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
ACCO BRANDS CORP COM 00081T108 1,449 227,765 SH   DFND 1 73,448 0 154,317
ACCO BRANDS CORP COM 00081T108 3,249 510,814 SH   DFND 2 194,337 0 316,477
ADT CORP/THE COM 00101J106 2,808 70,456 SH   DFND 1 70,456 0 0
ADT CORP/THE COM 00101J106 71,770 1,800,999 SH   DFND 2 63,071 0 1,737,928
AFC ENTERPRISES COM 00104Q107 1,458 40,570 SH   DFND 1 35,323 0 5,247
AFC ENTERPRISES COM 00104Q107 35,653 992,021 SH   DFND 2 1,095 0 990,926
AFLAC INC COM 001055102 1,029 17,701 SH   DFND 1 17,701 0 0
AFLAC INC COM 001055102 1,959 33,700 SH   DFND 2 0 0 33,700
AGCO CORP COM 001084102 1,661 33,087 SH   DFND 1 31,935 0 1,152
AGCO CORP COM 001084102 7,284 145,138 SH   DFND 2 96 0 145,042
AG MORTGAGE INVESTMENT TRUST COM 001228105 79 4,202 SH   DFND 1 3,478 0 724
AG MORTGAGE INVESTMENT TRUST COM 001228105 253 13,436 SH   DFND 2 731 0 12,705
AES CORP COM 00130H105 660 55,055 SH   DFND 1 55,055 0 0
AES CORP COM 00130H105 5,914 493,225 SH   DFND 2 15,533 0 477,692
AOL INC COM 00184X105 538 14,758 SH   DFND 1 14,758 0 0
AOL INC COM 00184X105 4,628 126,872 SH   DFND 2 7,335 0 119,537
AT&T INC COM 00206R102 14,520 410,162 SH   DFND 1 378,795 0 31,367
AT&T INC COM 00206R102 105,192 2,971,531 SH   DFND 2 92,893 0 2,878,638
AZZ INC COM 002474104 2,346 60,847 SH   DFND 1 57,328 0 3,519
AZZ INC COM 002474104 4,609 119,527 SH   DFND 2 723 0 118,804
AARON'S INC COM 002535300 325 11,587 SH   DFND 1 11,587 0 0
AARON'S INC COM 002535300 1,918 68,460 SH   DFND 2 0 0 68,460
ABBOTT LABORATORIES COM 002824100 4,693 134,534 SH   DFND 1 111,474 0 23,060
ABBOTT LABORATORIES COM 002824100 30,431 872,442 SH   DFND 2 0 0 872,442
ABBVIE INC COM 00287Y109 7,713 186,569 SH   DFND 1 163,209 0 23,360
ABBVIE INC COM 00287Y109 124,521 3,012,110 SH   DFND 2 14,593 0 2,997,517
ACACIA RESEARCH CORP COM 003881307 477 21,361 SH   DFND 1 18,705 0 2,656
ACACIA RESEARCH CORP COM 003881307 549 24,557 SH   DFND 2 0 0 24,557
ACADIA PHARMACEUTICALS INC COM 004225108 2,154 118,660 SH   DFND 1 112,547 0 6,113
ACADIA PHARMACEUTICALS INC COM 004225108 4,326 238,340 SH   DFND 2 0 0 238,340
ACCESS NATIONAL CORP COM 004337101 93 7,181 SH   DFND 1 5,955 0 1,226
ACCESS NATIONAL CORP COM 004337101 299 23,006 SH   DFND 2 1,348 0 21,658
ACCURAY INC COM 004397105 570 99,387 SH   DFND 1 87,046 0 12,341
ACCURAY INC COM 004397105 674 117,484 SH   DFND 2 3,230 0 114,254
ACCURAY INC CONV. NOTE 004397AB1 111 116 SH   DFND 1 0 0 116
ACCURAY INC CONV. NOTE 004397AB1 690 720 SH   DFND 2 0 0 720
ACCURAY INC CONV. NOTE 004397AC9 145 116 SH   DFND 1 0 0 116
ACCURAY INC CONV. NOTE 004397AC9 480 384 SH   DFND 2 0 0 384
ACTIVE NETWORK INC/THE COM 00506D100 139 18,296 SH   DFND 1 18,296 0 0
ACTAVIS INC COM 00507K103 5,146 40,774 SH   DFND 1 40,774 0 0
ACTAVIS INC COM 00507K103 166,430 1,318,569 SH   DFND 2 181 0 1,318,388
ACTUATE CORP COM 00508B102 3,134 472,062 SH   DFND 1 261,450 0 210,612
ACTUATE CORP COM 00508B102 5,742 864,825 SH   DFND 2 233,261 0 631,564
ACTUANT CORP-A COM 00508X203 946 28,680 SH   DFND 1 28,680 0 0
ACTUANT CORP-A COM 00508X203 1,752 53,127 SH   DFND 2 472 0 52,655
ACXIOM CORP COM 005125109 1,166 51,392 SH   DFND 1 44,607 0 6,785
ACXIOM CORP COM 005125109 1,663 73,313 SH   DFND 2 1,499 0 71,814
ADDUS HOMECARE CORP COM 006739106 1,030 52,178 SH   DFND 1 16,871 0 35,307
ADDUS HOMECARE CORP COM 006739106 2,256 114,293 SH   DFND 2 43,832 0 70,461
ADOBE SYSTEMS INC COM 00724F101 1,788 39,251 SH   DFND 1 39,251 0 0
ADOBE SYSTEMS INC COM 00724F101 14,902 327,075 SH   DFND 2 0 0 327,075
ADVANCE AUTO PARTS INC COM 00751Y106 1,260 15,518 SH   DFND 1 12,213 0 3,305
ADVANCE AUTO PARTS INC COM 00751Y106 4,182 51,521 SH   DFND 2 2,091 0 49,430
AECOM TECHNOLOGY CORP COM 00766T100 216 6,802 SH   DFND 1 6,802 0 0
AECOM TECHNOLOGY CORP COM 00766T100 1,857 58,413 SH   DFND 2 3,382 0 55,031
AEGERION PHARMACEUTICALS INC COM 00767E102 396 6,254 SH   DFND 1 5,465 0 789
AEGERION PHARMACEUTICALS INC COM 00767E102 454 7,165 SH   DFND 2 0 0 7,165
ADVANCED MICRO DEVICES COM 007903107 89 21,800 SH   DFND 1 21,800 0 0
ADVANCED MICRO DEVICES, INC. CONV. NOTE 007903AL1 137 134 SH   DFND 1 0 0 134
ADVANCED MICRO DEVICES, INC. CONV. NOTE 007903AL1 848 830 SH   DFND 2 0 0 830
AEROVIRONMENT INC COM 008073108 448 22,200 SH   DFND 1 22,200 0 0
AEROVIRONMENT INC COM 008073108 2,637 130,660 SH   DFND 2 0 0 130,660
AES TRUST III CPFD 00808N202 109 2,155 SH   DFND 1 0 0 2,155
AES TRUST III CPFD 00808N202 977 19,340 SH   DFND 2 0 0 19,340
AETNA INC COM 00817Y108 7,550 118,815 SH   DFND 1 118,815 0 0
AETNA INC COM 00817Y108 161,461 2,541,088 SH   DFND 2 0 0 2,541,088
AGILENT TECHNOLOGIES INC COM 00846U101 1,853 43,343 SH   DFND 1 43,343 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 34,656 810,473 SH   DFND 2 0 0 810,473
AGREE REALTY CORP COM 008492100 223 7,548 SH   DFND 1 6,280 0 1,268
AGREE REALTY CORP COM 008492100 675 22,874 SH   DFND 2 828 0 22,046
AGRIUM INC ORD 008916108 78 901 SH   DFND 1 488 0 413
AGRIUM INC ORD 008916108 11,037 126,918 SH   DFND 2 0 0 126,918
AIR METHODS CORP COM 009128307 2,827 83,450 SH   DFND 1 71,035 0 12,415
AIR METHODS CORP COM 009128307 2,015 59,480 SH   DFND 2 6,465 0 53,015
AIR PRODUCTS & CHEMICALS INC COM 009158106 723 7,901 SH   DFND 1 7,901 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 45 492 SH   DFND 2 0 0 492
AIRGAS INC COM 009363102 3,282 34,381 SH   DFND 1 34,381 0 0
AIRGAS INC COM 009363102 4,105 43,000 SH   DFND 2 0 0 43,000
AKAMAI TECHNOLOGIES INC COM 00971T101 343 8,070 SH   DFND 1 8,070 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8 190 SH   DFND 2 190 0 0
ALBEMARLE CORP COM 012653101 1,600 25,684 SH   DFND 1 25,684 0 0
ALBEMARLE CORP COM 012653101 27,411 440,050 SH   DFND 2 0 0 440,050
ALCOA INC COM 013817101 315 40,240 SH   DFND 1 40,240 0 0
ALCOA INC COM 013817101 4,472 571,869 SH   DFND 2 0 0 571,869
ALERE INC COM 01449J105 1,384 56,494 SH   DFND 1 48,780 0 7,714
ALERE INC COM 01449J105 9,427 384,765 SH   DFND 2 1,515 0 383,250
ALERE INC CONV. NOTE 01449JAA3 92 93 SH   DFND 1 0 0 93
ALERE INC CONV. NOTE 01449JAA3 445 451 SH   DFND 2 0 0 451
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1,460 22,218 SH   DFND 1 16,399 0 5,819
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 363 5,530 SH   DFND 2 0 0 5,530
ALEXION PHARMACEUTICALS INC COM 015351109 673 7,300 SH   DFND 1 7,300 0 0
ALIGN TECHNOLOGY INC COM 016255101 817 22,062 SH   DFND 1 19,212 0 2,850
ALIGN TECHNOLOGY INC COM 016255101 945 25,517 SH   DFND 2 688 0 24,829
ALLEGHANY CORP COM 017175100 2,682 6,998 SH   DFND 1 5,198 0 1,800
ALLEGHANY CORP COM 017175100 7,292 19,023 SH   DFND 2 638 0 18,385
ALLEGHENY TECHNOLOGIES INC COM 01741R102 149 5,650 SH   DFND 1 5,650 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,024 76,937 SH   DFND 2 0 0 76,937
ALLEGIANT TRAVEL CO COM 01748X102 1,791 16,900 SH   DFND 1 16,900 0 0
ALLEGIANT TRAVEL CO COM 01748X102 4,762 44,925 SH   DFND 2 0 0 44,925
ALLERGAN INC COM 018490102 3,352 39,795 SH   DFND 1 39,795 0 0
ALLERGAN INC COM 018490102 77,496 919,943 SH   DFND 2 0 0 919,943
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,379 7,615 SH   DFND 1 7,615 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 22,150 122,354 SH   DFND 2 0 0 122,354
ALLIANCE DATA SYSTEMS CO CONV. NOTE 018581AD0 1,397 615 SH   DFND 1 0 0 615
ALLIANCE DATA SYSTEMS CO CONV. NOTE 018581AD0 4,192 1,845 SH   DFND 2 0 0 1,845
ALLIANT ENERGY CORP COM 018802108 3,420 67,824 SH   DFND 2 132 0 67,692
ALLIANT TECHSYSTEMS INC COM 018804104 1,057 12,838 SH   DFND 1 12,258 0 580
ALLIANT TECHSYSTEMS INC COM 018804104 8,215 99,787 SH   DFND 2 605 0 99,182
ALLSTATE CORP COM 020002101 856 17,779 SH   DFND 1 17,779 0 0
ALLSTATE CORP COM 020002101 50,301 1,045,318 SH   DFND 2 0 0 1,045,318
ALPHA NATURAL RESOURCES INC COM 02076X102 73 14,023 SH   DFND 1 14,023 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 8,717 1,663,602 SH   DFND 2 6,363 0 1,657,239
ALTERA CORP COM 021441100 419 12,701 SH   DFND 1 12,701 0 0
ALTERA CORP COM 021441100 207 6,271 SH   DFND 2 0 0 6,271
ALTRA HOLDINGS INC COM 02208R106 1,216 44,430 SH   DFND 1 38,383 0 6,047
ALTRA HOLDINGS INC COM 02208R106 1,767 64,544 SH   DFND 2 1,182 0 63,362
ALTRIA GROUP INC COM 02209S103 12,288 351,195 SH   DFND 1 313,803 0 37,392
ALTRIA GROUP INC COM 02209S103 112,217 3,207,112 SH   DFND 2 135,500 0 3,071,612
AMAZON.COM INC COM 023135106 14,319 51,564 SH   DFND 1 44,193 0 7,371
AMAZON.COM INC COM 023135106 73,411 264,364 SH   DFND 2 0 0 264,364
AMEDISYS INC COM 023436108 100 8,582 SH   DFND 1 7,218 0 1,364
AMEDISYS INC COM 023436108 300 25,822 SH   DFND 2 1,315 0 24,507
AMEREN CORPORATION COM 023608102 2,466 71,604 SH   DFND 1 71,604 0 0
AMEREN CORPORATION COM 023608102 72,667 2,109,947 SH   DFND 2 65,300 0 2,044,647
AMERICAN ASSETS TRUST INC COM 024013104 1,509 48,907 SH   DFND 1 15,767 0 33,140
AMERICAN ASSETS TRUST INC COM 024013104 3,364 108,993 SH   DFND 2 41,572 0 67,421
AMERICAN CAMPUS COMMUNITIES COM 024835100 110 2,712 SH   DFND 1 2,002 0 710
AMERICAN CAMPUS COMMUNITIES COM 024835100 447 11,004 SH   DFND 2 0 0 11,004
AMERICAN CAPITAL AGENCY CORP COM 02503X105 495 21,543 SH   DFND 1 21,543 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,279 99,148 SH   DFND 2 5,739 0 93,409
AMERICAN CAPITAL LTD COM 02503Y103 2,094 165,300 SH   DFND 1 53,400 0 111,900
AMERICAN CAPITAL LTD COM 02503Y103 4,592 362,400 SH   DFND 2 138,900 0 223,500
AMERICAN ELECTRIC POWER COM 025537101 3,987 89,039 SH   DFND 1 89,039 0 0
AMERICAN ELECTRIC POWER COM 025537101 47,812 1,067,718 SH   DFND 2 65,947 0 1,001,771
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,347 73,752 SH   DFND 1 73,752 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 17,951 983,063 SH   DFND 2 6,198 0 976,865
AMERICAN EQUITY INVT LIFE HL COM 025676206 269 17,109 SH   DFND 1 14,168 0 2,941
AMERICAN EQUITY INVT LIFE HL COM 025676206 826 52,596 SH   DFND 2 1,992 0 50,604
AMERICAN EXPRESS CO COM 025816109 5,549 74,222 SH   DFND 1 62,722 0 11,500
AMERICAN EXPRESS CO COM 025816109 8,603 115,081 SH   DFND 2 0 0 115,081
AMERICAN FINANCIAL GROUP INC COM 025932104 2,583 52,809 SH   DFND 1 25,389 0 27,420
AMERICAN FINANCIAL GROUP INC COM 025932104 8,755 179,012 SH   DFND 2 38,014 0 140,998
AMERICAN INTERNATIONAL GROUP COM 026874784 12,345 276,170 SH   DFND 1 276,170 0 0
AMERICAN INTERNATIONAL GROUP COM 026874784 177,031 3,960,430 SH   DFND 2 137,325 0 3,823,105
AMERICAN TOWER CORP COM 03027X100 6,285 85,891 SH   DFND 1 85,891 0 0
AMERICAN TOWER CORP COM 03027X100 100,186 1,369,220 SH   DFND 2 40,100 0 1,329,120
AMERICAN VANGUARD CORP COM 030371108 708 30,222 SH   DFND 1 26,275 0 3,947
AMERICAN VANGUARD CORP COM 030371108 830 35,420 SH   DFND 2 955 0 34,465
AMERICAN WATER WORKS CO INC COM 030420103 8,229 199,578 SH   DFND 2 0 0 199,578
AMERISOURCEBERGEN CORP COM 03073E105 4,204 75,298 SH   DFND 1 60,033 0 15,265
AMERISOURCEBERGEN CORP COM 03073E105 32,559 583,184 SH   DFND 2 8,055 0 575,129
AMERIPRISE FINANCIAL INC COM 03076C106 621 7,681 SH   DFND 1 7,681 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 12,551 155,186 SH   DFND 2 0 0 155,186
AMETEK INC COM 031100100 1,760 41,601 SH   DFND 1 41,601 0 0
AMETEK INC COM 031100100 30,962 731,957 SH   DFND 2 5,904 0 726,053
AMGEN INC COM 031162100 8,631 87,482 SH   DFND 1 75,385 0 12,097
AMGEN INC COM 031162100 47,059 476,978 SH   DFND 2 9,113 0 467,865
AMICUS THERAPEUTICS INC COM 03152W109 1,048 450,000 SH   DFND 2 0 0 450,000
AMPHENOL CORP-CL A COM 032095101 483 6,197 SH   DFND 1 6,197 0 0
AMSURG CORP COM 03232P405 726 20,678 SH   DFND 1 17,928 0 2,750
AMSURG CORP COM 03232P405 1,064 30,316 SH   DFND 2 361 0 29,955
AMTRUST FINANCIAL SERVICES COM 032359309 1,462 40,939 SH   DFND 1 23,186 0 17,753
AMTRUST FINANCIAL SERVICES COM 032359309 4,806 134,631 SH   DFND 2 21,124 0 113,507
ANADARKO PETROLEUM CORP COM 032511107 3,831 44,581 SH   DFND 1 44,581 0 0
ANADARKO PETROLEUM CORP COM 032511107 83,148 967,624 SH   DFND 2 0 0 967,624
ANALOG DEVICES INC COM 032654105 2,821 62,595 SH   DFND 1 46,990 0 15,605
ANALOG DEVICES INC COM 032654105 3,282 72,827 SH   DFND 2 0 0 72,827
ANDERSONS INC/THE COM 034164103 117 2,204 SH   DFND 1 1,179 0 1,025
ANDERSONS INC/THE COM 034164103 266 5,008 SH   DFND 2 0 0 5,008
ANGIE'S LIST INC COM 034754101 569 21,445 SH   DFND 1 18,768 0 2,677
ANGIE'S LIST INC COM 034754101 673 25,354 SH   DFND 2 703 0 24,651
ANIXTER INTERNATIONAL INC COM 035290105 207 2,730 SH   DFND 1 2,305 0 425
ANIXTER INTERNATIONAL INC COM 035290105 622 8,202 SH   DFND 2 328 0 7,874
ANN INC COM 035623107 1,830 55,129 SH   DFND 1 50,743 0 4,386
ANN INC COM 035623107 3,419 102,972 SH   DFND 2 883 0 102,089
ANSYS INC COM 03662Q105 925 12,660 SH   DFND 1 12,660 0 0
ANSYS INC COM 03662Q105 1,347 18,427 SH   DFND 2 122 0 18,305
APACHE CORP COM 037411105 2,459 29,331 SH   DFND 1 29,331 0 0
APACHE CORP COM 037411105 16,626 198,330 SH   DFND 2 16,900 0 181,430
APACHE CORP CPFD 037411808 1,289 26,945 SH   DFND 1 0 0 26,945
APACHE CORP CPFD 037411808 4,178 87,322 SH   DFND 2 0 0 87,322
APARTMENT INVT & MGMT CO -A COM 03748R101 1,672 55,663 SH   DFND 1 42,510 0 13,153
APARTMENT INVT & MGMT CO -A COM 03748R101 220 7,323 SH   DFND 2 0 0 7,323
APOLLO GLOBAL MANAGEMENT - A COM 037612306 4,635 192,328 SH   DFND 2 0 0 192,328
APPLE INC COM 037833100 77,569 195,843 SH   DFND 1 163,784 0 32,059
APPLE INC COM 037833100 944,359 2,384,263 SH   DFND 2 15,927 0 2,368,336
APPLIED MATERIALS INC COM 038222105 1,895 127,104 SH   DFND 1 127,104 0 0
APPLIED MATERIALS INC COM 038222105 20,438 1,370,763 SH   DFND 2 0 0 1,370,763
ARCHER-DANIELS-MIDLAND CO COM 039483102 930 27,426 SH   DFND 1 25,666 0 1,760
ARCHER-DANIELS-MIDLAND CO COM 039483102 292 8,622 SH   DFND 2 0 0 8,622
ARES CAPITAL CORP COM 04010L103 1,291 75,050 SH   DFND 1 52,050 0 23,000
ARES CAPITAL CORP COM 04010L103 1,854 107,788 SH   DFND 2 0 0 107,788
ARES CAPITAL CORP CONV. NOTE 04010LAB9 2,127 1,944 SH   DFND 1 0 0 1,944
ARES CAPITAL CORP CONV. NOTE 04010LAB9 7,131 6,518 SH   DFND 2 0 0 6,518
ARLINGTON ASSET INVESTMENT-A COM 041356205 123 4,617 SH   DFND 1 3,833 0 784
ARLINGTON ASSET INVESTMENT-A COM 041356205 407 15,237 SH   DFND 2 667 0 14,570
ARMADA HOFFLER PROPERTIES IN COM 04208T108 5,318 451,454 SH   DFND 2 0 0 451,454
ARMOUR RESIDENTIAL REIT INC COM 042315101 108 22,999 SH   DFND 1 18,984 0 4,015
ARMOUR RESIDENTIAL REIT INC COM 042315101 338 71,768 SH   DFND 2 3,847 0 67,921
ARQULE INC COM 04269E107 1,524 656,900 SH   DFND 2 0 0 656,900
ARRAY BIOPHARMA INC COM 04269X105 469 103,316 SH   DFND 1 90,345 0 12,971
ARRAY BIOPHARMA INC COM 04269X105 3,625 798,530 SH   DFND 2 0 0 798,530
ARRIS GROUP INC COM 04270V106 592 41,261 SH   DFND 1 36,594 0 4,667
ARRIS GROUP INC COM 04270V106 19,400 1,351,883 SH   DFND 2 1,167 0 1,350,716
ARTISAN PARTNERS ASSET MANAG COM 04316A108 1,893 37,922 SH   DFND 2 0 0 37,922
ARUBA NETWORKS INC COM 043176106 385 25,084 SH   DFND 1 21,908 0 3,176
ARUBA NETWORKS INC COM 043176106 446 29,004 SH   DFND 2 0 0 29,004
ASCENT CAPITAL GROUP INC-A COM 043632108 476 6,093 SH   DFND 1 5,326 0 767
ASCENT CAPITAL GROUP INC-A COM 043632108 548 7,015 SH   DFND 2 0 0 7,015
ASHFORD HOSPITALITY TRUST COM 044103109 301 26,288 SH   DFND 1 21,825 0 4,463
ASHFORD HOSPITALITY TRUST COM 044103109 961 83,950 SH   DFND 2 4,234 0 79,716
ASHLAND INC COM 044209104 3,434 41,125 SH   DFND 1 41,125 0 0
ASHLAND INC COM 044209104 49,611 594,140 SH   DFND 2 50,740 0 543,400
ASPEN TECHNOLOGY INC COM 045327103 1,189 41,286 SH   DFND 1 36,081 0 5,205
ASPEN TECHNOLOGY INC COM 045327103 1,403 48,723 SH   DFND 2 954 0 47,769
ASSOCIATED BANC-CORP COM 045487105 680 43,755 SH   DFND 1 43,755 0 0
ASSOCIATED BANC-CORP COM 045487105 4,178 268,658 SH   DFND 2 7,880 0 260,778
ASTRAZENECA PLC-SPONS ADR COM - ADR 046353108 23,890 505,065 SH   DFND 2 0 0 505,065
ATHENAHEALTH INC COM 04685W103 399 4,715 SH   DFND 1 4,118 0 597
ATHENAHEALTH INC COM 04685W103 477 5,626 SH   DFND 2 159 0 5,467
ATWOOD OCEANICS INC COM 050095108 1,072 20,600 SH   DFND 1 20,600 0 0
ATWOOD OCEANICS INC COM 050095108 2,352 45,185 SH   DFND 2 0 0 45,185
AUTODESK INC COM 052769106 292 8,601 SH   DFND 1 8,601 0 0
AUTODESK INC COM 052769106 5 156 SH   DFND 2 156 0 0
AUTOLIV INC ORD 052800109 2,040 26,364 SH   DFND 1 26,364 0 0
AUTOLIV INC ORD 052800109 25,152 325,005 SH   DFND 2 25,472 0 299,533
AUTOMATIC DATA PROCESSING COM 053015103 1,260 18,300 SH   DFND 1 18,300 0 0
AUTOZONE INC COM 053332102 2,655 6,266 SH   DFND 1 4,839 0 1,427
AUTOZONE INC COM 053332102 2,747 6,484 SH   DFND 2 0 0 6,484
AUXILIUM PHARMACEUTICALS INC COM 05334D107 888 53,368 SH   DFND 1 47,759 0 5,609
AUXILIUM PHARMACEUTICALS INC COM 05334D107 46,858 2,817,700 SH   DFND 2 1,472 0 2,816,228
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 1,199 1,243 SH   DFND 1 0 0 1,243
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 5,865 6,082 SH   DFND 2 0 0 6,082
AVALONBAY COMMUNITIES INC COM 053484101 2,527 18,731 SH   DFND 1 15,829 0 2,902
AVALONBAY COMMUNITIES INC COM 053484101 4,276 31,698 SH   DFND 2 1,529 0 30,169
AVERY DENNISON CORP COM 053611109 424 9,919 SH   DFND 1 9,919 0 0
AVERY DENNISON CORP COM 053611109 2,212 51,725 SH   DFND 2 2,990 0 48,735
AVIS BUDGET GROUP INC COM 053774105 920 32,007 SH   DFND 1 27,509 0 4,498
AVIS BUDGET GROUP INC COM 053774105 1,650 57,392 SH   DFND 2 1,884 0 55,508
AVISTA CORP COM 05379B107 1,555 57,533 SH   DFND 1 18,573 0 38,960
AVISTA CORP COM 05379B107 3,388 125,378 SH   DFND 2 48,047 0 77,331
AVNET INC COM 053807103 324 9,629 SH   DFND 1 9,629 0 0
AVNET INC COM 053807103 2,219 66,034 SH   DFND 2 4,046 0 61,988
AVON PRODUCTS INC COM 054303102 337 16,001 SH   DFND 1 16,001 0 0
AVON PRODUCTS INC COM 054303102 974 46,300 SH   DFND 2 0 0 46,300
AXIALL CORP COM 05463D100 3,297 77,439 SH   DFND 1 74,556 0 2,883
AXIALL CORP COM 05463D100 24,979 586,632 SH   DFND 2 1,858 0 584,774
BB&T CORP COM 054937107 894 26,400 SH   DFND 1 26,400 0 0
BB&T CORP COM 054937107 8,580 253,240 SH   DFND 2 0 0 253,240
BOK FINANCIAL CORPORATION COM 05561Q201 494 7,717 SH   DFND 1 7,717 0 0
BOK FINANCIAL CORPORATION COM 05561Q201 2,760 43,085 SH   DFND 2 0 0 43,085
BOFI HOLDING INC COM 05566U108 3,442 75,122 SH   DFND 1 43,975 0 31,147
BOFI HOLDING INC COM 05566U108 6,274 136,930 SH   DFND 2 32,753 0 104,177
BMC SOFTWARE INC COM 055921100 916 20,297 SH   DFND 1 20,297 0 0
BMC SOFTWARE INC COM 055921100 5,794 128,361 SH   DFND 2 7,622 0 120,739
BAKER HUGHES INC COM 057224107 763 16,537 SH   DFND 1 16,537 0 0
BALL CORP COM 058498106 1,957 47,119 SH   DFND 1 36,584 0 10,535
BALL CORP COM 058498106 4,361 104,995 SH   DFND 2 3,251 0 101,744
BANCORP INC/THE COM 05969A105 3,926 261,895 SH   DFND 1 155,011 0 106,884
BANCORP INC/THE COM 05969A105 24,773 1,652,607 SH   DFND 2 132,975 0 1,519,632
BANK OF AMERICA CORP COM 060505104 16,681 1,297,156 SH   DFND 1 1,297,156 0 0
BANK OF AMERICA CORP COM 060505104 194,714 15,141,023 SH   DFND 2 218,400 0 14,922,623
BANK OF AMERICA CORP-CW19 WARRANTS 060505153 18,127 23,541,600 SH   DFND 2 0 0 23,541,600
BANK OF AMERICA CORP CPFD 060505682 2,549 2,289 SH   DFND 1 0 0 2,289
BANK OF AMERICA CORP CPFD 060505682 9,650 8,664 SH   DFND 2 0 0 8,664
BANK OF HAWAII CORP COM 062540109 2,719 54,041 SH   DFND 1 37,561 0 16,480
BANK OF HAWAII CORP COM 062540109 3,875 77,009 SH   DFND 2 0 0 77,009
BANK OF KENTUCKY FINL CORP COM 062896105 122 4,296 SH   DFND 1 3,552 0 744
BANK OF KENTUCKY FINL CORP COM 062896105 389 13,666 SH   DFND 2 800 0 12,866
BANK OF NEW YORK MELLON CORP COM 064058100 1,264 45,073 SH   DFND 1 45,073 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 5,296 188,800 SH   DFND 2 0 0 188,800
CR BARD INC COM 067383109 2,246 20,668 SH   DFND 1 15,265 0 5,403
CR BARD INC COM 067383109 2,743 25,238 SH   DFND 2 0 0 25,238
BARRICK GOLD CORP ORD 067901108 21,371 1,357,731 SH   DFND 2 0 0 1,357,731
BARRETT BUSINESS SVCS INC COM 068463108 1,210 23,184 SH   DFND 1 19,144 0 4,040
BARRETT BUSINESS SVCS INC COM 068463108 1,305 25,001 SH   DFND 2 840 0 24,161
BILL BARRETT CORP COM 06846N104 1,391 68,770 SH   DFND 1 22,370 0 46,400
BILL BARRETT CORP COM 06846N104 3,037 150,200 SH   DFND 2 58,200 0 92,000
BASIC ENERGY SERVICES INC COM 06985P100 439 36,270 SH   DFND 1 36,270 0 0
BAXTER INTERNATIONAL INC COM 071813109 11,887 171,600 SH   DFND 1 171,600 0 0
BAXTER INTERNATIONAL INC COM 071813109 256,125 3,697,485 SH   DFND 2 130,000 0 3,567,485
B/E AEROSPACE INC COM 073302101 949 15,040 SH   DFND 1 15,040 0 0
B/E AEROSPACE INC COM 073302101 19,640 311,350 SH   DFND 2 0 0 311,350
BEACON ROOFING SUPPLY INC COM 073685109 1,677 44,284 SH   DFND 1 38,404 0 5,880
BEACON ROOFING SUPPLY INC COM 073685109 2,012 53,107 SH   DFND 2 911 0 52,196
BEAM INC COM 073730103 2,297 36,398 SH   DFND 1 36,398 0 0
BEAM INC COM 073730103 47,882 758,700 SH   DFND 2 0 0 758,700
BECTON DICKINSON AND CO COM 075887109 2,674 27,061 SH   DFND 1 21,061 0 6,000
BECTON DICKINSON AND CO COM 075887109 6,680 67,591 SH   DFND 2 0 0 67,591
BED BATH & BEYOND INC COM 075896100 2,850 40,195 SH   DFND 1 40,195 0 0
BED BATH & BEYOND INC COM 075896100 87,997 1,241,137 SH   DFND 2 5,257 0 1,235,880
BELO CORPORATION-A COM 080555105 798 57,238 SH   DFND 1 49,565 0 7,673
BELO CORPORATION-A COM 080555105 922 66,086 SH   DFND 2 1,037 0 65,049
BEMIS COMPANY COM 081437105 1,364 34,848 SH   DFND 1 26,822 0 8,026
BEMIS COMPANY COM 081437105 3,065 78,318 SH   DFND 2 2,393 0 75,925
WR BERKLEY CORP COM 084423102 742 18,159 SH   DFND 1 18,159 0 0
WR BERKLEY CORP COM 084423102 2,039 49,912 SH   DFND 2 145 0 49,767
BERKSHIRE HATHAWAY INC-CL B COM 084670702 10,054 89,830 SH   DFND 1 85,618 0 4,212
BERKSHIRE HATHAWAY INC-CL B COM 084670702 14,937 133,463 SH   DFND 2 2,664 0 130,799
BERKSHIRE HILLS BANCORP INC COM 084680107 1,424 51,300 SH   DFND 1 16,500 0 34,800
BERKSHIRE HILLS BANCORP INC COM 084680107 3,184 114,700 SH   DFND 2 43,500 0 71,200
BEST BUY CO INC COM 086516101 320 11,707 SH   DFND 1 11,707 0 0
BEST BUY CO INC COM 086516101 19,292 705,879 SH   DFND 2 0 0 705,879
BIG 5 SPORTING GOODS CORP COM 08915P101 459 20,900 SH   DFND 1 20,900 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 2,686 122,350 SH   DFND 2 0 0 122,350
BIG LOTS INC COM 089302103 2,360 74,839 SH   DFND 1 70,800 0 4,039
BIG LOTS INC COM 089302103 6,104 193,597 SH   DFND 2 3,480 0 190,117
BIO-REFERENCE LABS INC COM 09057G602 2,489 86,591 SH   DFND 1 85,027 0 1,564
BIO-REFERENCE LABS INC COM 09057G602 5,172 179,889 SH   DFND 2 384 0 179,505
BIOMARIN PHARMACEUTICAL INC COM 09061G101 53 946 SH   DFND 1 946 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,707 622,100 SH   DFND 2 0 0 622,100
BIOMARIN PHARMACEUTICAL CONVB 09061GAD3 790 285 SH   DFND 1 0 0 285
BIOMARIN PHARMACEUTICAL CONVB 09061GAD3 2,632 950 SH   DFND 2 0 0 950
