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 21,618 494,014 SH   DFND 01,02 0 283,454 210,560
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 2 44 SH   DFND 01,16 0 0 44
ATLAS COPCO AB-SPONS ADR A COM 049255706 60 2,479 SH   DFND 01,02 0 2,479 0
ATLAS COPCO AB-SPON ADR 'B' COM 049255805 52 2,462 SH   DFND 01,02 0 2,462 0
ATLAS ENERGY LP LP 04930A104 9 188 SH   DFND 01,02 0 188 0
ATLAS ENERGY LP LP 04930A104 61 1,248 SH   DFND 01,16 0 0 1,248
ATLAS PIPELINE PARTNERS COM 049392103 143 3,751 SH   DFND 01,16 0 0 3,751
ATLAS RESOURCE PARTNERS COM 04941A101 3 127 SH   DFND 01,16 0 0 127
ATMEL CORP COM 049513104 11,513 1,566,367 SH   DFND 01,02 0 120,285 1,446,082
ATMOS ENERGY CORP COM 049560105 20,405 496,927 SH   DFND 01,02 0 7,460 489,467
ATMOS ENERGY CORP COM 049560105 88 2,138 SH   DFND 01,16 0 0 2,138
ATMOSPHERIC GLOW TECHNOLOGIE COM 049567100 0 125 SH   DFND 01,02 0 125 0
ATRICURE INC COM 04963C209 12 1,305 SH   DFND 01,02 0 1,305 0
ATRION CORPORATION COM 049904105 13,722 62,740 SH   DFND 01,02 0 44,159 18,581
ATWOOD OCEANICS INC COM 050095108 33,900 651,267 SH   DFND 01,02 0 54,839 596,428
ATWOOD OCEANICS INC COM 050095108 104 2,000 SH   DFND 01,16 0 0 2,000
AUDIENCE INC COM 05070J102 1,735 131,435 SH   DFND 01,02 0 635 130,800
AURICO GOLD INC COM 05155C105 11,044 2,527,420 SH   DFND 01,02 0 0 2,527,420
AURIGA LABORATORIES INC COM 05155L105 0 31,000 SH   DFND 01,16 0 0 31,000
AUST & NZ BNKG GRP-SPON ADR COM 052528304 256 9,521 SH   DFND 01,02 0 9,521 0
AUST & NZ BNKG GRP-SPON ADR COM 052528304 3 109 SH   DFND 01,16 0 0 109
AUTHENTIDATE HOLDING COM 052666203 5 5,450 SH   DFND 01,16 0 0 5,450
AUTODESK INC COM 052769106 43,994 1,296,203 SH   DFND 01,02 0 448,973 847,230
AUTODESK INC COM 052769106 211 6,198 SH   DFND 01,03 0 6,198 0
AUTODESK INC COM 052769106 46,703 1,376,057 SH   DFND 01,10 0 1,893 1,374,164
AUTODESK INC COM 052769106 28 812 SH   DFND 01,16 0 0 812
AUTOLIV INC COM 052800109 22,887 295,724 SH   DFND 01,02 0 6,124 289,600
AUTOLIV INC COM 052800109 21 276 SH   DFND 01,16 0 0 276
AUTOMATIC DATA PROCESSING COM 053015103 149,308 2,167,848 SH   DFND 01,02 0 1,633,599 534,249
AUTOMATIC DATA PROCESSING COM 053015103 910 13,215 SH   DFND 01,03 0 13,215 0
AUTOMATIC DATA PROCESSING COM 053015103 3,016 43,797 SH   DFND 01,10 0 0 43,797
AUTOMATIC DATA PROCESSING COM 053015103 1,352 19,640 SH   DFND 01,16 0 0 19,640
AUTONATION INC COM 05329W102 1,198 27,596 SH   DFND 01,02 0 19,932 7,664
AUTONATION INC COM 05329W102 46 1,059 SH   DFND 01,03 0 1,059 0
AUTONATION INC COM 05329W102 77,583 1,788,049 SH   DFND 01,10 0 386,729 1,401,320
AUTONAVI HOLDINGS LTD-ADR COM 05330F106 0 3 SH   DFND 01,02 0 3 0
AUTOZONE INC COM 053332102 145,375 343,115 SH   DFND 01,02 0 105,615 237,500
AUTOZONE INC COM 053332102 423 999 SH   DFND 01,03 0 999 0
AUTOZONE INC COM 053332102 21 49 SH   DFND 01,16 0 0 49
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2,483 149,338 SH   DFND 01,02 0 3,868 145,470
AUXILIUM PHARMACEUTICALS INC COM 05334D107 0 12 SH   DFND 01,16 0 0 12
AVALONBAY COMMUNITIES INC COM 053484101 92,082 682,388 SH   DFND 01,02 0 568,176 114,212
AVALONBAY COMMUNITIES INC COM 053484101 447 3,311 SH   DFND 01,03 0 3,311 0
AVALONBAY COMMUNITIES INC COM 053484101 127 939 SH   DFND 01,10 0 0 939
AVALONBAY COMMUNITIES INC COM 053484101 85 631 SH   DFND 01,16 0 0 631
AVANIR PHARMACEUTICALS INC-A COM 05348P401 44 9,455 SH   DFND 01,02 0 9,455 0
AVEO PHARMACEUTICALS INC COM 053588109 8 3,234 SH   DFND 01,02 0 3,234 0
AVEO PHARMACEUTICALS INC COM 053588109 1 500 SH   DFND 01,16 0 0 500
AVERY DENNISON CORP COM 053611109 17,659 412,957 SH   DFND 01,02 0 14,797 398,160
AVERY DENNISON CORP COM 053611109 116 2,710 SH   DFND 01,03 0 2,710 0
AVIAT NETWORKS INC COM 05366Y102 1,373 524,066 SH   DFND 01,02 0 4,346 519,720
AVID TECHNOLOGY INC COM 05367P100 1,964 334,135 SH   DFND 01,02 0 77,397 256,738
AVIS BUDGET GROUP INC COM 053774105 24,094 838,063 SH   DFND 01,02 0 449,523 388,540
AVIS BUDGET GROUP INC COM 053774105 10,840 377,315 SH   DFND 01,10 0 0 377,315
AVIS BUDGET GROUP INC COM 053774105 6 196 SH   DFND 01,16 0 0 196
AVISTA CORP COM 05379B107 46,435 1,718,519 SH   DFND 01,02 0 638,265 1,080,254
AVISTA CORP COM 05379B107 5 190 SH   DFND 01,16 0 0 190
AVNET INC COM 053807103 47,064 1,400,718 SH   DFND 01,02 0 199,960 1,200,758
AVNET INC COM 053807103 98 2,914 SH   DFND 01,16 0 0 2,914
AVIZA TECHNOLOGY INC COM 05381A105 0 13,008 SH   DFND 01,16 0 0 13,008
AVIV REIT INC COM 05381L101 18 717 SH   DFND 01,02 0 717 0
AVIVA PLC - SPON ADR COM 05382A104 54 5,169 SH   DFND 01,02 0 5,169 0
AVIVA PLC CAP SECS PRF 05382A203 5 192 SH   DFND 01,16 0 0 192
AVON PRODUCTS INC COM 054303102 103,164 4,905,513 SH   DFND 01,02 0 511,875 4,393,638
AVON PRODUCTS INC COM 054303102 281 13,356 SH   DFND 01,03 0 13,356 0
AVON PRODUCTS INC COM 054303102 11 536 SH   DFND 01,16 0 0 536
AXA -SPONS ADR COM 054536107 168 8,545 SH   DFND 01,02 0 0 8,545
AXA -SPONS ADR COM 054536107 3 145 SH   DFND 01,16 0 0 145
AXCELIS TECHNOLOGIES INC COM 054540109 1,518 834,212 SH   DFND 01,02 0 9,212 825,000
AXION INTL HLDGS INC COM 05462D101 0 4 SH   DFND 01,16 0 0 4
AXIALL CORP COM 05463D100 17,115 401,947 SH   DFND 01,02 0 307,162 94,785
AXIALL CORP COM 05463D100 112 2,619 SH   DFND 01,03 0 2,619 0
AXIALL CORP COM 05463D100 53,267 1,249,524 SH   DFND 01,10 0 197,899 1,051,625
AXIALL CORP COM 05463D100 3 63 SH   DFND 01,16 0 0 63
BB&T CORP COM 054937107 11,231 331,503 SH   DFND 01,02 0 133,726 197,777
BB&T CORP COM 054937107 647 19,111 SH   DFND 01,03 0 19,111 0
BB&T CORP COM 054937107 273 8,069 SH   DFND 01,16 0 0 8,069
BB&T CORP DEP SHS REPSTG PRF 054937404 35 1,461 SH   DFND 01,16 0 0 1,461
AZTEC OIL & GAS INC NEW COM 055000202 0 50 SH   DFND 01,16 0 0 50
B&G FOODS INC COM 05508R106 85,871 2,521,870 SH   DFND 01,02 0 77,755 2,444,115
B&G FOODS INC COM 05508R106 53 1,550 SH   DFND 01,03 0 1,550 0
B&G FOODS INC COM 05508R106 87 2,558 SH   DFND 01,16 0 0 2,558
BAC CAPITAL TRUST VIII PRF 05518T209 51 2,050 SH   DFND 01,16 0 0 2,050
BAE SYSTEMS PLC -SPON ADR COM 05523R107 2,269 96,268 SH   DFND 01,02 0 96,268 0
BASF SE-SPON ADR COM 055262505 452 5,070 SH   DFND 01,02 0 5,070 0
BB LIQUIDATING INC CL A COM 05532D107 0 333 SH   DFND 01,16 0 0 333
BCE INC COM 05534B760 75,592 1,842,781 SH   DFND 01,02 0 152,726 1,690,055
BCE INC COM 05534B760 49 1,195 SH   DFND 01,03 0 1,195 0
BCE INC COM 05534B760 6,306 154,367 SH   DFND 01,16 0 0 154,367
BBX CAPITAL CORP-A COM 05540P100 6 460 SH   DFND 01,02 0 460 0
BGC PARTNERS INC-CL A COM 05541T101 88 14,842 SH   DFND 01,02 0 14,842 0
BG GROUP PLC-SPON ADR COM 055434203 273 16,120 SH   DFND 01,02 0 0 16,120
BG GROUP PLC-SPON ADR COM 055434203 8 445 SH   DFND 01,16 0 0 445
BHP BILLITON PLC-ADR COM 05545E209 389 7,584 SH   DFND 01,02 0 7,584 0
BHP BILLITON PLC-ADR COM 05545E209 1 19 SH   DFND 01,16 0 0 19
BMC INDUSTRIES INC + COM 055607105 0 200 SH   DFND 01,16 0 0 200
BOK FINANCIAL CORPORATION COM 05561Q201 51 797 SH   DFND 01,02 0 797 0
BP PLC-SPONS ADR COM 055622104 205,784 4,930,139 SH   DFND 01,02 0 0 4,930,139
BP PLC-SPONS ADR COM 055622104 87 2,085 SH   DFND 01,03 0 0 2,085
BP PLC-SPONS ADR COM 055622104 1,004 24,059 SH   DFND 01,16 0 0 24,059
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 2,954 30,737 SH   DFND 01,10 0 30,737 0
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 43 445 SH   DFND 01,16 0 0 445
BPZ RESOURCES INC COM 055639108 2,518 1,406,461 SH   DFND 01,02 0 983,657 422,804
BRE PROPERTIES INC COM 05564E106 8,212 164,188 SH   DFND 01,02 0 3,450 160,738
BRE PROPERTIES INC COM 05564E106 5 108 SH   DFND 01,16 0 0 108
BNP PARIBAS-ADR COM 05565A202 275 10,074 SH   DFND 01,02 0 5,037 0
BNP PARIBAS-ADR COM 05565A202 9 339 SH   DFND 01,16 0 0 339
BSD MEDICAL CORP COM 055662100 1 500 SH   DFND 01,16 0 0 500
BNC BANCORP COM 05566T101 13 1,142 SH   DFND 01,02 0 1,142 0
BOFI HOLDING INC COM 05566U108 40 864 SH   DFND 01,02 0 864 0
BOFI HOLDING INC COM 05566U108 1 23 SH   DFND 01,16 0 0 23
BT GROUP PLC-SPON ADR COM 05577E101 315 6,697 SH   DFND 01,02 0 6,697 0
BT GROUP PLC-SPON ADR COM 05577E101 4 81 SH   DFND 01,16 0 0 81
BMC SOFTWARE INC COM 055921100 54,494 1,207,249 SH   DFND 01,02 0 237,899 969,350
BMC SOFTWARE INC COM 055921100 163 3,608 SH   DFND 01,03 0 3,608 0
BMC SOFTWARE INC COM 055921100 284 6,300 SH   DFND 01,10 0 0 6,300
BMC SOFTWARE INC COM 055921100 7 163 SH   DFND 01,16 0 0 163
BNS HOLDING INC CL A COM 055966402 0 6 SH   DFND 01,16 0 0 6
BTU INTERNATIONAL INC COM 056032105 1,598 666,080 SH   DFND 01,02 0 427,919 238,161
BYD CO LTD-UNSPONSORED ADR COM 05606L100 2 371 SH   DFND 01,02 0 371 0
BABCOCK & WILCOX CO/THE COM 05615F102 55,374 1,843,950 SH   DFND 01,02 0 167,035 1,676,915
BABCOCK & WILCOX CO/THE COM 05615F102 6 187 SH   DFND 01,16 0 0 187
BABSON CAPITAL CORP INVS COM 05617K109 32 2,000 SH   DFND 01,16 0 0 2,000
BACTERIN INTL HLDGS INC COM 05644R101 0 890 SH   DFND 01,16 0 0 890
BADGER METER INC COM 056525108 2,374 53,288 SH   DFND 01,02 0 925 52,363
BAIDU INC - SPON ADR COM 056752108 344,503 3,644,069 SH   DFND 01,02 0 323,579 408,282
BAIDU INC - SPON ADR COM 056752108 2,508 26,533 SH   DFND 01,02,10 0 0 26,533
BAIDU INC - SPON ADR COM 056752108 4,933 52,183 SH   DFND 01,03 0 5,218 0
BAIDU INC - SPON ADR COM 056752108 19,208 203,263 SH   DFND 01,10 0 7,804 125,225
BAIDU INC - SPON ADR COM 056752108 1,611 17,029 SH   DFND 01,16 0 0 17,029
MICHAEL BAKER CORP COM 057149106 15 539 SH   DFND 01,02 0 539 0
BAKER HUGHES INC COM 057224107 17,416 377,521 SH   DFND 01,02 0 77,470 300,051
BAKER HUGHES INC COM 057224107 555 12,031 SH   DFND 01,03 0 12,031 0
BAKER HUGHES INC COM 057224107 70 1,524 SH   DFND 01,16 0 0 1,524
BALCHEM CORP COM 057665200 8,398 187,639 SH   DFND 01,02 0 79,382 108,257
BALDWIN & LYONS INC -CL B COM 057755209 8,456 348,265 SH   DFND 01,02 0 0 348,265
BALL CORP COM 058498106 2,090 50,323 SH   DFND 01,02 0 20,893 29,430
BALL CORP COM 058498106 168 4,049 SH   DFND 01,03 0 4,049 0
BALL CORP COM 058498106 232 5,555 SH   DFND 01,16 0 0 5,555
BALLARD POWER SYSTEMS COM 058586108 1 650 SH   DFND 01,16 0 0 650
BALLY TECHNOLOGIES INC COM 05874B107 17,879 316,910 SH   DFND 01,02 0 13,628 303,282
BANCFIRST CORP COM 05945F103 7,675 164,851 SH   DFND 01,02 0 164,851 0
BANCO BRADESCO-ADR COM 059460303 53,886 4,142,041 SH   DFND 01,02 0 0 4,142,041
BANCO BRADESCO-ADR COM 059460303 8,932 686,553 SH   DFND 01,02,10 0 0 686,553
BANCO BRADESCO-ADR COM 059460303 60,695 4,668,828 SH   DFND 01,10 0 0 4,668,828
BANCO BRADESCO-ADR COM 059460303 18 1,387 SH   DFND 01,16 0 0 1,387
BANCO BILBAO VIZCAYA-SP ADR COM 05946K101 193 22,971 SH   DFND 01,02 0 22,971 0
BANCO BILBAO VIZCAYA-SP ADR COM 05946K101 10 1,233 SH   DFND 01,16 0 0 1,233
BANCO DE CHILE-ADR COM 059520106 4,744 54,470 SH   DFND 01,02 0 54,470 0
BANCO DO BRASIL SA-SPON ADR COM 059578104 33 3,274 SH   DFND 01,02 0 0 3,274
BANCO DO BRASIL SA-SPON ADR COM 059578104 2 222 SH   DFND 01,16 0 0 222
BANCO ESPIRITO SANT-UNSP ADR COM 059584102 0 130 SH   DFND 01,02 0 0 130
BANCO MACRO SA-ADR COM 05961W105 9 597 SH   DFND 01,02 0 597 0
BANCO SANTANDER SA-SPON ADR COM 05964H105 420 64,871 SH   DFND 01,02 0 61,198 3,673
BANCO SANTANDER SA-SPON ADR COM 05964H105 4 581 SH   DFND 01,16 0 0 581
BANCO SANTANDER-CHILE-ADR COM 05965X109 15 603 SH   DFND 01,02 0 0 603
BANCO SANTANDER BRASIL-ADS COM 05967A107 5 808 SH   DFND 01,02 0 808 0
BANCO SANTANDER BRASIL-ADS COM 05967A107 1 216 SH   DFND 01,16 0 0 216
BANCOLOMBIA S.A.-SPONS ADR COM 05968L102 33 574 SH   DFND 01,02 0 0 574
BANCORPSOUTH INC COM 059692103 4,783 270,162 SH   DFND 01,02 0 7,332 262,830
BANGKOK BANK PUBLIC CO-NVDR COM 059693994 11,925 1,826,832 SH   DFND 01,02,10 0 0 1,826,832
BANCROFT FUND LIMITED COM 059695106 42 2,445 SH   DFND 01,16 0 0 2,445
BANCORP INC/THE COM 05969A105 35 2,348 SH   DFND 01,02 0 2,348 0
BHM TECHNOLOGIES LLC COM 059998948 1 151,041 SH   DFND 01,02 0 0 151,041
BANK OF AMERICA CORP COM 060505104 475,700 36,990,466 SH   DFND 01,02 0 21,678,335 15,312,131
BANK OF AMERICA CORP COM 060505104 4,122 320,589 SH   DFND 01,03 0 320,589 0
BANK OF AMERICA CORP COM 060505104 350,474 27,274,088 SH   DFND 01,10 0 3,531,839 23,742,249
BANK OF AMERICA CORP COM 060505104 1,349 104,660 SH   DFND 01,16 0 0 104,660
BANK OF AMERICA CORP CONV PRF 060505682 18,712 16,850 SH   DFND 01,02 0 0 16,850
BANK OF AMERICA CORP CONV PRF 060505682 28 25 SH   DFND 01,16 0 0 25
BANK OF AMERICA CORP PRF 060505724 109 4,300 SH   DFND 01,16 0 0 4,300
BANK OF AMERICA CORP PRF 060505740 13 500 SH   DFND 01,16 0 0 500
BANK OF AMERICA N A PRF 06051A540 35 2,450 SH   DFND 01,16 0 0 2,450
BANK AMERICA CORP MARKET PRF 06052E848 28 2,770 SH   DFND 01,16 0 0 2,770
BANK AMERICA CORP PRF 06052H635 27 2,360 SH   DFND 01,16 0 0 2,360
BANK AMERICA CORP PRF 06052K240 13 1,250 SH   DFND 01,16 0 0 1,250
BANK AMERICA CORP PRF 06052R153 61 4,500 SH   DFND 01,16 0 0 4,500
BANK AMERICA CORP MARKET PRF 060900198 30 2,450 SH   DFND 01,16 0 0 2,450
BANK EAST ASIA LTD-SPONS ADR COM 061874103 7 1,986 SH   DFND 01,02 0 1,986 0
BANK OF HAWAII CORP COM 062540109 4,838 96,133 SH   DFND 01,02 0 2,617 93,516
BANK OF HAWAII CORP COM 062540109 5 100 SH   DFND 01,16 0 0 100
BANK OF KENTUCKY FINL CORP COM 062896105 11 383 SH   DFND 01,02 0 383 0
BANK OF MARIN BANCORP/CA COM 063425102 14 339 SH   DFND 01,02 0 339 0
BANK OF MONTREAL COM 063671101 86,875 1,496,949 SH   DFND 01,02 0 54,557 1,442,392
BANK OF MONTREAL COM 063671101 60 1,042 SH   DFND 01,03 0 1,042 0
BANK OF MONTREAL COM 063671101 9 155 SH   DFND 01,16 0 0 155
BANK MUTUAL CORP COM 063750103 10,456 1,854,159 SH   DFND 01,02 0 1,696,718 157,441
BANK OF THE OZARKS COM 063904106 9,384 216,576 SH   DFND 01,02 0 2,360 214,216
BANK OF NEW YORK MELLON CORP COM 064058100 65,086 2,320,335 SH   DFND 01,02 0 336,269 1,984,066
BANK OF NEW YORK MELLON CORP COM 064058100 887 31,606 SH   DFND 01,03 0 31,606 0
BANK OF NEW YORK MELLON CORP COM 064058100 99 3,527 SH   DFND 01,16 0 0 3,527
BANK OF NOVA SCOTIA COM 064149107 76 1,415 SH   DFND 01,02 0 1,415 0
BANK OF NOVA SCOTIA COM 064149107 3 47 SH   DFND 01,16 0 0 47
BANK OF CHINA-UNSPN ADR COM 06426M104 87 8,437 SH   DFND 01,02 0 8,437 0
BANK OF YOKOHAMA-UNSPON ADR COM 066011206 3 127 SH   DFND 01,02 0 127 0
BANKFINANCIAL CORP COM 06643P104 5,235 616,014 SH   DFND 01,02 0 616,014 0
BANKINTER SA-SPONS ADR COM 066460304 0 92 SH   DFND 01,02 0 92 0
BANKRATE INC COM 06647F102 46 3,223 SH   DFND 01,02 0 3,223 0
BANKUNITED INC COM 06652K103 39,573 1,521,445 SH   DFND 01,02 0 1,379,195 142,250
BANKUNITED INC COM 06652K103 4 145 SH   DFND 01,03 0 145 0
BANNER CORPORATION COM 06652V208 11,051 327,007 SH   DFND 01,02 0 220,714 106,293
BAR HARBOR BANKSHARES COM 066849100 9 245 SH   DFND 01,02 0 245 0
BARABOO BANCORP INC COM 067021105 7 4,672 SH   DFND 01,16 0 0 4,672
CR BARD INC COM 067383109 19,297 177,573 SH   DFND 01,02 0 45,596 131,977
CR BARD INC COM 067383109 222 2,040 SH   DFND 01,03 0 2,040 0
CR BARD INC COM 067383109 2,417 22,239 SH   DFND 01,10 0 0 22,239
CR BARD INC COM 067383109 77 710 SH   DFND 01,16 0 0 710
BARCLAYS BANK PLC IPATH PRF 06738C778 1,162 31,842 SH   DFND 01,16 0 0 31,842
BARCLAYS BANK PLC IPATH PRF 06738C786 274 12,249 SH   DFND 01,16 0 0 12,249
BARCLAYS BANK PLC IPATH PRF 06738C794 177 5,696 SH   DFND 01,16 0 0 5,696
BARCLAYS PLC-SPONS ADR COM 06738E204 1,189 69,486 SH   DFND 01,02 0 146,416 32,882
BARCLAYS PLC-SPONS ADR COM 06738E204 8 471 SH   DFND 01,16 0 0 471
BARCLAY ROAD INC NEW COM 06738T201 0 500 SH   DFND 01,16 0 0 500
BARCLAYS BANK PLC IPATH PRF 06739F101 1 33 SH   DFND 01,16 0 0 33
BARCLAYS BANK PLC PFD PRF 06739F390 15 600 SH   DFND 01,16 0 0 600
BARCLAYS BANK PLC IPATH PRF 06739H206 491 9,684 SH   DFND 01,16 0 0 9,684
BARCLAYS BANK PLC IPATH PRF 06739H297 18 710 SH   DFND 01,16 0 0 710
BARCLAYS BANK PLC IPATH PRF 06739H305 115 2,356 SH   DFND 01,16 0 0 2,356
BARCLAYS BANK PLC ADR PRF 06739H362 127 5,002 SH   DFND 01,16 0 0 5,002
BARCLAYS BANK PLC PFD PRF 06739H511 319 12,638 SH   DFND 01,16 0 0 12,638
BARCLAYS BANK PLC IPATH PRF 06739H743 122 4,493 SH   DFND 01,16 0 0 4,493
BARCLAYS BANK PLC PFD PRF 06739H776 124 4,947 SH   DFND 01,16 0 0 4,947
BARCLAYS BANK PLC IPATH PRF 06740C188 355 17,099 SH   DFND 01,16 0 0 17,099
BARCLAYS BANK PLC PRF 06740C519 12 517 SH   DFND 01,16 0 0 517
BARCLAYS BANK PLC IPATH PRF 06740P155 52 1,602 SH   DFND 01,16 0 0 1,602
BARCLAYS BANK PLC IPATH PRF 06740P296 22 690 SH   DFND 01,16 0 0 690
BARCLAYS BANK PLC PRF 06741L609 101 2,364 SH   DFND 01,16 0 0 2,364
BARLOWORLD LTD-UNSPONS ADR COM 067680207 14 1,650 SH   DFND 01,02 0 1,650 0
BARNES & NOBLE INC COM 067774109 1,425 89,268 SH   DFND 01,02 0 10,588 78,680
BARNES & NOBLE INC COM 067774109 5,368 337,004 SH   DFND 01,10 0 337,004 0
BARNES GROUP INC COM 067806109 5,269 175,688 SH   DFND 01,02 0 5,143 170,545
BARRICK GOLD CORP COM 067901108 44,506 2,827,596 SH   DFND 01,02 0 136,051 2,691,545
BARRICK GOLD CORP COM 067901108 60 4,174 SH   DFND 01,16 0 0 4,174
BARRETT BUSINESS SVCS INC COM 068463108 30 569 SH   DFND 01,02 0 569 0
BARRETT BUSINESS SVCS INC COM 068463108 26 500 SH   DFND 01,16 0 0 500
BILL BARRETT CORP COM 06846N104 19,310 954,966 SH   DFND 01,02 0 770,115 184,851
BARRY (R.G.) COM 068798107 10 622 SH   DFND 01,02 0 622 0
BASIC ENERGY SERVICES INC COM 06985P100 2,260 186,870 SH   DFND 01,02 0 63,344 123,526
BASIC ENERGY SERVICES INC COM 06985P100 0 23 SH   DFND 01,16 0 0 23
BASSETT FURNITURE INDS COM 070203104 10 676 SH   DFND 01,02 0 676 0
BAXTER INTERNATIONAL INC COM 071813109 237,343 3,425,787 SH   DFND 01,02 0 2,353,609 1,072,178
BAXTER INTERNATIONAL INC COM 071813109 1,202 17,353 SH   DFND 01,03 0 17,353 0
BAXTER INTERNATIONAL INC COM 071813109 766 11,057 SH   DFND 01,10 0 0 11,057
BAXTER INTERNATIONAL INC COM 071813109 1,313 18,962 SH   DFND 01,16 0 0 18,962
BAYER AG-SPONSORED ADR COM 072730302 542 5,092 SH   DFND 01,02 0 5,092 0
BAYER AG-SPONSORED ADR COM 072730302 12 116 SH   DFND 01,16 0 0 116
BMW-UNSPONSORED ADR COM 072743206 136 4,525 SH   DFND 01,02 0 4,525 0
BMW-UNSPONSORED ADR COM 072743206 9 316 SH   DFND 01,16 0 0 316
BAYTEX ENERGY CORP COM 07317Q105 5,953 165,119 SH   DFND 01,10 0 165,119 0
BAZAARVOICE INC COM 073271108 31 3,266 SH   DFND 01,02 0 3,266 0
BBCN BANCORP INC COM 073295107 22,421 1,576,621 SH   DFND 01,02 0 459,397 1,117,224
B/E AEROSPACE INC COM 073302101 22,963 364,049 SH   DFND 01,02 0 12,415 351,634
B/E AEROSPACE INC COM 073302101 11,150 176,772 SH   DFND 01,10 0 0 176,772
B/E AEROSPACE INC COM 073302101 61 974 SH   DFND 01,16 0 0 974
BEACON ROOFING SUPPLY INC COM 073685109 15,663 413,505 SH   DFND 01,02 0 34,965 378,540
BEACON ROOFING SUPPLY INC COM 073685109 2 50 SH   DFND 01,16 0 0 50
BEAM INC COM 073730103 23,905 378,833 SH   DFND 01,02 0 252,766 126,067
BEAM INC COM 073730103 281 4,442 SH   DFND 01,03 0 4,442 0
BEAM INC COM 073730103 30 479 SH   DFND 01,16 0 0 479
BEASLEY BROADCAST GRP INC -A COM 074014101 3 396 SH   DFND 01,02 0 396 0
BEAZER HOMES USA INC COM 07556Q881 2,819 160,949 SH   DFND 01,02 0 54,759 106,190
BEAZER HOMES USA INC COM 07556Q881 7 400 SH   DFND 01,16 0 0 400
BEBE STORES INC COM 075571109 5,422 966,591 SH   DFND 01,02 0 693,094 273,497
BECTON DICKINSON AND CO COM 075887109 159,857 1,617,495 SH   DFND 01,02 0 167,650 1,449,845
BECTON DICKINSON AND CO COM 075887109 523 5,290 SH   DFND 01,03 0 5,290 0
BECTON DICKINSON AND CO COM 075887109 9,895 100,245 SH   DFND 01,10 0 100,245 0
BECTON DICKINSON AND CO COM 075887109 199 2,016 SH   DFND 01,16 0 0 2,016
BED BATH & BEYOND INC COM 075896100 16,893 238,233 SH   DFND 01,02 0 50,374 187,859
BED BATH & BEYOND INC COM 075896100 422 5,951 SH   DFND 01,03 0 5,951 0
BED BATH & BEYOND INC COM 075896100 135 1,904 SH   DFND 01,16 0 0 1,904
BEIJING ENTERPRISES H-SP ADR COM 07725Q200 4 50 SH   DFND 01,02 0 0 50
BEL FUSE INC-CL A COM 077347201 3 180 SH   DFND 01,02 0 180 0
BEL FUSE INC-CL B COM 077347300 597 44,445 SH   DFND 01,02 0 0 44,445
BELDEN INC COM 077454106 57,607 1,153,742 SH   DFND 01,02 0 358,500 795,242
BELDEN INC COM 077454106 1 22 SH   DFND 01,16 0 0 22
BELGACOM SA-UNSPON ADR COM 077701100 18 4,127 SH   DFND 01,02 0 4,127 0
BELLE INTERNAT-UNSPON ADR COM 078454105 31 2,224 SH   DFND 01,02 0 2,224 0
BELO CORPORATION-A COM 080555105 3,846 275,714 SH   DFND 01,02 0 275,714 0
BEMIS COMPANY COM 081437105 12,432 317,630 SH   DFND 01,02 0 12,518 305,112
BEMIS COMPANY COM 081437105 110 2,800 SH   DFND 01,03 0 2,800 0
BEMIS COMPANY COM 081437105 6,482 165,758 SH   DFND 01,16 0 0 165,758
BENCHMARK ELECTRONICS INC COM 08160H101 29,303 1,457,775 SH   DFND 01,02 0 789,646 668,129
BENCHMARK ELECTRONICS INC COM 08160H101 5 263 SH   DFND 01,16 0 0 263
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 17 1,993 SH   DFND 01,02 0 1,993 0
BENGUET CORP COM 081851206 0 27 SH   DFND 01,16 0 0 27
WR BERKLEY CORP COM 084423102 43,662 1,068,601 SH   DFND 01,02 0 42,196 1,026,405
WR BERKLEY CORP COM 084423102 28 687 SH   DFND 01,16 0 0 687
BERKSHIRE HATHAWAY INC-CL A COM 084670108 7,250 43 SH   DFND 01,02 0 42 1
BERKSHIRE HATHAWAY INC-CL A COM 084670108 674 4 SH   DFND 01,16 0 0 4
BERKSHIRE HATHAWAY INC-CL B COM 084670702 314,093 2,806,399 SH   DFND 01,02 0 207 737,413
BERKSHIRE HATHAWAY INC-CL B COM 084670702 6,021 53,798 SH   DFND 01,03 0 5 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 43,665 390,409 SH   DFND 01,10 0 37 17,548
BERKSHIRE HATHAWAY INC-CL B COM 084670702 2,757 24,634 SH   DFND 01,16 0 0 24,634
BERKSHIRE HILLS BANCORP INC COM 084680107 11,992 431,979 SH   DFND 01,02 0 244,715 187,264
BERRY PETROLEUM CO-CLASS A COM 085789105 15,159 358,197 SH   DFND 01,02 0 8,037 350,160
BERRY PLASTICS GROUP INC COM 08579W103 76 3,451 SH   DFND 01,02 0 3,451 0
BERRY PLASTICS GROUP INC COM 08579W103 1 59 SH   DFND 01,16 0 0 59
BEST BUY CO INC COM 086516101 15,426 564,231 SH   DFND 01,02 0 48,388 515,843
BEST BUY CO INC COM 086516101 200 7,311 SH   DFND 01,03 0 7,311 0
BEST BUY CO INC COM 086516101 12 446 SH   DFND 01,16 0 0 446
BHP BILLITON LTD-SPON ADR COM 088606108 6,766 117,340 SH   DFND 01,02 0 234,680 0
BHP BILLITON LTD-SPON ADR COM 088606108 73 1,271 SH   DFND 01,16 0 0 1,271
BEZEQ THE ISRAELI-UNSPON ADR COM 08861Q103 3,884 581,033 SH   DFND 01,02 0 581,033 0
BG MEDICINE INC COM 08861T107 1 870 SH   DFND 01,02 0 870 0
BIDVEST GROUP LTD-SPONS ADR COM 088836309 33 668 SH   DFND 01,02 0 668 0
BIG 5 SPORTING GOODS CORP COM 08915P101 2,823 128,622 SH   DFND 01,02 0 66,362 62,260
BIG LOTS INC COM 089302103 13,724 435,282 SH   DFND 01,02 0 10,432 424,850
BIG LOTS INC COM 089302103 13 412 SH   DFND 01,16 0 0 412
BIGLARI HOLDINGS INC COM 08986R101 2,448 5,964 SH   DFND 01,02 0 1,590 4,374
BIGLARI HOLDINGS INC COM 08986R101 3 8 SH   DFND 01,16 0 0 8
BIO-RAD LABORATORIES-A COM 090572207 6,527 58,168 SH   DFND 01,02 0 195 56,221
BIO-RAD LABORATORIES-A COM 090572207 7 64 SH   DFND 01,16 0 0 64
BIO-REFERENCE LABS INC COM 09057G602 2,599 90,404 SH   DFND 01,02 0 1,594 88,810
BIO-REFERENCE LABS INC COM 09057G602 20 700 SH   DFND 01,16 0 0 700
BIOJECT MED TECH INC NEW COM 09059T206 1 6,100 SH   DFND 01,16 0 0 6,100
BIODELIVERY SCIENCES INTL COM 09060J106 8 1,865 SH   DFND 01,02 0 1,865 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 44,906 804,896 SH   DFND 01,02 0 16,625 788,271
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 63 SH   DFND 01,16 0 0 63
BIOGEN IDEC INC COM 09062X103 542,975 2,523,115 SH   DFND 01,02 0 1,082,975 1,440,140
BIOGEN IDEC INC COM 09062X103 4,315 20,054 SH   DFND 01,03 0 20,054 0
BIOGEN IDEC INC COM 09062X103 202 937 SH   DFND 01,16 0 0 937
BIOMED REALTY TRUST INC COM 09063H107 9,748 481,811 SH   DFND 01,02 0 93,236 388,575
BIOMED REALTY TRUST INC COM 09063H107 28 1,386 SH   DFND 01,16 0 0 1,386
BIOTIME INC COM 09066L105 9 2,302 SH   DFND 01,02 0 2,302 0
BIOSCRIP INC COM 09069N108 63 3,804 SH   DFND 01,02 0 3,804 0
BIOLINERX LTD-SPONS ADR COM 09071M106 0 10 SH   DFND 01,02 0 0 10
BIOZOOM INC COM 09072T100 1 250 SH   DFND 01,16 0 0 250
BIOLASE INC COM 090911108 7 1,982 SH   DFND 01,02 0 1,982 0
BITAUTO HOLDINGS LTD-ADR COM 091727107 0 32 SH   DFND 01,02 0 32 0
BJ'S RESTAURANTS INC COM 09180C106 3,425 92,312 SH   DFND 01,02 0 1,935 90,377
BJ'S RESTAURANTS INC COM 09180C106 1 20 SH   DFND 01,16 0 0 20
BLACK BOX CORP COM 091826107 1,540 60,804 SH   DFND 01,02 0 1,976 58,828
BLACKROCK FLOATING RATE COM 091941104 505 34,150 SH   DFND 01,16 0 0 34,150
BLACK DIAMOND INC COM 09202G101 13 1,413 SH   DFND 01,02 0 1,413 0
BLACK HILLS CORP COM 092113109 5,355 109,871 SH   DFND 01,02 0 17,199 92,672
BLACK HILLS CORP COM 092113109 11 234 SH   DFND 01,16 0 0 234
BLACK RIDGE OIL & GAS COM 09216Q103 0 250 SH   DFND 01,16 0 0 250
BLACKBAUD INC COM 09227Q100 14,636 449,355 SH   DFND 01,02 0 91,169 358,186
BLACKBAUD INC COM 09227Q100 9 282 SH   DFND 01,16 0 0 282
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 4,174 179,911 SH   DFND 01,02 0 4,911 175,000
BLACKROCK INCOME COM 092475102 28 2,770 SH   DFND 01,16 0 0 2,770
BLACKROCK INCOME TRUST COM 09247F100 128 18,742 SH   DFND 01,16 0 0 18,742
BLACKROCK INC COM 09247X101 614,159 2,391,100 SH   DFND 01,02 0 1,234,811 1,156,289
BLACKROCK INC COM 09247X101 1,233 4,802 SH   DFND 01,03 0 4,802 0
BLACKROCK INC COM 09247X101 1,225 4,769 SH   DFND 01,10 0 0 4,769
BLACKROCK INC COM 09247X101 640 2,491 SH   DFND 01,16 0 0 2,491
BLACKROCK MUNICIPAL 2018 COM 09248C106 17 1,069 SH   DFND 01,16 0 0 1,069
BLACKROCK MUNICIPAL COM 09248F109 166 11,989 SH   DFND 01,16 0 0 11,989
BLACKROCK MUNICIPAL COM 09248H105 31 2,277 SH   DFND 01,16 0 0 2,277
BLACKROCK NEW JERSEY COM 09248J101 32 2,250 SH   DFND 01,16 0 0 2,250
BLACKROCK NEW YORK COM 09248L106 5 384 SH   DFND 01,16 0 0 384
BLACKROCK STRATEGIC COM 09248T109 13 1,000 SH   DFND 01,16 0 0 1,000
BLACKROCK BUILD AMERICA COM 09248X100 2,841 140,649 SH   DFND 01,16 0 0 140,649
BLACKROCK CORE COM 09249E101 943 71,756 SH   DFND 01,16 0 0 71,756
BLACKROCK STRATEGIC BOND COM 09249G106 27 2,045 SH   DFND 01,16 0 0 2,045
BLACKROCK NATL MUNI TR COM 09249H104 99 6,583 SH   DFND 01,16 0 0 6,583
BLACKROCK MUNI INCOME COM 09249N101 2 117 SH   DFND 01,16 0 0 117
BLACKROCK NEW YORK COM 09249P106 68 4,864 SH   DFND 01,16 0 0 4,864
BLACKROCK LTD DURATION COM 09249W101 65 3,706 SH   DFND 01,16 0 0 3,706
BLACKROCK MUNICIPAL 2020 COM 09249X109 10 616 SH   DFND 01,16 0 0 616
BLACKROCK GLOBAL COM 092501105 914 67,669 SH   DFND 01,16 0 0 67,669
BLACKROCK CREDIT COM 092508100 232 17,890 SH   DFND 01,16 0 0 17,890
BLACKROCK LONG TERM COM 09250B103 23 2,050 SH   DFND 01,16 0 0 2,050
BLACKROCK S&P QUALITY COM 09250D109 82 6,583 SH   DFND 01,16 0 0 6,583
BLACKROCK MUNICIPAL COM 09250G102 167 12,002 SH   DFND 01,16 0 0 12,002
BLACKROCK ENERGY COM 09250U101 265 10,589 SH   DFND 01,16 0 0 10,589
BLACKROCK ENHANCED COM 09251A104 712 93,526 SH   DFND 01,16 0 0 93,526
BLACKROCK INTERNATIONAL COM 092524107 41 5,514 SH   DFND 01,16 0 0 5,514
BLACKROCK KELSO CAPITAL CORP COM 092533108 525 55,743 SH   DFND 01,02 0 26,243 29,500
BLACKROCK KELSO CAPITAL CORP COM 092533108 320 33,946 SH   DFND 01,16 0 0 33,946
BLACKROCK MUNIHOLDINGS COM 09253N104 11 684 SH   DFND 01,16 0 0 684
BLACKROCK MUNIVEST COM 09253R105 34 3,349 SH   DFND 01,16 0 0 3,349
BLACKROCK MUNIVEST FUND COM 09253T101 8 538 SH   DFND 01,16 0 0 538
BLACKSTONE GROUP LP/THE LP 09253U108 2,060 97,794 SH   DFND 01,02 0 0 97,794
BLACKSTONE GROUP LP/THE LP 09253U108 3,548 168,486 SH   DFND 01,02,10 0 0 168,486
BLACKSTONE GROUP LP/THE LP 09253U108 199,417 9,464,402 SH   DFND 01,10 0 1,023,516 8,440,886
BLACKSTONE GROUP LP/THE LP 09253U108 108 5,115 SH   DFND 01,16 0 0 5,115
BLACKROCK MUNICIPAL COM 09253X102 27 1,872 SH   DFND 01,16 0 0 1,872
BLACKROCK MUNIENHANCED COM 09253Y100 62 5,409 SH   DFND 01,16 0 0 5,409
BLACKROCK REAL ASSET COM 09254B109 180 20,698 SH   DFND 01,16 0 0 20,698
BLACKROCK MUNIHOLDINGS COM 09254C107 7 524 SH   DFND 01,16 0 0 524
BLACKROCK MUNIYIELD COM 09254E103 69 4,965 SH   DFND 01,16 0 0 4,965
BLACKROCK MUNIASSETS COM 09254J102 24 1,882 SH   DFND 01,16 0 0 1,882
BLACKROCK MUNIHOLDINGS COM 09254P108 241 16,957 SH   DFND 01,16 0 0 16,957
BLACKROCK ENHANCED COM 09255K108 3 214 SH   DFND 01,16 0 0 214
BLACKROCK CORP HIGH COM 09255L106 12 1,600 SH   DFND 01,16 0 0 1,600
BLACKROCK CORP HIGH COM 09255M104 9 1,190 SH   DFND 01,16 0 0 1,190
BLACKROCK CORP HIGH COM 09255N102 197 16,130 SH   DFND 01,16 0 0 16,130
BLACKROCK CORP HIGH COM 09255P107 15 1,225 SH   DFND 01,16 0 0 1,225
BLACKROCK DEBT COM 09255R103 6 1,343 SH   DFND 01,16 0 0 1,343
BLACKROCK FLOATING RATE COM 09255X100 694 44,798 SH   DFND 01,16 0 0 44,798
BLACKROCK ENHANCED COM 09256A109 340 26,969 SH   DFND 01,16 0 0 26,969
BLACKSTONE/GSO SENIOR * COM 09256U105 280 13,988 SH   DFND 01,16 0 0 13,988
BLACKROCK RESOURCES & COM 09257A108 1,158 100,392 SH   DFND 01,16 0 0 100,392
BLACKROCK MUNICIPAL COM 09257P105 14 700 SH   DFND 01,16 0 0 700
BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 506 20,490 SH   DFND 01,02 0 0 20,490
BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 0 6 SH   DFND 01,16 0 0 6
BLDRS EMERGING MARKETS COM 09348R300 517 15,054 SH   DFND 01,16 0 0 15,054
H&R BLOCK INC COM 093671105 3,014 108,329 SH   DFND 01,02 0 54,569 53,760
H&R BLOCK INC COM 093671105 206 7,415 SH   DFND 01,03 0 7,415 0
H&R BLOCK INC COM 093671105 44 1,573 SH   DFND 01,16 0 0 1,573
BLOOMIN' BRANDS INC COM 094235108 9,122 366,660 SH   DFND 01,02 0 355,130 11,530
BLOUNT INTERNATIONAL INC COM 095180105 44 3,768 SH   DFND 01,02 0 3,768 0
BLUCORA INC COM 095229100 2,833 152,819 SH   DFND 01,02 0 3,345 149,474
BLUE NILE INC COM 09578R103 1,754 46,429 SH   DFND 01,02 0 1,212 45,217
BLUE NILE INC COM 09578R103 1 18 SH   DFND 01,16 0 0 18
BLUEBIRD BIO INC COM 09609G100 8,002 320,501 SH   DFND 01,02 0 308,487 12,014
BLUEBIRD BIO INC COM 09609G100 66 2,629 SH   DFND 01,03 0 2,629 0
BLUELINX HOLDINGS INC COM 09624H109 5 2,106 SH   DFND 01,02 0 2,106 0
BLYTH INC COM 09643P207 568 40,687 SH   DFND 01,02 0 2,150 38,537
BOARDWALK PIPELINE COM 096627104 126 4,175 SH   DFND 01,16 0 0 4,175
BOB EVANS FARMS COM 096761101 26,463 563,327 SH   DFND 01,02 0 138,757 424,570
BOC HONG KONG HLDS-SPONS ADR COM 096813209 50 811 SH   DFND 01,02 0 811 0
BODY CENTRAL CORP COM 09689U102 17 1,230 SH   DFND 01,02 0 1,230 0
BOEING CO/THE COM 097023105 253,075 2,470,435 SH   DFND 01,02 0 1,676,383 794,052
BOEING CO/THE COM 097023105 1,905 18,594 SH   DFND 01,03 0 18,594 0
BOEING CO/THE COM 097023105 117,905 1,152,437 SH   DFND 01,10 0 503 1,151,934
BOEING CO/THE COM 097023105 1,479 14,429 SH   DFND 01,16 0 0 14,429
BOINGO WIRELESS INC COM 09739C102 2,162 348,157 SH   DFND 01,02 0 1,157 347,000
BOISE CASCADE CO COM 09739D100 11,419 449,413 SH   DFND 01,02 0 40,343 409,070
BOISE CASCADE CO COM 09739D100 5,233 206,115 SH   DFND 01,10 0 0 206,115
BOISE INC COM 09746Y105 1,174 137,459 SH   DFND 01,02 0 137,459 0
BOLT TECHNOLOGY CORP COM 097698104 11 648 SH   DFND 01,02 0 648 0
BOLT TECHNOLOGY CORP COM 097698104 39 2,300 SH   DFND 01,16 0 0 2,300
BOMBARDIER INC-B COM 097751200 6 1,417 SH   DFND 01,02 0 1,417 0
BOMBARDIER INC-B COM 097751200 23 5,104 SH   DFND 01,16 0 0 5,104
BON-TON STORES INC/THE COM 09776J101 37 2,042 SH   DFND 01,02 0 2,042 0
BONA FILM GROUP LTD-SPON ADR COM 09777B107 1 285 SH   DFND 01,02 0 143 0
BONANZA CREEK ENERGY INC COM 097793103 3,527 99,452 SH   DFND 01,02 0 26,552 72,900
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 3 200 SH   DFND 01,02 0 200 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 5 300 SH   DFND 01,16 0 0 300
BORGWARNER INC COM 099724106 19,118 221,934 SH   DFND 01,02 0 20,391 201,543
BORGWARNER INC COM 099724106 271 3,147 SH   DFND 01,03 0 3,147 0
BORGWARNER INC COM 099724106 9 99 SH   DFND 01,16 0 0 99
BOSTON BEER COMPANY INC-A COM 100557107 6,674 39,109 SH   DFND 01,02 0 8,499 30,610
BOSTON BEER COMPANY INC-A COM 100557107 55 325 SH   DFND 01,16 0 0 325
BOSTON PRIVATE FINL HOLDING COM 101119105 3,149 295,961 SH   DFND 01,02 0 7,606 288,355
BOSTON PROPERTIES INC COM 101121101 15,531 147,106 SH   DFND 01,02 0 32,865 114,241
BOSTON PROPERTIES INC COM 101121101 436 4,131 SH   DFND 01,03 0 4,131 0
BOSTON PROPERTIES INC COM 101121101 212 2,010 SH   DFND 01,10 0 0 2,010
BOSTON PROPERTIES INC COM 101121101 23 219 SH   DFND 01,16 0 0 219
BOSTON SCIENTIFIC CORP COM 101137107 101,791 10,980,954 SH   DFND 01,02 0 2,067,368 8,913,586
BOSTON SCIENTIFIC CORP COM 101137107 341 36,741 SH   DFND 01,03 0 36,741 0
BOSTON SCIENTIFIC CORP COM 101137107 35 3,775 SH   DFND 01,16 0 0 3,775
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 8,495 335,910 SH   DFND 01,02 0 135,143 200,767
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 25 1,000 SH   DFND 01,16 0 0 1,000
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 3,289 3,000,000 PRN   DFND 01,02 0 0 3,000,000
BOULDER BRANDS INC COM 101405108 47 3,869 SH   DFND 01,02 0 3,869 0
BOULDER GROWTH & INCOME COM 101507101 364 48,869 SH   DFND 01,16 0 0 48,869
BOULDER TOTAL RETURN COM 101541100 30 1,399 SH   DFND 01,16 0 0 1,399
BOUNCE MOBILE SYSTEMS COM 101626109 0 4 SH   DFND 01,16 0 0 4
BOYD GAMING CORP COM 103304101 2,438 215,692 SH   DFND 01,02 0 9,714 205,978
BRADY CORPORATION - CL A COM 104674106 23,740 772,527 SH   DFND 01,02 0 0 772,527
BRADY CORPORATION - CL A COM 104674106 3 99 SH   DFND 01,16 0 0 99
BRAMBLES LTD-UNSPON ADR COM 105105100 118 6,874 SH   DFND 01,02 0 6,874 0
BRANDYWINE REALTY TRUST COM 105368203 28,970 2,142,813 SH   DFND 01,02 0 699,648 1,443,165
BRANDYWINE REALTY TRUST COM 105368203 4 261 SH   DFND 01,16 0 0 261
BRF SA-ADR COM 10552T107 68 3,148 SH   DFND 01,02 0 0 3,148
BRF SA-ADR COM 10552T107 24 1,101 SH   DFND 01,16 0 0 1,101
BRASKEM SA-SPON ADR COM 105532105 30 1,991 SH   DFND 01,02 0 0 1,991
BRASKEM SA-SPON ADR COM 105532105 0 16 SH   DFND 01,16 0 0 16
BRAVO BRANDS INC COM 105666101 0 5,914 SH   DFND 01,16 0 0 5,914
BRAVO BRIO RESTAURANT GROUP COM 10567B109 4,714 264,501 SH   DFND 01,02 0 1,491 263,010
BREITBURN ENERGY COM 106776107 474 25,974 SH   DFND 01,16 0 0 25,974
BRIDGE CAPITAL HOLDINGS COM 108030107 10 600 SH   DFND 01,02 0 600 0
BRIDGE BANCORP INC COM 108035106 15 629 SH   DFND 01,02 0 629 0
BRIDGEPOINT EDUCATION INC COM 10807M105 15 1,212 SH   DFND 01,02 0 1,212 0
BRIDGESTONE CORP-UNSPONS ADR COM 108441205 93 1,365 SH   DFND 01,02 0 1,365 0
BRIGGS & STRATTON COM 109043109 15,254 770,442 SH   DFND 01,02 0 574,273 196,169
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 26 739 SH   DFND 01,02 0 739 0
BRIGHTCOVE COM 10921T101 16 1,863 SH   DFND 01,02 0 1,863 0
BRINKER INTERNATIONAL INC COM 109641100 10,405 263,919 SH   DFND 01,02 0 21,780 242,139
BRINK'S CO/THE COM 109696104 14,696 576,057 SH   DFND 01,02 0 27,274 548,783
BRISTOL-MYERS SQUIBB CO COM 110122108 696,033 15,574,800 SH   DFND 01,02 0 8,396,537 7,178,263
BRISTOL-MYERS SQUIBB CO COM 110122108 2,034 45,515 SH   DFND 01,03 0 45,515 0
BRISTOL-MYERS SQUIBB CO COM 110122108 11,074 247,495 SH   DFND 01,16 0 0 247,495
BRISTOW GROUP INC COM 110394103 14,394 220,355 SH   DFND 01,02 0 19,505 200,850
BRITISH AMERICAN TOB-SP ADR COM 110448107 515 5,004 SH   DFND 01,02 0 0 5,004
BRITISH AMERICAN TOB-SP ADR COM 110448107 45 439 SH   DFND 01,16 0 0 439
BRITISH LAND CO PLC-SPON ADR COM 110828100 9 1,063 SH   DFND 01,02 0 1,063 0
BRITISH SKY BROADCAST-SP ADR COM 111013108 30 618 SH   DFND 01,02 0 0 618
BRITISH SKY BROADCAST-SP ADR COM 111013108 15 317 SH   DFND 01,16 0 0 317
BR MALLS PARTICIPA-SP ADR COM 111203105 0 5 SH   DFND 01,02 0 5 0
BROADCOM CORP-CL A COM 111320107 205,571 6,089,080 SH   DFND 01,02 0 495,747 5,593,333
BROADCOM CORP-CL A COM 111320107 483 14,307 SH   DFND 01,03 0 14,307 0
BROADCOM CORP-CL A COM 111320107 625 18,500 SH   DFND 01,10 0 0 18,500
BROADCOM CORP-CL A COM 111320107 175 5,179 SH   DFND 01,16 0 0 5,179
BROADSOFT INC COM 11133B409 33,731 1,222,142 SH   DFND 01,02 0 104,912 1,117,230
BROADSOFT INC COM 11133B409 99 3,600 SH   DFND 01,10 0 0 3,600
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 23,038 866,752 SH   DFND 01,02 0 4,950 861,802
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 6 216 SH   DFND 01,16 0 0 216
BROADWIND ENERGY INC COM 11161T207 1 210 SH   DFND 01,02 0 210 0
BROCADE COMMUNICATIONS SYS COM 111621306 1,604 278,356 SH   DFND 01,02 0 14,696 263,660
BROCADE COMMUNICATIONS SYS COM 111621306 13,493 2,346,577 SH   DFND 01,10 0 2,346,577 0
BROCADE COMMUNICATIONS SYS COM 111621306 2 265 SH   DFND 01,16 0 0 265
BROOKDALE SENIOR LIVING INC COM 112463104 49,051 1,855,206 SH   DFND 01,02 0 1,645,513 209,693
BROOKDALE SENIOR LIVING INC COM 112463104 160 6,033 SH   DFND 01,03 0 6,033 0
BROOKDALE SENIOR LIVING INC COM 112463104 70 2,850 SH   DFND 01,16 0 0 2,850
BROOKFIELD ASSET MANAGE-CL A COM 112585104 161 4,480 SH   DFND 01,02 0 4,480 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 19 539 SH   DFND 01,16 0 0 539
BROOKFIELD TOTAL RETURN COM 11283U108 72 2,992 SH   DFND 01,16 0 0 2,992
BROOKFIELD OFFICE PROPERTIES COM 112900105 2,812 168,597 SH   DFND 01,02 0 0 168,597
BROOKLINE BANCORP INC COM 11373M107 11,813 1,361,078 SH   DFND 01,02 0 1,106,589 254,489
BROOKS AUTOMATION INC COM 114340102 21,260 2,185,049 SH   DFND 01,02 0 5,410 2,179,639
BROWN & BROWN INC COM 115236101 15,242 472,787 SH   DFND 01,02 0 31,793 440,994
BROWN & BROWN INC COM 115236101 11,678 361,992 SH   DFND 01,10 0 0 361,992
BROWN-FORMAN CORP-CLASS A COM 115637100 486 7,168 SH   DFND 01,02 0 7,119 49
BROWN-FORMAN CORP-CLASS B COM 115637209 6,973 103,138 SH   DFND 01,02 0 0 103,138
BROWN-FORMAN CORP-CLASS B COM 115637209 279 4,128 SH   DFND 01,03 0 0 4,128
BROWN-FORMAN CORP-CLASS B COM 115637209 51 760 SH   DFND 01,16 0 0 760
BROWN SHOE COMPANY INC COM 115736100 10,059 467,172 SH   DFND 01,02 0 40,203 426,969
BROWNSHIRE HOLDINGS INC COM 116136102 0 80 SH   DFND 01,16 0 0 80
BRUKER CORP COM 116794108 7,404 458,455 SH   DFND 01,02 0 324,281 134,174
BRUNSWICK CORP COM 117043109 35,676 1,116,599 SH   DFND 01,02 0 353,351 763,248
BRUNSWICK CORP COM 117043109 79 2,460 SH   DFND 01,03 0 2,460 0
BRUNSWICK CORP COM 117043109 22 690 SH   DFND 01,16 0 0 690
BRYN MAWR BANK CORP COM 117665109 23,894 998,494 SH   DFND 01,02 0 802,596 195,898
BUCKEYE PARTNERS LTD COM 118230101 58 834 SH   DFND 01,16 0 0 834
BUCKEYE TECHNOLOGIES INC COM 118255108 14,184 382,917 SH   DFND 01,02 0 55,924 326,993
BUCKEYE TECHNOLOGIES INC COM 118255108 220 5,870 SH   DFND 01,16 0 0 5,870
BUCKLE INC/THE COM 118440106 20,855 400,904 SH   DFND 01,02 0 210,306 190,598
BUFFALO WILD WINGS INC COM 119848109 6,912 70,414 SH   DFND 01,02 0 2,006 68,408
BUFFALO WILD WINGS INC COM 119848109 7,534 76,748 SH   DFND 01,10 0 0 76,748
BUFFALO WILD WINGS INC COM 119848109 1 10 SH   DFND 01,16 0 0 10
BUILDERS FIRSTSOURCE INC COM 12008R107 20 3,324 SH   DFND 01,02 0 3,324 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1 85 SH   DFND 01,16 0 0 85
BUNZL PLC -SPONS ADR COM 120738406 13 132 SH   DFND 01,02 0 132 0
BURBERRY GROUP PLC-SPON ADR COM 12082W204 16 382 SH   DFND 01,02 0 382 0
BURGER KING WORLDWIDE INC COM 121220107 2 100 SH   DFND 01,16 0 0 100
C & F FINANCIAL CORP COM 12466Q104 32 576 SH   DFND 01,02 0 576 0
C&J ENERGY SERVICES INC COM 12467B304 21,260 1,097,575 SH   DFND 01,02 0 160,806 936,769
C&J ENERGY SERVICES INC COM 12467B304 2 105 SH   DFND 01,16 0 0 105
CAE INC COM 124765108 3 278 SH   DFND 01,02 0 278 0
CAI INTERNATIONAL INC COM 12477X106 7,595 322,260 SH   DFND 01,02 0 1,160 321,100
CBIZ INC COM 124805102 65 9,681 SH   DFND 01,02 0 9,681 0
CBL & ASSOCIATES PROPERTIES COM 124830100 11,096 517,639 SH   DFND 01,02 0 493,882 23,757
CBL & ASSOCIATES PROPERTIES COM 124830100 21 964 SH   DFND 01,16 0 0 964
CBL & ASSOCIATES PPTYS PRF 124830605 1 36 SH   DFND 01,16 0 0 36
CBS CORP-CLASS B NON VOTING COM 124857202 112,204 2,295,738 SH   DFND 01,02 0 0 2,295,738
CBS CORP-CLASS B NON VOTING COM 124857202 759 15,540 SH   DFND 01,03 0 0 15,540
CBS CORP-CLASS B NON VOTING COM 124857202 201,719 4,128,505 SH   DFND 01,10 0 0 4,128,505
CBS CORP-CLASS B NON VOTING COM 124857202 230 4,697 SH   DFND 01,16 0 0 4,697
CCFNB BANCORP INC PA COM 124880105 13 341 SH   DFND 01,16 0 0 341
CBOE HOLDINGS INC COM 12503M108 9,366 200,844 SH   DFND 01,02 0 18,846 181,998
CBRE CLARION GLBL REAL * COM 12504G100 775 86,035 SH   DFND 01,16 0 0 86,035
CBRE GROUP INC - A COM 12504L109 65,163 2,789,549 SH   DFND 01,02 0 782,045 2,007,504
CBRE GROUP INC - A COM 12504L109 196 8,410 SH   DFND 01,03 0 8,410 0
CBRE GROUP INC - A COM 12504L109 11,924 510,689 SH   DFND 01,10 0 510,689 0
CBRE GROUP INC - A COM 12504L109 49 2,098 SH   DFND 01,16 0 0 2,098
CDI CORP COM 125071100 740 52,279 SH   DFND 01,02 0 1,315 50,964
CDEX INC CL A NEW COM 12507E201 0 2 SH   DFND 01,16 0 0 2
CEC ENTERTAINMENT INC COM 125137109 23,276 567,162 SH   DFND 01,02 0 292,568 274,594
CECO ENVIRONMENTAL CORP COM 125141101 8 633 SH   DFND 01,02 0 633 0
CDW CORP/DE COM 12514G108 7,429 399,000 SH   DFND 01,02 0 49,118 349,882
CF INDUSTRIES HOLDINGS INC COM 125269100 178,378 1,040,120 SH   DFND 01,02 0 205,075 835,045
CF INDUSTRIES HOLDINGS INC COM 125269100 2,457 14,324 SH   DFND 01,02,10 0 0 14,324
CF INDUSTRIES HOLDINGS INC COM 125269100 282 1,648 SH   DFND 01,03 0 1,648 0
CF INDUSTRIES HOLDINGS INC COM 125269100 21,288 123,956 SH   DFND 01,10 0 46,847 77,109
CF INDUSTRIES HOLDINGS INC COM 125269100 44 254 SH   DFND 01,16 0 0 254
CGG-SP ADR COM 12531Q105 78 3,573 SH   DFND 01,02 0 0 3,573
CH ENERGY GROUP INC COM 12541M102 258 3,977 SH   DFND 01,02 0 3,977 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 10,584 187,971 SH   DFND 01,02 0 23,822 164,149
C.H. ROBINSON WORLDWIDE INC COM 12541W209 246 4,373 SH   DFND 01,03 0 4,373 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 32 566 SH   DFND 01,16 0 0 566
CIFC CORP COM 12547R105 9 1,232 SH   DFND 01,02 0 1,232 0
CIGNA CORP COM 125509109 193,975 2,675,931 SH   DFND 01,02 0 1,669,898 1,006,033
CIGNA CORP COM 125509109 798 11,003 SH   DFND 01,03 0 11,003 0
CIGNA CORP COM 125509109 1,002 13,816 SH   DFND 01,10 0 0 13,816
CIGNA CORP COM 125509109 37 508 SH   DFND 01,16 0 0 508
CIT GROUP INC COM 125581801 141,456 3,033,553 SH   DFND 01,02 0 518,995 2,514,558
CIT GROUP INC COM 125581801 47,154 1,012,525 SH   DFND 01,10 0 293,147 719,378
CIT GROUP INC COM 125581801 6 125 SH   DFND 01,16 0 0 125
CLECO CORPORATION COM 12561W105 10,109 217,782 SH   DFND 01,02 0 48,043 169,739
CLECO CORPORATION COM 12561W105 21 457 SH   DFND 01,16 0 0 457
CME GROUP INC COM 12572Q105 103,826 1,366,539 SH   DFND 01,02 0 1,253,813 112,726
CME GROUP INC COM 12572Q105 636 8,367 SH   DFND 01,03 0 8,367 0
CME GROUP INC COM 12572Q105 10,182 134,110 SH   DFND 01,10 0 134,110 0
CME GROUP INC COM 12572Q105 75 993 SH   DFND 01,16 0 0 993
CMS ENERGY CORP COM 125896100 87,828 3,232,554 SH   DFND 01,02 0 2,107,302 1,125,252
CMS ENERGY CORP COM 125896100 197 7,235 SH   DFND 01,03 0 7,235 0
CMS ENERGY CORP COM 125896100 36 1,324 SH   DFND 01,16 0 0 1,324
CSS INDUSTRIES INC COM 125906107 21 838 SH   DFND 01,02 0 838 0
CP POKPHAND-SPONS ADR COM 125918201 0 10 SH   DFND 01,02 0 10 0
CPI AEROSTRUCTURES INC COM 125919308 0 10 SH   DFND 01,02 0 10 0
CNA FINANCIAL CORP COM 126117100 3,918 120,107 SH   DFND 01,02 0 120,107 0
CNB FINANCIAL CORP/PA COM 126128107 13 780 SH   DFND 01,02 0 780 0
CNB FINANCIAL CORP/PA COM 126128107 8 495 SH   DFND 01,16 0 0 495
CNOOC LTD-ADR COM 126132109 198 1,163 SH   DFND 01,02 0 0 1,163
CNOOC LTD-ADR COM 126132109 98 584 SH   DFND 01,10 0 0 584
CNOOC LTD-ADR COM 126132109 77 459 SH   DFND 01,16 0 0 459
CPFL ENERGIA SA-ADR COM 126153105 49 2,675 SH   DFND 01,02 0 2,675 0
CPFL ENERGIA SA-ADR COM 126153105 6,904 377,500 SH   DFND 01,10 0 0 377,500
CPFL ENERGIA SA-ADR COM 126153105 21 1,155 SH   DFND 01,16 0 0 1,155
CRA INTERNATIONAL INC COM 12618T105 17 894 SH   DFND 01,02 0 894 0
CNO FINANCIAL GROUP INC COM 12621E103 36,736 2,834,384 SH   DFND 01,02 0 962,950 1,871,434
CNO FINANCIAL GROUP INC COM 12621E103 2 159 SH   DFND 01,16 0 0 159
CRH PLC-SPONSORED ADR COM 12626K203 97 4,779 SH   DFND 01,02 0 4,779 0
CRH PLC-SPONSORED ADR COM 12626K203 1 50 SH   DFND 01,16 0 0 50
CSG SYSTEMS INTL INC COM 126349109 7,848 361,637 SH   DFND 01,02 0 3,055 358,582
CSG SYSTEMS INTL INC COM 126349109 59 2,704 SH   DFND 01,16 0 0 2,704
CSL LTD-UNSPON ADR COM 12637N105 122 4,343 SH   DFND 01,02 0 4,343 0
CSX CORP COM 126408103 176,741 7,621,459 SH   DFND 01,02 0 4,085,609 3,535,850
CSX CORP COM 126408103 648 27,958 SH   DFND 01,03 0 27,958 0
CSX CORP COM 126408103 38,902 1,678,997 SH   DFND 01,10 0 6,968 1,672,029
CSX CORP COM 126408103 7,264 313,700 SH   DFND 01,16 0 0 313,700
CSR PLC-ADR-W/I COM 12640Y205 1 20 SH   DFND 01,02 0 20 0
CTC MEDIA INC COM 12642X106 3 230 SH   DFND 01,02 0 230 0
CTC MEDIA INC COM 12642X106 6 500 SH   DFND 01,16 0 0 500
CST BRANDS INC COM 12646R105 15,109 490,406 SH   DFND 01,02 0 221,803 268,603
CST BRANDS INC COM 12646R105 39 1,280 SH   DFND 01,10 0 0 1,280
CST BRANDS INC COM 12646R105 67 2,179 SH   DFND 01,16 0 0 2,179
CTS CORP COM 126501105 12,734 933,467 SH   DFND 01,02 0 570,344 363,123
CU BANCORP COM 126534106 9 586 SH   DFND 01,02 0 586 0
CVB FINANCIAL CORP COM 126600105 3,962 336,894 SH   DFND 01,02 0 15,335 321,559
CVR ENERGY INC COM 12662P108 869 17,863 SH   DFND 01,02 0 5,063 12,800
CVR ENERGY INC COM 12662P108 1 24 SH   DFND 01,16 0 0 24
CVR PARTNERS COM 126633106 2 100 SH   DFND 01,16 0 0 100
CVS CAREMARK CORP COM 126650100 350,905 6,136,794 SH   DFND 01,02 0 2,652,895 3,483,899
CVS CAREMARK CORP COM 126650100 2,181 38,131 SH   DFND 01,03 0 38,131 0
CVS CAREMARK CORP COM 126650100 113,590 1,987,230 SH   DFND 01,10 0 1,749 1,985,481
CVS CAREMARK CORP COM 126650100 2,282 39,918 SH   DFND 01,16 0 0 39,918
CYS INVESTMENTS INC COM 12673A108 104 11,344 SH   DFND 01,02 0 11,344 0
CA INC COM 12673P105 101,865 3,557,980 SH   DFND 01,02 0 607,110 2,950,870
CA INC COM 12673P105 258 9,019 SH   DFND 01,03 0 9,019 0
CA INC COM 12673P105 7,406 259,215 SH   DFND 01,10 0 259,215 0
CA INC COM 12673P105 81 2,815 SH   DFND 01,16 0 0 2,815
CABCO SER 2004-102 PRF 12679R204 14 600 SH   DFND 01,16 0 0 600
CABELA'S INC COM 126804301 28,074 433,503 SH   DFND 01,02 0 122,733 310,770
CABELA'S INC COM 126804301 56 872 SH   DFND 01,16 0 0 872
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 1,195 71,073 SH   DFND 01,02 0 28,362 42,711
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 99 5,892 SH   DFND 01,03 0 5,892 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 16 945 SH   DFND 01,16 0 0 945
CVR ENERGY ESCROW COM 126ESC904 0 11,473 SH   DFND 01,02 0 0 11,473
CABOT CORP COM 127055101 4,741 126,676 SH   DFND 01,02 0 1,587 125,089
CABOT CORP COM 127055101 4 98 SH   DFND 01,16 0 0 98
CABOT OIL & GAS CORP COM 127097103 104,919 1,477,330 SH   DFND 01,02 0 630,663 846,667
CABOT OIL & GAS CORP COM 127097103 417 5,867 SH   DFND 01,03 0 5,867 0
CABOT OIL & GAS CORP COM 127097103 100 1,403 SH   DFND 01,16 0 0 1,403
CABOT MICROELECTRONICS CORP COM 12709P103 2,840 86,038 SH   DFND 01,02 0 1,491 84,547
CACI INTERNATIONAL INC -CL A COM 127190304 16,291 256,605 SH   DFND 01,02 0 29,476 227,129
CACI INTERNATIONAL INC -CL A COM 127190304 8 131 SH   DFND 01,16 0 0 131
CADENCE DESIGN SYS INC COM 127387108 15,672 1,082,392 SH   DFND 01,02 0 70,168 1,012,224
CADENCE DESIGN SYS INC COM 127387108 21 1,460 SH   DFND 01,16 0 0 1,460
CADENCE PHARMACEUTICALS INC COM 12738T100 29 4,255 SH   DFND 01,02 0 4,255 0
CAESARS ENTERTAINMENT CORP COM 127686103 36 2,564 SH   DFND 01,02 0 2,564 0
CAIRN ENERGY PLC-UNSPON ADR COM 12776P200 3 326 SH   DFND 01,02 0 326 0
CAL DIVE INTERNATIONAL INC COM 12802T101 14 7,734 SH   DFND 01,02 0 7,734 0
CAL-MAINE FOODS INC COM 128030202 3,513 75,542 SH   DFND 01,02 0 17,465 58,077
CALAMOS CONVERTIBLE COM 128117108 199 15,758 SH   DFND 01,16 0 0 15,758
CALAMOS GLOBAL DYNAMIC * COM 12811L107 8 1,000 SH   DFND 01,16 0 0 1,000
CALAMOS CONVERTIBLE & COM 12811P108 651 52,690 SH   DFND 01,16 0 0 52,690
CALAMOS ASSET MANAGEMENT-A COM 12811R104 838 79,803 SH   DFND 01,02 0 5,151 74,652
CALAMOS ASSET MANAGEMENT-A COM 12811R104 21 2,000 SH   DFND 01,16 0 0 2,000
CALAMOS STRATEGIC TOTAL COM 128125101 469 46,232 SH   DFND 01,16 0 0 46,232
CALAMP CORP COM 128126109 4,025 275,670 SH   DFND 01,02 0 72,487 203,183
CALAVO GROWERS INC COM 128246105 1,276 46,914 SH   DFND 01,02 0 797 46,117
CALGON CARBON CORP COM 129603106 5,846 350,406 SH   DFND 01,02 0 38,070 312,336
CALIFORNIA FIRST NATL BANCOR COM 130222102 6 395 SH   DFND 01,02 0 395 0
CALIFORNIA WATER SERVICE GRP COM 130788102 74 3,815 SH   DFND 01,02 0 3,815 0
CALIFORNIA WATER SERVICE GRP COM 130788102 4 200 SH   DFND 01,16 0 0 200
CALIX INC COM 13100M509 22,420 2,219,774 SH   DFND 01,02 0 235,434 1,984,340
CALLAWAY GOLF COMPANY COM 131193104 11,025 1,675,529 SH   DFND 01,02 0 1,000,790 674,739
CALLAWAY GOLF COMPANY COM 131193104 0 12 SH   DFND 01,16 0 0 12
CALLIDUS SOFTWARE INC COM 13123E500 15 2,341 SH   DFND 01,02 0 2,341 0
CALLON PETROLEUM CO COM 13123X102 15 4,615 SH   DFND 01,02 0 4,615 0
CALPINE CORP COM 131347304 31,614 1,489,091 SH   DFND 01,02 0 195,091 1,294,000
CALPINE CORP COM 131347304 7 339 SH   DFND 01,16 0 0 339
CALUMET SPECIALTY COM 131476103 557 15,303 SH   DFND 01,16 0 0 15,303
CALYPSO WIRELESS INC COM 131720104 0 25 SH   DFND 01,16 0 0 25
CAMBRIDGE HEART INC COM 131910101 0 2,000 SH   DFND 01,16 0 0 2,000
CALPINE CORP ESCROW 4 COM 131ESC9C1 0 29,236,000 SH   DFND 01,02 0 0 29,236,000
CAMBREX CORP COM 132011107 1,815 129,884 SH   DFND 01,02 0 15,826 114,058
CAMBREX CORP COM 132011107 27 1,909 SH   DFND 01,16 0 0 1,909
CAMDEN NATIONAL CORP COM 133034108 24 671 SH   DFND 01,02 0 671 0
CAMDEN NATIONAL CORP COM 133034108 59 1,670 SH   DFND 01,16 0 0 1,670
CAMDEN PROPERTY TRUST COM 133131102 16,440 237,731 SH   DFND 01,02 0 12,048 225,683
CAMDEN PROPERTY TRUST COM 133131102 252 3,647 SH   DFND 01,16 0 0 3,647
CAMECO CORP COM 13321L108 7,122 344,559 SH   DFND 01,02 0 91,254 253,305
CAMECO CORP COM 13321L108 5 236 SH   DFND 01,16 0 0 236
CAMELOT INFORMATION SYS-ADS COM 13322V105 0 1 SH   DFND 01,02 0 4 0
CAMERON INTERNATIONAL CORP COM 13342B105 231,624 3,787,113 SH   DFND 01,02 0 1,583,290 2,203,823
CAMERON INTERNATIONAL CORP COM 13342B105 422 6,911 SH   DFND 01,03 0 6,911 0
CAMERON INTERNATIONAL CORP COM 13342B105 22,487 367,659 SH   DFND 01,10 0 0 367,659
CAMERON INTERNATIONAL CORP COM 13342B105 42 679 SH   DFND 01,16 0 0 679
CAMPBELL SOUP CO COM 134429109 92,376 2,062,479 SH   DFND 01,02 0 153,755 1,908,724
CAMPBELL SOUP CO COM 134429109 218 4,859 SH   DFND 01,03 0 4,859 0
CAMPBELL SOUP CO COM 134429109 218 4,864 SH   DFND 01,16 0 0 4,864
CAMPUS CREST COMMUNITIES INC COM 13466Y105 46 4,024 SH   DFND 01,02 0 4,024 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 0 26 SH   DFND 01,16 0 0 26
CAN IMPERIAL BK OF COMMERCE COM 136069101 31 444 SH   DFND 01,02 0 444 0
CANADIAN NATL RAILWAY CO COM 136375102 8,954 92,043 SH   DFND 01,02 0 1,217 90,826
CANADIAN NATL RAILWAY CO COM 136375102 103 1,057 SH   DFND 01,16 0 0 1,057
CANADIAN NATURAL RESOURCES COM 136385101 12,052 426,454 SH   DFND 01,02 0 175,232 251,222
CANADIAN NATURAL RESOURCES COM 136385101 1,728 61,149 SH   DFND 01,10 0 0 61,149
CANADIAN NATURAL RESOURCES COM 136385101 78 2,747 SH   DFND 01,16 0 0 2,747
CANADIAN OIL SANDS LTD COM 13643E105 36 1,949 SH   DFND 01,16 0 0 1,949
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 110,407 909,601 SH   DFND 01,02 0 143,953 765,648
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 34 280 SH   DFND 01,16 0 0 280
CANON INC-SPONS ADR COM 138006309 157 4,753 SH   DFND 01,02 0 0 4,753
CANON INC-SPONS ADR COM 138006309 3 101 SH   DFND 01,16 0 0 101
CANTEL MEDICAL CORP COM 138098108 2,964 87,535 SH   DFND 01,02 0 8,638 78,897
CANTEL MEDICAL CORP COM 138098108 6 190 SH   DFND 01,16 0 0 190
CAPGEMINI SA - UNSPONSOR ADR COM 139098107 35 1,429 SH   DFND 01,02 0 1,429 0
CAPE BANCORP INC COM 139209100 1 140 SH   DFND 01,02 0 140 0
CAPELLA EDUCATION CO COM 139594105 3,043 73,067 SH   DFND 01,02 0 19,359 53,708
CAPELLA EDUCATION CO COM 139594105 0 12 SH   DFND 01,16 0 0 12
CAPITAL CITY BANK GROUP INC COM 139674105 9 788 SH   DFND 01,02 0 788 0
CAPITAL BANK FINANCIAL-CL A COM 139794101 30 1,608 SH   DFND 01,02 0 1,608 0
CAPLEASE INC COM 140288101 107 12,548 SH   DFND 01,02 0 12,548 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 81,621 1,299,484 SH   DFND 01,02 0 310,512 988,972
CAPITAL ONE FINANCIAL CORP COM 14040H105 999 15,910 SH   DFND 01,03 0 15,910 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 164,003 2,611,485 SH   DFND 01,10 0 585,893 2,025,592
CAPITAL ONE FINANCIAL CORP COM 14040H105 943 15,020 SH   DFND 01,16 0 0 15,020
CAPITAL SENIOR LIVING CORP COM 140475104 92 3,846 SH   DFND 01,02 0 3,846 0
CAPITAL SOUTHWEST CORP COM 140501107 4,422 32,084 SH   DFND 01,02 0 630 31,454
CAPITALAND LTD-SPON ADR COM 140547100 6 1,310 SH   DFND 01,02 0 1,310 0
CAPITALSOURCE INC COM 14055X102 5,554 591,990 SH   DFND 01,02 0 144,370 447,620
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 256 21,090 SH   DFND 01,02 0 20,730 360
CAPSTONE TURBINE CORP COM 14067D102 34 28,815 SH   DFND 01,02 0 28,815 0
CAPSTEAD MORTGAGE CORP COM 14067E506 83 6,882 SH   DFND 01,02 0 6,882 0
CAPSTEAD MORTGAGE CORP COM 14067E506 76 6,402 SH   DFND 01,16 0 0 6,402
CARBO CERAMICS INC COM 140781105 4,695 69,625 SH   DFND 01,02 0 28,611 41,014
CARBONITE INC COM 141337105 9 795 SH   DFND 01,02 0 795 0
CARDINAL FINANCIAL CORP COM 14149F109 34 2,287 SH   DFND 01,02 0 2,287 0
CARDINAL HEALTH INC COM 14149Y108 240,614 5,097,360 SH   DFND 01,02 0 3,592,857 1,504,503
CARDINAL HEALTH INC COM 14149Y108 788 16,690 SH   DFND 01,03 0 16,690 0
CARDINAL HEALTH INC COM 14149Y108 1,460 30,942 SH   DFND 01,10 0 0 30,942
CARDINAL HEALTH INC COM 14149Y108 145 3,075 SH   DFND 01,16 0 0 3,075
CARDIOVASCULAR SYSTEMS INC COM 141619106 1,566 73,841 SH   DFND 01,02 0 43,941 29,900
CARDTRONICS INC COM 14161H108 13,261 480,486 SH   DFND 01,02 0 306,868 173,618
CARDTRONICS INC COM 14161H108 19 688 SH   DFND 01,16 0 0 688
CAREER EDUCATION CORP COM 141665109 550 189,578 SH   DFND 01,02 0 3,740 185,838
CAREFUSION CORP COM 14170T101 22,147 601,042 SH   DFND 01,02 0 52,967 548,075
CAREFUSION CORP COM 14170T101 221 5,988 SH   DFND 01,03 0 5,988 0
CAREFUSION CORP COM 14170T101 3 87 SH   DFND 01,16 0 0 87
CARLISLE COS INC COM 142339100 41,586 667,412 SH   DFND 01,02 0 73,793 593,619
CARLISLE COS INC COM 142339100 15 240 SH   DFND 01,16 0 0 240
CARLSBERG AS-B-SPON ADR COM 142795202 37 2,047 SH   DFND 01,02 0 2,047 0
CARLSBERG AS-B-SPON ADR COM 142795202 0 22 SH   DFND 01,16 0 0 22
CARLYLE GROUP LTD COM 14309L102 21 800 SH   DFND 01,16 0 0 800
CARMAX INC COM 143130102 3,810 82,539 SH   DFND 01,02 0 38,005 44,534
CARMAX INC COM 143130102 282 6,113 SH   DFND 01,03 0 6,113 0
CARMAX INC COM 143130102 6 122 SH   DFND 01,16 0 0 122
CARMIKE CINEMAS INC COM 143436400 23 1,142 SH   DFND 01,02 0 1,142 0
CARNIVAL CORP COM 143658300 5,749 167,697 SH   DFND 01,02 0 79,898 87,799
CARNIVAL CORP COM 143658300 415 12,089 SH   DFND 01,03 0 12,089 0
CARNIVAL CORP COM 143658300 524 15,279 SH   DFND 01,16 0 0 15,279
CARNIVAL PLC-ADR COM 14365C103 2,734 77,987 SH   DFND 01,02 0 1,523 76,464
CARRIAGE SERVICES INC COM 143905107 17 979 SH   DFND 01,02 0 979 0
CARRIAGE SERVICES INC COM 143905107 83 4,922 SH   DFND 01,16 0 0 4,922
CARPENTER TECHNOLOGY COM 144285103 4,235 93,972 SH   DFND 01,02 0 1,620 92,352
CARPENTER TECHNOLOGY COM 144285103 165 3,664 SH   DFND 01,16 0 0 3,664
CARREFOUR SA-SP ADR COM 144430204 63 11,363 SH   DFND 01,02 0 11,363 0
CARREFOUR SA-SP ADR COM 144430204 4 694 SH   DFND 01,16 0 0 694
CARRIZO OIL & GAS INC COM 144577103 21,901 773,106 SH   DFND 01,02 0 552,586 220,520
CARRIZO OIL & GAS INC COM 144577103 3 100 SH   DFND 01,16 0 0 100
CARROLS RESTAURANT GROUP INC COM 14574X104 11 1,575 SH   DFND 01,02 0 1,575 0
CARTER'S INC COM 146229109 9,766 131,843 SH   DFND 01,02 0 15,561 116,282
CASCADE BANCORP COM 147154207 3 501 SH   DFND 01,02 0 501 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 1,594 369,878 SH   DFND 01,02 0 2,858 367,020
CASEYS GENERAL STORES INC COM 147528103 24,949 414,666 SH   DFND 01,02 0 69,489 345,177
CASEYS GENERAL STORES INC COM 147528103 168 2,790 SH   DFND 01,16 0 0 2,790
CASH AMERICA INTL INC COM 14754D100 46,277 1,017,987 SH   DFND 01,02 0 636,048 381,939
CASH AMERICA INTL INC COM 14754D100 3 64 SH   DFND 01,16 0 0 64
CASS INFORMATION SYSTEMS INC COM 14808P109 56 1,207 SH   DFND 01,02 0 1,207 0
CASTLE (A.M.) & CO COM 148411101 994 63,070 SH   DFND 01,02 0 1,844 61,226
CATAMARAN CORP COM 148887102 39,400 808,692 SH   DFND 01,02 0 499,535 309,157
CATAMARAN CORP COM 148887102 5 105 SH   DFND 01,03 0 105 0
CATAMARAN CORP COM 148887102 4 78 SH   DFND 01,16 0 0 78
CATHAY PAC AIRWAYS-SPONS ADR COM 148906308 2 230 SH   DFND 01,02 0 0 230
CATERPILLAR INC COM 149123101 120,173 1,456,838 SH   DFND 01,02 0 633,893 822,945
CATERPILLAR INC COM 149123101 1,554 18,833 SH   DFND 01,03 0 18,833 0
CATERPILLAR INC COM 149123101 327 3,962 SH   DFND 01,10 0 0 3,962
CATERPILLAR INC COM 149123101 2,836 34,372 SH   DFND 01,16 0 0 34,372
CATHAY GENERAL BANCORP COM 149150104 7,045 346,203 SH   DFND 01,02 0 19,748 326,455
CATHAY GENERAL BANCORP COM 149150104 0 24 SH   DFND 01,16 0 0 24
CATO CORP-CLASS A COM 149205106 8,374 335,516 SH   DFND 01,02 0 96,935 238,581
CATSKILL LITIGATION TR COM 149353104 0 200 SH   DFND 01,16 0 0 200
CAVCO INDUSTRIES INC COM 149568107 11,251 222,999 SH   DFND 01,02 0 121,999 101,000
CAVIUM INC COM 14964U108 4,330 122,417 SH   DFND 01,02 0 6,647 115,770
CAVIUM INC COM 14964U108 3 90 SH   DFND 01,16 0 0 90
CBEYOND INC COM 149847105 7,275 927,942 SH   DFND 01,02 0 817,160 110,782
CBEYOND INC COM 149847105 0 54 SH   DFND 01,16 0 0 54
CEDAR FAIR COM 150185106 453 10,942 SH   DFND 01,16 0 0 10,942
CEDAR REALTY TRUST INC COM 150602209 1,184 228,598 SH   DFND 01,02 0 28,182 200,416
CEDAR REALTY TRUST INC COM 150602209 14 2,634 SH   DFND 01,16 0 0 2,634
CELADON GROUP INC COM 150838100 46 2,492 SH   DFND 01,02 0 2,492 0
CELANESE CORP-SERIES A COM 150870103 91,735 2,047,620 SH   DFND 01,02 0 1,171,221 876,399
CELANESE CORP-SERIES A COM 150870103 90 2,003 SH   DFND 01,03 0 2,003 0
CELANESE CORP-SERIES A COM 150870103 385 8,583 SH   DFND 01,10 0 0 8,583
CELANESE CORP-SERIES A COM 150870103 1 18 SH   DFND 01,16 0 0 18
CELL THERAPEUTICS INC COM 150934883 7 7,021 SH   DFND 01,02 0 7,021 0
CELESIO AG-UNSPONSORED ADR COM 15100H109 0 57 SH   DFND 01,02 0 57 0
CELESTICA INC COM 15101Q108 18,623 1,970,627 SH   DFND 01,02 0 0 1,970,627
CELGENE CORP COM 151020104 647,780 5,540,542 SH   DFND 01,02 0 4,466,847 1,073,695
CELGENE CORP COM 151020104 7,702 65,878 SH   DFND 01,03 0 65,878 0
CELGENE CORP COM 151020104 755 6,458 SH   DFND 01,10 0 0 6,458
CELGENE CORP COM 151020104 1,057 9,037 SH   DFND 01,16 0 0 9,037
CELGENE CORP-RTS WT 151020112 13 1,760 SH   DFND 01,02 0 0 1,760
CELLDEX THERAPEUTICS INC COM 15117B103 1,128 72,236 SH   DFND 01,02 0 66,956 5,280
CELLDEX THERAPEUTICS INC COM 15117B103 94 6,000 SH   DFND 01,16 0 0 6,000
CELSION CORP NEW COM 15117N305 1 500 SH   DFND 01,16 0 0 500
CEMENTOS PACASMAYO SAA - ADR COM 15126Q109 4 280 SH   DFND 01,02 0 280 0
CEMENTOS PACASMAYO SAA - ADR COM 15126Q109 9,500 771,074 SH   DFND 01,10 0 590,000 181,074
CEMEX SAB-SPONS ADR PART CER COM 151290889 8,208 775,875 SH   DFND 01,02 0 0 775,875
CEMEX SAB-SPONS ADR PART CER COM 151290889 4,563 431,304 SH   DFND 01,02,10 0 0 431,304
CEMEX SAB-SPONS ADR PART CER COM 151290889 43,464 4,111,945 SH   DFND 01,10 0 0 4,111,945
CEMEX SAB-SPONS ADR PART CER COM 151290889 24 2,289 SH   DFND 01,16 0 0 2,289
CEMEX SAB DE CV CONV BND 151290AV5 13,765 12,035,000 PRN   DFND 01,02 0 0 12,035,000
CEMEX SAB DE CV CONV BND 151290BC6 27,337 22,191,000 PRN   DFND 01,02 0 0 22,191,000
CEMPRA INC COM 15130J109 7 924 SH   DFND 01,02 0 924 0
CENCOSUD SA - ADR COM 15132H101 10 700 SH   DFND 01,02 0 700 0
CENTENE CORP COM 15135B101 27,769 529,338 SH   DFND 01,02 0 317,334 212,004
CENTENE CORP COM 15135B101 9,946 189,736 SH   DFND 01,10 0 0 189,736
CENOVUS ENERGY INC COM 15135U109 168 5,854 SH   DFND 01,02 0 5,472 382
CENOVUS ENERGY INC COM 15135U109 13 452 SH   DFND 01,16 0 0 452
CENTER BANCORP INC COM 151408101 9 734 SH   DFND 01,02 0 734 0
CENTERPOINT ENERGY INC COM 15189T107 3,185 135,584 SH   DFND 01,02 0 50,981 84,603
CENTERPOINT ENERGY INC COM 15189T107 274 11,672 SH   DFND 01,03 0 11,672 0
CENTERPOINT ENERGY INC COM 15189T107 189 8,037 SH   DFND 01,16 0 0 8,037
CENTERPOINT ENERGY INC CONV PRF 15189T206 11,588 243,300 SH   DFND 01,02 0 0 243,300
CENTERSTATE BANKS INC COM 15201P109 2,450 282,183 SH   DFND 01,02 0 196,519 85,664
CENTRAIS ELEC BRAS-ADR PREF COM 15234Q108 1 227 SH   DFND 01,02 0 0 227
CENTRAIS ELETRICAS BR-SP ADR COM 15234Q207 1 600 SH   DFND 01,02 0 600 0
CENTRAIS ELETRICAS BR-SP ADR COM 15234Q207 1 400 SH   DFND 01,16 0 0 400
CENTRAL FUND CANADA LTD-A COM 153501101 1,178 86,601 SH   DFND 01,02 0 86,601 0
CENTRAL FUND CANADA LTD-A COM 153501101 257 18,920 SH   DFND 01,16 0 0 18,920
CENTRAL GARDEN AND PET CO-A COM 153527205 1,089 157,815 SH   DFND 01,02 0 0 157,815
CENTRAL JAPAN RAI-UNSPON ADR COM 153766100 61 4,953 SH   DFND 01,02 0 4,953 0
CENTRAL PACIFIC FINANCIAL CO COM 154760409 463 25,791 SH   DFND 01,02 0 6,891 18,900
CENTRAL SECURITIES CORP COM 155123102 437 20,701 SH   DFND 01,16 0 0 20,701
CENTRICA PLC-SP ADR COM 15639K300 128 5,830 SH   DFND 01,02 0 5,830 0
CENTURY ALUMINUM COMPANY COM 156431108 1,857 200,086 SH   DFND 01,02 0 12,432 187,654
CENTURY BANCORP INC -CL A COM 156432106 7 212 SH   DFND 01,02 0 0 212
CENTURYLINK INC COM 156700106 186,183 5,266,837 SH   DFND 01,02 0 434,345 4,832,492
CENTURYLINK INC COM 156700106 679 19,205 SH   DFND 01,03 0 19,205 0
CENTURYLINK INC COM 156700106 1,190 33,671 SH   DFND 01,16 0 0 33,671
CEPHEID INC COM 15670R107 10,416 302,613 SH   DFND 01,02 0 11,613 291,000
CEPHEID INC COM 15670R107 14 403 SH   DFND 01,16 0 0 403
CENVEO INC COM 15670S105 1,776 833,588 SH   DFND 01,02 0 96,729 736,859
CENVEO INC COM 15670S105 2 1,126 SH   DFND 01,16 0 0 1,126
CENVEO CORP CONV BND 15671BAJ0 177 200,000 PRN   DFND 01,02 0 0 200,000
CERES INC COM 156773103 0 80 SH   DFND 01,02 0 80 0
CERNER CORP COM 156782104 68,616 714,090 SH   DFND 01,02 0 223,254 490,836
CERNER CORP COM 156782104 386 4,023 SH   DFND 01,03 0 4,023 0
CERNER CORP COM 156782104 751 7,806 SH   DFND 01,16 0 0 7,806
CERUS CORP COM 157085101 6,642 1,502,609 SH   DFND 01,02 0 1,444,449 58,160
CERUS CORP COM 157085101 53 12,089 SH   DFND 01,03 0 12,089 0
CEVA INC COM 157210105 3,687 190,439 SH   DFND 01,02 0 1,680 188,759
CHAMBERS STREET PROPERTIES COM 157842105 2,152 215,168 SH   DFND 01,02 0 15,518 199,650
CHAMBERS STREET PROPERTIES COM 157842105 631 60,796 SH   DFND 01,16 0 0 60,796
CHANGYOU.COM LTD-ADR COM 15911M107 6 213 SH   DFND 01,02 0 213 0
CHANNELADVISOR CORP COM 159179100 840 53,377 SH   DFND 01,02 0 53,377 0
CHARLES RIVER LABORATORIES COM 159864107 5,312 129,441 SH   DFND 01,02 0 4,183 125,258
CHARLES RIVER LABORATORIES COM 159864107 6,635 161,784 SH   DFND 01,10 0 0 161,784
CHARLES RIVER LABORATORIES COM 159864107 2 41 SH   DFND 01,16 0 0 41
CHARM COMMUNICATIONS INC-ADR COM 16112R101 0 10 SH   DFND 01,02 0 10 0
CHART INDUSTRIES INC COM 16115Q308 12,160 129,247 SH   DFND 01,02 0 104,222 25,025
CHART INDUSTRIES INC COM 16115Q308 11 120 SH   DFND 01,16 0 0 120
CHARTER COMMUNICATIONS COM 16117M107 0 100 SH   DFND 01,16 0 0 100
CHARTER COMMUNICATION-A COM 16117M305 53,308 430,417 SH   DFND 01,02 0 353,082 77,335
CHARTER COMMUNICATION-A COM 16117M305 135 1,093 SH   DFND 01,03 0 1,093 0
CHARTER COMMUNICATION-A COM 16117M305 159,296 1,287,657 SH   DFND 01,10 0 313,950 973,707
CHARTER FINANCIAL CORP COM 16122W108 14 1,418 SH   DFND 01,02 0 1,418 0
CHASE CORP COM 16150R104 9 401 SH   DFND 01,02 0 401 0
CHATHAM LODGING TRUST COM 16208T102 30 1,706 SH   DFND 01,02 0 1,706 0
CHECKPOINT SYSTEMS INC COM 162825103 3,134 220,865 SH   DFND 01,02 0 71,232 149,633
CHEESECAKE FACTORY INC/THE COM 163072101 5,891 140,632 SH   DFND 01,02 0 4,917 135,715
CHEFS' WAREHOUSE INC/THE COM 163086101 16 912 SH   DFND 01,02 0 912 0
CHELSEA THERAPEUTICS INTERNA COM 163428105 10 4,182 SH   DFND 01,02 0 4,182 0
CHEMED CORP COM 16359R103 17,161 236,946 SH   DFND 01,02 0 168,128 68,818
CHEMED CORP COM 16359R103 4 50 SH   DFND 01,16 0 0 50
CHEMICAL FINANCIAL CORP COM 163731102 14,594 561,458 SH   DFND 01,02 0 561,458 0
CHEMICAL FINANCIAL CORP COM 163731102 14 550 SH   DFND 01,16 0 0 550
CHEMOCENTRYX INC COM 16383L106 22 1,532 SH   DFND 01,02 0 1,532 0
CHEMTRAK INC NEW COM 163878101 0 17 SH   DFND 01,16 0 0 17
CHEMTURA CORP COM 163893209 16,240 799,978 SH   DFND 01,02 0 718,448 81,530
CHEMTURA CORP COM 163893209 2 90 SH   DFND 01,16 0 0 90
CHEMUNG FINANCIAL CORP COM 164024101 8 225 SH   DFND 01,02 0 225 0
CHENIERE ENERGY INC COM 16411R208 843 30,357 SH   DFND 01,02 0 30,287 70
CHENIERE ENERGY INC COM 16411R208 16 560 SH   DFND 01,16 0 0 560
CHEROKEE INC COM 16444H102 2 120 SH   DFND 01,02 0 120 0
CHESAPEAKE ENERGY CORP COM 165167107 26,923 1,321,016 SH   DFND 01,02 0 228,310 1,092,706
CHESAPEAKE ENERGY CORP COM 165167107 288 14,130 SH   DFND 01,03 0 14,130 0
CHESAPEAKE ENERGY CORP COM 165167107 942 46,217 SH   DFND 01,16 0 0 46,217
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CHESAPEAKE ENERGY CORP CONV PRF 165167826 6,572 76,800 SH   DFND 01,02 0 0 76,800
CHESAPEAKE ENERGY CORP CONV BND 165167CB1 438 500,000 PRN   DFND 01,02 0 0 500,000
CHESAPEAKE LODGING TRUST COM 165240102 20,930 1,006,776 SH   DFND 01,02 0 858,800 147,976
CHESAPEAKE LODGING TR PRF 165240201 68 2,650 SH   DFND 01,16 0 0 2,650
CHESAPEAKE UTILITIES CORP COM 165303108 3,016 58,521 SH   DFND 01,02 0 24,011 34,510
CHESAPEAKE UTILITIES CORP COM 165303108 17 333 SH   DFND 01,16 0 0 333
