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
THE ADT CORPORATION COM 00101J106 15 374 SH   DFND 19 0 0 374
THE ADT CORPORATION COM 00101J106 8,230 202,412 SH   DFND 21 200,472 0 1,940
AFC ENTERPRISES INC COM 00104Q107 3,386 77,677 SH   DFND 17 77,677 0 0
AFLAC INC COM 001055102 67 1,080 SH   DFND 19 0 0 1,080
AFLAC INC COM 001055102 2,003 32,307 SH   DFND 21 18,128 0 14,179
AGCO CORP COM 001084102 7,945 131,500 SH   DFND 3 131,500 0 0
AGCO CORP COM 001084102 55,836 924,125 SH   DFND 17 0 0 924,125
AGCO CORP COM 001084102 15,285 252,985 SH   DFND 21 107,451 0 145,534
AGCO CORP COM 001084102 320 5,296 SH   DFND 23 5,296 0 0
AGCO CORP COM 001084102 9,317 154,200 SH   DFND 24 154,200 0 0
AGL RES INC COM 001204106 980 21,300 SH   DFND 3 21,300 0 0
AGL RES INC COM 001204106 758 16,471 SH   DFND 17 16,426 0 45
AG MTG INVT TR INC COM 001228105 1,003 60,356 SH   DFND 17 60,356 0 0
AG MTG INVT TR INC COM 001228105 842 50,677 SH   DFND 21 24,885 0 25,792
AES CORP COM 00130H105 15 1,110 SH   DFND 19 0 0 1,110
AES CORP COM 00130H105 1,003 75,440 SH   DFND 21 7,041 0 68,399
AK STL CORP NOTE 5.000%11/1 001546AP5 2,837 3,000,000 PRN   DFND 4 3,000,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 82 3,800 SH   DFND 24 3,800 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 7,223 524,938 SH   DFND 17 470,093 0 54,845
AOL INC COM 00184X105 485 14,022 SH   DFND 21 14,022 0 0
AT&T INC COM 00206R102 273,834 8,096,801 SH   DFND 3 6,931,001 0 1,165,800
AT&T INC COM 00206R102 181,507 5,366,862 SH   DFND 17 3,414,335 0 1,952,527
AT&T INC COM 00206R102 370 10,947 SH   DFND 19 0 0 10,947
AT&T INC COM 00206R102 137,162 4,055,650 SH   DFND 21 2,232,383 0 1,823,267
AT&T INC COM 00206R102 3,997 118,179 SH   DFND 23 118,179 0 0
AT&T INC COM 00206R102 132 3,900 SH   DFND 24 3,900 0 0
AVX CORP NEW COM 002444107 26,118 1,989,200 SH   DFND 3 1,923,300 0 65,900
AZZ INC COM 002474104 35,119 838,957 SH   DFND 3 816,357 0 22,600
AZZ INC COM 002474104 3,422 81,743 SH   DFND 17 81,743 0 0
AZZ INC COM 002474104 3,489 83,350 SH   DFND 21 73,357 0 9,993
AARONS INC COM PAR $0.50 002535300 3,198 115,448 SH   DFND 17 115,448 0 0
AARONS INC COM PAR $0.50 002535300 303 10,924 SH   DFND 21 8,921 0 2,003
AARONS INC COM PAR $0.50 002535300 75,404 2,722,150 SH   DFND 3 2,690,000 0 32,150
ABBOTT LABS COM 002824100 2,610 78,631 SH   DFND 17 70,035 0 8,596
ABBOTT LABS COM 002824100 104 3,122 SH   DFND 19 0 0 3,122
ABBOTT LABS COM 002824100 3,775 113,749 SH   DFND 21 53,044 0 60,705
ABBVIE INC COM 00287Y109 8,320 186,000 SH   DFND 3 186,000 0 0
ABBVIE INC COM 00287Y109 213,368 4,770,143 SH   DFND 17 3,088,900 0 1,681,243
ABBVIE INC COM 00287Y109 116,516 2,604,873 SH   DFND 19 2,585,795 0 19,078
ABBVIE INC COM 00287Y109 36,476 815,480 SH   DFND 20 815,480 0 0
ABBVIE INC COM 00287Y109 58,079 1,298,428 SH   DFND 21 1,082,488 0 215,940
ABBVIE INC COM 00287Y109 1,526 34,122 SH   DFND 23 34,122 0 0
ABBVIE INC COM 00287Y109 2,237 50,000 SH   DFND 24 50,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,540 71,800 SH   DFND 17 71,800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 7 200 SH   DFND 19 0 0 200
ACACIA RESH CORP ACACIA TCH COM 003881307 1,617 70,100 SH   DFND 17 70,100 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 9,618 243,938 SH   DFND 17 223,048 0 20,890
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,698 68,432 SH   DFND 19 50,632 0 17,800
ACETO CORP COM 004446100 5,777 369,835 SH   DFND 17 327,775 0 42,060
ACELRX PHARMACEUTICALS INC COM 00444T100 2,649 245,924 SH   DFND 17 217,824 0 28,100
ACHILLION PHARMACEUTICALS IN COM 00448Q201 868 287,300 SH   DFND 17 0 0 287,300
ACI WORLDWIDE INC COM 004498101 3,959 73,240 SH   DFND 17 73,240 0 0
ACORDA THERAPEUTICS INC COM 00484M106 342 10,000 SH   DFND 24 10,000 0 0
ACTIVE NETWORK INC COM 00506D100 1,196 83,550 SH   DFND 21 0 0 83,550
ACTAVIS INC COM 00507K103 238 1,651 SH   DFND 17 1,600 0 51
ACTIVISION BLIZZARD INC COM 00507V109 11,478 688,141 SH   DFND 17 454,370 0 233,771
ACTIVISION BLIZZARD INC COM 00507V109 22 1,320 SH   DFND 19 0 0 1,320
ACTIVISION BLIZZARD INC COM 00507V109 2,764 165,694 SH   DFND 21 0 0 165,694
ACTUATE CORP COM 00508B102 2,396 326,021 SH   DFND 17 326,021 0 0
ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 153 1,848 SH   DFND 21 1,848 0 0
ADOBE SYS INC COM 00724F101 345 6,645 SH   DFND 17 6,645 0 0
ADOBE SYS INC COM 00724F101 114,224 2,199,160 SH   DFND 17 1,102,970 0 1,096,190
ADOBE SYS INC COM 00724F101 60 1,150 SH   DFND 19 0 0 1,150
ADOBE SYS INC COM 00724F101 2,189 42,148 SH   DFND 21 29,020 0 13,128
ADVANCE AUTO PARTS INC COM 00751Y106 7,020 84,900 SH   DFND 3 84,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 173 2,088 SH   DFND 21 0 0 2,088
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 525 16,800 SH   DFND 17 16,800 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 145 4,644 SH   DFND 21 4,644 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 3,693 43,085 SH   DFND 17 43,085 0 0
ADVANCED ENERGY INDS COM 007973100 4,385 250,270 SH   DFND 17 250,270 0 0
ADVANCED ENERGY INDS COM 007973100 1,054 60,200 SH   DFND 19 44,600 0 15,600
ADVANCED ENERGY INDS COM 007973100 206 11,744 SH   DFND 21 11,744 0 0
AES TR III PFD CV 6.75% 00808N202 2,715 53,870 SH   DFND 4 53,870 0 0
AETNA INC NEW COM 00817Y108 25 385 SH   DFND 4 385 0 0
AETNA INC NEW COM 00817Y108 1,751 27,350 SH   DFND 17 27,350 0 0
AETNA INC NEW COM 00817Y108 43 666 SH   DFND 19 0 0 666
AETNA INC NEW COM 00817Y108 50,008 781,138 SH   DFND 21 419,993 0 361,145
AETNA INC NEW COM 00817Y108 2,211 34,529 SH   DFND 23 34,529 0 0
AETNA INC NEW COM 00817Y108 378 5,900 SH   DFND 24 5,900 0 0
AFFILIATED MANAGERS GROUP COM 008252108 334 1,829 SH   DFND 21 0 0 1,829
AGILENT TECHNOLOGIES INC COM 00846U101 8,738 170,500 SH   DFND 3 170,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,624 304,864 SH   DFND 17 253,112 0 51,752
AGILENT TECHNOLOGIES INC COM 00846U101 69,822 1,362,379 SH   DFND 19 1,305,820 0 56,559
AGILENT TECHNOLOGIES INC COM 00846U101 1,696 33,100 SH   DFND 20 33,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 19,902 388,331 SH   DFND 21 381,825 0 6,506
AGILENT TECHNOLOGIES INC COM 00846U101 297 5,800 SH   DFND 24 5,800 0 0
AGNICO EAGLE MINES LTD COM 008474108 8 320 SH   DFND 19 0 0 320
AGNICO EAGLE MINES LTD COM 008474108 127 4,808 SH   DFND 21 0 0 4,808
AGRIUM INC COM 008916108 63,445 755,031 SH   DFND 3 561,231 0 193,800
AGRIUM INC COM 008916108 20,804 247,580 SH   DFND 17 247,580 0 0
AGRIUM INC COM 008916108 30 360 SH   DFND 19 0 0 360
AGRIUM INC COM 008916108 28,247 336,155 SH   DFND 21 182,896 0 153,259
AIR METHODS CORP COM PAR $.06 009128307 3,366 79,082 SH   DFND 17 79,082 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,753 41,191 SH   DFND 21 21,321 0 19,870
AIR LEASE CORP CL A 00912X302 5,229 189,035 SH   DFND 17 189,035 0 0
AIR LEASE CORP CL A 00912X302 1,405 50,800 SH   DFND 19 37,600 0 13,200
AIR LEASE CORP CL A 00912X302 3,287 118,830 SH   DFND 21 19,384 0 99,446
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 514 400,000 PRN   DFND 4 400,000 0 0
AIR PRODS & CHEMS INC COM 009158106 249 2,338 SH   DFND 17 2,338 0 0
AIR PRODS & CHEMS INC COM 009158106 58,893 552,623 SH   DFND 17 197,318 0 355,305
AIR PRODS & CHEMS INC COM 009158106 52 490 SH   DFND 19 0 0 490
AIR PRODS & CHEMS INC COM 009158106 1,582 14,846 SH   DFND 21 11,250 0 3,596
AIRGAS INC COM 009363102 8,304 78,300 SH   DFND 17 70,365 0 7,935
AIRGAS INC COM 009363102 15 140 SH   DFND 19 0 0 140
AIRGAS INC COM 009363102 212 1,997 SH   DFND 21 0 0 1,997
AIRGAS INC COM 009363102 742 7,000 SH   DFND 24 7,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 23 450 SH   DFND 19 0 0 450
AKAMAI TECHNOLOGIES INC COM 00971T101 8,018 155,088 SH   DFND 21 148,610 0 6,478
AKAMAI TECHNOLOGIES INC COM 00971T101 154,433 2,987,096 SH   DFND 17 1,722,999 0 1,264,097
ALASKA AIR GROUP INC COM 011659109 4,480 71,541 SH   DFND 17 71,541 0 0
ALASKA AIR GROUP INC COM 011659109 43,215 690,115 SH   DFND 21 423,789 0 266,326
ALASKA AIR GROUP INC COM 011659109 1,077 17,197 SH   DFND 23 17,197 0 0
ALBANY INTL CORP CL A 012348108 513 14,300 SH   DFND 17 14,300 0 0
ALBANY MOLECULAR RESH INC COM 012423109 10,310 799,810 SH   DFND 17 714,635 0 85,175
ALBEMARLE CORP COM 012653101 7,572 120,300 SH   DFND 3 120,300 0 0
ALBEMARLE CORP COM 012653101 223 3,548 SH   DFND 21 0 0 3,548
ALCOA INC COM 013817101 22 2,740 SH   DFND 19 0 0 2,740
ALCOA INC COM 013817101 258 31,802 SH   DFND 21 3,652 0 28,150
ALCOA INC NOTE 5.250% 3/1 013817AT8 645 500,000 PRN   DFND 4 500,000 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 111,021 31,450,717 SH   DFND 17 24,826,676 0 6,624,041
ALEXION PHARMACEUTICALS INC COM 015351109 42,998 370,160 SH   DFND 17 97,165 0 272,995
ALEXION PHARMACEUTICALS INC COM 015351109 53 460 SH   DFND 19 0 0 460
ALEXION PHARMACEUTICALS INC COM 015351109 1,590 13,689 SH   DFND 21 7,508 0 6,181
ALEXION PHARMACEUTICALS INC COM 015351109 7,434 64,000 SH   DFND 24 64,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,999 41,550 SH   DFND 17 28,590 0 12,960
ALLEGHANY CORP DEL COM 017175100 37,547 91,657 SH   DFND 4 91,657 0 0
ALLEGHANY CORP DEL COM 017175100 328 800 SH   DFND 17 800 0 0
ALLEGHANY CORP DEL COM 017175100 16 40 SH   DFND 19 0 0 40
ALLERGAN INC COM 018490102 80,726 892,489 SH   DFND 17 776,494 0 115,995
ALLERGAN INC COM 018490102 50,093 553,823 SH   DFND 19 490,191 0 63,632
ALLERGAN INC COM 018490102 13,013 143,868 SH   DFND 21 136,147 0 7,721
ALLERGAN INC COM 018490102 254 2,810 SH   DFND 24 2,810 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 168 795 SH   DFND 4 795 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 867 4,100 SH   DFND 17 4,100 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 15 70 SH   DFND 19 0 0 70
ALLIANCE DATA SYSTEMS CORP COM 018581108 18,123 85,700 SH   DFND 20 85,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 29,621 140,071 SH   DFND 21 60,885 0 79,186
ALLIANCE DATA SYSTEMS CORP COM 018581108 949 4,486 SH   DFND 23 4,486 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 2,708 132,300 SH   DFND 17 97,000 0 35,300
ALLIANCE ONE INTL INC COM 018772103 754 259,089 SH   DFND 4 259,089 0 0
ALLIANCE ONE INTL INC COM 018772103 211 72,469 SH   DFND 21 72,469 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 211 211,000 PRN   DFND 4 211,000 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 53,624 723,384 SH   DFND 3 723,384 0 0
ALLIANT ENERGY CORP COM 018802108 11 220 SH   DFND 19 0 0 220
ALLIANT ENERGY CORP COM 018802108 594 11,981 SH   DFND 21 0 0 11,981
ALLIANT TECHSYSTEMS INC COM 018804104 134,611 1,379,780 SH   DFND 3 1,368,880 0 10,900
ALLIANT TECHSYSTEMS INC COM 018804104 6,717 68,851 SH   DFND 17 59,351 0 9,500
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 503 25,310 SH   DFND 21 0 0 25,310
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 13,101 881,055 SH   DFND 17 708,665 0 172,390
ALLSTATE CORP COM 020002101 294,723 5,830,335 SH   DFND 3 5,063,135 0 767,200
ALLSTATE CORP COM 020002101 82,045 1,623,038 SH   DFND 17 1,622,860 0 178
ALLSTATE CORP COM 020002101 56 1,116 SH   DFND 19 0 0 1,116
ALLSTATE CORP COM 020002101 50,123 991,554 SH   DFND 21 425,286 0 566,268
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 7,521 117,500 SH   DFND 17 0 0 117,500
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,438 38,090 SH   DFND 24 38,090 0 0
ALON USA ENERGY INC COM 020520102 275 26,900 SH   DFND 21 26,900 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 313 52,486 SH   DFND 19 0 0 52,486
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1,156 1,230,000 PRN   DFND 4 1,230,000 0 0
ALTRIA GROUP INC COM 02209S103 13,860 403,500 SH   DFND 3 250,800 0 152,700
ALTRIA GROUP INC COM 02209S103 48,079 1,399,686 SH   DFND 4 1,399,686 0 0
ALTRIA GROUP INC COM 02209S103 2,164 62,990 SH   DFND 17 47,221 0 15,769
ALTRIA GROUP INC COM 02209S103 138 4,006 SH   DFND 19 0 0 4,006
ALTRIA GROUP INC COM 02209S103 36,140 1,052,115 SH   DFND 21 795,459 0 256,656
ALTRIA GROUP INC COM 02209S103 1,326 38,608 SH   DFND 23 38,608 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 760 120,300 SH   DFND 17 0 0 120,300
AMAZON COM INC COM 023135106 358,138 1,145,529 SH   DFND 17 794,762 0 350,767
AMAZON COM INC COM 023135106 5,824 18,627 SH   DFND 19 0 0 18,627
AMAZON COM INC COM 023135106 10,599 33,903 SH   DFND 21 29,319 0 4,584
AMCOL INTL CORP COM 02341W103 27,216 832,799 SH   DFND 3 832,799 0 0
AMERCO COM 023586100 653 3,548 SH   DFND 21 3,548 0 0
AMEREN CORP COM 023608102 23,782 682,600 SH   DFND 3 682,600 0 0
AMEREN CORP COM 023608102 129 3,693 SH   DFND 17 3,600 0 93
AMEREN CORP COM 023608102 16 460 SH   DFND 19 0 0 460
AMEREN CORP COM 023608102 3,278 94,100 SH   DFND 21 0 0 94,100
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,780 241,301 SH   DFND 19 241,301 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,417 274,710 SH   DFND 17 274,710 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,664 84,400 SH   DFND 19 62,600 0 21,800
AMERICAN CAPITAL AGENCY CORP COM 02503X105 91,738 4,064,597 SH   DFND 4 3,386,376 0 678,221
AMERICAN CAPITAL AGENCY CORP COM 02503X105 17 750 SH   DFND 17 750 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,800 79,712 SH   DFND 21 0 0 79,712
AMERICAN CAP LTD COM 02503Y103 1,766 128,459 SH   DFND 17 128,459 0 0
AMERICAN CAP LTD COM 02503Y103 2,575 187,272 SH   DFND 21 156,649 0 30,623
AMERICAN CAP MTG INVT CORP COM 02504A104 379 19,185 SH   DFND 21 0 0 19,185
AMERICAN ELEC PWR INC COM 025537101 204,534 4,718,196 SH   DFND 3 3,817,696 0 900,500
AMERICAN ELEC PWR INC COM 025537101 63,856 1,473,028 SH   DFND 17 1,472,841 0 187
AMERICAN ELEC PWR INC COM 025537101 48 1,110 SH   DFND 19 0 0 1,110
AMERICAN ELEC PWR INC COM 025537101 12,206 281,572 SH   DFND 21 238,054 0 43,518
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5 330 SH   DFND 19 0 0 330
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 318 22,743 SH   DFND 21 18,974 0 3,769
AMERICAN EXPRESS CO COM 025816109 4,656 61,653 SH   DFND 17 61,653 0 0
AMERICAN EXPRESS CO COM 025816109 102,206 1,353,367 SH   DFND 19 1,193,659 0 159,708
AMERICAN EXPRESS CO COM 025816109 4,765 63,092 SH   DFND 20 63,092 0 0
AMERICAN EXPRESS CO COM 025816109 28,237 373,904 SH   DFND 21 340,451 0 33,453
AMERICAN EXPRESS CO COM 025816109 680 9,000 SH   DFND 23 9,000 0 0
AMERICAN EXPRESS CO COM 025816109 45 600 SH   DFND 24 600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 101,130 1,870,700 SH   DFND 3 1,852,400 0 18,300
AMERICAN FINL GROUP INC OHIO COM 025932104 3,817 70,606 SH   DFND 17 70,606 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 5,212 96,419 SH   DFND 21 51,543 0 44,876
AMERICAN INTL GROUP INC COM NEW 026874784 31,869 655,337 SH   DFND 4 655,337 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,846 79,091 SH   DFND 17 57,396 0 21,695
AMERICAN INTL GROUP INC COM NEW 026874784 139 2,860 SH   DFND 19 0 0 2,860
AMERICAN INTL GROUP INC COM NEW 026874784 1,933 39,758 SH   DFND 21 9,170 0 30,588
AMERICAN NATL INS CO COM 028591105 990 10,100 SH   DFND 17 10,100 0 0
AMERICAN PAC CORP COM 028740108 2,968 54,200 SH   DFND 17 39,600 0 14,600
AMERICAN PAC CORP COM 028740108 69 1,269 SH   DFND 21 1,269 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,133 28,878 SH   DFND 17 28,878 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 2,539 64,727 SH   DFND 21 49,474 0 15,253
AMERICAN RLTY CAP PPTYS INC COM 02917T104 64,264 5,267,500 SH   DFND 3 5,219,400 0 48,100
AMERICAN RLTY CAP PPTYS INC COM 02917T104 18,910 1,550,000 SH   DFND 4 1,550,000 0 0
AMERICAN STS WTR CO COM 029899101 2,741 99,447 SH   DFND 21 88,206 0 11,241
AMERICAN TOWER CORP NEW COM 03027X100 71 962 SH   DFND 17 962 0 0
AMERICAN TOWER CORP NEW COM 03027X100 67 900 SH   DFND 19 0 0 900
AMERICAN TOWER CORP NEW COM 03027X100 1,731 23,351 SH   DFND 21 14,992 0 8,359
AMERICAN VANGUARD CORP COM 030371108 2,035 75,600 SH   DFND 17 0 0 75,600
AMERICAN VANGUARD CORP COM 030371108 1,773 65,853 SH   DFND 24 65,853 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,662 306,726 SH   DFND 17 306,726 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,847 44,733 SH   DFND 19 36,413 0 8,320
AMERICAN WTR WKS CO INC NEW COM 030420103 2,766 67,000 SH   DFND 24 67,000 0 0
AMERICAS CAR MART INC COM 03062T105 309 6,846 SH   DFND 21 6,846 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,249 135,000 SH   DFND 3 135,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,736 159,350 SH   DFND 17 159,261 0 89
AMERISOURCEBERGEN CORP COM 03073E105 34 560 SH   DFND 19 0 0 560
AMERISOURCEBERGEN CORP COM 03073E105 64,355 1,053,273 SH   DFND 21 750,227 0 303,046
AMERISOURCEBERGEN CORP COM 03073E105 2,288 37,452 SH   DFND 23 37,452 0 0
AMERIPRISE FINL INC COM 03076C106 246,238 2,703,533 SH   DFND 3 2,664,233 0 39,300
AMERIPRISE FINL INC COM 03076C106 88,033 966,546 SH   DFND 17 966,470 0 76
AMERIPRISE FINL INC COM 03076C106 55,165 605,674 SH   DFND 19 599,581 0 6,093
AMERIPRISE FINL INC COM 03076C106 2,368 26,000 SH   DFND 20 26,000 0 0
AMERIPRISE FINL INC COM 03076C106 42,342 464,891 SH   DFND 21 435,452 0 29,439
AMERIPRISE FINL INC COM 03076C106 948 10,409 SH   DFND 23 10,409 0 0
AMERIPRISE FINL INC COM 03076C106 446 4,900 SH   DFND 24 4,900 0 0
AMETEK INC NEW COM 031100100 68,960 1,498,484 SH   DFND 17 1,255,900 0 242,584
AMETEK INC NEW COM 031100100 53,712 1,167,141 SH   DFND 19 1,016,786 0 150,355
AMETEK INC NEW COM 031100100 8,975 195,020 SH   DFND 20 195,020 0 0
AMETEK INC NEW COM 031100100 19,317 419,752 SH   DFND 21 406,552 0 13,200
AMETEK INC NEW COM 031100100 11,246 244,372 SH   DFND 24 244,372 0 0
AMGEN INC COM 031162100 9,234 82,500 SH   DFND 3 82,500 0 0
AMGEN INC COM 031162100 30 270 SH   DFND 4 270 0 0
AMGEN INC COM 031162100 154,571 1,381,021 SH   DFND 17 426,041 0 954,980
AMGEN INC COM 031162100 167 1,493 SH   DFND 19 0 0 1,493
AMGEN INC COM 031162100 106,277 949,535 SH   DFND 21 506,113 0 443,422
AMGEN INC COM 031162100 3,532 31,554 SH   DFND 23 31,554 0 0
AMGEN INC COM 031162100 8,226 73,500 SH   DFND 24 73,500 0 0
AMPHENOL CORP NEW CL A 032095101 37,828 488,861 SH   DFND 17 0 0 488,861
AMPHENOL CORP NEW CL A 032095101 25 320 SH   DFND 19 0 0 320
AMPHENOL CORP NEW CL A 032095101 496 6,410 SH   DFND 21 0 0 6,410
AMSURG CORP COM 03232P405 749 18,855 SH   DFND 21 0 0 18,855
AMTRUST FINL SVCS INC COM 032359309 61,949 1,588,221 SH   DFND 3 1,588,221 0 0
AMTRUST FINL SVCS INC COM 032359309 6,220 159,241 SH   DFND 17 159,241 0 0
AMTRUST FINL SVCS INC COM 032359309 2,021 51,810 SH   DFND 19 38,400 0 13,410
AMTRUST FINL SVCS INC COM 032359309 7,645 195,994 SH   DFND 21 147,231 0 48,763
ANADARKO PETE CORP COM 032511107 14,094 151,560 SH   DFND 17 151,560 0 0
ANADARKO PETE CORP COM 032511107 64,504 693,665 SH   DFND 19 614,245 0 79,420
ANADARKO PETE CORP COM 032511107 2,501 26,900 SH   DFND 20 26,900 0 0
ANADARKO PETE CORP COM 032511107 25,122 270,162 SH   DFND 21 231,748 0 38,414
ANADARKO PETE CORP COM 032511107 1,934 20,800 SH   DFND 24 20,800 0 0
ANALOG DEVICES INC COM 032654105 19,768 420,155 SH   DFND 17 312,540 0 107,615
ANALOG DEVICES INC COM 032654105 33 710 SH   DFND 19 0 0 710
ANALOG DEVICES INC COM 032654105 165 3,500 SH   DFND 21 0 0 3,500
ANDERSONS INC COM 034164103 96,809 1,384,959 SH   DFND 3 1,369,559 0 15,400
ANDERSONS INC COM 034164103 7,920 113,300 SH   DFND 17 0 0 113,300
ANDERSONS INC COM 034164103 2,773 39,678 SH   DFND 21 17,653 0 22,025
ANDERSONS INC COM 034164103 5,787 82,792 SH   DFND 24 82,792 0 0
ANGIES LIST INC COM 034754101 31,301 1,391,755 SH   DFND 17 997,650 0 394,105
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 31,996 2,409,302 SH   DFND 21 0 0 2,409,302
ANIKA THERAPEUTICS INC COM 035255108 6,758 282,047 SH   DFND 17 247,247 0 34,800
ANIXTER INTL INC COM 035290105 59 673 SH   DFND 21 0 0 673
ANN INC COM 035623107 444 12,261 SH   DFND 21 12,261 0 0
ANNALY CAP MGMT INC COM 035710409 203,929 17,610,435 SH   DFND 3 14,802,685 0 2,807,750
ANNALY CAP MGMT INC COM 035710409 20,641 1,782,494 SH   DFND 4 1,217,643 0 564,851
ANNALY CAP MGMT INC COM 035710409 51,471 4,444,805 SH   DFND 17 4,444,805 0 0
ANNALY CAP MGMT INC COM 035710409 20 1,700 SH   DFND 19 0 0 1,700
ANNALY CAP MGMT INC COM 035710409 261 22,582 SH   DFND 21 0 0 22,582
ANSYS INC COM 03662Q105 230 2,657 SH   DFND 21 0 0 2,657
ANTARES PHARMA INC COM 036642106 6,129 1,509,626 SH   DFND 17 1,433,346 0 76,280
APACHE CORP COM 037411105 54,576 641,020 SH   DFND 17 260,388 0 380,632
APACHE CORP COM 037411105 66 772 SH   DFND 19 0 0 772
APACHE CORP COM 037411105 5,103 59,934 SH   DFND 21 36,400 0 23,534
APACHE CORP COM 037411105 709 8,323 SH   DFND 23 8,323 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 1,992 70,485 SH   DFND 21 44,028 0 26,457
APOLLO INVT CORP COM 03761U106 41,104 5,043,378 SH   DFND 4 3,548,569 0 1,494,809
APPLE INC COM 037833100 31,561 66,201 SH   DFND 4 66,201 0 0
APPLE INC COM 037833100 392,281 822,823 SH   DFND 17 472,886 0 349,937
APPLE INC COM 037833100 97,521 204,553 SH   DFND 19 169,242 0 35,311
APPLE INC COM 037833100 5,149 10,801 SH   DFND 20 10,801 0 0
APPLE INC COM 037833100 248,125 520,451 SH   DFND 21 297,271 0 223,180
APPLE INC COM 037833100 5,507 11,552 SH   DFND 23 11,552 0 0
APPLE INC COM 037833100 95 200 SH   DFND 24 200 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 34,598 671,800 SH   DFND 3 671,800 0 0
APPLIED MATLS INC COM 038222105 60,174 3,432,435 SH   DFND 17 2,619,190 0 813,245
APPLIED MATLS INC COM 038222105 50 2,850 SH   DFND 19 0 0 2,850
APPLIED MATLS INC COM 038222105 401 22,865 SH   DFND 21 0 0 22,865
AQUA AMERICA INC COM 03836W103 7,778 314,518 SH   DFND 17 314,518 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 306 300,000 PRN   DFND 4 300,000 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6,127 6,000,000 PRN   DFND 21 0 0 6,000,000
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6,127 6,000,000 PRN   DFND 23 0 0 6,000,000
ARCHER DANIELS MIDLAND CO COM 039483102 8,108 220,100 SH   DFND 3 220,100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 47,623 1,292,685 SH   DFND 17 309,062 0 983,623
ARCHER DANIELS MIDLAND CO COM 039483102 56 1,520 SH   DFND 19 0 0 1,520
ARCHER DANIELS MIDLAND CO COM 039483102 2,078 56,411 SH   DFND 21 40,440 0 15,971
ARCHER DANIELS MIDLAND CO COM 039483102 13,646 370,400 SH   DFND 24 370,400 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3,566 3,500,000 PRN   DFND 4 3,500,000 0 0
ARCTIC CAT INC COM 039670104 7,697 134,911 SH   DFND 17 134,911 0 0
ARENA PHARMACEUTICALS INC COM 040047102 1,350 256,100 SH   DFND 17 0 0 256,100
ARES CAP CORP COM 04010L103 6,996 404,600 SH   DFND 3 404,600 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 26,196 1,423,700 SH   DFND 17 342,400 0 1,081,300
ARIAD PHARMACEUTICALS INC COM 04033A100 4,563 248,000 SH   DFND 24 248,000 0 0
ARKANSAS BEST CORP DEL COM 040790107 8,712 339,391 SH   DFND 17 339,391 0 0
ARKANSAS BEST CORP DEL COM 040790107 1,473 57,400 SH   DFND 19 42,500 0 14,900
ARLINGTON ASSET INVT CORP CL A NEW 041356205 354 14,904 SH   DFND 21 14,904 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,661 267,060 SH   DFND 17 267,060 0 0
ARRIS GROUP INC NEW COM 04270V106 4,357 255,380 SH   DFND 17 255,380 0 0
ARRIS GROUP INC NEW COM 04270V106 5,043 295,802 SH   DFND 21 50,212 0 245,590
ARROW ELECTRS INC COM 042735100 4,255 87,673 SH   DFND 17 82,908 0 4,765
ARROW ELECTRS INC COM 042735100 17 340 SH   DFND 19 0 0 340
ARROW ELECTRS INC COM 042735100 11,666 240,390 SH   DFND 21 178,014 0 62,376
ARUBA NETWORKS INC COM 043176106 44,152 2,653,395 SH   DFND 17 2,256,370 0 397,025
ASBURY AUTOMOTIVE GROUP INC COM 043436104 479 9,001 SH   DFND 21 9,001 0 0
ASCENT CAP GROUP INC COM SER A 043632108 1,553 19,265 SH   DFND 17 17,065 0 2,200
ASHFORD HOSPITALITY TR INC COM SHS 044103109 2,126 172,300 SH   DFND 17 172,300 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 331 26,800 SH   DFND 21 26,800 0 0
ASHLAND INC NEW COM 044209104 4,624 50,000 SH   DFND 4 50,000 0 0
ASHLAND INC NEW COM 044209104 18 190 SH   DFND 19 0 0 190
ASIAINFO-LINKAGE INC COM 04518A104 1,626 140,876 SH   DFND 21 0 0 140,876
ASPEN TECHNOLOGY INC COM 045327103 68,670 1,987,545 SH   DFND 17 1,592,585 0 394,960
ASPEN TECHNOLOGY INC COM 045327103 2,322 67,220 SH   DFND 19 49,720 0 17,500
ASSURANT INC COM 04621X108 8,272 152,900 SH   DFND 3 152,900 0 0
ASSURANT INC COM 04621X108 2 29 SH   DFND 17 0 0 29
ASSURANT INC COM 04621X108 14 250 SH   DFND 19 0 0 250
ASSURANT INC COM 04621X108 5,057 93,480 SH   DFND 21 78,968 0 14,512
ASTEX PHARMACEUTICALS INC COM 04624B103 1,577 185,700 SH   DFND 17 0 0 185,700
ASTRAZENECA PLC SPONSORED ADR 046353108 431,185 8,303,190 SH   DFND 3 6,769,890 0 1,533,300
ASTRAZENECA PLC SPONSORED ADR 046353108 124,728 2,401,851 SH   DFND 17 2,401,851 0 0
ASTRONICS CORP COM 046433108 8,295 166,867 SH   DFND 17 132,227 0 34,640
ATHENAHEALTH INC COM 04685W103 271 2,495 SH   DFND 17 2,495 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 516 11,200 SH   DFND 21 11,200 0 0
ATWOOD OCEANICS INC COM 050095108 1,000 18,165 SH   DFND 17 18,165 0 0
ATWOOD OCEANICS INC COM 050095108 1,484 26,960 SH   DFND 19 19,960 0 7,000
ATWOOD OCEANICS INC COM 050095108 17 314 SH   DFND 21 314 0 0
AUTODESK INC COM 052769106 58,487 1,420,630 SH   DFND 17 615,760 0 804,870
AUTODESK INC COM 052769106 16 400 SH   DFND 19 0 0 400
AUTODESK INC COM 052769106 1,264 30,712 SH   DFND 21 24,540 0 6,172
AUTOLIV INC COM 052800109 15 170 SH   DFND 19 0 0 170
AUTOLIV INC COM 052800109 1,136 13,000 SH   DFND 21 13,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,767 38,230 SH   DFND 17 25,425 0 12,805
AUTOMATIC DATA PROCESSING IN COM 053015103 71 982 SH   DFND 19 0 0 982
AUTOMATIC DATA PROCESSING IN COM 053015103 1,952 26,970 SH   DFND 21 0 0 26,970
AUTOZONE INC COM 053332102 6,478 15,325 SH   DFND 17 15,311 0 14
AUTOZONE INC COM 053332102 25 60 SH   DFND 19 0 0 60
AUTOZONE INC COM 053332102 15,999 37,847 SH   DFND 21 25,974 0 11,873
AUXILIUM PHARMACEUTICALS INC COM 05334D107 3,168 173,800 SH   DFND 17 3,700 0 170,100
AUXILIUM PHARMACEUTICALS INC COM 05334D107 364 20,000 SH   DFND 24 20,000 0 0
AVALONBAY CMNTYS INC COM 053484101 22,854 179,826 SH   DFND 4 179,826 0 0
AVALONBAY CMNTYS INC COM 053484101 25 195 SH   DFND 17 195 0 0
AVALONBAY CMNTYS INC COM 053484101 35 275 SH   DFND 19 0 0 275
AVALONBAY CMNTYS INC COM 053484101 31 246 SH   DFND 21 246 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 5,170 1,219,304 SH   DFND 17 1,219,304 0 0
AVERY DENNISON CORP COM 053611109 992 22,800 SH   DFND 3 22,800 0 0
AVERY DENNISON CORP COM 053611109 833 19,139 SH   DFND 17 19,101 0 38
AVERY DENNISON CORP COM 053611109 13 290 SH   DFND 19 0 0 290
AVERY DENNISON CORP COM 053611109 16,561 380,544 SH   DFND 21 283,413 0 97,131
AVIS BUDGET GROUP COM 053774105 30 1,040 SH   DFND 21 1,040 0 0
AVISTA CORP COM 05379B107 1,152 43,627 SH   DFND 21 43,627 0 0
AVNET INC COM 053807103 175 4,200 SH   DFND 17 0 0 4,200
AVNET INC COM 053807103 13 300 SH   DFND 19 0 0 300
AVNET INC COM 053807103 478 11,466 SH   DFND 21 887 0 10,579
AVON PRODS INC COM 054303102 23 1,140 SH   DFND 19 0 0 1,140
AVON PRODS INC COM 054303102 185 8,980 SH   DFND 21 0 0 8,980
AXIALL CORP COM 05463D100 1,061 28,086 SH   DFND 21 6,704 0 21,382
BB&T CORP COM 054937107 9,008 266,900 SH   DFND 3 266,900 0 0
BB&T CORP COM 054937107 756 22,405 SH   DFND 17 22,135 0 270
BB&T CORP COM 054937107 54 1,603 SH   DFND 19 0 0 1,603
BB&T CORP COM 054937107 2,591 76,756 SH   DFND 21 1,210 0 75,546
B & G FOODS INC NEW COM 05508R106 3,987 115,400 SH   DFND 17 115,400 0 0
B & G FOODS INC NEW COM 05508R106 452 13,087 SH   DFND 21 0 0 13,087
BCE INC COM NEW 05534B760 2,986 69,923 SH   DFND 17 69,923 0 0
BCE INC COM NEW 05534B760 27 632 SH   DFND 19 0 0 632
BCE INC COM NEW 05534B760 22,901 536,332 SH   DFND 21 349,339 0 186,993
BOK FINL CORP COM NEW 05561Q201 589 9,300 SH   DFND 17 9,300 0 0
BNC BANCORP COM 05566T101 629 47,165 SH   DFND 17 35,165 0 12,000
BOFI HLDG INC COM 05566U108 7,814 120,471 SH   DFND 17 107,776 0 12,695
BABCOCK & WILCOX CO NEW COM 05615F102 101,341 3,005,354 SH   DFND 3 2,977,517 0 27,837
BAIDU INC SPON ADR REP A 056752108 9,471 61,033 SH   DFND 4 61,033 0 0
BAIDU INC SPON ADR REP A 056752108 910 5,867 SH   DFND 21 5,867 0 0
BAKER MICHAEL CORP COM 057149106 2,276 56,237 SH   DFND 21 0 0 56,237
BAKER HUGHES INC COM 057224107 845 17,200 SH   DFND 17 14,000 0 3,200
BAKER HUGHES INC COM 057224107 46 938 SH   DFND 19 0 0 938
BALL CORP COM 058498106 7,001 156,000 SH   DFND 3 156,000 0 0
BALL CORP COM 058498106 3 56 SH   DFND 17 0 0 56
BALL CORP COM 058498106 18 400 SH   DFND 19 0 0 400
BALL CORP COM 058498106 28 628 SH   DFND 21 628 0 0
BALLY TECHNOLOGIES INC COM 05874B107 5,602 77,745 SH   DFND 17 77,745 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 126,973 9,147,901 SH   DFND 3 6,470,761 0 2,677,140
BANCO BRADESCO S A SP ADR PFD NEW 059460303 34,396 2,478,111 SH   DFND 17 2,478,111 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 21,718 1,564,717 SH   DFND 19 1,417,783 0 146,934
BANCO BRADESCO S A SP ADR PFD NEW 059460303 13,381 964,022 SH   DFND 21 266,506 0 697,516
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,011 144,850 SH   DFND 24 144,850 0 0
BANCO DE CHILE SPONSORED ADR 059520106 6,656 72,582 SH   DFND 3 72,582 0 0
BANCO MACRO SA SPON ADR B 05961W105 837 34,875 SH   DFND 17 34,875 0 0
BANCO MACRO SA SPON ADR B 05961W105 1,627 67,779 SH   DFND 21 56,247 0 11,532
BANK OF AMERICA CORPORATION COM 060505104 16,080 1,165,200 SH   DFND 3 1,165,200 0 0
BANK OF AMERICA CORPORATION COM 060505104 6,321 458,019 SH   DFND 17 453,899 0 4,120
BANK OF AMERICA CORPORATION COM 060505104 287 20,767 SH   DFND 19 0 0 20,767
BANK OF AMERICA CORPORATION COM 060505104 62,431 4,524,021 SH   DFND 21 2,635,834 0 1,888,187
BANK OF AMERICA CORPORATION COM 060505104 2,413 174,828 SH   DFND 23 174,828 0 0
BANK OF AMERICA CORPORATION COM 060505104 115 8,300 SH   DFND 24 8,300 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 4,860 4,500 SH   DFND 4 4,500 0 0
BANK MONTREAL QUE COM 063671101 8,798 131,669 SH   DFND 17 131,669 0 0
BANK MONTREAL QUE COM 063671101 86 1,290 SH   DFND 19 0 0 1,290
BANK MONTREAL QUE COM 063671101 40,689 608,932 SH   DFND 21 291,315 0 317,617
BANK NEW YORK MELLON CORP COM 064058100 69 2,301 SH   DFND 19 0 0 2,301
BANK NEW YORK MELLON CORP COM 064058100 810 26,815 SH   DFND 21 0 0 26,815
BANK N S HALIFAX COM 064149107 21,686 378,403 SH   DFND 19 282,782 0 95,621
BANK N S HALIFAX COM 064149107 34,741 606,195 SH   DFND 21 124,859 0 481,336
BANKUNITED INC COM 06652K103 22,445 719,618 SH   DFND 4 719,618 0 0
BANNER CORP COM NEW 06652V208 4,617 120,989 SH   DFND 17 120,989 0 0
BARD C R INC COM 067383109 495 4,300 SH   DFND 3 4,300 0 0
BARD C R INC COM 067383109 532 4,616 SH   DFND 17 4,586 0 30
BARD C R INC COM 067383109 23 200 SH   DFND 19 0 0 200
BARD C R INC COM 067383109 258 2,243 SH   DFND 21 0 0 2,243
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 168 4,500 SH   DFND 17 4,500 0 0
BARCLAYS PLC ADR 06738E204 958 56,200 SH   DFND 3 56,200 0 0
BARCLAYS PLC ADR 06738E204 16,737 982,207 SH   DFND 17 982,207 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 4,410 300,000 SH   DFND 4 300,000 0 0
BARNES GROUP INC COM 067806109 960 27,479 SH   DFND 21 0 0 27,479
BARRICK GOLD CORP COM 067901108 283,303 15,214,958 SH   DFND 3 12,433,158 0 2,781,800
BARRICK GOLD CORP COM 067901108 57,875 3,108,191 SH   DFND 17 3,108,191 0 0
BARRICK GOLD CORP COM 067901108 37 1,966 SH   DFND 19 0 0 1,966
BARRICK GOLD CORP COM 067901108 46,677 2,506,800 SH   DFND 21 776,165 0 1,730,635
BARRETT BUSINESS SERVICES IN COM 068463108 10,946 162,622 SH   DFND 17 139,247 0 23,375
BASSETT FURNITURE INDS INC COM 070203104 1,784 110,163 SH   DFND 17 80,525 0 29,638
BAXTER INTL INC COM 071813109 36,813 560,408 SH   DFND 17 0 0 560,408