BIOGEN IDEC INC COM 09062X103 2,586 12,018 SH   DFND 1 12,018 0 0
BIOGEN IDEC INC COM 09062X103 15,561 72,310 SH   DFND 2 0 0 72,310
BIOSPECIFICS TECHNOLOGIES COM 090931106 4,226 270,883 SH   DFND 2 0 0 270,883
BLACKROCK INC COM 09247X101 2,944 11,461 SH   DFND 1 9,361 0 2,100
BLACKROCK INC COM 09247X101 5,736 22,333 SH   DFND 2 0 0 22,333
BLACKSTONE GROUP LP/THE COM 09253U108 2,537 120,455 SH   DFND 1 120,455 0 0
BLACKSTONE GROUP LP/THE COM 09253U108 19,188 911,093 SH   DFND 2 0 0 911,093
H&R BLOCK INC COM 093671105 1,254 45,195 SH   DFND 1 45,195 0 0
H&R BLOCK INC COM 093671105 2,029 73,134 SH   DFND 2 0 0 73,134
BLOOMIN' BRANDS INC COM 094235108 1,755 70,537 SH   DFND 1 70,537 0 0
BLOOMIN' BRANDS INC COM 094235108 30,115 1,210,402 SH   DFND 2 0 0 1,210,402
BLUE NILE INC COM 09578R103 701 18,558 SH   DFND 1 16,205 0 2,353
BLUE NILE INC COM 09578R103 830 21,970 SH   DFND 2 617 0 21,353
BLYTH INC COM 09643P207 490 35,082 SH   DFND 1 30,467 0 4,615
BLYTH INC COM 09643P207 737 52,798 SH   DFND 2 1,379 0 51,419
BOEING CO/THE COM 097023105 7,733 75,484 SH   DFND 1 68,284 0 7,200
BOEING CO/THE COM 097023105 35,038 342,038 SH   DFND 2 12,840 0 329,198
BOISE INC COM 09746Y105 1,016 119,000 SH   DFND 1 119,000 0 0
BOISE INC COM 09746Y105 3,475 406,920 SH   DFND 2 0 0 406,920
BONANZA CREEK ENERGY INC COM 097793103 1,472 41,513 SH   DFND 2 0 0 41,513
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 1,620 93,208 SH   DFND 1 88,506 0 4,702
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 3,011 173,226 SH   DFND 2 1,000 0 172,226
BORGWARNER INC COM 099724106 1,436 16,669 SH   DFND 1 16,669 0 0
BORGWARNER INC COM 099724106 2,118 24,589 SH   DFND 2 0 0 24,589
BOSTON PROPERTIES INC COM 101121101 2,212 20,975 SH   DFND 1 16,949 0 4,026
BOSTON PROPERTIES INC COM 101121101 263 2,494 SH   DFND 2 0 0 2,494
BOSTON SCIENTIFIC CORP COM 101137107 475 51,291 SH   DFND 1 51,291 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,008 432,368 SH   DFND 2 0 0 432,368
BRADY CORPORATION - CL A COM 104674106 366 11,900 SH   DFND 1 11,900 0 0
BRADY CORPORATION - CL A COM 104674106 2,123 69,095 SH   DFND 2 0 0 69,095
BRANDYWINE REALTY TRUST COM 105368203 418 30,930 SH   DFND 1 30,930 0 0
BRANDYWINE REALTY TRUST COM 105368203 2,145 158,685 SH   DFND 2 0 0 158,685
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 1,228 35,390 SH   DFND 1 30,922 0 4,468
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 14,867 428,319 SH   DFND 2 716 0 427,603
BRINKER INTERNATIONAL INC COM 109641100 1,440 36,509 SH   DFND 1 31,556 0 4,953
BRINKER INTERNATIONAL INC COM 109641100 2,073 52,582 SH   DFND 2 747 0 51,835
BRISTOL-MYERS SQUIBB CO COM 110122108 12,518 280,113 SH   DFND 1 253,493 0 26,620
BRISTOL-MYERS SQUIBB CO COM 110122108 30,928 692,048 SH   DFND 2 20,736 0 671,312
BROADCOM CORP-CL A COM 111320107 1,242 36,779 SH   DFND 1 36,779 0 0
BROADCOM CORP-CL A COM 111320107 4,727 140,018 SH   DFND 2 8,091 0 131,927
BROADSOFT INC COM 11133B409 235 8,526 SH   DFND 1 7,373 0 1,153
BROADSOFT INC COM 11133B409 285 10,339 SH   DFND 2 235 0 10,104
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1,079 40,600 SH   DFND 1 40,600 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 2,249 84,605 SH   DFND 2 0 0 84,605
BROCADE COMMUNICATIONS SYS COM 111621306 1,151 199,834 SH   DFND 1 177,640 0 22,194
BROCADE COMMUNICATIONS SYS COM 111621306 3,128 542,983 SH   DFND 2 23,014 0 519,969
BROOKDALE SENIOR LIVING INC COM 112463104 672 25,401 SH   DFND 1 25,401 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 578 21,861 SH   DFND 2 0 0 21,861
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 2,353 1,998 SH   DFND 1 0 0 1,998
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 7,797 6,622 SH   DFND 2 0 0 6,622
BROOKLINE BANCORP INC COM 11373M107 1,238 142,600 SH   DFND 1 46,000 0 96,600
BROOKLINE BANCORP INC COM 11373M107 2,777 319,900 SH   DFND 2 123,900 0 196,000
BROWN-FORMAN CORP-CLASS B COM 115637209 391 5,787 SH   DFND 1 5,787 0 0
BRUKER CORP COM 116794108 234 14,500 SH   DFND 1 14,500 0 0
BRUKER CORP COM 116794108 1,358 84,100 SH   DFND 2 0 0 84,100
BRUNSWICK CORP COM 117043109 6,232 195,054 SH   DFND 1 154,083 0 40,971
BRUNSWICK CORP COM 117043109 48,150 1,507,043 SH   DFND 2 45,849 0 1,461,194
BUCKEYE TECHNOLOGIES INC COM 118255108 525 14,167 SH   DFND 1 12,624 0 1,543
BUCKEYE TECHNOLOGIES INC COM 118255108 618 16,691 SH   DFND 2 351 0 16,340
BUCKLE INC/THE COM 118440106 1,641 31,552 SH   DFND 1 30,120 0 1,432
BUCKLE INC/THE COM 118440106 2,880 55,366 SH   DFND 2 266 0 55,100
CBL & ASSOCIATES PROPERTIES COM 124830100 1,379 64,389 SH   DFND 1 56,201 0 8,188
CBL & ASSOCIATES PROPERTIES COM 124830100 2,408 112,435 SH   DFND 2 1,291 0 111,144
CBS CORP-CLASS B NON VOTING COM 124857202 5,459 111,703 SH   DFND 1 111,703 0 0
CBS CORP-CLASS B NON VOTING COM 124857202 118,965 2,434,311 SH   DFND 2 0 0 2,434,311
CBOE HOLDINGS INC COM 12503M108 1,353 29,000 SH   DFND 1 29,000 0 0
CBOE HOLDINGS INC COM 12503M108 2,792 59,865 SH   DFND 2 0 0 59,865
CBRE GROUP INC - A COM 12504L109 2,493 106,718 SH   DFND 1 106,718 0 0
CBRE GROUP INC - A COM 12504L109 18,948 811,134 SH   DFND 2 0 0 811,134
CF INDUSTRIES HOLDINGS INC COM 125269100 932 5,435 SH   DFND 1 5,231 0 204
CF INDUSTRIES HOLDINGS INC COM 125269100 7,555 44,053 SH   DFND 2 1,189 0 42,864
C.H. ROBINSON WORLDWIDE INC COM 12541W209 1,435 25,481 SH   DFND 1 19,581 0 5,900
C.H. ROBINSON WORLDWIDE INC COM 12541W209 1,571 27,896 SH   DFND 2 0 0 27,896
CIGNA CORP COM 125509109 10,417 143,706 SH   DFND 1 143,706 0 0
CIGNA CORP COM 125509109 185,678 2,561,423 SH   DFND 2 151,879 0 2,409,544
CIT GROUP INC COM 125581801 3,077 65,993 SH   DFND 1 58,686 0 7,307
CIT GROUP INC COM 125581801 6,875 147,438 SH   DFND 2 9,517 0 137,921
CME GROUP INC COM 12572Q105 15,561 204,802 SH   DFND 1 204,802 0 0
CME GROUP INC COM 12572Q105 214,613 2,824,595 SH   DFND 2 82,900 0 2,741,695
CMS ENERGY CORP COM 125896100 1,730 63,655 SH   DFND 1 31,955 0 31,700
CMS ENERGY CORP COM 125896100 18,624 685,467 SH   DFND 2 43,402 0 642,065
CNO FINANCIAL GROUP INC COM 12621E103 234 18,035 SH   DFND 1 14,951 0 3,084
CNO FINANCIAL GROUP INC COM 12621E103 744 57,416 SH   DFND 2 3,555 0 53,861
CSG SYSTEMS INTL INC COM 126349109 458 21,092 SH   DFND 1 18,684 0 2,408
CSG SYSTEMS INTL INC COM 126349109 464 21,363 SH   DFND 2 0 0 21,363
CSX CORP COM 126408103 907 39,103 SH   DFND 1 39,103 0 0
CSX CORP COM 126408103 871 37,567 SH   DFND 2 0 0 37,567
CST BRANDS INC COM 12646R105 543 17,634 SH   DFND 1 17,634 0 0
CST BRANDS INC COM 12646R105 7,927 257,285 SH   DFND 2 20,327 0 236,958
CVB FINANCIAL CORP COM 126600105 2,027 172,400 SH   DFND 1 55,700 0 116,700
CVB FINANCIAL CORP COM 126600105 4,441 377,600 SH   DFND 2 144,800 0 232,800
CVS CAREMARK CORP COM 126650100 8,096 141,582 SH   DFND 1 141,582 0 0
CVS CAREMARK CORP COM 126650100 164,742 2,881,110 SH   DFND 2 93,625 0 2,787,485
CYS INVESTMENTS INC COM 12673A108 1,997 216,882 SH   DFND 1 77,034 0 139,848
CYS INVESTMENTS INC COM 12673A108 4,542 493,195 SH   DFND 2 172,938 0 320,257
CA INC COM 12673P105 370 12,927 SH   DFND 1 12,927 0 0
CABOT CORP COM 127055101 1,511 40,380 SH   DFND 1 13,180 0 27,200
CABOT CORP COM 127055101 3,345 89,400 SH   DFND 2 34,000 0 55,400
CABOT OIL & GAS CORP COM 127097103 4,627 65,151 SH   DFND 1 65,151 0 0
CABOT OIL & GAS CORP COM 127097103 52,809 743,573 SH   DFND 2 4,219 0 739,354
CACI INTERNATIONAL INC -CL A COM 127190304 1,101 17,346 SH   DFND 1 17,135 0 211
CACI INTERNATIONAL INC -CL A COM 127190304 2,414 38,015 SH   DFND 2 243 0 37,772
CALAMP CORP COM 128126109 1,073 73,487 SH   DFND 1 65,167 0 8,320
CALAMP CORP COM 128126109 1,277 87,439 SH   DFND 2 0 0 87,439
CALPINE CORP COM 131347304 7,106 334,718 SH   DFND 1 321,068 0 13,650
CALPINE CORP COM 131347304 131,161 6,178,075 SH   DFND 2 141,365 0 6,036,710
CAMBREX CORP COM 132011107 327 23,388 SH   DFND 1 19,702 0 3,686
CAMBREX CORP COM 132011107 991 70,962 SH   DFND 2 3,178 0 67,784
CAMDEN PROPERTY TRUST COM 133131102 276 3,990 SH   DFND 1 2,946 0 1,044
CAMDEN PROPERTY TRUST COM 133131102 40 584 SH   DFND 2 0 0 584
CAMECO CORP ORD 13321L108 934 45,200 SH   DFND 1 45,200 0 0
CAMECO CORP ORD 13321L108 1,972 95,440 SH   DFND 2 0 0 95,440
CAMERON INTERNATIONAL CORP COM 13342B105 2,009 32,842 SH   DFND 1 32,842 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 42,238 690,610 SH   DFND 2 0 0 690,610
CAMPBELL SOUP CO COM 134429109 300 6,700 SH   DFND 1 6,700 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 1,427 123,637 SH   DFND 1 39,886 0 83,751
CAMPUS CREST COMMUNITIES INC COM 13466Y105 3,179 275,462 SH   DFND 2 105,105 0 170,357
CANADIAN NATL RAILWAY CO ORD 136375102 4,157 42,734 SH   DFND 2 0 0 42,734
CAPITAL BANK FINANCIAL-CL A COM 139794101 5,675 298,861 SH   DFND 2 0 0 298,861
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,891 46,026 SH   DFND 1 46,026 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 145,180 2,311,416 SH   DFND 2 29,800 0 2,281,616
CAPITAL SENIOR LIVING CORP COM 140475104 3,590 150,220 SH   DFND 1 150,220 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 4,407 184,380 SH   DFND 2 0 0 184,380
CAPSTEAD MORTGAGE CORP COM 14067E506 1,335 110,300 SH   DFND 1 110,300 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 2,139 176,755 SH   DFND 2 0 0 176,755
CARDINAL FINANCIAL CORP COM 14149F109 195 13,322 SH   DFND 1 11,026 0 2,296
CARDINAL FINANCIAL CORP COM 14149F109 637 43,540 SH   DFND 2 1,627 0 41,913
CARDINAL HEALTH INC COM 14149Y108 3,647 77,266 SH   DFND 1 57,528 0 19,738
CARDINAL HEALTH INC COM 14149Y108 15,299 324,128 SH   DFND 2 0 0 324,128
CAREFUSION CORP COM 14170T101 307 8,325 SH   DFND 1 8,325 0 0
CAREFUSION CORP COM 14170T101 14,536 394,455 SH   DFND 2 0 0 394,455
CARMAX INC COM 143130102 397 8,600 SH   DFND 1 8,600 0 0
CARMIKE CINEMAS INC COM 143436400 1,032 53,331 SH   DFND 1 46,506 0 6,825
CARMIKE CINEMAS INC COM 143436400 1,182 61,051 SH   DFND 2 0 0 61,051
CARNIVAL CORP COM 143658300 588 17,161 SH   DFND 1 17,161 0 0
CATAMARAN CORP COM 148887102 5,599 114,913 SH   DFND 1 114,913 0 0
CATAMARAN CORP COM 148887102 46,635 957,211 SH   DFND 2 0 0 957,211
CATERPILLAR INC COM 149123101 2,067 25,052 SH   DFND 1 25,052 0 0
CATO CORP-CLASS A COM 149205106 229 9,165 SH   DFND 1 9,165 0 0
CATO CORP-CLASS A COM 149205106 1,258 50,396 SH   DFND 2 0 0 50,396
CAVIUM INC COM 14964U108 1,383 39,102 SH   DFND 1 37,485 0 1,617
CAVIUM INC COM 14964U108 15,677 443,241 SH   DFND 2 432 0 442,809
CELANESE CORP-SERIES A COM 150870103 2,952 65,904 SH   DFND 1 65,904 0 0
CELANESE CORP-SERIES A COM 150870103 80,014 1,786,020 SH   DFND 2 29,800 0 1,756,220
CELGENE CORP COM 151020104 10,565 90,372 SH   DFND 1 90,372 0 0
CELGENE CORP COM 151020104 196,740 1,682,834 SH   DFND 2 5,844 0 1,676,990
CELLDEX THERAPEUTICS INC COM 15117B103 7,958 509,800 SH   DFND 2 0 0 509,800
CEMEX SAB-SPONS ADR PART CER COM - ADR 151290889 655 61,900 SH   DFND 2 0 0 61,900
CEMEX SAB DE CV CONV. NOTE 151290AV5 1,851 1,618 SH   DFND 1 0 0 1,618
CEMEX SAB DE CV CONV. NOTE 151290AV5 5,756 5,033 SH   DFND 2 0 0 5,033
CEMPRA INC COM 15130J109 2,349 300,000 SH   DFND 2 0 0 300,000
CENTENE CORP COM 15135B101 2,519 48,014 SH   DFND 1 21,011 0 27,003
CENTENE CORP COM 15135B101 4,979 94,915 SH   DFND 2 32,000 0 62,915
CENTERPOINT ENERGY INC COM 15189T107 372 15,837 SH   DFND 1 15,837 0 0
CENTERPOINT ENERGY INC COM 15189T107 6,494 276,449 SH   DFND 2 0 0 276,449
CENTURYLINK INC COM 156700106 9,441 267,058 SH   DFND 1 253,958 0 13,100
CENTURYLINK INC COM 156700106 46,933 1,327,668 SH   DFND 2 73,800 0 1,253,868
CERNER CORP COM 156782104 259 5,400 SH   DFND 1 5,400 0 0
CHANGYOU.COM LTD-ADR COM - ADR 15911M107 546 17,921 SH   DFND 1 17,921 0 0
CHANGYOU.COM LTD-ADR COM - ADR 15911M107 729 23,944 SH   DFND 2 479 0 23,465
CHART INDUSTRIES INC COM 16115Q308 1,542 16,386 SH   DFND 1 14,313 0 2,073
CHART INDUSTRIES INC COM 16115Q308 2,151 22,859 SH   DFND 2 355 0 22,504
CHART INDUSTRIES INC CONV. NOTE 16115QAC4 682 455 SH   DFND 1 0 0 455
CHART INDUSTRIES INC CONV. NOTE 16115QAC4 1,934 1,290 SH   DFND 2 0 0 1,290
CHASE CORP COM 16150R104 161 7,203 SH   DFND 1 5,973 0 1,230
CHASE CORP COM 16150R104 515 23,035 SH   DFND 2 1,170 0 21,865
CHEESECAKE FACTORY INC/THE COM 163072101 1,559 37,222 SH   DFND 1 37,222 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 3,537 84,441 SH   DFND 2 0 0 84,441
CHEMED CORP COM 16359R103 3,477 48,004 SH   DFND 1 30,363 0 17,641
CHEMED CORP COM 16359R103 8,689 119,958 SH   DFND 2 19,813 0 100,145
CHEMOCENTRYX INC COM 16383L106 2,828 200,000 SH   DFND 2 0 0 200,000
CHEMTURA CORP COM 163893209 1,423 70,108 SH   DFND 1 60,769 0 9,339
CHEMTURA CORP COM 163893209 2,084 102,657 SH   DFND 2 1,973 0 100,684
CHESAPEAKE ENERGY CORP COM 165167107 399 19,601 SH   DFND 1 19,601 0 0
CHESAPEAKE ENERGY CORP CPFD 165167842 246 2,765 SH   DFND 1 0 0 2,765
CHESAPEAKE ENERGY CORP CPFD 165167842 12 136 SH   DFND 2 0 0 136
CHESAPEAKE ENERGY CORP CONVB 165167BZ9 1,333 1,415 SH   DFND 1 0 0 1,415
CHESAPEAKE ENERGY CORP CONVB 165167BZ9 4,865 5,165 SH   DFND 2 0 0 5,165
CHESAPEAKE ENERGY CORP CONVB 165167CB1 302 345 SH   DFND 1 0 0 345
CHESAPEAKE ENERGY CORP CONVB 165167CB1 2,030 2,317 SH   DFND 2 0 0 2,317
CHESAPEAKE UTILITIES CORP COM 165303108 227 4,400 SH   DFND 1 4,400 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 1,327 25,770 SH   DFND 2 0 0 25,770
CHEVRON CORP COM 166764100 21,624 182,728 SH   DFND 1 155,465 0 27,263
CHEVRON CORP COM 166764100 181,507 1,533,775 SH   DFND 2 6,741 0 1,527,034
CHICAGO BRIDGE & IRON CO NV COM - ADR 167250109 338 5,673 SH   DFND 1 5,673 0 0
CHICAGO BRIDGE & IRON CO NV COM - ADR 167250109 2,896 48,540 SH   DFND 2 2,811 0 45,729
CHICO'S FAS INC COM 168615102 523 30,657 SH   DFND 1 30,657 0 0
CHICO'S FAS INC COM 168615102 3,565 208,952 SH   DFND 2 5,644 0 203,308
CHIMERA INVESTMENT CORP COM 16934Q109 127 42,221 SH   DFND 1 42,221 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 1,088 362,756 SH   DFND 2 20,984 0 341,772
CHIMERIX INC COM 16934W106 2,424 100,000 SH   DFND 2 0 0 100,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 437 1,200 SH   DFND 1 1,200 0 0
CHOICE HOTELS INTL INC COM 169905106 1,198 30,175 SH   DFND 1 30,175 0 0
CHOICE HOTELS INTL INC COM 169905106 2,370 59,710 SH   DFND 2 0 0 59,710
CHIQUITA BRANDS INTL COM 170032809 2,016 184,629 SH   DFND 1 60,493 0 124,136
CHIQUITA BRANDS INTL COM 170032809 4,363 399,551 SH   DFND 2 152,999 0 246,552
CHUBB CORP COM 171232101 4,355 51,450 SH   DFND 1 38,683 0 12,767
CHUBB CORP COM 171232101 24,313 287,219 SH   DFND 2 0 0 287,219
CHURCH & DWIGHT CO INC COM 171340102 1,196 19,377 SH   DFND 1 13,477 0 5,900
CHURCH & DWIGHT CO INC COM 171340102 1,699 27,525 SH   DFND 2 0 0 27,525
CIBER INC COM 17163B102 1,080 323,344 SH   DFND 1 104,304 0 219,040
CIBER INC COM 17163B102 2,428 727,056 SH   DFND 2 277,597 0 449,459
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CIA BRASILEIRA DE DIS-SP PRF COM - ADR 20440T201 47 1,029 SH   DFND 1 1,029 0 0
CIA BRASILEIRA DE DIS-SP PRF COM - ADR 20440T201 313 6,886 SH   DFND 2 156 0 6,730
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COMPUTER SCIENCES CORP COM 205363104 70,858 1,618,876 SH   DFND 2 0 0 1,618,876
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CONVERGYS CORP COM 212485106 3,294 189,000 SH   DFND 2 72,600 0 116,400
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CORE-MARK HOLDING CO INC COM 218681104 5,269 82,973 SH   DFND 2 22,396 0 60,577
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CORINTHIAN COLLEGES INC COM 218868107 1,692 755,400 SH   DFND 2 290,900 0 464,500
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CORRECTIONS CORP OF AMERICA COM 22025Y407 224 6,611 SH   DFND 2 0 0 6,611
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COSTCO WHOLESALE CORP COM 22160K105 47,377 428,483 SH   DFND 2 3,905 0 424,578
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COTY INC-CL A COM 222070203 60,412 3,516,398 SH   DFND 2 71,782 0 3,444,616
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COUSINS PROPERTIES INC COM 222795106 151 14,994 SH   DFND 2 0 0 14,994
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COVANTA HOLDING CORP CONV. NOTE 22282EAC6 6,232 4,831 SH   DFND 2 0 0 4,831
COWEN GROUP INC-CLASS A COM 223622101 1,510 520,834 SH   DFND 1 167,908 0 352,926
COWEN GROUP INC-CLASS A COM 223622101 3,368 1,161,289 SH   DFND 2 444,120 0 717,169
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CROCS INC COM 227046109 1,731 104,883 SH   DFND 1 99,395 0 5,488
CROCS INC COM 227046109 3,453 209,264 SH   DFND 2 0 0 209,264
CROWN CASTLE INTL CORP COM 228227104 804 11,100 SH   DFND 1 11,100 0 0
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CUBIC CORP COM 229669106 356 7,400 SH   DFND 1 7,400 0 0
CUBIC CORP COM 229669106 2,056 42,735 SH   DFND 2 0 0 42,735
CUBIST PHARMACEUTICALS INC COM 229678107 3,508 72,620 SH   DFND 1 68,009 0 4,611
CUBIST PHARMACEUTICALS INC COM 229678107 121,265 2,510,660 SH   DFND 2 447 0 2,510,213
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 1,910 1,087 SH   DFND 1 0 0 1,087
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 6,144 3,496 SH   DFND 2 0 0 3,496
CULLEN/FROST BANKERS INC COM 229899109 3,816 57,146 SH   DFND 1 39,646 0 17,500
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CUMMINS INC COM 231021106 21,647 199,588 SH   DFND 2 4,096 0 195,492
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CYBERONICS INC COM 23251P102 625 12,030 SH   DFND 2 249 0 11,781
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DST SYSTEMS INC CONVB 233326AE7 2,234 1,615 SH   DFND 1 0 0 1,615
DST SYSTEMS INC CONVB 233326AE7 7,400 5,350 SH   DFND 2 0 0 5,350
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DEERE & CO COM 244199105 5,329 65,584 SH   DFND 2 0 0 65,584
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DELEK US HOLDINGS INC COM 246647101 569 19,767 SH   DFND 2 807 0 18,960
DELL INC COM 24702R101 737 55,301 SH   DFND 1 55,301 0 0
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DELTA AIR LINES INC COM 247361702 109,604 5,858,049 SH   DFND 2 20,705 0 5,837,344
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DEXCOM INC COM 252131107 379 16,885 SH   DFND 2 0 0 16,885
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 69,803 1,519,771 SH   DFND 2 70,900 0 1,448,871
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EQT CORP COM 26884L109 4,663 58,750 SH   DFND 2 0 0 58,750
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EXCO RESOURCES INC COM 269279402 3,750 490,900 SH   DFND 1 400,500 0 90,400
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EBAY INC COM 278642103 9,460 182,917 SH   DFND 1 182,917 0 0
EBAY INC COM 278642103 166,739 3,223,875 SH   DFND 2 0 0 3,223,875
EBIX INC COM 278715206 183 19,718 SH   DFND 1 17,088 0 2,630
EBIX INC COM 278715206 267 28,822 SH   DFND 2 570 0 28,252
ECHOSTAR CORP-A COM 278768106 3,807 97,346 SH   DFND 1 84,787 0 12,559
ECHOSTAR CORP-A COM 278768106 317,681 8,122,769 SH   DFND 2 1,488 0 8,121,281
ECOLAB INC COM 278865100 4,654 54,635 SH   DFND 1 40,993 0 13,642
ECOLAB INC COM 278865100 5,403 63,428 SH   DFND 2 0 0 63,428
EDISON INTERNATIONAL COM 281020107 1,979 41,100 SH   DFND 1 41,100 0 0
EDISON INTERNATIONAL COM 281020107 68,685 1,426,179 SH   DFND 2 26,500 0 1,399,679
EDUCATION REALTY TRUST INC COM 28140H104 1,266 123,757 SH   DFND 1 39,914 0 83,843
EDUCATION REALTY TRUST INC COM 28140H104 2,827 276,343 SH   DFND 2 105,943 0 170,400
EDWARDS GROUP LTD-SPON ADR COM - ADR 281736108 1,614 189,860 SH   DFND 1 63,099 0 126,761
EDWARDS GROUP LTD-SPON ADR COM - ADR 281736108 14,227 1,673,756 SH   DFND 2 161,412 0 1,512,344
EDWARDS LIFESCIENCES CORP COM 28176E108 296 4,400 SH   DFND 1 4,400 0 0
EL PASO ELECTRIC CO COM 283677854 703 19,900 SH   DFND 1 19,900 0 0
EL PASO ELECTRIC CO COM 283677854 1,695 48,015 SH   DFND 2 0 0 48,015
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,610 149,652 SH   DFND 1 48,277 0 101,375
ELECTRO SCIENTIFIC INDS INC COM 285229100 3,613 335,810 SH   DFND 2 127,823 0 207,987
ELECTRONIC ARTS INC COM 285512109 271 11,801 SH   DFND 1 11,801 0 0
ELECTRONICS FOR IMAGING COM 286082102 2,144 75,800 SH   DFND 1 24,400 0 51,400
ELECTRONICS FOR IMAGING COM 286082102 4,699 166,100 SH   DFND 2 64,400 0 101,700
PERRY ELLIS INTERNATIONAL COM 288853104 897 44,172 SH   DFND 1 38,559 0 5,613
PERRY ELLIS INTERNATIONAL COM 288853104 1,254 61,750 SH   DFND 2 1,188 0 60,562
EMBRAER SA-ADR COM - ADR 29082A107 933 25,300 SH   DFND 1 25,300 0 0
EMBRAER SA-ADR COM - ADR 29082A107 11,285 305,902 SH   DFND 2 0 0 305,902
EMCORE CORP COM 290846203 1,154 320,600 SH   DFND 1 103,500 0 217,100
EMCORE CORP COM 290846203 2,531 703,000 SH   DFND 2 269,500 0 433,500
EMCOR GROUP INC COM 29084Q100 1,475 36,280 SH   DFND 1 12,280 0 24,000
EMCOR GROUP INC COM 29084Q100 3,179 78,200 SH   DFND 2 30,000 0 48,200
EMERITUS CORP COM 291005106 3,253 140,326 SH   DFND 1 140,326 0 0
EMERITUS CORP COM 291005106 34,092 1,470,742 SH   DFND 2 0 0 1,470,742
EMERSON ELECTRIC CO COM 291011104 1,502 27,543 SH   DFND 1 27,543 0 0
EMERSON ELECTRIC CO COM 291011104 6,380 116,980 SH   DFND 2 0 0 116,980
EMPLOYERS HOLDINGS INC COM 292218104 1,318 53,905 SH   DFND 1 17,382 0 36,523
EMPLOYERS HOLDINGS INC COM 292218104 2,943 120,365 SH   DFND 2 46,049 0 74,316
ENCORE CAPITAL GROUP INC COM 292554102 3,226 97,433 SH   DFND 1 45,579 0 51,854
ENCORE CAPITAL GROUP INC COM 292554102 6,467 195,305 SH   DFND 2 61,473 0 133,832
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AC6 922 764 SH   DFND 1 0 0 764
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AC6 2,697 2,236 SH   DFND 2 0 0 2,236
ENDEAVOUR INTERNATIONAL CONV. NOTE 29257MAE0 143 237 SH   DFND 1 0 0 237
ENDEAVOUR INTERNATIONAL CONV. NOTE 29257MAE0 470 781 SH   DFND 2 0 0 781
ENDO HEALTH SOLUTIONS INC COM 29264F205 882 23,961 SH   DFND 1 21,204 0 2,757
ENDO HEALTH SOLUTIONS INC COM 29264F205 4,786 130,082 SH   DFND 2 632 0 129,450
ENDO HEALTH SOLUTIONS IN CONV. NOTE 29264FAB2 1,893 1,416 SH   DFND 1 0 0 1,416
ENDO HEALTH SOLUTIONS IN CONV. NOTE 29264FAB2 5,785 4,327 SH   DFND 2 0 0 4,327
ENERGEN CORP COM 29265N108 2,345 44,863 SH   DFND 1 14,519 0 30,344
ENERGEN CORP COM 29265N108 19,239 368,131 SH   DFND 2 37,498 0 330,633
ENERGIZER HOLDINGS INC COM 29266R108 1,019 10,140 SH   DFND 1 10,140 0 0
ENERGIZER HOLDINGS INC COM 29266R108 5,227 52,005 SH   DFND 2 0 0 52,005
ENERGY TRANSFER EQUITY LP COM 29273V100 540 9,020 SH   DFND 1 9,020 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 25,980 434,300 SH   DFND 2 0 0 434,300
ENERSYS COM 29275Y102 1,435 29,266 SH   DFND 1 25,055 0 4,211
ENERSYS COM 29275Y102 2,248 45,832 SH   DFND 2 482 0 45,350