CHEUNG KONG HLDGS-UNSPON ADR COM 166744201 101 7,469 SH   DFND 01,02 0 0 7,469
CHEVRON CORP COM 166764100 1,428,878 12,074,283 SH   DFND 01,02 0 5,258,640 6,815,643
CHEVRON CORP COM 166764100 6,812 57,558 SH   DFND 01,03 0 57,558 0
CHEVRON CORP COM 166764100 135,112 1,143,070 SH   DFND 01,10 0 900 1,142,170
CHEVRON CORP COM 166764100 7,886 66,626 SH   DFND 01,16 0 0 66,626
CHICAGO BRIDGE & IRON CO NV COM 167250109 19,978 334,859 SH   DFND 01,02 0 8,832 326,027
CHICAGO BRIDGE & IRON CO NV COM 167250109 8,004 134,184 SH   DFND 01,10 0 0 134,184
CHICAGO BRIDGE & IRON CO NV COM 167250109 61 1,018 SH   DFND 01,16 0 0 1,018
CHICO'S FAS INC COM 168615102 28,309 1,659,384 SH   DFND 01,02 0 192,245 1,467,139
CHICO'S FAS INC COM 168615102 7 389 SH   DFND 01,16 0 0 389
CHILDREN'S PLACE COM 168905107 9,166 167,283 SH   DFND 01,02 0 37,252 130,031
CHILDREN'S PLACE COM 168905107 7 120 SH   DFND 01,16 0 0 120
CHINA OILFIELD SERVICES-ADR COM 168909109 13 317 SH   DFND 01,02 0 317 0
CHINA NEW BORUN CORP-ADR COM 16890T105 0 10 SH   DFND 01,02 0 10 0
CHINA CONSTRUCT-UNSPON ADR COM 168919108 85 5,980 SH   DFND 01,02 0 5,980 0
CHIMERA INVESTMENT CORP COM 16934Q109 79 25,465 SH   DFND 01,02 0 25,465 0
CHIMERA INVESTMENT CORP COM 16934Q109 42 14,129 SH   DFND 01,16 0 0 14,129
CHIMERIX INC COM 16934W106 13 529 SH   DFND 01,02 0 529 0
CHINA FUND INC COM 169373107 3 139 SH   DFND 01,16 0 0 139
CHINA FINANCE ONLINE CO-ADR COM 169379104 0 1 SH   DFND 01,02 0 5 0
CHINA EASTERN AIRLINES-ADS COM 16937R104 6 387 SH   DFND 01,02 0 0 387
CHINA DIGITAL TV HOLDING-ADR COM 16938G107 0 2 SH   DFND 01,02 0 2 0
CHINA LIFE INSURANCE CO-ADR COM 16939P106 118 3,373 SH   DFND 01,02 0 0 3,373
CHINA LIFE INSURANCE CO-ADR COM 16939P106 0 7 SH   DFND 01,16 0 0 7
CHINA OVERSEAS LIMITED & COM 169403201 1 9 SH   DFND 01,16 0 0 9
CHINA SOUTHERN AIR-SPONS ADR COM 169409109 29 1,460 SH   DFND 01,02 0 0 1,460
CHINA RESOURCES ENTER-SP ADR COM 16940R109 0 33 SH   DFND 01,02 0 33 0
CHINA MOBILE LTD-SPON ADR COM 16941M109 8,425 162,656 SH   DFND 01,02 0 0 162,656
CHINA MOBILE LTD-SPON ADR COM 16941M109 52 1,011 SH   DFND 01,16 0 0 1,011
CHINA PETROLEUM & CHEM-ADR COM 16941R108 138 1,472 SH   DFND 01,02 0 1,472 0
CHINA PETROLEUM & CHEM-ADR COM 16941R108 9 103 SH   DFND 01,16 0 0 103
CHINA TECHFAITH WIRELESS-ADR COM 169424108 0 21 SH   DFND 01,02 0 315 0
CHINA TELECOM CORP LTD-ADR COM 169426103 87 1,813 SH   DFND 01,02 0 0 1,813
CHINA SHENHUA-UNSPON ADR COM 16942A302 33 3,260 SH   DFND 01,02 0 0 3,260
CHINA SUNERGY CO LTD-ADR COM 16942X302 0 1 SH   DFND 01,02 0 18 0
CHINA NEPSTAR CHAIN DRUG-ADR COM 16943C109 0 20 SH   DFND 01,02 0 40 0
CHINA GREEN AGRICULTURE COM 16943W105 8 2,890 SH   DFND 01,16 0 0 2,890
CHINA DISTANCE EDUCATION-ADR COM 16944W104 0 10 SH   DFND 01,02 0 40 0
CHINA UNICOM HONG KONG-ADR COM 16945R104 81 6,168 SH   DFND 01,02 0 0 6,168
CHINA UNICOM HONG KONG-ADR COM 16945R104 14 1,065 SH   DFND 01,16 0 0 1,065
CHINDEX INTERNATIONAL INC COM 169467107 12 741 SH   DFND 01,02 0 741 0
CHINA RAILWAY CONS-UNSPN ADR COM 16947L105 41 4,665 SH   DFND 01,02 0 4,665 0
CHINA MEDICAL TECH-SPON ADR COM 169483104 0 1,870 SH   DFND 01,02 0 18,700 0
CHINA STATE CONS-UNSP ADR COM 16948H103 9 110 SH   DFND 01,02 0 110 0
CHINA WI MAX COM 16948L104 0 53,000 SH   DFND 01,16 0 0 53,000
CHINA HYDROELECTRIC CP-ADS COM 16949D101 0 11 SH   DFND 01,02 0 4 0
CHINA LODGING GROUP-SPON ADS COM 16949N109 0 1 SH   DFND 01,02 0 4 0
CHINA MINSHENG BANKING-ADR COM 16949T106 2 190 SH   DFND 01,02 0 190 0
CHINA MERCHANTS-UNSPON ADR COM 1694EN103 9 280 SH   DFND 01,02 0 280 0
CHINACACHE INTERNAT-SPON ADR COM 16950M107 0 11 SH   DFND 01,02 0 176 0
CHINA MERCHANTS BANK-UNS ADR COM 16950T102 0 55 SH   DFND 01,02 0 0 55
CHINA XINIYA FASHIO-SPON ADR COM 16950W105 0 40 SH   DFND 01,02 0 640 0
CHINA MING YANG WIND POW-ADS COM 16951C108 0 32 SH   DFND 01,02 0 32 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 117,255 321,818 SH   DFND 01,02 0 75,181 246,637
CHIPOTLE MEXICAN GRILL INC COM 169656105 310 850 SH   DFND 01,03 0 850 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 130 356 SH   DFND 01,16 0 0 356
CHOICE HOTELS INTL INC COM 169905106 7,646 192,637 SH   DFND 01,02 0 4,077 188,560
CHIQUITA BRANDS INTL COM 170032809 8,733 799,722 SH   DFND 01,02 0 799,722 0
CHIQUITA BRANDS INTERNATIONAL CONV BND 170032AT3 4,567 4,780,000 PRN   DFND 01,02 0 0 4,780,000
CHORUS LTD-ADR COM 17040V107 12 1,290 SH   DFND 01,02 0 1,290 0
CHRISTOPHER & BANKS CORP COM 171046105 914 135,621 SH   DFND 01,02 0 3,159 132,462
CHUBB CORP COM 171232101 107,532 1,270,134 SH   DFND 01,02 0 929,172 340,962
CHUBB CORP COM 171232101 597 7,057 SH   DFND 01,03 0 7,057 0
CHUBB CORP COM 171232101 255 3,018 SH   DFND 01,16 0 0 3,018
CHUNGHWA TELECOM LTD-ADR COM 17133Q502 85 2,656 SH   DFND 01,02 0 2,656 0
CHURCH & DWIGHT CO INC COM 171340102 48,714 789,403 SH   DFND 01,02 0 18,736 770,667
CHURCH & DWIGHT CO INC COM 171340102 58 946 SH   DFND 01,16 0 0 946
CHURCHILL DOWNS INC COM 171484108 239 3,014 SH   DFND 01,02 0 877 2,137
CHURCHILL DOWNS INC COM 171484108 4 48 SH   DFND 01,16 0 0 48
CHUY'S HOLDINGS INC COM 171604101 39 1,012 SH   DFND 01,02 0 1,012 0
CIBER INC COM 17163B102 2,280 682,514 SH   DFND 01,02 0 5,940 676,574
CIELO SA-SPONSORED ADR COM 171778202 70 2,769 SH   DFND 01,02 0 2,769 0
CIENA CORP COM 171779309 32,487 1,672,813 SH   DFND 01,02 0 595,451 1,077,362
CIENA CORP COM 171779309 5 250 SH   DFND 01,16 0 0 250
CIENA CORP CONV BND 171779AE1 480 500,000 PRN   DFND 01,02 0 0 500,000
CIENA CORP CONV BND 171779AG6 14,765 11,710,000 PRN   DFND 01,02 0 0 11,710,000
CIMAREX ENERGY CO COM 171798101 54,706 841,771 SH   DFND 01,02 0 64,850 776,921
CIMAREX ENERGY CO COM 171798101 3 50 SH   DFND 01,16 0 0 50
CINCINNATI BELL INC COM 171871106 2,390 780,949 SH   DFND 01,02 0 22,585 758,364
CINCINNATI BELL INC COM 171871106 14 4,412 SH   DFND 01,16 0 0 4,412
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CINCINNATI FINANCIAL CORP COM 172062101 184 4,004 SH   DFND 01,03 0 4,004 0
CINCINNATI FINANCIAL CORP COM 172062101 6,251 136,293 SH   DFND 01,16 0 0 136,293
CINEMARK HOLDINGS INC COM 17243V102 24,250 868,573 SH   DFND 01,02 0 60,708 807,865
CINEMARK HOLDINGS INC COM 17243V102 9 337 SH   DFND 01,03 0 337 0
CINEMARK HOLDINGS INC COM 17243V102 8,645 309,758 SH   DFND 01,10 0 0 309,758
CIRCOR INTERNATIONAL INC COM 17273K109 15,977 314,117 SH   DFND 01,02 0 214,305 99,812
CIRRUS LOGIC INC COM 172755100 10,261 591,151 SH   DFND 01,02 0 59,976 531,175
CISCO SYSTEMS INC COM 17275R102 1,099,623 45,232,676 SH   DFND 01,02 0 10,942,226 34,290,450
CISCO SYSTEMS INC COM 17275R102 3,657 150,416 SH   DFND 01,03 0 150,416 0
CISCO SYSTEMS INC COM 17275R102 57,166 2,351,547 SH   DFND 01,10 0 624,585 1,726,962
CISCO SYSTEMS INC COM 17275R102 2,175 97,166 SH   DFND 01,16 0 0 97,166
CITADEL BROADCASTING COM 17285T106 0 685 SH   DFND 01,16 0 0 685
CINTAS CORP COM 172908105 16,295 357,827 SH   DFND 01,02 0 10,419 347,408
CINTAS CORP COM 172908105 129 2,835 SH   DFND 01,03 0 2,835 0
CINTAS CORP COM 172908105 2 51 SH   DFND 01,16 0 0 51
CITIZENS & NORTHERN CORP COM 172922106 27 1,369 SH   DFND 01,02 0 1,369 0
CITIGROUP INC COM 172967424 1,152,656 24,028,571 SH   DFND 01,02 0 9,778,968 14,249,603
CITIGROUP INC COM 172967424 4,418 92,107 SH   DFND 01,03 0 92,107 0
CITIGROUP INC COM 172967424 17,319 361,158 SH   DFND 01,10 0 321,827 39,331
CITIGROUP INC COM 172967424 872 18,180 SH   DFND 01,16 0 0 18,180
CITIC PACIFIC LTD-SPONS ADR COM 17304K102 0 60 SH   DFND 01,02 0 60 0
CITIGROUP CAPITAL X PRF 173064205 25 1,000 SH   DFND 01,16 0 0 1,000
CITIGROUP CAPITAL IX 6.000% 2/ PRF 173066200 524 21,000 SH   DFND 01,02 0 21,000 0
CITIGROUP CAPITAL IX 6.000% 2/ PRF 173066200 77 3,072 SH   DFND 01,16 0 0 3,072
CITI TRENDS INC COM 17306X102 1,570 108,013 SH   DFND 01,02 0 1,073 106,940
CITIGROUP CAPITAL XIII PRF 173080201 54,622 1,961,305 SH   DFND 01,02 0 1,422,330 538,975
CITIGROUP CAPITAL XVI PRF 17310L201 20 800 SH   DFND 01,16 0 0 800
CITIGROUP CAPITAL XVII PRF 17311H209 25 1,000 SH   DFND 01,16 0 0 1,000
CITIGROUP FUNDING INC PRF 17313T730 11 1,000 SH   DFND 01,16 0 0 1,000
CRBC 7 1/2 09/15/66 PRF 174687103 72 2,872 SH   DFND 01,02 0 2,872 0
CITIZENS INC COM 174740100 19 3,288 SH   DFND 01,02 0 3,288 0
CITRIX SYSTEMS INC COM 177376100 294,819 4,886,752 SH   DFND 01,02 0 1,728,974 3,157,778
CITRIX SYSTEMS INC COM 177376100 454 7,523 SH   DFND 01,03 0 7,523 0
CITRIX SYSTEMS INC COM 177376100 10,744 178,097 SH   DFND 01,10 0 160,231 17,866
CITRIX SYSTEMS INC COM 177376100 40 662 SH   DFND 01,16 0 0 662
CITY DEVELOPMENTS-SPONS ADR COM 177797305 5 630 SH   DFND 01,02 0 630 0
CITY HOLDING CO COM 177835105 2,278 58,496 SH   DFND 01,02 0 1,361 57,135
CITY NATIONAL CORP COM 178566105 104,333 1,646,420 SH   DFND 01,02 0 110,551 1,535,869
CITY NATIONAL CORP COM 178566105 7 103 SH   DFND 01,16 0 0 103
CLARCOR INC COM 179895107 5,744 110,020 SH   DFND 01,02 0 6,392 103,628
CLARCOR INC COM 179895107 8 153 SH   DFND 01,16 0 0 153
CLARENT CORP DEL COM 180461105 0 100 SH   DFND 01,16 0 0 100
CLAYMORE GUGGENHEIM COM 18383M100 16 513 SH   DFND 01,16 0 0 513
CLAYMORE GUGGENHEIM COM 18383M381 5 186 SH   DFND 01,16 0 0 186
CLAYMORE GUGGENHEIM COM 18383M399 9 350 SH   DFND 01,16 0 0 350
CLAYMORE GUGGENHEIM COM 18383M415 54 2,086 SH   DFND 01,16 0 0 2,086
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CLAYMORE GUGGENHEIM COM 18383M431 98 3,729 SH   DFND 01,16 0 0 3,729
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CLAYMORE GUGGENHEIM COM 18383M530 546 27,571 SH   DFND 01,16 0 0 27,571
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CLAYMORE GUGGENHEIM COM 18383M571 2,803 131,778 SH   DFND 01,16 0 0 131,778
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CLAYMORE GUGGENHEIM COM 18383Q838 2,154 134,224 SH   DFND 01,16 0 0 134,224
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CLEAN HARBORS INC COM 184496107 7,957 157,479 SH   DFND 01,02 0 1,509 155,970
CLEAN HARBORS INC COM 184496107 103 2,035 SH   DFND 01,16 0 0 2,035
CLEAN ENERGY FUELS CORP COM 184499101 83 6,276 SH   DFND 01,02 0 6,276 0
CLEAN ENERGY FUELS CORP COM 184499101 6 452 SH   DFND 01,16 0 0 452
CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 41 5,531 SH   DFND 01,02 0 5,531 0
CLEARBRIDGE ENERGY MLP FUND COM 184692101 2 60 SH   DFND 01,02 0 60 0
CLEARBRIDGE ENERGY MLP FUND COM 184692101 5,331 189,367 SH   DFND 01,16 0 0 189,367
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CLEARBRIDGE ENERGY MLP COM 18469Q108 494 20,547 SH   DFND 01,16 0 0 20,547
CLEARWIRE CORP-CLASS A COM 18538Q105 505 101,243 SH   DFND 01,02 0 101,243 0
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CLEARWATER PAPER CORP COM 18538R103 8 179 SH   DFND 01,16 0 0 179
CLEARWIRE COMMUNICATIONS LLC CONV BND 18538TAG4 418 380,000 PRN   DFND 01,02 0 0 380,000
CLEVELAND BIOLABS INC COM 185860103 0 50 SH   DFND 01,02 0 50 0
CLICKS GROUP LTD-SP ADR COM 18682W205 6 511 SH   DFND 01,02 0 511 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 1,143 70,325 SH   DFND 01,02 0 40,071 30,254
CLIFFS NATURAL RESOURCES INC COM 18683K101 68 4,167 SH   DFND 01,03 0 4,167 0
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CLOROX COMPANY COM 189054109 29,198 351,198 SH   DFND 01,02 0 87,766 263,432
CLOROX COMPANY COM 189054109 298 3,584 SH   DFND 01,03 0 3,584 0
CLOROX COMPANY COM 189054109 369 4,435 SH   DFND 01,16 0 0 4,435
CLOUD PEAK ENERGY INC COM 18911Q102 20,783 1,261,175 SH   DFND 01,02 0 812,356 448,819
CLOUD PEAK ENERGY INC COM 18911Q102 12 700 SH   DFND 01,16 0 0 700
CLOUGH GLOBAL EQUITY * COM 18914C100 11 720 SH   DFND 01,16 0 0 720
CLOVIS ONCOLOGY INC COM 189464100 60 901 SH   DFND 01,02 0 901 0
CLP HOLDINGS LTD-SPONS ADR COM 18946Q101 62 7,640 SH   DFND 01,02 0 7,640 0
COACH INC COM 189754104 20,259 354,673 SH   DFND 01,02 0 54,921 299,752
COACH INC COM 189754104 437 7,654 SH   DFND 01,03 0 7,654 0
COACH INC COM 189754104 1,028 18,005 SH   DFND 01,16 0 0 18,005
CNINSURE INC-ADR COM 18976M103 0 1 SH   DFND 01,02 0 20 0
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COBALT INTERNATIONAL ENERGY COM 19075F106 49 1,855 SH   DFND 01,16 0 0 1,855
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COBIZ FINANCIAL INC COM 190897108 18 2,210 SH   DFND 01,02 0 2,210 0
COBHAM PLC-UNSPON ADR COM 19089R104 1 90 SH   DFND 01,02 0 90 0
COCA-COLA AMATIL LTD-SP ADR COM 191085208 32 1,389 SH   DFND 01,02 0 1,389 0
COCA-COLA BOTTLING CO CONSOL COM 191098102 23 365 SH   DFND 01,02 0 365 0
COCA-COLA CO/THE COM 191216100 234,026 5,831,396 SH   DFND 01,02 0 3,059,253 2,772,143
COCA-COLA CO/THE COM 191216100 4,223 105,270 SH   DFND 01,03 0 105,270 0
COCA-COLA CO/THE COM 191216100 6,248 155,758 SH   DFND 01,16 0 0 155,758
COCA-COLA HBC AG-SPR ADR COM 191223106 23 988 SH   DFND 01,02 0 988 0
COCA-COLA ENTERPRISES COM 19122T109 61,696 1,754,755 SH   DFND 01,02 0 107,067 1,647,688
COCA-COLA ENTERPRISES COM 19122T109 247 7,017 SH   DFND 01,03 0 7,017 0
COCA-COLA FEMSA SAB-SP ADR COM 191241108 13 94 SH   DFND 01,02 0 0 94
COCHLEAR LTD-UNSPON ADR COM 191459205 44 1,568 SH   DFND 01,02 0 1,568 0
CODEXIS INC COM 192005106 2 690 SH   DFND 01,02 0 690 0
COEUR MINING INC COM 192108504 8,876 667,281 SH   DFND 01,02 0 156,793 510,488
COEUR MINING INC COM 192108504 3 220 SH   DFND 01,16 0 0 220
COFFEE HOLDING COMPANY COM 192176105 13 2,200 SH   DFND 01,16 0 0 2,200
COGENT COMMUNICATIONS GROUP COM 19239V302 21,960 780,091 SH   DFND 01,02 0 751,903 28,188
COGENT COMMUNICATIONS GROUP COM 19239V302 120 4,264 SH   DFND 01,03 0 4,264 0
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COGNEX CORP COM 192422103 29,962 662,582 SH   DFND 01,02 0 423,324 239,258
COGNEX CORP COM 192422103 5 113 SH   DFND 01,16 0 0 113
COGNIZANT TECH SOLUTIONS-A COM 192446102 323,995 5,174,553 SH   DFND 01,02 0 4,717,686 456,867
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COGNIZANT TECH SOLUTIONS-A COM 192446102 52 829 SH   DFND 01,16 0 0 829
COHERENT INC COM 192479103 16,269 295,406 SH   DFND 01,02 0 1,896 293,510
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CUMMINS INC COM 231021106 524 4,837 SH   DFND 01,03 0 4,837 0
CUMMINS INC COM 231021106 399 3,680 SH   DFND 01,16 0 0 3,680
CUMULUS MEDIA INC-CL A COM 231082108 165 48,611 SH   DFND 01,02 0 5,069 43,542
CUMULUS MEDIA INC-CL A COM 231082108 76 22,447 SH   DFND 01,04 0 0 22,447
CUMULUS MEDIA INC-CL A COM 231082108 3 940 SH   DFND 01,05 0 0 940
CURIS INC COM 231269101 19 5,880 SH   DFND 01,02 0 5,880 0
CURRENCYSHARES COM 23129U101 63 690 SH   DFND 01,16 0 0 690
CURRENCYSHARES COM 23130A102 69 700 SH   DFND 01,16 0 0 700
CURRENCYSHARES EURO TRUST COM 23130C108 28 216 SH   DFND 01,16 0 0 216
CURTISS-WRIGHT CORP COM 231561101 22,761 614,164 SH   DFND 01,02 0 373,523 240,641
CURTISS-WRIGHT CORP COM 231561101 4 100 SH   DFND 01,16 0 0 100
CUSHING MLP TOTAL * COM 231631102 16 2,000 SH   DFND 01,16 0 0 2,000
CUSTOMERS BANCORP INC COM 23204G100 20 1,245 SH   DFND 01,02 0 1,245 0
CUTERA INC COM 232109108 10 1,115 SH   DFND 01,02 0 1,115 0
CYAN INC COM 23247W104 5 499 SH   DFND 01,02 0 499 0
CYBERONICS INC COM 23251P102 7,262 139,734 SH   DFND 01,02 0 15,701 124,033
CYBERONICS INC COM 23251P102 7 127 SH   DFND 01,16 0 0 127
CYCLONE POWER COM 23254W104 0 2,350 SH   DFND 01,16 0 0 2,350
CYGNUS E TRANSACTION COM 23255V105 0 51,500 SH   DFND 01,16 0 0 51,500
CYNOSURE INC-A COM 232577205 6,817 262,415 SH   DFND 01,02 0 10,260 252,155
CYNOSURE INC-A COM 232577205 0 1 SH   DFND 01,16 0 0 1
CYPRESS SEMICONDUCTOR CORP COM 232806109 35,480 3,306,494 SH   DFND 01,02 0 1,356,670 1,949,824
CYPRESS SEMICONDUCTOR CORP COM 232806109 9,401 876,066 SH   DFND 01,10 0 0 876,066
CYPRESS SEMICONDUCTOR CORP COM 232806109 13 1,222 SH   DFND 01,16 0 0 1,222
CYTEC INDUSTRIES INC COM 232820100 8,794 120,039 SH   DFND 01,02 0 32,548 87,491
CYTRX CORP PAR $.001 COM 232828509 0 143 SH   DFND 01,16 0 0 143
CYRELA BRAZIL REALTY-SPO ADR COM 23282C401 11 1,543 SH   DFND 01,02 0 1,543 0
CYTOKINETICS INC COM 23282W605 18 1,544 SH   DFND 01,02 0 1,544 0
CYTORI THERAPEUTICS INC COM 23283K105 9 3,938 SH   DFND 01,02 0 3,938 0
CYTORI THERAPEUTICS INC COM 23283K105 5 2,234 SH   DFND 01,16 0 0 2,234
CYRUSONE INC COM 23283R100 2,481 119,621 SH   DFND 01,02 0 1,195 118,426
CYRUSONE INC COM 23283R100 5,148 248,555 SH   DFND 01,10 0 0 248,555
DBS GROUP HOLDINGS-SPON ADR COM 23304Y100 152 3,055 SH   DFND 01,02 0 0 3,055
DBX TRACKERS MSCI EAFE COM 233051200 19 790 SH   DFND 01,16 0 0 790
DBX TRACKERS MSCI JAPAN COM 233051507 34 1,020 SH   DFND 01,16 0 0 1,020
DCP MIDSTREAM PARTNERS COM 23311P100 99 1,825 SH   DFND 01,16 0 0 1,825
DCT INDUSTRIAL TRUST INC COM 233153105 4,990 697,802 SH   DFND 01,02 0 62,194 635,608
DCT INDUSTRIAL TRUST INC COM 233153105 257 35,898 SH   DFND 01,16 0 0 35,898
DDR CORP COM 23317H102 11,414 685,369 SH   DFND 01,02 0 625,744 59,625
DDR CORP COM 23317H102 18 1,086 SH   DFND 01,16 0 0 1,086
DGSE COMPANIES INC COM 23323G106 4 1,250 SH   DFND 01,16 0 0 1,250
DFC GLOBAL CORP COM 23324T107 7,957 576,301 SH   DFND 01,02 0 554,009 22,292
DFC GLOBAL CORP COM 23324T107 71 5,157 SH   DFND 01,03 0 5,157 0
DFC GLOBAL CORP CONV BND 23324TAA5 11,494 11,606,000 PRN   DFND 01,02 0 0 11,606,000
DNP SELECT INCOME COM 23325P104 51 5,223 SH   DFND 01,16 0 0 5,223
DLR FUNDING INC COM 23326Q101 0 2 SH   DFND 01,16 0 0 2
DNB ASA-SPONSOR ADR COM 23328E106 3 20 SH   DFND 01,02 0 20 0
DR HORTON INC COM 23331A109 61,713 2,900,116 SH   DFND 01,02 0 484,313 2,415,803
DR HORTON INC COM 23331A109 162 7,635 SH   DFND 01,03 0 7,635 0
DR HORTON INC COM 23331A109 4 200 SH   DFND 01,16 0 0 200
DST SYSTEMS INC COM 233326107 29,707 454,742 SH   DFND 01,02 0 168,863 285,879
DSP GROUP INC COM 23332B106 684 82,349 SH   DFND 01,02 0 2,106 80,243
DTE ENERGY COMPANY COM 233331107 8,329 124,137 SH   DFND 01,02 0 24,964 99,173
DTE ENERGY COMPANY COM 233331107 317 4,738 SH   DFND 01,03 0 4,738 0
DTE ENERGY COMPANY COM 233331107 225 3,354 SH   DFND 01,16 0 0 3,354
DSW INC-CLASS A COM 23334L102 6,512 88,635 SH   DFND 01,02 0 1,435 87,200
DSW INC-CLASS A COM 23334L102 6 77 SH   DFND 01,16 0 0 77
DTS INC COM 23335C101 1,416 68,846 SH   DFND 01,02 0 2,228 66,618
DXP ENTERPRISES INC COM 233377407 3,827 57,467 SH   DFND 01,02 0 1,467 56,000
DXP ENTERPRISES INC COM 233377407 67 1,000 SH   DFND 01,16 0 0 1,000
DWS HIGH INCOME TRUST COM 23337C208 28 3,000 SH   DFND 01,16 0 0 3,000
DWS MULTI MARKET INCOME COM 23338L108 60 6,195 SH   DFND 01,16 0 0 6,195
DWS MUNICIPAL INCOME * COM 23338M106 705 54,660 SH   DFND 01,16 0 0 54,660
DWS STRATEGIC INCOME COM 23338N104 116 8,973 SH   DFND 01,16 0 0 8,973
DWS STRATEGIC MUNICIPAL* COM 23338T101 48 3,496 SH   DFND 01,16 0 0 3,496
DWS GLOBAL HIGH INCOME COM 23338W104 37 4,571 SH   DFND 01,16 0 0 4,571
DWS HIGH INCOME COM 23339M204 36 2,493 SH   DFND 01,16 0 0 2,493
DAI NIPPON PRINT-SPON ADR COM 233806306 51 5,527 SH   DFND 01,02 0 5,527 0
DAI NIPPON PRINT-SPON ADR COM 233806306 2 200 SH   DFND 01,16 0 0 200
DAIICHI SANKYO CO-SPON ADR COM 23381D102 86 5,056 SH   DFND 01,02 0 5,056 0
DAIICHI SANKYO CO-SPON ADR COM 23381D102 1 78 SH   DFND 01,16 0 0 78
DAIMLER AG- SPN ADR COM 233825108 248 4,107 SH   DFND 01,02 0 4,107 0
DAILY JOURNAL CORP COM 233912104 98 867 SH   DFND 01,02 0 867 0
DWS RREEF REAL EST XXX COM 233ESC987 0 1,020 SH   DFND 01,16 0 0 1,020
DAITO TRUST CONS-UNSPON ADR COM 23405X100 20 853 SH   DFND 01,02 0 853 0
DAITO TRUST CONS-UNSPON ADR COM 23405X100 8 344 SH   DFND 01,16 0 0 344
DAIWA HOUSE INDUS-UNSP ADR COM 234062206 42 222 SH   DFND 01,02 0 222 0
DAIWA SECURITIES GR-SPON ADR COM 234064301 25 2,992 SH   DFND 01,02 0 2,992 0
DAKTRONICS INC COM 234264109 4,269 416,090 SH   DFND 01,02 0 65,747 350,343
DAKTRONICS INC COM 234264109 37 3,600 SH   DFND 01,16 0 0 3,600
DANA HOLDING CORP COM 235825205 40,757 2,116,104 SH   DFND 01,02 0 1,132,027 984,077
DANA HOLDING CORP COM 235825205 19 1,000 SH   DFND 01,16 0 0 1,000
DANAHER CORP COM 235851102 215,405 3,402,859 SH   DFND 01,02 0 236,374 3,166,485
DANAHER CORP COM 235851102 1,003 15,847 SH   DFND 01,03 0 15,847 0
DANAHER CORP COM 235851102 337 5,327 SH   DFND 01,16 0 0 5,327
DANSKE BANK A/S-UNSPONS ADR COM 236363107 29 3,447 SH   DFND 01,02 0 0 3,447
DANONE-SPONS ADR COM 23636T100 215 14,300 SH   DFND 01,02 0 0 14,300
DANONE-SPONS ADR COM 23636T100 9 618 SH   DFND 01,16 0 0 618
DAQO NEW ENERGY CORP-ADR COM 23703Q203 0 21 SH   DFND 01,02 0 21 0
DARDEN RESTAURANTS INC COM 237194105 11,312 224,070 SH   DFND 01,02 0 17,594 206,476
DARDEN RESTAURANTS INC COM 237194105 178 3,535 SH   DFND 01,03 0 3,535 0
DARDEN RESTAURANTS INC COM 237194105 81 1,603 SH   DFND 01,16 0 0 1,603
DARLING INTERNATIONAL INC COM 237266101 22,485 1,204,989 SH   DFND 01,02 0 773,886 431,103
DASSAULT SYSTEMES SA-ADR COM 237545108 57 462 SH   DFND 01,02 0 0 462
DATALINK CORP COM 237934104 10 982 SH   DFND 01,02 0 982 0
DATANG INTL POWER GEN CO-ADR COM 23808Q207 0 50 SH   DFND 01,02 0 50 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 69,132 572,272 SH   DFND 01,02 0 141,081 431,191
DAVITA HEALTHCARE PARTNERS I COM 23918K108 283 2,337 SH   DFND 01,03 0 2,337 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 135,234 1,119,594 SH   DFND 01,10 0 148,459 971,135
DAVITA HEALTHCARE PARTNERS I COM 23918K108 287 2,378 SH   DFND 01,16 0 0 2,378
DAWSON GEOPHYSICAL CO COM 239359102 8,055 218,517 SH   DFND 01,02 0 218,117 400
DEALERTRACK TECHNOLOGIES INC COM 242309102 5,731 161,762 SH   DFND 01,02 0 3,021 158,741
DEALERTRACK HOLDINGS INC CONV BND 242309AB8 5,775 5,000,000 PRN   DFND 01,02 0 0 5,000,000
DEAN FOODS CO COM 242370104 13,897 1,386,804 SH   DFND 01,02 0 132,494 1,254,310
DEBUT DIAMONDS INC COM 24276X104 0 255 SH   DFND 01,16 0 0 255
DECKERS OUTDOOR CORP COM 243537107 21,427 424,252 SH   DFND 01,02 0 269,410 154,842
DECKERS OUTDOOR CORP COM 243537107 4 75 SH   DFND 01,16 0 0 75
DEERE & CO COM 244199105 84,726 1,042,367 SH   DFND 01,02 0 650,788 391,579
DEERE & CO COM 244199105 858 10,565 SH   DFND 01,03 0 10,565 0
DEERE & CO COM 244199105 630 7,817 SH   DFND 01,16 0 0 7,817
DEL FRISCO'S RESTAURANT GROU COM 245077102 6,938 324,039 SH   DFND 01,02 0 324,039 0
DELAWARE INVESTMENTS COM 24610T108 35 2,726 SH   DFND 01,16 0 0 2,726
DELAWARE INVESTMENTS COM 24610V103 55 4,020 SH   DFND 01,16 0 0 4,020
DELEK US HOLDINGS INC COM 246647101 7,379 256,415 SH   DFND 01,02 0 29,615 226,800
DELIA'S INC NEW COM 246911101 0 500 SH   DFND 01,16 0 0 500
DELL INC COM 24702R101 7,230 541,013 SH   DFND 01,02 0 251,263 289,750
DELL INC COM 24702R101 534 39,971 SH   DFND 01,03 0 39,971 0
DELL INC COM 24702R101 22 1,640 SH   DFND 01,16 0 0 1,640
DELTA AIR LINES INC COM 247361702 148,020 7,911,240 SH   DFND 01,02 0 2,753,770 5,157,470
DELTA AIR LINES INC COM 247361702 11 575 SH   DFND 01,03 0 575 0
DELTA AIR LINES INC COM 247361702 47,423 2,535,939 SH   DFND 01,10 0 0 2,535,939
DELTA AIR LINES INC COM 247361702 134 7,158 SH   DFND 01,16 0 0 7,158
DELTA NATURAL GAS CO INC COM 247748106 9 427 SH   DFND 01,02 0 427 0
DELTIC TIMBER CORP COM 247850100 2,536 43,861 SH   DFND 01,02 0 3,956 39,905
DENBURY RESOURCES INC COM 247916208 25,979 1,499,901 SH   DFND 01,02 0 586,437 913,464
DENBURY RESOURCES INC COM 247916208 176 10,162 SH   DFND 01,03 0 10,162 0
DENBURY RESOURCES INC COM 247916208 1 34 SH   DFND 01,16 0 0 34
DELTA FINANCIAL CORP LIQ COM 247918105 0 450 SH   DFND 01,16 0 0 450
DELUXE CORP COM 248019101 24,652 711,455 SH   DFND 01,02 0 79,641 631,814
DELUXE CORP COM 248019101 305 8,793 SH   DFND 01,16 0 0 8,793
DEMAND MEDIA INC COM 24802N109 185 30,706 SH   DFND 01,02 0 30,706 0
DEMANDWARE INC COM 24802Y105 2,500 58,942 SH   DFND 01,02 0 23,465 35,477
DENALI FUND INC COM 24823A102 19 1,001 SH   DFND 01,16 0 0 1,001
DENDREON CORP COM 24823Q107 43 10,434 SH   DFND 01,02 0 10,434 0
DENDREON CORP COM 24823Q107 2 560 SH   DFND 01,16 0 0 560
DENDREON CORPORATION CONV BND 24823QAC1 16,510 22,160,000 PRN   DFND 01,02 0 0 22,160,000
DENNY'S CORP COM 24869P104 41 7,321 SH   DFND 01,02 0 7,321 0
DENSO CORPORATION-UNSPON ADR COM 24872B100 127 5,373 SH   DFND 01,02 0 5,373 0
DENTSPLY INTERNATIONAL INC COM 249030107 4,436 108,290 SH   DFND 01,02 0 17,838 90,452
DENTSPLY INTERNATIONAL INC COM 249030107 160 3,901 SH   DFND 01,03 0 3,901 0
DENTSPLY INTERNATIONAL INC COM 249030107 41 991 SH   DFND 01,16 0 0 991
DERMA SCIENCES INC COM 249827502 11 854 SH   DFND 01,02 0 854 0
DEPOMED INC COM 249908104 24 4,297 SH   DFND 01,02 0 4,297 0
DESARROLLADORA HOMEX-ADR COM 25030W100 0 21 SH   DFND 01,02 0 0 21
DESTINATION MATERNITY CORP COM 25065D100 25 1,024 SH   DFND 01,02 0 1,024 0
DESTINATION XL GROUP INC COM 25065K104 6,113 963,939 SH   DFND 01,02 0 963,939 0
DEUTSCHE BANK CAPITAL PRF 25153U204 19 770 SH   DFND 01,16 0 0 770
DEUTSCHE BANK CAPITAL PRF 25153Y206 68 2,726 SH   DFND 01,16 0 0 2,726
DEUTSCHE BOERSE AG-UNSPN ADR COM 251542106 19 2,843 SH   DFND 01,02 0 2,843 0
DEUTSCHE BANK PRF 25154A108 219 8,200 SH   DFND 01,16 0 0 8,200
DEUTSCHE BANK CAPITAL PRF 25154D102 86 3,408 SH   DFND 01,16 0 0 3,408
HORNBECK OFFSHORE SERVICES INC CONV PRF 25155H417 5,025 96,400 SH   DFND 01,02 0 0 96,400
LUFTHANSA-SPONS ADR COM 251561304 15 757 SH   DFND 01,02 0 757 0
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 115,454 9,889,058 SH   DFND 01,02 0 0 9,889,058
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 77 6,558 SH   DFND 01,03 0 0 6,558
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 1 62 SH   DFND 01,16 0 0 62
DEUTSCHE POST AG-SPON ADR COM 25157Y202 86 3,461 SH   DFND 01,02 0 3,461 0
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DEVRY INC COM 251893103 6,573 211,881 SH   DFND 01,02 0 25,083 186,798
DEVRY INC COM 251893103 6 207 SH   DFND 01,16 0 0 207
DEXCOM INC COM 252131107 6,985 311,169 SH   DFND 01,02 0 46,226 264,943
DEX MEDIA INC COM 25213A107 52 2,938 SH   DFND 01,02 0 2,444 494
DEX MEDIA INC COM 25213A107 12 686 SH   DFND 01,04 0 0 686
DEX MEDIA INC COM 25213A107 6 357 SH   DFND 01,05 0 0 357
DIAGEO PLC-SPONSORED ADR COM 25243Q205 117,427 1,021,547 SH   DFND 01,02 0 756,167 265,380
DIAGEO PLC-SPONSORED ADR COM 25243Q205 214 1,861 SH   DFND 01,03 0 1,861 0
DIAGEO PLC-SPONSORED ADR COM 25243Q205 912 7,936 SH   DFND 01,10 0 0 7,936
DIAGEO PLC-SPONSORED ADR COM 25243Q205 1,702 14,810 SH   DFND 01,16 0 0 14,810
DIAMOND EQUITIES INC COM 252592100 0 100 SH   DFND 01,16 0 0 100
DIAMOND FOODS INC COM 252603105 1,727 83,223 SH   DFND 01,02 0 2,064 81,159
DIAMOND HILL INVESTMENT GRP COM 25264R207 17 196 SH   DFND 01,02 0 196 0
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DIAMOND OFFSHORE DRILLING COM 25271C102 4 63 SH   DFND 01,16 0 0 63
DIAMONDROCK HOSPITALITY CO COM 252784301 23,927 2,567,010 SH   DFND 01,02 0 1,713,417 853,593
DIAMONDROCK HOSPITALITY CO COM 252784301 93 9,954 SH   DFND 01,03 0 9,954 0
DIAMONDHEAD CASINO CORP COM 25278S100 0 1,000 SH   DFND 01,16 0 0 1,000
DIAMONDBACK ENERGY INC COM 25278X109 14,219 426,765 SH   DFND 01,02 0 278,820 147,945
DICE HOLDINGS INC COM 253017107 2,080 225,992 SH   DFND 01,02 0 32,562 193,430
DICE HOLDINGS INC COM 253017107 5 500 SH   DFND 01,16 0 0 500
DICK'S SPORTING GOODS INC COM 253393102 130,323 2,603,348 SH   DFND 01,02 0 1,835,531 767,817
DICK'S SPORTING GOODS INC COM 253393102 282 5,633 SH   DFND 01,03 0 5,633 0
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DIEBOLD INC COM 253651103 3 104 SH   DFND 01,16 0 0 104
DIGERATI TECHNOLOGIES COM 25375L206 0 100 SH   DFND 01,16 0 0 100
DIGI INTERNATIONAL INC COM 253798102 911 97,333 SH   DFND 01,02 0 3,051 94,282
DIGIMARC CORP COM 25381B101 9 461 SH   DFND 01,02 0 461 0
DIGIMARC CORP COM 25381B101 0 14 SH   DFND 01,16 0 0 14
DIGITAL REALTY TRUST INC COM 253868103 19,956 327,148 SH   DFND 01,02 0 244,198 82,950
DIGITAL REALTY TRUST INC COM 253868103 528 8,649 SH   DFND 01,16 0 0 8,649
DIGITAL RIVER INC COM 25388B104 19,293 1,027,900 SH   DFND 01,02 0 639,093 388,807
DIGITAL RIVER INC CONV BND 25388BAD6 248 250,000 PRN   DFND 01,02 0 0 250,000
DIGITALGLOBE INC COM 25389M877 2,782 89,755 SH   DFND 01,02 0 38,425 51,330
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DIME COMMUNITY BANCSHARES COM 253922108 1 69 SH   DFND 01,16 0 0 69
DIGITAL GENERATION INC COM 25400B108 699 94,786 SH   DFND 01,02 0 1,608 93,178
DIGITAL GENERATION INC COM 25400B108 0 25 SH   DFND 01,16 0 0 25
DILLARDS INC-CL A COM 254067101 6,883 83,947 SH   DFND 01,02 0 22,247 61,700
DILLARDS INC-CL A COM 254067101 94 1,149 SH   DFND 01,16 0 0 1,149
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DIODES INC COM 254543101 10,830 417,008 SH   DFND 01,02 0 51,741 365,267
DIREXION DAILY COM 25459Y447 0 2 SH   DFND 01,16 0 0 2
DIREXION DAILY COM 25459Y819 3 130 SH   DFND 01,16 0 0 130
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WALT DISNEY CO/THE COM 254687106 414,674 6,566,480 SH   DFND 01,02 0 1,876,425 4,690,055
WALT DISNEY CO/THE COM 254687106 7,597 120,295 SH   DFND 01,02,10 0 0 120,295
WALT DISNEY CO/THE COM 254687106 3,097 49,045 SH   DFND 01,03 0 49,045 0
WALT DISNEY CO/THE COM 254687106 99,105 1,568,590 SH   DFND 01,10 0 386,905 1,181,685
WALT DISNEY CO/THE COM 254687106 2,594 41,043 SH   DFND 01,16 0 0 41,043
DISCOVER FINANCIAL SERVICES COM 254709108 41,341 867,825 SH   DFND 01,02 0 223,927 643,898
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DISCOVER FINANCIAL SERVICES COM 254709108 285,940 6,003,352 SH   DFND 01,10 0 1,210,834 4,792,518
DISCOVER FINANCIAL SERVICES COM 254709108 1,026 21,536 SH   DFND 01,16 0 0 21,536
DISCOVERY COMMUNICATIONS-A COM 25470F104 308,387 3,994,165 SH   DFND 01,02 0 1,638,070 2,356,095
DISCOVERY COMMUNICATIONS-A COM 25470F104 710 9,187 SH   DFND 01,03 0 9,187 0
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DISCOVERY COMMUNICATIONS-C COM 25470F302 6,386 91,658 SH   DFND 01,02 0 0 91,658
DISCOVERY COMMUNICATIONS-C COM 25470F302 376 5,400 SH   DFND 01,10 0 0 5,400
DISCOVERY COMMUNICATIONS-C COM 25470F302 2 22 SH   DFND 01,16 0 0 22
DISH NETWORK CORP-A COM 25470M109 143,019 3,363,572 SH   DFND 01,02 0 1,368,765 1,994,807
DISH NETWORK CORP-A COM 25470M109 54 1,274 SH   DFND 01,16 0 0 1,274
DIRECTV COM 25490A309 317,550 5,153,294 SH   DFND 01,02 0 1,887,573 3,265,721
DIRECTV COM 25490A309 1,167 18,937 SH   DFND 01,03 0 18,937 0
DIRECTV COM 25490A309 976 15,845 SH   DFND 01,10 0 0 15,845
DIRECTV COM 25490A309 60 972 SH   DFND 01,16 0 0 972
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 7,180 902,099 SH   DFND 01,02 0 625,931 276,168
DIVIDEND & INCOME FUND COM 25538A204 37 2,300 SH   DFND 01,16 0 0 2,300
DIXONS RETAIL PLC-SP ADR COM 255876104 1 665 SH   DFND 01,02 0 665 0
DOCTOR REDDY'S LAB-ADR COM 256135203 19 511 SH   DFND 01,02 0 0 511
DOCTOR REDDY'S LAB-ADR COM 256135203 11 291 SH   DFND 01,16 0 0 291
DOLAN CO/THE COM 25659P402 1 620 SH   DFND 01,02 0 620 0
DOLBY LABORATORIES INC-CL A COM 25659T107 56 1,675 SH   DFND 01,02 0 1,675 0
DOLBY LABORATORIES INC-CL A COM 25659T107 16 477 SH   DFND 01,16 0 0 477
DOLE FOOD CO INC COM 256603101 447 35,091 SH   DFND 01,02 0 35,091 0
DOLE FOOD CO INC COM 256603101 106 8,278 SH   DFND 01,16 0 0 8,278
DOLLAR GENERAL CORP COM 256677105 21,880 433,844 SH   DFND 01,02 0 30,478 403,366
DOLLAR GENERAL CORP COM 256677105 414 8,203 SH   DFND 01,03 0 8,203 0
DOLLAR GENERAL CORP COM 256677105 180 3,569 SH   DFND 01,16 0 0 3,569
DOLLAR TREE INC COM 256746108 95,675 1,881,879 SH   DFND 01,02 0 727,397 1,154,482
DOLLAR TREE INC COM 256746108 319 6,273 SH   DFND 01,03 0 6,273 0
DOLLAR TREE INC COM 256746108 81 1,597 SH   DFND 01,16 0 0 1,597
DOMINION RESOURCES INC/VA COM 25746U109 155,113 2,729,812 SH   DFND 01,02 0 1,067,613 1,662,199
DOMINION RESOURCES INC/VA COM 25746U109 931 16,389 SH   DFND 01,03 0 16,389 0
DOMINION RESOURCES INC/VA COM 25746U109 3,948 69,497 SH   DFND 01,16 0 0 69,497
DOMINION RESOURCES INC PRF 25746U604 56 2,127 SH   DFND 01,16 0 0 2,127
DOMINION RESOURCES INC CONV PRF 25746U703 3,163 63,000 SH   DFND 01,02 0 0 63,000
DOMINION RESOURCES INC. CONV PRF 25746U885 3,154 63,000 SH   DFND 01,02 0 0 63,000
DOMINO'S PIZZA INC COM 25754A201 46,357 797,184 SH   DFND 01,02 0 556,939 240,245
DOMINO'S PIZZA INC COM 25754A201 294 5,057 SH   DFND 01,03 0 5,057 0
DOMINO'S PIZZA INC COM 25754A201 186 3,201 SH   DFND 01,16 0 0 3,201
DOMTAR CORP COM 257559203 18,642 280,316 SH   DFND 01,02 0 69,922 210,394
DOMTAR CORP COM 257559203 5 69 SH   DFND 01,16 0 0 69
DONALDSON CO INC COM 257651109 41,569 1,165,675 SH   DFND 01,02 0 436,481 729,194
DONALDSON CO INC COM 257651109 107 3,006 SH   DFND 01,03 0 3,006 0
DONEGAL GROUP INC-CL A COM 257701201 34 2,457 SH   DFND 01,02 0 246 0
RR DONNELLEY & SONS CO COM 257867101 114,309 8,159,193 SH   DFND 01,02 0 1,120,057 7,039,136
RR DONNELLEY & SONS CO COM 257867101 44 3,124 SH   DFND 01,03 0 3,124 0
RR DONNELLEY & SONS CO COM 257867101 37 2,632 SH   DFND 01,16 0 0 2,632
DORAL FINANCIAL CORP COM 25811P852 312 376,478 SH   DFND 01,02 0 10,778 365,700
DORCHESTER MINERALS LTD COM 25820R105 2 100 SH   DFND 01,16 0 0 100
DORMAN PRODUCTS INC COM 258278100 24,681 540,851 SH   DFND 01,02 0 237,316 303,535
DOUBLE EAGLE PETROLEUM PRF 258570407 15 580 SH   DFND 01,16 0 0 580
DOUBLELINE INCOME COM 258622109 44 1,910 SH   DFND 01,16 0 0 1,910
DOUGLAS EMMETT INC COM 25960P109 20,949 839,605 SH   DFND 01,02 0 839,605 0
DOUGLAS EMMETT INC COM 25960P109 4 177 SH   DFND 01,16 0 0 177
DOUGLAS DYNAMICS INC COM 25960R105 3,134 241,488 SH   DFND 01,02 0 163,428 78,060
DOVER CORP COM 260003108 193,003 2,485,255 SH   DFND 01,02 0 1,220,137 1,265,118
DOVER CORP COM 260003108 362 4,658 SH   DFND 01,03 0 4,658 0
DOVER CORP COM 260003108 435 5,603 SH   DFND 01,16 0 0 5,603
DOW 30SM ENHANCED * COM 260537105 12 1,000 SH   DFND 01,16 0 0 1,000
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DOW CHEMICAL CO/THE COM 260543103 1,190 37,002 SH   DFND 01,03 0 37,002 0
DOW CHEMICAL CO/THE COM 260543103 5,433 168,937 SH   DFND 01,10 0 153,642 15,295
DOW CHEMICAL CO/THE COM 260543103 950 29,537 SH   DFND 01,16 0 0 29,537
DOW 30 PREMIUM & * COM 260582101 32 2,200 SH   DFND 01,16 0 0 2,200
DR PEPPER SNAPPLE GROUP INC COM 26138E109 12,001 261,099 SH   DFND 01,02 0 34,923 226,176
DR PEPPER SNAPPLE GROUP INC COM 26138E109 255 5,559 SH   DFND 01,03 0 5,559 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17 363 SH   DFND 01,16 0 0 363
DRDGOLD LTD-SPONSORED ADR COM 26152H301 1 219 SH   DFND 01,02 0 0 219
DREAMWORKS ANIMATION SKG-A COM 26153C103 4,409 171,802 SH   DFND 01,02 0 1,322 170,480
DREAMWORKS ANIMATION SKG-A COM 26153C103 3 100 SH   DFND 01,16 0 0 100
DRESSER-RAND GROUP INC COM 261608103 9,836 163,986 SH   DFND 01,02 0 5,150 158,836
DRESSER-RAND GROUP INC COM 261608103 3,037 50,632 SH   DFND 01,02,10 0 0 50,632
DRESSER-RAND GROUP INC COM 261608103 39,674 661,440 SH   DFND 01,10 0 163,930 497,510
DRESSER-RAND GROUP INC COM 261608103 1 24 SH   DFND 01,16 0 0 24
DREW INDUSTRIES INC COM 26168L205 11,412 290,231 SH   DFND 01,02 0 2,059 288,172
DREYFUS HIGH YIELD COM 26200S101 131 31,101 SH   DFND 01,16 0 0 31,101
DRIL-QUIP INC COM 262037104 15,822 175,223 SH   DFND 01,02 0 95,773 79,450
DRIL-QUIP INC COM 262037104 5 60 SH   DFND 01,16 0 0 60
DRYSHIPS INC CONV BND 262498AB4 8,171 9,200,000 PRN   DFND 01,02 0 0 9,200,000
DU PONT (E.I.) DE NEMOURS COM 263534109 264,410 5,036,430 SH   DFND 01,02 0 3,468,679 1,567,751
DU PONT (E.I.) DE NEMOURS COM 263534109 1,316 25,065 SH   DFND 01,03 0 25,065 0
DU PONT (E.I.) DE NEMOURS COM 263534109 1,982 37,753 SH   DFND 01,16 0 0 37,753
DUCOMMUN INC COM 264147109 40 1,881 SH   DFND 01,02 0 1,881 0
DUFF & PHELPS UTILITY COM 26432K108 57 5,222 SH   DFND 01,16 0 0 5,222
DUFF & PHELPS GLOBAL COM 26433C105 132 7,055 SH   DFND 01,16 0 0 7,055
DUKE REALTY CORP COM 264411505 12,574 806,511 SH   DFND 01,02 0 24,972 781,539
DUKE REALTY CORP COM 264411505 3 198 SH   DFND 01,16 0 0 198
DUKE REALTY PERPETUAL * PRF 264411760 6 250 SH   DFND 01,16 0 0 250
DUKE REALTY CORP DEP SHS PRF 264411778 45 1,820 SH   DFND 01,16 0 0 1,820
DUKE ENERGY CORP COM 26441C204 189,963 2,814,293 SH   DFND 01,02 0 995,004 1,819,289
DUKE ENERGY CORP COM 26441C204 1,356 20,102 SH   DFND 01,03 0 20,102 0
DUKE ENERGY CORP COM 26441C204 1,565 23,184 SH   DFND 01,16 0 0 23,184
DUKE ENERGY CORP PRF 26441C303 5 200 SH   DFND 01,16 0 0 200
DUN & BRADSTREET CORP COM 26483E100 74,717 766,780 SH   DFND 01,02 0 60,153 706,627
DUN & BRADSTREET CORP COM 26483E100 106 1,089 SH   DFND 01,03 0 1,089 0
DUN & BRADSTREET CORP COM 26483E100 17 172 SH   DFND 01,16 0 0 172
DUNKIN' BRANDS GROUP INC COM 265504100 46,692 1,090,377 SH   DFND 01,02 0 454,679 635,698
DUNKIN' BRANDS GROUP INC COM 265504100 146 3,397 SH   DFND 01,03 0 3,397 0
DUNKIN' BRANDS GROUP INC COM 265504100 41,184 961,781 SH   DFND 01,10 0 0 961,781
DUNKIN' BRANDS GROUP INC COM 265504100 51 1,202 SH   DFND 01,16 0 0 1,202
DURA AUTOMOTIVE COM 265903104 0 4,127 SH   DFND 01,16 0 0 4,127
DUPONT FABROS TECHNOLOGY COM 26613Q106 14,379 595,366 SH   DFND 01,02 0 219,218 376,148
DURATA THERAPEUTICS INC COM 26658A107 6 815 SH   DFND 01,02 0 815 0
DURECT CORPORATION COM 266605104 1 1,060 SH   DFND 01,02 0 1,060 0
DYAX CORP COM 26746E103 25 6,976 SH   DFND 01,02 0 6,976 0
DYCOM INDUSTRIES INC COM 267475101 3,720 160,759 SH   DFND 01,02 0 40,185 120,574
DYCOM INDUSTRIES INC COM 267475101 3 120 SH   DFND 01,16 0 0 120
DYNAMIC MATERIALS CORP COM 267888105 4,567 276,766 SH   DFND 01,02 0 276,766 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 3,355 3,050,830 SH   DFND 01,02 0 3,015,865 34,965
DYNEX CAPITAL INC COM 26817Q506 56 5,476 SH   DFND 01,02 0 5,476 0
DYNEX CAPITAL INC COM 26817Q506 47 4,648 SH   DFND 01,16 0 0 4,648
DYNEGY INC COM 26817R108 144 6,387 SH   DFND 01,02 0 6,387 0
DYNEGY INC COM 26817R108 1 33 SH   DFND 01,16 0 0 33
DYNEGY INC-CW17 WT 26817R116 10 5,000 SH   DFND 01,02 0 0 5,000
DYNEGY INC-CW17 WT 26817R116 1 549 SH   DFND 01,16 0 0 549
EDAP TMS SA -ADR COM 268311107 0 21 SH   DFND 01,02 0 21 0
E-COMMERCE CHINA-SPON ADR COM 26833A105 0 35 SH   DFND 01,02 0 175 0
ENERGIAS DE PORTUGAL-SP ADR COM 268353109 47 1,472 SH   DFND 01,02 0 0 1,472
EGSHARES EMERGING COM 268461779 6 225 SH   DFND 01,16 0 0 225
EGSHARES INDIA COM 268461845 0 15 SH   DFND 01,16 0 0 15
E-HOUSE CHINA HOLDINGS-ADS COM 26852W103 0 32 SH   DFND 01,02 0 32 0
EMC CORP/MA COM 268648102 445,336 18,852,725 SH   DFND 01,02 0 8,688,059 10,164,666
EMC CORP/MA COM 268648102 5,104 216,092 SH   DFND 01,02,10 0 0 216,092
EMC CORP/MA COM 268648102 1,581 66,947 SH   DFND 01,03 0 66,947 0
EMC CORP/MA COM 268648102 251,954 10,667,047 SH   DFND 01,10 0 1,631,248 9,035,799
EMC CORP/MA COM 268648102 982 41,588 SH   DFND 01,16 0 0 41,588
EMC CORP CONV BND 268648AM4 10,112 6,844,000 PRN   DFND 01,02 0 0 6,844,000
EMC INS GROUP INC COM 268664109 10,724 408,376 SH   DFND 01,02 0 408,376 0
ENI SPA-SPONSORED ADR COM 26874R108 279 6,787 SH   DFND 01,02 0 13,574 0
ENI SPA-SPONSORED ADR COM 26874R108 2 56 SH   DFND 01,16 0 0 56
EOG RESOURCES INC COM 26875P101 336,699 2,556,943 SH   DFND 01,02 0 2,174,879 382,064
EOG RESOURCES INC COM 26875P101 5,703 43,315 SH   DFND 01,03 0 43,315 0
EOG RESOURCES INC COM 26875P101 2,244 17,042 SH   DFND 01,10 0 0 17,042
EOG RESOURCES INC COM 26875P101 222 1,687 SH   DFND 01,16 0 0 1,687
E.ON SE -SPONSORED ADR COM 268780103 79 4,816 SH   DFND 01,02 0 0 4,816
EPIQ SYSTEMS INC COM 26882D109 16,920 1,256,170 SH   DFND 01,02 0 123,485 1,132,685
EPL OIL & GAS INC COM 26883D108 694 23,638 SH   DFND 01,02 0 6,338 17,300
ESB FINANCIAL CORP COM 26884F102 12 944 SH   DFND 01,02 0 944 0
EQT CORP COM 26884L109 83,127 1,047,345 SH   DFND 01,02 0 186,762 860,583
EQT CORP COM 26884L109 325 4,095 SH   DFND 01,03 0 4,095 0
EQT CORP COM 26884L109 41 510 SH   DFND 01,16 0 0 510
EPR PROPERTIES COM 26884U109 11,682 232,362 SH   DFND 01,02 0 17,602 214,760
EPR PROPERTIES COM 26884U109 23 458 SH   DFND 01,16 0 0 458
ERA GROUP INC COM 26885G109 1,873 71,605 SH   DFND 01,02 0 1,891 69,714
EAGLE BANCORP INC COM 268948106 40 1,809 SH   DFND 01,02 0 1,809 0
ETFS PLATINUM TRUST COM 26922V101 431 3,290 SH   DFND 01,16 0 0 3,290
ETFS PHYSICAL PM COM 26922W109 122 1,833 SH   DFND 01,16 0 0 1,833
ETFS GOLD TRUST COM 26922Y105 9 70 SH   DFND 01,16 0 0 70
ETFS PALLADIUM TRUST COM 26923A106 29 450 SH   DFND 01,16 0 0 450
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E*TRADE FINANCIAL CORP COM 269246401 99 7,812 SH   DFND 01,03 0 7,812 0
EV ENERGY PARTNERS COM 26926V107 45 1,205 SH   DFND 01,16 0 0 1,205
EXCO RESOURCES INC COM 269279402 5,232 684,975 SH   DFND 01,02 0 499,233 185,742
EAGLE BROADBAND INC NEW COM 269437208 0 8 SH   DFND 01,16 0 0 8
EAGLE CAPITAL GROWTH COM 269451100 8 1,000 SH   DFND 01,16 0 0 1,000
EAGLE MATERIALS INC COM 26969P108 32,273 486,982 SH   DFND 01,02 0 374,167 112,815
EAGLE MATERIALS INC COM 26969P108 194 2,933 SH   DFND 01,03 0 2,933 0
EAGLE MATERIALS INC COM 26969P108 62,567 947,275 SH   DFND 01,10 0 0 947,275
EAGLE MATERIALS INC COM 26969P108 99 1,500 SH   DFND 01,16 0 0 1,500
EAGLE TECH COMMNS INC COM 270040207 0 300 SH   DFND 01,16 0 0 300
EARTHLINK INC COM 270321102 51 8,254 SH   DFND 01,02 0 8,254 0
EARTHLINK INC COM 270321102 1 150 SH   DFND 01,16 0 0 150
EAST JAPAN RAILWAY-UNSP ADR COM 273202101 186 14,254 SH   DFND 01,02 0 14,254 0
EAST JAPAN RAILWAY-UNSP ADR COM 273202101 1 87 SH   DFND 01,16 0 0 87
EAST WEST BANCORP INC COM 27579R104 50,933 1,852,109 SH   DFND 01,02 0 229,317 1,622,792
EAST WEST BANCORP INC COM 27579R104 2 88 SH   DFND 01,16 0 0 88
EASTERN INSURANCE HOLDINGS COM 276534104 8 401 SH   DFND 01,02 0 401 0
EASTGROUP PROPERTIES INC COM 277276101 6,383 113,448 SH   DFND 01,02 0 3,081 110,367
EASTGROUP PROPERTIES INC COM 277276101 2 39 SH   DFND 01,16 0 0 39
EASTMAN CHEMICAL CO COM 277432100 250,010 3,570,979 SH   DFND 01,02 0 748,550 2,822,429
EASTMAN CHEMICAL CO COM 277432100 300 4,294 SH   DFND 01,03 0 4,294 0
EASTMAN CHEMICAL CO COM 277432100 182 2,604 SH   DFND 01,16 0 0 2,604
EASTMAN KODAK CO COM 277461109 0 894 SH   DFND 01,02 0 894 0
EASTMAN KODAK CO COM 277461109 0 275 SH   DFND 01,16 0 0 275
EATON VANCE CORP COM 278265103 34,736 924,082 SH   DFND 01,02 0 0 924,082
EATON VANCE CORP COM 278265103 3 71 SH   DFND 01,16 0 0 71
EATON VANCE SENIOR COM 27826S103 405 52,891 SH   DFND 01,16 0 0 52,891
EATON VANCE MUNICIPAL COM 27826U108 64 5,232 SH   DFND 01,16 0 0 5,232
EATON VANCE ENHANCED * COM 278274105 15 1,276 SH   DFND 01,16 0 0 1,276
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EATON VANCE LIMITED COM 27828H105 3,337 209,326 SH   DFND 01,16 0 0 209,326
EATON VANCE TAX * COM 27828N102 174 17,065 SH   DFND 01,16 0 0 17,065
EATON VANCE SENIOR * COM 27828Q105 5,512 339,539 SH   DFND 01,16 0 0 339,539
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EATON VANCE NATIONAL COM 27829L105 17 862 SH   DFND 01,16 0 0 862
EATON VANCE TAX COM 27829M103 850 53,155 SH   DFND 01,16 0 0 53,155
EBAY INC COM 278642103 315,083 6,092,090 SH   DFND 01,02 0 2,494,249 3,597,841
EBAY INC COM 278642103 7,463 144,302 SH   DFND 01,02,10 0 0 144,302
EBAY INC COM 278642103 1,727 33,400 SH   DFND 01,03 0 33,400 0
EBAY INC COM 278642103 65,702 1,266,898 SH   DFND 01,10 0 438,860 828,038
EBAY INC COM 278642103 1,103 21,313 SH   DFND 01,16 0 0 21,313
EBIX INC COM 278715206 1,103 119,150 SH   DFND 01,02 0 2,197 116,953
EBIX INC COM 278715206 19 2,015 SH   DFND 01,16 0 0 2,015
ECHELON CORP COM 27874N105 0 10 SH   DFND 01,02 0 10 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 22 1,110 SH   DFND 01,02 0 1,110 0
ECHOSTAR CORP-A COM 278768106 129 3,288 SH   DFND 01,02 0 3,288 0
ECHOSTAR CORP-A COM 278768106 15 388 SH   DFND 01,16 0 0 388
ECOLAB INC COM 278865100 68,802 807,536 SH   DFND 01,02 0 63,400 744,136
ECOLAB INC COM 278865100 618 7,257 SH   DFND 01,03 0 7,257 0
ECOLAB INC COM 278865100 184 2,159 SH   DFND 01,16 0 0 2,159
ECOPETROL SA-SPONSORED ADR COM 279158109 85 2,010 SH   DFND 01,02 0 2,010 0
ECOSPHERE TECHNOLOGIES COM 27922X105 1 3,700 SH   DFND 01,16 0 0 3,700
EDEN ENERGY CORP PAR COM 27944M301 0 60 SH   DFND 01,16 0 0 60
EDGEN GROUP INC COM 28014Q107 7 1,064 SH   DFND 01,02 0 1,064 0
EDISON INTERNATIONAL COM 281020107 34,700 720,171 SH   DFND 01,02 0 118,811 601,360
EDISON INTERNATIONAL COM 281020107 427 8,874 SH   DFND 01,03 0 8,874 0
EDISON INTERNATIONAL COM 281020107 113 2,354 SH   DFND 01,16 0 0 2,354
EDUCATION REALTY TRUST INC COM 28140H104 13,854 1,354,242 SH   DFND 01,02 0 324,102 1,030,140
EDUCATION MANAGEMENT CORP COM 28140M103 322 57,561 SH   DFND 01,02 0 3,524 54,037
EDWARDS LIFESCIENCES CORP COM 28176E108 317,836 4,729,738 SH   DFND 01,02 0 4,606,884 122,854
EDWARDS LIFESCIENCES CORP COM 28176E108 4,958 73,777 SH   DFND 01,03 0 73,777 0
EDWARDS LIFESCIENCES CORP COM 28176E108 49 736 SH   DFND 01,16 0 0 736
EGAIN CORP COM 28225C806 8 815 SH   DFND 01,02 0 815 0
EHEALTH INC COM 28238P109 1,655 72,807 SH   DFND 01,02 0 1,784 71,023
EISAI CO LTD-SPONSORED ADR COM 282579309 36 883 SH   DFND 01,02 0 883 0
EINSTEIN NOAH RESTAURANT GRO COM 28257U104 1,424 100,278 SH   DFND 01,02 0 428 99,850
8X8 INC COM 282914100 37 4,497 SH   DFND 01,02 0 4,497 0
8X8 INC COM 282914100 3 350 SH   DFND 01,16 0 0 350
EL PASO ELECTRIC CO COM 283677854 25,245 714,969 SH   DFND 01,02 0 425,824 289,145
EL PASO PIPELINE COM 283702108 105 2,410 SH   DFND 01,16 0 0 2,410
ELAN CORP PLC -SPONS ADR COM 284131208 254 18,024 SH   DFND 01,02 0 18,024 0
ELDORADO GOLD CORP COM 284902103 3,420 553,448 SH   DFND 01,02 0 0 553,448
EDF-UNSPON ADR COM 285039103 28 5,730 SH   DFND 01,02 0 5,730 0
EDF-UNSPON ADR COM 285039103 2 524 SH   DFND 01,16 0 0 524
ELECTRO RENT CORP COM 285218103 3,177 189,200 SH   DFND 01,02 0 2,360 186,840
ELECTRO SCIENTIFIC INDS INC COM 285229100 8,505 790,505 SH   DFND 01,02 0 698,777 91,728
ELECTRONIC ARTS INC COM 285512109 163,619 7,123,264 SH   DFND 01,02 0 5,635,332 1,487,932
ELECTRONIC ARTS INC COM 285512109 556 24,230 SH   DFND 01,03 0 24,230 0
ELECTRONIC ARTS INC COM 285512109 1,132 49,264 SH   DFND 01,10 0 0 49,264
ELECTRONIC ARTS INC COM 285512109 15 650 SH   DFND 01,16 0 0 650
ELECTRONICS FOR IMAGING COM 286082102 132,444 4,681,608 SH   DFND 01,02 0 281,604 4,400,004
ELECTRONICS FOR IMAGING COM 286082102 357 12,634 SH   DFND 01,10 0 0 12,634
ELIZABETH ARDEN INC COM 28660G106 32,239 715,322 SH   DFND 01,02 0 594,009 121,313
ELLIE MAE INC COM 28849P100 2,310 100,100 SH   DFND 01,02 0 1,700 98,400
ELLINGTON FINANCIAL LLC COM 288522303 23 1,000 SH   DFND 01,16 0 0 1,000
ELLINGTON RESIDENTIAL MORTGA COM 288578107 7 402 SH   DFND 01,02 0 402 0
PERRY ELLIS INTERNATIONAL COM 288853104 922 45,373 SH   DFND 01,02 0 2,511 42,862
ELONG INC-SPONSORED ADR COM 290138205 0 1 SH   DFND 01,02 0 2 0
ELSTER GROUP SE-ADR COM 290348101 0 3 SH   DFND 01,02 0 3 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 1 41 SH   DFND 01,02 0 0 41
EMBRAER SA-ADR COM 29082A107 22,664 614,359 SH   DFND 01,02 0 0 614,359
EMBRAER SA-ADR COM 29082A107 27 727 SH   DFND 01,16 0 0 727
EMCOR GROUP INC COM 29084Q100 47,788 1,175,678 SH   DFND 01,02 0 417,958 757,720
EMCOR GROUP INC COM 29084Q100 8 155 SH   DFND 01,16 0 0 155
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,379 95,614 SH   DFND 01,02 0 2,070 93,544
EMERITUS CORP COM 291005106 70 3,042 SH   DFND 01,02 0 3,042 0
EMERSON ELECTRIC CO COM 291011104 215,257 3,946,796 SH   DFND 01,02 0 1,298,787 2,648,009
EMERSON ELECTRIC CO COM 291011104 1,083 19,854 SH   DFND 01,03 0 19,854 0
EMERSON ELECTRIC CO COM 291011104 959 17,592 SH   DFND 01,16 0 0 17,592
EMERALD OIL INC COM 29101U209 20 2,889 SH   DFND 01,02 0 2,889 0
EMERALD OIL INC COM 29101U209 0 36 SH   DFND 01,16 0 0 36
EMPIRE DISTRICT ELECTRIC CO COM 291641108 275 12,318 SH   DFND 01,02 0 12,318 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 4 170 SH   DFND 01,16 0 0 170
EMPIRE RESORTS INC NEW COM 292052206 0 133 SH   DFND 01,16 0 0 133
EMPLOYERS HOLDINGS INC COM 292218104 2,818 115,282 SH   DFND 01,02 0 2,391 112,891
EMPRESAS ICA S.A. -SPONS ADR COM 292448206 12 1,589 SH   DFND 01,02 0 0 1,589
EMP DISTRIB Y COMERC NOR-ADR COM 29244A102 0 10 SH   DFND 01,02 0 10 0
EMPRESA NAC ELEC-CHIL-SP ADR COM 29244T101 28 643 SH   DFND 01,02 0 0 643
EMPRESA NAC ELEC-CHIL-SP ADR COM 29244T101 4 80 SH   DFND 01,16 0 0 80
EMULEX CORP COM 292475209 40 6,084 SH   DFND 01,02 0 6,084 0
EMULEX CORP COM 292475209 6 857 SH   DFND 01,16 0 0 857
ENAGAS-UNSPONSORED ADR COM 29248L104 13 1,050 SH   DFND 01,02 0 1,050 0
ENCANA CORP COM 292505104 96 5,714 SH   DFND 01,02 0 5,332 382
ENCANA CORP COM 292505104 50 2,971 SH   DFND 01,16 0 0 2,971
ENBRIDGE INC COM 29250N105 130,795 3,109,010 SH   DFND 01,02 0 379,657 2,729,353
ENBRIDGE INC COM 29250N105 54 1,281 SH   DFND 01,03 0 1,281 0
ENBRIDGE INC COM 29250N105 71 1,681 SH   DFND 01,16 0 0 1,681
ENBRIDGE ENERGY PARTNERS COM 29250R106 6,498 213,199 SH   DFND 01,16 0 0 213,199
ENBRIDGE ENERGY MANAGEMENT L COM 29250X103 3 101 SH   DFND 01,02 0 101 0
ENBRIDGE ENERGY MANAGEMENT L COM 29250X103 28 925 SH   DFND 01,16 0 0 925
ENANTA PHARMACEUTICALS INC COM 29251M106 4 227 SH   DFND 01,02 0 227 0
ENCORE CAPITAL GROUP INC COM 292554102 3,596 108,610 SH   DFND 01,02 0 23,825 84,785
ENCORE WIRE CORP COM 292562105 2,405 70,527 SH   DFND 01,02 0 2,668 67,859
ENDEAVOUR INTERNATIONAL CORP CONV BND 29257MAE0 4,657 7,740,000 PRN   DFND 01,02 0 0 7,740,000
ENDEAVOUR INTERNATIONAL CORP COM 29259G200 12 3,148 SH   DFND 01,02 0 3,148 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 10,044 272,985 SH   DFND 01,02 0 38,883 234,102
ENDO HEALTH SOLUTIONS INC COM 29264F205 11 294 SH   DFND 01,16 0 0 294
ENERGY CONVERSION CHG COM 292659109 0 4,000 SH   DFND 01,16 0 0 4,000
ENERGEN CORP COM 29265N108 22,751 435,345 SH   DFND 01,02 0 40,126 395,219
ENERGEN CORP COM 29265N108 11 201 SH   DFND 01,16 0 0 201
ENEL SPA - UNSPON ADR COM 29265W207 74 22,584 SH   DFND 01,02 0 22,584 0
ENERGIZER HOLDINGS INC COM 29266R108 18,583 184,893 SH   DFND 01,02 0 14,344 170,549
ENERGIZER HOLDINGS INC COM 29266R108 23,327 232,066 SH   DFND 01,10 0 156,296 75,770
ENERGIZER HOLDINGS INC COM 29266R108 4 35 SH   DFND 01,16 0 0 35
ENDOLOGIX INC COM 29266S106 11,954 900,242 SH   DFND 01,02 0 393,574 506,668
ENER1 INC NEW COM 29267A203 0 80,605 SH   DFND 01,16 0 0 80,605
ENDOCYTE INC COM 29269A102 196 14,909 SH   DFND 01,02 0 14,909 0
ENDURO ROYALTY TR COM 29269K100 8 500 SH   DFND 01,16 0 0 500
ENERGY RECOVERY INC COM 29270J100 13 3,134 SH   DFND 01,02 0 3,134 0
ENERGY TRANSFER PARTNERS LP LP 29273R109 731 14,473 SH   DFND 01,02 0 14,190 283
ENERGY TRANSFER PARTNERS LP LP 29273R109 2,039 40,346 SH   DFND 01,16 0 0 40,346
ENERGY TRANSFER EQUITY LP LP 29273V100 381 6,375 SH   DFND 01,02 0 6,375 0
ENERGY TRANSFER EQUITY LP LP 29273V100 2,680 44,826 SH   DFND 01,16 0 0 44,826
ENERSIS S.A. -SPONS ADR COM 29274F104 12 747 SH   DFND 01,02 0 0 747
ENERSIS S.A. -SPONS ADR COM 29274F104 9,000 550,100 SH   DFND 01,10 0 0 550,100
ENERGY XXI BERMUDA LTD CONV PRF 29274U309 2,781 10,500 SH   DFND 01,02 0 0 10,500
ENERNORTH INDUSTRIES INC COM 29275G101 0 33 SH   DFND 01,16 0 0 33
ENERSYS COM 29275Y102 51,606 1,052,331 SH   DFND 01,02 0 414,332 637,999
ENERSYS COM 29275Y102 2 49 SH   DFND 01,16 0 0 49
ENERNOC INC COM 292764107 23 1,717 SH   DFND 01,02 0 1,717 0
ENERNOC INC COM 292764107 12 891 SH   DFND 01,16 0 0 891
ENERPLUS CORP COM 292766102 32 2,133 SH   DFND 01,16 0 0 2,133
ENGILITY HOLDINGS INC COM 29285W104 1,871 65,850 SH   DFND 01,02 0 3,249 62,601
ENNIS INC COM 293389102 6,256 361,867 SH   DFND 01,02 0 347,667 14,200
ENNIS INC COM 293389102 13 780 SH   DFND 01,16 0 0 780
ENPHASE ENERGY INC COM 29355A107 909 117,523 SH   DFND 01,02 0 117,523 0
ENPRO INDUSTRIES INC COM 29355X107 15,327 301,932 SH   DFND 01,02 0 225,789 76,143
ENSIGN GROUP INC/THE COM 29358P101 7,803 221,531 SH   DFND 01,02 0 1,547 219,984
ENTEGRIS INC COM 29362U104 15,898 1,692,967 SH   DFND 01,02 0 1,519,147 173,820
ENTERCOM COMMUNICATIONS-CL A COM 293639100 33 3,459 SH   DFND 01,02 0 3,459 0
ENTERGY ARKANSAS INC PRF 29364D779 10 400 SH   DFND 01,16 0 0 400
ENTERGY CORP COM 29364G103 15,586 223,664 SH   DFND 01,02 0 55,289 168,375
ENTERGY CORP COM 29364G103 338 4,853 SH   DFND 01,03 0 4,853 0
ENTERGY CORP COM 29364G103 165 2,363 SH   DFND 01,16 0 0 2,363
ENTEROMEDICS INC COM 29365M208 1 1,290 SH   DFND 01,02 0 1,290 0
ENTERPRISE BANCORP INC COM 293668109 8 451 SH   DFND 01,02 0 451 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 214 13,449 SH   DFND 01,02 0 3,149 10,300
ENTERPRISE PRODUCTS PARTNERS LP 293792107 571 9,196 SH   DFND 01,02 0 7,196 2,000
ENTERPRISE PRODUCTS PARTNERS LP 293792107 4,306 69,278 SH   DFND 01,02,10 0 0 69,278
ENTERPRISE PRODUCTS PARTNERS LP 293792107 47,619 766,592 SH   DFND 01,10 0 384,399 382,193
ENTERPRISE PRODUCTS PARTNERS LP 293792107 2,049 32,912 SH   DFND 01,16 0 0 32,912
ENTRAVISION COMMUNICATIONS-A COM 29382R107 352 57,287 SH   DFND 01,02 0 14,387 42,900
ENTROPIC COMMUNICATIONS INC COM 29384R105 3,267 765,156 SH   DFND 01,02 0 438,469 326,687
ENTROPIC COMMUNICATIONS INC COM 29384R105 2 518 SH   DFND 01,16 0 0 518
ENZON PHARMACEUTICALS INC COM 293904108 13 6,567 SH   DFND 01,02 0 6,567 0
ENZON PHARMACEUTICALS INC COM 293904108 2 1,002 SH   DFND 01,16 0 0 1,002
EQUAL ENERGY LTD COM 29390Q109 9 2,219 SH   DFND 01,02 0 2,219 0
EQUAL ENERGY LTD COM 29390Q109 0 100 SH   DFND 01,16 0 0 100
ENVESTNET INC COM 29404K106 4,212 171,203 SH   DFND 01,02 0 1,408 169,795
ENZO BIOCHEM INC COM 294100102 260 124,601 SH   DFND 01,02 0 783 123,818
ENVIVIO INC COM 29413T106 1,934 957,420 SH   DFND 01,02 0 74,420 883,000
EPAM SYSTEMS INC COM 29414B104 37 1,363 SH   DFND 01,02 0 1,363 0
EPLUS INC COM 294268107 26 435 SH   DFND 01,02 0 435 0
EPIZYME INC COM 29428V104 10 369 SH   DFND 01,02 0 369 0
EQUIFAX INC COM 294429105 11,797 200,208 SH   DFND 01,02 0 144,135 56,073
EQUIFAX INC COM 294429105 3,674 62,352 SH   DFND 01,02,10 0 0 62,352
EQUIFAX INC COM 294429105 196 3,316 SH   DFND 01,03 0 3,316 0
EQUIFAX INC COM 294429105 32,306 548,209 SH   DFND 01,10 0 174,422 373,787
EQUIFAX INC COM 294429105 50 840 SH   DFND 01,16 0 0 840
EQUINIX INC COM 29444U502 60,581 327,966 SH   DFND 01,02 0 95,235 232,731
EQUINIX INC COM 29444U502 4 22 SH   DFND 01,03 0 22 0
EQUINIX INC COM 29444U502 240 1,300 SH   DFND 01,10 0 0 1,300
EQUINIX INC COM 29444U502 27 145 SH   DFND 01,16 0 0 145
EQUINIX INC CONV BND 29444UAH9 5,677 2,500,000 PRN   DFND 01,02 0 0 2,500,000
EQUITY LIFESTYLE PROPERTIES COM 29472R108 13,263 168,755 SH   DFND 01,02 0 29,560 139,195
EQUITY ONE INC COM 294752100 4,569 201,877 SH   DFND 01,02 0 6,172 195,705
EQUITY ONE INC COM 294752100 141 6,230 SH   DFND 01,16 0 0 6,230
EQUITY RESIDENTIAL COM 29476L107 51,393 884,932 SH   DFND 01,02 0 519,947 364,985
EQUITY RESIDENTIAL COM 29476L107 507 8,731 SH   DFND 01,03 0 8,731 0
EQUITY RESIDENTIAL COM 29476L107 195 3,349 SH   DFND 01,10 0 0 3,349
EQUITY RESIDENTIAL COM 29476L107 10 168 SH   DFND 01,16 0 0 168
ERICSSON (LM) TEL-SP ADR COM 294821608 7,722 684,584 SH   DFND 01,02 0 68,458 0
ERICSSON (LM) TEL-SP ADR COM 294821608 10 883 SH   DFND 01,16 0 0 883
ERICKSON AIR-CRANE INC COM 29482P100 6 355 SH   DFND 01,02 0 355 0
ERIE INDEMNITY COMPANY-CL A COM 29530P102 21 261 SH   DFND 01,02 0 0 261
ERSTE GROUP BANK AG - ADR COM 296036304 17 1,230 SH   DFND 01,02 0 1,230 0
ESCO TECHNOLOGIES INC COM 296315104 16,258 502,048 SH   DFND 01,02 0 130,475 371,573
ESPRIT HOLDINGS LTD-SPON ADR COM 29666V204 20 6,823 SH   DFND 01,02 0 6,823 0
ESSA BANCORP INC COM 29667D104 6 560 SH   DFND 01,02 0 560 0
ESSEX PROPERTY TRUST INC COM 297178105 24,345 153,172 SH   DFND 01,02 0 67,224 85,948
ESSEX PROPERTY TRUST INC COM 297178105 198 1,240 SH   DFND 01,16 0 0 1,240
ESSEX RENTAL CORP COM 297187106 22 5,130 SH   DFND 01,02 0 5,130 0
ESSILOR INTL-UNSPON ADR COM 297284200 53 1,005 SH   DFND 01,02 0 1,005 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 25,182 348,359 SH   DFND 01,02 0 274,406 73,953
DELHAIZE GROUP - SPONS ADR COM 29759W101 46 741 SH   DFND 01,02 0 0 741
DELHAIZE GROUP - SPONS ADR COM 29759W101 19 313 SH   DFND 01,16 0 0 313
ETHAN ALLEN INTERIORS INC COM 297602104 3,852 133,719 SH   DFND 01,02 0 1,612 132,107
E2OPEN INC COM 29788A104 1,115 63,748 SH   DFND 01,02 0 920 62,828
EURASIAN NATURAL RES-UNS ADR COM 29843V101 2 980 SH   DFND 01,02 0 980 0
EURONET WORLDWIDE INC COM 298736109 2,519 79,057 SH   DFND 01,02 0 5,367 73,690
EURONET WORLDWIDE INC COM 298736109 1 33 SH   DFND 01,16 0 0 33
EUROPEAN AERONAUT-UNSP ADR COM 29875W100 80 1,493 SH   DFND 01,02 0 1,493 0
EVERCORE PARTNERS INC-CL A COM 29977A105 3,475 88,456 SH   DFND 01,02 0 2,396 86,060
EVERCORE PARTNERS INC-CL A COM 29977A105 0 4 SH   DFND 01,16 0 0 4
EVERBANK FINANCIAL CORP COM 29977G102 19,292 1,165,017 SH   DFND 01,02 0 127,017 1,038,000
EVERGREEN ENERGY INC NEW COM 30024B203 0 1,350 SH   DFND 01,16 0 0 1,350
EVERGREEN SOLAR INC COM 30033R306 0 1 SH   DFND 01,02 0 1 0
EVERGREEN SOLAR INC COM 30033R306 0 1,978 SH   DFND 01,16 0 0 1,978
EVERTEC INC COM 30040P103 40 1,839 SH   DFND 01,02 0 1,839 0
EVERYWARE GLOBAL INC COM 300439106 7 610 SH   DFND 01,02 0 610 0
EVOLUTION PETROLEUM CORP COM 30049A107 6,197 568,020 SH   DFND 01,02 0 1,267 566,753
EVOLUTION PETROLEUM CORP COM 30049A107 14 1,300 SH   DFND 01,16 0 0 1,300
EVRAZ HIGHVELD STEEL-SP ADR COM 30050Y101 0 10 SH   DFND 01,02 0 10 0
EXA CORP COM 300614500 2,503 243,000 SH   DFND 01,02 0 0 243,000
EXACT SCIENCES CORP COM 30063P105 944 67,825 SH   DFND 01,02 0 4,495 63,330
EXACT SCIENCES CORP COM 30063P105 21 1,500 SH   DFND 01,16 0 0 1,500
EXAR CORP COM 300645108 3,180 295,193 SH   DFND 01,02 0 3,056 292,137
EXACTECH INC COM 30064E109 15 758 SH   DFND 01,02 0 758 0
EXACTTARGET INC COM 30064K105 3,614 107,168 SH   DFND 01,02 0 107,168 0
EXAMWORKS GROUP INC COM 30066A105 47 2,196 SH   DFND 01,02 0 2,196 0
EXCEL TRUST INC COM 30068C109 46 3,630 SH   DFND 01,02 0 3,630 0
EXCHANGE YORKVILLE COM 301505103 1,739 93,450 SH   DFND 01,16 0 0 93,450
EXCHANGE TRADED CONCEPTS COM 301505509 41 1,950 SH   DFND 01,16 0 0 1,950
EXELON CORP COM 30161N101 8,276 268,050 SH   DFND 01,02 0 98,804 169,246
EXELON CORP COM 30161N101 720 23,306 SH   DFND 01,03 0 23,306 0
EXELON CORP COM 30161N101 1,434 46,432 SH   DFND 01,16 0 0 46,432
EXELIXIS INC COM 30161Q104 60 13,302 SH   DFND 01,02 0 13,302 0
EXELIS INC COM 30162A108 9,402 681,659 SH   DFND 01,02 0 67,384 614,275
EXELIS INC COM 30162A108 6 400 SH   DFND 01,16 0 0 400
EXIDE TECHNOLOGIES COM 302051206 0 960 SH   DFND 01,02 0 960 0
EXLSERVICE HOLDINGS INC COM 302081104 2,927 99,009 SH   DFND 01,02 0 2,604 96,405
EXONE CO/THE COM 302104104 1,958 31,726 SH   DFND 01,02 0 19,199 12,527
EXPEDIA INC COM 30212P303 63,680 1,058,657 SH   DFND 01,02 0 470,074 588,583
EXPEDIA INC COM 30212P303 160 2,652 SH   DFND 01,03 0 2,652 0
EXPEDIA INC COM 30212P303 31 456 SH   DFND 01,16 0 0 456
EXPEDITORS INTL WASH INC COM 302130109 2,526 66,458 SH   DFND 01,02 0 25,666 40,792
EXPEDITORS INTL WASH INC COM 302130109 214 5,629 SH   DFND 01,03 0 5,629 0
EXPEDITORS INTL WASH INC COM 302130109 20 523 SH   DFND 01,16 0 0 523
EXPONENT INC COM 30214U102 2,915 49,302 SH   DFND 01,02 0 1,212 48,090
EXPERIAN PLC-SPONS ADR COM 30215C101 66 3,760 SH   DFND 01,02 0 3,760 0
EXPRESS INC COM 30219E103 11,700 557,828 SH   DFND 01,02 0 393,384 164,444
EXPRESS SCRIPTS HOLDING CO COM 30219G108 277,085 4,491,373 SH   DFND 01,02 0 2,864,386 1,626,987
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,583 25,651 SH   DFND 01,03 0 25,651 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,097 17,755 SH   DFND 01,16 0 0 17,755
EXTERRAN PARTNERS LP LP 30225N105 1,591 52,710 SH   DFND 01,02 0 0 52,710
EXTERRAN PARTNERS LP LP 30225N105 26 872 SH   DFND 01,16 0 0 872
EXTRA SPACE STORAGE INC COM 30225T102 16,449 392,307 SH   DFND 01,02 0 20,312 371,995
EXTRA SPACE STORAGE INC COM 30225T102 175 4,041 SH   DFND 01,16 0 0 4,041
EXTERRAN HOLDINGS INC COM 30225X103 25,479 906,032 SH   DFND 01,02 0 89,297 816,735
EXTERRAN HOLDINGS INC COM 30225X103 1 37 SH   DFND 01,16 0 0 37
EXTREME NETWORKS INC COM 30226D106 20 5,797 SH   DFND 01,02 0 5,797 0
EZCORP INC-CL A COM 302301106 3,001 177,770 SH   DFND 01,02 0 3,901 173,869
EZCORP INC-CL A COM 302301106 4 250 SH   DFND 01,16 0 0 250
EXXON MOBIL CORP COM 30231G102 821,030 9,087,213 SH   DFND 01,02 0 5,816,718 3,270,495
EXXON MOBIL CORP COM 30231G102 11,297 125,042 SH   DFND 01,03 0 125,042 0
EXXON MOBIL CORP COM 30231G102 136,358 1,516,185 SH   DFND 01,10 0 549,082 967,103
EXXON MOBIL CORP COM 30231G102 7,079 78,453 SH   DFND 01,16 0 0 78,453
FBL FINANCIAL GROUP INC-CL A COM 30239F106 7,551 173,538 SH   DFND 01,02 0 173,538 0
FBL FINANCIAL GROUP INC-CL A COM 30239F106 2 0 SH   DFND 01,16 0 0 0
FEI COMPANY COM 30241L109 27,333 374,491 SH   DFND 01,02 0 225,367 149,124
FEI COMPANY COM 30241L109 132 1,813 SH   DFND 01,03 0 1,813 0
FEI COMPANY COM 30241L109 5 72 SH   DFND 01,16 0 0 72
FLIR SYSTEMS INC COM 302445101 24,936 924,577 SH   DFND 01,02 0 124,793 799,784
FLIR SYSTEMS INC COM 302445101 104 3,865 SH   DFND 01,03 0 3,865 0
FLIR SYSTEMS INC COM 302445101 4 161 SH   DFND 01,16 0 0 161
FBR & CO COM 30247C400 244 9,670 SH   DFND 01,02 0 2,370 7,300
FMC CORP COM 302491303 16,800 275,098 SH   DFND 01,02 0 27,308 247,790
FMC CORP COM 302491303 226 3,706 SH   DFND 01,03 0 3,706 0
FMC CORP COM 302491303 61 1,007 SH   DFND 01,16 0 0 1,007
FMC TECHNOLOGIES INC COM 30249U101 460,037 8,262,124 SH   DFND 01,02 0 7,911,632 350,492
FMC TECHNOLOGIES INC COM 30249U101 7,696 138,210 SH   DFND 01,03 0 138,210 0
FMC TECHNOLOGIES INC COM 30249U101 15 269 SH   DFND 01,16 0 0 269
FNB BANCORP INC PA COM 302517107 113 850 SH   DFND 01,16 0 0 850
FNB CORP NC NEW COM 302519202 0 5 SH   DFND 01,16 0 0 5
FNB CORP COM 302520101 6,553 542,510 SH   DFND 01,02 0 13,592 528,918
FNB CORP COM 302520101 26 2,144 SH   DFND 01,16 0 0 2,144
FPL GROUP CAPITAL TR I PRF 30257V207 24 960 SH   DFND 01,16 0 0 960
FXCM INC-A COM 302693106 10,313 628,408 SH   DFND 01,02 0 437,193 191,215
FXCM INC CONV BND 302693AA4 3,717 3,500,000 PRN   DFND 01,02 0 0 3,500,000
FX ENERGY INC COM 302695101 13 4,030 SH   DFND 01,02 0 4,030 0
FTI CONSULTING INC COM 302941109 14,140 429,933 SH   DFND 01,02 0 250,072 179,861
FTI CONSULTING INC COM 302941109 12 374 SH   DFND 01,16 0 0 374
FACEBOOK INC-A COM 30303M102 405,619 16,314,703 SH   DFND 01,02 0 15,992,614 322,089
FACEBOOK INC-A COM 30303M102 1,930 77,624 SH   DFND 01,02,10 0 0 77,624
FACEBOOK INC-A COM 30303M102 5,349 215,173 SH   DFND 01,03 0 215,173 0
FACEBOOK INC-A COM 30303M102 18,198 732,017 SH   DFND 01,10 0 252,851 479,166
FACEBOOK INC-A COM 30303M102 1,149 46,194 SH   DFND 01,16 0 0 46,194
FACTSET RESEARCH SYSTEMS INC COM 303075105 10,982 107,722 SH   DFND 01,02 0 23,348 84,374
FACTSET RESEARCH SYSTEMS INC COM 303075105 32 317 SH   DFND 01,16 0 0 317
FAIR ISAAC CORP COM 303250104 3,586 78,248 SH   DFND 01,02 0 3,416 74,832
FAIR ISAAC CORP COM 303250104 13 290 SH   DFND 01,16 0 0 290
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 57,242 4,148,134 SH   DFND 01,02 0 998,931 3,149,203
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 1 51 SH   DFND 01,16 0 0 51
FAIRLANE MANAGEMENT CORP COM 305059107 0 52,004 SH   DFND 01,02 0 2,000 50,004
FAIRPOINT COM 305560104 0 102 SH   DFND 01,16 0 0 102
FAIRPOINT COMMUNICATIONS INC COM 305560302 34 4,003 SH   DFND 01,02 0 4,003 0
FAIRWAY GROUP HOLDINGS CORP COM 30603D109 24 979 SH   DFND 01,02 0 979 0
FALCON TECHNOLOGIES INC COM 30609L105 0 3,000 SH   DFND 01,16 0 0 3,000
FALCONSTOR SOFTWARE INC COM 306137100 2 1,340 SH   DFND 01,02 0 1,340 0
FAMILY DOLLAR STORES COM 307000109 2,247 36,009 SH   DFND 01,02 0 16,970 19,039
FAMILY DOLLAR STORES COM 307000109 162 2,598 SH   DFND 01,03 0 2,598 0
FAMILY DOLLAR STORES COM 307000109 53 848 SH   DFND 01,16 0 0 848
FAMILYMART CO LTD-UNSP ADR COM 30706U107 0 10 SH   DFND 01,02 0 10 0
FANUC CORP-UNSP ADR COM 307305102 121 5,019 SH   DFND 01,02 0 5,019 0
FANUC CORP-UNSP ADR COM 307305102 5 192 SH   DFND 01,16 0 0 192
FARMER BROS CO COM 307675108 10 759 SH   DFND 01,02 0 759 0
FARMERS CAPITAL BANK CORP COM 309562106 11 526 SH   DFND 01,02 0 526 0
FARO TECHNOLOGIES INC COM 311642102 23,259 687,696 SH   DFND 01,02 0 327,314 360,382
FAST RETAILING CO-UNSPON ADR COM 31188H101 115 3,415 SH   DFND 01,02 0 3,415 0
FASTENAL CO COM 311900104 236,409 5,156,892 SH   DFND 01,02 0 4,973,277 183,615
FASTENAL CO COM 311900104 4,190 91,372 SH   DFND 01,03 0 91,372 0
FASTENAL CO COM 311900104 2,868 62,543 SH   DFND 01,10 0 0 62,543
FASTENAL CO COM 311900104 571 12,465 SH   DFND 01,16 0 0 12,465
FEDERAL AGRIC MTG CORP-CL C COM 313148306 182 6,292 SH   DFND 01,02 0 0 6,292
FEDL HOME LOAN MTG CORP COM 313400301 2 1,361 SH   DFND 01,16 0 0 1,361
FEDERAL HOME LOAN MTG PRF 313400731 2 250 SH   DFND 01,16 0 0 250
FEDL HOME LOAN MTG CORP PRF 313400863 2 275 SH   DFND 01,16 0 0 275
FEDERAL MOGUL CORP + COM 313549107 0 1,000 SH   DFND 01,16 0 0 1,000
FEDERAL MOGUL CORP WTS WT 313549115 0 75 SH   DFND 01,16 0 0 75
FEDERAL MOGUL CORP SUBSCRIPTIO WT 313549123 36 181,259 SH   DFND 01,02 0 0 181,259
FEDERAL-MOGUL CORP COM 313549404 1,856 181,721 SH   DFND 01,02 0 72,431 109,290
FANNIE MAE COM 313586109 1 651 SH   DFND 01,16 0 0 651
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FEDERAL REALTY INVS TRUST COM 313747206 8 78 SH   DFND 01,16 0 0 78
FEDERAL SIGNAL CORP COM 313855108 4,670 533,660 SH   DFND 01,02 0 4,444 529,216
FEDERAL SIGNAL CORP COM 313855108 9 973 SH   DFND 01,16 0 0 973
FEDERATED INVESTORS INC-CL B COM 314211103 5,525 201,556 SH   DFND 01,02 0 0 201,556
FEDERATED PREMIER * COM 31423M105 34 2,601 SH   DFND 01,16 0 0 2,601
FEDEX CORP COM 31428X106 107,435 1,089,710 SH   DFND 01,02 0 858,742 230,968
FEDEX CORP COM 31428X106 973 9,870 SH   DFND 01,03 0 9,870 0
FEDEX CORP COM 31428X106 706 7,159 SH   DFND 01,10 0 0 7,159