BAXTER INTL INC COM 071813109 71 1,087 SH   DFND 19 0 0 1,087
BAXTER INTL INC COM 071813109 2,557 38,927 SH   DFND 21 5,744 0 33,183
BAYTEX ENERGY CORP COM 07317Q105 206 5,001 SH   DFND 21 0 0 5,001
BAZAARVOICE INC COM 073271108 4,562 502,960 SH   DFND 17 459,635 0 43,325
BBCN BANCORP INC COM 073295107 429 31,200 SH   DFND 21 31,200 0 0
B/E AEROSPACE INC COM 073302101 251 3,394 SH   DFND 17 3,394 0 0
B/E AEROSPACE INC COM 073302101 76,843 1,040,949 SH   DFND 17 475,232 0 565,717
B/E AEROSPACE INC COM 073302101 1,638 22,190 SH   DFND 21 22,190 0 0
BEAM INC COM 073730103 19 290 SH   DFND 19 0 0 290
BEAM INC COM 073730103 204 3,151 SH   DFND 21 0 0 3,151
BEAZER HOMES USA INC COM NEW 07556Q881 6,871 381,715 SH   DFND 4 381,715 0 0
BECTON DICKINSON & CO COM 075887109 865 8,645 SH   DFND 17 8,645 0 0
BECTON DICKINSON & CO COM 075887109 46 460 SH   DFND 19 0 0 460
BECTON DICKINSON & CO COM 075887109 17,263 172,595 SH   DFND 21 18,093 0 154,502
BED BATH & BEYOND INC COM 075896100 26,470 342,164 SH   DFND 17 341,054 0 1,110
BED BATH & BEYOND INC COM 075896100 8,153 105,386 SH   DFND 19 105,016 0 370
BELDEN INC COM 077454106 137,757 2,150,775 SH   DFND 3 2,132,775 0 18,000
BELDEN INC COM 077454106 317 4,956 SH   DFND 21 0 0 4,956
BELO CORP COM SER A 080555105 38 2,801 SH   DFND 21 2,801 0 0
BEMIS INC COM 081437105 12 300 SH   DFND 19 0 0 300
BEMIS INC COM 081437105 4,012 102,836 SH   DFND 21 73,532 0 29,304
BENCHMARK ELECTRS INC COM 08160H101 3,559 155,500 SH   DFND 17 0 0 155,500
BENCHMARK ELECTRS INC COM 08160H101 2,106 91,990 SH   DFND 21 91,990 0 0
BERKLEY W R CORP COM 084423102 19 450 SH   DFND 19 0 0 450
BERKLEY W R CORP COM 084423102 206 4,813 SH   DFND 21 0 0 4,813
BERKSHIRE HATHAWAY INC DEL CL A 084670108 170 1 SH   DFND 19 0 0 1
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,749 22 SH   DFND 21 21 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 84,954 748,431 SH   DFND 4 748,431 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,197 36,973 SH   DFND 17 36,973 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 263 2,317 SH   DFND 19 0 0 2,317
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 68,128 600,196 SH   DFND 21 332,322 0 267,874
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 114 1,000 SH   DFND 24 1,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 379 15,079 SH   DFND 21 15,079 0 0
BERRY PETE CO CL A 085789105 88,503 2,052,000 SH   DFND 3 2,029,700 0 22,300
BERRY PLASTICS GROUP INC COM 08579W103 1,076 53,898 SH   DFND 21 48,145 0 5,753
BEST BUY INC COM 086516101 167 4,465 SH   DFND 17 4,465 0 0
BEST BUY INC COM 086516101 18 492 SH   DFND 19 0 0 492
BIG 5 SPORTING GOODS CORP COM 08915P101 1,099 68,247 SH   DFND 21 50,872 0 17,375
BIG LOTS INC COM 089302103 608 16,400 SH   DFND 21 16,400 0 0
BIGLARI HLDGS INC COM 08986R101 8,529 20,667 SH   DFND 4 20,667 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 347 11,600 SH   DFND 21 11,600 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 1,270 233,955 SH   DFND 17 0 0 233,955
BIOMARIN PHARMACEUTICAL INC COM 09061G101 19,853 274,900 SH   DFND 17 78,325 0 196,575
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,114 57,000 SH   DFND 24 57,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 1,079 300,000 PRN   DFND 4 300,000 0 0
BIOGEN IDEC INC COM 09062X103 204,785 850,578 SH   DFND 17 699,338 0 151,240
BIOGEN IDEC INC COM 09062X103 24,729 102,711 SH   DFND 19 93,966 0 8,745
BIOGEN IDEC INC COM 09062X103 12,844 53,346 SH   DFND 21 28,445 0 24,901
BIOGEN IDEC INC COM 09062X103 6,501 27,000 SH   DFND 24 27,000 0 0
BIOTELEMETRY INC COM 090672106 2,743 276,750 SH   DFND 17 249,450 0 27,300
BITAUTO HLDGS LTD SPONSORED ADS 091727107 164 10,177 SH   DFND 21 10,177 0 0
BLACKBAUD INC COM 09227Q100 3,346 85,700 SH   DFND 17 67,400 0 18,300
BLACKBERRY LTD COM 09228F103 11 1,390 SH   DFND 19 0 0 1,390
BLACKBERRY LTD COM 09228F103 46 5,740 SH   DFND 21 5,740 0 0
BLACKROCK INC COM 09247X101 67,791 250,502 SH   DFND 17 94,143 0 156,359
BLACKROCK INC COM 09247X101 68 250 SH   DFND 19 0 0 250
BLACKROCK INC COM 09247X101 18,473 68,263 SH   DFND 21 48,578 0 19,685
BLACKROCK INC COM 09247X101 2,095 7,742 SH   DFND 23 7,742 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,199 85,690 SH   DFND 4 85,690 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 43,633 1,753,020 SH   DFND 4 1,289,223 0 463,797
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,069 42,956 SH   DFND 21 0 0 42,956
BLOCK H & R INC COM 093671105 23 850 SH   DFND 19 0 0 850
BLOCK H & R INC COM 093671105 156 5,854 SH   DFND 21 5,854 0 0
BLUCORA INC COM 095229100 8,200 356,824 SH   DFND 17 356,824 0 0
BLUCORA INC COM 095229100 640 27,837 SH   DFND 21 27,837 0 0
BOB EVANS FARMS INC COM 096761101 304 5,310 SH   DFND 17 5,310 0 0
BOEING CO COM 097023105 146,668 1,248,240 SH   DFND 17 459,597 0 788,643
BOEING CO COM 097023105 173 1,470 SH   DFND 19 0 0 1,470
BOEING CO COM 097023105 5,319 45,272 SH   DFND 21 28,726 0 16,546
BOEING CO COM 097023105 82 700 SH   DFND 24 700 0 0
BOISE INC COM 09746Y105 11,102 881,086 SH   DFND 4 881,086 0 0
BOISE INC COM 09746Y105 389 30,905 SH   DFND 21 30,905 0 0
BONANZA CREEK ENERGY INC COM 097793103 10,840 224,610 SH   DFND 17 224,610 0 0
BONANZA CREEK ENERGY INC COM 097793103 2,495 51,700 SH   DFND 19 38,300 0 13,400
BONANZA CREEK ENERGY INC COM 097793103 1,689 35,000 SH   DFND 24 35,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 985 51,008 SH   DFND 17 51,008 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,395 123,980 SH   DFND 21 36,086 0 87,894
BORGWARNER INC COM 099724106 121,266 1,196,038 SH   DFND 17 1,039,473 0 156,565
BORGWARNER INC COM 099724106 21,245 209,536 SH   DFND 19 197,448 0 12,088
BORGWARNER INC COM 099724106 2,424 23,904 SH   DFND 21 21,325 0 2,579
BORGWARNER INC COM 099724106 19,670 194,000 SH   DFND 24 194,000 0 0
BOSTON BEER INC CL A 100557107 635 2,600 SH   DFND 17 300 0 2,300
BOSTON PROPERTIES INC COM 101121101 29 270 SH   DFND 19 0 0 270
BOSTON PROPERTIES INC COM 101121101 6,432 60,164 SH   DFND 21 57,056 0 3,108
BOSTON PROPERTIES INC COM 101121101 26 246 SH   DFND 17 246 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,107 179,505 SH   DFND 17 123,360 0 56,145
BOSTON SCIENTIFIC CORP COM 101137107 37 3,133 SH   DFND 19 0 0 3,133
BOSTON SCIENTIFIC CORP COM 101137107 477 40,606 SH   DFND 21 0 0 40,606
BOTTOMLINE TECH DEL INC COM 101388106 5,683 203,838 SH   DFND 20 203,838 0 0
BOULDER BRANDS INC COM 101405108 8,782 547,536 SH   DFND 17 547,536 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 368 27,900 SH   DFND 21 27,900 0 0
BRF SA SPONSORED ADR 10552T107 13,687 557,980 SH   DFND 17 20,480 0 537,500
BRF SA SPONSORED ADR 10552T107 1,208 49,260 SH   DFND 19 39,900 0 9,360
BRF SA SPONSORED ADR 10552T107 9,612 391,853 SH   DFND 24 391,853 0 0
BRIGHTCOVE INC COM 10921T101 5,091 452,560 SH   DFND 17 403,960 0 48,600
BRINKER INTL INC COM 109641100 2,452 60,490 SH   DFND 21 30,097 0 30,393
BRINKS CO COM 109696104 71,550 2,528,269 SH   DFND 3 2,496,169 0 32,100
BRINKS CO COM 109696104 6,247 220,759 SH   DFND 4 220,759 0 0
BRINKS CO COM 109696104 3,113 110,016 SH   DFND 17 110,016 0 0
BRINKS CO COM 109696104 380 13,417 SH   DFND 21 13,417 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 177,725 3,840,221 SH   DFND 17 2,502,745 0 1,337,476
BRISTOL MYERS SQUIBB CO COM 110122108 148 3,201 SH   DFND 19 0 0 3,201
BRISTOL MYERS SQUIBB CO COM 110122108 4,211 90,999 SH   DFND 21 90,999 0 0
BRISTOW GROUP INC COM 110394103 133,034 1,828,400 SH   DFND 3 1,812,800 0 15,600
BRISTOW GROUP INC COM 110394103 2,547 35,000 SH   DFND 17 35,000 0 0
BRISTOW GROUP INC COM 110394103 3,486 47,905 SH   DFND 21 9,930 0 37,975
BROADCOM CORP CL A 111320107 10,560 405,835 SH   DFND 17 403,070 0 2,765
BROADCOM CORP CL A 111320107 31 1,180 SH   DFND 19 0 0 1,180
BROADCOM CORP CL A 111320107 209 8,030 SH   DFND 21 2,543 0 5,487
BROADSOFT INC COM 11133B409 522 14,500 SH   DFND 17 14,500 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 96,504 3,039,484 SH   DFND 3 3,009,142 0 30,342
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10 320 SH   DFND 19 0 0 320
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 882 27,779 SH   DFND 21 0 0 27,779
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,269 157,600 SH   DFND 17 118,000 0 39,600
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 13,778 1,711,605 SH   DFND 21 1,268,730 0 442,875
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 880 109,334 SH   DFND 23 109,334 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 32 848 SH   DFND 17 848 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 49 1,320 SH   DFND 19 0 0 1,320
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 842 36,575 SH   DFND 17 36,575 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 3,333 144,787 SH   DFND 21 118,926 0 25,861
BROOKFIELD OFFICE PPTYS INC COM 112900105 9 450 SH   DFND 17 450 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 21 1,105 SH   DFND 19 0 0 1,105
BROOKFIELD OFFICE PPTYS INC COM 112900105 3,211 168,379 SH   DFND 21 0 0 168,379
BROWN & BROWN INC COM 115236101 10,018 312,080 SH   DFND 17 275,970 0 36,110
BROWN & BROWN INC COM 115236101 1,922 59,860 SH   DFND 19 44,200 0 15,660
BROWN SHOE INC NEW COM 115736100 53 2,237 SH   DFND 21 2,237 0 0
BUCKLE INC COM 118440106 99,527 1,841,382 SH   DFND 3 1,824,082 0 17,300
BUILDERS FIRSTSOURCE INC COM 12008R107 2,179 370,661 SH   DFND 17 370,661 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,337 70,000 SH   DFND 3 70,000 0 0
CBL & ASSOC PPTYS INC COM 124830100 6,002 314,231 SH   DFND 17 314,231 0 0
CBS CORP NEW CL B 124857202 9,024 163,600 SH   DFND 3 163,600 0 0
CBS CORP NEW CL B 124857202 67,253 1,219,240 SH   DFND 17 1,186,934 0 32,306
CBS CORP NEW CL B 124857202 81,988 1,486,367 SH   DFND 19 1,268,346 0 218,021
CBS CORP NEW CL B 124857202 38,502 698,000 SH   DFND 20 698,000 0 0
CBS CORP NEW CL B 124857202 32,899 596,434 SH   DFND 21 405,480 0 190,954
CBRE GROUP INC CL A 12504L109 6,458 279,199 SH   DFND 17 256,579 0 22,620
CBRE GROUP INC CL A 12504L109 11 460 SH   DFND 19 0 0 460
CBRE GROUP INC CL A 12504L109 210 9,066 SH   DFND 21 0 0 9,066
CEC ENTMT INC COM 125137109 3,367 73,420 SH   DFND 17 53,620 0 19,800
CEC ENTMT INC COM 125137109 303 6,600 SH   DFND 21 6,600 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,023 143,681 SH   DFND 17 105,866 0 37,815
CECO ENVIRONMENTAL CORP COM 125141101 36 2,523 SH   DFND 21 2,523 0 0
CF INDS HLDGS INC COM 125269100 7,912 37,526 SH   DFND 3 37,526 0 0
CF INDS HLDGS INC COM 125269100 31 145 SH   DFND 4 145 0 0
CF INDS HLDGS INC COM 125269100 20,076 95,224 SH   DFND 17 31,032 0 64,192
CF INDS HLDGS INC COM 125269100 25 120 SH   DFND 19 0 0 120
CF INDS HLDGS INC COM 125269100 50,611 240,055 SH   DFND 21 121,132 0 118,923
CF INDS HLDGS INC COM 125269100 1,921 9,111 SH   DFND 23 9,111 0 0
CF INDS HLDGS INC COM 125269100 10,331 49,000 SH   DFND 24 49,000 0 0
CIGNA CORPORATION COM 125509109 20,691 269,200 SH   DFND 3 269,200 0 0
CIGNA CORPORATION COM 125509109 10,434 135,754 SH   DFND 17 135,646 0 108
CIGNA CORPORATION COM 125509109 46 600 SH   DFND 19 0 0 600
CIGNA CORPORATION COM 125509109 58,109 756,038 SH   DFND 21 385,357 0 370,681
CIGNA CORPORATION COM 125509109 1,538 20,010 SH   DFND 23 20,010 0 0
CIT GROUP INC COM NEW 125581801 45,417 931,248 SH   DFND 4 838,869 0 92,379
CIT GROUP INC COM NEW 125581801 17 350 SH   DFND 19 0 0 350
CIT GROUP INC COM NEW 125581801 195 4,002 SH   DFND 21 0 0 4,002
CME GROUP INC COM 12572Q105 57 770 SH   DFND 19 0 0 770
CMS ENERGY CORP COM 125896100 10,692 406,241 SH   DFND 17 406,241 0 0
CMS ENERGY CORP COM 125896100 54,019 2,052,397 SH   DFND 21 1,116,395 0 936,002
CMS ENERGY CORP COM 125896100 1,358 51,606 SH   DFND 23 51,606 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 3,742 216,939 SH   DFND 19 216,939 0 0
CNO FINL GROUP INC COM 12621E103 3,592 249,442 SH   DFND 21 44,900 0 204,542
CSG SYS INTL INC COM 126349109 912 36,415 SH   DFND 21 36,415 0 0
CSX CORP COM 126408103 143 5,540 SH   DFND 23 5,540 0 0
CSX CORP COM 126408103 8,108 315,000 SH   DFND 3 315,000 0 0
CSX CORP COM 126408103 1,829 71,067 SH   DFND 17 70,676 0 391
CSX CORP COM 126408103 61 2,380 SH   DFND 19 0 0 2,380
CSX CORP COM 126408103 3,778 146,763 SH   DFND 21 52,013 0 94,750
CTC MEDIA INC COM 12642X106 121 11,500 SH   DFND 3 11,500 0 0
CST BRANDS INC COM 12646R105 435 14,613 SH   DFND 17 14,613 0 0
CST BRANDS INC COM 12646R105 4 122 SH   DFND 19 0 0 122
CST BRANDS INC COM 12646R105 101 3,387 SH   DFND 21 1,955 0 1,432
CVR ENERGY INC COM 12662P108 79,153 2,054,857 SH   DFND 3 2,037,857 0 17,000
CVR ENERGY INC COM 12662P108 2,734 70,977 SH   DFND 17 70,977 0 0
CVR ENERGY INC COM 12662P108 4,171 108,284 SH   DFND 21 103,695 0 4,589
CVS CAREMARK CORPORATION COM 126650100 4,912 86,557 SH   DFND 17 86,557 0 0
CVS CAREMARK CORPORATION COM 126650100 136 2,397 SH   DFND 19 0 0 2,397
CVS CAREMARK CORPORATION COM 126650100 84,688 1,492,296 SH   DFND 21 746,077 0 746,219
CVS CAREMARK CORPORATION COM 126650100 1,842 32,462 SH   DFND 23 32,462 0 0
CA INC COM 12673P105 266,364 8,977,540 SH   DFND 3 7,526,090 0 1,451,450
CA INC COM 12673P105 66,719 2,248,708 SH   DFND 17 2,248,582 0 126
CA INC COM 12673P105 22 740 SH   DFND 19 0 0 740
CA INC COM 12673P105 40,378 1,360,897 SH   DFND 21 766,460 0 594,437
CA INC COM 12673P105 694 23,391 SH   DFND 23 23,391 0 0
CABELAS INC COM 126804301 674 10,696 SH   DFND 21 0 0 10,696
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 6 380 SH   DFND 19 0 0 380
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 36 2,167 SH   DFND 21 2,167 0 0
CABOT CORP COM 127055101 100,018 2,341,791 SH   DFND 3 2,318,491 0 23,300
CABOT CORP COM 127055101 4,192 98,157 SH   DFND 21 66,340 0 31,817
CABOT CORP COM 127055101 170 3,980 SH   DFND 23 3,980 0 0
CABOT OIL & GAS CORP COM 127097103 11,015 295,151 SH   DFND 17 263,835 0 31,316
CABOT OIL & GAS CORP COM 127097103 34 920 SH   DFND 19 0 0 920
CABOT OIL & GAS CORP COM 127097103 357 9,559 SH   DFND 21 3,359 0 6,200
CABOT OIL & GAS CORP COM 127097103 1,866 50,000 SH   DFND 24 50,000 0 0
CACI INTL INC CL A 127190304 2,631 38,063 SH   DFND 21 23,041 0 15,022
CADENCE DESIGN SYSTEM INC COM 127387108 4,767 353,110 SH   DFND 17 353,110 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,379 102,100 SH   DFND 19 75,700 0 26,400
CAL MAINE FOODS INC COM NEW 128030202 66,975 1,393,278 SH   DFND 3 1,373,978 0 19,300
CAL MAINE FOODS INC COM NEW 128030202 21 430 SH   DFND 17 430 0 0
CALAMP CORP COM 128126109 7,857 445,656 SH   DFND 17 390,541 0 55,115
CALIX INC COM 13100M509 3,048 239,432 SH   DFND 17 239,432 0 0
CALPINE CORP COM NEW 131347304 16 830 SH   DFND 19 0 0 830
CALPINE CORP COM NEW 131347304 187 9,629 SH   DFND 21 0 0 9,629
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 23,720 869,200 SH   DFND 3 869,200 0 0
CAMBREX CORP COM 132011107 2,522 191,086 SH   DFND 17 191,086 0 0
CAMBREX CORP COM 132011107 280 21,223 SH   DFND 21 21,223 0 0
CAMECO CORP COM 13321L108 21,120 1,168,764 SH   DFND 4 1,168,764 0 0
CAMECO CORP COM 13321L108 20 1,080 SH   DFND 19 0 0 1,080
CAMECO CORP COM 13321L108 15,664 866,873 SH   DFND 21 0 0 866,873
CAMERON INTERNATIONAL CORP COM 13342B105 221 3,790 SH   DFND 17 3,790 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 105,437 1,806,359 SH   DFND 17 1,024,634 0 781,725
CAMERON INTERNATIONAL CORP COM 13342B105 34 580 SH   DFND 19 0 0 580
CAMERON INTERNATIONAL CORP COM 13342B105 7,562 129,552 SH   DFND 20 129,552 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,862 31,902 SH   DFND 21 22,370 0 9,532
CAMPBELL SOUP CO COM 134429109 345 8,468 SH   DFND 17 8,400 0 68
CAMPBELL SOUP CO COM 134429109 14 350 SH   DFND 19 0 0 350
CAMPBELL SOUP CO COM 134429109 17,744 435,869 SH   DFND 21 305,353 0 130,516
CAMPBELL SOUP CO COM 134429109 1,065 26,158 SH   DFND 23 26,158 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 3,298 41,359 SH   DFND 17 41,359 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 73 920 SH   DFND 19 0 0 920
CDN IMPERIAL BK OF COMMERCE COM 136069101 20,550 257,714 SH   DFND 21 153,776 0 103,938
CANADIAN NATL RY CO COM 136375102 77 761 SH   DFND 19 0 0 761
CANADIAN NATL RY CO COM 136375102 1,064 10,499 SH   DFND 21 668 0 9,831
CANADIAN NAT RES LTD COM 136385101 78 2,480 SH   DFND 19 0 0 2,480
CANADIAN NAT RES LTD COM 136385101 948 30,160 SH   DFND 21 5,409 0 24,751
CANADIAN PAC RY LTD COM 13645T100 46 370 SH   DFND 19 0 0 370
CANADIAN PAC RY LTD COM 13645T100 572 4,643 SH   DFND 21 0 0 4,643
CAPLEASE INC COM 140288101 1,751 206,300 SH   DFND 21 0 0 206,300
CAPITAL ONE FINL CORP COM 14040H105 44 638 SH   DFND 4 638 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,286 33,262 SH   DFND 17 33,262 0 0
CAPITAL ONE FINL CORP COM 14040H105 80 1,157 SH   DFND 19 0 0 1,157
CAPITAL ONE FINL CORP COM 14040H105 34,614 503,554 SH   DFND 21 359,422 0 144,132
CAPITAL ONE FINL CORP COM 14040H105 1,881 27,366 SH   DFND 23 27,366 0 0
CAPITAL SR LIVING CORP COM 140475104 6,303 298,019 SH   DFND 17 268,674 0 29,345
CAPITOL FED FINL INC COM 14057J101 22,062 1,774,909 SH   DFND 4 1,245,796 0 529,113
CAPITOL FED FINL INC COM 14057J101 2,243 180,480 SH   DFND 17 180,480 0 0
CARDINAL FINL CORP COM 14149F109 22,979 1,390,145 SH   DFND 3 1,390,145 0 0
CARDINAL HEALTH INC COM 14149Y108 8,057 154,500 SH   DFND 3 154,500 0 0
CARDINAL HEALTH INC COM 14149Y108 273 5,230 SH   DFND 17 5,100 0 130
CARDINAL HEALTH INC COM 14149Y108 38 731 SH   DFND 19 0 0 731
CARDINAL HEALTH INC COM 14149Y108 1,588 30,444 SH   DFND 21 18,000 0 12,444
CARDIOVASCULAR SYS INC DEL COM 141619106 4,367 217,793 SH   DFND 17 191,068 0 26,725
CAREFUSION CORP COM 14170T101 6,575 178,175 SH   DFND 17 163,015 0 15,160
CAREFUSION CORP COM 14170T101 19 520 SH   DFND 19 0 0 520
CARLISLE COS INC COM 142339100 6,534 92,951 SH   DFND 21 51,005 0 41,946
CARLISLE COS INC COM 142339100 334 4,748 SH   DFND 23 4,748 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 7,171 278,800 SH   DFND 3 278,800 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 607 23,619 SH   DFND 21 23,619 0 0
CARMAX INC COM 143130102 16 340 SH   DFND 19 0 0 340
CARMAX INC COM 143130102 352 7,263 SH   DFND 21 0 0 7,263
CARMIKE CINEMAS INC COM 143436400 5,494 248,809 SH   DFND 17 224,139 0 24,670
CARNIVAL CORP PAIRED CTF 143658300 34 1,050 SH   DFND 19 0 0 1,050
CARNIVAL CORP PAIRED CTF 143658300 550 16,840 SH   DFND 21 10,000 0 6,840
CARRIAGE SVCS INC COM 143905107 5,561 286,651 SH   DFND 17 247,331 0 39,320
CARPENTER TECHNOLOGY CORP COM 144285103 4,547 78,245 SH   DFND 17 59,490 0 18,755
CARPENTER TECHNOLOGY CORP COM 144285103 726 12,500 SH   DFND 24 12,500 0 0
CARRIZO OIL & GAS INC COM 144577103 5,699 152,750 SH   DFND 17 152,750 0 0
CARRIZO OIL & GAS INC COM 144577103 1,529 41,000 SH   DFND 19 30,400 0 10,600
CARROLS RESTAURANT GROUP INC COM 14574X104 1,372 224,870 SH   DFND 17 164,850 0 60,020
CASEYS GEN STORES INC COM 147528103 53,319 726,512 SH   DFND 3 720,402 0 6,110
CASEYS GEN STORES INC COM 147528103 669 9,100 SH   DFND 17 3,000 0 6,100
CASH AMER INTL INC COM 14754D100 87,198 1,925,746 SH   DFND 3 1,905,146 0 20,600
CATAMARAN CORP COM 148887102 187 4,064 SH   DFND 21 0 0 4,064
CATERPILLAR INC DEL COM 149123101 5,673 68,052 SH   DFND 4 68,052 0 0
CATERPILLAR INC DEL COM 149123101 132,694 1,591,053 SH   DFND 17 790,583 0 800,470
CATERPILLAR INC DEL COM 149123101 106 1,273 SH   DFND 19 0 0 1,273
CATERPILLAR INC DEL COM 149123101 9,065 108,693 SH   DFND 21 42,317 0 66,376
CATERPILLAR INC DEL COM 149123101 128 1,530 SH   DFND 23 1,530 0 0
CATERPILLAR INC DEL COM 149123101 56 675 SH   DFND 24 675 0 0
CATHAY GENERAL BANCORP COM 149150104 6,127 262,195 SH   DFND 17 262,195 0 0
CATHAY GENERAL BANCORP COM 149150104 1,914 81,900 SH   DFND 19 60,700 0 21,200
CEDAR FAIR L P DEPOSITRY UNIT 150185106 371 8,520 SH   DFND 17 2,320 0 6,200
CEDAR REALTY TRUST INC COM NEW 150602209 426 82,300 SH   DFND 17 82,300 0 0
CELADON GROUP INC COM 150838100 3,258 174,529 SH   DFND 17 157,589 0 16,940
CELADON GROUP INC COM 150838100 258 13,811 SH   DFND 21 13,811 0 0
CELANESE CORP DEL COM SER A 150870103 6,067 114,935 SH   DFND 17 105,265 0 9,670
CELANESE CORP DEL COM SER A 150870103 12 230 SH   DFND 19 0 0 230
CELANESE CORP DEL COM SER A 150870103 221 4,190 SH   DFND 21 684 0 3,506
CELANESE CORP DEL COM SER A 150870103 660 12,500 SH   DFND 24 12,500 0 0
CELGENE CORP COM 151020104 146,910 953,112 SH   DFND 17 494,383 0 458,729
CELGENE CORP COM 151020104 85,744 556,287 SH   DFND 19 509,762 0 46,525
CELGENE CORP COM 151020104 2,590 16,800 SH   DFND 20 16,800 0 0
CELGENE CORP COM 151020104 24,959 161,926 SH   DFND 21 153,060 0 8,866
CELGENE CORP COM 151020104 6,320 41,000 SH   DFND 24 41,000 0 0
CELLULAR DYNAMICS INTL INC COM 15117V109 6,444 350,000 SH   DFND 17 0 0 350,000
CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 15,103 1,290,887 SH   DFND 4 1,290,887 0 0
CEMPRA INC COM 15130J109 805 70,000 SH   DFND 17 51,500 0 18,500
CENTENE CORP DEL COM 15135B101 4,536 70,920 SH   DFND 17 70,920 0 0
CENOVUS ENERGY INC COM 15135U109 51 1,700 SH   DFND 19 0 0 1,700
CENOVUS ENERGY INC COM 15135U109 530 17,742 SH   DFND 21 0 0 17,742
CENTRAL FD CDA LTD CL A 153501101 44,841 3,050,400 SH   DFND 3 3,050,400 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,692 95,600 SH   DFND 17 95,600 0 0
CENTURYLINK INC COM 156700106 393 12,530 SH   DFND 17 12,300 0 230
CENTURYLINK INC COM 156700106 45 1,438 SH   DFND 19 0 0 1,438
CENTURYLINK INC COM 156700106 30,147 960,718 SH   DFND 21 326,081 0 634,637
CENTURYLINK INC COM 156700106 843 26,871 SH   DFND 23 26,871 0 0
CERNER CORP COM 156782104 4,261 81,090 SH   DFND 17 61,535 0 19,555
CERNER CORP COM 156782104 36 680 SH   DFND 19 0 0 680
CERNER CORP COM 156782104 1,279 24,340 SH   DFND 21 17,336 0 7,004
CEVA INC COM 157210105 2,269 131,527 SH   DFND 17 131,527 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 361 10,171 SH   DFND 17 10,171 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 4,193 118,047 SH   DFND 21 54,540 0 63,507
CHART INDS INC COM PAR $0.01 16115Q308 7,610 61,850 SH   DFND 17 61,850 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,993 16,200 SH   DFND 19 12,100 0 4,100
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 11,457 85,020 SH   DFND 17 74,745 0 10,275
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 30 220 SH   DFND 19 0 0 220
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 265 1,965 SH   DFND 21 0 0 1,965
CHEESECAKE FACTORY INC COM 163072101 5,607 127,574 SH   DFND 17 127,574 0 0
CHEESECAKE FACTORY INC COM 163072101 1,509 34,335 SH   DFND 19 25,435 0 8,900
CHEMED CORP NEW COM 16359R103 537 7,507 SH   DFND 21 7,507 0 0
CHEMICAL FINL CORP COM 163731102 217 7,783 SH   DFND 21 7,783 0 0
CHEMTURA CORP COM NEW 163893209 4,779 207,870 SH   DFND 17 207,870 0 0
CHEMTURA CORP COM NEW 163893209 1,356 59,000 SH   DFND 19 43,800 0 15,200
CHESAPEAKE ENERGY CORP COM 165167107 10,181 393,400 SH   DFND 3 393,400 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,686 219,716 SH   DFND 17 219,522 0 194
CHESAPEAKE ENERGY CORP COM 165167107 42 1,610 SH   DFND 19 0 0 1,610
CHESAPEAKE ENERGY CORP COM 165167107 6,668 257,658 SH   DFND 21 214,052 0 43,606
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1,556 1,500,000 PRN   DFND 4 1,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 3,575 3,620,000 PRN   DFND 4 3,620,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 808 15,389 SH   DFND 21 344 0 15,045
CHEVRON CORP NEW COM 166764100 294,272 2,421,988 SH   DFND 3 2,075,488 0 346,500
CHEVRON CORP NEW COM 166764100 30 244 SH   DFND 4 244 0 0
CHEVRON CORP NEW COM 166764100 85,618 704,678 SH   DFND 17 690,422 0 14,256
CHEVRON CORP NEW COM 166764100 460 3,783 SH   DFND 19 0 0 3,783
CHEVRON CORP NEW COM 166764100 197,774 1,627,772 SH   DFND 21 927,699 0 700,073
CHEVRON CORP NEW COM 166764100 4,779 39,337 SH   DFND 23 39,337 0 0
CHEVRON CORP NEW COM 166764100 219 1,800 SH   DFND 24 1,800 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 909 13,415 SH   DFND 21 0 0 13,415
CHICOS FAS INC COM 168615102 509 30,545 SH   DFND 21 25,087 0 5,458
CHIMERA INVT CORP COM 16934Q109 126 41,300 SH   DFND 17 41,300 0 0
CHIMERA INVT CORP COM 16934Q109 807 265,474 SH   DFND 21 0 0 265,474
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,155 126,800 SH   DFND 21 126,800 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,660 21,200 SH   DFND 3 21,200 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 33,040 422,016 SH   DFND 17 422,016 0 0
CHRISTOPHER & BANKS CORP COM 171046105 2,305 319,626 SH   DFND 17 280,626 0 39,000
CHUBB CORP COM 171232101 54 600 SH   DFND 19 0 0 600
CHUBB CORP COM 171232101 7,303 81,812 SH   DFND 21 0 0 81,812
CHURCH & DWIGHT INC COM 171340102 19 310 SH   DFND 19 0 0 310
CHURCH & DWIGHT INC COM 171340102 142 2,363 SH   DFND 21 0 0 2,363
CHURCHILL DOWNS INC COM 171484108 872 10,083 SH   DFND 21 9,449 0 634
CIENA CORP COM NEW 171779309 17,257 690,020 SH   DFND 17 535,305 0 154,715
CIMAREX ENERGY CO COM 171798101 109,886 1,139,900 SH   DFND 3 1,128,800 0 11,100
CIMAREX ENERGY CO COM 171798101 13 130 SH   DFND 19 0 0 130
CIMAREX ENERGY CO COM 171798101 544 5,639 SH   DFND 21 451 0 5,188
CINCINNATI FINL CORP COM 172062101 19 405 SH   DFND 19 0 0 405
CINCINNATI FINL CORP COM 172062101 8,397 178,046 SH   DFND 21 105,419 0 72,627
CINEMARK HOLDINGS INC COM 17243V102 96,613 3,043,900 SH   DFND 3 3,011,300 0 32,600
CINEMARK HOLDINGS INC COM 17243V102 14,647 461,478 SH   DFND 21 277,931 0 183,547
CINEMARK HOLDINGS INC COM 17243V102 790 24,882 SH   DFND 23 24,882 0 0
CIRRUS LOGIC INC COM 172755100 398 17,550 SH   DFND 21 14,225 0 3,325
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COMCAST CORP NEW CL A 20030N101 135,393 3,001,065 SH   DFND 21 1,798,163 0 1,202,902
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DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,418 22,746 SH   DFND 21 20,600 0 2,146
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DR REDDYS LABS LTD ADR 256135203 1,556 47,300 SH   DFND 17 23,900 0 23,400
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DU PONT E I DE NEMOURS & CO COM 263534109 269,598 4,603,785 SH   DFND 3 3,904,785 0 699,000
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DUNKIN BRANDS GROUP INC COM 265504100 10,487 231,710 SH   DFND 17 202,005 0 29,705
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 335 13,000 SH   DFND 21 13,000 0 0
DYAX CORP COM 26746E103 1,447 211,000 SH   DFND 17 211,000 0 0
DYCOM INDS INC COM 267475101 4,743 169,455 SH   DFND 17 169,455 0 0
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EOG RES INC COM 26875P101 141,883 838,153 SH   DFND 17 752,558 0 85,595
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EPL OIL & GAS INC COM 26883D108 11,249 303,124 SH   DFND 21 273,146 0 29,978
EQT CORP COM 26884L109 19 210 SH   DFND 19 0 0 210
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EPR PPTYS COM SH BEN INT 26884U109 269 5,518 SH   DFND 21 5,518 0 0
EAGLE BANCORP INC MD COM 268948106 3,020 106,734 SH   DFND 17 106,734 0 0
EAGLE MATERIALS INC COM 26969P108 4,991 68,790 SH   DFND 17 68,790 0 0
EAGLE MATERIALS INC COM 26969P108 943 13,000 SH   DFND 24 13,000 0 0
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EASTMAN CHEM CO COM 277432100 25,872 332,119 SH   DFND 21 172,523 0 159,596
EASTMAN CHEM CO COM 277432100 1,005 12,906 SH   DFND 23 12,906 0 0
EBAY INC COM 278642103 80,670 1,445,825 SH   DFND 17 857,215 0 588,610
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ECOLAB INC COM 278865100 3,165 32,045 SH   DFND 17 32,045 0 0
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ECOPETROL S A SPONSORED ADS 279158109 759 16,499 SH   DFND 21 11,921 0 4,578
EDISON INTL COM 281020107 3,967 86,124 SH   DFND 17 86,124 0 0
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EGAIN CORP COM NEW 28225C806 2,537 168,100 SH   DFND 17 123,500 0 44,600
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8X8 INC NEW COM 282914100 5,975 593,351 SH   DFND 17 530,966 0 62,385
8X8 INC NEW COM 282914100 5,697 565,700 SH   DFND 20 565,700 0 0
EL PASO ELEC CO COM NEW 283677854 50,727 1,518,759 SH   DFND 3 1,491,859 0 26,900
ELDORADO GOLD CORP NEW COM 284902103 7 1,000 SH   DFND 19 0 0 1,000
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ELECTRONIC ARTS INC COM 285512109 15 570 SH   DFND 19 0 0 570
ELECTRONIC ARTS INC COM 285512109 276 10,807 SH   DFND 21 0 0 10,807
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,945 2,700,000 PRN   DFND 4 2,700,000 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 6,108 192,795 SH   DFND 17 192,795 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,847 58,300 SH   DFND 19 43,200 0 15,100
ELECTRONICS FOR IMAGING INC COM 286082102 617 19,471 SH   DFND 21 18,414 0 1,057
ELLIE MAE INC COM 28849P100 1,772 55,354 SH   DFND 17 55,354 0 0
EMERSON ELEC CO COM 291011104 93 1,441 SH   DFND 19 0 0 1,441
EMERSON ELEC CO COM 291011104 366 5,654 SH   DFND 21 0 0 5,654
EMERALD OIL INC COM NEW 29101U209 1,815 252,500 SH   DFND 17 185,700 0 66,800
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ENBRIDGE INC COM 29250N105 649 15,538 SH   DFND 21 0 0 15,538
ENDO HEALTH SOLUTIONS INC COM 29264F205 1,927 42,400 SH   DFND 17 42,400 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 1,826 1,150,000 PRN   DFND 4 1,150,000 0 0
ENERGEN CORP COM 29265N108 148,380 1,942,400 SH   DFND 3 1,927,300 0 15,100
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ENERGIZER HLDGS INC COM 29266R108 6,946 76,200 SH   DFND 3 76,200 0 0
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ENDOLOGIX INC COM 29266S106 4,014 248,825 SH   DFND 17 248,825 0 0
ENDOCYTE INC COM 29269A102 1,414 106,095 SH   DFND 17 106,095 0 0
ENERSYS COM 29275Y102 3,911 64,514 SH   DFND 17 64,514 0 0
ENERSYS COM 29275Y102 44,915 740,810 SH   DFND 21 427,257 0 313,553
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ENERPLUS CORP COM 292766102 35 2,125 SH   DFND 21 2,125 0 0
ENNIS INC COM 293389102 18,032 999,581 SH   DFND 3 948,281 0 51,300
ENNIS INC COM 293389102 3,365 186,544 SH   DFND 17 186,544 0 0
ENSIGN GROUP INC COM 29358P101 8,621 209,695 SH   DFND 3 209,695 0 0
ENSIGN GROUP INC COM 29358P101 1,987 48,334 SH   DFND 21 31,577 0 16,757
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ENTERGY CORP NEW COM 29364G103 4,305 68,125 SH   DFND 17 0 0 68,125
ENTERGY CORP NEW COM 29364G103 1,699 26,893 SH   DFND 19 0 0 26,893
ENTERGY CORP NEW COM 29364G103 2,964 46,909 SH   DFND 21 4,072 0 42,837
ENTERPRISE FINL SVCS CORP COM 293712105 121 7,141 SH   DFND 21 7,141 0 0
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EPAM SYS INC COM 29414B104 4,399 127,505 SH   DFND 17 127,505 0 0
EPAM SYS INC COM 29414B104 1,301 37,700 SH   DFND 19 28,000 0 9,700
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EQUITY RESIDENTIAL SH BEN INT 29476L107 29 539 SH   DFND 17 539 0 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 4,941 92,231 SH   DFND 21 81,689 0 10,542
ERIE INDTY CO CL A 29530P102 210 2,900 SH   DFND 17 2,900 0 0
EURONET WORLDWIDE INC COM 298736109 880 22,100 SH   DFND 17 17,200 0 4,900
EURONET WORLDWIDE INC COM 298736109 2,019 50,617 SH   DFND 21 8,963 0 41,654
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EVERBANK FINL CORP COM 29977G102 1,040 69,400 SH   DFND 19 51,400 0 18,000
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EXACT SCIENCES CORP COM 30063P105 1,803 152,644 SH   DFND 17 152,644 0 0
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EXELON CORP COM 30161N101 56 1,888 SH   DFND 19 0 0 1,888
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EXELON CORP COM 30161N101 130 4,380 SH   DFND 23 4,380 0 0
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EXELIS INC COM 30162A108 152 9,659 SH   DFND 21 9,659 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,554 107,200 SH   DFND 17 107,200 0 0