ENNIS INC COM 293389102 1,372 79,355 SH   DFND 1 25,620 0 53,735
ENNIS INC COM 293389102 3,024 174,922 SH   DFND 2 67,195 0 107,727
ENSIGN GROUP INC/THE COM 29358P101 4,156 118,000 SH   DFND 1 70,100 0 47,900
ENSIGN GROUP INC/THE COM 29358P101 8,124 230,670 SH   DFND 2 60,400 0 170,270
ENTEGRIS INC COM 29362U104 205 21,827 SH   DFND 1 18,014 0 3,813
ENTEGRIS INC COM 29362U104 643 68,504 SH   DFND 2 3,753 0 64,751
ENTERGY CORP COM 29364G103 1,022 14,665 SH   DFND 1 14,665 0 0
ENTERGY CORP COM 29364G103 9,316 133,694 SH   DFND 2 3,855 0 129,839
EQUIFAX INC COM 294429105 1,156 19,620 SH   DFND 1 14,971 0 4,649
EQUIFAX INC COM 294429105 1,265 21,468 SH   DFND 2 0 0 21,468
EQUINIX INC CONV. NOTE 29444UAH9 758 334 SH   DFND 1 0 0 334
EQUINIX INC CONV. NOTE 29444UAH9 3,138 1,382 SH   DFND 2 0 0 1,382
EQUITY LIFESTYLE PROPERTIES COM 29472R108 1,403 17,852 SH   DFND 1 13,299 0 4,553
EQUITY LIFESTYLE PROPERTIES COM 29472R108 22,443 285,575 SH   DFND 2 0 0 285,575
EQUITY RESIDENTIAL COM 29476L107 4,154 71,539 SH   DFND 1 55,934 0 15,605
EQUITY RESIDENTIAL COM 29476L107 1,989 34,255 SH   DFND 2 0 0 34,255
ERICSSON (LM) TEL-SP ADR COM - ADR 294821608 152 13,469 SH   DFND 2 0 0 13,469
ESSEX PROPERTY TRUST INC COM 297178105 1,029 6,472 SH   DFND 1 4,532 0 1,940
ESSEX PROPERTY TRUST INC COM 297178105 1,144 7,199 SH   DFND 2 0 0 7,199
ESTERLINE TECHNOLOGIES CORP COM 297425100 23 320 SH   DFND 1 320 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,220 16,870 SH   DFND 2 0 0 16,870
EVERBANK FINANCIAL CORP COM 29977G102 1,232 74,369 SH   DFND 1 24,021 0 50,348
EVERBANK FINANCIAL CORP COM 29977G102 2,703 163,217 SH   DFND 2 62,520 0 100,697
EXACT SCIENCES CORP COM 30063P105 148 10,659 SH   DFND 1 9,527 0 1,132
EXACT SCIENCES CORP COM 30063P105 163 11,753 SH   DFND 2 1,651 0 10,102
EXAMWORKS GROUP INC COM 30066A105 1,155 54,426 SH   DFND 1 54,426 0 0
EXAMWORKS GROUP INC COM 30066A105 17,717 834,504 SH   DFND 2 0 0 834,504
EXELON CORP COM 30161N101 1,182 38,276 SH   DFND 1 38,276 0 0
EXELON CORP COM 30161N101 99 3,198 SH   DFND 2 0 0 3,198
EXPEDIA INC COM 30212P303 562 9,350 SH   DFND 1 9,350 0 0
EXPEDIA INC COM 30212P303 2,600 43,217 SH   DFND 2 2,511 0 40,706
EXPEDITORS INTL WASH INC COM 302130109 297 7,801 SH   DFND 1 7,801 0 0
EXPONENT INC COM 30214U102 1,099 18,600 SH   DFND 1 18,600 0 0
EXPONENT INC COM 30214U102 2,283 38,615 SH   DFND 2 0 0 38,615
EXPRESS INC COM 30219E103 1,696 80,900 SH   DFND 1 26,100 0 54,800
EXPRESS INC COM 30219E103 3,775 180,000 SH   DFND 2 68,500 0 111,500
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,988 32,231 SH   DFND 1 32,231 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 50,817 823,746 SH   DFND 2 0 0 823,746
EXTRA SPACE STORAGE INC COM 30225T102 1,702 40,590 SH   DFND 1 29,958 0 10,632
EXTRA SPACE STORAGE INC COM 30225T102 248 5,919 SH   DFND 2 0 0 5,919
EXTREME NETWORKS INC COM 30226D106 1,676 485,726 SH   DFND 1 156,637 0 329,089
EXTREME NETWORKS INC COM 30226D106 3,672 1,064,244 SH   DFND 2 411,376 0 652,868
EXXON MOBIL CORP COM 30231G102 40,522 448,496 SH   DFND 1 397,402 0 51,094
EXXON MOBIL CORP COM 30231G102 304,951 3,375,223 SH   DFND 2 110,213 0 3,265,010
FEI COMPANY COM 30241L109 967 13,251 SH   DFND 1 11,436 0 1,815
FEI COMPANY COM 30241L109 1,390 19,045 SH   DFND 2 340 0 18,705
FLIR SYSTEMS INC COM 302445101 1,230 45,600 SH   DFND 1 45,600 0 0
FLIR SYSTEMS INC COM 302445101 2,235 82,870 SH   DFND 2 0 0 82,870
FMC CORP COM 302491303 318 5,200 SH   DFND 1 5,200 0 0
FMC TECHNOLOGIES INC COM 30249U101 535 9,600 SH   DFND 1 9,600 0 0
FNB CORP COM 302520101 349 28,900 SH   DFND 1 28,900 0 0
FNB CORP COM 302520101 2,017 166,930 SH   DFND 2 0 0 166,930
FACEBOOK INC-A COM 30303M102 1,827 73,503 SH   DFND 1 73,503 0 0
FACEBOOK INC-A COM 30303M102 103,861 4,177,842 SH   DFND 2 0 0 4,177,842
FACTSET RESEARCH SYSTEMS INC COM 303075105 252 2,470 SH   DFND 1 2,470 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 1,361 13,348 SH   DFND 2 0 0 13,348
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 686 49,735 SH   DFND 1 43,894 0 5,841
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 23,781 1,723,253 SH   DFND 2 1,535 0 1,721,718
FAMILY DOLLAR STORES COM 307000109 317 5,087 SH   DFND 1 5,087 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 4,019 257,773 SH   DFND 2 0 0 257,773
FASTENAL CO COM 311900104 462 10,100 SH   DFND 1 10,100 0 0
FEDERAL REALTY INVS TRUST COM 313747206 2,974 28,681 SH   DFND 1 21,466 0 7,215
FEDERAL REALTY INVS TRUST COM 313747206 3,564 34,373 SH   DFND 2 1,183 0 33,190
FEDEX CORP COM 31428X106 3,300 33,478 SH   DFND 1 33,478 0 0
FEDEX CORP COM 31428X106 60,029 608,940 SH   DFND 2 0 0 608,940
FELCOR LODGING TRUST INC CPFD 31430F200 136 5,201 SH   DFND 1 0 0 5,201
FELCOR LODGING TRUST INC CPFD 31430F200 1,234 47,296 SH   DFND 2 0 0 47,296
F5 NETWORKS INC COM 315616102 1,080 15,700 SH   DFND 1 15,700 0 0
F5 NETWORKS INC COM 315616102 2,216 32,204 SH   DFND 2 119 0 32,085
FIDELITY NATIONAL INFORMATIO COM 31620M106 3,945 92,076 SH   DFND 1 92,076 0 0
FIDELITY NATIONAL INFORMATIO COM 31620M106 75,982 1,773,615 SH   DFND 2 68,100 0 1,705,515
FIDELITY NATIONAL FINL-A COM 31620R105 414 17,368 SH   DFND 1 17,368 0 0
FIDELITY NATIONAL FINL-A COM 31620R105 3,435 144,259 SH   DFND 2 8,631 0 135,628
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 1,889 1,440 SH   DFND 1 0 0 1,440
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 7,196 5,485 SH   DFND 2 0 0 5,485
FIESTA RESTAURANT GROUP COM 31660B101 417 12,122 SH   DFND 1 10,529 0 1,593
FIESTA RESTAURANT GROUP COM 31660B101 607 17,643 SH   DFND 2 338 0 17,305
FIFTH THIRD BANCORP COM 316773100 1,591 88,155 SH   DFND 1 88,155 0 0
FIFTH THIRD BANCORP COM 316773100 26,121 1,447,168 SH   DFND 2 27,359 0 1,419,809
FINANCIAL INSTITUTIONS INC COM 317585404 1,966 106,779 SH   DFND 1 39,391 0 67,388
FINANCIAL INSTITUTIONS INC COM 317585404 4,518 245,391 SH   DFND 2 82,812 0 162,579
FIRST CITIZENS BCSHS -CL A COM 31946M103 673 3,506 SH   DFND 1 3,506 0 0
FIRST CITIZENS BCSHS -CL A COM 31946M103 2,069 10,771 SH   DFND 2 0 0 10,771
FIRST COMMUNITY BANCSHARES COM 31983A103 142 9,085 SH   DFND 1 7,501 0 1,584
FIRST COMMUNITY BANCSHARES COM 31983A103 437 27,880 SH   DFND 2 1,542 0 26,338
FIRST CONNECTICUT BANCORP COM 319850103 682 49,000 SH   DFND 1 15,800 0 33,200
FIRST CONNECTICUT BANCORP COM 319850103 1,560 112,100 SH   DFND 2 43,200 0 68,900
FIRST INDUSTRIAL REALTY TR COM 32054K103 136 8,949 SH   DFND 1 7,484 0 1,465
FIRST INDUSTRIAL REALTY TR COM 32054K103 392 25,835 SH   DFND 2 0 0 25,835
FIRST OF LONG ISLAND CORP COM 320734106 1,370 41,264 SH   DFND 1 13,313 0 27,951
FIRST OF LONG ISLAND CORP COM 320734106 3,005 90,552 SH   DFND 2 35,147 0 55,405
FIRST NBC BANK HOLDING CO COM 32115D106 1,555 63,747 SH   DFND 1 20,550 0 43,197
FIRST NBC BANK HOLDING CO COM 32115D106 3,466 142,053 SH   DFND 2 54,034 0 88,019
FIRST NIAGARA FINANCIAL GRP COM 33582V108 2,146 213,100 SH   DFND 1 68,800 0 144,300
FIRST NIAGARA FINANCIAL GRP COM 33582V108 6,682 663,560 SH   DFND 2 183,000 0 480,560
FIRST REPUBLIC BANK/CA COM 33616C100 2,687 69,840 SH   DFND 2 0 0 69,840
FIRST SOLAR INC COM 336433107 216 4,828 SH   DFND 1 4,441 0 387
FIRST SOLAR INC COM 336433107 304 6,802 SH   DFND 2 20 0 6,782
FISERV INC COM 337738108 441 5,050 SH   DFND 1 5,050 0 0
FIRSTMERIT CORP COM 337915102 225 11,241 SH   DFND 1 9,268 0 1,973
FIRSTMERIT CORP COM 337915102 656 32,763 SH   DFND 2 0 0 32,763
FIRSTENERGY CORP COM 337932107 2,908 77,879 SH   DFND 1 77,879 0 0
FIRSTENERGY CORP COM 337932107 89,954 2,409,040 SH   DFND 2 77,200 0 2,331,840
FIVE BELOW COM 33829M101 328 8,921 SH   DFND 1 7,755 0 1,166
FIVE BELOW COM 33829M101 858 23,344 SH   DFND 2 0 0 23,344
FLUOR CORP COM 343412102 379 6,383 SH   DFND 1 6,383 0 0
FLUOR CORP COM 343412102 4,078 68,763 SH   DFND 2 0 0 68,763
FLOWSERVE CORP COM 34354P105 292 5,400 SH   DFND 1 5,400 0 0
FLOWSERVE CORP COM 34354P105 4,323 80,040 SH   DFND 2 0 0 80,040
FLUSHING FINANCIAL CORP COM 343873105 1,485 90,298 SH   DFND 1 33,768 0 56,530
FLUSHING FINANCIAL CORP COM 343873105 3,497 212,555 SH   DFND 2 72,149 0 140,406
FOMENTO ECONOMICO MEX-SP ADR COM - ADR 344419106 1,155 11,195 SH   DFND 1 11,195 0 0
FOMENTO ECONOMICO MEX-SP ADR COM - ADR 344419106 3,845 37,264 SH   DFND 2 256 0 37,008
FOOT LOCKER INC COM 344849104 3,009 85,647 SH   DFND 1 85,647 0 0
FOOT LOCKER INC COM 344849104 33,274 947,159 SH   DFND 2 4,341 0 942,818
FORD MOTOR CO COM 345370860 5,128 331,449 SH   DFND 1 331,449 0 0
FORD MOTOR CO COM 345370860 86,503 5,591,631 SH   DFND 2 228,560 0 5,363,071
FORD MOTOR COMPANY CONV. NOTE 345370CN8 2,092 1,158 SH   DFND 1 0 0 1,158
FORD MOTOR COMPANY CONV. NOTE 345370CN8 7,907 4,376 SH   DFND 2 0 0 4,376
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 2,582 2,307 SH   DFND 1 0 0 2,307
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 9,998 8,932 SH   DFND 2 0 0 8,932
FOREST LABORATORIES INC COM 345838106 402 9,806 SH   DFND 1 9,806 0 0
FORESTAR GROUP INC CONV. NOTE 346232AB7 1,285 1,142 SH   DFND 1 0 0 1,142
FORESTAR GROUP INC CONV. NOTE 346232AB7 4,246 3,774 SH   DFND 2 0 0 3,774
FORESTAR GROUP INC COM 346233109 3,870 192,930 SH   DFND 1 166,869 0 26,061
FORESTAR GROUP INC COM 346233109 6,193 308,711 SH   DFND 2 32,369 0 276,342
FORTUNE BRANDS HOME & SECURI COM 34964C106 6,314 162,990 SH   DFND 1 162,990 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 65,457 1,689,661 SH   DFND 2 4,535 0 1,685,126
FORWARD AIR CORPORATION COM 349853101 295 7,700 SH   DFND 1 7,700 0 0
FORWARD AIR CORPORATION COM 349853101 1,729 45,175 SH   DFND 2 0 0 45,175
FOSSIL GROUP INC COM 34988V106 244 2,360 SH   DFND 1 2,360 0 0
FOSTER (LB) CO-A COM 350060109 604 13,995 SH   DFND 1 12,191 0 1,804
FOSTER (LB) CO-A COM 350060109 840 19,468 SH   DFND 2 0 0 19,468
FRANCESCAS HOLDINGS CORP COM 351793104 1,680 60,462 SH   DFND 1 56,802 0 3,660
FRANCESCAS HOLDINGS CORP COM 351793104 3,169 114,035 SH   DFND 2 764 0 113,271
FRANKLIN ELECTRIC CO INC COM 353514102 1,739 51,680 SH   DFND 1 44,633 0 7,047
FRANKLIN ELECTRIC CO INC COM 353514102 2,275 67,602 SH   DFND 2 0 0 67,602
FRANKLIN RESOURCES INC COM 354613101 720 5,297 SH   DFND 1 5,297 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 3,054 110,612 SH   DFND 1 110,612 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 90,315 3,271,112 SH   DFND 2 86,900 0 3,184,212
FRESENIUS MEDICAL CARE-ADR COM - ADR 358029106 1,659 47,046 SH   DFND 2 0 0 47,046
FRONTIER COMMUNICATIONS CORP COM 35906A108 349 86,056 SH   DFND 1 78,006 0 8,050
FRONTIER COMMUNICATIONS CORP COM 35906A108 621 153,318 SH   DFND 2 9,304 0 144,014
H.B. FULLER CO. COM 359694106 1,388 36,717 SH   DFND 1 12,717 0 24,000
H.B. FULLER CO. COM 359694106 51,709 1,367,600 SH   DFND 2 30,200 0 1,337,400
FUSION-IO INC COM 36112J107 5,613 394,200 SH   DFND 2 0 0 394,200
FUTUREFUEL CORP COM 36116M106 1,140 80,468 SH   DFND 1 69,852 0 10,616
FUTUREFUEL CORP COM 36116M106 1,660 117,135 SH   DFND 2 2,218 0 114,917
G & K SERVICES INC -CL A COM 361268105 645 13,547 SH   DFND 1 11,737 0 1,810
G & K SERVICES INC -CL A COM 361268105 1,123 23,601 SH   DFND 2 351 0 23,250
GEO GROUP INC/THE COM 36159R103 2,388 70,331 SH   DFND 1 55,908 0 14,423
GEO GROUP INC/THE COM 36159R103 1,839 54,162 SH   DFND 2 1,014 0 53,148
GSE HOLDING INC COM 36191X100 400 69,021 SH   DFND 1 69,021 0 0
GSE HOLDING INC COM 36191X100 6,827 1,179,159 SH   DFND 2 0 0 1,179,159
G-III APPAREL GROUP LTD COM 36237H101 1,343 27,900 SH   DFND 1 9,400 0 18,500
G-III APPAREL GROUP LTD COM 36237H101 2,887 60,000 SH   DFND 2 23,000 0 37,000
ARTHUR J GALLAGHER & CO COM 363576109 1,777 40,669 SH   DFND 1 28,169 0 12,500
ARTHUR J GALLAGHER & CO COM 363576109 2,557 58,529 SH   DFND 2 0 0 58,529
GAMESTOP CORP-CLASS A COM 36467W109 606 14,420 SH   DFND 1 13,213 0 1,207
GAMESTOP CORP-CLASS A COM 36467W109 28,790 684,992 SH   DFND 2 1,415 0 683,577
GANNETT CO COM 364730101 577 23,586 SH   DFND 1 23,586 0 0
GANNETT CO COM 364730101 8,754 357,894 SH   DFND 2 7,299 0 350,595
GAP INC/THE COM 364760108 1,101 26,374 SH   DFND 1 26,374 0 0
GAP INC/THE COM 364760108 9,947 238,357 SH   DFND 2 7,499 0 230,858
GARDNER DENVER INC COM 365558105 573 7,624 SH   DFND 1 7,624 0 0
GARDNER DENVER INC COM 365558105 3,551 47,228 SH   DFND 2 1,486 0 45,742
GENCO SHIPPING & TRADING CONV. NOTE 36869MAA3 106 411 SH   DFND 1 0 0 411
GENCO SHIPPING & TRADING CONV. NOTE 36869MAA3 475 1,834 SH   DFND 2 0 0 1,834
GENERAC HOLDINGS INC COM 368736104 1,614 43,604 SH   DFND 1 37,888 0 5,716
GENERAC HOLDINGS INC COM 368736104 1,908 51,559 SH   DFND 2 993 0 50,566
GENERAL CABLE CORP COM 369300108 1,307 42,500 SH   DFND 1 13,700 0 28,800
GENERAL CABLE CORP COM 369300108 2,881 93,700 SH   DFND 2 36,000 0 57,700
GENERAL CABLE CORP CONVB 369300AL2 1,583 1,436 SH   DFND 1 0 0 1,436
GENERAL CABLE CORP CONVB 369300AL2 5,067 4,596 SH   DFND 2 0 0 4,596
GENERAL DYNAMICS CORP COM 369550108 5,890 75,199 SH   DFND 1 65,674 0 9,525
GENERAL DYNAMICS CORP COM 369550108 165,292 2,110,196 SH   DFND 2 29,169 0 2,081,027
GENERAL ELECTRIC CO COM 369604103 12,855 554,316 SH   DFND 1 524,200 0 30,116
GENERAL ELECTRIC CO COM 369604103 122,515 5,283,084 SH   DFND 2 27,412 0 5,255,672
GENERAL GROWTH PROPERTIES COM 370023103 2,176 109,501 SH   DFND 1 80,884 0 28,617
GENERAL GROWTH PROPERTIES COM 370023103 317 15,933 SH   DFND 2 0 0 15,933
GENERAL MILLS INC COM 370334104 6,133 126,377 SH   DFND 1 100,777 0 25,600
GENERAL MILLS INC COM 370334104 23,487 483,967 SH   DFND 2 9,003 0 474,964
GENERAL MOTORS CO COM 37045V100 3,283 98,574 SH   DFND 1 98,574 0 0
GENERAL MOTORS CO COM 37045V100 53,789 1,614,786 SH   DFND 2 5,557 0 1,609,229
GENERAL MOTORS-CW16 WARRANTS 37045V118 32 1,328 SH   DFND 1 0 0 1,328
GENERAL MOTORS-CW16 WARRANTS 37045V118 604 25,168 SH   DFND 2 0 0 25,168
GENERAL MOTORS-CW19 WARRANTS 37045V126 22 1,328 SH   DFND 1 0 0 1,328
GENERAL MOTORS-CW19 WARRANTS 37045V126 5,330 325,968 SH   DFND 2 0 0 325,968
GENERAL MOTORS CO CPFD 37045V209 7,117 147,316 SH   DFND 1 0 0 147,316
GENERAL MOTORS CO CPFD 37045V209 17,350 359,118 SH   DFND 2 0 0 359,118
GENESCO INC COM 371532102 1,133 16,910 SH   DFND 1 14,648 0 2,262
GENESCO INC COM 371532102 1,616 24,129 SH   DFND 2 451 0 23,678
GENESEE & WYOMING INC CPFD 371559204 2,105 17,554 SH   DFND 1 0 0 17,554
GENESEE & WYOMING INC CPFD 371559204 7,289 60,795 SH   DFND 2 0 0 60,795
GENMARK DIAGNOSTICS INC COM 372309104 1,770 171,174 SH   DFND 1 161,131 0 10,043
GENMARK DIAGNOSTICS INC COM 372309104 16,278 1,574,320 SH   DFND 2 3,108 0 1,571,212
GENUINE PARTS CO COM 372460105 457 5,851 SH   DFND 1 5,851 0 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 7,236 634,220 SH   DFND 1 608,867 0 25,353
GENWORTH FINANCIAL INC-CL A COM 37247D106 40,813 3,576,986 SH   DFND 2 30,736 0 3,546,250
GENTIUM SPA-SPONSORED ADR COM - ADR 37250B104 373 48,128 SH   DFND 1 43,729 0 4,399
GENTIUM SPA-SPONSORED ADR COM - ADR 37250B104 1,231 158,879 SH   DFND 2 1,680 0 157,199
GILEAD SCIENCES INC COM 375558103 6,202 121,107 SH   DFND 1 121,107 0 0
GILEAD SCIENCES INC COM 375558103 184,015 3,593,348 SH   DFND 2 0 0 3,593,348
GILEAD SCIENCES INC CONV. NOTE 375558AP8 4,928 2,175 SH   DFND 1 0 0 2,175
GILEAD SCIENCES INC CONV. NOTE 375558AP8 16,256 7,175 SH   DFND 2 0 0 7,175
GILDAN ACTIVEWEAR INC ORD 375916103 3,110 76,765 SH   DFND 2 0 0 76,765
GLAXOSMITHKLINE PLC-SPON ADR COM - ADR 37733W105 5,522 110,500 SH   DFND 2 0 0 110,500
GLOBAL CASH ACCESS HOLDINGS COM 378967103 598 95,464 SH   DFND 1 83,025 0 12,439
GLOBAL CASH ACCESS HOLDINGS COM 378967103 698 111,488 SH   DFND 2 0 0 111,488
GLIMCHER REALTY TRUST COM 379302102 176 16,112 SH   DFND 1 13,359 0 2,753
GLIMCHER REALTY TRUST COM 379302102 569 52,151 SH   DFND 2 2,503 0 49,648
GLOBAL PAYMENTS INC COM 37940X102 1,014 21,900 SH   DFND 1 21,900 0 0
GLOBAL PAYMENTS INC COM 37940X102 2,572 55,530 SH   DFND 2 0 0 55,530
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 7,983 793,500 SH   DFND 2 0 0 793,500
GLOBE SPECIALTY METALS INC COM 37954N206 1,525 140,300 SH   DFND 1 45,300 0 95,000
GLOBE SPECIALTY METALS INC COM 37954N206 3,325 305,900 SH   DFND 2 117,200 0 188,700
GLOBUS MEDICAL INC - A COM 379577208 738 43,794 SH   DFND 1 38,256 0 5,538
GLOBUS MEDICAL INC - A COM 379577208 1,557 92,362 SH   DFND 2 1,453 0 90,909
GOLDCORP INC ORD 380956409 5,245 212,100 SH   DFND 2 0 0 212,100
GOLDMAN SACHS GROUP INC COM 38141G104 4,808 31,790 SH   DFND 1 31,790 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 93,241 616,471 SH   DFND 2 7,486 0 608,985
GOODRICH PETROLEUM CORP CONVB 382410AC2 1,007 1,015 SH   DFND 1 0 0 1,015
GOODRICH PETROLEUM CORP CONVB 382410AC2 3,680 3,708 SH   DFND 2 0 0 3,708
GOODYEAR TIRE & RUBBER CO COM 382550101 139 9,101 SH   DFND 1 9,101 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 8,472 554,100 SH   DFND 2 0 0 554,100
GOOGLE INC-CL A COM 38259P508 34,170 38,813 SH   DFND 1 36,425 0 2,388
GOOGLE INC-CL A COM 38259P508 407,182 462,512 SH   DFND 2 1,281 0 461,231
GOVERNMENT PROPERTIES INCOME COM 38376A103 1,135 45,020 SH   DFND 1 33,226 0 11,794
GOVERNMENT PROPERTIES INCOME COM 38376A103 166 6,566 SH   DFND 2 0 0 6,566
WR GRACE & CO COM 38388F108 372 4,429 SH   DFND 1 4,223 0 206
WR GRACE & CO COM 38388F108 74,459 885,998 SH   DFND 2 1,780 0 884,218
WW GRAINGER INC COM 384802104 3,854 15,282 SH   DFND 1 15,282 0 0
WW GRAINGER INC COM 384802104 3,581 14,200 SH   DFND 2 0 0 14,200
GRAND CANYON EDUCATION INC COM 38526M106 1,146 35,570 SH   DFND 1 30,961 0 4,609
GRAND CANYON EDUCATION INC COM 38526M106 1,314 40,768 SH   DFND 2 0 0 40,768
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,880 240,433 SH   DFND 1 85,776 0 154,657
GREAT LAKES DREDGE & DOCK CO COM 390607109 4,298 549,656 SH   DFND 2 191,977 0 357,679
GREAT PLAINS ENERGY INC COM 391164100 3 120 SH   DFND 1 120 0 0
GREAT PLAINS ENERGY INC COM 391164100 3,571 158,450 SH   DFND 2 0 0 158,450
GREATBATCH INC COM 39153L106 2,709 82,612 SH   DFND 1 75,547 0 7,065
GREATBATCH INC COM 39153L106 5,534 168,766 SH   DFND 2 1,145 0 167,621
GREEN DOT CORP-CLASS A COM 39304D102 151 7,577 SH   DFND 1 6,277 0 1,300
GREEN DOT CORP-CLASS A COM 39304D102 484 24,271 SH   DFND 2 1,411 0 22,860
GREENBRIER COMPANIES INC COM 393657101 1,302 53,440 SH   DFND 1 46,065 0 7,375
GREENBRIER COMPANIES INC COM 393657101 1,927 79,078 SH   DFND 2 1,365 0 77,713
GREENHILL & CO INC COM 395259104 2,053 44,894 SH   DFND 1 42,384 0 2,510
GREENHILL & CO INC COM 395259104 24,733 540,724 SH   DFND 2 649 0 540,075
GREIF INC-CL A COM 397624107 1,643 31,200 SH   DFND 1 10,100 0 21,100
GREIF INC-CL A COM 397624107 3,655 69,400 SH   DFND 2 26,400 0 43,000
GRIFOLS SA-ADR COM - ADR 398438408 3,320 116,580 SH   DFND 1 116,580 0 0
GRIFOLS SA-ADR COM - ADR 398438408 23,582 828,009 SH   DFND 2 0 0 828,009
GROUPON INC COM 399473107 111 12,960 SH   DFND 1 12,960 0 0
GRUPO TELEVISA SA-SPON ADR COM - ADR 40049J206 118 4,732 SH   DFND 1 4,732 0 0
GRUPO TELEVISA SA-SPON ADR COM - ADR 40049J206 752 30,293 SH   DFND 2 742 0 29,551
GTX INC COM 40052B108 125 18,900 SH   DFND 1 18,900 0 0
GULFPORT ENERGY CORP COM 402635304 11,091 235,629 SH   DFND 1 202,263 0 33,366
GULFPORT ENERGY CORP COM 402635304 96,814 2,056,804 SH   DFND 2 33,362 0 2,023,442
HCA HOLDINGS INC COM 40412C101 434 12,040 SH   DFND 1 12,040 0 0
HCA HOLDINGS INC COM 40412C101 7,508 208,219 SH   DFND 2 5,984 0 202,235
HCC INSURANCE HOLDINGS INC COM 404132102 819 18,994 SH   DFND 1 18,994 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 1,444 33,500 SH   DFND 2 0 0 33,500
HCP INC COM 40414L109 3,049 67,105 SH   DFND 1 53,954 0 13,151
HCP INC COM 40414L109 333 7,323 SH   DFND 2 0 0 7,323
HFF INC-CLASS A COM 40418F108 1,532 86,200 SH   DFND 1 74,493 0 11,707
HFF INC-CLASS A COM 40418F108 2,140 120,406 SH   DFND 2 2,383 0 118,023
HMS HOLDINGS CORP COM 40425J101 606 26,018 SH   DFND 1 22,652 0 3,366
HMS HOLDINGS CORP COM 40425J101 711 30,502 SH   DFND 2 0 0 30,502
HSN INC COM 404303109 872 16,224 SH   DFND 1 14,170 0 2,054
HSN INC COM 404303109 1,004 18,684 SH   DFND 2 0 0 18,684
HAEMONETICS CORP/MASS COM 405024100 984 23,807 SH   DFND 1 20,685 0 3,122
HAEMONETICS CORP/MASS COM 405024100 1,152 27,870 SH   DFND 2 460 0 27,410
HAIN CELESTIAL GROUP INC COM 405217100 634 9,755 SH   DFND 1 8,509 0 1,246
HAIN CELESTIAL GROUP INC COM 405217100 750 11,545 SH   DFND 2 221 0 11,324
HALLIBURTON CO COM 406216101 8,628 206,806 SH   DFND 1 206,806 0 0
HALLIBURTON CO COM 406216101 223,038 5,346,062 SH   DFND 2 0 0 5,346,062
HANESBRANDS INC COM 410345102 3,924 76,313 SH   DFND 2 0 0 76,313
HANGER INC COM 41043F208 408 12,900 SH   DFND 1 12,900 0 0
HANGER INC COM 41043F208 2,384 75,380 SH   DFND 2 0 0 75,380
HANMI FINANCIAL CORPORATION COM 410495204 324 18,322 SH   DFND 1 15,216 0 3,106
HANMI FINANCIAL CORPORATION COM 410495204 1,024 57,924 SH   DFND 2 3,056 0 54,868
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 1,912 160,976 SH   DFND 2 0 0 160,976
HARBINGER GROUP INC COM 41146A106 126 16,693 SH   DFND 1 13,833 0 2,860
HARBINGER GROUP INC COM 41146A106 38,189 5,064,797 SH   DFND 2 3,087 0 5,061,710
HARLEY-DAVIDSON INC COM 412822108 471 8,600 SH   DFND 1 8,600 0 0
HARMAN INTERNATIONAL COM 413086109 1,259 23,232 SH   DFND 1 23,232 0 0
HARMAN INTERNATIONAL COM 413086109 8,602 158,712 SH   DFND 2 0 0 158,712
HARRIS CORP COM 413875105 1,120 22,739 SH   DFND 1 17,039 0 5,700
HARRIS CORP COM 413875105 1,279 25,972 SH   DFND 2 0 0 25,972
HARRIS TEETER SUPERMARKETS I COM 414585109 1,247 26,613 SH   DFND 1 8,569 0 18,044
HARRIS TEETER SUPERMARKETS I COM 414585109 2,741 58,491 SH   DFND 2 22,398 0 36,093
HARTFORD FINANCIAL SVCS GRP COM 416515104 5,860 189,533 SH   DFND 1 189,533 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 109,077 3,527,728 SH   DFND 2 22,400 0 3,505,328
HARTFORD FINANCIAL SV-CW19 WARRANTS 416515120 12,148 554,700 SH   DFND 2 0 0 554,700
HASBRO INC COM 418056107 3,495 77,959 SH   DFND 1 77,959 0 0
HASBRO INC COM 418056107 67,053 1,495,713 SH   DFND 2 88,600 0 1,407,113
HATTERAS FINANCIAL CORP COM 41902R103 1,073 43,562 SH   DFND 1 43,562 0 0
HATTERAS FINANCIAL CORP COM 41902R103 14,646 594,410 SH   DFND 2 49,667 0 544,743
HEALTHSOUTH CORP COM 421924309 1,525 52,964 SH   DFND 1 46,374 0 6,590
HEALTHSOUTH CORP COM 421924309 5,315 184,535 SH   DFND 2 829 0 183,706
HEALTH CARE REIT INC COM 42217K106 4,900 73,109 SH   DFND 1 57,710 0 15,399
HEALTH CARE REIT INC COM 42217K106 8,088 120,659 SH   DFND 2 4,122 0 116,537
HEALTH NET INC COM 42222G108 189 5,928 SH   DFND 1 4,997 0 931
HEALTH NET INC COM 42222G108 561 17,625 SH   DFND 2 1,167 0 16,458
HEALTH INSURANCE INNOVATIO-A COM 42225K106 1,222 116,168 SH   DFND 1 37,417 0 78,751
HEALTH INSURANCE INNOVATIO-A COM 42225K106 2,746 261,050 SH   DFND 2 98,973 0 162,077
