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
ADT CORP/THE COM 00101J106 829 20,387 SH   DFND 1 20,165 0 222
ADT CORP/THE COM 00101J106 97,547 2,399,085 SH   DFND 2 5,436 0 2,393,649
AFC ENTERPRISES COM 00104Q107 1,181 27,100 SH   DFND 1 23,229 0 3,871
AFC ENTERPRISES COM 00104Q107 25,274 579,806 SH   DFND 2 789 0 579,017
AFLAC INC COM 001055102 1,097 17,701 SH   DFND 1 17,701 0 0
AFLAC INC COM 001055102 2,089 33,700 SH   DFND 2 0 0 33,700
AGCO CORP COM 001084102 2,002 33,130 SH   DFND 1 31,934 0 1,196
AGCO CORP COM 001084102 8,712 144,198 SH   DFND 2 96 0 144,102
AGL RESOURCES INC COM 001204106 203 4,403 SH   DFND 1 4,341 0 62
AGL RESOURCES INC COM 001204106 0 0 SH   DFND 2 0 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 60 3,627 SH   DFND 1 2,903 0 724
AG MORTGAGE INVESTMENT TRUST COM 001228105 190 11,441 SH   DFND 2 706 0 10,735
AES CORP COM 00130H105 803 60,443 SH   DFND 1 59,824 0 619
AES CORP COM 00130H105 6,414 482,624 SH   DFND 2 15,533 0 467,091
AOL INC COM 00184X105 588 17,010 SH   DFND 1 17,010 0 0
AOL INC COM 00184X105 4,594 132,855 SH   DFND 2 7,335 0 125,520
AT&T INC COM 00206R102 13,751 406,603 SH   DFND 1 376,236 0 30,367
AT&T INC COM 00206R102 88,338 2,611,991 SH   DFND 2 92,893 0 2,519,098
AZZ INC COM 002474104 2,771 66,191 SH   DFND 1 61,567 0 4,624
AZZ INC COM 002474104 5,203 124,291 SH   DFND 2 967 0 123,324
AARON'S INC COM 002535300 321 11,587 SH   DFND 1 11,587 0 0
AARON'S INC COM 002535300 1,896 68,460 SH   DFND 2 0 0 68,460
ABAXIS INC COM 002567105 447 10,610 SH   DFND 1 9,131 0 1,479
ABAXIS INC COM 002567105 505 11,994 SH   DFND 2 376 0 11,618
ABBOTT LABORATORIES COM 002824100 4,332 130,509 SH   DFND 1 106,701 0 23,808
ABBOTT LABORATORIES COM 002824100 22,819 687,518 SH   DFND 2 0 0 687,518
ABBVIE INC COM 00287Y109 8,642 193,201 SH   DFND 1 168,680 0 24,521
ABBVIE INC COM 00287Y109 141,450 3,162,315 SH   DFND 2 14,593 0 3,147,722
ACACIA RESEARCH CORP COM 003881307 464 20,107 SH   DFND 1 17,349 0 2,758
ACACIA RESEARCH CORP COM 003881307 508 22,047 SH   DFND 2 0 0 22,047
ACADIA PHARMACEUTICALS INC COM 004225108 3,067 111,633 SH   DFND 1 105,280 0 6,353
ACADIA PHARMACEUTICALS INC COM 004225108 5,732 208,660 SH   DFND 2 0 0 208,660
ACCESS NATIONAL CORP COM 004337101 88 6,197 SH   DFND 1 4,971 0 1,226
ACCESS NATIONAL CORP COM 004337101 279 19,595 SH   DFND 2 1,302 0 18,293
ACCURAY INC COM 004397105 691 93,521 SH   DFND 1 80,694 0 12,827
ACCURAY INC COM 004397105 781 105,624 SH   DFND 2 3,118 0 102,506
ACCURAY INC CONV. NOTE 004397AB1 122 116,000 SH   DFND 1 0 0 116,000
ACCURAY INC CONV. NOTE 004397AB1 754 720,000 SH   DFND 2 0 0 0
ACTAVIS INC COM 00507K103 5,622 39,044 SH   DFND 1 38,664 0 380
ACTAVIS INC COM 00507K103 242,475 1,683,853 SH   DFND 2 181 0 1,683,672
ACTIVISION BLIZZARD INC COM 00507V109 3 205 SH   DFND 1 0 0 205
ACTIVISION BLIZZARD INC COM 00507V109 3,467 207,984 SH   DFND 2 0 0 207,984
ACTUATE CORP COM 00508B102 3,185 433,267 SH   DFND 1 236,162 0 197,105
ACTUATE CORP COM 00508B102 5,517 750,636 SH   DFND 2 184,767 0 565,869
ACTUANT CORP-A COM 00508X203 1,114 28,680 SH   DFND 1 28,680 0 0
ACTUANT CORP-A COM 00508X203 2,063 53,127 SH   DFND 2 472 0 52,655
ACXIOM CORP COM 005125109 1,360 47,889 SH   DFND 1 40,896 0 6,993
ACXIOM CORP COM 005125109 1,833 64,570 SH   DFND 2 1,459 0 63,111
ADOBE SYSTEMS INC COM 00724F101 1,051 20,241 SH   DFND 1 19,773 0 468
ADOBE SYSTEMS INC COM 00724F101 390 7,511 SH   DFND 2 0 0 7,511
ADVANCE AUTO PARTS INC COM 00751Y106 1,272 15,383 SH   DFND 1 12,145 0 3,238
ADVANCE AUTO PARTS INC COM 00751Y106 4,374 52,905 SH   DFND 2 2,091 0 50,814
AECOM TECHNOLOGY CORP COM 00766T100 245 7,839 SH   DFND 1 7,839 0 0
AECOM TECHNOLOGY CORP COM 00766T100 1,906 60,960 SH   DFND 2 3,382 0 57,578
AEGERION PHARMACEUTICALS INC COM 00767E102 505 5,892 SH   DFND 1 5,075 0 817
AEGERION PHARMACEUTICALS INC COM 00767E102 551 6,426 SH   DFND 2 0 0 6,426
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 746 17,451 SH   DFND 1 5,574 0 11,877
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 1,591 37,249 SH   DFND 2 13,251 0 23,998
ADVANCED MICRO DEVICES, INC. CONV. NOTE 007903AL1 139 134,000 SH   DFND 1 0 0 134,000
ADVANCED MICRO DEVICES, INC. CONV. NOTE 007903AL1 861 830,000 SH   DFND 2 0 0 0
AEROVIRONMENT INC COM 008073108 513 22,200 SH   DFND 1 22,200 0 0
AEROVIRONMENT INC COM 008073108 3,018 130,660 SH   DFND 2 0 0 130,660
AES TRUST III CONVERTIBLE PREF 00808N202 109 2,155 SH   DFND 1 0 0 2,155
AES TRUST III CONVERTIBLE PREF 00808N202 974 19,340 SH   DFND 2 0 0 0
AETNA INC COM 00817Y108 5,598 87,441 SH   DFND 1 85,822 0 1,619
AETNA INC COM 00817Y108 120,776 1,886,540 SH   DFND 2 0 0 1,886,540
AGILENT TECHNOLOGIES INC COM 00846U101 659 12,867 SH   DFND 1 12,525 0 342
AGILENT TECHNOLOGIES INC COM 00846U101 10,046 196,027 SH   DFND 2 0 0 196,027
AGREE REALTY CORP COM 008492100 200 6,633 SH   DFND 1 5,365 0 1,268
AGREE REALTY CORP COM 008492100 586 19,418 SH   DFND 2 801 0 18,617
AGRIUM INC ORD 008916108 303 3,601 SH   DFND 1 1,788 0 1,813
AGRIUM INC ORD 008916108 32,620 388,190 SH   DFND 2 0 0 388,190
AIR METHODS CORP COM 009128307 1,728 40,565 SH   DFND 1 35,510 0 5,055
AIR METHODS CORP COM 009128307 1,267 29,735 SH   DFND 2 3,230 0 26,505
AIR PRODUCTS & CHEMICALS INC COM 009158106 864 8,106 SH   DFND 1 7,901 0 205
AIR PRODUCTS & CHEMICALS INC COM 009158106 0 0 SH   DFND 2 0 0 0
AIRGAS INC COM 009363102 3,314 31,246 SH   DFND 1 31,181 0 65
AIRGAS INC COM 009363102 4,560 43,000 SH   DFND 2 0 0 43,000
AKAMAI TECHNOLOGIES INC COM 00971T101 426 8,245 SH   DFND 1 8,070 0 175
AKAMAI TECHNOLOGIES INC COM 00971T101 10 190 SH   DFND 2 190 0 0
ALASKA AIR GROUP INC COM 011659109 0 0 SH   DFND 1 0 0 0
ALASKA AIR GROUP INC COM 011659109 16,725 267,083 SH   DFND 2 0 0 267,083
ALBEMARLE CORP COM 012653101 1,362 21,640 SH   DFND 1 21,600 0 40
ALBEMARLE CORP COM 012653101 23,051 366,233 SH   DFND 2 0 0 366,233
ALCOA INC COM 013817101 331 40,807 SH   DFND 1 40,240 0 567
ALCOA INC COM 013817101 965 118,800 SH   DFND 2 0 0 118,800
ALCATEL-LUCENT-SPONSORED ADR COM - ADR 013904305 3,818 1,081,475 SH   DFND 1 1,070,648 0 10,827
ALCATEL-LUCENT-SPONSORED ADR COM - ADR 013904305 33,953 9,618,475 SH   DFND 2 0 0 9,618,475
ALERE INC COM 01449J105 919 30,046 SH   DFND 1 25,546 0 4,500
ALERE INC COM 01449J105 5,846 191,237 SH   DFND 2 941 0 190,296
ALERE INC CONV. NOTE 01449JAA3 98 93,000 SH   DFND 1 0 0 93,000
ALERE INC CONV. NOTE 01449JAA3 476 451,000 SH   DFND 2 0 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1,362 21,335 SH   DFND 1 15,516 0 5,819
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 310 4,853 SH   DFND 2 0 0 4,853
ALEXION PHARMACEUTICALS INC COM 015351109 850 7,316 SH   DFND 1 7,300 0 16
ALEXION PHARMACEUTICALS INC COM 015351109 0 0 SH   DFND 2 0 0 0
ALIGN TECHNOLOGY INC COM 016255101 984 20,446 SH   DFND 1 17,848 0 2,598
ALIGN TECHNOLOGY INC COM 016255101 1,105 22,954 SH   DFND 2 666 0 22,288
ALLEGHANY CORP COM 017175100 2,803 6,842 SH   DFND 1 5,035 0 1,807
ALLEGHANY CORP COM 017175100 8,016 19,567 SH   DFND 2 638 0 18,929
ALLEGIANT TRAVEL CO COM 01748X102 1,781 16,900 SH   DFND 1 16,900 0 0
ALLEGIANT TRAVEL CO COM 01748X102 4,733 44,925 SH   DFND 2 0 0 44,925
ALLERGAN INC COM 018490102 4,137 45,736 SH   DFND 1 45,293 0 443
ALLERGAN INC COM 018490102 94,003 1,039,285 SH   DFND 2 0 0 1,039,285
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,067 9,775 SH   DFND 1 9,753 0 22
ALLIANCE DATA SYSTEMS CORP COM 018581108 16,557 78,295 SH   DFND 2 0 0 78,295
ALLIANT ENERGY CORP COM 018802108 3 51 SH   DFND 1 0 0 51
ALLIANT ENERGY CORP COM 018802108 3,361 67,824 SH   DFND 2 132 0 67,692
ALLIANT TECHSYSTEMS INC COM 018804104 1,207 12,369 SH   DFND 1 11,789 0 580
ALLIANT TECHSYSTEMS INC COM 018804104 9,784 100,282 SH   DFND 2 585 0 99,697
ALLSTATE CORP COM 020002101 922 18,246 SH   DFND 1 17,779 0 467
ALLSTATE CORP COM 020002101 24,734 489,300 SH   DFND 2 0 0 489,300
ALPHA NATURAL RESOURCES INC COM 02076X102 1,670 280,201 SH   DFND 1 241,129 0 39,072
ALPHA NATURAL RESOURCES INC COM 02076X102 2,860 479,900 SH   DFND 2 14,450 0 465,450
ALTERA CORP COM 021441100 484 13,017 SH   DFND 1 12,701 0 316
ALTERA CORP COM 021441100 138 3,714 SH   DFND 2 0 0 3,714
ALTISOURCE RESIDENTIAL CORP ORD 02153W100 21 914 SH   DFND 1 914 0 0
ALTISOURCE RESIDENTIAL CORP ORD 02153W100 67,355 2,931,041 SH   DFND 2 0 0 2,931,041
ALTRA HOLDINGS INC COM 02208R106 1,113 41,347 SH   DFND 1 35,103 0 6,244
ALTRA HOLDINGS INC COM 02208R106 1,533 56,982 SH   DFND 2 1,143 0 55,839
ALTRIA GROUP INC COM 02209S103 12,075 351,514 SH   DFND 1 308,081 0 43,433
ALTRIA GROUP INC COM 02209S103 154,219 4,489,646 SH   DFND 2 135,500 0 4,354,146
AMAZON.COM INC COM 023135106 16,621 53,163 SH   DFND 1 45,627 0 7,536
AMAZON.COM INC COM 023135106 76,096 243,397 SH   DFND 2 0 0 243,397
AMEDISYS INC COM 023436108 129 7,480 SH   DFND 1 6,116 0 1,364
AMEDISYS INC COM 023436108 378 21,974 SH   DFND 2 1,271 0 20,703
AMEREN CORPORATION COM 023608102 2,624 75,310 SH   DFND 1 73,530 0 1,780
AMEREN CORPORATION COM 023608102 73,407 2,106,967 SH   DFND 2 65,300 0 2,041,667
AMERICAN ASSETS TRUST INC COM 024013104 1,498 49,107 SH   DFND 1 15,067 0 34,040
AMERICAN ASSETS TRUST INC COM 024013104 3,155 103,393 SH   DFND 2 36,372 0 67,021
AMERICAN CAMPUS COMMUNITIES COM 024835100 130 3,810 SH   DFND 1 1,896 0 1,914
AMERICAN CAMPUS COMMUNITIES COM 024835100 368 10,776 SH   DFND 2 0 0 10,776
AMERICAN CAPITAL AGENCY CORP COM 02503X105 530 23,483 SH   DFND 1 23,304 0 179
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,342 103,757 SH   DFND 2 5,739 0 98,018
AMERICAN CAPITAL LTD COM 02503Y103 2,302 167,400 SH   DFND 1 51,800 0 115,600
AMERICAN CAPITAL LTD COM 02503Y103 4,817 350,300 SH   DFND 2 123,200 0 227,100
AMERICAN ELECTRIC POWER COM 025537101 4,078 94,065 SH   DFND 1 93,585 0 480
AMERICAN ELECTRIC POWER COM 025537101 46,495 1,072,539 SH   DFND 2 65,947 0 1,006,592
AMERICAN EAGLE OUTFITTERS COM 02553E106 941 67,274 SH   DFND 1 67,274 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 13,759 983,466 SH   DFND 2 6,198 0 977,268
AMERICAN EQUITY INVT LIFE HL COM 025676206 314 14,774 SH   DFND 1 11,833 0 2,941
AMERICAN EQUITY INVT LIFE HL COM 025676206 948 44,678 SH   DFND 2 1,925 0 42,753
AMERICAN EXPRESS CO COM 025816109 5,407 71,599 SH   DFND 1 59,235 0 12,364
AMERICAN EXPRESS CO COM 025816109 8,901 117,867 SH   DFND 2 0 0 117,867
AMERICAN FINANCIAL GROUP INC COM 025932104 2,747 50,814 SH   DFND 1 25,094 0 25,720
AMERICAN FINANCIAL GROUP INC COM 025932104 9,366 173,255 SH   DFND 2 31,814 0 141,441
AMERICAN HOMES 4 RENT- A COM 02665T306 0 0 SH   DFND 1 0 0 0
AMERICAN HOMES 4 RENT- A COM 02665T306 11,398 705,787 SH   DFND 2 0 0 705,787
AMERICAN INTERNATIONAL GROUP COM 026874784 17,175 353,186 SH   DFND 1 351,758 0 1,428
AMERICAN INTERNATIONAL GROUP COM 026874784 263,987 5,428,480 SH   DFND 2 144,925 0 5,283,555
AMERICAN TOWER CORP COM 03027X100 6,845 92,344 SH   DFND 1 91,188 0 1,156
AMERICAN TOWER CORP COM 03027X100 139,676 1,884,202 SH   DFND 2 40,100 0 1,844,102
AMERICAN VANGUARD CORP COM 030371108 360 13,358 SH   DFND 1 11,490 0 1,868
AMERICAN VANGUARD CORP COM 030371108 395 14,678 SH   DFND 2 0 0 14,678
AMERICAN WATER WORKS CO INC COM 030420103 3 81 SH   DFND 1 0 0 81
AMERICAN WATER WORKS CO INC COM 030420103 8,234 199,465 SH   DFND 2 0 0 199,465
AMERISOURCEBERGEN CORP COM 03073E105 4,525 74,054 SH   DFND 1 59,289 0 14,765
AMERISOURCEBERGEN CORP COM 03073E105 35,882 587,273 SH   DFND 2 8,055 0 579,218
AMERIPRISE FINANCIAL INC COM 03076C106 718 7,881 SH   DFND 1 7,681 0 200
AMERIPRISE FINANCIAL INC COM 03076C106 14,359 157,648 SH   DFND 2 0 0 157,648
AMERIS BANCORP COM 03076K108 1,930 105,000 SH   DFND 1 32,300 0 72,700
AMERIS BANCORP COM 03076K108 4,075 221,700 SH   DFND 2 78,000 0 143,700
AMETEK INC COM 031100100 2,495 54,217 SH   DFND 1 52,645 0 1,572
AMETEK INC COM 031100100 33,893 736,493 SH   DFND 2 5,904 0 730,589
AMGEN INC COM 031162100 9,905 88,487 SH   DFND 1 76,079 0 12,408
AMGEN INC COM 031162100 59,318 529,906 SH   DFND 2 9,113 0 520,793
AMICUS THERAPEUTICS INC COM 03152W109 0 0 SH   DFND 1 0 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,044 450,000 SH   DFND 2 0 0 450,000
AMPHENOL CORP-CL A COM 032095101 482 6,223 SH   DFND 1 6,197 0 26
AMPHENOL CORP-CL A COM 032095101 0 0 SH   DFND 2 0 0 0
AMSURG CORP COM 03232P405 768 19,347 SH   DFND 1 16,505 0 2,842
AMSURG CORP COM 03232P405 1,065 26,829 SH   DFND 2 350 0 26,479
AMTRUST FINANCIAL SERVICES COM 032359309 646 16,546 SH   DFND 1 15,751 0 795
AMTRUST FINANCIAL SERVICES COM 032359309 3,369 86,257 SH   DFND 2 704 0 85,553
ANADARKO PETROLEUM CORP COM 032511107 3,695 39,731 SH   DFND 1 38,812 0 919
ANADARKO PETROLEUM CORP COM 032511107 114,062 1,226,610 SH   DFND 2 0 0 1,226,610
ANALOG DEVICES INC COM 032654105 2,784 59,175 SH   DFND 1 43,767 0 15,408
ANALOG DEVICES INC COM 032654105 3,362 71,454 SH   DFND 2 0 0 71,454
ANAREN INC COM 032744104 203 7,961 SH   DFND 1 7,961 0 0
ANAREN INC COM 032744104 0 0 SH   DFND 2 0 0 0
ANDERSONS INC/THE COM 034164103 154 2,204 SH   DFND 1 1,179 0 1,025
ANDERSONS INC/THE COM 034164103 350 5,008 SH   DFND 2 0 0 5,008
ANGIE'S LIST INC COM 034754101 454 20,193 SH   DFND 1 17,413 0 2,780
ANGIE'S LIST INC COM 034754101 513 22,804 SH   DFND 2 681 0 22,123
ANIXTER INTERNATIONAL INC COM 035290105 1,370 15,628 SH   DFND 1 13,331 0 2,297
ANIXTER INTERNATIONAL INC COM 035290105 1,906 21,738 SH   DFND 2 318 0 21,420
ANN INC COM 035623107 1,915 52,866 SH   DFND 1 48,343 0 4,523
ANN INC COM 035623107 3,528 97,409 SH   DFND 2 853 0 96,556
ANSYS INC COM 03662Q105 1,099 12,702 SH   DFND 1 12,660 0 42
ANSYS INC COM 03662Q105 1,594 18,427 SH   DFND 2 122 0 18,305
APACHE CORP COM 037411105 2,587 30,388 SH   DFND 1 30,223 0 165
APACHE CORP COM 037411105 19,857 233,230 SH   DFND 2 16,900 0 216,330
APARTMENT INVT & MGMT CO -A COM 03748R101 1,499 53,665 SH   DFND 1 40,512 0 13,153
APARTMENT INVT & MGMT CO -A COM 03748R101 189 6,770 SH   DFND 2 0 0 6,770
APOLLO GLOBAL MANAGEMENT - A COM 037612306 0 0 SH   DFND 1 0 0 0
APOLLO GLOBAL MANAGEMENT - A COM 037612306 4,816 170,428 SH   DFND 2 0 0 170,428
APPLE INC COM 037833100 56,645 118,815 SH   DFND 1 108,077 0 10,738
APPLE INC COM 037833100 924,820 1,939,843 SH   DFND 2 16,194 0 1,923,649
APPLIED MATERIALS INC COM 038222105 4,278 243,890 SH   DFND 1 242,701 0 1,189
APPLIED MATERIALS INC COM 038222105 23,931 1,364,346 SH   DFND 2 0 0 1,364,346
ARCHER-DANIELS-MIDLAND CO COM 039483102 1,010 27,426 SH   DFND 1 25,666 0 1,760
ARCHER-DANIELS-MIDLAND CO COM 039483102 5,591 151,769 SH   DFND 2 0 0 151,769
ARES CAPITAL CORP COM 04010L103 1,201 69,479 SH   DFND 1 47,279 0 22,200
ARES CAPITAL CORP COM 04010L103 1,827 105,658 SH   DFND 2 0 0 105,658
ARES CAPITAL CORP CONV. NOTE 04010LAB9 2,465 2,298,000 SH   DFND 1 0 0 2,298,000
ARES CAPITAL CORP CONV. NOTE 04010LAB9 8,969 8,363,000 SH   DFND 2 0 0 0
ARLINGTON ASSET INVESTMENT-A COM 041356205 95 3,991 SH   DFND 1 3,207 0 784
ARLINGTON ASSET INVESTMENT-A COM 041356205 308 12,959 SH   DFND 2 645 0 12,314
ARMADA HOFFLER PROPERTIES IN COM 04208T108 0 0 SH   DFND 1 0 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 4,408 444,754 SH   DFND 2 0 0 444,754
ARMOUR RESIDENTIAL REIT INC COM 042315101 83 19,869 SH   DFND 1 15,854 0 4,015
ARMOUR RESIDENTIAL REIT INC COM 042315101 257 61,097 SH   DFND 2 3,715 0 57,382
ARQULE INC COM 04269E107 0 0 SH   DFND 1 0 0 0
ARQULE INC COM 04269E107 1,531 656,900 SH   DFND 2 0 0 656,900
ARRAY BIOPHARMA INC COM 04269X105 622 99,986 SH   DFND 1 83,805 0 16,181
ARRAY BIOPHARMA INC COM 04269X105 4,891 786,377 SH   DFND 2 0 0 786,377
ARRIS GROUP INC COM 04270V106 462 27,081 SH   DFND 1 24,013 0 3,068
ARRIS GROUP INC COM 04270V106 430 25,214 SH   DFND 2 1,128 0 24,086
ARTISAN PARTNERS ASSET MANAG COM 04316A108 0 0 SH   DFND 1 0 0 0
ARTISAN PARTNERS ASSET MANAG COM 04316A108 1,876 35,822 SH   DFND 2 0 0 35,822
ARUBA NETWORKS INC COM 043176106 393 23,624 SH   DFND 1 20,326 0 3,298
ARUBA NETWORKS INC COM 043176106 433 26,034 SH   DFND 2 0 0 26,034
ASCENA RETAIL GROUP INC COM 04351G101 1,467 73,605 SH   DFND 1 24,366 0 49,239
ASCENA RETAIL GROUP INC COM 04351G101 3,058 153,455 SH   DFND 2 54,052 0 99,403
ASCENT CAPITAL GROUP INC-A COM 043632108 463 5,741 SH   DFND 1 4,946 0 795
ASCENT CAPITAL GROUP INC-A COM 043632108 509 6,308 SH   DFND 2 0 0 6,308
ASHFORD HOSPITALITY TRUST COM 044103109 280 22,682 SH   DFND 1 18,219 0 4,463
ASHFORD HOSPITALITY TRUST COM 044103109 882 71,467 SH   DFND 2 4,089 0 67,378
ASHLAND INC COM 044209104 3,949 42,700 SH   DFND 1 42,700 0 0
ASHLAND INC COM 044209104 54,772 592,260 SH   DFND 2 50,740 0 541,520
ASPEN TECHNOLOGY INC COM 045327103 1,324 38,335 SH   DFND 1 33,476 0 4,859
ASPEN TECHNOLOGY INC COM 045327103 1,513 43,795 SH   DFND 2 922 0 42,873
ASSOCIATED BANC-CORP COM 045487105 715 46,174 SH   DFND 1 46,174 0 0
ASSOCIATED BANC-CORP COM 045487105 4,254 274,636 SH   DFND 2 7,880 0 266,756
ASTRAZENECA PLC-SPONS ADR COM - ADR 046353108 3,660 70,487 SH   DFND 1 70,487 0 0
ASTRAZENECA PLC-SPONS ADR COM - ADR 046353108 110,602 2,129,836 SH   DFND 2 53,100 0 2,076,736
ASTRONICS CORP COM 046433108 806 16,216 SH   DFND 1 14,006 0 2,210
ASTRONICS CORP COM 046433108 9,714 195,405 SH   DFND 2 562 0 194,843
ATHENAHEALTH INC COM 04685W103 468 4,314 SH   DFND 1 3,822 0 492
ATHENAHEALTH INC COM 04685W103 551 5,071 SH   DFND 2 155 0 4,916
ATWOOD OCEANICS INC COM 050095108 1,134 20,600 SH   DFND 1 20,600 0 0
ATWOOD OCEANICS INC COM 050095108 2,487 45,185 SH   DFND 2 0 0 45,185
AUTODESK INC COM 052769106 363 8,823 SH   DFND 1 8,601 0 222
AUTODESK INC COM 052769106 6 156 SH   DFND 2 156 0 0
AUTOLIV INC ORD 052800109 2,368 27,101 SH   DFND 1 27,101 0 0
AUTOLIV INC ORD 052800109 28,312 323,975 SH   DFND 2 25,472 0 298,503
AUTOMATIC DATA PROCESSING COM 053015103 1,359 18,780 SH   DFND 1 18,300 0 480
AUTOMATIC DATA PROCESSING COM 053015103 0 0 SH   DFND 2 0 0 0
AUTOZONE INC COM 053332102 2,561 6,058 SH   DFND 1 4,596 0 1,462
AUTOZONE INC COM 053332102 2,718 6,430 SH   DFND 2 0 0 6,430
AUXILIUM PHARMACEUTICALS INC COM 05334D107 935 51,312 SH   DFND 1 43,198 0 8,114
AUXILIUM PHARMACEUTICALS INC COM 05334D107 51,452 2,822,406 SH   DFND 2 1,422 0 2,820,984
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 1,632 1,578,000 SH   DFND 1 0 0 1,578,000
AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 8,061 7,793,000 SH   DFND 2 0 0 0
AVALONBAY COMMUNITIES INC COM 053484101 2,399 18,879 SH   DFND 1 15,857 0 3,022
AVALONBAY COMMUNITIES INC COM 053484101 6,997 55,054 SH   DFND 2 1,529 0 53,525
AVERY DENNISON CORP COM 053611109 476 10,936 SH   DFND 1 10,837 0 99
AVERY DENNISON CORP COM 053611109 5,638 129,558 SH   DFND 2 2,990 0 126,568
AVISTA CORP COM 05379B107 1,611 61,033 SH   DFND 1 18,573 0 42,460
AVISTA CORP COM 05379B107 3,460 131,078 SH   DFND 2 46,747 0 84,331
AVNET INC COM 053807103 456 10,934 SH   DFND 1 10,871 0 63
AVNET INC COM 053807103 2,877 68,971 SH   DFND 2 4,046 0 64,925
AVON PRODUCTS INC COM 054303102 338 16,428 SH   DFND 1 16,001 0 427
AVON PRODUCTS INC COM 054303102 0 0 SH   DFND 2 0 0 0
AXIALL CORP COM 05463D100 167 4,412 SH   DFND 1 4,085 0 327
AXIALL CORP COM 05463D100 1,050 27,789 SH   DFND 2 1,618 0 26,171
BB&T CORP COM 054937107 914 27,094 SH   DFND 1 26,400 0 694
BB&T CORP COM 054937107 7,218 213,870 SH   DFND 2 0 0 213,870
BOK FINANCIAL CORPORATION COM 05561Q201 489 7,717 SH   DFND 1 7,717 0 0
BOK FINANCIAL CORPORATION COM 05561Q201 2,729 43,085 SH   DFND 2 0 0 43,085
BRE PROPERTIES INC COM 05564E106 1,369 26,976 SH   DFND 1 19,682 0 7,294
BRE PROPERTIES INC COM 05564E106 193 3,807 SH   DFND 2 0 0 3,807
BOFI HOLDING INC COM 05566U108 3,457 53,306 SH   DFND 1 31,548 0 21,758
BOFI HOLDING INC COM 05566U108 6,127 94,471 SH   DFND 2 20,355 0 74,116
BAIDU INC - SPON ADR COM - ADR 056752108 376 2,422 SH   DFND 1 2,422 0 0
BAIDU INC - SPON ADR COM - ADR 056752108 10,829 69,782 SH   DFND 2 62 0 69,720
BAKER HUGHES INC COM 057224107 873 17,784 SH   DFND 1 16,537 0 1,247
BAKER HUGHES INC COM 057224107 30,231 615,700 SH   DFND 2 0 0 615,700
BALL CORP COM 058498106 2,051 45,706 SH   DFND 1 35,328 0 10,378
BALL CORP COM 058498106 4,793 106,803 SH   DFND 2 3,251 0 103,552
BANCORP INC/THE COM 05969A105 4,159 234,682 SH   DFND 1 143,124 0 91,558
BANCORP INC/THE COM 05969A105 29,551 1,667,677 SH   DFND 2 95,875 0 1,571,802
BANK OF AMERICA CORP COM 060505104 17,410 1,261,589 SH   DFND 1 1,250,788 0 10,801
BANK OF AMERICA CORP COM 060505104 196,498 14,238,982 SH   DFND 2 218,400 0 14,020,582
BANK OF AMERICA CORP-CW19 WARRANTS 060505153 18,596 23,541,600 SH   DFND 2 0 0 0
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 2,157 2,004 SH   DFND 1 0 0 2,004
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 8,932 8,299 SH   DFND 2 0 0 0
BANK OF HAWAII CORP COM 062540109 2,727 50,085 SH   DFND 1 34,105 0 15,980
BANK OF HAWAII CORP COM 062540109 4,109 75,459 SH   DFND 2 0 0 75,459
BANK OF KENTUCKY FINL CORP COM 062896105 101 3,713 SH   DFND 1 2,969 0 744
BANK OF KENTUCKY FINL CORP COM 062896105 318 11,645 SH   DFND 2 774 0 10,871
BANK OF NEW YORK MELLON CORP COM 064058100 1,374 45,522 SH   DFND 1 44,373 0 1,149
BANK OF NEW YORK MELLON CORP COM 064058100 5,063 167,700 SH   DFND 2 0 0 167,700
CR BARD INC COM 067383109 2,231 19,363 SH   DFND 1 14,085 0 5,278
CR BARD INC COM 067383109 2,847 24,712 SH   DFND 2 0 0 24,712
BARRICK GOLD CORP ORD 067901108 9 460 SH   DFND 1 0 0 460
BARRICK GOLD CORP ORD 067901108 28,219 1,515,500 SH   DFND 2 0 0 1,515,500
BARRETT BUSINESS SVCS INC COM 068463108 1,469 21,827 SH   DFND 1 17,628 0 4,199
BARRETT BUSINESS SVCS INC COM 068463108 1,508 22,404 SH   DFND 2 813 0 21,591
BILL BARRETT CORP COM 06846N104 1,739 69,270 SH   DFND 1 21,370 0 47,900
BILL BARRETT CORP COM 06846N104 3,646 145,200 SH   DFND 2 51,100 0 94,100
BASIC ENERGY SERVICES INC COM 06985P100 458 36,270 SH   DFND 1 36,270 0 0
BASIC ENERGY SERVICES INC COM 06985P100 0 0 SH   DFND 2 0 0 0
BAXTER INTERNATIONAL INC COM 071813109 11,094 168,881 SH   DFND 1 168,343 0 538
BAXTER INTERNATIONAL INC COM 071813109 256,934 3,911,313 SH   DFND 2 130,000 0 3,781,313
B/E AEROSPACE INC COM 073302101 1,250 16,931 SH   DFND 1 16,931 0 0
B/E AEROSPACE INC COM 073302101 23,635 320,170 SH   DFND 2 0 0 320,170
BEACON ROOFING SUPPLY INC COM 073685109 620 16,819 SH   DFND 1 14,472 0 2,347
BEACON ROOFING SUPPLY INC COM 073685109 713 19,325 SH   DFND 2 881 0 18,444
BEAM INC COM 073730103 2,896 44,796 SH   DFND 1 41,527 0 3,269
BEAM INC COM 073730103 69,229 1,070,835 SH   DFND 2 0 0 1,070,835
BECTON DICKINSON AND CO COM 075887109 2,586 25,851 SH   DFND 1 19,859 0 5,992
BECTON DICKINSON AND CO COM 075887109 6,668 66,669 SH   DFND 2 0 0 66,669
BED BATH & BEYOND INC COM 075896100 2,732 35,311 SH   DFND 1 34,356 0 955
BED BATH & BEYOND INC COM 075896100 77,619 1,003,342 SH   DFND 2 5,257 0 998,085
BEMIS COMPANY COM 081437105 1,317 33,769 SH   DFND 1 25,989 0 7,780
BEMIS COMPANY COM 081437105 3,106 79,633 SH   DFND 2 2,393 0 77,240
WR BERKLEY CORP COM 084423102 781 18,212 SH   DFND 1 18,159 0 53
WR BERKLEY CORP COM 084423102 2,139 49,912 SH   DFND 2 145 0 49,767
BERKSHIRE HATHAWAY INC-CL B COM 084670702 10,159 89,497 SH   DFND 1 84,920 0 4,577
BERKSHIRE HATHAWAY INC-CL B COM 084670702 15,826 139,425 SH   DFND 2 2,664 0 136,761
BERRY PLASTICS GROUP INC COM 08579W103 637 31,886 SH   DFND 1 10,079 0 21,807
BERRY PLASTICS GROUP INC COM 08579W103 1,348 67,514 SH   DFND 2 24,581 0 42,933
BEST BUY CO INC COM 086516101 449 11,972 SH   DFND 1 11,707 0 265
BEST BUY CO INC COM 086516101 21,631 576,835 SH   DFND 2 0 0 576,835
BIG 5 SPORTING GOODS CORP COM 08915P101 336 20,900 SH   DFND 1 20,900 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,967 122,350 SH   DFND 2 0 0 122,350
BIG LOTS INC COM 089302103 2,731 73,624 SH   DFND 1 69,455 0 4,169
BIG LOTS INC COM 089302103 7,074 190,734 SH   DFND 2 3,455 0 187,279
BIO-REFERENCE LABS INC COM 09057G602 2,567 85,909 SH   DFND 1 84,284 0 1,625
BIO-REFERENCE LABS INC COM 09057G602 5,333 178,496 SH   DFND 2 372 0 178,124
BIOMARIN PHARMACEUTICAL INC COM 09061G101 59 822 SH   DFND 1 764 0 58
BIOMARIN PHARMACEUTICAL INC COM 09061G101 38,435 532,200 SH   DFND 2 0 0 532,200
BIOGEN IDEC INC COM 09062X103 2,216 9,204 SH   DFND 1 9,011 0 193
BIOGEN IDEC INC COM 09062X103 0 0 SH   DFND 2 0 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 235 12,078 SH   DFND 1 10,394 0 1,684
BIOSPECIFICS TECHNOLOGIES COM 090931106 5,541 284,583 SH   DFND 2 427 0 284,156
BLACKROCK INC COM 09247X101 3,037 11,222 SH   DFND 1 8,994 0 2,228
BLACKROCK INC COM 09247X101 2,538 9,379 SH   DFND 2 0 0 9,379
BLACKSTONE GROUP LP/THE COM 09253U108 2,988 120,055 SH   DFND 1 120,055 0 0
BLACKSTONE GROUP LP/THE COM 09253U108 22,149 889,893 SH   DFND 2 0 0 889,893
H&R BLOCK INC COM 093671105 1,212 45,463 SH   DFND 1 45,195 0 268
H&R BLOCK INC COM 093671105 15,052 564,600 SH   DFND 2 0 0 564,600
BLOOMIN' BRANDS INC COM 094235108 1,997 84,580 SH   DFND 1 82,587 0 1,993
BLOOMIN' BRANDS INC COM 094235108 32,776 1,388,226 SH   DFND 2 0 0 1,388,226
BLUE NILE INC COM 09578R103 715 17,480 SH   DFND 1 15,037 0 2,443
BLUE NILE INC COM 09578R103 809 19,777 SH   DFND 2 597 0 19,180
BLYTH INC COM 09643P207 88 6,390 SH   DFND 1 5,296 0 1,094
BLYTH INC COM 09643P207 244 17,656 SH   DFND 2 1,338 0 16,318
BOEING CO/THE COM 097023105 9,293 79,088 SH   DFND 1 71,388 0 7,700
BOEING CO/THE COM 097023105 41,304 351,523 SH   DFND 2 12,840 0 338,683
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 1,113 57,600 SH   DFND 1 57,600 0 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 2,344 121,340 SH   DFND 2 0 0 121,340
BORGWARNER INC COM 099724106 1,702 16,783 SH   DFND 1 16,669 0 114
BORGWARNER INC COM 099724106 2,464 24,307 SH   DFND 2 0 0 24,307
BOSTON BEER COMPANY INC-A COM 100557107 203 830 SH   DFND 1 830 0 0
BOSTON BEER COMPANY INC-A COM 100557107 0 0 SH   DFND 2 0 0 0
BOSTON PROPERTIES INC COM 101121101 2,214 20,714 SH   DFND 1 16,539 0 4,175
BOSTON PROPERTIES INC COM 101121101 249 2,327 SH   DFND 2 0 0 2,327
BOSTON SCIENTIFIC CORP COM 101137107 618 52,630 SH   DFND 1 51,291 0 1,339
BOSTON SCIENTIFIC CORP COM 101137107 320 27,286 SH   DFND 2 0 0 27,286
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 435 15,620 SH   DFND 1 13,564 0 2,056
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 490 17,573 SH   DFND 2 522 0 17,051
BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 1,376 1,196,000 SH   DFND 1 0 0 1,196,000
BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 4,762 4,139,000 SH   DFND 2 0 0 0
BRADY CORPORATION - CL A COM 104674106 1,268 41,572 SH   DFND 1 37,193 0 4,379
