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
1-800-FLOWERS.COM INC-CL A COMMON STOCK 68243Q106 87 15,400 SH   DFND 2 15,400 0 0
1-800-FLOWERS.COM INC-CL A COMMON STOCK 68243Q106 0 0 SH   DFND 4 0 0 0
3M CO COMMON STOCK 88579Y101 4,261 31,407 SH   DFND 2 29,307 0 2,100
3M CO COMMON STOCK 88579Y101 4,018 29,617 SH   DFND 4 0 0 29,617
58.COM INC-ADR COMMON STOCK - ADR 31680Q104 437 10,504 SH   DFND 2 10,504 0 0
58.COM INC-ADR COMMON STOCK - ADR 31680Q104 7,842 188,375 SH   DFND 4 235 0 188,140
AARON'S INC COMMON STOCK 002535300 414 13,689 SH   DFND 2 9,389 0 4,300
AARON'S INC COMMON STOCK 002535300 956 31,609 SH   DFND 4 0 0 31,609
ABAXIS INC COMMON STOCK 002567105 355 9,126 SH   DFND 2 7,624 0 1,502
ABAXIS INC COMMON STOCK 002567105 469 12,066 SH   DFND 4 362 0 11,704
ABBOTT LABORATORIES COMMON STOCK 002824100 2,476 64,291 SH   DFND 2 64,291 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 5,534 143,712 SH   DFND 4 0 0 143,712
ABBVIE INC COMMON STOCK 00287Y109 8,712 169,498 SH   DFND 2 161,898 0 7,600
ABBVIE INC COMMON STOCK 00287Y109 191,674 3,729,063 SH   DFND 4 13,931 0 3,715,132
ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 711 29,242 SH   DFND 2 24,562 0 4,680
ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 923 37,951 SH   DFND 4 0 0 37,951
ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 3,437 43,110 SH   DFND 2 37,410 0 5,700
ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 8,673 108,792 SH   DFND 4 0 0 108,792
ACCESS NATIONAL CORP COMMON STOCK 004337101 80 4,961 SH   DFND 2 3,868 0 1,093
ACCESS NATIONAL CORP COMMON STOCK 004337101 318 19,629 SH   DFND 4 1,249 0 18,380
ACCO BRANDS CORP COMMON STOCK 00081T108 0 0 SH   DFND 2 0 0 0
ACCO BRANDS CORP COMMON STOCK 00081T108 3,273 531,280 SH   DFND 4 0 0 531,280
ACCURAY INC COMMON STOCK 004397105 773 80,524 SH   DFND 2 67,484 0 13,040
ACCURAY INC COMMON STOCK 004397105 1,020 106,230 SH   DFND 4 2,990 0 103,240
ACCURAY INC CONV. NOTE 004397AB1 139 116,000 SH   DFND 2 0 0 116,000
ACCURAY INC CONV. NOTE 004397AB1 861 720,000 SH   DFND 4 0 0 720,000
ACE LTD ORDINARY SHARES H0023R105 4,047 40,849 SH   DFND 2 32,349 0 8,500
ACE LTD ORDINARY SHARES H0023R105 41,131 415,211 SH   DFND 4 0 0 415,211
ACETO CORP COMMON STOCK 004446100 88 4,387 SH   DFND 2 3,406 0 981
ACETO CORP COMMON STOCK 004446100 352 17,505 SH   DFND 4 1,273 0 16,232
ACHAOGEN INC COMMON STOCK 004449104 0 0 SH   DFND 2 0 0 0
ACHAOGEN INC COMMON STOCK 004449104 1,910 123,527 SH   DFND 4 0 0 123,527
ACTAVIS PLC COMMON STOCK G0083B108 8,849 42,990 SH   DFND 2 42,990 0 0
ACTAVIS PLC COMMON STOCK G0083B108 288,822 1,403,068 SH   DFND 4 0 0 1,403,068
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 1,266 61,930 SH   DFND 2 61,930 0 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 10,773 527,059 SH   DFND 4 28,590 0 498,469
ACTUATE CORP COMMON STOCK 00508B102 714 118,650 SH   DFND 2 96,512 0 22,138
ACTUATE CORP COMMON STOCK 00508B102 1,119 185,851 SH   DFND 4 2,555 0 183,296
ACXIOM CORP COMMON STOCK 005125109 1,326 38,547 SH   DFND 2 31,621 0 6,926
ACXIOM CORP COMMON STOCK 005125109 2,223 64,618 SH   DFND 4 1,114 0 63,504
ADOBE SYSTEMS INC COMMON STOCK 00724F101 1,310 19,920 SH   DFND 2 19,920 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 763 11,613 SH   DFND 4 0 0 11,613
ADT CORP/THE COMMON STOCK 00101J106 762 25,456 SH   DFND 2 25,456 0 0
ADT CORP/THE COMMON STOCK 00101J106 17,299 577,608 SH   DFND 4 8,384 0 569,224
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 1,642 12,977 SH   DFND 2 10,672 0 2,305
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 7,857 62,110 SH   DFND 4 2,564 0 59,546
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 2,401 97,982 SH   DFND 2 39,444 0 58,538
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 4,918 200,739 SH   DFND 4 59,218 0 141,521
AEGEAN MARINE PETROLEUM NETW ORDINARY SHARES Y0017S102 2,381 241,477 SH   DFND 2 86,374 0 155,103
AEGEAN MARINE PETROLEUM NETW ORDINARY SHARES Y0017S102 5,424 550,126 SH   DFND 4 160,008 0 390,118
AEGERION PHARMACEUTICALS INC COMMON STOCK 00767E102 1,527 33,110 SH   DFND 2 29,596 0 3,514
AEGERION PHARMACEUTICALS INC COMMON STOCK 00767E102 86,360 1,872,502 SH   DFND 4 943 0 1,871,559
AERIE PHARMACEUTICALS INC COMMON STOCK 00771V108 0 0 SH   DFND 2 0 0 0
AERIE PHARMACEUTICALS INC COMMON STOCK 00771V108 6,802 321,000 SH   DFND 4 0 0 321,000
AES CORP COMMON STOCK 00130H105 374 26,162 SH   DFND 2 26,162 0 0
AES CORP COMMON STOCK 00130H105 8,545 598,391 SH   DFND 4 0 0 598,391
AES TRUST III CONVERTIBLE PREF 00808N202 110 2,155 SH   DFND 2 0 0 2,155
AES TRUST III CONVERTIBLE PREF 00808N202 984 19,206 SH   DFND 4 0 0 19,206
AETNA INC COMMON STOCK 00817Y108 3,075 41,013 SH   DFND 2 41,013 0 0
AETNA INC COMMON STOCK 00817Y108 120,823 1,611,620 SH   DFND 4 11,105 0 1,600,515
AFLAC INC COMMON STOCK 001055102 1,147 18,201 SH   DFND 2 18,201 0 0
AFLAC INC COMMON STOCK 001055102 1,803 28,600 SH   DFND 4 0 0 28,600
AG MORTGAGE INVESTMENT TRUST COMMON STOCK 001228105 51 2,901 SH   DFND 2 2,255 0 646
AG MORTGAGE INVESTMENT TRUST COMMON STOCK 001228105 201 11,464 SH   DFND 4 678 0 10,786
AGCO CORP COMMON STOCK 001084102 1,463 26,515 SH   DFND 2 26,515 0 0
AGCO CORP COMMON STOCK 001084102 8,465 153,454 SH   DFND 4 3,789 0 149,665
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 1,135 20,295 SH   DFND 2 20,295 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 7,779 139,114 SH   DFND 4 3,262 0 135,852
AGL RESOURCES INC COMMON STOCK 001204106 230 4,707 SH   DFND 2 4,707 0 0
AGL RESOURCES INC COMMON STOCK 001204106 60 1,230 SH   DFND 4 0 0 1,230
AGREE REALTY CORP COMMON STOCK 008492100 147 4,822 SH   DFND 2 3,691 0 1,131
AGREE REALTY CORP COMMON STOCK 008492100 592 19,480 SH   DFND 4 768 0 18,712
AGRIUM INC ORDINARY SHARES 008916108 300 3,074 SH   DFND 2 3,074 0 0
AGRIUM INC ORDINARY SHARES 008916108 96,276 987,245 SH   DFND 4 0 0 987,245
AIR LEASE CORP COMMON STOCK 00912X302 0 0 SH   DFND 2 0 0 0
AIR LEASE CORP COMMON STOCK 00912X302 2,812 75,400 SH   DFND 4 0 0 75,400
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1,002 8,415 SH   DFND 2 8,415 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 0 0 SH   DFND 4 0 0 0
AIRGAS INC COMMON STOCK 009363102 3,019 28,349 SH   DFND 2 28,349 0 0
AIRGAS INC COMMON STOCK 009363102 4,537 42,600 SH   DFND 4 0 0 42,600
AK STEEL CORP CONV. NOTE 001546AP5 2,257 1,498,000 SH   DFND 2 0 0 1,498,000
AK STEEL CORP CONV. NOTE 001546AP5 7,537 5,002,000 SH   DFND 4 0 0 5,002,000
AK STEEL HOLDING CORP COMMON STOCK 001547108 1,695 234,728 SH   DFND 2 73,828 0 160,900
AK STEEL HOLDING CORP COMMON STOCK 001547108 3,603 499,000 SH   DFND 4 169,400 0 329,600
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 452 7,762 SH   DFND 2 7,762 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 291 5,001 SH   DFND 4 0 0 5,001
ALASKA AIR GROUP INC COMMON STOCK 011659109 2,138 22,912 SH   DFND 2 19,412 0 3,500
ALASKA AIR GROUP INC COMMON STOCK 011659109 14,569 156,132 SH   DFND 4 2,797 0 153,335
ALBEMARLE CORP COMMON STOCK 012653101 1,504 22,643 SH   DFND 2 15,443 0 7,200
ALBEMARLE CORP COMMON STOCK 012653101 6,186 93,133 SH   DFND 4 0 0 93,133
ALCATEL-LUCENT-SPONSORED ADR COMMON STOCK - ADR 013904305 3,215 824,300 SH   DFND 2 824,300 0 0
ALCATEL-LUCENT-SPONSORED ADR COMMON STOCK - ADR 013904305 8,177 2,096,700 SH   DFND 4 0 0 2,096,700
ALCOA INC COMMON STOCK 013817101 563 43,745 SH   DFND 2 43,745 0 0
ALCOA INC COMMON STOCK 013817101 1,237 96,132 SH   DFND 4 0 0 96,132
ALERE INC COMMON STOCK 01449J105 880 25,616 SH   DFND 2 21,143 0 4,473
ALERE INC COMMON STOCK 01449J105 7,615 221,699 SH   DFND 4 903 0 220,796
ALERE INC CONV. NOTE 01449JAA3 102 93,000 SH   DFND 2 0 0 93,000
ALERE INC CONV. NOTE 01449JAA3 496 451,000 SH   DFND 4 0 0 451,000
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 1,147 15,810 SH   DFND 2 11,339 0 4,471
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 306 4,219 SH   DFND 4 0 0 4,219
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 1,187 7,800 SH   DFND 2 7,800 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 0 0 SH   DFND 4 0 0 0
ALIGN TECHNOLOGY INC COMMON STOCK 016255101 672 12,984 SH   DFND 2 11,336 0 1,648
ALIGN TECHNOLOGY INC COMMON STOCK 016255101 5,770 111,404 SH   DFND 4 639 0 110,765
ALKERMES PLC COMMON STOCK G01767105 2,094 47,500 SH   DFND 2 45,034 0 2,466
ALKERMES PLC COMMON STOCK G01767105 16,865 382,515 SH   DFND 4 978 0 381,537
ALLEGHANY CORP COMMON STOCK 017175100 1,211 2,973 SH   DFND 2 2,073 0 900
ALLEGHANY CORP COMMON STOCK 017175100 2,909 7,141 SH   DFND 4 0 0 7,141
ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 492 4,400 SH   DFND 2 4,400 0 0
ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 2,421 21,630 SH   DFND 4 0 0 21,630
ALLEGION PLC ORDINARY SHARES G0176J109 1,473 28,244 SH   DFND 2 28,244 0 0
ALLEGION PLC ORDINARY SHARES G0176J109 42,298 810,773 SH   DFND 4 4,173 0 806,600
ALLERGAN INC COMMON STOCK 018490102 4,729 38,104 SH   DFND 2 38,104 0 0
ALLERGAN INC COMMON STOCK 018490102 80,900 651,893 SH   DFND 4 0 0 651,893
ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 575 2,111 SH   DFND 2 2,111 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 7,795 28,610 SH   DFND 4 0 0 28,610
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 547 21,900 SH   DFND 2 21,900 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 4,343 173,920 SH   DFND 4 0 0 173,920
ALLIANT ENERGY CORP COMMON STOCK 018802108 3 51 SH   DFND 2 51 0 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 2,113 37,192 SH   DFND 4 0 0 37,192
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 338 2,379 SH   DFND 2 1,861 0 518
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 10,594 74,524 SH   DFND 4 562 0 73,962
ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 5,140 49,815 SH   DFND 2 24,899 0 24,916
ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 14,133 136,961 SH   DFND 4 23,257 0 113,704
ALLSTATE CORP COMMON STOCK 020002101 1,050 18,549 SH   DFND 2 18,549 0 0
ALLSTATE CORP COMMON STOCK 020002101 18,445 326,000 SH   DFND 4 0 0 326,000
ALON USA ENERGY INC COMMON STOCK 020520102 453 30,300 SH   DFND 2 30,300 0 0
ALON USA ENERGY INC COMMON STOCK 020520102 2,910 194,795 SH   DFND 4 0 0 194,795
ALTERA CORP COMMON STOCK 021441100 455 12,563 SH   DFND 2 12,563 0 0
ALTERA CORP COMMON STOCK 021441100 0 0 SH   DFND 4 0 0 0
ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 963 7,916 SH   DFND 2 7,916 0 0
ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 99,423 817,222 SH   DFND 4 10,450 0 806,772
ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 3,066 97,134 SH   DFND 2 97,134 0 0
ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 265,632 8,416,733 SH   DFND 4 0 0 8,416,733
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 1,258 35,235 SH   DFND 2 29,015 0 6,220
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 2,045 57,294 SH   DFND 4 1,097 0 56,197
ALTRIA GROUP INC COMMON STOCK 02209S103 14,294 381,898 SH   DFND 2 333,806 0 48,092
ALTRIA GROUP INC COMMON STOCK 02209S103 212,319 5,672,440 SH   DFND 4 126,700 0 5,545,740
AMAZON.COM INC COMMON STOCK 023135106 10,782 32,041 SH   DFND 2 32,041 0 0
AMAZON.COM INC COMMON STOCK 023135106 74,257 220,662 SH   DFND 4 0 0 220,662
AMBEV SA-ADR COMMON STOCK - ADR 02319V103 181 24,369 SH   DFND 2 24,369 0 0
AMBEV SA-ADR COMMON STOCK - ADR 02319V103 1,230 165,945 SH   DFND 4 3,765 0 162,180
AMDOCS LTD COMMON STOCK G02602103 1,752 37,718 SH   DFND 2 25,718 0 12,000
AMDOCS LTD COMMON STOCK G02602103 3,878 83,461 SH   DFND 4 0 0 83,461
AMEDISYS INC COMMON STOCK 023436108 83 5,547 SH   DFND 2 4,331 0 1,216
AMEDISYS INC COMMON STOCK 023436108 328 22,020 SH   DFND 4 1,220 0 20,800
AMEREN CORPORATION COMMON STOCK 023608102 2,823 68,518 SH   DFND 2 68,518 0 0
AMEREN CORPORATION COMMON STOCK 023608102 64,395 1,562,976 SH   DFND 4 63,600 0 1,499,376
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1,886 51,517 SH   DFND 2 51,517 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 150,519 4,112,536 SH   DFND 4 0 0 4,112,536
AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 1,532 45,407 SH   DFND 2 14,167 0 31,240
AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 3,269 96,893 SH   DFND 4 32,972 0 63,921
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 6,062 327,303 SH   DFND 2 310,930 0 16,373
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 2,987 161,302 SH   DFND 4 19,695 0 141,607
AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 50 1,330 SH   DFND 2 1,330 0 0
AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 368 9,857 SH   DFND 4 0 0 9,857
AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 627 29,192 SH   DFND 2 29,192 0 0
AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 6,720 312,717 SH   DFND 4 8,811 0 303,906
AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 2,492 157,800 SH   DFND 2 49,300 0 108,500
AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 5,320 336,900 SH   DFND 4 114,500 0 222,400
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 699 57,087 SH   DFND 2 57,087 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 15,626 1,276,630 SH   DFND 4 11,440 0 1,265,190
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 3,395 67,008 SH   DFND 2 67,008 0 0
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 64,263 1,268,510 SH   DFND 4 55,100 0 1,213,410
AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 280 11,835 SH   DFND 2 9,213 0 2,622
AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 1,058 44,787 SH   DFND 4 1,846 0 42,941
AMERICAN EXPRESS CO COMMON STOCK 025816109 5,752 63,891 SH   DFND 2 63,891 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 29,490 327,558 SH   DFND 4 0 0 327,558
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 3,083 53,429 SH   DFND 2 22,709 0 30,720
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 9,692 167,950 SH   DFND 4 36,173 0 131,777
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 16,457 329,082 SH   DFND 2 329,082 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 250,457 5,008,133 SH   DFND 4 125,100 0 4,883,033
AMERICAN REALTY CAPITAL PROP COMMON STOCK 02917T104 550 39,246 SH   DFND 2 28,174 0 11,072
AMERICAN REALTY CAPITAL PROP COMMON STOCK 02917T104 98 7,013 SH   DFND 4 0 0 7,013
AMERICAN TOWER CORP COMMON STOCK 03027X100 6,233 76,129 SH   DFND 2 76,129 0 0
AMERICAN TOWER CORP COMMON STOCK 03027X100 103,105 1,259,373 SH   DFND 4 38,900 0 1,220,473
AMERICAN WATER WORKS CO INC COMMON STOCK 030420103 63 1,386 SH   DFND 2 1,386 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK 030420103 12,276 270,395 SH   DFND 4 0 0 270,395
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 989 8,983 SH   DFND 2 8,983 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 16,357 148,601 SH   DFND 4 0 0 148,601
AMERIS BANCORP COMMON STOCK 03076K108 2,459 105,553 SH   DFND 2 32,971 0 72,582
AMERIS BANCORP COMMON STOCK 03076K108 5,251 225,347 SH   DFND 4 76,733 0 148,614
AMERISAFE INC COMMON STOCK 03071H100 1,914 43,600 SH   DFND 2 13,600 0 30,000
AMERISAFE INC COMMON STOCK 03071H100 4,027 91,700 SH   DFND 4 31,100 0 60,600
AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 599 9,135 SH   DFND 2 9,135 0 0
AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 13,708 209,000 SH   DFND 4 0 0 209,000
AMETEK INC COMMON STOCK 031100100 1,591 30,903 SH   DFND 2 30,903 0 0
AMETEK INC COMMON STOCK 031100100 36,100 701,109 SH   DFND 4 9,035 0 692,074
AMGEN INC COMMON STOCK 031162100 3,735 30,279 SH   DFND 2 30,279 0 0
AMGEN INC COMMON STOCK 031162100 32,022 259,621 SH   DFND 4 0 0 259,621
AMICUS THERAPEUTICS INC COMMON STOCK 03152W109 0 0 SH   DFND 2 0 0 0
AMICUS THERAPEUTICS INC COMMON STOCK 03152W109 936 452,200 SH   DFND 4 0 0 452,200
AMIRA NATURE FOODS LTD ORDINARY SHARES G0335L102 0 0 SH   DFND 2 0 0 0
AMIRA NATURE FOODS LTD ORDINARY SHARES G0335L102 3,316 194,586 SH   DFND 4 0 0 194,586
AMPHENOL CORP-CL A COMMON STOCK 032095101 641 6,991 SH   DFND 2 6,991 0 0
AMPHENOL CORP-CL A COMMON STOCK 032095101 346 3,778 SH   DFND 4 0 0 3,778
AMSURG CORP COMMON STOCK 03232P405 745 15,833 SH   DFND 2 12,989 0 2,844
AMSURG CORP COMMON STOCK 03232P405 1,271 26,995 SH   DFND 4 336 0 26,659
AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 811 21,563 SH   DFND 2 17,997 0 3,566
AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 1,401 37,264 SH   DFND 4 676 0 36,588
ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 0 0 SH   DFND 2 0 0 0
ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 1,619 80,900 SH   DFND 4 0 0 80,900
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 4,551 53,692 SH   DFND 2 53,692 0 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 179,822 2,121,545 SH   DFND 4 26,600 0 2,094,945
ANALOG DEVICES INC COMMON STOCK 032654105 651 12,254 SH   DFND 2 12,254 0 0
ANALOG DEVICES INC COMMON STOCK 032654105 0 0 SH   DFND 4 0 0 0
ANGIE'S LIST INC COMMON STOCK 034754101 90 7,424 SH   DFND 2 6,190 0 1,234
ANGIE'S LIST INC COMMON STOCK 034754101 117 9,586 SH   DFND 4 264 0 9,322
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 3,820 37,626 SH   DFND 2 35,431 0 2,195
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 58,716 578,366 SH   DFND 4 569 0 577,797
ANN INC COMMON STOCK 035623107 1,762 42,476 SH   DFND 2 37,983 0 4,493
ANN INC COMMON STOCK 035623107 6,160 148,508 SH   DFND 4 819 0 147,689
ANSYS INC COMMON STOCK 03662Q105 19 242 SH   DFND 2 242 0 0
ANSYS INC COMMON STOCK 03662Q105 196 2,541 SH   DFND 4 0 0 2,541
ANTARES PHARMA INC COMMON STOCK 036642106 540 154,268 SH   DFND 2 130,667 0 23,601
ANTARES PHARMA INC COMMON STOCK 036642106 3,213 917,871 SH   DFND 4 5,918 0 911,953
AOL INC COMMON STOCK 00184X105 1,007 23,009 SH   DFND 2 23,009 0 0
AOL INC COMMON STOCK 00184X105 8,516 194,565 SH   DFND 4 10,663 0 183,902
AON PLC COMMON STOCK G0408V102 9,069 107,604 SH   DFND 2 97,404 0 10,200
AON PLC COMMON STOCK G0408V102 75,261 892,986 SH   DFND 4 61,658 0 831,328
APACHE CORP COMMON STOCK 037411105 2,395 28,868 SH   DFND 2 28,868 0 0
APACHE CORP COMMON STOCK 037411105 18,417 222,030 SH   DFND 4 16,300 0 205,730
APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 582 19,261 SH   DFND 2 15,336 0 3,925
APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 73 2,416 SH   DFND 4 0 0 2,416
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 986 28,800 SH   DFND 2 28,800 0 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 6,111 178,465 SH   DFND 4 0 0 178,465
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 0 0 SH   DFND 2 0 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 5,438 171,015 SH   DFND 4 0 0 171,015
APPLE INC COMMON STOCK 037833100 54,196 100,973 SH   DFND 2 95,914 0 5,059
APPLE INC COMMON STOCK 037833100 652,611 1,215,880 SH   DFND 4 14,602 0 1,201,278
APPLIED MATERIALS INC COMMON STOCK 038222105 6,317 309,333 SH   DFND 2 309,333 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 33,422 1,636,720 SH   DFND 4 0 0 1,636,720
APPLIED OPTOELECTRONICS INC COMMON STOCK 03823U102 0 0 SH   DFND 2 0 0 0
APPLIED OPTOELECTRONICS INC COMMON STOCK 03823U102 2,699 109,420 SH   DFND 4 0 0 109,420
AQUINOX PHARMACEUTICALS INC ORDINARY SHARES 03842B101 0 0 SH   DFND 2 0 0 0
AQUINOX PHARMACEUTICALS INC ORDINARY SHARES 03842B101 1,466 115,156 SH   DFND 4 0 0 115,156
ARCELORMITTAL CONVERTIBLE PREF L0302D178 618 25,492 SH   DFND 2 0 0 25,492
ARCELORMITTAL CONVERTIBLE PREF L0302D178 5,788 241,629 SH   DFND 4 0 0 241,629
ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 7 464 SH   DFND 2 464 0 0
ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 2,996 185,506 SH   DFND 4 0 0 185,506
ARCH CAPITAL GROUP LTD ORDINARY SHARES G0450A105 1,398 24,298 SH   DFND 2 16,498 0 7,800
ARCH CAPITAL GROUP LTD ORDINARY SHARES G0450A105 3,050 53,015 SH   DFND 4 0 0 53,015
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 4,194 96,648 SH   DFND 2 96,648 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 32,268 743,668 SH   DFND 4 32,832 0 710,836
ARES CAPITAL CORP CONV. NOTE 04010LAB9 2,728 2,505,000 SH   DFND 2 0 0 2,505,000
ARES CAPITAL CORP CONV. NOTE 04010LAB9 8,940 8,209,000 SH   DFND 4 0 0 8,209,000
ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 822 101,971 SH   DFND 2 84,745 0 17,226
ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 1,347 167,066 SH   DFND 4 3,596 0 163,470
ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 84 3,188 SH   DFND 2 2,488 0 700
ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 344 12,990 SH   DFND 4 619 0 12,371
ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 0 0 SH   DFND 2 0 0 0
ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 4,431 441,286 SH   DFND 4 0 0 441,286
ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315101 66 15,919 SH   DFND 2 12,341 0 3,578
ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315101 252 61,200 SH   DFND 4 3,561 0 57,639
ARRAY BIOPHARMA INC COMMON STOCK 04269X105 394 83,787 SH   DFND 2 70,106 0 13,681
ARRAY BIOPHARMA INC COMMON STOCK 04269X105 503 106,932 SH   DFND 4 0 0 106,932
ARRIS GROUP INC COMMON STOCK 04270V106 517 18,337 SH   DFND 2 15,776 0 2,561
ARRIS GROUP INC COMMON STOCK 04270V106 714 25,343 SH   DFND 4 1,082 0 24,261
ARROW ELECTRONICS INC COMMON STOCK 042735100 1,398 23,548 SH   DFND 2 23,548 0 0
ARROW ELECTRONICS INC COMMON STOCK 042735100 5,181 87,275 SH   DFND 4 0 0 87,275
ARTISAN PARTNERS ASSET MA -A COMMON STOCK 04316A108 0 0 SH   DFND 2 0 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK 04316A108 4,872 75,822 SH   DFND 4 0 0 75,822
ARUBA NETWORKS INC COMMON STOCK 043176106 381 20,294 SH   DFND 2 16,945 0 3,349
ARUBA NETWORKS INC COMMON STOCK 043176106 492 26,221 SH   DFND 4 0 0 26,221
ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 1,581 91,473 SH   DFND 2 31,287 0 60,186
ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 3,560 206,023 SH   DFND 4 63,799 0 142,224
ASCENT CAPITAL GROUP INC-A COMMON STOCK 043632108 372 4,928 SH   DFND 2 4,119 0 809
ASCENT CAPITAL GROUP INC-A COMMON STOCK 043632108 480 6,356 SH   DFND 4 0 0 6,356
ASHFORD HOSPITALITY PRIME IN COMMON STOCK 044102101 55 3,623 SH   DFND 2 2,827 0 796
ASHFORD HOSPITALITY PRIME IN COMMON STOCK 044102101 216 14,318 SH   DFND 4 783 0 13,535
ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 204 18,145 SH   DFND 2 14,168 0 3,977
ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 807 71,582 SH   DFND 4 3,919 0 67,663
ASHLAND INC COMMON STOCK 044209104 3,512 35,302 SH   DFND 2 35,302 0 0
ASHLAND INC COMMON STOCK 044209104 58,465 587,710 SH   DFND 4 48,940 0 538,770
ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 4,505 113,470 SH   DFND 2 24,470 0 89,000
ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 9,048 227,919 SH   DFND 4 0 0 227,919
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 1,368 32,292 SH   DFND 2 27,896 0 4,396
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 1,867 44,064 SH   DFND 4 885 0 43,179
ASSOCIATED BANC-CORP COMMON STOCK 045487105 664 36,776 SH   DFND 2 36,776 0 0
ASSOCIATED BANC-CORP COMMON STOCK 045487105 8,223 455,289 SH   DFND 4 17,035 0 438,254
ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 2,704 106,812 SH   DFND 2 106,812 0 0
ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 136,712 5,399,363 SH   DFND 4 0 0 5,399,363
ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 4,591 70,762 SH   DFND 2 70,762 0 0
ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 154,026 2,374,012 SH   DFND 4 52,400 0 2,321,612
ASTRONICS CORP COMMON STOCK 046433108 1,064 16,774 SH   DFND 2 14,081 0 2,693
ASTRONICS CORP COMMON STOCK 046433108 12,620 199,018 SH   DFND 4 647 0 198,371
AT&T INC COMMON STOCK 00206R102 11,852 337,959 SH   DFND 2 337,959 0 0
AT&T INC COMMON STOCK 00206R102 105,952 3,021,167 SH   DFND 4 154,100 0 2,867,067
ATHENAHEALTH INC COMMON STOCK 04685W103 578 3,606 SH   DFND 2 3,197 0 409
ATHENAHEALTH INC COMMON STOCK 04685W103 818 5,103 SH   DFND 4 149 0 4,954
ATMEL CORP COMMON STOCK 049513104 0 0 SH   DFND 2 0 0 0
ATMEL CORP COMMON STOCK 049513104 105 12,562 SH   DFND 4 0 0 12,562
ATMOS ENERGY CORP COMMON STOCK 049560105 509 10,800 SH   DFND 2 10,800 0 0
ATMOS ENERGY CORP COMMON STOCK 049560105 2,936 62,300 SH   DFND 4 0 0 62,300
ATRICURE INC COMMON STOCK 04963C209 473 25,131 SH   DFND 2 21,177 0 3,954
ATRICURE INC COMMON STOCK 04963C209 6,443 342,522 SH   DFND 4 961 0 341,561
ATWOOD OCEANICS INC COMMON STOCK 050095108 645 12,800 SH   DFND 2 12,800 0 0
ATWOOD OCEANICS INC COMMON STOCK 050095108 2,251 44,670 SH   DFND 4 0 0 44,670
AUSPEX PHARMACEUTICALS INC COMMON STOCK 05211J102 0 0 SH   DFND 2 0 0 0
AUSPEX PHARMACEUTICALS INC COMMON STOCK 05211J102 5,058 164,438 SH   DFND 4 0 0 164,438
AUTODESK INC COMMON STOCK 052769106 434 8,831 SH   DFND 2 8,831 0 0
AUTODESK INC COMMON STOCK 052769106 0 0 SH   DFND 4 0 0 0
AUTOLIV INC ORDINARY SHARES 052800109 1,783 17,768 SH   DFND 2 17,768 0 0
AUTOLIV INC ORDINARY SHARES 052800109 32,271 321,583 SH   DFND 4 24,760 0 296,823
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 5,529 71,562 SH   DFND 2 54,962 0 16,600
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 8,948 115,815 SH   DFND 4 0 0 115,815
AUTOZONE INC COMMON STOCK 053332102 2,337 4,351 SH   DFND 2 3,424 0 927
AUTOZONE INC COMMON STOCK 053332102 3,628 6,755 SH   DFND 4 0 0 6,755
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 1,197 906,000 SH   DFND 2 0 0 906,000
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 6,505 4,923,000 SH   DFND 4 0 0 4,923,000
AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 1,165 42,845 SH   DFND 2 35,942 0 6,903
AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 31,080 1,143,474 SH   DFND 4 1,364 0 1,142,110
AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 105 1,632 SH   DFND 2 1,632 0 0
AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 31,792 493,593 SH   DFND 4 0 0 493,593
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,573 19,597 SH   DFND 2 17,366 0 2,231
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 11,263 85,768 SH   DFND 4 2,865 0 82,903
AVERY DENNISON CORP COMMON STOCK 053611109 203 3,999 SH   DFND 2 3,999 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 0 0 SH   DFND 4 0 0 0
AVG TECHNOLOGIES ORDINARY SHARES N07831105 2,792 133,212 SH   DFND 2 51,721 0 81,491
AVG TECHNOLOGIES ORDINARY SHARES N07831105 5,786 276,057 SH   DFND 4 83,279 0 192,778
AVISTA CORP COMMON STOCK 05379B107 1,849 60,333 SH   DFND 2 17,873 0 42,460
AVISTA CORP COMMON STOCK 05379B107 3,739 121,978 SH   DFND 4 41,447 0 80,531
AVNET INC COMMON STOCK 053807103 3 63 SH   DFND 2 63 0 0
AVNET INC COMMON STOCK 053807103 3,618 77,765 SH   DFND 4 0 0 77,765
AVON PRODUCTS INC COMMON STOCK 054303102 255 17,442 SH   DFND 2 17,442 0 0
AVON PRODUCTS INC COMMON STOCK 054303102 0 0 SH   DFND 4 0 0 0
AXIALL CORP COMMON STOCK 05463D100 3,689 82,115 SH   DFND 2 54,008 0 28,107
AXIALL CORP COMMON STOCK 05463D100 50,700 1,128,667 SH   DFND 4 26,572 0 1,102,095
AXIS CAPITAL HOLDINGS LTD ORDINARY SHARES G0692U109 1,680 36,631 SH   DFND 2 29,031 0 7,600
AXIS CAPITAL HOLDINGS LTD ORDINARY SHARES G0692U109 7,404 161,487 SH   DFND 4 5,973 0 155,514
AZZ INC COMMON STOCK 002474104 1,275 28,544 SH   DFND 2 23,844 0 4,700
AZZ INC COMMON STOCK 002474104 1,680 37,590 SH   DFND 4 928 0 36,662
BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 3,191 20,942 SH   DFND 2 20,942 0 0
BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 44,513 292,121 SH   DFND 4 117 0 292,004
BAKER HUGHES INC COMMON STOCK 057224107 2,417 37,174 SH   DFND 2 37,174 0 0
BAKER HUGHES INC COMMON STOCK 057224107 10,657 163,906 SH   DFND 4 8,803 0 155,103
BALL CORP COMMON STOCK 058498106 727 13,255 SH   DFND 2 13,255 0 0
BALL CORP COMMON STOCK 058498106 3,423 62,447 SH   DFND 4 3,393 0 59,054
BALTIC TRADING LTD COMMON STOCK Y0553W103 0 0 SH   DFND 2 0 0 0
BALTIC TRADING LTD COMMON STOCK Y0553W103 2,163 342,790 SH   DFND 4 0 0 342,790
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 921 75,100 SH   DFND 2 22,100 0 53,000
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 1,848 150,600 SH   DFND 4 51,200 0 99,400
BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 148 10,799 SH   DFND 2 10,799 0 0
BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 1,024 74,928 SH   DFND 4 1,662 0 73,266
BANCOLOMBIA S.A.-SPONS ADR COMMON STOCK - ADR 05968L102 118 2,093 SH   DFND 2 2,093 0 0
BANCOLOMBIA S.A.-SPONS ADR COMMON STOCK - ADR 05968L102 753 13,331 SH   DFND 4 289 0 13,042
BANCORP INC/THE COMMON STOCK 05969A105 2,799 148,790 SH   DFND 2 82,606 0 66,184
BANCORP INC/THE COMMON STOCK 05969A105 30,823 1,638,625 SH   DFND 4 69,948 0 1,568,677
BANK OF AMERICA CORP COMMON STOCK 060505104 20,681 1,202,360 SH   DFND 2 1,202,360 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 287,486 16,714,295 SH   DFND 4 553,100 0 16,161,195
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 3,984 3,474 SH   DFND 2 0 0 3,474
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 12,672 11,049 SH   DFND 4 0 0 11,049
BANK OF AMERICA CORP-CW19 WARRANTS 060505153 0 0 SH   DFND 2 0 0 0
BANK OF AMERICA CORP-CW19 WARRANTS 060505153 10,365 11,389,700 SH   DFND 4 0 0 11,389,700
BANK OF KENTUCKY FINL CORP COMMON STOCK 062896105 111 2,968 SH   DFND 2 2,305 0 663
BANK OF KENTUCKY FINL CORP COMMON STOCK 062896105 438 11,666 SH   DFND 4 743 0 10,923
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 1,631 46,223 SH   DFND 2 46,223 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 7,503 212,600 SH   DFND 4 0 0 212,600
BANKUNITED INC COMMON STOCK 06652K103 1,375 39,550 SH   DFND 2 26,950 0 12,600
BANKUNITED INC COMMON STOCK 06652K103 3,095 89,010 SH   DFND 4 0 0 89,010
BARCLAYS PLC-SPONS ADR COMMON STOCK - ADR 06738E204 0 0 SH   DFND 2 0 0 0
BARCLAYS PLC-SPONS ADR COMMON STOCK - ADR 06738E204 2,286 145,610 SH   DFND 4 0 0 145,610
BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 1,058 17,766 SH   DFND 2 13,799 0 3,967
BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 1,302 21,851 SH   DFND 4 780 0 21,071
BARRICK GOLD CORP ORDINARY SHARES 067901108 10 535 SH   DFND 2 535 0 0
BARRICK GOLD CORP ORDINARY SHARES 067901108 29,316 1,644,200 SH   DFND 4 0 0 1,644,200
BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 965 35,200 SH   DFND 2 35,200 0 0
BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 0 0 SH   DFND 4 0 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 10,868 147,697 SH   DFND 2 147,697 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 290,558 3,948,869 SH   DFND 4 125,600 0 3,823,269
BB&T CORP COMMON STOCK 054937107 1,134 28,221 SH   DFND 2 28,221 0 0
