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
AAON INC COM PAR 000360206 1,037 30,930 SH   DFND 17 18,730 0 12,200
AAR CORP COM 000361105 70,427 2,555,407 SH   DFND 3 2,516,700 0 38,707
AAR CORP COM 000361105 1,495 54,255 SH   DFND 17 54,255 0 0
AAR CORP COM 000361105 868 31,500 SH   DFND 21 31,500 0 0
ACCO BRANDS CORP COM 00081T108 354 55,158 SH   DFND 21 55,000 0 158
ABM INDS INC COM 000957100 651 24,120 SH   DFND 17 24,120 0 0
ABM INDS INC COM 000957100 7,103 263,262 SH   DFND 21 125,132 0 138,130
THE ADT CORPORATION COM 00101J106 9,783 280,000 SH   DFND 4 280,000 0 0
THE ADT CORPORATION COM 00101J106 5,548 158,781 SH   DFND 21 158,407 0 374
THE ADT CORPORATION COM 00101J106 759 21,720 SH   DFND 23 21,720 0 0
AFLAC INC COM 001055102 1,678 26,956 SH   DFND 21 26,240 0 716
AGCO CORP COM 001084102 7,567 134,600 SH   DFND 3 134,600 0 0
AGCO CORP COM 001084102 49,282 876,593 SH   DFND 17 293 0 876,300
AGCO CORP COM 001084102 2,142 38,106 SH   DFND 21 28,434 0 9,672
AGCO CORP COM 001084102 298 5,296 SH   DFND 23 5,296 0 0
AGL RES INC COM 001204106 1,166 21,192 SH   DFND 3 21,192 0 0
AGL RES INC COM 001204106 1,972 35,839 SH   DFND 17 35,764 0 75
AGL RES INC COM 001204106 25,129 456,642 SH   DFND 21 344,337 0 112,305
AG MTG INVT TR INC COM 001228105 9 467 SH   DFND 17 467 0 0
AG MTG INVT TR INC COM 001228105 336 17,756 SH   DFND 21 0 0 17,756
AES CORP COM 00130H105 850 54,642 SH   DFND 3 54,642 0 0
AES CORP COM 00130H105 2,518 161,938 SH   DFND 17 161,520 0 418
AES CORP COM 00130H105 1,121 72,106 SH   DFND 21 45,975 0 26,131
AMAG PHARMACEUTICALS INC COM 00163U106 182 8,800 SH   DFND 24 8,800 0 0
AMC NETWORKS INC CL A 00164V103 8,368 136,080 SH   DFND 17 110,415 0 25,665
AMC ENTMT HLDGS INC CL A COM 00165C104 10,694 429,978 SH   DFND 4 429,978 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 84 6,810 SH   DFND 21 6,810 0 0
ANI PHARMACEUTICALS INC COM 00182C103 110 3,200 SH   DFND 24 3,200 0 0
AT&T INC COM 00206R102 587,436 16,612,998 SH   DFND 3 14,135,298 0 2,477,700
AT&T INC COM 00206R102 42 1,200 SH Call DFND 4 1,200 0 0
AT&T INC COM 00206R102 64 1,800 SH Put DFND 4 1,800 0 0
AT&T INC COM 00206R102 163,406 4,621,200 SH   DFND 17 4,617,908 0 3,292
AT&T INC COM 00206R102 210,416 5,950,687 SH   DFND 21 4,308,289 0 1,642,398
AT&T INC COM 00206R102 5,029 142,219 SH   DFND 23 142,219 0 0
AVX CORP NEW COM 002444107 24,794 1,867,000 SH   DFND 3 1,801,100 0 65,900
AVX CORP NEW COM 002444107 227 17,072 SH   DFND 21 17,072 0 0
AZZ INC COM 002474104 37,217 807,671 SH   DFND 3 785,071 0 22,600
AZZ INC COM 002474104 1,491 32,347 SH   DFND 17 32,347 0 0
AZZ INC COM 002474104 97 2,096 SH   DFND 21 0 0 2,096
ABBOTT LABS COM 002824100 1,715 41,943 SH   DFND 17 40,990 0 953
ABBOTT LABS COM 002824100 6,127 149,793 SH   DFND 21 119,374 0 30,419
ABBVIE INC COM 00287Y109 120,145 2,128,713 SH   DFND 17 1,813,838 0 314,875
ABBVIE INC COM 00287Y109 43,023 762,280 SH   DFND 20 762,280 0 0
ABBVIE INC COM 00287Y109 145,839 2,583,966 SH   DFND 21 2,577,151 0 6,815
ABBVIE INC COM 00287Y109 2,232 39,542 SH   DFND 23 39,542 0 0
ABBVIE INC COM 00287Y109 452 8,000 SH   DFND 24 8,000 0 0
ABRAXAS PETE CORP COM 003830106 7,580 1,210,793 SH   DFND 17 975,797 0 234,996
ACADIA HEALTHCARE COMPANY IN COM 00404A109 11,438 251,380 SH   DFND 17 188,233 0 63,147
ACADIA HEALTHCARE COMPANY IN COM 00404A109 7,645 168,027 SH   DFND 21 122,553 0 45,474
ACADIA RLTY TR COM SH BEN INT 004239109 663 23,620 SH   DFND 17 0 0 23,620
ACCURIDE CORP NEW COM NEW 00439T206 2,245 459,100 SH   DFND 17 325,025 0 134,075
ACETO CORP COM 004446100 5,501 303,273 SH   DFND 17 259,293 0 43,980
ACETO CORP COM 004446100 350 19,293 SH   DFND 21 19,293 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,566 250,336 SH   DFND 17 214,937 0 35,399
ACHILLION PHARMACEUTICALS IN COM 00448Q201 734 97,000 SH   DFND 24 97,000 0 0
ACI WORLDWIDE INC COM 004498101 4,924 88,198 SH   DFND 17 88,198 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,062 31,500 SH   DFND 24 31,500 0 0
ACTIVISION BLIZZARD INC COM 00507V109 8,189 367,200 SH   DFND 3 367,200 0 0
ACTIVISION BLIZZARD INC COM 00507V109 62,648 2,809,343 SH   DFND 17 2,172,683 0 636,660
ACTIVISION BLIZZARD INC COM 00507V109 43,077 1,931,719 SH   DFND 21 1,209,575 0 722,144
ACUITY BRANDS INC COM 00508Y102 3,615 26,150 SH   DFND 17 11,074 0 15,076
ACUITY BRANDS INC COM 00508Y102 11,094 80,244 SH   DFND 21 69,527 0 10,717
ACUITY BRANDS INC COM 00508Y102 12,111 87,599 SH   DFND 24 87,599 0 0
ADOBE SYS INC COM 00724F101 53,591 740,620 SH   DFND 17 568,585 0 172,035
ADOBE SYS INC COM 00724F101 1,002 13,841 SH   DFND 21 13,085 0 756
ADVANCE AUTO PARTS INC COM 00751Y106 11,843 87,775 SH   DFND 17 70,620 0 17,155
ADVANCE AUTO PARTS INC COM 00751Y106 377 2,797 SH   DFND 21 2,797 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 477 73,400 SH   DFND 3 73,400 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 605 93,029 SH   DFND 17 93,029 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1,116 171,652 SH   DFND 21 171,652 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 82 2,540 SH   DFND 21 2,540 0 0
ADVANCED ENERGY INDS COM 007973100 557 28,920 SH   DFND 17 28,920 0 0
ADVANCED ENERGY INDS COM 007973100 2,261 117,460 SH   DFND 21 95,690 0 21,770
ADVANCED ENERGY INDS COM 007973100 366 19,000 SH   DFND 23 19,000 0 0
AES TR III PFD CV 6.75% 00808N202 2,793 53,870 SH   DFND 4 53,870 0 0
AETNA INC NEW COM 00817Y108 3,472 42,817 SH   DFND 17 42,817 0 0
AETNA INC NEW COM 00817Y108 81,046 999,577 SH   DFND 21 675,950 0 323,627
AETNA INC NEW COM 00817Y108 3,368 41,539 SH   DFND 23 41,539 0 0
AETNA INC NEW COM 00817Y108 503 6,200 SH   DFND 24 6,200 0 0
AFFILIATED MANAGERS GROUP COM 008252108 236 1,148 SH   DFND 21 1,148 0 0
AFFYMETRIX INC COM 00826T108 517 58,040 SH   DFND 17 6,460 0 51,580
AGILENT TECHNOLOGIES INC COM 00846U101 8,301 144,512 SH   DFND 3 144,512 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,823 66,561 SH   DFND 17 48,839 0 17,722
AGILENT TECHNOLOGIES INC COM 00846U101 1,660 28,900 SH   DFND 20 28,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 80,779 1,406,317 SH   DFND 21 1,183,834 0 222,483
AGILENT TECHNOLOGIES INC COM 00846U101 379 6,600 SH   DFND 24 6,600 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,250 32,632 SH   DFND 21 32,312 0 320
AGRIUM INC COM 008916108 7,688 83,900 SH   DFND 3 83,900 0 0
AGRIUM INC COM 008916108 6,970 76,070 SH   DFND 17 76,070 0 0
AGRIUM INC COM 008916108 27,176 296,582 SH   DFND 21 144,390 0 152,192
AIR METHODS CORP COM PAR $.06 009128307 2,363 45,752 SH   DFND 21 23,662 0 22,090
AIR LEASE CORP CL A 00912X302 12,335 319,724 SH   DFND 17 242,466 0 77,258
AIR LEASE CORP CL A 00912X302 20,294 526,030 SH   DFND 21 358,952 0 167,078
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 603 400,000 PRN   DFND 4 400,000 0 0
AIR PRODS & CHEMS INC COM 009158106 697 5,421 SH   DFND 21 5,066 0 355
AIRGAS INC COM 009363102 9,437 86,650 SH   DFND 17 69,925 0 16,725
AIRGAS INC COM 009363102 282 2,586 SH   DFND 21 2,446 0 140
AKAMAI TECHNOLOGIES INC COM 00971T101 57,281 938,114 SH   DFND 17 777,794 0 160,320
AKAMAI TECHNOLOGIES INC COM 00971T101 4,348 71,211 SH   DFND 21 26,721 0 44,490
AKORN INC COM 009728106 298 8,960 SH   DFND 17 0 0 8,960
ALAMO GROUP INC COM 011311107 2,010 37,162 SH   DFND 17 28,062 0 9,100
ALAMO GROUP INC COM 011311107 116 2,144 SH   DFND 21 2,144 0 0
ALAMOS GOLD INC COM 011527108 31 3,034 SH   DFND 21 3,034 0 0
ALASKA AIR GROUP INC COM 011659109 8,749 92,046 SH   DFND 17 92,046 0 0
ALASKA AIR GROUP INC COM 011659109 38,847 408,697 SH   DFND 21 251,665 0 157,032
ALASKA AIR GROUP INC COM 011659109 1,894 19,927 SH   DFND 23 19,927 0 0
ALBANY MOLECULAR RESH INC COM 012423109 15,851 787,812 SH   DFND 17 711,191 0 76,621
ALBANY MOLECULAR RESH INC COM 012423109 509 25,312 SH   DFND 21 25,312 0 0
ALBEMARLE CORP COM 012653101 82 1,142 SH   DFND 21 1,142 0 0
ALCOA INC COM 013817101 2,426 162,913 SH   DFND 17 57,212 0 105,701
ALCOA INC COM 013817101 540 36,235 SH   DFND 21 34,091 0 2,144
ALCATEL-LUCENT SPONSORED ADR 013904305 39,360 11,056,115 SH   DFND 17 8,682,740 0 2,373,375
ALERE INC COM 01449J105 447 11,956 SH   DFND 21 11,956 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 28,473 182,225 SH   DFND 17 17,220 0 165,005
ALEXION PHARMACEUTICALS INC COM 015351109 1,165 7,453 SH   DFND 21 6,993 0 460
ALEXION PHARMACEUTICALS INC COM 015351109 12,078 77,300 SH   DFND 24 77,300 0 0
ALLEGHANY CORP DEL COM 017175100 25,001 57,065 SH   DFND 4 57,065 0 0
ALLEGHANY CORP DEL COM 017175100 920 2,100 SH   DFND 21 2,060 0 40
ALLERGAN INC COM 018490102 11,057 65,340 SH   DFND 4 65,340 0 0
ALLERGAN INC COM 018490102 23,092 136,459 SH   DFND 17 135,449 0 1,010
ALLERGAN INC COM 018490102 138,577 818,917 SH   DFND 21 705,012 0 113,905
ALLERGAN INC COM 018490102 1,897 11,210 SH   DFND 24 11,210 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,235 15,059 SH   DFND 17 15,025 0 34
ALLIANCE DATA SYSTEMS CORP COM 018581108 25,791 91,700 SH   DFND 20 91,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 35,480 126,151 SH   DFND 21 105,587 0 20,564
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,461 5,196 SH   DFND 23 5,196 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 5,427 299,838 SH   DFND 17 228,045 0 71,793
ALLIANCE ONE INTL INC COM 018772103 3,392 1,356,629 SH   DFND 4 1,356,629 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 63,545 1,362,168 SH   DFND 3 1,362,168 0 0
ALLIANT ENERGY CORP COM 018802108 812 13,347 SH   DFND 21 4,458 0 8,889
ALLIANT TECHSYSTEMS INC COM 018804104 114,273 853,290 SH   DFND 3 845,335 0 7,955
ALLIANT TECHSYSTEMS INC COM 018804104 2,966 22,149 SH   DFND 17 18,429 0 3,720
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,380 272,920 SH   DFND 17 191,475 0 81,445
ALLSTATE CORP COM 020002101 300,290 5,113,925 SH   DFND 3 4,414,025 0 699,900
ALLSTATE CORP COM 020002101 87,295 1,486,639 SH   DFND 17 1,486,363 0 276
ALLSTATE CORP COM 020002101 51,530 877,551 SH   DFND 21 509,488 0 368,063
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,171 34,360 SH   DFND 17 0 0 34,360
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,269 20,090 SH   DFND 24 20,090 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 1,576 87,900 SH   DFND 17 87,900 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1,221 1,230,000 PRN   DFND 4 1,230,000 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 261 300,000 PRN   DFND 4 300,000 0 0
ALTERA CORP COM 021441100 31 900 SH   DFND 17 900 0 0
ALTERA CORP COM 021441100 235 6,765 SH   DFND 21 6,285 0 480
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 82,095 3,153,869 SH   DFND 3 3,118,243 0 35,626
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 412 15,822 SH   DFND 21 15,822 0 0
ALTRA INDL MOTION CORP COM 02208R106 412 11,323 SH   DFND 21 11,323 0 0
ALTRIA GROUP INC COM 02209S103 8,883 211,800 SH   DFND 3 211,800 0 0
ALTRIA GROUP INC COM 02209S103 32,986 786,508 SH   DFND 4 786,508 0 0
ALTRIA GROUP INC COM 02209S103 1,891 45,077 SH   DFND 17 43,818 0 1,259
ALTRIA GROUP INC COM 02209S103 10,228 243,884 SH   DFND 21 186,186 0 57,698
ALTRIA GROUP INC COM 02209S103 1,948 46,458 SH   DFND 23 46,458 0 0
AMAZON COM INC COM 023135106 268,995 828,238 SH   DFND 17 451,626 0 376,612
AMAZON COM INC COM 023135106 14,197 43,713 SH   DFND 21 21,529 0 22,184
AMBEV SA SPONSORED ADR 02319V103 35,041 4,977,425 SH   DFND 4 4,977,425 0 0
AMBEV SA SPONSORED ADR 02319V103 1,512 214,813 SH   DFND 17 214,813 0 0
AMBEV SA SPONSORED ADR 02319V103 26,363 3,744,763 SH   DFND 21 3,299,768 0 444,995
AMBEV SA SPONSORED ADR 02319V103 2,537 360,350 SH   DFND 24 360,350 0 0
AMERCO COM 023586100 1,917 6,593 SH   DFND 21 6,593 0 0
AMERCO COM 023586100 276 950 SH   DFND 17 140 0 810
AMEREN CORP COM 023608102 27,905 682,600 SH   DFND 3 682,600 0 0
AMEREN CORP COM 023608102 285 6,969 SH   DFND 17 6,816 0 153
AMEREN CORP COM 023608102 26,264 642,468 SH   DFND 21 246,490 0 395,978
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 409 19,700 SH   DFND 3 19,700 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,877 90,475 SH   DFND 21 90,475 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 8,987 209,184 SH   DFND 17 209,184 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 71,697 1,668,935 SH   DFND 21 1,039,553 0 629,382
AMERICAN CAPITAL AGENCY CORP COM 02503X105 980 41,850 SH   DFND 17 41,850 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 282 12,041 SH   DFND 21 12,041 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 23 1,135 SH   DFND 17 1,135 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 525 26,216 SH   DFND 21 0 0 26,216
AMERICAN ELEC PWR INC COM 025537101 281,811 5,053,096 SH   DFND 3 4,237,796 0 815,300
AMERICAN ELEC PWR INC COM 025537101 82,270 1,475,169 SH   DFND 17 1,474,860 0 309
AMERICAN ELEC PWR INC COM 025537101 36,493 654,351 SH   DFND 21 322,789 0 331,562
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 18,889 1,683,513 SH   DFND 4 1,683,513 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4 330 SH   DFND 21 0 0 330
AMERICAN EQTY INVT LIFE HLD COM 025676206 629 25,573 SH   DFND 21 25,573 0 0
AMERICAN EXPRESS CO COM 025816109 1,548 16,320 SH   DFND 17 16,320 0 0
AMERICAN EXPRESS CO COM 025816109 5,312 55,992 SH   DFND 20 55,992 0 0
AMERICAN EXPRESS CO COM 025816109 170,350 1,795,612 SH   DFND 21 1,573,154 0 222,458
AMERICAN EXPRESS CO COM 025816109 989 10,430 SH   DFND 23 10,430 0 0
AMERICAN EXPRESS CO COM 025816109 57 600 SH   DFND 24 600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 101,961 1,711,900 SH   DFND 3 1,693,600 0 18,300
AMERICAN FINL GROUP INC OHIO COM 025932104 1,582 26,568 SH   DFND 17 26,568 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 5,437 91,291 SH   DFND 21 39,319 0 51,972
AMERICAN HOMES 4 RENT CL A 02665T306 256 14,430 SH   DFND 17 14,430 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 272 4,976 SH   DFND 4 4,976 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,370 80,067 SH   DFND 17 58,019 0 22,048
AMERICAN INTL GROUP INC COM NEW 026874784 8,468 155,153 SH   DFND 21 153,344 0 1,809
AMERICAN NATL INS CO COM 028591105 412 3,610 SH   DFND 21 3,610 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 2,442 36,038 SH   DFND 17 28,878 0 7,160
AMERICAN RAILCAR INDS INC COM 02916P103 5,256 77,562 SH   DFND 21 68,471 0 9,091
AMERICAN RLTY CAP PPTYS INC COM 02917T104 184,888 14,755,613 SH   DFND 4 14,755,613 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 712 700,000 PRN   DFND 4 700,000 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 28,453 1,517,519 SH   DFND 4 1,451,232 0 66,287
AMERICAN STS WTR CO COM 029899101 1,872 56,326 SH   DFND 17 56,326 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,204 80,062 SH   DFND 17 80,062 0 0
AMERICAN TOWER CORP NEW COM 03027X100 13,562 150,721 SH   DFND 21 150,131 0 590
AMERICAN WTR WKS CO INC NEW COM 030420103 19,280 389,896 SH   DFND 17 389,896 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 549 11,096 SH   DFND 21 10,696 0 400
AMERISOURCEBERGEN CORP COM 03073E105 8,051 110,800 SH   DFND 3 110,800 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,152 153,483 SH   DFND 17 153,339 0 144
AMERISOURCEBERGEN CORP COM 03073E105 52,941 728,617 SH   DFND 21 397,739 0 330,878
AMERISOURCEBERGEN CORP COM 03073E105 3,273 45,052 SH   DFND 23 45,052 0 0
AMERIPRISE FINL INC COM 03076C106 260,680 2,172,332 SH   DFND 3 2,140,132 0 32,200
AMERIPRISE FINL INC COM 03076C106 91,637 763,639 SH   DFND 17 763,519 0 120
AMERIPRISE FINL INC COM 03076C106 32,076 267,300 SH   DFND 20 267,300 0 0
AMERIPRISE FINL INC COM 03076C106 105,404 878,370 SH   DFND 21 856,557 0 21,813
AMERIPRISE FINL INC COM 03076C106 1,447 12,059 SH   DFND 23 12,059 0 0
AMERIPRISE FINL INC COM 03076C106 600 5,000 SH   DFND 24 5,000 0 0
AMETEK INC NEW COM 031100100 72,139 1,379,857 SH   DFND 17 1,115,857 0 264,000
AMETEK INC NEW COM 031100100 11,937 228,320 SH   DFND 20 228,320 0 0
AMETEK INC NEW COM 031100100 105,251 2,013,215 SH   DFND 21 1,849,298 0 163,917
AMETEK INC NEW COM 031100100 10,820 206,972 SH   DFND 24 206,972 0 0
AMGEN INC COM 031162100 8,688 73,400 SH   DFND 3 73,400 0 0
AMGEN INC COM 031162100 162,833 1,375,631 SH   DFND 17 502,880 0 872,751
AMGEN INC COM 031162100 144,972 1,224,732 SH   DFND 21 851,820 0 372,912
AMGEN INC COM 031162100 4,494 37,964 SH   DFND 23 37,964 0 0
AMGEN INC COM 031162100 2,012 17,000 SH   DFND 24 17,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 15,608 1,396,095 SH   DFND 4 1,396,095 0 0
AMPHENOL CORP NEW CL A 032095101 101,867 1,057,368 SH   DFND 17 68 0 1,057,300
AMPHENOL CORP NEW CL A 032095101 356 3,696 SH   DFND 21 3,446 0 250
AMSURG CORP COM 03232P405 642 14,080 SH   DFND 17 14,080 0 0
AMSURG CORP COM 03232P405 10,122 222,119 SH   DFND 21 192,364 0 29,755
AMTECH SYS INC COM PAR $0.01N 032332504 2,739 223,947 SH   DFND 17 159,109 0 64,838
AMTRUST FINL SVCS INC COM 032359309 3,007 71,927 SH   DFND 17 71,927 0 0
AMTRUST FINL SVCS INC COM 032359309 11,612 277,722 SH   DFND 21 177,767 0 99,955
ANACOR PHARMACEUTICALS INC COM 032420101 1,250 70,527 SH   DFND 17 70,527 0 0
ANADARKO PETE CORP COM 032511107 847 7,735 SH   DFND 17 7,735 0 0
ANADARKO PETE CORP COM 032511107 3,437 31,400 SH   DFND 20 31,400 0 0
ANADARKO PETE CORP COM 032511107 104,370 953,413 SH   DFND 21 866,873 0 86,540
ANADARKO PETE CORP COM 032511107 876 8,000 SH   DFND 24 8,000 0 0
ANALOG DEVICES INC COM 032654105 4,991 92,310 SH   DFND 17 69,250 0 23,060
ANALOG DEVICES INC COM 032654105 398 7,364 SH   DFND 21 6,808 0 556
ANALOGIC CORP COM PAR $0.05 032657207 7,947 101,573 SH   DFND 3 99,973 0 1,600
ANDERSONS INC COM 034164103 90,260 1,749,905 SH   DFND 3 1,729,855 0 20,050
ANDERSONS INC COM 034164103 15,612 302,669 SH   DFND 17 295,919 0 6,750
ANDERSONS INC COM 034164103 10,195 197,663 SH   DFND 21 113,418 0 84,245
ANDERSONS INC COM 034164103 7,682 148,938 SH   DFND 24 148,938 0 0
ANGIES LIST INC COM 034754101 3,955 331,200 SH   DFND 17 0 0 331,200
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 27,610 1,604,315 SH   DFND 21 1,604,315 0 0
ANIKA THERAPEUTICS INC COM 035255108 17,512 377,976 SH   DFND 17 346,847 0 31,129
ANIKA THERAPEUTICS INC COM 035255108 211 4,565 SH   DFND 21 4,565 0 0
ANIXTER INTL INC COM 035290105 67 673 SH   DFND 21 0 0 673
ANN INC COM 035623107 895 21,745 SH   DFND 21 21,745 0 0
ANNALY CAP MGMT INC COM 035710409 21,546 1,885,000 SH   DFND 3 1,885,000 0 0
ANNALY CAP MGMT INC COM 035710409 2,041 178,562 SH   DFND 17 178,562 0 0
ANNALY CAP MGMT INC COM 035710409 1,117 97,764 SH   DFND 21 27,648 0 70,116
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 1,271 1,200,000 PRN   DFND 4 1,200,000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1,024 1,000,000 PRN   DFND 4 1,000,000 0 0
ANSYS INC COM 03662Q105 340 4,485 SH   DFND 21 4,485 0 0
ANTARES PHARMA INC COM 036642106 1,068 400,000 SH   DFND 17 376,837 0 23,163
ANTERO RES CORP COM 03674X106 489 7,445 SH   DFND 17 7,445 0 0
ANTERO RES CORP COM 03674X106 366 5,576 SH   DFND 21 5,576 0 0
ANTERO RES CORP COM 03674X106 525 8,000 SH   DFND 24 8,000 0 0
APACHE CORP COM 037411105 12,150 120,749 SH   DFND 17 79,946 0 40,803
APACHE CORP COM 037411105 4,820 47,903 SH   DFND 21 47,350 0 553
APACHE CORP COM 037411105 970 9,643 SH   DFND 23 9,643 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 34,799 1,078,356 SH   DFND 4 1,027,296 0 51,060
APOLLO ED GROUP INC CL A 037604105 357 11,431 SH   DFND 21 11,131 0 300
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 2,218 80,010 SH   DFND 21 80,010 0 0
APOLLO INVT CORP COM 03761U106 39,242 4,557,764 SH   DFND 4 4,557,764 0 0
APPLE INC COM 037833100 10,180 109,550 SH   DFND 3 109,550 0 0
APPLE INC COM 037833100 8,837 95,093 SH   DFND 4 95,093 0 0
APPLE INC COM 037833100 390 4,200 SH Call DFND 4 4,200 0 0
APPLE INC COM 037833100 1,849 19,900 SH Put DFND 4 19,900 0 0
APPLE INC COM 037833100 895,568 9,637,020 SH   DFND 17 6,780,476 0 2,856,544
APPLE INC COM 037833100 29,631 318,857 SH   DFND 20 318,857 0 0
APPLE INC COM 037833100 475,423 5,115,931 SH   DFND 21 3,905,168 0 1,210,763
APPLE INC COM 037833100 9,037 97,244 SH   DFND 23 97,244 0 0
APPLE INC COM 037833100 56 600 SH   DFND 24 600 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 33,710 664,500 SH   DFND 3 664,500 0 0
APPLIED MATLS INC COM 038222105 20,972 930,000 SH   DFND 17 595,565 0 334,435
APPLIED MATLS INC COM 038222105 709 31,436 SH   DFND 21 29,362 0 2,074
APPLIED OPTOELECTRONICS INC COM 03823U102 2,599 112,006 SH   DFND 17 112,006 0 0
AQUA AMERICA INC COM 03836W103 10,002 381,475 SH   DFND 17 381,475 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,906 201,900 SH   DFND 3 201,900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 30,052 681,305 SH   DFND 17 660,390 0 20,915
ARCHER DANIELS MIDLAND CO COM 039483102 67,263 1,524,895 SH   DFND 21 1,032,989 0 491,906
ARCHER DANIELS MIDLAND CO COM 039483102 1,555 35,250 SH   DFND 23 35,250 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,220 299,700 SH   DFND 24 299,700 0 0
ARCTIC CAT INC COM 039670104 45,150 1,145,354 SH   DFND 3 1,124,388 0 20,966
ARCTIC CAT INC COM 039670104 225 5,719 SH   DFND 21 5,719 0 0
ARENA PHARMACEUTICALS INC COM 040047102 1,360 232,130 SH   DFND 17 0 0 232,130
ARES CAP CORP COM 04010L103 7,226 404,600 SH   DFND 3 404,600 0 0
ARES CAP CORP COM 04010L103 518 29,030 SH   DFND 17 29,030 0 0
ARES CAP CORP COM 04010L103 2,997 167,832 SH   DFND 21 167,832 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 445 16,271 SH   DFND 21 16,271 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 8,803 153,275 SH   DFND 17 123,820 0 29,455
ARRAY BIOPHARMA INC COM 04269X105 1,077 236,277 SH   DFND 17 236,277 0 0
ARRIS GROUP INC NEW COM 04270V106 15,084 463,692 SH   DFND 17 378,394 0 85,298
ARRIS GROUP INC NEW COM 04270V106 6,698 205,917 SH   DFND 21 164,106 0 41,811
ARROW ELECTRS INC COM 042735100 28,973 479,602 SH   DFND 17 382,927 0 96,675
ARROW ELECTRS INC COM 042735100 28,984 479,781 SH   DFND 21 279,912 0 199,869
ARROW ELECTRS INC COM 042735100 604 10,000 SH   DFND 23 10,000 0 0
ARROWHEAD RESH CORP COM NEW 042797209 1,791 125,155 SH   DFND 17 125,155 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 589 10,400 SH   DFND 17 2,000 0 8,400
ARUBA NETWORKS INC COM 043176106 28,679 1,636,910 SH   DFND 17 1,364,750 0 272,160
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,030 44,075 SH   DFND 21 18,018 0 26,057
ASHFORD HOSPITALITY PRIME IN COM 044102101 92 5,360 SH   DFND 21 5,360 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 399 34,600 SH   DFND 21 34,600 0 0
ASHLAND INC NEW COM 044209104 8,166 75,100 SH   DFND 3 75,100 0 0
ASHLAND INC NEW COM 044209104 399 3,670 SH   DFND 17 3,670 0 0
ASHLAND INC NEW COM 044209104 151 1,387 SH   DFND 21 1,197 0 190
ASHLAND INC NEW COM 044209104 718 6,600 SH   DFND 24 6,600 0 0
ASPEN TECHNOLOGY INC COM 045327103 113,286 2,441,517 SH   DFND 17 1,877,210 0 564,307
ASPEN TECHNOLOGY INC COM 045327103 5,758 124,099 SH   DFND 21 92,768 0 31,331
ASSOCIATED ESTATES RLTY CORP COM 045604105 47,180 2,618,206 SH   DFND 3 2,560,006 0 58,200
ASSOCIATED ESTATES RLTY CORP COM 045604105 18,020 1,000,000 SH   DFND 4 1,000,000 0 0
ASSURANT INC COM 04621X108 7,853 119,800 SH   DFND 3 119,800 0 0
ASSURANT INC COM 04621X108 2,225 33,937 SH   DFND 17 33,891 0 46
ASSURANT INC COM 04621X108 34,852 531,685 SH   DFND 21 462,785 0 68,900
ASTRAZENECA PLC SPONSORED ADR 046353108 7,803 105,000 SH   DFND 4 105,000 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 10 140 SH   DFND 17 140 0 0
ASTRONICS CORP COM 046433108 7,316 129,593 SH   DFND 17 107,713 0 21,880
ATLANTIC TELE NETWORK INC COM NEW 049079205 213 3,674 SH   DFND 21 3,674 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 479 13,000 SH   DFND 21 13,000 0 0
ATMEL CORP COM 049513104 19,343 2,064,385 SH   DFND 17 1,662,955 0 401,430
ATMOS ENERGY CORP COM 049560105 54 1,016 SH   DFND 21 1,016 0 0
ATRICURE INC COM 04963C209 4,978 270,820 SH   DFND 17 235,293 0 35,527
ATWOOD OCEANICS INC COM 050095108 120 2,296 SH   DFND 21 2,296 0 0
AURICO GOLD INC COM 05155C105 26 6,000 SH   DFND 21 6,000 0 0
AUTOBYTEL INC COM NEW 05275N205 5,499 419,465 SH   DFND 17 357,771 0 61,694
AUTODESK INC COM 052769106 3 46 SH   DFND 17 46 0 0
AUTODESK INC COM 052769106 277 4,909 SH   DFND 21 4,509 0 400
AUTOHOME INC SP ADR RP CL A 05278C107 171 4,968 SH   DFND 17 4,968 0 0
AUTOLIV INC COM 052800109 1,815 17,033 SH   DFND 21 15,013 0 2,020
AUTOMATIC DATA PROCESSING IN COM 053015103 3,411 43,030 SH   DFND 21 42,400 0 630
AUTONATION INC COM 05329W102 20,646 345,950 SH   DFND 17 340,405 0 5,545
AUTONATION INC COM 05329W102 1,720 28,819 SH   DFND 21 28,629 0 190
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 3,914 187,283 SH   DFND 21 187,283 0 0
AUTOZONE INC COM 053332102 7,307 13,626 SH   DFND 17 13,605 0 21
AUTOZONE INC COM 053332102 20,874 38,927 SH   DFND 21 35,176 0 3,751
AUXILIUM PHARMACEUTICALS INC COM 05334D107 291 14,500 SH   DFND 24 14,500 0 0
AVALONBAY CMNTYS INC COM 053484101 28 195 SH   DFND 17 195 0 0
AVALONBAY CMNTYS INC COM 053484101 1,168 8,217 SH   DFND 21 8,002 0 215
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 2,016 357,522 SH   DFND 17 357,522 0 0
AVERY DENNISON CORP COM 053611109 1,108 21,626 SH   DFND 3 21,626 0 0
AVERY DENNISON CORP COM 053611109 1,633 31,871 SH   DFND 17 31,811 0 60
AVERY DENNISON CORP COM 053611109 25,819 503,794 SH   DFND 21 469,553 0 34,241
AVERY DENNISON CORP COM 053611109 2,289 44,660 SH   DFND 23 44,660 0 0
AVISTA CORP COM 05379B107 21 630 SH   DFND 17 630 0 0
AVISTA CORP COM 05379B107 10,894 325,014 SH   DFND 21 252,667 0 72,347
AVNET INC COM 053807103 9,292 209,696 SH   DFND 3 209,696 0 0
AVNET INC COM 053807103 13,294 300,019 SH   DFND 17 258,159 0 41,860
AVNET INC COM 053807103 16,724 377,440 SH   DFND 21 277,893 0 99,547
AVNET INC COM 053807103 1,585 35,760 SH   DFND 23 35,760 0 0
AVON PRODS INC COM 054303102 123 8,440 SH   DFND 21 7,548 0 892
AXIALL CORP COM 05463D100 243 5,137 SH   DFND 21 3,352 0 1,785
BB&T CORP COM 054937107 9,252 234,634 SH   DFND 3 234,634 0 0
BB&T CORP COM 054937107 1,748 44,342 SH   DFND 17 43,887 0 455
BB&T CORP COM 054937107 6,596 167,279 SH   DFND 21 87,446 0 79,833
B & G FOODS INC NEW COM 05508R106 4,515 138,111 SH   DFND 17 138,111 0 0
BCE INC COM NEW 05534B760 4,269 94,124 SH   DFND 17 94,124 0 0
BCE INC COM NEW 05534B760 32,181 709,466 SH   DFND 21 570,432 0 139,034
BOK FINL CORP COM NEW 05561Q201 7,512 112,800 SH   DFND 3 112,800 0 0
BOK FINL CORP COM NEW 05561Q201 1,451 21,780 SH   DFND 17 21,780 0 0
BOFI HLDG INC COM 05566U108 5,559 75,657 SH   DFND 17 56,975 0 18,682
BOFI HLDG INC COM 05566U108 2,331 31,726 SH   DFND 21 23,947 0 7,779
BABCOCK & WILCOX CO NEW COM 05615F102 94,528 2,912,135 SH   DFND 3 2,880,698 0 31,437
BABCOCK & WILCOX CO NEW COM 05615F102 119 3,679 SH   DFND 21 3,679 0 0
BAIDU INC SPON ADR REP A 056752108 5,791 31,000 SH   DFND 4 31,000 0 0
BAIDU INC SPON ADR REP A 056752108 2,665 14,265 SH   DFND 17 14,265 0 0
BAIDU INC SPON ADR REP A 056752108 59 315 SH   DFND 20 315 0 0
BAKER HUGHES INC COM 057224107 25,665 344,725 SH   DFND 17 339,124 0 5,601
BAKER HUGHES INC COM 057224107 12,370 166,152 SH   DFND 21 157,343 0 8,809
BAKER HUGHES INC COM 057224107 745 10,000 SH   DFND 24 10,000 0 0
BALL CORP COM 058498106 8,092 129,100 SH   DFND 3 129,100 0 0
BALL CORP COM 058498106 9 149 SH   DFND 17 60 0 89
BALL CORP COM 058498106 7,905 126,112 SH   DFND 21 50,818 0 75,294
BANCO BRADESCO S A SP ADR PFD NEW 059460303 122,857 8,461,201 SH   DFND 3 5,738,161 0 2,723,040
BANCO BRADESCO S A SP ADR PFD NEW 059460303 49,034 3,376,977 SH   DFND 17 3,376,977 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 24,183 1,665,510 SH   DFND 21 1,467,950 0 197,560
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,820 194,200 SH   DFND 24 194,200 0 0
BANCO DE CHILE SPONSORED ADR 059520106 5,815 72,582 SH   DFND 3 72,582 0 0
BANCO DE CHILE SPONSORED ADR 059520106 259 3,238 SH   DFND 17 3,238 0 0
BANCO DE CHILE SPONSORED ADR 059520106 950 11,862 SH   DFND 21 11,862 0 0
BANCO MACRO SA SPON ADR B 05961W105 118 3,268 SH   DFND 17 3,268 0 0
BANCO MACRO SA SPON ADR B 05961W105 854 23,715 SH   DFND 21 23,715 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 188 7,115 SH   DFND 21 7,115 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 282 40,712 SH   DFND 21 40,712 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 365 6,317 SH   DFND 21 6,317 0 0
BANK OF AMERICA CORPORATION COM 060505104 16,985 1,105,100 SH   DFND 3 1,105,100 0 0
BANK OF AMERICA CORPORATION COM 060505104 91 5,900 SH Call DFND 4 5,900 0 0
BANK OF AMERICA CORPORATION COM 060505104 8,054 524,026 SH   DFND 17 517,349 0 6,677
BANK OF AMERICA CORPORATION COM 060505104 64,694 4,209,116 SH   DFND 21 3,258,357 0 950,759
BANK OF AMERICA CORPORATION COM 060505104 3,234 210,398 SH   DFND 23 210,398 0 0
BANK OF AMERICA CORPORATION COM 060505104 65 4,200 SH   DFND 24 4,200 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 8,984 7,698 SH   DFND 4 7,698 0 0
BANK MONTREAL QUE COM 063671101 9,860 133,985 SH   DFND 17 133,985 0 0
BANK MONTREAL QUE COM 063671101 68,497 930,797 SH   DFND 21 512,382 0 418,415
BANK NEW YORK MELLON CORP COM 064058100 1,105 29,480 SH   DFND 21 28,012 0 1,468
BANK N S HALIFAX COM 064149107 92 1,384 SH   DFND 17 1,384 0 0
BANK N S HALIFAX COM 064149107 66,376 996,633 SH   DFND 21 509,828 0 486,805
BANKUNITED INC COM 06652K103 289 8,630 SH   DFND 17 8,630 0 0
BANNER CORP COM NEW 06652V208 3,225 81,370 SH   DFND 17 81,370 0 0
BARD C R INC COM 067383109 549 3,838 SH   DFND 3 3,838 0 0
BARD C R INC COM 067383109 452 3,160 SH   DFND 17 3,111 0 49
BARD C R INC COM 067383109 26,364 184,353 SH   DFND 21 174,390 0 9,963
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 6 150 SH   DFND 17 150 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 2,366 60,000 SH   DFND 21 0 0 60,000
BARCLAYS PLC ADR 06738E204 981 67,150 SH   DFND 3 67,150 0 0
BARCLAYS PLC ADR 06738E204 16,157 1,105,874 SH   DFND 17 1,105,874 0 0
BARNES GROUP INC COM 067806109 1,059 27,479 SH   DFND 21 0 0 27,479
BARRICK GOLD CORP COM 067901108 299,180 16,348,658 SH   DFND 3 13,644,358 0 2,704,300
BARRICK GOLD CORP COM 067901108 60,111 3,284,757 SH   DFND 17 3,284,757 0 0
BARRICK GOLD CORP COM 067901108 27,473 1,501,256 SH   DFND 21 1,493,668 0 7,588
BARRICK GOLD CORP COM 067901108 586 32,000 SH   DFND 24 32,000 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 5,524 117,538 SH   DFND 17 100,882 0 16,656
BAXTER INTL INC COM 071813109 277,487 3,838,000 SH   DFND 3 3,215,000 0 623,000