HEALTHCARE TRUST OF AME-CL A COM 42225P105 1,114 99,200 SH   DFND 1 32,000 0 67,200
HEALTHCARE TRUST OF AME-CL A COM 42225P105 2,537 225,881 SH   DFND 2 85,900 0 139,981
HEARTLAND EXPRESS INC COM 422347104 383 27,600 SH   DFND 1 27,600 0 0
HEARTLAND EXPRESS INC COM 422347104 2,212 159,470 SH   DFND 2 0 0 159,470
HEARTLAND FINANCIAL USA INC COM 42234Q102 161 5,854 SH   DFND 1 4,838 0 1,016
HEARTLAND FINANCIAL USA INC COM 42234Q102 512 18,619 SH   DFND 2 0 0 18,619
HEICO CORP COM 422806109 714 14,167 SH   DFND 1 12,318 0 1,849
HEICO CORP COM 422806109 845 16,774 SH   DFND 2 457 0 16,317
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,720 74,645 SH   DFND 1 64,370 0 10,275
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2,775 120,429 SH   DFND 2 1,200 0 119,229
HELMERICH & PAYNE COM 423452101 972 15,564 SH   DFND 1 15,564 0 0
HELMERICH & PAYNE COM 423452101 8,421 134,842 SH   DFND 2 2,222 0 132,620
HERCULES OFFSHORE INC COM 427093109 5 700 SH   DFND 1 700 0 0
HERCULES OFFSHORE INC COM 427093109 838 119,010 SH   DFND 2 0 0 119,010
HERCULES TECHNOLOGY GROWTH COM 427096508 1,740 124,854 SH   DFND 1 40,311 0 84,543
HERCULES TECHNOLOGY GROWTH COM 427096508 3,794 272,175 SH   DFND 2 104,241 0 167,934
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 363 309 SH   DFND 1 0 0 309
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 1,416 1,206 SH   DFND 2 0 0 1,206
HERITAGE FINANCIAL GROUP INC COM 42726X102 662 44,865 SH   DFND 1 38,947 0 5,918
HERITAGE FINANCIAL GROUP INC COM 42726X102 753 51,048 SH   DFND 2 0 0 51,048
HERSHEY CO/THE COM 427866108 2,893 32,404 SH   DFND 1 24,304 0 8,100
HERSHEY CO/THE COM 427866108 15,302 171,395 SH   DFND 2 0 0 171,395
HERTZ GLOBAL HOLDINGS INC COM 42805T105 88 3,561 SH   DFND 1 3,561 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,829 114,090 SH   DFND 2 0 0 114,090
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 782 260 SH   DFND 1 0 0 260
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 2,316 770 SH   DFND 2 0 0 770
HESS CORP COM 42809H107 760 11,427 SH   DFND 1 11,427 0 0
HESS CORP COM 42809H107 6,006 90,332 SH   DFND 2 0 0 90,332
HEWLETT-PACKARD CO COM 428236103 1,836 74,027 SH   DFND 1 74,027 0 0
HEWLETT-PACKARD CO COM 428236103 58,004 2,338,855 SH   DFND 2 0 0 2,338,855
HEXCEL CORP COM 428291108 1,338 39,300 SH   DFND 1 39,300 0 0
HEXCEL CORP COM 428291108 2,787 81,840 SH   DFND 2 0 0 81,840
HI-TECH PHARMACAL CO INC COM 42840B101 489 14,729 SH   DFND 1 12,766 0 1,963
HI-TECH PHARMACAL CO INC COM 42840B101 1,208 36,390 SH   DFND 2 351 0 36,039
HIGHWOODS PROPERTIES INC COM 431284108 392 11,000 SH   DFND 1 11,000 0 0
HIGHWOODS PROPERTIES INC COM 431284108 1,997 56,075 SH   DFND 2 0 0 56,075
HILL-ROM HOLDINGS INC COM 431475102 983 29,200 SH   DFND 1 25,227 0 3,973
HILL-ROM HOLDINGS INC COM 431475102 1,427 42,375 SH   DFND 2 800 0 41,575
HILLENBRAND INC COM 431571108 337 14,200 SH   DFND 1 14,200 0 0
HILLENBRAND INC COM 431571108 1,960 82,650 SH   DFND 2 0 0 82,650
HILLSHIRE BRANDS CO COM 432589109 70 2,129 SH   DFND 1 2,129 0 0
HILLSHIRE BRANDS CO COM 432589109 28,463 860,439 SH   DFND 2 0 0 860,439
HOLLYFRONTIER CORP COM 436106108 1,154 26,978 SH   DFND 1 26,978 0 0
HOLLYFRONTIER CORP COM 436106108 4,811 112,453 SH   DFND 2 4,126 0 108,327
HOLOGIC INC CONVB 436440AC5 1,905 1,925 SH   DFND 1 0 0 1,925
HOLOGIC INC CONVB 436440AC5 6,243 6,310 SH   DFND 2 0 0 6,310
HOME DEPOT INC COM 437076102 18,708 241,490 SH   DFND 1 211,479 0 30,011
HOME DEPOT INC COM 437076102 99,162 1,280,004 SH   DFND 2 19,174 0 1,260,830
HOMEAWAY INC COM 43739Q100 2,426 75,003 SH   DFND 1 75,003 0 0
HOMEAWAY INC COM 43739Q100 31,779 982,645 SH   DFND 2 0 0 982,645
HONEYWELL INTERNATIONAL INC COM 438516106 21,582 272,018 SH   DFND 1 251,418 0 20,600
HONEYWELL INTERNATIONAL INC COM 438516106 331,525 4,178,539 SH   DFND 2 55,000 0 4,123,539
HORACE MANN EDUCATORS COM 440327104 266 10,900 SH   DFND 1 10,900 0 0
HORACE MANN EDUCATORS COM 440327104 1,564 64,160 SH   DFND 2 0 0 64,160
HORMEL FOODS CORP COM 440452100 197 5,100 SH   DFND 1 5,100 0 0
HORMEL FOODS CORP COM 440452100 33 853 SH   DFND 2 0 0 853
HORIZON TECHNOLOGY FINANCE C COM 44045A102 1,417 103,130 SH   DFND 1 33,601 0 69,529
HORIZON TECHNOLOGY FINANCE C COM 44045A102 3,196 232,623 SH   DFND 2 89,199 0 143,424
HORSEHEAD HOLDING CORP COM 440694305 3,028 236,399 SH   DFND 1 115,943 0 120,456
HORSEHEAD HOLDING CORP COM 440694305 8,762 684,031 SH   DFND 2 140,594 0 543,437
HOSPIRA INC COM 441060100 250 6,527 SH   DFND 1 6,527 0 0
HOSPIRA INC COM 441060100 2,567 67,000 SH   DFND 2 0 0 67,000
HOST HOTELS & RESORTS INC COM 44107P104 3,146 186,484 SH   DFND 1 145,023 0 41,461
HOST HOTELS & RESORTS INC COM 44107P104 389 23,081 SH   DFND 2 0 0 23,081
HOVNANIAN ENTERPRISES-A COM 442487203 1,898 338,400 SH   DFND 1 338,400 0 0
HOVNANIAN ENTERPRISES-A COM 442487203 4,226 753,300 SH   DFND 2 0 0 753,300
HOWARD HUGHES CORP/THE COM 44267D107 1,045 9,325 SH   DFND 1 3,025 0 6,300
HOWARD HUGHES CORP/THE COM 44267D107 2,354 21,000 SH   DFND 2 8,100 0 12,900
HUBBELL INC -CL B COM 443510201 831 8,390 SH   DFND 1 8,390 0 0
HUBBELL INC -CL B COM 443510201 1,890 19,086 SH   DFND 2 0 0 19,086
HUDSON CITY BANCORP INC COM 443683107 164 17,901 SH   DFND 1 17,901 0 0
HUMANA INC COM 444859102 515 6,101 SH   DFND 1 6,101 0 0
HUMANA INC COM 444859102 127,552 1,511,640 SH   DFND 2 0 0 1,511,640
HUNT (JB) TRANSPRT SVCS INC COM 445658107 898 12,433 SH   DFND 1 8,665 0 3,768
HUNT (JB) TRANSPRT SVCS INC COM 445658107 1,292 17,888 SH   DFND 2 0 0 17,888
HUNTINGTON BANCSHARES INC COM 446150104 252 31,958 SH   DFND 1 31,958 0 0
HUNTINGTON BANCSHARES CPFD 446150401 168 137 SH   DFND 1 0 0 137
HUNTINGTON BANCSHARES CPFD 446150401 1,085 886 SH   DFND 2 0 0 886
HUNTINGTON INGALLS INDUSTRIE COM 446413106 1,922 34,036 SH   DFND 1 10,921 0 23,115
HUNTINGTON INGALLS INDUSTRIE COM 446413106 4,479 79,295 SH   DFND 2 30,959 0 48,336
HUNTSMAN CORP COM 447011107 1,873 113,084 SH   DFND 1 93,434 0 19,650
HUNTSMAN CORP COM 447011107 27,636 1,668,818 SH   DFND 2 13,029 0 1,655,789
HURON CONSULTING GROUP INC COM 447462102 1,512 32,700 SH   DFND 1 32,700 0 0
HURON CONSULTING GROUP INC COM 447462102 2,959 63,995 SH   DFND 2 0 0 63,995
IDT CORP-CLASS B COM 448947507 192 10,252 SH   DFND 1 10,252 0 0
HYSTER-YALE MATERIALS COM 449172105 176 2,799 SH   DFND 1 2,580 0 219
HYSTER-YALE MATERIALS COM 449172105 504 8,033 SH   DFND 2 0 0 8,033
IAC/INTERACTIVECORP COM 44919P508 2,777 58,380 SH   DFND 1 46,585 0 11,795
IAC/INTERACTIVECORP COM 44919P508 9,509 199,945 SH   DFND 2 5,659 0 194,286
ISTAR FINANCIAL INC COM 45031U101 1,993 176,561 SH   DFND 1 66,269 0 110,292
ISTAR FINANCIAL INC COM 45031U101 4,601 407,546 SH   DFND 2 138,133 0 269,413
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 7,230 6,095 SH   DFND 1 0 0 6,095
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 12,658 10,671 SH   DFND 2 0 0 10,671
ITT EDUCATIONAL SERVICES INC COM 45068B109 2,171 88,986 SH   DFND 1 77,483 0 11,503
ITT EDUCATIONAL SERVICES INC COM 45068B109 20,520 840,998 SH   DFND 2 2,434 0 838,564
IXIA COM 45071R109 563 30,583 SH   DFND 1 26,617 0 3,966
IXIA COM 45071R109 677 36,779 SH   DFND 2 899 0 35,880
IAMGOLD CORP ORD 450913108 199 45,900 SH   DFND 1 45,900 0 0
IAMGOLD CORP ORD 450913108 3,696 853,670 SH   DFND 2 0 0 853,670
ICONIX BRAND GROUP INC COM 451055107 540 18,377 SH   DFND 1 18,377 0 0
ICONIX BRAND GROUP INC COM 451055107 3,129 106,379 SH   DFND 2 0 0 106,379
IDACORP INC COM 451107106 1,858 38,900 SH   DFND 1 12,600 0 26,300
IDACORP INC COM 451107106 4,050 84,800 SH   DFND 2 32,500 0 52,300
ILLINOIS TOOL WORKS COM 452308109 1,115 16,114 SH   DFND 1 16,114 0 0
ILLINOIS TOOL WORKS COM 452308109 4,828 69,800 SH   DFND 2 0 0 69,800
ILLUMINA INC COM 452327109 4,071 54,400 SH   DFND 2 0 0 54,400
INCYTE CORP COM 45337C102 4,250 193,200 SH   DFND 2 0 0 193,200
INDEPENDENT BANK GROUP INC COM 45384B106 703 23,123 SH   DFND 1 7,458 0 15,665
INDEPENDENT BANK GROUP INC COM 45384B106 1,635 53,777 SH   DFND 2 21,773 0 32,004
INFOBLOX INC COM 45672H104 870 29,748 SH   DFND 1 26,015 0 3,733
INFOBLOX INC COM 45672H104 1,020 34,873 SH   DFND 2 776 0 34,097
INGREDION INC COM 457187102 53 807 SH   DFND 1 271 0 536
INGREDION INC COM 457187102 172 2,621 SH   DFND 2 0 0 2,621
INLAND REAL ESTATE CORP COM 457461200 1,161 113,559 SH   DFND 1 84,269 0 29,290
INLAND REAL ESTATE CORP COM 457461200 167 16,305 SH   DFND 2 0 0 16,305
INNOSPEC INC COM 45768S105 1,547 38,510 SH   DFND 1 33,960 0 4,550
INNOSPEC INC COM 45768S105 1,629 40,547 SH   DFND 2 0 0 40,547
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 466 72,882 SH   DFND 1 23,494 0 49,388
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 1,042 162,844 SH   DFND 2 62,510 0 100,334
INNOPHOS HOLDINGS INC COM 45774N108 1,565 33,183 SH   DFND 1 30,283 0 2,900
INNOPHOS HOLDINGS INC COM 45774N108 2,834 60,078 SH   DFND 2 341 0 59,737
INSULET CORP COM 45784P101 837 26,640 SH   DFND 1 23,399 0 3,241
INSULET CORP COM 45784P101 10,590 337,165 SH   DFND 2 0 0 337,165
INSULET CORPORATION CONV. NOTE 45784PAC5 1,362 1,045 SH   DFND 1 0 0 1,045
INSULET CORPORATION CONV. NOTE 45784PAC5 4,459 3,420 SH   DFND 2 0 0 3,420
INTEGRATED SILICON SOLUTION COM 45812P107 3,001 273,825 SH   DFND 1 127,929 0 145,896
INTEGRATED SILICON SOLUTION COM 45812P107 6,145 560,704 SH   DFND 2 173,322 0 387,382
INTEL CORP COM 458140100 6,767 279,413 SH   DFND 1 279,413 0 0
INTEL CORP COM 458140100 75,660 3,123,860 SH   DFND 2 111,800 0 3,012,060
INTEL CORP CONVB 458140AF7 2,931 2,300 SH   DFND 1 0 0 2,300
INTEL CORP CONVB 458140AF7 9,516 7,467 SH   DFND 2 0 0 7,467
INSYS THERAPEUTICS INC COM 45824V209 1,794 129,599 SH   DFND 1 72,627 0 56,972
INSYS THERAPEUTICS INC COM 45824V209 3,365 243,112 SH   DFND 2 63,733 0 179,379
INTER PARFUMS INC COM 458334109 833 29,201 SH   DFND 1 29,201 0 0
INTER PARFUMS INC COM 458334109 1,877 65,804 SH   DFND 2 0 0 65,804
INTERCONTINENTALEXCHANGE INC COM 45865V100 3,728 20,974 SH   DFND 1 15,474 0 5,500
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,543 25,559 SH   DFND 2 0 0 25,559
INTERDIGITAL INC COM 45867G101 258 5,786 SH   DFND 1 5,194 0 592
INTERDIGITAL INC COM 45867G101 244 5,455 SH   DFND 2 0 0 5,455
INTL BUSINESS MACHINES CORP COM 459200101 18,817 98,461 SH   DFND 1 82,099 0 16,362
INTL BUSINESS MACHINES CORP COM 459200101 56,988 298,194 SH   DFND 2 2,598 0 295,596
INTL FLAVORS & FRAGRANCES COM 459506101 1,609 21,414 SH   DFND 1 15,714 0 5,700
INTL FLAVORS & FRAGRANCES COM 459506101 1,973 26,247 SH   DFND 2 0 0 26,247
INTERNATIONAL PAPER CO COM 460146103 4,752 107,246 SH   DFND 1 107,246 0 0
INTERNATIONAL PAPER CO COM 460146103 123,135 2,778,947 SH   DFND 2 77,090 0 2,701,857
INTERPUBLIC GROUP OF COS INC COM 460690100 246 16,922 SH   DFND 1 16,922 0 0
INTRALINKS HOLDINGS INC COM 46118H104 909 125,155 SH   DFND 1 109,318 0 15,837
INTRALINKS HOLDINGS INC COM 46118H104 1,080 148,827 SH   DFND 2 4,146 0 144,681
INTUIT INC COM 461202103 3,896 63,832 SH   DFND 1 47,510 0 16,322
INTUIT INC COM 461202103 4,666 76,450 SH   DFND 2 0 0 76,450
INTUITIVE SURGICAL INC COM 46120E602 709 1,400 SH   DFND 1 1,400 0 0
INTUITIVE SURGICAL INC COM 46120E602 5,245 10,353 SH   DFND 2 0 0 10,353
INTREPID POTASH INC COM 46121Y102 122 6,385 SH   DFND 1 5,358 0 1,027
INTREPID POTASH INC COM 46121Y102 2,346 123,157 SH   DFND 2 0 0 123,157
INVESCO MORTGAGE CAPITAL COM 46131B100 108 6,498 SH   DFND 1 5,402 0 1,096
INVESCO MORTGAGE CAPITAL COM 46131B100 345 20,849 SH   DFND 2 0 0 20,849
INVESTORS BANCORP INC COM 46146P102 2,334 110,722 SH   DFND 1 35,729 0 74,993
INVESTORS BANCORP INC COM 46146P102 19,085 905,382 SH   DFND 2 94,202 0 811,180
INVESTORS REAL ESTATE TRUST COM 461730103 167 19,462 SH   DFND 1 16,101 0 3,361
INVESTORS REAL ESTATE TRUST COM 461730103 529 61,556 SH   DFND 2 3,342 0 58,214
IRIDIUM COMMUNICATIONS INC COM 46269C102 584 75,201 SH   DFND 1 66,481 0 8,720
IRIDIUM COMMUNICATIONS INC COM 46269C102 14,955 1,927,247 SH   DFND 2 1,891 0 1,925,356
IROBOT CORP COM 462726100 374 9,406 SH   DFND 1 9,406 0 0
IROBOT CORP COM 462726100 2,152 54,101 SH   DFND 2 0 0 54,101
ISHARES MSCI EMERGING MKT IN EXCHANGE TRADED FUNDS 464287234 1,110 28,791 SH   DFND 2 28,791 0 0
ISHARES DJ US HOME CONSTRUCT EXCHANGE TRADED FUNDS 464288752 13,934 622,600 SH   DFND 2 0 0 622,600
ISIS PHARMACEUTICALS INC COM 464330109 234 8,723 SH   DFND 1 7,563 0 1,160
ISIS PHARMACEUTICALS INC COM 464330109 343 12,772 SH   DFND 2 250 0 12,522
ITAU UNIBANCO HLDNG-PREF ADR COM - ADR 465562106 176 13,652 SH   DFND 1 13,652 0 0
ITAU UNIBANCO HLDNG-PREF ADR COM - ADR 465562106 1,145 88,613 SH   DFND 2 1,945 0 86,668
J & J SNACK FOODS CORP COM 466032109 1,053 13,536 SH   DFND 1 13,536 0 0
J & J SNACK FOODS CORP COM 466032109 2,143 27,550 SH   DFND 2 0 0 27,550
JPMORGAN CHASE & CO COM 46625H100 34,005 644,147 SH   DFND 1 634,252 0 9,895
JPMORGAN CHASE & CO COM 46625H100 594,158 11,255,132 SH   DFND 2 273,992 0 10,981,140
JABIL CIRCUIT INC COM 466313103 208 10,190 SH   DFND 1 10,190 0 0
JPMORGAN CHASE & CO-CW18 WARRANTS 46634E114 18,156 1,163,842 SH   DFND 2 0 0 1,163,842
JACOBS ENGINEERING GROUP INC COM 469814107 265 4,800 SH   DFND 1 4,800 0 0
JARDEN CORP COM 471109108 1,456 33,280 SH   DFND 1 33,280 0 0
JARDEN CORP COM 471109108 5,101 116,593 SH   DFND 2 3,620 0 112,973
JEFFERIES GROUP LLC CONVB 472319AG7 165 155 SH   DFND 1 0 0 155
JEFFERIES GROUP LLC CONVB 472319AG7 918 861 SH   DFND 2 0 0 861
JOHNSON & JOHNSON COM 478160104 21,218 247,123 SH   DFND 1 237,551 0 9,572
JOHNSON & JOHNSON COM 478160104 383,610 4,467,850 SH   DFND 2 125,180 0 4,342,670
JOHNSON CONTROLS INC COM 478366107 4,462 124,670 SH   DFND 1 124,670 0 0
JOHNSON CONTROLS INC COM 478366107 111,422 3,113,225 SH   DFND 2 22,800 0 3,090,425
JONES LANG LASALLE INC COM 48020Q107 1,409 15,461 SH   DFND 1 15,234 0 227
JONES LANG LASALLE INC COM 48020Q107 3,826 41,978 SH   DFND 2 0 0 41,978
JOS A BANK CLOTHIERS INC COM 480838101 1,033 25,006 SH   DFND 1 25,006 0 0
JOS A BANK CLOTHIERS INC COM 480838101 2,749 66,538 SH   DFND 2 0 0 66,538
JOY GLOBAL INC COM 481165108 1,041 21,447 SH   DFND 1 21,447 0 0
JOY GLOBAL INC COM 481165108 41,818 861,689 SH   DFND 2 0 0 861,689
J2 GLOBAL INC COM 48123V102 598 14,060 SH   DFND 1 14,060 0 0
J2 GLOBAL INC COM 48123V102 3,267 76,855 SH   DFND 2 0 0 76,855
JUNIPER NETWORKS INC COM 48203R104 404 20,900 SH   DFND 1 20,900 0 0
JUNIPER NETWORKS INC COM 48203R104 857 44,400 SH   DFND 2 0 0 44,400
KAR AUCTION SERVICES INC COM 48238T109 3,787 165,590 SH   DFND 1 94,481 0 71,109
KAR AUCTION SERVICES INC COM 48238T109 11,684 510,905 SH   DFND 2 77,908 0 432,997
KBR INC COM 48242W106 273 8,405 SH   DFND 1 8,405 0 0
KBR INC COM 48242W106 21,100 649,218 SH   DFND 2 4,177 0 645,041
KLA-TENCOR CORPORATION COM 482480100 1,111 19,930 SH   DFND 1 19,930 0 0
KLA-TENCOR CORPORATION COM 482480100 7,441 133,521 SH   DFND 2 7,500 0 126,021
KKR & CO LP COM 48248M102 1,106 56,265 SH   DFND 1 56,265 0 0
KKR & CO LP COM 48248M102 85,362 4,341,914 SH   DFND 2 0 0 4,341,914
KADANT INC COM 48282T104 744 24,649 SH   DFND 1 21,412 0 3,237
KADANT INC COM 48282T104 1,059 35,096 SH   DFND 2 0 0 35,096
KAISER ALUMINUM CORP COM 483007704 1,031 16,650 SH   DFND 1 16,650 0 0
KAISER ALUMINUM CORP COM 483007704 2,083 33,630 SH   DFND 2 0 0 33,630
KANSAS CITY SOUTHERN COM 485170302 445 4,200 SH   DFND 1 4,200 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 330 8,223 SH   DFND 1 6,811 0 1,412
KAPSTONE PAPER AND PACKAGING COM 48562P103 1,038 25,842 SH   DFND 2 1,286 0 24,556
KELLOGG CO COM 487836108 3,089 48,099 SH   DFND 1 36,299 0 11,800
KELLOGG CO COM 487836108 16,424 255,713 SH   DFND 2 0 0 255,713
KENNAMETAL INC COM 489170100 392 10,100 SH   DFND 1 10,100 0 0
KENNAMETAL INC COM 489170100 2,304 59,330 SH   DFND 2 0 0 59,330
KEY ENERGY SERVICES INC COM 492914106 2,315 389,032 SH   DFND 1 272,876 0 116,156
KEY ENERGY SERVICES INC COM 492914106 5,233 879,566 SH   DFND 2 133,780 0 745,786
KEYCORP COM 493267108 390 35,301 SH   DFND 1 35,301 0 0
KEYCORP COM 493267108 16,966 1,536,786 SH   DFND 2 0 0 1,536,786
KFORCE INC COM 493732101 1,531 104,850 SH   DFND 1 34,850 0 70,000
KFORCE INC COM 493732101 3,332 228,200 SH   DFND 2 87,600 0 140,600
KIMBERLY-CLARK CORP COM 494368103 5,962 61,374 SH   DFND 1 47,098 0 14,276
KIMBERLY-CLARK CORP COM 494368103 14,023 144,362 SH   DFND 2 0 0 144,362
KIMCO REALTY CORP COM 49446R109 2,747 128,170 SH   DFND 1 101,458 0 26,712
KIMCO REALTY CORP COM 49446R109 1,656 77,265 SH   DFND 2 0 0 77,265
KINDER MORGAN INC COM 49456B101 3,366 88,226 SH   DFND 1 73,909 0 14,317
KINDER MORGAN INC COM 49456B101 8,379 219,628 SH   DFND 2 8,820 0 210,808
KIRBY CORP COM 497266106 1,948 24,491 SH   DFND 1 24,491 0 0
KIRBY CORP COM 497266106 39,500 496,610 SH   DFND 2 0 0 496,610
KODIAK OIL & GAS CORP COM 50015Q100 14,502 1,631,283 SH   DFND 1 1,435,673 0 195,610
KODIAK OIL & GAS CORP COM 50015Q100 51,949 5,843,489 SH   DFND 2 188,991 0 5,654,498
KOHLS CORP COM 500255104 389 7,701 SH   DFND 1 7,701 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,771 46,393 SH   DFND 1 43,017 0 3,376
KOPPERS HOLDINGS INC COM 50060P106 2,413 63,200 SH   DFND 2 817 0 62,383
KRAFT FOODS GROUP INC COM 50076Q106 5,696 101,950 SH   DFND 1 94,550 0 7,400
KRAFT FOODS GROUP INC COM 50076Q106 42,003 751,795 SH   DFND 2 56,229 0 695,566
KRATON PERFORMANCE POLYMERS COM 50077C106 141 6,650 SH   DFND 1 5,514 0 1,136
KRATON PERFORMANCE POLYMERS COM 50077C106 454 21,434 SH   DFND 2 1,472 0 19,962
KRISPY KREME DOUGHNUTS INC COM 501014104 292 16,738 SH   DFND 2 0 0 16,738
KROGER CO COM 501044101 2,461 71,240 SH   DFND 1 71,240 0 0
KROGER CO COM 501044101 58,905 1,705,426 SH   DFND 2 61,300 0 1,644,126
L BRANDS INC COM 501797104 450 9,135 SH   DFND 1 9,135 0 0
LRR ENERGY LP COM 50214A104 2,645 179,668 SH   DFND 2 0 0 179,668
LSB INDUSTRIES INC COM 502160104 3,519 115,723 SH   DFND 1 75,067 0 40,656
LSB INDUSTRIES INC COM 502160104 6,005 197,470 SH   DFND 2 40,491 0 156,979
LSI CORP COM 502161102 149 20,801 SH   DFND 1 20,801 0 0
LTC PROPERTIES INC COM 502175102 376 9,617 SH   DFND 1 7,961 0 1,656
LTC PROPERTIES INC COM 502175102 1,206 30,879 SH   DFND 2 716 0 30,163
L-3 COMMUNICATIONS HOLDINGS COM 502424104 5,843 68,144 SH   DFND 1 64,502 0 3,642
L-3 COMMUNICATIONS HOLDINGS COM 502424104 290,187 3,384,503 SH   DFND 2 56,720 0 3,327,783
LA-Z-BOY INC COM 505336107 2,298 113,372 SH   DFND 1 74,516 0 38,856
LA-Z-BOY INC COM 505336107 4,079 201,236 SH   DFND 2 37,536 0 163,700
LABORATORY CRP OF AMER HLDGS COM 50540R409 350 3,501 SH   DFND 1 3,501 0 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 169 1,687 SH   DFND 2 0 0 1,687
LACLEDE GROUP INC/THE COM 505597104 352 7,700 SH   DFND 1 7,700 0 0
LACLEDE GROUP INC/THE COM 505597104 2,031 44,470 SH   DFND 2 0 0 44,470
LAKELAND FINANCIAL CORP COM 511656100 1,692 60,981 SH   DFND 1 20,000 0 40,981
LAKELAND FINANCIAL CORP COM 511656100 3,730 134,419 SH   DFND 2 52,135 0 82,284
LAM RESEARCH CORP COM 512807108 4,528 102,128 SH   DFND 1 102,128 0 0
LAM RESEARCH CORP COM 512807108 82,274 1,855,526 SH   DFND 2 4,279 0 1,851,247
LANDEC CORP COM 514766104 1,116 84,516 SH   DFND 1 73,506 0 11,010
LANDEC CORP COM 514766104 1,312 99,317 SH   DFND 2 2,421 0 96,896
LANDSTAR SYSTEM INC COM 515098101 1,598 31,031 SH   DFND 1 31,031 0 0
LANDSTAR SYSTEM INC COM 515098101 3,772 73,240 SH   DFND 2 0 0 73,240
LAS VEGAS SANDS CORP COM 517834107 12,502 236,200 SH   DFND 2 0 0 236,200
ESTEE LAUDER COMPANIES-CL A COM 518439104 592 9,002 SH   DFND 1 9,002 0 0
LEAP WIRELESS INTL INC CONV. NOTE 521863AL4 422 421 SH   DFND 1 0 0 421
LEAP WIRELESS INTL INC CONV. NOTE 521863AL4 1,591 1,586 SH   DFND 2 0 0 1,586
LEAR CORP COM 521865204 366 6,059 SH   DFND 1 6,059 0 0
LEAR CORP COM 521865204 6,278 103,830 SH   DFND 2 3,010 0 100,820
LEAPFROG ENTERPRISES INC COM 52186N106 8,791 893,400 SH   DFND 2 0 0 893,400
LEGGETT & PLATT INC COM 524660107 433 13,925 SH   DFND 1 13,925 0 0
LEGGETT & PLATT INC COM 524660107 2,332 74,999 SH   DFND 2 4,334 0 70,665
LEGG MASON INC COM 524901105 143 4,601 SH   DFND 1 4,601 0 0
LEGG MASON INC COM 524901105 2,395 77,228 SH   DFND 2 0 0 77,228
LENNAR CORP-A COM 526057104 2,601 72,173 SH   DFND 1 72,173 0 0
LENNAR CORP-A COM 526057104 2,230 61,882 SH   DFND 2 0 0 61,882
LEUCADIA NATIONAL CORP COM 527288104 291 11,101 SH   DFND 1 11,101 0 0
LEVEL 3 COMMUNICATIONS, INC. CONV. NOTE 52729NBR0 1,671 1,225 SH   DFND 1 0 0 1,225
LEVEL 3 COMMUNICATIONS, INC. CONV. NOTE 52729NBR0 6,080 4,456 SH   DFND 2 0 0 4,456
LEXICON PHARMACEUTICALS INC COM 528872104 301 138,644 SH   DFND 1 120,472 0 18,172
LEXICON PHARMACEUTICALS INC COM 528872104 354 163,356 SH   DFND 2 4,140 0 159,216
LEXINGTON REALTY TRUST COM 529043101 445 38,068 SH   DFND 1 31,599 0 6,469
LEXINGTON REALTY TRUST COM 529043101 1,412 120,855 SH   DFND 2 5,949 0 114,906
LEXMARK INTERNATIONAL INC-A COM 529771107 370 12,107 SH   DFND 1 11,332 0 775
LEXMARK INTERNATIONAL INC-A COM 529771107 2,207 72,207 SH   DFND 2 3,400 0 68,807
LIBERTY INTERACTIVE LLC CONVB 530715AN1 2,389 4,661 SH   DFND 1 0 0 4,661
LIBERTY INTERACTIVE LLC CONVB 530715AN1 8,930 17,424 SH   DFND 2 0 0 17,424
LIBERTY INTERACTIVE CORP-A COM 53071M104 613 26,633 SH   DFND 1 26,633 0 0
LIBERTY INTERACTIVE CORP-A COM 53071M104 5,269 228,990 SH   DFND 2 13,235 0 215,755
LIFE TECHNOLOGIES CORP COM 53217V109 585 7,904 SH   DFND 1 7,904 0 0
ELI LILLY & CO COM 532457108 17,792 362,208 SH   DFND 1 345,953 0 16,255
ELI LILLY & CO COM 532457108 300,346 6,114,538 SH   DFND 2 231,012 0 5,883,526
LINCOLN NATIONAL CORP COM 534187109 372 10,199 SH   DFND 1 10,199 0 0
LINCOLN NATIONAL CORP COM 534187109 32,942 903,252 SH   DFND 2 0 0 903,252
LINDSAY CORP COM 535555106 55 733 SH   DFND 1 247 0 486
LINDSAY CORP COM 535555106 179 2,390 SH   DFND 2 0 0 2,390
LINEAR TECHNOLOGY CORP COM 535678106 2,223 60,329 SH   DFND 1 44,529 0 15,800
LINEAR TECHNOLOGY CORP COM 535678106 2,718 73,774 SH   DFND 2 0 0 73,774
LINEAR TECHNOLOGY CORP CONVB 535678AC0 1,842 1,765 SH   DFND 1 0 0 1,765
LINEAR TECHNOLOGY CORP CONVB 535678AC0 6,236 5,975 SH   DFND 2 0 0 5,975
LIQUIDITY SERVICES INC COM 53635B107 1,056 30,450 SH   DFND 1 27,301 0 3,149
LIQUIDITY SERVICES INC COM 53635B107 2,107 60,760 SH   DFND 2 0 0 60,760
LITHIA MOTORS INC-CL A COM 536797103 1,829 34,300 SH   DFND 1 11,100 0 23,200
LITHIA MOTORS INC-CL A COM 536797103 4,014 75,300 SH   DFND 2 28,900 0 46,400
LOCKHEED MARTIN CORP COM 539830109 3,884 35,810 SH   DFND 1 31,154 0 4,656
LOCKHEED MARTIN CORP COM 539830109 14,507 133,755 SH   DFND 2 5,251 0 128,504
LOEWS CORP COM 540424108 520 11,705 SH   DFND 1 11,705 0 0
LONE PINE RESOURCES INC ORD 54222A106 400 1,212,313 SH   DFND 2 0 0 1,212,313
LORAL SPACE & COMMUNICATIONS COM 543881106 787 13,118 SH   DFND 1 11,300 0 1,818