FEDEX CORP COM 31428X106 869 8,818 SH   DFND 01,16 0 0 8,818
FELCOR LODGING TRUST INC COM 31430F101 1,669 282,397 SH   DFND 01,02 0 13,667 268,730
FELCOR LODGING TRUST INC COM 31430F101 3 463 SH   DFND 01,16 0 0 463
FEMALE HEALTH COMPANY COM 314462102 13 1,355 SH   DFND 01,02 0 1,355 0
FERRELLGAS PARTNERS LTD COM 315293100 90 4,182 SH   DFND 01,16 0 0 4,182
FERRO CORP COM 315405100 421 60,644 SH   DFND 01,02 0 60,644 0
FERROVIAL SA-UNSPONSORED ADR COM 315437103 1 90 SH   DFND 01,02 0 90 0
F5 NETWORKS INC COM 315616102 29,445 427,950 SH   DFND 01,02 0 28,332 399,618
F5 NETWORKS INC COM 315616102 148 2,145 SH   DFND 01,03 0 2,145 0
F5 NETWORKS INC COM 315616102 87 1,267 SH   DFND 01,16 0 0 1,267
FIAT SPA-SPONS ADR COM 315621888 27 3,828 SH   DFND 01,02 0 3,828 0
FIBROCELL SCIENCE INC COM 315721209 6 1,051 SH   DFND 01,02 0 1,051 0
FIBRIA CELULOSE SA-SPON ADR COM 31573A109 11 983 SH   DFND 01,02 0 0 983
FIDELITY NATIONAL INFORMATIO COM 31620M106 20,138 470,082 SH   DFND 01,02 0 53,306 416,776
FIDELITY NATIONAL INFORMATIO COM 31620M106 342 7,980 SH   DFND 01,03 0 7,980 0
FIDELITY NATIONAL INFORMATIO COM 31620M106 31 712 SH   DFND 01,16 0 0 712
FIDELITY NATIONAL FINL-A COM 31620R105 13,084 549,514 SH   DFND 01,02 0 30,149 519,365
FIDELITY NATIONAL FINL-A COM 31620R105 3,571 149,966 SH   DFND 01,02,10 0 0 149,966
FIDELITY NATIONAL FINL-A COM 31620R105 94,588 3,974,429 SH   DFND 01,10 0 985,992 2,988,437
FIDELITY NATIONAL FINL-A COM 31620R105 14 605 SH   DFND 01,16 0 0 605
FIDELITY SOUTHERN CORP COM 316394105 8 652 SH   DFND 01,02 0 652 0
FIDUCIARY CLAYMORE MLP COM 31647Q106 22 790 SH   DFND 01,16 0 0 790
FIDUS INVESTMENT CORP COM 316500107 16 854 SH   DFND 01,02 0 854 0
FIESTA RESTAURANT GROUP COM 31660B101 2,568 74,657 SH   DFND 01,02 0 1,336 73,321
FIFTH & PACIFIC COS INC COM 316645100 32,802 1,468,374 SH   DFND 01,02 0 937,535 530,839
FIFTH & PACIFIC COS INC COM 316645100 185 8,270 SH   DFND 01,03 0 8,270 0
FIFTH & PACIFIC COS INC COM 316645100 12 525 SH   DFND 01,16 0 0 525
FIFTH THIRD BANCORP COM 316773100 424,205 23,500,400 SH   DFND 01,02 0 4,810,324 18,690,076
FIFTH THIRD BANCORP COM 316773100 458 25,377 SH   DFND 01,03 0 25,377 0
FIFTH THIRD BANCORP COM 316773100 104 5,771 SH   DFND 01,16 0 0 5,771
FIFTH THIRD BANCORP CONV PRF 316773209 37,912 243,207 SH   DFND 01,02 0 0 243,207
FIFTH STREET FINANCE CORP COM 31678A103 83 7,873 SH   DFND 01,02 0 7,873 0
FIFTH STREET FINANCE CORP COM 31678A103 224 21,400 SH   DFND 01,16 0 0 21,400
51JOB INC-ADR COM 316827104 2 37 SH   DFND 01,02 0 74 0
51JOB INC-ADR COM 316827104 20 300 SH   DFND 01,16 0 0 300
FINANCIAL ENGINES INC COM 317485100 16,487 361,619 SH   DFND 01,02 0 24,671 336,948
FINANCIAL INSTITUTIONS INC COM 317585404 9,833 534,078 SH   DFND 01,02 0 362,040 172,038
FINISAR CORPORATION COM 31787A507 11,729 691,965 SH   DFND 01,02 0 59,165 632,800
FINISAR CORPORATION COM 31787A507 5 296 SH   DFND 01,16 0 0 296
FINISH LINE/THE - CL A COM 317923100 23,073 1,055,537 SH   DFND 01,02 0 645,015 410,522
FINMECCANICA SPA-UNSPN ADR COM 318027208 10 3,871 SH   DFND 01,02 0 3,871 0
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FIRST BANCORP INC/ME COM 31866P102 10 596 SH   DFND 01,02 0 596 0
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FIRST BANCORP/NC COM 318910106 21 1,496 SH   DFND 01,02 0 1,496 0
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FIRST CASH FINL SVCS INC COM 31942D107 6,189 125,751 SH   DFND 01,02 0 3,898 121,853
FIRST CITIZENS BCSHS -CL A COM 31946M103 13,317 69,333 SH   DFND 01,02 0 46,873 22,460
FIRST COMMONWEALTH FINL CORP COM 319829107 19,579 2,656,675 SH   DFND 01,02 0 1,692,288 964,387
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FIRST HORIZON NATIONAL CORP COM 320517105 59,618 5,322,875 SH   DFND 01,10 0 0 5,322,875
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FIRST INTERSTATE BANCSYS/MT COM 32055Y201 2,624 126,503 SH   DFND 01,02 0 0 126,503
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FIRST NATIONAL COM 32111B104 0 265 SH   DFND 01,16 0 0 265
FIRST NBC BANK HOLDING CO COM 32115D106 6 260 SH   DFND 01,02 0 260 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 7,591 753,820 SH   DFND 01,02 0 15,611 738,209
FIRST NIAGARA FINANCIAL GRP COM 33582V108 2 219 SH   DFND 01,16 0 0 219
FIRST NIAGARA FINANCIAL GROUP PRF 33582V207 1,427 50,068 SH   DFND 01,02 0 0 50,068
FIRST PACIFIC CO LTD-SP ADR COM 335889200 7 1,237 SH   DFND 01,02 0 0 1,237
FIRST PACTRUST BANCORP INC COM 33589V101 10 748 SH   DFND 01,02 0 748 0
FIRST POTOMAC REALTY TRUST COM 33610F109 15,616 1,195,723 SH   DFND 01,02 0 897,344 298,379
FIRST REPUBLIC BANK/CA COM 33616C100 41,291 1,073,029 SH   DFND 01,02 0 397,837 675,192
FIRST REPUBLIC BANK/CA COM 33616C100 83 2,150 SH   DFND 01,03 0 2,150 0
FIRST REPUBLIC BANK/CA COM 33616C100 12,146 315,721 SH   DFND 01,10 0 0 315,721
FIRST REPUBLIC BANK/CA COM 33616C100 21 538 SH   DFND 01,16 0 0 538
FIRST SECURITY GROUP INC/TN COM 336312202 8 3,891 SH   DFND 01,02 0 3,891 0
FIRST SOLAR INC COM 336433107 2,768 61,819 SH   DFND 01,02 0 48,703 13,116
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1ST SOURCE CORP COM 336901103 27 1,140 SH   DFND 01,02 0 1,140 0
FIRST TRUST MORNINGSTAR COM 336917109 693 33,593 SH   DFND 01,16 0 0 33,593
FIRST TRUST COM 336920103 1 41 SH   DFND 01,16 0 0 41
FIRST TRUST ENHANCED COM 337318109 10 820 SH   DFND 01,16 0 0 820
FIRST TRUST ABERDEEN COM 33731K102 207 11,013 SH   DFND 01,16 0 0 11,013
FIRST TRUST ACTIVE COM 33731L100 108 13,236 SH   DFND 01,16 0 0 13,236
FIRST TRUST ISE CHINDIA COM 33733A102 31 1,477 SH   DFND 01,16 0 0 1,477
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FIRST TRUST MULTI CAP COM 33733C108 989 26,662 SH   DFND 01,16 0 0 26,662
FIRST TRUST CAP STRENGTH COM 33733E104 349 11,961 SH   DFND 01,16 0 0 11,961
FIRST TRUST NYSE ARCA COM 33733E203 150 2,585 SH   DFND 01,16 0 0 2,585
FIRST TRUST DOW JONES COM 33733E302 2,215 48,728 SH   DFND 01,16 0 0 48,728
FIRST TRUST COM 33733E401 200 6,803 SH   DFND 01,16 0 0 6,803
FIRST TRUST COM 33733E500 8 585 SH   DFND 01,16 0 0 585
FIRST TRUST CBOE S&P COM 33733E609 9 450 SH   DFND 01,16 0 0 450
FIRST TRUST BICK COM 33733H107 203 9,648 SH   DFND 01,16 0 0 9,648
FIRST TRUST ISE GLOBAL COM 33733J103 6 300 SH   DFND 01,16 0 0 300
FIRST TRUST COM 337344105 1,105 36,786 SH   DFND 01,16 0 0 36,786
FIRST TRUST COM 337345102 417 14,448 SH   DFND 01,16 0 0 14,448
FIRST TRUST COM 33734G108 1,584 84,853 SH   DFND 01,16 0 0 84,853
FIRST TRUST VALUE LINE COM 33734H106 10,110 519,093 SH   DFND 01,16 0 0 519,093
FIRST TRUST COM 33734J102 14 882 SH   DFND 01,16 0 0 882
FIRST TRUST LARGE CAP COM 33734K109 1,634 46,645 SH   DFND 01,16 0 0 46,645
FIRST TRUST CONSUMER COM 33734X101 1,806 66,447 SH   DFND 01,16 0 0 66,447
FIRST TRUST CONSUMER COM 33734X119 1,641 53,025 SH   DFND 01,16 0 0 53,025
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FIRST TRUST FINANCIALS COM 33734X135 211 11,210 SH   DFND 01,16 0 0 11,210
FIRST TRUST HEALTHCARE COM 33734X143 2,374 59,700 SH   DFND 01,16 0 0 59,700
FIRST TRUST INDUSTRIAL COM 33734X150 100 4,424 SH   DFND 01,16 0 0 4,424
FIRST TRUST MATERIALS COM 33734X168 309 11,636 SH   DFND 01,16 0 0 11,636
FIRST TRUST TECHNOLOGY COM 33734X176 6,890 282,388 SH   DFND 01,16 0 0 282,388
FIRST TRUST UTILITIES COM 33734X184 122 6,174 SH   DFND 01,16 0 0 6,174
FIRST TRUST DOW JONES COM 33734X200 179 7,763 SH   DFND 01,16 0 0 7,763
FIRST TRUST SMALL CAP COM 33734Y109 2,188 55,739 SH   DFND 01,16 0 0 55,739
FIRST TRUST MID CAP COM 33735B108 1,535 36,729 SH   DFND 01,16 0 0 36,729
FIRST TRUST LARGE CAP COM 33735J101 2,077 59,519 SH   DFND 01,16 0 0 59,519
FIRST TRUST LARGE CAP COM 33735K108 901 25,962 SH   DFND 01,16 0 0 25,962
FIRST TRUST GLOBAL WIND COM 33736G106 3 308 SH   DFND 01,16 0 0 308
FIRST TRUST FTSE EPRA COM 33736N101 88 2,241 SH   DFND 01,16 0 0 2,241
FIRST TRUST BRAZIL COM 33737J133 47 2,441 SH   DFND 01,16 0 0 2,441
FIRST TRUST DEVELOPING COM 33737J174 171 3,869 SH   DFND 01,16 0 0 3,869
FIRST TRUST EMERGING COM 33737J182 127 5,508 SH   DFND 01,16 0 0 5,508
FIRST TRUST GERMANY COM 33737J190 114 3,492 SH   DFND 01,16 0 0 3,492
FIRST TRUST CANADA COM 33737J208 117 3,558 SH   DFND 01,16 0 0 3,558
FIRST TRUST UNITED COM 33737J224 115 3,352 SH   DFND 01,16 0 0 3,352
FIRST TRUST SWITZERLAND COM 33737J232 115 3,397 SH   DFND 01,16 0 0 3,397
FIRST TRUST EMERGING COM 33737J307 80 2,387 SH   DFND 01,16 0 0 2,387
FIRST TRUST MID CAP COM 33737M102 22 960 SH   DFND 01,16 0 0 960
FIRST TRUST MID CAP COM 33737M201 56 2,239 SH   DFND 01,16 0 0 2,239
FIRST TRUST SMALL CAP COM 33737M409 29 1,084 SH   DFND 01,16 0 0 1,084
FIRST TRUST ENERGY COM 33738C103 40 1,666 SH   DFND 01,16 0 0 1,666
FIRST TRUST COM 33738D101 6 240 SH   DFND 01,16 0 0 240
FIRST TRUST HIGH INCOME COM 33738E109 265 15,074 SH   DFND 01,16 0 0 15,074
FIRST TR ENERGY INCM COM 33738G104 39 1,133 SH   DFND 01,16 0 0 1,133
FIRST TRUST MULTI ASSET COM 33738R100 976 46,126 SH   DFND 01,16 0 0 46,126
FIRST TRUST COM 33738R118 43 1,956 SH   DFND 01,16 0 0 1,956
FIRST TRUST MLP & ENERGY COM 33739B104 49 2,400 SH   DFND 01,16 0 0 2,400
1ST UNITED BANCORP INC/NORTH COM 33740N105 15 2,213 SH   DFND 01,02 0 2,213 0
FISERV INC COM 337738108 16,957 194,022 SH   DFND 01,02 0 56,220 137,802
FISERV INC COM 337738108 317 3,625 SH   DFND 01,03 0 3,625 0
FISERV INC COM 337738108 44 501 SH   DFND 01,16 0 0 501
FISHER COMMUNICATIONS INC COM 337756209 622 15,143 SH   DFND 01,02 0 15,143 0
FIRSTMERIT CORP COM 337915102 45,720 2,282,618 SH   DFND 01,02 0 1,077,870 1,204,748
FIRSTMERIT CORP COM 337915102 682 34,065 SH   DFND 01,16 0 0 34,065
FLAGSTAR BANCORP INC COM 337930705 110 7,902 SH   DFND 01,02 0 7,902 0
FIRSTENERGY CORP COM 337932107 4,888 130,935 SH   DFND 01,02 0 47,650 83,285
FIRSTENERGY CORP COM 337932107 425 11,390 SH   DFND 01,03 0 11,390 0
FIRSTENERGY CORP COM 337932107 201 5,373 SH   DFND 01,16 0 0 5,373
FIVE BELOW COM 33829M101 1,241 33,760 SH   DFND 01,02 0 2,044 31,716
FIVE STAR QUALITY CARE COM 33832D106 21 3,821 SH   DFND 01,02 0 3,821 0
FIVE STAR QUALITY CARE COM 33832D106 0 4 SH   DFND 01,16 0 0 4
FLAHERTY & CRUMRINE * COM 338478100 207 10,919 SH   DFND 01,16 0 0 10,919
FLAHERTY & CRUMRINE COM 338479108 120 6,153 SH   DFND 01,16 0 0 6,153
FLAHERTY & CRUMRINE COM 338480106 72 5,113 SH   DFND 01,16 0 0 5,113
FLAMEL TECHNOLOGIES-SP ADR COM 338488109 0 21 SH   DFND 01,02 0 21 0
FLAHERTY & CRUMRINE PFD* COM 33848E106 13 1,200 SH   DFND 01,16 0 0 1,200
FLASHPOINT TECHNOLOGY COM 33899A979 0 246,914 SH   DFND 01,02 0 0 246,914
FLEETCOR TECHNOLOGIES INC COM 339041105 37,654 463,167 SH   DFND 01,02 0 74,851 388,316
FLEETCOR TECHNOLOGIES INC COM 339041105 20 244 SH   DFND 01,16 0 0 244
FLETCHER BUILDING-SPN ADR COM 339305302 2 120 SH   DFND 01,02 0 120 0
FLEXSTEEL INDS COM 339382103 7 306 SH   DFND 01,02 0 306 0
FLEXSHARES IBOXX COM 33939L506 6 235 SH   DFND 01,16 0 0 235
FLEXSHARES IBOXX COM 33939L605 21 855 SH   DFND 01,16 0 0 855
FLOTEK INDUSTRIES INC COM 343389102 56 3,145 SH   DFND 01,02 0 3,145 0
FLOTEK INDUSTRIES INC COM 343389102 2 85 SH   DFND 01,16 0 0 85
FLUOR CORP COM 343412102 49,936 841,899 SH   DFND 01,02 0 155,263 686,636
FLUOR CORP COM 343412102 263 4,433 SH   DFND 01,03 0 4,433 0
FLUOR CORP COM 343412102 152 2,564 SH   DFND 01,16 0 0 2,564
FLOW INTL CORP COM 343468104 13 3,538 SH   DFND 01,02 0 3,538 0
FLOW INTL CORP COM 343468104 0 100 SH   DFND 01,16 0 0 100
FLOWERS FOODS INC COM 343498101 9,307 422,096 SH   DFND 01,02 0 4,645 417,451
FLOWSERVE CORP COM 34354P105 8,185 151,273 SH   DFND 01,02 0 48,250 103,023
FLOWSERVE CORP COM 34354P105 210 3,888 SH   DFND 01,03 0 3,888 0
FLOWSERVE CORP COM 34354P105 75 1,395 SH   DFND 01,16 0 0 1,395
FLSMIDTH & CO A/S-UNSPON ADR COM 343793105 5 994 SH   DFND 01,02 0 994 0
FLUIDIGM CORP COM 34385P108 28 1,585 SH   DFND 01,02 0 1,585 0
FLUSHING FINANCIAL CORP COM 343873105 41 2,447 SH   DFND 01,02 0 2,447 0
FLY LEASING LTD-ADR COM 34407D109 23,705 1,406,820 SH   DFND 01,02 0 66,289 1,340,531
FLY LEASING LTD-ADR COM 34407D109 24 1,450 SH   DFND 01,03 0 1,450 0
FOMENTO ECONOMICO MEX-SP ADR COM 344419106 20,380 197,517 SH   DFND 01,02 0 0 197,517
FOMENTO ECONOMICO MEX-SP ADR COM 344419106 7,152 69,305 SH   DFND 01,02,10 0 0 69,305
FOMENTO ECONOMICO MEX-SP ADR COM 344419106 74,002 717,011 SH   DFND 01,10 0 0 717,011
FOMENTO ECONOMICO MEX-SP ADR COM 344419106 52 505 SH   DFND 01,16 0 0 505
FOOT LOCKER INC COM 344849104 37,028 1,054,041 SH   DFND 01,02 0 541,511 512,530
FOOT LOCKER INC COM 344849104 4 115 SH   DFND 01,03 0 115 0
FOOT LOCKER INC COM 344849104 10,574 301,160 SH   DFND 01,10 0 0 301,160
FOOT LOCKER INC COM 344849104 396 11,275 SH   DFND 01,16 0 0 11,275
FORBES ENERGY SERVICES LTD COM 345143101 10 2,460 SH   DFND 01,02 0 2,460 0
FORD MOTOR CO COM 345370860 275,149 17,785,920 SH   DFND 01,02 0 1,548,532 16,237,388
FORD MOTOR CO COM 345370860 1,706 110,266 SH   DFND 01,03 0 110,266 0
FORD MOTOR CO COM 345370860 1,987 128,431 SH   DFND 01,16 0 0 128,431
FOREST CITY ENTERPRISES-CL A COM 345550107 5,569 310,918 SH   DFND 01,02 0 21,385 289,533
FOREST CITY ENTERPRISES-CL A COM 345550107 5 260 SH   DFND 01,16 0 0 260
FOREST CITY ENTERPRISES INC CONV BND 345550AP2 13,765 12,290,000 PRN   DFND 01,02 0 0 12,290,000
FOREST LABORATORIES INC COM 345838106 69,369 1,691,924 SH   DFND 01,02 0 252,247 1,439,677
FOREST LABORATORIES INC COM 345838106 262 6,390 SH   DFND 01,03 0 6,390 0
FOREST LABORATORIES INC COM 345838106 81 1,982 SH   DFND 01,16 0 0 1,982
FOREST OIL CORP COM 346091705 9,845 2,407,300 SH   DFND 01,02 0 2,158,413 248,887
FOREST OIL CORP COM 346091705 0 15 SH   DFND 01,16 0 0 15
FORESTAR GROUP INC COM 346233109 2,616 130,408 SH   DFND 01,02 0 3,862 126,546
FORMFACTOR INC COM 346375108 2,944 436,077 SH   DFND 01,02 0 213,407 222,670
FORMFACTOR INC COM 346375108 0 65 SH   DFND 01,16 0 0 65
FORRESTER RESEARCH INC COM 346563109 2,092 57,023 SH   DFND 01,02 0 8,353 48,670
FORT DEARBORN INCOME COM 347200107 2 123 SH   DFND 01,16 0 0 123
FORTEGRA FINANCIAL CORP COM 34954W104 3 400 SH   DFND 01,02 0 400 0
FORTESCUE METALS-SPON ADR COM 34959A206 11 2,001 SH   DFND 01,02 0 2,001 0
FORTINET INC COM 34959E109 23,059 1,317,698 SH   DFND 01,02 0 83,808 1,233,890
FORTINET INC COM 34959E109 77 4,400 SH   DFND 01,10 0 0 4,400
FORTINET INC COM 34959E109 1 41 SH   DFND 01,16 0 0 41
FORTUM OYJ-UNSPONSORED ADR COM 34959F106 7 1,817 SH   DFND 01,02 0 1,817 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 42,447 1,095,727 SH   DFND 01,02 0 617,593 478,134
FORTUNE BRANDS HOME & SECURI COM 34964C106 181 4,654 SH   DFND 01,03 0 4,654 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 27 704 SH   DFND 01,16 0 0 704
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6,626 217,717 SH   DFND 01,02 0 153,086 64,631
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 3,473 114,198 SH   DFND 01,10 0 0 114,198
FORWARD AIR CORPORATION COM 349853101 26,627 695,630 SH   DFND 01,02 0 16,101 679,529
FOSSIL GROUP INC COM 34988V106 5,035 48,734 SH   DFND 01,02 0 29,211 19,523
FOSSIL GROUP INC COM 34988V106 149 1,438 SH   DFND 01,03 0 1,438 0
FOSSIL GROUP INC COM 34988V106 8 75 SH   DFND 01,16 0 0 75
FOSTER (LB) CO-A COM 350060109 12,263 284,053 SH   DFND 01,02 0 284,053 0
FOX CHASE BANCORP INC COM 35137T108 14 791 SH   DFND 01,02 0 791 0
FRANCE TELECOM COM 35177Q105 9 900 SH   DFND 01,16 0 0 900
FRANCESCAS HOLDINGS CORP COM 351793104 8,754 314,988 SH   DFND 01,02 0 14,058 300,930
FRANKLIN COVEY CO COM 353469109 18 1,347 SH   DFND 01,02 0 1,347 0
FRANKLIN ELECTRIC CO INC COM 353514102 4,919 146,201 SH   DFND 01,02 0 4,395 141,806
FRANKLIN ELECTRIC CO INC COM 353514102 10 300 SH   DFND 01,16 0 0 300
FRANKLIN FINANCIAL CORP/VA COM 35353C102 18 1,000 SH   DFND 01,02 0 1,000 0
FRANKLIN RESOURCES INC COM 354613101 311,008 2,286,451 SH   DFND 01,02 0 1,852,529 433,922
FRANKLIN RESOURCES INC COM 354613101 4,719 34,695 SH   DFND 01,03 0 34,695 0
FRANKLIN RESOURCES INC COM 354613101 108 797 SH   DFND 01,16 0 0 797
FRANKLIN STREET PROPERTIES C COM 35471R106 4,292 325,166 SH   DFND 01,02 0 7,251 317,915
FRANKLIN TEMPLETON LTD * COM 35472T101 39 2,904 SH   DFND 01,16 0 0 2,904
FRANKLIN UNIVERSAL COM 355145103 7 999 SH   DFND 01,16 0 0 999
FRED'S INC-CLASS A COM 356108100 3,871 249,943 SH   DFND 01,02 0 3,219 246,724
FREEPORT-MCMORAN COPPER COM 35671D857 125,582 4,546,136 SH   DFND 01,02 0 2,436,988 2,109,148
FREEPORT-MCMORAN COPPER COM 35671D857 781 28,274 SH   DFND 01,03 0 28,274 0
FREEPORT-MCMORAN COPPER COM 35671D857 399 14,464 SH   DFND 01,16 0 0 14,464
FREIGHTCAR AMERICA INC COM 357023100 4,758 280,010 SH   DFND 01,02 0 280,010 0
FRESENIUS MEDICAL CARE-ADR COM 358029106 67 1,908 SH   DFND 01,02 0 0 1,908
FRESENIUS MEDICAL CARE-ADR COM 358029106 2 64 SH   DFND 01,16 0 0 64
FRESH MARKET INC/THE COM 35804H106 3,099 62,315 SH   DFND 01,02 0 15 62,300
FRISCH'S RESTAURANTS INC COM 358748101 2 120 SH   DFND 01,02 0 120 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,726 426,114 SH   DFND 01,02 0 227,336 198,778
FRONTIER COMMUNICATIONS CORP COM 35906A108 110 27,173 SH   DFND 01,03 0 27,173 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 64 15,189 SH   DFND 01,16 0 0 15,189
FUELCELL ENERGY INC COM 35952H106 15 11,382 SH   DFND 01,02 0 11,382 0
FUELCELL ENERGY INC COM 35952H106 0 200 SH   DFND 01,16 0 0 200
FUEL SYSTEMS SOLUTIONS INC COM 35952W103 16 881 SH   DFND 01,02 0 881 0
FUJI HEAVY INDUS-UNSPONS ADR COM 359556206 55 1,111 SH   DFND 01,02 0 1,111 0
FUJIFILM HOLDINGS-UNSP ADR COM 35958N107 172 7,759 SH   DFND 01,02 0 0 7,759
FUJIFILM HOLDINGS-UNSP ADR COM 35958N107 2 80 SH   DFND 01,16 0 0 80
FUJITSU LTD - UNSPON ADR COM 359590304 2 116 SH   DFND 01,02 0 116 0
H.B. FULLER CO. COM 359694106 31,733 839,257 SH   DFND 01,02 0 393,977 445,280
FULTON FINANCIAL CORP COM 360271100 8,488 739,228 SH   DFND 01,02 0 8,853 730,375
FULTON FINANCIAL CORP COM 360271100 2 142 SH   DFND 01,16 0 0 142
FURIEX PHARMACEUTICALS COM 36106P101 29 840 SH   DFND 01,02 0 840 0
FURMANITE CORP COM 361086101 16 2,331 SH   DFND 01,02 0 2,331 0
FUSION-IO INC COM 36112J107 70 4,941 SH   DFND 01,02 0 4,941 0
FUTUREFUEL CORP COM 36116M106 19 1,355 SH   DFND 01,02 0 1,355 0
FUTUREFUEL CORP COM 36116M106 1 68 SH   DFND 01,16 0 0 68
G & K SERVICES INC -CL A COM 361268105 3,613 75,893 SH   DFND 01,02 0 4,599 71,294
GAMCO INVESTORS INC-A COM 361438104 2,641 47,672 SH   DFND 01,02 0 42,972 4,700
GATX CORP COM 361448103 4,942 104,140 SH   DFND 01,02 0 6,552 97,588
GDL FUND COM 361570104 6 500 SH   DFND 01,16 0 0 500
GEA GROUP AG - SPON ADR COM 361592108 2 45 SH   DFND 01,02 0 45 0
GEO GROUP INC/THE COM 36159R103 36,283 1,068,695 SH   DFND 01,02 0 100,336 968,359
GDF SUEZ-SPON ADR COM 36160B105 101 5,149 SH   DFND 01,02 0 5,149 0
GFI GROUP INC COM 361652209 6,130 1,567,389 SH   DFND 01,02 0 1,567,389 0
GKN PLC - SPONSORED ADR COM 361755606 4 930 SH   DFND 01,02 0 930 0
GMAC CAPITAL TRUST I PRF 361860208 768 29,476 SH   DFND 01,02 0 29,476 0
GMAC INC PRF 36186C301 10 400 SH   DFND 01,16 0 0 400
GMAC LLC PRF 36186C400 25 1,000 SH   DFND 01,16 0 0 1,000
GMAC LLC PRF 36186C509 20 800 SH   DFND 01,16 0 0 800
GSI GROUP INC COM 36191C205 11,548 1,436,496 SH   DFND 01,02 0 1,419,016 17,480
GNC HOLDINGS INC-CL A COM 36191G107 42,947 971,456 SH   DFND 01,02 0 13,869 957,587
GNC HOLDINGS INC-CL A COM 36191G107 80 1,804 SH   DFND 01,03 0 1,804 0
GNC HOLDINGS INC-CL A COM 36191G107 32 715 SH   DFND 01,16 0 0 715
GSV CAPITAL CORP COM 36191J101 394 50,134 SH   DFND 01,02 0 50,134 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1,848 445,105 SH   DFND 01,02 0 10,023 435,082
GT ADVANCED TECHNOLOGIES INC COM 36191U106 3 720 SH   DFND 01,16 0 0 720
GT ADVANCED TECHNOLOGIES INC CONV BND 36191UAA4 7,274 8,570,000 PRN   DFND 01,02 0 0 8,570,000
GSE HOLDING INC COM 36191X100 3 498 SH   DFND 01,02 0 498 0
GP STRATEGIES CORP COM 36225V104 3,643 152,915 SH   DFND 01,02 0 1,115 151,800
GP STRATEGIES CORP COM 36225V104 7 312 SH   DFND 01,16 0 0 312
GSE SYSTEMS INC COM 36227K106 0 3 SH   DFND 01,16 0 0 3
G-III APPAREL GROUP LTD COM 36237H101 13,025 270,693 SH   DFND 01,02 0 270,693 0
GABELLI EQUITY TRUST INC COM 362397101 327 49,090 SH   DFND 01,16 0 0 49,090
GABELLI MULTIMEDIA TR COM 36239Q109 223 23,823 SH   DFND 01,16 0 0 23,823
GABELLI UTILITY COM 36240A101 121 18,655 SH   DFND 01,16 0 0 18,655
GABELLI UTIL TR SER A PRF 36240A200 60 2,409 SH   DFND 01,16 0 0 2,409
GABELLI CONV & INCOME PRF 36240B307 23 925 SH   DFND 01,16 0 0 925
GSI TECHNOLOGY INC COM 36241U106 15 2,360 SH   DFND 01,02 0 2,360 0
GABELLI DIVIDEND & * COM 36242H104 295 15,260 SH   DFND 01,16 0 0 15,260
GABELLI DIVIDEND & PRF 36242H500 11 448 SH   DFND 01,16 0 0 448
GABELLI GLOBAL UTILITY COM 36242L105 19 984 SH   DFND 01,16 0 0 984
GABELLI HEALTHCARE & * COM 36246K103 9 968 SH   DFND 01,16 0 0 968
GABELLI HEALTHCARE RTS WT 36246K129 0 1,482 SH   DFND 01,16 0 0 1,482
GAFISA SA-ADR COM 362607301 1 581 SH   DFND 01,02 0 0 581
GAIN CAPITAL HOLDINGS INC COM 36268W100 5 816 SH   DFND 01,02 0 816 0
GALAXY ENTERTAINMENT GRP-ADR COM 36318L104 20 405 SH   DFND 01,02 0 0 405
GALENA BIOPHARMA INC COM 363256108 12 5,203 SH   DFND 01,02 0 5,203 0
GALENA BIOPHARMA INC COM 363256108 0 49 SH   DFND 01,16 0 0 49
ARTHUR J GALLAGHER & CO COM 363576109 22,598 517,325 SH   DFND 01,02 0 183,850 333,475
ARTHUR J GALLAGHER & CO COM 363576109 88 2,005 SH   DFND 01,03 0 2,005 0
ARTHUR J GALLAGHER & CO COM 363576109 4 83 SH   DFND 01,16 0 0 83
GAMCO GLOBAL GOLD NAT COM 36465A109 178 18,234 SH   DFND 01,16 0 0 18,234
GAMESTOP CORP-CLASS A COM 36467W109 1,863 44,334 SH   DFND 01,02 0 20,801 23,533
GAMESTOP CORP-CLASS A COM 36467W109 136 3,242 SH   DFND 01,03 0 3,242 0
GAMESTOP CORP-CLASS A COM 36467W109 81 1,921 SH   DFND 01,16 0 0 1,921
GAMESA CORP TECN-UNSPON ADR COM 36468A106 15 13,817 SH   DFND 01,02 0 13,817 0
GANNETT CO COM 364730101 81,678 3,339,005 SH   DFND 01,02 0 254,252 3,084,753
GANNETT CO COM 364730101 202 8,297 SH   DFND 01,03 0 8,297 0
GANNETT CO COM 364730101 231 9,453 SH   DFND 01,16 0 0 9,453
GAP INC/THE COM 364760108 486,880 11,667,365 SH   DFND 01,02 0 4,587,099 7,080,266
GAP INC/THE COM 364760108 330 7,898 SH   DFND 01,03 0 7,898 0
GAP INC/THE COM 364760108 96 2,300 SH   DFND 01,16 0 0 2,300
GARDNER DENVER INC COM 365558105 10,060 133,800 SH   DFND 01,02 0 31,164 102,636
GARDNER DENVER INC COM 365558105 11 150 SH   DFND 01,16 0 0 150
GARRISON CAPITAL INC COM 366554103 6 374 SH   DFND 01,02 0 374 0
GARTNER INC COM 366651107 41,139 721,878 SH   DFND 01,02 0 267,836 454,042
GARTNER INC COM 366651107 4 67 SH   DFND 01,03 0 67 0
GARTNER INC COM 366651107 3 53 SH   DFND 01,16 0 0 53
GASFRAC ENERGY SERVICES COM 367257201 1 600 SH   DFND 01,16 0 0 600
GASTAR EXPLORATION LTD COM 367299203 1,731 648,659 SH   DFND 01,02 0 12,079 636,580
GAZPROM OAO-SPON ADR COM 368287207 52 7,806 SH   DFND 01,02 0 31,224 0
GAZPROM OAO-SPON ADR COM 368287207 151 23,000 SH   DFND 01,10 0 0 23,000
GAZPROM OAO-SPON ADR COM 368287207 3 381 SH   DFND 01,16 0 0 381
GAZPROM OAO-SPON ADR COM 368287991 4,817 733,565 SH   DFND 01,02 0 0 733,565
GAZPROM NEFT-SPONSORED ADR COM 36829G107 4 220 SH   DFND 01,02 0 0 220
GEEKNET INC COM 36846Q203 1 70 SH   DFND 01,02 0 70 0
GEEKNET INC COM 36846Q203 0 35 SH   DFND 01,16 0 0 35
GEELY AUTOMOBILE-UNSPON ADR COM 36847Q103 1 163 SH   DFND 01,02 0 163 0
GEMALTO NV-SPONSORED ADR COM 36863N208 2 60 SH   DFND 01,02 0 60 0
GENCORP INC COM 368682100 3,659 225,083 SH   DFND 01,02 0 4,401 220,682
GENCORP INC COM 368682100 117 7,192 SH   DFND 01,16 0 0 7,192
GENERAC HOLDINGS INC COM 368736104 6,943 187,592 SH   DFND 01,02 0 3,592 184,000
GENERAC HOLDINGS INC COM 368736104 6 166 SH   DFND 01,16 0 0 166
GENERAL AMERICAN COM 368802104 456 14,273 SH   DFND 01,16 0 0 14,273
GENERAL AMERICAN PRF 368802401 26 1,011 SH   DFND 01,16 0 0 1,011
GENERAL CABLE CORP COM 369300108 3,400 110,565 SH   DFND 01,02 0 6,805 103,760
GENERAL CABLE CORP COM 369300108 6 200 SH   DFND 01,16 0 0 200
GENERAL CABLE CORP CONV BND 369300AL2 2,899 2,630,000 PRN   DFND 01,02 0 0 2,630,000
GENERAL COMMUNICATION INC-A COM 369385109 14,417 1,841,050 SH   DFND 01,02 0 1,162,984 678,066
GENERAL DYNAMICS CORP COM 369550108 104,638 1,335,873 SH   DFND 01,02 0 916,684 419,189
GENERAL DYNAMICS CORP COM 369550108 708 9,043 SH   DFND 01,03 0 9,043 0
GENERAL DYNAMICS CORP COM 369550108 138 1,762 SH   DFND 01,16 0 0 1,762
GENERAL ELECTRIC CO COM 369604103 803,404 34,634,200 SH   DFND 01,02 0 9,169,233 25,464,967
GENERAL ELECTRIC CO COM 369604103 7,058 304,358 SH   DFND 01,03 0 304,358 0
GENERAL ELECTRIC CO COM 369604103 166,342 7,172,983 SH   DFND 01,10 0 926,150 6,246,833
GENERAL ELECTRIC CO COM 369604103 7,235 312,034 SH   DFND 01,16 0 0 312,034
GENL ELECTRIC CAP CORP PRF 369622428 41 1,697 SH   DFND 01,16 0 0 1,697
GENERAL ELECTRIC CAPITAL PRF 369622444 36 1,400 SH   DFND 01,16 0 0 1,400
GENERAL GROWTH PROPERTIES COM 370023103 39,100 1,967,783 SH   DFND 01,02 0 1,252,040 715,743
GENERAL GROWTH PROPERTIES COM 370023103 12 582 SH   DFND 01,16 0 0 582
GENERAL MILLS INC COM 370334104 208,466 4,295,604 SH   DFND 01,02 0 1,747,187 2,548,417
GENERAL MILLS INC COM 370334104 852 17,558 SH   DFND 01,03 0 17,558 0
GENERAL MILLS INC COM 370334104 1,325 27,308 SH   DFND 01,16 0 0 27,308
GENERAL MOLY INC COM 370373102 7 3,685 SH   DFND 01,02 0 3,685 0
GENERAL MOTORS CO COM 37045V100 131,229 3,939,663 SH   DFND 01,02 0 2,975,302 964,361
GENERAL MOTORS CO COM 37045V100 911 27,373 SH   DFND 01,03 0 27,373 0
GENERAL MOTORS CO COM 37045V100 144,564 4,336,068 SH   DFND 01,10 0 303,805 4,032,263
GENERAL MOTORS CO COM 37045V100 618 18,707 SH   DFND 01,16 0 0 18,707
GENERAL MOTORS-CW16 WT 37045V118 66 2,770 SH   DFND 01,02 0 0 2,770
GENERAL MOTORS-CW16 WT 37045V118 36 1,509 SH   DFND 01,16 0 0 1,509
GENERAL MOTORS-CW19 WT 37045V126 45 2,770 SH   DFND 01,02 0 0 2,770
GENERAL MOTORS-CW19 WT 37045V126 25 1,509 SH   DFND 01,16 0 0 1,509
GENERAL MOTORS CONV PRF 37045V209 36,630 760,581 SH   DFND 01,02 0 0 760,581
GENERAL MOTORS CONV PRF 37045V209 10 209 SH   DFND 01,03 0 0 209
GENERAL MOTORS CONV PRF 37045V209 17 343 SH   DFND 01,16 0 0 343
GENERAL MOTORS CORP XXX PRF 370ESC121 0 200 SH   DFND 01,16 0 0 200
GENERAL MOTORS CORP XXX PRF 370ESC717 0 100 SH   DFND 01,16 0 0 100
GENERAL MOTORS CORP XXX PRF 370ESC725 0 1,400 SH   DFND 01,16 0 0 1,400
GENERAL MOTORS CORP XXX PRF 370ESC733 0 380 SH   DFND 01,16 0 0 380
GENERAL MOTORS CORP XXX PRF 370ESC758 0 1,013 SH   DFND 01,16 0 0 1,013
GENERAL MOTORS CORP XXX PRF 370ESC766 0 3,600 SH   DFND 01,16 0 0 3,600
GENERAL MOTORS CORP XXX PRF 370ESC774 0 4,400 SH   DFND 01,16 0 0 4,400
GENERAL MOTORS CORP XXX PRF 370ESC816 0 500 SH   DFND 01,16 0 0 500
GENESCO INC COM 371532102 8,743 130,515 SH   DFND 01,02 0 3,513 127,002
GENESEE & WYOMING INC-CL A COM 371559105 48,663 573,590 SH   DFND 01,02 0 28,917 544,673
GENESEE & WYOMING INC-CL A COM 371559105 73 860 SH   DFND 01,03 0 860 0
GENESEE & WYOMING INC-CL A COM 371559105 5 54 SH   DFND 01,16 0 0 54
GENESEE & WYOMING INC. CONV PRF 371559204 3,355 28,000 SH   DFND 01,02 0 0 28,000
GENETIC TECH LTD-SP ADR COM 37185R109 0 22 SH   DFND 01,02 0 22 0
GENTEX CORP COM 371901109 7,060 306,292 SH   DFND 01,02 0 6,819 299,473
GENTEX CORP COM 371901109 12 520 SH   DFND 01,16 0 0 520
GENESIS ENERGY LTD COM 371927104 307 5,922 SH   DFND 01,16 0 0 5,922
GENIE ENERGY LTD-B COM 372284208 42 4,655 SH   DFND 01,02 0 466 0
GENMARK DIAGNOSTICS INC COM 372309104 19 1,815 SH   DFND 01,02 0 1,815 0
GENOMIC HEALTH INC COM 37244C101 37 1,173 SH   DFND 01,02 0 1,173 0
GENTING BERHAD -SPONS ADR COM 372452300 4 246 SH   DFND 01,02 0 246 0
GENUINE PARTS CO COM 372460105 4,923 62,977 SH   DFND 01,02 0 32,384 30,593
GENUINE PARTS CO COM 372460105 330 4,221 SH   DFND 01,03 0 4,221 0
GENUINE PARTS CO COM 372460105 262 3,358 SH   DFND 01,16 0 0 3,358
GENTIVA HEALTH SERVICES COM 37247A102 1,103 110,736 SH   DFND 01,02 0 4,519 106,217
GENWORTH FINANCIAL INC-CL A COM 37247D106 4,440 389,197 SH   DFND 01,02 0 290,940 98,257
GENWORTH FINANCIAL INC-CL A COM 37247D106 153 13,430 SH   DFND 01,03 0 13,430 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 386 33,870 SH   DFND 01,16 0 0 33,870
GENTIUM SPA-SPONSORED ADR COM 37250B104 0 10 SH   DFND 01,02 0 10 0
GENTHERM INC COM 37253A103 7,712 415,354 SH   DFND 01,02 0 415,354 0
GEORGIA POWER COMPANY PRF 373334473 5 203 SH   DFND 01,16 0 0 203
GEOSPACE TECHNOLOGIES CORP COM 37364X109 6,316 91,431 SH   DFND 01,02 0 44,341 47,090
GERDAU SA -SPON ADR COM 373737105 10 1,777 SH   DFND 01,02 0 0 1,777
GERDAU SA -SPON ADR COM 373737105 10,260 1,800,000 SH   DFND 01,10 0 0 1,800,000
GERBER SCIENTIFIC INC RTS WT 37373ESC5 0 127,598 SH   DFND 01,02 0 0 127,598
GERMAN AMERICAN BANCORP COM 373865104 20 890 SH   DFND 01,02 0 890 0
GERON CORP COM 374163103 14 9,510 SH   DFND 01,02 0 9,510 0
GETTY REALTY CORP COM 374297109 2,066 100,002 SH   DFND 01,02 0 2,536 97,466
GETTY REALTY CORP COM 374297109 26 1,250 SH   DFND 01,16 0 0 1,250
GEVO INC COM 374396109 0 90 SH   DFND 01,02 0 90 0
GEVO INC COM 374396109 0 100 SH   DFND 01,16 0 0 100
GIANT INTERACTIVE GROUP-ADR COM 374511103 0 51 SH   DFND 01,02 0 51 0
GIBRALTAR INDUSTRIES INC COM 374689107 8,672 595,573 SH   DFND 01,02 0 3,187 592,386
GIGAMON INC COM 37518B102 584 21,175 SH   DFND 01,02 0 21,175 0
GILEAD SCIENCES INC COM 375558103 1,005,339 19,629,391 SH   DFND 01,02 0 10,587,880 9,041,511
GILEAD SCIENCES INC COM 375558103 8,426 164,538 SH   DFND 01,03 0 164,538 0
GILEAD SCIENCES INC COM 375558103 105,769 2,065,391 SH   DFND 01,10 0 0 2,065,391
GILEAD SCIENCES INC COM 375558103 374 7,287 SH   DFND 01,16 0 0 7,287
GILEAD SCIENCES INC CONV BND 375558AP8 19,853 8,740,000 PRN   DFND 01,02 0 0 8,740,000
GILMAN CIOCIA INC COM 375908100 0 2,545 SH   DFND 01,16 0 0 2,545
GILDAN ACTIVEWEAR INC COM 375916103 8 196 SH   DFND 01,16 0 0 196
GIVAUDAN-UNSPON ADR COM 37636P108 71 2,750 SH   DFND 01,02 0 2,750 0
GLACIER BANCORP INC COM 37637Q105 27,800 1,252,807 SH   DFND 01,02 0 841,275 411,532
GLACIER BANCORP INC COM 37637Q105 2 97 SH   DFND 01,16 0 0 97
GLADSTONE CAPITAL CORP COM 376535100 34 4,140 SH   DFND 01,02 0 4,140 0
GLADSTONE COMMERCIAL CORP COM 376536108 24 1,246 SH   DFND 01,02 0 1,246 0
GLADSTONE COMMERCIAL PRF 376536306 10 400 SH   DFND 01,16 0 0 400
GLADSTONE INVESTMENT CORP COM 376546107 15 2,050 SH   DFND 01,02 0 2,050 0
GLATFELTER COM 377316104 16,767 668,028 SH   DFND 01,02 0 369,648 298,380
GLATFELTER COM 377316104 93 3,692 SH   DFND 01,16 0 0 3,692
GLAXOSMITHKLINE PLC-SPON ADR COM 37733W105 164,204 3,285,791 SH   DFND 01,02 0 0 3,285,791
GLAXOSMITHKLINE PLC-SPON ADR COM 37733W105 84 1,685 SH   DFND 01,03 0 0 1,685
GLAXOSMITHKLINE PLC-SPON ADR COM 37733W105 402 8,037 SH   DFND 01,16 0 0 8,037
GLENCORE XSTRATA -UNSP ADR COM 37827X100 9 869 SH   DFND 01,02 0 869 0
GLOBAL CASH ACCESS HOLDINGS COM 378967103 25,713 4,107,445 SH   DFND 01,02 0 1,902,323 2,205,122
GLOBAL CASH ACCESS HOLDINGS COM 378967103 3 529 SH   DFND 01,16 0 0 529
GLOBALSTAR INC COM 378973408 171 308,964 SH   DFND 01,02 0 308,964 0
GLOBALSTAR INC PIK CONV BND 378973AD3 1,024 1,052,931 PRN   DFND 01,02 0 0 1,052,931
GLIMCHER REALTY TRUST COM 379302102 9,410 861,754 SH   DFND 01,02 0 861,754 0
GLOBAL HIGH INCOME FUND COM 37933G108 12 1,100 SH   DFND 01,16 0 0 1,100
GLOBAL PAYMENTS INC COM 37940X102 41,767 901,705 SH   DFND 01,02 0 105,638 796,067
GLOBAL PAYMENTS INC COM 37940X102 107 2,300 SH   DFND 01,10 0 0 2,300
GLOBAL PAYMENTS INC COM 37940X102 35 748 SH   DFND 01,16 0 0 748
GLOBAL POWER EQUIPMENT GROUP COM 37941P306 8,294 514,452 SH   DFND 01,02 0 360,276 154,176
GLOBAL MARINE LTD COM 37944Y106 0 6 SH   DFND 01,16 0 0 6
GLOBAL PARTNERS LTD COM 37946R109 3 74 SH   DFND 01,16 0 0 74
GLOBAL GEOPHYSICAL SERVICES COM 37946S107 9 1,826 SH   DFND 01,02 0 1,826 0
GLOBAL X COM 37950E101 280 13,881 SH   DFND 01,16 0 0 13,881
GLOBAL X SUPERINCOME COM 37950E333 78 5,302 SH   DFND 01,16 0 0 5,302
GLOBAL X COM 37950E416 4 282 SH   DFND 01,16 0 0 282
GLOBAL X COM 37950E549 193 9,002 SH   DFND 01,16 0 0 9,002
GLOBAL X FTSE ASEAN COM 37950E648 4 246 SH   DFND 01,16 0 0 246
GLOBAL X COM 37950E747 58 4,000 SH   DFND 01,16 0 0 4,000
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 13 1,338 SH   DFND 01,02 0 1,338 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 7 502 SH   DFND 01,02 0 502 0
GLOBE SPECIALTY METALS INC COM 37954N206 2,601 239,174 SH   DFND 01,02 0 5,731 233,443
GLOBECOMM SYSTEMS INC COM 37956X103 24 1,899 SH   DFND 01,02 0 1,899 0
GLOBUS MEDICAL INC - A COM 379577208 921 54,644 SH   DFND 01,02 0 54,644 0
GLU MOBILE INC COM 379890106 8 3,531 SH   DFND 01,02 0 3,531 0
GLU MOBILE INC COM 379890106 3 1,450 SH   DFND 01,16 0 0 1,450
GOL LINHAS AEREAS INTEL-ADR COM 38045R107 0 30 SH   DFND 01,02 0 0 30
GOGO INC COM 38046C109 9,325 667,562 SH   DFND 01,02 0 62,725 604,837
GOLD FIELDS LTD-SPONS ADR COM 38059T106 9 1,641 SH   DFND 01,02 0 0 1,641
GOLD FIELDS LTD-SPONS ADR COM 38059T106 5 942 SH   DFND 01,16 0 0 942
GOLD RESOURCE CORP COM 38068T105 22 2,547 SH   DFND 01,02 0 2,547 0
GOLDCORP INC COM 380956409 1,889 76,402 SH   DFND 01,02 0 47 76,355
GOLDCORP INC COM 380956409 197 7,967 SH   DFND 01,16 0 0 7,967
GOLDEN STAR RESOURCES LTD COM 38119T104 7 16,530 SH   DFND 01,02 0 16,530 0
GOLDMAN SACHS GROUP INC COM 38141G104 366,517 2,423,268 SH   DFND 01,02 0 324,800 2,098,468
GOLDMAN SACHS GROUP INC COM 38141G104 1,775 11,738 SH   DFND 01,03 0 11,738 0
GOLDMAN SACHS GROUP INC COM 38141G104 504 3,335 SH   DFND 01,16 0 0 3,335
GOLDMAN SACHS GROUP INC PRF 38143Y665 22 1,000 SH   DFND 01,16 0 0 1,000
GOLDMAN SACHS GRP INC PRF 38144G184 48 1,856 SH   DFND 01,16 0 0 1,856
GOLDMAN SACHS GROUP INC PRF 38144L852 19 423 SH   DFND 01,16 0 0 423
GOLDMAN SACHS GROUP INC PRF 38144X500 37 1,465 SH   DFND 01,16 0 0 1,465
GOLDMAN SACHS GROUP INC PRF 38145X111 55 2,143 SH   DFND 01,16 0 0 2,143
GS MAND EXCH NOTE 5.0% BAC PRF 38147K851 99,051 7,827,420 SH   DFND 01,02 0 0 7,827,420
GS MAND EXCH NOTE 5.0% BAC PRF 38147K851 69 5,480 SH   DFND 01,03 0 0 5,480
PRICELINE.COM INC CONV PRF 38147M303 5,974 7,549 SH   DFND 01,02 0 0 7,549
VERTEX PHARMACEUTICALS CONV PRF 38147M402 3,409 43,390 SH   DFND 01,02 0 0 43,390
GOME ELECTRICAL-UNSPON ADR COM 381735109 0 10 SH   DFND 01,02 0 10 0
GOLUB CAPITAL BDC INC COM 38173M102 42 2,360 SH   DFND 01,02 0 2,360 0
GOODRICH PETROLEUM CORP COM 382410405 24 1,875 SH   DFND 01,02 0 1,875 0
GOODRICH PETROLEUM CORP COM 382410405 0 16 SH   DFND 01,16 0 0 16
GOODRICH PETROLEUM CORP CONV BND 382410AC2 397 400,000 PRN   DFND 01,02 0 0 400,000
GOODYEAR TIRE & RUBBER CO COM 382550101 1,858 121,394 SH   DFND 01,02 0 72,922 48,472
GOODYEAR TIRE & RUBBER CO COM 382550101 102 6,688 SH   DFND 01,03 0 6,688 0
GOODYEAR TIRE & RUBBER CO COM 382550101 36 2,346 SH   DFND 01,16 0 0 2,346
GOOGLE INC-CL A COM 38259P508 1,629,082 1,850,451 SH   DFND 01,02 0 919,988 930,463
GOOGLE INC-CL A COM 38259P508 7,733 8,784 SH   DFND 01,02,10 0 0 8,784
GOOGLE INC-CL A COM 38259P508 12,489 14,186 SH   DFND 01,03 0 14,186 0
GOOGLE INC-CL A COM 38259P508 426,489 484,844 SH   DFND 01,10 0 67,652 417,192
GOOGLE INC-CL A COM 38259P508 2,920 3,317 SH   DFND 01,16 0 0 3,317
GORDMANS STORES INC COM 38269P100 8 553 SH   DFND 01,02 0 553 0
GORMAN-RUPP CO COM 383082104 4,390 137,880 SH   DFND 01,02 0 137,880 0
GORMAN-RUPP CO COM 383082104 5 151 SH   DFND 01,16 0 0 151
GOVERNMENT PROPERTIES INCOME COM 38376A103 9,216 365,469 SH   DFND 01,02 0 4,884 360,585
GOVERNMENT PROPERTIES INCOME COM 38376A103 1,749 69,336 SH   DFND 01,16 0 0 69,336
WR GRACE & CO COM 38388F108 4,843 57,632 SH   DFND 01,02 0 8,055 49,577
GRACO INC COM 384109104 8,388 132,710 SH   DFND 01,02 0 4,928 127,782
GRACO INC COM 384109104 8 129 SH   DFND 01,16 0 0 129
GRAFTECH INTERNATIONAL LTD COM 384313102 7,292 1,001,713 SH   DFND 01,02 0 1,001,713 0
GRAFTECH INTERNATIONAL LTD COM 384313102 7 1,000 SH   DFND 01,16 0 0 1,000
GRAHAM CORP COM 384556106 31 1,024 SH   DFND 01,02 0 1,024 0
GRAHAM CORP COM 384556106 8 276 SH   DFND 01,16 0 0 276
WW GRAINGER INC COM 384802104 103,790 411,574 SH   DFND 01,02 0 122,257 289,317
WW GRAINGER INC COM 384802104 415 1,648 SH   DFND 01,03 0 1,648 0
WW GRAINGER INC COM 384802104 298 1,180 SH   DFND 01,16 0 0 1,180
GRAMERCY PROPERTY TRUST INC COM 38489R100 21 4,576 SH   DFND 01,02 0 4,576 0
GRAN TIERRA ENERGY INC COM 38500T101 83 13,875 SH   DFND 01,02 0 13,875 0
GRAND CANYON EDUCATION INC COM 38526M106 4,883 151,489 SH   DFND 01,02 0 111,389 40,100
GRAND CANYON EDUCATION INC COM 38526M106 3 86 SH   DFND 01,16 0 0 86
GRANITE CONSTRUCTION INC COM 387328107 2,336 78,487 SH   DFND 01,02 0 4,175 74,312
GRANITE REAL ESTATE INC COM 387437114 27,675 801,005 SH   DFND 01,02 0 0 801,005
GRAPHIC PACKAGING HOLDING CO COM 388689101 616 79,617 SH   DFND 01,02 0 61,017 18,600
GRAPHIC PACKAGING HOLDING CO COM 388689101 0 37 SH   DFND 01,16 0 0 37
GRAVITY CO LTD-SPONSORED ADR COM 38911N107 0 1 SH   DFND 01,02 0 0 0
GRAY TELEVISION INC COM 389375106 1,560 216,642 SH   DFND 01,02 0 216,642 0
GRAYMARK HEALTHCARE INC COM 389465303 0 500 SH   DFND 01,16 0 0 500
GREAT LAKES DREDGE & DOCK CO COM 390607109 19,637 2,511,238 SH   DFND 01,02 0 948,484 1,562,754
GREAT SOUTHERN BANCORP INC COM 390905107 17 642 SH   DFND 01,02 0 642 0
GREAT PLAINS ENERGY INC COM 391164100 40,559 1,799,443 SH   DFND 01,02 0 185,367 1,614,076
GREAT PLAINS ENERGY INC COM 391164100 20 907 SH   DFND 01,16 0 0 907
GREAT WALL BUILDERS LTD COM 39136A201 0 2,564 SH   DFND 01,16 0 0 2,564
GREAT-WEST LIFECO INC COM 39138C106 3 100 SH   DFND 01,02 0 0 100
GREAT WEST LIFECO INC PRF 39138C809 3 115 SH   DFND 01,16 0 0 115
GREATBATCH INC COM 39153L106 13,877 423,194 SH   DFND 01,02 0 240,706 182,488
OPAP SA-UNSPON ADR COM 392483103 2 588 SH   DFND 01,02 0 588 0
GREEN DOT CORP-CLASS A COM 39304D102 125 6,258 SH   DFND 01,02 0 6,258 0
GREEN DOT CORP-CLASS A COM 39304D102 1 63 SH   DFND 01,16 0 0 63
GREEN FIELD ENERGY SERVICES. WT 39304K114 1,980 32,996 SH   DFND 01,02 0 0 32,996
GREEN FIELD ENERGY SERVICES. WT 39304K114 4 71 SH   DFND 01,03 0 0 71
GREEN MOUNTAIN COFFEE ROASTE COM 393122106 82,646 1,100,840 SH   DFND 01,02 0 109,481 991,359
GREEN MOUNTAIN COFFEE ROASTE COM 393122106 360 4,790 SH   DFND 01,16 0 0 4,790
GREEN PLAINS RENEWABLE ENERG COM 393222104 23 1,696 SH   DFND 01,02 0 1,696 0
GREENBRIER COMPANIES INC COM 393657101 148 6,093 SH   DFND 01,02 0 6,093 0
GREENBRIER CO INC CONV BND 393657AH4 13,276 12,920,000 PRN   DFND 01,02 0 0 12,920,000
GREENHAVEN CONTINUOUS COM 395258106 216 8,386 SH   DFND 01,16 0 0 8,386
GREENHILL & CO INC COM 395259104 16,574 362,360 SH   DFND 01,02 0 4,724 357,636
GREENHILL & CO INC COM 395259104 6 138 SH   DFND 01,16 0 0 138
GREENWAY MEDICAL TECHNOLOGIE COM 39679B103 11 900 SH   DFND 01,02 0 900 0
GREIF INC-CL A COM 397624107 48,270 916,441 SH   DFND 01,02 0 0 916,441
GRIFFIN LAND & NURSERIES COM 398231100 5 164 SH   DFND 01,02 0 164 0
GRIFFON CORP COM 398433102 1,894 168,425 SH   DFND 01,02 0 4,480 163,945
GRIFOLS SA-ADR COM 398438408 3,880 136,215 SH   DFND 01,02 0 518 135,697
GRIFOLS SA-ADR COM 398438408 7,640 268,282 SH   DFND 01,10 0 265,948 2,334
GRIZZLY GOLD CORP COM 398693101 0 200 SH   DFND 01,16 0 0 200
GROUP 1 AUTOMOTIVE INC COM 398905109 9,015 140,124 SH   DFND 01,02 0 5,289 134,835
GROUP 1 AUTOMOTIVE INC COM 398905109 3 42 SH   DFND 01,16 0 0 42
GROUPON INC COM 399473107 62 7,200 SH   DFND 01,02 0 7,200 0
GROUPON INC COM 399473107 9 1,000 SH   DFND 01,16 0 0 1,000
GRUPO FINANCIERO GALICIA-ADR COM 399909100 0 55 SH   DFND 01,02 0 0 55
GRUMA S.A.B.-SPONSORED ADR COM 400131306 6 349 SH   DFND 01,02 0 0 349
GRUPO CARSO -SPONS ADR COM 400485207 3 340 SH   DFND 01,02 0 0 340
GRUPO FIN INBURSA-SP ADR O COM 40048D101 0 10 SH   DFND 01,02 0 10 0
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HEWLETT-PACKARD CO COM 428236103 151,707 6,115,404 SH   DFND 01,02 0 3,943,510 2,171,894
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HOLLYFRONTIER CORP COM 436106108 136,990 3,202,045 SH   DFND 01,02 0 329,419 2,872,626
HOLLYFRONTIER CORP COM 436106108 49 1,157 SH   DFND 01,03 0 1,157 0
HOLLYFRONTIER CORP COM 436106108 6,541 152,934 SH   DFND 01,10 0 152,934 0
HOLLYFRONTIER CORP COM 436106108 554 12,940 SH   DFND 01,16 0 0 12,940
HOLOGIC INC COM 436440101 21,601 1,119,146 SH   DFND 01,02 0 123,573 995,573
HOLOGIC INC COM 436440101 183 9,487 SH   DFND 01,16 0 0 9,487
HOLOGIC INC CONV BND 436440AC5 5,773 5,820,000 PRN   DFND 01,02 0 0 5,820,000
HOME BANCSHARES INC COM 436893200 5,138 197,832 SH   DFND 01,02 0 29,682 168,150
HOME BANCORP INC COM 43689E107 11 634 SH   DFND 01,02 0 634 0
HOME DEPOT INC COM 437076102 663,568 8,565,500 SH   DFND 01,02 0 3,872,784 4,692,716
HOME DEPOT INC COM 437076102 3,082 39,779 SH   DFND 01,03 0 39,779 0
HOME DEPOT INC COM 437076102 158,069 2,050,983 SH   DFND 01,10 0 1,217 2,049,766
HOME DEPOT INC COM 437076102 1,524 19,673 SH   DFND 01,16 0 0 19,673
HOME FEDERAL BANCORP INC/ID COM 43710G105 8,715 684,042 SH   DFND 01,02 0 684,042 0
HOME INNS & HOTELS MANAG-ADR COM 43713W107 4 142 SH   DFND 01,02 0 284 0
HOME INNS & HOTELS MANAGEMENT CONV BND 43713WAA5 2,799 3,210,000 PRN   DFND 01,02 0 0 3,210,000
HOME INNS & HOTELS MANAGEMENT CONV BND 43713WAB3 506 580,000 PRN   DFND 01,02 0 0 580,000
HOME PROPERTIES INC COM 437306103 45,637 698,128 SH   DFND 01,02 0 518,683 179,445
HOME PROPERTIES INC COM 437306103 84 1,288 SH   DFND 01,03 0 1,288 0
HOME PROPERTIES INC COM 437306103 13 200 SH   DFND 01,16 0 0 200
HOME RETAIL GROUP-SPON ADR COM 43731T102 9 1,142 SH   DFND 01,02 0 1,142 0
HOME RETAIL GROUP-SPON ADR COM 43731T102 1 153 SH   DFND 01,16 0 0 153
HOMEAWAY INC COM 43739Q100 32,072 991,765 SH   DFND 01,02 0 795,079 196,686
HOMEAWAY INC COM 43739Q100 183 5,674 SH   DFND 01,03 0 5,674 0
HOMESTREET INC COM 43785V102 618 28,828 SH   DFND 01,02 0 5,428 23,400
HOMETRUST BANCSHARES INC COM 437872104 25 1,478 SH   DFND 01,02 0 1,478 0
HONDA MOTOR CO LTD-SPONS ADR COM 438128308 1,047 28,090 SH   DFND 01,02 0 0 28,090
HONDA MOTOR CO LTD-SPONS ADR COM 438128308 25 667 SH   DFND 01,16 0 0 667
HONEYWELL INTERNATIONAL INC COM 438516106 861,405 10,857,151 SH   DFND 01,02 0 6,210,416 4,646,735
HONEYWELL INTERNATIONAL INC COM 438516106 2,041 25,735 SH   DFND 01,03 0 25,735 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,199 15,118 SH   DFND 01,10 0 0 15,118
HONEYWELL INTERNATIONAL INC COM 438516106 1,385 17,460 SH   DFND 01,16 0 0 17,460
HONG KONG & CHINA GAS-SP ADR COM 438550303 51 20,595 SH   DFND 01,02 0 0 20,595
HONGKONG LAND HOLDINGS LTD COM 438584997 16,464 2,403,540 SH   DFND 01,02 0 366,540 2,037,000
HONG KONG EXCHANGES-UNSP ADR COM 43858F109 78 5,137 SH   DFND 01,02 0 0 5,137
HONG KONG TELEVISION NE-ADR COM 43858G107 0 2 SH   DFND 01,02 0 0 2
HOOKER FURNITURE CORP COM 439038100 19 1,150 SH   DFND 01,02 0 1,150 0
HORACE MANN EDUCATORS COM 440327104 35,992 1,476,361 SH   DFND 01,02 0 812,968 663,393
HORIZON BANCORP INDIANA COM 440407104 11 542 SH   DFND 01,02 0 542 0
HORMEL FOODS CORP COM 440452100 1,671 43,342 SH   DFND 01,02 0 16,675 26,667
HORMEL FOODS CORP COM 440452100 142 3,676 SH   DFND 01,03 0 3,676 0
HORMEL FOODS CORP COM 440452100 19 500 SH   DFND 01,16 0 0 500
HORIZON TECHNOLOGY FINANCE C COM 44045A102 7 513 SH   DFND 01,02 0 513 0
HORIZON PHARMA INC COM 44047T109 9 3,472 SH   DFND 01,02 0 3,472 0
HORNBECK OFFSHORE SERVICES COM 440543106 38,433 718,397 SH   DFND 01,02 0 73,112 645,285
HORNE INTERNATIONAL INC COM 440591105 0 500 SH   DFND 01,16 0 0 500
HORSEHEAD HOLDING CORP COM 440694305 55 4,274 SH   DFND 01,02 0 4,274 0
HORSEHEAD HOLDING CORP CONV BND 440694AB3 3,007 2,800,000 PRN   DFND 01,02 0 0 2,800,000
HOSPIRA INC COM 441060100 2,122 55,426 SH   DFND 01,02 0 22,749 32,677
HOSPIRA INC COM 441060100 173 4,509 SH   DFND 01,03 0 4,509 0
HOSPIRA INC COM 441060100 13 351 SH   DFND 01,16 0 0 351
HOSPITALITY PROPERTIES TRUST COM 44106M102 17,118 651,425 SH   DFND 01,02 0 78,784 572,641
HOSPITALITY PROPERTIES TRUST COM 44106M102 37 1,416 SH   DFND 01,16 0 0 1,416
HOST HOTELS & RESORTS INC COM 44107P104 99,387 5,890,736 SH   DFND 01,02 0 2,065,715 3,825,021
HOST HOTELS & RESORTS INC COM 44107P104 342 20,280 SH   DFND 01,03 0 20,280 0
HOST HOTELS & RESORTS INC COM 44107P104 155 9,193 SH   DFND 01,10 0 0 9,193
HOST HOTELS & RESORTS INC COM 44107P104 26 1,529 SH   DFND 01,16 0 0 1,529
HOUSTON WIRE & CABLE CO COM 44244K109 5,997 433,419 SH   DFND 01,02 0 40,183 393,236
HOVNANIAN ENTERPRISES-A COM 442487203 51 9,090 SH   DFND 01,02 0 9,090 0
HOWARD HUGHES CORP/THE COM 44267D107 316 2,820 SH   DFND 01,02 0 2,820 0
HOYA CORP-SPONSORED ADR COM 443251103 7 361 SH   DFND 01,02 0 361 0
HUANENG POWER INTL-SPONS ADR COM 443304100 45 1,179 SH   DFND 01,02 0 0 1,179
HUB GROUP INC-CL A COM 443320106 6,950 190,831 SH   DFND 01,02 0 3,624 187,207
HUB GROUP INC-CL A COM 443320106 1 21 SH   DFND 01,16 0 0 21
HUBBELL INC -CL B COM 443510201 26,064 263,274 SH   DFND 01,02 0 11,155 252,119
HUBBELL INC -CL B COM 443510201 1 8 SH   DFND 01,16 0 0 8
HUDSON CITY BANCORP INC COM 443683107 6,709 732,392 SH   DFND 01,02 0 638,543 93,849
HUDSON CITY BANCORP INC COM 443683107 119 12,947 SH   DFND 01,03 0 12,947 0
HUDSON CITY BANCORP INC COM 443683107 30 3,257 SH   DFND 01,16 0 0 3,257
HUDSON GLOBAL INC COM 443787106 1,594 642,899 SH   DFND 01,02 0 421,990 220,909
HUDSON PACIFIC PROPERTIES IN COM 444097109 3,185 149,701 SH   DFND 01,02 0 2,831 146,870
HUDSON PACIFIC PROPERTIES IN COM 444097109 1 34 SH   DFND 01,16 0 0 34
HUDSON VALLEY HOLDING CORP COM 444172100 4,147 244,288 SH   DFND 01,02 0 244,288 0
HUGOTON ROYALTY TRUST COM 444717102 8 950 SH   DFND 01,02 0 950 0
HUGOTON ROYALTY TRUST COM 444717102 0 5 SH   DFND 01,16 0 0 5
HUMANA INC COM 444859102 152,327 1,805,166 SH   DFND 01,02 0 1,245,611 559,555
HUMANA INC COM 444859102 362 4,288 SH   DFND 01,03 0 4,288 0
HUMANA INC COM 444859102 8,988 106,584 SH   DFND 01,10 0 106,584 0
HUMANA INC COM 444859102 1,681 19,922 SH   DFND 01,16 0 0 19,922
HUNT (JB) TRANSPRT SVCS INC COM 445658107 122,774 1,699,521 SH   DFND 01,02 0 815,267 884,254
HUNT (JB) TRANSPRT SVCS INC COM 445658107 70 963 SH   DFND 01,03 0 963 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 4,543 62,890 SH   DFND 01,10 0 0 62,890
HUNT (JB) TRANSPRT SVCS INC COM 445658107 141 1,952 SH   DFND 01,16 0 0 1,952
HUNTINGTON BANCSHARES INC COM 446150104 54,079 6,862,179 SH   DFND 01,02 0 1,310,879 5,551,300
HUNTINGTON BANCSHARES INC COM 446150104 180 22,843 SH   DFND 01,03 0 22,843 0
HUNTINGTON BANCSHARES INC COM 446150104 171 21,695 SH   DFND 01,16 0 0 21,695
HUNTINGTON INGALLS INDUSTRIE COM 446413106 11,733 207,758 SH   DFND 01,02 0 5,540 202,218
HUNTINGTON INGALLS INDUSTRIE COM 446413106 10 172 SH   DFND 01,16 0 0 172
HUNTINGTON OK OIL COM 44667N101 0 200 SH   DFND 01,16 0 0 200
HUNTSMAN CORP COM 447011107 1,503 90,793 SH   DFND 01,02 0 13,235 77,558
HUNTSMAN CORP COM 447011107 2 92 SH   DFND 01,16 0 0 92
HURCO COMPANIES INC COM 447324104 16 533 SH   DFND 01,02 0 533 0
HURON CONSULTING GROUP INC COM 447462102 2,291 49,541 SH   DFND 01,02 0 1,941 47,600
HUSQVARNA AB-ADR COM 448103101 0 19 SH   DFND 01,02 0 19 0
HUTCHINSON TECH COM 448407106 7 1,459 SH   DFND 01,02 0 1,459 0
HUTCHISON WHAMPOA -UNSP ADR COM 448415208 209 9,942 SH   DFND 01,02 0 0 9,942
HUTCHISON PORT HOLDINGS TR-U COM 448415984 10,413 14,213,000 SH   DFND 01,02 0 10,381,000 3,832,000
HUTCHISON PORT HOLDINGS TR-U COM 448415984 3,100 4,233,000 SH   DFND 01,02,10 0 0 4,233,000
HUTCHISON TELECOMMUNI-ADR COM 44841V102 9 1,073 SH   DFND 01,02 0 0 1,073
HUTCHISON TELECOMMUNI-ADR COM 44841V102 1 100 SH   DFND 01,16 0 0 100
HYATT HOTELS CORP - CL A COM 448579102 78 1,930 SH   DFND 01,02 0 1,930 0
HYATT HOTELS CORP - CL A COM 448579102 1 13 SH   DFND 01,16 0 0 13
HYDROMAID INTL INC COM 44880F109 0 5,775 SH   DFND 01,16 0 0 5,775
IDT CORP-CLASS B COM 448947507 87 4,636 SH   DFND 01,02 0 464 0
HYPERMARCAS S.A-SPN ADR COM 44915J100 5 730 SH   DFND 01,02 0 730 0
HYPERION THERAPEUTICS INC COM 44915N101 174 7,873 SH   DFND 01,02 0 1,773 6,100
HYSTER-YALE MATERIALS COM 449172105 1,807 28,790 SH   DFND 01,02 0 28,790 0
HYSTER-YALE MATERIALS COM 449172105 14 225 SH   DFND 01,16 0 0 225
IAC/INTERACTIVECORP COM 44919P508 189 3,972 SH   DFND 01,02 0 3,972 0
IAC/INTERACTIVECORP COM 44919P508 401 8,427 SH   DFND 01,16 0 0 8,427
ICF INTERNATIONAL INC COM 44925C103 40 1,269 SH   DFND 01,02 0 1,269 0
ICG GROUP INC COM 44928D108 34 2,969 SH   DFND 01,02 0 2,969 0
ICU MEDICAL INC COM 44930G107 34,594 480,060 SH   DFND 01,02 0 166,666 313,394
ICU MEDICAL INC COM 44930G107 3 35 SH   DFND 01,16 0 0 35
ING PRIME RATE TRUST COM 44977W106 104 16,277 SH   DFND 01,16 0 0 16,277
IPG PHOTONICS CORP COM 44980X109 14,774 243,277 SH   DFND 01,02 0 7,277 236,000
ING RISK MANAGED * COM 449810100 5 500 SH   DFND 01,16 0 0 500
ING GLOBAL ADVANTAGE & * COM 44982N109 58 4,700 SH   DFND 01,16 0 0 4,700
ING ASIA PACIFIC * COM 44983J107 7 541 SH   DFND 01,16 0 0 541
IPC THE HOSPITALIST CO COM 44984A105 19,735 384,254 SH   DFND 01,02 0 269,438 114,816
IPC THE HOSPITALIST CO COM 44984A105 143 2,792 SH   DFND 01,03 0 2,792 0
IPC THE HOSPITALIST CO COM 44984A105 2 36 SH   DFND 01,16 0 0 36
IRSA -SP ADR COM 450047204 0 16 SH   DFND 01,02 0 0 16
ISTAR FINANCIAL INC COM 45031U101 141 12,517 SH   DFND 01,02 0 12,517 0
ISTAR FINANCIAL INC COM 45031U101 23 2,046 SH   DFND 01,16 0 0 2,046
ISTAR FINANCIAL INC. CONV PRF 45031U887 7,543 140,800 SH   DFND 01,02 0 0 140,800
ITT EDUCATIONAL SERVICES INC COM 45068B109 1,922 78,755 SH   DFND 01,02 0 21,650 57,105
ITV PLC-UNSPON ADR COM 45069P107 1 25 SH   DFND 01,02 0 25 0
IXIA COM 45071R109 13,742 746,765 SH   DFND 01,02 0 3,605 743,160
IXIA CONV BND 45071RAB5 7,745 6,470,000 PRN   DFND 01,02 0 0 6,470,000
IBERDROLA SA-SPONSORED ADR COM 450737101 245 11,613 SH   DFND 01,02 0 11,613 0
IBERIABANK CORP COM 450828108 6,733 125,593 SH   DFND 01,02 0 2,293 123,300
IBERIABANK CORP COM 450828108 2 31 SH   DFND 01,16 0 0 31
ITT CORP COM 450911201 21,165 719,524 SH   DFND 01,02 0 325,501 394,023
ITT CORP COM 450911201 10 336 SH   DFND 01,16 0 0 336
IAMGOLD CORP COM 450913108 1,290 297,940 SH   DFND 01,02 0 0 297,940
ICAP PLC - SPON ADR COM 450936109 6 499 SH   DFND 01,02 0 499 0
ICICI BANK LTD-SPON ADR COM 45104G104 34,536 902,916 SH   DFND 01,02 0 786,629 116,287
ICICI BANK LTD-SPON ADR COM 45104G104 4,554 119,049 SH   DFND 01,02,10 0 0 119,049
ICICI BANK LTD-SPON ADR COM 45104G104 28,703 750,212 SH   DFND 01,10 0 391,192 359,020
ICICI BANK LTD-SPON ADR COM 45104G104 55 1,437 SH   DFND 01,16 0 0 1,437
ICONIX BRAND GROUP INC COM 451055107 9,455 321,475 SH   DFND 01,02 0 48,979 272,496
ICONIX BRAND GROUP INC COM 451055107 16 555 SH   DFND 01,16 0 0 555
ICONIX BRAND GROUP INC. CONV BND 451055AD9 4,490 4,000,000 PRN   DFND 01,02 0 0 4,000,000
ICONIX BRAND GROUP INC CONV BND 451055AE7 2,145 1,900,000 PRN   DFND 01,02 0 0 1,900,000
IDACORP INC COM 451107106 26,401 552,803 SH   DFND 01,02 0 407,664 145,139
IDACORP INC COM 451107106 19 402 SH   DFND 01,16 0 0 402
IDEARC INC COM 451663108 0 370 SH   DFND 01,16 0 0 370
IDENIX PHARMACEUTICALS INC COM 45166R204 22 6,309 SH   DFND 01,02 0 6,309 0
IDENIX PHARMACEUTICALS INC COM 45166R204 0 104 SH   DFND 01,16 0 0 104
IDEX CORP COM 45167R104 33,127 615,631 SH   DFND 01,02 0 18,448 597,183
IDEX CORP COM 45167R104 10 185 SH   DFND 01,16 0 0 185
IDEXX LABORATORIES INC COM 45168D104 14,885 165,797 SH   DFND 01,02 0 3,394 162,403
IDEXX LABORATORIES INC COM 45168D104 15,311 170,704 SH   DFND 01,10 0 0 170,704
IDEXX LABORATORIES INC COM 45168D104 158 1,762 SH   DFND 01,16 0 0 1,762
IDENTIPHI INC NEW COM 45168Q204 0 734 SH   DFND 01,16 0 0 734
IGATE CORP COM 45169U105 1,878 114,393 SH   DFND 01,02 0 2,561 111,832
IDENTIVE GROUP INC COM 45170X106 0 440 SH   DFND 01,02 0 440 0
IFM INVESTMENTS LTD-ADS COM 45172L209 0 19 SH   DFND 01,02 0 855 0
IGNITE RESTAURANT GROUP INC COM 451730105 8 449 SH   DFND 01,02 0 449 0
IHS INC-CLASS A COM 451734107 94,908 909,248 SH   DFND 01,02 0 179,806 729,442
IHS INC-CLASS A COM 451734107 91 873 SH   DFND 01,03 0 873 0
IHS INC-CLASS A COM 451734107 42,519 407,348 SH   DFND 01,10 0 92,180 315,168
IHS INC-CLASS A COM 451734107 4 39 SH   DFND 01,16 0 0 39
ILLINOIS TOOL WORKS COM 452308109 134,773 1,948,081 SH   DFND 01,02 0 837,860 1,110,221
ILLINOIS TOOL WORKS COM 452308109 822 11,889 SH   DFND 01,03 0 11,889 0
ILLINOIS TOOL WORKS COM 452308109 382 5,525 SH   DFND 01,16 0 0 5,525
ILLUMINA INC COM 452327109 40,845 545,781 SH   DFND 01,02 0 341,157 204,624
ILLUMINA INC COM 452327109 91 1,212 SH   DFND 01,03 0 1,212 0
ILLUMINA INC COM 452327109 26 347 SH   DFND 01,16 0 0 347
IMATION CORP COM 45245A107 10 2,364 SH   DFND 01,02 0 2,364 0
IMATION CORP COM 45245A107 0 58 SH   DFND 01,16 0 0 58
IMAX CORP COM 45245E109 17,972 722,930 SH   DFND 01,02 0 403,822 319,108
IMAX CORP COM 45245E109 88 3,550 SH   DFND 01,03 0 3,550 0
IMMERSION CORPORATION COM 452521107 37 2,784 SH   DFND 01,02 0 2,784 0
IMMUNOGEN INC COM 45253H101 94 5,712 SH   DFND 01,02 0 5,712 0
IMMUNOGEN INC COM 45253H101 5 279 SH   DFND 01,16 0 0 279
IMPAC MORTGAGE HLDGS INC COM 45254P508 1 110 SH   DFND 01,16 0 0 110
IMPALA PLATINUM-SPON ADR COM 452553308 10 1,100 SH   DFND 01,02 0 0 1,100
IMPAX LABORATORIES INC COM 45256B101 45,276 2,269,451 SH   DFND 01,02 0 1,366,256 903,195
IMPAX LABORATORIES INC COM 45256B101 105 5,249 SH   DFND 01,03 0 5,249 0
IMPAX LABORATORIES INC COM 45256B101 6 282 SH   DFND 01,16 0 0 282
IMPATH BANKRUPTCY COM 45256P100 0 15 SH   DFND 01,16 0 0 15
IMPERIAL HOLDINGS-SPONS ADR COM 452833205 13 629 SH   DFND 01,02 0 629 0
IMPERIAL HOLDINGS INC COM 452834104 36 5,335 SH   DFND 01,02 0 5,335 0
IMMUNOMEDICS INC COM 452907108 33 6,091 SH   DFND 01,02 0 6,091 0
IMPERIAL OIL LTD COM 453038408 276 7,200 SH   DFND 01,02 0 7,200 0
IMPERIAL OIL LTD COM 453038408 137 3,595 SH   DFND 01,16 0 0 3,595
IMPERIAL TOBACCO GROUP-ADR COM 453142101 134 1,931 SH   DFND 01,02 0 0 1,931
IMPERIAL TOBACCO GROUP-ADR COM 453142101 7 101 SH   DFND 01,16 0 0 101
IMPERVA INC COM 45321L100 15,254 338,670 SH   DFND 01,02 0 221,744 116,926
IMPERVA INC COM 45321L100 88 1,952 SH   DFND 01,03 0 1,952 0
INCONTACT INC COM 45336E109 991 120,715 SH   DFND 01,02 0 120,715 0
INCYTE CORP COM 45337C102 5,891 267,750 SH   DFND 01,02 0 14,711 253,039
INCYTE CORP COM 45337C102 73 3,300 SH   DFND 01,16 0 0 3,300
INDEPENDENCE HOLDING CO COM 453440307 27 2,294 SH   DFND 01,02 0 2,294 0
INDEPENDENT ALLIANCE COM 45380E104 64 2,784 SH   DFND 01,16 0 0 2,784
INDEPENDENT BANK CORP/MA COM 453836108 22,839 661,994 SH   DFND 01,02 0 50,558 611,436
INDEPENDENT BANK CORP/MA COM 453836108 3 100 SH   DFND 01,16 0 0 100
INDEPENDENT BANK GROUP INC COM 45384B106 7 236 SH   DFND 01,02 0 236 0
INDIA FUND INC COM 454089103 131 6,854 SH   DFND 01,16 0 0 6,854
INDEXIQ HEDGE MULTI COM 45409B107 44 1,600 SH   DFND 01,16 0 0 1,600
INDEXIQ MERGER COM 45409B800 95 3,650 SH   DFND 01,16 0 0 3,650
INDEXIQ CANADA SMALL COM 45409B867 20 1,143 SH   DFND 01,16 0 0 1,143
INDOFOOD SUKSES MAK-UNSP ADR COM 45577X105 0 10 SH   DFND 01,02 0 10 0
INDITEX-UNSPON ADR COM 455793109 109 4,432 SH   DFND 01,02 0 0 4,432
INDRA SISTEMAS SA-UNSP ADR COM 45579R106 2 322 SH   DFND 01,02 0 322 0
IND & COMM BK OF-UNSPON ADR COM 455807107 116 9,201 SH   DFND 01,02 0 9,201 0
IND & COMM BK OF-UNSPON ADR COM 455807107 1 73 SH   DFND 01,16 0 0 73
INDUSTRIAS BACHOCO SAB SP AD COM 456463108 4,553 131,210 SH   DFND 01,02 0 0 131,210
INERGY COM 456615103 14 898 SH   DFND 01,16 0 0 898
INFINEON TECHNOLOGIES-ADR COM 45662N103 21,264 2,552,733 SH   DFND 01,02 0 0 2,552,733
INFINITY PHARMACEUTICALS INC COM 45665G303 11,827 727,883 SH   DFND 01,02 0 583,514 144,369
INFINITY PHARMACEUTICALS INC COM 45665G303 55 3,369 SH   DFND 01,03 0 3,369 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 10,613 177,617 SH   DFND 01,02 0 6,842 170,775
INFORMATICA CORP COM 45666Q102 33,470 956,816 SH   DFND 01,02 0 307,041 649,775
INFORMATICA CORP COM 45666Q102 69 1,976 SH   DFND 01,03 0 1,976 0
INFORMATICA CORP COM 45666Q102 86,752 2,480,751 SH   DFND 01,10 0 775,766 1,704,985
INFINERA CORP COM 45667G103 84 7,833 SH   DFND 01,02 0 7,833 0
INFORMATION ARCHITECTS COM 45669R701 0 1 SH   DFND 01,16 0 0 1
INERGY MIDSTREAM COM 45671U106 9 387 SH   DFND 01,16 0 0 387
INFORMA PLC-UNSP ADR COM 45672B107 8 568 SH   DFND 01,02 0 568 0
INFORMA PLC-UNSP ADR COM 45672B107 5 316 SH   DFND 01,16 0 0 316
INFOBLOX INC COM 45672H104 14,233 486,417 SH   DFND 01,02 0 344,257 142,160
INFOSYS LTD-SP ADR COM 456788108 88 2,145 SH   DFND 01,02 0 2,145 0
INFOSYS LTD-SP ADR COM 456788108 1,805 43,822 SH   DFND 01,02,10 0 0 43,822
INFOSYS LTD-SP ADR COM 456788108 6,428 156,032 SH   DFND 01,10 0 76,177 79,855
INFOSYS LTD-SP ADR COM 456788108 0 6 SH   DFND 01,16 0 0 6
ING GROEP N.V.-SPONSORED ADR COM 456837103 172 18,966 SH   DFND 01,02 0 0 18,966
ING GROEP N.V.-SPONSORED ADR COM 456837103 8 929 SH   DFND 01,16 0 0 929
ING GROEP N V PRF 456837202 45 1,800 SH   DFND 01,16 0 0 1,800
ING GROUP N V PRF 456837301 148 5,900 SH   DFND 01,16 0 0 5,900
ING GROEP N V PRF 456837400 12 500 SH   DFND 01,16 0 0 500
ING GROEP N V PRF 456837509 38 1,597 SH   DFND 01,16 0 0 1,597
ING GROEP NV PRF 456837707 105 4,222 SH   DFND 01,16 0 0 4,222
ING GROEP NV PRF 456837806 215 8,500 SH   DFND 01,16 0 0 8,500
ING GLOBAL EQUITY * COM 45684E107 613 65,426 SH   DFND 01,16 0 0 65,426
ING INTERNATIONAL HIGH COM 45684Q100 64 6,821 SH   DFND 01,16 0 0 6,821
ING INFRASTRUCTURE * COM 45685U100 290 16,667 SH   DFND 01,16 0 0 16,667
ING EMERGING MKTS HIGH COM 45685X104 1,076 79,207 SH   DFND 01,16 0 0 79,207
FHLB MEMBERSHIP STOCK COM 4568FHLB2 10,006 10,006,441 SH   DFND 01,05 0 0 10,006,441
FHLB ACTIVITY SHARES COM 4569FHLB0 13,350 13,350,000 SH   DFND 01,05 0 0 13,350,000
INGLES MARKETS INC-CLASS A COM 457030104 6,442 255,116 SH   DFND 01,02 0 1,446 253,670
INGRAM MICRO INC-CL A COM 457153104 21,867 1,151,472 SH   DFND 01,02 0 15,886 1,135,586
INGRAM MICRO INC-CL A COM 457153104 1 58 SH   DFND 01,16 0 0 58
INGREDION INC COM 457187102 21,951 334,520 SH   DFND 01,02 0 112,626 221,894
INGREDION INC COM 457187102 2 26 SH   DFND 01,16 0 0 26
INLAND REAL ESTATE CORP COM 457461200 3,293 322,190 SH   DFND 01,02 0 6,651 315,539
INLAND REAL ESTATE CORP COM 457461200 28 2,742 SH   DFND 01,16 0 0 2,742
INSIGHT ENTERPRISES INC COM 45765U103 3,561 200,767 SH   DFND 01,02 0 42,033 158,734
INSMED INC COM 457669307 864 72,194 SH   DFND 01,02 0 72,194 0
INNOSPEC INC COM 45768S105 642 15,965 SH   DFND 01,02 0 4,065 11,900
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 5 784 SH   DFND 01,02 0 784 0
INPHI CORP COM 45772F107 596 54,195 SH   DFND 01,02 0 54,195 0
INMARSAT PLC ADR COM 45772S109 1 108 SH   DFND 01,16 0 0 108
INNERWORKINGS INC COM 45773Y105 1,921 177,088 SH   DFND 01,02 0 143,188 33,900
INNOPHOS HOLDINGS INC COM 45774N108 18,894 400,579 SH   DFND 01,02 0 147,605 252,974
INSTEEL INDUSTRIES INC COM 45774W108 20 1,123 SH   DFND 01,02 0 1,123 0
INSPERITY INC COM 45778Q107 12,004 396,125 SH   DFND 01,02 0 28,643 367,482
INMUEBLES CARSO SAB-LEV1-ADR COM 45778R105 1 145 SH   DFND 01,02 0 145 0
INSULET CORP COM 45784P101 16,820 535,510 SH   DFND 01,02 0 462,280 73,230
INSULET CORP CONV BND 45784PAC5 9,105 6,940,000 PRN   DFND 01,02 0 0 6,940,000
INPEX CORP-UNSPON ADR COM 45790H101 22 2,149 SH   DFND 01,02 0 2,149 0
INTEGRA LIFESCIENCES HOLDING COM 457985208 2,776 75,774 SH   DFND 01,02 0 2,065 73,709
INTEGRA LIFESCIENCES HOLDING COM 457985208 2 57 SH   DFND 01,16 0 0 57
INTEGRATED DEVICE TECH INC COM 458118106 13,732 1,729,320 SH   DFND 01,02 0 1,421,609 307,711
INTEGRATED ELECTRICAL COM 45811E301 0 22 SH   DFND 01,16 0 0 22
INTEGRATED SILICON SOLUTION COM 45812P107 10,988 1,002,603 SH   DFND 01,02 0 112,603 890,000
INTEL CORP COM 458140100 535,559 22,112,084 SH   DFND 01,02 0 9,224,826 12,887,258
INTEL CORP COM 458140100 3,348 138,216 SH   DFND 01,03 0 138,216 0
INTEL CORP COM 458140100 1,415 58,442 SH   DFND 01,10 0 0 58,442
INTEL CORP COM 458140100 4,358 179,556 SH   DFND 01,16 0 0 179,556
INTEL CORP CONV BND 458140AF7 9,367 7,350,000 PRN   DFND 01,02 0 0 7,350,000
INTEGRYS ENERGY GROUP INC COM 45822P105 2,451 41,873 SH   DFND 01,02 0 25,790 16,083
INTEGRYS ENERGY GROUP INC COM 45822P105 126 2,155 SH   DFND 01,03 0 2,155 0
INTEGRYS ENERGY GROUP INC COM 45822P105 15 255 SH   DFND 01,16 0 0 255
INSYS THERAPEUTICS INC COM 45824V209 4 316 SH   DFND 01,02 0 316 0
INTELIQUENT INC COM 45825N107 5,319 924,908 SH   DFND 01,02 0 924,908 0
INTER PARFUMS INC COM 458334109 9,784 343,104 SH   DFND 01,02 0 279,895 63,209
INTERACTIVE BROKERS GRO-CL A COM 45841N107 12,741 797,794 SH   DFND 01,02 0 648,789 149,005
INTERACTIVE INTELLIGENCE GRO COM 45841V109 2,962 57,401 SH   DFND 01,02 0 1,506 55,895
INTERCEPT PHARMACEUTICALS IN COM 45845P108 18 391 SH   DFND 01,02 0 391 0
INTERCONTINENTAL HOTELS-ADR COM 45857P400 57 2,074 SH   DFND 01,02 0 0 2,074
INTERCONTINENTAL HOTELS-ADR COM 45857P400 11 383 SH   DFND 01,16 0 0 383
INTERCONTINENTALEXCHANGE INC COM 45865V100 47,907 269,512 SH   DFND 01,02 0 136,421 133,091
INTERCONTINENTALEXCHANGE INC COM 45865V100 358 2,011 SH   DFND 01,03 0 2,011 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 32 177 SH   DFND 01,16 0 0 177
INTERDIGITAL INC CONV BND 458660AB3 5,500 5,060,000 PRN   DFND 01,02 0 0 5,060,000
INTERFACE INC COM 458665304 6,621 390,181 SH   DFND 01,02 0 5,197 384,984
INTERDIGITAL INC COM 45867G101 18,567 415,806 SH   DFND 01,02 0 239,080 176,726
INTERDIGITAL INC COM 45867G101 9 212 SH   DFND 01,16 0 0 212
INTERMEC INC COM 458786100 2,074 210,985 SH   DFND 01,02 0 5,980 205,005
INTERMOLECULAR INC COM 45882D109 81 11,075 SH   DFND 01,02 0 11,075 0
INTERMUNE INC COM 45884X103 828 86,048 SH   DFND 01,02 0 6,048 80,000
INTERMUNE INC COM 45884X103 0 21 SH   DFND 01,16 0 0 21
INTERMUNE INC CONV BND 45884XAE3 7,488 9,140,000 PRN   DFND 01,02 0 0 9,140,000
INTERMUNE INC CONV BND 45884XAF0 1,927 1,800,000 PRN   DFND 01,02 0 0 1,800,000
INTERNAP NETWORK SERVICES COM 45885A300 37 4,369 SH   DFND 01,02 0 4,369 0
INTERNAP NETWORK SERVICES COM 45885A300 64 7,698 SH   DFND 01,16 0 0 7,698
INTERNATIONAL BANCSHARES CRP COM 459044103 2,704 119,753 SH   DFND 01,02 0 6,241 113,512
INTL BUSINESS MACHINES CORP COM 459200101 579,443 3,031,981 SH   DFND 01,02 0 2,005,175 1,026,806
INTL BUSINESS MACHINES CORP COM 459200101 5,609 29,353 SH   DFND 01,03 0 29,353 0
INTL BUSINESS MACHINES CORP COM 459200101 62,008 324,733 SH   DFND 01,10 0 0 324,733
INTL BUSINESS MACHINES CORP COM 459200101 4,161 21,726 SH   DFND 01,16 0 0 21,726
INTL CONSLIDATED A-SPONS ADR COM 459348108 22 1,084 SH   DFND 01,02 0 0 1,084
INTL FLAVORS & FRAGRANCES COM 459506101 40,506 538,922 SH   DFND 01,02 0 49,634 489,288
INTL FLAVORS & FRAGRANCES COM 459506101 167 2,218 SH   DFND 01,03 0 2,218 0
INTL FLAVORS & FRAGRANCES COM 459506101 8 100 SH   DFND 01,16 0 0 100
INTL GAME TECHNOLOGY COM 459902102 19,744 1,181,522 SH   DFND 01,02 0 116,015 1,065,507
INTL GAME TECHNOLOGY COM 459902102 119 7,093 SH   DFND 01,03 0 7,093 0
INTL GAME TECHNOLOGY COM 459902102 110 6,600 SH   DFND 01,16 0 0 6,600
INTERNATIONAL PAPER CO COM 460146103 286,799 6,472,567 SH   DFND 01,02 0 1,198,692 5,273,875
INTERNATIONAL PAPER CO COM 460146103 624 14,066 SH   DFND 01,03 0 14,066 0
INTERNATIONAL PAPER CO COM 460146103 64,787 1,462,459 SH   DFND 01,10 0 0 1,462,459
INTERNATIONAL PAPER CO COM 460146103 439 9,905 SH   DFND 01,16 0 0 9,905
INTL RECTIFIER CORP COM 460254105 4,728 225,786 SH   DFND 01,02 0 20,949 204,837
INTL SHIPHOLDING CORP COM 460321201 13 568 SH   DFND 01,02 0 568 0
INTL SPEEDWAY CORP-CL A COM 460335201 6,105 193,990 SH   DFND 01,02 0 552 191,229
INTL SPEEDWAY CORP-CL A COM 460335201 5 146 SH   DFND 01,16 0 0 146
INTERNET INITIATIVE-SPON ADR COM 46059T109 7 367 SH   DFND 01,02 0 0 367
INTERPUBLIC GROUP OF COS INC COM 460690100 31,560 2,169,070 SH   DFND 01,02 0 743,024 1,426,046
INTERPUBLIC GROUP OF COS INC COM 460690100 170 11,664 SH   DFND 01,03 0 11,664 0
INTERPUBLIC GROUP OF COS INC COM 460690100 2 133 SH   DFND 01,16 0 0 133
INTERPUBLIC GROUP OF CO INC CONV PRF 460690803 7,602 5,950 SH   DFND 01,02 0 0 5,950
INTERSIL CORP-A COM 46069S109 14,487 1,852,454 SH   DFND 01,02 0 148,271 1,704,183
INTERVEST BANCSHARES CORP-A COM 460927106 7 1,116 SH   DFND 01,02 0 1,116 0
INTEROIL CORP COM 460951106 21 300 SH   DFND 01,16 0 0 300
INTERSECTIONS INC COM 460981301 5 590 SH   DFND 01,02 0 590 0
INTERVAL LEISURE GROUP COM 46113M108 2,928 146,987 SH   DFND 01,02 0 4,839 142,148
INTERVAL LEISURE GROUP COM 46113M108 2 114 SH   DFND 01,16 0 0 114
INTEVAC INC COM 461148108 6,704 1,184,368 SH   DFND 01,02 0 679,995 504,373
INTESA SANPAOLO-SPON ADR COM 46115H107 115 12,019 SH   DFND 01,02 0 12,019 0
INTL FCSTONE INC COM 46116V105 17,625 1,009,853 SH   DFND 01,02 0 854,754 155,099
INTRALINKS HOLDINGS INC COM 46118H104 33 4,572 SH   DFND 01,02 0 4,572 0
INTUIT INC COM 461202103 217,638 3,566,054 SH   DFND 01,02 0 2,540,418 1,025,636
INTUIT INC COM 461202103 745 12,211 SH   DFND 01,03 0 12,211 0
INTUIT INC COM 461202103 1,159 18,985 SH   DFND 01,10 0 0 18,985
INTUIT INC COM 461202103 160 2,622 SH   DFND 01,16 0 0 2,622
INVACARE CORP COM 461203101 14,416 1,004,040 SH   DFND 01,02 0 638,361 365,679
INVENSYS PLC -SPON ADR COM 461204307 1 160 SH   DFND 01,02 0 0 160
INTUITIVE SURGICAL INC COM 46120E602 32,837 64,826 SH   DFND 01,02 0 9,958 54,868
INTUITIVE SURGICAL INC COM 46120E602 554 1,093 SH   DFND 01,03 0 1,093 0
INTUITIVE SURGICAL INC COM 46120E602 185 366 SH   DFND 01,16 0 0 366
INVENTURE FOODS INC COM 461212102 7 886 SH   DFND 01,02 0 886 0
INTREPID POTASH INC COM 46121Y102 9,071 476,158 SH   DFND 01,02 0 5,545 470,613
INTREPID POTASH INC COM 46121Y102 1 28 SH   DFND 01,16 0 0 28
INVENSENSE INC COM 46123D205 2,652 172,412 SH   DFND 01,02 0 73,312 99,100