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EXPEDIA INC DEL COM NEW 30212P303 176 3,391 SH   DFND 21 3,391 0 0
EXPEDITORS INTL WASH INC COM 302130109 15,596 353,975 SH   DFND 17 337,650 0 16,325
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EXPRESS SCRIPTS HLDG CO COM 30219G108 11,866 192,000 SH   DFND 17 192,000 0 0
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EXPRESS SCRIPTS HLDG CO COM 30219G108 1,839 29,759 SH   DFND 21 12,000 0 17,759
EXTRA SPACE STORAGE INC COM 30225T102 811 17,729 SH   DFND 21 0 0 17,729
EXTERRAN HLDGS INC COM 30225X103 32 1,170 SH   DFND 21 1,170 0 0
EXTREME NETWORKS INC COM 30226D106 1,553 297,600 SH   DFND 17 297,600 0 0
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EXXON MOBIL CORP COM 30231G102 159,969 1,859,238 SH   DFND 17 883,815 0 975,423
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EXXON MOBIL CORP COM 30231G102 231,550 2,691,186 SH   DFND 21 1,442,822 0 1,248,364
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EXXON MOBIL CORP COM 30231G102 120 1,400 SH   DFND 24 1,400 0 0
FMC TECHNOLOGIES INC COM 30249U101 988 17,825 SH   DFND 17 17,825 0 0
FMC TECHNOLOGIES INC COM 30249U101 29 520 SH   DFND 19 0 0 520
FMC TECHNOLOGIES INC COM 30249U101 610 11,000 SH   DFND 24 11,000 0 0
FACEBOOK INC CL A 30303M102 452,559 9,009,730 SH   DFND 17 6,469,720 0 2,540,010
FACEBOOK INC CL A 30303M102 164 3,272 SH   DFND 19 0 0 3,272
FACEBOOK INC CL A 30303M102 2,296 45,700 SH   DFND 20 45,700 0 0
FACEBOOK INC CL A 30303M102 31,338 623,895 SH   DFND 21 589,150 0 34,745
FAIR ISAAC CORP COM 303250104 74,982 1,356,403 SH   DFND 3 1,339,513 0 16,890
FAIR ISAAC CORP COM 303250104 3,460 62,594 SH   DFND 17 62,594 0 0
FAIR ISAAC CORP COM 303250104 927 16,766 SH   DFND 21 740 0 16,026
FAIR ISAAC CORP COM 303250104 94 1,700 SH   DFND 23 1,700 0 0
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FASTENAL CO COM 311900104 7,652 152,210 SH   DFND 17 139,790 0 12,420
FASTENAL CO COM 311900104 35 700 SH   DFND 19 0 0 700
FASTENAL CO COM 311900104 8,068 160,500 SH   DFND 20 160,500 0 0
FASTENAL CO COM 311900104 234 4,661 SH   DFND 21 0 0 4,661
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14 140 SH   DFND 19 0 0 140
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 128 1,263 SH   DFND 21 0 0 1,263
FEDERAL SIGNAL CORP COM 313855108 1,151 89,400 SH   DFND 17 64,700 0 24,700
FEDERATED NATL HLDG CO COM 31422T101 1,133 119,000 SH   DFND 17 86,900 0 32,100
FEDEX CORP COM 31428X106 81 710 SH   DFND 19 0 0 710
FEDEX CORP COM 31428X106 490 4,293 SH   DFND 21 2,293 0 2,000
FEMALE HEALTH CO COM 314462102 1,523 154,265 SH   DFND 17 113,365 0 40,900
F5 NETWORKS INC COM 315616102 68,368 796,751 SH   DFND 17 518,396 0 278,355
F5 NETWORKS INC COM 315616102 29,625 345,253 SH   DFND 19 341,821 0 3,432
F5 NETWORKS INC COM 315616102 9,881 115,148 SH   DFND 21 115,148 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,721 252,385 SH   DFND 17 219,595 0 32,790
FIDELITY NATL INFORMATION SV COM 31620M106 34 741 SH   DFND 19 0 0 741
FIDELITY NATL INFORMATION SV COM 31620M106 5,401 116,290 SH   DFND 21 0 0 116,290
FIDELITY NATIONAL FINANCIAL CL A 31620R105 6,574 247,125 SH   DFND 21 182,903 0 64,222
FIDELITY SOUTHERN CORP NEW COM 316394105 1,539 100,356 SH   DFND 17 78,328 0 22,028
FIESTA RESTAURANT GROUP INC COM 31660B101 2,619 69,535 SH   DFND 17 50,980 0 18,555
FIFTH & PAC COS INC COM 316645100 2,953 117,505 SH   DFND 17 89,265 0 28,240
FIFTH THIRD BANCORP COM 316773100 278,279 15,417,118 SH   DFND 3 13,201,118 0 2,216,000
FIFTH THIRD BANCORP COM 316773100 78,785 4,364,823 SH   DFND 17 4,347,583 0 17,240
FIFTH THIRD BANCORP COM 316773100 2,341 129,679 SH   DFND 19 0 0 129,679
FIFTH THIRD BANCORP COM 316773100 48,905 2,709,420 SH   DFND 21 1,319,667 0 1,389,753
FIFTH THIRD BANCORP COM 316773100 1,381 76,521 SH   DFND 23 76,521 0 0
51JOB INC SP ADR REP COM 316827104 8,674 120,775 SH   DFND 17 116,775 0 4,000
FINISAR CORP COM NEW 31787A507 6,570 290,325 SH   DFND 17 273,625 0 16,700
FINISH LINE INC CL A 317923100 310 12,452 SH   DFND 21 10,136 0 2,316
FIRST AMERN FINL CORP COM 31847R102 104,457 4,289,800 SH   DFND 3 4,249,800 0 40,000
FIRST AMERN FINL CORP COM 31847R102 3,579 146,980 SH   DFND 17 146,980 0 0
FIRST AMERN FINL CORP COM 31847R102 842 34,576 SH   DFND 21 34,576 0 0
FIRST HORIZON NATL CORP COM 320517105 85,579 7,786,998 SH   DFND 3 7,711,276 0 75,722
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 15,966 661,124 SH   DFND 3 622,624 0 38,500
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 778 32,200 SH   DFND 17 25,100 0 7,100
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 345 14,298 SH   DFND 21 14,298 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 30 2,491 SH   DFND 21 2,491 0 0
FIRST MERCHANTS CORP COM 320817109 3,193 184,251 SH   DFND 17 184,251 0 0
FIRST MERCHANTS CORP COM 320817109 1,386 79,986 SH   DFND 21 59,919 0 20,067
FIRST NIAGARA FINL GP INC COM 33582V108 97,671 9,418,600 SH   DFND 3 9,325,900 0 92,700
FIRST NIAGARA FINL GP INC COM 33582V108 3,383 326,186 SH   DFND 17 326,186 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,702 229,500 SH   DFND 17 204,210 0 25,290
FIRST SOLAR INC COM 336433107 10,673 265,435 SH   DFND 17 7,175 0 258,260
FIRST SOLAR INC COM 336433107 6 140 SH   DFND 19 0 0 140
FIRST SOLAR INC COM 336433107 8,573 213,195 SH   DFND 21 213,195 0 0
FISERV INC COM 337738108 23,665 234,192 SH   DFND 17 188,402 0 45,790
FISERV INC COM 337738108 28 280 SH   DFND 19 0 0 280
FISERV INC COM 337738108 4,671 46,220 SH   DFND 21 12,770 0 33,450
FIRSTMERIT CORP COM 337915102 20,130 926,800 SH   DFND 3 918,200 0 8,600
FIRSTMERIT CORP COM 337915102 6,356 292,752 SH   DFND 17 292,752 0 0
FIRSTMERIT CORP COM 337915102 1,980 91,155 SH   DFND 19 67,655 0 23,500
FIRSTENERGY CORP COM 337932107 32 882 SH   DFND 19 0 0 882
FIRSTENERGY CORP COM 337932107 397 10,904 SH   DFND 21 0 0 10,904
FIVE STAR QUALITY CARE INC COM 33832D106 4,259 823,706 SH   DFND 17 729,816 0 93,890
FLEETCOR TECHNOLOGIES INC COM 339041105 1,465 13,300 SH   DFND 17 13,300 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,917 17,400 SH   DFND 19 12,900 0 4,500
FLEETCOR TECHNOLOGIES INC COM 339041105 93 848 SH   DFND 21 0 0 848
FLUOR CORP NEW COM 343412102 46 654 SH   DFND 4 654 0 0
FLUOR CORP NEW COM 343412102 32,525 458,363 SH   DFND 17 0 0 458,363
FLUOR CORP NEW COM 343412102 28 400 SH   DFND 19 0 0 400
FLUOR CORP NEW COM 343412102 351 4,944 SH   DFND 21 0 0 4,944
FLOWERS FOODS INC COM 343498101 5,724 267,000 SH   DFND 17 0 0 267,000
FLOWERS FOODS INC COM 343498101 4,273 199,321 SH   DFND 24 199,321 0 0
FLOWSERVE CORP COM 34354P105 2,448 39,239 SH   DFND 17 39,239 0 0
FLOWSERVE CORP COM 34354P105 79,224 1,269,823 SH   DFND 19 1,146,220 0 123,603
FLOWSERVE CORP COM 34354P105 6,333 101,500 SH   DFND 20 101,500 0 0
FLOWSERVE CORP COM 34354P105 14,368 230,294 SH   DFND 21 224,596 0 5,698
FLOWSERVE CORP COM 34354P105 15,204 243,700 SH   DFND 24 243,700 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 245 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,128 14,100 SH   DFND 17 4,600 0 9,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 16,794 172,974 SH   DFND 19 156,298 0 16,676
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 9,321 96,002 SH   DFND 21 21,552 0 74,450
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,379 24,500 SH   DFND 24 24,500 0 0
FOOT LOCKER INC COM 344849104 84,094 2,477,733 SH   DFND 4 1,747,950 0 729,783
FOOT LOCKER INC COM 344849104 10 290 SH   DFND 19 0 0 290
FOOT LOCKER INC COM 344849104 26,257 773,628 SH   DFND 21 498,375 0 275,253
FOOT LOCKER INC COM 344849104 960 28,287 SH   DFND 23 28,287 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 567,726 33,653,000 SH   DFND 3 28,224,500 0 5,428,500
FORD MTR CO DEL COM PAR $0.01 345370860 170,110 10,083,557 SH   DFND 17 7,518,446 0 2,565,111
FORD MTR CO DEL COM PAR $0.01 345370860 124 7,334 SH   DFND 19 0 0 7,334
FORD MTR CO DEL COM PAR $0.01 345370860 24,266 1,438,413 SH   DFND 21 988,571 0 449,842
FORD MTR CO DEL COM PAR $0.01 345370860 784 46,490 SH   DFND 23 46,490 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 1,188 600,000 PRN   DFND 4 600,000 0 0
FOREST LABS INC COM 345838106 1,613 37,705 SH   DFND 17 25,945 0 11,760
FOREST LABS INC COM 345838106 27 630 SH   DFND 19 0 0 630
FORMFACTOR INC COM 346375108 4,255 620,310 SH   DFND 17 557,810 0 62,500
FORTRESS INVESTMENT GROUP LL CL A 34958B106 854 107,535 SH   DFND 17 107,535 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 1,851 233,085 SH   DFND 19 172,585 0 60,500
FORTRESS INVESTMENT GROUP LL CL A 34958B106 546 68,768 SH   DFND 21 0 0 68,768
FORTUNE BRANDS HOME & SEC IN COM 34964C106 40,595 975,130 SH   DFND 17 738,655 0 236,475
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,044 49,105 SH   DFND 19 36,115 0 12,990
FOSSIL GROUP INC COM 34988V106 5,809 49,970 SH   DFND 17 44,860 0 5,110
FOSSIL GROUP INC COM 34988V106 17 150 SH   DFND 19 0 0 150
FOSSIL GROUP INC COM 34988V106 85 728 SH   DFND 21 0 0 728
FOSTER L B CO COM 350060109 154 3,356 SH   DFND 21 3,356 0 0
FRANCO NEVADA CORP COM 351858105 253 5,584 SH   DFND 21 0 0 5,584
FRANKLIN ELEC INC COM 353514102 3,238 82,186 SH   DFND 17 82,186 0 0
FRANKLIN RES INC COM 354613101 26,090 516,125 SH   DFND 17 511,505 0 4,620
FRANKLIN RES INC COM 354613101 56 1,110 SH   DFND 19 0 0 1,110
FRANKLIN RES INC COM 354613101 494 9,777 SH   DFND 21 0 0 9,777
FRANKLIN STREET PPTYS CORP COM 35471R106 45,851 3,599,000 SH   DFND 3 3,527,800 0 71,200
FRANKLIN STREET PPTYS CORP COM 35471R106 3,259 255,788 SH   DFND 17 255,788 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 160 4,840 SH   DFND 23 4,840 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 194 5,860 SH   DFND 24 5,860 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 50,841 1,536,900 SH   DFND 3 1,536,900 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 15 455 SH   DFND 4 455 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 102,581 3,101,001 SH   DFND 17 1,214,873 0 1,886,128
FREEPORT-MCMORAN COPPER & GO COM 35671D857 71 2,159 SH   DFND 19 0 0 2,159
FREEPORT-MCMORAN COPPER & GO COM 35671D857 56,633 1,711,998 SH   DFND 21 431,280 0 1,280,718
FRESH MKT INC COM 35804H106 3,044 64,340 SH   DFND 17 60,895 0 3,445
FRONTIER COMMUNICATIONS CORP COM 35906A108 9 2,122 SH   DFND 19 0 0 2,122
FRONTIER COMMUNICATIONS CORP COM 35906A108 457 109,271 SH   DFND 21 57,783 0 51,488
FULTON FINL CORP PA COM 360271100 89,606 7,671,765 SH   DFND 3 7,595,365 0 76,400
FUSION-IO INC COM 36112J107 8,545 638,130 SH   DFND 17 482,925 0 155,205
G & K SVCS INC CL A 361268105 3,199 52,965 SH   DFND 17 37,065 0 15,900
G & K SVCS INC CL A 361268105 1,322 21,896 SH   DFND 21 19,573 0 2,323
GATX CORP COM 361448103 94,615 1,991,056 SH   DFND 3 1,972,910 0 18,146
GATX CORP COM 361448103 7,436 156,471 SH   DFND 21 20,372 0 136,099
GNC HLDGS INC COM CL A 36191G107 6,758 123,705 SH   DFND 17 123,705 0 0
GNC HLDGS INC COM CL A 36191G107 1,961 35,900 SH   DFND 19 26,600 0 9,300
GNC HLDGS INC COM CL A 36191G107 8,657 158,466 SH   DFND 21 123,103 0 35,363
GP STRATEGIES CORP COM 36225V104 4,972 189,627 SH   DFND 17 165,482 0 24,145
GAMESTOP CORP NEW CL A 36467W109 16 330 SH   DFND 19 0 0 330
GAMESTOP CORP NEW CL A 36467W109 10,243 206,307 SH   DFND 21 69,156 0 137,151
GANNETT INC COM 364730101 7,699 287,400 SH   DFND 3 287,400 0 0
GANNETT INC COM 364730101 2 88 SH   DFND 17 0 0 88
GANNETT INC COM 364730101 11 420 SH   DFND 19 0 0 420
GANNETT INC COM 364730101 1,231 45,963 SH   DFND 21 45,963 0 0
GAP INC DEL COM 364760108 910 22,600 SH   DFND 3 22,600 0 0
GAP INC DEL COM 364760108 6,685 165,973 SH   DFND 17 165,867 0 106
GAP INC DEL COM 364760108 24 585 SH   DFND 19 0 0 585
GAP INC DEL COM 364760108 23,380 580,434 SH   DFND 21 442,133 0 138,301
GAP INC DEL COM 364760108 684 16,981 SH   DFND 23 16,981 0 0
GASTAR EXPL LTD COM NEW 367299203 1,936 490,050 SH   DFND 17 490,050 0 0
GENERAC HLDGS INC COM 368736104 913 21,422 SH   DFND 21 21,422 0 0
GENERAL DYNAMICS CORP COM 369550108 33,915 387,515 SH   DFND 4 387,515 0 0
GENERAL DYNAMICS CORP COM 369550108 71 810 SH   DFND 19 0 0 810
GENERAL ELECTRIC CO COM 369604103 292,636 12,249,303 SH   DFND 3 10,654,703 0 1,594,600
GENERAL ELECTRIC CO COM 369604103 310,817 13,010,347 SH   DFND 17 6,590,034 0 6,420,313
GENERAL ELECTRIC CO COM 369604103 484 20,268 SH   DFND 19 0 0 20,268
GENERAL ELECTRIC CO COM 369604103 22,064 923,564 SH   DFND 20 923,564 0 0
GENERAL ELECTRIC CO COM 369604103 143,162 5,992,561 SH   DFND 21 3,494,080 0 2,498,481
GENERAL ELECTRIC CO COM 369604103 4,333 181,359 SH   DFND 23 181,359 0 0
GENERAL ELECTRIC CO COM 369604103 148 6,200 SH   DFND 24 6,200 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 14 747 SH   DFND 17 747 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 19 1,000 SH   DFND 19 0 0 1,000
GENERAL MLS INC COM 370334104 34,777 725,740 SH   DFND 17 305,499 0 420,241
GENERAL MLS INC COM 370334104 70 1,460 SH   DFND 19 0 0 1,460
GENERAL MLS INC COM 370334104 15,011 313,244 SH   DFND 21 22,541 0 290,703
GENERAL MTRS CO COM 37045V100 101,937 2,833,956 SH   DFND 4 2,026,436 0 807,520
GENERAL MTRS CO COM 37045V100 223 6,198 SH   DFND 17 0 0 6,198
GENERAL MTRS CO COM 37045V100 45 1,250 SH   DFND 19 0 0 1,250
GENERAL MTRS CO COM 37045V100 1,487 41,340 SH   DFND 21 17,992 0 23,348
GENERAL MTRS CO JR PFD CNV SRB 37045V209 6,620 132,000 SH   DFND 4 132,000 0 0
GENESCO INC COM 371532102 4,664 71,125 SH   DFND 17 71,125 0 0
GENESCO INC COM 371532102 1,056 16,100 SH   DFND 19 12,400 0 3,700
GENESCO INC COM 371532102 8,960 136,624 SH   DFND 21 63,172 0 73,452
GENESCO INC COM 371532102 336 5,121 SH   DFND 23 5,121 0 0
GENESEE & WYO INC CL A 371559105 16,583 178,370 SH   DFND 17 162,775 0 15,595
GENESEE & WYO INC CL A 371559105 1,424 15,320 SH   DFND 19 11,420 0 3,900
GENUINE PARTS CO COM 372460105 24 300 SH   DFND 19 0 0 300
GENUINE PARTS CO COM 372460105 2,003 24,763 SH   DFND 21 649 0 24,114
GENUINE PARTS CO COM 372460105 657 8,117 SH   DFND 23 8,117 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 199 16,537 SH   DFND 21 16,537 0 0
GENWORTH FINL INC COM CL A 37247D106 88,202 6,896,142 SH   DFND 4 6,896,142 0 0
GENWORTH FINL INC COM CL A 37247D106 1,621 126,746 SH   DFND 17 80,557 0 46,189
GENWORTH FINL INC COM CL A 37247D106 1,380 107,833 SH   DFND 19 79,443 0 28,390
GENWORTH FINL INC COM CL A 37247D106 39 3,051 SH   DFND 21 3,051 0 0
GENTHERM INC COM 37253A103 6,855 359,274 SH   DFND 17 359,274 0 0
GERDAU S A SPON ADR REP PFD 373737105 897 120,260 SH   DFND 19 97,300 0 22,960
GERON CORP COM 374163103 369 110,000 SH   DFND 24 110,000 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 146 16,000 SH   DFND 3 16,000 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 803 88,099 SH   DFND 17 88,099 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 3,099 339,809 SH   DFND 21 249,772 0 90,037
GIGAMON INC COM 37518B102 15,533 401,984 SH   DFND 17 308,716 0 93,268
GILEAD SCIENCES INC COM 375558103 2,388 38,000 SH   DFND 4 38,000 0 0
GILEAD SCIENCES INC COM 375558103 181,920 2,893,586 SH   DFND 17 1,286,329 0 1,607,257
GILEAD SCIENCES INC COM 375558103 33,289 529,494 SH   DFND 19 394,172 0 135,322
GILEAD SCIENCES INC COM 375558103 22,728 361,500 SH   DFND 20 361,500 0 0
GILEAD SCIENCES INC COM 375558103 15,052 239,408 SH   DFND 21 135,128 0 104,280
GILEAD SCIENCES INC COM 375558103 699 11,122 SH   DFND 23 11,122 0 0
GILEAD SCIENCES INC COM 375558103 10,877 173,000 SH   DFND 24 173,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 6,677 2,410,000 PRN   DFND 4 2,410,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 117 2,520 SH   DFND 21 2,520 0 0
GLATFELTER COM 377316104 412 15,225 SH   DFND 21 15,225 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 25,085 500,000 SH   DFND 3 500,000 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 1,324 169,525 SH   DFND 21 97,561 0 71,964
GLOBAL PMTS INC COM 37940X102 7,122 139,425 SH   DFND 17 0 0 139,425
GLOBAL PMTS INC COM 37940X102 4,213 82,480 SH   DFND 21 82,480 0 0
GLOBECOMM SYSTEMS INC COM 37956X103 419 29,913 SH   DFND 21 0 0 29,913
GLOBUS MED INC CL A 379577208 3,846 220,300 SH   DFND 17 151,600 0 68,700
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,225 924,600 SH   DFND 3 924,600 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 53 11,687 SH   DFND 21 0 0 11,687
GOLDCORP INC NEW COM 380956409 47 1,810 SH   DFND 19 0 0 1,810
GOLDCORP INC NEW COM 380956409 31,492 1,210,780 SH   DFND 21 28,200 0 1,182,580
GOLDCORP INC NEW COM 380956409 572 22,000 SH   DFND 24 22,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,796 55,600 SH   DFND 3 55,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,548 41,391 SH   DFND 17 41,231 0 160
GOLDMAN SACHS GROUP INC COM 38141G104 3,480 21,996 SH   DFND 19 12,273 0 9,723
GOLDMAN SACHS GROUP INC COM 38141G104 64,804 409,606 SH   DFND 21 211,960 0 197,646
GOLDMAN SACHS GROUP INC COM 38141G104 2,180 13,780 SH   DFND 23 13,780 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,219 54,294 SH   DFND 17 54,200 0 94
GOODYEAR TIRE & RUBR CO COM 382550101 1,619 72,100 SH   DFND 19 53,300 0 18,800
GOODYEAR TIRE & RUBR CO COM 382550101 758 33,757 SH   DFND 21 33,757 0 0
GOOGLE INC CL A 38259P508 40 46 SH   DFND 4 46 0 0
GOOGLE INC CL A 38259P508 399,310 455,880 SH   DFND 17 330,933 0 124,947
GOOGLE INC CL A 38259P508 95,206 108,694 SH   DFND 19 91,959 0 16,735
GOOGLE INC CL A 38259P508 44,409 50,700 SH   DFND 20 50,700 0 0
GOOGLE INC CL A 38259P508 98,513 112,469 SH   DFND 21 78,507 0 33,962
GOOGLE INC CL A 38259P508 2,855 3,260 SH   DFND 23 3,260 0 0
GOOGLE INC CL A 38259P508 88 100 SH   DFND 24 100 0 0
GORDMANS STORES INC COM 38269P100 187 16,600 SH   DFND 21 16,600 0 0
GORMAN RUPP CO COM 383082104 945 23,561 SH   DFND 17 23,561 0 0
GRAINGER W W INC COM 384802104 37 140 SH   DFND 19 0 0 140
GRAINGER W W INC COM 384802104 20,677 79,009 SH   DFND 20 79,009 0 0
GRAINGER W W INC COM 384802104 478 1,826 SH   DFND 21 0 0 1,826
GRAND CANYON ED INC COM 38526M106 2,242 55,721 SH   DFND 17 55,721 0 0
GRAND CANYON ED INC COM 38526M106 4,993 124,086 SH   DFND 21 88,212 0 35,874
GRAPHIC PACKAGING HLDG CO COM 388689101 116 13,500 SH   DFND 17 13,500 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 5,406 631,571 SH   DFND 21 565,000 0 66,571
GRAPHIC PACKAGING HLDG CO COM 388689101 687 80,300 SH   DFND 23 80,300 0 0
GREAT PLAINS ENERGY INC COM 391164100 84,120 3,789,200 SH   DFND 3 3,759,398 0 29,802
GREEN DOT CORP CL A 39304D102 2,799 106,300 SH   DFND 17 106,300 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 7,553 100,265 SH   DFND 17 0 0 100,265
GREEN MTN COFFEE ROASTERS IN COM 393122106 28 370 SH   DFND 19 0 0 370
GREEN MTN COFFEE ROASTERS IN COM 393122106 371 4,921 SH   DFND 21 845 0 4,076
GREEN MTN COFFEE ROASTERS IN COM 393122106 5,032 66,800 SH   DFND 24 66,800 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 5,898 367,465 SH   DFND 17 0 0 367,465
GREEN PLAINS RENEWABLE ENERG COM 393222104 3,481 216,869 SH   DFND 24 216,869 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 93,262 1,200,597 SH   DFND 3 1,187,297 0 13,300
GROUP 1 AUTOMOTIVE INC COM 398905109 2,830 36,434 SH   DFND 17 36,434 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 17,103 220,171 SH   DFND 21 150,915 0 69,256
GROUP 1 AUTOMOTIVE INC COM 398905109 639 8,226 SH   DFND 23 8,226 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 930 26,491 SH   DFND 17 26,491 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 28 800 SH   DFND 19 0 0 800
GROUPE CGI INC CL A SUB VTG 39945C109 5,751 163,842 SH   DFND 21 56,516 0 107,326
GROUPON INC COM CL A 399473107 119,339 10,644,820 SH   DFND 17 4,842,830 0 5,801,990
GROUPON INC COM CL A 399473107 24,573 2,191,860 SH   DFND 21 2,191,860 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,233 79,900 SH   DFND 21 79,900 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 215 8,057 SH   DFND 21 0 0 8,057
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 366 3,359 SH   DFND 17 3,359 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,906 17,510 SH   DFND 21 0 0 17,510
GUIDEWIRE SOFTWARE INC COM 40171V100 6,253 132,730 SH   DFND 17 132,730 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,555 33,000 SH   DFND 19 24,500 0 8,500
GULFPORT ENERGY CORP COM NEW 402635304 137 2,136 SH   DFND 21 2,136 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 7,597 286,016 SH   DFND 17 286,016 0 0
HCA HOLDINGS INC COM 40412C101 68,454 1,601,256 SH   DFND 17 1,400,530 0 200,726
HCA HOLDINGS INC COM 40412C101 18 420 SH   DFND 19 0 0 420
HCA HOLDINGS INC COM 40412C101 326 7,632 SH   DFND 21 7,632 0 0
HCC INS HLDGS INC COM 404132102 8,488 193,700 SH   DFND 3 193,700 0 0
HCC INS HLDGS INC COM 404132102 53 1,200 SH   DFND 17 1,200 0 0
HCC INS HLDGS INC COM 404132102 5,521 125,983 SH   DFND 21 35,936 0 90,047
HCP INC COM 40414L109 31 760 SH   DFND 17 760 0 0
HCP INC COM 40414L109 43 1,040 SH   DFND 19 0 0 1,040
HCP INC COM 40414L109 633 15,459 SH   DFND 21 1,660 0 13,799
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,125 36,559 SH   DFND 21 36,559 0 0
HCI GROUP INC COM 40416E103 8,281 202,761 SH   DFND 17 174,616 0 28,145
HCI GROUP INC COM 40416E103 830 20,321 SH   DFND 21 20,321 0 0
HD SUPPLY HLDGS INC COM 40416M105 5,049 229,800 SH   DFND 17 205,475 0 24,325
HFF INC CL A 40418F108 3,919 156,453 SH   DFND 17 156,453 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,796 33,100 SH   DFND 3 33,100 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 34,918 643,525 SH   DFND 17 643,525 0 0
HAIN CELESTIAL GROUP INC COM 405217100 10,668 138,330 SH   DFND 17 75,225 0 63,105
HAIN CELESTIAL GROUP INC COM 405217100 1,527 19,800 SH   DFND 19 14,700 0 5,100
HAIN CELESTIAL GROUP INC COM 405217100 3,652 47,354 SH   DFND 24 47,354 0 0
HALLIBURTON CO COM 406216101 7,092 147,292 SH   DFND 21 83,763 0 63,529
HALLIBURTON CO COM 406216101 1,129 23,445 SH   DFND 23 23,445 0 0
HALLIBURTON CO COM 406216101 1,685 35,000 SH   DFND 24 35,000 0 0
HALLIBURTON CO COM 406216101 27,255 566,035 SH   DFND 4 566,035 0 0
HALLIBURTON CO COM 406216101 22,395 465,110 SH   DFND 17 327,505 0 137,605
HALLIBURTON CO COM 406216101 89 1,855 SH   DFND 19 0 0 1,855
HALOZYME THERAPEUTICS INC COM 40637H109 1,272 115,245 SH   DFND 24 115,245 0 0
HANESBRANDS INC COM 410345102 1,732 27,800 SH   DFND 17 27,800 0 0
HANESBRANDS INC COM 410345102 2,268 36,400 SH   DFND 19 26,900 0 9,500
HANGER INC COM NEW 41043F208 4,398 130,262 SH   DFND 17 130,262 0 0
HANGER INC COM NEW 41043F208 1,952 57,831 SH   DFND 21 34,498 0 23,333
HANMI FINL CORP COM NEW 410495204 159 9,566 SH   DFND 21 9,566 0 0
HARLEY DAVIDSON INC COM 412822108 3,651 56,835 SH   DFND 17 43,185 0 13,650
HARLEY DAVIDSON INC COM 412822108 24 380 SH   DFND 19 0 0 380
HARLEY DAVIDSON INC COM 412822108 397 6,178 SH   DFND 21 0 0 6,178
HARMAN INTL INDS INC COM 413086109 1,104 16,665 SH   DFND 17 16,665 0 0
HARMAN INTL INDS INC COM 413086109 11 170 SH   DFND 19 0 0 170
HARRIS CORP DEL COM 413875105 237,765 4,009,529 SH   DFND 3 3,367,829 0 641,700
HARRIS CORP DEL COM 413875105 112,945 1,904,645 SH   DFND 17 1,185,024 0 719,621
HARRIS CORP DEL COM 413875105 12 200 SH   DFND 19 0 0 200
HARRIS CORP DEL COM 413875105 4,688 79,064 SH   DFND 21 51,102 0 27,962
HARRIS TEETER SUPERMARKETS I COM 414585109 83,249 1,692,401 SH   DFND 3 1,676,201 0 16,200
HARRIS TEETER SUPERMARKETS I COM 414585109 3,571 72,600 SH   DFND 21 0 0 72,600
HARTE-HANKS INC COM 416196103 274 31,052 SH   DFND 21 31,052 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 30 980 SH   DFND 19 0 0 980
HARTFORD FINL SVCS GROUP INC COM 416515104 1,266 40,680 SH   DFND 21 2,011 0 38,669
HASBRO INC COM 418056107 7,170 152,100 SH   DFND 3 152,100 0 0
HASBRO INC COM 418056107 31,221 662,296 SH   DFND 17 244,267 0 418,029
HASBRO INC COM 418056107 8 170 SH   DFND 19 0 0 170
HASBRO INC COM 418056107 2,172 46,076 SH   DFND 21 46,076 0 0
HATTERAS FINL CORP COM 41902R103 46,453 2,482,806 SH   DFND 3 2,438,306 0 44,500
HATTERAS FINL CORP COM 41902R103 415 22,200 SH   DFND 21 22,200 0 0
HAVERTY FURNITURE INC COM 419596101 3,054 124,500 SH   DFND 17 91,400 0 33,100
HEALTHCARE SVCS GRP INC COM 421906108 1,546 60,000 SH   DFND 21 20,000 0 40,000
HEALTHSOUTH CORP COM NEW 421924309 1,007 29,200 SH   DFND 17 6,000 0 23,200
HEALTH CARE REIT INC COM 42217K106 29 463 SH   DFND 17 463 0 0
HEALTH CARE REIT INC COM 42217K106 28 450 SH   DFND 19 0 0 450
HEALTH CARE REIT INC PFD PER CON I 42217K601 7,482 130,000 SH   DFND 4 130,000 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 620 500,000 PRN   DFND 4 500,000 0 0
HEALTH NET INC COM 42222G108 2,180 68,755 SH   DFND 17 63,755 0 5,000
HEALTHSTREAM INC COM 42222N103 5,155 136,079 SH   DFND 17 123,859 0 12,220
HEARTLAND FINL USA INC COM 42234Q102 157 5,626 SH   DFND 21 5,626 0 0
HEARTLAND PMT SYS INC COM 42235N108 11,983 301,697 SH   DFND 21 117,893 0 183,804
HEARTLAND PMT SYS INC COM 42235N108 395 9,935 SH   DFND 23 9,935 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,115 201,600 SH   DFND 17 201,600 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 50 1,954 SH   DFND 21 1,954 0 0
HELMERICH & PAYNE INC COM 423452101 510 7,400 SH   DFND 3 7,400 0 0
HELMERICH & PAYNE INC COM 423452101 427 6,196 SH   DFND 17 6,155 0 41
HELMERICH & PAYNE INC COM 423452101 11,867 172,111 SH   DFND 21 10,621 0 161,490
HELMERICH & PAYNE INC COM 423452101 698 10,128 SH   DFND 23 10,128 0 0
HENRY JACK & ASSOC INC COM 426281101 4,330 83,808 SH   DFND 21 12,582 0 71,226
HERCULES OFFSHORE INC COM 427093109 4,727 641,345 SH   DFND 17 641,345 0 0
HERCULES OFFSHORE INC COM 427093109 1,269 172,400 SH   DFND 19 129,400 0 43,000
HERITAGE FINL GROUP INC COM 42726X102 1,603 92,000 SH   DFND 17 67,200 0 24,800
HERSHEY CO COM 427866108 119,672 1,293,751 SH   DFND 17 1,130,109 0 163,642
HERSHEY CO COM 427866108 36 390 SH   DFND 19 0 0 390
HERSHEY CO COM 427866108 3,654 39,500 SH   DFND 20 39,500 0 0
HERSHEY CO COM 427866108 10,118 109,389 SH   DFND 21 39,824 0 69,565
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5,635 254,300 SH   DFND 17 254,300 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 102 4,603 SH   DFND 21 1,257 0 3,346
HESS CORP COM 42809H107 3,543 45,807 SH   DFND 17 45,807 0 0
HESS CORP COM 42809H107 61 790 SH   DFND 19 0 0 790
HESS CORP COM 42809H107 25,228 326,191 SH   DFND 21 200,322 0 125,869
HEWLETT PACKARD CO COM 428236103 30,568 1,457,000 SH Call DFND 4 1,457,000 0 0
HEWLETT PACKARD CO COM 428236103 13,885 661,500 SH   DFND 17 661,500 0 0
HEWLETT PACKARD CO COM 428236103 2,353 112,115 SH   DFND 19 0 0 112,115
HEWLETT PACKARD CO COM 428236103 17,828 849,352 SH   DFND 21 136,806 0 712,546
HEWLETT PACKARD CO COM 428236103 536 25,545 SH   DFND 23 25,545 0 0
HEXCEL CORP NEW COM 428291108 127 3,273 SH   DFND 17 3,273 0 0
HEXCEL CORP NEW COM 428291108 2,380 61,340 SH   DFND 19 61,340 0 0
HEXCEL CORP NEW COM 428291108 5,750 148,200 SH   DFND 24 148,200 0 0
HI-TECH PHARMACAL INC COM 42840B101 1,968 45,601 SH   DFND 21 6,851 0 38,750
HILL ROM HLDGS INC COM 431475102 281 7,846 SH   DFND 21 0 0 7,846
HILLENBRAND INC COM 431571108 44,876 1,639,619 SH   DFND 3 1,639,619 0 0
HILLSHIRE BRANDS CO COM 432589109 20 640 SH   DFND 17 0 0 640
HILLSHIRE BRANDS CO COM 432589109 7 240 SH   DFND 19 0 0 240
HILLTOP HOLDINGS INC COM 432748101 5,690 307,545 SH   DFND 17 307,545 0 0
HILLTOP HOLDINGS INC COM 432748101 1,552 83,900 SH   DFND 19 62,200 0 21,700
HOLLYFRONTIER CORP COM 436106108 240,751 5,717,189 SH   DFND 3 4,743,379 0 973,810
HOLLYFRONTIER CORP COM 436106108 21 506 SH   DFND 4 506 0 0
HOLLYFRONTIER CORP COM 436106108 56,509 1,341,940 SH   DFND 17 1,341,940 0 0
HOLLYFRONTIER CORP COM 436106108 4,980 118,255 SH   DFND 17 118,255 0 0
HOLLYFRONTIER CORP COM 436106108 19 460 SH   DFND 19 0 0 460
HOLLYFRONTIER CORP COM 436106108 45,655 1,084,192 SH   DFND 21 676,407 0 407,785
HOLLYFRONTIER CORP COM 436106108 556 13,209 SH   DFND 23 13,209 0 0
HOLOGIC INC COM 436440101 182 8,792 SH   DFND 17 8,792 0 0
HOLOGIC INC COM 436440101 45,697 2,212,935 SH   DFND 17 814,815 0 1,398,120
HOLOGIC INC COM 436440101 16,189 783,994 SH   DFND 20 783,994 0 0
HOLOGIC INC COM 436440101 880 42,600 SH   DFND 21 42,600 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,015 900,000 PRN   DFND 4 900,000 0 0
HOME BANCSHARES INC COM 436893200 423 13,912 SH   DFND 21 11,436 0 2,476
HOME DEPOT INC COM 437076102 39,878 525,749 SH   DFND 17 4,900 0 520,849
HOME DEPOT INC COM 437076102 224 2,954 SH   DFND 19 0 0 2,954
HOME DEPOT INC COM 437076102 46,914 618,513 SH   DFND 21 241,947 0 376,566
HOME DEPOT INC COM 437076102 1,458 19,218 SH   DFND 23 19,218 0 0
HOME DEPOT INC COM 437076102 76 1,000 SH   DFND 24 1,000 0 0
HONEYWELL INTL INC COM 438516106 6,515 78,461 SH   DFND 19 0 0 78,461
HONEYWELL INTL INC COM 438516106 1,896 22,835 SH   DFND 21 0 0 22,835
HORACE MANN EDUCATORS CORP N COM 440327104 2,489 87,700 SH   DFND 17 87,700 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 579 20,390 SH   DFND 21 18,310 0 2,080
HORMEL FOODS CORP COM 440452100 24 580 SH   DFND 19 0 0 580
HORMEL FOODS CORP COM 440452100 1,256 29,831 SH   DFND 21 6,125 0 23,706
HORNBECK OFFSHORE SVCS INC N COM 440543106 6,153 107,115 SH   DFND 17 107,115 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,296 45,800 SH   DFND 3 45,800 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,541 125,127 SH   DFND 17 125,127 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4 130 SH   DFND 19 0 0 130
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 826 29,200 SH   DFND 21 29,200 0 0
HOST HOTELS & RESORTS INC COM 44107P104 20 1,111 SH   DFND 17 1,111 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22 1,264 SH   DFND 19 0 0 1,264
HOST HOTELS & RESORTS INC COM 44107P104 582 32,935 SH   DFND 21 8,275 0 24,660
HOWARD HUGHES CORP COM 44267D107 78 697 SH   DFND 21 0 0 697
HUANENG PWR INTL INC SPON ADR H SHS 443304100 605 15,110 SH   DFND 21 15,110 0 0
HUDBAY MINERALS INC COM 443628102 62,771 7,651,918 SH   DFND 3 7,585,918 0 66,000
HUMANA INC COM 444859102 7,084 75,900 SH   DFND 3 75,900 0 0
HUMANA INC COM 444859102 3,131 33,550 SH   DFND 17 26,570 0 6,980
HUMANA INC COM 444859102 37 400 SH   DFND 19 0 0 400
HUMANA INC COM 444859102 7,158 76,697 SH   DFND 21 0 0 76,697
HUNT J B TRANS SVCS INC COM 445658107 7,663 105,080 SH   DFND 17 93,135 0 11,945
HUNT J B TRANS SVCS INC COM 445658107 8 110 SH   DFND 19 0 0 110
HUNT J B TRANS SVCS INC COM 445658107 184 2,521 SH   DFND 21 0 0 2,521
HUNTINGTON BANCSHARES INC COM 446150104 19 2,355 SH   DFND 19 0 0 2,355
HUNTINGTON INGALLS INDS INC COM 446413106 1,016 15,072 SH   DFND 17 15,044 0 28
HUNTINGTON INGALLS INDS INC COM 446413106 2,707 40,163 SH   DFND 21 16,724 0 23,439
HUNTSMAN CORP COM 447011107 904 43,860 SH   DFND 21 28,406 0 15,454
HURON CONSULTING GROUP INC COM 447462102 7,323 139,185 SH   DFND 17 139,185 0 0
HYPERION THERAPEUTICS INC COM 44915N101 3,413 130,600 SH   DFND 17 0 0 130,600
HYSTER YALE MATLS HANDLING I CL A 449172105 2,394 26,700 SH   DFND 17 20,000 0 6,700
HYSTER YALE MATLS HANDLING I CL A 449172105 719 8,014 SH   DFND 21 8,014 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 14 250 SH   DFND 19 0 0 250
IAC INTERACTIVECORP COM PAR $.001 44919P508 14,893 272,408 SH   DFND 21 91,411 0 180,997
IAC INTERACTIVECORP COM PAR $.001 44919P508 343 6,283 SH   DFND 23 6,283 0 0
ICG GROUP INC COM 44928D108 2,912 205,199 SH   DFND 17 205,199 0 0
ITT CORP NEW COM NEW 450911201 114,387 3,181,828 SH   DFND 3 3,149,780 0 32,048
ITT CORP NEW COM NEW 450911201 8 220 SH   DFND 19 0 0 220
ICICI BK LTD ADR 45104G104 340 11,149 SH   DFND 17 11,149 0 0
ICICI BK LTD ADR 45104G104 2,299 75,438 SH   DFND 20 75,438 0 0
ICICI BK LTD ADR 45104G104 458 15,034 SH   DFND 21 0 0 15,034