LORAL SPACE & COMMUNICATIONS COM 543881106 682 11,370 SH   DFND 2 161 0 11,209
LORILLARD INC COM 544147101 1,801 41,231 SH   DFND 1 41,231 0 0
LORILLARD INC COM 544147101 17,167 393,015 SH   DFND 2 12,505 0 380,510
LOUISIANA-PACIFIC CORP COM 546347105 235 15,906 SH   DFND 1 13,939 0 1,967
LOUISIANA-PACIFIC CORP COM 546347105 267 18,040 SH   DFND 2 0 0 18,040
LOWE'S COS INC COM 548661107 11,633 284,433 SH   DFND 1 284,433 0 0
LOWE'S COS INC COM 548661107 160,564 3,925,781 SH   DFND 2 21,001 0 3,904,780
LULULEMON ATHLETICA INC ORD 550021109 2,342 35,746 SH   DFND 1 0 0 35,746
LULULEMON ATHLETICA INC ORD 550021109 3,545 54,099 SH   DFND 2 0 0 54,099
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 580 7,454 SH   DFND 1 6,483 0 971
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 663 8,510 SH   DFND 2 0 0 8,510
M & T BANK CORP COM 55261F104 508 4,548 SH   DFND 1 4,548 0 0
MDC PARTNERS INC-A ORD 552697104 1,331 73,800 SH   DFND 1 23,800 0 50,000
MDC PARTNERS INC-A ORD 552697104 2,946 163,300 SH   DFND 2 62,900 0 100,400
MFA FINANCIAL INC COM 55272X102 5,510 652,095 SH   DFND 1 522,218 0 129,877
MFA FINANCIAL INC COM 55272X102 53,639 6,347,810 SH   DFND 2 662,191 0 5,685,619
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1,298 1,273 SH   DFND 1 0 0 1,273
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 22,333 21,909 SH   DFND 2 0 0 21,909
M/I HOMES INC CONV. NOTE 55292PAB1 1,338 1,294 SH   DFND 1 0 0 1,294
M/I HOMES INC CONV. NOTE 55292PAB1 5,435 5,254 SH   DFND 2 0 0 5,254
MGM RESORTS INTERNATIONAL COM 552953101 2,842 192,274 SH   DFND 2 0 0 192,274
MGM RESORTS INTL CONV. NOTE 55303QAE0 3,092 2,762 SH   DFND 1 0 0 2,762
MGM RESORTS INTL CONV. NOTE 55303QAE0 10,817 9,663 SH   DFND 2 0 0 9,663
M/I HOMES INC COM 55305B101 1,887 82,205 SH   DFND 1 26,988 0 55,217
M/I HOMES INC COM 55305B101 4,107 178,896 SH   DFND 2 69,624 0 109,272
MSC INDUSTRIAL DIRECT CO-A COM 553530106 655 8,450 SH   DFND 1 6,334 0 2,116
MSC INDUSTRIAL DIRECT CO-A COM 553530106 1,521 19,634 SH   DFND 2 0 0 19,634
MTR GAMING GROUP INC COM 553769100 4,365 1,302,875 SH   DFND 2 0 0 1,302,875
MTS SYSTEMS CORP COM 553777103 2,134 37,712 SH   DFND 1 34,815 0 2,897
MTS SYSTEMS CORP COM 553777103 3,089 54,581 SH   DFND 2 0 0 54,581
MWI VETERINARY SUPPLY INC COM 55402X105 1,359 11,024 SH   DFND 1 9,700 0 1,324
MWI VETERINARY SUPPLY INC COM 55402X105 1,513 12,276 SH   DFND 2 294 0 11,982
MACERICH CO/THE COM 554382101 933 15,310 SH   DFND 1 12,681 0 2,629
MACERICH CO/THE COM 554382101 91 1,494 SH   DFND 2 0 0 1,494
MACK-CALI REALTY CORP COM 554489104 345 14,100 SH   DFND 1 14,100 0 0
MACK-CALI REALTY CORP COM 554489104 1,759 71,805 SH   DFND 2 0 0 71,805
MACY'S INC COM 55616P104 3,077 64,103 SH   DFND 1 58,203 0 5,900
MACY'S INC COM 55616P104 79,636 1,659,089 SH   DFND 2 8,830 0 1,650,259
STEVEN MADDEN LTD COM 556269108 510 10,534 SH   DFND 1 10,534 0 0
STEVEN MADDEN LTD COM 556269108 2,485 51,370 SH   DFND 2 0 0 51,370
MAGELLAN HEALTH SERVICES INC COM 559079207 922 16,432 SH   DFND 1 14,874 0 1,558
MAGELLAN HEALTH SERVICES INC COM 559079207 2,334 41,612 SH   DFND 2 0 0 41,612
MAGNA INTERNATIONAL INC ORD 559222401 3,232 45,374 SH   DFND 2 0 0 45,374
MAGNACHIP SEMICONDUCT ORD 55933J203 2,076 113,620 SH   DFND 1 45,295 0 68,325
MAGNACHIP SEMICONDUCT ORD 55933J203 4,666 255,388 SH   DFND 2 84,778 0 170,610
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 176 13,113 SH   DFND 1 10,879 0 2,234
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 581 43,255 SH   DFND 2 1,880 0 41,375
MANHATTAN ASSOCIATES INC COM 562750109 2,137 27,702 SH   DFND 1 24,878 0 2,824
MANHATTAN ASSOCIATES INC COM 562750109 4,683 60,688 SH   DFND 2 0 0 60,688
MANITOWOC COMPANY INC COM 563571108 4,608 257,275 SH   DFND 1 192,085 0 65,190
MANITOWOC COMPANY INC COM 563571108 4,522 252,480 SH   DFND 2 65,760 0 186,720
MANPOWERGROUP INC COM 56418H100 51 936 SH   DFND 1 936 0 0
MANPOWERGROUP INC COM 56418H100 3,598 65,651 SH   DFND 2 53 0 65,598
MANTECH INTERNATIONAL CORP-A COM 564563104 786 30,082 SH   DFND 1 26,024 0 4,058
MANTECH INTERNATIONAL CORP-A COM 564563104 11,531 441,476 SH   DFND 2 1,093 0 440,383
MARATHON OIL CORP COM 565849106 16,909 488,980 SH   DFND 1 488,980 0 0
MARATHON OIL CORP COM 565849106 315,446 9,122,215 SH   DFND 2 405,900 0 8,716,315
MARATHON PETROLEUM CORP COM 56585A102 7,722 108,667 SH   DFND 1 108,667 0 0
MARATHON PETROLEUM CORP COM 56585A102 99,499 1,400,215 SH   DFND 2 110,639 0 1,289,576
MARCUS CORPORATION COM 566330106 693 54,506 SH   DFND 1 47,056 0 7,450
MARCUS CORPORATION COM 566330106 1,000 78,616 SH   DFND 2 1,461 0 77,155
MARRIOTT VACATIONS WORLD COM 57164Y107 1,599 36,977 SH   DFND 1 11,959 0 25,018
MARRIOTT VACATIONS WORLD COM 57164Y107 3,525 81,523 SH   DFND 2 31,314 0 50,209
MARSH & MCLENNAN COS COM 571748102 4,042 101,256 SH   DFND 1 101,256 0 0
MARSH & MCLENNAN COS COM 571748102 33,153 830,480 SH   DFND 2 0 0 830,480
MARRIOTT INTERNATIONAL -CL A COM 571903202 368 9,105 SH   DFND 1 9,105 0 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 3,255 80,638 SH   DFND 2 0 0 80,638
MARTIN MARIETTA MATERIALS COM 573284106 206 2,098 SH   DFND 2 0 0 2,098
MASCO CORP COM 574599106 3,308 169,733 SH   DFND 1 169,733 0 0
MASCO CORP COM 574599106 6,368 326,737 SH   DFND 2 0 0 326,737
MASTEC INC CONV. NOTE 576323AM1 938 435 SH   DFND 1 0 0 435
MASTEC INC CONV. NOTE 576323AM1 3,072 1,425 SH   DFND 2 0 0 1,425
MASTERCARD INC-CLASS A COM 57636Q104 9,355 16,284 SH   DFND 1 12,584 0 3,700
MASTERCARD INC-CLASS A COM 57636Q104 10,746 18,705 SH   DFND 2 0 0 18,705
MATERION CORP COM 576690101 1,698 62,677 SH   DFND 1 20,264 0 42,413
MATERION CORP COM 576690101 3,696 136,423 SH   DFND 2 52,326 0 84,097
MATRIX SERVICE CO COM 576853105 1,999 128,300 SH   DFND 1 41,400 0 86,900
MATRIX SERVICE CO COM 576853105 4,450 285,600 SH   DFND 2 108,700 0 176,900
MATTEL INC COM 577081102 583 12,876 SH   DFND 1 12,876 0 0
MATTEL INC COM 577081102 2,440 53,860 SH   DFND 2 0 0 53,860
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,742 62,702 SH   DFND 1 43,529 0 19,173
MAXIM INTEGRATED PRODUCTS COM 57772K101 2,485 89,442 SH   DFND 2 0 0 89,442
MAXIMUS INC COM 577933104 842 22,610 SH   DFND 1 20,418 0 2,192
MAXIMUS INC COM 577933104 729 19,584 SH   DFND 2 0 0 19,584
MCCORMICK & CO-NON VTG SHRS COM 579780206 345 4,901 SH   DFND 1 4,901 0 0
MCDERMOTT INTL INC COM 580037109 1,931 236,044 SH   DFND 1 236,044 0 0
MCDERMOTT INTL INC COM 580037109 68,309 8,350,731 SH   DFND 2 6,148 0 8,344,583
MCDONALD'S CORP COM 580135101 7,934 80,142 SH   DFND 1 73,942 0 6,200
MCDONALD'S CORP COM 580135101 39,759 401,610 SH   DFND 2 0 0 401,610
MCGRAW HILL FINANCIAL INC COM 580645109 4,549 85,518 SH   DFND 1 75,754 0 9,764
MCGRAW HILL FINANCIAL INC COM 580645109 31,489 592,013 SH   DFND 2 43,748 0 548,265
MCKESSON CORP COM 58155Q103 7,024 61,346 SH   DFND 1 49,247 0 12,099
MCKESSON CORP COM 58155Q103 25,048 218,764 SH   DFND 2 6,430 0 212,334
MEAD JOHNSON NUTRITION CO COM 582839106 2,544 32,105 SH   DFND 1 32,105 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 41,364 522,075 SH   DFND 2 0 0 522,075
MEADWESTVACO CORP COM 583334107 5,365 157,297 SH   DFND 1 157,297 0 0
MEADWESTVACO CORP COM 583334107 42,686 1,251,435 SH   DFND 2 0 0 1,251,435
MEDASSETS INC COM 584045108 2,450 138,085 SH   DFND 1 73,591 0 64,494
MEDASSETS INC COM 584045108 4,732 266,726 SH   DFND 2 73,240 0 193,486
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,203 84,043 SH   DFND 1 62,027 0 22,016
MEDICAL PROPERTIES TRUST INC COM 58463J304 176 12,256 SH   DFND 2 0 0 12,256
MEDICINES COMPANY COM 584688105 3,006 97,727 SH   DFND 1 70,945 0 26,782
MEDICINES COMPANY COM 584688105 8,125 264,131 SH   DFND 2 29,888 0 234,243
MEDNAX INC COM 58502B106 1,227 13,400 SH   DFND 1 13,400 0 0
MEDNAX INC COM 58502B106 7,201 78,635 SH   DFND 2 0 0 78,635
MEDTRONIC INC COM 585055106 2,015 39,149 SH   DFND 1 39,149 0 0
MEDTRONIC INC COM 585055106 31,611 614,169 SH   DFND 2 0 0 614,169
MEN'S WEARHOUSE INC/THE COM 587118100 9 240 SH   DFND 1 240 0 0
MEN'S WEARHOUSE INC/THE COM 587118100 2,889 76,320 SH   DFND 2 0 0 76,320
MENTOR GRAPHICS CORP COM 587200106 3,669 187,693 SH   DFND 1 100,810 0 86,883
MENTOR GRAPHICS CORP COM 587200106 6,891 352,474 SH   DFND 2 97,148 0 255,326
MENTOR GRAPHICS CORP CONVB 587200AK2 1,867 1,535 SH   DFND 1 0 0 1,535
MENTOR GRAPHICS CORP CONVB 587200AK2 6,148 5,055 SH   DFND 2 0 0 5,055
MERCK & CO. INC. COM 58933Y105 16,296 350,832 SH   DFND 1 308,054 0 42,778
MERCK & CO. INC. COM 58933Y105 233,860 5,034,652 SH   DFND 2 113,633 0 4,921,019
MERGE HEALTHCARE INC COM 589499102 488 135,555 SH   DFND 1 43,796 0 91,759
MERGE HEALTHCARE INC COM 589499102 1,065 295,847 SH   DFND 2 113,355 0 182,492
MERIT MEDICAL SYSTEMS INC COM 589889104 57 5,101 SH   DFND 1 5,101 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 4,277 383,592 SH   DFND 2 0 0 383,592
MERRIMACK PHARMACEUTICALS IN COM 590328100 2,019 300,000 SH   DFND 2 0 0 300,000
METHANEX CORP COM 59151K108 394 9,200 SH   DFND 1 9,200 0 0
METHANEX CORP COM 59151K108 3,931 91,877 SH   DFND 2 0 0 91,877
METLIFE INC COM 59156R108 11,456 250,359 SH   DFND 1 250,359 0 0
METLIFE INC COM 59156R108 257,304 5,622,902 SH   DFND 2 240,030 0 5,382,872
METLIFE INC CPFD 59156R116 5,538 101,515 SH   DFND 1 0 0 101,515
METLIFE INC CPFD 59156R116 11,232 205,896 SH   DFND 2 0 0 205,896
METTLER-TOLEDO INTERNATIONAL ORD 592688105 104 515 SH   DFND 1 515 0 0
METTLER-TOLEDO INTERNATIONAL ORD 592688105 2,451 12,183 SH   DFND 2 0 0 12,183
MICROSOFT CORP COM 594918104 16,599 480,704 SH   DFND 1 452,254 0 28,450
MICROSOFT CORP COM 594918104 177,267 5,133,705 SH   DFND 2 49,475 0 5,084,230
MICROCHIP TECHNOLOGY INC COM 595017104 272 7,301 SH   DFND 1 7,301 0 0
MICRON TECHNOLOGY INC COM 595112103 8,807 614,599 SH   DFND 1 614,599 0 0
MICRON TECHNOLOGY INC COM 595112103 129,298 9,022,923 SH   DFND 2 0 0 9,022,923
MICRON TECHNOLOGY INC CONVB 595112AR4 438 282 SH   DFND 1 0 0 282
MICRON TECHNOLOGY INC CONVB 595112AR4 14 9 SH   DFND 2 0 0 9
MICROSEMI CORP COM 595137100 668 29,377 SH   DFND 1 25,532 0 3,845
MICROSEMI CORP COM 595137100 788 34,620 SH   DFND 2 952 0 33,668
MIDSTATES PETROLEUM CO INC COM 59804T100 771 142,600 SH   DFND 1 46,000 0 96,600
MIDSTATES PETROLEUM CO INC COM 59804T100 1,714 316,900 SH   DFND 2 125,600 0 191,300
MILLER INDUSTRIES INC/TENN COM 600551204 140 9,080 SH   DFND 1 7,534 0 1,546
MILLER INDUSTRIES INC/TENN COM 600551204 443 28,797 SH   DFND 2 1,654 0 27,143
MINDSPEED TECHNOLOGIES INC COM 602682205 127 39,203 SH   DFND 1 39,203 0 0
MINE SAFETY APPLIANCES CO COM 602720104 614 13,197 SH   DFND 1 11,522 0 1,675
MINE SAFETY APPLIANCES CO COM 602720104 749 16,100 SH   DFND 2 0 0 16,100
MINERALS TECHNOLOGIES INC COM 603158106 1,622 39,232 SH   DFND 1 13,927 0 25,305
MINERALS TECHNOLOGIES INC COM 603158106 3,690 89,268 SH   DFND 2 31,130 0 58,138
MOLSON COORS BREWING CO -B COM 60871R209 551 11,508 SH   DFND 1 11,508 0 0
MOLSON COORS BREWING CO -B COM 60871R209 2,210 46,174 SH   DFND 2 2,838 0 43,336
MONDELEZ INTERNATIONAL INC-A COM 609207105 1,940 67,983 SH   DFND 1 67,983 0 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 24,747 867,398 SH   DFND 2 0 0 867,398
MONSANTO CO COM 61166W101 19,131 193,637 SH   DFND 1 192,711 0 926
MONSANTO CO COM 61166W101 157,791 1,597,072 SH   DFND 2 7,756 0 1,589,316
MONSTER BEVERAGE CORP COM 611740101 341 5,600 SH   DFND 1 5,600 0 0
MOODY'S CORP COM 615369105 445 7,301 SH   DFND 1 7,301 0 0
MOODY'S CORP COM 615369105 3,084 50,619 SH   DFND 2 0 0 50,619
MORGAN STANLEY COM 617446448 7,656 313,396 SH   DFND 1 313,396 0 0
MORGAN STANLEY COM 617446448 143,529 5,875,132 SH   DFND 2 0 0 5,875,132
MORGANS HOTEL GROUP CO CONV. NOTE 61748WAB4 825 841 SH   DFND 1 0 0 841
MORGANS HOTEL GROUP CO CONV. NOTE 61748WAB4 2,847 2,901 SH   DFND 2 0 0 2,901
MORNINGSTAR INC COM 617700109 1,381 17,800 SH   DFND 1 17,800 0 0
MORNINGSTAR INC COM 617700109 2,907 37,470 SH   DFND 2 0 0 37,470
MOSAIC CO/THE COM 61945C103 625 11,612 SH   DFND 1 10,972 0 640
MOSAIC CO/THE COM 61945C103 208 3,871 SH   DFND 2 0 0 3,871
MOTOROLA SOLUTIONS INC COM 620076307 3,102 53,738 SH   DFND 1 40,438 0 13,300
MOTOROLA SOLUTIONS INC COM 620076307 3,568 61,809 SH   DFND 2 0 0 61,809
MURPHY OIL CORP COM 626717102 420 6,900 SH   DFND 1 6,900 0 0
MURPHY OIL CORP COM 626717102 5,309 87,184 SH   DFND 2 0 0 87,184
MYLAN INC COM 628530107 447 14,400 SH   DFND 1 14,400 0 0
MYRIAD GENETICS INC COM 62855J104 1,126 41,900 SH   DFND 1 41,900 0 0
MYRIAD GENETICS INC COM 62855J104 2,993 111,390 SH   DFND 2 0 0 111,390
NII HOLDINGS INC COM 62913F201 1,257 188,480 SH   DFND 1 157,120 0 31,360
NII HOLDINGS INC COM 62913F201 1,472 220,680 SH   DFND 2 15,050 0 205,630
NIC INC COM 62914B100 531 32,101 SH   DFND 1 28,039 0 4,062
NIC INC COM 62914B100 613 37,081 SH   DFND 2 0 0 37,081
NN INC COM 629337106 206 18,058 SH   DFND 1 14,970 0 3,088
NN INC COM 629337106 652 57,139 SH   DFND 2 2,932 0 54,207
NRG ENERGY INC COM 629377508 4,149 155,390 SH   DFND 1 155,390 0 0
NRG ENERGY INC COM 629377508 65,202 2,442,019 SH   DFND 2 53,600 0 2,388,419
NYSE EURONEXT COM 629491101 389 9,400 SH   DFND 1 9,400 0 0
NACCO INDUSTRIES-CL A COM 629579103 75 1,303 SH   DFND 1 1,084 0 219
NACCO INDUSTRIES-CL A COM 629579103 232 4,044 SH   DFND 2 0 0 4,044
NASDAQ OMX GROUP/THE COM 631103108 614 18,724 SH   DFND 1 18,724 0 0
NASDAQ OMX GROUP/THE COM 631103108 3,153 96,144 SH   DFND 2 5,553 0 90,591
NASH FINCH CO COM 631158102 390 17,700 SH   DFND 1 17,700 0 0
NASH FINCH CO COM 631158102 876 39,781 SH   DFND 2 0 0 39,781
NATIONAL BANK HOLD-CL A COM 633707104 1,719 87,279 SH   DFND 1 38,877 0 48,402
NATIONAL BANK HOLD-CL A COM 633707104 9,782 496,526 SH   DFND 2 60,830 0 435,696
NATIONAL GRID PLC-SP ADR COM - ADR 636274300 10,603 187,100 SH   DFND 2 0 0 187,100
NATL HEALTH INVESTORS INC COM 63633D104 1,670 27,900 SH   DFND 1 14,420 0 13,480
NATL HEALTH INVESTORS INC COM 63633D104 3,307 55,240 SH   DFND 2 16,335 0 38,905
NATIONAL OILWELL VARCO INC COM 637071101 1,140 16,543 SH   DFND 1 16,543 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 1,736 62,543 SH   DFND 1 30,830 0 31,713
NAVISTAR INTERNATIONAL CORP COM 63934E108 3,430 123,552 SH   DFND 2 36,800 0 86,752
NELNET INC-CL A COM 64031N108 282 7,804 SH   DFND 1 6,463 0 1,341
NELNET INC-CL A COM 64031N108 904 25,039 SH   DFND 2 0 0 25,039
NETAPP INC COM 64110D104 1,688 44,687 SH   DFND 1 44,687 0 0
NETAPP INC COM 64110D104 37,467 991,713 SH   DFND 2 0 0 991,713
NETFLIX INC COM 64110L106 469 2,220 SH   DFND 1 2,220 0 0
NETGEAR INC COM 64111Q104 803 26,300 SH   DFND 1 26,300 0 0
NETGEAR INC COM 64111Q104 1,435 46,990 SH   DFND 2 0 0 46,990
NETSCOUT SYSTEMS INC COM 64115T104 920 39,421 SH   DFND 1 34,263 0 5,158
NETSCOUT SYSTEMS INC COM 64115T104 1,094 46,890 SH   DFND 2 859 0 46,031
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,118 158,300 SH   DFND 2 0 0 158,300
NEUSTAR INC-CLASS A COM 64126X201 2,261 46,441 SH   DFND 1 44,584 0 1,857
NEUSTAR INC-CLASS A COM 64126X201 4,332 88,987 SH   DFND 2 522 0 88,465
NEW MOUNTAIN FINANCE CORP COM 647551100 1,182 83,443 SH   DFND 1 26,876 0 56,567
NEW MOUNTAIN FINANCE CORP COM 647551100 2,651 187,221 SH   DFND 2 70,615 0 116,606
NEWELL RUBBERMAID INC COM 651229106 1,918 73,081 SH   DFND 1 32,041 0 41,040
NEWELL RUBBERMAID INC COM 651229106 6,358 242,203 SH   DFND 2 51,564 0 190,639
NEWFIELD EXPLORATION CO COM 651290108 1,128 47,205 SH   DFND 1 30,195 0 17,010
NEWFIELD EXPLORATION CO COM 651290108 1,016 42,545 SH   DFND 2 2,630 0 39,915
NEWLINK GENETICS CORP COM 651511107 429 21,749 SH   DFND 1 19,001 0 2,748
NEWLINK GENETICS CORP COM 651511107 494 25,034 SH   DFND 2 0 0 25,034
NEWMONT MINING CORP COM 651639106 560 18,712 SH   DFND 1 18,712 0 0
NEWMONT MINING CORP COM 651639106 3,977 132,800 SH   DFND 2 0 0 132,800
NEWMONT MINING CORP CONV. NOTE 651639AJ5 1,268 1,180 SH   DFND 1 0 0 1,180
NEWMONT MINING CORP CONV. NOTE 651639AJ5 4,206 3,915 SH   DFND 2 0 0 3,915
NEXTERA ENERGY INC COM 65339F101 3,586 44,012 SH   DFND 1 44,012 0 0
NEXTERA ENERGY INC COM 65339F101 72,508 889,885 SH   DFND 2 34,700 0 855,185
NIKE INC -CL B COM 654106103 1,758 27,602 SH   DFND 1 27,602 0 0
NIKE INC -CL B COM 654106103 520 8,163 SH   DFND 2 0 0 8,163
NISOURCE INC COM 65473P105 332 11,605 SH   DFND 1 11,605 0 0
NOBLE ENERGY INC COM 655044105 8,333 138,794 SH   DFND 1 132,394 0 6,400
NOBLE ENERGY INC COM 655044105 69,213 1,152,786 SH   DFND 2 25,000 0 1,127,786
NORDSTROM INC COM 655664100 2,086 34,794 SH   DFND 1 34,794 0 0
NORDSTROM INC COM 655664100 30,400 507,181 SH   DFND 2 0 0 507,181
NORFOLK SOUTHERN CORP COM 655844108 872 12,001 SH   DFND 1 12,001 0 0
NORTHEAST UTILITIES COM 664397106 510 12,128 SH   DFND 1 12,128 0 0
NORTHEAST UTILITIES COM 664397106 1,643 39,109 SH   DFND 2 0 0 39,109
NORTHERN TRUST CORP COM 665859104 4,138 71,460 SH   DFND 1 55,518 0 15,942
NORTHERN TRUST CORP COM 665859104 9,643 166,546 SH   DFND 2 5,462 0 161,084
NORTHROP GRUMMAN CORP COM 666807102 13,998 169,057 SH   DFND 1 160,909 0 8,148
NORTHROP GRUMMAN CORP COM 666807102 238,391 2,879,117 SH   DFND 2 121,036 0 2,758,081
NOVARTIS AG-ADR COM - ADR 66987V109 4,122 58,300 SH   DFND 2 0 0 58,300
NOVELLUS SYSTEMS INC CONVB 670008AD3 2,643 1,875 SH   DFND 1 0 0 1,875
NOVELLUS SYSTEMS INC CONVB 670008AD3 9,027 6,405 SH   DFND 2 0 0 6,405
NU SKIN ENTERPRISES INC - A COM 67018T105 1,014 16,585 SH   DFND 1 14,406 0 2,179
NU SKIN ENTERPRISES INC - A COM 67018T105 1,471 24,065 SH   DFND 2 463 0 23,602
NUCOR CORP COM 670346105 541 12,488 SH   DFND 1 12,488 0 0
NUCOR CORP COM 670346105 13,591 313,742 SH   DFND 2 0 0 313,742
NVIDIA CORP COM 67066G104 703 50,132 SH   DFND 1 50,132 0 0
NVIDIA CORP COM 67066G104 6,358 453,143 SH   DFND 2 12,872 0 440,271
NXSTAGE MEDICAL INC COM 67072V103 681 47,661 SH   DFND 1 41,607 0 6,054
NXSTAGE MEDICAL INC COM 67072V103 808 56,603 SH   DFND 2 1,621 0 54,982
NV ENERGY INC COM 67073Y106 3,308 140,997 SH   DFND 2 0 0 140,997
OGE ENERGY CORP COM 670837103 4 60 SH   DFND 1 60 0 0
OGE ENERGY CORP COM 670837103 2,387 35,000 SH   DFND 2 0 0 35,000
OM GROUP INC COM 670872100 1,698 54,928 SH   DFND 1 21,404 0 33,524
OM GROUP INC COM 670872100 24,976 807,775 SH   DFND 2 41,828 0 765,947
O'REILLY AUTOMOTIVE INC COM 67103H107 2,760 24,505 SH   DFND 1 19,963 0 4,542
O'REILLY AUTOMOTIVE INC COM 67103H107 7,818 69,419 SH   DFND 2 2,809 0 66,610
OFG BANCORP COM 67103X102 2,902 160,254 SH   DFND 1 56,396 0 103,858
OFG BANCORP COM 67103X102 6,447 356,012 SH   DFND 2 127,696 0 228,316
OCCIDENTAL PETROLEUM CORP COM 674599105 5,773 64,702 SH   DFND 1 64,702 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 131,342 1,471,954 SH   DFND 2 20,926 0 1,451,028
OCEANEERING INTL INC COM 675232102 5,419 75,058 SH   DFND 1 69,658 0 5,400
OCEANEERING INTL INC COM 675232102 8,141 112,758 SH   DFND 2 2,429 0 110,329
OCWEN FINANCIAL CORP COM 675746309 204 4,945 SH   DFND 1 4,101 0 844
OCWEN FINANCIAL CORP COM 675746309 61,256 1,486,064 SH   DFND 2 732 0 1,485,332
OFFICE DEPOT INC COM 676220106 2,421 625,600 SH   DFND 1 625,600 0 0
OFFICE DEPOT INC COM 676220106 75,372 19,475,953 SH   DFND 2 0 0 19,475,953
OFFICEMAX INC COM 67622P101 6,919 676,300 SH   DFND 2 0 0 676,300
OIL STATES INTERNATIONAL INC COM 678026105 2,651 28,618 SH   DFND 1 28,618 0 0
OIL STATES INTERNATIONAL INC COM 678026105 38,909 419,999 SH   DFND 2 1,369 0 418,630
OILTANKING PARTNERS LP STOCK UNIT 678049107 3,488 68,667 SH   DFND 2 0 0 68,667
OMNICARE INC COM 681904108 3,616 75,798 SH   DFND 2 0 0 75,798
OMNICOM GROUP COM 681919106 2,680 42,620 SH   DFND 1 32,778 0 9,842
OMNICOM GROUP COM 681919106 2,916 46,377 SH   DFND 2 0 0 46,377
OMEGA HEALTHCARE INVESTORS COM 681936100 1,446 46,628 SH   DFND 1 42,348 0 4,280
OMEGA HEALTHCARE INVESTORS COM 681936100 3,931 126,712 SH   DFND 2 467 0 126,245
OMNIVISION TECHNOLOGIES INC COM 682128103 4,081 218,806 SH   DFND 1 136,482 0 82,324
OMNIVISION TECHNOLOGIES INC COM 682128103 8,458 453,517 SH   DFND 2 96,104 0 357,413
OMNOVA SOLUTIONS INC COM 682129101 1,206 150,613 SH   DFND 1 48,615 0 101,998
OMNOVA SOLUTIONS INC COM 682129101 2,661 332,246 SH   DFND 2 127,513 0 204,733
ON ASSIGNMENT INC COM 682159108 1,248 46,710 SH   DFND 1 40,637 0 6,073
ON ASSIGNMENT INC COM 682159108 1,468 54,927 SH   DFND 2 1,195 0 53,732
ON SEMICONDUCTOR CORP CONVB 682189AH8 3,288 2,861 SH   DFND 1 0 0 2,861
ON SEMICONDUCTOR CORP CONVB 682189AH8 10,735 9,340 SH   DFND 2 0 0 9,340
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 490 50,000 SH   DFND 2 0 0 50,000
ONE LIBERTY PROPERTIES INC COM 682406103 1,354 61,645 SH   DFND 1 24,601 0 37,044
ONE LIBERTY PROPERTIES INC COM 682406103 3,172 144,455 SH   DFND 2 45,464 0 98,991
ONEOK INC COM 682680103 710 17,193 SH   DFND 1 17,193 0 0
ONEOK INC COM 682680103 3,374 81,677 SH   DFND 2 4,718 0 76,959
ONYX PHARMACEUTICALS INC COM 683399109 4,957 57,100 SH   DFND 2 0 0 57,100
ONYX PHARMACEUTICALS INC CONV. NOTE 683399AB5 558 245 SH   DFND 1 0 0 245
ONYX PHARMACEUTICALS INC CONV. NOTE 683399AB5 1,674 735 SH   DFND 2 0 0 735
OPEN TEXT CORP ORD 683715106 582 8,500 SH   DFND 1 8,500 0 0
OPEN TEXT CORP ORD 683715106 3,350 48,933 SH   DFND 2 113 0 48,820
OPENTABLE INC COM 68372A104 660 10,325 SH   DFND 1 8,960 0 1,365
OPENTABLE INC COM 68372A104 770 12,044 SH   DFND 2 250 0 11,794
OPLINK COMMUNICATIONS INC COM 68375Q403 2,068 119,079 SH   DFND 1 38,418 0 80,661
OPLINK COMMUNICATIONS INC COM 68375Q403 4,566 262,893 SH   DFND 2 101,667 0 161,226
ORACLE CORP COM 68389X105 10,135 329,905 SH   DFND 1 329,905 0 0
ORACLE CORP COM 68389X105 121,586 3,957,867 SH   DFND 2 108,741 0 3,849,126
ORBITAL SCIENCES CORP COM 685564106 975 56,104 SH   DFND 1 56,104 0 0
ORBITAL SCIENCES CORP COM 685564106 2,039 117,405 SH   DFND 2 0 0 117,405
ORION MARINE GROUP INC COM 68628V308 1,850 153,000 SH   DFND 1 49,400 0 103,600
ORION MARINE GROUP INC COM 68628V308 4,117 340,500 SH   DFND 2 129,600 0 210,900
OSHKOSH CORP COM 688239201 1,389 36,570 SH   DFND 1 36,570 0 0
OSHKOSH CORP COM 688239201 3,641 95,892 SH   DFND 2 278 0 95,614
OWENS & MINOR INC COM 690732102 1,133 33,480 SH   DFND 1 33,480 0 0
OWENS & MINOR INC COM 690732102 2,385 70,505 SH   DFND 2 0 0 70,505
OWENS CORNING COM 690742101 3,795 97,100 SH   DFND 1 97,100 0 0
OWENS CORNING COM 690742101 46,506 1,190,020 SH   DFND 2 33,100 0 1,156,920
OWENS-ILLINOIS INC COM 690768403 1,184 42,620 SH   DFND 1 42,620 0 0
OWENS-ILLINOIS INC COM 690768403 6,214 223,604 SH   DFND 2 0 0 223,604
PDL BIOPHARMA INC COM 69329Y104 556 72,060 SH   DFND 1 62,197 0 9,863
PDL BIOPHARMA INC COM 69329Y104 786 101,801 SH   DFND 2 0 0 101,801
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 1,696 1,375 SH   DFND 1 0 0 1,375
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 5,225 4,235 SH   DFND 2 0 0 4,235