BAXTER INTL INC COM 071813109 155,129 2,145,624 SH   DFND 17 931,000 0 1,214,624
BAXTER INTL INC COM 071813109 6,462 89,383 SH   DFND 21 88,686 0 697
BAYTEX ENERGY CORP COM 07317Q105 12 262 SH   DFND 17 262 0 0
BAYTEX ENERGY CORP COM 07317Q105 481 10,432 SH   DFND 21 2,873 0 7,559
BBCN BANCORP INC COM 073295107 498 31,200 SH   DFND 21 31,200 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 109 9,351 SH   DFND 17 9,351 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 399 34,296 SH   DFND 21 34,296 0 0
B/E AEROSPACE INC COM 073302101 64,625 698,725 SH   DFND 17 553,735 0 144,990
B/E AEROSPACE INC COM 073302101 6,734 72,803 SH   DFND 21 37,064 0 35,739
B/E AEROSPACE INC COM 073302101 333 3,600 SH   DFND 24 3,600 0 0
BECTON DICKINSON & CO COM 075887109 2,894 24,463 SH   DFND 17 24,463 0 0
BECTON DICKINSON & CO COM 075887109 32,618 275,719 SH   DFND 21 110,984 0 164,735
BECTON DICKINSON & CO COM 075887109 59 500 SH   DFND 24 500 0 0
BED BATH & BEYOND INC COM 075896100 288 5,020 SH   DFND 21 4,730 0 290
BEL FUSE INC CL B 077347300 2,923 113,864 SH   DFND 17 81,286 0 32,578
BELDEN INC COM 077454106 133,112 1,703,075 SH   DFND 3 1,686,575 0 16,500
BELLATRIX EXPLORATION LTD COM 078314101 3,343 383,793 SH   DFND 21 383,793 0 0
BEMIS INC COM 081437105 4,182 102,862 SH   DFND 21 39,810 0 63,052
BENCHMARK ELECTRS INC COM 08160H101 863 33,860 SH   DFND 17 33,860 0 0
BENCHMARK ELECTRS INC COM 08160H101 6,627 260,070 SH   DFND 21 195,330 0 64,740
BERKLEY W R CORP COM 084423102 905 19,536 SH   DFND 21 19,184 0 352
BERKSHIRE HATHAWAY INC DEL CL A 084670108 380 2 SH   DFND 21 1 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53,533 422,986 SH   DFND 4 422,986 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 127 1,000 SH Call DFND 4 1,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 165 1,300 SH Put DFND 4 1,300 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 20,031 158,272 SH   DFND 17 157,129 0 1,143
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 113,812 899,271 SH   DFND 21 743,311 0 155,960
BEST BUY INC COM 086516101 17,986 580,000 SH Call DFND 4 580,000 0 0
BEST BUY INC COM 086516101 6,202 200,000 SH Put DFND 4 200,000 0 0
BEST BUY INC COM 086516101 12,467 402,020 SH   DFND 21 52,976 0 349,044
BIG 5 SPORTING GOODS CORP COM 08915P101 486 39,583 SH   DFND 21 36,942 0 2,641
BIG LOTS INC COM 089302103 749 16,400 SH   DFND 21 16,400 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 380 12,574 SH   DFND 21 12,574 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 4,188 346,960 SH   DFND 17 0 0 346,960
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,189 115,565 SH   DFND 17 0 0 115,565
BIOMARIN PHARMACEUTICAL INC COM 09061G101 188 3,018 SH   DFND 21 3,018 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,675 43,000 SH   DFND 24 43,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 923 300,000 PRN   DFND 4 300,000 0 0
BIOGEN IDEC INC COM 09062X103 277,451 879,930 SH   DFND 17 673,255 0 206,675
BIOGEN IDEC INC COM 09062X103 44,256 140,356 SH   DFND 21 94,369 0 45,987
BIOGEN IDEC INC COM 09062X103 11,982 38,000 SH   DFND 24 38,000 0 0
BIOTELEMETRY INC COM 090672106 3,510 489,564 SH   DFND 17 422,058 0 67,506
BITAUTO HLDGS LTD SPONSORED ADS 091727107 541 11,110 SH   DFND 21 11,110 0 0
BLACK HILLS CORP COM 092113109 2,575 41,950 SH   DFND 17 30,560 0 11,390
BLACKBERRY LTD COM 09228F103 98 9,578 SH   DFND 21 8,188 0 1,390
BLACKROCK INC COM 09247X101 29,288 91,639 SH   DFND 17 90,224 0 1,415
BLACKROCK INC COM 09247X101 27,940 87,421 SH   DFND 21 81,593 0 5,828
BLACKROCK INC COM 09247X101 2,973 9,302 SH   DFND 23 9,302 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 19,567 585,125 SH   DFND 4 585,125 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,104 122,719 SH   DFND 21 122,719 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 70,377 2,426,800 SH   DFND 3 2,392,400 0 34,400
BLOCK H & R INC COM 093671105 403 12,013 SH   DFND 21 11,348 0 665
BLUCORA INC COM 095229100 447 23,710 SH   DFND 17 23,710 0 0
BLUCORA INC COM 095229100 8,005 424,221 SH   DFND 21 304,426 0 119,795
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 88,358 4,776,100 SH   DFND 3 4,776,100 0 0
BOEING CO COM 097023105 131,569 1,034,103 SH   DFND 17 310,182 0 723,921
BOEING CO COM 097023105 5,572 43,797 SH   DFND 21 42,845 0 952
BOEING CO COM 097023105 76 600 SH   DFND 24 600 0 0
BOISE CASCADE CO DEL COM 09739D100 7,783 271,742 SH   DFND 17 216,129 0 55,613
BOISE CASCADE CO DEL COM 09739D100 4,292 149,860 SH   DFND 21 110,268 0 39,592
BONANZA CREEK ENERGY INC COM 097793103 11,096 194,014 SH   DFND 17 153,230 0 40,784
BONANZA CREEK ENERGY INC COM 097793103 6,131 107,199 SH   DFND 21 83,257 0 23,942
BONANZA CREEK ENERGY INC COM 097793103 721 12,600 SH   DFND 24 12,600 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 56,482 2,659,249 SH   DFND 3 2,612,200 0 47,049
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,083 51,008 SH   DFND 17 51,008 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,566 120,819 SH   DFND 21 32,925 0 87,894
BORGWARNER INC COM 099724106 92,476 1,418,565 SH   DFND 17 1,229,485 0 189,080
BORGWARNER INC COM 099724106 51,264 786,375 SH   DFND 21 754,021 0 32,354
BORGWARNER INC COM 099724106 11,930 183,000 SH   DFND 24 183,000 0 0
BOSTON PROPERTIES INC COM 101121101 29 246 SH   DFND 17 246 0 0
BOSTON PROPERTIES INC COM 101121101 7,885 66,719 SH   DFND 21 66,508 0 211
BOSTON SCIENTIFIC CORP COM 101137107 48,396 3,789,785 SH   DFND 17 3,461,980 0 327,805
BOSTON SCIENTIFIC CORP COM 101137107 2,887 226,051 SH   DFND 21 223,599 0 2,452
BOULDER BRANDS INC COM 101405108 7,620 537,396 SH   DFND 17 537,396 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 435 27,900 SH   DFND 21 27,900 0 0
BRF SA SPONSORED ADR 10552T107 1,344 55,272 SH   DFND 21 47,712 0 7,560
BRINKER INTL INC COM 109641100 1,227 25,222 SH   DFND 21 20,499 0 4,723
BRINKS CO COM 109696104 64,166 2,273,769 SH   DFND 3 2,239,869 0 33,900
BRINKS CO COM 109696104 33,005 1,169,568 SH   DFND 4 1,169,568 0 0
BRINKS CO COM 109696104 1,254 44,420 SH   DFND 17 44,420 0 0
BRINKS CO COM 109696104 1,038 36,800 SH   DFND 21 36,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 168,993 3,483,670 SH   DFND 17 1,453,828 0 2,029,842
BRISTOL MYERS SQUIBB CO COM 110122108 5,280 108,844 SH   DFND 21 106,819 0 2,025
BRISTOW GROUP INC COM 110394103 132,261 1,640,550 SH   DFND 3 1,626,350 0 14,200
BRISTOW GROUP INC COM 110394103 1,148 14,243 SH   DFND 21 6,858 0 7,385
BROADCOM CORP CL A 111320107 7,691 207,200 SH   DFND 3 207,200 0 0
BROADCOM CORP CL A 111320107 28,829 776,643 SH   DFND 17 602,260 0 174,383
BROADCOM CORP CL A 111320107 547 14,731 SH   DFND 21 13,808 0 923
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 107,562 2,583,143 SH   DFND 3 2,553,301 0 29,842
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,907 93,820 SH   DFND 17 93,820 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 64,211 1,542,047 SH   DFND 21 1,269,194 0 272,853
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7,922 861,100 SH   DFND 3 861,100 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,169 127,110 SH   DFND 17 127,110 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 22,306 2,424,521 SH   DFND 21 2,057,826 0 366,695
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,166 126,704 SH   DFND 23 126,704 0 0
BROOKDALE SR LIVING INC COM 112463104 3,334 100,000 SH   DFND 4 100,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 37 848 SH   DFND 17 848 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 42 961 SH   DFND 21 0 0 961
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 759 36,575 SH   DFND 17 36,575 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 1,658 79,897 SH   DFND 21 52,861 0 27,036
BROWN & BROWN INC COM 115236101 3,438 111,939 SH   DFND 17 39,003 0 72,936
BROWN & BROWN INC COM 115236101 5,497 179,000 SH   DFND 21 131,432 0 47,568
BROWN FORMAN CORP CL B 115637209 340 3,614 SH   DFND 21 3,389 0 225
BROWN FORMAN CORP CL B 115637209 57 600 SH   DFND 24 600 0 0
BUCKLE INC COM 118440106 88,198 1,988,242 SH   DFND 3 1,965,842 0 22,400
BUILDERS FIRSTSOURCE INC COM 12008R107 2,747 367,236 SH   DFND 17 367,236 0 0
BURGER KING WORLDWIDE INC COM 121220107 646 23,730 SH   DFND 17 23,730 0 0
CAE INC COM 124765108 87 6,651 SH   DFND 21 6,651 0 0
CBL & ASSOC PPTYS INC COM 124830100 946 49,772 SH   DFND 3 49,772 0 0
CBL & ASSOC PPTYS INC COM 124830100 2,606 137,156 SH   DFND 17 137,156 0 0
CBS CORP NEW CL B 124857202 12,428 200,000 SH   DFND 4 200,000 0 0
CBS CORP NEW CL B 124857202 30,263 487,014 SH   DFND 17 482,309 0 4,705
CBS CORP NEW CL B 124857202 5,841 94,000 SH   DFND 20 94,000 0 0
CBS CORP NEW CL B 124857202 110,196 1,773,353 SH   DFND 21 1,379,047 0 394,306
CBOE HLDGS INC COM 12503M108 368 7,468 SH   DFND 21 7,468 0 0
CBRE GROUP INC CL A 12504L109 12,949 404,139 SH   DFND 17 335,879 0 68,260
CBRE GROUP INC CL A 12504L109 624 19,475 SH   DFND 21 19,015 0 460
CECO ENVIRONMENTAL CORP COM 125141101 4,821 309,258 SH   DFND 17 261,660 0 47,598
CDW CORP COM 12514G108 37,029 1,161,500 SH   DFND 17 895,075 0 266,425
CDW CORP COM 12514G108 5,160 161,870 SH   DFND 21 134,590 0 27,280
CF INDS HLDGS INC COM 125269100 7,992 33,226 SH   DFND 3 33,226 0 0
CF INDS HLDGS INC COM 125269100 12,729 52,921 SH   DFND 17 52,888 0 33
CF INDS HLDGS INC COM 125269100 9,948 41,360 SH   DFND 21 15,108 0 26,252
CF INDS HLDGS INC COM 125269100 2,636 10,961 SH   DFND 23 10,961 0 0
CF INDS HLDGS INC COM 125269100 7,456 31,000 SH   DFND 24 31,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 225 3,535 SH   DFND 21 3,230 0 305
CIGNA CORPORATION COM 125509109 10,894 118,449 SH   DFND 3 118,449 0 0
CIGNA CORPORATION COM 125509109 8,437 91,739 SH   DFND 17 91,569 0 170
CIGNA CORPORATION COM 125509109 61,048 663,785 SH   DFND 21 401,916 0 261,869
CIGNA CORPORATION COM 125509109 2,214 24,070 SH   DFND 23 24,070 0 0
CIT GROUP INC COM NEW 125581801 43,727 955,569 SH   DFND 4 955,569 0 0
CIT GROUP INC COM NEW 125581801 234 5,108 SH   DFND 21 4,758 0 350
CME GROUP INC COM 12572Q105 3,979 56,084 SH   DFND 21 55,523 0 561
CMS ENERGY CORP COM 125896100 9,436 302,920 SH   DFND 17 302,920 0 0
CMS ENERGY CORP COM 125896100 65,237 2,094,289 SH   DFND 21 1,371,338 0 722,951
CMS ENERGY CORP COM 125896100 1,934 62,096 SH   DFND 23 62,096 0 0
CSS INDS INC COM 125906107 588 22,305 SH   DFND 21 22,305 0 0
CNA FINL CORP COM 126117100 27 675 SH   DFND 17 675 0 0
CNA FINL CORP COM 126117100 2,539 62,811 SH   DFND 21 35,252 0 27,559
CNO FINL GROUP INC COM 12621E103 38 2,138 SH   DFND 17 2,138 0 0
CNO FINL GROUP INC COM 12621E103 4,431 248,909 SH   DFND 21 56,424 0 192,485
CSG SYS INTL INC COM 126349109 39,729 1,521,600 SH   DFND 3 1,482,700 0 38,900
CSG SYS INTL INC COM 126349109 1,393 53,355 SH   DFND 17 53,355 0 0
CSG SYS INTL INC COM 126349109 1,921 73,589 SH   DFND 21 57,640 0 15,949
CSX CORP COM 126408103 9,331 302,846 SH   DFND 3 302,846 0 0
CSX CORP COM 126408103 1,461 47,427 SH   DFND 17 46,790 0 637
CSX CORP COM 126408103 834 27,077 SH   DFND 21 25,509 0 1,568
CSX CORP COM 126408103 171 5,540 SH   DFND 23 5,540 0 0
CSX CORP COM 126408103 524 17,000 SH   DFND 24 17,000 0 0
CTC MEDIA INC COM 12642X106 127 11,500 SH   DFND 3 11,500 0 0
CTC MEDIA INC COM 12642X106 298 27,065 SH   DFND 21 27,065 0 0
CUI GLOBAL INC COM NEW 126576206 2,298 273,526 SH   DFND 17 194,033 0 79,493
CVR ENERGY INC COM 12662P108 96,677 2,006,157 SH   DFND 3 1,984,557 0 21,600
CVR ENERGY INC COM 12662P108 4,794 99,481 SH   DFND 17 99,481 0 0
CVR ENERGY INC COM 12662P108 201 4,163 SH   DFND 21 4,163 0 0
CVR REFNG LP COMUNIT REP LT 12663P107 470 18,810 SH   DFND 17 18,810 0 0
CVS CAREMARK CORPORATION COM 126650100 10,920 144,889 SH   DFND 17 144,889 0 0
CVS CAREMARK CORPORATION COM 126650100 131,689 1,747,237 SH   DFND 21 1,149,583 0 597,654
CVS CAREMARK CORPORATION COM 126650100 2,943 39,052 SH   DFND 23 39,052 0 0
CYS INVTS INC COM 12673A108 2,159 239,310 SH   DFND 17 239,310 0 0
CA INC COM 12673P105 260,298 9,056,985 SH   DFND 3 7,701,635 0 1,355,350
CA INC COM 12673P105 65,127 2,266,065 SH   DFND 17 2,265,862 0 203
CA INC COM 12673P105 28,620 995,821 SH   DFND 21 833,503 0 162,318
CA INC COM 12673P105 779 27,101 SH   DFND 23 27,101 0 0
CA INC COM 12673P105 40 1,400 SH   DFND 24 1,400 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 339 19,235 SH   DFND 21 18,855 0 380
CABOT CORP COM 127055101 114,901 1,981,391 SH   DFND 3 1,960,691 0 20,700
CABOT CORP COM 127055101 3,873 66,783 SH   DFND 21 34,224 0 32,559
CABOT CORP COM 127055101 231 3,980 SH   DFND 23 3,980 0 0
CABOT OIL & GAS CORP COM 127097103 8,798 257,690 SH   DFND 17 218,290 0 39,400
CABOT OIL & GAS CORP COM 127097103 492 14,421 SH   DFND 21 13,701 0 720
CABOT OIL & GAS CORP COM 127097103 1,161 34,000 SH   DFND 24 34,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 445 9,957 SH   DFND 21 9,957 0 0
CACI INTL INC CL A 127190304 2,120 30,200 SH   DFND 21 27,395 0 2,805
CADENCE DESIGN SYSTEM INC COM 127387108 9,403 537,644 SH   DFND 17 389,268 0 148,376
CADENCE DESIGN SYSTEM INC COM 127387108 6,198 354,366 SH   DFND 21 266,566 0 87,800
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 698 300,000 PRN   DFND 4 300,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 87,822 1,181,678 SH   DFND 3 1,165,078 0 16,600
CAL MAINE FOODS INC COM NEW 128030202 9,481 127,575 SH   DFND 17 117,495 0 10,080
CAL MAINE FOODS INC COM NEW 128030202 409 5,508 SH   DFND 21 5,508 0 0
CAL MAINE FOODS INC COM NEW 128030202 4,076 54,845 SH   DFND 24 54,845 0 0
CALAMP CORP COM 128126109 5,499 253,856 SH   DFND 17 219,902 0 33,954
CALLIDUS SOFTWARE INC COM 13123E500 2,986 250,114 SH   DFND 17 250,114 0 0
CALLON PETE CO DEL COM 13123X102 925 79,360 SH   DFND 17 65,460 0 13,900
CALPINE CORP COM NEW 131347304 266 11,168 SH   DFND 21 10,338 0 830
CAMBREX CORP COM 132011107 3,493 168,747 SH   DFND 17 168,747 0 0
CAMBREX CORP COM 132011107 14 674 SH   DFND 21 674 0 0
CAMDEN PPTY TR SH BEN INT 133131102 9 131 SH   DFND 17 131 0 0
CAMDEN PPTY TR SH BEN INT 133131102 432 6,070 SH   DFND 21 6,070 0 0
CAMECO CORP COM 13321L108 14,800 754,709 SH   DFND 4 754,709 0 0
CAMECO CORP COM 13321L108 16,097 820,845 SH   DFND 21 820,000 0 845
CAMERON INTERNATIONAL CORP COM 13342B105 106 1,560 SH   DFND 17 1,560 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 461 6,814 SH   DFND 21 6,360 0 454
CAMPBELL SOUP CO COM 134429109 580 12,670 SH   DFND 21 12,320 0 350
CAMPBELL SOUP CO COM 134429109 1,198 26,158 SH   DFND 23 26,158 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 10,930 120,135 SH   DFND 21 73,292 0 46,843
CANADIAN NATL RY CO COM 136375102 613 9,430 SH   DFND 17 9,430 0 0
CANADIAN NATL RY CO COM 136375102 1,424 21,903 SH   DFND 21 20,930 0 973
CANADIAN NAT RES LTD COM 136385101 1,015 22,111 SH   DFND 17 22,111 0 0
CANADIAN NAT RES LTD COM 136385101 37,085 807,771 SH   DFND 21 375,560 0 432,211
CANADIAN PAC RY LTD COM 13645T100 594 3,279 SH   DFND 21 3,010 0 269
CANADIAN SOLAR INC COM 136635109 2,717 86,910 SH   DFND 17 86,910 0 0
CANTEL MEDICAL CORP COM 138098108 232 6,343 SH   DFND 21 6,343 0 0
CAPITAL ONE FINL CORP COM 14040H105 19,494 236,000 SH   DFND 3 236,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 39,592 479,320 SH   DFND 17 473,843 0 5,477
CAPITAL ONE FINL CORP COM 14040H105 68,576 830,218 SH   DFND 21 655,342 0 174,876
CAPITAL ONE FINL CORP COM 14040H105 2,720 32,926 SH   DFND 23 32,926 0 0
CAPITAL SR LIVING CORP COM 140475104 7,020 294,443 SH   DFND 17 257,453 0 36,990
CAPITAL SOUTHWEST CORP COM 140501107 416 11,548 SH   DFND 21 11,548 0 0
CAPITOL FED FINL INC COM 14057J101 2,449 201,390 SH   DFND 17 201,390 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 3,373 256,517 SH   DFND 21 256,517 0 0
CARBO CERAMICS INC COM 140781105 88 573 SH   DFND 21 573 0 0
CARDINAL HEALTH INC COM 14149Y108 7,576 110,500 SH   DFND 3 110,500 0 0
CARDINAL HEALTH INC COM 14149Y108 18,055 263,348 SH   DFND 17 216,912 0 46,436
CARDINAL HEALTH INC COM 14149Y108 14,387 209,852 SH   DFND 21 102,413 0 107,439
CARDIOME PHARMA CORP COM NO PAR 14159U301 157 20,000 SH   DFND 24 20,000 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 6,921 222,110 SH   DFND 17 187,392 0 34,718
CARE COM INC COM 141633107 3,218 254,210 SH   DFND 17 104,005 0 150,205
CAREFUSION CORP COM 14170T101 387 8,719 SH   DFND 21 8,312 0 407
CARLISLE COS INC COM 142339100 411 4,748 SH   DFND 23 4,748 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 9,366 275,800 SH   DFND 3 275,800 0 0
CARMAX INC COM 143130102 312 5,991 SH   DFND 21 5,651 0 340
CARMIKE CINEMAS INC COM 143436400 8,696 247,526 SH   DFND 17 216,359 0 31,167
CARNIVAL CORP PAIRED CTF 143658300 724 19,237 SH   DFND 21 18,415 0 822
CARRIAGE SVCS INC COM 143905107 5,026 293,427 SH   DFND 17 243,669 0 49,758
CARRIZO OIL & GAS INC COM 144577103 13,922 201,010 SH   DFND 17 158,925 0 42,085
CARRIZO OIL & GAS INC COM 144577103 7,009 101,205 SH   DFND 21 75,867 0 25,338
CASCADE MICROTECH INC COM 147322101 2,168 158,896 SH   DFND 17 112,842 0 46,054
CASEYS GEN STORES INC COM 147528103 50,118 713,021 SH   DFND 3 705,811 0 7,210
CASEYS GEN STORES INC COM 147528103 112 1,599 SH   DFND 21 1,599 0 0
CASH AMER INTL INC COM 14754D100 88,693 1,996,240 SH   DFND 3 1,973,240 0 23,000
CASH AMER INTL INC COM 14754D100 318 7,160 SH   DFND 21 7,160 0 0
CATAMARAN CORP COM 148887102 160 3,628 SH   DFND 21 3,628 0 0
CATERPILLAR INC DEL COM 149123101 9,065 83,419 SH   DFND 4 83,419 0 0
CATERPILLAR INC DEL COM 149123101 47,111 433,526 SH   DFND 17 379,556 0 53,970
CATERPILLAR INC DEL COM 149123101 4,372 40,232 SH   DFND 21 39,418 0 814
CATERPILLAR INC DEL COM 149123101 166 1,530 SH   DFND 23 1,530 0 0
CATERPILLAR INC DEL COM 149123101 73 675 SH   DFND 24 675 0 0
CATHAY GEN BANCORP COM 149150104 9,831 384,605 SH   DFND 17 283,420 0 101,185
CATHAY GEN BANCORP COM 149150104 6,303 246,585 SH   DFND 21 181,768 0 64,817
CATO CORP NEW CL A 149205106 311 10,073 SH   DFND 21 10,073 0 0
CBEYOND INC COM 149847105 269 27,018 SH   DFND 21 27,018 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,678 88,432 SH   DFND 17 77,457 0 10,975
CEDAR REALTY TRUST INC COM NEW 150602209 662 105,850 SH   DFND 17 105,850 0 0
CELADON GROUP INC COM 150838100 4,680 219,489 SH   DFND 17 191,647 0 27,842
CELANESE CORP DEL COM SER A 150870103 241 3,746 SH   DFND 21 3,516 0 230
CELGENE CORP COM 151020104 108,892 1,267,957 SH   DFND 17 889,179 0 378,778
CELGENE CORP COM 151020104 3,487 40,600 SH   DFND 20 40,600 0 0
CELGENE CORP COM 151020104 93,896 1,093,336 SH   DFND 21 992,492 0 100,844
CELGENE CORP COM 151020104 7,334 85,400 SH   DFND 24 85,400 0 0
CELLULAR DYNAMICS INTL INC COM 15117V109 4,622 317,240 SH   DFND 17 0 0 317,240
CELLULAR DYNAMICS INTL INC COM 15117V109 721 49,500 SH   DFND 24 49,500 0 0
CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 15,780 1,871,827 SH   DFND 4 1,871,827 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 589 44,500 SH   DFND 17 44,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 192 14,513 SH   DFND 21 14,513 0 0
CEMPRA INC COM 15130J109 890 82,918 SH   DFND 17 59,730 0 23,188
CENTENE CORP DEL COM 15135B101 6,500 85,962 SH   DFND 17 85,962 0 0
CENOVUS ENERGY INC COM 15135U109 661 20,425 SH   DFND 21 19,188 0 1,237
CENTERPOINT ENERGY INC COM 15189T107 470 18,415 SH   DFND 17 18,415 0 0
CENTERPOINT ENERGY INC COM 15189T107 250 9,773 SH   DFND 21 9,069 0 704
CENTRAL FD CDA LTD CL A 153501101 52,059 3,580,400 SH   DFND 3 3,580,400 0 0
CENTURYLINK INC COM 156700106 40,121 1,108,315 SH   DFND 4 1,108,315 0 0
CENTURYLINK INC COM 156700106 2,759 76,203 SH   DFND 17 75,839 0 364
CENTURYLINK INC COM 156700106 49,461 1,366,331 SH   DFND 21 955,217 0 411,114
CENTURYLINK INC COM 156700106 1,127 31,141 SH   DFND 23 31,141 0 0
CERNER CORP COM 156782104 4,640 89,950 SH   DFND 17 66,335 0 23,615
CERNER CORP COM 156782104 351 6,805 SH   DFND 21 6,273 0 532
CHARLES RIV LABS INTL INC COM 159864107 625 11,670 SH   DFND 17 800 0 10,870
CHARLES RIV LABS INTL INC COM 159864107 291 5,428 SH   DFND 21 5,428 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 302 1,906 SH   DFND 21 1,734 0 172
CHEESECAKE FACTORY INC COM 163072101 8,886 191,422 SH   DFND 17 145,695 0 45,727
CHEESECAKE FACTORY INC COM 163072101 4,889 105,315 SH   DFND 21 79,511 0 25,804
CHEMED CORP NEW COM 16359R103 23 249 SH   DFND 17 249 0 0
CHEMED CORP NEW COM 16359R103 2,040 21,764 SH   DFND 21 15,215 0 6,549
CHEMICAL FINL CORP COM 163731102 82 2,911 SH   DFND 21 2,911 0 0
CHEMTURA CORP COM NEW 163893209 7,785 297,934 SH   DFND 17 223,851 0 74,083
CHEMTURA CORP COM NEW 163893209 4,753 181,906 SH   DFND 21 134,816 0 47,090
CHENIERE ENERGY INC COM NEW 16411R208 18,931 264,025 SH   DFND 4 224,207 0 39,818
CHENIERE ENERGY INC COM NEW 16411R208 526 7,342 SH   DFND 21 7,342 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 24,370 981,076 SH   DFND 4 961,757 0 19,319
CHESAPEAKE ENERGY CORP COM 165167107 590 18,978 SH   DFND 3 18,978 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,255 41,493 SH   DFND 17 41,172 0 321
CHESAPEAKE ENERGY CORP COM 165167107 16,498 530,837 SH   DFND 21 460,480 0 70,357
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1,598 1,500,000 PRN   DFND 4 1,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 3,896 3,620,000 PRN   DFND 4 3,620,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 41 573 SH   DFND 17 573 0 0
CHESAPEAKE UTILS CORP COM 165303108 834 11,688 SH   DFND 21 2,544 0 9,144
CHEVRON CORP NEW COM 166764100 322,123 2,467,428 SH   DFND 3 2,120,828 0 346,600
CHEVRON CORP NEW COM 166764100 114 875 SH   DFND 4 875 0 0
CHEVRON CORP NEW COM 166764100 196 1,500 SH Call DFND 4 1,500 0 0
CHEVRON CORP NEW COM 166764100 627 4,800 SH Put DFND 4 4,800 0 0
CHEVRON CORP NEW COM 166764100 96,610 740,023 SH   DFND 17 738,816 0 1,207
CHEVRON CORP NEW COM 166764100 136,018 1,041,888 SH   DFND 21 634,020 0 407,868
CHEVRON CORP NEW COM 166764100 5,756 44,087 SH   DFND 23 44,087 0 0
CHEVRON CORP NEW COM 166764100 2,245 17,200 SH   DFND 24 17,200 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 341 5,000 SH   DFND 4 5,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 109 1,601 SH   DFND 21 1,601 0 0
CHIMERA INVT CORP COM 16934Q109 65 20,400 SH   DFND 17 20,400 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,580 32,500 SH   DFND 3 32,500 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 34,006 699,568 SH   DFND 17 699,568 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,164 126,800 SH   DFND 21 126,800 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,901 20,000 SH   DFND 3 20,000 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 39,156 412,038 SH   DFND 17 412,038 0 0
CHINDEX INTERNATIONAL INC COM 169467107 1,168 49,290 SH   DFND 21 49,290 0 0
CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 434 126,104 SH   DFND 21 126,104 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9,144 15,433 SH   DFND 17 11,793 0 3,640
CHIPOTLE MEXICAN GRILL INC COM 169656105 631 1,065 SH   DFND 21 1,026 0 39
CHUBB CORP COM 171232101 8,249 89,500 SH   DFND 3 89,500 0 0
CHUBB CORP COM 171232101 72 778 SH   DFND 17 622 0 156
CHUBB CORP COM 171232101 6,137 66,580 SH   DFND 21 39,657 0 26,923
CHURCH & DWIGHT INC COM 171340102 725 10,364 SH   DFND 21 10,121 0 243
CIMAREX ENERGY CO COM 171798101 445 3,100 SH   DFND 21 2,970 0 130
CINCINNATI FINL CORP COM 172062101 2,516 52,370 SH   DFND 17 52,370 0 0
CINCINNATI FINL CORP COM 172062101 30,046 625,440 SH   DFND 21 589,323 0 36,117
CINEMARK HOLDINGS INC COM 17243V102 105,390 2,980,500 SH   DFND 3 2,946,700 0 33,800
CINEMARK HOLDINGS INC COM 17243V102 15 420 SH   DFND 17 420 0 0
CINEMARK HOLDINGS INC COM 17243V102 665 18,799 SH   DFND 21 0 0 18,799
CINEMARK HOLDINGS INC COM 17243V102 1,019 28,832 SH   DFND 23 28,832 0 0
CISCO SYS INC COM 17275R102 289,345 11,643,676 SH   DFND 3 9,703,576 0 1,940,100
CISCO SYS INC COM 17275R102 58,667 2,360,843 SH   DFND 4 2,360,843 0 0
CISCO SYS INC COM 17275R102 122,323 4,922,464 SH   DFND 17 4,188,387 0 734,077
CISCO SYS INC COM 17275R102 105,769 4,256,298 SH   DFND 21 2,553,800 0 1,702,498
CISCO SYS INC COM 17275R102 4,088 164,503 SH   DFND 23 164,503 0 0
CINTAS CORP COM 172908105 2,671 42,040 SH   DFND 17 42,040 0 0
CINTAS CORP COM 172908105 41,939 660,040 SH   DFND 21 528,813 0 131,227
CINTAS CORP COM 172908105 1,684 26,510 SH   DFND 23 26,510 0 0
CINTAS CORP COM 172908105 57 900 SH   DFND 24 900 0 0
CITIGROUP INC COM NEW 172967424 310,436 6,591,000 SH   DFND 3 5,633,500 0 957,500
CITIGROUP INC COM NEW 172967424 86,528 1,837,113 SH   DFND 4 1,824,902 0 12,211
CITIGROUP INC COM NEW 172967424 130,150 2,763,267 SH   DFND 17 2,743,105 0 20,162
CITIGROUP INC COM NEW 172967424 1,620 34,400 SH   DFND 20 34,400 0 0
CITIGROUP INC COM NEW 172967424 172,791 3,668,594 SH   DFND 21 3,066,866 0 601,728
CITIGROUP INC COM NEW 172967424 2,670 56,698 SH   DFND 23 56,698 0 0
CITIGROUP INC COM NEW 172967424 466 9,900 SH   DFND 24 9,900 0 0
CITRIX SYS INC COM 177376100 1,390 22,230 SH   DFND 17 22,230 0 0
CITRIX SYS INC COM 177376100 226 3,614 SH   DFND 21 3,270 0 344
CLEARWATER PAPER CORP COM 18538R103 993 16,083 SH   DFND 21 8,327 0 7,756
CLIFFS NAT RES INC COM 18683K101 7,154 475,320 SH   DFND 21 475,070 0 250
CLOROX CO DEL COM 189054109 974 10,657 SH   DFND 17 10,575 0 82
CLOROX CO DEL COM 189054109 1,234 13,501 SH   DFND 21 13,274 0 227
CLOVIS ONCOLOGY INC COM 189464100 1,487 35,905 SH   DFND 17 25,225 0 10,680
COACH INC COM 189754104 269 7,878 SH   DFND 21 7,518 0 360
COBALT INTL ENERGY INC COM 19075F106 439 23,920 SH   DFND 17 23,920 0 0
COBALT INTL ENERGY INC COM 19075F106 137 7,473 SH   DFND 21 7,473 0 0
COBALT INTL ENERGY INC COM 19075F106 499 27,200 SH   DFND 24 27,200 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,663 1,800,000 PRN   DFND 4 1,800,000 0 0
COCA COLA CO COM 191216100 4,879 115,171 SH   DFND 4 115,171 0 0
COCA COLA CO COM 191216100 8 200 SH Call DFND 4 200 0 0
COCA COLA CO COM 191216100 47 1,100 SH Put DFND 4 1,100 0 0
COCA COLA CO COM 191216100 178,828 4,221,627 SH   DFND 17 1,813,153 0 2,408,474
COCA COLA CO COM 191216100 20,743 489,679 SH   DFND 21 413,036 0 76,643
COCA COLA CO COM 191216100 2,050 48,406 SH   DFND 23 48,406 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 8,017 167,800 SH   DFND 3 167,800 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 964 20,183 SH   DFND 17 20,035 0 148
COCA COLA ENTERPRISES INC NE COM 19122T109 8,267 173,022 SH   DFND 21 63,916 0 109,106
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 187 1,648 SH   DFND 17 1,648 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 1,331 11,714 SH   DFND 21 11,714 0 0
COGENT COMM GROUP INC COM NEW 19239V302 2,519 72,905 SH   DFND 17 31,639 0 41,266
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EAGLE MATERIALS INC COM 26969P108 6,315 66,977 SH   DFND 17 66,977 0 0
EAGLE MATERIALS INC COM 26969P108 849 9,000 SH   DFND 24 9,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,763 123,044 SH   DFND 17 86,324 0 36,720
EAST WEST BANCORP INC COM 27579R104 308 8,814 SH   DFND 21 8,814 0 0
EASTMAN CHEM CO COM 277432100 8,523 97,574 SH   DFND 3 97,574 0 0
EASTMAN CHEM CO COM 277432100 442 5,061 SH   DFND 17 4,965 0 96
EASTMAN CHEM CO COM 277432100 6,610 75,667 SH   DFND 21 27,216 0 48,451
EASTMAN CHEM CO COM 277432100 1,306 14,956 SH   DFND 23 14,956 0 0
EATON VANCE CORP COM NON VTG 278265103 59 1,550 SH   DFND 21 1,550 0 0
EBAY INC COM 278642103 39,406 787,181 SH   DFND 17 777,451 0 9,730
EBAY INC COM 278642103 5,920 118,258 SH   DFND 21 116,634 0 1,624
ECHOSTAR CORP CL A 278768106 10,048 189,799 SH   DFND 17 142,813 0 46,986
ECHOSTAR CORP CL A 278768106 6,263 118,308 SH   DFND 21 86,552 0 31,756
ECOLAB INC COM 278865100 27,476 246,780 SH   DFND 17 185,405 0 61,375
ECOLAB INC COM 278865100 5,875 52,766 SH   DFND 21 43,947 0 8,819
ECOLAB INC COM 278865100 2,523 22,660 SH   DFND 24 22,660 0 0
ECOPETROL S A SPONSORED ADS 279158109 699 19,396 SH   DFND 21 19,396 0 0
EDISON INTL COM 281020107 5,127 88,226 SH   DFND 17 88,226 0 0
EDISON INTL COM 281020107 15,427 265,483 SH   DFND 21 109,327 0 156,156
EDWARDS LIFESCIENCES CORP COM 28176E108 887 10,339 SH   DFND 17 10,272 0 67
EDWARDS LIFESCIENCES CORP COM 28176E108 354 4,119 SH   DFND 21 3,919 0 200
EHEALTH INC COM 28238P109 5,310 139,860 SH   DFND 17 139,860 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 263 16,400 SH   DFND 21 16,400 0 0
8X8 INC NEW COM 282914100 6,623 819,666 SH   DFND 17 753,717 0 65,949
8X8 INC NEW COM 282914100 6,063 750,431 SH   DFND 20 750,431 0 0
EL PASO ELEC CO COM NEW 283677854 57,248 1,423,719 SH   DFND 3 1,394,919 0 28,800
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 8,358 230,700 SH   DFND 3 230,700 0 0
ELDORADO GOLD CORP NEW COM 284902103 442 57,804 SH   DFND 21 56,804 0 1,000
ELECTRONIC ARTS INC COM 285512109 209 5,835 SH   DFND 21 5,265 0 570
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 1,396 1,100,000 PRN   DFND 4 1,100,000 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 13,985 309,394 SH   DFND 17 237,902 0 71,492
ELECTRONICS FOR IMAGING INC COM 286082102 11,386 251,898 SH   DFND 21 188,974 0 62,924
ELIZABETH ARDEN INC COM 28660G106 450 21,000 SH   DFND 4 21,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 430 19,148 SH   DFND 21 19,148 0 0
EMERSON ELEC CO COM 291011104 1,875 28,256 SH   DFND 21 27,330 0 926
EMERALD OIL INC COM NEW 29101U209 4,788 625,873 SH   DFND 17 530,207 0 95,666
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 2,794 26,410 SH   DFND 17 21,530 0 4,880
EMPIRE DIST ELEC CO COM 291641108 483 18,800 SH   DFND 21 18,800 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 449 9,939 SH   DFND 21 9,939 0 0
ENCANA CORP COM 292505104 7,808 329,300 SH   DFND 3 329,300 0 0
ENCANA CORP COM 292505104 519 21,903 SH   DFND 21 20,643 0 1,260
ENBRIDGE INC COM 29250N105 569 11,980 SH   DFND 17 11,980 0 0
ENBRIDGE INC COM 29250N105 1,846 38,895 SH   DFND 21 37,779 0 1,116
ENANTA PHARMACEUTICALS INC COM 29251M106 2,008 46,615 SH   DFND 17 38,045 0 8,570
ENCORE CAP GROUP INC COM 292554102 2,965 65,285 SH   DFND 21 41,522 0 23,763
ENCORE WIRE CORP COM 292562105 225 4,580 SH   DFND 17 1,800 0 2,780
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 839 350,000 PRN   DFND 4 350,000 0 0
ENERGEN CORP COM 29265N108 154 1,734 SH   DFND 21 1,734 0 0
ENERGIZER HLDGS INC COM 29266R108 8,225 67,400 SH   DFND 3 67,400 0 0
ENERGIZER HLDGS INC COM 29266R108 524 4,295 SH   DFND 17 4,295 0 0
ENERGIZER HLDGS INC COM 29266R108 133 1,090 SH   DFND 21 990 0 100
ENDOLOGIX INC COM 29266S106 3,851 253,213 SH   DFND 17 253,213 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 22,751 386,000 SH   DFND 4 386,000 0 0