ICONIX BRAND GROUP INC COM 451055107 1,111 33,448 SH   DFND 21 32,003 0 1,445
IDACORP INC COM 451107106 87,541 1,808,699 SH   DFND 3 1,789,885 0 18,814
IDACORP INC COM 451107106 3,070 63,430 SH   DFND 17 63,430 0 0
IDACORP INC COM 451107106 10,801 223,163 SH   DFND 21 99,895 0 123,268
IDENIX PHARMACEUTICALS INC COM 45166R204 125 24,000 SH   DFND 24 24,000 0 0
IDEX CORP COM 45167R104 9,188 140,819 SH   DFND 17 140,819 0 0
IDEX CORP COM 45167R104 14,962 229,306 SH   DFND 19 177,827 0 51,479
IDEX CORP COM 45167R104 4,243 65,030 SH   DFND 21 65,030 0 0
IDEX CORP COM 45167R104 14,127 216,500 SH   DFND 24 216,500 0 0
IGATE CORP COM 45169U105 3,621 130,450 SH   DFND 17 130,450 0 0
IGATE CORP COM 45169U105 505 18,200 SH   DFND 21 18,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 80 1,050 SH   DFND 19 0 0 1,050
ILLINOIS TOOL WKS INC COM 452308109 4,407 57,779 SH   DFND 21 34,714 0 23,065
ILLINOIS TOOL WKS INC COM 452308109 310 4,068 SH   DFND 23 4,068 0 0
ILLUMINA INC COM 452327109 10,969 135,705 SH   DFND 17 28,885 0 106,820
ILLUMINA INC COM 452327109 17 210 SH   DFND 19 0 0 210
ILLUMINA INC COM 452327109 223 2,757 SH   DFND 21 0 0 2,757
ILLUMINA INC COM 452327109 1,560 19,300 SH   DFND 24 19,300 0 0
IMAX CORP COM 45245E109 5,005 165,525 SH   DFND 17 165,525 0 0
IMMUNOGEN INC COM 45253H101 681 40,000 SH   DFND 24 40,000 0 0
IMMUNOMEDICS INC COM 452907108 620 100,000 SH   DFND 24 100,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 29 670 SH   DFND 19 0 0 670
IMPERIAL OIL LTD COM NEW 453038408 9,509 216,315 SH   DFND 21 0 0 216,315
INCONTACT INC COM 45336E109 5,876 710,498 SH   DFND 17 618,218 0 92,280
INCYTE CORP COM 45337C102 9,902 259,560 SH   DFND 17 28,355 0 231,205
INCYTE CORP COM 45337C102 1,259 33,000 SH   DFND 24 33,000 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 2,185 500,000 PRN   DFND 4 500,000 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 205 5,184 SH   DFND 21 0 0 5,184
INFINITY PHARMACEUTICALS INC COM 45665G303 198 11,344 SH   DFND 21 0 0 11,344
INFORMATION SERVICES GROUP I COM 45675Y104 1,722 415,900 SH   DFND 17 305,800 0 110,100
INFOSYS LTD SPONSORED ADR 456788108 15,673 325,768 SH   DFND 20 112,734 0 213,034
INFOSYS LTD SPONSORED ADR 456788108 7,892 164,044 SH   DFND 21 164,044 0 0
INGLES MKTS INC CL A 457030104 354 12,315 SH   DFND 21 12,315 0 0
INGRAM MICRO INC CL A 457153104 1,511 65,533 SH   DFND 21 29,549 0 35,984
INGREDION INC COM 457187102 123,963 1,873,400 SH   DFND 3 1,859,400 0 14,000
INGREDION INC COM 457187102 14,549 219,875 SH   DFND 17 200,320 0 19,555
INGREDION INC COM 457187102 14,984 226,454 SH   DFND 21 143,806 0 82,648
INGREDION INC COM 457187102 954 14,420 SH   DFND 24 14,420 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,219 64,445 SH   DFND 21 64,445 0 0
INSMED INC COM PAR $.01 457669307 1,475 94,490 SH   DFND 17 94,490 0 0
INNOSPEC INC COM 45768S105 419 8,987 SH   DFND 21 8,987 0 0
INNOPHOS HOLDINGS INC COM 45774N108 70,089 1,327,950 SH   DFND 3 1,310,550 0 17,400
INSULET CORP COM 45784P101 1,875 51,750 SH   DFND 17 39,375 0 12,375
INTEGRATED SILICON SOLUTION COM 45812P107 341 31,300 SH   DFND 21 31,300 0 0
INTEL CORP COM 458140100 515,910 22,508,162 SH   DFND 3 18,821,562 0 3,686,600
INTEL CORP COM 458140100 89,528 3,906,110 SH   DFND 4 3,906,110 0 0
INTEL CORP COM 458140100 318,551 13,897,778 SH   DFND 17 9,645,961 0 4,251,817
INTEL CORP COM 458140100 25,975 1,133,252 SH   DFND 19 902,090 0 231,162
INTEL CORP COM 458140100 103,348 4,508,900 SH   DFND 21 2,821,614 0 1,687,286
INTEL CORP COM 458140100 2,026 88,394 SH   DFND 23 88,394 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 868 800,000 PRN   DFND 4 800,000 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 9,111 260,382 SH   DFND 17 217,982 0 42,400
INTER PARFUMS INC COM 458334109 427 14,250 SH   DFND 21 14,250 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 33 180 SH   DFND 19 0 0 180
INTERCONTINENTALEXCHANGE INC COM 45865V100 521 2,870 SH   DFND 21 0 0 2,870
INTERCONTINENTALEXCHANGE INC COM 45865V100 488 2,691 SH   DFND 23 2,691 0 0
INTERFACE INC COM 458665304 29 1,447 SH   DFND 21 1,447 0 0
INTERMUNE INC COM 45884X103 1,868 121,470 SH   DFND 17 0 0 121,470
INTERMUNE INC COM 45884X103 661 43,000 SH   DFND 24 43,000 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 6,801 978,608 SH   DFND 17 917,293 0 61,315
INTERNATIONAL BUSINESS MACHS COM 459200101 10,218 55,178 SH   DFND 4 55,178 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 60,465 326,518 SH   DFND 17 162,743 0 163,775
INTERNATIONAL BUSINESS MACHS COM 459200101 3,548 19,160 SH   DFND 19 0 0 19,160
INTERNATIONAL BUSINESS MACHS COM 459200101 151,350 817,314 SH   DFND 21 441,591 0 375,723
INTERNATIONAL BUSINESS MACHS COM 459200101 3,610 19,496 SH   DFND 23 19,496 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 148 800 SH   DFND 24 800 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,853 156,170 SH   DFND 17 135,710 0 20,460
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 16 200 SH   DFND 19 0 0 200
INTERNATIONAL GAME TECHNOLOG COM 459902102 120,097 6,344,285 SH   DFND 3 6,290,780 0 53,505
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,283 490,382 SH   DFND 17 490,282 0 100
INTERNATIONAL GAME TECHNOLOG COM 459902102 11 560 SH   DFND 19 0 0 560
INTERNATIONAL GAME TECHNOLOG COM 459902102 660 34,880 SH   DFND 21 21,500 0 13,380
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1,440 1,300,000 PRN   DFND 4 1,300,000 0 0
INTL PAPER CO COM 460146103 270,801 6,044,667 SH   DFND 3 5,204,967 0 839,700
INTL PAPER CO COM 460146103 65,897 1,470,907 SH   DFND 17 1,469,256 0 1,651
INTL PAPER CO COM 460146103 40 903 SH   DFND 19 0 0 903
INTL PAPER CO COM 460146103 14,583 325,508 SH   DFND 21 254,240 0 71,268
INTL PAPER CO COM 460146103 1,034 23,088 SH   DFND 23 23,088 0 0
INTL PAPER CO COM 460146103 605 13,500 SH   DFND 24 13,500 0 0
INTERPUBLIC GROUP COS INC COM 460690100 20 1,190 SH   DFND 19 0 0 1,190
INTERPUBLIC GROUP COS INC COM 460690100 240 13,993 SH   DFND 21 0 0 13,993
INTERSIL CORP CL A 46069S109 4,958 441,540 SH   DFND 17 0 0 441,540
INTERSIL CORP CL A 46069S109 2,933 261,210 SH   DFND 21 261,210 0 0
INTRALINKS HLDGS INC COM 46118H104 2,837 322,430 SH   DFND 17 322,430 0 0
INTUIT COM 461202103 83,736 1,262,796 SH   DFND 17 584,676 0 678,120
INTUIT COM 461202103 45 680 SH   DFND 19 0 0 680
INTUIT COM 461202103 2,037 30,716 SH   DFND 21 22,446 0 8,270
INTUIT COM 461202103 310 4,682 SH   DFND 23 4,682 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 35,235 93,642 SH   DFND 17 27,775 0 65,867
INTUITIVE SURGICAL INC COM NEW 46120E602 30 80 SH   DFND 19 0 0 80
INTUITIVE SURGICAL INC COM NEW 46120E602 564 1,500 SH   DFND 21 1,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 94 250 SH   DFND 23 250 0 0
INVENTURE FOODS INC COM 461212102 1,744 166,063 SH   DFND 17 120,763 0 45,300
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,724 112,042 SH   DFND 21 0 0 112,042
INVESCO TR INVT GRADE MUNS COM 46131M106 686 55,000 SH   DFND 4 55,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 662 61,796 SH   DFND 4 61,796 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,880 183,177 SH   DFND 17 183,177 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 781 113,521 SH   DFND 21 113,521 0 0
IRON MTN INC COM 462846106 8,106 300,000 SH   DFND 4 300,000 0 0
IRON MTN INC COM 462846106 42,557 1,575,000 SH Call DFND 4 1,575,000 0 0
IRON MTN INC COM 462846106 13 490 SH   DFND 19 0 0 490
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,559 131,700 SH   DFND 17 0 0 131,700
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 450 38,000 SH   DFND 24 38,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 1,830 38,200 SH   DFND 4 38,200 0 0
ISHARES MSCI TAIWAN ETF 464286731 3,198 229,745 SH   DFND 20 229,745 0 0
ISHARES MSCI STH KOR ETF 464286772 3,181 51,700 SH   DFND 17 51,700 0 0
ISHARES MSCI STH KOR ETF 464286772 4,585 74,556 SH   DFND 20 74,556 0 0
ISHARES CHINA LG-CAP ETF 464287184 291,237 7,854,288 SH   DFND 4 7,854,288 0 0
ISHARES CHINA LG-CAP ETF 464287184 88,992 2,400,000 SH Put DFND 4 2,400,000 0 0
ISHARES MSCI EMG MKT ETF 464287234 652,320 16,000,000 SH Call DFND 4 16,000,000 0 0
ISHARES MSCI EMG MKT ETF 464287234 766,064 18,789,900 SH Put DFND 4 18,789,900 0 0
ISHARES MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES IBOXX INV CP ETF 464287242 227 2,000 SH   DFND 21 0 0 2,000
ISHARES MSCI EAFE ETF 464287465 109,508 1,716,692 SH   DFND 4 1,716,692 0 0
ISHARES MSCI EAFE ETF 464287465 42,650 668,600 SH Put DFND 4 668,600 0 0
ISHARES NASDQ BIOTEC ETF 464287556 114,534 546,441 SH   DFND 4 546,441 0 0
ISHARES RUSSELL 2000 ETF 464287655 1,235,896 11,591,600 SH Put DFND 4 11,591,600 0 0
ISHARES RUSSELL 2000 ETF 464287655 87 815 SH   DFND 17 0 0 815
ISHARES U.S. REAL ES ETF 464287739 25,457 399,258 SH   DFND 4 399,258 0 0
ISHARES U.S. REAL ES ETF 464287739 34,316 538,200 SH Put DFND 4 538,200 0 0
ISHARES JP MOR EM MK ETF 464288281 534 4,900 SH   DFND 21 0 0 4,900
ISIS PHARMACEUTICALS INC COM 464330109 10,379 276,485 SH   DFND 17 23,190 0 253,295
ISIS PHARMACEUTICALS INC COM 464330109 3,454 92,000 SH   DFND 24 92,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 77,522 5,490,230 SH   DFND 4 5,490,230 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 29,780 2,109,035 SH   DFND 19 2,083,699 0 25,336
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 9,587 679,000 SH   DFND 21 70,026 0 608,974
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,985 134,920 SH   DFND 17 134,920 0 0
JPMORGAN CHASE & CO COM 46625H100 516,221 9,986,873 SH   DFND 3 8,386,973 0 1,599,900
JPMORGAN CHASE & CO COM 46625H100 153,800 2,975,438 SH   DFND 4 2,076,376 0 899,062
JPMORGAN CHASE & CO COM 46625H100 251,150 4,858,782 SH   DFND 17 3,977,004 0 881,778
JPMORGAN CHASE & CO COM 46625H100 378 7,320 SH   DFND 19 0 0 7,320
JPMORGAN CHASE & CO COM 46625H100 184,049 3,560,622 SH   DFND 21 2,159,220 0 1,401,402
JPMORGAN CHASE & CO COM 46625H100 2,797 54,120 SH   DFND 23 54,120 0 0
JPMORGAN CHASE & CO COM 46625H100 103 2,000 SH   DFND 24 2,000 0 0
JABIL CIRCUIT INC COM 466313103 90,128 4,157,191 SH   DFND 3 4,119,391 0 37,800
JABIL CIRCUIT INC COM 466313103 3,280 151,269 SH   DFND 17 151,198 0 71
JABIL CIRCUIT INC COM 466313103 12 570 SH   DFND 19 0 0 570
JABIL CIRCUIT INC COM 466313103 408 18,825 SH   DFND 21 0 0 18,825
JACK IN THE BOX INC COM 466367109 2,048 51,200 SH   DFND 17 37,200 0 14,000
JAMBA INC COM NEW 47023A309 3,993 298,454 SH   DFND 17 263,428 0 35,026
JARDEN CORP COM 471109108 1,275 26,350 SH   DFND 17 26,350 0 0
JARDEN CORP COM 471109108 1,786 36,900 SH   DFND 19 27,300 0 9,600
JARDEN CORP COM 471109108 18,340 378,934 SH   DFND 21 97,325 0 281,609
JARDEN CORP COM 471109108 382 7,895 SH   DFND 23 7,895 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,649 397,445 SH   DFND 21 310,566 0 86,879
JETBLUE AIRWAYS CORP COM 477143101 163 24,480 SH   DFND 23 24,480 0 0
JOHNSON & JOHNSON COM 478160104 290,846 3,355,008 SH   DFND 3 2,877,008 0 478,000
JOHNSON & JOHNSON COM 478160104 186,570 2,152,152 SH   DFND 17 1,547,318 0 604,834
JOHNSON & JOHNSON COM 478160104 7,613 87,815 SH   DFND 19 46,188 0 41,627
JOHNSON & JOHNSON COM 478160104 149,684 1,726,658 SH   DFND 21 950,755 0 775,903
JOHNSON & JOHNSON COM 478160104 3,243 37,409 SH   DFND 23 37,409 0 0
JOHNSON & JOHNSON COM 478160104 581 6,700 SH   DFND 24 6,700 0 0
JOHNSON CTLS INC COM 478366107 41,893 1,009,461 SH   DFND 17 3,799 0 1,005,662
JOHNSON CTLS INC COM 478366107 5,473 131,889 SH   DFND 19 111,256 0 20,633
JOHNSON CTLS INC COM 478366107 457 11,011 SH   DFND 21 0 0 11,011
JOHNSON CTLS INC COM 478366107 11,952 288,000 SH   DFND 24 288,000 0 0
JOY GLOBAL INC COM 481165108 39 766 SH   DFND 4 766 0 0
JOY GLOBAL INC COM 481165108 22,498 440,791 SH   DFND 17 13,530 0 427,261
JOY GLOBAL INC COM 481165108 9 180 SH   DFND 19 0 0 180
J2 GLOBAL INC COM 48123V102 83,044 1,676,972 SH   DFND 3 1,658,361 0 18,611
J2 GLOBAL INC COM 48123V102 2,593 52,362 SH   DFND 17 52,362 0 0
J2 GLOBAL INC COM 48123V102 27,357 552,447 SH   DFND 21 293,574 0 258,873
JUNIPER NETWORKS INC COM 48203R104 8,190 412,400 SH   DFND 17 412,400 0 0
JUNIPER NETWORKS INC COM 48203R104 27 1,380 SH   DFND 19 0 0 1,380
JUNIPER NETWORKS INC COM 48203R104 245 12,316 SH   DFND 21 0 0 12,316
KBR INC COM 48242W106 94,502 2,895,284 SH   DFND 3 2,867,284 0 28,000
KBR INC COM 48242W106 3,231 98,998 SH   DFND 17 98,998 0 0
KBR INC COM 48242W106 783 24,000 SH   DFND 21 24,000 0 0
KLA-TENCOR CORP COM 482480100 8,543 140,400 SH   DFND 3 140,400 0 0
KLA-TENCOR CORP COM 482480100 408 6,704 SH   DFND 17 6,640 0 64
KLA-TENCOR CORP COM 482480100 23 370 SH   DFND 19 0 0 370
KLA-TENCOR CORP COM 482480100 12,399 203,763 SH   DFND 21 137,071 0 66,692
KLA-TENCOR CORP COM 482480100 889 14,603 SH   DFND 23 14,603 0 0
KKR & CO L P DEL COM UNITS 48248M102 7,668 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 9,024 438,490 SH   DFND 17 388,760 0 49,730
KT CORP SPONSORED ADR 48268K101 580 34,600 SH   DFND 3 34,600 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,442 48,312 SH   DFND 17 48,312 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,665 51,436 SH   DFND 21 13,032 0 38,404
KANSAS CITY SOUTHERN COM NEW 485170302 431 3,942 SH   DFND 17 3,900 0 42
KANSAS CITY SOUTHERN COM NEW 485170302 26 240 SH   DFND 19 0 0 240
KANSAS CITY SOUTHERN COM NEW 485170302 201 1,834 SH   DFND 21 0 0 1,834
KAPSTONE PAPER & PACKAGING C COM 48562P103 10,704 250,098 SH   DFND 17 240,598 0 9,500
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,442 33,700 SH   DFND 19 25,000 0 8,700
KAPSTONE PAPER & PACKAGING C COM 48562P103 4,880 114,008 SH   DFND 21 73,975 0 40,033
KELLOGG CO COM 487836108 972 16,549 SH   DFND 17 16,450 0 99
KELLOGG CO COM 487836108 37 630 SH   DFND 19 0 0 630
KELLOGG CO COM 487836108 261 4,440 SH   DFND 21 0 0 4,440
KENNAMETAL INC COM 489170100 109,002 2,390,400 SH   DFND 3 2,368,900 0 21,500
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,857 183,880 SH   DFND 17 183,880 0 0
KEYCORP NEW COM 493267108 8,264 724,900 SH   DFND 3 724,900 0 0
KEYCORP NEW COM 493267108 136,136 11,941,716 SH   DFND 4 8,393,507 0 3,548,209
KEYCORP NEW COM 493267108 4 349 SH   DFND 17 0 0 349
KEYCORP NEW COM 493267108 27 2,410 SH   DFND 19 0 0 2,410
KEYCORP NEW COM 493267108 10,704 938,981 SH   DFND 21 536,159 0 402,822
KEYCORP NEW COM 493267108 373 32,730 SH   DFND 23 32,730 0 0
KIMBALL INTL INC CL B 494274103 35 3,117 SH   DFND 21 3,117 0 0
KIMBERLY CLARK CORP COM 494368103 6,151 65,288 SH   DFND 17 65,141 0 147
KIMBERLY CLARK CORP COM 494368103 74 781 SH   DFND 19 0 0 781
KIMBERLY CLARK CORP COM 494368103 23,201 246,241 SH   DFND 21 57,391 0 188,850
KIMBERLY CLARK CORP COM 494368103 659 6,993 SH   DFND 23 6,993 0 0
KIMCO RLTY CORP COM 49446R109 7,749 384,000 SH   DFND 3 384,000 0 0
KIMCO RLTY CORP COM 49446R109 1,869 92,594 SH   DFND 17 92,437 0 157
KIMCO RLTY CORP COM 49446R109 12 590 SH   DFND 19 0 0 590
KIMCO RLTY CORP COM 49446R109 327 16,215 SH   DFND 21 0 0 16,215
KINDER MORGAN INC DEL COM 49456B101 60 1,676 SH   DFND 19 0 0 1,676
KINDER MORGAN INC DEL COM 49456B101 2,557 71,885 SH   DFND 21 71,885 0 0
KINDER MORGAN INC DEL COM 49456B101 305 8,575 SH   DFND 23 8,575 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8 1,590 SH   DFND 19 0 0 1,590
KINROSS GOLD CORP COM NO PAR 496902404 7,302 1,445,953 SH   DFND 21 50,000 0 1,395,953
KIRKLANDS INC COM 497498105 3,583 194,302 SH   DFND 17 171,202 0 23,100
KODIAK OIL & GAS CORP COM 50015Q100 819 67,900 SH   DFND 17 67,900 0 0
KODIAK OIL & GAS CORP COM 50015Q100 1,773 147,000 SH   DFND 24 147,000 0 0
KOHLS CORP COM 500255104 7,224 139,600 SH   DFND 3 139,600 0 0
KOHLS CORP COM 500255104 88,851 1,716,935 SH   DFND 4 1,211,825 0 505,110
KOHLS CORP COM 500255104 4 78 SH   DFND 17 0 0 78
KOHLS CORP COM 500255104 20 380 SH   DFND 19 0 0 380
KOHLS CORP COM 500255104 8,587 165,932 SH   DFND 21 49,037 0 116,895
KOHLS CORP COM 500255104 296 5,724 SH   DFND 23 5,724 0 0
KOPPERS HOLDINGS INC COM 50060P106 250 5,865 SH   DFND 21 5,865 0 0
KORN FERRY INTL COM NEW 500643200 2,315 108,200 SH   DFND 17 108,200 0 0
KRAFT FOODS GROUP INC COM 50076Q106 182 3,460 SH   DFND 17 0 0 3,460
KRAFT FOODS GROUP INC COM 50076Q106 70 1,335 SH   DFND 19 0 0 1,335
KRAFT FOODS GROUP INC COM 50076Q106 227 4,330 SH   DFND 21 4,330 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 5,180 625,620 SH   DFND 17 580,620 0 45,000
KROGER CO COM 501044101 18,601 461,100 SH   DFND 3 461,100 0 0
KROGER CO COM 501044101 8,134 201,635 SH   DFND 17 201,436 0 199
KROGER CO COM 501044101 50 1,250 SH   DFND 19 0 0 1,250
KROGER CO COM 501044101 100,722 2,496,818 SH   DFND 21 1,433,979 0 1,062,839
KROGER CO COM 501044101 2,505 62,088 SH   DFND 23 62,088 0 0
KULICKE & SOFFA INDS INC COM 501242101 3,579 309,895 SH   DFND 17 309,895 0 0
KULICKE & SOFFA INDS INC COM 501242101 865 74,855 SH   DFND 21 74,855 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 5,365 117,685 SH   DFND 17 0 0 117,685
L BRANDS INC COM 501797104 6,025 98,602 SH   DFND 17 98,602 0 0
L BRANDS INC COM 501797104 28 456 SH   DFND 19 0 0 456
L BRANDS INC COM 501797104 7,071 115,731 SH   DFND 21 94,727 0 21,004
LKQ CORP COM 501889208 385 12,066 SH   DFND 17 12,066 0 0
LKQ CORP COM 501889208 8,106 254,341 SH   DFND 19 225,795 0 28,546
LKQ CORP COM 501889208 22,682 711,706 SH   DFND 20 711,706 0 0
LKQ CORP COM 501889208 16,859 529,000 SH   DFND 24 529,000 0 0
LSI CORPORATION COM 502161102 212 27,110 SH   DFND 17 26,900 0 210
LSI CORPORATION COM 502161102 11 1,405 SH   DFND 19 0 0 1,405
LSI CORPORATION COM 502161102 153 19,554 SH   DFND 21 19,554 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 9,403 99,500 SH   DFND 3 99,500 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 20,104 212,738 SH   DFND 17 8,604 0 204,134
L-3 COMMUNICATIONS HLDGS INC COM 502424104 21 220 SH   DFND 19 0 0 220
LA Z BOY INC COM 505336107 635 27,940 SH   DFND 17 27,940 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,788 18,035 SH   DFND 17 18,000 0 35
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20 200 SH   DFND 19 0 0 200
LABORATORY CORP AMER HLDGS COM NEW 50540R409 285 2,879 SH   DFND 21 0 0 2,879
LACLEDE GROUP INC COM 505597104 685 15,224 SH   DFND 21 0 0 15,224
LAKELAND FINL CORP COM 511656100 9,600 294,038 SH   DFND 3 294,038 0 0
LAM RESEARCH CORP COM 512807108 64,446 1,258,948 SH   DFND 17 987,695 0 271,253
LAM RESEARCH CORP COM 512807108 13 260 SH   DFND 19 0 0 260
LAM RESEARCH CORP COM 512807108 5,005 97,755 SH   DFND 21 86,984 0 10,771
LANDEC CORP COM 514766104 4,523 370,715 SH   DFND 17 327,230 0 43,485
LANDEC CORP COM 514766104 128 10,471 SH   DFND 21 10,471 0 0
LANNET INC COM 516012101 5,704 261,400 SH   DFND 17 220,300 0 41,100
LAREDO PETE HLDGS INC COM 516806106 890 30,000 SH   DFND 24 30,000 0 0
LAS VEGAS SANDS CORP COM 517834107 23,612 355,500 SH   DFND 17 355,500 0 0
LAS VEGAS SANDS CORP COM 517834107 63 950 SH   DFND 19 0 0 950
LAS VEGAS SANDS CORP COM 517834107 495 7,455 SH   DFND 21 531 0 6,924
LATTICE SEMICONDUCTOR CORP COM 518415104 1,659 371,921 SH   DFND 17 371,921 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 571 128,079 SH   DFND 19 94,942 0 33,137
LAUDER ESTEE COS INC CL A 518439104 75,651 1,082,270 SH   DFND 17 924,779 0 157,491
LAUDER ESTEE COS INC CL A 518439104 70,885 1,014,089 SH   DFND 19 882,167 0 131,922
LAUDER ESTEE COS INC CL A 518439104 8,061 115,329 SH   DFND 20 115,329 0 0
LAUDER ESTEE COS INC CL A 518439104 13,171 188,429 SH   DFND 21 165,795 0 22,634
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 1,963 1,920,000 PRN   DFND 4 1,920,000 0 0
LEAR CORP COM NEW 521865204 981 13,700 SH   DFND 3 13,700 0 0
LEAR CORP COM NEW 521865204 3,394 47,426 SH   DFND 17 47,426 0 0
LEAR CORP COM NEW 521865204 1,217 17,000 SH   DFND 19 12,600 0 4,400
LEAR CORP COM NEW 521865204 21,599 301,789 SH   DFND 21 223,576 0 78,213
LEGGETT & PLATT INC COM 524660107 7 230 SH   DFND 19 0 0 230
LEGGETT & PLATT INC COM 524660107 1,449 48,045 SH   DFND 21 7,028 0 41,017
LENDER PROCESSING SVCS INC COM 52602E102 333 10,000 SH   DFND 21 0 0 10,000
LENNAR CORP CL A 526057104 87,452 2,470,390 SH   DFND 17 2,189,870 0 280,520
LENNAR CORP CL A 526057104 7 200 SH   DFND 19 0 0 200
LENNAR CORP CL A 526057104 2,596 73,347 SH   DFND 21 68,805 0 4,542
LENNOX INTL INC COM 526107107 670 8,900 SH   DFND 17 1,700 0 7,200
LEUCADIA NATL CORP COM 527288104 9 340 SH   DFND 19 0 0 340
LEUCADIA NATL CORP COM 527288104 97 3,567 SH   DFND   3,567 0 0
LEXMARK INTL NEW CL A 529771107 2,305 69,840 SH   DFND 21 39,692 0 30,148
LIBBEY INC COM 529898108 2,983 125,422 SH   DFND 17 125,422 0 0
LIBBEY INC COM 529898108 241 10,155 SH   DFND 21 10,155 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,127 1,873,808 PRN   DFND 4 1,873,808 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,412 5,723,245 PRN   DFND 4 5,723,245 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 780 1,500,000 PRN   DFND 4 1,500,000 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 20 860 SH   DFND 4 860 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 29 1,251 SH   DFND 19 0 0 1,251
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 304 12,967 SH   DFND 21 1,407 0 11,560
LIBERTY PPTY TR SH BEN INT 531172104 6,504 182,700 SH   DFND 3 182,700 0 0
LIBERTY PPTY TR SH BEN INT 531172104 329 9,241 SH   DFND 17 9,241 0 0
LIBERTY PPTY TR SH BEN INT 531172104 9 240 SH   DFND 19 0 0 240
LIBERTY MEDIA CORP DELAWARE CL A 531229102 600 4,077 SH   DFND 17 4,077 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 35 237 SH   DFND 19 0 0 237
LIBERTY MEDIA CORP DELAWARE CL A 531229102 87 589 SH   DFND 21 589 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 18,246 243,834 SH   DFND 4 243,834 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 30 396 SH   DFND 19 0 0 396
LIFE TECHNOLOGIES CORP COM 53217V109 5,563 74,338 SH   DFND 21 11,018 0 63,320
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 908 859,000 PRN   DFND 4 859,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 7,020 162,206 SH   DFND 17 162,206 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 675 15,600 SH   DFND 19 11,600 0 4,000
LILLY ELI & CO COM 532457108 8,028 159,500 SH   DFND 3 159,500 0 0
LILLY ELI & CO COM 532457108 15 292 SH   DFND 4 292 0 0
LILLY ELI & CO COM 532457108 14,770 293,473 SH   DFND 17 270,643 0 22,830
LILLY ELI & CO COM 532457108 115 2,282 SH   DFND 19 0 0 2,282
LILLY ELI & CO COM 532457108 68,066 1,352,392 SH   DFND 21 956,261 0 396,131
LILLY ELI & CO COM 532457108 2,201 43,737 SH   DFND 23 43,737 0 0
LINCOLN ELEC HLDGS INC COM 533900106 796 11,954 SH   DFND 21 0 0 11,954
LINCOLN NATL CORP IND COM 534187109 25,345 603,600 SH   DFND 3 603,600 0 0
LINCOLN NATL CORP IND COM 534187109 16,560 394,382 SH   DFND 17 371,911 0 22,471
LINCOLN NATL CORP IND COM 534187109 17 394 SH   DFND 19 0 0 394
LINCOLN NATL CORP IND COM 534187109 23,468 558,892 SH   DFND 21 357,065 0 201,827
LINDSAY CORP COM 535555106 5,406 66,234 SH   DFND 17 25,989 0 40,245
LINDSAY CORP COM 535555106 2,445 29,962 SH   DFND 24 29,962 0 0
LINEAR TECHNOLOGY CORP COM 535678106 32 813 SH   DFND 4 813 0 0
LINEAR TECHNOLOGY CORP COM 535678106 17 440 SH   DFND 19 0 0 440
LINEAR TECHNOLOGY CORP COM 535678106 310 7,821 SH   DFND 21 0 0 7,821
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 2,027 1,900,000 PRN   DFND 4 1,900,000 0 0
LINKEDIN CORP COM CL A 53578A108 20,322 82,590 SH   DFND 17 63,900 0 18,690
LIONS GATE ENTMNT CORP COM NEW 535919203 10,120 288,720 SH   DFND 17 288,720 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 2,666 76,060 SH   DFND 19 56,260 0 19,800
LIQUIDITY SERVICES INC COM 53635B107 8,131 242,715 SH   DFND 17 0 0 242,715
LIQUIDITY SERVICES INC COM 53635B107 4,181 124,800 SH   DFND 21 124,800 0 0
LITHIA MTRS INC CL A 536797103 5,731 78,550 SH   DFND 17 78,550 0 0
LITHIA MTRS INC CL A 536797103 2,203 30,196 SH   DFND 21 7,909 0 22,287
LITTELFUSE INC COM 537008104 907 11,600 SH   DFND 17 500 0 11,100
LITTELFUSE INC COM 537008104 575 7,353 SH   DFND 21 0 0 7,353
LIVE NATION ENTERTAINMENT IN COM 538034109 942 50,800 SH   DFND 17 0 0 50,800
LIVEPERSON INC COM 538146101 900 95,490 SH   DFND 17 0 0 95,490
LOCKHEED MARTIN CORP COM 539830109 255,156 2,000,438 SH   DFND 3 1,686,938 0 313,500
LOCKHEED MARTIN CORP COM 539830109 68,975 540,772 SH   DFND 17 539,469 0 1,303
LOCKHEED MARTIN CORP COM 539830109 83 647 SH   DFND 19 0 0 647
LOCKHEED MARTIN CORP COM 539830109 1,020 8,000 SH   DFND 21 8,000 0 0
LOEWS CORP COM 540424108 9,203 196,900 SH   DFND 3 196,900 0 0
LOEWS CORP COM 540424108 5 117 SH   DFND 17 0 0 117
LOEWS CORP COM 540424108 43 930 SH   DFND 19 0 0 930
LOEWS CORP COM 540424108 334 7,155 SH   DFND 21 0 0 7,155
LONE PINE RES INC COM 54222A106 1 114,862 SH   DFND 4 114,862 0 0
LORILLARD INC COM 544147101 6,717 150,000 SH   DFND 3 150,000 0 0
LORILLARD INC COM 544147101 73,166 1,633,894 SH   DFND 4 1,633,894 0 0
LORILLARD INC COM 544147101 115 2,568 SH   DFND 17 2,425 0 143
LORILLARD INC COM 544147101 41 910 SH   DFND 19 0 0 910
LORILLARD INC COM 544147101 10,928 244,035 SH   DFND 21 129,816 0 114,219
LORILLARD INC COM 544147101 673 15,035 SH   DFND 23 15,035 0 0
LORILLARD INC COM 544147101 322 7,186 SH   DFND 24 7,186 0 0
LOWES COS INC COM 548661107 23 476 SH   DFND 4 476 0 0
LOWES COS INC COM 548661107 106 2,220 SH   DFND 19 0 0 2,220
LOWES COS INC COM 548661107 954 20,033 SH   DFND 21 0 0 20,033
LPATH INC COM NEW 548910306 1,352 242,359 SH   DFND 17 0 0 242,359
LULULEMON ATHLETICA INC COM 550021109 18 250 SH   DFND 19 0 0 250
LULULEMON ATHLETICA INC COM 550021109 153 2,090 SH   DFND 21 0 0 2,090
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,645 24,800 SH   DFND 17 23,000 0 1,800
LUMOS NETWORKS CORP COM 550283105 401 18,491 SH   DFND 21 18,491 0 0
M & T BK CORP COM 55261F104 1,242 11,100 SH   DFND 17 9,000 0 2,100
M & T BK CORP COM 55261F104 29 260 SH   DFND 19 0 0 260
M & T BK CORP COM 55261F104 35,400 316,299 SH   DFND 21 182,620 0 133,679
M & T BK CORP COM 55261F104 1,601 14,304 SH   DFND 23 14,304 0 0
MB FINANCIAL INC NEW COM 55264U108 895 31,729 SH   DFND 17 31,729 0 0
MB FINANCIAL INC NEW COM 55264U108 2,564 90,895 SH   DFND 21 69,389 0 21,506
MDC PARTNERS INC CL A SUB VTG 552697104 4,477 160,013 SH   DFND 17 125,913 0 34,100
MFA FINL INC COM 55272X102 3,650 489,942 SH   DFND 17 489,942 0 0
MFA FINL INC COM 55272X102 13,639 1,830,758 SH   DFND 21 503,999 0 1,326,759
MFS MUN INCOME TR SH BEN INT 552738106 345 53,800 SH   DFND 4 53,800 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,934 2,300,000 PRN   DFND 4 2,300,000 0 0
M/I HOMES INC COM 55305B101 2,497 121,118 SH   DFND 17 121,118 0 0
MPG OFFICE TR INC COM 553274101 988 315,788 SH   DFND 21 0 0 315,788
MTS SYS CORP COM 553777103 1,889 29,348 SH   DFND 21 17,316 0 12,032
MWI VETERINARY SUPPLY INC COM 55402X105 4,338 29,045 SH   DFND 17 29,045 0 0
MACERICH CO COM 554382101 12 215 SH   DFND 17 215 0 0
MACERICH CO COM 554382101 11 187 SH   DFND 19 0 0 187
MACERICH CO COM 554382101 177 3,134 SH   DFND 21 0 0 3,134
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 6,178 115,395 SH   DFND 17 115,395 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,820 34,000 SH   DFND 19 25,200 0 8,800
MACYS INC COM 55616P104 7,953 183,800 SH   DFND 3 183,800 0 0
MACYS INC COM 55616P104 21,635 500,000 SH Call DFND 4 500,000 0 0
MACYS INC COM 55616P104 6,758 156,174 SH   DFND 17 156,030 0 144
MACYS INC COM 55616P104 41 948 SH   DFND 19 0 0 948
MACYS INC COM 55616P104 41,566 960,611 SH   DFND 21 400,983 0 559,628
MACYS INC COM 55616P104 420 9,696 SH   DFND 23 9,696 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,703 45,085 SH   DFND 17 38,785 0 6,300
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 44 778 SH   DFND 21 0 0 778
MAGNA INTL INC COM 559222401 78,597 952,000 SH   DFND 3 654,500 0 297,500
MAGNA INTL INC COM 559222401 20,877 252,871 SH   DFND 17 252,871 0 0
MAGNA INTL INC COM 559222401 47 570 SH   DFND 19 0 0 570
MAGNA INTL INC COM 559222401 29,987 363,209 SH   DFND 21 132,500 0 230,709
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,881 273,155 SH   DFND 17 273,155 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,791 83,200 SH   DFND 19 61,600 0 21,600
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 494 22,933 SH   DFND 21 22,933 0 0
MAIN STREET CAPITAL CORP COM 56035L104 1,669 55,780 SH   DFND 21 47,200 0 8,580
MAINSOURCE FINANCIAL GP INC COM 56062Y102 626 41,199 SH   DFND 21 41,199 0 0
MAKO SURGICAL CORP COM 560879108 2,030 68,800 SH   DFND 21 0 0 68,800
MANHATTAN ASSOCS INC COM 562750109 745 7,800 SH   DFND 17 7,800 0 0
MANHATTAN ASSOCS INC COM 562750109 1,969 20,630 SH   DFND 21 18,775 0 1,855
MANITEX INTL INC COM 563420108 4,104 375,446 SH   DFND 17 327,051 0 48,395
MANITOWOC INC COM 563571108 4,300 219,625 SH   DFND 17 219,625 0 0
MANPOWERGROUP INC COM 56418H100 233 3,200 SH   DFND 17 3,200 0 0
MANPOWERGROUP INC COM 56418H100 15 200 SH   DFND 19 0 0 200
MANPOWERGROUP INC COM 56418H100 257 3,527 SH   DFND 21 0 0 3,527
MANULIFE FINL CORP COM 56501R106 125,731 7,592,447 SH   DFND 3 4,959,240 0 2,633,207
MANULIFE FINL CORP COM 56501R106 36,648 2,213,058 SH   DFND 17 2,213,058 0 0
MANULIFE FINL CORP COM 56501R106 69 4,192 SH   DFND 19 0 0 4,192
MANULIFE FINL CORP COM 56501R106 1,004 60,622 SH   DFND 21 2,098 0 58,524
MARATHON OIL CORP COM 565849106 271,781 7,791,892 SH   DFND 3 6,672,192 0 1,119,700
MARATHON OIL CORP COM 565849106 63,748 1,827,647 SH   DFND 17 1,827,375 0 272
MARATHON OIL CORP COM 565849106 56 1,616 SH   DFND 19 0 0 1,616
MARATHON OIL CORP COM 565849106 15,782 452,452 SH   DFND 21 344,917 0 107,535
MARATHON OIL CORP COM 565849106 730 20,916 SH   DFND 23 20,916 0 0
MARATHON OIL CORP COM 565849106 314 9,000 SH   DFND 24 9,000 0 0
MARATHON PETE CORP COM 56585A102 418 6,500 SH   DFND 3 6,500 0 0
MARATHON PETE CORP COM 56585A102 108,304 1,683,830 SH   DFND 4 1,195,218 0 488,612
MARATHON PETE CORP COM 56585A102 5,684 88,377 SH   DFND 17 88,257 0 120
MARATHON PETE CORP COM 56585A102 50 773 SH   DFND 19 0 0 773
MARATHON PETE CORP COM 56585A102 56,454 877,706 SH   DFND 21 512,513 0 365,193
MARATHON PETE CORP COM 56585A102 749 11,652 SH   DFND 23 11,652 0 0
MARATHON PETE CORP COM 56585A102 572 8,900 SH   DFND 24 8,900 0 0
MARKEL CORP COM 570535104 394 760 SH   DFND 17 760 0 0
MARKEL CORP COM 570535104 10 20 SH   DFND 19 0 0 20
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 75 3,000 SH   DFND 17 3,000 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 1,958 78,455 SH   DFND 17 57,615 0 20,840
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 8,378 190,408 SH   DFND 17 177,908 0 12,500
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,600 36,371 SH   DFND 19 26,800 0 9,571
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5,285 120,121 SH   DFND 21 91,277 0 28,844
MARSH & MCLENNAN COS INC COM 571748102 54 1,250 SH   DFND 19 0 0 1,250
MARSH & MCLENNAN COS INC COM 571748102 538 12,362 SH   DFND 21 3,000 0 9,362
MARRIOTT INTL INC NEW CL A 571903202 30 716 SH   DFND 19 0 0 716
MARRIOTT INTL INC NEW CL A 571903202 250 5,938 SH   DFND 21 0 0 5,938
MASTEC INC COM 576323109 570 18,812 SH   DFND 21 0 0 18,812
MASTERCARD INC CL A 57636Q104 43,256 64,295 SH   DFND 17 47,130 0 17,165
MASTERCARD INC CL A 57636Q104 155 230 SH   DFND 19 0 0 230
MASTERCARD INC CL A 57636Q104 11,774 17,500 SH   DFND 21 3,900 0 13,600
MASTERCARD INC CL A 57636Q104 40 59 SH   DFND 4 59 0 0
MATERION CORP COM 576690101 4,488 140,000 SH   DFND 17 140,000 0 0
MATRIX SVC CO COM 576853105 3,022 154,050 SH   DFND 17 154,050 0 0
MATTEL INC COM 577081102 228,489 5,455,801 SH   DFND 3 4,510,801 0 945,000
MATTEL INC COM 577081102 63,306 1,511,606 SH   DFND 17 1,511,474 0 132
MATTEL INC COM 577081102 30 720 SH   DFND 19 0 0 720
MATTEL INC COM 577081102 15,080 360,081 SH   DFND 21 157,621 0 202,460