BB&T CORP COMMON STOCK 054937107 4,485 111,650 SH   DFND 4 0 0 111,650
BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 761 19,676 SH   DFND 2 16,429 0 3,247
BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 1,020 26,389 SH   DFND 4 861 0 25,528
BEAM INC COMMON STOCK 073730103 546 6,559 SH   DFND 2 6,559 0 0
BEAM INC COMMON STOCK 073730103 0 0 SH   DFND 4 0 0 0
BEAZER HOMES USA INC COMMON STOCK 07556Q881 0 0 SH   DFND 2 0 0 0
BEAZER HOMES USA INC COMMON STOCK 07556Q881 9,699 483,020 SH   DFND 4 0 0 483,020
BECTON DICKINSON AND CO COMMON STOCK 075887109 897 7,664 SH   DFND 2 7,664 0 0
BECTON DICKINSON AND CO COMMON STOCK 075887109 0 0 SH   DFND 4 0 0 0
BED BATH & BEYOND INC COMMON STOCK 075896100 3,253 47,281 SH   DFND 2 41,481 0 5,800
BED BATH & BEYOND INC COMMON STOCK 075896100 84,516 1,228,432 SH   DFND 4 0 0 1,228,432
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 14,169 113,376 SH   DFND 2 101,664 0 11,712
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 20,368 162,980 SH   DFND 4 1,003 0 161,977
BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 1,368 59,086 SH   DFND 2 17,879 0 41,207
BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 2,883 124,532 SH   DFND 4 41,581 0 82,951
BEST BUY CO INC COMMON STOCK 086516101 287 10,876 SH   DFND 2 10,876 0 0
BEST BUY CO INC COMMON STOCK 086516101 4,449 168,467 SH   DFND 4 0 0 168,467
BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 1,711 106,600 SH   DFND 2 33,200 0 73,400
BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 5,594 348,530 SH   DFND 4 77,600 0 270,930
BIG LOTS INC COMMON STOCK 089302103 1,664 43,933 SH   DFND 2 39,783 0 4,150
BIG LOTS INC COMMON STOCK 089302103 5,551 146,591 SH   DFND 4 677 0 145,914
BILL BARRETT CORP COMMON STOCK 06846N104 1,508 58,900 SH   DFND 2 18,400 0 40,500
BILL BARRETT CORP COMMON STOCK 06846N104 3,223 125,900 SH   DFND 4 42,800 0 83,100
BIND THERAPEUTICS INC COMMON STOCK 05548N107 0 0 SH   DFND 2 0 0 0
BIND THERAPEUTICS INC COMMON STOCK 05548N107 2,919 244,100 SH   DFND 4 0 0 244,100
BIOGEN IDEC INC COMMON STOCK 09062X103 4,803 15,702 SH   DFND 2 15,702 0 0
BIOGEN IDEC INC COMMON STOCK 09062X103 58,863 192,446 SH   DFND 4 0 0 192,446
BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 2,159 1,945,000 SH   DFND 2 0 0 1,945,000
BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 6,637 5,979,000 SH   DFND 4 0 0 5,979,000
BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 25 361 SH   DFND 2 361 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 24,433 358,200 SH   DFND 4 0 0 358,200
BIO-REFERENCE LABS INC COMMON STOCK 09057G602 1,276 46,100 SH   DFND 2 46,100 0 0
BIO-REFERENCE LABS INC COMMON STOCK 09057G602 4,548 164,295 SH   DFND 4 0 0 164,295
BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 401 15,466 SH   DFND 2 12,925 0 2,541
BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 534 20,589 SH   DFND 4 618 0 19,971
BLACKROCK INC COMMON STOCK 09247X101 1,583 5,033 SH   DFND 2 5,033 0 0
BLACKROCK INC COMMON STOCK 09247X101 0 0 SH   DFND 4 0 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 906 27,255 SH   DFND 2 27,255 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 8,888 267,300 SH   DFND 4 0 0 267,300
BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 1,607 1,438,000 SH   DFND 2 0 0 1,438,000
BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 5,315 4,756,000 SH   DFND 4 0 0 4,756,000
BLOOMIN' BRANDS INC COMMON STOCK 094235108 1,305 54,148 SH   DFND 2 54,148 0 0
BLOOMIN' BRANDS INC COMMON STOCK 094235108 21,177 878,719 SH   DFND 4 0 0 878,719
BLUE NILE INC COMMON STOCK 09578R103 523 15,035 SH   DFND 2 12,552 0 2,483
BLUE NILE INC COMMON STOCK 09578R103 692 19,895 SH   DFND 4 574 0 19,321
BLYTH INC COMMON STOCK 09643P207 47 4,424 SH   DFND 2 3,449 0 975
BLYTH INC COMMON STOCK 09643P207 188 17,509 SH   DFND 4 1,114 0 16,395
BOEING CO/THE COMMON STOCK 097023105 5,083 40,502 SH   DFND 2 36,502 0 4,000
BOEING CO/THE COMMON STOCK 097023105 14,585 116,224 SH   DFND 4 0 0 116,224
BOFI HOLDING INC COMMON STOCK 05566U108 1,066 12,434 SH   DFND 2 10,402 0 2,032
BOFI HOLDING INC COMMON STOCK 05566U108 1,760 20,522 SH   DFND 4 460 0 20,062
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 803 36,500 SH   DFND 2 36,500 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 2,641 120,060 SH   DFND 4 0 0 120,060
BORGWARNER INC COMMON STOCK 099724106 1,637 26,634 SH   DFND 2 26,634 0 0
BORGWARNER INC COMMON STOCK 099724106 2,556 41,586 SH   DFND 4 0 0 41,586
BOSTON PROPERTIES INC COMMON STOCK 101121101 1,931 16,861 SH   DFND 2 13,766 0 3,095
BOSTON PROPERTIES INC COMMON STOCK 101121101 253 2,209 SH   DFND 4 0 0 2,209
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 765 56,580 SH   DFND 2 56,580 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 273 20,172 SH   DFND 4 0 0 20,172
BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 2,230 1,706,000 SH   DFND 2 0 0 1,706,000
BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 6,879 5,264,000 SH   DFND 4 0 0 5,264,000
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK 101388106 445 12,671 SH   DFND 2 10,582 0 2,089
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK 101388106 593 16,870 SH   DFND 4 502 0 16,368
BOULDER BRANDS INC COMMON STOCK 101405108 330 18,754 SH   DFND 2 15,755 0 2,999
BOULDER BRANDS INC COMMON STOCK 101405108 443 25,120 SH   DFND 4 739 0 24,381
BP PLC-SPONS ADR COMMON STOCK - ADR 055622104 0 0 SH   DFND 2 0 0 0
BP PLC-SPONS ADR COMMON STOCK - ADR 055622104 3,766 78,287 SH   DFND 4 0 0 78,287
BPZ RESOURCES INC COMMON STOCK 055639108 0 0 SH   DFND 2 0 0 0
BPZ RESOURCES INC COMMON STOCK 055639108 85 26,812 SH   DFND 4 0 0 26,812
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 0 0 SH   DFND 2 0 0 0
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2,268 156,830 SH   DFND 4 0 0 156,830
BRE PROPERTIES INC COMMON STOCK 05564E106 671 10,685 SH   DFND 2 7,636 0 3,049
BRE PROPERTIES INC COMMON STOCK 05564E106 121 1,933 SH   DFND 4 0 0 1,933
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 1,369 34,992 SH   DFND 2 29,854 0 5,138
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 20,716 529,682 SH   DFND 4 666 0 529,016
BRIGHTCOVE COMMON STOCK 10921T101 582 59,231 SH   DFND 2 49,715 0 9,516
BRIGHTCOVE COMMON STOCK 10921T101 777 79,045 SH   DFND 4 2,127 0 76,918
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 10,940 210,583 SH   DFND 2 210,583 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 124,815 2,402,596 SH   DFND 4 0 0 2,402,596
BROADCOM CORP-CL A COMMON STOCK 111320107 3,026 96,130 SH   DFND 2 96,130 0 0
BROADCOM CORP-CL A COMMON STOCK 111320107 19,433 617,311 SH   DFND 4 34,101 0 583,210
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 2,288 61,607 SH   DFND 2 50,307 0 11,300
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 6,061 163,185 SH   DFND 4 0 0 163,185
BROADSOFT INC COMMON STOCK 11133B409 185 6,922 SH   DFND 2 5,701 0 1,221
BROADSOFT INC COMMON STOCK 11133B409 251 9,373 SH   DFND 4 221 0 9,152
BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 2,398 226,025 SH   DFND 2 226,025 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 15,075 1,420,795 SH   DFND 4 42,627 0 1,378,168
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 3,972 2,919,000 SH   DFND 2 0 0 2,919,000
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 12,286 9,030,000 SH   DFND 4 0 0 9,030,000
BROWN & BROWN INC COMMON STOCK 115236101 34 1,119 SH   DFND 2 1,119 0 0
BROWN & BROWN INC COMMON STOCK 115236101 2,137 69,460 SH   DFND 4 0 0 69,460
BROWN SHOE COMPANY INC COMMON STOCK 115736100 634 23,901 SH   DFND 2 19,965 0 3,936
BROWN SHOE COMPANY INC COMMON STOCK 115736100 816 30,757 SH   DFND 4 0 0 30,757
BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 1,657 18,473 SH   DFND 2 18,473 0 0
BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 16,260 181,294 SH   DFND 4 0 0 181,294
BRUNSWICK CORP COMMON STOCK 117043109 2,510 55,420 SH   DFND 2 55,420 0 0
BRUNSWICK CORP COMMON STOCK 117043109 24,303 536,601 SH   DFND 4 0 0 536,601
BT GROUP PLC-SPON ADR COMMON STOCK - ADR 05577E101 0 0 SH   DFND 2 0 0 0
BT GROUP PLC-SPON ADR COMMON STOCK - ADR 05577E101 5,555 87,000 SH   DFND 4 0 0 87,000
BUCKLE INC/THE COMMON STOCK 118440106 1,019 22,249 SH   DFND 2 20,777 0 1,472
BUCKLE INC/THE COMMON STOCK 118440106 2,440 53,272 SH   DFND 4 249 0 53,023
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 333 6,360 SH   DFND 2 6,360 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 0 0 SH   DFND 4 0 0 0
CA INC COMMON STOCK 12673P105 1,623 52,414 SH   DFND 2 52,414 0 0
CA INC COMMON STOCK 12673P105 10,214 329,787 SH   DFND 4 18,236 0 311,551
CABOT CORP COMMON STOCK 127055101 2,191 37,100 SH   DFND 2 11,600 0 25,500
CABOT CORP COMMON STOCK 127055101 4,672 79,100 SH   DFND 4 26,900 0 52,200
CABOT OIL & GAS CORP COMMON STOCK 127097103 5,156 152,178 SH   DFND 2 152,178 0 0
CABOT OIL & GAS CORP COMMON STOCK 127097103 82,292 2,428,914 SH   DFND 4 9,144 0 2,419,770
CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 816 11,063 SH   DFND 2 10,874 0 189
CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 3,597 48,744 SH   DFND 4 226 0 48,518
CADENCE DESIGN SYS INC COMMON STOCK 127387108 1,212 78,017 SH   DFND 2 78,017 0 0
CADENCE DESIGN SYS INC COMMON STOCK 127387108 10,002 643,655 SH   DFND 4 36,140 0 607,515
CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 573 10,530 SH   DFND 2 10,530 0 0
CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 3,857 70,928 SH   DFND 4 24,037 0 46,891
CALAMP CORP COMMON STOCK 128126109 1,649 59,153 SH   DFND 2 50,429 0 8,724
CALAMP CORP COMMON STOCK 128126109 2,205 79,132 SH   DFND 4 0 0 79,132
CALIX INC COMMON STOCK 13100M509 264 31,294 SH   DFND 2 26,131 0 5,163
CALIX INC COMMON STOCK 13100M509 349 41,419 SH   DFND 4 1,241 0 40,178
CALLAWAY GOLF CO CONV. NOTE 131193AC8 0 0 SH   DFND 2 0 0 0
CALLAWAY GOLF CO CONV. NOTE 131193AC8 669 470,000 SH   DFND 4 0 0 470,000
CALLON PETROLEUM CO COMMON STOCK 13123X102 991 118,406 SH   DFND 2 98,062 0 20,344
CALLON PETROLEUM CO COMMON STOCK 13123X102 1,628 194,457 SH   DFND 4 4,107 0 190,350
CALPINE CORP COMMON STOCK 131347304 6,955 332,595 SH   DFND 2 316,745 0 15,850
CALPINE CORP COMMON STOCK 131347304 113,369 5,421,757 SH   DFND 4 94,303 0 5,327,454
CAMBREX CORP COMMON STOCK 132011107 281 14,917 SH   DFND 2 11,632 0 3,285
CAMBREX CORP COMMON STOCK 132011107 1,141 60,475 SH   DFND 4 2,942 0 57,533
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 669 9,929 SH   DFND 2 7,118 0 2,811
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 121 1,795 SH   DFND 4 0 0 1,795
CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 540 8,735 SH   DFND 2 8,735 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 0 0 SH   DFND 4 0 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 314 7,000 SH   DFND 2 7,000 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 0 0 SH   DFND 4 0 0 0
CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 1,061 122,237 SH   DFND 2 35,886 0 86,351
CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 2,153 248,024 SH   DFND 4 83,405 0 164,619
CANADIAN SOLAR INC ORDINARY SHARES 136635109 324 10,108 SH   DFND 2 10,108 0 0
CANADIAN SOLAR INC ORDINARY SHARES 136635109 11,415 356,269 SH   DFND 4 294 0 355,975
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3,398 44,036 SH   DFND 2 44,036 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 78,816 1,021,464 SH   DFND 4 29,000 0 992,464
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 3,042 117,045 SH   DFND 2 117,045 0 0
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 6,930 266,655 SH   DFND 4 0 0 266,655
CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 164 9,204 SH   DFND 2 7,157 0 2,047
CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 661 37,090 SH   DFND 4 1,507 0 35,583
CARDINAL HEALTH INC COMMON STOCK 14149Y108 4,235 60,511 SH   DFND 2 52,473 0 8,038
CARDINAL HEALTH INC COMMON STOCK 14149Y108 32,343 462,173 SH   DFND 4 10,070 0 452,103
CAREFUSION CORP COMMON STOCK 14170T101 842 20,944 SH   DFND 2 20,944 0 0
CAREFUSION CORP COMMON STOCK 14170T101 8,155 202,755 SH   DFND 4 0 0 202,755
CARLYLE GROUP/THE COMMON STOCK 14309L102 2,471 70,327 SH   DFND 2 70,327 0 0
CARLYLE GROUP/THE COMMON STOCK 14309L102 134,419 3,825,240 SH   DFND 4 0 0 3,825,240
CARMAX INC COMMON STOCK 143130102 413 8,830 SH   DFND 2 8,830 0 0
CARMAX INC COMMON STOCK 143130102 262 5,600 SH   DFND 4 0 0 5,600
CARMIKE CINEMAS INC COMMON STOCK 143436400 1,218 40,792 SH   DFND 2 33,570 0 7,222
CARMIKE CINEMAS INC COMMON STOCK 143436400 1,621 54,297 SH   DFND 4 0 0 54,297
CARNIVAL CORP COMMON STOCK 143658300 667 17,623 SH   DFND 2 17,623 0 0
CARNIVAL CORP COMMON STOCK 143658300 0 0 SH   DFND 4 0 0 0
CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 0 0 SH   DFND 2 0 0 0
CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 98 13,650 SH   DFND 4 0 0 13,650
CATAMARAN CORP COMMON STOCK 148887102 5,773 128,981 SH   DFND 2 128,981 0 0
CATAMARAN CORP COMMON STOCK 148887102 75,433 1,685,268 SH   DFND 4 0 0 1,685,268
CATERPILLAR INC COMMON STOCK 149123101 2,540 25,559 SH   DFND 2 25,559 0 0
CATERPILLAR INC COMMON STOCK 149123101 34,064 342,796 SH   DFND 4 0 0 342,796
CATO CORP-CLASS A COMMON STOCK 149205106 0 0 SH   DFND 2 0 0 0
CATO CORP-CLASS A COMMON STOCK 149205106 1,344 49,691 SH   DFND 4 0 0 49,691
CAVIUM INC COMMON STOCK 14964U108 452 10,344 SH   DFND 2 8,638 0 1,706
CAVIUM INC COMMON STOCK 14964U108 598 13,683 SH   DFND 4 404 0 13,279
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 118 6,649 SH   DFND 2 5,177 0 1,472
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 455 25,646 SH   DFND 4 1,197 0 24,449
CBOE HOLDINGS INC COMMON STOCK 12503M108 355 6,273 SH   DFND 2 6,273 0 0
CBOE HOLDINGS INC COMMON STOCK 12503M108 5,374 94,943 SH   DFND 4 0 0 94,943
CBRE GROUP INC - A COMMON STOCK 12504L109 508 18,518 SH   DFND 2 18,518 0 0
CBRE GROUP INC - A COMMON STOCK 12504L109 22,092 805,394 SH   DFND 4 0 0 805,394
CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 8,250 133,491 SH   DFND 2 133,491 0 0
CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 196,651 3,182,063 SH   DFND 4 67,000 0 3,115,063
CDW CORP/DE COMMON STOCK 12514G108 0 0 SH   DFND 2 0 0 0
CDW CORP/DE COMMON STOCK 12514G108 7,477 272,473 SH   DFND 4 0 0 272,473
CELGENE CORP COMMON STOCK 151020104 12,552 89,914 SH   DFND 2 89,914 0 0
CELGENE CORP COMMON STOCK 151020104 238,810 1,710,673 SH   DFND 4 3,764 0 1,706,909
CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 206 11,678 SH   DFND 2 9,785 0 1,893
CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 280 15,826 SH   DFND 4 479 0 15,347
CEMEX SAB DE CV CONV. NOTE 151290AV5 3,054 2,496,000 SH   DFND 2 0 0 2,496,000
CEMEX SAB DE CV CONV. NOTE 151290AV5 10,172 8,312,000 SH   DFND 4 0 0 8,312,000
CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 100 7,930 SH   DFND 2 7,930 0 0
CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 682 53,970 SH   DFND 4 1,233 0 52,737
CEMPRA INC COMMON STOCK 15130J109 0 0 SH   DFND 2 0 0 0
CEMPRA INC COMMON STOCK 15130J109 3,480 301,300 SH   DFND 4 0 0 301,300
CENTENE CORP COMMON STOCK 15135B101 2,009 32,275 SH   DFND 2 14,119 0 18,156
CENTENE CORP COMMON STOCK 15135B101 3,731 59,938 SH   DFND 4 16,900 0 43,038
CENTERPOINT ENERGY INC COMMON STOCK 15189T107 409 17,263 SH   DFND 2 17,263 0 0
CENTERPOINT ENERGY INC COMMON STOCK 15189T107 0 0 SH   DFND 4 0 0 0
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 1,945 147,200 SH   DFND 2 45,200 0 102,000
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 4,088 309,500 SH   DFND 4 105,200 0 204,300
CENTURY CASINOS INC COMMON STOCK 156492100 613 85,539 SH   DFND 2 71,663 0 13,876
CENTURY CASINOS INC COMMON STOCK 156492100 804 112,125 SH   DFND 4 0 0 112,125
CENTURYLINK INC COMMON STOCK 156700106 3,632 110,599 SH   DFND 2 110,599 0 0
CENTURYLINK INC COMMON STOCK 156700106 28,183 858,184 SH   DFND 4 71,900 0 786,284
CERNER CORP COMMON STOCK 156782104 652 11,600 SH   DFND 2 11,600 0 0
CERNER CORP COMMON STOCK 156782104 0 0 SH   DFND 4 0 0 0
CEVA INC COMMON STOCK 157210105 961 54,729 SH   DFND 2 46,204 0 8,525
CEVA INC COMMON STOCK 157210105 1,293 73,635 SH   DFND 4 1,782 0 71,853
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 1,389 5,329 SH   DFND 2 5,329 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 12,318 47,260 SH   DFND 4 1,380 0 45,880
CHASE CORP COMMON STOCK 16150R104 156 4,959 SH   DFND 2 3,862 0 1,097
CHASE CORP COMMON STOCK 16150R104 619 19,647 SH   DFND 4 1,085 0 18,562
CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 1,076 22,600 SH   DFND 2 22,600 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 3,982 83,611 SH   DFND 4 0 0 83,611
CHEGG INC COMMON STOCK 163092109 0 0 SH   DFND 2 0 0 0
CHEGG INC COMMON STOCK 163092109 115 16,455 SH   DFND 4 0 0 16,455
CHEMED CORP COMMON STOCK 16359R103 1,550 17,329 SH   DFND 2 14,343 0 2,986
CHEMED CORP COMMON STOCK 16359R103 6,407 71,629 SH   DFND 4 598 0 71,031
CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 2,153 66,334 SH   DFND 2 20,699 0 45,635
CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 4,545 140,066 SH   DFND 4 47,643 0 92,423
CHEMOCENTRYX INC COMMON STOCK 16383L106 0 0 SH   DFND 2 0 0 0
CHEMOCENTRYX INC COMMON STOCK 16383L106 1,333 201,000 SH   DFND 4 0 0 201,000
CHEMTURA CORP COMMON STOCK 163893209 5,323 210,498 SH   DFND 2 158,619 0 51,879
CHEMTURA CORP COMMON STOCK 163893209 51,857 2,050,488 SH   DFND 4 45,374 0 2,005,114
CHENIERE ENERGY INC COMMON STOCK 16411R208 1,009 18,229 SH   DFND 2 18,229 0 0
CHENIERE ENERGY INC COMMON STOCK 16411R208 19,970 360,797 SH   DFND 4 0 0 360,797
CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 1,633 87,083 SH   DFND 2 26,835 0 60,248
CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 3,437 183,317 SH   DFND 4 62,324 0 120,993
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 505 19,701 SH   DFND 2 19,701 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 4,568 178,308 SH   DFND 4 0 0 178,308
CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 379 4,146 SH   DFND 2 0 0 4,146
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 69 68,000 SH   DFND 2 0 0 68,000
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 256 273,000 SH   DFND 2 0 0 273,000
CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 14 155 SH   DFND 4 0 0 155
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 0 0 SH   DFND 4 0 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 2,172 2,317,000 SH   DFND 4 0 0 2,317,000
CHEVRON CORP COMMON STOCK 166764100 17,362 146,007 SH   DFND 2 127,944 0 18,063
CHEVRON CORP COMMON STOCK 166764100 127,658 1,073,567 SH   DFND 4 2,051 0 1,071,516
CHICO'S FAS INC COMMON STOCK 168615102 0 0 SH   DFND 2 0 0 0
CHICO'S FAS INC COMMON STOCK 168615102 1,762 109,890 SH   DFND 4 0 0 109,890
CHIMERA INVESTMENT CORP COMMON STOCK 16934Q109 157 51,302 SH   DFND 2 51,302 0 0
CHIMERA INVESTMENT CORP COMMON STOCK 16934Q109 1,332 435,160 SH   DFND 4 23,764 0 411,396
CHIMERIX INC COMMON STOCK 16934W106 0 0 SH   DFND 2 0 0 0
CHIMERIX INC COMMON STOCK 16934W106 2,291 100,300 SH   DFND 4 0 0 100,300
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 700 1,232 SH   DFND 2 1,232 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 0 0 SH   DFND 4 0 0 0
CHUBB CORP COMMON STOCK 171232101 4,893 54,793 SH   DFND 2 40,826 0 13,967
CHUBB CORP COMMON STOCK 171232101 22,766 254,937 SH   DFND 4 0 0 254,937
CIA BRASILEIRA DE DIS-SP PRF COMMON STOCK - ADR 20440T201 175 4,004 SH   DFND 2 4,004 0 0
CIA BRASILEIRA DE DIS-SP PRF COMMON STOCK - ADR 20440T201 1,214 27,747 SH   DFND 4 621 0 27,126
CIENA CORP CONV. NOTE 171779AK7 117 83,000 SH   DFND 2 0 0 83,000
CIENA CORP CONV. NOTE 171779AK7 723 511,000 SH   DFND 4 0 0 511,000
CIGNA CORP COMMON STOCK 125509109 8,585 102,531 SH   DFND 2 102,531 0 0
CIGNA CORP COMMON STOCK 125509109 151,873 1,813,843 SH   DFND 4 126,100 0 1,687,743
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 141 3,130 SH   DFND 2 0 0 3,130
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 1,338 29,683 SH   DFND 4 0 0 29,683
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 289 5,940 SH   DFND 2 5,940 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 0 0 SH   DFND 4 0 0 0
CINTAS CORP COMMON STOCK 172908105 1,130 18,959 SH   DFND 2 14,259 0 4,700
CINTAS CORP COMMON STOCK 172908105 6,483 108,750 SH   DFND 4 0 0 108,750
CIRRUS LOGIC INC COMMON STOCK 172755100 87 4,401 SH   DFND 2 3,426 0 975
CIRRUS LOGIC INC COMMON STOCK 172755100 345 17,376 SH   DFND 4 1,162 0 16,214
CISCO SYSTEMS INC COMMON STOCK 17275R102 10,236 456,755 SH   DFND 2 456,755 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 205,042 9,149,584 SH   DFND 4 338,050 0 8,811,534
CIT GROUP INC COMMON STOCK 125581801 4,773 97,362 SH   DFND 2 91,900 0 5,462
CIT GROUP INC COMMON STOCK 125581801 2,620 53,455 SH   DFND 4 6,596 0 46,859
CITIGROUP INC COMMON STOCK 172967424 8,804 184,955 SH   DFND 2 184,955 0 0
CITIGROUP INC COMMON STOCK 172967424 493,310 10,363,654 SH   DFND 4 79,753 0 10,283,901
CITIGROUP INC-CW19 WARRANTS 172967226 267 24,378 SH   DFND 2 0 0 24,378
CITIGROUP INC-CW19 WARRANTS 172967226 1,423 2,216,873 SH   DFND 4 0 0 2,216,873
CITIZENS & NORTHERN CORP COMMON STOCK 172922106 114 5,800 SH   DFND 2 4,513 0 1,287
CITIZENS & NORTHERN CORP COMMON STOCK 172922106 450 22,835 SH   DFND 4 0 0 22,835
CITRIX SYSTEMS INC COMMON STOCK 177376100 433 7,547 SH   DFND 2 7,547 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 0 0 SH   DFND 4 0 0 0
CITY NATIONAL CORP COMMON STOCK 178566105 718 9,121 SH   DFND 2 9,121 0 0
CITY NATIONAL CORP COMMON STOCK 178566105 13,790 175,176 SH   DFND 4 4,231 0 170,945
CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 125 6,087 SH   DFND 2 6,087 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 2,950 144,201 SH   DFND 4 0 0 144,201
CLOROX COMPANY COMMON STOCK 189054109 449 5,101 SH   DFND 2 5,101 0 0
CLOROX COMPANY COMMON STOCK 189054109 0 0 SH   DFND 4 0 0 0
CME GROUP INC COMMON STOCK 12572Q105 13,494 182,325 SH   DFND 2 182,325 0 0
CME GROUP INC COMMON STOCK 12572Q105 199,859 2,700,430 SH   DFND 4 80,000 0 2,620,430
CMS ENERGY CORP COMMON STOCK 125896100 1,690 57,715 SH   DFND 2 49,615 0 8,100
CMS ENERGY CORP COMMON STOCK 125896100 16,812 574,175 SH   DFND 4 9,450 0 564,725
CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 226 12,468 SH   DFND 2 9,720 0 2,748
CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 887 49,002 SH   DFND 4 3,291 0 45,711
COACH INC COMMON STOCK 189754104 1,395 28,094 SH   DFND 2 28,094 0 0
COACH INC COMMON STOCK 189754104 7,022 141,407 SH   DFND 4 7,877 0 133,530
COBALT INTERNATIONAL ENERGY COMMON STOCK 19075F106 85 4,647 SH   DFND 2 4,647 0 0
COBALT INTERNATIONAL ENERGY COMMON STOCK 19075F106 17,304 944,526 SH   DFND 4 0 0 944,526
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 2,846 3,022,000 SH   DFND 2 0 0 3,022,000
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 8,202 8,708,000 SH   DFND 4 0 0 8,708,000
COCA-COLA CO/THE COMMON STOCK 191216100 5,914 152,967 SH   DFND 2 152,967 0 0
COCA-COLA CO/THE COMMON STOCK 191216100 6,422 166,104 SH   DFND 4 0 0 166,104
COCA-COLA ENTERPRISES COMMON STOCK 19122T109 4,404 92,205 SH   DFND 2 92,205 0 0
COCA-COLA ENTERPRISES COMMON STOCK 19122T109 105,784 2,214,901 SH   DFND 4 69,251 0 2,145,650
COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 3,041 60,087 SH   DFND 2 60,087 0 0
COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 24,417 482,452 SH   DFND 4 0 0 482,452
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 7,256 111,860 SH   DFND 2 111,860 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 44,214 681,578 SH   DFND 4 35,405 0 646,173
COLONY FINANCIAL INC COMMON STOCK 19624R106 1,897 86,434 SH   DFND 2 27,029 0 59,405
COLONY FINANCIAL INC COMMON STOCK 19624R106 4,049 184,457 SH   DFND 4 62,657 0 121,800
COMCAST CORP-CLASS A COMMON STOCK 20030N101 13,326 266,421 SH   DFND 2 266,421 0 0
COMCAST CORP-CLASS A COMMON STOCK 20030N101 207,457 4,147,490 SH   DFND 4 32,665 0 4,114,825
COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 7,363 151,015 SH   DFND 2 151,015 0 0
COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 122,814 2,518,740 SH   DFND 4 210,450 0 2,308,290
COMERICA INC COMMON STOCK 200340107 1,646 31,771 SH   DFND 2 31,771 0 0
COMERICA INC COMMON STOCK 200340107 5,628 108,644 SH   DFND 4 0 0 108,644
COMMERCIAL METALS CO COMMON STOCK 201723103 0 0 SH   DFND 2 0 0 0
COMMERCIAL METALS CO COMMON STOCK 201723103 1,950 103,295 SH   DFND 4 0 0 103,295
COMMONWEALTH REIT COMMON STOCK 203233101 1,449 55,104 SH   DFND 2 44,890 0 10,214
COMMONWEALTH REIT COMMON STOCK 203233101 172 6,556 SH   DFND 4 0 0 6,556
COMMSCOPE HOLDING CO INC COMMON STOCK 20337X109 0 0 SH   DFND 2 0 0 0
COMMSCOPE HOLDING CO INC COMMON STOCK 20337X109 213 8,621 SH   DFND 4 0 0 8,621
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 981 25,041 SH   DFND 2 21,540 0 3,501
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 16,033 409,314 SH   DFND 4 846 0 408,468
COMMVAULT SYSTEMS INC COMMON STOCK 204166102 810 12,467 SH   DFND 2 11,099 0 1,368
COMMVAULT SYSTEMS INC COMMON STOCK 204166102 1,141 17,573 SH   DFND 4 459 0 17,114
COMPUTER PROGRAMS & SYSTEMS COMMON STOCK 205306103 431 6,672 SH   DFND 2 5,536 0 1,136
COMPUTER PROGRAMS & SYSTEMS COMMON STOCK 205306103 589 9,111 SH   DFND 4 362 0 8,749
COMPUTER SCIENCES CORP COMMON STOCK 205363104 6,321 103,923 SH   DFND 2 103,923 0 0
COMPUTER SCIENCES CORP COMMON STOCK 205363104 94,291 1,550,332 SH   DFND 4 66,600 0 1,483,732
CONAGRA FOODS INC COMMON STOCK 205887102 515 16,600 SH   DFND 2 16,600 0 0
CONAGRA FOODS INC COMMON STOCK 205887102 0 3 SH   DFND 4 0 0 3
CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 92 11,361 SH   DFND 2 9,776 0 1,585
CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 1,675 205,903 SH   DFND 4 0 0 205,903
CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 0 0 SH   DFND 2 0 0 0
CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 2,194 163,131 SH   DFND 4 0 0 163,131
CONMED CORP COMMON STOCK 207410101 1,376 31,665 SH   DFND 2 25,915 0 5,750
CONMED CORP COMMON STOCK 207410101 2,406 55,378 SH   DFND 4 701 0 54,677
CONOCOPHILLIPS COMMON STOCK 20825C104 9,193 130,679 SH   DFND 2 117,895 0 12,784
CONOCOPHILLIPS COMMON STOCK 20825C104 42,833 608,860 SH   DFND 4 19,330 0 589,530
CONSOL ENERGY INC COMMON STOCK 20854P109 409 10,235 SH   DFND 2 10,235 0 0
CONSOL ENERGY INC COMMON STOCK 20854P109 10,821 270,866 SH   DFND 4 0 0 270,866
CONSOLIDATED EDISON INC COMMON STOCK 209115104 617 11,501 SH   DFND 2 11,501 0 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 0 0 SH   DFND 4 0 0 0
CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 544 6,401 SH   DFND 2 6,401 0 0
CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 0 0 SH   DFND 4 0 0 0
CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 3,914 133,346 SH   DFND 2 65,981 0 67,365
CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 27,487 936,514 SH   DFND 4 71,237 0 865,277
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 97 781 SH   DFND 2 781 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 9,692 77,994 SH   DFND 4 0 0 77,994
CONVERGYS CORP COMMON STOCK 212485106 1,930 88,100 SH   DFND 2 27,500 0 60,600
CONVERGYS CORP COMMON STOCK 212485106 4,117 187,900 SH   DFND 4 64,100 0 123,800
CONVERSANT INC COMMON STOCK 21249J105 756 26,865 SH   DFND 2 22,136 0 4,729
CONVERSANT INC COMMON STOCK 21249J105 5,120 181,896 SH   DFND 4 844 0 181,052
COOPER TIRE & RUBBER COMMON STOCK 216831107 99 4,066 SH   DFND 2 3,173 0 893
COOPER TIRE & RUBBER COMMON STOCK 216831107 397 16,343 SH   DFND 4 1,144 0 15,199
COPA HOLDINGS SA-CLASS A ORDINARY SHARES P31076105 1,278 8,799 SH   DFND 2 7,360 0 1,439
COPA HOLDINGS SA-CLASS A ORDINARY SHARES P31076105 6,438 44,342 SH   DFND 4 0 0 44,342
CORELOGIC INC COMMON STOCK 21871D103 862 28,684 SH   DFND 2 28,684 0 0
CORELOGIC INC COMMON STOCK 21871D103 7,322 243,749 SH   DFND 4 13,293 0 230,456
CORE-MARK HOLDING CO INC COMMON STOCK 218681104 2,596 35,762 SH   DFND 2 20,321 0 15,441
CORE-MARK HOLDING CO INC COMMON STOCK 218681104 4,722 65,044 SH   DFND 4 14,596 0 50,448
CORINTHIAN COLLEGES INC COMMON STOCK 218868107 464 336,400 SH   DFND 2 98,800 0 237,600
CORINTHIAN COLLEGES INC COMMON STOCK 218868107 931 674,700 SH   DFND 4 229,300 0 445,400
CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 1,079 22,543 SH   DFND 2 19,433 0 3,110
CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 1,482 30,964 SH   DFND 4 302 0 30,662
CORNING INC COMMON STOCK 219350105 1,233 59,207 SH   DFND 2 59,207 0 0
CORNING INC COMMON STOCK 219350105 22,568 1,083,967 SH   DFND 4 0 0 1,083,967
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 737 9,929 SH   DFND 2 8,226 0 1,703
CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 967 13,021 SH   DFND 4 0 0 13,021
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 4,895 43,829 SH   DFND 2 43,829 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 26,627 238,421 SH   DFND 4 0 0 238,421
COTY INC-CL A COMMON STOCK 222070203 7,299 487,246 SH   DFND 2 487,246 0 0
COTY INC-CL A COMMON STOCK 222070203 240,108 16,028,574 SH   DFND 4 288,782 0 15,739,792
COVIDIEN PLC ORDINARY SHARES G2554F113 2,940 39,918 SH   DFND 2 39,918 0 0
COVIDIEN PLC ORDINARY SHARES G2554F113 77,689 1,054,695 SH   DFND 4 28,350 0 1,026,345
COWEN GROUP INC-CLASS A COMMON STOCK 223622101 2,135 484,034 SH   DFND 2 151,308 0 332,726
COWEN GROUP INC-CLASS A COMMON STOCK 223622101 4,556 1,033,189 SH   DFND 4 351,220 0 681,969
CR BARD INC COMMON STOCK 067383109 1,702 11,500 SH   DFND 2 8,797 0 2,703
CR BARD INC COMMON STOCK 067383109 2,719 18,375 SH   DFND 4 0 0 18,375
CREDICORP LTD ORDINARY SHARES G2519Y108 1,588 11,511 SH   DFND 2 11,511 0 0
CREDICORP LTD ORDINARY SHARES G2519Y108 27,921 202,443 SH   DFND 4 227 0 202,216
CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 1,130 7,949 SH   DFND 2 6,902 0 1,047
CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 1,689 11,881 SH   DFND 4 117 0 11,764
CROCS INC COMMON STOCK 227046109 340 21,777 SH   DFND 2 18,187 0 3,590
CROCS INC COMMON STOCK 227046109 437 27,982 SH   DFND 4 0 0 27,982
CROWN CASTLE INTL CORP COMMON STOCK 228227104 969 13,133 SH   DFND 2 13,133 0 0
CROWN CASTLE INTL CORP COMMON STOCK 228227104 0 0 SH   DFND 4 0 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREF 228227500 6,243 61,376 SH   DFND 2 0 0 61,376
CROWN CASTLE INTL CORP CONVERTIBLE PREF 228227500 12,174 120,019 SH   DFND 4 0 0 120,019
CSG SYSTEMS INTL INC COMMON STOCK 126349109 392 15,058 SH   DFND 2 12,510 0 2,548