ENERSYS COM 29275Y102 6,050 87,944 SH   DFND 17 87,944 0 0
ENERSYS COM 29275Y102 43,494 632,268 SH   DFND 21 464,916 0 167,352
ENERSYS COM 29275Y102 1,095 15,918 SH   DFND 23 15,918 0 0
ENERPLUS CORP COM 292766102 752 29,871 SH   DFND 21 29,871 0 0
ENGILITY HLDGS INC COM 29285W104 994 25,970 SH   DFND 17 25,970 0 0
ENGILITY HLDGS INC COM 29285W104 93 2,437 SH   DFND 21 2,401 0 36
ENNIS INC COM 293389102 18,187 1,191,785 SH   DFND 3 1,129,285 0 62,500
ENNIS INC COM 293389102 1,343 87,980 SH   DFND 17 87,980 0 0
ENNIS INC COM 293389102 152 9,958 SH   DFND 21 9,958 0 0
ENSIGN GROUP INC COM 29358P101 14,726 473,805 SH   DFND 3 473,805 0 0
ENSIGN GROUP INC COM 29358P101 5 176 SH   DFND 17 176 0 0
ENSIGN GROUP INC COM 29358P101 52 1,659 SH   DFND 21 0 0 1,659
ENTEGRIS INC COM 29362U104 810 58,940 SH   DFND 17 58,940 0 0
ENTERGY CORP NEW COM 29364G103 8,308 101,200 SH   DFND 3 101,200 0 0
ENTERGY CORP NEW COM 29364G103 5,723 69,721 SH   DFND 17 1,551 0 68,170
ENTERGY CORP NEW COM 29364G103 5,264 64,124 SH   DFND 21 11,444 0 52,680
ENTERPRISE FINL SVCS CORP COM 293712105 11 629 SH   DFND 17 629 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 556 30,800 SH   DFND 21 7,141 0 23,659
ENTRAVISION COMMUNICATIONS C CL A 29382R107 5,654 909,077 SH   DFND 17 765,464 0 143,613
ENZO BIOCHEM INC COM 294100102 2,849 542,592 SH   DFND 17 383,185 0 159,407
EPLUS INC COM 294268107 4,588 78,826 SH   DFND 17 66,079 0 12,747
EPLUS INC COM 294268107 367 6,300 SH   DFND 21 6,300 0 0
EQUIFAX INC COM 294429105 337 4,643 SH   DFND 21 4,369 0 274
EQUINIX INC COM NEW 29444U502 1,975 9,400 SH   DFND 17 9,400 0 0
EQUINIX INC COM NEW 29444U502 189 899 SH   DFND 21 899 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 57,746 916,597 SH   DFND 4 890,413 0 26,184
EQUITY RESIDENTIAL SH BEN INT 29476L107 34 539 SH   DFND 17 539 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,368 132,824 SH   DFND 21 132,386 0 438
ERIE INDTY CO CL A 29530P102 248 3,300 SH   DFND 17 3,300 0 0
ESSEX PPTY TR INC COM 297178105 35,088 189,755 SH   DFND 4 180,683 0 9,072
ESSEX PPTY TR INC COM 297178105 214 1,160 SH   DFND 21 1,160 0 0
EURONET WORLDWIDE INC COM 298736109 11 230 SH   DFND 17 230 0 0
EURONET WORLDWIDE INC COM 298736109 1,084 22,467 SH   DFND 21 7,613 0 14,854
EURONET WORLDWIDE INC COM 298736109 124 2,580 SH   DFND 23 2,580 0 0
EVERBANK FINL CORP COM 29977G102 10,073 499,644 SH   DFND 17 378,583 0 121,061
EVERBANK FINL CORP COM 29977G102 5,876 291,469 SH   DFND 21 220,698 0 70,771
EVOLUTION PETROLEUM CORP COM 30049A107 2,055 187,675 SH   DFND 17 133,711 0 53,964
EXACT SCIENCES CORP COM 30063P105 2,305 135,333 SH   DFND 17 135,333 0 0
EXAR CORP COM 300645108 1,666 147,463 SH   DFND 17 147,463 0 0
EXAMWORKS GROUP INC COM 30066A105 8,472 267,003 SH   DFND 17 183,464 0 83,539
EXAMWORKS GROUP INC COM 30066A105 6,636 209,136 SH   DFND 21 154,667 0 54,469
EXELON CORP COM 30161N101 4,265 116,926 SH   DFND 17 19,196 0 97,730
EXELON CORP COM 30161N101 3,526 96,663 SH   DFND 21 45,536 0 51,127
EXELON CORP COM 30161N101 160 4,380 SH   DFND 23 4,380 0 0
EXELIXIS INC COM 30161Q104 407 120,000 SH   DFND 24 120,000 0 0
EXELIS INC COM 30162A108 340 20,025 SH   DFND 21 19,585 0 440
EXPEDIA INC DEL COM NEW 30212P303 159 2,021 SH   DFND 21 1,782 0 239
EXPEDITORS INTL WASH INC COM 302130109 359 8,125 SH   DFND 21 7,765 0 360
EXPRESS INC COM 30219E103 399 23,444 SH   DFND 21 23,444 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 592 8,542 SH   DFND 17 8,052 0 490
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,451 35,358 SH   DFND 21 32,391 0 2,967
EXTRA SPACE STORAGE INC COM 30225T102 2,525 47,425 SH   DFND 17 47,425 0 0
EXTERRAN HLDGS INC COM 30225X103 10,451 232,306 SH   DFND 17 200,252 0 32,054
EXTERRAN HLDGS INC COM 30225X103 389 8,651 SH   DFND 21 8,651 0 0
EXXON MOBIL CORP COM 30231G102 8,940 88,800 SH   DFND 3 88,800 0 0
EXXON MOBIL CORP COM 30231G102 317 3,150 SH   DFND 4 3,150 0 0
EXXON MOBIL CORP COM 30231G102 383 3,800 SH Call DFND 4 3,800 0 0
EXXON MOBIL CORP COM 30231G102 1,752 17,400 SH Put DFND 4 17,400 0 0
EXXON MOBIL CORP COM 30231G102 42,103 418,182 SH   DFND 17 414,158 0 4,024
EXXON MOBIL CORP COM 30231G102 258,459 2,567,135 SH   DFND 21 1,755,323 0 811,812
EXXON MOBIL CORP COM 30231G102 6,731 66,853 SH   DFND 23 66,853 0 0
EXXON MOBIL CORP COM 30231G102 40 400 SH   DFND 24 400 0 0
FLIR SYS INC COM 302445101 114 3,287 SH   DFND 21 3,287 0 0
F M C CORP COM NEW 302491303 170 2,389 SH   DFND 21 2,389 0 0
FMC TECHNOLOGIES INC COM 30249U101 446 7,298 SH   DFND 21 6,891 0 407
FMC TECHNOLOGIES INC COM 30249U101 592 9,700 SH   DFND 24 9,700 0 0
FACEBOOK INC CL A 30303M102 349,701 5,196,925 SH   DFND 17 4,003,935 0 1,192,990
FACEBOOK INC CL A 30303M102 29,674 440,986 SH   DFND 21 420,335 0 20,651
FAIR ISAAC CORP COM 303250104 108 1,700 SH   DFND 23 1,700 0 0
FAMILY DLR STORES INC COM 307000109 556 8,406 SH   DFND 21 8,171 0 235
FASTENAL CO COM 311900104 325 6,576 SH   DFND 21 6,028 0 548
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13 107 SH   DFND 17 107 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,809 14,961 SH   DFND 21 14,821 0 140
FEDERAL SIGNAL CORP COM 313855108 2,117 144,480 SH   DFND 17 144,480 0 0
FEDERAL SIGNAL CORP COM 313855108 431 29,436 SH   DFND 21 29,436 0 0
FEDERATED NATL HLDG CO COM 31422T101 5,657 221,837 SH   DFND 17 166,593 0 55,244
FEDEX CORP COM 31428X106 1,163 7,680 SH   DFND 17 7,680 0 0
FEDEX CORP COM 31428X106 5,950 39,303 SH   DFND 21 33,673 0 5,630
FELCOR LODGING TR INC COM 31430F101 2,797 266,110 SH   DFND 17 244,530 0 21,580
F5 NETWORKS INC COM 315616102 55,620 499,100 SH   DFND 17 379,525 0 119,575
F5 NETWORKS INC COM 315616102 4,008 35,968 SH   DFND 21 35,818 0 150
FIDELITY NATL INFORMATION SV COM 31620M106 9,793 178,899 SH   DFND 17 145,789 0 33,110
FIDELITY NATL INFORMATION SV COM 31620M106 18,152 331,600 SH   DFND 21 91,656 0 239,944
FIFTH THIRD BANCORP COM 316773100 287,959 13,487,531 SH   DFND 3 11,634,031 0 1,853,500
FIFTH THIRD BANCORP COM 316773100 84,717 3,968,004 SH   DFND 17 3,967,464 0 540
FIFTH THIRD BANCORP COM 316773100 62,790 2,940,991 SH   DFND 21 1,675,129 0 1,265,862
FIFTH THIRD BANCORP COM 316773100 1,966 92,081 SH   DFND 23 92,081 0 0
FINISAR CORP COM NEW 31787A507 3,478 176,112 SH   DFND 17 176,112 0 0
FINISAR CORP COM NEW 31787A507 338 17,092 SH   DFND 21 17,092 0 0
FINISH LINE INC CL A 317923100 1,753 58,943 SH   DFND 17 53,743 0 5,200
FINISH LINE INC CL A 317923100 370 12,452 SH   DFND 21 10,136 0 2,316
FIREEYE INC COM 31816Q101 2,009 49,545 SH   DFND 17 49,545 0 0
FIREEYE INC COM 31816Q101 94 2,329 SH   DFND 21 2,329 0 0
FIRST AMERN FINL CORP COM 31847R102 92,849 3,341,100 SH   DFND 3 3,301,100 0 40,000
FIRST AMERN FINL CORP COM 31847R102 1,517 54,591 SH   DFND 17 54,591 0 0
FIRST BANCORP N C COM 318910106 45 2,477 SH   DFND 21 2,477 0 0
FIRST FINL BANCORP OH COM 320209109 7,311 424,800 SH   DFND 3 424,800 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 7,188 117,837 SH   DFND 17 72,957 0 44,880
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 20,961 771,200 SH   DFND 3 731,500 0 39,700
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2,633 96,857 SH   DFND 17 82,487 0 14,370
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,778 65,418 SH   DFND 21 32,985 0 32,433
FIRST MERCHANTS CORP COM 320817109 15,928 753,458 SH   DFND 3 753,458 0 0
FIRST MERCHANTS CORP COM 320817109 3,490 165,108 SH   DFND 17 165,108 0 0
FIRST MERCHANTS CORP COM 320817109 1,629 77,052 SH   DFND 21 39,774 0 37,278
FIRST NBC BK HLDG CO COM 32115D106 4,068 121,398 SH   DFND 17 121,398 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 73,928 8,458,600 SH   DFND 3 8,362,800 0 95,800
FIRST NIAGARA FINL GP INC COM 33582V108 18,683 2,137,638 SH   DFND 4 2,137,638 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,359 155,475 SH   DFND 17 155,475 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,379 206,935 SH   DFND 17 171,450 0 35,485
FIRST REP BK SAN FRANCISCO C COM 33616C100 100 1,822 SH   DFND 21 1,822 0 0
FIRST SOLAR INC COM 336433107 400 5,633 SH   DFND 21 5,493 0 140
FISERV INC COM 337738108 29,726 492,799 SH   DFND 17 389,834 0 102,965
FISERV INC COM 337738108 11,241 186,361 SH   DFND 21 35,740 0 150,621
FIRSTMERIT CORP COM 337915102 87,684 4,439,678 SH   DFND 3 4,391,178 0 48,500
FIRSTENERGY CORP COM 337932107 341 9,821 SH   DFND 21 9,131 0 690
FIVE PRIME THERAPEUTICS INC COM 33830X104 550 35,400 SH   DFND 17 0 0 35,400
FIVE STAR QUALITY CARE INC COM 33832D106 4,144 827,050 SH   DFND 17 708,207 0 118,843
FIVE STAR QUALITY CARE INC COM 33832D106 77 15,318 SH   DFND 21 15,318 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 7,401 56,151 SH   DFND 17 56,151 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 229 1,736 SH   DFND 21 1,736 0 0
FLUOR CORP NEW COM 343412102 75,660 983,870 SH   DFND 17 69 0 983,801
FLUOR CORP NEW COM 343412102 231 3,002 SH   DFND 21 2,689 0 313
FLOWERS FOODS INC COM 343498101 2,962 140,510 SH   DFND 17 140,510 0 0
FLOWERS FOODS INC COM 343498101 3,506 166,321 SH   DFND 24 166,321 0 0
FLOWSERVE CORP COM 34354P105 3,193 42,939 SH   DFND 17 42,939 0 0
FLOWSERVE CORP COM 34354P105 7,413 99,700 SH   DFND 20 99,700 0 0
FLOWSERVE CORP COM 34354P105 132,076 1,776,404 SH   DFND 21 1,684,385 0 92,019
FLOWSERVE CORP COM 34354P105 9,115 122,600 SH   DFND 24 122,600 0 0
FLUIDIGM CORP DEL COM 34385P108 3,478 118,292 SH   DFND 17 118,292 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 256 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 25,938 276,972 SH   DFND 21 265,025 0 11,947
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,294 24,500 SH   DFND 24 24,500 0 0
FOOT LOCKER INC COM 344849104 76,113 1,500,657 SH   DFND 4 1,500,657 0 0
FOOT LOCKER INC COM 344849104 1,087 21,430 SH   DFND 17 21,430 0 0
FOOT LOCKER INC COM 344849104 23,276 458,902 SH   DFND 21 299,432 0 159,470
FOOT LOCKER INC COM 344849104 1,662 32,777 SH   DFND 23 32,777 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 603,541 35,008,200 SH   DFND 3 29,525,800 0 5,482,400
FORD MTR CO DEL COM PAR $0.01 345370860 254,062 14,736,794 SH   DFND 17 8,645,285 0 6,091,509
FORD MTR CO DEL COM PAR $0.01 345370860 19,540 1,133,427 SH   DFND 21 956,645 0 176,782
FORD MTR CO DEL COM PAR $0.01 345370860 929 53,870 SH   DFND 23 53,870 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 1,202 600,000 PRN   DFND 4 600,000 0 0
FORMFACTOR INC COM 346375108 5,897 708,760 SH   DFND 17 615,490 0 93,270
FORTRESS INVESTMENT GROUP LL CL A 34958B106 2,685 360,910 SH   DFND 17 131,867 0 229,043
FORTRESS INVESTMENT GROUP LL CL A 34958B106 3,407 457,919 SH   DFND 21 457,919 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 28,638 717,202 SH   DFND 17 497,548 0 219,654
FORTUNE BRANDS HOME & SEC IN COM 34964C106 16,391 410,484 SH   DFND 21 372,588 0 37,896
FORWARD AIR CORP COM 349853101 3,035 63,425 SH   DFND 17 63,425 0 0
FOSSIL GROUP INC COM 34988V106 98 942 SH   DFND 21 792 0 150
FOSTER L B CO COM 350060109 232 4,294 SH   DFND 21 4,294 0 0
FRANCO NEVADA CORP COM 351858105 1,674 29,194 SH   DFND 21 29,194 0 0
FRANKLIN ELEC INC COM 353514102 6,799 168,582 SH   DFND 17 168,582 0 0
FRANKLIN RES INC COM 354613101 4,415 76,335 SH   DFND 17 72,135 0 4,200
FRANKLIN RES INC COM 354613101 641 11,089 SH   DFND 21 10,273 0 816
FRANKLIN STREET PPTYS CORP COM 35471R106 43,468 3,455,300 SH   DFND 3 3,376,400 0 78,900
FRANKLIN STREET PPTYS CORP COM 35471R106 1,333 105,994 SH   DFND 17 105,994 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 56,111 1,537,300 SH   DFND 3 1,537,300 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 39,919 1,093,659 SH   DFND 17 98,001 0 995,658
FREEPORT-MCMORAN COPPER & GO COM 35671D857 41,569 1,138,888 SH   DFND 21 1,125,036 0 13,852
FREEPORT-MCMORAN COPPER & GO COM 35671D857 177 4,840 SH   DFND 23 4,840 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 243 6,660 SH   DFND 24 6,660 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 509 87,110 SH   DFND 17 87,110 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 8,376 1,434,218 SH   DFND 21 1,171,161 0 263,057
FULTON FINL CORP PA COM 360271100 90,040 7,267,131 SH   DFND 3 7,182,704 0 84,427
FULTON FINL CORP PA COM 360271100 20 1,648 SH   DFND 17 1,648 0 0
FULTON FINL CORP PA COM 360271100 499 40,292 SH   DFND 21 0 0 40,292
FURMANITE CORPORATION COM 361086101 460 39,500 SH   DFND 17 39,500 0 0
FUTUREFUEL CORPORATION COM 36116M106 804 48,469 SH   DFND 21 48,469 0 0
G & K SVCS INC CL A 361268105 1,600 30,730 SH   DFND 21 20,566 0 10,164
GATX CORP COM 361448103 90,229 1,347,911 SH   DFND 3 1,332,965 0 14,946
GATX CORP COM 361448103 1,950 29,132 SH   DFND 17 29,132 0 0
GATX CORP COM 361448103 41,675 622,575 SH   DFND 21 424,270 0 198,305
GNC HLDGS INC COM CL A 36191G107 14 407 SH   DFND 17 407 0 0
GNC HLDGS INC COM CL A 36191G107 965 28,294 SH   DFND 21 471 0 27,823
GT ADVANCED TECHNOLOGIES INC COM 36191U106 11,343 609,865 SH   DFND 17 506,093 0 103,772
GT ADVANCED TECHNOLOGIES INC COM 36191U106 4,595 247,028 SH   DFND 21 187,475 0 59,553
GP STRATEGIES CORP COM 36225V104 5,187 200,434 SH   DFND 17 170,016 0 30,418
GTT COMMUNICATIONS INC COM 362393100 1,788 175,170 SH   DFND 17 123,429 0 51,741
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,924 139,285 SH   DFND 17 120,091 0 19,194
GALLAGHER ARTHUR J & CO COM 363576109 4,373 93,846 SH   DFND 17 38,291 0 55,555
GALLAGHER ARTHUR J & CO COM 363576109 6,236 133,821 SH   DFND 21 101,475 0 32,346
GAMING & LEISURE PPTYS INC COM 36467J108 19,441 572,300 SH   DFND 4 572,300 0 0
GAMESTOP CORP NEW CL A 36467W109 37 913 SH   DFND 17 913 0 0
GAMESTOP CORP NEW CL A 36467W109 26,831 662,992 SH   DFND 21 352,623 0 310,369
GANNETT INC COM 364730101 8,466 270,400 SH   DFND 3 270,400 0 0
GANNETT INC COM 364730101 8 241 SH   DFND 17 97 0 144
GANNETT INC COM 364730101 1,796 57,366 SH   DFND 21 56,946 0 420
GAP INC DEL COM 364760108 931 22,394 SH   DFND 3 22,394 0 0
GAP INC DEL COM 364760108 6,300 151,555 SH   DFND 17 151,389 0 166
GAP INC DEL COM 364760108 3,802 91,470 SH   DFND 21 74,911 0 16,559
GAP INC DEL COM 364760108 818 19,671 SH   DFND 23 19,671 0 0
GASTAR EXPL INC NEW COM 36729W202 8,399 964,258 SH   DFND 17 841,952 0 122,306
GENERAC HLDGS INC COM 368736104 71 1,463 SH   DFND 21 1,463 0 0
GENERAL DYNAMICS CORP COM 369550108 691 5,926 SH   DFND 21 5,448 0 478
GENERAL ELECTRIC CO COM 369604103 323,933 12,326,203 SH   DFND 3 10,560,603 0 1,765,600
GENERAL ELECTRIC CO COM 369604103 389 14,800 SH Call DFND 4 14,800 0 0
GENERAL ELECTRIC CO COM 369604103 63 2,400 SH Put DFND 4 2,400 0 0
GENERAL ELECTRIC CO COM 369604103 248,503 9,455,975 SH   DFND 17 5,717,189 0 3,738,786
GENERAL ELECTRIC CO COM 369604103 38,150 1,451,664 SH   DFND 20 1,451,664 0 0
GENERAL ELECTRIC CO COM 369604103 125,902 4,790,799 SH   DFND 21 3,945,658 0 845,141
GENERAL ELECTRIC CO COM 369604103 6,147 233,899 SH   DFND 23 233,899 0 0
GENERAL ELECTRIC CO COM 369604103 53 2,000 SH   DFND 24 2,000 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 18 747 SH   DFND 17 747 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 652 27,668 SH   DFND 21 26,885 0 783
GENERAL MLS INC COM 370334104 413 7,855 SH   DFND 17 7,465 0 390
GENERAL MLS INC COM 370334104 27,864 530,347 SH   DFND 21 224,978 0 305,369
GENERAL MTRS CO COM 37045V100 59,346 1,634,865 SH   DFND 4 1,634,865 0 0
GENERAL MTRS CO COM 37045V100 8,229 226,692 SH   DFND 17 144,746 0 81,946
GENERAL MTRS CO COM 37045V100 1,432 39,445 SH   DFND 21 37,484 0 1,961
GENESCO INC COM 371532102 2,282 27,789 SH   DFND 21 14,690 0 13,099
GENESCO INC COM 371532102 487 5,931 SH   DFND 23 5,931 0 0
GENESEE & WYO INC CL A 371559105 12,874 122,609 SH   DFND 17 87,060 0 35,549
GENESEE & WYO INC CL A 371559105 4,783 45,553 SH   DFND 21 33,482 0 12,071
GENUINE PARTS CO COM 372460105 581 6,622 SH   DFND 21 6,387 0 235
GENUINE PARTS CO COM 372460105 825 9,397 SH   DFND 23 9,397 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 249 16,537 SH   DFND 21 16,537 0 0
GENWORTH FINL INC COM CL A 37247D106 36,678 2,107,930 SH   DFND 4 2,107,930 0 0
GENWORTH FINL INC COM CL A 37247D106 4,767 273,994 SH   DFND 17 95,517 0 178,477
GENWORTH FINL INC COM CL A 37247D106 6,070 348,826 SH   DFND 21 263,314 0 85,512
GENTHERM INC COM 37253A103 12,737 286,536 SH   DFND 17 228,733 0 57,803
GENTHERM INC COM 37253A103 6,835 153,771 SH   DFND 21 119,634 0 34,137
GERDAU S A SPON ADR REP PFD 373737105 860 146,039 SH   DFND 21 127,079 0 18,960
GERON CORP COM 374163103 412 34,769 SH   DFND 17 34,769 0 0
GERON CORP COM 374163103 3,029 255,825 SH   DFND 21 208,633 0 47,192
GERON CORP COM 374163103 1,362 115,000 SH   DFND 24 115,000 0 0
GILEAD SCIENCES INC COM 375558103 272,214 3,283,244 SH   DFND 17 1,585,590 0 1,697,654
GILEAD SCIENCES INC COM 375558103 29,740 358,700 SH   DFND 20 358,700 0 0
GILEAD SCIENCES INC COM 375558103 102,940 1,241,590 SH   DFND 21 1,041,340 0 200,250
GILEAD SCIENCES INC COM 375558103 1,068 12,882 SH   DFND 23 12,882 0 0
GILEAD SCIENCES INC COM 375558103 7,711 93,000 SH   DFND 24 93,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 6,966 1,910,000 PRN   DFND 4 1,910,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,795 47,466 SH   DFND 21 25,059 0 22,407
GLATFELTER COM 377316104 739 27,850 SH   DFND 17 27,850 0 0
GLATFELTER COM 377316104 3,711 139,870 SH   DFND 21 118,900 0 20,970
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 320,142 5,986,200 SH   DFND 3 5,097,300 0 888,900
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 66,947 1,251,810 SH   DFND 17 1,251,810 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 10 1,093 SH   DFND 17 1,093 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 2,349 263,987 SH   DFND 21 145,525 0 118,462
GLOBAL PMTS INC COM 37940X102 173 2,380 SH   DFND 21 2,380 0 0
GLOBAL PARTNERS LP COM UNITS 37946R109 305 7,510 SH   DFND 17 170 0 7,340
GLOBUS MED INC CL A 379577208 13,769 575,616 SH   DFND 17 427,268 0 148,348
GLOBUS MED INC CL A 379577208 4,937 206,387 SH   DFND 21 156,313 0 50,074
GOLDCORP INC NEW COM 380956409 498 17,834 SH   DFND 17 17,834 0 0
GOLDCORP INC NEW COM 380956409 34,640 1,241,135 SH   DFND 21 1,239,826 0 1,309
GOLDCORP INC NEW COM 380956409 628 22,500 SH   DFND 24 22,500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,071 48,200 SH   DFND 3 48,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,197 72,842 SH   DFND 17 72,578 0 264
GOLDMAN SACHS GROUP INC COM 38141G104 67,955 405,849 SH   DFND 21 266,574 0 139,275
GOLDMAN SACHS GROUP INC COM 38141G104 2,774 16,570 SH   DFND 23 16,570 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 84 500 SH   DFND 24 500 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 8,528 307,000 SH   DFND 3 307,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,167 114,000 SH   DFND 17 51,810 0 62,190
GOODYEAR TIRE & RUBR CO COM 382550101 5,867 211,189 SH   DFND 21 164,396 0 46,793
GOOGLE INC CL A 38259P508 394,284 674,371 SH   DFND 17 465,137 0 209,234
GOOGLE INC CL A 38259P508 20,814 35,600 SH   DFND 20 35,600 0 0
GOOGLE INC CL A 38259P508 237,268 405,815 SH   DFND 21 330,200 0 75,615
GOOGLE INC CL A 38259P508 2,409 4,120 SH   DFND 23 4,120 0 0
GOOGLE INC CL A 38259P508 9,355 16,000 SH   DFND   16,000 0 0
GORDMANS STORES INC COM 38269P100 71 16,600 SH   DFND 21 16,600 0 0
GRAHAM HLDGS CO COM 384637104 2,593 3,611 SH   DFND 17 2,859 0 752
GRAHAM HLDGS CO COM 384637104 2,707 3,770 SH   DFND 21 3,320 0 450
GRAINGER W W INC COM 384802104 20,242 79,609 SH   DFND 20 79,609 0 0
GRAINGER W W INC COM 384802104 8,335 32,779 SH   DFND 21 29,181 0 3,598
GRAND CANYON ED INC COM 38526M106 2,598 56,508 SH   DFND 17 56,508 0 0
GRAND CANYON ED INC COM 38526M106 5,618 122,207 SH   DFND 21 83,770 0 38,437
GRAPHIC PACKAGING HLDG CO COM 388689101 250 21,380 SH   DFND 17 0 0 21,380
GRAPHIC PACKAGING HLDG CO COM 388689101 448 38,287 SH   DFND 21 38,287 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,089 93,060 SH   DFND 23 93,060 0 0
GREAT PLAINS ENERGY INC COM 391164100 88,093 3,278,500 SH   DFND 3 3,241,300 0 37,200
GREAT PLAINS ENERGY INC COM 391164100 18,284 680,456 SH   DFND 21 435,884 0 244,572
GREATBATCH INC COM 39153L106 3,330 67,873 SH   DFND 17 53,313 0 14,560
GREATBATCH INC COM 39153L106 449 9,159 SH   DFND 21 9,159 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 13,558 412,485 SH   DFND 17 412,485 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 210 6,397 SH   DFND 21 0 0 6,397
GREEN PLAINS RENEWABLE ENERG COM 393222104 8,087 246,037 SH   DFND 24 246,037 0 0
GREENBRIER COS INC COM 393657101 817 14,190 SH   DFND 17 3,730 0 10,460
GREENBRIER COS INC COM 393657101 651 11,300 SH   DFND 21 11,300 0 0
GREIF INC CL A 397624107 121 2,212 SH   DFND 21 2,212 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 95,312 1,130,497 SH   DFND 3 1,117,197 0 13,300
GROUP 1 AUTOMOTIVE INC COM 398905109 13,550 160,717 SH   DFND 21 149,060 0 11,657
GROUP 1 AUTOMOTIVE INC COM 398905109 803 9,526 SH   DFND 23 9,526 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 940 26,491 SH   DFND 17 26,491 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 23,648 666,510 SH   DFND 21 409,051 0 257,459
GROUPON INC COM CL A 399473107 43,062 6,504,895 SH   DFND 17 4,443,025 0 2,061,870
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 3,850 112,206 SH   DFND 21 112,206 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 253 7,850 SH   DFND 17 7,850 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 610 18,897 SH   DFND 21 18,897 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 353 2,782 SH   DFND 17 2,782 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,462 11,508 SH   DFND 21 6,660 0 4,848
GUIDEWIRE SOFTWARE INC COM 40171V100 6,606 162,458 SH   DFND 17 133,071 0 29,387
GUIDEWIRE SOFTWARE INC COM 40171V100 2,969 73,021 SH   DFND 21 54,911 0 18,110
GULFMARK OFFSHORE INC CL A NEW 402629208 18,351 406,179 SH   DFND 3 401,975 0 4,204
GULFMARK OFFSHORE INC CL A NEW 402629208 1,329 29,413 SH   DFND 17 29,413 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 8,545 235,136 SH   DFND 17 235,136 0 0
HCA HOLDINGS INC COM 40412C101 49,740 882,234 SH   DFND 17 716,549 0 165,685
HCA HOLDINGS INC COM 40412C101 1,459 25,886 SH   DFND 21 25,557 0 329
HCC INS HLDGS INC COM 404132102 9,480 193,700 SH   DFND 3 193,700 0 0
HCC INS HLDGS INC COM 404132102 37 755 SH   DFND 17 755 0 0
HCC INS HLDGS INC COM 404132102 3,429 70,069 SH   DFND 21 24,400 0 45,669
HCP INC COM 40414L109 31 760 SH   DFND 17 760 0 0
HCP INC COM 40414L109 813 19,653 SH   DFND 21 18,839 0 814
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,052 22,460 SH   DFND 17 18,560 0 3,900
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,745 58,636 SH   DFND 21 58,636 0 0
HCI GROUP INC COM 40416E103 7,846 193,244 SH   DFND 17 166,938 0 26,306
HCI GROUP INC COM 40416E103 1,171 28,846 SH   DFND 21 28,846 0 0
HD SUPPLY HLDGS INC COM 40416M105 3,034 106,876 SH   DFND 17 46,200 0 60,676
HD SUPPLY HLDGS INC COM 40416M105 4,166 146,752 SH   DFND 21 111,552 0 35,200
HFF INC CL A 40418F108 4,040 108,638 SH   DFND 17 108,638 0 0
HFF INC CL A 40418F108 51 1,361 SH   DFND 21 1,361 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2,642 52,000 SH   DFND 3 52,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 55,832 1,099,055 SH   DFND 17 1,099,055 0 0
HACKETT GROUP INC COM 404609109 80 13,400 SH   DFND 21 13,400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 10,804 121,745 SH   DFND 17 111,020 0 10,725
HAIN CELESTIAL GROUP INC COM 405217100 3,262 36,754 SH   DFND 24 36,754 0 0
HALLIBURTON CO COM 406216101 46,210 650,757 SH   DFND 4 650,757 0 0
HALLIBURTON CO COM 406216101 27,897 392,865 SH   DFND 17 291,930 0 100,935
HALLIBURTON CO COM 406216101 26,269 369,929 SH   DFND 21 353,141 0 16,788
HALLIBURTON CO COM 406216101 2,003 28,205 SH   DFND 23 28,205 0 0
HALLIBURTON CO COM 406216101 1,221 17,200 SH   DFND 24 17,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,158 117,245 SH   DFND 24 117,245 0 0
HANESBRANDS INC COM 410345102 7,017 71,280 SH   DFND 17 31,685 0 39,595
HANESBRANDS INC COM 410345102 34,083 346,232 SH   DFND 21 270,222 0 76,010
HANGER INC COM NEW 41043F208 4,290 136,421 SH   DFND 17 136,421 0 0
HANGER INC COM NEW 41043F208 647 20,585 SH   DFND 21 5,608 0 14,977
HANMI FINL CORP COM NEW 410495204 202 9,566 SH   DFND 21 9,566 0 0
HANOVER INS GROUP INC COM 410867105 7,672 121,489 SH   DFND 17 92,857 0 28,632
HANOVER INS GROUP INC COM 410867105 11,636 184,260 SH   DFND 21 80,157 0 104,103
HARBINGER GROUP INC COM 41146A106 731 57,520 SH   DFND 17 57,520 0 0
HARBINGER GROUP INC COM 41146A106 3,777 297,375 SH   DFND 21 254,065 0 43,310
HARLEY DAVIDSON INC COM 412822108 366 5,245 SH   DFND 21 4,948 0 297
HARMAN INTL INDS INC COM 413086109 60,877 566,665 SH   DFND 17 450,680 0 115,985
HARMAN INTL INDS INC COM 413086109 18 170 SH   DFND 21 0 0 170
HARRIS CORP DEL COM 413875105 222,866 2,942,129 SH   DFND 3 2,449,529 0 492,600
HARRIS CORP DEL COM 413875105 139,526 1,841,933 SH   DFND 17 914,765 0 927,168
HARRIS CORP DEL COM 413875105 3,479 45,925 SH   DFND 21 37,413 0 8,512
HARTE-HANKS INC COM 416196103 223 31,052 SH   DFND 21 31,052 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,568 239,252 SH   DFND 3 239,252 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 440 12,294 SH   DFND 17 12,008 0 286
HARTFORD FINL SVCS GROUP INC COM 416515104 7,965 222,419 SH   DFND 21 13,229 0 209,190
HASBRO INC COM 418056107 1,730 32,607 SH   DFND 21 32,437 0 170
HATTERAS FINL CORP COM 41902R103 1,949 98,360 SH   DFND 17 98,360 0 0
HATTERAS FINL CORP COM 41902R103 531 26,800 SH   DFND 21 26,800 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,383 246,784 SH   DFND 21 72,167 0 174,617
HEALTHCARE SVCS GRP INC COM 421906108 1,766 60,000 SH   DFND 21 60,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 32,642 910,000 SH   DFND 4 910,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 701 19,530 SH   DFND 17 19,530 0 0
HEALTHSOUTH CORP COM NEW 421924309 9,163 255,450 SH   DFND 21 242,280 0 13,170
HEALTH CARE REIT INC COM 42217K106 29 463 SH   DFND 17 463 0 0
HEALTH CARE REIT INC COM 42217K106 897 14,321 SH   DFND 21 13,969 0 352
HEALTH CARE REIT INC PFD PER CON I 42217K601 7,506 130,000 SH   DFND 4 130,000 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 618 500,000 PRN   DFND 4 500,000 0 0
HEALTH NET INC COM 42222G108 366 8,805 SH   DFND 17 5,415 0 3,390
HEARTLAND FINL USA INC COM 42234Q102 29 1,190 SH   DFND 21 1,190 0 0
HEARTLAND PMT SYS INC COM 42235N108 2,184 53,008 SH   DFND 17 53,008 0 0
HEARTLAND PMT SYS INC COM 42235N108 28,539 692,531 SH   DFND 21 570,115 0 122,416
HEARTLAND PMT SYS INC COM 42235N108 474 11,505 SH   DFND 23 11,505 0 0
HELMERICH & PAYNE INC COM 423452101 767 6,608 SH   DFND 3 6,608 0 0
HELMERICH & PAYNE INC COM 423452101 5,504 47,402 SH   DFND 17 47,334 0 68
HELMERICH & PAYNE INC COM 423452101 59,860 515,542 SH   DFND 21 350,439 0 165,103
HELMERICH & PAYNE INC COM 423452101 1,362 11,728 SH   DFND 23 11,728 0 0
HENRY JACK & ASSOC INC COM 426281101 5,316 89,455 SH   DFND 21 18,229 0 71,226
HERCULES TECH GROWTH CAP INC COM 427096508 1,234 76,341 SH   DFND 21 76,341 0 0
HERSHEY CO COM 427866108 121,545 1,248,284 SH   DFND 17 1,070,564 0 177,720
HERSHEY CO COM 427866108 5,083 52,200 SH   DFND 20 52,200 0 0
HERSHEY CO COM 427866108 12,621 129,619 SH   DFND 21 56,708 0 72,911
HERTZ GLOBAL HOLDINGS INC COM 42805T105 357 12,732 SH   DFND 21 12,732 0 0
HESS CORP COM 42809H107 4,530 45,807 SH   DFND 17 45,807 0 0
HESS CORP COM 42809H107 23,904 241,726 SH   DFND 21 234,808 0 6,918
HEWLETT PACKARD CO COM 428236103 18,284 542,877 SH   DFND 3 542,877 0 0
HEWLETT PACKARD CO COM 428236103 118,053 3,505,147 SH   DFND 17 2,672,209 0 832,938
HEWLETT PACKARD CO COM 428236103 78,711 2,337,025 SH   DFND 21 1,461,262 0 875,763
HEWLETT PACKARD CO COM 428236103 997 29,595 SH   DFND 23 29,595 0 0
HEXCEL CORP NEW COM 428291108 3,597 87,949 SH   DFND 21 83,976 0 3,973
HEXCEL CORP NEW COM 428291108 7,125 174,200 SH   DFND 24 174,200 0 0
HILL ROM HLDGS INC COM 431475102 241 5,817 SH   DFND 21 5,817 0 0
HILLENBRAND INC COM 431571108 42,869 1,314,200 SH   DFND 3 1,314,200 0 0
HILLENBRAND INC COM 431571108 2,039 62,503 SH   DFND 17 62,503 0 0
HILLSHIRE BRANDS CO COM 432589109 8,304 133,290 SH   DFND 21 133,050 0 240
HILLTOP HOLDINGS INC COM 432748101 10,553 496,364 SH   DFND 17 378,742 0 117,622
HILLTOP HOLDINGS INC COM 432748101 6,089 286,408 SH   DFND 21 213,324 0 73,084
HITTITE MICROWAVE CORP COM 43365Y104 2,845 36,500 SH   DFND 21 36,500 0 0
HOLLYFRONTIER CORP COM 436106108 20,775 475,515 SH   DFND 3 475,515 0 0
HOLLYFRONTIER CORP COM 436106108 36,780 841,851 SH   DFND 4 841,851 0 0
HOLLYFRONTIER CORP COM 436106108 7,035 161,016 SH   DFND 17 161,016 0 0
HOLLYFRONTIER CORP COM 436106108 23,718 542,866 SH   DFND 21 353,871 0 188,995
HOLLYFRONTIER CORP COM 436106108 668 15,299 SH   DFND 23 15,299 0 0
HOLLYFRONTIER CORP COM 436106108 428 9,800 SH   DFND 24 9,800 0 0
HOLOGIC INC COM 436440101 103 4,061 SH   DFND 21 4,061 0 0
HOLOGIC INC COM 436440101 359 14,170 SH   DFND 17 14,170 0 0
HOLOGIC INC COM 436440101 5,594 220,679 SH   DFND 20 220,679 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,131 900,000 PRN   DFND 4 900,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 548 500,000 PRN   DFND 4 500,000 0 0
HOME BANCSHARES INC COM 436893200 418 12,736 SH   DFND 21 11,436 0 1,300
HOME DEPOT INC COM 437076102 92,834 1,146,670 SH   DFND 17 38,602 0 1,108,068
HOME DEPOT INC COM 437076102 39,256 484,885 SH   DFND 21 417,189 0 67,696
HOME DEPOT INC COM 437076102 1,872 23,118 SH   DFND 23 23,118 0 0
HOME PROPERTIES INC COM 437306103 43,704 683,300 SH   DFND 3 683,300 0 0
HOME PROPERTIES INC COM 437306103 34,232 535,210 SH   DFND 4 509,963 0 25,247
HOMEAWAY INC COM 43739Q100 48,199 1,384,230 SH   DFND 17 904,365 0 479,865
HONEYWELL INTL INC COM 438516106 9,563 102,887 SH   DFND 21 24,985 0 77,902
HORACE MANN EDUCATORS CORP N COM 440327104 1,270 40,626 SH   DFND 21 40,626 0 0
HORMEL FOODS CORP COM 440452100 8,333 168,865 SH   DFND 17 168,865 0 0
HORMEL FOODS CORP COM 440452100 8,358 169,364 SH   DFND 21 46,197 0 123,167
HORMEL FOODS CORP COM 440452100 5,025 101,820 SH   DFND 24 101,820 0 0
HORIZON PHARMA INC COM 44047T109 18,272 1,154,972 SH   DFND 17 1,060,236 0 94,736
HOSPIRA INC COM 441060100 155 3,011 SH   DFND 21 2,632 0 379
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 984 32,374 SH   DFND 3 32,374 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 835 27,451 SH   DFND 17 27,451 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 892 29,330 SH   DFND 21 29,200 0 130