MATTEL INC COM 577081102 607 14,485 SH   DFND 23 14,485 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 671 74,100 SH   DFND 17 0 0 74,100
MAXLINEAR INC CL A 57776J100 2,139 257,975 SH   DFND 17 189,752 0 68,223
MAXIMUS INC COM 577933104 6,991 155,214 SH   DFND 17 155,214 0 0
MAXIMUS INC COM 577933104 1,807 40,126 SH   DFND 19 29,826 0 10,300
MCCLATCHY CO CL A 579489105 466 155,404 SH   DFND 4 155,404 0 0
MCCORMICK & CO INC COM NON VTG 579780206 230 3,551 SH   DFND 17 3,500 0 51
MCCORMICK & CO INC COM NON VTG 579780206 21 320 SH   DFND 19 0 0 320
MCCORMICK & CO INC COM NON VTG 579780206 289 4,461 SH   DFND 21 0 0 4,461
MCDERMOTT INTL INC COM 580037109 3 470 SH   DFND 19 0 0 470
MCDERMOTT INTL INC COM 580037109 201 27,100 SH   DFND 21 27,100 0 0
MCDONALDS CORP COM 580135101 4,016 41,744 SH   DFND 4 41,744 0 0
MCDONALDS CORP COM 580135101 167,649 1,742,529 SH   DFND 17 754,856 0 987,673
MCDONALDS CORP COM 580135101 1,898 19,724 SH   DFND 19 0 0 19,724
MCDONALDS CORP COM 580135101 10,286 106,907 SH   DFND 21 73,980 0 32,927
MCDONALDS CORP COM 580135101 322 3,350 SH   DFND 23 3,350 0 0
MCDONALDS CORP COM 580135101 269 2,800 SH   DFND 24 2,800 0 0
MCGRAW HILL FINL INC COM 580645109 7,969 121,500 SH   DFND 3 121,500 0 0
MCGRAW HILL FINL INC COM 580645109 14,806 225,736 SH   DFND 17 194,880 0 30,856
MCGRAW HILL FINL INC COM 580645109 43 650 SH   DFND 19 0 0 650
MCGRAW HILL FINL INC COM 580645109 2,642 40,280 SH   DFND 21 34,680 0 5,600
MCKESSON CORP COM 58155Q103 1,001 7,800 SH   DFND 3 7,800 0 0
MCKESSON CORP COM 58155Q103 48,125 375,097 SH   DFND 17 35,909 0 339,188
MCKESSON CORP COM 58155Q103 69 537 SH   DFND 19 0 0 537
MCKESSON CORP COM 58155Q103 68,211 531,650 SH   DFND 21 302,785 0 228,865
MCKESSON CORP COM 58155Q103 2,378 18,534 SH   DFND 23 18,534 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 20 271 SH   DFND 4 271 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 144,411 1,944,661 SH   DFND 17 1,247,947 0 696,714
MEAD JOHNSON NUTRITION CO COM 582839106 7,941 106,930 SH   DFND 19 106,530 0 400
MEAD JOHNSON NUTRITION CO COM 582839106 22,805 307,093 SH   DFND 20 307,093 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,514 33,848 SH   DFND 21 28,474 0 5,374
MEADWESTVACO CORP COM 583334107 18 480 SH   DFND 19 0 0 480
MEADWESTVACO CORP COM 583334107 281 7,319 SH   DFND 21 2,780 0 4,539
MEASUREMENT SPECIALTIES INC COM 583421102 2,845 52,451 SH   DFND 17 52,451 0 0
MEDASSETS INC COM 584045108 738 29,040 SH   DFND 21 29,040 0 0
MEDICINES CO COM 584688105 5,881 175,440 SH   DFND 17 137,740 0 37,700
MEDICINES CO COM 584688105 1,154 34,425 SH   DFND 19 25,525 0 8,900
MEDICINES CO COM 584688105 503 15,000 SH   DFND 24 15,000 0 0
MEDIVATION INC COM 58501N101 39,575 660,240 SH   DFND 17 164,920 0 495,320
MEDIVATION INC COM 58501N101 5,874 98,000 SH   DFND 24 98,000 0 0
MEDNAX INC COM 58502B106 1,375 13,700 SH   DFND 17 13,700 0 0
MEDLEY CAP CORP COM 58503F106 3,507 254,332 SH   DFND 17 227,087 0 27,245
MEDLEY CAP CORP COM 58503F106 246 17,842 SH   DFND 21 1,399 0 16,443
MEDTRONIC INC COM 585055106 261,501 4,910,814 SH   DFND 3 4,200,814 0 710,000
MEDTRONIC INC COM 585055106 80,581 1,513,261 SH   DFND 4 1,069,240 0 444,021
MEDTRONIC INC COM 585055106 72,902 1,369,044 SH   DFND 17 1,368,661 0 383
MEDTRONIC INC COM 585055106 106 1,998 SH   DFND 19 0 0 1,998
MEDTRONIC INC COM 585055106 21,698 407,477 SH   DFND 21 36,849 0 370,628
MENS WEARHOUSE INC COM 587118100 2,514 73,821 SH   DFND 21 57,322 0 16,499
MENS WEARHOUSE INC COM 587118100 228 6,689 SH   DFND 23 6,689 0 0
MENTOR GRAPHICS CORP COM 587200106 103,863 4,444,300 SH   DFND 3 4,406,232 0 38,068
MENTOR GRAPHICS CORP COM 587200106 12,127 518,892 SH   DFND 17 518,892 0 0
MENTOR GRAPHICS CORP COM 587200106 1,337 57,200 SH   DFND 19 42,300 0 14,900
MENTOR GRAPHICS CORP COM 587200106 9,986 427,280 SH   DFND 21 164,266 0 263,014
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 658 500,000 PRN   DFND 4 500,000 0 0
MERCADOLIBRE INC COM 58733R102 1,617 11,985 SH   DFND 17 11,985 0 0
MERCANTILE BANK CORP COM 587376104 123 5,649 SH   DFND 21 5,649 0 0
MERCER INTL INC COM 588056101 238 33,535 SH   DFND 21 33,535 0 0
MERCK & CO INC NEW COM 58933Y105 261,784 5,498,504 SH   DFND 3 4,686,704 0 811,800
MERCK & CO INC NEW COM 58933Y105 89,408 1,877,918 SH   DFND 4 1,505,245 0 372,673
MERCK & CO INC NEW COM 58933Y105 100,155 2,103,659 SH   DFND 17 2,069,787 0 33,872
MERCK & CO INC NEW COM 58933Y105 278 5,837 SH   DFND 19 0 0 5,837
MERCK & CO INC NEW COM 58933Y105 61,449 1,290,702 SH   DFND 21 949,852 0 340,850
MERCK & CO INC NEW COM 58933Y105 1,724 36,221 SH   DFND 23 36,221 0 0
MERCK & CO INC NEW COM 58933Y105 148 3,100 SH   DFND 24 3,100 0 0
MEREDITH CORP COM 589433101 93,495 1,963,353 SH   DFND 3 1,941,653 0 21,700
MERGE HEALTHCARE INC COM 589499102 2,020 774,070 SH   DFND 17 722,805 0 51,265
MERITOR INC COM 59001K100 370 47,100 SH   DFND 17 6,300 0 40,800
MERITOR INC COM 59001K100 285 36,300 SH   DFND 21 36,300 0 0
METHANEX CORP COM 59151K108 130,822 2,551,626 SH   DFND 3 2,529,726 0 21,900
METHANEX CORP COM 59151K108 3,788 73,891 SH   DFND 17 73,891 0 0
METHANEX CORP COM 59151K108 5,761 112,367 SH   DFND 21 87,779 0 24,588
METHODE ELECTRS INC COM 591520200 9,373 334,760 SH   DFND 17 290,860 0 43,900
METLIFE INC COM 59156R108 266,880 5,684,344 SH   DFND 3 4,869,944 0 814,400
METLIFE INC COM 59156R108 139,826 2,978,186 SH   DFND 17 1,993,397 0 984,789
METLIFE INC COM 59156R108 79 1,681 SH   DFND 19 0 0 1,681
METLIFE INC COM 59156R108 22,027 469,160 SH   DFND 21 337,171 0 131,989
MICROSOFT CORP COM 594918104 313,932 9,433,067 SH   DFND 3 7,940,767 0 1,492,300
MICROSOFT CORP COM 594918104 188,878 5,670,295 SH   DFND 4 4,918,490 0 751,805
MICROSOFT CORP COM 594918104 397,142 11,933,358 SH   DFND 17 8,832,788 0 3,100,570
MICROSOFT CORP COM 594918104 121,861 3,661,701 SH   DFND 19 3,304,390 0 357,311
MICROSOFT CORP COM 594918104 23,559 707,912 SH   DFND 20 707,912 0 0
MICROSOFT CORP COM 594918104 147,248 4,424,506 SH   DFND 21 3,125,610 0 1,298,896
MICROSOFT CORP COM 594918104 2,911 87,474 SH   DFND 23 87,474 0 0
MICROSOFT CORP COM 594918104 123 3,700 SH   DFND 24 3,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 54,960 1,364,107 SH   DFND 17 1,125,792 0 238,315
MICROCHIP TECHNOLOGY INC COM 595017104 44,534 1,105,331 SH   DFND 19 1,031,815 0 73,516
MICROCHIP TECHNOLOGY INC COM 595017104 17,202 426,946 SH   DFND 21 414,873 0 12,073
MICROCHIP TECHNOLOGY INC COM 595017104 197 4,900 SH   DFND 24 4,900 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1,572 1,000,000 PRN   DFND 4 1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 119,283 6,828,295 SH   DFND 17 4,633,390 0 2,194,905
MICRON TECHNOLOGY INC COM 595112103 29 1,680 SH   DFND 19 0 0 1,680
MICRON TECHNOLOGY INC COM 595112103 27,393 1,568,096 SH   DFND 21 1,358,695 0 209,401
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 4,076 2,200,000 PRN   DFND 4 2,200,000 0 0
MIDDLEBY CORP COM 596278101 6,842 32,750 SH   DFND 17 32,750 0 0
MIDDLEBY CORP COM 596278101 1,797 8,600 SH   DFND 19 6,300 0 2,300
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,626 79,800 SH   DFND 17 32,800 0 47,000
MITCHAM INDS INC COM 606501104 240 15,706 SH   DFND 21 15,706 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1,874 433,700 SH   DFND 3 433,700 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 35,973 8,327,057 SH   DFND 17 8,327,057 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 9,332 503,486 SH   DFND 17 192,686 0 310,800
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 10,783 484,400 SH   DFND 19 484,400 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 43,044 1,933,681 SH   DFND 21 423,440 0 1,510,241
MOHAWK INDS INC COM 608190104 21,150 162,380 SH   DFND 17 162,380 0 0
MOHAWK INDS INC COM 608190104 23 180 SH   DFND 19 0 0 180
MOHAWK INDS INC COM 608190104 349 2,679 SH   DFND 21 1,107 0 1,572
MOLEX INC COM 608554101 8 220 SH   DFND 19 0 0 220
MOLEX INC COM 608554101 1,964 50,980 SH   DFND 21 0 0 50,980
MOLINA HEALTHCARE INC COM 60855R100 41 1,155 SH   DFND 21 1,155 0 0
MOLSON COORS BREWING CO CL B 60871R209 248,129 4,949,707 SH   DFND 3 4,128,607 0 821,100
MOLSON COORS BREWING CO CL B 60871R209 95,368 1,902,412 SH   DFND 17 1,223,152 0 679,260
MOLSON COORS BREWING CO CL B 60871R209 23 462 SH   DFND 19 0 0 462
MOLSON COORS BREWING CO CL B 60871R209 18,900 377,025 SH   DFND 21 104,936 0 272,089
MOLSON COORS BREWING CO CL B 60871R209 764 15,241 SH   DFND 23 15,241 0 0
MOLYCORP INC DEL NOTE 3.250% 6/1 608753AA7 1,155 1,650,000 PRN   DFND 4 1,650,000 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,621 112,640 SH   DFND 17 0 0 112,640
MONARCH CASINO & RESORT INC COM 609027107 1,568 82,600 SH   DFND 17 60,600 0 22,000
MONDELEZ INTL INC CL A 609207105 326 10,380 SH   DFND 17 0 0 10,380
MONDELEZ INTL INC CL A 609207105 8,928 284,129 SH   DFND 19 200,684 0 83,445
MONDELEZ INTL INC CL A 609207105 1,612 51,290 SH   DFND 21 0 0 51,290
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,915 101,702 SH   DFND 17 101,702 0 0
MONSANTO CO NEW COM 61166W101 29 275 SH   DFND 4 275 0 0
MONSANTO CO NEW COM 61166W101 168,831 1,617,618 SH   DFND 17 915,469 0 702,149
MONSANTO CO NEW COM 61166W101 7,022 67,283 SH   DFND 19 26,512 0 40,771
MONSANTO CO NEW COM 61166W101 27,898 267,300 SH   DFND 20 267,300 0 0
MONSANTO CO NEW COM 61166W101 3,046 29,188 SH   DFND 21 20,200 0 8,988
MONSANTO CO NEW COM 61166W101 23,807 228,100 SH   DFND 24 228,100 0 0
MONSTER BEVERAGE CORP COM 611740101 54,689 1,046,670 SH   DFND 17 907,085 0 139,585
MONSTER BEVERAGE CORP COM 611740101 9 180 SH   DFND 19 0 0 180
MONSTER WORLDWIDE INC COM 611742107 208 47,100 SH   DFND 21 47,100 0 0
MOODYS CORP COM 615369105 24 340 SH   DFND 19 0 0 340
MOODYS CORP COM 615369105 1,837 26,113 SH   DFND 21 18,745 0 7,368
MORGAN STANLEY COM NEW 617446448 79 2,936 SH   DFND 19 0 0 2,936
MORGAN STANLEY COM NEW 617446448 14,971 555,505 SH   DFND 21 172,265 0 383,240
MORGAN STANLEY COM NEW 617446448 1,096 40,686 SH   DFND 23 40,686 0 0
MORNINGSTAR INC COM 617700109 1,577 19,900 SH   DFND 17 19,900 0 0
MOSAIC CO NEW COM 61945C103 43,000 999,530 SH   DFND 17 364,345 0 635,185
MOSAIC CO NEW COM 61945C103 1,143 26,563 SH   DFND 19 0 0 26,563
MOSAIC CO NEW COM 61945C103 1,190 27,664 SH   DFND 21 18,830 0 8,834
MOTORCAR PTS AMER INC COM 620071100 2,644 208,700 SH   DFND 17 153,600 0 55,100
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,554 43,006 SH   DFND 17 41,341 0 1,665
MOTOROLA SOLUTIONS INC COM NEW 620076307 29 490 SH   DFND 19 0 0 490
MOTOROLA SOLUTIONS INC COM NEW 620076307 16,460 277,192 SH   DFND 21 138,086 0 139,106
MOTOROLA SOLUTIONS INC COM NEW 620076307 601 10,117 SH   DFND 23 10,117 0 0
MOVADO GROUP INC COM 624580106 7,397 169,065 SH   DFND 17 169,065 0 0
MUELLER WTR PRODS INC COM SER A 624758108 524 65,600 SH   DFND 17 4,300 0 61,300
MULTI COLOR CORP COM 625383104 323 9,505 SH   DFND 21 9,505 0 0
MURPHY OIL CORP COM 626717102 8,976 148,800 SH   DFND 3 148,800 0 0
MURPHY OIL CORP COM 626717102 3,405 56,448 SH   DFND 17 56,381 0 67
MURPHY OIL CORP COM 626717102 28 470 SH   DFND 19 0 0 470
MURPHY OIL CORP COM 626717102 38,903 644,936 SH   DFND 21 412,935 0 232,001
MURPHY OIL CORP COM 626717102 1,852 30,707 SH   DFND 23 30,707 0 0
MURPHY USA INC COM 626755102 1,503 37,200 SH   DFND 3 37,200 0 0
MURPHY USA INC COM 626755102 568 14,052 SH   DFND 17 14,052 0 0
MURPHY USA INC COM 626755102 5 117 SH   DFND 19 0 0 117
MURPHY USA INC COM 626755102 3,174 78,587 SH   DFND 21 28,253 0 50,334
MURPHY USA INC COM 626755102 310 7,676 SH   DFND 23 7,676 0 0
MYLAN INC COM 628530107 9,226 241,718 SH   DFND 17 241,572 0 146
MYLAN INC COM 628530107 35 925 SH   DFND 19 0 0 925
MYLAN INC COM 628530107 52,316 1,370,611 SH   DFND 21 491,397 0 879,214
MYLAN INC COM 628530107 106 2,790 SH   DFND 23 2,790 0 0
MYLAN INC COM 628530107 1,718 45,000 SH   DFND 24 45,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 3,774 1,300,000 PRN   DFND 4 1,300,000 0 0
MYRIAD GENETICS INC COM 62855J104 1,215 51,686 SH   DFND 21 14,739 0 36,947
NCR CORP NEW COM 62886E108 1,648 41,600 SH   DFND 17 41,600 0 0
NCR CORP NEW COM 62886E108 13 330 SH   DFND 19 0 0 330
NCR CORP NEW COM 62886E108 846 21,351 SH   DFND 21 0 0 21,351
NII HLDGS INC CL B NEW 62913F201 1,686 277,824 SH   DFND 4 277,824 0 0
NII HLDGS INC CL B NEW 62913F201 2 380 SH   DFND 19 0 0 380
NN INC COM 629337106 1,833 117,800 SH   DFND 17 86,600 0 31,200
NN INC COM 629337106 81 5,228 SH   DFND 21 5,228 0 0
NPS PHARMACEUTICALS INC COM 62936P103 7,648 240,415 SH   DFND 17 240,415 0 0
NRG ENERGY INC COM NEW 629377508 5,263 192,584 SH   DFND 17 0 0 192,584
NRG ENERGY INC COM NEW 629377508 13 490 SH   DFND 19 0 0 490
NRG ENERGY INC COM NEW 629377508 161 5,891 SH   DFND 21 0 0 5,891
NYSE EURONEXT COM 629491101 19 448 SH   DFND 19 0 0 448
NYSE EURONEXT COM 629491101 297 7,066 SH   DFND 21 0 0 7,066
NASDAQ OMX GROUP INC COM 631103108 128 4,000 SH   DFND 21 4,000 0 0
NATIONAL HEALTHCARE CORP COM 635906100 109 2,300 SH   DFND 21 2,300 0 0
NATIONAL OILWELL VARCO INC COM 637071101 39,354 503,825 SH   DFND 4 503,825 0 0
NATIONAL OILWELL VARCO INC COM 637071101 99,780 1,277,423 SH   DFND 17 345,902 0 931,521
NATIONAL OILWELL VARCO INC COM 637071101 39,001 499,306 SH   DFND 19 399,981 0 99,325
NATIONAL OILWELL VARCO INC COM 637071101 15,519 198,683 SH   DFND 21 198,683 0 0
NATIONAL OILWELL VARCO INC COM 637071101 812 10,400 SH   DFND 24 10,400 0 0
NATIONAL TECHNICAL SYS INC COM 638104109 1,252 54,800 SH   DFND 21 0 0 54,800
NATIONAL WESTN LIFE INS CO CL A 638522102 312 1,546 SH   DFND 21 1,546 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 11,156 198,395 SH   DFND 17 198,395 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 2,711 48,205 SH   DFND 19 35,805 0 12,400
NATUS MEDICAL INC DEL COM 639050103 292 20,597 SH   DFND 21 20,597 0 0
NAUTILUS INC COM 63910B102 4,913 680,474 SH   DFND 17 580,049 0 100,425
NAVIGANT CONSULTING INC COM 63935N107 216 13,964 SH   DFND 21 13,964 0 0
NEENAH PAPER INC COM 640079109 37,490 953,692 SH   DFND 3 953,692 0 0
NEENAH PAPER INC COM 640079109 2,715 69,067 SH   DFND 17 69,067 0 0
NEENAH PAPER INC COM 640079109 1,005 25,566 SH   DFND 21 25,566 0 0
NEKTAR THERAPEUTICS COM 640268108 10,627 1,016,950 SH   DFND 17 343,950 0 673,000
NEKTAR THERAPEUTICS COM 640268108 574 55,000 SH   DFND 24 55,000 0 0
NELNET INC CL A 64031N108 2,422 63,000 SH   DFND 17 47,100 0 15,900
NELNET INC CL A 64031N108 1,204 31,326 SH   DFND 21 31,326 0 0
NEOPHOTONICS CORP COM 64051T100 1,097 148,500 SH   DFND 17 109,200 0 39,300
NETAPP INC COM 64110D104 12,846 301,411 SH   DFND 17 249,410 0 52,001
NETAPP INC COM 64110D104 24 560 SH   DFND 19 0 0 560
NETAPP INC COM 64110D104 747 17,529 SH   DFND 21 0 0 17,529
NETFLIX INC COM 64110L106 42,687 138,053 SH   DFND 17 111,135 0 26,918
NETFLIX INC COM 64110L106 28 90 SH   DFND 19 0 0 90
NETEASE INC SPONSORED ADR 64110W102 66,160 911,300 SH   DFND 17 690,520 0 220,780
NETEASE INC SPONSORED ADR 64110W102 219 3,019 SH   DFND 21 0 0 3,019
NETGEAR INC COM 64111Q104 38 1,240 SH   DFND 21 0 0 1,240
NETSUITE INC COM 64118Q107 2,653 24,580 SH   DFND 17 24,580 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,563 226,400 SH   DFND 17 0 0 226,400
NEUSTAR INC CL A 64126X201 3,862 78,058 SH   DFND 17 78,058 0 0
NEUSTAR INC CL A 64126X201 24,369 492,502 SH   DFND 21 133,447 0 359,055
NEUSTAR INC CL A 64126X201 393 7,950 SH   DFND 23 7,950 0 0
NEVSUN RES LTD COM 64156L101 125 39,552 SH   DFND 21 39,552 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 262 10,535 SH   DFND 17 0 0 10,535
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 20,864 837,927 SH   DFND 20 179,890 0 658,037
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 6,994 280,868 SH   DFND 21 280,868 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 13 833 SH   DFND 19 0 0 833
NEW YORK CMNTY BANCORP INC COM 649445103 247 16,337 SH   DFND 21 0 0 16,337
NEWCASTLE INVT CORP COM 65105M108 1,124 200,000 SH   DFND 4 200,000 0 0
NEWELL RUBBERMAID INC COM 651229106 272,135 9,895,816 SH   DFND 3 8,340,963 0 1,554,853
NEWELL RUBBERMAID INC COM 651229106 73,663 2,678,668 SH   DFND 17 2,643,838 0 34,830
NEWELL RUBBERMAID INC COM 651229106 20 735 SH   DFND 19 0 0 735
NEWELL RUBBERMAID INC COM 651229106 203 7,382 SH   DFND 21 1,171 0 6,211
NEWMARKET CORP COM 651587107 96,843 336,364 SH   DFND 3 333,064 0 3,300
NEWMONT MINING CORP COM 651639106 2,598 92,470 SH   DFND 4 92,470 0 0
NEWMONT MINING CORP COM 651639106 241 8,591 SH   DFND 17 8,400 0 191
NEWMONT MINING CORP COM 651639106 32 1,130 SH   DFND 19 0 0 1,130
NEWMONT MINING CORP COM 651639106 25,215 897,319 SH   DFND 21 50,499 0 846,820
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,011 1,000,000 PRN   DFND 4 1,000,000 0 0
NEWS CORP NEW CL A 65249B109 14 871 SH   DFND 19 0 0 871
NEWS CORP NEW CL A 65249B109 485 30,192 SH   DFND 21 3,662 0 26,530
NEWS CORP NEW CL A 65249B109 100 6,220 SH   DFND 23 6,220 0 0
NEWS CORP NEW CL A 65249B109 15 950 SH   DFND 24 950 0 0
NEWS CORP NEW CL B 65249B208 6 350 SH   DFND 19 0 0 350
NEWS CORP NEW CL B 65249B208 529 32,171 SH   DFND 21 29,375 0 2,796
NEXTERA ENERGY INC COM 65339F101 5,132 64,020 SH   DFND 17 64,020 0 0
NEXTERA ENERGY INC COM 65339F101 67 840 SH   DFND 19 0 0 840
NEXTERA ENERGY INC COM 65339F101 38,808 484,132 SH   DFND 21 292,162 0 191,970
NEXTERA ENERGY INC COM 65339F101 661 8,247 SH   DFND 23 8,247 0 0
NIKE INC CL B 654106103 102,942 1,417,156 SH   DFND 17 1,235,586 0 181,570
NIKE INC CL B 654106103 37,394 514,791 SH   DFND 19 372,758 0 142,033
NIKE INC CL B 654106103 4,763 65,568 SH   DFND 21 47,095 0 18,473
NIKE INC CL B 654106103 211 2,900 SH   DFND 24 2,900 0 0
NISOURCE INC COM 65473P105 1,738 56,280 SH   DFND 17 56,280 0 0
NISOURCE INC COM 65473P105 23 744 SH   DFND 19 0 0 744
NISOURCE INC COM 65473P105 5,711 184,867 SH   DFND 21 84,451 0 100,416
NOKIA CORP SPONSORED ADR 654902204 64 9,770 SH   DFND 17 9,770 0 0
NOBLE ENERGY INC COM 655044105 705 10,525 SH   DFND 17 10,525 0 0
NOBLE ENERGY INC COM 655044105 55 820 SH   DFND 19 0 0 820
NOBLE ENERGY INC COM 655044105 4,939 73,707 SH   DFND 21 50,312 0 23,395
NOBLE ENERGY INC COM 655044105 1,474 22,000 SH   DFND 24 22,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 46,162 596,800 SH   DFND 3 479,300 0 117,500
NORFOLK SOUTHERN CORP COM 655844108 12,715 164,388 SH   DFND 17 164,268 0 120
NORFOLK SOUTHERN CORP COM 655844108 69 890 SH   DFND 19 0 0 890
NORFOLK SOUTHERN CORP COM 655844108 6,305 81,509 SH   DFND 21 72,450 0 9,059
NORFOLK SOUTHERN CORP COM 655844108 85 1,100 SH   DFND 23 1,100 0 0
NORTEK INC COM NEW 656559309 330 4,796 SH   DFND 21 4,796 0 0
NORTHEAST UTILS COM 664397106 20 493 SH   DFND 19 0 0 493
NORTHEAST UTILS COM 664397106 760 18,421 SH   DFND 21 0 0 18,421
NORTHERN TR CORP COM 665859104 62,042 1,140,896 SH   DFND 17 427,516 0 713,380
NORTHERN TR CORP COM 665859104 27 490 SH   DFND 19 0 0 490
NORTHERN TR CORP COM 665859104 1,402 25,778 SH   DFND 21 21,840 0 3,938
NORTHROP GRUMMAN CORP COM 666807102 297,396 3,121,935 SH   DFND 3 2,644,335 0 477,600
NORTHROP GRUMMAN CORP COM 666807102 89,638 940,986 SH   DFND 17 940,726 0 260
NORTHROP GRUMMAN CORP COM 666807102 56 584 SH   DFND 19 0 0 584
NORTHROP GRUMMAN CORP COM 666807102 55,984 587,702 SH   DFND 21 220,263 0 367,439
NORTHSTAR RLTY FIN CORP COM 66704R100 17,178 1,851,123 SH   DFND 4 1,851,123 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 21,801 1,649,064 SH   DFND 4 1,160,727 0 488,337
NORTHWEST BIOTHERAPEUTICS IN *W EXP 99/99/999 66737P113 180 90,050 SH   DFND 17 0 0 90,050
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 630 187,500 SH   DFND 17 0 0 187,500
NORTHWESTERN CORP COM NEW 668074305 2,879 64,099 SH   DFND 21 17,680 0 46,419
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,271 800,000 PRN   DFND 4 800,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 13,047 136,276 SH   DFND 21 65,906 0 70,370
NU SKIN ENTERPRISES INC CL A 67018T105 378 3,947 SH   DFND 23 3,947 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 34,932 1,870,048 SH   DFND 17 689,273 0 1,180,775
NUANCE COMMUNICATIONS INC COM 67020Y100 10 540 SH   DFND 19 0 0 540
NUANCE COMMUNICATIONS INC COM 67020Y100 1,790 95,800 SH   DFND 21 95,800 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 33 1,740 SH   DFND 23 1,740 0 0
NUCOR CORP COM 670346105 30 610 SH   DFND 19 0 0 610
NUCOR CORP COM 670346105 473 9,640 SH   DFND 21 0 0 9,640
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 743 55,000 SH   DFND 4 55,000 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 718 55,000 SH   DFND 4 55,000 0 0
NVIDIA CORP COM 67066G104 236 15,160 SH   DFND 17 0 0 15,160
NVIDIA CORP COM 67066G104 15 990 SH   DFND 19 0 0 990
NVIDIA CORP COM 67066G104 240 15,406 SH   DFND 21 3,158 0 12,248
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 655 55,000 SH   DFND 4 55,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 5,079 385,936 SH   DFND 20 385,936 0 0
NV ENERGY INC COM 67073Y106 4,849 205,381 SH   DFND 17 205,381 0 0
NV ENERGY INC COM 67073Y106 10,735 454,676 SH   DFND 21 243,536 0 211,140
OI S.A. SPN ADR REP PFD 670851203 185 100,545 SH   DFND 21 0 0 100,545
NUVEEN QUALITY INCOME MUN FD COM 670977107 694 55,000 SH   DFND 4 55,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,498 11,742 SH   DFND 17 11,700 0 42
O REILLY AUTOMOTIVE INC NEW COM 67103H107 28 220 SH   DFND 19 0 0 220
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,526 35,476 SH   DFND 21 15,130 0 20,346
O REILLY AUTOMOTIVE INC NEW COM 67103H107 176 1,380 SH   DFND 23 1,380 0 0
OFG BANCORP COM 67103X102 1,577 97,400 SH   DFND 17 97,400 0 0
OFG BANCORP COM 67103X102 319 19,700 SH   DFND 21 19,700 0 0
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 7,235 138,200 SH   DFND 3 138,200 0 0
OASIS PETE INC NEW COM 674215108 7,054 143,580 SH   DFND 17 143,580 0 0
OASIS PETE INC NEW COM 674215108 2,002 40,755 SH   DFND 19 30,255 0 10,500
OCCIDENTAL PETE CORP DEL COM 674599105 28 304 SH   DFND 4 304 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 96,063 1,026,976 SH   DFND 17 314,221 0 712,755
OCCIDENTAL PETE CORP DEL COM 674599105 1,179 12,599 SH   DFND 19 11,016 0 1,583
OCCIDENTAL PETE CORP DEL COM 674599105 2,828 30,235 SH   DFND 21 13,540 0 16,695
OCEANEERING INTL INC COM 675232102 354 4,359 SH   DFND 21 1,644 0 2,715
OCEANEERING INTL INC COM 675232102 812 10,000 SH   DFND 24 10,000 0 0
OCWEN FINL CORP COM NEW 675746309 7,652 137,200 SH   DFND 17 129,000 0 8,200
OCWEN FINL CORP COM NEW 675746309 1,863 33,400 SH   DFND 19 24,800 0 8,600
OCWEN FINL CORP COM NEW 675746309 14,109 252,980 SH   DFND 21 215,848 0 37,132
OILTANKING PARTNERS L P UNIT LTD 678049107 1,440 28,100 SH   DFND 17 14,600 0 13,500
OLD DOMINION FGHT LINES INC COM 679580100 2,542 55,263 SH   DFND 21 0 0 55,263
OLD NATL BANCORP IND COM 680033107 56,588 3,985,056 SH   DFND 3 3,919,292 0 65,764
OLD NATL BANCORP IND COM 680033107 5,027 354,014 SH   DFND 17 354,014 0 0
OLD NATL BANCORP IND COM 680033107 675 47,500 SH   DFND 21 47,500 0 0
OLIN CORP COM PAR $1 680665205 96,679 4,190,670 SH   DFND 3 4,152,468 0 38,202
OLIN CORP COM PAR $1 680665205 3,037 131,660 SH   DFND 17 131,660 0 0
OLIN CORP COM PAR $1 680665205 5,187 224,830 SH   DFND 21 104,672 0 120,158
OMNICARE INC COM 681904108 5,825 104,963 SH   DFND 17 104,963 0 0
OMNICARE INC COM 681904108 12 220 SH   DFND 19 0 0 220
OMNICARE INC COM 681904108 46,096 830,554 SH   DFND 21 381,423 0 449,131
OMNICARE INC COM 681904108 414 7,467 SH   DFND 23 7,467 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 1,065 500,000 PRN   DFND 4 500,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 1,130 800,000 PRN   DFND 4 800,000 0 0
OMNICOM GROUP INC COM 681919106 40 630 SH   DFND 19 0 0 630
OMEGA HEALTHCARE INVS INC COM 681936100 77,892 2,607,700 SH   DFND 3 2,583,200 0 24,500
OMEGA HEALTHCARE INVS INC COM 681936100 3,337 111,705 SH   DFND 17 111,705 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 5,514 184,594 SH   DFND 21 42,071 0 142,523
OMNIVISION TECHNOLOGIES INC COM 682128103 446 29,133 SH   DFND 21 15,273 0 13,860
OMNICELL INC COM 68213N109 3,210 135,552 SH   DFND 17 135,552 0 0
ON ASSIGNMENT INC COM 682159108 5,904 178,905 SH   DFND 17 178,905 0 0
ON ASSIGNMENT INC COM 682159108 1,551 47,000 SH   DFND 19 34,800 0 12,200
ON SEMICONDUCTOR CORP COM 682189105 50 6,835 SH   DFND 17 6,835 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 152 150,000 PRN   DFND 4 150,000 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 2,408 259,800 SH   DFND 17 0 0 259,800
ONCOTHYREON INC COM 682324108 413 200,300 SH   DFND 17 0 0 200,300
ONEOK INC NEW COM 682680103 24 450 SH   DFND 19 0 0 450
ONEOK INC NEW COM 682680103 278 5,208 SH   DFND 21 0 0 5,208
ONYX PHARMACEUTICALS INC COM 683399109 3,472 27,840 SH   DFND 21 0 0 27,840
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 1,925 600,000 PRN   DFND 4 600,000 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,051 115,400 SH   DFND 4 115,400 0 0
ORACLE CORP COM 68389X105 60 1,810 SH   DFND 4 1,810 0 0
ORACLE CORP COM 68389X105 64,707 1,950,770 SH   DFND 17 812,003 0 1,138,767
ORACLE CORP COM 68389X105 3,069 92,526 SH   DFND 19 0 0 92,526
ORACLE CORP COM 68389X105 65,435 1,972,726 SH   DFND 21 1,038,571 0 934,155
ORACLE CORP COM 68389X105 2,081 62,741 SH   DFND 23 62,741 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 2,065 164,050 SH   DFND 17 0 0 164,050
ORANGE SPONSORED ADR 684060106 55,285 4,419,259 SH   DFND 3 3,236,859 0 1,182,400
ORANGE SPONSORED ADR 684060106 20,275 1,620,680 SH   DFND 17 1,620,680 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 1,485 53,684 SH   DFND 17 39,249 0 14,435
OREXIGEN THERAPEUTICS INC COM 686164104 3,019 491,752 SH   DFND 17 260,052 0 231,700
OSHKOSH CORP COM 688239201 10,963 223,835 SH   DFND 17 193,645 0 30,190
OSHKOSH CORP COM 688239201 38 772 SH   DFND 21 772 0 0
OTTER TAIL CORP COM 689648103 369 13,358 SH   DFND 21 13,358 0 0
OUTERWALL INC COM 690070107 8,854 176,980 SH   DFND 21 139,617 0 37,363
OUTERWALL INC COM 690070107 597 11,933 SH   DFND 23 11,933 0 0
OWENS & MINOR INC NEW COM 690732102 93,511 2,703,400 SH   DFND 3 2,676,950 0 26,450
OWENS & MINOR INC NEW COM 690732102 15 430 SH   DFND 17 430 0 0
OWENS CORNING NEW COM 690742101 10,342 272,300 SH   DFND 17 272,300 0 0
OWENS ILL INC COM NEW 690768403 11 380 SH   DFND 19 0 0 380
OWENS ILL INC COM NEW 690768403 188 6,265 SH   DFND 21 6,265 0 0
OXFORD RESOURCE PARTNERS LP COM UNIT RP LP 691807101 2,450 1,256,617 SH   DFND 4 1,256,617 0 0
PDF SOLUTIONS INC COM 693282105 9,492 446,663 SH   DFND 17 400,723 0 45,940
PDL BIOPHARMA INC COM 69329Y104 2,226 279,270 SH   DFND 17 279,270 0 0
PDL BIOPHARMA INC COM 69329Y104 2,302 288,877 SH   DFND 21 192,087 0 96,790
PG&E CORP COM 69331C108 1,446 35,340 SH   DFND 17 7,000 0 28,340
PG&E CORP COM 69331C108 36 870 SH   DFND 19 0 0 870
PG&E CORP COM 69331C108 2,220 54,256 SH   DFND 21 37,303 0 16,953
PG&E CORP COM 69331C108 130 3,180 SH   DFND 23 3,180 0 0
PHH CORP COM NEW 693320202 52,394 2,206,997 SH   DFND 4 2,206,997 0 0
PHH CORP COM NEW 693320202 242 10,207 SH   DFND 21 8,228 0 1,979
PHH CORP NOTE 6.000% 6/1 693320AQ6 4,055 1,997,000 PRN   DFND 4 1,997,000 0 0
PGT INC COM 69336V101 2,806 283,175 SH   DFND 17 283,175 0 0
PNC FINL SVCS GROUP INC COM 693475105 278,625 3,845,757 SH   DFND 3 3,226,257 0 619,500
PNC FINL SVCS GROUP INC COM 693475105 114,082 1,574,624 SH   DFND 17 1,219,335 0 355,289
PNC FINL SVCS GROUP INC COM 693475105 76 1,048 SH   DFND 19 0 0 1,048
PNC FINL SVCS GROUP INC COM 693475105 25,706 354,805 SH   DFND 21 278,106 0 76,699
PNC FINL SVCS GROUP INC COM 693475105 1,062 14,657 SH   DFND 23 14,657 0 0
POSCO SPONSORED ADR 693483109 55,545 754,271 SH   DFND 3 488,988 0 265,283
POSCO SPONSORED ADR 693483109 17,011 231,002 SH   DFND 17 231,002 0 0
POSCO SPONSORED ADR 693483109 118 1,600 SH   DFND 21 0 0 1,600
PNM RES INC COM 69349H107 1,744 77,062 SH   DFND 17 77,062 0 0
PNM RES INC COM 69349H107 7,029 310,615 SH   DFND 21 191,987 0 118,628
PPG INDS INC COM 693506107 9,055 54,200 SH   DFND 3 54,200 0 0
PPG INDS INC COM 693506107 30,406 182,009 SH   DFND 17 178,089 0 3,920
PPG INDS INC COM 693506107 55 330 SH   DFND 19 0 0 330
PPG INDS INC COM 693506107 4,083 24,439 SH   DFND 21 17,650 0 6,789
PPG INDS INC COM 693506107 157 940 SH   DFND 23 940 0 0
PPG INDS INC COM 693506107 1,270 7,600 SH   DFND 24 7,600 0 0
PPL CORP COM 69351T106 15,907 523,600 SH   DFND 3 523,600 0 0
PPL CORP COM 69351T106 8,399 276,473 SH   DFND 17 192,295 0 84,178
PPL CORP COM 69351T106 33 1,070 SH   DFND 19 0 0 1,070
PPL CORP COM 69351T106 10,192 335,494 SH   DFND 21 275,705 0 59,789
PPL CORP COM 69351T106 793 26,115 SH   DFND 23 26,115 0 0
PPL CORP UNIT 99/99/9999S 69351T114 19,601 364,800 SH   DFND 4 364,800 0 0
PVH CORP COM 693656100 2,129 17,941 SH   DFND 21 3,470 0 14,471
PTC INC COM 69370C100 4,285 150,725 SH   DFND 17 150,725 0 0
PACCAR INC COM 693718108 46 827 SH   DFND 19 0 0 827
PACCAR INC COM 693718108 488 8,772 SH   DFND 21 0 0 8,772
PACIFIC SUNWEAR CALIF INC COM 694873100 1,437 478,900 SH   DFND 17 352,300 0 126,600
PACIRA PHARMACEUTICALS INC COM 695127100 5,266 109,510 SH   DFND 17 109,510 0 0
PACKAGING CORP AMER COM 695156109 628 11,000 SH   DFND 17 11,000 0 0
PACKAGING CORP AMER COM 695156109 923 16,175 SH   DFND 21 1,807 0 14,368
PALL CORP COM 696429307 479 6,218 SH   DFND 17 6,218 0 0
PALL CORP COM 696429307 10,542 136,834 SH   DFND 19 117,658 0 19,176
PALL CORP COM 696429307 250 3,251 SH   DFND 21 0 0 3,251
PALL CORP COM 696429307 20,950 271,935 SH   DFND 24 271,935 0 0
PALO ALTO NETWORKS INC COM 697435105 19,873 433,715 SH   DFND 17 340,170 0 93,545
PANDORA MEDIA INC COM 698354107 72,857 2,899,205 SH   DFND 17 2,437,785 0 461,420
PAREXEL INTL CORP COM 699462107 5,314 105,790 SH   DFND 17 105,790 0 0
PAREXEL INTL CORP COM 699462107 576 11,468 SH   DFND 21 0 0 11,468
PARK OHIO HLDGS CORP COM 700666100 2,425 63,124 SH   DFND 17 46,259 0 16,865
PARK STERLING CORP COM 70086Y105 1,538 239,925 SH   DFND 17 177,015 0 62,910
PARKER DRILLING CO COM 701081101 4,027 706,535 SH   DFND 17 706,535 0 0
PARKER DRILLING CO COM 701081101 811 142,331 SH   DFND 21 142,331 0 0
PARKER HANNIFIN CORP COM 701094104 19,146 176,100 SH   DFND 3 176,100 0 0
PARKER HANNIFIN CORP COM 701094104 2,633 24,220 SH   DFND 17 24,163 0 57
PARKER HANNIFIN CORP COM 701094104 34 315 SH   DFND 19 0 0 315
PARKER HANNIFIN CORP COM 701094104 14,139 130,046 SH   DFND 21 112,450 0 17,596
PATRICK INDS INC COM 703343103 6,355 211,477 SH   DFND 17 189,887 0 21,590
PATTERSON COMPANIES INC COM 703395103 761 18,932 SH   DFND 17 18,900 0 32
PATTERSON COMPANIES INC COM 703395103 15 370 SH   DFND 19 0 0 370
PATTERSON UTI ENERGY INC COM 703481101 10 490 SH   DFND 19 0 0 490
PATTERSON UTI ENERGY INC COM 703481101 73 3,413 SH   DFND 21 3,413 0 0
PAYCHEX INC COM 704326107 29 705 SH   DFND 19 0 0 705
PEABODY ENERGY CORP COM 704549104 34 1,972 SH   DFND 4 1,972 0 0
PEABODY ENERGY CORP COM 704549104 16,596 962,103 SH   DFND 17 0 0 962,103
PEABODY ENERGY CORP COM 704549104 10 600 SH   DFND 19 0 0 600
PEABODY ENERGY CORP COM 704549104 13,340 773,318 SH   DFND 21 0 0 773,318
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 565 700,000 PRN   DFND 4 700,000 0 0
PEGASYSTEMS INC COM 705573103 1,764 44,300 SH   DFND 17 15,600 0 28,700
PEMBINA PIPELINE CORP COM 706327103 196 5,902 SH   DFND 21 0 0 5,902
PENN VA CORP COM 707882106 1,474 221,729 SH   DFND 4 221,729 0 0
PENN VA CORP COM 707882106 2,441 367,084 SH   DFND 17 367,084 0 0
PENN WEST PETE LTD NEW COM 707887105 12 1,100 SH   DFND 19 0 0 1,100
PENN WEST PETE LTD NEW COM 707887105 381 34,248 SH   DFND 21 9,527 0 24,721
PENNEY J C INC COM 708160106 4 450 SH   DFND 19 0 0 450
PENNEY J C INC COM 708160106 5,541 629,280 SH   DFND 21 394,290 0 234,990