BRADY CORPORATION - CL A COM 104674106 3,356 110,027 SH   DFND 2 905 0 109,122
BRANDYWINE REALTY TRUST COM 105368203 408 30,930 SH   DFND 1 30,930 0 0
BRANDYWINE REALTY TRUST COM 105368203 2,091 158,685 SH   DFND 2 0 0 158,685
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 1,245 34,747 SH   DFND 1 28,839 0 5,908
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 16,093 449,151 SH   DFND 2 693 0 448,458
BRISTOL-MYERS SQUIBB CO COM 110122108 13,764 297,408 SH   DFND 1 269,964 0 27,444
BRISTOL-MYERS SQUIBB CO COM 110122108 34,615 747,951 SH   DFND 2 20,736 0 727,215
BROADCOM CORP-CL A COM 111320107 1,064 40,895 SH   DFND 1 40,363 0 532
BROADCOM CORP-CL A COM 111320107 3,818 146,789 SH   DFND 2 8,091 0 138,698
BROADSOFT INC COM 11133B409 290 8,043 SH   DFND 1 6,845 0 1,198
BROADSOFT INC COM 11133B409 336 9,313 SH   DFND 2 229 0 9,084
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1,289 40,600 SH   DFND 1 40,600 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 2,686 84,605 SH   DFND 2 0 0 84,605
BROCADE COMMUNICATIONS SYS COM 111621306 1,538 191,090 SH   DFND 1 170,358 0 20,732
BROCADE COMMUNICATIONS SYS COM 111621306 7,334 911,055 SH   DFND 2 22,829 0 888,226
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 3,007 2,563,000 SH   DFND 1 0 0 2,563,000
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 9,939 8,472,000 SH   DFND 2 0 0 0
BROOKLINE BANCORP INC COM 11373M107 1,220 129,700 SH   DFND 1 39,400 0 90,300
BROOKLINE BANCORP INC COM 11373M107 2,529 268,800 SH   DFND 2 96,000 0 172,800
BROWN-FORMAN CORP-CLASS B COM 115637209 2,831 41,552 SH   DFND 1 39,479 0 2,073
BROWN-FORMAN CORP-CLASS B COM 115637209 26,193 384,454 SH   DFND 2 0 0 384,454
BROWN SHOE COMPANY INC COM 115736100 666 28,374 SH   DFND 1 24,502 0 3,872
BROWN SHOE COMPANY INC COM 115736100 717 30,533 SH   DFND 2 0 0 30,533
BRUKER CORP COM 116794108 299 14,500 SH   DFND 1 14,500 0 0
BRUKER CORP COM 116794108 1,737 84,100 SH   DFND 2 0 0 84,100
BRUNSWICK CORP COM 117043109 4,720 118,276 SH   DFND 1 114,588 0 3,688
BRUNSWICK CORP COM 117043109 43,528 1,090,650 SH   DFND 2 855 0 1,089,795
BUCKLE INC/THE COM 118440106 1,667 30,850 SH   DFND 1 29,373 0 1,477
BUCKLE INC/THE COM 118440106 2,899 53,628 SH   DFND 2 258 0 53,370
CBL & ASSOCIATES PROPERTIES COM 124830100 163 8,521 SH   DFND 1 6,870 0 1,651
CBL & ASSOCIATES PROPERTIES COM 124830100 489 25,585 SH   DFND 2 1,248 0 24,337
CBS CORP-CLASS B NON VOTING COM 124857202 10,644 192,968 SH   DFND 1 190,164 0 2,804
CBS CORP-CLASS B NON VOTING COM 124857202 218,068 3,953,377 SH   DFND 2 67,800 0 3,885,577
CBOE HOLDINGS INC COM 12503M108 1,312 29,000 SH   DFND 1 29,000 0 0
CBOE HOLDINGS INC COM 12503M108 2,708 59,865 SH   DFND 2 0 0 59,865
CBRE GROUP INC - A COM 12504L109 2,504 108,237 SH   DFND 1 106,263 0 1,974
CBRE GROUP INC - A COM 12504L109 49,724 2,149,781 SH   DFND 2 0 0 2,149,781
CDW CORP/DE COM 12514G108 0 0 SH   DFND 1 0 0 0
CDW CORP/DE COM 12514G108 8,041 352,219 SH   DFND 2 0 0 352,219
CF INDUSTRIES HOLDINGS INC COM 125269100 1,362 6,458 SH   DFND 1 6,195 0 263
CF INDUSTRIES HOLDINGS INC COM 125269100 9,367 44,428 SH   DFND 2 1,189 0 43,239
C.H. ROBINSON WORLDWIDE INC COM 12541W209 1,444 24,242 SH   DFND 1 18,383 0 5,859
C.H. ROBINSON WORLDWIDE INC COM 12541W209 1,631 27,382 SH   DFND 2 0 0 27,382
CIGNA CORP COM 125509109 10,594 137,837 SH   DFND 1 137,555 0 282
CIGNA CORP COM 125509109 167,706 2,181,967 SH   DFND 2 136,179 0 2,045,788
CIT GROUP INC COM 125581801 3,251 66,669 SH   DFND 1 60,775 0 5,894
CIT GROUP INC COM 125581801 7,449 152,731 SH   DFND 2 9,517 0 143,214
CME GROUP INC COM 12572Q105 17,477 236,565 SH   DFND 1 234,293 0 2,272
CME GROUP INC COM 12572Q105 217,898 2,949,352 SH   DFND 2 82,900 0 2,866,452
CMS ENERGY CORP COM 125896100 478 18,161 SH   DFND 1 17,899 0 262
CMS ENERGY CORP COM 125896100 10,928 415,208 SH   DFND 2 3,502 0 411,706
CNO FINANCIAL GROUP INC COM 12621E103 224 15,575 SH   DFND 1 12,491 0 3,084
CNO FINANCIAL GROUP INC COM 12621E103 705 48,940 SH   DFND 2 3,434 0 45,506
CSG SYSTEMS INTL INC COM 126349109 502 20,021 SH   DFND 1 17,518 0 2,503
CSG SYSTEMS INTL INC COM 126349109 481 19,185 SH   DFND 2 0 0 19,185
CSX CORP COM 126408103 1,033 40,113 SH   DFND 1 39,103 0 1,010
CSX CORP COM 126408103 895 34,765 SH   DFND 2 0 0 34,765
CST BRANDS INC COM 12646R105 551 18,498 SH   DFND 1 18,498 0 0
CST BRANDS INC COM 12646R105 7,312 245,370 SH   DFND 2 20,327 0 225,043
CVB FINANCIAL CORP COM 126600105 2,362 174,700 SH   DFND 1 54,100 0 120,600
CVB FINANCIAL CORP COM 126600105 4,947 365,900 SH   DFND 2 128,700 0 237,200
CVS CAREMARK CORP COM 126650100 11,236 197,991 SH   DFND 1 196,776 0 1,215
CVS CAREMARK CORP COM 126650100 247,124 4,354,615 SH   DFND 2 103,525 0 4,251,090
CYS INVESTMENTS INC COM 12673A108 97 11,908 SH   DFND 1 9,560 0 2,348
CYS INVESTMENTS INC COM 12673A108 345 42,428 SH   DFND 2 2,452 0 39,976
CA INC COM 12673P105 393 13,248 SH   DFND 1 12,927 0 321
CA INC COM 12673P105 0 0 SH   DFND 2 0 0 0
CABOT CORP COM 127055101 1,729 40,480 SH   DFND 1 12,580 0 27,900
CABOT CORP COM 127055101 3,605 84,400 SH   DFND 2 29,700 0 54,700
CABOT OIL & GAS CORP COM 127097103 4,579 122,708 SH   DFND 1 122,294 0 414
CABOT OIL & GAS CORP COM 127097103 55,135 1,477,363 SH   DFND 2 8,438 0 1,468,925
CACI INTERNATIONAL INC -CL A COM 127190304 1,187 17,178 SH   DFND 1 16,967 0 211
CACI INTERNATIONAL INC -CL A COM 127190304 2,587 37,426 SH   DFND 2 235 0 37,191
CALAMP CORP COM 128126109 1,218 69,095 SH   DFND 1 60,463 0 8,632
CALAMP CORP COM 128126109 1,385 78,563 SH   DFND 2 0 0 78,563
CALIX INC COM 13100M509 463 36,355 SH   DFND 1 31,276 0 5,079
CALIX INC COM 13100M509 524 41,181 SH   DFND 2 1,293 0 39,888
CALLON PETROLEUM CO COM 13123X102 661 120,883 SH   DFND 1 103,017 0 17,866
CALLON PETROLEUM CO COM 13123X102 919 168,082 SH   DFND 2 3,694 0 164,388
CALPINE CORP COM 131347304 6,214 319,810 SH   DFND 1 298,591 0 21,219
CALPINE CORP COM 131347304 97,549 5,020,538 SH   DFND 2 97,103 0 4,923,435
CAMBREX CORP COM 132011107 270 20,440 SH   DFND 1 16,754 0 3,686
CAMBREX CORP COM 132011107 797 60,350 SH   DFND 2 3,070 0 57,280
CAMDEN PROPERTY TRUST COM 133131102 238 3,872 SH   DFND 1 2,790 0 1,082
CAMDEN PROPERTY TRUST COM 133131102 33 542 SH   DFND 2 0 0 542
CAMECO CORP ORD 13321L108 829 45,878 SH   DFND 1 45,200 0 678
CAMECO CORP ORD 13321L108 1,762 97,505 SH   DFND 2 0 0 97,505
CAMERON INTERNATIONAL CORP COM 13342B105 586 10,045 SH   DFND 1 9,800 0 245
CAMERON INTERNATIONAL CORP COM 13342B105 224 3,832 SH   DFND 2 0 0 3,832
CAMPBELL SOUP CO COM 134429109 273 6,700 SH   DFND 1 6,700 0 0
CAMPBELL SOUP CO COM 134429109 0 0 SH   DFND 2 0 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 1,344 124,437 SH   DFND 1 38,086 0 86,351
CAMPUS CREST COMMUNITIES INC COM 13466Y105 2,828 261,862 SH   DFND 2 92,105 0 169,757
CAPITAL BANK FINANCIAL-CL A COM 139794101 50 2,300 SH   DFND 1 0 0 2,300
CAPITAL BANK FINANCIAL-CL A COM 139794101 5,241 238,761 SH   DFND 2 0 0 238,761
CAPLEASE INC COM 140288101 486 57,239 SH   DFND 1 41,744 0 15,495
CAPLEASE INC COM 140288101 68 8,008 SH   DFND 2 0 0 8,008
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,287 47,816 SH   DFND 1 47,239 0 577
CAPITAL ONE FINANCIAL CORP COM 14040H105 159,270 2,316,985 SH   DFND 2 29,800 0 2,287,185
CAPITAL SENIOR LIVING CORP COM 140475104 3,385 160,036 SH   DFND 1 156,245 0 3,791
CAPITAL SENIOR LIVING CORP COM 140475104 5,193 245,555 SH   DFND 2 0 0 245,555
CAPSTEAD MORTGAGE CORP COM 14067E506 1,298 110,300 SH   DFND 1 110,300 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 2,080 176,755 SH   DFND 2 0 0 176,755
CARDINAL FINANCIAL CORP COM 14149F109 190 11,507 SH   DFND 1 9,211 0 2,296
CARDINAL FINANCIAL CORP COM 14149F109 612 37,003 SH   DFND 2 1,572 0 35,431
CARDINAL HEALTH INC COM 14149Y108 3,809 73,041 SH   DFND 1 53,566 0 19,475
CARDINAL HEALTH INC COM 14149Y108 16,687 319,981 SH   DFND 2 0 0 319,981
CAREFUSION CORP COM 14170T101 315 8,543 SH   DFND 1 8,325 0 218
CAREFUSION CORP COM 14170T101 13,867 375,804 SH   DFND 2 0 0 375,804
CARLYLE GROUP/THE COM 14309L102 0 0 SH   DFND 1 0 0 0
CARLYLE GROUP/THE COM 14309L102 21,468 834,671 SH   DFND 2 0 0 834,671
CARMAX INC COM 143130102 428 8,824 SH   DFND 1 8,600 0 224
CARMAX INC COM 143130102 0 0 SH   DFND 2 0 0 0
CARMIKE CINEMAS INC COM 143436400 1,110 50,251 SH   DFND 1 43,155 0 7,096
CARMIKE CINEMAS INC COM 143436400 1,210 54,813 SH   DFND 2 0 0 54,813
CARNIVAL CORP COM 143658300 574 17,573 SH   DFND 1 17,161 0 412
CARNIVAL CORP COM 143658300 35,933 1,100,900 SH   DFND 2 0 0 1,100,900
CATAMARAN CORP COM 148887102 7,402 161,084 SH   DFND 1 156,874 0 4,210
CATAMARAN CORP COM 148887102 100,805 2,193,804 SH   DFND 2 0 0 2,193,804
CATERPILLAR INC COM 149123101 2,084 24,993 SH   DFND 1 24,352 0 641
CATERPILLAR INC COM 149123101 0 0 SH   DFND 2 0 0 0
CATO CORP-CLASS A COM 149205106 256 9,165 SH   DFND 1 9,165 0 0
CATO CORP-CLASS A COM 149205106 1,410 50,396 SH   DFND 2 0 0 50,396
CAVIUM INC COM 14964U108 512 12,435 SH   DFND 1 10,756 0 1,679
CAVIUM INC COM 14964U108 8,028 194,855 SH   DFND 2 419 0 194,436
CELANESE CORP-SERIES A COM 150870103 2,949 55,865 SH   DFND 1 53,289 0 2,576
CELANESE CORP-SERIES A COM 150870103 69,116 1,309,259 SH   DFND 2 29,800 0 1,279,459
CELGENE CORP COM 151020104 15,126 98,266 SH   DFND 1 97,649 0 617
CELGENE CORP COM 151020104 282,579 1,835,764 SH   DFND 2 5,844 0 1,829,920
CELLDEX THERAPEUTICS INC COM 15117B103 17 474 SH   DFND 1 474 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 25,474 719,000 SH   DFND 2 0 0 719,000
CEMEX SAB DE CV CONV. NOTE 151290AV5 1,581 1,341,000 SH   DFND 1 0 0 1,341,000
CEMEX SAB DE CV CONV. NOTE 151290AV5 5,933 5,033,000 SH   DFND 2 0 0 0
CEMPRA INC COM 15130J109 0 0 SH   DFND 1 0 0 0
CEMPRA INC COM 15130J109 3,450 300,000 SH   DFND 2 0 0 300,000
CENTENE CORP COM 15135B101 2,577 40,287 SH   DFND 1 17,879 0 22,408
CENTENE CORP COM 15135B101 4,910 76,760 SH   DFND 2 23,400 0 53,360
CENTERPOINT ENERGY INC COM 15189T107 390 16,250 SH   DFND 1 15,837 0 413
CENTERPOINT ENERGY INC COM 15189T107 6,883 287,149 SH   DFND 2 0 0 287,149
CENTURYLINK INC COM 156700106 8,256 263,102 SH   DFND 1 249,892 0 13,210
CENTURYLINK INC COM 156700106 44,792 1,427,418 SH   DFND 2 73,800 0 1,353,618
CERNER CORP COM 156782104 568 10,800 SH   DFND 1 10,800 0 0
CERNER CORP COM 156782104 0 0 SH   DFND 2 0 0 0
CEVA INC COM 157210105 631 36,573 SH   DFND 1 31,473 0 5,100
CEVA INC COM 157210105 717 41,567 SH   DFND 2 1,295 0 40,272
CHART INDUSTRIES INC COM 16115Q308 1,856 15,086 SH   DFND 1 13,112 0 1,974
CHART INDUSTRIES INC COM 16115Q308 2,483 20,182 SH   DFND 2 344 0 19,838
CHASE CORP COM 16150R104 183 6,215 SH   DFND 1 4,985 0 1,230
CHASE CORP COM 16150R104 576 19,613 SH   DFND 2 1,131 0 18,482
CHEESECAKE FACTORY INC/THE COM 163072101 1,636 37,222 SH   DFND 1 37,222 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 3,711 84,441 SH   DFND 2 0 0 84,441
CHEMED CORP COM 16359R103 4,127 57,726 SH   DFND 1 34,033 0 23,693
CHEMED CORP COM 16359R103 9,657 135,058 SH   DFND 2 23,140 0 111,918
CHEMICAL FINANCIAL CORP COM 163731102 707 25,334 SH   DFND 1 7,899 0 17,435
CHEMICAL FINANCIAL CORP COM 163731102 1,526 54,666 SH   DFND 2 19,243 0 35,423
CHEMOCENTRYX INC COM 16383L106 0 0 SH   DFND 1 0 0 0
CHEMOCENTRYX INC COM 16383L106 1,112 200,000 SH   DFND 2 0 0 200,000
CHEMTURA CORP COM 163893209 1,499 65,198 SH   DFND 1 55,565 0 9,633
CHEMTURA CORP COM 163893209 2,083 90,595 SH   DFND 2 1,906 0 88,689
CHENIERE ENERGY INC COM 16411R208 10 283 SH   DFND 1 0 0 283
CHENIERE ENERGY INC COM 16411R208 645 18,900 SH   DFND 2 0 0 18,900
CHESAPEAKE ENERGY CORP COM 165167107 507 19,601 SH   DFND 1 19,601 0 0
CHESAPEAKE ENERGY CORP COM 165167107 0 0 SH   DFND 2 0 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 371 4,190 SH   DFND 1 0 0 4,190
CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 14 155 SH   DFND 2 0 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 1,390 1,415,000 SH   DFND 1 0 0 1,415,000
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 5,075 5,165,000 SH   DFND 2 0 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 315 345,000 SH   DFND 1 0 0 345,000
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 2,114 2,317,000 SH   DFND 2 0 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 231 4,400 SH   DFND 1 4,400 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 1,353 25,770 SH   DFND 2 0 0 25,770
CHEVRON CORP COM 166764100 21,621 177,953 SH   DFND 1 149,656 0 28,297
CHEVRON CORP COM 166764100 177,600 1,461,725 SH   DFND 2 4,741 0 1,456,984
CHICAGO BRIDGE & IRON CO NV COM - ADR 167250109 443 6,535 SH   DFND 1 6,535 0 0
CHICAGO BRIDGE & IRON CO NV COM - ADR 167250109 3,449 50,896 SH   DFND 2 2,811 0 48,085
CHICO'S FAS INC COM 168615102 540 32,391 SH   DFND 1 32,391 0 0
CHICO'S FAS INC COM 168615102 3,556 213,462 SH   DFND 2 5,644 0 207,818
CHIMERA INVESTMENT CORP COM 16934Q109 148 48,663 SH   DFND 1 48,663 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 1,155 380,020 SH   DFND 2 20,984 0 359,036
CHIMERIX INC COM 16934W106 0 0 SH   DFND 1 0 0 0
CHIMERIX INC COM 16934W106 2,198 100,000 SH   DFND 2 0 0 100,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 527 1,230 SH   DFND 1 1,200 0 30
CHIPOTLE MEXICAN GRILL INC COM 169656105 0 0 SH   DFND 2 0 0 0
CHOICE HOTELS INTL INC COM 169905106 1,303 30,175 SH   DFND 1 30,175 0 0
CHOICE HOTELS INTL INC COM 169905106 2,579 59,710 SH   DFND 2 0 0 59,710
CHIQUITA BRANDS INTL COM 170032809 1,416 111,829 SH   DFND 1 35,693 0 76,136
CHIQUITA BRANDS INTL COM 170032809 2,977 235,151 SH   DFND 2 83,899 0 151,252
CHUBB CORP COM 171232101 4,336 48,579 SH   DFND 1 36,055 0 12,524
CHUBB CORP COM 171232101 22,202 248,731 SH   DFND 2 0 0 248,731
CHURCH & DWIGHT CO INC COM 171340102 1,080 17,979 SH   DFND 1 12,279 0 5,700
CHURCH & DWIGHT CO INC COM 171340102 1,623 27,032 SH   DFND 2 0 0 27,032
CIBER INC COM 17163B102 1,094 331,444 SH   DFND 1 104,604 0 226,840
CIBER INC COM 17163B102 2,302 697,456 SH   DFND 2 241,897 0 455,559
CIENA CORP CONV. NOTE 171779AK7 125 83,000 SH   DFND 1 0 0 83,000
CIENA CORP CONV. NOTE 171779AK7 773 512,000 SH   DFND 2 0 0 0
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 137 3,130 SH   DFND 1 0 0 3,130
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 1,296 29,683 SH   DFND 2 0 0 0
CINCINNATI FINANCIAL CORP COM 172062101 266 5,636 SH   DFND 1 5,487 0 149
CINCINNATI FINANCIAL CORP COM 172062101 0 0 SH   DFND 2 0 0 0
CIRRUS LOGIC INC COM 172755100 898 39,593 SH   DFND 1 33,740 0 5,853
CIRRUS LOGIC INC COM 172755100 1,242 54,762 SH   DFND 2 1,211 0 53,551
CISCO SYSTEMS INC COM 17275R102 17,165 732,902 SH   DFND 1 726,063 0 6,839
CISCO SYSTEMS INC COM 17275R102 338,440 14,450,887 SH   DFND 2 403,081 0 14,047,806
CINTAS CORP COM 172908105 210 4,100 SH   DFND 1 4,100 0 0
CINTAS CORP COM 172908105 3,607 70,442 SH   DFND 2 0 0 70,442
CITIZENS & NORTHERN CORP COM 172922106 145 7,257 SH   DFND 1 5,813 0 1,444
CITIZENS & NORTHERN CORP COM 172922106 453 22,726 SH   DFND 2 0 0 22,726
CITIGROUP INC-CW19 WARRANTS 172967226 19 25,469 SH   DFND 1 0 0 25,469
CITIGROUP INC-CW19 WARRANTS 172967226 17,313 23,145,276 SH   DFND 2 0 0 0
CITIGROUP INC COM 172967424 17,259 355,789 SH   DFND 1 352,209 0 3,580
CITIGROUP INC COM 172967424 516,339 10,643,968 SH   DFND 2 207,953 0 10,436,015
CITRIX SYSTEMS INC COM 177376100 514 7,284 SH   DFND 1 7,100 0 184
CITRIX SYSTEMS INC COM 177376100 53 748 SH   DFND 2 0 0 748
CITY NATIONAL CORP COM 178566105 1,205 18,077 SH   DFND 1 18,077 0 0
CITY NATIONAL CORP COM 178566105 5,306 79,592 SH   DFND 2 2,062 0 77,530
CLEARWATER PAPER CORP COM 18538R103 349 7,300 SH   DFND 1 7,300 0 0
CLEARWATER PAPER CORP COM 18538R103 2,021 42,300 SH   DFND 2 0 0 42,300
CLOROX COMPANY COM 189054109 422 5,162 SH   DFND 1 5,162 0 0
CLOROX COMPANY COM 189054109 0 0 SH   DFND 2 0 0 0
COACH INC COM 189754104 1,384 25,385 SH   DFND 1 25,107 0 278
COACH INC COM 189754104 6,084 111,568 SH   DFND 2 6,168 0 105,400
COBALT INTERNATIONAL ENERGY COM 19075F106 22 899 SH   DFND 1 0 0 899
COBALT INTERNATIONAL ENERGY COM 19075F106 2,693 108,326 SH   DFND 2 0 0 108,326
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 2,008 1,899,000 SH   DFND 1 0 0 1,899,000
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 6,716 6,351,000 SH   DFND 2 0 0 0
COCA-COLA CO/THE COM 191216100 6,970 184,002 SH   DFND 1 172,615 0 11,387
COCA-COLA CO/THE COM 191216100 16,347 431,545 SH   DFND 2 5,004 0 426,541
COCA-COLA ENTERPRISES COM 19122T109 8,270 205,659 SH   DFND 1 199,700 0 5,959
COCA-COLA ENTERPRISES COM 19122T109 173,474 4,314,200 SH   DFND 2 127,700 0 4,186,500
CODEXIS INC COM 192005106 0 0 SH   DFND 1 0 0 0
CODEXIS INC COM 192005106 528 300,000 SH   DFND 2 0 0 300,000
COGENT COMMUNICATIONS GROUP COM 19239V302 1,005 31,164 SH   DFND 1 9,732 0 21,432
COGENT COMMUNICATIONS GROUP COM 19239V302 2,156 66,864 SH   DFND 2 23,544 0 43,320
COGNIZANT TECH SOLUTIONS-A COM 192446102 3,190 38,840 SH   DFND 1 38,543 0 297
COGNIZANT TECH SOLUTIONS-A COM 192446102 36,165 440,393 SH   DFND 2 0 0 440,393
OUTERWALL INC CONV. NOTE 19259PAF9 1,024 800,000 SH   DFND 1 0 0 800,000
OUTERWALL INC CONV. NOTE 19259PAF9 2,944 2,300,000 SH   DFND 2 0 0 0
COLEMAN CABLE INC COM 193459302 1,934 91,600 SH   DFND 1 28,600 0 63,000
COLEMAN CABLE INC COM 193459302 4,114 194,900 SH   DFND 2 69,600 0 125,300
COLGATE-PALMOLIVE CO COM 194162103 7,027 118,503 SH   DFND 1 95,909 0 22,594
COLGATE-PALMOLIVE CO COM 194162103 15,169 255,806 SH   DFND 2 7,020 0 248,786
COLONIAL PROPERTIES TRUST COM 195872106 1,167 51,908 SH   DFND 1 38,001 0 13,907
COLONIAL PROPERTIES TRUST COM 195872106 161 7,157 SH   DFND 2 0 0 7,157
COLONY FINANCIAL INC COM 19624R106 1,881 94,134 SH   DFND 1 29,129 0 65,005
COLONY FINANCIAL INC COM 19624R106 3,969 198,657 SH   DFND 2 70,957 0 127,700
COMCAST CORP-CLASS A COM 20030N101 8,077 178,898 SH   DFND 1 176,526 0 2,372
COMCAST CORP-CLASS A COM 20030N101 105,778 2,342,823 SH   DFND 2 33,036 0 2,309,787
COMCAST CORP-SPECIAL CL A COM 20030N200 7,121 164,192 SH   DFND 1 163,959 0 233
COMCAST CORP-SPECIAL CL A COM 20030N200 102,120 2,354,620 SH   DFND 2 197,050 0 2,157,570
COMERICA INC COM 200340107 554 14,085 SH   DFND 1 13,900 0 185
COMERICA INC COM 200340107 5,175 131,638 SH   DFND 2 0 0 131,638
COMMERCE BANCSHARES INC COM 200525103 572 13,050 SH   DFND 1 13,050 0 0
COMMERCE BANCSHARES INC COM 200525103 2,909 66,411 SH   DFND 2 0 0 66,411
COMMERCIAL METALS CO COM 201723103 303 17,900 SH   DFND 1 17,900 0 0
COMMERCIAL METALS CO COM 201723103 1,772 104,555 SH   DFND 2 0 0 104,555
COMMONWEALTH REIT COM 203233101 1,496 68,274 SH   DFND 1 54,971 0 13,303
COMMONWEALTH REIT COM 203233101 152 6,944 SH   DFND 2 0 0 6,944
COMMUNITY HEALTH SYSTEMS INC COM 203668108 0 0 SH   DFND 1 0 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 2,830 68,200 SH   DFND 2 0 0 68,200
COMMVAULT SYSTEMS INC COM 204166102 1,550 17,644 SH   DFND 1 15,646 0 1,998
COMMVAULT SYSTEMS INC COM 204166102 1,796 20,449 SH   DFND 2 478 0 19,971
CEMIG SA -SPONS ADR COM - ADR 204409601 0 0 SH   DFND 1 0 0 0
CEMIG SA -SPONS ADR COM - ADR 204409601 1,887 218,404 SH   DFND 2 0 0 218,404
CIA BRASILEIRA DE DIS-SP PRF COM - ADR 20440T201 111 2,418 SH   DFND 1 2,418 0 0
CIA BRASILEIRA DE DIS-SP PRF COM - ADR 20440T201 733 15,930 SH   DFND 2 331 0 15,599
COMPANHIA DE BEBIDAS-PRF ADR COM - ADR 20441W203 202 5,275 SH   DFND 1 5,275 0 0
COMPANHIA DE BEBIDAS-PRF ADR COM - ADR 20441W203 1,345 35,079 SH   DFND 2 753 0 34,326
COMPUTER PROGRAMS & SYSTEMS COM 205306103 478 8,165 SH   DFND 1 7,050 0 1,115
COMPUTER PROGRAMS & SYSTEMS COM 205306103 530 9,061 SH   DFND 2 376 0 8,685
COMPUTER SCIENCES CORP COM 205363104 7,989 154,408 SH   DFND 1 152,467 0 1,941
COMPUTER SCIENCES CORP COM 205363104 127,571 2,465,607 SH   DFND 2 68,200 0 2,397,407
CONAGRA FOODS INC COM 205887102 469 15,451 SH   DFND 1 15,400 0 51
CONAGRA FOODS INC COM 205887102 86 2,834 SH   DFND 2 0 0 2,834
CON-WAY INC COM 205944101 1,611 37,387 SH   DFND 1 31,862 0 5,525
CON-WAY INC COM 205944101 2,241 52,004 SH   DFND 2 1,094 0 50,910
CONATUS PHARMACEUTICALS INC COM 20600T108 133 13,229 SH   DFND 1 11,724 0 1,505
CONATUS PHARMACEUTICALS INC COM 20600T108 2,066 205,593 SH   DFND 2 0 0 205,593
CONMED CORP COM 207410101 1,325 38,988 SH   DFND 1 33,215 0 5,773
CONMED CORP COM 207410101 1,870 55,013 SH   DFND 2 730 0 54,283
CONOCOPHILLIPS COM 20825C104 9,005 129,551 SH   DFND 1 115,601 0 13,950
CONOCOPHILLIPS COM 20825C104 38,638 555,866 SH   DFND 2 17,506 0 538,360
CONSOL ENERGY INC COM 20854P109 301 8,959 SH   DFND 1 8,600 0 359
CONSOL ENERGY INC COM 20854P109 9,128 271,249 SH   DFND 2 0 0 271,249
CONSOLIDATED EDISON INC COM 209115104 3,770 68,379 SH   DFND 1 49,979 0 18,400
CONSOLIDATED EDISON INC COM 209115104 4,775 86,594 SH   DFND 2 0 0 86,594
CONSTELLATION BRANDS INC-A COM 21036P108 793 13,812 SH   DFND 1 13,812 0 0
CONSTELLATION BRANDS INC-A COM 21036P108 3,357 58,485 SH   DFND 2 3,240 0 55,245
CONVERGYS CORP COM 212485106 1,396 74,430 SH   DFND 1 23,530 0 50,900
CONVERGYS CORP COM 212485106 2,951 157,400 SH   DFND 2 56,200 0 101,200
CORE-MARK HOLDING CO INC COM 218681104 2,732 41,116 SH   DFND 1 24,506 0 16,610
CORE-MARK HOLDING CO INC COM 218681104 4,763 71,682 SH   DFND 2 17,696 0 53,986
CORESITE REALTY CORP COM 21870Q105 455 13,420 SH   DFND 1 11,545 0 1,875
CORESITE REALTY CORP COM 21870Q105 517 15,245 SH   DFND 2 478 0 14,767
CORELOGIC INC COM 21871D103 540 19,946 SH   DFND 1 19,946 0 0
CORELOGIC INC COM 21871D103 4,095 151,370 SH   DFND 2 8,350 0 143,020
CORINTHIAN COLLEGES INC COM 218868107 760 347,100 SH   DFND 1 109,500 0 237,600
CORINTHIAN COLLEGES INC COM 218868107 1,607 733,700 SH   DFND 2 266,900 0 466,800
CORNERSTONE ONDEMAND INC COM 21925Y103 962 18,698 SH   DFND 1 15,953 0 2,745
CORNERSTONE ONDEMAND INC COM 21925Y103 1,066 20,727 SH   DFND 2 0 0 20,727
CORNING INC COM 219350105 838 57,460 SH   DFND 1 56,001 0 1,459
CORNING INC COM 219350105 15,586 1,068,300 SH   DFND 2 0 0 1,068,300
CORPORATE EXECUTIVE BOARD CO COM 21988R102 839 11,553 SH   DFND 1 9,880 0 1,673
CORPORATE EXECUTIVE BOARD CO COM 21988R102 938 12,923 SH   DFND 2 0 0 12,923
CORRECTIONS CORP OF AMERICA COM 22025Y407 1,505 43,558 SH   DFND 1 31,711 0 11,847
CORRECTIONS CORP OF AMERICA COM 22025Y407 211 6,112 SH   DFND 2 0 0 6,112
COSTCO WHOLESALE CORP COM 22160K105 6,029 52,373 SH   DFND 1 51,539 0 834
COSTCO WHOLESALE CORP COM 22160K105 49,801 432,604 SH   DFND 2 3,905 0 428,699
COTY INC-CL A COM 222070203 4,353 268,522 SH   DFND 1 257,068 0 11,454
COTY INC-CL A COM 222070203 174,687 10,776,509 SH   DFND 2 188,906 0 10,587,603
COVANTA HOLDING CORP CONV. NOTE 22282EAC6 1,886 1,370,000 SH   DFND 1 0 0 1,370,000
COVANTA HOLDING CORP CONV. NOTE 22282EAC6 6,466 4,696,000 SH   DFND 2 0 0 0
COWEN GROUP INC-CLASS A COM 223622101 1,817 526,634 SH   DFND 1 162,908 0 363,726
COWEN GROUP INC-CLASS A COM 223622101 3,835 1,111,489 SH   DFND 2 396,820 0 714,669
CREDIT ACCEPTANCE CORP COM 225310101 1,054 9,509 SH   DFND 1 8,298 0 1,211
CREDIT ACCEPTANCE CORP COM 225310101 1,302 11,753 SH   DFND 2 121 0 11,632
CREE INC COM 225447101 3 53 SH   DFND 1 0 0 53
CREE INC COM 225447101 5,140 85,400 SH   DFND 2 0 0 85,400
CROCS INC COM 227046109 1,200 88,175 SH   DFND 1 84,643 0 3,532
CROCS INC COM 227046109 2,572 189,012 SH   DFND 2 0 0 189,012
CROWN CASTLE INTL CORP COM 228227104 811 11,100 SH   DFND 1 11,100 0 0
CROWN CASTLE INTL CORP COM 228227104 0 0 SH   DFND 2 0 0 0
CTRIP.COM INTERNATIONAL-ADR COM - ADR 22943F100 2,612 44,708 SH   DFND 1 44,708 0 0
CTRIP.COM INTERNATIONAL-ADR COM - ADR 22943F100 30,687 525,185 SH   DFND 2 242 0 524,943
CUBIC CORP COM 229669106 397 7,400 SH   DFND 1 7,400 0 0
CUBIC CORP COM 229669106 2,294 42,735 SH   DFND 2 0 0 42,735
CUBIST PHARMACEUTICALS INC COM 229678107 4,433 69,749 SH   DFND 1 64,092 0 5,657
CUBIST PHARMACEUTICALS INC COM 229678107 253,704 3,992,192 SH   DFND 2 433 0 3,991,759
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 2,445 1,087,000 SH   DFND 1 0 0 1,087,000
CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 7,099 3,156,000 SH   DFND 2 0 0 0
CULLEN/FROST BANKERS INC COM 229899109 3,736 52,959 SH   DFND 1 36,059 0 16,900
CULLEN/FROST BANKERS INC COM 229899109 5,629 79,784 SH   DFND 2 0 0 79,784
CUMMINS INC COM 231021106 2,146 16,148 SH   DFND 1 15,971 0 177
CUMMINS INC COM 231021106 11,682 87,917 SH   DFND 2 4,096 0 83,821
CUTERA INC COM 232109108 930 104,489 SH   DFND 1 32,993 0 71,496
CUTERA INC COM 232109108 1,993 223,877 SH   DFND 2 80,334 0 143,543
CYBERONICS INC COM 23251P102 493 9,713 SH   DFND 1 8,305 0 1,408
CYBERONICS INC COM 23251P102 549 10,822 SH   DFND 2 241 0 10,581
CYTEC INDUSTRIES INC COM 232820100 213 2,614 SH   DFND 1 2,614 0 0
CYTEC INDUSTRIES INC COM 232820100 1,673 20,566 SH   DFND 2 1,130 0 19,436
DFC GLOBAL CORP COM 23324T107 899 81,776 SH   DFND 1 69,809 0 11,967
DFC GLOBAL CORP COM 23324T107 1,240 112,836 SH   DFND 2 2,336 0 110,500
DR HORTON INC COM 23331A109 204 10,482 SH   DFND 1 10,201 0 281
DR HORTON INC COM 23331A109 36,761 1,891,956 SH   DFND 2 0 0 1,891,956
DTE ENERGY COMPANY COM 233331107 3,488 52,867 SH   DFND 1 38,035 0 14,832
DTE ENERGY COMPANY COM 233331107 4,610 69,875 SH   DFND 2 0 0 69,875
DXP ENTERPRISES INC COM 233377407 1,047 13,260 SH   DFND 1 11,410 0 1,850
DXP ENTERPRISES INC COM 233377407 1,153 14,600 SH   DFND 2 0 0 14,600
DANAHER CORP COM 235851102 6,980 100,696 SH   DFND 1 83,642 0 17,054
DANAHER CORP COM 235851102 19,155 276,332 SH   DFND 2 11,116 0 265,216
DARDEN RESTAURANTS INC COM 237194105 266 5,750 SH   DFND 1 5,750 0 0
DARDEN RESTAURANTS INC COM 237194105 0 0 SH   DFND 2 0 0 0
DARLING INTERNATIONAL INC COM 237266101 459 21,690 SH   DFND 1 21,690 0 0
DARLING INTERNATIONAL INC COM 237266101 2,488 117,575 SH   DFND 2 0 0 117,575
DATALINK CORP COM 237934104 2,085 154,251 SH   DFND 1 47,732 0 106,519
DATALINK CORP COM 237934104 4,401 325,549 SH   DFND 2 116,236 0 209,313
DAVITA HEALTHCARE PARTNERS I COM 23918K108 364 6,400 SH   DFND 1 6,400 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 0 0 SH   DFND 2 0 0 0
DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 2,106 1,637,000 SH   DFND 1 0 0 1,637,000
DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 7,035 5,468,000 SH   DFND 2 0 0 0
DECKERS OUTDOOR CORP COM 243537107 1,037 15,724 SH   DFND 1 15,383 0 341
DECKERS OUTDOOR CORP COM 243537107 2,285 34,666 SH   DFND 2 339 0 34,327
DEERE & CO COM 244199105 1,287 15,812 SH   DFND 1 15,140 0 672
DEERE & CO COM 244199105 4,117 50,587 SH   DFND 2 0 0 50,587
DELEK US HOLDINGS INC COM 246647101 114 5,414 SH   DFND 1 4,342 0 1,072