HOST HOTELS & RESORTS INC COM 44107P104 24 1,111 SH   DFND 17 1,111 0 0
HOST HOTELS & RESORTS INC COM 44107P104 558 25,345 SH   DFND 21 24,356 0 989
HOST HOTELS & RESORTS INC COM 44107P104 40 1,800 SH   DFND 24 1,800 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 746 16,495 SH   DFND 21 16,495 0 0
HUBBELL INC CL B 443510201 68 549 SH   DFND 21 549 0 0
HUDBAY MINERALS INC COM 443628102 69,186 7,447,385 SH   DFND 3 7,381,385 0 66,000
HUDBAY MINERALS INC COM 443628102 39 4,182 SH   DFND 21 4,182 0 0
HUDSON CITY BANCORP COM 443683107 103 10,451 SH   DFND 21 9,471 0 980
HUMANA INC COM 444859102 1,034 8,096 SH   DFND 17 7,998 0 98
HUMANA INC COM 444859102 4,485 35,114 SH   DFND 21 18,470 0 16,644
HUNT J B TRANS SVCS INC COM 445658107 529 7,170 SH   DFND 17 7,170 0 0
HUNT J B TRANS SVCS INC COM 445658107 299 4,056 SH   DFND 21 3,946 0 110
HUNTINGTON BANCSHARES INC COM 446150104 18 1,843 SH   DFND 21 0 0 1,843
HUNTINGTON INGALLS INDS INC COM 446413106 2,784 29,428 SH   DFND 17 22,528 0 6,900
HUNTINGTON INGALLS INDS INC COM 446413106 6,128 64,787 SH   DFND 21 18,320 0 46,467
HUNTSMAN CORP COM 447011107 1,211 43,080 SH   DFND 21 26,700 0 16,380
HURON CONSULTING GROUP INC COM 447462102 9,048 127,761 SH   DFND 17 127,761 0 0
HURON CONSULTING GROUP INC COM 447462102 6,126 86,497 SH   DFND 21 66,800 0 19,697
IDT CORP CL B NEW 448947507 238 13,679 SH   DFND 21 13,679 0 0
HYPERION THERAPEUTICS INC COM 44915N101 3,090 118,375 SH   DFND 17 0 0 118,375
HYSTER YALE MATLS HANDLING I CL A 449172105 916 10,350 SH   DFND 17 7,010 0 3,340
HYSTER YALE MATLS HANDLING I CL A 449172105 5,184 58,553 SH   DFND 21 48,476 0 10,077
IAC INTERACTIVECORP COM PAR $.001 44919P508 1,864 26,926 SH   DFND 21 7,830 0 19,096
IAC INTERACTIVECORP COM PAR $.001 44919P508 435 6,283 SH   DFND 23 6,283 0 0
ICF INTL INC COM 44925C103 573 16,213 SH   DFND 21 16,213 0 0
ICG GROUP INC COM 44928D108 10,110 484,218 SH   DFND 17 484,218 0 0
ICAD INC COM NEW 44934S206 1,613 251,640 SH   DFND 17 181,313 0 70,327
IGI LABS INC COM 449575109 5,921 1,115,120 SH   DFND 17 969,800 0 145,320
ITT EDUCATIONAL SERVICES INC COM 45068B109 188 11,285 SH   DFND 21 11,285 0 0
ITT CORP NEW COM NEW 450911201 7,273 151,206 SH   DFND 17 127,261 0 23,945
ITT CORP NEW COM NEW 450911201 72 1,497 SH   DFND 21 1,277 0 220
IAMGOLD CORP COM 450913108 38 9,311 SH   DFND 21 8,811 0 500
ICICI BK LTD ADR 45104G104 480 9,615 SH   DFND 17 9,615 0 0
ICICI BK LTD ADR 45104G104 4,373 87,643 SH   DFND 21 79,578 0 8,065
ICICI BK LTD ADR 45104G104 1,203 24,100 SH   DFND 24 24,100 0 0
ICONIX BRAND GROUP INC COM 451055107 4,432 103,205 SH   DFND 17 103,205 0 0
ICONIX BRAND GROUP INC COM 451055107 27,917 650,129 SH   DFND 21 509,361 0 140,768
IDACORP INC COM 451107106 2,924 50,556 SH   DFND 17 50,556 0 0
IDACORP INC COM 451107106 7,371 127,453 SH   DFND 21 75,052 0 52,401
IDENIX PHARMACEUTICALS INC COM 45166R204 7,592 315,000 SH   DFND 21 315,000 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 603 25,000 SH   DFND 24 25,000 0 0
IDEX CORP COM 45167R104 15,290 189,371 SH   DFND 17 189,371 0 0
IDEX CORP COM 45167R104 26,966 333,982 SH   DFND 21 205,602 0 128,380
IDEX CORP COM 45167R104 13,847 171,500 SH   DFND 24 171,500 0 0
IGATE CORP COM 45169U105 354 9,717 SH   DFND 21 9,717 0 0
IHS INC CL A 451734107 239 1,762 SH   DFND 21 1,762 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,553 63,417 SH   DFND 21 62,709 0 708
ILLINOIS TOOL WKS INC COM 452308109 356 4,068 SH   DFND 23 4,068 0 0
ILLUMINA INC COM 452327109 17,849 99,970 SH   DFND 17 15,110 0 84,860
ILLUMINA INC COM 452327109 494 2,769 SH   DFND 21 2,622 0 147
ILLUMINA INC COM 452327109 4,374 24,500 SH   DFND 24 24,500 0 0
IMMUNOGEN INC COM 45253H101 545 46,000 SH   DFND 24 46,000 0 0
IMMUNOMEDICS INC COM 452907108 365 100,000 SH   DFND 24 100,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 53 999 SH   DFND 17 999 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,210 41,994 SH   DFND 21 15,515 0 26,479
INCONTACT INC COM 45336E109 6,602 718,367 SH   DFND 17 601,695 0 116,672
INCYTE CORP COM 45337C102 15,288 270,880 SH   DFND 17 48,710 0 222,170
INCYTE CORP COM 45337C102 4,402 78,000 SH   DFND 24 78,000 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 1,283 200,000 PRN   DFND 4 200,000 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 411 7,639 SH   DFND 17 7,639 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 3,596 66,878 SH   DFND 21 47,266 0 19,612
INFOBLOX INC COM 45672H104 908 69,015 SH   DFND 17 69,015 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 2,625 545,837 SH   DFND 17 388,826 0 157,011
INFOSYS LTD SPONSORED ADR 456788108 1,237 23,010 SH   DFND 17 12,763 0 10,247
INFOSYS LTD SPONSORED ADR 456788108 10,271 191,012 SH   DFND 20 191,012 0 0
INFOSYS LTD SPONSORED ADR 456788108 8,999 167,352 SH   DFND 21 158,876 0 8,476
INGLES MKTS INC CL A 457030104 485 18,411 SH   DFND 21 18,411 0 0
INGRAM MICRO INC CL A 457153104 2,918 99,890 SH   DFND 17 78,070 0 21,820
INGRAM MICRO INC CL A 457153104 8,484 290,455 SH   DFND 21 86,741 0 203,714
INGREDION INC COM 457187102 136,582 1,820,118 SH   DFND 3 1,805,118 0 15,000
INGREDION INC COM 457187102 6,371 84,908 SH   DFND 17 84,908 0 0
INGREDION INC COM 457187102 869 11,576 SH   DFND 21 3,713 0 7,863
INSIGHT ENTERPRISES INC COM 45765U103 1,429 46,479 SH   DFND 21 46,479 0 0
INSMED INC COM PAR $.01 457669307 1,839 92,044 SH   DFND 17 92,044 0 0
INPHI CORP COM 45772F107 2,416 164,610 SH   DFND 17 137,170 0 27,440
INNOPHOS HOLDINGS INC COM 45774N108 79,691 1,384,250 SH   DFND 3 1,362,550 0 21,700
INOGEN INC COM 45780L104 2,746 121,700 SH   DFND 17 100,840 0 20,860
INSULET CORP COM 45784P101 5,664 142,790 SH   DFND 17 104,955 0 37,835
INTEGRATED DEVICE TECHNOLOGY COM 458118106 470 30,370 SH   DFND 17 11,090 0 19,280
INTEGRATED SILICON SOLUTION COM 45812P107 609 41,246 SH   DFND 21 41,246 0 0
INTEL CORP COM 458140100 611,136 19,777,862 SH   DFND 3 16,697,162 0 3,080,700
INTEL CORP COM 458140100 17 561 SH   DFND 4 561 0 0
INTEL CORP COM 458140100 99 3,200 SH Put DFND 4 3,200 0 0
INTEL CORP COM 458140100 384,001 12,427,221 SH   DFND 17 8,508,024 0 3,919,197
INTEL CORP COM 458140100 203,979 6,601,249 SH   DFND 21 4,751,114 0 1,850,135
INTEL CORP COM 458140100 3,287 106,364 SH   DFND 23 106,364 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,865 2,300,000 PRN   DFND 4 2,300,000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 3,739 3,000,000 PRN   DFND 23 0 0 3,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,089 2,000,000 PRN   DFND 4 2,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 2,924 41,112 SH   DFND 21 27,976 0 13,136
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 5,851 187,352 SH   DFND 17 187,352 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,188 9,245 SH   DFND 17 0 0 9,245
INTERCEPT PHARMACEUTICALS IN COM 45845P108 757 3,200 SH   DFND 24 3,200 0 0
INTERFACE INC COM 458665304 27 1,447 SH   DFND 21 1,447 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 462 2,445 SH   DFND 21 2,260 0 185
INTERCONTINENTALEXCHANGE GRO COM 45866F104 588 3,111 SH   DFND 23 3,111 0 0
INTERMUNE INC COM 45884X103 7,011 158,800 SH   DFND 17 0 0 158,800
INTERMUNE INC COM 45884X103 4,636 105,000 SH   DFND 24 105,000 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 4,006 568,184 SH   DFND 17 490,689 0 77,495
INTERNATIONAL BANCSHARES COR COM 459044103 15,384 569,782 SH   DFND 3 569,782 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 43,443 239,658 SH   DFND 4 239,658 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 73 400 SH Call DFND 4 400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 54 300 SH Put DFND 4 300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 113,613 626,763 SH   DFND 17 171,359 0 455,404
INTERNATIONAL BUSINESS MACHS COM 459200101 131,556 725,747 SH   DFND 21 448,810 0 276,937
INTERNATIONAL BUSINESS MACHS COM 459200101 4,250 23,446 SH   DFND 23 23,446 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 109 600 SH   DFND 24 600 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,232 117,300 SH   DFND 17 96,235 0 21,065
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 192 1,839 SH   DFND 21 1,639 0 200
INTERNATIONAL GAME TECHNOLOG COM 459902102 93,816 5,896,648 SH   DFND 3 5,835,343 0 61,305
INTERNATIONAL GAME TECHNOLOG COM 459902102 4,658 96,604 SH   DFND 17 96,604 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,408 116,823 SH   DFND 21 116,263 0 560
INTL PAPER CO COM 460146103 337,937 6,695,809 SH   DFND 3 5,718,109 0 977,700
INTL PAPER CO COM 460146103 71,931 1,435,386 SH   DFND 17 1,435,112 0 274
INTL PAPER CO COM 460146103 15,073 298,644 SH   DFND 21 295,548 0 3,096
INTL PAPER CO COM 460146103 1,350 26,748 SH   DFND 23 26,748 0 0
INTERPUBLIC GROUP COS INC COM 460690100 151 7,720 SH   DFND 21 6,789 0 931
INTERSIL CORP CL A 46069S109 157 10,470 SH   DFND 17 0 0 10,470
INTRALINKS HLDGS INC COM 46118H104 1,860 209,242 SH   DFND 17 209,242 0 0
INTUIT COM 461202103 46,661 579,430 SH   DFND 17 424,565 0 154,865
INTUIT COM 461202103 5,130 63,698 SH   DFND 21 53,168 0 10,530
INTUIT COM 461202103 377 4,682 SH   DFND 23 4,682 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,007 4,873 SH   DFND 21 4,810 0 63
INTUITIVE SURGICAL INC COM NEW 46120E602 103 250 SH   DFND 23 250 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,867 55,530 SH   DFND 17 44,191 0 11,339
INVENTURE FOODS INC COM 461212102 2,205 195,691 SH   DFND 17 137,956 0 57,735
INVESCO TR INVT GRADE MUNS COM 46131M106 717 55,000 SH   DFND 4 55,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 701 61,796 SH   DFND 4 61,796 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 18 1,086 SH   DFND 17 1,086 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,630 96,547 SH   DFND 21 18,721 0 77,826
ION GEOPHYSICAL CORP COM 462044108 7,829 1,855,313 SH   DFND 17 1,855,313 0 0
IRIDEX CORP COM 462684101 1,188 142,952 SH   DFND 17 102,239 0 40,713
IRIDIUM COMMUNICATIONS INC COM 46269C102 587 69,400 SH   DFND 21 69,400 0 0
IRON MTN INC COM 462846106 133 3,755 SH   DFND 21 3,265 0 490
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,830 119,375 SH   DFND 17 0 0 119,375
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 537 35,000 SH   DFND 24 35,000 0 0
ISHARES MSCI TAIWAN ETF 464286731 1,359 86,000 SH   DFND 20 86,000 0 0
ISHARES MSCI STH KOR ETF 464286772 2,550 39,226 SH   DFND 17 39,226 0 0
ISHARES MSCI STH KOR ETF 464286772 1,333 20,500 SH   DFND 20 20,500 0 0
ISHARES CHINA LG-CAP ETF 464287184 25,672 693,100 SH   DFND 4 693,100 0 0
ISHARES MSCI EMG MKT ETF 464287234 88,251 2,041,424 SH   DFND 4 2,041,424 0 0
ISHARES MSCI EMG MKT ETF 464287234 582,147 13,466,277 SH Put DFND 4 13,466,277 0 0
ISHARES MSCI EMG MKT ETF 464287234 238 5,500 SH   DFND 17 5,500 0 0
ISHARES IBOXX INV CP ETF 464287242 31,908 267,550 SH   DFND 17 267,550 0 0
ISHARES IBOXX INV CP ETF 464287242 10,614 89,000 SH   DFND 21 0 0 89,000
ISHARES S&P 500 VAL ETF 464287408 4,514 50,000 SH   DFND 17 50,000 0 0
ISHARES MSCI EAFE ETF 464287465 182,205 2,664,988 SH   DFND 4 2,664,988 0 0
ISHARES MSCI EAFE ETF 464287465 301,238 4,406,000 SH Put DFND 4 4,406,000 0 0
ISHARES RUS 2000 VAL ETF 464287630 2,168 21,000 SH   DFND 17 21,000 0 0
ISHARES RUSSELL 2000 ETF 464287655 298,558 2,512,900 SH Put DFND 4 2,512,900 0 0
ISHARES RUSSELL 2000 ETF 464287655 10,681 89,900 SH   DFND 17 89,900 0 0
ISHARES U.S. REAL ES ETF 464287739 35,904 500,129 SH   DFND 4 471,060 0 29,069
ISHARES JP MOR EM MK ETF 464288281 818 7,100 SH   DFND 17 7,100 0 0
ISHARES JP MOR EM MK ETF 464288281 8,403 72,900 SH   DFND 21 0 0 72,900
ISHARES IBOXX HI YD ETF 464288513 6,226 65,400 SH   DFND 17 65,400 0 0
ISHARES MBS ETF 464288588 5,855 54,100 SH   DFND 17 54,100 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 949 15,000 SH   DFND 17 15,000 0 0
ISIS PHARMACEUTICALS INC COM 464330109 3,790 110,000 SH   DFND 24 110,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 25,567 1,777,958 SH   DFND 4 1,777,958 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 27,574 1,917,514 SH   DFND 17 1,566,874 0 350,640
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 22,856 1,589,443 SH   DFND 21 1,207,707 0 381,736
JGWPT HLDGS INC CL A 46617M109 1,567 139,126 SH   DFND 17 139,126 0 0
JPMORGAN CHASE & CO COM 46625H100 541,154 9,391,773 SH   DFND 3 7,949,373 0 1,442,400
JPMORGAN CHASE & CO COM 46625H100 99,799 1,732,018 SH   DFND 4 1,728,309 0 3,709
JPMORGAN CHASE & CO COM 46625H100 121 2,100 SH Call DFND 4 2,100 0 0
JPMORGAN CHASE & CO COM 46625H100 213 3,700 SH Put DFND 4 3,700 0 0
JPMORGAN CHASE & CO COM 46625H100 236,567 4,105,639 SH   DFND 17 4,089,735 0 15,904
JPMORGAN CHASE & CO COM 46625H100 206,675 3,586,857 SH   DFND 21 2,667,387 0 919,470
JPMORGAN CHASE & CO COM 46625H100 3,614 62,720 SH   DFND 23 62,720 0 0
JPMORGAN CHASE & CO COM 46625H100 46 800 SH   DFND 24 800 0 0
JABIL CIRCUIT INC COM 466313103 230 11,005 SH   DFND 21 0 0 11,005
JACK IN THE BOX INC COM 466367109 445 7,433 SH   DFND 21 0 0 7,433
JTH HLDG INC CL A 46637N103 716 21,507 SH   DFND 17 15,307 0 6,200
JACOBS ENGR GROUP INC DEL COM 469814107 135 2,538 SH   DFND 21 2,278 0 260
JARDEN CORP COM 471109108 4,166 70,193 SH   DFND 17 29,467 0 40,726
JARDEN CORP COM 471109108 13,335 224,681 SH   DFND 21 112,137 0 112,544
JARDEN CORP COM 471109108 543 9,145 SH   DFND 23 9,145 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 1,660 1,200,000 PRN   DFND 4 1,200,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 358 33,010 SH   DFND 17 33,010 0 0
JETBLUE AIRWAYS CORP COM 477143101 8,954 825,298 SH   DFND 21 469,051 0 356,247
JETBLUE AIRWAYS CORP COM 477143101 266 24,480 SH   DFND 23 24,480 0 0
JOHNSON & JOHNSON COM 478160104 309,278 2,956,208 SH   DFND 3 2,527,408 0 428,800
JOHNSON & JOHNSON COM 478160104 136 1,299 SH   DFND 4 1,299 0 0
JOHNSON & JOHNSON COM 478160104 314 3,000 SH Call DFND 4 3,000 0 0
JOHNSON & JOHNSON COM 478160104 628 6,000 SH Put DFND 4 6,000 0 0
JOHNSON & JOHNSON COM 478160104 124,024 1,185,476 SH   DFND 17 1,148,993 0 36,483
JOHNSON & JOHNSON COM 478160104 279,298 2,669,640 SH   DFND 21 1,780,983 0 888,657
JOHNSON & JOHNSON COM 478160104 4,709 45,009 SH   DFND 23 45,009 0 0
JOHNSON & JOHNSON COM 478160104 649 6,200 SH   DFND 24 6,200 0 0
JOHNSON CTLS INC COM 478366107 94,439 1,891,426 SH   DFND 17 10,605 0 1,880,821
JOHNSON CTLS INC COM 478366107 808 16,181 SH   DFND 21 15,216 0 965
JOY GLOBAL INC COM 481165108 59,505 966,305 SH   DFND 17 42 0 966,263
JOY GLOBAL INC COM 481165108 114 1,852 SH   DFND 21 1,672 0 180
J2 GLOBAL INC COM 48123V102 87,549 1,721,365 SH   DFND 3 1,699,054 0 22,311
J2 GLOBAL INC COM 48123V102 3,535 69,495 SH   DFND 17 69,495 0 0
J2 GLOBAL INC COM 48123V102 31,730 623,870 SH   DFND 21 479,314 0 144,556
JUNIPER NETWORKS INC COM 48203R104 38,543 1,570,630 SH   DFND 17 1,172,070 0 398,560
JUNIPER NETWORKS INC COM 48203R104 2,377 96,848 SH   DFND 21 63,663 0 33,185
JUST ENERGY GROUP INC COM 48213W101 356 61,789 SH   DFND 21 61,789 0 0
KAR AUCTION SVCS INC COM 48238T109 8,437 264,739 SH   DFND 4 264,739 0 0
KAR AUCTION SVCS INC COM 48238T109 1,010 31,681 SH   DFND 21 0 0 31,681
KBR INC COM 48242W106 644 26,985 SH   DFND 21 26,985 0 0
KCG HLDGS INC CL A 48244B100 215 18,076 SH   DFND 21 18,076 0 0
KLA-TENCOR CORP COM 482480100 1,137 15,652 SH   DFND 3 15,652 0 0
KLA-TENCOR CORP COM 482480100 897 12,348 SH   DFND 17 12,243 0 105
KLA-TENCOR CORP COM 482480100 787 10,829 SH   DFND 21 5,522 0 5,307
KLA-TENCOR CORP COM 482480100 1,229 16,923 SH   DFND 23 16,923 0 0
KKR & CO L P DEL COM UNITS 48248M102 9,065 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 1,563 64,235 SH   DFND 17 64,235 0 0
KT CORP SPONSORED ADR 48268K101 358 23,626 SH   DFND 21 23,626 0 0
KADANT INC COM 48282T104 27 709 SH   DFND 21 709 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,434 74,569 SH   DFND 17 74,569 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,791 93,196 SH   DFND 21 74,887 0 18,309
KANSAS CITY SOUTHERN COM NEW 485170302 521 4,850 SH   DFND 17 4,850 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 228 2,122 SH   DFND 21 1,934 0 188
KANSAS CITY SOUTHERN COM NEW 485170302 602 5,600 SH   DFND 24 5,600 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 15,010 453,076 SH   DFND 17 376,330 0 76,746
KAPSTONE PAPER & PACKAGING C COM 48562P103 8,643 260,888 SH   DFND 21 214,758 0 46,130
KATE SPADE & CO COM 485865109 5,604 146,930 SH   DFND 17 109,230 0 37,700
KB HOME NOTE 1.375% 2/0 48666KAS8 1,010 1,000,000 PRN   DFND 4 1,000,000 0 0
KELLOGG CO COM 487836108 2,394 36,432 SH   DFND 17 36,270 0 162
KELLOGG CO COM 487836108 1,411 21,471 SH   DFND 21 20,978 0 493
KEMPER CORP DEL COM 488401100 780 21,152 SH   DFND 17 21,152 0 0
KENNAMETAL INC COM 489170100 106,287 2,296,600 SH   DFND 3 2,275,100 0 21,500
KENNEDY-WILSON HLDGS INC COM 489398107 7,630 284,507 SH   DFND 17 209,751 0 74,756
KENNEDY-WILSON HLDGS INC COM 489398107 4,817 179,596 SH   DFND 21 136,674 0 42,922
KERYX BIOPHARMACEUTICALS INC COM 492515101 4,196 272,849 SH   DFND 17 272,849 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 18,735 1,218,171 SH   DFND 20 1,218,171 0 0
KEURIG GREEN MTN INC COM 49271M100 20,543 164,858 SH   DFND 17 164,858 0 0
KEURIG GREEN MTN INC COM 49271M100 9,679 77,678 SH   DFND 21 66,980 0 10,698
KEURIG GREEN MTN INC COM 49271M100 7,352 59,000 SH   DFND 24 59,000 0 0
KEYCORP NEW COM 493267108 8,773 612,200 SH   DFND 3 612,200 0 0
KEYCORP NEW COM 493267108 47,217 3,294,982 SH   DFND 4 3,294,982 0 0
KEYCORP NEW COM 493267108 392 27,321 SH   DFND 17 26,760 0 561
KEYCORP NEW COM 493267108 27,904 1,947,233 SH   DFND 21 1,396,863 0 550,370
KEYCORP NEW COM 493267108 544 37,930 SH   DFND 23 37,930 0 0
KIMBERLY CLARK CORP COM 494368103 9,225 82,945 SH   DFND 17 82,706 0 239
KIMBERLY CLARK CORP COM 494368103 45,699 410,888 SH   DFND 21 226,286 0 184,602
KIMBERLY CLARK CORP COM 494368103 901 8,103 SH   DFND 23 8,103 0 0
KIMCO RLTY CORP COM 49446R109 15 638 SH   DFND 17 638 0 0
KIMCO RLTY CORP COM 49446R109 313 13,638 SH   DFND 21 13,048 0 590
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,432 18,138 SH   DFND 21 18,137 0 1
KINDER MORGAN INC DEL COM 49456B101 479 13,200 SH   DFND 17 13,200 0 0
KINDER MORGAN INC DEL COM 49456B101 1,041 28,699 SH   DFND 21 27,472 0 1,227
KINDER MORGAN INC DEL COM 49456B101 311 8,575 SH   DFND 23 8,575 0 0
KINDRED BIOSCIENCES INC COM 494577109 1,649 88,490 SH   DFND 17 62,900 0 25,590
KINROSS GOLD CORP COM NO PAR 496902404 12,546 3,030,456 SH   DFND 21 3,028,866 0 1,590
KIRBY CORP COM 497266106 825 7,040 SH   DFND 17 7,040 0 0
KIRBY CORP COM 497266106 383 3,272 SH   DFND 21 3,272 0 0
KIRBY CORP COM 497266106 879 7,500 SH   DFND 24 7,500 0 0
KIRKLANDS INC COM 497498105 3,639 196,186 SH   DFND 17 167,679 0 28,507
KIRKLANDS INC COM 497498105 152 8,194 SH   DFND 21 8,194 0 0
KNOWLES CORP COM 49926D109 1,236 40,220 SH   DFND 21 40,052 0 168
KNOWLES CORP COM 49926D109 277 9,020 SH   DFND 23 9,020 0 0
KODIAK OIL & GAS CORP COM 50015Q100 582 40,005 SH   DFND 17 40,005 0 0
KODIAK OIL & GAS CORP COM 50015Q100 15 1,051 SH   DFND 21 1,051 0 0
KODIAK OIL & GAS CORP COM 50015Q100 728 50,000 SH   DFND 24 50,000 0 0
KOHLS CORP COM 500255104 7,354 139,600 SH   DFND 3 139,600 0 0
KOHLS CORP COM 500255104 40,005 759,387 SH   DFND 4 759,387 0 0
KOHLS CORP COM 500255104 902 17,123 SH   DFND 17 16,999 0 124
KOHLS CORP COM 500255104 5,477 103,965 SH   DFND 21 99,809 0 4,156
KOHLS CORP COM 500255104 302 5,724 SH   DFND 23 5,724 0 0
KOPPERS HOLDINGS INC COM 50060P106 224 5,865 SH   DFND 21 5,865 0 0
KORN FERRY INTL COM NEW 500643200 2,623 89,299 SH   DFND 17 84,099 0 5,200
KRAFT FOODS GROUP INC COM 50076Q106 4,178 69,696 SH   DFND 21 68,821 0 875
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,462 315,665 SH   DFND 17 315,665 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 3,926 175,353 SH   DFND 17 139,083 0 36,270
KRATON PERFORMANCE POLYMERS COM 50077C106 1,965 87,769 SH   DFND 21 66,207 0 21,562
KROGER CO COM 501044101 10,679 216,048 SH   DFND 3 216,048 0 0
KROGER CO COM 501044101 122,320 2,474,606 SH   DFND 17 446,283 0 2,028,323
KROGER CO COM 501044101 130,956 2,649,316 SH   DFND 21 1,770,022 0 879,294
KROGER CO COM 501044101 3,693 74,708 SH   DFND 23 74,708 0 0
KULICKE & SOFFA INDS INC COM 501242101 4,591 321,964 SH   DFND 17 321,964 0 0
KULICKE & SOFFA INDS INC COM 501242101 608 42,670 SH   DFND 21 42,670 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 4,093 106,670 SH   DFND 17 0 0 106,670
L BRANDS INC COM 501797104 3,220 54,901 SH   DFND 21 54,544 0 357
LHC GROUP INC COM 50187A107 77 3,612 SH   DFND 21 3,612 0 0
LGI HOMES INC COM 50187T106 2,175 119,200 SH   DFND 17 84,500 0 34,700
LKQ CORP COM 501889208 3,663 137,226 SH   DFND 20 137,226 0 0
LKQ CORP COM 501889208 5,376 201,432 SH   DFND 21 191,130 0 10,302
LKQ CORP COM 501889208 10,382 389,000 SH   DFND 24 389,000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 10,450 86,546 SH   DFND 3 86,546 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 24,097 199,559 SH   DFND 17 7,404 0 192,155
L-3 COMMUNICATIONS HLDGS INC COM 502424104 27 220 SH   DFND 21 0 0 220
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,412 23,551 SH   DFND 17 23,497 0 54
LABORATORY CORP AMER HLDGS COM NEW 50540R409 884 8,633 SH   DFND 21 8,433 0 200
LACLEDE GROUP INC COM 505597104 45,817 943,700 SH   DFND 3 922,300 0 21,400
LACLEDE GROUP INC COM 505597104 1,442 29,697 SH   DFND 17 29,697 0 0
LAM RESEARCH CORP COM 512807108 8,718 129,000 SH   DFND 3 129,000 0 0
LAM RESEARCH CORP COM 512807108 125,187 1,852,425 SH   DFND 17 1,483,791 0 368,634
LAM RESEARCH CORP COM 512807108 15,883 235,026 SH   DFND 21 154,671 0 80,355
LANNET INC COM 516012101 2,095 42,221 SH   DFND 17 27,071 0 15,150
LANNET INC COM 516012101 522 10,530 SH   DFND 21 0 0 10,530
LAREDO PETROLEUM INC COM 516806106 662 21,370 SH   DFND 17 21,370 0 0
LAREDO PETROLEUM INC COM 516806106 697 22,500 SH   DFND 24 22,500 0 0
LAS VEGAS SANDS CORP COM 517834107 19,577 256,855 SH   DFND 17 255,490 0 1,365
LAS VEGAS SANDS CORP COM 517834107 6,459 84,735 SH   DFND 21 76,160 0 8,575
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 466 13,200 SH   DFND 21 13,200 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 170 20,570 SH   DFND 17 0 0 20,570
LAUDER ESTEE COS INC CL A 518439104 56,214 756,995 SH   DFND 17 605,555 0 151,440
LAUDER ESTEE COS INC CL A 518439104 10,243 137,929 SH   DFND 20 137,929 0 0
LAUDER ESTEE COS INC CL A 518439104 133,743 1,801,013 SH   DFND 21 1,571,418 0 229,595
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 1,925 1,920,000 PRN   DFND 4 1,920,000 0 0
LEAR CORP COM NEW 521865204 1,139 12,750 SH   DFND 3 12,750 0 0
LEAR CORP COM NEW 521865204 18,236 204,164 SH   DFND 17 145,406 0 58,758
LEAR CORP COM NEW 521865204 53,355 597,346 SH   DFND 21 439,602 0 157,744
LEGGETT & PLATT INC COM 524660107 116 3,397 SH   DFND 21 3,167 0 230
LEGG MASON INC COM 524901105 2,975 57,990 SH   DFND 17 57,990 0 0
LEGG MASON INC COM 524901105 31,001 604,196 SH   DFND 21 564,256 0 39,940
LEGG MASON INC COM 524901105 2,101 40,940 SH   DFND 23 40,940 0 0
LEIDOS HLDGS INC COM 525327102 61 1,600 SH   DFND 21 1,350 0 250
LENNAR CORP CL A 526057104 183 4,352 SH   DFND 21 4,152 0 200
LENNOX INTL INC COM 526107107 487 5,433 SH   DFND 17 333 0 5,100
LENNOX INTL INC COM 526107107 894 9,984 SH   DFND 21 0 0 9,984
LEUCADIA NATL CORP COM 527288104 56 2,145 SH   DFND 17 2,145 0 0
LEUCADIA NATL CORP COM 527288104 155 5,900 SH   DFND 21 5,560 0 340
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 161 3,664 SH   DFND 21 3,664 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 1,332 800,000 PRN   DFND 4 800,000 0 0
LEXMARK INTL NEW CL A 529771107 930 19,320 SH   DFND 17 19,320 0 0
LEXMARK INTL NEW CL A 529771107 17,933 372,367 SH   DFND 21 319,642 0 52,725
LIBBEY INC COM 529898108 2,201 82,621 SH   DFND 17 82,621 0 0
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LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,228 1,871,284 PRN   DFND 4 1,871,284 0 0
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LIGAND PHARMACEUTICALS INC COM NEW 53220K504 13,428 215,570 SH   DFND 17 189,929 0 25,641
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,886 62,393 SH   DFND 21 46,408 0 15,985
LILLY ELI & CO COM 532457108 9,897 159,200 SH   DFND 3 159,200 0 0
LILLY ELI & CO COM 532457108 72,975 1,173,800 SH   DFND 17 957,066 0 216,734
LILLY ELI & CO COM 532457108 37,624 605,178 SH   DFND 21 435,450 0 169,728
LILLY ELI & CO COM 532457108 3,272 52,627 SH   DFND 23 52,627 0 0
LILLY ELI & CO COM 532457108 3,606 58,000 SH   DFND 24 58,000 0 0
LIN MEDIA LLC CL A COM 532771102 382 14,015 SH   DFND 21 14,015 0 0
LINCOLN NATL CORP IND COM 534187109 7,968 154,900 SH   DFND 3 154,900 0 0
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LINCOLN NATL CORP IND COM 534187109 41,134 799,659 SH   DFND 21 504,744 0 294,915
LINEAR TECHNOLOGY CORP COM 535678106 207 4,400 SH   DFND 21 4,056 0 344
LINNCO LLC COMSHS LTD INT 535782106 89,776 2,869,160 SH   DFND 3 2,832,096 0 37,064
LINNCO LLC COMSHS LTD INT 535782106 10,356 330,977 SH   DFND 4 330,977 0 0
LINNCO LLC COMSHS LTD INT 535782106 371 11,870 SH   DFND 17 11,870 0 0
LINNCO LLC COMSHS LTD INT 535782106 1,509 48,230 SH   DFND 21 39,290 0 8,940
LINKEDIN CORP COM CL A 53578A108 1,732 10,100 SH   DFND 17 0 0 10,100
LINKEDIN CORP COM CL A 53578A108 397 2,313 SH   DFND 21 2,169 0 144
LIQUIDITY SERVICES INC COM 53635B107 506 32,080 SH   DFND 17 0 0 32,080
LITHIA MTRS INC CL A 536797103 1,039 11,045 SH   DFND 21 8,956 0 2,089
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LIVEPERSON INC COM 538146101 1,602 157,850 SH   DFND 17 0 0 157,850
LOCKHEED MARTIN CORP COM 539830109 250,512 1,558,588 SH   DFND 3 1,294,688 0 263,900
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LOWES COS INC COM 548661107 378 7,875 SH   DFND 17 7,875 0 0
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LPATH INC COM NEW 548910306 929 234,030 SH   DFND 17 0 0 234,030
LULULEMON ATHLETICA INC COM 550021109 77 1,893 SH   DFND 21 1,643 0 250
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LYON WILLIAM HOMES CL A NEW 552074700 4,746 155,912 SH   DFND 17 119,700 0 36,212
LYON WILLIAM HOMES CL A NEW 552074700 2,657 87,300 SH   DFND 21 66,429 0 20,871
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MB FINANCIAL INC NEW COM 55264U108 858 31,729 SH   DFND 17 31,729 0 0
MB FINANCIAL INC NEW COM 55264U108 1,805 66,742 SH   DFND 21 53,639 0 13,103
MDU RES GROUP INC COM 552690109 166 4,716 SH   DFND 21 4,386 0 330
MFA FINL INC COM 55272X102 4,782 582,512 SH   DFND 17 582,512 0 0
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MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,353 1,600,000 PRN   DFND 4 1,600,000 0 0
M/I HOMES INC COM 55305B101 1,969 81,127 SH   DFND 17 81,127 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 4,141 29,164 SH   DFND 17 29,164 0 0
MACERICH CO COM 554382101 14 215 SH   DFND 17 215 0 0
MACERICH CO COM 554382101 237 3,557 SH   DFND 21 3,370 0 187
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 10,727 171,993 SH   DFND 17 127,031 0 44,962
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 6,885 110,385 SH   DFND 21 81,240 0 29,145
MACYS INC COM 55616P104 17,780 306,444 SH   DFND 3 306,444 0 0
MACYS INC COM 55616P104 12,575 216,743 SH   DFND 17 216,514 0 229
MACYS INC COM 55616P104 61,390 1,058,080 SH   DFND 21 601,764 0 456,316
MACYS INC COM 55616P104 652 11,236 SH   DFND 23 11,236 0 0
MADDEN STEVEN LTD COM 556269108 349 10,162 SH   DFND 21 10,162 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 227 3,640 SH   DFND 17 3,640 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 269 4,322 SH   DFND 21 4,322 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 749 8,915 SH   DFND 21 8,915 0 0
MAGNA INTL INC COM 559222401 89,465 830,300 SH   DFND 3 558,700 0 271,600
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MAGNA INTL INC COM 559222401 84,797 786,977 SH   DFND 21 452,065 0 334,912
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MAIN STREET CAPITAL CORP COM 56035L104 4,966 150,812 SH   DFND 21 137,156 0 13,656
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MAINSOURCE FINANCIAL GP INC COM 56062Y102 858 49,715 SH   DFND 21 29,986 0 19,729
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MANULIFE FINL CORP COM 56501R106 139,496 7,020,447 SH   DFND 3 4,674,540 0 2,345,907
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MANULIFE FINL CORP COM 56501R106 1,070 53,859 SH   DFND 21 36,915 0 16,944
MARATHON OIL CORP COM 565849106 320,577 8,030,492 SH   DFND 3 6,908,092 0 1,122,400
MARATHON OIL CORP COM 565849106 98,240 2,460,931 SH   DFND 17 2,449,622 0 11,309
MARATHON OIL CORP COM 565849106 18,476 462,833 SH   DFND 21 455,384 0 7,449
MARATHON OIL CORP COM 565849106 968 24,236 SH   DFND 23 24,236 0 0
MARATHON PETE CORP COM 56585A102 7,433 95,208 SH   DFND 3 95,208 0 0
MARATHON PETE CORP COM 56585A102 14,053 180,000 SH   DFND 4 180,000 0 0
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MARATHON PETE CORP COM 56585A102 468 6,000 SH   DFND 24 6,000 0 0
MARKEL CORP COM 570535104 2,170 3,310 SH   DFND 17 3,310 0 0
MARKEL CORP COM 570535104 13 20 SH   DFND 21 0 0 20
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 119 4,500 SH   DFND 17 4,500 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 2,461 42,600 SH   DFND 24 42,600 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 14,199 242,188 SH   DFND 17 192,322 0 49,866
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 14,144 241,242 SH   DFND 21 161,703 0 79,539
MARSH & MCLENNAN COS INC COM 571748102 1,216 23,466 SH   DFND 21 22,560 0 906
MARRIOTT INTL INC NEW CL A 571903202 209 3,253 SH   DFND 17 3,114 0 139
MARRIOTT INTL INC NEW CL A 571903202 494 7,707 SH   DFND 21 7,147 0 560
MARTIN MARIETTA MATLS INC COM 573284106 145 1,096 SH   DFND 21 1,096 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 80 1,943 SH   DFND 21 1,943 0 0
MASCO CORP COM 574599106 10,825 487,603 SH   DFND 4 428,221 0 59,382
MASCO CORP COM 574599106 154 6,943 SH   DFND 21 6,283 0 660
MASTEC INC COM 576323109 7,705 250,000 SH   DFND 4 250,000 0 0
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MATADOR RES CO COM 576485205 12,388 423,078 SH   DFND 17 333,423 0 89,655
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MATRIX SVC CO COM 576853105 52 1,582 SH   DFND 21 1,582 0 0
MATSON INC COM 57686G105 252 9,403 SH   DFND 21 9,403 0 0
MATTEL INC COM 577081102 260 6,682 SH   DFND 21 6,119 0 563