PENNEY J C INC COM 708160106 346 39,270 SH   DFND 23 39,270 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,715 75,614 SH   DFND 17 75,614 0 0
PENNYMAC MTG INVT TR COM 70931T103 4,361 192,293 SH   DFND 21 51,712 0 140,581
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,701 63,200 SH   DFND 17 36,600 0 26,600
PENSKE AUTOMOTIVE GRP INC COM 70959W103 513 12,011 SH   DFND 21 9,716 0 2,295
PEOPLES BANCORP INC COM 709789101 202 9,684 SH   DFND 21 9,684 0 0
PEPSICO INC COM 713448108 4,384 55,148 SH   DFND 4 55,148 0 0
PEPSICO INC COM 713448108 106,327 1,337,448 SH   DFND 17 347,832 0 989,616
PEPSICO INC COM 713448108 241 3,028 SH   DFND 19 0 0 3,028
PEPSICO INC COM 713448108 14,364 180,683 SH   DFND 21 150,149 0 30,534
PEPSICO INC COM 713448108 351 4,419 SH   DFND 23 4,419 0 0
PEPSICO INC COM 713448108 487 6,120 SH   DFND 24 6,120 0 0
PERKINELMER INC COM 714046109 112,693 2,985,258 SH   DFND 3 2,958,525 0 26,733
PERKINELMER INC COM 714046109 15,359 406,858 SH   DFND 17 325,090 0 81,768
PERRIGO CO COM 714290103 28 230 SH   DFND 19 0 0 230
PERRIGO CO COM 714290103 6,249 50,651 SH   DFND 21 18,048 0 32,603
PERRIGO CO COM 714290103 120 970 SH   DFND 23 970 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 229 6,300 SH   DFND 17 6,300 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 4,553 125,400 SH   DFND 21 125,400 0 0
PETMED EXPRESS INC COM 716382106 366 22,499 SH   DFND 21 22,499 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 19,730 1,179,300 SH   DFND 19 1,179,300 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12,887 770,319 SH   DFND 21 113,195 0 657,124
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 55 3,556 SH   DFND 17 3,556 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,772 178,950 SH   DFND 19 144,700 0 34,250
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,673 366,212 SH   DFND 21 255,364 0 110,848
PETSMART INC COM 716768106 12 160 SH   DFND 19 0 0 160
PETSMART INC COM 716768106 317 4,160 SH   DFND 21 925 0 3,235
PHARMACYCLICS INC COM 716933106 21,429 154,815 SH   DFND 17 64,035 0 90,780
PHARMACYCLICS INC COM 716933106 1,777 12,850 SH   DFND 19 9,550 0 3,300
PHARMACYCLICS INC COM 716933106 3,871 28,000 SH   DFND 24 28,000 0 0
PFIZER INC COM 717081103 301,443 10,499,590 SH   DFND 3 8,834,290 0 1,665,300
PFIZER INC COM 717081103 35,780 1,246,268 SH   DFND 4 1,246,268 0 0
PFIZER INC COM 717081103 237,965 8,288,585 SH   DFND 17 5,772,811 0 2,515,774
PFIZER INC COM 717081103 37,978 1,322,121 SH   DFND 19 1,131,363 0 190,758
PFIZER INC COM 717081103 30,121 1,048,600 SH   DFND 20 1,048,600 0 0
PFIZER INC COM 717081103 121,307 4,223,051 SH   DFND 21 2,797,238 0 1,425,813
PFIZER INC COM 717081103 3,300 114,893 SH   DFND 23 114,893 0 0
PFIZER INC COM 717081103 144 5,000 SH   DFND 24 5,000 0 0
PHARMERICA CORP COM 71714F104 3,317 249,937 SH   DFND 21 74,581 0 175,356
PHILIP MORRIS INTL INC COM 718172109 41,659 481,105 SH   DFND 4 481,105 0 0
PHILIP MORRIS INTL INC COM 718172109 110,491 1,276,021 SH   DFND 17 1,205,314 0 70,707
PHILIP MORRIS INTL INC COM 718172109 2,042 23,580 SH   DFND 19 0 0 23,580
PHILIP MORRIS INTL INC COM 718172109 7,758 89,600 SH   DFND 20 89,600 0 0
PHILIP MORRIS INTL INC COM 718172109 49,057 566,539 SH   DFND 21 393,463 0 173,076
PHILIP MORRIS INTL INC COM 718172109 320 3,700 SH   DFND 24 3,700 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 841 12,400 SH   DFND 17 12,400 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,939 72,800 SH   DFND 21 72,800 0 0
PHILLIPS 66 COM 718546104 19,427 335,990 SH   DFND 4 335,990 0 0
PHILLIPS 66 COM 718546104 7,889 136,434 SH   DFND 17 136,434 0 0
PHILLIPS 66 COM 718546104 72 1,243 SH   DFND 19 0 0 1,243
PHILLIPS 66 COM 718546104 64,056 1,107,857 SH   DFND 21 677,389 0 430,468
PHILLIPS 66 COM 718546104 1,214 21,000 SH   DFND 24 21,000 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 2,675 237,750 SH   DFND 17 139,237 0 98,513
PHOTOMEDEX INC COM PAR $0.01 719358301 697 43,856 SH   DFND 21 43,856 0 0
PIER 1 IMPORTS INC COM 720279108 2,887 147,911 SH   DFND 21 119,547 0 28,364
PIER 1 IMPORTS INC COM 720279108 264 13,521 SH   DFND 23 13,521 0 0
PIKE ELEC CORP COM 721283109 261 23,040 SH   DFND 21 23,040 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 10,637 633,505 SH   DFND 17 46,000 0 587,505
PILGRIMS PRIDE CORP NEW COM 72147K108 7,537 449,167 SH   DFND 24 449,167 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 1,267 21,060 SH   DFND 4 21,060 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 4,764 45,000 SH   DFND 24 45,000 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 181,947 1,734,479 SH   DFND 4 1,734,479 0 0
PIMCO ETF TR GB ADV INF BD 72201R791 49,490 1,000,000 SH   DFND 4 1,000,000 0 0
PIMCO ETF TR ENHAN SHRT MAT 72201R833 100,072 987,000 SH   DFND 4 987,000 0 0
PINNACLE WEST CAP CORP COM 723484101 4,767 87,077 SH   DFND 17 87,077 0 0
PINNACLE WEST CAP CORP COM 723484101 15 270 SH   DFND 19 0 0 270
PINNACLE WEST CAP CORP COM 723484101 19,878 363,128 SH   DFND 21 174,307 0 188,821
PIONEER NAT RES CO COM 723787107 8,176 43,307 SH   DFND 19 25,559 0 17,748
PIONEER NAT RES CO COM 723787107 869 4,602 SH   DFND 21 1,151 0 3,451
PIONEER NAT RES CO COM 723787107 2,096 11,100 SH   DFND 24 11,100 0 0
PIONEER NAT RES CO COM 723787107 80,242 425,009 SH   DFND 17 353,794 0 71,215
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 14,473 327,230 SH   DFND 4 327,230 0 0
PITNEY BOWES INC COM 724479100 10,459 575,000 SH   DFND 3 575,000 0 0
PITNEY BOWES INC COM 724479100 1 77 SH   DFND 17 0 0 77
PITNEY BOWES INC COM 724479100 9 510 SH   DFND 19 0 0 510
PITNEY BOWES INC COM 724479100 1,233 67,807 SH   DFND 21 45,274 0 22,533
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 5,103 96,907 SH   DFND 21 23,780 0 73,127
PLUM CREEK TIMBER CO INC COM 729251108 12 257 SH   DFND 17 257 0 0
PLUM CREEK TIMBER CO INC COM 729251108 12 250 SH   DFND 19 0 0 250
PLUM CREEK TIMBER CO INC COM 729251108 129 2,755 SH   DFND 21 0 0 2,755
POINTS INTL LTD COM NEW 730843208 5,557 240,463 SH   DFND 17 205,843 0 34,620
POLARIS INDS INC COM 731068102 1,226 9,490 SH   DFND 17 9,490 0 0
POLARIS INDS INC COM 731068102 1,491 11,540 SH   DFND 19 8,640 0 2,900
POLARIS INDS INC COM 731068102 7,831 60,617 SH   DFND 21 39,864 0 20,753
POLARIS INDS INC COM 731068102 484 3,750 SH   DFND 23 3,750 0 0
POLYONE CORP COM 73179P106 5,781 188,256 SH   DFND 17 188,256 0 0
POLYPORE INTL INC COM 73179V103 316 7,704 SH   DFND 17 7,704 0 0
POLYPORE INTL INC COM 73179V103 6,554 159,974 SH   DFND 19 141,108 0 18,866
POLYPORE INTL INC COM 73179V103 11,405 278,374 SH   DFND 24 278,374 0 0
POPULAR INC COM NEW 733174700 145 5,533 SH   DFND 17 5,533 0 0
POPULAR INC COM NEW 733174700 2,236 85,174 SH   DFND 21 7,096 0 78,078
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 6,993 116,660 SH   DFND 17 116,660 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,897 31,660 SH   DFND 19 23,260 0 8,400
PORTLAND GEN ELEC CO COM NEW 736508847 2,587 91,625 SH   DFND 17 91,625 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 32,107 1,137,329 SH   DFND 21 695,088 0 442,241
PORTLAND GEN ELEC CO COM NEW 736508847 1,257 44,541 SH   DFND 23 44,541 0 0
POTASH CORP SASK INC COM 73755L107 20,582 658,000 SH Call DFND 4 658,000 0 0
POTASH CORP SASK INC COM 73755L107 53 1,680 SH   DFND 19 0 0 1,680
POTASH CORP SASK INC COM 73755L107 652 20,841 SH   DFND 21 1,279 0 19,562
POWER INTEGRATIONS INC COM 739276103 3,950 72,949 SH   DFND 17 72,949 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 736 9,325 SH   DFND 17 0 0 9,325
POWERSECURE INTL INC COM 73936N105 5,583 347,858 SH   DFND 17 301,498 0 46,360
PRAXAIR INC COM 74005P104 436 3,630 SH   DFND 17 3,630 0 0
PRAXAIR INC COM 74005P104 72 601 SH   DFND 19 0 0 601
PRAXAIR INC COM 74005P104 760 6,324 SH   DFND 21 0 0 6,324
PRAXAIR INC COM 74005P104 962 8,000 SH   DFND 24 8,000 0 0
PRECISION CASTPARTS CORP COM 740189105 26 113 SH   DFND 4 113 0 0
PRECISION CASTPARTS CORP COM 740189105 147,520 649,180 SH   DFND 17 624,537 0 24,643
PRECISION CASTPARTS CORP COM 740189105 75 330 SH   DFND 19 0 0 330
PRECISION CASTPARTS CORP COM 740189105 4,196 18,463 SH   DFND 21 14,503 0 3,960
PRECISION DRILLING CORP COM 2010 74022D308 105,193 10,604,100 SH   DFND 3 10,504,100 0 100,000
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,004 56,459 SH   DFND 17 41,384 0 15,075
PREMIERE GLOBAL SVCS INC COM 740585104 3,270 328,315 SH   DFND 17 328,315 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 552 55,400 SH   DFND 21 55,400 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,199 39,800 SH   DFND 17 21,100 0 18,700
PRICE T ROWE GROUP INC COM 74144T108 1,019 14,160 SH   DFND 17 14,160 0 0
PRICE T ROWE GROUP INC COM 74144T108 40 560 SH   DFND 19 0 0 560
PRICE T ROWE GROUP INC COM 74144T108 276 3,841 SH   DFND 21 0 0 3,841
PRICELINE COM INC COM NEW 741503403 504 499 SH   DFND 4 499 0 0
PRICELINE COM INC COM NEW 741503403 177,591 175,667 SH   DFND 17 147,364 0 28,303
PRICELINE COM INC COM NEW 741503403 86,907 85,966 SH   DFND 19 81,317 0 4,649
PRICELINE COM INC COM NEW 741503403 20,629 20,406 SH   DFND 20 20,406 0 0
PRICELINE COM INC COM NEW 741503403 27,168 26,874 SH   DFND 21 25,829 0 1,045
PRICELINE COM INC COM NEW 741503403 852 843 SH   DFND 23 843 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 1,290 1,000,000 PRN   DFND 4 1,000,000 0 0
PRIMORIS SVCS CORP COM 74164F103 7,002 274,914 SH   DFND 17 274,914 0 0
PRIMORIS SVCS CORP COM 74164F103 1,926 75,600 SH   DFND 19 56,000 0 19,600
PRIMERO MNG CORP COM 74164W106 126 23,200 SH   DFND 21 23,200 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,088 48,753 SH   DFND 17 48,753 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 18 420 SH   DFND 19 0 0 420
PRINCIPAL FINL GROUP INC COM 74251V102 7,275 169,886 SH   DFND 21 123,969 0 45,917
PROCTER & GAMBLE CO COM 742718109 144,080 1,906,072 SH   DFND 17 716,279 0 1,189,793
PROCTER & GAMBLE CO COM 742718109 9,422 124,642 SH   DFND 19 82,881 0 41,761
PROCTER & GAMBLE CO COM 742718109 51,951 687,273 SH   DFND 21 396,983 0 290,290
PROCTER & GAMBLE CO COM 742718109 2,008 26,563 SH   DFND 23 26,563 0 0
PROCTER & GAMBLE CO COM 742718109 113 1,500 SH   DFND 24 1,500 0 0
PRIVATEBANCORP INC COM 742962103 5,849 273,339 SH   DFND 17 273,339 0 0
PRIVATEBANCORP INC COM 742962103 1,773 82,870 SH   DFND 19 61,370 0 21,500
PROGRESSIVE CORP OHIO COM 743315103 37 1,360 SH   DFND 19 0 0 1,360
PROGRESSIVE CORP OHIO COM 743315103 303 11,120 SH   DFND 21 0 0 11,120
PROLOGIS INC COM 74340W103 3,965 105,402 SH   DFND 17 105,402 0 0
PROLOGIS INC COM 74340W103 31 828 SH   DFND 19 0 0 828
PROLOGIS INC COM 74340W103 539 14,340 SH   DFND 21 915 0 13,425
PROS HOLDINGS INC COM 74346Y103 3,768 110,207 SH   DFND 17 110,207 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,745 156,266 SH   DFND 21 33,721 0 122,545
PROSPERITY BANCSHARES INC COM 743606105 93,805 1,516,900 SH   DFND 3 1,502,700 0 14,200
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 27,879 6,154,369 SH   DFND 17 302,185 0 5,852,184
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 6,822 1,505,983 SH   DFND 24 1,505,983 0 0
PROTECTIVE LIFE CORP COM 743674103 96,119 2,258,969 SH   DFND 3 2,238,450 0 20,519
PROTECTIVE LIFE CORP COM 743674103 3,904 91,762 SH   DFND 17 91,762 0 0
PROTECTIVE LIFE CORP COM 743674103 22,691 533,276 SH   DFND 21 277,516 0 255,760
PROVIDENCE SVC CORP COM 743815102 6,684 232,970 SH   DFND 17 193,695 0 39,275
PRUDENTIAL FINL INC COM 744320102 93,421 1,198,011 SH   DFND 4 852,058 0 345,953
PRUDENTIAL FINL INC COM 744320102 42,100 539,878 SH   DFND 17 0 0 539,878
PRUDENTIAL FINL INC COM 744320102 73 938 SH   DFND 19 0 0 938
PRUDENTIAL FINL INC COM 744320102 22,368 286,841 SH   DFND 21 206,133 0 80,708
PUBLIC SVC ENTERPRISE GROUP COM 744573106 39 1,190 SH   DFND 19 0 0 1,190
PUBLIC SVC ENTERPRISE GROUP COM 744573106 420 12,743 SH   DFND 21 0 0 12,743
PUBLIC STORAGE COM 74460D109 37 229 SH   DFND 17 229 0 0
PUBLIC STORAGE COM 74460D109 48 300 SH   DFND 19 0 0 300
PUBLIC STORAGE COM 74460D109 466 2,903 SH   DFND 21 1,275 0 1,628
PULTE GROUP INC COM 745867101 359 21,746 SH   DFND 21 9,179 0 12,567
QEP RES INC COM 74733V100 9 340 SH   DFND 19 0 0 340
QEP RES INC COM 74733V100 176 6,355 SH   DFND 21 0 0 6,355
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 67,587 970,875 SH   DFND 17 732,585 0 238,290
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 25,183 302,675 SH   DFND 20 69,385 0 233,290
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 6,282 75,501 SH   DFND 21 75,501 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,290 15,500 SH   DFND   15,500 0 0
QIWI PLC SPON ADR REP B 74735M108 3,271 104,650 SH   DFND 21 0 0 104,650
QUALCOMM INC COM 747525103 139,172 2,066,094 SH   DFND 4 1,449,244 0 616,850
QUALCOMM INC COM 747525103 274,629 4,079,454 SH   DFND 17 1,856,034 0 2,223,420
QUALCOMM INC COM 747525103 3,637 54,025 SH   DFND 19 0 0 54,025
QUALCOMM INC COM 747525103 66,374 985,953 SH   DFND 21 456,115 0 529,838
QUALCOMM INC COM 747525103 1,150 17,079 SH   DFND 23 17,079 0 0
QUALCOMM INC COM 747525103 135 2,000 SH   DFND 24 2,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 38 2,010 SH   DFND 21 0 0 2,010
QUANTA SVCS INC COM 74762E102 35,908 1,305,277 SH   DFND 17 837,670 0 467,607
QUANTA SVCS INC COM 74762E102 2,189 79,554 SH   DFND 19 67,985 0 11,569
QUANTA SVCS INC COM 74762E102 991 36,010 SH   DFND 21 36,010 0 0
QUANTA SVCS INC COM 74762E102 3,851 140,000 SH   DFND 24 140,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,593 106,700 SH   DFND 3 106,700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 362 5,858 SH   DFND 17 5,800 0 58
QUEST DIAGNOSTICS INC COM 74834L100 14 220 SH   DFND 19 0 0 220
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 4,518 77,896 SH   DFND 17 67,296 0 10,600
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,670 63,278 SH   DFND 21 23,918 0 39,360
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,131 19,500 SH   DFND 24 19,500 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 10,326 230,090 SH   DFND 17 183,020 0 47,070
RACKSPACE HOSTING INC COM 750086100 5 100 SH   DFND 17 100 0 0
RACKSPACE HOSTING INC COM 750086100 147 2,795 SH   DFND 21 0 0 2,795
RALPH LAUREN CORP CL A 751212101 1,574 9,555 SH   DFND 19 0 0 9,555
RALPH LAUREN CORP CL A 751212101 5,119 31,078 SH   DFND 21 15,400 0 15,678
RALPH LAUREN CORP CL A 751212101 198 1,200 SH   DFND 24 1,200 0 0
RANGE RES CORP COM 75281A109 12,810 168,800 SH   DFND 24 168,800 0 0
RANGE RES CORP COM 75281A109 94,179 1,240,999 SH   DFND 17 1,082,819 0 158,180
RANGE RES CORP COM 75281A109 12,422 163,690 SH   DFND 19 121,452 0 42,238
RANGE RES CORP COM 75281A109 1,993 26,256 SH   DFND 21 22,071 0 4,185
RAPTOR PHARMACEUTICAL CORP COM 75382F106 1,655 110,807 SH   DFND 17 110,807 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 86,703 2,080,700 SH   DFND 3 2,059,200 0 21,500
RAYONIER INC COM 754907103 11 197 SH   DFND 17 197 0 0
RAYONIER INC COM 754907103 455 8,179 SH   DFND 21 2,000 0 6,179
RAYTHEON CO COM NEW 755111507 59 767 SH   DFND 19 0 0 767
REACHLOCAL INC COM 75525F104 3,283 275,647 SH   DFND 17 245,297 0 30,350
REALTY INCOME CORP COM 756109104 12 300 SH   DFND 17 300 0 0
REALTY INCOME CORP COM 756109104 191 4,804 SH   DFND 21 0 0 4,804
RED HAT INC COM 756577102 1,398 30,290 SH   DFND 17 0 0 30,290
RED HAT INC COM 756577102 9 200 SH   DFND 19 0 0 200
RED HAT INC COM 756577102 831 18,015 SH   DFND 21 18,015 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,425 34,100 SH   DFND 17 34,100 0 0
REDWOOD TR INC COM 758075402 3,697 187,785 SH   DFND 17 187,785 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 1,937 48,300 SH   DFND 3 48,300 0 0
REED ELSEVIER N V SPONS ADR NEW 758204200 41,431 1,033,201 SH   DFND 17 1,033,201 0 0
REED ELSEVIER P L C SPONS ADR NEW 758205207 129 2,400 SH   DFND 21 2,400 0 0
REGAL BELOIT CORP COM 758750103 200 2,944 SH   DFND 17 2,944 0 0
REGAL BELOIT CORP COM 758750103 5,732 84,384 SH   DFND 19 71,617 0 12,767
REGAL BELOIT CORP COM 758750103 10,338 152,180 SH   DFND 24 152,180 0 0
REGAL ENTMT GROUP CL A 758766109 482 25,400 SH   DFND 17 25,400 0 0
REGENERON PHARMACEUTICALS COM 75886F107 23,975 76,630 SH   DFND 17 8,070 0 68,560
REGENERON PHARMACEUTICALS COM 75886F107 69 220 SH   DFND 19 0 0 220
REGENERON PHARMACEUTICALS COM 75886F107 854 2,728 SH   DFND 21 0 0 2,728
REGENERON PHARMACEUTICALS COM 75886F107 8,760 28,000 SH   DFND 24 28,000 0 0
REGIONAL MGMT CORP COM 75902K106 1,934 60,810 SH   DFND 17 44,560 0 16,250
REGIONS FINL CORP NEW COM 7591EP100 7,768 838,900 SH   DFND 3 838,900 0 0
REGIONS FINL CORP NEW COM 7591EP100 219 23,635 SH   DFND 17 23,100 0 535
REGIONS FINL CORP NEW COM 7591EP100 26 2,779 SH   DFND 19 0 0 2,779
REGIONS FINL CORP NEW COM 7591EP100 452 48,759 SH   DFND 21 0 0 48,759
REINSURANCE GROUP AMER INC COM NEW 759351604 9,278 138,500 SH   DFND 3 138,500 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,660 54,634 SH   DFND 17 54,634 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,649 22,500 SH   DFND 3 22,500 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,693 91,348 SH   DFND 17 91,348 0 0
RENASANT CORP COM 75970E107 334 12,277 SH   DFND 21 12,277 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 9,923 655,000 SH   DFND 17 157,100 0 497,900
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,193 342,794 SH   DFND 24 342,794 0 0
RENREN INC SPONSORED ADR 759892102 4,975 1,476,326 SH   DFND 17 7,472 0 1,468,854
RENREN INC SPONSORED ADR 759892102 1,358 402,830 SH   DFND 21 402,830 0 0
REPLIGEN CORP COM 759916109 5,968 538,144 SH   DFND 17 469,475 0 68,669
RENT A CTR INC NEW COM 76009N100 22,809 598,509 SH   DFND 3 598,509 0 0
RENT A CTR INC NEW COM 76009N100 694 18,200 SH   DFND 21 18,200 0 0
RENTECH INC COM 760112102 9,943 5,021,706 SH   DFND 4 5,021,706 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 29,023 1,183,628 SH   DFND 3 1,183,628 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 1,582 133,001 SH   DFND 21 50,603 0 82,398
REPROS THERAPEUTICS INC COM NEW 76028H209 1,690 63,060 SH   DFND 17 63,060 0 0
REPUBLIC SVCS INC COM 760759100 1,304 39,100 SH   DFND 3 39,100 0 0
REPUBLIC SVCS INC COM 760759100 7,047 211,235 SH   DFND 17 185,446 0 25,789
REPUBLIC SVCS INC COM 760759100 31 925 SH   DFND 19 0 0 925
REPUBLIC SVCS INC COM 760759100 227 6,797 SH   DFND 21 0 0 6,797
RESMED INC COM 761152107 5,211 98,661 SH   DFND 17 98,661 0 0
RESMED INC COM 761152107 2,619 49,586 SH   DFND 21 6,238 0 43,348
RESOURCE CAP CORP COM 76120W302 394 66,404 SH   DFND 21 66,404 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 450 7,100 SH   DFND 17 7,100 0 0
RETAIL PPTYS AMER INC CL A 76131V202 63,337 4,606,352 SH   DFND 3 4,545,205 0 61,147
REVLON INC CL A NEW 761525609 353 12,715 SH   DFND 21 12,715 0 0
REX ENERGY CORPORATION COM 761565100 6,210 278,495 SH   DFND 17 278,495 0 0
REX ENERGY CORPORATION COM 761565100 1,515 67,900 SH   DFND 19 50,200 0 17,700
REX ENERGY CORPORATION COM 761565100 772 34,600 SH   DFND 24 34,600 0 0
REYNOLDS AMERICAN INC COM 761713106 249,602 5,116,884 SH   DFND 3 4,364,184 0 752,700
REYNOLDS AMERICAN INC COM 761713106 34,919 715,844 SH   DFND 4 715,844 0 0
REYNOLDS AMERICAN INC COM 761713106 60,313 1,236,434 SH   DFND 17 1,236,313 0 121
REYNOLDS AMERICAN INC COM 761713106 47 970 SH   DFND 19 0 0 970
REYNOLDS AMERICAN INC COM 761713106 25,502 522,793 SH   DFND 21 147,539 0 375,254
REYNOLDS AMERICAN INC COM 761713106 1,020 20,916 SH   DFND 23 20,916 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 97 27,000 SH   DFND 24 27,000 0 0
RIGNET INC COM 766582100 2,321 64,080 SH   DFND 17 46,870 0 17,210
RIO TINTO PLC SPONSORED ADR 767204100 90,303 1,851,997 SH   DFND 3 1,428,697 0 423,300
RIO TINTO PLC SPONSORED ADR 767204100 33,282 682,566 SH   DFND 17 682,566 0 0
RITE AID CORP COM 767754104 377 79,100 SH   DFND 17 0 0 79,100
RITE AID CORP COM 767754104 77 16,251 SH   DFND 21 0 0 16,251
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 8,999 318,650 SH   DFND 17 318,650 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,683 59,610 SH   DFND 19 44,210 0 15,400
ROBERT HALF INTL INC COM 770323103 12 300 SH   DFND 19 0 0 300
ROBERT HALF INTL INC COM 770323103 38 979 SH   DFND 21 979 0 0
ROCK-TENN CO CL A 772739207 78,707 777,200 SH   DFND 3 767,500 0 9,700
ROCK-TENN CO CL A 772739207 648 6,400 SH   DFND 17 6,400 0 0
ROCK-TENN CO CL A 772739207 1,486 14,674 SH   DFND 21 2,700 0 11,974
ROCKWELL AUTOMATION INC COM 773903109 9,085 84,950 SH   DFND 17 23,646 0 61,304
ROCKWELL AUTOMATION INC COM 773903109 33 310 SH   DFND 19 0 0 310
ROCKWELL AUTOMATION INC COM 773903109 514 4,805 SH   DFND 21 1,201 0 3,604
ROCKWELL COLLINS INC COM 774341101 20 300 SH   DFND 19 0 0 300
ROCKWELL COLLINS INC COM 774341101 431 6,355 SH   DFND 21 478 0 5,877
ROCKWELL MED INC COM 774374102 1,284 112,500 SH   DFND 17 82,715 0 29,785
ROCKWOOD HLDGS INC COM 774415103 42,511 635,444 SH   DFND 17 237,034 0 398,410
ROCKWOOD HLDGS INC COM 774415103 828 12,380 SH   DFND 21 12,380 0 0
ROCKY BRANDS INC COM 774515100 1,586 91,100 SH   DFND 17 67,200 0 23,900
ROGERS COMMUNICATIONS INC CL B 775109200 13 310 SH   DFND 19 0 0 310
ROGERS COMMUNICATIONS INC CL B 775109200 13,009 302,467 SH   DFND 21 73,153 0 229,314
ROPER INDS INC NEW COM 776696106 6,305 47,453 SH   DFND 17 39,128 0 8,325
ROPER INDS INC NEW COM 776696106 31,946 240,431 SH   DFND 19 196,315 0 44,116
ROPER INDS INC NEW COM 776696106 2,893 21,775 SH   DFND 21 19,100 0 2,675
ROPER INDS INC NEW COM 776696106 3,906 29,400 SH   DFND 24 29,400 0 0
ROSS STORES INC COM 778296103 290 3,983 SH   DFND 17 3,900 0 83
ROSS STORES INC COM 778296103 28 380 SH   DFND 19 0 0 380
ROSS STORES INC COM 778296103 3,024 41,541 SH   DFND 21 39,090 0 2,451
ROSS STORES INC COM 778296103 318 4,364 SH   DFND 23 4,364 0 0
ROVI CORP NOTE 2.625% 2/1 779376AB8 758 750,000 PRN   DFND 4 750,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 8,906 138,705 SH   DFND 17 138,705 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 179 2,794 SH   DFND 19 0 0 2,794
ROYAL BK CDA MONTREAL QUE COM 780087102 65,752 1,024,010 SH   DFND 21 588,691 0 435,319
ROYAL BK CDA MONTREAL QUE COM 780087102 26 400 SH   DFND 24 400 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 440,629 6,708,721 SH   DFND 3 5,592,498 0 1,116,223
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 118,750 1,808,016 SH   DFND 17 1,808,016 0 0
ROYAL GOLD INC COM 780287108 88,082 1,810,147 SH   DFND 3 1,792,947 0 17,200
ROYAL GOLD INC COM 780287108 2,960 60,829 SH   DFND 17 60,829 0 0
RUCKUS WIRELESS INC COM 781220108 14,196 843,485 SH   DFND 17 0 0 843,485
RUCKUS WIRELESS INC COM 781220108 7,698 457,390 SH   DFND 21 457,390 0 0
RUE21 INC COM 781295100 2,381 59,050 SH   DFND 21 0 0 59,050
RUSH ENTERPRISES INC CL A 781846209 600 22,650 SH   DFND 21 22,650 0 0
RYDER SYS INC COM 783549108 5,831 97,680 SH   DFND 17 97,660 0 20
RYDER SYS INC COM 783549108 1,787 29,930 SH   DFND 19 22,100 0 7,830
RYDER SYS INC COM 783549108 26,893 450,463 SH   DFND 21 297,661 0 152,802
RYDER SYS INC COM 783549108 1,416 23,716 SH   DFND 23 23,716 0 0
RYLAND GROUP INC COM 783764103 4,867 120,045 SH   DFND 17 120,045 0 0
RYLAND GROUP INC COM 783764103 1,316 32,465 SH   DFND 19 24,065 0 8,400
S & T BANCORP INC COM 783859101 559 23,100 SH   DFND 17 23,100 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 1,532 575,000 PRN   DFND 4 575,000 0 0
SEI INVESTMENTS CO COM 784117103 62,844 2,033,119 SH   DFND 17 949,032 0 1,084,087
SEI INVESTMENTS CO COM 784117103 12 400 SH   DFND 19 0 0 400
SEI INVESTMENTS CO COM 784117103 6,206 200,783 SH   DFND 21 200,783 0 0
SESA GOA LTD SPONSORED ADR 78413F103 557 49,380 SH   DFND 3 49,380 0 0
SHFL ENTMT INC COM 78423R105 2,818 122,700 SH   DFND 21 0 0 122,700
SK TELECOM LTD SPONSORED ADR 78440P108 129,624 5,710,294 SH   DFND 3 3,715,037 0 1,995,257
SK TELECOM LTD SPONSORED ADR 78440P108 42,541 1,874,037 SH   DFND 17 1,874,037 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 2,876 126,711 SH   DFND 21 58,456 0 68,255
SLM CORP COM 78442P106 301,965 12,127,102 SH   DFND 3 10,134,089 0 1,993,013
SLM CORP COM 78442P106 46,599 1,871,436 SH   DFND 4 1,871,436 0 0
SLM CORP COM 78442P106 72,055 2,893,789 SH   DFND 17 2,893,622 0 167
SLM CORP COM 78442P106 23 920 SH   DFND 19 0 0 920
SLM CORP COM 78442P106 22,874 918,618 SH   DFND 21 568,068 0 350,550
SLM CORP COM 78442P106 1,186 47,625 SH   DFND 23 47,625 0 0
SM ENERGY CO COM 78454L100 658 8,530 SH   DFND 17 8,530 0 0
SM ENERGY CO COM 78454L100 3,802 49,258 SH   DFND 21 49,258 0 0
SM ENERGY CO COM 78454L100 1,142 14,800 SH   DFND 24 14,800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 33,620 200,000 SH Put DFND 4 200,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,056 42,000 SH   DFND 17 0 0 42,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,033 12,100 SH   DFND 21 0 0 12,100
SPS COMM INC COM 78463M107 3,376 50,452 SH   DFND 17 50,452 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 153,438 1,197,147 SH   DFND 4 1,197,147 0 0
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SPDR GOLD TRUST GOLD SHS 78463V107 910 7,100 SH   DFND 24 7,100 0 0
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SS&C TECHNOLOGIES HLDGS INC COM 78467J100 564 14,809 SH   DFND 21 0 0 14,809
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SANOFI RIGHT 12/31/2020 80105N113 237 117,300 SH   DFND 17 0 0 117,300
SANOFI RIGHT 12/31/2020 80105N113 1 550 SH   DFND 19 0 0 550
SANTARUS INC COM 802817304 1,274 56,400 SH   DFND 19 41,800 0 14,600
SANTARUS INC COM 802817304 6,684 296,150 SH   DFND 17 265,950 0 30,200
SAP AG SPON ADR 803054204 7,279 98,475 SH   DFND 17 96,585 0 1,890
SAREPTA THERAPEUTICS INC COM 803607100 1,197 25,350 SH   DFND 24 25,350 0 0
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SASOL LTD SPONSORED ADR 803866300 54,229 1,134,742 SH   DFND 17 1,134,742 0 0
SASOL LTD SPONSORED ADR 803866300 11,986 250,800 SH   DFND 21 243,300 0 7,500
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SCANA CORP NEW COM 80589M102 732 15,904 SH   DFND 17 15,850 0 54
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SCANA CORP NEW COM 80589M102 2,667 57,923 SH   DFND 21 2,396 0 55,527
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SCHLUMBERGER LTD COM 806857108 46,927 531,092 SH   DFND 19 445,367 0 85,725
SCHLUMBERGER LTD COM 806857108 9,056 102,494 SH   DFND 20 102,494 0 0
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SCHWAB CHARLES CORP NEW COM 808513105 62 2,940 SH   DFND 19 0 0 2,940
SCHWAB CHARLES CORP NEW COM 808513105 580 27,425 SH   DFND 21 0 0 27,425
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,793 46,136 SH   DFND 21 41,629 0 4,507
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 14,097 180,475 SH   DFND 17 156,380 0 24,095
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 20 250 SH   DFND 19 0 0 250
SEACHANGE INTL INC COM 811699107 3,298 287,569 SH   DFND 17 230,769 0 56,800
SEALED AIR CORP NEW COM 81211K100 10 360 SH   DFND 19 0 0 360
SEALED AIR CORP NEW COM 81211K100 416 15,315 SH   DFND 21 7,551 0 7,764
SEATTLE GENETICS INC COM 812578102 6,634 151,350 SH   DFND 17 25,500 0 125,850
SEATTLE GENETICS INC COM 812578102 2,279 52,000 SH   DFND 24 52,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 85,491 4,291,700 SH Put DFND 4 4,291,700 0 0
SELECT MED HLDGS CORP COM 81619Q105 520 64,482 SH   DFND 21 64,482 0 0
SEMGROUP CORP CL A 81663A105 606 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 3,410 113,716 SH   DFND 17 113,716 0 0
SEMPRA ENERGY COM 816851109 45 520 SH   DFND 19 0 0 520
SEMPRA ENERGY COM 816851109 489 5,718 SH   DFND 21 1,400 0 4,318
SENSIENT TECHNOLOGIES CORP COM 81725T100 107,817 2,251,350 SH   DFND 3 2,230,350 0 21,000
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,875 101,804 SH   DFND 17 101,804 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 7,530 157,232 SH   DFND 21 81,163 0 76,069
SERVICE CORP INTL COM 817565104 467 25,075 SH   DFND 17 25,075 0 0
SERVICE CORP INTL COM 817565104 808 43,393 SH   DFND 21 0 0 43,393
SERVICENOW INC COM 81762P102 6,919 133,195 SH   DFND 17 133,195 0 0
SERVICESOURCE INTL LLC COM 81763U100 12,711 1,052,240 SH   DFND 17 0 0 1,052,240
SERVICESOURCE INTL LLC COM 81763U100 7,498 620,685 SH   DFND 21 620,685 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 21 900 SH   DFND 19 0 0 900
SHAW COMMUNICATIONS INC CL B CONV 82028K200 31,714 1,364,646 SH   DFND 21 594,122 0 770,524
SHERWIN WILLIAMS CO COM 824348106 17,477 95,930 SH   DFND 17 84,450 0 11,480
SHERWIN WILLIAMS CO COM 824348106 44 240 SH   DFND 19 0 0 240
SHERWIN WILLIAMS CO COM 824348106 301 1,651 SH   DFND 21 0 0 1,651
SHERWIN WILLIAMS CO COM 824348106 1,275 7,000 SH   DFND 24 7,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 7,848 65,459 SH   DFND 17 43,414 0 22,045
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SHUTTERFLY INC COM 82568P304 1,106 19,790 SH   DFND 17 0 0 19,790
SIBANYE GOLD LTD SPONSORED ADR 825724206 87 16,728 SH   DFND 21 12,427 0 4,301
SIEMENS A G SPONSORED ADR 826197501 2,049 17,000 SH   DFND 3 17,000 0 0
SIEMENS A G SPONSORED ADR 826197501 40,063 332,443 SH   DFND 17 332,443 0 0
SIGMA ALDRICH CORP COM 826552101 601 7,046 SH   DFND 17 7,000 0 46
SIGMA ALDRICH CORP COM 826552101 24 280 SH   DFND 19 0 0 280
SILGAN HOLDINGS INC COM 827048109 56,071 1,193,010 SH   DFND 3 1,173,910 0 19,100
SILGAN HOLDINGS INC COM 827048109 20 425 SH   DFND 17 425 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 224 17,163 SH   DFND 17 17,163 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 536 41,075 SH   DFND 21 22,471 0 18,604
SILICON GRAPHICS INTL CORP COM 82706L108 1,501 92,390 SH   DFND 17 92,390 0 0
SILVER WHEATON CORP COM 828336107 7,642 308,500 SH   DFND 3 308,500 0 0
SILVER WHEATON CORP COM 828336107 15 600 SH   DFND 19 0 0 600
SILVER WHEATON CORP COM 828336107 211 8,510 SH   DFND 21 0 0 8,510
SIMON PPTY GROUP INC NEW COM 828806109 395 2,666 SH   DFND 17 2,666 0 0
SIMON PPTY GROUP INC NEW COM 828806109 89 600 SH   DFND 19 0 0 600
SIMON PPTY GROUP INC NEW COM 828806109 9,502 64,103 SH   DFND 21 56,901 0 7,202
SIRONA DENTAL SYSTEMS INC COM 82966C103 14,282 213,390 SH   DFND 17 184,190 0 29,200
SIRONA DENTAL SYSTEMS INC COM 82966C103 254 3,800 SH   DFND 24 3,800 0 0
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SIRIUS XM RADIO INC COM 82967N108 240 62,049 SH   DFND 21 0 0 62,049
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,272 185,625 SH   DFND 17 185,625 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,548 45,800 SH   DFND 19 33,900 0 11,900
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,673 79,106 SH   DFND 21 61,386 0 17,720
SIX FLAGS ENTMT CORP NEW COM 83001A102 245 7,236 SH   DFND 23 7,236 0 0
SKECHERS U S A INC CL A 830566105 7,366 236,770 SH   DFND 17 207,470 0 29,300
SKYWEST INC COM 830879102 1,269 87,400 SH   DFND 21 64,352 0 23,048
SKYWORKS SOLUTIONS INC COM 83088M102 5,158 207,657 SH   DFND 17 203,657 0 4,000
SKYWORKS SOLUTIONS INC COM 83088M102 4,752 191,323 SH   DFND 21 157,658 0 33,665
SMITH & WESSON HLDG CORP COM 831756101 919 83,585 SH   DFND 17 485 0 83,100
SMITH & WESSON HLDG CORP COM 831756101 398 36,200 SH   DFND 21 36,200 0 0
SMITH A O COM 831865209 3,688 81,600 SH   DFND 17 60,000 0 21,600
SMITH A O COM 831865209 391 8,650 SH   DFND 21 8,650 0 0
SMITHFIELD FOODS INC COM 832248108 24,234 713,400 SH Call DFND 4 713,400 0 0
SMUCKER J M CO COM NEW 832696405 26 250 SH   DFND 19 0 0 250
SMUCKER J M CO COM NEW 832696405 939 8,942 SH   DFND 21 3,156 0 5,786
SMUCKER J M CO COM NEW 832696405 359 3,421 SH   DFND 23 3,421 0 0
SNAP ON INC COM 833034101 1,456 14,630 SH   DFND 17 14,630 0 0
SNAP ON INC COM 833034101 29,757 299,066 SH   DFND 21 181,073 0 117,993
SNAP ON INC COM 833034101 1,171 11,771 SH   DFND 23 11,771 0 0
SOLAR CAP LTD COM 83413U100 71,366 3,219,023 SH   DFND 4 2,279,272 0 939,751