INVENSENSE INC COM 46123D205 9 615 SH   DFND 01,16 0 0 615
INVESCO MORTGAGE CAPITAL COM 46131B100 3,324 199,894 SH   DFND 01,02 0 33,684 166,210
INVESCO MORTGAGE CAPITAL COM 46131B100 79 4,781 SH   DFND 01,16 0 0 4,781
INVESCO MORTGAGE CAP INC PRF 46131B209 42 1,700 SH   DFND 01,16 0 0 1,700
INVESCO HIGH INCOME TR COM 46131F101 75 4,695 SH   DFND 01,16 0 0 4,695
INVESCO SENIOR INCOME TR COM 46131H107 112 20,557 SH   DFND 01,16 0 0 20,557
INVESCO MUNICIPAL TR COM 46131J103 16 1,300 SH   DFND 01,16 0 0 1,300
INVESCO TRUST INVT GRADE COM 46131M106 400 29,358 SH   DFND 01,16 0 0 29,358
INVESCO MUNICIPAL OPPTY COM 46132C107 82 6,326 SH   DFND 01,16 0 0 6,326
INVESCO BOND FUND COM 46132L107 6 332 SH   DFND 01,16 0 0 332
INVESCO VALUE MUN INCOME COM 46132P108 7 500 SH   DFND 01,16 0 0 500
INVESCO DYNAMIC COM 46132R104 356 27,208 SH   DFND 01,16 0 0 27,208
INVESCO QUALITY COM 46133G107 13 1,107 SH   DFND 01,16 0 0 1,107
INVESTOR AB-UNSP ADR COM 46145A106 3 200 SH   DFND 01,02 0 0 200
INVESTMENT TECHNOLOGY GROUP COM 46145F105 19,085 1,365,246 SH   DFND 01,02 0 864,565 500,681
INVESTORS BANCORP INC COM 46146P102 12,928 613,315 SH   DFND 01,02 0 613,315 0
INVESTORS REAL ESTATE TRUST COM 461730103 54 6,288 SH   DFND 01,02 0 6,288 0
INVESTORS REAL ESTATE TRUST COM 461730103 110 12,837 SH   DFND 01,16 0 0 12,837
INVESTORS TITLE CO COM 461804106 6 82 SH   DFND 01,02 0 82 0
INVESTORS ECON SYSTS COM 461990103 0 2,305 SH   DFND 01,05 0 0 2,305
ION GEOPHYSICAL CORP COM 462044108 11,313 1,879,567 SH   DFND 01,02 0 1,005,745 873,822
BANK OF IRELAND-SPONS ADR COM 46267Q202 20 2,452 SH   DFND 01,02 0 2,452 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 34 4,421 SH   DFND 01,02 0 4,421 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4 492 SH   DFND 01,16 0 0 492
IROBOT CORP COM 462726100 5,609 141,042 SH   DFND 01,02 0 44,142 96,900
IRON MOUNTAIN INC COM 462846106 10,398 390,606 SH   DFND 01,02 0 25,254 365,352
IRON MOUNTAIN INC COM 462846106 122 4,568 SH   DFND 01,03 0 4,568 0
IRON MOUNTAIN INC COM 462846106 35 1,328 SH   DFND 01,16 0 0 1,328
ION MEDIA NETWORKS SPEC WTS WT 46299M997 0 283 SH   DFND 01,02 0 0 283
IRONWOOD PHARMACEUTICALS INC COM 46333X108 65 6,480 SH   DFND 01,02 0 6,480 0
IRONWOOD PHARMACEUTICALS INC COM 46333X108 14 1,435 SH   DFND 01,16 0 0 1,435
ISHARES GOLD TRUST COM 464285105 2,168 180,770 SH   DFND 01,16 0 0 180,770
ISHARES MSCI AUSTRALIA COM 464286103 2,531 112,675 SH   DFND 01,16 0 0 112,675
ISHARES MSCI FRONTIER COM 464286145 36 1,235 SH   DFND 01,16 0 0 1,235
ISHARES GLOBAL HIGH COM 464286178 439 8,508 SH   DFND 01,16 0 0 8,508
ISHARES MSCI AUSTRIA COM 464286202 15 900 SH   DFND 01,16 0 0 900
ISHARES GLOBAL EX USD COM 464286210 79 1,500 SH   DFND 01,16 0 0 1,500
ISHARES EMERGING MARKETS COM 464286251 57 1,158 SH   DFND 01,16 0 0 1,158
ISHARES EMERGING MARKETS COM 464286285 35,407 707,982 SH   DFND 01,16 0 0 707,982
ISHARES ASIA PACIFIC COM 464286293 75 1,424 SH   DFND 01,16 0 0 1,424
ISHARES MSCI BELGIUM COM 464286301 9 635 SH   DFND 01,16 0 0 635
ISHARES EMERGING MARKETS COM 464286319 3 70 SH   DFND 01,16 0 0 70
ISHARES MSCI COM 464286327 31 2,702 SH   DFND 01,16 0 0 2,702
ISHARES MSCI COM 464286350 167 6,394 SH   DFND 01,16 0 0 6,394
ISHARES MSCI WORLD ETF COM 464286392 13 215 SH   DFND 01,16 0 0 215
ISHARES MSCI BRAZIL COM 464286400 15,916 362,730 SH   DFND 01,16 0 0 362,730
ISHARES MSCI EMERGING COM 464286467 225 4,316 SH   DFND 01,16 0 0 4,316
ISHARES MSCI CANADA COM 464286509 20,224 774,303 SH   DFND 01,16 0 0 774,303
ISHARES EMERGING MARKETS COM 464286517 237 4,769 SH   DFND 01,16 0 0 4,769
ISHARES MSCI ALL COUNTRY COM 464286525 2,062 34,435 SH   DFND 01,16 0 0 34,435
ISHARES MSCI EMERGING COM 464286533 690 12,089 SH   DFND 01,16 0 0 12,089
ISHARES MSCI EMU COM 464286608 12 355 SH   DFND 01,16 0 0 355
ISHARES MSCI THAILAND COM 464286624 74 948 SH   DFND 01,16 0 0 948
ISHARES MSCI CHILE COM 464286640 50 938 SH   DFND 01,16 0 0 938
ISHARES MSCI BRIC COM 464286657 68 2,007 SH   DFND 01,16 0 0 2,007
ISHARES MSCI PACIFIC EX JPN COM 464286665 2,467 57,338 SH   DFND 01,02 0 0 57,338
ISHARES MSCI PACIFIC EX JPN COM 464286665 19,178 446,329 SH   DFND 01,16 0 0 446,329
ISHARES MSCI COM 464286673 85 6,623 SH   DFND 01,16 0 0 6,623
ISHARES MSCI UNITED COM 464286699 4,965 281,913 SH   DFND 01,16 0 0 281,913
ISHARES MSCI FRANCE COM 464286707 28 1,191 SH   DFND 01,16 0 0 1,191
ISHARES MSCI TURKEY COM 464286715 128 2,150 SH   DFND 01,16 0 0 2,150
ISHARES MSCI TAIWAN COM 464286731 44 3,321 SH   DFND 01,16 0 0 3,321
ISHARES MSCI SWITZERLND COM 464286749 165 5,776 SH   DFND 01,16 0 0 5,776
ISHARES MSCI SWEDEN COM 464286756 31 1,043 SH   DFND 01,16 0 0 1,043
ISHARES MSCI SPAIN COM 464286764 8 279 SH   DFND 01,16 0 0 279
ISHARES MSCI COM 464286772 15,432 290,018 SH   DFND 01,16 0 0 290,018
ISHARES MSCI SOUTH COM 464286780 40 690 SH   DFND 01,16 0 0 690
ISHARES MSCI GERMANY COM 464286806 5,598 227,185 SH   DFND 01,16 0 0 227,185
ISHARES MSCI NETHERLANDS COM 464286814 1,576 75,943 SH   DFND 01,16 0 0 75,943
ISHARES MSCI MEXICO COM 464286822 98 1,504 SH   DFND 01,16 0 0 1,504
ISHARES MSCI MALAYSIA COM 464286830 173 11,123 SH   DFND 01,16 0 0 11,123
ISHARES MSCI JAPAN INDEX FD COM 464286848 4,368 389,327 SH   DFND 01,02 0 262,049 127,278
ISHARES MSCI JAPAN INDEX FD COM 464286848 28,750 2,564,929 SH   DFND 01,16 0 0 2,564,929
ISHARES MSCI ITALY COM 464286855 23 1,986 SH   DFND 01,16 0 0 1,986
ISHARES MSCI HONG KONG COM 464286871 14,971 816,684 SH   DFND 01,16 0 0 816,684
ISHARES S&P 100 COM 464287101 119 1,653 SH   DFND 01,16 0 0 1,653
ISHARES MORNINGSTAR COM 464287119 2,262 27,552 SH   DFND 01,16 0 0 27,552
ISHARES MORNINGSTAR COM 464287127 1,170 12,144 SH   DFND 01,16 0 0 12,144
ISHARES CORE S&P TOTAL COM 464287150 249 3,405 SH   DFND 01,16 0 0 3,405
ISHARES DOW JONES SELECT COM 464287168 6,596 103,146 SH   DFND 01,16 0 0 103,146
ISHARES BARCLAYS TIPS BOND COM 464287176 29,550 263,821 SH   DFND 01,02 0 16,158 247,663
ISHARES BARCLAYS TIPS BOND COM 464287176 15,316 136,190 SH   DFND 01,16 0 0 136,190
ISHARES FTSE CHINA 25 COM 464287184 557 17,452 SH   DFND 01,16 0 0 17,452
ISHARES TRANSPORTATION COM 464287192 580 5,278 SH   DFND 01,16 0 0 5,278
ISHARES CORE S&P 500 ETF COM 464287200 41,579 258,300 SH   DFND 01,02 0 0 258,300
ISHARES CORE S&P 500 ETF COM 464287200 10,738 66,728 SH   DFND 01,16 0 0 66,728
ISHARES CORE TOTAL COM 464287226 9,533 89,044 SH   DFND 01,16 0 0 89,044
ISHARES MSCI EMERGING MKT IN COM 464287234 12,614 327,051 SH   DFND 01,02 0 45,074 281,977
ISHARES MSCI EMERGING MKT IN COM 464287234 58,862 1,530,304 SH   DFND 01,16 0 0 1,530,304
ISHARES IBOXX COM 464287242 6,843 60,211 SH   DFND 01,16 0 0 60,211
ISHARES S&P GLOBAL COM 464287275 29 480 SH   DFND 01,16 0 0 480
ISHARES S&P GLOBAL COM 464287291 152 2,172 SH   DFND 01,16 0 0 2,172
ISHARES S&P 500 COM 464287309 3,572 42,596 SH   DFND 01,16 0 0 42,596
ISHARES S&P GLOBAL COM 464287325 260 3,508 SH   DFND 01,16 0 0 3,508
ISHARES S&P GLOBAL COM 464287333 4 80 SH   DFND 01,16 0 0 80
ISHARES S&P GLOBAL COM 464287341 1,053 27,517 SH   DFND 01,16 0 0 27,517
ISHARES S&P NORTH COM 464287374 203 5,303 SH   DFND 01,16 0 0 5,303
ISHARES S&P LATIN COM 464287390 514 13,995 SH   DFND 01,16 0 0 13,995
ISHARES S&P 500 COM 464287408 4,020 53,089 SH   DFND 01,16 0 0 53,089
ISHARES BARCLAYS 20+ YEAR TR COM 464287432 817 7,409 SH   DFND 01,16 0 0 7,409
ISHARES BARCLAYS COM 464287440 6,740 62,398 SH   DFND 01,16 0 0 62,398
ISHARES BARCLAYS COM 464287457 8,377 99,371 SH   DFND 01,16 0 0 99,371
ISHARES MSCI EAFE INDEX FUND COM 464287465 115,683 2,014,811 SH   DFND 01,02 0 156,510 1,858,301
ISHARES MSCI EAFE INDEX FUND COM 464287465 13,050 227,663 SH   DFND 01,16 0 0 227,663
ISHARES RUSSELL MIDCAP VALUE COM 464287473 38,744 668,920 SH   DFND 01,02 0 12,798 656,122
ISHARES RUSSELL MIDCAP VALUE COM 464287473 783 13,577 SH   DFND 01,16 0 0 13,577
ISHARES RUSSELL MID CAP COM 464287481 743 10,353 SH   DFND 01,16 0 0 10,353
ISHARES RUSSELL MID CAP COM 464287499 3,687 28,387 SH   DFND 01,16 0 0 28,387
ISHARES CORE S&P MID COM 464287507 9,663 83,660 SH   DFND 01,16 0 0 83,660
ISHARES S&P NORTH COM 464287515 19 275 SH   DFND 01,16 0 0 275
ISHARES PHLX SOX COM 464287523 12 183 SH   DFND 01,16 0 0 183
ISHARES S&P NORTH COM 464287549 22 295 SH   DFND 01,16 0 0 295
ISHARES NASDAQ BIOTECH INDX COM 464287556 1,145 6,582 SH   DFND 01,16 0 0 6,582
ISHARES COHEN & STEERS COM 464287564 1,921 23,833 SH   DFND 01,16 0 0 23,833
ISHARES S&P COM 464287572 1,114 16,493 SH   DFND 01,16 0 0 16,493
ISHARES DOW JONES U S COM 464287580 35 345 SH   DFND 01,16 0 0 345
ISHARES RUSSELL 1000 VALUE COM 464287598 2,509 29,944 SH   DFND 01,02 0 29,944 0
ISHARES RUSSELL 1000 VALUE COM 464287598 1,510 18,020 SH   DFND 01,16 0 0 18,020
ISHARES S&P MID CAP COM 464287606 2,232 17,327 SH   DFND 01,16 0 0 17,327
ISHARES RUSSELL 1000 GROWTH COM 464287614 35,035 481,641 SH   DFND 01,02 0 44,166 437,475
ISHARES RUSSELL 1000 GROWTH COM 464287614 3,838 52,765 SH   DFND 01,16 0 0 52,765
ISHARES RUSSELL 1000 INDEX COM 464287622 799 8,945 SH   DFND 01,02 0 0 8,945
ISHARES RUSSELL 1000 INDEX COM 464287622 9,975 110,613 SH   DFND 01,16 0 0 110,613
ISHARES RUSSELL 2000 VALUE COM 464287630 183 2,130 SH   DFND 01,02 0 2,130 0
ISHARES RUSSELL 2000 VALUE COM 464287630 3,800 44,232 SH   DFND 01,16 0 0 44,232
ISHARES RUSSELL 2000 COM 464287648 1,396 12,550 SH   DFND 01,16 0 0 12,550
ISHARES RUSSELL 2000 COM 464287655 29,222 300,772 SH   DFND 01,02 0 6,050 294,722
ISHARES RUSSELL 2000 COM 464287655 5,414 55,680 SH   DFND 01,16 0 0 55,680
ISHARES RUSSELL 3000 COM 464287663 8 70 SH   DFND 01,16 0 0 70
ISHARES RUSSELL 3000 COM 464287671 18 294 SH   DFND 01,16 0 0 294
ISHARES RUSSELL 3000 INDEX COM 464287689 326 3,384 SH   DFND 01,02 0 0 3,384
ISHARES RUSSELL 3000 INDEX COM 464287689 7,033 76,056 SH   DFND 01,16 0 0 76,056
ISHARES DOW JONES COM 464287697 105,830 1,120,382 SH   DFND 01,16 0 0 1,120,382
ISHARES S&P MID CAP COM 464287705 1,798 17,754 SH   DFND 01,16 0 0 17,754
ISHARES DOW JONES COM 464287713 106 4,110 SH   DFND 01,16 0 0 4,110
ISHARES DOW JONES U S COM 464287721 111,022 1,510,065 SH   DFND 01,16 0 0 1,510,065
ISHARES DJ US REAL ESTATE COM 464287739 8,609 129,680 SH   DFND 01,02 0 129,680 0
ISHARES DJ US REAL ESTATE COM 464287739 39,842 600,250 SH   DFND 01,16 0 0 600,250
ISHARES DOW JONES COM 464287754 105,186 1,270,146 SH   DFND 01,16 0 0 1,270,146
ISHARES DOW JONES COM 464287762 282 2,813 SH   DFND 01,16 0 0 2,813
ISHARES DOW JONES COM 464287770 39 541 SH   DFND 01,16 0 0 541
ISHARES DOW JONES COM 464287788 1,226 17,011 SH   DFND 01,16 0 0 17,011
ISHARES DOW JONES COM 464287796 100,556 2,261,485 SH   DFND 01,16 0 0 2,261,485
ISHARES CORE S&P SMALL-CAP E COM 464287804 992 10,985 SH   DFND 01,02 0 10,985 0
ISHARES CORE S&P SMALL-CAP E COM 464287804 6,159 67,983 SH   DFND 01,16 0 0 67,983
ISHARES DOW JONES U S COM 464287812 99 1,141 SH   DFND 01,16 0 0 1,141
ISHARES DOW JONES U S COM 464287838 1,378 20,555 SH   DFND 01,16 0 0 20,555
ISHARES DOW JONES COM 464287846 77 954 SH   DFND 01,16 0 0 954
ISHARES S&P COM 464287861 5,680 146,575 SH   DFND 01,16 0 0 146,575
ISHARES S&P SMALL CAP COM 464287879 682 7,288 SH   DFND 01,16 0 0 7,288
ISHARES S&P SMALL CAP COM 464287887 441 4,554 SH   DFND 01,16 0 0 4,554
ISHARES MORNINGSTAR COM 464288109 1,260 17,330 SH   DFND 01,16 0 0 17,330
ISHARES S&P CITIGROUP COM 464288117 1,126 11,669 SH   DFND 01,16 0 0 11,669
ISHARES S&P CITIGROUP COM 464288125 19 212 SH   DFND 01,16 0 0 212
ISHARES S&P SHORT COM 464288158 323 3,068 SH   DFND 01,16 0 0 3,068
ISHARES BARCLAYS COM 464288166 576 5,200 SH   DFND 01,16 0 0 5,200
ISHARES S&P GLOBAL COM 464288174 220 5,338 SH   DFND 01,16 0 0 5,338
ISHARES MSCI ALL COUNTRY COM 464288182 21 380 SH   DFND 01,16 0 0 380
ISHARES MORNINGSTAR COM 464288208 1,844 16,581 SH   DFND 01,16 0 0 16,581
ISHARES S&P GLOBAL COM 464288224 15 1,718 SH   DFND 01,16 0 0 1,718
ISHARES MSCI ACWI EX U S COM 464288240 649 15,937 SH   DFND 01,16 0 0 15,937
ISHARES MSCI COM 464288257 1,151 23,016 SH   DFND 01,16 0 0 23,016
ISHARES MSCI EAFE COM 464288273 425 10,125 SH   DFND 01,16 0 0 10,125
ISHARES JPMORGAN USD COM 464288281 43,754 399,436 SH   DFND 01,16 0 0 399,436
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ISHARES S&P CALIFORNIA COM 464288356 27 251 SH   DFND 01,16 0 0 251
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ISHARES MORNINGSTAR COM 464288406 991 10,140 SH   DFND 01,16 0 0 10,140
ISHARES S&P NATIONAL COM 464288414 5,641 51,323 SH   DFND 01,16 0 0 51,323
ISHARES S&P COM 464288422 48 1,366 SH   DFND 01,16 0 0 1,366
ISHARES S&P ASIA 50 COM 464288430 7 165 SH   DFND 01,16 0 0 165
ISHARES DOW JONES COM 464288448 2,715 85,433 SH   DFND 01,16 0 0 85,433
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ISHARES FTSE EPRA NAREIT COM 464288489 55,254 1,764,785 SH   DFND 01,16 0 0 1,764,785
ISHARES SMALL CORE COM 464288505 1,312 11,943 SH   DFND 01,16 0 0 11,943
ISHARES IBOXX $ COM 464288513 8,812 96,917 SH   DFND 01,16 0 0 96,917
ISHARES FTSE NAREIT COM 464288521 129 3,174 SH   DFND 01,16 0 0 3,174
ISHARES FTSE COM 464288539 184 14,506 SH   DFND 01,16 0 0 14,506
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ISHARES KLD 400 COM 464288570 336 5,567 SH   DFND 01,16 0 0 5,567
ISHARES BARCLAYS COM 464288588 86,924 825,777 SH   DFND 01,16 0 0 825,777
ISHARES BARCLAYS COM 464288596 30 275 SH   DFND 01,16 0 0 275
ISHARES SMALL GROWTH COM 464288604 528 4,853 SH   DFND 01,16 0 0 4,853
ISHARES BARCLAYS COM 464288612 343 3,122 SH   DFND 01,16 0 0 3,122
ISHARES BARCLAYS COM 464288620 3,245 30,199 SH   DFND 01,16 0 0 30,199
ISHARES BARCLAYS COM 464288638 5,455 46,590 SH   DFND 01,16 0 0 46,590
ISHARES BARCLAYS COM 464288646 12,261 116,898 SH   DFND 01,16 0 0 116,898
ISHARES BARCLAYS COM 464288653 69 549 SH   DFND 01,16 0 0 549
ISHARES BARCLAYS COM 464288661 7,577 62,725 SH   DFND 01,16 0 0 62,725
ISHARES BARCLAYS COM 464288679 176,333 1,600,877 SH   DFND 01,16 0 0 1,600,877
ISHARES S&P COM 464288687 41,708 1,061,318 SH   DFND 01,16 0 0 1,061,318
ISHARES S&P COM 464288695 6 110 SH   DFND 01,16 0 0 110
ISHARES SMALL VALUE COM 464288703 4,094 39,750 SH   DFND 01,16 0 0 39,750
ISHARES S&P GLOBAL COM 464288711 102 2,425 SH   DFND 01,16 0 0 2,425
ISHARES S&P GLOBAL COM 464288729 7 118 SH   DFND 01,16 0 0 118
ISHARES S&P GLOBAL COM 464288737 2,769 34,703 SH   DFND 01,16 0 0 34,703
ISHARES DOW JONES U S COM 464288752 7 300 SH   DFND 01,16 0 0 300
ISHARES DOW JONES U S COM 464288760 7 86 SH   DFND 01,16 0 0 86
ISHARES MSCI USA ESG COM 464288802 60 892 SH   DFND 01,16 0 0 892
ISHARES DJ US MEDICAL DEVICE COM 464288810 47 595 SH   DFND 01,16 0 0 595
ISHARES DJ US HEALTH CAR PRO COM 464288828 753 8,961 SH   DFND 01,16 0 0 8,961
ISHARES DOW JONES COM 464288836 168 1,689 SH   DFND 01,16 0 0 1,689
ISHARES DOW JONES COM 464288844 2,244 39,571 SH   DFND 01,16 0 0 39,571
ISHARES DOW JONES COM 464288851 160 2,237 SH   DFND 01,16 0 0 2,237
ISHARES RUSSELL COM 464288869 9 142 SH   DFND 01,16 0 0 142
ISHARES MSCI EAFE COM 464288877 562 11,589 SH   DFND 01,16 0 0 11,589
ISHARES MSCI EAFE COM 464288885 102 1,648 SH   DFND 01,16 0 0 1,648
ISHARES MSCI NEW ZEALAND COM 464289123 133 3,975 SH   DFND 01,16 0 0 3,975
ISHARES MSCI BRAZIL COM 464289131 3 129 SH   DFND 01,16 0 0 129
ISHARES 2017 S&P COM 464289271 405 7,543 SH   DFND 01,16 0 0 7,543
ISHARES S&P TARGET COM 464289305 1,424 40,297 SH   DFND 01,16 0 0 40,297
ISHARES 2016 S&P COM 464289313 612 11,194 SH   DFND 01,16 0 0 11,194
ISHARES 2015 S&P COM 464289339 585 11,064 SH   DFND 01,16 0 0 11,064
ISHARES 2014 S&P COM 464289362 288 5,570 SH   DFND 01,16 0 0 5,570
ISHARES 2013 S&P COM 464289388 161 3,168 SH   DFND 01,16 0 0 3,168
ISHARES S&P TARGET COM 464289404 43 1,174 SH   DFND 01,16 0 0 1,174
ISHARES RUSSELL TOP 200 COM 464289420 5,699 159,197 SH   DFND 01,16 0 0 159,197
ISHARES RUSSELL TOP 200 COM 464289438 6,501 170,579 SH   DFND 01,16 0 0 170,579
ISHARES RUSSELL TOP 200 COM 464289446 24 653 SH   DFND 01,16 0 0 653
ISHARES 10+ YEAR COM 464289511 37 662 SH   DFND 01,16 0 0 662
ISHARES S&P TARGET COM 464289602 112 2,932 SH   DFND 01,16 0 0 2,932
ISHARES MSCI ALL PERU COM 464289842 14,933 437,449 SH   DFND 01,16 0 0 437,449
ISHARES S&P GROWTH COM 464289867 1,315 37,089 SH   DFND 01,16 0 0 37,089
ISHARES S&P MODERATE COM 464289875 327 10,105 SH   DFND 01,16 0 0 10,105
ISHARES S&P CONSERVATIVE COM 464289883 56 1,826 SH   DFND 01,16 0 0 1,826
ISHARES SILVER TRUST COM 46428Q109 3,920 206,668 SH   DFND 01,16 0 0 206,668
ISHARES S&P GSCI COM 46428R107 365 11,854 SH   DFND 01,16 0 0 11,854
ISHARES S&P INTL COM 46429B135 62 2,569 SH   DFND 01,16 0 0 2,569
ISHARES AAA-A COM 46429B291 183 3,686 SH   DFND 01,16 0 0 3,686
ISHARES MSCI INDONESIA COM 46429B309 176 5,632 SH   DFND 01,16 0 0 5,632
ISHARES BARCLAYS COM 46429B333 24 500 SH   DFND 01,16 0 0 500
ISHARES BARCLAYS COM 46429B366 10 200 SH   DFND 01,16 0 0 200
ISHARES MSCI PHILIPPINES COM 46429B408 55 1,557 SH   DFND 01,16 0 0 1,557
ISHARES TRUST 2018 COM 46429B580 5 200 SH   DFND 01,16 0 0 200
ISHARES MSCI INDIA COM 46429B598 15,334 652,936 SH   DFND 01,16 0 0 652,936
ISHARES MSCI POLAND COM 46429B606 2 95 SH   DFND 01,16 0 0 95
ISHARES FLOATING COM 46429B655 130,310 2,575,611 SH   DFND 01,16 0 0 2,575,611
ISHARES HIGH DIVIDEND COM 46429B663 3,442 51,886 SH   DFND 01,16 0 0 51,886
ISHARES MSCI EAFE MIN COM 46429B689 164 2,864 SH   DFND 01,16 0 0 2,864
ISHARES MSCI USA COM 46429B697 7,550 215,072 SH   DFND 01,16 0 0 215,072
ISHARES MSCI RUSSIA COM 46429B705 3 150 SH   DFND 01,16 0 0 150
ISHARES BARCLAYS COM 46429B747 117 1,166 SH   DFND 01,16 0 0 1,166
ISHARES GLOBAL INFLATION COM 46429B812 15 300 SH   DFND 01,16 0 0 300
ISHARES BAA-BA COM 46432F107 17 345 SH   DFND 01,16 0 0 345
ISHARES B-CA COM 46432F404 315 6,214 SH   DFND 01,16 0 0 6,214
ISHARES CORE MSCI COM 46432F834 13 265 SH   DFND 01,16 0 0 265
ISHARES CORE MSCI COM 46432F842 37 725 SH   DFND 01,16 0 0 725
ISHARES MORNINGSTAR COM 46432F875 50 1,988 SH   DFND 01,16 0 0 1,988
ISIS PHARMACEUTICALS INC COM 464330109 210 7,820 SH   DFND 01,02 0 7,820 0
ISIS PHARMACEUTICALS INC COM 464330109 12 454 SH   DFND 01,16 0 0 454
ISHARES CORE MSCI COM 46434G103 13 275 SH   DFND 01,16 0 0 275
ISLE OF CAPRI CASINOS COM 464592104 16 2,080 SH   DFND 01,02 0 2,080 0
ISOFTSTONE HOLDINGS LTD-ADS COM 46489B108 0 21 SH   DFND 01,02 0 21 0
ISRAEL CHEMICALS-UNSPON ADR COM 465036200 15 1,469 SH   DFND 01,02 0 1,469 0
ISRAMCO INC COM 465141406 72 772 SH   DFND 01,02 0 772 0
ISUZU MOTORS LTD-UNSPON ADR COM 465254209 4 60 SH   DFND 01,02 0 60 0
ITALCEMENTI SPA-UNSPONS ADR COM 465272201 1 160 SH   DFND 01,02 0 160 0
ITAU UNIBANCO HLDNG-PREF ADR COM 465562106 258 19,978 SH   DFND 01,02 0 19,978 0
ITAU UNIBANCO HLDNG-PREF ADR COM 465562106 67,416 5,226,020 SH   DFND 01,10 0 4,875,122 350,898
ITAU UNIBANCO HLDNG-PREF ADR COM 465562106 6 452 SH   DFND 01,16 0 0 452
ITC HOLDINGS CORP COM 465685105 34,697 380,045 SH   DFND 01,02 0 309,066 70,979
ITC HOLDINGS CORP COM 465685105 7 77 SH   DFND 01,03 0 77 0
ITC HOLDINGS CORP COM 465685105 244 2,671 SH   DFND 01,16 0 0 2,671
ITOCHU CORP-UNSPONSORED ADR COM 465717106 139 5,931 SH   DFND 01,02 0 5,931 0
ITRON INC COM 465741106 3,875 91,323 SH   DFND 01,02 0 8,640 82,683
IVY HIGH INCOME OPPTY COM 465893105 55 2,750 SH   DFND 01,16 0 0 2,750
IXYS CORPORATION COM 46600W106 14,173 1,281,393 SH   DFND 01,02 0 109,687 1,171,706
J & J SNACK FOODS CORP COM 466032109 5,302 68,149 SH   DFND 01,02 0 2,177 65,972
JA SOLAR HOLDINGS CO LTD-ADR COM 466090206 0 20 SH   DFND 01,02 0 100 0
JA SOLAR HOLDINGS CO LTD-ADR COM 466090206 6 786 SH   DFND 01,16 0 0 786
JBS SA-SPONSORED ADR COM 466110103 14 2,428 SH   DFND 01,02 0 2,428 0
JDS UNIPHASE CORP COM 46612J507 1,178 81,872 SH   DFND 01,02 0 35,174 46,698
JDS UNIPHASE CORP COM 46612J507 93 6,442 SH   DFND 01,03 0 6,442 0
JDS UNIPHASE CORP COM 46612J507 7 519 SH   DFND 01,16 0 0 519
JGC CORP-UNSPONSORED ADR COM 466140100 48 670 SH   DFND 01,02 0 670 0
J. SAINSBURY PLC-SPONS ADR COM 466249208 37 1,674 SH   DFND 01,02 0 1,674 0
JPMORGAN CHASE & CO COM 46625H100 1,731,785 32,805,290 SH   DFND 01,02 0 12,583,101 20,222,189
JPMORGAN CHASE & CO COM 46625H100 8,224 155,789 SH   DFND 01,02,10 0 0 155,789
JPMORGAN CHASE & CO COM 46625H100 6,127 116,070 SH   DFND 01,03 0 116,070 0
JPMORGAN CHASE & CO COM 46625H100 377,642 7,156,359 SH   DFND 01,10 0 918,411 6,237,948
JPMORGAN CHASE & CO COM 46625H100 3,615 68,313 SH   DFND 01,16 0 0 68,313
JPMORGAN CHASE & CO PRF 46625H365 4,104 87,997 SH   DFND 01,16 0 0 87,997
JP MORGAN CHASE & CO DEP PRF 46625H621 41 1,614 SH   DFND 01,16 0 0 1,614
MMC NORILSK NICKEL JSC-ADR COM 46626D108 78 5,304 SH   DFND 01,02 0 530 0
MMC NORILSK NICKEL JSC-ADR COM 46626D108 0 7 SH   DFND 01,16 0 0 7
HALYK SAVINGS BANK-GDR REG S COM 46627J302 3,212 435,268 SH   DFND 01,02 0 0 435,268
FEDERAL HYDROGENERATING-ADR COM 466294105 4 2,890 SH   DFND 01,02 0 2,890 0
JMP GROUP INC COM 46629U107 9 1,279 SH   DFND 01,02 0 1,279 0
JABIL CIRCUIT INC COM 466313103 3,702 181,554 SH   DFND 01,02 0 48,150 133,404
JABIL CIRCUIT INC COM 466313103 102 5,021 SH   DFND 01,03 0 5,021 0
JABIL CIRCUIT INC COM 466313103 2 83 SH   DFND 01,16 0 0 83
JPMORGAN CHASE & WTS WT 46634E114 3 200 SH   DFND 01,16 0 0 200
JACK IN THE BOX INC COM 466367109 7,844 199,628 SH   DFND 01,02 0 37,399 162,229
JTH HOLDING INC - CL A COM 46637N103 5 286 SH   DFND 01,02 0 286 0
JACOBS ENGINEERING GROUP INC COM 469814107 45,706 829,082 SH   DFND 01,02 0 125,946 703,136
JACOBS ENGINEERING GROUP INC COM 469814107 196 3,562 SH   DFND 01,03 0 3,562 0
JACOBS ENGINEERING GROUP INC COM 469814107 97,184 1,763,445 SH   DFND 01,10 0 1,392 1,762,053
JACOBS ENGINEERING GROUP INC COM 469814107 85 1,545 SH   DFND 01,16 0 0 1,545
JAGUAR MINING INC CONV BND 47009MAG8 1,000 4,000,000 PRN   DFND 01,02 0 0 4,000,000
JAGUAR MINING INC CONV BND 47009MAJ2 860 3,700,000 PRN   DFND 01,02 0 0 3,700,000
JAMES HARDIE INDUSTRIES-CDI COM 470123993 1,402 163,327 SH   DFND 01,02 0 0 163,327
JAKKS PACIFIC INC COM 47012E106 932 82,891 SH   DFND 01,02 0 6,403 76,488
JAMBA INC COM 47023A309 853 57,110 SH   DFND 01,02 0 57,110 0
JAMES HARDIE IND PLC-SP ADR COM 47030M106 23 514 SH   DFND 01,02 0 514 0
JAMES RIVER COAL CO COM 470355207 1 455 SH   DFND 01,02 0 455 0
JAMES RIVER COAL CO CONV BND 470355AJ7 6,178 9,505,000 PRN   DFND 01,02 0 0 9,505,000
JANUS CAPITAL GROUP INC COM 47102X105 11,659 1,370,016 SH   DFND 01,02 0 28,296 1,341,720
JANUS CAPITAL GROUP INC CONV BND 47102XAG0 208 200,000 PRN   DFND 01,02 0 0 200,000
JAPAN SMALLER COM 47109U104 29 3,369 SH   DFND 01,16 0 0 3,369
JAPAN STEEL WORKS-UNSPON ADR COM 471100206 1 133 SH   DFND 01,02 0 133 0
JARDEN CORP COM 471109108 23,247 531,395 SH   DFND 01,02 0 232,128 299,267
JARDEN CORP COM 471109108 1 29 SH   DFND 01,16 0 0 29
JARDEN CORP CONV BND 471109AG3 7,866 7,000,000 PRN   DFND 01,02 0 0 7,000,000
JARDINE MATHESON HD-UNSP ADR COM 471115402 58 963 SH   DFND 01,02 0 963 0
JARDINE STRATEGIC HLDGS LTD COM 471120998 6,844 189,000 SH   DFND 01,02,10 0 0 189,000
JARDINE STRATEGIC-UNSPON ADR COM 471122200 24 1,307 SH   DFND 01,02 0 1,307 0
JAVELIN MORTGAGE INVESTMENT COM 47200B104 16 1,132 SH   DFND 01,02 0 1,132 0
JERONIMO MARTINS-UNSPON ADR COM 476493101 5 130 SH   DFND 01,02 0 130 0
JETBLUE AIRWAYS CORP COM 477143101 32,374 5,138,752 SH   DFND 01,02 0 27,435 5,111,317
JETBLUE AIRWAYS CORP COM 477143101 1 116 SH   DFND 01,16 0 0 116
JIAYUAN.COM INTERNATIONA-ADR COM 477374102 1 210 SH   DFND 01,02 0 315 0
JIANGXI COPPER CO-SPONS ADR COM 47737M102 2 30 SH   DFND 01,02 0 0 30
JIANGBO PHARMACEUTICALS COM 47737R101 0 2 SH   DFND 01,16 0 0 2
JINPAN INTERNATIONAL LTD COM 477391999 6 1,280 SH   DFND 01,02 0 1,280 0
JINKOSOLAR HOLDING CO-ADR COM 47759T100 0 47 SH   DFND 01,02 0 188 0
JIVE SOFTWARE INC COM 47760A108 2,532 139,328 SH   DFND 01,02 0 2,478 136,850
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,633 125,320 SH   DFND 01,02 0 19,787 105,533
JOHN BEAN TECHNOLOGIES CORP COM 477839104 3 122 SH   DFND 01,16 0 0 122
JOHNSON & JOHNSON COM 478160104 1,240,185 14,444,216 SH   DFND 01,02 0 7,401,821 7,042,395
JOHNSON & JOHNSON COM 478160104 7,287 84,860 SH   DFND 01,03 0 84,860 0
JOHNSON & JOHNSON COM 478160104 215,040 2,504,545 SH   DFND 01,10 0 502,766 2,001,779
JOHNSON & JOHNSON COM 478160104 13,001 151,461 SH   DFND 01,16 0 0 151,461
JOHNSON CONTROLS INC COM 478366107 47,121 1,316,137 SH   DFND 01,02 0 125,541 1,190,596
JOHNSON CONTROLS INC COM 478366107 668 18,654 SH   DFND 01,03 0 18,654 0
JOHNSON CONTROLS INC COM 478366107 2,529 70,478 SH   DFND 01,16 0 0 70,478
JOHNSON ELEC HLDG -SPON ADR COM 479087207 2 295 SH   DFND 01,02 0 0 295
JOHNSON MATTHEY PLC-SPON ADR COM 479142408 12 146 SH   DFND 01,02 0 146 0
JOHNSON OUTDOORS INC-A COM 479167108 10 409 SH   DFND 01,02 0 409 0
JONES LANG LASALLE INC COM 48020Q107 12,035 132,054 SH   DFND 01,02 0 9,396 122,658
JONES LANG LASALLE INC COM 48020Q107 15 161 SH   DFND 01,16 0 0 161
JONES GROUP INC/THE COM 48020T101 2,031 147,694 SH   DFND 01,02 0 13,444 134,250
JOS A BANK CLOTHIERS INC COM 480838101 7,781 188,297 SH   DFND 01,02 0 3,681 184,616
JOURNAL COMMUNICATIONS INC-A COM 481130102 21 2,759 SH   DFND 01,02 0 2,759 0
JOY GLOBAL INC COM 481165108 40,664 837,887 SH   DFND 01,02 0 139,534 698,353
JOY GLOBAL INC COM 481165108 140 2,895 SH   DFND 01,03 0 2,895 0
JOY GLOBAL INC COM 481165108 27 563 SH   DFND 01,16 0 0 563
J2 GLOBAL INC COM 48123V102 30,098 708,028 SH   DFND 01,02 0 463,254 244,774
JPMORGAN CHASE CAPITAL PRF 48125E207 79 3,100 SH   DFND 01,16 0 0 3,100
JULIUS BAER GROUP LTD-UN ADR COM 48137C108 27 3,478 SH   DFND 01,02 0 3,478 0
JUNIPER NETWORKS INC COM 48203R104 148,801 7,705,829 SH   DFND 01,02 0 3,494,871 4,210,958
JUNIPER NETWORKS INC COM 48203R104 266 13,787 SH   DFND 01,03 0 13,787 0
JUNIPER NETWORKS INC COM 48203R104 25 1,271 SH   DFND 01,16 0 0 1,271
JUPITER TELECOM-UNSPON ADR COM 48206M102 12 990 SH   DFND 01,02 0 990 0
KAR AUCTION SERVICES INC COM 48238T109 6,731 294,295 SH   DFND 01,02 0 3,295 291,000
KB FINANCIAL GROUP INC-ADR COM 48241A105 56 1,887 SH   DFND 01,02 0 1,887 0
KB FINANCIAL GROUP INC-ADR COM 48241A105 3 103 SH   DFND 01,16 0 0 103
KBR INC COM 48242W106 66,153 2,035,473 SH   DFND 01,02 0 470,295 1,565,178
KBR INC COM 48242W106 75 2,327 SH   DFND 01,03 0 2,327 0
KBR INC COM 48242W106 22 671 SH   DFND 01,16 0 0 671
KLA-TENCOR CORPORATION COM 482480100 339,108 6,084,865 SH   DFND 01,02 0 2,982,168 3,102,697
KLA-TENCOR CORPORATION COM 482480100 255 4,582 SH   DFND 01,03 0 4,582 0
KLA-TENCOR CORPORATION COM 482480100 23,505 421,788 SH   DFND 01,10 0 2,174 419,614
KLA-TENCOR CORPORATION COM 482480100 95 1,712 SH   DFND 01,16 0 0 1,712
KKR FINANCIAL HOLDINGS LLC LP 48248A306 1 80 SH   DFND 01,02 0 80 0
KKR FINANCIAL HOLDINGS LLC LP 48248A306 21 1,973 SH   DFND 01,16 0 0 1,973
KKR FINANCIAL HLDGS LLC PRF 48248A405 450 16,218 SH   DFND 01,16 0 0 16,218
KKR & COMPANY DEL COM 48248M102 433 22,001 SH   DFND 01,16 0 0 22,001
KLM ROYAL DUTCH AIRLINES COM 482516309 0 93 SH   DFND 01,16 0 0 93
KMG CHEMICALS INC COM 482564101 11 520 SH   DFND 01,02 0 520 0
KMG CHEMICALS INC COM 482564101 4 200 SH   DFND 01,16 0 0 200
KT CORP-SP ADR COM 48268K101 16 1,000 SH   DFND 01,02 0 0 1,000
KVH INDUSTRIES INC COM 482738101 13 967 SH   DFND 01,02 0 967 0
K12 INC COM 48273U102 53 2,023 SH   DFND 01,02 0 2,023 0
KWG RESOURCES INC COM 48277D205 0 4,250 SH   DFND 01,16 0 0 4,250
KADANT INC COM 48282T104 7,738 256,520 SH   DFND 01,02 0 252,120 4,400
KADANT INC COM 48282T104 0 12 SH   DFND 01,16 0 0 12
KAISER ALUMINUM CORP COM 483007704 5,306 85,653 SH   DFND 01,02 0 25,694 59,959
KALOBIOS PHARMACEUTICALS INC COM 48344T100 3 547 SH   DFND 01,02 0 547 0
KAMAN CORP COM 483548103 22,485 650,612 SH   DFND 01,02 0 303,194 347,418
KANSAI ELECTRIC PWR-UNS ADR COM 484602305 0 68 SH   DFND 01,02 0 68 0
KANSAS CITY LIFE INS CO COM 484836101 13 351 SH   DFND 01,02 0 351 0
KANSAS CITY SOUTHERN COM 485170302 119,378 1,126,617 SH   DFND 01,02 0 403,248 723,369
KANSAS CITY SOUTHERN COM 485170302 324 3,061 SH   DFND 01,03 0 3,061 0
KANSAS CITY SOUTHERN COM 485170302 152 1,434 SH   DFND 01,16 0 0 1,434
KAO CORP-SPONSORED ADR COM 485537302 106 3,125 SH   DFND 01,02 0 3,125 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 26,997 671,878 SH   DFND 01,02 0 81,509 590,369
KAPSTONE PAPER AND PACKAGING COM 48562P103 19 479 SH   DFND 01,16 0 0 479
KASIKORNBANK PCL-UNSPON ADR COM 485785109 21 850 SH   DFND 01,02 0 850 0
KASIKORNBANK PCL-UNSPON ADR COM 485785109 3 114 SH   DFND 01,16 0 0 114
KATAHDIN BANKSHARES CORP COM 485835102 38 3,365 SH   DFND 01,16 0 0 3,365
KAWASAKI HEAVY INDS-SP ADR COM 486359201 5 423 SH   DFND 01,02 0 423 0
KAYDON CORP COM 486587108 4,698 170,539 SH   DFND 01,02 0 34,317 136,222
KAYDON CORP COM 486587108 1 21 SH   DFND 01,16 0 0 21
KAYNE ANDERSON MLP INVESTMEN COM 486606106 17,711 455,400 SH   DFND 01,02 0 0 455,400
KAYNE ANDERSON MLP INVESTMEN COM 486606106 677 17,411 SH   DFND 01,16 0 0 17,411
KAYNE ANDERSON ENERGY COM 48660P104 90 3,020 SH   DFND 01,16 0 0 3,020
KAYNE ANDERSON ENERGY DEVELO COM 48660Q102 3 135 SH   DFND 01,02 0 135 0
KAYNE ANDERSON ENERGY DEVELO COM 48660Q102 64 2,505 SH   DFND 01,16 0 0 2,505
KB HOME COM 48666K109 21,323 1,086,240 SH   DFND 01,02 0 142,724 943,516
KB HOME COM 48666K109 1 26 SH   DFND 01,16 0 0 26
KB HOME CONV BND 48666KAS8 6,017 5,800,000 PRN   DFND 01,02 0 0 5,800,000
KDDI CORP-UNSPONSORED ADR COM 48667L106 166 12,575 SH   DFND 01,02 0 12,575 0
KCAP FINANCIAL INC COM 48668E101 40 3,542 SH   DFND 01,02 0 3,542 0
KEARNY FINANCIAL CORP COM 487169104 9 894 SH   DFND 01,02 0 894 0
KEDEM PHARMACEUTICALS COM 48723P109 0 257 SH   DFND 01,16 0 0 257
KELLOGG CO COM 487836108 95,349 1,484,504 SH   DFND 01,02 0 156,249 1,328,255
KELLOGG CO COM 487836108 471 7,326 SH   DFND 01,03 0 7,326 0
KELLOGG CO COM 487836108 129 2,010 SH   DFND 01,16 0 0 2,010
KELLY SERVICES INC -A COM 488152208 3,613 206,761 SH   DFND 01,02 0 0 206,761
KELLY SERVICES INC -A COM 488152208 9 538 SH   DFND 01,16 0 0 538
KEMET CORP COM 488360207 12 2,800 SH   DFND 01,02 0 2,800 0
KEMET CORP COM 488360207 2 474 SH   DFND 01,16 0 0 474
KEMPER CORP COM 488401100 14,512 423,720 SH   DFND 01,02 0 311,129 112,591
KENNADY DIAMONDS INC COM 489165100 1 960 SH   DFND 01,16 0 0 960
KENNAMETAL INC COM 489170100 31,080 800,422 SH   DFND 01,02 0 10,816 789,606
KENNEDY-WILSON HOLDINGS INC COM 489398107 1,718 103,266 SH   DFND 01,02 0 3,266 100,000
KEPPEL CORP LTD-SPONS ADR COM 492051305 107 6,341 SH   DFND 01,02 0 6,341 0
KERING-UNSPONSORED ADR COM 492089107 11 558 SH   DFND 01,02 0 558 0
KERRY GROUP PLC-SPONS ADR COM 492460100 14 260 SH   DFND 01,02 0 260 0
KERYX BIOPHARMACEUTICALS COM 492515101 7,145 956,631 SH   DFND 01,02 0 876,865 79,766
KERYX BIOPHARMACEUTICALS COM 492515101 47 6,348 SH   DFND 01,03 0 6,348 0
KEY ENERGY SERVICES INC COM 492914106 71 12,069 SH   DFND 01,02 0 12,069 0
KEY ENERGY SERVICES INC COM 492914106 1 230 SH   DFND 01,16 0 0 230
KEWPIE CORP-ADR COM 493054100 1 30 SH   DFND 01,02 0 30 0
KEY TECHNOLOGY INC COM 493143101 8,640 602,729 SH   DFND 01,02 0 383,862 218,867
KEYCORP COM 493267108 34,689 3,142,055 SH   DFND 01,02 0 642,959 2,499,096
KEYCORP COM 493267108 277 25,069 SH   DFND 01,03 0 25,069 0
KEYCORP COM 493267108 83 7,554 SH   DFND 01,16 0 0 7,554
KEYNOTE SYSTEMS INC COM 493308100 508 25,723 SH   DFND 01,02 0 25,723 0
KEYW HOLDING CORP/THE COM 493723100 36 2,727 SH   DFND 01,02 0 2,727 0
KFORCE INC COM 493732101 17,104 1,171,444 SH   DFND 01,02 0 818,431 353,013
KIMBALL INTERNATIONAL-B COM 494274103 296 30,372 SH   DFND 01,02 0 0 30,372
KILROY REALTY CORP COM 49427F108 25,380 478,754 SH   DFND 01,02 0 28,099 450,655
KILROY REALTY CORP COM 49427F108 6 120 SH   DFND 01,16 0 0 120
KIMBERLY-CLARK CORP COM 494368103 164,777 1,695,888 SH   DFND 01,02 0 1,280,459 415,429
KIMBERLY-CLARK CORP COM 494368103 1,018 10,476 SH   DFND 01,03 0 10,476 0
KIMBERLY-CLARK CORP COM 494368103 1,609 16,618 SH   DFND 01,16 0 0 16,618
KIMBERLY-CLARK DE MEXICO-ADR COM 494386204 12 718 SH   DFND 01,02 0 0 718
KIMCO REALTY CORP COM 49446R109 8,323 388,436 SH   DFND 01,02 0 307,620 80,816
KIMCO REALTY CORP COM 49446R109 239 11,131 SH   DFND 01,03 0 11,131 0
KIMCO REALTY CORP COM 49446R109 93 4,326 SH   DFND 01,10 0 0 4,326
KIMCO REALTY CORP COM 49446R109 26 1,191 SH   DFND 01,16 0 0 1,191
KINDER MORGAN ENERGY COM 494550106 1,794 21,002 SH   DFND 01,16 0 0 21,002
KINDER MORGAN MANAGEMENT LLC LP 49455U100 39 470 SH   DFND 01,02 0 470 0
KINDER MORGAN MANAGEMENT LLC LP 49455U100 6,910 82,553 SH   DFND 01,16 0 0 82,553
KINDER MORGAN INC COM 49456B101 326,719 8,564,073 SH   DFND 01,02 0 3,493,255 5,070,818
KINDER MORGAN INC COM 49456B101 704 18,469 SH   DFND 01,03 0 18,469 0
KINDER MORGAN INC COM 49456B101 7,127 186,811 SH   DFND 01,10 0 186,811 0
KINDER MORGAN INC COM 49456B101 230 6,026 SH   DFND 01,16 0 0 6,026
KINDER MORGAN INC-CW17 WT 49456B119 3,601 703,242 SH   DFND 01,02 0 0 703,242
KINDER MORGAN INC-CW17 WT 49456B119 12 2,432 SH   DFND 01,16 0 0 2,432
KINDRED HEALTHCARE INC COM 494580103 20,659 1,573,460 SH   DFND 01,02 0 206,387 1,367,073
KINDRED HEALTHCARE INC COM 494580103 12 900 SH   DFND 01,16 0 0 900
KINGFISHER PLC-SPONS ADR COM 495724403 37 3,528 SH   DFND 01,02 0 3,528 0
KINGTONE WIRELESSINFO SO-ADR COM 496880204 0 7 SH   DFND 01,02 0 7 0
KINROSS GOLD CORP COM 496902404 38 7,486 SH   DFND 01,16 0 0 7,486
KIOR INC - CL A COM 497217109 16 2,735 SH   DFND 01,02 0 2,735 0
KIRBY CORP COM 497266106 18,721 235,371 SH   DFND 01,02 0 2,503 232,868
KIRBY CORP COM 497266106 9 113 SH   DFND 01,16 0 0 113
KIRIN HOLDINGS CO-SPON ADR COM 497350306 40 2,544 SH   DFND 01,02 0 2,544 0
KIRKLAND'S INC COM 497498105 961 55,733 SH   DFND 01,02 0 889 54,844
KITE REALTY GROUP TRUST COM 49803T102 6,813 1,130,037 SH   DFND 01,02 0 6,414 1,123,623
KNOLL INC COM 498904200 4,428 311,558 SH   DFND 01,02 0 3,558 308,000
KNIGHT CAPITAL GROUP INC-A COM 499005106 120 33,548 SH   DFND 01,02 0 33,548 0
KNIGHT CAPITAL GROUP INC-A COM 499005106 1 385 SH   DFND 01,16 0 0 385
KNIGHT TRANSPORTATION INC COM 499064103 7,206 428,428 SH   DFND 01,02 0 97,479 330,949
KOBE STEEL LTD-SPONS ADR COM 499892107 2 395 SH   DFND 01,02 0 395 0
KOC HOLDING AS-UNSPON ADR COM 49989A109 17 712 SH   DFND 01,02 0 0 712
KOC HOLDING AS-UNSPON ADR COM 49989A109 2 97 SH   DFND 01,16 0 0 97
KODIAK OIL & GAS CORP COM 50015Q100 1,062 119,531 SH   DFND 01,02 0 17,931 101,600
KODIAK OIL & GAS CORP COM 50015Q100 3 351 SH   DFND 01,16 0 0 351
KOHLS CORP COM 500255104 34,451 682,056 SH   DFND 01,02 0 155,308 526,748
KOHLS CORP COM 500255104 280 5,547 SH   DFND 01,03 0 5,547 0
KOHLS CORP COM 500255104 9 174 SH   DFND 01,16 0 0 174
KOMATSU LTD -SPONS ADR COM 500458401 100 4,289 SH   DFND 01,02 0 4,289 0
KOMATSU LTD -SPONS ADR COM 500458401 4 160 SH   DFND 01,16 0 0 160
KONINKLIJKE AHOLD-SP ADR COM 500467402 63 4,207 SH   DFND 01,02 0 0 4,207
KONINKLIJKE AHOLD-SP ADR COM 500467402 1 89 SH   DFND 01,16 0 0 89
KONAMI CORP-ADR COM 50046R101 8 375 SH   DFND 01,02 0 375 0
KONINKLIJKE PHILIPS NVR- NY COM 500472303 309 11,034 SH   DFND 01,02 0 0 11,034
KONINKLIJKE PHILIPS NVR- NY COM 500472303 26 955 SH   DFND 01,16 0 0 955
KONGZHONG CORP-ADR COM 50047P104 0 21 SH   DFND 01,02 0 840 0
KONICA MINOLTA INC -UNS ADR COM 50048B104 2 120 SH   DFND 01,02 0 120 0
KOPIN CORP COM 500600101 856 230,615 SH   DFND 01,02 0 5,656 224,959
KOPPERS HOLDINGS INC COM 50060P106 4,610 120,728 SH   DFND 01,02 0 45,176 75,552
KOREA ELEC POWER CORP-SP ADR COM 500631106 55 4,863 SH   DFND 01,02 0 2,432 0
KOREA EQUITY FUND INC COM 50063B104 5 610 SH   DFND 01,16 0 0 610
KORN/FERRY INTERNATIONAL COM 500643200 28,302 1,510,330 SH   DFND 01,02 0 507,773 1,002,557
KRAFT FOODS GROUP INC COM 50076Q106 216,281 3,870,595 SH   DFND 01,02 0 335,589 3,535,006
KRAFT FOODS GROUP INC COM 50076Q106 1,010 18,083 SH   DFND 01,03 0 18,083 0
KRAFT FOODS GROUP INC COM 50076Q106 10,031 179,710 SH   DFND 01,10 0 179,710 0
KRAFT FOODS GROUP INC COM 50076Q106 951 16,932 SH   DFND 01,16 0 0 16,932
KRATOS DEFENSE & SECURITY COM 50077B207 18 2,750 SH   DFND 01,02 0 2,750 0
KRATON PERFORMANCE POLYMERS COM 50077C106 9,051 426,929 SH   DFND 01,02 0 8,603 418,326
KRATON PERFORMANCE POLYMERS COM 50077C106 1 52 SH   DFND 01,16 0 0 52
KRISPY KREME DOUGHNUTS INC COM 501014104 1,917 109,862 SH   DFND 01,02 0 13,082 96,780
KRISPY KREME DOUGHNUTS INC COM 501014104 25 1,433 SH   DFND 01,16 0 0 1,433
KROGER CO COM 501044101 223,260 6,463,760 SH   DFND 01,02 0 1,052,832 5,410,928
KROGER CO COM 501044101 495 14,337 SH   DFND 01,03 0 14,337 0
KROGER CO COM 501044101 516 14,446 SH   DFND 01,16 0 0 14,446
KRONOS WORLDWIDE INC COM 50105F105 7 410 SH   DFND 01,02 0 410 0
KRONOS WORLDWIDE INC COM 50105F105 16 1,000 SH   DFND 01,16 0 0 1,000
KUBOTA CORP-SPONS ADR COM 501173207 148 2,023 SH   DFND 01,02 0 2,023 0
KUBOTA CORP-SPONS ADR COM 501173207 7 100 SH   DFND 01,16 0 0 100
KULICKE & SOFFA INDUSTRIES COM 501242101 21,431 1,937,778 SH   DFND 01,02 0 327,413 1,610,365
KULICKE & SOFFA INDUSTRIES COM 501242101 7 655 SH   DFND 01,16 0 0 655
KUMBA IRON ORE LTD-ADR COM 50125N104 4 255 SH   DFND 01,02 0 255 0
KURARAY CO LTD-UNSPON ADR COM 50127R103 0 5 SH   DFND 01,02 0 5 0
KYOCERA CORP -SPONS ADR COM 501556203 177 1,736 SH   DFND 01,02 0 0 1,736
KYTHERA BIOPHARMACEUTICALS I COM 501570105 17 636 SH   DFND 01,02 0 636 0
L&L ENERGY INC COM 50162D100 31 8,503 SH   DFND 01,02 0 8,503 0
L BRANDS INC COM 501797104 44,789 909,425 SH   DFND 01,02 0 87,964 821,461
L BRANDS INC COM 501797104 337 6,845 SH   DFND 01,03 0 6,845 0
L BRANDS INC COM 501797104 41,781 848,384 SH   DFND 01,10 0 1,442 846,942
L BRANDS INC COM 501797104 156 3,168 SH   DFND 01,16 0 0 3,168
LCA-VISION INC COM 501803308 0 10 SH   DFND 01,02 0 10 0
LCA-VISION INC COM 501803308 0 15 SH   DFND 01,16 0 0 15
LCNB CORPORATION COM 50181P100 8 378 SH   DFND 01,02 0 378 0
LDK SOLAR CO LTD -ADR COM 50183L107 0 50 SH   DFND 01,02 0 50 0
LDK SOLAR CO LTD -ADR COM 50183L107 0 100 SH   DFND 01,16 0 0 100
LG DISPLAY CO LTD-ADR COM 50186V102 40 3,389 SH   DFND 01,02 0 0 3,389
LG DISPLAY CO LTD-ADR COM 50186V102 2 174 SH   DFND 01,16 0 0 174
L INTL COMPUTERS INC COM 501879100 0 500 SH   DFND 01,16 0 0 500
LHC GROUP INC COM 50187A107 11,147 569,287 SH   DFND 01,02 0 60,372 508,915
LKQ CORP COM 501889208 58,013 2,252,963 SH   DFND 01,02 0 803,257 1,449,706
LKQ CORP COM 501889208 89 3,443 SH   DFND 01,03 0 3,443 0
LKQ CORP COM 501889208 14,076 546,633 SH   DFND 01,10 0 0 546,633
LKQ CORP COM 501889208 19 736 SH   DFND 01,16 0 0 736
LI & FUNG LTD-UNSP ADR COM 501897102 16 5,895 SH   DFND 01,02 0 0 5,895
LL&E ROYALTY TRUST COM 502003106 0 4 SH   DFND 01,02 0 4 0
LLX LOGISTICA SA - SPON ADR COM 502024102 0 100 SH   DFND 01,02 0 100 0
LMI AEROSPACE INC COM 502079106 9,718 518,668 SH   DFND 01,02 0 340,646 178,022
LMP CAPITAL & INCOME * COM 50208A102 15 970 SH   DFND 01,16 0 0 970
LMP REAL ESTATE INCOME * COM 50208C108 115 9,733 SH   DFND 01,16 0 0 9,733
L'OREAL-UNSPONSORED ADR COM 502117203 150 4,596 SH   DFND 01,02 0 4,596 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 32 840 SH   DFND 01,02 0 840 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 1 23 SH   DFND 01,16 0 0 23
LSB INDUSTRIES INC COM 502160104 12,295 404,347 SH   DFND 01,02 0 335,622 68,725
LSI CORP COM 502161102 32,081 4,493,276 SH   DFND 01,02 0 979,811 3,513,465
LSI CORP COM 502161102 107 14,964 SH   DFND 01,03 0 14,964 0
LSI CORP COM 502161102 13,162 1,846,069 SH   DFND 01,10 0 1,846,069 0
LSI CORP COM 502161102 295 41,251 SH   DFND 01,16 0 0 41,251
LSI INDUSTRIES INC COM 50216C108 17,400 2,150,904 SH   DFND 01,02 0 1,479,728 671,176
LTC PROPERTIES INC COM 502175102 5,349 136,958 SH   DFND 01,02 0 12,167 124,791
LTC PROPERTIES INC COM 502175102 325 8,314 SH   DFND 01,16 0 0 8,314
LTX-CREDENCE CORP COM 502403207 20 3,215 SH   DFND 01,02 0 3,215 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 8,892 103,725 SH   DFND 01,02 0 32,585 71,140
L-3 COMMUNICATIONS HOLDINGS COM 502424104 210 2,450 SH   DFND 01,03 0 2,450 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 29 343 SH   DFND 01,16 0 0 343
LVMH MOET HENNESSY-UNSP ADR COM 502441306 887 27,400 SH   DFND 01,02 0 27,400 0
LVMH MOET HENNESSY-UNSP ADR COM 502441306 4 128 SH   DFND 01,16 0 0 128
LA-Z-BOY INC COM 505336107 4,894 241,419 SH   DFND 01,02 0 50,447 190,972
LABORATORY CRP OF AMER HLDGS COM 50540R409 3,186 31,824 SH   DFND 01,02 0 13,408 18,416
LABORATORY CRP OF AMER HLDGS COM 50540R409 254 2,534 SH   DFND 01,03 0 2,534 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 138 1,381 SH   DFND 01,16 0 0 1,381
LACLEDE GROUP INC/THE COM 505597104 30,669 671,709 SH   DFND 01,02 0 502,122 169,587
LADBROKES PLC-ADR COM 505730101 1 340 SH   DFND 01,02 0 340 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 26 15,439 SH   DFND 01,02 0 15,439 0
LAFARGE S.A.-SPONSORED ADR COM 505861401 105 6,860 SH   DFND 01,02 0 6,860 0
LAKELAND BANCORP INC COM 511637100 31 3,042 SH   DFND 01,02 0 3,042 0
LAKELAND FINANCIAL CORP COM 511656100 4,748 171,084 SH   DFND 01,02 0 1,084 170,000
LAM RESEARCH CORP COM 512807108 280,270 6,320,923 SH   DFND 01,02 0 568,169 5,752,754
LAM RESEARCH CORP COM 512807108 4,630 104,421 SH   DFND 01,02,10 0 0 104,421
LAM RESEARCH CORP COM 512807108 196 4,429 SH   DFND 01,03 0 4,429 0
LAM RESEARCH CORP COM 512807108 222,204 5,011,415 SH   DFND 01,10 0 724,903 4,286,512
LAM RESEARCH CORP COM 512807108 12 260 SH   DFND 01,16 0 0 260
LAMAR ADVERTISING CO-A COM 512815101 7,112 163,902 SH   DFND 01,02 0 12,903 150,999
LAMAR ADVERTISING CO-A COM 512815101 2 38 SH   DFND 01,16 0 0 38
LANCASTER COLONY CORP COM 513847103 3,263 41,838 SH   DFND 01,02 0 1,373 40,465
LANCASTER COLONY CORP COM 513847103 20 252 SH   DFND 01,16 0 0 252
LANDEC CORP COM 514766104 835 63,266 SH   DFND 01,02 0 1,616 61,650
LANDAUER INC COM 51476K103 1,712 35,420 SH   DFND 01,02 0 689 34,731
LANDAUER INC COM 51476K103 0 7 SH   DFND 01,16 0 0 7
LANDMARK GLBL FIN CORP COM 514934108 0 4 SH   DFND 01,16 0 0 4
LANDSTAR SYSTEM INC COM 515098101 15,468 300,364 SH   DFND 01,02 0 178,296 122,068
LANDSTAR SYSTEM INC COM 515098101 2 35 SH   DFND 01,16 0 0 35
LANNETT CO INC COM 516012101 12 1,028 SH   DFND 01,02 0 1,028 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 3,164 153,873 SH   DFND 01,02 0 60 153,813
LAS VEGAS SANDS CORP COM 517834107 345,109 6,520,118 SH   DFND 01,02 0 5,481,152 1,038,966
LAS VEGAS SANDS CORP COM 517834107 5,976 112,898 SH   DFND 01,02,10 0 0 112,898
LAS VEGAS SANDS CORP COM 517834107 4,301 81,252 SH   DFND 01,03 0 81,252 0
LAS VEGAS SANDS CORP COM 517834107 178,331 3,373,062 SH   DFND 01,10 0 837,431 2,535,631
LAS VEGAS SANDS CORP COM 517834107 264 4,979 SH   DFND 01,16 0 0 4,979
LASERSIGHT INC NEW COM 517924304 0 2 SH   DFND 01,16 0 0 2
LASALLE HOTEL PROPERTIES COM 517942108 47,572 1,926,002 SH   DFND 01,02 0 1,057,410 868,592
LASALLE HOTEL PROPERTIES COM 517942108 1 25 SH   DFND 01,16 0 0 25
LATAM AIRLINES GROUP-SP ADR COM 51817R106 10 577 SH   DFND 01,02 0 0 577
LATIN AMERICAN DISCOVERY COM 51828C106 3 200 SH   DFND 01,16 0 0 200
LATTICE SEMICONDUCTOR CORP COM 518415104 28,890 5,697,867 SH   DFND 01,02 0 639,698 5,058,169
LATTICE SEMICONDUCTOR CORP COM 518415104 83 16,295 SH   DFND 01,10 0 0 16,295
ESTEE LAUDER COMPANIES-CL A COM 518439104 286,579 4,357,280 SH   DFND 01,02 0 3,590,378 766,902
ESTEE LAUDER COMPANIES-CL A COM 518439104 3,430 52,146 SH   DFND 01,03 0 52,146 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 8,529 129,659 SH   DFND 01,10 0 129,659 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 48 737 SH   DFND 01,16 0 0 737
LAWSON PRODUCTS INC COM 520776105 2 170 SH   DFND 01,02 0 170 0
LAYNE CHRISTENSEN COMPANY COM 521050104 5,927 303,806 SH   DFND 01,02 0 191,006 112,800
LAZARD WORLD DIVIDEND &* COM 521076109 4 300 SH   DFND 01,16 0 0 300
LE GAGA HOLDINGS LTD-ADR COM 521168104 0 10 SH   DFND 01,02 0 500 0
LEAP WIRELESS INTL INC COM 521863308 26 3,855 SH   DFND 01,02 0 3,855 0
LEAR CORP-CW14 WT 521865113 19 166 SH   DFND 01,02 0 0 166
LEAR CORP COM 521865204 5,046 83,465 SH   DFND 01,02 0 51,448 32,017
LEAR CORP COM 521865204 8,210 135,812 SH   DFND 01,10 0 135,812 0
LEAR CORP COM 521865204 9 151 SH   DFND 01,16 0 0 151
LEAPFROG ENTERPRISES INC COM 52186N106 47 4,802 SH   DFND 01,02 0 4,802 0
LEE ENTERPRISES COM 523768109 1 400 SH   DFND 01,02 0 400 0
LEGAL & GEN GROUP -SPON ADR COM 52463H103 17 1,325 SH   DFND 01,02 0 1,325 0
LEGGETT & PLATT INC COM 524660107 81,602 2,624,639 SH   DFND 01,02 0 98,737 2,525,902
LEGGETT & PLATT INC COM 524660107 176 5,669 SH   DFND 01,03 0 5,669 0
LEGG MASON BW GLOBAL COM 52469B100 53 3,005 SH   DFND 01,16 0 0 3,005
LEGACY RESERVES LTD COM 524707304 17 650 SH   DFND 01,16 0 0 650
LEGG MASON INC COM 524901105 2,000 64,365 SH   DFND 01,02 0 42,173 22,192
LEGG MASON INC COM 524901105 94 3,038 SH   DFND 01,03 0 3,038 0
LEHMAN BROTHERS HLDGS COM 524ESC100 0 1,000 SH   DFND 01,16 0 0 1,000
LEHMAN BROS HOLDINGS PRF 525ESC711 0 500 SH   DFND 01,16 0 0 500
LEND LEASE CORP LTD-SPON ADR COM 526023205 5 700 SH   DFND 01,02 0 700 0
LENDER PROCESSING SERVICES COM 52602E102 7,885 243,742 SH   DFND 01,02 0 66,266 177,476
LENNAR CORP-A COM 526057104 21,490 596,288 SH   DFND 01,02 0 93,563 502,725
LENNAR CORP-A COM 526057104 162 4,506 SH   DFND 01,03 0 4,506 0
LENNAR CORP-A COM 526057104 98 2,727 SH   DFND 01,16 0 0 2,727
LENNAR CORP CONV BND 526057BG8 10,475 6,240,000 PRN   DFND 01,02 0 0 6,240,000
LENNOX INTERNATIONAL INC COM 526107107 6,389 98,991 SH   DFND 01,02 0 3,339 95,652
LENNOX INTERNATIONAL INC COM 526107107 1 8 SH   DFND 01,16 0 0 8
LENOVO GROUP LTD-ADR COM 526250105 32 1,762 SH   DFND 01,02 0 1,762 0
LENTUO INTERNATI-SPON ADS COM 526353107 0 11 SH   DFND 01,02 0 11 0
LEUCADIA NATIONAL CORP COM 527288104 6,675 254,545 SH   DFND 01,02 0 48,182 206,363
LEUCADIA NATIONAL CORP COM 527288104 211 8,034 SH   DFND 01,03 0 8,034 0
LEUCADIA NATIONAL CORP COM 527288104 19 731 SH   DFND 01,16 0 0 731
LEVEL 3 COMMUNICATIONS INC COM 52729N308 61 2,885 SH   DFND 01,02 0 2,885 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 14 658 SH   DFND 01,16 0 0 658
LEXICON PHARMACEUTICALS INC COM 528872104 44 20,255 SH   DFND 01,02 0 20,255 0
LEXINGTON REALTY TRUST COM 529043101 22,621 1,936,655 SH   DFND 01,02 0 1,078,108 858,547
LEXINGTON REALTY TRUST COM 529043101 3 224 SH   DFND 01,16 0 0 224
LEXMARK INTERNATIONAL INC-A COM 529771107 4,351 142,338 SH   DFND 01,02 0 10,838 131,500
LEXMARK INTERNATIONAL INC-A COM 529771107 15 476 SH   DFND 01,16 0 0 476
LIBBEY INC COM 529898108 1,870 77,994 SH   DFND 01,02 0 1,334 76,660
LIBERTY INTERACTIVE LLC CONV BND 530610AA2 11,174 10,150,000 PRN   DFND 01,02 0 0 10,150,000
LIBERTY INTERACTIVE CORP-A COM 53071M104 101,495 4,410,944 SH   DFND 01,02 0 713,672 3,697,272
LIBERTY INTERACTIVE CORP-A COM 53071M104 11 486 SH   DFND 01,16 0 0 486
LIBERTY VENTURES - SER A COM 53071M880 10,083 118,601 SH   DFND 01,02 0 31,103 87,498
LIBERTY VENTURES - SER A COM 53071M880 0 1 SH   DFND 01,16 0 0 1
LIBERTY PROPERTY TRUST COM 531172104 9,489 256,668 SH   DFND 01,02 0 5,707 250,961
LIBERTY PROPERTY TRUST COM 531172104 7 185 SH   DFND 01,16 0 0 185
LIBERTY MEDIA CORP - A COM 531229102 25,126 198,233 SH   DFND 01,02 0 48,046 150,187
LIBERTY MEDIA CORP - A COM 531229102 26,410 208,515 SH   DFND 01,10 0 208,515 0
LIBERTY MEDIA CORP - A COM 531229102 14 111 SH   DFND 01,16 0 0 111
LIFEWAY FOODS INC COM 531914109 5 287 SH   DFND 01,02 0 287 0
LIFE PARTNERS HOLDINGS INC COM 53215T106 0 4 SH   DFND 01,02 0 4 0
LIFE TIME FITNESS INC COM 53217R207 30,124 601,167 SH   DFND 01,02 0 356,568 244,599
LIFE TIME FITNESS INC COM 53217R207 2 30 SH   DFND 01,16 0 0 30
LIFE TECHNOLOGIES CORP COM 53217V109 8,417 113,737 SH   DFND 01,02 0 79,556 34,181
LIFE TECHNOLOGIES CORP COM 53217V109 347 4,694 SH   DFND 01,03 0 4,694 0
LIFE TECHNOLOGIES CORP COM 53217V109 6 75 SH   DFND 01,16 0 0 75
LIFEPOINT HOSPITALS INC COM 53219L109 10,097 206,720 SH   DFND 01,02 0 86,934 119,786
LIGAND PHARMACEUTICALS-CL B COM 53220K504 2,023 54,049 SH   DFND 01,02 0 35,649 18,400
LIGAND PHARMACEUTICALS-CL B COM 53220K504 8 224 SH   DFND 01,16 0 0 224
LIFEVANTAGE CORP COM 53222K106 16 7,076 SH   DFND 01,02 0 7,076 0
LIFEVANTAGE CORP COM 53222K106 2 800 SH   DFND 01,16 0 0 800
LIFETIME BRANDS INC COM 53222Q103 9 637 SH   DFND 01,02 0 637 0
LIFELOCK INC COM 53224V100 44,568 3,806,105 SH   DFND 01,02 0 2,273,039 1,533,066
LIFELOCK INC COM 53224V100 209 17,883 SH   DFND 01,03 0 17,883 0
LIGHTINTHEBOX HOLDING-ADR COM 53225G102 824 61,235 SH   DFND 01,02 0 122,470 0
ELI LILLY & CO COM 532457108 325,257 6,621,675 SH   DFND 01,02 0 584,562 6,037,113
ELI LILLY & CO COM 532457108 1,395 28,394 SH   DFND 01,03 0 28,394 0
ELI LILLY & CO COM 532457108 66,631 1,357,073 SH   DFND 01,10 0 0 1,357,073
ELI LILLY & CO COM 532457108 497 10,271 SH   DFND 01,16 0 0 10,271
LIMELIGHT NETWORKS INC COM 53261M104 7 3,330 SH   DFND 01,02 0 3,330 0
LIMONEIRA CO COM 532746104 13 624 SH   DFND 01,02 0 624 0
LIN TV CORP-CL A COM 532774106 890 58,218 SH   DFND 01,02 0 11,718 46,500
LINC ENERGY LTD-SPON ADR COM 532782109 0 43 SH   DFND 01,02 0 0 43
LINCOLN EDUCATIONAL SERVICES COM 533535100 4,494 852,719 SH   DFND 01,02 0 770,433 82,286
LINCOLN ELECTRIC HOLDINGS COM 533900106 13,491 235,545 SH   DFND 01,02 0 6,387 229,158
LINCOLN ELECTRIC HOLDINGS COM 533900106 5 84 SH   DFND 01,16 0 0 84
LINCOLN NATIONAL CORP COM 534187109 83,994 2,303,114 SH   DFND 01,02 0 466,972 1,836,142
LINCOLN NATIONAL CORP COM 534187109 267 7,309 SH   DFND 01,03 0 7,309 0
LINCOLN NATIONAL CORP COM 534187109 62 1,705 SH   DFND 01,16 0 0 1,705
LINDE AG-SPONSORED ADR COM 535223200 127 6,680 SH   DFND 01,02 0 6,680 0
LINDSAY CORP COM 535555106 3,671 48,961 SH   DFND 01,02 0 2,068 46,893
LINEAR TECHNOLOGY CORP COM 535678106 16,313 442,852 SH   DFND 01,02 0 80,798 362,054
LINEAR TECHNOLOGY CORP COM 535678106 234 6,351 SH   DFND 01,03 0 6,351 0
LINEAR TECHNOLOGY CORP COM 535678106 15 415 SH   DFND 01,16 0 0 415
LINKEDIN CORP - A COM 53578A108 380,596 2,134,575 SH   DFND 01,02 0 2,036,518 98,057
LINKEDIN CORP - A COM 53578A108 5,447 30,545 SH   DFND 01,03 0 30,545 0
LINKEDIN CORP - A COM 53578A108 96,802 542,374 SH   DFND 01,10 0 125,327 417,047
LINKEDIN CORP - A COM 53578A108 47 262 SH   DFND 01,16 0 0 262
LIONS GATE ENTERTAINMENT COR COM 535919203 66 2,396 SH   DFND 01,02 0 2,396 0
LIONS GATE ENTERTAINMENT COR COM 535919203 6,905 251,367 SH   DFND 01,10 0 0 251,367
LIONS GATE ENTERTAINMENT COR COM 535919203 89 3,244 SH   DFND 01,16 0 0 3,244
LINKTONE LTD-ADR COM 535925101 0 10 SH   DFND 01,02 0 100 0
LINN ENERGY LLC - UNITS COM 536020100 6,247 188,546 SH   DFND 01,10 0 171,739 16,807
LINN ENERGY LLC - UNITS COM 536020100 138 4,151 SH   DFND 01,16 0 0 4,151
LIONBRIDGE TECHNOLOGIES INC COM 536252109 11 3,629 SH   DFND 01,02 0 3,629 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 0 57 SH   DFND 01,16 0 0 57
LIQUIDITY SERVICES INC COM 53635B107 11,607 334,775 SH   DFND 01,02 0 88,501 246,274
LITHIA MOTORS INC-CL A COM 536797103 5,606 105,134 SH   DFND 01,02 0 28,362 76,772
LITHIA MOTORS INC-CL A COM 536797103 29 537 SH   DFND 01,16 0 0 537
LITTELFUSE INC COM 537008104 48,520 650,303 SH   DFND 01,02 0 354,136 296,167
LIVE NATION ENTERTAINMENT IN COM 538034109 8,327 537,234 SH   DFND 01,02 0 11,589 525,645
LIVE NATION ENTERTAINMENT IN COM 538034109 18 1,176 SH   DFND 01,16 0 0 1,176
LIVEPERSON INC COM 538146101 1,650 184,210 SH   DFND 01,02 0 3,433 180,777
LIVING CELL TECHNOLOGIES-ADR COM 53838R107 0 10 SH   DFND 01,02 0 10 0
LIXIL GROUP CORP-UNSPN ADR COM 53931R103 2 41 SH   DFND 01,02 0 41 0
LIXIL GROUP CORP-UNSPN ADR COM 53931R103 5 96 SH   DFND 01,16 0 0 96
LLOYDS BANKING GROUP PLC-ADR COM 539439109 49 12,785 SH   DFND 01,02 0 51,140 0
LLOYDS BANKING GROUP PLC PRF 539439802 21 768 SH   DFND 01,16 0 0 768
LO JACK CORP COM 539451104 2 500 SH   DFND 01,16 0 0 500
LOCKHEED MARTIN CORP COM 539830109 237,947 2,193,872 SH   DFND 01,02 0 195,282 1,998,590
LOCKHEED MARTIN CORP COM 539830109 849 7,828 SH   DFND 01,03 0 7,828 0
LOCKHEED MARTIN CORP COM 539830109 568 5,239 SH   DFND 01,16 0 0 5,239
LOEWS CORP COM 540424108 13,874 312,509 SH   DFND 01,02 0 251,777 60,732
LOEWS CORP COM 540424108 371 8,367 SH   DFND 01,03 0 8,367 0
LOEWS CORP COM 540424108 17 385 SH   DFND 01,16 0 0 385
LOGMEIN INC COM 54142L109 2,728 111,584 SH   DFND 01,02 0 31,770 79,814
LONE PINE RESOURCES INC COM 54222A106 0 327 SH   DFND 01,02 0 327 0
LONE PINE RESOURCES INC COM 54222A106 0 9 SH   DFND 01,16 0 0 9
LONGTOP FINANCIAL-SPON ADR COM 54318P108 0 15 SH   DFND 01,02 0 15 0
LONMIN PLC-SPON ADR COM 54336Q203 1 317 SH   DFND 01,02 0 317 0
LONZA GROUP AG-UNSPON ADR COM 54338V101 30 4,034 SH   DFND 01,02 0 4,034 0
LORAL SPACE & COMMUNICATIONS COM 543881106 103 1,724 SH   DFND 01,02 0 1,617 107
LORILLARD INC COM 544147101 421,554 9,650,982 SH   DFND 01,02 0 774,330 8,876,652
LORILLARD INC COM 544147101 568 13,012 SH   DFND 01,03 0 13,012 0
LORILLARD INC COM 544147101 39,470 905,082 SH   DFND 01,10 0 128,646 776,436
LORILLARD INC COM 544147101 116 2,663 SH   DFND 01,16 0 0 2,663
LOUISIANA-PACIFIC CORP COM 546347105 4,666 315,457 SH   DFND 01,02 0 24,810 290,647
LOUISIANA-PACIFIC CORP COM 546347105 192 20,750 SH   DFND 01,16 0 0 20,750
LOWE'S COS INC COM 548661107 336,787 8,234,432 SH   DFND 01,02 0 5,868,997 2,365,435
LOWE'S COS INC COM 548661107 1,395 34,084 SH   DFND 01,03 0 34,084 0
LOWE'S COS INC COM 548661107 16,707 408,702 SH   DFND 01,10 0 387,910 20,792
LOWE'S COS INC COM 548661107 1,129 27,594 SH   DFND 01,16 0 0 27,594
LUBY'S INC COM 549282101 11 1,284 SH   DFND 01,02 0 1,284 0
LUCENT TECHNOLOGIES CAPITAL TR CONV PRF 549462307 269 285 SH   DFND 01,02 0 0 285
LUFKIN INDUSTRIES INC COM 549764108 11,330 128,069 SH   DFND 01,02 0 4,547 123,522
LULULEMON ATHLETICA INC COM 550021109 136,073 2,076,866 SH   DFND 01,02 0 792,769 1,284,097
LULULEMON ATHLETICA INC COM 550021109 176 2,679 SH   DFND 01,03 0 2,679 0
LULULEMON ATHLETICA INC COM 550021109 68 1,041 SH   DFND 01,16 0 0 1,041
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 26,611 341,717 SH   DFND 01,02 0 233,931 107,786
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 1 19 SH   DFND 01,16 0 0 19
LUMINEX CORP COM 55027E102 2,900 140,737 SH   DFND 01,02 0 2,733 138,004
LUMOS NETWORKS CORP COM 550283105 964 56,417 SH   DFND 01,02 0 1,188 55,229
LUXOTTICA GROUP SPA-SPON ADR COM 55068R202 701 13,866 SH   DFND 01,02 0 0 13,866
LUXOTTICA GROUP SPA-SPON ADR COM 55068R202 8 155 SH   DFND 01,16 0 0 155
LYDALL INC COM 550819106 1,872 128,180 SH   DFND 01,02 0 39,357 88,823
LYNAS CORP-SPONSORED ADR COM 551073208 1 1,571 SH   DFND 01,02 0 1,571 0
WILLIAM LYON HOMES-CL A COM 552074700 22 858 SH   DFND 01,02 0 858 0
M & T BANK CORP COM 55261F104 157,885 1,412,868 SH   DFND 01,02 0 139,757 1,273,111
M & T BANK CORP COM 55261F104 454 4,067 SH   DFND 01,03 0 4,067 0
M & T BANK CORP COM 55261F104 335 2,995 SH   DFND 01,16 0 0 2,995
M&T BANK CORPORATION PRF 55261F609 33,826 32,525 SH   DFND 01,02 0 24,220 8,305
M&T BANK CORPORATION PRF 55261F708 3,165 3,165 SH   DFND 01,02 0 2,365 800
MBIA INC COM 55262C100 6,700 503,445 SH   DFND 01,02 0 56,306 447,139
MB FINANCIAL INC COM 55264U108 13,053 487,011 SH   DFND 01,02 0 31,136 455,875
MDC HOLDINGS INC COM 552676108 3,160 97,216 SH   DFND 01,02 0 15,688 81,528
MDC HOLDINGS INC COM 552676108 0 12 SH   DFND 01,16 0 0 12
MDU RESOURCES GROUP INC COM 552690109 11,147 430,174 SH   DFND 01,02 0 36,348 393,826
MDU RESOURCES GROUP INC COM 552690109 41 1,600 SH   DFND 01,16 0 0 1,600
MDC PARTNERS INC-A COM 552697104 899 49,824 SH   DFND 01,02 0 49,824 0
MDC PARTNERS INC-A COM 552697104 14 800 SH   DFND 01,16 0 0 800
MFS CHARTER INCOME COM 552727109 19 2,062 SH   DFND 01,16 0 0 2,062
MFA FINANCIAL INC COM 55272X102 50 5,876 SH   DFND 01,02 0 5,876 0
MFA FINANCIAL INC COM 55272X102 19 2,285 SH   DFND 01,16 0 0 2,285
MFS MULTIMARKET INCOME COM 552737108 360 53,921 SH   DFND 01,16 0 0 53,921
MFS MUNICIPAL INCOME * COM 552738106 2 300 SH   DFND 01,16 0 0 300
MFS INTERMEDIATE COM 55273C107 3 495 SH   DFND 01,16 0 0 495
MGE ENERGY INC COM 55277P104 17,147 313,141 SH   DFND 01,02 0 273,591 39,550
MGE ENERGY INC COM 55277P104 66 1,198 SH   DFND 01,16 0 0 1,198
MFC INDUSTRIAL LTD COM 55278T105 0 20 SH   DFND 01,02 0 20 0
MEI PHARMA INC COM 55279B202 4 599 SH   DFND 01,02 0 599 0
MGIC INVESTMENT CORP COM 552848103 10,300 1,696,896 SH   DFND 01,02 0 271,896 1,425,000
MGIC INVESTMENT CORP COM 552848103 10,574 1,741,937 SH   DFND 01,10 0 0 1,741,937
MGIC INVESTMENT CORP COM 552848103 6 1,000 SH   DFND 01,16 0 0 1,000
MGIC INVESTMENT CORP CONV BND 552848AD5 4,241 4,150,000 PRN   DFND 01,02 0 0 4,150,000
MGIC INVESTMENT CORP CONV BND 552848AE3 4,536 4,000,000 PRN   DFND 01,02 0 0 4,000,000
MGM RESORTS INTERNATIONAL COM 552953101 205 13,912 SH   DFND 01,02 0 13,812 100
MGM RESORTS INTERNATIONAL COM 552953101 105 7,121 SH   DFND 01,16 0 0 7,121
MGM MIRAGE CONV BND 55303QAE0 14,943 13,350,000 PRN   DFND 01,02 0 0 13,350,000
M/I HOMES INC COM 55305B101 2,067 90,010 SH   DFND 01,02 0 1,822 88,188
MKS INSTRUMENTS INC COM 55306N104 18,996 715,776 SH   DFND 01,02 0 522,460 193,316
MKS INSTRUMENTS INC COM 55306N104 17 655 SH   DFND 01,16 0 0 655
MPG OFFICE TRUST INC COM 553274101 12 3,949 SH   DFND 01,02 0 3,949 0
MPLX COM 55336V100 39 1,050 SH   DFND 01,16 0 0 1,050
MRC GLOBAL INC COM 55345K103 67,027 2,426,826 SH   DFND 01,02 0 1,039,014 1,387,812
MRC GLOBAL INC COM 55345K103 61 2,225 SH   DFND 01,03 0 2,225 0
MRV ENGENHARIA COM 553479106 1 186 SH   DFND 01,16 0 0 186
MS&AD INSURANCE-UNSPONS ADR COM 553491101 77 6,017 SH   DFND 01,02 0 6,017 0
MS&AD INSURANCE-UNSPONS ADR COM 553491101 3 253 SH   DFND 01,16 0 0 253
MSC INDUSTRIAL DIRECT CO-A COM 553530106 8,248 106,478 SH   DFND 01,02 0 8,778 97,700
MSC INDUSTRIAL DIRECT CO-A COM 553530106 3 37 SH   DFND 01,16 0 0 37
MSCI INC COM 55354G100 8,535 256,521 SH   DFND 01,02 0 4,774 251,747
MSCI INC COM 55354G100 1 32 SH   DFND 01,16 0 0 32
MSGI SECURITY SOLUTIONS COM 553570102 0 2 SH   DFND 01,16 0 0 2
MTR CORP LTD-ADR COM 553768300 1 15 SH   DFND 01,02 0 0 15
MTS SYSTEMS CORP COM 553777103 12,823 226,566 SH   DFND 01,02 0 168,920 57,646
MVC CAPITAL INC COM 553829102 24 1,856 SH   DFND 01,02 0 1,856 0
MTI TECHNOLOGY CORP COM 553903105 0 11,500 SH   DFND 01,16 0 0 11,500
MWI VETERINARY SUPPLY INC COM 55402X105 6,747 54,744 SH   DFND 01,02 0 2,074 52,670
MYR GROUP INC/DELAWARE COM 55405W104 25 1,308 SH   DFND 01,02 0 1,308 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 4,291 293,760 SH   DFND 01,02 0 289,060 4,700
MAC-GRAY CORP COM 554153106 6,057 426,534 SH   DFND 01,02 0 1,194 425,340
MACATAWA BANK CORP COM 554225102 7 1,479 SH   DFND 01,02 0 1,479 0
MACERICH CO/THE COM 554382101 7,581 124,319 SH   DFND 01,02 0 15,960 108,359
MACERICH CO/THE COM 554382101 228 3,745 SH   DFND 01,03 0 3,745 0
MACERICH CO/THE COM 554382101 16 257 SH   DFND 01,16 0 0 257
MACK-CALI REALTY CORP COM 554489104 13,594 555,057 SH   DFND 01,02 0 166,049 389,008
MACK-CALI REALTY CORP COM 554489104 140 5,710 SH   DFND 01,16 0 0 5,710
MACQUARIE GROUP LTD-ADR COM 55607P105 74 1,863 SH   DFND 01,02 0 1,863 0
MACQUARIE GROUP LTD-ADR COM 55607P105 2 40 SH   DFND 01,16 0 0 40
MACQUARIE INFRASTRUCTURE CO COM 55608B105 3 60 SH   DFND 01,02 0 60 0
MACQUARIE GLOBAL * COM 55608D101 144 7,062 SH   DFND 01,16 0 0 7,062
MACROSOLVE INC COM 55610Q108 0 10,000 SH   DFND 01,16 0 0 10,000
MACY'S INC COM 55616P104 232,943 4,852,804 SH   DFND 01,02 0 2,108,727 2,744,077
MACY'S INC COM 55616P104 507 10,547 SH   DFND 01,03 0 10,547 0
MACY'S INC COM 55616P104 63 1,306 SH   DFND 01,16 0 0 1,306
STEVEN MADDEN LTD COM 556269108 27,867 576,004 SH   DFND 01,02 0 304,161 271,843
MADISON SQUARE GARDEN CO-A COM 55826P100 4,119 69,524 SH   DFND 01,02 0 5,644 63,880
MADISON SQUARE GARDEN CO-A COM 55826P100 27,126 457,973 SH   DFND 01,10 0 269,281 188,692
MAGELLAN HEALTH SERVICES INC COM 559079207 40,699 725,719 SH   DFND 01,02 0 482,327 243,392
MAGELLAN MIDSTREAM COM 559080106 2,122 37,363 SH   DFND 01,16 0 0 37,363
MAGNA INTERNATIONAL INC COM 559222401 47 654 SH   DFND 01,02 0 654 0
MAGNA INTERNATIONAL INC COM 559222401 22 304 SH   DFND 01,16 0 0 304
MAGNACHIP SEMICONDUCT COM 55933J203 4 200 SH   DFND 01,02 0 200 0
MAGNIT OJSC-SPON GDR 144A COM 55953Q103 9,722 170,314 SH   DFND 01,02 0 152,002 18,312
MAGNIT OJSC-SPON GDR 144A COM 55953Q103 6,895 120,774 SH   DFND 01,02,10 0 0 120,774
MAGNUM HUNTER RESOURCES CORP COM 55973B102 1,731 474,250 SH   DFND 01,02 0 13,110 461,140
MAGNUM HUNTER RESOURCES WTS WT 55973G119 0 132,646 SH   DFND 01,02 0 0 132,646
MAGYAR TELEKOM TELE-SPON ADR COM 559776109 1 180 SH   DFND 01,02 0 0 180
MAHANAGAR TELEPHONE-ADR COM 559778402 1 1,077 SH   DFND 01,02 0 1,077 0
MAIDENFORM BRANDS INC COM 560305104 1,519 87,657 SH   DFND 01,02 0 2,741 84,916
MAIL.RU GROUP LTD-GDR 144A COM 560317109 8,720 304,224 SH   DFND 01,02 0 270,606 33,618
MAIL.RU GROUP LTD-GDR 144A COM 560317109 6,621 231,009 SH   DFND 01,02,10 0 0 231,009
MAIL.RU GROUP-GDR REGS COM 560317208 504 17,583 SH   DFND 01,02 0 12,183 5,400
MAIN STREET CAPITAL CORP COM 56035L104 69 2,498 SH   DFND 01,02 0 2,498 0
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 35 2,630 SH   DFND 01,02 0 2,630 0
MAJESCO ENTERTAINMENT COM 560690208 1 2,545 SH   DFND 01,16 0 0 2,545
MAKITA CORP-SPONS ADR COM 560877300 84 1,564 SH   DFND 01,02 0 0 1,564
MAKO SURGICAL CORP COM 560879108 40 3,268 SH   DFND 01,02 0 3,268 0
MALAYAN BANKING-SPONS ADR COM 56108H105 6 931 SH   DFND 01,02 0 931 0
MAN SE-UNSPONSORED ADR COM 561641101 4 330 SH   DFND 01,02 0 330 0
MAN GROUP PLC-UNSPON ADR COM 56164U107 1 1,185 SH   DFND 01,02 0 1,185 0
MAN GROUP PLC-UNSPON ADR COM 56164U107 3 2,500 SH   DFND 01,16 0 0 2,500
MANAGED DURATION COM 56165R103 21 1,551 SH   DFND 01,16 0 0 1,551
MANHATTAN ASSOCIATES INC COM 562750109 9,893 128,203 SH   DFND 01,02 0 25,351 102,852
MANITEX INTERNATIONAL INC COM 563420108 8 765 SH   DFND 01,02 0 765 0
MANITOWOC COMPANY INC COM 563571108 1,426 79,595 SH   DFND 01,02 0 20,695 58,900
MANITOWOC COMPANY INC COM 563571108 544 30,398 SH   DFND 01,16 0 0 30,398
MANNING & NAPIER INC COM 56382Q102 1,445 81,367 SH   DFND 01,02 0 847 80,520
MANNING & NAPIER INC COM 56382Q102 2 120 SH   DFND 01,16 0 0 120
MANNKIND CORP COM 56400P201 237 36,622 SH   DFND 01,02 0 14,702 21,920
MANNKIND CORP COM 56400P201 3 500 SH   DFND 01,16 0 0 500
MANPOWERGROUP INC COM 56418H100 9,162 167,176 SH   DFND 01,02 0 6,259 160,917
MANPOWERGROUP INC COM 56418H100 5 94 SH   DFND 01,16 0 0 94
MANTECH INTERNATIONAL CORP-A COM 564563104 1,376 52,665 SH   DFND 01,02 0 3,104 49,561
MANULIFE FINANCIAL CORP COM 56501R106 122 7,587 SH   DFND 01,16 0 0 7,587
MARATHON OIL CORP COM 565849106 162,633 4,703,115 SH   DFND 01,02 0 1,961,870 2,741,245
MARATHON OIL CORP COM 565849106 667 19,301 SH   DFND 01,03 0 19,301 0
MARATHON OIL CORP COM 565849106 392 11,324 SH   DFND 01,16 0 0 11,324
MARATHON PETROLEUM CORP COM 56585A102 255,802 3,599,766 SH   DFND 01,02 0 1,264,388 2,335,378
MARATHON PETROLEUM CORP COM 56585A102 2,958 41,631 SH   DFND 01,02,10 0 0 41,631
MARATHON PETROLEUM CORP COM 56585A102 643 9,050 SH   DFND 01,03 0 9,050 0
MARATHON PETROLEUM CORP COM 56585A102 30,121 425,333 SH   DFND 01,10 0 171,671 253,662
MARATHON PETROLEUM CORP COM 56585A102 99 1,397 SH   DFND 01,16 0 0 1,397
MARCHEX INC-CLASS B COM 56624R108 9 1,424 SH   DFND 01,02 0 57 0
MARCUS CORPORATION COM 566330106 893 70,187 SH   DFND 01,02 0 1,969 68,218
MARFRIG ALIMENTOS-SPON ADR COM 56656T105 0 100 SH   DFND 01,02 0 100 0
MARINEMAX INC COM 567908108 1,045 92,301 SH   DFND 01,02 0 3,762 88,539
MARIN SOFTWARE INC COM 56804T106 7 672 SH   DFND 01,02 0 672 0
MARINE PRODUCTS CORP COM 568427108 6 755 SH   DFND 01,02 0 755 0
MARKEL CORP COM 570535104 19,053 36,156 SH   DFND 01,02 0 1,656 34,500
MARKEL CORP COM 570535104 26 49 SH   DFND 01,16 0 0 49
MARKET LEADER INC COM 57056R103 17 1,590 SH   DFND 01,02 0 1,590 0
MARKETAXESS HOLDINGS INC COM 57060D108 11,094 237,313 SH   DFND 01,02 0 20,423 216,890
MARKETAXESS HOLDINGS INC COM 57060D108 21 459 SH   DFND 01,16 0 0 459
MARKET VECTORS COM 57060U100 249 10,186 SH   DFND 01,16 0 0 10,186
MARKET VECTORS WIDE MOAT COM 57060U134 624 25,533 SH   DFND 01,16 0 0 25,533
MARKET VECTORS COM 57060U159 3 120 SH   DFND 01,16 0 0 120
MARKET VECTORS COM 57060U183 490 7,147 SH   DFND 01,16 0 0 7,147
MARKET VECTORS COM 57060U191 274 6,416 SH   DFND 01,16 0 0 6,416
MARKET VECTORS COM 57060U217 5 100 SH   DFND 01,16 0 0 100
MARKET VECTORS COM 57060U225 5 100 SH   DFND 01,16 0 0 100
MARKET VECTORS SEMICONDUCTOR COM 57060U233 906 24,025 SH   DFND 01,02 0 24,025 0
MARKET VECTORS COM 57060U308 155 4,073 SH   DFND 01,16 0 0 4,073
MARKET VECTORS COM 57060U316 16 800 SH   DFND 01,16 0 0 800
MARKET VECTORS COM 57060U324 18 711 SH   DFND 01,16 0 0 711
MARKET VECTORS COM 57060U472 2 185 SH   DFND 01,16 0 0 185
MARKET VECTORS RUSSIA ETF COM 57060U506 3,867 153,703 SH   DFND 01,02 0 153,703 0
MARKET VECTORS RUSSIA ETF COM 57060U506 15,548 617,360 SH   DFND 01,16 0 0 617,360
MARKET VECTORS COM 57060U514 169 6,784 SH   DFND 01,16 0 0 6,784
MARKET VECTORS EMERGING COM 57060U522 35,834 1,476,791 SH   DFND 01,16 0 0 1,476,791
MARKET VECTORS COM 57060U563 1 121 SH   DFND 01,16 0 0 121
MARKET VECTORS COM 57060U589 4 465 SH   DFND 01,16 0 0 465
MARKET VECTORS AGRIBUSINESS COM 57060U605 128 2,500 SH   DFND 01,02 0 2,500 0
MARKET VECTORS AGRIBUSINESS COM 57060U605 540 10,561 SH   DFND 01,16 0 0 10,561
MARKET VECTORS COM 57060U613 2 50 SH   DFND 01,16 0 0 50
MARKET VECTORS COM 57060U704 6 450 SH   DFND 01,16 0 0 450
MARKET VECTORS COM 57060U738 161 6,644 SH   DFND 01,16 0 0 6,644