MATTEL INC COM 577081102 285 7,318 SH   DFND 23 7,318 0 0
MAVENIR SYS INC COM 577675101 2,102 138,764 SH   DFND 17 99,757 0 39,007
MAXIM INTEGRATED PRODS INC COM 57772K101 72,431 2,142,298 SH   DFND 17 1,850,798 0 291,500
MAXIM INTEGRATED PRODS INC COM 57772K101 4,495 132,961 SH   DFND 21 132,501 0 460
MAXIM INTEGRATED PRODS INC COM 57772K101 30 900 SH   DFND 24 900 0 0
MAXLINEAR INC CL A 57776J100 3,094 307,229 SH   DFND 17 217,678 0 89,551
MAXIMUS INC COM 577933104 9,586 222,829 SH   DFND 17 169,737 0 53,092
MAXIMUS INC COM 577933104 6,051 140,655 SH   DFND 21 104,670 0 35,985
MCCORMICK & CO INC COM NON VTG 579780206 1,707 23,847 SH   DFND 21 23,597 0 250
MCDONALDS CORP COM 580135101 4,759 47,241 SH   DFND 4 47,241 0 0
MCDONALDS CORP COM 580135101 100,639 998,996 SH   DFND 17 325,413 0 673,583
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MCDONALDS CORP COM 580135101 50 500 SH   DFND 24 500 0 0
MCGRAW HILL FINL INC COM 580645109 9,814 118,195 SH   DFND 17 96,990 0 21,205
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MCKESSON CORP COM 58155Q103 1,200 6,442 SH   DFND 3 6,442 0 0
MCKESSON CORP COM 58155Q103 115,313 619,262 SH   DFND 17 56,600 0 562,662
MCKESSON CORP COM 58155Q103 72,925 391,628 SH   DFND 21 227,449 0 164,179
MCKESSON CORP COM 58155Q103 4,151 22,294 SH   DFND 23 22,294 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 38,977 418,340 SH   DFND 17 413,865 0 4,475
MEAD JOHNSON NUTRITION CO COM 582839106 2,487 26,691 SH   DFND 21 26,378 0 313
MEADOWBROOK INS GROUP INC COM 58319P108 705 98,070 SH   DFND 17 0 0 98,070
MEADWESTVACO CORP COM 583334107 175 3,952 SH   DFND 21 3,472 0 480
MEDICAL ACTION INDS INC COM 58449L100 1,170 85,208 SH   DFND 21 85,208 0 0
MEDICINES CO COM 584688105 993 34,170 SH   DFND 17 0 0 34,170
MEDICINES CO COM 584688105 349 12,000 SH   DFND 24 12,000 0 0
MEDIVATION INC COM 58501N101 22,332 289,720 SH   DFND 17 62,260 0 227,460
MEDIVATION INC COM 58501N101 7,114 92,300 SH   DFND 24 92,300 0 0
MEDNAX INC COM 58502B106 5,275 90,709 SH   DFND 21 47,154 0 43,555
MEDLEY CAP CORP COM 58503F106 1,612 123,429 SH   DFND 21 38,476 0 84,953
MEDTRONIC INC COM 585055106 18,847 295,600 SH   DFND 3 295,600 0 0
MEDTRONIC INC COM 585055106 38,860 609,476 SH   DFND 4 609,476 0 0
MEDTRONIC INC COM 585055106 37,732 591,777 SH   DFND 17 474,559 0 117,218
MEDTRONIC INC COM 585055106 77,222 1,211,141 SH   DFND 21 673,926 0 537,215
MENS WEARHOUSE INC COM 587118100 373 6,689 SH   DFND 23 6,689 0 0
MENTOR GRAPHICS CORP COM 587200106 90,734 4,206,498 SH   DFND 3 4,158,030 0 48,468
MENTOR GRAPHICS CORP COM 587200106 10,765 499,058 SH   DFND 17 446,040 0 53,018
MENTOR GRAPHICS CORP COM 587200106 25,444 1,179,611 SH   DFND 21 826,217 0 353,394
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MERCANTILE BANK CORP COM 587376104 129 5,649 SH   DFND 21 5,649 0 0
MERCK & CO INC NEW COM 58933Y105 295,342 5,105,304 SH   DFND 3 4,372,004 0 733,300
MERCK & CO INC NEW COM 58933Y105 51,912 897,348 SH   DFND 4 897,348 0 0
MERCK & CO INC NEW COM 58933Y105 58 1,000 SH Call DFND 4 1,000 0 0
MERCK & CO INC NEW COM 58933Y105 712 12,300 SH Put DFND 4 12,300 0 0
MERCK & CO INC NEW COM 58933Y105 119,516 2,065,967 SH   DFND 17 1,877,933 0 188,034
MERCK & CO INC NEW COM 58933Y105 40,839 705,946 SH   DFND 21 604,975 0 100,971
MERCK & CO INC NEW COM 58933Y105 2,521 43,581 SH   DFND 23 43,581 0 0
MERCK & CO INC NEW COM 58933Y105 3,558 61,500 SH   DFND 24 61,500 0 0
MEREDITH CORP COM 589433101 46,796 967,660 SH   DFND 3 957,210 0 10,450
MERITOR INC COM 59001K100 9,533 731,070 SH   DFND 17 521,009 0 210,061
MERITOR INC COM 59001K100 5,389 413,234 SH   DFND 21 322,138 0 91,096
MERITOR INC NOTE 7.875% 3/0 59001KAC4 646 400,000 PRN   DFND 4 400,000 0 0
METHANEX CORP COM 59151K108 146,414 2,369,926 SH   DFND 3 2,216,115 0 153,811
METHANEX CORP COM 59151K108 9,041 146,342 SH   DFND 17 146,342 0 0
METHANEX CORP COM 59151K108 11,537 186,744 SH   DFND 21 132,265 0 54,479
METHODE ELECTRS INC COM 591520200 9,818 256,951 SH   DFND 17 256,951 0 0
METLIFE INC COM 59156R108 600,128 10,801,444 SH   DFND 3 9,127,344 0 1,674,100
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METLIFE INC COM 59156R108 47,249 850,410 SH   DFND 21 618,495 0 231,915
METLIFE INC UNIT 99/99/9999 59156R116 1,278 40,000 SH   DFND 4 40,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 428 1,691 SH   DFND 21 1,691 0 0
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MICROSOFT CORP COM 594918104 42 1,000 SH   DFND 24 1,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 129,223 2,647,462 SH   DFND 17 2,178,892 0 468,570
MICROCHIP TECHNOLOGY INC COM 595017104 22,267 456,200 SH   DFND 20 456,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 119,586 2,450,024 SH   DFND 21 2,230,277 0 219,747
MICROCHIP TECHNOLOGY INC COM 595017104 493 10,100 SH   DFND 24 10,100 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1,916 1,000,000 PRN   DFND 4 1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 88,965 2,700,000 SH   DFND 4 2,700,000 0 0
MICRON TECHNOLOGY INC COM 595112103 182,904 5,550,952 SH   DFND 17 4,323,172 0 1,227,780
MICRON TECHNOLOGY INC COM 595112103 85,026 2,580,466 SH   DFND 21 2,008,528 0 571,938
MICRON TECHNOLOGY INC COM 595112103 1,909 57,940 SH   DFND 23 57,940 0 0
MID-AMER APT CMNTYS INC COM 59522J103 8,372 114,600 SH   DFND 3 114,600 0 0
MIDDLEBY CORP COM 596278101 10,990 132,857 SH   DFND 17 103,497 0 29,360
MIDDLEBY CORP COM 596278101 6,155 74,412 SH   DFND 21 54,186 0 20,226
MITEL NETWORKS CORP COM 60671Q104 3,495 331,595 SH   DFND 17 331,595 0 0
MITEL NETWORKS CORP COM 60671Q104 307 29,168 SH   DFND 21 19,286 0 9,882
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1,698 413,100 SH   DFND 3 413,100 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 34,430 8,377,137 SH   DFND 17 8,377,137 0 0
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MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 22,904 1,160,264 SH   DFND 17 1,160,264 0 0
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MOHAWK INDS INC COM 608190104 20,476 148,010 SH   DFND 17 148,010 0 0
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MOLINA HEALTHCARE INC COM 60855R100 52 1,155 SH   DFND 21 1,155 0 0
MOLSON COORS BREWING CO CL B 60871R209 314,059 4,234,882 SH   DFND 3 3,565,082 0 669,800
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MOMENTA PHARMACEUTICALS INC COM 60877T100 1,233 102,095 SH   DFND 17 0 0 102,095
MONARCH CASINO & RESORT INC COM 609027107 1,486 98,160 SH   DFND 17 70,426 0 27,734
MONDELEZ INTL INC CL A 609207105 39,744 1,056,730 SH   DFND 17 1,039,325 0 17,405
MONDELEZ INTL INC CL A 609207105 31,412 835,197 SH   DFND 21 366,923 0 468,274
MONSANTO CO NEW COM 61166W101 69,854 560,000 SH   DFND 4 560,000 0 0
MONSANTO CO NEW COM 61166W101 169,513 1,358,932 SH   DFND 17 508,220 0 850,712
MONSANTO CO NEW COM 61166W101 46,154 370,000 SH   DFND 20 370,000 0 0
MONSANTO CO NEW COM 61166W101 138,874 1,113,307 SH   DFND 21 1,041,471 0 71,836
MONSANTO CO NEW COM 61166W101 22,478 180,200 SH   DFND 24 180,200 0 0
MONSTER BEVERAGE CORP COM 611740101 69,786 982,480 SH   DFND 17 852,580 0 129,900
MONSTER BEVERAGE CORP COM 611740101 1,278 17,996 SH   DFND 21 17,816 0 180
MOODYS CORP COM 615369105 2,163 24,675 SH   DFND 21 22,211 0 2,464
MORGAN STANLEY COM NEW 617446448 1,340 41,443 SH   DFND 17 41,443 0 0
MORGAN STANLEY COM NEW 617446448 22,820 705,852 SH   DFND 21 587,203 0 118,649
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MORNINGSTAR INC COM 617700109 1,237 17,230 SH   DFND 17 17,230 0 0
MOSAIC CO NEW COM 61945C103 457 9,235 SH   DFND 21 8,758 0 477
MOTORCAR PTS AMER INC COM 620071100 14,047 576,893 SH   DFND 17 520,873 0 56,020
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MUELLER WTR PRODS INC COM SER A 624758108 5,425 627,892 SH   DFND 17 627,892 0 0
MULTI COLOR CORP COM 625383104 380 9,505 SH   DFND 21 9,505 0 0
MURPHY OIL CORP COM 626717102 18,600 279,784 SH   DFND 3 279,784 0 0
MURPHY OIL CORP COM 626717102 11,186 168,257 SH   DFND 17 168,150 0 107
MURPHY OIL CORP COM 626717102 54,847 825,008 SH   DFND 21 703,215 0 121,793
MURPHY OIL CORP COM 626717102 2,456 36,947 SH   DFND 23 36,947 0 0
MURPHY USA INC COM 626755102 827 16,920 SH   DFND 17 16,920 0 0
MURPHY USA INC COM 626755102 6,260 128,051 SH   DFND 21 91,260 0 36,791
MURPHY USA INC COM 626755102 375 7,676 SH   DFND 23 7,676 0 0
MYLAN INC COM 628530107 40,749 790,317 SH   DFND 17 543,087 0 247,230
MYLAN INC COM 628530107 70,505 1,367,437 SH   DFND 21 873,341 0 494,096
MYLAN INC COM 628530107 144 2,790 SH   DFND 23 2,790 0 0
MYLAN INC COM 628530107 5,156 100,000 SH   DFND 24 100,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 1,941 500,000 PRN   DFND 4 500,000 0 0
MYRIAD GENETICS INC COM 62855J104 1,047 26,890 SH   DFND 21 25,736 0 1,154
NCR CORP NEW COM 62886E108 951 27,090 SH   DFND 17 27,090 0 0
NCR CORP NEW COM 62886E108 11,115 316,760 SH   DFND 21 302,180 0 14,580
NN INC COM 629337106 5,989 234,114 SH   DFND 17 189,232 0 44,882
NN INC COM 629337106 90 3,503 SH   DFND 21 3,503 0 0
NPS PHARMACEUTICALS INC COM 62936P103 9,487 287,047 SH   DFND 17 248,672 0 38,375
NPS PHARMACEUTICALS INC COM 62936P103 4,389 132,811 SH   DFND 21 91,223 0 41,588
NRG ENERGY INC COM NEW 629377508 273 7,327 SH   DFND 4 0 0 7,327
NRG ENERGY INC COM NEW 629377508 233 6,263 SH   DFND 21 5,773 0 490
NASDAQ OMX GROUP INC COM 631103108 57 1,474 SH   DFND 21 1,474 0 0
NATIONAL HEALTHCARE CORP COM 635906100 360 6,400 SH   DFND 21 6,400 0 0
NATIONAL OILWELL VARCO INC COM 637071101 29,407 357,102 SH   DFND 4 357,102 0 0
NATIONAL OILWELL VARCO INC COM 637071101 66,304 805,154 SH   DFND 17 284,327 0 520,827
NATIONAL OILWELL VARCO INC COM 637071101 77,771 944,390 SH   DFND 21 824,333 0 120,057
NATIONAL OILWELL VARCO INC COM 637071101 544 6,600 SH   DFND 24 6,600 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 31,636 2,990,187 SH   DFND 3 2,930,363 0 59,824
NATIONAL WESTN LIFE INS CO CL A 638522102 556 2,231 SH   DFND 21 2,231 0 0
NAVIGATORS GROUP INC COM 638904102 935 13,950 SH   DFND 17 13,950 0 0
NAVIGATORS GROUP INC COM 638904102 154 2,290 SH   DFND 21 2,290 0 0
NATUS MEDICAL INC DEL COM 639050103 780 31,030 SH   DFND 17 1,630 0 29,400
NATUS MEDICAL INC DEL COM 639050103 2,377 94,555 SH   DFND 21 37,868 0 56,687
NAUTILUS INC COM 63910B102 7,844 707,306 SH   DFND 17 580,156 0 127,150
NAVIGANT CONSULTING INC COM 63935N107 266 15,245 SH   DFND 21 15,245 0 0
NEENAH PAPER INC COM 640079109 49,138 924,510 SH   DFND 3 924,510 0 0
NEENAH PAPER INC COM 640079109 3,247 61,086 SH   DFND 17 61,086 0 0
NEENAH PAPER INC COM 640079109 1,844 34,697 SH   DFND 21 34,697 0 0
NEKTAR THERAPEUTICS COM 640268108 8,446 658,833 SH   DFND 17 357,003 0 301,830
NEKTAR THERAPEUTICS COM 640268108 1,474 115,000 SH   DFND 24 115,000 0 0
NELNET INC CL A 64031N108 873 21,064 SH   DFND 17 21,064 0 0
NELNET INC CL A 64031N108 1,938 46,776 SH   DFND 21 46,776 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,036 91,015 SH   DFND 21 91,015 0 0
NETAPP INC COM 64110D104 6,493 177,805 SH   DFND 17 143,190 0 34,615
NETAPP INC COM 64110D104 2,076 56,843 SH   DFND 21 15,955 0 40,888
NETFLIX INC COM 64110L106 21,270 48,275 SH   DFND 17 40,780 0 7,495
NETFLIX INC COM 64110L106 628 1,425 SH   DFND 21 1,363 0 62
NETEASE INC SPONSORED ADR 64110W102 27,879 355,781 SH   DFND 17 274,371 0 81,410
NETEASE INC SPONSORED ADR 64110W102 559 7,128 SH   DFND 21 7,128 0 0
NETGEAR INC COM 64111Q104 626 18,000 SH   DFND 21 18,000 0 0
NETSCOUT SYS INC COM 64115T104 261 5,890 SH   DFND 17 1,690 0 4,200
NETSUITE INC COM 64118Q107 9 100 SH   DFND 17 100 0 0
NETSUITE INC COM 64118Q107 45 523 SH   DFND 21 523 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,044 205,210 SH   DFND 17 0 0 205,210
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,083 73,000 SH   DFND 24 73,000 0 0
NEUSTAR INC CL A 64126X201 2,530 97,225 SH   DFND 17 97,225 0 0
NEUSTAR INC CL A 64126X201 7,067 271,615 SH   DFND 21 197,853 0 73,762
NEUSTAR INC CL A 64126X201 240 9,210 SH   DFND 23 9,210 0 0
NEVSUN RES LTD COM 64156L101 578 154,045 SH   DFND 21 154,045 0 0
NEW GOLD INC CDA COM 644535106 418 65,611 SH   DFND 21 65,611 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 220 15,558 SH   DFND 21 15,558 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,655 513,941 SH   DFND 17 374,721 0 139,220
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 18,096 681,071 SH   DFND 20 597,613 0 83,458
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,669 363,900 SH   DFND 21 363,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,710 102,000 SH   DFND 24 102,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,355 51,000 SH   DFND   51,000 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 1,652 262,200 SH   DFND 17 262,200 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,588 99,380 SH   DFND 17 99,380 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 28,660 1,793,514 SH   DFND 21 1,160,867 0 632,647
NEWELL RUBBERMAID INC COM 651229106 880 28,388 SH   DFND 3 28,388 0 0
NEWELL RUBBERMAID INC COM 651229106 14,932 481,847 SH   DFND 17 405,252 0 76,595
NEWELL RUBBERMAID INC COM 651229106 199 6,423 SH   DFND 21 5,848 0 575
NEWFIELD EXPL CO COM 651290108 226 5,114 SH   DFND 17 5,028 0 86
NEWFIELD EXPL CO COM 651290108 4,737 107,179 SH   DFND 21 106,939 0 240
NEWMARKET CORP COM 651587107 669 1,706 SH   DFND 21 1,706 0 0
NEWMONT MINING CORP COM 651639106 445 17,498 SH   DFND 17 17,183 0 315
NEWMONT MINING CORP COM 651639106 18,579 730,321 SH   DFND 21 727,196 0 3,125
NEWMONT MINING CORP COM 651639106 509 20,000 SH   DFND 24 20,000 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,001 1,000,000 PRN   DFND 4 1,000,000 0 0
NEWPORT CORP COM 651824104 4,191 226,548 SH   DFND 17 226,548 0 0
NEWS CORP NEW CL A 65249B109 454 25,281 SH   DFND 17 24,964 0 317
NEWS CORP NEW CL A 65249B109 192 10,707 SH   DFND 21 9,836 0 871
NEWS CORP NEW CL A 65249B109 112 6,220 SH   DFND 23 6,220 0 0
NEXTERA ENERGY INC COM 65339F101 9,438 92,100 SH   DFND 17 92,100 0 0
NEXTERA ENERGY INC COM 65339F101 45,719 446,130 SH   DFND 21 375,086 0 71,044
NEXTERA ENERGY INC COM 65339F101 979 9,557 SH   DFND 23 9,557 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 1,427 25,000 SH   DFND 4 25,000 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 246 17,106 SH   DFND 21 12,493 0 4,613
NIKE INC CL B 654106103 58,898 759,483 SH   DFND 17 636,218 0 123,265
NIKE INC CL B 654106103 46,013 593,333 SH   DFND 21 363,527 0 229,806
NIKE INC CL B 654106103 256 3,300 SH   DFND 24 3,300 0 0
NISOURCE INC COM 65473P105 2,214 56,280 SH   DFND 17 56,280 0 0
NISOURCE INC COM 65473P105 2,959 75,212 SH   DFND 21 71,043 0 4,169
NOKIA CORP SPONSORED ADR 654902204 74 9,770 SH   DFND 17 9,770 0 0
NOBLE ENERGY INC COM 655044105 538 6,945 SH   DFND 17 6,945 0 0
NOBLE ENERGY INC COM 655044105 4,993 64,464 SH   DFND 21 63,866 0 598
NOBLE ENERGY INC COM 655044105 751 9,700 SH   DFND 24 9,700 0 0
NORDION INC COM 65563C105 8,154 649,200 SH   DFND 21 649,200 0 0
NORDSTROM INC COM 655664100 254 3,739 SH   DFND 21 3,496 0 243
NORFOLK SOUTHERN CORP COM 655844108 298,179 2,894,100 SH   DFND 3 2,427,235 0 466,865
NORFOLK SOUTHERN CORP COM 655844108 76,250 740,072 SH   DFND 17 739,876 0 196
NORFOLK SOUTHERN CORP COM 655844108 27,160 263,611 SH   DFND 21 203,964 0 59,647
NORFOLK SOUTHERN CORP COM 655844108 113 1,100 SH   DFND 23 1,100 0 0
NORTHEAST UTILS COM 664397106 406 8,597 SH   DFND 21 8,211 0 386
NORTHERN TR CORP COM 665859104 2,638 41,080 SH   DFND 17 41,080 0 0
NORTHERN TR CORP COM 665859104 11,225 174,820 SH   DFND 21 174,437 0 383
NORTHROP GRUMMAN CORP COM 666807102 298,553 2,495,635 SH   DFND 3 2,140,335 0 355,300
NORTHROP GRUMMAN CORP COM 666807102 93,334 780,186 SH   DFND 17 780,051 0 135
NORTHROP GRUMMAN CORP COM 666807102 61,031 510,166 SH   DFND 21 273,307 0 236,859
NORTHSTAR RLTY FIN CORP COM 66704R100 18,184 1,046,281 SH   DFND 4 1,046,281 0 0
NORTHWEST BIOTHERAPEUTICS IN *W EXP 99/99/999 66737P113 310 81,620 SH   DFND 17 0 0 81,620
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 1,140 169,950 SH   DFND 17 0 0 169,950
NORTHWESTERN CORP COM NEW 668074305 1,322 25,340 SH   DFND 17 25,340 0 0
NORTHWESTERN CORP COM NEW 668074305 4,009 76,819 SH   DFND 21 38,655 0 38,164
NOVARTIS A G SPONSORED ADR 66987V109 2,393 26,434 SH   DFND 17 8,797 0 17,637
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,623 800,000 PRN   DFND 4 800,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 74 1,006 SH   DFND 17 1,006 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,168 42,831 SH   DFND 21 18,331 0 24,500
NU SKIN ENTERPRISES INC CL A 67018T105 338 4,567 SH   DFND 23 4,567 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 91 4,854 SH   DFND 21 4,314 0 540
NUANCE COMMUNICATIONS INC COM 67020Y100 1,403 74,740 SH   DFND 23 1,740 0 73,000
NUCOR CORP COM 670346105 336 6,813 SH   DFND 21 6,336 0 477
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 806 55,000 SH   DFND 4 55,000 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 761 55,000 SH   DFND 4 55,000 0 0
NVIDIA CORP COM 67066G104 22,204 1,197,610 SH   DFND 17 912,800 0 284,810
NVIDIA CORP COM 67066G104 3,828 206,491 SH   DFND 21 112,612 0 93,879
NUTRI SYS INC NEW COM 67069D108 2,539 148,370 SH   DFND 17 148,370 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 706 55,000 SH   DFND 4 55,000 0 0
OGE ENERGY CORP COM 670837103 271 6,935 SH   DFND 21 6,935 0 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 755 55,000 SH   DFND 4 55,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,645 17,564 SH   DFND 17 17,496 0 68
O REILLY AUTOMOTIVE INC NEW COM 67103H107 31,633 210,047 SH   DFND 21 163,464 0 46,583
O REILLY AUTOMOTIVE INC NEW COM 67103H107 208 1,380 SH   DFND 23 1,380 0 0
OFG BANCORP COM 67103X102 363 19,700 SH   DFND 21 19,700 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 7,034 140,700 SH   DFND 3 140,700 0 0
OASIS PETE INC NEW COM 674215108 10,325 184,742 SH   DFND 17 145,035 0 39,707
OASIS PETE INC NEW COM 674215108 5,389 96,415 SH   DFND 21 73,057 0 23,358
OASIS PETE INC NEW COM 674215108 632 11,300 SH   DFND 24 11,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 288,113 2,807,300 SH   DFND 3 2,372,900 0 434,400
OCCIDENTAL PETE CORP DEL COM 674599105 116,374 1,133,916 SH   DFND 17 691,187 0 442,729
OCCIDENTAL PETE CORP DEL COM 674599105 3,212 31,301 SH   DFND 21 30,296 0 1,005
OCEANEERING INTL INC COM 675232102 404 5,165 SH   DFND 17 5,165 0 0
OCEANEERING INTL INC COM 675232102 4,618 59,106 SH   DFND 21 59,106 0 0
OCEANEERING INTL INC COM 675232102 594 7,600 SH   DFND 24 7,600 0 0
OCH ZIFF CAP MGMT GROUP CL A 67551U105 2,761 199,668 SH   DFND 21 199,668 0 0
OCWEN FINL CORP COM NEW 675746309 12 330 SH   DFND 17 330 0 0
OCWEN FINL CORP COM NEW 675746309 142 3,837 SH   DFND 21 1,812 0 2,025
OILTANKING PARTNERS L P UNIT LTD 678049107 2,261 23,946 SH   DFND 17 16,116 0 7,830
OLD DOMINION FGHT LINES INC COM 679580100 3,944 61,934 SH   DFND 21 6,671 0 55,263
OLD NATL BANCORP IND COM 680033107 55,506 3,886,956 SH   DFND 3 3,813,692 0 73,264
OLD NATL BANCORP IND COM 680033107 1,903 133,283 SH   DFND 17 133,283 0 0
OLD NATL BANCORP IND COM 680033107 678 47,500 SH   DFND 21 47,500 0 0
OLIN CORP COM PAR $1 680665205 108,888 4,044,870 SH   DFND 3 4,003,168 0 41,702
OLIN CORP COM PAR $1 680665205 1,404 52,173 SH   DFND 17 52,173 0 0
OLIN CORP COM PAR $1 680665205 5,623 208,872 SH   DFND 21 130,774 0 78,098
OMNICARE INC COM 681904108 7,118 106,923 SH   DFND 17 106,923 0 0
OMNICARE INC COM 681904108 39,721 596,677 SH   DFND 21 430,872 0 165,805
OMNICARE INC COM 681904108 576 8,647 SH   DFND 23 8,647 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 1,277 500,000 PRN   DFND 4 500,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 1,328 800,000 PRN   DFND 4 800,000 0 0
OMNICOM GROUP INC COM 681919106 381 5,349 SH   DFND 21 4,856 0 493
OMEGA HEALTHCARE INVS INC COM 681936100 92,972 2,522,300 SH   DFND 3 2,494,700 0 27,600
OMEGA HEALTHCARE INVS INC COM 681936100 1,594 43,234 SH   DFND 17 43,234 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 7,154 194,090 SH   DFND 21 18,423 0 175,667
OMEGA PROTEIN CORP COM 68210P107 115 8,436 SH   DFND 21 8,436 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 521 23,690 SH   DFND 17 23,690 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 465 21,153 SH   DFND 21 15,273 0 5,880
OMNICELL INC COM 68213N109 3,448 120,090 SH   DFND 17 120,090 0 0
OMEROS CORP COM 682143102 2,205 126,740 SH   DFND 17 126,740 0 0
ON ASSIGNMENT INC COM 682159108 8,851 248,824 SH   DFND 17 191,177 0 57,647
ON ASSIGNMENT INC COM 682159108 5,019 141,110 SH   DFND 21 103,917 0 37,193
ON SEMICONDUCTOR CORP COM 682189105 15,107 1,652,795 SH   DFND 17 1,339,720 0 313,075
ON SEMICONDUCTOR CORP COM 682189105 19,507 2,134,200 SH   DFND 20 2,134,200 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1,950 522,836 SH   DFND 17 0 0 522,836
ONCOTHYREON INC COM 682324108 588 181,550 SH   DFND 17 0 0 181,550
ONE GAS INC COM 68235P108 98,493 2,609,076 SH   DFND 4 2,561,963 0 47,113
ONE GAS INC COM 68235P108 230 6,080 SH   DFND 17 6,080 0 0
ONE GAS INC COM 68235P108 3 88 SH   DFND 21 0 0 88
ONEOK INC NEW COM 682680103 35,507 521,552 SH   DFND 4 496,854 0 24,698
ONEOK INC NEW COM 682680103 303 4,457 SH   DFND 21 4,105 0 352
OPEN TEXT CORP COM 683715106 3,994 83,303 SH   DFND 21 83,303 0 0
OPHTHOTECH CORP COM 683745103 7,096 167,715 SH   DFND 17 28,925 0 138,790
OPHTHOTECH CORP COM 683745103 1,650 39,000 SH   DFND 24 39,000 0 0
ORACLE CORP COM 68389X105 21,530 531,209 SH   DFND 4 531,209 0 0
ORACLE CORP COM 68389X105 246,769 6,088,547 SH   DFND 17 2,784,073 0 3,304,474
ORACLE CORP COM 68389X105 75,637 1,866,188 SH   DFND 21 1,355,290 0 510,898
ORACLE CORP COM 68389X105 3,060 75,501 SH   DFND 23 75,501 0 0
ORANGE SPONSORED ADR 684060106 53,623 3,393,859 SH   DFND 3 2,211,459 0 1,182,400
ORANGE SPONSORED ADR 684060106 22,376 1,416,199 SH   DFND 17 1,416,199 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 103 12,000 SH   DFND 17 12,000 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 3,263 101,838 SH   DFND 17 79,423 0 22,415
OREXIGEN THERAPEUTICS INC COM 686164104 1,421 229,901 SH   DFND 17 229,901 0 0
OSHKOSH CORP COM 688239201 8,090 145,696 SH   DFND 17 121,656 0 24,040
OSHKOSH CORP COM 688239201 363 6,546 SH   DFND 21 6,546 0 0
OUTERWALL INC COM 690070107 1,420 23,930 SH   DFND 17 23,930 0 0
OUTERWALL INC COM 690070107 13,020 219,373 SH   DFND 21 206,030 0 13,343
OUTERWALL INC COM 690070107 820 13,823 SH   DFND 23 13,823 0 0
OWENS CORNING NEW COM 690742101 14,953 386,584 SH   DFND 4 340,196 0 46,388
OWENS ILL INC COM NEW 690768403 279 8,053 SH   DFND 21 7,673 0 380
OXFORD RESOURCE PARTNERS LP COM UNIT RP LP 691807101 1,056 1,256,617 SH   DFND 4 1,256,617 0 0
PBF ENERGY INC CL A 69318G106 2,517 94,440 SH   DFND 17 76,550 0 17,890
P C CONNECTION COM 69318J100 754 36,456 SH   DFND 21 36,456 0 0
PDC ENERGY INC COM 69327R101 514 8,145 SH   DFND 17 8,145 0 0
PDC ENERGY INC COM 69327R101 568 9,000 SH   DFND 24 9,000 0 0
PDF SOLUTIONS INC COM 693282105 7,925 373,451 SH   DFND 17 323,418 0 50,033
PDL BIOPHARMA INC COM 69329Y104 3,243 335,070 SH   DFND 17 335,070 0 0
PDL BIOPHARMA INC COM 69329Y104 10,598 1,094,856 SH   DFND 21 824,707 0 270,149
PG&E CORP COM 69331C108 1,756 36,562 SH   DFND 17 8,099 0 28,463
PG&E CORP COM 69331C108 2,738 57,025 SH   DFND 21 56,407 0 618
PG&E CORP COM 69331C108 153 3,180 SH   DFND 23 3,180 0 0
PHH CORP COM NEW 693320202 137,170 5,969,083 SH   DFND 4 5,969,083 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 3,126 1,597,000 PRN   DFND 4 1,597,000 0 0
PHI INC COM NON VTG 69336T205 426 9,559 SH   DFND 21 9,559 0 0
PGT INC COM 69336V101 2,266 267,501 SH   DFND 17 267,501 0 0
PNC FINL SVCS GROUP INC COM 693475105 311,815 3,501,573 SH   DFND 3 2,956,073 0 545,500
PNC FINL SVCS GROUP INC COM 693475105 87,019 977,195 SH   DFND 17 976,856 0 339
PNC FINL SVCS GROUP INC COM 693475105 52,679 591,569 SH   DFND 21 369,961 0 221,608
PNC FINL SVCS GROUP INC COM 693475105 1,512 16,977 SH   DFND 23 16,977 0 0
POSCO SPONSORED ADR 693483109 1,157 15,545 SH   DFND 21 15,545 0 0
PNM RES INC COM 69349H107 2,260 77,062 SH   DFND 17 77,062 0 0
PNM RES INC COM 69349H107 2,102 71,682 SH   DFND 21 16,961 0 54,721
PPG INDS INC COM 693506107 8,889 42,300 SH   DFND 3 42,300 0 0
PPG INDS INC COM 693506107 93,055 442,803 SH   DFND 17 378,835 0 63,968
PPG INDS INC COM 693506107 10,125 48,178 SH   DFND 21 19,347 0 28,831
PPG INDS INC COM 693506107 198 940 SH   DFND 23 940 0 0
PPG INDS INC COM 693506107 1,156 5,500 SH   DFND 24 5,500 0 0
PPL CORP COM 69351T106 18,587 523,138 SH   DFND 3 523,138 0 0
PPL CORP COM 69351T106 8,734 245,814 SH   DFND 4 245,814 0 0
PPL CORP COM 69351T106 3,308 93,093 SH   DFND 17 92,693 0 400
PPL CORP COM 69351T106 6,537 183,983 SH   DFND 21 183,227 0 756
PPL CORP COM 69351T106 1,075 30,265 SH   DFND 23 30,265 0 0
PVH CORP COM 693656100 181 1,553 SH   DFND 21 1,432 0 121
PTC INC COM 69370C100 6,348 163,616 SH   DFND 17 163,616 0 0
PACCAR INC COM 693718108 2,087 33,214 SH   DFND 21 32,613 0 601
PACIFIC ETHANOL INC COM PAR $.001 69423U305 652 42,610 SH   DFND 17 42,610 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 11,742 127,824 SH   DFND 17 110,512 0 17,312
PACIRA PHARMACEUTICALS INC COM 695127100 3,874 42,171 SH   DFND 21 31,949 0 10,222
PACKAGING CORP AMER COM 695156109 2,650 37,073 SH   DFND 17 37,073 0 0
PACKAGING CORP AMER COM 695156109 34,331 480,221 SH   DFND 21 391,101 0 89,120
PALL CORP COM 696429307 10,511 123,099 SH   DFND 21 109,587 0 13,512
PALL CORP COM 696429307 17,713 207,435 SH   DFND 24 207,435 0 0
PALO ALTO NETWORKS INC COM 697435105 78,611 937,525 SH   DFND 17 784,645 0 152,880
PAN AMERICAN SILVER CORP COM 697900108 57 3,735 SH   DFND 21 3,735 0 0
PANDORA MEDIA INC COM 698354107 2,721 92,225 SH   DFND 17 47,760 0 44,465
PANERA BREAD CO CL A 69840W108 1,519 10,135 SH   DFND 17 9,685 0 450
PARAGON SHIPPING INC CL A NEW 69913R408 4,728 800,000 SH   DFND 4 800,000 0 0
PAREXEL INTL CORP COM 699462107 7,976 150,937 SH   DFND 17 125,304 0 25,633
PAREXEL INTL CORP COM 699462107 4,238 80,201 SH   DFND 21 50,033 0 30,168
PARK CITY GROUP INC COM NEW 700215304 2,564 235,484 SH   DFND 17 167,286 0 68,198
PARK OHIO HLDGS CORP COM 700666100 159 2,739 SH   DFND 3 2,739 0 0
PARK OHIO HLDGS CORP COM 700666100 8,844 152,196 SH   DFND 17 120,759 0 31,437
PARK OHIO HLDGS CORP COM 700666100 245 4,224 SH   DFND 21 4,224 0 0
PARK STERLING CORP COM 70086Y105 1,844 279,805 SH   DFND 17 200,287 0 79,518
PARKER DRILLING CO COM 701081101 7,773 1,192,194 SH   DFND 17 956,648 0 235,546
PARKER DRILLING CO COM 701081101 4,640 711,617 SH   DFND 21 569,906 0 141,711
PARKER HANNIFIN CORP COM 701094104 17,997 143,144 SH   DFND 3 143,144 0 0
PARKER HANNIFIN CORP COM 701094104 2,708 21,537 SH   DFND 17 21,442 0 95
PARKER HANNIFIN CORP COM 701094104 3,621 28,799 SH   DFND 21 23,752 0 5,047
PATRICK INDS INC COM 703343103 9,750 209,274 SH   DFND 17 182,151 0 27,123
PATTERSON COMPANIES INC COM 703395103 902 22,835 SH   DFND 21 22,465 0 370
PATTERSON UTI ENERGY INC COM 703481101 980 28,045 SH   DFND 17 28,045 0 0
PATTERSON UTI ENERGY INC COM 703481101 608 17,406 SH   DFND 21 16,916 0 490
PATTERSON UTI ENERGY INC COM 703481101 559 16,000 SH   DFND 24 16,000 0 0
PAYCHEX INC COM 704326107 2,333 56,126 SH   DFND 21 55,574 0 552
PEABODY ENERGY CORP COM 704549104 18,531 1,133,388 SH   DFND 17 116 0 1,133,272
PEABODY ENERGY CORP COM 704549104 16,397 1,002,882 SH   DFND 21 1,002,282 0 600
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 6,347 8,400,000 PRN   DFND 4 8,400,000 0 0
PEGASYSTEMS INC COM 705573103 585 27,720 SH   DFND 17 4,200 0 23,520
PEMBINA PIPELINE CORP COM 706327103 433 10,071 SH   DFND 21 10,071 0 0
PENGROWTH ENERGY CORP COM 70706P104 582 81,028 SH   DFND 21 81,028 0 0
PENN VA CORP COM 707882106 14,886 878,242 SH   DFND 17 742,716 0 135,526
PENN VA CORP COM 707882106 5,480 323,313 SH   DFND 21 245,935 0 77,378
PENN WEST PETE LTD NEW COM 707887105 264 27,084 SH   DFND 21 25,984 0 1,100
PENNEY J C INC COM 708160106 695 76,820 SH   DFND 17 61,880 0 14,940
PENNEY J C INC COM 708160106 4 450 SH   DFND 21 0 0 450
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 458 24,358 SH   DFND 17 24,358 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 367 19,500 SH   DFND 21 19,500 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,659 75,614 SH   DFND 17 75,614 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,625 74,060 SH   DFND 21 33,957 0 40,103
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,229 45,034 SH   DFND 17 27,624 0 17,410
PENSKE AUTOMOTIVE GRP INC COM 70959W103 634 12,811 SH   DFND 21 11,679 0 1,132
PEOPLES BANCORP INC COM 709789101 337 12,725 SH   DFND 21 12,725 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 402 26,473 SH   DFND 21 25,969 0 504
PEPCO HOLDINGS INC COM 713291102 17,884 650,790 SH   DFND 21 434,947 0 215,843
PEPSICO INC COM 713448108 5,530 61,894 SH   DFND 4 61,894 0 0
PEPSICO INC COM 713448108 125,839 1,408,536 SH   DFND 17 316,015 0 1,092,521
PEPSICO INC COM 713448108 19,691 220,410 SH   DFND 21 212,178 0 8,232
PEPSICO INC COM 713448108 457 5,119 SH   DFND 23 5,119 0 0
PEPSICO INC COM 713448108 431 4,820 SH   DFND 24 4,820 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 233 11,893 SH   DFND 21 11,893 0 0
PERFICIENT INC COM 71375U101 892 45,791 SH   DFND 21 45,791 0 0
PERKINELMER INC COM 714046109 115,665 2,469,358 SH   DFND 3 2,442,725 0 26,633
PERKINELMER INC COM 714046109 13,797 294,556 SH   DFND 17 229,679 0 64,877
PERKINELMER INC COM 714046109 1,881 40,154 SH   DFND 21 20,017 0 20,137
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 5,053 562,746 SH   DFND 17 475,346 0 87,400
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 5,631 135,165 SH   DFND 21 135,165 0 0
PETMED EXPRESS INC COM 716382106 17,019 1,262,517 SH   DFND 3 1,262,517 0 0
PETMED EXPRESS INC COM 716382106 303 22,499 SH   DFND 21 22,499 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 766 117,831 SH   DFND 21 117,831 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4,878 311,900 SH   DFND 17 311,900 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,587 612,980 SH   DFND 21 571,782 0 41,198
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 239 16,357 SH   DFND 17 16,357 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,952 406,816 SH   DFND 21 296,685 0 110,131
PETROLOGISTICS LP UNIT LTD PTH INT 71672U101 24,845 1,730,161 SH   DFND 3 1,730,161 0 0
PETROLOGISTICS LP UNIT LTD PTH INT 71672U101 4,880 339,843 SH   DFND 21 339,843 0 0