CSG SYSTEMS INTL INC COMMON STOCK 126349109 503 19,325 SH   DFND 4 0 0 19,325
CST BRANDS INC COMMON STOCK 12646R105 289 9,257 SH   DFND 2 9,257 0 0
CST BRANDS INC COMMON STOCK 12646R105 2,437 78,003 SH   DFND 4 4,293 0 73,710
CSX CORP COMMON STOCK 126408103 1,186 40,938 SH   DFND 2 40,938 0 0
CSX CORP COMMON STOCK 126408103 0 0 SH   DFND 4 0 0 0
CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 1,940 38,471 SH   DFND 2 38,471 0 0
CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 27,707 549,530 SH   DFND 4 0 0 549,530
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 2,404 941,000 SH   DFND 2 0 0 941,000
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 6,671 2,611,000 SH   DFND 4 0 0 2,611,000
CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 5,595 76,485 SH   DFND 2 72,338 0 4,147
CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 492,592 6,733,997 SH   DFND 4 617 0 6,733,380
CUMMINS INC COMMON STOCK 231021106 3,243 21,766 SH   DFND 2 21,766 0 0
CUMMINS INC COMMON STOCK 231021106 18,381 123,374 SH   DFND 4 6,851 0 116,523
CVB FINANCIAL CORP COMMON STOCK 126600105 1,795 112,900 SH   DFND 2 34,700 0 78,200
CVB FINANCIAL CORP COMMON STOCK 126600105 3,762 236,600 SH   DFND 4 80,400 0 156,200
CVS CAREMARK CORP COMMON STOCK 126650100 18,465 246,658 SH   DFND 2 246,658 0 0
CVS CAREMARK CORP COMMON STOCK 126650100 389,061 5,197,177 SH   DFND 4 123,401 0 5,073,776
CYBERONICS INC COMMON STOCK 23251P102 545 8,358 SH   DFND 2 6,924 0 1,434
CYBERONICS INC COMMON STOCK 23251P102 711 10,890 SH   DFND 4 232 0 10,658
CYS INVESTMENTS INC COMMON STOCK 12673A108 79 9,536 SH   DFND 2 7,443 0 2,093
CYS INVESTMENTS INC COMMON STOCK 12673A108 358 43,381 SH   DFND 4 2,351 0 41,030
DANA HOLDING CORP COMMON STOCK 235825205 2,951 126,832 SH   DFND 2 70,732 0 56,100
DANA HOLDING CORP COMMON STOCK 235825205 49,100 2,110,034 SH   DFND 4 55,400 0 2,054,634
DANAHER CORP COMMON STOCK 235851102 8,138 108,501 SH   DFND 2 91,836 0 16,665
DANAHER CORP COMMON STOCK 235851102 29,108 388,112 SH   DFND 4 14,877 0 373,235
DARDEN RESTAURANTS INC COMMON STOCK 237194105 261 5,150 SH   DFND 2 5,150 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 0 0 SH   DFND 4 0 0 0
DATALINK CORP COMMON STOCK 237934104 1,950 139,961 SH   DFND 2 43,718 0 96,243
DATALINK CORP COMMON STOCK 237934104 4,178 299,925 SH   DFND 4 101,611 0 198,314
DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 488 7,081 SH   DFND 2 7,081 0 0
DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 0 0 SH   DFND 4 0 0 0
DCT INDUSTRIAL TRUST INC COMMON STOCK 233153105 498 63,240 SH   DFND 2 45,722 0 17,518
DCT INDUSTRIAL TRUST INC COMMON STOCK 233153105 90 11,423 SH   DFND 4 0 0 11,423
DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 2,322 1,632,000 SH   DFND 2 0 0 1,632,000
DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 6,841 4,808,000 SH   DFND 4 0 0 4,808,000
DECKERS OUTDOOR CORP COMMON STOCK 243537107 666 8,351 SH   DFND 2 8,046 0 305
DECKERS OUTDOOR CORP COMMON STOCK 243537107 2,299 28,830 SH   DFND 4 326 0 28,504
DEERE & CO COMMON STOCK 244199105 1,317 14,502 SH   DFND 2 14,502 0 0
DEERE & CO COMMON STOCK 244199105 3,291 36,245 SH   DFND 4 0 0 36,245
DELEK US HOLDINGS INC COMMON STOCK 246647101 2,195 75,599 SH   DFND 2 68,120 0 7,479
DELEK US HOLDINGS INC COMMON STOCK 246647101 5,441 187,368 SH   DFND 4 748 0 186,620
DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 4,535 66,830 SH   DFND 2 66,830 0 0
DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 62,874 926,520 SH   DFND 4 77,200 0 849,320
DELTA AIR LINES INC COMMON STOCK 247361702 6,482 187,081 SH   DFND 2 187,081 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 294,566 8,501,171 SH   DFND 4 30,723 0 8,470,448
DELUXE CORP COMMON STOCK 248019101 2,801 53,389 SH   DFND 2 20,522 0 32,867
DELUXE CORP COMMON STOCK 248019101 6,688 127,460 SH   DFND 4 32,527 0 94,933
DEMAND MEDIA INC COMMON STOCK 24802N109 42 8,665 SH   DFND 2 6,737 0 1,928
DEMAND MEDIA INC COMMON STOCK 24802N109 162 33,450 SH   DFND 4 1,358 0 32,092
DENBURY RESOURCES INC COMMON STOCK 247916208 247 15,068 SH   DFND 2 15,068 0 0
DENBURY RESOURCES INC COMMON STOCK 247916208 4,612 281,215 SH   DFND 4 0 0 281,215
DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 264 5,744 SH   DFND 2 5,744 0 0
DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 0 0 SH   DFND 4 0 0 0
DESTINATION MATERNITY CORP COMMON STOCK 25065D100 1,232 44,977 SH   DFND 2 37,068 0 7,909
DESTINATION MATERNITY CORP COMMON STOCK 25065D100 1,857 67,783 SH   DFND 4 1,266 0 66,517
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 1,001 14,949 SH   DFND 2 14,949 0 0
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,589 53,622 SH   DFND 4 0 0 53,622
DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 1,371 32,350 SH   DFND 2 32,350 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 7,546 178,020 SH   DFND 4 0 0 178,020
DEXCOM INC COMMON STOCK 252131107 671 16,233 SH   DFND 2 14,006 0 2,227
DEXCOM INC COMMON STOCK 252131107 865 20,915 SH   DFND 4 0 0 20,915
DFC GLOBAL CORP COMMON STOCK 23324T107 340 38,462 SH   DFND 2 31,996 0 6,466
DFC GLOBAL CORP COMMON STOCK 23324T107 562 63,671 SH   DFND 4 1,335 0 62,336
DFC GLOBAL CORP CONV. NOTE 23324TAB3 5,298 5,968,000 SH   DFND 2 0 0 5,968,000
DFC GLOBAL CORP CONVERTIBLE BONDS 256664AC7 0 0 SH   DFND 2 0 0 0
DFC GLOBAL CORP CONV. NOTE 23324TAB3 11,611 13,580,000 SH   DFND 4 0 0 13,580,000
DFC GLOBAL CORP CONVERTIBLE BONDS 256664AC7 4,594 5,000,000 SH   DFND 4 0 0 5,000,000
DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 623 52,980 SH   DFND 2 38,303 0 14,677
DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 112 9,571 SH   DFND 4 0 0 9,571
DIANA SHIPPING INC ORDINARY SHARES Y2066G104 476 39,736 SH   DFND 2 32,973 0 6,763
DIANA SHIPPING INC ORDINARY SHARES Y2066G104 2,828 235,876 SH   DFND 4 1,401 0 234,475
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 342 6,449 SH   DFND 2 4,618 0 1,831
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 62 1,159 SH   DFND 4 0 0 1,159
DILLARDS INC-CL A COMMON STOCK 254067101 411 4,443 SH   DFND 2 3,143 0 1,300
DILLARDS INC-CL A COMMON STOCK 254067101 3,248 35,148 SH   DFND 4 0 0 35,148
DIRECTV COMMON STOCK 25490A309 1,709 22,369 SH   DFND 2 22,369 0 0
DIRECTV COMMON STOCK 25490A309 41,021 536,778 SH   DFND 4 0 0 536,778
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 4,808 82,629 SH   DFND 2 82,629 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 50,086 860,728 SH   DFND 4 50,383 0 810,345
DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 760 9,191 SH   DFND 2 9,191 0 0
DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 0 0 SH   DFND 4 0 0 0
DISH NETWORK CORP-A COMMON STOCK 25470M109 12,847 206,518 SH   DFND 2 201,753 0 4,765
DISH NETWORK CORP-A COMMON STOCK 25470M109 1,406,264 22,605,107 SH   DFND 4 5,850 0 22,599,257
DOLLAR GENERAL CORP COMMON STOCK 256677105 2,872 51,775 SH   DFND 2 51,775 0 0
DOLLAR GENERAL CORP COMMON STOCK 256677105 25,737 463,903 SH   DFND 4 0 0 463,903
DOLLAR TREE INC COMMON STOCK 256746108 1,487 28,506 SH   DFND 2 22,080 0 6,426
DOLLAR TREE INC COMMON STOCK 256746108 2,331 44,666 SH   DFND 4 0 0 44,666
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 3,486 60,624 SH   DFND 2 0 0 60,624
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 11,105 193,126 SH   DFND 4 0 0 193,126
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 1,698 23,915 SH   DFND 2 23,915 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 7,580 106,781 SH   DFND 4 0 0 106,781
DOMTAR CORP ORDINARY SHARES 257559203 3,758 33,485 SH   DFND 2 10,386 0 23,099
DOMTAR CORP ORDINARY SHARES 257559203 10,647 94,876 SH   DFND 4 978 0 93,898
DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 139 7,998 SH   DFND 2 6,248 0 1,750
DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 556 31,942 SH   DFND 4 2,102 0 29,840
DOUGLAS EMMETT INC COMMON STOCK 25960P109 681 25,078 SH   DFND 2 17,938 0 7,140
DOUGLAS EMMETT INC COMMON STOCK 25960P109 125 4,600 SH   DFND 4 0 0 4,600
DOVER CORP COMMON STOCK 260003108 562 6,875 SH   DFND 2 6,875 0 0
DOVER CORP COMMON STOCK 260003108 0 0 SH   DFND 4 0 0 0
DOW CHEMICAL CO/THE COMMON STOCK 260543103 11,011 226,604 SH   DFND 2 226,604 0 0
DOW CHEMICAL CO/THE COMMON STOCK 260543103 223,447 4,598,622 SH   DFND 4 115,278 0 4,483,344
DR HORTON INC COMMON STOCK 23331A109 307 14,193 SH   DFND 2 14,193 0 0
DR HORTON INC COMMON STOCK 23331A109 32,022 1,479,085 SH   DFND 4 0 0 1,479,085
DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 6,541 120,099 SH   DFND 2 103,499 0 16,600
DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 98,238 1,803,848 SH   DFND 4 68,400 0 1,735,448
DRIL-QUIP INC COMMON STOCK 262037104 766 6,832 SH   DFND 2 5,632 0 1,200
DRIL-QUIP INC COMMON STOCK 262037104 17,627 157,243 SH   DFND 4 1,226 0 156,017
DST SYSTEMS INC COMMON STOCK 233326107 1,323 13,954 SH   DFND 2 9,554 0 4,400
DST SYSTEMS INC COMMON STOCK 233326107 2,959 31,213 SH   DFND 4 0 0 31,213
DTE ENERGY COMPANY COMMON STOCK 233331107 526 7,079 SH   DFND 2 7,079 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 0 0 SH   DFND 4 0 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 2,612 38,931 SH   DFND 2 38,931 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 2,161 32,200 SH   DFND 4 0 0 32,200
DUKE ENERGY CORP COMMON STOCK 26441C204 2,146 30,135 SH   DFND 2 30,135 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 17,145 240,735 SH   DFND 4 0 0 240,735
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 790 32,816 SH   DFND 2 23,419 0 9,397
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 143 5,943 SH   DFND 4 0 0 5,943
DXP ENTERPRISES INC COMMON STOCK 233377407 1,089 11,476 SH   DFND 2 9,597 0 1,879
DXP ENTERPRISES INC COMMON STOCK 233377407 6,576 69,274 SH   DFND 4 0 0 69,274
DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 190 105,500 SH   DFND 2 105,500 0 0
DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 10,215 5,674,741 SH   DFND 4 0 0 5,674,741
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 291 12,629 SH   DFND 2 12,629 0 0
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 4,645 201,770 SH   DFND 4 0 0 201,770
EAGLE BANCORP INC COMMON STOCK 268948106 1,768 48,980 SH   DFND 2 14,930 0 34,050
EAGLE BANCORP INC COMMON STOCK 268948106 3,681 101,980 SH   DFND 4 34,650 0 67,330
EAGLE MATERIALS INC COMMON STOCK 26969P108 43 480 SH   DFND 2 480 0 0
EAGLE MATERIALS INC COMMON STOCK 26969P108 13,610 153,505 SH   DFND 4 0 0 153,505
EAST WEST BANCORP INC COMMON STOCK 27579R104 1,282 35,127 SH   DFND 2 34,375 0 752
EAST WEST BANCORP INC COMMON STOCK 27579R104 5,254 143,942 SH   DFND 4 766 0 143,176
EASTMAN CHEMICAL CO COMMON STOCK 277432100 539 6,257 SH   DFND 2 6,257 0 0
EASTMAN CHEMICAL CO COMMON STOCK 277432100 2,803 32,513 SH   DFND 4 0 0 32,513
EATON CORP PLC COMMON STOCK G29183103 2,485 33,084 SH   DFND 2 33,084 0 0
EATON CORP PLC COMMON STOCK G29183103 49,274 655,941 SH   DFND 4 0 0 655,941
EBAY INC COMMON STOCK 278642103 6,273 113,565 SH   DFND 2 113,565 0 0
EBAY INC COMMON STOCK 278642103 81,084 1,467,845 SH   DFND 4 0 0 1,467,845
ECHOSTAR CORP-A COMMON STOCK 278768106 2,074 43,618 SH   DFND 2 36,108 0 7,510
ECHOSTAR CORP-A COMMON STOCK 278768106 462,110 9,716,362 SH   DFND 4 654 0 9,715,708
ECOLAB INC COMMON STOCK 278865100 1,519 14,068 SH   DFND 2 14,068 0 0
ECOLAB INC COMMON STOCK 278865100 5,164 47,818 SH   DFND 4 0 0 47,818
EDISON INTERNATIONAL COMMON STOCK 281020107 5,401 95,402 SH   DFND 2 95,402 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 116,964 2,066,141 SH   DFND 4 75,489 0 1,990,652
EDUCATION REALTY TRUST INC COMMON STOCK 28140H104 2,273 230,336 SH   DFND 2 124,163 0 106,173
EDUCATION REALTY TRUST INC COMMON STOCK 28140H104 4,246 430,164 SH   DFND 4 92,092 0 338,072
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 326 4,400 SH   DFND 2 4,400 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 0 0 SH   DFND 4 0 0 0
ELECTRONIC ARTS INC COMMON STOCK 285512109 5,885 202,845 SH   DFND 2 202,845 0 0
ELECTRONIC ARTS INC COMMON STOCK 285512109 71,427 2,462,149 SH   DFND 4 0 0 2,462,149
ELI LILLY & CO COMMON STOCK 532457108 18,201 309,229 SH   DFND 2 291,074 0 18,155
ELI LILLY & CO COMMON STOCK 532457108 308,152 5,235,345 SH   DFND 4 201,411 0 5,033,934
ELIZABETH ARDEN INC COMMON STOCK 28660G106 2,421 82,040 SH   DFND 2 75,315 0 6,725
ELIZABETH ARDEN INC COMMON STOCK 28660G106 1,840 62,360 SH   DFND 4 6,535 0 55,825
EMBRAER SA-ADR COMMON STOCK - ADR 29082A107 110 3,091 SH   DFND 2 3,091 0 0
EMBRAER SA-ADR COMMON STOCK - ADR 29082A107 18,705 527,037 SH   DFND 4 460 0 526,577
EMC CORP/MA COMMON STOCK 268648102 9,356 341,321 SH   DFND 2 341,321 0 0
EMC CORP/MA COMMON STOCK 268648102 119,217 4,349,380 SH   DFND 4 251,566 0 4,097,814
EMCOR GROUP INC COMMON STOCK 29084Q100 1,694 36,200 SH   DFND 2 11,300 0 24,900
EMCOR GROUP INC COMMON STOCK 29084Q100 3,617 77,300 SH   DFND 4 26,300 0 51,000
EMCORE CORP COMMON STOCK 290846203 1,691 334,800 SH   DFND 2 98,400 0 236,400
EMCORE CORP COMMON STOCK 290846203 3,392 671,700 SH   DFND 4 228,300 0 443,400
EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 1,478 58,500 SH   DFND 2 18,300 0 40,200
EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 3,156 124,900 SH   DFND 4 42,400 0 82,500
EMERITUS CORP COMMON STOCK 291005106 0 0 SH   DFND 2 0 0 0
EMERITUS CORP COMMON STOCK 291005106 13,689 435,400 SH   DFND 4 0 0 435,400
EMERSON ELECTRIC CO COMMON STOCK 291011104 1,864 27,900 SH   DFND 2 27,900 0 0
EMERSON ELECTRIC CO COMMON STOCK 291011104 1,677 25,100 SH   DFND 4 0 0 25,100
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 1,870 76,900 SH   DFND 2 24,100 0 52,800
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 4,010 164,900 SH   DFND 4 56,000 0 108,900
ENANTA PHARMACEUTICALS INC COMMON STOCK 29251M106 449 11,232 SH   DFND 2 9,485 0 1,747
ENANTA PHARMACEUTICALS INC COMMON STOCK 29251M106 588 14,697 SH   DFND 4 0 0 14,697
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 3,246 71,029 SH   DFND 2 34,540 0 36,489
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 6,151 134,596 SH   DFND 4 32,630 0 101,966
ENDO HEALTH SOLUTIONS CONV. NOTE 29264FAB2 1,924 818,000 SH   DFND 2 0 0 818,000
ENDO HEALTH SOLUTIONS CONV. NOTE 29264FAB2 5,794 2,463,000 SH   DFND 4 0 0 2,463,000
ENDO INTERNATIONAL PLC COMMON STOCK G30401106 590 8,589 SH   DFND 2 8,221 0 368
ENDO INTERNATIONAL PLC COMMON STOCK G30401106 3,937 57,351 SH   DFND 4 399 0 56,952
ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 0 0 SH   DFND 2 0 0 0
ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 1,518 28,206 SH   DFND 4 0 0 28,206
ENERGEN CORP COMMON STOCK 29265N108 2,692 33,315 SH   DFND 2 10,571 0 22,744
ENERGEN CORP COMMON STOCK 29265N108 20,266 250,781 SH   DFND 4 23,998 0 226,783
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 527 5,228 SH   DFND 2 5,228 0 0
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 5,144 51,065 SH   DFND 4 0 0 51,065
ENERGY TRANSFER EQUITY LP COMMON STOCK 29273V100 220 4,702 SH   DFND 2 4,702 0 0
ENERGY TRANSFER EQUITY LP COMMON STOCK 29273V100 29,715 635,625 SH   DFND 4 0 0 635,625
ENERSYS COMMON STOCK 29275Y102 1,585 22,875 SH   DFND 2 18,934 0 3,941
ENERSYS COMMON STOCK 29275Y102 2,815 40,631 SH   DFND 4 448 0 40,183
ENGILITY HOLDINGS INC COMMON STOCK 29285W104 1,307 29,008 SH   DFND 2 26,301 0 2,707
ENGILITY HOLDINGS INC COMMON STOCK 29285W104 5,699 126,503 SH   DFND 4 615 0 125,888
ENNIS INC COMMON STOCK 293389102 1,831 110,525 SH   DFND 2 38,002 0 72,523
ENNIS INC COMMON STOCK 293389102 4,160 251,081 SH   DFND 4 77,161 0 173,920
ENSCO PLC-CL A COMMON STOCK - ADR G3157S106 482 9,136 SH   DFND 2 9,136 0 0
ENSCO PLC-CL A COMMON STOCK - ADR G3157S106 2,183 41,360 SH   DFND 4 0 0 41,360
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 2,858 65,500 SH   DFND 2 43,900 0 21,600
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 5,977 136,955 SH   DFND 4 21,500 0 115,455
ENTEGRIS INC COMMON STOCK 29362U104 183 15,115 SH   DFND 2 11,717 0 3,398
ENTEGRIS INC COMMON STOCK 29362U104 707 58,421 SH   DFND 4 3,475 0 54,946
ENTERGY CORP COMMON STOCK 29364G103 1,388 20,769 SH   DFND 2 20,769 0 0
ENTERGY CORP COMMON STOCK 29364G103 16,563 247,767 SH   DFND 4 6,385 0 241,382
EOG RESOURCES INC COMMON STOCK 26875P101 4,013 40,909 SH   DFND 2 40,909 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 99,484 1,014,268 SH   DFND 4 0 0 1,014,268
EP ENERGY CORP-CL A COMMON STOCK 268785102 8,237 420,887 SH   DFND 2 367,867 0 53,020
EP ENERGY CORP-CL A COMMON STOCK 268785102 25,532 1,304,625 SH   DFND 4 54,095 0 1,250,530
EPR PROPERTIES COMMON STOCK 26884U109 1,914 35,846 SH   DFND 2 11,837 0 24,009
EPR PROPERTIES COMMON STOCK 26884U109 4,077 76,362 SH   DFND 4 22,500 0 53,862
EPR PROPERTIES CONVERTIBLE PREF 26884U208 2,105 94,487 SH   DFND 2 0 0 94,487
EPR PROPERTIES CONVERTIBLE PREF 26884U208 4,935 229,518 SH   DFND 4 0 0 229,518
EQT CORP COMMON STOCK 26884L109 1,354 13,958 SH   DFND 2 11,458 0 2,500
EQT CORP COMMON STOCK 26884L109 1,727 17,807 SH   DFND 4 0 0 17,807
EQUIFAX INC COMMON STOCK 294429105 1,364 20,051 SH   DFND 2 15,102 0 4,949
EQUIFAX INC COMMON STOCK 294429105 2,340 34,391 SH   DFND 4 0 0 34,391
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 2,833 69,702 SH   DFND 2 62,709 0 6,993
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 55,361 1,361,891 SH   DFND 4 61,100 0 1,300,791
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,183 37,650 SH   DFND 2 30,691 0 6,959
EQUITY RESIDENTIAL COMMON STOCK 29476L107 255 4,393 SH   DFND 4 0 0 4,393
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 332 1,950 SH   DFND 2 1,395 0 555
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 59 349 SH   DFND 4 0 0 349
ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 686 10,254 SH   DFND 2 10,254 0 0
ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 0 0 SH   DFND 4 0 0 0
EVERBANK FINANCIAL CORP COMMON STOCK 29977G102 1,834 92,969 SH   DFND 2 27,321 0 65,648
EVERBANK FINANCIAL CORP COMMON STOCK 29977G102 3,680 186,517 SH   DFND 4 63,420 0 123,097
EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 1,410 9,210 SH   DFND 2 6,252 0 2,958
EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 13,773 89,990 SH   DFND 4 0 0 89,990
EXELIS INC COMMON STOCK 30162A108 317 16,671 SH   DFND 2 16,671 0 0
EXELIS INC COMMON STOCK 30162A108 2,698 141,945 SH   DFND 4 7,726 0 134,219
EXELON CORP COMMON STOCK 30161N101 1,340 39,924 SH   DFND 2 39,924 0 0
EXELON CORP COMMON STOCK 30161N101 3,745 111,582 SH   DFND 4 0 0 111,582
EXPEDIA INC COMMON STOCK 30212P303 918 12,660 SH   DFND 2 12,660 0 0
EXPEDIA INC COMMON STOCK 30212P303 5,104 70,406 SH   DFND 4 3,942 0 66,464
EXPEDITORS INTL WASH INC COMMON STOCK 302130109 325 8,209 SH   DFND 2 8,209 0 0
EXPEDITORS INTL WASH INC COMMON STOCK 302130109 0 0 SH   DFND 4 0 0 0
EXPRESS INC COMMON STOCK 30219E103 1,393 87,715 SH   DFND 2 46,315 0 41,400
EXPRESS INC COMMON STOCK 30219E103 5,450 343,200 SH   DFND 4 43,900 0 299,300
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 2,423 32,264 SH   DFND 2 32,264 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 55,000 732,452 SH   DFND 4 0 0 732,452
EXXON MOBIL CORP COMMON STOCK 30231G102 42,466 434,745 SH   DFND 2 401,751 0 32,994
EXXON MOBIL CORP COMMON STOCK 30231G102 473,144 4,843,819 SH   DFND 4 166,076 0 4,677,743
F5 NETWORKS INC COMMON STOCK 315616102 1,681 15,768 SH   DFND 2 15,768 0 0
F5 NETWORKS INC COMMON STOCK 315616102 11,801 110,674 SH   DFND 4 5,883 0 104,791
FACEBOOK INC-A COMMON STOCK 30303M102 15,767 261,733 SH   DFND 2 261,733 0 0
FACEBOOK INC-A COMMON STOCK 30303M102 221,910 3,683,758 SH   DFND 4 0 0 3,683,758
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 2,001 18,564 SH   DFND 2 14,764 0 3,800
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 7,198 66,764 SH   DFND 4 0 0 66,764
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK 303726103 1,978 143,435 SH   DFND 2 137,267 0 6,168
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK 303726103 38,142 2,765,928 SH   DFND 4 149,895 0 2,616,033
FAMILY DOLLAR STORES COMMON STOCK 307000109 215 3,701 SH   DFND 2 3,701 0 0
FAMILY DOLLAR STORES COMMON STOCK 307000109 0 0 SH   DFND 4 0 0 0
FASTENAL CO COMMON STOCK 311900104 528 10,700 SH   DFND 2 10,700 0 0
FASTENAL CO COMMON STOCK 311900104 0 0 SH   DFND 4 0 0 0
FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 125 3,759 SH   DFND 2 2,921 0 838
FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 505 15,180 SH   DFND 4 1,125 0 14,055
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 1,278 11,143 SH   DFND 2 8,870 0 2,273
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 3,226 28,122 SH   DFND 4 1,459 0 26,663
FEDERAL SIGNAL CORP COMMON STOCK 313855108 530 35,600 SH   DFND 2 35,600 0 0
FEDERAL SIGNAL CORP COMMON STOCK 313855108 2,538 170,350 SH   DFND 4 0 0 170,350
FEDEX CORP COMMON STOCK 31428X106 1,580 11,922 SH   DFND 2 11,922 0 0
FEDEX CORP COMMON STOCK 31428X106 93 700 SH   DFND 4 0 0 700
FEI COMPANY COMMON STOCK 30241L109 689 6,684 SH   DFND 2 5,698 0 986
FEI COMPANY COMMON STOCK 30241L109 1,155 11,208 SH   DFND 4 247 0 10,961
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 174 7,426 SH   DFND 2 0 0 7,426
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 1,108 47,296 SH   DFND 4 0 0 47,296
FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 734 13,724 SH   DFND 2 13,724 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 14,641 273,913 SH   DFND 4 0 0 273,913
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 2,510 1,589,000 SH   DFND 2 0 0 1,589,000
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 7,565 4,790,000 SH   DFND 4 0 0 4,790,000
FIFTH THIRD BANCORP COMMON STOCK 316773100 817 35,579 SH   DFND 2 35,579 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 25,113 1,094,249 SH   DFND 4 0 0 1,094,249
FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 2,399 104,200 SH   DFND 2 33,974 0 70,226
FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 5,152 223,797 SH   DFND 4 68,012 0 155,785
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 28 5,086 SH   DFND 2 5,086 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 1,345 247,300 SH   DFND 4 0 0 247,300
FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M103 409 1,700 SH   DFND 2 1,700 0 0
FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M103 2,590 10,756 SH   DFND 4 0 0 10,756
FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 103 6,285 SH   DFND 2 4,873 0 1,412
FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 389 23,783 SH   DFND 4 1,430 0 22,353
FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 866 55,300 SH   DFND 2 17,200 0 38,100
FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 1,848 118,000 SH   DFND 4 40,300 0 77,700
FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 116 6,026 SH   DFND 2 4,720 0 1,306
FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 424 21,924 SH   DFND 4 0 0 21,924
FIRST MERCHANTS CORP COMMON STOCK 320817109 2,480 114,600 SH   DFND 2 35,300 0 79,300
FIRST MERCHANTS CORP COMMON STOCK 320817109 5,226 241,500 SH   DFND 4 82,100 0 159,400
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 2,515 72,147 SH   DFND 2 21,950 0 50,197
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 5,220 149,753 SH   DFND 4 50,934 0 98,819
FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 649 68,691 SH   DFND 2 68,691 0 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 5,345 565,572 SH   DFND 4 31,816 0 533,756
FIRST OF LONG ISLAND CORP COMMON STOCK 320734106 803 19,764 SH   DFND 2 5,813 0 13,951
FIRST OF LONG ISLAND CORP COMMON STOCK 320734106 1,602 39,452 SH   DFND 4 13,347 0 26,105
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 2 42 SH   DFND 2 42 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 3,842 71,160 SH   DFND 4 0 0 71,160
FIRSTENERGY CORP COMMON STOCK 337932107 4,263 125,279 SH   DFND 2 125,279 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 107,363 3,154,937 SH   DFND 4 128,700 0 3,026,237
FIRSTMERIT CORP COMMON STOCK 337915102 162 7,781 SH   DFND 2 6,022 0 1,759
FIRSTMERIT CORP COMMON STOCK 337915102 579 27,804 SH   DFND 4 0 0 27,804
FISERV INC COMMON STOCK 337738108 573 10,100 SH   DFND 2 10,100 0 0
FISERV INC COMMON STOCK 337738108 0 0 SH   DFND 4 0 0 0
FIVE BELOW COMMON STOCK 33829M101 453 10,660 SH   DFND 2 9,430 0 1,230
FIVE BELOW COMMON STOCK 33829M101 21,588 508,195 SH   DFND 4 0 0 508,195
FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 19 972 SH   DFND 2 972 0 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 8,780 446,600 SH   DFND 4 0 0 446,600
FLIR SYSTEMS INC COMMON STOCK 302445101 207 5,745 SH   DFND 2 5,745 0 0
FLIR SYSTEMS INC COMMON STOCK 302445101 0 0 SH   DFND 4 0 0 0
FLOWSERVE CORP COMMON STOCK 34354P105 434 5,544 SH   DFND 2 5,544 0 0
FLOWSERVE CORP COMMON STOCK 34354P105 0 0 SH   DFND 4 0 0 0
FLUOR CORP COMMON STOCK 343412102 510 6,566 SH   DFND 2 6,566 0 0
FLUOR CORP COMMON STOCK 343412102 5,205 66,963 SH   DFND 4 0 0 66,963
FLUSHING FINANCIAL CORP COMMON STOCK 343873105 1,291 61,272 SH   DFND 2 20,808 0 40,464
FLUSHING FINANCIAL CORP COMMON STOCK 343873105 2,810 133,351 SH   DFND 4 38,421 0 94,930
FMC CORP COMMON STOCK 302491303 409 5,337 SH   DFND 2 5,337 0 0
FMC CORP COMMON STOCK 302491303 0 0 SH   DFND 4 0 0 0
FMC TECHNOLOGIES INC COMMON STOCK 30249U101 524 10,018 SH   DFND 2 10,018 0 0
FMC TECHNOLOGIES INC COMMON STOCK 30249U101 0 0 SH   DFND 4 0 0 0
FOOT LOCKER INC COMMON STOCK 344849104 15 316 SH   DFND 2 316 0 0
FOOT LOCKER INC COMMON STOCK 344849104 2,703 57,540 SH   DFND 4 0 0 57,540
FORD MOTOR CO COMMON STOCK 345370860 4,964 318,179 SH   DFND 2 318,179 0 0
FORD MOTOR CO COMMON STOCK 345370860 54,150 3,471,156 SH   DFND 4 159,660 0 3,311,496
FORD MOTOR COMPANY CONV. NOTE 345370CN8 197 109,000 SH   DFND 2 0 0 109,000
FORD MOTOR COMPANY CONV. NOTE 345370CN8 1,467 810,000 SH   DFND 4 0 0 810,000
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 3,414 3,055,000 SH   DFND 2 0 0 3,055,000
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 10,643 9,524,000 SH   DFND 4 0 0 9,524,000
FOREST LABORATORIES INC COMMON STOCK 345838106 3,064 33,211 SH   DFND 2 25,611 0 7,600
FOREST LABORATORIES INC COMMON STOCK 345838106 4,843 52,484 SH   DFND 4 0 0 52,484
FORESTAR GROUP INC COMMON STOCK 346233109 3,125 175,558 SH   DFND 2 144,397 0 31,161
FORESTAR GROUP INC COMMON STOCK 346233109 6,714 377,211 SH   DFND 4 32,969 0 344,242
FORESTAR GROUP INC CONV. NOTE 346232AB7 1,221 1,142,000 SH   DFND 2 0 0 1,142,000
FORESTAR GROUP INC CONV. NOTE 346232AB7 4,036 3,774,000 SH   DFND 4 0 0 3,774,000
FORMFACTOR INC COMMON STOCK 346375108 1,948 304,800 SH   DFND 2 90,300 0 214,500
FORMFACTOR INC COMMON STOCK 346375108 3,940 616,600 SH   DFND 4 209,600 0 407,000
FORTINET INC COMMON STOCK 34959E109 1,225 55,619 SH   DFND 2 55,619 0 0
FORTINET INC COMMON STOCK 34959E109 10,250 465,291 SH   DFND 4 25,763 0 439,528
FORTRESS INVESTMENT GRP-CL A COMMON STOCK 34958B106 54 7,294 SH   DFND 2 7,294 0 0
FORTRESS INVESTMENT GRP-CL A COMMON STOCK 34958B106 5,979 807,967 SH   DFND 4 0 0 807,967
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 3,923 93,231 SH   DFND 2 93,231 0 0
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 11,290 268,301 SH   DFND 4 6,335 0 261,966
FOSSIL GROUP INC COMMON STOCK 34988V106 233 2,000 SH   DFND 2 2,000 0 0
FOSSIL GROUP INC COMMON STOCK 34988V106 0 0 SH   DFND 4 0 0 0
FOSTER (LB) CO-A COMMON STOCK 350060109 899 19,187 SH   DFND 2 16,098 0 3,089
FOSTER (LB) CO-A COMMON STOCK 350060109 1,277 27,254 SH   DFND 4 741 0 26,513
FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 1,089 25,613 SH   DFND 2 21,617 0 3,996
FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 1,431 33,657 SH   DFND 4 0 0 33,657
FRANKLIN RESOURCES INC COMMON STOCK 354613101 884 16,315 SH   DFND 2 16,315 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 0 0 SH   DFND 4 0 0 0
FREEPORT-MCMORAN COPPER COMMON STOCK 35671D857 3,468 104,858 SH   DFND 2 104,858 0 0
FREEPORT-MCMORAN COPPER COMMON STOCK 35671D857 94,895 2,869,517 SH   DFND 4 83,900 0 2,785,617
FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 1,362 55,788 SH   DFND 2 54,250 0 1,538
FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 12,587 515,633 SH   DFND 4 988 0 514,645
FRESENIUS MEDICAL CARE-ADR COMMON STOCK - ADR 358029106 0 0 SH   DFND 2 0 0 0
FRESENIUS MEDICAL CARE-ADR COMMON STOCK - ADR 358029106 1,643 47,146 SH   DFND 4 0 0 47,146
FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 411 72,181 SH   DFND 2 65,008 0 7,173
FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 746 130,868 SH   DFND 4 8,608 0 122,260
FTI CONSULTING INC COMMON STOCK 302941109 403 12,100 SH   DFND 2 12,100 0 0
FTI CONSULTING INC COMMON STOCK 302941109 3,794 113,785 SH   DFND 4 0 0 113,785
FUTUREFUEL CORP COMMON STOCK 36116M106 1,295 63,806 SH   DFND 2 52,937 0 10,869
FUTUREFUEL CORP COMMON STOCK 36116M106 2,110 103,927 SH   DFND 4 2,055 0 101,872
G & K SERVICES INC -CL A COMMON STOCK 361268105 761 12,441 SH   DFND 2 10,344 0 2,097
G & K SERVICES INC -CL A COMMON STOCK 361268105 1,251 20,451 SH   DFND 4 451 0 20,000
GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 1,045 96,700 SH   DFND 2 29,300 0 67,400
GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 2,217 205,128 SH   DFND 4 68,000 0 137,128
GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 744 18,100 SH   DFND 2 18,100 0 0
GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 4,463 108,595 SH   DFND 4 0 0 108,595
GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 5,928 162,584 SH   DFND 2 157,398 0 5,186
GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 69,734 1,912,603 SH   DFND 4 105,885 0 1,806,718
GANNETT CO COMMON STOCK 364730101 770 27,904 SH   DFND 2 27,904 0 0
GANNETT CO COMMON STOCK 364730101 4,454 161,374 SH   DFND 4 8,748 0 152,626
GAP INC/THE COMMON STOCK 364760108 3,482 86,918 SH   DFND 2 86,918 0 0
GAP INC/THE COMMON STOCK 364760108 72,844 1,818,381 SH   DFND 4 40,111 0 1,778,270
GARMIN LTD ORDINARY SHARES H2906T109 267 4,823 SH   DFND 2 4,823 0 0
GARMIN LTD ORDINARY SHARES H2906T109 4,314 78,060 SH   DFND 4 0 0 78,060
GARTNER INC COMMON STOCK 366651107 1,575 22,684 SH   DFND 2 15,484 0 7,200
GARTNER INC COMMON STOCK 366651107 3,485 50,187 SH   DFND 4 0 0 50,187
GENERAC HOLDINGS INC COMMON STOCK 368736104 2,096 35,550 SH   DFND 2 30,534 0 5,016
GENERAC HOLDINGS INC COMMON STOCK 368736104 9,559 162,092 SH   DFND 4 922 0 161,170
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 140 139,000 SH   DFND 2 0 0 139,000