DELEK US HOLDINGS INC COM 246647101 354 16,799 SH   DFND 2 780 0 16,019
DELL INC COM 24702R101 782 56,759 SH   DFND 1 55,301 0 1,458
DELL INC COM 24702R101 387 28,137 SH   DFND 2 0 0 28,137
DELTA AIR LINES INC COM 247361702 3,497 148,244 SH   DFND 1 147,697 0 547
DELTA AIR LINES INC COM 247361702 172,543 7,314,227 SH   DFND 2 20,705 0 7,293,522
DENBURY RESOURCES INC COM 247916208 276 14,968 SH   DFND 1 14,600 0 368
DENBURY RESOURCES INC COM 247916208 0 0 SH   DFND 2 0 0 0
DELUXE CORP COM 248019101 3,389 81,356 SH   DFND 1 31,062 0 50,294
DELUXE CORP COM 248019101 7,454 178,931 SH   DFND 2 51,949 0 126,982
DEMAND MEDIA INC COM 24802N109 282 44,618 SH   DFND 1 37,488 0 7,130
DEMAND MEDIA INC COM 24802N109 449 71,036 SH   DFND 2 1,415 0 69,621
DENNY'S CORP COM 24869P104 92 15,073 SH   DFND 1 15,073 0 0
DENNY'S CORP COM 24869P104 0 0 SH   DFND 2 0 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 262 6,041 SH   DFND 1 5,900 0 141
DENTSPLY INTERNATIONAL INC COM 249030107 0 0 SH   DFND 2 0 0 0
DESTINATION MATERNITY CORP COM 25065D100 1,673 52,608 SH   DFND 1 44,710 0 7,898
DESTINATION MATERNITY CORP COM 25065D100 2,143 67,384 SH   DFND 2 1,320 0 66,064
DEVON ENERGY CORPORATION COM 25179M103 848 14,687 SH   DFND 1 14,651 0 36
DEVON ENERGY CORPORATION COM 25179M103 0 0 SH   DFND 2 0 0 0
DEXCOM INC COM 252131107 640 22,658 SH   DFND 1 19,454 0 3,204
DEXCOM INC COM 252131107 708 25,082 SH   DFND 2 0 0 25,082
DIAMOND OFFSHORE DRILLING COM 25271C102 1,029 16,506 SH   DFND 1 12,039 0 4,467
DIAMOND OFFSHORE DRILLING COM 25271C102 1,319 21,172 SH   DFND 2 0 0 21,172
DIAMOND RESORTS INTERNATIONA COM 25272T104 0 0 SH   DFND 1 0 0 0
DIAMOND RESORTS INTERNATIONA COM 25272T104 2,381 126,591 SH   DFND 2 0 0 126,591
DIGITAL REALTY TRUST INC COM 253868103 1,013 19,086 SH   DFND 1 16,649 0 2,437
DIGITAL REALTY TRUST INC COM 253868103 65 1,230 SH   DFND 2 0 0 1,230
DILLARDS INC-CL A COM 254067101 2,211 28,234 SH   DFND 1 22,974 0 5,260
DILLARDS INC-CL A COM 254067101 5,781 73,827 SH   DFND 2 1,118 0 72,709
WALT DISNEY CO/THE COM 254687106 4,305 66,751 SH   DFND 1 65,075 0 1,676
WALT DISNEY CO/THE COM 254687106 26,312 408,007 SH   DFND 2 0 0 408,007
DISCOVER FINANCIAL SERVICES COM 254709108 8,577 169,713 SH   DFND 1 137,995 0 31,718
DISCOVER FINANCIAL SERVICES COM 254709108 37,919 750,277 SH   DFND 2 44,594 0 705,683
DISCOVERY COMMUNICATIONS-A COM 25470F104 743 8,800 SH   DFND 1 8,800 0 0
DISCOVERY COMMUNICATIONS-A COM 25470F104 0 0 SH   DFND 2 0 0 0
DISH NETWORK CORP-A COM 25470M109 12,673 281,569 SH   DFND 1 277,435 0 4,134
DISH NETWORK CORP-A COM 25470M109 913,923 20,304,877 SH   DFND 2 12,501 0 20,292,376
DIRECTV COM 25490A309 1,304 21,817 SH   DFND 1 21,295 0 522
DIRECTV COM 25490A309 1,145 19,168 SH   DFND 2 0 0 19,168
DOLLAR GENERAL CORP COM 256677105 4,257 75,395 SH   DFND 1 67,187 0 8,208
DOLLAR GENERAL CORP COM 256677105 34,025 602,645 SH   DFND 2 0 0 602,645
DOLLAR TREE INC COM 256746108 2,208 38,633 SH   DFND 1 29,684 0 8,949
DOLLAR TREE INC COM 256746108 2,389 41,800 SH   DFND 2 464 0 41,336
DOMINION RESOURCES INC/VA COM 25746U109 1,363 21,815 SH   DFND 1 21,815 0 0
DOMINION RESOURCES INC/VA COM 25746U109 8,033 128,572 SH   DFND 2 0 0 128,572
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 2,153 40,357 SH   DFND 1 0 0 40,357
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 7,586 142,224 SH   DFND 2 0 0 0
DOMTAR CORP ORD 257559203 6,085 76,623 SH   DFND 1 21,995 0 54,628
DOMTAR CORP ORD 257559203 9,452 119,007 SH   DFND 2 920 0 118,087
DOUGLAS EMMETT INC COM 25960P109 805 34,313 SH   DFND 1 25,015 0 9,298
DOUGLAS EMMETT INC COM 25960P109 114 4,877 SH   DFND 2 0 0 4,877
DOUGLAS DYNAMICS INC COM 25960R105 147 9,993 SH   DFND 1 8,030 0 1,963
DOUGLAS DYNAMICS INC COM 25960R105 470 31,895 SH   DFND 2 2,193 0 29,702
DOVER CORP COM 260003108 644 7,171 SH   DFND 1 7,000 0 171
DOVER CORP COM 260003108 0 0 SH   DFND 2 0 0 0
DOW CHEMICAL CO/THE COM 260543103 1,794 46,730 SH   DFND 1 45,535 0 1,195
DOW CHEMICAL CO/THE COM 260543103 74,558 1,941,603 SH   DFND 2 0 0 1,941,603
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,313 73,918 SH   DFND 1 71,267 0 2,651
DR PEPPER SNAPPLE GROUP INC COM 26138E109 77,199 1,722,420 SH   DFND 2 70,900 0 1,651,520
DRESSER-RAND GROUP INC COM 261608103 26 412 SH   DFND 1 412 0 0
DRESSER-RAND GROUP INC COM 261608103 11,232 180,000 SH   DFND 2 0 0 180,000
DU PONT (E.I.) DE NEMOURS COM 263534109 2,234 38,151 SH   DFND 1 38,151 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 2,758 47,100 SH   DFND 2 0 0 47,100
DUKE REALTY CORP COM 264411505 169 10,949 SH   DFND 1 7,876 0 3,073
DUKE REALTY CORP COM 264411505 24 1,535 SH   DFND 2 0 0 1,535
DUKE ENERGY CORP COM 26441C204 1,837 27,513 SH   DFND 1 26,815 0 698
DUKE ENERGY CORP COM 26441C204 18,539 277,611 SH   DFND 2 0 0 277,611
DUN & BRADSTREET CORP COM 26483E100 5,189 49,967 SH   DFND 1 49,967 0 0
DUN & BRADSTREET CORP COM 26483E100 69,555 669,761 SH   DFND 2 57,340 0 612,421
DUNKIN' BRANDS GROUP INC COM 265504100 582 12,848 SH   DFND 1 8,848 0 4,000
DUNKIN' BRANDS GROUP INC COM 265504100 893 19,735 SH   DFND 2 0 0 19,735
DUPONT FABROS TECHNOLOGY COM 26613Q106 1,156 44,861 SH   DFND 1 32,623 0 12,238
DUPONT FABROS TECHNOLOGY COM 26613Q106 162 6,298 SH   DFND 2 0 0 6,298
DYNAMIC MATERIALS CORP COM 267888105 1,062 45,831 SH   DFND 1 14,841 0 30,990
DYNAMIC MATERIALS CORP COM 267888105 2,354 101,557 SH   DFND 2 37,927 0 63,630
EMC CORP/MA COM 268648102 12,114 473,940 SH   DFND 1 471,858 0 2,082
EMC CORP/MA COM 268648102 205,772 8,050,541 SH   DFND 2 222,921 0 7,827,620
EMC CORP CONV. NOTE 268648AM4 3,466 2,169,000 SH   DFND 1 0 0 2,169,000
EMC CORP CONV. NOTE 268648AM4 12,162 7,610,000 SH   DFND 2 0 0 0
ENI SPA-SPONSORED ADR COM - ADR 26874R108 2,545 55,290 SH   DFND 1 55,290 0 0
ENI SPA-SPONSORED ADR COM - ADR 26874R108 36,028 782,700 SH   DFND 2 66,400 0 716,300
EOG RESOURCES INC COM 26875P101 3,268 19,306 SH   DFND 1 18,886 0 420
EOG RESOURCES INC COM 26875P101 32,488 191,920 SH   DFND 2 0 0 191,920
EPL OIL & GAS INC COM 26883D108 2,285 61,584 SH   DFND 1 24,075 0 37,509
EPL OIL & GAS INC COM 26883D108 5,280 142,293 SH   DFND 2 40,213 0 102,080
EQT CORP COM 26884L109 2,065 23,273 SH   DFND 1 17,525 0 5,748
EQT CORP COM 26884L109 5,167 58,243 SH   DFND 2 0 0 58,243
EPR PROPERTIES COM 26884U109 1,820 37,342 SH   DFND 1 13,260 0 24,082
EPR PROPERTIES COM 26884U109 3,944 80,913 SH   DFND 2 24,998 0 55,915
EPR PROPERTIES CONVERTIBLE PREF 26884U208 3,553 168,374 SH   DFND 1 0 0 168,374
EPR PROPERTIES CONVERTIBLE PREF 26884U208 10,034 474,975 SH   DFND 2 0 0 0
EAGLE BANCORP INC COM 268948106 2,522 89,150 SH   DFND 1 48,335 0 40,815
EAGLE BANCORP INC COM 268948106 4,195 148,271 SH   DFND 2 37,550 0 110,721
E*TRADE FINANCIAL CORP COM 269246401 1,164 70,562 SH   DFND 1 70,410 0 152
E*TRADE FINANCIAL CORP COM 269246401 2,065 125,180 SH   DFND 2 0 0 125,180
EXCO RESOURCES INC COM 269279402 3,578 530,808 SH   DFND 1 406,900 0 123,908
EXCO RESOURCES INC COM 269279402 7,843 1,163,600 SH   DFND 2 133,000 0 1,030,600
EAGLE MATERIALS INC COM 26969P108 895 12,338 SH   DFND 1 12,221 0 117
EAGLE MATERIALS INC COM 26969P108 5,681 78,298 SH   DFND 2 0 0 78,298
EARTHLINK INC COM 270321102 725 146,500 SH   DFND 1 46,400 0 100,100
EARTHLINK INC COM 270321102 1,532 309,400 SH   DFND 2 112,500 0 196,900
EAST WEST BANCORP INC COM 27579R104 2,084 65,213 SH   DFND 1 63,346 0 1,867
EAST WEST BANCORP INC COM 27579R104 5,338 167,065 SH   DFND 2 1,587 0 165,478
EASTMAN CHEMICAL CO COM 277432100 1,398 17,945 SH   DFND 1 17,793 0 152
EASTMAN CHEMICAL CO COM 277432100 17,606 226,008 SH   DFND 2 3,000 0 223,008
EATON VANCE CORP COM 278265103 413 10,635 SH   DFND 1 10,580 0 55
EATON VANCE CORP COM 278265103 3,212 82,711 SH   DFND 2 4,728 0 77,983
EBAY INC COM 278642103 10,980 196,813 SH   DFND 1 194,088 0 2,725
EBAY INC COM 278642103 167,753 3,006,860 SH   DFND 2 0 0 3,006,860
ECHOSTAR CORP-A COM 278768106 3,434 78,153 SH   DFND 1 66,628 0 11,525
ECHOSTAR CORP-A COM 278768106 364,568 8,296,953 SH   DFND 2 1,439 0 8,295,514
ECOLAB INC COM 278865100 6,580 66,624 SH   DFND 1 51,669 0 14,955
ECOLAB INC COM 278865100 15,943 161,430 SH   DFND 2 0 0 161,430
EDISON INTERNATIONAL COM 281020107 3,516 76,338 SH   DFND 1 73,931 0 2,407
EDISON INTERNATIONAL COM 281020107 85,608 1,858,617 SH   DFND 2 64,600 0 1,794,017
EDUCATION REALTY TRUST INC COM 28140H104 1,914 210,299 SH   DFND 1 111,360 0 98,939
EDUCATION REALTY TRUST INC COM 28140H104 3,443 378,337 SH   DFND 2 94,905 0 283,432
EDWARDS GROUP LTD-SPON ADR COM - ADR 281736108 12 1,191 SH   DFND 1 1,191 0 0
EDWARDS GROUP LTD-SPON ADR COM - ADR 281736108 5,143 522,131 SH   DFND 2 0 0 522,131
EDWARDS LIFESCIENCES CORP COM 28176E108 314 4,512 SH   DFND 1 4,400 0 112
EDWARDS LIFESCIENCES CORP COM 28176E108 0 0 SH   DFND 2 0 0 0
EL PASO ELECTRIC CO COM 283677854 665 19,900 SH   DFND 1 19,900 0 0
EL PASO ELECTRIC CO COM 283677854 1,604 48,015 SH   DFND 2 0 0 48,015
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,877 160,252 SH   DFND 1 49,777 0 110,475
ELECTRO SCIENTIFIC INDS INC COM 285229100 3,983 340,110 SH   DFND 2 121,323 0 218,787
ELECTRONIC ARTS INC COM 285512109 2,050 80,251 SH   DFND 1 79,953 0 298
ELECTRONIC ARTS INC COM 285512109 41,640 1,629,732 SH   DFND 2 0 0 1,629,732
ELECTRONICS FOR IMAGING COM 286082102 1,882 59,400 SH   DFND 1 18,500 0 40,900
ELECTRONICS FOR IMAGING COM 286082102 3,998 126,200 SH   DFND 2 45,100 0 81,100
ELIZABETH ARDEN INC COM 28660G106 3,029 82,040 SH   DFND 1 75,315 0 6,725
ELIZABETH ARDEN INC COM 28660G106 2,302 62,360 SH   DFND 2 6,535 0 55,825
PERRY ELLIS INTERNATIONAL COM 288853104 777 41,222 SH   DFND 1 35,433 0 5,789
PERRY ELLIS INTERNATIONAL COM 288853104 1,027 54,508 SH   DFND 2 1,149 0 53,359
EMBRAER SA-ADR COM - ADR 29082A107 205 6,301 SH   DFND 1 6,301 0 0
EMBRAER SA-ADR COM - ADR 29082A107 16,345 503,394 SH   DFND 2 438 0 502,956
EMCORE CORP COM 290846203 1,530 340,700 SH   DFND 1 104,300 0 236,400
EMCORE CORP COM 290846203 3,218 716,600 SH   DFND 2 252,100 0 464,500
EMCOR GROUP INC COM 29084Q100 1,705 43,580 SH   DFND 1 14,180 0 29,400
EMCOR GROUP INC COM 29084Q100 3,553 90,800 SH   DFND 2 32,400 0 58,400
EMERITUS CORP COM 291005106 2,232 120,448 SH   DFND 1 120,448 0 0
EMERITUS CORP COM 291005106 35,193 1,899,263 SH   DFND 2 0 0 1,899,263
EMERSON ELECTRIC CO COM 291011104 1,782 27,543 SH   DFND 1 27,543 0 0
EMERSON ELECTRIC CO COM 291011104 1,624 25,100 SH   DFND 2 0 0 25,100
EMPLOYERS HOLDINGS INC COM 292218104 1,612 54,205 SH   DFND 1 16,582 0 37,623
EMPLOYERS HOLDINGS INC COM 292218104 3,395 114,165 SH   DFND 2 40,149 0 74,016
ENCORE CAPITAL GROUP INC COM 292554102 3,490 76,094 SH   DFND 1 39,575 0 36,519
ENCORE CAPITAL GROUP INC COM 292554102 6,373 138,967 SH   DFND 2 35,866 0 103,101
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AC6 1,190 764,000 SH   DFND 1 0 0 764,000
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AC6 3,483 2,236,000 SH   DFND 2 0 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 998 21,957 SH   DFND 1 19,463 0 2,494
ENDO HEALTH SOLUTIONS INC COM 29264F205 3,910 86,046 SH   DFND 2 612 0 85,434
ENDO HEALTH SOLUTIONS IN CONV. NOTE 29264FAB2 1,693 1,068,000 SH   DFND 1 0 0 1,068,000
ENDO HEALTH SOLUTIONS IN CONV. NOTE 29264FAB2 5,788 3,650,000 SH   DFND 2 0 0 0
ENERGEN CORP COM 29265N108 3,232 42,311 SH   DFND 1 13,219 0 29,092
ENERGEN CORP COM 29265N108 26,054 341,071 SH   DFND 2 31,598 0 309,473
ENERGIZER HOLDINGS INC COM 29266R108 927 10,168 SH   DFND 1 10,140 0 28
ENERGIZER HOLDINGS INC COM 29266R108 4,676 51,305 SH   DFND 2 0 0 51,305
ENERGY TRANSFER EQUITY LP COM 29273V100 3,628 55,159 SH   DFND 1 54,003 0 1,156
ENERGY TRANSFER EQUITY LP COM 29273V100 68,381 1,039,539 SH   DFND 2 0 0 1,039,539
ENERSYS COM 29275Y102 1,653 27,258 SH   DFND 1 22,913 0 4,345
ENERSYS COM 29275Y102 2,449 40,399 SH   DFND 2 467 0 39,932
ENNIS INC COM 293389102 1,543 85,555 SH   DFND 1 26,620 0 58,935
ENNIS INC COM 293389102 3,276 181,622 SH   DFND 2 64,795 0 116,827
ENSIGN GROUP INC/THE COM 29358P101 4,110 99,970 SH   DFND 1 63,718 0 36,252
ENSIGN GROUP INC/THE COM 29358P101 7,704 187,400 SH   DFND 2 39,768 0 147,632
ENTEGRIS INC COM 29362U104 191 18,861 SH   DFND 1 15,048 0 3,813
ENTEGRIS INC COM 29362U104 592 58,332 SH   DFND 2 3,625 0 54,707
ENTERGY CORP COM 29364G103 1,012 16,023 SH   DFND 1 15,848 0 175
ENTERGY CORP COM 29364G103 8,634 136,633 SH   DFND 2 3,855 0 132,778
EQUIFAX INC COM 294429105 1,105 18,467 SH   DFND 1 14,018 0 4,449
EQUIFAX INC COM 294429105 1,265 21,130 SH   DFND 2 0 0 21,130
EQUITY LIFESTYLE PROPERTIES COM 29472R108 1,205 35,269 SH   DFND 1 24,933 0 10,336
EQUITY LIFESTYLE PROPERTIES COM 29472R108 19,833 580,415 SH   DFND 2 0 0 580,415
EQUITY RESIDENTIAL COM 29476L107 2,471 46,132 SH   DFND 1 36,735 0 9,397
EQUITY RESIDENTIAL COM 29476L107 296 5,523 SH   DFND 2 0 0 5,523
ERICSSON (LM) TEL-SP ADR COM - ADR 294821608 0 0 SH   DFND 1 0 0 0
ERICSSON (LM) TEL-SP ADR COM - ADR 294821608 180 13,469 SH   DFND 2 0 0 13,469
ESSEX PROPERTY TRUST INC COM 297178105 896 6,065 SH   DFND 1 4,125 0 1,940
ESSEX PROPERTY TRUST INC COM 297178105 1,054 7,139 SH   DFND 2 0 0 7,139
EVERBANK FINANCIAL CORP COM 29977G102 1,417 94,569 SH   DFND 1 28,921 0 65,648
EVERBANK FINANCIAL CORP COM 29977G102 2,981 199,017 SH   DFND 2 70,020 0 128,997
EXACT SCIENCES CORP COM 30063P105 128 10,852 SH   DFND 1 9,458 0 1,394
EXACT SCIENCES CORP COM 30063P105 138 11,684 SH   DFND 2 1,596 0 10,088
EXELON CORP COM 30161N101 1,150 38,805 SH   DFND 1 38,805 0 0
EXELON CORP COM 30161N101 95 3,198 SH   DFND 2 0 0 3,198
EXPEDIA INC COM 30212P303 603 11,638 SH   DFND 1 10,620 0 1,018
EXPEDIA INC COM 30212P303 2,345 45,277 SH   DFND 2 2,511 0 42,766
EXPEDITORS INTL WASH INC COM 302130109 353 8,005 SH   DFND 1 7,801 0 204
EXPEDITORS INTL WASH INC COM 302130109 0 0 SH   DFND 2 0 0 0
EXPONENT INC COM 30214U102 1,336 18,600 SH   DFND 1 18,600 0 0
EXPONENT INC COM 30214U102 2,774 38,615 SH   DFND 2 0 0 38,615
EXPRESS INC COM 30219E103 1,937 82,100 SH   DFND 1 25,300 0 56,800
EXPRESS INC COM 30219E103 4,095 173,600 SH   DFND 2 61,100 0 112,500
EXPRESS SCRIPTS HOLDING CO COM 30219G108 4,369 70,722 SH   DFND 1 68,621 0 2,101
EXPRESS SCRIPTS HOLDING CO COM 30219G108 114,418 1,852,018 SH   DFND 2 0 0 1,852,018
EXXON MOBIL CORP COM 30231G102 38,447 446,854 SH   DFND 1 393,509 0 53,345
EXXON MOBIL CORP COM 30231G102 259,981 3,021,628 SH   DFND 2 110,213 0 2,911,415
FEI COMPANY COM 30241L109 1,067 12,151 SH   DFND 1 10,472 0 1,679
FEI COMPANY COM 30241L109 1,478 16,835 SH   DFND 2 330 0 16,505
FLIR SYSTEMS INC COM 302445101 1,436 45,741 SH   DFND 1 45,600 0 141
FLIR SYSTEMS INC COM 302445101 2,602 82,870 SH   DFND 2 0 0 82,870
FMC CORP COM 302491303 383 5,335 SH   DFND 1 5,200 0 135
FMC CORP COM 302491303 0 0 SH   DFND 2 0 0 0
FMC TECHNOLOGIES INC COM 30249U101 533 9,621 SH   DFND 1 9,600 0 21
FMC TECHNOLOGIES INC COM 30249U101 0 0 SH   DFND 2 0 0 0
FNB CORP COM 302520101 351 28,900 SH   DFND 1 28,900 0 0
FNB CORP COM 302520101 2,025 166,930 SH   DFND 2 0 0 166,930
FACEBOOK INC-A COM 30303M102 11,394 226,796 SH   DFND 1 224,778 0 2,018
FACEBOOK INC-A COM 30303M102 221,468 4,408,210 SH   DFND 2 0 0 4,408,210
FACTSET RESEARCH SYSTEMS INC COM 303075105 269 2,470 SH   DFND 1 2,470 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 1,456 13,348 SH   DFND 2 0 0 13,348
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 3,174 228,511 SH   DFND 1 222,442 0 6,069
FAIRCHILD SEMICONDUCTOR INTE COM 303726103 67,020 4,825,033 SH   DFND 2 149,955 0 4,675,078
FAMILY DOLLAR STORES COM 307000109 366 5,087 SH   DFND 1 5,087 0 0
FAMILY DOLLAR STORES COM 307000109 0 0 SH   DFND 2 0 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 0 0 SH   DFND 1 0 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 4,163 257,773 SH   DFND 2 0 0 257,773
FASTENAL CO COM 311900104 508 10,100 SH   DFND 1 10,100 0 0
FASTENAL CO COM 311900104 0 0 SH   DFND 2 0 0 0
FEDERAL REALTY INVS TRUST COM 313747206 2,145 21,148 SH   DFND 1 15,769 0 5,379
FEDERAL REALTY INVS TRUST COM 313747206 3,457 34,075 SH   DFND 2 1,183 0 32,892
FEDEX CORP COM 31428X106 1,325 11,613 SH   DFND 1 11,320 0 293
FEDEX CORP COM 31428X106 7,228 63,340 SH   DFND 2 0 0 63,340
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 171 7,426 SH   DFND 1 0 0 7,426
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 1,090 47,296 SH   DFND 2 0 0 0
F5 NETWORKS INC COM 315616102 1,346 15,700 SH   DFND 1 15,700 0 0
F5 NETWORKS INC COM 315616102 2,678 31,225 SH   DFND 2 119 0 31,106
FIDELITY NATIONAL INFORMATIO COM 31620M106 724 15,580 SH   DFND 1 14,351 0 1,229
FIDELITY NATIONAL INFORMATIO COM 31620M106 12,900 277,782 SH   DFND 2 0 0 277,782
FIDELITY NATIONAL FINL-A COM 31620R105 532 20,018 SH   DFND 1 20,018 0 0
FIDELITY NATIONAL FINL-A COM 31620R105 4,020 151,123 SH   DFND 2 8,631 0 142,492
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 2,039 1,440,000 SH   DFND 1 0 0 1,440,000
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 7,768 5,485,000 SH   DFND 2 0 0 0
FIFTH THIRD BANCORP COM 316773100 1,757 97,421 SH   DFND 1 96,556 0 865
FIFTH THIRD BANCORP COM 316773100 28,597 1,585,195 SH   DFND 2 27,359 0 1,557,836
FINANCIAL INSTITUTIONS INC COM 317585404 2,300 112,402 SH   DFND 1 38,114 0 74,288
FINANCIAL INSTITUTIONS INC COM 317585404 5,033 245,988 SH   DFND 2 78,212 0 167,776
FIRST CITIZENS BCSHS -CL A COM 31946M103 721 3,506 SH   DFND 1 3,506 0 0
FIRST CITIZENS BCSHS -CL A COM 31946M103 2,215 10,771 SH   DFND 2 0 0 10,771
FIRST COMMUNITY BANCSHARES COM 31983A103 128 7,853 SH   DFND 1 6,269 0 1,584
FIRST COMMUNITY BANCSHARES COM 31983A103 388 23,742 SH   DFND 2 1,490 0 22,252
FIRST CONNECTICUT BANCORP COM 319850103 757 51,500 SH   DFND 1 16,200 0 35,300
FIRST CONNECTICUT BANCORP COM 319850103 1,601 108,900 SH   DFND 2 39,600 0 69,300
FIRST INDUSTRIAL REALTY TR COM 32054K103 126 7,755 SH   DFND 1 6,290 0 1,465
FIRST INDUSTRIAL REALTY TR COM 32054K103 355 21,829 SH   DFND 2 0 0 21,829
FIRST OF LONG ISLAND CORP COM 320734106 1,013 26,064 SH   DFND 1 8,113 0 17,951
FIRST OF LONG ISLAND CORP COM 320734106 2,178 56,052 SH   DFND 2 19,747 0 36,305
FIRST NBC BANK HOLDING CO COM 32115D106 2,027 83,147 SH   DFND 1 25,950 0 57,197
FIRST NBC BANK HOLDING CO COM 32115D106 4,346 178,253 SH   DFND 2 62,734 0 115,519
FIRST NIAGARA FINANCIAL GRP COM 33582V108 2,413 232,700 SH   DFND 1 72,100 0 160,600
FIRST NIAGARA FINANCIAL GRP COM 33582V108 6,242 601,930 SH   DFND 2 171,600 0 430,330
FIRST REPUBLIC BANK/CA COM 33616C100 2 42 SH   DFND 1 0 0 42
FIRST REPUBLIC BANK/CA COM 33616C100 3,332 71,460 SH   DFND 2 0 0 71,460
FISERV INC COM 337738108 510 5,050 SH   DFND 1 5,050 0 0
FISERV INC COM 337738108 0 0 SH   DFND 2 0 0 0
FIRSTMERIT CORP COM 337915102 211 9,716 SH   DFND 1 7,743 0 1,973
FIRSTMERIT CORP COM 337915102 601 27,676 SH   DFND 2 0 0 27,676
FIRSTENERGY CORP COM 337932107 4,690 128,669 SH   DFND 1 124,937 0 3,732
FIRSTENERGY CORP COM 337932107 115,612 3,171,801 SH   DFND 2 130,200 0 3,041,601
FIVE BELOW COM 33829M101 431 9,848 SH   DFND 1 8,065 0 1,783
FIVE BELOW COM 33829M101 17,732 405,307 SH   DFND 2 0 0 405,307
FLEETCOR TECHNOLOGIES INC COM 339041105 1,893 17,181 SH   DFND 1 15,730 0 1,451
FLEETCOR TECHNOLOGIES INC COM 339041105 27,438 249,077 SH   DFND 2 181 0 248,896
FLUOR CORP COM 343412102 464 6,543 SH   DFND 1 6,383 0 160
FLUOR CORP COM 343412102 4,759 67,063 SH   DFND 2 0 0 67,063
FLOWSERVE CORP COM 34354P105 346 5,542 SH   DFND 1 5,400 0 142
FLOWSERVE CORP COM 34354P105 0 0 SH   DFND 2 0 0 0
FLUSHING FINANCIAL CORP COM 343873105 1,182 64,043 SH   DFND 1 23,413 0 40,630
FLUSHING FINANCIAL CORP COM 343873105 2,642 143,211 SH   DFND 2 43,290 0 99,921
FOMENTO ECONOMICO MEX-SP ADR COM - ADR 344419106 922 9,495 SH   DFND 1 9,495 0 0
FOMENTO ECONOMICO MEX-SP ADR COM - ADR 344419106 3,149 32,429 SH   DFND 2 256 0 32,173
FOOT LOCKER INC COM 344849104 2,536 74,719 SH   DFND 1 74,218 0 501
FOOT LOCKER INC COM 344849104 21,259 626,383 SH   DFND 2 4,341 0 622,042
FORD MOTOR CO COM 345370860 5,793 343,364 SH   DFND 1 339,594 0 3,770
FORD MOTOR CO COM 345370860 82,291 4,877,963 SH   DFND 2 228,560 0 4,649,403
FORD MOTOR COMPANY CONV. NOTE 345370CN8 2,288 1,158,000 SH   DFND 1 0 0 1,158,000
FORD MOTOR COMPANY CONV. NOTE 345370CN8 8,645 4,376,000 SH   DFND 2 0 0 0
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 2,565 2,307,000 SH   DFND 1 0 0 2,307,000
FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 9,931 8,932,000 SH   DFND 2 0 0 0
FOREST LABORATORIES INC COM 345838106 430 10,040 SH   DFND 1 9,806 0 234
FOREST LABORATORIES INC COM 345838106 0 0 SH   DFND 2 0 0 0
FOREST OIL CORP COM 346091705 1,032 169,100 SH   DFND 1 52,600 0 116,500
FOREST OIL CORP COM 346091705 2,218 363,600 SH   DFND 2 128,000 0 235,600
FORESTAR GROUP INC CONV. NOTE 346232AB7 1,323 1,142,000 SH   DFND 1 0 0 1,142,000
FORESTAR GROUP INC CONV. NOTE 346232AB7 4,371 3,774,000 SH   DFND 2 0 0 0
FORESTAR GROUP INC COM 346233109 4,104 190,630 SH   DFND 1 163,669 0 26,961
FORESTAR GROUP INC COM 346233109 6,601 306,611 SH   DFND 2 30,169 0 276,442
FORMFACTOR INC COM 346375108 1,710 249,200 SH   DFND 1 76,800 0 172,400
FORMFACTOR INC COM 346375108 3,652 532,400 SH   DFND 2 190,400 0 342,000
FORTUNE BRANDS HOME & SECURI COM 34964C106 6,983 167,751 SH   DFND 1 163,943 0 3,808
FORTUNE BRANDS HOME & SECURI COM 34964C106 59,004 1,417,342 SH   DFND 2 4,535 0 1,412,807
FORWARD AIR CORPORATION COM 349853101 311 7,700 SH   DFND 1 7,700 0 0
FORWARD AIR CORPORATION COM 349853101 1,823 45,175 SH   DFND 2 0 0 45,175
FOSSIL GROUP INC COM 34988V106 257 2,212 SH   DFND 1 2,160 0 52
FOSSIL GROUP INC COM 34988V106 0 0 SH   DFND 2 0 0 0
FOSTER (LB) CO-A COM 350060109 1,020 22,291 SH   DFND 1 19,252 0 3,039
FOSTER (LB) CO-A COM 350060109 1,241 27,139 SH   DFND 2 773 0 26,366
FRANCESCAS HOLDINGS CORP COM 351793104 911 48,876 SH   DFND 1 46,569 0 2,307
FRANCESCAS HOLDINGS CORP COM 351793104 1,856 99,558 SH   DFND 2 739 0 98,819
FRANKLIN ELECTRIC CO INC COM 353514102 1,920 48,729 SH   DFND 1 41,400 0 7,329
FRANKLIN ELECTRIC CO INC COM 353514102 2,411 61,185 SH   DFND 2 0 0 61,185
FRANKLIN RESOURCES INC COM 354613101 824 16,299 SH   DFND 1 15,891 0 408
FRANKLIN RESOURCES INC COM 354613101 0 0 SH   DFND 2 0 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 3,774 114,087 SH   DFND 1 113,211 0 876
FREEPORT-MCMORAN COPPER COM 35671D857 101,488 3,067,950 SH   DFND 2 86,900 0 2,981,050
FRESENIUS MEDICAL CARE-ADR COM - ADR 358029106 0 0 SH   DFND 1 0 0 0
FRESENIUS MEDICAL CARE-ADR COM - ADR 358029106 1,523 47,046 SH   DFND 2 0 0 47,046
FRONTIER COMMUNICATIONS CORP COM 35906A108 332 79,510 SH   DFND 1 71,460 0 8,050
FRONTIER COMMUNICATIONS CORP COM 35906A108 545 130,697 SH   DFND 2 8,983 0 121,714
H.B. FULLER CO. COM 359694106 940 20,800 SH   DFND 1 6,500 0 14,300
H.B. FULLER CO. COM 359694106 13,833 306,100 SH   DFND 2 15,600 0 290,500
FUTUREFUEL CORP COM 36116M106 1,344 74,840 SH   DFND 1 63,889 0 10,951
FUTUREFUEL CORP COM 36116M106 1,857 103,370 SH   DFND 2 2,143 0 101,227
G & K SERVICES INC -CL A COM 361268105 791 13,105 SH   DFND 1 10,744 0 2,361
G & K SERVICES INC -CL A COM 361268105 1,285 21,282 SH   DFND 2 341 0 20,941
GEO GROUP INC/THE COM 36159R103 1,853 55,732 SH   DFND 1 42,907 0 12,825
GEO GROUP INC/THE COM 36159R103 1,048 31,513 SH   DFND 2 582 0 30,931
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1,892 222,300 SH   DFND 1 69,300 0 153,000
GT ADVANCED TECHNOLOGIES INC COM 36191U106 4,072 478,500 SH   DFND 2 168,800 0 309,700
GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAA4 1,173 900,000 SH   DFND 1 0 0 900,000
GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAA4 4,040 3,100,000 SH   DFND 2 0 0 0
ARTHUR J GALLAGHER & CO COM 363576109 1,644 37,654 SH   DFND 1 25,654 0 12,000
ARTHUR J GALLAGHER & CO COM 363576109 2,503 57,344 SH   DFND 2 0 0 57,344
GAMESTOP CORP-CLASS A COM 36467W109 612 12,328 SH   DFND 1 11,003 0 1,325
GAMESTOP CORP-CLASS A COM 36467W109 7,290 146,837 SH   DFND 2 1,371 0 145,466
GANNETT CO COM 364730101 695 25,948 SH   DFND 1 25,827 0 121
GANNETT CO COM 364730101 9,681 361,377 SH   DFND 2 7,299 0 354,078
GAP INC/THE COM 364760108 1,123 27,876 SH   DFND 1 27,876 0 0
GAP INC/THE COM 364760108 19,312 479,439 SH   DFND 2 7,499 0 471,940
GENERAC HOLDINGS INC COM 368736104 1,734 40,665 SH   DFND 1 35,146 0 5,519
GENERAC HOLDINGS INC COM 368736104 2,030 47,612 SH   DFND 2 960 0 46,652
GENERAL CABLE CORP COM 369300108 1,365 43,000 SH   DFND 1 13,200 0 29,800
GENERAL CABLE CORP COM 369300108 2,870 90,400 SH   DFND 2 31,800 0 58,600
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 1,773 1,570,000 SH   DFND 1 0 0 1,570,000
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 6,643 5,882,000 SH   DFND 2 0 0 0
GENERAL DYNAMICS CORP COM 369550108 4,986 56,972 SH   DFND 1 47,433 0 9,539
GENERAL DYNAMICS CORP COM 369550108 128,891 1,472,700 SH   DFND 2 6,469 0 1,466,231
GENERAL ELECTRIC CO COM 369604103 13,176 551,516 SH   DFND 1 521,204 0 30,312
GENERAL ELECTRIC CO COM 369604103 100,072 4,188,877 SH   DFND 2 27,412 0 4,161,465
GENERAL GROWTH PROPERTIES COM 370023103 2,033 105,367 SH   DFND 1 76,534 0 28,833
GENERAL GROWTH PROPERTIES COM 370023103 284 14,727 SH   DFND 2 0 0 14,727
GENERAL MILLS INC COM 370334104 5,908 123,290 SH   DFND 1 98,383 0 24,907
GENERAL MILLS INC COM 370334104 22,842 476,671 SH   DFND 2 9,003 0 467,668
GENERAL MOTORS CO COM 37045V100 6,624 184,149 SH   DFND 1 182,659 0 1,490
GENERAL MOTORS CO COM 37045V100 113,002 3,141,570 SH   DFND 2 98,957 0 3,042,613
GENERAL MOTORS-CW16 WARRANTS 37045V118 35 1,328 SH   DFND 1 0 0 1,328
GENERAL MOTORS-CW16 WARRANTS 37045V118 665 25,168 SH   DFND 2 0 0 0
GENERAL MOTORS-CW19 WARRANTS 37045V126 25 1,328 SH   DFND 1 0 0 1,328
GENERAL MOTORS-CW19 WARRANTS 37045V126 468 25,168 SH   DFND 2 0 0 0
GENERAL MOTORS CO CONVERTIBLE PREF 37045V209 7,375 147,316 SH   DFND 1 0 0 147,316
GENERAL MOTORS CO CONVERTIBLE PREF 37045V209 17,280 344,733 SH   DFND 2 0 0 0
GENESCO INC COM 371532102 747 11,389 SH   DFND 1 9,756 0 1,633
GENESCO INC COM 371532102 1,000 15,241 SH   DFND 2 340 0 14,901
GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 2,247 17,554 SH   DFND 1 0 0 17,554
GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 7,782 60,795 SH   DFND 2 0 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,083 253,756 SH   DFND 1 232,432 0 21,324
GENMARK DIAGNOSTICS INC COM 372309104 55,793 4,591,985 SH   DFND 2 3,870 0 4,588,115
GENUINE PARTS CO COM 372460105 486 6,004 SH   DFND 1 5,851 0 153
GENUINE PARTS CO COM 372460105 0 0 SH   DFND 2 0 0 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 6,013 470,159 SH   DFND 1 460,583 0 9,576