P G & E CORP COM 69331C108 1,414 30,914 SH   DFND 1 30,914 0 0
P G & E CORP COM 69331C108 57,625 1,260,124 SH   DFND 2 6,923 0 1,253,201
PHH CORP COM 693320202 1,467 71,971 SH   DFND 1 27,190 0 44,781
PHH CORP COM 693320202 3,393 166,487 SH   DFND 2 55,900 0 110,587
PHH CORP CONV. NOTE 693320AN3 166 157 SH   DFND 1 0 0 157
PHH CORP CONV. NOTE 693320AN3 1,037 981 SH   DFND 2 0 0 981
PHH CORP CONV. NOTE 693320AQ6 1,041 580 SH   DFND 1 0 0 580
PHH CORP CONV. NOTE 693320AQ6 3,303 1,840 SH   DFND 2 0 0 1,840
PNC FINANCIAL SERVICES GROUP COM 693475105 2,861 39,230 SH   DFND 1 39,230 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 28,122 385,652 SH   DFND 2 9,584 0 376,068
PPG INDUSTRIES INC COM 693506107 4,630 31,623 SH   DFND 1 24,929 0 6,694
PPG INDUSTRIES INC COM 693506107 12,450 85,036 SH   DFND 2 2,189 0 82,847
PPL CORPORATION COM 69351T106 1,094 36,164 SH   DFND 1 36,164 0 0
PPL CORPORATION COM 69351T106 23,314 770,445 SH   DFND 2 11,887 0 758,558
PPL CORPORATION CPFD 69351T114 8,717 161,095 SH   DFND 1 0 0 161,095
PPL CORPORATION CPFD 69351T114 79,500 1,469,238 SH   DFND 2 0 0 1,469,238
PS BUSINESS PARKS INC/CA COM 69360J107 219 3,031 SH   DFND 1 2,564 0 467
PS BUSINESS PARKS INC/CA COM 69360J107 620 8,584 SH   DFND 2 346 0 8,238
PVH CORP COM 693656100 427 3,412 SH   DFND 1 3,412 0 0
PTC INC COM 69370C100 950 38,732 SH   DFND 1 34,519 0 4,213
PTC INC COM 69370C100 1,091 44,463 SH   DFND 2 0 0 44,463
PACCAR INC COM 693718108 715 13,331 SH   DFND 1 13,331 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 2,045 167,316 SH   DFND 1 58,407 0 108,909
PACIFIC PREMIER BANCORP INC COM 69478X105 4,612 377,376 SH   DFND 2 135,923 0 241,453
PACKAGING CORP OF AMERICA COM 695156109 1,571 32,092 SH   DFND 1 23,592 0 8,500
PACKAGING CORP OF AMERICA COM 695156109 3,768 76,957 SH   DFND 2 2,186 0 74,771
PALL CORP COM 696429307 286 4,301 SH   DFND 1 4,301 0 0
PALL CORP COM 696429307 88 1,322 SH   DFND 2 0 0 1,322
PANERA BREAD COMPANY-CLASS A COM 69840W108 2,012 10,819 SH   DFND 1 9,320 0 1,499
PANERA BREAD COMPANY-CLASS A COM 69840W108 4,261 22,918 SH   DFND 2 0 0 22,918
PAPA JOHN'S INTL INC COM 698813102 1,229 18,801 SH   DFND 1 16,364 0 2,437
PAPA JOHN'S INTL INC COM 698813102 1,452 22,210 SH   DFND 2 590 0 21,620
PARK-OHIO HOLDINGS CORP COM 700666100 1,440 43,666 SH   DFND 1 14,104 0 29,562
PARK-OHIO HOLDINGS CORP COM 700666100 3,157 95,719 SH   DFND 2 36,670 0 59,049
PARKER HANNIFIN CORP COM 701094104 540 5,663 SH   DFND 1 5,663 0 0
PARKER HANNIFIN CORP COM 701094104 3,960 41,506 SH   DFND 2 0 0 41,506
PATTERSON COS INC COM 703395103 565 15,030 SH   DFND 1 15,030 0 0
PATTERSON COS INC COM 703395103 2,459 65,400 SH   DFND 2 0 0 65,400
PAYCHEX INC COM 704326107 3,182 87,132 SH   DFND 1 64,132 0 23,000
PAYCHEX INC COM 704326107 3,917 107,267 SH   DFND 2 0 0 107,267
PEABODY ENERGY CORP COM 704549104 320 21,837 SH   DFND 1 21,837 0 0
PEABODY ENERGY CORP COM 704549104 1,478 100,943 SH   DFND 2 5,833 0 95,110
PEABODY ENERGY CORP CONVB 704549AG9 528 761 SH   DFND 1 0 0 761
PEABODY ENERGY CORP CONVB 704549AG9 1,734 2,497 SH   DFND 2 0 0 2,497
PENN NATIONAL GAMING INC COM 707569109 2,655 50,233 SH   DFND 1 50,233 0 0
PENN NATIONAL GAMING INC COM 707569109 19,944 377,293 SH   DFND 2 0 0 377,293
PENN VIRGINIA CORP COM 707882106 1,276 271,535 SH   DFND 2 105 0 271,430
J.C. PENNEY CO INC COM 708160106 91 5,300 SH   DFND 1 5,300 0 0
J.C. PENNEY CO INC COM 708160106 7,095 415,385 SH   DFND 2 0 0 415,385
PEOPLES BANCORP INC COM 709789101 178 8,424 SH   DFND 1 6,988 0 1,436
PEOPLES BANCORP INC COM 709789101 568 26,927 SH   DFND 2 1,362 0 25,565
PEOPLE'S UNITED FINANCIAL COM 712704105 4,947 331,993 SH   DFND 1 234,527 0 97,466
PEOPLE'S UNITED FINANCIAL COM 712704105 6,805 456,702 SH   DFND 2 0 0 456,702
PEP BOYS-MANNY MOE & JACK COM 713278109 1,207 104,200 SH   DFND 1 33,600 0 70,600
PEP BOYS-MANNY MOE & JACK COM 713278109 2,663 230,000 SH   DFND 2 88,300 0 141,700
PEPCO HOLDINGS INC COM 713291102 402 19,950 SH   DFND 1 19,950 0 0
PEPCO HOLDINGS INC COM 713291102 1,161 57,606 SH   DFND 2 181 0 57,425
PEPSICO INC COM 713448108 10,939 133,746 SH   DFND 1 120,446 0 13,300
PEPSICO INC COM 713448108 68,355 835,734 SH   DFND 2 0 0 835,734
PERFICIENT INC COM 71375U101 1,901 142,512 SH   DFND 1 51,747 0 90,765
PERFICIENT INC COM 71375U101 4,379 328,275 SH   DFND 2 113,298 0 214,977
PERFORMANT FINANCIAL CORP COM 71377E105 2,125 183,307 SH   DFND 1 59,217 0 124,090
PERFORMANT FINANCIAL CORP COM 71377E105 4,683 404,083 SH   DFND 2 155,072 0 249,011
PERICOM SEMICONDUCTOR CORP COM 713831105 956 134,200 SH   DFND 1 43,300 0 90,900
PERICOM SEMICONDUCTOR CORP COM 713831105 2,095 294,300 SH   DFND 2 112,700 0 181,600
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 468 129,762 SH   DFND 2 0 0 129,762
PERRIGO CO COM 714290103 1,175 9,711 SH   DFND 1 7,768 0 1,943
PERRIGO CO COM 714290103 1,087 8,982 SH   DFND 2 0 0 8,982
PETROLEO BRASILEIRO-SPON ADR COM - ADR 71654V101 104 7,098 SH   DFND 1 7,098 0 0
PETROLEO BRASILEIRO-SPON ADR COM - ADR 71654V101 676 46,119 SH   DFND 2 1,012 0 45,107
PETSMART INC COM 716768106 1,647 24,589 SH   DFND 1 20,033 0 4,556
PETSMART INC COM 716768106 7,705 115,014 SH   DFND 2 2,787 0 112,227
PHARMACYCLICS INC COM 716933106 425 5,342 SH   DFND 1 4,665 0 677
PHARMACYCLICS INC COM 716933106 3,162 39,792 SH   DFND 2 184 0 39,608
PFIZER INC COM 717081103 26,355 940,910 SH   DFND 1 840,981 0 99,929
PFIZER INC COM 717081103 320,787 11,452,581 SH   DFND 2 299,896 0 11,152,685
PHARMERICA CORP COM 71714F104 101 7,322 SH   DFND 1 2,362 0 4,960
PHARMERICA CORP COM 71714F104 226 16,287 SH   DFND 2 6,242 0 10,045
PHILIP MORRIS INTERNATIONAL COM 718172109 26,620 307,323 SH   DFND 1 297,227 0 10,096
PHILIP MORRIS INTERNATIONAL COM 718172109 278,502 3,215,215 SH   DFND 2 62,472 0 3,152,743
PHILLIPS 66 COM 718546104 5,392 91,531 SH   DFND 1 76,990 0 14,541
PHILLIPS 66 COM 718546104 21,993 373,337 SH   DFND 2 9,862 0 363,475
PHOTRONICS INC COM 719405102 2,510 311,410 SH   DFND 1 164,342 0 147,068
PHOTRONICS INC COM 719405102 4,645 576,270 SH   DFND 2 168,751 0 407,519
PHOTRONICS INC CONV. NOTE 719405AH5 1,080 987 SH   DFND 1 0 0 987
PHOTRONICS INC CONV. NOTE 719405AH5 3,560 3,253 SH   DFND 2 0 0 3,253
PIEDMONT OFFICE REALTY TRU-A COM 720190206 2,453 137,192 SH   DFND 1 74,207 0 62,985
PIEDMONT OFFICE REALTY TRU-A COM 720190206 2,800 156,613 SH   DFND 2 55,600 0 101,013
PIER 1 IMPORTS INC COM 720279108 564 24,009 SH   DFND 1 20,878 0 3,131
PIER 1 IMPORTS INC COM 720279108 652 27,736 SH   DFND 2 663 0 27,073
PINNACLE WEST CAPITAL COM 723484101 1,892 34,109 SH   DFND 1 25,001 0 9,108
PINNACLE WEST CAPITAL COM 723484101 3,212 57,909 SH   DFND 2 92 0 57,817
PINNACLE FOODS INC COM 72348P104 884 36,591 SH   DFND 1 33,301 0 3,290
PINNACLE FOODS INC COM 72348P104 4,566 189,067 SH   DFND 2 12,798 0 176,269
PIONEER ENERGY SERVICES CORP COM 723664108 1,014 153,157 SH   DFND 1 48,567 0 104,590
PIONEER ENERGY SERVICES CORP COM 723664108 2,203 332,769 SH   DFND 2 128,448 0 204,321
PIONEER NATURAL RESOURCES CO COM 723787107 753 5,200 SH   DFND 1 5,200 0 0
PITNEY BOWES INC COM 724479100 464 31,588 SH   DFND 1 31,588 0 0
PITNEY BOWES INC COM 724479100 17,928 1,221,277 SH   DFND 2 0 0 1,221,277
PLANTRONICS INC COM 727493108 935 21,288 SH   DFND 1 18,703 0 2,585
PLANTRONICS INC COM 727493108 1,042 23,725 SH   DFND 2 581 0 23,144
PLUM CREEK TIMBER CO COM 729251108 280 6,001 SH   DFND 1 6,001 0 0
PLUM CREEK TIMBER CO COM 729251108 397 8,509 SH   DFND 2 0 0 8,509
POLARIS INDUSTRIES INC COM 731068102 1,554 16,362 SH   DFND 1 16,362 0 0
POLARIS INDUSTRIES INC COM 731068102 19,800 208,425 SH   DFND 2 0 0 208,425
POLYCOM INC COM 73172K104 5,885 558,334 SH   DFND 1 437,868 0 120,466
POLYCOM INC COM 73172K104 83,242 7,897,724 SH   DFND 2 146,572 0 7,751,152
POPULAR INC COM 733174700 4,022 132,616 SH   DFND 1 83,355 0 49,261
POPULAR INC COM 733174700 23,362 770,263 SH   DFND 2 101,490 0 668,773
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 4,541 29,561 SH   DFND 1 20,287 0 9,274
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 9,579 62,352 SH   DFND 2 10,316 0 52,036
PORTLAND GENERAL ELECTRIC CO COM 736508847 2,299 75,143 SH   DFND 1 33,343 0 41,800
PORTLAND GENERAL ELECTRIC CO COM 736508847 6,265 204,800 SH   DFND 2 51,600 0 153,200
PORTOLA PHARMACEUTICALS INC COM 737010108 4,914 200,000 SH   DFND 2 0 0 200,000
POST HOLDINGS INC COM 737446104 1,140 26,100 SH   DFND 1 8,400 0 17,700
POST HOLDINGS INC COM 737446104 2,515 57,600 SH   DFND 2 22,100 0 35,500
POST PROPERTIES INC COM 737464107 1,317 26,614 SH   DFND 1 19,642 0 6,972
POST PROPERTIES INC COM 737464107 192 3,882 SH   DFND 2 0 0 3,882
POTASH CORP OF SASKATCHEWAN ORD 73755L107 123 3,227 SH   DFND 1 1,294 0 1,933
POTASH CORP OF SASKATCHEWAN ORD 73755L107 361 9,462 SH   DFND 2 0 0 9,462
PRAXAIR INC COM 74005P104 1,278 11,101 SH   DFND 1 11,101 0 0
PRECISION CASTPARTS CORP COM 740189105 2,629 11,634 SH   DFND 1 11,634 0 0
PRECISION CASTPARTS CORP COM 740189105 40,278 178,214 SH   DFND 2 0 0 178,214
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1,566 53,731 SH   DFND 1 46,813 0 6,918
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 6,611 226,874 SH   DFND 2 1,465 0 225,409
T ROWE PRICE GROUP INC COM 74144T108 4,676 63,928 SH   DFND 1 47,428 0 16,500
T ROWE PRICE GROUP INC COM 74144T108 5,698 77,893 SH   DFND 2 0 0 77,893
PRICELINE.COM INC COM 741503403 14,169 17,130 SH   DFND 1 15,556 0 1,574
PRICELINE.COM INC COM 741503403 182,501 220,644 SH   DFND 2 926 0 219,718
PRICELINE.COM INC CONV. NOTE 741503AQ9 2,261 1,945 SH   DFND 1 0 0 1,945
PRICELINE.COM INC CONV. NOTE 741503AQ9 8,938 7,689 SH   DFND 2 0 0 7,689
PRIMORIS SERVICES CORP COM 74164F103 1,436 72,800 SH   DFND 1 72,800 0 0
PRIMORIS SERVICES CORP COM 74164F103 2,853 144,665 SH   DFND 2 0 0 144,665
PRINCIPAL FINANCIAL GROUP COM 74251V102 393 10,501 SH   DFND 1 10,501 0 0
PROCERA NETWORKS INC COM 74269U203 703 51,202 SH   DFND 1 44,470 0 6,732
PROCERA NETWORKS INC COM 74269U203 832 60,608 SH   DFND 2 1,269 0 59,339
PROCTER & GAMBLE CO/THE COM 742718109 14,175 184,111 SH   DFND 1 174,723 0 9,388
PROCTER & GAMBLE CO/THE COM 742718109 85,908 1,115,832 SH   DFND 2 24,222 0 1,091,610
PROGRESSIVE CORP COM 743315103 536 21,101 SH   DFND 1 21,101 0 0
PROGRESSIVE CORP COM 743315103 1,398 55,000 SH   DFND 2 0 0 55,000
PROLOGIS INC COM 74340W103 2,536 67,219 SH   DFND 1 54,497 0 12,722
PROLOGIS INC COM 74340W103 2,444 64,802 SH   DFND 2 0 0 64,802
PROTECTIVE LIFE CORP COM 743674103 805 20,971 SH   DFND 1 19,879 0 1,092
PROTECTIVE LIFE CORP COM 743674103 4,815 125,354 SH   DFND 2 3,687 0 121,667
PROVIDENCE SERVICE CORP COM 743815102 3,349 115,142 SH   DFND 1 74,028 0 41,114
PROVIDENCE SERVICE CORP COM 743815102 5,847 200,986 SH   DFND 2 41,133 0 159,853
PROVIDENT NEW YORK BANCORP COM 744028101 2,159 231,147 SH   DFND 1 93,147 0 138,000
PROVIDENT NEW YORK BANCORP COM 744028101 5,652 605,109 SH   DFND 2 168,932 0 436,177
PRUDENTIAL FINANCIAL INC COM 744320102 1,278 17,501 SH   DFND 1 17,501 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 46,340 634,528 SH   DFND 2 0 0 634,528
PUBLIC SERVICE ENTERPRISE GP COM 744573106 621 19,000 SH   DFND 1 19,000 0 0
PUBLIC STORAGE COM 74460D109 7,796 50,846 SH   DFND 1 39,550 0 11,296
PUBLIC STORAGE COM 74460D109 11,862 77,362 SH   DFND 2 2,158 0 75,204
PULTEGROUP INC COM 745867101 4,041 213,029 SH   DFND 1 213,029 0 0
PULTEGROUP INC COM 745867101 55,550 2,928,320 SH   DFND 2 9,709 0 2,918,611
PUMA BIOTECHNOLOGY INC COM 74587V107 4,055 91,388 SH   DFND 2 0 0 91,388
QLIK TECHNOLOGIES INC COM 74733T105 1,395 49,347 SH   DFND 1 46,805 0 2,542
QLIK TECHNOLOGIES INC COM 74733T105 14,057 497,227 SH   DFND 2 0 0 497,227
QEP RESOURCES INC COM 74733V100 183 6,601 SH   DFND 1 6,601 0 0
QEP RESOURCES INC COM 74733V100 36,653 1,319,407 SH   DFND 2 0 0 1,319,407
QUALCOMM INC COM 747525103 9,934 162,635 SH   DFND 1 162,635 0 0
QUALCOMM INC COM 747525103 203,510 3,331,858 SH   DFND 2 0 0 3,331,858
QUALITY DISTRIBUTION INC COM 74756M102 1,797 203,266 SH   DFND 1 76,051 0 127,215
QUALITY DISTRIBUTION INC COM 74756M102 4,179 472,696 SH   DFND 2 158,178 0 314,518
QUANTA SERVICES INC COM 74762E102 209 7,900 SH   DFND 1 7,900 0 0
QUANTUM CORP COM 747906204 292 213,279 SH   DFND 1 194,658 0 18,621
QUANTUM CORP COM 747906204 473 345,373 SH   DFND 2 20,032 0 325,341
QUEST DIAGNOSTICS INC COM 74834L100 2,326 38,362 SH   DFND 1 28,562 0 9,800
QUEST DIAGNOSTICS INC COM 74834L100 13,593 224,189 SH   DFND 2 0 0 224,189
QUESTCOR PHARMACEUTICALS COM 74835Y101 3,762 82,748 SH   DFND 1 42,954 0 39,794
QUESTCOR PHARMACEUTICALS COM 74835Y101 10,663 234,554 SH   DFND 2 46,991 0 187,563
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 588 13,813 SH   DFND 1 13,813 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 1,900 44,651 SH   DFND 2 3,061 0 41,590
RAIT FINANCIAL TRUST COM 749227609 1,508 200,500 SH   DFND 1 64,600 0 135,900
RAIT FINANCIAL TRUST COM 749227609 3,377 449,100 SH   DFND 2 170,800 0 278,300
RAIT FINANCIAL TRUST CONVB 749227AA2 686 554 SH   DFND 1 0 0 554
RAIT FINANCIAL TRUST CONVB 749227AA2 2,411 1,946 SH   DFND 2 0 0 1,946
RPM INTERNATIONAL INC COM 749685103 1,457 45,624 SH   DFND 1 14,708 0 30,916
RPM INTERNATIONAL INC COM 749685103 3,216 100,687 SH   DFND 2 38,648 0 62,039
RTI BIOLOGICS INC COM 74975N105 572 152,137 SH   DFND 1 132,257 0 19,880
RTI BIOLOGICS INC COM 74975N105 651 173,099 SH   DFND 2 0 0 173,099
RF MICRO DEVICES INC COM 749941100 3,596 672,186 SH   DFND 1 345,772 0 326,414
RF MICRO DEVICES INC COM 749941100 6,920 1,293,478 SH   DFND 2 370,282 0 923,196
RADIAN GROUP INC COM 750236101 3,398 292,400 SH   DFND 1 292,400 0 0
RADIAN GROUP INC COM 750236101 12,015 1,034,000 SH   DFND 2 0 0 1,034,000
RALPH LAUREN CORP COM 751212101 417 2,401 SH   DFND 1 2,401 0 0
RAMCO-GERSHENSON PROPERTIES COM 751452202 1,137 73,211 SH   DFND 1 54,282 0 18,929
RAMCO-GERSHENSON PROPERTIES COM 751452202 164 10,538 SH   DFND 2 0 0 10,538
RANGE RESOURCES CORP COM 75281A109 472 6,100 SH   DFND 1 6,100 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 34 800 SH   DFND 1 800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,781 41,439 SH   DFND 2 0 0 41,439
RAYONIER INC COM 754907103 861 15,550 SH   DFND 1 10,866 0 4,684
RAYONIER INC COM 754907103 1,247 22,510 SH   DFND 2 0 0 22,510
RAYTHEON COMPANY COM 755111507 7,268 109,920 SH   DFND 1 99,282 0 10,638
RAYTHEON COMPANY COM 755111507 111,777 1,690,522 SH   DFND 2 67,804 0 1,622,718
REACHLOCAL INC COM 75525F104 779 63,505 SH   DFND 1 55,480 0 8,025
REACHLOCAL INC COM 75525F104 918 74,874 SH   DFND 2 1,265 0 73,609
REALTY INCOME CORP COM 756109104 615 14,673 SH   DFND 1 10,831 0 3,842
REALTY INCOME CORP COM 756109104 90 2,138 SH   DFND 2 0 0 2,138
RECEPTOS INC COM 756207106 247 12,423 SH   DFND 1 10,849 0 1,574
RECEPTOS INC COM 756207106 5,257 264,292 SH   DFND 2 0 0 264,292
RED HAT INC COM 756577102 2,046 42,793 SH   DFND 1 42,793 0 0
RED HAT INC COM 756577102 32,891 687,809 SH   DFND 2 0 0 687,809
RED ROBIN GOURMET BURGERS COM 75689M101 4,392 79,591 SH   DFND 2 0 0 79,591
REDWOOD TRUST INC COM 758075402 888 52,250 SH   DFND 1 52,250 0 0
REDWOOD TRUST INC COM 758075402 1,608 94,580 SH   DFND 2 0 0 94,580
REGAL ENTERTAINMENT GROUP-A COM 758766109 4,718 263,600 SH   DFND 2 0 0 263,600
REGENCY CENTERS CORP COM 758849103 1,651 32,499 SH   DFND 1 23,986 0 8,513
REGENCY CENTERS CORP COM 758849103 241 4,739 SH   DFND 2 0 0 4,739
REGENERON PHARMACEUTICALS COM 75886F107 652 2,900 SH   DFND 1 2,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 368 1,637 SH   DFND 2 0 0 1,637
REGIONS FINANCIAL CORP COM 7591EP100 4,372 458,801 SH   DFND 1 458,801 0 0
REGIONS FINANCIAL CORP COM 7591EP100 13,050 1,369,324 SH   DFND 2 0 0 1,369,324
REINSURANCE GROUP OF AMERICA COM 759351604 2,272 32,877 SH   DFND 1 10,701 0 22,176
REINSURANCE GROUP OF AMERICA COM 759351604 5,074 73,426 SH   DFND 2 28,434 0 44,992
RELIANCE STEEL & ALUMINUM COM 759509102 1,214 18,524 SH   DFND 1 18,524 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 3,423 52,211 SH   DFND 2 120 0 52,091
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 1,097 96,800 SH   DFND 1 96,800 0 0
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 2,315 204,315 SH   DFND 2 0 0 204,315
REPUBLIC BANCORP INC-CLASS A COM 760281204 123 5,589 SH   DFND 1 4,624 0 965
REPUBLIC BANCORP INC-CLASS A COM 760281204 368 16,769 SH   DFND 2 0 0 16,769
REPUBLIC SERVICES INC COM 760759100 384 11,315 SH   DFND 1 11,315 0 0
RESEARCH IN MOTION ORD 760975102 1,525 145,634 SH   DFND 2 0 0 145,634
REXNORD CORP COM 76169B102 661 39,247 SH   DFND 1 12,681 0 26,566
REXNORD CORP COM 76169B102 1,445 85,753 SH   DFND 2 32,868 0 52,885
REYNOLDS AMERICAN INC COM 761713106 3,089 63,871 SH   DFND 1 48,154 0 15,717
REYNOLDS AMERICAN INC COM 761713106 3,580 74,020 SH   DFND 2 0 0 74,020
RIO TINTO PLC-SPON ADR COM - ADR 767204100 731 17,800 SH   DFND 2 0 0 17,800
RITE AID CORP COM 767754104 51 17,709 SH   DFND 2 0 0 17,709
RITE AID CORP CONV. NOTE 767754BU7 78 55 SH   DFND 1 0 0 55
RITE AID CORP CONV. NOTE 767754BU7 695 491 SH   DFND 2 0 0 491
RIVERBED TECHNOLOGY INC COM 768573107 542 34,850 SH   DFND 1 34,850 0 0
RIVERBED TECHNOLOGY INC COM 768573107 3,647 234,397 SH   DFND 2 5,593 0 228,804
ROADRUNNER TRANSPORTATION SY COM 76973Q105 1,668 59,900 SH   DFND 1 19,300 0 40,600
ROADRUNNER TRANSPORTATION SY COM 76973Q105 3,661 131,500 SH   DFND 2 50,800 0 80,700
ROBERT HALF INTL INC COM 770323103 457 13,757 SH   DFND 1 13,757 0 0
ROBERT HALF INTL INC COM 770323103 2,262 68,072 SH   DFND 2 3,940 0 64,132
ROCK TENN COMPANY -CL A COM 772739207 1,508 15,100 SH   DFND 1 4,900 0 10,200
ROCK TENN COMPANY -CL A COM 772739207 8,365 83,753 SH   DFND 2 12,800 0 70,953
ROCKWELL AUTOMATION INC COM 773903109 998 11,998 SH   DFND 1 11,998 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,651 55,944 SH   DFND 2 3,329 0 52,615
ROCKVILLE FINANCIAL INC COM 774188106 1,611 123,200 SH   DFND 1 39,800 0 83,400
ROCKVILLE FINANCIAL INC COM 774188106 3,532 270,000 SH   DFND 2 103,400 0 166,600
ROCKWELL COLLINS INC COM 774341101 1,252 19,740 SH   DFND 1 15,640 0 4,100
ROCKWELL COLLINS INC COM 774341101 6,082 95,912 SH   DFND 2 0 0 95,912
ROPER INDUSTRIES INC COM 776696106 1,855 14,936 SH   DFND 1 11,591 0 3,345
ROPER INDUSTRIES INC COM 776696106 2,014 16,210 SH   DFND 2 103 0 16,107
ROSETTA RESOURCES INC COM 777779307 753 17,718 SH   DFND 1 15,649 0 2,069
ROSETTA RESOURCES INC COM 777779307 964 22,674 SH   DFND 2 364 0 22,310
ROSS STORES INC COM 778296103 2,232 34,444 SH   DFND 1 26,834 0 7,610
ROSS STORES INC COM 778296103 2,328 35,915 SH   DFND 2 0 0 35,915
ROUNDY'S INC COM 779268101 496 59,600 SH   DFND 2 0 0 59,600
ROVI CORP COM 779376102 884 38,718 SH   DFND 1 33,379 0 5,339
ROVI CORP COM 779376102 1,521 66,613 SH   DFND 2 1,943 0 64,670
ROYAL DUTCH SHELL PLC-ADR COM - ADR 780259206 7,798 122,231 SH   DFND 1 122,231 0 0
ROYAL DUTCH SHELL PLC-ADR COM - ADR 780259206 238,316 3,735,354 SH   DFND 2 151,203 0 3,584,151
RUDOLPH TECHNOLOGIES INC COM 781270103 1,042 93,006 SH   DFND 1 80,918 0 12,088
RUDOLPH TECHNOLOGIES INC COM 781270103 1,220 108,948 SH   DFND 2 2,401 0 106,547
RUSH ENTERPRISES INC-CL A COM 781846209 1,626 65,700 SH   DFND 1 21,500 0 44,200
RUSH ENTERPRISES INC-CL A COM 781846209 3,542 143,100 SH   DFND 2 55,400 0 87,700
RYDER SYSTEM INC COM 783549108 1,498 24,648 SH   DFND 1 9,348 0 15,300
RYDER SYSTEM INC COM 783549108 6,445 106,017 SH   DFND 2 19,200 0 86,817
RYLAND GROUP INC/THE COM 783764103 1,179 29,404 SH   DFND 1 25,337 0 4,067
RYLAND GROUP INC/THE COM 783764103 1,858 46,329 SH   DFND 2 1,091 0 45,238
RYLAND GROUP CONV. NOTE 783764AQ6 130 90 SH   DFND 1 0 0 90
RYLAND GROUP CONV. NOTE 783764AQ6 705 487 SH   DFND 2 0 0 487
RYMAN HOSPITALITY PROPERTIES COM 78377T107 1,152 29,520 SH   DFND 1 21,787 0 7,733
RYMAN HOSPITALITY PROPERTIES COM 78377T107 168 4,305 SH   DFND 2 0 0 4,305
SBA COMMUNICATIONS CORP-CL A COM 78388J106 839 11,313 SH   DFND 1 7,913 0 3,400
SBA COMMUNICATIONS CORP-CL A COM 78388J106 1,195 16,126 SH   DFND 2 0 0 16,126
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 2,010 820 SH   DFND 1 0 0 820
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 6,067 2,475 SH   DFND 2 0 0 2,475
SAIC INC COM 78390X101 153 10,972 SH   DFND 1 10,972 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,095 73,700 SH   DFND 1 73,700 0 0
SEI INVESTMENTS COMPANY COM 784117103 6,180 217,370 SH   DFND 2 0 0 217,370
SL GREEN REALTY CORP COM 78440X101 546 6,189 SH   DFND 1 4,569 0 1,620
SL GREEN REALTY CORP COM 78440X101 80 905 SH   DFND 2 0 0 905
SLM CORP COM 78442P106 384 16,801 SH   DFND 1 16,801 0 0
SLM CORP COM 78442P106 8,456 369,916 SH   DFND 2 0 0 369,916
SM ENERGY CO COM 78454L100 1,382 23,049 SH   DFND 1 7,481 0 15,568
SM ENERGY CO COM 78454L100 3,116 51,945 SH   DFND 2 19,744 0 32,201
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 15,871 99,187 SH   DFND 1 57,405 0 41,782
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 35,463 221,631 SH   DFND 2 12,695 0 208,936
SPX CORP COM 784635104 3,562 49,489 SH   DFND 2 0 0 49,489
SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 18,664 634,386 SH   DFND 2 0 0 634,386
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 3,002 91,232 SH   DFND 1 86,357 0 4,875
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 31,247 949,753 SH   DFND 2 134 0 949,619
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 795 3,777 SH   DFND 1 3,777 0 0
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 315 1,495 SH   DFND 2 1,334 0 161
S&W SEED CO COM 785135104 1,351 161,254 SH   DFND 1 149,910 0 11,344
S&W SEED CO COM 785135104 2,937 350,492 SH   DFND 2 2,830 0 347,662
SAFEGUARD SCIENTIFICS INC COM 786449207 850 52,964 SH   DFND 1 46,292 0 6,672
SAFEGUARD SCIENTIFICS INC COM 786449207 1,004 62,567 SH   DFND 2 1,729 0 60,838
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AJ7 2,082 1,893 SH   DFND 1 0 0 1,893
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AJ7 8,645 7,862 SH   DFND 2 0 0 7,862
SAFEWAY INC COM 786514208 211 8,900 SH   DFND 1 8,900 0 0
SAFEWAY INC COM 786514208 1,843 77,894 SH   DFND 2 0 0 77,894
SAIA INC COM 78709Y105 1,446 48,252 SH   DFND 1 15,543 0 32,709
SAIA INC COM 78709Y105 3,191 106,466 SH   DFND 2 40,910 0 65,557
ST JOE CO/THE COM 790148100 1,214 57,687 SH   DFND 1 49,778 0 7,909
ST JOE CO/THE COM 790148100 2,037 96,781 SH   DFND 2 2,420 0 94,361
ST JUDE MEDICAL INC COM 790849103 3,908 85,650 SH   DFND 1 85,650 0 0
ST JUDE MEDICAL INC COM 790849103 74,854 1,640,461 SH   DFND 2 78,351 0 1,562,110
SALESFORCE.COM INC COM 79466L302 794 20,800 SH   DFND 1 20,800 0 0