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 627 625,000 SH   DFND 4 0 0 625,000
GENERAL DYNAMICS CORP COMMON STOCK 369550108 16,245 149,142 SH   DFND 2 139,517 0 9,625
GENERAL DYNAMICS CORP COMMON STOCK 369550108 821,587 7,543,036 SH   DFND 4 57,400 0 7,485,636
GENERAL ELECTRIC CO COMMON STOCK 369604103 17,946 693,147 SH   DFND 2 675,731 0 17,416
GENERAL ELECTRIC CO COMMON STOCK 369604103 206,802 7,987,702 SH   DFND 4 218,967 0 7,768,735
GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 1,490 67,738 SH   DFND 2 54,895 0 12,843
GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 454 20,622 SH   DFND 4 0 0 20,622
GENERAL MILLS INC COMMON STOCK 370334104 2,810 54,218 SH   DFND 2 45,018 0 9,200
GENERAL MILLS INC COMMON STOCK 370334104 7,320 141,267 SH   DFND 4 0 0 141,267
GENERAL MOTORS CO COMMON STOCK 37045V100 10,525 305,790 SH   DFND 2 298,590 0 7,200
GENERAL MOTORS CO COMMON STOCK 37045V100 206,819 6,008,697 SH   DFND 4 143,267 0 5,865,430
GENERAL MOTORS-CW16 WARRANTS 37045V118 36 1,328 SH   DFND 2 0 0 1,328
GENERAL MOTORS-CW16 WARRANTS 37045V118 625 25,168 SH   DFND 4 0 0 25,168
GENERAL MOTORS-CW19 WARRANTS 37045V126 25 1,328 SH   DFND 2 0 0 1,328
GENERAL MOTORS-CW19 WARRANTS 37045V126 438 25,168 SH   DFND 4 0 0 25,168
GENESCO INC COMMON STOCK 371532102 704 9,437 SH   DFND 2 7,815 0 1,622
GENESCO INC COMMON STOCK 371532102 1,143 15,328 SH   DFND 4 327 0 15,001
GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 3,096 24,214 SH   DFND 2 0 0 24,214
GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 9,651 75,486 SH   DFND 4 0 0 75,486
GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 977 10,034 SH   DFND 2 10,034 0 0
GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 38,565 396,274 SH   DFND 4 0 0 396,274
GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 2,149 216,195 SH   DFND 2 192,512 0 23,683
GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 49,241 4,953,806 SH   DFND 4 4,358 0 4,949,448
GENTEX CORP COMMON STOCK 371901109 449 14,255 SH   DFND 2 14,255 0 0
GENTEX CORP COMMON STOCK 371901109 3,669 116,371 SH   DFND 4 6,607 0 109,764
GENUINE PARTS CO COMMON STOCK 372460105 530 6,108 SH   DFND 2 6,108 0 0
GENUINE PARTS CO COMMON STOCK 372460105 0 0 SH   DFND 4 0 0 0
GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 10,174 573,848 SH   DFND 2 565,548 0 8,300
GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 95,734 5,399,521 SH   DFND 4 269,803 0 5,129,718
GEO GROUP INC/THE COMMON STOCK 36159R103 935 28,991 SH   DFND 2 20,824 0 8,167
GEO GROUP INC/THE COMMON STOCK 36159R103 410 12,718 SH   DFND 4 0 0 12,718
GERMAN AMERICAN BANCORP COMMON STOCK 373865104 1,164 40,300 SH   DFND 2 12,600 0 27,700
GERMAN AMERICAN BANCORP COMMON STOCK 373865104 2,487 86,100 SH   DFND 4 29,300 0 56,800
GILEAD SCIENCES INC COMMON STOCK 375558103 13,023 183,782 SH   DFND 2 183,782 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 379,424 5,354,557 SH   DFND 4 0 0 5,354,557
GILEAD SCIENCES INC CONV. NOTE 375558AP8 7,905 2,541,000 SH   DFND 2 0 0 2,541,000
GILEAD SCIENCES INC CONV. NOTE 375558AP8 24,557 7,894,000 SH   DFND 4 0 0 7,894,000
GLAXOSMITHKLINE PLC-SPON ADR COMMON STOCK - ADR 37733W105 0 0 SH   DFND 2 0 0 0
GLAXOSMITHKLINE PLC-SPON ADR COMMON STOCK - ADR 37733W105 6,486 121,400 SH   DFND 4 0 0 121,400
GLIMCHER REALTY TRUST COMMON STOCK 379302102 112 11,125 SH   DFND 2 8,671 0 2,454
GLIMCHER REALTY TRUST COMMON STOCK 379302102 446 44,459 SH   DFND 4 2,318 0 42,141
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 1,075 156,695 SH   DFND 2 143,542 0 13,153
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 4,403 641,907 SH   DFND 4 183,400 0 458,507
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 0 0 SH   DFND 2 0 0 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 136,055 8,621,972 SH   DFND 4 0 0 8,621,972
GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 2,525 121,300 SH   DFND 2 36,100 0 85,200
GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 5,138 246,800 SH   DFND 4 83,900 0 162,900
GLOBUS MEDICAL INC - A COMMON STOCK 379577208 942 35,427 SH   DFND 2 29,583 0 5,844
GLOBUS MEDICAL INC - A COMMON STOCK 379577208 2,329 87,593 SH   DFND 4 1,346 0 86,247
GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 42 947 SH   DFND 2 947 0 0
GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 15,988 363,207 SH   DFND 4 0 0 363,207
GOLDCORP INC ORDINARY SHARES 380956409 0 0 SH   DFND 2 0 0 0
GOLDCORP INC ORDINARY SHARES 380956409 5,136 209,800 SH   DFND 4 0 0 209,800
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 6,364 38,839 SH   DFND 2 38,839 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 94,731 578,154 SH   DFND 4 10,106 0 568,048
GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AG3 1,036 1,007,000 SH   DFND 2 0 0 1,007,000
GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AG3 3,633 3,531,000 SH   DFND 4 0 0 3,531,000
GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 1,721 23,765 SH   DFND 2 0 0 23,765
GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 5,381 74,315 SH   DFND 4 0 0 74,315
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 2,771 106,040 SH   DFND 2 39,740 0 66,300
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 5,312 203,300 SH   DFND 4 68,800 0 134,500
GOOGLE INC-CL A COMMON STOCK 38259P508 49,963 44,830 SH   DFND 2 42,331 0 2,499
GOOGLE INC-CL A COMMON STOCK 38259P508 827,740 742,694 SH   DFND 4 468 0 742,226
GOVERNMENT PROPERTIES INCOME COMMON STOCK 38376A103 797 31,623 SH   DFND 2 22,566 0 9,057
GOVERNMENT PROPERTIES INCOME COMMON STOCK 38376A103 144 5,727 SH   DFND 4 0 0 5,727
GRAHAM HOLDINGS CO-CLASS B COMMON STOCK 384637104 516 733 SH   DFND 2 733 0 0
GRAHAM HOLDINGS CO-CLASS B COMMON STOCK 384637104 3,177 4,515 SH   DFND 4 259 0 4,256
GRANA Y MONTERO SA -SPON ADR COMMON STOCK - ADR 38500P208 49 2,838 SH   DFND 2 2,838 0 0
GRANA Y MONTERO SA -SPON ADR COMMON STOCK - ADR 38500P208 327 18,974 SH   DFND 4 461 0 18,513
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 510 10,931 SH   DFND 2 9,132 0 1,799
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 654 14,000 SH   DFND 4 0 0 14,000
GREAT PLAINS ENERGY INC COMMON STOCK 391164100 0 0 SH   DFND 2 0 0 0
GREAT PLAINS ENERGY INC COMMON STOCK 391164100 4,263 157,670 SH   DFND 4 0 0 157,670
GREATBATCH INC COMMON STOCK 39153L106 2,573 56,036 SH   DFND 2 48,754 0 7,282
GREATBATCH INC COMMON STOCK 39153L106 7,337 159,776 SH   DFND 4 1,060 0 158,716
GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 102 5,236 SH   DFND 2 4,077 0 1,159
GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 404 20,710 SH   DFND 4 1,307 0 19,403
GREENBRIER COMPANIES INC COMMON STOCK 393657101 1,926 42,240 SH   DFND 2 34,676 0 7,564
GREENBRIER COMPANIES INC COMMON STOCK 393657101 3,200 70,170 SH   DFND 4 1,264 0 68,906
GREENHILL & CO INC COMMON STOCK 395259104 39 745 SH   DFND 2 745 0 0
GREENHILL & CO INC COMMON STOCK 395259104 20,969 403,400 SH   DFND 4 0 0 403,400
GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 4,919 119,110 SH   DFND 2 119,110 0 0
GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 40,713 985,779 SH   DFND 4 0 0 985,779
GROUPON INC COMMON STOCK 399473107 2,792 356,062 SH   DFND 2 356,062 0 0
GROUPON INC COMMON STOCK 399473107 37,808 4,822,478 SH   DFND 4 0 0 4,822,478
GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAB2 3,829 2,371,000 SH   DFND 2 0 0 2,371,000
GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAB2 11,772 7,289,000 SH   DFND 4 0 0 7,289,000
GT ADVANCED TECHNOLOGIES INC COMMON STOCK 36191U106 3,239 189,978 SH   DFND 2 66,348 0 123,630
GT ADVANCED TECHNOLOGIES INC COMMON STOCK 36191U106 6,822 400,127 SH   DFND 4 128,449 0 271,678
GULFPORT ENERGY CORP COMMON STOCK 402635304 9,574 134,502 SH   DFND 2 111,341 0 23,161
GULFPORT ENERGY CORP COMMON STOCK 402635304 250,439 3,518,393 SH   DFND 4 24,745 0 3,493,648
H&R BLOCK INC COMMON STOCK 093671105 1,467 48,579 SH   DFND 2 48,579 0 0
H&R BLOCK INC COMMON STOCK 093671105 16,814 556,929 SH   DFND 4 0 0 556,929
HAEMONETICS CORP/MASS COMMON STOCK 405024100 319 9,779 SH   DFND 2 8,254 0 1,525
HAEMONETICS CORP/MASS COMMON STOCK 405024100 420 12,878 SH   DFND 4 0 0 12,878
HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 448 4,895 SH   DFND 2 4,400 0 495
HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 649 7,092 SH   DFND 4 207 0 6,885
HALLIBURTON CO COMMON STOCK 406216101 10,164 172,591 SH   DFND 2 172,591 0 0
HALLIBURTON CO COMMON STOCK 406216101 227,541 3,863,837 SH   DFND 4 0 0 3,863,837
HANESBRANDS INC COMMON STOCK 410345102 693 9,055 SH   DFND 2 9,055 0 0
HANESBRANDS INC COMMON STOCK 410345102 9,878 129,157 SH   DFND 4 3,622 0 125,535
HANGER INC COMMON STOCK 41043F208 866 25,701 SH   DFND 2 21,355 0 4,346
HANGER INC COMMON STOCK 41043F208 3,929 116,662 SH   DFND 4 914 0 115,748
HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 2,408 103,347 SH   DFND 2 38,179 0 65,168
HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 5,676 243,598 SH   DFND 4 68,828 0 174,770
HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 0 0 SH   DFND 2 0 0 0
HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 2,272 158,346 SH   DFND 4 0 0 158,346
HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 2,544 41,400 SH   DFND 2 12,800 0 28,600
HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 5,388 87,700 SH   DFND 4 29,700 0 58,000
HARBINGER GROUP INC COMMON STOCK 41146A106 1,059 86,570 SH   DFND 2 71,476 0 15,094
HARBINGER GROUP INC COMMON STOCK 41146A106 70,780 5,787,403 SH   DFND 4 3,737 0 5,783,666
HARLEY-DAVIDSON INC COMMON STOCK 412822108 588 8,827 SH   DFND 2 8,827 0 0
HARLEY-DAVIDSON INC COMMON STOCK 412822108 0 0 SH   DFND 4 0 0 0
HARMAN INTERNATIONAL COMMON STOCK 413086109 281 2,638 SH   DFND 2 2,638 0 0
HARMAN INTERNATIONAL COMMON STOCK 413086109 7,679 72,170 SH   DFND 4 0 0 72,170
HARRIS CORP COMMON STOCK 413875105 323 4,411 SH   DFND 2 4,411 0 0
HARRIS CORP COMMON STOCK 413875105 0 0 SH   DFND 4 0 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 11,244 318,794 SH   DFND 2 318,794 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 230,117 6,524,437 SH   DFND 4 101,400 0 6,423,037
HASBRO INC COMMON STOCK 418056107 2,773 49,856 SH   DFND 2 49,856 0 0
HASBRO INC COMMON STOCK 418056107 41,387 744,095 SH   DFND 4 61,200 0 682,895
HATTERAS FINANCIAL CORP COMMON STOCK 41902R103 671 35,620 SH   DFND 2 35,620 0 0
HATTERAS FINANCIAL CORP COMMON STOCK 41902R103 10,383 550,800 SH   DFND 4 45,900 0 504,900
HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 858 61,486 SH   DFND 2 50,891 0 10,595
HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 1,405 100,616 SH   DFND 4 2,122 0 98,494
HCA HOLDINGS INC COMMON STOCK 40412C101 75 1,434 SH   DFND 2 1,434 0 0
HCA HOLDINGS INC COMMON STOCK 40412C101 604 11,514 SH   DFND 4 0 0 11,514
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 591 13,000 SH   DFND 2 13,000 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 1,501 32,995 SH   DFND 4 0 0 32,995
HCP INC COMMON STOCK 40414L109 2,076 53,530 SH   DFND 2 43,430 0 10,100
HCP INC COMMON STOCK 40414L109 248 6,387 SH   DFND 4 0 0 6,387
HEALTH CARE REIT INC COMMON STOCK 42217K106 1,815 30,448 SH   DFND 2 24,996 0 5,452
HEALTH CARE REIT INC COMMON STOCK 42217K106 209 3,502 SH   DFND 4 0 0 3,502
HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 163 2,936 SH   DFND 2 0 0 2,936
HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 845 15,214 SH   DFND 4 0 0 15,214
HEALTH INSURANCE INNOVATIO-A COMMON STOCK 42225K106 1,018 98,468 SH   DFND 2 30,717 0 67,751
HEALTH INSURANCE INNOVATIO-A COMMON STOCK 42225K106 2,178 210,674 SH   DFND 4 71,773 0 138,901
HEALTH NET INC COMMON STOCK 42222G108 305 8,955 SH   DFND 2 8,125 0 830
HEALTH NET INC COMMON STOCK 42222G108 1,999 58,789 SH   DFND 4 3,286 0 55,503
HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P105 1,173 103,000 SH   DFND 2 30,800 0 72,200
HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P105 2,416 212,081 SH   DFND 4 71,400 0 140,681
HEALTHSOUTH CORP COMMON STOCK 421924309 332 9,251 SH   DFND 2 7,753 0 1,498
HEALTHSOUTH CORP COMMON STOCK 421924309 430 11,979 SH   DFND 4 0 0 11,979
HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 2,101 77,839 SH   DFND 2 25,833 0 52,006
HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 4,626 171,409 SH   DFND 4 52,900 0 118,509
HEICO CORP COMMON STOCK 422806109 824 13,691 SH   DFND 2 11,942 0 1,749
HEICO CORP COMMON STOCK 422806109 1,141 18,974 SH   DFND 4 531 0 18,443
HELMERICH & PAYNE COMMON STOCK 423452101 454 4,223 SH   DFND 2 4,223 0 0
HELMERICH & PAYNE COMMON STOCK 423452101 9,888 91,928 SH   DFND 4 0 0 91,928
HENRY SCHEIN INC COMMON STOCK 806407102 1,144 9,583 SH   DFND 2 6,483 0 3,100
HENRY SCHEIN INC COMMON STOCK 806407102 2,531 21,206 SH   DFND 4 0 0 21,206
HERBALIFE LTD ORDINARY SHARES G4412G101 2 40 SH   DFND 2 40 0 0
HERBALIFE LTD ORDINARY SHARES G4412G101 4,468 78,019 SH   DFND 4 0 0 78,019
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 105 86,000 SH   DFND 2 0 0 86,000
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 578 474,000 SH   DFND 4 0 0 474,000
HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 1,262 89,703 SH   DFND 2 28,533 0 61,170
HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 2,740 194,747 SH   DFND 4 66,108 0 128,639
HERITAGE FINANCIAL GROUP INC COMMON STOCK 42726X102 715 36,403 SH   DFND 2 30,141 0 6,262
HERITAGE FINANCIAL GROUP INC COMMON STOCK 42726X102 907 46,138 SH   DFND 4 0 0 46,138
HERSHEY CO/THE COMMON STOCK 427866108 3,911 37,465 SH   DFND 2 27,565 0 9,900
HERSHEY CO/THE COMMON STOCK 427866108 7,426 71,134 SH   DFND 4 0 0 71,134
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 1,020 316,000 SH   DFND 2 0 0 316,000
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 3,287 1,018,000 SH   DFND 4 0 0 1,018,000
HESS CORP COMMON STOCK 42809H107 911 10,996 SH   DFND 2 10,996 0 0
HESS CORP COMMON STOCK 42809H107 0 0 SH   DFND 4 0 0 0
HEWLETT-PACKARD CO COMMON STOCK 428236103 2,587 79,952 SH   DFND 2 79,952 0 0
HEWLETT-PACKARD CO COMMON STOCK 428236103 45,715 1,412,696 SH   DFND 4 0 0 1,412,696
HFF INC-CLASS A COMMON STOCK 40418F108 2,307 68,634 SH   DFND 2 56,543 0 12,091
HFF INC-CLASS A COMMON STOCK 40418F108 3,601 107,148 SH   DFND 4 2,207 0 104,941
HI-CRUSH PARTNERS LP STOCK UNIT 428337109 0 0 SH   DFND 2 0 0 0
HI-CRUSH PARTNERS LP STOCK UNIT 428337109 3,136 77,768 SH   DFND 4 0 0 77,768
HI-CRUSH PARTNERS LP STOCK UNIT 428337109 0 0 SH   DFND 2 0 0 0
HI-CRUSH PARTNERS LP STOCK UNIT 428337109 3,136 77,768 SH   DFND 4 0 0 77,768
HILLENBRAND INC COMMON STOCK 431571108 2,053 63,500 SH   DFND 2 19,700 0 43,800
HILLENBRAND INC COMMON STOCK 431571108 4,326 133,800 SH   DFND 4 45,500 0 88,300
HILL-ROM HOLDINGS INC COMMON STOCK 431475102 894 23,185 SH   DFND 2 19,107 0 4,078
HILL-ROM HOLDINGS INC COMMON STOCK 431475102 1,449 37,609 SH   DFND 4 743 0 36,866
HILLSHIRE BRANDS CO/THE COMMON STOCK 432589109 200 5,367 SH   DFND 2 5,367 0 0
HILLSHIRE BRANDS CO/THE COMMON STOCK 432589109 33,824 907,787 SH   DFND 4 0 0 907,787
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 9,675 435,049 SH   DFND 2 419,769 0 15,280
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 44,804 2,014,590 SH   DFND 4 35,458 0 1,979,132
HIMAX TECHNOLOGIES INC-ADR COMMON STOCK - ADR 43289P106 26 2,231 SH   DFND 2 2,231 0 0
HIMAX TECHNOLOGIES INC-ADR COMMON STOCK - ADR 43289P106 16,207 1,406,837 SH   DFND 4 0 0 1,406,837
HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 0 0 SH   DFND 2 0 0 0
HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 823 19,000 SH   DFND 4 0 0 19,000
HOLLYFRONTIER CORP COMMON STOCK 436106108 552 11,600 SH   DFND 2 11,600 0 0
HOLLYFRONTIER CORP COMMON STOCK 436106108 1,962 41,234 SH   DFND 4 0 0 41,234
HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 2,004 93,016 SH   DFND 2 93,016 0 0
HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 20,603 956,506 SH   DFND 4 919 0 955,587
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 1,945 1,903,000 SH   DFND 2 0 0 1,903,000
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 6,448 6,310,000 SH   DFND 4 0 0 6,310,000
HOME DEPOT INC COMMON STOCK 437076102 18,946 239,434 SH   DFND 2 219,423 0 20,011
HOME DEPOT INC COMMON STOCK 437076102 188,533 2,382,568 SH   DFND 4 19,374 0 2,363,194
HOME INNS & HOTELS MANAG-ADR COMMON STOCK - ADR 43713W107 523 16,193 SH   DFND 2 16,193 0 0
HOME INNS & HOTELS MANAG-ADR COMMON STOCK - ADR 43713W107 715 22,137 SH   DFND 4 452 0 21,685
HOME LOAN SERVICING SOLUTION ORDINARY SHARES G6648D109 0 0 SH   DFND 2 0 0 0
HOME LOAN SERVICING SOLUTION ORDINARY SHARES G6648D109 33,766 1,563,257 SH   DFND 4 0 0 1,563,257
HOME PROPERTIES INC COMMON STOCK 437306103 967 16,090 SH   DFND 2 11,522 0 4,568
HOME PROPERTIES INC COMMON STOCK 437306103 175 2,919 SH   DFND 4 0 0 2,919
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 14,270 153,841 SH   DFND 2 153,841 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 317,454 3,422,314 SH   DFND 4 61,600 0 3,360,714
HORACE MANN EDUCATORS COMMON STOCK 440327104 0 0 SH   DFND 2 0 0 0
HORACE MANN EDUCATORS COMMON STOCK 440327104 1,835 63,275 SH   DFND 4 0 0 63,275
HORIZON TECHNOLOGY FINANCE C COMMON STOCK 44045A102 322 25,727 SH   DFND 2 8,141 0 17,586
HORIZON TECHNOLOGY FINANCE C COMMON STOCK 44045A102 695 55,577 SH   DFND 4 18,916 0 36,661
HORMEL FOODS CORP COMMON STOCK 440452100 261 5,300 SH   DFND 2 5,300 0 0
HORMEL FOODS CORP COMMON STOCK 440452100 0 0 SH   DFND 4 0 0 0
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 1,630 1,432,000 SH   DFND 2 0 0 1,432,000
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 5,594 4,915,000 SH   DFND 4 0 0 4,915,000
HORSEHEAD HOLDING CORP COMMON STOCK 440694305 973 57,875 SH   DFND 2 47,631 0 10,244
HORSEHEAD HOLDING CORP COMMON STOCK 440694305 1,667 99,113 SH   DFND 4 2,310 0 96,803
HOSPIRA INC COMMON STOCK 441060100 276 6,370 SH   DFND 2 6,370 0 0
HOSPIRA INC COMMON STOCK 441060100 0 0 SH   DFND 4 0 0 0
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 2,392 118,160 SH   DFND 2 93,397 0 24,763
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 480 23,704 SH   DFND 4 0 0 23,704
HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 2,018 426,700 SH   DFND 2 426,700 0 0
HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 9,411 1,989,600 SH   DFND 4 0 0 1,989,600
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 3,888 27,246 SH   DFND 2 21,246 0 6,000
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 9,547 66,900 SH   DFND 4 6,000 0 60,900
HSN INC COMMON STOCK 404303109 598 10,007 SH   DFND 2 8,782 0 1,225
HSN INC COMMON STOCK 404303109 13,080 218,986 SH   DFND 4 0 0 218,986
HUDSON CITY BANCORP INC COMMON STOCK 443683107 188 19,086 SH   DFND 2 19,086 0 0
HUDSON CITY BANCORP INC COMMON STOCK 443683107 0 0 SH   DFND 4 0 0 0
HUMANA INC COMMON STOCK 444859102 811 7,197 SH   DFND 2 7,197 0 0
HUMANA INC COMMON STOCK 444859102 78,811 699,176 SH   DFND 4 0 0 699,176
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1,541 154,558 SH   DFND 2 154,558 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 4,507 452,017 SH   DFND 4 0 0 452,017
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 2,131 20,836 SH   DFND 2 6,521 0 14,315
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 4,550 44,495 SH   DFND 4 15,159 0 29,336
HUNTSMAN CORP COMMON STOCK 447011107 4,052 165,910 SH   DFND 2 150,785 0 15,125
HUNTSMAN CORP COMMON STOCK 447011107 58,890 2,411,551 SH   DFND 4 18,215 0 2,393,336
HYSTER-YALE MATERIALS COMMON STOCK 449172105 724 7,422 SH   DFND 2 7,047 0 375
HYSTER-YALE MATERIALS COMMON STOCK 449172105 3,317 34,023 SH   DFND 4 0 0 34,023
IAC/INTERACTIVECORP COMMON STOCK 44919P508 0 0 SH   DFND 2 0 0 0
IAC/INTERACTIVECORP COMMON STOCK 44919P508 3,446 48,269 SH   DFND 4 0 0 48,269
IDACORP INC COMMON STOCK 451107106 2,113 38,100 SH   DFND 2 11,900 0 26,200
IDACORP INC COMMON STOCK 451107106 4,515 81,400 SH   DFND 4 27,700 0 53,700
IDEX CORP COMMON STOCK 45167R104 510 6,992 SH   DFND 2 6,992 0 0
IDEX CORP COMMON STOCK 45167R104 4,273 58,617 SH   DFND 4 3,244 0 55,373
IDT CORP-CLASS B COMMON STOCK 448947507 691 41,461 SH   DFND 2 35,846 0 5,615
IDT CORP-CLASS B COMMON STOCK 448947507 775 46,495 SH   DFND 4 1,404 0 45,091
II-VI INC COMMON STOCK 902104108 745 48,265 SH   DFND 2 39,948 0 8,317
II-VI INC COMMON STOCK 902104108 1,333 86,375 SH   DFND 4 1,662 0 84,713
ILLINOIS TOOL WORKS COMMON STOCK 452308109 1,286 15,818 SH   DFND 2 15,818 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 4,855 59,700 SH   DFND 4 0 0 59,700
IMPAX LABORATORIES INC COMMON STOCK 45256B101 3,323 125,791 SH   DFND 2 120,640 0 5,151
IMPAX LABORATORIES INC COMMON STOCK 45256B101 9,556 361,704 SH   DFND 4 1,077 0 360,627
INCONTACT INC COMMON STOCK 45336E109 501 52,220 SH   DFND 2 43,849 0 8,371
INCONTACT INC COMMON STOCK 45336E109 655 68,253 SH   DFND 4 0 0 68,253
INFOBLOX INC COMMON STOCK 45672H104 411 20,513 SH   DFND 2 17,281 0 3,232
INFOBLOX INC COMMON STOCK 45672H104 547 27,244 SH   DFND 4 722 0 26,522
ING US INC COMMON STOCK 45685E106 0 0 SH   DFND 2 0 0 0
ING US INC COMMON STOCK 45685E106 391 10,783 SH   DFND 4 0 0 10,783
INGERSOLL-RAND PLC ORDINARY SHARES G47791101 3,050 53,286 SH   DFND 2 53,286 0 0
INGERSOLL-RAND PLC ORDINARY SHARES G47791101 14,306 249,932 SH   DFND 4 10,725 0 239,207
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 767 13,532 SH   DFND 2 11,237 0 2,295
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 1,246 21,972 SH   DFND 4 192 0 21,780
INNOSPEC INC COMMON STOCK 45768S105 1,282 28,345 SH   DFND 2 23,529 0 4,816
INNOSPEC INC COMMON STOCK 45768S105 1,658 36,666 SH   DFND 4 0 0 36,666
INSMED INC COMMON STOCK 457669307 16 859 SH   DFND 2 859 0 0
INSMED INC COMMON STOCK 457669307 4,589 241,000 SH   DFND 4 0 0 241,000
INSTALLED BUILDING PRODUCTS COMMON STOCK 45780R101 1,369 98,161 SH   DFND 2 30,639 0 67,522
INSTALLED BUILDING PRODUCTS COMMON STOCK 45780R101 2,913 208,839 SH   DFND 4 70,745 0 138,094
INSULET CORP COMMON STOCK 45784P101 1,208 25,466 SH   DFND 2 21,255 0 4,211
INSULET CORP COMMON STOCK 45784P101 1,555 32,801 SH   DFND 4 0 0 32,801
INSYS THERAPEUTICS INC COMMON STOCK 45824V209 1,154 27,860 SH   DFND 2 23,099 0 4,761
INSYS THERAPEUTICS INC COMMON STOCK 45824V209 1,924 46,450 SH   DFND 4 948 0 45,502
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 2,784 179,049 SH   DFND 2 85,205 0 93,844
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 5,637 362,487 SH   DFND 4 89,915 0 272,572
INTEL CORP COMMON STOCK 458140100 7,283 282,194 SH   DFND 2 282,194 0 0
INTEL CORP COMMON STOCK 458140100 77,736 3,011,868 SH   DFND 4 108,900 0 2,902,968
INTEL CORP CONVERTIBLE BONDS 458140AF7 3,874 2,771,000 SH   DFND 2 0 0 2,771,000
INTEL CORP CONVERTIBLE BONDS 458140AF7 9,105 6,512,000 SH   DFND 4 0 0 6,512,000
INTELIQUENT INC COMMON STOCK 45825N107 734 50,491 SH   DFND 2 42,163 0 8,328
INTELIQUENT INC COMMON STOCK 45825N107 945 65,044 SH   DFND 4 0 0 65,044
INTELSAT SA CONVERTIBLE PREF L5140P119 2,127 39,638 SH   DFND 2 0 0 39,638
INTELSAT SA CONVERTIBLE PREF L5140P119 6,988 130,260 SH   DFND 4 0 0 130,260
INTER PARFUMS INC COMMON STOCK 458334109 645 17,803 SH   DFND 2 17,803 0 0
INTER PARFUMS INC COMMON STOCK 458334109 2,359 65,139 SH   DFND 4 0 0 65,139
INTERCEPT PHARMACEUTICALS IN COMMON STOCK 45845P108 692 2,097 SH   DFND 2 1,808 0 289
INTERCEPT PHARMACEUTICALS IN COMMON STOCK 45845P108 1,015 3,077 SH   DFND 4 87 0 2,990
INTERCONTINENTALEXCHANGE GRO COMMON STOCK 45866F104 925 4,677 SH   DFND 2 4,677 0 0
INTERCONTINENTALEXCHANGE GRO COMMON STOCK 45866F104 0 0 SH   DFND 4 0 0 0
INTERMUNE INC COMMON STOCK 45884X103 2,281 68,162 SH   DFND 2 61,990 0 6,172
INTERMUNE INC COMMON STOCK 45884X103 53,803 1,607,513 SH   DFND 4 1,896 0 1,605,617
INTERMUNE INC CONV. NOTE 45884XAE3 1,071 833,000 SH   DFND 2 0 0 833,000
INTERMUNE INC CONV. NOTE 45884XAE3 3,332 2,592,000 SH   DFND 4 0 0 2,592,000
INTERNATIONAL PAPER CO COMMON STOCK 460146103 5,061 110,308 SH   DFND 2 110,308 0 0
INTERNATIONAL PAPER CO COMMON STOCK 460146103 123,338 2,688,282 SH   DFND 4 74,390 0 2,613,892
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 293 17,117 SH   DFND 2 17,117 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 0 0 SH   DFND 4 0 0 0
INTERXION HOLDING NV ORDINARY SHARES N47279109 31 1,273 SH   DFND 2 1,273 0 0
INTERXION HOLDING NV ORDINARY SHARES N47279109 902 37,600 SH   DFND 4 0 0 37,600
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 7,521 39,074 SH   DFND 2 39,074 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 18,237 94,742 SH   DFND 4 0 0 94,742
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 2,449 25,600 SH   DFND 2 18,500 0 7,100
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 4,779 49,955 SH   DFND 4 0 0 49,955
INTL GAME TECHNOLOGY COMMON STOCK 459902102 553 39,359 SH   DFND 2 39,359 0 0
INTL GAME TECHNOLOGY COMMON STOCK 459902102 6,317 449,274 SH   DFND 4 0 0 449,274
INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 1,036 101,257 SH   DFND 2 84,540 0 16,717
INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 1,377 134,604 SH   DFND 4 3,838 0 130,766
INTRAWEST RESORTS HOLDINGS I COMMON STOCK 46090K109 1,329 101,953 SH   DFND 2 42,810 0 59,143
INTRAWEST RESORTS HOLDINGS I COMMON STOCK 46090K109 21,259 1,630,316 SH   DFND 4 61,156 0 1,569,160
INTREXON CORP COMMON STOCK 46122T102 0 0 SH   DFND 2 0 0 0
INTREXON CORP COMMON STOCK 46122T102 693 26,371 SH   DFND 4 0 0 26,371
INTUIT INC COMMON STOCK 461202103 3,847 49,492 SH   DFND 2 37,570 0 11,922
INTUIT INC COMMON STOCK 461202103 6,926 89,097 SH   DFND 4 0 0 89,097
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 1,739 3,971 SH   DFND 2 3,971 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 9,020 20,594 SH   DFND 4 1,112 0 19,482
INVESCO LTD COMMON STOCK G491BT108 2,641 71,372 SH   DFND 2 71,372 0 0
INVESCO LTD COMMON STOCK G491BT108 32,917 889,656 SH   DFND 4 73,600 0 816,056
INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 74 4,486 SH   DFND 2 3,509 0 977
INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 292 17,700 SH   DFND 4 0 0 17,700
INVESTORS BANCORP INC COMMON STOCK 46146P102 2,452 88,712 SH   DFND 2 28,319 0 60,393
INVESTORS BANCORP INC COMMON STOCK 46146P102 5,179 187,382 SH   DFND 4 63,502 0 123,880
INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 121 13,472 SH   DFND 2 10,476 0 2,996
INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 471 52,496 SH   DFND 4 3,095 0 49,401
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 407 54,162 SH   DFND 2 45,228 0 8,934
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 14,265 1,899,438 SH   DFND 4 1,752 0 1,897,686
ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 94 1,400 SH   DFND 2 1,400 0 0
ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 742 11,043 SH   DFND 4 4,989 0 6,054
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 183 4,454 SH   DFND 2 4,454 0 0
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 1,365 33,290 SH   DFND 4 33,150 0 140
ISHARES MSCI TAIWAN ETF EXCHANGE TRADED FUNDS 464286731 673 46,791 SH   DFND 2 46,791 0 0
ISHARES MSCI TAIWAN ETF EXCHANGE TRADED FUNDS 464286731 857 59,620 SH   DFND 4 1,520 0 58,100
ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 741 5,445 SH   DFND 2 4,400 0 1,045
ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 0 0 SH   DFND 4 0 0 0
ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 0 0 SH   DFND 2 0 0 0
ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 16,843 695,400 SH   DFND 4 0 0 695,400
ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 536 12,412 SH   DFND 2 10,987 0 1,425
ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 728 16,837 SH   DFND 4 0 0 16,837
ISTAR FINANCIAL INC COMMON STOCK 45031U101 2,826 191,486 SH   DFND 2 64,998 0 126,488
ISTAR FINANCIAL INC COMMON STOCK 45031U101 6,279 425,375 SH   DFND 4 132,210 0 293,165
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 21,366 9,137,000 SH   DFND 2 0 0 9,137,000
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 17,556 12,462,000 SH   DFND 4 0 0 12,462,000
ITAU UNIBANCO HLDNG-PREF ADR COMMON STOCK - ADR 465562106 189 12,687 SH   DFND 2 12,687 0 0
ITAU UNIBANCO HLDNG-PREF ADR COMMON STOCK - ADR 465562106 1,306 87,916 SH   DFND 4 1,950 0 85,966
ITC HOLDINGS CORP COMMON STOCK 465685105 585 15,664 SH   DFND 2 10,764 0 4,900
ITC HOLDINGS CORP COMMON STOCK 465685105 1,269 33,979 SH   DFND 4 0 0 33,979
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 2,507 87,421 SH   DFND 2 72,770 0 14,651
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 89,149 3,108,406 SH   DFND 4 2,911 0 3,105,495
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 1,056 16,633 SH   DFND 2 16,633 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 4,477 70,505 SH   DFND 4 0 0 70,505
JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 0 0 SH   DFND 2 0 0 0
JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 3,979 366,015 SH   DFND 4 0 0 366,015
JARDEN CORP COMMON STOCK 471109108 0 0 SH   DFND 2 0 0 0
JARDEN CORP COMMON STOCK 471109108 4,217 70,480 SH   DFND 4 0 0 70,480
JARDEN CORP CONV. NOTE 471109AH1 1,813 1,304,000 SH   DFND 2 0 0 1,304,000
JARDEN CORP CONV. NOTE 471109AH1 5,418 3,896,000 SH   DFND 4 0 0 3,896,000
JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 10,861 78,316 SH   DFND 2 74,087 0 4,229
JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 835,394 6,023,897 SH   DFND 4 1,450 0 6,022,447
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 475 54,700 SH   DFND 2 54,700 0 0
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 4,098 471,575 SH   DFND 4 0 0 471,575
JM SMUCKER CO/THE COMMON STOCK 832696405 455 4,675 SH   DFND 2 4,675 0 0
JM SMUCKER CO/THE COMMON STOCK 832696405 279 2,869 SH   DFND 4 0 0 2,869
JOHNSON & JOHNSON COMMON STOCK 478160104 32,684 332,734 SH   DFND 2 306,662 0 26,072
JOHNSON & JOHNSON COMMON STOCK 478160104 393,881 4,009,783 SH   DFND 4 138,135 0 3,871,648
JOHNSON CONTROLS INC COMMON STOCK 478366107 2,139 45,193 SH   DFND 2 45,193 0 0
JOHNSON CONTROLS INC COMMON STOCK 478366107 36,616 773,791 SH   DFND 4 22,100 0 751,691
JONES LANG LASALLE INC COMMON STOCK 48020Q107 877 7,400 SH   DFND 2 7,400 0 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 5,421 45,750 SH   DFND 4 0 0 45,750
JOY GLOBAL INC COMMON STOCK 481165108 261 4,505 SH   DFND 2 4,505 0 0
JOY GLOBAL INC COMMON STOCK 481165108 24,018 414,110 SH   DFND 4 0 0 414,110
JPMORGAN CHASE & CO COMMON STOCK 46625H100 26,261 432,567 SH   DFND 2 413,772 0 18,795
JPMORGAN CHASE & CO COMMON STOCK 46625H100 716,732 11,805,825 SH   DFND 4 182,187 0 11,623,638