PETROQUEST ENERGY INC COM 716748108 7,387 982,291 SH   DFND 17 774,187 0 208,104
PETSMART INC COM 716768106 1,039 17,368 SH   DFND 21 17,208 0 160
PHARMACYCLICS INC COM 716933106 94 1,053 SH   DFND 21 1,053 0 0
PHARMACYCLICS INC COM 716933106 1,346 15,000 SH   DFND 24 15,000 0 0
PFIZER INC COM 717081103 258,964 8,725,190 SH   DFND 3 7,349,590 0 1,375,600
PFIZER INC COM 717081103 32,604 1,098,502 SH   DFND 4 1,066,935 0 31,567
PFIZER INC COM 717081103 56 1,900 SH Call DFND 4 1,900 0 0
PFIZER INC COM 717081103 163 5,500 SH Put DFND 4 5,500 0 0
PFIZER INC COM 717081103 127,204 4,285,858 SH   DFND 17 4,216,051 0 69,807
PFIZER INC COM 717081103 36,388 1,226,000 SH   DFND 20 1,226,000 0 0
PFIZER INC COM 717081103 120,059 4,045,107 SH   DFND 21 3,422,625 0 622,482
PFIZER INC COM 717081103 4,103 138,253 SH   DFND 23 138,253 0 0
PFIZER INC COM 717081103 819 27,600 SH   DFND 24 27,600 0 0
PHARMERICA CORP COM 71714F104 133 4,655 SH   DFND 17 4,655 0 0
PHARMERICA CORP COM 71714F104 7,072 247,358 SH   DFND 21 89,882 0 157,476
PHILIP MORRIS INTL INC COM 718172109 18,521 219,680 SH   DFND 21 196,901 0 22,779
PHILIP MORRIS INTL INC COM 718172109 27,502 326,198 SH   DFND 4 326,198 0 0
PHILIP MORRIS INTL INC COM 718172109 85,060 1,008,895 SH   DFND 17 924,389 0 84,506
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 1,165 17,285 SH   DFND 17 17,285 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,905 72,800 SH   DFND 21 72,800 0 0
PHILLIPS 66 COM 718546104 1,073 13,335 SH   DFND 17 13,335 0 0
PHILLIPS 66 COM 718546104 25,564 317,836 SH   DFND 21 183,963 0 133,873
PHILLIPS 66 COM 718546104 1,864 23,170 SH   DFND 23 23,170 0 0
PHILLIPS 66 COM 718546104 1,528 19,000 SH   DFND 24 19,000 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 1 100 SH   DFND 17 100 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 686 64,093 SH   DFND 21 64,093 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 383 31,300 SH   DFND 21 31,300 0 0
PHYSICIANS RLTY TR COM 71943U104 874 60,740 SH   DFND 17 60,740 0 0
PIER 1 IMPORTS INC COM 720279108 208 13,521 SH   DFND 23 13,521 0 0
PIKE CORP COM 721283109 206 23,040 SH   DFND 21 23,040 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 17,522 640,410 SH   DFND 17 640,410 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 814 29,765 SH   DFND 21 29,765 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 10,265 375,167 SH   DFND 24 375,167 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 1,370 21,060 SH   DFND 4 21,060 0 0
PIMCO ETF TR LOW DURTN ETF 72201R718 126,713 1,250,000 SH   DFND 4 1,250,000 0 0
PIMCO ETF TR DIV INCOME ETF 72201R726 31,188 600,000 SH   DFND 4 600,000 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 198,562 1,857,979 SH   DFND 4 1,857,979 0 0
PIMCO ETF TR GB ADV INF BD 72201R791 86,666 1,700,000 SH   DFND 4 1,700,000 0 0
PIMCO ETF TR ENHAN SHRT MAT 72201R833 70,544 695,700 SH   DFND 4 695,700 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 21 88,183 SH   DFND 4 88,183 0 0
PINNACLE ENTMT INC COM 723456109 5,060 200,969 SH   DFND 17 200,969 0 0
PINNACLE WEST CAP CORP COM 723484101 4,943 85,456 SH   DFND 17 85,456 0 0
PINNACLE WEST CAP CORP COM 723484101 20,380 352,356 SH   DFND 21 151,854 0 200,502
PINNACLE FOODS INC DEL COM 72348P104 2,691 81,808 SH   DFND 21 54,777 0 27,031
PIONEER ENERGY SVCS CORP COM 723664108 1,120 63,860 SH   DFND 17 63,860 0 0
PIONEER NAT RES CO COM 723787107 111,715 486,119 SH   DFND 17 423,499 0 62,620
PIONEER NAT RES CO COM 723787107 3,374 14,682 SH   DFND 21 14,473 0 209
PIONEER NAT RES CO COM 723787107 1,287 5,600 SH   DFND 24 5,600 0 0
PITNEY BOWES INC COM 724479100 1,461 52,890 SH   DFND 17 52,890 0 0
PITNEY BOWES INC COM 724479100 23,155 838,344 SH   DFND 21 667,883 0 170,461
PIXELWORKS INC COM NEW 72581M305 2,543 335,976 SH   DFND 17 238,146 0 97,830
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 4,564 75,996 SH   DFND 21 75,996 0 0
PLEXUS CORP COM 729132100 363 8,380 SH   DFND 17 8,380 0 0
PLEXUS CORP COM 729132100 1,832 42,317 SH   DFND 21 36,007 0 6,310
PLUM CREEK TIMBER CO INC COM 729251108 12 257 SH   DFND 17 257 0 0
PLUM CREEK TIMBER CO INC COM 729251108 194 4,294 SH   DFND 21 4,044 0 250
POINTS INTL LTD COM NEW 730843208 5,653 249,238 SH   DFND 17 205,453 0 43,785
POLARIS INDS INC COM 731068102 3,344 25,676 SH   DFND 17 10,458 0 15,218
POLARIS INDS INC COM 731068102 9,671 74,257 SH   DFND 21 72,105 0 2,152
POLARIS INDS INC COM 731068102 565 4,340 SH   DFND 23 4,340 0 0
POLYCOM INC COM 73172K104 4,626 369,155 SH   DFND 17 369,155 0 0
POLYONE CORP COM 73179P106 8,112 192,504 SH   DFND 17 192,504 0 0
POLYONE CORP COM 73179P106 582 13,809 SH   DFND 21 13,809 0 0
POLYPORE INTL INC COM 73179V103 3,271 68,538 SH   DFND 21 58,841 0 9,697
POLYPORE INTL INC COM 73179V103 4,934 103,374 SH   DFND 24 103,374 0 0
POPEYES LA KITCHEN INC COM 732872106 2,705 61,893 SH   DFND 17 61,893 0 0
POPULAR INC COM NEW 733174700 888 25,992 SH   DFND 17 25,992 0 0
POPULAR INC COM NEW 733174700 2,865 83,819 SH   DFND 21 55,174 0 28,645
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 8,750 146,989 SH   DFND 17 108,469 0 38,520
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 5,462 91,744 SH   DFND 21 69,805 0 21,939
PORTLAND GEN ELEC CO COM NEW 736508847 5,685 163,965 SH   DFND 17 163,965 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 47,152 1,360,020 SH   DFND 21 967,636 0 392,384
PORTLAND GEN ELEC CO COM NEW 736508847 1,858 53,601 SH   DFND 23 53,601 0 0
POST PPTYS INC COM 737464107 35,527 664,552 SH   DFND 4 632,750 0 31,802
POST PPTYS INC COM 737464107 420 7,860 SH   DFND 17 7,860 0 0
POTASH CORP SASK INC COM 73755L107 803 21,149 SH   DFND 21 19,943 0 1,206
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 41,790 445,000 SH Put DFND 4 445,000 0 0
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 6,188 315,700 SH   DFND 17 315,700 0 0
PRAXAIR INC COM 74005P104 24,579 185,026 SH   DFND 17 181,986 0 3,040
PRAXAIR INC COM 74005P104 4,393 33,073 SH   DFND 21 32,689 0 384
PRAXAIR INC COM 74005P104 903 6,800 SH   DFND 24 6,800 0 0
PRECISION CASTPARTS CORP COM 740189105 104,555 414,245 SH   DFND 17 401,080 0 13,165
PRECISION CASTPARTS CORP COM 740189105 3,855 15,272 SH   DFND 21 15,056 0 216
PRECISION DRILLING CORP COM 2010 74022D308 129,075 9,115,501 SH   DFND 3 9,023,701 0 91,800
PREMIERE GLOBAL SVCS INC COM 740585104 740 55,400 SH   DFND 21 55,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 580 6,872 SH   DFND 21 6,466 0 406
PRICELINE COM INC COM NEW 741503403 200,909 167,007 SH   DFND 17 138,942 0 28,065
PRICELINE COM INC COM NEW 741503403 26,341 21,896 SH   DFND 20 21,896 0 0
PRICELINE COM INC COM NEW 741503403 133,745 111,176 SH   DFND 21 104,020 0 7,156
PRICELINE COM INC COM NEW 741503403 1,171 973 SH   DFND 23 973 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 1,422 1,000,000 PRN   DFND 4 1,000,000 0 0
PRIMORIS SVCS CORP COM 74164F103 9,628 333,839 SH   DFND 17 276,312 0 57,527
PRIMORIS SVCS CORP COM 74164F103 4,401 152,587 SH   DFND 21 113,471 0 39,116
PRIMERICA INC COM 74164M108 376 7,853 SH   DFND 21 7,853 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,990 178,100 SH   DFND 3 178,100 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,476 49,043 SH   DFND 17 48,870 0 173
PRINCIPAL FINL GROUP INC COM 74251V102 10,880 215,522 SH   DFND 21 155,469 0 60,053
PROCTER & GAMBLE CO COM 742718109 90 1,144 SH   DFND 4 1,144 0 0
PROCTER & GAMBLE CO COM 742718109 149 1,900 SH Call DFND 4 1,900 0 0
PROCTER & GAMBLE CO COM 742718109 574 7,300 SH Put DFND 4 7,300 0 0
PROCTER & GAMBLE CO COM 742718109 83,874 1,067,235 SH   DFND 17 103,418 0 963,817
PROCTER & GAMBLE CO COM 742718109 57,305 729,158 SH   DFND 21 578,249 0 150,909
PROCTER & GAMBLE CO COM 742718109 2,512 31,963 SH   DFND 23 31,963 0 0
PROCTER & GAMBLE CO COM 742718109 47 600 SH   DFND 24 600 0 0
PRIVATEBANCORP INC COM 742962103 10,931 376,151 SH   DFND 17 287,160 0 88,991
PRIVATEBANCORP INC COM 742962103 6,327 217,734 SH   DFND 21 162,241 0 55,493
PROGRESSIVE CORP OHIO COM 743315103 408 16,089 SH   DFND 21 15,025 0 1,064
PROLOGIS INC COM 74340W103 1,964 47,807 SH   DFND 17 47,807 0 0
PROLOGIS INC COM 74340W103 449 10,919 SH   DFND 21 10,336 0 583
PROLOGIS NOTE 3.250% 3/1 74340XAT8 785 700,000 PRN   DFND 4 700,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 4,250 70,000 SH   DFND 24 70,000 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 3,456 120,000 SH   DFND 24 120,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 920 86,545 SH   DFND 21 7,685 0 78,860
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 18,455 5,056,168 SH   DFND 17 137,680 0 4,918,488
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 2,769 758,719 SH   DFND 24 758,719 0 0
PROTECTIVE LIFE CORP COM 743674103 90,008 1,298,253 SH   DFND 3 1,284,034 0 14,219
PROTECTIVE LIFE CORP COM 743674103 7,650 110,336 SH   DFND 17 92,401 0 17,935
PROTECTIVE LIFE CORP COM 743674103 33,328 480,721 SH   DFND 21 330,803 0 149,918
PROVIDENCE SVC CORP COM 743815102 4,513 123,348 SH   DFND 17 105,458 0 17,890
PROVIDENCE SVC CORP COM 743815102 470 12,851 SH   DFND 21 12,851 0 0
PRUDENTIAL FINL INC COM 744320102 43,132 485,887 SH   DFND 4 485,887 0 0
PRUDENTIAL FINL INC COM 744320102 87,651 987,391 SH   DFND 17 198 0 987,193
PRUDENTIAL FINL INC COM 744320102 33,094 372,811 SH   DFND 21 233,209 0 139,602
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,517 37,190 SH   DFND 17 37,190 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 31,434 770,631 SH   DFND 21 372,818 0 397,813
PUBLIC STORAGE COM 74460D109 39 229 SH   DFND 17 229 0 0
PUBLIC STORAGE COM 74460D109 2,447 14,278 SH   DFND 21 14,062 0 216
PULTE GROUP INC COM 745867101 181 8,957 SH   DFND 21 8,957 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 6,705 101,595 SH   DFND 17 20,520 0 81,075
PUMA BIOTECHNOLOGY INC COM 74587V107 1,980 30,000 SH   DFND 24 30,000 0 0
QLOGIC CORP COM 747277101 869 86,173 SH   DFND 21 86,173 0 0
QEP RES INC COM 74733V100 100 2,901 SH   DFND 21 2,561 0 340
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 5,336 57,975 SH   DFND 17 27,150 0 30,825
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 29,510 320,622 SH   DFND 20 301,713 0 18,909
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 8,792 95,529 SH   DFND 21 95,529 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 414 4,500 SH   DFND 24 4,500 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,335 14,500 SH   DFND   14,500 0 0
QIWI PLC SPON ADR REP B 74735M108 1,987 49,260 SH   DFND 21 0 0 49,260
QUALCOMM INC COM 747525103 46,547 587,720 SH   DFND 4 587,720 0 0
QUALCOMM INC COM 747525103 239,253 3,020,871 SH   DFND 17 1,433,706 0 1,587,165
QUALCOMM INC COM 747525103 117,746 1,486,693 SH   DFND 21 971,191 0 515,502
QUALCOMM INC COM 747525103 1,627 20,539 SH   DFND 23 20,539 0 0
QUALCOMM INC COM 747525103 79 1,000 SH   DFND 24 1,000 0 0
QUALITY DISTR INC FLA COM 74756M102 5,724 385,203 SH   DFND 17 331,398 0 53,805
QUANTA SVCS INC COM 74762E102 95,284 2,755,465 SH   DFND 17 2,377,662 0 377,803
QUANTA SVCS INC COM 74762E102 8,300 240,035 SH   DFND 21 183,827 0 56,208
QUANTA SVCS INC COM 74762E102 4,046 117,000 SH   DFND 24 117,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,262 106,700 SH   DFND 3 106,700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,216 37,754 SH   DFND 17 37,662 0 92
QUEST DIAGNOSTICS INC COM 74834L100 3,250 55,369 SH   DFND 21 40,002 0 15,367
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2,396 25,908 SH   DFND 17 25,908 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 47,225 510,595 SH   DFND 21 335,284 0 175,311
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,665 18,000 SH   DFND 24 18,000 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 15,759 295,715 SH   DFND 17 229,525 0 66,190
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 72 1,353 SH   DFND 21 1,353 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 2,179 76,324 SH   DFND 17 1,974 0 74,350
RLJ LODGING TR COM 74965L101 523 18,110 SH   DFND 21 18,110 0 0
RPC INC COM 749660106 914 38,900 SH   DFND 17 38,900 0 0
RPC INC COM 749660106 893 38,000 SH   DFND 24 38,000 0 0
RTI SURGICAL INC COM 74975N105 636 146,210 SH   DFND 17 146,210 0 0
RF MICRODEVICES INC COM 749941100 779 81,280 SH   DFND 17 67,140 0 14,140
RACKSPACE HOSTING INC COM 750086100 3 100 SH   DFND 17 100 0 0
RACKSPACE HOSTING INC COM 750086100 96 2,842 SH   DFND 21 2,842 0 0
RALPH LAUREN CORP CL A 751212101 6,050 37,650 SH   DFND 17 30,535 0 7,115
RALPH LAUREN CORP CL A 751212101 18,209 113,317 SH   DFND 21 99,845 0 13,472
RALPH LAUREN CORP CL A 751212101 482 3,000 SH   DFND 24 3,000 0 0
RANGE RES CORP COM 75281A109 64,860 745,950 SH   DFND 17 648,005 0 97,945
RANGE RES CORP COM 75281A109 18,142 208,649 SH   DFND 21 145,878 0 62,771
RANGE RES CORP COM 75281A109 11,547 132,800 SH   DFND 24 132,800 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 1,467 127,048 SH   DFND 17 127,048 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 133 2,618 SH   DFND 21 2,618 0 0
RAYONIER INC COM 754907103 7 197 SH   DFND 17 197 0 0
RAYONIER INC COM 754907103 122 3,445 SH   DFND 21 3,445 0 0
RAYTHEON CO COM NEW 755111507 4,403 47,734 SH   DFND 17 47,535 0 199
RAYTHEON CO COM NEW 755111507 17,178 186,213 SH   DFND 21 155,705 0 30,508
REALOGY HLDGS CORP COM 75605Y106 7 178 SH   DFND 17 178 0 0
REALOGY HLDGS CORP COM 75605Y106 91 2,424 SH   DFND 21 2,424 0 0
REALTY INCOME CORP COM 756109104 13 300 SH   DFND 17 300 0 0
REALTY INCOME CORP COM 756109104 407 9,168 SH   DFND 21 9,168 0 0
RED HAT INC COM 756577102 194 3,511 SH   DFND 21 3,311 0 200
RED ROBIN GOURMET BURGERS IN COM 75689M101 443 6,227 SH   DFND 21 0 0 6,227
REDWOOD TR INC COM 758075402 1,933 99,300 SH   DFND 17 99,300 0 0
REGAL BELOIT CORP COM 758750103 4,073 51,847 SH   DFND 21 46,878 0 4,969
REGAL BELOIT CORP COM 758750103 7,556 96,180 SH   DFND 24 96,180 0 0
REGAL ENTMT GROUP CL A 758766109 30,836 1,461,442 SH   DFND 4 1,461,442 0 0
REGAL ENTMT GROUP CL A 758766109 3,253 154,180 SH   DFND 21 154,180 0 0
REGENCY CTRS CORP COM 758849103 8 142 SH   DFND 17 142 0 0
REGENCY CTRS CORP COM 758849103 90 1,621 SH   DFND 21 1,501 0 120
REGENERON PHARMACEUTICALS COM 75886F107 771 2,731 SH   DFND 21 1,566 0 1,165
REGENERON PHARMACEUTICALS COM 75886F107 3,531 12,500 SH   DFND 24 12,500 0 0
REGIONAL MGMT CORP COM 75902K106 333 21,534 SH   DFND 21 0 0 21,534
REGIONS FINL CORP NEW COM 7591EP100 7,550 710,900 SH   DFND 3 710,900 0 0
REGIONS FINL CORP NEW COM 7591EP100 16 1,471 SH   DFND 17 594 0 877
REGIONS FINL CORP NEW COM 7591EP100 343 32,283 SH   DFND 21 30,108 0 2,175
REINSURANCE GROUP AMER INC COM NEW 759351604 9,603 121,708 SH   DFND 3 121,708 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 2,667 33,796 SH   DFND 17 33,796 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 289 3,657 SH   DFND 21 3,657 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 792 10,742 SH   DFND 3 10,742 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,319 31,456 SH   DFND 17 31,456 0 0
REMY INTL INC COM 759663107 685 29,320 SH   DFND 17 29,320 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 449 39,132 SH   DFND 21 39,132 0 0
RENREN INC SPONSORED ADR 759892102 13,390 4,009,006 SH   DFND 17 2,574,897 0 1,434,109
REPLIGEN CORP COM 759916109 10,973 481,502 SH   DFND 17 412,400 0 69,102
RENT A CTR INC NEW COM 76009N100 522 18,200 SH   DFND 21 18,200 0 0
RENTECH INC COM 760112102 6,963 2,688,256 SH   DFND 4 2,688,256 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 19,524 1,149,852 SH   DFND 3 1,149,852 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 3 150 SH   DFND 17 150 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 12 1,105 SH   DFND 17 1,105 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 450 41,483 SH   DFND 21 30,100 0 11,383
REPROS THERAPEUTICS INC COM NEW 76028H209 967 55,911 SH   DFND 17 55,911 0 0
REPUBLIC SVCS INC COM 760759100 1,435 37,802 SH   DFND 3 37,802 0 0
REPUBLIC SVCS INC COM 760759100 3,178 83,700 SH   DFND 17 83,530 0 170
REPUBLIC SVCS INC COM 760759100 843 22,190 SH   DFND 21 21,466 0 724
RESMED INC COM 761152107 5,036 99,474 SH   DFND 17 99,474 0 0
RESMED INC COM 761152107 5,664 111,874 SH   DFND 21 39,785 0 72,089
RETAIL PPTYS AMER INC CL A 76131V202 69,321 4,507,208 SH   DFND 3 4,442,561 0 64,647
REVLON INC CL A NEW 761525609 423 13,881 SH   DFND 21 13,881 0 0
REX AMERICAN RESOURCES CORP COM 761624105 360 4,913 SH   DFND 21 4,913 0 0
REXNORD CORP NEW COM 76169B102 807 28,660 SH   DFND 17 18,880 0 9,780
REYNOLDS AMERICAN INC COM 761713106 4,080 67,600 SH   DFND 3 67,600 0 0
REYNOLDS AMERICAN INC COM 761713106 28,982 480,229 SH   DFND 4 480,229 0 0
REYNOLDS AMERICAN INC COM 761713106 5,353 88,705 SH   DFND 17 88,508 0 197
REYNOLDS AMERICAN INC COM 761713106 4,914 81,420 SH   DFND 21 46,689 0 34,731
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RICE ENERGY INC COM 762760106 274 9,000 SH   DFND 17 9,000 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 127 35,000 SH   DFND 24 35,000 0 0
RIGNET INC COM 766582100 4,078 75,774 SH   DFND 17 54,109 0 21,665
RING ENERGY INC COM 76680V108 1,780 102,008 SH   DFND 17 72,804 0 29,204
RIO TINTO PLC SPONSORED ADR 767204100 91,103 1,678,397 SH   DFND 3 1,255,097 0 423,300
RIO TINTO PLC SPONSORED ADR 767204100 35,730 658,251 SH   DFND 17 658,251 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 50 2,011 SH   DFND 21 2,011 0 0
RITE AID CORP COM 767754104 4,882 680,874 SH   DFND 17 680,874 0 0
RITE AID CORP COM 767754104 7,502 1,046,314 SH   DFND 21 700,938 0 345,376
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 8,052 286,531 SH   DFND 17 286,531 0 0
ROBERT HALF INTL INC COM 770323103 206 4,318 SH   DFND 21 4,018 0 300
ROCK-TENN CO CL A 772739207 80,544 762,800 SH   DFND 3 753,100 0 9,700
ROCK-TENN CO CL A 772739207 728 6,898 SH   DFND 17 6,898 0 0
ROCK-TENN CO CL A 772739207 28,097 266,100 SH   DFND 20 266,100 0 0
ROCK-TENN CO CL A 772739207 473 4,475 SH   DFND 21 1,752 0 2,723
ROCK-TENN CO CL A 772739207 528 5,000 SH   DFND 24 5,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 206 1,648 SH   DFND 17 1,560 0 88
ROCKWELL AUTOMATION INC COM 773903109 4,680 37,395 SH   DFND 21 37,152 0 243
ROCKWELL COLLINS INC COM 774341101 235 3,011 SH   DFND 21 2,776 0 235
ROCKWELL MED INC COM 774374102 2,188 182,523 SH   DFND 17 129,481 0 53,042
ROCKWOOD HLDGS INC COM 774415103 2,315 30,460 SH   DFND 21 30,460 0 0
ROCKWOOD HLDGS INC COM 774415103 33,848 445,426 SH   DFND 17 439,186 0 6,240
ROGERS COMMUNICATIONS INC CL B 775109200 1,892 47,014 SH   DFND 21 44,622 0 2,392
ROPER INDS INC NEW COM 776696106 5,550 38,011 SH   DFND 17 38,011 0 0
ROPER INDS INC NEW COM 776696106 36,487 249,895 SH   DFND 21 194,988 0 54,907
ROPER INDS INC NEW COM 776696106 3,869 26,500 SH   DFND 24 26,500 0 0
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ROSS STORES INC COM 778296103 289 4,364 SH   DFND 23 4,364 0 0
ROUNDYS INC COM 779268101 280 50,900 SH   DFND 21 50,900 0 0
ROVI CORP NOTE 2.625% 2/1 779376AB8 761 750,000 PRN   DFND 4 750,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 10,765 150,707 SH   DFND 17 150,707 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 62,789 879,033 SH   DFND 21 447,785 0 431,248
ROYAL BK CDA MONTREAL QUE COM 780087102 29 400 SH   DFND 24 400 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 461,772 5,606,071 SH   DFND 3 4,504,648 0 1,101,423
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 134,918 1,637,953 SH   DFND 17 1,637,953 0 0
ROYAL GOLD INC COM 780287108 123,713 1,625,017 SH   DFND 3 1,608,417 0 16,600
ROYAL GOLD INC COM 780287108 2,343 30,770 SH   DFND 17 30,770 0 0
ROYAL GOLD INC COM 780287108 66 867 SH   DFND 21 867 0 0
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RUTHS HOSPITALITY GROUP INC COM 783332109 1,689 136,750 SH   DFND 17 136,750 0 0
RYDER SYS INC COM 783549108 16,309 185,144 SH   DFND 17 143,319 0 41,825
RYDER SYS INC COM 783549108 61,742 700,897 SH   DFND 21 569,303 0 131,594
RYDER SYS INC COM 783549108 2,514 28,536 SH   DFND 23 28,536 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,267 26,310 SH   DFND 17 26,310 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 322 6,678 SH   DFND 21 6,678 0 0
S & T BANCORP INC COM 783859101 128 5,152 SH   DFND 21 0 0 5,152
SBA COMMUNICATIONS CORP COM 78388J106 1,481 14,480 SH   DFND 17 14,480 0 0
SBA COMMUNICATIONS CORP COM 78388J106 839 8,203 SH   DFND 21 8,203 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 1,926 575,000 PRN   DFND 4 575,000 0 0
SEI INVESTMENTS CO COM 784117103 30,306 924,806 SH   DFND 17 859,081 0 65,725
SEI INVESTMENTS CO COM 784117103 1,552 47,351 SH   DFND 21 46,951 0 400
SESA STERLITE LTD SPONSORED ADR 78413F103 1,238 63,940 SH   DFND 3 63,940 0 0
SFX ENTMT INC COM 784178303 470 57,992 SH   DFND 4 57,992 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,047 40,353 SH   DFND 17 40,353 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 5,851 225,557 SH   DFND 21 117,709 0 107,848
SL GREEN RLTY CORP COM 78440X101 15 137 SH   DFND 17 137 0 0
SL GREEN RLTY CORP COM 78440X101 205 1,873 SH   DFND 21 1,873 0 0
SLM CORP COM 78442P106 49,248 5,926,300 SH   DFND 3 4,824,984 0 1,101,316
SLM CORP COM 78442P106 9,581 1,152,908 SH   DFND 4 1,152,908 0 0
SLM CORP COM 78442P106 8,403 1,011,179 SH   DFND 17 1,011,179 0 0
SLM CORP COM 78442P106 1,617 194,613 SH   DFND 21 151,284 0 43,329
SLM CORP COM 78442P106 396 47,625 SH   DFND 23 47,625 0 0
SM ENERGY CO COM 78454L100 8,940 106,300 SH   DFND 3 106,300 0 0
SM ENERGY CO COM 78454L100 2,071 24,620 SH   DFND 17 24,620 0 0
SM ENERGY CO COM 78454L100 11,498 136,720 SH   DFND 21 123,420 0 13,300
SM ENERGY CO COM 78454L100 563 6,700 SH   DFND 24 6,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 151,722 775,200 SH Put DFND 4 775,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,895 45,447 SH   DFND 17 4,447 0 41,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,301 62,850 SH   DFND 21 0 0 62,850
SPDR S&P 500 ETF TR TR UNIT 78462F103 106,271 542,973 SH   DFND 23 0 0 542,973
SPX CORP COM 784635104 93 857 SH   DFND 21 747 0 110
SPS COMM INC COM 78463M107 2,317 36,661 SH   DFND 17 36,661 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 6,222 149,100 SH   DFND 17 149,100 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,966 23,900 SH   DFND 24 23,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 32 733 SH   DFND 17 733 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 980 22,173 SH   DFND 21 0 0 22,173
SPDR SER TR SHT TRM HGH YLD 78468R408 93 3,000 SH   DFND 17 3,000 0 0
SAFEWAY INC COM NEW 786514208 18,059 525,891 SH   DFND 21 472,660 0 53,231
SAFEWAY INC COM NEW 786514208 1,233 35,908 SH   DFND 23 35,908 0 0
SAIA INC COM 78709Y105 15,279 347,804 SH   DFND 17 321,594 0 26,210
SAIA INC COM 78709Y105 929 21,158 SH   DFND 21 21,158 0 0
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ST JUDE MED INC COM 790849103 1,249 18,039 SH   DFND 17 17,859 0 180
ST JUDE MED INC COM 790849103 15,691 226,583 SH   DFND 21 178,876 0 47,707
SALESFORCE COM INC COM 79466L302 191,117 3,290,590 SH   DFND 17 2,684,665 0 605,925
SALESFORCE COM INC COM 79466L302 3,100 53,381 SH   DFND 21 52,858 0 523
SALIX PHARMACEUTICALS INC COM 795435106 22,472 182,179 SH   DFND 17 131,781 0 50,398
SALIX PHARMACEUTICALS INC COM 795435106 5,107 41,400 SH   DFND 20 41,400 0 0
SALIX PHARMACEUTICALS INC COM 795435106 11,619 94,192 SH   DFND 21 53,837 0 40,355
SALIX PHARMACEUTICALS INC COM 795435106 1,480 12,000 SH   DFND 24 12,000 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 1,968 1,000,000 PRN   DFND 4 1,000,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 11,140 296,347 SH   DFND 17 228,889 0 67,458
SANCHEZ ENERGY CORP COM 79970Y105 6,116 162,702 SH   DFND 21 121,485 0 41,217
SANDERSON FARMS INC COM 800013104 88,290 908,333 SH   DFND 3 895,865 0 12,468
SANDERSON FARMS INC COM 800013104 14,806 152,322 SH   DFND 17 152,322 0 0
SANDERSON FARMS INC COM 800013104 18,856 193,994 SH   DFND 21 156,938 0 37,056
SANDERSON FARMS INC COM 800013104 8,206 84,424 SH   DFND 24 84,424 0 0
SANDISK CORP COM 80004C101 163,419 1,564,865 SH   DFND 17 1,237,281 0 327,584
SANDISK CORP COM 80004C101 88,098 843,606 SH   DFND 21 598,214 0 245,392
SANDISK CORP COM 80004C101 3,235 30,980 SH   DFND 23 30,980 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,835 900,000 PRN   DFND 4 900,000 0 0
SANDRIDGE ENERGY INC COM 80007P307 351 49,110 SH   DFND 17 49,110 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,268 85,676 SH   DFND 17 61,101 0 24,575
SANGAMO BIOSCIENCES INC COM 800677106 4,740 310,413 SH   DFND 17 151,068 0 159,345
SANMINA CORPORATION COM 801056102 2,721 119,444 SH   DFND 21 66,637 0 52,807
SANOFI SPONSORED ADR 80105N105 1,925 36,200 SH   DFND 3 36,200 0 0
SANOFI SPONSORED ADR 80105N105 37,032 696,482 SH   DFND 17 696,482 0 0
SANOFI RIGHT 12/31/2020 80105N113 2,978 5,955,302 SH   DFND 4 5,955,302 0 0
SANOFI RIGHT 12/31/2020 80105N113 0 550 SH   DFND 21 0 0 550
SAREPTA THERAPEUTICS INC COM 803607100 298 10,000 SH   DFND 24 10,000 0 0
SASOL LTD SPONSORED ADR 803866300 216,154 3,656,184 SH   DFND 3 2,406,693 0 1,249,491
SASOL LTD SPONSORED ADR 803866300 62,640 1,059,533 SH   DFND 17 1,059,533 0 0
SASOL LTD SPONSORED ADR 803866300 3,843 64,997 SH   DFND 21 57,997 0 7,000
SCANA CORP NEW COM 80589M102 10,042 186,624 SH   DFND 3 186,624 0 0
SCANA CORP NEW COM 80589M102 3,663 68,081 SH   DFND 17 67,992 0 89
SCANA CORP NEW COM 80589M102 49,500 919,896 SH   DFND 21 641,188 0 278,708
SCHEIN HENRY INC COM 806407102 3,825 32,240 SH   DFND 21 27,843 0 4,397
SCHLUMBERGER LTD COM 806857108 176,781 1,498,781 SH   DFND 17 611,130 0 887,651
SCHLUMBERGER LTD COM 806857108 13,080 110,894 SH   DFND 20 110,894 0 0
SCHLUMBERGER LTD COM 806857108 83,929 711,563 SH   DFND 21 560,021 0 151,542
SCHLUMBERGER LTD COM 806857108 4,086 34,643 SH   DFND 23 34,643 0 0
SCHLUMBERGER LTD COM 806857108 2,772 23,500 SH   DFND 24 23,500 0 0
SCHULMAN A INC COM 808194104 51,458 1,329,662 SH   DFND 3 1,329,662 0 0
SCHULMAN A INC COM 808194104 116 2,989 SH   DFND 21 2,989 0 0
SCHULMAN A INC COM 808194104 113 2,930 SH   DFND 23 2,930 0 0
SCHWAB CHARLES CORP NEW COM 808513105 913 33,903 SH   DFND 21 31,923 0 1,980
SCHWEITZER-MAUDUIT INTL INC COM 808541106 44,230 1,013,049 SH   DFND 3 993,377 0 19,672
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,658 60,873 SH   DFND 17 60,873 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,462 33,483 SH   DFND 21 26,539 0 6,944
SCIENCE APPLICATNS INTL CP N COM 808625107 995 22,540 SH   DFND 17 22,540 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,176 71,912 SH   DFND 21 58,470 0 13,442
SCOTTS MIRACLE GRO CO CL A 810186106 124 2,181 SH   DFND 21 2,181 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 10,346 127,505 SH   DFND 17 105,165 0 22,340
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,876 23,115 SH   DFND 21 22,919 0 196
SEALED AIR CORP NEW COM 81211K100 20,502 600,000 SH   DFND 4 600,000 0 0
SEALED AIR CORP NEW COM 81211K100 1,205 35,270 SH   DFND 17 35,270 0 0
SEALED AIR CORP NEW COM 81211K100 7,884 230,720 SH   DFND 21 214,266 0 16,454
SEALED AIR CORP NEW COM 81211K100 752 22,000 SH   DFND 24 22,000 0 0
SEAWORLD ENTMT INC COM 81282V100 372 13,140 SH   DFND 17 13,140 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 55,902 2,458,300 SH Put DFND 4 2,458,300 0 0
SELECT MED HLDGS CORP COM 81619Q105 81,449 5,221,080 SH   DFND 3 5,138,066 0 83,014
SELECT MED HLDGS CORP COM 81619Q105 3,682 236,056 SH   DFND 17 192,236 0 43,820
SELECT MED HLDGS CORP COM 81619Q105 1,334 85,532 SH   DFND 21 85,532 0 0
SEMGROUP CORP CL A 81663A105 837 10,620 SH   DFND 4 10,620 0 0
SEMPRA ENERGY COM 816851109 1,089 10,401 SH   DFND 21 10,026 0 375
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,521 27,304 SH   DFND 17 27,304 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,269 76,608 SH   DFND 21 24,019 0 52,589
SERVICE CORP INTL COM 817565104 1,732 83,580 SH   DFND 17 83,580 0 0
SERVICE CORP INTL COM 817565104 18,471 891,453 SH   DFND 21 779,008 0 112,445
SERVICENOW INC COM 81762P102 165,092 2,664,500 SH   DFND 17 2,106,785 0 557,715
SERVICENOW INC COM 81762P102 186 2,998 SH   DFND 21 2,998 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 9,260 360,884 SH   DFND 3 360,884 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,561 138,770 SH   DFND 17 138,770 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 56,491 2,201,533 SH   DFND 21 1,659,508 0 542,025
SHERWIN WILLIAMS CO COM 824348106 16,495 79,720 SH   DFND 17 65,630 0 14,090
SHERWIN WILLIAMS CO COM 824348106 1,018 4,921 SH   DFND 21 4,733 0 188
SHERWIN WILLIAMS CO COM 824348106 786 3,800 SH   DFND 24 3,800 0 0
SHIRE PLC SPONSORED ADR 82481R106 26,585 112,894 SH   DFND 17 52,409 0 60,485
SHORETEL INC COM 825211105 4,751 728,638 SH   DFND 17 635,577 0 93,061
SIBANYE GOLD LTD SPONSORED ADR 825724206 47 4,301 SH   DFND 21 0 0 4,301
SIEMENS A G SPONSORED ADR 826197501 2,141 16,200 SH   DFND 3 16,200 0 0
SIEMENS A G SPONSORED ADR 826197501 37,853 286,352 SH   DFND 17 286,352 0 0
SIGMA ALDRICH CORP COM 826552101 325 3,200 SH   DFND 21 2,981 0 219
SILICON LABORATORIES INC COM 826919102 12,070 245,070 SH   DFND 17 198,645 0 46,425
SILGAN HOLDINGS INC COM 827048109 67,410 1,326,442 SH   DFND 3 1,306,042 0 20,400
SILGAN HOLDINGS INC COM 827048109 22 425 SH   DFND 17 425 0 0
SILVER WHEATON CORP COM 828336107 8,104 308,500 SH   DFND 3 308,500 0 0
SILVER WHEATON CORP COM 828336107 1,701 64,749 SH   DFND 21 64,149 0 600
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,126 79,371 SH   DFND 17 61,051 0 18,320
SIMON PPTY GROUP INC NEW COM 828806109 84 506 SH   DFND 17 506 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,014 66,238 SH   DFND 21 65,858 0 380
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,398 328,000 SH   DFND 4 328,000 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 4,966 60,228 SH   DFND 17 57,493 0 2,735
SIRONA DENTAL SYSTEMS INC COM 82966C103 355 4,300 SH   DFND 24 4,300 0 0
SIRIUS XM HLDGS INC COM 82968B103 209 60,263 SH   DFND 21 55,153 0 5,110
SIX FLAGS ENTMT CORP NEW COM 83001A102 11,562 271,717 SH   DFND 17 207,147 0 64,570
SIX FLAGS ENTMT CORP NEW COM 83001A102 10,109 237,578 SH   DFND 21 198,101 0 39,477
SIX FLAGS ENTMT CORP NEW COM 83001A102 308 7,236 SH   DFND 23 7,236 0 0
SKECHERS U S A INC CL A 830566105 465 10,180 SH   DFND 17 10,180 0 0
SKECHERS U S A INC CL A 830566105 9,834 215,190 SH   DFND 21 180,373 0 34,817
SKYWEST INC COM 830879102 299 24,500 SH   DFND 21 21,300 0 3,200