MARKET VECTORS COM 57060U761 46 2,500 SH   DFND 01,16 0 0 2,500
MARKET VECTORS COM 57060U787 3 100 SH   DFND 01,16 0 0 100
MARKET VECTORS COM 57060U795 8 228 SH   DFND 01,16 0 0 228
MARKET VECTORS COM 57060U803 1,404 80,257 SH   DFND 01,16 0 0 80,257
MARKET VECTORS COAL ETF COM 57060U837 45 2,557 SH   DFND 01,16 0 0 2,557
MARKET VECTORS COM 57060U845 1,756 79,681 SH   DFND 01,16 0 0 79,681
MARKET VECTORS COM 57060U878 2,416 78,809 SH   DFND 01,16 0 0 78,809
MARKET VECTORS COM 57061R205 37,826 1,453,995 SH   DFND 01,16 0 0 1,453,995
MARKET VECTORS COM 57061R403 35,746 1,420,472 SH   DFND 01,16 0 0 1,420,472
MARKET VECTORS HIGH COM 57061R775 2 100 SH   DFND 01,16 0 0 100
MARKETO INC COM 57063L107 11 434 SH   DFND 01,02 0 434 0
MARKWEST ENERGY PARTNERS COM 570759100 1,121 16,764 SH   DFND 01,16 0 0 16,764
MARKS & SPENCER PLC-ADR COM 570912105 33 2,504 SH   DFND 01,02 0 2,504 0
MARK IV INDUSTRIES INC COM 570998534 24 667 SH   DFND 01,02 0 0 667
MARK IV INDUSTRIES INC COM 570998534 340 9,586 SH   DFND 01,04 0 0 9,586
MARLIN BUSINESS SERVICES INC COM 571157106 12 514 SH   DFND 01,02 0 514 0
MARRIOTT VACATIONS WORLD COM 57164Y107 4,871 112,643 SH   DFND 01,02 0 5,666 106,977
MARRIOTT VACATIONS WORLD COM 57164Y107 25 571 SH   DFND 01,16 0 0 571
MARSH & MCLENNAN COS COM 571748102 157,669 3,949,608 SH   DFND 01,02 0 3,013,846 935,762
MARSH & MCLENNAN COS COM 571748102 598 14,991 SH   DFND 01,03 0 14,991 0
MARSH & MCLENNAN COS COM 571748102 22 550 SH   DFND 01,16 0 0 550
MARRIOTT INTERNATIONAL -CL A COM 571903202 29,631 733,958 SH   DFND 01,02 0 778,470 656,111
MARRIOTT INTERNATIONAL -CL A COM 571903202 263 6,524 SH   DFND 01,03 0 65,240 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 131 3,242 SH   DFND 01,16 0 0 3,242
MARTEN TRANSPORT LTD COM 573075108 10,247 653,828 SH   DFND 01,02 0 457,450 196,378
MARTHA STEWART LIVING-A COM 573083102 4 1,811 SH   DFND 01,02 0 1,811 0
MARTIN MARIETTA MATERIALS COM 573284106 15,118 153,604 SH   DFND 01,02 0 26,869 126,735
MARTIN MARIETTA MATERIALS COM 573284106 31 312 SH   DFND 01,16 0 0 312
MARTIN MIDSTREAM PARTNER COM 573331105 15 346 SH   DFND 01,16 0 0 346
MARUBENI CORP-UNSPONS ADR COM 573810207 63 940 SH   DFND 01,02 0 940 0
MARUI LTD-UNSPON ADR COM 573814308 5 230 SH   DFND 01,02 0 230 0
MASCO CORP COM 574599106 3,023 155,121 SH   DFND 01,02 0 84,668 70,453
MASCO CORP COM 574599106 189 9,716 SH   DFND 01,03 0 9,716 0
MASCO CORP COM 574599106 10 495 SH   DFND 01,16 0 0 495
MASIMO CORPORATION COM 574795100 2,343 110,571 SH   DFND 01,02 0 3,534 107,037
MASIMO CORPORATION COM 574795100 8 400 SH   DFND 01,16 0 0 400
MAST THERAPEUTICS INC COM 576314108 515 1,200,000 SH   DFND 01,02 0 1,200,000 0
MAST THERAPEUTICS INC WTS WT 576314124 140 1,200,000 SH   DFND 01,02 0 0 1,200,000
MASTEC INC COM 576323109 40,701 1,237,122 SH   DFND 01,02 0 548,102 689,020
MASTEC INC COM 576323109 6,056 184,250 SH   DFND 01,10 0 0 184,250
MASTEC INC CONV BND 576323AM1 3,664 1,700,000 PRN   DFND 01,02 0 0 1,700,000
MASTERCARD INC-CLASS A COM 57636Q104 645,707 1,123,951 SH   DFND 01,02 0 403,332 720,619
MASTERCARD INC-CLASS A COM 57636Q104 4,899 8,528 SH   DFND 01,02,10 0 0 8,528
MASTERCARD INC-CLASS A COM 57636Q104 1,918 3,337 SH   DFND 01,03 0 3,337 0
MASTERCARD INC-CLASS A COM 57636Q104 90,407 158,336 SH   DFND 01,10 0 96,179 62,157
MASTERCARD INC-CLASS A COM 57636Q104 666 1,159 SH   DFND 01,16 0 0 1,159
MATADOR RESOURCES CO COM 576485205 8,757 730,976 SH   DFND 01,02 0 514,506 216,470
MATERION CORP COM 576690101 3,723 137,411 SH   DFND 01,02 0 2,262 135,149
MATERION CORP COM 576690101 1 28 SH   DFND 01,16 0 0 28
MATRIX SERVICE CO COM 576853105 3,494 224,189 SH   DFND 01,02 0 20,328 203,861
MATRIX SERVICE CO COM 576853105 1 77 SH   DFND 01,16 0 0 77
MATSON INC COM 57686G105 8,116 324,645 SH   DFND 01,02 0 23,035 301,610
MATSON INC COM 57686G105 2 70 SH   DFND 01,16 0 0 70
MATTEL INC COM 577081102 150,267 3,316,400 SH   DFND 01,02 0 2,143,107 1,173,293
MATTEL INC COM 577081102 430 9,499 SH   DFND 01,03 0 9,499 0
MATTEL INC COM 577081102 80 1,768 SH   DFND 01,16 0 0 1,768
MATTHEWS INTL CORP-CLASS A COM 577128101 2,250 59,660 SH   DFND 01,02 0 2,104 57,556
MATTSON TECHNOLOGY INC COM 577223100 7 3,130 SH   DFND 01,02 0 3,130 0
MATTRESS FIRM HOLDING CORP COM 57722W106 34 837 SH   DFND 01,02 0 837 0
MATTRESS FIRM HOLDING CORP COM 57722W106 5,897 145,685 SH   DFND 01,10 0 0 145,685
MAXIM INTEGRATED PRODUCTS COM 57772K101 86,422 3,110,894 SH   DFND 01,02 0 532,860 2,578,034
MAXIM INTEGRATED PRODUCTS COM 57772K101 19 686 SH   DFND 01,03 0 686 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 97 3,500 SH   DFND 01,10 0 0 3,500
MAXIM INTEGRATED PRODUCTS COM 57772K101 5 171 SH   DFND 01,16 0 0 171
MAXWELL TECHNOLOGIES INC COM 577767106 17 2,311 SH   DFND 01,02 0 2,311 0
MAXLINEAR INC-CLASS A COM 57776J100 33 4,671 SH   DFND 01,02 0 4,671 0
MAXYGEN INC COM 577776107 13 5,190 SH   DFND 01,02 0 5,190 0
MAXIMUS INC COM 577933104 27,979 375,655 SH   DFND 01,02 0 111,951 263,704
MAXIMUS INC COM 577933104 3,702 49,698 SH   DFND 01,10 0 0 49,698
MAXIMUS INC COM 577933104 22 300 SH   DFND 01,16 0 0 300
MCCLATCHY CO-CLASS A COM 579489105 9 3,794 SH   DFND 01,02 0 379 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 2,706 38,454 SH   DFND 01,02 0 0 38,454
MCCORMICK & CO-NON VTG SHRS COM 579780206 253 3,592 SH   DFND 01,03 0 0 3,592
MCCORMICK & CO-NON VTG SHRS COM 579780206 116 1,642 SH   DFND 01,16 0 0 1,642
MCDERMOTT INTL INC COM 580037109 9,523 1,164,225 SH   DFND 01,02 0 7,180 1,157,045
MCDERMOTT INTL INC COM 580037109 2 240 SH   DFND 01,16 0 0 240
MCDONALD'S CORP COM 580135101 541,643 5,471,165 SH   DFND 01,02 0 3,010,525 2,460,640
MCDONALD'S CORP COM 580135101 5,001 50,518 SH   DFND 01,02,10 0 0 50,518
MCDONALD'S CORP COM 580135101 3,021 30,520 SH   DFND 01,03 0 30,520 0
MCDONALD'S CORP COM 580135101 44,910 453,832 SH   DFND 01,10 0 117,485 336,347
MCDONALD'S CORP COM 580135101 5,531 55,813 SH   DFND 01,16 0 0 55,813
MCEWEN MINING INC COM 58039P107 3 1,742 SH   DFND 01,02 0 1,742 0
MCG CAPITAL CORP COM 58047P107 1,772 340,124 SH   DFND 01,02 0 8,964 331,160
MCGRATH RENTCORP COM 580589109 28,033 820,702 SH   DFND 01,02 0 380,499 440,203
MCGRAW HILL FINANCIAL INC COM 580645109 40,761 766,331 SH   DFND 01,02 0 418,779 347,552
MCGRAW HILL FINANCIAL INC COM 580645109 402 7,566 SH   DFND 01,03 0 7,566 0
MCKESSON CORP COM 58155Q103 55,718 486,570 SH   DFND 01,02 0 99,933 386,637
MCKESSON CORP COM 58155Q103 706 6,170 SH   DFND 01,03 0 6,170 0
MCKESSON CORP COM 58155Q103 699 6,107 SH   DFND 01,16 0 0 6,107
MCMORAN EXPLORATION CO CONV BND 582411AM6 981 952,000 PRN   DFND 01,02 0 0 952,000
MEAD JOHNSON NUTRITION CO COM 582839106 152,354 1,922,844 SH   DFND 01,02 0 458,045 1,464,799
MEAD JOHNSON NUTRITION CO COM 582839106 5,537 69,885 SH   DFND 01,02,10 0 0 69,885
MEAD JOHNSON NUTRITION CO COM 582839106 460 5,806 SH   DFND 01,03 0 5,806 0
MEAD JOHNSON NUTRITION CO COM 582839106 253,316 3,198,021 SH   DFND 01,10 0 473,321 2,724,700
MEAD JOHNSON NUTRITION CO COM 582839106 22 276 SH   DFND 01,16 0 0 276
MEADOWBROOK INSURANCE GROUP COM 58319P108 1,418 176,684 SH   DFND 01,02 0 5,649 171,035
MEADWESTVACO CORP COM 583334107 90,670 2,658,168 SH   DFND 01,02 0 241,540 2,416,628
MEADWESTVACO CORP COM 583334107 186 5,465 SH   DFND 01,03 0 5,465 0
MEADWESTVACO CORP COM 583334107 23 680 SH   DFND 01,16 0 0 680
MEASUREMENT SPECIALTIES INC COM 583421102 10,856 233,316 SH   DFND 01,02 0 176,263 57,053
MECHEL-SPONSORED ADR COM 583840103 4 1,480 SH   DFND 01,02 0 1,480 0
MECHEL-PREF SPON ADR COM 583840509 0 50 SH   DFND 01,02 0 50 0
MEDALLION FINANCIAL CORP COM 583928106 33 2,402 SH   DFND 01,02 0 2,402 0
MEDASSETS INC COM 584045108 15,631 881,128 SH   DFND 01,02 0 86,908 794,220
MEDASSETS INC COM 584045108 1 47 SH   DFND 01,16 0 0 47
MEDCATH CORPORATION COM 58404W109 0 192 SH   DFND 01,02 0 192 0
MEDIA GENERAL INC -CL A COM 584404107 13 1,222 SH   DFND 01,02 0 1,222 0
MEDIASET SPA-SPONSORED ADR COM 584469407 38 3,335 SH   DFND 01,02 0 3,335 0
MEDICAL ACTION IND INC COM 58449L100 7 907 SH   DFND 01,02 0 907 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 8,202 572,659 SH   DFND 01,02 0 25,325 547,334
MEDICAL PROPERTIES TRUST INC COM 58463J304 3 175 SH   DFND 01,16 0 0 175
MEDICINES COMPANY COM 584688105 6,429 209,034 SH   DFND 01,02 0 4,832 204,202
MEDIFAST INC COM 58470H101 3,420 132,760 SH   DFND 01,02 0 81,141 51,619
MEDIDATA SOLUTIONS INC COM 58471A105 12,096 156,183 SH   DFND 01,02 0 54,392 101,791
MEDIDATA SOLUTIONS INC COM 58471A105 2 25 SH   DFND 01,16 0 0 25
MEDIVATION INC COM 58501N101 2,019 41,050 SH   DFND 01,02 0 4,780 36,270
MEDIVATION INC COM 58501N101 0 9 SH   DFND 01,16 0 0 9
MEDNAX INC COM 58502B106 10,826 118,199 SH   DFND 01,02 0 13,858 104,341
MEDNAX INC COM 58502B106 14 154 SH   DFND 01,16 0 0 154
MEDLEY CAPITAL CORP COM 58503F106 16,062 1,182,817 SH   DFND 01,02 0 124,289 1,058,528
MEDLEY CAPITAL CORP COM 58503F106 14 1,000 SH   DFND 01,16 0 0 1,000
MEDTRONIC INC COM 585055106 260,758 5,066,211 SH   DFND 01,02 0 555,673 4,510,538
MEDTRONIC INC COM 585055106 1,452 28,205 SH   DFND 01,03 0 28,205 0
MEDTRONIC INC COM 585055106 458 8,906 SH   DFND 01,16 0 0 8,906
MEETME INC COM 585141104 0 110 SH   DFND 01,02 0 110 0
MELCO CROWN ENTERTAINME-ADR COM 585464100 6,659 297,840 SH   DFND 01,02 0 2,121 295,719
MELCO CROWN ENTERTAINME-ADR COM 585464100 56 2,500 SH   DFND 01,16 0 0 2,500
MEN'S WEARHOUSE INC/THE COM 587118100 34,388 908,527 SH   DFND 01,02 0 304,932 603,595
MENTOR GRAPHICS CORP COM 587200106 43,790 2,239,834 SH   DFND 01,02 0 352,503 1,887,331
MENTOR GRAPHICS CORP CONV BND 587200AK2 14,498 11,920,000 PRN   DFND 01,02 0 0 11,920,000
MERCADOLIBRE INC COM 58733R102 6,729 62,446 SH   DFND 01,02 0 297 62,149
MERCADOLIBRE INC COM 58733R102 11 100 SH   DFND 01,16 0 0 100
MERCANTILE BANK CORP COM 587376104 10 543 SH   DFND 01,02 0 543 0
MERCHANTS BANCSHARES INC COM 588448100 9,930 335,828 SH   DFND 01,02 0 335,828 0
MERCK KGAA-UNSPONSORED ADR COM 589339100 4 75 SH   DFND 01,02 0 75 0
MERCK KGAA-UNSPONSORED ADR COM 589339100 7 139 SH   DFND 01,16 0 0 139
MERCK & CO. INC. COM 58933Y105 616,834 13,276,052 SH   DFND 01,02 0 6,404,142 6,871,910
MERCK & CO. INC. COM 58933Y105 3,930 84,594 SH   DFND 01,03 0 84,594 0
MERCK & CO. INC. COM 58933Y105 211,826 4,560,349 SH   DFND 01,10 0 159,834 4,400,515
MERCK & CO. INC. COM 58933Y105 3,004 64,782 SH   DFND 01,16 0 0 64,782
MERCURY SYSTEMS INC COM 589378108 6,575 713,029 SH   DFND 01,02 0 4,255 708,774
MERCURY GENERAL CORP COM 589400100 3,360 76,433 SH   DFND 01,02 0 842 75,591
MEREDITH CORP COM 589433101 3,987 83,587 SH   DFND 01,02 0 8,419 75,168
MERGE HEALTHCARE INC COM 589499102 15 4,165 SH   DFND 01,02 0 4,165 0
MERIDIAN BIOSCIENCE INC COM 589584101 9,879 459,455 SH   DFND 01,02 0 119,520 339,935
MERIDIAN BIOSCIENCE INC COM 589584101 4 183 SH   DFND 01,16 0 0 183
MERIDIAN INTERSTATE BANCORP COM 58964Q104 131 6,969 SH   DFND 01,02 0 6,969 0
MERIT MEDICAL SYSTEMS INC COM 589889104 1,666 149,367 SH   DFND 01,02 0 3,484 145,883
MERITAGE HOMES CORP COM 59001A102 7,766 179,082 SH   DFND 01,02 0 14,101 164,981
MERITAGE HOMES CORP CONV BND 59001AAR3 6,135 5,590,000 PRN   DFND 01,02 0 0 5,590,000
MERITOR INC COM 59001K100 2,006 284,525 SH   DFND 01,02 0 8,845 275,680
MERRILL LYNCH CAPITAL PRF 590199204 7 263 SH   DFND 01,16 0 0 263
MERRILL LYNCH CUML PFD PRF 59021F206 45 1,800 SH   DFND 01,16 0 0 1,800
ML CAP TR IV CUML PFD PRF 59021G204 55 2,200 SH   DFND 01,16 0 0 2,200
MERRILL LYNCH PFD CAP TR PRF 59021K205 130 5,168 SH   DFND 01,16 0 0 5,168
MERRILL LYNCH CAPITAL PRF 59024T203 12 500 SH   DFND 01,16 0 0 500
MERRIMACK PHARMACEUTICALS IN COM 590328100 38 5,664 SH   DFND 01,02 0 5,664 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1 130 SH   DFND 01,16 0 0 130
MESA LABORATORIES INC COM 59064R109 549 10,138 SH   DFND 01,02 0 10,138 0
MESABI TRUST CTF BEN INT COM 590672101 14 805 SH   DFND 01,16 0 0 805
MET-PRO CORP COM 590876306 1,135 84,486 SH   DFND 01,02 0 84,486 0
META FINANCIAL GROUP INC COM 59100U108 9 343 SH   DFND 01,02 0 343 0
METHANEX CORP COM 59151K108 26,143 610,961 SH   DFND 01,02 0 63,325 547,636
METHANEX CORP COM 59151K108 107,296 2,507,483 SH   DFND 01,10 0 1,096,025 1,411,458
METHANEX CORP COM 59151K108 2 37 SH   DFND 01,16 0 0 37
METHODE ELECTRONICS INC COM 591520200 4,706 276,753 SH   DFND 01,02 0 60,032 216,721
METHODE ELECTRONICS INC COM 591520200 11 675 SH   DFND 01,16 0 0 675
METLIFE INC COM 59156R108 531,251 11,609,438 SH   DFND 01,02 0 3,467,712 8,141,726
METLIFE INC COM 59156R108 1,365 29,819 SH   DFND 01,03 0 29,819 0
METLIFE INC COM 59156R108 477 10,431 SH   DFND 01,16 0 0 10,431
METLIFE INC CONV PRF 59156R116 18,244 332,985 SH   DFND 01,02 0 0 332,985
METLIFE INC CONV PRF 59156R116 17 318 SH   DFND 01,03 0 0 318
METLIFE INC PRF 59156R405 30 1,156 SH   DFND 01,16 0 0 1,156
METLIFE INC SERIES A PFD PRF 59156R504 19 800 SH   DFND 01,16 0 0 800
METLIFE INC PRF 59156R603 85 3,348 SH   DFND 01,16 0 0 3,348
METRO BANCORP INC COM 59161R101 18 891 SH   DFND 01,02 0 891 0
METROCORP BANCSHARES INC COM 591650106 10 994 SH   DFND 01,02 0 994 0
METROGAS SA-SPONSORED ADR COM 591673207 0 10 SH   DFND 01,02 0 10 0
METSO CORP -SPON ADR COM 592671101 16 459 SH   DFND 01,02 0 459 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 28,892 143,594 SH   DFND 01,02 0 8,663 134,931
METTLER-TOLEDO INTERNATIONAL COM 592688105 3,265 16,238 SH   DFND 01,10 0 0 16,238
METTLER-TOLEDO INTERNATIONAL COM 592688105 6 30 SH   DFND 01,16 0 0 30
MFS HIGH INCOME * COM 59318D104 68 13,990 SH   DFND 01,16 0 0 13,990
MFS INTERMARKET INCOME * COM 59318R103 20 2,507 SH   DFND 01,16 0 0 2,507
MFS INTERMEDIATE HIGH COM 59318T109 13 4,467 SH   DFND 01,16 0 0 4,467
MICHELIN (CGDE)-UNSPON ADR COM 59410T106 44 2,309 SH   DFND 01,02 0 2,309 0
MICHELIN (CGDE)-UNSPON ADR COM 59410T106 1 70 SH   DFND 01,16 0 0 70
MICREL INC COM 594793101 16,225 1,642,326 SH   DFND 01,02 0 108,042 1,534,284
MICREL INC COM 594793101 1 147 SH   DFND 01,16 0 0 147
MICROS SYSTEMS INC COM 594901100 31,050 719,585 SH   DFND 01,02 0 5,533 714,052
MICROS SYSTEMS INC COM 594901100 3 67 SH   DFND 01,16 0 0 67
MICROSOFT CORP COM 594918104 1,213,711 35,149,050 SH   DFND 01,02 0 17,050,778 18,098,272
MICROSOFT CORP COM 594918104 7,425 215,036 SH   DFND 01,03 0 215,036 0
MICROSOFT CORP COM 594918104 6,958 201,512 SH   DFND 01,10 0 0 201,512
MICROSOFT CORP COM 594918104 7,126 206,260 SH   DFND 01,16 0 0 206,260
MICROSTRATEGY INC-CL A COM 594972408 3,103 35,685 SH   DFND 01,02 0 3,131 32,554
MICROCHIP TECHNOLOGY INC COM 595017104 147,431 3,957,854 SH   DFND 01,02 0 323,366 3,634,488
MICROCHIP TECHNOLOGY INC COM 595017104 275 7,394 SH   DFND 01,03 0 7,394 0
MICROCHIP TECHNOLOGY INC COM 595017104 643 17,272 SH   DFND 01,16 0 0 17,272
MICRON TECHNOLOGY INC COM 595112103 71,001 4,954,867 SH   DFND 01,02 0 623,950 4,330,917
MICRON TECHNOLOGY INC COM 595112103 402 28,053 SH   DFND 01,03 0 28,053 0
MICRON TECHNOLOGY INC COM 595112103 100 7,000 SH   DFND 01,10 0 0 7,000
MICRON TECHNOLOGY INC COM 595112103 108 7,545 SH   DFND 01,16 0 0 7,545
MICRON TECHNOLOGY INC F CONV BND 595112AT0 13,525 9,300,000 PRN   DFND 01,02 0 0 9,300,000
MICROSEMI CORP COM 595137100 117,824 5,179,098 SH   DFND 01,02 0 654,520 4,524,578
MICROSEMI CORP COM 595137100 309 13,600 SH   DFND 01,10 0 0 13,600
MICROSEMI CORP COM 595137100 1 52 SH   DFND 01,16 0 0 52
MID-AMERICA APARTMENT COMM COM 59522J103 11,263 166,194 SH   DFND 01,02 0 10,352 155,842
MID-AMERICA APARTMENT COMM COM 59522J103 7,881 116,277 SH   DFND 01,10 0 0 116,277
MID-AMERICA APARTMENT COMM COM 59522J103 10 143 SH   DFND 01,16 0 0 143
MIDASTRADE COM INC COM 59563U108 0 296 SH   DFND 01,16 0 0 296
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MIDDLEBY CORP COM 596278101 8,904 52,347 SH   DFND 01,02 0 7,432 44,915
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MIDDLESEX WATER CO COM 596680108 26 1,286 SH   DFND 01,02 0 1,286 0
MIDSOUTH BANCORP INC COM 598039105 12 763 SH   DFND 01,02 0 763 0
MIDSTATES PETROLEUM CO INC COM 59804T100 8,030 1,484,379 SH   DFND 01,02 0 172,379 1,312,000
MIDWAY GOLD CORP COM 598153104 12 12,355 SH   DFND 01,02 0 12,355 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 10 422 SH   DFND 01,02 0 422 0
MILLENNIAL MEDIA INC COM 60040N105 19 2,200 SH   DFND 01,02 0 2,200 0
MILLER ENERGY RESOURCES INC COM 600527105 2,362 590,592 SH   DFND 01,02 0 2,232 588,360
MILLER ENERGY RESOURCES INC COM 600527105 6 1,500 SH   DFND 01,16 0 0 1,500
HERMAN MILLER INC COM 600544100 16,124 595,648 SH   DFND 01,02 0 70,209 525,439
MILLER INDUSTRIES INC/TENN COM 600551204 8,291 539,136 SH   DFND 01,02 0 373,755 165,381
MILLER INDUSTRIES INC/TENN COM 600551204 0 20 SH   DFND 01,16 0 0 20
MIMEDX GROUP INC COM 602496101 40 5,719 SH   DFND 01,02 0 5,719 0
MINDRAY MEDICAL INTL LTD-ADR COM 602675100 8 203 SH   DFND 01,02 0 203 0
MINDRAY MEDICAL INTL LTD-ADR COM 602675100 9,048 241,600 SH   DFND 01,10 0 0 241,600
MINDSPEED TECHNOLOGIES INC COM 602682205 9 2,696 SH   DFND 01,02 0 2,696 0
MINDSPEED TECHNOLOGIES INC COM 602682205 0 3 SH   DFND 01,16 0 0 3
MINE SAFETY APPLIANCES CO COM 602720104 3,140 67,469 SH   DFND 01,02 0 2,413 65,056
MINERA FRISCO SAB-LEV1-ADR COM 60283E101 3 540 SH   DFND 01,02 0 540 0
MINERALS TECHNOLOGIES INC COM 603158106 36,522 883,426 SH   DFND 01,02 0 420,271 463,155
MISSION WEST PROPERTIES COM 605ESC102 0 1,100 SH   DFND 01,02 0 0 1,100
MISTRAS GROUP INC COM 60649T107 26 1,511 SH   DFND 01,02 0 1,511 0
MITCHAM INDUSTRIES INC COM 606501104 13 810 SH   DFND 01,02 0 810 0
MITEK SYSTEMS INC COM 606710200 8 1,385 SH   DFND 01,02 0 1,385 0
MITEL NETWORKS CORP COM 60671Q104 2 420 SH   DFND 01,02 0 420 0
MITSUBISHI CHEMICAL-UNSP ADR COM 606763100 2 93 SH   DFND 01,02 0 93 0
MITSUBISHI CORP-SPONS ADR COM 606769305 171 4,938 SH   DFND 01,02 0 0 4,938
MITSUBISHI CORP-SPONS ADR COM 606769305 1 30 SH   DFND 01,16 0 0 30
MITSUBISHI ELECTRIC-UNSP ADR COM 606776201 37 1,944 SH   DFND 01,02 0 1,944 0
MITSUBISHI ESTATE-UNSPON ADR COM 606783207 171 6,408 SH   DFND 01,02 0 6,408 0
MITSUBISHI ESTATE-UNSPON ADR COM 606783207 5 190 SH   DFND 01,16 0 0 190
MITSUBISHI UFJ FINL GRP-ADR COM 606822104 254 40,889 SH   DFND 01,02 0 0 40,889
MITSUBISHI UFJ FINL GRP-ADR COM 606822104 2 265 SH   DFND 01,16 0 0 265
MITSUI & CO LTD-SPONS ADR COM 606827202 68 266 SH   DFND 01,02 0 0 266
MIZUHO FINANCIAL GROUP-ADR COM 60687Y109 134 32,095 SH   DFND 01,02 0 32,095 0
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MOBILE TELESYSTEMS-SP ADR COM 607409109 7,789 411,221 SH   DFND 01,02,10 0 0 411,221
MOBILE TELESYSTEMS-SP ADR COM 607409109 1 51 SH   DFND 01,16 0 0 51
MOBILE MINI INC COM 60740F105 29,249 882,348 SH   DFND 01,02 0 26,744 855,604
MODEL N INC COM 607525102 3,669 157,025 SH   DFND 01,02 0 119,702 37,323
MODINE MANUFACTURING CO COM 607828100 12,430 1,142,238 SH   DFND 01,02 0 822,993 319,245
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 7 2,396 SH   DFND 01,02 0 2,396 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 0 80 SH   DFND 01,16 0 0 80
MOHAWK INDUSTRIES INC COM 608190104 72,038 640,408 SH   DFND 01,02 0 228,805 411,603
MOHAWK INDUSTRIES INC COM 608190104 66,509 591,299 SH   DFND 01,10 0 166,892 424,407
MOHAWK INDUSTRIES INC COM 608190104 13 112 SH   DFND 01,16 0 0 112
MOL HUNGARIAN OIL-SP ADR COM 608464202 7 176 SH   DFND 01,02 0 176 0
MOLEX INC COM 608554101 1,464 49,760 SH   DFND 01,02 0 22,396 27,364
MOLEX INC COM 608554101 111 3,773 SH   DFND 01,03 0 3,773 0
MOLEX INC COM 608554101 39 1,330 SH   DFND 01,16 0 0 1,330
MOLEX INC -CL A COM 608554200 19 763 SH   DFND 01,02 0 0 763
MOLEX INC -CL A COM 608554200 9 372 SH   DFND 01,16 0 0 372
MOLINA HEALTHCARE INC COM 60855R100 18,495 497,394 SH   DFND 01,02 0 374,760 122,634
MOLINA HEALTHCARE INC. CONV BND 60855RAB6 4,375 4,000,000 PRN   DFND 01,02 0 0 4,000,000
MOLSON COORS BREWING CO -B COM 60871R209 40,327 842,593 SH   DFND 01,02 0 0 842,593
MOLSON COORS BREWING CO -B COM 60871R209 205 4,279 SH   DFND 01,03 0 0 4,279
MOLSON COORS BREWING CO -B COM 60871R209 100 2,082 SH   DFND 01,16 0 0 2,082
MOLYCORP INC COM 608753109 1,647 265,739 SH   DFND 01,02 0 61,799 203,940
MOLYCORP INC COM 608753109 14 2,265 SH   DFND 01,16 0 0 2,265
MOLYCORP INC CONV BND 608753AA7 179 270,000 PRN   DFND 01,02 0 0 270,000
MOLYCORP INC CONV BND 608753AF6 6,508 8,750,000 PRN   DFND 01,02 0 0 8,750,000
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,559 169,916 SH   DFND 01,02 0 3,270 166,646
MONARCH CASINO & RESORT INC COM 609027107 3,585 212,605 SH   DFND 01,02 0 1,825 210,780
MONARCH FINANCIAL COM 60907Q100 6 568 SH   DFND 01,16 0 0 568
MONDELEZ INTERNATIONAL INC-A COM 609207105 13,357 467,276 SH   DFND 01,02 0 357,777 109,499
MONDELEZ INTERNATIONAL INC-A COM 609207105 363 12,726 SH   DFND 01,10 0 0 12,726
MONDELEZ INTERNATIONAL INC-A COM 609207105 894 31,272 SH   DFND 01,16 0 0 31,272
MONDELEZ INTERNATIONAL-W/I COM 609207105 109,345 3,832,638 SH   DFND 01,02 0 0 3,832,638
MONDELEZ INTERNATIONAL-W/I COM 609207105 1,472 51,587 SH   DFND 01,03 0 0 51,587
MONEYGRAM INTERNATIONAL INC COM 60935Y208 14,892 657,537 SH   DFND 01,02 0 521,497 136,040
MONMOUTH REIT-CLASS A COM 609720107 56 5,701 SH   DFND 01,02 0 5,701 0
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MONOLITHIC POWER SYSTEMS INC COM 609839105 7,776 322,525 SH   DFND 01,02 0 2,372 320,153
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MONRO MUFFLER BRAKE INC COM 610236101 18,041 375,441 SH   DFND 01,02 0 15,939 359,502
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MONSANTO CO COM 61166W101 680,989 6,892,615 SH   DFND 01,02 0 4,025,807 2,866,808
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MS MAND EXCH NOTE 10.87 PSX PRF 61762E232 27,286 462,781 SH   DFND 01,02 0 0 462,781
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MOSAIC CO/THE COM 61945C103 127,534 2,370,044 SH   DFND 01,02 0 618,032 1,752,012
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MOSYS INC COM 619718109 12 2,931 SH   DFND 01,02 0 2,931 0
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MOTOROLA SOLUTIONS INC COM 620076307 6,509 112,559 SH   DFND 01,02 0 58,823 53,736
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MOVE INC COM 62458M207 928 72,404 SH   DFND 01,02 0 72,404 0
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MR PRICE GRP LTD COM 62476L207 1 78 SH   DFND 01,16 0 0 78
MULTI-COLOR CORP COM 625383104 35 1,174 SH   DFND 01,02 0 1,174 0
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MURRAY & ROBERTS-SPON ADR COM 626805204 11 4,540 SH   DFND 01,02 0 4,540 0
MYERS INDUSTRIES INC COM 628464109 7,923 527,799 SH   DFND 01,02 0 10,095 517,704
MYLAN INC COM 628530107 19,528 629,335 SH   DFND 01,02 0 262,028 367,307
MYLAN INC COM 628530107 322 10,377 SH   DFND 01,03 0 10,377 0
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MYLAN INC CONV BND 628530AJ6 4,385 1,850,000 PRN   DFND 01,02 0 0 1,850,000
MYRIAD GENETICS INC COM 62855J104 18,735 697,237 SH   DFND 01,02 0 490,846 206,391
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N B T BANCORP INC COM 628778102 3,471 163,935 SH   DFND 01,02 0 4,190 159,745
N B T BANCORP INC COM 628778102 9 414 SH   DFND 01,16 0 0 414
NCI BUILDING SYSTEMS INC COM 628852204 25 1,615 SH   DFND 01,02 0 1,615 0
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NCR CORPORATION COM 62886E108 2 54 SH   DFND 01,16 0 0 54
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NIC INC COM 62914B100 5,793 350,473 SH   DFND 01,02 0 135,198 215,275
NIC INC COM 62914B100 1 85 SH   DFND 01,16 0 0 85
NL INDUSTRIES COM 629156407 5 431 SH   DFND 01,02 0 431 0
NN INC COM 629337106 14 1,201 SH   DFND 01,02 0 1,201 0
NPS PHARMACEUTICALS INC COM 62936P103 7,477 495,144 SH   DFND 01,02 0 6,494 488,650
NPS PHARMACEUTICALS INC COM 62936P103 72 4,735 SH   DFND 01,16 0 0 4,735
NRG ENERGY INC COM 629377508 25,295 947,442 SH   DFND 01,02 0 179,477 767,965
NRG ENERGY INC COM 629377508 234 8,780 SH   DFND 01,03 0 8,780 0
NRG ENERGY INC COM 629377508 17 646 SH   DFND 01,16 0 0 646
NTT DOCOMO INC-SPON ADR COM 62942M201 151 9,540 SH   DFND 01,02 0 0 9,540
NTT DOCOMO INC-SPON ADR COM 62942M201 4 281 SH   DFND 01,16 0 0 281
NVE CORP COM 629445206 1,181 25,233 SH   DFND 01,02 0 25,233 0
NVR INC COM 62944T105 10,682 11,586 SH   DFND 01,02 0 1,816 9,770
NVR INC COM 62944T105 2 2 SH   DFND 01,16 0 0 2
NYSE EURONEXT COM 629491101 9,203 222,285 SH   DFND 01,02 0 174,311 47,974
NYSE EURONEXT COM 629491101 274 6,616 SH   DFND 01,03 0 6,616 0
NYSE EURONEXT COM 629491101 21 500 SH   DFND 01,16 0 0 500
NACCO INDUSTRIES-CL A COM 629579103 45 779 SH   DFND 01,02 0 779 0
NPF12 2002-2 A ESCROW COM 629ESC9J5 0 10,000,000 SH   DFND 01,04 0 0 10,000,000
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NANOSPHERE INC COM 63009F105 8 2,618 SH   DFND 01,02 0 2,618 0
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NASH FINCH CO COM 631158102 1,387 63,030 SH   DFND 01,02 0 18,258 44,772
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NATHAN'S FAMOUS INC COM 632347100 10 180 SH   DFND 01,02 0 180 0
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NATIONAL BANK OF GREECE-ADR COM 633643705 3 784 SH   DFND 01,02 0 0 784
NATIONAL BANK HOLD-CL A COM 633707104 11,345 575,814 SH   DFND 01,02 0 336,566 239,248
NATIONAL BANKSHARES INC/VA COM 634865109 15 433 SH   DFND 01,02 0 433 0
NATIONAL BEVERAGE CORP COM 635017106 13 775 SH   DFND 01,02 0 775 0
NATIONAL CINEMEDIA INC COM 635309107 49,734 2,944,623 SH   DFND 01,02 0 399,455 2,545,168
NATIONAL CINEMEDIA INC COM 635309107 32 1,904 SH   DFND 01,03 0 1,904 0
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NATIONAL HEALTHCARE CORP COM 635906100 46 970 SH   DFND 01,02 0 970 0
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NATIONAL FINANCIAL PARTNERS COM 63607P208 2 81 SH   DFND 01,16 0 0 81
NATIONAL FUEL GAS CO COM 636180101 11,115 191,742 SH   DFND 01,02 0 17,277 174,465
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NATL HEALTH INVESTORS INC COM 63633D104 12,122 202,508 SH   DFND 01,02 0 202,508 0
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KASIKORNBANK PCL-NVDR COM 636476699 2,756 451,400 SH   DFND 01,02,10 0 0 451,400
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NATIONAL INTERSTATE CORP COM 63654U100 4,949 169,130 SH   DFND 01,02 0 112,164 56,966
NATIONAL OILWELL VARCO INC COM 637071101 23,778 345,144 SH   DFND 01,02 0 138,559 206,585
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NATL PENN BCSHS INC COM 637138108 8,325 819,434 SH   DFND 01,02 0 200,548 618,886
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NATIONAL RESEARCH CORP-A COM 637372202 2,133 118,512 SH   DFND 01,02 0 1,185 0
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NATUS MEDICAL INC COM 639050103 1,539 112,704 SH   DFND 01,02 0 1,894 110,810
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NETAPP INC COM 64110D104 213,984 5,663,915 SH   DFND 01,02 0 478,823 5,185,092
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NETSUITE INC COM 64118Q107 3,947 43,029 SH   DFND 01,02 0 14,575 28,454
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NEW YORK & CO COM 649295102 16 2,534 SH   DFND 01,02 0 2,534 0
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NEWCREST MINING LTD-SPON ADR COM 651191108 12 1,372 SH   DFND 01,02 0 1,372 0
NEWCREST MINING LTD-SPON ADR COM 651191108 1 126 SH   DFND 01,16 0 0 126
NEWELL RUBBERMAID INC COM 651229106 75,445 2,874,069 SH   DFND 01,02 0 324,582 2,549,487
NEWELL RUBBERMAID INC COM 651229106 206 7,856 SH   DFND 01,03 0 7,856 0
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NEWMARKET CORP COM 651587107 2 6 SH   DFND 01,16 0 0 6
NEWMARKET TECHNOLOGY INC COM 651627309 0 1 SH   DFND 01,16 0 0 1
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NEWPARK RESOURCES INC COM 651718504 22,284 2,027,709 SH   DFND 01,02 0 1,603,734 423,975
NEWPARK RESOURCES INC CONV BND 651718AC2 3,093 2,420,000 PRN   DFND 01,02 0 0 2,420,000
NEWPORT CORP COM 651824104 27,241 1,955,649 SH   DFND 01,02 0 538,463 1,417,186
NEWS CORP-CL A COM 65248E104 235,069 7,215,141 SH   DFND 01,10 0 536,086 6,679,055
NEWS CORP-CL A COM 65248E104 37 1,133 SH   DFND 01,16 0 0 1,133
NEWS CORP CL B COM 65248E203 7 200 SH   DFND 01,16 0 0 200
NEWSTAR FINANCIAL INC COM 65251F105 304 22,829 SH   DFND 01,02 0 22,829 0
NEWTEK BUSINESS SERVICES INC COM 652526104 11 5,000 SH   DFND 01,05 0 0 5,000
NEXSTAR BROADCASTING GROUP-A COM 65336K103 14,141 398,750 SH   DFND 01,02 0 385,781 12,969
NEXTERA ENERGY INC COM 65339F101 102,702 1,260,483 SH   DFND 01,02 0 737,783 522,700
NEXTERA ENERGY INC COM 65339F101 942 11,566 SH   DFND 01,03 0 11,566 0
NEXTERA ENERGY INC COM 65339F101 1,089 13,360 SH   DFND 01,16 0 0 13,360
NEXTERA ENERGY INC CONV PRF 65339F705 15,254 270,150 SH   DFND 01,02 0 0 270,150
NEXTERA ENERGY CAP HLDGS PRF 65339K506 13 500 SH   DFND 01,16 0 0 500
NEXTPOINT CREDIT COM 65340G106 4 504 SH   DFND 01,16 0 0 504
NICE SYSTEMS LTD-SPONS ADR COM 653656108 4,654 126,169 SH   DFND 01,02 0 169 126,000
NICE SYSTEMS LTD-SPONS ADR COM 653656108 53 1,438 SH   DFND 01,16 0 0 1,438
NICHOLAS FINANCIAL INC COM 65373J209 10 641 SH   DFND 01,02 0 641 0
NIDEC CORPORATION-ADR COM 654090109 30 1,717 SH   DFND 01,02 0 1,717 0
NIKE INC -CL B COM 654106103 294,179 4,619,216 SH   DFND 01,02 0 2,022,506 2,596,710
NIKE INC -CL B COM 654106103 1,398 21,956 SH   DFND 01,03 0 21,956 0
NIKE INC -CL B COM 654106103 4,225 66,340 SH   DFND 01,10 0 0 66,340
NIKE INC -CL B COM 654106103 983 15,431 SH   DFND 01,16 0 0 15,431
NIKON CORP PLC-UNSPON ADR COM 654111202 18 751 SH   DFND 01,02 0 751 0
NINETOWNS INTERNET TECH-ADS COM 654407105 1 530 SH   DFND 01,02 0 530 0
NINTENDO CO LTD-UNSPONS ADR COM 654445303 43 2,892 SH   DFND 01,02 0 0 2,892
NINTENDO CO LTD-UNSPONS ADR COM 654445303 2 132 SH   DFND 01,16 0 0 132
NIPPON STEEL CORP UNSPON ADR COM 65461T101 14 544 SH   DFND 01,02 0 544 0
NIPPON TELEGRAPH & TELE-ADR COM 654624105 122 4,613 SH   DFND 01,02 0 0 4,613
NIPPON TELEGRAPH & TELE-ADR COM 654624105 20 778 SH   DFND 01,16 0 0 778
NIPPON YUSEN KABUS-SPN ADR COM 654633304 9 1,610 SH   DFND 01,02 0 1,610 0
NISKA GAS STORAGE COM 654678101 11 717 SH   DFND 01,16 0 0 717
NISOURCE INC COM 65473P105 5,599 195,462 SH   DFND 01,02 0 133,861 61,601
NISOURCE INC COM 65473P105 243 8,496 SH   DFND 01,03 0 8,496 0
NISOURCE INC COM 65473P105 185 6,454 SH   DFND 01,16 0 0 6,454
NISSAN MOTOR CO LTD-SPON ADR COM 654744408 156 7,597 SH   DFND 01,02 0 0 7,597
NISSAN MOTOR CO LTD-SPON ADR COM 654744408 3 139 SH   DFND 01,16 0 0 139
NITTO DENKO CORP-UNSPONS ADR COM 654802206 46 1,416 SH   DFND 01,02 0 1,416 0
NOAH EDUCATION HOLDINGS-ADR COM 65487R303 0 1 SH   DFND 01,02 0 1 0
NOAH HOLDINGS LTD-SPON ADS COM 65487X102 0 32 SH   DFND 01,02 0 16 0
NOBEL BIOCARE HOLD-UNSP ADR COM 65488C107 0 22 SH   DFND 01,02 0 22 0
NOKIA CORP-SPON ADR COM 654902204 39 10,341 SH   DFND 01,02 0 10,341 0
NOKIA CORP-SPON ADR COM 654902204 56 15,056 SH   DFND 01,16 0 0 15,056
NOBLE ENERGY INC COM 655044105 216,579 3,607,268 SH   DFND 01,02 0 1,497,755 2,109,513
NOBLE ENERGY INC COM 655044105 745 12,415 SH   DFND 01,03 0 12,415 0
NOBLE ENERGY INC COM 655044105 41,234 686,877 SH   DFND 01,10 0 0 686,877
NOBLE ENERGY INC COM 655044105 13 216 SH   DFND 01,16 0 0 216
NOBLE GROUP LTD-UNSPON ADR COM 65504R104 2 150 SH   DFND 01,02 0 150 0
NOBLE METAL RECOVERY LTD COM 655058204 0 67 SH   DFND 01,16 0 0 67
NOMURA HOLDINGS INC-ADR COM 65535H208 91 12,262 SH   DFND 01,02 0 0 12,262
NOODLES & CO COM 65540B105 863 23,504 SH   DFND 01,02 0 2,024 21,480
NORANDA ALUMINUM HOLDING COR COM 65542W107 10 3,142 SH   DFND 01,02 0 3,142 0
NORDEA BANK AB-SPON ADR COM 65557A206 126 11,372 SH   DFND 01,02 0 11,372 0
NORDION INC COM 65563C105 4,863 657,200 SH   DFND 01,02 0 0 657,200
NORDION INC COM 65563C105 5 700 SH   DFND 01,16 0 0 700
NORDSON CORP COM 655663102 29,938 431,929 SH   DFND 01,02 0 2,083 429,846
NORDSON CORP COM 655663102 240 3,466 SH   DFND 01,16 0 0 3,466
NORDSTROM INC COM 655664100 195,575 3,262,923 SH   DFND 01,02 0 2,372,664 890,259
NORDSTROM INC COM 655664100 243 4,052 SH   DFND 01,03 0 4,052 0
NORDSTROM INC COM 655664100 77 1,279 SH   DFND 01,16 0 0 1,279
NORFOLK SOUTHERN CORP COM 655844108 9,361 128,841 SH   DFND 01,02 0 64,054 64,787
NORFOLK SOUTHERN CORP COM 655844108 623 8,579 SH   DFND 01,03 0 8,579 0
NORFOLK SOUTHERN CORP COM 655844108 47,177 649,636 SH   DFND 01,10 0 0 649,636
NORFOLK SOUTHERN CORP COM 655844108 883 12,155 SH   DFND 01,16 0 0 12,155
NORSK HYDRO AS-SPONS ADR COM 656531605 11 2,715 SH   DFND 01,02 0 2,715 0
NORTEK INC-CW14 WT 656559143 9 432 SH   DFND 01,02 0 0 432
NORTEK INC COM 656559309 473 7,351 SH   DFND 01,02 0 2,051 5,300
NORTEL NETWORKS CORP COM 656568508 0 5,675 SH   DFND 01,02 0 4,856 819
NORTEL NETWORKS CORP COM 656568508 0 192 SH   DFND 01,16 0 0 192
NORTEL NETWORKS CORP CONV BND 656568AE2 756 779,000 PRN   DFND 01,02 0 0 779,000
NORTH AMERN EXPL NEW COM 656855202 0 20 SH   DFND 01,16 0 0 20
NORTH AMERICAN PALLADIUM COM 656912102 2 2,000 SH   DFND 01,16 0 0 2,000
NORTH STATE COM 662642107 65 849 SH   DFND 01,16 0 0 849
NORTH STATE COM 662642206 54 735 SH   DFND 01,16 0 0 735
NORTHEAST UTILITIES COM 664397106 57,443 1,366,983 SH   DFND 01,02 0 1,298,285 68,698
NORTHEAST UTILITIES COM 664397106 360 8,569 SH   DFND 01,03 0 8,569 0
NORTHEAST UTILITIES COM 664397106 196 4,671 SH   DFND 01,16 0 0 4,671
NORTHERN LIGHTS ETF TR COM 66537H105 19 725 SH   DFND 01,16 0 0 725
NORTHERN OIL AND GAS INC COM 665531109 3,019 226,285 SH   DFND 01,02 0 9,945 216,340
NORTHERN TIER ENERGY COM 665826103 36 1,500 SH   DFND 01,16 0 0 1,500
NORTHERN TRUST CORP COM 665859104 80,199 1,384,819 SH   DFND 01,02 0 1,335,408 49,411
NORTHERN TRUST CORP COM 665859104 343 5,929 SH   DFND 01,03 0 5,929 0
NORTHERN TRUST CORP COM 665859104 91 1,578 SH   DFND 01,16 0 0 1,578
NORTHFIELD BANCORP INC/NJ COM 66611T108 47 3,978 SH   DFND 01,02 0 3,978 0
NORTHFIELD LABS INC COM 666135108 0 1,380 SH   DFND 01,16 0 0 1,380
NORTHISLE COPPER & GOLD COM 66644R103 0 350 SH   DFND 01,16 0 0 350
NORTHRIM BANCORP INC COM 666762109 9,685 400,354 SH   DFND 01,02 0 400,354 0
NORTHROP GRUMMAN CORP COM 666807102 262,246 3,167,213 SH   DFND 01,02 0 231,752 2,935,461
NORTHROP GRUMMAN CORP COM 666807102 530 6,403 SH   DFND 01,03 0 6,403 0
NORTHROP GRUMMAN CORP COM 666807102 104 1,255 SH   DFND 01,16 0 0 1,255
NORTHSTAR REALTY FINANCE COR COM 66704R100 181 19,956 SH   DFND 01,02 0 19,956 0
NORTHSTAR REALTY FINANCE COR COM 66704R100 19 2,130 SH   DFND 01,16 0 0 2,130
NORTHWEST BANCSHARES INC COM 667340103 4,719 349,270 SH   DFND 01,02 0 7,369 341,901
NORTHWEST NATURAL GAS CO COM 667655104 4,290 100,995 SH   DFND 01,02 0 2,720 98,275
NORTHWEST NATURAL GAS CO COM 667655104 48 1,132 SH   DFND 01,16 0 0 1,132
NORTHWEST PIPE CO COM 667746101 3,398 121,827 SH   DFND 01,02 0 88,334 33,493
NORTHWESTERN CORP COM 668074305 5,711 143,130 SH   DFND 01,02 0 4,928 138,202
NORTHWESTERN CORP COM 668074305 1 35 SH   DFND 01,16 0 0 35
NOVAGOLD RESOURCES INC COM 66987E206 2 1,042 SH   DFND 01,16 0 0 1,042
NOVADAQ TECHNOLOGIES INC COM 66987G102 594 44,098 SH   DFND 01,02 0 0 44,098
NOVATEL WIRELESS INC COM 66987M604 65 16,410 SH   DFND 01,02 0 16,410 0
NOVATEL WIRELESS INC COM 66987M604 3 790 SH   DFND 01,16 0 0 790
NOVARTIS AG-ADR COM 66987V109 88,309 1,248,866 SH   DFND 01,02 0 117,459 1,131,407
NOVARTIS AG-ADR COM 66987V109 33 461 SH   DFND 01,03 0 461 0
NOVARTIS AG-ADR COM 66987V109 566 7,998 SH   DFND 01,16 0 0 7,998
NOVATEK OAO-SPONS GDR REG S COM 669888109 152 1,273 SH   DFND 01,02 0 0 1,273
NOVACOPPER INC COM 66988K102 0 13 SH   DFND 01,16 0 0 13
NOVATION COMPANIES INC COM 66989V107 0 187 SH   DFND 01,16 0 0 187
NOVAVAX INC COM 670002104 17 8,436 SH   DFND 01,02 0 8,436 0
NOVELLUS SYSTEMS INC CONV BND 670008AD3 4,478 3,160,000 PRN   DFND 01,02 0 0 3,160,000
NOVO-NORDISK A/S-SPONS ADR COM 670100205 184,092 1,187,914 SH   DFND 01,02 0 0 1,187,914
NOVO-NORDISK A/S-SPONS ADR COM 670100205 2,956 19,075 SH   DFND 01,03 0 0 19,075
NOVO-NORDISK A/S-SPONS ADR COM 670100205 409 2,638 SH   DFND 01,16 0 0 2,638
NOVOZYMES A/S-UNSPONS ADR COM 670108109 25 797 SH   DFND 01,02 0 797 0
NOVOGEN LIMITED-SPONS ADR COM 67010F202 0 30 SH   DFND 01,02 0 30 0
NSK LTD-UNSPONSORED ADR COM 670184100 30 1,550 SH   DFND 01,02 0 1,550 0
NU SKIN ENTERPRISES INC - A COM 67018T105 22,145 362,337 SH   DFND 01,02 0 43,872 318,465
NU SKIN ENTERPRISES INC - A COM 67018T105 17 278 SH   DFND 01,16 0 0 278
NTELOS HOLDINGS CORP COM 67020Q305 7,417 450,530 SH   DFND 01,02 0 394,991 55,539
NUANCE COMMUNICATIONS INC COM 67020Y100 143,237 7,793,043 SH   DFND 01,02 0 526,184 7,266,859
NUANCE COMMUNICATIONS INC COM 67020Y100 441 24,000 SH   DFND 01,10 0 0 24,000
NUANCE COMMUNICATIONS INC COM 67020Y100 17 931 SH   DFND 01,16 0 0 931
NUANCE COMMUNICATIONS INC CONV BND 67020YAF7 14,112 13,700,000 PRN   DFND 01,02 0 0 13,700,000
NUCOR CORP COM 670346105 19,697 454,278 SH   DFND 01,02 0 207,517 246,761
NUCOR CORP COM 670346105 375 8,652 SH   DFND 01,03 0 8,652 0
NUCOR CORP COM 670346105 344 7,939 SH   DFND 01,16 0 0 7,939
NUMEREX CORP -CL A COM 67053A102 10 872 SH   DFND 01,02 0 872 0
NUSTAR ENERGY LTD COM 67058H102 380 8,330 SH   DFND 01,16 0 0 8,330
NUSTAR GROUP HOLDINGS COM 67059L102 3 130 SH   DFND 01,16 0 0 130
NUTRACEUTICAL INTL CORP COM 67060Y101 13 613 SH   DFND 01,02 0 613 0
NUVEEN MARYLAND PREMIUM COM 67061Q107 14 1,023 SH   DFND 01,16 0 0 1,023
NUVEEN SELECT MATURITIES COM 67061T101 8 840 SH   DFND 01,16 0 0 840
NUVEEN INVESTMENT COM 67062E103 51 3,543 SH   DFND 01,16 0 0 3,543
NUVEEN SELECT TAX-FREE COM 67062F100 4 300 SH   DFND 01,16 0 0 300
NUVEEN MUNICIPAL COM 67062H106 19 1,419 SH   DFND 01,16 0 0 1,419
NUVEEN QUALITY MUNICIPAL COM 67062N103 18 1,408 SH   DFND 01,16 0 0 1,408
NUVEEN PERFORMANCE PLUS COM 67062P108 36 2,500 SH   DFND 01,16 0 0 2,500
NUVEEN PREMIUM INCOME COM 67062T100 32 2,396 SH   DFND 01,16 0 0 2,396
NUVEEN MUNICIPAL MARKET COM 67062W103 158 12,100 SH   DFND 01,16 0 0 12,100
NUVEEN PREMIUM INCOME COM 67063W102 17 1,278 SH   DFND 01,16 0 0 1,278
NUVEEN CA AMT FREE MUN COM 670651108 14 1,067 SH   DFND 01,16 0 0 1,067
NVIDIA CORP COM 67066G104 114,017 8,126,865 SH   DFND 01,02 0 751,973 7,374,892
NVIDIA CORP COM 67066G104 221 15,737 SH   DFND 01,03 0 15,737 0
NVIDIA CORP COM 67066G104 223 15,861 SH   DFND 01,16 0 0 15,861
NUVEEN DIVIDEND COM 67066V101 113 8,201 SH   DFND 01,16 0 0 8,201
NUVEEN SENIOR INCOME COM 67067Y104 24 3,225 SH   DFND 01,16 0 0 3,225
NUVEEN MUNICIPAL HIGH COM 670682103 218 17,160 SH   DFND 01,16 0 0 17,160
NUVEEN MUN HIGH INCOME COM 670683101 32 2,642 SH   DFND 01,16 0 0 2,642
NUVEEN AMT FREE MUN COM 670695105 37 2,320 SH   DFND 01,16 0 0 2,320
NUTRISYSTEM INC COM 67069D108 1,262 107,154 SH   DFND 01,02 0 2,752 104,402
NUVEEN GLOBAL VALUE * COM 6706EH103 69 5,350 SH   DFND 01,16 0 0 5,350
NUVEEN EQUITY PREMIUM * COM 6706EM102 1,497 121,183 SH   DFND 01,16 0 0 121,183
NUVEEN FLOATING RATE COM 6706EN100 751 56,835 SH   DFND 01,16 0 0 56,835
NUVEEN DIVERSIFIED * COM 6706EP105 29 2,400 SH   DFND 01,16 0 0 2,400
NUVEEN EQUITY PREMIUM * COM 6706ER101 67 5,293 SH   DFND 01,16 0 0 5,293
NUVEEN EQUITY PREMIUM * COM 6706ET107 87 7,070 SH   DFND 01,16 0 0 7,070
NUVEEN EQUITY PREMIUM * COM 6706EW100 134 9,710 SH   DFND 01,16 0 0 9,710
NUVEEN PREMIUM INCOME COM 6706K4105 9 706 SH   DFND 01,16 0 0 706
NUVASIVE INC COM 670704105 4,079 164,525 SH   DFND 01,02 0 3,184 161,341
NUVASIVE INC COM 670704105 1 28 SH   DFND 01,16 0 0 28
NUVASIVE INC CONV BND 670704AC9 177 180,000 PRN   DFND 01,02 0 0 180,000
NUVEEN DIVIDEND COM 67070X101 65 4,943 SH   DFND 01,16 0 0 4,943
NUVEEN CALIFORNIA COM 67070Y109 12 1,000 SH   DFND 01,16 0 0 1,000
NUVEEN REAL ESTATE * COM 67071B108 646 54,291 SH   DFND 01,16 0 0 54,291
NUVEEN DIVIDEND ADVNTG COM 67071L106 1 100 SH   DFND 01,16 0 0 100
NUVEEN QUALITY PREFERRED COM 67071S101 37 4,450 SH   DFND 01,16 0 0 4,450
NUVEEN GEORGIA DIVIDEND COM 67072B107 13 1,000 SH   DFND 01,16 0 0 1,000
NUVEEN QUALITY PREFERRED COM 67072C105 66 7,613 SH   DFND 01,16 0 0 7,613
NUVEEN FLOATING RATE COM 67072T108 349 27,724 SH   DFND 01,16 0 0 27,724
NXSTAGE MEDICAL INC COM 67072V103 16,794 1,176,085 SH   DFND 01,02 0 988,708 187,377
NXSTAGE MEDICAL INC COM 67072V103 74 5,161 SH   DFND 01,03 0 5,161 0
NXSTAGE MEDICAL INC COM 67072V103 10 700 SH   DFND 01,16 0 0 700
NUVEEN QUALITY PREFERRED COM 67072W101 17 2,000 SH   DFND 01,16 0 0 2,000
NUVEEN PFD INCM OPPTY COM 67073B106 341 35,733 SH   DFND 01,16 0 0 35,733
NUVEEN GLOBAL INCOME * COM 67073C104 98 7,916 SH   DFND 01,16 0 0 7,916
NUVEEN CREDIT * COM 67073D102 904 90,525 SH   DFND 01,16 0 0 90,525
NV ENERGY INC COM 67073Y106 134,741 5,743,504 SH   DFND 01,02 0 832,600 4,910,904
NV ENERGY INC COM 67073Y106 27 1,169 SH   DFND 01,16 0 0 1,169
NUVEEN BUILD AMERICA COM 67074C103 65 3,382 SH   DFND 01,16 0 0 3,382
NUVEEN ENHANCED * COM 67074M101 52 3,536 SH   DFND 01,16 0 0 3,536
NUVEEN DIVERSIFIED COM 67074P104 72 4,200 SH   DFND 01,16 0 0 4,200
NUVEEN MORTGAGE COM 67074R100 10 374 SH   DFND 01,16 0 0 374
NUVEEN ENERGY MLP TOTAL COM 67074U103 11 522 SH   DFND 01,16 0 0 522
NUVEEN SHORT DURATION CR COM 67074X107 110 5,623 SH   DFND 01,16 0 0 5,623
NUVEEN REAL ASSET INCM COM 67074Y105 19 994 SH   DFND 01,16 0 0 994
NUVEEN PFD & INCOME TERM COM 67075A106 17 680 SH   DFND 01,16 0 0 680
OGE ENERGY CORP COM 670837103 14,828 217,414 SH   DFND 01,02 0 10,685 206,729
OGE ENERGY CORP COM 670837103 71 1,045 SH   DFND 01,16 0 0 1,045
OGX PETROLEO E-SPON ADR COM 670849108 1 2,571 SH   DFND 01,02 0 2,571 0
OI SA-ADR COM 670851104 0 192 SH   DFND 01,02 0 192 0
OI SA-ADR COM 670851203 2 874 SH   DFND 01,02 0 0 874
OCZ TECHNOLOGY GROUP INC COM 67086E303 3 2,190 SH   DFND 01,02 0 2,190 0
OCZ TECHNOLOGY GROUP INC COM 67086E303 9 6,000 SH   DFND 01,16 0 0 6,000
OM GROUP INC COM 670872100 35,753 1,156,327 SH   DFND 01,02 0 550,739 605,588
OMV AG-BEARER SHRS ADR COM 670875509 19 430 SH   DFND 01,02 0 430 0
NUVEEN DIVERSIFIED * COM 67090N109 277 24,667 SH   DFND 01,16 0 0 24,667
NUVEEN CORE EQUITY ALPHA COM 67090X107 51 3,403 SH   DFND 01,16 0 0 3,403
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K104 28 9,431 SH   DFND 01,02 0 9,431 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K104 3 1,000 SH   DFND 01,16 0 0 1,000
NUVEEN MUNICIPAL VALUE COM 670928100 283 29,589 SH   DFND 01,16 0 0 29,589
NUVEEN SELECT QUALITY COM 670973106 133 9,784 SH   DFND 01,16 0 0 9,784
NUVEEN QUALITY INCOME COM 670977107 3 200 SH   DFND 01,16 0 0 200
NUVEEN OHIO QUALITY COM 670980101 14 945 SH   DFND 01,16 0 0 945
NUVEEN TEXAS QUALITY COM 670983105 6 400 SH   DFND 01,16 0 0 400
NUVEEN MUNICIPAL OPPTY COM 670984103 212 15,155 SH   DFND 01,16 0 0 15,155
NUVEEN PREMIER MUNICIPAL COM 670988104 8 586 SH   DFND 01,16 0 0 586
O'REILLY AUTOMOTIVE INC COM 67103H107 64,183 569,914 SH   DFND 01,02 0 317,312 252,602
O'REILLY AUTOMOTIVE INC COM 67103H107 339 3,007 SH   DFND 01,03 0 3,007 0
O'REILLY AUTOMOTIVE INC COM 67103H107 293 2,600 SH   DFND 01,10 0 2,600 0
O'REILLY AUTOMOTIVE INC COM 67103H107 69 615 SH   DFND 01,16 0 0 615
OFG BANCORP COM 67103X102 31,640 1,747,158 SH   DFND 01,02 0 1,425,629 321,529
OSI SYSTEMS INC COM 671044105 22,196 344,570 SH   DFND 01,02 0 235,697 108,873
OSI SYSTEMS INC COM 671044105 129 1,998 SH   DFND 01,03 0 1,998 0
OSI SYSTEMS INC COM 671044105 1 9 SH   DFND 01,16 0 0 9
OAKTREE CAPITAL GROUP COM 674001201 4 76 SH   DFND 01,16 0 0 76
OASIS PETROLEUM INC COM 674215108 40,995 1,054,719 SH   DFND 01,02 0 570,189 484,530
OASIS PETROLEUM INC COM 674215108 128 3,299 SH   DFND 01,03 0 3,299 0
OASIS PETROLEUM INC COM 674215108 7 174 SH   DFND 01,16 0 0 174
OCCIDENTAL PETROLEUM CORP COM 674599105 422,487 4,734,168 SH   DFND 01,02 0 1,518,620 3,215,548
OCCIDENTAL PETROLEUM CORP COM 674599105 2,064 23,124 SH   DFND 01,03 0 23,124 0
OCCIDENTAL PETROLEUM CORP COM 674599105 180,980 2,027,348 SH   DFND 01,10 0 124,203 1,903,145
OCCIDENTAL PETROLEUM CORP COM 674599105 6,307 70,530 SH   DFND 01,16 0 0 70,530
OCEAN POWER TECHNOLOGIES COM 674870308 2 1,000 SH   DFND 01,16 0 0 1,000
OCEANEERING INTL INC COM 675232102 98,168 1,359,676 SH   DFND 01,02 0 405,721 953,955
OCEANEERING INTL INC COM 675232102 141 1,944 SH   DFND 01,03 0 1,944 0
OCEANEERING INTL INC COM 675232102 5 75 SH   DFND 01,16 0 0 75
OCEANFIRST FINANCIAL CORP COM 675234108 18 1,158 SH   DFND 01,02 0 1,158 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 1 60 SH   DFND 01,02 0 60 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 8,504 811,455 SH   DFND 01,10 0 733,591 77,864
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 65 6,246 SH   DFND 01,16 0 0 6,246
OCWEN FINANCIAL CORP COM 675746309 32,491 788,269 SH   DFND 01,02 0 374,520 413,749
OCWEN FINANCIAL CORP COM 675746309 4 88 SH   DFND 01,03 0 88 0
OCWEN FINANCIAL CORP COM 675746309 9 219 SH   DFND 01,16 0 0 219
ODYSSEY MARINE EXPLORATION COM 676118102 15 4,916 SH   DFND 01,02 0 4,916 0
OFFICE DEPOT INC COM 676220106 2,446 632,405 SH   DFND 01,02 0 35,763 596,642
OFFICE DEPOT INC COM 676220106 3 675 SH   DFND 01,16 0 0 675
OFFICEMAX INC COM 67622P101 18,352 1,792,850 SH   DFND 01,02 0 269,014 1,523,836
OFFICEMAX INC COM 67622P101 0 5 SH   DFND 01,16 0 0 5
LUKOIL OAO-SPON ADR COM 677862104 18,341 318,404 SH   DFND 01,02 0 293,088 25,316
LUKOIL OAO-SPON ADR COM 677862104 2 40 SH   DFND 01,16 0 0 40
LUKOIL OAO-SPON ADR COM 677862997 236 4,118 SH   DFND 01,02 0 0 4,118
OIL-DRI CORP OF AMERICA COM 677864100 22 821 SH   DFND 01,02 0 821 0
OIL SEARCH LTD-SPONSORED ADR COM 677890303 15 210 SH   DFND 01,02 0 210 0
OIL STATES INTERNATIONAL INC COM 678026105 12,132 130,954 SH   DFND 01,02 0 15,616 115,338
OIL STATES INTERNATIONAL INC COM 678026105 7 74 SH   DFND 01,16 0 0 74
OILSANDS QUEST INC COM 678046103 0 250 SH   DFND 01,16 0 0 250
POLYUS GOLD-SPONSORED ADR COM 678129107 0 20 SH   DFND 01,02 0 0 20
OLD DOMINION FREIGHT LINE COM 679580100 23,859 573,281 SH   DFND 01,02 0 85,570 487,711
OLD DOMINION FREIGHT LINE COM 679580100 22 531 SH   DFND 01,16 0 0 531
OLD MUTUAL PLC-UNSPON ADR COM 680031309 2 72 SH   DFND 01,02 0 0 72
OLD NATIONAL BANCORP COM 680033107 9,824 710,407 SH   DFND 01,02 0 176,806 533,601
OLD REPUBLIC INTL CORP COM 680223104 6,660 517,410 SH   DFND 01,02 0 13,934 503,476
OLD REPUBLIC INTL CORP COM 680223104 4 311 SH   DFND 01,16 0 0 311
OLD STONE CORP COM 680293107 0 58 SH   DFND 01,16 0 0 58
OLIN CORP COM 680665205 66,665 2,786,996 SH   DFND 01,02 0 98,319 2,688,677
OLIN CORP COM 680665205 44 1,822 SH   DFND 01,03 0 1,822 0
OLIN CORP COM 680665205 24 1,003 SH   DFND 01,16 0 0 1,003
OLYMPIC STEEL INC COM 68162K106 10,156 414,519 SH   DFND 01,02 0 381,020 33,499
OLYMPUS CORP-SPON ADR COM 68163W109 48 1,581 SH   DFND 01,02 0 1,581 0
OMNICARE INC COM 681904108 10,944 229,386 SH   DFND 01,02 0 10,539 218,847
OMNICARE INC COM 681904108 12,153 254,716 SH   DFND 01,10 0 0 254,716
OMNICARE INC COM 681904108 11 227 SH   DFND 01,16 0 0 227
OMNICARE INC CONV BND 681904AP3 15,281 12,300,000 PRN   DFND 01,02 0 0 12,300,000
OMNICOM GROUP COM 681919106 69,609 1,106,949 SH   DFND 01,02 0 117,732 989,217
OMNICOM GROUP COM 681919106 443 7,044 SH   DFND 01,03 0 7,044 0
OMNICOM GROUP COM 681919106 43 684 SH   DFND 01,16 0 0 684
OMEGA HEALTHCARE INVESTORS COM 681936100 72,145 2,325,741 SH   DFND 01,02 0 549,579 1,776,162
OMEGA HEALTHCARE INVESTORS COM 681936100 22 701 SH   DFND 01,03 0 701 0
OMEGA HEALTHCARE INVESTORS COM 681936100 8,056 259,830 SH   DFND 01,16 0 0 259,830
OMEGA FLEX INC COM 682095104 3 172 SH   DFND 01,02 0 172 0
OMEGA PROTEIN CORP COM 68210P107 12 1,341 SH   DFND 01,02 0 1,341 0
OMEGA PROTEIN CORP COM 68210P107 72 8,040 SH   DFND 01,16 0 0 8,040
OMNIVISION TECHNOLOGIES INC COM 682128103 241 12,930 SH   DFND 01,02 0 12,930 0
OMNOVA SOLUTIONS INC COM 682129101 13,274 1,657,127 SH   DFND 01,02 0 1,161,516 495,611
OMNOVA SOLUTIONS INC COM 682129101 0 45 SH   DFND 01,16 0 0 45
OMNICELL INC COM 68213N109 4,880 237,498 SH   DFND 01,02 0 112,288 125,210
OMEROS CORP COM 682143102 9 1,918 SH   DFND 01,02 0 1,918 0
OMRON CORP- SPONSORED ADR COM 682151303 1 50 SH   DFND 01,02 0 50 0
ON ASSIGNMENT INC COM 682159108 12,690 474,906 SH   DFND 01,02 0 47,414 427,492
OMNIAMERICAN BANCORP INC COM 68216R107 20 913 SH   DFND 01,02 0 913 0
OMTHERA PHARMACEUTICALS INC COM 68217A103 5 367 SH   DFND 01,02 0 367 0
ON SEMICONDUCTOR CORPORATION COM 682189105 71,979 8,908,606 SH   DFND 01,02 0 1,255,083 7,653,523
ON SEMICONDUCTOR CORPORATION COM 682189105 10 1,178 SH   DFND 01,16 0 0 1,178
ON SEMICONDUCTOR CORP CONV BND 682189AH8 6,356 5,530,000 PRN   DFND 01,02 0 0 5,530,000
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 17 1,744 SH   DFND 01,02 0 1,744 0
ONCOLYTICS BIOTECH INC COM 682310107 2 840 SH   DFND 01,16 0 0 840
ONE LIBERTY PROPERTIES INC COM 682406103 31 1,407 SH   DFND 01,02 0 1,407 0
1-800-FLOWERS.COM INC-CL A COM 68243Q106 964 155,562 SH   DFND 01,02 0 6,092 149,470
ONEOK INC COM 682680103 2,881 69,712 SH   DFND 01,02 0 28,621 41,091
ONEOK INC COM 682680103 232 5,611 SH   DFND 01,03 0 5,611 0
ONEOK INC COM 682680103 735 17,782 SH   DFND 01,16 0 0 17,782
ONEOK PARTNERS LP COM 68268N103 206 4,168 SH   DFND 01,16 0 0 4,168
ONYX PHARMACEUTICALS INC COM 683399109 68,290 786,594 SH   DFND 01,02 0 427,201 359,393
ONYX PHARMACEUTICALS INC COM 683399109 151 1,734 SH   DFND 01,03 0 1,734 0
ONYX PHARMACEUTICALS INC COM 683399109 14 156 SH   DFND 01,16 0 0 156
OPEN TEXT CORP COM 683715106 346 5,049 SH   DFND 01,02 0 5,049 0
OPEN TEXT CORP COM 683715106 1 8 SH   DFND 01,16 0 0 8
OPENTABLE INC COM 68372A104 37,490 586,258 SH   DFND 01,02 0 431,506 154,752
OPENTABLE INC COM 68372A104 219 3,420 SH   DFND 01,03 0 3,420 0
OPKO HEALTH INC COM 68375N103 78 11,033 SH   DFND 01,02 0 11,033 0
OPLINK COMMUNICATIONS INC COM 68375Q403 1,601 92,152 SH   DFND 01,02 0 22,708 69,444
OPPENHEIMER HOLDINGS-CL A COM 683797104 26 1,338 SH   DFND 01,02 0 0 1,338
ORACLE CORP COM 68389X105 367,091 11,949,775 SH   DFND 01,02 0 2,462,254 9,487,521
ORACLE CORP COM 68389X105 3,074 100,061 SH   DFND 01,03 0 100,061 0
ORACLE CORP COM 68389X105 36,421 1,186,301 SH   DFND 01,10 0 1,112,851 73,450
ORACLE CORP COM 68389X105 1,597 52,288 SH   DFND 01,16 0 0 52,288
OPTIMER PHARMACEUTICALS INC COM 68401H104 216 14,900 SH   DFND 01,02 0 14,900 0
FRANCE TELECOM SA-SPONS ADR COM 684060106 51 5,289 SH   DFND 01,02 0 0 5,289
ORASURE TECHNOLOGIES INC COM 68554V108 13 3,461 SH   DFND 01,02 0 3,461 0
ORBCOMM INC COM 68555P100 10 2,259 SH   DFND 01,02 0 2,259 0
ORBITAL SCIENCES CORP COM 685564106 3,928 226,147 SH   DFND 01,02 0 7,370 218,777
ORBITZ WORLDWIDE INC COM 68557K109 12 1,535 SH   DFND 01,02 0 1,535 0
ORCHARD SUPPLY HARDWARE-CL A COM 685691404 3 10,383 SH   DFND 01,02 0 10,382 1
ORCHARD SUPPLY HARDWAR PFD. PRF 685691503 0 626 SH   DFND 01,02 0 0 626
ORCHIDS PAPER PRODUCTS CO COM 68572N104 10 373 SH   DFND 01,02 0 373 0
OREXIGEN THERAPEUTICS INC COM 686164104 847 144,700 SH   DFND 01,02 0 144,700 0
OREXIGEN THERAPEUTICS INC COM 686164104 22 3,800 SH   DFND 01,16 0 0 3,800
ORICA LTD ADR COM 68618H103 3 135 SH   DFND 01,16 0 0 135
ORIFLAME COSMETICS -SPON ADR COM 686194200 2 134 SH   DFND 01,02 0 0 134
ORION MARINE GROUP INC COM 68628V308 1,229 101,631 SH   DFND 01,02 0 2,268 99,363
ORIX - SPONSORED ADR COM 686330101 132 1,934 SH   DFND 01,02 0 1,934 0
ORIX - SPONSORED ADR COM 686330101 2 24 SH   DFND 01,16 0 0 24
ORKLA ASA-SPON ADR COM 686331109 19 2,335 SH   DFND 01,02 0 2,335 0
ORITANI FINANCIAL CORP COM 68633D103 17,313 1,104,175 SH   DFND 01,02 0 85,653 1,018,522
ORMAT TECHNOLOGIES INC COM 686688102 66 2,791 SH   DFND 01,02 0 2,791 0
ORMAT TECHNOLOGIES INC COM 686688102 20 850 SH   DFND 01,16 0 0 850
ORRSTOWN FINL SERVICES INC COM 687380105 0 30 SH   DFND 01,02 0 30 0
OSCIENT PHARMACEUTICA COM 68812R303 0 144 SH   DFND 01,16 0 0 144
OSHKOSH CORP COM 688239201 27,704 729,601 SH   DFND 01,02 0 19,281 710,320
OSHKOSH CORP COM 688239201 10 270 SH   DFND 01,16 0 0 270
OSIRIS THERAPEUTICS INC COM 68827R108 11 1,133 SH   DFND 01,02 0 1,133 0
OSIRIS THERAPEUTICS INC COM 68827R108 1 76 SH   DFND 01,16 0 0 76
OTTER TAIL CORP COM 689648103 150 5,305 SH   DFND 01,02 0 5,305 0
OTTER TAIL CORP COM 689648103 31 1,100 SH   DFND 01,16 0 0 1,100
OVASCIENCE INC COM 69014Q101 8 559 SH   DFND 01,02 0 559 0
OVERSEAS SHIPHOLDING GROUP COM 690368105 1,759 418,385 SH   DFND 01,02 0 1,010 417,375
OVERSTOCK.COM INC COM 690370101 20 707 SH   DFND 01,02 0 707 0
OWENS & MINOR INC COM 690732102 20,102 594,170 SH   DFND 01,02 0 91,694 502,476
OWENS & MINOR INC COM 690732102 2 66 SH   DFND 01,16 0 0 66
OWENS CORNING COM 690742101 381 9,736 SH   DFND 01,02 0 9,536 200
OWENS CORNING COM 690742101 15,486 396,257 SH   DFND 01,10 0 0 396,257
OWENS CORNING COM 690742101 8 200 SH   DFND 01,16 0 0 200
OWENS-ILLINOIS INC COM 690768403 13,677 492,193 SH   DFND 01,02 0 79,667 412,526
OWENS-ILLINOIS INC COM 690768403 125 4,482 SH   DFND 01,03 0 4,482 0
OWENS-ILLINOIS INC COM 690768403 11 399 SH   DFND 01,16 0 0 399
OXFORD INDUSTRIES INC COM 691497309 3,336 53,470 SH   DFND 01,02 0 1,469 52,001
OZ MINERALS LTD - SPON ADR COM 692476104 5 2,425 SH   DFND 01,02 0 2,425 0
PBF ENERGY INC COM 69318G106 1,468 56,680 SH   DFND 01,02 0 56,680 0
PC CONNECTION INC COM 69318J100 344 22,262 SH   DFND 01,02 0 4,662 17,600
PCM INC COM 69323K100 1 100 SH   DFND 01,02 0 100 0
PC-TEL INC COM 69325Q105 557 65,581 SH   DFND 01,02 0 2,296 63,285
PDC ENERGY INC COM 69327R101 32,518 631,652 SH   DFND 01,02 0 164,580 467,072
PDC ENERGY INC COM 69327R101 2,191 42,590 SH   DFND 01,10 0 0 42,590
PDF SOLUTIONS INC COM 693282105 37 1,976 SH   DFND 01,02 0 1,976 0
PDL BIOPHARMA INC COM 69329Y104 84 10,876 SH   DFND 01,02 0 10,876 0
PDL BIOPHARMA INC COM 69329Y104 14 1,855 SH   DFND 01,16 0 0 1,855
P G & E CORP COM 69331C108 81,847 1,789,413 SH   DFND 01,02 0 283,389 1,506,024
P G & E CORP COM 69331C108 588 12,857 SH   DFND 01,03 0 12,857 0
P G & E CORP COM 69331C108 108 2,371 SH   DFND 01,16 0 0 2,371
PHH CORP COM 693320202 156 7,652 SH   DFND 01,02 0 7,652 0
PHH CORP COM 693320202 1 45 SH   DFND 01,16 0 0 45
PICO HOLDINGS INC COM 693366205 13,014 620,851 SH   DFND 01,02 0 393,051 227,800
PHI INC VOTING COM 69336T106 6 167 SH   DFND 01,16 0 0 167
PHI INC-NON VOTING COM 69336T205 37 1,084 SH   DFND 01,02 0 0 1,084
PGT INC COM 69336V101 20 2,338 SH   DFND 01,02 0 2,338 0
PLX TECHNOLOGY INC COM 693417107 558 117,147 SH   DFND 01,02 0 117,147 0
PMC - SIERRA INC COM 69344F106 122 19,194 SH   DFND 01,02 0 19,194 0
PMC - SIERRA INC COM 69344F106 0 7 SH   DFND 01,16 0 0 7
PMI GROUP INC/THE COM 69344M101 0 400 SH   DFND 01,02 0 400 0
PMFG INC COM 69345P103 7,949 1,148,439 SH   DFND 01,02 0 792,000 356,439
PNC FINANCIAL SERVICES GROUP COM 693475105 215,589 2,956,492 SH   DFND 01,02 0 1,552,390 1,404,102
PNC FINANCIAL SERVICES GROUP COM 693475105 1,052 14,420 SH   DFND 01,03 0 14,420 0
PNC FINANCIAL SERVICES GROUP COM 693475105 73,926 1,014,087 SH   DFND 01,10 0 308,770 705,317
PNC FINANCIAL SERVICES GROUP COM 693475105 481 6,599 SH   DFND 01,16 0 0 6,599
PNC FINANCIAL SERVICES GROUP I PRF 693475857 49,898 1,855,605 SH   DFND 01,02 0 1,392,055 463,550
POSCO-ADR COM 693483109 132 2,042 SH   DFND 01,02 0 0 2,042
PNM RESOURCES INC COM 69349H107 13,356 601,930 SH   DFND 01,02 0 41,577 560,353
PNM RESOURCES INC COM 69349H107 1 59 SH   DFND 01,16 0 0 59
PPG INDUSTRIES INC COM 693506107 144,044 983,835 SH   DFND 01,02 0 154,999 828,836
PPG INDUSTRIES INC COM 693506107 569 3,885 SH   DFND 01,03 0 3,885 0
PPG INDUSTRIES INC COM 693506107 898 6,136 SH   DFND 01,16 0 0 6,136
PPL CORPORATION COM 69351T106 107,552 3,553,588 SH   DFND 01,02 0 424,356 3,129,232
PPL CORPORATION COM 69351T106 525 17,348 SH   DFND 01,03 0 17,348 0
PPL CORPORATION COM 69351T106 266 8,798 SH   DFND 01,16 0 0 8,798
PPL CORPORATION CONV PRF 69351T114 14,608 270,420 SH   DFND 01,02 0 0 270,420
PPL CORP 9.5 CONV PRF 69351T601 2,516 48,000 SH   DFND 01,02 0 0 48,000
PPC LTD-UNSPON ADR COM 69354A104 4 620 SH   DFND 01,02 0 620 0
PRGX GLOBAL INC COM 69357C503 15,218 2,771,965 SH   DFND 01,02 0 1,909,274 862,691
PS BUSINESS PARKS INC/CA COM 69360J107 6,126 84,890 SH   DFND 01,02 0 8,402 76,488
PTT EXPLORATION & PR-SP ADR COM 69364V106 33 3,209 SH   DFND 01,02 0 3,209 0
PVH CORP COM 693656100 64,505 515,814 SH   DFND 01,02 0 219,783 296,031
PVH CORP COM 693656100 436 3,491 SH   DFND 01,03 0 3,491 0
PVH CORP COM 693656100 72 578 SH   DFND 01,16 0 0 578
PVR PARTNERS LP COM 693665101 4,238 155,627 SH   DFND 01,10 0 155,627 0
BANK RAKYAT INDONESIA-UN ADR COM 69366X100 29 1,842 SH   DFND 01,02 0 1,842 0
SEMEN INDONE-UNSPON ADR COM 69367J100 38 1,098 SH   DFND 01,02 0 1,098 0
PERUSAHAAN GAS NE-UNSPON ADR COM 69367P106 4 150 SH   DFND 01,02 0 150 0
UNITED TRACTORS-UNSPON ADR COM 69367T108 14 380 SH   DFND 01,02 0 380 0
BANK MANDIRI TBK-UNSPON ADR COM 69367U105 37 4,094 SH   DFND 01,02 0 4,094 0
ASTRA INTERNATIONAL-UNSP ADR COM 69367X109 1 60 SH   DFND 01,02 0 60 0
BANK CENTRAL ASIA-UNSPON ADR COM 69368G105 3 110 SH   DFND 01,02 0 110 0
PTC INC COM 69370C100 164,989 6,726,011 SH   DFND 01,02 0 937,382 5,788,629
PACCAR INC COM 693718108 35,872 668,519 SH   DFND 01,02 0 136,659 531,860
PACCAR INC COM 693718108 517 9,635 SH   DFND 01,03 0 9,635 0
PACCAR INC COM 693718108 202 3,755 SH   DFND 01,16 0 0 3,755
PACER INTERNATIONAL INC COM 69373H106 17 2,684 SH   DFND 01,02 0 2,684 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 61 24,182 SH   DFND 01,02 0 24,182 0
PACIFIC COAST OIL TR COM 694103102 18 1,000 SH   DFND 01,16 0 0 1,000
PACIFIC CONTINENTAL CORP COM 69412V108 13 1,115 SH   DFND 01,02 0 1,115 0
PACIFIC ETHANOL INC COM 69423U305 0 12 SH   DFND 01,16 0 0 12
PACIFIC PREMIER BANCORP INC COM 69478X105 12 962 SH   DFND 01,02 0 962 0
PACIFIC SUNWEAR OF CALIF COM 694873100 12 3,288 SH   DFND 01,02 0 3,288 0
PACIRA PHARMACEUTICALS INC COM 695127100 1,078 37,173 SH   DFND 01,02 0 37,173 0
PACIRA PHARMACEUTICALS INC CONV BND 695127AA8 2,778 2,000,000 PRN   DFND 01,02 0 0 2,000,000
PACKAGING CORP OF AMERICA COM 695156109 216,689 4,425,740 SH   DFND 01,02 0 274,511 4,151,229
PACKAGING CORP OF AMERICA COM 695156109 96 1,968 SH   DFND 01,03 0 1,968 0
PACKAGING CORP OF AMERICA COM 695156109 8,368 170,946 SH   DFND 01,10 0 170,946 0
PACKAGING CORP OF AMERICA COM 695156109 38 880 SH   DFND 01,16 0 0 880
PACTERA TECHNOLOGY-ADR COM 695255109 1,125 166,643 SH   DFND 01,02 0 3 166,640
PACWEST BANCORP COM 695263103 7,309 238,467 SH   DFND 01,02 0 2,958 235,509
PACWEST BANCORP COM 695263103 1 35 SH   DFND 01,16 0 0 35
PAID INC NEW COM 69561N204 1 8,900 SH   DFND 01,16 0 0 8,900
PALL CORP COM 696429307 66,276 997,684 SH   DFND 01,02 0 647,731 349,953
PALL CORP COM 696429307 208 3,122 SH   DFND 01,03 0 3,122 0
PALL CORP COM 696429307 128 1,923 SH   DFND 01,16 0 0 1,923
PALMETTO BANCSHARES INC COM 697062206 4 278 SH   DFND 01,02 0 278 0
PALO ALTO NETWORKS INC COM 697435105 1,012 24,010 SH   DFND 01,02 0 100 23,910
PAN AMERICAN SILVER CORP COM 697900108 1,899 163,130 SH   DFND 01,02 0 0 163,130
PAN AMERICAN SILVER CORP COM 697900108 4 325 SH   DFND 01,16 0 0 325
PANASONIC CORP-SPON ADR COM 69832A205 50 6,193 SH   DFND 01,02 0 0 6,193
PANASONIC CORP-SPON ADR COM 69832A205 2 286 SH   DFND 01,16 0 0 286
PANDORA MEDIA INC COM 698354107 13,792 749,560 SH   DFND 01,02 0 706,360 43,200
PANERA BREAD COMPANY-CLASS A COM 69840W108 25,526 137,278 SH   DFND 01,02 0 1,536 135,742
PANERA BREAD COMPANY-CLASS A COM 69840W108 5,452 29,327 SH   DFND 01,10 0 0 29,327
PANERA BREAD COMPANY-CLASS A COM 69840W108 29 157 SH   DFND 01,16 0 0 157
PANHANDLE OIL AND GAS INC-A COM 698477106 27 960 SH   DFND 01,02 0 960 0
PANOLAM HOLDINGS CO COM 69860T100 0 268 SH   DFND 01,02 0 0 268
PANTRY INC COM 698657103 29 2,410 SH   DFND 01,02 0 2,410 0
PAPA JOHN'S INTL INC COM 698813102 7,568 115,778 SH   DFND 01,02 0 28,173 87,605
PAPA JOHN'S INTL INC COM 698813102 6 87 SH   DFND 01,16 0 0 87
PARAMOUNT GOLD AND SILVER COM 69924P102 19 16,175 SH   DFND 01,02 0 16,175 0
PAREXEL INTERNATIONAL CORP COM 699462107 12,556 273,294 SH   DFND 01,02 0 51,046 222,248
PAREXEL INTERNATIONAL CORP COM 699462107 18 401 SH   DFND 01,16 0 0 401
PARK ELECTROCHEMICAL CORP COM 700416209 8,199 341,474 SH   DFND 01,02 0 2,207 339,267
PARK NATIONAL CORP COM 700658107 567 8,241 SH   DFND 01,02 0 8,241 0
PARK-OHIO HOLDINGS CORP COM 700666100 25 745 SH   DFND 01,02 0 745 0
PARK STERLING CORP COM 70086Y105 22 3,827 SH   DFND 01,02 0 3,827 0
PARKER DRILLING CO COM 701081101 4,813 966,387 SH   DFND 01,02 0 10,235 956,152
PARKER DRILLING CO COM 701081101 1 200 SH   DFND 01,16 0 0 200
PARKER HANNIFIN CORP COM 701094104 201,869 2,116,021 SH   DFND 01,02 0 899,843 1,216,178
PARKER HANNIFIN CORP COM 701094104 388 4,066 SH   DFND 01,03 0 4,066 0
PARKER HANNIFIN CORP COM 701094104 168 1,761 SH   DFND 01,16 0 0 1,761
PARKERVISION INC COM 701354102 25 5,518 SH   DFND 01,02 0 5,518 0
PARKWAY PROPERTIES INC COM 70159Q104 2,640 157,479 SH   DFND 01,02 0 4,513 152,966
PARKWAY PROPERTIES INC COM 70159Q104 0 27 SH   DFND 01,16 0 0 27
PARTNER COMMUNICATIONS-ADR COM 70211M109 8 1,299 SH   DFND 01,02 0 0 1,299
PATRICK INDUSTRIES INC COM 703343103 9 416 SH   DFND 01,02 0 416 0
PATRIOT COAL CORP COM 70336T104 0 2,613 SH   DFND 01,02 0 2,613 0
PATRIOT COAL CORP COM 70336T104 0 540 SH   DFND 01,16 0 0 540
PATRIOT COAL CORP CONV BND 70336TAA2 12 115,000 PRN   DFND 01,02 0 0 115,000
PATRIOT TRANSPORTATION HLDG COM 70337B102 16 528 SH   DFND 01,02 0 528 0
PATRIOT TRANSPORTATION HLDG COM 70337B102 27 900 SH   DFND 01,16 0 0 900
PATTERSON COS INC COM 703395103 20,509 545,453 SH   DFND 01,02 0 9,769 535,684
PATTERSON COS INC COM 703395103 86 2,276 SH   DFND 01,03 0 2,276 0
PATTERSON COS INC COM 703395103 2 61 SH   DFND 01,16 0 0 61
PATTERSON-UTI ENERGY INC COM 703481101 29,514 1,524,899 SH   DFND 01,02 0 792,806 732,093
PATTERSON-UTI ENERGY INC COM 703481101 15 776 SH   DFND 01,16 0 0 776
PAX MSCI EAFE COM 70422P206 465 18,015 SH   DFND 01,16 0 0 18,015
PAYCHEX INC COM 704326107 40,538 1,110,112 SH   DFND 01,02 0 111,106 999,006
PAYCHEX INC COM 704326107 346 9,466 SH   DFND 01,03 0 9,466 0
PAYCHEX INC COM 704326107 667 18,263 SH   DFND 01,16 0 0 18,263
PEABODY ENERGY CORP COM 704549104 24,494 1,673,090 SH   DFND 01,02 0 213,291 1,459,799
PEABODY ENERGY CORP COM 704549104 108 7,343 SH   DFND 01,03 0 7,343 0
PEABODY ENERGY CORP COM 704549104 29 1,974 SH   DFND 01,16 0 0 1,974
PEABODY ENERGY CORP CONV BND 704549AG9 22 32,000 PRN   DFND 01,02 0 0 32,000
PCCW LTD-ADR COM 70454G207 17 3,560 SH   DFND 01,02 0 0 3,560
PDG REALTY SA-SPON ADR COM 70454K109 1 546 SH   DFND 01,02 0 546 0
PEAPACK GLADSTONE FINL CORP COM 704699107 10 561 SH   DFND 01,02 0 561 0
PEARSON PLC-SPONSORED ADR COM 705015105 47 2,605 SH   DFND 01,02 0 2,605 0
PEARSON PLC-SPONSORED ADR COM 705015105 11 600 SH   DFND 01,16 0 0 600
PEBBLEBROOK HOTEL TRUST COM 70509V100 112 4,312 SH   DFND 01,02 0 4,312 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 14 523 SH   DFND 01,16 0 0 523
PEGASYSTEMS INC COM 705573103 687 20,749 SH   DFND 01,02 0 4,349 16,400
PEMBINA PIPELINE CORP COM 706327103 14 450 SH   DFND 01,16 0 0 450
PENDRELL CORP COM 70686R104 26 10,095 SH   DFND 01,02 0 10,095 0
PENFORD CORP COM 707051108 10 749 SH   DFND 01,02 0 749 0
PENGROWTH ENERGY CORP COM 70706P104 13 2,552 SH   DFND 01,16 0 0 2,552
PENN NATIONAL GAMING INC COM 707569109 25,174 476,214 SH   DFND 01,02 0 66,928 409,286
PENN NATIONAL GAMING INC COM 707569109 18 331 SH   DFND 01,16 0 0 331
PENN VIRGINIA CORP COM 707882106 963 204,867 SH   DFND 01,02 0 5,067 199,800
PENN VIRGINIA CORP CONV PRF 707882205 2,935 30,000 SH   DFND 01,02 0 0 30,000
PENN WEST PETROLEUM LTD COM 707887105 9 880 SH   DFND 01,02 0 880 0
PENN WEST PETROLEUM LTD COM 707887105 34 3,196 SH   DFND 01,16 0 0 3,196
PENNANTPARK INVESTMENT CORP COM 708062104 48 4,357 SH   DFND 01,02 0 4,357 0
PENNANTPARK INVESTMENT CORP COM 708062104 6 520 SH   DFND 01,16 0 0 520
PENNANTPARK FLOATING RATE CA COM 70806A106 9 642 SH   DFND 01,02 0 642 0
J.C. PENNEY CO INC COM 708160106 775 45,263 SH   DFND 01,02 0 16,995 28,268
J.C. PENNEY CO INC COM 708160106 67 3,901 SH   DFND 01,03 0 3,901 0
J.C. PENNEY CO INC COM 708160106 19 1,116 SH   DFND 01,16 0 0 1,116
PENNS WOODS BANCORP INC COM 708430103 11 259 SH   DFND 01,02 0 259 0
PENN REAL ESTATE INVEST TST COM 709102107 4,572 242,126 SH   DFND 01,02 0 13,712 228,414
PENNSYLVANIA REAL EST PRF 709102404 33 1,250 SH   DFND 01,16 0 0 1,250
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 11,925 566,547 SH   DFND 01,02 0 56,087 510,460
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 17 797 SH   DFND 01,02 0 797 0
PENSECO FINANCIAL SVCS COM 709570105 17 400 SH   DFND 01,16 0 0 400
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 25,755 843,354 SH   DFND 01,02 0 350,997 492,357
PEOPLES BANCORP INC COM 709789101 18 873 SH   DFND 01,02 0 873 0
PEOPLE'S UNITED FINANCIAL COM 712704105 101,850 6,835,554 SH   DFND 01,02 0 3,687,797 3,147,757
PEOPLE'S UNITED FINANCIAL COM 712704105 138 9,232 SH   DFND 01,03 0 9,232 0
PEOPLE'S UNITED FINANCIAL COM 712704105 272 18,237 SH   DFND 01,16 0 0 18,237
PEP BOYS-MANNY MOE & JACK COM 713278109 6,923 597,867 SH   DFND 01,02 0 115,375 482,492
PEPCO HOLDINGS INC COM 713291102 5,074 251,757 SH   DFND 01,02 0 181,436 70,321
PEPCO HOLDINGS INC COM 713291102 137 6,771 SH   DFND 01,03 0 6,771 0
PEPCO HOLDINGS INC COM 713291102 88 4,384 SH   DFND 01,16 0 0 4,384
PEPSICO INC COM 713448108 547,615 6,695,391 SH   DFND 01,02 0 3,627,964 3,067,427
PEPSICO INC COM 713448108 3,867 47,281 SH   DFND 01,03 0 47,281 0
PEPSICO INC COM 713448108 1,688 20,637 SH   DFND 01,10 0 0 20,637