JPMORGAN CHASE & CO-CW18 WARRANTS 46634E114 0 0 SH   DFND 2 0 0 0
JPMORGAN CHASE & CO-CW18 WARRANTS 46634E114 20,581 1,018,842 SH   DFND 4 0 0 1,018,842
JUNIPER NETWORKS INC COMMON STOCK 48203R104 1,673 64,927 SH   DFND 2 64,927 0 0
JUNIPER NETWORKS INC COMMON STOCK 48203R104 16,587 643,922 SH   DFND 4 0 0 643,922
KADANT INC COMMON STOCK 48282T104 704 19,296 SH   DFND 2 15,992 0 3,304
KADANT INC COMMON STOCK 48282T104 1,134 31,084 SH   DFND 4 0 0 31,084
KAISER ALUMINUM CORP COMMON STOCK 483007704 707 9,900 SH   DFND 2 9,900 0 0
KAISER ALUMINUM CORP COMMON STOCK 483007704 2,372 33,205 SH   DFND 4 0 0 33,205
KANSAS CITY SOUTHERN COMMON STOCK 485170302 440 4,312 SH   DFND 2 4,312 0 0
KANSAS CITY SOUTHERN COMMON STOCK 485170302 0 0 SH   DFND 4 0 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 95 3,283 SH   DFND 2 2,562 0 721
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 380 13,176 SH   DFND 4 927 0 12,249
KAR AUCTION SERVICES INC COMMON STOCK 48238T109 3,067 101,048 SH   DFND 2 92,271 0 8,777
KAR AUCTION SERVICES INC COMMON STOCK 48238T109 29,601 975,336 SH   DFND 4 1,344 0 973,992
KBR INC COMMON STOCK 48242W106 2 67 SH   DFND 2 67 0 0
KBR INC COMMON STOCK 48242W106 7,529 282,200 SH   DFND 4 0 0 282,200
KELLOGG CO COMMON STOCK 487836108 4,813 76,744 SH   DFND 2 76,744 0 0
KELLOGG CO COMMON STOCK 487836108 109,781 1,750,610 SH   DFND 4 87,500 0 1,663,110
KENNAMETAL INC COMMON STOCK 489170100 0 0 SH   DFND 2 0 0 0
KENNAMETAL INC COMMON STOCK 489170100 2,597 58,625 SH   DFND 4 0 0 58,625
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 552 5,230 SH   DFND 2 5,230 0 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 0 0 SH   DFND 4 0 0 0
KEY ENERGY SERVICES INC COMMON STOCK 492914106 2,220 240,249 SH   DFND 2 117,775 0 122,474
KEY ENERGY SERVICES INC COMMON STOCK 492914106 6,509 704,398 SH   DFND 4 105,602 0 598,796
KEYCORP COMMON STOCK 493267108 1,454 102,073 SH   DFND 2 102,073 0 0
KEYCORP COMMON STOCK 493267108 12,222 858,283 SH   DFND 4 22,094 0 836,189
KFORCE INC COMMON STOCK 493732101 3,074 144,204 SH   DFND 2 65,027 0 79,177
KFORCE INC COMMON STOCK 493732101 6,068 284,598 SH   DFND 4 76,153 0 208,445
KILROY REALTY CORP COMMON STOCK 49427F108 221 3,775 SH   DFND 2 3,775 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 1,877 32,045 SH   DFND 4 1,755 0 30,290
KIMBERLY-CLARK CORP COMMON STOCK 494368103 9,784 88,746 SH   DFND 2 75,870 0 12,876
KIMBERLY-CLARK CORP COMMON STOCK 494368103 40,863 370,635 SH   DFND 4 15,159 0 355,476
KIMCO REALTY CORP COMMON STOCK 49446R109 1,928 88,133 SH   DFND 2 67,626 0 20,507
KIMCO REALTY CORP COMMON STOCK 49446R109 1,636 74,752 SH   DFND 4 0 0 74,752
KINDER MORGAN INC COMMON STOCK 49456B101 1,824 56,149 SH   DFND 2 46,832 0 9,317
KINDER MORGAN INC COMMON STOCK 49456B101 2,090 64,337 SH   DFND 4 0 0 64,337
KINDRED BIOSCIENCES INC COMMON STOCK 494577109 0 0 SH   DFND 2 0 0 0
KINDRED BIOSCIENCES INC COMMON STOCK 494577109 2,787 150,400 SH   DFND 4 0 0 150,400
KINDRED HEALTHCARE INC COMMON STOCK 494580103 184 7,840 SH   DFND 2 6,108 0 1,732
KINDRED HEALTHCARE INC COMMON STOCK 494580103 831 35,503 SH   DFND 4 2,061 0 33,442
KIRBY CORP COMMON STOCK 497266106 1,371 13,540 SH   DFND 2 13,540 0 0
KIRBY CORP COMMON STOCK 497266106 25,150 248,400 SH   DFND 4 0 0 248,400
KKR & CO LP COMMON STOCK 48248M102 1,361 59,602 SH   DFND 2 59,602 0 0
KKR & CO LP COMMON STOCK 48248M102 84,356 3,693,354 SH   DFND 4 0 0 3,693,354
KLA-TENCOR CORPORATION COMMON STOCK 482480100 461 6,670 SH   DFND 2 6,670 0 0
KLA-TENCOR CORPORATION COMMON STOCK 482480100 3,128 45,241 SH   DFND 4 0 0 45,241
KODIAK OIL & GAS CORP COMMON STOCK 50015Q100 18,386 1,514,524 SH   DFND 2 1,339,170 0 175,354
KODIAK OIL & GAS CORP COMMON STOCK 50015Q100 94,010 7,743,857 SH   DFND 4 184,263 0 7,559,594
KOHLS CORP COMMON STOCK 500255104 454 8,001 SH   DFND 2 8,001 0 0
KOHLS CORP COMMON STOCK 500255104 93 1,646 SH   DFND 4 0 0 1,646
KOPPERS HOLDINGS INC COMMON STOCK 50060P106 606 14,700 SH   DFND 2 14,700 0 0
KOPPERS HOLDINGS INC COMMON STOCK 50060P106 1,320 32,015 SH   DFND 4 0 0 32,015
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 695 23,356 SH   DFND 2 19,702 0 3,654
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 1,054 35,389 SH   DFND 4 780 0 34,609
KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 4,065 72,466 SH   DFND 2 72,466 0 0
KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 62,480 1,113,729 SH   DFND 4 64,400 0 1,049,329
KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 2,143 81,996 SH   DFND 2 27,783 0 54,213
KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 4,794 183,406 SH   DFND 4 57,464 0 125,942
KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 869 49,004 SH   DFND 2 41,366 0 7,638
KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 1,170 65,974 SH   DFND 4 1,559 0 64,415
KROGER CO COMMON STOCK 501044101 909 20,816 SH   DFND 2 20,816 0 0
KROGER CO COMMON STOCK 501044101 10,984 251,637 SH   DFND 4 0 0 251,637
L BRANDS INC COMMON STOCK 501797104 555 9,783 SH   DFND 2 9,783 0 0
L BRANDS INC COMMON STOCK 501797104 0 0 SH   DFND 4 0 0 0
L-3 COMMS HLDGS INC CONVERTIBLE BONDS 502413AW7 0 0 SH   DFND 2 0 0 0
L-3 COMMS HLDGS INC CONVERTIBLE BONDS 502413AW7 7,002 5,260,000 SH   DFND 4 0 0 5,260,000
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 7,750 65,593 SH   DFND 2 62,051 0 3,542
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 371,303 3,142,641 SH   DFND 4 55,996 0 3,086,645
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 1,938 19,735 SH   DFND 2 16,235 0 3,500
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 7,277 74,099 SH   DFND 4 0 0 74,099
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 2,297 57,100 SH   DFND 2 17,800 0 39,300
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 4,860 120,835 SH   DFND 4 41,235 0 79,600
LAM RESEARCH CORP COMMON STOCK 512807108 3,430 62,368 SH   DFND 2 62,368 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 51,901 943,650 SH   DFND 4 0 0 943,650
LANDEC CORP COMMON STOCK 514766104 765 68,588 SH   DFND 2 56,945 0 11,643
LANDEC CORP COMMON STOCK 514766104 1,002 89,822 SH   DFND 4 2,242 0 87,580
LAS VEGAS SANDS CORP COMMON STOCK 517834107 15 189 SH   DFND 2 189 0 0
LAS VEGAS SANDS CORP COMMON STOCK 517834107 10,381 128,504 SH   DFND 4 0 0 128,504
LA-Z-BOY INC COMMON STOCK 505336107 395 14,594 SH   DFND 2 12,003 0 2,591
LA-Z-BOY INC COMMON STOCK 505336107 631 23,293 SH   DFND 4 519 0 22,774
LEAR CORP COMMON STOCK 521865204 1,172 14,000 SH   DFND 2 14,000 0 0
LEAR CORP COMMON STOCK 521865204 9,128 109,025 SH   DFND 4 0 0 109,025
LEGG MASON INC COMMON STOCK 524901105 206 4,201 SH   DFND 2 4,201 0 0
LEGG MASON INC COMMON STOCK 524901105 4,259 86,839 SH   DFND 4 0 0 86,839
LEGGETT & PLATT INC COMMON STOCK 524660107 655 20,054 SH   DFND 2 20,054 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 3,819 117,000 SH   DFND 4 6,631 0 110,369
LENNAR CORP-A COMMON STOCK 526057104 280 7,073 SH   DFND 2 7,073 0 0
LENNAR CORP-A COMMON STOCK 526057104 0 0 SH   DFND 4 0 0 0
LEUCADIA NATIONAL CORP COMMON STOCK 527288104 353 12,618 SH   DFND 2 12,618 0 0
LEUCADIA NATIONAL CORP COMMON STOCK 527288104 97,958 3,498,500 SH   DFND 4 0 0 3,498,500
LEVEL 3 COMMUNICATIONS CONV. NOTE 52729NBP4 1,959 1,274,000 SH   DFND 2 0 0 1,274,000
LEVEL 3 COMMUNICATIONS CONV. NOTE 52729NBP4 6,382 4,151,000 SH   DFND 4 0 0 4,151,000
LEVY ACQUISITION CORP STOCK UNIT 52748T203 0 0 SH   DFND 2 0 0 0
LEVY ACQUISITION CORP STOCK UNIT 52748T203 212 21,000 SH   DFND 4 0 0 21,000
LEVY ACQUISITION CORP STOCK UNIT 52748T203 0 0 SH   DFND 2 0 0 0
LEVY ACQUISITION CORP STOCK UNIT 52748T203 212 21,000 SH   DFND 4 0 0 21,000
LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 194 112,408 SH   DFND 2 93,178 0 19,230
LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 256 147,816 SH   DFND 4 3,832 0 143,984
LEXINGTON REALTY TRUST COMMON STOCK 529043101 470 43,048 SH   DFND 2 32,517 0 10,531
LEXINGTON REALTY TRUST COMMON STOCK 529043101 1,156 105,985 SH   DFND 4 5,505 0 100,480
LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 144 3,103 SH   DFND 2 2,412 0 691
LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 533 11,522 SH   DFND 4 0 0 11,522
LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 4,473 107,518 SH   DFND 2 107,518 0 0
LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 46,270 1,112,249 SH   DFND 4 0 0 1,112,249
LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 5,156 126,646 SH   DFND 2 126,646 0 0
LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 127,561 3,133,407 SH   DFND 4 82,000 0 3,051,407
LIBERTY INTERACTIVE CORP-A COMMON STOCK 53071M104 1,042 36,106 SH   DFND 2 36,106 0 0
LIBERTY INTERACTIVE CORP-A COMMON STOCK 53071M104 7,837 271,463 SH   DFND 4 14,859 0 256,604
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 2,067 3,905,000 SH   DFND 2 0 0 3,905,000
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 6,878 12,993,000 SH   DFND 4 0 0 12,993,000
LIBERTY MEDIA CORP - A COMMON STOCK 531229102 800 6,119 SH   DFND 2 6,119 0 0
LIBERTY MEDIA CORP - A COMMON STOCK 531229102 6,738 51,545 SH   DFND 4 2,819 0 48,726
LIFELOCK INC COMMON STOCK 53224V100 436 25,466 SH   DFND 2 21,327 0 4,139
LIFELOCK INC COMMON STOCK 53224V100 584 34,132 SH   DFND 4 1,026 0 33,106
LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 2,680 49,135 SH   DFND 2 49,135 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 27,927 511,947 SH   DFND 4 0 0 511,947
LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 80 75,000 SH   DFND 2 0 0 75,000
LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 7 7,000 SH   DFND 4 0 0 7,000
LIN MEDIA LLC - A COMMON STOCK 532771102 583 22,007 SH   DFND 2 18,577 0 3,430
LIN MEDIA LLC - A COMMON STOCK 532771102 769 29,028 SH   DFND 4 0 0 29,028
LINCOLN NATIONAL CORP COMMON STOCK 534187109 612 12,071 SH   DFND 2 12,071 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 21,337 421,097 SH   DFND 4 0 0 421,097
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 455 9,340 SH   DFND 2 9,340 0 0
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 0 0 SH   DFND 4 0 0 0
LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 2,431 2,035,000 SH   DFND 2 0 0 2,035,000
LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 8,289 6,940,000 SH   DFND 4 0 0 6,940,000
LOCKHEED MARTIN CORP COMMON STOCK 539830109 1,731 10,601 SH   DFND 2 10,601 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 0 0 SH   DFND 4 0 0 0
LOEWS CORP COMMON STOCK 540424108 543 12,329 SH   DFND 2 12,329 0 0
LOEWS CORP COMMON STOCK 540424108 0 0 SH   DFND 4 0 0 0
LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 2,306 154,900 SH   DFND 2 48,400 0 106,500
LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 4,923 330,600 SH   DFND 4 112,200 0 218,400
LORAL SPACE & COMMUNICATIONS COMMON STOCK 543881106 743 10,501 SH   DFND 2 8,610 0 1,891
LORAL SPACE & COMMUNICATIONS COMMON STOCK 543881106 650 9,194 SH   DFND 4 151 0 9,043
LORILLARD INC COMMON STOCK 544147101 4,485 82,930 SH   DFND 2 61,330 0 21,600
LORILLARD INC COMMON STOCK 544147101 11,463 211,961 SH   DFND 4 0 0 211,961
LOWE'S COS INC COMMON STOCK 548661107 9,079 185,667 SH   DFND 2 177,967 0 7,700
LOWE'S COS INC COMMON STOCK 548661107 67,004 1,370,235 SH   DFND 4 24,785 0 1,345,450
LSB INDUSTRIES INC COMMON STOCK 502160104 2,894 77,340 SH   DFND 2 38,776 0 38,564
LSB INDUSTRIES INC COMMON STOCK 502160104 5,330 142,429 SH   DFND 4 33,334 0 109,095
LSI CORP COMMON STOCK 502161102 244 22,067 SH   DFND 2 22,067 0 0
LSI CORP COMMON STOCK 502161102 0 0 SH   DFND 4 0 0 0
LTC PROPERTIES INC COMMON STOCK 502175102 250 6,646 SH   DFND 2 5,170 0 1,476
LTC PROPERTIES INC COMMON STOCK 502175102 983 26,134 SH   DFND 4 518 0 25,616
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 553 5,891 SH   DFND 2 5,015 0 876
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 722 7,693 SH   DFND 4 0 0 7,693
LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 6,540 73,534 SH   DFND 2 71,999 0 1,535
LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 152,623 1,716,021 SH   DFND 4 11,066 0 1,704,955
M & T BANK CORP COMMON STOCK 55261F104 3,707 30,564 SH   DFND 2 22,464 0 8,100
M & T BANK CORP COMMON STOCK 55261F104 6,868 56,616 SH   DFND 4 0 0 56,616
M/I HOMES INC CONV. NOTE 55292PAB1 1,298 1,216,000 SH   DFND 2 0 0 1,216,000
M/I HOMES INC CONV. NOTE 55292PAB1 4,234 3,966,000 SH   DFND 4 0 0 3,966,000
MACERICH CO/THE COMMON STOCK 554382101 785 12,597 SH   DFND 2 10,575 0 2,022
MACERICH CO/THE COMMON STOCK 554382101 81 1,303 SH   DFND 4 0 0 1,303
MACY'S INC COMMON STOCK 55616P104 5,312 89,598 SH   DFND 2 89,598 0 0
MACY'S INC COMMON STOCK 55616P104 99,779 1,682,893 SH   DFND 4 65,977 0 1,616,916
MADISON SQUARE GARDEN CO-A COMMON STOCK 55826P100 3,741 65,888 SH   DFND 2 46,888 0 19,000
MADISON SQUARE GARDEN CO-A COMMON STOCK 55826P100 31,951 562,717 SH   DFND 4 17,100 0 545,617
MAGICJACK VOCALTEC LTD ORDINARY SHARES M6787E101 565 26,600 SH   DFND 2 26,600 0 0
MAGICJACK VOCALTEC LTD ORDINARY SHARES M6787E101 3,864 182,000 SH   DFND 4 61,800 0 120,200
MAGNA INTERNATIONAL INC ORDINARY SHARES 559222401 0 0 SH   DFND 2 0 0 0
MAGNA INTERNATIONAL INC ORDINARY SHARES 559222401 4,244 44,062 SH   DFND 4 0 0 44,062
MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 52 3,713 SH   DFND 2 2,919 0 794
MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 995 71,388 SH   DFND 4 1,098 0 70,290
MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 2,270 181,856 SH   DFND 2 59,535 0 122,321
MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 4,886 391,531 SH   DFND 4 119,800 0 271,731
MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 155 9,057 SH   DFND 2 7,066 0 1,991
MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 630 36,860 SH   DFND 4 1,742 0 35,118
MALLINCKRODT PLC ORDINARY SHARES G5785G107 455 7,174 SH   DFND 2 7,174 0 0
MALLINCKRODT PLC ORDINARY SHARES G5785G107 7,053 111,223 SH   DFND 4 9,543 0 101,680
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 2,442 69,717 SH   DFND 2 57,767 0 11,950
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 6,452 184,171 SH   DFND 4 0 0 184,171
MANPOWERGROUP INC COMMON STOCK 56418H100 509 6,453 SH   DFND 2 6,453 0 0
MANPOWERGROUP INC COMMON STOCK 56418H100 9,257 117,436 SH   DFND 4 2,976 0 114,460
MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 1,194 40,600 SH   DFND 2 40,600 0 0
MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 4,517 153,585 SH   DFND 4 0 0 153,585
MARATHON OIL CORP COMMON STOCK 565849106 15,900 447,635 SH   DFND 2 447,635 0 0
MARATHON OIL CORP COMMON STOCK 565849106 338,686 9,535,081 SH   DFND 4 411,300 0 9,123,781
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 3,165 36,358 SH   DFND 2 36,358 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 41,033 471,432 SH   DFND 4 33,800 0 437,632
MARCUS CORPORATION COMMON STOCK 566330106 722 43,222 SH   DFND 2 35,566 0 7,656
MARCUS CORPORATION COMMON STOCK 566330106 1,165 69,742 SH   DFND 4 1,354 0 68,388
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 0 0 SH   DFND 2 0 0 0
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 18,063 765,400 SH   DFND 4 0 0 765,400
MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 0 0 SH   DFND 2 0 0 0
MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 7,022 194,350 SH   DFND 4 0 0 194,350
MARKET VECTORS VIETNAM ETF EXCHANGE TRADED FUNDS 57060U761 707 32,611 SH   DFND 2 32,611 0 0
MARKET VECTORS VIETNAM ETF EXCHANGE TRADED FUNDS 57060U761 762 35,135 SH   DFND 4 674 0 34,461
MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 2,765 49,361 SH   DFND 2 49,361 0 0
MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 62,715 1,119,508 SH   DFND 4 0 0 1,119,508
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 2,369 42,377 SH   DFND 2 12,559 0 29,818
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 4,810 86,023 SH   DFND 4 29,214 0 56,809
MARSH & MCLENNAN COS COMMON STOCK 571748102 1,221 24,760 SH   DFND 2 24,760 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 8,217 166,670 SH   DFND 4 0 0 166,670
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 38 294 SH   DFND 2 294 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 5,874 45,769 SH   DFND 4 0 0 45,769
MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 1,118 70,967 SH   DFND 2 70,967 0 0
MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 13,361 848,303 SH   DFND 4 32,872 0 815,431
MASCO CORP COMMON STOCK 574599106 3,378 152,098 SH   DFND 2 152,098 0 0
MASCO CORP COMMON STOCK 574599106 9,420 424,139 SH   DFND 4 0 0 424,139
MASTEC INC CONV. NOTE 576323AM1 703 250,000 SH   DFND 2 0 0 250,000
MASTEC INC CONV. NOTE 576323AM1 2,490 885,000 SH   DFND 4 0 0 885,000
MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 8,492 113,676 SH   DFND 2 91,576 0 22,100
MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 27,165 363,648 SH   DFND 4 0 0 363,648
MATRIX SERVICE CO COMMON STOCK 576853105 2,472 73,184 SH   DFND 2 22,881 0 50,303
MATRIX SERVICE CO COMMON STOCK 576853105 5,260 155,716 SH   DFND 4 52,763 0 102,953
MATSON INC COMMON STOCK 57686G105 366 14,825 SH   DFND 2 12,457 0 2,368
MATSON INC COMMON STOCK 57686G105 489 19,812 SH   DFND 4 581 0 19,231
MATTEL INC COMMON STOCK 577081102 546 13,611 SH   DFND 2 13,611 0 0
MATTEL INC COMMON STOCK 577081102 0 0 SH   DFND 4 0 0 0
MATTSON TECHNOLOGY INC COMMON STOCK 577223100 1,540 663,773 SH   DFND 2 206,989 0 456,784
MATTSON TECHNOLOGY INC COMMON STOCK 577223100 3,302 1,423,227 SH   DFND 4 483,443 0 939,784
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 4,220 127,406 SH   DFND 2 108,733 0 18,673
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 52,157 1,574,788 SH   DFND 4 84,100 0 1,490,688
MAXIMUS INC COMMON STOCK 577933104 589 13,121 SH   DFND 2 11,514 0 1,607
MAXIMUS INC COMMON STOCK 577933104 795 17,717 SH   DFND 4 0 0 17,717
MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 373 5,201 SH   DFND 2 5,201 0 0
MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 0 0 SH   DFND 4 0 0 0
MCDERMOTT INTL INC COMMON STOCK 580037109 1,242 158,839 SH   DFND 2 158,839 0 0
MCDERMOTT INTL INC COMMON STOCK 580037109 20,581 2,631,800 SH   DFND 4 219,300 0 2,412,500
MCDONALD'S CORP COMMON STOCK 580135101 9,200 93,850 SH   DFND 2 78,350 0 15,500
MCDONALD'S CORP COMMON STOCK 580135101 23,577 240,506 SH   DFND 4 0 0 240,506
MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 2,630 34,469 SH   DFND 2 34,469 0 0
MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 19,281 252,695 SH   DFND 4 10,887 0 241,808
MCKESSON CORP COMMON STOCK 58155Q103 6,736 38,151 SH   DFND 2 33,652 0 4,499
MCKESSON CORP COMMON STOCK 58155Q103 38,335 217,111 SH   DFND 4 6,534 0 210,577
MDC HOLDINGS INC COMMON STOCK 552676108 0 0 SH   DFND 2 0 0 0
MDC HOLDINGS INC COMMON STOCK 552676108 6,125 216,600 SH   DFND 4 0 0 216,600
MDC PARTNERS INC-A ORDINARY SHARES 552697104 1,618 70,900 SH   DFND 2 20,950 0 49,950
MDC PARTNERS INC-A ORDINARY SHARES 552697104 3,264 143,050 SH   DFND 4 48,650 0 94,400
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 3,728 44,844 SH   DFND 2 44,844 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 67,719 814,523 SH   DFND 4 0 0 814,523
MEADWESTVACO CORP COMMON STOCK 583334107 8,602 228,538 SH   DFND 2 222,723 0 5,815
MEADWESTVACO CORP COMMON STOCK 583334107 36,698 974,977 SH   DFND 4 7,195 0 967,782
MEDASSETS INC COMMON STOCK 584045108 1,054 42,653 SH   DFND 2 35,153 0 7,500
MEDASSETS INC COMMON STOCK 584045108 1,713 69,324 SH   DFND 4 1,335 0 67,989
MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 755 59,026 SH   DFND 2 42,123 0 16,903
MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 137 10,689 SH   DFND 4 0 0 10,689
MEDICINES COMPANY COMMON STOCK 584688105 2,703 95,096 SH   DFND 2 59,566 0 35,530
MEDICINES COMPANY COMMON STOCK 584688105 9,943 349,845 SH   DFND 4 32,352 0 317,493
MEDICINES COMPANY CONV. NOTE 584688AC9 2,039 1,676,000 SH   DFND 2 0 0 1,676,000
MEDICINES COMPANY CONV. NOTE 584688AC9 6,542 5,376,000 SH   DFND 4 0 0 5,376,000
MEDIVATION INC COMMON STOCK 58501N101 0 0 SH   DFND 2 0 0 0
MEDIVATION INC COMMON STOCK 58501N101 2,993 46,500 SH   DFND 4 0 0 46,500
MEDIVATION INC CONV. NOTE 58501NAA9 693 486,000 SH   DFND 2 0 0 486,000
MEDIVATION INC CONV. NOTE 58501NAA9 2,158 1,514,000 SH   DFND 4 0 0 1,514,000
MEDLEY CAPITAL CORP COMMON STOCK 58503F106 2,166 159,148 SH   DFND 2 50,587 0 108,561
MEDLEY CAPITAL CORP COMMON STOCK 58503F106 4,635 340,571 SH   DFND 4 117,292 0 223,279
MEDNAX INC COMMON STOCK 58502B106 1,884 30,402 SH   DFND 2 25,302 0 5,100
MEDNAX INC COMMON STOCK 58502B106 11,890 191,840 SH   DFND 4 0 0 191,840
MEDTRONIC INC COMMON STOCK 585055106 2,530 41,106 SH   DFND 2 41,106 0 0
MEDTRONIC INC COMMON STOCK 585055106 38,414 624,215 SH   DFND 4 0 0 624,215
MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 571 14,600 SH   DFND 2 12,194 0 2,406
MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 760 19,434 SH   DFND 4 578 0 18,856
MENTOR GRAPHICS CORP COMMON STOCK 587200106 5,430 246,576 SH   DFND 2 162,162 0 84,414
MENTOR GRAPHICS CORP COMMON STOCK 587200106 31,729 1,440,937 SH   DFND 4 78,707 0 1,362,230
MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 2,948 2,370,000 SH   DFND 2 0 0 2,370,000
MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 8,122 6,530,000 SH   DFND 4 0 0 6,530,000
MERCK & CO. INC. COMMON STOCK 58933Y105 21,490 378,549 SH   DFND 2 340,471 0 38,078
MERCK & CO. INC. COMMON STOCK 58933Y105 309,480 5,451,467 SH   DFND 4 133,512 0 5,317,955
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 0 0 SH   DFND 2 0 0 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 6,195 433,242 SH   DFND 4 0 0 433,242
MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 1,235 1,221,000 SH   DFND 2 0 0 1,221,000
MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 3,822 3,779,000 SH   DFND 4 0 0 3,779,000
MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 954 189,316 SH   DFND 2 169,516 0 19,800
MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 4,189 831,216 SH   DFND 4 4,965 0 826,251
META FINANCIAL GROUP INC COMMON STOCK 59100U108 2,014 44,900 SH   DFND 2 14,000 0 30,900
META FINANCIAL GROUP INC COMMON STOCK 59100U108 4,292 95,700 SH   DFND 4 32,700 0 63,000
METHANEX CORP COMMON STOCK 59151K108 0 0 SH   DFND 2 0 0 0
METHANEX CORP COMMON STOCK 59151K108 3,400 53,169 SH   DFND 4 0 0 53,169
METLIFE INC COMMON STOCK 59156R108 12,509 236,912 SH   DFND 2 236,912 0 0
METLIFE INC COMMON STOCK 59156R108 240,809 4,560,783 SH   DFND 4 220,469 0 4,340,314
METLIFE INC CONVERTIBLE PREF 59156R116 3,520 110,123 SH   DFND 2 0 0 110,123
METLIFE INC CONVERTIBLE PREF 59156R116 7,254 235,505 SH   DFND 4 0 0 235,505
MFA FINANCIAL INC COMMON STOCK 55272X102 4,647 599,620 SH   DFND 2 456,558 0 143,062
MFA FINANCIAL INC COMMON STOCK 55272X102 48,496 6,257,499 SH   DFND 4 620,615 0 5,636,884
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1,489 1,273,000 SH   DFND 2 0 0 1,273,000
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 25,026 21,845,000 SH   DFND 4 0 0 21,845,000
MGM RESORTS INTL CONV. NOTE 55303QAE0 4,194 2,881,000 SH   DFND 2 0 0 2,881,000
MGM RESORTS INTL CONV. NOTE 55303QAE0 13,437 9,231,000 SH   DFND 4 0 0 9,231,000
MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 2,807 30,091 SH   DFND 2 30,091 0 0
MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 35,356 379,075 SH   DFND 4 0 0 379,075
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 372 7,780 SH   DFND 2 7,780 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 0 0 SH   DFND 4 0 0 0
MICROFINANCIAL INC COMMON STOCK 595072109 56 7,074 SH   DFND 2 5,513 0 1,561
MICROFINANCIAL INC COMMON STOCK 595072109 208 26,402 SH   DFND 4 0 0 26,402
MICRON TECHNOLOGY INC COMMON STOCK 595112103 9,785 413,568 SH   DFND 2 413,568 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 485,308 20,511,740 SH   DFND 4 0 0 20,511,740
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 582 232,000 SH   DFND 2 0 0 232,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 8,149 3,680,000 SH   DFND 2 0 0 3,680,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 20 8,000 SH   DFND 4 0 0 8,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 28,076 12,679,000 SH   DFND 4 0 0 12,679,000
MICROS SYSTEMS INC COMMON STOCK 594901100 1,310 24,759 SH   DFND 2 16,859 0 7,900
MICROS SYSTEMS INC COMMON STOCK 594901100 2,918 55,128 SH   DFND 4 0 0 55,128
MICROSEMI CORP COMMON STOCK 595137100 597 23,864 SH   DFND 2 19,799 0 4,065
MICROSEMI CORP COMMON STOCK 595137100 784 31,321 SH   DFND 4 883 0 30,438
MICROSOFT CORP COMMON STOCK 594918104 29,332 715,588 SH   DFND 2 660,938 0 54,650
MICROSOFT CORP COMMON STOCK 594918104 503,999 12,295,665 SH   DFND 4 50,815 0 12,244,850
MID-AMERICA APARTMENT COMM COMMON STOCK 59522J103 217 3,174 SH   DFND 2 2,262 0 912
MID-AMERICA APARTMENT COMM COMMON STOCK 59522J103 40 579 SH   DFND 4 0 0 579
MIDCOAST ENERGY PARTNERS LP COMMON STOCK 59564N103 0 0 SH   DFND 2 0 0 0
MIDCOAST ENERGY PARTNERS LP COMMON STOCK 59564N103 3,515 170,200 SH   DFND 4 0 0 170,200
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T100 1,321 246,500 SH   DFND 2 75,100 0 171,400
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T100 2,747 512,500 SH   DFND 4 174,200 0 338,300
MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 122 6,271 SH   DFND 2 4,893 0 1,378
MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 480 24,571 SH   DFND 4 1,533 0 23,038
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 2,321 35,944 SH   DFND 2 11,986 0 23,958
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 5,116 79,240 SH   DFND 4 24,630 0 54,610
MISTRAS GROUP INC COMMON STOCK 60649T107 1,742 76,500 SH   DFND 2 23,900 0 52,600
MISTRAS GROUP INC COMMON STOCK 60649T107 3,732 163,900 SH   DFND 4 55,700 0 108,200
MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 0 0 SH   DFND 2 0 0 0
MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 5,746 533,069 SH   DFND 4 0 0 533,069
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 335 2,461 SH   DFND 2 2,461 0 0
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 0 0 SH   DFND 4 0 0 0
MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 717 12,177 SH   DFND 2 12,177 0 0
MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 2,829 48,068 SH   DFND 4 2,719 0 45,349
MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 2,551 73,837 SH   DFND 2 73,837 0 0
MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 33,667 974,456 SH   DFND 4 0 0 974,456
MONSANTO CO COMMON STOCK 61166W101 16,969 149,151 SH   DFND 2 149,151 0 0
MONSANTO CO COMMON STOCK 61166W101 178,013 1,564,676 SH   DFND 4 0 0 1,564,676
MONSTER BEVERAGE CORP COMMON STOCK 611740101 2,351 33,846 SH   DFND 2 33,846 0 0
MONSTER BEVERAGE CORP COMMON STOCK 611740101 23,652 340,565 SH   DFND 4 0 0 340,565
MOODY'S CORP COMMON STOCK 615369105 611 7,698 SH   DFND 2 7,698 0 0
MOODY'S CORP COMMON STOCK 615369105 3,950 49,795 SH   DFND 4 0 0 49,795
MORGAN STANLEY COMMON STOCK 617446448 7,309 234,496 SH   DFND 2 234,496 0 0
MORGAN STANLEY COMMON STOCK 617446448 78,316 2,512,549 SH   DFND 4 0 0 2,512,549
MOSAIC CO/THE COMMON STOCK 61945C103 681 13,626 SH   DFND 2 13,626 0 0
MOSAIC CO/THE COMMON STOCK 61945C103 0 0 SH   DFND 4 0 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 597 9,282 SH   DFND 2 9,282 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 0 0 SH   DFND 4 0 0 0
MPLX LP COMMON STOCK 55336V100 101 2,055 SH   DFND 2 2,055 0 0
MPLX LP COMMON STOCK 55336V100 18,135 370,176 SH   DFND 4 0 0 370,176
MRC GLOBAL INC COMMON STOCK 55345K103 671 24,894 SH   DFND 2 19,394 0 5,500
MRC GLOBAL INC COMMON STOCK 55345K103 2,786 103,321 SH   DFND 4 3,625 0 99,696
MSA SAFETY INC COMMON STOCK 553498106 806 14,132 SH   DFND 2 11,805 0 2,327
MSA SAFETY INC COMMON STOCK 553498106 1,038 18,206 SH   DFND 4 0 0 18,206
MSC INDUSTRIAL DIRECT CO-A COMMON STOCK 553530106 682 7,878 SH   DFND 2 5,362 0 2,516
MSC INDUSTRIAL DIRECT CO-A COMMON STOCK 553530106 1,555 17,972 SH   DFND 4 0 0 17,972
MTS SYSTEMS CORP COMMON STOCK 553777103 639 9,328 SH   DFND 2 7,794 0 1,534
MTS SYSTEMS CORP COMMON STOCK 553777103 818 11,940 SH   DFND 4 0 0 11,940
MURPHY OIL CORP COMMON STOCK 626717102 440 7,000 SH   DFND 2 7,000 0 0
MURPHY OIL CORP COMMON STOCK 626717102 0 0 SH   DFND 4 0 0 0
MWI VETERINARY SUPPLY INC COMMON STOCK 55402X105 1,313 8,440 SH   DFND 2 7,044 0 1,396
MWI VETERINARY SUPPLY INC COMMON STOCK 55402X105 1,730 11,115 SH   DFND 4 275 0 10,840
MYLAN INC COMMON STOCK 628530107 751 15,389 SH   DFND 2 15,389 0 0
MYLAN INC COMMON STOCK 628530107 3,531 72,315 SH   DFND 4 0 0 72,315
MYRIAD GENETICS INC COMMON STOCK 62855J104 773 22,600 SH   DFND 2 22,600 0 0
MYRIAD GENETICS INC COMMON STOCK 62855J104 3,772 110,325 SH   DFND 4 0 0 110,325
NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 1,565 63,489 SH   DFND 2 63,489 0 0
NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 14,185 575,452 SH   DFND 4 0 0 575,452
NACCO INDUSTRIES-CL A COMMON STOCK 629579103 49 898 SH   DFND 2 702 0 196
NACCO INDUSTRIES-CL A COMMON STOCK 629579103 186 3,437 SH   DFND 4 0 0 3,437
NANOSPHERE INC COMMON STOCK 63009F105 423 196,859 SH   DFND 2 164,894 0 31,965
NANOSPHERE INC COMMON STOCK 63009F105 567 263,578 SH   DFND 4 7,908 0 255,670
NATIONAL BANK HOLD-CL A COMMON STOCK 633707104 1,806 89,979 SH   DFND 2 26,977 0 63,002
NATIONAL BANK HOLD-CL A COMMON STOCK 633707104 3,697 184,222 SH   DFND 4 62,630 0 121,592
NATIONAL GRID PLC-SP ADR COMMON STOCK - ADR 636274300 0 0 SH   DFND 2 0 0 0
NATIONAL GRID PLC-SP ADR COMMON STOCK - ADR 636274300 9,658 140,500 SH   DFND 4 0 0 140,500
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 3,925 50,403 SH   DFND 2 50,403 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 47,931 615,520 SH   DFND 4 46,100 0 569,420
NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 237 3,921 SH   DFND 2 3,046 0 875
NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 900 14,889 SH   DFND 4 493 0 14,396
NAVIGANT CONSULTING INC COMMON STOCK 63935N107 0 0 SH   DFND 2 0 0 0
NAVIGANT CONSULTING INC COMMON STOCK 63935N107 4,784 256,400 SH   DFND 4 0 0 256,400
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 1,257 37,110 SH   DFND 2 11,086 0 26,024
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 2,565 75,725 SH   DFND 4 25,714 0 50,011
NEKTAR THERAPEUTICS COMMON STOCK 640268108 697 57,547 SH   DFND 2 48,232 0 9,315
NEKTAR THERAPEUTICS COMMON STOCK 640268108 935 77,120 SH   DFND 4 2,336 0 74,784
NELNET INC-CL A COMMON STOCK 64031N108 891 21,789 SH   DFND 2 20,593 0 1,196