SOLAZYME INC COM 83415T101 557 51,655 SH   DFND 17 0 0 51,655
SOLARWINDS INC COM 83416B109 190 5,408 SH   DFND 21 0 0 5,408
SOLAR SR CAP LTD COM 83416M105 19,766 1,093,266 SH   DFND 4 775,805 0 317,461
SOLARCITY CORP COM 83416T100 5,709 165,000 SH   DFND 17 100 0 164,900
SOLARCITY CORP COM 83416T100 3,366 97,270 SH   DFND 21 97,270 0 0
SONIC CORP COM 835451105 5,758 324,420 SH   DFND 17 324,420 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 23,110 971,000 SH   DFND 3 971,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 727 30,530 SH   DFND 17 30,530 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,507 63,305 SH   DFND 19 45,805 0 17,500
SONIC AUTOMOTIVE INC CL A 83545G102 885 37,164 SH   DFND 21 0 0 37,164
SONOCO PRODS CO COM 835495102 105,494 2,709,140 SH   DFND 3 2,683,240 0 25,900
SOUFUN HLDGS LTD ADR 836034108 5,227 101,220 SH   DFND 17 100,470 0 750
SOUFUN HLDGS LTD ADR 836034108 1,011 19,582 SH   DFND 21 0 0 19,582
SOURCEFIRE INC COM 83616T108 1,797 23,667 SH   DFND 21 0 0 23,667
SOUTHERN CO COM 842587107 2,240 54,385 SH   DFND 17 54,050 0 335
SOUTHERN CO COM 842587107 70 1,710 SH   DFND 19 0 0 1,710
SOUTHERN CO COM 842587107 802 19,473 SH   DFND 21 0 0 19,473
SOUTHERN COPPER CORP COM 84265V105 18 667 SH   DFND 19 0 0 667
SOUTHERN COPPER CORP COM 84265V105 16,721 613,857 SH   DFND 21 0 0 613,857
SOUTHWEST AIRLS CO COM 844741108 8,240 565,900 SH   DFND 3 565,900 0 0
SOUTHWEST AIRLS CO COM 844741108 109 7,471 SH   DFND 17 7,200 0 271
SOUTHWEST AIRLS CO COM 844741108 3,104 213,184 SH   DFND 21 36,015 0 177,169
SOUTHWEST GAS CORP COM 844895102 11,212 224,241 SH   DFND 21 122,798 0 101,443
SOUTHWEST GAS CORP COM 844895102 624 12,485 SH   DFND 23 12,485 0 0
SOUTHWESTERN ENERGY CO COM 845467109 29,817 819,590 SH   DFND 17 367,240 0 452,350
SOUTHWESTERN ENERGY CO COM 845467109 4,815 132,342 SH   DFND 19 110,985 0 21,357
SOUTHWESTERN ENERGY CO COM 845467109 28,164 774,166 SH   DFND 20 774,166 0 0
SOUTHWESTERN ENERGY CO COM 845467109 672 18,463 SH   DFND 21 13,500 0 4,963
SOUTHWESTERN ENERGY CO COM 845467109 9,895 272,000 SH   DFND 24 272,000 0 0
SPARTON CORP COM 847235108 2,194 86,025 SH   DFND 17 63,365 0 22,660
SPECTRA ENERGY CORP COM 847560109 52 1,532 SH   DFND 19 0 0 1,532
SPECTRA ENERGY CORP COM 847560109 686 20,043 SH   DFND 21 5,366 0 14,677
SPECTRANETICS CORP COM 84760C107 5,437 323,998 SH   DFND 17 290,268 0 33,730
SPECTRUM PHARMACEUTICALS INC COM 84763A108 25 3,000 SH   DFND 21 0 0 3,000
SPEED COMM INC COM 84764T106 1,887 575,200 SH   DFND 17 423,732 0 151,468
SPIRIT AIRLS INC COM 848577102 18,849 550,000 SH   DFND 4 550,000 0 0
SPIRIT AIRLS INC COM 848577102 4,499 131,290 SH   DFND 17 131,290 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 28,917 3,150,000 SH   DFND 4 3,150,000 0 0
SPRINT CORP COM SER 1 85207U105 11 1,836 SH   DFND 19 0 0 1,836
SPRINT CORP COM SER 1 85207U105 91 14,674 SH   DFND 21 0 0 14,674
STAAR SURGICAL CO COM PAR $0.01 852312305 4,968 366,916 SH   DFND 17 328,316 0 38,600
STAGE STORES INC COM NEW 85254C305 92 4,789 SH   DFND 21 4,789 0 0
STAMPS COM INC COM NEW 852857200 486 10,571 SH   DFND 21 10,571 0 0
STANCORP FINL GROUP INC COM 852891100 1,689 30,700 SH   DFND 17 30,700 0 0
STANDARD MTR PRODS INC COM 853666105 585 18,183 SH   DFND 21 18,183 0 0
STANDEX INTL CORP COM 854231107 18,852 317,376 SH   DFND 3 317,376 0 0
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STANLEY BLACK & DECKER INC COM 854502101 31 342 SH   DFND 19 0 0 342
STANLEY BLACK & DECKER INC COM 854502101 1,590 17,561 SH   DFND 21 12,000 0 5,561
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2,055 15,000 SH   DFND 4 15,000 0 0
STANTEC INC COM 85472N109 804 15,708 SH   DFND 17 15,708 0 0
STANTEC INC COM 85472N109 2,658 51,899 SH   DFND 21 14,681 0 37,218
STAPLES INC COM 855030102 252,529 17,237,505 SH   DFND 3 14,491,405 0 2,746,100
STAPLES INC COM 855030102 81,356 5,553,323 SH   DFND 4 3,923,724 0 1,629,599
STAPLES INC COM 855030102 64,918 4,431,236 SH   DFND 17 4,430,983 0 253
STAPLES INC COM 855030102 15 1,030 SH   DFND 19 0 0 1,030
STAPLES INC COM 855030102 6,351 433,492 SH   DFND 21 348,920 0 84,572
STAPLES INC COM 855030102 334 22,820 SH   DFND 23 22,820 0 0
STARBUCKS CORP COM 855244109 102,630 1,333,383 SH   DFND 17 690,078 0 643,305
STARBUCKS CORP COM 855244109 78,838 1,024,268 SH   DFND 19 988,932 0 35,336
STARBUCKS CORP COM 855244109 22,804 296,272 SH   DFND 20 296,272 0 0
STARBUCKS CORP COM 855244109 10,384 134,904 SH   DFND 21 117,086 0 17,818
STARWOOD PPTY TR INC COM 85571B105 81,493 3,399,800 SH   DFND 3 3,370,300 0 29,500
STARWOOD PPTY TR INC COM 85571B105 2,893 120,693 SH   DFND 17 120,693 0 0
STARWOOD PPTY TR INC COM 85571B105 2,988 124,659 SH   DFND 21 20,749 0 103,910
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 51,969 782,073 SH   DFND 17 362,378 0 419,695
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 28 423 SH   DFND 19 0 0 423
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,528 23,001 SH   DFND 20 23,001 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,081 16,274 SH   DFND 21 11,460 0 4,814
STATE STR CORP COM 857477103 9,087 138,200 SH   DFND 3 138,200 0 0
STATE STR CORP COM 857477103 1,933 29,396 SH   DFND 17 29,225 0 171
STATE STR CORP COM 857477103 70 1,058 SH   DFND 19 0 0 1,058
STATE STR CORP COM 857477103 7,666 116,600 SH   DFND 21 79,980 0 36,620
STATE STR CORP COM 857477103 1,792 27,249 SH   DFND 23 27,249 0 0
STATOIL ASA SPONSORED ADR 85771P102 92,184 4,064,550 SH   DFND 3 3,171,150 0 893,400
STATOIL ASA SPONSORED ADR 85771P102 31,265 1,378,541 SH   DFND 17 1,378,541 0 0
STEEL DYNAMICS INC COM 858119100 101,395 6,064,300 SH   DFND 3 6,008,600 0 55,700
STEELCASE INC CL A 858155203 3,991 240,135 SH   DFND 17 240,135 0 0
STEELCASE INC CL A 858155203 367 22,060 SH   DFND 21 22,060 0 0
STEPAN CO COM 858586100 35,259 610,760 SH   DFND 3 610,760 0 0
STEPAN CO COM 858586100 706 12,224 SH   DFND 21 0 0 12,224
STEMLINE THERAPEUTICS INC COM 85858C107 1,155 25,500 SH   DFND 17 19,100 0 6,400
STERICYCLE INC COM 858912108 5,988 51,893 SH   DFND 17 38,288 0 13,605
STERICYCLE INC COM 858912108 12,123 105,054 SH   DFND 19 91,073 0 13,981
STERICYCLE INC COM 858912108 21 186 SH   DFND 21 186 0 0
STERICYCLE INC COM 858912108 22,303 193,265 SH   DFND 24 193,265 0 0
STERIS CORP COM 859152100 109,364 2,545,708 SH   DFND 3 2,524,708 0 21,000
STERIS CORP COM 859152100 1,265 29,435 SH   DFND 21 17,206 0 12,229
STERLING FINL CORP WASH COM NEW 859319303 4,316 150,635 SH   DFND 17 150,635 0 0
STERLING FINL CORP WASH COM NEW 859319303 1,236 43,135 SH   DFND 19 31,935 0 11,200
STERLING FINL CORP WASH COM NEW 859319303 374 13,039 SH   DFND 21 13,039 0 0
STEWART ENTERPRISES INC CL A 860370105 2,308 175,476 SH   DFND 21 0 0 175,476
STEWART INFORMATION SVCS COR COM 860372101 7,999 250,051 SH   DFND 17 250,051 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,385 43,300 SH   DFND 19 32,000 0 11,300
STEWART INFORMATION SVCS COR COM 860372101 970 30,309 SH   DFND 21 30,309 0 0
STONE ENERGY CORP COM 861642106 201 6,184 SH   DFND 21 6,184 0 0
STONERIDGE INC COM 86183P102 4,244 392,594 SH   DFND 17 333,794 0 58,800
STONERIDGE INC COM 86183P102 114 10,555 SH   DFND 21 10,555 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 1,362 179,275 SH   DFND 17 131,515 0 47,760
STRYKER CORP COM 863667101 45 670 SH   DFND 19 0 0 670
STRYKER CORP COM 863667101 616 9,115 SH   DFND 21 0 0 9,115
STURM RUGER & CO INC COM 864159108 74,145 1,183,857 SH   DFND 3 1,172,775 0 11,082
STURM RUGER & CO INC COM 864159108 213 3,394 SH   DFND 21 3,394 0 0
SUN LIFE FINL INC COM 866796105 417 13,029 SH   DFND 17 13,029 0 0
SUN LIFE FINL INC COM 866796105 44 1,380 SH   DFND 19 0 0 1,380
SUN LIFE FINL INC COM 866796105 1,009 31,551 SH   DFND 21 16,365 0 15,186
SUNCOR ENERGY INC NEW COM 867224107 67,475 1,885,833 SH   DFND 19 1,689,245 0 196,588
SUNCOR ENERGY INC NEW COM 867224107 24,475 684,049 SH   DFND 21 641,110 0 42,939
SUNCOR ENERGY INC NEW COM 867224107 336 9,400 SH   DFND 24 9,400 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 798 160,930 SH   DFND 17 118,405 0 42,525
SUNEDISON INC COM 86732Y109 4,851 608,675 SH   DFND 17 608,675 0 0
SUNEDISON INC COM 86732Y109 1,108 139,000 SH   DFND 19 103,000 0 36,000
SUNPOWER CORP COM 867652406 59,487 2,273,950 SH   DFND 17 1,223,955 0 1,049,995
SUNPOWER CORP COM 867652406 13,119 501,500 SH   DFND 21 501,500 0 0
SUNOPTA INC COM 8676EP108 1,732 178,240 SH   DFND 17 122,655 0 55,585
SUNOPTA INC COM 8676EP108 24 2,493 SH   DFND 21 2,493 0 0
SUNTRUST BKS INC COM 867914103 2,643 81,530 SH   DFND 17 81,530 0 0
SUNTRUST BKS INC COM 867914103 39 1,206 SH   DFND 19 0 0 1,206
SUNTRUST BKS INC COM 867914103 15,910 490,737 SH   DFND 21 387,866 0 102,871
SUNTRUST BKS INC COM 867914103 708 21,823 SH   DFND 23 21,823 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 6,528 260,712 SH   DFND 21 94,608 0 166,104
SUPERIOR ENERGY SVCS INC COM 868157108 726 29,000 SH   DFND 24 29,000 0 0
SUPPORT COM INC COM 86858W101 4,362 800,412 SH   DFND 17 698,592 0 101,820
SURMODICS INC COM 868873100 4,367 183,658 SH   DFND 17 162,818 0 20,840
SUSQUEHANNA BANCSHARES INC P COM 869099101 69,100 5,514,800 SH   DFND 3 5,514,800 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 5,257 418,880 SH   DFND 17 418,880 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 2,101 167,660 SH   DFND 19 123,360 0 44,300
SUSQUEHANNA BANCSHARES INC P COM 869099101 5,434 433,650 SH   DFND 21 306,125 0 127,525
SUSQUEHANNA BANCSHARES INC P COM 869099101 521 41,593 SH   DFND 23 41,593 0 0
SUSSER HLDGS CORP COM 869233106 508 9,553 SH   DFND 21 3,363 0 6,190
SWIFT TRANSN CO CL A 87074U101 6,349 314,455 SH   DFND 17 314,455 0 0
SWIFT TRANSN CO CL A 87074U101 1,662 82,300 SH   DFND 19 60,800 0 21,500
SWIFT TRANSN CO CL A 87074U101 440 21,783 SH   DFND 21 7,191 0 14,592
SYMANTEC CORP COM 871503108 16,044 648,230 SH   DFND 17 478,079 0 170,151
SYMANTEC CORP COM 871503108 4,841 195,601 SH   DFND 19 138,416 0 57,185
SYMANTEC CORP COM 871503108 2,227 89,979 SH   DFND 21 39,960 0 50,019
SYMETRA FINL CORP COM 87151Q106 13,033 731,389 SH   DFND 3 731,389 0 0
SYMETRA FINL CORP COM 87151Q106 2,062 115,700 SH   DFND 17 102,100 0 13,600
SYMETRA FINL CORP COM 87151Q106 513 28,800 SH   DFND 21 28,800 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,819 179,165 SH   DFND 17 179,165 0 0
SYNAPTICS INC COM 87157D109 6,081 137,325 SH   DFND 17 137,325 0 0
SYNAPTICS INC COM 87157D109 1,465 33,100 SH   DFND 19 24,700 0 8,400
SYNAPTICS INC COM 87157D109 1,703 38,493 SH   DFND 21 28,243 0 10,250
SYNOPSYS INC COM 871607107 15 400 SH   DFND 19 0 0 400
SYNOPSYS INC COM 871607107 3,412 90,499 SH   DFND 21 0 0 90,499
SYNTEL INC COM 87162H103 1,162 14,510 SH   DFND 17 6,400 0 8,110
SYNTEL INC COM 87162H103 4,121 51,445 SH   DFND 21 19,103 0 32,342
SYNNEX CORP COM 87162W100 944 15,366 SH   DFND 21 6,670 0 8,696
SYNERGY RES CORP COM 87164P103 2,927 300,192 SH   DFND 17 300,192 0 0
SYSCO CORP COM 871829107 681 21,400 SH   DFND 17 0 0 21,400
SYSCO CORP COM 871829107 39 1,240 SH   DFND 19 0 0 1,240
SYSCO CORP COM 871829107 491 15,410 SH   DFND 21 0 0 15,410
TFS FINL CORP COM 87240R107 693 57,900 SH   DFND 17 57,900 0 0
TJX COS INC NEW COM 872540109 6,881 122,030 SH   DFND 17 122,030 0 0
TJX COS INC NEW COM 872540109 83 1,477 SH   DFND 19 0 0 1,477
TJX COS INC NEW COM 872540109 13,887 246,261 SH   DFND 21 182,435 0 63,826
TJX COS INC NEW COM 872540109 310 5,505 SH   DFND 23 5,505 0 0
T-MOBILE US INC COM 872590104 7 270 SH   DFND 19 0 0 270
T-MOBILE US INC COM 872590104 295 11,354 SH   DFND 21 6,939 0 4,415
TMS INTL CORP CL A 87261Q103 1,983 113,700 SH   DFND 21 0 0 113,700
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 306 4,293 SH   DFND 21 1,206 0 3,087
TABLEAU SOFTWARE INC CL A 87336U105 1,167 16,375 SH   DFND 17 12,440 0 3,935
TAHOE RES INC COM 873868103 8,419 469,832 SH   DFND 21 0 0 469,832
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 23,175 1,661,378 SH   DFND 17 1,393,608 0 267,770
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,768 1,047,657 SH   DFND 19 879,716 0 167,941
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 52,838 3,115,431 SH   DFND 20 1,526,592 0 1,588,839
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,678 452,700 SH   DFND 21 446,100 0 6,600
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 56,521 3,332,629 SH   DFND 3 2,184,225 0 1,148,404
TAL INTL GROUP INC COM 874083108 72,932 1,560,700 SH   DFND 3 1,539,200 0 21,500
TAL INTL GROUP INC COM 874083108 2,838 60,742 SH   DFND 17 60,742 0 0
TAL INTL GROUP INC COM 874083108 17,054 364,945 SH   DFND 21 211,807 0 153,138
TALISMAN ENERGY INC COM 87425E103 8,943 777,610 SH   DFND 19 259,956 0 517,654
TALISMAN ENERGY INC COM 87425E103 348 30,263 SH   DFND 21 11,804 0 18,459
TANGOE INC COM 87582Y108 7,106 297,820 SH   DFND 17 297,820 0 0
TANGOE INC COM 87582Y108 2,047 85,900 SH   DFND 19 63,600 0 22,300
TARGET CORP COM 87612E106 112,896 1,764,556 SH   DFND 17 473,099 0 1,291,457
TARGET CORP COM 87612E106 83 1,291 SH   DFND 19 0 0 1,291
TARGET CORP COM 87612E106 27,489 429,647 SH   DFND 21 346,471 0 83,176
TARGET CORP COM 87612E106 1,941 30,342 SH   DFND 23 30,342 0 0
TATA MTRS LTD SPONSORED ADR 876568502 57,247 2,150,521 SH   DFND 3 1,405,081 0 745,440
TATA MTRS LTD SPONSORED ADR 876568502 17,820 669,419 SH   DFND 17 669,419 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,654 62,134 SH   DFND 21 15,142 0 46,992
TEAM HEALTH HOLDINGS INC COM 87817A107 18,696 492,771 SH   DFND 17 426,091 0 66,680
TEAM HEALTH HOLDINGS INC COM 87817A107 1,221 32,184 SH   DFND 19 24,127 0 8,057
TEAM HEALTH HOLDINGS INC COM 87817A107 513 13,519 SH   DFND 21 13,519 0 0
TEARLAB CORP COM 878193101 5,084 459,656 SH   DFND 17 389,676 0 69,980
TECH DATA CORP COM 878237106 1,567 31,404 SH   DFND 21 31,404 0 0
TECHNE CORP COM 878377100 1,768 22,080 SH   DFND 17 22,080 0 0
TECK RESOURCES LTD CL B 878742204 556 20,700 SH   DFND 17 20,700 0 0
TECK RESOURCES LTD CL B 878742204 37 1,360 SH   DFND 19 0 0 1,360
TECK RESOURCES LTD CL B 878742204 37,185 1,385,447 SH   DFND 21 1,076 0 1,384,371
TECK RESOURCES LTD CL B 878742204 966 36,000 SH   DFND 24 36,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 381 21,228 SH   DFND 21 21,228 0 0
TELEFLEX INC COM 879369106 103,039 1,252,300 SH   DFND 3 1,241,200 0 11,100
TELEFLEX INC COM 879369106 3,249 39,492 SH   DFND 17 39,492 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 504 22,442 SH   DFND 17 22,442 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,734 77,252 SH   DFND 21 37,699 0 39,553
TELUS CORP COM 87971M103 1,554 46,922 SH   DFND 21 46,922 0 0
TELETECH HOLDINGS INC COM 879939106 386 15,400 SH   DFND 21 15,400 0 0
TENNECO INC COM 880349105 155 3,072 SH   DFND 17 3,072 0 0
TENNECO INC COM 880349105 3,659 72,456 SH   DFND 19 64,668 0 7,788
TENNECO INC COM 880349105 393 7,776 SH   DFND 21 7,776 0 0
TENNECO INC COM 880349105 8,838 175,000 SH   DFND 24 175,000 0 0
TERADATA CORP DEL COM 88076W103 5,205 93,885 SH   DFND 17 0 0 93,885
TERADATA CORP DEL COM 88076W103 18 330 SH   DFND 19 0 0 330
TERADATA CORP DEL COM 88076W103 3,079 55,540 SH   DFND 21 55,540 0 0
TEREX CORP NEW COM 880779103 33 991 SH   DFND 21 991 0 0
TERNIUM SA SPON ADR 880890108 7,252 301,900 SH   DFND 3 301,900 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 2,871 14,162 SH   DFND 17 2,907 0 11,255
TERRA NITROGEN CO L P COM UNIT 881005201 1,947 9,605 SH   DFND 21 8,860 0 745
TESORO CORP COM 881609101 2,015 45,808 SH   DFND 17 45,808 0 0
TESORO CORP COM 881609101 7,680 174,630 SH   DFND 21 23,643 0 150,987
TESLA MTRS INC COM 88160R101 303,555 1,569,814 SH   DFND 17 1,227,003 0 342,811
TESLA MTRS INC COM 88160R101 9,011 46,598 SH   DFND 19 39,240 0 7,358
TESLA MTRS INC COM 88160R101 4,175 21,590 SH   DFND 21 21,590 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 409,744 10,845,518 SH   DFND 3 8,633,194 0 2,212,324
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 35,312 934,674 SH   DFND 4 934,674 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 94,185 2,492,989 SH   DFND 17 2,465,843 0 27,146
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 90,571 2,397,338 SH   DFND 21 2,397,338 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 302 8,000 SH   DFND 24 8,000 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 6,734 537,400 SH   DFND 17 537,400 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,578 125,900 SH   DFND 19 93,200 0 32,700
TETRA TECH INC NEW COM 88162G103 83 3,209 SH   DFND 19 3,209 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1,042 1,000,000 PRN   DFND 4 1,000,000 0 0
TEXAS INSTRS INC COM 882508104 98,918 2,455,162 SH   DFND 17 1,160,370 0 1,294,792
TEXAS INSTRS INC COM 882508104 90 2,246 SH   DFND 19 0 0 2,246
TEXAS INSTRS INC COM 882508104 1,411 35,025 SH   DFND 21 0 0 35,025
TEXTRON INC COM 883203101 18,143 657,108 SH   DFND 17 0 0 657,108
TEXTRON INC COM 883203101 15 560 SH   DFND 19 0 0 560
THERAVANCE INC COM 88338T104 2,330 57,000 SH   DFND 17 0 0 57,000
THERMO FISHER SCIENTIFIC INC COM 883556102 14,894 161,623 SH   DFND 19 47,202 0 114,421
THERMO FISHER SCIENTIFIC INC COM 883556102 30,400 329,896 SH   DFND 21 125,412 0 204,484
THERMO FISHER SCIENTIFIC INC COM 883556102 92 1,000 SH   DFND 23 1,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 387 4,200 SH   DFND 24 4,200 0 0
THOMSON REUTERS CORP COM 884903105 627 17,900 SH   DFND 17 17,900 0 0
THOMSON REUTERS CORP COM 884903105 35 1,000 SH   DFND 19 0 0 1,000
THOMSON REUTERS CORP COM 884903105 280 8,001 SH   DFND 21 0 0 8,001
THOR INDS INC COM 885160101 2,791 48,084 SH   DFND 21 17,035 0 31,049
THORATEC CORP COM NEW 885175307 10,481 281,055 SH   DFND 17 254,685 0 26,370
3M CO COM 88579Y101 72,626 608,203 SH   DFND 4 608,203 0 0
3M CO COM 88579Y101 160 1,344 SH   DFND 19 0 0 1,344
3M CO COM 88579Y101 11,862 99,339 SH   DFND 21 60,674 0 38,665
3M CO COM 88579Y101 569 4,767 SH   DFND 23 4,767 0 0
3M CO COM 88579Y101 299 2,500 SH   DFND 24 2,500 0 0
TIBCO SOFTWARE INC COM 88632Q103 12,749 498,195 SH   DFND 17 385,285 0 112,910
TIBCO SOFTWARE INC COM 88632Q103 1,802 70,400 SH   DFND 19 52,200 0 18,200
TIDEWATER INC COM 886423102 107,499 1,813,100 SH   DFND 3 1,796,700 0 16,400
TIDEWATER INC COM 886423102 20 329 SH   DFND 21 329 0 0
TIFFANY & CO NEW COM 886547108 23 300 SH   DFND 19 0 0 300
TIFFANY & CO NEW COM 886547108 1,418 18,508 SH   DFND 21 0 0 18,508
TIM HORTONS INC COM 88706M103 17 300 SH   DFND 19 0 0 300
TIM HORTONS INC COM 88706M103 358 6,172 SH   DFND 21 914 0 5,258
TIME WARNER INC COM NEW 887317303 17,646 268,133 SH   DFND 3 268,133 0 0
TIME WARNER INC COM NEW 887317303 90,494 1,375,087 SH   DFND 17 1,168,109 0 206,978
TIME WARNER INC COM NEW 887317303 122 1,860 SH   DFND 19 0 0 1,860
TIME WARNER INC COM NEW 887317303 104,766 1,591,948 SH   DFND 21 926,915 0 665,033
TIME WARNER INC COM NEW 887317303 2,563 38,951 SH   DFND 23 38,951 0 0
TIME WARNER CABLE INC COM 88732J207 9,692 86,847 SH   DFND 17 86,847 0 0
TIME WARNER CABLE INC COM 88732J207 68 608 SH   DFND 19 0 0 608
TIME WARNER CABLE INC COM 88732J207 64,284 576,023 SH   DFND 21 361,590 0 214,433
TIME WARNER CABLE INC COM 88732J207 2,483 22,249 SH   DFND 23 22,249 0 0
TITAN INTL INC ILL COM 88830M102 40,459 2,763,594 SH   DFND 3 2,731,769 0 31,825
TOLL BROTHERS INC COM 889478103 6 200 SH   DFND 19 0 0 200
TOLL BROTHERS INC COM 889478103 174 5,372 SH   DFND 21 0 0 5,372
TOMPKINS FINANCIAL CORPORATI COM 890110109 11,115 240,476 SH   DFND 3 240,476 0 0
TORCHMARK CORP COM 891027104 1,706 23,586 SH   DFND 17 23,586 0 0
TORCHMARK CORP COM 891027104 8 110 SH   DFND 19 0 0 110
TORCHMARK CORP COM 891027104 19,714 272,484 SH   DFND 21 160,210 0 112,274
TORO CO COM 891092108 217 4,000 SH   DFND 17 700 0 3,300
TORONTO DOMINION BK ONT COM NEW 891160509 127,107 1,412,618 SH   DFND 3 964,471 0 448,147
TORONTO DOMINION BK ONT COM NEW 891160509 35,095 390,035 SH   DFND 17 390,035 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 160 1,777 SH   DFND 19 0 0 1,777
TORONTO DOMINION BK ONT COM NEW 891160509 19,855 220,659 SH   DFND 21 94,603 0 126,056
TOTAL S A SPONSORED ADR 89151E109 557,568 9,626,521 SH   DFND 3 8,136,021 0 1,490,500
TOTAL S A SPONSORED ADR 89151E109 138,563 2,392,312 SH   DFND 17 2,392,312 0 0
TOWER INTL INC COM 891826109 6,925 346,413 SH   DFND 17 331,613 0 14,800
TOWER INTL INC COM 891826109 1,485 74,300 SH   DFND 19 54,900 0 19,400
TOWERS WATSON & CO CL A 891894107 11,175 104,475 SH   DFND 17 15,225 0 89,250
TOWERS WATSON & CO CL A 891894107 3,361 31,425 SH   DFND 21 31,425 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,610 28,193 SH   DFND 17 23,815 0 4,378
TRACTOR SUPPLY CO COM 892356106 142,533 2,121,972 SH   DFND 17 1,859,118 0 262,854
TRACTOR SUPPLY CO COM 892356106 1,050 15,626 SH   DFND 19 15,626 0 0
TRACTOR SUPPLY CO COM 892356106 1,396 20,786 SH   DFND 21 16,880 0 3,906
TRANSALTA CORP COM 89346D107 5 400 SH   DFND 19 0 0 400
TRANSALTA CORP COM 89346D107 285 21,960 SH   DFND 21 21,960 0 0
TRANSCANADA CORP COM 89353D107 70 1,590 SH   DFND 19 0 0 1,590
TRANSCANADA CORP COM 89353D107 862 19,624 SH   DFND 21 0 0 19,624
TRANSDIGM GROUP INC COM 893641100 319 2,300 SH   DFND 17 2,300 0 0
TRANSDIGM GROUP INC COM 893641100 1,521 10,967 SH   DFND 19 0 0 10,967
TRANSDIGM GROUP INC COM 893641100 1,658 11,955 SH   DFND 21 10,600 0 1,355
TRANSDIGM GROUP INC COM 893641100 175 1,260 SH   DFND 24 1,260 0 0
TRANSGLOBE ENERGY CORP COM 893662106 179 22,736 SH   DFND 21 22,736 0 0
TRAVELERS COMPANIES INC COM 89417E109 255,833 3,017,965 SH   DFND 3 2,524,065 0 493,900
TRAVELERS COMPANIES INC COM 89417E109 71,115 838,914 SH   DFND 17 838,771 0 143
TRAVELERS COMPANIES INC COM 89417E109 73 863 SH   DFND 19 0 0 863
TRAVELERS COMPANIES INC COM 89417E109 58,502 690,124 SH   DFND 21 315,142 0 374,982
TRAVELERS COMPANIES INC COM 89417E109 59 700 SH   DFND 24 700 0 0
TREE COM INC COM 894675107 2,310 87,955 SH   DFND 17 64,445 0 23,510
TRIANGLE CAP CORP COM 895848109 307 10,448 SH   DFND 21 10,448 0 0
TRICO BANCSHARES COM 896095106 842 36,965 SH   DFND 17 20,465 0 16,500
TRIMAS CORP COM NEW 896215209 6,464 173,300 SH   DFND 17 173,300 0 0
TRIMAS CORP COM NEW 896215209 1,593 42,700 SH   DFND 19 31,600 0 11,100
TRIMAS CORP COM NEW 896215209 846 22,664 SH   DFND 21 13,438 0 9,226
TRIMBLE NAVIGATION LTD COM 896239100 648 21,796 SH   DFND 17 21,796 0 0
TRIMBLE NAVIGATION LTD COM 896239100 5,915 199,080 SH   DFND 19 173,834 0 25,246
TRIMBLE NAVIGATION LTD COM 896239100 4,970 167,300 SH   DFND 24 167,300 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 5,247 339,420 SH   DFND 17 0 0 339,420
TRINITY BIOTECH PLC SPON ADR NEW 896438306 5,604 257,522 SH   DFND 17 224,827 0 32,695
TRINITY INDS INC COM 896522109 8,343 183,977 SH   DFND 17 183,977 0 0
TRINITY INDS INC COM 896522109 16,839 371,314 SH   DFND 21 194,976 0 176,338
TRINITY INDS INC COM 896522109 115,666 2,550,513 SH   DFND 3 2,527,388 0 23,125
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 854 701,000 PRN   DFND 4 701,000 0 0
TRIPLE-S MGMT CORP CL B 896749108 675 36,690 SH   DFND 21 36,690 0 0
TRIUMPH GROUP INC NEW COM 896818101 113,155 1,611,439 SH   DFND 3 1,599,939 0 11,500
TRIUMPH GROUP INC NEW COM 896818101 7,518 107,062 SH   DFND 17 101,762 0 5,300
TRIUMPH GROUP INC NEW COM 896818101 18,307 260,711 SH   DFND 21 175,608 0 85,103
TRIUMPH GROUP INC NEW COM 896818101 701 9,987 SH   DFND 23 9,987 0 0
TRIPADVISOR INC COM 896945201 19,100 251,845 SH   DFND 17 246,935 0 4,910
TRIPADVISOR INC COM 896945201 23 305 SH   DFND 19 0 0 305
TRULIA INC COM 897888103 59,681 1,269,000 SH   DFND 17 1,014,560 0 254,440
TRUSTMARK CORP COM 898402102 67,522 2,637,588 SH   DFND 3 2,604,988 0 32,600
TUPPERWARE BRANDS CORP COM 899896104 225 2,600 SH   DFND 24 2,600 0 0
TURQUOISE HILL RES LTD COM 900435108 11,041 2,497,930 SH   DFND 4 2,497,930 0 0
TURQUOISE HILL RES LTD COM 900435108 5 1,080 SH   DFND 19 0 0 1,080
TUTOR PERINI CORP COM 901109108 6,136 287,820 SH   DFND 17 287,820 0 0
TUTOR PERINI CORP COM 901109108 1,580 74,100 SH   DFND 19 54,800 0 19,300
TUTOR PERINI CORP COM 901109108 416 19,500 SH   DFND 21 19,500 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 103 3,081 SH   DFND 19 0 0 3,081
TWENTY FIRST CENTY FOX INC CL A 90130A101 12,390 369,753 SH   DFND 21 263,629 0 106,124
TWENTY FIRST CENTY FOX INC CL A 90130A101 834 24,882 SH   DFND 23 24,882 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 127 3,800 SH   DFND 24 3,800 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 47 1,400 SH   DFND 19 0 0 1,400
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,298 128,684 SH   DFND 21 117,500 0 11,184
21VIANET GROUP INC SPONSORED ADR 90138A103 3,450 209,220 SH   DFND 20 25,420 0 183,800
TWO HBRS INVT CORP COM 90187B101 627 64,570 SH   DFND 21 0 0 64,570
TYLER TECHNOLOGIES INC COM 902252105 464 5,300 SH   DFND 17 2,700 0 2,600
TYSON FOODS INC CL A 902494103 7,766 274,600 SH   DFND 3 274,600 0 0
TYSON FOODS INC CL A 902494103 17,066 603,480 SH   DFND 17 115,158 0 488,322
TYSON FOODS INC CL A 902494103 21 730 SH   DFND 19 0 0 730
TYSON FOODS INC CL A 902494103 34,933 1,235,258 SH   DFND 21 539,063 0 696,195
TYSON FOODS INC CL A 902494103 874 30,893 SH   DFND 23 30,893 0 0
TYSON FOODS INC CL A 902494103 10,478 370,500 SH   DFND 24 370,500 0 0
UBS AG JERSEY BRH DJ COMMD ETN39 902641679 590 24,900 SH   DFND 21 0 0 24,900
UDR INC COM 902653104 9 379 SH   DFND 17 379 0 0
UDR INC COM 902653104 141 5,940 SH   DFND 21 0 0 5,940
UGI CORP NEW COM 902681105 83,392 2,131,150 SH   DFND 3 2,111,750 0 19,400
UGI CORP NEW COM 902681105 8,837 225,835 SH   DFND 17 225,835 0 0
UGI CORP NEW COM 902681105 405 10,342 SH   DFND 21 10,342 0 0
US BANCORP DEL COM NEW 902973304 175 4,793 SH   DFND 17 4,793 0 0
US BANCORP DEL COM NEW 902973304 72,992 1,995,412 SH   DFND 17 1,134,997 0 860,415
US BANCORP DEL COM NEW 902973304 33,649 919,870 SH   DFND 19 757,607 0 162,263
US BANCORP DEL COM NEW 902973304 2,147 58,700 SH   DFND 20 58,700 0 0
US BANCORP DEL COM NEW 902973304 50,707 1,386,202 SH   DFND 21 1,140,452 0 245,750
US BANCORP DEL COM NEW 902973304 2,406 65,781 SH   DFND 23 65,781 0 0
UNS ENERGY CORP COM 903119105 638 13,682 SH   DFND 21 540 0 13,142
URS CORP NEW COM 903236107 7,920 147,345 SH   DFND 21 13,005 0 134,340
USANA HEALTH SCIENCES INC COM 90328M107 951 10,956 SH   DFND 21 5,894 0 5,062
U S CONCRETE INC COM NEW 90333L201 5,705 284,404 SH   DFND 4 284,404 0 0
U S CONCRETE INC COM NEW 90333L201 1,738 86,646 SH   DFND   86,646 0 0
U S AIRWAYS GROUP INC COM 90341W108 9,619 507,352 SH   DFND 21 288,091 0 219,261
U S SILICA HLDGS INC COM 90346E103 6,483 260,370 SH   DFND 17 260,370 0 0
U S SILICA HLDGS INC COM 90346E103 1,703 68,400 SH   DFND 19 50,700 0 17,700
U S SILICA HLDGS INC COM 90346E103 697 28,000 SH   DFND 24 28,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,882 145,339 SH   DFND 17 120,739 0 24,600
UBIQUITI NETWORKS INC COM 90347A100 539 16,061 SH   DFND 19 11,907 0 4,154
ULTA SALON COSMETCS & FRAG I COM 90384S303 209 1,753 SH   DFND 21 0 0 1,753
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,276 49,365 SH   DFND 17 49,365 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,377 16,125 SH   DFND 19 12,025 0 4,100
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,857 116,188 SH   DFND 19 116,188 0 0
UNIFIRST CORP MASS COM 904708104 54,784 524,648 SH   DFND 3 515,948 0 8,700
UNIFIRST CORP MASS COM 904708104 3,383 32,400 SH   DFND 17 24,300 0 8,100
UNIFIRST CORP MASS COM 904708104 8,778 84,061 SH   DFND 21 40,802 0 43,259
UNIFIRST CORP MASS COM 904708104 406 3,892 SH   DFND 23 3,892 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 332 14,199 SH   DFND 21 14,199 0 0
UNION PAC CORP COM 907818108 18 119 SH   DFND 4 119 0 0
UNION PAC CORP COM 907818108 157,050 1,011,007 SH   DFND 17 879,467 0 131,540
UNION PAC CORP COM 907818108 53,101 341,837 SH   DFND 19 323,988 0 17,849
UNION PAC CORP COM 907818108 2,967 19,100 SH   DFND 20 19,100 0 0
UNION PAC CORP COM 907818108 105,364 678,281 SH   DFND 21 398,640 0 279,641
UNION PAC CORP COM 907818108 1,886 12,141 SH   DFND 23 12,141 0 0
UNION PAC CORP COM 907818108 1,445 9,300 SH   DFND 24 9,300 0 0
UNIT CORP COM 909218109 1,111 23,900 SH   DFND 21 23,900 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,621 174,700 SH   DFND 17 136,900 0 37,800
UNITED FIRE GROUP INC COM 910340108 198 6,485 SH   DFND 21 6,485 0 0
UNITED NAT FOODS INC COM 911163103 70 1,047 SH   DFND 21 1,047 0 0
UNITED PARCEL SERVICE INC CL B 911312106 129 1,415 SH   DFND 19 0 0 1,415
UNITED PARCEL SERVICE INC CL B 911312106 1,741 19,057 SH   DFND 21 0 0 19,057
UNITED RENTALS INC COM 911363109 14,095 241,800 SH   DFND 17 241,800 0 0
UNITED RENTALS INC COM 911363109 1,760 30,200 SH   DFND 19 22,400 0 7,800
UNITED RENTALS INC COM 911363109 3,043 52,199 SH   DFND 21 20,264 0 31,935
UNITED STATES OIL FUND LP UNITS 91232N108 527 14,300 SH   DFND 24 14,300 0 0
UNITED STATES STL CORP NEW COM 912909108 9,041 439,100 SH   DFND 17 439,100 0 0
UNITED STATES STL CORP NEW COM 912909108 5 230 SH   DFND 19 0 0 230
UNITED STATIONERS INC COM 913004107 9,196 211,695 SH   DFND 3 211,695 0 0
UNITED STATIONERS INC COM 913004107 669 15,401 SH   DFND 21 15,401 0 0
UNITED TECHNOLOGIES CORP COM 913017109 131,167 1,216,535 SH   DFND 17 1,181,465 0 35,070
UNITED TECHNOLOGIES CORP COM 913017109 74,835 694,071 SH   DFND 19 602,958 0 91,113
UNITED TECHNOLOGIES CORP COM 913017109 3,159 29,300 SH   DFND 20 29,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 31,788 294,824 SH   DFND 21 274,255 0 20,569
UNITED TECHNOLOGIES CORP COM 913017109 420 3,900 SH   DFND 24 3,900 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 10,690 165,000 SH   DFND 4 165,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,739 22,060 SH   DFND 17 0 0 22,060
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,008 25,470 SH   DFND 21 13,300 0 12,170
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,419 18,000 SH   DFND 24 18,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 28 396 SH   DFND 4 396 0 0
UNITEDHEALTH GROUP INC COM 91324P102 30,606 427,397 SH   DFND 17 411,752 0 15,645
UNITEDHEALTH GROUP INC COM 91324P102 55,333 772,693 SH   DFND 19 764,366 0 8,327
UNITEDHEALTH GROUP INC COM 91324P102 83,563 1,166,914 SH   DFND 21 854,001 0 312,913
UNITEDHEALTH GROUP INC COM 91324P102 1,737 24,251 SH   DFND 23 24,251 0 0
UNITEDHEALTH GROUP INC COM 91324P102 394 5,500 SH   DFND 24 5,500 0 0
UNIVERSAL CORP VA COM 913456109 82,476 1,619,400 SH   DFND 3 1,602,400 0 17,000
UNIVERSAL CORP VA COM 913456109 5,127 100,667 SH   DFND 17 100,667 0 0
UNIVERSAL CORP VA COM 913456109 9,353 183,640 SH   DFND 21 112,511 0 71,129
UNIVERSAL CORP VA COM 913456109 285 5,603 SH   DFND 23 5,603 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 48 1,504 SH   DFND 17 1,504 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,188 37,088 SH   DFND 19 30,328 0 6,760
UNIVERSAL DISPLAY CORP COM 91347P105 2,434 76,000 SH   DFND 24 76,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,609 114,800 SH   DFND 3 114,800 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,269 43,595 SH   DFND 17 30,000 0 13,595
UNIVERSAL HLTH SVCS INC CL B 913903100 7 100 SH   DFND 19 0 0 100
UNIVERSAL HLTH SVCS INC CL B 913903100 1,378 18,370 SH   DFND 21 18,370 0 0
UNUM GROUP COM 91529Y106 8,444 277,400 SH   DFND 3 277,400 0 0
UNUM GROUP COM 91529Y106 3,634 119,366 SH   DFND 17 119,265 0 101
UNUM GROUP COM 91529Y106 18 592 SH   DFND 19 0 0 592
UNUM GROUP COM 91529Y106 8,497 279,136 SH   DFND 21 212,708 0 66,428
URBAN OUTFITTERS INC COM 917047102 34,617 941,435 SH   DFND 17 719,385 0 222,050
URBAN OUTFITTERS INC COM 917047102 9 250 SH   DFND 19 0 0 250
VCA ANTECH INC COM 918194101 4,886 177,940 SH   DFND 17 155,255 0 22,685
V F CORP COM 918204108 15,069 75,705 SH   DFND 17 64,965 0 10,740
V F CORP COM 918204108 4,687 23,548 SH   DFND 19 5,305 0 18,243