GENWORTH FINANCIAL INC-CL A COM 37247D106 37,430 2,926,482 SH   DFND 2 30,380 0 2,896,102
GENTIUM SPA-SPONSORED ADR COM - ADR 37250B104 3,471 127,935 SH   DFND 1 110,040 0 17,895
GENTIUM SPA-SPONSORED ADR COM - ADR 37250B104 30,187 1,112,680 SH   DFND 2 4,021 0 1,108,659
GILEAD SCIENCES INC COM 375558103 9,734 154,896 SH   DFND 1 153,004 0 1,892
GILEAD SCIENCES INC COM 375558103 242,014 3,851,266 SH   DFND 2 0 0 3,851,266
GILEAD SCIENCES INC CONV. NOTE 375558AP8 5,546 2,003,000 SH   DFND 1 0 0 2,003,000
GILEAD SCIENCES INC CONV. NOTE 375558AP8 19,865 7,175,000 SH   DFND 2 0 0 0
GILDAN ACTIVEWEAR INC ORD 375916103 0 0 SH   DFND 1 0 0 0
GILDAN ACTIVEWEAR INC ORD 375916103 3,500 75,365 SH   DFND 2 0 0 75,365
GLAXOSMITHKLINE PLC-SPON ADR COM - ADR 37733W105 0 0 SH   DFND 1 0 0 0
GLAXOSMITHKLINE PLC-SPON ADR COM - ADR 37733W105 5,544 110,500 SH   DFND 2 0 0 110,500
GLOBAL CASH ACCESS HOLDINGS COM 378967103 1,216 155,666 SH   DFND 1 142,735 0 12,931
GLOBAL CASH ACCESS HOLDINGS COM 378967103 4,306 551,384 SH   DFND 2 158,700 0 392,684
GLIMCHER REALTY TRUST COM 379302102 136 13,903 SH   DFND 1 11,150 0 2,753
GLIMCHER REALTY TRUST COM 379302102 433 44,379 SH   DFND 2 2,418 0 41,961
GLOBAL PAYMENTS INC COM 37940X102 1,119 21,900 SH   DFND 1 21,900 0 0
GLOBAL PAYMENTS INC COM 37940X102 2,836 55,530 SH   DFND 2 0 0 55,530
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 0 0 SH   DFND 1 0 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 7,411 793,500 SH   DFND 2 0 0 793,500
GLOBE SPECIALTY METALS INC COM 37954N206 2,191 142,200 SH   DFND 1 44,000 0 98,200
GLOBE SPECIALTY METALS INC COM 37954N206 4,623 300,000 SH   DFND 2 107,100 0 192,900
GLOBUS MEDICAL INC - A COM 379577208 720 41,248 SH   DFND 1 35,494 0 5,754
GLOBUS MEDICAL INC - A COM 379577208 1,521 87,128 SH   DFND 2 1,404 0 85,724
GOLDCORP INC ORD 380956409 0 0 SH   DFND 1 0 0 0
GOLDCORP INC ORD 380956409 5,517 212,100 SH   DFND 2 0 0 212,100
GOLDMAN SACHS GROUP INC COM 38141G104 5,381 34,013 SH   DFND 1 33,587 0 426
GOLDMAN SACHS GROUP INC COM 38141G104 89,548 566,008 SH   DFND 2 7,486 0 558,522
GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AC2 1,092 1,015,000 SH   DFND 1 0 0 1,015,000
GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AC2 3,988 3,708,000 SH   DFND 2 0 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 1,220 54,331 SH   DFND 1 23,201 0 31,130
GOODYEAR TIRE & RUBBER CO COM 382550101 2,173 96,800 SH   DFND 2 34,100 0 62,700
GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 1,689 26,520 SH   DFND 1 0 0 26,520
GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 4,870 76,480 SH   DFND 2 0 0 0
GOOGLE INC-CL A COM 38259P508 36,862 42,084 SH   DFND 1 39,371 0 2,713
GOOGLE INC-CL A COM 38259P508 442,381 505,053 SH   DFND 2 1,281 0 503,772
GOVERNMENT PROPERTIES INCOME COM 38376A103 1,034 43,229 SH   DFND 1 31,435 0 11,794
GOVERNMENT PROPERTIES INCOME COM 38376A103 145 6,071 SH   DFND 2 0 0 6,071
WR GRACE & CO COM 38388F108 416 4,756 SH   DFND 1 4,550 0 206
WR GRACE & CO COM 38388F108 93,446 1,069,175 SH   DFND 2 1,775 0 1,067,400
WW GRAINGER INC COM 384802104 3,869 14,782 SH   DFND 1 14,782 0 0
WW GRAINGER INC COM 384802104 3,664 14,000 SH   DFND 2 0 0 14,000
GRAND CANYON EDUCATION INC COM 38526M106 512 12,713 SH   DFND 1 10,943 0 1,770
GRAND CANYON EDUCATION INC COM 38526M106 560 13,896 SH   DFND 2 0 0 13,896
GREAT PLAINS ENERGY INC COM 391164100 3 120 SH   DFND 1 120 0 0
GREAT PLAINS ENERGY INC COM 391164100 3,514 158,270 SH   DFND 2 0 0 158,270
GREATBATCH INC COM 39153L106 2,692 79,109 SH   DFND 1 71,810 0 7,299
GREATBATCH INC COM 39153L106 5,452 160,211 SH   DFND 2 1,106 0 159,105
GREEN DOT CORP-CLASS A COM 39304D102 172 6,542 SH   DFND 1 5,242 0 1,300
GREEN DOT CORP-CLASS A COM 39304D102 544 20,678 SH   DFND 2 1,363 0 19,315
GREENBRIER COMPANIES INC COM 393657101 1,229 49,713 SH   DFND 1 42,103 0 7,610
GREENBRIER COMPANIES INC COM 393657101 1,726 69,782 SH   DFND 2 1,318 0 68,464
GREENHILL & CO INC COM 395259104 2,287 45,850 SH   DFND 1 42,150 0 3,700
GREENHILL & CO INC COM 395259104 43,915 880,422 SH   DFND 2 628 0 879,794
GREIF INC-CL A COM 397624107 1,123 22,900 SH   DFND 1 7,300 0 15,600
GREIF INC-CL A COM 397624107 2,344 47,800 SH   DFND 2 16,800 0 31,000
GRIFOLS SA-ADR COM - ADR 398438408 3,813 125,939 SH   DFND 1 125,672 0 267
GRIFOLS SA-ADR COM - ADR 398438408 39,125 1,292,109 SH   DFND 2 0 0 1,292,109
GULFPORT ENERGY CORP COM 402635304 3,658 56,857 SH   DFND 1 39,760 0 17,097
GULFPORT ENERGY CORP COM 402635304 116,987 1,818,269 SH   DFND 2 17,754 0 1,800,515
HCA HOLDINGS INC COM 40412C101 598 13,999 SH   DFND 1 13,877 0 122
HCA HOLDINGS INC COM 40412C101 4,630 108,305 SH   DFND 2 5,984 0 102,321
HCC INSURANCE HOLDINGS INC COM 404132102 832 18,994 SH   DFND 1 18,994 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 1,468 33,500 SH   DFND 2 0 0 33,500
HCP INC COM 40414L109 2,685 65,556 SH   DFND 1 51,956 0 13,600
HCP INC COM 40414L109 277 6,770 SH   DFND 2 0 0 6,770
HD SUPPLY HOLDINGS INC COM 40416M105 5,613 255,500 SH   DFND 1 197,300 0 58,200
HD SUPPLY HOLDINGS INC COM 40416M105 13,512 615,028 SH   DFND 2 64,300 0 550,728
HFF INC-CLASS A COM 40418F108 2,014 80,401 SH   DFND 1 68,300 0 12,101
HFF INC-CLASS A COM 40418F108 2,670 106,581 SH   DFND 2 2,302 0 104,279
HMS HOLDINGS CORP COM 40425J101 390 18,108 SH   DFND 1 15,586 0 2,522
HMS HOLDINGS CORP COM 40425J101 427 19,838 SH   DFND 2 0 0 19,838
HSN INC COM 404303109 987 18,414 SH   DFND 1 16,016 0 2,398
HSN INC COM 404303109 7,519 140,227 SH   DFND 2 0 0 140,227
HAEMONETICS CORP/MASS COM 405024100 773 19,390 SH   DFND 1 16,691 0 2,699
HAEMONETICS CORP/MASS COM 405024100 865 21,700 SH   DFND 2 446 0 21,254
HAIN CELESTIAL GROUP INC COM 405217100 693 8,985 SH   DFND 1 7,892 0 1,093
HAIN CELESTIAL GROUP INC COM 405217100 802 10,394 SH   DFND 2 215 0 10,179
HALLIBURTON CO COM 406216101 8,625 179,119 SH   DFND 1 177,449 0 1,670
HALLIBURTON CO COM 406216101 185,648 3,855,616 SH   DFND 2 0 0 3,855,616
HANESBRANDS INC COM 410345102 0 0 SH   DFND 1 0 0 0
HANESBRANDS INC COM 410345102 4,662 74,827 SH   DFND 2 0 0 74,827
HANGER INC COM 41043F208 436 12,900 SH   DFND 1 12,900 0 0
HANGER INC COM 41043F208 2,545 75,380 SH   DFND 2 0 0 75,380
HANMI FINANCIAL CORPORATION COM 410495204 262 15,801 SH   DFND 1 12,695 0 3,106
HANMI FINANCIAL CORPORATION COM 410495204 817 49,313 SH   DFND 2 2,951 0 46,362
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 0 0 SH   DFND 1 0 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 1,800 157,876 SH   DFND 2 0 0 157,876
HANOVER INSURANCE GROUP INC/ COM 410867105 2,025 36,600 SH   DFND 1 11,400 0 25,200
HANOVER INSURANCE GROUP INC/ COM 410867105 4,337 78,400 SH   DFND 2 27,600 0 50,800
HARBINGER GROUP INC COM 41146A106 1,057 101,893 SH   DFND 1 86,599 0 15,294
HARBINGER GROUP INC COM 41146A106 38,760 3,737,734 SH   DFND 2 3,899 0 3,733,835
HARLEY-DAVIDSON INC COM 412822108 567 8,823 SH   DFND 1 8,600 0 223
HARLEY-DAVIDSON INC COM 412822108 0 0 SH   DFND 2 0 0 0
HARMAN INTERNATIONAL COM 413086109 1,541 23,268 SH   DFND 1 23,232 0 36
HARMAN INTERNATIONAL COM 413086109 12,756 192,598 SH   DFND 2 0 0 192,598
HARRIS CORP COM 413875105 1,273 21,459 SH   DFND 1 15,850 0 5,609
HARRIS CORP COM 413875105 1,510 25,463 SH   DFND 2 0 0 25,463
HARTFORD FINANCIAL SVCS GRP COM 416515104 8,228 264,402 SH   DFND 1 259,726 0 4,676
HARTFORD FINANCIAL SVCS GRP COM 416515104 164,832 5,296,644 SH   DFND 2 103,900 0 5,192,744
HASBRO INC COM 418056107 3,804 80,701 SH   DFND 1 80,587 0 114
HASBRO INC COM 418056107 67,391 1,429,589 SH   DFND 2 88,600 0 1,340,989
HATTERAS FINANCIAL CORP COM 41902R103 854 45,647 SH   DFND 1 45,647 0 0
HATTERAS FINANCIAL CORP COM 41902R103 11,118 594,237 SH   DFND 2 49,667 0 544,570
HAWAIIAN HOLDINGS INC COM 419879101 537 72,164 SH   DFND 1 61,494 0 10,670
HAWAIIAN HOLDINGS INC COM 419879101 745 100,081 SH   DFND 2 2,213 0 97,868
HEALTHSOUTH CORP COM 421924309 1,606 46,588 SH   DFND 1 40,263 0 6,325
HEALTHSOUTH CORP COM 421924309 5,496 159,383 SH   DFND 2 801 0 158,582
HEALTH CARE REIT INC COM 42217K106 4,472 71,686 SH   DFND 1 56,307 0 15,379
HEALTH CARE REIT INC COM 42217K106 7,086 113,591 SH   DFND 2 4,122 0 109,469
HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 178 3,086 SH   DFND 1 0 0 3,086
HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 1,140 19,766 SH   DFND 2 0 0 0
HEALTH NET INC COM 42222G108 164 5,182 SH   DFND 1 4,251 0 931
HEALTH NET INC COM 42222G108 477 15,039 SH   DFND 2 1,135 0 13,904
HEALTH INSURANCE INNOVATIO-A COM 42225K106 1,581 132,268 SH   DFND 1 40,517 0 91,751
HEALTH INSURANCE INNOVATIO-A COM 42225K106 3,328 278,474 SH   DFND 2 97,973 0 180,501
HEALTHCARE TRUST OF AME-CL A COM 42225P105 1,078 102,500 SH   DFND 1 32,300 0 70,200
HEALTHCARE TRUST OF AME-CL A COM 42225P105 2,259 214,781 SH   DFND 2 74,800 0 139,981
HEARTLAND EXPRESS INC COM 422347104 392 27,600 SH   DFND 1 27,600 0 0
HEARTLAND EXPRESS INC COM 422347104 2,263 159,470 SH   DFND 2 0 0 159,470
HEARTLAND FINANCIAL USA INC COM 42234Q102 1,545 55,456 SH   DFND 1 19,740 0 35,716
HEARTLAND FINANCIAL USA INC COM 42234Q102 3,425 122,933 SH   DFND 2 38,300 0 84,633
HEICO CORP COM 422806109 887 13,094 SH   DFND 1 11,421 0 1,673
HEICO CORP COM 422806109 1,023 15,095 SH   DFND 2 443 0 14,652
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,124 44,296 SH   DFND 1 37,606 0 6,690
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,556 61,335 SH   DFND 2 1,161 0 60,174
HELMERICH & PAYNE COM 423452101 1,120 16,244 SH   DFND 1 16,244 0 0
HELMERICH & PAYNE COM 423452101 9,435 136,837 SH   DFND 2 2,222 0 134,615
HERCULES TECHNOLOGY GROWTH COM 427096508 1,629 106,837 SH   DFND 1 32,981 0 73,856
HERCULES TECHNOLOGY GROWTH COM 427096508 3,430 224,926 SH   DFND 2 80,518 0 144,408
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 172 133,000 SH   DFND 1 0 0 133,000
HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 810 627,000 SH   DFND 2 0 0 0
HERITAGE FINANCIAL GROUP INC COM 42726X102 737 42,286 SH   DFND 1 36,134 0 6,152
HERITAGE FINANCIAL GROUP INC COM 42726X102 798 45,814 SH   DFND 2 0 0 45,814
HERSHEY CO/THE COM 427866108 2,827 30,561 SH   DFND 1 22,440 0 8,121
HERSHEY CO/THE COM 427866108 9,091 98,279 SH   DFND 2 0 0 98,279
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4 184 SH   DFND 1 0 0 184
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,345 150,940 SH   DFND 2 0 0 150,940
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 700 260,000 SH   DFND 1 0 0 260,000
HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 2,072 770,000 SH   DFND 2 0 0 0
HESS CORP COM 42809H107 876 11,326 SH   DFND 1 11,027 0 299
HESS CORP COM 42809H107 6,870 88,832 SH   DFND 2 0 0 88,832
HEWLETT-PACKARD CO COM 428236103 1,590 75,798 SH   DFND 1 74,027 0 1,771
HEWLETT-PACKARD CO COM 428236103 28,469 1,356,966 SH   DFND 2 0 0 1,356,966
HEXCEL CORP COM 428291108 1,525 39,300 SH   DFND 1 39,300 0 0
HEXCEL CORP COM 428291108 3,175 81,840 SH   DFND 2 0 0 81,840
HI-TECH PHARMACAL CO INC COM 42840B101 599 13,886 SH   DFND 1 11,847 0 2,039
HI-TECH PHARMACAL CO INC COM 42840B101 1,495 34,635 SH   DFND 2 341 0 34,294
HIGHWOODS PROPERTIES INC COM 431284108 388 11,000 SH   DFND 1 11,000 0 0
HIGHWOODS PROPERTIES INC COM 431284108 1,980 56,075 SH   DFND 2 0 0 56,075
HILL-ROM HOLDINGS INC COM 431475102 973 27,167 SH   DFND 1 23,067 0 4,100
HILL-ROM HOLDINGS INC COM 431475102 1,340 37,405 SH   DFND 2 774 0 36,631
HILLENBRAND INC COM 431571108 389 14,200 SH   DFND 1 14,200 0 0
HILLENBRAND INC COM 431571108 2,262 82,650 SH   DFND 2 0 0 82,650
HILLSHIRE BRANDS CO COM 432589109 53 1,728 SH   DFND 1 768 0 960
HILLSHIRE BRANDS CO COM 432589109 27,898 907,558 SH   DFND 2 0 0 907,558
HIMAX TECHNOLOGIES INC-ADR COM - ADR 43289P106 600 59,974 SH   DFND 1 59,974 0 0
HIMAX TECHNOLOGIES INC-ADR COM - ADR 43289P106 16,325 1,632,538 SH   DFND 2 0 0 1,632,538
HOLLYFRONTIER CORP COM 436106108 1,193 28,331 SH   DFND 1 28,243 0 88
HOLLYFRONTIER CORP COM 436106108 7,263 172,488 SH   DFND 2 4,126 0 168,362
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 1,606 1,598,000 SH   DFND 1 0 0 1,598,000
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 6,342 6,310,000 SH   DFND 2 0 0 0
HOME DEPOT INC COM 437076102 17,687 233,187 SH   DFND 1 202,724 0 30,463
HOME DEPOT INC COM 437076102 95,470 1,258,668 SH   DFND 2 19,174 0 1,239,494
HOMEAWAY INC COM 43739Q100 2,077 74,163 SH   DFND 1 72,569 0 1,594
HOMEAWAY INC COM 43739Q100 18,981 677,891 SH   DFND 2 0 0 677,891
HONEYWELL INTERNATIONAL INC COM 438516106 17,496 210,692 SH   DFND 1 189,468 0 21,224
HONEYWELL INTERNATIONAL INC COM 438516106 286,240 3,447,010 SH   DFND 2 55,000 0 3,392,010
HORACE MANN EDUCATORS COM 440327104 309 10,900 SH   DFND 1 10,900 0 0
HORACE MANN EDUCATORS COM 440327104 1,821 64,160 SH   DFND 2 0 0 64,160
HORMEL FOODS CORP COM 440452100 215 5,100 SH   DFND 1 5,100 0 0
HORMEL FOODS CORP COM 440452100 0 0 SH   DFND 2 0 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 1,721 129,191 SH   DFND 1 40,647 0 88,544
HORIZON TECHNOLOGY FINANCE C COM 44045A102 3,687 276,770 SH   DFND 2 99,103 0 177,667
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 1,735 1,342,000 SH   DFND 1 0 0 1,342,000
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 6,353 4,915,000 SH   DFND 2 0 0 0
HORSEHEAD HOLDING CORP COM 440694305 2,796 224,427 SH   DFND 1 106,466 0 117,961
HORSEHEAD HOLDING CORP COM 440694305 8,005 642,422 SH   DFND 2 120,309 0 522,113
HOSPIRA INC COM 441060100 262 6,691 SH   DFND 1 6,527 0 164
HOSPIRA INC COM 441060100 2,628 67,000 SH   DFND 2 0 0 67,000
HOSPITALITY PROPERTIES TRUST COM 44106M102 1,427 50,441 SH   DFND 1 36,884 0 13,557
HOSPITALITY PROPERTIES TRUST COM 44106M102 200 7,077 SH   DFND 2 0 0 7,077
HOST HOTELS & RESORTS INC COM 44107P104 1,657 93,761 SH   DFND 1 75,356 0 18,405
HOST HOTELS & RESORTS INC COM 44107P104 161 9,127 SH   DFND 2 0 0 9,127
HOVNANIAN ENTERPRISES-A COM 442487203 1,964 375,500 SH   DFND 1 375,500 0 0
HOVNANIAN ENTERPRISES-A COM 442487203 4,446 850,000 SH   DFND 2 0 0 850,000
HOWARD HUGHES CORP/THE COM 44267D107 947 8,425 SH   DFND 1 2,725 0 5,700
HOWARD HUGHES CORP/THE COM 44267D107 2,045 18,200 SH   DFND 2 6,500 0 11,700
HUBBELL INC -CL B COM 443510201 879 8,390 SH   DFND 1 8,390 0 0
HUBBELL INC -CL B COM 443510201 1,999 19,086 SH   DFND 2 0 0 19,086
HUDSON CITY BANCORP INC COM 443683107 162 17,901 SH   DFND 1 17,901 0 0
HUDSON CITY BANCORP INC COM 443683107 0 0 SH   DFND 2 0 0 0
HUMANA INC COM 444859102 584 6,258 SH   DFND 1 6,101 0 157
HUMANA INC COM 444859102 55,212 591,581 SH   DFND 2 0 0 591,581
HUNT (JB) TRANSPRT SVCS INC COM 445658107 842 11,550 SH   DFND 1 7,839 0 3,711
HUNT (JB) TRANSPRT SVCS INC COM 445658107 1,277 17,513 SH   DFND 2 0 0 17,513
HUNTINGTON BANCSHARES INC COM 446150104 264 31,958 SH   DFND 1 31,958 0 0
HUNTINGTON BANCSHARES INC COM 446150104 0 0 SH   DFND 2 0 0 0
HUNTINGTON BANCSHARES CONVERTIBLE PREF 446150401 170 137 SH   DFND 1 0 0 137
HUNTINGTON BANCSHARES CONVERTIBLE PREF 446150401 1,099 886 SH   DFND 2 0 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 1,775 26,336 SH   DFND 1 8,221 0 18,115
HUNTINGTON INGALLS INDUSTRIE COM 446413106 3,801 56,395 SH   DFND 2 19,859 0 36,536
HUNTSMAN CORP COM 447011107 3,810 184,863 SH   DFND 1 168,280 0 16,583
HUNTSMAN CORP COM 447011107 47,119 2,286,237 SH   DFND 2 23,929 0 2,262,308
HURON CONSULTING GROUP INC COM 447462102 1,720 32,700 SH   DFND 1 32,700 0 0
HURON CONSULTING GROUP INC COM 447462102 3,367 63,995 SH   DFND 2 0 0 63,995
IDT CORP-CLASS B COM 448947507 238 13,381 SH   DFND 1 11,711 0 1,670
IDT CORP-CLASS B COM 448947507 0 0 SH   DFND 2 0 0 0
HYSTER-YALE MATERIALS COM 449172105 234 2,604 SH   DFND 1 2,185 0 419
HYSTER-YALE MATERIALS COM 449172105 609 6,789 SH   DFND 2 0 0 6,789
IAC/INTERACTIVECORP COM 44919P508 3,139 57,420 SH   DFND 1 45,925 0 11,495
IAC/INTERACTIVECORP COM 44919P508 11,106 203,149 SH   DFND 2 5,659 0 197,490
ISTAR FINANCIAL INC COM 45031U101 2,666 221,419 SH   DFND 1 75,827 0 145,592
ISTAR FINANCIAL INC COM 45031U101 5,790 480,912 SH   DFND 2 156,430 0 324,482
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 8,429 6,776,000 SH   DFND 1 0 0 6,776,000
ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 12,413 9,955,000 SH   DFND 2 0 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 2,550 82,249 SH   DFND 1 68,931 0 13,318
ITT EDUCATIONAL SERVICES INC COM 45068B109 30,515 984,344 SH   DFND 2 2,351 0 981,993
IXIA COM 45071R109 236 15,055 SH   DFND 1 12,953 0 2,102
IXIA COM 45071R109 273 17,395 SH   DFND 2 869 0 16,526
IAMGOLD CORP ORD 450913108 218 45,900 SH   DFND 1 45,900 0 0
IAMGOLD CORP ORD 450913108 1,267 266,670 SH   DFND 2 0 0 266,670
ICONIX BRAND GROUP INC COM 451055107 610 18,377 SH   DFND 1 18,377 0 0
ICONIX BRAND GROUP INC COM 451055107 3,534 106,379 SH   DFND 2 0 0 106,379
IDACORP INC COM 451107106 1,984 41,000 SH   DFND 1 12,600 0 28,400
IDACORP INC COM 451107106 4,211 87,000 SH   DFND 2 30,600 0 56,400
ILLINOIS TOOL WORKS COM 452308109 1,261 16,531 SH   DFND 1 16,114 0 417
ILLINOIS TOOL WORKS COM 452308109 4,553 59,700 SH   DFND 2 0 0 59,700
INCYTE CORP COM 45337C102 449 11,770 SH   DFND 1 10,468 0 1,302
INCYTE CORP COM 45337C102 7,883 206,634 SH   DFND 2 0 0 206,634
INDEPENDENT BANK GROUP INC COM 45384B106 876 24,323 SH   DFND 1 7,458 0 16,865
INDEPENDENT BANK GROUP INC COM 45384B106 1,886 52,377 SH   DFND 2 18,473 0 33,904
INFOBLOX INC COM 45672H104 1,171 28,009 SH   DFND 1 24,132 0 3,877
INFOBLOX INC COM 45672H104 1,311 31,350 SH   DFND 2 751 0 30,599
INFORMATION SERVICES GROUP COM 45675Y104 55 13,400 SH   DFND 1 13,400 0 0
INFORMATION SERVICES GROUP COM 45675Y104 0 0 SH   DFND 2 0 0 0
INGREDION INC COM 457187102 53 807 SH   DFND 1 271 0 536
INGREDION INC COM 457187102 173 2,621 SH   DFND 2 0 0 2,621
INLAND REAL ESTATE CORP COM 457461200 1,116 109,107 SH   DFND 1 79,817 0 29,290
INLAND REAL ESTATE CORP COM 457461200 154 15,071 SH   DFND 2 0 0 15,071
INNOSPEC INC COM 45768S105 1,702 36,487 SH   DFND 1 31,757 0 4,730
INNOSPEC INC COM 45768S105 1,699 36,406 SH   DFND 2 0 0 36,406
INNOPHOS HOLDINGS INC COM 45774N108 1,057 20,021 SH   DFND 1 17,029 0 2,992
INNOPHOS HOLDINGS INC COM 45774N108 1,523 28,852 SH   DFND 2 331 0 28,521
INSULET CORP COM 45784P101 1,070 29,521 SH   DFND 1 25,378 0 4,143
INSULET CORP COM 45784P101 1,180 32,558 SH   DFND 2 0 0 32,558
INSULET CORPORATION CONV. NOTE 45784PAC5 1,257 869,000 SH   DFND 1 0 0 869,000
INSULET CORPORATION CONV. NOTE 45784PAC5 4,197 2,902,000 SH   DFND 2 0 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 3,014 276,796 SH   DFND 1 122,096 0 154,700
INTEGRATED SILICON SOLUTION COM 45812P107 5,893 541,174 SH   DFND 2 156,326 0 384,848
INTEL CORP COM 458140100 6,594 287,677 SH   DFND 1 282,742 0 4,935
INTEL CORP COM 458140100 71,419 3,116,019 SH   DFND 2 111,800 0 3,004,219
INTEL CORP CONVERTIBLE BONDS 458140AF7 2,315 1,870,000 SH   DFND 1 0 0 1,870,000
INTEL CORP CONVERTIBLE BONDS 458140AF7 7,369 5,952,000 SH   DFND 2 0 0 0
INSYS THERAPEUTICS INC COM 45824V209 1,830 52,300 SH   DFND 1 44,785 0 7,515
INSYS THERAPEUTICS INC COM 45824V209 2,515 71,884 SH   DFND 2 1,578 0 70,306
INTELIQUENT INC COM 45825N107 567 58,669 SH   DFND 1 50,476 0 8,193
INTELIQUENT INC COM 45825N107 624 64,586 SH   DFND 2 0 0 64,586
INTER PARFUMS INC COM 458334109 876 29,201 SH   DFND 1 29,201 0 0
INTER PARFUMS INC COM 458334109 1,973 65,804 SH   DFND 2 0 0 65,804
INTERCONTINENTALEXCHANGE INC COM 45865V100 3,567 19,663 SH   DFND 1 14,291 0 5,372
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,542 25,036 SH   DFND 2 0 0 25,036
INTL BUSINESS MACHINES CORP COM 459200101 17,702 95,595 SH   DFND 1 78,947 0 16,648
INTL BUSINESS MACHINES CORP COM 459200101 42,924 231,794 SH   DFND 2 2,598 0 229,196
INTL FLAVORS & FRAGRANCES COM 459506101 1,648 20,026 SH   DFND 1 14,526 0 5,500
INTL FLAVORS & FRAGRANCES COM 459506101 2,119 25,744 SH   DFND 2 0 0 25,744
INTL GAME TECHNOLOGY COM 459902102 192 10,159 SH   DFND 1 9,900 0 259
INTL GAME TECHNOLOGY COM 459902102 0 0 SH   DFND 2 0 0 0
INTERNATIONAL PAPER CO COM 460146103 5,655 126,225 SH   DFND 1 122,654 0 3,571
INTERNATIONAL PAPER CO COM 460146103 124,841 2,786,636 SH   DFND 2 77,090 0 2,709,546
INTERPUBLIC GROUP OF COS INC COM 460690100 344 20,011 SH   DFND 1 16,922 0 3,089
INTERPUBLIC GROUP OF COS INC COM 460690100 0 0 SH   DFND 2 0 0 0
INTRALINKS HOLDINGS INC COM 46118H104 1,037 117,871 SH   DFND 1 101,414 0 16,457
INTRALINKS HOLDINGS INC COM 46118H104 1,178 133,850 SH   DFND 2 4,004 0 129,846
INTUIT INC COM 461202103 4,050 61,070 SH   DFND 1 44,961 0 16,109
INTUIT INC COM 461202103 5,525 83,318 SH   DFND 2 0 0 83,318
INTUITIVE SURGICAL INC COM 46120E602 541 1,439 SH   DFND 1 1,400 0 39
INTUITIVE SURGICAL INC COM 46120E602 3,858 10,253 SH   DFND 2 0 0 10,253
INTREXON CORP COM 46122T102 0 0 SH   DFND 1 0 0 0
INTREXON CORP COM 46122T102 620 26,171 SH   DFND 2 0 0 26,171
INVENSENSE INC COM 46123D205 0 0 SH   DFND 1 0 0 0
INVENSENSE INC COM 46123D205 4,708 267,200 SH   DFND 2 0 0 267,200
INVESCO MORTGAGE CAPITAL COM 46131B100 86 5,617 SH   DFND 1 4,521 0 1,096
INVESCO MORTGAGE CAPITAL COM 46131B100 271 17,613 SH   DFND 2 0 0 17,613
INVESTORS BANCORP INC COM 46146P102 2,496 114,080 SH   DFND 1 34,629 0 79,451
INVESTORS BANCORP INC COM 46146P102 19,593 895,482 SH   DFND 2 82,502 0 812,980
INVESTORS REAL ESTATE TRUST COM 461730103 139 16,819 SH   DFND 1 13,458 0 3,361
INVESTORS REAL ESTATE TRUST COM 461730103 432 52,418 SH   DFND 2 3,227 0 49,191
IRIDIUM COMMUNICATIONS INC COM 46269C102 437 63,570 SH   DFND 1 54,574 0 8,996
IRIDIUM COMMUNICATIONS INC COM 46269C102 13,131 1,908,587 SH   DFND 2 1,827 0 1,906,760
IROBOT CORP COM 462726100 354 9,406 SH   DFND 1 9,406 0 0
IROBOT CORP COM 462726100 2,038 54,101 SH   DFND 2 0 0 54,101
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 136 3,339 SH   DFND 1 3,339 0 0
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 1,993 48,881 SH   DFND 2 30,951 0 17,930
ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 1,063 16,664 SH   DFND 1 16,664 0 0
ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 137 2,147 SH   DFND 2 1,090 0 1,057
ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 0 0 SH   DFND 1 0 0 0
ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 13,900 622,200 SH   DFND 2 0 0 622,200
ISIS PHARMACEUTICALS INC COM 464330109 560 14,910 SH   DFND 1 13,169 0 1,741
ISIS PHARMACEUTICALS INC COM 464330109 628 16,716 SH   DFND 2 0 0 16,716
ITAU UNIBANCO HLDNG-PREF ADR COM - ADR 465562106 152 10,752 SH   DFND 1 10,752 0 0
ITAU UNIBANCO HLDNG-PREF ADR COM - ADR 465562106 974 69,013 SH   DFND 2 1,445 0 67,568
J & J SNACK FOODS CORP COM 466032109 1,093 13,536 SH   DFND 1 13,536 0 0
J & J SNACK FOODS CORP COM 466032109 2,224 27,550 SH   DFND 2 0 0 27,550
JPMORGAN CHASE & CO COM 46625H100 30,890 597,607 SH   DFND 1 583,695 0 13,912
JPMORGAN CHASE & CO COM 46625H100 633,269 12,251,282 SH   DFND 2 227,592 0 12,023,690
JABIL CIRCUIT INC COM 466313103 223 10,287 SH   DFND 1 10,190 0 97
JABIL CIRCUIT INC COM 466313103 0 0 SH   DFND 2 0 0 0
JPMORGAN CHASE & CO WARRANTS 46634E114 19,506 1,163,842 SH   DFND 2 0 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 287 4,928 SH   DFND 1 4,800 0 128
JACOBS ENGINEERING GROUP INC COM 469814107 0 0 SH   DFND 2 0 0 0
JARDEN CORP COM 471109108 4,267 88,165 SH   DFND 1 82,035 0 6,130
JARDEN CORP COM 471109108 4,773 98,620 SH   DFND 2 4,965 0 93,655
JEFFERIES GROUP LLC CONVERTIBLE BONDS 472319AG7 162 155,000 SH   DFND 1 0 0 155,000
JEFFERIES GROUP LLC CONVERTIBLE BONDS 472319AG7 902 861,000 SH   DFND 2 0 0 0
JOHNSON & JOHNSON COM 478160104 21,992 253,688 SH   DFND 1 241,614 0 12,074
JOHNSON & JOHNSON COM 478160104 344,015 3,968,341 SH   DFND 2 125,180 0 3,843,161
JOHNSON CONTROLS INC COM 478366107 6,297 151,731 SH   DFND 1 151,054 0 677
JOHNSON CONTROLS INC COM 478366107 148,657 3,582,101 SH   DFND 2 22,800 0 3,559,301
JONES LANG LASALLE INC COM 48020Q107 1,235 14,150 SH   DFND 1 14,150 0 0
JONES LANG LASALLE INC COM 48020Q107 3,321 38,045 SH   DFND 2 0 0 38,045
JOS A BANK CLOTHIERS INC COM 480838101 1,099 25,006 SH   DFND 1 25,006 0 0
JOS A BANK CLOTHIERS INC COM 480838101 2,925 66,538 SH   DFND 2 0 0 66,538
JOY GLOBAL INC COM 481165108 1,122 21,984 SH   DFND 1 21,879 0 105
JOY GLOBAL INC COM 481165108 44,338 868,683 SH   DFND 2 0 0 868,683
J2 GLOBAL INC COM 48123V102 696 14,060 SH   DFND 1 14,060 0 0
J2 GLOBAL INC COM 48123V102 3,806 76,855 SH   DFND 2 0 0 76,855
JUNIPER NETWORKS INC COM 48203R104 425 21,402 SH   DFND 1 20,900 0 502
JUNIPER NETWORKS INC COM 48203R104 882 44,400 SH   DFND 2 0 0 44,400
KAR AUCTION SERVICES INC COM 48238T109 6,183 219,167 SH   DFND 1 144,739 0 74,428
KAR AUCTION SERVICES INC COM 48238T109 46,377 1,643,974 SH   DFND 2 68,664 0 1,575,310
KBR INC COM 48242W106 318 9,755 SH   DFND 1 9,688 0 67
KBR INC COM 48242W106 21,303 652,653 SH   DFND 2 4,177 0 648,476
KLA-TENCOR CORPORATION COM 482480100 868 14,264 SH   DFND 1 14,101 0 163
KLA-TENCOR CORPORATION COM 482480100 2,879 47,318 SH   DFND 2 0 0 47,318
KKR & CO LP COM 48248M102 1,240 60,249 SH   DFND 1 54,528 0 5,721
KKR & CO LP COM 48248M102 95,259 4,628,698 SH   DFND 2 0 0 4,628,698
KADANT INC COM 48282T104 770 22,926 SH   DFND 1 19,590 0 3,336
KADANT INC COM 48282T104 1,037 30,887 SH   DFND 2 0 0 30,887
KAISER ALUMINUM CORP COM 483007704 1,186 16,650 SH   DFND 1 16,650 0 0
KAISER ALUMINUM CORP COM 483007704 2,396 33,630 SH   DFND 2 0 0 33,630
KANSAS CITY SOUTHERN COM 485170302 471 4,308 SH   DFND 1 4,200 0 108
KANSAS CITY SOUTHERN COM 485170302 0 0 SH   DFND 2 0 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 204 4,774 SH   DFND 1 3,823 0 951
KAPSTONE PAPER AND PACKAGING COM 48562P103 639 14,940 SH   DFND 2 859 0 14,081
KELLOGG CO COM 487836108 2,703 46,020 SH   DFND 1 33,903 0 12,117
KELLOGG CO COM 487836108 15,162 258,171 SH   DFND 2 0 0 258,171
KENNAMETAL INC COM 489170100 461 10,100 SH   DFND 1 10,100 0 0
KENNAMETAL INC COM 489170100 2,705 59,330 SH   DFND 2 0 0 59,330
KEY ENERGY SERVICES INC COM 492914106 2,828 387,960 SH   DFND 1 265,399 0 122,561
KEY ENERGY SERVICES INC COM 492914106 6,223 853,613 SH   DFND 2 116,872 0 736,741
KEYCORP COM 493267108 498 43,659 SH   DFND 1 41,401 0 2,258
KEYCORP COM 493267108 17,495 1,534,677 SH   DFND 2 0 0 1,534,677
KFORCE INC COM 493732101 2,688 151,970 SH   DFND 1 72,746 0 79,224
KFORCE INC COM 493732101 5,021 283,856 SH   DFND 2 78,711 0 205,145
KIMBERLY-CLARK CORP COM 494368103 5,464 57,993 SH   DFND 1 44,217 0 13,776
KIMBERLY-CLARK CORP COM 494368103 13,402 142,239 SH   DFND 2 0 0 142,239