NELNET INC-CL A COMMON STOCK 64031N108 4,546 111,138 SH   DFND 4 0 0 111,138
NETAPP INC COMMON STOCK 64110D104 2,962 80,281 SH   DFND 2 80,281 0 0
NETAPP INC COMMON STOCK 64110D104 43,022 1,165,913 SH   DFND 4 20,864 0 1,145,049
NETFLIX INC COMMON STOCK 64110L106 900 2,557 SH   DFND 2 2,557 0 0
NETFLIX INC COMMON STOCK 64110L106 327 930 SH   DFND 4 0 0 930
NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 911 24,240 SH   DFND 2 20,362 0 3,878
NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 1,208 32,153 SH   DFND 4 638 0 31,515
NEURALSTEM INC COMMON STOCK 64127R302 645 153,960 SH   DFND 2 153,960 0 0
NEURALSTEM INC COMMON STOCK 64127R302 11,899 2,839,859 SH   DFND 4 0 0 2,839,859
NEUSTAR INC-CLASS A COMMON STOCK 64126X201 647 19,900 SH   DFND 2 19,900 0 0
NEUSTAR INC-CLASS A COMMON STOCK 64126X201 2,399 73,796 SH   DFND 4 0 0 73,796
NEW HOME CO INC/THE COMMON STOCK 645370107 0 0 SH   DFND 2 0 0 0
NEW HOME CO INC/THE COMMON STOCK 645370107 3,148 221,100 SH   DFND 4 0 0 221,100
NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 754 25,700 SH   DFND 2 25,700 0 0
NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 2,066 70,400 SH   DFND 4 0 0 70,400
NEWELL RUBBERMAID INC COMMON STOCK 651229106 1,767 59,081 SH   DFND 2 25,541 0 33,540
NEWELL RUBBERMAID INC COMMON STOCK 651229106 2,911 97,352 SH   DFND 4 33,064 0 64,288
NEWLINK GENETICS CORP COMMON STOCK 651511107 299 10,517 SH   DFND 2 8,819 0 1,698
NEWLINK GENETICS CORP COMMON STOCK 651511107 389 13,683 SH   DFND 4 0 0 13,683
NEWMONT MINING CORP COMMON STOCK 651639106 470 20,033 SH   DFND 2 20,033 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 42 1,807 SH   DFND 4 0 0 1,807
NEWMONT MINING CORP CONV. NOTE 651639AJ5 1,249 1,180,000 SH   DFND 2 0 0 1,180,000
NEWMONT MINING CORP CONV. NOTE 651639AJ5 4,143 3,915,000 SH   DFND 4 0 0 3,915,000
NEWPORT CORP COMMON STOCK 651824104 2,217 107,200 SH   DFND 2 33,400 0 73,800
NEWPORT CORP COMMON STOCK 651824104 4,674 226,000 SH   DFND 4 76,500 0 149,500
NEWS CORP - CLASS A COMMON STOCK 65249B109 343 19,904 SH   DFND 2 19,904 0 0
NEWS CORP - CLASS A COMMON STOCK 65249B109 0 0 SH   DFND 4 0 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 4,145 43,350 SH   DFND 2 43,350 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 82,330 861,010 SH   DFND 4 33,500 0 827,510
NIC INC COMMON STOCK 62914B100 501 25,970 SH   DFND 2 21,684 0 4,286
NIC INC COMMON STOCK 62914B100 647 33,516 SH   DFND 4 0 0 33,516
NIELSEN HOLDINGS NV COMMON STOCK N63218106 2,170 48,633 SH   DFND 2 48,633 0 0
NIELSEN HOLDINGS NV COMMON STOCK N63218106 35,783 801,779 SH   DFND 4 0 0 801,779
NIKE INC -CL B COMMON STOCK 654106103 5,523 74,775 SH   DFND 2 74,775 0 0
NIKE INC -CL B COMMON STOCK 654106103 31,028 420,086 SH   DFND 4 0 0 420,086
NISOURCE INC COMMON STOCK 65473P105 473 13,324 SH   DFND 2 13,324 0 0
NISOURCE INC COMMON STOCK 65473P105 197 5,542 SH   DFND 4 0 0 5,542
NN INC COMMON STOCK 629337106 245 12,460 SH   DFND 2 9,708 0 2,752
NN INC COMMON STOCK 629337106 960 48,721 SH   DFND 4 2,714 0 46,007
NOBLE CORP PLC COMMON STOCK G65431101 324 9,900 SH   DFND 2 9,900 0 0
NOBLE CORP PLC COMMON STOCK G65431101 1,807 55,200 SH   DFND 4 0 0 55,200
NOBLE ENERGY INC COMMON STOCK 655044105 1,021 14,368 SH   DFND 2 14,368 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 0 0 SH   DFND 4 0 0 0
NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 0 0 SH   DFND 2 0 0 0
NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 10,657 1,083,000 SH   DFND 4 0 0 1,083,000
NORDSTROM INC COMMON STOCK 655664100 366 5,853 SH   DFND 2 5,853 0 0
NORDSTROM INC COMMON STOCK 655664100 0 0 SH   DFND 4 0 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 1,226 12,619 SH   DFND 2 12,619 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 0 0 SH   DFND 4 0 0 0
NORTHEAST UTILITIES COMMON STOCK 664397106 579 12,721 SH   DFND 2 12,721 0 0
NORTHEAST UTILITIES COMMON STOCK 664397106 1,739 38,209 SH   DFND 4 0 0 38,209
NORTHERN TRUST CORP COMMON STOCK 665859104 577 8,800 SH   DFND 2 8,800 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 0 0 SH   DFND 4 0 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 15,402 124,837 SH   DFND 2 124,837 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 367,543 2,978,948 SH   DFND 4 98,238 0 2,880,710
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 29 896 SH   DFND 2 896 0 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 15,247 472,484 SH   DFND 4 0 0 472,484
NOVARTIS AG-ADR COMMON STOCK - ADR 66987V109 0 0 SH   DFND 2 0 0 0
NOVARTIS AG-ADR COMMON STOCK - ADR 66987V109 2,636 31,000 SH   DFND 4 0 0 31,000
NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 4,610 2,701,000 SH   DFND 2 0 0 2,701,000
NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 13,549 7,938,000 SH   DFND 4 0 0 7,938,000
NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 821 27,424 SH   DFND 2 23,829 0 3,595
NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 1,129 37,722 SH   DFND 4 943 0 36,779
NRG ENERGY INC COMMON STOCK 629377508 4,680 147,168 SH   DFND 2 147,168 0 0
NRG ENERGY INC COMMON STOCK 629377508 87,268 2,744,289 SH   DFND 4 51,800 0 2,692,489
NU SKIN ENTERPRISES INC - A COMMON STOCK 67018T105 465 5,618 SH   DFND 2 4,693 0 925
NU SKIN ENTERPRISES INC - A COMMON STOCK 67018T105 772 9,313 SH   DFND 4 208 0 9,105
NUCOR CORP COMMON STOCK 670346105 684 13,531 SH   DFND 2 13,531 0 0
NUCOR CORP COMMON STOCK 670346105 2,963 58,622 SH   DFND 4 0 0 58,622
NVIDIA CORP COMMON STOCK 67066G104 407 22,735 SH   DFND 2 22,735 0 0
NVIDIA CORP COMMON STOCK 67066G104 4,003 223,524 SH   DFND 4 0 0 223,524
NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 2,523 42,899 SH   DFND 2 42,899 0 0
NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 44,042 748,880 SH   DFND 4 58,711 0 690,169
NXSTAGE MEDICAL INC COMMON STOCK 67072V103 492 38,612 SH   DFND 2 32,217 0 6,395
NXSTAGE MEDICAL INC COMMON STOCK 67072V103 653 51,248 SH   DFND 4 1,502 0 49,746
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 9,185 96,387 SH   DFND 2 87,887 0 8,500
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 105,553 1,107,708 SH   DFND 4 23,189 0 1,084,519
OCEANEERING INTL INC COMMON STOCK 675232102 497 6,914 SH   DFND 2 6,914 0 0
OCEANEERING INTL INC COMMON STOCK 675232102 3,387 47,135 SH   DFND 4 2,584 0 44,551
OCWEN FINANCIAL CORP COMMON STOCK 675746309 136 3,471 SH   DFND 2 2,718 0 753
OCWEN FINANCIAL CORP COMMON STOCK 675746309 199,335 5,087,667 SH   DFND 4 679 0 5,086,988
OFFICE DEPOT INC COMMON STOCK 676220106 1,847 447,117 SH   DFND 2 447,117 0 0
OFFICE DEPOT INC COMMON STOCK 676220106 118,066 28,587,329 SH   DFND 4 405,000 0 28,182,329
OFG BANCORP COMMON STOCK 67103X102 3,356 195,228 SH   DFND 2 93,228 0 102,000
OFG BANCORP COMMON STOCK 67103X102 12,819 745,746 SH   DFND 4 100,887 0 644,859
OGE ENERGY CORP COMMON STOCK 670837103 3 90 SH   DFND 2 90 0 0
OGE ENERGY CORP COMMON STOCK 670837103 1,702 46,300 SH   DFND 4 0 0 46,300
OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 1,297 13,157 SH   DFND 2 13,157 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 33,456 339,309 SH   DFND 4 1,569 0 337,740
OLIN CORP COMMON STOCK 680665205 752 27,225 SH   DFND 2 22,749 0 4,476
OLIN CORP COMMON STOCK 680665205 1,246 45,131 SH   DFND 4 1,018 0 44,113
OM GROUP INC COMMON STOCK 670872100 2,330 70,126 SH   DFND 2 23,812 0 46,314
OM GROUP INC COMMON STOCK 670872100 19,800 596,016 SH   DFND 4 48,575 0 547,441
OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 463 13,827 SH   DFND 2 10,111 0 3,716
OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 3,139 93,633 SH   DFND 4 0 0 93,633
OMNICOM GROUP COMMON STOCK 681919106 2,293 31,588 SH   DFND 2 24,846 0 6,742
OMNICOM GROUP COMMON STOCK 681919106 8,163 112,442 SH   DFND 4 0 0 112,442
OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 1,317 74,417 SH   DFND 2 67,320 0 7,097
OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 3,468 195,920 SH   DFND 4 1,395 0 194,525
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 1,508 145,269 SH   DFND 2 42,759 0 102,510
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 3,034 292,316 SH   DFND 4 99,353 0 192,963
ON ASSIGNMENT INC COMMON STOCK 682159108 1,940 50,261 SH   DFND 2 41,876 0 8,385
ON ASSIGNMENT INC COMMON STOCK 682159108 2,553 66,165 SH   DFND 4 1,614 0 64,551
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 3,664 3,003,000 SH   DFND 2 0 0 3,003,000
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 11,697 9,588,000 SH   DFND 4 0 0 9,588,000
ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 0 0 SH   DFND 2 0 0 0
ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 590 50,200 SH   DFND 4 0 0 50,200
ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 1,283 60,183 SH   DFND 2 21,010 0 39,173
ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 2,869 134,549 SH   DFND 4 38,377 0 96,172
ONEOK INC COMMON STOCK 682680103 486 8,210 SH   DFND 2 8,210 0 0
ONEOK INC COMMON STOCK 682680103 0 0 SH   DFND 4 0 0 0
OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 2,812 156,567 SH   DFND 2 90,856 0 65,711
OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 5,096 283,746 SH   DFND 4 66,643 0 217,103
ORACLE CORP COMMON STOCK 68389X105 18,670 456,360 SH   DFND 2 432,060 0 24,300
ORACLE CORP COMMON STOCK 68389X105 283,328 6,925,641 SH   DFND 4 53,428 0 6,872,213
ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 583 73,130 SH   DFND 2 60,681 0 12,449
ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 957 120,121 SH   DFND 4 2,565 0 117,556
ORBITAL SCIENCES CORP COMMON STOCK 685564106 985 35,300 SH   DFND 2 35,300 0 0
ORBITAL SCIENCES CORP COMMON STOCK 685564106 3,238 116,055 SH   DFND 4 0 0 116,055
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 640 4,311 SH   DFND 2 4,311 0 0
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 0 0 SH   DFND 4 0 0 0
ORION MARINE GROUP INC COMMON STOCK 68628V308 1,816 144,500 SH   DFND 2 45,200 0 99,300
ORION MARINE GROUP INC COMMON STOCK 68628V308 3,877 308,400 SH   DFND 4 104,800 0 203,600
OSHKOSH CORP COMMON STOCK 688239201 1,160 19,700 SH   DFND 2 19,700 0 0
OSHKOSH CORP COMMON STOCK 688239201 6,358 108,004 SH   DFND 4 0 0 108,004
OUTERWALL INC CONV. NOTE 19259PAF9 1,440 800,000 SH   DFND 2 0 0 800,000
OUTERWALL INC CONV. NOTE 19259PAF9 4,139 2,300,000 SH   DFND 4 0 0 2,300,000
OVERSTOCK.COM INC COMMON STOCK 690370101 519 26,339 SH   DFND 2 22,037 0 4,302
OVERSTOCK.COM INC COMMON STOCK 690370101 855 43,406 SH   DFND 4 959 0 42,447
OWENS & MINOR INC COMMON STOCK 690732102 701 20,000 SH   DFND 2 20,000 0 0
OWENS & MINOR INC COMMON STOCK 690732102 2,440 69,655 SH   DFND 4 0 0 69,655
OWENS CORNING COMMON STOCK 690742101 0 0 SH   DFND 2 0 0 0
OWENS CORNING COMMON STOCK 690742101 2,146 49,700 SH   DFND 4 0 0 49,700
OWENS-ILLINOIS INC COMMON STOCK 690768403 1,010 29,863 SH   DFND 2 29,863 0 0
OWENS-ILLINOIS INC COMMON STOCK 690768403 7,430 219,636 SH   DFND 4 0 0 219,636
P G & E CORP COMMON STOCK 69331C108 4,282 99,117 SH   DFND 2 85,317 0 13,800
P G & E CORP COMMON STOCK 69331C108 64,801 1,500,031 SH   DFND 4 15,659 0 1,484,372
PACCAR INC COMMON STOCK 693718108 946 14,030 SH   DFND 2 14,030 0 0
PACCAR INC COMMON STOCK 693718108 0 0 SH   DFND 4 0 0 0
PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 2,534 157,031 SH   DFND 2 51,885 0 105,146
PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 5,586 346,103 SH   DFND 4 111,104 0 234,999
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 333 4,727 SH   DFND 2 4,727 0 0
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 2,842 40,383 SH   DFND 4 2,195 0 38,188
PACWEST BANCORP COMMON STOCK 695263103 943 21,933 SH   DFND 2 18,627 0 3,306
PACWEST BANCORP COMMON STOCK 695263103 26,708 620,977 SH   DFND 4 676 0 620,301
PALL CORP COMMON STOCK 696429307 395 4,413 SH   DFND 2 4,413 0 0
PALL CORP COMMON STOCK 696429307 0 0 SH   DFND 4 0 0 0
PANDORA MEDIA INC COMMON STOCK 698354107 273 9,002 SH   DFND 2 9,002 0 0
PANDORA MEDIA INC COMMON STOCK 698354107 36,968 1,219,264 SH   DFND 4 0 0 1,219,264
PAPA JOHN'S INTL INC COMMON STOCK 698813102 1,805 34,636 SH   DFND 2 28,920 0 5,716
PAPA JOHN'S INTL INC COMMON STOCK 698813102 2,393 45,927 SH   DFND 4 1,372 0 44,555
PARKER HANNIFIN CORP COMMON STOCK 701094104 708 5,915 SH   DFND 2 5,915 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 5,952 49,717 SH   DFND 4 0 0 49,717
PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 2,063 36,741 SH   DFND 2 10,977 0 25,764
PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 4,226 75,265 SH   DFND 4 25,550 0 49,715
PARTNERRE LTD ORDINARY SHARES G6852T105 7,937 76,683 SH   DFND 2 52,983 0 23,700
PARTNERRE LTD ORDINARY SHARES G6852T105 71,579 691,588 SH   DFND 4 71,650 0 619,938
PATTERSON COS INC COMMON STOCK 703395103 1,648 39,453 SH   DFND 2 33,453 0 6,000
PATTERSON COS INC COMMON STOCK 703395103 5,903 141,366 SH   DFND 4 0 0 141,366
PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 627 19,800 SH   DFND 2 19,800 0 0
PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 4,023 126,980 SH   DFND 4 0 0 126,980
PAYCHEX INC COMMON STOCK 704326107 541 12,701 SH   DFND 2 12,701 0 0
PAYCHEX INC COMMON STOCK 704326107 0 0 SH   DFND 4 0 0 0
PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 141 5,458 SH   DFND 2 5,458 0 0
PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 1,298 50,297 SH   DFND 4 2,531 0 47,766
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 1,390 1,018,000 SH   DFND 2 0 0 1,018,000
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 4,959 3,633,000 SH   DFND 4 0 0 3,633,000
PDL BIOPHARMA INC COMMON STOCK 69329Y104 1,986 239,000 SH   DFND 2 74,700 0 164,300
PDL BIOPHARMA INC COMMON STOCK 69329Y104 4,230 509,000 SH   DFND 4 172,700 0 336,300
PDL BIOPHARMA INC CONV. NOTE 69329YAF1 936 889,000 SH   DFND 2 0 0 889,000
PDL BIOPHARMA INC CONV. NOTE 69329YAF1 3,074 2,921,000 SH   DFND 4 0 0 2,921,000
PEABODY ENERGY CORP COMMON STOCK 704549104 178 10,877 SH   DFND 2 10,877 0 0
PEABODY ENERGY CORP COMMON STOCK 704549104 0 0 SH   DFND 4 0 0 0
PEABODY ENERGY CORP CONVERTIBLE BONDS 704549AG9 100 124,000 SH   DFND 2 0 0 124,000
PEABODY ENERGY CORP CONVERTIBLE BONDS 704549AG9 554 685,000 SH   DFND 4 0 0 685,000
PENN NATIONAL GAMING INC COMMON STOCK 707569109 7,364 597,752 SH   DFND 2 559,229 0 38,523
PENN NATIONAL GAMING INC COMMON STOCK 707569109 46,439 3,769,428 SH   DFND 4 34,638 0 3,734,790
PENN VIRGINIA CORP COMMON STOCK 707882106 0 0 SH   DFND 2 0 0 0
PENN VIRGINIA CORP COMMON STOCK 707882106 2,384 136,300 SH   DFND 4 0 0 136,300
PENTAIR LTD-REGISTERED COMMON STOCK H6169Q108 640 8,063 SH   DFND 2 8,063 0 0
PENTAIR LTD-REGISTERED COMMON STOCK H6169Q108 0 0 SH   DFND 4 0 0 0
PEOPLES BANCORP INC COMMON STOCK 709789101 144 5,807 SH   DFND 2 4,527 0 1,280
PEOPLES BANCORP INC COMMON STOCK 709789101 568 22,963 SH   DFND 4 1,261 0 21,702
PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 186 12,500 SH   DFND 2 12,500 0 0
PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 0 0 SH   DFND 4 0 0 0
PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 1,233 96,900 SH   DFND 2 30,300 0 66,600
PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 2,632 206,900 SH   DFND 4 70,300 0 136,600
PEPCO HOLDINGS INC COMMON STOCK 713291102 204 9,945 SH   DFND 2 9,945 0 0
PEPCO HOLDINGS INC COMMON STOCK 713291102 0 0 SH   DFND 4 0 0 0
PEPSICO INC COMMON STOCK 713448108 15,882 190,201 SH   DFND 2 169,001 0 21,200
PEPSICO INC COMMON STOCK 713448108 152,691 1,828,633 SH   DFND 4 39,600 0 1,789,033
PERFICIENT INC COMMON STOCK 71375U101 1,797 99,194 SH   DFND 2 34,643 0 64,551
PERFICIENT INC COMMON STOCK 71375U101 4,090 225,745 SH   DFND 4 68,253 0 157,492
PERFORMANT FINANCIAL CORP COMMON STOCK 71377E105 2,291 253,107 SH   DFND 2 101,828 0 151,279
PERFORMANT FINANCIAL CORP COMMON STOCK 71377E105 4,552 503,002 SH   DFND 4 145,996 0 357,006
PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 1,080 137,900 SH   DFND 2 41,200 0 96,700
PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 2,200 281,000 SH   DFND 4 95,500 0 185,500
PERKINELMER INC COMMON STOCK 714046109 1,837 40,763 SH   DFND 2 40,763 0 0
PERKINELMER INC COMMON STOCK 714046109 38,160 846,863 SH   DFND 4 0 0 846,863
PERNIX THERAPEUTICS HOLDINGS COMMON STOCK 71426V108 0 0 SH   DFND 2 0 0 0
PERNIX THERAPEUTICS HOLDINGS COMMON STOCK 71426V108 696 130,162 SH   DFND 4 0 0 130,162
PERRIGO CO PLC COMMON STOCK G97822103 2,111 13,652 SH   DFND 2 11,009 0 2,643
PERRIGO CO PLC COMMON STOCK G97822103 2,893 18,704 SH   DFND 4 0 0 18,704
PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 423 30,764 SH   DFND 2 25,017 0 5,747
PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 721 52,480 SH   DFND 4 0 0 52,480
PETROLEO BRASILEIRO-SPON ADR COMMON STOCK - ADR 71654V101 91 6,582 SH   DFND 2 6,582 0 0
PETROLEO BRASILEIRO-SPON ADR COMMON STOCK - ADR 71654V101 619 44,639 SH   DFND 4 1,064 0 43,575
PETSMART INC COMMON STOCK 716768106 1,558 22,612 SH   DFND 2 19,156 0 3,456
PETSMART INC COMMON STOCK 716768106 6,064 88,030 SH   DFND 4 3,654 0 84,376
PFIZER INC COMMON STOCK 717081103 24,851 773,682 SH   DFND 2 704,253 0 69,429
PFIZER INC COMMON STOCK 717081103 336,763 10,484,528 SH   DFND 4 284,399 0 10,200,129
PHH CORP COMMON STOCK 693320202 1,521 58,875 SH   DFND 2 20,033 0 38,842
PHH CORP COMMON STOCK 693320202 3,313 128,204 SH   DFND 4 37,100 0 91,104
PHH CORP CONV. NOTE 693320AN3 134 124,000 SH   DFND 2 0 0 124,000
PHH CORP CONV. NOTE 693320AN3 856 794,000 SH   DFND 4 0 0 794,000
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 18,398 224,721 SH   DFND 2 224,721 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 299,231 3,654,950 SH   DFND 4 53,650 0 3,601,300
PHILLIPS 66 COMMON STOCK 718546104 5,452 70,755 SH   DFND 2 63,614 0 7,141
PHILLIPS 66 COMMON STOCK 718546104 21,397 277,661 SH   DFND 4 11,296 0 266,365
PHOTOMEDEX INC COMMON STOCK 719358301 2,010 127,000 SH   DFND 2 39,600 0 87,400
PHOTOMEDEX INC COMMON STOCK 719358301 5,771 364,555 SH   DFND 4 92,500 0 272,055
PHOTRONICS INC COMMON STOCK 719405102 2,453 287,522 SH   DFND 2 135,169 0 152,353
PHOTRONICS INC COMMON STOCK 719405102 4,442 520,694 SH   DFND 4 135,003 0 385,691
PHOTRONICS INC CONV. NOTE 719405AH5 1,402 1,277,000 SH   DFND 2 0 0 1,277,000
PHOTRONICS INC CONV. NOTE 719405AH5 4,602 4,193,000 SH   DFND 4 0 0 4,193,000
PIEDMONT NATURAL GAS CO COMMON STOCK 720186105 1,310 37,024 SH   DFND 2 11,536 0 25,488
PIEDMONT NATURAL GAS CO COMMON STOCK 720186105 2,799 79,081 SH   DFND 4 26,964 0 52,117
PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 1,104 64,400 SH   DFND 2 18,900 0 45,500
PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 2,216 129,200 SH   DFND 4 43,900 0 85,300
PINNACLE FOODS INC COMMON STOCK 72348P104 1,639 54,902 SH   DFND 2 54,902 0 0
PINNACLE FOODS INC COMMON STOCK 72348P104 29,926 1,002,194 SH   DFND 4 73,197 0 928,997
PINNACLE WEST CAPITAL COMMON STOCK 723484101 241 4,411 SH   DFND 2 4,411 0 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 0 0 SH   DFND 4 0 0 0
PIONEER ENERGY SERVICES CORP COMMON STOCK 723664108 1,812 139,957 SH   DFND 2 43,767 0 96,190
PIONEER ENERGY SERVICES CORP COMMON STOCK 723664108 3,868 298,669 SH   DFND 4 101,548 0 197,121
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 1,064 5,688 SH   DFND 2 5,688 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 0 0 SH   DFND 4 0 0 0
PITNEY BOWES INC COMMON STOCK 724479100 3,605 138,726 SH   DFND 2 64,310 0 74,416
PITNEY BOWES INC COMMON STOCK 724479100 15,240 586,365 SH   DFND 4 84,840 0 501,525
PLANTRONICS INC COMMON STOCK 727493108 366 8,242 SH   DFND 2 6,886 0 1,356
PLANTRONICS INC COMMON STOCK 727493108 495 11,142 SH   DFND 4 541 0 10,601
PLUM CREEK TIMBER CO COMMON STOCK 729251108 309 7,348 SH   DFND 2 7,348 0 0
PLUM CREEK TIMBER CO COMMON STOCK 729251108 85 2,026 SH   DFND 4 0 0 2,026
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 4,924 56,603 SH   DFND 2 56,603 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 28,138 323,424 SH   DFND 4 16,316 0 307,108
PNM RESOURCES INC COMMON STOCK 69349H107 3,438 127,200 SH   DFND 2 39,800 0 87,400
PNM RESOURCES INC COMMON STOCK 69349H107 7,339 271,500 SH   DFND 4 92,300 0 179,200
POLYCOM INC COMMON STOCK 73172K104 2,258 164,600 SH   DFND 2 84,800 0 79,800
POLYCOM INC COMMON STOCK 73172K104 6,261 456,344 SH   DFND 4 76,300 0 380,044
POLYPORE INTERNATIONAL INC COMMON STOCK 73179V103 299 8,738 SH   DFND 2 7,300 0 1,438
POLYPORE INTERNATIONAL INC COMMON STOCK 73179V103 394 11,522 SH   DFND 4 345 0 11,177
POPEYES LOUISIANA KITCHEN IN COMMON STOCK 732872106 639 15,726 SH   DFND 2 13,088 0 2,638
POPEYES LOUISIANA KITCHEN IN COMMON STOCK 732872106 23,142 569,449 SH   DFND 4 543 0 568,906
POPULAR INC COMMON STOCK 733174700 2,337 75,396 SH   DFND 2 25,868 0 49,528
POPULAR INC COMMON STOCK 733174700 7,664 247,299 SH   DFND 4 51,090 0 196,209
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK 73640Q105 3,338 57,697 SH   DFND 2 28,102 0 29,595
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK 73640Q105 6,685 115,529 SH   DFND 4 27,883 0 87,646
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 2,060 63,700 SH   DFND 2 18,800 0 44,900
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 4,152 128,400 SH   DFND 4 43,600 0 84,800
PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 0 0 SH   DFND 2 0 0 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 5,190 200,400 SH   DFND 4 0 0 200,400
POST PROPERTIES INC COMMON STOCK 737464107 918 18,698 SH   DFND 2 13,343 0 5,355
POST PROPERTIES INC COMMON STOCK 737464107 166 3,387 SH   DFND 4 0 0 3,387
POTASH CORP OF SASKATCHEWAN ORDINARY SHARES 73755L107 1,563 43,157 SH   DFND 2 43,157 0 0
POTASH CORP OF SASKATCHEWAN ORDINARY SHARES 73755L107 109,336 3,018,650 SH   DFND 4 0 0 3,018,650
PPG INDUSTRIES INC COMMON STOCK 693506107 5,984 30,929 SH   DFND 2 25,129 0 5,800
PPG INDUSTRIES INC COMMON STOCK 693506107 21,170 109,428 SH   DFND 4 3,187 0 106,241
PPL CORPORATION COMMON STOCK 69351T106 4,534 136,803 SH   DFND 2 117,103 0 19,700
PPL CORPORATION COMMON STOCK 69351T106 34,779 1,049,444 SH   DFND 4 22,964 0 1,026,480
PPL CORPORATION CONVERTIBLE PREF 69351T114 6,101 111,366 SH   DFND 2 0 0 111,366
PPL CORPORATION CONVERTIBLE PREF 69351T114 72,876 1,331,316 SH   DFND 4 0 0 1,331,316
PRAXAIR INC COMMON STOCK 74005P104 1,559 11,902 SH   DFND 2 11,902 0 0
PRAXAIR INC COMMON STOCK 74005P104 0 0 SH   DFND 4 0 0 0
PRECISION CASTPARTS CORP COMMON STOCK 740189105 1,478 5,849 SH   DFND 2 5,849 0 0
PRECISION CASTPARTS CORP COMMON STOCK 740189105 0 0 SH   DFND 4 0 0 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 1,186 43,513 SH   DFND 2 36,206 0 7,307
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 5,084 186,562 SH   DFND 4 1,357 0 185,205
PRICELINE.COM INC COMMON STOCK 741503403 17,590 14,758 SH   DFND 2 13,684 0 1,074
PRICELINE.COM INC COMMON STOCK 741503403 289,116 242,569 SH   DFND 4 1,081 0 241,488
PRICELINE.COM INC CONV. NOTE 741503AQ9 5,210 3,680,000 SH   DFND 2 0 0 3,680,000
PRICELINE.COM INC CONV. NOTE 741503AQ9 15,804 11,164,000 SH   DFND 4 0 0 11,164,000
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 501 10,890 SH   DFND 2 10,890 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 0 0 SH   DFND 4 0 0 0
PROASSURANCE CORP COMMON STOCK 74267C106 1,451 32,577 SH   DFND 2 22,611 0 9,966
PROASSURANCE CORP COMMON STOCK 74267C106 3,532 79,322 SH   DFND 4 1,054 0 78,268
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 9,910 122,958 SH   DFND 2 120,270 0 2,688
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 49,268 611,269 SH   DFND 4 2,437 0 608,832
PROGRESSIVE CORP COMMON STOCK 743315103 526 21,701 SH   DFND 2 21,701 0 0
PROGRESSIVE CORP COMMON STOCK 743315103 0 0 SH   DFND 4 0 0 0
PROLOGIS INC COMMON STOCK 74340W103 2,691 65,900 SH   DFND 2 53,256 0 12,644
PROLOGIS INC COMMON STOCK 74340W103 850 20,828 SH   DFND 4 0 0 20,828
PROOFPOINT INC COMMON STOCK 743424103 579 15,610 SH   DFND 2 13,085 0 2,525
PROOFPOINT INC COMMON STOCK 743424103 782 21,097 SH   DFND 4 644 0 20,453
PROTECTIVE LIFE CORP COMMON STOCK 743674103 241 4,590 SH   DFND 2 3,616 0 974
PROTECTIVE LIFE CORP COMMON STOCK 743674103 3,058 58,141 SH   DFND 4 0 0 58,141
PROVIDENCE SERVICE CORP COMMON STOCK 743815102 2,855 100,954 SH   DFND 2 51,332 0 49,622
PROVIDENCE SERVICE CORP COMMON STOCK 743815102 5,547 196,142 SH   DFND 4 46,530 0 149,612
PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 2,368 128,900 SH   DFND 2 40,300 0 88,600
PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 5,055 275,200 SH   DFND 4 93,700 0 181,500
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 1,541 18,201 SH   DFND 2 18,201 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 22,999 271,700 SH   DFND 4 0 0 271,700
PS BUSINESS PARKS INC/CA COMMON STOCK 69360J107 1,210 14,471 SH   DFND 2 11,983 0 2,488
PS BUSINESS PARKS INC/CA COMMON STOCK 69360J107 1,962 23,468 SH   DFND 4 323 0 23,145
PTC INC COMMON STOCK 69370C100 1,062 29,981 SH   DFND 2 26,728 0 3,253
PTC INC COMMON STOCK 69370C100 1,811 51,117 SH   DFND 4 0 0 51,117
PTC THERAPEUTICS INC COMMON STOCK 69366J200 0 0 SH   DFND 2 0 0 0
PTC THERAPEUTICS INC COMMON STOCK 69366J200 5,753 220,100 SH   DFND 4 0 0 220,100
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 757 19,840 SH   DFND 2 19,840 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 0 0 SH   DFND 4 0 0 0
PUBLIC STORAGE COMMON STOCK 74460D109 8,808 52,275 SH   DFND 2 40,119 0 12,156
PUBLIC STORAGE COMMON STOCK 74460D109 22,520 133,660 SH   DFND 4 3,135 0 130,525
PULTEGROUP INC COMMON STOCK 745867101 7,364 383,743 SH   DFND 2 383,743 0 0
PULTEGROUP INC COMMON STOCK 745867101 207,233 10,798,997 SH   DFND 4 116,600 0 10,682,397
PUMA BIOTECHNOLOGY INC COMMON STOCK 74587V107 0 0 SH   DFND 2 0 0 0
PUMA BIOTECHNOLOGY INC COMMON STOCK 74587V107 6,612 63,488 SH   DFND 4 0 0 63,488
PVH CORP COMMON STOCK 693656100 387 3,100 SH   DFND 2 3,100 0 0
PVH CORP COMMON STOCK 693656100 0 0 SH   DFND 4 0 0 0
QEP RESOURCES INC COMMON STOCK 74733V100 4,881 165,792 SH   DFND 2 165,792 0 0
QEP RESOURCES INC COMMON STOCK 74733V100 155,007 5,265,190 SH   DFND 4 104,400 0 5,160,790
QIHOO 360 TECHNOLOGY CO-ADR COMMON STOCK - ADR 74734M109 220 2,212 SH   DFND 2 2,212 0 0
QIHOO 360 TECHNOLOGY CO-ADR COMMON STOCK - ADR 74734M109 12,204 122,558 SH   DFND 4 0 0 122,558
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 259 9,755 SH   DFND 2 8,555 0 1,200
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 386 14,534 SH   DFND 4 0 0 14,534
QTS REALTY TRUST INC-CL A COMMON STOCK 74736A103 998 39,792 SH   DFND 2 11,649 0 28,143
QTS REALTY TRUST INC-CL A COMMON STOCK 74736A103 1,989 79,293 SH   DFND 4 26,915 0 52,378
QUALCOMM INC COMMON STOCK 747525103 9,375 118,879 SH   DFND 2 118,879 0 0
QUALCOMM INC COMMON STOCK 747525103 152,196 1,929,946 SH   DFND 4 0 0 1,929,946
QUALITY DISTRIBUTION INC COMMON STOCK 74756M102 3,900 300,266 SH   DFND 2 147,034 0 153,232
QUALITY DISTRIBUTION INC COMMON STOCK 74756M102 7,776 598,614 SH   DFND 4 145,153 0 453,461
QUANTA SERVICES INC COMMON STOCK 74762E102 314 8,518 SH   DFND 2 8,518 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 105 2,845 SH   DFND 4 0 0 2,845
QUANTUM CORP COMMON STOCK 747906204 92 75,035 SH   DFND 2 58,443 0 16,592
QUANTUM CORP COMMON STOCK 747906204 359 294,587 SH   DFND 4 18,533 0 276,054
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 357 6,156 SH   DFND 2 6,156 0 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 2,664 46,000 SH   DFND 4 0 0 46,000
QUESTCOR PHARMACEUTICALS COMMON STOCK 74835Y101 2,602 40,079 SH   DFND 2 21,223 0 18,856
QUESTCOR PHARMACEUTICALS COMMON STOCK 74835Y101 10,446 160,888 SH   DFND 4 18,050 0 142,838
QUINTILES TRANSNATIONAL HOLD COMMON STOCK 74876Y101 0 0 SH   DFND 2 0 0 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK 74876Y101 839 16,533 SH   DFND 4 0 0 16,533
RADIAN GROUP INC COMMON STOCK 750236101 5,029 334,580 SH   DFND 2 334,580 0 0
RADIAN GROUP INC COMMON STOCK 750236101 74,934 4,985,630 SH   DFND 4 103,000 0 4,882,630
RADIAN GROUP INC. CONV. NOTE 750236AK7 2,403 1,621,000 SH   DFND 2 0 0 1,621,000
RADIAN GROUP INC. CONV. NOTE 750236AK7 7,813 5,270,000 SH   DFND 4 0 0 5,270,000
RAIT FINANCIAL TRUST COMMON STOCK 749227609 1,912 225,200 SH   DFND 2 70,400 0 154,800
RAIT FINANCIAL TRUST COMMON STOCK 749227609 4,081 480,700 SH   DFND 4 163,400 0 317,300
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 68 50,000 SH   DFND 2 0 0 50,000
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 0 0 SH   DFND 4 0 0 0
RALPH LAUREN CORP COMMON STOCK 751212101 372 2,310 SH   DFND 2 2,310 0 0
RALPH LAUREN CORP COMMON STOCK 751212101 0 0 SH   DFND 4 0 0 0
RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 123 7,558 SH   DFND 2 5,884 0 1,674
RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 489 30,014 SH   DFND 4 1,539 0 28,475
RANGE RESOURCES CORP COMMON STOCK 75281A109 531 6,400 SH   DFND 2 6,400 0 0
RANGE RESOURCES CORP COMMON STOCK 75281A109 0 0 SH   DFND 4 0 0 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 3 57 SH   DFND 2 57 0 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 3,544 63,369 SH   DFND 4 0 0 63,369
RAYONIER INC COMMON STOCK 754907103 283 6,174 SH   DFND 2 6,174 0 0
RAYONIER INC COMMON STOCK 754907103 2,377 51,770 SH   DFND 4 2,840 0 48,930
RAYTHEON COMPANY COMMON STOCK 755111507 3,830 38,772 SH   DFND 2 38,772 0 0
RAYTHEON COMPANY COMMON STOCK 755111507 81,042 820,342 SH   DFND 4 11,655 0 808,687
RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 5,907 204,879 SH   DFND 2 159,810 0 45,069
RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 55,479 1,924,364 SH   DFND 4 47,631 0 1,876,733
REALTY INCOME CORP COMMON STOCK 756109104 425 10,400 SH   DFND 2 7,447 0 2,953
REALTY INCOME CORP COMMON STOCK 756109104 76 1,866 SH   DFND 4 0 0 1,866
RECEPTOS INC COMMON STOCK 756207106 699 16,676 SH   DFND 2 14,023 0 2,653
RECEPTOS INC COMMON STOCK 756207106 14,351 342,172 SH   DFND 4 248 0 341,924
RED HAT INC COMMON STOCK 756577102 3,179 60,011 SH   DFND 2 60,011 0 0
RED HAT INC COMMON STOCK 756577102 52,747 995,601 SH   DFND 4 0 0 995,601
RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 659 9,192 SH   DFND 2 7,760 0 1,432
RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 3,802 53,036 SH   DFND 4 0 0 53,036
REDWOOD TRUST INC COMMON STOCK 758075402 722 35,600 SH   DFND 2 35,600 0 0
REDWOOD TRUST INC COMMON STOCK 758075402 1,900 93,665 SH   DFND 4 0 0 93,665
REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 0 0 SH   DFND 2 0 0 0
REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 5,498 294,330 SH   DFND 4 0 0 294,330