SKYWORKS SOLUTIONS INC COM 83088M102 58,317 1,241,844 SH   DFND 17 946,684 0 295,160
SKYWORKS SOLUTIONS INC COM 83088M102 1,468 31,254 SH   DFND 21 0 0 31,254
SMITH & WESSON HLDG CORP COM 831756101 12 837 SH   DFND 17 837 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,040 71,559 SH   DFND 21 46,683 0 24,876
SMITH A O COM 831865209 1,403 28,289 SH   DFND 21 25,208 0 3,081
SMITH A O COM 831865209 2,330 47,000 SH   DFND 24 47,000 0 0
SMUCKER J M CO COM NEW 832696405 7,214 67,693 SH   DFND 17 67,693 0 0
SMUCKER J M CO COM NEW 832696405 50,647 475,250 SH   DFND 21 390,829 0 84,421
SMUCKER J M CO COM NEW 832696405 365 3,421 SH   DFND 23 3,421 0 0
SNAP ON INC COM 833034101 2,624 22,142 SH   DFND 17 22,142 0 0
SNAP ON INC COM 833034101 38,428 324,228 SH   DFND 21 235,988 0 88,240
SNAP ON INC COM 833034101 1,678 14,161 SH   DFND 23 14,161 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 121 4,119 SH   DFND 21 4,119 0 0
SOHU COM INC COM 83408W103 102 1,770 SH   DFND 17 1,770 0 0
SOLAR CAP LTD COM 83413U100 35,411 1,664,046 SH   DFND 4 1,664,046 0 0
SOLAZYME INC COM 83415T101 1,010 85,770 SH   DFND 17 85,770 0 0
SOLAR SR CAP LTD COM 83416M105 14,154 838,529 SH   DFND 4 838,529 0 0
SOLARCITY CORP COM 83416T100 2,153 30,490 SH   DFND 17 30,490 0 0
SOLARCITY CORP COM 83416T100 1,770 25,072 SH   DFND 21 22,341 0 2,731
SOLARCITY CORP COM 83416T100 3,318 47,000 SH   DFND 24 47,000 0 0
SONIC CORP COM 835451105 4,569 206,923 SH   DFND 17 206,923 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 26,218 982,700 SH   DFND 3 982,700 0 0
SONOCO PRODS CO COM 835495102 88,830 2,022,070 SH   DFND 3 1,998,770 0 23,300
SOUFUN HLDGS LTD ADR 836034108 748 76,380 SH   DFND 17 76,380 0 0
SOUFUN HLDGS LTD ADR 836034108 247 25,215 SH   DFND 20 25,215 0 0
SOUTHERN CO COM 842587107 2,675 58,946 SH   DFND 17 58,382 0 564
SOUTHERN CO COM 842587107 5,444 119,967 SH   DFND 21 118,885 0 1,082
SOUTHERN COPPER CORP COM 84265V105 25,482 839,054 SH   DFND 21 838,387 0 667
SOUTHSIDE BANCSHARES INC COM 84470P109 13,365 461,503 SH   DFND 3 461,503 0 0
SOUTHWEST AIRLS CO COM 844741108 9,933 369,800 SH   DFND 3 369,800 0 0
SOUTHWEST AIRLS CO COM 844741108 4,443 165,406 SH   DFND 17 164,967 0 439
SOUTHWEST AIRLS CO COM 844741108 52,974 1,972,231 SH   DFND 21 1,619,774 0 352,457
SOUTHWEST AIRLS CO COM 844741108 2,111 78,590 SH   DFND 23 78,590 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 2,755 161,486 SH   DFND 17 116,104 0 45,382
SOUTHWEST GAS CORP COM 844895102 13,217 250,366 SH   DFND 21 207,104 0 43,262
SOUTHWEST GAS CORP COM 844895102 764 14,465 SH   DFND 23 14,465 0 0
SOUTHWEST GAS CORP COM 844895102 798 15,117 SH   DFND 17 15,117 0 0
SOUTHWESTERN ENERGY CO COM 845467109 21,547 473,661 SH   DFND 17 463,481 0 10,180
SOUTHWESTERN ENERGY CO COM 845467109 48,215 1,059,895 SH   DFND 20 1,059,895 0 0
SOUTHWESTERN ENERGY CO COM 845467109 6,816 149,845 SH   DFND 21 137,025 0 12,820
SOUTHWESTERN ENERGY CO COM 845467109 9,689 213,000 SH   DFND 24 213,000 0 0
SPARTON CORP COM 847235108 2,398 86,460 SH   DFND 17 61,034 0 25,426
SPECTRA ENERGY CORP COM 847560109 2,331 54,877 SH   DFND 21 53,763 0 1,114
SPECTRANETICS CORP COM 84760C107 3,657 159,831 SH   DFND 17 159,831 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,972 34,550 SH   DFND 17 34,550 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 19,576 227,549 SH   DFND 21 203,819 0 23,730
SPEED COMM INC COM 84764T106 2,500 668,349 SH   DFND 17 476,635 0 191,714
SPIRIT AIRLS INC COM 848577102 11,359 179,613 SH   DFND 17 150,764 0 28,849
SPIRIT AIRLS INC COM 848577102 4,737 74,909 SH   DFND 21 58,115 0 16,794
SPLUNK INC COM 848637104 23,610 426,715 SH   DFND 17 321,830 0 104,885
SPRINT CORP COM SER 1 85207U105 154 18,078 SH   DFND 21 16,242 0 1,836
STAAR SURGICAL CO COM PAR $0.01 852312305 6,105 363,394 SH   DFND 17 314,600 0 48,794
STAGE STORES INC COM NEW 85254C305 70 3,737 SH   DFND 21 3,737 0 0
STANCORP FINL GROUP INC COM 852891100 664 10,380 SH   DFND 21 10,380 0 0
STANDARD MTR PRODS INC COM 853666105 1,230 27,537 SH   DFND 21 27,537 0 0
STANDEX INTL CORP COM 854231107 24,244 325,509 SH   DFND 3 325,509 0 0
STANDEX INTL CORP COM 854231107 961 12,904 SH   DFND 21 12,904 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,304 14,848 SH   DFND 21 14,580 0 268
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 810 6,000 SH   DFND 4 6,000 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 228 2,000 SH   DFND 4 2,000 0 0
STANTEC INC COM 85472N109 1,012 16,318 SH   DFND 17 16,318 0 0
STANTEC INC COM 85472N109 3,903 62,950 SH   DFND 21 22,827 0 40,123
STAPLES INC COM 855030102 415 38,241 SH   DFND 21 37,211 0 1,030
STAPLES INC COM 855030102 247 22,820 SH   DFND 23 22,820 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 79 12,740 SH   DFND 17 12,740 0 0
STARBUCKS CORP COM 855244109 159,200 2,057,377 SH   DFND 17 626,868 0 1,430,509
STARBUCKS CORP COM 855244109 2,070 26,748 SH   DFND 20 26,748 0 0
STARBUCKS CORP COM 855244109 38,694 500,053 SH   DFND 21 409,680 0 90,373
STARWOOD PPTY TR INC COM 85571B105 74,065 3,115,900 SH   DFND 3 3,076,600 0 39,300
STARWOOD PPTY TR INC COM 85571B105 5,481 230,600 SH   DFND 17 230,600 0 0
STARWOOD PPTY TR INC COM 85571B105 7,462 313,945 SH   DFND 21 154,951 0 158,994
STARZ COM SER A 85571Q102 969 32,520 SH   DFND 17 25,860 0 6,660
STARZ COM SER A 85571Q102 7 237 SH   DFND 21 0 0 237
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 16,332 623,119 SH   DFND 3 617,219 0 5,900
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 1,194 45,556 SH   DFND 17 45,556 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 31,822 393,740 SH   DFND 17 363,055 0 30,685
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,061 25,501 SH   DFND 20 25,501 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,172 26,874 SH   DFND 21 26,543 0 331
STATE STR CORP COM 857477103 8,360 124,300 SH   DFND 3 124,300 0 0
STATE STR CORP COM 857477103 2,382 35,419 SH   DFND 17 35,145 0 274
STATE STR CORP COM 857477103 684 10,173 SH   DFND 21 9,473 0 700
STATE STR CORP COM 857477103 2,205 32,779 SH   DFND 23 32,779 0 0
STATOIL ASA SPONSORED ADR 85771P102 97,828 3,173,150 SH   DFND 3 2,239,750 0 933,400
STATOIL ASA SPONSORED ADR 85771P102 41,774 1,354,978 SH   DFND 17 1,354,978 0 0
STEEL DYNAMICS INC COM 858119100 99,147 5,523,500 SH   DFND 3 5,467,800 0 55,700
STEEL DYNAMICS INC COM 858119100 7,457 415,451 SH   DFND 17 280,963 0 134,488
STEELCASE INC CL A 858155203 334 22,060 SH   DFND 21 22,060 0 0
STEIN MART INC COM 858375108 153 10,997 SH   DFND 21 7,370 0 3,627
STEPAN CO COM 858586100 29,884 565,333 SH   DFND 3 565,333 0 0
STEPAN CO COM 858586100 669 12,664 SH   DFND 21 0 0 12,664
STERICYCLE INC COM 858912108 12,537 105,871 SH   DFND 21 96,814 0 9,057
STERICYCLE INC COM 858912108 18,730 158,165 SH   DFND 24 158,165 0 0
STERIS CORP COM 859152100 121,590 2,273,555 SH   DFND 3 2,251,655 0 21,900
STERIS CORP COM 859152100 1,283 23,997 SH   DFND 21 23,997 0 0
STEWART INFORMATION SVCS COR COM 860372101 702 22,649 SH   DFND 21 22,649 0 0
STILLWATER MNG CO COM 86074Q102 51 2,917 SH   DFND 21 2,917 0 0
STOCK BLDG SUPPLY HLDGS INC COM 86101X104 2,392 121,240 SH   DFND 17 121,240 0 0
STONE ENERGY CORP COM 861642106 331 7,066 SH   DFND 21 7,066 0 0
STONERIDGE INC COM 86183P102 300 28,018 SH   DFND 21 28,018 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 8,876 757,979 SH   DFND 17 403,694 0 354,285
STRATEGIC HOTELS & RESORTS I COM 86272T106 8,366 714,394 SH   DFND 21 547,479 0 166,915
STRATTEC SEC CORP COM 863111100 2,090 32,410 SH   DFND 17 22,896 0 9,514
STRYKER CORP COM 863667101 1,152 13,668 SH   DFND 21 13,181 0 487
STURM RUGER & CO INC COM 864159108 94,438 1,600,372 SH   DFND 3 1,582,890 0 17,482
STURM RUGER & CO INC COM 864159108 705 11,946 SH   DFND 21 11,946 0 0
SUN LIFE FINL INC COM 866796105 901 24,549 SH   DFND 21 23,547 0 1,002
SUNCOR ENERGY INC NEW COM 867224107 482 11,300 SH   DFND 3 11,300 0 0
SUNCOR ENERGY INC NEW COM 867224107 58,651 1,375,815 SH   DFND 21 739,539 0 636,276
SUNCOR ENERGY INC NEW COM 867224107 456 10,700 SH   DFND 24 10,700 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 1,708 56,551 SH   DFND 17 46,521 0 10,030
SUNEDISON INC COM 86732Y109 13,883 614,280 SH   DFND 17 494,427 0 119,853
SUNEDISON INC COM 86732Y109 6,736 298,072 SH   DFND 21 222,877 0 75,195
SUNPOWER CORP COM 867652406 60,157 1,467,970 SH   DFND 17 1,215,560 0 252,410
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 368 200,000 PRN   DFND 4 200,000 0 0
SUNOPTA INC COM 8676EP108 35 2,493 SH   DFND 21 2,493 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 26,874 1,800,000 SH   DFND 4 1,800,000 0 0
SUNTRUST BKS INC COM 867914103 879 21,942 SH   DFND 17 21,942 0 0
SUNTRUST BKS INC COM 867914103 25,665 640,669 SH   DFND 21 564,310 0 76,359
SUNTRUST BKS INC COM 867914103 1,013 25,283 SH   DFND 23 25,283 0 0
SUPER MICRO COMPUTER INC COM 86800U104 7,795 308,456 SH   DFND 17 286,396 0 22,060
SUPERIOR ENERGY SVCS INC COM 868157108 1,165 32,234 SH   DFND 21 25,002 0 7,232
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,423 221,300 SH   DFND 17 183,200 0 38,100
SURMODICS INC COM 868873100 3,974 185,505 SH   DFND 17 159,263 0 26,242
SUSQUEHANNA BANCSHARES INC P COM 869099101 67,406 6,383,100 SH   DFND 3 6,296,600 0 86,500
SUSQUEHANNA BANCSHARES INC P COM 869099101 11 1,006 SH   DFND 17 1,006 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 444 42,066 SH   DFND 21 30,800 0 11,266
SUSQUEHANNA BANCSHARES INC P COM 869099101 509 48,193 SH   DFND 23 48,193 0 0
SUSSER HLDGS CORP COM 869233106 6,344 78,592 SH   DFND 21 78,592 0 0
SWIFT TRANSN CO CL A 87074U101 17,516 694,252 SH   DFND 17 548,954 0 145,298
SWIFT TRANSN CO CL A 87074U101 6,469 256,391 SH   DFND 21 191,246 0 65,145
SYKES ENTERPRISES INC COM 871237103 570 26,243 SH   DFND 21 26,243 0 0
SYMANTEC CORP COM 871503108 19,339 844,492 SH   DFND 4 844,492 0 0
SYMANTEC CORP COM 871503108 2 100 SH   DFND 17 100 0 0
SYMANTEC CORP COM 871503108 1,089 47,547 SH   DFND 21 46,297 0 1,250
SYMETRA FINL CORP COM 87151Q106 49,430 2,173,712 SH   DFND 3 2,125,412 0 48,300
SYMETRA FINL CORP COM 87151Q106 3,706 162,994 SH   DFND 17 153,394 0 9,600
SYMETRA FINL CORP COM 87151Q106 1,363 59,945 SH   DFND 21 28,800 0 31,145
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,418 183,582 SH   DFND 17 183,582 0 0
SYNAPTICS INC COM 87157D109 10,957 120,882 SH   DFND 17 97,084 0 23,798
SYNAPTICS INC COM 87157D109 20,128 222,061 SH   DFND 21 126,381 0 95,680
SYNAGEVA BIOPHARMA CORP COM 87159A103 9,409 89,780 SH   DFND 17 12,760 0 77,020
SYNOPSYS INC COM 871607107 1,050 27,058 SH   DFND 21 26,658 0 400
SYNTEL INC COM 87162H103 1,805 21,002 SH   DFND 17 14,702 0 6,300
SYNTEL INC COM 87162H103 7,588 88,269 SH   DFND 21 53,279 0 34,990
SYNNEX CORP COM 87162W100 1,762 24,182 SH   DFND 21 16,264 0 7,918
SYNERGY RES CORP COM 87164P103 11,771 888,390 SH   DFND 17 733,837 0 154,553
SYNERGY RES CORP COM 87164P103 3,636 274,447 SH   DFND 21 274,447 0 0
SYSCO CORP COM 871829107 877 23,411 SH   DFND 21 22,516 0 895
TD AMERITRADE HLDG CORP COM 87236Y108 362 11,551 SH   DFND 21 10,956 0 595
TFS FINL CORP COM 87240R107 754 52,860 SH   DFND 17 52,860 0 0
TICC CAPITAL CORP COM 87244T109 310 31,358 SH   DFND 21 31,358 0 0
TJX COS INC NEW COM 872540109 3,011 56,655 SH   DFND 17 56,655 0 0
TJX COS INC NEW COM 872540109 4,148 78,034 SH   DFND 21 77,088 0 946
TJX COS INC NEW COM 872540109 293 5,505 SH   DFND 23 5,505 0 0
T-MOBILE US INC COM 872590104 2,046 60,862 SH   DFND 21 60,592 0 270
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 7,608 84,982 SH   DFND 21 84,982 0 0
TABLEAU SOFTWARE INC CL A 87336U105 16,928 237,315 SH   DFND 17 198,085 0 39,230
TAHOE RES INC COM 873868103 12,625 481,852 SH   DFND 21 481,852 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 66,226 3,096,129 SH   DFND 3 1,962,125 0 1,134,004
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 85,124 3,979,618 SH   DFND 17 3,057,753 0 921,865
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,025 515,420 SH   DFND 20 515,420 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 24,679 1,153,776 SH   DFND 21 1,091,243 0 62,533
TAL INTL GROUP INC COM 874083108 69,698 1,571,200 SH   DFND 3 1,549,400 0 21,800
TAL INTL GROUP INC COM 874083108 3,228 72,772 SH   DFND 17 72,772 0 0
TAL INTL GROUP INC COM 874083108 17,694 398,872 SH   DFND 21 330,035 0 68,837
TALISMAN ENERGY INC COM 87425E103 309 29,179 SH   DFND 21 27,246 0 1,933
TARGET CORP COM 87612E106 94,848 1,636,729 SH   DFND 4 1,636,729 0 0
TARGET CORP COM 87612E106 20,862 360,000 SH Put DFND 4 360,000 0 0
TARGET CORP COM 87612E106 70,824 1,222,153 SH   DFND 17 391,411 0 830,742
TARGET CORP COM 87612E106 13,119 226,390 SH   DFND 21 225,564 0 826
TARGET CORP COM 87612E106 2,115 36,502 SH   DFND 23 36,502 0 0
TARGA RES CORP COM 87612G101 768 5,500 SH   DFND 23 0 0 5,500
TATA MTRS LTD SPONSORED ADR 876568502 63,799 1,633,369 SH   DFND 3 982,729 0 650,640
TATA MTRS LTD SPONSORED ADR 876568502 26,829 686,874 SH   DFND 17 684,645 0 2,229
TATA MTRS LTD SPONSORED ADR 876568502 5,108 130,771 SH   DFND 21 73,151 0 57,620
TEAM HEALTH HOLDINGS INC COM 87817A107 19,295 386,367 SH   DFND 17 305,706 0 80,661
TEAM HEALTH HOLDINGS INC COM 87817A107 5,737 114,881 SH   DFND 21 82,926 0 31,955
TECH DATA CORP COM 878237106 1,325 21,197 SH   DFND 21 21,197 0 0
TECHNE CORP COM 878377100 412 4,450 SH   DFND 17 4,450 0 0
TECHNE CORP COM 878377100 76 817 SH   DFND 21 817 0 0
TECK RESOURCES LTD CL B 878742204 23,425 1,026,083 SH   DFND 21 1,025,019 0 1,064
TECK RESOURCES LTD CL B 878742204 639 28,000 SH   DFND 24 28,000 0 0
TECHTARGET INC COM 87874R100 1,968 223,185 SH   DFND 17 158,900 0 64,285
TELECOM ARGENTINA S A SPON ADR REP B 879273209 208 8,820 SH   DFND 17 8,820 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 513 21,776 SH   DFND 21 21,776 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 356 3,660 SH   DFND 17 790 0 2,870
TELEFLEX INC COM 879369106 115,711 1,095,750 SH   DFND 3 1,084,800 0 10,950
TELEFLEX INC COM 879369106 1,539 14,575 SH   DFND 17 14,575 0 0
TELEFLEX INC COM 879369106 1,385 13,115 SH   DFND 21 13,115 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 704 400,000 PRN   DFND 4 400,000 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 198 9,634 SH   DFND 17 9,634 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 535 26,096 SH   DFND 21 26,096 0 0
TELUS CORP COM 87971M103 2,065 55,441 SH   DFND 21 55,441 0 0
TELETECH HOLDINGS INC COM 879939106 653 22,536 SH   DFND 21 22,536 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 7,897 168,232 SH   DFND 4 168,232 0 0
TENNECO INC COM 880349105 386 5,880 SH   DFND 17 5,880 0 0
TENNECO INC COM 880349105 8,470 128,916 SH   DFND 21 115,762 0 13,154
TENNECO INC COM 880349105 10,643 162,000 SH   DFND 24 162,000 0 0
TERADATA CORP DEL COM 88076W103 150 3,735 SH   DFND 21 3,405 0 330
TERADYNE INC COM 880770102 40,522 2,067,439 SH   DFND 17 1,005,717 0 1,061,722
TERNIUM SA SPON ADR 880890108 7,192 257,500 SH   DFND 3 257,500 0 0
TERNIUM SA SPON ADR 880890108 941 33,699 SH   DFND 17 11,152 0 22,547
TERRA NITROGEN CO L P COM UNIT 881005201 88 608 SH   DFND 21 608 0 0
TESORO CORP COM 881609101 135 2,302 SH   DFND 21 2,302 0 0
TESLA MTRS INC COM 88160R101 246,276 1,025,893 SH   DFND 17 811,828 0 214,065
TESLA MTRS INC COM 88160R101 11,365 47,342 SH   DFND 21 43,443 0 3,899
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 1,218 600,000 PRN   DFND 4 600,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 979 1,000,000 PRN   DFND 4 1,000,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 4,859 5,000,000 PRN   DFND 4 5,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 445,744 8,503,318 SH   DFND 3 6,616,394 0 1,886,924
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 131,570 2,509,926 SH   DFND 17 2,386,450 0 123,476
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 94,763 1,807,757 SH   DFND 21 1,807,757 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 477 9,100 SH   DFND 24 9,100 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1,283 1,000,000 PRN   DFND 4 1,000,000 0 0
TEXAS INSTRS INC COM 882508104 147,626 3,089,056 SH   DFND 17 1,010,195 0 2,078,861
TEXAS INSTRS INC COM 882508104 1,273 26,628 SH   DFND 21 25,186 0 1,442
TEXTRON INC COM 883203101 5,464 142,699 SH   DFND 17 121 0 142,578
TEXTRON INC COM 883203101 21 560 SH   DFND 21 0 0 560
THERMO FISHER SCIENTIFIC INC COM 883556102 1,922 16,290 SH   DFND 17 16,290 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,239 10,500 SH   DFND 20 10,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 80,347 680,911 SH   DFND 21 307,174 0 373,737
THERMO FISHER SCIENTIFIC INC COM 883556102 118 1,000 SH   DFND 23 1,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 236 2,000 SH   DFND 24 2,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 5,191 1,753,740 SH   DFND 17 1,753,740 0 0
THOMPSON CREEK METALS CO INC COM 884768102 10 3,273 SH   DFND 21 3,273 0 0
THOMSON REUTERS CORP COM 884903105 255 7,010 SH   DFND 17 7,010 0 0
THOMSON REUTERS CORP COM 884903105 409 11,250 SH   DFND 21 10,467 0 783
THOR INDS INC COM 885160101 2,734 48,071 SH   DFND 21 17,638 0 30,433
3-D SYS CORP DEL COM NEW 88554D205 7,738 129,400 SH   DFND 17 104,200 0 25,200
3M CO COM 88579Y101 30,989 216,344 SH   DFND 4 216,344 0 0
3M CO COM 88579Y101 1,115 7,785 SH   DFND 17 7,785 0 0
3M CO COM 88579Y101 15,574 108,730 SH   DFND 21 105,955 0 2,775
3M CO COM 88579Y101 790 5,517 SH   DFND 23 5,517 0 0
3M CO COM 88579Y101 86 600 SH   DFND 24 600 0 0
TIDEWATER INC COM 886423102 92,990 1,656,100 SH   DFND 3 1,636,400 0 19,700
TIDEWATER INC COM 886423102 1,989 35,422 SH   DFND 21 0 0 35,422
TIFFANY & CO NEW COM 886547108 308 3,068 SH   DFND 21 2,833 0 235
TIM HORTONS INC COM 88706M103 536 9,791 SH   DFND 21 9,491 0 300
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 214 7,356 SH   DFND 21 7,356 0 0
TIME WARNER INC COM NEW 887317303 15,104 215,000 SH   DFND 4 215,000 0 0
TIME WARNER INC COM NEW 887317303 81,047 1,153,697 SH   DFND 17 955,657 0 198,040
TIME WARNER INC COM NEW 887317303 26,217 373,197 SH   DFND 21 255,363 0 117,834
TIME WARNER INC COM NEW 887317303 3,171 45,141 SH   DFND 23 45,141 0 0
TIME WARNER CABLE INC COM 88732J207 10,816 73,430 SH   DFND 4 73,430 0 0
TIME WARNER CABLE INC COM 88732J207 13,854 94,053 SH   DFND 17 94,053 0 0
TIME WARNER CABLE INC COM 88732J207 52,333 355,285 SH   DFND 21 284,511 0 70,774
TIME WARNER CABLE INC COM 88732J207 3,216 21,835 SH   DFND 23 21,835 0 0
TOLL BROTHERS INC COM 889478103 162 4,379 SH   DFND 21 4,179 0 200
TORCHMARK CORP COM 891027104 2,847 34,756 SH   DFND 17 34,756 0 0
TORCHMARK CORP COM 891027104 25,224 307,908 SH   DFND 21 195,279 0 112,629
TORO CO COM 891092108 609 9,582 SH   DFND 21 9,582 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 136,038 2,646,136 SH   DFND 3 1,793,042 0 853,094
TORONTO DOMINION BK ONT COM NEW 891160509 42,434 825,401 SH   DFND 17 825,401 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 57,272 1,114,022 SH   DFND 21 807,341 0 306,681
TORONTO DOMINION BK ONT COM NEW 891160509 113 2,200 SH   DFND 24 2,200 0 0
TOTAL S A SPONSORED ADR 89151E109 582,078 8,062,021 SH   DFND 3 6,800,121 0 1,261,900
TOTAL S A SPONSORED ADR 89151E109 149,559 2,071,450 SH   DFND 17 2,071,450 0 0
TOWER INTL INC COM 891826109 23,067 626,144 SH   DFND 17 499,387 0 126,757
TOWER INTL INC COM 891826109 8,592 233,231 SH   DFND 21 233,231 0 0
TOWERS WATSON & CO CL A 891894107 7,066 67,790 SH   DFND 17 55,570 0 12,220
TOWERS WATSON & CO CL A 891894107 171 1,641 SH   DFND 21 1,641 0 0
TOTAL SYS SVCS INC COM 891906109 376 11,958 SH   DFND 21 11,586 0 372
TRACTOR SUPPLY CO COM 892356106 94,297 1,561,206 SH   DFND 17 1,350,009 0 211,197
TRACTOR SUPPLY CO COM 892356106 1,773 29,359 SH   DFND 21 29,359 0 0
TRANSALTA CORP COM 89346D107 56 4,585 SH   DFND 21 4,185 0 400
TRANSCANADA CORP COM 89353D107 1,520 31,850 SH   DFND 21 30,809 0 1,041
TRANSDIGM GROUP INC COM 893641100 530 3,167 SH   DFND 17 3,167 0 0
TRANSDIGM GROUP INC COM 893641100 178 1,064 SH   DFND 21 1,064 0 0
TRAVELERS COMPANIES INC COM 89417E109 282,757 3,005,815 SH   DFND 3 2,513,715 0 492,100
TRAVELERS COMPANIES INC COM 89417E109 81,681 868,303 SH   DFND 17 868,082 0 221
TRAVELERS COMPANIES INC COM 89417E109 113,011 1,201,345 SH   DFND 21 836,167 0 365,178
TRAVELERS COMPANIES INC COM 89417E109 56 600 SH   DFND 24 600 0 0
TREE COM INC COM 894675107 5,688 195,196 SH   DFND 17 165,666 0 29,530
TRIANGLE CAP CORP COM 895848109 309 10,904 SH   DFND 21 10,904 0 0
TRICO BANCSHARES COM 896095106 67 2,914 SH   DFND 21 2,914 0 0
TRIMAS CORP COM NEW 896215209 4,316 113,196 SH   DFND 17 98,415 0 14,781
TRIMAS CORP COM NEW 896215209 1,591 41,724 SH   DFND 21 30,388 0 11,336
TRIMBLE NAVIGATION LTD COM 896239100 7,658 207,242 SH   DFND 17 168,022 0 39,220
TRIMBLE NAVIGATION LTD COM 896239100 6,658 180,195 SH   DFND 21 163,183 0 17,012
TRIMBLE NAVIGATION LTD COM 896239100 11,133 301,300 SH   DFND 24 301,300 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 21,390 1,667,195 SH   DFND 17 1,375,780 0 291,415
TRINA SOLAR LIMITED SPON ADR 89628E104 423 33,000 SH   DFND 24 33,000 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 6,364 276,343 SH   DFND 17 235,223 0 41,120
TRINITY INDS INC COM 896522109 134,418 3,074,522 SH   DFND 3 3,045,672 0 28,850
TRINITY INDS INC COM 896522109 14,563 333,095 SH   DFND 17 333,095 0 0
TRINITY INDS INC COM 896522109 58,031 1,327,330 SH   DFND 21 929,398 0 397,932
TRINITY INDS INC COM 896522109 894 20,440 SH   DFND 23 20,440 0 0
TRIPLE-S MGMT CORP CL B 896749108 305 17,000 SH   DFND 21 17,000 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3,159 199,820 SH   DFND 17 199,820 0 0
TRISTATE CAP HLDGS INC COM 89678F100 773 54,691 SH   DFND 17 54,691 0 0
TRIUMPH GROUP INC NEW COM 896818101 92,165 1,320,039 SH   DFND 3 1,304,839 0 15,200
TRIUMPH GROUP INC NEW COM 896818101 16 229 SH   DFND 17 229 0 0
TRIUMPH GROUP INC NEW COM 896818101 59 838 SH   DFND 21 0 0 838
TRIUMPH GROUP INC NEW COM 896818101 808 11,567 SH   DFND 23 11,567 0 0
TRIPADVISOR INC COM 896945201 4,606 42,385 SH   DFND 17 42,385 0 0
TRIPADVISOR INC COM 896945201 296 2,722 SH   DFND 21 2,483 0 239
TRUSTMARK CORP COM 898402102 61,292 2,482,480 SH   DFND 3 2,442,548 0 39,932
TUPPERWARE BRANDS CORP COM 899896104 4,093 48,900 SH   DFND 3 48,900 0 0
TUPPERWARE BRANDS CORP COM 899896104 290 3,459 SH   DFND 21 3,459 0 0
TUPPERWARE BRANDS CORP COM 899896104 268 3,200 SH   DFND 24 3,200 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 278 17,837 SH   DFND 17 17,837 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 891 57,100 SH   DFND 21 57,100 0 0
TURQUOISE HILL RES LTD COM 900435108 8,572 2,566,371 SH   DFND 4 2,566,371 0 0
TURQUOISE HILL RES LTD COM 900435108 90 26,982 SH   DFND 21 24,822 0 2,160
TUTOR PERINI CORP COM 901109108 12,680 399,499 SH   DFND 17 307,535 0 91,964
TUTOR PERINI CORP COM 901109108 7,706 242,781 SH   DFND 21 184,162 0 58,619
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,098 31,241 SH   DFND 21 29,264 0 1,977
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,013 28,832 SH   DFND 23 28,832 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,169 121,796 SH   DFND 21 120,700 0 1,096
TWIN DISC INC COM 901476101 524 15,840 SH   DFND 17 250 0 15,590
TWITTER INC COM 90184L102 1,668 40,720 SH   DFND 17 0 0 40,720
TWITTER INC COM 90184L102 86 2,101 SH   DFND 21 2,101 0 0
TWO HBRS INVT CORP COM 90187B101 8,045 767,700 SH   DFND 3 767,700 0 0
TYSON FOODS INC CL A 902494103 6,851 182,500 SH   DFND 3 182,500 0 0
TYSON FOODS INC CL A 902494103 3,754 100,000 SH   DFND 4 100,000 0 0
TYSON FOODS INC CL A 902494103 26,057 694,105 SH   DFND 17 693,931 0 174
TYSON FOODS INC CL A 902494103 76,220 2,030,379 SH   DFND 21 1,378,878 0 651,501
TYSON FOODS INC CL A 902494103 1,344 35,793 SH   DFND 23 35,793 0 0
TYSON FOODS INC CL A 902494103 10,192 271,500 SH   DFND 24 271,500 0 0
UBS AG JERSEY BRH DJ COMMD ETN39 902641679 624 24,900 SH   DFND 21 24,900 0 0
UDR INC COM 902653104 11 379 SH   DFND 17 379 0 0
UDR INC COM 902653104 122 4,261 SH   DFND 21 4,261 0 0
UGI CORP NEW COM 902681105 94,670 1,874,650 SH   DFND 3 1,850,850 0 23,800
UGI CORP NEW COM 902681105 6,066 120,124 SH   DFND 17 120,124 0 0
UGI CORP NEW COM 902681105 861 17,055 SH   DFND 21 17,055 0 0
US BANCORP DEL COM NEW 902973304 55,046 1,270,694 SH   DFND 17 1,257,194 0 13,500
US BANCORP DEL COM NEW 902973304 3,297 76,100 SH   DFND 20 76,100 0 0
US BANCORP DEL COM NEW 902973304 109,149 2,519,601 SH   DFND 21 2,327,696 0 191,905
US BANCORP DEL COM NEW 902973304 3,429 79,151 SH   DFND 23 79,151 0 0
UNS ENERGY CORP COM 903119105 5,356 88,668 SH   DFND 21 83,382 0 5,286
URS CORP NEW COM 903236107 2,113 46,081 SH   DFND 21 16,775 0 29,306
USANA HEALTH SCIENCES INC COM 90328M107 460 5,887 SH   DFND 17 5,887 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,090 39,545 SH   DFND 21 28,697 0 10,848
U S G CORP COM NEW 903293405 35,569 1,180,509 SH   DFND 4 1,117,054 0 63,455
U S CONCRETE INC COM NEW 90333L201 7,039 284,404 SH   DFND 4 284,404 0 0
U S CONCRETE INC COM NEW 90333L201 455 18,380 SH   DFND 17 18,380 0 0
U S SILICA HLDGS INC COM 90346E103 704 12,700 SH   DFND 17 12,700 0 0
U S SILICA HLDGS INC COM 90346E103 1,164 21,000 SH   DFND 24 21,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 8,699 192,504 SH   DFND 17 156,492 0 36,012
UBIQUITI NETWORKS INC COM 90347A100 3,054 67,578 SH   DFND 21 67,578 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 90 987 SH   DFND 21 987 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,700 55,725 SH   DFND 17 47,723 0 8,002
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,041 22,007 SH   DFND 21 16,193 0 5,814
ULTRA PETROLEUM CORP COM 903914109 519 17,480 SH   DFND 17 17,480 0 0
ULTRA PETROLEUM CORP COM 903914109 89 3,013 SH   DFND 21 2,733 0 280
UMPQUA HLDGS CORP COM 904214103 7,259 405,055 SH   DFND 17 313,851 0 91,204
UMPQUA HLDGS CORP COM 904214103 6,409 357,642 SH   DFND 21 164,790 0 192,852
UNDER ARMOUR INC CL A 904311107 258 4,338 SH   DFND 21 4,338 0 0
UNIFIRST CORP MASS COM 904708104 57,098 538,656 SH   DFND 3 528,656 0 10,000
UNIFIRST CORP MASS COM 904708104 166 1,570 SH   DFND 17 0 0 1,570
UNIFIRST CORP MASS COM 904708104 477 4,502 SH   DFND 23 4,502 0 0
UNION PAC CORP COM 907818108 128,240 1,285,613 SH   DFND 17 1,097,783 0 187,830
UNION PAC CORP COM 907818108 23,711 237,700 SH   DFND 20 237,700 0 0
UNION PAC CORP COM 907818108 137,515 1,378,601 SH   DFND 21 986,651 0 391,950
UNION PAC CORP COM 907818108 2,913 29,202 SH   DFND 23 29,202 0 0
UNION PAC CORP COM 907818108 579 5,800 SH   DFND 24 5,800 0 0
UNISYS CORP COM NEW 909214306 2,818 113,894 SH   DFND 17 83,784 0 30,110
UNISYS CORP COM NEW 909214306 1,017 41,093 SH   DFND 21 41,093 0 0
UNIT CORP COM 909218109 6,380 92,693 SH   DFND 21 48,023 0 44,670
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 316 19,294 SH   DFND 21 19,294 0 0
UNITED CONTL HLDGS INC COM 910047109 21,830 531,520 SH   DFND 17 475,485 0 56,035
UNITED CONTL HLDGS INC COM 910047109 79 1,927 SH   DFND 21 1,927 0 0
UNITED FIRE GROUP INC COM 910340108 714 24,367 SH   DFND 21 24,367 0 0
UNITED INS HLDGS CORP COM 910710102 5,911 342,446 SH   DFND 17 272,391 0 70,055
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 75 31,216 SH   DFND 20 31,216 0 0
UNITED NAT FOODS INC COM 911163103 68 1,047 SH   DFND 21 1,047 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,857 27,832 SH   DFND 21 26,934 0 898
UNITED RENTALS INC COM 911363109 4,017 38,351 SH   DFND 17 17,405 0 20,946
UNITED RENTALS INC COM 911363109 6,719 64,154 SH   DFND 21 41,078 0 23,076
UNITED STATIONERS INC COM 913004107 47,573 1,147,174 SH   DFND 3 1,147,174 0 0
UNITED STATIONERS INC COM 913004107 980 23,640 SH   DFND 21 12,180 0 11,460
UNITED TECHNOLOGIES CORP COM 913017109 94,370 817,409 SH   DFND 17 801,049 0 16,360
UNITED TECHNOLOGIES CORP COM 913017109 3,694 32,000 SH   DFND 20 32,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 114,093 988,245 SH   DFND 21 914,519 0 73,726
UNITED TECHNOLOGIES CORP COM 913017109 162 1,400 SH   DFND 24 1,400 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 1,630 25,000 SH   DFND 4 25,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 6,755 76,337 SH   DFND 17 56,342 0 19,995
UNITED THERAPEUTICS CORP DEL COM 91307C102 34,264 387,208 SH   DFND 21 329,638 0 57,570
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,504 17,000 SH   DFND 24 17,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 19,058 233,123 SH   DFND 17 209,873 0 23,250
UNITEDHEALTH GROUP INC COM 91324P102 175,285 2,144,158 SH   DFND 21 1,934,923 0 209,235
UNITEDHEALTH GROUP INC COM 91324P102 2,386 29,181 SH   DFND 23 29,181 0 0
UNITEDHEALTH GROUP INC COM 91324P102 548 6,700 SH   DFND 24 6,700 0 0
UNITIL CORP COM 913259107 425 12,550 SH   DFND 17 12,550 0 0
UNIVERSAL CORP VA COM 913456109 92,706 1,674,899 SH   DFND 3 1,656,699 0 18,200
UNIVERSAL CORP VA COM 913456109 3,483 62,923 SH   DFND 17 62,923 0 0
UNIVERSAL CORP VA COM 913456109 2,136 38,592 SH   DFND 21 28,639 0 9,953
UNIVERSAL CORP VA COM 913456109 310 5,603 SH   DFND 23 5,603 0 0
UNIVERSAL FST PRODS INC COM 913543104 410 8,494 SH   DFND 21 8,494 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 23,714 1,828,386 SH   DFND 3 1,828,386 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 241 18,551 SH   DFND 21 18,551 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,910 82,600 SH   DFND 3 82,600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 463 4,840 SH   DFND 21 4,740 0 100
UNUM GROUP COM 91529Y106 9,638 277,286 SH   DFND 3 277,286 0 0
UNUM GROUP COM 91529Y106 4,087 117,566 SH   DFND 17 117,402 0 164
UNUM GROUP COM 91529Y106 11,203 322,305 SH   DFND 21 230,042 0 92,263
URBAN OUTFITTERS INC COM 917047102 29,215 862,811 SH   DFND 17 848,911 0 13,900
URBAN OUTFITTERS INC COM 917047102 2,389 70,561 SH   DFND 21 70,311 0 250
VCA ANTECH INC COM 918194101 1,390 39,616 SH   DFND 17 39,616 0 0
VCA ANTECH INC COM 918194101 462 13,154 SH   DFND 21 13,154 0 0
V F CORP COM 918204108 8,774 139,267 SH   DFND 17 112,558 0 26,709
V F CORP COM 918204108 7,895 125,324 SH   DFND 21 58,136 0 67,188
V F CORP COM 918204108 2,802 44,480 SH   DFND 23 44,480 0 0
VAALCO ENERGY INC COM NEW 91851C201 293 40,500 SH   DFND 21 40,500 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 12,982 102,934 SH   DFND 17 102,934 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 52,795 418,608 SH   DFND 21 228,260 0 190,348
VALE S A ADR 91912E105 108,502 8,201,205 SH   DFND 3 5,935,544 0 2,265,661
VALE S A ADR 91912E105 32,368 2,446,577 SH   DFND 17 2,446,577 0 0