SALESFORCE.COM INC COM 79466L302 10 252 SH   DFND 2 252 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 919 13,888 SH   DFND 1 12,736 0 1,152
SALIX PHARMACEUTICALS LTD COM 795435106 2,830 42,787 SH   DFND 2 2,037 0 40,750
SANDISK CORP COM 80004C101 14,420 236,005 SH   DFND 1 236,005 0 0
SANDISK CORP COM 80004C101 156,805 2,566,368 SH   DFND 2 74,028 0 2,492,340
SANDISK CORP CONV. NOTE 80004CAD3 2,313 1,735 SH   DFND 1 0 0 1,735
SANDISK CORP CONV. NOTE 80004CAD3 8,089 6,068 SH   DFND 2 0 0 6,068
SANOFI-ADR COM - ADR 80105N105 1,538 29,862 SH   DFND 1 29,862 0 0
SANOFI-ADR COM - ADR 80105N105 45,973 892,510 SH   DFND 2 0 0 892,510
SANOFI CVR RIGHTS 80105N113 2,423 1,255,462 SH   DFND 2 0 0 1,255,462
SANTARUS INC COM 802817304 780 37,032 SH   DFND 1 32,872 0 4,160
SANTARUS INC COM 802817304 779 36,991 SH   DFND 2 0 0 36,991
SCANA CORP COM 80589M102 2,234 45,497 SH   DFND 1 33,197 0 12,300
SCANA CORP COM 80589M102 2,848 58,001 SH   DFND 2 0 0 58,001
HENRY SCHEIN INC COM 806407102 1,897 19,812 SH   DFND 1 13,812 0 6,000
HENRY SCHEIN INC COM 806407102 2,695 28,141 SH   DFND 2 0 0 28,141
SCHLUMBERGER LTD COM 806857108 8,616 120,235 SH   DFND 1 120,235 0 0
SCHLUMBERGER LTD COM 806857108 120,579 1,682,659 SH   DFND 2 16,587 0 1,666,072
SCHWAB (CHARLES) CORP COM 808513105 11,925 561,686 SH   DFND 1 561,686 0 0
SCHWAB (CHARLES) CORP COM 808513105 202,030 9,516,249 SH   DFND 2 189,500 0 9,326,749
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,167 23,400 SH   DFND 1 23,400 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,881 57,765 SH   DFND 2 0 0 57,765
SCIQUEST INC COM 80908T101 515 20,541 SH   DFND 1 17,868 0 2,673
SCIQUEST INC COM 80908T101 608 24,278 SH   DFND 2 666 0 23,612
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,126 16,871 SH   DFND 1 12,951 0 3,920
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,249 18,707 SH   DFND 2 0 0 18,707
SEALED AIR CORP COM 81211K100 4,704 196,423 SH   DFND 1 196,423 0 0
SEALED AIR CORP COM 81211K100 33,383 1,393,843 SH   DFND 2 56,444 0 1,337,399
SEARS HOMETOWN AND OUTLET ST COM 812362101 765 17,498 SH   DFND 1 15,162 0 2,336
SEARS HOMETOWN AND OUTLET ST COM 812362101 7,177 164,154 SH   DFND 2 506 0 163,648
SECURITY NATL FINL CORP-CL A COM 814785309 147 24,793 SH   DFND 1 22,269 0 2,524
SECURITY NATL FINL CORP-CL A COM 814785309 176 29,801 SH   DFND 2 0 0 29,801
SELECT COMFORT CORPORATION COM 81616X103 938 37,428 SH   DFND 1 32,331 0 5,097
SELECT COMFORT CORPORATION COM 81616X103 106,696 4,257,605 SH   DFND 2 846 0 4,256,759
SELECT INCOME REIT COM 81618T100 2,123 75,709 SH   DFND 1 62,037 0 13,672
SELECT INCOME REIT COM 81618T100 2,059 73,425 SH   DFND 2 1,322 0 72,103
SEMTECH CORP COM 816850101 637 18,194 SH   DFND 1 15,801 0 2,393
SEMTECH CORP COM 816850101 925 26,414 SH   DFND 2 511 0 25,903
SEMPRA ENERGY COM 816851109 696 8,511 SH   DFND 1 8,511 0 0
SEMPRA ENERGY COM 816851109 11,053 135,191 SH   DFND 2 0 0 135,191
SEQUENOM INC COM 817337405 10,334 2,454,518 SH   DFND 2 0 0 2,454,518
SHERWIN-WILLIAMS CO/THE COM 824348106 6,512 36,874 SH   DFND 1 32,087 0 4,787
SHERWIN-WILLIAMS CO/THE COM 824348106 12,029 68,112 SH   DFND 2 1,595 0 66,517
SHIRE PLC-ADR COM - ADR 82481R106 15,579 163,800 SH   DFND 2 0 0 163,800
SIGMA-ALDRICH COM 826552101 1,259 15,667 SH   DFND 1 12,267 0 3,400
SIGMA-ALDRICH COM 826552101 1,268 15,778 SH   DFND 2 0 0 15,778
SILGAN HOLDINGS INC COM 827048109 12,363 263,270 SH   DFND 2 0 0 263,270
SILICON IMAGE INC COM 82705T102 3,010 514,537 SH   DFND 1 271,231 0 243,306
SILICON IMAGE INC COM 82705T102 5,453 932,134 SH   DFND 2 275,995 0 656,139
SILICON GRAPHICS INTERNATION COM 82706L108 464 34,686 SH   DFND 1 30,139 0 4,547
SILICON GRAPHICS INTERNATION COM 82706L108 519 38,802 SH   DFND 2 0 0 38,802
SIMON PROPERTY GROUP INC COM 828806109 13,208 83,640 SH   DFND 1 65,815 0 17,825
SIMON PROPERTY GROUP INC COM 828806109 18,236 115,475 SH   DFND 2 3,947 0 111,528
SINCLAIR BROADCAST GROUP -A COM 829226109 1,456 49,558 SH   DFND 1 42,798 0 6,760
SINCLAIR BROADCAST GROUP -A COM 829226109 2,320 78,968 SH   DFND 2 1,285 0 77,683
SKECHERS USA INC-CL A COM 830566105 2,022 84,200 SH   DFND 1 27,200 0 57,000
SKECHERS USA INC-CL A COM 830566105 4,499 187,400 SH   DFND 2 71,300 0 116,100
SKYWEST INC COM 830879102 167 12,352 SH   DFND 1 10,237 0 2,115
SKYWEST INC COM 830879102 524 38,706 SH   DFND 2 2,196 0 36,510
SKYWORKS SOLUTIONS INC COM 83088M102 981 44,800 SH   DFND 1 44,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,042 93,276 SH   DFND 2 0 0 93,276
JM SMUCKER CO/THE COM 832696405 2,112 20,471 SH   DFND 1 16,671 0 3,800
JM SMUCKER CO/THE COM 832696405 5,366 52,024 SH   DFND 2 1,978 0 50,046
SNAP-ON INC COM 833034101 192 2,150 SH   DFND 1 2,150 0 0
SNAP-ON INC COM 833034101 3,366 37,660 SH   DFND 2 0 0 37,660
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 3,854 182,331 SH   DFND 1 106,316 0 76,015
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 7,643 361,541 SH   DFND 2 81,353 0 280,188
SOURCEFIRE INC COM 83616T108 824 14,835 SH   DFND 1 12,871 0 1,964
SOURCEFIRE INC COM 83616T108 964 17,356 SH   DFND 2 0 0 17,356
SOUTHERN CO/THE COM 842587107 1,452 32,900 SH   DFND 1 32,900 0 0
SOUTHERN CO/THE COM 842587107 278 6,296 SH   DFND 2 0 0 6,296
SOUTHWEST AIRLINES CO COM 844741108 2,079 161,301 SH   DFND 1 132,307 0 28,994
SOUTHWEST AIRLINES CO COM 844741108 11,112 862,027 SH   DFND 2 19,124 0 842,903
SOUTHWEST GAS CORP COM 844895102 2,650 56,633 SH   DFND 1 18,273 0 38,360
SOUTHWEST GAS CORP COM 844895102 5,843 124,878 SH   DFND 2 48,147 0 76,731
SOUTHWESTERN ENERGY CO COM 845467109 479 13,100 SH   DFND 1 13,100 0 0
SOUTHWESTERN ENERGY CO COM 845467109 55,583 1,521,576 SH   DFND 2 0 0 1,521,576
SPARTAN STORES INC COM 846822104 1,954 105,966 SH   DFND 1 38,668 0 67,298
SPARTAN STORES INC COM 846822104 4,440 240,798 SH   DFND 2 83,171 0 157,627
SPARTON CORP COM 847235108 743 43,097 SH   DFND 1 37,462 0 5,635
SPARTON CORP COM 847235108 874 50,683 SH   DFND 2 1,371 0 49,312
SPECTRA ENERGY CORP COM 847560109 2,929 84,994 SH   DFND 1 66,673 0 18,321
SPECTRA ENERGY CORP COM 847560109 2,979 86,453 SH   DFND 2 0 0 86,453
SPECTRUM PHARMACEUTICALS INC COM 84763A108 297 39,749 SH   DFND 1 34,299 0 5,450
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,136 286,306 SH   DFND 2 1,019 0 285,287
SPIRIT AIRLINES INC COM 848577102 629 19,800 SH   DFND 1 19,800 0 0
SPIRIT AIRLINES INC COM 848577102 3,629 114,240 SH   DFND 2 0 0 114,240
SPRINT NEXTEL CORP COM 852061100 829 118,043 SH   DFND 1 118,043 0 0
SPRINT NEXTEL CORP COM 852061100 790 112,538 SH   DFND 2 0 0 112,538
STAAR SURGICAL CO COM 852312305 1,269 125,026 SH   DFND 1 109,248 0 15,778
STAAR SURGICAL CO COM 852312305 45,643 4,496,810 SH   DFND 2 4,154 0 4,492,656
STAG INDUSTRIAL INC COM 85254J102 543 27,217 SH   DFND 1 20,138 0 7,079
STAG INDUSTRIAL INC COM 85254J102 80 4,018 SH   DFND 2 0 0 4,018
STANCORP FINANCIAL GROUP COM 852891100 3,430 69,416 SH   DFND 1 33,916 0 35,500
STANCORP FINANCIAL GROUP COM 852891100 7,283 147,403 SH   DFND 2 44,200 0 103,203
STANDARD MOTOR PRODS COM 853666105 442 12,867 SH   DFND 1 10,665 0 2,202
STANDARD MOTOR PRODS COM 853666105 1,404 40,896 SH   DFND 2 2,224 0 38,672
STANDARD PACIFIC CORP COM 85375C101 3,486 418,523 SH   DFND 1 418,523 0 0
STANDARD PACIFIC CORP COM 85375C101 4,329 519,677 SH   DFND 2 0 0 519,677
STANDARD PACIFIC CORP CONVB 85375CBC4 1,799 1,410 SH   DFND 1 0 0 1,410
STANDARD PACIFIC CORP CONVB 85375CBC4 6,077 4,764 SH   DFND 2 0 0 4,764
STANDEX INTERNATIONAL CORP COM 854231107 1,093 20,722 SH   DFND 1 18,033 0 2,689
STANDEX INTERNATIONAL CORP COM 854231107 1,295 24,544 SH   DFND 2 526 0 24,018
STANLEY BLACK & DECKER INC COM 854502101 2,056 26,592 SH   DFND 1 26,592 0 0
STANLEY BLACK & DECKER INC COM 854502101 33,386 431,900 SH   DFND 2 24,000 0 407,900
STANLEY BLACK & DECKER I CPFD 854502309 2,633 20,487 SH   DFND 1 0 0 20,487
STANLEY BLACK & DECKER I CPFD 854502309 9,216 71,717 SH   DFND 2 0 0 71,717
STAPLES INC COM 855030102 1,326 83,591 SH   DFND 1 83,591 0 0
STAPLES INC COM 855030102 5,576 351,604 SH   DFND 2 17,888 0 333,716
STARBUCKS CORP COM 855244109 10,279 156,959 SH   DFND 1 136,034 0 20,925
STARBUCKS CORP COM 855244109 97,348 1,486,456 SH   DFND 2 0 0 1,486,456
STARWOOD PROPERTY TRUST INC COM 85571B105 126 5,096 SH   DFND 1 4,240 0 856
STARWOOD PROPERTY TRUST INC COM 85571B105 413 16,691 SH   DFND 2 579 0 16,112
STARWOOD HOTELS & RESORTS COM 85590A401 461 7,300 SH   DFND 1 7,300 0 0
STATE BANK FINANCIAL CORP COM 856190103 1,443 96,000 SH   DFND 1 31,000 0 65,000
STATE BANK FINANCIAL CORP COM 856190103 3,234 215,200 SH   DFND 2 83,300 0 131,900
STATE STREET CORP COM 857477103 10,078 154,542 SH   DFND 1 154,542 0 0
STATE STREET CORP COM 857477103 212,297 3,255,582 SH   DFND 2 154,623 0 3,100,959
STEEL DYNAMICS INC COM 858119100 5 360 SH   DFND 1 360 0 0
STEEL DYNAMICS INC COM 858119100 1,841 123,482 SH   DFND 2 0 0 123,482
STEELCASE INC-CL A COM 858155203 1,545 105,977 SH   DFND 1 34,894 0 71,083
STEELCASE INC-CL A COM 858155203 3,377 231,618 SH   DFND 2 88,911 0 142,707
STEINWAY MUSICAL INSTRUMENTS COM 858495104 244 8,031 SH   DFND 1 8,031 0 0
STERICYCLE INC COM 858912108 353 3,200 SH   DFND 1 3,200 0 0
STERIS CORP COM 859152100 984 22,940 SH   DFND 1 20,018 0 2,922
STERIS CORP COM 859152100 1,127 26,291 SH   DFND 2 659 0 25,632
STEWART INFORMATION SERVICES COM 860372101 979 37,367 SH   DFND 1 32,332 0 5,035
STEWART INFORMATION SERVICES COM 860372101 1,522 58,120 SH   DFND 2 1,369 0 56,751
STONE ENERGY CORP COM 861642106 209 9,508 SH   DFND 1 8,218 0 1,290
STONE ENERGY CORP COM 861642106 12,841 582,877 SH   DFND 2 1,098 0 581,779
STONERIDGE INC COM 86183P102 2,346 201,549 SH   DFND 1 75,848 0 125,701
STONERIDGE INC COM 86183P102 5,383 462,457 SH   DFND 2 157,120 0 305,337
STRYKER CORP COM 863667101 711 10,990 SH   DFND 1 10,990 0 0
STRYKER CORP COM 863667101 17,425 269,410 SH   DFND 2 0 0 269,410
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,872 303,863 SH   DFND 1 110,431 0 193,432
SUMMIT HOTEL PROPERTIES INC COM 866082100 6,527 690,701 SH   DFND 2 239,411 0 451,290
SUN COMMUNITIES INC COM 866674104 1,084 21,779 SH   DFND 1 18,950 0 2,829
SUN COMMUNITIES INC COM 866674104 1,280 25,722 SH   DFND 2 705 0 25,017
SUN LIFE FINANCIAL INC ORD 866796105 2,174 73,400 SH   DFND 2 0 0 73,400
SUNCOR ENERGY INC COM 867224107 963 32,647 SH   DFND 1 32,647 0 0
SUNCOR ENERGY INC COM 867224107 52,309 1,773,776 SH   DFND 2 0 0 1,773,776
SUNTRUST BANKS INC COM 867914103 641 20,300 SH   DFND 1 20,300 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 534 20,580 SH   DFND 1 20,580 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 3,041 117,239 SH   DFND 2 304 0 116,935
SWIFT ENERGY CO COM 870738101 1,463 122,017 SH   DFND 1 54,165 0 67,852
SWIFT ENERGY CO COM 870738101 4,384 365,625 SH   DFND 2 80,990 0 284,635
SWIFT TRANSPORTATION CO COM 87074U101 1,506 91,058 SH   DFND 1 78,443 0 12,615
SWIFT TRANSPORTATION CO COM 87074U101 2,186 132,171 SH   DFND 2 2,295 0 129,876
SYMANTEC CORP COM 871503108 2,714 120,772 SH   DFND 1 120,772 0 0
SYMANTEC CORP COM 871503108 34,978 1,556,661 SH   DFND 2 78,799 0 1,477,862
SYMETRA FINANCIAL CORP COM 87151Q106 228 14,254 SH   DFND 1 11,799 0 2,455
SYMETRA FINANCIAL CORP COM 87151Q106 767 47,942 SH   DFND 2 1,721 0 46,221
SYMMETRY MEDICAL INC COM 871546206 509 60,468 SH   DFND 1 19,517 0 40,951
SYMMETRY MEDICAL INC COM 871546206 1,109 131,732 SH   DFND 2 50,470 0 81,262
SYNAPTICS INC COM 87157D109 810 20,994 SH   DFND 1 18,211 0 2,783
SYNAPTICS INC COM 87157D109 1,181 30,639 SH   DFND 2 607 0 30,032
SYNOPSYS INC COM 871607107 1,355 37,912 SH   DFND 1 37,912 0 0
SYNOPSYS INC COM 871607107 3,141 87,867 SH   DFND 2 149 0 87,718
SYNOVUS FINANCIAL CORP COM 87161C105 1,868 639,561 SH   DFND 1 256,261 0 383,300
SYNOVUS FINANCIAL CORP COM 87161C105 7,481 2,561,854 SH   DFND 2 518,703 0 2,043,151
SYNUTRA INTERNATIONAL INC ORD 87164C102 1,975 388,100 SH   DFND 2 0 0 388,100
SYSCO CORP COM 871829107 755 22,100 SH   DFND 1 22,100 0 0
TECO ENERGY INC COM 872375100 344 20,000 SH   DFND 1 20,000 0 0
TECO ENERGY INC COM 872375100 1,230 71,545 SH   DFND 2 0 0 71,545
TJX COMPANIES INC COM 872540109 5,481 109,482 SH   DFND 1 109,482 0 0
TJX COMPANIES INC COM 872540109 57,390 1,146,427 SH   DFND 2 13,777 0 1,132,650
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 1,308 575 SH   DFND 1 0 0 575
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 5,751 2,527 SH   DFND 2 0 0 2,527
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4,676 70,381 SH   DFND 1 70,381 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 103,926 1,564,203 SH   DFND 2 51,120 0 1,513,083
TTM TECHNOLOGIES CONV. NOTE 87305RAC3 58 58 SH   DFND 1 0 0 58
TTM TECHNOLOGIES CONV. NOTE 87305RAC3 566 563 SH   DFND 2 0 0 563
TW TELECOM INC COM 87311L104 278 9,892 SH   DFND 1 9,892 0 0
TW TELECOM INC COM 87311L104 2,390 84,926 SH   DFND 2 4,918 0 80,008
TAL INTERNATIONAL GROUP INC COM 874083108 1,259 28,907 SH   DFND 1 24,992 0 3,915
TAL INTERNATIONAL GROUP INC COM 874083108 1,801 41,333 SH   DFND 2 734 0 40,599
TANGER FACTORY OUTLET CENTER COM 875465106 585 17,480 SH   DFND 1 13,380 0 4,100
TANGER FACTORY OUTLET CENTER COM 875465106 1,788 53,438 SH   DFND 2 1,972 0 51,466
TARGET CORP COM 87612E106 5,783 83,975 SH   DFND 1 65,690 0 18,285
TARGET CORP COM 87612E106 63,052 915,657 SH   DFND 2 0 0 915,657
TATA MOTORS LTD-SPON ADR COM - ADR 876568502 699 29,800 SH   DFND 1 29,800 0 0
TAYLOR MORRISON HOME CORP-A COM 87724P106 4,161 170,654 SH   DFND 1 170,654 0 0
TAYLOR MORRISON HOME CORP-A COM 87724P106 28,841 1,182,997 SH   DFND 2 37,284 0 1,145,713
TEARLAB CORP COM 878193101 318 29,971 SH   DFND 1 26,172 0 3,799
TEARLAB CORP COM 878193101 377 35,476 SH   DFND 2 1,020 0 34,456
TECK RESOURCES LTD-CLS B ORD 878742204 1,922 89,948 SH   DFND 2 0 0 89,948
TELEFLEX INC CONV. NOTE 879369AA4 1,894 1,402 SH   DFND 1 0 0 1,402
TELEFLEX INC CONV. NOTE 879369AA4 6,241 4,621 SH   DFND 2 0 0 4,621
TELEFONICA BRASIL-ADR COM - ADR 87936R106 76 3,331 SH   DFND 1 3,331 0 0
TELEFONICA BRASIL-ADR COM - ADR 87936R106 507 22,230 SH   DFND 2 505 0 21,725
TEMPUR SEALY INTERNATIONAL I COM 88023U101 218 4,976 SH   DFND 1 4,439 0 537
TEMPUR SEALY INTERNATIONAL I COM 88023U101 444 10,107 SH   DFND 2 579 0 9,528
TENET HEALTHCARE CORP COM 88033G407 181 3,932 SH   DFND 1 3,932 0 0
TENET HEALTHCARE CORP COM 88033G407 2,705 58,670 SH   DFND 2 0 0 58,670
TERADATA CORP COM 88076W103 322 6,401 SH   DFND 1 6,401 0 0
TERADYNE INC COM 880770102 2,212 125,923 SH   DFND 1 119,180 0 6,743
TERADYNE INC COM 880770102 5,166 293,997 SH   DFND 2 7,745 0 286,252
TEREX CORP COM 880779103 1,691 64,285 SH   DFND 1 56,285 0 8,000
TEREX CORP COM 880779103 5,285 200,937 SH   DFND 2 6,880 0 194,057
TEREX CORP CONV. NOTE 880779AV5 26 15 SH   DFND 1 0 0 15
TEREX CORP CONV. NOTE 880779AV5 843 485 SH   DFND 2 0 0 485
TESARO INC COM 881569107 5,566 170,000 SH   DFND 2 0 0 170,000
TESORO CORP COM 881609101 2,347 44,855 SH   DFND 1 44,282 0 573
TESORO CORP COM 881609101 7,322 139,956 SH   DFND 2 3,808 0 136,148
TESLA MOTORS INC COM 88160R101 440 4,100 SH   DFND 1 4,100 0 0
TESLA MOTORS INC COM 88160R101 1,402 13,046 SH   DFND 2 0 0 13,046
TEVA PHARMACEUTICAL-SP ADR COM - ADR 881624209 36,593 933,493 SH   DFND 2 0 0 933,493
TETRA TECH INC COM 88162G103 971 41,300 SH   DFND 1 41,300 0 0
TETRA TECH INC COM 88162G103 2,053 87,340 SH   DFND 2 0 0 87,340
TEXAS INSTRUMENTS INC COM 882508104 7,797 223,590 SH   DFND 1 187,890 0 35,700
TEXAS INSTRUMENTS INC COM 882508104 54,679 1,568,077 SH   DFND 2 80,300 0 1,487,777
TEXTRON INC COM 883203101 277 10,651 SH   DFND 1 10,651 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,322 74,705 SH   DFND 1 74,705 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 144,428 1,706,583 SH   DFND 2 38,300 0 1,668,283
THORATEC CORP COM 885175307 758 24,214 SH   DFND 1 24,214 0 0
THORATEC CORP COM 885175307 1,585 50,624 SH   DFND 2 0 0 50,624
3M CO COM 88579Y101 8,960 81,943 SH   DFND 1 64,143 0 17,800
3M CO COM 88579Y101 11,536 105,493 SH   DFND 2 0 0 105,493
TIBCO SOFTWARE INC COM 88632Q103 680 31,790 SH   DFND 1 27,801 0 3,989
TIBCO SOFTWARE INC COM 88632Q103 780 36,469 SH   DFND 2 0 0 36,469
TIDEWATER INC COM 886423102 1,934 33,952 SH   DFND 1 11,255 0 22,697
TIDEWATER INC COM 886423102 4,176 73,301 SH   DFND 2 28,065 0 45,236
TIFFANY & CO COM 886547108 328 4,501 SH   DFND 1 4,501 0 0
TILE SHOP HLDGS INC COM 88677Q109 4,534 156,571 SH   DFND 1 150,570 0 6,001
TILE SHOP HLDGS INC COM 88677Q109 27,292 942,395 SH   DFND 2 1,328 0 941,067
TIME WARNER INC COM 887317303 13,217 228,586 SH   DFND 1 202,386 0 26,200
TIME WARNER INC COM 887317303 172,707 2,986,985 SH   DFND 2 101,010 0 2,885,975
TIME WARNER CABLE COM 88732J207 1,236 10,992 SH   DFND 1 10,992 0 0
TIME WARNER CABLE COM 88732J207 34,485 306,586 SH   DFND 2 0 0 306,586
TIMKEN CO COM 887389104 1,692 30,057 SH   DFND 1 30,057 0 0
TIMKEN CO COM 887389104 34,447 612,062 SH   DFND 2 0 0 612,062
TIVO INC COM 888706108 465 42,075 SH   DFND 1 36,648 0 5,427
TIVO INC COM 888706108 2,613 236,434 SH   DFND 2 0 0 236,434
TORCHMARK CORP COM 891027104 638 9,800 SH   DFND 1 9,800 0 0
TORCHMARK CORP COM 891027104 2,324 35,680 SH   DFND 2 0 0 35,680
TORONTO-DOMINION BANK ORD 891160509 432 5,373 SH   DFND 1 5,373 0 0
TORONTO-DOMINION BANK ORD 891160509 3,581 44,556 SH   DFND 2 2,673 0 41,883
TOTAL SA-SPON ADR COM - ADR 89151E109 521 10,700 SH   DFND 1 10,700 0 0
TOTAL SA-SPON ADR COM - ADR 89151E109 22,105 453,910 SH   DFND 2 0 0 453,910
TOWERS WATSON & CO-CL A COM 891894107 2,444 29,822 SH   DFND 1 27,087 0 2,735
TOWERS WATSON & CO-CL A COM 891894107 4,528 55,266 SH   DFND 2 0 0 55,266
TOTAL SYSTEM SERVICES INC COM 891906109 699 28,570 SH   DFND 1 28,570 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 4,738 193,560 SH   DFND 2 11,206 0 182,354
TOWN SPORTS INTERNATIONAL COM 89214A102 926 86,000 SH   DFND 1 75,302 0 10,698
TOWN SPORTS INTERNATIONAL COM 89214A102 1,043 96,807 SH   DFND 2 2,346 0 94,461
TRACTOR SUPPLY COMPANY COM 892356106 1,234 10,493 SH   DFND 1 7,293 0 3,200
TRACTOR SUPPLY COMPANY COM 892356106 1,767 15,027 SH   DFND 2 0 0 15,027
TRAVELERS COS INC/THE COM 89417E109 1,146 14,337 SH   DFND 1 14,337 0 0
TRAVELERS COS INC/THE COM 89417E109 19,703 246,533 SH   DFND 2 0 0 246,533
TREX COMPANY INC COM 89531P105 1,848 38,919 SH   DFND 1 33,937 0 4,982
TREX COMPANY INC COM 89531P105 2,168 45,643 SH   DFND 2 963 0 44,680
TRIMAS CORP COM 896215209 5,517 147,977 SH   DFND 1 111,565 0 36,412
TRIMAS CORP COM 896215209 47,146 1,264,651 SH   DFND 2 38,234 0 1,226,417
TRINITY BIOTECH PLC-SPON ADR COM - ADR 896438306 652 38,674 SH   DFND 1 33,670 0 5,004
TRINITY BIOTECH PLC-SPON ADR COM - ADR 896438306 775 45,998 SH   DFND 2 1,206 0 44,792
TRINITY INDUSTRIES INC COM 896522109 2,916 75,854 SH   DFND 2 0 0 75,854
TRINITY INDUSTRIES INC CONVB 896522AF6 1,518 1,295 SH   DFND 1 0 0 1,295
TRINITY INDUSTRIES INC CONVB 896522AF6 4,820 4,111 SH   DFND 2 0 0 4,111
TRIPLE-S MANAGEMENT CORP-B ORD 896749108 2,195 102,215 SH   DFND 1 35,407 0 66,808
TRIPLE-S MANAGEMENT CORP-B ORD 896749108 4,902 228,318 SH   DFND 2 82,607 0 145,711
TRIUMPH GROUP INC COM 896818101 293 3,700 SH   DFND 1 3,700 0 0
TRIUMPH GROUP INC COM 896818101 1,690 21,350 SH   DFND 2 0 0 21,350
TRIUMPH GROUP INC CONVB 896818AB7 1,004 345 SH   DFND 1 0 0 345
TRIUMPH GROUP INC CONVB 896818AB7 3,287 1,130 SH   DFND 2 0 0 1,130
TRIPADVISOR INC COM 896945201 253 4,150 SH   DFND 1 4,150 0 0
TRUEBLUE INC COM 89785X101 2,437 115,792 SH   DFND 1 102,050 0 13,742
TRUEBLUE INC COM 89785X101 4,868 231,242 SH   DFND 2 2,759 0 228,483
TURKCELL ILETISIM HIZMET-ADR COM - ADR 900111204 425 29,600 SH   DFND 2 0 0 29,600
TWO HARBORS INVESTMENT CORP COM 90187B101 2,667 260,200 SH   DFND 1 142,100 0 118,100
TWO HARBORS INVESTMENT CORP COM 90187B101 5,519 538,425 SH   DFND 2 147,800 0 390,625
TYLER TECHNOLOGIES INC COM 902252105 1,415 20,647 SH   DFND 1 17,979 0 2,668
TYLER TECHNOLOGIES INC COM 902252105 1,661 24,228 SH   DFND 2 0 0 24,228
TYSON FOODS INC-CL A COM 902494103 277 10,801 SH   DFND 1 10,801 0 0
TYSON FOODS INC-CL A COM 902494103 145 5,653 SH   DFND 2 0 0 5,653
UDR INC COM 902653104 318 12,463 SH   DFND 1 9,199 0 3,264
UDR INC COM 902653104 46 1,818 SH   DFND 2 0 0 1,818
UGI CORP COM 902681105 1,222 31,236 SH   DFND 1 31,236 0 0
UGI CORP COM 902681105 9,196 235,126 SH   DFND 2 3,066 0 232,060
UIL HOLDINGS CORP COM 902748102 1,396 36,489 SH   DFND 1 11,714 0 24,775
UIL HOLDINGS CORP COM 902748102 3,118 81,520 SH   DFND 2 31,087 0 50,433
UMB FINANCIAL CORP COM 902788108 155 2,778 SH   DFND 1 2,778 0 0
UMB FINANCIAL CORP COM 902788108 3,509 63,040 SH   DFND 2 0 0 63,040
US BANCORP COM 902973304 6,292 174,064 SH   DFND 1 174,064 0 0
US BANCORP COM 902973304 99,255 2,745,634 SH   DFND 2 127,900 0 2,617,734
UNS ENERGY CORP COM 903119105 2,058 46,012 SH   DFND 1 14,900 0 31,112
UNS ENERGY CORP COM 903119105 4,484 100,248 SH   DFND 2 38,414 0 61,834
URS CORP COM 903236107 211 4,473 SH   DFND 1 4,473 0 0
URS CORP COM 903236107 1,806 38,240 SH   DFND 2 2,225 0 36,015
USANA HEALTH SCIENCES INC COM 90328M107 134 1,852 SH   DFND 1 1,525 0 327
USANA HEALTH SCIENCES INC COM 90328M107 424 5,852 SH   DFND 2 376 0 5,476
USA MOBILITY INC COM 90341G103 139 10,221 SH   DFND 1 8,485 0 1,736
USA MOBILITY INC COM 90341G103 427 31,463 SH   DFND 2 0 0 31,463
UBIQUITI NETWORKS INC COM 90347A100 785 44,755 SH   DFND 1 38,795 0 5,960
UBIQUITI NETWORKS INC COM 90347A100 1,144 65,226 SH   DFND 2 1,293 0 63,933
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,011 17,147 SH   DFND 1 15,215 0 1,932
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,389 20,367 SH   DFND 2 287 0 20,080
ULTRA CLEAN HOLDINGS COM 90385V107 119 19,737 SH   DFND 1 16,336 0 3,401
ULTRA CLEAN HOLDINGS COM 90385V107 379 62,681 SH   DFND 2 3,452 0 59,229
ULTRATECH INC COM 904034105 1,709 46,555 SH   DFND 1 46,555 0 0
ULTRATECH INC COM 904034105 16,614 452,440 SH   DFND 2 0 0 452,440
UNILIFE CORP COM 90478E103 81 25,600 SH   DFND 1 25,600 0 0
UNILIFE CORP COM 90478E103 1,951 615,385 SH   DFND 2 0 0 615,385
UNION PACIFIC CORP COM 907818108 2,731 17,702 SH   DFND 1 17,702 0 0
UNION PACIFIC CORP COM 907818108 1,855 12,024 SH   DFND 2 0 0 12,024
UNISYS CORP COM 909214306 2,611 118,326 SH   DFND 1 42,729 0 75,597
UNISYS CORP COM 909214306 32,336 1,465,170 SH   DFND 2 93,277 0 1,371,893
UNISYS CORP CPFD 909214405 541 8,683 SH   DFND 1 0 0 8,683
UNISYS CORP CPFD 909214405 17,862 286,657 SH   DFND 2 0 0 286,657
UNIT CORP COM 909218109 198 4,640 SH   DFND 1 3,993 0 647
UNIT CORP COM 909218109 537 12,610 SH   DFND 2 376 0 12,234
UNITED CONTINENTAL HOLDINGS COM 910047109 19 597 SH   DFND 1 597 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 78,804 2,518,492 SH   DFND 2 292 0 2,518,200