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 955 3,180 SH   DFND 2 3,180 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 0 0 SH   DFND 4 0 0 0
REGIONAL MANAGEMENT CORP COMMON STOCK 75902K106 1,489 60,391 SH   DFND 2 18,891 0 41,500
REGIONAL MANAGEMENT CORP COMMON STOCK 75902K106 3,171 128,609 SH   DFND 4 43,605 0 85,004
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 2,683 241,488 SH   DFND 2 241,488 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 44,372 3,993,858 SH   DFND 4 228,100 0 3,765,758
REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 2,212 27,777 SH   DFND 2 8,401 0 19,376
REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 4,597 57,726 SH   DFND 4 19,634 0 38,092
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 273 3,865 SH   DFND 2 3,865 0 0
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 2,317 32,793 SH   DFND 4 1,794 0 30,999
RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 1,602 16,410 SH   DFND 2 11,158 0 5,252
RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 3,565 36,531 SH   DFND 4 0 0 36,531
REPLIGEN CORP COMMON STOCK 759916109 508 39,490 SH   DFND 2 32,983 0 6,507
REPLIGEN CORP COMMON STOCK 759916109 653 50,806 SH   DFND 4 0 0 50,806
REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 941 102,969 SH   DFND 2 95,870 0 7,099
REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 4,155 454,565 SH   DFND 4 1,360 0 453,205
REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 87 3,865 SH   DFND 2 3,004 0 861
REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 322 14,238 SH   DFND 4 0 0 14,238
REPUBLIC SERVICES INC COMMON STOCK 760759100 372 10,899 SH   DFND 2 10,899 0 0
REPUBLIC SERVICES INC COMMON STOCK 760759100 0 0 SH   DFND 4 0 0 0
RESMED INC COMMON STOCK 761152107 764 17,100 SH   DFND 2 17,100 0 0
RESMED INC COMMON STOCK 761152107 4,365 97,670 SH   DFND 4 0 0 97,670
RETAIL OPPORTUNITY INVESTMEN COMMON STOCK 76131N101 234 15,634 SH   DFND 2 11,230 0 4,404
RETAIL OPPORTUNITY INVESTMEN COMMON STOCK 76131N101 42 2,834 SH   DFND 4 0 0 2,834
RETAILMENOT INC COMMON STOCK 76132B106 1,191 37,214 SH   DFND 2 31,192 0 6,022
RETAILMENOT INC COMMON STOCK 76132B106 1,599 49,968 SH   DFND 4 1,502 0 48,466
RETROPHIN INC COMMON STOCK 761299106 911 42,847 SH   DFND 2 37,376 0 5,471
RETROPHIN INC COMMON STOCK 761299106 29,155 1,370,715 SH   DFND 4 1,366 0 1,369,349
REYNOLDS AMERICAN INC COMMON STOCK 761713106 663 12,402 SH   DFND 2 12,402 0 0
REYNOLDS AMERICAN INC COMMON STOCK 761713106 0 0 SH   DFND 4 0 0 0
RF MICRO DEVICES INC COMMON STOCK 749941100 4,530 574,924 SH   DFND 2 276,348 0 298,576
RF MICRO DEVICES INC COMMON STOCK 749941100 8,918 1,131,766 SH   DFND 4 285,889 0 845,877
RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 142 7,854 SH   DFND 2 6,799 0 1,055
RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 200 11,070 SH   DFND 4 329 0 10,741
RITE AID CORP CONV. NOTE 767754BU7 137 55,000 SH   DFND 2 0 0 55,000
RITE AID CORP CONV. NOTE 767754BU7 898 361,000 SH   DFND 4 0 0 361,000
ROBERT HALF INTL INC COMMON STOCK 770323103 228 5,442 SH   DFND 2 5,442 0 0
ROBERT HALF INTL INC COMMON STOCK 770323103 0 0 SH   DFND 4 0 0 0
ROCK TENN COMPANY -CL A COMMON STOCK 772739207 2,094 19,833 SH   DFND 2 14,033 0 5,800
ROCK TENN COMPANY -CL A COMMON STOCK 772739207 12,410 117,548 SH   DFND 4 6,100 0 111,448
ROCKVILLE FINANCIAL INC COMMON STOCK 774188106 2,047 150,600 SH   DFND 2 45,500 0 105,100
ROCKVILLE FINANCIAL INC COMMON STOCK 774188106 4,220 310,500 SH   DFND 4 105,500 0 205,000
ROCKWELL AUTOMATION INC COMMON STOCK 773903109 2,032 16,317 SH   DFND 2 16,317 0 0
ROCKWELL AUTOMATION INC COMMON STOCK 773903109 11,466 92,063 SH   DFND 4 5,041 0 87,022
ROCKWELL COLLINS INC COMMON STOCK 774341101 543 6,816 SH   DFND 2 6,816 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 21,078 264,568 SH   DFND 4 0 0 264,568
ROPER INDUSTRIES INC COMMON STOCK 776696106 2,022 15,146 SH   DFND 2 11,601 0 3,545
ROPER INDUSTRIES INC COMMON STOCK 776696106 3,340 25,020 SH   DFND 4 0 0 25,020
ROSETTA RESOURCES INC COMMON STOCK 777779307 654 14,041 SH   DFND 2 12,189 0 1,852
ROSETTA RESOURCES INC COMMON STOCK 777779307 841 18,048 SH   DFND 4 339 0 17,709
ROSS STORES INC COMMON STOCK 778296103 617 8,622 SH   DFND 2 8,622 0 0
ROSS STORES INC COMMON STOCK 778296103 0 0 SH   DFND 4 0 0 0
ROUNDY'S INC COMMON STOCK 779268101 0 0 SH   DFND 2 0 0 0
ROUNDY'S INC COMMON STOCK 779268101 420 61,000 SH   DFND 4 0 0 61,000
ROVI CORP COMMON STOCK 779376102 177 7,757 SH   DFND 2 6,042 0 1,715
ROVI CORP COMMON STOCK 779376102 693 30,424 SH   DFND 4 1,801 0 28,623
ROWAN COMPANIES PLC-A COMMON STOCK G7665A101 212 6,303 SH   DFND 2 6,303 0 0
ROWAN COMPANIES PLC-A COMMON STOCK G7665A101 21,524 639,085 SH   DFND 4 0 0 639,085
ROYAL DUTCH SHELL PLC-ADR COMMON STOCK - ADR 780259206 7,926 108,485 SH   DFND 2 108,485 0 0
ROYAL DUTCH SHELL PLC-ADR COMMON STOCK - ADR 780259206 298,703 4,088,459 SH   DFND 4 146,003 0 3,942,456
RPM INTERNATIONAL INC COMMON STOCK 749685103 1,888 45,124 SH   DFND 2 13,208 0 31,916
RPM INTERNATIONAL INC COMMON STOCK 749685103 3,782 90,387 SH   DFND 4 30,748 0 59,639
RPM INTERNATIONAL INC CONV. NOTE 749685AT0 1,833 1,582,000 SH   DFND 2 0 0 1,582,000
RPM INTERNATIONAL INC CONV. NOTE 749685AT0 4,900 4,229,000 SH   DFND 4 0 0 4,229,000
RUCKUS WIRELESS INC COMMON STOCK 781220108 640 52,593 SH   DFND 2 43,963 0 8,630
RUCKUS WIRELESS INC COMMON STOCK 781220108 851 69,959 SH   DFND 4 2,090 0 67,869
RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 2,192 67,500 SH   DFND 2 21,100 0 46,400
RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 4,684 144,200 SH   DFND 4 49,000 0 95,200
RYDER SYSTEM INC COMMON STOCK 783549108 2,192 27,431 SH   DFND 2 9,931 0 17,500
RYDER SYSTEM INC COMMON STOCK 783549108 4,356 54,500 SH   DFND 4 18,500 0 36,000
RYLAND GROUP CONV. NOTE 783764AQ6 141 99,000 SH   DFND 2 0 0 99,000
RYLAND GROUP CONV. NOTE 783764AQ6 716 503,000 SH   DFND 4 0 0 503,000
RYLAND GROUP INC/THE COMMON STOCK 783764103 923 23,118 SH   DFND 2 18,995 0 4,123
RYLAND GROUP INC/THE COMMON STOCK 783764103 1,632 40,880 SH   DFND 4 1,012 0 39,868
RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 882 20,735 SH   DFND 2 14,796 0 5,939
RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 160 3,754 SH   DFND 4 0 0 3,754
S&W SEED CO COMMON STOCK 785135104 1,288 173,819 SH   DFND 2 161,832 0 11,987
S&W SEED CO COMMON STOCK 785135104 6,936 936,061 SH   DFND 4 2,620 0 933,441
SABRA HEALTH CARE REIT INC COMMON STOCK 78573L106 305 10,928 SH   DFND 2 7,821 0 3,107
SABRA HEALTH CARE REIT INC COMMON STOCK 78573L106 55 1,971 SH   DFND 4 0 0 1,971
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 2,016 1,482,000 SH   DFND 2 0 0 1,482,000
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 8,822 6,487,000 SH   DFND 4 0 0 6,487,000
SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449207 1,199 54,048 SH   DFND 2 45,195 0 8,853
SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449207 1,593 71,841 SH   DFND 4 2,065 0 69,776
SAFEWAY INC COMMON STOCK 786514208 341 9,240 SH   DFND 2 9,240 0 0
SAFEWAY INC COMMON STOCK 786514208 0 0 SH   DFND 4 0 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 1,294 22,671 SH   DFND 2 22,671 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 0 0 SH   DFND 4 0 0 0
SALIX PHARMACEUTICALS LT CONV. NOTE 795435AE6 2,088 1,235,000 SH   DFND 2 0 0 1,235,000
SALIX PHARMACEUTICALS LT CONV. NOTE 795435AE6 6,602 3,905,000 SH   DFND 4 0 0 3,905,000
SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 987 9,526 SH   DFND 2 8,717 0 809
SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 2,534 24,454 SH   DFND 4 1,006 0 23,448
SANDERSON FARMS INC COMMON STOCK 800013104 1,334 17,000 SH   DFND 2 5,300 0 11,700
SANDERSON FARMS INC COMMON STOCK 800013104 2,833 36,100 SH   DFND 4 12,300 0 23,800
SANDISK CORP COMMON STOCK 80004C101 5,314 65,447 SH   DFND 2 65,447 0 0
SANDISK CORP COMMON STOCK 80004C101 290,635 3,579,686 SH   DFND 4 49,428 0 3,530,258
SANDISK CORP CONV. NOTE 80004CAD3 2,891 1,758,000 SH   DFND 2 0 0 1,758,000
SANDISK CORP CONV. NOTE 80004CAD3 8,113 4,934,000 SH   DFND 4 0 0 4,934,000
SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 0 0 SH   DFND 2 0 0 0
SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 180 14,940 SH   DFND 4 0 0 14,940
SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 0 0 SH   DFND 2 0 0 0
SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 180 14,940 SH   DFND 4 0 0 14,940
SANOFI-ADR COMMON STOCK - ADR 80105N105 99 1,900 SH   DFND 2 1,900 0 0
SANOFI-ADR COMMON STOCK - ADR 80105N105 43,943 840,534 SH   DFND 4 0 0 840,534
SANTANDER CONSUMER USA HOLDI COMMON STOCK 80283M101 127 5,277 SH   DFND 2 5,277 0 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK 80283M101 17,573 729,773 SH   DFND 4 0 0 729,773
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 2,563 859,000 SH   DFND 2 0 0 859,000
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 7,151 2,397,000 SH   DFND 4 0 0 2,397,000
SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 989 10,875 SH   DFND 2 7,375 0 3,500
SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 2,210 24,294 SH   DFND 4 0 0 24,294
SCANA CORP COMMON STOCK 80589M102 282 5,500 SH   DFND 2 5,500 0 0
SCANA CORP COMMON STOCK 80589M102 0 0 SH   DFND 4 0 0 0
SCHLUMBERGER LTD COMMON STOCK 806857108 13,046 133,808 SH   DFND 2 133,808 0 0
SCHLUMBERGER LTD COMMON STOCK 806857108 176,802 1,813,350 SH   DFND 4 17,040 0 1,796,310
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 12,810 468,726 SH   DFND 2 468,726 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 309,015 11,306,795 SH   DFND 4 183,000 0 11,123,795
SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 575 13,500 SH   DFND 2 13,500 0 0
SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 2,437 57,215 SH   DFND 4 0 0 57,215
SCIQUEST INC COMMON STOCK 80908T101 451 16,684 SH   DFND 2 13,862 0 2,822
SCIQUEST INC COMMON STOCK 80908T101 593 21,969 SH   DFND 4 619 0 21,350
SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 1,793 179,794 SH   DFND 2 56,864 0 122,930
SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 9,928 995,836 SH   DFND 4 127,042 0 868,794
SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 717 11,700 SH   DFND 2 8,100 0 3,600
SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 1,627 26,546 SH   DFND 4 0 0 26,546
SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 1,547 20,382 SH   DFND 2 17,762 0 2,620
SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 6,477 85,323 SH   DFND 4 3,745 0 81,578
SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 1,106 928,000 SH   DFND 2 0 0 928,000
SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 3,537 2,968,000 SH   DFND 4 0 0 2,968,000
SEADRILL LTD ORDINARY SHARES G7945E105 992 28,200 SH   DFND 2 28,200 0 0
SEADRILL LTD ORDINARY SHARES G7945E105 0 0 SH   DFND 4 0 0 0
SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 3,631 64,655 SH   DFND 2 64,655 0 0
SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 49,397 879,574 SH   DFND 4 62,700 0 816,874
SEALED AIR CORP COMMON STOCK 81211K100 5,095 155,011 SH   DFND 2 155,011 0 0
SEALED AIR CORP COMMON STOCK 81211K100 67,205 2,044,566 SH   DFND 4 54,300 0 1,990,266
SEARS HOMETOWN AND OUTLET ST COMMON STOCK 812362101 1,317 55,700 SH   DFND 2 55,700 0 0
SEARS HOMETOWN AND OUTLET ST COMMON STOCK 812362101 7,223 305,404 SH   DFND 4 0 0 305,404
SELECT COMFORT CORPORATION COMMON STOCK 81616X103 546 30,216 SH   DFND 2 24,956 0 5,260
SELECT COMFORT CORPORATION COMMON STOCK 81616X103 106,897 5,912,442 SH   DFND 4 785 0 5,911,657
SELECT INCOME REIT COMMON STOCK 81618T100 148 4,905 SH   DFND 2 3,813 0 1,092
SELECT INCOME REIT COMMON STOCK 81618T100 584 19,290 SH   DFND 4 1,226 0 18,064
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 0 0 SH   DFND 2 0 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 5,342 429,110 SH   DFND 4 0 0 429,110
SEMPRA ENERGY COMMON STOCK 816851109 999 10,322 SH   DFND 2 10,322 0 0
SEMPRA ENERGY COMMON STOCK 816851109 14,514 150,005 SH   DFND 4 0 0 150,005
SEMTECH CORP COMMON STOCK 816850101 365 14,408 SH   DFND 2 11,960 0 2,448
SEMTECH CORP COMMON STOCK 816850101 594 23,446 SH   DFND 4 475 0 22,971
SEQUENOM INC COMMON STOCK 817337405 319 130,252 SH   DFND 2 108,764 0 21,488
SEQUENOM INC COMMON STOCK 817337405 1,195 487,760 SH   DFND 4 5,150 0 482,610
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 5,183 260,713 SH   DFND 2 247,674 0 13,039
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 2,560 128,765 SH   DFND 4 15,684 0 113,081
SERVICENOW INC COMMON STOCK 81762P102 1,014 16,926 SH   DFND 2 16,926 0 0
SERVICENOW INC COMMON STOCK 81762P102 15,035 250,920 SH   DFND 4 0 0 250,920
SFX ENTERTAINMENT INC COMMON STOCK 784178303 0 0 SH   DFND 2 0 0 0
SFX ENTERTAINMENT INC COMMON STOCK 784178303 1,429 202,748 SH   DFND 4 0 0 202,748
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 688 3,488 SH   DFND 2 3,488 0 0
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 0 0 SH   DFND 4 0 0 0
SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 0 0 SH   DFND 2 0 0 0
SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 29,660 199,689 SH   DFND 4 0 0 199,689
SHORETEL INC COMMON STOCK 825211105 485 56,435 SH   DFND 2 47,272 0 9,163
SHORETEL INC COMMON STOCK 825211105 650 75,570 SH   DFND 4 2,265 0 73,305
SHUTTERFLY INC COMMON STOCK 82568P304 304 7,116 SH   DFND 2 5,914 0 1,202
SHUTTERFLY INC COMMON STOCK 82568P304 430 10,078 SH   DFND 4 298 0 9,780
SIEMENS AG-SPONS ADR COMMON STOCK - ADR 826197501 0 0 SH   DFND 2 0 0 0
SIEMENS AG-SPONS ADR COMMON STOCK - ADR 826197501 2,000 14,800 SH   DFND 4 0 0 14,800
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 324 104,470 SH   DFND 2 86,784 0 17,686
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 532 171,688 SH   DFND 4 3,773 0 167,915
SIGMA-ALDRICH COMMON STOCK 826552101 3,513 37,621 SH   DFND 2 27,221 0 10,400
SIGMA-ALDRICH COMMON STOCK 826552101 6,836 73,205 SH   DFND 4 0 0 73,205
SIGNATURE BANK COMMON STOCK 82669G104 2,003 15,945 SH   DFND 2 10,845 0 5,100
SIGNATURE BANK COMMON STOCK 82669G104 4,399 35,024 SH   DFND 4 0 0 35,024
SILGAN HOLDINGS INC COMMON STOCK 827048109 0 0 SH   DFND 2 0 0 0
SILGAN HOLDINGS INC COMMON STOCK 827048109 13,606 274,760 SH   DFND 4 0 0 274,760
SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 353 28,730 SH   DFND 2 22,909 0 5,821
SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 517 42,101 SH   DFND 4 0 0 42,101
SILICON IMAGE INC COMMON STOCK 82705T102 3,145 455,751 SH   DFND 2 223,076 0 232,675
SILICON IMAGE INC COMMON STOCK 82705T102 5,824 844,017 SH   DFND 4 222,131 0 621,886
SILVERCREST ASSET MANAGEME-A COMMON STOCK 828359109 1,432 78,294 SH   DFND 2 24,442 0 53,852
SILVERCREST ASSET MANAGEME-A COMMON STOCK 828359109 3,084 168,630 SH   DFND 4 56,777 0 111,853
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 13,003 79,286 SH   DFND 2 64,197 0 15,089
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 29,005 176,862 SH   DFND 4 6,848 0 170,014
SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 1,052 38,819 SH   DFND 2 31,992 0 6,827
SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 1,885 69,597 SH   DFND 4 1,192 0 68,405
SKECHERS USA INC-CL A COMMON STOCK 830566105 2,375 65,000 SH   DFND 2 20,300 0 44,700
SKECHERS USA INC-CL A COMMON STOCK 830566105 5,090 139,300 SH   DFND 4 47,300 0 92,000
SKYWEST INC COMMON STOCK 830879102 109 8,547 SH   DFND 2 6,661 0 1,886
SKYWEST INC COMMON STOCK 830879102 421 33,016 SH   DFND 4 2,033 0 30,983
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1,092 29,097 SH   DFND 2 29,097 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 3,466 92,376 SH   DFND 4 0 0 92,376
SL GREEN REALTY CORP COMMON STOCK 78440X101 442 4,396 SH   DFND 2 3,148 0 1,248
SL GREEN REALTY CORP COMMON STOCK 78440X101 80 791 SH   DFND 4 0 0 791
SLM CORP COMMON STOCK 78442P106 427 17,449 SH   DFND 2 17,449 0 0
SLM CORP COMMON STOCK 78442P106 4,425 180,744 SH   DFND 4 0 0 180,744
SM ENERGY CO COMMON STOCK 78454L100 2,000 28,049 SH   DFND 2 8,781 0 19,268
SM ENERGY CO COMMON STOCK 78454L100 4,264 59,816 SH   DFND 4 20,315 0 39,501
SNAP-ON INC COMMON STOCK 833034101 259 2,282 SH   DFND 2 2,282 0 0
SNAP-ON INC COMMON STOCK 833034101 5,136 45,260 SH   DFND 4 0 0 45,260
SODASTREAM INTERNATIONAL LTD ORDINARY SHARES M9068E105 0 0 SH   DFND 2 0 0 0
SODASTREAM INTERNATIONAL LTD ORDINARY SHARES M9068E105 23,320 528,800 SH   DFND 4 0 0 528,800
SOLAR CAPITAL LTD COMMON STOCK 83413U100 2,001 91,869 SH   DFND 2 28,716 0 63,153
SOLAR CAPITAL LTD COMMON STOCK 83413U100 4,268 195,963 SH   DFND 4 66,537 0 129,426
SOLARWINDS INC COMMON STOCK 83416B109 1,101 25,835 SH   DFND 2 21,894 0 3,941
SOLARWINDS INC COMMON STOCK 83416B109 1,840 43,154 SH   DFND 4 927 0 42,227
SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 191 8,497 SH   DFND 2 6,615 0 1,882
SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 705 31,351 SH   DFND 4 0 0 31,351
SOUTHERN CO/THE COMMON STOCK 842587107 5,261 119,737 SH   DFND 2 92,937 0 26,800
SOUTHERN CO/THE COMMON STOCK 842587107 8,299 188,874 SH   DFND 4 0 0 188,874
SOUTHERN COPPER CORP COMMON STOCK 84265V105 101 3,454 SH   DFND 2 3,454 0 0
SOUTHERN COPPER CORP COMMON STOCK 84265V105 3,469 119,167 SH   DFND 4 0 0 119,167
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 3,938 166,790 SH   DFND 2 140,796 0 25,994
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 24,671 1,044,923 SH   DFND 4 26,369 0 1,018,554
SOUTHWEST GAS CORP COMMON STOCK 844895102 2,685 50,233 SH   DFND 2 15,673 0 34,560
SOUTHWEST GAS CORP COMMON STOCK 844895102 5,729 107,178 SH   DFND 4 36,447 0 70,731
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 634 13,777 SH   DFND 2 13,777 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 21,036 457,200 SH   DFND 4 0 0 457,200
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 601 8,178 SH   DFND 2 6,833 0 1,345
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 793 10,796 SH   DFND 4 323 0 10,473
SPANSION INC-CLASS A COMMON STOCK 84649R200 1,960 112,500 SH   DFND 2 35,100 0 77,400
SPANSION INC-CLASS A COMMON STOCK 84649R200 4,191 240,600 SH   DFND 4 81,800 0 158,800
SPARTAN STORES INC COMMON STOCK 846822104 2,629 113,250 SH   DFND 2 45,774 0 67,476
SPARTAN STORES INC COMMON STOCK 846822104 6,259 269,660 SH   DFND 4 69,283 0 200,377
SPARTON CORP COMMON STOCK 847235108 1,023 34,940 SH   DFND 2 28,973 0 5,967
SPARTON CORP COMMON STOCK 847235108 1,342 45,836 SH   DFND 4 1,271 0 44,565
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 608 3,251 SH   DFND 2 3,251 0 0
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 14,782 79,031 SH   DFND 4 14,790 0 64,241
SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 0 0 SH   DFND 2 0 0 0
SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 2,965 91,100 SH   DFND 4 0 0 91,100
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 25 101 SH   DFND 2 101 0 0
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 636 2,540 SH   DFND 4 1,517 0 1,023
SPECTRA ENERGY CORP COMMON STOCK 847560109 2,048 55,454 SH   DFND 2 46,333 0 9,121
SPECTRA ENERGY CORP COMMON STOCK 847560109 2,379 64,395 SH   DFND 4 0 0 64,395
SPIRIT AIRLINES INC COMMON STOCK 848577102 6,239 105,030 SH   DFND 2 100,034 0 4,996
SPIRIT AIRLINES INC COMMON STOCK 848577102 52,981 891,934 SH   DFND 4 1,103 0 890,831
SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 1,204 109,696 SH   DFND 2 78,791 0 30,905
SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 219 19,904 SH   DFND 4 0 0 19,904
SPLUNK INC COMMON STOCK 848637104 664 9,291 SH   DFND 2 9,291 0 0
SPLUNK INC COMMON STOCK 848637104 14,927 208,794 SH   DFND 4 0 0 208,794
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 2,121 52,991 SH   DFND 2 50,223 0 2,768
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 23,236 580,607 SH   DFND 4 0 0 580,607
ST JUDE MEDICAL INC COMMON STOCK 790849103 9,825 150,249 SH   DFND 2 150,249 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 191,830 2,933,635 SH   DFND 4 78,600 0 2,855,035
STAAR SURGICAL CO COMMON STOCK 852312305 1,901 101,118 SH   DFND 2 84,452 0 16,666
STAAR SURGICAL CO COMMON STOCK 852312305 94,618 5,032,878 SH   DFND 4 3,846 0 5,029,032
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 3,580 53,600 SH   DFND 2 24,600 0 29,000
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 8,057 120,613 SH   DFND 4 30,100 0 90,513
STANDARD MOTOR PRODS COMMON STOCK 853666105 318 8,894 SH   DFND 2 6,931 0 1,963
STANDARD MOTOR PRODS COMMON STOCK 853666105 1,248 34,879 SH   DFND 4 2,062 0 32,817
STANDARD PACIFIC CORP COMMON STOCK 85375C101 2,544 306,183 SH   DFND 2 306,183 0 0
STANDARD PACIFIC CORP COMMON STOCK 85375C101 4,828 580,977 SH   DFND 4 0 0 580,977
STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 1,982 1,598,000 SH   DFND 2 0 0 1,598,000
STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 5,860 4,726,000 SH   DFND 4 0 0 4,726,000
STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 881 16,434 SH   DFND 2 13,587 0 2,847
STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 1,195 22,301 SH   DFND 4 489 0 21,812
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 3,348 30,972 SH   DFND 2 0 0 30,972
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 13,313 123,339 SH   DFND 4 0 0 123,339
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 528 6,495 SH   DFND 2 6,495 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 0 0 SH   DFND 4 0 0 0
STAPLES INC COMMON STOCK 855030102 530 46,776 SH   DFND 2 46,776 0 0
STAPLES INC COMMON STOCK 855030102 365 32,200 SH   DFND 4 0 0 32,200
STARBUCKS CORP COMMON STOCK 855244109 8,865 120,805 SH   DFND 2 104,080 0 16,725
STARBUCKS CORP COMMON STOCK 855244109 43,024 586,320 SH   DFND 4 0 0 586,320
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 605 7,600 SH   DFND 2 7,600 0 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 0 0 SH   DFND 4 0 0 0
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 1,530 1,336,000 SH   DFND 2 0 0 1,336,000
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 4,873 4,256,000 SH   DFND 4 0 0 4,256,000
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 83 3,512 SH   DFND 2 2,749 0 763
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 335 14,219 SH   DFND 4 538 0 13,681
STATE BANK FINANCIAL CORP COMMON STOCK 856190103 1,530 86,500 SH   DFND 2 25,800 0 60,700
STATE BANK FINANCIAL CORP COMMON STOCK 856190103 3,122 176,500 SH   DFND 4 60,000 0 116,500
STATE STREET CORP COMMON STOCK 857477103 10,651 153,148 SH   DFND 2 153,148 0 0
STATE STREET CORP COMMON STOCK 857477103 203,641 2,927,980 SH   DFND 4 154,555 0 2,773,425
STEALTHGAS INC ORDINARY SHARES Y81669106 1,673 147,155 SH   DFND 2 122,507 0 24,648
STEALTHGAS INC ORDINARY SHARES Y81669106 2,782 244,686 SH   DFND 4 5,124 0 239,562
STEINER LEISURE LTD COMMON STOCK P8744Y102 1,189 25,705 SH   DFND 2 21,372 0 4,333
STEINER LEISURE LTD COMMON STOCK P8744Y102 1,918 41,466 SH   DFND 4 0 0 41,466
STERICYCLE INC COMMON STOCK 858912108 1,572 13,833 SH   DFND 2 10,333 0 3,500
STERICYCLE INC COMMON STOCK 858912108 2,602 22,900 SH   DFND 4 0 0 22,900
STERIS CORP COMMON STOCK 859152100 854 17,882 SH   DFND 2 14,791 0 3,091
STERIS CORP COMMON STOCK 859152100 1,137 23,803 SH   DFND 4 612 0 23,191
STERLING BANCORP/DE COMMON STOCK 85917A100 1,650 130,300 SH   DFND 2 40,700 0 89,600
STERLING BANCORP/DE COMMON STOCK 85917A100 3,525 278,400 SH   DFND 4 94,600 0 183,800
STEVEN MADDEN LTD COMMON STOCK 556269108 401 11,139 SH   DFND 2 9,358 0 1,781
STEVEN MADDEN LTD COMMON STOCK 556269108 3,275 91,023 SH   DFND 4 439 0 90,584
STEWART INFORMATION SERVICES COMMON STOCK 860372101 1,031 29,357 SH   DFND 2 24,246 0 5,111
STEWART INFORMATION SERVICES COMMON STOCK 860372101 1,804 51,346 SH   DFND 4 1,269 0 50,077
STILLWATER MINING CO COMMON STOCK 86074Q102 792 53,500 SH   DFND 2 53,500 0 0
STILLWATER MINING CO COMMON STOCK 86074Q102 2,196 148,247 SH   DFND 4 0 0 148,247
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK 86101X104 1,904 93,690 SH   DFND 2 29,261 0 64,429
STOCK BUILDING SUPPLY HOLDIN COMMON STOCK 86101X104 4,081 200,827 SH   DFND 4 68,265 0 132,562
STONE ENERGY CORP COMMON STOCK 861642106 2,512 59,844 SH   DFND 2 21,294 0 38,550
STONE ENERGY CORP COMMON STOCK 861642106 73,409 1,749,074 SH   DFND 4 40,419 0 1,708,655
STONERIDGE INC COMMON STOCK 86183P102 1,898 169,008 SH   DFND 2 59,186 0 109,822
STONERIDGE INC COMMON STOCK 86183P102 4,348 387,182 SH   DFND 4 116,441 0 270,741
STRAYER EDUCATION INC COMMON STOCK 863236105 887 19,100 SH   DFND 2 19,100 0 0
STRAYER EDUCATION INC COMMON STOCK 863236105 8,823 190,035 SH   DFND 4 0 0 190,035
STRYKER CORP COMMON STOCK 863667101 1,937 23,772 SH   DFND 2 19,972 0 3,800
STRYKER CORP COMMON STOCK 863667101 17,923 219,991 SH   DFND 4 0 0 219,991
SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 1,923 268,958 SH   DFND 2 113,730 0 155,228
SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 3,785 529,383 SH   DFND 4 156,469 0 372,914
SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 3,005 323,818 SH   DFND 2 108,940 0 214,878
SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 6,713 723,371 SH   DFND 4 227,875 0 495,496
SUN LIFE FINANCIAL INC ORDINARY SHARES 866796105 0 0 SH   DFND 2 0 0 0
SUN LIFE FINANCIAL INC ORDINARY SHARES 866796105 2,244 64,800 SH   DFND 4 0 0 64,800
SUNCOR ENERGY INC COMMON STOCK 867224107 2,216 63,382 SH   DFND 2 63,382 0 0
SUNCOR ENERGY INC COMMON STOCK 867224107 40,562 1,160,233 SH   DFND 4 0 0 1,160,233
SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328601 322 48,767 SH   DFND 2 40,850 0 7,917
SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328601 435 65,814 SH   DFND 4 1,975 0 63,839
SUNTRUST BANKS INC COMMON STOCK 867914103 861 21,648 SH   DFND 2 21,648 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 55 1,380 SH   DFND 4 0 0 1,380
SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 351 11,411 SH   DFND 2 11,411 0 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 6,372 207,156 SH   DFND 4 5,259 0 201,897
SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 1,994 80,549 SH   DFND 2 68,291 0 12,258
SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 3,312 133,804 SH   DFND 4 2,523 0 131,281
SYMANTEC CORP COMMON STOCK 871503108 3,028 151,626 SH   DFND 2 151,626 0 0
SYMANTEC CORP COMMON STOCK 871503108 37,989 1,902,298 SH   DFND 4 110,723 0 1,791,575
SYMETRA FINANCIAL CORP COMMON STOCK 87151Q106 196 9,872 SH   DFND 2 7,684 0 2,188
SYMETRA FINANCIAL CORP COMMON STOCK 87151Q106 809 40,831 SH   DFND 4 1,594 0 39,237
SYMMETRY MEDICAL INC COMMON STOCK 871546206 2,094 208,200 SH   DFND 2 64,000 0 144,200
SYMMETRY MEDICAL INC COMMON STOCK 871546206 4,350 432,400 SH   DFND 4 146,500 0 285,900
SYNAPTICS INC COMMON STOCK 87157D109 921 15,346 SH   DFND 2 12,811 0 2,535
SYNAPTICS INC COMMON STOCK 87157D109 1,454 24,229 SH   DFND 4 541 0 23,688
SYNOPSYS INC COMMON STOCK 871607107 1,519 39,552 SH   DFND 2 27,252 0 12,300
SYNOPSYS INC COMMON STOCK 871607107 17,096 445,088 SH   DFND 4 0 0 445,088
SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 0 0 SH   DFND 2 0 0 0
SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 2,607 389,700 SH   DFND 4 0 0 389,700
SYSCO CORP COMMON STOCK 871829107 853 23,597 SH   DFND 2 23,597 0 0
SYSCO CORP COMMON STOCK 871829107 0 0 SH   DFND 4 0 0 0
T ROWE PRICE GROUP INC COMMON STOCK 74144T108 840 10,200 SH   DFND 2 10,200 0 0
T ROWE PRICE GROUP INC COMMON STOCK 74144T108 0 0 SH   DFND 4 0 0 0
TALISMAN ENERGY INC ORDINARY SHARES 87425E103 0 0 SH   DFND 2 0 0 0
TALISMAN ENERGY INC ORDINARY SHARES 87425E103 4,466 447,470 SH   DFND 4 0 0 447,470
TALMER BANCORP INC -CL A COMMON STOCK 87482X101 1,854 126,637 SH   DFND 2 39,497 0 87,140
TALMER BANCORP INC -CL A COMMON STOCK 87482X101 3,967 271,003 SH   DFND 4 92,090 0 178,913
TARGET CORP COMMON STOCK 87612E106 4,409 72,858 SH   DFND 2 57,673 0 15,185
TARGET CORP COMMON STOCK 87612E106 39,544 653,507 SH   DFND 4 0 0 653,507
TATA MOTORS LTD-SPON ADR COMMON STOCK - ADR 876568502 613 17,300 SH   DFND 2 17,300 0 0
TATA MOTORS LTD-SPON ADR COMMON STOCK - ADR 876568502 0 0 SH   DFND 4 0 0 0
TAUBMAN CENTERS INC COMMON STOCK 876664103 1,136 16,043 SH   DFND 2 11,482 0 4,561
TAUBMAN CENTERS INC COMMON STOCK 876664103 205 2,900 SH   DFND 4 0 0 2,900
TAYLOR MORRISON HOME CORP-A COMMON STOCK 87724P106 3,001 127,714 SH   DFND 2 127,714 0 0
TAYLOR MORRISON HOME CORP-A COMMON STOCK 87724P106 16,126 686,228 SH   DFND 4 35,984 0 650,244
TCP CAPITAL CORP COMMON STOCK 87238Q103 2,570 155,262 SH   DFND 2 47,295 0 107,967
TCP CAPITAL CORP COMMON STOCK 87238Q103 5,340 322,688 SH   DFND 4 109,688 0 213,000
TE CONNECTIVITY LTD ORDINARY SHARES H84989104 1,058 17,568 SH   DFND 2 17,568 0 0
TE CONNECTIVITY LTD ORDINARY SHARES H84989104 464 7,707 SH   DFND 4 0 0 7,707
TECH DATA CORP COMMON STOCK 878237106 1,026 16,835 SH   DFND 2 13,919 0 2,916
TECH DATA CORP COMMON STOCK 878237106 1,690 27,721 SH   DFND 4 592 0 27,129
TECO ENERGY INC COMMON STOCK 872375100 139 8,115 SH   DFND 2 8,115 0 0
TECO ENERGY INC COMMON STOCK 872375100 3,326 193,930 SH   DFND 4 0 0 193,930
TELEFLEX INC CONV. NOTE 879369AA4 2,466 1,391,000 SH   DFND 2 0 0 1,391,000
TELEFLEX INC CONV. NOTE 879369AA4 7,945 4,481,000 SH   DFND 4 0 0 4,481,000
TENNECO INC COMMON STOCK 880349105 843 14,510 SH   DFND 2 12,702 0 1,808
TENNECO INC COMMON STOCK 880349105 1,140 19,629 SH   DFND 4 0 0 19,629
TERADATA CORP COMMON STOCK 88076W103 328 6,666 SH   DFND 2 6,666 0 0
TERADATA CORP COMMON STOCK 88076W103 0 0 SH   DFND 4 0 0 0
TEREX CORP COMMON STOCK 880779103 921 20,800 SH   DFND 2 20,800 0 0
TEREX CORP COMMON STOCK 880779103 3,550 80,145 SH   DFND 4 0 0 80,145
TESARO INC COMMON STOCK 881569107 0 0 SH   DFND 2 0 0 0
TESARO INC COMMON STOCK 881569107 3,921 133,000 SH   DFND 4 0 0 133,000
TESLA MOTORS INC COMMON STOCK 88160R101 878 4,213 SH   DFND 2 4,213 0 0
TESLA MOTORS INC COMMON STOCK 88160R101 44,723 214,551 SH   DFND 4 0 0 214,551
TESLA MOTORS INC CONV. NOTE 88160RAB7 0 0 SH   DFND 2 0 0 0
TESLA MOTORS INC CONV. NOTE 88160RAC5 290 320,000 SH   DFND 2 0 0 320,000
TESLA MOTORS INC CONV. NOTE 88160RAB7 3,590 3,900,000 SH   DFND 4 0 0 3,900,000
TESLA MOTORS INC CONV. NOTE 88160RAC5 5,140 5,680,000 SH   DFND 4 0 0 5,680,000
TESORO CORP COMMON STOCK 881609101 624 12,335 SH   DFND 2 12,335 0 0
TESORO CORP COMMON STOCK 881609101 3,096 61,189 SH   DFND 4 3,253 0 57,936
TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 511 9,667 SH   DFND 2 9,667 0 0
TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 126,435 2,392,791 SH   DFND 4 0 0 2,392,791