PEPSICO INC COM 713448108 3,465 42,361 SH   DFND 01,16 0 0 42,361
PEREGRINE PHARMACEUTICALS COM 713661304 11 8,547 SH   DFND 01,02 0 8,547 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 433 39,679 SH   DFND 01,02 0 39,679 0
PERFECT WORLD CO-SPON ADR COM 71372U104 2 116 SH   DFND 01,02 0 580 0
PERFICIENT INC COM 71375U101 1,658 124,312 SH   DFND 01,02 0 2,124 122,188
PERFICIENT INC COM 71375U101 14 1,070 SH   DFND 01,16 0 0 1,070
PERFUMANIA HOLDINGS INC COM 71376C100 1 170 SH   DFND 01,02 0 170 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 1,696 1,437,591 SH   DFND 01,02 0 916,277 521,314
PERFORMANT FINANCIAL CORP COM 71377E105 30,297 2,614,037 SH   DFND 01,02 0 138,241 2,475,796
PERICOM SEMICONDUCTOR CORP COM 713831105 6,300 884,465 SH   DFND 01,02 0 562,146 322,319
PERKINELMER INC COM 714046109 1,010 31,079 SH   DFND 01,02 0 8,978 22,101
PERKINELMER INC COM 714046109 99 3,049 SH   DFND 01,03 0 3,049 0
PERKINELMER INC COM 714046109 5,057 155,758 SH   DFND 01,10 0 0 155,758
PERKINELMER INC COM 714046109 2 65 SH   DFND 01,16 0 0 65
PERMIAN BASIN ROYALTY COM 714236106 0 15 SH   DFND 01,16 0 0 15
PERNOD-RICARD SA-UNSPON ADR COM 714264207 88 3,932 SH   DFND 01,02 0 3,932 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 4 1,092 SH   DFND 01,02 0 1,092 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 18 5,000 SH   DFND 01,16 0 0 5,000
PERRIGO CO COM 714290103 53,392 441,246 SH   DFND 01,02 0 280,585 160,661
PERRIGO CO COM 714290103 300 2,482 SH   DFND 01,03 0 2,482 0
PERRIGO CO COM 714290103 33 271 SH   DFND 01,16 0 0 271
TELEKOMUNIK INDONESIA-SP ADR COM 715684106 54 1,260 SH   DFND 01,02 0 0 1,260
TELEKOMUNIK INDONESIA-SP ADR COM 715684106 3 80 SH   DFND 01,16 0 0 80
PETMED EXPRESS INC COM 716382106 1,168 92,705 SH   DFND 01,02 0 19,352 73,353
PETROCHINA CO LTD -ADR COM 71646E100 134 1,208 SH   DFND 01,02 0 0 1,208
PETROCHINA CO LTD -ADR COM 71646E100 1 8 SH   DFND 01,16 0 0 8
PETROBRAS ARGENTINA - ADR COM 71646J109 0 1 SH   DFND 01,02 0 1 0
PETROFAC LTD- UNSPON ADR COM 716473103 5 551 SH   DFND 01,02 0 551 0
PETROFAC LTD- UNSPON ADR COM 716473103 3 304 SH   DFND 01,16 0 0 304
PETROLEUM & RESOURCES COM 716549100 26 1,014 SH   DFND 01,16 0 0 1,014
PETROLEO BRASILEIRO-SPON ADR COM 71654V101 87 5,624 SH   DFND 01,02 0 0 5,624
PETROLEO BRASILEIRO-SPON ADR COM 71654V101 83,094 5,679,589 SH   DFND 01,10 0 0 5,679,589
PETROLEO BRASILEIRO-SPON ADR COM 71654V101 2 164 SH   DFND 01,16 0 0 164
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 93 6,805 SH   DFND 01,02 0 6,805 0
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 6,730 501,487 SH   DFND 01,02,10 0 0 501,487
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 2,092 156,092 SH   DFND 01,10 0 0 156,092
PETROLEO BRASILEIRO S.A.-ADR COM 71654V408 200 14,947 SH   DFND 01,16 0 0 14,947
PETROLEUM GEO-SERVICES-ADR COM 716599105 7 599 SH   DFND 01,02 0 599 0
PETROLEUM GEO-SERVICES-ADR COM 716599105 2 157 SH   DFND 01,16 0 0 157
PETROQUEST ENERGY INC COM 716748108 871 220,041 SH   DFND 01,02 0 13,191 206,850
PETSMART INC COM 716768106 31,122 464,559 SH   DFND 01,02 0 258,127 206,432
PETSMART INC COM 716768106 193 2,878 SH   DFND 01,03 0 2,878 0
PETSMART INC COM 716768106 49 730 SH   DFND 01,16 0 0 730
PETROSONIC ENERGY INC COM 71676J102 4 5,000 SH   DFND 01,16 0 0 5,000
PEUGEOT SA-SPONSORED ADR COM 716825500 5 630 SH   DFND 01,02 0 630 0
PHARMACYCLICS INC COM 716933106 26,114 328,570 SH   DFND 01,02 0 267,954 60,616
PHARMACYCLICS INC COM 716933106 46 584 SH   DFND 01,03 0 584 0
PEYTO EXPLORATION & DEV COM 717046106 65 2,217 SH   DFND 01,16 0 0 2,217
PFIZER INC COM 717081103 1,357,283 48,456,911 SH   DFND 01,02 0 17,958,132 30,498,779
PFIZER INC COM 717081103 7,610 271,693 SH   DFND 01,02,10 0 0 271,693
PFIZER INC COM 717081103 5,520 197,070 SH   DFND 01,03 0 197,070 0
PFIZER INC COM 717081103 454,666 16,209,206 SH   DFND 01,10 0 3,381,238 12,827,968
PFIZER INC COM 717081103 6,193 221,112 SH   DFND 01,16 0 0 221,112
PHARMERICA CORP COM 71714F104 4,195 302,674 SH   DFND 01,02 0 65,580 237,094
PHARMERICA CORP COM 71714F104 0 24 SH   DFND 01,16 0 0 24
PHARMAGEN INC COM 71715W106 1 27,550 SH   DFND 01,16 0 0 27,550
PHILIP MORRIS INTERNATIONAL COM 718172109 1,198,964 13,839,974 SH   DFND 01,02 0 7,656,123 6,183,851
PHILIP MORRIS INTERNATIONAL COM 718172109 3,458 39,924 SH   DFND 01,02,10 0 0 39,924
PHILIP MORRIS INTERNATIONAL COM 718172109 4,400 50,804 SH   DFND 01,03 0 50,804 0
PHILIP MORRIS INTERNATIONAL COM 718172109 108,915 1,258,244 SH   DFND 01,10 0 178,267 1,079,977
PHILIP MORRIS INTERNATIONAL COM 718172109 6,179 71,209 SH   DFND 01,16 0 0 71,209
PHILIPPINE LONG DIST -SP ADR COM 718252604 45 658 SH   DFND 01,02 0 657 1
PHILIPPINE LONG DIST -SP ADR COM 718252604 8,971 132,200 SH   DFND 01,10 0 0 132,200
PHILLIPS 66 COM 718546104 163,958 2,783,154 SH   DFND 01,02 0 1,415,680 1,367,474
PHILLIPS 66 COM 718546104 993 16,864 SH   DFND 01,03 0 16,864 0
PHILLIPS 66 COM 718546104 87,212 1,480,420 SH   DFND 01,10 0 171,713 1,308,707
PHILLIPS 66 COM 718546104 1,440 24,440 SH   DFND 01,16 0 0 24,440
PHOENIX COMPANIES INC PRF 71902E208 3 106 SH   DFND 01,16 0 0 106
PHOENIX COMPANIES INC COM 71902E604 587 13,648 SH   DFND 01,02 0 6,348 7,300
PHOENIX COMPANIES INC COM 71902E604 2 50 SH   DFND 01,16 0 0 50
PHOENIX NEW MEDIA LTD -ADR COM 71910C103 0 21 SH   DFND 01,02 0 168 0
PHOTOMEDEX INC COM 719358301 14 874 SH   DFND 01,02 0 874 0
PHOTRONICS INC COM 719405102 10,594 1,314,295 SH   DFND 01,02 0 4,896 1,309,399
PIEDMONT NATURAL GAS CO COM 720186105 10,946 324,415 SH   DFND 01,02 0 6,757 317,658
PIEDMONT NATURAL GAS CO COM 720186105 210 6,152 SH   DFND 01,16 0 0 6,152
PIEDMONT OFFICE REALTY TRU-A COM 720190206 38 2,140 SH   DFND 01,02 0 2,140 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 31 1,710 SH   DFND 01,16 0 0 1,710
PIER 1 IMPORTS INC COM 720279108 55,991 2,383,615 SH   DFND 01,02 0 1,517,384 866,231
PIER 1 IMPORTS INC COM 720279108 5 200 SH   DFND 01,16 0 0 200
PIKE ELECTRIC CORP COM 721283109 1,730 140,617 SH   DFND 01,02 0 1,617 139,000
PIKE ELECTRIC CORP COM 721283109 11 882 SH   DFND 01,16 0 0 882
PILGRIM'S PRIDE CORP COM 72147K108 878 58,758 SH   DFND 01,02 0 14,058 44,700
PIMCO MUNICIPAL INCOME COM 72200R107 40 3,125 SH   DFND 01,16 0 0 3,125
PIMCO CORPORATE & INCM COM 72200U100 363 20,815 SH   DFND 01,16 0 0 20,815
PIMCO STRATEGIC GLOBAL COM 72200X104 253 24,188 SH   DFND 01,16 0 0 24,188
PIMCO GLOBAL STOCKPLUS * COM 722011103 43 2,000 SH   DFND 01,16 0 0 2,000
PIMCO HIGH INCOME FUND COM 722014107 244 20,833 SH   DFND 01,16 0 0 20,833
PIMCO MUNICIPAL INCOME COM 72201A103 19 1,725 SH   DFND 01,16 0 0 1,725
PIMCO CORPORATE & INCM COM 72201B101 273 13,973 SH   DFND 01,16 0 0 13,973
PIMCO INCOME STRATEGY COM 72201H108 105 8,138 SH   DFND 01,16 0 0 8,138
PIMCO INCOME STRATEGY COM 72201J104 17 1,600 SH   DFND 01,16 0 0 1,600
PIMCO 1-5 YR U S TIPS COM 72201R205 1,749 33,201 SH   DFND 01,16 0 0 33,201
PIMCO 15+ YR U S TIPS COM 72201R304 6 100 SH   DFND 01,16 0 0 100
PIMCO BROAD U S TIPS COM 72201R403 14 255 SH   DFND 01,16 0 0 255
PIMCO 7-15 YR U S COM 72201R700 37 447 SH   DFND 01,16 0 0 447
PIMCO AUSTRALIA BOND COM 72201R742 9 104 SH   DFND 01,16 0 0 104
PIMCO CANADA BOND COM 72201R759 104 1,112 SH   DFND 01,16 0 0 1,112
PIMCO TOTAL RETURN ETF COM 72201R775 26 245 SH   DFND 01,16 0 0 245
PIMCO 0-5 YR HIGH YIELD COM 72201R783 76,986 749,690 SH   DFND 01,16 0 0 749,690
PIMCO INVESTMENT GRADE COM 72201R817 71 704 SH   DFND 01,16 0 0 704
PIMCO ENHANCED SHORT COM 72201R833 21 201 SH   DFND 01,16 0 0 201
PIMCO INCOME OPPORTUNITY COM 72202B100 32 1,119 SH   DFND 01,16 0 0 1,119
PIMCO DYNAMIC CREDIT COM 72202D106 18 800 SH   DFND 01,16 0 0 800
PING AN INSURANCE-ADR COM 72341E304 59 4,353 SH   DFND 01,02 0 0 4,353
PINNACLE ENTERTAINMENT INC COM 723456109 8,891 451,931 SH   DFND 01,02 0 5,141 446,790
PINNACLE FINANCIAL PARTNERS COM 72346Q104 3,204 124,603 SH   DFND 01,02 0 4,120 120,483
PINNACLE WEST CAPITAL COM 723484101 4,470 80,586 SH   DFND 01,02 0 50,980 29,606
PINNACLE WEST CAPITAL COM 723484101 166 2,993 SH   DFND 01,03 0 2,993 0
PINNACLE WEST CAPITAL COM 723484101 24 440 SH   DFND 01,16 0 0 440
PINNACLE FOODS INC COM 72348P104 4,284 177,375 SH   DFND 01,02 0 0 177,375
PINNACLE FOODS INC COM 72348P104 7,374 305,322 SH   DFND 01,10 0 0 305,322
PIONEER ENERGY SERVICES CORP COM 723664108 4,447 671,643 SH   DFND 01,02 0 242,575 429,068
PIONEER HIGH INCOME COM 72369H106 296 17,750 SH   DFND 01,16 0 0 17,750
PIONEER FLOATING RATE * COM 72369J102 159 12,043 SH   DFND 01,16 0 0 12,043
PIONEER MUNICIPAL HIGH COM 723762100 148 10,039 SH   DFND 01,16 0 0 10,039
PIONEER MUNICIPAL HIGH * COM 723763108 227 15,143 SH   DFND 01,16 0 0 15,143
PIONEER NATURAL RESOURCES CO COM 723787107 119,619 826,392 SH   DFND 01,02 0 160,866 665,526
PIONEER NATURAL RESOURCES CO COM 723787107 538 3,718 SH   DFND 01,03 0 3,718 0
PIONEER NATURAL RESOURCES CO COM 723787107 35 245 SH   DFND 01,16 0 0 245
PIPER JAFFRAY COS COM 724078100 4,211 133,217 SH   DFND 01,02 0 71,387 61,830
PIPER JAFFRAY COS COM 724078100 0 14 SH   DFND 01,16 0 0 14
PITNEY BOWES INC COM 724479100 1,504 102,457 SH   DFND 01,02 0 30,780 71,677
PITNEY BOWES INC COM 724479100 81 5,486 SH   DFND 01,03 0 5,486 0
PITNEY BOWES INC COM 724479100 727 49,548 SH   DFND 01,16 0 0 49,548
PLAINS ALL AMER PIPELINE LP LP 726503105 2 30 SH   DFND 01,02 0 30 0
PLAINS ALL AMER PIPELINE LP LP 726503105 1,000 17,914 SH   DFND 01,16 0 0 17,914
PLANET SIGNAL INC COM 727063109 0 15,000 SH   DFND 01,16 0 0 15,000
PLANTRONICS INC COM 727493108 32,522 740,512 SH   DFND 01,02 0 302,072 438,440
PLANTRONICS INC COM 727493108 3 76 SH   DFND 01,16 0 0 76
PLEXUS CORP COM 729132100 47,069 1,574,675 SH   DFND 01,02 0 658,733 915,942
PLEXUS CORP COM 729132100 90 2,995 SH   DFND 01,16 0 0 2,995
PLUG POWER INC NEW COM 72919P202 0 12 SH   DFND 01,16 0 0 12
PLUM CREEK TIMBER CO COM 729251108 24,718 529,623 SH   DFND 01,02 0 399,107 130,516
PLUM CREEK TIMBER CO COM 729251108 212 4,542 SH   DFND 01,03 0 4,542 0
PLUM CREEK TIMBER CO COM 729251108 125 2,680 SH   DFND 01,10 0 0 2,680
PLUM CREEK TIMBER CO COM 729251108 59 1,265 SH   DFND 01,16 0 0 1,265
PLY GEM HOLDINGS INC COM 72941W100 20 984 SH   DFND 01,02 0 984 0
POLARIS INDUSTRIES INC COM 731068102 55,540 584,640 SH   DFND 01,02 0 369,342 215,298
POLARIS INDUSTRIES INC COM 731068102 230 2,418 SH   DFND 01,03 0 2,418 0
POLARIS INDUSTRIES INC COM 731068102 50 522 SH   DFND 01,16 0 0 522
POLYCOM INC COM 73172K104 4,136 392,449 SH   DFND 01,02 0 32,659 359,790
POLYCOM INC COM 73172K104 5 470 SH   DFND 01,16 0 0 470
POLYONE CORPORATION COM 73179P106 34,293 1,383,938 SH   DFND 01,02 0 13,006 1,370,932
POLYONE CORPORATION COM 73179P106 1 29 SH   DFND 01,16 0 0 29
POLYPORE INTERNATIONAL INC COM 73179V103 3,983 98,834 SH   DFND 01,02 0 7,834 91,000
POLYUS GOLD INTL -SPN GDR COM 73180Y203 1 196 SH   DFND 01,02 0 196 0
POOL CORP COM 73278L105 15,986 305,001 SH   DFND 01,02 0 3,734 301,267
POOL CORP COM 73278L105 14 276 SH   DFND 01,16 0 0 276
POPULAR INC COM 733174700 1,126 37,117 SH   DFND 01,02 0 22,901 14,216
POPULAR INC COM 733174700 3 114 SH   DFND 01,16 0 0 114
PORSCHE AUTOMOBIL-UNSP ADR COM 73328P106 22 2,857 SH   DFND 01,02 0 2,857 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 36,595 238,207 SH   DFND 01,02 0 148,364 89,843
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 129 841 SH   DFND 01,03 0 841 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 6 36 SH   DFND 01,16 0 0 36
PORTLAND GENERAL ELECTRIC CO COM 736508847 28,119 919,054 SH   DFND 01,02 0 687,134 231,920
PORTLAND GENERAL ELECTRIC CO COM 736508847 11 357 SH   DFND 01,16 0 0 357
PORTOLA PHARMACEUTICALS INC COM 737010108 15 604 SH   DFND 01,02 0 604 0
PORTUGAL TELECOM SGPS-SP ADR COM 737273102 5 1,239 SH   DFND 01,02 0 0 1,239
POSITIVEID CORP NEW COM 73740J308 0 200 SH   DFND 01,16 0 0 200
POST HOLDINGS INC COM 737446104 17,940 410,890 SH   DFND 01,02 0 71,909 338,981
POST HOLDINGS INC COM 737446104 0 1 SH   DFND 01,16 0 0 1
POST HOLDINGS INC CONV PRF 737446203 14,040 129,200 SH   DFND 01,02 0 0 129,200
POST PROPERTIES INC COM 737464107 25,357 512,351 SH   DFND 01,02 0 308,352 203,999
POST PROPERTIES INC COM 737464107 6 91 SH   DFND 01,16 0 0 91
POSTNL NV-ADR COM 73753A103 2 879 SH   DFND 01,02 0 879 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 20,073 526,430 SH   DFND 01,02 0 3,180 523,250
POTASH CORP OF SASKATCHEWAN COM 73755L107 278 7,281 SH   DFND 01,16 0 0 7,281
POTLATCH CORP COM 737630103 15,345 379,486 SH   DFND 01,02 0 240,069 139,417
POWELL INDUSTRIES INC COM 739128106 2,392 46,302 SH   DFND 01,02 0 13,137 33,165
POWER ASSETS HLDGS-SPON ADR COM 739197200 26 3,032 SH   DFND 01,02 0 3,032 0
POWER INTEGRATIONS INC COM 739276103 5,103 125,804 SH   DFND 01,02 0 20,120 105,684
POWER INTEGRATIONS INC COM 739276103 1 36 SH   DFND 01,16 0 0 36
POWER FINANCIAL CORP COM 73927C100 3 90 SH   DFND 01,02 0 90 0
POWER-ONE INC COM 73930R102 30 4,849 SH   DFND 01,02 0 4,849 0
POWER-ONE INC COM 73930R102 5 785 SH   DFND 01,16 0 0 785
POWER SOLUTIONS INTERNATIONA COM 73933G202 7 200 SH   DFND 01,02 0 200 0
POWERSHARES QQQ ETF COM 73935A104 11,654 163,633 SH   DFND 01,16 0 0 163,633
POWERSHARES INDIA ETF COM 73935L100 61 3,664 SH   DFND 01,16 0 0 3,664
POWERSHARES DB COM 73935S105 2,213 88,043 SH   DFND 01,16 0 0 88,043
POWERSHARES DYNAMIC COM 73935X104 797 14,209 SH   DFND 01,16 0 0 14,209
POWERSHARES DWA COM 73935X153 4,577 146,550 SH   DFND 01,16 0 0 146,550
POWERSHARES WILDERHILL COM 73935X161 26 971 SH   DFND 01,16 0 0 971
POWERSHARES GLOBAL COM 73935X195 1,095 100,366 SH   DFND 01,16 0 0 100,366
POWERSHARES FINANCIAL COM 73935X229 1,535 85,823 SH   DFND 01,16 0 0 85,823
POWERSHARES COM 73935X278 14 559 SH   DFND 01,16 0 0 559
POWERSHARES DYNAMIC COM 73935X286 2,297 64,621 SH   DFND 01,16 0 0 64,621
POWERSHARES HIGH YIELD COM 73935X302 276 25,705 SH   DFND 01,16 0 0 25,705
POWERSHARES DYNAMIC COM 73935X385 77 1,626 SH   DFND 01,16 0 0 1,626
POWERSHARES DYNAMIC COM 73935X393 64 1,596 SH   DFND 01,16 0 0 1,596
POWERSHARES GOLDEN COM 73935X401 233 11,075 SH   DFND 01,16 0 0 11,075
POWERSHARES FUNDAMENTAL COM 73935X435 1 37 SH   DFND 01,16 0 0 37
POWERSHARES FUNDAMENTAL COM 73935X443 470 15,214 SH   DFND 01,16 0 0 15,214
POWERSHARES FUNDAMENTAL COM 73935X450 316 10,008 SH   DFND 01,16 0 0 10,008
POWERSHARES DYNAMIC COM 73935X468 52 1,605 SH   DFND 01,16 0 0 1,605
POWERSHARES WILDERHILL COM 73935X500 10 1,850 SH   DFND 01,16 0 0 1,850
POWERSHARES FTSE RAFI US1500 COM 73935X567 35 428 SH   DFND 01,02 0 428 0
POWERSHARES FTSE RAFI US1500 COM 73935X567 1,141 14,084 SH   DFND 01,16 0 0 14,084
POWERSHARES WATER COM 73935X575 228 10,340 SH   DFND 01,16 0 0 10,340
POWERSHARES FTSE RAFI US 1K COM 73935X583 34 475 SH   DFND 01,02 0 475 0
POWERSHARES FTSE RAFI US 1K COM 73935X583 1,571 21,813 SH   DFND 01,16 0 0 21,813
POWERSHARES DYNAMIC COM 73935X609 117 5,446 SH   DFND 01,16 0 0 5,446
POWERSHARES DYNAMIC COM 73935X625 14 600 SH   DFND 01,16 0 0 600
POWERSHARES LUX COM 73935X633 3 500 SH   DFND 01,16 0 0 500
POWERSHARES DYNAMIC COM 73935X658 223 7,562 SH   DFND 01,16 0 0 7,562
POWERSHARES DYNAMIC COM 73935X666 11 603 SH   DFND 01,16 0 0 603
POWERSHARES S&P 500 COM 73935X682 12 657 SH   DFND 01,16 0 0 657
POWERSHARES DYNAMIC COM 73935X708 157 6,203 SH   DFND 01,16 0 0 6,203
POWERSHARES INTL COM 73935X716 2,171 133,094 SH   DFND 01,16 0 0 133,094
POWERSHARES DIVIDEND COM 73935X732 373 20,720 SH   DFND 01,16 0 0 20,720
POWERSHARES ZACKS COM 73935X740 17 1,184 SH   DFND 01,16 0 0 1,184
POWERSHARES DYNAMIC COM 73935X773 11 369 SH   DFND 01,16 0 0 369
POWERSHARES DYNAMIC COM 73935X799 8,112 192,864 SH   DFND 01,16 0 0 192,864
POWERSHARES FUNDAMENTAL COM 73935X807 289 11,171 SH   DFND 01,16 0 0 11,171
POWERSHARES DYNAMIC COM 73935X849 64 2,605 SH   DFND 01,16 0 0 2,605
POWERSHARES FUNDAMENTAL COM 73935X864 27 1,317 SH   DFND 01,16 0 0 1,317
POWERSHARES FUNDAMENTAL COM 73935X872 19 950 SH   DFND 01,16 0 0 950
POWERSHARES FUNDAMENTAL COM 73935X880 46 2,157 SH   DFND 01,16 0 0 2,157
POWERSHARES DB G10 COM 73935Y102 274 10,790 SH   DFND 01,16 0 0 10,790
POWERWAVE TECHNOLOGIES INC CONV BND 739363AF6 21 4,200,000 PRN   DFND 01,02 0 0 4,200,000
POWERSHARES COM 73936B101 645 23,721 SH   DFND 01,16 0 0 23,721
POWERSHARES DB MULTI COM 73936B200 191 4,723 SH   DFND 01,16 0 0 4,723
POWERSHARES DB MULTI COM 73936B309 9 286 SH   DFND 01,16 0 0 286
POWERSHARES COM 73936B408 84 3,359 SH   DFND 01,16 0 0 3,359
POWERSHARES DB MULTI COM 73936B507 17 651 SH   DFND 01,16 0 0 651
POWERSHARES DB GOLD FUND COM 73936B606 128 3,078 SH   DFND 01,02 0 3,078 0
POWERSHARES DB GOLD FUND COM 73936B606 11 255 SH   DFND 01,16 0 0 255
POWERSHARES DB MULTI COM 73936B705 30 1,839 SH   DFND 01,16 0 0 1,839
POWERSHARES DB U S COM 73936D107 5,016 222,343 SH   DFND 01,16 0 0 222,343
POWERSHARES DB U S COM 73936D206 27 1,035 SH   DFND 01,16 0 0 1,035
POWERSHARES S&P 500 COM 73936G308 255 12,675 SH   DFND 01,16 0 0 12,675
POWERSECURE INTERNATIONAL IN COM 73936N105 931 61,904 SH   DFND 01,02 0 61,904 0
POWERSHARES DWA COM 73936Q108 1,654 78,381 SH   DFND 01,16 0 0 78,381
POWERSHARES DWA COM 73936Q207 578 32,080 SH   DFND 01,16 0 0 32,080
POWERSHARES DWA SMALL COM 73936Q744 543 16,674 SH   DFND 01,16 0 0 16,674
POWERSHARES SENIOR LOAN COM 73936Q769 4,356 176,058 SH   DFND 01,16 0 0 176,058
POWERSHARES KBW HIGH COM 73936Q793 1,247 50,174 SH   DFND 01,16 0 0 50,174
POWERSHARES KBW PREMIUM COM 73936Q819 189 6,075 SH   DFND 01,16 0 0 6,075
POWERSHARES INTL COM 73936Q835 21 750 SH   DFND 01,16 0 0 750
POWERSHARES CEF INCOME COM 73936Q843 524 21,278 SH   DFND 01,16 0 0 21,278
POWERSHARES GLOBAL GOLD COM 73936Q876 216 10,892 SH   DFND 01,16 0 0 10,892
POWERSHARES INSURED COM 73936T474 1,780 73,751 SH   DFND 01,16 0 0 73,751
POWERSHARES FUNDAMENTAL COM 73936T557 698 37,431 SH   DFND 01,16 0 0 37,431
POWERSHARES COM 73936T565 5,373 376,444 SH   DFND 01,16 0 0 376,444
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PROCERA NETWORKS INC COM 74269U203 1,049 76,346 SH   DFND 01,02 0 1,406 74,940
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PUMA BIOTECHNOLOGY INC COM 74587V107 5,531 124,621 SH   DFND 01,02 0 119,925 4,696
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PZENA INVESTMENT MANAGM-CL A COM 74731Q103 19 2,832 SH   DFND 01,02 0 2,832 0
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QIWI PLC-SPONSORED ADR COM 74735M108 4,628 199,470 SH   DFND 01,02,10 0 0 199,470
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RLJ LODGING TRUST COM 74965L101 9,167 407,603 SH   DFND 01,02 0 283,123 124,480
RPC INC COM 749660106 5,130 371,461 SH   DFND 01,02 0 461 371,000
RPM INTERNATIONAL INC COM 749685103 75,331 2,358,438 SH   DFND 01,02 0 1,600,122 758,316
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RPX CORP COM 74972G103 1,957 116,474 SH   DFND 01,02 0 2,319 114,155
RTI INTERNATIONAL METALS INC COM 74973W107 4,792 172,952 SH   DFND 01,02 0 7,559 165,393
RWE AKTIENGESELLSCHAF-SP ADR COM 74975E303 48 1,518 SH   DFND 01,02 0 1,518 0
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RXI PHARMACEUTICALS CORP COM 74979C105 0 49 SH   DFND 01,16 0 0 49
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RADIOSHACK CORP COM 750438103 5,532 1,750,603 SH   DFND 01,02 0 16,137 1,734,466
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RADISYS CORP COM 750459109 1,403 291,623 SH   DFND 01,02 0 207,086 84,537
RADNET INC COM 750491102 2 650 SH   DFND 01,02 0 650 0
RAMBUS INC COM 750917106 993 115,530 SH   DFND 01,02 0 115,530 0
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RALPH LAUREN CORP COM 751212101 36,084 207,675 SH   DFND 01,02 0 31,034 176,641
RALPH LAUREN CORP COM 751212101 288 1,659 SH   DFND 01,03 0 1,659 0
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RAND LOGISTICS INC COM 752182105 8,291 1,615,938 SH   DFND 01,02 0 1,118,767 497,171
RANDGOLD RESOURCES LTD-ADR COM 752344309 39 612 SH   DFND 01,02 0 0 612
RANDGOLD RESOURCES LTD-ADR COM 752344309 5 72 SH   DFND 01,16 0 0 72
RANDSTAD HOLDING-UNSP ADR COM 75279Q108 8 385 SH   DFND 01,02 0 385 0
RANGE RESOURCES CORP COM 75281A109 68,363 884,179 SH   DFND 01,02 0 54,036 830,143
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RAPTOR PHARMACEUTICAL CORP COM 75382F106 1,752 187,424 SH   DFND 01,02 0 105,024 82,400
RASER TECHNOLOGIES COM 754055101 0 750 SH   DFND 01,16 0 0 750
RAVEN INDUSTRIES INC COM 754212108 3,986 132,967 SH   DFND 01,02 0 132,967 0
RAYMOND JAMES FINANCIAL INC COM 754730109 72,745 1,692,484 SH   DFND 01,02 0 187,758 1,504,726
RAYMOND JAMES FINANCIAL INC COM 754730109 2 55 SH   DFND 01,16 0 0 55
RAYONIER INC COM 754907103 140,257 2,532,142 SH   DFND 01,02 0 672,026 1,860,116
RAYONIER INC COM 754907103 124 2,237 SH   DFND 01,03 0 2,237 0
RAYONIER INC COM 754907103 7,479 135,027 SH   DFND 01,10 0 0 135,027
RAYONIER INC COM 754907103 180 3,256 SH   DFND 01,16 0 0 3,256
RAYSTREAM INC COM 75509Q100 0 5,250 SH   DFND 01,16 0 0 5,250
RAYTHEON COMPANY COM 755111507 319,900 4,838,207 SH   DFND 01,02 0 1,967,228 2,870,979
RAYTHEON COMPANY COM 755111507 585 8,841 SH   DFND 01,03 0 8,841 0
RAYTHEON COMPANY COM 755111507 148 2,245 SH   DFND 01,16 0 0 2,245
RBC BEARINGS INC COM 75524B104 83 1,599 SH   DFND 01,02 0 1,599 0
RBC BEARINGS INC COM 75524B104 3 67 SH   DFND 01,16 0 0 67
REACHLOCAL INC COM 75525F104 29 2,328 SH   DFND 01,02 0 2,328 0
REACHLOCAL INC COM 75525F104 2 200 SH   DFND 01,16 0 0 200
READING INTERNATIONAL INC-A COM 755408101 7 1,087 SH   DFND 01,02 0 0 1,087
REALD INC COM 75604L105 44 3,172 SH   DFND 01,02 0 3,172 0
REALNETWORKS INC COM 75605L708 11 1,420 SH   DFND 01,02 0 1,420 0
REALOGY HOLDINGS CORP COM 75605Y106 12 245 SH   DFND 01,02 0 245 0
REALOGY HOLDINGS CORP COM 75605Y106 7,672 158,177 SH   DFND 01,10 0 158,177 0
REALPAGE INC COM 75606N109 53 2,901 SH   DFND 01,02 0 2,901 0
REALTY INCOME CORP COM 756109104 17,770 423,884 SH   DFND 01,02 0 14,604 409,280
REALTY INCOME CORP COM 756109104 5,595 134,220 SH   DFND 01,16 0 0 134,220
RECEPTOS INC COM 756207106 7 360 SH   DFND 01,02 0 360 0
RECKITT BENCKISER-SPON ADR COM 756255204 231 15,864 SH   DFND 01,02 0 15,864 0
RED ELECTRICA COR-UNSPON ADR COM 756568101 12 1,018 SH   DFND 01,02 0 1,018 0
RED HAT INC COM 756577102 326,205 6,821,608 SH   DFND 01,02 0 6,343,282 478,326
RED HAT INC COM 756577102 5,020 104,974 SH   DFND 01,03 0 104,974 0
RED HAT INC COM 756577102 25 525 SH   DFND 01,16 0 0 525
RED OAK HEREFORD FARMS COM 756790101 0 500 SH   DFND 01,16 0 0 500
RED ROBIN GOURMET BURGERS COM 75689M101 21,423 388,226 SH   DFND 01,02 0 252,357 135,869
RED ROBIN GOURMET BURGERS COM 75689M101 28 500 SH   DFND 01,16 0 0 500
REDIFF.COM INDIA LIMITED-ADR COM 757479100 1 281 SH   DFND 01,02 0 141 0
REDWOOD TRUST INC COM 758075402 8,542 502,444 SH   DFND 01,02 0 478,839 23,605
REDWOOD TRUST INC COM 758075402 67 3,938 SH   DFND 01,03 0 3,938 0
REDWOOD TRUST INC COM 758075402 2,934 172,664 SH   DFND 01,10 0 172,664 0
REDWOOD TRUST INC COM 758075402 1 70 SH   DFND 01,16 0 0 70
REED ELSEVIER NV-SPONS ADR COM 758204200 40 1,197 SH   DFND 01,02 0 1,197 0
REED ELSEVIER PLC-SPONS ADR COM 758205207 64 1,409 SH   DFND 01,02 0 0 1,409
REGAL-BELOIT CORP COM 758750103 53,628 827,113 SH   DFND 01,02 0 438,705 388,408
REGAL-BELOIT CORP COM 758750103 3 53 SH   DFND 01,03 0 53 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 71,425 3,990,245 SH   DFND 01,02 0 210,533 3,779,712
REGAL ENTERTAINMENT GROUP-A COM 758766109 41 2,299 SH   DFND 01,03 0 2,299 0
REGENCY CENTERS CORP COM 758849103 28,111 553,257 SH   DFND 01,02 0 2,566 550,691
REGENCY CENTERS CORP COM 758849103 8 154 SH   DFND 01,16 0 0 154
REGENCY ENERGY PARTNERS COM 75885Y107 60 2,231 SH   DFND 01,16 0 0 2,231
REGENERON PHARMACEUTICALS COM 75886F107 30,563 135,910 SH   DFND 01,02 0 74,233 61,677
REGENERON PHARMACEUTICALS COM 75886F107 472 2,098 SH   DFND 01,03 0 2,098 0
REGENERON PHARMACEUTICALS COM 75886F107 1 5 SH   DFND 01,16 0 0 5
REGENERON PHARMACEUTICALS INC CONV BND 75886FAD9 4,260 1,580,000 PRN   DFND 01,02 0 0 1,580,000
REGIS CORP COM 758932107 6,469 393,915 SH   DFND 01,02 0 4,115 389,800
REGIONAL MANAGEMENT CORP COM 75902K106 10 414 SH   DFND 01,02 0 414 0
REGULUS THERAPEUTICS INC COM 75915K101 5 557 SH   DFND 01,02 0 557 0
REGIONS FINANCIAL CORP COM 7591EP100 36,072 3,784,582 SH   DFND 01,02 0 783,750 3,000,832
REGIONS FINANCIAL CORP COM 7591EP100 367 38,490 SH   DFND 01,03 0 38,490 0
REGIONS FINANCIAL CORP COM 7591EP100 196 20,522 SH   DFND 01,16 0 0 20,522
REINSURANCE GROUP OF AMERICA COM 759351604 86,739 1,255,087 SH   DFND 01,02 0 189,587 1,065,500
REINSURANCE GROUP OF AMERICA COM 759351604 8 110 SH   DFND 01,16 0 0 110
REIS INC COM 75936P105 10 519 SH   DFND 01,02 0 519 0
RELIANCE STEEL & ALUMINUM COM 759509102 40,540 618,362 SH   DFND 01,02 0 45,586 572,776
RELIANCE STEEL & ALUMINUM COM 759509102 91 1,388 SH   DFND 01,16 0 0 1,388
REMY INTERNATIONAL INC COM 759663107 16 873 SH   DFND 01,02 0 873 0
RENASANT CORP COM 75970E107 19,781 812,692 SH   DFND 01,02 0 67,692 745,000
RENESOLA LTD COM 75971T103 4 2,000 SH   DFND 01,16 0 0 2,000
RENEWABLE ENERGY GROUP INC COM 75972A301 19 1,328 SH   DFND 01,02 0 1,328 0
RENREN INC-ADR COM 759892102 0 42 SH   DFND 01,02 0 126 0
REPLIGEN CORP COM 759916109 6,196 751,913 SH   DFND 01,02 0 521,776 230,137
REPLIGEN CORP COM 759916109 4 500 SH   DFND 01,16 0 0 500
RENT-A-CENTER INC COM 76009N100 33,347 888,155 SH   DFND 01,02 0 367,513 520,642
RENT-A-CENTER INC COM 76009N100 5 124 SH   DFND 01,16 0 0 124
RENTECH INC COM 760112102 49 23,101 SH   DFND 01,02 0 23,101 0
RENTECH INC COM 760112102 27 13,000 SH   DFND 01,16 0 0 13,000
RENTRAK CORP COM 760174102 14 721 SH   DFND 01,02 0 721 0
REPSOL SA-SPONSORED ADR COM 76026T205 107 4,967 SH   DFND 01,02 0 0 4,967
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 779 68,683 SH   DFND 01,02 0 19,283 49,400
REPUBLIC BANCORP INC-CLASS A COM 760281204 591 26,974 SH   DFND 01,02 0 4,974 22,000
REPROS THERAPEUTICS INC COM 76028H209 22 1,192 SH   DFND 01,02 0 1,192 0
REPUBLIC SERVICES INC COM 760759100 14,460 425,795 SH   DFND 01,02 0 174,421 251,374
REPUBLIC SERVICES INC COM 760759100 274 8,080 SH   DFND 01,03 0 8,080 0
REPUBLIC SERVICES INC COM 760759100 169 4,979 SH   DFND 01,16 0 0 4,979
RESEARCH FRONTIERS INC COM 760911107 0 100 SH   DFND 01,16 0 0 100
RESEARCH IN MOTION LTD COM 760975102 13 1,271 SH   DFND 01,16 0 0 1,271
RESMED INC COM 761152107 17,131 379,591 SH   DFND 01,02 0 22,656 356,935
RESMED INC COM 761152107 18,009 398,959 SH   DFND 01,10 0 398,959 0
RESMED INC COM 761152107 21 472 SH   DFND 01,16 0 0 472
RESMED INC-CDI COM 761152990 3,747 816,866 SH   DFND 01,02,10 0 0 816,866
RESOLUTE ENERGY CORP COM 76116A108 10,747 1,346,680 SH   DFND 01,02 0 767,298 579,382
RESOLUTE FOREST PRODUCTS COM 76117W109 19,684 1,494,631 SH   DFND 01,02 0 13,272 1,481,359
RESOURCE AMERICA INC-CL A COM 761195205 6 783 SH   DFND 01,02 0 783 0
RESOURCE CAPITAL CORP COM 76120W302 55 8,865 SH   DFND 01,02 0 8,865 0
RESOURCE CAPITAL CORP COM 76120W302 4 621 SH   DFND 01,16 0 0 621
RESOURCES CONNECTION INC COM 76122Q105 3,282 282,925 SH   DFND 01,02 0 13,623 269,302
RESPONSYS INC COM 761248103 34 2,364 SH   DFND 01,02 0 2,364 0
RESPONSYS INC COM 761248103 590 41,318 SH   DFND 01,10 0 41,318 0
RESTORATION HARDWARE HOLDING COM 761283100 3,214 42,842 SH   DFND 01,02 0 14,657 28,185
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 92 6,621 SH   DFND 01,02 0 4,656 1,965
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 1 62 SH   DFND 01,16 0 0 62
RETAIL PROPERTIES OF AME - A COM 76131V202 24 1,730 SH   DFND 01,02 0 1,350 380
RETAIL PROPERTIES OF AME - A COM 76131V202 233 16,333 SH   DFND 01,16 0 0 16,333
RETAIL PROPERTIES AMER * COM 76131V509 50 3,490 SH   DFND 01,16 0 0 3,490
REVENUESHARES COM 761396100 5 147 SH   DFND 01,16 0 0 147
REVENUESHARES COM 761396209 20 525 SH   DFND 01,16 0 0 525
REVENUESHARES SMALL COM 761396308 15 334 SH   DFND 01,16 0 0 334
REVETT MINERALS INC COM 761505205 4 6,930 SH   DFND 01,02 0 6,930 0
REVLON INC-CLASS A COM 761525609 292 13,217 SH   DFND 01,02 0 4,617 8,600
REVOLUTION LIGHTING TECHNOLO COM 76155G107 7 1,849 SH   DFND 01,02 0 1,849 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 20 5,000 SH   DFND 01,16 0 0 5,000
REX ENERGY CORP COM 761565100 10,206 580,471 SH   DFND 01,02 0 580,471 0
REX AMERICAN RESOURCES CORP COM 761624105 15 500 SH   DFND 01,02 0 500 0
REXAM PLC-SPONSORED ADR COM 761655505 18 485 SH   DFND 01,02 0 485 0
REXAM PLC-SPONSORED ADR COM 761655505 17 462 SH   DFND 01,16 0 0 462
REXNORD CORP COM 76169B102 32 1,888 SH   DFND 01,02 0 1,888 0
REYNOLDS AMERICAN INC COM 761713106 44,334 916,057 SH   DFND 01,02 0 56,243 859,814
REYNOLDS AMERICAN INC COM 761713106 419 8,671 SH   DFND 01,03 0 8,671 0
REYNOLDS AMERICAN INC COM 761713106 3,713 76,902 SH   DFND 01,10 0 76,902 0
REYNOLDS AMERICAN INC COM 761713106 458 9,467 SH   DFND 01,16 0 0 9,467
RHODES COMPANIES COM 762356XX6 33 109,053 SH   DFND 01,02 0 0 109,053
RICHARDSON ELEC LTD COM 763165107 41 3,518 SH   DFND 01,02 0 3,518 0
RICK'S CABARET INTL INC COM 765641303 1 75 SH   DFND 01,02 0 75 0
RICOH CO LTD-SPONSORED ADR COM 765658307 36 605 SH   DFND 01,02 0 605 0
RIGEL PHARMACEUTICALS INC COM 766559603 18 5,432 SH   DFND 01,02 0 5,432 0
RIGNET INC COM 766582100 19 738 SH   DFND 01,02 0 738 0
RIMAGE CORP COM 766721104 5 660 SH   DFND 01,02 0 660 0
RIO TINTO PLC-SPON ADR COM 767204100 7,489 182,269 SH   DFND 01,02 0 0 182,269
RIO TINTO PLC-SPON ADR COM 767204100 578 14,071 SH   DFND 01,16 0 0 14,071
RITCHIE BROS AUCTIONEERS COM 767744105 3,904 203,119 SH   DFND 01,02 0 38,450 164,669
RITCHIE BROS AUCTIONEERS COM 767744105 3,364 175,045 SH   DFND 01,10 0 0 175,045
RITCHIE BROS AUCTIONEERS COM 767744105 3 131 SH   DFND 01,16 0 0 131
RITE AID CORP COM 767754104 161 56,529 SH   DFND 01,02 0 56,529 0
RITE AID CORP COM 767754104 16 5,500 SH   DFND 01,16 0 0 5,500
RITE AID CORP CONV BND 767754BU7 212 150,000 PRN   DFND 01,02 0 0 150,000
RIVERBED TECHNOLOGY INC COM 768573107 10,814 695,071 SH   DFND 01,02 0 7,156 687,915
RIVERBED TECHNOLOGY INC COM 768573107 2,364 151,957 SH   DFND 01,02,10 0 0 151,957
RIVERBED TECHNOLOGY INC COM 768573107 92,035 5,918,672 SH   DFND 01,10 0 1,398,762 4,519,910
RMR REAL ESTATE INCOME * COM 76970B101 154 7,625 SH   DFND 01,16 0 0 7,625
ROADRUNNER TRANSPORTATION SY COM 76973Q105 17,663 634,425 SH   DFND 01,02 0 600,335 34,090
ROBERT HALF INTL INC COM 770323103 16,846 506,992 SH   DFND 01,02 0 30,145 476,847
ROBERT HALF INTL INC COM 770323103 126 3,799 SH   DFND 01,03 0 3,799 0
ROBERT HALF INTL INC COM 770323103 11,238 338,198 SH   DFND 01,10 0 0 338,198
ROBERT HALF INTL INC COM 770323103 133 3,998 SH   DFND 01,16 0 0 3,998
ROBOTIC VISION SYSTEM COM 771074309 0 60 SH   DFND 01,16 0 0 60
ROCHE HOLDINGS LTD-SPONS ADR COM 771195104 153,960 2,487,603 SH   DFND 01,02 0 0 2,487,603
ROCHE HOLDINGS LTD-SPONS ADR COM 771195104 69 1,119 SH   DFND 01,03 0 0 1,119
ROCHE HOLDINGS LTD-SPONS ADR COM 771195104 12 197 SH   DFND 01,16 0 0 197
ROCHESTER MEDICAL CORP COM 771497104 10 676 SH   DFND 01,02 0 676 0
ROCHESTER MEDICAL CORP COM 771497104 16 1,100 SH   DFND 01,16 0 0 1,100
ROCK TENN COMPANY -CL A COM 772739207 61,714 617,924 SH   DFND 01,02 0 246,782 371,142
ROCK TENN COMPANY -CL A COM 772739207 184 1,849 SH   DFND 01,03 0 1,849 0
ROCK TENN COMPANY -CL A COM 772739207 5,423 54,326 SH   DFND 01,10 0 0 54,326
ROCK TENN COMPANY -CL A COM 772739207 3 27 SH   DFND 01,16 0 0 27
ROCKWELL AUTOMATION INC COM 773903109 251,584 3,026,021 SH   DFND 01,02 0 833,888 2,192,133
ROCKWELL AUTOMATION INC COM 773903109 322 3,872 SH   DFND 01,03 0 3,872 0
ROCKWELL AUTOMATION INC COM 773903109 59 714 SH   DFND 01,16 0 0 714
ROCKVILLE FINANCIAL INC COM 774188106 25 1,954 SH   DFND 01,02 0 1,954 0
ROCKWELL COLLINS INC COM 774341101 2,966 46,783 SH   DFND 01,02 0 19,996 26,787
ROCKWELL COLLINS INC COM 774341101 234 3,696 SH   DFND 01,03 0 3,696 0
ROCKWELL COLLINS INC COM 774341101 19 300 SH   DFND 01,16 0 0 300
ROCKWELL MEDICAL INC COM 774374102 9 2,447 SH   DFND 01,02 0 2,447 0
ROCKWOOD HOLDINGS INC COM 774415103 141 2,198 SH   DFND 01,02 0 2,198 0
ROCKWOOD HOLDINGS INC COM 774415103 5 75 SH   DFND 01,16 0 0 75
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 11,294 452,872 SH   DFND 01,02 0 28,743 424,129
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1 51 SH   DFND 01,16 0 0 51
ROGERS COMMUNICATIONS INC-B COM 775109200 14,554 371,260 SH   DFND 01,02 0 0 371,260
ROGERS COMMUNICATIONS INC-B COM 775109200 7,205 183,838 SH   DFND 01,10 0 0 183,838
ROGERS COMMUNICATIONS INC-B COM 775109200 17 425 SH   DFND 01,16 0 0 425
ROGERS CORP COM 775133101 24,744 522,969 SH   DFND 01,02 0 213,501 309,468
ROHM CO LTD-UNSPON ADR COM 775376106 39 1,979 SH   DFND 01,02 0 1,979 0
ROHM CO LTD-UNSPON ADR COM 775376106 2 107 SH   DFND 01,16 0 0 107
ROLLINS INC COM 775711104 6,372 246,048 SH   DFND 01,02 0 108,752 137,296
ROLLS-ROYCE HOLDINGS-SP ADR COM 775781206 145 1,682 SH   DFND 01,02 0 0 1,682
ROMA FINANCIAL CORP COM 77581P109 8 455 SH   DFND 01,02 0 455 0
ROOMSTORE INC COM 77638R108 0 737 SH   DFND 01,05 0 0 737
ROPER INDUSTRIES INC COM 776696106 76,351 614,605 SH   DFND 01,02 0 47,957 566,648
ROPER INDUSTRIES INC COM 776696106 335 2,696 SH   DFND 01,03 0 2,696 0
ROPER INDUSTRIES INC COM 776696106 209 1,683 SH   DFND 01,16 0 0 1,683
ROSETTA RESOURCES INC COM 777779307 9,172 215,733 SH   DFND 01,02 0 5,351 210,382
ROSETTA RESOURCES INC COM 777779307 0 4 SH   DFND 01,16 0 0 4
ROSETTA STONE INC COM 777780107 36 2,432 SH   DFND 01,02 0 2,432 0
ROSETTA STONE INC COM 777780107 0 19 SH   DFND 01,16 0 0 19
ROSS STORES INC COM 778296103 117,011 1,805,458 SH   DFND 01,02 0 82,547 1,722,911
ROSS STORES INC COM 778296103 388 5,987 SH   DFND 01,03 0 5,987 0
ROSS STORES INC COM 778296103 75 1,160 SH   DFND 01,16 0 0 1,160
ROSTELECOM-SPONSORED ADR COM 778529107 2 144 SH   DFND 01,02 0 0 144
ROUNDY'S INC COM 779268101 17 2,110 SH   DFND 01,02 0 2,110 0
ROUNDY'S INC COM 779268101 12 1,400 SH   DFND 01,16 0 0 1,400
ROUSE PROPERTIES INC COM 779287101 202 10,342 SH   DFND 01,02 0 10,342 0
ROUSE PROPERTIES INC COM 779287101 0 3 SH   DFND 01,16 0 0 3
ROVI CORP COM 779376102 10,103 442,373 SH   DFND 01,02 0 220,186 222,187
ROVI CORP COM 779376102 0 1 SH   DFND 01,16 0 0 1
ROYAL BANK OF CANADA COM 780087102 257 4,401 SH   DFND 01,02 0 4,401 0
ROYAL BANK OF CANADA COM 780087102 65 1,118 SH   DFND 01,16 0 0 1,118
ROYAL BANK OF SCOT-SPON ADR COM 780097689 3,087 367,020 SH   DFND 01,02 0 67,900 363,625
ROYAL BANK OF SCOTLAND PRF 780097739 13 600 SH   DFND 01,16 0 0 600
ROYAL BANK OF SCOTLAND PRF 780097770 19 911 SH   DFND 01,16 0 0 911
ROYAL BANK OF SCOTLAND PRF 780097879 69 2,866 SH   DFND 01,16 0 0 2,866
ROYAL BANK SCOTLAND PLC PRF 78009L308 8 250 SH   DFND 01,16 0 0 250
ROYAL BANK SCOTLAND PLC PRF 78009L407 19 670 SH   DFND 01,16 0 0 670
ROYAL BANK SCOTLAND PLC PRF 78009P127 7 350 SH   DFND 01,16 0 0 350
KONINKLIJKE DSM NV-SPONS ADR COM 780249108 27 1,634 SH   DFND 01,02 0 1,634 0
KONINKLIJKE DSM NV-SPONS ADR COM 780249108 4 229 SH   DFND 01,16 0 0 229
ROYAL DUTCH SHELL PLC-ADR COM 780259107 18,444 278,325 SH   DFND 01,02 0 11,083 267,242
ROYAL DUTCH SHELL PLC-ADR COM 780259107 1,769 26,690 SH   DFND 01,16 0 0 26,690
ROYAL DUTCH SHELL PLC-ADR COM 780259206 186,602 2,924,566 SH   DFND 01,02 0 0 2,924,566
ROYAL DUTCH SHELL PLC-ADR COM 780259206 604 9,469 SH   DFND 01,16 0 0 9,469
ROYAL GOLD INC COM 780287108 26,654 633,404 SH   DFND 01,02 0 406,306 227,098
ROYAL GOLD INC COM 780287108 82 1,949 SH   DFND 01,03 0 1,949 0
ROYAL GOLD INC COM 780287108 6 146 SH   DFND 01,16 0 0 146
ROYAL GOLD INC CONV BND 780287AA6 3,622 4,000,000 PRN   DFND 01,02 0 0 4,000,000
KONINKLIJKE KPN NV - SP ADR COM 780641205 4 1,420 SH   DFND 01,02 0 0 1,420
KONINKLIJKE KPN NV - SP ADR COM 780641205 2 750 SH   DFND 01,16 0 0 750
ROYCE FOCUS TRUST INC COM 78080N108 11 1,550 SH   DFND 01,16 0 0 1,550
ROYCE VALUE TRUST INC COM 780910105 666 43,801 SH   DFND 01,16 0 0 43,801
ROYCE MICRO-CAP TRUST COM 780915104 217 20,064 SH   DFND 01,16 0 0 20,064
RUBICON TECHNOLOGY INC COM 78112T107 934 116,654 SH   DFND 01,02 0 54,068 62,586
RUBICON TECHNOLOGY INC COM 78112T107 0 30 SH   DFND 01,16 0 0 30
RUBY TUESDAY INC COM 781182100 15,228 1,649,806 SH   DFND 01,02 0 145,296 1,504,510
RUCKUS WIRELESS INC COM 781220108 35 2,714 SH   DFND 01,02 0 2,714 0
RUDOLPH TECHNOLOGIES INC COM 781270103 12,085 1,078,901 SH   DFND 01,02 0 101,801 977,100
RUE21 INC COM 781295100 2,440 58,667 SH   DFND 01,02 0 2,131 56,536
RUSH ENTERPRISES INC-CL A COM 781846209 19,251 777,858 SH   DFND 01,02 0 15,349 470,882
RUSH ENTERPRISES INC - CL B COM 781846308 5,856 272,111 SH   DFND 01,02 0 172,111 100,000
RUTH'S HOSPITALITY GROUP INC COM 783332109 1,611 133,501 SH   DFND 01,02 0 2,833 130,668
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 8,765 170,074 SH   DFND 01,02 0 0 170,074
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 28,360 551,208 SH   DFND 01,10 0 0 551,208
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 6 110 SH   DFND 01,16 0 0 110
RYDER SYSTEM INC COM 783549108 46,086 758,090 SH   DFND 01,02 0 93,859 664,231
RYDER SYSTEM INC COM 783549108 86 1,414 SH   DFND 01,03 0 1,414 0
RYDER SYSTEM INC COM 783549108 3,361 55,306 SH   DFND 01,10 0 0 55,306
RYDER SYSTEM INC COM 783549108 5 76 SH   DFND 01,16 0 0 76
RYDEX GUGGENHEIM S&P 500 COM 78355W106 8,489 138,336 SH   DFND 01,16 0 0 138,336
RYDEX GUGGENHEIM RUSSELL COM 78355W205 79 651 SH   DFND 01,16 0 0 651
RYDEX GUGGENHEIM S&P 500 COM 78355W403 66 1,155 SH   DFND 01,16 0 0 1,155
RYDEX GUGGENHEIM S&P COM 78355W601 3,583 35,387 SH   DFND 01,16 0 0 35,387
RYDEX GUGGENHEIM S&P 500 COM 78355W791 92 1,470 SH   DFND 01,16 0 0 1,470
RYDEX GUGGENHEIM S&P COM 78355W809 10 153 SH   DFND 01,16 0 0 153
RYDEX GUGGENHEIM S&P 500 COM 78355W817 188 2,933 SH   DFND 01,16 0 0 2,933
RYDEX GUGGENHEIM S&P 500 COM 78355W825 6 95 SH   DFND 01,16 0 0 95
RYDEX GUGGENHEIM S&P 500 COM 78355W866 55 770 SH   DFND 01,16 0 0 770
RYDEX GUGGENHEIM S&P COM 78355W874 57 698 SH   DFND 01,16 0 0 698
RYLAND GROUP INC/THE COM 783764103 10,523 262,431 SH   DFND 01,02 0 25,820 236,611
RYLAND GROUP INC/THE COM 783764103 5 113 SH   DFND 01,16 0 0 113
RYMAN HOSPITALITY PROPERTIES COM 78377T107 9,418 241,349 SH   DFND 01,02 0 10,299 231,050
S & T BANCORP INC COM 783859101 2,206 112,560 SH   DFND 01,02 0 4,163 108,397
SBA COMMUNICATIONS CORP-CL A COM 78388J106 132,774 1,791,349 SH   DFND 01,02 0 402,059 1,389,290
SBA COMMUNICATIONS CORP-CL A COM 78388J106 188 2,539 SH   DFND 01,03 0 2,539 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 65,024 877,278 SH   DFND 01,10 0 0 877,278
SBA COMMUNICATIONS CORP-CL A COM 78388J106 7 98 SH   DFND 01,16 0 0 98
SBA COMMUNICATIONS CORP CONV BND 78388JAM8 4,388 1,790,000 PRN   DFND 01,02 0 0 1,790,000
SAIC INC COM 78390X101 1,358 97,388 SH   DFND 01,02 0 41,265 56,123
SAIC INC COM 78390X101 108 7,742 SH   DFND 01,03 0 7,742 0
SAIC INC COM 78390X101 38 2,714 SH   DFND 01,16 0 0 2,714
SCBT FINANCIAL CORP COM 78401V102 14,338 284,516 SH   DFND 01,02 0 201,603 82,913
SBM OFFSHORE NV-UNSPON ADR COM 78404D109 0 15 SH   DFND 01,02 0 15 0
SCE TRUST I TRUST PRF 78406T201 19 800 SH   DFND 01,16 0 0 800
SEI INVESTMENTS COMPANY COM 784117103 19,259 677,399 SH   DFND 01,02 0 25,934 651,465
SEI INVESTMENTS COMPANY COM 784117103 6 207 SH   DFND 01,16 0 0 207
SHFL ENTERTAINMENT INC COM 78423R105 8,167 461,127 SH   DFND 01,02 0 4,108 457,019
SHFL ENTERTAINMENT INC COM 78423R105 1 44 SH   DFND 01,16 0 0 44
SI FINANCIAL GROUP INC COM 78425V104 0 30 SH   DFND 01,02 0 30 0
SJW CORP COM 784305104 33 1,278 SH   DFND 01,02 0 1,278 0
SKF AB-SPONSORED ADR COM 784375404 16 690 SH   DFND 01,02 0 690 0
SK TELECOM CO LTD-ADR COM 78440P108 22 1,053 SH   DFND 01,02 0 0 1,053
SK TELECOM CO LTD-ADR COM 78440P108 13 636 SH   DFND 01,16 0 0 636
SL GREEN REALTY CORP COM 78440X101 63,158 716,111 SH   DFND 01,02 0 49,979 666,132
SL GREEN REALTY CORP COM 78440X101 15 165 SH   DFND 01,16 0 0 165
SLM CORP COM 78442P106 85,097 3,722,676 SH   DFND 01,02 0 441,748 3,280,928
SLM CORP COM 78442P106 277 12,098 SH   DFND 01,03 0 12,098 0
SLM CORP COM 78442P106 3 145 SH   DFND 01,16 0 0 145
SL GREEN OPERATING PARTNERSHIP CONV BND 78444FAC0 6,088 5,050,000 PRN   DFND 01,02 0 0 5,050,000
SM ENERGY CO COM 78454L100 31,678 528,137 SH   DFND 01,02 0 266,735 261,402
SM ENERGY CO COM 78454L100 70 1,156 SH   DFND 01,03 0 1,156 0
SM ENERGY CO COM 78454L100 4 64 SH   DFND 01,16 0 0 64
SM INVESTMENTS CORP-UNSP ADR COM 78455R106 1 10 SH   DFND 01,02 0 10 0
SNAM RETE GAS-UNSPONSOR ADR COM 78460A106 8 894 SH   DFND 01,02 0 894 0
SPDR S&P 500 ETF TRUST COM 78462F103 403,231 2,520,054 SH   DFND 01,02 0 1,286,404 1,233,650
SPDR S&P 500 ETF TRUST COM 78462F103 78,072 487,440 SH   DFND 01,16 0 0 487,440
SPX CORP COM 784635104 19,891 276,297 SH   DFND 01,02 0 50,292 226,005
SPX CORP COM 784635104 5,129 71,252 SH   DFND 01,10 0 0 71,252
SPX CORP COM 784635104 8 110 SH   DFND 01,16 0 0 110
SPS COMMERCE INC COM 78463M107 10,415 189,368 SH   DFND 01,02 0 1,056 188,312
SPDR GOLD TRUST COM 78463V107 65 545 SH   DFND 01,02 0 545 0
SPDR GOLD TRUST COM 78463V107 10,044 86,220 SH   DFND 01,16 0 0 86,220
SPDR S&P EMERGING COM 78463X301 686 9,558 SH   DFND 01,16 0 0 9,558
SPDR S&P CHINA ETF COM 78463X400 43 668 SH   DFND 01,16 0 0 668
SPDR S&P EMERGING COM 78463X509 139 2,340 SH   DFND 01,16 0 0 2,340
SPDR S&P EMERGING COM 78463X533 73 1,895 SH   DFND 01,16 0 0 1,895
SPDR S&P GLOBAL NATURAL COM 78463X541 30 675 SH   DFND 01,16 0 0 675
SPDR S&P EMERGING COM 78463X608 56 1,522 SH   DFND 01,16 0 0 1,522
SPDR S&P INTL UTILITIES COM 78463X632 173 10,556 SH   DFND 01,16 0 0 10,556
SPDR S&P EMERGING COM 78463X707 99 1,643 SH   DFND 01,16 0 0 1,643
SPDR DOW JONES GLOBAL COM 78463X749 1,471 34,957 SH   DFND 01,16 0 0 34,957
SPDR S&P EMRG MKTS SMALL COM 78463X756 24 550 SH   DFND 01,16 0 0 550
SPDR S&P INTL COM 78463X772 80 1,843 SH   DFND 01,16 0 0 1,843
SPDR S&P BRIC 40 ETF COM 78463X798 4 210 SH   DFND 01,16 0 0 210
SPDR S&P EMERGING COM 78463X806 67 1,091 SH   DFND 01,16 0 0 1,091
SPDR MSCI ACWI COM 78463X848 115 3,682 SH   DFND 01,16 0 0 3,682
SPDR DOW JONES INTL COM 78463X863 196 4,919 SH   DFND 01,16 0 0 4,919
SPDR S&P INTL SMALL COM 78463X871 60 2,093 SH   DFND 01,16 0 0 2,093
SPDR S&P WORLD EX US ETF COM 78463X889 54 2,142 SH   DFND 01,16 0 0 2,142
SPDR BARCLAYS CAP ISSUER COM 78464A144 5 165 SH   DFND 01,16 0 0 165
SPDR BARCLAYS CAPITAL COM 78464A151 168 4,939 SH   DFND 01,16 0 0 4,939
SPDR NUVEEN BARCLAYS COM 78464A276 19 350 SH   DFND 01,16 0 0 350
SPDR NUVEEN S&P HIGH COM 78464A284 11 200 SH   DFND 01,16 0 0 200
SPDR WELLS FARGO COM 78464A292 63 1,453 SH   DFND 01,16 0 0 1,453
SPDR SERIES TRUST COM 78464A300 29 330 SH   DFND 01,16 0 0 330
SPDR BARCLAYS CAPITAL COM 78464A359 597 13,998 SH   DFND 01,16 0 0 13,998
SPDR BARCLAYS CAPITAL COM 78464A375 202 6,019 SH   DFND 01,16 0 0 6,019
SPDR BARCLAYS CAPITAL COM 78464A391 1 21 SH   DFND 01,16 0 0 21
SPDR SERIES TRUST COM 78464A409 55 760 SH   DFND 01,16 0 0 760
SPDR BARCLAYS HIGH YIELD BD COM 78464A417 29,471 738,770 SH   DFND 01,16 0 0 738,770
SPDR NUVEEN BARCLAYS S/T MUN COM 78464A425 478 20,000 SH   DFND 01,02 0 20,000 0
SPDR NUVEEN BARCLAYS S/T MUN COM 78464A425 3,225 134,923 SH   DFND 01,16 0 0 134,923
SPDR NUVEEN BARCLAYS COM 78464A458 575 24,934 SH   DFND 01,16 0 0 24,934
SPDR BARCLAYS CAPITAL COM 78464A474 192 6,262 SH   DFND 01,16 0 0 6,262
SPDR DB INTL GOVERNMENT COM 78464A490 512 8,901 SH   DFND 01,16 0 0 8,901
SPDR BARCLAYS INTL COM 78464A516 474 8,418 SH   DFND 01,16 0 0 8,418
SPDR S&P TRANSPORTATION COM 78464A532 3 50 SH   DFND 01,16 0 0 50
SPDR S&P HEALTHCARE COM 78464A573 65 799 SH   DFND 01,16 0 0 799
SPDR DOW JONES REIT ETF COM 78464A607 1,551 20,420 SH   DFND 01,02 0 20,420 0
SPDR DOW JONES REIT ETF COM 78464A607 177 2,328 SH   DFND 01,16 0 0 2,328
SPDR SERIES TRUST COM 78464A656 105 1,882 SH   DFND 01,16 0 0 1,882
SPDR BARCLAYS CAPITAL COM 78464A672 15 245 SH   DFND 01,16 0 0 245
SPDR BARCLAYS 1-3 MONTH COM 78464A680 1,144 24,985 SH   DFND 01,16 0 0 24,985
SPDR S&P REGIONAL COM 78464A698 572 16,875 SH   DFND 01,16 0 0 16,875
SPDR GLOBAL DOW ETF COM 78464A706 23 396 SH   DFND 01,16 0 0 396
SPDR SERIES TRUST COM 78464A714 36 466 SH   DFND 01,16 0 0 466
SPDR SERIES TRUST COM 78464A722 21 298 SH   DFND 01,16 0 0 298
SPDR SERIES TRUST COM 78464A730 12 200 SH   DFND 01,16 0 0 200
SPDR SERIES TRUST COM 78464A748 11 283 SH   DFND 01,16 0 0 283
SPDR SERIES TRUST COM 78464A755 120 3,633 SH   DFND 01,16 0 0 3,633
SPDR S&P DIVIDEND ETF COM 78464A763 16,021 241,650 SH   DFND 01,02 0 241,650 0
SPDR S&P DIVIDEND ETF COM 78464A763 10,176 153,302 SH   DFND 01,16 0 0 153,302
SPDR S&P CAPITAL COM 78464A771 18 446 SH   DFND 01,16 0 0 446
SPDR S&P INSURANCE ETF COM 78464A789 24 444 SH   DFND 01,16 0 0 444
SPDR S&P BANK ETF COM 78464A797 24 830 SH   DFND 01,16 0 0 830
SPDR SERIES TRUST COM 78464A813 254 2,924 SH   DFND 01,16 0 0 2,924
SPDR SERIES TRUST COM 78464A821 418 4,331 SH   DFND 01,16 0 0 4,331
SPDR SERIES TRUST COM 78464A839 35 499 SH   DFND 01,16 0 0 499
SPDR SERIES TRUST COM 78464A870 136 1,304 SH   DFND 01,16 0 0 1,304
SPDR SERIES TRUST COM 78464A888 319 10,859 SH   DFND 01,16 0 0 10,859
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 2,592 78,801 SH   DFND 01,02 0 3,631 75,170
SSE PLC-SPN ADR COM 78467K107 70 3,020 SH   DFND 01,02 0 3,020 0
SSGA ACTIVE COM 78467V608 6 125 SH   DFND 01,16 0 0 125
SPDR DOW JONES COM 78467X109 1,878 12,645 SH   DFND 01,16 0 0 12,645
SPDR S&P MID CAP 400 ETF COM 78467Y107 4,153 19,767 SH   DFND 01,16 0 0 19,767
SPDR BARCLAYS CAP SHORT COM 78468R408 159 5,268 SH   DFND 01,16 0 0 5,268
SPDR SER TR COM 78468R804 157 2,500 SH   DFND 01,16 0 0 2,500
SPDR SER TR COM 78468R887 106 1,702 SH   DFND 01,16 0 0 1,702
STEC INC COM 784774101 52 7,710 SH   DFND 01,02 0 7,710 0
STR HOLDINGS INC COM 78478V100 324 142,738 SH   DFND 01,02 0 1,330 141,408
SVB FINANCIAL GROUP COM 78486Q101 53,973 647,791 SH   DFND 01,02 0 60,195 587,596
SVB FINANCIAL GROUP COM 78486Q101 2 26 SH   DFND 01,16 0 0 26
SABA SOFTWARE INC COM 784932600 19,129 1,962,869 SH   DFND 01,02 0 628,554 1,334,315
SWK HOLDINGS CORP COM 78501P104 0 10 SH   DFND 01,16 0 0 10
SWS GROUP INC COM 78503N107 2,211 405,693 SH   DFND 01,02 0 4,344 401,349
SWS GROUP INC COM 78503N107 1 208 SH   DFND 01,16 0 0 208
S.Y. BANCORP INC COM 785060104 30 1,250 SH   DFND 01,02 0 1,250 0
SABINE ROYALTY TRUST COM 785688102 41 800 SH   DFND 01,02 0 800 0
SABINE ROYALTY TRUST COM 785688102 94 1,810 SH   DFND 01,16 0 0 1,810
SABMILLER PLC-SPONS ADR COM 78572M105 272 5,681 SH   DFND 01,02 0 5,681 0
SABMILLER PLC-SPONS ADR COM 78572M105 1 21 SH   DFND 01,16 0 0 21
SABRA HEALTH CARE REIT INC COM 78573L106 13,728 525,784 SH   DFND 01,02 0 389,623 136,161
SAFEGUARD SCIENTIFICS INC COM 786449207 41 2,553 SH   DFND 01,02 0 2,553 0
SAFETY INSURANCE GROUP INC COM 78648T100 12,653 260,839 SH   DFND 01,02 0 214,057 46,782
SAFEWAY INC COM 786514208 44,200 1,867,941 SH   DFND 01,02 0 290,292 1,577,649
SAFEWAY INC COM 786514208 155 6,567 SH   DFND 01,03 0 6,567 0
SAFEWAY INC COM 786514208 291 12,290 SH   DFND 01,16 0 0 12,290
SAFRAN SA-UNSPON ADR COM 786584102 20 386 SH   DFND 01,02 0 386 0
SAFRAN SA-UNSPON ADR COM 786584102 2 29 SH   DFND 01,16 0 0 29
SAGA COMMUNICATIONS INC-CL A COM 786598300 15 314 SH   DFND 01,02 0 314 0
SAGAMORE TRADING GRP INC COM 786618108 0 1,000 SH   DFND 01,16 0 0 1,000
SAGE GROUP PLC-UNSPON ADR COM 78663S201 9 451 SH   DFND 01,02 0 451 0
SAGENT PHARMACEUTICALS INC COM 786692103 22 1,040 SH   DFND 01,02 0 1,040 0
SAIA INC COM 78709Y105 1,065 35,558 SH   DFND 01,02 0 35,558 0
ST JOE CO/THE COM 790148100 3,559 169,080 SH   DFND 01,02 0 5,080 164,000
ST JOE CO/THE COM 790148100 146 6,954 SH   DFND 01,16 0 0 6,954
ST JUDE MEDICAL INC COM 790849103 165,373 3,624,074 SH   DFND 01,02 0 871,554 2,752,520
ST JUDE MEDICAL INC COM 790849103 352 7,717 SH   DFND 01,03 0 7,717 0
ST JUDE MEDICAL INC COM 790849103 76 1,668 SH   DFND 01,16 0 0 1,668
SAIPEM SPA-UNSPON ADR COM 79376W208 2 233 SH   DFND 01,02 0 233 0
SAKS INC COM 79377W108 6,913 506,756 SH   DFND 01,02 0 12,910 493,846
SAKS INC COM 79377W108 3 200 SH   DFND 01,16 0 0 200
SALEM COMMUNICATIONS -CL A COM 794093104 5 647 SH   DFND 01,02 0 647 0
SALESFORCE.COM INC COM 79466L302 425,609 11,147,352 SH   DFND 01,02 0 9,297,269 1,850,083
SALESFORCE.COM INC COM 79466L302 5,827 152,617 SH   DFND 01,03 0 152,617 0
SALESFORCE.COM INC COM 79466L302 250 6,542 SH   DFND 01,10 0 0 6,542
SALESFORCE.COM INC COM 79466L302 49 1,296 SH   DFND 01,16 0 0 1,296
SALESFORCE COM INC CONV BND 79466LAB0 3,295 1,820,000 PRN   DFND 01,02 0 0 1,820,000
SALESFORCE COM INC CONV BND 79466LAC8 6,949 7,300,000 PRN   DFND 01,02 0 0 7,300,000
SALIX PHARMACEUTICALS LTD COM 795435106 122,292 1,848,678 SH   DFND 01,02 0 839,136 1,009,542
SALIX PHARMACEUTICALS LTD COM 795435106 115 1,745 SH   DFND 01,03 0 1,745 0
SALIX PHARMACEUTICALS LTD COM 795435106 491 7,429 SH   DFND 01,10 0 0 7,429
SALIX PHARMACEUTICALS LTD COM 795435106 2 27 SH   DFND 01,16 0 0 27
SALIX PHARMACEUTICALS LTD CONV BND 795435AE6 6,324 5,300,000 PRN   DFND 01,02 0 0 5,300,000
SALLY BEAUTY HOLDINGS INC COM 79546E104 79 2,530 SH   DFND 01,02 0 2,530 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 14 441 SH   DFND 01,16 0 0 441
SALZGITTER AG-UNSP ADR COM 795842202 3 830 SH   DFND 01,02 0 830 0
SAMARITAN PHARMACEUTICLS COM 79586Q207 0 834 SH   DFND 01,16 0 0 834
SAMPO OYJ-A SHS-UNSP ADR COM 79588J102 81 4,141 SH   DFND 01,02 0 4,141 0
SAMPO OYJ-A SHS-UNSP ADR COM 79588J102 7 361 SH   DFND 01,16 0 0 361
SAMSON OIL & GAS LTD-SP ADR COM 796043107 0 107 SH   DFND 01,02 0 107 0
SAMSUNG ELECTR-GDR REG S COM 796050888 4,755 8,165 SH   DFND 01,02 0 4,083 0
SAN JUAN BASIN ROYALTY COM 798241105 9 550 SH   DFND 01,16 0 0 550
SAN MIGUEL CORP-SPON ADR COM 799085501 1 40 SH   DFND 01,02 0 0 40
SANCHEZ ENERGY CORP COM 79970Y105 970 42,215 SH   DFND 01,02 0 42,215 0
SANDERSON FARMS INC COM 800013104 5,805 87,401 SH   DFND 01,02 0 14,359 73,042
SANDERSON FARMS INC COM 800013104 1 16 SH   DFND 01,16 0 0 16
SANDISK CORP COM 80004C101 61,653 1,009,050 SH   DFND 01,02 0 170,152 838,898
SANDISK CORP COM 80004C101 405 6,629 SH   DFND 01,03 0 6,629 0
SANDISK CORP COM 80004C101 222 3,634 SH   DFND 01,16 0 0 3,634
SANDISK CORP CONV BND 80004CAD3 4,733 3,550,000 PRN   DFND 01,02 0 0 3,550,000
SANDRIDGE PERMIAN TR COM 80007A102 1 51 SH   DFND 01,16 0 0 51
SANDRIDGE ENERGY INC COM 80007P307 455 95,601 SH   DFND 01,02 0 95,341 260
SANDRIDGE ENERGY INC COM 80007P307 20 4,200 SH   DFND 01,16 0 0 4,200
SANDS CHINA LTD-UNSPONS ADR COM 80007R105 55 1,144 SH   DFND 01,02 0 0 1,144
SANDVIK AB-SPONSORED ADR COM 800212201 59 4,971 SH   DFND 01,02 0 4,971 0
SANDVIK AB-SPONSORED ADR COM 800212201 3 214 SH   DFND 01,16 0 0 214
SANDY SPRING BANCORP INC COM 800363103 17,549 811,626 SH   DFND 01,02 0 116,733 694,893
JOHN B. SANFILIPPO & SON INC COM 800422107 10 510 SH   DFND 01,02 0 510 0
SANGAMO BIOSCIENCES INC COM 800677106 27 3,540 SH   DFND 01,02 0 3,540 0
SANLAM LTD-SPONSORED ADR COM 80104Q208 67 2,878 SH   DFND 01,02 0 2,878 0
SANMINA CORP COM 801056102 46,178 3,218,034 SH   DFND 01,02 0 16,782 3,201,252
SANOFI-ADR COM 80105N105 109,930 2,134,147 SH   DFND 01,02 0 0 2,134,147
SANOFI-ADR COM 80105N105 64 1,248 SH   DFND 01,03 0 0 1,248
SANOFI-ADR COM 80105N105 268 5,209 SH   DFND 01,16 0 0 5,209
SANOMEDICS INTL HLDGS COM 801063108 170 100,000 SH   DFND 01,16 0 0 100,000
SANTARUS INC COM 802817304 2,621 124,517 SH   DFND 01,02 0 59,895 64,622
SANTOS LTD-UNSPON ADR COM 803021708 27 2,331 SH   DFND 01,02 0 2,331 0
SAP AG-SPONSORED ADR COM 803054204 294 4,043 SH   DFND 01,02 0 0 4,043
SAP AG-SPONSORED ADR COM 803054204 145 1,988 SH   DFND 01,16 0 0 1,988
SAPIENT CORPORATION COM 803062108 97 7,399 SH   DFND 01,02 0 7,399 0
SAPIENT CORPORATION COM 803062108 9 725 SH   DFND 01,16 0 0 725
SAPPI LTD -SPONSORED ADR COM 803069202 1 267 SH   DFND 01,02 0 0 267
SAREPTA THERAPEUTICS INC COM 803607100 9,014 236,827 SH   DFND 01,02 0 173,046 63,781
SAREPTA THERAPEUTICS INC COM 803607100 56 1,471 SH   DFND 01,03 0 1,471 0
SASOL LTD-SPONSORED ADR COM 803866300 151 3,479 SH   DFND 01,02 0 0 3,479
GOLDMAN SACHS SATURNS PRF 80412A200 14 576 SH   DFND 01,16 0 0 576
SAUL CENTERS INC COM 804395101 2,129 47,901 SH   DFND 01,02 0 994 46,907
SAVIENT PHARMACEUTICALS INC CONV BND 80517QAA8 60 300,000 PRN   DFND 01,02 0 0 300,000
SBERBANK COM 805650991 18,470 6,495,104 SH   DFND 01,02 0 5,983,682 511,422
SBERBANK COM 805650991 13,846 4,865,756 SH   DFND 01,02,10 0 0 4,865,756
SBERBANK-SPONSORED ADR COM 80585Y308 133 11,628 SH   DFND 01,02 0 11,628 0
SBERBANK-SPONSORED ADR COM 80585Y308 790 69,390 SH   DFND 01,10 0 0 69,390
SBERBANK-SPONSORED ADR COM 80585Y308 3 250 SH   DFND 01,16 0 0 250
SCANA CORP COM 80589M102 19,832 403,810 SH   DFND 01,02 0 26,606 377,204
SCANA CORP COM 80589M102 199 4,048 SH   DFND 01,03 0 4,048 0
SCANA CORP COM 80589M102 170 3,455 SH   DFND 01,16 0 0 3,455
SCANSOURCE INC COM 806037107 4,355 136,073 SH   DFND 01,02 0 28,578 107,495
SCHAWK INC COM 806373106 736 56,040 SH   DFND 01,02 0 1,040 55,000
HENRY SCHEIN INC COM 806407102 40,010 417,850 SH   DFND 01,02 0 13,067 404,783
HENRY SCHEIN INC COM 806407102 3,348 34,965 SH   DFND 01,02,10 0 0 34,965
HENRY SCHEIN INC COM 806407102 32,275 337,275 SH   DFND 01,10 0 118,588 218,687
HENRY SCHEIN INC COM 806407102 33 344 SH   DFND 01,16 0 0 344
SCHLUMBERGER LTD COM 806857108 201,881 2,816,595 SH   DFND 01,02 0 681,416 2,135,179
SCHLUMBERGER LTD COM 806857108 2,594 36,203 SH   DFND 01,03 0 36,203 0
SCHLUMBERGER LTD COM 806857108 2,141 29,874 SH   DFND 01,10 0 0 29,874
SCHLUMBERGER LTD COM 806857108 1,281 17,882 SH   DFND 01,16 0 0 17,882
SCHNEIDER ELECT SA-UNSP ADR COM 80687P106 188 12,977 SH   DFND 01,02 0 12,977 0
SCHNITZER STEEL INDS INC-A COM 806882106 177 7,562 SH   DFND 01,02 0 7,562 0
SCHNITZER STEEL INDS INC-A COM 806882106 5 227 SH   DFND 01,16 0 0 227
SCHOLASTIC CORP COM 807066105 2,014 68,791 SH   DFND 01,02 0 7,373 61,418
SCHOLASTIC CORP COM 807066105 2 85 SH   DFND 01,16 0 0 85
SCHULMAN (A.) INC COM 808194104 12,179 454,102 SH   DFND 01,02 0 346,314 107,788
SCHULMAN (A.) INC COM 808194104 6 230 SH   DFND 01,16 0 0 230
SCHWAB (CHARLES) CORP COM 808513105 9,115 429,247 SH   DFND 01,02 0 209,038 220,209
SCHWAB (CHARLES) CORP COM 808513105 636 29,976 SH   DFND 01,03 0 29,976 0
SCHWAB (CHARLES) CORP COM 808513105 86 4,072 SH   DFND 01,16 0 0 4,072
SCHWAB CHARLES CORP NEW PRF 808513204 162 6,383 SH   DFND 01,16 0 0 6,383
SCHWAB U S LARGE CAP ETF COM 808524201 26 1,009 SH   DFND 01,16 0 0 1,009
SCHWAB U S LARGE CAP COM 808524300 218 5,730 SH   DFND 01,16 0 0 5,730
SCHWAB U S LARGE CAP COM 808524409 330 9,123 SH   DFND 01,16 0 0 9,123
SCHWAB U S MID CAP ETF COM 808524508 34 1,237 SH   DFND 01,16 0 0 1,237
SCHWAB U S SMALL CAP ETF COM 808524607 308 7,187 SH   DFND 01,16 0 0 7,187
SCHWAB EMERGING COM 808524706 47 2,000 SH   DFND 01,16 0 0 2,000
SCHWAB U S AGGREGATE COM 808524839 20 388 SH   DFND 01,16 0 0 388
SCHWAB U S REIT ETF COM 808524847 128 4,004 SH   DFND 01,16 0 0 4,004
SCHWAB U S TIPS ETF COM 808524870 26 480 SH   DFND 01,16 0 0 480
SCHWEITZER-MAUDUIT INTL INC COM 808541106 33,750 676,611 SH   DFND 01,02 0 56,954 619,657
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3 21 SH   DFND 01,16 0 0 21
SCICLONE PHARMACEUTICALS INC COM 80862K104 402 81,071 SH   DFND 01,02 0 13,071 68,000
SCIENTIFIC GAMES CORP-A COM 80874P109 1,280 113,853 SH   DFND 01,02 0 3,946 109,907
SCIQUEST INC COM 80908T101 5,487 219,001 SH   DFND 01,02 0 114,195 104,806
SCIQUEST INC COM 80908T101 1 45 SH   DFND 01,16 0 0 45
SCORPION TECH A 4/94 NEW COM 809178601 0 100 SH   DFND 01,16 0 0 100
SCOR-SPONSORED ADR COM 80917Q106 14 4,510 SH   DFND 01,02 0 0 4,510
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 14,069 291,213 SH   DFND 01,02 0 1,616 289,597
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 10 209 SH   DFND 01,16 0 0 209
SCOTTS LIQUID GOLD INC COM 810202101 0 500 SH   DFND 01,16 0 0 500
EW SCRIPPS CO/THE-A COM 811054402 1,751 112,363 SH   DFND 01,02 0 4,239 108,124
SCRIPPS NETWORKS INTER-CL A COM 811065101 19,666 294,580 SH   DFND 01,02 0 59,407 235,173
SCRIPPS NETWORKS INTER-CL A COM 811065101 154 2,313 SH   DFND 01,03 0 2,313 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 79 1,183 SH   DFND 01,16 0 0 1,183
SEABOARD CORP COM 811543107 76 28 SH   DFND 01,02 0 28 0
SEACHANGE INTERNATIONAL INC COM 811699107 30 2,541 SH   DFND 01,02 0 2,541 0
SEACOAST BANKING CORP/FL COM 811707306 12 5,522 SH   DFND 01,02 0 5,522 0
SEACOR HOLDINGS INC COM 811904101 6,319 76,083 SH   DFND 01,02 0 6,404 69,679
SEALED AIR CORP COM 81211K100 15,602 651,459 SH   DFND 01,02 0 156,374 495,085
SEALED AIR CORP COM 81211K100 128 5,333 SH   DFND 01,03 0 5,333 0
SEALED AIR CORP COM 81211K100 3 108 SH   DFND 01,16 0 0 108
SEARCHLIGHT MINERALS COM 812224202 0 750 SH   DFND 01,16 0 0 750
SEARS CANADA INC COM 81234D109 20 1,851 SH   DFND 01,02 0 0 1,851
SEARS CANADA INC COM 81234D109 0 6 SH   DFND 01,16 0 0 6
SEARS HOLDINGS CORP COM 812350106 663 15,752 SH   DFND 01,02 0 15,571 181
SEARS HOMETOWN AND OUTLET ST COM 812362101 24 539 SH   DFND 01,02 0 539 0
SEARS ROEBUCK ACCEPT PRF 812404507 2 100 SH   DFND 01,16 0 0 100
SEATTLE GENETICS INC COM 812578102 6,795 215,990 SH   DFND 01,02 0 990 215,000
SEATTLE GENETICS INC COM 812578102 33 1,050 SH   DFND 01,16 0 0 1,050
SEAWORLD ENTERTAINMENT INC COM 81282V100 45,245 1,289,026 SH   DFND 01,02 0 1,033,496 255,530
SEAWORLD ENTERTAINMENT INC COM 81282V100 154 4,401 SH   DFND 01,03 0 4,401 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 1 20 SH   DFND 01,16 0 0 20
SEAHAWK DRILLING INC XXX COM 812ESC986 0 8 SH   DFND 01,16 0 0 8
SECOM LTD -UNSPONSORED ADR COM 813113206 25 1,788 SH   DFND 01,02 0 1,788 0
SECTOR MATERIALS SELECT COM 81369Y100 95,635 2,497,956 SH   DFND 01,16 0 0 2,497,956
HEALTH CARE SELECT SECTOR COM 81369Y209 117,666 2,474,185 SH   DFND 01,16 0 0 2,474,185
SECTOR CONSUMER STAPLES COM 81369Y308 114,594 2,892,405 SH   DFND 01,16 0 0 2,892,405
SECTOR CONSUMER COM 81369Y407 114,702 2,036,358 SH   DFND 01,16 0 0 2,036,358
SECTOR ENERGY SELECT COM 81369Y506 13,424 171,456 SH   DFND 01,16 0 0 171,456
SECTOR FINANCIAL SELECT COM 81369Y605 120,086 6,184,110 SH   DFND 01,16 0 0 6,184,110
SECTOR INDUSTRIAL COM 81369Y704 3,390 79,575 SH   DFND 01,16 0 0 79,575
SECTOR TECHNOLOGY COM 81369Y803 2,815 95,599 SH   DFND 01,16 0 0 95,599
SELECT UTILITIES SELECT COM 81369Y886 1,463 38,867 SH   DFND 01,16 0 0 38,867
SEGA SAMMY HOLDING-SPONS ADR COM 815794102 11 1,719 SH   DFND 01,02 0 1,719 0
SEIKO EPSON CORP-UNSPON ADR COM 81603X108 4 520 SH   DFND 01,02 0 520 0
SEKISUI HOUSE-SPONS ADR COM 816078307 31 2,168 SH   DFND 01,02 0 2,168 0
SEKISUI HOUSE-SPONS ADR COM 816078307 2 128 SH   DFND 01,16 0 0 128
SELECT COMFORT CORPORATION COM 81616X103 20,120 802,875 SH   DFND 01,02 0 482,904 319,971
SELECT COMFORT CORPORATION COM 81616X103 5 200 SH   DFND 01,16 0 0 200
SELECT INCOME REIT COM 81618T100 10,244 365,337 SH   DFND 01,02 0 365,337 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 39 4,737 SH   DFND 01,02 0 4,737 0
SELECTIVE INSURANCE GROUP COM 816300107 10,601 460,527 SH   DFND 01,02 0 6,473 454,054
SEMGROUP CORP-CLASS A COM 81663A105 2,883 53,509 SH   DFND 01,02 0 27,579 25,930
SEMGROUP CORP-CLASS A COM 81663A105 13,092 243,071 SH   DFND 01,10 0 0 243,071
SEMICONDUCTOR MANUFACT-ADR COM 81663N206 2 489 SH   DFND 01,02 0 0 489
SEMTECH CORP COM 816850101 7,148 204,081 SH   DFND 01,02 0 28,950 175,131
SEMTECH CORP COM 816850101 1 32 SH   DFND 01,16 0 0 32
SEMPRA ENERGY COM 816851109 277,827 3,397,720 SH   DFND 01,02 0 1,398,941 1,998,779
SEMPRA ENERGY COM 816851109 545 6,667 SH   DFND 01,03 0 6,667 0
SEMPRA ENERGY COM 816851109 273 3,336 SH   DFND 01,16 0 0 3,336
SENECA FOODS CORP - CL A COM 817070501 883 28,741 SH   DFND 01,02 0 26 28,213
SENIOR HOUSING PROP TRUST COM 81721M109 13,581 523,764 SH   DFND 01,02 0 6,904 516,860
SENIOR HOUSING PROP TRUST COM 81721M109 3,807 146,815 SH   DFND 01,16 0 0 146,815
SENSIENT TECHNOLOGIES CORP COM 81725T100 31,001 766,002 SH   DFND 01,02 0 380,167 385,835
SENTRY TECHNOLOGY CORP COM 81731K101 0 1,479 SH   DFND 01,02 0 1,479 0
SEQUENOM INC COM 817337405 34 8,238 SH   DFND 01,02 0 8,238 0
SERVICE CORP INTERNATIONAL COM 817565104 17,177 952,693 SH   DFND 01,02 0 8,704 943,989
SERVICE CORP INTERNATIONAL COM 817565104 15 696 SH   DFND 01,16 0 0 696
SERVICENOW INC COM 81762P102 5 130 SH   DFND 01,02 0 130 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,433 153,897 SH   DFND 01,02 0 153,897 0
SEVEN & I HOLDINGS-UNSPN ADR COM 81783H105 202 2,769 SH   DFND 01,02 0 2,769 0
SEVEN & I HOLDINGS-UNSPN ADR COM 81783H105 3 36 SH   DFND 01,16 0 0 36
7 DAYS GROUP HOLDINGS LT-ADR COM 81783J101 0 11 SH   DFND 01,02 0 33 0
SGS SA-UNSPONSORED ADR COM 818800104 53 2,472 SH   DFND 01,02 0 2,472 0
SHANDA GAMES LTD-SPONS ADR COM 81941U105 0 21 SH   DFND 01,02 0 42 0
SHANGRI-LA ASIA LTD SPON ADR COM 81942Q103 1 20 SH   DFND 01,02 0 0 20
SHANGHAI ELECTRIC-UNSP ADR COM 81943J108 1 86 SH   DFND 01,02 0 0 86
SHARP CORP-UNSPONSORED ADR COM 819882200 11 2,846 SH   DFND 01,02 0 2,846 0
SHAW COMMUNICATIONS INC COM 82028K200 12 500 SH   DFND 01,16 0 0 500
SHENANDOAH TELECOMMUNICATION COM 82312B106 7,690 460,939 SH   DFND 01,02 0 460,939 0
SHENGDATECH INC CONV BND 823213AD5 26 2,610,000 PRN   DFND 01,02 0 0 2,610,000
SHERWIN-WILLIAMS CO/THE COM 824348106 394,672 2,234,821 SH   DFND 01,02 0 1,804,107 430,714
SHERWIN-WILLIAMS CO/THE COM 824348106 428 2,420 SH   DFND 01,03 0 2,420 0
SHERWIN-WILLIAMS CO/THE COM 824348106 606 3,429 SH   DFND 01,16 0 0 3,429
SHILOH INDUSTRIES INC COM 824543102 4 380 SH   DFND 01,02 0 380 0
SHIN-ETSU CHEM-UNSPON ADR COM 824551105 81 4,905 SH   DFND 01,02 0 4,905 0
SHINER INTERNATIONAL INC COM 824568109 0 1,000 SH   DFND 01,16 0 0 1,000
SHINHAN FINANCIAL GROUP-ADR COM 824596100 71 2,176 SH   DFND 01,02 0 0 2,176
SHINHAN FINANCIAL GROUP-ADR COM 824596100 1 28 SH   DFND 01,16 0 0 28
SHINSEI BANK LTD-SPON ADR COM 824631105 34 7,550 SH   DFND 01,02 0 7,550 0
SHIRE PLC-ADR COM 82481R106 101 1,059 SH   DFND 01,02 0 0 1,059
SHIRE PLC-ADR COM 82481R106 16 173 SH   DFND 01,16 0 0 173
SHISEIDO LTD-SPONSORED ADR COM 824841407 14 936 SH   DFND 01,02 0 936 0
SHISEIDO LTD-SPONSORED ADR COM 824841407 2 167 SH   DFND 01,16 0 0 167
SHOE CARNIVAL INC COM 824889109 9,278 386,436 SH   DFND 01,02 0 386,436 0
SHOPRITE HOLDINGS-UNSP ADR COM 82510E100 12 329 SH   DFND 01,02 0 329 0
SHORETEL INC COM 825211105 16 3,844 SH   DFND 01,02 0 3,844 0
SIAM CEMENT PCL-NVDR COM 825566995 8,078 563,500 SH   DFND 01,02 0 0 563,500
SIAM CEMENT PCL-NVDR COM 825566995 4,705 328,600 SH   DFND 01,02,10 0 0 328,600
SHUTTERFLY INC COM 82568P304 15,674 280,961 SH   DFND 01,02 0 23,089 257,872
SHUTTERFLY INC CONV BND 82568PAA4 3,302 3,000,000 PRN   DFND 01,02 0 0 3,000,000
SHUTTERSTOCK INC COM 825690100 11,042 197,957 SH   DFND 01,02 0 192,049 5,908
SIBANYE GOLD- SPON ADR COM 825724206 0 118 SH   DFND 01,02 0 118 0
SIBANYE GOLD- SPON ADR COM 825724206 1 234 SH   DFND 01,16 0 0 234
SIEMENS AG-SPONS ADR COM 826197501 37,169 366,882 SH   DFND 01,02 0 10,188 356,694
SIEMENS AG-SPONS ADR COM 826197501 26 258 SH   DFND 01,03 0 258 0
SIEMENS AG-SPONS ADR COM 826197501 77 758 SH   DFND 01,16 0 0 758
SIERRA BANCORP COM 82620P102 30 2,059 SH   DFND 01,02 0 2,059 0
SIGMA-ALDRICH COM 826552101 3,808 47,352 SH   DFND 01,02 0 23,594 23,758
SIGMA-ALDRICH COM 826552101 263 3,276 SH   DFND 01,03 0 3,276 0
SIGMA-ALDRICH COM 826552101 1,986 24,710 SH   DFND 01,10 0 0 24,710
SIGMA-ALDRICH COM 826552101 13 156 SH   DFND 01,16 0 0 156
SIFY TECHNOLOGIES-SPON ADR COM 82655M107 0 151 SH   DFND 01,02 0 151 0
SIGMA DESIGNS INC COM 826565103 641 126,884 SH   DFND 01,02 0 2,259 124,625
SIGMA DESIGNS INC COM 826565103 5 1,000 SH   DFND 01,16 0 0 1,000
SIGNATURE BANK COM 82669G104 44,029 530,341 SH   DFND 01,02 0 376,701 153,640
SIGNATURE BANK COM 82669G104 115 1,389 SH   DFND 01,03 0 1,389 0
SIGNATURE BANK COM 82669G104 9 111 SH   DFND 01,16 0 0 111
SIGA TECHNOLOGIES INC COM 826917106 8 2,492 SH   DFND 01,02 0 2,492 0
SILICON LABORATORIES INC COM 826919102 24,584 593,673 SH   DFND 01,02 0 495,051 98,622
SILEX SYSTEMS LIMITED-SP ADR COM 827046103 2 230 SH   DFND 01,02 0 230 0
SILGAN HOLDINGS INC COM 827048109 4,687 99,818 SH   DFND 01,02 0 5,413 94,405
SILGAN HOLDINGS INC COM 827048109 2 49 SH   DFND 01,16 0 0 49
SILICON IMAGE INC COM 82705T102 32 5,551 SH   DFND 01,02 0 5,551 0
SILICON IMAGE INC COM 82705T102 3 498 SH   DFND 01,16 0 0 498
SILICON MOTION TECHNOL-ADR COM 82706C108 1,373 129,679 SH   DFND 01,02 0 518,716 0
SILICON MOTION TECHNOL-ADR COM 82706C108 3 256 SH   DFND 01,16 0 0 256
SILICON GRAPHICS INTERNATION COM 82706L108 3,811 284,832 SH   DFND 01,02 0 284,832 0
SILICONWARE PRECISION-SP ADR COM 827084864 6 956 SH   DFND 01,02 0 0 956
SILICONWARE PRECISION-SP ADR COM 827084864 461 73,807 SH   DFND 01,10 0 0 73,807
SILICONWARE PRECISION-SP ADR COM 827084864 1 138 SH   DFND 01,16 0 0 138
SILVER BAY REALTY TRUST CORP COM 82735Q102 29 1,712 SH   DFND 01,02 0 1,712 0
SILVER BAY REALTY TRUST CORP COM 82735Q102 7 438 SH   DFND 01,16 0 0 438
SILVER SPRING NETWORKS INC COM 82817Q103 9 369 SH   DFND 01,02 0 369 0
SILVER STANDARD RESOURCE COM 82823L106 3 500 SH   DFND 01,16 0 0 500
SILVER WHEATON CORP COM 828336107 2,010 102,211 SH   DFND 01,02 0 102,211 0
SILVER WHEATON CORP COM 828336107 10 528 SH   DFND 01,16 0 0 528
SIMCERE PHARMACEUTICAL-ADR COM 82859P104 0 10 SH   DFND 01,02 0 20 0
SIMCERE PHARMACEUTICAL-ADR COM 82859P104 7 706 SH   DFND 01,16 0 0 706