VALE S A ADR 91912E105 70,365 5,318,588 SH   DFND 21 5,231,288 0 87,300
VALE S A ADR 91912E105 794 60,000 SH   DFND 24 60,000 0 0
VALE S A ADR REPSTG PFD 91912E204 6,601 554,697 SH   DFND 17 554,697 0 0
VALE S A ADR REPSTG PFD 91912E204 9,620 808,414 SH   DFND 21 720,054 0 88,360
VALE S A ADR REPSTG PFD 91912E204 1,057 88,800 SH   DFND 24 88,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 8,727 174,200 SH   DFND 3 174,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 10,020 200,000 SH   DFND 4 200,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 126,891 2,532,761 SH   DFND 17 1,421,438 0 1,111,323
VALERO ENERGY CORP NEW COM 91913Y100 61,779 1,233,116 SH   DFND 21 898,595 0 334,521
VALERO ENERGY CORP NEW COM 91913Y100 1,202 24,000 SH   DFND 24 24,000 0 0
VALMONT INDS INC COM 920253101 127,507 839,140 SH   DFND 3 832,340 0 6,800
VALMONT INDS INC COM 920253101 1,382 9,096 SH   DFND 17 9,096 0 0
VALMONT INDS INC COM 920253101 1,234 8,120 SH   DFND 21 1,543 0 6,577
VALMONT INDS INC COM 920253101 689 4,533 SH   DFND 23 4,533 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 426 10,000 SH   DFND 24 10,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 268,238 6,219,297 SH   DFND 4 6,219,297 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,763 180,000 SH   DFND 21 0 0 180,000
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 6,472 123,000 SH   DFND 17 123,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 241 2,780 SH   DFND 17 2,780 0 0
VANTIV INC CL A 92210H105 199 5,919 SH   DFND 21 5,919 0 0
VARIAN MED SYS INC COM 92220P105 273 3,278 SH   DFND 21 3,075 0 203
VASCULAR SOLUTIONS INC COM 92231M109 2,697 121,559 SH   DFND 17 86,655 0 34,904
VECTREN CORP COM 92240G101 1,689 39,730 SH   DFND 17 39,730 0 0
VECTREN CORP COM 92240G101 8,338 196,190 SH   DFND 21 169,690 0 26,500
VEECO INSTRS INC DEL COM 922417100 4 100 SH   DFND 17 100 0 0
VEECO INSTRS INC DEL COM 922417100 2,893 77,657 SH   DFND 21 73,687 0 3,970
VEECO INSTRS INC DEL COM 922417100 5,494 147,462 SH   DFND 24 147,462 0 0
VENTAS INC COM 92276F100 31 477 SH   DFND 17 477 0 0
VENTAS INC COM 92276F100 974 15,194 SH   DFND 21 14,724 0 470
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 9,384 52,300 SH   DFND 17 52,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 31,595 422,164 SH   DFND 4 422,164 0 0
VANGUARD INDEX FDS REIT ETF 922908553 5,216 69,700 SH   DFND 17 69,700 0 0
VANGUARD INDEX FDS REIT ETF 922908553 10,029 134,000 SH   DFND 21 0 0 134,000
VERIFONE SYS INC COM 92342Y109 494 13,451 SH   DFND 17 13,451 0 0
VERISIGN INC COM 92343E102 7,394 151,488 SH   DFND 21 151,175 0 313
VERIZON COMMUNICATIONS INC COM 92343V104 306,801 6,270,200 SH   DFND 3 5,314,300 0 955,900
VERIZON COMMUNICATIONS INC COM 92343V104 5,550 113,429 SH   DFND 4 100,104 0 13,325
VERIZON COMMUNICATIONS INC COM 92343V104 34 700 SH Call DFND 4 700 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 284 5,800 SH Put DFND 4 5,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 171,964 3,514,498 SH   DFND 17 2,073,971 0 1,440,527
VERIZON COMMUNICATIONS INC COM 92343V104 184,707 3,774,929 SH   DFND 21 2,908,506 0 866,423
VERIZON COMMUNICATIONS INC COM 92343V104 2,604 53,219 SH   DFND 23 53,219 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 37 760 SH   DFND 24 760 0 0
VERINT SYS INC COM 92343X100 13,572 276,701 SH   DFND 17 211,419 0 65,282
VERINT SYS INC COM 92343X100 7,469 152,277 SH   DFND 21 117,519 0 34,758
VERISK ANALYTICS INC CL A 92345Y106 3,319 55,300 SH   DFND 17 55,300 0 0
VERISK ANALYTICS INC CL A 92345Y106 778 12,966 SH   DFND 21 12,684 0 282
VERMILION ENERGY INC COM 923725105 140 2,014 SH   DFND 21 2,014 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 588 6,213 SH   DFND 21 5,900 0 313
VERTEX PHARMACEUTICALS INC COM 92532F100 8,525 90,040 SH   DFND 24 90,040 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 27,500 290,450 SH   DFND 17 61,480 0 228,970
VERTEX ENERGY INC COM 92534K107 5,128 528,090 SH   DFND 17 461,230 0 66,860
VIACOM INC NEW CL B 92553P201 965 11,121 SH   DFND 17 11,121 0 0
VIACOM INC NEW CL B 92553P201 21,862 252,073 SH   DFND 21 222,831 0 29,242
VIACOM INC NEW CL B 92553P201 962 11,096 SH   DFND 23 11,096 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 27,559 1,024,109 SH   DFND 4 1,024,109 0 0
VISA INC COM CL A 92826C839 315,861 1,499,032 SH   DFND 17 858,072 0 640,960
VISA INC COM CL A 92826C839 39,908 189,400 SH   DFND 20 189,400 0 0
VISA INC COM CL A 92826C839 228,271 1,083,344 SH   DFND 21 917,188 0 166,156
VISA INC COM CL A 92826C839 2,018 9,576 SH   DFND 23 9,576 0 0
VISA INC COM CL A 92826C839 548 2,600 SH   DFND 24 2,600 0 0
VIRTUSA CORP COM 92827P102 4,115 114,949 SH   DFND 17 114,949 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 324 20,925 SH   DFND 21 20,925 0 0
VISTEON CORP COM NEW 92839U206 165 1,701 SH   DFND 21 1,701 0 0
VMWARE INC CL A COM 928563402 1 10 SH   DFND 17 10 0 0
VMWARE INC CL A COM 928563402 207 2,141 SH   DFND 21 2,001 0 140
VONAGE HLDGS CORP COM 92886T201 7,752 2,067,316 SH   DFND 17 1,562,182 0 505,134
VONAGE HLDGS CORP COM 92886T201 4,378 1,167,597 SH   DFND 21 897,150 0 270,447
VORNADO RLTY TR SH BEN INT 929042109 27 251 SH   DFND 17 251 0 0
VORNADO RLTY TR SH BEN INT 929042109 714 6,689 SH   DFND 21 6,345 0 344
VULCAN MATLS CO COM 929160109 31,391 492,400 SH   DFND 17 465,075 0 27,325
VULCAN MATLS CO COM 929160109 2,065 32,397 SH   DFND 21 32,177 0 220
WABCO HLDGS INC COM 92927K102 9,660 90,430 SH   DFND 17 73,460 0 16,970
WABCO HLDGS INC COM 92927K102 105 984 SH   DFND 21 984 0 0
WSFS FINL CORP COM 929328102 11 144 SH   DFND 17 144 0 0
WSFS FINL CORP COM 929328102 901 12,237 SH   DFND 21 5,652 0 6,585
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 599 18,214 SH   DFND 21 0 0 18,214
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 15 457 SH   DFND 17 457 0 0
WABASH NATL CORP COM 929566107 8,437 592,087 SH   DFND 17 525,760 0 66,327
WABASH NATL CORP COM 929566107 2,827 198,374 SH   DFND 21 152,445 0 45,929
WABTEC CORP COM 929740108 236 2,854 SH   DFND 21 0 0 2,854
WAL-MART STORES INC COM 931142103 243,656 3,245,714 SH   DFND 3 2,658,414 0 587,300
WAL-MART STORES INC COM 931142103 20,508 273,189 SH   DFND 4 273,189 0 0
WAL-MART STORES INC COM 931142103 76,040 1,012,920 SH   DFND 17 1,011,897 0 1,023
WAL-MART STORES INC COM 931142103 40,954 545,543 SH   DFND 21 436,794 0 108,749
WAL-MART STORES INC COM 931142103 2,681 35,710 SH   DFND 23 35,710 0 0
WALGREEN CO COM 931422109 9,897 133,508 SH   DFND 3 133,508 0 0
WALGREEN CO COM 931422109 95,882 1,293,437 SH   DFND 4 1,293,437 0 0
WALGREEN CO COM 931422109 162,088 2,186,533 SH   DFND 17 685,277 0 1,501,256
WALGREEN CO COM 931422109 3,188 43,000 SH   DFND 20 43,000 0 0
WALGREEN CO COM 931422109 148,244 1,999,788 SH   DFND 21 1,857,253 0 142,535
WALGREEN CO COM 931422109 672 9,064 SH   DFND 23 9,064 0 0
WALTER INVT MGMT CORP COM 93317W102 26 859 SH   DFND 21 859 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 1,722 1,850,000 PRN   DFND 4 1,850,000 0 0
WASHINGTON FED INC COM 938824109 73,750 3,288,000 SH   DFND 3 3,244,400 0 43,600
WASHINGTON FED INC COM 938824109 1,389 61,924 SH   DFND 17 61,924 0 0
WASTE CONNECTIONS INC COM 941053100 1,000 20,600 SH   DFND 17 20,600 0 0
WASTE MGMT INC DEL COM 94106L109 530 11,840 SH   DFND 17 11,840 0 0
WASTE MGMT INC DEL COM 94106L109 22,919 512,375 SH   DFND 21 502,682 0 9,693
WATERS CORP COM 941848103 157 1,499 SH   DFND 21 1,342 0 157
WATSCO INC COM 942622200 216 2,100 SH   DFND 17 200 0 1,900
WATTS WATER TECHNOLOGIES INC CL A 942749102 7,400 119,877 SH   DFND 17 119,877 0 0
WEB COM GROUP INC COM 94733A104 9,592 332,253 SH   DFND 17 219,382 0 112,871
WEB COM GROUP INC COM 94733A104 4,216 146,019 SH   DFND 21 98,747 0 47,272
WEBMD HEALTH CORP COM 94770V102 762 15,775 SH   DFND 17 0 0 15,775
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 634 600,000 PRN   DFND 4 600,000 0 0
WEBSTER FINL CORP CONN COM 947890109 11,659 369,650 SH   DFND 3 366,064 0 3,586
WEBSTER FINL CORP CONN COM 947890109 19 594 SH   DFND 17 594 0 0
WEBSTER FINL CORP CONN COM 947890109 951 30,158 SH   DFND 21 10,652 0 19,506
WEBSTER FINL CORP CONN COM 947890109 502 15,931 SH   DFND 23 15,931 0 0
WEIS MKTS INC COM 948849104 25,462 556,790 SH   DFND 3 534,190 0 22,600
WEIS MKTS INC COM 948849104 1,268 27,723 SH   DFND 17 27,723 0 0
WEIS MKTS INC COM 948849104 582 12,719 SH   DFND 21 12,719 0 0
WELLPOINT INC COM 94973V107 306,043 2,844,000 SH   DFND 3 2,419,400 0 424,600
WELLPOINT INC COM 94973V107 78,218 726,870 SH   DFND 17 726,693 0 177
WELLPOINT INC COM 94973V107 86,212 801,150 SH   DFND 21 587,293 0 213,857
WELLPOINT INC COM 94973V107 265 2,467 SH   DFND 23 2,467 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 2,152 1,400,000 PRN   DFND 4 1,400,000 0 0
WELLS FARGO & CO NEW COM 949746101 575,701 10,953,208 SH   DFND 3 9,223,808 0 1,729,400
WELLS FARGO & CO NEW COM 949746101 5,622 106,972 SH   DFND 4 106,972 0 0
WELLS FARGO & CO NEW COM 949746101 300 5,700 SH Call DFND 4 5,700 0 0
WELLS FARGO & CO NEW COM 949746101 336 6,400 SH Put DFND 4 6,400 0 0
WELLS FARGO & CO NEW COM 949746101 432,284 8,224,586 SH   DFND 17 6,103,456 0 2,121,130
WELLS FARGO & CO NEW COM 949746101 43,581 829,171 SH   DFND 20 829,171 0 0
WELLS FARGO & CO NEW COM 949746101 459,221 8,737,084 SH   DFND 21 6,925,271 0 1,811,813
WELLS FARGO & CO NEW COM 949746101 7,395 140,696 SH   DFND 23 140,696 0 0
WELLS FARGO & CO NEW COM 949746101 105 2,000 SH   DFND 24 2,000 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 649,279 534,826 SH   DFND 4 482,076 0 52,750
WENDYS CO COM 95058W100 2,273 266,420 SH   DFND 17 266,420 0 0
WENDYS CO COM 95058W100 22,013 2,580,700 SH   DFND 21 2,333,156 0 247,544
WESBANCO INC COM 950810101 13,200 425,254 SH   DFND 3 425,254 0 0
WESBANCO INC COM 950810101 12 400 SH   DFND 17 400 0 0
WESBANCO INC COM 950810101 1,620 52,195 SH   DFND 21 40,717 0 11,478
WESCO INTL INC COM 95082P105 256 2,962 SH   DFND 21 2,962 0 0
WEST CORP COM 952355204 26,924 1,004,620 SH   DFND 3 962,662 0 41,958
WEST CORP COM 952355204 1,849 69,001 SH   DFND 17 56,771 0 12,230
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,995 47,287 SH   DFND 17 44,277 0 3,010
WESTAR ENERGY INC COM 95709T100 3,121 81,735 SH   DFND 17 81,735 0 0
WESTAR ENERGY INC COM 95709T100 63,191 1,654,645 SH   DFND 21 1,244,373 0 410,272
WESTAR ENERGY INC COM 95709T100 1,062 27,817 SH   DFND 23 27,817 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 1,240 506,108 SH   DFND 17 360,247 0 145,861
WESTERN ALLIANCE BANCORP COM 957638109 10,506 441,439 SH   DFND 17 337,103 0 104,336
WESTERN ALLIANCE BANCORP COM 957638109 6,564 275,800 SH   DFND 21 190,353 0 85,447
WESTERN DIGITAL CORP COM 958102105 29,534 319,977 SH   DFND 4 319,977 0 0
WESTERN DIGITAL CORP COM 958102105 135,822 1,471,523 SH   DFND 17 1,162,158 0 309,365
WESTERN DIGITAL CORP COM 958102105 54,500 590,463 SH   DFND 21 360,148 0 230,315
WESTERN DIGITAL CORP COM 958102105 1,718 18,612 SH   DFND 23 18,612 0 0
WESTERN REFNG INC COM 959319104 103,443 2,754,798 SH   DFND 3 2,726,298 0 28,500
WESTERN REFNG INC COM 959319104 1,849 49,252 SH   DFND 17 49,252 0 0
WESTERN REFNG INC COM 959319104 12,210 325,157 SH   DFND 21 299,678 0 25,479
WESTERN REFNG INC COM 959319104 863 22,974 SH   DFND 23 22,974 0 0
WESTERN UN CO COM 959802109 707 40,782 SH   DFND 21 39,875 0 907
WESTLAKE CHEM CORP COM 960413102 23 274 SH   DFND 17 274 0 0
WESTLAKE CHEM CORP COM 960413102 4,067 48,552 SH   DFND 21 35,845 0 12,707
WESTMORELAND COAL CO COM 960878106 13,215 364,239 SH   DFND 4 364,239 0 0
WEX INC COM 96208T104 10,296 98,083 SH   DFND 17 75,021 0 23,062
WEX INC COM 96208T104 5,850 55,730 SH   DFND 21 42,211 0 13,519
WEYERHAEUSER CO COM 962166104 28 860 SH   DFND 17 860 0 0
WEYERHAEUSER CO COM 962166104 457 13,812 SH   DFND 21 13,009 0 803
WEYERHAEUSER CO PREF CONV SER A 962166872 738 13,000 SH   DFND 4 13,000 0 0
WHIRLPOOL CORP COM 963320106 16,642 119,538 SH   DFND 3 119,538 0 0
WHIRLPOOL CORP COM 963320106 18,134 130,252 SH   DFND 17 118,978 0 11,274
WHIRLPOOL CORP COM 963320106 30,337 217,904 SH   DFND 21 157,134 0 60,770
WHITEWAVE FOODS CO COM CL A 966244105 535 16,530 SH   DFND 17 16,530 0 0
WHITING PETE CORP NEW COM 966387102 4,395 54,761 SH   DFND 21 54,761 0 0
WHOLE FOODS MKT INC COM 966837106 296 7,659 SH   DFND 21 7,111 0 548
WILEY JOHN & SONS INC CL A 968223206 418 6,900 SH   DFND 17 6,900 0 0
WILLIAMS COS INC DEL COM 969457100 16,020 275,218 SH   DFND 4 241,460 0 33,758
WILLIAMS COS INC DEL COM 969457100 1,164 19,996 SH   DFND 21 18,958 0 1,038
WILLIAMS CLAYTON ENERGY INC COM 969490101 455 3,310 SH   DFND 17 1,120 0 2,190
WILLIAMS SONOMA INC COM 969904101 1,236 17,217 SH   DFND 17 17,217 0 0
WILLIAMS SONOMA INC COM 969904101 28 397 SH   DFND 21 397 0 0
WILSHIRE BANCORP INC COM 97186T108 319 31,070 SH   DFND 21 31,070 0 0
WINDSTREAM HLDGS INC COM 97382A101 353 35,441 SH   DFND 17 35,059 0 382
WINDSTREAM HLDGS INC COM 97382A101 92 9,254 SH   DFND 21 8,544 0 710
WINTRUST FINL CORP COM 97650W108 2,468 53,661 SH   DFND 17 53,661 0 0
WINTRUST FINL CORP COM 97650W108 2,823 61,361 SH   DFND 21 48,046 0 13,315
WIPRO LTD SPON ADR 1 SH 97651M109 2,942 247,399 SH   DFND 17 240,899 0 6,500
WIPRO LTD SPON ADR 1 SH 97651M109 1,566 131,691 SH   DFND 21 85,398 0 46,293
WISCONSIN ENERGY CORP COM 976657106 1,172 24,974 SH   DFND 21 24,634 0 340
WOODWARD INC COM 980745103 3,529 70,320 SH   DFND 21 56,540 0 13,780
WOODWARD INC COM 980745103 5,108 101,800 SH   DFND 24 101,800 0 0
WORKDAY INC CL A 98138H101 2,565 28,540 SH   DFND 17 28,540 0 0
WORKDAY INC CL A 98138H101 121 1,351 SH   DFND 21 1,351 0 0
WORLD ACCEP CORP DEL COM 981419104 2,205 29,033 SH   DFND 21 29,033 0 0
WORLD FUEL SVCS CORP COM 981475106 133,370 2,709,119 SH   DFND 3 2,684,119 0 25,000
WORLD FUEL SVCS CORP COM 981475106 1,601 32,520 SH   DFND 17 32,520 0 0
WORTHINGTON INDS INC COM 981811102 10,411 241,894 SH   DFND 17 197,503 0 44,391
WORTHINGTON INDS INC COM 981811102 24,103 560,023 SH   DFND 21 453,209 0 106,814
WORTHINGTON INDS INC COM 981811102 991 23,030 SH   DFND 23 23,030 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 1,376 1,000,000 PRN   DFND 4 1,000,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 433 5,717 SH   DFND 17 5,637 0 80
WYNDHAM WORLDWIDE CORP COM 98310W108 1,019 13,461 SH   DFND 21 13,252 0 209
WYNN RESORTS LTD COM 983134107 40,336 194,335 SH   DFND 4 185,158 0 9,177
WYNN RESORTS LTD COM 983134107 9,653 46,505 SH   DFND 17 38,035 0 8,470
WYNN RESORTS LTD COM 983134107 5,659 27,265 SH   DFND 21 25,518 0 1,747
XPO LOGISTICS INC COM 983793100 9,188 321,030 SH   DFND 17 248,358 0 72,672
XPO LOGISTICS INC COM 983793100 5,089 177,797 SH   DFND 21 134,523 0 43,274
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 187 100,000 PRN   DFND 4 100,000 0 0
XCEL ENERGY INC COM 98389B100 4,101 127,230 SH   DFND 17 127,230 0 0
XCEL ENERGY INC COM 98389B100 62,168 1,928,874 SH   DFND 21 1,603,792 0 325,082
XCEL ENERGY INC COM 98389B100 1,307 40,560 SH   DFND 23 40,560 0 0
XCEL ENERGY INC COM 98389B100 58 1,800 SH   DFND 24 1,800 0 0
XILINX INC COM 983919101 5 100 SH   DFND 17 100 0 0
XILINX INC COM 983919101 283 5,978 SH   DFND 21 5,485 0 493
XILINX INC NOTE 2.625% 6/1 983919AF8 2,493 1,500,000 PRN   DFND 4 1,500,000 0 0
XENOPORT INC COM 98411C100 2,085 431,720 SH   DFND 17 0 0 431,720
XENOPORT INC COM 98411C100 266 55,000 SH   DFND 24 55,000 0 0
XEROX CORP COM 984121103 317,066 25,487,614 SH   DFND 3 21,710,914 0 3,776,700
XEROX CORP COM 984121103 83,353 6,700,385 SH   DFND 17 6,699,691 0 694
XEROX CORP COM 984121103 6,605 530,961 SH   DFND 21 497,485 0 33,476
XERIUM TECHNOLOGIES INC COM NEW 98416J118 2,591 185,621 SH   DFND 17 131,816 0 53,805
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 323 76,459 SH   DFND 17 76,459 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 997 236,178 SH   DFND 21 236,178 0 0
XYLEM INC COM 98419M100 13,871 354,944 SH   DFND 17 354,944 0 0
XYLEM INC COM 98419M100 8,790 224,924 SH   DFND 21 202,170 0 22,754
XYLEM INC COM 98419M100 15,671 401,000 SH   DFND 24 401,000 0 0
YY INC ADS REPCOM CLA 98426T106 9,617 127,377 SH   DFND 20 127,377 0 0
YY INC ADS REPCOM CLA 98426T106 211 2,794 SH   DFND 24 2,794 0 0
YAHOO INC COM 984332106 30,344 863,760 SH   DFND 17 597,090 0 266,670
YAHOO INC COM 984332106 1,919 54,638 SH   DFND 21 53,381 0 1,257
YAMANA GOLD INC COM 98462Y100 58,873 7,162,138 SH   DFND 3 4,891,969 0 2,270,169
YAMANA GOLD INC COM 98462Y100 18,826 2,290,250 SH   DFND 17 2,290,250 0 0
YAMANA GOLD INC COM 98462Y100 1,363 165,865 SH   DFND 21 150,165 0 15,700
YELP INC CL A 985817105 159,112 2,075,010 SH   DFND 17 1,629,115 0 445,895
YELP INC CL A 985817105 1,741 22,705 SH   DFND 21 22,705 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 4,163 174,475 SH   DFND 17 56,375 0 118,100
YUM BRANDS INC COM 988498101 28,357 349,220 SH   DFND 17 237,940 0 111,280
YUM BRANDS INC COM 988498101 1,246 15,341 SH   DFND 21 14,667 0 674
ZEBRA TECHNOLOGIES CORP CL A 989207105 268 3,250 SH   DFND 17 3,250 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 465 150,000 SH   DFND 17 107,438 0 42,562
ZIMMER HLDGS INC COM 98956P102 9,345 89,980 SH   DFND 3 89,980 0 0
ZIMMER HLDGS INC COM 98956P102 7,002 67,416 SH   DFND 17 57,009 0 10,407
ZIMMER HLDGS INC COM 98956P102 23,348 224,805 SH   DFND 21 55,827 0 168,978
ZIONS BANCORPORATION COM 989701107 2,355 79,900 SH   DFND 17 79,900 0 0
ZIONS BANCORPORATION COM 989701107 6 200 SH   DFND 21 0 0 200
ZIX CORP COM 98974P100 3,592 1,050,187 SH   DFND 17 909,999 0 140,188
ZULILY INC CL A 989774104 1,507 36,800 SH   DFND 17 100 0 36,700
ZOETIS INC CL A 98978V103 1,871 57,975 SH   DFND 17 57,686 0 289
ZOETIS INC CL A 98978V103 427 13,223 SH   DFND 21 13,223 0 0
ACTAVIS PLC SHS G0083B108 110,819 496,833 SH   DFND 17 407,029 0 89,804
ACTAVIS PLC SHS G0083B108 18,289 81,994 SH   DFND 21 55,216 0 26,778
ACTAVIS PLC SHS G0083B108 4,238 19,000 SH   DFND 24 19,000 0 0
AIRCASTLE LTD COM G0129K104 9,580 539,097 SH   DFND 17 395,675 0 143,422
AIRCASTLE LTD COM G0129K104 7,811 439,577 SH   DFND 21 327,842 0 111,735
ALKERMES PLC SHS G01767105 7,409 147,200 SH   DFND 17 0 0 147,200
ALKERMES PLC SHS G01767105 1,158 23,000 SH   DFND 24 23,000 0 0
AMDOCS LTD SHS G02602103 1,130 24,398 SH   DFND 3 24,398 0 0
AMDOCS LTD SHS G02602103 3,538 76,372 SH   DFND 17 76,372 0 0
AMDOCS LTD SHS G02602103 15,191 327,886 SH   DFND 21 201,649 0 126,237
AMIRA NATURE FOODS LTD SHS G0335L102 5,854 427,635 SH   DFND 17 427,635 0 0
AMIRA NATURE FOODS LTD SHS G0335L102 3,434 250,862 SH   DFND 24 250,862 0 0
AMBARELLA INC SHS G037AX101 3,288 105,463 SH   DFND 17 105,463 0 0
AMBARELLA INC SHS G037AX101 1,489 47,763 SH   DFND 23 0 0 47,763
AON PLC SHS CL A G0408V102 583 6,469 SH   DFND 21 5,933 0 536
ARCH CAP GROUP LTD ORD G0450A105 414 7,210 SH   DFND 17 7,210 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,896 33,007 SH   DFND 21 33,007 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 441 8,624 SH   DFND 21 0 0 8,624
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,695 59,338 SH   DFND 17 59,338 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 29,284 644,739 SH   DFND 21 421,560 0 223,179
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 136,371 3,079,734 SH   DFND 3 2,088,700 0 991,034
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 40,641 917,814 SH   DFND 17 917,814 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 40,853 922,616 SH   DFND 21 662,635 0 259,981
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,161 49,127 SH   DFND 17 49,127 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,904 80,595 SH   DFND 21 80,595 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 864 10,690 SH   DFND 17 10,690 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,229 15,200 SH   DFND 20 15,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 329,792 4,079,569 SH   DFND 21 3,924,836 0 154,733
BUNGE LIMITED COM G16962105 8,734 115,474 SH   DFND 21 114,348 0 1,126
BUNGE LIMITED COM G16962105 1,044 13,800 SH   DFND 24 13,800 0 0
BUNGE LIMITED COM G16962105 5,099 67,408 SH   DFND 17 67,408 0 0
CREDICORP LTD COM G2519Y108 6,921 44,516 SH   DFND 17 17,396 0 27,120
CREDICORP LTD COM G2519Y108 4,100 26,372 SH   DFND 21 22,444 0 3,928
CREDICORP LTD COM G2519Y108 2,534 16,300 SH   DFND 24 16,300 0 0
COSAN LTD SHS A G25343107 277 20,454 SH   DFND 17 20,454 0 0
COSAN LTD SHS A G25343107 598 44,068 SH   DFND 21 44,068 0 0
COVIDIEN PLC SHS G2554F113 2,928 32,470 SH   DFND 17 22,780 0 9,690
COVIDIEN PLC SHS G2554F113 16,182 179,439 SH   DFND 21 65,095 0 114,344
DELPHI AUTOMOTIVE PLC SHS G27823106 14,385 209,268 SH   DFND 17 174,803 0 34,465
DELPHI AUTOMOTIVE PLC SHS G27823106 40,460 588,589 SH   DFND 21 329,925 0 258,664
EATON CORP PLC SHS G29183103 87,910 1,139,027 SH   DFND 17 966,752 0 172,275
EATON CORP PLC SHS G29183103 69,550 901,138 SH   DFND 21 778,133 0 123,005
EATON CORP PLC SHS G29183103 7,209 93,400 SH   DFND 24 93,400 0 0
ENDO INTL PLC SHS G30401106 10,962 156,555 SH   DFND 17 96,480 0 60,075
ENDO INTL PLC SHS G30401106 289 4,127 SH   DFND 21 4,127 0 0
ENSCO PLC SHS CLASS A G3157S106 86,278 1,552,600 SH   DFND 3 1,217,300 0 335,300
ENSCO PLC SHS CLASS A G3157S106 16,371 294,601 SH   DFND 17 294,453 0 148
ENSCO PLC SHS CLASS A G3157S106 1,335 24,026 SH   DFND 21 8,026 0 16,000
EVEREST RE GROUP LTD COM G3223R108 9,237 57,552 SH   DFND 17 57,552 0 0
EVEREST RE GROUP LTD COM G3223R108 64,803 403,782 SH   DFND 21 308,691 0 95,091
FABRINET SHS G3323L100 2,712 131,655 SH   DFND 17 131,655 0 0
FABRINET SHS G3323L100 661 32,067 SH   DFND 21 32,067 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 515 16,800 SH   DFND 21 16,800 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 28,772 1,224,329 SH   DFND 17 931,081 0 293,248
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 4,976 211,749 SH   DFND 21 160,096 0 51,653
HELEN OF TROY CORP LTD COM G4388N106 622 10,260 SH   DFND 17 10,260 0 0
HERBALIFE LTD COM USD SHS G4412G101 495 7,670 SH   DFND 17 7,670 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,528 39,164 SH   DFND 21 33,114 0 6,050
ICON PLC SHS G4705A100 10,230 217,151 SH   DFND 17 176,675 0 40,476
ICON PLC SHS G4705A100 4,900 104,018 SH   DFND 21 83,357 0 20,661
INGERSOLL-RAND PLC SHS G47791101 2,017 32,265 SH   DFND 21 31,763 0 502
INVESCO LTD SHS G491BT108 515 13,635 SH   DFND 17 13,635 0 0
INVESCO LTD SHS G491BT108 447 11,836 SH   DFND 21 11,312 0 524
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 454 3,087 SH   DFND 17 3,087 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 18,610 126,587 SH   DFND 21 60,411 0 66,176
LIBERTY GLOBAL PLC SHS CL A G5480U104 228 5,153 SH   DFND 21 4,771 0 382
LIBERTY GLOBAL PLC SHS CL C G5480U120 488 11,539 SH   DFND 21 10,817 0 722
LUXOFT HLDG INC ORD SHS CL A G57279104 6,860 190,237 SH   DFND 21 77,290 0 112,947
LUXOFT HLDG INC ORD SHS CL A G57279104 1,399 38,800 SH   DFND 24 38,800 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 193 16,000 SH   DFND 3 16,000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 16 1,323 SH   DFND 17 1,323 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,720 307,654 SH   DFND 21 207,627 0 100,027
MALLINCKRODT PUB LTD CO SHS G5785G107 1,230 15,370 SH   DFND 17 15,370 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 468 5,848 SH   DFND 21 0 0 5,848
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 21,880 1,526,848 SH   DFND 17 1,466,585 0 60,263
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 29,998 2,093,366 SH   DFND 21 1,470,536 0 622,830
MICHAEL KORS HLDGS LTD SHS G60754101 94,227 1,062,910 SH   DFND 17 907,655 0 155,255
MICHAEL KORS HLDGS LTD SHS G60754101 2,251 25,388 SH   DFND 21 25,104 0 284
MONTPELIER RE HOLDINGS LTD SHS G62185106 51,164 1,601,378 SH   DFND 3 1,569,078 0 32,300
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,288 40,304 SH   DFND 17 40,304 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 20,375 637,730 SH   DFND 21 413,606 0 224,124
NABORS INDUSTRIES LTD SHS G6359F103 567 19,290 SH   DFND 17 19,124 0 166
NABORS INDUSTRIES LTD SHS G6359F103 496 16,871 SH   DFND 21 16,291 0 580
NOBLE CORP PLC SHS USD G65431101 244 7,274 SH   DFND 21 6,867 0 407
NORDIC AMERICAN TANKERS LIMI COM G65773106 1,044 109,590 SH   DFND 17 109,590 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 85,647 3,768,000 SH   DFND 3 3,721,900 0 46,100
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 5,205 228,994 SH   DFND 17 228,994 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 21,246 934,703 SH   DFND 21 672,195 0 262,508
PARTNERRE LTD COM G6852T105 5,775 52,884 SH   DFND 17 52,884 0 0
PARTNERRE LTD COM G6852T105 50,099 458,743 SH   DFND 21 291,235 0 167,508
RENAISSANCERE HOLDINGS LTD COM G7496G103 65,926 616,129 SH   DFND 3 394,118 0 222,011
RENAISSANCERE HOLDINGS LTD COM G7496G103 22,219 207,655 SH   DFND 17 207,655 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,765 25,840 SH   DFND 21 19,711 0 6,129
SEADRILL LIMITED SHS G7945E105 34 843 SH   DFND 21 0 0 843
SEAGATE TECHNOLOGY PLC SHS G7945M107 14,478 254,800 SH   DFND 3 197,100 0 57,700
SEAGATE TECHNOLOGY PLC SHS G7945M107 79,542 1,399,899 SH   DFND 17 1,047,986 0 351,913
SEAGATE TECHNOLOGY PLC SHS G7945M107 23,703 417,161 SH   DFND 21 170,153 0 247,008
SHIP FINANCE INTERNATIONAL L SHS G81075106 78,665 4,231,557 SH   DFND 3 4,176,516 0 55,041
SIGNET JEWELERS LIMITED SHS G81276100 2,212 20,000 SH   DFND 23 20,000 0 0
SINA CORP ORD G81477104 1,560 31,350 SH   DFND 17 100 0 31,250
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 39,546 1,023,970 SH   DFND 3 1,023,970 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 494 12,800 SH   DFND 21 12,800 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 518 13,550 SH   DFND 3 13,550 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 6,725 175,872 SH   DFND 17 175,872 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 20,825 544,593 SH   DFND 21 240,107 0 304,486
WHITE MTNS INS GROUP LTD COM G9618E107 2,081 3,420 SH   DFND 17 3,420 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 6 10 SH   DFND 21 0 0 10
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 191 4,419 SH   DFND 21 4,012 0 407
PERRIGO CO PLC SHS G97822103 3,987 27,356 SH   DFND 21 7,070 0 20,286
PERRIGO CO PLC SHS G97822103 141 970 SH   DFND 23 970 0 0
XL GROUP PLC SHS G98290102 639 19,520 SH   DFND 17 117 0 19,403
XL GROUP PLC SHS G98290102 1,569 47,930 SH   DFND 21 47,429 0 501
ACE LTD SHS H0023R105 6,415 61,862 SH   DFND 17 61,862 0 0
ACE LTD SHS H0023R105 115,971 1,118,328 SH   DFND 21 831,746 0 286,582
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 97,825 2,572,995 SH   DFND 3 2,544,969 0 28,026
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 3,406 89,595 SH   DFND 17 89,595 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 10,254 269,707 SH   DFND 21 167,782 0 101,925
FOSTER WHEELER AG COM H27178104 843 24,740 SH   DFND 21 24,450 0 290
GARMIN LTD SHS H2906T109 2,846 46,734 SH   DFND 21 5,386 0 41,348
TE CONNECTIVITY LTD REG SHS H84989104 8,045 130,100 SH   DFND 3 130,100 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,006 32,443 SH   DFND 17 32,183 0 260
TE CONNECTIVITY LTD REG SHS H84989104 72,204 1,167,590 SH   DFND 21 824,285 0 343,305
TRANSOCEAN LTD REG SHS H8817H100 1,176 26,119 SH   DFND 17 25,903 0 216
TYCO INTERNATIONAL LTD SHS H89128104 1,528 33,500 SH   DFND 20 33,500 0 0
TYCO INTERNATIONAL LTD SHS H89128104 422 9,244 SH   DFND 21 9,244 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,053 26,643 SH   DFND 17 26,643 0 0
ATTUNITY LTD SHS NEW M15332121 1,714 220,582 SH   DFND 17 157,783 0 62,799
ELBIT SYS LTD ORD M3760D101 30,821 501,152 SH   DFND 3 484,752 0 16,400
ENZYMOTEC LTD SHS M4059L101 200 14,733 SH   DFND 21 14,733 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 5,780 636,615 SH   DFND 17 551,434 0 85,181
AERCAP HOLDINGS NV SHS N00985106 3,646 79,614 SH   DFND 17 79,614 0 0
AERCAP HOLDINGS NV SHS N00985106 30,438 664,593 SH   DFND 21 468,097 0 196,496
AVG TECHNOLOGIES N V SHS N07831105 726 36,066 SH   DFND 21 36,066 0 0
CNH INDL N V SHS N20944109 8,657 847,026 SH   DFND 17 847,026 0 0
CNH INDL N V SHS N20944109 41,778 4,087,907 SH   DFND 21 2,852,890 0 1,235,017
CNH INDL N V SHS N20944109 12,195 1,193,294 SH   DFND 23 1,193,294 0 0
CONSTELLIUM NV CL A N22035104 10,122 315,725 SH   DFND 17 262,575 0 53,150
CORE LABORATORIES N V COM N22717107 334 2,000 SH   DFND 17 2,000 0 0
CORE LABORATORIES N V COM N22717107 214 1,283 SH   DFND 21 1,283 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 65,007 665,712 SH   DFND 17 579,147 0 86,565
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 116,419 1,192,206 SH   DFND 21 898,563 0 293,643
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 977 10,000 SH   DFND 23 10,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,045 10,700 SH   DFND 24 10,700 0 0
NIELSEN HOLDINGS N V COM N63218106 11,061 228,487 SH   DFND 17 188,750 0 39,737
NIELSEN HOLDINGS N V COM N63218106 3,046 62,916 SH   DFND 21 62,506 0 410
NXP SEMICONDUCTORS N V COM N6596X109 49,854 753,305 SH   DFND 17 587,140 0 166,165
NXP SEMICONDUCTORS N V COM N6596X109 9,013 136,189 SH   DFND 21 136,189 0 0
QIAGEN NV REG SHS N72482107 465 19,000 SH   DFND 24 19,000 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 136 2,902 SH   DFND 21 2,902 0 0
YANDEX N V SHS CLASS A N97284108 598 16,775 SH   DFND 17 16,775 0 0
COPA HOLDINGS SA CL A P31076105 1,147 8,046 SH   DFND 17 8,046 0 0
COPA HOLDINGS SA CL A P31076105 4,986 34,973 SH   DFND 21 27,919 0 7,054
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40 727 SH   DFND 17 727 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,775 31,921 SH   DFND 21 13,698 0 18,223
AVAGO TECHNOLOGIES LTD SHS Y0486S104 8,086 112,200 SH   DFND 3 112,200 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 124,286 1,724,514 SH   DFND 17 1,330,334 0 394,180
AVAGO TECHNOLOGIES LTD SHS Y0486S104 492 6,828 SH   DFND 21 6,405 0 423
BALTIC TRADING LIMITED COM Y0553W103 2,550 426,453 SH   DFND 17 426,453 0 0
COSTAMARE INC SHS Y1771G102 243 10,400 SH   DFND 3 10,400 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 22,140 1,999,980 SH   DFND 17 1,521,870 0 478,110
FLEXTRONICS INTL LTD ORD Y2573F102 442 39,896 SH   DFND 21 38,366 0 1,530
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 29,976 813,451 SH   DFND 3 813,451 0 0
STEALTHGAS INC SHS Y81669106 4,790 431,497 SH   DFND 17 371,838 0 59,659
STEALTHGAS INC SHS Y81669106 133 12,000 SH   DFND 21 12,000 0 0
TEEKAY TANKERS LTD CL A Y8565N102 435 101,330 SH   DFND 17 101,330 0 0