KIMCO REALTY CORP COM 49446R109 2,513 124,513 SH   DFND 1 97,398 0 27,115
KIMCO REALTY CORP COM 49446R109 1,536 76,139 SH   DFND 2 0 0 76,139
KINDER MORGAN INC COM 49456B101 3,192 89,738 SH   DFND 1 75,536 0 14,202
KINDER MORGAN INC COM 49456B101 8,027 225,656 SH   DFND 2 8,820 0 216,836
KINDRED HEALTHCARE INC COM 494580103 137 10,183 SH   DFND 1 8,240 0 1,943
KINDRED HEALTHCARE INC COM 494580103 454 33,769 SH   DFND 2 2,149 0 31,620
KIRBY CORP COM 497266106 1,126 13,007 SH   DFND 1 12,533 0 474
KIRBY CORP COM 497266106 36,059 416,630 SH   DFND 2 0 0 416,630
KODIAK OIL & GAS CORP COM 50015Q100 20,431 1,694,121 SH   DFND 1 1,472,774 0 221,347
KODIAK OIL & GAS CORP COM 50015Q100 76,856 6,372,833 SH   DFND 2 218,086 0 6,154,747
KOHLS CORP COM 500255104 399 7,701 SH   DFND 1 7,701 0 0
KOHLS CORP COM 500255104 0 0 SH   DFND 2 0 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,326 31,099 SH   DFND 1 29,597 0 1,502
KOPPERS HOLDINGS INC COM 50060P106 1,880 44,068 SH   DFND 2 0 0 44,068
KRAFT FOODS GROUP INC COM 50076Q106 6,279 119,735 SH   DFND 1 111,505 0 8,230
KRAFT FOODS GROUP INC COM 50076Q106 67,055 1,278,692 SH   DFND 2 74,229 0 1,204,463
KRATON PERFORMANCE POLYMERS COM 50077C106 1,752 89,444 SH   DFND 1 30,608 0 58,836
KRATON PERFORMANCE POLYMERS COM 50077C106 3,835 195,788 SH   DFND 2 64,722 0 131,066
KRISPY KREME DOUGHNUTS INC COM 501014104 0 0 SH   DFND 1 0 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 239 12,353 SH   DFND 2 0 0 12,353
KROGER CO COM 501044101 3,029 75,084 SH   DFND 1 73,098 0 1,986
KROGER CO COM 501044101 41,046 1,017,511 SH   DFND 2 61,300 0 956,211
L BRANDS INC COM 501797104 573 9,374 SH   DFND 1 9,135 0 239
L BRANDS INC COM 501797104 0 0 SH   DFND 2 0 0 0
LRR ENERGY LP COM 50214A104 0 0 SH   DFND 1 0 0 0
LRR ENERGY LP COM 50214A104 1,639 102,868 SH   DFND 2 0 0 102,868
LSB INDUSTRIES INC COM 502160104 3,817 113,837 SH   DFND 1 70,359 0 43,478
LSB INDUSTRIES INC COM 502160104 6,290 187,592 SH   DFND 2 38,049 0 149,543
LSI CORP COM 502161102 167 21,345 SH   DFND 1 20,801 0 544
LSI CORP COM 502161102 0 0 SH   DFND 2 0 0 0
LTC PROPERTIES INC COM 502175102 316 8,310 SH   DFND 1 6,654 0 1,656
LTC PROPERTIES INC COM 502175102 995 26,197 SH   DFND 2 698 0 25,499
L-3 COMMS HLDGS INC CONVERTIBLE BONDS 502413AW7 5,727 5,260,000 SH   DFND 2 0 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 6,964 73,690 SH   DFND 1 67,585 0 6,105
L-3 COMMUNICATIONS HOLDINGS COM 502424104 326,873 3,458,972 SH   DFND 2 56,720 0 3,402,252
LA-Z-BOY INC COM 505336107 389 17,147 SH   DFND 1 14,539 0 2,608
LA-Z-BOY INC COM 505336107 526 23,156 SH   DFND 2 541 0 22,615
LABORATORY CRP OF AMER HLDGS COM 50540R409 356 3,592 SH   DFND 1 3,501 0 91
LABORATORY CRP OF AMER HLDGS COM 50540R409 0 0 SH   DFND 2 0 0 0
LACLEDE GROUP INC/THE COM 505597104 346 7,700 SH   DFND 1 7,700 0 0
LACLEDE GROUP INC/THE COM 505597104 2,001 44,470 SH   DFND 2 0 0 44,470
LAKELAND FINANCIAL CORP COM 511656100 2,152 65,900 SH   DFND 1 20,400 0 45,500
LAKELAND FINANCIAL CORP COM 511656100 4,539 139,035 SH   DFND 2 49,635 0 89,400
LAM RESEARCH CORP COM 512807108 9,747 190,412 SH   DFND 1 190,252 0 160
LAM RESEARCH CORP COM 512807108 138,144 2,698,657 SH   DFND 2 4,279 0 2,694,378
LANDEC CORP COM 514766104 971 79,604 SH   DFND 1 68,158 0 11,446
LANDEC CORP COM 514766104 1,090 89,306 SH   DFND 2 2,338 0 86,968
LANDSTAR SYSTEM INC COM 515098101 1,737 31,031 SH   DFND 1 31,031 0 0
LANDSTAR SYSTEM INC COM 515098101 4,100 73,240 SH   DFND 2 0 0 73,240
LAS VEGAS SANDS CORP COM 517834107 13 189 SH   DFND 1 0 0 189
LAS VEGAS SANDS CORP COM 517834107 18,631 280,500 SH   DFND 2 0 0 280,500
ESTEE LAUDER COMPANIES-CL A COM 518439104 695 9,947 SH   DFND 1 9,702 0 245
ESTEE LAUDER COMPANIES-CL A COM 518439104 0 0 SH   DFND 2 0 0 0
LEAP WIRELESS INTL INC CONV. NOTE 521863AL4 402 421,000 SH   DFND 1 0 0 421,000
LEAP WIRELESS INTL INC CONV. NOTE 521863AL4 1,578 1,586,000 SH   DFND 2 0 0 0
LEAR CORP COM 521865204 500 6,983 SH   DFND 1 6,983 0 0
LEAR CORP COM 521865204 7,540 105,349 SH   DFND 2 3,010 0 102,339
LEGGETT & PLATT INC COM 524660107 464 15,396 SH   DFND 1 15,256 0 140
LEGGETT & PLATT INC COM 524660107 2,371 78,631 SH   DFND 2 4,334 0 74,297
LENNAR CORP-A COM 526057104 225 6,362 SH   DFND 1 6,201 0 161
LENNAR CORP-A COM 526057104 252 7,113 SH   DFND 2 0 0 7,113
LEUCADIA NATIONAL CORP COM 527288104 332 12,199 SH   DFND 1 11,901 0 298
LEUCADIA NATIONAL CORP COM 527288104 0 0 SH   DFND 2 0 0 0
LEVEL 3 COMMUNICATIONS, INC. CONV. NOTE 52729NBR0 2,215 1,468,000 SH   DFND 1 0 0 1,468,000
LEVEL 3 COMMUNICATIONS, INC. CONV. NOTE 52729NBR0 7,616 5,048,000 SH   DFND 2 0 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 310 130,663 SH   DFND 1 111,768 0 18,895
LEXICON PHARMACEUTICALS INC COM 528872104 348 146,959 SH   DFND 2 3,998 0 142,961
LEXINGTON REALTY TRUST COM 529043101 369 32,845 SH   DFND 1 26,376 0 6,469
LEXINGTON REALTY TRUST COM 529043101 1,154 102,788 SH   DFND 2 5,744 0 97,044
LEXMARK INTERNATIONAL INC-A COM 529771107 414 12,538 SH   DFND 1 11,763 0 775
LEXMARK INTERNATIONAL INC-A COM 529771107 2,401 72,749 SH   DFND 2 3,400 0 69,349
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 2,400 4,661,000 SH   DFND 1 0 0 4,661,000
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 8,973 17,424,000 SH   DFND 2 0 0 0
LIBERTY INTERACTIVE CORP-A COM 53071M104 726 30,932 SH   DFND 1 30,697 0 235
LIBERTY INTERACTIVE CORP-A COM 53071M104 5,628 239,779 SH   DFND 2 13,235 0 226,544
LIBERTY PROPERTY TRUST COM 531172104 1,495 42,002 SH   DFND 1 30,640 0 11,362
LIBERTY PROPERTY TRUST COM 531172104 208 5,845 SH   DFND 2 0 0 5,845
LIFE TECHNOLOGIES CORP COM 53217V109 604 8,073 SH   DFND 1 7,904 0 169
LIFE TECHNOLOGIES CORP COM 53217V109 0 0 SH   DFND 2 0 0 0
LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 79 75,000 SH   DFND 1 0 0 75,000
LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 7 7,000 SH   DFND 2 0 0 0
ELI LILLY & CO COM 532457108 18,018 357,993 SH   DFND 1 340,838 0 17,155
ELI LILLY & CO COM 532457108 312,152 6,202,097 SH   DFND 2 207,712 0 5,994,385
LIN MEDIA LLC - A COM 532771102 1,031 50,813 SH   DFND 1 43,737 0 7,076
LIN MEDIA LLC - A COM 532771102 1,131 55,747 SH   DFND 2 0 0 55,747
LINCOLN NATIONAL CORP COM 534187109 439 10,465 SH   DFND 1 10,199 0 266
LINCOLN NATIONAL CORP COM 534187109 37,808 900,409 SH   DFND 2 0 0 900,409
LINDSAY CORP COM 535555106 60 733 SH   DFND 1 247 0 486
LINDSAY CORP COM 535555106 195 2,390 SH   DFND 2 0 0 2,390
LINEAR TECHNOLOGY CORP COM 535678106 2,254 56,827 SH   DFND 1 41,297 0 15,530
LINEAR TECHNOLOGY CORP COM 535678106 2,867 72,299 SH   DFND 2 0 0 72,299
LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 2,166 2,035,000 SH   DFND 1 0 0 2,035,000
LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 7,387 6,940,000 SH   DFND 2 0 0 0
LINKEDIN CORP - A COM 53578A108 103 418 SH   DFND 1 0 0 418
LINKEDIN CORP - A COM 53578A108 3,342 13,581 SH   DFND 2 0 0 13,581
LIQUIDITY SERVICES INC COM 53635B107 185 5,500 SH   DFND 1 5,500 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,073 31,970 SH   DFND 2 0 0 31,970
LITHIA MOTORS INC-CL A COM 536797103 1,539 21,100 SH   DFND 1 6,600 0 14,500
LITHIA MOTORS INC-CL A COM 536797103 3,298 45,200 SH   DFND 2 15,900 0 29,300
LOCKHEED MARTIN CORP COM 539830109 4,626 36,270 SH   DFND 1 31,814 0 4,456
LOCKHEED MARTIN CORP COM 539830109 16,572 129,924 SH   DFND 2 5,251 0 124,673
LOEWS CORP COM 540424108 562 12,021 SH   DFND 1 11,705 0 316
LOEWS CORP COM 540424108 0 0 SH   DFND 2 0 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 831 12,276 SH   DFND 1 10,395 0 1,881
LORAL SPACE & COMMUNICATIONS COM 543881106 627 9,258 SH   DFND 2 157 0 9,101
LORILLARD INC COM 544147101 2,030 45,331 SH   DFND 1 44,957 0 374
LORILLARD INC COM 544147101 11,146 248,909 SH   DFND 2 12,505 0 236,404
LOUISIANA-PACIFIC CORP COM 546347105 341 19,374 SH   DFND 1 17,334 0 2,040
LOUISIANA-PACIFIC CORP COM 546347105 285 16,177 SH   DFND 2 0 0 16,177
LOWE'S COS INC COM 548661107 13,256 278,434 SH   DFND 1 277,355 0 1,079
LOWE'S COS INC COM 548661107 175,535 3,686,937 SH   DFND 2 21,001 0 3,665,936
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 734 6,881 SH   DFND 1 6,016 0 865
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 814 7,637 SH   DFND 2 0 0 7,637
M & T BANK CORP COM 55261F104 554 4,948 SH   DFND 1 4,948 0 0
M & T BANK CORP COM 55261F104 0 0 SH   DFND 2 0 0 0
MDC PARTNERS INC-A ORD 552697104 1,858 66,400 SH   DFND 1 20,700 0 45,700
MDC PARTNERS INC-A ORD 552697104 3,984 142,400 SH   DFND 2 50,100 0 92,300
MFA FINANCIAL INC COM 55272X102 5,070 680,544 SH   DFND 1 537,067 0 143,477
MFA FINANCIAL INC COM 55272X102 47,145 6,328,154 SH   DFND 2 655,817 0 5,672,337
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1,378 1,273,000 SH   DFND 1 0 0 1,273,000
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 23,730 21,909,000 SH   DFND 2 0 0 0
M/I HOMES INC CONV. NOTE 55292PAB1 1,207 1,189,000 SH   DFND 1 0 0 1,189,000
M/I HOMES INC CONV. NOTE 55292PAB1 4,023 3,964,000 SH   DFND 2 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4 180 SH   DFND 1 0 0 180
MGM RESORTS INTERNATIONAL COM 552953101 3,870 189,324 SH   DFND 2 0 0 189,324
MGM RESORTS INTL CONV. NOTE 55303QAE0 3,516 2,762,000 SH   DFND 1 0 0 2,762,000
MGM RESORTS INTL CONV. NOTE 55303QAE0 12,302 9,663,000 SH   DFND 2 0 0 0
M/I HOMES INC COM 55305B101 1,716 83,205 SH   DFND 1 26,188 0 57,017
M/I HOMES INC COM 55305B101 3,567 172,996 SH   DFND 2 61,024 0 111,972
MSC INDUSTRIAL DIRECT CO-A COM 553530106 657 8,081 SH   DFND 1 5,965 0 2,116
MSC INDUSTRIAL DIRECT CO-A COM 553530106 1,587 19,507 SH   DFND 2 0 0 19,507
MTR GAMING GROUP INC COM 553769100 0 0 SH   DFND 1 0 0 0
MTR GAMING GROUP INC COM 553769100 6,137 1,302,875 SH   DFND 2 0 0 1,302,875
MTS SYSTEMS CORP COM 553777103 1,715 26,652 SH   DFND 1 25,142 0 1,510
MTS SYSTEMS CORP COM 553777103 2,596 40,336 SH   DFND 2 0 0 40,336
MWI VETERINARY SUPPLY INC COM 55402X105 1,556 10,415 SH   DFND 1 9,042 0 1,373
MWI VETERINARY SUPPLY INC COM 55402X105 1,650 11,047 SH   DFND 2 285 0 10,762
MACERICH CO/THE COM 554382101 841 14,906 SH   DFND 1 12,277 0 2,629
MACERICH CO/THE COM 554382101 78 1,382 SH   DFND 2 0 0 1,382
MACK-CALI REALTY CORP COM 554489104 309 14,100 SH   DFND 1 14,100 0 0
MACK-CALI REALTY CORP COM 554489104 1,575 71,805 SH   DFND 2 0 0 71,805
MACY'S INC COM 55616P104 4,948 114,358 SH   DFND 1 106,663 0 7,695
MACY'S INC COM 55616P104 126,517 2,923,897 SH   DFND 2 65,930 0 2,857,967
STEVEN MADDEN LTD COM 556269108 985 27,451 SH   DFND 1 25,084 0 2,367
STEVEN MADDEN LTD COM 556269108 2,533 70,594 SH   DFND 2 592 0 70,002
MAGELLAN HEALTH SERVICES INC COM 559079207 945 15,761 SH   DFND 1 14,141 0 1,620
MAGELLAN HEALTH SERVICES INC COM 559079207 2,412 40,219 SH   DFND 2 0 0 40,219
MAGNA INTERNATIONAL INC ORD 559222401 0 0 SH   DFND 1 0 0 0
MAGNA INTERNATIONAL INC ORD 559222401 3,632 43,990 SH   DFND 2 0 0 43,990
MAGNACHIP SEMICONDUCT ORD 55933J203 4,414 205,029 SH   DFND 1 123,689 0 81,340
MAGNACHIP SEMICONDUCT ORD 55933J203 51,437 2,389,073 SH   DFND 2 83,192 0 2,305,881
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 172 11,327 SH   DFND 1 9,093 0 2,234
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 559 36,775 SH   DFND 2 1,816 0 34,959
MANHATTAN ASSOCIATES INC COM 562750109 2,526 26,469 SH   DFND 1 23,534 0 2,935
MANHATTAN ASSOCIATES INC COM 562750109 5,553 58,175 SH   DFND 2 0 0 58,175
MANITOWOC COMPANY INC COM 563571108 1,256 64,150 SH   DFND 1 19,750 0 44,400
MANITOWOC COMPANY INC COM 563571108 2,634 134,500 SH   DFND 2 47,300 0 87,200
MANPOWERGROUP INC COM 56418H100 71 971 SH   DFND 1 936 0 35
MANPOWERGROUP INC COM 56418H100 4,703 64,651 SH   DFND 2 53 0 64,598
MANTECH INTERNATIONAL CORP-A COM 564563104 0 0 SH   DFND 1 0 0 0
MANTECH INTERNATIONAL CORP-A COM 564563104 11,360 395,000 SH   DFND 2 0 0 395,000
MARATHON OIL CORP COM 565849106 17,655 506,151 SH   DFND 1 504,300 0 1,851
MARATHON OIL CORP COM 565849106 336,908 9,659,050 SH   DFND 2 414,400 0 9,244,650
MARATHON PETROLEUM CORP COM 56585A102 4,423 68,771 SH   DFND 1 68,771 0 0
MARATHON PETROLEUM CORP COM 56585A102 50,828 790,229 SH   DFND 2 57,039 0 733,190
MARCUS CORPORATION COM 566330106 737 50,731 SH   DFND 1 43,040 0 7,691
MARCUS CORPORATION COM 566330106 1,008 69,370 SH   DFND 2 1,411 0 67,959
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 0 0 SH   DFND 1 0 0 0
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 36,984 1,475,800 SH   DFND 2 0 0 1,475,800
MARRIOTT VACATIONS WORLD COM 57164Y107 1,504 34,177 SH   DFND 1 10,459 0 23,718
MARRIOTT VACATIONS WORLD COM 57164Y107 3,178 72,223 SH   DFND 2 25,414 0 46,809
MARSH & MCLENNAN COS COM 571748102 916 21,044 SH   DFND 1 20,500 0 544
MARSH & MCLENNAN COS COM 571748102 10,922 250,802 SH   DFND 2 0 0 250,802
MARRIOTT INTERNATIONAL -CL A COM 571903202 2,569 61,077 SH   DFND 1 60,836 0 241
MARRIOTT INTERNATIONAL -CL A COM 571903202 67,110 1,595,570 SH   DFND 2 0 0 1,595,570
MARTIN MARIETTA MATERIALS COM 573284106 18 180 SH   DFND 1 0 0 180
MARTIN MARIETTA MATERIALS COM 573284106 12,863 131,024 SH   DFND 2 0 0 131,024
MASCO CORP COM 574599106 3,549 166,787 SH   DFND 1 166,433 0 354
MASCO CORP COM 574599106 6,118 287,516 SH   DFND 2 0 0 287,516
MASTEC INC CONV. NOTE 576323AM1 497 250,000 SH   DFND 1 0 0 250,000
MASTEC INC CONV. NOTE 576323AM1 1,759 885,000 SH   DFND 2 0 0 0
MASTERCARD INC-CLASS A COM 57636Q104 10,403 15,463 SH   DFND 1 11,760 0 3,703
MASTERCARD INC-CLASS A COM 57636Q104 12,110 18,000 SH   DFND 2 0 0 18,000
MATERION CORP COM 576690101 1,897 59,177 SH   DFND 1 18,264 0 40,913
MATERION CORP COM 576690101 4,005 124,923 SH   DFND 2 44,626 0 80,297
MATRIX SERVICE CO COM 576853105 2,549 129,900 SH   DFND 1 40,200 0 89,700
MATRIX SERVICE CO COM 576853105 5,339 272,100 SH   DFND 2 95,700 0 176,400
MATTEL INC COM 577081102 554 13,217 SH   DFND 1 12,876 0 341
MATTEL INC COM 577081102 0 0 SH   DFND 2 0 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 2,575 86,410 SH   DFND 1 67,703 0 18,707
MAXIM INTEGRATED PRODUCTS COM 57772K101 43,584 1,462,546 SH   DFND 2 34,100 0 1,428,446
MAXIMUS INC COM 577933104 959 21,296 SH   DFND 1 19,351 0 1,945
MAXIMUS INC COM 577933104 792 17,588 SH   DFND 2 0 0 17,588
MCCORMICK & CO-NON VTG SHRS COM 579780206 317 4,901 SH   DFND 1 4,901 0 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 0 0 SH   DFND 2 0 0 0
MCDERMOTT INTL INC COM 580037109 3,176 427,416 SH   DFND 1 427,416 0 0
MCDERMOTT INTL INC COM 580037109 65,794 8,855,183 SH   DFND 2 230,948 0 8,624,235
MCDONALD'S CORP COM 580135101 5,974 62,097 SH   DFND 1 55,104 0 6,993
MCDONALD'S CORP COM 580135101 15,506 161,168 SH   DFND 2 0 0 161,168
MCGRAW HILL FINANCIAL INC COM 580645109 3,567 54,386 SH   DFND 1 44,655 0 9,731
MCGRAW HILL FINANCIAL INC COM 580645109 10,075 153,601 SH   DFND 2 6,018 0 147,583
MCKESSON CORP COM 58155Q103 7,806 60,843 SH   DFND 1 48,817 0 12,026
MCKESSON CORP COM 58155Q103 34,645 270,029 SH   DFND 2 6,430 0 263,599
MEAD JOHNSON NUTRITION CO COM 582839106 2,742 36,918 SH   DFND 1 36,282 0 636
MEAD JOHNSON NUTRITION CO COM 582839106 39,381 530,314 SH   DFND 2 0 0 530,314
MEADWESTVACO CORP COM 583334107 6,019 156,839 SH   DFND 1 152,797 0 4,042
MEADWESTVACO CORP COM 583334107 39,883 1,039,158 SH   DFND 2 0 0 1,039,158
MEDASSETS INC COM 584045108 2,617 102,941 SH   DFND 1 59,010 0 43,931
MEDASSETS INC COM 584045108 4,636 182,361 SH   DFND 2 41,292 0 141,069
MEDICAL PROPERTIES TRUST INC COM 58463J304 982 80,697 SH   DFND 1 58,681 0 22,016
MEDICAL PROPERTIES TRUST INC COM 58463J304 138 11,328 SH   DFND 2 0 0 11,328
MEDICINES COMPANY COM 584688105 1,881 56,105 SH   DFND 1 52,755 0 3,350
MEDICINES COMPANY COM 584688105 3,484 103,936 SH   DFND 2 660 0 103,276
MEDIVATION INC COM 58501N101 9 158 SH   DFND 1 0 0 158
MEDIVATION INC COM 58501N101 2,787 46,500 SH   DFND 2 0 0 46,500
MEDNAX INC COM 58502B106 1,345 13,400 SH   DFND 1 13,400 0 0
MEDNAX INC COM 58502B106 7,890 78,585 SH   DFND 2 0 0 78,585
MEDLEY CAPITAL CORP COM 58503F106 1,659 120,300 SH   DFND 1 37,500 0 82,800
MEDLEY CAPITAL CORP COM 58503F106 3,525 255,600 SH   DFND 2 91,400 0 164,200
MEDTRONIC INC COM 585055106 2,106 39,550 SH   DFND 1 38,549 0 1,001
MEDTRONIC INC COM 585055106 32,951 618,804 SH   DFND 2 0 0 618,804
MEN'S WEARHOUSE INC/THE COM 587118100 657 19,307 SH   DFND 1 16,487 0 2,820
MEN'S WEARHOUSE INC/THE COM 587118100 3,670 107,787 SH   DFND 2 573 0 107,214
MENTOR GRAPHICS CORP COM 587200106 4,298 183,905 SH   DFND 1 94,297 0 89,608
MENTOR GRAPHICS CORP COM 587200106 7,757 331,936 SH   DFND 2 86,189 0 245,747
MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 2,011 1,535,000 SH   DFND 1 0 0 1,535,000
MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 6,622 5,055,000 SH   DFND 2 0 0 0
MERCK & CO. INC. COM 58933Y105 16,410 344,667 SH   DFND 1 300,320 0 44,347
MERCK & CO. INC. COM 58933Y105 231,931 4,871,480 SH   DFND 2 113,633 0 4,757,847
MERIT MEDICAL SYSTEMS INC COM 589889104 62 5,101 SH   DFND 1 5,101 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 5,608 462,342 SH   DFND 2 0 0 462,342
MERRIMACK PHARMACEUTICALS IN COM 590328100 0 0 SH   DFND 1 0 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1,140 300,000 SH   DFND 2 0 0 300,000
META FINANCIAL GROUP INC COM 59100U108 603 15,858 SH   DFND 1 5,139 0 10,719
META FINANCIAL GROUP INC COM 59100U108 1,281 33,723 SH   DFND 2 11,843 0 21,880
METHANEX CORP COM 59151K108 472 9,200 SH   DFND 1 9,200 0 0
METHANEX CORP COM 59151K108 9,447 184,262 SH   DFND 2 0 0 184,262
METLIFE INC COM 59156R108 13,384 285,076 SH   DFND 1 284,051 0 1,025
METLIFE INC COM 59156R108 242,298 5,160,777 SH   DFND 2 223,369 0 4,937,408
METLIFE INC CONVERTIBLE PREF 59156R116 3,037 106,385 SH   DFND 1 0 0 106,385
METLIFE INC CONVERTIBLE PREF 59156R116 6,446 225,321 SH   DFND 2 0 0 0
MICROSOFT CORP COM 594918104 16,634 499,375 SH   DFND 1 464,086 0 35,289
MICROSOFT CORP COM 594918104 167,879 5,039,909 SH   DFND 2 49,475 0 4,990,434
MICROCHIP TECHNOLOGY INC COM 595017104 302 7,494 SH   DFND 1 7,301 0 193
MICROCHIP TECHNOLOGY INC COM 595017104 0 0 SH   DFND 2 0 0 0
MICRON TECHNOLOGY INC COM 595112103 8,085 462,769 SH   DFND 1 461,753 0 1,016
MICRON TECHNOLOGY INC COM 595112103 176,623 10,110,067 SH   DFND 2 0 0 10,110,067
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 529 282,000 SH   DFND 1 0 0 282,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 17 9,000 SH   DFND 2 0 0 0
MICROSEMI CORP COM 595137100 671 27,678 SH   DFND 1 23,682 0 3,996
MICROSEMI CORP COM 595137100 755 31,145 SH   DFND 2 920 0 30,225
MIDSTATES PETROLEUM CO INC COM 59804T100 769 149,900 SH   DFND 1 47,300 0 102,600
MIDSTATES PETROLEUM CO INC COM 59804T100 1,626 316,900 SH   DFND 2 115,200 0 201,700
MILLER INDUSTRIES INC/TENN COM 600551204 133 7,842 SH   DFND 1 6,296 0 1,546
MILLER INDUSTRIES INC/TENN COM 600551204 417 24,532 SH   DFND 2 1,598 0 22,934
MINDSPEED TECHNOLOGIES INC COM 602682205 159 52,410 SH   DFND 1 52,410 0 0
MINDSPEED TECHNOLOGIES INC COM 602682205 0 0 SH   DFND 2 0 0 0
MINE SAFETY APPLIANCES CO COM 602720104 848 16,436 SH   DFND 1 14,147 0 2,289
MINE SAFETY APPLIANCES CO COM 602720104 993 19,236 SH   DFND 2 0 0 19,236
MINERALS TECHNOLOGIES INC COM 603158106 1,500 30,388 SH   DFND 1 10,483 0 19,905
MINERALS TECHNOLOGIES INC COM 603158106 3,308 67,005 SH   DFND 2 21,430 0 45,575
MIX TELEMATICS LTD-SP ADR COM - ADR 60688N102 0 0 SH   DFND 1 0 0 0
MIX TELEMATICS LTD-SP ADR COM - ADR 60688N102 7,377 498,424 SH   DFND 2 0 0 498,424
MOLSON COORS BREWING CO -B COM 60871R209 628 12,529 SH   DFND 1 12,378 0 151
MOLSON COORS BREWING CO -B COM 60871R209 2,423 48,331 SH   DFND 2 2,838 0 45,493
MONDELEZ INTERNATIONAL INC-A COM 609207105 2,218 70,579 SH   DFND 1 67,983 0 2,596
MONDELEZ INTERNATIONAL INC-A COM 609207105 31,230 993,966 SH   DFND 2 0 0 993,966
MONSANTO CO COM 61166W101 20,229 193,824 SH   DFND 1 190,679 0 3,145
MONSANTO CO COM 61166W101 179,664 1,721,416 SH   DFND 2 7,756 0 1,713,660
MONSTER BEVERAGE CORP COM 611740101 274 5,240 SH   DFND 1 5,100 0 140
MONSTER BEVERAGE CORP COM 611740101 0 0 SH   DFND 2 0 0 0
MOODY'S CORP COM 615369105 527 7,496 SH   DFND 1 7,301 0 195
MOODY'S CORP COM 615369105 3,490 49,619 SH   DFND 2 0 0 49,619
MORGAN STANLEY COM 617446448 7,669 284,570 SH   DFND 1 283,152 0 1,418
MORGAN STANLEY COM 617446448 111,300 4,129,886 SH   DFND 2 0 0 4,129,886
MORGANS HOTEL GROUP CO CONV. NOTE 61748WAB4 825 841,000 SH   DFND 1 0 0 841,000
MORGANS HOTEL GROUP CO CONV. NOTE 61748WAB4 2,847 2,901,000 SH   DFND 2 0 0 0
MORNINGSTAR INC COM 617700109 1,411 17,800 SH   DFND 1 17,800 0 0
MORNINGSTAR INC COM 617700109 2,970 37,470 SH   DFND 2 0 0 37,470
MOSAIC CO/THE COM 61945C103 616 14,330 SH   DFND 1 13,372 0 958
MOSAIC CO/THE COM 61945C103 135 3,136 SH   DFND 2 0 0 3,136
MOTOROLA SOLUTIONS INC COM 620076307 2,915 49,093 SH   DFND 1 36,293 0 12,800
MOTOROLA SOLUTIONS INC COM 620076307 3,595 60,548 SH   DFND 2 0 0 60,548
MURPHY OIL CORP COM 626717102 416 6,900 SH   DFND 1 6,900 0 0
MURPHY OIL CORP COM 626717102 5,207 86,317 SH   DFND 2 0 0 86,317
MYLAN INC COM 628530107 551 14,430 SH   DFND 1 14,400 0 30
MYLAN INC COM 628530107 0 0 SH   DFND 2 0 0 0
MYRIAD GENETICS INC COM 62855J104 985 41,900 SH   DFND 1 41,900 0 0
MYRIAD GENETICS INC COM 62855J104 2,618 111,390 SH   DFND 2 0 0 111,390
NIC INC COM 62914B100 699 30,233 SH   DFND 1 26,014 0 4,219
NIC INC COM 62914B100 769 33,280 SH   DFND 2 0 0 33,280
NN INC COM 629337106 243 15,587 SH   DFND 1 12,499 0 3,088
NN INC COM 629337106 757 48,638 SH   DFND 2 2,832 0 45,806
NPS PHARMACEUTICALS INC COM 62936P103 755 23,743 SH   DFND 1 20,831 0 2,912
NPS PHARMACEUTICALS INC COM 62936P103 845 26,564 SH   DFND 2 0 0 26,564
NRG ENERGY INC COM 629377508 4,317 157,972 SH   DFND 1 154,105 0 3,867
NRG ENERGY INC COM 629377508 69,595 2,546,455 SH   DFND 2 53,600 0 2,492,855
NYSE EURONEXT COM 629491101 405 9,640 SH   DFND 1 9,400 0 240
NYSE EURONEXT COM 629491101 0 0 SH   DFND 2 0 0 0
NACCO INDUSTRIES-CL A COM 629579103 62 1,124 SH   DFND 1 905 0 219
NACCO INDUSTRIES-CL A COM 629579103 189 3,418 SH   DFND 2 0 0 3,418
NASDAQ OMX GROUP/THE COM 631103108 659 20,543 SH   DFND 1 20,428 0 115
NASDAQ OMX GROUP/THE COM 631103108 3,230 100,655 SH   DFND 2 5,553 0 95,102
NASH FINCH CO COM 631158102 467 17,700 SH   DFND 1 17,700 0 0
NASH FINCH CO COM 631158102 1,051 39,781 SH   DFND 2 0 0 39,781
NATIONAL BANK HOLD-CL A COM 633707104 1,799 87,579 SH   DFND 1 37,877 0 49,702
NATIONAL BANK HOLD-CL A COM 633707104 8,594 418,427 SH   DFND 2 53,030 0 365,397
NATL HEALTH INVESTORS INC COM 63633D104 491 8,631 SH   DFND 1 7,651 0 980
NATL HEALTH INVESTORS INC COM 63633D104 2,104 36,992 SH   DFND 2 718 0 36,274
NATIONAL OILWELL VARCO INC COM 637071101 4,361 55,831 SH   DFND 1 55,409 0 422
NATIONAL OILWELL VARCO INC COM 637071101 43,462 556,420 SH   DFND 2 47,000 0 509,420
NAVISTAR INTERNATIONAL CORP COM 63934E108 2,360 64,681 SH   DFND 1 29,990 0 34,691
NAVISTAR INTERNATIONAL CORP COM 63934E108 4,558 124,940 SH   DFND 2 36,375 0 88,565
NELNET INC-CL A COM 64031N108 259 6,741 SH   DFND 1 5,400 0 1,341
NELNET INC-CL A COM 64031N108 813 21,155 SH   DFND 2 0 0 21,155
NETAPP INC COM 64110D104 1,704 39,981 SH   DFND 1 39,634 0 347
NETAPP INC COM 64110D104 41,437 972,244 SH   DFND 2 0 0 972,244
NETFLIX INC COM 64110L106 703 2,273 SH   DFND 1 2,220 0 53
NETFLIX INC COM 64110L106 337 1,091 SH   DFND 2 0 0 1,091
NETGEAR INC COM 64111Q104 812 26,300 SH   DFND 1 26,300 0 0
NETGEAR INC COM 64111Q104 1,450 46,990 SH   DFND 2 0 0 46,990
NETSCOUT SYSTEMS INC COM 64115T104 950 37,152 SH   DFND 1 31,790 0 5,362
NETSCOUT SYSTEMS INC COM 64115T104 1,079 42,195 SH   DFND 2 831 0 41,364
NEUSTAR INC-CLASS A COM 64126X201 2,227 45,006 SH   DFND 1 43,384 0 1,622
NEUSTAR INC-CLASS A COM 64126X201 4,254 85,981 SH   DFND 2 510 0 85,471
NEW MOUNTAIN FINANCE CORP COM 647551100 842 58,431 SH   DFND 1 18,226 0 40,205
NEW MOUNTAIN FINANCE CORP COM 647551100 1,804 125,191 SH   DFND 2 44,070 0 81,121
NEWELL RUBBERMAID INC COM 651229106 2,070 75,281 SH   DFND 1 31,441 0 43,840
NEWELL RUBBERMAID INC COM 651229106 3,634 132,152 SH   DFND 2 46,464 0 85,688
NEWFIELD EXPLORATION CO COM 651290108 1,209 44,176 SH   DFND 1 30,195 0 13,981
NEWFIELD EXPLORATION CO COM 651290108 18,180 664,245 SH   DFND 2 2,630 0 661,615
NEWLINK GENETICS CORP COM 651511107 385 20,485 SH   DFND 1 17,630 0 2,855
NEWLINK GENETICS CORP COM 651511107 422 22,490 SH   DFND 2 0 0 22,490
NEWMONT MINING CORP COM 651639106 533 18,975 SH   DFND 1 18,712 0 263
NEWMONT MINING CORP COM 651639106 3,732 132,800 SH   DFND 2 0 0 132,800
NEWMONT MINING CORP CONV. NOTE 651639AJ5 1,301 1,180,000 SH   DFND 1 0 0 1,180,000
NEWMONT MINING CORP CONV. NOTE 651639AJ5 4,316 3,915,000 SH   DFND 2 0 0 0
NEWS CORP - CLASS A COM 65249B109 310 19,287 SH   DFND 1 18,850 0 437
NEWS CORP - CLASS A COM 65249B109 0 0 SH   DFND 2 0 0 0
NEXTERA ENERGY INC COM 65339F101 3,712 46,313 SH   DFND 1 45,110 0 1,203
NEXTERA ENERGY INC COM 65339F101 75,632 943,514 SH   DFND 2 34,700 0 908,814
NIKE INC -CL B COM 654106103 3,752 51,646 SH   DFND 1 51,493 0 153
NIKE INC -CL B COM 654106103 29,955 412,376 SH   DFND 2 0 0 412,376
NISOURCE INC COM 65473P105 368 11,913 SH   DFND 1 11,605 0 308
NISOURCE INC COM 65473P105 0 0 SH   DFND 2 0 0 0
NOBLE ENERGY INC COM 655044105 7,602 113,442 SH   DFND 1 106,888 0 6,554
NOBLE ENERGY INC COM 655044105 47,078 702,557 SH   DFND 2 25,000 0 677,557
NORDSTROM INC COM 655664100 405 7,215 SH   DFND 1 6,343 0 872
NORDSTROM INC COM 655664100 781 13,900 SH   DFND 2 0 0 13,900
NORFOLK SOUTHERN CORP COM 655844108 952 12,312 SH   DFND 1 12,001 0 311
NORFOLK SOUTHERN CORP COM 655844108 0 0 SH   DFND 2 0 0 0
NORTHEAST UTILITIES COM 664397106 513 12,438 SH   DFND 1 12,128 0 310
NORTHEAST UTILITIES COM 664397106 1,613 39,109 SH   DFND 2 0 0 39,109
NORTHERN TRUST CORP COM 665859104 3,775 69,400 SH   DFND 1 53,958 0 15,442
NORTHERN TRUST CORP COM 665859104 9,213 169,396 SH   DFND 2 5,462 0 163,934
NORTHROP GRUMMAN CORP COM 666807102 16,439 172,571 SH   DFND 1 161,757 0 10,814
NORTHROP GRUMMAN CORP COM 666807102 264,143 2,772,863 SH   DFND 2 121,036 0 2,651,827
NOVARTIS AG-ADR COM - ADR 66987V109 0 0 SH   DFND 1 0 0 0
NOVARTIS AG-ADR COM - ADR 66987V109 2,378 31,000 SH   DFND 2 0 0 31,000
NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 3,451 2,180,000 SH   DFND 1 0 0 2,180,000
NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 11,723 7,405,000 SH   DFND 2 0 0 0
NUCOR CORP COM 670346105 628 12,802 SH   DFND 1 12,488 0 314
NUCOR CORP COM 670346105 19,365 395,042 SH   DFND 2 0 0 395,042