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 4,751 100,768 SH   DFND 2 100,768 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 55,385 1,174,657 SH   DFND 4 77,500 0 1,097,157
TEXTRON INC COMMON STOCK 883203101 432 11,000 SH   DFND 2 11,000 0 0
TEXTRON INC COMMON STOCK 883203101 0 0 SH   DFND 4 0 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 9,607 79,898 SH   DFND 2 79,898 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 182,852 1,520,729 SH   DFND 4 37,000 0 1,483,729
THIRD POINT REINSURANCE LTD ORDINARY SHARES G8827U100 688 43,422 SH   DFND 2 36,085 0 7,337
THIRD POINT REINSURANCE LTD ORDINARY SHARES G8827U100 1,128 71,151 SH   DFND 4 1,532 0 69,619
THOMSON REUTERS CORP COMMON STOCK 884903105 1,118 32,694 SH   DFND 2 22,294 0 10,400
THOMSON REUTERS CORP COMMON STOCK 884903105 2,491 72,827 SH   DFND 4 0 0 72,827
THORATEC CORP COMMON STOCK 885175307 1,083 30,254 SH   DFND 2 27,844 0 2,410
THORATEC CORP COMMON STOCK 885175307 3,611 100,836 SH   DFND 4 596 0 100,240
THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 440 92,424 SH   DFND 2 77,412 0 15,012
THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 572 120,091 SH   DFND 4 0 0 120,091
TIDEWATER INC COMMON STOCK 886423102 1,689 34,743 SH   DFND 2 10,246 0 24,497
TIDEWATER INC COMMON STOCK 886423102 3,389 69,701 SH   DFND 4 23,665 0 46,036
TIFFANY & CO COMMON STOCK 886547108 372 4,321 SH   DFND 2 4,321 0 0
TIFFANY & CO COMMON STOCK 886547108 0 0 SH   DFND 4 0 0 0
TILE SHOP HLDGS INC COMMON STOCK 88677Q109 1,900 123,007 SH   DFND 2 118,656 0 4,351
TILE SHOP HLDGS INC COMMON STOCK 88677Q109 44,791 2,899,106 SH   DFND 4 1,202 0 2,897,904
TIME WARNER CABLE COMMON STOCK 88732J207 1,617 11,787 SH   DFND 2 11,787 0 0
TIME WARNER CABLE COMMON STOCK 88732J207 26,841 195,662 SH   DFND 4 0 0 195,662
TIME WARNER INC COMMON STOCK 887317303 6,932 106,100 SH   DFND 2 106,100 0 0
TIME WARNER INC COMMON STOCK 887317303 81,642 1,249,690 SH   DFND 4 97,610 0 1,152,080
TIMKEN CO COMMON STOCK 887389104 582 9,900 SH   DFND 2 9,900 0 0
TIMKEN CO COMMON STOCK 887389104 2,562 43,590 SH   DFND 4 0 0 43,590
TIVO INC COMMON STOCK 888706108 6,096 460,775 SH   DFND 2 356,844 0 103,931
TIVO INC COMMON STOCK 888706108 90,912 6,871,661 SH   DFND 4 97,588 0 6,774,073
TJX COMPANIES INC COMMON STOCK 872540109 5,945 98,026 SH   DFND 2 94,326 0 3,700
TJX COMPANIES INC COMMON STOCK 872540109 52,485 865,373 SH   DFND 4 0 0 865,373
T-MOBILE US INC COMMON STOCK 872590104 657 19,896 SH   DFND 2 19,896 0 0
T-MOBILE US INC COMMON STOCK 872590104 6,573 199,005 SH   DFND 4 9,168 0 189,837
TORCHMARK CORP COMMON STOCK 891027104 291 3,692 SH   DFND 2 3,692 0 0
TORCHMARK CORP COMMON STOCK 891027104 2,775 35,260 SH   DFND 4 0 0 35,260
TORNIER NV ORDINARY SHARES N87237108 974 45,899 SH   DFND 2 45,899 0 0
TORNIER NV ORDINARY SHARES N87237108 16,177 762,342 SH   DFND 4 0 0 762,342
TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 610 9,300 SH   DFND 2 9,300 0 0
TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 2,539 38,710 SH   DFND 4 0 0 38,710
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 203 6,690 SH   DFND 2 6,690 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 0 0 SH   DFND 4 0 0 0
TOWER INTERNATIONAL INC COMMON STOCK 891826109 3,744 137,528 SH   DFND 2 57,525 0 80,003
TOWER INTERNATIONAL INC COMMON STOCK 891826109 7,439 273,304 SH   DFND 4 78,686 0 194,618
TOWERS WATSON & CO-CL A COMMON STOCK 891894107 1,543 13,530 SH   DFND 2 13,530 0 0
TOWERS WATSON & CO-CL A COMMON STOCK 891894107 4,676 41,000 SH   DFND 4 0 0 41,000
TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 505 59,443 SH   DFND 2 50,354 0 9,089
TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 588 69,314 SH   DFND 4 2,172 0 67,142
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 398 5,640 SH   DFND 2 5,640 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 0 0 SH   DFND 4 0 0 0
TRANSOCEAN LTD COMMON STOCK H8817H100 546 13,200 SH   DFND 2 13,200 0 0
TRANSOCEAN LTD COMMON STOCK H8817H100 0 0 SH   DFND 4 0 0 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 7,806 91,733 SH   DFND 2 75,733 0 16,000
TRAVELERS COS INC/THE COMMON STOCK 89417E109 41,080 482,730 SH   DFND 4 12,356 0 470,374
TREVENA INC COMMON STOCK 89532E109 190 24,120 SH   DFND 2 20,731 0 3,389
TREVENA INC COMMON STOCK 89532E109 4,182 532,064 SH   DFND 4 1,933 0 530,131
TREX COMPANY INC COMMON STOCK 89531P105 1,638 22,385 SH   DFND 2 18,598 0 3,787
TREX COMPANY INC COMMON STOCK 89531P105 2,115 28,913 SH   DFND 4 519 0 28,394
TRIMAS CORP COMMON STOCK 896215209 1,880 56,616 SH   DFND 2 43,037 0 13,579
TRIMAS CORP COMMON STOCK 896215209 34,288 1,032,786 SH   DFND 4 7,059 0 1,025,727
TRINITY BIOTECH PLC-SPON ADR COMMON STOCK - ADR 896438306 759 31,342 SH   DFND 2 26,045 0 5,297
TRINITY BIOTECH PLC-SPON ADR COMMON STOCK - ADR 896438306 1,008 41,617 SH   DFND 4 1,119 0 40,498
TRINITY INDUSTRIES INC COMMON STOCK 896522109 0 0 SH   DFND 2 0 0 0
TRINITY INDUSTRIES INC COMMON STOCK 896522109 4,499 62,432 SH   DFND 4 0 0 62,432
TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 1,771 1,115,000 SH   DFND 2 0 0 1,115,000
TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 6,290 3,959,000 SH   DFND 4 0 0 3,959,000
TRIPADVISOR INC COMMON STOCK 896945201 404 4,465 SH   DFND 2 4,465 0 0
TRIPADVISOR INC COMMON STOCK 896945201 0 0 SH   DFND 4 0 0 0
TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 2,332 143,588 SH   DFND 2 44,881 0 98,707
TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 4,976 306,412 SH   DFND 4 104,034 0 202,378
TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 1,139 70,559 SH   DFND 2 23,538 0 47,021
TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 2,520 156,129 SH   DFND 4 49,348 0 106,781
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 1,871 131,700 SH   DFND 2 41,200 0 90,500
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 3,993 281,000 SH   DFND 4 95,500 0 185,500
TRONOX LTD-CL A COMMON STOCK Q9235V101 2,401 100,990 SH   DFND 2 98,170 0 2,820
TRONOX LTD-CL A COMMON STOCK Q9235V101 51,606 2,171,041 SH   DFND 4 443 0 2,170,598
TRUEBLUE INC COMMON STOCK 89785X101 2,435 83,229 SH   DFND 2 69,122 0 14,107
TRUEBLUE INC COMMON STOCK 89785X101 14,456 494,046 SH   DFND 4 2,556 0 491,490
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 4,860 59,543 SH   DFND 2 59,543 0 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 112,595 1,379,506 SH   DFND 4 54,788 0 1,324,718
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 1,636 590,000 SH   DFND 2 0 0 590,000
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 5,482 1,977,000 SH   DFND 4 0 0 1,977,000
TTM TECHNOLOGIES COMMON STOCK 87305R109 1,987 235,200 SH   DFND 2 72,700 0 162,500
TTM TECHNOLOGIES COMMON STOCK 87305R109 4,194 496,300 SH   DFND 4 168,700 0 327,600
TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 1,595 1,440,000 SH   DFND 2 0 0 1,440,000
TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 3,743 3,380,000 SH   DFND 4 0 0 3,380,000
TUMI HOLDINGS INC COMMON STOCK 89969Q104 1,685 74,472 SH   DFND 2 74,472 0 0
TUMI HOLDINGS INC COMMON STOCK 89969Q104 40,977 1,810,716 SH   DFND 4 0 0 1,810,716
TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 2,590 81,004 SH   DFND 2 81,004 0 0
TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 618 19,330 SH   DFND 4 0 0 19,330
TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 2,311 225,500 SH   DFND 2 108,300 0 117,200
TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 5,056 493,260 SH   DFND 4 115,100 0 378,160
TYCO INTERNATIONAL LTD ORDINARY SHARES H89128104 7,390 174,297 SH   DFND 2 174,297 0 0
TYCO INTERNATIONAL LTD ORDINARY SHARES H89128104 132,112 3,115,859 SH   DFND 4 72,870 0 3,042,989
TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1,378 16,468 SH   DFND 2 13,930 0 2,538
TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1,839 21,976 SH   DFND 4 0 0 21,976
TYSON FOODS INC-CL A COMMON STOCK 902494103 484 11,001 SH   DFND 2 11,001 0 0
TYSON FOODS INC-CL A COMMON STOCK 902494103 4,328 98,351 SH   DFND 4 0 0 98,351
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 897 19,733 SH   DFND 2 16,648 0 3,085
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 1,470 32,336 SH   DFND 4 726 0 31,610
UCP INC - CL A COMMON STOCK 90265Y106 1,286 85,423 SH   DFND 2 26,981 0 58,442
UCP INC - CL A COMMON STOCK 90265Y106 15,687 1,041,664 SH   DFND 4 59,538 0 982,126
UDR INC COMMON STOCK 902653104 229 8,874 SH   DFND 2 6,366 0 2,508
UDR INC COMMON STOCK 902653104 41 1,588 SH   DFND 4 0 0 1,588
UGI CORP COMMON STOCK 902681105 1,101 24,135 SH   DFND 2 24,135 0 0
UGI CORP COMMON STOCK 902681105 10,493 230,065 SH   DFND 4 3,961 0 226,104
ULTA SALON COSMETICS & FRAGR COMMON STOCK 90384S303 39 400 SH   DFND 2 400 0 0
ULTA SALON COSMETICS & FRAGR COMMON STOCK 90384S303 19,603 201,100 SH   DFND 4 0 0 201,100
ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 1,491 10,881 SH   DFND 2 9,542 0 1,339
ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 2,080 15,179 SH   DFND 4 269 0 14,910
ULTRA CLEAN HOLDINGS INC COMMON STOCK 90385V107 180 13,652 SH   DFND 2 10,621 0 3,031
ULTRA CLEAN HOLDINGS INC COMMON STOCK 90385V107 703 53,459 SH   DFND 4 3,196 0 50,263
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 0 0 SH   DFND 2 0 0 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 3,172 64,880 SH   DFND 4 0 0 64,880
UNILIFE CORP COMMON STOCK 90478E103 0 0 SH   DFND 2 0 0 0
UNILIFE CORP COMMON STOCK 90478E103 2,521 619,385 SH   DFND 4 0 0 619,385
UNION PACIFIC CORP COMMON STOCK 907818108 17,788 94,790 SH   DFND 2 86,190 0 8,600
UNION PACIFIC CORP COMMON STOCK 907818108 140,256 747,394 SH   DFND 4 23,500 0 723,894
UNIQURE B.V. ORDINARY SHARES N90064101 0 0 SH   DFND 2 0 0 0
UNIQURE B.V. ORDINARY SHARES N90064101 1,494 96,061 SH   DFND 4 0 0 96,061
UNISYS CORP COMMON STOCK 909214306 2,306 75,693 SH   DFND 2 26,558 0 49,135
UNISYS CORP COMMON STOCK 909214306 32,487 1,066,540 SH   DFND 4 51,776 0 1,014,764
UNIT CORP COMMON STOCK 909218109 166 2,544 SH   DFND 2 1,967 0 577
UNIT CORP COMMON STOCK 909218109 702 10,741 SH   DFND 4 350 0 10,391
UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 122 6,288 SH   DFND 2 4,886 0 1,402
UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 493 25,395 SH   DFND 4 1,883 0 23,512
UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 2 38 SH   DFND 2 38 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 45,009 1,008,500 SH   DFND 4 0 0 1,008,500
UNITED FINANCIAL BANCORP INC COMMON STOCK 91030T109 1,318 71,655 SH   DFND 2 22,415 0 49,240
UNITED FINANCIAL BANCORP INC COMMON STOCK 91030T109 2,811 152,852 SH   DFND 4 52,064 0 100,788
UNITED NATURAL FOODS INC COMMON STOCK 911163103 704 9,920 SH   DFND 2 8,745 0 1,175
UNITED NATURAL FOODS INC COMMON STOCK 911163103 986 13,900 SH   DFND 4 397 0 13,503
UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 7,008 71,970 SH   DFND 2 58,266 0 13,704
UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 18,323 188,162 SH   DFND 4 0 0 188,162
UNITED RENTALS INC COMMON STOCK 911363109 0 0 SH   DFND 2 0 0 0
UNITED RENTALS INC COMMON STOCK 911363109 4,183 44,061 SH   DFND 4 0 0 44,061
UNITED STATES STEEL CORP CONV. NOTE 912909AE8 157 156,000 SH   DFND 2 0 0 156,000
UNITED STATES STEEL CORP CONV. NOTE 912909AE8 608 604,000 SH   DFND 4 0 0 604,000
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 15,454 132,267 SH   DFND 2 132,267 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 262,908 2,250,150 SH   DFND 4 36,200 0 2,213,950
UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 9,842 142,989 SH   DFND 2 0 0 142,989
UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 24,529 368,464 SH   DFND 4 0 0 368,464
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 7,279 88,784 SH   DFND 2 88,784 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 405,788 4,949,242 SH   DFND 4 60,500 0 4,888,742
UNITEK GLOBAL SERVICES INC COMMON STOCK 91324T302 121 66,640 SH   DFND 2 21,263 0 45,377
UNITEK GLOBAL SERVICES INC COMMON STOCK 91324T302 251 138,158 SH   DFND 4 49,693 0 88,465
UNIVERSAL AMERICAN CORP COMMON STOCK 91338E101 0 0 SH   DFND 2 0 0 0
UNIVERSAL AMERICAN CORP COMMON STOCK 91338E101 98 13,846 SH   DFND 4 0 0 13,846
UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 62 1,473 SH   DFND 2 1,138 0 335
UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 263 6,227 SH   DFND 4 238 0 5,989
UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK 91388P105 68 2,357 SH   DFND 2 2,199 0 158
UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK 91388P105 138 4,781 SH   DFND 4 1,417 0 3,364
UNUM GROUP COMMON STOCK 91529Y106 364 10,304 SH   DFND 2 10,304 0 0
UNUM GROUP COMMON STOCK 91529Y106 3,878 109,829 SH   DFND 4 0 0 109,829
UNWIRED PLANET INC COMMON STOCK 91531F103 67 30,800 SH   DFND 2 30,800 0 0
UNWIRED PLANET INC COMMON STOCK 91531F103 0 0 SH   DFND 4 0 0 0
US BANCORP COMMON STOCK 902973304 7,006 163,467 SH   DFND 2 163,467 0 0
US BANCORP COMMON STOCK 902973304 79,810 1,862,104 SH   DFND 4 123,500 0 1,738,604
US ECOLOGY INC COMMON STOCK 91732J102 333 8,964 SH   DFND 2 7,446 0 1,518
US ECOLOGY INC COMMON STOCK 91732J102 546 14,711 SH   DFND 4 314 0 14,397
US SILICA HOLDINGS INC COMMON STOCK 90346E103 1,444 37,841 SH   DFND 2 31,932 0 5,909
US SILICA HOLDINGS INC COMMON STOCK 90346E103 4,657 122,014 SH   DFND 4 1,273 0 120,741
USA MOBILITY INC COMMON STOCK 90341G103 124 6,845 SH   DFND 2 5,297 0 1,548
USA MOBILITY INC COMMON STOCK 90341G103 485 26,707 SH   DFND 4 0 0 26,707
USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 96 1,272 SH   DFND 2 980 0 292
USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 377 5,002 SH   DFND 4 350 0 4,652
VAALCO ENERGY INC COMMON STOCK 91851C201 534 62,514 SH   DFND 2 52,027 0 10,487
VAALCO ENERGY INC COMMON STOCK 91851C201 864 101,093 SH   DFND 4 0 0 101,093
VAIL RESORTS INC COMMON STOCK 91879Q109 1,025 14,708 SH   DFND 2 12,853 0 1,855
VAIL RESORTS INC COMMON STOCK 91879Q109 12,037 172,692 SH   DFND 4 0 0 172,692
VALE SA-SP ADR COMMON STOCK - ADR 91912E105 72 5,199 SH   DFND 2 5,199 0 0
VALE SA-SP ADR COMMON STOCK - ADR 91912E105 484 34,997 SH   DFND 4 765 0 34,232
VALE SA-SP PREF ADR COMMON STOCK - ADR 91912E204 44 3,497 SH   DFND 2 3,497 0 0
VALE SA-SP PREF ADR COMMON STOCK - ADR 91912E204 284 22,780 SH   DFND 4 645 0 22,135
VALERO ENERGY CORP COMMON STOCK 91913Y100 6,060 114,123 SH   DFND 2 114,123 0 0
VALERO ENERGY CORP COMMON STOCK 91913Y100 71,888 1,353,830 SH   DFND 4 102,565 0 1,251,265
VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 6,527 173,072 SH   DFND 2 107,789 0 65,283
VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 50,917 1,350,227 SH   DFND 4 134,454 0 1,215,773
VALMONT INDUSTRIES COMMON STOCK 920253101 491 3,300 SH   DFND 2 3,300 0 0
VALMONT INDUSTRIES COMMON STOCK 920253101 4,572 30,720 SH   DFND 4 0 0 30,720
VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 0 0 SH   DFND 2 0 0 0
VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 3,612 89,000 SH   DFND 4 0 0 89,000
VANTAGE DRILLING CO COMMON STOCK G93205113 2,593 1,516,432 SH   DFND 2 1,365,790 0 150,642
VANTAGE DRILLING CO COMMON STOCK G93205113 2,259 1,321,135 SH   DFND 4 123,773 0 1,197,362
VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 1,203 1,081,000 SH   DFND 2 0 0 1,081,000
VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 4,723 4,243,000 SH   DFND 4 0 0 4,243,000
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 362 4,310 SH   DFND 2 4,310 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 0 0 SH   DFND 4 0 0 0
VCA ANTECH INC COMMON STOCK 918194101 184 5,721 SH   DFND 2 5,721 0 0
VCA ANTECH INC COMMON STOCK 918194101 1,565 48,545 SH   DFND 4 2,654 0 45,891
VECTOR GROUP LTD CONV. NOTE 92240MAY4 3,024 2,207,000 SH   DFND 2 0 0 2,207,000
VECTOR GROUP LTD CONV. NOTE 92240MAY4 10,108 7,378,000 SH   DFND 4 0 0 7,378,000
VECTREN CORPORATION COMMON STOCK 92240G101 0 0 SH   DFND 2 0 0 0
VECTREN CORPORATION COMMON STOCK 92240G101 2,173 55,160 SH   DFND 4 0 0 55,160
VENTAS INC COMMON STOCK 92276F100 2,260 37,317 SH   DFND 2 30,521 0 6,796
VENTAS INC COMMON STOCK 92276F100 4,552 75,152 SH   DFND 4 0 0 75,152
VERASTEM INC COMMON STOCK 92337C104 0 0 SH   DFND 2 0 0 0
VERASTEM INC COMMON STOCK 92337C104 4,261 394,861 SH   DFND 4 0 0 394,861
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 893 26,395 SH   DFND 2 22,369 0 4,026
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 1,511 44,678 SH   DFND 4 951 0 43,727
VERINT SYSTEMS INC COMMON STOCK 92343X100 963 20,529 SH   DFND 2 17,146 0 3,383
VERINT SYSTEMS INC COMMON STOCK 92343X100 1,282 27,312 SH   DFND 4 777 0 26,535
VERISIGN INC COMMON STOCK 92343E102 1,855 34,418 SH   DFND 2 25,218 0 9,200
VERISIGN INC COMMON STOCK 92343E102 7,377 136,844 SH   DFND 4 0 0 136,844
VERISK ANALYTICS INC-CLASS A COMMON STOCK 92345Y106 1,105 18,424 SH   DFND 2 12,646 0 5,778
VERISK ANALYTICS INC-CLASS A COMMON STOCK 92345Y106 2,530 42,187 SH   DFND 4 0 0 42,187
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 26,692 561,110 SH   DFND 2 524,942 0 36,168
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 219,915 4,622,983 SH   DFND 4 208,094 0 4,414,889
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 1,800 25,451 SH   DFND 2 25,451 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 39,516 558,762 SH   DFND 4 0 0 558,762
VF CORP COMMON STOCK 918204108 3,237 52,318 SH   DFND 2 40,218 0 12,100
VF CORP COMMON STOCK 918204108 5,312 85,848 SH   DFND 4 0 0 85,848
VIACOM INC-CLASS B COMMON STOCK 92553P201 7,204 84,763 SH   DFND 2 70,908 0 13,855
VIACOM INC-CLASS B COMMON STOCK 92553P201 37,756 444,236 SH   DFND 4 11,530 0 432,706
VIPSHOP HOLDINGS LTD - ADS COMMON STOCK - ADR 92763W103 132 887 SH   DFND 2 887 0 0
VIPSHOP HOLDINGS LTD - ADS COMMON STOCK - ADR 92763W103 12,810 85,800 SH   DFND 4 0 0 85,800
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 23,680 109,700 SH   DFND 2 109,700 0 0
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 291,770 1,351,662 SH   DFND 4 0 0 1,351,662
VOCUS INC COMMON STOCK 92858J108 761 57,113 SH   DFND 2 47,870 0 9,243
VOCUS INC COMMON STOCK 92858J108 1,022 76,666 SH   DFND 4 2,305 0 74,361
VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 6,616 179,743 SH   DFND 2 179,743 0 0
VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 146,917 3,991,230 SH   DFND 4 126,981 0 3,864,249
VORNADO REALTY TRUST COMMON STOCK 929042109 3,260 33,074 SH   DFND 2 25,845 0 7,229
VORNADO REALTY TRUST COMMON STOCK 929042109 853 8,655 SH   DFND 4 0 0 8,655
VOXX INTERNATIONAL CORP COMMON STOCK 91829F104 2,928 214,018 SH   DFND 2 103,190 0 110,828
VOXX INTERNATIONAL CORP COMMON STOCK 91829F104 5,689 415,845 SH   DFND 4 105,624 0 310,221
VULCAN MATERIALS CO COMMON STOCK 929160109 344 5,173 SH   DFND 2 5,173 0 0
VULCAN MATERIALS CO COMMON STOCK 929160109 0 0 SH   DFND 4 0 0 0
W&T OFFSHORE INC COMMON STOCK 92922P106 589 34,010 SH   DFND 2 28,117 0 5,893
W&T OFFSHORE INC COMMON STOCK 92922P106 770 44,481 SH   DFND 4 0 0 44,481
WABASH NATIONAL CORP COMMON STOCK 929566107 524 38,100 SH   DFND 2 38,100 0 0
WABASH NATIONAL CORP COMMON STOCK 929566107 2,514 182,680 SH   DFND 4 0 0 182,680
WABCO HOLDINGS INC COMMON STOCK 92927K102 1,710 16,203 SH   DFND 2 16,203 0 0
WABCO HOLDINGS INC COMMON STOCK 92927K102 8,669 82,126 SH   DFND 4 2,275 0 79,851
WABTEC CORP COMMON STOCK 929740108 98 1,269 SH   DFND 2 1,269 0 0
WABTEC CORP COMMON STOCK 929740108 24,764 319,538 SH   DFND 4 0 0 319,538
WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 1,428 19,400 SH   DFND 2 19,400 0 0
WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 6,268 85,146 SH   DFND 4 0 0 85,146
WAGEWORKS INC COMMON STOCK 930427109 1,457 25,967 SH   DFND 2 21,603 0 4,364
WAGEWORKS INC COMMON STOCK 930427109 1,911 34,064 SH   DFND 4 896 0 33,168
WALGREEN CO COMMON STOCK 931422109 2,305 34,904 SH   DFND 2 34,904 0 0
WALGREEN CO COMMON STOCK 931422109 2,007 30,400 SH   DFND 4 0 0 30,400
WAL-MART STORES INC COMMON STOCK 931142103 5,310 69,469 SH   DFND 2 69,469 0 0
WAL-MART STORES INC COMMON STOCK 931142103 13,576 177,632 SH   DFND 4 0 0 177,632
WALT DISNEY CO/THE COMMON STOCK 254687106 5,432 67,845 SH   DFND 2 67,845 0 0
WALT DISNEY CO/THE COMMON STOCK 254687106 19,178 239,520 SH   DFND 4 0 0 239,520
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 1,840 1,950,000 SH   DFND 2 0 0 1,950,000
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 5,704 6,044,000 SH   DFND 4 0 0 6,044,000
WASTE MANAGEMENT INC COMMON STOCK 94106L109 2,769 65,819 SH   DFND 2 50,419 0 15,400
WASTE MANAGEMENT INC COMMON STOCK 94106L109 4,557 108,308 SH   DFND 4 0 0 108,308
WATERS CORP COMMON STOCK 941848103 348 3,214 SH   DFND 2 3,214 0 0
WATERS CORP COMMON STOCK 941848103 0 0 SH   DFND 4 0 0 0
WCI COMMUNITIES INC COMMON STOCK 92923C807 0 0 SH   DFND 2 0 0 0
WCI COMMUNITIES INC COMMON STOCK 92923C807 2,428 122,850 SH   DFND 4 0 0 122,850
WEB.COM GROUP INC COMMON STOCK 94733A104 2,399 70,492 SH   DFND 2 22,023 0 48,469
WEB.COM GROUP INC COMMON STOCK 94733A104 5,125 150,602 SH   DFND 4 51,219 0 99,383
WEB.COM GROUP INC CONV. NOTE 94733AAA2 1,639 1,393,000 SH   DFND 2 0 0 1,393,000
WEB.COM GROUP INC CONV. NOTE 94733AAA2 5,116 4,347,000 SH   DFND 4 0 0 4,347,000
WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 1,076 35,874 SH   DFND 2 25,661 0 10,213
WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 192 6,406 SH   DFND 4 0 0 6,406
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 1,254 19,743 SH   DFND 2 16,667 0 3,076
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 2,481 39,062 SH   DFND 4 579 0 38,483
WELLPOINT INC COMMON STOCK 94973V107 3,093 31,073 SH   DFND 2 31,073 0 0
WELLPOINT INC COMMON STOCK 94973V107 34,371 345,261 SH   DFND 4 8,876 0 336,385
WELLPOINT INC CONVERTIBLE BONDS 94973VBG1 2,704 1,850,000 SH   DFND 2 0 0 1,850,000
WELLPOINT INC CONVERTIBLE BONDS 94973VBG1 8,822 6,035,000 SH   DFND 4 0 0 6,035,000
WELLS FARGO & CO COMMON STOCK 949746101 18,202 365,939 SH   DFND 2 362,594 0 3,345
WELLS FARGO & CO COMMON STOCK 949746101 330,276 6,640,058 SH   DFND 4 196,650 0 6,443,408
WELLS FARGO & CO-CW18 WARRANTS 949746119 0 0 SH   DFND 2 0 0 0
WELLS FARGO & CO-CW18 WARRANTS 949746119 26,740 1,434,525 SH   DFND 4 0 0 1,434,525
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 2,960 2,541 SH   DFND 2 0 0 2,541
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 9,266 7,954 SH   DFND 4 0 0 7,954
WESBANCO INC COMMON STOCK 950810101 1,413 44,381 SH   DFND 2 13,880 0 30,501
WESBANCO INC COMMON STOCK 950810101 3,015 94,734 SH   DFND 4 32,269 0 62,465
WESCO INTERNATIONAL INC COMMON STOCK 95082P105 2,852 34,267 SH   DFND 2 33,004 0 1,263
WESCO INTERNATIONAL INC COMMON STOCK 95082P105 107,107 1,287,034 SH   DFND 4 32,510 0 1,254,524
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 1,441 474,000 SH   DFND 2 0 0 474,000
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 22,954 7,735,000 SH   DFND 4 0 0 7,735,000
WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 1,429 58,100 SH   DFND 2 18,200 0 39,900
WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 3,065 124,600 SH   DFND 4 42,200 0 82,400
WESTERN DIGITAL CORP COMMON STOCK 958102105 6,081 66,232 SH   DFND 2 66,232 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 216,348 2,356,218 SH   DFND 4 12,237 0 2,343,981
WESTERN UNION CO COMMON STOCK 959802109 354 21,653 SH   DFND 2 21,653 0 0
WESTERN UNION CO COMMON STOCK 959802109 0 0 SH   DFND 4 0 0 0
WET SEAL INC/THE-CLASS A COMMON STOCK 961840105 465 352,425 SH   DFND 2 108,125 0 244,300
WET SEAL INC/THE-CLASS A COMMON STOCK 961840105 914 692,800 SH   DFND 4 233,100 0 459,700
WEYERHAEUSER CO COMMON STOCK 962166104 688 23,450 SH   DFND 2 23,450 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 0 0 SH   DFND 4 0 0 0
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 14,013 247,845 SH   DFND 2 0 0 247,845
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 19,403 355,608 SH   DFND 4 0 0 355,608
WHIRLPOOL CORP COMMON STOCK 963320106 5,180 34,656 SH   DFND 2 34,656 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 83,057 555,711 SH   DFND 4 0 0 555,711
WHITING PETROLEUM CORP COMMON STOCK 966387102 559 8,054 SH   DFND 2 8,054 0 0
WHITING PETROLEUM CORP COMMON STOCK 966387102 2,802 40,374 SH   DFND 4 0 0 40,374
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,156 42,521 SH   DFND 2 42,521 0 0
WHOLE FOODS MARKET INC COMMON STOCK 966837106 16,129 318,066 SH   DFND 4 0 0 318,066
WILLBROS GROUP INC ORDINARY SHARES 969203108 1,834 145,300 SH   DFND 2 45,400 0 99,900
WILLBROS GROUP INC ORDINARY SHARES 969203108 4,047 320,659 SH   DFND 4 105,500 0 215,159
WILLIAMS COS INC COMMON STOCK 969457100 2,291 56,450 SH   DFND 2 47,250 0 9,200
WILLIAMS COS INC COMMON STOCK 969457100 2,574 63,429 SH   DFND 4 0 0 63,429
WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 1,254 28,424 SH   DFND 2 28,424 0 0
WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 20,673 468,450 SH   DFND 4 39,000 0 429,450
WINDSTREAM HOLDINGS INC COMMON STOCK 97382A101 191 23,144 SH   DFND 2 23,144 0 0
WINDSTREAM HOLDINGS INC COMMON STOCK 97382A101 75 9,103 SH   DFND 4 0 0 9,103
WISCONSIN ENERGY CORP COMMON STOCK 976657106 425 9,131 SH   DFND 2 9,131 0 0
WISCONSIN ENERGY CORP COMMON STOCK 976657106 1,884 40,464 SH   DFND 4 0 0 40,464
WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 0 0 SH   DFND 2 0 0 0
WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 147 11,200 SH   DFND 4 0 0 11,200
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 902 31,578 SH   DFND 2 26,663 0 4,915
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 1,182 41,407 SH   DFND 4 0 0 41,407
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 1,767 40,059 SH   DFND 2 36,316 0 3,743
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 5,598 126,940 SH   DFND 4 850 0 126,090
WORLD POINT TERMINALS LP STOCK UNIT 98159G107 0 0 SH   DFND 2 0 0 0
WORLD POINT TERMINALS LP STOCK UNIT 98159G107 2,039 98,269 SH   DFND 4 0 0 98,269
WORLD POINT TERMINALS LP STOCK UNIT 98159G107 0 0 SH   DFND 2 0 0 0
WORLD POINT TERMINALS LP STOCK UNIT 98159G107 2,039 98,269 SH   DFND 4 0 0 98,269
WP CAREY INC COMMON STOCK 92936U109 279 4,644 SH   DFND 2 4,128 0 516
WP CAREY INC COMMON STOCK 92936U109 1,437 23,920 SH   DFND 4 1,297 0 22,623
WR BERKLEY CORP COMMON STOCK 084423102 1,960 47,102 SH   DFND 2 35,202 0 11,900
WR BERKLEY CORP COMMON STOCK 084423102 5,484 131,758 SH   DFND 4 0 0 131,758
WR GRACE & CO COMMON STOCK 38388F108 114 1,154 SH   DFND 2 969 0 185
WR GRACE & CO COMMON STOCK 38388F108 134,807 1,359,355 SH   DFND 4 170 0 1,359,185
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 2,175 1,600,000 SH   DFND 2 0 0 1,600,000
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 6,165 4,535,000 SH   DFND 4 0 0 4,535,000
WUXI PHARMATECH CAYMAN-ADR COMMON STOCK - ADR 929352102 706 19,156 SH   DFND 2 19,156 0 0
WUXI PHARMATECH CAYMAN-ADR COMMON STOCK - ADR 929352102 15,468 419,640 SH   DFND 4 0 0 419,640
WW GRAINGER INC COMMON STOCK 384802104 606 2,400 SH   DFND 2 2,400 0 0
WW GRAINGER INC COMMON STOCK 384802104 0 0 SH   DFND 4 0 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 4,196 57,305 SH   DFND 2 57,305 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 64,761 884,348 SH   DFND 4 4,322 0 880,026
WYNN RESORTS LTD COMMON STOCK 983134107 1,863 8,388 SH   DFND 2 8,388 0 0
WYNN RESORTS LTD COMMON STOCK 983134107 16,684 75,104 SH   DFND 4 2,324 0 72,780
XCEL ENERGY INC COMMON STOCK 98389B100 590 19,446 SH   DFND 2 19,446 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 0 0 SH   DFND 4 0 0 0
XEROX CORP COMMON STOCK 984121103 525 46,485 SH   DFND 2 46,485 0 0
XEROX CORP COMMON STOCK 984121103 22,330 1,976,094 SH   DFND 4 0 0 1,976,094
XILINX INC COMMON STOCK 983919101 572 10,549 SH   DFND 2 10,549 0 0
XILINX INC COMMON STOCK 983919101 2,822 52,000 SH   DFND 4 0 0 52,000
XILINX INC CONV. NOTE 983919AF8 5,471 2,918,000 SH   DFND 2 0 0 2,918,000
XILINX INC CONV. NOTE 983919AF8 16,822 8,972,000 SH   DFND 4 0 0 8,972,000
XL GROUP PLC ORDINARY SHARES G98290102 359 11,489 SH   DFND 2 11,489 0 0
XL GROUP PLC ORDINARY SHARES G98290102 5,761 184,360 SH   DFND 4 0 0 184,360
XO GROUP INC COMMON STOCK 983772104 657 64,750 SH   DFND 2 54,063 0 10,687
XO GROUP INC COMMON STOCK 983772104 867 85,483 SH   DFND 4 1,781 0 83,702
XPO LOGISTICS INC COMMON STOCK 983793100 1,191 40,492 SH   DFND 2 33,970 0 6,522
XPO LOGISTICS INC COMMON STOCK 983793100 1,605 54,584 SH   DFND 4 1,674 0 52,910
XPO LOGISTICS INC CONV. NOTE 983793AA8 1,380 736,000 SH   DFND 2 0 0 736,000
XPO LOGISTICS INC CONV. NOTE 983793AA8 4,329 2,309,000 SH   DFND 4 0 0 2,309,000
XYLEM INC COMMON STOCK 98419M100 273 7,489 SH   DFND 2 7,489 0 0
XYLEM INC COMMON STOCK 98419M100 0 0 SH   DFND 4 0 0 0
YAHOO! INC COMMON STOCK 984332106 6,412 178,600 SH   DFND 2 178,600 0 0
YAHOO! INC COMMON STOCK 984332106 53,906 1,501,563 SH   DFND 4 0 0 1,501,563
YAMANA GOLD INC ORDINARY SHARES 98462Y100 21 2,400 SH   DFND 2 2,400 0 0
YAMANA GOLD INC ORDINARY SHARES 98462Y100 155 17,707 SH   DFND 4 0 0 17,707
YANDEX NV-A ORDINARY SHARES N97284108 1,458 48,279 SH   DFND 2 48,279 0 0
YANDEX NV-A ORDINARY SHARES N97284108 17,601 582,998 SH   DFND 4 471 0 582,527
YPF S.A.-SPONSORED ADR COMMON STOCK - ADR 984245100 2,876 92,300 SH   DFND 2 0 0 92,300
YPF S.A.-SPONSORED ADR COMMON STOCK - ADR 984245100 5,746 184,400 SH   DFND 4 0 0 184,400
YRC WORLDWIDE INC COMMON STOCK 984249607 27 1,179 SH   DFND 2 1,179 0 0
YRC WORLDWIDE INC COMMON STOCK 984249607 243 10,817 SH   DFND 4 0 0 10,817
YUM! BRANDS INC COMMON STOCK 988498101 1,313 17,421 SH   DFND 2 17,421 0 0
YUM! BRANDS INC COMMON STOCK 988498101 0 0 SH   DFND 4 0 0 0
ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 501 25,558 SH   DFND 2 25,558 0 0
ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 6,760 344,702 SH   DFND 4 0 0 344,702
ZEP INC COMMON STOCK 98944B108 654 36,965 SH   DFND 2 30,912 0 6,053
ZEP INC COMMON STOCK 98944B108 1,052 59,457 SH   DFND 4 1,242 0 58,215
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 5,715 60,422 SH   DFND 2 60,422 0 0
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 123,074 1,301,269 SH   DFND 4 33,500 0 1,267,769
ZIONS BANCORPORATION COMMON STOCK 989701107 2,974 96,003 SH   DFND 2 96,003 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 6,583 212,500 SH   DFND 4 0 0 212,500
ZOETIS INC COMMON STOCK 98978V103 2,073 71,623 SH   DFND 2 71,623 0 0
ZOETIS INC COMMON STOCK 98978V103 68,553 2,368,809 SH   DFND 4 71,703 0 2,297,106
ZYNGA INC - CL A COMMON STOCK 98986T108 477 110,939 SH   DFND 2 95,507 0 15,432
ZYNGA INC - CL A COMMON STOCK 98986T108 632 146,916 SH   DFND 4 0 0 146,916