V F CORP COM 918204108 32,532 163,435 SH   DFND 21 105,346 0 58,089
V F CORP COM 918204108 1,841 9,250 SH   DFND 23 9,250 0 0
VAALCO ENERGY INC COM NEW 91851C201 756 135,500 SH   DFND 21 135,500 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,297 44,915 SH   DFND 21 28,778 0 16,137
VALEANT PHARMACEUTICALS INTL COM 91911K102 72 690 SH   DFND 19 0 0 690
VALEANT PHARMACEUTICALS INTL COM 91911K102 15,491 148,477 SH   DFND 21 0 0 148,477
VALE S A ADR 91912E105 104,999 6,726,405 SH   DFND 3 4,420,944 0 2,305,461
VALE S A ADR 91912E105 36,371 2,329,997 SH   DFND 17 2,297,558 0 32,439
VALE S A ADR 91912E105 79,541 5,095,538 SH   DFND 21 539,306 0 4,556,232
VALE S A ADR 91912E105 1,452 93,000 SH   DFND 24 93,000 0 0
VALE S A ADR REPSTG PFD 91912E204 873 61,408 SH   DFND 17 61,408 0 0
VALE S A ADR REPSTG PFD 91912E204 16,242 1,142,976 SH   DFND 19 978,750 0 164,226
VALE S A ADR REPSTG PFD 91912E204 10,883 765,840 SH   DFND 21 191,721 0 574,119
VALERO ENERGY CORP NEW COM 91913Y100 6,909 202,300 SH   DFND 3 202,300 0 0
VALERO ENERGY CORP NEW COM 91913Y100 20 591 SH   DFND 4 591 0 0
VALERO ENERGY CORP NEW COM 91913Y100 23,102 676,477 SH   DFND 17 144,519 0 531,958
VALERO ENERGY CORP NEW COM 91913Y100 38 1,104 SH   DFND 19 0 0 1,104
VALERO ENERGY CORP NEW COM 91913Y100 43,553 1,275,351 SH   DFND 21 697,435 0 577,916
VALERO ENERGY CORP NEW COM 91913Y100 649 19,000 SH   DFND 24 19,000 0 0
VALMONT INDS INC COM 920253101 123,177 886,740 SH   DFND 3 880,340 0 6,400
VALMONT INDS INC COM 920253101 3,133 22,557 SH   DFND 17 22,557 0 0
VALMONT INDS INC COM 920253101 11,205 80,664 SH   DFND 21 36,297 0 44,367
VALMONT INDS INC COM 920253101 544 3,913 SH   DFND 23 3,913 0 0
VALUECLICK INC COM 92046N102 1,714 82,187 SH   DFND 21 29,479 0 52,708
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 236,721 5,901,804 SH   DFND 4 5,901,804 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,003 25,000 SH   DFND 21 0 0 25,000
VANTIV INC CL A 92210H105 718 25,700 SH   DFND 17 25,700 0 0
VARIAN MED SYS INC COM 92220P105 64,538 863,621 SH   DFND 17 315,492 0 548,129
VARIAN MED SYS INC COM 92220P105 19 260 SH   DFND 19 0 0 260
VARIAN MED SYS INC COM 92220P105 1,488 19,914 SH   DFND 21 16,587 0 3,327
VASCULAR SOLUTIONS INC COM 92231M109 1,543 91,855 SH   DFND 17 67,070 0 24,785
VEECO INSTRS INC DEL COM 922417100 177 4,755 SH   DFND 17 4,755 0 0
VEECO INSTRS INC DEL COM 922417100 3,577 96,103 SH   DFND 19 80,596 0 15,507
VEECO INSTRS INC DEL COM 922417100 6,086 163,500 SH   DFND 24 163,500 0 0
VENTAS INC COM 92276F100 29 477 SH   DFND 17 477 0 0
VENTAS INC COM 92276F100 37 600 SH   DFND 19 0 0 600
VENTAS INC COM 92276F100 144 2,337 SH   DFND 21 0 0 2,337
VANGUARD INDEX FDS REIT ETF 922908553 860 13,000 SH   DFND 21 0 0 13,000
VANGUARD INDEX FDS REIT ETF 922908553 16,519 249,680 SH   DFND 4 249,680 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 1,570 1,000,000 PRN   DFND 4 1,000,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 93,454 2,002,882 SH   DFND 17 784,040 0 1,218,842
VERIZON COMMUNICATIONS INC COM 92343V104 3,375 72,311 SH   DFND 19 37,757 0 34,554
VERIZON COMMUNICATIONS INC COM 92343V104 7,015 150,303 SH   DFND 20 150,303 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 84,850 1,817,898 SH   DFND 21 986,943 0 830,955
VERIZON COMMUNICATIONS INC COM 92343V104 2,064 44,229 SH   DFND 23 44,229 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 79 1,700 SH   DFND 24 1,700 0 0
VERISK ANALYTICS INC CL A 92345Y106 12,345 190,035 SH   DFND 17 178,610 0 11,425
VERISK ANALYTICS INC CL A 92345Y106 23 360 SH   DFND 19 0 0 360
VERISK ANALYTICS INC CL A 92345Y106 212 3,257 SH   DFND 21 0 0 3,257
VERMILION ENERGY INC COM 923725105 181 3,279 SH   DFND 21 0 0 3,279
VERTEX PHARMACEUTICALS INC COM 92532F100 28,504 375,945 SH   DFND 17 129,635 0 246,310
VERTEX PHARMACEUTICALS INC COM 92532F100 30 400 SH   DFND 19 0 0 400
VERTEX PHARMACEUTICALS INC COM 92532F100 311 4,099 SH   DFND 21 0 0 4,099
VERTEX PHARMACEUTICALS INC COM 92532F100 4,302 56,740 SH   DFND 24 56,740 0 0
VIACOM INC NEW CL B 92553P201 86 1,031 SH   DFND 19 0 0 1,031
VIACOM INC NEW CL B 92553P201 10,742 128,529 SH   DFND 21 90,363 0 38,166
VIACOM INC NEW CL B 92553P201 800 9,576 SH   DFND 23 9,576 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 33,363 1,614,089 SH   DFND 4 1,614,089 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 32,434 571,020 SH   DFND 17 451,895 0 119,125
VIROPHARMA INC COM 928241108 5,161 131,324 SH   DFND 17 131,324 0 0
VIROPHARMA INC COM 928241108 1,197 30,500 SH   DFND 19 22,500 0 8,000
VISA INC COM CL A 92826C839 33 174 SH   DFND 4 174 0 0
VISA INC COM CL A 92826C839 352,065 1,842,308 SH   DFND 17 1,365,721 0 476,587
VISA INC COM CL A 92826C839 132,675 694,271 SH   DFND 19 635,637 0 58,634
VISA INC COM CL A 92826C839 29,582 154,800 SH   DFND 20 154,800 0 0
VISA INC COM CL A 92826C839 77,672 406,445 SH   DFND 21 296,366 0 110,079
VISA INC COM CL A 92826C839 1,522 7,966 SH   DFND 23 7,966 0 0
VISA INC COM CL A 92826C839 382 2,000 SH   DFND 24 2,000 0 0
VIRTUSA CORP COM 92827P102 3,764 129,526 SH   DFND 17 129,526 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 47 3,657 SH   DFND 21 0 0 3,657
VISTEON CORP COM NEW 92839U206 3,629 47,975 SH   DFND 17 35,375 0 12,600
VMWARE INC CL A COM 928563402 574 7,100 SH   DFND 17 0 0 7,100
VMWARE INC CL A COM 928563402 11 140 SH   DFND 19 0 0 140
VMWARE INC CL A COM 928563402 144 1,785 SH   DFND 21 0 0 1,785
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 46 1,312 SH   DFND 17 0 0 1,312
VOLCANO CORPORATION COM 928645100 1,058 44,165 SH   DFND 17 30,355 0 13,810
VOLTERRA SEMICONDUCTOR CORP COM 928708106 1,601 69,600 SH   DFND 21 0 0 69,600
VORNADO RLTY TR SH BEN INT 929042109 21 251 SH   DFND 17 251 0 0
VORNADO RLTY TR SH BEN INT 929042109 37 440 SH   DFND 19 0 0 440
VORNADO RLTY TR SH BEN INT 929042109 529 6,288 SH   DFND 21 342 0 5,946
VULCAN MATLS CO COM 929160109 11 220 SH   DFND 19 0 0 220
VULCAN MATLS CO COM 929160109 244 4,705 SH   DFND 21 0 0 4,705
WABCO HLDGS INC COM 92927K102 50 598 SH   DFND 21 598 0 0
WMS INDS INC COM 929297109 2,439 93,995 SH   DFND 21 0 0 93,995
WSFS FINL CORP COM 929328102 685 11,370 SH   DFND 21 5,652 0 5,718
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 499 18,214 SH   DFND 21 0 0 18,214
WABASH NATL CORP COM 929566107 6,247 535,795 SH   DFND 17 535,795 0 0
WABASH NATL CORP COM 929566107 937 80,400 SH   DFND 19 59,200 0 21,200
WABTEC CORP COM 929740108 179 2,854 SH   DFND 21 0 0 2,854
WAGEWORKS INC COM 930427109 7,518 149,025 SH   DFND 17 149,025 0 0
WAGEWORKS INC COM 930427109 2,740 54,305 SH   DFND 19 40,305 0 14,000
WAL-MART STORES INC COM 931142103 242,006 3,272,114 SH   DFND 3 2,656,014 0 616,100
WAL-MART STORES INC COM 931142103 26,714 361,191 SH   DFND 4 361,191 0 0
WAL-MART STORES INC COM 931142103 74,143 1,002,475 SH   DFND 17 992,336 0 10,139
WAL-MART STORES INC COM 931142103 4,202 56,814 SH   DFND 19 0 0 56,814
WAL-MART STORES INC COM 931142103 125,391 1,695,388 SH   DFND 21 1,084,053 0 611,335
WAL-MART STORES INC COM 931142103 2,195 29,680 SH   DFND 23 29,680 0 0
WAL-MART STORES INC COM 931142103 44 600 SH   DFND 24 600 0 0
WALGREEN CO COM 931422109 17,884 332,408 SH   DFND 3 332,408 0 0
WALGREEN CO COM 931422109 202,382 3,761,750 SH   DFND 4 2,819,077 0 942,673
WALGREEN CO COM 931422109 62,654 1,164,580 SH   DFND 17 984,290 0 180,290
WALGREEN CO COM 931422109 87,286 1,622,415 SH   DFND 19 1,444,546 0 177,869
WALGREEN CO COM 931422109 2,459 45,700 SH   DFND 20 45,700 0 0
WALGREEN CO COM 931422109 43,514 808,817 SH   DFND 21 706,553 0 102,264
WALGREEN CO COM 931422109 880 16,365 SH   DFND 23 16,365 0 0
WALTER ENERGY INC COM 93317Q105 3,014 214,818 SH   DFND 4 214,818 0 0
WALTER INVT MGMT CORP COM 93317W102 31,280 791,100 SH   DFND 4 791,100 0 0
WALTER INVT MGMT CORP COM 93317W102 443 11,194 SH   DFND 21 0 0 11,194
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 3,421 3,250,000 PRN   DFND 4 3,250,000 0 0
WASHINGTON FED INC COM 938824109 72,137 3,488,231 SH   DFND 3 3,449,631 0 38,600
WASHINGTON FED INC COM 938824109 16,053 776,251 SH   DFND 4 535,331 0 240,920
WASHINGTON FED INC COM 938824109 3,288 158,998 SH   DFND 17 158,998 0 0
WASTE CONNECTIONS INC COM 941053100 904 19,900 SH   DFND 17 19,900 0 0
WASTE MGMT INC DEL COM 94106L109 44 1,077 SH   DFND 19 0 0 1,077
WASTE MGMT INC DEL COM 94106L109 1,591 38,580 SH   DFND 21 15,900 0 22,680
WATSCO INC COM 942622200 735 7,800 SH   DFND 17 5,300 0 2,500
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,710 83,551 SH   DFND 17 83,551 0 0
WEB COM GROUP INC COM 94733A104 19,817 612,781 SH   DFND 17 551,367 0 61,414
WEB COM GROUP INC COM 94733A104 2,180 67,400 SH   DFND 19 50,700 0 16,700
WEB COM GROUP INC COM 94733A104 418 12,910 SH   DFND 21 0 0 12,910
WEBSTER FINL CORP CONN COM 947890109 4,928 193,026 SH   DFND 21 145,478 0 47,548
WEBSTER FINL CORP CONN COM 947890109 351 13,751 SH   DFND 23 13,751 0 0
WEIS MKTS INC COM 948849104 27,998 572,090 SH   DFND 3 552,690 0 19,400
WEIS MKTS INC COM 948849104 3,301 67,441 SH   DFND 17 67,441 0 0
WELLPOINT INC COM 94973V107 32 379 SH   DFND 4 379 0 0
WELLPOINT INC COM 94973V107 3,919 46,870 SH   DFND 17 46,870 0 0
WELLPOINT INC COM 94973V107 45 537 SH   DFND 19 0 0 537
WELLPOINT INC COM 94973V107 15,591 186,476 SH   DFND 21 110,482 0 75,994
WELLPOINT INC COM 94973V107 206 2,467 SH   DFND 23 2,467 0 0
WELLS FARGO & CO NEW COM 949746101 555,345 13,440,108 SH   DFND 3 11,552,208 0 1,887,900
WELLS FARGO & CO NEW COM 949746101 376,673 9,115,992 SH   DFND 17 7,227,308 0 1,888,684
WELLS FARGO & CO NEW COM 949746101 130,538 3,159,187 SH   DFND 19 2,743,299 0 415,888
WELLS FARGO & CO NEW COM 949746101 37,513 907,871 SH   DFND 20 907,871 0 0
WELLS FARGO & CO NEW COM 949746101 206,521 4,998,091 SH   DFND 21 3,390,153 0 1,607,938
WELLS FARGO & CO NEW COM 949746101 4,831 116,916 SH   DFND 23 116,916 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 631,486 555,148 SH   DFND 4 495,548 0 59,600
WENDYS CO COM 95058W100 2,291 270,210 SH   DFND 17 164,810 0 105,400
WERNER ENTERPRISES INC COM 950755108 66,757 2,861,405 SH   DFND 3 2,825,541 0 35,864
WESBANCO INC COM 950810101 12,391 416,783 SH   DFND 3 416,783 0 0
WESBANCO INC COM 950810101 4 140 SH   DFND 17 140 0 0
WESBANCO INC COM 950810101 1,377 46,328 SH   DFND 21 46,328 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,891 45,960 SH   DFND 17 22,360 0 23,600
WESTAR ENERGY INC COM 95709T100 23,801 776,533 SH   DFND 21 330,868 0 445,665
WESTAR ENERGY INC COM 95709T100 736 24,007 SH   DFND 23 24,007 0 0
WESTERN ALLIANCE BANCORP COM 957638109 8,924 471,410 SH   DFND 17 471,410 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,451 129,455 SH   DFND 19 94,455 0 35,000
WESTERN DIGITAL CORP COM 958102105 100,562 1,586,158 SH   DFND 4 1,124,593 0 461,565
WESTERN DIGITAL CORP COM 958102105 120,379 1,898,730 SH   DFND 17 1,490,375 0 408,355
WESTERN DIGITAL CORP COM 958102105 37 590 SH   DFND 19 0 0 590
WESTERN DIGITAL CORP COM 958102105 45,257 713,829 SH   DFND 21 332,830 0 380,999
WESTERN DIGITAL CORP COM 958102105 1,137 17,932 SH   DFND 23 17,932 0 0
WESTERN REFNG INC COM 959319104 87,685 2,918,958 SH   DFND 3 2,887,858 0 31,100
WESTERN REFNG INC COM 959319104 1,480 49,252 SH   DFND 17 49,252 0 0
WESTERN REFNG INC COM 959319104 11,839 394,109 SH   DFND 21 338,916 0 55,193
WESTERN REFNG INC COM 959319104 596 19,824 SH   DFND 23 19,824 0 0
WESTERN UN CO COM 959802109 31,113 1,667,370 SH   DFND 17 1,262,585 0 404,785
WESTERN UN CO COM 959802109 17 907 SH   DFND 19 0 0 907
WESTERN UN CO COM 959802109 180 9,649 SH   DFND 21 0 0 9,649
WESTLAKE CHEM CORP COM 960413102 842 8,042 SH   DFND 21 2,526 0 5,516
WESTMORELAND COAL CO COM 960878106 4,801 364,239 SH   DFND 4 364,239 0 0
WEX INC COM 96208T104 4,939 56,290 SH   DFND 17 56,290 0 0
WEX INC COM 96208T104 974 11,100 SH   DFND 19 8,300 0 2,800
WEYERHAEUSER CO COM 962166104 25 860 SH   DFND 17 860 0 0
WEYERHAEUSER CO COM 962166104 29 1,026 SH   DFND 19 0 0 1,026
WEYERHAEUSER CO COM 962166104 246 8,579 SH   DFND 21 939 0 7,640
WEYERHAEUSER CO PREF CONV SER A 962166872 689 13,000 SH   DFND 4 13,000 0 0
WHIRLPOOL CORP COM 963320106 18,689 127,620 SH   DFND 17 117,285 0 10,335
WHIRLPOOL CORP COM 963320106 23 159 SH   DFND 19 0 0 159
WHIRLPOOL CORP COM 963320106 11,646 79,530 SH   DFND 21 63,384 0 16,146
WHITEWAVE FOODS CO COM CL A 966244105 3,143 157,400 SH   DFND 4 157,400 0 0
WHITEWAVE FOODS CO COM CL A 966244105 3,143 157,400 SH Put DFND 4 157,400 0 0
WHITING PETE CORP NEW COM 966387102 2,557 42,729 SH   DFND 21 40,000 0 2,729
WHOLE FOODS MKT INC COM 966837106 15,061 257,455 SH   DFND 17 222,160 0 35,295
WHOLE FOODS MKT INC COM 966837106 8,963 153,220 SH   DFND 19 49,640 0 103,580
WHOLE FOODS MKT INC COM 966837106 2,395 40,935 SH   DFND 21 27,076 0 13,859
WILLIAMS COS INC DEL COM 969457100 142 3,895 SH   DFND 17 3,895 0 0
WILLIAMS COS INC DEL COM 969457100 30,112 828,165 SH   DFND 17 300,865 0 527,300
WILLIAMS COS INC DEL COM 969457100 52 1,440 SH   DFND 19 0 0 1,440
WILLIAMS COS INC DEL COM 969457100 1,283 35,287 SH   DFND 21 18,855 0 16,432
WILLIAMS SONOMA INC COM 969904101 968 17,217 SH   DFND 17 17,217 0 0
WILLIAMS SONOMA INC COM 969904101 905 16,109 SH   DFND 21 13,429 0 2,680
WILSHIRE BANCORP INC COM 97186T108 254 31,070 SH   DFND 21 31,070 0 0
WINNEBAGO INDS INC COM 974637100 5,276 203,225 SH   DFND 17 203,225 0 0
WINTRUST FINL CORP COM 97650W108 1,802 43,866 SH   DFND 17 43,866 0 0
WINTRUST FINL CORP COM 97650W108 2,119 51,598 SH   DFND 21 43,576 0 8,022
WISCONSIN ENERGY CORP COM 976657106 4,627 114,585 SH   DFND 17 114,585 0 0
WISCONSIN ENERGY CORP COM 976657106 14 340 SH   DFND 19 0 0 340
WISDOMTREE TR JAPN HEDGE EQT 97717W851 15,761 328,835 SH   DFND 17 276,870 0 51,965
WOODWARD INC COM 980745103 187 4,583 SH   DFND 17 4,583 0 0
WOODWARD INC COM 980745103 4,912 120,304 SH   DFND 19 101,482 0 18,822
WOODWARD INC COM 980745103 9,260 226,800 SH   DFND 24 226,800 0 0
WORKDAY INC CL A 98138H101 48,100 594,335 SH   DFND 17 476,405 0 117,930
WORLD ACCEP CORP DEL COM 981419104 1,410 15,682 SH   DFND 21 14,954 0 728
WORLD FUEL SVCS CORP COM 981475106 112,300 3,009,904 SH   DFND 3 2,984,904 0 25,000
WORLD FUEL SVCS CORP COM 981475106 3,010 80,680 SH   DFND 17 80,680 0 0
WORTHINGTON INDS INC COM 981811102 4,636 134,655 SH   DFND 17 134,655 0 0
WORTHINGTON INDS INC COM 981811102 1,043 30,300 SH   DFND 19 22,500 0 7,800
WORTHINGTON INDS INC COM 981811102 3,393 98,552 SH   DFND 21 0 0 98,552
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 1,227 1,000,000 PRN   DFND 4 1,000,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 503 8,251 SH   DFND 17 8,200 0 51
WYNDHAM WORLDWIDE CORP COM 98310W108 13 209 SH   DFND 19 0 0 209
WYNDHAM WORLDWIDE CORP COM 98310W108 3,138 51,471 SH   DFND 21 27,809 0 23,662
WYNN RESORTS LTD COM 983134107 10,843 68,620 SH   DFND 17 59,740 0 8,880
WYNN RESORTS LTD COM 983134107 32 200 SH   DFND 19 0 0 200
XPO LOGISTICS INC COM 983793100 4,582 211,424 SH   DFND 17 188,784 0 22,640
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 877 600,000 PRN   DFND 4 600,000 0 0
XCEL ENERGY INC COM 98389B100 28 1,000 SH   DFND 19 0 0 1,000
XCEL ENERGY INC COM 98389B100 14,405 521,733 SH   DFND 21 418,954 0 102,779
XCEL ENERGY INC COM 98389B100 966 35,000 SH   DFND 23 35,000 0 0
XILINX INC COM 983919101 75,314 1,607,530 SH   DFND 17 1,228,920 0 378,610
XILINX INC COM 983919101 30 630 SH   DFND 19 0 0 630
XILINX INC COM 983919101 321 6,855 SH   DFND 21 0 0 6,855
XILINX INC NOTE 2.625% 6/1 983919AF8 2,441 1,500,000 PRN   DFND 4 1,500,000 0 0
XENOPORT INC COM 98411C100 2,705 476,300 SH   DFND 17 0 0 476,300
XENOPORT INC COM 98411C100 233 41,000 SH   DFND 24 41,000 0 0
XEROX CORP COM 984121103 280,635 27,272,566 SH   DFND 3 22,969,866 0 4,302,700
XEROX CORP COM 984121103 79,180 7,694,877 SH   DFND 17 7,694,433 0 444
XEROX CORP COM 984121103 20 1,967 SH   DFND 19 0 0 1,967
XEROX CORP COM 984121103 7,281 707,610 SH   DFND 21 686,699 0 20,911
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,653 142,600 SH   DFND 17 104,600 0 38,000
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 106 17,645 SH   DFND 21 0 0 17,645
XYLEM INC COM 98419M100 7,968 285,300 SH   DFND 3 285,300 0 0
XYLEM INC COM 98419M100 8,572 306,899 SH   DFND 17 306,828 0 71
XYLEM INC COM 98419M100 2,459 88,029 SH   DFND 19 70,579 0 17,450
XYLEM INC COM 98419M100 4,748 170,000 SH   DFND 24 170,000 0 0
YAHOO INC COM 984332106 40,008 1,206,160 SH   DFND 17 810,640 0 395,520
YAHOO INC COM 984332106 64 1,941 SH   DFND 19 0 0 1,941
YAHOO INC COM 984332106 14,658 441,900 SH   DFND 20 441,900 0 0
YAHOO INC COM 984332106 11,473 345,889 SH   DFND 21 246,272 0 99,617
YAMANA GOLD INC COM 98462Y100 110,818 10,655,536 SH   DFND 3 8,432,167 0 2,223,369
YAMANA GOLD INC COM 98462Y100 41,122 3,954,084 SH   DFND 17 3,954,084 0 0
YAMANA GOLD INC COM 98462Y100 19 1,800 SH   DFND 19 0 0 1,800
YAMANA GOLD INC COM 98462Y100 1,051 101,050 SH   DFND 21 0 0 101,050
YELP INC CL A 985817105 205,048 3,098,335 SH   DFND 17 1,837,260 0 1,261,075
YELP INC CL A 985817105 27,618 417,320 SH   DFND 21 417,320 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 15,066 549,860 SH   DFND 17 81,190 0 468,670
YOUKU TUDOU INC SPONSORED ADR 98742U100 5,098 186,042 SH   DFND 20 0 0 186,042
YOUKU TUDOU INC SPONSORED ADR 98742U100 5,722 208,850 SH   DFND 21 208,850 0 0
YUM BRANDS INC COM 988498101 6,475 90,700 SH   DFND 17 90,700 0 0
YUM BRANDS INC COM 988498101 74 1,030 SH   DFND 19 0 0 1,030
YUM BRANDS INC COM 988498101 535 7,501 SH   DFND 21 0 0 7,501
ZIMMER HLDGS INC COM 98956P102 10,128 123,300 SH   DFND 3 123,300 0 0
ZIMMER HLDGS INC COM 98956P102 13,950 169,827 SH   DFND 17 147,182 0 22,645
ZIMMER HLDGS INC COM 98956P102 34 416 SH   DFND 19 0 0 416
ZIMMER HLDGS INC COM 98956P102 28,881 351,606 SH   DFND 21 50,527 0 301,079
ZIONS BANCORPORATION COM 989701107 8,796 320,795 SH   DFND 17 288,990 0 31,805
ZIONS BANCORPORATION COM 989701107 5 200 SH   DFND 19 0 0 200
ZIONS BANCORPORATION COM 989701107 1,590 58,000 SH   DFND 21 58,000 0 0
ZIX CORP COM 98974P100 4,458 911,726 SH   DFND 17 813,626 0 98,100
ZOETIS INC CL A 98978V103 1,100 35,360 SH   DFND 21 0 0 35,360
AIRCASTLE LTD COM G0129K104 5,286 303,620 SH   DFND 17 303,620 0 0
AIRCASTLE LTD COM G0129K104 1,246 71,595 SH   DFND 21 68,169 0 3,426
ALKERMES PLC SHS G01767105 10,315 306,810 SH   DFND 17 144,410 0 162,400
ALKERMES PLC SHS G01767105 1,111 33,055 SH   DFND 19 24,555 0 8,500
ALKERMES PLC SHS G01767105 605 18,000 SH   DFND 24 18,000 0 0
AMDOCS LTD ORD G02602103 964 26,300 SH   DFND 3 26,300 0 0
AMDOCS LTD ORD G02602103 1,399 38,190 SH   DFND 17 38,190 0 0
AMDOCS LTD ORD G02602103 15 400 SH   DFND 19 0 0 400
AMDOCS LTD ORD G02602103 6,971 190,252 SH   DFND 21 81,109 0 109,143
AMBARELLA INC SHS G037AX101 2,569 131,627 SH   DFND 17 131,627 0 0
AON PLC SHS CL A G0408V102 8,873 119,200 SH   DFND 3 119,200 0 0
AON PLC SHS CL A G0408V102 3,158 42,428 SH   DFND 17 29,115 0 13,313
AON PLC SHS CL A G0408V102 55 735 SH   DFND 19 0 0 735
AON PLC SHS CL A G0408V102 756 10,152 SH   DFND 21 0 0 10,152
ARCH CAP GROUP LTD ORD G0450A105 9,480 175,140 SH   DFND 17 159,855 0 15,285
ARCH CAP GROUP LTD ORD G0450A105 1,710 31,593 SH   DFND 21 0 0 31,593
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,207 28,140 SH   DFND 17 28,140 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 13,504 372,119 SH   DFND 21 228,408 0 143,711
ASSURED GUARANTY LTD COM G0585R106 1,912 101,980 SH   DFND 17 0 0 101,980
ASSURED GUARANTY LTD COM G0585R106 28 1,500 SH   DFND 21 1,500 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 131,140 3,027,934 SH   DFND 3 1,973,500 0 1,054,434
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 39,591 914,125 SH   DFND 17 914,125 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13 290 SH   DFND 19 0 0 290
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 33,782 780,002 SH   DFND 21 563,365 0 216,637
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 873 28,905 SH   DFND 21 27,082 0 1,823
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 46,150 626,692 SH   DFND 17 530,982 0 95,710
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 54,766 743,702 SH   DFND 19 659,351 0 84,351
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,178 16,000 SH   DFND 20 16,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,444 141,826 SH   DFND 21 126,905 0 14,921
BUNGE LIMITED COM G16962105 13,579 178,883 SH   DFND 17 43,598 0 135,285
BUNGE LIMITED COM G16962105 17 220 SH   DFND 19 0 0 220
BUNGE LIMITED COM G16962105 13,831 182,205 SH   DFND 21 145,874 0 36,331
BUNGE LIMITED COM G16962105 5,617 74,000 SH   DFND 24 74,000 0 0
CREDICORP LTD COM G2519Y108 1,809 17,116 SH   DFND 17 7,216 0 9,900
CREDICORP LTD COM G2519Y108 1,737 13,519 SH   DFND 19 0 0 13,519
CREDICORP LTD COM G2519Y108 2,351 18,299 SH   DFND 21 15,571 0 2,728
CREDICORP LTD COM G2519Y108 2,723 21,200 SH   DFND 24 21,200 0 0
COSAN LTD SHS A G25343107 822 53,472 SH   DFND 17 53,472 0 0
COSAN LTD SHS A G25343107 1,555 101,197 SH   DFND 21 68,679 0 32,518
COVIDIEN PLC SHS G2554F113 2,056 33,730 SH   DFND 17 23,210 0 10,520
COVIDIEN PLC SHS G2554F113 65 1,068 SH   DFND 19 0 0 1,068
COVIDIEN PLC SHS G2554F113 3,097 50,816 SH   DFND 21 36,660 0 14,156
DELPHI AUTOMOTIVE PLC SHS G27823106 10,572 180,970 SH   DFND 17 156,920 0 24,050
DELPHI AUTOMOTIVE PLC SHS G27823106 14,463 247,571 SH   DFND 21 80,992 0 166,579
EATON CORP PLC SHS G29183103 110,393 1,603,614 SH   DFND 17 1,383,949 0 219,665
EATON CORP PLC SHS G29183103 45,833 665,795 SH   DFND 19 603,245 0 62,550
EATON CORP PLC SHS G29183103 2,453 35,632 SH   DFND 21 21,760 0 13,872
EATON CORP PLC SHS G29183103 7,896 114,700 SH   DFND 24 114,700 0 0
ENSCO PLC SHS CLASS A G3157S106 286,292 5,326,372 SH   DFND 3 4,231,072 0 1,095,300
ENSCO PLC SHS CLASS A G3157S106 67,279 1,251,706 SH   DFND 17 1,251,616 0 90
ENSCO PLC SHS CLASS A G3157S106 14,476 269,327 SH   DFND 21 94,063 0 175,264
ENSCO PLC SHS CLASS A G3157S106 591 11,000 SH   DFND 24 11,000 0 0
EVEREST RE GROUP LTD COM G3223R108 5,322 36,599 SH   DFND 17 36,599 0 0
EVEREST RE GROUP LTD COM G3223R108 10 70 SH   DFND 19 0 0 70
EVEREST RE GROUP LTD COM G3223R108 48,641 334,509 SH   DFND 21 201,902 0 132,607
FABRINET SHS G3323L100 2,500 148,444 SH   DFND 17 148,444 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,374 46,285 SH   DFND 21 16,800 0 29,485
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 46,673 2,803,200 SH   DFND 17 1,670,655 0 1,132,545
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 6,537 392,590 SH   DFND 21 392,590 0 0
HELEN OF TROY CORP LTD COM G4388N106 857 19,359 SH   DFND 21 18,401 0 958
ICON PLC SHS G4705A100 7,104 173,570 SH   DFND 17 168,070 0 5,500
ICON PLC SHS G4705A100 1,490 36,400 SH   DFND 19 26,900 0 9,500
INGERSOLL-RAND PLC SHS G47791101 42 642 SH   DFND 19 0 0 642
INGERSOLL-RAND PLC SHS G47791101 654 10,064 SH   DFND 21 7,000 0 3,064
INVESCO LTD SHS G491BT108 538 16,880 SH   DFND 17 16,880 0 0
INVESCO LTD SHS G491BT108 21 670 SH   DFND 19 0 0 670
INVESCO LTD SHS G491BT108 425 13,311 SH   DFND 21 0 0 13,311
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,715 18,645 SH   DFND 17 12,830 0 5,815
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 8,691 94,500 SH   DFND 21 33,751 0 60,749
LIBERTY GLOBAL PLC SHS CL A G5480U104 39 488 SH   DFND 19 0 0 488
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,608 20,267 SH   DFND 21 324 0 19,943
LIBERTY GLOBAL PLC SHS CL C G5480U120 20 263 SH   DFND 19 0 0 263
LIBERTY GLOBAL PLC SHS CL C G5480U120 971 12,876 SH   DFND 21 842 0 12,034
MAIDEN HOLDINGS LTD SHS G5753U112 882 74,674 SH   DFND 21 74,674 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 6 133 SH   DFND 19 0 0 133
MALLINCKRODT PUB LTD CO SHS G5785G107 156 3,544 SH   DFND 21 447 0 3,097
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 50,762 4,414,085 SH   DFND 17 2,727,250 0 1,686,835
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9 820 SH   DFND 19 0 0 820
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,447 473,615 SH   DFND 21 473,615 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 97,270 1,305,286 SH   DFND 17 1,117,975 0 187,311
MICHAEL KORS HLDGS LTD SHS G60754101 1,319 17,700 SH   DFND 21 17,700 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 33,258 1,276,687 SH   DFND 3 1,276,687 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 13,765 528,388 SH   DFND 21 274,581 0 253,807
NABORS INDUSTRIES LTD SHS G6359F103 9 580 SH   DFND 19 0 0 580
NABORS INDUSTRIES LTD SHS G6359F103 213 13,248 SH   DFND 21 13,248 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 77,700 3,530,200 SH   DFND 3 3,491,600 0 38,600
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 9,726 441,899 SH   DFND 17 441,899 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 8,199 372,507 SH   DFND 21 247,440 0 125,067
PARTNERRE LTD COM G6852T105 3,709 40,522 SH   DFND 17 40,522 0 0
PARTNERRE LTD COM G6852T105 7 80 SH   DFND 19 0 0 80
PARTNERRE LTD COM G6852T105 42,526 464,562 SH   DFND 21 235,820 0 228,742
RENAISSANCERE HOLDINGS LTD COM G7496G103 64,053 707,529 SH   DFND 3 483,518 0 224,011
RENAISSANCERE HOLDINGS LTD COM G7496G103 37,661 416,007 SH   DFND 17 416,007 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 12 130 SH   DFND 19 0 0 130
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,178 46,152 SH   DFND 21 39,445 0 6,707
ROWAN COMPANIES PLC SHS CL A G7665A101 330 9,000 SH   DFND 17 9,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 7 200 SH   DFND 19 0 0 200
ROWAN COMPANIES PLC SHS CL A G7665A101 643 17,500 SH   DFND 24 17,500 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 14,397 329,000 SH   DFND 3 211,600 0 117,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 73,284 1,674,674 SH   DFND 17 1,151,210 0 523,464
SEAGATE TECHNOLOGY PLC SHS G7945M107 28 630 SH   DFND 19 0 0 630
SEAGATE TECHNOLOGY PLC SHS G7945M107 48,474 1,107,730 SH   DFND 21 702,553 0 405,177
SHIP FINANCE INTERNATIONAL L SHS G81075106 67,862 4,444,114 SH   DFND 3 4,389,173 0 54,941
SIGNET JEWELERS LIMITED SHS G81276100 36,290 506,487 SH   DFND 21 126,420 0 380,067
SIGNET JEWELERS LIMITED SHS G81276100 1,433 20,000 SH   DFND 23 20,000 0 0
SINA CORP ORD G81477104 73,865 910,000 SH   DFND 17 577,150 0 332,850
SINA CORP ORD G81477104 6,324 77,905 SH   DFND 21 77,905 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 38,083 1,005,619 SH   DFND 3 1,005,619 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 507 13,700 SH   DFND 3 13,700 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,556 150,241 SH   DFND 17 150,241 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 41,338 1,117,834 SH   DFND 21 550,615 0 567,219
WARNER CHILCOTT PLC IRELAND SHS A G94368100 459 20,000 SH   DFND 24 20,000 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 27,090 47,726 SH   DFND 4 47,726 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,646 2,900 SH   DFND 17 2,900 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 6 10 SH   DFND 19 0 0 10
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 23 520 SH   DFND 19 0 0 520
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 208 4,809 SH   DFND 21 0 0 4,809
XL GROUP PLC SHS G98290102 596 19,340 SH   DFND 17 0 0 19,340
XL GROUP PLC SHS G98290102 20 640 SH   DFND 19 0 0 640
XL GROUP PLC SHS G98290102 381 12,364 SH   DFND 21 1,013 0 11,351
ACE LTD SHS H0023R105 1,574 16,820 SH   DFND 17 16,820 0 0
ACE LTD SHS H0023R105 72 770 SH   DFND 19 0 0 770
ACE LTD SHS H0023R105 58,017 620,103 SH   DFND 21 303,417 0 316,686
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 43,540 438,076 SH   DFND 3 434,339 0 3,737
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 3,107 31,265 SH   DFND 17 31,265 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 8,306 83,567 SH   DFND 21 48,147 0 35,420
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,836 119,760 SH   DFND 17 0 0 119,760
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 17 1,120 SH   DFND 19 0 0 1,120
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 345 22,523 SH   DFND 21 0 0 22,523
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 20 520 SH   DFND 19 0 0 520
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 195 5,169 SH   DFND 21 0 0 5,169
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 313 8,300 SH   DFND 24 8,300 0 0
PENTAIR LTD SHS H6169Q108 10,086 155,315 SH   DFND 17 155,315 0 0
PENTAIR LTD SHS H6169Q108 10,395 160,073 SH   DFND 19 144,542 0 15,531
PENTAIR LTD SHS H6169Q108 430 6,616 SH   DFND 21 0 0 6,616
PENTAIR LTD SHS H6169Q108 20,683 318,500 SH   DFND 24 318,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,082 175,400 SH   DFND 3 175,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 8 159 SH   DFND 17 0 0 159
TE CONNECTIVITY LTD REG SHS H84989104 52 998 SH   DFND 19 0 0 998
TE CONNECTIVITY LTD REG SHS H84989104 22,882 441,903 SH   DFND 21 202,335 0 239,568
TRANSOCEAN LTD REG SHS H8817H100 60 1,340 SH   DFND 19 0 0 1,340
TRANSOCEAN LTD REG SHS H8817H100 10,834 243,454 SH   DFND 21 184,424 0 59,030
TYCO INTERNATIONAL LTD SHS H89128104 38 1,098 SH   DFND 19 0 0 1,098
TYCO INTERNATIONAL LTD SHS H89128104 1,172 33,500 SH   DFND 20 33,500 0 0
TYCO INTERNATIONAL LTD SHS H89128104 355 10,154 SH   DFND 21 0 0 10,154
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,730 26,643 SH   DFND 17 26,643 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 79 564 SH   DFND 21 0 0 564
ELBIT SYS LTD ORD M3760D101 27,569 515,600 SH   DFND 3 503,200 0 12,400
STRATASYS LTD SHS M85548101 9,900 97,770 SH   DFND 17 0 0 97,770
STRATASYS LTD SHS M85548101 4,494 44,384 SH   DFND 21 43,564 0 820
AERCAP HOLDINGS NV SHS N00985106 4,878 250,674 SH   DFND 21 198,077 0 52,597
ASML HOLDING N V N Y REGISTRY SHS N07059210 35,178 356,200 SH   DFND 17 277,110 0 79,090
CORE LABORATORIES N V COM N22717107 6,584 38,910 SH   DFND 17 38,910 0 0
CORE LABORATORIES N V COM N22717107 53 314 SH   DFND 21 314 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 32,428 442,822 SH   DFND 17 441,617 0 1,205
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 72 990 SH   DFND 19 0 0 990
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 79,449 1,084,922 SH   DFND 21 640,921 0 444,001
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,684 23,000 SH   DFND 24 23,000 0 0
NIELSEN HOLDINGS N V COM N63218106 11,396 312,640 SH   DFND 17 272,555 0 40,085
NIELSEN HOLDINGS N V COM N63218106 15 410 SH   DFND 19 0 0 410
NXP SEMICONDUCTORS N V COM N6596X109 15,965 429,045 SH   DFND 17 225,575 0 203,470
NXP SEMICONDUCTORS N V COM N6596X109 3,283 88,235 SH   DFND 21 88,235 0 0
QIAGEN NV REG SHS N72482107 407 19,000 SH   DFND 24 19,000 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 286 7,473 SH   DFND 21 0 0 7,473
YANDEX N V SHS CLASS A N97284108 55,101 1,512,925 SH   DFND 17 1,183,580 0 329,345
COPA HOLDINGS SA CL A P31076105 4,385 38,059 SH   DFND 17 19,859 0 18,200
COPA HOLDINGS SA CL A P31076105 4,842 34,920 SH   DFND 21 20,668 0 14,252
AVAGO TECHNOLOGIES LTD SHS Y0486S104 8,702 202,000 SH   DFND 3 202,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 51,527 1,196,070 SH   DFND 17 740,395 0 455,675
AVAGO TECHNOLOGIES LTD SHS Y0486S104 23 540 SH   DFND 19 0 0 540
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,765 133,830 SH   DFND 21 128,306 0 5,524
FLEXTRONICS INTL LTD ORD Y2573F102 14 1,530 SH   DFND 19 0 0 1,530
FLEXTRONICS INTL LTD ORD Y2573F102 165 18,173 SH   DFND 21 18,173 0 0
SCORPIO TANKERS INC SHS Y7542C106 4,389 449,740 SH   DFND 17 449,740 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,139 116,700 SH   DFND 19 86,200 0 30,500
STEALTHGAS INC SHS Y81669106 3,484 381,216 SH   DFND 17 339,516 0 41,700
STEALTHGAS INC SHS Y81669106 166 18,200 SH   DFND 21 18,200 0 0