SIMMONS FIRST NATL CORP-CL A COM 828730200 8,571 328,459 SH   DFND 01,02 0 188,123 140,336
SIMMONS FIRST NATL CORP-CL A COM 828730200 21 800 SH   DFND 01,16 0 0 800
SIMON PROPERTY GROUP INC COM 828806109 347,892 2,202,969 SH   DFND 01,02 0 972,284 1,230,685
SIMON PROPERTY GROUP INC COM 828806109 1,337 8,466 SH   DFND 01,03 0 8,466 0
SIMON PROPERTY GROUP INC COM 828806109 570 3,607 SH   DFND 01,10 0 0 3,607
SIMON PROPERTY GROUP INC COM 828806109 344 2,168 SH   DFND 01,16 0 0 2,168
SIMPLICITY BANCORP INC COM 828867101 1,545 106,541 SH   DFND 01,02 0 0 106,541
SILVER PEAKS SYSTEMS CONV PRF 82899H930 2,463 2,620,545 SH   DFND 01,02 0 0 2,620,545
SIMPSON MANUFACTURING CO INC COM 829073105 16,535 562,033 SH   DFND 01,02 0 105,717 456,316
SIMS METAL MANAG-SPON ADR COM 829160100 6 827 SH   DFND 01,02 0 0 827
SINCLAIR BROADCAST GROUP -A COM 829226109 28,256 961,708 SH   DFND 01,02 0 443,394 518,314
SINCLAIR BROADCAST GROUP -A COM 829226109 85 2,878 SH   DFND 01,03 0 2,878 0
SINCLAIR BROADCAST GROUP -A COM 829226109 1 50 SH   DFND 01,16 0 0 50
SINGAPORE FUND INC COM 82929L109 10 755 SH   DFND 01,16 0 0 755
SINGAPORE TELECOMMUNICAT-ADR COM 82929R304 147 4,949 SH   DFND 01,02 0 4,949 0
SINGAPORE AIRLINES-UNSPN ADR COM 82930C106 3 210 SH   DFND 01,02 0 210 0
SINO LAND COMPANY LTD-SP ADR COM 829344308 2 275 SH   DFND 01,02 0 0 275
SINO FOREST CORP CONV BND 82934HAB7 0 649,000 PRN   DFND 01,02 0 0 649,000
SINOTECH ENERGY LTD-SPON ADR COM 829359108 0 1 SH   DFND 01,02 0 2 0
SINOFRESH HEALTHCARE INC COM 82935D109 0 23,000 SH   DFND 01,16 0 0 23,000
SINOPEC SHANGHAI-SPONS ADR COM 82935M109 39 1,169 SH   DFND 01,02 0 0 1,169
SIRONA DENTAL SYSTEMS INC COM 82966C103 36,374 552,124 SH   DFND 01,02 0 281,053 271,071
SIRONA DENTAL SYSTEMS INC COM 82966C103 2,674 40,583 SH   DFND 01,02,10 0 0 40,583
SIRONA DENTAL SYSTEMS INC COM 82966C103 4 66 SH   DFND 01,03 0 66 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 27,884 423,712 SH   DFND 01,10 0 123,778 299,934
SIRONA DENTAL SYSTEMS INC COM 82966C103 8 125 SH   DFND 01,16 0 0 125
SIRIUS XM RADIO INC COM 82967N108 37,520 11,200,058 SH   DFND 01,02 0 6,009,546 5,190,512
SIRIUS XM RADIO INC COM 82967N108 5 1,556 SH   DFND 01,03 0 1,556 0
SIRIUS XM RADIO INC COM 82967N108 95 28,265 SH   DFND 01,16 0 0 28,265
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 20,181 573,955 SH   DFND 01,02 0 518,285 55,670
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 146 4,140 SH   DFND 01,03 0 4,140 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 11 300 SH   DFND 01,16 0 0 300
SKECHERS USA INC-CL A COM 830566105 3,453 143,835 SH   DFND 01,02 0 3,592 140,243
SKILLED HEALTHCARE GROU-CL A COM 83066R107 20 3,076 SH   DFND 01,02 0 3,076 0
SKINVISIBLE INC COM 830703104 0 2,500 SH   DFND 01,16 0 0 2,500
SKULLCANDY INC COM 83083J104 7 1,304 SH   DFND 01,02 0 1,304 0
SKULLCANDY INC COM 83083J104 5 880 SH   DFND 01,16 0 0 880
SKY-MOBI LTD-SP ADR COM 83084G109 0 1 SH   DFND 01,02 0 8 0
SKYWEST INC COM 830879102 5,870 433,522 SH   DFND 01,02 0 76,718 356,804
SKYWORKS SOLUTIONS INC COM 83088M102 172,569 7,883,415 SH   DFND 01,02 0 2,588,433 5,294,982
SKYWORKS SOLUTIONS INC COM 83088M102 109 4,972 SH   DFND 01,03 0 4,972 0
SKYWORKS SOLUTIONS INC COM 83088M102 729 33,296 SH   DFND 01,10 0 0 33,296
SKYWORKS SOLUTIONS INC COM 83088M102 452 20,653 SH   DFND 01,16 0 0 20,653
SMART TECHNOLOGIES INC - A COM 83172R108 1 620 SH   DFND 01,02 0 620 0
SMITH & WESSON HOLDING CORP COM 831756101 739 74,039 SH   DFND 01,02 0 15,339 58,700
SMITH & WESSON HOLDING CORP COM 831756101 25 2,552 SH   DFND 01,16 0 0 2,552
SMITH & NEPHEW PLC -SPON ADR COM 83175M205 81 1,451 SH   DFND 01,02 0 0 1,451
SMITH (A.O.) CORP COM 831865209 16,153 445,215 SH   DFND 01,02 0 4,778 397,432
SMITH (A.O.) CORP COM 831865209 359 9,723 SH   DFND 01,16 0 0 9,723
SMITH MICRO SOFTWARE INC COM 832154108 1 1,370 SH   DFND 01,02 0 1,370 0
SMITH MICRO SOFTWARE INC COM 832154108 0 49 SH   DFND 01,16 0 0 49
SMITHFIELD FOODS INC COM 832248108 11,007 336,110 SH   DFND 01,02 0 75,304 260,806
SMITHS GROUP PLC- SPON ADR COM 83238P203 9 441 SH   DFND 01,02 0 441 0
JM SMUCKER CO/THE COM 832696405 60,148 583,124 SH   DFND 01,02 0 77,822 505,302
JM SMUCKER CO/THE COM 832696405 301 2,919 SH   DFND 01,03 0 2,919 0
JM SMUCKER CO/THE COM 832696405 260 2,525 SH   DFND 01,16 0 0 2,525
SMURFIT STONE XXX COM 832ESC990 0 1,050 SH   DFND 01,16 0 0 1,050
SNAP-ON INC COM 833034101 16,809 188,080 SH   DFND 01,02 0 7,216 180,864
SNAP-ON INC COM 833034101 142 1,589 SH   DFND 01,03 0 1,589 0
SNAP-ON INC COM 833034101 50 563 SH   DFND 01,16 0 0 563
SNYDERS-LANCE INC COM 833551104 5,108 179,789 SH   DFND 01,02 0 3,208 176,581
SNYDERS-LANCE INC COM 833551104 6 206 SH   DFND 01,16 0 0 206
QUIMICA Y MINERA CHIL-SP ADR COM 833635105 1,405 34,781 SH   DFND 01,02 0 0 34,781
QUIMICA Y MINERA CHIL-SP ADR COM 833635105 8 210 SH   DFND 01,16 0 0 210
SOCIETE GENERALE-SPONS ADR COM 83364L109 88 12,732 SH   DFND 01,02 0 2,546 0
SODEXO-SPONSORED ADR COM 833792104 14 166 SH   DFND 01,02 0 166 0
SOFTBANK CORP-UNSPON ADR COM 83404D109 250 8,582 SH   DFND 01,02 0 8,582 0
SOFTBANK CORP-UNSPON ADR COM 83404D109 4 144 SH   DFND 01,16 0 0 144
SOHU.COM INC COM 83408W103 1 10 SH   DFND 01,02 0 10 0
SOLAR CAPITAL LTD COM 83413U100 74 3,195 SH   DFND 01,02 0 3,195 0
SOLAZYME INC COM 83415T101 1,014 86,532 SH   DFND 01,02 0 86,532 0
SOLARWINDS INC COM 83416B109 34,576 890,892 SH   DFND 01,02 0 423,353 467,539
SOLARWINDS INC COM 83416B109 68 1,762 SH   DFND 01,03 0 1,762 0
SOLAR SENIOR CAPITAL LTD COM 83416M105 13 718 SH   DFND 01,02 0 718 0
SOLERA HOLDINGS INC COM 83421A104 14,528 261,055 SH   DFND 01,02 0 2,355 258,700
SOLERA HOLDINGS INC COM 83421A104 2,968 53,338 SH   DFND 01,02,10 0 0 53,338
SOLERA HOLDINGS INC COM 83421A104 26,094 469,593 SH   DFND 01,10 0 152,454 317,139
SOLERA HOLDINGS INC COM 83421A104 5 98 SH   DFND 01,16 0 0 98
SOLUTIA INC COM 834376105 0 1,552 SH   DFND 01,16 0 0 1,552
SOLTA MEDICAL INC COM 83438K103 14 6,142 SH   DFND 01,02 0 6,142 0
SONDE RESOURCES CORP COM 835426107 0 200 SH   DFND 01,16 0 0 200
SONIC CORP COM 835451105 23,731 1,629,796 SH   DFND 01,02 0 198,393 1,431,403
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 20,556 972,357 SH   DFND 01,02 0 94,811 877,546
SONOCO PRODUCTS CO COM 835495102 54,377 1,573,067 SH   DFND 01,02 0 1,355,027 218,040
SONOCO PRODUCTS CO COM 835495102 3,116 90,144 SH   DFND 01,16 0 0 90,144
SONY CORP-SPONSORED ADR COM 835699307 132 6,207 SH   DFND 01,02 0 0 6,207
SONY CORP-SPONSORED ADR COM 835699307 497 23,469 SH   DFND 01,16 0 0 23,469
SONOVA HOLDING-UNSPON ADR COM 83569C102 22 1,036 SH   DFND 01,02 0 1,036 0
SONY FINANCIAL HOLD-UNS ADR COM 835707100 5 321 SH   DFND 01,02 0 321 0
SOTHEBY'S COM 835898107 26,051 687,194 SH   DFND 01,02 0 59,292 627,902
SOTHEBY'S COM 835898107 1 32 SH   DFND 01,16 0 0 32
SONUS NETWORKS INC COM 835916107 928 308,467 SH   DFND 01,02 0 308,467 0
SOUFUN HOLDINGS LTD-ADR COM 836034108 2 68 SH   DFND 01,02 0 68 0
SOURCE CAPITAL INC COM 836144105 612 9,919 SH   DFND 01,16 0 0 9,919
SOURCEFIRE INC COM 83616T108 16,114 290,077 SH   DFND 01,02 0 54,483 235,594
SOURCEFIRE INC COM 83616T108 13 241 SH   DFND 01,16 0 0 241
SOUTH JERSEY INDUSTRIES COM 838518108 37,106 646,339 SH   DFND 01,02 0 192,761 453,578
SOUTH JERSEY INDUSTRIES COM 838518108 48 829 SH   DFND 01,16 0 0 829
SOUTHERN CO/THE COM 842587107 13,395 303,497 SH   DFND 01,02 0 131,461 172,036
SOUTHERN CO/THE COM 842587107 1,046 23,704 SH   DFND 01,03 0 23,704 0
SOUTHERN CO/THE COM 842587107 4,996 113,241 SH   DFND 01,10 0 113,241 0
SOUTHERN CO/THE COM 842587107 8,294 188,172 SH   DFND 01,16 0 0 188,172
SOUTHERN COPPER CORP COM 84265V105 41,448 1,500,685 SH   DFND 01,02 0 324,526 1,176,159
SOUTHERN COPPER CORP COM 84265V105 1,802 65,257 SH   DFND 01,02,10 0 0 65,257
SOUTHERN COPPER CORP COM 84265V105 24 852 SH   DFND 01,03 0 852 0
SOUTHERN COPPER CORP COM 84265V105 13,069 473,315 SH   DFND 01,10 0 404,691 68,624
SOUTHERN COPPER CORP COM 84265V105 575 20,830 SH   DFND 01,16 0 0 20,830
SOUTHSIDE BANCSHARES INC COM 84470P109 36 1,495 SH   DFND 01,02 0 1,495 0
SOUTHWEST AIRLINES CO COM 844741108 61,959 4,806,676 SH   DFND 01,02 0 422,294 4,384,382
SOUTHWEST AIRLINES CO COM 844741108 254 19,669 SH   DFND 01,03 0 19,669 0
SOUTHWEST AIRLINES CO COM 844741108 71 5,542 SH   DFND 01,16 0 0 5,542
SOUTHWEST BANCORP INC/OKLA COM 844767103 17,055 1,292,092 SH   DFND 01,02 0 862,633 429,459
SOUTHWEST GAS CORP COM 844895102 43,413 927,846 SH   DFND 01,02 0 447,139 480,707
SOUTHWESTERN ENERGY CO COM 845467109 39,625 1,084,722 SH   DFND 01,02 0 210,116 874,606
SOUTHWESTERN ENERGY CO COM 845467109 350 9,572 SH   DFND 01,03 0 9,572 0
SOUTHWESTERN ENERGY CO COM 845467109 107 2,926 SH   DFND 01,16 0 0 2,926
SOVRAN SELF STORAGE INC COM 84610H108 8,808 135,944 SH   DFND 01,02 0 12,067 123,877
SPANSION INC-CLASS A COM 84649R200 62,236 4,970,895 SH   DFND 01,02 0 787,697 4,183,198
SPANSION INC-CLASS A COM 84649R200 26,678 2,132,494 SH   DFND 01,10 0 1,277,310 855,184
SPANSION INC-CLASS A COM 84649R200 2 138 SH   DFND 01,16 0 0 138
SPARK NETWORKS INC COM 84651P100 11 1,346 SH   DFND 01,02 0 1,346 0
SPARTAN MOTORS INC COM 846819100 719 117,566 SH   DFND 01,02 0 3,115 114,451
SPARTAN STORES INC COM 846822104 1,975 107,125 SH   DFND 01,02 0 27,275 79,850
SPARTAN STORES INC COM 846822104 2 90 SH   DFND 01,16 0 0 90
SPARTON CORP COM 847235108 11 637 SH   DFND 01,02 0 637 0
SPARTON CORP COM 847235108 3 200 SH   DFND 01,16 0 0 200
SPECTRA ENERGY CORP COM 847560109 116,221 3,372,684 SH   DFND 01,02 0 426,010 2,946,674
SPECTRA ENERGY CORP COM 847560109 677 19,644 SH   DFND 01,03 0 19,644 0
SPECTRA ENERGY CORP COM 847560109 572 16,612 SH   DFND 01,16 0 0 16,612
SPECTRA ENERGY PARTNERS COM 84756N109 18 385 SH   DFND 01,16 0 0 385
SPECTRANETICS CORP COM 84760C107 3,383 181,088 SH   DFND 01,02 0 2,765 178,323
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,455 195,012 SH   DFND 01,02 0 4,552 190,460
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 81 1,420 SH   DFND 01,02 0 1,420 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 3 60 SH   DFND 01,16 0 0 60
SPEEDWAY MOTORSPORTS INC COM 847788106 24 1,350 SH   DFND 01,02 0 1,350 0
SPENDSMART PAYMENTS COM 848324208 2 666 SH   DFND 01,16 0 0 666
SPICY PICKLE FRANCHISING COM 84844T100 0 1,000 SH   DFND 01,16 0 0 1,000
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 46 2,164 SH   DFND 01,02 0 2,164 0
SPIRIT AIRLINES INC COM 848577102 120 3,798 SH   DFND 01,02 0 3,798 0
SPIRIT AIRLINES INC COM 848577102 23,373 735,000 SH   DFND 01,10 0 0 735,000
SPIRIT AIRLINES INC COM 848577102 3 83 SH   DFND 01,16 0 0 83
SPIRIT REALTY CAPITAL INC COM 84860F109 404 22,809 SH   DFND 01,02 0 7,609 15,200
SPIRIT REALTY CAPITAL INC COM 84860F109 0 24 SH   DFND 01,16 0 0 24
SPLUNK INC COM 848637104 37,757 814,431 SH   DFND 01,02 0 664,726 149,705
SPLUNK INC COM 848637104 127 2,749 SH   DFND 01,03 0 2,749 0
SPLUNK INC COM 848637104 5 117 SH   DFND 01,16 0 0 117
SPONGETECH DELIVERY COM 849109103 0 19,327 SH   DFND 01,16 0 0 19,327
SPREADTRUM COMMUNICATI-ADR COM 849415203 14,590 555,746 SH   DFND 01,02 0 1,570,626 32,204
SPREADTRUM COMMUNICATI-ADR COM 849415203 6,560 249,898 SH   DFND 01,02,10 0 0 249,898
SPREADTRUM COMMUNICATI-ADR COM 849415203 2,796 106,507 SH   DFND 01,10 0 313,485 2,012
SPRINT NEXTEL CORP COM 852061100 80,176 11,420,861 SH   DFND 01,02 0 2,048,863 9,371,998
SPRINT NEXTEL CORP COM 852061100 577 82,187 SH   DFND 01,03 0 82,187 0
SPRINT NEXTEL CORP COM 852061100 78 11,113 SH   DFND 01,16 0 0 11,113
SPROTT PHYSICAL SILVER COM 85207K107 80 10,375 SH   DFND 01,16 0 0 10,375
SPYGLASS RESOURCES CORP COM 852193101 0 113 SH   DFND 01,16 0 0 113
ST BARBARA LTD-SP ADR COM 852278100 0 40 SH   DFND 01,02 0 40 0
STAAR SURGICAL CO COM 852312305 29,674 2,923,368 SH   DFND 01,02 0 2,020,723 902,645
STAGE STORES INC COM 85254C305 14,041 597,467 SH   DFND 01,02 0 357,595 239,872
STAG INDUSTRIAL INC COM 85254J102 17,273 865,741 SH   DFND 01,02 0 587,800 277,941
STAMFORD INDUSTRIAL COM 852685205 0 4 SH   DFND 01,16 0 0 4
STAMPS.COM INC COM 852857200 22,065 560,179 SH   DFND 01,02 0 389,577 170,602
STANCORP FINANCIAL GROUP COM 852891100 14,923 302,038 SH   DFND 01,02 0 12,960 289,078
STANCORP FINANCIAL GROUP COM 852891100 2 36 SH   DFND 01,16 0 0 36
STANDARD BANK GROUP-SPON ADR COM 853118206 21 1,895 SH   DFND 01,02 0 1,895 0
STANDARD MOTOR PRODS COM 853666105 3,260 94,939 SH   DFND 01,02 0 22,900 72,039
STANDARD PACIFIC CORP COM 85375C101 33,313 3,998,780 SH   DFND 01,02 0 1,414,943 2,583,837
STANDARD PACIFIC CORP COM 85375C101 168 20,208 SH   DFND 01,03 0 20,208 0
STANDARD PARKING CORP COM 853790103 12,304 573,331 SH   DFND 01,02 0 261,098 312,233
STANDEX INTERNATIONAL CORP COM 854231107 4,181 79,259 SH   DFND 01,02 0 3,236 76,023
STANLEY BLACK & DECKER INC COM 854502101 84,755 1,096,462 SH   DFND 01,02 0 95,503 1,000,959
STANLEY BLACK & DECKER INC COM 854502101 341 4,411 SH   DFND 01,03 0 4,411 0
STANLEY BLACK & DECKER INC COM 854502101 270 3,492 SH   DFND 01,16 0 0 3,492
STANLEY BLACK & DECKER INC PRF 854502705 27,839 1,138,125 SH   DFND 01,02 0 753,500 384,625
STANLEY BLACK & DECKER INC PRF 854502705 20 821 SH   DFND 01,16 0 0 821
STAPLES INC COM 855030102 47,530 2,996,479 SH   DFND 01,02 0 82,292 2,914,187
STAPLES INC COM 855030102 287 18,078 SH   DFND 01,03 0 18,078 0
STAPLES INC COM 855030102 75 4,755 SH   DFND 01,16 0 0 4,755
STAR SCIENTIFIC INC COM 85517P101 20 14,388 SH   DFND 01,02 0 14,388 0
STAR SCIENTIFIC INC COM 85517P101 3 2,000 SH   DFND 01,16 0 0 2,000
STAR TRIBUNE CO COM 85519Y100 20 627 SH   DFND 01,02 0 0 627
STAR TRIBUNE CO WT 85519Y118 111 3,481 SH   DFND 01,02 0 0 3,481
STAR TRIBUNE CO COM 85519YC08 35 1,098 SH   DFND 01,02 0 0 1,098
STARBUCKS CORP COM 855244109 157,357 2,402,646 SH   DFND 01,02 0 406,619 1,996,027
STARBUCKS CORP COM 855244109 1,335 20,390 SH   DFND 01,03 0 20,390 0
STARBUCKS CORP COM 855244109 197,693 3,018,691 SH   DFND 01,10 0 413,359 2,605,332
STARBUCKS CORP COM 855244109 1,177 17,958 SH   DFND 01,16 0 0 17,958
STATE AUTO FINANCIAL CORP COM 855707105 5,777 317,822 SH   DFND 01,02 0 221,057 96,765
STARWOOD PROPERTY TRUST INC COM 85571B105 14,433 583,142 SH   DFND 01,02 0 10,738 572,404
STARWOOD PROPERTY TRUST INC COM 85571B105 36 1,450 SH   DFND 01,16 0 0 1,450
STARWOOD PROPERTY TRUST INC CONV BND 85571BAA3 5,138 5,000,000 PRN   DFND 01,02 0 0 5,000,000
STARZ - A COM 85571Q102 196 8,857 SH   DFND 01,02 0 8,818 39
STARZ - A COM 85571Q102 3 124 SH   DFND 01,16 0 0 124
STARWOOD HOTELS & RESORTS COM 85590A401 253,952 4,018,814 SH   DFND 01,02 0 1,689,654 2,329,160
STARWOOD HOTELS & RESORTS COM 85590A401 346 5,467 SH   DFND 01,03 0 5,467 0
STARWOOD HOTELS & RESORTS COM 85590A401 42,172 667,370 SH   DFND 01,10 0 684 666,686
STARWOOD HOTELS & RESORTS COM 85590A401 123 1,942 SH   DFND 01,16 0 0 1,942
STATE BANK FINANCIAL CORP COM 856190103 30 1,990 SH   DFND 01,02 0 1,990 0
STATE STREET CORP COM 857477103 154,472 2,368,541 SH   DFND 01,02 0 1,529,765 838,776
STATE STREET CORP COM 857477103 1,023 15,687 SH   DFND 01,03 0 15,687 0
STATE STREET CORP COM 857477103 909 13,936 SH   DFND 01,10 0 0 13,936
STATE STREET CORP COM 857477103 529 8,109 SH   DFND 01,16 0 0 8,109
STATOIL ASA-SPON ADR COM 85771P102 39 1,893 SH   DFND 01,02 0 1,893 0
STATOIL ASA-SPON ADR COM 85771P102 16 751 SH   DFND 01,16 0 0 751
STEEL DYNAMICS INC COM 858119100 40,570 2,720,815 SH   DFND 01,02 0 275,496 2,445,319
STEEL DYNAMICS INC COM 858119100 36 2,400 SH   DFND 01,16 0 0 2,400
STEELCASE INC-CL A COM 858155203 28,532 1,956,936 SH   DFND 01,02 0 1,042,136 914,800
STEIN MART INC COM 858375108 1,408 103,116 SH   DFND 01,02 0 1,805 101,311
STEINWAY MUSICAL INSTRUMENTS COM 858495104 16 546 SH   DFND 01,02 0 546 0
STELLUS CAPITAL INVESTMENT C COM 858568108 11 751 SH   DFND 01,02 0 751 0
STELLARONE CORP COM 85856G100 28 1,416 SH   DFND 01,02 0 1,416 0
STEPAN CO COM 858586100 10,873 195,497 SH   DFND 01,02 0 93,835 101,662
STEMLINE THERAPEUTICS INC COM 85858C107 14 570 SH   DFND 01,02 0 570 0
STERICYCLE INC COM 858912108 46,843 424,180 SH   DFND 01,02 0 234,548 189,632
STERICYCLE INC COM 858912108 335 3,031 SH   DFND 01,03 0 3,031 0
STERICYCLE INC COM 858912108 2,792 25,285 SH   DFND 01,10 0 0 25,285
STERICYCLE INC COM 858912108 113 1,021 SH   DFND 01,16 0 0 1,021
STERIS CORP COM 859152100 11,655 271,752 SH   DFND 01,02 0 23,974 247,778
STERIS CORP COM 859152100 13 300 SH   DFND 01,16 0 0 300
STERLING BANCORP-N Y COM 859158107 18,955 1,631,276 SH   DFND 01,02 0 128,375 1,502,901
STERLING BANCORP-N Y COM 859158107 2 140 SH   DFND 01,16 0 0 140
STERLING CONSTRUCTION CO COM 859241101 8,639 953,499 SH   DFND 01,02 0 761,085 192,414
STERLING FINL CORP/SPOKANE COM 859319303 1,055 44,383 SH   DFND 01,02 0 21,383 23,000
STERLING FINL CORP/SPOKANE COM 859319303 1 35 SH   DFND 01,16 0 0 35
STERLITE INDUSTRIES INDI-ADR COM 859737207 2 405 SH   DFND 01,02 0 0 405
STERLITE INDUSTRIES (INDIA) LT CONV BND 859737AB4 341 350,000 PRN   DFND 01,02 0 0 350,000
STEVIA FIRST CORP COM 86031Q104 2 5,000 SH   DFND 01,16 0 0 5,000
STEWART ENTERPRISES INC-CL A COM 860370105 1,953 149,166 SH   DFND 01,02 0 149,166 0
STEWART ENTERPRISES INC CONV BND 860370AK1 2,019 1,565,000 PRN   DFND 01,02 0 0 1,565,000
STEWART INFORMATION SERVICES COM 860372101 2,636 100,668 SH   DFND 01,02 0 25,418 75,250
STEWART INFORMATION SERVICES COM 860372101 2 60 SH   DFND 01,16 0 0 60
STIFEL FINANCIAL CORP COM 860630102 9,501 266,390 SH   DFND 01,02 0 5,765 260,625
STIFEL FINANCIAL CORP COM 860630102 3 84 SH   DFND 01,16 0 0 84
STILLWATER MINING CO COM 86074Q102 9,224 858,896 SH   DFND 01,02 0 115,907 742,989
STMICROELECTRONICS NV-NY SHS COM 861012102 12 1,308 SH   DFND 01,02 0 0 1,308
STONE ENERGY CORP COM 861642106 17,634 800,373 SH   DFND 01,02 0 605,653 194,720
STONE ENERGY CORP CONV BND 861642AN6 4,089 4,420,000 PRN   DFND 01,02 0 0 4,420,000
STONERIDGE INC COM 86183P102 21 1,786 SH   DFND 01,02 0 1,786 0
STONEMOR PARTNERS COM 86183Q100 157 6,250 SH   DFND 01,16 0 0 6,250
STORA ENSO OYJ-SPONS ADR COM 86210M106 11 1,592 SH   DFND 01,02 0 159 0
STRASBAUGH COM 86260A101 0 3 SH   DFND 01,16 0 0 3
STRATEGIC HOTELS & RESORTS I COM 86272T106 5,332 601,721 SH   DFND 01,02 0 387,631 214,090
STRATEGIC HOTELS & RESORTS I COM 86272T106 1 106 SH   DFND 01,16 0 0 106
STRATEGIC HOTELS & * PRF 86272T403 17 700 SH   DFND 01,16 0 0 700
STRATUS PROPERTIES INC COM 863167201 5 427 SH   DFND 01,02 0 427 0
STRAYER EDUCATION INC COM 863236105 1,167 23,895 SH   DFND 01,02 0 1,333 22,562
STRIKE AXE INC COM 86332J106 0 28 SH   DFND 01,16 0 0 28
STRYKER CORP COM 863667101 23,447 362,245 SH   DFND 01,02 0 101,369 260,876
STRYKER CORP COM 863667101 506 7,823 SH   DFND 01,03 0 7,823 0
STRYKER CORP COM 863667101 3,119 48,228 SH   DFND 01,10 0 0 48,228
STRYKER CORP COM 863667101 175 2,711 SH   DFND 01,16 0 0 2,711
STURM RUGER & CO INC COM 864159108 7,508 156,276 SH   DFND 01,02 0 17,954 138,322
SUBSEA 7 SA-SPON ADR COM 864323100 43 2,481 SH   DFND 01,02 0 2,481 0
SUBURBAN PROPANE PARTNRS COM 864482104 211 4,549 SH   DFND 01,16 0 0 4,549
SUEZ ENVIRONNEMEN-UNSPON ADR COM 864691100 5 798 SH   DFND 01,02 0 798 0
SUFFOLK BANCORP COM 864739107 41 2,491 SH   DFND 01,02 0 2,491 0
SUFFOLK BANCORP COM 864739107 11 660 SH   DFND 01,16 0 0 660
SUCAMPO PHARMACEUTICALS-CL A COM 864909106 17 2,594 SH   DFND 01,02 0 2,594 0
SULPHCO INC COM 865378103 0 1,000 SH   DFND 01,16 0 0 1,000
SUMCO CORP-UNSPON ADR COM 86558P109 0 10 SH   DFND 01,02 0 10 0
SUMITOMO CHEMICAL CO-UNS ADR COM 865612105 1 73 SH   DFND 01,02 0 73 0
SUMITOMO CORP-SPON ADR COM 865613103 49 3,858 SH   DFND 01,02 0 3,858 0
SUMITOMO MITSUI-SPONS ADR COM 86562M209 273 29,179 SH   DFND 01,02 0 29,179 0
SUMITOMO MITSUI-SPONS ADR COM 86562M209 14 1,558 SH   DFND 01,16 0 0 1,558
SUMITOMO MITSUI TR-SPON ADR COM 86562X106 63 13,447 SH   DFND 01,02 0 13,447 0
SUMITOMO MITSUI TR-SPON ADR COM 86562X106 2 411 SH   DFND 01,16 0 0 411
SUMMIT HOTEL PROPERTIES INC COM 866082100 25,850 2,735,503 SH   DFND 01,02 0 1,885,101 850,402
SUMMIT HOTEL PROPERTIES INC COM 866082100 80 8,470 SH   DFND 01,16 0 0 8,470
SUN BANCORP INC-NJ COM 86663B102 9 2,531 SH   DFND 01,02 0 2,531 0
SUN COMMUNITIES INC COM 866674104 3,901 78,376 SH   DFND 01,02 0 47,416 30,960
SUN COMMUNITIES INC COM 866674104 142 2,853 SH   DFND 01,16 0 0 2,853
SUN HUNG KAI PROP LTD-SP ADR COM 86676H302 57 4,450 SH   DFND 01,02 0 4,450 0
SUN LIFE FINANCIAL INC COM 866796105 6,805 229,754 SH   DFND 01,02 0 229,754 0
SUN LIFE FINANCIAL INC COM 866796105 2 75 SH   DFND 01,16 0 0 75
SUN HYDRAULICS CORP COM 866942105 3,973 127,001 SH   DFND 01,02 0 127,001 0
SUNCOR ENERGY INC COM 867224107 53,100 1,800,596 SH   DFND 01,02 0 580,574 1,220,022
SUNCOR ENERGY INC COM 867224107 68 2,296 SH   DFND 01,16 0 0 2,296
SUNCOKE ENERGY INC COM 86722A103 5,012 357,435 SH   DFND 01,02 0 15,515 341,920
SUNCOKE ENERGY INC COM 86722A103 2 132 SH   DFND 01,16 0 0 132
SUNCORP GROUP L-UNSPON ADR COM 86723Y100 15 1,360 SH   DFND 01,02 0 1,360 0
SUNESIS PHARMACEUTICALS INC COM 867328601 232 44,567 SH   DFND 01,02 0 8,817 35,750
SUNERGY INC PAR $.001 COM 86732G306 2 1,464,555 SH   DFND 01,16 0 0 1,464,555
SUNEDISON INC COM 86732Y109 17,783 2,176,732 SH   DFND 01,02 0 321,111 1,855,621
SUNOCO LOGISTICS COM 86764L108 168 2,624 SH   DFND 01,16 0 0 2,624
SUNPOWER CORP COM 867652406 141 6,822 SH   DFND 01,02 0 6,822 0
SUNPOWER CORP CONV BND 867652AF6 3,418 3,300,000 PRN   DFND 01,02 0 0 3,300,000
SUNOPTA INC COM 8676EP108 5 700 SH   DFND 01,16 0 0 700
SUNSTONE HOTEL INVESTORS INC COM 867892101 24,121 1,996,721 SH   DFND 01,02 0 1,945,921 50,800
SUNSTONE HOTEL INVESTORS INC COM 867892101 1 88 SH   DFND 01,16 0 0 88
SUNTRUST BANKS INC COM 867914103 40,720 1,289,853 SH   DFND 01,02 0 216,201 1,073,652
SUNTRUST BANKS INC COM 867914103 463 14,678 SH   DFND 01,03 0 14,678 0
SUNTRUST BANKS INC COM 867914103 59,674 1,890,825 SH   DFND 01,10 0 688,704 1,202,121
SUNTRUST BANKS INC COM 867914103 226 7,167 SH   DFND 01,16 0 0 7,167
SUPER MICRO COMPUTER INC COM 86800U104 1,073 100,811 SH   DFND 01,02 0 3,739 97,072
SUPERIOR ENERGY SERVICES INC COM 868157108 94,232 3,632,657 SH   DFND 01,02 0 898,635 2,734,022
SUPERIOR ENERGY SERVICES INC COM 868157108 4 141 SH   DFND 01,03 0 141 0
SUPERIOR ENERGY SERVICES INC COM 868157108 8,042 310,160 SH   DFND 01,10 0 0 310,160
SUPERIOR ENERGY SERVICES INC COM 868157108 124 4,769 SH   DFND 01,16 0 0 4,769
SUPERIOR INDUSTRIES INTL COM 868168105 2,051 119,180 SH   DFND 01,02 0 34,456 84,724
SUPERNUS PHARMACEUTICALS INC COM 868459108 5,737 892,122 SH   DFND 01,02 0 892,122 0
SUPERNUS PHARMACEUTICALS INC CONV BND 868459AA6 2,099 1,660,000 PRN   DFND 01,02 0 0 1,660,000
SUPERTEX INC COM 868532102 949 39,659 SH   DFND 01,02 0 1,862 37,797
SUPERVALU INC COM 868536103 2,835 455,742 SH   DFND 01,02 0 37,401 418,341
SUPERVALU INC COM 868536103 4 636 SH   DFND 01,16 0 0 636
SUPPORT.COM INC COM 86858W101 14 3,133 SH   DFND 01,02 0 3,133 0
SUPPORT.COM INC COM 86858W101 1 195 SH   DFND 01,16 0 0 195
SURGUTNEFTEGAZ-SP ADR PREF COM 868861105 39 6,183 SH   DFND 01,02 0 6,183 0
SURGUTNEFTEGAS-SP ADR COM 868861204 81 10,186 SH   DFND 01,02 0 101,860 0
SURMODICS INC COM 868873100 898 44,858 SH   DFND 01,02 0 954 43,904
SUSQUEHANNA BANCSHARES INC COM 869099101 41,412 3,222,854 SH   DFND 01,02 0 728,992 2,493,862
SUSSER HOLDINGS CORP COM 869233106 7,413 154,817 SH   DFND 01,02 0 124,577 30,240
SVENSKA CELLULOSA AB-SP ADR COM 869587402 74 2,971 SH   DFND 01,02 0 2,971 0
SVENSKA HANDELSB-A-UNSP ADR COM 86959C103 73 3,675 SH   DFND 01,02 0 3,675 0
SUZANO PAPEL E CELULO-SP ADR COM 86959K105 0 20 SH   DFND 01,02 0 20 0
SWATCH GROUP AG/THE-UNSP ADR COM 870123106 62 2,256 SH   DFND 01,02 0 2,256 0
SWEDBANK AB-ADR COM 870195104 85 3,728 SH   DFND 01,02 0 3,728 0
SWEDBANK AB-ADR COM 870195104 4 161 SH   DFND 01,16 0 0 161
SWEDISH EXPORT CR CORP PRF 870297603 139 16,700 SH   DFND 01,16 0 0 16,700
SWEDISH EXPORT CR CORP PRF 870297801 1 120 SH   DFND 01,16 0 0 120
SWIFT ENERGY CO COM 870738101 3,725 310,814 SH   DFND 01,02 0 152,662 158,152
SWIFT ENERGY CO COM 870738101 22 1,871 SH   DFND 01,16 0 0 1,871
SWIFT TRANSPORTATION CO COM 87074U101 37,445 2,263,870 SH   DFND 01,02 0 236,870 2,027,000
SWIRE PACIFIC LTD-SP ADR A COM 870794302 17 1,428 SH   DFND 01,02 0 1,428 0
SWISHER HYGIENE INC COM 870808102 9 11,094 SH   DFND 01,02 0 11,094 0
SWISS HELVETIA FUND INC COM 870875101 23 1,901 SH   DFND 01,16 0 0 1,901
SWISS RE LTD-SPN ADR COM 870886108 79 1,064 SH   DFND 01,02 0 1,064 0
SWISSCOM AG-SPONSORED ADR COM 871013108 67 1,537 SH   DFND 01,02 0 1,537 0
SWISSCOM AG-SPONSORED ADR COM 871013108 3 57 SH   DFND 01,16 0 0 57
SYKES ENTERPRISES INC COM 871237103 4,422 280,533 SH   DFND 01,02 0 136,385 144,148
SYMANTEC CORP COM 871503108 331,038 14,732,331 SH   DFND 01,02 0 1,016,156 13,716,175
SYMANTEC CORP COM 871503108 426 18,970 SH   DFND 01,03 0 18,970 0
SYMANTEC CORP COM 871503108 1,518 67,543 SH   DFND 01,10 0 0 67,543
SYMANTEC CORP COM 871503108 56 2,481 SH   DFND 01,16 0 0 2,481
SYMETRA FINANCIAL CORP COM 87151Q106 38,968 2,436,929 SH   DFND 01,02 0 1,143,929 1,293,000
SYMETRA FINANCIAL CORP COM 87151Q106 1 72 SH   DFND 01,16 0 0 72
SYMMETRICOM INC COM 871543104 6,012 1,338,746 SH   DFND 01,02 0 1,176,887 161,859
SYMMETRY MEDICAL INC COM 871546206 12,411 1,473,900 SH   DFND 01,02 0 145,743 1,328,157
SYMRISE AG-UNSPON ADR COM 87155N109 66 1,623 SH   DFND 01,02 0 1,623 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 8,705 281,990 SH   DFND 01,02 0 36,615 245,375
SYNAPTICS INC COM 87157D109 35,564 922,310 SH   DFND 01,02 0 102,421 819,889
SYNAPTICS INC COM 87157D109 67,866 1,761,390 SH   DFND 01,10 0 562,481 1,198,909
SYNAPTICS INC COM 87157D109 12 300 SH   DFND 01,16 0 0 300
SYNAGEVA BIOPHARMA CORP COM 87159A103 4,815 114,627 SH   DFND 01,02 0 1,065 113,562
SYNOPSYS INC COM 871607107 436,550 12,211,204 SH   DFND 01,02 0 681,040 11,530,164
SYNOPSYS INC COM 871607107 1,521 42,539 SH   DFND 01,10 0 0 42,539
SYNOPSYS INC COM 871607107 3 86 SH   DFND 01,16 0 0 86
SYNGENTA AG-ADR COM 87160A100 221 2,832 SH   DFND 01,02 0 0 2,832
SYNGENTA AG-ADR COM 87160A100 100 1,285 SH   DFND 01,16 0 0 1,285
SYNOVUS FINANCIAL CORP COM 87161C105 13,271 4,544,703 SH   DFND 01,02 0 2,884,958 1,659,745
SYNTEL INC COM 87162H103 901 14,333 SH   DFND 01,02 0 6,333 8,000
SYNTEL INC COM 87162H103 18 285 SH   DFND 01,16 0 0 285
SYNTA PHARMACEUTICALS CORP COM 87162T206 15 3,018 SH   DFND 01,02 0 3,018 0
SYNNEX CORP COM 87162W100 5,746 135,901 SH   DFND 01,02 0 24,681 111,220
SYNNEX CORP COM 87162W100 4 92 SH   DFND 01,16 0 0 92
SYNTROLEUM CORP NEW COM 871630208 2 358 SH   DFND 01,16 0 0 358
SYNERGY PHARMACEUTICALS INC COM 871639308 22 5,022 SH   DFND 01,02 0 5,022 0
SYNTAX BRILLIAN CORP COM 87163L103 0 600 SH   DFND 01,16 0 0 600
SYNUTRA INTERNATIONAL INC COM 87164C102 5 1,078 SH   DFND 01,02 0 1,078 0
SYNERGY RESOURCES CORP COM 87164P103 20 2,664 SH   DFND 01,02 0 2,664 0
SYSCO CORP COM 871829107 137,095 4,013,272 SH   DFND 01,02 0 534,030 3,479,242
SYSCO CORP COM 871829107 590 17,273 SH   DFND 01,03 0 17,273 0
SYSCO CORP COM 871829107 439 12,858 SH   DFND 01,16 0 0 12,858
SYSTEMAX INC COM 871851101 12 1,354 SH   DFND 01,02 0 1,354 0
TCF FINANCIAL CORP COM 872275102 37,633 2,654,028 SH   DFND 01,02 0 423,673 2,230,355
TCF FINANCIAL CORP COM 872275102 11,599 817,955 SH   DFND 01,10 0 0 817,955
TC PIPELINES LP UNIT COM 87233Q108 24 500 SH   DFND 01,16 0 0 500
TCW STRATEGIC INCOME COM 872340104 103 18,584 SH   DFND 01,16 0 0 18,584
TDK CORP-SPONSORED ADR COM 872351408 0 10 SH   DFND 01,02 0 0 10
TD AMERITRADE HOLDING CORP COM 87236Y108 73,393 3,021,484 SH   DFND 01,02 0 310,409 2,711,075
TD AMERITRADE HOLDING CORP COM 87236Y108 1 23 SH   DFND 01,16 0 0 23
TECO ENERGY INC COM 872375100 45,625 2,654,107 SH   DFND 01,02 0 213,744 2,440,363
TECO ENERGY INC COM 872375100 125 7,263 SH   DFND 01,03 0 7,263 0
TECO ENERGY INC COM 872375100 752 43,720 SH   DFND 01,16 0 0 43,720
TESSCO TECHNOLOGIES INC COM 872386107 10 361 SH   DFND 01,02 0 361 0
TCP CAPITAL CORP COM 87238Q103 27 1,619 SH   DFND 01,02 0 1,619 0
TCP CAPITAL CORP COM 87238Q103 0 27 SH   DFND 01,16 0 0 27
TFS FINANCIAL CORP COM 87240R107 6 500 SH   DFND 01,02 0 500 0
TFS FINANCIAL CORP COM 87240R107 22 2,000 SH   DFND 01,16 0 0 2,000
T.G.C. INDUSTRIES INC COM 872417308 6,435 782,609 SH   DFND 01,02 0 750,794 31,815
THL CREDIT INC COM 872438106 35 2,330 SH   DFND 01,02 0 2,330 0
TICC CAPITAL CORP COM 87244T109 32 3,275 SH   DFND 01,02 0 3,275 0
TICC CAPITAL CORP COM 87244T109 139 14,500 SH   DFND 01,16 0 0 14,500
TJX COMPANIES INC COM 872540109 737,723 14,736,679 SH   DFND 01,02 0 8,546,054 6,190,625
TJX COMPANIES INC COM 872540109 6,119 122,232 SH   DFND 01,03 0 122,232 0
TJX COMPANIES INC COM 872540109 4,394 87,765 SH   DFND 01,10 0 0 87,765
TJX COMPANIES INC COM 872540109 239 4,783 SH   DFND 01,16 0 0 4,783
T-MOBILE US INC COM 872590104 1,300 52,440 SH   DFND 01,02 0 52,440 0
TMK OAO-SPON ADR COM 87260R300 0 33 SH   DFND 01,02 0 0 33
TMS INTERNATIONAL CORP-A COM 87261Q103 15,712 1,059,372 SH   DFND 01,02 0 106,416 952,956
TRC COS INC COM 872625108 7 1,009 SH   DFND 01,02 0 1,009 0
TNT EXPRESS NV-ADR COM 87262N109 13 1,768 SH   DFND 01,02 0 1,768 0
TNT EXPRESS NV-ADR COM 87262N109 2 263 SH   DFND 01,16 0 0 263
TRW AUTOMOTIVE INC CONV BND 87264MAH2 3,367 1,470,000 PRN   DFND 01,02 0 0 1,470,000
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 37,919 570,693 SH   DFND 01,02 0 129,417 441,276
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 233 3,502 SH   DFND 01,16 0 0 3,502
TRI POINTE HOMES INC COM 87265H109 8,915 537,697 SH   DFND 01,02 0 377,623 160,074
TRI POINTE HOMES INC COM 87265H109 4,599 280,602 SH   DFND 01,10 0 0 280,602
TTM TECHNOLOGIES COM 87305R109 2,309 274,878 SH   DFND 01,02 0 82,090 192,788
TW TELECOM INC COM 87311L104 30,706 1,091,167 SH   DFND 01,02 0 35,161 1,056,006
TW TELECOM INC COM 87311L104 6 200 SH   DFND 01,16 0 0 200
TABLEAU SOFTWARE INC-CL A COM 87336U105 534 9,649 SH   DFND 01,02 0 6,162 3,487
TAHOE RESOURCES INC COM 873868103 7 472 SH   DFND 01,02 0 472 0
TAISEI CORP-UNSPONSORED ADR COM 874018203 4 110 SH   DFND 01,02 0 110 0
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 66,939 3,653,846 SH   DFND 01,02 0 0 3,653,846
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 26,372 1,439,532 SH   DFND 01,02,10 0 0 1,439,532
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 24 1,313 SH   DFND 01,03 0 0 1,313
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 36,354 1,984,405 SH   DFND 01,10 0 0 1,984,405
TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 24 1,326 SH   DFND 01,16 0 0 1,326
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 6,135 409,741 SH   DFND 01,02 0 74,688 335,053
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 0 22 SH   DFND 01,16 0 0 22
TAKE-TWO INTERACTIVE SOFTWARE CONV BND 874054AD1 4,571 4,700,000 PRN   DFND 01,02 0 0 4,700,000
TAKEDA PHARMACEUTIC-SP ADR COM 874060205 146 6,333 SH   DFND 01,02 0 6,333 0
TAL EDUCATION GROUP- ADR COM 874080104 0 11 SH   DFND 01,02 0 22 0
TAL INTERNATIONAL GROUP INC COM 874083108 16,273 373,498 SH   DFND 01,02 0 359,360 14,138
TAL INTERNATIONAL GROUP INC COM 874083108 115 2,641 SH   DFND 01,03 0 2,641 0
TAL INTERNATIONAL GROUP INC COM 874083108 8,520 195,587 SH   DFND 01,10 0 195,587 0
TALISMAN ENERGY INC COM 87425E103 4,951 433,198 SH   DFND 01,02 0 433,198 0
TALISMAN ENERGY INC COM 87425E103 52 4,587 SH   DFND 01,16 0 0 4,587
TALON THERAPEUTICS INC COM 87484H104 0 625 SH   DFND 01,16 0 0 625
TAMINCO CORP COM 87509U106 16,004 784,910 SH   DFND 01,02 0 85,143 699,767
TANGER FACTORY OUTLET CENTER COM 875465106 28,659 856,522 SH   DFND 01,02 0 502,813 353,709
TANGER FACTORY OUTLET CENTER COM 875465106 123 3,670 SH   DFND 01,03 0 3,670 0
TANGER FACTORY OUTLET CENTER COM 875465106 4 105 SH   DFND 01,16 0 0 105
TANGOE INC/CT COM 87582Y108 14,827 960,933 SH   DFND 01,02 0 601,383 359,550
TAOMEE HOLDINGS LTD-SP ADR COM 87600Y106 0 10 SH   DFND 01,02 0 200 0
TAPESTRY PHARMS INC CHG COM 876031204 0 50 SH   DFND 01,16 0 0 50
TARGACEPT INC COM 87611R306 7 1,830 SH   DFND 01,02 0 1,830 0
TARGA RESOURCES PARTNERS COM 87611X105 351 6,965 SH   DFND 01,16 0 0 6,965
TARGET CORP COM 87612E106 144,696 2,101,270 SH   DFND 01,02 0 606,212 1,495,058
TARGET CORP COM 87612E106 1,203 17,475 SH   DFND 01,03 0 17,475 0
TARGET CORP COM 87612E106 3,261 47,351 SH   DFND 01,16 0 0 47,351
TARGA RESOURCES CORP COM 87612G101 969 15,052 SH   DFND 01,02 0 15,052 0
TARGA RESOURCES CORP COM 87612G101 9 140 SH   DFND 01,16 0 0 140
TASER INTERNATIONAL INC COM 87651B104 36 4,192 SH   DFND 01,02 0 4,192 0
TATA COMMUNICATIONS-ADR COM 876564105 2 420 SH   DFND 01,02 0 0 420
TATA MOTORS LTD-SPON ADR COM 876568502 482 20,587 SH   DFND 01,02 0 0 20,587
TATA MOTORS LTD-SPON ADR COM 876568502 27 1,166 SH   DFND 01,16 0 0 1,166
TATE & LYLE PLC-SPONS ADR COM 876570607 6 115 SH   DFND 01,02 0 0 115
TAUBMAN CENTERS INC COM 876664103 56,217 748,068 SH   DFND 01,02 0 56,554 691,514
TAUBMAN CENTERS INC COM 876664103 8 100 SH   DFND 01,16 0 0 100
TAYLOR CAPITAL GROUP INC COM 876851106 1,002 59,327 SH   DFND 01,02 0 3,077 56,250
TEAM INC COM 878155100 50 1,303 SH   DFND 01,02 0 1,303 0
TEAM INC COM 878155100 1 35 SH   DFND 01,16 0 0 35
TEAM HEALTH HOLDINGS INC COM 87817A107 2,636 64,183 SH   DFND 01,02 0 29,303 34,880
TEAM HEALTH HOLDINGS INC COM 87817A107 2 49 SH   DFND 01,16 0 0 49
TEARLAB CORP COM 878193101 1,029 96,862 SH   DFND 01,02 0 96,862 0
TECH DATA CORP COM 878237106 5,005 106,308 SH   DFND 01,02 0 27,534 78,774
TECHNE CORP COM 878377100 10,811 156,520 SH   DFND 01,02 0 66,026 90,494
TECHNICOLOR-SPON ADR COM 878520204 17 4,240 SH   DFND 01,02 0 4,240 0
TECHNIP SA-ADR COM 878546209 44 1,748 SH   DFND 01,02 0 1,748 0
TECHNIP SA-ADR COM 878546209 4 148 SH   DFND 01,16 0 0 148
TECHTRONIC INDUSTRIES-SP ADR COM 87873R101 2 181 SH   DFND 01,02 0 181 0
TECHTRONIC INDUSTRIES-SP ADR COM 87873R101 7 605 SH   DFND 01,16 0 0 605
TECK RESOURCES LTD CL B COM 878742204 1 50 SH   DFND 01,16 0 0 50
TECHTARGET COM 87874R100 5,538 1,238,643 SH   DFND 01,02 0 827,386 411,257
TECUMSEH PRODUCTS CO-CLASS B COM 878895101 453 40,925 SH   DFND 01,02 0 0 40,925
TECUMSEH PRODUCTS CO-CLASS A COM 878895200 25 2,330 SH   DFND 01,02 0 0 2,330
TEKNOWLEDGE CORP COM 878919208 0 300 SH   DFND 01,16 0 0 300
TEIJIN LTD-UNSPONSORED ADR COM 879063204 3 142 SH   DFND 01,02 0 142 0
TEJON RANCH CO COM 879080109 3,227 113,274 SH   DFND 01,02 0 859 112,415
TEJON RANCH CO COM 879080109 6 200 SH   DFND 01,16 0 0 200
TELECOM ARGENTINA SA-SP ADR COM 879273209 2 112 SH   DFND 01,02 0 0 112
TELECOM NEW ZEALAND-SP ADR COM 879278208 40 4,547 SH   DFND 01,02 0 0 4,547
TELECOM ITALIA SPA-SPON ADR COM 87927Y102 35 5,078 SH   DFND 01,02 0 5,078 0
TELECOM ITALIA SPA-SPON ADR COM 87927Y201 5 899 SH   DFND 01,02 0 899 0
TELECOM ITALIA SPA-SPON ADR COM 87927Y201 3 478 SH   DFND 01,16 0 0 478
TELECOMMUNICATION SYSTEMS-A COM 87929J103 12 4,975 SH   DFND 01,02 0 4,975 0
TELEDYNE TECHNOLOGIES INC COM 879360105 18,182 235,068 SH   DFND 01,02 0 69,580 165,488
TELEFIX COMMUNICATIONS COM 879366102 0 6,800 SH   DFND 01,16 0 0 6,800
TELEFLEX INC COM 879369106 92,600 1,195,019 SH   DFND 01,02 0 238,888 956,131
TELEFLEX INC COM 879369106 8 100 SH   DFND 01,16 0 0 100
TELEFONICA BRASIL-ADR COM 87936R106 25 1,108 SH   DFND 01,02 0 0 1,108
TELEFONICA BRASIL-ADR COM 87936R106 18 767 SH   DFND 01,16 0 0 767
TELEFONICA SA-SPON ADR COM 879382208 8,554 667,780 SH   DFND 01,02 0 0 667,780
TELEFONICA SA-SPON ADR COM 879382208 124 9,643 SH   DFND 01,16 0 0 9,643
TELEPHONE AND DATA SYSTEMS COM 879433829 20,449 829,518 SH   DFND 01,02 0 71,322 758,196
TELEPHONE AND DATA SYSTEMS COM 879433829 13 509 SH   DFND 01,16 0 0 509
TELEKOM AUSTRIA AG-ADR COM 87943Q109 0 13 SH   DFND 01,02 0 13 0
TELENOR ASA-ADR COM 87944W105 40 684 SH   DFND 01,02 0 228 0
TELENAV INC COM 879455103 253 48,266 SH   DFND 01,02 0 13,866 34,400
TELE2 AB-B-UNSPON ADR COM 87952P307 0 30 SH   DFND 01,02 0 0 30
TELKOM SOUTH AFRICA-SPON ADR COM 879603108 0 10 SH   DFND 01,02 0 10 0
TELIASONERA AB-UNSPON ADR COM 87960M205 5 378 SH   DFND 01,02 0 0 378
TELLABS INC COM 879664100 8,665 4,376,650 SH   DFND 01,02 0 39,620 4,337,030
TELLABS INC COM 879664100 10 5,285 SH   DFND 01,16 0 0 5,285
TELSTRA CORP-ADR COM 87969N204 96 4,387 SH   DFND 01,02 0 0 4,387
TELSTRA CORP-ADR COM 87969N204 46 2,101 SH   DFND 01,16 0 0 2,101
TELUS CORP COM 87971M103 20 700 SH   DFND 01,16 0 0 700
TELETECH HOLDINGS INC COM 879939106 11,776 502,579 SH   DFND 01,02 0 422,649 79,930
TELETECH HOLDINGS INC COM 879939106 1 29 SH   DFND 01,16 0 0 29
TEMPLETON DRAGON COM 88018T101 218 8,705 SH   DFND 01,16 0 0 8,705
TEMPLETON EMERGING MKTS COM 880191101 8 479 SH   DFND 01,16 0 0 479
TEMPLETON EMERGING COM 880192109 2,869 192,676 SH   DFND 01,16 0 0 192,676
TEMPLETON GLOBAL INCOME COM 880198106 226 26,349 SH   DFND 01,16 0 0 26,349
TEMPLETON RUSSIA & EAST COM 88022F105 34 2,500 SH   DFND 01,16 0 0 2,500
TEMPUR SEALY INTERNATIONAL I COM 88023U101 5,771 131,447 SH   DFND 01,02 0 5,543 125,904
TENAGA NASIONAL-SPONS ADR COM 880277108 2 235 SH   DFND 01,02 0 235 0
TENARIS SA-ADR COM 88031M109 617 15,300 SH   DFND 01,02 0 0 15,300
TENARIS SA-ADR COM 88031M109 14,088 350,000 SH   DFND 01,10 0 0 350,000
TENCENT HOLDINGS LTD-UNS ADR COM 88032Q109 193 4,914 SH   DFND 01,02 0 0 4,914
TENET HEALTHCARE CORP COM 88033G407 13,334 289,213 SH   DFND 01,02 0 78,617 210,596
TENET HEALTHCARE CORP COM 88033G407 130 2,821 SH   DFND 01,03 0 2,821 0
TENET HEALTHCARE CORP COM 88033G407 33 719 SH   DFND 01,16 0 0 719
TENNANT CO COM 880345103 12,599 261,016 SH   DFND 01,02 0 111,354 149,662
TENNECO INC COM 880349105 22,620 499,564 SH   DFND 01,02 0 62,364 437,200
TENNECO INC COM 880349105 2 52 SH   DFND 01,16 0 0 52
TENNESSEE VLY AUTH PWR PRF 880591300 691 27,856 SH   DFND 01,16 0 0 27,856
TENNESSEE VALLEY AUTH PRF 880591409 631 24,891 SH   DFND 01,16 0 0 24,891
TERADATA CORP COM 88076W103 52,862 1,052,435 SH   DFND 01,02 0 548,650 503,785
TERADATA CORP COM 88076W103 230 4,574 SH   DFND 01,03 0 4,574 0
TERADATA CORP COM 88076W103 12 230 SH   DFND 01,16 0 0 230
TERADYNE INC COM 880770102 252,591 14,376,300 SH   DFND 01,02 0 1,698,840 12,677,460
TERADYNE INC COM 880770102 91 5,193 SH   DFND 01,03 0 5,193 0
TERADYNE INC COM 880770102 453 25,800 SH   DFND 01,10 0 0 25,800
TERADYNE INC COM 880770102 4 205 SH   DFND 01,16 0 0 205
TEREX CORP COM 880779103 49,783 1,892,832 SH   DFND 01,02 0 307,803 1,585,029
TEREX CORP COM 880779103 140 5,310 SH   DFND 01,16 0 0 5,310
TERNA SPA-UNSPONSORED ADR COM 88088L103 5 418 SH   DFND 01,02 0 418 0
TERNIUM SA-SPONSORED ADR COM 880890108 8 363 SH   DFND 01,02 0 3,630 0
TERRA NITROGEN CO LP COM 881005201 45 208 SH   DFND 01,16 0 0 208
TERRITORIAL BANCORP INC COM 88145X108 15 682 SH   DFND 01,02 0 682 0
TERRENO REALTY CORP COM 88146M101 11,389 614,678 SH   DFND 01,02 0 614,678 0
TESARO INC COM 881569107 13,713 418,853 SH   DFND 01,02 0 391,950 26,903
TESCO PLC-SPONSORED ADR COM 881575302 47 3,124 SH   DFND 01,02 0 3,124 0
TESCO CORP COM 88157K101 19,001 1,434,008 SH   DFND 01,02 0 592,028 841,980
TESCO CORP COM 88157K101 1 46 SH   DFND 01,16 0 0 46
TESORO CORP COM 881609101 82,490 1,576,623 SH   DFND 01,02 0 150,542 1,426,081
TESORO CORP COM 881609101 194 3,699 SH   DFND 01,03 0 3,699 0
TESORO CORP COM 881609101 1,118 21,369 SH   DFND 01,16 0 0 21,369
TESLA MOTORS INC COM 88160R101 16,335 152,066 SH   DFND 01,02 0 8,811 143,255
TESLA MOTORS INC COM 88160R101 158 1,472 SH   DFND 01,16 0 0 1,472
TESORO LOGISTICS LTD COM 88160T107 26 423 SH   DFND 01,16 0 0 423
TEVA PHARMACEUTICAL-SP ADR COM 881624209 64,685 1,650,149 SH   DFND 01,02 0 74,923 1,575,226
TEVA PHARMACEUTICAL-SP ADR COM 881624209 320 8,151 SH   DFND 01,16 0 0 8,151
TETRA TECHNOLOGIES INC COM 88162F105 58,106 5,663,432 SH   DFND 01,02 0 2,739,365 2,924,067
TETRA TECH INC COM 88162G103 14,666 623,826 SH   DFND 01,02 0 373,564 250,262
TETRA TECH INC COM 88162G103 1 24 SH   DFND 01,16 0 0 24
TESSERA TECHNOLOGIES INC COM 88164L100 4,087 196,508 SH   DFND 01,02 0 4,089 192,419
TESSERA TECHNOLOGIES INC COM 88164L100 8 389 SH   DFND 01,16 0 0 389
TETRAPHASE PHARMACEUTICALS I COM 88165N105 5 718 SH   DFND 01,02 0 718 0
TETON ADVISORS INC-CLASS B COM 88165Y101 0 3 SH   DFND 01,02 0 30 0
TEUCRIUM CORN ETF COM 88166A102 10 257 SH   DFND 01,16 0 0 257
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 6,772 152,658 SH   DFND 01,02 0 3,904 148,754
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4 100 SH   DFND 01,16 0 0 100
TEXAS INDUSTRIES INC COM 882491103 6,943 106,611 SH   DFND 01,02 0 16,383 90,228
TEXAS INSTRUMENTS INC COM 882508104 112,548 3,227,845 SH   DFND 01,02 0 2,581,807 646,038
TEXAS INSTRUMENTS INC COM 882508104 1,053 30,206 SH   DFND 01,03 0 30,206 0
TEXAS INSTRUMENTS INC COM 882508104 653 18,729 SH   DFND 01,16 0 0 18,729
TEXAS ROADHOUSE INC COM 882681109 37,245 1,488,662 SH   DFND 01,02 0 94,839 1,393,823
TEXAS ROADHOUSE INC COM 882681109 4 160 SH   DFND 01,16 0 0 160
TEXFI INDUSTRIES INC COM 882895105 0 500 SH   DFND 01,16 0 0 500
TEXTRON INC COM 883203101 8,225 315,697 SH   DFND 01,02 0 65,448 250,249
TEXTRON INC COM 883203101 197 7,567 SH   DFND 01,03 0 7,567 0
TEXTRON INC COM 883203101 107 4,108 SH   DFND 01,16 0 0 4,108
TG THERAPEUTICS INC COM 88322Q108 5 796 SH   DFND 01,02 0 796 0
THATLOOK.COM INC + COM 883265100 0 500 SH   DFND 01,16 0 0 500
THE9 LIMITED ADR COM 88337K104 0 130 SH   DFND 01,16 0 0 130
THERAPEUTICSMD INC COM 88338N107 16 5,176 SH   DFND 01,02 0 5,176 0
THERAVANCE INC COM 88338T104 1,513 39,261 SH   DFND 01,02 0 35,651 3,610
THERAVANCE INC. CONV BND 88338TAB0 3,557 2,300,000 PRN   DFND 01,02 0 0 2,300,000
THERMO FISHER SCIENTIFIC INC COM 883556102 126,529 1,494,962 SH   DFND 01,02 0 404,807 1,090,155
THERMO FISHER SCIENTIFIC INC COM 883556102 827 9,775 SH   DFND 01,03 0 9,775 0
THERMO FISHER SCIENTIFIC INC COM 883556102 134,701 1,591,846 SH   DFND 01,10 0 220,737 1,371,109
THERMO FISHER SCIENTIFIC INC COM 883556102 377 4,457 SH   DFND 01,16 0 0 4,457
THERMON GROUP HOLDINGS INC COM 88362T103 3,788 185,690 SH   DFND 01,02 0 1,690 184,000
THOMAS COOK GROUP-UNSP ADR COM 884344102 1 160 SH   DFND 01,02 0 160 0
THOMAS PROPERTIES GROUP COM 884453101 10 1,885 SH   DFND 01,02 0 1,885 0
THOMSON REUTERS CORP COM 884903105 650 19,957 SH   DFND 01,02 0 19,777 180
THOMSON REUTERS CORP COM 884903105 123 3,785 SH   DFND 01,16 0 0 3,785
THOR INDUSTRIES INC COM 885160101 12,495 254,058 SH   DFND 01,02 0 93,194 160,864
THOR INDUSTRIES INC COM 885160101 4 87 SH   DFND 01,16 0 0 87
THORATEC CORP COM 885175307 15,606 498,477 SH   DFND 01,02 0 232,248 266,229
THORATEC CORP COM 885175307 16 512 SH   DFND 01,16 0 0 512
THORNBURG MORTGAGE INC * COM 885218800 0 309 SH   DFND 01,16 0 0 309
3D SYSTEMS CORP COM 88554D205 9,007 205,179 SH   DFND 01,02 0 11,849 193,330
3D SYSTEMS CORP COM 88554D205 171 3,897 SH   DFND 01,16 0 0 3,897
3M CO COM 88579Y101 76,107 695,980 SH   DFND 01,02 0 144,521 551,459
3M CO COM 88579Y101 1,891 17,294 SH   DFND 01,03 0 17,294 0
3M CO COM 88579Y101 1,828 16,714 SH   DFND 01,16 0 0 16,714
THRESHOLD PHARMACEUTICALS COM 885807206 15 2,935 SH   DFND 01,02 0 2,935 0
TIBCO SOFTWARE INC COM 88632Q103 9,770 456,544 SH   DFND 01,02 0 6,583 449,961
TIBCO SOFTWARE INC COM 88632Q103 67,863 3,171,092 SH   DFND 01,10 0 934,974 2,236,118
TIDEWATER INC COM 886423102 77,173 1,354,621 SH   DFND 01,02 0 1,004,282 350,339
TIDEWATER INC COM 886423102 83 1,455 SH   DFND 01,03 0 1,455 0
TIDEWATER INC COM 886423102 352 6,181 SH   DFND 01,10 0 0 6,181
TIDEWATER INC COM 886423102 17 299 SH   DFND 01,16 0 0 299
TIFFANY & CO COM 886547108 73,978 1,015,585 SH   DFND 01,02 0 836,197 179,388
TIFFANY & CO COM 886547108 374 5,131 SH   DFND 01,03 0 5,131 0
TIFFANY & CO COM 886547108 579 7,946 SH   DFND 01,10 0 0 7,946
TIFFANY & CO COM 886547108 317 4,353 SH   DFND 01,16 0 0 4,353
TIGER BRANDS LTD -SPONS ADR COM 88673M201 10 340 SH   DFND 01,02 0 340 0
TILE SHOP HLDGS INC COM 88677Q109 20,095 693,844 SH   DFND 01,02 0 586,357 107,487
TILE SHOP HLDGS INC COM 88677Q109 98 3,372 SH   DFND 01,03 0 3,372 0
TILE SHOP HLDGS INC COM 88677Q109 6 200 SH   DFND 01,16 0 0 200
TILLY'S INC-CLASS A SHRS COM 886885102 10 617 SH   DFND 01,02 0 617 0
TIM HORTONS INC COM 88706M103 12,767 235,843 SH   DFND 01,02 0 3,716 232,127
TIM PARTICIPACOES SA-ADR COM 88706P205 16 856 SH   DFND 01,02 0 0 856
TIME WARNER INC COM 887317303 280,536 4,851,899 SH   DFND 01,02 0 2,892,650 1,959,249
TIME WARNER INC COM 887317303 1,510 26,114 SH   DFND 01,03 0 26,114 0
TIME WARNER INC COM 887317303 281 4,859 SH   DFND 01,16 0 0 4,859
TIME WARNER CABLE COM 88732J207 20,408 181,436 SH   DFND 01,02 0 97,570 83,866
TIME WARNER CABLE COM 88732J207 891 7,925 SH   DFND 01,03 0 7,925 0
TIME WARNER CABLE COM 88732J207 14,420 128,210 SH   DFND 01,10 0 128,210 0
TIME WARNER CABLE COM 88732J207 104 922 SH   DFND 01,16 0 0 922
TIMKEN CO COM 887389104 20,689 367,620 SH   DFND 01,02 0 18,615 349,005
TIMMINS GOLD CORP COM 88741P103 2 1,000 SH   DFND 01,16 0 0 1,000
TINGYI CAYMAN ISLN-SPON ADR COM 887495307 6 110 SH   DFND 01,02 0 110 0
TITAN INTERNATIONAL INC COM 88830M102 13,882 822,908 SH   DFND 01,02 0 627,718 195,190
TITAN INTERNATIONAL INC COM 88830M102 7 400 SH   DFND 01,16 0 0 400
TITAN MACHINERY INC COM 88830R101 18,956 965,598 SH   DFND 01,02 0 747,024 218,574
TITAN MEDICAL INC COM 88830X108 5 9,500 SH   DFND 01,16 0 0 9,500
TIVO INC COM 888706108 15,632 1,414,800 SH   DFND 01,02 0 1,132,405 282,395
TIVO INC COM 888706108 79 7,130 SH   DFND 01,03 0 7,130 0
TIVO INC COM 888706108 96 8,700 SH   DFND 01,10 0 0 8,700
TIVO INC COM 888706108 7 655 SH   DFND 01,16 0 0 655
TIVO INC. CONV BND 888706AD0 9,372 7,390,000 PRN   DFND 01,02 0 0 7,390,000
TOKIO MARINE HOLDINGS-ADR COM 889094108 146 4,587 SH   DFND 01,02 0 0 4,587
TOKYO ELECTRIC POW-UNSP ADR COM 889109104 2 330 SH   DFND 01,02 0 330 0
TOKYO ELECTRON LTD-UNSP ADR COM 889110102 26 2,024 SH   DFND 01,02 0 2,024 0
TOKYO GAS CO LTD-UNSPON ADR COM 889115101 35 1,580 SH   DFND 01,02 0 1,580 0
TOLL BROTHERS INC COM 889478103 35,573 1,090,166 SH   DFND 01,02 0 630,993 459,173
TOLL BROTHERS INC COM 889478103 5 166 SH   DFND 01,03 0 166 0
TOLL BROTHERS INC COM 889478103 36 1,104 SH   DFND 01,16 0 0 1,104
TOMPKINS FINANCIAL CORP COM 890110109 3,598 79,621 SH   DFND 01,02 0 1,208 78,413
TOOTSIE ROLL INDS COM 890516107 1,623 51,047 SH   DFND 01,02 0 7,397 43,650
TOOTSIE ROLL INDS COM 890516107 2 75 SH   DFND 01,16 0 0 75
TOR MNRLS INTL INC NEW COM 890878309 10 932 SH   DFND 01,16 0 0 932
TORAY INDUSTRIES-UNSPON ADR COM 890880206 7 112 SH   DFND 01,02 0 112 0
TORCHMARK CORP COM 891027104 2,741 42,068 SH   DFND 01,02 0 23,750 18,318
TORCHMARK CORP COM 891027104 164 2,520 SH   DFND 01,03 0 2,520 0
TORCHMARK CORP COM 891027104 40 620 SH   DFND 01,16 0 0 620
TORO CO COM 891092108 18,111 398,806 SH   DFND 01,02 0 1,002 397,804
TORO CO COM 891092108 2 40 SH   DFND 01,16 0 0 40
TORONTO-DOMINION BANK COM 891160509 51,550 641,405 SH   DFND 01,02 0 99,878 541,527
TORONTO-DOMINION BANK COM 891160509 28 345 SH   DFND 01,03 0 345 0
TORONTO-DOMINION BANK COM 891160509 307 3,825 SH   DFND 01,16 0 0 3,825
TORRINGTON WATER CO COM 891466104 21 600 SH   DFND 01,16 0 0 600
TORTOISE ENERGY * COM 89147L100 277 5,960 SH   DFND 01,16 0 0 5,960
TORTOISE MLP FUND INC COM 89148B101 60 2,036 SH   DFND 01,16 0 0 2,036
TORTOISE PIPELINE & COM 89148H108 228 7,983 SH   DFND 01,16 0 0 7,983
TOSHIBA CORP-UNSPONSORED ADR COM 891493306 36 1,248 SH   DFND 01,02 0 1,248 0
TOTO LTD-UNSPONSORED ADR COM 891515207 13 650 SH   DFND 01,02 0 650 0
TOTAL SA-SPON ADR COM 89151E109 72,049 1,479,309 SH   DFND 01,02 0 0 1,479,309
TOTAL SA-SPON ADR COM 89151E109 641 13,164 SH   DFND 01,16 0 0 13,164
TOWER FINANCIAL CORP COM 891769101 25 1,700 SH   DFND 01,16 0 0 1,700
TOWER INTERNATIONAL INC COM 891826109 20,788 1,050,445 SH   DFND 01,02 0 106,900 943,545
TOWERS WATSON & CO-CL A COM 891894107 10,206 124,557 SH   DFND 01,02 0 6,847 117,710
TOWERS WATSON & CO-CL A COM 891894107 15,436 188,598 SH   DFND 01,10 0 0 188,598
TOWERS WATSON & CO-CL A COM 891894107 0 1 SH   DFND 01,16 0 0 1
TOTAL SYSTEM SERVICES INC COM 891906109 2,198 89,775 SH   DFND 01,02 0 58,024 31,751
TOTAL SYSTEM SERVICES INC COM 891906109 107 4,382 SH   DFND 01,03 0 4,382 0
TOTAL SYSTEM SERVICES INC COM 891906109 16 672 SH   DFND 01,16 0 0 672
TOWERSTREAM CORP COM 892000100 11 4,139 SH   DFND 01,02 0 4,139 0
TOWN SPORTS INTERNATIONAL COM 89214A102 16 1,497 SH   DFND 01,02 0 1,497 0
TOWNE BANK COM 89214P109 30 2,062 SH   DFND 01,02 0 2,062 0
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TOYOTA MOTOR CORP -SPON ADR COM 892331307 99 824 SH   DFND 01,16 0 0 824
TRACTOR SUPPLY COMPANY COM 892356106 56,941 484,159 SH   DFND 01,02 0 19,326 464,833
TRACTOR SUPPLY COMPANY COM 892356106 16,646 141,608 SH   DFND 01,10 0 141,608 0
TRACTOR SUPPLY COMPANY COM 892356106 32 271 SH   DFND 01,16 0 0 271
TPC LIQUIDATION INC COM 89235J108 0 28 SH   DFND 01,16 0 0 28
TRACTEBEL ENERGIA SA-SP ADR COM 892360108 7 435 SH   DFND 01,02 0 435 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 3 660 SH   DFND 01,02 0 660 0
TRANSCANADA CORP COM 89353D107 405 9,385 SH   DFND 01,02 0 9,385 0
TRANSCANADA CORP COM 89353D107 449 10,421 SH   DFND 01,16 0 0 10,421
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TRANSDIGM GROUP INC COM 893641100 12,103 77,197 SH   DFND 01,02 0 5,694 71,503
TRANSDIGM GROUP INC COM 893641100 4,681 29,809 SH   DFND 01,10 0 0 29,809
TRANSDIGM GROUP INC COM 893641100 7 45 SH   DFND 01,16 0 0 45
TRANSFORM LOGIC CORP NEW COM 893658203 0 250 SH   DFND 01,16 0 0 250
TRANSMONTAIGNE PARTNERS COM 89376V100 13 300 SH   DFND 01,16 0 0 300
TRANSPORTADOR GAS SUR-SP ADR COM 893870204 2 862 SH   DFND 01,02 0 0 862
TRAVELCENTERS OF AMERICA LLC COM 894174101 757 69,259 SH   DFND 01,02 0 69,259 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 1 60 SH   DFND 01,16 0 0 60
TRAVELERS COS INC/THE COM 89417E109 115,404 1,444,039 SH   DFND 01,02 0 115,813 1,328,226
TRAVELERS COS INC/THE COM 89417E109 819 10,252 SH   DFND 01,03 0 10,252 0
TRAVELERS COS INC/THE COM 89417E109 298 3,732 SH   DFND 01,16 0 0 3,732
TRAVELZOO INC COM 89421Q106 699 25,704 SH   DFND 01,02 0 4,704 21,000
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TREDEGAR CORP COM 894650100 2 61 SH   DFND 01,16 0 0 61
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TREEHOUSE FOODS INC COM 89469A104 20,566 313,801 SH   DFND 01,02 0 161,231 152,570
TREEHOUSE FOODS INC COM 89469A104 97 1,487 SH   DFND 01,03 0 1,487 0
TREEHOUSE FOODS INC COM 89469A104 13,146 200,543 SH   DFND 01,10 0 0 200,543
TREEHOUSE FOODS INC COM 89469A104 175 2,641 SH   DFND 01,16 0 0 2,641
TREMOR VIDEO INC COM 89484Q100 360 40,000 SH   DFND 01,02 0 40,000 0
TREND MICRO INC-SPON ADR COM 89486M206 13 404 SH   DFND 01,02 0 404 0
TREX COMPANY INC COM 89531P105 12,113 255,071 SH   DFND 01,02 0 1,071 254,000
TRI CONTINENTAL CORP COM 895436103 5 303 SH   DFND 01,16 0 0 303
TRIANGLE CAPITAL CORP COM 895848109 65 2,378 SH   DFND 01,02 0 2,378 0
TRIANGLE CAPITAL CORP COM 895848109 116 4,225 SH   DFND 01,16 0 0 4,225
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TRIBUNE CO/NEW COM 896047503 729 12,825 SH   DFND 01,04 0 0 12,825
TRIBUNE CO/NEW COM 896047503 362 6,361 SH   DFND 01,05 0 0 6,361
TRICO BANCSHARES COM 896095106 21 998 SH   DFND 01,02 0 998 0
TRIMAS CORP COM 896215209 1,041 27,929 SH   DFND 01,02 0 27,929 0
TRIMBLE NAVIGATION LTD COM 896239100 29,217 1,123,230 SH   DFND 01,02 0 322,680 800,550
TRIMBLE NAVIGATION LTD COM 896239100 2 83 SH   DFND 01,03 0 83 0
TRIMBLE NAVIGATION LTD COM 896239100 11 416 SH   DFND 01,16 0 0 416
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TRINA SOLAR LTD-SPON ADR COM 89628E104 4 740 SH   DFND 01,16 0 0 740
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TRINITY BIOTECH PLC-SPON ADR COM 896438306 12 700 SH   DFND 01,16 0 0 700
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TRINITY INDUSTRIES INC COM 896522109 815 21,196 SH   DFND 01,16 0 0 21,196
TRIPLE-S MANAGEMENT CORP-B COM 896749108 6,447 300,260 SH   DFND 01,02 0 283,960 16,300
TRIQUINT SEMICONDUCTOR INC COM 89674K103 4,206 606,798 SH   DFND 01,02 0 11,324 595,474
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TRIPADVISOR INC COM 896945201 325 5,339 SH   DFND 01,03 0 5,339 0
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TROPICANA ENTERTAINMENT LLC COM 89708X204 66 4,284 SH   DFND 01,04 0 0 4,284
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TRUE RELIGION APPAREL INC COM 89784N104 1 29 SH   DFND 01,16 0 0 29
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TRULIA INC COM 897888103 119 3,812 SH   DFND 01,03 0 3,812 0
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TUTOR PERINI CORP COM 901109108 5,930 327,784 SH   DFND 01,02 0 6,144 321,640
TWENTY-FIRST CENTURY FOX INC COM 90130A101 90,169 2,766,050 SH   DFND 01,02 0 0 2,766,050
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21VIANET GROUP INC-ADR COM 90138A103 0 1 SH   DFND 01,02 0 6 0
TWIN DISC INC COM 901476101 7,552 318,672 SH   DFND 01,02 0 318,672 0
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TWO HARBORS INVESTMENT CORP COM 90187B101 2,274 221,894 SH   DFND 01,16 0 0 221,894
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TYLER TECHNOLOGIES INC COM 902252105 23,759 346,582 SH   DFND 01,02 0 211,217 135,365
TYLER TECHNOLOGIES INC COM 902252105 3 45 SH   DFND 01,16 0 0 45
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UAL CORP COM 902549500 0 350 SH   DFND 01,16 0 0 350
UAL CORP CONV BND 902549AH7 4,008 3,860,000 PRN   DFND 01,02 0 0 3,860,000
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UDR INC COM 902653104 41 1,593 SH   DFND 01,16 0 0 1,593
UFP TECHNOLOGIES INC COM 902673102 7 348 SH   DFND 01,02 0 348 0
UGI CORP COM 902681105 19,361 495,028 SH   DFND 01,02 0 10,691 484,337
UGI CORP COM 902681105 14,918 381,539 SH   DFND 01,10 0 381,539 0
UGI CORP COM 902681105 621 15,880 SH   DFND 01,16 0 0 15,880
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US BANCORP COM 902973304 363,766 10,061,173 SH   DFND 01,02 0 4,777,495 5,283,678
US BANCORP COM 902973304 1,914 52,938 SH   DFND 01,03 0 52,938 0
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UQM TECHNOLOGIES INC COM 903213106 0 200 SH   DFND 01,16 0 0 200
URS CORP COM 903236107 26,739 566,222 SH   DFND 01,02 0 46,106 520,116
URS CORP COM 903236107 12 264 SH   DFND 01,16 0 0 264
USANA HEALTH SCIENCES INC COM 90328M107 876 12,099 SH   DFND 01,02 0 3,799 8,300
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UNITED TECHNOLOGIES CORP COM 913017109 477,109 5,133,524 SH   DFND 01,02 0 2,762,435 2,371,089
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UNITED TECHNOLOGIES CORP COM 913017109 83,281 896,166 SH   DFND 01,10 0 1,737 894,429
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UNIVERSAL STAINLESS & ALLOY COM 913837100 9,846 333,931 SH   DFND 01,02 0 235,175 98,756
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 8 336 SH   DFND 01,02 0 336 0
UNIVERSAL HEALTH SERVICES-B COM 913903100 85,898 1,282,830 SH   DFND 01,02 0 15,301 1,129,821
UNIVERSAL HEALTH SERVICES-B COM 913903100 6,015 89,857 SH   DFND 01,10 0 0 89,857
UNIVERSAL HEALTH SERVICES-B COM 913903100 12 173 SH   DFND 01,16 0 0 173
UNIVERSAL TECHNICAL INSTITUT COM 913915104 5,519 534,160 SH   DFND 01,02 0 456,708 77,452
UNIVEST CORP OF PENNSYLVANIA COM 915271100 27 1,421 SH   DFND 01,02 0 1,421 0
UOL GROUP LIMITED-SP ADR COM 91529G105 7 310 SH   DFND 01,02 0 310 0
UNUM GROUP COM 91529Y106 252,204 8,587,316 SH   DFND 01,02 0 6,836,076 1,751,240
UNUM GROUP COM 91529Y106 213 7,268 SH   DFND 01,03 0 7,268 0
UNUM GROUP COM 91529Y106 11,358 386,856 SH   DFND 01,10 0 386,856 0
UNUM GROUP COM 91529Y106 5 185 SH   DFND 01,16 0 0 185
UNWIRED PLANET INC COM 91531F103 11 5,730 SH   DFND 01,02 0 5,730 0
UNWIRED PLANET INC COM 91531F103 1 350 SH   DFND 01,16 0 0 350
UPM-KYMMENE OYJ-SPONS ADR COM 915436109 12 1,264 SH   DFND 01,02 0 1,264 0
UR-ENERGY INC COM 91688R108 10 7,566 SH   DFND 01,02 0 7,566 0
URANERZ ENERGY CORP COM 91688T104 3 2,440 SH   DFND 01,02 0 2,440 0
URANIUM ENERGY CORP COM 916896103 11 6,004 SH   DFND 01,02 0 6,004 0
URBAN OUTFITTERS INC COM 917047102 15,976 397,225 SH   DFND 01,02 0 13,390 383,835
URBAN OUTFITTERS INC COM 917047102 121 2,999 SH   DFND 01,03 0 2,999 0
URBAN OUTFITTERS INC COM 917047102 28 686 SH   DFND 01,16 0 0 686
URSTADT BIDDLE - CLASS A COM 917286205 1,924 95,395 SH   DFND 01,02 0 78 93,841
USINAS SIDERURG MINAS-SP ADR COM 917302200 3 865 SH   DFND 01,02 0 0 865
US ECOLOGY INC COM 91732J102 35 1,268 SH   DFND 01,02 0 1,268 0
US ECOLOGY INC COM 91732J102 1 40 SH   DFND 01,16 0 0 40
UTAH MEDICAL PRODUCTS INC COM 917488108 11 206 SH   DFND 01,02 0 206 0
VCA ANTECH INC COM 918194101 22,158 849,327 SH   DFND 01,02 0 69,705 779,622
VF CORP COM 918204108 64,417 333,646 SH   DFND 01,02 0 314,895 18,751
VF CORP COM 918204108 461 2,387 SH   DFND 01,03 0 2,387 0
VF CORP COM 918204108 292 1,511 SH   DFND 01,16 0 0 1,511
VSE CORP COM 918284100 11 257 SH   DFND 01,02 0 257 0
VSE CORP COM 918284100 21 500 SH   DFND 01,16 0 0 500
VOC ENERGY TR UNIT COM 91829B103 194 13,821 SH   DFND 01,16 0 0 13,821
VOXX INTERNATIONAL CORP COM 91829F104 2,958 241,088 SH   DFND 01,02 0 1,609 239,479
VAALCO ENERGY INC COM 91851C201 10,401 1,818,369 SH   DFND 01,02 0 1,519,399 298,970
VAIL RESORTS INC COM 91879Q109 5,677 92,258 SH   DFND 01,02 0 4,258 88,000
VALASSIS COMMUNICATIONS INC COM 918866104 16,327 663,737 SH   DFND 01,02 0 313,268 350,469
VALASSIS COMMUNICATIONS INC COM 918866104 7 298 SH   DFND 01,16 0 0 298
VALHI INC COM 918905100 5 387 SH   DFND 01,02 0 387 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 14,383 167,088 SH   DFND 01,02 0 20,229 146,859
VALEANT PHARMACEUTICALS INTE COM 91911K102 695 8,071 SH   DFND 01,16 0 0 8,071
VALE SA-SP ADR COM 91912E105 64 4,810 SH   DFND 01,02 0 0 4,810
VALE SA-SP ADR COM 91912E105 3,292 250,316 SH   DFND 01,10 0 0 250,316
VALE SA-SP ADR COM 91912E105 25 1,916 SH   DFND 01,16 0 0 1,916
VALE SA-SP PREF ADR COM 91912E204 90 7,396 SH   DFND 01,02 0 0 7,396
VALE SA-SP PREF ADR COM 91912E204 73,709 6,080,200 SH   DFND 01,10 0 0 6,080,200
VALEO SA-SPON ADR COM 919134304 14 441 SH   DFND 01,02 0 441 0
VALEO SA-SPON ADR COM 919134304 7 232 SH   DFND 01,16 0 0 232
VALERO ENERGY CORP COM 91913Y100 359,412 10,337,005 SH   DFND 01,02 0 3,317,542 7,019,463
VALERO ENERGY CORP COM 91913Y100 529 15,215 SH   DFND 01,03 0 15,215 0
VALERO ENERGY CORP COM 91913Y100 72,293 2,080,368 SH   DFND 01,10 0 990 2,079,378
VALERO ENERGY CORP COM 91913Y100 1,084 31,165 SH   DFND 01,16 0 0 31,165
VALLEY NATIONAL BANCORP COM 919794107 6,445 680,566 SH   DFND 01,02 0 9,765 670,801
VALLEY NATIONAL BANCORP COM 919794107 2 258 SH   DFND 01,16 0 0 258
VALLOUREC SA-SPN ADR COM 92023R308 9 897 SH   DFND 01,02 0 897 0
VALLOUREC SA-SPN ADR COM 92023R308 2 202 SH   DFND 01,16 0 0 202
VALMONT INDUSTRIES COM 920253101 7,178 50,163 SH   DFND 01,02 0 1,052 49,111
VALSPAR CORP COM 920355104 12,046 186,252 SH   DFND 01,02 0 15,818 170,434
VALSPAR CORP COM 920355104 7 113 SH   DFND 01,16 0 0 113
VALUECLICK INC COM 92046N102 22,840 925,487 SH   DFND 01,02 0 460,030 465,457
VALUECLICK INC COM 92046N102 4 181 SH   DFND 01,16 0 0 181
VALUEVISION MEDIA INC-A COM 92047K107 14 2,549 SH   DFND 01,02 0 2,549 0
VANDA PHARMACEUTICALS INC COM 921659108 17 2,197 SH   DFND 01,02 0 2,197 0
VANGUARD DIVIDEND COM 921908844 17,519 265,870 SH   DFND 01,16 0 0 265,870
VANGUARD TOTAL INTL STOCK COM 921909768 75 1,644 SH   DFND 01,02 0 1,644 0
VANGUARD TOTAL INTL STOCK COM 921909768 293 6,418 SH   DFND 01,16 0 0 6,418
VANGUARD EXTENDED COM 921910709 22 216 SH   DFND 01,16 0 0 216
VANGUARD MEGA CAP COM 921910816 1,749 28,946 SH   DFND 01,16 0 0 28,946
VANGUARD MEGA CAP COM 921910840 499 10,177 SH   DFND 01,16 0 0 10,177
VANGUARD MEGA CAP COM 921910873 2,281 41,731 SH   DFND 01,16 0 0 41,731
VANGUARD S&P 500 COM 921932505 33 432 SH   DFND 01,16 0 0 432
VANGUARD S&P 500 COM 921932703 758 10,327 SH   DFND 01,16 0 0 10,327
VANGUARD S&P SMALL CAP COM 921932778 415 5,134 SH   DFND 01,16 0 0 5,134
VANGUARD S&P SMALL CAP COM 921932828 439 5,363 SH   DFND 01,16 0 0 5,363
VANGUARD LONG TERM COM 921937793 140 1,642 SH   DFND 01,16 0 0 1,642
VANGUARD INTERMEDIATE COM 921937819 10,343 123,830 SH   DFND 01,16 0 0 123,830
VANGUARD SHORT-TERM BOND ETF COM 921937827 296 3,700 SH   DFND 01,02 0 0 3,700
VANGUARD SHORT-TERM BOND ETF COM 921937827 67,558 843,569 SH   DFND 01,16 0 0 843,569
VANGUARD TOTAL BOND COM 921937835 8,319 102,796 SH   DFND 01,16 0 0 102,796
VANGUARD FTSE DEVELOPED ETF COM 921943858 1,400 39,328 SH   DFND 01,02 0 0 39,328
VANGUARD FTSE DEVELOPED ETF COM 921943858 6,110 171,613 SH   DFND 01,16 0 0 171,613
VANGUARD HIGH DIVIDEND COM 921946406 632 11,205 SH   DFND 01,16 0 0 11,205
VANGUARD SHORT TERM COM 922020805 709 14,433 SH   DFND 01,16 0 0 14,433
VANGUARD HEALTH SYSTEMS INC COM 922036207 591 28,460 SH   DFND 01,02 0 28,460 0
VANGUARD GLOBAL EX U S COM 922042676 188 3,530 SH   DFND 01,16 0 0 3,530
VANGUARD FTSE ALL WORLD COM 922042718 89 994 SH   DFND 01,16 0 0 994
VANGUARD TOTAL WORLD COM 922042742 166 3,166 SH   DFND 01,16 0 0 3,166
VANGUARD FTSE ALL WORLD COM 922042775 1,756 39,393 SH   DFND 01,16 0 0 39,393
VANGUARD FTSE EMERGING MARKE COM 922042858 62 1,600 SH   DFND 01,02 0 0 1,600
VANGUARD FTSE EMERGING MARKE COM 922042858 15,786 406,666 SH   DFND 01,16 0 0 406,666
VANGUARD FTSE PACIFIC COM 922042866 42 761 SH   DFND 01,16 0 0 761
VANGUARD FTSE EUROPE ETF COM 922042874 60,779 1,250,786 SH   DFND 01,16 0 0 1,250,786
VANGUARD CONSUMER COM 92204A108 299 3,284 SH   DFND 01,16 0 0 3,284
VANGUARD CONSUMER COM 92204A207 846 8,305 SH   DFND 01,16 0 0 8,305
VANGUARD ENERGY ETF COM 92204A306 1,852 16,470 SH   DFND 01,16 0 0 16,470
VANGUARD FINANCIALS ETF COM 92204A405 107 2,679 SH   DFND 01,16 0 0 2,679
VANGUARD HEALTH CARE ETF COM 92204A504 5,568 64,080 SH   DFND 01,16 0 0 64,080
VANGUARD INDUSTRIALS ETF COM 92204A603 502 6,154 SH   DFND 01,16 0 0 6,154
VANGUARD INFORMATION COM 92204A702 676 9,140 SH   DFND 01,16 0 0 9,140
VANGUARD MATERIALS ETF COM 92204A801 134 1,554 SH   DFND 01,16 0 0 1,554
VANGUARD UTILITIES ETF COM 92204A876 1,806 21,976 SH   DFND 01,16 0 0 21,976
VANGUARD TELECOM COM 92204A884 52 659 SH   DFND 01,16 0 0 659
VANGUARD NATURAL RES COM 92205F106 54 1,943 SH   DFND 01,16 0 0 1,943
VANGUARD SHORT TERM COM 92206C102 729 12,141 SH   DFND 01,16 0 0 12,141
VANGUARD SHORT TERM CORP COM 92206C409 67,913 858,631 SH   DFND 01,16 0 0 858,631
VANGUARD RUSSELL 3000 COM 92206C599 39 529 SH   DFND 01,16 0 0 529
VANGUARD RUSSELL 2000 COM 92206C664 576 7,400 SH   DFND 01,02 0 7,400 0
VANGUARD MORTGAGE BACKED COM 92206C771 728 14,264 SH   DFND 01,16 0 0 14,264
VANGUARD LONG TERM COM 92206C813 67 807 SH   DFND 01,16 0 0 807
VANGUARD LONG TERM COM 92206C847 15 223 SH   DFND 01,16 0 0 223
VANGUARD INTERMEDIATE COM 92206C870 76,369 919,643 SH   DFND 01,16 0 0 919,643
VANTIV INC - CL A COM 92210H105 27,489 995,965 SH   DFND 01,02 0 664,959 331,006
VANTIV INC - CL A COM 92210H105 79 2,867 SH   DFND 01,03 0 2,867 0
VARDE INV PARTNER LP LP 922155999 243 200,138 SH   DFND 01,05 0 0 200,138
VARIAN MEDICAL SYSTEMS INC COM 92220P105 2,856 42,338 SH   DFND 01,02 0 20,893 21,445
VARIAN MEDICAL SYSTEMS INC COM 92220P105 199 2,951 SH   DFND 01,03 0 2,951 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5,294 78,486 SH   DFND 01,10 0 0 78,486
VARIAN MEDICAL SYSTEMS INC COM 92220P105 72 1,066 SH   DFND 01,16 0 0 1,066
VASCO DATA SECURITY INTL COM 92230Y104 902 108,541 SH   DFND 01,02 0 1,973 106,568
VASCULAR SOLUTIONS INC COM 92231M109 21 1,469 SH   DFND 01,02 0 1,469 0
VECTREN CORPORATION COM 92240G101 22,071 652,391 SH   DFND 01,02 0 480,801 171,590
VECTREN CORPORATION COM 92240G101 4 126 SH   DFND 01,16 0 0 126
VECTOR GROUP LTD COM 92240M108 427 26,293 SH   DFND 01,02 0 26,293 0
VECTOR GROUP LTD CONV BND 92240MAY4 11,894 9,900,000 PRN   DFND 01,02 0 0 9,900,000
VEECO INSTRUMENTS INC COM 922417100 5,375 151,766 SH   DFND 01,02 0 8,966 142,800
VEECO INSTRUMENTS INC COM 922417100 6 165 SH   DFND 01,16 0 0 165
VENTAS INC COM 92276F100 35,498 511,053 SH   DFND 01,02 0 406,727 104,326
VENTAS INC COM 92276F100 555 7,985 SH   DFND 01,03 0 7,985 0
VENTAS INC COM 92276F100 218 3,138 SH   DFND 01,10 0 0 3,138
VENTAS INC COM 92276F100 29 418 SH   DFND 01,16 0 0 418
VANGUARD S&P 500 COM 922908413 2,323 31,637 SH   DFND 01,16 0 0 31,637
VANGUARD MID CAP COM 922908512 742 10,512 SH   DFND 01,16 0 0 10,512
VANGUARD MID CAP COM 922908538 379 4,860 SH   DFND 01,16 0 0 4,860
VANGUARD REIT ETF COM 922908553 44,820 652,230 SH   DFND 01,02 0 652,230 0
VANGUARD REIT ETF COM 922908553 8,480 123,402 SH   DFND 01,16 0 0 123,402
VANGUARD SMALL CAP COM 922908595 3,545 34,435 SH   DFND 01,16 0 0 34,435
VANGUARD SMALL CAP VALUE COM 922908611 534 6,386 SH   DFND 01,16 0 0 6,386
VANGUARD MID CAP ETF COM 922908629 4,951 52,051 SH   DFND 01,16 0 0 52,051
VANGUARD LARGE CAP ETF COM 922908637 1,438 19,640 SH   DFND 01,16 0 0 19,640
VANGUARD EXTENDED COM 922908652 739 10,581 SH   DFND 01,16 0 0 10,581
VANGUARD GROWTH ETF COM 922908736 5,323 68,117 SH   DFND 01,16 0 0 68,117
VANGUARD VALUE ETF COM 922908744 2,772 41,005 SH   DFND 01,16 0 0 41,005
VANGUARD SMALL CAP ETF COM 922908751 4,616 48,991 SH   DFND 01,16 0 0 48,991
VANGUARD TOTAL STOCK COM 922908769 3,841 46,463 SH   DFND 01,16 0 0 46,463
VEOLIA ENVIRONNEMENT-ADR COM 92334N103 23 1,944 SH   DFND 01,02 0 0 1,944
VEOLIA ENVIRONNEMENT-ADR COM 92334N103 105 9,166 SH   DFND 01,16 0 0 9,166
VERA BRADLEY INC COM 92335C106 37 1,709 SH   DFND 01,02 0 1,709 0