NVIDIA CORP COM 67066G104 851 54,678 SH   DFND 1 54,085 0 593
NVIDIA CORP COM 67066G104 7,158 460,025 SH   DFND 2 12,872 0 447,153
NXSTAGE MEDICAL INC COM 67072V103 591 44,882 SH   DFND 1 38,591 0 6,291
NXSTAGE MEDICAL INC COM 67072V103 671 50,953 SH   DFND 2 1,566 0 49,387
NV ENERGY INC COM 67073Y106 0 0 SH   DFND 1 0 0 0
NV ENERGY INC COM 67073Y106 3,218 136,300 SH   DFND 2 0 0 136,300
OGE ENERGY CORP COM 670837103 8 210 SH   DFND 1 120 0 90
OGE ENERGY CORP COM 670837103 2,526 70,000 SH   DFND 2 0 0 70,000
OM GROUP INC COM 670872100 1,754 51,918 SH   DFND 1 19,394 0 32,524
OM GROUP INC COM 670872100 26,921 796,964 SH   DFND 2 35,594 0 761,370
O'REILLY AUTOMOTIVE INC COM 67103H107 3,104 24,327 SH   DFND 1 19,875 0 4,452
O'REILLY AUTOMOTIVE INC COM 67103H107 9,113 71,425 SH   DFND 2 2,809 0 68,616
OFG BANCORP COM 67103X102 2,313 142,884 SH   DFND 1 48,126 0 94,758
OFG BANCORP COM 67103X102 4,938 305,004 SH   DFND 2 100,846 0 204,158
OCCIDENTAL PETROLEUM CORP COM 674599105 6,435 68,799 SH   DFND 1 68,002 0 797
OCCIDENTAL PETROLEUM CORP COM 674599105 160,681 1,717,777 SH   DFND 2 20,926 0 1,696,851
OCEANEERING INTL INC COM 675232102 1,780 21,911 SH   DFND 1 16,662 0 5,249
OCEANEERING INTL INC COM 675232102 5,604 68,976 SH   DFND 2 2,429 0 66,547
OCWEN FINANCIAL CORP COM 675746309 238 4,272 SH   DFND 1 3,428 0 844
OCWEN FINANCIAL CORP COM 675746309 93,266 1,672,340 SH   DFND 2 707 0 1,671,633
OFFICE DEPOT INC COM 676220106 3,022 625,600 SH   DFND 1 625,600 0 0
OFFICE DEPOT INC COM 676220106 92,589 19,169,543 SH   DFND 2 0 0 19,169,543
OIL STATES INTERNATIONAL INC COM 678026105 3,059 29,568 SH   DFND 1 29,431 0 137
OIL STATES INTERNATIONAL INC COM 678026105 44,642 431,487 SH   DFND 2 1,369 0 430,118
OILTANKING PARTNERS LP STOCK UNIT 678049107 3,284 64,067 SH   DFND 2 0 0 0
OMNICARE INC COM 681904108 3 48 SH   DFND 1 0 0 48
OMNICARE INC COM 681904108 4,511 81,276 SH   DFND 2 0 0 81,276
OMNICOM GROUP COM 681919106 2,572 40,545 SH   DFND 1 30,747 0 9,798
OMNICOM GROUP COM 681919106 2,887 45,508 SH   DFND 2 0 0 45,508
OMEGA HEALTHCARE INVESTORS COM 681936100 986 33,012 SH   DFND 1 28,308 0 4,704
OMEGA HEALTHCARE INVESTORS COM 681936100 2,823 94,516 SH   DFND 2 0 0 94,516
OMNIVISION TECHNOLOGIES INC COM 682128103 3,305 215,874 SH   DFND 1 131,030 0 84,844
OMNIVISION TECHNOLOGIES INC COM 682128103 6,619 432,344 SH   DFND 2 84,354 0 347,990
OMNOVA SOLUTIONS INC COM 682129101 1,294 151,369 SH   DFND 1 48,859 0 102,510
OMNOVA SOLUTIONS INC COM 682129101 2,992 349,916 SH   DFND 2 128,153 0 221,763
ON ASSIGNMENT INC COM 682159108 1,452 43,997 SH   DFND 1 37,686 0 6,311
ON ASSIGNMENT INC COM 682159108 1,630 49,386 SH   DFND 2 1,155 0 48,231
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 2,819 2,609,000 SH   DFND 1 0 0 2,609,000
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 10,194 9,433,000 SH   DFND 2 0 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 0 0 SH   DFND 1 0 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 464 50,000 SH   DFND 2 0 0 50,000
ONE LIBERTY PROPERTIES INC COM 682406103 1,247 61,482 SH   DFND 1 23,238 0 38,244
ONE LIBERTY PROPERTIES INC COM 682406103 2,756 135,894 SH   DFND 2 40,224 0 95,670
ONEOK INC COM 682680103 1,005 18,845 SH   DFND 1 18,642 0 203
ONEOK INC COM 682680103 4,559 85,502 SH   DFND 2 4,718 0 80,784
OPEN TEXT CORP ORD 683715106 635 8,500 SH   DFND 1 8,500 0 0
OPEN TEXT CORP ORD 683715106 3,653 48,933 SH   DFND 2 113 0 48,820
OPENTABLE INC COM 68372A104 681 9,734 SH   DFND 1 8,316 0 1,418
OPENTABLE INC COM 68372A104 758 10,833 SH   DFND 2 242 0 10,591
OPLINK COMMUNICATIONS INC COM 68375Q403 3,167 168,276 SH   DFND 1 93,415 0 74,861
OPLINK COMMUNICATIONS INC COM 68375Q403 5,965 316,933 SH   DFND 2 81,767 0 235,166
ORACLE CORP COM 68389X105 10,367 312,532 SH   DFND 1 308,777 0 3,755
ORACLE CORP COM 68389X105 186,810 5,631,884 SH   DFND 2 46,041 0 5,585,843
ORBITAL SCIENCES CORP COM 685564106 1,188 56,104 SH   DFND 1 56,104 0 0
ORBITAL SCIENCES CORP COM 685564106 2,487 117,405 SH   DFND 2 0 0 117,405
ORION MARINE GROUP INC COM 68628V308 1,628 156,400 SH   DFND 1 47,900 0 108,500
ORION MARINE GROUP INC COM 68628V308 3,427 329,200 SH   DFND 2 115,800 0 213,400
OSHKOSH CORP COM 688239201 1,791 36,570 SH   DFND 1 36,570 0 0
OSHKOSH CORP COM 688239201 4,697 95,892 SH   DFND 2 278 0 95,614
OSIRIS THERAPEUTICS INC COM 68827R108 8 500 SH   DFND 1 0 0 500
OSIRIS THERAPEUTICS INC COM 68827R108 2,366 142,200 SH   DFND 2 0 0 142,200
OWENS & MINOR INC COM 690732102 1,158 33,480 SH   DFND 1 33,480 0 0
OWENS & MINOR INC COM 690732102 2,439 70,505 SH   DFND 2 0 0 70,505
OWENS CORNING COM 690742101 3,724 98,062 SH   DFND 1 98,062 0 0
OWENS CORNING COM 690742101 30,376 799,780 SH   DFND 2 33,100 0 766,680
OWENS-ILLINOIS INC COM 690768403 1,284 42,778 SH   DFND 1 42,620 0 158
OWENS-ILLINOIS INC COM 690768403 6,722 223,906 SH   DFND 2 0 0 223,906
PDL BIOPHARMA INC COM 69329Y104 224 28,073 SH   DFND 1 24,277 0 3,796
PDL BIOPHARMA INC COM 69329Y104 248 31,103 SH   DFND 2 0 0 31,103
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 1,771 1,375,000 SH   DFND 1 0 0 1,375,000
PDL BIO PHARMA INC CONV. NOTE 69329YAC8 5,455 4,235,000 SH   DFND 2 0 0 0
P G & E CORP COM 69331C108 1,425 34,834 SH   DFND 1 32,979 0 1,855
P G & E CORP COM 69331C108 51,167 1,250,404 SH   DFND 2 6,923 0 1,243,481
PHH CORP COM 693320202 1,461 61,550 SH   DFND 1 22,569 0 38,981
PHH CORP COM 693320202 3,248 136,817 SH   DFND 2 41,600 0 95,217
PHH CORP CONV. NOTE 693320AN3 171 157,000 SH   DFND 1 0 0 157,000
PHH CORP CONV. NOTE 693320AN3 1,066 981,000 SH   DFND 2 0 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 3,093 42,697 SH   DFND 1 42,173 0 524
PNC FINANCIAL SERVICES GROUP COM 693475105 28,408 392,099 SH   DFND 2 9,584 0 382,515
PNM RESOURCES INC COM 69349H107 3,055 135,000 SH   DFND 1 42,100 0 92,900
PNM RESOURCES INC COM 69349H107 6,542 289,100 SH   DFND 2 101,700 0 187,400
PPG INDUSTRIES INC COM 693506107 5,164 30,911 SH   DFND 1 24,277 0 6,634
PPG INDUSTRIES INC COM 693506107 14,038 84,028 SH   DFND 2 2,189 0 81,839
PPL CORPORATION COM 69351T106 1,017 33,471 SH   DFND 1 33,471 0 0
PPL CORPORATION COM 69351T106 20,394 671,297 SH   DFND 2 4,187 0 667,110
PPL CORPORATION CONVERTIBLE PREF 69351T114 9,177 171,095 SH   DFND 1 0 0 171,095
PPL CORPORATION CONVERTIBLE PREF 69351T114 80,032 1,490,623 SH   DFND 2 0 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 1,290 17,293 SH   DFND 1 14,789 0 2,504
PS BUSINESS PARKS INC/CA COM 69360J107 1,741 23,327 SH   DFND 2 336 0 22,991
PVH CORP COM 693656100 405 3,412 SH   DFND 1 3,412 0 0
PVH CORP COM 693656100 0 0 SH   DFND 2 0 0 0
PTC THERAPEUTICS INC COM 69366J200 0 0 SH   DFND 1 0 0 0
PTC THERAPEUTICS INC COM 69366J200 1,288 60,000 SH   DFND 2 0 0 60,000
PTC INC COM 69370C100 1,021 35,923 SH   DFND 1 32,131 0 3,792
PTC INC COM 69370C100 1,138 40,013 SH   DFND 2 0 0 40,013
PACCAR INC COM 693718108 752 13,519 SH   DFND 1 13,331 0 188
PACCAR INC COM 693718108 0 0 SH   DFND 2 0 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 2,257 167,930 SH   DFND 1 55,621 0 112,309
PACIFIC PREMIER BANCORP INC COM 69478X105 4,869 362,268 SH   DFND 2 122,468 0 239,800
PACKAGING CORP OF AMERICA COM 695156109 1,757 30,779 SH   DFND 1 22,579 0 8,200
PACKAGING CORP OF AMERICA COM 695156109 4,460 78,120 SH   DFND 2 2,186 0 75,934
PALL CORP COM 696429307 340 4,411 SH   DFND 1 4,301 0 110
PALL CORP COM 696429307 96 1,249 SH   DFND 2 0 0 1,249
PANERA BREAD COMPANY-CLASS A COM 69840W108 1,676 10,573 SH   DFND 1 9,074 0 1,499
PANERA BREAD COMPANY-CLASS A COM 69840W108 3,625 22,869 SH   DFND 2 0 0 22,869
PAPA JOHN'S INTL INC COM 698813102 1,406 20,122 SH   DFND 1 17,310 0 2,812
PAPA JOHN'S INTL INC COM 698813102 1,596 22,833 SH   DFND 2 715 0 22,118
PARK-OHIO HOLDINGS CORP COM 700666100 1,833 47,700 SH   DFND 1 14,900 0 32,800
PARK-OHIO HOLDINGS CORP COM 700666100 3,896 101,400 SH   DFND 2 36,200 0 65,200
PARKER HANNIFIN CORP COM 701094104 632 5,810 SH   DFND 1 5,663 0 147
PARKER HANNIFIN CORP COM 701094104 2,479 22,800 SH   DFND 2 0 0 22,800
PATTERSON COS INC COM 703395103 608 15,113 SH   DFND 1 15,030 0 83
PATTERSON COS INC COM 703395103 2,629 65,400 SH   DFND 2 0 0 65,400
PAYCHEX INC COM 704326107 3,315 81,561 SH   DFND 1 59,361 0 22,200
PAYCHEX INC COM 704326107 4,273 105,135 SH   DFND 2 0 0 105,135
PEABODY ENERGY CORP COM 704549104 412 23,894 SH   DFND 1 23,628 0 266
PEABODY ENERGY CORP COM 704549104 1,822 105,651 SH   DFND 2 5,833 0 99,818
PENN NATIONAL GAMING INC COM 707569109 2,888 52,162 SH   DFND 1 51,133 0 1,029
PENN NATIONAL GAMING INC COM 707569109 11,032 199,273 SH   DFND 2 0 0 199,273
PENN VIRGINIA CORP COM 707882106 0 0 SH   DFND 1 0 0 0
PENN VIRGINIA CORP COM 707882106 2,724 409,635 SH   DFND 2 105 0 409,530
J.C. PENNEY CO INC COM 708160106 792 89,750 SH   DFND 1 89,600 0 150
J.C. PENNEY CO INC COM 708160106 1,893 214,650 SH   DFND 2 0 0 214,650
PEOPLES BANCORP INC COM 709789101 152 7,269 SH   DFND 1 5,833 0 1,436
PEOPLES BANCORP INC COM 709789101 479 22,926 SH   DFND 2 1,315 0 21,611
PEOPLE'S UNITED FINANCIAL COM 712704105 4,419 307,306 SH   DFND 1 213,040 0 94,266
PEOPLE'S UNITED FINANCIAL COM 712704105 6,439 447,793 SH   DFND 2 0 0 447,793
PEP BOYS-MANNY MOE & JACK COM 713278109 1,308 104,900 SH   DFND 1 32,100 0 72,800
PEP BOYS-MANNY MOE & JACK COM 713278109 2,753 220,800 SH   DFND 2 77,700 0 143,100
PEPCO HOLDINGS INC COM 713291102 373 20,186 SH   DFND 1 19,950 0 236
PEPCO HOLDINGS INC COM 713291102 1,063 57,606 SH   DFND 2 181 0 57,425
PEPSICO INC COM 713448108 10,045 126,347 SH   DFND 1 112,004 0 14,343
PEPSICO INC COM 713448108 46,071 579,508 SH   DFND 2 0 0 579,508
PERFICIENT INC COM 71375U101 2,359 128,459 SH   DFND 1 44,594 0 83,865
PERFICIENT INC COM 71375U101 5,165 281,296 SH   DFND 2 91,331 0 189,965
PERFORMANT FINANCIAL CORP COM 71377E105 2,029 185,807 SH   DFND 1 57,517 0 128,290
PERFORMANT FINANCIAL CORP COM 71377E105 4,282 392,083 SH   DFND 2 139,972 0 252,111
PERICOM SEMICONDUCTOR CORP COM 713831105 1,069 137,000 SH   DFND 1 43,200 0 93,800
PERICOM SEMICONDUCTOR CORP COM 713831105 2,249 288,300 SH   DFND 2 100,000 0 188,300
PERKINELMER INC COM 714046109 1,067 28,256 SH   DFND 1 28,197 0 59
PERKINELMER INC COM 714046109 18,864 499,717 SH   DFND 2 0 0 499,717
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 0 0 SH   DFND 1 0 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 354 129,762 SH   DFND 2 0 0 129,762
PERRIGO CO COM 714290103 1,201 9,735 SH   DFND 1 7,704 0 2,031
PERRIGO CO COM 714290103 1,091 8,846 SH   DFND 2 0 0 8,846
PETROLEO BRASILEIRO-SPON ADR COM - ADR 71654V101 119 7,098 SH   DFND 1 7,098 0 0
PETROLEO BRASILEIRO-SPON ADR COM - ADR 71654V101 787 47,019 SH   DFND 2 1,012 0 46,007
PETSMART INC COM 716768106 1,860 24,393 SH   DFND 1 19,936 0 4,457
PETSMART INC COM 716768106 5,428 71,178 SH   DFND 2 2,787 0 68,391
PFIZER INC COM 717081103 27,240 948,790 SH   DFND 1 845,420 0 103,370
PFIZER INC COM 717081103 314,735 10,962,569 SH   DFND 2 299,896 0 10,662,673
PHILIP MORRIS INTERNATIONAL COM 718172109 26,888 310,523 SH   DFND 1 296,574 0 13,949
PHILIP MORRIS INTERNATIONAL COM 718172109 298,708 3,449,681 SH   DFND 2 59,772 0 3,389,909
PHILLIPS 66 COM 718546104 5,270 91,151 SH   DFND 1 76,627 0 14,524
PHILLIPS 66 COM 718546104 15,318 264,930 SH   DFND 2 9,862 0 255,068
PHOTOMEDEX INC COM 719358301 1,771 111,400 SH   DFND 1 34,200 0 77,200
PHOTOMEDEX INC COM 719358301 3,741 235,300 SH   DFND 2 82,800 0 152,500
PHOTRONICS INC COM 719405102 2,398 306,304 SH   DFND 1 154,237 0 152,067
PHOTRONICS INC COM 719405102 4,274 545,828 SH   DFND 2 148,931 0 396,897
PHOTRONICS INC CONV. NOTE 719405AH5 1,098 987,000 SH   DFND 1 0 0 987,000
PHOTRONICS INC CONV. NOTE 719405AH5 3,619 3,253,000 SH   DFND 2 0 0 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 1,139 65,600 SH   DFND 1 20,100 0 45,500
PIEDMONT OFFICE REALTY TRU-A COM 720190206 2,394 137,900 SH   DFND 2 48,500 0 89,400
PIER 1 IMPORTS INC COM 720279108 442 22,625 SH   DFND 1 19,373 0 3,252
PIER 1 IMPORTS INC COM 720279108 487 24,967 SH   DFND 2 641 0 24,326
PINNACLE WEST CAPITAL COM 723484101 1,752 32,010 SH   DFND 1 23,094 0 8,916
PINNACLE WEST CAPITAL COM 723484101 3,122 57,028 SH   DFND 2 92 0 56,936
PINNACLE FOODS INC COM 72348P104 892 33,685 SH   DFND 1 30,144 0 3,541
PINNACLE FOODS INC COM 72348P104 4,801 181,391 SH   DFND 2 12,776 0 168,615
PIONEER ENERGY SERVICES CORP COM 723664108 1,153 153,557 SH   DFND 1 46,367 0 107,190
PIONEER ENERGY SERVICES CORP COM 723664108 2,394 318,769 SH   DFND 2 112,148 0 206,621
PIONEER NATURAL RESOURCES CO COM 723787107 1,007 5,332 SH   DFND 1 5,200 0 132
PIONEER NATURAL RESOURCES CO COM 723787107 0 0 SH   DFND 2 0 0 0
PITNEY BOWES INC COM 724479100 2,467 135,627 SH   DFND 1 66,596 0 69,031
PITNEY BOWES INC COM 724479100 18,056 992,644 SH   DFND 2 73,500 0 919,144
PLANTRONICS INC COM 727493108 511 11,094 SH   DFND 1 9,759 0 1,335
PLANTRONICS INC COM 727493108 511 11,087 SH   DFND 2 563 0 10,524
PLUM CREEK TIMBER CO COM 729251108 289 6,161 SH   DFND 1 6,001 0 160
PLUM CREEK TIMBER CO COM 729251108 398 8,509 SH   DFND 2 0 0 8,509
POLARIS INDUSTRIES INC COM 731068102 2,095 16,215 SH   DFND 1 15,966 0 249
POLARIS INDUSTRIES INC COM 731068102 4,783 37,025 SH   DFND 2 0 0 37,025
POLYCOM INC COM 73172K104 3,026 277,107 SH   DFND 1 193,333 0 83,774
POLYCOM INC COM 73172K104 85,871 7,863,648 SH   DFND 2 88,100 0 7,775,548
POLYPORE INTERNATIONAL INC COM 73179V103 417 10,169 SH   DFND 1 8,755 0 1,414
POLYPORE INTERNATIONAL INC COM 73179V103 469 11,454 SH   DFND 2 359 0 11,095
POOL CORP COM 73278L105 701 12,492 SH   DFND 1 10,748 0 1,744
POOL CORP COM 73278L105 795 14,158 SH   DFND 2 444 0 13,714
POPULAR INC COM 733174700 3,656 139,399 SH   DFND 1 85,638 0 53,761
POPULAR INC COM 733174700 20,334 775,225 SH   DFND 2 99,190 0 676,035
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 3,030 50,546 SH   DFND 1 47,189 0 3,357
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 6,220 103,776 SH   DFND 2 921 0 102,855
PORTLAND GENERAL ELECTRIC CO COM 736508847 2,206 78,143 SH   DFND 1 33,243 0 44,900
PORTLAND GENERAL ELECTRIC CO COM 736508847 5,855 207,400 SH   DFND 2 48,300 0 159,100
PORTOLA PHARMACEUTICALS INC COM 737010108 0 0 SH   DFND 1 0 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,350 200,000 SH   DFND 2 0 0 200,000
POST PROPERTIES INC COM 737464107 1,150 25,555 SH   DFND 1 18,583 0 6,972
POST PROPERTIES INC COM 737464107 162 3,590 SH   DFND 2 0 0 3,590
POTASH CORP OF SASKATCHEWAN ORD 73755L107 101 3,227 SH   DFND 1 1,294 0 1,933
POTASH CORP OF SASKATCHEWAN ORD 73755L107 296 9,462 SH   DFND 2 0 0 9,462
PRAXAIR INC COM 74005P104 1,370 11,393 SH   DFND 1 11,101 0 292
PRAXAIR INC COM 74005P104 0 0 SH   DFND 2 0 0 0
PRECISION CASTPARTS CORP COM 740189105 2,823 12,424 SH   DFND 1 12,279 0 145
PRECISION CASTPARTS CORP COM 740189105 40,659 178,925 SH   DFND 2 0 0 178,925
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1,525 50,632 SH   DFND 1 43,443 0 7,189
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 5,111 169,692 SH   DFND 2 1,415 0 168,277
T ROWE PRICE GROUP INC COM 74144T108 4,314 59,971 SH   DFND 1 43,971 0 16,000
T ROWE PRICE GROUP INC COM 74144T108 5,485 76,249 SH   DFND 2 0 0 76,249
PRICELINE.COM INC COM 741503403 15,784 15,613 SH   DFND 1 14,089 0 1,524
PRICELINE.COM INC COM 741503403 245,727 243,065 SH   DFND 2 926 0 242,139
PRICELINE.COM INC CONV. NOTE 741503AQ9 4,451 3,464,000 SH   DFND 1 0 0 3,464,000
PRICELINE.COM INC CONV. NOTE 741503AQ9 15,421 12,001,000 SH   DFND 2 0 0 0
PRIMORIS SERVICES CORP COM 74164F103 1,854 72,800 SH   DFND 1 72,800 0 0
PRIMORIS SERVICES CORP COM 74164F103 3,685 144,665 SH   DFND 2 0 0 144,665
PRINCIPAL FINANCIAL GROUP COM 74251V102 462 10,782 SH   DFND 1 10,501 0 281
PRINCIPAL FINANCIAL GROUP COM 74251V102 0 0 SH   DFND 2 0 0 0
PROCERA NETWORKS INC COM 74269U203 748 48,261 SH   DFND 1 41,263 0 6,998
PROCERA NETWORKS INC COM 74269U203 844 54,519 SH   DFND 2 1,227 0 53,292
PROCTER & GAMBLE CO/THE COM 742718109 14,511 191,967 SH   DFND 1 180,146 0 11,821
PROCTER & GAMBLE CO/THE COM 742718109 85,040 1,125,023 SH   DFND 2 24,222 0 1,100,801
PROGRESSIVE CORP COM 743315103 575 21,101 SH   DFND 1 21,101 0 0
PROGRESSIVE CORP COM 743315103 0 0 SH   DFND 2 0 0 0
PROLOGIS INC COM 74340W103 3,040 80,818 SH   DFND 1 63,500 0 17,318
PROLOGIS INC COM 74340W103 1,044 27,743 SH   DFND 2 0 0 27,743
PROTECTIVE LIFE CORP COM 743674103 902 21,194 SH   DFND 1 20,102 0 1,092
PROTECTIVE LIFE CORP COM 743674103 5,313 124,867 SH   DFND 2 3,687 0 121,180
PROVIDENCE SERVICE CORP COM 743815102 2,360 82,249 SH   DFND 1 50,081 0 32,168
PROVIDENCE SERVICE CORP COM 743815102 4,088 142,506 SH   DFND 2 29,586 0 112,920
PROVIDENT NEW YORK BANCORP COM 744028101 2,247 206,300 SH   DFND 1 63,800 0 142,500
PROVIDENT NEW YORK BANCORP COM 744028101 4,708 432,332 SH   DFND 2 152,232 0 280,100
PRUDENTIAL FINANCIAL INC COM 744320102 1,365 17,501 SH   DFND 1 17,501 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 47,375 607,528 SH   DFND 2 0 0 607,528
PUBLIC SERVICE ENTERPRISE GP COM 744573106 642 19,500 SH   DFND 1 19,000 0 500
PUBLIC SERVICE ENTERPRISE GP COM 744573106 0 0 SH   DFND 2 0 0 0
PUBLIC STORAGE COM 74460D109 6,949 43,284 SH   DFND 1 33,746 0 9,538
PUBLIC STORAGE COM 74460D109 12,854 80,060 SH   DFND 2 2,158 0 77,902
PULTEGROUP INC COM 745867101 5,706 345,810 SH   DFND 1 345,470 0 340
PULTEGROUP INC COM 745867101 125,020 7,576,941 SH   DFND 2 126,309 0 7,450,632
PUMA BIOTECHNOLOGY INC COM 74587V107 0 0 SH   DFND 1 0 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 4,904 91,388 SH   DFND 2 0 0 91,388
QLIK TECHNOLOGIES INC COM 74733T105 1,404 41,011 SH   DFND 1 38,198 0 2,813
QLIK TECHNOLOGIES INC COM 74733T105 15,833 462,409 SH   DFND 2 0 0 462,409
QEP RESOURCES INC COM 74733V100 943 34,045 SH   DFND 1 32,699 0 1,346
QEP RESOURCES INC COM 74733V100 60,780 2,195,023 SH   DFND 2 0 0 2,195,023
QUALCOMM INC COM 747525103 9,126 135,475 SH   DFND 1 133,745 0 1,730
QUALCOMM INC COM 747525103 184,516 2,739,252 SH   DFND 2 0 0 2,739,252
QUALITY DISTRIBUTION INC COM 74756M102 2,252 243,756 SH   DFND 1 83,730 0 160,026
QUALITY DISTRIBUTION INC COM 74756M102 4,924 532,907 SH   DFND 2 170,624 0 362,283
QUANTA SERVICES INC COM 74762E102 223 8,108 SH   DFND 1 7,900 0 208
QUANTA SERVICES INC COM 74762E102 0 0 SH   DFND 2 0 0 0
QUANTUM CORP COM 747906204 223 161,388 SH   DFND 1 142,767 0 18,621
QUANTUM CORP COM 747906204 406 294,177 SH   DFND 2 19,336 0 274,841
QUEST DIAGNOSTICS INC COM 74834L100 2,236 36,192 SH   DFND 1 26,536 0 9,656
QUEST DIAGNOSTICS INC COM 74834L100 13,637 220,703 SH   DFND 2 0 0 220,703
QUESTCOR PHARMACEUTICALS COM 74835Y101 3,056 52,682 SH   DFND 1 32,001 0 20,681
QUESTCOR PHARMACEUTICALS COM 74835Y101 7,268 125,303 SH   DFND 2 20,472 0 104,831
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 0 0 SH   DFND 1 0 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 742 16,533 SH   DFND 2 0 0 16,533
RAIT FINANCIAL TRUST COM 749227609 1,703 240,500 SH   DFND 1 75,000 0 165,500
RAIT FINANCIAL TRUST COM 749227609 3,649 515,400 SH   DFND 2 181,400 0 334,000
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 59 50,000 SH   DFND 1 0 0 50,000
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 482 408,000 SH   DFND 2 0 0 0
RPM INTERNATIONAL INC COM 749685103 1,662 45,924 SH   DFND 1 14,008 0 31,916
RPM INTERNATIONAL INC COM 749685103 3,522 97,287 SH   DFND 2 34,748 0 62,539
RF MICRO DEVICES INC COM 749941100 3,792 672,419 SH   DFND 1 327,420 0 344,999
RF MICRO DEVICES INC COM 749941100 7,029 1,246,235 SH   DFND 2 337,854 0 908,381
RADIAN GROUP INC COM 750236101 5,725 411,000 SH   DFND 1 407,019 0 3,981
RADIAN GROUP INC COM 750236101 61,001 4,379,080 SH   DFND 2 105,300 0 4,273,780
RADIAN GROUP INC. CONV. NOTE 750236AK7 1,412 995,000 SH   DFND 1 0 0 995,000
RADIAN GROUP INC. CONV. NOTE 750236AK7 5,044 3,555,000 SH   DFND 2 0 0 0
RALPH LAUREN CORP COM 751212101 399 2,420 SH   DFND 1 2,401 0 19
RALPH LAUREN CORP COM 751212101 0 0 SH   DFND 2 0 0 0
RANGE RESOURCES CORP COM 75281A109 463 6,100 SH   DFND 1 6,100 0 0
RANGE RESOURCES CORP COM 75281A109 0 0 SH   DFND 2 0 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 36 857 SH   DFND 1 800 0 57
RAYMOND JAMES FINANCIAL INC COM 754730109 1,727 41,439 SH   DFND 2 0 0 41,439
RAYONIER INC COM 754907103 804 14,448 SH   DFND 1 9,907 0 4,541
RAYONIER INC COM 754907103 1,234 22,173 SH   DFND 2 0 0 22,173
RAYTHEON COMPANY COM 755111507 8,893 115,386 SH   DFND 1 104,726 0 10,660
RAYTHEON COMPANY COM 755111507 189,567 2,459,678 SH   DFND 2 67,804 0 2,391,874
REACHLOCAL INC COM 75525F104 408 34,260 SH   DFND 1 29,478 0 4,782
REACHLOCAL INC COM 75525F104 448 37,629 SH   DFND 2 0 0 37,629
REALTY INCOME CORP COM 756109104 564 14,180 SH   DFND 1 10,249 0 3,931
REALTY INCOME CORP COM 756109104 79 1,978 SH   DFND 2 0 0 1,978
RECEPTOS INC COM 756207106 304 11,699 SH   DFND 1 10,066 0 1,633
RECEPTOS INC COM 756207106 6,826 262,839 SH   DFND 2 0 0 262,839
RED HAT INC COM 756577102 2,291 49,664 SH   DFND 1 49,332 0 332
RED HAT INC COM 756577102 34,589 749,648 SH   DFND 2 0 0 749,648
RED ROBIN GOURMET BURGERS COM 75689M101 0 0 SH   DFND 1 0 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,524 77,691 SH   DFND 2 0 0 77,691
REDWOOD TRUST INC COM 758075402 1,029 52,250 SH   DFND 1 52,250 0 0
REDWOOD TRUST INC COM 758075402 1,862 94,580 SH   DFND 2 0 0 94,580
REGAL ENTERTAINMENT GROUP-A COM 758766109 0 0 SH   DFND 1 0 0 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 4,997 263,290 SH   DFND 2 0 0 263,290
REGENCY CENTERS CORP COM 758849103 1,511 31,247 SH   DFND 1 22,693 0 8,554
REGENCY CENTERS CORP COM 758849103 212 4,382 SH   DFND 2 0 0 4,382
REGENERON PHARMACEUTICALS COM 75886F107 931 2,977 SH   DFND 1 2,900 0 77
REGENERON PHARMACEUTICALS COM 75886F107 512 1,637 SH   DFND 2 0 0 1,637
REGIONS FINANCIAL CORP COM 7591EP100 5,822 628,675 SH   DFND 1 625,142 0 3,533
REGIONS FINANCIAL CORP COM 7591EP100 60,144 6,494,989 SH   DFND 2 231,200 0 6,263,789
REINSURANCE GROUP OF AMERICA COM 759351604 2,263 33,777 SH   DFND 1 10,401 0 23,376
REINSURANCE GROUP OF AMERICA COM 759351604 4,738 70,726 SH   DFND 2 25,234 0 45,492
RELIANCE STEEL & ALUMINUM COM 759509102 1,357 18,524 SH   DFND 1 18,524 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 3,825 52,211 SH   DFND 2 120 0 52,091
REPLIGEN CORP COM 759916109 509 45,882 SH   DFND 1 39,482 0 6,400
REPLIGEN CORP COM 759916109 559 50,443 SH   DFND 2 0 0 50,443
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 1,152 96,800 SH   DFND 1 96,800 0 0
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 2,431 204,315 SH   DFND 2 0 0 204,315
REPUBLIC BANCORP INC-CLASS A COM 760281204 133 4,830 SH   DFND 1 3,865 0 965
REPUBLIC BANCORP INC-CLASS A COM 760281204 390 14,173 SH   DFND 2 0 0 14,173
REPUBLIC SERVICES INC COM 760759100 353 10,593 SH   DFND 1 10,315 0 278
REPUBLIC SERVICES INC COM 760759100 0 0 SH   DFND 2 0 0 0
REXNORD CORP COM 76169B102 1,611 77,447 SH   DFND 1 23,981 0 53,466
REXNORD CORP COM 76169B102 3,429 164,853 SH   DFND 2 58,568 0 106,285
REYNOLDS AMERICAN INC COM 761713106 2,934 60,143 SH   DFND 1 44,926 0 15,217
REYNOLDS AMERICAN INC COM 761713106 3,539 72,540 SH   DFND 2 0 0 72,540
RIO TINTO PLC-SPON ADR COM - ADR 767204100 0 0 SH   DFND 1 0 0 0
RIO TINTO PLC-SPON ADR COM - ADR 767204100 868 17,800 SH   DFND 2 0 0 17,800
RITE AID CORP CONV. NOTE 767754BU7 108 55,000 SH   DFND 1 0 0 55,000
RITE AID CORP CONV. NOTE 767754BU7 965 491,000 SH   DFND 2 0 0 0
RIVERBED TECHNOLOGY INC COM 768573107 534 36,567 SH   DFND 1 36,567 0 0
RIVERBED TECHNOLOGY INC COM 768573107 3,486 238,908 SH   DFND 2 5,593 0 233,315
ROADRUNNER TRANSPORTATION SY COM 76973Q105 1,556 55,100 SH   DFND 1 17,000 0 38,100
ROADRUNNER TRANSPORTATION SY COM 76973Q105 3,298 116,800 SH   DFND 2 41,100 0 75,700
ROBERT HALF INTL INC COM 770323103 584 14,966 SH   DFND 1 14,966 0 0
ROBERT HALF INTL INC COM 770323103 2,775 71,110 SH   DFND 2 3,940 0 67,170
ROCK TENN COMPANY -CL A COM 772739207 1,279 12,633 SH   DFND 1 3,900 0 8,733
ROCK TENN COMPANY -CL A COM 772739207 8,139 80,368 SH   DFND 2 9,600 0 70,768
ROCKWELL AUTOMATION INC COM 773903109 1,407 13,158 SH   DFND 1 13,020 0 138
ROCKWELL AUTOMATION INC COM 773903109 6,266 58,591 SH   DFND 2 3,329 0 55,262
ROCKVILLE FINANCIAL INC COM 774188106 1,580 121,500 SH   DFND 1 37,200 0 84,300
ROCKVILLE FINANCIAL INC COM 774188106 3,319 255,300 SH   DFND 2 89,800 0 165,500
ROCKWELL COLLINS INC COM 774341101 1,223 18,016 SH   DFND 1 13,884 0 4,132
ROCKWELL COLLINS INC COM 774341101 1,271 18,734 SH   DFND 2 0 0 18,734
ROPER INDUSTRIES INC COM 776696106 1,903 14,321 SH   DFND 1 10,978 0 3,343
ROPER INDUSTRIES INC COM 776696106 2,103 15,830 SH   DFND 2 103 0 15,727
ROSETTA RESOURCES INC COM 777779307 895 16,425 SH   DFND 1 14,584 0 1,841
ROSETTA RESOURCES INC COM 777779307 977 17,948 SH   DFND 2 353 0 17,595
ROSS STORES INC COM 778296103 2,388 32,808 SH   DFND 1 25,279 0 7,529
ROSS STORES INC COM 778296103 2,560 35,167 SH   DFND 2 0 0 35,167
ROUNDY'S INC COM 779268101 0 0 SH   DFND 1 0 0 0
ROUNDY'S INC COM 779268101 513 59,600 SH   DFND 2 0 0 59,600
ROVI CORP COM 779376102 197 10,279 SH   DFND 1 8,355 0 1,924
ROVI CORP COM 779376102 582 30,370 SH   DFND 2 1,878 0 28,492
ROYAL DUTCH SHELL PLC-ADR COM - ADR 780259206 8,324 126,741 SH   DFND 1 126,741 0 0
ROYAL DUTCH SHELL PLC-ADR COM - ADR 780259206 266,023 4,050,285 SH   DFND 2 151,203 0 3,899,082
RUCKUS WIRELESS INC COM 781220108 812 48,244 SH   DFND 1 41,525 0 6,719
RUCKUS WIRELESS INC COM 781220108 921 54,730 SH   DFND 2 1,706 0 53,024
RUSH ENTERPRISES INC-CL A COM 781846209 1,914 72,200 SH   DFND 1 22,700 0 49,500
RUSH ENTERPRISES INC-CL A COM 781846209 4,011 151,300 SH   DFND 2 54,000 0 97,300
RYDER SYSTEM INC COM 783549108 1,479 24,776 SH   DFND 1 9,048 0 15,728
RYDER SYSTEM INC COM 783549108 2,854 47,800 SH   DFND 2 16,800 0 31,000
RYLAND GROUP INC/THE COM 783764103 1,103 27,208 SH   DFND 1 23,024 0 4,184
RYLAND GROUP INC/THE COM 783764103 1,649 40,680 SH   DFND 2 1,054 0 39,626
RYLAND GROUP CONV. NOTE 783764AQ6 131 90,000 SH   DFND 1 0 0 90,000
RYLAND GROUP CONV. NOTE 783764AQ6 708 487,000 SH   DFND 2 0 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 978 28,345 SH   DFND 1 20,612 0 7,733
RYMAN HOSPITALITY PROPERTIES COM 78377T107 137 3,981 SH   DFND 2 0 0 3,981
SBA COMMUNICATIONS CORP-CL A COM 78388J106 841 10,455 SH   DFND 1 7,097 0 3,358
SBA COMMUNICATIONS CORP-CL A COM 78388J106 1,267 15,745 SH   DFND 2 0 0 15,745
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 1,848 695,000 SH   DFND 1 0 0 695,000
SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 5,744 2,160,000 SH   DFND 2 0 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,280 73,767 SH   DFND 1 73,700 0 67
SEI INVESTMENTS COMPANY COM 784117103 6,719 217,370 SH   DFND 2 0 0 217,370
SL GREEN REALTY CORP COM 78440X101 532 5,986 SH   DFND 1 4,324 0 1,662
SL GREEN REALTY CORP COM 78440X101 75 839 SH   DFND 2 0 0 839
SLM CORP COM 78442P106 429 17,244 SH   DFND 1 16,801 0 443
SLM CORP COM 78442P106 5,225 209,844 SH   DFND 2 0 0 209,844
SM ENERGY CO COM 78454L100 1,795 23,249 SH   DFND 1 7,181 0 16,068
SM ENERGY CO COM 78454L100 3,809 49,345 SH   DFND 2 17,444 0 31,901
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 14,952 88,947 SH   DFND 1 47,165 0 41,782
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 38,906 231,443 SH   DFND 2 15,882 0 215,561
SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 0 0 SH   DFND 1 0 0 0
SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 7,280 238,154 SH   DFND 2 0 0 238,154
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 3,139 82,382 SH   DFND 1 76,715 0 5,667
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 29,607 777,093 SH   DFND 2 131 0 776,962
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 606 2,676 SH   DFND 1 2,676 0 0
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 624 2,758 SH   DFND 2 1,624 0 1,134
S&W SEED CO COM 785135104 1,483 177,212 SH   DFND 1 165,422 0 11,790
S&W SEED CO COM 785135104 3,452 412,455 SH   DFND 2 2,733 0 409,722
SABRA HEALTH CARE REIT INC COM 78573L106 344 14,932 SH   DFND 1 10,889 0 4,043
SABRA HEALTH CARE REIT INC COM 78573L106 48 2,089 SH   DFND 2 0 0 2,089
SAFEGUARD SCIENTIFICS INC COM 786449207 782 49,860 SH   DFND 1 42,930 0 6,930
SAFEGUARD SCIENTIFICS INC COM 786449207 883 56,274 SH   DFND 2 1,671 0 54,603
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AJ7 2,061 1,893,000 SH   DFND 1 0 0 1,893,000
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AJ7 8,560 7,862,000 SH   DFND 2 0 0 0
SAFEWAY INC COM 786514208 285 8,900 SH   DFND 1 8,900 0 0
SAFEWAY INC COM 786514208 0 0 SH   DFND 2 0 0 0
SAIA INC COM 78709Y105 1,517 48,652 SH   DFND 1 15,043 0 33,609
SAIA INC COM 78709Y105 3,182 102,066 SH   DFND 2 35,909 0 66,157
ST JOE CO/THE COM 790148100 1,042 53,134 SH   DFND 1 45,018 0 8,116
ST JOE CO/THE COM 790148100 1,661 84,641 SH   DFND 2 2,337 0 82,304
ST JUDE MEDICAL INC COM 790849103 4,883 91,036 SH   DFND 1 90,756 0 280
ST JUDE MEDICAL INC COM 790849103 91,235 1,700,877 SH   DFND 2 78,351 0 1,622,526
SALESFORCE.COM INC COM 79466L302 1,129 21,743 SH   DFND 1 21,200 0 543
SALESFORCE.COM INC COM 79466L302 13 252 SH   DFND 2 252 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 908 13,577 SH   DFND 1 12,604 0 973
SALIX PHARMACEUTICALS LTD COM 795435106 2,878 43,034 SH   DFND 2 2,028 0 41,006
SANDISK CORP COM 99C981JP5 16,874 283,600 SH Call DFND 2 0 0 283,600
SANDISK CORP COM 80004C101 5,135 86,287 SH   DFND 1 86,047 0 240
SANDISK CORP COM 80004C101 76,502 1,285,533 SH   DFND 2 50,728 0 1,234,805
SANDISK CORP CONV. NOTE 80004CAD3 2,295 1,735,000 SH   DFND 1 0 0 1,735,000
SANDISK CORP CONV. NOTE 80004CAD3 6,491 4,908,000 SH   DFND 2 0 0 0
SANOFI-ADR COM - ADR 80105N105 1,731 34,187 SH   DFND 1 34,187 0 0
SANOFI-ADR COM - ADR 80105N105 68,431 1,351,585 SH   DFND 2 0 0 1,351,585
SANOFI CVR RIGHTS 80105N113 2,536 1,255,462 SH   DFND 2 0 0 0
SANTARUS INC COM 802817304 794 35,158 SH   DFND 1 30,835 0 4,323
SANTARUS INC COM 802817304 749 33,206 SH   DFND 2 0 0 33,206
SCANA CORP COM 80589M102 1,965 42,684 SH   DFND 1 30,684 0 12,000
SCANA CORP COM 80589M102 2,616 56,829 SH   DFND 2 0 0 56,829
HENRY SCHEIN INC COM 806407102 1,913 18,452 SH   DFND 1 12,612 0 5,840
HENRY SCHEIN INC COM 806407102 2,866 27,634 SH   DFND 2 0 0 27,634
SCHLUMBERGER LTD COM 806857108 11,707 132,496 SH   DFND 1 130,624 0 1,872
SCHLUMBERGER LTD COM 806857108 162,063 1,834,126 SH   DFND 2 16,587 0 1,817,539
SCHWAB (CHARLES) CORP COM 808513105 12,094 572,102 SH   DFND 1 565,437 0 6,665
SCHWAB (CHARLES) CORP COM 808513105 248,778 11,768,103 SH   DFND 2 189,500 0 11,578,603
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,416 23,400 SH   DFND 1 23,400 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,497 57,765 SH   DFND 2 0 0 57,765
SCIQUEST INC COM 80908T101 434 19,345 SH   DFND 1 16,569 0 2,776
SCIQUEST INC COM 80908T101 491 21,843 SH   DFND 2 644 0 21,199
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,331 17,035 SH   DFND 1 13,118 0 3,917
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,433 18,349 SH   DFND 2 0 0 18,349
SEALED AIR CORP COM 81211K100 5,910 217,373 SH   DFND 1 217,185 0 188
SEALED AIR CORP COM 81211K100 55,821 2,052,992 SH   DFND 2 56,444 0 1,996,548
SEARS HOMETOWN AND OUTLET ST COM 812362101 2,066 65,075 SH   DFND 1 62,666 0 2,409
SEARS HOMETOWN AND OUTLET ST COM 812362101 8,408 264,834 SH   DFND 2 489 0 264,345
SELECT COMFORT CORPORATION COM 81616X103 2,364 97,101 SH   DFND 1 49,034 0 48,067
SELECT COMFORT CORPORATION COM 81616X103 117,456 4,823,657 SH   DFND 2 48,018 0 4,775,639
SELECT INCOME REIT COM 81618T100 158 6,126 SH   DFND 1 4,901 0 1,225
SELECT INCOME REIT COM 81618T100 497 19,262 SH   DFND 2 1,277 0 17,985
SEMTECH CORP COM 816850101 508 16,925 SH   DFND 1 14,459 0 2,466
SEMTECH CORP COM 816850101 699 23,312 SH   DFND 2 494 0 22,818
SEMPRA ENERGY COM 816851109 772 9,014 SH   DFND 1 8,511 0 503
SEMPRA ENERGY COM 816851109 13,061 152,582 SH   DFND 2 0 0 152,582
SEQUENOM INC COM 817337405 404 151,351 SH   DFND 1 130,212 0 21,139
SEQUENOM INC COM 817337405 7,011 2,625,805 SH   DFND 2 5,373 0 2,620,432
SHERWIN-WILLIAMS CO/THE COM 824348106 6,811 37,388 SH   DFND 1 32,716 0 4,672
SHERWIN-WILLIAMS CO/THE COM 824348106 14,695 80,663 SH   DFND 2 1,595 0 79,068
SHIRE PLC-ADR COM - ADR 82481R106 0 0 SH   DFND 1 0 0 0
SHIRE PLC-ADR COM - ADR 82481R106 23,635 197,140 SH   DFND 2 0 0 197,140
SIEMENS AG-SPONS ADR COM - ADR 826197501 0 0 SH   DFND 1 0 0 0
SIEMENS AG-SPONS ADR COM - ADR 826197501 2,241 18,600 SH   DFND 2 0 0 18,600
SIGMA-ALDRICH COM 826552101 1,269 14,872 SH   DFND 1 11,454 0 3,418
SIGMA-ALDRICH COM 826552101 1,313 15,394 SH   DFND 2 0 0 15,394
SILGAN HOLDINGS INC COM 827048109 0 0 SH   DFND 1 0 0 0
SILGAN HOLDINGS INC COM 827048109 12,439 264,660 SH   DFND 2 0 0 264,660
SILICON IMAGE INC COM 82705T102 2,709 507,340 SH   DFND 1 256,035 0 251,305
SILICON IMAGE INC COM 82705T102 4,759 891,226 SH   DFND 2 250,627 0 640,599
SILICON GRAPHICS INTERNATION COM 82706L108 548 33,696 SH   DFND 1 28,012 0 5,684
SILICON GRAPHICS INTERNATION COM 82706L108 677 41,687 SH   DFND 2 0 0 41,687
SILVERCREST ASSET MANAGEME-A COM 828359109 1,394 102,294 SH   DFND 1 31,342 0 70,952
SILVERCREST ASSET MANAGEME-A COM 828359109 3,000 220,106 SH   DFND 2 75,677 0 144,429
SIMON PROPERTY GROUP INC COM 828806109 12,503 84,350 SH   DFND 1 65,848 0 18,502
SIMON PROPERTY GROUP INC COM 828806109 17,453 117,745 SH   DFND 2 3,947 0 113,798
SINCLAIR BROADCAST GROUP -A COM 829226109 1,589 47,413 SH   DFND 1 40,463 0 6,950
SINCLAIR BROADCAST GROUP -A COM 829226109 2,321 69,230 SH   DFND 2 1,242 0 67,988
SKECHERS USA INC-CL A COM 830566105 2,654 85,300 SH   DFND 1 26,400 0 58,900
SKECHERS USA INC-CL A COM 830566105 5,553 178,500 SH   DFND 2 62,800 0 115,700
SKYWEST INC COM 830879102 155 10,669 SH   DFND 1 8,554 0 2,115
SKYWEST INC COM 830879102 479 32,970 SH   DFND 2 2,121 0 30,849
SKYWORKS SOLUTIONS INC COM 83088M102 1,113 44,800 SH   DFND 1 44,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,317 93,276 SH   DFND 2 0 0 93,276
JM SMUCKER CO/THE COM 832696405 2,117 20,152 SH   DFND 1 16,452 0 3,700
JM SMUCKER CO/THE COM 832696405 5,591 53,231 SH   DFND 2 1,978 0 51,253
SNAP-ON INC COM 833034101 217 2,181 SH   DFND 1 2,150 0 31
SNAP-ON INC COM 833034101 3,742 37,610 SH   DFND 2 0 0 37,610
SOLAR CAPITAL LTD COM 83413U100 2,465 111,200 SH   DFND 1 34,700 0 76,500
SOLAR CAPITAL LTD COM 83413U100 5,281 238,200 SH   DFND 2 83,800 0 154,400
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 1,467 61,623 SH   DFND 1 51,552 0 10,071
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 2,533 106,442 SH   DFND 2 884 0 105,558
SOUTHERN CO/THE COM 842587107 1,355 32,900 SH   DFND 1 32,900 0 0
SOUTHERN CO/THE COM 842587107 255 6,181 SH   DFND 2 0 0 6,181
SOUTHWEST AIRLINES CO COM 844741108 2,339 160,663 SH   DFND 1 132,204 0 28,459
SOUTHWEST AIRLINES CO COM 844741108 12,615 866,430 SH   DFND 2 19,124 0 847,306
SOUTHWEST GAS CORP COM 844895102 2,687 53,733 SH   DFND 1 16,773 0 36,960
SOUTHWEST GAS CORP COM 844895102 5,754 115,078 SH   DFND 2 40,547 0 74,531
SOUTHWESTERN ENERGY CO COM 845467109 489 13,447 SH   DFND 1 13,100 0 347
SOUTHWESTERN ENERGY CO COM 845467109 24,957 686,000 SH   DFND 2 0 0 686,000
SOVRAN SELF STORAGE INC COM 84610H108 720 9,509 SH   DFND 1 8,185 0 1,324
SOVRAN SELF STORAGE INC COM 84610H108 812 10,733 SH   DFND 2 336 0 10,397
SPARTAN STORES INC COM 846822104 2,229 101,046 SH   DFND 1 34,842 0 66,204
SPARTAN STORES INC COM 846822104 4,884 221,399 SH   DFND 2 71,283 0 150,116
SPARTON CORP COM 847235108 1,036 40,619 SH   DFND 1 34,760 0 5,859
SPARTON CORP COM 847235108 1,162 45,580 SH   DFND 2 1,325 0 44,255
SPECTRA ENERGY CORP COM 847560109 2,774 81,044 SH   DFND 1 62,856 0 18,188
SPECTRA ENERGY CORP COM 847560109 2,905 84,860 SH   DFND 2 0 0 84,860
SPECTRUM PHARMACEUTICALS INC COM 84763A108 311 37,011 SH   DFND 1 31,385 0 5,626
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,346 279,654 SH   DFND 2 985 0 278,669
SPIRIT AIRLINES INC COM 848577102 1,703 49,689 SH   DFND 1 45,274 0 4,415
SPIRIT AIRLINES INC COM 848577102 5,336 155,705 SH   DFND 2 915 0 154,790
STAAR SURGICAL CO COM 852312305 1,594 117,733 SH   DFND 1 101,335 0 16,398
STAAR SURGICAL CO COM 852312305 63,439 4,685,286 SH   DFND 2 4,012 0 4,681,274
STAG INDUSTRIAL INC COM 85254J102 526 26,128 SH   DFND 1 19,049 0 7,079
STAG INDUSTRIAL INC COM 85254J102 75 3,715 SH   DFND 2 0 0 3,715
STANCORP FINANCIAL GROUP COM 852891100 3,632 66,016 SH   DFND 1 32,316 0 33,700
STANCORP FINANCIAL GROUP COM 852891100 7,549 137,203 SH   DFND 2 37,000 0 100,203
STANDARD MOTOR PRODS COM 853666105 357 11,112 SH   DFND 1 8,910 0 2,202
STANDARD MOTOR PRODS COM 853666105 1,120 34,820 SH   DFND 2 2,149 0 32,671
STANDARD PACIFIC CORP COM 85375C101 3,239 409,423 SH   DFND 1 409,423 0 0
STANDARD PACIFIC CORP COM 85375C101 4,111 519,677 SH   DFND 2 0 0 519,677
STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 1,358 1,101,000 SH   DFND 1 0 0 1,101,000
STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 5,193 4,209,000 SH   DFND 2 0 0 0
STANDEX INTERNATIONAL CORP COM 854231107 1,162 19,563 SH   DFND 1 16,768 0 2,795
STANDEX INTERNATIONAL CORP COM 854231107 1,316 22,150 SH   DFND 2 509 0 21,641
STANLEY BLACK & DECKER INC COM 854502101 2,487 27,461 SH   DFND 1 27,305 0 156
STANLEY BLACK & DECKER INC COM 854502101 35,494 391,900 SH   DFND 2 24,000 0 367,900
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502309 2,870 20,487 SH   DFND 1 0 0 20,487
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502309 10,048 71,717 SH   DFND 2 0 0 0
STAPLES INC COM 855030102 1,315 89,746 SH   DFND 1 89,084 0 662
STAPLES INC COM 855030102 5,355 365,521 SH   DFND 2 17,888 0 347,633
STARBUCKS CORP COM 855244109 11,657 151,455 SH   DFND 1 130,489 0 20,966
STARBUCKS CORP COM 855244109 97,625 1,268,351 SH   DFND 2 0 0 1,268,351
STARWOOD PROPERTY TRUST INC COM 85571B105 106 4,403 SH   DFND 1 3,547 0 856
STARWOOD PROPERTY TRUST INC COM 85571B105 340 14,174 SH   DFND 2 560 0 13,614
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 593 573,000 SH   DFND 1 0 0 573,000
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 2,397 2,316,000 SH   DFND 2 0 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 485 7,300 SH   DFND 1 7,300 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 0 0 SH   DFND 2 0 0 0
STATE BANK FINANCIAL CORP COM 856190103 1,595 100,500 SH   DFND 1 31,000 0 69,500
STATE BANK FINANCIAL CORP COM 856190103 3,383 213,200 SH   DFND 2 75,000 0 138,200
STATE STREET CORP COM 857477103 10,660 162,127 SH   DFND 1 161,364 0 763
STATE STREET CORP COM 857477103 201,101 3,058,570 SH   DFND 2 154,623 0 2,903,947
STEEL DYNAMICS INC COM 858119100 14 818 SH   DFND 1 360 0 458
STEEL DYNAMICS INC COM 858119100 2,063 123,482 SH   DFND 2 0 0 123,482
STERICYCLE INC COM 858912108 379 3,285 SH   DFND 1 3,200 0 85
STERICYCLE INC COM 858912108 0 0 SH   DFND 2 0 0 0
STERIS CORP COM 859152100 931 21,674 SH   DFND 1 18,637 0 3,037
STERIS CORP COM 859152100 1,017 23,662 SH   DFND 2 637 0 23,025
STEWART INFORMATION SERVICES COM 860372101 1,107 34,619 SH   DFND 1 29,436 0 5,183
STEWART INFORMATION SERVICES COM 860372101 1,634 51,093 SH   DFND 2 1,323 0 49,770
STOCK BUILDING SUPPLY HOLDIN COM 86101X104 1,548 117,823 SH   DFND 1 36,173 0 81,650
STOCK BUILDING SUPPLY HOLDIN COM 86101X104 7,328 557,677 SH   DFND 2 87,419 0 470,258
STONE ENERGY CORP COM 861642106 1,438 44,327 SH   DFND 1 18,437 0 25,890
STONE ENERGY CORP COM 861642106 24,115 743,603 SH   DFND 2 28,662 0 714,941
STONERIDGE INC COM 86183P102 1,820 168,391 SH   DFND 1 61,090 0 107,301
STONERIDGE INC COM 86183P102 4,022 372,107 SH   DFND 2 115,190 0 256,917
STRAIGHT PATH COMM- B COM 862578101 117 22,205 SH   DFND 1 21,370 0 835
STRAIGHT PATH COMM- B COM 862578101 0 0 SH   DFND 2 0 0 0
STRYKER CORP COM 863667101 783 11,582 SH   DFND 1 11,290 0 292
STRYKER CORP COM 863667101 12,984 192,100 SH   DFND 2 0 0 192,100
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,879 313,326 SH   DFND 1 106,994 0 206,332
SUMMIT HOTEL PROPERTIES INC COM 866082100 6,306 686,178 SH   DFND 2 223,755 0 462,423
SUN LIFE FINANCIAL INC ORD 866796105 0 0 SH   DFND 1 0 0 0
SUN LIFE FINANCIAL INC ORD 866796105 2,347 73,400 SH   DFND 2 0 0 73,400
SUNCOR ENERGY INC COM 867224107 1,752 48,961 SH   DFND 1 48,961 0 0
SUNCOR ENERGY INC COM 867224107 39,555 1,105,518 SH   DFND 2 0 0 1,105,518
SUNTRUST BANKS INC COM 867914103 658 20,300 SH   DFND 1 20,300 0 0
SUNTRUST BANKS INC COM 867914103 0 0 SH   DFND 2 0 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 517 20,653 SH   DFND 1 20,580 0 73
SUPERIOR ENERGY SERVICES INC COM 868157108 2,936 117,239 SH   DFND 2 304 0 116,935
SWIFT ENERGY CO COM 870738101 293 25,624 SH   DFND 1 21,560 0 4,064
SWIFT ENERGY CO COM 870738101 471 41,219 SH   DFND 2 475 0 40,744
SWIFT TRANSPORTATION CO COM 87074U101 1,712 84,795 SH   DFND 1 71,771 0 13,024
SWIFT TRANSPORTATION CO COM 87074U101 2,357 116,761 SH   DFND 2 2,217 0 114,544
SYMANTEC CORP COM 871503108 3,706 149,732 SH   DFND 1 149,046 0 686
SYMANTEC CORP COM 871503108 45,282 1,829,562 SH   DFND 2 105,299 0 1,724,263
SYMETRA FINANCIAL CORP COM 87151Q106 220 12,332 SH   DFND 1 9,877 0 2,455
SYMETRA FINANCIAL CORP COM 87151Q106 726 40,717 SH   DFND 2 1,663 0 39,054
SYMMETRY MEDICAL INC COM 871546206 1,301 159,400 SH   DFND 1 49,700 0 109,700
SYMMETRY MEDICAL INC COM 871546206 2,768 339,200 SH   DFND 2 121,100 0 218,100
SYNAPTICS INC COM 87157D109 865 19,528 SH   DFND 1 16,658 0 2,870
SYNAPTICS INC COM 87157D109 1,198 27,062 SH   DFND 2 587 0 26,475
SYNOPSYS INC COM 871607107 1,432 37,982 SH   DFND 1 37,912 0 70
SYNOPSYS INC COM 871607107 3,313 87,867 SH   DFND 2 149 0 87,718
SYNOVUS FINANCIAL CORP COM 87161C105 1,197 362,800 SH   DFND 1 114,400 0 248,400
SYNOVUS FINANCIAL CORP COM 87161C105 2,484 752,800 SH   DFND 2 264,800 0 488,000
SYNUTRA INTERNATIONAL INC ORD 87164C102 0 0 SH   DFND 1 0 0 0
SYNUTRA INTERNATIONAL INC ORD 87164C102 2,057 388,100 SH   DFND 2 0 0 388,100
SYSCO CORP COM 871829107 722 22,683 SH   DFND 1 22,100 0 583
SYSCO CORP COM 871829107 0 0 SH   DFND 2 0 0 0
TECO ENERGY INC COM 872375100 333 20,108 SH   DFND 1 20,000 0 108
TECO ENERGY INC COM 872375100 1,183 71,545 SH   DFND 2 0 0 71,545
TJX COMPANIES INC COM 872540109 6,269 111,171 SH   DFND 1 109,191 0 1,980
TJX COMPANIES INC COM 872540109 60,221 1,067,935 SH   DFND 2 13,777 0 1,054,158
T-MOBILE US INC COM 872590104 2 66 SH   DFND 1 0 0 66
T-MOBILE US INC COM 872590104 844 32,500 SH   DFND 2 0 0 32,500
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 1,404 575,000 SH   DFND 1 0 0 575,000
TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 4,826 1,977,000 SH   DFND 2 0 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 5,489 76,967 SH   DFND 1 76,683 0 284
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 132,608 1,859,597 SH   DFND 2 56,588 0 1,803,009
TTM TECHNOLOGIES COM 87305R109 1,704 174,790 SH   DFND 1 54,890 0 119,900
TTM TECHNOLOGIES COM 87305R109 3,565 365,600 SH   DFND 2 128,600 0 237,000
TTM TECHNOLOGIES CONV. NOTE 87305RAC3 59 58,000 SH   DFND 1 0 0 58,000
TTM TECHNOLOGIES CONV. NOTE 87305RAC3 576 563,000 SH   DFND 2 0 0 0
TW TELECOM INC COM 87311L104 377 12,621 SH   DFND 1 11,402 0 1,219
TW TELECOM INC COM 87311L104 2,656 88,949 SH   DFND 2 4,918 0 84,031
TALISMAN ENERGY INC ORD 87425E103 0 0 SH   DFND 1 0 0 0
TALISMAN ENERGY INC ORD 87425E103 2,958 257,180 SH   DFND 2 0 0 257,180
TANGER FACTORY OUTLET CENTER COM 875465106 560 17,149 SH   DFND 1 13,149 0 4,000
TANGER FACTORY OUTLET CENTER COM 875465106 1,784 54,646 SH   DFND 2 1,972 0 52,674
TARGET CORP COM 87612E106 5,111 79,882 SH   DFND 1 61,575 0 18,307
TARGET CORP COM 87612E106 50,368 787,248 SH   DFND 2 0 0 787,248
TATA MOTORS LTD-SPON ADR COM - ADR 876568502 813 30,525 SH   DFND 1 29,800 0 725
TATA MOTORS LTD-SPON ADR COM - ADR 876568502 0 0 SH   DFND 2 0 0 0
TAUBMAN CENTERS INC COM 876664103 1,486 22,083 SH   DFND 1 16,146 0 5,937
TAUBMAN CENTERS INC COM 876664103 207 3,070 SH   DFND 2 0 0 3,070
TAYLOR MORRISON HOME CORP-A COM 87724P106 3,149 139,014 SH   DFND 1 139,014 0 0
TAYLOR MORRISON HOME CORP-A COM 87724P106 14,411 636,248 SH   DFND 2 37,284 0 598,964
TEARLAB CORP COM 878193101 312 28,228 SH   DFND 1 24,281 0 3,947
TEARLAB CORP COM 878193101 353 31,934 SH   DFND 2 986 0 30,948
TECH DATA CORP COM 878237106 761 15,250 SH   DFND 1 13,077 0 2,173
TECH DATA CORP COM 878237106 1,014 20,324 SH   DFND 2 448 0 19,876
TECK RESOURCES LTD-CLS B ORD 878742204 0 0 SH   DFND 1 0 0 0
TECK RESOURCES LTD-CLS B ORD 878742204 2,329 86,783 SH   DFND 2 0 0 86,783
TELEFLEX INC CONV. NOTE 879369AA4 1,747 1,241,000 SH   DFND 1 0 0 1,241,000
TELEFLEX INC CONV. NOTE 879369AA4 6,507 4,621,000 SH   DFND 2 0 0 0
TENET HEALTHCARE CORP COM 88033G407 164 3,987 SH   DFND 1 3,932 0 55
TENET HEALTHCARE CORP COM 88033G407 2,064 50,100 SH   DFND 2 0 0 50,100
TENNECO INC COM 880349105 875 17,326 SH   DFND 1 15,187 0 2,139
TENNECO INC COM 880349105 984 19,486 SH   DFND 2 0 0 19,486
TERADATA CORP COM 88076W103 364 6,563 SH   DFND 1 6,401 0 162
TERADATA CORP COM 88076W103 0 0 SH   DFND 2 0 0 0
TERADYNE INC COM 880770102 1,146 69,396 SH   DFND 1 69,295 0 101
TERADYNE INC COM 880770102 3,756 227,339 SH   DFND 2 6,206 0 221,133
TEREX CORP COM 880779103 2,060 61,313 SH   DFND 1 57,313 0 4,000
TEREX CORP COM 880779103 4,396 130,847 SH   DFND 2 6,880 0 123,967
TEREX CORP CONV. NOTE 880779AV5 32 15,000 SH   DFND 1 0 0 15,000
TEREX CORP CONV. NOTE 880779AV5 1,040 485,000 SH   DFND 2 0 0 0
TESARO INC COM 881569107 0 0 SH   DFND 1 0 0 0
TESARO INC COM 881569107 6,586 170,000 SH   DFND 2 0 0 170,000
TESORO CORP COM 881609101 1,870 42,528 SH   DFND 1 42,528 0 0
TESORO CORP COM 881609101 5,809 132,092 SH   DFND 2 3,190 0 128,902
TESLA MOTORS INC COM 88160R101 3,974 20,544 SH   DFND 1 20,442 0 102
TESLA MOTORS INC COM 88160R101 36,003 186,138 SH   DFND 2 0 0 186,138
TEVA PHARMACEUTICAL-SP ADR COM - ADR 881624209 291 7,700 SH   DFND 1 7,700 0 0
TEVA PHARMACEUTICAL-SP ADR COM - ADR 881624209 95,909 2,538,609 SH   DFND 2 0 0 2,538,609
TETRA TECH INC COM 88162G103 1,069 41,300 SH   DFND 1 41,300 0 0
TETRA TECH INC COM 88162G103 2,261 87,340 SH   DFND 2 0 0 87,340
TEXAS INSTRUMENTS INC COM 882508104 8,806 218,669 SH   DFND 1 182,973 0 35,696
TEXAS INSTRUMENTS INC COM 882508104 56,494 1,402,874 SH   DFND 2 80,300 0 1,322,574
TEXTRON INC COM 883203101 302 10,922 SH   DFND 1 10,651 0 271
TEXTRON INC COM 883203101 0 0 SH   DFND 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,392 80,216 SH   DFND 1 79,862 0 354
THERMO FISHER SCIENTIFIC INC COM 883556102 155,578 1,688,312 SH   DFND 2 38,300 0 1,650,012
THORATEC CORP COM 885175307 903 24,214 SH   DFND 1 24,214 0 0
THORATEC CORP COM 885175307 1,888 50,624 SH   DFND 2 0 0 50,624
3M CO COM 88579Y101 9,445 79,095 SH   DFND 1 61,247 0 17,848
3M CO COM 88579Y101 21,178 177,355 SH   DFND 2 0 0 177,355
TIDEWATER INC COM 886423102 2,120 35,752 SH   DFND 1 11,255 0 24,497
TIDEWATER INC COM 886423102 4,447 75,001 SH   DFND 2 26,765 0 48,236
TIFFANY & CO COM 886547108 331 4,318 SH   DFND 1 4,201 0 117
TIFFANY & CO COM 886547108 0 0 SH   DFND 2 0 0 0
TILE SHOP HLDGS INC COM 88677Q109 3,646 123,647 SH   DFND 1 117,412 0 6,235
TILE SHOP HLDGS INC COM 88677Q109 18,561 629,399 SH   DFND 2 1,283 0 628,116
TIME WARNER INC COM 887317303 13,155 199,898 SH   DFND 1 173,574 0 26,324
TIME WARNER INC COM 887317303 131,135 1,992,637 SH   DFND 2 101,010 0 1,891,627
TIME WARNER CABLE COM 88732J207 1,362 12,207 SH   DFND 1 11,463 0 744
TIME WARNER CABLE COM 88732J207 55,665 498,789 SH   DFND 2 0 0 498,789
TIVO INC COM 888706108 493 39,660 SH   DFND 1 34,022 0 5,638
TIVO INC COM 888706108 2,812 226,066 SH   DFND 2 0 0 226,066
TORCHMARK CORP COM 891027104 716 9,892 SH   DFND 1 9,800 0 92
TORCHMARK CORP COM 891027104 2,581 35,680 SH   DFND 2 0 0 35,680
TORONTO-DOMINION BANK ORD 891160509 557 6,193 SH   DFND 1 6,193 0 0
TORONTO-DOMINION BANK ORD 891160509 4,203 46,714 SH   DFND 2 2,673 0 44,041
TOTAL SA-SPON ADR COM - ADR 89151E109 620 10,700 SH   DFND 1 10,700 0 0
TOTAL SA-SPON ADR COM - ADR 89151E109 25,317 437,110 SH   DFND 2 0 0 437,110
TOWER INTERNATIONAL INC COM 891826109 1,515 75,765 SH   DFND 1 23,652 0 52,113
TOWER INTERNATIONAL INC COM 891826109 3,221 161,135 SH   DFND 2 57,556 0 103,579
TOWERS WATSON & CO-CL A COM 891894107 3,127 29,233 SH   DFND 1 26,598 0 2,635
TOWERS WATSON & CO-CL A COM 891894107 5,914 55,295 SH   DFND 2 0 0 55,295
TOTAL SYSTEM SERVICES INC COM 891906109 947 32,173 SH   DFND 1 32,011 0 162
TOTAL SYSTEM SERVICES INC COM 891906109 5,960 202,582 SH   DFND 2 11,206 0 191,376
TOWN SPORTS INTERNATIONAL COM 89214A102 943 72,664 SH   DFND 1 63,686 0 8,978
TOWN SPORTS INTERNATIONAL COM 89214A102 897 69,093 SH   DFND 2 2,266 0 66,827
TRACTOR SUPPLY COMPANY COM 892356106 1,305 19,434 SH   DFND 1 13,172 0 6,262
TRACTOR SUPPLY COMPANY COM 892356106 1,966 29,262 SH   DFND 2 0 0 29,262
TRAVELERS COS INC/THE COM 89417E109 1,247 14,710 SH   DFND 1 14,337 0 373
TRAVELERS COS INC/THE COM 89417E109 9,953 117,407 SH   DFND 2 0 0 117,407
TREX COMPANY INC COM 89531P105 1,816 36,674 SH   DFND 1 31,495 0 5,179
TREX COMPANY INC COM 89531P105 2,033 41,053 SH   DFND 2 931 0 40,122
TRIMAS CORP COM 896215209 5,098 136,682 SH   DFND 1 98,453 0 38,229
TRIMAS CORP COM 896215209 64,896 1,739,841 SH   DFND 2 32,623 0 1,707,218
TRINITY BIOTECH PLC-SPON ADR COM - ADR 896438306 793 36,437 SH   DFND 1 31,235 0 5,202
TRINITY BIOTECH PLC-SPON ADR COM - ADR 896438306 900 41,379 SH   DFND 2 1,166 0 40,213
TRINITY INDUSTRIES INC COM 896522109 0 0 SH   DFND 1 0 0 0
TRINITY INDUSTRIES INC COM 896522109 4,002 88,254 SH   DFND 2 0 0 88,254
TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 1,983 1,635,000 SH   DFND 1 0 0 1,635,000
TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 6,991 5,763,000 SH   DFND 2 0 0 0
TRIPLE-S MANAGEMENT CORP-B ORD 896749108 1,875 101,971 SH   DFND 1 33,463 0 68,508
TRIPLE-S MANAGEMENT CORP-B ORD 896749108 4,020 218,607 SH   DFND 2 74,280 0 144,327
TRIUMPH GROUP INC COM 896818101 260 3,700 SH   DFND 1 3,700 0 0
TRIUMPH GROUP INC COM 896818101 1,499 21,350 SH   DFND 2 0 0 21,350
TRIUMPH GROUP INC CONVERTIBLE BONDS 896818AB7 896 345,000 SH   DFND 1 0 0 345,000
TRIUMPH GROUP INC CONVERTIBLE BONDS 896818AB7 2,936 1,130,000 SH   DFND 2 0 0 0
TRIPADVISOR INC COM 896945201 323 4,262 SH   DFND 1 4,150 0 112
TRIPADVISOR INC COM 896945201 0 0 SH   DFND 2 0 0 0
TRUEBLUE INC COM 89785X101 2,613 108,813 SH   DFND 1 94,629 0 14,184
TRUEBLUE INC COM 89785X101 5,140 214,098 SH   DFND 2 2,665 0 211,433
TUMI HOLDINGS INC COM 89969Q104 901 44,695 SH   DFND 1 44,695 0 0
TUMI HOLDINGS INC COM 89969Q104 27,058 1,342,820 SH   DFND 2 0 0 1,342,820
TWENTY-FIRST CENTURY FOX INC COM 90130A101 2,560 76,411 SH   DFND 1 75,400 0 1,011
TWENTY-FIRST CENTURY FOX INC COM 90130A101 2,598 77,564 SH   DFND 2 0 0 77,564
TWO HARBORS INVESTMENT CORP COM 90187B101 2,488 256,200 SH   DFND 1 139,000 0 117,200
TWO HARBORS INVESTMENT CORP COM 90187B101 5,076 522,725 SH   DFND 2 129,200 0 393,525
II-VI INC COM 902104108 1,066 56,648 SH   DFND 1 48,273 0 8,375
II-VI INC COM 902104108 1,617 85,933 SH   DFND 2 1,733 0 84,200
TYLER TECHNOLOGIES INC COM 902252105 1,701 19,448 SH   DFND 1 16,676 0 2,772
TYLER TECHNOLOGIES INC COM 902252105 1,908 21,812 SH   DFND 2 0 0 21,812
TYSON FOODS INC-CL A COM 902494103 313 11,081 SH   DFND 1 10,801 0 280
TYSON FOODS INC-CL A COM 902494103 75 2,662 SH   DFND 2 0 0 2,662
UDR INC COM 902653104 286 12,084 SH   DFND 1 8,705 0 3,379
UDR INC COM 902653104 40 1,682 SH   DFND 2 0 0 1,682
UCP INC - CL A COM 90265Y106 637 42,944 SH   DFND 1 12,998 0 29,946
UCP INC - CL A COM 90265Y106 1,294 87,198 SH   DFND 2 30,836 0 56,362
UGI CORP COM 902681105 1,259 32,177 SH   DFND 1 32,177 0 0
UGI CORP COM 902681105 9,249 236,378 SH   DFND 2 3,066 0 233,312
UIL HOLDINGS CORP COM 902748102 1,464 39,389 SH   DFND 1 12,214 0 27,175
UIL HOLDINGS CORP COM 902748102 3,105 83,520 SH   DFND 2 29,787 0 53,733
UMB FINANCIAL CORP COM 902788108 107 1,970 SH   DFND 1 1,278 0 692
UMB FINANCIAL CORP COM 902788108 1,698 31,240 SH   DFND 2 0 0 31,240
US BANCORP COM 902973304 6,568 179,544 SH   DFND 1 177,172 0 2,372
US BANCORP COM 902973304 90,435 2,472,247 SH   DFND 2 127,900 0 2,344,347
UNS ENERGY CORP COM 903119105 2,154 46,212 SH   DFND 1 14,400 0 31,812
UNS ENERGY CORP COM 903119105 4,590 98,448 SH   DFND 2 35,114 0 63,334
URS CORP COM 903236107 277 5,154 SH   DFND 1 5,154 0 0
URS CORP COM 903236107 2,156 40,104 SH   DFND 2 2,225 0 37,879
USANA HEALTH SCIENCES INC COM 90328M107 139 1,601 SH   DFND 1 1,274 0 327
USANA HEALTH SCIENCES INC COM 90328M107 433 4,991 SH   DFND 2 364 0 4,627
USA MOBILITY INC COM 90341G103 126 8,884 SH   DFND 1 7,148 0 1,736
USA MOBILITY INC COM 90341G103 376 26,584 SH   DFND 2 0 0 26,584
US AIRWAYS GROUP INC COM 90341W108 1,336 70,447 SH   DFND 1 60,856 0 9,591
US AIRWAYS GROUP INC COM 90341W108 1,883 99,293 SH   DFND 2 2,183 0 97,110
UBIQUITI NETWORKS INC COM 90347A100 1,510 44,946 SH   DFND 1 38,346 0 6,600
UBIQUITI NETWORKS INC COM 90347A100 2,076 61,803 SH   DFND 2 1,391 0 60,412