UNITED FINANCIAL BANCORP INC COM 91030T109 1,501 99,055 SH   DFND 1 31,915 0 67,140
UNITED FINANCIAL BANCORP INC COM 91030T109 3,288 217,052 SH   DFND 2 84,064 0 132,988
UNITED NATURAL FOODS INC COM 911163103 697 12,904 SH   DFND 1 11,273 0 1,631
UNITED NATURAL FOODS INC COM 911163103 829 15,350 SH   DFND 2 425 0 14,925
UNITED PARCEL SERVICE-CL B COM 911312106 7,739 89,487 SH   DFND 1 70,383 0 19,104
UNITED PARCEL SERVICE-CL B COM 911312106 11,157 129,018 SH   DFND 2 0 0 129,018
US STEEL CORP CONV. NOTE 912909AE8 124 121 SH   DFND 1 0 0 121
US STEEL CORP CONV. NOTE 912909AE8 775 758 SH   DFND 2 0 0 758
UNITED TECHNOLOGIES CORP COM 913017109 12,234 131,636 SH   DFND 1 125,036 0 6,600
UNITED TECHNOLOGIES CORP COM 913017109 236,005 2,539,322 SH   DFND 2 37,500 0 2,501,822
UNITED TECHNOLOGIES CORP CPFD 913017117 7,966 134,204 SH   DFND 1 0 0 134,204
UNITED TECHNOLOGIES CORP CPFD 913017117 23,487 395,669 SH   DFND 2 0 0 395,669
UNITED THERAPEUTICS CORP COM 91307C102 614 9,326 SH   DFND 1 8,595 0 731
UNITED THERAPEUTICS CORP COM 91307C102 5,582 84,808 SH   DFND 2 1,538 0 83,270
UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 856 589 SH   DFND 1 0 0 589
UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 2,836 1,951 SH   DFND 2 0 0 1,951
UNITEDHEALTH GROUP INC COM 91324P102 12,809 195,611 SH   DFND 1 195,611 0 0
UNITEDHEALTH GROUP INC COM 91324P102 418,968 6,398,412 SH   DFND 2 62,700 0 6,335,712
UNITEK GLOBAL SERVICES INC COM 91324T302 93 66,640 SH   DFND 1 21,263 0 45,377
UNITEK GLOBAL SERVICES INC COM 91324T302 251 179,258 SH   DFND 2 62,293 0 116,965
UNIVERSAL CORP/VA COM 913456109 196 3,386 SH   DFND 1 3,386 0 0
UNIVERSAL CORP/VA COM 913456109 1,096 18,938 SH   DFND 2 0 0 18,938
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 105 2,437 SH   DFND 1 2,062 0 375
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 315 7,300 SH   DFND 2 254 0 7,046
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 77 3,198 SH   DFND 1 3,022 0 176
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 132 5,460 SH   DFND 2 1,528 0 3,932
UNUM GROUP COM 91529Y106 300 10,204 SH   DFND 1 10,204 0 0
VF CORP COM 918204108 618 3,200 SH   DFND 1 3,200 0 0
VOXX INTERNATIONAL CORP COM 91829F104 2,993 243,965 SH   DFND 1 127,154 0 116,811
VOXX INTERNATIONAL CORP COM 91829F104 5,752 468,817 SH   DFND 2 132,645 0 336,172
VAALCO ENERGY INC COM 91851C201 802 140,210 SH   DFND 1 121,277 0 18,933
VAALCO ENERGY INC COM 91851C201 1,140 199,226 SH   DFND 2 2,301 0 196,925
VAIL RESORTS INC COM 91879Q109 647 10,522 SH   DFND 1 9,185 0 1,337
VAIL RESORTS INC COM 91879Q109 8,011 130,214 SH   DFND 2 0 0 130,214
VALASSIS COMMUNICATIONS INC COM 918866104 320 12,994 SH   DFND 1 12,994 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,850 75,239 SH   DFND 2 0 0 75,239
VALEANT PHARMACEUTICALS INTE ORD 91911K102 288 3,347 SH   DFND 1 3,347 0 0
VALEANT PHARMACEUTICALS INTE ORD 91911K102 5,230 60,752 SH   DFND 2 452 0 60,300
VALE SA-SP ADR COM - ADR 91912E105 25 1,885 SH   DFND 1 1,885 0 0
VALE SA-SP ADR COM - ADR 91912E105 145 11,064 SH   DFND 2 243 0 10,821
VALE SA-SP PREF ADR COM - ADR 91912E204 45 3,740 SH   DFND 1 3,740 0 0
VALE SA-SP PREF ADR COM - ADR 91912E204 304 25,016 SH   DFND 2 581 0 24,435
VALERO ENERGY CORP COM 91913Y100 6,246 179,635 SH   DFND 1 179,635 0 0
VALERO ENERGY CORP COM 91913Y100 82,117 2,361,724 SH   DFND 2 183,154 0 2,178,570
VALLEY NATIONAL BANCORP COM 919794107 221 23,348 SH   DFND 1 23,348 0 0
VALLEY NATIONAL BANCORP COM 919794107 1,307 138,009 SH   DFND 2 0 0 138,009
VALMONT INDUSTRIES COM 920253101 175 1,223 SH   DFND 1 1,012 0 211
VALMONT INDUSTRIES COM 920253101 566 3,957 SH   DFND 2 221 0 3,736
VALSPAR CORP COM 920355104 258 3,997 SH   DFND 1 3,997 0 0
VALSPAR CORP COM 920355104 2,221 34,341 SH   DFND 2 1,988 0 32,353
VALUECLICK INC COM 92046N102 1,431 57,970 SH   DFND 1 53,371 0 4,599
VALUECLICK INC COM 92046N102 4,658 188,741 SH   DFND 2 909 0 187,832
VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 4,289 110,600 SH   DFND 2 0 0 110,600
VARIAN MEDICAL SYSTEMS INC COM 92220P105 317 4,701 SH   DFND 1 4,701 0 0
VECTREN CORPORATION COM 92240G101 325 9,600 SH   DFND 1 9,600 0 0
VECTREN CORPORATION COM 92240G101 1,890 55,860 SH   DFND 2 0 0 55,860
VECTOR GROUP LTD CONV. NOTE 92240MAY4 2,471 2,115 SH   DFND 1 0 0 2,115
VECTOR GROUP LTD CONV. NOTE 92240MAY4 8,620 7,378 SH   DFND 2 0 0 7,378
VENTAS INC COM 92276F100 5,683 81,823 SH   DFND 1 64,477 0 17,346
VENTAS INC COM 92276F100 8,751 125,988 SH   DFND 2 4,343 0 121,645
VERASTEM INC COM 92337C104 5,461 393,461 SH   DFND 2 0 0 393,461
VERISIGN INC COM 92343E102 264 5,901 SH   DFND 1 5,901 0 0
VERISIGN INC COM 92343E102 3,278 73,394 SH   DFND 2 0 0 73,394
VERIZON COMMUNICATIONS INC COM 92343V104 19,711 391,563 SH   DFND 1 352,495 0 39,068
VERIZON COMMUNICATIONS INC COM 92343V104 144,390 2,868,287 SH   DFND 2 89,929 0 2,778,358
VERINT SYSTEMS INC COM 92343X100 1,507 42,485 SH   DFND 1 39,278 0 3,207
VERINT SYSTEMS INC COM 92343X100 10,514 296,413 SH   DFND 2 837 0 295,576
VERISK ANALYTICS INC-CLASS A COM 92345Y106 1,088 18,227 SH   DFND 1 12,649 0 5,578
VERISK ANALYTICS INC-CLASS A COM 92345Y106 1,892 31,690 SH   DFND 2 0 0 31,690
VERTEX PHARMACEUTICALS INC COM 92532F100 954 11,945 SH   DFND 1 11,945 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 38,776 485,495 SH   DFND 2 0 0 485,495
VIACOM INC-CLASS B COM 92553P201 4,787 70,351 SH   DFND 1 54,496 0 15,855
VIACOM INC-CLASS B COM 92553P201 37,321 548,435 SH   DFND 2 0 0 548,435
VIROPHARMA INC COM 928241108 2,279 79,531 SH   DFND 1 69,326 0 10,205
VIROPHARMA INC COM 928241108 31,539 1,100,842 SH   DFND 2 1,846 0 1,098,996
VIROPHARMA INC CONV. NOTE 928241AH1 673 410 SH   DFND 1 0 0 410
VIROPHARMA INC CONV. NOTE 928241AH1 2,225 1,355 SH   DFND 2 0 0 1,355
VISA INC-CLASS A SHARES COM 92826C839 22,678 124,094 SH   DFND 1 114,494 0 9,600
VISA INC-CLASS A SHARES COM 92826C839 232,550 1,272,504 SH   DFND 2 0 0 1,272,504
VIRTUS INVESTMENT PARTNERS COM 92828Q109 604 3,426 SH   DFND 1 2,832 0 594
VIRTUS INVESTMENT PARTNERS COM 92828Q109 680 3,855 SH   DFND 2 112 0 3,743
VMWARE INC-CLASS A COM 928563402 8,179 122,100 SH   DFND 2 0 0 122,100
VODAFONE GROUP PLC-SP ADR COM - ADR 92857W209 5,651 196,637 SH   DFND 1 196,637 0 0
VODAFONE GROUP PLC-SP ADR COM - ADR 92857W209 114,318 3,977,670 SH   DFND 2 241,100 0 3,736,570
VOLCANO CORP CONV. NOTE 928645AB6 1,217 1,334 SH   DFND 1 0 0 1,334
VOLCANO CORP CONV. NOTE 928645AB6 3,503 3,839 SH   DFND 2 0 0 3,839
VORNADO REALTY TRUST COM 929042109 3,845 46,410 SH   DFND 1 37,538 0 8,872
VORNADO REALTY TRUST COM 929042109 4,625 55,829 SH   DFND 2 2,927 0 52,902
VULCAN MATERIALS CO COM 929160109 232 4,800 SH   DFND 1 4,800 0 0
W&T OFFSHORE INC COM 92922P106 614 42,988 SH   DFND 1 37,420 0 5,568
W&T OFFSHORE INC COM 92922P106 706 49,399 SH   DFND 2 253 0 49,146
WABCO HOLDINGS INC COM 92927K102 1,658 22,200 SH   DFND 1 22,200 0 0
WABCO HOLDINGS INC COM 92927K102 5,505 73,709 SH   DFND 2 2,036 0 71,673
WPP PLC-SPONSORED ADR COM - ADR 92937A102 3,220 37,713 SH   DFND 2 0 0 37,713
WABASH NATIONAL CORP COM 929566107 1,296 127,270 SH   DFND 1 41,370 0 85,900
WABASH NATIONAL CORP COM 929566107 2,852 280,200 SH   DFND 2 107,500 0 172,700
WABTEC CORP COM 929740108 2,140 40,051 SH   DFND 1 40,051 0 0
WABTEC CORP COM 929740108 32,032 599,512 SH   DFND 2 2,790 0 596,722
WADDELL & REED FINANCIAL-A COM 930059100 1,532 35,210 SH   DFND 1 35,210 0 0
WADDELL & REED FINANCIAL-A COM 930059100 3,874 89,061 SH   DFND 2 0 0 89,061
WAGEWORKS INC COM 930427109 1,104 32,053 SH   DFND 1 27,930 0 4,123
WAGEWORKS INC COM 930427109 1,297 37,643 SH   DFND 2 966 0 36,677
WAL-MART STORES INC COM 931142103 5,513 74,013 SH   DFND 1 72,513 0 1,500
WAL-MART STORES INC COM 931142103 16,063 215,633 SH   DFND 2 1,834 0 213,799
WALGREEN CO COM 931422109 5,636 127,508 SH   DFND 1 127,508 0 0
WALGREEN CO COM 931422109 83,622 1,891,894 SH   DFND 2 85,449 0 1,806,445
WALKER & DUNLOP INC COM 93148P102 1,936 110,619 SH   DFND 1 40,734 0 69,885
WALKER & DUNLOP INC COM 93148P102 4,450 254,301 SH   DFND 2 87,197 0 167,104
WALTER ENERGY INC COM 93317Q105 2 200 SH   DFND 1 200 0 0
WALTER ENERGY INC COM 93317Q105 2,312 222,300 SH   DFND 2 0 0 222,300
WALTER INVESTMENT MANAGEMENT COM 93317W102 651 19,245 SH   DFND 1 16,547 0 2,698
WALTER INVESTMENT MANAGEMENT COM 93317W102 909 26,893 SH   DFND 2 234 0 26,659
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 1,909 1,905 SH   DFND 1 0 0 1,905
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 6,663 6,651 SH   DFND 2 0 0 6,651
WASHINGTON BANKING CO COM 937303105 147 10,344 SH   DFND 1 8,577 0 1,767
WASHINGTON BANKING CO COM 937303105 455 32,009 SH   DFND 2 0 0 32,009
WASTE MANAGEMENT INC COM 94106L109 660 16,356 SH   DFND 1 16,356 0 0
WATERS CORP COM 941848103 376 3,758 SH   DFND 1 3,758 0 0
WEB.COM GROUP INC COM 94733A104 2,432 94,992 SH   DFND 1 30,723 0 64,269
WEB.COM GROUP INC COM 94733A104 5,297 206,902 SH   DFND 2 79,219 0 127,683
WEBSTER FINANCIAL CORP COM 947890109 1,934 75,320 SH   DFND 2 0 0 75,320
WELLCARE HEALTH PLANS INC COM 94946T106 1,614 29,050 SH   DFND 1 25,268 0 3,782
WELLCARE HEALTH PLANS INC COM 94946T106 4,055 72,993 SH   DFND 2 622 0 72,371
WELLPOINT INC COM 94973V107 2,469 30,164 SH   DFND 1 30,164 0 0
WELLPOINT INC COM 94973V107 25,347 309,715 SH   DFND 2 9,326 0 300,389
WELLS FARGO & CO COM 949746101 14,255 345,417 SH   DFND 1 332,672 0 12,745
WELLS FARGO & CO COM 949746101 222,560 5,392,783 SH   DFND 2 133,716 0 5,259,067
WELLS FARGO & CO-CW18 WARRANTS 949746119 30,441 2,226,825 SH   DFND 2 0 0 2,226,825
WELLS FARGO & COMPANY CPFD 949746804 4,317 3,628 SH   DFND 1 0 0 3,628
WELLS FARGO & COMPANY CPFD 949746804 13,088 10,998 SH   DFND 2 0 0 10,998
WESCO INTERNATIONAL INC CONVB 95082PAH8 1,424 579 SH   DFND 1 0 0 579
WESCO INTERNATIONAL INC CONVB 95082PAH8 19,073 7,757 SH   DFND 2 0 0 7,757
WEST PHARMACEUTICAL SERVICES COM 955306105 9,942 141,500 SH   DFND 2 0 0 141,500
WESTERN ALLIANCE BANCORP COM 957638109 1,507 95,200 SH   DFND 1 30,700 0 64,500
WESTERN ALLIANCE BANCORP COM 957638109 3,388 214,000 SH   DFND 2 81,800 0 132,200
WESTERN DIGITAL CORP COM 958102105 1,077 17,353 SH   DFND 1 17,353 0 0
WESTERN DIGITAL CORP COM 958102105 4,656 74,993 SH   DFND 2 4,332 0 70,661
WESTERN REFINING INC COM 959319104 962 34,256 SH   DFND 1 30,255 0 4,001
WESTERN REFINING INC COM 959319104 1,391 49,557 SH   DFND 2 877 0 48,680
WESTERN UNION CO COM 959802109 367 21,453 SH   DFND 1 21,453 0 0
WEYERHAEUSER CO COM 962166104 577 20,257 SH   DFND 1 20,257 0 0
WHIRLPOOL CORP COM 963320106 326 2,852 SH   DFND 1 2,852 0 0
WHIRLPOOL CORP COM 963320106 7,157 62,581 SH   DFND 2 0 0 62,581
WHITING PETROLEUM CORP COM 966387102 692 15,024 SH   DFND 1 15,024 0 0
WHITING PETROLEUM CORP COM 966387102 1,886 40,924 SH   DFND 2 0 0 40,924
WHOLE FOODS MARKET INC COM 966837106 1,953 37,935 SH   DFND 1 37,935 0 0
WHOLE FOODS MARKET INC COM 966837106 17,429 338,562 SH   DFND 2 0 0 338,562
WILLIAMS COS INC COM 969457100 838 25,800 SH   DFND 1 25,800 0 0
WINDSTREAM CORP COM 97381W104 171 22,144 SH   DFND 1 22,144 0 0
WINDSTREAM CORP COM 97381W104 48 6,248 SH   DFND 2 0 0 6,248
WISCONSIN ENERGY CORP COM 976657106 353 8,600 SH   DFND 1 8,600 0 0
WISCONSIN ENERGY CORP COM 976657106 1,700 41,464 SH   DFND 2 0 0 41,464
WORLD ACCEPTANCE CORP COM 981419104 956 10,994 SH   DFND 1 9,641 0 1,353
WORLD ACCEPTANCE CORP COM 981419104 1,066 12,265 SH   DFND 2 0 0 12,265
WORLD FUEL SERVICES CORP COM 981475106 1,239 31,000 SH   DFND 1 31,000 0 0
WORLD FUEL SERVICES CORP COM 981475106 3,501 87,575 SH   DFND 2 0 0 87,575
WYNDHAM WORLDWIDE CORP COM 98310W108 3,004 52,492 SH   DFND 1 52,492 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 56,368 984,945 SH   DFND 2 3,873 0 981,072
WYNN RESORTS LTD COM 983134107 879 6,869 SH   DFND 1 6,869 0 0
WYNN RESORTS LTD COM 983134107 8,738 68,266 SH   DFND 2 1,973 0 66,293
XO GROUP INC COM 983772104 896 80,019 SH   DFND 1 69,894 0 10,125
XO GROUP INC COM 983772104 1,059 94,525 SH   DFND 2 1,923 0 92,602
XCEL ENERGY INC COM 98389B100 520 18,346 SH   DFND 1 18,346 0 0
XILINX INC COM 983919101 4,239 107,008 SH   DFND 1 90,432 0 16,576
XILINX INC COM 983919101 50,313 1,270,201 SH   DFND 2 0 0 1,270,201
XILINX INC CONV. NOTE 983919AF8 2,958 2,070 SH   DFND 1 0 0 2,070
XILINX INC CONV. NOTE 983919AF8 9,608 6,725 SH   DFND 2 0 0 6,725
XEROX CORP COM 984121103 419 46,224 SH   DFND 1 46,224 0 0
XEROX CORP COM 984121103 24,082 2,655,154 SH   DFND 2 0 0 2,655,154
XYLEM INC COM 98419M100 189 7,001 SH   DFND 1 7,001 0 0
XYLEM INC COM 98419M100 71 2,652 SH   DFND 2 0 0 2,652
YPF S.A.-SPONSORED ADR COM - ADR 984245100 1,362 92,300 SH   DFND 1 0 0 92,300
YPF S.A.-SPONSORED ADR COM - ADR 984245100 2,722 184,400 SH   DFND 2 0 0 184,400
YAHOO! INC COM 984332106 5,532 220,302 SH   DFND 1 220,302 0 0
YAHOO! INC COM 984332106 75,407 3,003,077 SH   DFND 2 0 0 3,003,077
YUM! BRANDS INC COM 988498101 1,180 17,021 SH   DFND 1 17,021 0 0
ZIMMER HOLDINGS INC COM 98956P102 5,119 68,313 SH   DFND 1 68,313 0 0
ZIMMER HOLDINGS INC COM 98956P102 85,535 1,141,386 SH   DFND 2 40,225 0 1,101,161
ZIONS BANCORPORATION COM 989701107 3,298 114,200 SH   DFND 1 114,200 0 0
ZIONS BANCORPORATION COM 989701107 9,011 312,013 SH   DFND 2 0 0 312,013
ZOETIS INC COM 98978V103 2,779 89,966 SH   DFND 1 89,966 0 0
ZOETIS INC COM 98978V103 97,863 3,168,113 SH   DFND 2 73,604 0 3,094,509
AMIRA NATURE FOODS LTD ORD G0335L102 4,521 538,251 SH   DFND 2 0 0 538,251
AMBARELLA INC COM G037AX101 1,792 106,462 SH   DFND 1 34,357 0 72,105
AMBARELLA INC COM G037AX101 3,935 233,797 SH   DFND 2 89,613 0 144,184
AON PLC COM G0408V102 8,695 135,128 SH   DFND 1 135,128 0 0
AON PLC COM G0408V102 76,713 1,192,127 SH   DFND 2 59,996 0 1,132,131
ARCH CAPITAL GROUP LTD ORD G0450A105 2,585 50,276 SH   DFND 1 26,860 0 23,416
ARCH CAPITAL GROUP LTD ORD G0450A105 4,440 86,358 SH   DFND 2 20,200 0 66,158
ASPEN INSURANCE HOLDINGS LTD ORD G05384105 3,913 105,503 SH   DFND 1 22,403 0 83,100
ASPEN INSURANCE HOLDINGS LTD ORD G05384105 7,124 192,070 SH   DFND 2 0 0 192,070
ASSURED GUARANTY LTD ORD G0585R106 3,433 155,625 SH   DFND 1 155,625 0 0
ASSURED GUARANTY LTD ORD G0585R106 79,180 3,589,288 SH   DFND 2 0 0 3,589,288
AXIS CAPITAL HOLDINGS LTD ORD G0692U109 467 10,194 SH   DFND 1 10,194 0 0
AXIS CAPITAL HOLDINGS LTD ORD G0692U109 3,493 76,301 SH   DFND 2 4,415 0 71,886
ACCENTURE PLC-CL A ORD G1151C101 3,751 52,129 SH   DFND 1 52,129 0 0
ACCENTURE PLC-CL A ORD G1151C101 21,076 292,889 SH   DFND 2 12,911 0 279,978
BUNGE LTD COM G16962105 1,664 23,517 SH   DFND 1 23,216 0 301
BUNGE LTD COM G16962105 23,156 327,202 SH   DFND 2 27,800 0 299,402
CREDICORP LTD ORD G2519Y108 227 1,776 SH   DFND 1 1,776 0 0
CREDICORP LTD ORD G2519Y108 18,072 141,233 SH   DFND 2 155 0 141,078
COVIDIEN PLC ORD G2554F113 14,766 234,973 SH   DFND 1 234,973 0 0
COVIDIEN PLC ORD G2554F113 245,943 3,913,804 SH   DFND 2 76,350 0 3,837,454
DELPHI AUTOMOTIVE PLC ORD G27823106 5,936 117,095 SH   DFND 1 117,095 0 0
DELPHI AUTOMOTIVE PLC ORD G27823106 59,423 1,172,289 SH   DFND 2 87,927 0 1,084,362
EATON CORP PLC COM G29183103 3,337 50,699 SH   DFND 1 50,699 0 0
EATON CORP PLC COM G29183103 76,335 1,159,928 SH   DFND 2 0 0 1,159,928
ENDURANCE SPECIALTY HOLDINGS ORD G30397106 285 5,544 SH   DFND 1 5,544 0 0
ENDURANCE SPECIALTY HOLDINGS ORD G30397106 1,478 28,718 SH   DFND 2 137 0 28,581
ENSCO PLC-CL A COM - ADR G3157S106 541 9,316 SH   DFND 1 9,316 0 0
ENSCO PLC-CL A COM - ADR G3157S106 4,512 77,634 SH   DFND 2 0 0 77,634
EVEREST RE GROUP LTD ORD G3223R108 3,894 30,361 SH   DFND 1 25,203 0 5,158
EVEREST RE GROUP LTD ORD G3223R108 42,059 327,917 SH   DFND 2 15,740 0 312,177
HERBALIFE LTD ORD G4412G101 184 4,087 SH   DFND 1 4,087 0 0
HERBALIFE LTD ORD G4412G101 46,359 1,026,995 SH   DFND 2 0 0 1,026,995
HOLLYSYS AUTOMATION TECHNOLO ORD G45667105 485 39,114 SH   DFND 1 39,114 0 0
HOLLYSYS AUTOMATION TECHNOLO ORD G45667105 609 49,086 SH   DFND 2 1,011 0 48,075
INGERSOLL-RAND PLC ORD G47791101 1,336 24,058 SH   DFND 1 24,058 0 0
INGERSOLL-RAND PLC ORD G47791101 23,796 428,598 SH   DFND 2 6,664 0 421,934
INVESCO LTD COM G491BT108 2,484 78,124 SH   DFND 1 78,124 0 0
INVESCO LTD COM G491BT108 32,172 1,011,697 SH   DFND 2 75,500 0 936,197
JAZZ PHARMACEUTICALS PLC ORD G50871105 6,264 91,136 SH   DFND 1 86,033 0 5,103
JAZZ PHARMACEUTICALS PLC ORD G50871105 242,498 3,528,267 SH   DFND 2 760 0 3,527,507
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 2,405 35,427 SH   DFND 1 35,427 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 61,929 912,200 SH   DFND 2 0 0 912,200
MAIDEN HOLDINGS LTD ORD G5753U112 1,921 171,254 SH   DFND 1 62,550 0 108,704
MAIDEN HOLDINGS LTD ORD G5753U112 4,458 397,302 SH   DFND 2 134,100 0 263,202
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 316 27,002 SH   DFND 1 27,002 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,384 459,742 SH   DFND 2 13,420 0 446,322
MICHAEL KORS HOLDINGS LTD ORD G60754101 1,717 27,685 SH   DFND 1 27,685 0 0
MICHAEL KORS HOLDINGS LTD ORD G60754101 51,520 830,697 SH   DFND 2 0 0 830,697
NABORS INDUSTRIES LTD ORD G6359F103 269 17,583 SH   DFND 1 17,583 0 0
NABORS INDUSTRIES LTD ORD G6359F103 46,752 3,053,675 SH   DFND 2 0 0 3,053,675
NORDIC AMERICAN TANKERS LTD ORD G65773106 5,810 767,500 SH   DFND 2 0 0 767,500
HOME LOAN SERVICING SOLUTION ORD G6648D109 12,569 524,357 SH   DFND 2 0 0 524,357
PARTNERRE LTD ORD G6852T105 8,461 93,427 SH   DFND 1 69,927 0 23,500
PARTNERRE LTD ORD G6852T105 66,920 738,963 SH   DFND 2 75,517 0 663,446
RENAISSANCERE HOLDINGS LTD ORD G7496G103 1,605 18,496 SH   DFND 1 12,844 0 5,652
RENAISSANCERE HOLDINGS LTD ORD G7496G103 2,303 26,537 SH   DFND 2 0 0 26,537
ROWAN COMPANIES PLC-A COM G7665A101 157 4,601 SH   DFND 1 4,601 0 0
ROWAN COMPANIES PLC-A COM G7665A101 9,124 267,800 SH   DFND 2 0 0 267,800
SEADRILL LTD ORD G7945E105 1,206 29,600 SH   DFND 1 29,600 0 0
SEAGATE TECHNOLOGY ORD G7945M107 671 14,960 SH   DFND 1 14,960 0 0
VALIDUS HOLDINGS LTD ORD G9319H102 8,897 246,322 SH   DFND 1 181,039 0 65,283
VALIDUS HOLDINGS LTD ORD G9319H102 73,535 2,035,856 SH   DFND 2 205,735 0 1,830,121
VANTAGE DRILLING CO COM G93205113 3,373 1,653,552 SH   DFND 1 1,482,984 0 170,568
VANTAGE DRILLING CO COM G93205113 2,553 1,251,275 SH   DFND 2 133,563 0 1,117,712
VANTAGE DRILLING CO CONVB G93205AA3 1,550 1,265 SH   DFND 1 0 0 1,265
VANTAGE DRILLING CO CONVB G93205AA3 5,198 4,243 SH   DFND 2 0 0 4,243
WARNER CHILCOTT PLC-CLASS A ORD G94368100 735 36,974 SH   DFND 1 35,987 0 987
WARNER CHILCOTT PLC-CLASS A ORD G94368100 30,082 1,513,203 SH   DFND 2 15,699 0 1,497,504
WILLIS GROUP HOLDINGS PLC ORD G96666105 1,352 33,152 SH   DFND 1 33,152 0 0
WILLIS GROUP HOLDINGS PLC ORD G96666105 19,317 473,680 SH   DFND 2 40,400 0 433,280
XL GROUP PLC ORD G98290102 3,954 130,420 SH   DFND 1 130,420 0 0
XL GROUP PLC ORD G98290102 75,228 2,481,151 SH   DFND 2 147,644 0 2,333,507
ACE LTD ORD H0023R105 1,166 13,026 SH   DFND 1 13,026 0 0
ACE LTD ORD H0023R105 45,105 504,082 SH   DFND 2 0 0 504,082
ALLIED WORLD ASSURANCE CO ORD H01531104 5,254 57,413 SH   DFND 1 29,813 0 27,600
ALLIED WORLD ASSURANCE CO ORD H01531104 12,199 133,310 SH   DFND 2 30,285 0 103,025
WEATHERFORD INTL LTD COM H27013103 1,032 75,305 SH   DFND 1 75,305 0 0
WEATHERFORD INTL LTD COM H27013103 68,925 5,031,030 SH   DFND 2 0 0 5,031,030
GARMIN LTD ORD H2906T109 148 4,100 SH   DFND 1 4,100 0 0
GARMIN LTD ORD H2906T109 3,249 89,840 SH   DFND 2 0 0 89,840
NOBLE CORP COM H5833N103 353 9,400 SH   DFND 1 9,400 0 0
NOBLE CORP COM H5833N103 2,337 62,200 SH   DFND 2 0 0 62,200
PENTAIR LTD-REGISTERED COM H6169Q108 453 7,859 SH   DFND 1 7,859 0 0
TE CONNECTIVITY LTD ORD H84989104 715 15,700 SH   DFND 1 15,700 0 0
TRANSOCEAN LTD COM H8817H100 15,795 329,400 SH   DFND 2 0 0 329,400
TYCO INTERNATIONAL LTD ORD H89128104 8,977 272,450 SH   DFND 1 272,450 0 0
TYCO INTERNATIONAL LTD ORD H89128104 137,841 4,183,341 SH   DFND 2 85,837 0 4,097,504
ARCELORMITTAL CPFD L0302D178 2,202 117,728 SH   DFND 1 0 0 117,728
ARCELORMITTAL CPFD L0302D178 10,354 553,666 SH   DFND 2 0 0 553,666
INTELSAT SA CPFD L5140P119 3,681 66,920 SH   DFND 2 0 0 66,920
CAESARSTONE SDOT-YAM LTD ORD M20598104 552 20,286 SH   DFND 1 20,286 0 0
CAESARSTONE SDOT-YAM LTD ORD M20598104 3,835 140,828 SH   DFND 2 53,737 0 87,091
SODASTREAM INTERNATIONAL LTD ORD M9068E105 20,763 285,800 SH   DFND 2 0 0 285,800
ASML HOLDING NV-NY REG SHS COM - ADR N07059210 676 8,546 SH   DFND 1 8,546 0 0
ASML HOLDING NV-NY REG SHS COM - ADR N07059210 5,115 64,661 SH   DFND 2 0 0 64,661
CNH GLOBAL N.V. ORD N20935206 60 1,440 SH   DFND 1 486 0 954
CNH GLOBAL N.V. ORD N20935206 2,951 70,826 SH   DFND 2 0 0 70,826
CONSTELLIUM NV- CLASS A ORD N22035104 1,785 110,531 SH   DFND 1 35,727 0 74,804
CONSTELLIUM NV- CLASS A ORD N22035104 3,934 243,608 SH   DFND 2 93,498 0 150,110
INTERXION HOLDING NV ORD N47279109 3,406 130,330 SH   DFND 1 125,742 0 4,588
INTERXION HOLDING NV ORD N47279109 25,234 965,721 SH   DFND 2 1,040 0 964,681
LYONDELLBASELL INDU-CL A ORD N53745100 11,708 176,696 SH   DFND 1 174,366 0 2,330
LYONDELLBASELL INDU-CL A ORD N53745100 299,987 4,527,425 SH   DFND 2 93,319 0 4,434,106
NIELSEN HOLDINGS NV COM N63218106 12,999 387,000 SH   DFND 2 0 0 387,000
NXP SEMICONDUCTORS NV ORD N6596X109 2,055 66,331 SH   DFND 1 66,331 0 0
NXP SEMICONDUCTORS NV ORD N6596X109 59,729 1,927,999 SH   DFND 2 82,711 0 1,845,288
YANDEX NV-A ORD N97284108 4,178 151,229 SH   DFND 1 151,229 0 0
YANDEX NV-A ORD N97284108 55,897 2,023,046 SH   DFND 2 558 0 2,022,488
COPA HOLDINGS SA-CLASS A ORD P31076105 1,325 10,104 SH   DFND 1 8,465 0 1,639
COPA HOLDINGS SA-CLASS A ORD P31076105 15,768 120,255 SH   DFND 2 86 0 120,169
STEINER LEISURE LTD COM P8744Y102 1,633 30,900 SH   DFND 1 10,000 0 20,900
STEINER LEISURE LTD COM P8744Y102 3,642 68,900 SH   DFND 2 26,200 0 42,700
TRONOX LTD-CL A COM Q9235V101 3,380 167,763 SH   DFND 1 165,018 0 2,745
TRONOX LTD-CL A COM Q9235V101 80,719 4,005,924 SH   DFND 2 476 0 4,005,448
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 9 275 SH   DFND 1 275 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,114 123,390 SH   DFND 2 0 0 123,390
AEGEAN MARINE PETROLEUM NETW ORD Y0017S102 1,865 201,446 SH   DFND 1 82,434 0 119,012
AEGEAN MARINE PETROLEUM NETW ORD Y0017S102 4,395 474,645 SH   DFND 2 147,764 0 326,881
AVAGO TECHNOLOGIES LTD ORD Y0486S104 1,931 51,659 SH   DFND 1 35,888 0 15,771
AVAGO TECHNOLOGIES LTD ORD Y0486S104 12,707 339,939 SH   DFND 2 0 0 339,939
DIANA SHIPPING INC ORD Y2066G104 1,401 139,560 SH   DFND 2 0 0 139,560
SCORPIO TANKERS INC ORD Y7542C106 1,717 191,219 SH   DFND 1 61,689 0 129,530
SCORPIO TANKERS INC ORD Y7542C106 3,823 425,684 SH   DFND 2 162,042 0 263,642