VERA BRADLEY INC COM 92335C106 1 63 SH   DFND 01,16 0 0 63
VERBUND AG-SPONS ADR COM 92336Y107 0 129 SH   DFND 01,02 0 129 0
VERASTEM INC COM 92337C104 12 910 SH   DFND 01,02 0 910 0
VERIFONE SYSTEMS INC COM 92342Y109 6,149 365,785 SH   DFND 01,02 0 1,919 363,866
VERIFONE SYSTEMS INC COM 92342Y109 144 8,574 SH   DFND 01,16 0 0 8,574
VERISIGN INC COM 92343E102 74,950 1,678,192 SH   DFND 01,02 0 180,082 1,498,110
VERISIGN INC COM 92343E102 183 4,106 SH   DFND 01,03 0 4,106 0
VERISIGN INC COM 92343E102 28 623 SH   DFND 01,16 0 0 623
VERIZON COMMUNICATIONS INC COM 92343V104 864,851 17,180,109 SH   DFND 01,02 0 8,456,510 8,723,599
VERIZON COMMUNICATIONS INC COM 92343V104 3,988 79,236 SH   DFND 01,03 0 79,236 0
VERIZON COMMUNICATIONS INC COM 92343V104 21,403 425,164 SH   DFND 01,10 0 358,393 66,771
VERIZON COMMUNICATIONS INC COM 92343V104 9,099 180,732 SH   DFND 01,16 0 0 180,732
VERINT SYSTEMS INC COM 92343X100 132 3,733 SH   DFND 01,02 0 3,729 4
VERISK ANALYTICS INC-CLASS A COM 92345Y106 59,744 1,000,729 SH   DFND 01,02 0 535,122 465,607
VERISK ANALYTICS INC-CLASS A COM 92345Y106 83 1,389 SH   DFND 01,03 0 1,389 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 15,237 255,231 SH   DFND 01,10 0 0 255,231
VERISK ANALYTICS INC-CLASS A COM 92345Y106 6 99 SH   DFND 01,16 0 0 99
VERTEX PHARMACEUTICALS INC COM 92532F100 362,935 4,543,386 SH   DFND 01,02 0 2,945,010 1,598,376
VERTEX PHARMACEUTICALS INC COM 92532F100 3,030 37,936 SH   DFND 01,03 0 37,936 0
VERTEX PHARMACEUTICALS INC COM 92532F100 94 1,168 SH   DFND 01,16 0 0 1,168
VESTAS WIND SYSTEMS-UNSP ADR COM 925458101 25 5,375 SH   DFND 01,02 0 5,375 0
VIAD CORP COM 92552R406 1,855 75,665 SH   DFND 01,02 0 1,523 74,142
VIASAT INC COM 92552V100 11,392 159,418 SH   DFND 01,02 0 9,953 149,465
VIASYSTEMS GROUP INC COM 92553H803 3 229 SH   DFND 01,02 0 229 0
VIACOM INC-CLASS B COM 92553P201 249,446 3,665,415 SH   DFND 01,02 0 0 3,665,415
VIACOM INC-CLASS B COM 92553P201 1,159 17,021 SH   DFND 01,03 0 0 17,021
VIACOM INC-CLASS B COM 92553P201 1,411 20,741 SH   DFND 01,10 0 0 20,741
VIACOM INC-CLASS B COM 92553P201 137 2,020 SH   DFND 01,16 0 0 2,020
VICAL INC COM 925602104 15 4,735 SH   DFND 01,02 0 4,735 0
VICOR CORP COM 925815102 469 68,501 SH   DFND 01,02 0 2,462 66,039
VIEWPOINT FINANCIAL GROUP IN COM 92672A101 8,069 387,720 SH   DFND 01,02 0 2,587 385,133
VILLAGE SUPER MARKET-CLASS A COM 927107409 5,382 162,645 SH   DFND 01,02 0 395 162,250
VINA CONCHA Y TORO SA-SP ADR COM 927191106 5 135 SH   DFND 01,02 0 0 135
VIMPELCOM LTD-SPON ADR COM 92719A106 8 809 SH   DFND 01,02 0 809 0
VINCI S.A.-UNSPONS ADR COM 927320101 139 11,100 SH   DFND 01,02 0 11,100 0
VINEYARD NATIONAL CHG COM 927426106 0 200 SH   DFND 01,16 0 0 200
VIPSHOP HOLDINGS LTD - ADS COM 92763W103 2,629 90,165 SH   DFND 01,02 0 180,330 0
VIPSHOP HOLDINGS LTD - ADS COM 92763W103 2,084 71,422 SH   DFND 01,10 0 138,840 2,002
VIRGINIA COMMERCE BANCORP COM 92778Q109 23 1,681 SH   DFND 01,02 0 1,681 0
VISTA GOLD CORP COM 927926303 3 3,010 SH   DFND 01,02 0 3,010 0
VIRNETX HOLDING CORP COM 92823T108 66 3,286 SH   DFND 01,02 0 3,286 0
VIROPHARMA INC COM 928241108 7,004 244,441 SH   DFND 01,02 0 6,228 238,213
VISA INC-CLASS A SHARES COM 92826C839 672,030 3,677,320 SH   DFND 01,02 0 2,046,724 1,630,596
VISA INC-CLASS A SHARES COM 92826C839 7,879 43,116 SH   DFND 01,03 0 43,116 0
VISA INC-CLASS A SHARES COM 92826C839 276,561 1,514,984 SH   DFND 01,10 0 209,666 1,305,318
VISA INC-CLASS A SHARES COM 92826C839 2,323 12,703 SH   DFND 01,16 0 0 12,703
VIRTUSA CORP COM 92827P102 3,573 161,223 SH   DFND 01,02 0 1,630 159,593
VIRTUSA CORP COM 92827P102 40 1,826 SH   DFND 01,16 0 0 1,826
VIRTUS INVESTMENT PARTNERS COM 92828Q109 4,409 25,006 SH   DFND 01,02 0 3,884 21,122
VIRTUS INVESTMENT PARTNERS COM 92828Q109 4 20 SH   DFND 01,16 0 0 20
VISHAY INTERTECHNOLOGY INC COM 928298108 22,227 1,600,227 SH   DFND 01,02 0 16,699 1,583,528
VISHAY INTERTECHNOLOGY INC COM 928298108 9 648 SH   DFND 01,16 0 0 648
VISHAY PRECISION GROUP COM 92835K103 12 802 SH   DFND 01,02 0 802 0
VISHAY PRECISION GROUP COM 92835K103 1 46 SH   DFND 01,16 0 0 46
VISTEON CORP-CW15 WT 92839U115 0 1 SH   DFND 01,02 0 0 1
VISTEON CORP COM 92839U206 21,526 341,030 SH   DFND 01,02 0 84,635 256,395
VITACOST.COM INC COM 92847A200 13 1,495 SH   DFND 01,02 0 1,495 0
VITAMIN SHOPPE INC COM 92849E101 14,666 327,091 SH   DFND 01,02 0 151,237 175,854
VITAMIN SHOPPE INC COM 92849E101 60 1,340 SH   DFND 01,03 0 1,340 0
VIVENDI SA-UNSPON ADR COM 92852T201 646 34,156 SH   DFND 01,02 0 34,156 0
VIVENDI SA-UNSPON ADR COM 92852T201 2 115 SH   DFND 01,16 0 0 115
VIVUS INC COM 928551100 110 8,705 SH   DFND 01,02 0 8,705 0
VIVUS INC COM 928551100 2 150 SH   DFND 01,16 0 0 150
VIVUS INC CONV BND 928551AA8 9,049 8,970,000 PRN   DFND 01,02 0 0 8,970,000
VMWARE INC-CLASS A COM 928563402 322,213 4,809,821 SH   DFND 01,02 0 3,962,277 847,544
VMWARE INC-CLASS A COM 928563402 4,362 65,120 SH   DFND 01,03 0 65,120 0
VMWARE INC-CLASS A COM 928563402 121 1,800 SH   DFND 01,10 0 0 1,800
VMWARE INC-CLASS A COM 928563402 55 822 SH   DFND 01,16 0 0 822
VNB CAPITAL TR I VALLEY PRF 92856Q203 18 690 SH   DFND 01,16 0 0 690
VOESTALPINE AG-UNSPON ADR COM 928578103 6 920 SH   DFND 01,02 0 920 0
VOCERA COMMUNICATIONS INC COM 92857F107 9,409 640,141 SH   DFND 01,02 0 617,741 22,400
VODAFONE GROUP PLC-SP ADR COM 92857W209 218,044 7,585,136 SH   DFND 01,02 0 2,869,625 4,715,511
VODAFONE GROUP PLC-SP ADR COM 92857W209 211 7,340 SH   DFND 01,03 0 7,340 0
VODAFONE GROUP PLC-SP ADR COM 92857W209 669 23,279 SH   DFND 01,10 0 0 23,279
VODAFONE GROUP PLC-SP ADR COM 92857W209 1,956 68,046 SH   DFND 01,16 0 0 68,046
VOCUS INC COM 92858J108 12 1,181 SH   DFND 01,02 0 1,181 0
VOCUS INC COM 92858J108 0 41 SH   DFND 01,16 0 0 41
VOLKSWAGEN AG-PFD PRF 928600980 36,363 180,029 SH   DFND 01,02 0 0 180,029
VOLKSWAGEN AG-PFD PRF 928600980 5,323 26,352 SH   DFND 01,02,10 0 0 26,352
VOLCANO CORP COM 928645100 75 4,110 SH   DFND 01,02 0 4,110 0
VOLCANO CORP COM 928645100 1 50 SH   DFND 01,16 0 0 50
VOLKSWAGEN AG-SPONS ADR COM 928662303 82 2,100 SH   DFND 01,02 0 0 2,100
VOLKSWAGEN AG-SPONS ADR COM 928662303 3 66 SH   DFND 01,16 0 0 66
VOLKSWAGEN AG-SPONS ADR PFD COM 928662402 143 3,537 SH   DFND 01,02 0 3,537 0
VOLTERRA SEMICONDUCTOR CORP COM 928708106 13,898 984,292 SH   DFND 01,02 0 632,606 351,686
VOLTARI CORP COM 92870X309 0 1 SH   DFND 01,02 0 1 0
VOLTARI CORP COM 92870X309 0 32 SH   DFND 01,16 0 0 32
VOLVO AB-SPONSORED ADR COM 928856400 314 23,610 SH   DFND 01,02 0 0 23,610
VONAGE HOLDINGS CORP COM 92886T201 34 12,163 SH   DFND 01,02 0 12,163 0
VONAGE HOLDINGS CORP COM 92886T201 7 2,480 SH   DFND 01,16 0 0 2,480
VORNADO REALTY TRUST COM 929042109 39,196 473,111 SH   DFND 01,02 0 297,981 175,130
VORNADO REALTY TRUST COM 929042109 384 4,635 SH   DFND 01,03 0 4,635 0
VORNADO REALTY TRUST COM 929042109 167 2,012 SH   DFND 01,10 0 0 2,012
VORNADO REALTY TRUST COM 929042109 25 307 SH   DFND 01,16 0 0 307
VORNADO REALTY TRUST * PRF 929042802 6 250 SH   DFND 01,16 0 0 250
VORNADO REALTY TRUST * PRF 929042877 10 400 SH   DFND 01,16 0 0 400
VORNADO REALTY LP PRF 929043602 52 1,983 SH   DFND 01,16 0 0 1,983
VRINGO INC COM 92911N104 14 4,609 SH   DFND 01,02 0 4,609 0
VULCAN MATERIALS CO COM 929160109 2,625 54,238 SH   DFND 01,02 0 27,982 26,256
VULCAN MATERIALS CO COM 929160109 171 3,539 SH   DFND 01,03 0 3,539 0
VULCAN MATERIALS CO COM 929160109 177 3,655 SH   DFND 01,16 0 0 3,655
W&T OFFSHORE INC COM 92922P106 60 4,231 SH   DFND 01,02 0 4,231 0
WD-40 CO COM 929236107 2,981 54,693 SH   DFND 01,02 0 1,654 53,039
WD-40 CO COM 929236107 1,453 26,744 SH   DFND 01,10 0 0 26,744
WD-40 CO COM 929236107 2 36 SH   DFND 01,16 0 0 36
WGL HOLDINGS INC COM 92924F106 7,209 166,775 SH   DFND 01,02 0 5,950 160,825
WGL HOLDINGS INC COM 92924F106 44 1,008 SH   DFND 01,16 0 0 1,008
WABCO HOLDINGS INC COM 92927K102 18,115 242,544 SH   DFND 01,02 0 6,164 236,380
WABCO HOLDINGS INC COM 92927K102 1,498 20,066 SH   DFND 01,10 0 0 20,066
WABCO HOLDINGS INC COM 92927K102 1 14 SH   DFND 01,16 0 0 14
WMS INDUSTRIES INC COM 929297109 3,035 118,955 SH   DFND 01,02 0 4,618 114,337
WSFS FINANCIAL CORP COM 929328102 6,574 125,477 SH   DFND 01,02 0 125,477 0
WSFS FINANCIAL CORP COM 929328102 1 25 SH   DFND 01,16 0 0 25
WNS HOLDINGS LTD-ADR COM 92932M101 10,862 650,833 SH   DFND 01,02 0 64 650,769
WNS HOLDINGS LTD-ADR COM 92932M101 253 15,152 SH   DFND 01,10 0 0 15,152
WM MORRISON-UNSPON ADR COM 92933J107 40 1,962 SH   DFND 01,02 0 1,962 0
WM MORRISON-UNSPON ADR COM 92933J107 4 181 SH   DFND 01,16 0 0 181
WSP HOLDINGS LTD-ADR COM 92934F203 1 428 SH   DFND 01,02 0 428 0
WUXI PHARMATECH CAYMAN-ADR COM 929352102 6,329 301,402 SH   DFND 01,02 0 929,680 185,192
WMI HOLDINGS CORP COM 92936P100 61 75,459 SH   DFND 01,02 0 75,459 0
W P CAREY INC COM 92936U109 1,179 17,822 SH   DFND 01,16 0 0 17,822
WPP PLC-SPONSORED ADR COM 92937A102 174 2,036 SH   DFND 01,02 0 0 2,036
WPP PLC-SPONSORED ADR COM 92937A102 4 48 SH   DFND 01,16 0 0 48
WABASH NATIONAL CORP COM 929566107 45,685 4,487,578 SH   DFND 01,02 0 1,775,146 2,712,432
WABASH NATIONAL CORP CONV BND 929566AH0 7,111 5,780,000 PRN   DFND 01,02 0 0 5,780,000
WABTEC CORP COM 929740108 17,338 324,511 SH   DFND 01,02 0 15,881 308,630
WABTEC CORP COM 929740108 11 200 SH   DFND 01,16 0 0 200
WACHOVIA PFD FUNDING PRF 92977V206 16 614 SH   DFND 01,16 0 0 614
WACOAL HOLDINGS CORP-SP ADR COM 930004205 1 11 SH   DFND 01,02 0 11 0
WACOAL HOLDINGS CORP-SP ADR COM 930004205 2 36 SH   DFND 01,16 0 0 36
WADDELL & REED FINANCIAL-A COM 930059100 30,011 689,966 SH   DFND 01,02 0 173,953 516,013
WAGEWORKS INC COM 930427109 20,938 607,779 SH   DFND 01,02 0 447,502 160,277
WAL-MART STORES INC COM 931142103 487,945 6,550,440 SH   DFND 01,02 0 1,818,297 4,732,143
WAL-MART STORES INC COM 931142103 3,323 44,614 SH   DFND 01,03 0 44,614 0
WAL-MART STORES INC COM 931142103 3,228 43,330 SH   DFND 01,10 0 0 43,330
WAL-MART STORES INC COM 931142103 1,247 16,743 SH   DFND 01,16 0 0 16,743
WALMART DE MEXICO-SPON ADR V COM 93114W107 53 1,893 SH   DFND 01,02 0 0 1,893
WALMART DE MEXICO-SPON ADR V COM 93114W107 3 92 SH   DFND 01,16 0 0 92
WALGREEN CO COM 931422109 221,145 5,003,273 SH   DFND 01,02 0 2,741,156 2,262,117
WALGREEN CO COM 931422109 1,201 27,170 SH   DFND 01,03 0 27,170 0
WALGREEN CO COM 931422109 635 14,370 SH   DFND 01,10 0 0 14,370
WALGREEN CO COM 931422109 329 7,435 SH   DFND 01,16 0 0 7,435
WALKER & DUNLOP INC COM 93148P102 23 1,304 SH   DFND 01,02 0 1,304 0
WALTER ENERGY INC COM 93317Q105 761 73,125 SH   DFND 01,02 0 6,125 67,000
WALTER ENERGY INC COM 93317Q105 3 279 SH   DFND 01,16 0 0 279
WALTER INVESTMENT MANAGEMENT COM 93317W102 11,837 350,105 SH   DFND 01,02 0 39,105 311,000
WALTER INVESTMENT MANAGEMENT C CONV BND 93317WAA0 9,918 9,900,000 PRN   DFND 01,02 0 0 9,900,000
WANT WANT CHINA-UNSPON ADR COM 93370R107 9 123 SH   DFND 01,02 0 123 0
WARREN RESOURCES INC COM 93564A100 56 21,859 SH   DFND 01,02 0 21,859 0
WARREN RESOURCES INC COM 93564A100 1 235 SH   DFND 01,16 0 0 235
WASHINGTON BANKING CO COM 937303105 1,481 104,294 SH   DFND 01,02 0 104,294 0
WASHINGTON FEDERAL INC COM 938824109 29,451 1,559,882 SH   DFND 01,02 0 1,019,074 540,808
WASHINGTON POST-CLASS B COM 939640108 2,602 5,382 SH   DFND 01,02 0 4,488 894
WASHINGTON POST-CLASS B COM 939640108 59 121 SH   DFND 01,03 0 121 0
WASHINGTON POST-CLASS B COM 939640108 14 29 SH   DFND 01,16 0 0 29
WASHINGTON REIT COM 939653101 147 5,463 SH   DFND 01,02 0 5,463 0
WASHINGTON REIT COM 939653101 80 2,970 SH   DFND 01,16 0 0 2,970
WA FUNDING TR III D ESCROW COM 939ESC802 0 3,800 SH   DFND 01,02 0 3,800 0
WA FUNDING TR III D/ESCROW COM 939ESC968 0 6,332 SH   DFND 01,02 0 6,332 0
WASHINGTON TRUST BANCORP COM 940610108 26 902 SH   DFND 01,02 0 902 0
WASHINGTON TRUST BANCORP COM 940610108 1 36 SH   DFND 01,16 0 0 36
WASTE CONNECTIONS INC COM 941053100 32,136 781,133 SH   DFND 01,02 0 44,691 736,442
WASTE CONNECTIONS INC COM 941053100 6 138 SH   DFND 01,16 0 0 138
WASTE MANAGEMENT INC COM 94106L109 122,976 3,049,294 SH   DFND 01,02 0 1,774,306 1,274,988
WASTE MANAGEMENT INC COM 94106L109 516 12,810 SH   DFND 01,03 0 12,810 0
WASTE MANAGEMENT INC COM 94106L109 686 17,004 SH   DFND 01,16 0 0 17,004
WATERS CORP COM 941848103 33,541 335,236 SH   DFND 01,02 0 21,778 313,458
WATERS CORP COM 941848103 233 2,333 SH   DFND 01,03 0 2,333 0
WATERSTONE FINANCIAL INC COM 941888109 5 459 SH   DFND 01,02 0 459 0
WATSCO INC COM 942622200 5,367 63,924 SH   DFND 01,02 0 2,001 61,923
WATTS WATER TECHNOLOGIES-A COM 942749102 6,193 136,571 SH   DFND 01,02 0 21,136 115,435
WAUSAU PAPER CORP COM 943315101 8,690 762,158 SH   DFND 01,02 0 592,788 169,370
WAUSAU PAPER CORP COM 943315101 5,275 462,734 SH   DFND 01,10 0 0 462,734
WAVE SYSTEMS CORP COM 943526301 0 433 SH   DFND 01,16 0 0 433
WEB.COM GROUP INC COM 94733A104 2,430 94,896 SH   DFND 01,02 0 52,801 42,095
WEB.COM GROUP INC COM 94733A104 1 20 SH   DFND 01,16 0 0 20
WEBSENSE INC COM 947684106 27 1,075 SH   DFND 01,02 0 1,075 0
WEBMD HEALTH CORP COM 94770V102 894 30,465 SH   DFND 01,02 0 2,465 28,000
WEBMD HEALTH CORP COM 94770V102 3 106 SH   DFND 01,16 0 0 106
WEBMD HEALTH CORP CONV BND 94770VAF9 4,662 5,040,000 PRN   DFND 01,02 0 0 5,040,000
WEBSTER FINANCIAL CORP COM 947890109 12,996 506,085 SH   DFND 01,02 0 93,490 412,595
WEBSTER FINANCIAL CORP COM 947890109 17 657 SH   DFND 01,16 0 0 657
WEICHAI POWER CO-UNSP ADR COM 948597109 17 1,451 SH   DFND 01,02 0 1,451 0
WEIGHT WATCHERS INTL INC COM 948626106 359 7,771 SH   DFND 01,02 0 7,771 0
WEIGHT WATCHERS INTL INC COM 948626106 9 200 SH   DFND 01,16 0 0 200
WEINGARTEN REALTY INVESTORS COM 948741103 17,312 562,638 SH   DFND 01,02 0 328,911 233,727
WEINGARTEN REALTY INVESTORS COM 948741103 7,142 232,035 SH   DFND 01,10 0 0 232,035
WEINGARTEN REALTY INVESTORS COM 948741103 20 656 SH   DFND 01,16 0 0 656
WEINGARTEN REALTY PRF 948741848 101 4,595 SH   DFND 01,16 0 0 4,595
WEIS MARKETS INC COM 948849104 2,614 58,002 SH   DFND 01,02 0 58,002 0
WELLCARE HEALTH PLANS INC COM 94946T106 41,897 754,237 SH   DFND 01,02 0 114,551 639,686
WELLPOINT INC COM 94973V107 16,376 200,102 SH   DFND 01,02 0 93,515 106,587
WELLPOINT INC COM 94973V107 670 8,182 SH   DFND 01,03 0 8,182 0
WELLPOINT INC COM 94973V107 1,139 13,916 SH   DFND 01,16 0 0 13,916
WELLPOINT INC CONV BND 94973VBD8 6,239 4,960,000 PRN   DFND 01,02 0 0 4,960,000
WELLS FARGO & CO COM 949746101 1,441,936 34,939,029 SH   DFND 01,02 0 14,916,732 20,022,297
WELLS FARGO & CO COM 949746101 6,035 146,228 SH   DFND 01,03 0 146,228 0
WELLS FARGO & CO COM 949746101 137,981 3,344,139 SH   DFND 01,10 0 6,101 3,338,038
WELLS FARGO & CO COM 949746101 2,879 69,539 SH   DFND 01,16 0 0 69,539
WELLS FARGO & CO DEP SHS PRF 949746721 106 4,563 SH   DFND 01,16 0 0 4,563
WELLS FARGO & CO. CONV PRF 949746804 8,096 6,780 SH   DFND 01,02 0 0 6,780
WELLS FARGO & CO. CONV PRF 949746804 1 1 SH   DFND 01,16 0 0 1
WELLS FARGO & COMPANY PRF 949746879 101 3,485 SH   DFND 01,02 0 3,485 0
WELLS FARGO & COMPANY PRF 949746879 2,755 95,188 SH   DFND 01,16 0 0 95,188
WELLS FARGO ADVANTAGE COM 94987B105 1,003 105,938 SH   DFND 01,16 0 0 105,938
WELLS FARGO ADVANTAGE COM 94987C103 154 20,179 SH   DFND 01,16 0 0 20,179
WELLS FARGO ADVANTAGE COM 94987D101 216 14,723 SH   DFND 01,16 0 0 14,723
WENDY'S CO/THE COM 95058W100 3,511 602,147 SH   DFND 01,02 0 11,449 590,698
WENDY'S CO/THE COM 95058W100 6 1,004 SH   DFND 01,16 0 0 1,004
WERNER ENTERPRISES INC COM 950755108 29,111 1,204,469 SH   DFND 01,02 0 1,092,060 112,409
WERNER ENTERPRISES INC COM 950755108 77 3,187 SH   DFND 01,03 0 3,187 0
WESBANCO INC COM 950810101 1,856 70,215 SH   DFND 01,02 0 70,215 0
WESBANCO INC COM 950810101 7 250 SH   DFND 01,16 0 0 250
WESCO AIRCRAFT HOLDINGS INC COM 950814103 55 2,927 SH   DFND 01,02 0 2,927 0
WESCO INTERNATIONAL INC COM 95082P105 13,452 197,947 SH   DFND 01,02 0 7,231 190,716
WESCO INTERNATIONAL INC COM 95082P105 4,580 67,399 SH   DFND 01,02,10 0 0 67,399
WESCO INTERNATIONAL INC COM 95082P105 91,157 1,341,331 SH   DFND 01,10 0 211,449 1,129,882
WESCO INTERNATIONAL INC COM 95082P105 0 7 SH   DFND 01,16 0 0 7
WESCO INTERNATIONAL INC CONV BND 95082PAH8 6,442 2,620,000 PRN   DFND 01,02 0 0 2,620,000
WESFARMERS LIMITED-UNSP ADR COM 950840108 70 3,856 SH   DFND 01,02 0 3,856 0
WEST BANCORPORATION COM 95123P106 15 1,273 SH   DFND 01,02 0 1,273 0
WEST CORP COM 952355204 29,441 1,329,771 SH   DFND 01,02 0 35,723 1,294,048
WEST CORP COM 952355204 22 1,003 SH   DFND 01,03 0 1,003 0
WEST CORP COM 952355204 1 37 SH   DFND 01,16 0 0 37
WEST JAPAN RAILWAY-UNSP ADR COM 953432101 0 10 SH   DFND 01,02 0 10 0
WEST MARINE INC COM 954235107 12 1,058 SH   DFND 01,02 0 1,058 0
WEST PHARMACEUTICAL SERVICES COM 955306105 29,296 416,958 SH   DFND 01,02 0 93,175 323,783
WEST PHARMACEUTICAL SERVICES COM 955306105 2 33 SH   DFND 01,16 0 0 33
WESTAMERICA BANCORPORATION COM 957090103 7,809 170,910 SH   DFND 01,02 0 3,317 167,593
WESTAR ENERGY INC COM 95709T100 60,091 1,880,006 SH   DFND 01,02 0 1,568,216 311,790
WESTAR ENERGY INC COM 95709T100 8,055 252,128 SH   DFND 01,10 0 0 252,128
WESTAR ENERGY INC COM 95709T100 80 2,497 SH   DFND 01,16 0 0 2,497
WESTELL TECHNOLOGIES INC-A COM 957541105 11 4,291 SH   DFND 01,02 0 4,291 0
WESTELL TECHNOLOGIES INC-A COM 957541105 2 685 SH   DFND 01,16 0 0 685
WESTERN ALLIANCE BANCORP COM 957638109 20,430 1,290,667 SH   DFND 01,02 0 102,827 1,187,840
WESTERN ASSET PREMIER COM 957664105 82 5,600 SH   DFND 01,16 0 0 5,600
WESTERN ASSET VARIABLE * COM 957667108 126 7,297 SH   DFND 01,16 0 0 7,297
WESTERN ASSET WORLDWIDE* COM 957668106 12 899 SH   DFND 01,16 0 0 899
WESTERN ASSET * COM 95766A101 103 5,572 SH   DFND 01,16 0 0 5,572
WESTERN ASSET GLOBAL * COM 95766B109 592 48,338 SH   DFND 01,16 0 0 48,338
WESTERN ASSET EMERGING* COM 95766E103 228 17,321 SH   DFND 01,16 0 0 17,321
WESTERN ASSET GLOBAL * COM 95766G108 319 28,052 SH   DFND 01,16 0 0 28,052
WESTERN ASSET HIGH * COM 95766J102 512 55,519 SH   DFND 01,16 0 0 55,519
WESTERN ASSET HIGH * COM 95766K109 58 9,698 SH   DFND 01,16 0 0 9,698
WESTERN ASSET MANAGED * COM 95766L107 68 11,599 SH   DFND 01,16 0 0 11,599
WESTERN ASSET MANAGED * COM 95766M105 60 4,500 SH   DFND 01,16 0 0 4,500
WESTERN ASSET MUNICIPAL* COM 95766N103 45 6,271 SH   DFND 01,16 0 0 6,271
WESTERN ASSET/CLAYMORE COM 95766R104 11 962 SH   DFND 01,16 0 0 962
WESTERN ASSET MUNICIPAL COM 95768A109 19 895 SH   DFND 01,16 0 0 895
WESTERN ASSET HIGH YIELD COM 95768B107 226 12,777 SH   DFND 01,16 0 0 12,777
WESTERN ASSET INVESTMENT COM 95790A101 47 2,226 SH   DFND 01,16 0 0 2,226
WESTERN ASSET GLOBAL COM 95790C107 82 4,497 SH   DFND 01,16 0 0 4,497
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 26 1,515 SH   DFND 01,02 0 1,515 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 26 1,500 SH   DFND 01,16 0 0 1,500
WESTERN COPPER & GOLD COM 95805V108 0 700 SH   DFND 01,16 0 0 700
WESTERN DIGITAL CORP COM 958102105 10,236 164,709 SH   DFND 01,02 0 73,376 91,333
WESTERN DIGITAL CORP COM 958102105 360 5,796 SH   DFND 01,03 0 5,796 0
WESTERN DIGITAL CORP COM 958102105 76 1,225 SH   DFND 01,16 0 0 1,225
WESTERN GAS PARTNERS COM 958254104 4,463 68,667 SH   DFND 01,16 0 0 68,667
WESTERN INTER MUNI FD * COM 958435109 14 1,500 SH   DFND 01,16 0 0 1,500
WESTERN REFINING INC COM 959319104 8,328 296,725 SH   DFND 01,02 0 268,390 28,335
WESTERN REFINING INC COM 959319104 59 2,110 SH   DFND 01,03 0 2,110 0
WESTERN REFINING INC COM 959319104 3,357 119,589 SH   DFND 01,10 0 0 119,589
WESTERN REFINING INC COM 959319104 7 178 SH   DFND 01,16 0 0 178
WESTERN UNION CO COM 959802109 73,754 4,310,640 SH   DFND 01,02 0 1,106,235 3,204,405
WESTERN UNION CO COM 959802109 263 15,377 SH   DFND 01,03 0 15,377 0
WESTERN UNION CO COM 959802109 171 10,000 SH   DFND 01,10 0 0 10,000
WESTERN UNION CO COM 959802109 27 1,579 SH   DFND 01,16 0 0 1,579
WESTFIELD FINANCIAL INC COM 96008P104 12 1,742 SH   DFND 01,02 0 1,742 0
WESTFIELD GROUP-ADR COM 960224103 64 3,052 SH   DFND 01,02 0 3,052 0
WESTFIELD GROUP-ADR COM 960224103 6 264 SH   DFND 01,16 0 0 264
WESTLAKE CHEMICAL CORP COM 960413102 708 7,342 SH   DFND 01,02 0 2,342 5,000
WESTLAKE CHEMICAL CORP COM 960413102 11,077 114,990 SH   DFND 01,10 0 0 114,990
WESTLAKE CHEMICAL CORP COM 960413102 3 28 SH   DFND 01,16 0 0 28
WESTMORELAND COAL CO COM 960878106 9 823 SH   DFND 01,02 0 823 0
WESTPORT INNOVATIONS INC COM 960908309 17 500 SH   DFND 01,16 0 0 500
WESTPAC BANKING CORP-SP ADR COM 961214301 431 3,150 SH   DFND 01,02 0 0 3,150
WESTPAC BANKING CORP-SP ADR COM 961214301 58 440 SH   DFND 01,16 0 0 440
WESTWOOD HOLDINGS GROUP INC COM 961765104 2,419 56,360 SH   DFND 01,02 0 56,360 0
WET SEAL INC/THE-CLASS A COM 961840105 18,916 4,016,163 SH   DFND 01,02 0 1,875,596 2,140,567
WEX INC COM 96208T104 25,433 331,575 SH   DFND 01,02 0 155,548 176,027
WEX INC COM 96208T104 24 312 SH   DFND 01,16 0 0 312
WEYCO GROUP INC COM 962149100 17 681 SH   DFND 01,02 0 681 0
WEYERHAEUSER CO COM 962166104 78,307 2,748,612 SH   DFND 01,02 0 299,826 2,448,786
WEYERHAEUSER CO COM 962166104 425 14,915 SH   DFND 01,03 0 14,915 0
WEYERHAEUSER CO COM 962166104 184 6,460 SH   DFND 01,10 0 0 6,460
WEYERHAEUSER CO COM 962166104 182 6,373 SH   DFND 01,16 0 0 6,373
WEYERHAEUSER CO CONV PRF 962166872 14,633 286,000 SH   DFND 01,02 0 0 286,000
WHARF HOLDINGS-UNSPON ADR COM 962257408 43 2,510 SH   DFND 01,02 0 2,510 0
WHEELOCK & CO LTD-UNSPON ADR COM 963271200 25 490 SH   DFND 01,02 0 490 0
WHIRLPOOL CORP COM 963320106 20,275 177,310 SH   DFND 01,02 0 22,563 154,747
WHIRLPOOL CORP COM 963320106 246 2,154 SH   DFND 01,03 0 2,154 0
WHIRLPOOL CORP COM 963320106 191 1,668 SH   DFND 01,16 0 0 1,668
WHITEHORSE FINANCE INC COM 96524V106 7 430 SH   DFND 01,02 0 430 0
WHITESTONE REIT COM 966084204 24 1,493 SH   DFND 01,02 0 1,493 0
WHITESTONE REIT COM 966084204 3,143 200,469 SH   DFND 01,10 0 0 200,469
WHITEWAVE FOODS CO - CL A COM 966244105 9,593 590,340 SH   DFND 01,02 0 38,890 551,450
WHITEWAVE FOODS CO-CL B COM 966244204 7,738 509,151 SH   DFND 01,02 0 194,463 314,688
WHITING PETROLEUM CORP COM 966387102 56,621 1,228,457 SH   DFND 01,02 0 171,868 1,056,589
WHITING PETROLEUM CORP COM 966387102 4 86 SH   DFND 01,16 0 0 86
WHOLE FOODS MARKET INC COM 966837106 70,559 1,370,557 SH   DFND 01,02 0 653,878 716,679
WHOLE FOODS MARKET INC COM 966837106 491 9,555 SH   DFND 01,03 0 9,555 0
WHOLE FOODS MARKET INC COM 966837106 429 8,339 SH   DFND 01,16 0 0 8,339
WIENERBERGER AG-SPON ADR COM 967662107 1 225 SH   DFND 01,02 0 0 225
WILEY (JOHN) & SONS-CLASS A COM 968223206 31,873 795,030 SH   DFND 01,02 0 421,359 373,671
WILEY (JOHN) & SONS-CLASS A COM 968223206 5 129 SH   DFND 01,16 0 0 129
WILEY (JOHN) & SONS-CL B COM 968223305 2 40 SH   DFND 01,02 0 40 0
WILLBROS GROUP INC COM 969203108 1,321 215,182 SH   DFND 01,02 0 5,032 210,150
WILLIAMS COS INC COM 969457100 212,737 6,551,837 SH   DFND 01,02 0 2,757,171 3,794,666
WILLIAMS COS INC COM 969457100 665 20,481 SH   DFND 01,03 0 20,481 0
WILLIAMS COS INC COM 969457100 158 4,869 SH   DFND 01,16 0 0 4,869
CLAYTON WILLIAMS ENERGY INC COM 969490101 45 1,027 SH   DFND 01,02 0 1,027 0
WILLIAMS PARTNERS L P COM 96950F104 114 2,217 SH   DFND 01,16 0 0 2,217
WILLIAMS-SONOMA INC COM 969904101 37,499 670,953 SH   DFND 01,02 0 360,310 310,643
WILLIAMS-SONOMA INC COM 969904101 13,072 233,946 SH   DFND 01,10 0 0 233,946
WILLIAMS-SONOMA INC COM 969904101 1 14 SH   DFND 01,16 0 0 14
WILLIS LEASE FINANCE CORP COM 970646105 0 30 SH   DFND 01,02 0 30 0
WILSHIRE BANCORP INC COM 97186T108 2,477 374,225 SH   DFND 01,02 0 113,210 261,015
WINDSWEPT ENVIRONMENTAL COM 973812100 0 100 SH   DFND 01,16 0 0 100
WINDSTREAM CORP COM 97381W104 1,373 177,211 SH   DFND 01,02 0 59,875 117,336
WINDSTREAM CORP COM 97381W104 124 16,144 SH   DFND 01,03 0 16,144 0
WINDSTREAM CORP COM 97381W104 945 122,605 SH   DFND 01,16 0 0 122,605
WINMARK CORP COM 974250102 15 240 SH   DFND 01,02 0 240 0
WINNEBAGO INDUSTRIES COM 974637100 2,195 104,555 SH   DFND 01,02 0 2,190 102,365
WINTHROP REALTY TRUST COM 976391300 154 12,744 SH   DFND 01,02 0 2,044 10,700
WINTRUST FINANCIAL CORP COM 97650W108 39,930 1,043,099 SH   DFND 01,02 0 462,102 580,997
WIPRO LTD-ADR COM 97651M109 3 348 SH   DFND 01,02 0 0 348
WIPRO LTD-ADR COM 97651M109 12 1,715 SH   DFND 01,16 0 0 1,715
WISCONSIN ENERGY CORP COM 976657106 95,953 2,340,882 SH   DFND 01,02 0 1,418,154 922,728
WISCONSIN ENERGY CORP COM 976657106 255 6,231 SH   DFND 01,03 0 6,231 0
WISCONSIN ENERGY CORP COM 976657106 141 3,434 SH   DFND 01,16 0 0 3,434
WISCONSIN PUBLIC PRF 976843300 8 76 SH   DFND 01,16 0 0 76
WISCONSIN PUBLIC SERVICE PRF 976843508 23 220 SH   DFND 01,16 0 0 220
WISDOMTREE INVESTMENTS INC COM 97717P104 7,557 653,198 SH   DFND 01,02 0 630,738 22,460
WISDOMTREE INVESTMENTS INC COM 97717P104 94 8,157 SH   DFND 01,16 0 0 8,157
WISDOMTREE TOTAL COM 97717W109 476 7,888 SH   DFND 01,16 0 0 7,888
WISDOMTREE EQUITY INCOME COM 97717W208 155 2,991 SH   DFND 01,16 0 0 2,991
WISDOMTREE EMERGING COM 97717W281 537 11,659 SH   DFND 01,16 0 0 11,659
WISDOMTREE LARGE CAP COM 97717W307 200 3,360 SH   DFND 01,16 0 0 3,360
WISDOMTREE EMERGING COM 97717W315 83,822 1,738,562 SH   DFND 01,16 0 0 1,738,562
WISDOMTREE GLOBAL EX U S COM 97717W331 69 2,523 SH   DFND 01,16 0 0 2,523
WISDOMTREE DIVIDEND COM 97717W406 3,784 60,819 SH   DFND 01,16 0 0 60,819
WISDOMTREE INDIA EARNINGS COM 97717W422 3,021 186,939 SH   DFND 01,02 0 129,481 57,458
WISDOMTREE INDIA EARNINGS COM 97717W422 21 1,316 SH   DFND 01,16 0 0 1,316
WISDOMTREE MID CAP COM 97717W505 3,379 51,628 SH   DFND 01,16 0 0 51,628
WISDOMTREE LARGE CAP COM 97717W547 10 200 SH   DFND 01,16 0 0 200
WISDOMTREE SMALL CAP COM 97717W562 3,069 45,942 SH   DFND 01,16 0 0 45,942
WISDOMTREE MID CAP COM 97717W570 274 3,809 SH   DFND 01,16 0 0 3,809
WISDOMTREE EARNINGS COM 97717W588 30 532 SH   DFND 01,16 0 0 532
WISDOMTREE TOTAL COM 97717W596 21 364 SH   DFND 01,16 0 0 364
WISDOMTREE SMALL CAP COM 97717W604 197 3,383 SH   DFND 01,16 0 0 3,383
WISDOMTREE GLOBAL COM 97717W653 2 120 SH   DFND 01,16 0 0 120
WISDOMTREE INTL SMALL COM 97717W760 322 6,169 SH   DFND 01,16 0 0 6,169
WISDOMTREE INTL MID CAP COM 97717W778 30 589 SH   DFND 01,16 0 0 589
WISDOMTREE INTL COM 97717W786 313 7,822 SH   DFND 01,16 0 0 7,822
WISDOMTREE DEFA EQUITY COM 97717W802 66 1,661 SH   DFND 01,16 0 0 1,661
WISDOMTREE AUSTRALIA COM 97717W810 18 329 SH   DFND 01,16 0 0 329
WISDOMTREE ASIA PACIFIC COM 97717W828 30 474 SH   DFND 01,16 0 0 474
WISDOMTREE JAPAN COM 97717W836 15 310 SH   DFND 01,16 0 0 310
WISDOMTREE JAPAN HEDGED COM 97717W851 1,084 23,772 SH   DFND 01,16 0 0 23,772
WISDOMTREE GLOBAL COM 97717W877 72 1,709 SH   DFND 01,16 0 0 1,709
WISDOMTREE TRUST COM 97717X701 19 600 SH   DFND 01,16 0 0 600
WISDOMTREE TRUST COM 97717X867 55 1,140 SH   DFND 01,16 0 0 1,140
WOLSELEY PLC-ADR COM 977868207 49 10,685 SH   DFND 01,02 0 10,685 0
WOLSELEY PLC-ADR COM 977868207 7 1,594 SH   DFND 01,16 0 0 1,594
WOLTERS KLUWER NV-SPONS ADR COM 977874205 25 1,201 SH   DFND 01,02 0 0 1,201
WOLTERS KLUWER NV-SPONS ADR COM 977874205 3 123 SH   DFND 01,16 0 0 123
WOLVERINE WORLD WIDE INC COM 978097103 10,512 192,469 SH   DFND 01,02 0 9,453 183,016
WOLVERINE WORLD WIDE INC COM 978097103 24 436 SH   DFND 01,16 0 0 436
WOODSIDE PETROLEUM-SP ADR COM 980228308 86 2,679 SH   DFND 01,02 0 2,679 0
WOODWARD INC COM 980745103 6,899 172,489 SH   DFND 01,02 0 6,342 166,147
WOODWARD INC COM 980745103 8 200 SH   DFND 01,16 0 0 200
WOORI FINANCE HOLDINGS-ADR COM 981063100 25 896 SH   DFND 01,02 0 896 0
WORKDAY INC-CLASS A COM 98138H101 300 4,669 SH   DFND 01,02 0 4,669 0
WORKDAY INC-CLASS A COM 98138H101 4 57 SH   DFND 01,16 0 0 57
WORLD ACCEPTANCE CORP COM 981419104 5,059 58,190 SH   DFND 01,02 0 10,375 47,815
WORLD FUEL SERVICES CORP COM 981475106 23,146 578,868 SH   DFND 01,02 0 190,632 388,236
WORLD FUEL SERVICES CORP COM 981475106 3,011 75,325 SH   DFND 01,02,10 0 0 75,325
WORLD FUEL SERVICES CORP COM 981475106 27,782 695,243 SH   DFND 01,10 0 172,810 522,433
WORLD FUEL SERVICES CORP COM 981475106 261 6,518 SH   DFND 01,16 0 0 6,518
WORLD GAMING PLC COM 98147M109 0 300 SH   DFND 01,16 0 0 300
WORLD WRESTLING ENTERTAIN-A COM 98156Q108 18 1,793 SH   DFND 01,02 0 1,793 0
WORLD WRESTLING ENTERTAIN-A COM 98156Q108 2 200 SH   DFND 01,16 0 0 200
WORLDCOM INC GA NEW COM 98157D106 0 1,219 SH   DFND 01,16 0 0 1,219
WORLDCOM INC GEORGIA + COM 98157D304 0 81 SH   DFND 01,16 0 0 81
WORLEYPARSONS LTD-UNSPON ADR COM 98161Q101 12 658 SH   DFND 01,02 0 658 0
WORTHINGTON INDUSTRIES COM 981811102 16,512 520,727 SH   DFND 01,02 0 37,487 483,240
WORTHINGTON INDUSTRIES COM 981811102 4 140 SH   DFND 01,16 0 0 140
WOUND MANAGEMENT COM 98211X106 0 1,558 SH   DFND 01,16 0 0 1,558
WPX ENERGY INC COM 98212B103 12,422 655,871 SH   DFND 01,02 0 42,002 613,869
WPX ENERGY INC COM 98212B103 103 5,452 SH   DFND 01,03 0 5,452 0
WPX ENERGY INC COM 98212B103 13 689 SH   DFND 01,16 0 0 689
WRIGHT INVESTORS SVC COM 982345100 0 12 SH   DFND 01,16 0 0 12
WRIGHT MEDICAL GROUP INC COM 98235T107 941 35,886 SH   DFND 01,02 0 35,886 0
WRIGHT MEDICAL GROUP INC COM 98235T107 1 35 SH   DFND 01,16 0 0 35
WRIGHT MEDICAL GROUP INC-CVR WT 98235T115 1 240 SH   DFND 01,02 0 0 240
WRIGHT MEDICAL GROUP INC CONV BND 98235TAB3 3,221 2,650,000 PRN   DFND 01,02 0 0 2,650,000
WYNDHAM WORLDWIDE CORP COM 98310W108 3,081 53,835 SH   DFND 01,02 0 26,701 27,134
WYNDHAM WORLDWIDE CORP COM 98310W108 212 3,702 SH   DFND 01,03 0 3,702 0
WYNDHAM WORLDWIDE CORP COM 98310W108 17 293 SH   DFND 01,16 0 0 293
WYNN RESORTS LTD COM 983134107 255,849 1,998,874 SH   DFND 01,02 0 780,455 1,218,419
WYNN RESORTS LTD COM 983134107 422 3,295 SH   DFND 01,03 0 3,295 0
WYNN RESORTS LTD COM 983134107 593 4,633 SH   DFND 01,10 0 0 4,633
WYNN RESORTS LTD COM 983134107 41 320 SH   DFND 01,16 0 0 320
WYNN MACAU LTD-UNSPON ADR COM 98313R106 32 1,161 SH   DFND 01,02 0 0 1,161
XO GROUP INC COM 983772104 1,943 173,501 SH   DFND 01,02 0 41,729 131,772
XPO LOGISTICS INC COM 983793100 1,858 102,692 SH   DFND 01,02 0 1,134 101,558
XPO LOGISTICS INC CONV BND 983793AA8 3,253 2,650,000 PRN   DFND 01,02 0 0 2,650,000
XTL BIOPHARMACEUTICALS-ADR COM 98386D208 3 441 SH   DFND 01,02 0 441 0
XCEL ENERGY INC COM 98389B100 28,096 991,040 SH   DFND 01,02 0 138,565 852,475
XCEL ENERGY INC COM 98389B100 384 13,541 SH   DFND 01,03 0 13,541 0
XCEL ENERGY INC COM 98389B100 180 6,341 SH   DFND 01,16 0 0 6,341
XILINX INC COM 983919101 36,670 925,785 SH   DFND 01,02 0 440,722 485,063
XILINX INC COM 983919101 289 7,274 SH   DFND 01,03 0 7,274 0
XILINX INC COM 983919101 38 961 SH   DFND 01,16 0 0 961
XENOPORT INC COM 98411C100 13 2,703 SH   DFND 01,02 0 2,703 0
XEROX CORP COM 984121103 107,929 11,898,742 SH   DFND 01,02 0 1,093,527 10,805,215
XEROX CORP COM 984121103 303 33,438 SH   DFND 01,03 0 33,438 0
XEROX CORP COM 984121103 94 10,375 SH   DFND 01,16 0 0 10,375
XERIUM TECHNOLOGIES INC COM 98416J118 7 680 SH   DFND 01,02 0 680 0
XINYUAN REAL ESTATE CO L-ADR COM 98417P105 0 20 SH   DFND 01,02 0 40 0
XINYUAN REAL ESTATE CO L-ADR COM 98417P105 2 500 SH   DFND 01,16 0 0 500
XOMA CORP COM 98419J107 14 3,903 SH   DFND 01,02 0 3,903 0
XOMA CORP COM 98419J107 42 11,500 SH   DFND 01,16 0 0 11,500
XYLEM INC COM 98419M100 32,782 1,216,825 SH   DFND 01,02 0 27,921 1,188,904
XYLEM INC COM 98419M100 136 5,047 SH   DFND 01,03 0 5,047 0
XYLEM INC COM 98419M100 12 433 SH   DFND 01,16 0 0 433
XOOM CORP COM 98419Q101 10 456 SH   DFND 01,02 0 456 0
YPF S.A.-SPONSORED ADR COM 984245100 7 479 SH   DFND 01,02 0 0 479
YRC WORLDWIDE INC COM 984249607 144 5,016 SH   DFND 01,02 0 5,016 0
YRC WORLDWIDE INC COM 984249607 2 56 SH   DFND 01,16 0 0 56
YY INC-ADR COM 98426T106 17 648 SH   DFND 01,02 0 648 0
YADKIN FINANCIAL CORP COM 984305102 13 897 SH   DFND 01,02 0 897 0
YAHOO! INC COM 984332106 71,935 2,864,491 SH   DFND 01,02 0 548,940 2,315,551
YAHOO! INC COM 984332106 652 25,946 SH   DFND 01,03 0 25,946 0
YAHOO! INC COM 984332106 93 3,700 SH   DFND 01,10 0 0 3,700
YAHOO! INC COM 984332106 149 5,918 SH   DFND 01,16 0 0 5,918
YAHOO! JAPAN CORP-UNSPON ADR COM 98433V102 11 667 SH   DFND 01,02 0 667 0
YAHOO! JAPAN CORP-UNSPON ADR COM 98433V102 5 281 SH   DFND 01,16 0 0 281
YAMAHA CORP-SPONSORED ADR COM 984627109 0 30 SH   DFND 01,02 0 30 0
YAMANA GOLD INC COM 98462Y100 4,315 453,718 SH   DFND 01,02 0 453,718 0
YAMANA GOLD INC COM 98462Y100 86 9,000 SH   DFND 01,16 0 0 9,000
YANZHOU COAL MINING-SP ADR COM 984846105 17 2,250 SH   DFND 01,02 0 0 2,250
YARA INTERNATIONAL-ADR COM 984851204 112 2,829 SH   DFND 01,02 0 2,829 0
YELP INC COM 985817105 23,602 678,850 SH   DFND 01,02 0 653,525 25,325
YELP INC COM 985817105 214 6,162 SH   DFND 01,03 0 6,162 0
YELP INC COM 985817105 47 1,366 SH   DFND 01,16 0 0 1,366
YINGLI GREEN ENERGY HOLD-ADR COM 98584B103 0 42 SH   DFND 01,02 0 42 0
YONGYE INTERNATIONAL INC COM 98607B106 8 1,410 SH   DFND 01,02 0 1,410 0
YORK WATER CO COM 987184108 42 2,216 SH   DFND 01,02 0 2,216 0
YOUKU TUDOU INC COM 98742U100 23 1,179 SH   DFND 01,02 0 21,222 0
YUE YUEN INDUSTRIAL-UNSP ADR COM 988415105 0 17 SH   DFND 01,02 0 0 17
YUM! BRANDS INC COM 988498101 265,913 3,834,860 SH   DFND 01,02 0 2,957,564 877,296
YUM! BRANDS INC COM 988498101 4,160 59,997 SH   DFND 01,03 0 59,997 0
YUM! BRANDS INC COM 988498101 10,588 152,700 SH   DFND 01,10 0 0 152,700
YUM! BRANDS INC COM 988498101 657 9,473 SH   DFND 01,16 0 0 9,473
ZTE CORP-UNSPON ADR COM 98878Q105 1 320 SH   DFND 01,02 0 0 320
ZAGG INC COM 98884U108 12 2,316 SH   DFND 01,02 0 2,316 0
ZALE CORP COM 988858106 8,668 952,577 SH   DFND 01,02 0 80,166 872,411
ZAIS FINANCIAL CORP COM 98886K108 6 352 SH   DFND 01,02 0 352 0
ZAZA ENERGY CORP COM 98919T100 3 2,310 SH   DFND 01,02 0 2,310 0
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 8,587 197,690 SH   DFND 01,02 0 8,285 189,405
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 18 425 SH   DFND 01,16 0 0 425
ZELTIQ AESTHETICS INC COM 98933Q108 7 1,102 SH   DFND 01,02 0 1,102 0
ZEP INC COM 98944B108 1,339 84,623 SH   DFND 01,02 0 2,038 82,585
ZIFF DAVIS HOLDINGS INC COM 98951V104 0 6,660 SH   DFND 01,02 0 0 6,660
ZHONGPIN INC COM 98952K107 1 80 SH   DFND 01,02 0 80 0
ZILLOW INC-CLASS A COM 98954A107 96 1,698 SH   DFND 01,02 0 1,698 0
ZILLOW INC-CLASS A COM 98954A107 11 200 SH   DFND 01,16 0 0 200
ZIMMER HOLDINGS INC COM 98956P102 173,106 2,309,922 SH   DFND 01,02 0 911,309 1,398,613
ZIMMER HOLDINGS INC COM 98956P102 3,873 51,682 SH   DFND 01,02,10 0 0 51,682
ZIMMER HOLDINGS INC COM 98956P102 344 4,584 SH   DFND 01,03 0 4,584 0
ZIMMER HOLDINGS INC COM 98956P102 33,988 453,475 SH   DFND 01,10 0 162,095 291,380
ZIMMER HOLDINGS INC COM 98956P102 62 823 SH   DFND 01,16 0 0 823
ZIONS BANCORPORATION COM 989701107 95,616 3,310,769 SH   DFND 01,02 0 431,669 2,879,100
ZIONS BANCORPORATION COM 989701107 145 5,018 SH   DFND 01,03 0 5,018 0
ZIONS BANCORPORATION COM 989701107 107,900 3,738,776 SH   DFND 01,10 0 0 3,738,776
ZIONS BANCORPORATION COM 989701107 6 196 SH   DFND 01,16 0 0 196
ZIONS BANCORPORATION PFD PRF 989701503 6 217 SH   DFND 01,16 0 0 217
ZIOPHARM ONCOLOGY INC COM 98973P101 10 4,885 SH   DFND 01,02 0 4,885 0
ZIX CORP COM 98974P100 19 4,657 SH   DFND 01,02 0 4,657 0
ZIX CORP COM 98974P100 0 30 SH   DFND 01,16 0 0 30
ZOLTEK COMPANIES INC COM 98975W104 24 1,835 SH   DFND 01,02 0 1,835 0
ZOGENIX INC COM 98978L105 8 4,470 SH   DFND 01,02 0 4,470 0
ZOETIS INC COM 98978V103 25,567 827,674 SH   DFND 01,02 0 29,477 798,197
ZOETIS INC COM 98978V103 421 13,615 SH   DFND 01,03 0 13,615 0
ZOETIS INC COM 98978V103 63 2,052 SH   DFND 01,16 0 0 2,052
ZUMIEZ INC COM 989817101 5,546 192,913 SH   DFND 01,02 0 8,295 184,618
ZURICH INSURANCE GROUP-ADR COM 989825104 195 7,503 SH   DFND 01,02 0 7,503 0
ZVELO INC COM 989826102 0 200 SH   DFND 01,16 0 0 200
ZUOAN FASHION LTD-SPON ADR COM 98982X103 0 10 SH   DFND 01,02 0 40 0
ZWEIG TOTAL RETURN FUND COM 989837208 46 3,559 SH   DFND 01,16 0 0 3,559
ZYGO CORP COM 989855101 19 1,237 SH   DFND 01,02 0 1,237 0
ZYNGA INC - CL A COM 98986T108 22 7,975 SH   DFND 01,02 0 7,975 0
ZYNGA INC - CL A COM 98986T108 3 1,175 SH   DFND 01,16 0 0 1,175
WCAS CAPITAL PARTNERS II LP LP 990003KE4 170 4,292,803 SH   DFND 01,02 0 0 4,292,803
TWE MINERAL LP 1/3 OF 1/5 LP 996188462 0 5 SH   DFND 01,02 0 4 1
TWE MINERAL LP 2/3 OF 1/5 LP 996188470 0 5 SH   DFND 01,02 0 4 1
ELEVATIONS/DESIGN INC COM 996188538 0 1 SH   DFND 01,02 0 1 0
AVAGO TECHNOLOGIES LTD COM 999900624 392 10,500 SH   DFND 01,10 0 0 10,500
S&P 500 INDEX COM 999901101 2 1 SH   DFND 01,02 0 0 1
GSO MEZZANINE FINANCE TRUST COM 99Z413371 60 63 SH   DFND 01,02 0 0 63
SAMUI AIRPORT PROPERTY FUND COM B1HP6D991 461 814,100 SH   DFND 01,02 0 0 814,100
MAGNIT OJSC-SPON GDR REGS COM B2QKYZ099 3,502 61,229 SH   DFND 01,02 0 58,451 2,778
CHINA CORD BLOOD CORP COM B3YDM0995 137 48,829 SH   DFND 01,02 0 48,829 0
CHINA GERUI ADVANCED MATERIA COM B419KX691 1 430 SH   DFND 01,02 0 430 0
SBERBANK-SPONSORED ADR COM B5SC09192 11,807 1,038,077 SH   DFND 01,02 0 648,101 389,976
MD MEDICAL GROUP INVEST-144A COM B8CJ14198 1,554 107,143 SH   DFND 01,02 0 107,143 0
READERS DIGEST ASSN INC COM BAX3940K3 1 26,729 SH   DFND 01,02 0 0 26,729
F&W PUBLICATIONS INC COM BAX397BX6 3 4,165 SH   DFND 01,02 0 0 4,165
F&W PUBLICATIONS INC WT BAX397C64 1 1,805 SH   DFND 01,02 0 0 1,805
BHM TECHNOLOGIES EXIT II PRF BAX39B8V5 0 1,808 SH   DFND 01,02 0 0 1,808
UTGR INC COM BAX39CVC9 122 5,526 SH   DFND 01,02 0 5,526 0
ION MEDIA NETWORKS SPEC WTS WT BAX39JX24 0 284 SH   DFND 01,02 0 0 284
CONTECH CONSTRUCTION PRODUCT COM BAX3LS6W4 374 12,885 SH   DFND 01,04 0 0 12,885
CONTECH CONSTRUCTION PRODUCT COM BAX3LS6W4 483 16,634 SH   DFND 01,05 0 0 16,634
BUFFETS RESTAURANTS HOLDINGS COM BAX3UNMB3 7 1,071 SH   DFND 01,02 0 0 1,071
VOLKSWAGEN INTERNATIONAL FIN N CONV BND BAX3YR2P1 2,264 1,700,000 PRN   DFND 01,02 0 0 1,700,000
FEDERAL RESERVE BANK COM BAX41M5Q1 1,350 27,000 SH   DFND 01,02 0 0 27,000
EXCELSIOR ABSOLUTE RETURN LP BRSAUR526 4 2 SH   DFND 01,02 0 0 2
ENBRIDGE ENERGY. MANAGEMENT FR COM CKC50X106 0 57,216 SH   DFND 01,02 0 0 57,216
HMH PUBLISHERS LLC COM CM0005552 294 10,952 SH   DFND 01,02 0 0 10,952
LBTYA US 07/20/13 P80 OPT CM0012459 3 4 SH Put DFND 01,02 0 0 4
LBTYA US 07/20/13 P85 OPT CM0012772 27 24 SH Put DFND 01,02 0 0 24
Barclays US Agg Total Return V COM CM0014885 2 1 SH   DFND 01,02 0 0 1
FTSE 100 TR GBP COM CM0014893 7 1 SH   DFND 01,02 0 0 1
ESTX 50 EUR GRt COM CM0014901 1 1 SH   DFND 01,02 0 0 1
S US 08/17/13 C7 OPT CM0016088 4 258 SH Call DFND 01,02 0 0 258
S US 08/17/13 P7 OPT CM0016344 1 71 SH Put DFND 01,02 0 0 71
INFI US 07/20/13 C45 OPT CM0017102 12 2,500 SH Call DFND 01,02 0 0 2,500
ARIA US 08/17/13 C20 OPT CM0017110 3 77 SH Call DFND 01,02 0 0 77
WCRX US 07/20/13 P17 OPT CM0017276 0 54 SH Put DFND 01,02 0 0 54
ACT US 08/17/13 P115 OPT CM0017284 7 38 SH Put DFND 01,02 0 0 38
ACT US 11/16/13 P110 OPT CM0017532 11 33 SH Put DFND 01,02 0 0 33
VRX US 08/17/13 P87.5 OPT CM0017755 20 36 SH Put DFND 01,02 0 0 36
MSCI Daily TR Net Emerging Mar COM CM0017789 0 1 SH   DFND 01,02 0 0 1
GNW US 09/21/13 P10 OPT CM0017839 9 227 SH Put DFND 01,02 0 0 227
DOLE US 10/19/13 P11 OPT CM0017920 3 136 SH Put DFND 01,02 0 0 136
VRX US 08/17/13 P85 OPT CM0017961 16 36 SH Put DFND 01,02 0 0 36
HFC US 07/20/13 P40.5 OPT CM0018084 16 300 SH Put DFND 01,02 0 0 300
CVX US 07/20/13 P110 OPT CM0018126 3 130 SH Put DFND 01,02 0 0 130
SU US 07/20/13 P28 OPT CM0018142 7 345 SH Put DFND 01,02 0 0 345
EOG US 07/20/13 P120 OPT CM0018175 5 72 SH Put DFND 01,02 0 0 72
APC US 07/20/13 P80 OPT CM0018233 12 192 SH Put DFND 01,02 0 0 192
MPC US 07/20/13 P70 OPT CM0018258 23 125 SH Put DFND 01,02 0 0 125
NBL US 07/20/13 P55 OPT CM0018274 3 160 SH Put DFND 01,02 0 0 160
LINE US 07/20/13 C32 OPT CM0018308 30 167 SH Call DFND 01,02 0 0 167
SPN US 07/20/13 P25 OPT CM0018373 7 200 SH Put DFND 01,02 0 0 200
FTI US 07/20/13 P50 OPT CM0018407 2 110 SH Put DFND 01,02 0 0 110
SLB US 07/20/13 P65 OPT CM0018423 2 100 SH Put DFND 01,02 0 0 100
ATW US 07/20/13 P50 OPT CM0018472 7 110 SH Put DFND 01,02 0 0 110
HAL US 07/20/13 P38 OPT CM0018498 3 180 SH Put DFND 01,02 0 0 180
PROSENSA HOLDING BV COM CM0018605 646 33,593 SH   DFND 01,02 0 21,281 12,312
DAIMLER AG-REGISTERED SHARES COM D1668R123 86 1,435 SH   DFND 01,02 0 1,432 3
DAIMLER AG-REGISTERED SHARES COM D1668R123 0 1 SH   DFND 01,16 0 0 1
DEUTSCHE BANK AG-REGISTERED COM D18190898 223 5,310 SH   DFND 01,02 0 5,310 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 14 331 SH   DFND 01,16 0 0 331
SAP AG SYSTEME COM D66992104 36 489 SH   DFND 01,16 0 0 489
FIRST HORIZON NATIONAL FRACTIO 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
DJUBS COMMODITY TR COM DJUBSTR97 0 1 SH   DFND 01,02 0 0 1
KINDER MORGAN FRACTIONS COM EKE55U103 0 106,754 SH   DFND 01,02 0 42,621 64,133
SANOFI COM F5548N101 2 15 SH   DFND 01,16 0 0 15
AIRCASTLE LTD COM G0129K104 11,454 716,347 SH   DFND 01,02 0 7,467 708,880
ALKERMES PLC COM G01767105 29,115 1,015,169 SH   DFND 01,02 0 338,128 677,041
ALKERMES PLC COM G01767105 67 2,347 SH   DFND 01,16 0 0 2,347
ALLIANCE OIL COMPANY COM G0252S106 9 1,666 SH   DFND 01,16 0 0 1,666
AMDOCS LTD COM G02602103 28,615 771,508 SH   DFND 01,02 0 164,118 607,390
AMDOCS LTD COM G02602103 17 445 SH   DFND 01,16 0 0 445
AMERICAN SAFETY INS HOLDINGS COM G02995101 1,442 49,840 SH   DFND 01,02 0 49,840 0
AMBARELLA INC COM G037AX101 19 1,153 SH   DFND 01,02 0 1,153 0
AON PLC COM G0408V102 386,191 6,001,389 SH   DFND 01,02 0 2,470,510 3,530,879
AON PLC COM G0408V102 7,732 120,148 SH   DFND 01,02,10 0 0 120,148
AON PLC COM G0408V102 867 13,462 SH   DFND 01,03 0 13,462 0
AON PLC COM G0408V102 80 1,249 SH   DFND 01,16 0 0 1,249
ARCH CAPITAL GROUP LTD COM G0450A105 10,569 205,579 SH   DFND 01,02 0 4,479 201,100
ARCH CAPITAL GROUP LTD COM G0450A105 3 63 SH   DFND 01,16 0 0 63
ARCHER LTD COM G0451H109 0 575 SH   DFND 01,16 0 0 575
ARCOS DORADOS HOLDINGS INC-A COM G0457F107 1,780 152,440 SH   DFND 01,02 0 100 152,340
ARCOS DORADOS HOLDINGS INC-A COM G0457F107 7 631 SH   DFND 01,16 0 0 631
ARGO GROUP INTERNATIONAL COM G0464B107 29,548 697,063 SH   DFND 01,02 0 341,763 355,300
APCO OIL AND GAS INTL INC COM G0471F109 10 790 SH   DFND 01,02 0 790 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 27,498 741,348 SH   DFND 01,02 0 59,164 682,184
ASPEN INSURANCE HOLDINGS LTD COM G05384105 14 368 SH   DFND 01,16 0 0 368
ASSURED GUARANTY LTD COM G0585R106 1,289 58,426 SH   DFND 01,02 0 58,306 120
AXIS CAPITAL HOLDINGS LTD COM G0692U109 114,964 2,511,186 SH   DFND 01,02 0 445,838 2,065,348
AXIS CAPITAL HOLDINGS LTD COM G0692U109 18 387 SH   DFND 01,16 0 0 387
ENERGY XXI BERMUDA COM G10082140 30,022 1,353,490 SH   DFND 01,02 0 1,244,706 108,784
ENERGY XXI BERMUDA COM G10082140 53 2,398 SH   DFND 01,03 0 2,398 0
ENERGY XXI BERMUDA COM G10082140 5 241 SH   DFND 01,16 0 0 241
BINGO.COM LIMITED COM G11152108 0 200 SH   DFND 01,16 0 0 200
ACCENTURE PLC-CL A COM G1151C101 460,915 6,405,140 SH   DFND 01,02 0 3,207,183 3,197,957
ACCENTURE PLC-CL A COM G1151C101 1,274 17,705 SH   DFND 01,03 0 17,705 0
ACCENTURE PLC-CL A COM G1151C101 415 5,763 SH   DFND 01,16 0 0 5,763
BROOKFIELD PROPERTY PARTNERS LP G16249107 3 111 SH   DFND 01,02 0 111 0
BROOKFIELD PROPERTY PARTNERS LP G16249107 1 30 SH   DFND 01,16 0 0 30
BROOKFIELD INFRASTRUCTURE PA LP G16252101 6 159 SH   DFND 01,02 0 159 0
BROOKFIELD INFRASTRUCTURE PA LP G16252101 14 380 SH   DFND 01,16 0 0 380
BUNGE LTD COM G16962105 612 8,652 SH   DFND 01,02 0 8,552 100
BUNGE LTD COM G16962105 67 945 SH   DFND 01,16 0 0 945
BUNGE LTD CONV PRF G16962204 14,171 140,600 SH   DFND 01,02 0 0 140,600
CENTRAL EUROPEAN MEDIA ENT-A COM G20045202 16 4,773 SH   DFND 01,02 0 4,773 0
CHINA YUCHAI INTL LTD COM G21082105 18 1,000 SH   DFND 01,02 0 1,000 0
CHINA INFORMATION TECH COM G21174100 0 63 SH   DFND 01,16 0 0 63
COGO GROUP INC COM G22538105 0 10 SH   DFND 01,02 0 10 0
CONSOLIDATED WATER CO-ORD SH COM G23773107 17 1,527 SH   DFND 01,02 0 1,527 0
CREDICORP LTD COM G2519Y108 25,672 200,626 SH   DFND 01,02 0 183,915 16,711
CREDICORP LTD COM G2519Y108 12,253 95,759 SH   DFND 01,02,10 0 0 95,759
CREDICORP LTD COM G2519Y108 39,038 305,359 SH   DFND 01,10 0 200,000 105,359
CREDICORP LTD COM G2519Y108 0 3 SH   DFND 01,16 0 0 3
COSAN LTD-CLASS A SHARES COM G25343107 0 20 SH   DFND 01,02 0 20 0
COSAN LTD-CLASS A SHARES COM G25343107 20,200 1,250,000 SH   DFND 01,10 0 1,250,000 0
COSAN LTD-CLASS A SHARES COM G25343107 1 84 SH   DFND 01,16 0 0 84
COVIDIEN PLC COM G2554F113 171,554 2,730,056 SH   DFND 01,02 0 1,338,879 1,391,177
COVIDIEN PLC COM G2554F113 6,563 104,446 SH   DFND 01,02,10 0 0 104,446
COVIDIEN PLC COM G2554F113 986 15,698 SH   DFND 01,03 0 15,698 0
COVIDIEN PLC COM G2554F113 0 7 SH   DFND 01,05 0 0 7
COVIDIEN PLC COM G2554F113 193 3,076 SH   DFND 01,16 0 0 3,076
COVIDIEN PLC-W/I COM G2554F139 5,439 95,090 SH   DFND 01,02 0 0 95,090
DELPHI AUTOMOTIVE PLC COM G27823106 190,305 3,754,355 SH   DFND 01,02 0 2,565,357 1,188,998
DELPHI AUTOMOTIVE PLC COM G27823106 525 10,373 SH   DFND 01,03 0 10,373 0
DELPHI AUTOMOTIVE PLC COM G27823106 1 25 SH   DFND 01,16 0 0 25
EATON CORP PLC COM G29183103 697,504 10,598,731 SH   DFND 01,02 0 3,159,692 7,439,039
EATON CORP PLC COM G29183103 1,210 18,371 SH   DFND 01,03 0 18,371 0
EATON CORP PLC COM G29183103 257 3,900 SH   DFND 01,16 0 0 3,900
ENDURANCE SPECIALTY HOLDINGS COM G30397106 41,603 808,599 SH   DFND 01,02 0 306,899 501,700
ENDURANCE SPECIALTY HOLDINGS COM G30397106 1 28 SH   DFND 01,16 0 0 28
ENSTAR GROUP LTD COM G3075P101 18,003 135,381 SH   DFND 01,02 0 76,032 59,349
ASA GOLD & PRECIOUS COM G3156P103 9 718 SH   DFND 01,16 0 0 718
ENSCO PLC-CL A COM G3157S106 126,328 2,173,591 SH   DFND 01,02 0 333,750 1,839,841
ENSCO PLC-CL A COM G3157S106 369 6,342 SH   DFND 01,03 0 6,342 0
ENSCO PLC-CL A COM G3157S106 138 2,378 SH   DFND 01,16 0 0 2,378
XCELERA INC COM G31611109 0 830 SH   DFND 01,02 0 830 0
EVEREST RE GROUP LTD COM G3223R108 46,309 361,057 SH   DFND 01,02 0 73,256 287,801
EVEREST RE GROUP LTD COM G3223R108 96 749 SH   DFND 01,16 0 0 749
FABRINET COM G3323L100 63 4,517 SH   DFND 01,02 0 4,517 0
FLEETMATICS GROUP PLC COM G35569105 3,500 105,319 SH   DFND 01,02 0 1,019 104,300
FRESH DEL MONTE PRODUCE INC COM G36738105 19,206 688,915 SH   DFND 01,02 0 688,915 0
FRESH DEL MONTE PRODUCE INC COM G36738105 3 100 SH   DFND 01,16 0 0 100
FRONTLINE LTD COM G3682E127 6 3,212 SH   DFND 01,02 0 3,212 0
FRONTLINE LTD COM G3682E127 0 131 SH   DFND 01,16 0 0 131
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 3,376 249,172 SH   DFND 01,02 0 5,010 244,162
GASLOG LTD COM G37585109 20 1,590 SH   DFND 01,02 0 1,590 0
GASLOG LTD COM G37585109 3 200 SH   DFND 01,16 0 0 200
GLAXOSMITHKLINE PLC COM G3910J112 2 63 SH   DFND 01,16 0 0 63
GENPACT LTD COM G3922B107 45 2,340 SH   DFND 01,02 0 2,340 0
GENPACT LTD COM G3922B107 10 500 SH   DFND 01,16 0 0 500
GLOBAL SOURCES LTD COM G39300101 11 1,554 SH   DFND 01,02 0 1,554 0
GLOBAL INDEMNITY PLC COM G39319101 21 885 SH   DFND 01,02 0 885 0
GREENLIGHT CAPITAL RE LTD-A COM G4095J109 85 3,473 SH   DFND 01,02 0 3,473 0
HELEN OF TROY LTD COM G4388N106 35,223 917,975 SH   DFND 01,02 0 287,226 630,749
HERBALIFE LTD COM G4412G101 38,651 856,272 SH   DFND 01,02 0 289,977 566,295
HERBALIFE LTD COM G4412G101 69 1,526 SH   DFND 01,03 0 1,526 0
HERBALIFE LTD COM G4412G101 8 187 SH   DFND 01,16 0 0 187
HOLLYSYS AUTOMATION TECHNOLOGI COM G45667105 2,269 183,398 SH   DFND 01,10 0 180,527 2,871
HSBC HOLDINGS PLC COM G4634U169 6 588 SH   DFND 01,16 0 0 588
ICON PLC COM G4705A100 21,178 597,762 SH   DFND 01,02 0 579,322 18,440
ICON PLC COM G4705A100 274 7,741 SH   DFND 01,16 0 0 7,741
INGERSOLL-RAND PLC COM G47791101 49,716 895,479 SH   DFND 01,02 0 536,431 359,048
INGERSOLL-RAND PLC COM G47791101 426 7,682 SH   DFND 01,03 0 7,682 0
INGERSOLL-RAND PLC COM G47791101 170 3,063 SH   DFND 01,16 0 0 3,063
INVESCO LTD COM G491BT108 220,866 6,945,433 SH   DFND 01,02 0 4,198,001 2,747,432
INVESCO LTD COM G491BT108 588 18,490 SH   DFND 01,03 0 18,490 0
INVESCO LTD COM G491BT108 866 27,245 SH   DFND 01,10 0 0 27,245
INVESCO LTD COM G491BT108 97 3,043 SH   DFND 01,16 0 0 3,043
JAZZ PHARMACEUTICALS PLC COM G50871105 45,953 668,616 SH   DFND 01,02 0 197,365 471,251
JAZZ PHARMACEUTICALS PLC COM G50871105 53 774 SH   DFND 01,03 0 774 0
JAZZ PHARMACEUTICALS PLC COM G50871105 30 440 SH   DFND 01,16 0 0 440
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 36 4,855 SH   DFND 01,02 0 4,855 0
KOSMOS ENERGY LTD COM G5315B107 1,899 186,898 SH   DFND 01,02 0 186,898 0
LAZARD LTD-CL A LP G54050102 16,610 516,586 SH   DFND 01,02 0 103,570 413,016
LAZARD LTD-CL A LP G54050102 19 576 SH   DFND 01,16 0 0 576
LIBERTY GLOBAL PLC-A COM G5480U104 87,760 1,186,071 SH   DFND 01,02 0 593,123 592,948
LIBERTY GLOBAL PLC-A COM G5480U104 3,794 51,211 SH   DFND 01,02,10 0 0 51,211
LIBERTY GLOBAL PLC-A COM G5480U104 8 103 SH   DFND 01,03 0 103 0
LIBERTY GLOBAL PLC-A COM G5480U104 15 204 SH   DFND 01,16 0 0 204
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 44,570 656,505 SH   DFND 01,02 0 0 656,505
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 0 1 SH   DFND 01,03 0 0 1
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 7 98 SH   DFND 01,16 0 0 98
MAIDEN HOLDINGS LTD COM G5753U112 3,408 303,699 SH   DFND 01,02 0 225,729 77,970
MALLINCKRODT PLC - W/I COM G5785G107 553 12,165 SH   DFND 01,02 0 279 11,886
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 84,810 7,242,391 SH   DFND 01,02 0 631,365 6,611,026
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 333 28,438 SH   DFND 01,10 0 0 28,438
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 124 10,561 SH   DFND 01,16 0 0 10,561
MICHAEL KORS HOLDINGS LTD COM G60754101 479,899 7,737,821 SH   DFND 01,02 0 7,470,086 267,735
MICHAEL KORS HOLDINGS LTD COM G60754101 7,130 114,952 SH   DFND 01,03 0 114,952 0
MICHAEL KORS HOLDINGS LTD COM G60754101 1,141 18,405 SH   DFND 01,16 0 0 18,405
MGM HOLDINGS II INC COM G60991737 3,432 68,207 SH   DFND 01,02 0 0 68,207
MGM HOLDINGS II INC COM G60991737 1,874 37,251 SH   DFND 01,04 0 0 37,251
MGM HOLDINGS II INC COM G60991737 2,176 43,244 SH   DFND 01,05 0 0 43,244
MONTPELIER RE HOLDINGS LTD COM G62185106 24,566 982,229 SH   DFND 01,02 0 5,114 977,115
ALPHA & OMEGA SEMICONDUCTOR COM G6331P104 458 59,972 SH   DFND 01,02 0 10,772 49,200
NABORS INDUSTRIES LTD COM G6359F103 2,284 149,041 SH   DFND 01,02 0 90,875 58,166
NABORS INDUSTRIES LTD COM G6359F103 123 8,025 SH   DFND 01,03 0 8,025 0
NABORS INDUSTRIES LTD COM G6359F103 8,632 564,159 SH   DFND 01,10 0 564,159 0
NABORS INDUSTRIES LTD COM G6359F103 52 3,377 SH   DFND 01,16 0 0 3,377
NORDIC AMERICAN TANKERS LTD COM G65773106 216 28,616 SH   DFND 01,02 0 28,616 0
NORDIC AMERICAN TANKERS LTD COM G65773106 19 2,450 SH   DFND 01,16 0 0 2,450
HOME LOAN SERVICING SOLUTION COM G6648D109 2,436 101,634 SH   DFND 01,02 0 3,684 97,950
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 9,287 306,408 SH   DFND 01,02 0 19,137 287,271
ONEBEACON INSURANCE GROUP-A COM G67742109 28 1,950 SH   DFND 01,02 0 1,950 0
ORIENT EXPRESS HOTELS LTD -A COM G67743107 81 6,662 SH   DFND 01,02 0 666 0
PARTNERRE LTD COM G6852T105 58,924 650,656 SH   DFND 01,02 0 63,939 586,717
PARTNERRE LTD COM G6852T105 22 241 SH   DFND 01,03 0 241 0
PARTNERRE LTD COM G6852T105 2 25 SH   DFND 01,16 0 0 25
PARTNERRE LTD SERIES D PRF G68603409 21 854 SH   DFND 01,16 0 0 854
PLATINUM UNDERWRITERS HLDGS COM G7127P100 46,149 806,531 SH   DFND 01,02 0 40,597 765,934
PRIMUS GUARANTY LTD COM G72457107 5 490 SH   DFND 01,02 0 490 0
PROTHENA CORP PLC COM G72800108 10 750 SH   DFND 01,02 0 750 0
PROTHENA CORP PLC COM G72800108 0 36 SH   DFND 01,16 0 0 36
PRUDENTIAL PLC PERPETUAL PRF G7293H189 10 400 SH   DFND 01,16 0 0 400
RENAISSANCERE HOLDINGS LTD COM G7496G103 125 1,440 SH   DFND 01,02 0 1,440 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 9 100 SH   DFND 01,16 0 0 100
RENAISSANCERE HOLDINGS PRF G7498P309 8 308 SH   DFND 01,16 0 0 308
ROCKHOPPER EXPLORATION COM G7609W102 2 1,000 SH   DFND 01,16 0 0 1,000
ROWAN COMPANIES PLC-A COM G7665A101 4,389 128,853 SH   DFND 01,02 0 15,222 113,631
ROWAN COMPANIES PLC-A COM G7665A101 115 3,382 SH   DFND 01,03 0 3,382 0
ROWAN COMPANIES PLC-A COM G7665A101 14 400 SH   DFND 01,16 0 0 400
SEADRILL LTD COM G7945E105 129,043 3,167,446 SH   DFND 01,02 0 398,291 2,769,155
SEADRILL LTD COM G7945E105 69 1,687 SH   DFND 01,03 0 1,687 0
SEADRILL LTD COM G7945E105 9,111 224,085 SH   DFND 01,10 0 224,085 0
SEADRILL LTD COM G7945E105 1,535 37,675 SH   DFND 01,16 0 0 37,675
SEAGATE TECHNOLOGY COM G7945M107 25,681 572,807 SH   DFND 01,02 0 167,126 405,681
SEAGATE TECHNOLOGY COM G7945M107 390 8,690 SH   DFND 01,03 0 8,690 0
SEAGATE TECHNOLOGY COM G7945M107 241 5,368 SH   DFND 01,16 0 0 5,368
SHIP FINANCE INTL LTD COM G81075106 14,162 954,373 SH   DFND 01,02 0 47,173 907,200
SHIP FINANCE INTL LTD COM G81075106 13 887 SH   DFND 01,03 0 887 0
SHIP FINANCE INTL LTD COM G81075106 0 10 SH   DFND 01,16 0 0 10
SIGNET JEWELERS LTD COM G81276100 11,933 176,975 SH   DFND 01,02 0 8,320 168,655
SIGNET JEWELERS LTD COM G81276100 3 44 SH   DFND 01,16 0 0 44
SINA CORP COM G81477104 1,823 32,719 SH   DFND 01,02 0 32,719 0
SINA CORP COM G81477104 8 150 SH   DFND 01,16 0 0 150
UTI WORLDWIDE INC COM G87210103 3,702 224,745 SH   DFND 01,02 0 6,740 218,005
UTI WORLDWIDE INC COM G87210103 6,007 364,697 SH   DFND 01,10 0 0 364,697
UTI WORLDWIDE INC COM G87210103 2 143 SH   DFND 01,16 0 0 143
TERRA CAP PLC COM G8762U107 1 2,000 SH   DFND 01,16 0 0 2,000
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 11,186 291,019 SH   DFND 01,02 0 1,341 289,678
TOWER GROUP INTERNATIONAL LT COM G8988C105 12,072 588,620 SH   DFND 01,02 0 4,219 584,401
TRANSATLANTIC PETROLEUM COM G89982105 10 15,200 SH   DFND 01,16 0 0 15,200
TSAKOS ENERGY NAVIGATION LTD COM G9108L108 0 10 SH   DFND 01,02 0 10 0
UTSTARCOM HOLDINGS CORP COM G9310A106 1 430 SH   DFND 01,02 0 430 0
VALIDUS HOLDINGS LTD COM G9319H102 35,401 980,085 SH   DFND 01,02 0 158,899 821,186
VANTAGE DRILLING CO COM G93205113 32 15,649 SH   DFND 01,02 0 15,649 0
WARNER CHILCOTT PLC-CLASS A COM G94368100 43,133 2,169,639 SH   DFND 01,02 0 420,225 1,749,414
WARNER CHILCOTT PLC-CLASS A COM G94368100 22 1,124 SH   DFND 01,03 0 1,124 0
GOLAR LNG LTD COM G9456A100 15 465 SH   DFND 01,02 0 465 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 18,539 32,246 SH   DFND 01,02 0 2,235 30,011
WHITE MOUNTAINS INSURANCE GP COM G9618E107 10 18 SH   DFND 01,16 0 0 18
WILLIS GROUP HOLDINGS PLC COM G96666105 17,277 423,667 SH   DFND 01,02 0 298 423,369
WILLIS GROUP HOLDINGS PLC COM G96666105 18 450 SH   DFND 01,16 0 0 450
XL GROUP PLC COM G98290102 169,916 5,603,763 SH   DFND 01,02 0 1,058,737 4,545,026
XL GROUP PLC COM G98290102 239 7,889 SH   DFND 01,03 0 7,889 0
XL GROUP PLC COM G98290102 745 24,564 SH   DFND 01,16 0 0 24,564
ACE LTD COM H0023R105 249,390 2,787,113 SH   DFND 01,02 0 1,260,129 1,526,984
ACE LTD COM H0023R105 829 9,265 SH   DFND 01,03 0 9,265 0
ACE LTD COM H0023R105 186 2,078 SH   DFND 01,16 0 0 2,078
ALLIED WORLD ASSURANCE CO COM H01531104 18,027 196,967 SH   DFND 01,02 0 155,967 41,000
ALLIED WORLD ASSURANCE CO COM H01531104 24 264 SH   DFND 01,16 0 0 264
WEATHERFORD INTL LTD COM H27013103 22,729 1,659,044 SH   DFND 01,02 0 199,619 1,459,425
WEATHERFORD INTL LTD COM H27013103 205 14,991 SH   DFND 01,16 0 0 14,991
FOSTER WHEELER AG COM H27178104 27,921 1,286,042 SH   DFND 01,02 0 440 1,285,602
FOSTER WHEELER AG COM H27178104 4 200 SH   DFND 01,16 0 0 200
GARMIN LTD COM H2906T109 1,253 34,641 SH   DFND 01,02 0 13,021 21,620
GARMIN LTD COM H2906T109 108 2,982 SH   DFND 01,03 0 2,982 0
GARMIN LTD COM H2906T109 2 46 SH   DFND 01,16 0 0 46
LOGITECH INTERNATIONAL-REG COM H50430232 3 393 SH   DFND 01,02 0 393 0
LOGITECH INTERNATIONAL-REG COM H50430232 2 270 SH   DFND 01,16 0 0 270
NESTLE SA CHAM ET VEVEY COM H57312649 7 100 SH   DFND 01,16 0 0 100
NOBLE CORP COM H5833N103 22,471 597,937 SH   DFND 01,02 0 205,775 392,162
NOBLE CORP COM H5833N103 259 6,897 SH   DFND 01,03 0 6,897 0
NOBLE CORP COM H5833N103 191 5,073 SH   DFND 01,16 0 0 5,073
PENTAIR LTD-REGISTERED COM H6169Q108 111,574 1,934,029 SH   DFND 01,02 0 349,257 1,584,772
PENTAIR LTD-REGISTERED COM H6169Q108 321 5,564 SH   DFND 01,03 0 5,564 0
PENTAIR LTD-REGISTERED COM H6169Q108 0 1 SH   DFND 01,05 0 0 1
PENTAIR LTD-REGISTERED COM H6169Q108 33 568 SH   DFND 01,16 0 0 568
TE CONNECTIVITY LTD COM H84989104 54,545 1,197,761 SH   DFND 01,02 0 98,719 1,099,042
TE CONNECTIVITY LTD COM H84989104 4,411 96,856 SH   DFND 01,02,10 0 0 96,856
TE CONNECTIVITY LTD COM H84989104 515 11,311 SH   DFND 01,03 0 11,311 0
TE CONNECTIVITY LTD COM H84989104 0 7 SH   DFND 01,05 0 0 7
TE CONNECTIVITY LTD COM H84989104 56 1,232 SH   DFND 01,16 0 0 1,232
TRANSOCEAN LTD COM H8817H100 30 621 SH   DFND 01,02 0 540 81
TRANSOCEAN LTD COM H8817H100 203 4,240 SH   DFND 01,16 0 0 4,240
TYCO INTERNATIONAL LTD COM H89128104 251,775 7,641,148 SH   DFND 01,02 0 4,512,072 3,129,076
TYCO INTERNATIONAL LTD COM H89128104 4,696 142,530 SH   DFND 01,02,10 0 0 142,530
TYCO INTERNATIONAL LTD COM H89128104 585 17,754 SH   DFND 01,03 0 17,754 0
TYCO INTERNATIONAL LTD COM H89128104 0 7 SH   DFND 01,05 0 0 7
TYCO INTERNATIONAL LTD COM H89128104 66 2,016 SH   DFND 01,16 0 0 2,016
UBS AG-REG COM H89231338 365 21,527 SH   DFND 01,02 0 20,129 1,398
UBS AG-REG COM H89231338 15 868 SH   DFND 01,16 0 0 868
SHIN ETSU CHEMICAL CO COM J72810120 7 100 SH   DFND 01,16 0 0 100
GENMAB A/S COM K3967W102 176 5,800 SH   DFND 01,16 0 0 5,800
ALTISOURCE PORTFOLIO SOL COM L0175J104 27 288 SH   DFND 01,02 0 288 0
ALTISOURCE PORTFOLIO SOL COM L0175J104 80 845 SH   DFND 01,16 0 0 845
ARCELORMITTAL.1 CONV PRF L0302D178 15,554 828,655 SH   DFND 01,02 0 0 828,655
ARCELORMITTAL.1 CONV PRF L0302D178 13 668 SH   DFND 01,03 0 0 668
MILLICOM INTL CELLULAR S.A. COM L6388F110 11 143 SH   DFND 01,02 0 143 0
MILLICOM INTL CELLULAR S.A. COM L6388F110 9 128 SH   DFND 01,16 0 0 128
ALLOT COMMUNICATIONS LTD COM M0854Q105 1,828 133,340 SH   DFND 01,02 0 0 133,340
AUDIOCODES LTD COM M15342104 1 175 SH   DFND 01,16 0 0 175
CAESARSTONE SDOT-YAM LTD COM M20598104 6,425 235,986 SH   DFND 01,02 0 0 235,986
CHECK POINT SOFTWARE TECH COM M22465104 219,801 4,424,378 SH   DFND 01,02 0 288,721 4,135,657
CHECK POINT SOFTWARE TECH COM M22465104 25 510 SH   DFND 01,16 0 0 510
EZCHIP SEMICONDUCTOR LTD COM M4146Y108 1,089 40,341 SH   DFND 01,02 0 40,341 0
EZCHIP SEMICONDUCTOR LTD COM M4146Y108 4 150 SH   DFND 01,16 0 0 150
MELLANOX TECHNOLOGIES LTD COM M51363113 290 5,857 SH   DFND 01,02 0 5,857 0
MELLANOX TECHNOLOGIES LTD COM M51363113 19 380 SH   DFND 01,16 0 0 380
GIVEN IMAGING COM M52020100 3 200 SH   DFND 01,16 0 0 200
ITURAN LOCATION AND CONTROL COM M6158M104 1,556 92,234 SH   DFND 01,02 0 0 92,234
MAGICJACK VOCALTEC LTD COM M6787E101 18 1,266 SH   DFND 01,02 0 1,266 0
PERION NETWORK LTD COM M78673106 2 200 SH   DFND 01,16 0 0 200
STRATASYS LTD COM M85548101 3,901 46,592 SH   DFND 01,02 0 35,792 10,800
STRATASYS LTD COM M85548101 157 1,880 SH   DFND 01,16 0 0 1,880
SYNERON MEDICAL LTD COM M87245102 1 120 SH   DFND 01,02 0 120 0
SODASTREAM INTERNATIONAL LTD COM M9068E105 588 8,100 SH   DFND 01,02 0 0 8,100
SODASTREAM INTERNATIONAL LTD COM M9068E105 97 1,335 SH   DFND 01,16 0 0 1,335
AEGON NV PERPETUAL PRF N00927306 64 2,571 SH   DFND 01,16 0 0 2,571
AEGON NV CAPITAL PRF N00927348 132 5,266 SH   DFND 01,16 0 0 5,266
AERCAP HOLDINGS NV COM N00985106 43,456 2,488,912 SH   DFND 01,02 0 205,415 2,283,497
AERCAP HOLDINGS NV COM N00985106 4 241 SH   DFND 01,16 0 0 241
ASM INTERNATIONAL-NY REG SHS COM N07045102 29 876 SH   DFND 01,02 0 876 0
ASML HOLDING NV-NY REG SHS COM N07059210 69,924 883,968 SH   DFND 01,02 0 0 883,968
ASML HOLDING NV-NY REG SHS COM N07059210 13 170 SH   DFND 01,16 0 0 170
AVG TECHNOLOGIES COM N07831105 807 41,472 SH   DFND 01,02 0 8,072 33,400
CNH GLOBAL N.V. COM N20935206 209 5,009 SH   DFND 01,02 0 5,009 0
CNH GLOBAL N.V. COM N20935206 3 68 SH   DFND 01,16 0 0 68
CONSTELLIUM NV- CLASS A COM N22035104 14,475 896,259 SH   DFND 01,02 0 89,259 807,000
CORE LABORATORIES N.V. COM N22717107 17,304 114,083 SH   DFND 01,02 0 9,114 104,969
CORE LABORATORIES N.V. COM N22717107 5 32 SH   DFND 01,16 0 0 32
DE MASTER BLENDERS 1753 COM N2563N109 102 6,400 SH   DFND 01,16 0 0 6,400
INTERXION HOLDING NV COM N47279109 7,866 301,056 SH   DFND 01,02 0 497 300,559
LYONDELLBASELL INDU-CL A COM N53745100 337,691 5,096,386 SH   DFND 01,02 0 1,947,138 3,149,248
LYONDELLBASELL INDU-CL A COM N53745100 4,663 70,381 SH   DFND 01,02,10 0 0 70,381
LYONDELLBASELL INDU-CL A COM N53745100 733 11,053 SH   DFND 01,03 0 11,053 0
LYONDELLBASELL INDU-CL A COM N53745100 1,073 16,188 SH   DFND 01,04 0 0 16,188
LYONDELLBASELL INDU-CL A COM N53745100 1,514 22,852 SH   DFND 01,05 0 0 22,852
LYONDELLBASELL INDU-CL A COM N53745100 52 785 SH   DFND 01,16 0 0 785
NIELSEN HOLDINGS NV COM N63218106 159,402 4,745,553 SH   DFND 01,02 0 3,764,142 981,411
NIELSEN HOLDINGS NV COM N63218106 258 7,682 SH   DFND 01,03 0 7,682 0
NIELSEN HOLDINGS NV COM N63218106 0 4 SH   DFND 01,16 0 0 4
NXP SEMICONDUCTORS NV COM N6596X109 99,339 3,206,562 SH   DFND 01,02 0 725,681 2,480,881
NXP SEMICONDUCTORS NV COM N6596X109 16 525 SH   DFND 01,16 0 0 525
ORTHOFIX INTERNATIONAL NV COM N6748L102 9,153 340,248 SH   DFND 01,02 0 232,644 107,604
QIAGEN N.V. COM N72482107 44 2,185 SH   DFND 01,02 0 2,105 80
QIAGEN N.V. COM N72482107 8 388 SH   DFND 01,16 0 0 388
SAPIENS INTERNATIONAL CORP COM N7716A151 6 1,057 SH   DFND 01,02 0 1,057 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 65 1,866 SH   DFND 01,02 0 1,866 0
TORNIER NV COM N87237108 29 1,691 SH   DFND 01,02 0 1,691 0
VISTAPRINT NV COM N93540107 161 3,262 SH   DFND 01,02 0 3,262 0
VISTAPRINT NV COM N93540107 1 14 SH   DFND 01,16 0 0 14
YANDEX NV-A COM N97284108 11,938 432,047 SH   DFND 01,02 0 300 431,747
BANCO LATINOAMERICANO COME-E COM P16994132 2,533 113,095 SH   DFND 01,02 0 6,275 106,820
COPA HOLDINGS SA-CLASS A COM P31076105 18,411 140,421 SH   DFND 01,02 0 0 140,421
COPA HOLDINGS SA-CLASS A COM P31076105 17,315 132,055 SH   DFND 01,02,10 0 0 132,055
COPA HOLDINGS SA-CLASS A COM P31076105 98,610 752,225 SH   DFND 01,10 0 0 752,225
COPA HOLDINGS SA-CLASS A COM P31076105 7 54 SH   DFND 01,16 0 0 54
SINOVAC BIOTECH LTD COM P8696W104 1 200 SH   DFND 01,16 0 0 200
STEINER LEISURE LTD COM P8744Y102 11,493 217,403 SH   DFND 01,02 0 212,496 4,907
STEINER LEISURE LTD COM P8744Y102 2 45 SH   DFND 01,16 0 0 45
ULTRAPETROL (BAHAMAS) LTD COM P94398107 4 1,332 SH   DFND 01,02 0 1,332 0
ALERIS INTERNATIONAL INC COM U01995148 881 19,592 SH   DFND 01,02 0 3,583 16,009
ALERIS INTERNATIONAL INC COM U01995148 229 5,094 SH   DFND 01,04 0 0 5,094
MEDIANEWS GROUP COM U58991834 208 13,008 SH   DFND 01,02 0 2,495 10,513
MEDIANEWS GROUP COM U58991834 44 2,748 SH   DFND 01,04 0 0 2,748
PLANET PAYMENT INC COM U72603118 7 2,650 SH   DFND 01,02 0 0 2,650
PLANET PAYMENT INC COM U72603118 13 4,800 SH   DFND 01,16 0 0 4,800
EXCEL MARITIME CARRIERS LTD COM V3267N107 0 5,160 SH   DFND 01,02 0 5,160 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 61,337 1,839,722 SH   DFND 01,02 0 279,713 1,560,009
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 31 923 SH   DFND 01,16 0 0 923
VARDE FUND V LP NEW LP VARVLP009 103 30,000,000 SH   DFND 01,02 0 0 30,000,000
UNIBET GROUP PLC-SDR COM X9415A101 2,461 73,521 SH   DFND 01,02 0 0 73,521
AEGEAN MARINE PETROLEUM NETW COM Y0017S102 4 450 SH   DFND 01,02 0 450 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 177,044 4,736,324 SH   DFND 01,02 0 683,963 4,052,361
AVAGO TECHNOLOGIES LTD COM Y0486S104 3 82 SH   DFND 01,03 0 82 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 7 190 SH   DFND 01,16 0 0 190
BOX SHIPS INC COM Y09675102 10 2,755 SH   DFND 01,16 0 0 2,755
CAPITAL PRODUCT PARTNERS COM Y11082107 6 624 SH   DFND 01,16 0 0 624
COSTAMARE INC COM Y1771G102 11,696 678,801 SH   DFND 01,02 0 655,030 23,771
COSTAMARE INC COM Y1771G102 13 731 SH   DFND 01,16 0 0 731
DHT HOLDINGS INC COM Y2065G121 4 900 SH   DFND 01,02 0 900 0
DIANA SHIPPING INC COM Y2066G104 5 520 SH   DFND 01,02 0 520 0
DIANA SHIPPING INC COM Y2066G104 2 200 SH   DFND 01,16 0 0 200
DIANA CONTAINERSHIPS INC COM Y2069P101 0 61 SH   DFND 01,16 0 0 61
DRYSHIPS INC COM Y2109Q101 1 680 SH   DFND 01,16 0 0 680
EAGLE BULK SHIPPING INC COM Y2187A119 1 410 SH   DFND 01,02 0 410 0
EUROSEAS LIMITED NEW COM Y23592200 0 275 SH   DFND 01,16 0 0 275
FLEXTRONICS INTL LTD COM Y2573F102 20,212 2,611,431 SH   DFND 01,02 0 8,459 2,602,972
FLEXTRONICS INTL LTD COM Y2573F102 22 2,827 SH   DFND 01,16 0 0 2,827
HENDERSON LAND COM Y31476107 9 1,500 SH   DFND 01,16 0 0 1,500
HUTCHISON WHAMPOA LTD COM Y38024108 14 1,375 SH   DFND 01,16 0 0 1,375
HKT TRUST AND HKT LTD COM Y3R29Z107 0 42 SH   DFND 01,16 0 0 42
NAVIOS MARITIME HOLDINGS INC COM Y62196103 6 1,160 SH   DFND 01,02 0 1,160 0
NAVIOS MARITIME PARTNERS COM Y62267102 15 1,033 SH   DFND 01,16 0 0 1,033
OCEAN RIG UDW INC COM Y64354205 3,758 200,620 SH   DFND 01,02 0 0 200,620
OCEAN RIG UDW INC COM Y64354205 2 102 SH   DFND 01,16 0 0 102
PCCW LTD COM Y6802P120 0 1,020 SH   DFND 01,16 0 0 1,020
SAFE BULKERS INC COM Y7388L103 1 280 SH   DFND 01,02 0 280 0
SCORPIO TANKERS INC COM Y7542C106 144 16,075 SH   DFND 01,02 0 16,075 0
SEASPAN CORP COM Y75638109 57 2,759 SH   DFND 01,16 0 0 2,759
STAR BULK CARRIERS CORP COM Y8162K105 0 57 SH   DFND 01,02 0 57 0
TEEKAY CORP COM Y8564W103 179 4,407 SH   DFND 01,02 0 4,387 20
TEEKAY OFFSHORE PARTNERS COM Y8565J101 31 960 SH   DFND 01,16 0 0 960
TEEKAY TANKERS LTD-CLASS A COM Y8565N102 11 4,389 SH   DFND 01,02 0 4,389 0
TEEKAY TANKERS LTD-CLASS A COM Y8565N102 4 1,500 SH   DFND 01,16 0 0 1,500