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,353 15,962 SH   DFND 1 14,110 0 1,852
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,698 18,304 SH   DFND 2 279 0 18,025
ULTRA CLEAN HOLDINGS INC COM 90385V107 118 17,050 SH   DFND 1 13,649 0 3,401
ULTRA CLEAN HOLDINGS INC COM 90385V107 369 53,379 SH   DFND 2 3,333 0 50,046
ULTRATECH INC COM 904034105 137 4,518 SH   DFND 1 4,518 0 0
ULTRATECH INC COM 904034105 2,130 70,301 SH   DFND 2 0 0 70,301
UNILIFE CORP COM 90478E103 0 0 SH   DFND 1 0 0 0
UNILIFE CORP COM 90478E103 2,043 615,385 SH   DFND 2 0 0 615,385
UNION PACIFIC CORP COM 907818108 4,925 31,703 SH   DFND 1 31,241 0 462
UNION PACIFIC CORP COM 907818108 31,839 204,963 SH   DFND 2 0 0 204,963
UNISYS CORP COM 909214306 2,537 100,722 SH   DFND 1 35,125 0 65,597
UNISYS CORP COM 909214306 35,610 1,413,670 SH   DFND 2 70,430 0 1,343,240
UNISYS CORP CONVERTIBLE PREF 909214405 596 8,683 SH   DFND 1 0 0 8,683
UNISYS CORP CONVERTIBLE PREF 909214405 19,642 285,961 SH   DFND 2 0 0 0
UNIT CORP COM 909218109 192 4,140 SH   DFND 1 3,493 0 647
UNIT CORP COM 909218109 498 10,702 SH   DFND 2 364 0 10,338
UNITED CONTINENTAL HOLDINGS COM 910047109 20 635 SH   DFND 1 597 0 38
UNITED CONTINENTAL HOLDINGS COM 910047109 72,027 2,345,392 SH   DFND 2 292 0 2,345,100
UNITED FINANCIAL BANCORP INC COM 91030T109 1,532 94,755 SH   DFND 1 29,015 0 65,740
UNITED FINANCIAL BANCORP INC COM 91030T109 3,220 199,152 SH   DFND 2 70,064 0 129,088
UNITED NATURAL FOODS INC COM 911163103 800 11,907 SH   DFND 1 10,454 0 1,453
UNITED NATURAL FOODS INC COM 911163103 929 13,815 SH   DFND 2 412 0 13,403
UNITED PARCEL SERVICE-CL B COM 911312106 7,873 86,164 SH   DFND 1 66,938 0 19,226
UNITED PARCEL SERVICE-CL B COM 911312106 11,551 126,415 SH   DFND 2 0 0 126,415
US STEEL CORP CONV. NOTE 912909AE8 124 121,000 SH   DFND 1 0 0 121,000
US STEEL CORP CONV. NOTE 912909AE8 776 758,000 SH   DFND 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 17,423 161,596 SH   DFND 1 151,584 0 10,012
UNITED TECHNOLOGIES CORP COM 913017109 286,429 2,656,549 SH   DFND 2 37,500 0 2,619,049
UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 9,269 143,304 SH   DFND 1 0 0 143,304
UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 25,517 393,846 SH   DFND 2 0 0 0
UNITED THERAPEUTICS CORP COM 91307C102 729 9,249 SH   DFND 1 8,671 0 578
UNITED THERAPEUTICS CORP COM 91307C102 6,745 85,543 SH   DFND 2 1,538 0 84,005
UNITEDHEALTH GROUP INC COM 91324P102 11,495 160,523 SH   DFND 1 159,511 0 1,012
UNITEDHEALTH GROUP INC COM 91324P102 383,384 5,353,780 SH   DFND 2 62,700 0 5,291,080
UNITEK GLOBAL SERVICES INC COM 91324T302 79 66,640 SH   DFND 1 21,263 0 45,377
UNITEK GLOBAL SERVICES INC COM 91324T302 177 148,358 SH   DFND 2 58,493 0 89,865
UNIVERSAL CORP/VA COM 913456109 172 3,386 SH   DFND 1 3,386 0 0
UNIVERSAL CORP/VA COM 913456109 965 18,938 SH   DFND 2 0 0 18,938
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 90 2,151 SH   DFND 1 1,776 0 375
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 260 6,205 SH   DFND 2 247 0 5,958
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 78 2,943 SH   DFND 1 2,767 0 176
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 130 4,878 SH   DFND 2 1,477 0 3,401
UNUM GROUP COM 91529Y106 311 10,204 SH   DFND 1 10,204 0 0
UNUM GROUP COM 91529Y106 0 0 SH   DFND 2 0 0 0
VF CORP COM 918204108 637 3,200 SH   DFND 1 3,200 0 0
VF CORP COM 918204108 3,738 18,780 SH   DFND 2 0 0 18,780
VOXX INTERNATIONAL CORP COM 91829F104 3,181 232,189 SH   DFND 1 117,172 0 115,017
VOXX INTERNATIONAL CORP COM 91829F104 5,880 429,204 SH   DFND 2 113,801 0 315,403
VAALCO ENERGY INC COM 91851C201 730 130,814 SH   DFND 1 111,264 0 19,550
VAALCO ENERGY INC COM 91851C201 975 174,791 SH   DFND 2 2,223 0 172,568
VAIL RESORTS INC COM 91879Q109 687 9,909 SH   DFND 1 8,522 0 1,387
VAIL RESORTS INC COM 91879Q109 4,041 58,243 SH   DFND 2 0 0 58,243
VALASSIS COMMUNICATIONS INC COM 918866104 375 12,994 SH   DFND 1 12,994 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 2,173 75,239 SH   DFND 2 0 0 75,239
VALEANT PHARMACEUTICALS INTE ORD 91911K102 364 3,490 SH   DFND 1 3,347 0 143
VALEANT PHARMACEUTICALS INTE ORD 91911K102 47 452 SH   DFND 2 452 0 0
VALE SA-SP ADR COM - ADR 91912E105 90 5,753 SH   DFND 1 5,753 0 0
VALE SA-SP ADR COM - ADR 91912E105 583 37,370 SH   DFND 2 709 0 36,661
VALE SA-SP PREF ADR COM - ADR 91912E204 53 3,740 SH   DFND 1 3,740 0 0
VALE SA-SP PREF ADR COM - ADR 91912E204 360 25,316 SH   DFND 2 581 0 24,735
VALERO ENERGY CORP COM 91913Y100 5,203 152,345 SH   DFND 1 151,802 0 543
VALERO ENERGY CORP COM 91913Y100 63,610 1,862,662 SH   DFND 2 138,854 0 1,723,808
VALLEY NATIONAL BANCORP COM 919794107 232 23,348 SH   DFND 1 23,348 0 0
VALLEY NATIONAL BANCORP COM 919794107 1,373 138,009 SH   DFND 2 0 0 138,009
VALMONT INDUSTRIES COM 920253101 147 1,057 SH   DFND 1 846 0 211
VALMONT INDUSTRIES COM 920253101 468 3,372 SH   DFND 2 215 0 3,157
VALSPAR CORP COM 920355104 292 4,606 SH   DFND 1 4,606 0 0
VALSPAR CORP COM 920355104 2,278 35,910 SH   DFND 2 1,988 0 33,922
VALUECLICK INC COM 92046N102 1,160 55,634 SH   DFND 1 50,885 0 4,749
VALUECLICK INC COM 92046N102 3,815 182,962 SH   DFND 2 879 0 182,083
VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 0 0 SH   DFND 1 0 0 0
VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 4,436 110,600 SH   DFND 2 0 0 110,600
VARIAN MEDICAL SYSTEMS INC COM 92220P105 359 4,808 SH   DFND 1 4,701 0 107
VARIAN MEDICAL SYSTEMS INC COM 92220P105 0 0 SH   DFND 2 0 0 0
VECTREN CORPORATION COM 92240G101 320 9,600 SH   DFND 1 9,600 0 0
VECTREN CORPORATION COM 92240G101 1,863 55,860 SH   DFND 2 0 0 55,860
VECTOR GROUP LTD CONV. NOTE 92240MAY4 2,305 1,933,000 SH   DFND 1 0 0 1,933,000
VECTOR GROUP LTD CONV. NOTE 92240MAY4 8,796 7,378,000 SH   DFND 2 0 0 0
VENTAS INC COM 92276F100 6,141 99,846 SH   DFND 1 77,179 0 22,667
VENTAS INC COM 92276F100 10,975 178,451 SH   DFND 2 4,343 0 174,108
VERASTEM INC COM 92337C104 0 0 SH   DFND 1 0 0 0
VERASTEM INC COM 92337C104 4,895 393,461 SH   DFND 2 0 0 393,461
VERIFONE SYSTEMS INC COM 92342Y109 516 22,575 SH   DFND 1 19,236 0 3,339
VERIFONE SYSTEMS INC COM 92342Y109 720 31,492 SH   DFND 2 688 0 30,804
VERISIGN INC COM 92343E102 267 5,250 SH   DFND 1 5,101 0 149
VERISIGN INC COM 92343E102 3,678 72,283 SH   DFND 2 0 0 72,283
VERIZON COMMUNICATIONS INC COM 92343V104 19,452 416,883 SH   DFND 1 375,419 0 41,464
VERIZON COMMUNICATIONS INC COM 92343V104 129,885 2,783,648 SH   DFND 2 114,429 0 2,669,219
VERINT SYSTEMS INC COM 92343X100 906 24,443 SH   DFND 1 21,113 0 3,330
VERINT SYSTEMS INC COM 92343X100 9,953 268,551 SH   DFND 2 809 0 267,742
VERISK ANALYTICS INC-CLASS A COM 92345Y106 1,098 16,909 SH   DFND 1 11,462 0 5,447
VERISK ANALYTICS INC-CLASS A COM 92345Y106 2,012 30,980 SH   DFND 2 0 0 30,980
VERTEX PHARMACEUTICALS INC COM 92532F100 1,817 23,959 SH   DFND 1 23,624 0 335
VERTEX PHARMACEUTICALS INC COM 92532F100 44,955 592,919 SH   DFND 2 0 0 592,919
VIACOM INC-CLASS B COM 92553P201 7,742 92,628 SH   DFND 1 76,075 0 16,553
VIACOM INC-CLASS B COM 92553P201 97,218 1,163,171 SH   DFND 2 0 0 1,163,171
VIROPHARMA INC COM 928241108 6,359 161,818 SH   DFND 1 143,377 0 18,441
VIROPHARMA INC COM 928241108 182,814 4,651,762 SH   DFND 2 1,783 0 4,649,979
VIROPHARMA INC CONV. NOTE 928241AH1 1,346 628,000 SH   DFND 1 0 0 628,000
VIROPHARMA INC CONV. NOTE 928241AH1 4,826 2,252,000 SH   DFND 2 0 0 0
VISA INC-CLASS A SHARES COM 92826C839 25,353 132,671 SH   DFND 1 122,238 0 10,433
VISA INC-CLASS A SHARES COM 92826C839 255,890 1,339,038 SH   DFND 2 0 0 1,339,038
VIRTUS INVESTMENT PARTNERS COM 92828Q109 19 116 SH   DFND 1 116 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 8,465 52,045 SH   DFND 2 0 0 52,045
VODAFONE GROUP PLC-SP ADR COM - ADR 92857W209 7,275 206,799 SH   DFND 1 206,799 0 0
VODAFONE GROUP PLC-SP ADR COM - ADR 92857W209 129,608 3,684,150 SH   DFND 2 241,100 0 3,443,050
VOLCANO CORP CONV. NOTE 928645AB6 1,379 1,334,000 SH   DFND 1 0 0 1,334,000
VOLCANO CORP CONV. NOTE 928645AB6 4,796 4,639,000 SH   DFND 2 0 0 0
VORNADO REALTY TRUST COM 929042109 3,876 46,109 SH   DFND 1 37,070 0 9,039
VORNADO REALTY TRUST COM 929042109 5,021 59,731 SH   DFND 2 2,927 0 56,804
VULCAN MATERIALS CO COM 929160109 255 4,927 SH   DFND 1 4,800 0 127
VULCAN MATERIALS CO COM 929160109 0 0 SH   DFND 2 0 0 0
W&T OFFSHORE INC COM 92922P106 719 40,587 SH   DFND 1 34,798 0 5,789
W&T OFFSHORE INC COM 92922P106 787 44,413 SH   DFND 2 253 0 44,160
WCI COMMUNITIES INC COM 92923C807 0 0 SH   DFND 1 0 0 0
WCI COMMUNITIES INC COM 92923C807 2,145 124,250 SH   DFND 2 0 0 124,250
WABCO HOLDINGS INC COM 92927K102 1,919 22,780 SH   DFND 1 22,780 0 0
WABCO HOLDINGS INC COM 92927K102 6,343 75,279 SH   DFND 2 2,036 0 73,243
WPP PLC-SPONSORED ADR COM - ADR 92937A102 0 0 SH   DFND 1 0 0 0
WPP PLC-SPONSORED ADR COM - ADR 92937A102 3,810 37,013 SH   DFND 2 0 0 37,013
WABASH NATIONAL CORP COM 929566107 1,493 128,070 SH   DFND 1 39,470 0 88,600
WABASH NATIONAL CORP COM 929566107 3,128 268,300 SH   DFND 2 94,400 0 173,900
WABTEC CORP COM 929740108 1,571 24,989 SH   DFND 1 24,587 0 402
WABTEC CORP COM 929740108 29,357 466,947 SH   DFND 2 2,790 0 464,157
WADDELL & REED FINANCIAL-A COM 930059100 1,813 35,210 SH   DFND 1 35,210 0 0
WADDELL & REED FINANCIAL-A COM 930059100 4,585 89,061 SH   DFND 2 0 0 89,061
WAGEWORKS INC COM 930427109 1,524 30,205 SH   DFND 1 25,918 0 4,287
WAGEWORKS INC COM 930427109 1,709 33,866 SH   DFND 2 934 0 32,932
WAL-MART STORES INC COM 931142103 5,566 75,263 SH   DFND 1 72,696 0 2,567
WAL-MART STORES INC COM 931142103 15,012 202,968 SH   DFND 2 1,834 0 201,134
WALGREEN CO COM 931422109 3,869 71,918 SH   DFND 1 71,918 0 0
WALGREEN CO COM 931422109 13,332 247,810 SH   DFND 2 11,749 0 236,061
WALTER INVESTMENT MANAGEMENT COM 93317W102 117 2,953 SH   DFND 1 2,368 0 585
WALTER INVESTMENT MANAGEMENT COM 93317W102 369 9,320 SH   DFND 2 646 0 8,674
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 1,666 1,590,000 SH   DFND 1 0 0 1,590,000
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 6,302 6,016,000 SH   DFND 2 0 0 0
WASHINGTON BANKING CO COM 937303105 125 8,926 SH   DFND 1 7,159 0 1,767
WASHINGTON BANKING CO COM 937303105 380 27,051 SH   DFND 2 0 0 27,051
WASTE MANAGEMENT INC COM 94106L109 693 16,792 SH   DFND 1 16,356 0 436
WASTE MANAGEMENT INC COM 94106L109 0 0 SH   DFND 2 0 0 0
WATERS CORP COM 941848103 408 3,842 SH   DFND 1 3,758 0 84
WATERS CORP COM 941848103 0 0 SH   DFND 2 0 0 0
WEB.COM GROUP INC COM 94733A104 2,306 71,292 SH   DFND 1 22,223 0 49,069
WEB.COM GROUP INC COM 94733A104 4,945 152,902 SH   DFND 2 53,819 0 99,083
WEB.COM GROUP INC CONV. NOTE 94733AAA2 1,255 1,105,000 SH   DFND 1 0 0 1,105,000
WEB.COM GROUP INC CONV. NOTE 94733AAA2 4,497 3,960,000 SH   DFND 2 0 0 0
WEBSTER FINANCIAL CORP COM 947890109 0 0 SH   DFND 1 0 0 0
WEBSTER FINANCIAL CORP COM 947890109 1,137 44,550 SH   DFND 2 0 0 44,550
WELLCARE HEALTH PLANS INC COM 94946T106 1,870 26,807 SH   DFND 1 23,193 0 3,614
WELLCARE HEALTH PLANS INC COM 94946T106 4,757 68,217 SH   DFND 2 602 0 67,615
WELLPOINT INC COM 94973V107 2,786 33,325 SH   DFND 1 33,027 0 298
WELLPOINT INC COM 94973V107 34,497 412,591 SH   DFND 2 9,326 0 403,265
WELLS FARGO & CO COM 949746101 14,472 350,239 SH   DFND 1 333,102 0 17,137
WELLS FARGO & CO COM 949746101 214,608 5,193,802 SH   DFND 2 133,716 0 5,060,086
WELLS FARGO & CO WARRANTS 949746119 28,808 2,051,825 SH   DFND 2 0 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 2,057 1,808 SH   DFND 1 0 0 1,808
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 7,829 6,883 SH   DFND 2 0 0 0
WESCO INTERNATIONAL INC COM 95082P105 1,132 14,795 SH   DFND 1 13,419 0 1,376
WESCO INTERNATIONAL INC COM 95082P105 44,177 577,257 SH   DFND 2 326 0 576,931
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 1,588 579,000 SH   DFND 1 0 0 579,000
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 21,288 7,757,000 SH   DFND 2 0 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,719 90,800 SH   DFND 1 28,000 0 62,800
WESTERN ALLIANCE BANCORP COM 957638109 3,648 192,700 SH   DFND 2 67,800 0 124,900
WESTERN DIGITAL CORP COM 958102105 1,198 18,894 SH   DFND 1 18,683 0 211
WESTERN DIGITAL CORP COM 958102105 4,985 78,624 SH   DFND 2 4,332 0 74,292
WESTERN UNION CO COM 959802109 400 21,453 SH   DFND 1 21,453 0 0
WESTERN UNION CO COM 959802109 0 0 SH   DFND 2 0 0 0
WEYERHAEUSER CO COM 962166104 639 22,327 SH   DFND 1 21,757 0 570
WEYERHAEUSER CO COM 962166104 0 0 SH   DFND 2 0 0 0
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 12,897 244,161 SH   DFND 1 0 0 244,161
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 19,208 362,621 SH   DFND 2 0 0 0
WHIRLPOOL CORP COM 963320106 1,716 11,719 SH   DFND 1 11,641 0 78
WHIRLPOOL CORP COM 963320106 65,436 446,847 SH   DFND 2 0 0 446,847
WHITING PETROLEUM CORP COM 966387102 902 15,078 SH   DFND 1 15,024 0 54
WHITING PETROLEUM CORP COM 966387102 2,449 40,924 SH   DFND 2 0 0 40,924
WHOLE FOODS MARKET INC COM 966837106 2,015 34,443 SH   DFND 1 34,082 0 361
WHOLE FOODS MARKET INC COM 966837106 15,932 272,342 SH   DFND 2 0 0 272,342
WILLIAMS COS INC COM 969457100 959 26,372 SH   DFND 1 25,800 0 572
WILLIAMS COS INC COM 969457100 0 0 SH   DFND 2 0 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 177 22,144 SH   DFND 1 22,144 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 50 6,248 SH   DFND 2 0 0 6,248
WISCONSIN ENERGY CORP COM 976657106 356 8,826 SH   DFND 1 8,600 0 226
WISCONSIN ENERGY CORP COM 976657106 1,674 41,464 SH   DFND 2 0 0 41,464
WORLD FUEL SERVICES CORP COM 981475106 2,237 59,952 SH   DFND 1 55,673 0 4,279
WORLD FUEL SERVICES CORP COM 981475106 4,759 127,550 SH   DFND 2 885 0 126,665
WORLD POINT TERMINALS LP STOCK UNIT 98159G107 3,657 182,869 SH   DFND 2 0 0 0
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 1,521 1,245,000 SH   DFND 1 0 0 1,245,000
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 5,205 4,260,000 SH   DFND 2 0 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,660 60,036 SH   DFND 1 59,902 0 134
WYNDHAM WORLDWIDE CORP COM 98310W108 56,073 919,688 SH   DFND 2 3,873 0 915,815
WYNN RESORTS LTD COM 983134107 1,283 8,122 SH   DFND 1 7,674 0 448
WYNN RESORTS LTD COM 983134107 10,908 69,035 SH   DFND 2 1,973 0 67,062
XO GROUP INC COM 983772104 974 75,357 SH   DFND 1 64,837 0 10,520
XO GROUP INC COM 983772104 1,098 84,969 SH   DFND 2 1,857 0 83,112
XCEL ENERGY INC COM 98389B100 507 18,346 SH   DFND 1 18,346 0 0
XCEL ENERGY INC COM 98389B100 0 0 SH   DFND 2 0 0 0
XILINX INC COM 983919101 4,049 86,397 SH   DFND 1 70,062 0 16,335
XILINX INC COM 983919101 26,429 563,999 SH   DFND 2 0 0 563,999
XILINX INC CONV. NOTE 983919AF8 4,064 2,505,000 SH   DFND 1 0 0 2,505,000
XILINX INC CONV. NOTE 983919AF8 13,329 8,215,000 SH   DFND 2 0 0 0
XEROX CORP COM 984121103 464 45,110 SH   DFND 1 43,924 0 1,186
XEROX CORP COM 984121103 27,248 2,648,044 SH   DFND 2 0 0 2,648,044
XYLEM INC COM 98419M100 201 7,184 SH   DFND 1 7,001 0 183
XYLEM INC COM 98419M100 68 2,445 SH   DFND 2 0 0 2,445
YPF S.A.-SPONSORED ADR COM - ADR 984245100 1,858 92,300 SH   DFND 1 0 0 92,300
YPF S.A.-SPONSORED ADR COM - ADR 984245100 3,712 184,400 SH   DFND 2 0 0 184,400
YAHOO! INC COM 984332106 7,349 221,621 SH   DFND 1 216,695 0 4,926
YAHOO! INC COM 984332106 104,549 3,152,874 SH   DFND 2 0 0 3,152,874
YUM! BRANDS INC COM 988498101 1,247 17,467 SH   DFND 1 17,021 0 446
YUM! BRANDS INC COM 988498101 0 0 SH   DFND 2 0 0 0
ZIMMER HOLDINGS INC COM 98956P102 5,904 71,876 SH   DFND 1 71,710 0 166
ZIMMER HOLDINGS INC COM 98956P102 91,227 1,110,632 SH   DFND 2 40,225 0 1,070,407
ZIONS BANCORPORATION COM 989701107 3,138 114,459 SH   DFND 1 114,100 0 359
ZIONS BANCORPORATION COM 989701107 19,258 702,331 SH   DFND 2 0 0 702,331
ZOETIS INC COM 98978V103 2,886 92,729 SH   DFND 1 92,234 0 495
ZOETIS INC COM 98978V103 80,171 2,576,185 SH   DFND 2 73,603 0 2,502,582
ZYNGA INC - CL A COM 98986T108 489 132,918 SH   DFND 1 114,370 0 18,548
ZYNGA INC - CL A COM 98986T108 537 145,866 SH   DFND 2 0 0 145,866
ALKERMES PLC COM G01767105 764 22,712 SH   DFND 1 20,101 0 2,611
ALKERMES PLC COM G01767105 4,653 138,393 SH   DFND 2 770 0 137,623
AMIRA NATURE FOODS LTD ORD G0335L102 0 0 SH   DFND 1 0 0 0
AMIRA NATURE FOODS LTD ORD G0335L102 4,381 338,551 SH   DFND 2 0 0 338,551
AMBARELLA INC COM G037AX101 2,203 112,862 SH   DFND 1 35,157 0 77,705
AMBARELLA INC COM G037AX101 4,644 237,897 SH   DFND 2 83,713 0 154,184
AON PLC COM G0408V102 6,087 81,766 SH   DFND 1 81,466 0 300
AON PLC COM G0408V102 62,406 838,345 SH   DFND 2 59,996 0 778,349
ARCH CAPITAL GROUP LTD ORD G0450A105 1,344 24,822 SH   DFND 1 17,661 0 7,161
ARCH CAPITAL GROUP LTD ORD G0450A105 1,796 33,177 SH   DFND 2 0 0 33,177
ASPEN INSURANCE HOLDINGS LTD ORD G05384105 3,829 105,503 SH   DFND 1 22,403 0 83,100
ASPEN INSURANCE HOLDINGS LTD ORD G05384105 6,814 187,770 SH   DFND 2 0 0 187,770
ASSURED GUARANTY LTD ORD G0585R106 2,858 152,425 SH   DFND 1 152,425 0 0
ASSURED GUARANTY LTD ORD G0585R106 75,958 4,051,096 SH   DFND 2 0 0 4,051,096
AXIS CAPITAL HOLDINGS LTD ORD G0692U109 502 11,600 SH   DFND 1 11,550 0 50
AXIS CAPITAL HOLDINGS LTD ORD G0692U109 3,457 79,831 SH   DFND 2 4,415 0 75,416
ACCENTURE PLC-CL A ORD G1151C101 4,178 56,734 SH   DFND 1 56,094 0 640
ACCENTURE PLC-CL A ORD G1151C101 24,324 330,303 SH   DFND 2 12,911 0 317,392
CREDICORP LTD ORD G2519Y108 290 2,255 SH   DFND 1 2,161 0 94
CREDICORP LTD ORD G2519Y108 25,419 197,877 SH   DFND 2 183 0 197,694
COVIDIEN PLC ORD G2554F113 10,960 179,857 SH   DFND 1 179,391 0 466
COVIDIEN PLC ORD G2554F113 199,867 3,279,731 SH   DFND 2 76,350 0 3,203,381
DELPHI AUTOMOTIVE PLC ORD G27823106 7,092 121,403 SH   DFND 1 121,112 0 291
DELPHI AUTOMOTIVE PLC ORD G27823106 67,768 1,160,007 SH   DFND 2 87,864 0 1,072,143
EATON CORP PLC COM G29183103 2,329 33,832 SH   DFND 1 33,365 0 467
EATON CORP PLC COM G29183103 38,535 559,771 SH   DFND 2 0 0 559,771
ENDURANCE SPECIALTY HOLDINGS ORD G30397106 298 5,544 SH   DFND 1 5,544 0 0
ENDURANCE SPECIALTY HOLDINGS ORD G30397106 1,543 28,718 SH   DFND 2 137 0 28,581
ENSCO PLC-CL A COM - ADR G3157S106 513 9,546 SH   DFND 1 9,316 0 230
ENSCO PLC-CL A COM - ADR G3157S106 4,071 75,734 SH   DFND 2 0 0 75,734
EVEREST RE GROUP LTD ORD G3223R108 2,301 15,826 SH   DFND 1 10,845 0 4,981
EVEREST RE GROUP LTD ORD G3223R108 13,644 93,834 SH   DFND 2 0 0 93,834
HERBALIFE LTD ORD G4412G101 160 2,297 SH   DFND 1 1,987 0 310
HERBALIFE LTD ORD G4412G101 6,047 86,670 SH   DFND 2 0 0 86,670
INGERSOLL-RAND PLC ORD G47791101 1,714 26,386 SH   DFND 1 26,103 0 283
INGERSOLL-RAND PLC ORD G47791101 33,232 511,733 SH   DFND 2 6,664 0 505,069
INVESCO LTD COM G491BT108 2,712 85,010 SH   DFND 1 80,427 0 4,583
INVESCO LTD COM G491BT108 31,831 997,834 SH   DFND 2 75,500 0 922,334
JAZZ PHARMACEUTICALS PLC ORD G50871105 6,675 72,575 SH   DFND 1 66,694 0 5,881
JAZZ PHARMACEUTICALS PLC ORD G50871105 271,411 2,951,083 SH   DFND 2 735 0 2,950,348
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 8,570 113,615 SH   DFND 1 95,617 0 17,998
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 145,017 1,922,533 SH   DFND 2 41,500 0 1,881,033
MAIDEN HOLDINGS LTD ORD G5753U112 2,018 170,876 SH   DFND 1 59,072 0 111,804
MAIDEN HOLDINGS LTD ORD G5753U112 4,400 372,552 SH   DFND 2 119,100 0 253,452
MALLINCKRODT PLC ORD G5785G107 347 7,874 SH   DFND 1 7,874 0 0
MALLINCKRODT PLC ORD G5785G107 4,931 111,833 SH   DFND 2 9,543 0 102,290
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 360 31,332 SH   DFND 1 31,123 0 209
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,368 466,754 SH   DFND 2 13,420 0 453,334
MICHAEL KORS HOLDINGS LTD ORD G60754101 2,029 27,222 SH   DFND 1 26,224 0 998
MICHAEL KORS HOLDINGS LTD ORD G60754101 37,820 507,516 SH   DFND 2 0 0 507,516
MICHAEL KORS HOLDINGS LTD ORD 99C979JP9 16,730 224,500 SH Call DFND 2 0 0 224,500
NABORS INDUSTRIES LTD ORD G6359F103 172 10,700 SH   DFND 1 10,700 0 0
NABORS INDUSTRIES LTD ORD G6359F103 22,472 1,399,245 SH   DFND 2 0 0 1,399,245
NORDIC AMERICAN TANKERS LTD ORD G65773106 0 0 SH   DFND 1 0 0 0
NORDIC AMERICAN TANKERS LTD ORD G65773106 8,974 1,089,100 SH   DFND 2 0 0 1,089,100
HOME LOAN SERVICING SOLUTION ORD G6648D109 0 0 SH   DFND 1 0 0 0
HOME LOAN SERVICING SOLUTION ORD G6648D109 11,541 524,357 SH   DFND 2 0 0 524,357
PARTNERRE LTD ORD G6852T105 9,217 100,691 SH   DFND 1 72,567 0 28,124
PARTNERRE LTD ORD G6852T105 68,693 750,419 SH   DFND 2 78,117 0 672,302
RENAISSANCERE HOLDINGS LTD ORD G7496G103 1,551 17,127 SH   DFND 1 11,655 0 5,472
RENAISSANCERE HOLDINGS LTD ORD G7496G103 2,356 26,027 SH   DFND 2 0 0 26,027
ROWAN COMPANIES PLC-A COM G7665A101 173 4,723 SH   DFND 1 4,601 0 122
ROWAN COMPANIES PLC-A COM G7665A101 8,214 223,700 SH   DFND 2 0 0 223,700
SEADRILL LTD ORD G7945E105 1,303 28,900 SH   DFND 1 28,900 0 0
SEADRILL LTD ORD G7945E105 0 0 SH   DFND 2 0 0 0
SEAGATE TECHNOLOGY ORD G7945M107 669 15,277 SH   DFND 1 14,960 0 317
SEAGATE TECHNOLOGY ORD G7945M107 0 0 SH   DFND 2 0 0 0
SINA CORP ORD G81477104 372 4,577 SH   DFND 1 4,577 0 0
SINA CORP ORD G81477104 504 6,208 SH   DFND 2 117 0 6,091
VALIDUS HOLDINGS LTD ORD G9319H102 9,802 265,064 SH   DFND 1 188,081 0 76,983
VALIDUS HOLDINGS LTD ORD G9319H102 76,124 2,058,507 SH   DFND 2 208,635 0 1,849,872
VANTAGE DRILLING CO COM G93205113 2,623 1,516,432 SH   DFND 1 1,365,790 0 150,642
VANTAGE DRILLING CO COM G93205113 1,995 1,153,035 SH   DFND 2 123,773 0 1,029,262
VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 1,423 1,265,000 SH   DFND 1 0 0 1,265,000
VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 4,773 4,243,000 SH   DFND 2 0 0 0
WARNER CHILCOTT PLC-CLASS A ORD G94368100 933 40,811 SH   DFND 1 39,726 0 1,085
WARNER CHILCOTT PLC-CLASS A ORD G94368100 14,125 618,156 SH   DFND 2 15,663 0 602,493
WILLIS GROUP HOLDINGS PLC ORD G96666105 1,492 34,424 SH   DFND 1 34,349 0 75
WILLIS GROUP HOLDINGS PLC ORD G96666105 20,453 472,040 SH   DFND 2 40,400 0 431,640
XL GROUP PLC ORD G98290102 4,166 135,157 SH   DFND 1 134,869 0 288
XL GROUP PLC ORD G98290102 58,845 1,909,324 SH   DFND 2 147,644 0 1,761,680
ACE LTD ORD H0023R105 1,250 13,362 SH   DFND 1 13,026 0 336
ACE LTD ORD H0023R105 32,783 350,399 SH   DFND 2 0 0 350,399
ALLIED WORLD ASSURANCE CO ORD H01531104 5,347 53,800 SH   DFND 1 27,700 0 26,100
ALLIED WORLD ASSURANCE CO ORD H01531104 12,417 124,930 SH   DFND 2 25,172 0 99,758
WEATHERFORD INTL LTD COM H27013103 5 349 SH   DFND 1 0 0 349
WEATHERFORD INTL LTD COM H27013103 20,384 1,329,699 SH   DFND 2 0 0 1,329,699
GARMIN LTD ORD H2906T109 217 4,812 SH   DFND 1 4,700 0 112
GARMIN LTD ORD H2906T109 5,426 120,060 SH   DFND 2 0 0 120,060
NOBLE CORP COM H5833N103 364 9,650 SH   DFND 1 9,400 0 250
NOBLE CORP COM H5833N103 2,085 55,200 SH   DFND 2 0 0 55,200
PENTAIR LTD-REGISTERED COM H6169Q108 523 8,061 SH   DFND 1 7,859 0 202
PENTAIR LTD-REGISTERED COM H6169Q108 0 0 SH   DFND 2 0 0 0
TE CONNECTIVITY LTD ORD H84989104 834 16,113 SH   DFND 1 15,700 0 413
TE CONNECTIVITY LTD ORD H84989104 0 0 SH   DFND 2 0 0 0
TRANSOCEAN LTD COM H8817H100 0 0 SH   DFND 1 0 0 0
TRANSOCEAN LTD COM H8817H100 14,658 329,400 SH   DFND 2 0 0 329,400
TYCO INTERNATIONAL LTD ORD H89128104 7,808 223,224 SH   DFND 1 218,547 0 4,677
TYCO INTERNATIONAL LTD ORD H89128104 130,740 3,737,575 SH   DFND 2 85,837 0 3,651,738
ARCELORMITTAL CONVERTIBLE PREF L0302D178 3,065 142,833 SH   DFND 1 0 0 142,833
ARCELORMITTAL CONVERTIBLE PREF L0302D178 14,628 681,617 SH   DFND 2 0 0 0
CAESARSTONE SDOT-YAM LTD ORD M20598104 506 11,086 SH   DFND 1 11,086 0 0
CAESARSTONE SDOT-YAM LTD ORD M20598104 3,382 74,028 SH   DFND 2 26,037 0 47,991
MELLANOX TECHNOLOGIES LTD ORD M51363113 644 16,955 SH   DFND 1 14,588 0 2,367
MELLANOX TECHNOLOGIES LTD ORD M51363113 733 19,320 SH   DFND 2 601 0 18,719
SODASTREAM INTERNATIONAL LTD ORD M9068E105 0 0 SH   DFND 1 0 0 0
SODASTREAM INTERNATIONAL LTD ORD M9068E105 25,056 401,600 SH   DFND 2 0 0 401,600
ASML HOLDING NV-NY REG SHS COM - ADR N07059210 488 4,946 SH   DFND 1 4,946 0 0
ASML HOLDING NV-NY REG SHS COM - ADR N07059210 1,632 16,528 SH   DFND 2 0 0 16,528
AVG TECHNOLOGIES ORD N07831105 3,028 126,478 SH   DFND 1 51,564 0 74,914
AVG TECHNOLOGIES ORD N07831105 5,953 248,682 SH   DFND 2 76,907 0 171,775
CONSTELLIUM NV- CLASS A ORD N22035104 2,171 111,931 SH   DFND 1 34,627 0 77,304
CONSTELLIUM NV- CLASS A ORD N22035104 4,586 236,408 SH   DFND 2 84,398 0 152,010
INTERXION HOLDING NV ORD N47279109 926 41,645 SH   DFND 1 40,200 0 1,445
INTERXION HOLDING NV ORD N47279109 3,467 155,900 SH   DFND 2 0 0 155,900
LYONDELLBASELL INDU-CL A ORD N53745100 16,079 219,572 SH   DFND 1 214,727 0 4,845
LYONDELLBASELL INDU-CL A ORD N53745100 353,395 4,825,826 SH   DFND 2 93,320 0 4,732,506
NIELSEN HOLDINGS NV COM N63218106 349 9,580 SH   DFND 1 7,900 0 1,680
NIELSEN HOLDINGS NV COM N63218106 26,317 722,004 SH   DFND 2 0 0 722,004
NXP SEMICONDUCTORS NV ORD N6596X109 2,558 68,757 SH   DFND 1 68,757 0 0
NXP SEMICONDUCTORS NV ORD N6596X109 38,566 1,036,442 SH   DFND 2 82,711 0 953,731
TORNIER NV ORD N87237108 17 858 SH   DFND 1 858 0 0
TORNIER NV ORD N87237108 7,480 386,971 SH   DFND 2 0 0 386,971
YANDEX NV-A ORD N97284108 4,754 130,539 SH   DFND 1 127,830 0 2,709
YANDEX NV-A ORD N97284108 44,590 1,224,319 SH   DFND 2 305 0 1,224,014
COPA HOLDINGS SA-CLASS A ORD P31076105 1,434 10,341 SH   DFND 1 8,622 0 1,719
COPA HOLDINGS SA-CLASS A ORD P31076105 17,772 128,163 SH   DFND 2 0 0 128,163
STEINER LEISURE LTD COM P8744Y102 1,689 28,900 SH   DFND 1 9,000 0 19,900
STEINER LEISURE LTD COM P8744Y102 3,623 62,000 SH   DFND 2 21,800 0 40,200
TRONOX LTD-CL A COM Q9235V101 3,822 156,211 SH   DFND 1 153,378 0 2,833
TRONOX LTD-CL A COM Q9235V101 62,362 2,548,520 SH   DFND 2 462 0 2,548,058
AEGEAN MARINE PETROLEUM NETW ORD Y0017S102 2,445 206,156 SH   DFND 1 78,844 0 127,312
AEGEAN MARINE PETROLEUM NETW ORD Y0017S102 5,571 469,744 SH   DFND 2 138,095 0 331,649
AVAGO TECHNOLOGIES LTD ORD Y0486S104 2,071 48,027 SH   DFND 1 32,656 0 15,371
AVAGO TECHNOLOGIES LTD ORD Y0486S104 3,276 75,963 SH   DFND 2 0 0 75,963
BALTIC TRADING LTD COM Y0553W103 0 0 SH   DFND 1 0 0 0
BALTIC TRADING LTD COM Y0553W103 1,903 389,250 SH   DFND 2 0 0 389,250
DIANA SHIPPING INC ORD Y2066G104 0 0 SH   DFND 1 0 0 0
DIANA SHIPPING INC ORD Y2066G104 2,298 190,430 SH   DFND 2 0 0 190,430
SCORPIO TANKERS INC ORD Y7542C106 1,696 173,747 SH   DFND 1 54,317 0 119,430
SCORPIO TANKERS INC ORD Y7542C106 8,464 867,236 SH   DFND 2 128,442 0 738,794
STEALTHGAS INC ORD Y81669106 551 60,250 SH   DFND 1 51,436 0 8,814
STEALTHGAS INC ORD Y81669106 765 83,703 SH   DFND 2 1,841 0 81,862